EPS surp.>15 (hold 20d) (lookback 50y)

Run 58175827 · view hypothesis

completed

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

Trades
14687
Win rate
52.03%
Avg return
1.04%
Median return
0.44%
Avg abnormal
0.44%
Median abnormal
-0.31%
Best trade
744.34%
Worst trade
-81.63%
Sharpe (per-trade)
0.07
Daily portfolio drawdown
-23.42%
Portfolio (equal_weight)
Total return
152.54%
Max drawdown
-23.42%
Avg trade return
1.04%
Win rate
52.03%
Signals
39821
Configured concurrent
100
Observed concurrent
100
Trades taken
14687
Skipped (no capacity)
25134
Excess vs benchmark
-333.84%
Avg entry slippage
0.00%
Return if filled at market
152.54%
VWAP fills
0
VWAP fallbacks
0

25134 of 39821 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20061404.64%3.10%70.71%
2007616-1.46%-0.31%43.34%
20086020.97%2.59%51.99%
20096934.46%2.48%60.03%
20106880.80%0.53%53.05%
2011626-3.43%-1.12%38.98%
20126390.95%0.04%52.43%
20136682.93%1.01%61.98%
20146411.38%-0.50%56.79%
20156690.40%0.85%49.33%
20166904.05%2.32%62.75%
20176720.87%-0.30%52.53%
2018727-0.83%0.01%46.77%
2019720-0.33%-1.64%50.56%
20209251.21%0.65%52.11%
20219520.93%-0.57%55.67%
20228920.79%2.23%50.11%
20238991.31%-0.19%48.05%
20248642.28%-0.02%51.74%
20258780.33%-0.51%49.43%
20264862.07%1.33%47.94%
Trades (page 30: 187 of 14,687)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
KALU2026-04-222026-04-232026-05-211168.64168.640.00%market90.82%0.34%4.68%-4.34%
KMI2026-04-222026-04-232026-05-21132.2732.270.00%market21.24%3.71%4.68%-0.97%
LBRT2026-04-222026-04-232026-05-21127.6527.650.00%market146.15%18.82%4.68%14.13%
LVS2026-04-222026-04-232026-05-21151.3251.320.00%market20.37%-3.74%4.68%-8.43%
MAS2026-04-222026-04-232026-05-21174.8674.860.00%market18.59%-10.40%4.68%-15.08%
MOH2026-04-222026-04-232026-05-211164.76164.760.00%market23.68%9.91%4.68%5.23%
PTEN2026-04-222026-04-232026-05-21110.0410.040.00%market40.00%21.51%4.68%16.83%
STC2026-04-222026-04-232026-05-21166.2566.250.00%market50.00%2.63%4.68%-2.05%
TSLA2026-04-222026-04-232026-05-211375.28375.280.00%market15.85%11.24%4.68%6.56%
TXN2026-04-222026-04-232026-05-211260.31260.310.00%market23.53%14.53%4.68%9.85%
AMBP2026-04-232026-04-242026-05-2213.953.950.00%market25.00%2.18%4.91%-2.73%
BFH2026-04-232026-04-242026-05-22192.0092.000.00%market39.33%-5.97%4.91%-10.88%
BKR2026-04-232026-04-242026-05-22166.4666.460.00%market17.62%-0.70%4.91%-5.61%
CBRE2026-04-232026-04-242026-05-221149.98149.980.00%market42.48%-12.71%4.91%-17.62%
CX2026-04-232026-04-242026-05-22112.6712.670.00%market52.24%-0.97%4.91%-5.88%
DOW2026-04-232026-04-242026-05-22138.9438.940.00%market51.94%-7.62%4.91%-12.53%
FCFS2026-04-232026-04-242026-05-221220.60220.600.00%market15.45%3.07%4.91%-1.84%
