big beat + cheap after earnings + operating strength 1

Run 5f76cf2a · view hypothesis

completed
Trades
122
Win rate
52.46%
Avg return
1.16%
Median return
0.83%
Avg abnormal
-0.13%
Median abnormal
-1.02%
Best trade
51.78%
Worst trade
-23.77%
Sharpe (per-trade)
0.11
Max drawdown
-72.24%
Portfolio (equal_weight)
Total return
28.22%
Max drawdown
-14.35%
Avg trade return
1.16%
Win rate
52.46%
Signals
299
Configured concurrent
5
Observed concurrent
5
Trades taken
122
Skipped (no capacity)
177
Excess vs benchmark
-38.72%
Avg entry slippage
0.00%
Return if filled at market
28.22%
VWAP fills
0
VWAP fallbacks
0

177 of 299qualifying 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
BucketTradesAvg returnAvg abnormalWin rate
2023135.93%2.07%69.23%
2024452.54%0.74%57.78%
2025430.06%-0.47%51.16%
202621-2.53%-2.65%33.33%
Trades (122)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.P/E after earn.Op. marginReturnBenchmarkAbnormal
INSW2023-08-092023-08-102023-08-3146.3146.310.00%market18.18%14.8457.73%-7.31%0.48%-7.79%
PAM2023-08-092023-08-102023-08-3141.7941.790.00%market109.03%13.8832.03%8.92%0.48%8.44%
PNNT2023-08-092023-08-102023-08-316.836.830.00%market19.49%19.5166.49%-3.17%0.48%-3.66%
ECO2023-08-112023-08-142023-09-0526.0026.000.00%market24.24%15.8556.24%-13.37%1.02%-14.39%
SHG2023-08-142023-08-152023-09-0626.1426.140.00%market42.28%14.9420.94%2.12%-0.01%2.13%
MCB2023-10-192023-10-202023-11-1034.2534.250.00%market20.86%17.3927.16%-0.25%3.43%-3.68%
MAT2023-10-252023-10-262023-11-1616.8016.800.00%market24.14%15.5624.70%12.46%8.11%4.35%
BFH2023-10-262023-10-272023-11-1727.1027.100.00%market49.14%7.8318.00%1.27%8.84%-7.57%
CUBB2023-10-262023-10-272023-11-1718.0018.000.00%market62.26%6.9827.97%4.07%8.84%-4.77%
CUBI2023-10-262023-10-272023-11-1736.7936.790.00%market62.26%14.2628.24%25.97%8.84%17.13%
EC2023-11-092023-11-102023-12-0411.8011.800.00%market19.61%19.3433.64%7.02%4.75%2.27%
GCT2023-11-302023-12-012023-12-2210.9610.960.00%market55.26%18.5817.79%35.48%3.92%31.56%
KNOP2023-12-142023-12-152024-01-095.825.820.00%market628.57%15.7328.33%3.85%0.94%2.92%
RNR2024-01-302024-01-312024-02-22226.01226.010.00%market44.77%19.2044.48%-0.81%3.86%-4.67%
TEVA2024-01-312024-02-012024-02-2312.1712.170.00%market33.33%12.1716.96%5.82%4.79%1.02%
LPG2024-02-012024-02-022024-02-2637.1037.100.00%market53.22%14.1667.67%-2.45%3.34%-5.78%
PIPR2024-02-022024-02-052024-02-2746.9546.950.00%market54.41%11.6518.63%-0.25%2.68%-2.93%
MSGE2024-02-072024-02-082024-03-0136.1036.100.00%market34.20%13.9434.13%7.46%2.96%4.50%
MPT2024-02-212024-02-222024-03-143.803.800.00%market33.33%10.56190.49%10.43%2.17%8.26%
KOS2024-02-262024-02-272024-03-195.825.820.00%market29.17%18.7750.95%2.99%1.78%1.21%
VLRS2024-02-262024-02-272024-03-197.827.820.00%market166.67%8.1518.32%-12.76%1.78%-14.54%
AGO2024-02-272024-02-282024-03-2087.5087.500.00%market387.29%15.2271.63%6.03%3.00%3.03%
BMA2024-02-292024-03-012024-03-2239.9239.920.00%market225.50%2.4627.77%29.51%2.40%27.11%
