Large beat + quality (Copy) 2
Run 5f768d7f · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
102
Win rate
53.92%
Avg return
1.65%
Median return
1.00%
Avg abnormal
0.28%
Median abnormal
-1.03%
Best trade
53.16%
Worst trade
-31.39%
Sharpe (per-trade)
0.10
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 17 | 4.83% | 2.09% | 52.94% |
| 2024 | 31 | -0.23% | -2.99% | 51.61% |
| 2025 | 33 | 2.34% | 2.25% | 60.61% |
| 2026 | 21 | 0.75% | 0.54% | 47.62% |
Trades (102)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROE | 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% |
| 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% |
| TEO | 2023-08-09 | 2023-08-10 | 2023-09-08 | — | 5.70 | 5.70 | 0.00% | market | 25.00% | — | -8.87% | -0.60% | -8.28% |
| VVV | 2023-08-09 | 2023-08-10 | 2023-09-08 | — | 35.11 | 35.11 | 0.00% | market | 19.44% | — | -3.69% | -0.60% | -3.09% |
| 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% |
| JBTM | 2023-09-30 | 2023-10-02 | 2023-10-30 | — | 104.66 | 104.66 | 0.00% | market | 1291.88% | — | -2.78% | -2.59% | -0.20% |
| 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% |
| MANH | 2023-10-24 | 2023-10-25 | 2023-11-22 | — | 183.13 | 183.13 | 0.00% | market | 36.36% | — | 21.13% | 7.85% | 13.27% |
| 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% |
| NSP | 2023-10-31 | 2023-11-01 | 2023-11-30 | — | 105.53 | 105.53 | 0.00% | market | 69.77% | — | 7.69% | 8.87% | -1.18% |
| NVDA | 2023-11-21 | 2023-11-22 | 2023-12-21 | — | 49.85 | 49.85 | 0.00% | market | 17.65% | — | -1.83% | 3.89% | -5.72% |
| 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% |
| LZM | 2023-12-14 | 2023-12-15 | 2024-01-17 | — | 8.73 | 8.73 | 0.00% | market | 24.97% | — | -28.74% | 0.60% | -29.33% |
| AGYS | 2024-01-22 | 2024-01-23 | 2024-02-21 | — | 88.40 | 88.40 | 0.00% | market | 34.62% | — | -10.08% | 2.73% | -12.80% |
| 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% |
| PBI | 2024-02-01 | 2024-02-02 | 2024-03-04 | — | 4.12 | 4.12 | 0.00% | market | 250.00% | — | -0.10% | 4.63% | -4.73% |
| HRB | 2024-02-06 | 2024-02-07 | 2024-03-07 | — | 45.42 | 45.42 | 0.00% | market | 19.62% | — | 6.35% | 3.73% | 2.62% |
| MAX | 2024-02-20 | 2024-02-21 | 2024-03-20 | — | 17.10 | 17.10 | 0.00% | market | 76.19% | — | 17.50% | 5.06% | 12.44% |
| 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% |
| TSHA | 2024-03-19 | 2024-03-20 | 2024-04-18 | — | 2.95 | 2.95 | 0.00% | market | 488.89% | — | -18.41% | -3.15% | -15.25% |
| 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% |
| MANH | 2024-04-23 | 2024-04-24 | 2024-05-22 | — | 208.49 | 208.49 | 0.00% | market | 18.39% | — | 7.33% | 4.59% | 2.74% |
| 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% |
| NBTX | 2024-04-24 | 2024-04-25 | 2024-05-23 | — | 5.91 | 5.91 | 0.00% | market | 60.40% | — | 11.74% | 5.36% | 6.38% |
| 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% |
| CLBT | 2024-05-23 | 2024-05-24 | 2024-06-25 | — | 12.00 | 12.00 | 0.00% | market | 45.45% | — | -1.85% | 3.22% | -5.07% |
| 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% |
