EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 50y) (2)
Run 5f77c455 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
520
Win rate
54.42%
Avg return
1.45%
Median return
1.18%
Avg abnormal
0.31%
Median abnormal
-0.19%
Best trade
218.49%
Worst trade
-81.63%
Sharpe (per-trade)
0.08
Daily portfolio drawdown
-41.34%
Portfolio (equal_weight)
Total return
150.72%
Max drawdown
-41.34%
Avg trade return
1.45%
Win rate
54.42%
Signals
4805
Configured concurrent
5
Observed concurrent
5
Trades taken
520
Skipped (no capacity)
4285
Excess vs benchmark
-266.23%
Avg entry slippage
0.00%
Return if filled at market
150.72%
VWAP fills
0
VWAP fallbacks
0
4285 of 4805 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 |
|---|---|---|---|---|
| 2007 | 1 | -12.41% | -12.62% | 0.00% |
| 2008 | 1 | -8.51% | -6.04% | 0.00% |
| 2011 | 2 | 1.68% | 2.78% | 50.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2013 | 1 | -1.40% | -3.07% | 0.00% |
| 2016 | 21 | 3.71% | 2.49% | 57.14% |
| 2017 | 45 | 1.79% | 0.42% | 48.89% |
| 2018 | 51 | -2.52% | -1.80% | 52.94% |
| 2019 | 48 | 0.76% | -0.96% | 56.25% |
| 2020 | 54 | -1.10% | -2.58% | 53.70% |
| 2021 | 56 | 3.42% | 1.45% | 64.29% |
| 2022 | 51 | 0.91% | 1.72% | 49.02% |
| 2023 | 55 | 5.39% | 3.23% | 47.27% |
| 2024 | 51 | 2.22% | 0.59% | 56.86% |
| 2025 | 54 | 3.52% | 2.35% | 62.96% |
| 2026 | 28 | -2.81% | -4.55% | 50.00% |
Trades (page 2: 20 of 520)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/E | Rev. growth | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IBRX | 2026-02-23 | 2026-02-24 | 2026-03-24 | — | 10.15 | 10.15 | 0.00% | market | 25.00% | — | — | -27.00% | -4.21% | -22.78% |
| ABCL | 2026-02-24 | 2026-02-25 | 2026-03-25 | — | 3.36 | 3.36 | 0.00% | market | 83.33% | — | — | 0.79% | -4.83% | 5.63% |
| 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% |
| AAPG | 2026-03-24 | 2026-03-25 | 2026-04-23 | — | 23.00 | 23.00 | 0.00% | market | 21.69% | — | — | -2.97% | 7.56% | -10.53% |
| GME | 2026-03-24 | 2026-03-25 | 2026-04-23 | — | 22.78 | 22.78 | 0.00% | market | 32.43% | — | — | 9.69% | 7.56% | 2.13% |
| GCTS | 2026-03-25 | 2026-03-26 | 2026-04-24 | — | 1.11 | 1.11 | 0.00% | market | 31.82% | — | — | 21.52% | 9.49% | 12.03% |
| PGEN | 2026-03-25 | 2026-03-26 | 2026-04-24 | — | 4.07 | 4.07 | 0.00% | market | 90.00% | — | — | 1.37% | 9.49% | -8.12% |
| 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% |
| EDU | 2026-04-22 | 2026-04-23 | 2026-05-21 | — | 53.74 | 53.74 | 0.00% | market | 12.43% | — | — | -11.60% | 4.68% | -16.28% |
| KALU | 2026-04-22 | 2026-04-23 | 2026-05-21 | — | 168.64 | 168.64 | 0.00% | market | 90.82% | — | — | 0.34% | 4.68% | -4.34% |
| MBLY | 2026-04-23 | 2026-04-24 | 2026-05-22 | — | 8.86 | 8.86 | 0.00% | market | 42.57% | — | — | 14.80% | 4.91% | 9.89% |
| RBCAA | 2026-04-23 | 2026-04-24 | 2026-05-22 | — | 76.28 | 76.28 | 0.00% | market | 18.48% | — | — | 4.00% | 4.91% | -0.91% |
| AVEX | 2026-05-20 | 2026-05-21 | 2026-06-22 | — | 27.00 | 27.00 | 0.00% | market | 59.54% | — | — | -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% | — | — | -10.57% | 0.78% | -11.35% |
| LPG | 2026-05-20 | 2026-05-21 | 2026-06-22 | — | 47.71 | 47.71 | 0.00% | market | 34.04% | — | — | -16.28% | 0.78% | -17.06% |
| DE | 2026-05-21 | 2026-05-22 | 2026-06-23 | — | 531.52 | 531.52 | 0.00% | market | 14.91% | — | — | 11.27% | -1.70% | 12.96% |
| LION | 2026-05-21 | 2026-05-22 | 2026-06-23 | — | 13.56 | 13.56 | 0.00% | market | 53.59% | — | — | 10.52% | -1.70% | 12.22% |
| 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% |
| PENG | 2026-07-07 | 2026-07-08 | 2026-08-05 | — | 67.85 | 67.85 | 0.00% | market | 55.84% | — | — | -17.98% | 3.58% | -21.56% |
| 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% |