test of data

Run 9a8ee174 · view hypothesis

completed

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

Trades
83634
Win rate
49.54%
Avg return
0.13%
Median return
-0.04%
Avg abnormal
0.06%
Median abnormal
-0.12%
Best trade
126.28%
Worst trade
-46.77%
Sharpe (per-trade)
0.02
Daily portfolio drawdown
-21.49%
Portfolio (equal_weight)
Total return
110.64%
Max drawdown
-21.49%
Avg trade return
0.13%
Win rate
49.54%
Signals
88896
Configured concurrent
100
Observed concurrent
100
Trades taken
83634
Skipped (no capacity)
5262
Excess vs benchmark
-375.74%
Avg entry slippage
0.00%
Return if filled at market
110.64%
VWAP fills
0
VWAP fallbacks
0

5262 of 88896 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20067000.27%0.24%52.29%
20072718-0.16%0.14%46.47%
200826460.74%0.69%52.23%
200929870.60%0.41%52.16%
201034260.32%0.24%50.50%
20113265-0.16%0.10%47.41%
201232560.21%0.16%51.26%
201333640.53%0.29%54.85%
201435550.14%-0.02%51.81%
201537820.31%0.30%51.56%
201640270.46%0.33%52.17%
20174171-0.04%-0.14%47.40%
20184614-0.02%0.03%48.81%
201945550.19%0.13%51.37%
20204819-0.72%-0.71%42.87%
202153580.09%-0.09%48.99%
202253630.47%0.45%51.91%
202354960.05%-0.06%48.25%
202457500.20%0.06%49.55%
20255784-0.11%-0.23%47.74%
202639980.02%-0.21%46.87%
Trades (page 41: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
ALGT2013-04-242013-04-252013-04-26192.6792.670.00%market11.49%-3.21%-0.06%-3.14%
ASH2013-04-242013-04-252013-04-26142.0742.070.00%market14.10%-0.22%-0.06%-0.16%
AVY2013-04-242013-04-252013-04-26142.4542.450.00%market1.72%-2.46%-0.06%-2.39%
B2013-04-242013-04-252013-04-26119.5019.500.00%market6.98%-4.97%-0.06%-4.91%
BA2013-04-242013-04-252013-04-26191.3591.350.00%market16.89%1.54%-0.06%1.61%
BKU2013-04-242013-04-252013-04-26125.0725.070.00%market4.44%0.78%-0.06%0.84%
BYD2013-04-242013-04-252013-04-26110.8910.890.00%market114.29%5.32%-0.06%5.38%
CAKE2013-04-242013-04-252013-04-26139.8839.880.00%market11.90%-0.38%-0.06%-0.31%
CCI2013-04-242013-04-252013-04-26175.2675.260.00%market57.04%2.72%-0.06%2.78%
CDNS2013-04-242013-04-252013-04-26112.8612.860.00%market10.53%6.04%-0.06%6.11%
CLF2013-04-242013-04-252013-04-26119.7119.710.00%market76.47%2.23%-0.06%2.30%
CMRE2013-04-242013-04-252013-04-26111.6811.680.00%market20.83%3.84%-0.06%3.90%
COLB2013-04-242013-04-252013-04-26121.3021.300.00%market3.33%0.13%-0.06%0.20%
CROX2013-04-242013-04-252013-04-26116.2016.200.00%market2.94%-1.77%-0.06%-1.70%
CSGP2013-04-242013-04-252013-04-26110.9610.960.00%market7.81%-2.20%-0.06%-2.14%
CSL2013-04-242013-04-252013-04-26163.5863.580.00%market1.19%-0.13%-0.06%-0.07%
CVE2013-04-242013-04-252013-04-26128.8828.880.00%market6.38%1.15%-0.06%1.21%
CVLG2013-04-242013-04-252013-04-2612.812.810.00%market7.14%-2.95%-0.06%-2.88%
EDU2013-04-242013-04-252013-04-26118.9018.900.00%market50.00%1.06%-0.06%1.13%
