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 42: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
HII2013-05-082013-05-092013-05-10153.7453.740.00%market1.16%0.03%0.09%-0.06%
HTHT2013-05-082013-05-092013-05-1014.254.250.00%market100.50%-7.63%0.09%-7.72%
IPAR2013-05-082013-05-092013-05-10131.3831.380.00%market71.67%-4.72%0.09%-4.81%
LGND2013-05-082013-05-092013-05-10116.9716.970.00%market25.00%-1.93%0.09%-2.01%
LUMN2013-05-082013-05-092013-05-10138.0238.020.00%market11.76%-1.15%0.09%-1.24%
MATV2013-05-082013-05-092013-05-10140.9940.990.00%market9.78%6.15%0.09%6.06%
MED2013-05-082013-05-092013-05-10127.7027.700.00%market26.47%-3.78%0.09%-3.87%
MIDD2013-05-082013-05-092013-05-10141.0341.030.00%market27.91%7.26%0.09%7.17%
MLCO2013-05-082013-05-092013-05-10119.7919.790.00%market4.35%0.18%0.09%0.10%
OPCH2013-05-082013-05-092013-05-10158.9258.920.00%market100.00%-6.21%0.09%-6.30%
SKYW2013-05-082013-05-092013-05-10114.3314.330.00%market713.01%0.39%0.09%0.30%
SSTK2013-05-082013-05-092013-05-10149.0049.000.00%market12.50%-3.18%0.09%-3.27%
TCOM2013-05-082013-05-092013-05-10113.7513.750.00%market778.48%6.74%0.09%6.65%
TM2013-05-082013-05-092013-05-101117.47117.470.00%market80.67%3.14%0.09%3.06%
TSLA2013-05-082013-05-092013-05-1014.674.670.00%market171.00%9.54%0.09%9.45%
VCEL2013-05-082013-05-092013-05-10111.4011.400.00%market21.05%5.16%0.09%5.08%
AGO2013-05-092013-05-102013-05-13123.7323.730.00%market86.11%1.42%0.34%1.08%
BCE2013-05-092013-05-102013-05-13147.2547.250.00%market8.45%0.45%0.34%0.11%
BFAM2013-05-092013-05-102013-05-13134.2834.280.00%market13.64%-2.05%0.34%-2.39%
BKNG2013-05-092013-05-102013-05-13129.6829.680.00%market9.30%4.68%0.34%4.35%
BN2013-05-092013-05-102013-05-1318.928.920.00%market64.29%-0.21%0.34%-0.55%
CG2013-05-092013-05-102013-05-13131.0031.000.00%market13.33%-5.49%0.34%-5.82%
CRI2013-05-092013-05-102013-05-13167.0567.050.00%market14.49%2.96%0.34%2.62%
DIOD2013-05-092013-05-102013-05-13123.2723.270.00%market166.67%2.52%0.34%2.18%
ECPG2013-05-092013-05-102013-05-13131.0031.000.00%market8.86%-0.39%0.34%-0.73%
FCN2013-05-092013-05-102013-05-13135.1035.100.00%market18.00%0.16%0.34%-0.18%
FTK2013-05-092013-05-102013-05-13196.0696.060.00%market5.88%3.65%0.34%3.31%
GLP2013-05-092013-05-102013-05-13136.6536.650.00%market10.87%-0.15%0.34%-0.49%
GSAT2013-05-092013-05-102013-05-1315.105.100.00%market28.57%5.78%0.34%5.44%
GSL2013-05-092013-05-102013-05-13137.6037.600.00%market87.50%-4.36%0.34%-4.69%
IBOC2013-05-092013-05-102013-05-13120.4020.400.00%market13.51%2.15%0.34%1.82%
KTOS2013-05-092013-05-102013-05-1315.505.500.00%market166.67%-2.83%0.34%-3.16%
MAIN2013-05-092013-05-102013-05-13129.7629.760.00%market2.04%2.25%0.34%1.91%
