EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 50y)
Run 5f77b0e5 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
596
Win rate
56.71%
Avg return
3.80%
Median return
1.58%
Avg abnormal
2.62%
Median abnormal
-0.12%
Best trade
744.34%
Worst trade
-50.64%
Sharpe (per-trade)
0.11
Daily portfolio drawdown
-17.26%
Portfolio (equal_weight)
Total return
453.40%
Max drawdown
-17.26%
Avg trade return
3.80%
Win rate
56.71%
Signals
10423
Configured concurrent
5
Observed concurrent
5
Trades taken
596
Skipped (no capacity)
9827
Excess vs benchmark
-12.92%
Avg entry slippage
0.00%
Return if filled at market
453.40%
VWAP fills
0
VWAP fallbacks
0
9827 of 10423 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 |
|---|---|---|---|---|
| 2006 | 2 | -0.18% | -3.44% | 50.00% |
| 2007 | 2 | -9.38% | -9.65% | 0.00% |
| 2008 | 1 | 15.31% | 15.64% | 100.00% |
| 2009 | 3 | 6.13% | 2.45% | 100.00% |
| 2010 | 3 | -3.20% | -1.59% | 33.33% |
| 2011 | 2 | 8.75% | 9.14% | 100.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2015 | 1 | -7.35% | -8.22% | 0.00% |
| 2016 | 31 | 2.69% | 1.83% | 48.39% |
| 2017 | 58 | 4.86% | 3.07% | 70.69% |
| 2018 | 54 | 1.58% | 1.86% | 50.00% |
| 2019 | 56 | 2.38% | 0.23% | 62.50% |
| 2020 | 54 | 15.01% | 13.56% | 57.41% |
| 2021 | 59 | 1.25% | -0.79% | 59.32% |
| 2022 | 59 | 0.67% | 1.80% | 55.93% |
| 2023 | 60 | 3.05% | 1.43% | 55.00% |
| 2024 | 58 | 4.53% | 2.60% | 53.45% |
| 2025 | 60 | 2.28% | 1.27% | 51.67% |
| 2026 | 32 | 4.84% | 2.96% | 53.13% |
Trades (page 2: 96 of 596)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Debt / equity | P/E | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMBA | 2024-11-26 | 2024-11-27 | 2024-12-27 | — | 79.78 | 79.78 | 0.00% | market | 266.67% | — | — | -7.96% | -0.91% | -7.05% |
| HAFN | 2024-11-27 | 2024-11-29 | 2024-12-30 | — | 5.72 | 5.72 | 0.00% | market | 27.27% | — | — | -5.00% | -1.91% | -3.09% |
| AI | 2024-12-09 | 2024-12-10 | 2025-01-10 | — | 37.11 | 37.11 | 0.00% | market | 62.50% | — | — | -12.74% | -4.11% | -8.63% |
| BB | 2024-12-19 | 2024-12-20 | 2025-01-23 | — | 3.00 | 3.00 | 0.00% | market | 300.00% | — | — | 38.90% | 4.81% | 34.09% |
| AAUC | 2024-12-31 | 2025-01-02 | 2025-02-03 | — | 7.35 | 7.35 | 0.00% | market | 85.62% | — | — | 30.51% | 1.42% | 29.09% |
| CALM | 2025-01-07 | 2025-01-08 | 2025-02-07 | — | 109.78 | 109.78 | 0.00% | market | 21.47% | — | — | -1.45% | 2.05% | -3.50% |
| LNN | 2025-01-07 | 2025-01-08 | 2025-02-07 | — | 119.66 | 119.66 | 0.00% | market | 17.16% | — | — | 8.67% | 2.05% | 6.62% |
| MSM | 2025-01-08 | 2025-01-10 | 2025-02-10 | — | 81.84 | 81.84 | 0.00% | market | 17.81% | — | — | -1.66% | 3.24% | -4.90% |
| OFG | 2025-01-22 | 2025-01-23 | 2025-02-21 | — | 44.50 | 44.50 | 0.00% | market | 12.37% | — | — | -6.48% | -0.97% | -5.51% |
