EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (2)
Run 5f77b576 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
565
Win rate
54.34%
Avg return
3.13%
Median return
0.88%
Avg abnormal
2.02%
Median abnormal
-0.17%
Best trade
744.34%
Worst trade
-49.61%
Sharpe (per-trade)
0.09
Daily portfolio drawdown
-44.00%
Portfolio (equal_weight)
Total return
353.26%
Max drawdown
-44.00%
Avg trade return
3.13%
Win rate
54.34%
Signals
9005
Configured concurrent
5
Observed concurrent
5
Trades taken
565
Skipped (no capacity)
8440
Excess vs benchmark
-106.75%
Avg entry slippage
0.00%
Return if filled at market
353.26%
VWAP fills
0
VWAP fallbacks
0
8440 of 9005 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 | 1 | -2.65% | -6.26% | 0.00% |
| 2007 | 1 | -12.41% | -12.62% | 0.00% |
| 2008 | 2 | 3.40% | 4.80% | 50.00% |
| 2009 | 1 | 4.80% | 3.26% | 100.00% |
| 2010 | 5 | 4.40% | 1.98% | 100.00% |
| 2011 | 2 | -1.60% | 2.32% | 50.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2013 | 3 | -9.82% | -10.39% | 0.00% |
| 2015 | 3 | -1.63% | -2.09% | 33.33% |
| 2016 | 24 | 2.67% | 1.68% | 66.67% |
| 2017 | 50 | 1.74% | 0.28% | 56.00% |
| 2018 | 53 | -1.21% | -0.65% | 45.28% |
| 2019 | 50 | -0.05% | -1.93% | 48.00% |
| 2020 | 55 | 18.09% | 16.53% | 56.36% |
| 2021 | 59 | 3.43% | 1.66% | 59.32% |
| 2022 | 55 | 0.96% | 1.99% | 50.91% |
| 2023 | 56 | 1.66% | -0.22% | 46.43% |
| 2024 | 55 | 0.89% | -0.83% | 52.73% |
| 2025 | 59 | 2.51% | 1.24% | 61.02% |
| 2026 | 30 | 5.15% | 3.57% | 66.67% |
Trades (page 2: 65 of 565)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Op. margin | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% |
| CRDO | 2025-06-02 | 2025-06-03 | 2025-07-02 | — | 74.95 | 74.95 | 0.00% | market | 27.83% | — | 19.14% | 4.75% | 14.39% |
| HQY | 2025-06-03 | 2025-06-04 | 2025-07-03 | — | 112.08 | 112.08 | 0.00% | market | 19.31% | — | -8.95% | 4.75% | -13.70% |
| RNW | 2025-06-16 | 2025-06-17 | 2025-07-17 | — | 7.00 | 7.00 | 0.00% | market | 156.87% | — | 8.04% | 4.64% | 3.41% |
| TEN | 2025-06-17 | 2025-06-18 | 2025-07-18 | — | 20.63 | 20.63 | 0.00% | market | 217.24% | — | -7.76% | 4.87% | -12.63% |
| GHG | 2025-06-23 | 2025-06-24 | 2025-07-23 | — | 2.07 | 2.07 | 0.00% | market | 90.25% | — | 21.16% | 4.94% | 16.21% |
| SAZ | 2025-07-08 | 2025-07-09 | 2025-08-06 | — | 25.42 | 25.42 | 0.00% | market | 26.82% | — | 0.45% | 1.61% | -1.16% |
| FULT | 2025-07-15 | 2025-07-16 | 2025-08-13 | — | 18.61 | 18.61 | 0.00% | market | 29.41% | — | 0.49% | 3.39% | -2.90% |
| MCRI | 2025-07-16 | 2025-07-17 | 2025-08-14 | — | 107.42 | 107.42 | 0.00% | market | 18.03% | — | -5.41% | 3.29% | -8.70% |
| GE | 2025-07-17 | 2025-07-18 | 2025-08-15 | — | 265.40 | 265.40 | 0.00% | market | 16.08% | — | 0.82% | 2.25% | -1.42% |
| CALM | 2025-07-22 | 2025-07-23 | 2025-08-20 | — | 113.18 | 113.18 | 0.00% | market | 90.27% | — | 0.80% | 1.04% | -0.24% |
