EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y)
Run 5f77ffba · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
2010
Win rate
52.94%
Avg return
1.13%
Median return
0.48%
Avg abnormal
0.61%
Median abnormal
-0.03%
Best trade
78.20%
Worst trade
-51.38%
Sharpe (per-trade)
0.11
Daily portfolio drawdown
-23.19%
Portfolio (equal_weight)
Total return
452.35%
Max drawdown
-23.19%
Avg trade return
1.13%
Win rate
52.94%
Signals
13800
Configured concurrent
5
Observed concurrent
5
Trades taken
2010
Skipped (no capacity)
11790
Excess vs benchmark
-34.03%
Avg entry slippage
0.00%
Return if filled at market
452.35%
VWAP fills
0
VWAP fallbacks
0
11790 of 13800 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 |
|---|---|---|---|---|
| 2006 | 27 | 2.32% | 1.44% | 55.56% |
| 2007 | 107 | -1.02% | -0.83% | 50.47% |
| 2008 | 102 | 2.14% | 2.90% | 55.88% |
| 2009 | 115 | 2.01% | 0.69% | 51.30% |
| 2010 | 112 | 0.85% | 0.60% | 51.79% |
| 2011 | 103 | -0.26% | 0.05% | 42.72% |
| 2012 | 106 | 0.70% | 0.02% | 50.00% |
| 2013 | 103 | 0.83% | -0.26% | 59.22% |
| 2014 | 99 | 0.96% | 0.24% | 51.52% |
| 2015 | 97 | 1.35% | 1.30% | 56.70% |
| 2016 | 101 | 2.93% | 2.11% | 66.34% |
| 2017 | 95 | 0.48% | -0.30% | 53.68% |
| 2018 | 85 | -0.79% | -0.32% | 44.71% |
| 2019 | 92 | 0.72% | -0.43% | 55.43% |
| 2020 | 102 | 1.92% | 0.95% | 51.96% |
| 2021 | 107 | 1.34% | 0.39% | 54.21% |
| 2022 | 96 | 0.83% | 1.38% | 51.04% |
| 2023 | 99 | 1.93% | 1.23% | 58.59% |
| 2024 | 101 | 1.28% | 0.17% | 52.48% |
| 2025 | 103 | 2.05% | 1.24% | 46.60% |
| 2026 | 58 | 1.99% | 0.81% | 53.45% |
Trades (page 5: 10 of 2,010)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Curr. earn. vs next-Q est. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TLYS | 2026-06-03 | 2026-06-04 | 2026-06-18 | — | 5.24 | 5.24 | 0.00% | market | 21.21% | 163.46% | -15.56% | -0.71% | -14.85% |
| PL | 2026-06-04 | 2026-06-05 | 2026-06-22 | — | 38.30 | 38.30 | 0.00% | market | 28.25% | 17.69% | -24.98% | -1.05% | -23.93% |
| SB | 2026-06-17 | 2026-06-18 | 2026-07-06 | — | 6.90 | 6.90 | 0.00% | market | 71.43% | 38.89% | -3.29% | 0.47% | -3.76% |
| CCL | 2026-06-23 | 2026-06-24 | 2026-07-09 | — | 29.31 | 29.31 | 0.00% | market | 19.12% | 230.26% | -8.94% | 2.25% | -11.19% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-10 | — | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | 24.09% | -20.68% | 2.17% | -22.85% |
| CPAC | 2026-07-20 | 2026-07-21 | 2026-08-04 | — | 11.60 | 11.60 | 0.00% | market | 125.69% | 100.81% | 2.31% | 3.36% | -1.04% |
| MOGU | 2026-07-20 | 2026-07-21 | 2026-08-04 | — | 1.92 | 1.92 | 0.00% | market | 1230.53% | 140.68% | 6.15% | 3.36% | 2.79% |
| KNX | 2026-07-22 | 2026-07-23 | 2026-08-06 | — | 79.01 | 79.01 | 0.00% | market | 22.57% | 21.20% | -12.41% | 3.95% | -16.36% |
| FCNCA | 2026-07-23 | 2026-07-24 | 2026-08-07 | — | 2,222.00 | 2,222.00 | 0.00% | market | 40.30% | 7902.29% | -0.26% | 4.71% | -4.96% |
| FCNCN | 2026-07-23 | 2026-07-24 | 2026-08-07 | — | 25.03 | 25.03 | 0.00% | market | 40.30% | 7902.29% | -0.14% | 4.71% | -4.85% |