EPS surp.>10 & P/E<20 & P/E after earn.>25 (hold 20d) (lookback 50y)

Run 5f77ee0a · view hypothesis

completed

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

Trades
631
Win rate
52.77%
Avg return
1.07%
Median return
0.91%
Avg abnormal
-0.05%
Median abnormal
-0.75%
Best trade
55.08%
Worst trade
-56.97%
Sharpe (per-trade)
0.09
Daily portfolio drawdown
-25.85%
Portfolio (equal_weight)
Total return
135.49%
Max drawdown
-25.85%
Avg trade return
1.07%
Win rate
52.77%
Signals
15388
Configured concurrent
5
Observed concurrent
5
Trades taken
631
Skipped (no capacity)
14757
Excess vs benchmark
-328.29%
Avg entry slippage
0.00%
Return if filled at market
135.49%
VWAP fills
0
VWAP fallbacks
0

14757 of 15388 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
200612.30%-0.63%100.00%
20074-5.07%-6.19%25.00%
20081-8.51%-6.04%0.00%
200955.49%2.14%100.00%
20106-0.88%1.09%50.00%
201142.44%3.98%75.00%
201216.12%8.74%100.00%
20132-11.88%-13.68%0.00%
201544.82%6.55%50.00%
201630-1.41%-2.39%36.67%
2017591.38%-0.30%55.93%
2018600.74%1.05%50.00%
2019582.11%0.04%58.62%
2020610.66%-0.88%55.74%
2021601.78%0.04%55.00%
2022600.54%1.32%45.00%
2023610.93%-0.68%49.18%
2024612.57%0.84%55.74%
2025610.57%-0.67%47.54%
2026321.18%-0.44%68.75%
Trades (page 2: 131 of 631)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.P/EP/E after earn.ReturnBenchmarkAbnormal
BAP2024-05-102024-05-132024-06-11—174.60174.600.00%market14.22%—34.51-9.83%2.75%-12.58%
BIDU2024-05-162024-05-172024-06-17—111.06111.060.00%market20.00%—40.24-17.79%3.46%-21.25%
TKC2024-05-272024-05-282024-06-26—6.886.880.00%market131.27%—68.805.57%2.87%2.69%
BBY2024-05-302024-05-312024-07-01—81.2081.200.00%market11.11%—67.671.24%4.15%-2.91%
JILL2024-06-072024-06-102024-07-10—37.9937.990.00%market11.93%—31.14-8.92%5.28%-14.20%
CURV2024-06-122024-06-132024-07-15—7.007.000.00%market71.43%—58.3326.04%3.38%22.66%
EBF2024-06-172024-06-182024-07-18—21.6721.670.00%market13.89%—52.857.15%1.01%6.14%
GHG2024-06-252024-06-262024-07-25—2.562.560.00%market14.29%—32.00-2.44%-0.97%-1.47%
SMFG2024-06-282024-07-012024-07-30—13.4313.430.00%market116.31%—47.761.61%-0.67%2.28%
AZZ2024-07-102024-07-112024-08-08—72.7372.730.00%market11.45%—49.821.95%-5.48%7.43%
FBK2024-07-152024-07-162024-08-13—43.3943.390.00%market10.53%—51.65-1.11%-3.70%2.59%
ALLY2024-07-172024-07-182024-08-15—43.4343.430.00%market51.56%—44.77-4.29%-0.97%-3.32%
BELFB2024-07-242024-07-252024-08-22—68.0068.000.00%market65.59%—44.16-5.31%2.75%-8.05%
CNO2024-07-292024-07-302024-08-27—32.0032.000.00%market47.89%—30.485.68%2.80%2.88%
ACMR2024-08-072024-08-082024-09-06—18.0518.050.00%market83.33%—32.82-13.40%3.14%-16.54%
B2024-08-122024-08-132024-09-11—18.9418.940.00%market23.08%—59.194.23%3.33%0.90%
ARDT2024-08-142024-08-152024-09-13—17.2917.290.00%market13.33%—50.854.87%2.28%2.60%
M2024-08-212024-08-222024-09-20—15.5115.510.00%market76.67%—29.26-1.45%1.01%-2.47%
PDD2024-08-262024-08-272024-09-25—99.9999.990.00%market10.73%—31.2513.85%1.89%11.97%
AGX2024-09-052024-09-062024-10-04—89.0989.090.00%market35.05%—68.0121.45%4.19%17.26%
SIG2024-09-122024-09-132024-10-11—87.8287.820.00%market10.62%—70.269.40%3.55%5.85%
