History lookback test

Run 5f770d4d · view hypothesis

completed

Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.

Trades
30658
Win rate
49.81%
Avg return
0.24%
Median return
0.00%
Avg abnormal
0.13%
Median abnormal
-0.12%
Best trade
126.38%
Worst trade
-46.67%
Sharpe (per-trade)
0.04
Daily portfolio drawdown
-12.64%
Portfolio (equal_weight)
Total return
74.05%
Max drawdown
-12.64%
Avg trade return
0.24%
Win rate
49.81%
Signals
32095
Configured concurrent
100
Observed concurrent
100
Trades taken
30658
Skipped (no capacity)
1437
Excess vs benchmark
-178.89%
Avg entry slippage
0.00%
Return if filled at market
74.05%
VWAP fills
0
VWAP fallbacks
0

1437 of 32095 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20163110.56%0.47%53.38%
201712420.11%0.01%47.67%
201813930.04%0.07%50.32%
201913060.19%0.13%51.30%
20201756-0.21%-0.32%46.81%
202132040.29%0.09%50.97%
202244540.76%0.74%53.88%
202345500.15%0.04%48.44%
202447110.30%0.15%50.03%
202547370.06%-0.05%48.55%
202629940.16%-0.08%47.66%
Trades (page 62: 158 of 30,658)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
LIFE2026-08-032026-08-042026-08-05—27.3327.330.00%market493.71%1.43%1.20%0.22%
LIND2026-08-032026-08-042026-08-05—33.6333.630.00%market80.77%1.43%1.20%0.22%
MED2026-08-032026-08-042026-08-05—12.0312.030.00%market56.92%2.08%1.20%0.87%
MTUS2026-08-032026-08-042026-08-05—20.6020.600.00%market8.33%4.95%1.20%3.75%
OCUL2026-08-032026-08-042026-08-05—8.408.400.00%market11.49%1.19%1.20%-0.01%
PLOW2026-08-032026-08-042026-08-05—42.0542.050.00%market12.96%8.51%1.20%7.31%
SITC2026-08-032026-08-042026-08-05—3.033.030.00%market72.73%8.25%1.20%7.05%
UFPT2026-08-032026-08-042026-08-05—305.00305.000.00%market16.45%5.59%1.20%4.39%
UTL2026-08-032026-08-042026-08-05—52.7152.710.00%market10.14%1.54%1.20%0.33%
VOYG2026-08-032026-08-042026-08-05—33.9933.990.00%market20.28%2.18%1.20%0.97%
VVX2026-08-032026-08-042026-08-05—81.8781.870.00%market13.89%-4.80%1.20%-6.00%
WGS2026-08-032026-08-042026-08-05—76.0076.000.00%market105.32%-8.01%1.20%-9.22%
ACAD2026-08-042026-08-052026-08-06—27.9627.960.00%market164.12%1.75%-0.94%2.69%
ACRE2026-08-042026-08-052026-08-06—4.674.670.00%market223.97%0.86%-0.94%1.80%
ADM2026-08-042026-08-052026-08-06—81.8581.850.00%market23.49%-5.30%-0.94%-4.36%
AFG2026-08-042026-08-052026-08-06—144.49144.490.00%market21.55%1.55%-0.94%2.49%
AFGB2026-08-042026-08-052026-08-06—20.6720.670.00%market21.55%-0.44%-0.94%0.50%
AFGC2026-08-042026-08-052026-08-06—17.9317.930.00%market21.55%-0.50%-0.94%0.44%
AFGD2026-08-042026-08-052026-08-06—19.5719.570.00%market21.55%0.05%-0.94%0.99%
AFGE2026-08-042026-08-052026-08-06—16.2016.200.00%market21.55%-0.31%-0.94%0.63%
AIN2026-08-042026-08-052026-08-06—62.0862.080.00%market11.26%-1.30%-0.94%-0.37%