MBI2013-05-092013-05-102013-05-13115.9015.900.00%market893.33%-1.36%0.34%-1.70%
MMS2013-05-092013-05-102013-05-13138.7538.750.00%market2.86%-2.60%0.34%-2.94%
NGS2013-05-092013-05-102013-05-13122.4322.430.00%market23.08%-0.50%0.34%-0.84%
NGVC2013-05-092013-05-102013-05-13125.4825.480.00%market7.69%13.28%0.34%12.95%
NNI2013-05-092013-05-102013-05-13135.2335.230.00%market6.35%0.52%0.34%0.19%
NVDA2013-05-092013-05-102013-05-1310.360.360.00%market50.00%0.18%0.34%-0.16%
SBS2013-05-092013-05-102013-05-1312.732.730.00%market113.15%-0.47%0.34%-0.80%
SF2013-05-092013-05-102013-05-13114.4914.490.00%market2.63%1.83%0.34%1.49%
SRI2013-05-092013-05-102013-05-1318.908.900.00%market50.00%5.07%0.34%4.73%
SRPT2013-05-092013-05-102013-05-13132.8232.820.00%market25.45%5.38%0.34%5.05%
TSEM2013-05-092013-05-102013-05-1316.466.460.00%market268.75%-4.36%0.34%-4.69%
UI2013-05-092013-05-102013-05-13119.2519.250.00%market9.09%3.07%0.34%2.73%
VC2013-05-092013-05-102013-05-13160.6260.620.00%market75.65%3.15%0.34%2.81%
AWR2013-05-102013-05-132013-05-14326.9726.970.00%market34.62%0.79%1.24%-0.45%
DRH2013-05-102013-05-132013-05-1439.969.960.00%market55.56%0.30%1.24%-0.94%
MGA2013-05-102013-05-132013-05-14332.4232.420.00%market11.11%-1.21%1.24%-2.45%
CPA2013-05-132013-05-142013-05-151137.36137.360.00%market21.74%0.45%1.50%-1.04%
CYD2013-05-132013-05-142013-05-15116.3716.370.00%market29.82%-0.71%1.50%-2.21%
SUPN2013-05-132013-05-142013-05-1515.205.200.00%market4.76%5.28%1.50%3.79%
TTWO2013-05-132013-05-142013-05-15117.5117.510.00%market52.00%-6.81%1.50%-8.31%
A2013-05-142013-05-152013-05-16132.1132.110.00%market14.93%0.09%0.23%-0.14%
EXP2013-05-142013-05-152013-05-16172.0072.000.00%market5.00%4.59%0.23%4.36%
PAAS2013-05-142013-05-152013-05-16112.1912.190.00%market4.00%-1.00%0.23%-1.23%
PLUG2013-05-142013-05-152013-05-1610.240.240.00%market12.50%-0.18%0.23%-0.41%
VIPS2013-05-142013-05-152013-05-1613.743.740.00%market240.14%-11.33%0.23%-11.56%
CSCO2013-05-152013-05-162013-05-17123.5123.510.00%market4.08%3.01%0.70%2.31%
DDS2013-05-152013-05-162013-05-17192.0092.000.00%market14.22%-0.09%0.70%-0.79%
DE2013-05-152013-05-162013-05-17189.2689.260.00%market1.47%-2.67%0.70%-3.37%
M2013-05-152013-05-162013-05-17148.4148.410.00%market3.77%0.44%0.70%-0.26%
NTES2013-05-152013-05-162013-05-17112.2012.200.00%market8.33%-2.72%0.70%-3.42%
RAMP2013-05-152013-05-162013-05-17120.4920.490.00%market18.75%5.51%0.70%4.81%
SB2013-05-152013-05-162013-05-1715.355.350.00%market5.00%-1.03%0.70%-1.73%
UGI2013-05-152013-05-162013-05-17127.0927.090.00%market5.21%1.75%0.70%1.05%
UGP2013-05-152013-05-162013-05-17113.4613.460.00%market9.09%1.09%0.70%0.39%
VEON2013-05-152013-05-162013-05-171273.50273.500.00%market18.18%-2.29%0.70%-2.99%