| ACHC | 2025-08-05 | 2025-08-06 | 2025-09-04 | — | 20.78 | 20.78 | 0.00% | market | 16.90% | — | 13.71% | 3.19% | 10.52% |
| BKV | 2025-08-12 | 2025-08-13 | 2025-09-11 | — | 21.69 | 21.69 | 0.00% | market | 160.00% | — | 2.34% | 1.97% | 0.37% |
| BORR | 2025-08-13 | 2025-08-14 | 2025-09-12 | — | 2.39 | 2.39 | 0.00% | market | 46.54% | — | 25.84% | 2.27% | 23.57% |
| WB | 2025-08-14 | 2025-08-15 | 2025-09-15 | — | 11.56 | 11.56 | 0.00% | market | 100.00% | — | 9.76% | 2.31% | 7.45% |
| AUNA | 2025-08-19 | 2025-08-20 | 2025-09-18 | — | 6.55 | 6.55 | 0.00% | market | 153.85% | — | -3.15% | 3.58% | -6.73% |
| CRDO | 2025-09-03 | 2025-09-04 | 2025-10-02 | — | 138.00 | 138.00 | 0.00% | market | 43.92% | — | 8.33% | 3.85% | 4.48% |
| 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% |
| LUXE | 2025-09-11 | 2025-09-12 | 2025-10-10 | — | 9.09 | 9.09 | 0.00% | market | 3261.11% | — | -14.84% | -0.70% | -14.15% |
| KNOP | 2025-09-25 | 2025-09-26 | 2025-10-24 | — | 9.89 | 9.89 | 0.00% | market | 17.65% | — | -8.39% | 2.69% | -11.08% |
| PRGS | 2025-09-29 | 2025-09-30 | 2025-10-28 | — | 42.95 | 42.95 | 0.00% | market | 15.38% | — | 6.58% | 3.64% | 2.94% |
| MS | 2025-10-15 | 2025-10-16 | 2025-11-13 | — | 163.09 | 163.09 | 0.00% | market | 33.33% | — | 1.45% | 0.78% | 0.66% |
| SLG | 2025-10-15 | 2025-10-16 | 2025-11-13 | — | 57.54 | 57.54 | 0.00% | market | 17.91% | — | -16.02% | 0.78% | -16.80% |
| SYF | 2025-10-15 | 2025-10-16 | 2025-11-13 | — | 72.23 | 72.23 | 0.00% | market | 26.55% | — | 2.06% | 0.78% | 1.28% |
| BFH | 2025-10-23 | 2025-10-24 | 2025-11-21 | — | 66.46 | 66.46 | 0.00% | market | 90.52% | — | -2.75% | -2.58% | -0.17% |
| ACGL | 2025-10-27 | 2025-10-28 | 2025-11-25 | — | 87.04 | 87.04 | 0.00% | market | 22.57% | — | 7.45% | -1.75% | 9.20% |
| ARDT | 2025-11-12 | 2025-11-13 | 2025-12-12 | — | 9.33 | 9.33 | 0.00% | market | 22.64% | — | -5.89% | 0.19% | -6.07% |
| 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% |
| CLBT | 2025-11-12 | 2025-11-13 | 2025-12-12 | — | 18.80 | 18.80 | 0.00% | market | 48.16% | — | 0.01% | 0.19% | -0.18% |
| BULL | 2025-11-20 | 2025-11-21 | 2025-12-22 | — | 8.26 | 8.26 | 0.00% | market | 319.92% | — | 5.71% | 4.55% | 1.16% |
| CRDO | 2025-12-01 | 2025-12-02 | 2025-12-31 | — | 195.64 | 195.64 | 0.00% | market | 36.23% | — | -26.55% | 0.00% | -26.55% |
| 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% |
| MFG | 2025-12-29 | 2025-12-30 | 2026-01-29 | — | 7.37 | 7.37 | 0.00% | market | 44.72% | — | 17.13% | 0.96% | 16.17% |
| STZ | 2026-01-07 | 2026-01-08 | 2026-02-06 | — | 143.86 | 143.86 | 0.00% | market | 16.35% | — | 14.13% | 0.26% | 13.87% |
| GS | 2026-01-15 | 2026-01-16 | 2026-02-17 | — | 973.00 | 973.00 | 0.00% | market | 19.74% | — | -5.95% | -1.56% | -4.40% |
| PNC | 2026-01-16 | 2026-01-20 | 2026-02-18 | — | 219.79 | 219.79 | 0.00% | market | 15.37% | — | 5.79% | 0.70% | 5.09% |
| BOKF | 2026-01-20 | 2026-01-21 | 2026-02-19 | — | 131.63 | 131.63 | 0.00% | market | 33.80% | — | 1.33% | 0.71% | 0.62% |
