High-quality earnings beat (profitability + surprise) 2 (Copy) 4 (lookback 10y)
Run 5f76d04f · view hypothesis
completed
Trades
9
Win rate
55.56%
Avg return
9.94%
Median return
4.81%
Avg abnormal
8.84%
Median abnormal
-1.11%
Best trade
73.13%
Worst trade
-18.57%
Sharpe (per-trade)
0.36
Max drawdown
-18.57%
Portfolio (equal_weight)
Total return
17.88%
Max drawdown
-3.68%
Avg trade return
9.94%
Win rate
55.56%
Signals
9
Configured concurrent
5
Observed concurrent
2
Trades taken
9
Skipped (no capacity)
0
Excess vs benchmark
-64.79%
Avg entry slippage
0.00%
Return if filled at market
17.88%
VWAP fills
0
VWAP fallbacks
0
0 of 9qualifying 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 |
|---|---|---|---|---|
| 2022 | 3 | 0.45% | 3.65% | 66.67% |
| 2023 | 3 | 22.24% | 21.12% | 33.33% |
| 2025 | 1 | 6.10% | -1.11% | 100.00% |
| 2026 | 2 | 7.64% | 3.16% | 50.00% |
Trades (9)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROE | Op. margin | P/E after earn. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CWH | 2022-08-02 | 2022-08-03 | 2022-08-31 | — | 28.71 | 28.71 | 0.00% | market | 15.51% | 44.05% | 11.72% | 13.29 | 4.81% | -3.69% | 8.50% |
| VSCO | 2022-08-24 | 2022-08-25 | 2022-09-23 | — | 36.81 | 36.81 | 0.00% | market | 14.74% | 28.34% | 6.44% | 33.77 | -18.57% | -11.39% | -7.18% |
| PII | 2022-10-25 | 2022-10-26 | 2022-11-23 | — | 97.90 | 97.90 | 0.00% | market | 14.84% | 18.38% | 10.33% | 30.12 | 15.10% | 5.45% | 9.65% |
| CVI | 2023-02-21 | 2023-02-22 | 2023-03-22 | — | 32.50 | 32.50 | 0.00% | market | 12.75% | 21.09% | 8.84% | 19.35 | -4.68% | -1.85% | -2.83% |
| ACI | 2023-04-11 | 2023-04-12 | 2023-05-10 | — | 20.82 | 20.82 | 0.00% | market | 17.91% | 19.31% | 2.37% | 26.35 | -1.73% | 0.24% | -1.97% |
| EDN | 2023-11-08 | 2023-11-09 | 2023-12-08 | — | 10.16 | 10.16 | 0.00% | market | 12.48% | 76.22% | 0.45% | 1.79 | 73.13% | 4.97% | 68.16% |
| TNET | 2025-04-25 | 2025-04-28 | 2025-05-27 | — | 77.63 | 77.63 | 0.00% | market | 19.16% | 134.92% | 9.98% | 39.01 | 6.10% | 7.21% | -1.11% |
| BOBS | 2026-03-17 | 2026-03-18 | 2026-04-16 | — | 13.64 | 13.64 | 0.00% | market | 16.67% | 25.03% | 9.19% | 38.97 | -12.86% | 4.98% | -17.84% |
| TDC | 2026-05-05 | 2026-05-06 | 2026-06-04 | — | 27.20 | 27.20 | 0.00% | market | 14.29% | 60.14% | -8.11% | 30.91 | 28.14% | 3.97% | 24.16% |