EFOR2013-04-242013-04-252013-04-26125.9425.940.00%market100.00%-6.65%-0.06%-6.59%
ELV2013-04-242013-04-252013-04-26173.6573.650.00%market23.53%-1.16%-0.06%-1.10%
ERIC2013-04-242013-04-252013-04-26112.1612.160.00%market50.00%-0.26%-0.06%-0.20%
F2013-04-242013-04-252013-04-26113.4013.400.00%market10.81%1.91%-0.06%1.98%
FLS2013-04-242013-04-252013-04-26152.3352.330.00%market3.08%0.38%-0.06%0.44%
GD2013-04-242013-04-252013-04-26171.5671.560.00%market8.00%2.33%-0.06%2.39%
GGG2013-04-242013-04-252013-04-26119.3319.330.00%market16.67%2.59%-0.06%2.65%
GLW2013-04-242013-04-252013-04-26113.9213.920.00%market25.00%2.13%-0.06%2.19%
HMN2013-04-242013-04-252013-04-26122.9022.900.00%market7.84%-4.29%-0.06%-4.23%
KDP2013-04-242013-04-252013-04-2617.777.770.00%market15.22%-0.49%-0.06%-0.42%
KEX2013-04-242013-04-252013-04-26176.4576.450.00%market4.40%-0.98%-0.06%-0.91%
LAD2013-04-242013-04-252013-04-26147.6847.680.00%market18.31%1.98%-0.06%2.04%
LLY2013-04-242013-04-252013-04-26156.3856.380.00%market8.57%0.04%-0.06%0.11%
LRCX2013-04-242013-04-252013-04-2614.404.400.00%market20.08%3.76%-0.06%3.83%
MEOH2013-04-242013-04-252013-04-26142.6842.680.00%market35.29%-1.25%-0.06%-1.18%
MKSI2013-04-242013-04-252013-04-26126.1826.180.00%market110.02%-0.29%-0.06%-0.23%
MKTX2013-04-242013-04-252013-04-26141.6341.630.00%market10.81%3.19%-0.06%3.25%
MORN2013-04-242013-04-252013-04-26163.9763.970.00%market8.62%2.60%-0.06%2.67%
MTH2013-04-242013-04-252013-04-26124.5224.520.00%market30.77%0.35%-0.06%0.41%
NDAQ2013-04-242013-04-252013-04-2619.469.460.00%market5.00%1.80%-0.06%1.87%
NEU2013-04-242013-04-252013-04-261270.36270.360.00%market4.56%-2.32%-0.06%-2.26%
NOC2013-04-242013-04-252013-04-26173.8273.820.00%market16.67%0.47%-0.06%0.53%
NOW2013-04-242013-04-252013-04-2618.098.090.00%market31.37%4.97%-0.06%5.03%
NVS2013-04-242013-04-252013-04-26161.0961.090.00%market4.00%-0.08%-0.06%-0.02%
OC2013-04-242013-04-252013-04-26142.5042.500.00%market38.10%-0.38%-0.06%-0.32%
ORLY2013-04-242013-04-252013-04-2616.946.940.00%market0.74%2.21%-0.06%2.27%
PB2013-04-242013-04-252013-04-26146.2446.240.00%market2.38%-1.29%-0.06%-1.23%
PG2013-04-242013-04-252013-04-26177.6777.670.00%market3.13%-0.83%-0.06%-0.77%
PTC2013-04-242013-04-252013-04-26122.3022.300.00%market17.14%3.76%-0.06%3.82%
ROK2013-04-242013-04-252013-04-26186.2386.230.00%market3.10%-1.68%-0.06%-1.61%
SCI2013-04-242013-04-252013-04-26116.0516.050.00%market27.27%2.45%-0.06%2.52%
SLAB2013-04-242013-04-252013-04-26139.4239.420.00%market7.27%-0.35%-0.06%-0.29%
SYBT2013-04-242013-04-252013-04-26114.9214.920.00%market10.00%-1.64%-0.06%-1.58%
SYK2013-04-242013-04-252013-04-26164.5064.500.00%market1.98%0.77%-0.06%0.83%
TDY2013-04-242013-04-252013-04-26175.5675.560.00%market10.31%-1.08%-0.06%-1.02%
TEL2013-04-242013-04-252013-04-26142.3242.320.00%market7.04%0.16%-0.06%0.22%
TER2013-04-242013-04-252013-04-26115.4215.420.00%market237.46%6.00%-0.06%6.06%