FCX2026-04-232026-04-242026-05-22162.0762.070.00%market22.19%-0.23%4.91%-5.14%
FFBC2026-04-232026-04-242026-05-22130.7930.790.00%market15.82%-0.29%4.91%-5.20%
FIX2026-04-232026-04-242026-05-2211,774.141,774.140.00%market54.33%2.95%4.91%-1.96%
FPH2026-04-232026-04-242026-05-2215.085.080.00%market25.00%-3.64%4.91%-8.55%
GRC2026-04-232026-04-242026-05-22174.7274.720.00%market38.78%-2.86%4.91%-7.77%
HTB2026-04-232026-04-242026-05-22145.9645.960.00%market20.73%1.79%4.91%-3.12%
HTH2026-04-232026-04-242026-05-22136.6236.620.00%market18.52%1.54%4.91%-3.37%
HZO2026-04-232026-04-242026-05-22130.4330.430.00%market233.33%14.66%4.91%9.75%
INTC2026-04-232026-04-242026-05-22182.2082.200.00%market1428.73%45.69%4.91%40.78%
KN2026-04-232026-04-242026-05-22131.2931.290.00%market17.39%17.06%4.91%12.15%
MBLY2026-04-232026-04-242026-05-2218.868.860.00%market42.57%14.80%4.91%9.89%
MXL2026-04-232026-04-242026-05-22154.0054.000.00%market22.22%83.53%4.91%78.62%
NEM2026-04-232026-04-242026-05-221115.01115.010.00%market40.10%-6.51%4.91%-11.42%
PECO2026-04-232026-04-242026-05-22138.6138.610.00%market39.13%4.28%4.91%-0.63%
RBCAA2026-04-232026-04-242026-05-22176.2876.280.00%market18.48%4.00%4.91%-0.91%
REXR2026-04-232026-04-242026-05-22136.7136.710.00%market42.38%-1.54%4.91%-6.45%
SKYW2026-04-232026-04-242026-05-22187.9687.960.00%market16.28%-3.67%4.91%-8.58%
SLM2026-04-232026-04-242026-05-22123.0423.040.00%market35.09%-3.96%4.91%-8.87%
TAL2026-04-232026-04-242026-05-22111.0111.010.00%market104.55%-11.36%4.91%-16.27%
TECK2026-04-232026-04-242026-05-22160.6860.680.00%market49.63%3.16%4.91%-1.75%
UVE2026-04-232026-04-242026-05-22137.5037.500.00%market43.88%3.85%4.91%-1.06%
VTMX2026-04-232026-04-242026-05-22136.0636.060.00%market212.50%-5.51%4.91%-10.42%
WKC2026-04-232026-04-242026-05-22128.7528.750.00%market141.94%2.51%4.91%-2.40%
WST2026-04-232026-04-242026-05-221316.00316.000.00%market26.79%0.03%4.91%-4.88%
CPAC2026-04-242026-04-272026-05-26310.6910.690.00%market158.06%-1.69%5.25%-6.94%
FLG2026-04-242026-04-272026-05-26313.8213.820.00%market33.33%1.42%5.25%-3.83%
NE2026-04-262026-04-272026-05-26152.0052.000.00%market23.81%-3.91%5.25%-9.15%
SXT2026-04-242026-04-272026-05-263123.61123.610.00%market30.00%-5.56%5.25%-10.81%
AMKR2026-04-272026-04-282026-05-27166.0666.060.00%market43.48%9.18%5.43%3.75%
ARE2026-04-272026-04-282026-05-27143.9043.900.00%market21.39%13.64%5.43%8.21%
AVB2026-04-272026-04-282026-05-271177.85177.850.00%market83.46%4.61%5.43%-0.82%
BBBY2026-04-272026-04-282026-05-2717.127.120.00%market19.35%-10.21%5.43%-15.64%
ARCB2026-04-282026-04-292026-05-281129.20129.200.00%market18.52%3.44%6.13%-2.69%
ACHC2026-04-292026-04-302026-05-29127.1327.130.00%market32.14%-14.59%5.86%-20.44%
