High-quality earnings beat (profitability + surprise) 2 (Copy) 3 (lookback 10y)
Run 5f76d032 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
28
Win rate
46.43%
Avg return
5.92%
Median return
-0.59%
Avg abnormal
3.91%
Median abnormal
-1.28%
Best trade
67.07%
Worst trade
-22.73%
Sharpe (per-trade)
0.29
Daily portfolio drawdown
-39.18%
Portfolio (equal_weight)
Total return
165.66%
Max drawdown
-39.18%
Avg trade return
5.92%
Win rate
46.43%
Signals
66
Configured concurrent
1
Observed concurrent
1
Trades taken
28
Skipped (no capacity)
38
Excess vs benchmark
94.80%
Avg entry slippage
0.00%
Return if filled at market
165.66%
VWAP fills
0
VWAP fallbacks
0
38 of 66 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 |
|---|---|---|---|---|
| 2021 | 2 | -2.67% | -5.10% | 50.00% |
| 2022 | 4 | -0.43% | -2.49% | 25.00% |
| 2023 | 6 | 6.60% | 5.44% | 50.00% |
| 2024 | 7 | -3.03% | -6.58% | 42.86% |
| 2025 | 6 | 26.88% | 26.58% | 66.67% |
| 2026 | 3 | -2.32% | -5.53% | 33.33% |
Trades (28)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROE | Op. margin | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CDW | 2021-08-04 | 2021-08-05 | 2021-09-02 | — | 190.01 | 190.01 | 0.00% | market | 12.22% | — | — | 6.87% | 2.95% | 3.93% |
| TEAM | 2021-10-28 | 2021-10-29 | 2021-11-29 | — | 452.50 | 452.50 | 0.00% | market | 17.95% | — | — | -12.21% | 1.92% | -14.13% |
| EXTR | 2022-01-27 | 2022-01-28 | 2022-02-28 | — | 12.41 | 12.41 | 0.00% | market | 16.67% | — | — | -7.51% | 0.91% | -8.43% |
| IRON | 2022-03-10 | 2022-03-11 | 2022-04-08 | — | 14.50 | 14.50 | 0.00% | market | 17.51% | — | — | -4.93% | 4.54% | -9.47% |
| NSP | 2022-08-01 | 2022-08-02 | 2022-08-30 | — | 113.20 | 113.20 | 0.00% | market | 17.17% | — | — | -4.37% | -2.67% | -1.70% |
| PII | 2022-10-25 | 2022-10-26 | 2022-11-23 | — | 97.90 | 97.90 | 0.00% | market | 14.84% | — | — | 15.10% | 5.45% | 9.65% |
| EXTR | 2023-01-25 | 2023-01-26 | 2023-02-24 | — | 17.04 | 17.04 | 0.00% | market | 12.50% | — | — | 10.46% | -1.67% | 12.14% |
| ESTA | 2023-02-27 | 2023-02-28 | 2023-03-28 | — | 68.64 | 68.64 | 0.00% | market | 19.12% | — | — | -0.06% | -0.41% | 0.35% |
| ACI | 2023-04-11 | 2023-04-12 | 2023-05-10 | — | 20.82 | 20.82 | 0.00% | market | 17.91% | — | — | -1.73% | 0.24% | -1.97% |
| REAL | 2023-05-09 | 2023-05-10 | 2023-06-08 | — | 1.28 | 1.28 | 0.00% | market | 16.28% | — | — | 32.71% | 3.68% | 29.03% |
| LW | 2023-07-25 | 2023-07-26 | 2023-08-23 | — | 105.55 | 105.55 | 0.00% | market | 16.19% | — | — | -8.53% | -2.52% | -6.01% |
| MAX | 2023-11-01 | 2023-11-02 | 2023-12-01 | — | 9.63 | 9.63 | 0.00% | market | 14.71% | — | — | 6.75% | 7.62% | -0.87% |
| COR | 2024-01-31 | 2024-02-01 | 2024-03-01 | — | 232.65 | 232.65 | 0.00% | market | 13.49% | — | — | 1.78% | 5.82% | -4.04% |
| ESTC | 2024-02-29 | 2024-03-01 | 2024-04-01 | — | 115.96 | 115.96 | 0.00% | market | 16.13% | — | — | -13.38% | 2.59% | -15.97% |
| CPS | 2024-05-06 | 2024-05-07 | 2024-06-05 | — | 16.97 | 16.97 | 0.00% | market | 12.94% | — | — | -22.73% | 3.31% | -26.03% |
| RBRK | 2024-06-11 | 2024-06-12 | 2024-07-12 | — | 36.57 | 36.57 | 0.00% | market | 13.66% | — | — | -7.54% | 3.39% | -10.93% |
| TNET | 2024-07-26 | 2024-07-29 | 2024-08-26 | — | 110.94 | 110.94 | 0.00% | market | 19.53% | — | — | -8.99% | 2.71% | -11.69% |
| RBRK | 2024-09-09 | 2024-09-10 | 2024-10-08 | — | 29.85 | 29.85 | 0.00% | market | 17.70% | — | — | 15.91% | 4.52% | 11.39% |
| GH | 2024-11-06 | 2024-11-07 | 2024-12-06 | — | 32.39 | 32.39 | 0.00% | market | 18.18% | — | — | 13.73% | 2.48% | 11.25% |
| GH | 2025-02-20 | 2025-02-21 | 2025-03-21 | — | 48.50 | 48.50 | 0.00% | market | 17.33% | — | — | -5.05% | -7.57% | 2.52% |
| TMC | 2025-03-27 | 2025-03-28 | 2025-04-28 | — | 1.98 | 1.98 | 0.00% | market | 16.67% | — | — | 67.07% | -2.60% | 69.67% |
| 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% |
| TNET | 2025-07-25 | 2025-07-28 | 2025-08-25 | — | 69.28 | 69.28 | 0.00% | market | 15.00% | — | — | -1.12% | 0.78% | -1.91% |
| 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% |
| GH | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 89.99 | 89.99 | 0.00% | market | 18.75% | — | — | 20.38% | -0.07% | 20.45% |
| EAT | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 158.25 | 158.25 | 0.00% | market | 13.44% | — | — | -6.45% | -1.49% | -4.96% |
| BOBS | 2026-03-17 | 2026-03-18 | 2026-04-16 | — | 13.64 | 13.64 | 0.00% | market | 16.67% | — | — | -12.86% | 4.98% | -17.84% |
| CVLT | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 98.47 | 98.47 | 0.00% | market | 17.43% | — | — | 12.35% | 6.13% | 6.22% |