TKR2013-04-242013-04-252013-04-26136.8136.810.00%market1.27%-0.26%-0.06%-0.20%
TMO2013-04-242013-04-252013-04-26181.3081.300.00%market6.20%-0.31%-0.06%-0.25%
TNL2013-04-242013-04-252013-04-26128.1428.140.00%market5.97%-1.84%-0.06%-1.78%
TROW2013-04-242013-04-252013-04-26172.6072.600.00%market2.25%-2.28%-0.06%-2.21%
TYL2013-04-242013-04-252013-04-26159.5259.520.00%market9.68%4.15%-0.06%4.21%
VALE2013-04-242013-04-252013-04-26117.1117.110.00%market5.26%-2.50%-0.06%-2.43%
WAB2013-04-242013-04-252013-04-26150.9650.960.00%market2.86%1.04%-0.06%1.10%
WDC2013-04-242013-04-252013-04-26141.6141.610.00%market18.64%-3.32%-0.06%-3.26%
WHR2013-04-242013-04-252013-04-261119.26119.260.00%market1.03%-2.67%-0.06%-2.60%
WSBC2013-04-242013-04-252013-04-26123.6223.620.00%market19.57%3.08%-0.06%3.14%
AGI2013-04-252013-04-262013-04-29113.7013.700.00%market23.81%-2.22%0.61%-2.83%
ALK2013-04-252013-04-262013-04-29130.2130.210.00%market10.71%1.12%0.61%0.51%
AME2013-04-252013-04-262013-04-29140.9040.900.00%market3.92%-0.96%0.61%-1.57%
AMKR2013-04-252013-04-262013-04-2914.254.250.00%market40.00%-0.57%0.61%-1.18%
AMZN2013-04-252013-04-262013-04-29113.5013.500.00%market130.95%-7.58%0.61%-8.19%
AVT2013-04-252013-04-262013-04-29132.9132.910.00%market3.45%-2.90%0.61%-3.51%
AXON2013-04-252013-04-262013-04-2918.868.860.00%market20.00%-1.68%0.61%-2.29%
AXS2013-04-252013-04-262013-04-29143.5043.500.00%market61.34%1.97%0.61%1.36%
AZN2013-04-252013-04-262013-04-29151.1251.120.00%market110.45%1.62%0.61%1.01%
BC2013-04-252013-04-262013-04-29133.9233.920.00%market22.58%-6.82%0.61%-7.43%
BCO2013-04-252013-04-262013-04-29127.3827.380.00%market16.67%-2.47%0.61%-3.09%
BG2013-04-252013-04-262013-04-29172.8672.860.00%market25.00%-1.54%0.61%-2.15%
BHE2013-04-252013-04-262013-04-29117.7217.720.00%market10.00%-0.55%0.61%-1.16%
BIIB2013-04-252013-04-262013-04-291215.89215.890.00%market22.36%3.48%0.61%2.86%
BSX2013-04-252013-04-262013-04-2917.607.600.00%market60.00%-1.55%0.61%-2.16%
BWA2013-04-252013-04-262013-04-29134.3034.300.00%market4.84%1.42%0.61%0.80%
CCEP2013-04-252013-04-262013-04-29135.8335.830.00%market2.63%1.69%0.61%1.07%
CENX2013-04-252013-04-262013-04-2916.846.840.00%market209.60%10.43%0.61%9.81%
CINF2013-04-252013-04-262013-04-29149.0249.020.00%market18.18%-1.59%0.61%-2.20%
CMPR2013-04-252013-04-262013-04-29140.2540.250.00%market33.33%2.73%0.61%2.12%
CMS2013-04-252013-04-262013-04-29129.2829.280.00%market3.92%1.51%0.61%0.89%
COLM2013-04-252013-04-262013-04-29130.3730.370.00%market100.00%-3.23%0.61%-3.84%
COP2013-04-252013-04-262013-04-29158.4258.420.00%market0.71%2.43%0.61%1.82%
CRUS2013-04-252013-04-262013-04-29119.0019.000.00%market5.36%0.69%0.61%0.08%
DD2013-04-252013-04-262013-04-29160.2460.240.00%market15.00%0.35%0.61%-0.26%
DECK2013-04-252013-04-262013-04-2919.709.700.00%market133.64%-7.11%0.61%-7.72%