AER2026-04-292026-04-302026-05-291139.11139.110.00%market44.89%0.10%5.86%-5.75%
ALL2026-04-292026-04-302026-05-291213.36213.360.00%market45.69%-3.51%5.86%-9.36%
AMZN2026-04-292026-04-302026-05-291273.17273.170.00%market70.55%-1.03%5.86%-6.88%
ASIC2026-04-292026-04-302026-05-29120.7620.760.00%market27.50%-6.12%5.86%-11.98%
ASX2026-04-292026-04-302026-05-29131.0731.070.00%market17.44%23.33%5.86%17.47%
BG2026-04-292026-04-302026-05-291125.20125.200.00%market107.25%-1.62%5.86%-7.47%
ACA2026-04-302026-05-012026-06-011119.56119.560.00%market292.31%4.15%5.17%-1.02%
ACCO2026-04-302026-05-012026-06-0113.453.450.00%market140.00%13.23%5.17%8.06%
ALHC2026-04-302026-05-012026-06-01121.1221.120.00%market400.00%-37.13%5.17%-42.30%
ALNY2026-04-302026-05-012026-06-011308.76308.760.00%market73.17%-4.35%5.17%-9.52%
ADPT2026-05-052026-05-062026-06-04114.6414.640.00%market18.75%23.40%3.97%19.42%
AES2026-05-052026-05-062026-06-04114.4314.430.00%market34.00%1.98%3.97%-1.99%
ACVA2026-05-062026-05-072026-06-0516.176.170.00%market66.67%-8.37%0.34%-8.71%
AAON2026-05-072026-05-082026-06-081132.50132.500.00%market64.55%-0.44%0.58%-1.02%
ACIW2026-05-072026-05-082026-06-08146.1046.100.00%market31.03%-7.78%0.58%-8.36%
AKA2026-05-122026-05-132026-06-11112.4012.400.00%market32.65%-27.84%-0.10%-27.75%
ALH2026-05-122026-05-132026-06-11125.0925.090.00%market19.23%2.89%-0.10%2.99%
AAUC2026-05-142026-05-152026-06-15128.9028.900.00%market21.88%-8.82%1.76%-10.58%
AVAH2026-05-142026-05-152026-06-1517.787.780.00%market38.46%-7.17%1.76%-8.93%
MFG2026-05-152026-05-182026-06-1638.408.400.00%market71.43%16.09%1.42%14.67%
MUFG2026-05-152026-05-182026-06-16319.1919.190.00%market40.10%5.68%1.42%4.27%
AGYS2026-05-182026-05-192026-06-17191.1691.160.00%market26.74%-3.94%0.84%-4.78%
RNW2026-05-182026-05-192026-06-1715.455.450.00%market113.38%13.48%0.84%12.64%
AS2026-05-192026-05-202026-06-18134.4134.410.00%market24.10%6.93%1.50%5.43%
BEKE2026-05-192026-05-202026-06-18118.1118.110.00%market42.86%-17.77%1.50%-19.27%
CAVA2026-05-192026-05-202026-06-18186.8886.880.00%market17.65%2.55%1.50%1.05%
CMBT2026-05-192026-05-202026-06-18116.7316.730.00%market378.16%-13.91%1.50%-15.41%
EXP2026-05-192026-05-202026-06-181200.59200.590.00%market20.13%11.86%1.50%10.36%
KEYS2026-05-192026-05-202026-06-181330.00330.000.00%market23.71%10.10%1.50%8.60%
MMYT2026-05-192026-05-202026-06-18141.6841.680.00%market51.15%11.99%1.50%10.49%
ARCO2026-05-202026-05-212026-06-2219.029.020.00%market54.55%-8.08%0.78%-8.86%
AVEX2026-05-202026-05-212026-06-22127.0027.000.00%market59.54%-35.36%0.78%-36.14%
BLTE2026-05-202026-05-212026-06-221144.78144.780.00%market43.33%1.48%0.78%0.70%
GDS2026-05-202026-05-212026-06-22135.4235.420.00%market4689.08%-10.57%0.78%-11.35%
