High-quality earnings beat (profitability + surprise) 2 (max 10 pos) (3) (hold 5d) (lookback 50y) (fill vwap)
Run 5f76803c · view hypothesis
completed
Trades
89
Win rate
43.82%
Avg return
-1.26%
Median return
-1.33%
Avg abnormal
-1.78%
Median abnormal
-1.50%
Best trade
22.15%
Worst trade
-40.23%
Sharpe (per-trade)
-0.13
Max drawdown
-88.19%
Equity curve
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2021 | 6 | -2.08% | -2.62% | 33.33% |
| 2022 | 13 | 0.82% | -0.88% | 61.54% |
| 2023 | 21 | -1.70% | -2.43% | 38.10% |
| 2024 | 19 | -3.45% | -4.39% | 36.84% |
| 2025 | 20 | -1.11% | -0.71% | 40.00% |
| 2026 | 10 | 1.31% | 1.68% | 60.00% |
Trades (89)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROE | Op. margin | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CDW | 2021-08-04 | 2021-08-05 | 2021-08-12 | — | 190.01 | 190.01 | 0.00% | market | 12.22% | 26.13% | 7.19% | 4.06% | 1.11% | 2.95% |
| OI | 2021-10-25 | 2021-10-26 | 2021-11-02 | — | 14.05 | 14.05 | 0.00% | market | 11.54% | 18.40% | 10.32% | -10.63% | 1.03% | -11.66% |
| TEAM | 2021-10-28 | 2021-10-29 | 2021-11-05 | — | 452.50 | 452.50 | 0.00% | market | 17.95% | 1509.78% | 9.20% | -2.81% | 2.78% | -5.59% |
| RHP | 2021-11-01 | 2021-11-02 | 2021-11-09 | — | 84.50 | 84.50 | 0.00% | market | 17.50% | 21.78% | 8.37% | 8.09% | 1.56% | 6.53% |
| VSCO | 2021-11-17 | 2021-11-18 | 2021-11-26 | — | 55.14 | 55.14 | 0.00% | market | 14.08% | 29.85% | 7.49% | -2.39% | -2.19% | -0.20% |
| BJ | 2021-11-18 | 2021-11-19 | 2021-11-29 | — | 72.18 | 72.18 | 0.00% | market | 13.75% | 22.28% | 3.99% | -8.80% | -1.07% | -7.73% |
| EXTR | 2022-01-27 | 2022-01-28 | 2022-02-04 | — | 12.41 | 12.41 | 0.00% | market | 16.67% | 19.17% | 6.43% | -1.95% | 3.70% | -5.66% |
| KTB | 2022-03-01 | 2022-03-02 | 2022-03-09 | — | 45.28 | 45.28 | 0.00% | market | 11.39% | 29.64% | 10.08% | -4.76% | -1.15% | -3.61% |
| IRON | 2022-03-10 | 2022-03-11 | 2022-03-18 | — | 14.50 | 14.50 | 0.00% | market | 17.51% | 27.76% | 0.00% | 2.66% | 3.83% | -1.17% |
| ULTA | 2022-03-10 | 2022-03-11 | 2022-03-18 | — | 385.00 | 385.00 | 0.00% | market | 18.12% | 18.85% | 11.91% | 1.52% | 3.83% | -2.31% |
| NSP | 2022-04-26 | 2022-04-27 | 2022-05-04 | — | 108.71 | 108.71 | 0.00% | market | 10.56% | 205.78% | 6.24% | 0.00% | 2.83% | -2.83% |
| NSP | 2022-08-01 | 2022-08-02 | 2022-08-09 | — | 113.20 | 113.20 | 0.00% | market | 17.17% | 95.64% | 3.38% | -3.66% | 0.55% | -4.21% |
| CWH | 2022-08-02 | 2022-08-03 | 2022-08-10 | — | 28.71 | 28.71 | 0.00% | market | 15.51% | 44.05% | 11.72% | 4.39% | 2.36% | 2.03% |