AIZ2026-08-042026-08-052026-08-06—294.14294.140.00%market23.98%0.77%-0.94%1.71%
AIZN2026-08-042026-08-052026-08-06—19.2319.230.00%market23.98%-2.08%-0.94%-1.14%
ALAB2026-08-042026-08-052026-08-06—348.37348.370.00%market15.77%-4.84%-0.94%-3.90%
ALGT2026-08-042026-08-052026-08-06—96.3096.300.00%market97.30%0.90%-0.94%1.84%
ALIT2026-08-042026-08-052026-08-06—15.1615.160.00%market20.21%2.84%-0.94%3.78%
AME2026-08-042026-08-052026-08-06—254.42254.420.00%market5.03%-1.19%-0.94%-0.26%
AMGN2026-08-042026-08-052026-08-06—393.36393.360.00%market11.92%2.92%-0.94%3.86%
AMWL2026-08-042026-08-052026-08-06—11.1811.180.00%market31.40%15.65%-0.94%16.59%
ANET2026-08-042026-08-052026-08-06—210.19210.190.00%market15.12%-8.50%-0.94%-7.56%
ANGX2026-08-042026-08-052026-08-06—4.104.100.00%market10.34%4.88%-0.94%5.82%
AOMN2026-08-042026-08-052026-08-06—25.1225.120.00%market13.49%-0.48%-0.94%0.46%
AOMR2026-08-042026-08-052026-08-06—9.209.200.00%market13.15%-3.48%-0.94%-2.54%
APPS2026-08-042026-08-052026-08-06—11.9511.950.00%market35.71%19.41%-0.94%20.35%
APTV2026-08-042026-08-052026-08-06—47.4947.490.00%market14.79%-2.51%-0.94%-1.57%
BIO2026-08-042026-08-052026-08-06—340.00340.000.00%market49.71%0.71%-0.94%1.65%
BL2026-08-042026-08-052026-08-06—30.9030.900.00%market6.46%-2.91%-0.94%-1.97%
BP2026-08-042026-08-052026-08-06—42.8542.850.00%market18.72%-1.45%-0.94%-0.51%
BRKR2026-08-042026-08-052026-08-06—49.8249.820.00%market27.31%2.91%-0.94%3.85%
BRSL2026-08-042026-08-052026-08-06—11.3511.350.00%market230.03%-2.47%-0.94%-1.53%
BXC2026-08-042026-08-052026-08-06—63.1963.190.00%market287.60%35.15%-0.94%36.09%
CALY2026-08-042026-08-052026-08-06—19.2019.200.00%market9.98%-9.48%-0.94%-8.54%
CAT2026-08-042026-08-052026-08-06—874.90874.900.00%market31.35%-2.05%-0.94%-1.11%
CE2026-08-042026-08-052026-08-06—45.2645.260.00%market9.87%-2.89%-0.94%-1.95%
CG2026-08-042026-08-052026-08-06—52.1652.160.00%market17.45%-6.29%-0.94%-5.35%
COMP2026-08-042026-08-052026-08-06—12.7512.750.00%market31.52%-1.33%-0.94%-0.39%
CTRI2026-08-042026-08-052026-08-06—22.2122.210.00%market13.96%0.63%-0.94%1.57%
DBRG2026-08-042026-08-052026-08-06—15.8715.870.00%market2775.00%0.44%-0.94%1.38%
DD2026-08-042026-08-052026-08-06—143.73143.730.00%market6.82%0.22%-0.94%1.16%
DEI2026-08-042026-08-052026-08-06—11.5011.500.00%market27.22%0.00%-0.94%0.94%
DOC2026-08-042026-08-052026-08-06—22.0022.000.00%market184.19%-4.09%-0.94%-3.15%
DOCN2026-08-042026-08-052026-08-06—125.70125.700.00%market72.94%-2.76%-0.94%-1.82%
DUK2026-08-042026-08-052026-08-06—124.35124.350.00%market10.00%-0.36%-0.94%0.58%
DUKB2026-08-042026-08-052026-08-06—22.8322.830.00%market10.00%-0.88%-0.94%0.06%
DVN2026-08-042026-08-052026-08-06—43.7743.770.00%market12.14%-1.51%-0.94%-0.57%
