History lookback test
Run 5f76fb75 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
4567
Win rate
49.46%
Avg return
0.33%
Median return
0.00%
Avg abnormal
0.25%
Median abnormal
-0.14%
Best trade
99.12%
Worst trade
-36.61%
Sharpe (per-trade)
0.05
Daily portfolio drawdown
-43.82%
Portfolio (equal_weight)
Total return
302.02%
Max drawdown
-43.82%
Avg trade return
0.33%
Win rate
49.46%
Signals
24654
Configured concurrent
5
Observed concurrent
5
Trades taken
4567
Skipped (no capacity)
20087
Excess vs benchmark
219.95%
Avg entry slippage
0.00%
Return if filled at market
302.02%
VWAP fills
0
VWAP fallbacks
0
20087 of 24654 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 |
|---|---|---|---|---|
| 2021 | 403 | -0.14% | -0.26% | 47.15% |
| 2022 | 885 | 1.06% | 1.08% | 55.25% |
| 2023 | 897 | 0.23% | 0.07% | 47.60% |
| 2024 | 908 | 0.21% | 0.12% | 48.13% |
| 2025 | 902 | -0.10% | -0.19% | 47.67% |
| 2026 | 572 | 0.57% | 0.46% | 50.00% |
Trades (page 10: 67 of 4,567)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ELV | 2026-07-15 | 2026-07-16 | 2026-07-17 | — | 394.40 | 394.40 | 0.00% | market | 19.97% | -5.40% | -1.26% | -4.14% |
| HOMB | 2026-07-15 | 2026-07-16 | 2026-07-17 | — | 29.89 | 29.89 | 0.00% | market | 5.09% | 3.18% | -1.26% | 4.44% |
| GE | 2026-07-16 | 2026-07-17 | 2026-07-20 | — | 346.99 | 346.99 | 0.00% | market | 8.60% | -1.64% | 0.00% | -1.64% |
| ISRG | 2026-07-16 | 2026-07-17 | 2026-07-20 | — | 365.03 | 365.03 | 0.00% | market | 12.90% | -3.25% | 0.00% | -3.25% |
| PLD | 2026-07-16 | 2026-07-17 | 2026-07-20 | — | 150.05 | 150.05 | 0.00% | market | 51.27% | -1.71% | 0.00% | -1.71% |
| STT | 2026-07-16 | 2026-07-17 | 2026-07-20 | — | 181.41 | 181.41 | 0.00% | market | 9.28% | 0.64% | 0.00% | 0.64% |
| TSM | 2026-07-16 | 2026-07-17 | 2026-07-20 | — | 392.12 | 392.12 | 0.00% | market | 11.37% | 2.60% | 0.00% | 2.59% |
| HDB | 2026-07-18 | 2026-07-20 | 2026-07-21 | — | 24.76 | 24.76 | 0.00% | market | 5.26% | -4.16% | 0.16% | -4.32% |
| IBN | 2026-07-18 | 2026-07-20 | 2026-07-21 | — | 29.81 | 29.81 | 0.00% | market | 7.50% | 0.81% | 0.16% | 0.64% |
| RF | 2026-07-17 | 2026-07-20 | 2026-07-21 | — | 31.52 | 31.52 | 0.00% | market | 8.11% | -2.22% | 0.16% | -2.38% |
| TFC | 2026-07-17 | 2026-07-20 | 2026-07-21 | — | 52.50 | 52.50 | 0.00% | market | 13.89% | -2.13% | 0.16% | -2.30% |
| TRV | 2026-07-17 | 2026-07-20 | 2026-07-21 | — | 367.60 | 367.60 | 0.00% | market | 85.58% | 0.55% | 0.16% | 0.39% |
| AGNC | 2026-07-20 | 2026-07-21 | 2026-07-22 | — | 11.03 | 11.03 | 0.00% | market | 5.07% | -2.81% | 0.15% | -2.96% |
| AMC | 2026-07-20 | 2026-07-21 | 2026-07-22 | — | 2.42 | 2.42 | 0.00% | market | 366.67% | -7.02% | 0.15% | -7.17% |
| BOKF | 2026-07-20 | 2026-07-21 | 2026-07-22 | — | 140.47 | 140.47 | 0.00% | market | 8.96% | 0.77% | 0.15% | 0.62% |
| CALX | 2026-07-20 | 2026-07-21 | 2026-07-22 | — | 35.19 | 35.19 | 0.00% | market | 16.11% | 1.85% | 0.15% | 1.70% |
| CCK | 2026-07-20 | 2026-07-21 | 2026-07-22 | — | 119.49 | 119.49 | 0.00% | market | 15.28% | -2.56% | 0.15% | -2.71% |