| BCRX | 2022-08-04 | 2022-08-05 | 2022-08-12 | — | 12.93 | 12.93 | 0.00% | market | 11.11% | 27.60% | -52.98% | 13.13% | 4.26% | 8.87% |
| WYNN | 2022-08-09 | 2022-08-10 | 2022-08-17 | — | 64.86 | 64.86 | 0.00% | market | 12.77% | 21.34% | -5.72% | 0.76% | 1.88% | -1.12% |
| URGN | 2022-08-11 | 2022-08-12 | 2022-08-19 | — | 8.63 | 8.63 | 0.00% | market | 11.28% | 65.24% | -112.71% | -4.73% | 0.03% | -4.76% |
| VSCO | 2022-08-24 | 2022-08-25 | 2022-09-01 | — | 36.81 | 36.81 | 0.00% | market | 14.74% | 28.34% | 6.44% | -8.96% | -4.53% | -4.42% |
| PII | 2022-10-25 | 2022-10-26 | 2022-11-02 | — | 97.90 | 97.90 | 0.00% | market | 14.84% | 18.38% | 10.33% | 2.50% | -1.77% | 4.27% |
| APO | 2022-11-02 | 2022-11-03 | 2022-11-10 | — | 58.46 | 58.46 | 0.00% | market | 11.76% | 42.87% | -30.18% | 9.77% | 6.25% | 3.52% |
| EXTR | 2023-01-25 | 2023-01-26 | 2023-02-02 | — | 17.04 | 17.04 | 0.00% | market | 12.50% | 21.20% | 7.36% | 10.29% | 3.39% | 6.90% |
| CVI | 2023-02-21 | 2023-02-22 | 2023-03-01 | — | 32.50 | 32.50 | 0.00% | market | 12.75% | 21.09% | 8.84% | 2.82% | -1.20% | 4.02% |
| BHC | 2023-02-23 | 2023-02-24 | 2023-03-03 | — | 9.77 | 9.77 | 0.00% | market | 10.87% | 59.25% | -10.76% | -6.34% | 2.22% | -8.56% |
| ESTA | 2023-02-27 | 2023-02-28 | 2023-03-07 | — | 68.64 | 68.64 | 0.00% | market | 19.12% | 165.69% | -30.04% | 4.61% | 0.26% | 4.34% |
| MLCO | 2023-03-01 | 2023-03-02 | 2023-03-09 | — | 13.50 | 13.50 | 0.00% | market | 15.00% | 29.63% | -59.18% | -7.14% | -0.29% | -6.85% |
| SOUN | 2023-03-07 | 2023-03-08 | 2023-03-15 | — | 3.09 | 3.09 | 0.00% | market | 11.76% | 83.91% | -302.62% | -40.23% | -2.29% | -37.94% |
| QBTS | 2023-03-16 | 2023-03-17 | 2023-03-24 | — | 0.52 | 0.52 | 0.00% | market | 14.29% | 46.37% | -900.21% | -2.02% | 0.64% | -2.67% |
| ACI | 2023-04-11 | 2023-04-12 | 2023-04-19 | — | 20.82 | 20.82 | 0.00% | market | 17.91% | 19.31% | 2.37% | 0.33% | 0.55% | -0.22% |
| EXTR | 2023-04-26 | 2023-04-27 | 2023-05-04 | — | 16.52 | 16.52 | 0.00% | market | 11.54% | 21.45% | 8.90% | -0.64% | -0.46% | -0.19% |
| IMOS | 2023-05-04 | 2023-05-05 | 2023-05-12 | — | 24.76 | 24.76 | 0.00% | market | 18.11% | 24.60% | 3.79% | -1.96% | 0.66% | -2.61% |
| REAL | 2023-05-09 | 2023-05-10 | 2023-05-17 | — | 1.28 | 1.28 | 0.00% | market | 16.28% | 33.88% | -57.64% | 5.37% | 0.33% | 5.04% |
| RNG | 2023-05-09 | 2023-05-10 | 2023-05-17 | — | 29.31 | 29.31 | 0.00% | market | 10.14% | 19.96% | -10.22% | -0.37% | 0.33% | -0.70% |
| AVAH | 2023-05-11 | 2023-05-12 | 2023-05-19 | — | 1.06 | 1.06 | 0.00% | market | 16.67% | 94.86% | 3.78% | 15.94% | 1.26% | 14.68% |