| ARCB | 2025-01-31 | 2025-02-03 | 2025-03-04 | — | 90.25 | 90.25 | 0.00% | market | 26.67% | — | — | -17.92% | -2.67% | -15.25% |
| AB | 2025-02-06 | 2025-02-07 | 2025-03-10 | — | 36.80 | 36.80 | 0.00% | market | 22.38% | — | — | -0.15% | -7.63% | 7.48% |
| AMZN | 2025-02-06 | 2025-02-07 | 2025-03-10 | — | 232.50 | 232.50 | 0.00% | market | 24.83% | — | — | -16.43% | -7.63% | -8.80% |
| PRLB | 2025-02-07 | 2025-02-10 | 2025-03-11 | — | 42.85 | 42.85 | 0.00% | market | 18.75% | — | — | -13.43% | -7.96% | -5.46% |
| CELH | 2025-02-20 | 2025-02-21 | 2025-03-21 | — | 34.11 | 34.11 | 0.00% | market | 27.27% | — | — | -3.56% | -7.57% | 4.01% |
| ASTS | 2025-03-03 | 2025-03-04 | 2025-04-01 | — | 24.52 | 24.52 | 0.00% | market | 14.29% | — | — | -10.99% | -3.23% | -7.76% |
| GRND | 2025-03-07 | 2025-03-10 | 2025-04-07 | — | 14.78 | 14.78 | 0.00% | market | 28.57% | — | — | 15.39% | -11.14% | 26.53% |
| BNTX | 2025-03-10 | 2025-03-11 | 2025-04-08 | — | 103.53 | 103.53 | 0.00% | market | 148.70% | — | — | -16.40% | -11.25% | -5.16% |
| FTK | 2025-03-10 | 2025-03-11 | 2025-04-08 | — | 8.20 | 8.20 | 0.00% | market | 55.56% | — | — | -23.88% | -11.25% | -12.63% |
| ANRO | 2025-03-20 | 2025-03-21 | 2025-04-21 | — | 2.63 | 2.63 | 0.00% | market | 13.85% | — | — | -11.89% | -8.12% | -3.77% |
| PVLA | 2025-03-31 | 2025-04-01 | 2025-04-30 | — | 28.30 | 28.30 | 0.00% | market | 1125.64% | — | — | -14.30% | -0.52% | -13.78% |
| AEHR | 2025-04-08 | 2025-04-09 | 2025-05-08 | — | 7.01 | 7.01 | 0.00% | market | 600.00% | — | — | 20.16% | 14.51% | 5.64% |
| BLK | 2025-04-11 | 2025-04-14 | 2025-05-13 | — | 897.27 | 897.27 | 0.00% | market | 12.10% | — | — | 6.80% | 7.87% | -1.07% |
| BFC | 2025-04-15 | 2025-04-16 | 2025-05-15 | — | 103.30 | 103.30 | 0.00% | market | 12.35% | — | — | 12.19% | 11.06% | 1.14% |
| IIIN | 2025-04-17 | 2025-04-21 | 2025-05-19 | — | 29.88 | 29.88 | 0.00% | market | 66.67% | — | — | 24.36% | 14.14% | 10.22% |
| ACGL | 2025-04-29 | 2025-04-30 | 2025-05-29 | — | 88.41 | 88.41 | 0.00% | market | 16.67% | — | — | 6.45% | 7.76% | -1.31% |
| ACVA | 2025-05-07 | 2025-05-08 | 2025-06-06 | — | 16.36 | 16.36 | 0.00% | market | 100.00% | — | — | 1.00% | 6.00% | -5.00% |
| ACHR | 2025-05-12 | 2025-05-13 | 2025-06-11 | — | 9.45 | 9.45 | 0.00% | market | 52.88% | — | — | 28.68% | 3.08% | 25.61% |
| ATAI | 2025-05-14 | 2025-05-15 | 2025-06-13 | — | 1.43 | 1.43 | 0.00% | market | 21.05% | — | — | 47.45% | 1.95% | 45.50% |
| GSL | 2025-05-19 | 2025-05-20 | 2025-06-18 | — | 26.35 | 26.35 | 0.00% | market | 16.74% | — | — | 1.49% | 0.73% | 0.76% |
| AI | 2025-05-28 | 2025-05-29 | 2025-06-27 | — | 26.59 | 26.59 | 0.00% | market | 20.39% | — | — | -8.94% | 3.68% | -12.62% |
| BRZE | 2025-06-05 | 2025-06-06 | 2025-07-08 | — | 31.45 | 31.45 | 0.00% | market | 52.64% | — | — | -8.43% | 3.62% | -12.05% |
