Extreme surprise only (clean magnitude test) 2
Run 5f76c896 · view hypothesis
completed
Trades
108
Win rate
50.00%
Avg return
1.98%
Median return
-0.10%
Avg abnormal
0.47%
Median abnormal
-1.61%
Best trade
68.57%
Worst trade
-29.70%
Sharpe (per-trade)
0.13
Max drawdown
-56.37%
Portfolio (equal_weight)
Total return
71.11%
Max drawdown
-19.18%
Avg trade return
1.98%
Win rate
50.00%
Signals
5831
Configured concurrent
3
Observed concurrent
3
Trades taken
108
Skipped (no capacity)
5723
Excess vs benchmark
1.19%
Avg entry slippage
0.00%
Return if filled at market
71.11%
VWAP fills
0
VWAP fallbacks
0
5723 of 5831qualifying signals were dropped because every slot was already taken. Raise “Max concurrent positions” to open more of them — or lower it to see how the strategy behaves when it can only run one trade at a time.
Equity curve
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 15 | 1.01% | -0.36% | 53.33% |
| 2024 | 37 | 1.48% | -0.50% | 48.65% |
| 2025 | 37 | 3.59% | 2.56% | 56.76% |
| 2026 | 19 | 0.57% | -1.06% | 36.84% |
Trades (108)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ALRM | 2023-08-09 | 2023-08-10 | 2023-09-08 | — | 55.99 | 55.99 | 0.00% | market | 40.00% | 4.60% | -0.60% | 5.19% |
| ALTG | 2023-08-09 | 2023-08-10 | 2023-09-08 | — | 15.26 | 15.26 | 0.00% | market | 72.73% | -12.49% | -0.60% | -11.89% |
| ANIP | 2023-08-09 | 2023-08-10 | 2023-09-08 | — | 61.83 | 61.83 | 0.00% | market | 100.00% | 0.08% | -0.60% | 0.67% |
| BRZE | 2023-09-07 | 2023-09-08 | 2023-10-06 | — | 49.34 | 49.34 | 0.00% | market | 71.43% | -3.87% | -3.45% | -0.42% |
| DBI | 2023-09-07 | 2023-09-08 | 2023-10-06 | — | 12.75 | 12.75 | 0.00% | market | 34.09% | -6.45% | -3.45% | -3.00% |
| GWRE | 2023-09-07 | 2023-09-08 | 2023-10-06 | — | 90.00 | 90.00 | 0.00% | market | 117.65% | 1.52% | -3.45% | 4.97% |
| LW | 2023-10-05 | 2023-10-06 | 2023-11-03 | — | 97.39 | 97.39 | 0.00% | market | 49.54% | -3.49% | 3.01% | -6.50% |
| MANU | 2023-10-05 | 2023-10-06 | 2023-11-03 | — | 19.01 | 19.01 | 0.00% | market | 62.22% | -1.78% | 3.01% | -4.80% |
| DPZ | 2023-10-12 | 2023-10-13 | 2023-11-10 | — | 345.35 | 345.35 | 0.00% | market | 26.67% | 9.50% | 1.24% | 8.26% |
| AAMI | 2023-11-02 | 2023-11-03 | 2023-12-04 | — | 15.88 | 15.88 | 0.00% | market | 52.54% | 12.68% | 5.44% | 7.25% |
| ABCL | 2023-11-02 | 2023-11-03 | 2023-12-04 | — | 3.97 | 3.97 | 0.00% | market | 28.57% | 16.78% | 5.44% | 11.34% |
| ALRM | 2023-11-09 | 2023-11-10 | 2023-12-11 | — | 54.52 | 54.52 | 0.00% | market | 40.00% | 7.15% | 5.97% | 1.18% |
| GTLB | 2023-12-04 | 2023-12-05 | 2024-01-04 | — | 59.68 | 59.68 | 0.00% | market | 1150.00% | -3.62% | 2.64% | -6.26% |
| SAIC | 2023-12-04 | 2023-12-05 | 2024-01-04 | — | 134.90 | 134.90 | 0.00% | market | 34.32% | -8.74% | 2.64% | -11.38% |
