EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 50y)
Run 5f77b33a · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
571
Win rate
56.04%
Avg return
1.92%
Median return
1.12%
Avg abnormal
0.76%
Median abnormal
-0.19%
Best trade
78.76%
Worst trade
-71.32%
Sharpe (per-trade)
0.14
Daily portfolio drawdown
-33.41%
Portfolio (equal_weight)
Total return
218.86%
Max drawdown
-33.41%
Avg trade return
1.92%
Win rate
56.04%
Signals
6684
Configured concurrent
5
Observed concurrent
5
Trades taken
571
Skipped (no capacity)
6113
Excess vs benchmark
-247.46%
Avg entry slippage
0.00%
Return if filled at market
218.86%
VWAP fills
0
VWAP fallbacks
0
6113 of 6684 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 | 2 | 8.05% | 5.07% | 100.00% |
| 2010 | 2 | -9.06% | -4.63% | 0.00% |
| 2011 | 1 | 5.47% | 8.68% | 100.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2015 | 1 | -7.35% | -8.22% | 0.00% |
| 2016 | 29 | 3.66% | 2.66% | 55.17% |
| 2017 | 58 | 4.80% | 2.98% | 63.79% |
| 2018 | 50 | -1.10% | -0.67% | 40.00% |
| 2019 | 53 | 2.58% | 0.50% | 54.72% |
| 2020 | 56 | -3.71% | -4.57% | 42.86% |
| 2021 | 56 | 5.28% | 3.30% | 71.43% |
| 2022 | 56 | 1.47% | 2.14% | 58.93% |
| 2023 | 58 | 2.60% | 0.87% | 53.45% |
| 2024 | 56 | 4.29% | 2.47% | 62.50% |
| 2025 | 58 | 0.67% | -0.41% | 56.90% |
| 2026 | 29 | 1.02% | -0.87% | 55.17% |
Trades (page 2: 71 of 571)
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% |
| ERIC | 2025-04-15 | 2025-04-16 | 2025-05-15 | — | 7.98 | 7.98 | 0.00% | market | 33.33% | — | — | 5.92% | 11.06% | -5.14% |
| AA | 2025-04-16 | 2025-04-17 | 2025-05-16 | — | 23.80 | 23.80 | 0.00% | market | 27.98% | — | — | 23.43% | 12.61% | 10.81% |
| MOV | 2025-04-16 | 2025-04-17 | 2025-05-16 | — | 13.52 | 13.52 | 0.00% | market | 30.77% | — | — | 28.23% | 12.61% | 15.61% |
| AUPH | 2025-05-12 | 2025-05-13 | 2025-06-11 | — | 8.18 | 8.18 | 0.00% | market | 100.00% | — | — | -1.20% | 3.08% | -4.28% |
| DLO | 2025-05-14 | 2025-05-15 | 2025-06-13 | — | 12.43 | 12.43 | 0.00% | market | 25.00% | — | — | -21.18% | 1.95% | -23.13% |
| KARO | 2025-05-14 | 2025-05-15 | 2025-06-13 | — | 47.99 | 47.99 | 0.00% | market | 18.92% | — | — | 0.42% | 1.95% | -1.53% |
| DAO | 2025-05-15 | 2025-05-16 | 2025-06-16 | — | 9.45 | 9.45 | 0.00% | market | 208.96% | — | — | -8.88% | 1.93% | -10.82% |
| DDS | 2025-05-15 | 2025-05-16 | 2025-06-16 | — | 412.18 | 412.18 | 0.00% | market | 13.68% | — | — | 0.38% | 1.93% | -1.55% |
| 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% |
| WS | 2025-06-25 | 2025-06-26 | 2025-07-25 | — | 31.66 | 31.66 | 0.00% | market | 26.51% | — | — | 0.44% | 4.62% | -4.18% |
| 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% |
| 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% |
| BVN | 2025-07-24 | 2025-07-25 | 2025-08-22 | — | 17.70 | 17.70 | 0.00% | market | 33.33% | — | — | 6.51% | 1.61% | 4.90% |
| 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% |
| 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% |
| PDD | 2025-08-25 | 2025-08-26 | 2025-09-24 | — | 128.50 | 128.50 | 0.00% | market | 61.26% | — | — | 1.81% | 2.94% | -1.13% |
| 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% |
| 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% |
