P/E>10 & P/E after earn.<8 (lookback 50y) (exit open) (min cap 10000000000)
Run 5f77e6f3 · view hypothesis
completed
Trades
87
Win rate
67.82%
Avg return
2.38%
Median return
1.18%
Avg abnormal
1.71%
Median abnormal
0.44%
Best trade
28.81%
Worst trade
-17.54%
Sharpe (per-trade)
0.40
Max drawdown
-19.81%
Portfolio (equal_weight)
Total return
41.40%
Max drawdown
-3.66%
Avg trade return
2.38%
Win rate
67.82%
Signals
87
Configured concurrent
5
Observed concurrent
4
Trades taken
87
Skipped (no capacity)
0
Excess vs benchmark
-201.04%
Avg entry slippage
0.00%
Return if filled at market
41.40%
VWAP fills
0
VWAP fallbacks
0
0 of 87qualifying signals were dropped because every slot was already taken. Raise “Max concurrent positions” to open more of them — or lower it to see how the strategy behaves when it can only run one trade at a time.
Equity curve
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2016 | 3 | 13.02% | 12.25% | 100.00% |
| 2017 | 2 | 7.40% | 7.25% | 100.00% |
| 2018 | 7 | -2.27% | -2.37% | 57.14% |
| 2019 | 7 | 4.47% | 3.79% | 71.43% |
| 2020 | 6 | 3.60% | 0.24% | 66.67% |
| 2021 | 8 | 6.09% | 5.71% | 87.50% |
| 2022 | 7 | 2.61% | 3.06% | 57.14% |
| 2023 | 18 | 1.43% | 1.29% | 72.22% |
| 2024 | 18 | 1.13% | 0.12% | 55.56% |
| 2025 | 8 | 0.73% | -0.42% | 87.50% |
| 2026 | 3 | -0.94% | -1.11% | 0.00% |
Trades (87)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | P/E | P/E after earn. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ORLY | 2016-07-27 | 2016-07-28 | 2016-08-04 | — | 18.59 | 18.59 | 0.00% | market | 23.78 | 7.02 | 2.91% | 0.01% | 2.90% |
| COKE | 2016-08-09 | 2016-08-10 | 2016-08-17 | — | 14.22 | 14.22 | 0.00% | market | 21.55 | 7.00 | 7.35% | -0.14% | 7.50% |
| COKE | 2016-11-08 | 2016-11-09 | 2016-11-16 | — | 12.80 | 12.80 | 0.00% | market | 14.63 | 5.22 | 28.81% | 2.44% | 26.36% |
| ORLY | 2017-07-26 | 2017-07-27 | 2017-08-03 | — | 13.09 | 13.09 | 0.00% | market | 17.42 | 4.31 | 6.85% | -0.26% | 7.11% |
| ORLY | 2017-10-25 | 2017-10-26 | 2017-11-02 | — | 12.80 | 12.80 | 0.00% | market | 16.52 | 3.98 | 7.95% | 0.55% | 7.39% |
| ORLY | 2018-02-07 | 2018-02-08 | 2018-02-15 | — | 17.07 | 17.07 | 0.00% | market | 16.90 | 5.89 | -3.03% | 1.33% | -4.36% |
| YPF | 2018-03-02 | 2018-03-05 | 2018-03-12 | — | 22.45 | 22.45 | 0.00% | market | 68.40 | 7.34 | 0.12% | 4.28% | -4.16% |
| ORLY | 2018-04-25 | 2018-04-26 | 2018-05-03 | — | 17.00 | 17.00 | 0.00% | market | 16.94 | 4.71 | 1.31% | -0.96% | 2.27% |