| 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% |
| FC | 2024-01-04 | 2024-01-05 | 2024-02-05 | — | 39.00 | 39.00 | 0.00% | market | 89.47% | 0.28% | 5.36% | -5.08% |
| GBX | 2024-01-05 | 2024-01-08 | 2024-02-06 | — | 47.28 | 47.28 | 0.00% | market | 31.51% | -1.39% | 5.45% | -6.84% |
| GS | 2024-01-16 | 2024-01-17 | 2024-02-14 | — | 375.20 | 375.20 | 0.00% | market | 56.13% | 0.66% | 5.67% | -5.01% |
| BEP | 2024-02-02 | 2024-02-05 | 2024-03-05 | — | 25.07 | 25.07 | 0.00% | market | 123.71% | -10.95% | 2.73% | -13.68% |
| ALGT | 2024-02-05 | 2024-02-06 | 2024-03-06 | — | 73.99 | 73.99 | 0.00% | market | 116.42% | 0.91% | 3.29% | -2.37% |
| ALSN | 2024-02-13 | 2024-02-14 | 2024-03-14 | — | 70.00 | 70.00 | 0.00% | market | 33.57% | 7.03% | 3.66% | 3.37% |
| AVAV | 2024-03-04 | 2024-03-05 | 2024-04-03 | — | 150.64 | 150.64 | 0.00% | market | 90.91% | -2.58% | 1.80% | -4.38% |
| APGE | 2024-03-05 | 2024-03-06 | 2024-04-04 | — | 61.08 | 61.08 | 0.00% | market | 28.89% | -3.51% | 0.49% | -4.00% |
| EGY | 2024-03-13 | 2024-03-14 | 2024-04-12 | — | 4.80 | 4.80 | 0.00% | market | 208.33% | 45.94% | -1.18% | 47.13% |
| BB | 2024-04-03 | 2024-04-04 | 2024-05-02 | — | 2.96 | 2.96 | 0.00% | market | 193.83% | -1.45% | -3.53% | 2.08% |
| LEVI | 2024-04-03 | 2024-04-04 | 2024-05-02 | — | 21.51 | 21.51 | 0.00% | market | 25.79% | 1.81% | -3.53% | 5.34% |
| C | 2024-04-12 | 2024-04-15 | 2024-05-13 | — | 60.18 | 60.18 | 0.00% | market | 51.22% | 5.25% | 1.12% | 4.13% |
| ACLS | 2024-05-01 | 2024-05-02 | 2024-05-31 | — | 101.25 | 101.25 | 0.00% | market | 26.61% | 11.00% | 4.61% | 6.40% |
| AER | 2024-05-01 | 2024-05-02 | 2024-05-31 | — | 86.94 | 86.94 | 0.00% | market | 36.51% | 6.54% | 4.61% | 1.93% |
| CRH | 2024-05-10 | 2024-05-13 | 2024-06-11 | — | 82.86 | 82.86 | 0.00% | market | 258.21% | -5.75% | 2.75% | -8.50% |
| ASAN | 2024-05-30 | 2024-05-31 | 2024-07-01 | — | 14.89 | 14.89 | 0.00% | market | 26.98% | -6.14% | 4.15% | -10.30% |
| BURL | 2024-05-30 | 2024-05-31 | 2024-07-01 | — | 239.78 | 239.78 | 0.00% | market | 28.57% | -2.92% | 4.15% | -7.07% |
| HCM | 2024-06-10 | 2024-06-11 | 2024-07-11 | — | 17.92 | 17.92 | 0.00% | market | 157.69% | -0.88% | 4.20% | -5.08% |
| PRMB | 2024-06-29 | 2024-07-01 | 2024-07-30 | — | 21.88 | 21.88 | 0.00% | market | 40.83% | -0.28% | -0.67% | 0.38% |
| SMFG | 2024-06-28 | 2024-07-01 | 2024-07-30 | — | 13.43 | 13.43 | 0.00% | market | 116.31% | 1.61% | -0.67% | 2.28% |
| 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% |
| CNO | 2024-07-29 | 2024-07-30 | 2024-08-27 | — | 32.00 | 32.00 | 0.00% | market | 47.89% | 5.68% | 2.80% | 2.88% |
