High-quality earnings beat (profitability + surprise) 2 (Copy) 6
Run 5f76d07c · view hypothesis
completed
Trades
4
Win rate
75.00%
Avg return
19.75%
Median return
15.15%
Avg abnormal
17.39%
Median abnormal
11.39%
Best trade
61.32%
Worst trade
-12.64%
Sharpe (per-trade)
0.63
Max drawdown
-12.64%
Portfolio (equal_weight)
Total return
7.90%
Max drawdown
-1.18%
Avg trade return
19.75%
Win rate
75.00%
Signals
4
Configured concurrent
10
Observed concurrent
1
Trades taken
4
Skipped (no capacity)
0
Excess vs benchmark
-62.96%
Avg entry slippage
0.00%
Return if filled at market
7.90%
VWAP fills
0
VWAP fallbacks
0
0 of 4qualifying 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 |
|---|---|---|---|---|
| 2023 | 1 | 61.32% | 57.47% | 100.00% |
| 2025 | 1 | 8.71% | 2.98% | 100.00% |
| 2026 | 2 | 4.48% | 4.56% | 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 | 2023-11-24 | — | 10.16 | 10.16 | 0.00% | market | 12.48% | 76.22% | 0.45% | 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% | 134.92% | 9.98% | 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% | 25.03% | 9.19% | 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% | 60.14% | -8.11% | 30.91 | 21.59% | 1.80% | 19.79% |