| SBS | 2018-05-10 | 2018-05-11 | 2018-05-18 | — | 1.72 | 1.72 | 0.00% | market | 10.01 | 6.88 | -17.54% | -0.20% | -17.34% |
| ORLY | 2018-07-25 | 2018-07-26 | 2018-08-02 | — | 20.33 | 20.33 | 0.00% | market | 15.83 | 4.75 | -1.13% | -1.35% | 0.21% |
| ORLY | 2018-10-24 | 2018-10-25 | 2018-11-01 | — | 21.20 | 21.20 | 0.00% | market | 19.04 | 4.71 | 0.23% | 1.58% | -1.35% |
| COKE | 2018-11-07 | 2018-11-08 | 2018-11-15 | — | 18.21 | 18.21 | 0.00% | market | 16.33 | 6.22 | 4.13% | -4.04% | 8.17% |
| ORLY | 2019-02-06 | 2019-02-07 | 2019-02-14 | — | 24.11 | 24.11 | 0.00% | market | 22.90 | 6.48 | 3.96% | 1.05% | 2.92% |
| YPF | 2019-03-08 | 2019-03-11 | 2019-03-18 | — | 13.34 | 13.34 | 0.00% | market | 57.52 | 3.00 | 8.45% | 2.29% | 6.16% |
| ORLY | 2019-04-24 | 2019-04-25 | 2019-05-02 | — | 25.36 | 25.36 | 0.00% | market | 23.93 | 6.26 | -2.03% | -0.15% | -1.88% |
| ORLY | 2019-07-24 | 2019-07-25 | 2019-08-01 | — | 25.70 | 25.70 | 0.00% | market | 20.53 | 5.70 | -1.31% | -1.11% | -0.20% |
| COKE | 2019-08-06 | 2019-08-07 | 2019-08-14 | — | 30.14 | 30.14 | 0.00% | market | 47.42 | 6.68 | 14.76% | 1.29% | 13.47% |
| ORLY | 2019-10-23 | 2019-10-24 | 2019-10-31 | — | 28.00 | 28.00 | 0.00% | market | 19.39 | 5.51 | 4.01% | 1.07% | 2.94% |
| COKE | 2019-11-05 | 2019-11-06 | 2019-11-13 | — | 26.60 | 26.60 | 0.00% | market | 54.66 | 7.73 | 3.43% | 0.29% | 3.15% |
| ORLY | 2020-02-05 | 2020-02-06 | 2020-02-13 | — | 26.95 | 26.95 | 0.00% | market | 25.53 | 6.34 | -3.18% | 0.58% | -3.76% |
| ORLY | 2020-04-22 | 2020-04-23 | 2020-04-30 | — | 25.76 | 25.76 | 0.00% | market | 18.79 | 6.49 | 0.09% | 4.00% | -3.91% |
| ORLY | 2020-07-29 | 2020-07-30 | 2020-08-06 | — | 32.00 | 32.00 | 0.00% | market | 14.71 | 4.51 | -2.85% | 2.98% | -5.83% |
| COKE | 2020-08-04 | 2020-08-05 | 2020-08-12 | — | 23.23 | 23.23 | 0.00% | market | 13.70 | 4.45 | 17.08% | 1.20% | 15.88% |
| ORLY | 2020-10-28 | 2020-10-29 | 2020-11-05 | — | 29.33 | 29.33 | 0.00% | market | 16.16 | 4.15 | 3.38% | 6.83% | -3.45% |
| COKE | 2020-11-03 | 2020-11-04 | 2020-11-11 | — | 24.00 | 24.00 | 0.00% | market | 10.90 | 3.34 | 7.07% | 4.56% | 2.51% |
| SONY | 2021-02-03 | 2021-02-04 | 2021-02-11 | — | 22.20 | 22.20 | 0.00% | market | 10.37 | 7.71 | 2.60% | 2.16% | 0.44% |
| ORLY | 2021-02-10 | 2021-02-11 | 2021-02-19 | — | 30.39 | 30.39 | 0.00% | market | 20.77 | 5.63 | 0.82% | 0.21% | 0.61% |
| ORLY | 2021-04-28 | 2021-04-29 | 2021-05-06 | — | 35.48 | 35.48 | 0.00% | market | 17.80 | 5.03 | 5.68% | -1.07% | 6.75% |