| CORT | 2024-07-29 | 2024-07-30 | 2024-08-27 | — | 38.39 | 38.39 | 0.00% | market | 39.13% | -9.82% | 2.80% | -12.62% |
| ELVN | 2024-08-13 | 2024-08-14 | 2024-09-12 | — | 22.44 | 22.44 | 0.00% | market | 29.31% | -0.59% | 2.99% | -3.58% |
| TCOM | 2024-08-26 | 2024-08-27 | 2024-09-25 | — | 46.45 | 46.45 | 0.00% | market | 35.14% | 9.87% | 1.89% | 7.98% |
| TUYA | 2024-08-26 | 2024-08-27 | 2024-09-25 | — | 1.93 | 1.93 | 0.00% | market | 100.00% | -18.75% | 1.89% | -20.64% |
| MANU | 2024-09-11 | 2024-09-12 | 2024-10-10 | — | 15.70 | 15.70 | 0.00% | market | 25.93% | 2.45% | 3.81% | -1.36% |
| THO | 2024-09-24 | 2024-09-25 | 2024-10-23 | — | 108.83 | 108.83 | 0.00% | market | 29.23% | -4.31% | 1.20% | -5.51% |
| FGN | 2024-09-30 | 2024-10-01 | 2024-10-29 | — | 27.21 | 27.21 | 0.00% | market | 42.20% | -1.02% | 1.46% | -2.48% |
| APLD | 2024-10-09 | 2024-10-10 | 2024-11-07 | — | 7.49 | 7.49 | 0.00% | market | 89.01% | 3.91% | 3.45% | 0.46% |
| BANC | 2024-10-22 | 2024-10-23 | 2024-11-20 | — | 15.69 | 15.69 | 0.00% | market | 76.68% | 2.32% | 1.59% | 0.73% |
| CALX | 2024-10-28 | 2024-10-29 | 2024-11-26 | — | 39.10 | 39.10 | 0.00% | market | 44.44% | -17.54% | 3.59% | -21.13% |
| ACAD | 2024-11-06 | 2024-11-07 | 2024-12-06 | — | 15.69 | 15.69 | 0.00% | market | 42.86% | 10.03% | 2.48% | 7.55% |
| AS | 2024-11-19 | 2024-11-20 | 2024-12-19 | — | 21.28 | 21.28 | 0.00% | market | 40.00% | 29.13% | -0.72% | 29.85% |
| TBBB | 2024-11-25 | 2024-11-26 | 2024-12-26 | — | 32.14 | 32.14 | 0.00% | market | 93.99% | -7.10% | 0.42% | -7.52% |
| AGX | 2024-12-05 | 2024-12-06 | 2025-01-07 | — | 156.25 | 156.25 | 0.00% | market | 58.73% | -4.02% | -3.10% | -0.92% |
| BB | 2024-12-19 | 2024-12-20 | 2025-01-23 | — | 3.00 | 3.00 | 0.00% | market | 300.00% | 38.90% | 4.81% | 34.09% |
| AAUC | 2024-12-31 | 2025-01-02 | 2025-02-03 | — | 7.35 | 7.35 | 0.00% | market | 85.62% | 30.51% | 1.42% | 29.09% |
| GBX | 2025-01-08 | 2025-01-10 | 2025-02-10 | — | 61.85 | 61.85 | 0.00% | market | 48.28% | 4.12% | 3.24% | 0.88% |
| ALK | 2025-01-22 | 2025-01-23 | 2025-02-21 | — | 69.76 | 69.76 | 0.00% | market | 115.56% | 0.50% | -0.97% | 1.47% |
| ARCB | 2025-01-31 | 2025-02-03 | 2025-03-04 | — | 90.25 | 90.25 | 0.00% | market | 26.67% | -17.92% | -2.67% | -15.25% |
| KIM | 2025-02-07 | 2025-02-10 | 2025-03-11 | — | 22.27 | 22.27 | 0.00% | market | 134.51% | -7.51% | -7.96% | 0.46% |
| AEG | 2025-02-20 | 2025-02-21 | 2025-03-21 | — | 6.10 | 6.10 | 0.00% | market | 124.68% | 7.77% | -7.57% | 15.34% |
| BLFS | 2025-03-03 | 2025-03-04 | 2025-04-01 | — | 24.03 | 24.03 | 0.00% | market | 83.33% | -5.09% | -3.23% | -1.86% |
| BNTX | 2025-03-10 | 2025-03-11 | 2025-04-08 | — | 103.53 | 103.53 | 0.00% | market | 148.70% | -16.40% | -11.25% | -5.16% |
