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 63: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
TER2016-04-272016-04-282016-04-29119.6119.610.00%market14.81%-3.67%-1.02%-2.65%
TFIN2016-04-272016-04-282016-04-29115.9015.900.00%market12.50%-0.16%-1.02%0.86%
TKR2016-04-272016-04-282016-04-29135.6735.670.00%market9.52%-0.21%-1.02%0.81%
TS2016-04-272016-04-282016-04-29126.7926.790.00%market50.00%0.95%-1.02%1.97%
TTE2016-04-272016-04-282016-04-29150.6150.610.00%market70.00%0.18%-1.02%1.20%
TTEK2016-04-272016-04-282016-04-2916.266.260.00%market14.29%-6.17%-1.02%-5.15%
TTMI2016-04-272016-04-282016-04-2917.007.000.00%market100.00%-6.96%-1.02%-5.94%
TXN2016-04-272016-04-282016-04-29160.0060.000.00%market4.84%-5.03%-1.02%-4.01%
TYL2016-04-272016-04-282016-04-291144.00144.000.00%market8.00%1.57%-1.02%2.60%
UHS2016-04-272016-04-282016-04-291132.41132.410.00%market5.88%0.86%-1.02%1.88%
UNM2016-04-272016-04-282016-04-29133.9933.990.00%market4.40%0.55%-1.02%1.57%
WCN2016-04-272016-04-282016-04-29143.1343.130.00%market34.62%3.89%-1.02%4.91%
WEX2016-04-272016-04-282016-04-29194.2794.270.00%market10.34%0.13%-1.02%1.16%
ABBV2016-04-282016-04-292016-05-02161.0361.030.00%market2.68%0.57%0.60%-0.03%
ACHC2016-04-282016-04-292016-05-02163.5463.540.00%market1.85%-1.55%0.60%-2.15%
AEM2016-04-282016-04-292016-05-02144.1644.160.00%market474.99%5.79%0.60%5.18%
AIT2016-04-282016-04-292016-05-02145.9045.900.00%market6.56%0.25%0.60%-0.36%
AIV2016-04-282016-04-292016-05-0215.315.310.00%market4.29%3.10%0.60%2.50%
AJG2016-04-282016-04-292016-05-02145.6845.680.00%market17.24%2.57%0.60%1.97%
ALGN2016-04-282016-04-292016-05-02175.0575.050.00%market28.21%-0.03%0.60%-0.64%
ALKS2016-04-282016-04-292016-05-02140.9740.970.00%market20.00%-1.59%0.60%-2.19%
AMGN2016-04-282016-04-292016-05-021159.39159.390.00%market11.54%-0.35%0.60%-0.96%
AMZN2016-04-282016-04-292016-05-02133.3033.300.00%market81.42%2.57%0.60%1.97%
APD2016-04-282016-04-292016-05-021136.45136.450.00%market1.11%-1.27%0.60%-1.87%
ATEN2016-04-282016-04-292016-05-0216.346.340.00%market25.00%-2.78%0.60%-3.39%
ATRC2016-04-282016-04-292016-05-02117.9517.950.00%market3.13%-17.09%0.60%-17.70%
AVT2016-04-282016-04-292016-05-02141.4041.400.00%market3.06%-2.78%0.60%-3.39%
BG2016-04-282016-04-292016-05-02162.6662.660.00%market93.15%-0.32%0.60%-0.93%
BGS2016-04-282016-04-292016-05-02137.3137.310.00%market27.45%12.39%0.60%11.79%
BGSF2016-04-282016-04-292016-05-02114.8014.800.00%market242.86%8.01%0.60%7.40%
BIDU2016-04-282016-04-292016-05-021189.50189.500.00%market33.33%-5.69%0.60%-6.29%
BMRN2016-04-282016-04-292016-05-02183.4483.440.00%market37.65%4.05%0.60%3.44%
