big beat + cheap after earnings + operating strength 1

Run 5f76cf2a · view hypothesis

completed

Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.

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
Daily portfolio drawdown
-14.35%
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 299 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
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
INSW2023-08-092023-08-102023-08-31—46.3146.310.00%market18.18%14.84—-7.31%0.48%-7.79%
PAM2023-08-092023-08-102023-08-31—41.7941.790.00%market109.03%13.88—8.92%0.48%8.44%
PNNT2023-08-092023-08-102023-08-31—6.836.830.00%market19.49%19.51—-3.17%0.48%-3.66%
ECO2023-08-112023-08-142023-09-05—26.0026.000.00%market24.24%15.85—-13.37%1.02%-14.39%
SHG2023-08-142023-08-152023-09-06—26.1426.140.00%market42.28%14.94—2.12%-0.01%2.13%
MCB2023-10-192023-10-202023-11-10—34.2534.250.00%market20.86%17.39—-0.25%3.43%-3.68%
MAT2023-10-252023-10-262023-11-16—16.8016.800.00%market24.14%15.56—12.46%8.11%4.35%
BFH2023-10-262023-10-272023-11-17—27.1027.100.00%market49.14%7.83—1.27%8.84%-7.57%
CUBB2023-10-262023-10-272023-11-17—18.0018.000.00%market62.26%6.98—4.07%8.84%-4.77%
CUBI2023-10-262023-10-272023-11-17—36.7936.790.00%market62.26%14.26—25.97%8.84%17.13%
EC2023-11-092023-11-102023-12-04—11.8011.800.00%market19.61%19.34—7.02%4.75%2.27%
GCT2023-11-302023-12-012023-12-22—10.9610.960.00%market55.26%18.58—35.48%3.92%31.56%
KNOP2023-12-142023-12-152024-01-09—5.825.820.00%market628.57%15.73—3.85%0.94%2.92%
RNR2024-01-302024-01-312024-02-22—226.01226.010.00%market44.77%19.20—-0.81%3.86%-4.67%
TEVA2024-01-312024-02-012024-02-23—12.1712.170.00%market33.33%12.17—5.82%4.79%1.02%
LPG2024-02-012024-02-022024-02-26—37.1037.100.00%market53.22%14.16—-2.45%3.34%-5.78%
PIPR2024-02-022024-02-052024-02-27—46.9546.950.00%market54.41%11.65—-0.25%2.68%-2.93%
MSGE2024-02-072024-02-082024-03-01—36.1036.100.00%market34.20%13.94—7.46%2.96%4.50%
MPT2024-02-212024-02-222024-03-14—3.803.800.00%market33.33%10.56—10.43%2.17%8.26%
KOS2024-02-262024-02-272024-03-19—5.825.820.00%market29.17%18.77—2.99%1.78%1.21%
VLRS2024-02-262024-02-272024-03-19—7.827.820.00%market166.67%8.15—-12.76%1.78%-14.54%
AGO2024-02-272024-02-282024-03-20—87.5087.500.00%market387.29%15.22—6.03%3.00%3.03%
BMA2024-02-292024-03-012024-03-22—39.9239.920.00%market225.50%2.46—29.51%2.40%27.11%
EGY2024-03-132024-03-142024-04-05—4.804.800.00%market208.33%12.97—51.78%0.28%51.49%
CAAP2024-03-202024-03-212024-04-12—16.1516.150.00%market170.00%19.94—4.11%-2.40%6.51%
CIG2024-03-222024-03-252024-04-16—1.881.880.00%market77.88%14.57—-1.70%-3.13%1.43%
MNR2024-04-012024-04-022024-04-23—19.3019.300.00%market18.48%17.71—4.98%-2.43%7.41%
