Quality beat + peAfter < 40 (hold 20d) 1
Run 5f76bfc0 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
23
Win rate
47.83%
Avg return
-0.30%
Median return
-0.43%
Avg abnormal
-1.54%
Median abnormal
-1.11%
Best trade
20.19%
Worst trade
-29.75%
Sharpe (per-trade)
-0.02
Daily portfolio drawdown
-55.78%
Portfolio (equal_weight)
Total return
-6.88%
Max drawdown
-55.78%
Avg trade return
-0.30%
Win rate
47.83%
Signals
181
Configured concurrent
1
Observed concurrent
1
Trades taken
23
Skipped (no capacity)
158
Excess vs benchmark
-76.16%
Avg entry slippage
0.00%
Return if filled at market
-6.88%
VWAP fills
0
VWAP fallbacks
0
158 of 181 qualifying signals were dropped because no position slot or cash was available.
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 4 | 8.22% | 5.64% | 75.00% |
| 2024 | 7 | -7.83% | -10.08% | 14.29% |
| 2025 | 9 | 2.64% | 2.13% | 66.67% |
| 2026 | 3 | -2.91% | -2.17% | 33.33% |
Trades (23)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROE | P/E after earn. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OPFI | 2023-08-09 | 2023-08-10 | 2023-09-08 | — | 2.35 | 2.35 | 0.00% | market | 359.71% | — | 12.37 | 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% | — | 14.37 | 10.17% | -2.78% | 12.95% |
| WU | 2023-10-25 | 2023-10-26 | 2023-11-24 | — | 12.74 | 12.74 | 0.00% | market | 10.26% | — | 29.63 | -5.44% | 9.33% | -14.77% |
| VSTS | 2023-11-29 | 2023-11-30 | 2023-12-29 | — | 18.29 | 18.29 | 0.00% | market | 281.25% | — | 14.99 | 15.48% | 4.35% | 11.13% |
| RNR | 2024-01-30 | 2024-01-31 | 2024-02-29 | — | 226.01 | 226.01 | 0.00% | market | 44.77% | — | 19.20 | -0.63% | 3.98% | -4.61% |
| UGP | 2024-02-28 | 2024-02-29 | 2024-03-28 | — | 5.91 | 5.91 | 0.00% | market | 81.82% | — | 29.55 | -3.31% | 2.95% | -6.27% |
| THC | 2024-04-30 | 2024-05-01 | 2024-05-30 | — | 112.82 | 112.82 | 0.00% | market | 122.07% | — | 35.04 | 17.94% | 4.23% | 13.70% |
| JILL | 2024-06-07 | 2024-06-10 | 2024-07-10 | — | 37.99 | 37.99 | 0.00% | market | 11.93% | — | 31.14 | -8.92% | 5.28% | -14.20% |
| AEHR | 2024-07-16 | 2024-07-17 | 2024-08-14 | — | 19.26 | 19.26 | 0.00% | market | 663.64% | — | 22.93 | -29.70% | -2.69% | -27.00% |
| MAT | 2024-10-23 | 2024-10-24 | 2024-11-21 | — | 18.44 | 18.44 | 0.00% | market | 20.00% | — | 16.18 | -0.43% | 2.36% | -2.79% |
| ZIM | 2024-11-20 | 2024-11-21 | 2024-12-20 | — | 26.00 | 26.00 | 0.00% | market | 32.48% | — | 2.78 | -29.75% | -0.38% | -29.37% |
| BLBD | 2025-02-05 | 2025-02-06 | 2025-03-07 | — | 35.71 | 35.71 | 0.00% | market | 10.84% | — | 38.82 | -5.11% | -4.96% | -0.15% |
| MNR | 2025-03-13 | 2025-03-14 | 2025-04-11 | — | 14.27 | 14.27 | 0.00% | market | 40.91% | — | 23.02 | -8.02% | -3.99% | -4.03% |
| TNET | 2025-04-25 | 2025-04-28 | 2025-05-27 | — | 77.63 | 77.63 | 0.00% | market | 19.16% | — | 39.01 | 6.10% | 7.21% | -1.11% |
| JOYY | 2025-05-26 | 2025-05-27 | 2025-06-25 | — | 42.00 | 42.00 | 0.00% | market | 29.10% | — | 35.59 | 20.19% | 3.59% | 16.59% |
| HCM | 2025-07-02 | 2025-07-03 | 2025-08-01 | — | 15.57 | 15.57 | 0.00% | market | 525.93% | — | 11.53 | 10.82% | -0.12% | 10.94% |
| IDCC | 2025-07-31 | 2025-08-01 | 2025-08-29 | — | 252.75 | 252.75 | 0.00% | market | 94.05% | — | 38.77 | 7.40% | 2.99% | 4.41% |
| LUXE | 2025-09-11 | 2025-09-12 | 2025-10-10 | — | 9.09 | 9.09 | 0.00% | market | 3261.11% | — | 1.60 | -14.84% | -0.70% | -14.15% |
| CGAU | 2025-10-28 | 2025-10-29 | 2025-11-26 | — | 12.21 | 12.21 | 0.00% | market | 50.00% | — | 37.00 | 5.80% | -1.31% | 7.11% |
| PD | 2025-11-25 | 2025-11-26 | 2025-12-26 | — | 12.96 | 12.96 | 0.00% | market | 32.53% | — | 39.27 | 1.44% | 1.87% | -0.43% |
| BA | 2026-01-27 | 2026-01-28 | 2026-02-26 | — | 244.09 | 244.09 | 0.00% | market | 2362.05% | — | 24.61 | -6.11% | -1.11% | -5.00% |
| ACAD | 2026-02-25 | 2026-02-26 | 2026-03-26 | — | 23.64 | 23.64 | 0.00% | market | 1067.88% | — | 14.78 | -9.28% | -6.95% | -2.33% |
| CSTM | 2026-04-29 | 2026-04-30 | 2026-05-29 | — | 32.09 | 32.09 | 0.00% | market | 129.03% | — | 22.60 | 6.66% | 5.86% | 0.81% |