Large beat + not expensive 2 (Copy) 1

Run 5f768c1a · view hypothesis

completed

Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.

Trades
176
Win rate
55.11%
Avg return
2.82%
Median return
1.55%
Avg abnormal
1.37%
Median abnormal
-0.31%
Best trade
68.57%
Worst trade
-29.70%
Sharpe (per-trade)
0.18
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
202325-1.26%-2.17%44.00%
2024585.61%3.68%63.79%
2025621.63%0.44%54.84%
2026313.26%1.74%48.39%
Trades (176)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.P/EReturnBenchmarkAbnormal
ACCO2023-08-082023-08-092023-09-07—6.076.070.00%market31.03%—-13.61%-0.93%-12.68%
AMPY2023-08-082023-08-092023-09-07—7.387.380.00%market242.86%—-8.23%-0.93%-7.30%
APPS2023-08-082023-08-092023-09-07—9.859.850.00%market50.00%—-19.80%-0.93%-18.86%
ARLO2023-08-082023-08-092023-09-07—11.3911.390.00%market63.27%—-10.02%-0.93%-9.09%
ATKR2023-08-082023-08-092023-09-07—156.80156.800.00%market33.96%—-3.37%-0.93%-2.43%
AEO2023-09-062023-09-072023-10-05—17.4317.430.00%market56.25%—-7.16%-4.20%-2.96%
AGX2023-09-062023-09-072023-10-05—42.6442.640.00%market25.33%—8.69%-4.20%12.89%
AI2023-09-062023-09-072023-10-05—27.9427.940.00%market47.06%—-13.38%-4.20%-9.18%
GME2023-09-062023-09-072023-10-05—19.1319.130.00%market80.00%—-23.21%-4.20%-19.01%
INTA2023-09-062023-09-072023-10-05—35.0035.000.00%market300.00%—0.16%-4.20%4.36%
LW2023-10-052023-10-062023-11-03—97.3997.390.00%market49.54%—-3.49%3.01%-6.50%
MANU2023-10-052023-10-062023-11-03—19.0119.010.00%market62.22%—-1.78%3.01%-4.80%
AZZ2023-10-102023-10-112023-11-08—49.5049.500.00%market17.59%—-6.46%0.37%-6.83%
C2023-10-132023-10-162023-11-13—41.9541.950.00%market25.62%—1.69%1.47%0.22%
PNC2023-10-132023-10-162023-11-13—117.92117.920.00%market15.76%—1.32%1.47%-0.14%
AAMI2023-11-022023-11-032023-12-04—15.8815.880.00%market52.54%—12.68%5.44%7.25%
ABCL2023-11-022023-11-032023-12-04—3.973.970.00%market28.57%—16.78%5.44%11.34%
ACMR2023-11-072023-11-082023-12-07—15.5915.590.00%market62.86%—3.30%4.73%-1.43%
CEPU2023-11-122023-11-132023-12-12—6.176.170.00%market244.23%—49.82%5.66%44.16%
LAC2023-11-102023-11-132023-12-12—7.317.310.00%market180.00%—-20.35%5.66%-26.01%
GTLB2023-12-042023-12-052024-01-04—59.6859.680.00%market1150.00%—-3.62%2.64%-6.26%
ASAN2023-12-052023-12-062024-01-05—19.2519.250.00%market63.64%—-12.41%1.99%-14.40%
AI2023-12-062023-12-072024-01-08—26.5126.510.00%market31.58%—7.67%3.87%3.80%
BLBD2023-12-112023-12-122024-01-11—24.0024.000.00%market37.50%—3.23%3.19%0.04%
PLAB2023-12-132023-12-142024-01-16—26.8426.840.00%market35.85%—10.15%0.51%9.63%
GBX2024-01-052024-01-082024-02-06—47.2847.280.00%market31.51%—-1.39%5.45%-6.84%
ACI2024-01-092024-01-102024-02-08—23.1523.150.00%market19.70%—-7.88%5.10%-12.97%
AYI2024-01-092024-01-102024-02-08—228.97228.970.00%market15.17%—5.49%5.10%0.40%
C2024-01-122024-01-162024-02-13—51.7851.780.00%market15.07%—1.79%3.96%-2.17%
AA2024-01-172024-01-182024-02-15—27.6227.620.00%market43.43%—-0.93%5.91%-6.84%
