EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (3)

Run 5f77fb1a · view hypothesis

completed

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

Trades
617
Win rate
52.67%
Avg return
2.34%
Median return
0.90%
Avg abnormal
1.20%
Median abnormal
-1.10%
Best trade
225.38%
Worst trade
-54.12%
Sharpe (per-trade)
0.12
Daily portfolio drawdown
-45.01%
Portfolio (equal_weight)
Total return
288.76%
Max drawdown
-45.01%
Avg trade return
2.34%
Win rate
52.67%
Signals
15913
Configured concurrent
5
Observed concurrent
5
Trades taken
617
Skipped (no capacity)
15296
Excess vs benchmark
-175.03%
Avg entry slippage
0.00%
Return if filled at market
288.76%
VWAP fills
0
VWAP fallbacks
0

15296 of 15913 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%
20073-4.64%-6.03%33.33%
200823.40%4.80%50.00%
200933.74%1.43%100.00%
20105-0.10%1.00%60.00%
201121.68%2.78%50.00%
201216.12%8.74%100.00%
20133-9.82%-10.39%0.00%
2015212.22%14.17%100.00%
2016291.32%0.54%44.83%
2017560.25%-1.38%50.00%
201854-2.94%-2.45%38.89%
2019572.67%0.48%66.67%
2020622.56%1.12%46.77%
2021610.52%-1.38%55.74%
2022611.06%2.15%52.46%
2023616.91%5.14%54.10%
2024608.08%6.07%56.67%
2025621.67%0.48%54.84%
2026314.07%2.56%51.61%
Trades (page 2: 117 of 617)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.P/EReturnBenchmarkAbnormal
CNO2024-07-292024-07-302024-08-27—32.0032.000.00%market47.89%—5.68%2.80%2.88%
ACEL2024-07-302024-07-312024-08-28—11.7511.750.00%market19.05%—-1.21%1.70%-2.90%
ANRO2024-08-132024-08-142024-09-12—9.009.000.00%market15.49%—44.34%2.99%41.35%
ELVN2024-08-132024-08-142024-09-12—22.4422.440.00%market29.31%—-0.59%2.99%-3.58%
DAO2024-08-222024-08-232024-09-23—3.293.290.00%market57.87%—-4.96%1.81%-6.78%
TCOM2024-08-262024-08-272024-09-25—46.4546.450.00%market35.14%—9.87%1.89%7.98%
AMBA2024-08-272024-08-282024-09-26—63.5063.500.00%market31.58%—-10.21%1.98%-12.19%
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%
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%
UNFI2024-10-012024-10-022024-10-30—22.4322.430.00%market112.50%—-7.95%2.17%-10.11%
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%
CALX2024-10-282024-10-292024-11-26—39.1039.100.00%market44.44%—-17.54%3.59%-21.13%
BLX2024-10-292024-10-302024-11-27—32.8032.800.00%market28.57%—1.64%3.02%-1.38%
BXC2024-10-292024-10-302024-11-27—107.70107.700.00%market62.50%—16.08%3.02%13.07%
AMC2024-11-062024-11-072024-12-06—4.454.450.00%market42.86%—6.19%2.48%3.71%
DAO2024-11-142024-11-152024-12-16—5.025.020.00%market94.00%—55.08%2.89%52.18%
AMBA2024-11-262024-11-272024-12-27—79.7879.780.00%market266.67%—-7.96%-0.91%-7.05%
JOYY2024-11-262024-11-272024-12-27—35.8035.800.00%market15.80%—17.86%-0.91%18.77%
PD2024-11-262024-11-272024-12-27—21.7621.760.00%market47.06%—-18.16%-0.91%-17.25%
ASAN2024-12-052024-12-062025-01-07—20.0020.000.00%market71.43%—1.65%-3.10%4.75%
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%
GBX2025-01-082025-01-102025-02-10—61.8561.850.00%market48.28%—4.12%3.24%0.88%
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%
PRLB2025-02-072025-02-102025-03-11—42.8542.850.00%market18.75%—-13.43%-7.96%-5.46%
AEG2025-02-202025-02-212025-03-21—6.106.100.00%market124.68%—7.77%-7.57%15.34%
BRCC2025-03-032025-03-042025-04-01—2.602.600.00%market500.00%—-21.64%-3.23%-18.41%
