EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y) (2)

Run 5f77ca1a · view hypothesis

completed

Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.

Trades
634
Win rate
53.15%
Avg return
2.39%
Median return
0.87%
Avg abnormal
1.28%
Median abnormal
-0.81%
Best trade
225.38%
Worst trade
-45.89%
Sharpe (per-trade)
0.12
Daily portfolio drawdown
-41.49%
Portfolio (equal_weight)
Total return
303.58%
Max drawdown
-41.49%
Avg trade return
2.39%
Win rate
53.15%
Signals
19621
Configured concurrent
5
Observed concurrent
5
Trades taken
634
Skipped (no capacity)
18987
Excess vs benchmark
-160.21%
Avg entry slippage
0.00%
Return if filled at market
303.58%
VWAP fills
0
VWAP fallbacks
0

18987 of 19621 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20062-0.18%-3.44%50.00%
20074-5.07%-6.19%25.00%
200823.40%4.80%50.00%
200945.80%2.65%100.00%
20105-0.10%1.00%60.00%
201142.44%3.98%75.00%
201216.12%8.74%100.00%
20133-9.82%-10.39%0.00%
201537.48%8.91%66.67%
2016322.05%1.35%46.88%
2017581.50%-0.16%60.34%
201858-2.04%-1.39%44.83%
2019571.07%-1.04%63.16%
2020622.28%0.77%51.61%
2021621.84%-0.02%54.84%
2022610.14%1.19%49.18%
2023626.63%4.80%46.77%
2024616.14%4.15%54.10%
2025623.80%2.65%56.45%
2026313.86%2.23%51.61%
Trades (page 2: 134 of 634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.P/EReturnBenchmarkAbnormal
AMBP2024-04-252024-04-262024-05-24—4.014.010.00%market975.27%—-1.85%4.56%-6.41%
ACLS2024-05-012024-05-022024-05-31—101.25101.250.00%market26.61%—11.00%4.61%6.40%
ADNT2024-05-032024-05-062024-06-04—27.7027.700.00%market38.46%—1.45%2.85%-1.40%
ASTS2024-05-152024-05-162024-06-14—3.143.140.00%market24.03%—225.38%2.43%222.94%
BIDU2024-05-162024-05-172024-06-17—111.06111.060.00%market20.00%—-17.79%3.46%-21.25%
BILI2024-05-232024-05-242024-06-25—13.8113.810.00%market13.27%—24.88%3.22%21.67%
AMBA2024-05-302024-05-312024-07-01—58.0058.000.00%market18.75%—-7.67%4.15%-11.82%
GTLB2024-06-032024-06-042024-07-03—46.9046.900.00%market179.07%—13.27%4.75%8.52%
KFY2024-06-132024-06-142024-07-16—70.5070.500.00%market12.50%—0.61%4.43%-3.82%
EBF2024-06-172024-06-182024-07-18—21.6721.670.00%market13.89%—7.15%1.01%6.14%
GHG2024-06-252024-06-262024-07-25—2.562.560.00%market14.29%—-2.44%-0.97%-1.47%
SMFG2024-06-282024-07-012024-07-30—13.4313.430.00%market116.31%—1.61%-0.67%2.28%
MOGU2024-07-042024-07-052024-08-05—2.442.440.00%market92.60%—-4.20%-6.23%2.03%
AEHR2024-07-162024-07-172024-08-14—19.2619.260.00%market663.64%—-29.70%-2.69%-27.00%
ALLY2024-07-172024-07-182024-08-15—43.4343.430.00%market51.56%—-4.29%-0.97%-3.32%
ARR2024-07-242024-07-252024-08-22—20.4220.420.00%market18.68%—-2.11%2.75%-4.85%
CNO2024-07-292024-07-302024-08-27—32.0032.000.00%market47.89%—5.68%2.80%2.88%
ASIX2024-08-022024-08-052024-09-03—25.8825.880.00%market29.17%—7.51%7.90%-0.39%
ANRO2024-08-132024-08-142024-09-12—9.009.000.00%market15.49%—44.34%2.99%41.35%
ANVS2024-08-142024-08-152024-09-13—8.208.200.00%market30.16%—-2.42%2.28%-4.69%
BBAR2024-08-212024-08-222024-09-20—10.0110.010.00%market134.62%—18.28%1.01%17.27%