AMAT2013-05-162013-05-172013-05-20114.5614.560.00%market23.08%2.30%0.59%1.71%
CAE2013-05-162013-05-172013-05-20110.8110.810.00%market10.53%-0.93%0.59%-1.52%
CIG2013-05-162013-05-172013-05-2016.416.410.00%market111.11%2.71%0.59%2.12%
FLO2013-05-162013-05-172013-05-20122.6022.600.00%market6.90%-1.65%0.59%-2.24%
IMOS2013-05-162013-05-172013-05-20117.0917.090.00%market225.00%7.27%0.59%6.68%
KSS2013-05-162013-05-172013-05-20151.7951.790.00%market17.86%-1.24%0.59%-1.83%
PBH2013-05-162013-05-172013-05-20129.4529.450.00%market2.86%0.00%0.59%-0.59%
VSAT2013-05-162013-05-172013-05-20161.4561.450.00%market733.33%15.96%0.59%15.37%
IRS2013-05-172013-05-202013-05-2139.089.080.00%market9.68%-1.42%0.23%-1.66%
CPB2013-05-202013-05-212013-05-22145.8645.860.00%market10.71%0.01%-0.69%0.70%
RYAAY2013-05-202013-05-212013-05-22119.4919.490.00%market20.00%-1.43%-0.69%-0.75%
URBN2013-05-202013-05-212013-05-22143.6543.650.00%market10.34%-2.02%-0.69%-1.34%
AZO2013-05-212013-05-222013-05-231426.76426.760.00%market0.83%-1.94%-1.13%-0.81%
BBY2013-05-212013-05-222013-05-23125.6425.640.00%market28.00%2.44%-1.13%3.56%
DY2013-05-212013-05-222013-05-23123.6523.650.00%market23.53%-6.10%-1.13%-4.97%
HD2013-05-212013-05-222013-05-23179.2679.260.00%market7.79%-0.54%-1.13%0.59%
INTU2013-05-212013-05-222013-05-23158.9458.940.00%market1.37%-0.41%-1.13%0.72%
MDT2013-05-212013-05-222013-05-23151.9851.980.00%market6.80%-1.10%-1.13%0.03%
NTAP2013-05-212013-05-222013-05-23138.8838.880.00%market1.47%-5.22%-1.13%-4.09%
TDW2013-05-212013-05-222013-05-2311,896.131,896.130.00%market45.47%-3.96%-1.13%-2.83%
ZWS2013-05-212013-05-222013-05-2319.169.160.00%market3.23%-0.21%-1.13%0.92%
AEO2013-05-222013-05-232013-05-24120.2020.200.00%market5.88%-1.04%0.70%-1.74%
BAH2013-05-222013-05-232013-05-24118.3718.370.00%market8.11%1.42%0.70%0.72%
BBWI2013-05-222013-05-232013-05-24138.7338.730.00%market4.35%-2.68%0.70%-3.38%
HEI2013-05-222013-05-232013-05-24119.2519.250.00%market5.88%6.08%0.70%5.38%
HPQ2013-05-222013-05-232013-05-24110.5410.540.00%market7.41%4.17%0.70%3.47%
REX2013-05-222013-05-232013-05-2414.054.050.00%market1476.58%13.48%0.70%12.78%
SNPS2013-05-222013-05-232013-05-24136.0536.050.00%market4.76%-1.04%0.70%-1.74%
WDAY2013-05-222013-05-232013-05-24165.8365.830.00%market16.67%0.40%0.70%-0.30%
AAP2013-05-232013-05-242013-05-28183.7583.750.00%market1.85%-0.24%1.11%-1.36%
CATO2013-05-232013-05-242013-05-28124.7024.700.00%market1.94%3.10%1.11%1.99%
DLTR2013-05-232013-05-242013-05-28150.0150.010.00%market3.51%1.00%1.11%-0.11%
GME2013-05-232013-05-242013-05-2818.808.800.00%market20.00%-9.99%1.11%-11.10%
HASI2013-05-232013-05-242013-05-28112.0512.050.00%market727.40%-0.68%1.11%-1.79%