| ETOR | 2025-06-10 | 2025-06-11 | 2025-07-11 | — | 66.48 | 66.48 | 0.00% | market | 26.14% | — | — | -13.41% | 3.22% | -16.63% |
| ATEX | 2025-06-24 | 2025-06-25 | 2025-07-24 | — | 29.45 | 29.45 | 0.00% | market | 16.28% | — | — | -27.20% | 4.36% | -31.56% |
| MU | 2025-06-25 | 2025-06-26 | 2025-07-25 | — | 129.53 | 129.53 | 0.00% | market | 19.37% | — | — | -14.20% | 4.62% | -18.82% |
| AYI | 2025-06-26 | 2025-06-27 | 2025-07-28 | — | 303.33 | 303.33 | 0.00% | market | 15.32% | — | — | 2.93% | 3.93% | -1.00% |
| AEHR | 2025-07-08 | 2025-07-09 | 2025-08-06 | — | 12.44 | 12.44 | 0.00% | market | 33.33% | — | — | 46.04% | 1.61% | 44.43% |
| AA | 2025-07-16 | 2025-07-17 | 2025-08-14 | — | 29.12 | 29.12 | 0.00% | market | 20.97% | — | — | 7.49% | 3.29% | 4.20% |
| BPOP | 2025-07-23 | 2025-07-24 | 2025-08-21 | — | 115.49 | 115.49 | 0.00% | market | 21.65% | — | — | 2.94% | 0.15% | 2.79% |
| AAL | 2025-07-24 | 2025-07-25 | 2025-08-22 | — | 11.55 | 11.55 | 0.00% | market | 21.79% | — | — | 17.22% | 1.61% | 15.61% |
| FHB | 2025-07-25 | 2025-07-28 | 2025-08-25 | — | 25.60 | 25.60 | 0.00% | market | 18.37% | — | — | -1.23% | 0.78% | -2.02% |
| ACLS | 2025-08-05 | 2025-08-06 | 2025-09-04 | — | 77.16 | 77.16 | 0.00% | market | 54.79% | — | — | 2.01% | 3.19% | -1.18% |
| HBM | 2025-08-13 | 2025-08-14 | 2025-09-12 | — | 11.13 | 11.13 | 0.00% | market | 72.73% | — | — | 21.46% | 2.27% | 19.19% |
| RERE | 2025-08-20 | 2025-08-21 | 2025-09-19 | — | 4.55 | 4.55 | 0.00% | market | 20.00% | — | — | -7.79% | 4.31% | -12.10% |
| YMM | 2025-08-21 | 2025-08-22 | 2025-09-22 | — | 12.26 | 12.26 | 0.00% | market | 12.50% | — | — | 9.93% | 4.56% | 5.37% |
| UI | 2025-08-22 | 2025-08-25 | 2025-09-23 | — | 513.01 | 513.01 | 0.00% | market | 58.74% | — | — | 27.71% | 2.98% | 24.74% |
| GTLB | 2025-09-03 | 2025-09-04 | 2025-10-02 | — | 43.55 | 43.55 | 0.00% | market | 46.52% | — | — | 6.65% | 3.85% | 2.80% |
| FIZZ | 2025-09-11 | 2025-09-12 | 2025-10-10 | — | 40.45 | 40.45 | 0.00% | market | 18.11% | — | — | -8.31% | -0.70% | -7.61% |
| HTFL | 2025-09-19 | 2025-09-22 | 2025-10-20 | — | 32.62 | 32.62 | 0.00% | market | 71.83% | — | — | 7.35% | 1.37% | 5.98% |
| EBF | 2025-09-22 | 2025-09-23 | 2025-10-21 | — | 18.59 | 18.59 | 0.00% | market | 24.39% | — | — | -9.35% | 0.69% | -10.04% |
| THO | 2025-09-24 | 2025-09-25 | 2025-10-23 | — | 106.57 | 106.57 | 0.00% | market | 99.14% | — | — | 2.21% | 2.10% | 0.11% |
| NEOG | 2025-10-09 | 2025-10-10 | 2025-11-07 | — | 6.88 | 6.88 | 0.00% | market | 154.05% | — | — | -7.08% | -0.17% | -6.90% |
| ERIC | 2025-10-14 | 2025-10-15 | 2025-11-12 | — | 9.75 | 9.75 | 0.00% | market | 23.08% | — | — | 2.36% | 2.48% | -0.12% |
| RLI | 2025-10-20 | 2025-10-21 | 2025-11-18 | — | 62.08 | 62.08 | 0.00% | market | 16.57% | — | — | 2.80% | -1.69% | 4.49% |