ALGT2024-02-052024-02-062024-03-06—73.9973.990.00%market116.42%—0.91%3.29%-2.37%
ALL2024-02-072024-02-082024-03-08—163.00163.000.00%market45.86%—-3.83%2.73%-6.56%
ASND2024-02-072024-02-082024-03-08—140.82140.820.00%market24.14%—4.02%2.73%1.28%
ASPN2024-02-122024-02-132024-03-13—13.2113.210.00%market91.67%—35.40%4.34%31.07%
ACGL2024-02-142024-02-152024-03-15—86.4386.430.00%market28.35%—6.21%2.11%4.09%
APGE2024-03-052024-03-062024-04-04—61.0861.080.00%market28.89%—-3.51%0.49%-4.00%
ABM2024-03-072024-03-082024-04-08—43.4243.420.00%market21.13%—1.72%0.63%1.09%
DXPE2024-03-072024-03-082024-04-08—40.2140.210.00%market733.33%—38.97%0.63%38.34%
BRT2024-03-122024-03-132024-04-11—16.0616.060.00%market480.00%—7.50%0.17%7.32%
CINT2024-03-142024-03-152024-04-15—4.334.330.00%market16.67%—-6.57%-1.13%-5.44%
BB2024-04-032024-04-042024-05-02—2.962.960.00%market193.83%—-1.45%-3.53%2.08%
GBX2024-04-052024-04-082024-05-06—53.5853.580.00%market19.77%—-2.86%-0.50%-2.37%
JD2024-04-082024-04-092024-05-07—26.1026.100.00%market23.44%—23.00%-0.65%23.65%
AGX2024-04-112024-04-122024-05-10—55.2055.200.00%market18.67%—20.41%1.26%19.15%
C2024-04-122024-04-152024-05-13—60.1860.180.00%market51.22%—5.25%1.12%4.13%
AER2024-05-012024-05-022024-05-31—86.9486.940.00%market36.51%—6.54%4.61%1.93%
ADNT2024-05-032024-05-062024-06-04—27.7027.700.00%market38.46%—1.45%2.85%-1.40%
BCRX2024-05-062024-05-072024-06-05—5.395.390.00%market26.09%—25.87%3.31%22.57%
ACHR2024-05-092024-05-102024-06-10—3.883.880.00%market20.69%—-15.05%2.65%-17.70%
CLMT2024-05-102024-05-132024-06-11—15.9015.900.00%market17.57%—3.36%2.75%0.61%
AMBA2024-05-302024-05-312024-07-01—58.0058.000.00%market18.75%—-7.67%4.15%-11.82%
GTLB2024-06-032024-06-042024-07-03—46.9046.900.00%market179.07%—13.27%4.75%8.52%
GWRE2024-06-042024-06-052024-07-05—123.59123.590.00%market95.64%—12.65%4.50%8.15%
CURV2024-06-122024-06-132024-07-15—7.007.000.00%market71.43%—26.04%3.38%22.66%
SIG2024-06-132024-06-142024-07-16—92.0192.010.00%market30.28%—-3.88%4.43%-8.32%
SMFG2024-06-282024-07-012024-07-30—13.4313.430.00%market116.31%—1.61%-0.67%2.28%
AEHR2024-07-162024-07-172024-08-14—19.2619.260.00%market663.64%—-29.70%-2.69%-27.00%
FULT2024-07-162024-07-172024-08-14—18.7618.760.00%market56.67%—-7.62%-2.69%-4.92%
NIC2024-07-162024-07-172024-08-14—95.0095.000.00%market15.66%—-8.19%-2.69%-5.50%
WAFD2024-07-162024-07-172024-08-14—33.0033.000.00%market31.58%—0.66%-2.69%3.35%
CNO2024-07-292024-07-302024-08-27—32.0032.000.00%market47.89%—5.68%2.80%2.88%
ANRO2024-08-132024-08-142024-09-12—9.009.000.00%market15.49%—44.34%2.99%41.35%
ELVN2024-08-132024-08-142024-09-12—22.4422.440.00%market29.31%—-0.59%2.99%-3.58%
HUT2024-08-132024-08-142024-09-12—11.2111.210.00%market122.22%—-2.95%2.99%-5.95%
INTA2024-08-132024-08-142024-09-12—38.0038.000.00%market25.00%—15.82%2.99%12.83%
TCOM2024-08-262024-08-272024-09-25—46.4546.450.00%market35.14%—9.87%1.89%7.98%