| CIG | 2025-03-20 | 2025-03-21 | 2025-04-21 | — | 1.93 | 1.93 | 0.00% | market | 34.55% | -10.46% | -8.12% | -2.35% |
| PVLA | 2025-03-31 | 2025-04-01 | 2025-04-30 | — | 28.30 | 28.30 | 0.00% | market | 1125.64% | -14.30% | -0.52% | -13.78% |
| LEVI | 2025-04-07 | 2025-04-08 | 2025-05-07 | — | 15.71 | 15.71 | 0.00% | market | 36.64% | 5.25% | 7.53% | -2.28% |
| ALLY | 2025-04-17 | 2025-04-21 | 2025-05-19 | — | 31.20 | 31.20 | 0.00% | market | 36.76% | 15.57% | 14.14% | 1.43% |
| ATRC | 2025-04-29 | 2025-04-30 | 2025-05-29 | — | 31.18 | 31.18 | 0.00% | market | 44.00% | 9.20% | 7.76% | 1.44% |
| ACA | 2025-05-06 | 2025-05-07 | 2025-06-05 | — | 88.20 | 88.20 | 0.00% | market | 68.97% | 0.72% | 5.87% | -5.16% |
| AGYS | 2025-05-19 | 2025-05-20 | 2025-06-18 | — | 86.14 | 86.14 | 0.00% | market | 88.81% | 25.82% | 0.73% | 25.09% |
| PHR | 2025-05-28 | 2025-05-29 | 2025-06-27 | — | 23.93 | 23.93 | 0.00% | market | 46.15% | 18.96% | 3.68% | 15.27% |
| AGX | 2025-06-04 | 2025-06-05 | 2025-07-07 | — | 229.83 | 229.83 | 0.00% | market | 46.79% | -8.95% | 3.86% | -12.80% |
| TEN | 2025-06-17 | 2025-06-18 | 2025-07-18 | — | 20.63 | 20.63 | 0.00% | market | 217.24% | -7.76% | 4.87% | -12.63% |
| LNN | 2025-06-26 | 2025-06-27 | 2025-07-28 | — | 145.68 | 145.68 | 0.00% | market | 30.88% | -5.45% | 3.93% | -9.38% |
| AEHR | 2025-07-08 | 2025-07-09 | 2025-08-06 | — | 12.44 | 12.44 | 0.00% | market | 33.33% | 46.04% | 1.61% | 44.43% |
| TCBI | 2025-07-17 | 2025-07-18 | 2025-08-15 | — | 91.24 | 91.24 | 0.00% | market | 27.34% | -8.10% | 2.25% | -10.35% |
| PSX | 2025-07-25 | 2025-07-28 | 2025-08-25 | — | 125.56 | 125.56 | 0.00% | market | 38.37% | 3.05% | 0.78% | 2.27% |
| ACLS | 2025-08-05 | 2025-08-06 | 2025-09-04 | — | 77.16 | 77.16 | 0.00% | market | 54.79% | 2.01% | 3.19% | -1.18% |
| AMCR | 2025-08-14 | 2025-08-15 | 2025-09-15 | — | 43.80 | 43.80 | 0.00% | market | 368.82% | -5.58% | 2.31% | -7.89% |
| 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% |
| AEO | 2025-09-03 | 2025-09-04 | 2025-10-02 | — | 17.75 | 17.75 | 0.00% | market | 125.00% | -4.61% | 3.85% | -8.46% |
| MANU | 2025-09-17 | 2025-09-18 | 2025-10-16 | — | 15.41 | 15.41 | 0.00% | market | 55.56% | 16.32% | -0.19% | 16.51% |
| THO | 2025-09-24 | 2025-09-25 | 2025-10-23 | — | 106.57 | 106.57 | 0.00% | market | 99.14% | 2.21% | 2.10% | 0.11% |
| NEOG | 2025-10-09 | 2025-10-10 | 2025-11-07 | — | 6.88 | 6.88 | 0.00% | market | 154.05% | -7.08% | -0.17% | -6.90% |
| MS | 2025-10-15 | 2025-10-16 | 2025-11-13 | — | 163.09 | 163.09 | 0.00% | market | 33.33% | 1.45% | 0.78% | 0.66% |
| AA | 2025-10-22 | 2025-10-23 | 2025-11-20 | — | 37.69 | 37.69 | 0.00% | market | 85.83% | -5.03% | -2.33% | -2.70% |
| ACHR | 2025-11-06 | 2025-11-07 | 2025-12-08 | — | 7.83 | 7.83 | 0.00% | market | 60.27% | 9.86% | 2.35% | 7.51% |