LEN2024-09-192024-09-202024-10-18—185.49185.490.00%market17.36%—43.541.75%2.95%-1.20%
THO2024-09-242024-09-252024-10-23—108.83108.830.00%market29.23%—64.78-4.31%1.20%-5.51%
UNFI2024-10-012024-10-022024-10-30—22.4322.430.00%market112.50%—2,243.00-7.95%2.17%-10.11%
WFC2024-10-112024-10-142024-11-11—61.2761.270.00%market18.75%—40.3118.33%3.02%15.31%
C2024-10-152024-10-162024-11-13—63.4463.440.00%market15.27%—42.018.49%3.00%5.49%
BANF2024-10-172024-10-182024-11-15—114.35114.350.00%market10.76%—65.346.40%0.29%6.11%
ASR2024-10-222024-10-232024-11-20—276.87276.870.00%market10.19%—48.32-3.33%1.59%-4.92%
ALSN2024-10-292024-10-302024-11-27—105.65105.650.00%market12.38%—46.5412.14%3.02%9.12%
ADNT2024-11-082024-11-112024-12-10—20.6220.620.00%market30.77%—30.32-4.08%0.50%-4.58%
CALY2024-11-122024-11-132024-12-12—9.729.720.00%market111.64%—486.00-17.69%1.17%-18.86%
DAO2024-11-142024-11-152024-12-16—5.025.020.00%market94.00%—45.6455.08%2.89%52.18%
ATAT2024-11-192024-11-202024-12-19—26.2726.270.00%market18.18%—67.363.90%-0.72%4.62%
AMBA2024-11-262024-11-272024-12-27—79.7879.780.00%market266.67%—725.27-7.96%-0.91%-7.05%
BRZE2024-12-092024-12-102025-01-10—40.3140.310.00%market441.88%—2,015.505.66%-4.11%9.77%
JILL2024-12-112024-12-122025-01-14—29.0429.040.00%market11.25%—32.63-10.60%-4.02%-6.58%
GIS2024-12-182024-12-192025-01-22—63.5063.500.00%market14.75%—45.36-6.68%2.55%-9.23%
BB2024-12-192024-12-202025-01-23—3.003.000.00%market300.00%—150.0038.90%4.81%34.09%
CVSA2024-12-312025-01-022025-02-03—91.1191.110.00%market44.53%—46.0214.87%1.42%13.45%
GBX2025-01-082025-01-102025-02-10—61.8561.850.00%market48.28%—35.964.12%3.24%0.88%
C2025-01-152025-01-162025-02-14—77.8377.830.00%market10.74%—58.088.61%2.61%6.00%
COF2025-01-212025-01-222025-02-20—196.74196.740.00%market11.15%—63.674.29%0.74%3.55%
AA2025-01-222025-01-232025-02-21—37.6037.600.00%market11.83%—36.15-8.61%-0.97%-7.64%
ARCB2025-01-312025-02-032025-03-04—90.2590.250.00%market26.67%—67.86-17.92%-2.67%-15.25%
NWL2025-02-072025-02-102025-03-11—7.397.390.00%market14.29%—46.19-11.60%-7.96%-3.64%
ALNY2025-02-132025-02-142025-03-17—264.02264.020.00%market109.68%—4,400.33-4.23%-7.02%2.78%
CAKE2025-02-192025-02-202025-03-20—53.2553.250.00%market14.29%—51.20-8.96%-7.53%-1.43%
AMN2025-02-202025-02-212025-03-21—28.6328.630.00%market44.23%—38.17-15.99%-7.57%-8.42%
BRCC2025-03-032025-03-042025-04-01—2.602.600.00%market500.00%—65.00-21.64%-3.23%-18.41%
FTK2025-03-102025-03-112025-04-08—8.208.200.00%market55.56%—58.57-23.88%-11.25%-12.63%
LI2025-03-142025-03-172025-04-14—26.6626.660.00%market31.09%—51.37-10.64%-4.21%-6.43%
WSM2025-03-192025-03-202025-04-17—165.06165.060.00%market11.56%—50.32-15.76%-6.55%-9.21%
CIG-C2025-03-202025-03-212025-04-21—2.592.590.00%market34.55%—31.18-7.44%-8.12%0.68%
BB2025-04-022025-04-032025-05-02—3.203.200.00%market50.00%—106.678.96%3.97%4.99%
LEVI2025-04-072025-04-082025-05-07—15.7115.710.00%market36.64%—41.345.25%7.53%-2.28%
MS2025-04-112025-04-142025-05-13—110.48110.480.00%market17.65%—42.4916.98%7.87%9.11%
ALV2025-04-162025-04-172025-05-16—85.8585.850.00%market27.98%—39.9318.65%12.61%6.04%
ALLY2025-04-172025-04-212025-05-19—31.2031.200.00%market36.76%—53.7915.57%14.14%1.43%