ECG2026-08-042026-08-052026-08-06—147.16147.160.00%market43.86%-5.18%-0.94%-4.25%
ECO2026-08-042026-08-052026-08-06—63.0063.000.00%market28.20%1.24%-0.94%2.18%
ENLT2026-08-042026-08-052026-08-06—87.8587.850.00%market185.71%-3.94%-0.94%-3.00%
ENTG2026-08-042026-08-052026-08-06—146.20146.200.00%market13.14%-2.43%-0.94%-1.49%
ET2026-08-042026-08-052026-08-06—20.4620.460.00%market55.34%1.03%-0.94%1.97%
EVEX2026-08-042026-08-052026-08-06—2.782.780.00%market45.65%-5.76%-0.94%-4.82%
EVTC2026-08-042026-08-052026-08-06—33.9933.990.00%market10.53%-8.97%-0.94%-8.03%
EXPD2026-08-042026-08-052026-08-06—185.48185.480.00%market20.12%-3.73%-0.94%-2.79%
FBIN2026-08-042026-08-052026-08-06—52.0052.000.00%market68.75%-3.17%-0.94%-2.23%
FRSH2026-08-042026-08-052026-08-06—11.8011.800.00%market30.37%-1.78%-0.94%-0.84%
FTK2026-08-042026-08-052026-08-06—33.4733.470.00%market102.65%8.84%-0.94%9.78%
GIC2026-08-042026-08-052026-08-06—39.0339.030.00%market77.78%1.67%-0.94%2.61%
GPRK2026-08-042026-08-052026-08-06—9.449.440.00%market83.33%0.74%-0.94%1.68%
HRMY2026-08-042026-08-052026-08-06—38.7838.780.00%market33.89%-0.08%-0.94%0.86%
HVT2026-08-042026-08-052026-08-06—29.0029.000.00%market8.70%-0.38%-0.94%0.56%
HY2026-08-042026-08-052026-08-06—35.5335.530.00%market20.00%3.97%-0.94%4.91%
IOSP2026-08-042026-08-052026-08-06—90.2890.280.00%market20.95%1.38%-0.94%2.32%
MD2026-08-042026-08-052026-08-06—24.9424.940.00%market6.60%6.30%-0.94%7.23%
MEC2026-08-042026-08-052026-08-06—28.5528.550.00%market236.45%-13.03%-0.94%-12.09%
NGL2026-08-042026-08-052026-08-06—17.0017.000.00%market336.36%2.06%-0.94%3.00%
NVGS2026-08-042026-08-052026-08-06—21.8021.800.00%market60.98%-4.27%-0.94%-3.33%
NXDR2026-08-042026-08-052026-08-06—2.522.520.00%market50.00%0.79%-0.94%1.73%
NXRT2026-08-042026-08-052026-08-06—24.4424.440.00%market8.11%2.00%-0.94%2.94%
PGEN2026-08-042026-08-052026-08-06—7.027.020.00%market514.25%-1.57%-0.94%-0.63%
PSTL2026-08-042026-08-052026-08-06—23.2623.260.00%market5.49%-2.11%-0.94%-1.17%
RVLV2026-08-042026-08-052026-08-06—25.9225.920.00%market20.99%-4.98%-0.94%-4.04%
SSTK2026-08-042026-08-052026-08-06—6.246.240.00%market3763.64%-5.29%-0.94%-4.35%
TALO2026-08-042026-08-052026-08-06—14.6914.690.00%market58.55%-4.15%-0.94%-3.21%
TBI2026-08-042026-08-052026-08-06—9.299.290.00%market160.00%9.80%-0.94%10.74%
TDC2026-08-042026-08-052026-08-06—27.5227.520.00%market23.66%-2.07%-0.94%-1.13%
TPB2026-08-042026-08-052026-08-06—83.1083.100.00%market55.17%2.27%-0.94%3.21%
TXO2026-08-042026-08-052026-08-06—13.5413.540.00%market872.73%-0.44%-0.94%0.50%
WTTR2026-08-042026-08-052026-08-06—20.0020.000.00%market28.11%3.50%-0.94%4.44%
AAUC2026-08-052026-08-062026-08-07—19.3219.320.00%market27.91%12.73%0.40%12.34%