| COKE | 2021-05-11 | 2021-05-12 | 2021-05-19 | — | 29.54 | 29.54 | 0.00% | market | 12.71 | 4.52 | 13.00% | -1.05% | 14.05% |
| ORLY | 2021-07-28 | 2021-07-29 | 2021-08-05 | — | 39.33 | 39.33 | 0.00% | market | 16.83 | 4.72 | 2.75% | 0.09% | 2.66% |
| COKE | 2021-08-10 | 2021-08-11 | 2021-08-18 | — | 39.00 | 39.00 | 0.00% | market | 19.13 | 4.45 | 4.75% | -0.19% | 4.94% |
| ORLY | 2021-10-27 | 2021-10-28 | 2021-11-04 | — | 42.93 | 42.93 | 0.00% | market | 18.76 | 5.32 | -3.69% | 2.17% | -5.86% |
| COKE | 2021-11-09 | 2021-11-10 | 2021-11-17 | — | 42.29 | 42.29 | 0.00% | market | 13.23 | 4.21 | 22.81% | 0.73% | 22.08% |
| ORLY | 2022-02-09 | 2022-02-10 | 2022-02-17 | — | 42.17 | 42.17 | 0.00% | market | 22.89 | 5.52 | 6.87% | -1.80% | 8.67% |
| ORLY | 2022-04-27 | 2022-04-28 | 2022-05-05 | — | 43.61 | 43.61 | 0.00% | market | 23.65 | 6.08 | -4.66% | 0.54% | -5.20% |
| COKE | 2022-05-03 | 2022-05-04 | 2022-05-11 | — | 46.47 | 46.47 | 0.00% | market | 12.92 | 5.52 | 8.21% | -4.56% | 12.76% |
| ORLY | 2022-07-27 | 2022-07-28 | 2022-08-04 | — | 44.93 | 44.93 | 0.00% | market | 17.83 | 5.12 | 4.95% | 3.11% | 1.85% |
| COKE | 2022-08-02 | 2022-08-03 | 2022-08-10 | — | 51.74 | 51.74 | 0.00% | market | 13.54 | 4.33 | -2.61% | 2.07% | -4.68% |
| ORLY | 2022-10-26 | 2022-10-27 | 2022-11-03 | — | 54.47 | 54.47 | 0.00% | market | 19.01 | 5.94 | -0.67% | -3.03% | 2.36% |
| HLN | 2022-11-10 | 2022-11-11 | 2022-11-18 | — | 6.38 | 6.38 | 0.00% | market | 20.75 | 1.17 | 6.17% | 0.54% | 5.63% |
| ORLY | 2023-02-08 | 2023-02-09 | 2023-02-16 | — | 53.75 | 53.75 | 0.00% | market | 24.98 | 6.42 | 5.59% | -1.36% | 6.95% |
| HLN | 2023-02-17 | 2023-02-21 | 2023-02-28 | — | 8.27 | 8.27 | 0.00% | market | 22.10 | 2.45 | -4.94% | -1.45% | -3.49% |
| COKE | 2023-02-22 | 2023-02-23 | 2023-03-02 | — | 52.11 | 52.11 | 0.00% | market | 10.13 | 3.85 | 5.87% | -2.21% | 8.08% |
| ORLY | 2023-04-26 | 2023-04-27 | 2023-05-04 | — | 58.93 | 58.93 | 0.00% | market | 25.39 | 7.12 | 5.77% | -0.02% | 5.79% |
| COKE | 2023-05-03 | 2023-05-04 | 2023-05-11 | — | 62.00 | 62.00 | 0.00% | market | 10.62 | 3.82 | 1.51% | 1.23% | 0.28% |
| HLN | 2023-05-03 | 2023-05-04 | 2023-05-11 | — | 8.74 | 8.74 | 0.00% | market | 22.10 | 1.79 | 0.24% | 1.23% | -0.99% |
| AIZN | 2023-06-30 | 2023-07-03 | 2023-07-11 | — | 18.85 | 18.85 | 0.00% | market | 10.80 | 6.50 | 1.07% | -0.56% | 1.62% |