AIG2025-05-012025-05-022025-06-02—80.6380.630.00%market17.00%—68.916.26%4.95%1.31%
ACLS2025-05-062025-05-072025-06-05—55.9355.930.00%market166.67%—53.787.80%5.87%1.93%
AUPH2025-05-122025-05-132025-06-11—8.188.180.00%market100.00%—51.13-1.20%3.08%-4.28%
DDS2025-05-152025-05-162025-06-16—412.18412.180.00%market13.68%—39.670.38%1.93%-1.55%
BAP2025-05-192025-05-202025-06-18—195.14195.140.00%market10.87%—32.4211.50%0.73%10.76%
CHA2025-05-302025-06-022025-07-01—28.8628.860.00%market504.64%—53.44-9.32%5.09%-14.40%
CXM2025-06-042025-06-052025-07-07—9.109.100.00%market21.85%—75.83-1.31%3.86%-5.17%
ETOR2025-06-102025-06-112025-07-11—66.4866.480.00%market26.14%—96.35-13.41%3.22%-16.63%
APPS2025-06-162025-06-172025-07-17—5.545.540.00%market100.00%—55.40-6.24%4.64%-10.87%
KMX2025-06-202025-06-232025-07-22—67.9467.940.00%market18.97%—49.23-6.59%5.68%-12.27%
GBX2025-07-012025-07-022025-07-31—53.7553.750.00%market116.28%—28.90-15.45%2.40%-17.85%
PENG2025-07-082025-07-092025-08-06—20.9020.900.00%market12.93%—44.479.47%1.61%7.86%
BNY2025-07-152025-07-162025-08-13—96.0096.000.00%market10.86%—49.486.06%3.39%2.67%
AA2025-07-162025-07-172025-08-14—29.1229.120.00%market20.97%—74.677.49%3.29%4.20%
BOKF2025-07-212025-07-222025-08-19—106.47106.470.00%market10.61%—48.62-1.35%1.70%-3.05%
ACR2025-07-302025-07-312025-08-28—19.0519.050.00%market300.00%—476.259.09%1.48%7.61%
ACHC2025-08-052025-08-062025-09-04—20.7820.780.00%market16.90%—25.0413.71%3.19%10.52%
BKV2025-08-122025-08-132025-09-11—21.6921.690.00%market160.00%—55.622.34%1.97%0.37%
ARCO2025-08-132025-08-142025-09-12—7.617.610.00%market120.00%—69.18-10.88%2.27%-13.15%
DY2025-08-202025-08-212025-09-19—259.00259.000.00%market14.04%—77.783.98%4.31%-0.32%
BILL2025-08-272025-08-282025-09-26—44.8244.820.00%market29.27%—84.5720.78%2.25%18.53%
AEO2025-09-032025-09-042025-10-02—17.7517.750.00%market125.00%—39.44-4.61%3.85%-8.46%
TEN2025-09-102025-09-112025-10-09—21.2421.240.00%market13.56%—31.701.12%2.60%-1.47%
FIZZ2025-09-112025-09-122025-10-10—40.4540.450.00%market18.11%—67.42-8.31%-0.70%-7.61%
EBF2025-09-222025-09-232025-10-21—18.5918.590.00%market24.39%—36.45-9.35%0.69%-10.04%
KNOP2025-09-252025-09-262025-10-24—9.899.890.00%market17.65%—49.45-8.39%2.69%-11.08%
CAG2025-10-012025-10-022025-10-30—19.0919.090.00%market16.77%—48.95-8.85%1.40%-10.25%
LEVI2025-10-092025-10-102025-11-07—22.2922.290.00%market11.11%—65.56-9.30%-0.17%-9.12%
NEOG2025-10-092025-10-102025-11-07—6.886.880.00%market154.05%—172.00-7.08%-0.17%-6.90%
CCK2025-10-202025-10-212025-11-18—101.31101.310.00%market13.13%—45.23-6.13%-1.69%-4.44%
BC2025-10-232025-10-242025-11-21—71.4871.480.00%market12.01%—73.69-10.26%-2.58%-7.68%
ARIS2025-10-292025-10-302025-11-28—9.639.630.00%market33.33%—26.7545.69%-0.07%45.77%
ABX2025-11-062025-11-072025-12-08—5.715.710.00%market11.11%—28.5529.32%2.35%26.97%
ACIW2025-11-062025-11-072025-12-08—50.5050.500.00%market10.10%—46.33-10.48%2.35%-12.83%
BIDU2025-11-182025-11-192025-12-18—115.07115.070.00%market30.00%—73.764.61%2.37%2.24%
DSX2025-11-202025-11-212025-12-22—1.691.690.00%market900.00%—33.801.68%4.55%-2.87%
