High-quality earnings beat (profitability + surprise) 2 (Copy) 1
Run 5f76d0c7 · 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
58.54%
Avg return
11.54%
Median return
5.88%
Avg abnormal
9.00%
Median abnormal
1.32%
Best trade
124.89%
Worst trade
-26.23%
Sharpe (per-trade)
0.39
Daily portfolio drawdown
-9.29%
Portfolio (equal_weight)
Total return
94.59%
Max drawdown
-9.29%
Avg trade return
11.54%
Win rate
58.54%
Signals
41
Configured concurrent
5
Observed concurrent
5
Trades taken
41
Skipped (no capacity)
0
Excess vs benchmark
19.36%
Avg entry slippage
0.20%
Return if filled at market
96.42%
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 | 24.73% | 18.54% | 66.67% |
| 2024 | 15 | 5.86% | 2.56% | 46.67% |
| 2025 | 16 | 18.41% | 17.06% | 68.75% |
| 2026 | 7 | 2.33% | 0.27% | 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 | 2023-11-02 | 2023-12-01 | — | 9.65 | 9.65 | 0.00% | market | 14.71% | — | — | 6.54% | 7.62% | -1.08% |
| EDN | 2023-11-08 | 2023-11-09 | 2023-12-08 | — | 10.18 | 10.18 | 0.00% | market | 12.48% | — | — | 72.78% | 4.97% | 67.82% |
| INDV | 2023-11-09 | 2023-11-10 | 2023-12-11 | — | 15.89 | 15.89 | 0.00% | market | 13.33% | — | — | -5.14% | 5.97% | -11.11% |
| COR | 2024-01-31 | 2024-02-01 | 2024-03-01 | — | 233.12 | 233.12 | 0.00% | market | 13.49% | — | — | 1.58% | 5.82% | -4.24% |
| HRB | 2024-02-06 | 2024-02-07 | 2024-03-07 | — | 45.51 | 45.51 | 0.00% | market | 19.62% | — | — | 6.14% | 3.73% | 2.41% |
| ESTC | 2024-02-29 | 2024-03-01 | 2024-04-01 | — | 116.19 | 116.19 | 0.00% | market | 16.13% | — | — | -13.55% | 2.59% | -16.14% |
| BLND | 2024-03-15 | 2024-03-18 | 2024-04-16 | — | 2.89 | 2.89 | 0.00% | market | 12.50% | — | — | -17.63% | -2.04% | -15.59% |
| CPS | 2024-05-06 | 2024-05-07 | 2024-06-05 | — | 17.00 | 17.00 | 0.00% | market | 12.94% | — | — | -22.88% | 3.31% | -26.19% |
| INSM | 2024-05-09 | 2024-05-10 | 2024-06-10 | — | 26.62 | 26.62 | 0.00% | market | 14.52% | — | — | 124.89% | 2.65% | 122.24% |
| PACS | 2024-05-13 | 2024-05-14 | 2024-06-12 | — | 25.84 | 25.84 | 0.00% | market | 13.71% | — | — | 14.21% | 3.89% | 10.33% |
| RBRK | 2024-06-11 | 2024-06-12 | 2024-07-12 | — | 36.64 | 36.64 | 0.00% | market | 13.66% | — | — | -7.72% | 3.39% | -11.11% |
| TNET | 2024-07-26 | 2024-07-29 | 2024-08-26 | — | 111.16 | 111.16 | 0.00% | market | 19.53% | — | — | -9.17% | 2.71% | -11.87% |
| APPN | 2024-08-01 | 2024-08-02 | 2024-08-30 | — | 28.29 | 28.29 | 0.00% | market | 16.13% | — | — | 14.58% | 5.21% | 9.37% |
| ADCT | 2024-08-06 | 2024-08-07 | 2024-09-05 | — | 2.96 | 2.96 | 0.00% | market | 13.64% | — | — | -4.36% | 4.00% | -8.36% |
| BL | 2024-08-06 | 2024-08-07 | 2024-09-05 | — | 48.90 | 48.90 | 0.00% | market | 16.00% | — | — | -1.22% | 4.00% | -5.22% |
| GH | 2024-08-07 | 2024-08-08 | 2024-09-06 | — | 32.12 | 32.12 | 0.00% | market | 15.79% | — | — | -26.23% | 3.14% | -29.37% |
| RBRK | 2024-09-09 | 2024-09-10 | 2024-10-08 | — | 29.91 | 29.91 | 0.00% | market | 17.70% | — | — | 15.68% | 4.52% | 11.16% |
