EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 50y)

Run 581757a8 · view hypothesis

completed
Trades
126
Win rate
49.21%
Avg return
1.72%
Median return
-0.21%
Avg abnormal
0.92%
Median abnormal
-1.77%
Best trade
106.02%
Worst trade
-45.61%
Sharpe (per-trade)
0.10
Max drawdown
-74.61%
Portfolio (equal_weight)
Total return
2.17%
Max drawdown
-1.14%
Avg trade return
1.72%
Win rate
49.21%
Signals
126
Configured concurrent
100
Observed concurrent
7
Trades taken
126
Skipped (no capacity)
0
Excess vs benchmark
-252.11%
Avg entry slippage
0.00%
Return if filled at market
2.17%
VWAP fills
0
VWAP fallbacks
0

0 of 126qualifying 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
BucketTradesAvg returnAvg abnormalWin rate
2016223.35%20.48%100.00%
20177-2.73%-2.37%42.86%
201812-0.14%-0.63%50.00%
20194-2.43%-2.72%50.00%
2020155.98%6.47%40.00%
2021200.94%0.60%45.00%
202272.26%-0.47%57.14%
2023173.75%2.09%47.06%
202417-4.39%-6.38%41.18%
2025183.30%3.12%55.56%
202673.99%3.04%71.43%
Trades (126)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ROEOp. marginReturnBenchmarkAbnormal
HALO2016-11-072016-11-082016-11-2219.159.150.00%market14.81%241.38%-71.40%38.26%3.71%34.55%
ADMA2016-11-102016-11-112016-11-2815.625.620.00%market15.00%2846.88%-127.20%8.44%2.04%6.40%
SRI2017-03-022017-03-032017-03-17118.9018.900.00%market17.24%27.12%5.89%-0.10%-0.48%0.38%
SRPT2017-04-272017-04-282017-05-12138.0038.000.00%market14.12%19.59%-240.15%-9.86%0.03%-9.90%
MARA2017-05-152017-05-162017-05-3115.765.760.00%market13.33%31.94%-3595.85%-36.21%0.33%-36.54%
CWST2017-08-022017-08-032017-08-17116.1316.130.00%market19.05%71.92%10.93%2.63%-1.71%4.33%
ENR2017-08-022017-08-032017-08-17143.4343.430.00%market19.44%28.62%11.72%-3.95%-1.71%-2.24%
NSP2017-11-012017-11-022017-11-16149.8349.830.00%market16.33%18.84%3.75%10.98%0.47%10.51%
BHC2017-11-072017-11-082017-11-22114.0814.080.00%market16.85%24.42%1.71%17.37%0.50%16.87%
COR2018-02-062018-02-072018-02-22191.6091.600.00%market14.81%29.98%1.11%5.93%0.71%5.22%
NSP2018-02-122018-02-132018-02-28161.3061.300.00%market19.57%23.45%2.87%6.43%2.91%3.52%
WK2018-02-222018-02-232018-03-09120.8520.850.00%market13.64%84.57%-26.92%12.13%2.60%9.53%
ASIX2018-02-232018-02-262018-03-12343.0043.000.00%market20.00%19.23%6.98%1.99%0.94%1.05%
HRB2018-03-062018-03-072018-03-21128.8928.890.00%market12.78%35.19%-19.92%-10.66%0.00%-10.66%
BURL2018-05-312018-06-012018-06-151147.24147.240.00%market15.60%74.22%7.42%4.63%1.73%2.89%
KR2018-06-212018-06-222018-07-09128.8328.830.00%market15.87%29.07%2.73%-0.38%0.81%-1.19%
NSP2018-08-012018-08-022018-08-161104.20104.200.00%market13.33%20.84%3.64%7.48%1.67%5.81%
BURL2018-08-302018-08-312018-09-171166.51166.510.00%market19.79%46.29%6.07%-3.47%-0.17%-3.30%
GIC2018-10-302018-10-312018-11-14130.9030.900.00%market17.65%48.16%7.80%-9.61%-0.17%-9.45%
NSP2018-11-012018-11-022018-11-161112.85112.850.00%market17.07%23.83%5.20%-10.64%-0.37%-10.26%
BURL2018-11-282018-11-292018-12-141167.45167.450.00%market14.15%39.74%6.52%-5.56%-4.84%-0.73%
W2019-02-222019-02-252019-03-113151.30151.300.00%market13.85%43.49%-6.44%12.37%-0.82%13.19%
SYY2019-05-062019-05-072019-05-21172.8372.830.00%market12.86%18.63%3.61%3.55%-1.25%4.81%