HRL2013-05-232013-05-242013-05-28120.5820.580.00%market4.17%1.16%1.11%0.05%
MRVL2013-05-232013-05-242013-05-28111.8511.850.00%market35.71%-4.83%1.11%-5.94%
RL2013-05-232013-05-242013-05-281182.64182.640.00%market8.46%-2.38%1.11%-3.50%
ROST2013-05-232013-05-242013-05-28132.6632.660.00%market1.89%1.31%1.11%0.20%
SIG2013-05-232013-05-242013-05-28169.9169.910.00%market1.80%-0.67%1.11%-1.78%
TTC2013-05-232013-05-242013-05-28124.0224.020.00%market13.79%0.19%1.11%-0.92%
VOYA2013-05-232013-05-242013-05-28126.5026.500.00%market186.90%7.18%1.11%6.07%
WSM2013-05-232013-05-242013-05-28128.0528.050.00%market11.11%-0.74%1.11%-1.85%
ENS2013-05-282013-05-292013-05-30151.3751.370.00%market3.90%-3.06%0.25%-3.31%
GWRE2013-05-282013-05-292013-05-30143.4043.400.00%market60.00%-2.04%0.25%-2.28%
SBLK2013-05-282013-05-292013-05-30129.3529.350.00%market666.67%1.77%0.25%1.53%
AVGO2013-05-292013-05-302013-05-3113.623.620.00%market20.00%4.04%-1.15%5.19%
CAL2013-05-292013-05-302013-05-31120.8920.890.00%market45.45%-0.53%-1.15%0.62%
CPRI2013-05-292013-05-302013-05-31164.5464.540.00%market28.21%-2.77%-1.15%-1.62%
DBI2013-05-292013-05-302013-05-31136.0136.010.00%market11.11%2.65%-1.15%3.80%
MOV2013-05-292013-05-302013-05-31134.6834.680.00%market27.27%3.99%-1.15%5.14%
TLYS2013-05-292013-05-302013-05-31117.0017.000.00%market14.29%-2.92%-1.15%-1.77%
CM2013-05-302013-05-312013-06-03138.3538.350.00%market1.98%-1.01%-0.62%-0.40%
COST2013-05-302013-05-312013-06-031112.12112.120.00%market0.97%-1.21%-0.62%-0.59%
CRVL2013-05-302013-05-312013-06-0318.468.460.00%market300.00%5.46%-0.62%6.07%
FRO2013-05-302013-05-312013-06-0319.609.600.00%market62.03%-3.22%-0.62%-2.61%
GLNG2013-05-302013-05-312013-06-03134.0034.000.00%market51.43%-1.39%-0.62%-0.78%
MOD2013-05-302013-05-312013-06-03110.0910.090.00%market5.88%2.97%-0.62%3.59%
PANW2013-05-302013-05-312013-06-0317.937.930.00%market14.94%-3.76%-0.62%-3.14%
GCO2013-05-312013-06-032013-06-04367.5167.510.00%market10.59%1.59%-0.16%1.75%
GHM2013-05-312013-06-032013-06-04327.7327.730.00%market32.26%-2.80%-0.16%-2.64%
ABM2013-06-032013-06-042013-06-05125.5225.520.00%market9.09%-1.51%-1.93%0.42%
LDOS2013-06-032013-06-042013-06-05139.5339.530.00%market13.73%1.29%-1.93%3.22%
AMBA2013-06-042013-06-052013-06-06117.3517.350.00%market40.00%-5.86%-0.22%-5.64%
GEF2013-06-052013-06-062013-06-07151.4651.460.00%market1.45%4.72%2.23%2.49%
HOV2013-06-052013-06-062013-06-071152.00152.000.00%market118.66%0.89%2.23%-1.35%
UHAL2013-06-052013-06-062013-06-07117.7017.700.00%market35.71%-2.98%2.23%-5.21%
CIEN2013-06-062013-06-072013-06-10119.1219.120.00%market309.00%5.39%0.58%4.81%
COO2013-06-062013-06-072013-06-10129.1529.150.00%market11.76%4.22%0.58%3.64%