| ELC | 2023-06-30 | 2023-07-03 | 2023-07-11 | — | 22.25 | 22.25 | 0.00% | market | 13.09 | 0.01 | -0.82% | -0.56% | -0.26% |
| ORLY | 2023-07-26 | 2023-07-27 | 2023-08-03 | — | 63.30 | 63.30 | 0.00% | market | 23.15 | 6.19 | -2.82% | -2.39% | -0.43% |
| AIZN | 2023-08-01 | 2023-08-02 | 2023-08-09 | — | 18.74 | 18.74 | 0.00% | market | 10.80 | 4.82 | 1.98% | -0.93% | 2.91% |
| PFH | 2023-08-01 | 2023-08-02 | 2023-08-09 | — | 19.85 | 19.85 | 0.00% | market | 15.98 | 6.75 | -0.55% | -0.93% | 0.38% |
| COKE | 2023-08-02 | 2023-08-03 | 2023-08-10 | — | 66.90 | 66.90 | 0.00% | market | 12.18 | 3.63 | 4.10% | 0.03% | 4.07% |
| HLN | 2023-08-02 | 2023-08-03 | 2023-08-10 | — | 8.32 | 8.32 | 0.00% | market | 11.15 | 2.30 | 4.23% | 0.03% | 4.19% |
| AIZN | 2023-09-30 | 2023-10-02 | 2023-10-09 | — | 19.47 | 19.47 | 0.00% | market | 10.11 | 5.50 | -6.01% | 0.23% | -6.23% |
| ORLY | 2023-10-25 | 2023-10-26 | 2023-11-02 | — | 60.27 | 60.27 | 0.00% | market | 21.01 | 5.62 | 3.58% | 2.43% | 1.15% |
| AIZN | 2023-10-31 | 2023-11-01 | 2023-11-08 | — | 18.72 | 18.72 | 0.00% | market | 10.11 | 4.36 | 1.18% | 4.38% | -3.20% |
| COKE | 2023-11-01 | 2023-11-02 | 2023-11-09 | — | 64.75 | 64.75 | 0.00% | market | 16.23 | 3.69 | 4.67% | 2.78% | 1.89% |
| HLN | 2023-11-02 | 2023-11-03 | 2023-11-10 | — | 7.96 | 7.96 | 0.00% | market | 11.15 | 1.59 | 1.16% | 0.66% | 0.50% |
| AIZN | 2023-12-31 | 2024-01-02 | 2024-01-09 | — | 19.94 | 19.94 | 0.00% | market | 12.24 | 5.83 | 1.00% | -0.06% | 1.06% |
| AIZN | 2024-02-06 | 2024-02-07 | 2024-02-14 | — | 20.60 | 20.60 | 0.00% | market | 12.24 | 4.50 | -0.25% | 0.10% | -0.35% |
| ORLY | 2024-02-07 | 2024-02-08 | 2024-02-15 | — | 67.37 | 67.37 | 0.00% | market | 25.45 | 7.28 | 3.91% | 0.24% | 3.67% |
| COKE | 2024-02-21 | 2024-02-22 | 2024-02-29 | — | 83.11 | 83.11 | 0.00% | market | 28.65 | 6.21 | 1.06% | 0.81% | 0.25% |
| HLN | 2024-02-29 | 2024-03-01 | 2024-03-08 | — | 8.43 | 8.43 | 0.00% | market | 20.64 | 2.58 | 1.32% | 1.27% | 0.05% |
| ORLY | 2024-04-24 | 2024-04-25 | 2024-05-02 | — | 68.00 | 68.00 | 0.00% | market | 30.47 | 7.39 | -1.66% | 1.00% | -2.65% |
| HLN | 2024-05-01 | 2024-05-02 | 2024-05-09 | — | 8.28 | 8.28 | 0.00% | market | 18.05 | 1.60 | -0.34% | 2.62% | -2.97% |
| COKE | 2024-05-06 | 2024-05-07 | 2024-05-14 | — | 91.70 | 91.70 | 0.00% | market | 11.95 | 5.30 | 3.72% | 0.69% | 3.03% |
| AIZN | 2024-05-07 | 2024-05-08 | 2024-05-15 | — | 21.20 | 21.20 | 0.00% | market | 10.40 | 4.44 | -1.00% | 2.05% | -3.05% |