GLNG2026-05-202026-05-212026-06-22156.3656.360.00%market20.19%-10.05%0.78%-10.83%
HAS2026-05-202026-05-212026-06-22188.4388.430.00%market22.50%-4.67%0.78%-5.45%
LPG2026-05-202026-05-212026-06-22147.7147.710.00%market34.04%-16.28%0.78%-17.06%
SBLK2026-05-202026-05-212026-06-22127.9827.980.00%market17.89%-5.32%0.78%-6.10%
TGT2026-05-202026-05-212026-06-221120.83120.830.00%market16.33%7.27%0.78%6.49%
TJX2026-05-202026-05-212026-06-221159.50159.500.00%market16.67%2.83%0.78%2.05%
AAP2026-05-212026-05-222026-06-23158.0158.010.00%market97.44%-5.62%-1.70%-3.92%
DECK2026-05-212026-05-222026-06-231102.05102.050.00%market18.52%1.45%-1.70%3.14%
HOV2026-05-212026-05-222026-06-231115.46115.460.00%market77.45%10.32%-1.70%12.02%
LION2026-05-212026-05-222026-06-23113.5613.560.00%market53.59%10.52%-1.70%12.22%
MUFG2026-05-212026-05-222026-06-23119.4519.450.00%market90.00%3.60%-1.70%5.30%
NIO2026-05-212026-05-222026-06-2315.225.220.00%market60.01%-2.59%-1.70%-0.89%
NMM2026-05-212026-05-222026-06-23174.7574.750.00%market20.94%-3.07%-1.70%-1.37%
NTES2026-05-212026-05-222026-06-231114.28114.280.00%market15.53%4.25%-1.70%5.95%
ROST2026-05-212026-05-222026-06-231228.96228.960.00%market16.76%-0.06%-1.70%1.64%
TEN2026-05-212026-05-222026-06-23145.3645.360.00%market31.40%-9.38%-1.70%-7.68%
TTWO2026-05-212026-05-222026-06-231243.75243.750.00%market42.10%-0.56%-1.70%1.14%
YMM2026-05-212026-05-222026-06-2318.348.340.00%market30.77%-8.49%-1.70%-6.80%
ABVX2026-05-222026-05-262026-06-244126.63126.630.00%market33.64%-27.04%-2.24%-24.81%
BAH2026-05-222026-05-262026-06-24480.0380.030.00%market34.85%-21.78%-2.24%-19.54%
EMAT2026-05-222026-05-262026-06-2448.208.200.00%market33.33%-16.08%-2.24%-13.84%
MNSO2026-05-222026-05-262026-06-24413.4013.400.00%market148.32%-15.40%-2.24%-13.16%
APPS2026-05-262026-05-272026-06-2516.496.490.00%market77.78%56.45%-2.21%58.66%
BBAR2026-05-262026-05-272026-06-25116.8216.820.00%market58.82%13.22%-2.21%15.43%
CSW2026-05-262026-05-272026-06-251276.28276.280.00%market30.29%4.21%-2.21%6.42%
MNSO2026-05-262026-05-272026-06-25112.4612.460.00%market148.32%-9.41%-2.21%-7.20%
ARXS2026-05-272026-05-282026-06-26139.4039.400.00%market40.33%12.44%-2.83%15.27%
CPRI2026-05-272026-05-282026-06-26117.5717.570.00%market86.44%10.20%-2.83%13.04%
CRM2026-05-272026-05-282026-06-261178.43178.430.00%market23.96%-11.34%-2.83%-8.51%
DY2026-05-272026-05-282026-06-261523.77523.770.00%market62.50%-6.88%-2.83%-4.05%
HAFN2026-05-272026-05-282026-06-2617.807.800.00%market21.58%-10.74%-2.83%-7.91%
HEI2026-05-272026-05-282026-06-261346.71346.710.00%market24.81%-0.53%-2.83%2.30%
HPQ2026-05-272026-05-282026-06-26126.2826.280.00%market20.96%-13.04%-2.83%-10.20%
MANU2026-05-272026-05-282026-06-26121.7521.750.00%market172.53%5.28%-2.83%8.11%