| AEHR | 2024-07-16 | 2024-07-17 | 2024-08-14 | — | 19.26 | 19.26 | 0.00% | market | 663.64% | — | -29.70% | -2.69% | -27.00% |
| 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% |
| MANH | 2024-07-23 | 2024-07-24 | 2024-08-21 | — | 247.39 | 247.39 | 0.00% | market | 23.30% | — | 5.58% | 2.14% | 3.44% |
| 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% |
| PJT | 2024-07-30 | 2024-07-31 | 2024-08-28 | — | 131.58 | 131.58 | 0.00% | market | 45.12% | — | -6.52% | 1.70% | -8.22% |
| CLBT | 2024-08-15 | 2024-08-16 | 2024-09-16 | — | 14.88 | 14.88 | 0.00% | market | 25.00% | — | 17.64% | 2.07% | 15.57% |
| 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% |
| DOCU | 2024-09-05 | 2024-09-06 | 2024-10-04 | — | 60.24 | 60.24 | 0.00% | market | 20.20% | — | 5.88% | 4.19% | 1.69% |
| RBRK | 2024-09-09 | 2024-09-10 | 2024-10-08 | — | 29.85 | 29.85 | 0.00% | market | 17.70% | — | 15.91% | 4.52% | 11.39% |
| MANH | 2024-10-22 | 2024-10-23 | 2024-11-20 | — | 280.00 | 280.00 | 0.00% | market | 27.36% | — | -3.11% | 1.59% | -4.70% |
| 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% |
| 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% |
| CLX | 2024-10-30 | 2024-10-31 | 2024-11-29 | — | 161.83 | 161.83 | 0.00% | market | 31.91% | — | 3.20% | 4.69% | -1.49% |
| EAT | 2024-10-30 | 2024-10-31 | 2024-11-29 | — | 103.21 | 103.21 | 0.00% | market | 37.68% | — | 28.06% | 4.69% | 23.37% |
| 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% |
| RBRK | 2024-12-05 | 2024-12-06 | 2025-01-07 | — | 65.68 | 65.68 | 0.00% | market | 47.50% | — | -2.14% | -3.10% | 0.96% |
| 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% |
| BBAI | 2025-03-06 | 2025-03-07 | 2025-04-04 | — | 3.53 | 3.53 | 0.00% | market | 20.00% | — | -19.36% | -11.49% | -7.87% |
| GRND | 2025-03-07 | 2025-03-10 | 2025-04-07 | — | 14.78 | 14.78 | 0.00% | market | 28.57% | — | 15.39% | -11.14% | 26.53% |
| PRSU | 2025-03-11 | 2025-03-12 | 2025-04-09 | — | 37.02 | 37.02 | 0.00% | market | 42.25% | — | -11.55% | -2.41% | -9.14% |
| UP | 2025-03-11 | 2025-03-12 | 2025-04-09 | — | 23.40 | 23.40 | 0.00% | market | 96.82% | — | -24.03% | -2.41% | -21.62% |
| MANH | 2025-04-22 | 2025-04-23 | 2025-05-21 | — | 178.47 | 178.47 | 0.00% | market | 15.53% | — | 5.22% | 7.85% | -2.63% |
| 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% |
| CCI | 2025-04-30 | 2025-05-01 | 2025-05-30 | — | 105.99 | 105.99 | 0.00% | market | 456.40% | — | -5.42% | 5.18% | -10.60% |
| GH | 2025-04-30 | 2025-05-01 | 2025-05-30 | — | 52.65 | 52.65 | 0.00% | market | 19.67% | — | -22.95% | 5.18% | -28.13% |
| VIK | 2025-05-20 | 2025-05-21 | 2025-06-20 | — | 44.57 | 44.57 | 0.00% | market | 18.36% | — | 10.92% | 0.99% | 9.92% |
| JOYY | 2025-05-26 | 2025-05-27 | 2025-06-25 | — | 42.00 | 42.00 | 0.00% | market | 29.10% | — | 20.19% | 3.59% | 16.59% |
| MANH | 2025-07-22 | 2025-07-23 | 2025-08-20 | — | 245.00 | 245.00 | 0.00% | market | 15.93% | — | -13.56% | 1.04% | -14.60% |
| 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% |
| LTM | 2025-07-28 | 2025-07-29 | 2025-08-26 | — | 41.43 | 41.43 | 0.00% | market | 22.73% | — | 18.51% | 1.07% | 17.44% |
| UI | 2025-08-22 | 2025-08-25 | 2025-09-23 | — | 513.01 | 513.01 | 0.00% | market | 58.74% | — | 27.71% | 2.98% | 24.74% |