| AIR | 2026-07-21 | 2026-07-22 | 2026-07-23 | — | 133.99 | 133.99 | 0.00% | market | 10.87% | -3.37% | -1.13% | -2.24% |
| ALK | 2026-07-21 | 2026-07-22 | 2026-07-23 | — | 43.50 | 43.50 | 0.00% | market | 7.29% | 2.87% | -1.13% | 4.00% |
| BFC | 2026-07-21 | 2026-07-22 | 2026-07-23 | — | 146.26 | 146.26 | 0.00% | market | 7.46% | 0.77% | -1.13% | 1.90% |
| CB | 2026-07-21 | 2026-07-22 | 2026-07-23 | — | 345.50 | 345.50 | 0.00% | market | 7.24% | 2.24% | -1.13% | 3.37% |
| COF | 2026-07-21 | 2026-07-22 | 2026-07-23 | — | 207.53 | 207.53 | 0.00% | market | 21.29% | -3.65% | -1.13% | -2.52% |
| CBAN | 2026-07-22 | 2026-07-23 | 2026-07-24 | — | 20.94 | 20.94 | 0.00% | market | 8.33% | 4.30% | -0.06% | 4.36% |
| CCI | 2026-07-22 | 2026-07-23 | 2026-07-24 | — | 77.78 | 77.78 | 0.00% | market | 76.74% | -3.70% | -0.06% | -3.64% |
| CCS | 2026-07-22 | 2026-07-23 | 2026-07-24 | — | 66.32 | 66.32 | 0.00% | market | 103.13% | 4.61% | -0.06% | 4.67% |
| CHCO | 2026-07-22 | 2026-07-23 | 2026-07-24 | — | 138.01 | 138.01 | 0.00% | market | 5.38% | 1.17% | -0.06% | 1.23% |
| EGP | 2026-07-22 | 2026-07-23 | 2026-07-24 | — | 215.08 | 215.08 | 0.00% | market | 6.87% | -0.92% | -0.06% | -0.86% |
| AMTB | 2026-07-23 | 2026-07-24 | 2026-07-27 | — | 26.60 | 26.60 | 0.00% | market | 35.03% | 10.98% | 0.08% | 10.90% |
| ATRC | 2026-07-23 | 2026-07-24 | 2026-07-27 | — | 33.69 | 33.69 | 0.00% | market | 10878.44% | 10.92% | 0.08% | 10.84% |
| AVBC | 2026-07-23 | 2026-07-24 | 2026-07-27 | — | 20.85 | 20.85 | 0.00% | market | 14.71% | 3.84% | 0.08% | 3.76% |
| BWMX | 2026-07-23 | 2026-07-24 | 2026-07-27 | — | 17.32 | 17.32 | 0.00% | market | 6.62% | -3.23% | 0.08% | -3.31% |
| BY | 2026-07-23 | 2026-07-24 | 2026-07-27 | — | 38.39 | 38.39 | 0.00% | market | 15.48% | 0.76% | 0.08% | 0.68% |
| RBCAA | 2026-07-24 | 2026-07-27 | 2026-07-28 | — | 94.64 | 94.64 | 0.00% | market | 8.39% | 6.34% | -0.54% | 6.88% |
| CMRE | 2026-07-27 | 2026-07-28 | 2026-07-29 | — | 15.41 | 15.41 | 0.00% | market | 8.77% | -0.45% | -1.32% | 0.86% |
| GABC | 2026-07-27 | 2026-07-28 | 2026-07-29 | — | 49.75 | 49.75 | 0.00% | market | 10.51% | 3.14% | -1.32% | 4.45% |
| HAPN | 2026-07-27 | 2026-07-28 | 2026-07-29 | — | 19.55 | 19.55 | 0.00% | market | 16.52% | -5.22% | -1.32% | -3.90% |
| HOPE | 2026-07-27 | 2026-07-28 | 2026-07-29 | — | 13.85 | 13.85 | 0.00% | market | 5.88% | 1.95% | -1.32% | 3.27% |
| CBNA | 2026-07-28 | 2026-07-29 | 2026-07-30 | — | 44.01 | 44.01 | 0.00% | market | 16.94% | 3.73% | 0.23% | 3.49% |
| CTO | 2026-07-28 | 2026-07-29 | 2026-07-30 | — | 22.17 | 22.17 | 0.00% | market | 267.86% | -1.35% | 0.23% | -1.59% |
| CTS | 2026-07-28 | 2026-07-29 | 2026-07-30 | — | 65.04 | 65.04 | 0.00% | market | 21.31% | -3.60% | 0.23% | -3.83% |
| HURN | 2026-07-28 | 2026-07-29 | 2026-07-30 | — | 134.09 | 134.09 | 0.00% | market | 13.36% | 22.13% | 0.23% | 21.89% |
| QUAD | 2026-07-28 | 2026-07-29 | 2026-07-30 | — | 8.94 | 8.94 | 0.00% | market | 21.58% | 10.51% | 0.23% | 10.28% |
