Quality compounder beat (Copy) 1
Run 5f768ccb · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
89
Win rate
56.18%
Avg return
0.76%
Median return
1.04%
Avg abnormal
-0.95%
Median abnormal
-1.11%
Best trade
53.16%
Worst trade
-42.47%
Sharpe (per-trade)
0.05
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 15 | 6.15% | 2.88% | 66.67% |
| 2024 | 31 | -1.32% | -4.44% | 54.84% |
| 2025 | 26 | -0.24% | -0.48% | 53.85% |
| 2026 | 17 | 1.34% | 1.35% | 52.94% |
Trades (89)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROE | Debt / equity | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HALO | 2023-08-08 | 2023-08-09 | 2023-09-07 | — | 42.42 | 42.42 | 0.00% | market | 17.46% | — | — | -7.83% | -0.93% | -6.90% |
| WMG | 2023-08-08 | 2023-08-09 | 2023-09-07 | — | 32.89 | 32.89 | 0.00% | market | 15.00% | — | — | 0.17% | -0.93% | 1.10% |
| ATMU | 2023-08-09 | 2023-08-10 | 2023-09-08 | — | 23.64 | 23.64 | 0.00% | market | 14.58% | — | — | -4.16% | -0.60% | -3.57% |
| BLBD | 2023-08-09 | 2023-08-10 | 2023-09-08 | — | 21.90 | 21.90 | 0.00% | market | 69.23% | — | — | -1.65% | -0.60% | -1.06% |
| OPFI | 2023-08-09 | 2023-08-10 | 2023-09-08 | — | 2.35 | 2.35 | 0.00% | market | 359.71% | — | — | 12.67% | -0.60% | 13.26% |
| LUCK | 2023-09-11 | 2023-09-12 | 2023-10-10 | — | 10.42 | 10.42 | 0.00% | market | 5464.08% | — | — | 10.17% | -2.78% | 12.95% |
| KMB | 2023-10-24 | 2023-10-25 | 2023-11-22 | — | 120.94 | 120.94 | 0.00% | market | 9.43% | — | — | 1.04% | 7.85% | -6.81% |
| KOF | 2023-10-24 | 2023-10-25 | 2023-11-22 | — | 72.40 | 72.40 | 0.00% | market | 19.05% | — | — | 17.86% | 7.85% | 10.00% |
| SHW | 2023-10-24 | 2023-10-25 | 2023-11-22 | — | 235.20 | 235.20 | 0.00% | market | 15.52% | — | — | 16.67% | 7.85% | 8.82% |
| TNET | 2023-10-25 | 2023-10-26 | 2023-11-24 | — | 110.65 | 110.65 | 0.00% | market | 37.41% | — | — | 1.90% | 9.33% | -7.43% |
| WU | 2023-10-25 | 2023-10-26 | 2023-11-24 | — | 12.74 | 12.74 | 0.00% | market | 10.26% | — | — | -5.44% | 9.33% | -14.77% |
| NTAP | 2023-11-28 | 2023-11-29 | 2023-12-28 | — | 86.89 | 86.89 | 0.00% | market | 12.86% | — | — | 1.42% | 4.27% | -2.86% |
| JILL | 2023-12-05 | 2023-12-06 | 2024-01-05 | — | 26.13 | 26.13 | 0.00% | market | 27.87% | — | — | -6.95% | 1.99% | -8.94% |
| BNED | 2023-12-06 | 2023-12-07 | 2024-01-08 | — | 130.50 | 130.50 | 0.00% | market | 12400.00% | — | — | 53.16% | 3.87% | 49.29% |
| BLBD | 2023-12-11 | 2023-12-12 | 2024-01-11 | — | 24.00 | 24.00 | 0.00% | market | 37.50% | — | — | 3.23% | 3.19% | 0.04% |
| LMT | 2024-01-23 | 2024-01-24 | 2024-02-22 | — | 439.52 | 439.52 | 0.00% | market | 8.54% | — | — | -2.52% | 4.04% | -6.55% |
| COR | 2024-01-31 | 2024-02-01 | 2024-03-01 | — | 232.65 | 232.65 | 0.00% | market | 13.49% | — | — | 1.78% | 5.82% | -4.04% |
| AAMI | 2024-02-01 | 2024-02-02 | 2024-03-04 | — | 21.80 | 21.80 | 0.00% | market | 30.51% | — | — | 3.62% | 4.63% | -1.01% |
| CLX | 2024-02-01 | 2024-02-02 | 2024-03-04 | — | 158.50 | 158.50 | 0.00% | market | 100.00% | — | — | -4.87% | 4.63% | -9.50% |
