High-quality earnings beat (profitability + surprise) 2 (Copy) 7 (lookback 10y)
Run 5f76d06d · view hypothesis
completed
Trades
9
Win rate
77.78%
Avg return
1.83%
Median return
2.82%
Avg abnormal
1.77%
Median abnormal
2.03%
Best trade
20.12%
Worst trade
-15.94%
Sharpe (per-trade)
0.18
Max drawdown
-15.94%
Portfolio (equal_weight)
Total return
1.65%
Max drawdown
-1.57%
Avg trade return
1.83%
Win rate
77.78%
Signals
9
Configured concurrent
10
Observed concurrent
1
Trades taken
9
Skipped (no capacity)
0
Excess vs benchmark
-77.46%
Avg entry slippage
0.00%
Return if filled at market
1.65%
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 | -0.69% | 0.63% | 66.67% |
| 2023 | 3 | 3.51% | 2.83% | 100.00% |
| 2025 | 1 | 3.80% | 1.61% | 100.00% |
| 2026 | 2 | 2.09% | 1.98% | 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 | 2022-08-10 | — | 28.71 | 28.71 | 0.00% | market | 15.51% | 44.05% | 11.72% | 13.29 | 4.39% | 2.36% | 2.03% |
| VSCO | 2022-08-24 | 2022-08-25 | 2022-09-01 | — | 36.81 | 36.81 | 0.00% | market | 14.74% | 28.34% | 6.44% | 33.77 | -8.96% | -4.53% | -4.42% |
| PII | 2022-10-25 | 2022-10-26 | 2022-11-02 | — | 97.90 | 97.90 | 0.00% | market | 14.84% | 18.38% | 10.33% | 30.12 | 2.50% | -1.77% | 4.27% |
| CVI | 2023-02-21 | 2023-02-22 | 2023-03-01 | — | 32.50 | 32.50 | 0.00% | market | 12.75% | 21.09% | 8.84% | 19.35 | 2.82% | -1.20% | 4.02% |
| ACI | 2023-04-11 | 2023-04-12 | 2023-04-19 | — | 20.82 | 20.82 | 0.00% | market | 17.91% | 19.31% | 2.37% | 26.35 | 0.33% | 0.55% | -0.22% |
| EDN | 2023-11-08 | 2023-11-09 | 2023-11-16 | — | 10.16 | 10.16 | 0.00% | market | 12.48% | 76.22% | 0.45% | 1.79 | 7.38% | 2.69% | 4.69% |
| TNET | 2025-04-25 | 2025-04-28 | 2025-05-05 | — | 77.63 | 77.63 | 0.00% | market | 19.16% | 134.92% | 9.98% | 39.01 | 3.80% | 2.20% | 1.61% |
| BOBS | 2026-03-17 | 2026-03-18 | 2026-03-25 | — | 13.64 | 13.64 | 0.00% | market | 16.67% | 25.03% | 9.19% | 38.97 | -15.94% | -1.73% | -14.21% |
| TDC | 2026-05-05 | 2026-05-06 | 2026-05-13 | — | 27.20 | 27.20 | 0.00% | market | 14.29% | 60.14% | -8.11% | 30.91 | 20.12% | 1.94% | 18.18% |