MANU2024-09-112024-09-122024-10-10—15.7015.700.00%market25.93%—2.45%3.81%-1.36%
LEN2024-09-192024-09-202024-10-18—185.49185.490.00%market17.36%—1.75%2.95%-1.20%
FGN2024-09-302024-10-012024-10-29—27.2127.210.00%market42.20%—-1.02%1.46%-2.48%
CALM2024-10-012024-10-022024-10-30—76.2076.200.00%market31.33%—16.70%2.17%14.53%
UNFI2024-10-012024-10-022024-10-30—22.4322.430.00%market112.50%—-7.95%2.17%-10.11%
APLD2024-10-092024-10-102024-11-07—7.497.490.00%market89.01%—3.91%3.45%0.46%
MCB2024-10-172024-10-182024-11-15—63.0063.000.00%market20.00%—2.30%0.29%2.01%
CALX2024-10-282024-10-292024-11-26—39.1039.100.00%market44.44%—-17.54%3.59%-21.13%
BLX2024-10-292024-10-302024-11-27—32.8032.800.00%market28.57%—1.64%3.02%-1.38%
BXC2024-10-292024-10-302024-11-27—107.70107.700.00%market62.50%—16.08%3.02%13.07%
AMC2024-11-062024-11-072024-12-06—4.454.450.00%market42.86%—6.19%2.48%3.71%
DAO2024-11-142024-11-152024-12-16—5.025.020.00%market94.00%—55.08%2.89%52.18%
AMBA2024-11-262024-11-272024-12-27—79.7879.780.00%market266.67%—-7.96%-0.91%-7.05%
JOYY2024-11-262024-11-272024-12-27—35.8035.800.00%market15.80%—17.86%-0.91%18.77%
PD2024-11-262024-11-272024-12-27—21.7621.760.00%market47.06%—-18.16%-0.91%-17.25%
ASAN2024-12-052024-12-062025-01-07—20.0020.000.00%market71.43%—1.65%-3.10%4.75%
BB2024-12-192024-12-202025-01-23—3.003.000.00%market300.00%—38.90%4.81%34.09%
AAUC2024-12-312025-01-022025-02-03—7.357.350.00%market85.62%—30.51%1.42%29.09%
CVSA2024-12-312025-01-022025-02-03—91.1191.110.00%market44.53%—14.87%1.42%13.45%
CALM2025-01-072025-01-082025-02-07—109.78109.780.00%market21.47%—-1.45%2.05%-3.50%
GBX2025-01-082025-01-102025-02-10—61.8561.850.00%market48.28%—4.12%3.24%0.88%
AMTB2025-01-222025-01-232025-02-21—24.2024.200.00%market85.19%—-6.34%-0.97%-5.37%
BEP2025-01-312025-02-032025-03-04—21.5521.550.00%market72.73%—0.83%-2.67%3.50%
BEPC2025-01-312025-02-032025-03-04—25.9425.940.00%market81.82%—2.79%-2.67%5.46%
AAMI2025-02-062025-02-072025-03-10—24.8624.860.00%market26.21%—-5.01%-7.63%2.62%
PRLB2025-02-072025-02-102025-03-11—42.8542.850.00%market18.75%—-13.43%-7.96%-5.46%
AEG2025-02-202025-02-212025-03-21—6.106.100.00%market124.68%—7.77%-7.57%15.34%
BRCC2025-03-032025-03-042025-04-01—2.602.600.00%market500.00%—-21.64%-3.23%-18.41%
EBS2025-03-032025-03-042025-04-01—5.565.560.00%market114.29%—-14.85%-3.23%-11.62%
GRND2025-03-072025-03-102025-04-07—14.7814.780.00%market28.57%—15.39%-11.14%26.53%
NX2025-03-102025-03-112025-04-08—20.5220.520.00%market416.67%—-20.96%-11.25%-9.71%
CIG2025-03-202025-03-212025-04-21—1.931.930.00%market34.55%—-10.46%-8.12%-2.35%
PVLA2025-03-312025-04-012025-04-30—28.3028.300.00%market1125.64%—-14.30%-0.52%-13.78%
SKE2025-03-312025-04-012025-04-30—10.1010.100.00%market78.57%—18.22%-0.52%18.74%
LEVI2025-04-072025-04-082025-05-07—15.7115.710.00%market36.64%—5.25%7.53%-2.28%
AEHR2025-04-082025-04-092025-05-08—7.017.010.00%market600.00%—20.16%14.51%5.64%
ALLY2025-04-172025-04-212025-05-19—31.2031.200.00%market36.76%—15.57%14.14%1.43%