BMY2016-04-282016-04-292016-05-02172.0672.060.00%market13.85%-0.24%0.60%-0.84%
BSAC2016-04-282016-04-292016-05-02119.4719.470.00%market8.33%-2.46%0.60%-3.07%
BVN2016-04-282016-04-292016-05-0219.689.680.00%market940.12%3.93%0.60%3.32%
BWA2016-04-282016-04-292016-05-02132.1132.110.00%market2.56%-2.34%0.60%-2.95%
CAH2016-04-282016-04-292016-05-02178.0278.020.00%market7.52%1.80%0.60%1.19%
CASH2016-04-282016-04-292016-05-02116.4516.450.00%market3.70%0.87%0.60%0.27%
CBRE2016-04-282016-04-292016-05-02130.6030.600.00%market2.86%-1.93%0.60%-2.53%
CCEP2016-04-282016-04-292016-05-02153.6553.650.00%market2.50%-2.60%0.60%-3.20%
CENX2016-04-282016-04-292016-05-0219.149.140.00%market54.90%-7.76%0.60%-8.36%
CHE2016-04-282016-04-292016-05-021135.52135.520.00%market2.53%-4.00%0.60%-4.60%
CLF2016-04-282016-04-292016-05-0215.455.450.00%market75.86%-3.22%0.60%-3.82%
CLW2016-04-282016-04-292016-05-02158.3058.300.00%market14.74%3.33%0.60%2.73%
COHU2016-04-282016-04-292016-05-02111.3611.360.00%market20.00%2.98%0.60%2.38%
COLM2016-04-282016-04-292016-05-02158.7858.780.00%market36.36%1.98%0.60%1.37%
COP2016-04-282016-04-292016-05-02147.9047.900.00%market11.21%-2.29%0.60%-2.90%
CPF2016-04-282016-04-292016-05-02123.0823.080.00%market6.06%1.24%0.60%0.64%
CRI2016-04-282016-04-292016-05-021103.84103.840.00%market5.00%3.39%0.60%2.78%
CVI2016-04-282016-04-292016-05-02119.4019.400.00%market133.33%-3.40%0.60%-4.00%
CYTK2016-04-282016-04-292016-05-0218.238.230.00%market16.22%2.94%0.60%2.33%
DD2016-04-282016-04-292016-05-02195.5895.580.00%market7.23%-1.70%0.60%-2.31%
DGII2016-04-282016-04-292016-05-0219.519.510.00%market80.00%13.25%0.60%12.65%
DLR2016-04-282016-04-292016-05-02190.6690.660.00%market5.97%-1.39%0.60%-2.00%
DLX2016-04-282016-04-292016-05-02162.7662.760.00%market3.48%0.92%0.60%0.32%
EFSC2016-04-282016-04-292016-05-02126.9826.980.00%market10.20%2.12%0.60%1.52%
EMN2016-04-282016-04-292016-05-02174.0974.090.00%market11.76%3.91%0.60%3.30%
ENVA2016-04-282016-04-292016-05-0217.727.720.00%market47.62%8.19%0.60%7.59%
EQT2016-04-282016-04-292016-05-02138.3238.320.00%market240.00%-1.77%0.60%-2.37%
ESS2016-04-282016-04-292016-05-021223.75223.750.00%market2.29%-0.47%0.60%-1.07%
EXPE2016-04-282016-04-292016-05-021116.84116.840.00%market228.57%-0.37%0.60%-0.98%
F2016-04-282016-04-292016-05-02113.9313.930.00%market41.67%-2.33%0.60%-2.93%
FCFS2016-04-282016-04-292016-05-02148.7148.710.00%market6.82%-5.62%0.60%-6.23%
FCN2016-04-282016-04-292016-05-02140.1140.110.00%market97.62%2.27%0.60%1.66%
FLEX2016-04-282016-04-292016-05-02111.9011.900.00%market3.57%5.19%0.60%4.59%