MOV2026-05-272026-05-282026-06-26134.5634.560.00%market433.33%14.43%-2.83%17.26%
NCNO2026-05-272026-05-282026-06-26115.9715.970.00%market17.86%-2.23%-2.83%0.60%
NTNX2026-05-272026-05-282026-06-26146.0146.010.00%market32.10%7.96%-2.83%10.80%
P2026-05-272026-05-282026-06-26174.5074.500.00%market18.18%-7.27%-2.83%-4.43%
PHR2026-05-272026-05-282026-06-26110.7810.780.00%market150.00%-6.69%-2.83%-3.85%
SNOW2026-05-272026-05-282026-06-261237.00237.000.00%market22.14%4.95%-2.83%7.78%
AEO2026-05-282026-05-292026-06-29114.6514.650.00%market15.61%16.42%-1.97%18.39%
ASAN2026-05-282026-05-292026-06-2917.407.400.00%market25.00%-5.51%-1.97%-3.53%
ATHM2026-05-282026-05-292026-06-29117.2817.280.00%market55.30%9.85%-1.97%11.82%
BBW2026-05-282026-05-292026-06-29139.4839.480.00%market35.53%-23.33%-1.97%-21.36%
DELL2026-05-282026-05-292026-06-291418.00418.000.00%market64.19%-0.91%-1.97%1.06%
DOO2026-05-282026-05-292026-06-29157.5757.570.00%market77.33%8.05%-1.97%10.02%
DSX2026-05-282026-05-292026-06-2912.462.460.00%market1472.94%-18.39%-1.97%-16.42%
KSS2026-05-282026-05-292026-06-29115.1615.160.00%market27.78%21.60%-1.97%23.57%
PD2026-05-282026-05-292026-06-2919.339.330.00%market33.33%0.44%-1.97%2.41%
PKE2026-05-282026-05-292026-06-29135.8635.860.00%market18.75%4.53%-1.97%6.50%
REX2026-05-282026-05-292026-06-29148.0548.050.00%market290.24%-7.09%-1.97%-5.12%
S2026-05-282026-05-292026-06-29115.4415.440.00%market83.32%8.25%-1.97%10.23%
VSAT2026-05-282026-05-292026-06-29176.9776.970.00%market235.18%-0.46%-1.97%1.51%
BKE2026-05-292026-06-012026-06-30344.9144.910.00%market24.66%-6.13%-1.14%-5.00%
CHA2026-05-292026-06-012026-06-30312.7012.700.00%market39.40%-5.45%-1.14%-4.32%
GCO2026-05-292026-06-012026-06-30337.7937.790.00%market15.50%-10.74%-1.14%-9.60%
HPE2026-06-012026-06-022026-07-01163.0663.060.00%market47.66%-30.40%-1.49%-28.92%
SAIC2026-06-012026-06-022026-07-011113.42113.420.00%market41.67%-7.11%-1.49%-5.62%
GME2026-06-022026-06-032026-07-02123.2823.280.00%market87.50%-2.08%-1.76%-0.31%
GOTU2026-06-022026-06-032026-07-0211.711.710.00%market2452.94%2.24%-1.76%4.00%
VSXY2026-06-022026-06-032026-07-02175.5575.550.00%market90.17%1.44%-1.76%3.20%
CHPT2026-06-032026-06-042026-07-0617.477.470.00%market33.33%-16.30%-0.11%-16.19%
FIVE2026-06-032026-06-042026-07-061197.47197.470.00%market25.42%-10.77%-0.11%-10.66%
M2026-06-032026-06-042026-07-06121.9321.930.00%market324.28%7.88%-0.11%7.99%
TLYS2026-06-032026-06-042026-07-0615.245.240.00%market21.21%-18.04%-0.11%-17.93%
AGX2026-06-042026-06-052026-07-071697.68697.680.00%market40.26%-5.04%-0.61%-4.43%
CURV2026-06-042026-06-052026-07-0711.201.200.00%market120.80%54.90%-0.61%55.51%
IOT2026-06-042026-06-052026-07-07136.6336.630.00%market30.57%-0.89%-0.61%-0.28%
