High-quality earnings beat (profitability + surprise) 2 (Copy) 2
Run 5f76d09d · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
41
Win rate
60.98%
Avg return
14.80%
Median return
5.20%
Avg abnormal
12.21%
Median abnormal
1.08%
Best trade
135.72%
Worst trade
-21.47%
Sharpe (per-trade)
0.44
Daily portfolio drawdown
-4.61%
Portfolio (equal_weight)
Total return
60.66%
Max drawdown
-4.61%
Avg trade return
14.80%
Win rate
60.98%
Signals
41
Configured concurrent
10
Observed concurrent
5
Trades taken
41
Skipped (no capacity)
0
Excess vs benchmark
-11.95%
Avg entry slippage
0.10%
Return if filled at market
61.13%
VWAP fills
0
VWAP fallbacks
0
0 of 41 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 | 3 | 25.36% | 19.68% | 66.67% |
| 2024 | 15 | 8.74% | 5.66% | 46.67% |
| 2025 | 16 | 24.11% | 22.37% | 75.00% |
| 2026 | 7 | 1.96% | -0.19% | 57.14% |
Trades (41)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROE | Op. margin | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MAX | 2023-11-01 | 2023-11-03 | 2023-12-04 | — | 9.85 | 9.85 | 0.00% | market | 14.71% | — | — | 6.50% | 5.44% | 1.06% |
| EDN | 2023-11-08 | 2023-11-10 | 2023-12-11 | — | 10.40 | 10.40 | 0.00% | market | 12.48% | — | — | 74.11% | 5.97% | 68.15% |
| INDV | 2023-11-09 | 2023-11-13 | 2023-12-12 | — | 15.51 | 15.51 | 0.00% | market | 13.33% | — | — | -4.52% | 5.66% | -10.18% |
| COR | 2024-01-31 | 2024-02-02 | 2024-03-04 | — | 237.47 | 237.47 | 0.00% | market | 13.49% | — | — | -0.80% | 4.63% | -5.43% |
| HRB | 2024-02-06 | 2024-02-08 | 2024-03-08 | — | 46.66 | 46.66 | 0.00% | market | 19.62% | — | — | 3.19% | 2.73% | 0.45% |
| ESTC | 2024-02-29 | 2024-03-04 | 2024-04-02 | — | 116.81 | 116.81 | 0.00% | market | 16.13% | — | — | -16.22% | 1.33% | -17.55% |
| BLND | 2024-03-15 | 2024-03-19 | 2024-04-17 | — | 3.04 | 3.04 | 0.00% | market | 12.50% | — | — | -21.23% | -2.26% | -18.97% |
| CPS | 2024-05-06 | 2024-05-08 | 2024-06-06 | — | 14.67 | 14.67 | 0.00% | market | 12.94% | — | — | -10.22% | 3.77% | -13.98% |
| INSM | 2024-05-09 | 2024-05-13 | 2024-06-11 | — | 26.24 | 26.24 | 0.00% | market | 14.52% | — | — | 135.72% | 2.75% | 132.97% |
| PACS | 2024-05-13 | 2024-05-15 | 2024-06-13 | — | 27.31 | 27.31 | 0.00% | market | 13.71% | — | — | 8.85% | 3.16% | 5.68% |
| RBRK | 2024-06-11 | 2024-06-13 | 2024-07-15 | — | 32.79 | 32.79 | 0.00% | market | 13.66% | — | — | 4.47% | 3.38% | 1.08% |
| TNET | 2024-07-26 | 2024-07-30 | 2024-08-27 | — | 104.60 | 104.60 | 0.00% | market | 19.53% | — | — | -2.53% | 2.80% | -5.33% |
| APPN | 2024-08-01 | 2024-08-05 | 2024-09-03 | — | 27.53 | 27.53 | 0.00% | market | 16.13% | — | — | 14.73% | 7.90% | 6.83% |
| ADCT | 2024-08-06 | 2024-08-08 | 2024-09-06 | — | 2.77 | 2.77 | 0.00% | market | 13.64% | — | — | -2.72% | 3.14% | -5.86% |
| BL | 2024-08-06 | 2024-08-08 | 2024-09-06 | — | 49.72 | 49.72 | 0.00% | market | 16.00% | — | — | -3.72% | 3.14% | -6.86% |
| GH | 2024-08-07 | 2024-08-09 | 2024-09-09 | — | 30.23 | 30.23 | 0.00% | market | 15.79% | — | — | -21.47% | 3.13% | -24.60% |
| RBRK | 2024-09-09 | 2024-09-11 | 2024-10-09 | — | 30.99 | 30.99 | 0.00% | market | 17.70% | — | — | 16.03% | 5.18% | 10.85% |