| SPG | 2024-02-05 | 2024-02-06 | 2024-03-06 | — | 137.49 | 137.49 | 0.00% | market | 10.48% | — | — | 10.69% | 3.29% | 7.40% |
| VAL | 2024-02-21 | 2024-02-22 | 2024-03-21 | — | 69.16 | 69.16 | 0.00% | market | 110.34% | — | — | 7.38% | 3.61% | 3.77% |
| ESTC | 2024-02-29 | 2024-03-01 | 2024-04-01 | — | 115.96 | 115.96 | 0.00% | market | 16.13% | — | — | -13.38% | 2.59% | -15.97% |
| BOX | 2024-03-05 | 2024-03-06 | 2024-04-04 | — | 28.95 | 28.95 | 0.00% | market | 10.53% | — | — | -4.69% | 0.49% | -5.19% |
| BURL | 2024-03-07 | 2024-03-08 | 2024-04-08 | — | 223.60 | 223.60 | 0.00% | market | 10.91% | — | — | -10.97% | 0.63% | -11.60% |
| MANU | 2024-03-12 | 2024-03-13 | 2024-04-11 | — | 14.27 | 14.27 | 0.00% | market | 184.22% | — | — | 2.63% | 0.17% | 2.46% |
| KMB | 2024-04-23 | 2024-04-24 | 2024-05-22 | — | 135.66 | 135.66 | 0.00% | market | 23.31% | — | — | -1.42% | 4.59% | -6.01% |
| LMT | 2024-04-23 | 2024-04-24 | 2024-05-22 | — | 462.70 | 462.70 | 0.00% | market | 9.79% | — | — | 1.42% | 4.59% | -3.18% |
| KOF | 2024-04-24 | 2024-04-25 | 2024-05-23 | — | 96.18 | 96.18 | 0.00% | market | 16.67% | — | — | -0.11% | 5.36% | -5.48% |
| LII | 2024-04-24 | 2024-04-25 | 2024-05-23 | — | 463.56 | 463.56 | 0.00% | market | 9.81% | — | — | 6.00% | 5.36% | 0.63% |
| PI | 2024-04-24 | 2024-04-25 | 2024-05-23 | — | 130.28 | 130.28 | 0.00% | market | 110.00% | — | — | 29.23% | 5.36% | 23.86% |
| IBTA | 2024-05-30 | 2024-05-31 | 2024-07-01 | — | 104.33 | 104.33 | 0.00% | market | 80.00% | — | — | -31.39% | 4.15% | -35.54% |
| JILL | 2024-06-07 | 2024-06-10 | 2024-07-10 | — | 37.99 | 37.99 | 0.00% | market | 11.93% | — | — | -8.92% | 5.28% | -14.20% |
| PAC | 2024-07-22 | 2024-07-23 | 2024-08-20 | — | 163.30 | 163.30 | 0.00% | market | 24.51% | — | — | 0.68% | 0.75% | -0.07% |
| KMB | 2024-07-23 | 2024-07-24 | 2024-08-21 | — | 134.77 | 134.77 | 0.00% | market | 14.62% | — | — | 7.18% | 2.14% | 5.04% |
| KLAC | 2024-07-25 | 2024-07-26 | 2024-08-23 | — | 78.94 | 78.94 | 0.00% | market | 8.20% | — | — | 3.50% | 3.66% | -0.16% |
| MMM | 2024-07-26 | 2024-07-29 | 2024-08-26 | — | 128.00 | 128.00 | 0.00% | market | 14.88% | — | — | 2.91% | 2.71% | 0.20% |
| TNET | 2024-07-26 | 2024-07-29 | 2024-08-26 | — | 110.94 | 110.94 | 0.00% | market | 19.53% | — | — | -8.99% | 2.71% | -11.69% |
| BOX | 2024-08-27 | 2024-08-28 | 2024-09-26 | — | 30.00 | 30.00 | 0.00% | market | 10.00% | — | — | 7.90% | 1.98% | 5.92% |
| CHWY | 2024-08-28 | 2024-08-29 | 2024-09-27 | — | 28.72 | 28.72 | 0.00% | market | 257.14% | — | — | 4.22% | 1.99% | 2.23% |
| CCL | 2024-09-30 | 2024-10-01 | 2024-10-29 | — | 18.70 | 18.70 | 0.00% | market | 9.48% | — | — | 18.08% | 1.46% | 16.62% |
| LII | 2024-10-23 | 2024-10-24 | 2024-11-21 | — | 613.97 | 613.97 | 0.00% | market | 11.33% | — | — | 5.87% | 2.36% | 3.51% |
| BAH | 2024-10-25 | 2024-10-28 | 2024-11-25 | — | 184.08 | 184.08 | 0.00% | market | 23.13% | — | — | -19.99% | 2.57% | -22.56% |
| KOF | 2024-10-25 | 2024-10-28 | 2024-11-25 | — | 86.69 | 86.69 | 0.00% | market | 10.53% | — | — | -7.75% | 2.57% | -10.31% |