AAT2025-04-292025-04-302025-05-29—18.6618.660.00%market15.56%—7.88%7.76%0.13%
ATRC2025-04-292025-04-302025-05-29—31.1831.180.00%market44.00%—9.20%7.76%1.44%
ACLS2025-05-062025-05-072025-06-05—55.9355.930.00%market166.67%—7.80%5.87%1.93%
ACRE2025-05-072025-05-082025-06-06—4.704.700.00%market285.71%—1.81%6.00%-4.18%
GSL2025-05-192025-05-202025-06-18—26.3526.350.00%market16.74%—1.49%0.73%0.76%
AI2025-05-282025-05-292025-06-27—26.5926.590.00%market20.39%—-8.94%3.68%-12.62%
ANF2025-05-282025-05-292025-06-27—88.4888.480.00%market16.91%—-6.61%3.68%-10.29%
CXM2025-06-042025-06-052025-07-07—9.109.100.00%market21.85%—-1.31%3.86%-5.17%
BRZE2025-06-052025-06-062025-07-08—31.4531.450.00%market52.64%—-8.43%3.62%-12.05%
TEN2025-06-172025-06-182025-07-18—20.6320.630.00%market217.24%—-7.76%4.87%-12.63%
ZGN2025-06-262025-06-272025-07-28—8.658.650.00%market44.93%—4.52%3.93%0.60%
GBX2025-07-012025-07-022025-07-31—53.7553.750.00%market116.28%—-15.45%2.40%-17.85%
AEHR2025-07-082025-07-092025-08-06—12.4412.440.00%market33.33%—46.04%1.61%44.43%
SAZ2025-07-082025-07-092025-08-06—25.4225.420.00%market26.82%—0.45%1.61%-1.16%
TCBI2025-07-172025-07-182025-08-15—91.2491.240.00%market27.34%—-8.10%2.25%-10.35%
FHB2025-07-252025-07-282025-08-25—25.6025.600.00%market18.37%—-1.23%0.78%-2.02%
ACR2025-07-302025-07-312025-08-28—19.0519.050.00%market300.00%—9.09%1.48%7.61%
ADPT2025-08-052025-08-062025-09-04—12.3512.350.00%market29.17%—5.33%3.19%2.13%
AIZ2025-08-052025-08-062025-09-04—195.57195.570.00%market25.51%—10.61%3.19%7.42%
AMCR2025-08-142025-08-152025-09-15—43.8043.800.00%market368.82%—-5.58%2.31%-7.89%
PDD2025-08-252025-08-262025-09-24—128.50128.500.00%market61.26%—1.81%2.94%-1.13%
BILL2025-08-272025-08-282025-09-26—44.8244.820.00%market29.27%—20.78%2.25%18.53%
AEO2025-09-032025-09-042025-10-02—17.7517.750.00%market125.00%—-4.61%3.85%-8.46%
ASAN2025-09-032025-09-042025-10-02—15.2015.200.00%market20.00%—-11.48%3.85%-15.33%
MANU2025-09-172025-09-182025-10-16—15.4115.410.00%market55.56%—16.32%-0.19%16.51%
THO2025-09-242025-09-252025-10-23—106.57106.570.00%market99.14%—2.21%2.10%0.11%
KNOP2025-09-252025-09-262025-10-24—9.899.890.00%market17.65%—-8.39%2.69%-11.08%
CAG2025-10-012025-10-022025-10-30—19.0919.090.00%market16.77%—-8.85%1.40%-10.25%
NEOG2025-10-092025-10-102025-11-07—6.886.880.00%market154.05%—-7.08%-0.17%-6.90%
MS2025-10-152025-10-162025-11-13—163.09163.090.00%market33.33%—1.45%0.78%0.66%
AA2025-10-222025-10-232025-11-20—37.6937.690.00%market85.83%—-5.03%-2.33%-2.70%
AAL2025-10-232025-10-242025-11-21—13.0013.000.00%market38.94%—-1.10%-2.58%1.48%
ACR2025-10-292025-10-302025-11-28—20.5020.500.00%market638.84%—3.36%-0.07%3.44%
ACHR2025-11-062025-11-072025-12-08—7.837.830.00%market60.27%—9.86%2.35%7.51%
ANRO2025-11-122025-11-132025-12-12—14.4514.450.00%market21.21%—4.61%0.19%4.42%
KC2025-11-192025-11-202025-12-19—12.2912.290.00%market120.00%—-8.07%1.14%-9.22%
AUNA2025-11-202025-11-212025-12-22—4.814.810.00%market33.33%—-5.30%4.55%-9.84%