EGY2024-03-132024-03-142024-04-054.804.800.00%market208.33%12.9754.27%51.78%0.28%51.49%
CAAP2024-03-202024-03-212024-04-1216.1516.150.00%market170.00%19.94155.73%4.11%-2.40%6.51%
CIG2024-03-222024-03-252024-04-161.881.880.00%market77.88%14.5718.18%-1.70%-3.13%1.43%
MNR2024-04-012024-04-022024-04-2319.3019.300.00%market18.48%17.7128.12%4.98%-2.43%7.41%
SLG2024-04-172024-04-182024-05-0950.8350.830.00%market32.33%16.5658.27%3.05%3.62%-0.58%
SFB2024-04-242024-04-252024-05-1621.7921.790.00%market51.64%14.7218.00%1.78%5.91%-4.13%
SLM2024-04-242024-04-252024-05-1622.2522.250.00%market18.69%17.5246.25%-5.40%5.91%-11.32%
BCS2024-04-252024-04-262024-05-1710.2910.290.00%market28.26%17.4433.24%7.97%4.56%3.40%
PIPR2024-04-262024-04-292024-05-2049.7949.790.00%market31.60%17.8515.73%7.69%3.91%3.78%
BHR2024-05-082024-05-092024-05-312.682.680.00%market23.53%6.3819.38%4.00%1.93%2.07%
SHG2024-05-162024-05-172024-06-1035.4735.470.00%market22.73%18.7720.73%-4.39%1.30%-5.68%
WF2024-05-162024-05-172024-06-1032.4732.470.00%market18.78%12.8318.07%-4.84%1.30%-6.14%
CAAP2024-05-222024-05-232024-06-1418.4618.460.00%market131.71%19.4328.82%-5.84%1.84%-7.68%
BMA2024-05-232024-05-242024-06-1757.8757.870.00%market130.28%11.5317.49%7.11%3.65%3.46%
SOJE2024-06-302024-07-012024-07-2320.1120.110.00%market17.08%18.4530.00%0.84%1.49%-0.65%
ARR2024-07-242024-07-252024-08-1520.4220.420.00%market18.68%18.91206.07%-2.65%2.16%-4.81%
DTB2024-07-242024-07-252024-08-1519.8119.810.00%market18.18%13.8517.46%0.81%2.16%-1.36%
DTW2024-07-242024-07-252024-08-1523.5123.510.00%market18.18%16.4417.46%1.05%2.16%-1.12%
RNR2024-07-242024-07-252024-08-15217.28217.280.00%market15.98%17.5125.13%9.94%2.16%7.78%
BFH2024-07-252024-07-262024-08-1653.1553.150.00%market50.28%19.9815.25%2.01%2.22%-0.21%
WF2024-08-142024-08-152024-09-0634.1934.190.00%market16.06%13.5119.16%3.94%-1.66%5.60%
GHG2024-08-152024-08-162024-09-092.732.730.00%market116.35%7.5825.60%-10.72%-0.91%-9.81%
ZIM2024-08-192024-08-202024-09-1122.0222.020.00%market72.07%7.1523.35%-16.45%-0.85%-15.60%
BBAR2024-08-212024-08-222024-09-1310.0110.010.00%market134.62%16.4116.13%13.19%-0.10%13.28%
WB2024-08-222024-08-232024-09-167.837.830.00%market17.07%16.3130.92%-7.76%0.59%-8.35%
MAT2024-10-232024-10-242024-11-1418.4418.440.00%market20.00%16.1826.48%2.88%2.31%0.58%
DTB2024-10-242024-10-252024-11-1520.6220.620.00%market18.09%9.2917.79%-5.05%0.73%-5.78%
DTG2024-10-242024-10-252024-11-1521.1421.140.00%market22.34%9.1917.79%-8.52%0.73%-9.25%
DTW2024-10-242024-10-252024-11-1524.2224.220.00%market18.09%10.9117.79%-4.39%0.73%-5.12%
VALE2024-10-242024-10-252024-11-1510.6310.630.00%market21.74%18.9838.47%-7.81%0.73%-8.54%
CIG-C2024-11-132024-11-142024-12-062.402.400.00%market45.52%12.5145.45%-0.10%1.76%-1.86%
GFR2024-11-142024-11-152024-12-097.247.240.00%market50.00%12.0720.15%-2.31%2.54%-4.85%
VEON2024-11-142024-11-152024-12-0933.4233.420.00%market426.32%11.1438.67%5.05%2.54%2.51%