ACT2026-08-052026-08-062026-08-07—48.0648.060.00%market5.88%1.87%0.40%1.48%
AGBK2026-08-052026-08-062026-08-07—6.216.210.00%market10.80%-0.16%0.40%-0.56%
AGL2026-08-052026-08-062026-08-07—100.59100.590.00%market622.22%-5.05%0.40%-5.45%
AKA2026-08-052026-08-062026-08-07—10.2210.220.00%market97.14%7.53%0.40%7.14%
ALB2026-08-052026-08-062026-08-07—127.73127.730.00%market17.19%2.65%0.40%2.25%
ALL2026-08-052026-08-062026-08-07—273.77273.770.00%market48.35%-2.47%0.40%-2.87%
ALNT2026-08-052026-08-062026-08-07—103.25103.250.00%market30.51%9.26%0.40%8.86%
ARQT2026-08-052026-08-062026-08-07—29.2129.210.00%market99.71%-13.42%0.40%-13.82%
ATO2026-08-052026-08-062026-08-07—173.35173.350.00%market5.93%-1.82%0.40%-2.22%
AVT2026-08-052026-08-062026-08-07—98.3098.300.00%market26.67%-1.80%0.40%-2.20%
AWR2026-08-052026-08-062026-08-07—86.3786.370.00%market19.13%1.18%0.40%0.78%
BBDC2026-08-052026-08-062026-08-07—8.518.510.00%market12.68%8.34%0.40%7.95%
BCRX2026-08-052026-08-062026-08-07—9.049.040.00%market94.55%3.76%0.40%3.37%
BHR2026-08-052026-08-062026-08-07—2.132.130.00%market70.45%-2.82%0.40%-3.21%
BKH2026-08-052026-08-062026-08-07—73.0073.000.00%market32.97%2.26%0.40%1.86%
BROS2026-08-052026-08-062026-08-07—56.4656.460.00%market13.95%-6.11%0.40%-6.51%
BWA2026-08-052026-08-062026-08-07—66.4266.420.00%market10.94%3.01%0.40%2.62%
CACI2026-08-052026-08-062026-08-07—552.54552.540.00%market20.57%16.63%0.40%16.23%
CAPL2026-08-052026-08-062026-08-07—21.4421.440.00%market31.58%-0.14%0.40%-0.54%
CCO2026-08-052026-08-062026-08-07—2.422.420.00%market15.61%0.00%0.40%-0.40%
CDRE2026-08-052026-08-062026-08-07—34.5934.590.00%market18.18%-5.12%0.40%-5.51%
CGNX2026-08-052026-08-062026-08-07—72.1572.150.00%market6.18%-7.29%0.40%-7.69%
CHYM2026-08-052026-08-062026-08-07—28.3028.300.00%market5123.88%2.83%0.40%2.43%
CION2026-08-052026-08-062026-08-07—6.706.700.00%market9.43%12.09%0.40%11.69%
CLOV2026-08-052026-08-062026-08-07—4.894.890.00%market29.40%-2.66%0.40%-3.05%
COOK2026-08-052026-08-062026-08-07—69.5069.500.00%market133.76%-11.74%0.40%-12.14%
CPAY2026-08-052026-08-062026-08-07—388.85388.850.00%market6.38%1.05%0.40%0.66%
CPRI2026-08-052026-08-062026-08-07—15.7015.700.00%market61.60%-2.48%0.40%-2.88%
CRCL2026-08-052026-08-062026-08-07—61.2461.240.00%market10.63%8.87%0.40%8.47%
CRL2026-08-052026-08-062026-08-07—264.89264.890.00%market9.03%0.98%0.40%0.59%
CVS2026-08-052026-08-062026-08-07—100.98100.980.00%market37.97%-5.23%0.40%-5.62%
CWEN2026-08-052026-08-062026-08-07—32.5132.510.00%market316.67%0.43%0.40%0.03%
CXT2026-08-052026-08-062026-08-07—53.4553.450.00%market5.77%-0.22%0.40%-0.62%
CXW2026-08-052026-08-062026-08-07—28.8228.820.00%market7.56%11.97%0.40%11.57%