BURL2019-08-292019-08-302019-09-161207.72207.720.00%market19.30%26.83%6.47%-7.54%2.02%-9.56%
PBI2019-11-052019-11-062019-11-2015.225.220.00%market14.29%59.15%8.53%-18.11%1.22%-19.33%
AVNT2020-01-282020-01-292020-02-12135.8935.890.00%market13.33%44.23%3.11%-10.99%2.75%-13.75%
NTNX2020-02-262020-02-272020-03-12124.4824.480.00%market13.04%329.13%-59.71%-45.61%-18.77%-26.83%
JD2020-03-022020-03-032020-03-17143.5643.560.00%market14.29%30.92%0.31%-12.06%-18.32%6.26%
CMPR2020-05-052020-05-062020-05-20168.4768.470.00%market15.09%20.99%-14.67%13.96%3.09%10.88%
BE2020-05-112020-05-122020-05-2718.708.700.00%market19.05%22.80%-30.09%-4.24%3.32%-7.55%
CAH2020-05-112020-05-122020-05-27153.4653.460.00%market13.29%29.09%1.44%0.44%3.32%-2.87%
NTNX2020-05-272020-05-282020-06-11123.1523.150.00%market18.82%130.77%-72.32%-8.48%-1.33%-7.15%
NIO2020-05-282020-05-292020-06-1213.823.820.00%market15.03%21.00%-114.46%59.59%0.58%59.01%
MUSA2020-07-212020-07-222020-08-051135.15135.150.00%market19.62%18.40%9.90%1.82%2.31%-0.49%
GDDY2020-08-052020-08-062020-08-20183.5883.580.00%market17.65%257.63%2.84%-1.24%2.05%-3.29%
CAH2020-08-062020-08-072020-08-21152.6252.620.00%market14.29%36.67%0.74%-5.36%1.86%-7.22%
JILL2020-09-032020-09-042020-09-2113.003.000.00%market16.22%38.38%-23.56%-3.77%-5.54%1.77%
AHT2020-10-272020-10-282020-11-111147.00147.000.00%market18.68%77.44%-176.83%106.02%7.40%98.62%
UPS2020-10-282020-10-292020-11-121158.07158.070.00%market20.00%35.00%11.17%3.09%8.05%-4.96%
JD2020-11-162020-11-172020-12-02187.3887.380.00%market16.28%34.21%2.52%-3.53%1.89%-5.43%
PGNY2021-02-242021-02-252021-03-11148.5048.500.00%market16.67%23.28%0.95%-2.53%0.80%-3.33%
DAO2021-02-252021-02-262021-03-12132.1532.150.00%market17.26%31.80%-40.91%2.70%2.53%0.17%
LYV2021-02-252021-02-262021-03-12188.8288.820.00%market15.70%93.97%-163.45%-1.16%2.53%-3.68%
BURL2021-03-042021-03-052021-03-191286.79286.790.00%market15.09%33.56%9.28%6.95%2.37%4.58%
CTOS2021-03-092021-03-102021-03-2418.308.300.00%market16.67%23.60%3.57%8.09%-0.56%8.65%
MDB2021-03-092021-03-102021-03-241325.00325.000.00%market17.50%1506.08%-34.73%-12.84%-0.56%-12.29%
ASAN2021-03-102021-03-112021-03-25135.8335.830.00%market15.38%480.96%-74.54%-22.90%-0.65%-22.26%
NSP2021-05-032021-05-042021-05-18189.0189.010.00%market16.67%84.08%6.51%-0.83%-0.99%0.16%
AMPY2021-05-052021-05-062021-05-2012.682.680.00%market20.00%36.28%-22.33%31.24%-0.13%31.38%
CDW2021-05-052021-05-062021-05-201171.06171.060.00%market13.73%19.88%6.69%-1.85%-0.13%-1.72%
MELI2021-05-052021-05-062021-05-2011,552.021,552.020.00%market14.81%111.83%6.60%-11.51%-0.13%-11.37%
LYV2021-05-062021-05-072021-05-21174.3674.360.00%market13.25%42.05%-104.32%19.94%-1.18%21.12%
UIS2021-05-062021-05-072021-05-21124.4924.490.00%market15.00%47.59%8.55%-3.00%-1.18%-1.82%
NOG2021-05-072021-05-102021-05-24317.1617.160.00%market16.98%50.01%-40.91%2.58%-0.79%3.37%
DAO2021-05-182021-05-192021-06-03122.8322.830.00%market17.80%169.59%-22.61%0.47%2.91%-2.44%
OI2021-08-032021-08-042021-08-18115.1815.180.00%market12.50%29.57%9.76%-1.68%-0.14%-1.54%
CDW2021-08-042021-08-052021-08-191190.01190.010.00%market12.22%26.13%7.19%2.17%-0.08%2.26%