| ARXS | 2026-07-29 | 2026-07-30 | 2026-07-31 | — | 44.78 | 44.78 | 0.00% | market | 64.71% | 21.26% | 1.49% | 19.77% |
| ASC | 2026-07-29 | 2026-07-30 | 2026-07-31 | — | 16.77 | 16.77 | 0.00% | market | 6.31% | 3.70% | 1.49% | 2.21% |
| ASIC | 2026-07-29 | 2026-07-30 | 2026-07-31 | — | 24.53 | 24.53 | 0.00% | market | 27.13% | -2.08% | 1.49% | -3.57% |
| BHC | 2026-07-29 | 2026-07-30 | 2026-07-31 | — | 4.97 | 4.97 | 0.00% | market | 31.25% | 38.63% | 1.49% | 37.14% |
| BLKB | 2026-07-29 | 2026-07-30 | 2026-07-31 | — | 42.11 | 42.11 | 0.00% | market | 8.13% | 1.64% | 1.49% | 0.15% |
| AAPL | 2026-07-30 | 2026-07-31 | 2026-08-03 | — | 304.81 | 304.81 | 0.00% | market | 6.88% | -0.46% | 1.74% | -2.20% |
| ACCO | 2026-07-30 | 2026-07-31 | 2026-08-03 | — | 4.23 | 4.23 | 0.00% | market | 8.74% | 2.13% | 1.74% | 0.38% |
| AGM | 2026-07-30 | 2026-07-31 | 2026-08-03 | — | 220.35 | 220.35 | 0.00% | market | 10.88% | 7.99% | 1.74% | 6.25% |
| BBAI | 2026-07-30 | 2026-07-31 | 2026-08-03 | — | 2.80 | 2.80 | 0.00% | market | 11.11% | 2.14% | 1.74% | 0.40% |
| BFLY | 2026-07-30 | 2026-07-31 | 2026-08-03 | — | 8.04 | 8.04 | 0.00% | market | 71.43% | 2.24% | 1.74% | 0.49% |
| ABR | 2026-07-31 | 2026-08-03 | 2026-08-04 | — | 5.05 | 5.05 | 0.00% | market | 100.00% | 3.37% | 2.92% | 0.45% |
| CRI | 2026-07-31 | 2026-08-03 | 2026-08-04 | — | 39.54 | 39.54 | 0.00% | market | 324.77% | 0.66% | 2.92% | -2.26% |
| PAX | 2026-07-31 | 2026-08-03 | 2026-08-04 | — | 10.85 | 10.85 | 0.00% | market | 12.64% | 5.35% | 2.92% | 2.42% |
| PRLB | 2026-07-31 | 2026-08-03 | 2026-08-04 | — | 77.30 | 77.30 | 0.00% | market | 13.21% | 14.36% | 2.92% | 11.44% |
| PWP | 2026-07-31 | 2026-08-03 | 2026-08-04 | — | 17.65 | 17.65 | 0.00% | market | 263.64% | -3.40% | 2.92% | -6.32% |
| ATKR | 2026-08-03 | 2026-08-04 | 2026-08-05 | — | 93.45 | 93.45 | 0.00% | market | 25.49% | 0.25% | 1.20% | -0.96% |
| BCC | 2026-08-03 | 2026-08-04 | 2026-08-05 | — | 82.76 | 82.76 | 0.00% | market | 32.52% | 2.46% | 1.20% | 1.26% |
| BRCC | 2026-08-03 | 2026-08-04 | 2026-08-05 | — | 1.27 | 1.27 | 0.00% | market | 91.00% | -20.47% | 1.20% | -21.68% |
| CRD-A | 2026-08-03 | 2026-08-04 | 2026-08-05 | — | 11.55 | 11.55 | 0.00% | market | 46.15% | 11.69% | 1.20% | 10.48% |
| CSR | 2026-08-03 | 2026-08-04 | 2026-08-05 | — | 54.64 | 54.64 | 0.00% | market | 46.33% | 4.14% | 1.20% | 2.93% |
| ACRE | 2026-08-04 | 2026-08-05 | 2026-08-06 | — | 4.67 | 4.67 | 0.00% | market | 223.97% | 0.86% | -0.94% | 1.80% |
| AFGB | 2026-08-04 | 2026-08-05 | 2026-08-06 | — | 20.67 | 20.67 | 0.00% | market | 21.55% | -0.44% | -0.94% | 0.50% |
| AFGC | 2026-08-04 | 2026-08-05 | 2026-08-06 | — | 17.93 | 17.93 | 0.00% | market | 21.55% | -0.50% | -0.94% | 0.44% |
| AFGD | 2026-08-04 | 2026-08-05 | 2026-08-06 | — | 19.57 | 19.57 | 0.00% | market | 21.55% | 0.05% | -0.94% | 0.99% |
| AFGE | 2026-08-04 | 2026-08-05 | 2026-08-06 | — | 16.20 | 16.20 | 0.00% | market | 21.55% | -0.31% | -0.94% | 0.63% |