MDB2025-12-012025-12-022025-12-31—406.82406.820.00%market63.98%—3.06%0.00%3.06%
VSCO2025-12-052025-12-082026-01-07—49.5149.510.00%market53.92%—23.01%0.44%22.57%
NTSK2025-12-112025-12-122026-01-13—21.4021.400.00%market60.27%—-23.46%0.81%-24.28%
FDX2025-12-182025-12-192026-01-21—219.08219.080.00%market18.43%—12.72%1.30%11.42%
MFG2025-12-292025-12-302026-01-29—7.377.370.00%market44.72%—17.13%0.96%16.17%
FC2026-01-072026-01-082026-02-06—16.1516.150.00%market133.33%—20.58%0.26%20.32%
STZ2026-01-072026-01-082026-02-06—143.86143.860.00%market16.35%—14.13%0.26%13.87%
KBH2026-01-122026-01-132026-02-11—61.7361.730.00%market40.78%—3.45%-0.51%3.96%
BNED2026-01-202026-01-212026-02-19—8.828.820.00%market41.98%—-6.22%0.71%-6.93%
CMPR2026-01-282026-01-292026-02-27—69.1969.190.00%market21.12%—5.48%-1.49%6.97%
ADPT2026-02-052026-02-062026-03-09—17.8217.820.00%market52.63%—-16.21%-0.47%-15.74%
ARW2026-02-052026-02-062026-03-09—145.13145.130.00%market23.66%—-3.75%-0.47%-3.28%
ACRE2026-02-102026-02-112026-03-12—5.725.720.00%market1400.00%—-13.39%-4.36%-9.03%
BORR2026-02-182026-02-192026-03-19—5.665.660.00%market78.09%—-14.59%-3.52%-11.07%
AAOI2026-02-262026-02-272026-03-27—65.9365.930.00%market91.67%—48.86%-7.17%56.03%
ATAI2026-03-062026-03-092026-04-07—3.403.400.00%market58.33%—11.37%-1.08%12.45%
TEN2026-03-062026-03-092026-04-07—35.7835.780.00%market58.88%—8.06%-1.08%9.14%
NTSK2026-03-112026-03-122026-04-10—9.729.720.00%market33.33%—-10.90%1.24%-12.14%
ARX2026-03-182026-03-192026-04-17—11.7011.700.00%market43.75%—20.33%8.09%12.23%
DBI2026-03-262026-03-272026-04-27—5.545.540.00%market35.42%—37.08%11.31%25.77%
AEHR2026-04-072026-04-082026-05-06—57.3557.350.00%market28.57%—68.57%8.49%60.07%
NEOG2026-04-092026-04-102026-05-08—9.969.960.00%market125.00%—-9.24%8.26%-17.50%
C2026-04-142026-04-152026-05-13—131.25131.250.00%market15.47%—-5.55%6.77%-12.31%
ALLY2026-04-172026-04-202026-05-18—45.1345.130.00%market18.84%—-6.79%4.21%-11.01%
CPAC2026-04-242026-04-272026-05-26—10.6910.690.00%market158.06%—-1.69%5.25%-6.94%
ADPT2026-05-052026-05-062026-06-04—14.6414.640.00%market18.75%—23.40%3.97%19.42%
AGO2026-05-072026-05-082026-06-08—79.0079.000.00%market66.67%—-5.39%0.58%-5.97%
AKA2026-05-122026-05-132026-06-11—12.4012.400.00%market32.65%—-27.84%-0.10%-27.75%
MUFG2026-05-152026-05-182026-06-16—19.1919.190.00%market40.10%—5.68%1.42%4.27%
ABVX2026-05-222026-05-262026-06-24—126.63126.630.00%market33.64%—-27.04%-2.24%-24.81%
CHPT2026-06-032026-06-042026-07-06—7.477.470.00%market33.33%—-16.30%-0.11%-16.19%
SAIL2026-06-092026-06-102026-07-10—15.5615.560.00%market15.53%—-11.99%2.94%-14.93%
NAVN2026-06-102026-06-112026-07-13—24.2524.250.00%market1441.43%—7.65%2.80%4.85%
LZB2026-06-162026-06-172026-07-17—42.1842.180.00%market53.66%—-5.58%-1.06%-4.51%
CBRS2026-06-232026-06-242026-07-23—208.00208.000.00%market75.55%—5.67%0.41%5.26%
EPAC2026-07-072026-07-082026-08-05—35.8235.820.00%market19.28%—3.11%3.58%-0.47%