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 62: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
GLP2016-02-292016-03-012016-03-02113.1413.140.00%market22.22%-0.56%2.05%-2.60%
HALO2016-02-292016-03-012016-03-0218.728.720.00%market142.86%8.16%2.05%6.11%
HLIO2016-02-292016-03-012016-03-02130.2630.260.00%market5.56%7.93%2.05%5.88%
ITGR2016-02-292016-03-012016-03-02137.3837.380.00%market15.00%-15.27%2.05%-17.31%
NRG2016-02-292016-03-012016-03-02110.8710.870.00%market47.37%11.77%2.05%9.72%
NVCR2016-02-292016-03-012016-03-02111.7011.700.00%market893.75%24.52%2.05%22.47%
NVGS2016-02-292016-03-012016-03-02116.0316.030.00%market2.38%7.89%2.05%5.84%
OMAB2016-02-292016-03-012016-03-02138.2638.260.00%market35.29%7.27%2.05%5.22%
PRDO2016-02-292016-03-012016-03-0213.003.000.00%market3566.67%32.90%2.05%30.85%
STNG2016-02-292016-03-012016-03-02162.8062.800.00%market1.45%-2.97%2.05%-5.01%
TG2016-02-292016-03-012016-03-02113.7813.780.00%market112.50%7.66%2.05%5.62%
TPC2016-02-292016-03-012016-03-02113.9013.900.00%market125.00%5.08%2.05%3.03%
WDAY2016-02-292016-03-012016-03-02165.1965.190.00%market75.00%10.21%2.05%8.16%
ACRE2016-03-012016-03-022016-03-03110.2410.240.00%market14.81%-1.66%1.03%-2.69%
AVD2016-03-012016-03-022016-03-03114.1414.140.00%market42.86%12.35%1.03%11.32%
AZO2016-03-012016-03-022016-03-031788.00788.000.00%market2.06%-0.80%1.03%-1.83%
BNS2016-03-012016-03-022016-03-03142.7842.780.00%market1.89%2.14%1.03%1.11%
CORT2016-03-012016-03-022016-03-0313.933.930.00%market200.30%3.97%1.03%2.94%
DAR2016-03-012016-03-022016-03-03110.7810.780.00%market124.00%7.14%1.03%6.10%
GKOS2016-03-012016-03-022016-03-03116.3716.370.00%market46.15%-2.91%1.03%-3.94%
GSL2016-03-012016-03-022016-03-03110.4010.400.00%market116.67%-9.33%1.03%-10.36%
GWRE2016-03-012016-03-022016-03-03155.7055.700.00%market60.00%-4.75%1.03%-5.78%
JKS2016-03-012016-03-022016-03-03124.3324.330.00%market46.09%-2.73%1.03%-3.76%
MIDD2016-03-012016-03-022016-03-03176.6476.640.00%market18.37%3.14%1.03%2.10%
NKTR2016-03-012016-03-022016-03-031167.40167.400.00%market9.09%2.41%1.03%1.38%
ROST2016-03-012016-03-022016-03-03157.8557.850.00%market3.13%-0.10%1.03%-1.13%
SRI2016-03-012016-03-022016-03-03112.8312.830.00%market13.64%3.80%1.03%2.77%
VEEV2016-03-012016-03-022016-03-03124.3324.330.00%market36.36%5.53%1.03%4.50%
WK2016-03-012016-03-022016-03-03112.6512.650.00%market25.00%-9.98%1.03%-11.01%
ANF2016-03-022016-03-032016-03-04130.2930.290.00%market9.09%6.47%0.82%5.64%
CABO2016-03-022016-03-032016-03-041429.50429.500.00%market21.64%2.85%0.82%2.03%
FOR2016-03-022016-03-032016-03-04110.9310.930.00%market2.27%1.91%0.82%1.09%
GSBD2016-03-022016-03-032016-03-04118.8718.870.00%market19.23%0.85%0.82%0.03%