QFIN2024-11-192024-11-202024-12-1234.1934.190.00%market25.18%19.6552.38%9.84%2.36%7.48%
WB2024-11-192024-11-202024-12-129.139.130.00%market20.45%17.2330.43%14.47%2.36%12.10%
PIPR2025-01-312025-02-032025-02-2578.0978.090.00%market20.30%16.2717.55%-11.32%0.26%-11.58%
APOS2025-02-042025-02-052025-02-2726.9326.930.00%market17.46%12.1336.38%0.98%-2.60%3.57%
AAMI2025-02-062025-02-072025-03-0324.8624.860.00%market26.21%19.1238.74%-1.07%-3.81%2.74%
RITM2025-02-062025-02-072025-03-0311.8511.850.00%market36.36%19.7586.29%0.74%-3.81%4.55%
BHF2025-02-112025-02-122025-03-0658.9558.950.00%market28.95%10.0377.44%-6.95%-4.42%-2.53%
TCOM2025-02-242025-02-252025-03-1859.0459.040.00%market15.37%13.5718.06%11.84%-6.05%17.89%
ARDT2025-02-262025-02-272025-03-2015.5915.590.00%market62.00%19.2520.97%-10.75%-5.25%-5.49%
GGAL2025-02-282025-03-032025-03-2459.0159.010.00%market201.77%17.3027.16%-2.25%-3.71%1.45%
HUT2025-03-032025-03-042025-03-2513.4213.420.00%market905.56%9.2682.95%1.69%-0.73%2.42%
GGAL2025-03-062025-03-072025-03-2858.4158.410.00%market296.36%13.4027.16%-4.60%-2.67%-1.93%
IHS2025-03-182025-03-192025-04-094.414.410.00%market812.50%6.0448.49%4.44%-2.52%6.96%
KNOP2025-03-202025-03-212025-04-116.176.170.00%market1600.00%9.0737.99%1.52%-4.53%6.05%
SBS2025-03-242025-03-252025-04-153.543.540.00%market731.46%7.3823.25%3.85%-6.55%10.41%
AA2025-04-162025-04-172025-05-0923.8023.800.00%market27.98%11.0720.78%8.81%6.96%1.85%
GHG2025-04-162025-04-172025-05-092.102.100.00%market42.84%15.4415.63%-5.34%6.96%-12.29%
BFH2025-04-242025-04-252025-05-1648.2548.250.00%market36.19%16.8716.49%11.71%8.70%3.02%
BIPC2025-04-292025-04-302025-05-2136.4336.430.00%market71.58%11.1759.74%6.57%6.44%0.13%
NOG2025-04-292025-04-302025-05-2126.0826.080.00%market18.75%19.6139.51%3.04%6.44%-3.40%
CMRE2025-05-082025-05-092025-06-027.807.800.00%market17.31%12.7924.13%10.16%4.63%5.53%
ARWR2025-05-122025-05-132025-06-0415.7515.750.00%market4683.33%5.7370.24%6.19%2.15%4.04%
GSL2025-05-192025-05-202025-06-1126.3526.350.00%market16.74%9.9468.44%-2.30%1.39%-3.70%
GHG2025-06-232025-06-242025-07-162.072.070.00%market90.25%14.9915.63%15.84%3.29%12.55%
CALM2025-07-222025-07-232025-08-13113.18113.180.00%market90.27%16.0839.49%-3.22%2.11%-5.33%
RNR2025-07-232025-07-242025-08-14237.10237.100.00%market19.55%19.2942.07%2.08%1.63%0.45%
BFH2025-07-242025-07-252025-08-1561.5961.590.00%market69.73%19.6115.14%-3.17%1.31%-4.48%
SHG2025-07-252025-07-282025-08-1848.6748.670.00%market91.48%11.4023.47%0.04%0.91%-0.87%
STRK2025-07-302025-07-312025-08-21104.80104.800.00%market33324.86%3.21-13.56%-8.70%-0.61%-8.09%
BORR2025-08-132025-08-142025-09-052.392.390.00%market46.54%17.0736.05%27.10%0.69%26.40%
AUNA2025-08-192025-08-202025-09-116.556.550.00%market153.85%19.8515.72%-2.85%2.85%-5.70%
CDLR2025-08-262025-08-272025-09-1821.5521.550.00%market247.54%10.1769.99%-0.61%2.74%-3.35%
LUXE2025-09-112025-09-122025-10-039.099.090.00%market3261.11%1.60101.74%-13.19%1.77%-14.96%