SLG2024-04-172024-04-182024-05-09—50.8350.830.00%market32.33%16.56—3.05%3.62%-0.58%
SFB2024-04-242024-04-252024-05-16—21.7921.790.00%market51.64%14.72—1.78%5.91%-4.13%
SLM2024-04-242024-04-252024-05-16—22.2522.250.00%market18.69%17.52—-5.40%5.91%-11.32%
BCS2024-04-252024-04-262024-05-17—10.2910.290.00%market28.26%17.44—7.97%4.56%3.40%
PIPR2024-04-262024-04-292024-05-20—49.7949.790.00%market31.60%17.85—7.69%3.91%3.78%
BHR2024-05-082024-05-092024-05-31—2.682.680.00%market23.53%6.38—4.00%1.93%2.07%
SHG2024-05-162024-05-172024-06-10—35.4735.470.00%market22.73%18.77—-4.39%1.30%-5.68%
WF2024-05-162024-05-172024-06-10—32.4732.470.00%market18.78%12.83—-4.84%1.30%-6.14%
CAAP2024-05-222024-05-232024-06-14—18.4618.460.00%market131.71%19.43—-5.84%1.84%-7.68%
BMA2024-05-232024-05-242024-06-17—57.8757.870.00%market130.28%11.53—7.11%3.65%3.46%
SOJE2024-06-302024-07-012024-07-23—20.1120.110.00%market17.08%18.45—0.84%1.49%-0.65%
ARR2024-07-242024-07-252024-08-15—20.4220.420.00%market18.68%18.91—-2.65%2.16%-4.81%
DTB2024-07-242024-07-252024-08-15—19.8119.810.00%market18.18%13.85—0.81%2.16%-1.36%
DTW2024-07-242024-07-252024-08-15—23.5123.510.00%market18.18%16.44—1.05%2.16%-1.12%
RNR2024-07-242024-07-252024-08-15—217.28217.280.00%market15.98%17.51—9.94%2.16%7.78%
BFH2024-07-252024-07-262024-08-16—53.1553.150.00%market50.28%19.98—2.01%2.22%-0.21%
WF2024-08-142024-08-152024-09-06—34.1934.190.00%market16.06%13.51—3.94%-1.66%5.60%
GHG2024-08-152024-08-162024-09-09—2.732.730.00%market116.35%7.58—-10.72%-0.91%-9.81%
ZIM2024-08-192024-08-202024-09-11—22.0222.020.00%market72.07%7.15—-16.45%-0.85%-15.60%
BBAR2024-08-212024-08-222024-09-13—10.0110.010.00%market134.62%16.41—13.19%-0.10%13.28%
WB2024-08-222024-08-232024-09-16—7.837.830.00%market17.07%16.31—-7.76%0.59%-8.35%
MAT2024-10-232024-10-242024-11-14—18.4418.440.00%market20.00%16.18—2.88%2.31%0.58%
DTB2024-10-242024-10-252024-11-15—20.6220.620.00%market18.09%9.29—-5.05%0.73%-5.78%
DTG2024-10-242024-10-252024-11-15—21.1421.140.00%market22.34%9.19—-8.52%0.73%-9.25%
DTW2024-10-242024-10-252024-11-15—24.2224.220.00%market18.09%10.91—-4.39%0.73%-5.12%
VALE2024-10-242024-10-252024-11-15—10.6310.630.00%market21.74%18.98—-7.81%0.73%-8.54%
CIG-C2024-11-132024-11-142024-12-06—2.402.400.00%market45.52%12.51—-0.10%1.76%-1.86%
GFR2024-11-142024-11-152024-12-09—7.247.240.00%market50.00%12.07—-2.31%2.54%-4.85%
VEON2024-11-142024-11-152024-12-09—33.4233.420.00%market426.32%11.14—5.05%2.54%2.51%
QFIN2024-11-192024-11-202024-12-12—34.1934.190.00%market25.18%19.65—9.84%2.36%7.48%
WB2024-11-192024-11-202024-12-12—9.139.130.00%market20.45%17.23—14.47%2.36%12.10%
PIPR2025-01-312025-02-032025-02-25—78.0978.090.00%market20.30%16.27—-11.32%0.26%-11.58%
