High-quality earnings beat (profitability + surprise) 2 (Copy) 6 (lookback 10y)
Run 5f76d063 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
9
Win rate
66.67%
Avg return
10.00%
Median return
6.74%
Avg abnormal
9.18%
Median abnormal
2.98%
Best trade
61.32%
Worst trade
-12.64%
Sharpe (per-trade)
0.46
Daily portfolio drawdown
-1.17%
Portfolio (equal_weight)
Total return
9.00%
Max drawdown
-1.17%
Avg trade return
10.00%
Win rate
66.67%
Signals
9
Configured concurrent
10
Observed concurrent
1
Trades taken
9
Skipped (no capacity)
0
Excess vs benchmark
-69.85%
Avg entry slippage
0.00%
Return if filled at market
9.00%
VWAP fills
0
VWAP fallbacks
0
0 of 9 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 |
|---|---|---|---|---|
| 2022 | 3 | 4.02% | 4.04% | 66.67% |
| 2023 | 3 | 20.09% | 19.47% | 66.67% |
| 2025 | 1 | 8.71% | 2.98% | 100.00% |
| 2026 | 2 | 4.48% | 4.56% | 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 | 2022-08-17 | — | 28.71 | 28.71 | 0.00% | market | 15.51% | — | — | 13.29 | 11.67% | 3.98% | 7.69% |
| VSCO | 2022-08-24 | 2022-08-25 | 2022-09-09 | — | 36.81 | 36.81 | 0.00% | market | 14.74% | — | — | 33.77 | -6.35% | -2.08% | -4.27% |
| PII | 2022-10-25 | 2022-10-26 | 2022-11-09 | — | 97.90 | 97.90 | 0.00% | market | 14.84% | — | — | 30.12 | 6.74% | -1.96% | 8.71% |
| CVI | 2023-02-21 | 2023-02-22 | 2023-03-08 | — | 32.50 | 32.50 | 0.00% | market | 12.75% | — | — | 19.35 | -1.42% | -0.15% | -1.27% |
| ACI | 2023-04-11 | 2023-04-12 | 2023-04-26 | — | 20.82 | 20.82 | 0.00% | market | 17.91% | — | — | 26.35 | 0.38% | -1.82% | 2.20% |
| EDN | 2023-11-08 | 2023-11-09 | 2023-11-24 | — | 10.16 | 10.16 | 0.00% | market | 12.48% | — | — | 1.79 | 61.32% | 3.85% | 57.47% |
| TNET | 2025-04-25 | 2025-04-28 | 2025-05-12 | — | 77.63 | 77.63 | 0.00% | market | 19.16% | — | — | 39.01 | 8.71% | 5.73% | 2.98% |
| BOBS | 2026-03-17 | 2026-03-18 | 2026-04-01 | — | 13.64 | 13.64 | 0.00% | market | 16.67% | — | — | 38.97 | -12.64% | -1.96% | -10.67% |
| TDC | 2026-05-05 | 2026-05-06 | 2026-05-20 | — | 27.20 | 27.20 | 0.00% | market | 14.29% | — | — | 30.91 | 21.59% | 1.80% | 19.79% |