HRTG2016-03-022016-03-032016-03-04120.0020.000.00%market1.54%-18.35%0.82%-19.17%
NOG2016-03-022016-03-032016-03-04137.0037.000.00%market25.00%35.04%0.82%34.21%
NOVT2016-03-022016-03-032016-03-04112.9612.960.00%market38.10%4.14%0.82%3.32%
P2016-03-022016-03-032016-03-04116.4016.400.00%market25.00%-15.53%0.82%-16.35%
SMTC2016-03-022016-03-032016-03-04122.0022.000.00%market13.33%-4.60%0.82%-5.42%
SUPN2016-03-022016-03-032016-03-04114.0414.040.00%market133.33%2.32%0.82%1.50%
TDOC2016-03-022016-03-032016-03-04113.5013.500.00%market4.88%-9.66%0.82%-10.48%
WB2016-03-022016-03-032016-03-04114.7114.710.00%market25.00%7.11%0.82%6.28%
ALG2016-03-032016-03-042016-03-07152.8752.870.00%market4.40%10.81%0.29%10.52%
AMBA2016-03-032016-03-042016-03-07142.8442.840.00%market36.17%-3.55%0.29%-3.84%
AVGO2016-03-032016-03-042016-03-07114.6014.600.00%market4.35%-1.81%0.29%-2.10%
BFS2016-03-032016-03-042016-03-07150.4250.420.00%market1.33%3.37%0.29%3.08%
BURL2016-03-032016-03-042016-03-07154.6454.640.00%market2.05%-3.05%0.29%-3.34%
CIEN2016-03-032016-03-042016-03-07117.1717.170.00%market28.57%-1.32%0.29%-1.61%
CNQ2016-03-032016-03-042016-03-07112.2112.210.00%market87.50%5.55%0.29%5.26%
COO2016-03-032016-03-042016-03-07137.7537.750.00%market15.00%0.67%0.29%0.38%
GHI2016-03-032016-03-042016-03-07115.1215.120.00%market100.00%2.28%0.29%1.99%
HPE2016-03-032016-03-042016-03-0718.668.660.00%market5.13%7.06%0.29%6.77%
IDT2016-03-032016-03-042016-03-07111.6711.670.00%market8.33%-1.30%0.29%-1.59%
KR2016-03-032016-03-042016-03-07137.6237.620.00%market5.56%-1.62%0.29%-1.91%
MEI2016-03-032016-03-042016-03-07128.0328.030.00%market4.65%1.65%0.29%1.36%
PLNT2016-03-032016-03-042016-03-07115.5515.550.00%market13.33%-0.61%0.29%-0.90%
SCM2016-03-032016-03-042016-03-0718.508.500.00%market11.43%12.14%0.29%11.85%
USPH2016-03-032016-03-042016-03-07153.7253.720.00%market2.13%-4.59%0.29%-4.88%
WING2016-03-032016-03-042016-03-07126.0026.000.00%market18.18%-3.10%0.29%-3.39%
EXK2016-03-042016-03-072016-03-0832.262.260.00%market60.00%-1.43%-0.47%-0.96%
BGSF2016-03-072016-03-082016-03-09113.3213.320.00%market42.86%-4.38%0.03%-4.41%
BSM2016-03-072016-03-082016-03-09113.5813.580.00%market160.00%-1.43%0.03%-1.46%
CASY2016-03-072016-03-082016-03-091100.00100.000.00%market3.19%5.65%0.03%5.62%
GEF2016-03-072016-03-082016-03-09128.8328.830.00%market21.21%-1.87%0.03%-1.90%
NIC2016-03-072016-03-082016-03-09131.5031.500.00%market12.28%1.17%0.03%1.14%
NX2016-03-072016-03-082016-03-09118.9618.960.00%market83.33%-14.55%0.03%-14.58%
PLOW2016-03-072016-03-082016-03-09122.0422.040.00%market17.86%-2.23%0.03%-2.26%
SHAK2016-03-072016-03-082016-03-09138.4338.430.00%market14.29%-5.88%0.03%-5.91%