| CASH | 2025-10-21 | 2025-10-22 | 2025-11-19 | — | 72.38 | 72.38 | 0.00% | market | 22.46% | — | — | -6.91% | -1.39% | -5.52% |
| ASIC | 2025-10-22 | 2025-10-23 | 2025-11-20 | — | 18.97 | 18.97 | 0.00% | market | 39.39% | — | — | -6.06% | -2.33% | -3.72% |
| ACHR | 2025-11-06 | 2025-11-07 | 2025-12-08 | — | 7.83 | 7.83 | 0.00% | market | 60.27% | — | — | 9.86% | 2.35% | 7.51% |
| AII | 2025-11-11 | 2025-11-12 | 2025-12-11 | — | 25.00 | 25.00 | 0.00% | market | 16.39% | — | — | -19.02% | 0.64% | -19.66% |
| TCOM | 2025-11-17 | 2025-11-18 | 2025-12-17 | — | 70.96 | 70.96 | 0.00% | market | 236.52% | — | — | 1.15% | 1.40% | -0.25% |
| BIDU | 2025-11-18 | 2025-11-19 | 2025-12-18 | — | 115.07 | 115.07 | 0.00% | market | 30.00% | — | — | 4.61% | 2.37% | 2.24% |
| ZTO | 2025-11-19 | 2025-11-20 | 2025-12-19 | — | 19.67 | 19.67 | 0.00% | market | 23.52% | — | — | 8.03% | 1.14% | 6.89% |
| SAIL | 2025-12-09 | 2025-12-10 | 2026-01-09 | — | 19.87 | 19.87 | 0.00% | market | 34.52% | — | — | -1.11% | 1.69% | -2.79% |
| PLAB | 2025-12-10 | 2025-12-11 | 2026-01-12 | — | 37.45 | 37.45 | 0.00% | market | 32.36% | — | — | -10.11% | 1.46% | -11.58% |
| MU | 2025-12-17 | 2025-12-18 | 2026-01-20 | — | 256.53 | 256.53 | 0.00% | market | 20.71% | — | — | 42.18% | -0.00% | 42.19% |
| BIRK | 2025-12-18 | 2025-12-19 | 2026-01-21 | — | 40.83 | 40.83 | 0.00% | market | 41.71% | — | — | -3.65% | 1.30% | -4.95% |
| FC | 2026-01-07 | 2026-01-08 | 2026-02-06 | — | 16.15 | 16.15 | 0.00% | market | 133.33% | — | — | 20.58% | 0.26% | 20.32% |
| AEHR | 2026-01-08 | 2026-01-09 | 2026-02-09 | — | 23.90 | 23.90 | 0.00% | market | 50.00% | — | — | 15.34% | 0.48% | 14.86% |
| KBH | 2026-01-12 | 2026-01-13 | 2026-02-11 | — | 61.73 | 61.73 | 0.00% | market | 40.78% | — | — | 3.45% | -0.51% | 3.96% |
| FOR | 2026-01-20 | 2026-01-21 | 2026-02-19 | — | 26.16 | 26.16 | 0.00% | market | 42.86% | — | — | 13.24% | 0.71% | 12.53% |
| MCB | 2026-01-20 | 2026-01-21 | 2026-02-19 | — | 80.57 | 80.57 | 0.00% | market | 25.91% | — | — | 16.37% | 0.71% | 15.66% |
| ARW | 2026-02-05 | 2026-02-06 | 2026-03-09 | — | 145.13 | 145.13 | 0.00% | market | 23.66% | — | — | -3.75% | -0.47% | -3.28% |
| BIIB | 2026-02-06 | 2026-02-09 | 2026-03-10 | — | 199.83 | 199.83 | 0.00% | market | 22.09% | — | — | -5.81% | -1.78% | -4.04% |
| EXEL | 2026-02-10 | 2026-02-11 | 2026-03-12 | — | 43.46 | 43.46 | 0.00% | market | 22.08% | — | — | -5.37% | -4.36% | -1.01% |
| CYH | 2026-02-18 | 2026-02-19 | 2026-03-19 | — | 3.11 | 3.11 | 0.00% | market | 95.11% | — | — | -3.64% | -3.52% | -0.12% |
| DINO | 2026-02-18 | 2026-02-19 | 2026-03-19 | — | 50.64 | 50.64 | 0.00% | market | 172.73% | — | — | 19.35% | -3.52% | 22.87% |