EBS2025-03-032025-03-042025-04-01—5.565.560.00%market114.29%—-14.85%-3.23%-11.62%
GRND2025-03-072025-03-102025-04-07—14.7814.780.00%market28.57%—15.39%-11.14%26.53%
NX2025-03-102025-03-112025-04-08—20.5220.520.00%market416.67%—-20.96%-11.25%-9.71%
CIG2025-03-202025-03-212025-04-21—1.931.930.00%market34.55%—-10.46%-8.12%-2.35%
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%
AEHR2025-04-082025-04-092025-05-08—7.017.010.00%market600.00%—20.16%14.51%5.64%
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%
ATRC2025-04-292025-04-302025-05-29—31.1831.180.00%market44.00%—9.20%7.76%1.44%
ACLS2025-05-062025-05-072025-06-05—55.9355.930.00%market166.67%—7.80%5.87%1.93%
ACRE2025-05-072025-05-082025-06-06—4.704.700.00%market285.71%—1.81%6.00%-4.18%
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%
BRZE2025-06-052025-06-062025-07-08—31.4531.450.00%market52.64%—-8.43%3.62%-12.05%
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%
SAZ2025-07-082025-07-092025-08-06—25.4225.420.00%market26.82%—0.45%1.61%-1.16%
TCBI2025-07-172025-07-182025-08-15—91.2491.240.00%market27.34%—-8.10%2.25%-10.35%
FHB2025-07-252025-07-282025-08-25—25.6025.600.00%market18.37%—-1.23%0.78%-2.02%
ACR2025-07-302025-07-312025-08-28—19.0519.050.00%market300.00%—9.09%1.48%7.61%
ADPT2025-08-052025-08-062025-09-04—12.3512.350.00%market29.17%—5.33%3.19%2.13%
AIZ2025-08-052025-08-062025-09-04—195.57195.570.00%market25.51%—10.61%3.19%7.42%
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%
ASAN2025-09-032025-09-042025-10-02—15.2015.200.00%market20.00%—-11.48%3.85%-15.33%
MANU2025-09-172025-09-182025-10-16—15.4115.410.00%market55.56%—16.32%-0.19%16.51%
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%
NEOG2025-10-092025-10-102025-11-07—6.886.880.00%market154.05%—-7.08%-0.17%-6.90%
MS2025-10-152025-10-162025-11-13—163.09163.090.00%market33.33%—1.45%0.78%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%
ANRO2025-11-122025-11-132025-12-12—14.4514.450.00%market21.21%—4.61%0.19%4.42%
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%
NTSK2025-12-112025-12-122026-01-13—21.4021.400.00%market60.27%—-23.46%0.81%-24.28%
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%
CMPR2026-01-282026-01-292026-02-27—69.1969.190.00%market21.12%—5.48%-1.49%6.97%
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%
TEN2026-03-062026-03-092026-04-07—35.7835.780.00%market58.88%—8.06%-1.08%9.14%
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%
NEOG2026-04-092026-04-102026-05-08—9.969.960.00%market125.00%—-9.24%8.26%-17.50%
C2026-04-142026-04-152026-05-13—131.25131.250.00%market15.47%—-5.55%6.77%-12.31%
ALLY2026-04-172026-04-202026-05-18—45.1345.130.00%market18.84%—-6.79%4.21%-11.01%
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%
AGO2026-05-072026-05-082026-06-08—79.0079.000.00%market66.67%—-5.39%0.58%-5.97%
AKA2026-05-122026-05-132026-06-11—12.4012.400.00%market32.65%—-27.84%-0.10%-27.75%
MUFG2026-05-152026-05-182026-06-16—19.1919.190.00%market40.10%—5.68%1.42%4.27%
ABVX2026-05-222026-05-262026-06-24—126.63126.630.00%market33.64%—-27.04%-2.24%-24.81%
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%
NAVN2026-06-102026-06-112026-07-13—24.2524.250.00%market1441.43%—7.65%2.80%4.85%
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%