High-quality earnings beat (profitability + surprise) 2 (Copy) 5

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

23.63%

Median return

17.12%

Avg abnormal

18.34%

Median abnormal

11.52%

Best trade

73.13%

Worst trade

-12.86%

Sharpe (per-trade)

0.64

Daily portfolio drawdown

-1.19%

Portfolio (equal_weight)

Total return

9.45%

Max drawdown

-1.19%

Avg trade return

23.63%

Win rate

75.00%

Signals

Configured concurrent

Observed concurrent

Trades taken

Skipped (no capacity)

Excess vs benchmark

-65.06%

Avg entry slippage

0.00%

Return if filled at market

9.45%

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	73.13%	68.16%	100.00%
2025	1	6.10%	-1.11%	100.00%
2026	2	7.64%	3.16%	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	2023-12-08	—	10.16	10.16	0.00%	market	12.48%	—	—	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%	—	—	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%	—	—	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%	—	—	30.91	28.14%	3.97%	24.16%