OCTV2026-06-042026-06-052026-07-07119.6219.620.00%market25.33%-11.41%-0.61%-10.80%
PL2026-06-042026-06-052026-07-07138.3038.300.00%market28.25%-25.27%-0.61%-24.66%
RBRK2026-06-042026-06-052026-07-07177.0077.000.00%market637.45%12.94%-0.61%13.55%
TTAN2026-06-042026-06-052026-07-07183.0583.050.00%market34.06%-4.13%-0.61%-3.52%
BARK2026-06-092026-06-102026-07-1019.019.010.00%market120.19%6.45%2.94%3.51%
CASY2026-06-092026-06-102026-07-101800.65800.650.00%market32.02%2.30%2.94%-0.64%
DBI2026-06-092026-06-102026-07-1016.816.810.00%market250.00%-19.04%2.94%-21.98%
SAIL2026-06-092026-06-102026-07-10115.5615.560.00%market15.53%-11.99%2.94%-14.93%
SKIL2026-06-092026-06-102026-07-1015.905.900.00%market2220.00%20.58%2.94%17.64%
CHWY2026-06-102026-06-112026-07-13119.1119.110.00%market77.39%6.23%2.80%3.43%
NAVN2026-06-102026-06-112026-07-13124.2524.250.00%market1441.43%7.65%2.80%4.85%
ANGX2026-06-112026-06-122026-07-1412.902.900.00%market41.43%40.93%1.50%39.43%
DRVN2026-06-112026-06-122026-07-14113.5513.550.00%market25.00%14.14%1.50%12.64%
MH2026-06-112026-06-122026-07-14112.3812.380.00%market92.89%-18.68%1.50%-20.18%
PEW2026-06-112026-06-122026-07-1412.612.610.00%market25.00%2.20%1.50%0.70%
LZB2026-06-162026-06-172026-07-17142.1842.180.00%market53.66%-5.58%-1.06%-4.51%
KMX2026-06-172026-06-182026-07-20148.3048.300.00%market35.75%15.66%-0.76%16.41%
SB2026-06-172026-06-182026-07-2016.906.900.00%market71.43%3.67%-0.76%4.43%
CBRS2026-06-232026-06-242026-07-231208.00208.000.00%market75.55%5.67%0.41%5.26%
CCL2026-06-232026-06-242026-07-23129.3129.310.00%market19.12%-13.88%0.41%-14.29%
MEI2026-06-242026-06-252026-07-24115.3115.310.00%market109.09%-0.10%0.00%-0.10%
MU2026-06-242026-06-252026-07-2411,233.001,233.000.00%market19.69%-25.41%0.00%-25.41%
BB2026-06-252026-06-262026-07-27110.0810.080.00%market33.33%-16.57%1.39%-17.96%
MKC2026-06-252026-06-262026-07-27149.0049.000.00%market15.61%3.19%1.39%1.79%
MKC-V2026-06-252026-06-262026-07-27148.4448.440.00%market15.61%4.73%1.39%3.34%
SNX2026-06-252026-06-262026-07-271280.33280.330.00%market17.15%-12.74%1.39%-14.13%
AVAV2026-06-292026-06-302026-07-291176.50176.500.00%market26.03%-19.58%-1.60%-17.98%
NKE2026-06-302026-07-012026-07-30141.4041.400.00%market554.55%2.05%-0.44%2.49%
GIS2026-07-012026-07-022026-07-31138.0038.000.00%market19.20%-6.02%-0.05%-5.97%
HCM2026-07-022026-07-062026-08-03411.6311.630.00%market112.85%-0.79%1.19%-1.98%
EPAC2026-07-072026-07-082026-08-05135.8235.820.00%market19.28%3.11%3.58%-0.47%
PENG2026-07-072026-07-082026-08-05167.8567.850.00%market55.84%-17.98%3.58%-21.56%
BNED2026-07-092026-07-102026-08-07111.5111.510.00%market78.57%11.11%2.82%8.29%
WDFC2026-07-092026-07-102026-08-071292.09292.090.00%market49.36%-19.67%2.82%-22.49%