High-quality earnings beat (profitability + surprise) 2 (Copy) 7

completed

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

Trades

Win rate

75.00%

Avg return

3.84%

Median return

5.59%

Avg abnormal

2.57%

Median abnormal

3.15%

Best trade

20.12%

Worst trade

-15.94%

Sharpe (per-trade)

0.26

Daily portfolio drawdown

-1.58%

Portfolio (equal_weight)

Total return

1.54%

Max drawdown

-1.58%

Avg trade return

3.84%

Win rate

75.00%

Signals

Configured concurrent

Observed concurrent

Trades taken

Skipped (no capacity)

Excess vs benchmark

-69.57%

Avg entry slippage

0.00%

Return if filled at market

1.54%

VWAP fills

VWAP fallbacks

0 of 4 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
2023	1	7.38%	4.69%	100.00%
2025	1	3.80%	1.61%	100.00%
2026	2	2.09%	1.98%	50.00%

Trades (4)

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
EDN	2023-11-08	2023-11-09	2023-11-16	—	10.16	10.16	0.00%	market	12.48%	—	—	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%	—	—	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%	—	—	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%	—	—	30.91	20.12%	1.94%	18.18%