MDB2025-12-012025-12-022025-12-31—406.82406.820.00%market63.98%—308.203.06%0.00%3.06%
SAIL2025-12-092025-12-102026-01-09—19.8719.870.00%market34.52%—248.38-1.11%1.69%-2.79%
PLAB2025-12-102025-12-112026-01-12—37.4537.450.00%market32.36%—62.42-10.11%1.46%-11.58%
MU2025-12-172025-12-182026-01-20—256.53256.530.00%market20.71%—53.6742.18%-0.00%42.19%
MFG2025-12-292025-12-302026-01-29—7.377.370.00%market44.72%—34.4617.13%0.96%16.17%
FC2026-01-072026-01-082026-02-06—16.1516.150.00%market133.33%—230.7120.58%0.26%20.32%
CMC2026-01-082026-01-092026-02-09—70.6370.630.00%market18.71%—38.3917.37%0.48%16.89%
FHN2026-01-152026-01-162026-02-17—24.6724.670.00%market13.04%—47.440.35%-1.56%1.90%
PNC2026-01-162026-01-202026-02-18—219.79219.790.00%market15.37%—45.045.79%0.70%5.09%
AVT2026-01-282026-01-292026-02-27—60.7560.750.00%market10.53%—57.868.28%-1.49%9.77%
ARW2026-02-052026-02-062026-03-09—145.13145.130.00%market23.66%—33.06-3.75%-0.47%-3.28%
AER2026-02-062026-02-092026-03-10—140.35140.350.00%market16.18%—35.530.11%-1.78%1.88%
DCH2026-02-132026-02-172026-03-17—7.207.200.00%market200.00%—102.86-23.02%-1.37%-21.64%
ACLS2026-02-172026-02-182026-03-18—79.2879.280.00%market33.04%—53.218.05%-3.30%11.35%
AGO2026-02-262026-02-272026-03-27—89.3389.330.00%market50.65%—38.50-11.34%-7.17%-4.17%
KB2026-03-062026-03-092026-04-07—97.9497.940.00%market17.43%—76.521.80%-1.08%2.88%
EDN2026-03-092026-03-102026-04-08—25.3325.330.00%market101.13%—26.6623.55%-0.25%23.80%
SAIC2026-03-162026-03-172026-04-15—93.7193.710.00%market13.42%—35.772.56%4.10%-1.54%
BOBS2026-03-172026-03-182026-04-16—13.6413.640.00%market16.67%—38.97-12.86%4.98%-17.84%
REX2026-03-262026-03-272026-04-27—44.4444.440.00%market810.34%—33.676.22%11.31%-5.09%
LEVI2026-04-072026-04-082026-05-06—22.6522.650.00%market14.32%—53.931.58%8.49%-6.91%
DAL2026-04-082026-04-092026-05-07—67.6467.640.00%market10.34%—105.697.99%8.41%-0.42%
ACI2026-04-142026-04-152026-05-13—16.2216.220.00%market11.63%—33.791.87%6.77%-4.89%
MS2026-04-152026-04-162026-05-14—190.93190.930.00%market13.58%—55.661.79%6.72%-4.93%
CPAC2026-04-242026-04-272026-05-26—10.6910.690.00%market158.06%—38.18-1.69%5.25%-6.94%
AIZ2026-05-052026-05-062026-06-04—235.96235.960.00%market12.48%—39.666.55%3.97%2.58%
ACVA2026-05-062026-05-072026-06-05—6.176.170.00%market66.67%—123.40-8.37%0.34%-8.71%
ALH2026-05-122026-05-132026-06-11—25.0925.090.00%market19.23%—80.942.89%-0.10%2.99%
ATAT2026-05-132026-05-142026-06-12—37.2437.240.00%market29.73%—77.58-9.26%-0.26%-9.00%
BAH2026-05-222026-05-262026-06-24—80.0380.030.00%market34.85%—44.96-21.78%-2.24%-19.54%
PVH2026-06-032026-06-042026-07-06—72.0072.000.00%market10.44%—35.826.61%-0.11%6.72%
RBRK2026-06-042026-06-052026-07-07—77.0077.000.00%market637.45%—481.2512.94%-0.61%13.55%
NAVN2026-06-102026-06-112026-07-13—24.2524.250.00%market1441.43%—303.137.65%2.80%4.85%
DRVN2026-06-112026-06-122026-07-14—13.5513.550.00%market25.00%—45.1714.14%1.50%12.64%
CCL2026-06-232026-06-242026-07-23—29.3129.310.00%market19.12%—71.49-13.88%0.41%-14.29%
EPAC2026-07-072026-07-082026-08-05—35.8235.820.00%market19.28%—59.703.11%3.58%-0.47%
PENG2026-07-072026-07-082026-08-05—67.8567.850.00%market55.84%—80.77-17.98%3.58%-21.56%