THO2016-03-072016-03-082016-03-09160.5760.570.00%market56.45%0.15%0.03%0.12%
URBN2016-03-072016-03-082016-03-09130.7430.740.00%market17.86%6.57%0.03%6.54%
WLFC2016-03-072016-03-082016-03-0916.816.810.00%market192.31%2.10%0.03%2.07%
ABM2016-03-082016-03-092016-03-10132.1532.150.00%market46.15%-3.46%0.09%-3.55%
AVAV2016-03-082016-03-092016-03-10127.2527.250.00%market440.00%-1.24%0.09%-1.33%
NTRA2016-03-082016-03-092016-03-1019.509.500.00%market16.07%-11.47%0.09%-11.56%
PEN2016-03-082016-03-092016-03-10147.7547.750.00%market150.00%-12.14%0.09%-12.23%
WTI2016-03-082016-03-092016-03-1013.173.170.00%market48.84%-9.25%0.09%-9.34%
BOX2016-03-092016-03-102016-03-11114.1614.160.00%market10.34%-14.22%1.40%-15.62%
COKE2016-03-092016-03-102016-03-11118.4218.420.00%market2.74%-4.61%1.40%-6.01%
FRPT2016-03-092016-03-102016-03-1117.707.700.00%market506.06%-7.63%1.40%-9.03%
GTY2016-03-092016-03-102016-03-11118.0018.000.00%market5.36%2.12%1.40%0.72%
HOV2016-03-092016-03-102016-03-11137.2537.250.00%market40.00%-4.13%1.40%-5.53%
KFY2016-03-092016-03-102016-03-11128.1328.130.00%market1.96%-9.13%1.40%-10.53%
UMH2016-03-092016-03-102016-03-1119.639.630.00%market7.69%7.07%1.40%5.66%
YRD2016-03-092016-03-102016-03-1116.306.300.00%market108.33%28.31%1.40%26.91%
AGM2016-03-102016-03-112016-03-14134.7034.700.00%market0.86%4.14%0.62%3.52%
AQN2016-03-102016-03-112016-03-1418.338.330.00%market36.36%-1.42%0.62%-2.04%
CRD-A2016-03-102016-03-112016-03-1415.395.390.00%market45.45%5.47%0.62%4.85%
CSR2016-03-102016-03-112016-03-14165.5065.500.00%market1853.33%9.21%0.62%8.60%
CZR2016-03-102016-03-112016-03-14111.0611.060.00%market2688.89%-2.45%0.62%-3.07%
DG2016-03-102016-03-112016-03-14183.9683.960.00%market3.17%2.10%0.62%1.49%
FCPT2016-03-102016-03-112016-03-14117.2517.250.00%market347.37%4.02%0.62%3.40%
FF2016-03-102016-03-112016-03-14114.1214.120.00%market142.86%-13.98%0.62%-14.60%
FNV2016-03-102016-03-112016-03-14160.9060.900.00%market7.14%-2.71%0.62%-3.33%
GPRK2016-03-102016-03-112016-03-1412.692.690.00%market44.00%3.62%0.62%3.00%
GRBK2016-03-102016-03-112016-03-1417.007.000.00%market166.67%3.76%0.62%3.14%
HTHT2016-03-102016-03-112016-03-1417.487.480.00%market25.00%8.59%0.62%7.97%
KTOS2016-03-102016-03-112016-03-1413.993.990.00%market140.00%10.68%0.62%10.06%
MMI2016-03-102016-03-112016-03-14125.7525.750.00%market13.33%-7.52%0.62%-8.13%
MTN2016-03-102016-03-112016-03-141129.00129.000.00%market4.67%1.99%0.62%1.38%
NGS2016-03-102016-03-112016-03-14120.2920.290.00%market62.50%0.89%0.62%0.27%
OCUL2016-03-102016-03-112016-03-1417.947.940.00%market17.39%13.88%0.62%13.26%
OOMA2016-03-102016-03-112016-03-1415.815.810.00%market9.09%4.03%0.62%3.41%
ORN2016-03-102016-03-112016-03-1414.394.390.00%market218.27%3.54%0.62%2.93%