| JD | 2023-05-11 | 2023-05-12 | 2023-05-19 | — | 36.94 | 36.94 | 0.00% | market | 15.00% | 20.34% | 2.65% | -5.19% | 1.26% | -6.45% |
| TSHA | 2023-05-11 | 2023-05-12 | 2023-05-19 | — | 0.79 | 0.79 | 0.00% | market | 20.00% | 117.89% | -351.87% | -6.71% | 1.26% | -7.96% |
| KMB | 2023-07-25 | 2023-07-26 | 2023-08-02 | — | 132.84 | 132.84 | 0.00% | market | 11.49% | 20.40% | 2.20% | -2.64% | -0.95% | -1.68% |
| LW | 2023-07-25 | 2023-07-26 | 2023-08-02 | — | 105.55 | 105.55 | 0.00% | market | 16.19% | 35.34% | 11.03% | -3.07% | -0.95% | -2.12% |
| MAX | 2023-11-01 | 2023-11-02 | 2023-11-09 | — | 9.63 | 9.63 | 0.00% | market | 14.71% | 83.11% | -19.78% | -3.53% | 1.70% | -5.23% |
| BHC | 2023-11-02 | 2023-11-03 | 2023-11-10 | — | 7.42 | 7.42 | 0.00% | market | 11.96% | 32.03% | 0.63% | -8.32% | 1.72% | -10.05% |
| EDN | 2023-11-08 | 2023-11-09 | 2023-11-16 | — | 10.16 | 10.16 | 0.00% | market | 12.48% | 76.22% | 0.45% | 7.38% | 2.69% | 4.69% |
| INDV | 2023-11-09 | 2023-11-10 | 2023-11-17 | — | 15.86 | 15.86 | 0.00% | market | 13.33% | 562.50% | -67.53% | 5.83% | 3.40% | 2.43% |
| COR | 2024-01-31 | 2024-02-01 | 2024-02-08 | — | 232.65 | 232.65 | 0.00% | market | 13.49% | 65.98% | 1.04% | -1.10% | 2.82% | -3.93% |
| HRB | 2024-02-06 | 2024-02-07 | 2024-02-14 | — | 45.42 | 45.42 | 0.00% | market | 19.62% | 24.56% | -149.33% | 3.95% | 0.46% | 3.49% |
| MUSA | 2024-02-07 | 2024-02-08 | 2024-02-15 | — | 377.60 | 377.60 | 0.00% | market | 12.00% | 18.10% | 4.28% | 3.89% | 0.78% | 3.10% |
| ESTC | 2024-02-29 | 2024-03-01 | 2024-03-08 | — | 115.96 | 115.96 | 0.00% | market | 16.13% | 24.88% | -8.05% | -8.92% | 0.54% | -9.46% |
| BOX | 2024-03-05 | 2024-03-06 | 2024-03-13 | — | 28.95 | 28.95 | 0.00% | market | 10.53% | 162.59% | 8.05% | 2.70% | 1.06% | 1.64% |
| BURL | 2024-03-07 | 2024-03-08 | 2024-03-15 | — | 223.60 | 223.60 | 0.00% | market | 10.91% | 22.82% | 10.24% | -2.59% | -1.09% | -1.50% |
| BLND | 2024-03-15 | 2024-03-18 | 2024-03-25 | — | 2.88 | 2.88 | 0.00% | market | 12.50% | 165.32% | -60.57% | 7.54% | 1.12% | 6.42% |
| CPS | 2024-05-06 | 2024-05-07 | 2024-05-14 | — | 16.97 | 16.97 | 0.00% | market | 12.94% | 27.33% | 0.51% | -13.36% | 1.11% | -14.47% |
| INSM | 2024-05-09 | 2024-05-10 | 2024-05-17 | — | 26.57 | 26.57 | 0.00% | market | 14.52% | 33.80% | -192.72% | -6.87% | 1.46% | -8.34% |
| PACS | 2024-05-13 | 2024-05-14 | 2024-05-21 | — | 25.79 | 25.79 | 0.00% | market | 13.71% | 38.39% | 8.55% | 7.34% | 1.97% | 5.38% |
| RBRK | 2024-06-11 | 2024-06-12 | 2024-06-20 | — | 36.57 | 36.57 | 0.00% | market | 13.66% | 142.26% | -386.96% | -18.97% | 0.99% | -19.96% |