TEAM2021-10-282021-10-292021-11-121452.50452.500.00%market17.95%1509.78%9.20%-1.73%2.50%-4.23%
RHP2021-11-012021-11-022021-11-16184.5084.500.00%market17.50%21.78%8.37%10.16%1.97%8.19%
BJ2021-11-182021-11-192021-12-06172.1872.180.00%market13.75%22.28%3.99%-5.49%-2.30%-3.19%
EXTR2022-01-272022-01-282022-02-11112.4112.410.00%market16.67%19.17%6.43%-2.60%1.80%-4.40%
IRON2022-03-102022-03-112022-03-25114.5014.500.00%market17.51%27.76%0.00%-1.48%5.74%-7.22%
ULTA2022-03-102022-03-112022-03-251385.00385.000.00%market18.12%18.85%11.91%2.52%5.74%-3.22%
NSP2022-08-012022-08-022022-08-161113.20113.200.00%market17.17%95.64%3.38%2.18%5.03%-2.85%
CWH2022-08-022022-08-032022-08-17128.7128.710.00%market15.51%44.05%11.72%11.67%3.98%7.69%
WYNN2022-08-092022-08-102022-08-24164.8664.860.00%market12.77%21.34%-5.72%-3.25%-1.22%-2.03%
PII2022-10-252022-10-262022-11-09197.9097.900.00%market14.84%18.38%10.33%6.74%-1.96%8.71%
EXTR2023-01-252023-01-262023-02-09117.0417.040.00%market12.50%21.20%7.36%12.87%0.98%11.89%
CVI2023-02-212023-02-222023-03-08132.5032.500.00%market12.75%21.09%8.84%-1.42%-0.15%-1.27%
ESTA2023-02-272023-02-282023-03-14168.6468.640.00%market19.12%165.69%-30.04%-0.32%-1.38%1.07%
MLCO2023-03-012023-03-022023-03-16113.5013.500.00%market15.00%29.63%-59.18%-13.88%0.87%-14.75%
OWLT2023-03-152023-03-162023-03-3015.185.180.00%market12.50%183.34%-173.46%-13.19%4.36%-17.56%
QBTS2023-03-162023-03-172023-03-3110.520.520.00%market14.29%46.37%-900.21%27.61%4.11%23.50%
ACI2023-04-112023-04-122023-04-26120.8220.820.00%market17.91%19.31%2.37%0.38%-1.82%2.20%
SQNS2023-05-032023-05-042023-05-18148.8048.800.00%market17.86%399.37%-33.58%20.39%3.02%17.37%
IMOS2023-05-042023-05-052023-05-19124.7624.760.00%market18.11%24.60%3.79%0.26%2.37%-2.11%
REAL2023-05-092023-05-102023-05-2411.281.280.00%market16.28%33.88%-57.64%6.93%-0.67%7.61%
AVAH2023-05-112023-05-122023-05-2611.061.060.00%market16.67%94.86%3.78%-8.11%1.60%-9.71%
JD2023-05-112023-05-122023-05-26136.9436.940.00%market15.00%20.34%2.65%-10.50%1.60%-12.09%
TSHA2023-05-112023-05-122023-05-2610.790.790.00%market20.00%117.89%-351.87%-11.66%1.60%-13.25%
LW2023-07-252023-07-262023-08-091105.55105.550.00%market16.19%35.34%11.03%-5.99%-1.92%-4.07%
MAX2023-11-012023-11-022023-11-1619.639.630.00%market14.71%83.11%-19.78%-2.38%5.54%-7.93%
EDN2023-11-082023-11-092023-11-24110.1610.160.00%market12.48%76.22%0.45%61.32%3.85%57.47%
INDV2023-11-092023-11-102023-11-27115.8615.860.00%market13.33%562.50%-67.53%1.35%4.24%-2.89%
COR2024-01-312024-02-012024-02-151232.65232.650.00%market13.49%65.98%1.04%0.08%3.59%-3.50%
HRB2024-02-062024-02-072024-02-22145.4245.420.00%market19.62%24.56%-149.33%5.34%2.26%3.08%
ESTC2024-02-292024-03-012024-03-151115.96115.960.00%market16.13%24.88%-8.05%-12.93%0.17%-13.10%
BLND2024-03-152024-03-182024-04-0232.882.880.00%market12.50%165.32%-60.57%4.76%0.94%3.82%
ANVS2024-03-292024-04-012024-04-15312.0012.000.00%market19.26%286.59%0.00%-7.68%-3.70%-3.98%
CPS2024-05-062024-05-072024-05-21116.9716.970.00%market12.94%27.33%0.51%-21.43%2.67%-24.10%
INSM2024-05-092024-05-102024-05-24126.5726.570.00%market14.52%33.80%-192.72%-17.30%1.46%-18.76%
ANVS2024-05-132024-05-142024-05-2917.037.030.00%market17.24%31.81%0.00%-14.75%0.96%-15.71%