PAM2016-03-102016-03-112016-03-14120.3520.350.00%market6042.37%-1.57%0.62%-2.19%
RUN2016-03-102016-03-112016-03-1416.166.160.00%market72.73%3.15%0.62%2.53%
SGRY2016-03-102016-03-112016-03-14117.0017.000.00%market147.37%-8.45%0.62%-9.07%
SLS2016-03-102016-03-112016-03-14126,400.0026,400.000.00%market6.25%-1.24%0.62%-1.85%
ULTA2016-03-102016-03-112016-03-141186.60186.600.00%market9.74%1.73%0.62%1.12%
VCYT2016-03-102016-03-112016-03-1416.346.340.00%market6.45%-11.61%0.62%-12.23%
BKE2016-03-112016-03-142016-03-15333.0033.000.00%market4.63%-2.46%0.00%-2.47%
ESI2016-03-112016-03-142016-03-1538.718.710.00%market63.64%-8.83%0.00%-8.83%
LIND2016-03-112016-03-142016-03-15310.3710.370.00%market83.95%-5.50%0.00%-5.51%
NRP2016-03-112016-03-142016-03-15310.5510.550.00%market134.00%-10.43%0.00%-10.44%
DDD2016-03-142016-03-152016-03-16113.5813.580.00%market137.50%-1.72%0.98%-2.70%
TPVG2016-03-142016-03-152016-03-16110.1510.150.00%market16.13%1.48%0.98%0.49%
CAL2016-03-152016-03-162016-03-17127.0027.000.00%market13.04%-1.32%1.50%-2.83%
DBI2016-03-152016-03-162016-03-17127.9627.960.00%market100.00%-2.03%1.50%-3.53%
FDS2016-03-152016-03-162016-03-171144.72144.720.00%market4.61%4.03%1.50%2.52%
GGB2016-03-152016-03-162016-03-1710.940.940.00%market50.00%25.90%1.50%24.40%
LXFR2016-03-152016-03-162016-03-17110.3210.320.00%market8.00%-0.39%1.50%-1.89%
MDGL2016-03-152016-03-162016-03-1718.758.750.00%market50.00%-8.10%1.50%-9.60%
ORCL2016-03-152016-03-162016-03-17139.5539.550.00%market3.23%2.58%1.50%1.08%
VVX2016-03-152016-03-162016-03-17120.4220.420.00%market1.85%6.22%1.50%4.71%
EPAC2016-03-162016-03-172016-03-18123.2723.270.00%market16.67%2.91%0.56%2.35%
FDX2016-03-162016-03-172016-03-181125.00125.000.00%market7.73%5.36%0.56%4.80%
MLKN2016-03-162016-03-172016-03-18128.7628.760.00%market17.95%7.65%0.56%7.09%
VRDN2016-03-162016-03-172016-03-181135.00135.000.00%market22.22%-12.93%0.56%-13.49%
WPM2016-03-162016-03-172016-03-18118.0918.090.00%market7.69%-1.81%0.56%-2.37%
ADBE2016-03-172016-03-182016-03-21198.0098.000.00%market8.20%-5.71%0.24%-5.96%
CATO2016-03-172016-03-182016-03-21138.3238.320.00%market23.53%-1.01%0.24%-1.26%
NXRT2016-03-212016-03-222016-03-23112.8612.860.00%market3.03%-4.30%-0.27%-4.03%
CTAS2016-03-222016-03-232016-03-24122.7522.750.00%market8.33%-3.92%-0.49%-3.44%
FIVE2016-03-222016-03-232016-03-24137.6237.620.00%market1.32%7.24%-0.49%7.72%
HQY2016-03-222016-03-232016-03-24123.7023.700.00%market64.69%-4.83%-0.49%-4.34%
NKE2016-03-222016-03-232016-03-24161.3361.330.00%market14.58%0.42%-0.49%0.91%
ADMA2016-03-232016-03-242016-03-2816.296.290.00%market6.38%22.79%0.61%22.18%
FUL2016-03-232016-03-242016-03-28140.1440.140.00%market10.26%3.29%0.61%2.67%