| NIO | 2025-09-02 | 2025-09-03 | 2025-10-01 | — | 6.38 | 6.38 | 0.00% | market | 16.57% | — | 19.81% | 4.01% | 15.79% |
| LUXE | 2025-09-11 | 2025-09-12 | 2025-10-10 | — | 9.09 | 9.09 | 0.00% | market | 3261.11% | — | -14.84% | -0.70% | -14.15% |
| 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% |
| GH | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 89.99 | 89.99 | 0.00% | market | 18.75% | — | 20.38% | -0.07% | 20.45% |
| OPFI | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 10.21 | 10.21 | 0.00% | market | 48.39% | — | -3.14% | -0.07% | -3.06% |
| TNET | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 58.48 | 58.48 | 0.00% | market | 54.17% | — | 0.11% | -0.07% | 0.18% |
| 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% |
| XZO | 2025-12-10 | 2025-12-11 | 2026-01-12 | — | 18.28 | 18.28 | 0.00% | market | 19.05% | — | 23.42% | 1.46% | 21.96% |
| 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% |
| GEV | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 717.00 | 717.00 | 0.00% | market | 357.00% | — | 21.74% | -1.49% | 23.23% |
| SMG | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 62.63 | 62.63 | 0.00% | market | 25.96% | — | 11.86% | -1.49% | 13.35% |
| SPG | 2026-02-02 | 2026-02-03 | 2026-03-04 | — | 190.54 | 190.54 | 0.00% | market | 392.11% | — | 6.49% | -1.59% | 8.08% |
| LTM | 2026-02-03 | 2026-02-04 | 2026-03-05 | — | 67.71 | 67.71 | 0.00% | market | 25.19% | — | -28.35% | -1.31% | -27.04% |
| ACAD | 2026-02-25 | 2026-02-26 | 2026-03-26 | — | 23.64 | 23.64 | 0.00% | market | 1067.88% | — | -9.28% | -6.95% | -2.33% |
| AUPH | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 13.98 | 13.98 | 0.00% | market | 23.81% | — | 1.97% | -7.17% | 9.15% |
| 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% |
| ANAB | 2026-03-03 | 2026-03-04 | 2026-04-01 | — | 37.39 | 37.39 | 0.00% | market | 77.53% | — | 1.02% | -3.87% | 4.89% |
| LQDA | 2026-03-05 | 2026-03-06 | 2026-04-06 | — | 34.65 | 34.65 | 0.00% | market | 87.50% | — | 8.56% | -2.15% | 10.71% |
| BAK | 2026-03-27 | 2026-03-30 | 2026-04-28 | — | 3.59 | 3.59 | 0.00% | market | 51.02% | — | -4.28% | 11.18% | -15.46% |
| GEV | 2026-04-22 | 2026-04-23 | 2026-05-21 | — | 1,147.89 | 1,147.89 | 0.00% | market | 794.36% | — | -9.17% | 4.68% | -13.85% |
| 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% |
| 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% |
| MUSA | 2026-04-29 | 2026-04-30 | 2026-05-29 | — | 528.61 | 528.61 | 0.00% | market | 35.57% | — | -4.37% | 5.86% | -10.23% |
| 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% |
| EMAT | 2026-05-22 | 2026-05-26 | 2026-06-24 | — | 8.20 | 8.20 | 0.00% | market | 33.33% | — | -16.08% | -2.24% | -13.84% |
| CHPT | 2026-06-03 | 2026-06-04 | 2026-07-06 | — | 7.47 | 7.47 | 0.00% | market | 33.33% | — | -16.30% | -0.11% | -16.19% |
| ANGX | 2026-06-11 | 2026-06-12 | 2026-07-14 | — | 2.90 | 2.90 | 0.00% | market | 41.43% | — | 40.93% | 1.50% | 39.43% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-24 | — | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | — | -25.41% | 0.00% | -25.41% |