DGII2013-04-252013-04-262013-04-2919.329.320.00%market242.86%-0.31%0.61%-0.93%
DLB2013-04-252013-04-262013-04-29133.3833.380.00%market7.14%-2.53%0.61%-3.14%
DLX2013-04-252013-04-262013-04-29139.0239.020.00%market4.60%-2.53%0.61%-3.15%
EFSC2013-04-252013-04-262013-04-29114.4114.410.00%market60.61%-1.21%0.61%-1.82%
EHC2013-04-252013-04-262013-04-29121.1321.130.00%market17.07%1.94%0.61%1.32%
EMN2013-04-252013-04-262013-04-29172.1772.170.00%market3.18%-5.50%0.61%-6.12%
ENOV2013-04-252013-04-262013-04-29179.4079.400.00%market6.85%0.72%0.61%0.11%
EQT2013-04-252013-04-262013-04-29140.2640.260.00%market26.92%2.33%0.61%1.72%
ETR2013-04-252013-04-262013-04-29134.3234.320.00%market23.68%3.13%0.61%2.52%
EXPE2013-04-252013-04-262013-04-29161.5161.510.00%market8.70%-8.96%0.61%-9.57%
FET2013-04-252013-04-262013-04-291520.00520.000.00%market2.10%4.98%0.61%4.36%
FRME2013-04-252013-04-262013-04-29116.2516.250.00%market26.67%-0.90%0.61%-1.51%
GPK2013-04-252013-04-262013-04-2917.587.580.00%market25.00%-1.29%0.61%-1.90%
GSK2013-04-252013-04-262013-04-29151.8651.860.00%market6.25%0.98%0.61%0.37%
HP2013-04-252013-04-262013-04-29159.2559.250.00%market5.43%-1.82%0.61%-2.43%
HSY2013-04-252013-04-262013-04-29188.5288.520.00%market4.81%-0.55%0.61%-1.16%
HURN2013-04-252013-04-262013-04-29141.5841.580.00%market13.33%-1.18%0.61%-1.79%
ICLR2013-04-252013-04-262013-04-29131.8031.800.00%market5.88%-0.76%0.61%-1.37%
IDCC2013-04-252013-04-262013-04-29141.3141.310.00%market22.22%5.42%0.61%4.81%
INDB2013-04-252013-04-262013-04-29130.4530.450.00%market5.45%0.33%0.61%-0.29%
INOD2013-04-252013-04-262013-04-2913.303.300.00%market133.10%-0.40%0.61%-1.02%
ITGR2013-04-252013-04-262013-04-29128.5028.500.00%market4.76%-2.94%0.61%-3.55%
KBR2013-04-252013-04-262013-04-29129.5229.520.00%market25.53%1.56%0.61%0.95%
KKR2013-04-252013-04-262013-04-29121.2921.290.00%market7.32%-1.37%0.61%-1.98%
KLAC2013-04-252013-04-262013-04-2915.165.160.00%market11.11%2.81%0.61%2.19%
LEA2013-04-252013-04-262013-04-29157.8657.860.00%market18.18%-1.48%0.61%-2.10%
LPLA2013-04-252013-04-262013-04-29135.1835.180.00%market16.36%-3.28%0.61%-3.90%
LUV2013-04-252013-04-262013-04-29113.4913.490.00%market240.63%0.27%0.61%-0.34%
MCRI2013-04-252013-04-262013-04-29110.6610.660.00%market62.50%14.35%0.61%13.73%
MHO2013-04-252013-04-262013-04-29123.9923.990.00%market28.57%3.32%0.61%2.71%
MO2013-04-252013-04-262013-04-29135.8935.890.00%market1.89%1.91%0.61%1.29%
MOH2013-04-252013-04-262013-04-29133.2733.270.00%market156.00%-0.46%0.61%-1.07%
MTX2013-04-252013-04-262013-04-29139.9639.960.00%market3.92%-0.23%0.61%-0.84%
NTCT2013-04-252013-04-262013-04-29123.6223.620.00%market4.88%-3.83%0.61%-4.44%
NWE2013-04-252013-04-262013-04-29142.3042.300.00%market7.45%0.89%0.61%0.28%
ODFL2013-04-252013-04-262013-04-29112.7212.720.00%market14.29%0.84%0.61%0.23%
OFG2013-04-252013-04-262013-04-29115.6215.620.00%market2.78%2.33%0.61%1.72%