APOS2025-02-042025-02-052025-02-27—26.9326.930.00%market17.46%12.13—0.98%-2.60%3.57%
AAMI2025-02-062025-02-072025-03-03—24.8624.860.00%market26.21%19.12—-1.07%-3.81%2.74%
RITM2025-02-062025-02-072025-03-03—11.8511.850.00%market36.36%19.75—0.74%-3.81%4.55%
BHF2025-02-112025-02-122025-03-06—58.9558.950.00%market28.95%10.03—-6.95%-4.42%-2.53%
TCOM2025-02-242025-02-252025-03-18—59.0459.040.00%market15.37%13.57—11.84%-6.05%17.89%
ARDT2025-02-262025-02-272025-03-20—15.5915.590.00%market62.00%19.25—-10.75%-5.25%-5.49%
GGAL2025-02-282025-03-032025-03-24—59.0159.010.00%market201.77%17.30—-2.25%-3.71%1.45%
HUT2025-03-032025-03-042025-03-25—13.4213.420.00%market905.56%9.26—1.69%-0.73%2.42%
GGAL2025-03-062025-03-072025-03-28—58.4158.410.00%market296.36%13.40—-4.60%-2.67%-1.93%
IHS2025-03-182025-03-192025-04-09—4.414.410.00%market812.50%6.04—4.44%-2.52%6.96%
KNOP2025-03-202025-03-212025-04-11—6.176.170.00%market1600.00%9.07—1.52%-4.53%6.05%
SBS2025-03-242025-03-252025-04-15—3.543.540.00%market731.46%7.38—3.85%-6.55%10.41%
AA2025-04-162025-04-172025-05-09—23.8023.800.00%market27.98%11.07—8.81%6.96%1.85%
GHG2025-04-162025-04-172025-05-09—2.102.100.00%market42.84%15.44—-5.34%6.96%-12.29%
BFH2025-04-242025-04-252025-05-16—48.2548.250.00%market36.19%16.87—11.71%8.70%3.02%
BIPC2025-04-292025-04-302025-05-21—36.4336.430.00%market71.58%11.17—6.57%6.44%0.13%
NOG2025-04-292025-04-302025-05-21—26.0826.080.00%market18.75%19.61—3.04%6.44%-3.40%
CMRE2025-05-082025-05-092025-06-02—7.807.800.00%market17.31%12.79—10.16%4.63%5.53%
ARWR2025-05-122025-05-132025-06-04—15.7515.750.00%market4683.33%5.73—6.19%2.15%4.04%
GSL2025-05-192025-05-202025-06-11—26.3526.350.00%market16.74%9.94—-2.30%1.39%-3.70%
GHG2025-06-232025-06-242025-07-16—2.072.070.00%market90.25%14.99—15.84%3.29%12.55%
CALM2025-07-222025-07-232025-08-13—113.18113.180.00%market90.27%16.08—-3.22%2.11%-5.33%
RNR2025-07-232025-07-242025-08-14—237.10237.100.00%market19.55%19.29—2.08%1.63%0.45%
BFH2025-07-242025-07-252025-08-15—61.5961.590.00%market69.73%19.61—-3.17%1.31%-4.48%
SHG2025-07-252025-07-282025-08-18—48.6748.670.00%market91.48%11.40—0.04%0.91%-0.87%
STRK2025-07-302025-07-312025-08-21—104.80104.800.00%market33324.86%3.21—-8.70%-0.61%-8.09%
BORR2025-08-132025-08-142025-09-05—2.392.390.00%market46.54%17.07—27.10%0.69%26.40%
AUNA2025-08-192025-08-202025-09-11—6.556.550.00%market153.85%19.85—-2.85%2.85%-5.70%
CDLR2025-08-262025-08-272025-09-18—21.5521.550.00%market247.54%10.17—-0.61%2.74%-3.35%
LUXE2025-09-112025-09-122025-10-03—9.099.090.00%market3261.11%1.60—-13.19%1.77%-14.96%
GHG2025-09-302025-10-012025-10-22—2.172.170.00%market153.61%7.81—-6.55%0.70%-7.25%
TBB2025-10-212025-10-222025-11-12—23.5323.530.00%market140.22%18.24—-3.67%1.69%-5.36%