PACS2024-05-132024-05-142024-05-29125.7925.790.00%market13.71%38.39%8.55%14.09%0.96%13.13%
RBRK2024-06-112024-06-122024-06-27136.5736.570.00%market13.66%142.26%-386.96%-16.29%0.88%-17.16%
TNET2024-07-262024-07-292024-08-123110.94110.940.00%market19.53%60.00%6.44%-16.67%-2.34%-14.33%
APPN2024-08-012024-08-022024-08-16128.2328.230.00%market16.13%95.48%-26.76%9.75%3.46%6.28%
ADCT2024-08-062024-08-072024-08-2112.952.950.00%market13.64%27.75%-166.81%-0.44%6.08%-6.52%
BL2024-08-062024-08-072024-08-21148.8048.800.00%market16.00%23.54%1.38%4.20%6.08%-1.88%
GH2024-08-072024-08-082024-08-22132.0632.060.00%market15.79%6362.55%-56.77%-13.17%6.17%-19.34%
RBRK2024-09-092024-09-102024-09-24129.8529.850.00%market17.70%35.44%-82.11%12.30%4.18%8.11%
GH2024-11-062024-11-072024-11-21132.3932.390.00%market18.18%179.30%-61.28%-4.45%0.10%-4.55%
GH2025-02-202025-02-212025-03-07148.5048.500.00%market17.33%79.49%-62.42%-19.03%-5.61%-13.42%
BCO2025-02-262025-02-272025-03-13194.7894.780.00%market13.98%20.82%8.27%-12.12%-7.61%-4.51%
TMC2025-03-272025-03-282025-04-1111.981.980.00%market16.67%93.83%0.00%-1.62%-5.59%3.97%
EAF2025-04-252025-04-282025-05-1237.057.050.00%market13.33%37.36%-16.33%15.93%5.73%10.20%
TNET2025-04-252025-04-282025-05-12377.6377.630.00%market19.16%134.92%9.98%8.71%5.73%2.98%
GH2025-04-302025-05-012025-05-15152.6552.650.00%market19.67%37.94%-54.57%-23.25%5.37%-28.62%
CLPR2025-05-122025-05-132025-05-2814.054.050.00%market18.75%66.48%-59.85%-4.79%0.74%-5.53%
PGEN2025-05-142025-05-152025-05-3011.271.270.00%market12.50%385.16%-1685.01%3.84%0.65%3.18%
VIK2025-05-202025-05-212025-06-05144.5744.570.00%market18.36%39.00%-1.03%7.42%0.78%6.63%
TNET2025-07-252025-07-282025-08-11369.2869.280.00%market15.00%34.58%5.33%-9.41%-0.24%-9.17%
GH2025-07-302025-07-312025-08-14144.8644.860.00%market15.38%32.70%-45.85%34.45%0.86%33.59%
CYTK2025-08-072025-08-082025-08-22135.8535.850.00%market16.42%36.44%-167.00%6.85%1.77%5.07%
GPGI2025-08-072025-08-082025-08-22115.4615.460.00%market19.05%24.56%0.00%28.23%1.77%26.46%
SRFM2025-08-122025-08-132025-08-2714.644.640.00%market14.68%24.24%-58.08%-3.12%0.27%-3.38%
NIO2025-09-022025-09-032025-09-1716.386.380.00%market16.57%426.42%-25.82%16.67%2.57%14.10%
GH2025-10-292025-10-302025-11-13189.9989.990.00%market18.75%26.16%-37.33%4.50%-1.73%6.23%
HRB2025-11-062025-11-072025-11-21151.8151.810.00%market14.29%30.10%-46.89%-15.41%-1.33%-14.08%
BHVN2025-11-102025-11-112025-11-2517.737.730.00%market14.14%1010.74%0.00%21.63%-0.73%22.36%
EAT2026-01-282026-01-292026-02-121158.25158.250.00%market13.44%33.88%11.60%2.61%-2.17%4.78%
MUSA2026-02-042026-02-052026-02-201436.86436.860.00%market12.89%22.76%4.58%-10.83%1.25%-12.08%
BOBS2026-03-172026-03-182026-04-01113.6413.640.00%market16.67%25.03%9.19%-12.64%-1.96%-10.67%
CVLT2026-04-282026-04-292026-05-13198.4798.470.00%market17.43%195.48%11.31%1.26%4.40%-3.14%
TDC2026-05-052026-05-062026-05-20127.2027.200.00%market14.29%60.14%-8.11%21.59%1.80%19.79%
URGN2026-05-062026-05-072026-05-21126.4126.410.00%market16.07%18.97%-39.76%13.04%1.04%12.00%
TMC2026-05-142026-05-152026-06-0115.635.630.00%market16.67%75.32%0.00%12.87%2.26%10.61%