EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 50y) (2)
Run 5f77c80d · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
524
Win rate
51.91%
Avg return
1.99%
Median return
0.41%
Avg abnormal
0.91%
Median abnormal
-1.08%
Best trade
218.49%
Worst trade
-61.84%
Sharpe (per-trade)
0.10
Daily portfolio drawdown
-57.30%
Portfolio (equal_weight)
Total return
208.88%
Max drawdown
-57.30%
Avg trade return
1.99%
Win rate
51.91%
Signals
5987
Configured concurrent
5
Observed concurrent
5
Trades taken
524
Skipped (no capacity)
5463
Excess vs benchmark
-178.95%
Avg entry slippage
0.00%
Return if filled at market
208.88%
VWAP fills
0
VWAP fallbacks
0
5463 of 5987 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 | 2.86% | 1.11% | 100.00% |
| 2009 | 1 | 2.29% | -2.80% | 100.00% |
| 2010 | 1 | 2.48% | -3.84% | 100.00% |
| 2011 | 1 | 12.02% | 9.60% | 100.00% |
| 2013 | 1 | -5.72% | -3.81% | 0.00% |
| 2016 | 23 | 0.27% | -0.77% | 52.17% |
| 2017 | 45 | 2.53% | 1.36% | 48.89% |
| 2018 | 47 | -0.88% | -0.08% | 42.55% |
| 2019 | 51 | -2.47% | -4.35% | 45.10% |
| 2020 | 54 | 6.16% | 4.56% | 59.26% |
| 2021 | 58 | -0.51% | -2.42% | 60.34% |
| 2022 | 56 | -0.93% | 0.47% | 48.21% |
| 2023 | 51 | 6.26% | 4.20% | 54.90% |
| 2024 | 52 | 2.78% | 0.85% | 44.23% |
| 2025 | 54 | 3.32% | 2.28% | 61.11% |
| 2026 | 28 | 6.60% | 5.18% | 46.43% |
Trades (page 2: 24 of 524)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | EV/EBITDA | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DOW | 2026-01-29 | 2026-01-30 | 2026-03-02 | — | 27.29 | 27.29 | 0.00% | market | 26.66% | — | 12.03% | -0.78% | 12.81% |
| ADPT | 2026-02-05 | 2026-02-06 | 2026-03-09 | — | 17.82 | 17.82 | 0.00% | market | 52.63% | — | -16.21% | -0.47% | -15.74% |
| CVNA | 2026-02-18 | 2026-02-19 | 2026-03-19 | — | 68.38 | 68.38 | 0.00% | market | 265.22% | — | -14.05% | -3.52% | -10.54% |
| AAOI | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 65.93 | 65.93 | 0.00% | market | 91.67% | — | 48.86% | -7.17% | 56.03% |
| ALHC | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 18.84 | 18.84 | 0.00% | market | 66.67% | — | -11.88% | -7.17% | -4.71% |
| CGON | 2026-02-27 | 2026-03-02 | 2026-03-30 | — | 57.11 | 57.11 | 0.00% | market | 16.39% | — | 11.89% | -6.89% | 18.78% |
| 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% |
| HTFL | 2026-03-18 | 2026-03-19 | 2026-04-17 | — | 25.00 | 25.00 | 0.00% | market | 36.04% | — | 25.26% | 8.09% | 17.17% |
| NMAX | 2026-03-26 | 2026-03-27 | 2026-04-27 | — | 6.90 | 6.90 | 0.00% | market | 64.29% | — | -13.58% | 11.31% | -24.89% |
| LGN | 2026-03-27 | 2026-03-30 | 2026-04-28 | — | 55.81 | 55.81 | 0.00% | market | 66.67% | — | 44.28% | 11.18% | 33.10% |
| XYF | 2026-04-01 | 2026-04-02 | 2026-05-01 | — | 4.01 | 4.01 | 0.00% | market | 342.42% | — | 19.85% | 11.48% | 8.37% |
| 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% |
| BNY | 2026-04-16 | 2026-04-17 | 2026-05-15 | — | 135.96 | 135.96 | 0.00% | market | 14.80% | — | -0.79% | 4.68% | -5.47% |
| BBBY | 2026-04-27 | 2026-04-28 | 2026-05-27 | — | 7.12 | 7.12 | 0.00% | market | 19.35% | — | -10.21% | 5.43% | -15.64% |
| CBNA | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 36.70 | 36.70 | 0.00% | market | 13.68% | — | -0.67% | 6.13% | -6.80% |
| BFLY | 2026-04-30 | 2026-05-01 | 2026-06-01 | — | 4.73 | 4.73 | 0.00% | market | 25.00% | — | -2.85% | 5.17% | -8.02% |
| ADPT | 2026-05-05 | 2026-05-06 | 2026-06-04 | — | 14.64 | 14.64 | 0.00% | market | 18.75% | — | 23.40% | 3.97% | 19.42% |
| FIG | 2026-05-14 | 2026-05-15 | 2026-06-15 | — | 22.28 | 22.28 | 0.00% | market | 57.90% | — | -17.02% | 1.76% | -18.78% |
| APPS | 2026-05-26 | 2026-05-27 | 2026-06-25 | — | 6.49 | 6.49 | 0.00% | market | 77.78% | — | 56.45% | -2.21% | 58.66% |
| KC | 2026-05-27 | 2026-05-28 | 2026-06-26 | — | 12.70 | 12.70 | 0.00% | market | 12.60% | — | -32.54% | -2.83% | -29.71% |
| CHA | 2026-05-29 | 2026-06-01 | 2026-06-30 | — | 12.70 | 12.70 | 0.00% | market | 39.40% | — | -5.45% | -1.14% | -4.32% |
| 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% |
| LZB | 2026-06-16 | 2026-06-17 | 2026-07-17 | — | 42.18 | 42.18 | 0.00% | market | 53.66% | — | -5.58% | -1.06% | -4.51% |
| AVAV | 2026-06-29 | 2026-06-30 | 2026-07-29 | — | 176.50 | 176.50 | 0.00% | market | 26.03% | — | -19.58% | -1.60% | -17.98% |