| ARX | 2025-11-12 | 2025-11-13 | 2025-12-12 | — | 12.86 | 12.86 | 0.00% | market | 75.93% | 21.75% | 0.19% | 21.57% |
| GDS | 2025-11-19 | 2025-11-20 | 2025-12-19 | — | 31.07 | 31.07 | 0.00% | market | 850.00% | 15.54% | 1.14% | 14.40% |
| VSCO | 2025-12-05 | 2025-12-08 | 2026-01-07 | — | 49.51 | 49.51 | 0.00% | market | 53.92% | 23.01% | 0.44% | 22.57% |
| NTSK | 2025-12-11 | 2025-12-12 | 2026-01-13 | — | 21.40 | 21.40 | 0.00% | market | 60.27% | -23.46% | 0.81% | -24.28% |
| BB | 2025-12-18 | 2025-12-19 | 2026-01-21 | — | 4.08 | 4.08 | 0.00% | market | 25.88% | -6.96% | 1.30% | -8.26% |
| FC | 2026-01-07 | 2026-01-08 | 2026-02-06 | — | 16.15 | 16.15 | 0.00% | market | 133.33% | 20.58% | 0.26% | 20.32% |
| KBH | 2026-01-12 | 2026-01-13 | 2026-02-11 | — | 61.73 | 61.73 | 0.00% | market | 40.78% | 3.45% | -0.51% | 3.96% |
| BNED | 2026-01-20 | 2026-01-21 | 2026-02-19 | — | 8.82 | 8.82 | 0.00% | market | 41.98% | -6.22% | 0.71% | -6.93% |
| ADPT | 2026-02-05 | 2026-02-06 | 2026-03-09 | — | 17.82 | 17.82 | 0.00% | market | 52.63% | -16.21% | -0.47% | -15.74% |
| ACRE | 2026-02-10 | 2026-02-11 | 2026-03-12 | — | 5.72 | 5.72 | 0.00% | market | 1400.00% | -13.39% | -4.36% | -9.03% |
| BORR | 2026-02-18 | 2026-02-19 | 2026-03-19 | — | 5.66 | 5.66 | 0.00% | market | 78.09% | -14.59% | -3.52% | -11.07% |
| AQN | 2026-03-06 | 2026-03-09 | 2026-04-07 | — | 6.07 | 6.07 | 0.00% | market | 50.00% | 1.05% | -1.08% | 2.13% |
| CXM | 2026-03-11 | 2026-03-12 | 2026-04-10 | — | 5.84 | 5.84 | 0.00% | market | 30.00% | -7.63% | 1.24% | -8.87% |
| ARX | 2026-03-18 | 2026-03-19 | 2026-04-17 | — | 11.70 | 11.70 | 0.00% | market | 43.75% | 20.33% | 8.09% | 12.23% |
| AEHR | 2026-04-07 | 2026-04-08 | 2026-05-06 | — | 57.35 | 57.35 | 0.00% | market | 28.57% | 68.57% | 8.49% | 60.07% |
| NEOG | 2026-04-09 | 2026-04-10 | 2026-05-08 | — | 9.96 | 9.96 | 0.00% | market | 125.00% | -9.24% | 8.26% | -17.50% |
| 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% |
| AES | 2026-05-05 | 2026-05-06 | 2026-06-04 | — | 14.43 | 14.43 | 0.00% | market | 34.00% | 1.98% | 3.97% | -1.99% |
| AAON | 2026-05-07 | 2026-05-08 | 2026-06-08 | — | 132.50 | 132.50 | 0.00% | market | 64.55% | -0.44% | 0.58% | -1.02% |
| 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% |
| 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% |
| CASY | 2026-06-09 | 2026-06-10 | 2026-07-10 | — | 800.65 | 800.65 | 0.00% | market | 32.02% | 2.30% | 2.94% | -0.64% |
| LZB | 2026-06-16 | 2026-06-17 | 2026-07-17 | — | 42.18 | 42.18 | 0.00% | market | 53.66% | -5.58% | -1.06% | -4.51% |
| HCM | 2026-07-02 | 2026-07-06 | 2026-08-03 | — | 11.63 | 11.63 | 0.00% | market | 112.85% | -0.79% | 1.19% | -1.98% |