| FER | 2024-10-29 | 2024-10-30 | 2024-11-27 | — | 40.34 | 40.34 | 0.00% | market | 751.91% | — | — | 1.83% | 3.02% | -1.18% |
| AMGN | 2024-10-30 | 2024-10-31 | 2024-11-29 | — | 317.69 | 317.69 | 0.00% | market | 9.20% | — | — | -11.06% | 4.69% | -15.75% |
| ZIM | 2024-11-20 | 2024-11-21 | 2024-12-20 | — | 26.00 | 26.00 | 0.00% | market | 32.48% | — | — | -29.75% | -0.38% | -29.37% |
| EAT | 2025-01-29 | 2025-01-30 | 2025-02-28 | — | 183.00 | 183.00 | 0.00% | market | 104.38% | — | — | -10.03% | -1.62% | -8.41% |
| LII | 2025-01-29 | 2025-01-30 | 2025-02-28 | — | 599.84 | 599.84 | 0.00% | market | 35.92% | — | — | 0.10% | -1.62% | 1.72% |
| BEPC | 2025-01-31 | 2025-02-03 | 2025-03-04 | — | 25.94 | 25.94 | 0.00% | market | 81.82% | — | — | 2.79% | -2.67% | 5.46% |
| IT | 2025-02-04 | 2025-02-05 | 2025-03-06 | — | 541.76 | 541.76 | 0.00% | market | 67.18% | — | — | -10.93% | -4.65% | -6.28% |
| PJT | 2025-02-04 | 2025-02-05 | 2025-03-06 | — | 174.42 | 174.42 | 0.00% | market | 59.66% | — | — | -15.14% | -4.65% | -10.49% |
| FER | 2025-02-28 | 2025-03-03 | 2025-03-31 | — | 44.44 | 44.44 | 0.00% | market | 1325.55% | — | — | 0.98% | -6.17% | 7.15% |
| VSCO | 2025-03-05 | 2025-03-06 | 2025-04-03 | — | 20.86 | 20.86 | 0.00% | market | 13.04% | — | — | -28.82% | -6.74% | -22.08% |
| VSXY | 2025-03-05 | 2025-03-06 | 2025-04-03 | — | 20.86 | 20.86 | 0.00% | market | 13.04% | — | — | -28.82% | -6.74% | -22.08% |
| LMT | 2025-04-22 | 2025-04-23 | 2025-05-21 | — | 467.00 | 467.00 | 0.00% | market | 14.83% | — | — | 0.60% | 7.85% | -7.25% |
| TNET | 2025-04-25 | 2025-04-28 | 2025-05-27 | — | 77.63 | 77.63 | 0.00% | market | 19.16% | — | — | 6.10% | 7.21% | -1.11% |
| LTM | 2025-04-29 | 2025-04-30 | 2025-05-29 | — | 31.75 | 31.75 | 0.00% | market | 93.44% | — | — | 18.45% | 7.76% | 10.69% |
| PJT | 2025-04-29 | 2025-04-30 | 2025-05-29 | — | 139.37 | 139.37 | 0.00% | market | 11.70% | — | — | 8.16% | 7.76% | 0.40% |
| AMGN | 2025-05-01 | 2025-05-02 | 2025-06-02 | — | 291.50 | 291.50 | 0.00% | market | 14.75% | — | — | -1.14% | 4.95% | -6.09% |
| LII | 2025-07-23 | 2025-07-24 | 2025-08-21 | — | 662.50 | 662.50 | 0.00% | market | 13.99% | — | — | -13.97% | 0.15% | -14.12% |
| LVS | 2025-07-23 | 2025-07-24 | 2025-08-21 | — | 51.27 | 51.27 | 0.00% | market | 48.78% | — | — | 4.27% | 0.15% | 4.12% |
| BWMX | 2025-07-24 | 2025-07-25 | 2025-08-22 | — | 10.15 | 10.15 | 0.00% | market | 50.00% | — | — | 31.82% | 1.61% | 30.21% |
| RELX | 2025-07-24 | 2025-07-25 | 2025-08-22 | — | 53.15 | 53.15 | 0.00% | market | 28.06% | — | — | -8.96% | 1.61% | -10.57% |
| TNET | 2025-07-25 | 2025-07-28 | 2025-08-25 | — | 69.28 | 69.28 | 0.00% | market | 15.00% | — | — | -1.12% | 0.78% | -1.91% |
| LMT | 2025-10-21 | 2025-10-22 | 2025-11-19 | — | 491.47 | 491.47 | 0.00% | market | 8.93% | — | — | -4.49% | -1.39% | -3.09% |
| LVS | 2025-10-22 | 2025-10-23 | 2025-11-20 | — | 54.56 | 54.56 | 0.00% | market | 26.42% | — | — | 16.25% | -2.33% | 18.58% |