GABC2016-04-282016-04-292016-05-02122.2322.230.00%market2.78%-0.19%0.60%-0.79%
GEO2016-04-282016-04-292016-05-02121.6721.670.00%market1.82%-1.58%0.60%-2.18%
GNW2016-04-282016-04-292016-05-0213.213.210.00%market50.00%26.38%0.60%25.78%
GRC2016-04-282016-04-292016-05-02128.1128.110.00%market20.00%3.64%0.60%3.03%
HUN2016-04-282016-04-292016-05-02115.7215.720.00%market60.87%0.09%0.60%-0.51%
HURN2016-04-282016-04-292016-05-02162.1562.150.00%market16.98%-9.83%0.60%-10.44%
IDCC2016-04-282016-04-292016-05-02157.0857.080.00%market1.28%-0.35%0.60%-0.95%
INGR2016-04-282016-04-292016-05-021113.93113.930.00%market25.18%0.83%0.60%0.23%
IRDM2016-04-282016-04-292016-05-0217.947.940.00%market15.00%7.08%0.60%6.47%
IRM2016-04-282016-04-292016-05-02136.3136.310.00%market6.25%0.70%0.60%0.09%
LEG2016-04-282016-04-292016-05-02148.4048.400.00%market14.55%2.85%0.60%2.25%
LPLA2016-04-282016-04-292016-05-02126.8026.800.00%market52.27%-3.23%0.60%-3.84%
MA2016-04-282016-04-292016-05-02196.8396.830.00%market1.18%0.87%0.60%0.27%
MCS2016-04-282016-04-292016-05-02119.5619.560.00%market100.00%0.16%0.60%-0.45%
MD2016-04-282016-04-292016-05-02170.6270.620.00%market1.16%-0.84%0.60%-1.44%
MO2016-04-282016-04-292016-05-02162.2862.280.00%market5.88%1.25%0.60%0.64%
MRSH2016-04-282016-04-292016-05-02162.7662.760.00%market4.55%1.32%0.60%0.71%
MSA2016-04-282016-04-292016-05-02150.0650.060.00%market9.09%-1.94%0.60%-2.54%
MSCI2016-04-282016-04-292016-05-02175.7475.740.00%market7.94%0.24%0.60%-0.36%
MTH2016-04-282016-04-292016-05-02116.8016.800.00%market8.70%0.97%0.60%0.37%
MZTI2016-04-282016-04-292016-05-021114.78114.780.00%market29.27%4.60%0.60%3.99%
NEE2016-04-282016-04-292016-05-02129.0529.050.00%market11.43%1.52%0.60%0.91%
NFG2016-04-282016-04-292016-05-02153.5553.550.00%market1.04%2.25%0.60%1.65%
NOV2016-04-282016-04-292016-05-02133.3333.330.00%market45.45%4.22%0.60%3.62%
NUS2016-04-282016-04-292016-05-02140.3240.320.00%market13.51%-2.38%0.60%-2.99%
OMCL2016-04-282016-04-292016-05-02131.0031.000.00%market34.62%2.84%0.60%2.23%
ORI2016-04-282016-04-292016-05-02118.6018.600.00%market17.86%1.03%0.60%0.42%
OSK2016-04-282016-04-292016-05-02148.0048.000.00%market105.41%1.63%0.60%1.02%
PAC2016-04-282016-04-292016-05-02192.9592.950.00%market3.26%5.46%0.60%4.86%
PDFS2016-04-282016-04-292016-05-02112.4112.410.00%market6.25%8.60%0.60%8.00%
PENN2016-04-282016-04-292016-05-02116.3316.330.00%market13.04%0.63%0.60%0.03%
PODD2016-04-282016-04-292016-05-02135.5235.520.00%market17.39%-7.36%0.60%-7.97%
POWI2016-04-282016-04-292016-05-02124.7024.700.00%market19.05%-2.77%0.60%-3.38%
PTEN2016-04-282016-04-292016-05-02119.1519.150.00%market11.11%0.32%0.60%-0.29%