IDT2013-06-062013-06-072013-06-10112.3912.390.00%market6.90%17.17%0.58%16.59%
SJM2013-06-062013-06-072013-06-10198.9898.980.00%market11.21%1.17%0.58%0.59%
THO2013-06-062013-06-072013-06-10143.2543.250.00%market10.23%9.26%0.58%8.68%
JKS2013-06-072013-06-102013-06-1139.179.170.00%market66.27%-1.30%-1.34%0.04%
LULU2013-06-102013-06-112013-06-12170.0070.000.00%market6.67%-8.24%-0.95%-7.29%
OXM2013-06-112013-06-122013-06-13165.5065.500.00%market5.13%0.25%-0.01%0.26%
ULTA2013-06-112013-06-122013-06-13195.3695.360.00%market4.84%1.63%-0.01%1.64%
AGYS2013-06-122013-06-132013-06-14113.9113.910.00%market150.00%-2.26%0.94%-3.20%
FIVE2013-06-122013-06-132013-06-14136.4036.400.00%market36.35%1.49%0.94%0.55%
PVH2013-06-122013-06-132013-06-141121.48121.480.00%market39.42%1.38%0.94%0.44%
CASY2013-06-132013-06-142013-06-17162.2662.260.00%market6.45%-1.56%0.25%-1.81%
RH2013-06-132013-06-142013-06-17167.1767.170.00%market58.81%6.97%0.25%6.72%
KFY2013-06-172013-06-182013-06-19118.4818.480.00%market3.23%-3.94%-0.66%-3.29%
ADBE2013-06-182013-06-192013-06-20146.4346.430.00%market9.09%-3.41%-3.74%0.34%
LZB2013-06-182013-06-192013-06-20119.5019.500.00%market7.14%-0.92%-3.74%2.82%
EPAC2013-06-192013-06-202013-06-21132.4532.450.00%market6.90%-2.01%-1.72%-0.29%
FDX2013-06-192013-06-202013-06-21178.7978.790.00%market8.67%-1.51%-1.72%0.21%
JBL2013-06-192013-06-202013-06-21118.8118.810.00%market3.70%7.45%-1.72%9.17%
MU2013-06-192013-06-202013-06-21113.4813.480.00%market72.34%3.02%-1.72%4.74%
KR2013-06-202013-06-212013-06-24116.6616.660.00%market4.55%1.94%-1.62%3.56%
MEI2013-06-202013-06-212013-06-24115.0315.030.00%market60.00%5.89%-1.62%7.50%
KMX2013-06-212013-06-242013-06-25344.0044.000.00%market10.34%0.72%0.74%-0.02%
AVAV2013-06-252013-06-262013-06-27120.4520.450.00%market55.56%-1.62%0.76%-2.37%
CCL2013-06-252013-06-262013-06-27134.8834.880.00%market50.00%-1.79%0.76%-2.55%
LEN2013-06-252013-06-262013-06-27135.6535.650.00%market30.30%4.75%0.76%4.00%
SNX2013-06-252013-06-262013-06-27120.9720.970.00%market4.94%1.19%0.76%0.43%
CWST2013-06-262013-06-272013-06-2814.084.080.00%market8.33%5.54%-0.42%5.96%
LNN2013-06-262013-06-272013-06-28176.5476.540.00%market11.67%-2.14%-0.42%-1.72%
MLKN2013-06-262013-06-272013-06-28126.5026.500.00%market19.44%2.05%-0.42%2.47%
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CCI2013-07-242013-07-252013-07-26176.8976.890.00%market20.00%-4.70%0.53%-5.23%
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ELV2013-07-242013-07-252013-07-26186.5086.500.00%market23.22%-2.08%0.53%-2.61%
EVR2013-07-242013-07-252013-07-26145.4345.430.00%market20.37%-0.63%0.53%-1.16%
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