DGII2026-08-052026-08-062026-08-07—76.8876.880.00%market14.33%6.27%0.40%5.87%
DHX2026-08-052026-08-062026-08-07—3.873.870.00%market140.00%2.84%0.40%2.45%
DIOD2026-08-052026-08-062026-08-07—99.6399.630.00%market11.64%5.56%0.40%5.16%
DIS2026-08-052026-08-062026-08-07—102.54102.540.00%market10.75%2.31%0.40%1.92%
DK2026-08-052026-08-062026-08-07—61.7461.740.00%market105.24%-5.31%0.40%-5.71%
DLX2026-08-052026-08-062026-08-07—27.5027.500.00%market7.01%-9.05%0.40%-9.45%
DNA2026-08-052026-08-062026-08-07—9.139.130.00%market16.20%-12.71%0.40%-13.10%
DT2026-08-052026-08-062026-08-07—49.4049.400.00%market7.70%-0.87%0.40%-1.27%
DUOL2026-08-052026-08-062026-08-07—130.11130.110.00%market9.27%0.61%0.40%0.21%
DXPE2026-08-052026-08-062026-08-07—180.00180.000.00%market10.69%6.87%0.40%6.47%
EBAY2026-08-052026-08-062026-08-07—112.00112.000.00%market6.67%-0.02%0.40%-0.41%
EBS2026-08-052026-08-062026-08-07—5.955.950.00%market805.88%-18.66%0.40%-19.05%
ECPG2026-08-052026-08-062026-08-07—101.19101.190.00%market5.24%-0.98%0.40%-1.37%
ECVT2026-08-052026-08-062026-08-07—11.3811.380.00%market12.12%-8.79%0.40%-9.18%
EE2026-08-052026-08-062026-08-07—37.7437.740.00%market6.11%-7.60%0.40%-8.00%
ELAN2026-08-052026-08-062026-08-07—25.3525.350.00%market26.30%-12.74%0.40%-13.14%
ELF2026-08-052026-08-062026-08-07—89.3589.350.00%market145.10%10.23%0.40%9.83%
ELPC2026-08-052026-08-062026-08-07—11.6911.690.00%market14.29%-1.20%0.40%-1.59%
EPC2026-08-052026-08-062026-08-07—29.9029.900.00%market11.63%-5.08%0.40%-5.48%
ERO2026-08-052026-08-062026-08-07—29.9129.910.00%market12.62%14.71%0.40%14.31%
ETSY2026-08-052026-08-062026-08-07—81.9981.990.00%market31.19%4.34%0.40%3.95%
EVCM2026-08-052026-08-062026-08-07—10.6910.690.00%market63.97%2.15%0.40%1.76%
EXEL2026-08-052026-08-062026-08-07—52.9252.920.00%market6.68%2.17%0.40%1.78%
EXPE2026-08-052026-08-062026-08-07—325.00325.000.00%market10.34%-4.41%0.40%-4.80%
EXTR2026-08-052026-08-062026-08-07—25.7925.790.00%market10.34%-7.06%0.40%-7.45%
EZPW2026-08-052026-08-062026-08-07—28.5428.540.00%market15.85%-2.24%0.40%-2.64%
FIG2026-08-052026-08-062026-08-07—23.2323.230.00%market94.98%0.26%0.40%-0.14%
FNF2026-08-052026-08-062026-08-07—52.1652.160.00%market6.11%-3.80%0.40%-4.19%
FRPT2026-08-052026-08-062026-08-07—68.3368.330.00%market95.56%-2.08%0.40%-2.47%
FSLY2026-08-052026-08-062026-08-07—22.7322.730.00%market127.51%1.01%0.40%0.62%
FUBO2026-08-052026-08-062026-08-07—10.3810.380.00%market14.82%-10.79%0.40%-11.19%
GFF2026-08-052026-08-062026-08-07—104.05104.050.00%market12.69%3.05%0.40%2.65%
GFR2026-08-052026-08-062026-08-07—6.186.180.00%market3000.00%-0.49%0.40%-0.88%
GNK2026-08-052026-08-062026-08-07—26.5726.570.00%market7.62%-4.67%0.40%-5.06%
GNL2026-08-052026-08-062026-08-07—8.948.940.00%market6.24%3.24%0.40%2.85%