| CVI | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 40.13 | 40.13 | 0.00% | market | 100.00% | — | — | -14.05% | -0.07% | -13.98% |
| EAT | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 112.60 | 112.60 | 0.00% | market | 9.66% | — | — | 36.48% | -0.07% | 36.56% |
| MUSA | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 378.24 | 378.24 | 0.00% | market | 9.85% | — | — | 1.71% | -0.07% | 1.78% |
| NTAP | 2025-11-25 | 2025-11-26 | 2025-12-26 | — | 116.52 | 116.52 | 0.00% | market | 9.04% | — | — | -5.26% | 1.87% | -7.13% |
| PD | 2025-11-25 | 2025-11-26 | 2025-12-26 | — | 12.96 | 12.96 | 0.00% | market | 32.53% | — | — | 1.44% | 1.87% | -0.43% |
| ORCL | 2025-12-10 | 2025-12-11 | 2026-01-12 | — | 190.62 | 190.62 | 0.00% | market | 37.80% | — | — | 7.28% | 1.46% | 5.81% |
| HDB | 2026-01-17 | 2026-01-20 | 2026-02-18 | — | 32.18 | 32.18 | 0.00% | market | 10.26% | — | — | 3.54% | 0.70% | 2.83% |
| BA | 2026-01-27 | 2026-01-28 | 2026-02-26 | — | 244.09 | 244.09 | 0.00% | market | 2362.05% | — | — | -6.11% | -1.11% | -5.00% |
| STX | 2026-01-27 | 2026-01-28 | 2026-02-26 | — | 395.19 | 395.19 | 0.00% | market | 11.87% | — | — | 3.56% | -1.11% | 4.68% |
| EAT | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 158.25 | 158.25 | 0.00% | market | 13.44% | — | — | -6.45% | -1.49% | -4.96% |
| LVS | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 55.50 | 55.50 | 0.00% | market | 11.11% | — | — | 2.10% | -1.49% | 3.59% |
| MATV | 2026-02-18 | 2026-02-19 | 2026-03-19 | — | 14.42 | 14.42 | 0.00% | market | 66.67% | — | — | -42.47% | -3.52% | -38.96% |
| SEZL | 2026-02-25 | 2026-02-26 | 2026-03-26 | — | 78.30 | 78.30 | 0.00% | market | 26.04% | — | — | -14.49% | -6.95% | -7.54% |
| CQP | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 60.76 | 60.76 | 0.00% | market | 114.41% | — | — | 6.75% | -7.17% | 13.92% |
| LNG | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 231.10 | 231.10 | 0.00% | market | 181.84% | — | — | 28.38% | -7.17% | 35.55% |
| NATL | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 45.57 | 45.57 | 0.00% | market | 12.88% | — | — | -5.92% | -7.17% | 1.26% |
| AVAH | 2026-03-19 | 2026-03-20 | 2026-04-20 | — | 6.03 | 6.03 | 0.00% | market | 10.53% | — | — | 13.83% | 7.95% | 5.88% |
| MMM | 2026-04-21 | 2026-04-22 | 2026-05-20 | — | 150.62 | 150.62 | 0.00% | market | 8.08% | — | — | -0.66% | 4.53% | -5.18% |
| LVS | 2026-04-22 | 2026-04-23 | 2026-05-21 | — | 51.32 | 51.32 | 0.00% | market | 20.37% | — | — | -3.74% | 4.68% | -8.43% |
| AMT | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 177.54 | 177.54 | 0.00% | market | 15.00% | — | — | 5.05% | 6.13% | -1.08% |
| CVLT | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 98.47 | 98.47 | 0.00% | market | 17.43% | — | — | 12.35% | 6.13% | 6.22% |
| STX | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 667.98 | 667.98 | 0.00% | market | 16.81% | — | — | 31.75% | 6.13% | 25.62% |
| HAS | 2026-05-20 | 2026-05-21 | 2026-06-22 | — | 88.43 | 88.43 | 0.00% | market | 22.50% | — | — | -4.67% | 0.78% | -5.45% |