| TNET | 2024-07-26 | 2024-07-29 | 2024-08-05 | — | 110.94 | 110.94 | 0.00% | market | 19.53% | 60.00% | 6.44% | -13.19% | -5.25% | -7.94% |
| APPN | 2024-08-01 | 2024-08-02 | 2024-08-09 | — | 28.23 | 28.23 | 0.00% | market | 16.13% | 95.48% | -26.76% | -0.10% | -0.52% | 0.42% |
| ADCT | 2024-08-06 | 2024-08-07 | 2024-08-14 | — | 2.95 | 2.95 | 0.00% | market | 13.64% | 27.75% | -166.81% | -3.49% | 2.89% | -6.38% |
| BL | 2024-08-06 | 2024-08-07 | 2024-08-14 | — | 48.80 | 48.80 | 0.00% | market | 16.00% | 23.54% | 1.38% | 6.44% | 2.89% | 3.55% |
| GH | 2024-08-07 | 2024-08-08 | 2024-08-15 | — | 32.06 | 32.06 | 0.00% | market | 15.79% | 6362.55% | -56.77% | -11.08% | 5.57% | -16.65% |
| RBRK | 2024-09-09 | 2024-09-10 | 2024-09-17 | — | 29.85 | 29.85 | 0.00% | market | 17.70% | 35.44% | -82.11% | 7.91% | 2.68% | 5.22% |
| GH | 2024-11-06 | 2024-11-07 | 2024-11-14 | — | 32.39 | 32.39 | 0.00% | market | 18.18% | 179.30% | -61.28% | -6.83% | 0.05% | -6.88% |
| WTI | 2024-11-07 | 2024-11-08 | 2024-11-15 | — | 2.46 | 2.46 | 0.00% | market | 10.53% | 117.17% | -15.62% | -18.80% | -1.75% | -17.05% |
| GH | 2025-02-20 | 2025-02-21 | 2025-02-28 | — | 48.50 | 48.50 | 0.00% | market | 17.33% | 79.49% | -62.42% | -12.37% | -2.62% | -9.75% |
| BCO | 2025-02-26 | 2025-02-27 | 2025-03-06 | — | 94.78 | 94.78 | 0.00% | market | 13.98% | 20.82% | 8.27% | -8.41% | -4.04% | -4.37% |
| TMC | 2025-03-27 | 2025-03-28 | 2025-04-04 | — | 1.98 | 1.98 | 0.00% | market | 16.67% | 93.83% | 0.00% | -7.68% | -10.65% | 2.98% |
| EAF | 2025-04-25 | 2025-04-28 | 2025-05-05 | — | 7.05 | 7.05 | 0.00% | market | 13.33% | 37.36% | -16.33% | -16.41% | 2.20% | -18.61% |
| TNET | 2025-04-25 | 2025-04-28 | 2025-05-05 | — | 77.63 | 77.63 | 0.00% | market | 19.16% | 134.92% | 9.98% | 3.80% | 2.20% | 1.61% |
| GH | 2025-04-30 | 2025-05-01 | 2025-05-08 | — | 52.65 | 52.65 | 0.00% | market | 19.67% | 37.94% | -54.57% | -20.94% | 0.84% | -21.77% |
| OSCR | 2025-05-07 | 2025-05-08 | 2025-05-15 | — | 17.57 | 17.57 | 0.00% | market | 10.84% | 20.65% | 9.75% | -5.85% | 4.46% | -10.31% |
| PGEN | 2025-05-14 | 2025-05-15 | 2025-05-22 | — | 1.27 | 1.27 | 0.00% | market | 12.50% | 385.16% | -1685.01% | 9.35% | -0.42% | 9.77% |
| VIK | 2025-05-20 | 2025-05-21 | 2025-05-29 | — | 44.57 | 44.57 | 0.00% | market | 18.36% | 39.00% | -1.03% | -0.62% | 0.27% | -0.89% |
| TNET | 2025-07-25 | 2025-07-28 | 2025-08-04 | — | 69.28 | 69.28 | 0.00% | market | 15.00% | 34.58% | 5.33% | -8.86% | -0.99% | -7.87% |
| BA | 2025-07-29 | 2025-07-30 | 2025-08-06 | — | 227.84 | 227.84 | 0.00% | market | 11.43% | 18.54% | -1.18% | -1.33% | -0.49% | -0.84% |