GHG2025-09-302025-10-012025-10-222.172.170.00%market153.61%7.8123.08%-6.55%0.70%-7.25%
TBB2025-10-212025-10-222025-11-1223.5323.530.00%market140.22%18.2419.93%-3.67%1.69%-5.36%
BFH2025-10-232025-10-242025-11-1466.4666.460.00%market90.52%16.5316.60%-6.92%-0.67%-6.25%
CUBB2025-10-232025-10-242025-11-1420.7520.750.00%market15.79%9.4325.62%2.07%-0.67%2.74%
CAR2025-10-272025-10-282025-11-18161.15161.150.00%market24.66%15.9420.12%-19.86%-3.93%-15.94%
FOR2025-10-282025-10-292025-11-1928.3928.390.00%market34.92%16.7015.96%-18.77%-3.79%-14.98%
ARDT2025-11-122025-11-132025-12-059.339.330.00%market22.64%17.9416.13%-5.89%0.76%-6.65%
AEG2025-11-132025-11-142025-12-087.757.750.00%market45.66%17.8296.26%2.22%2.74%-0.52%
WF2025-11-142025-11-172025-12-0954.9254.920.00%market56.58%15.3823.54%4.58%1.99%2.59%
TCOM2025-11-172025-11-182025-12-1070.9670.960.00%market236.52%18.3430.40%-0.28%3.85%-4.13%
DLNG2025-11-202025-11-212025-12-153.733.730.00%market16.13%10.3648.30%1.51%3.92%-2.41%
KEP2025-12-182025-12-192026-01-1316.7716.770.00%market28.66%7.9520.60%13.97%2.54%11.43%
FPH2026-01-292026-01-302026-02-235.105.100.00%market875.00%16.4524.87%5.78%-1.36%7.14%
RITM2026-02-032026-02-042026-02-2610.9610.960.00%market34.55%14.8138.86%-5.21%-0.15%-5.06%
SONO2026-02-032026-02-042026-02-2616.1016.100.00%market26.56%19.8818.40%-2.27%-0.15%-2.12%
ALL2026-02-042026-02-052026-02-27212.44212.440.00%market45.57%14.8529.63%0.88%0.74%0.14%
APOS2026-02-092026-02-102026-03-0426.3526.350.00%market21.08%10.6752.60%-2.34%-1.41%-0.93%
LKFT2026-02-232026-02-242026-03-1735.7335.730.00%market11077.73%2.5784.23%-7.04%-1.63%-5.41%
ECPG2026-02-252026-02-262026-03-1960.8060.800.00%market53.18%18.0436.62%13.62%-4.83%18.45%
GPRK2026-02-252026-02-262026-03-198.458.450.00%market8480.68%14.3223.05%20.49%-4.83%25.32%
BCRX2026-02-262026-02-272026-03-207.957.950.00%market1500.00%7.1064.05%21.91%-5.05%26.97%
BBWI2026-03-042026-03-052026-03-2623.3623.360.00%market15.82%11.4021.99%-23.77%-5.42%-18.35%
IHS2026-03-162026-03-172026-04-088.178.170.00%market476.47%8.3461.37%1.00%0.54%0.46%
OAK-PA2026-03-182026-03-192026-04-1021.4921.490.00%market80.00%15.92132.89%-5.45%3.42%-8.87%
OAK-PB2026-03-182026-03-192026-04-1021.1721.170.00%market81.33%15.57222.52%-4.12%3.42%-7.54%
SLM2026-04-232026-04-242026-05-1523.0423.040.00%market35.09%14.9648.01%-8.22%4.00%-12.21%
UVE2026-04-232026-04-242026-05-1537.5037.500.00%market43.88%18.7518.31%3.23%4.00%-0.77%
SLDE2026-04-282026-04-292026-05-2019.4519.450.00%market24.39%19.0747.70%-4.06%4.25%-8.31%
HG2026-04-302026-05-012026-05-2232.7732.770.00%market60.78%19.9829.08%-3.82%3.38%-7.20%
DHT2026-05-052026-05-062026-05-2819.4319.430.00%market63.70%19.2457.74%-15.95%3.63%-19.58%
CMBT2026-05-192026-05-202026-06-1116.7316.730.00%market378.16%13.1733.04%-10.80%0.28%-11.08%
TEN2026-05-212026-05-222026-06-1545.3645.360.00%market31.40%16.6843.44%-14.34%1.15%-15.49%
DSX2026-05-282026-05-292026-06-222.462.460.00%market1472.94%10.3720.65%-12.70%-1.52%-11.18%