OLN2013-04-252013-04-262013-04-29124.8924.890.00%market8.70%-1.35%0.61%-1.96%
ORI2013-04-252013-04-262013-04-29113.2113.210.00%market400.00%-0.02%0.61%-0.64%
OXY2013-04-252013-04-262013-04-29181.9281.920.00%market9.74%2.78%0.61%2.17%
PDS2013-04-252013-04-262013-04-291159.40159.400.00%market16.20%1.15%0.61%0.54%
PFG2013-04-252013-04-262013-04-29135.8135.810.00%market6.76%-0.07%0.61%-0.68%
PH2013-04-252013-04-262013-04-29190.6690.660.00%market0.60%-2.12%0.61%-2.73%
PHM2013-04-252013-04-262013-04-29121.2021.200.00%market40.00%-0.05%0.61%-0.67%
PRLB2013-04-252013-04-262013-04-29147.6147.610.00%market12.90%5.95%0.61%5.34%
PTEN2013-04-252013-04-262013-04-29121.5221.520.00%market8.33%-1.59%0.61%-2.20%
RCL2013-04-252013-04-262013-04-29136.0536.050.00%market75.00%0.43%0.61%-0.19%
RGA2013-04-252013-04-262013-04-29161.0061.000.00%market2.48%1.01%0.61%0.40%
RMD2013-04-252013-04-262013-04-29145.4945.490.00%market5.36%3.62%0.61%3.00%
RRC2013-04-252013-04-262013-04-29176.5876.580.00%market22.22%-3.25%0.61%-3.86%
RSG2013-04-252013-04-262013-04-29133.2933.290.00%market15.00%1.04%0.61%0.43%
RYN2013-04-252013-04-262013-04-29143.3543.350.00%market27.42%-0.93%0.61%-1.54%
SBCF2013-04-252013-04-262013-04-29110.0010.000.00%market142.37%4.90%0.61%4.29%
SPSC2013-04-252013-04-262013-04-29120.7520.750.00%market20.00%14.84%0.61%14.23%
STC2013-04-252013-04-262013-04-29127.6727.670.00%market312.50%-1.47%0.61%-2.09%
STGW2013-04-252013-04-262013-04-29110.2710.270.00%market245.45%9.58%0.61%8.96%
SUI2013-04-252013-04-262013-04-29148.5448.540.00%market4.49%2.80%0.61%2.19%
SWK2013-04-252013-04-262013-04-29175.9075.900.00%market7.29%-1.97%0.61%-2.58%
SWKS2013-04-252013-04-262013-04-29122.0322.030.00%market2.13%-0.01%0.61%-0.62%
SYNA2013-04-252013-04-262013-04-29144.6144.610.00%market33.90%-4.67%0.61%-5.29%
TFSL2013-04-252013-04-262013-04-29110.1910.190.00%market33.33%5.89%0.61%5.27%
UAL2013-04-252013-04-262013-04-29131.0031.000.00%market10.09%3.13%0.61%2.51%
UHS2013-04-252013-04-262013-04-29164.0064.000.00%market2.52%2.20%0.61%1.58%
UPS2013-04-252013-04-262013-04-29185.3685.360.00%market2.97%0.97%0.61%0.35%
VAC2013-04-252013-04-262013-04-29145.6045.600.00%market22.73%-0.30%0.61%-0.91%
VRSN2013-04-252013-04-262013-04-29146.2546.250.00%market7.41%-2.28%0.61%-2.90%
WFG2013-04-252013-04-262013-04-29144.7644.760.00%market15.24%-0.35%0.61%-0.96%
WSFS2013-04-252013-04-262013-04-29116.1216.120.00%market30.77%1.20%0.61%0.59%
WYNN2013-04-252013-04-262013-04-291135.40135.400.00%market30.97%0.20%0.61%-0.42%
XOM2013-04-252013-04-262013-04-29187.8187.810.00%market3.41%0.36%0.61%-0.26%
ZBH2013-04-252013-04-262013-04-29173.2273.220.00%market0.71%0.82%0.61%0.20%
ABBV2013-04-262013-04-292013-04-30345.8345.830.00%market1.49%0.38%0.64%-0.26%
ALV2013-04-262013-04-292013-04-30354.1854.180.00%market7.32%1.51%0.64%0.87%
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