| GH | 2024-11-06 | 2024-11-08 | 2024-12-09 | — | 28.61 | 28.61 | 0.00% | market | 18.18% | — | — | 27.03% | 1.43% | 25.60% |
| GH | 2025-02-20 | 2025-02-24 | 2025-03-24 | — | 43.28 | 43.28 | 0.00% | market | 17.33% | — | — | 7.89% | -4.64% | 12.53% |
| BCO | 2025-02-26 | 2025-02-28 | 2025-03-28 | — | 92.45 | 92.45 | 0.00% | market | 13.98% | — | — | -5.81% | -5.11% | -0.71% |
| TMC | 2025-03-27 | 2025-03-31 | 2025-04-29 | — | 1.69 | 1.69 | 0.00% | market | 16.67% | — | — | 93.79% | 0.82% | 92.97% |
| EAF | 2025-04-25 | 2025-04-29 | 2025-05-28 | — | 6.19 | 6.19 | 0.00% | market | 13.33% | — | — | 76.10% | 7.07% | 69.03% |
| TNET | 2025-04-25 | 2025-04-29 | 2025-05-28 | — | 78.75 | 78.75 | 0.00% | market | 19.16% | — | — | 3.10% | 7.07% | -3.97% |
| GH | 2025-04-30 | 2025-05-02 | 2025-06-02 | — | 50.26 | 50.26 | 0.00% | market | 19.67% | — | — | -16.34% | 4.95% | -21.29% |
| PGEN | 2025-05-14 | 2025-05-16 | 2025-06-16 | — | 1.32 | 1.32 | 0.00% | market | 12.50% | — | — | 16.45% | 1.93% | 14.52% |
| VIK | 2025-05-20 | 2025-05-22 | 2025-06-23 | — | 43.54 | 43.54 | 0.00% | market | 18.36% | — | — | 14.04% | 3.00% | 11.04% |
| TNET | 2025-07-25 | 2025-07-29 | 2025-08-26 | — | 70.59 | 70.59 | 0.00% | market | 15.00% | — | — | -1.36% | 1.07% | -2.43% |
| GH | 2025-07-30 | 2025-08-01 | 2025-08-29 | — | 40.79 | 40.79 | 0.00% | market | 15.38% | — | — | 65.18% | 2.99% | 62.19% |
| CYTK | 2025-08-07 | 2025-08-11 | 2025-09-09 | — | 34.08 | 34.08 | 0.00% | market | 16.42% | — | — | 51.00% | 2.02% | 48.98% |
| GPGI | 2025-08-07 | 2025-08-11 | 2025-09-09 | — | 17.96 | 17.96 | 0.00% | market | 19.05% | — | — | 5.20% | 2.02% | 3.18% |
| NIO | 2025-09-02 | 2025-09-04 | 2025-10-02 | — | 6.08 | 6.08 | 0.00% | market | 16.57% | — | — | 29.75% | 3.85% | 25.91% |
| GH | 2025-10-29 | 2025-10-31 | 2025-12-01 | — | 91.48 | 91.48 | 0.00% | market | 18.75% | — | — | 14.92% | -0.70% | 15.61% |
| HRB | 2025-11-06 | 2025-11-10 | 2025-12-09 | — | 49.30 | 49.30 | 0.00% | market | 14.29% | — | — | -15.19% | 0.86% | -16.05% |
| BHVN | 2025-11-10 | 2025-11-12 | 2025-12-11 | — | 7.78 | 7.78 | 0.00% | market | 14.14% | — | — | 46.99% | 0.64% | 46.35% |
| EAT | 2026-01-28 | 2026-01-30 | 2026-03-02 | — | 159.27 | 159.27 | 0.00% | market | 13.44% | — | — | -10.69% | -0.78% | -9.90% |
| MUSA | 2026-02-04 | 2026-02-06 | 2026-03-09 | — | 393.67 | 393.67 | 0.00% | market | 12.89% | — | — | 10.85% | -0.47% | 11.32% |
| BOBS | 2026-03-17 | 2026-03-19 | 2026-04-17 | — | 14.51 | 14.51 | 0.00% | market | 16.67% | — | — | -10.40% | 8.09% | -18.49% |
| CVLT | 2026-04-28 | 2026-04-30 | 2026-05-29 | — | 100.18 | 100.18 | 0.00% | market | 17.43% | — | — | 18.44% | 5.86% | 12.58% |
| TDC | 2026-05-05 | 2026-05-07 | 2026-06-05 | — | 30.87 | 30.87 | 0.00% | market | 14.29% | — | — | 9.06% | 0.34% | 8.72% |
| URGN | 2026-05-06 | 2026-05-08 | 2026-06-08 | — | 26.98 | 26.98 | 0.00% | market | 16.07% | — | — | 0.91% | 0.58% | 0.33% |
| TMC | 2026-05-14 | 2026-05-18 | 2026-06-16 | — | 5.43 | 5.43 | 0.00% | market | 16.67% | — | — | -4.44% | 1.42% | -5.86% |