| ORLY | 2024-07-24 | 2024-07-25 | 2024-08-01 | — | 70.05 | 70.05 | 0.00% | market | 23.94 | 6.64 | 7.52% | 2.07% | 5.45% |
| COKE | 2024-07-31 | 2024-08-01 | 2024-08-08 | — | 116.73 | 116.73 | 0.00% | market | 14.58 | 5.64 | 7.30% | -5.19% | 12.49% |
| HLN | 2024-08-01 | 2024-08-02 | 2024-08-09 | — | 9.61 | 9.61 | 0.00% | market | 10.41 | 2.50 | 1.15% | -1.11% | 2.26% |
| AIZN | 2024-08-06 | 2024-08-07 | 2024-08-14 | — | 21.60 | 21.60 | 0.00% | market | 11.62 | 5.29 | 0.50% | 2.72% | -2.22% |
| ORLY | 2024-10-23 | 2024-10-24 | 2024-10-31 | — | 78.79 | 78.79 | 0.00% | market | 25.09 | 6.91 | -1.86% | -0.76% | -1.10% |
| COKE | 2024-10-30 | 2024-10-31 | 2024-11-07 | — | 116.35 | 116.35 | 0.00% | market | 24.55 | 6.19 | 1.79% | 3.04% | -1.25% |
| PFH | 2024-10-30 | 2024-10-31 | 2024-11-07 | — | 20.30 | 20.30 | 0.00% | market | 24.42 | 5.83 | -0.44% | 3.04% | -3.49% |
| HLN | 2024-10-31 | 2024-11-01 | 2024-11-08 | — | 9.80 | 9.80 | 0.00% | market | 18.69 | 2.14 | -2.55% | 4.35% | -6.90% |
| AIZN | 2024-11-05 | 2024-11-06 | 2024-11-13 | — | 22.63 | 22.63 | 0.00% | market | 19.42 | 7.54 | -0.76% | 1.39% | -2.15% |
| AIZN | 2025-02-11 | 2025-02-12 | 2025-02-20 | — | 20.51 | 20.51 | 0.00% | market | 13.70 | 4.28 | -2.44% | 2.06% | -4.50% |
| PFH | 2025-04-30 | 2025-05-01 | 2025-05-08 | — | 17.29 | 17.29 | 0.00% | market | 14.24 | 5.26 | 0.54% | 0.87% | -0.33% |
| RZC | 2025-05-01 | 2025-05-02 | 2025-05-09 | — | 25.88 | 25.88 | 0.00% | market | 11.37 | 6.06 | 0.29% | 0.31% | -0.02% |
| AIZN | 2025-05-06 | 2025-05-07 | 2025-05-14 | — | 19.66 | 19.66 | 0.00% | market | 18.33 | 5.80 | 2.65% | 4.94% | -2.29% |
| PFH | 2025-07-30 | 2025-07-31 | 2025-08-07 | — | 17.58 | 17.58 | 0.00% | market | 18.03 | 4.91 | 1.38% | -0.50% | 1.88% |
| AIZN | 2025-08-05 | 2025-08-06 | 2025-08-13 | — | 19.81 | 19.81 | 0.00% | market | 10.73 | 3.88 | 2.93% | 2.52% | 0.41% |
| RZC | 2025-10-30 | 2025-10-31 | 2025-11-07 | — | 25.61 | 25.61 | 0.00% | market | 12.48 | 6.72 | 0.13% | -2.50% | 2.63% |
| AIZN | 2025-11-04 | 2025-11-05 | 2025-11-12 | — | 20.10 | 20.10 | 0.00% | market | 10.37 | 3.51 | 0.35% | 1.45% | -1.11% |
| PFH | 2026-02-03 | 2026-02-04 | 2026-02-11 | — | 17.71 | 17.71 | 0.00% | market | 10.90 | 5.37 | -0.44% | 0.87% | -1.31% |
| AIZN | 2026-02-10 | 2026-02-11 | 2026-02-19 | — | 21.75 | 21.75 | 0.00% | market | 13.41 | 3.88 | -2.35% | -1.80% | -0.55% |
| PFH | 2026-05-05 | 2026-05-06 | 2026-05-13 | — | 16.84 | 16.84 | 0.00% | market | 14.20 | 4.66 | -0.04% | 1.42% | -1.46% |