EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 50y)
Run 5f779f15 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
521
Win rate
52.98%
Avg return
1.61%
Median return
0.49%
Avg abnormal
0.53%
Median abnormal
-0.26%
Best trade
74.47%
Worst trade
-51.48%
Sharpe (per-trade)
0.12
Daily portfolio drawdown
-20.52%
Portfolio (equal_weight)
Total return
168.07%
Max drawdown
-20.52%
Avg trade return
1.61%
Win rate
52.98%
Signals
5124
Configured concurrent
5
Observed concurrent
5
Trades taken
521
Skipped (no capacity)
4603
Excess vs benchmark
-88.12%
Avg entry slippage
0.00%
Return if filled at market
168.07%
VWAP fills
0
VWAP fallbacks
0
4603 of 5124 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 |
|---|---|---|---|---|
| 2016 | 20 | -1.14% | -2.25% | 40.00% |
| 2017 | 49 | 2.77% | 1.36% | 57.14% |
| 2018 | 52 | -0.43% | 0.21% | 57.69% |
| 2019 | 48 | 2.62% | 0.68% | 62.50% |
| 2020 | 56 | -0.17% | -1.65% | 50.00% |
| 2021 | 57 | 1.43% | -0.44% | 54.39% |
| 2022 | 53 | 2.47% | 3.86% | 60.38% |
| 2023 | 50 | 2.16% | -0.26% | 44.00% |
| 2024 | 49 | 3.51% | 1.89% | 48.98% |
| 2025 | 57 | 2.86% | 1.77% | 57.89% |
| 2026 | 30 | -0.73% | -1.96% | 33.33% |
Trades (page 2: 21 of 521)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Rev. surp. | Rev. growth | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CGON | 2026-02-27 | 2026-03-02 | 2026-03-30 | — | 57.11 | 57.11 | 0.00% | market | 16.39% | 412.94% | — | 11.89% | -6.89% | 18.78% |
| DLO | 2026-03-18 | 2026-03-19 | 2026-04-17 | — | 12.44 | 12.44 | 0.00% | market | 22.22% | 14.03% | — | 9.87% | 8.09% | 1.77% |
| FLY | 2026-03-19 | 2026-03-20 | 2026-04-20 | — | 25.55 | 25.55 | 0.00% | market | 20.83% | 10.04% | — | 67.38% | 7.95% | 59.42% |
| CIG-C | 2026-03-20 | 2026-03-23 | 2026-04-21 | — | 3.13 | 3.13 | 0.00% | market | 146.30% | 18.13% | — | 23.22% | 6.99% | 16.23% |
| NMAX | 2026-03-26 | 2026-03-27 | 2026-04-27 | — | 6.90 | 6.90 | 0.00% | market | 64.29% | 18.64% | — | -13.58% | 11.31% | -24.89% |
| GNE | 2026-03-31 | 2026-04-01 | 2026-04-30 | — | 14.08 | 14.08 | 0.00% | market | 128.57% | 6.45% | — | -0.88% | 9.90% | -10.78% |
| EQT | 2026-04-21 | 2026-04-22 | 2026-05-20 | — | 58.31 | 58.31 | 0.00% | market | 12.02% | 5.08% | — | -0.92% | 4.53% | -5.45% |
| MLI | 2026-04-21 | 2026-04-22 | 2026-05-20 | — | 68.15 | 68.15 | 0.00% | market | 44.39% | 8.26% | — | -1.73% | 4.53% | -6.26% |
| RRC | 2026-04-21 | 2026-04-22 | 2026-05-20 | — | 43.07 | 43.07 | 0.00% | market | 15.15% | 11.78% | — | -2.40% | 4.53% | -6.93% |
| SXT | 2026-04-24 | 2026-04-27 | 2026-05-26 | — | 123.61 | 123.61 | 0.00% | market | 30.00% | 5.99% | — | -5.56% | 5.25% | -10.81% |
| APH | 2026-04-29 | 2026-04-30 | 2026-05-29 | — | 151.94 | 151.94 | 0.00% | market | 12.65% | 7.63% | — | -2.19% | 5.86% | -8.05% |
| CAVA | 2026-05-19 | 2026-05-20 | 2026-06-18 | — | 86.88 | 86.88 | 0.00% | market | 17.65% | 21.56% | — | 2.55% | 1.50% | 1.05% |
| AVEX | 2026-05-20 | 2026-05-21 | 2026-06-22 | — | 27.00 | 27.00 | 0.00% | market | 59.54% | 7.84% | — | -35.36% | 0.78% | -36.14% |
| GDS | 2026-05-20 | 2026-05-21 | 2026-06-22 | — | 35.42 | 35.42 | 0.00% | market | 4689.08% | 11.81% | — | -10.57% | 0.78% | -11.35% |
| DY | 2026-05-27 | 2026-05-28 | 2026-06-26 | — | 523.77 | 523.77 | 0.00% | market | 62.50% | 17.46% | — | -6.88% | -2.83% | -4.05% |
| DELL | 2026-05-28 | 2026-05-29 | 2026-06-29 | — | 418.00 | 418.00 | 0.00% | market | 64.19% | 22.66% | — | -0.91% | -1.97% | 1.06% |
| KMX | 2026-06-17 | 2026-06-18 | 2026-07-20 | — | 48.30 | 48.30 | 0.00% | market | 35.75% | 7.94% | — | 15.66% | -0.76% | 16.41% |
| CBRS | 2026-06-23 | 2026-06-24 | 2026-07-23 | — | 208.00 | 208.00 | 0.00% | market | 75.55% | 5.60% | — | 5.67% | 0.41% | 5.26% |
| MEI | 2026-06-24 | 2026-06-25 | 2026-07-24 | — | 15.31 | 15.31 | 0.00% | market | 109.09% | 25.01% | — | -0.10% | 0.00% | -0.10% |
| SNX | 2026-06-25 | 2026-06-26 | 2026-07-27 | — | 280.33 | 280.33 | 0.00% | market | 17.15% | 16.49% | — | -12.74% | 1.39% | -14.13% |
| AVAV | 2026-06-29 | 2026-06-30 | 2026-07-29 | — | 176.50 | 176.50 | 0.00% | market | 26.03% | 15.40% | — | -19.58% | -1.60% | -17.98% |