QSR2016-04-282016-04-292016-05-02142.8542.850.00%market42.86%0.81%0.60%0.21%
RRC2016-04-282016-04-292016-05-02142.2842.280.00%market44.44%2.88%0.60%2.28%
RSG2016-04-282016-04-292016-05-02147.3047.300.00%market2.13%0.45%0.60%-0.15%
SITC2016-04-282016-04-292016-05-021112.79112.790.00%market640.49%3.82%0.60%3.21%
SKYW2016-04-282016-04-292016-05-02121.6921.690.00%market108.00%9.26%0.60%8.65%
SMCI2016-04-282016-04-292016-05-0212.772.770.00%market4.55%-1.91%0.60%-2.51%
SWKS2016-04-282016-04-292016-05-02170.4270.420.00%market0.81%-4.79%0.60%-5.39%
TAL2016-04-282016-04-292016-05-0219.719.710.00%market10.83%-1.44%0.60%-2.04%
TDAY2016-04-282016-04-292016-05-02116.1016.100.00%market366.67%0.58%0.60%-0.02%
TFSL2016-04-282016-04-292016-05-02117.8917.890.00%market16.67%2.02%0.60%1.42%
TFX2016-04-282016-04-292016-05-021157.81157.810.00%market12.59%0.45%0.60%-0.15%
TMO2016-04-282016-04-292016-05-021143.90143.900.00%market3.45%1.71%0.60%1.10%
TOWN2016-04-282016-04-292016-05-02120.9720.970.00%market20.69%0.14%0.60%-0.47%
TV2016-04-282016-04-292016-05-02127.5927.590.00%market50.00%3.49%0.60%2.88%
ALV2016-04-292016-05-022016-05-03388.6788.670.00%market9.93%-1.31%-0.37%-0.94%
AMC2016-04-292016-05-022016-05-033281.90281.900.00%market22.73%1.11%-0.37%1.47%
AMT2016-04-292016-05-022016-05-033105.00105.000.00%market8.46%-0.90%-0.37%-0.53%
AON2016-04-292016-05-022016-05-033105.55105.550.00%market1.50%0.11%-0.37%0.48%
AZN2016-04-292016-05-022016-05-03358.2258.220.00%market100.00%-1.44%-0.37%-1.07%
E2016-04-292016-05-022016-05-03332.2132.210.00%market25.00%-3.30%-0.37%-2.93%
ETN2016-04-292016-05-022016-05-03363.4863.480.00%market3.53%-0.40%-0.37%-0.03%
HST2016-04-292016-05-022016-05-03315.9015.900.00%market7.89%1.22%-0.37%1.59%
IDXX2016-04-292016-05-022016-05-03385.0085.000.00%market8.51%0.08%-0.37%0.44%
KBR2016-04-292016-05-022016-05-03315.4515.450.00%market7.14%-5.73%-0.37%-5.36%
LIN2016-04-292016-05-022016-05-033117.57117.570.00%market0.79%-2.21%-0.37%-1.84%
MOG-A2016-04-292016-05-022016-05-03349.0349.030.00%market6.25%3.37%-0.37%3.73%
MTRN2016-04-292016-05-022016-05-03329.6529.650.00%market12.50%-7.72%-0.37%-7.35%
NVO2016-04-292016-05-022016-05-03327.7727.770.00%market7.69%-1.58%-0.37%-1.21%
NWL2016-04-292016-05-022016-05-03346.2146.210.00%market11.11%0.77%-0.37%1.13%
PEG2016-04-292016-05-022016-05-03346.2646.260.00%market3.41%-0.47%-0.37%-0.10%
POR2016-04-292016-05-022016-05-03339.8039.800.00%market11.48%2.54%-0.37%2.91%
RCL2016-04-292016-05-022016-05-03378.1378.130.00%market83.87%-1.16%-0.37%-0.80%
SBSI2016-04-292016-05-022016-05-03328.5228.520.00%market21.95%-0.45%-0.37%-0.08%