BFH2025-10-232025-10-242025-11-14—66.4666.460.00%market90.52%16.53—-6.92%-0.67%-6.25%
CUBB2025-10-232025-10-242025-11-14—20.7520.750.00%market15.79%9.43—2.07%-0.67%2.74%
CAR2025-10-272025-10-282025-11-18—161.15161.150.00%market24.66%15.94—-19.86%-3.93%-15.94%
FOR2025-10-282025-10-292025-11-19—28.3928.390.00%market34.92%16.70—-18.77%-3.79%-14.98%
ARDT2025-11-122025-11-132025-12-05—9.339.330.00%market22.64%17.94—-5.89%0.76%-6.65%
AEG2025-11-132025-11-142025-12-08—7.757.750.00%market45.66%17.82—2.22%2.74%-0.52%
WF2025-11-142025-11-172025-12-09—54.9254.920.00%market56.58%15.38—4.58%1.99%2.59%
TCOM2025-11-172025-11-182025-12-10—70.9670.960.00%market236.52%18.34—-0.28%3.85%-4.13%
DLNG2025-11-202025-11-212025-12-15—3.733.730.00%market16.13%10.36—1.51%3.92%-2.41%
KEP2025-12-182025-12-192026-01-13—16.7716.770.00%market28.66%7.95—13.97%2.54%11.43%
FPH2026-01-292026-01-302026-02-23—5.105.100.00%market875.00%16.45—5.78%-1.36%7.14%
RITM2026-02-032026-02-042026-02-26—10.9610.960.00%market34.55%14.81—-5.21%-0.15%-5.06%
SONO2026-02-032026-02-042026-02-26—16.1016.100.00%market26.56%19.88—-2.27%-0.15%-2.12%
ALL2026-02-042026-02-052026-02-27—212.44212.440.00%market45.57%14.85—0.88%0.74%0.14%
APOS2026-02-092026-02-102026-03-04—26.3526.350.00%market21.08%10.67—-2.34%-1.41%-0.93%
LKFT2026-02-232026-02-242026-03-17—35.7335.730.00%market11077.73%2.57—-7.04%-1.63%-5.41%
ECPG2026-02-252026-02-262026-03-19—60.8060.800.00%market53.18%18.04—13.62%-4.83%18.45%
GPRK2026-02-252026-02-262026-03-19—8.458.450.00%market8480.68%14.32—20.49%-4.83%25.32%
BCRX2026-02-262026-02-272026-03-20—7.957.950.00%market1500.00%7.10—21.91%-5.05%26.97%
BBWI2026-03-042026-03-052026-03-26—23.3623.360.00%market15.82%11.40—-23.77%-5.42%-18.35%
IHS2026-03-162026-03-172026-04-08—8.178.170.00%market476.47%8.34—1.00%0.54%0.46%
OAK-PA2026-03-182026-03-192026-04-10—21.4921.490.00%market80.00%15.92—-5.45%3.42%-8.87%
OAK-PB2026-03-182026-03-192026-04-10—21.1721.170.00%market81.33%15.57—-4.12%3.42%-7.54%
SLM2026-04-232026-04-242026-05-15—23.0423.040.00%market35.09%14.96—-8.22%4.00%-12.21%
UVE2026-04-232026-04-242026-05-15—37.5037.500.00%market43.88%18.75—3.23%4.00%-0.77%
SLDE2026-04-282026-04-292026-05-20—19.4519.450.00%market24.39%19.07—-4.06%4.25%-8.31%
HG2026-04-302026-05-012026-05-22—32.7732.770.00%market60.78%19.98—-3.82%3.38%-7.20%
DHT2026-05-052026-05-062026-05-28—19.4319.430.00%market63.70%19.24—-15.95%3.63%-19.58%
CMBT2026-05-192026-05-202026-06-11—16.7316.730.00%market378.16%13.17—-10.80%0.28%-11.08%
TEN2026-05-212026-05-222026-06-15—45.3645.360.00%market31.40%16.68—-14.34%1.15%-15.49%
DSX2026-05-282026-05-292026-06-22—2.462.460.00%market1472.94%10.37—-12.70%-1.52%-11.18%