TCOM2024-08-262024-08-272024-09-25—46.4546.450.00%market35.14%—9.87%1.89%7.98%
JKS2024-08-302024-09-032024-10-01—18.9018.900.00%market1840.00%—34.98%1.45%33.53%
MANU2024-09-112024-09-122024-10-10—15.7015.700.00%market25.93%—2.45%3.81%-1.36%
LEN2024-09-192024-09-202024-10-18—185.49185.490.00%market17.36%—1.75%2.95%-1.20%
THO2024-09-242024-09-252024-10-23—108.83108.830.00%market29.23%—-4.31%1.20%-5.51%
FGN2024-09-302024-10-012024-10-29—27.2127.210.00%market42.20%—-1.02%1.46%-2.48%
CALM2024-10-012024-10-022024-10-30—76.2076.200.00%market31.33%—16.70%2.17%14.53%
APLD2024-10-092024-10-102024-11-07—7.497.490.00%market89.01%—3.91%3.45%0.46%
MCB2024-10-172024-10-182024-11-15—63.0063.000.00%market20.00%—2.30%0.29%2.01%
BANC2024-10-222024-10-232024-11-20—15.6915.690.00%market76.68%—2.32%1.59%0.73%
BOH2024-10-282024-10-292024-11-26—72.6372.630.00%market13.41%—9.79%3.59%6.20%
ALSN2024-10-292024-10-302024-11-27—105.65105.650.00%market12.38%—12.14%3.02%9.12%
ACT2024-11-062024-11-072024-12-06—34.2034.200.00%market15.00%—2.47%2.48%-0.01%
DAO2024-11-142024-11-152024-12-16—5.025.020.00%market94.00%—55.08%2.89%52.18%
ATAT2024-11-192024-11-202024-12-19—26.2726.270.00%market18.18%—3.90%-0.72%4.62%
FLNC2024-11-252024-11-262024-12-26—21.0021.000.00%market17.24%—-24.86%0.42%-25.29%
AMBA2024-11-262024-11-272024-12-27—79.7879.780.00%market266.67%—-7.96%-0.91%-7.05%
AGX2024-12-052024-12-062025-01-07—156.25156.250.00%market58.73%—-4.02%-3.10%-0.92%
GIS2024-12-182024-12-192025-01-22—63.5063.500.00%market14.75%—-6.68%2.55%-9.23%
BB2024-12-192024-12-202025-01-23—3.003.000.00%market300.00%—38.90%4.81%34.09%
AAUC2024-12-312025-01-022025-02-03—7.357.350.00%market85.62%—30.51%1.42%29.09%
CVSA2024-12-312025-01-022025-02-03—91.1191.110.00%market44.53%—14.87%1.42%13.45%
CALM2025-01-072025-01-082025-02-07—109.78109.780.00%market21.47%—-1.45%2.05%-3.50%
KEY2025-01-212025-01-222025-02-20—17.5017.500.00%market18.75%—0.36%0.74%-0.38%
AMTB2025-01-222025-01-232025-02-21—24.2024.200.00%market85.19%—-6.34%-0.97%-5.37%
BEP2025-01-312025-02-032025-03-04—21.5521.550.00%market72.73%—0.83%-2.67%3.50%
BEPC2025-01-312025-02-032025-03-04—25.9425.940.00%market81.82%—2.79%-2.67%5.46%
AAMI2025-02-062025-02-072025-03-10—24.8624.860.00%market26.21%—-5.01%-7.63%2.62%
ACVA2025-02-192025-02-202025-03-20—18.5018.500.00%market93.33%—-15.29%-7.53%-7.76%
AEG2025-02-202025-02-212025-03-21—6.106.100.00%market124.68%—7.77%-7.57%15.34%
ASTS2025-03-032025-03-042025-04-01—24.5224.520.00%market14.29%—-10.99%-3.23%-7.76%
BRCC2025-03-032025-03-042025-04-01—2.602.600.00%market500.00%—-21.64%-3.23%-18.41%
GRND2025-03-072025-03-102025-04-07—14.7814.780.00%market28.57%—15.39%-11.14%26.53%
AEVA2025-03-192025-03-202025-04-17—3.203.200.00%market15.52%—127.71%-6.55%134.27%
ANRO2025-03-202025-03-212025-04-21—2.632.630.00%market13.85%—-11.89%-8.12%-3.77%
PVLA2025-03-312025-04-012025-04-30—28.3028.300.00%market1125.64%—-14.30%-0.52%-13.78%
SKE2025-03-312025-04-012025-04-30—10.1010.100.00%market78.57%—18.22%-0.52%18.74%
LEVI2025-04-072025-04-082025-05-07—15.7115.710.00%market36.64%—5.25%7.53%-2.28%