GIS2016-03-232016-03-242016-03-28160.8060.800.00%market4.84%1.68%0.61%1.06%
KBH2016-03-232016-03-242016-03-28113.8413.840.00%market27.27%-0.39%0.61%-1.00%
LFT2016-03-232016-03-242016-03-2815.375.370.00%market7.69%-2.33%0.61%-2.95%
OXM2016-03-232016-03-242016-03-28170.3070.300.00%market3.81%-3.94%0.61%-4.55%
PVH2016-03-232016-03-242016-03-28192.4392.430.00%market4.11%4.32%0.61%3.71%
REX2016-03-232016-03-242016-03-2818.818.810.00%market20.90%2.96%0.61%2.35%
ACN2016-03-242016-03-282016-03-294114.43114.430.00%market13.56%0.63%0.74%-0.12%
AXSM2016-03-242016-03-282016-03-2948.498.490.00%market45.45%-7.64%0.74%-8.38%
CMC2016-03-242016-03-282016-03-29416.4616.460.00%market36.36%4.82%0.74%4.08%
DQ2016-03-242016-03-282016-03-2943.603.600.00%market360.00%-6.66%0.74%-7.40%
GME2016-03-242016-03-282016-03-2947.247.240.00%market7.14%8.74%0.74%8.00%
SA2016-03-242016-03-282016-03-29410.7010.700.00%market20.00%4.11%0.74%3.36%
SBS2016-03-252016-03-282016-03-2931.311.310.00%market54.55%-0.10%0.74%-0.84%
SIG2016-03-242016-03-282016-03-294121.70121.700.00%market1.11%0.89%0.74%0.15%
WGO2016-03-242016-03-282016-03-29421.4521.450.00%market6.06%6.85%0.74%6.10%
CALM2016-03-282016-03-292016-03-30153.7553.750.00%market34.34%-4.27%1.61%-5.88%
LEN2016-03-292016-03-302016-03-31148.6348.630.00%market21.15%-0.66%-0.38%-0.28%
MKC2016-03-292016-03-302016-03-31149.7749.770.00%market8.82%-0.16%-0.38%0.22%
MKC-V2016-03-292016-03-302016-03-31150.4750.470.00%market7.25%-1.74%-0.38%-1.37%
SAIC2016-03-292016-03-302016-03-31152.2852.280.00%market21.31%1.93%-0.38%2.31%
SID2016-03-292016-03-302016-03-3112.052.050.00%market233.33%-4.00%-0.38%-3.62%
CCL2016-03-302016-03-312016-04-01152.2952.290.00%market25.81%0.78%0.49%0.29%
CIG2016-03-302016-03-312016-04-0111.821.820.00%market90.15%-7.79%0.49%-8.28%
LULU2016-03-302016-03-312016-04-01168.1968.190.00%market6.25%0.63%0.49%0.14%
MARA2016-03-302016-03-312016-04-01133.2833.280.00%market93.94%-5.39%0.49%-5.88%
MU2016-03-302016-03-312016-04-01110.3110.310.00%market44.44%6.88%0.49%6.39%
MOV2016-03-312016-04-012016-04-04127.3027.300.00%market2.56%1.26%0.93%0.33%
BB2016-04-012016-04-042016-04-0537.387.380.00%market70.00%-3.62%-1.28%-2.35%
QURE2016-04-042016-04-052016-04-06113.0613.060.00%market7.25%8.71%0.86%7.85%
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AXP2016-04-202016-04-212016-04-22167.0067.000.00%market5.93%-1.70%-0.55%-1.15%
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CMRE2016-04-202016-04-212016-04-2217.607.600.00%market15.38%-1.28%-0.55%-0.74%
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KN2016-04-252016-04-262016-04-27116.2216.220.00%market199.96%-7.56%0.15%-7.71%
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