| GH | 2024-11-06 | 2024-11-07 | 2024-12-06 | — | 32.45 | 32.45 | 0.00% | market | 18.18% | — | — | 13.50% | 2.48% | 11.02% |
| GH | 2025-02-20 | 2025-02-21 | 2025-03-21 | — | 48.60 | 48.60 | 0.00% | market | 17.33% | — | — | -5.24% | -7.57% | 2.33% |
| BCO | 2025-02-26 | 2025-02-27 | 2025-03-27 | — | 94.97 | 94.97 | 0.00% | market | 13.98% | — | — | -7.43% | -4.99% | -2.44% |
| TMC | 2025-03-27 | 2025-03-28 | 2025-04-28 | — | 1.98 | 1.98 | 0.00% | market | 16.67% | — | — | 66.74% | -2.60% | 69.33% |
| EAF | 2025-04-25 | 2025-04-28 | 2025-05-27 | — | 7.06 | 7.06 | 0.00% | market | 13.33% | — | — | 59.86% | 7.21% | 52.65% |
| TNET | 2025-04-25 | 2025-04-28 | 2025-05-27 | — | 77.79 | 77.79 | 0.00% | market | 19.16% | — | — | 5.88% | 7.21% | -1.33% |
| GH | 2025-04-30 | 2025-05-01 | 2025-05-30 | — | 52.76 | 52.76 | 0.00% | market | 19.67% | — | — | -23.10% | 5.18% | -28.28% |
| PGEN | 2025-05-14 | 2025-05-15 | 2025-06-13 | — | 1.27 | 1.27 | 0.00% | market | 12.50% | — | — | 19.35% | 1.95% | 17.39% |
| VIK | 2025-05-20 | 2025-05-21 | 2025-06-20 | — | 44.66 | 44.66 | 0.00% | market | 18.36% | — | — | 10.69% | 0.99% | 9.70% |
| TNET | 2025-07-25 | 2025-07-28 | 2025-08-25 | — | 69.42 | 69.42 | 0.00% | market | 15.00% | — | — | -1.32% | 0.78% | -2.11% |
| GH | 2025-07-30 | 2025-07-31 | 2025-08-28 | — | 44.95 | 44.95 | 0.00% | market | 15.38% | — | — | 43.33% | 1.48% | 41.85% |
| CYTK | 2025-08-07 | 2025-08-08 | 2025-09-08 | — | 35.92 | 35.92 | 0.00% | market | 16.42% | — | — | 44.91% | 2.33% | 42.58% |
| GPGI | 2025-08-07 | 2025-08-08 | 2025-09-08 | — | 15.49 | 15.49 | 0.00% | market | 19.05% | — | — | 25.13% | 2.33% | 22.81% |
| NIO | 2025-09-02 | 2025-09-03 | 2025-10-01 | — | 6.39 | 6.39 | 0.00% | market | 16.57% | — | — | 19.57% | 4.01% | 15.56% |
| GH | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 90.17 | 90.17 | 0.00% | market | 18.75% | — | — | 20.14% | -0.07% | 20.21% |
| HRB | 2025-11-06 | 2025-11-07 | 2025-12-08 | — | 51.91 | 51.91 | 0.00% | market | 14.29% | — | — | -20.64% | 2.35% | -22.99% |
| BHVN | 2025-11-10 | 2025-11-11 | 2025-12-10 | — | 7.75 | 7.75 | 0.00% | market | 14.14% | — | — | 36.75% | 1.12% | 35.63% |
| EAT | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 158.57 | 158.57 | 0.00% | market | 13.44% | — | — | -6.64% | -1.49% | -5.14% |
| MUSA | 2026-02-04 | 2026-02-05 | 2026-03-06 | — | 437.73 | 437.73 | 0.00% | market | 12.89% | — | — | 0.06% | -1.26% | 1.32% |
| BOBS | 2026-03-17 | 2026-03-18 | 2026-04-16 | — | 13.67 | 13.67 | 0.00% | market | 16.67% | — | — | -13.03% | 4.98% | -18.01% |
| CVLT | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 98.67 | 98.67 | 0.00% | market | 17.43% | — | — | 12.13% | 6.13% | 5.99% |
| TDC | 2026-05-05 | 2026-05-06 | 2026-06-04 | — | 27.25 | 27.25 | 0.00% | market | 14.29% | — | — | 27.88% | 3.97% | 23.91% |
| URGN | 2026-05-06 | 2026-05-07 | 2026-06-05 | — | 26.46 | 26.46 | 0.00% | market | 16.07% | — | — | 1.36% | 0.34% | 1.02% |
| TMC | 2026-05-14 | 2026-05-15 | 2026-06-15 | — | 5.64 | 5.64 | 0.00% | market | 16.67% | — | — | -5.44% | 1.76% | -7.20% |