AA2025-04-162025-04-172025-05-16—23.8023.800.00%market27.98%—23.43%12.61%10.81%
ALLY2025-04-172025-04-212025-05-19—31.2031.200.00%market36.76%—15.57%14.14%1.43%
AAT2025-04-292025-04-302025-05-29—18.6618.660.00%market15.56%—7.88%7.76%0.13%
ACGL2025-04-292025-04-302025-05-29—88.4188.410.00%market16.67%—6.45%7.76%-1.31%
ACLS2025-05-062025-05-072025-06-05—55.9355.930.00%market166.67%—7.80%5.87%1.93%
DDS2025-05-152025-05-162025-06-16—412.18412.180.00%market13.68%—0.38%1.93%-1.55%
GSL2025-05-192025-05-202025-06-18—26.3526.350.00%market16.74%—1.49%0.73%0.76%
AI2025-05-282025-05-292025-06-27—26.5926.590.00%market20.39%—-8.94%3.68%-12.62%
ANF2025-05-282025-05-292025-06-27—88.4888.480.00%market16.91%—-6.61%3.68%-10.29%
CXM2025-06-042025-06-052025-07-07—9.109.100.00%market21.85%—-1.31%3.86%-5.17%
APPS2025-06-162025-06-172025-07-17—5.545.540.00%market100.00%—-6.24%4.64%-10.87%
TEN2025-06-172025-06-182025-07-18—20.6320.630.00%market217.24%—-7.76%4.87%-12.63%
ZGN2025-06-262025-06-272025-07-28—8.658.650.00%market44.93%—4.52%3.93%0.60%
GBX2025-07-012025-07-022025-07-31—53.7553.750.00%market116.28%—-15.45%2.40%-17.85%
AEHR2025-07-082025-07-092025-08-06—12.4412.440.00%market33.33%—46.04%1.61%44.43%
AA2025-07-162025-07-172025-08-14—29.1229.120.00%market20.97%—7.49%3.29%4.20%
IIIN2025-07-172025-07-182025-08-15—36.2436.240.00%market14.71%—2.49%2.25%0.25%
FCNCA2025-07-252025-07-282025-08-25—2,087.262,087.260.00%market12.77%—-5.79%0.78%-6.57%
ACR2025-07-302025-07-312025-08-28—19.0519.050.00%market300.00%—9.09%1.48%7.61%
ACHC2025-08-052025-08-062025-09-04—20.7820.780.00%market16.90%—13.71%3.19%10.52%
ARCO2025-08-132025-08-142025-09-12—7.617.610.00%market120.00%—-10.88%2.27%-13.15%
AMCR2025-08-142025-08-152025-09-15—43.8043.800.00%market368.82%—-5.58%2.31%-7.89%
PDD2025-08-252025-08-262025-09-24—128.50128.500.00%market61.26%—1.81%2.94%-1.13%
BILL2025-08-272025-08-282025-09-26—44.8244.820.00%market29.27%—20.78%2.25%18.53%
AEO2025-09-032025-09-042025-10-02—17.7517.750.00%market125.00%—-4.61%3.85%-8.46%
LUXE2025-09-112025-09-122025-10-10—9.099.090.00%market3261.11%—-14.84%-0.70%-14.15%
FERG2025-09-162025-09-172025-10-15—232.39232.390.00%market15.61%—3.75%0.78%2.97%
THO2025-09-242025-09-252025-10-23—106.57106.570.00%market99.14%—2.21%2.10%0.11%
KNOP2025-09-252025-09-262025-10-24—9.899.890.00%market17.65%—-8.39%2.69%-11.08%
CAG2025-10-012025-10-022025-10-30—19.0919.090.00%market16.77%—-8.85%1.40%-10.25%
APLD2025-10-092025-10-102025-11-07—37.0237.020.00%market14.66%—-16.42%-0.17%-16.24%
EQBK2025-10-142025-10-152025-11-12—40.9740.970.00%market22.22%—1.83%2.48%-0.66%
AA2025-10-222025-10-232025-11-20—37.6937.690.00%market85.83%—-5.03%-2.33%-2.70%
AAL2025-10-232025-10-242025-11-21—13.0013.000.00%market38.94%—-1.10%-2.58%1.48%
ACR2025-10-292025-10-302025-11-28—20.5020.500.00%market638.84%—3.36%-0.07%3.44%
ACHR2025-11-062025-11-072025-12-08—7.837.830.00%market60.27%—9.86%2.35%7.51%
AII2025-11-112025-11-122025-12-11—25.0025.000.00%market16.39%—-19.02%0.64%-19.66%
