Strict quality compounder 1
Run 5f76ca88 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
35
Win rate
45.71%
Avg return
5.66%
Median return
-1.83%
Avg abnormal
3.52%
Median abnormal
-4.68%
Best trade
91.84%
Worst trade
-25.41%
Sharpe (per-trade)
0.22
Daily portfolio drawdown
-12.21%
Portfolio (equal_weight)
Total return
66.01%
Max drawdown
-12.21%
Avg trade return
5.66%
Win rate
45.71%
Signals
43
Configured concurrent
3
Observed concurrent
3
Trades taken
35
Skipped (no capacity)
8
Excess vs benchmark
0.29%
Avg entry slippage
0.00%
Return if filled at market
66.01%
VWAP fills
0
VWAP fallbacks
0
8 of 43 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 | 7 | 4.24% | 0.88% | 42.86% |
| 2024 | 10 | 8.96% | 5.65% | 60.00% |
| 2025 | 11 | 4.00% | 2.60% | 45.45% |
| 2026 | 7 | 4.96% | 4.59% | 28.57% |
Trades (35)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROE | ROIC | Debt / equity | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% |
| CEPU | 2023-08-11 | 2023-08-14 | 2023-09-12 | — | 6.83 | 6.83 | 0.00% | market | 366.67% | — | — | — | -10.20% | 0.29% | -10.49% |
| NVDA | 2023-08-23 | 2023-08-24 | 2023-09-22 | — | 50.22 | 50.22 | 0.00% | market | 28.57% | — | — | — | -17.24% | -3.21% | -14.04% |
| 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% |
| ABNB | 2023-11-01 | 2023-11-02 | 2023-12-01 | — | 122.51 | 122.51 | 0.00% | market | 14.90% | — | — | — | 10.11% | 7.62% | 2.49% |
| TGTX | 2023-11-01 | 2023-11-02 | 2023-12-01 | — | 10.12 | 10.12 | 0.00% | market | 508.33% | — | — | — | 36.56% | 7.62% | 28.94% |
| 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% |
| RDY | 2024-01-31 | 2024-02-01 | 2024-03-01 | — | 14.32 | 14.32 | 0.00% | market | 13.25% | — | — | — | 4.37% | 5.82% | -1.45% |
| ROIV | 2024-02-13 | 2024-02-14 | 2024-03-14 | — | 10.80 | 10.80 | 0.00% | market | 32.04% | — | — | — | -5.38% | 3.66% | -9.03% |
| NVDA | 2024-02-21 | 2024-02-22 | 2024-03-21 | — | 75.03 | 75.03 | 0.00% | market | 13.04% | — | — | — | 21.77% | 3.61% | 18.16% |
| 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% |
| PTGX | 2024-05-07 | 2024-05-08 | 2024-06-06 | — | 27.08 | 27.08 | 0.00% | market | 173.95% | — | — | — | 25.53% | 3.77% | 21.76% |
| 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% |
| 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% |
| INOD | 2024-11-07 | 2024-11-08 | 2024-12-09 | — | 30.34 | 30.34 | 0.00% | market | 400.00% | — | — | — | 43.70% | 1.43% | 42.28% |
| SBS | 2024-11-12 | 2024-11-13 | 2024-12-12 | — | 3.32 | 3.32 | 0.00% | market | 122.22% | — | — | — | -10.04% | 1.17% | -11.20% |
| MC | 2025-02-05 | 2025-02-06 | 2025-03-07 | — | 81.54 | 81.54 | 0.00% | market | 202.56% | — | — | — | -24.28% | -4.96% | -19.32% |
| CDNA | 2025-02-26 | 2025-02-27 | 2025-03-27 | — | 22.38 | 22.38 | 0.00% | market | 260.00% | — | — | — | -18.11% | -4.99% | -13.12% |
| 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% |
| SEZL | 2025-05-07 | 2025-05-08 | 2025-06-06 | — | 68.82 | 68.82 | 0.00% | market | 212.50% | — | — | — | 91.84% | 6.00% | 85.84% |
| SOUN | 2025-05-08 | 2025-05-09 | 2025-06-09 | — | 9.70 | 9.70 | 0.00% | market | 542.86% | — | — | — | 3.20% | 5.86% | -2.66% |
| 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% |
| 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% |
| 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% |
| HIPO | 2025-11-05 | 2025-11-06 | 2025-12-05 | — | 38.28 | 38.28 | 0.00% | market | 1650.00% | — | — | — | -20.55% | 1.36% | -21.92% |
| UI | 2025-11-07 | 2025-11-10 | 2025-12-09 | — | 632.82 | 632.82 | 0.00% | market | 18.09% | — | — | — | -7.84% | 0.86% | -8.69% |
| ATEX | 2025-11-12 | 2025-11-13 | 2025-12-12 | — | 19.94 | 19.94 | 0.00% | market | 78.46% | — | — | — | 15.25% | 0.19% | 15.06% |
| SONO | 2026-02-03 | 2026-02-04 | 2026-03-05 | — | 16.10 | 16.10 | 0.00% | market | 26.56% | — | — | — | -5.69% | -1.31% | -4.38% |
| UI | 2026-02-06 | 2026-02-09 | 2026-03-10 | — | 617.57 | 617.57 | 0.00% | market | 25.97% | — | — | — | 24.51% | -1.78% | 26.29% |
| LYFT | 2026-02-10 | 2026-02-11 | 2026-03-12 | — | 14.22 | 14.22 | 0.00% | market | 53.85% | — | — | — | -9.03% | -4.36% | -4.68% |
| MANH | 2026-04-21 | 2026-04-22 | 2026-05-20 | — | 149.00 | 149.00 | 0.00% | market | 12.73% | — | — | — | -8.10% | 4.53% | -12.63% |
| SNDK | 2026-04-30 | 2026-05-01 | 2026-06-01 | — | 1,059.02 | 1,059.02 | 0.00% | market | 60.12% | — | — | — | 66.23% | 5.17% | 61.06% |
| NVO | 2026-05-06 | 2026-05-07 | 2026-06-05 | — | 46.55 | 46.55 | 0.00% | market | 19.54% | — | — | — | -7.81% | 0.34% | -8.15% |
| 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% |