VIV2016-04-292016-05-022016-05-03312.0412.040.00%market5.56%-1.01%-0.37%-0.65%
VRTS2016-04-292016-05-022016-05-03378.0678.060.00%market3.70%-3.76%-0.37%-3.40%
VTR2016-04-292016-05-022016-05-03362.4662.460.00%market1.96%1.47%-0.37%1.84%
XOM2016-04-292016-05-022016-05-03388.2488.240.00%market38.71%-0.25%-0.37%0.12%
ACLS2016-05-022016-05-032016-05-04110.6410.640.00%market150.00%-7.24%-0.73%-6.51%
ADEA2016-05-022016-05-032016-05-0418.228.220.00%market6.67%-1.44%-0.73%-0.71%
AEIS2016-05-022016-05-032016-05-04134.2834.280.00%market16.67%0.69%-0.73%1.42%
AFG2016-05-022016-05-032016-05-04169.1369.130.00%market2.46%0.57%-0.73%1.30%
AXTI2016-05-022016-05-032016-05-0412.852.850.00%market98.48%7.27%-0.73%8.00%
BWXT2016-05-022016-05-032016-05-04133.8933.890.00%market37.50%-3.14%-0.73%-2.41%
CC2016-05-022016-05-032016-05-0419.709.700.00%market281.92%2.27%-0.73%3.00%
CGNX2016-05-022016-05-032016-05-04119.8319.830.00%market50.00%1.36%-0.73%2.09%
CIM2016-05-022016-05-032016-05-04142.6642.660.00%market7.41%-0.10%-0.73%0.63%
CNA2016-05-022016-05-032016-05-04132.5032.500.00%market6.67%-0.19%-0.73%0.54%
EXR2016-05-022016-05-032016-05-04187.1587.150.00%market29.41%3.66%-0.73%4.39%
FMC2016-05-022016-05-032016-05-04137.8037.800.00%market11.54%8.66%-0.73%9.39%
FN2016-05-022016-05-032016-05-04135.2035.200.00%market5.66%0.30%-0.73%1.03%
HMN2016-05-022016-05-032016-05-04131.9031.900.00%market8.77%2.85%-0.73%3.58%
KAI2016-05-022016-05-032016-05-04147.6047.600.00%market24.14%3.11%-0.73%3.85%
KMT2016-05-022016-05-032016-05-04126.2426.240.00%market54.17%-8.18%-0.73%-7.45%
LMAT2016-05-022016-05-032016-05-04116.7016.700.00%market10.00%-3.75%-0.73%-3.02%
LTC2016-05-022016-05-032016-05-04147.0047.000.00%market1.33%2.62%-0.73%3.35%
MPWR2016-05-022016-05-032016-05-04165.5065.500.00%market2.27%-5.05%-0.73%-4.32%
MYE2016-05-022016-05-032016-05-04113.8613.860.00%market75.00%0.84%-0.73%1.57%
NNN2016-05-022016-05-032016-05-04144.8144.810.00%market33.33%3.54%-0.73%4.27%
NSP2016-05-022016-05-032016-05-04128.4528.450.00%market12.33%12.13%-0.73%12.86%
OGS2016-05-022016-05-032016-05-04158.6058.600.00%market1.67%4.20%-0.73%4.93%
OI2016-05-022016-05-032016-05-04119.0619.060.00%market20.00%0.42%-0.73%1.16%
ONB2016-05-022016-05-032016-05-04112.7112.710.00%market4.35%-0.10%-0.73%0.63%
OTTR2016-05-022016-05-032016-05-04130.0030.000.00%market22.58%2.73%-0.73%3.46%
PDM2016-05-022016-05-032016-05-04120.2520.250.00%market2.50%0.10%-0.73%0.83%
QLYS2016-05-022016-05-032016-05-04124.4724.470.00%market40.00%6.36%-0.73%7.09%
RACE2016-05-022016-05-032016-05-04143.8543.850.00%market17.15%0.08%-0.73%0.81%
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