KC2025-11-192025-11-202025-12-19—12.2912.290.00%market120.00%—-8.07%1.14%-9.22%
AUNA2025-11-202025-11-212025-12-22—4.814.810.00%market33.33%—-5.30%4.55%-9.84%
CANG2025-12-012025-12-022025-12-31—14.2014.200.00%market195.00%—5.53%0.00%5.53%
VSXY2025-12-052025-12-082026-01-07—49.5149.510.00%market53.92%—23.01%0.44%22.57%
JILL2025-12-102025-12-112026-01-12—14.2614.260.00%market31.03%—10.63%1.46%9.17%
FDX2025-12-182025-12-192026-01-21—219.08219.080.00%market18.43%—12.72%1.30%11.42%
MFG2025-12-292025-12-302026-01-29—7.377.370.00%market44.72%—17.13%0.96%16.17%
FC2026-01-072026-01-082026-02-06—16.1516.150.00%market133.33%—20.58%0.26%20.32%
STZ2026-01-072026-01-082026-02-06—143.86143.860.00%market16.35%—14.13%0.26%13.87%
KBH2026-01-122026-01-132026-02-11—61.7361.730.00%market40.78%—3.45%-0.51%3.96%
BNED2026-01-202026-01-212026-02-19—8.828.820.00%market41.98%—-6.22%0.71%-6.93%
CCS2026-01-282026-01-292026-02-27—65.9265.920.00%market14.39%—1.89%-1.49%3.38%
ADPT2026-02-052026-02-062026-03-09—17.8217.820.00%market52.63%—-16.21%-0.47%-15.74%
ARW2026-02-052026-02-062026-03-09—145.13145.130.00%market23.66%—-3.75%-0.47%-3.28%
ACRE2026-02-102026-02-112026-03-12—5.725.720.00%market1400.00%—-13.39%-4.36%-9.03%
BORR2026-02-182026-02-192026-03-19—5.665.660.00%market78.09%—-14.59%-3.52%-11.07%
AAOI2026-02-262026-02-272026-03-27—65.9365.930.00%market91.67%—48.86%-7.17%56.03%
ATAI2026-03-062026-03-092026-04-07—3.403.400.00%market58.33%—11.37%-1.08%12.45%
KB2026-03-062026-03-092026-04-07—97.9497.940.00%market17.43%—1.80%-1.08%2.88%
BGSF2026-03-112026-03-122026-04-10—6.326.320.00%market31.25%—-4.06%1.24%-5.29%
ARX2026-03-182026-03-192026-04-17—11.7011.700.00%market43.75%—20.33%8.09%12.23%
DBI2026-03-262026-03-272026-04-27—5.545.540.00%market35.42%—37.08%11.31%25.77%
AEHR2026-04-072026-04-082026-05-06—57.3557.350.00%market28.57%—68.57%8.49%60.07%
LEVI2026-04-072026-04-082026-05-06—22.6522.650.00%market14.32%—1.58%8.49%-6.91%
NEOG2026-04-092026-04-102026-05-08—9.969.960.00%market125.00%—-9.24%8.26%-17.50%
BNY2026-04-162026-04-172026-05-15—135.96135.960.00%market14.80%—-0.79%4.68%-5.47%
CPAC2026-04-242026-04-272026-05-26—10.6910.690.00%market158.06%—-1.69%5.25%-6.94%
ADPT2026-05-052026-05-062026-06-04—14.6414.640.00%market18.75%—23.40%3.97%19.42%
AES2026-05-052026-05-062026-06-04—14.4314.430.00%market34.00%—1.98%3.97%-1.99%
AGO2026-05-072026-05-082026-06-08—79.0079.000.00%market66.67%—-5.39%0.58%-5.97%
AAUC2026-05-142026-05-152026-06-15—28.9028.900.00%market21.88%—-8.82%1.76%-10.58%
ABVX2026-05-222026-05-262026-06-24—126.63126.630.00%market33.64%—-27.04%-2.24%-24.81%
AI2026-06-032026-06-042026-07-06—11.2211.220.00%market13.16%—-17.39%-0.11%-17.28%
CHPT2026-06-032026-06-042026-07-06—7.477.470.00%market33.33%—-16.30%-0.11%-16.19%
BARK2026-06-092026-06-102026-07-10—9.019.010.00%market120.19%—6.45%2.94%3.51%
LZB2026-06-162026-06-172026-07-17—42.1842.180.00%market53.66%—-5.58%-1.06%-4.51%
CBRS2026-06-232026-06-242026-07-23—208.00208.000.00%market75.55%—5.67%0.41%5.26%
EPAC2026-07-072026-07-082026-08-05—35.8235.820.00%market19.28%—3.11%3.58%-0.47%