| ATAI | 2026-03-06 | 2026-03-09 | 2026-04-07 | — | 3.40 | 3.40 | 0.00% | market | 58.33% | — | — | 11.37% | -1.08% | 12.45% |
| HRTG | 2026-03-09 | 2026-03-10 | 2026-04-08 | — | 27.73 | 27.73 | 0.00% | market | 33.54% | — | — | -4.10% | -0.25% | -3.85% |
| BGSF | 2026-03-11 | 2026-03-12 | 2026-04-10 | — | 6.32 | 6.32 | 0.00% | market | 31.25% | — | — | -4.06% | 1.24% | -5.29% |
| ARX | 2026-03-18 | 2026-03-19 | 2026-04-17 | — | 11.70 | 11.70 | 0.00% | market | 43.75% | — | — | 20.33% | 8.09% | 12.23% |
| DLO | 2026-03-18 | 2026-03-19 | 2026-04-17 | — | 12.44 | 12.44 | 0.00% | market | 22.22% | — | — | 9.87% | 8.09% | 1.77% |
| AEHR | 2026-04-07 | 2026-04-08 | 2026-05-06 | — | 57.35 | 57.35 | 0.00% | market | 28.57% | — | — | 68.57% | 8.49% | 60.07% |
| LEVI | 2026-04-07 | 2026-04-08 | 2026-05-06 | — | 22.65 | 22.65 | 0.00% | market | 14.32% | — | — | 1.58% | 8.49% | -6.91% |
| BB | 2026-04-09 | 2026-04-10 | 2026-05-08 | — | 3.90 | 3.90 | 0.00% | market | 20.00% | — | — | 63.23% | 8.26% | 54.97% |
| NFLX | 2026-04-16 | 2026-04-17 | 2026-05-15 | — | 96.37 | 96.37 | 0.00% | market | 61.21% | — | — | -9.80% | 4.68% | -14.48% |
| EQT | 2026-04-21 | 2026-04-22 | 2026-05-20 | — | 58.31 | 58.31 | 0.00% | market | 12.02% | — | — | -0.92% | 4.53% | -5.45% |
| AIZ | 2026-05-05 | 2026-05-06 | 2026-06-04 | — | 235.96 | 235.96 | 0.00% | market | 12.48% | — | — | 6.55% | 3.97% | 2.58% |
| AIZN | 2026-05-05 | 2026-05-06 | 2026-06-04 | — | 19.66 | 19.66 | 0.00% | market | 12.48% | — | — | -2.34% | 3.97% | -6.31% |
| AGO | 2026-05-07 | 2026-05-08 | 2026-06-08 | — | 79.00 | 79.00 | 0.00% | market | 66.67% | — | — | -5.39% | 0.58% | -5.97% |
| DDS | 2026-05-14 | 2026-05-15 | 2026-06-15 | — | 537.60 | 537.60 | 0.00% | market | 54.68% | — | — | 5.14% | 1.76% | 3.38% |
| AS | 2026-05-19 | 2026-05-20 | 2026-06-18 | — | 34.41 | 34.41 | 0.00% | market | 24.10% | — | — | 6.93% | 1.50% | 5.43% |
| AI | 2026-06-03 | 2026-06-04 | 2026-07-06 | — | 11.22 | 11.22 | 0.00% | market | 13.16% | — | — | -17.39% | -0.11% | -17.28% |
| CHPT | 2026-06-03 | 2026-06-04 | 2026-07-06 | — | 7.47 | 7.47 | 0.00% | market | 33.33% | — | — | -16.30% | -0.11% | -16.19% |
| SAIL | 2026-06-09 | 2026-06-10 | 2026-07-10 | — | 15.56 | 15.56 | 0.00% | market | 15.53% | — | — | -11.99% | 2.94% | -14.93% |
| CBRS | 2026-06-23 | 2026-06-24 | 2026-07-23 | — | 208.00 | 208.00 | 0.00% | market | 75.55% | — | — | 5.67% | 0.41% | 5.26% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-24 | — | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | — | — | -25.41% | 0.00% | -25.41% |
| EPAC | 2026-07-07 | 2026-07-08 | 2026-08-05 | — | 35.82 | 35.82 | 0.00% | market | 19.28% | — | — | 3.11% | 3.58% | -0.47% |
| WDFC | 2026-07-09 | 2026-07-10 | 2026-08-07 | — | 292.09 | 292.09 | 0.00% | market | 49.36% | — | — | -19.67% | 2.82% | -22.49% |