Low-breadth high-conviction (max positions = 1) 1
Run 5f76bfd8 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
29
Win rate
44.83%
Avg return
0.57%
Median return
-1.83%
Avg abnormal
-0.91%
Median abnormal
-3.57%
Best trade
60.18%
Worst trade
-29.75%
Sharpe (per-trade)
0.03
Daily portfolio drawdown
-70.14%
Portfolio (equal_weight)
Total return
16.55%
Max drawdown
-70.14%
Avg trade return
0.57%
Win rate
44.83%
Signals
628
Configured concurrent
1
Observed concurrent
1
Trades taken
29
Skipped (no capacity)
599
Excess vs benchmark
-49.17%
Avg entry slippage
0.00%
Return if filled at market
16.55%
VWAP fills
0
VWAP fallbacks
0
599 of 628 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 | 5.51% | 3.42% | 50.00% |
| 2024 | 9 | -5.42% | -7.12% | 33.33% |
| 2025 | 10 | 8.92% | 8.17% | 60.00% |
| 2026 | 6 | -7.65% | -9.61% | 33.33% |
Trades (29)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROE | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| MEDP | 2024-04-22 | 2024-04-23 | 2024-05-21 | — | 378.00 | 378.00 | 0.00% | market | 29.55% | — | 4.83% | 5.90% | -1.06% |
| 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% |
| 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% |
| TLN | 2024-08-13 | 2024-08-14 | 2024-09-12 | — | 128.00 | 128.00 | 0.00% | market | 116.81% | — | 21.77% | 2.99% | 18.78% |
| 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% |
| 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% |
| MANH | 2025-01-28 | 2025-01-29 | 2025-02-27 | — | 222.80 | 222.80 | 0.00% | market | 10.38% | — | -21.46% | -3.09% | -18.37% |
| ACAD | 2025-02-26 | 2025-02-27 | 2025-03-27 | — | 19.44 | 19.44 | 0.00% | market | 30.77% | — | -11.67% | -4.99% | -6.69% |
| ADCT | 2025-03-27 | 2025-03-28 | 2025-04-28 | — | 1.48 | 1.48 | 0.00% | market | 23.68% | — | -1.45% | -2.60% | 1.14% |
| EAF | 2025-04-25 | 2025-04-28 | 2025-05-27 | — | 7.05 | 7.05 | 0.00% | market | 13.33% | — | 60.18% | 7.21% | 52.97% |
| 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% |
| HCM | 2025-07-02 | 2025-07-03 | 2025-08-01 | — | 15.57 | 15.57 | 0.00% | market | 525.93% | — | 10.82% | -0.12% | 10.94% |
| AAMI | 2025-07-31 | 2025-08-01 | 2025-08-29 | — | 40.68 | 40.68 | 0.00% | market | 23.08% | — | 25.19% | 2.99% | 22.20% |
| 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% |
| MANH | 2025-10-21 | 2025-10-22 | 2025-11-19 | — | 198.79 | 198.79 | 0.00% | market | 14.29% | — | -13.83% | -1.39% | -12.43% |
| 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% |
| 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% |
| CVNA | 2026-02-18 | 2026-02-19 | 2026-03-19 | — | 68.38 | 68.38 | 0.00% | market | 265.22% | — | -14.05% | -3.52% | -10.54% |
| MU | 2026-03-18 | 2026-03-19 | 2026-04-17 | — | 424.97 | 424.97 | 0.00% | market | 32.75% | — | 6.98% | 8.09% | -1.11% |
| NFLX | 2026-04-16 | 2026-04-17 | 2026-05-15 | — | 96.37 | 96.37 | 0.00% | market | 61.21% | — | -9.80% | 4.68% | -14.48% |
| AVAH | 2026-05-14 | 2026-05-15 | 2026-06-15 | — | 7.78 | 7.78 | 0.00% | market | 38.46% | — | -7.17% | 1.76% | -8.93% |
| 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% |