| GH | 2025-07-30 | 2025-07-31 | 2025-08-07 | — | 44.86 | 44.86 | 0.00% | market | 15.38% | 32.70% | -45.85% | 12.23% | -1.13% | 13.35% |
| ANAB | 2025-08-07 | 2025-08-08 | 2025-08-15 | — | 13.82 | 13.82 | 0.00% | market | 10.67% | 86.36% | -117.55% | -2.92% | 1.48% | -4.40% |
| CYTK | 2025-08-07 | 2025-08-08 | 2025-08-15 | — | 35.85 | 35.85 | 0.00% | market | 16.42% | 36.44% | -167.00% | 7.77% | 1.48% | 6.29% |
| GPGI | 2025-08-07 | 2025-08-08 | 2025-08-15 | — | 15.46 | 15.46 | 0.00% | market | 19.05% | 24.56% | 0.00% | 20.02% | 1.48% | 18.54% |
| NIO | 2025-09-02 | 2025-09-03 | 2025-09-10 | — | 6.38 | 6.38 | 0.00% | market | 16.57% | 426.42% | -25.82% | -10.44% | 1.48% | -11.93% |
| GH | 2025-10-29 | 2025-10-30 | 2025-11-06 | — | 89.99 | 89.99 | 0.00% | market | 18.75% | 26.16% | -37.33% | 6.86% | -1.99% | 8.84% |
| HRB | 2025-11-06 | 2025-11-07 | 2025-11-14 | — | 51.81 | 51.81 | 0.00% | market | 14.29% | 30.10% | -46.89% | -14.65% | 0.60% | -15.26% |
| STEP | 2025-11-06 | 2025-11-07 | 2025-11-14 | — | 59.44 | 59.44 | 0.00% | market | 11.32% | 156.83% | -159.12% | 6.04% | 0.60% | 5.44% |
| BHVN | 2025-11-10 | 2025-11-11 | 2025-11-18 | — | 7.73 | 7.73 | 0.00% | market | 14.14% | 1010.74% | 0.00% | 22.15% | -2.92% | 25.07% |
| EAT | 2026-01-28 | 2026-01-29 | 2026-02-05 | — | 158.25 | 158.25 | 0.00% | market | 13.44% | 33.88% | 11.60% | 1.41% | -2.70% | 4.11% |
| MUSA | 2026-02-04 | 2026-02-05 | 2026-02-12 | — | 436.86 | 436.86 | 0.00% | market | 12.89% | 22.76% | 4.58% | -12.01% | 0.05% | -12.06% |
| MANE | 2026-02-25 | 2026-02-26 | 2026-03-05 | — | 42.17 | 42.17 | 0.00% | market | 10.31% | 18.05% | 0.00% | 15.20% | -1.73% | 16.92% |
| VSCO | 2026-03-05 | 2026-03-06 | 2026-03-13 | — | 50.16 | 50.16 | 0.00% | market | 11.69% | 21.45% | 10.09% | -10.67% | -1.65% | -9.01% |
| BOBS | 2026-03-17 | 2026-03-18 | 2026-03-25 | — | 13.64 | 13.64 | 0.00% | market | 16.67% | 25.03% | 9.19% | -15.94% | -1.73% | -14.21% |
| AVAH | 2026-03-19 | 2026-03-20 | 2026-03-27 | — | 6.03 | 6.03 | 0.00% | market | 10.53% | 91.92% | 11.66% | 4.21% | -3.42% | 7.63% |
| CVLT | 2026-04-28 | 2026-04-29 | 2026-05-06 | — | 98.47 | 98.47 | 0.00% | market | 17.43% | 195.48% | 11.31% | 2.68% | 3.21% | -0.53% |
| TDC | 2026-05-05 | 2026-05-06 | 2026-05-13 | — | 27.20 | 27.20 | 0.00% | market | 14.29% | 60.14% | -8.11% | 20.12% | 1.94% | 18.18% |
| URGN | 2026-05-06 | 2026-05-07 | 2026-05-14 | — | 26.41 | 26.41 | 0.00% | market | 16.07% | 18.97% | -39.76% | 12.28% | 1.78% | 10.50% |
| TMC | 2026-05-14 | 2026-05-15 | 2026-05-22 | — | 5.63 | 5.63 | 0.00% | market | 16.67% | 75.32% | 0.00% | -4.19% | 0.52% | -4.70% |