| CON | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 21.65 | 21.65 | 0.00% | market | 23.46% | — | 10.57% | -1.49% | 12.06% |
| B | 2026-02-05 | 2026-02-06 | 2026-03-09 | — | 44.89 | 44.89 | 0.00% | market | 22.35% | — | 1.95% | -0.47% | 2.42% |
| ATMU | 2026-02-13 | 2026-02-17 | 2026-03-17 | — | 64.85 | 64.85 | 0.00% | market | 15.79% | — | -12.74% | -1.37% | -11.37% |
| ACLS | 2026-02-17 | 2026-02-18 | 2026-03-18 | — | 79.28 | 79.28 | 0.00% | market | 33.04% | — | 8.05% | -3.30% | 11.35% |
| BORR | 2026-02-18 | 2026-02-19 | 2026-03-19 | — | 5.66 | 5.66 | 0.00% | market | 78.09% | — | -14.59% | -3.52% | -11.07% |
| AGO | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 89.33 | 89.33 | 0.00% | market | 50.65% | — | -11.34% | -7.17% | -4.17% |
| AQN | 2026-03-06 | 2026-03-09 | 2026-04-07 | — | 6.07 | 6.07 | 0.00% | market | 50.00% | — | 1.05% | -1.08% | 2.13% |
| IHS | 2026-03-16 | 2026-03-17 | 2026-04-15 | — | 8.17 | 8.17 | 0.00% | market | 476.47% | — | 1.00% | 4.10% | -3.10% |
| ANDG | 2026-03-17 | 2026-03-18 | 2026-04-16 | — | 26.22 | 26.22 | 0.00% | market | 53.57% | — | 26.67% | 4.98% | 21.69% |
| 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% |
| AGX | 2026-03-26 | 2026-03-27 | 2026-04-27 | — | 505.60 | 505.60 | 0.00% | market | 74.37% | — | 30.61% | 11.31% | 19.30% |
| 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% |
| C | 2026-04-14 | 2026-04-15 | 2026-05-13 | — | 131.25 | 131.25 | 0.00% | market | 15.47% | — | -5.55% | 6.77% | -12.31% |
| 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% |
| PLD | 2026-04-16 | 2026-04-17 | 2026-05-15 | — | 142.52 | 142.52 | 0.00% | market | 30.27% | — | -1.50% | 4.68% | -6.17% |
| CPAC | 2026-04-24 | 2026-04-27 | 2026-05-26 | — | 10.69 | 10.69 | 0.00% | market | 158.06% | — | -1.69% | 5.25% | -6.94% |
| ACMR | 2026-05-07 | 2026-05-08 | 2026-06-08 | — | 60.09 | 60.09 | 0.00% | market | 33.33% | — | 33.98% | 0.58% | 33.40% |
| ALH | 2026-05-12 | 2026-05-13 | 2026-06-11 | — | 25.09 | 25.09 | 0.00% | market | 19.23% | — | 2.89% | -0.10% | 2.99% |
| AAUC | 2026-05-14 | 2026-05-15 | 2026-06-15 | — | 28.90 | 28.90 | 0.00% | market | 21.88% | — | -8.82% | 1.76% | -10.58% |
| KLAR | 2026-05-14 | 2026-05-15 | 2026-06-15 | — | 15.86 | 15.86 | 0.00% | market | 94.57% | — | 10.87% | 1.76% | 9.11% |
| CSW | 2026-05-26 | 2026-05-27 | 2026-06-25 | — | 276.28 | 276.28 | 0.00% | market | 30.29% | — | 4.21% | -2.21% | 6.42% |
| DRVN | 2026-06-11 | 2026-06-12 | 2026-07-14 | — | 13.55 | 13.55 | 0.00% | market | 25.00% | — | 14.14% | 1.50% | 12.64% |
| SB | 2026-06-17 | 2026-06-18 | 2026-07-20 | — | 6.90 | 6.90 | 0.00% | market | 71.43% | — | 3.67% | -0.76% | 4.43% |
| 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% |
| MKC-V | 2026-06-25 | 2026-06-26 | 2026-07-27 | — | 48.44 | 48.44 | 0.00% | market | 15.61% | — | 4.73% | 1.39% | 3.34% |
| 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% |