| JBHT | 2025-10-15 | 2025-10-16 | 2025-11-13 | — | 162.99 | 162.99 | 0.00% | market | 20.55% | — | — | 1.94% | 0.78% | 1.15% |
| 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% |
| 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% |
| AGO | 2025-11-06 | 2025-11-07 | 2025-12-08 | — | 83.90 | 83.90 | 0.00% | market | 57.14% | — | — | 4.31% | 2.35% | 1.96% |
| 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% |
| ATEX | 2025-11-12 | 2025-11-13 | 2025-12-12 | — | 19.94 | 19.94 | 0.00% | market | 78.46% | — | — | 15.25% | 0.19% | 15.06% |
| 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% |
| 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% |
| 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% |
| XZO | 2025-12-10 | 2025-12-11 | 2026-01-12 | — | 18.28 | 18.28 | 0.00% | market | 19.05% | — | — | 23.42% | 1.46% | 21.96% |
| LULU | 2025-12-11 | 2025-12-12 | 2026-01-13 | — | 204.58 | 204.58 | 0.00% | market | 16.67% | — | — | 3.48% | 0.81% | 2.66% |
| 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% |
| 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% |
| IIIN | 2026-01-15 | 2026-01-16 | 2026-02-17 | — | 32.35 | 32.35 | 0.00% | market | 18.18% | — | — | 15.23% | -1.56% | 16.79% |
| 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% |
| DCOM | 2026-01-21 | 2026-01-22 | 2026-02-20 | — | 31.75 | 31.75 | 0.00% | market | 12.86% | — | — | 7.84% | -0.06% | 7.90% |
| 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% |
| MMI | 2026-02-13 | 2026-02-17 | 2026-03-17 | — | 25.92 | 25.92 | 0.00% | market | 58.14% | — | — | -1.30% | -1.37% | 0.08% |
| 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% |
| FPI | 2026-02-18 | 2026-02-19 | 2026-03-19 | — | 12.12 | 12.12 | 0.00% | market | 19.05% | — | — | -7.11% | -3.52% | -3.60% |
| AG | 2026-02-19 | 2026-02-20 | 2026-03-20 | — | 25.02 | 25.02 | 0.00% | market | 34.71% | — | — | -27.08% | -4.95% | -22.13% |
| GRDN | 2026-03-11 | 2026-03-12 | 2026-04-10 | — | 34.52 | 34.52 | 0.00% | market | 37.04% | — | — | 13.31% | 1.24% | 12.08% |
| 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% |
| MU | 2026-03-18 | 2026-03-19 | 2026-04-17 | — | 424.97 | 424.97 | 0.00% | market | 32.75% | — | — | 6.98% | 8.09% | -1.11% |
| PUK | 2026-03-18 | 2026-03-19 | 2026-04-17 | — | 28.38 | 28.38 | 0.00% | market | 46.48% | — | — | 8.78% | 8.09% | 0.69% |
| STG | 2026-03-19 | 2026-03-20 | 2026-04-20 | — | 4.70 | 4.70 | 0.00% | market | 134.74% | — | — | -24.57% | 7.95% | -32.52% |
| 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% |
| MCB | 2026-04-21 | 2026-04-22 | 2026-05-20 | — | 90.09 | 90.09 | 0.00% | market | 26.41% | — | — | 0.75% | 4.53% | -3.77% |
| MCRI | 2026-04-21 | 2026-04-22 | 2026-05-20 | — | 103.00 | 103.00 | 0.00% | market | 32.17% | — | — | 12.68% | 4.53% | 8.15% |
| 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% |
| BEKE | 2026-05-19 | 2026-05-20 | 2026-06-18 | — | 18.11 | 18.11 | 0.00% | market | 42.86% | — | — | -17.77% | 1.50% | -19.27% |
| RERE | 2026-05-19 | 2026-05-20 | 2026-06-18 | — | 4.92 | 4.92 | 0.00% | market | 14.29% | — | — | -20.43% | 1.50% | -21.92% |
| 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% |
| FC | 2026-07-01 | 2026-07-02 | 2026-07-31 | — | 19.29 | 19.29 | 0.00% | market | 12.50% | — | — | 11.10% | -0.05% | 11.15% |
| 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% |