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 70: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
MTZ2017-02-232017-02-242017-02-27140.0040.000.00%market32.08%1.15%0.70%0.45%
NVCR2017-02-232017-02-242017-02-2717.107.100.00%market35.00%5.53%0.70%4.83%
OEC2017-02-232017-02-242017-02-27121.2521.250.00%market21.88%-3.63%0.70%-4.33%
OLED2017-02-232017-02-242017-02-27174.0074.000.00%market50.00%17.87%0.70%17.17%
RH2017-02-232017-02-242017-02-27129.1529.150.00%market4.62%11.98%0.70%11.27%
RIG2017-02-232017-02-242017-02-27113.9913.990.00%market687.50%1.12%0.70%0.41%
RMAX2017-02-232017-02-242017-02-27163.3563.350.00%market10.81%-7.76%0.70%-8.46%
SPNT2017-02-232017-02-242017-02-27112.2012.200.00%market13.46%-0.10%0.70%-0.80%
SPXC2017-02-232017-02-242017-02-27124.3024.300.00%market13.11%13.97%0.70%13.27%
SSRM2017-02-232017-02-242017-02-27111.2311.230.00%market44.44%-5.18%0.70%-5.88%
SUI2017-02-232017-02-242017-02-27182.6682.660.00%market1.11%0.59%0.70%-0.11%
TFX2017-02-232017-02-242017-02-271184.48184.480.00%market2.40%4.42%0.70%3.71%
TNC2017-02-232017-02-242017-02-27173.1573.150.00%market11.84%-0.03%0.70%-0.73%
TTC2017-02-232017-02-242017-02-27160.2060.200.00%market13.89%0.48%0.70%-0.22%
VAC2017-02-232017-02-242017-02-27197.1597.150.00%market5.17%-0.65%0.70%-1.35%
VALE2017-02-232017-02-242017-02-27110.4610.460.00%market55.88%1.33%0.70%0.63%
VC2017-02-232017-02-242017-02-27192.7592.750.00%market33.82%2.05%0.70%1.34%
W2017-02-232017-02-242017-02-27137.5537.550.00%market32.00%4.11%0.70%3.41%
WK2017-02-232017-02-242017-02-27113.3013.300.00%market57.14%11.93%0.70%11.23%
WPC2017-02-232017-02-242017-02-27162.1762.170.00%market6.09%1.43%0.70%0.73%
ZBRA2017-02-232017-02-242017-02-27189.9989.990.00%market11.56%2.57%0.70%1.87%
ARES2017-02-242017-02-272017-02-28323.2523.250.00%market18.92%-7.20%-0.07%-7.12%
BCC2017-02-242017-02-272017-02-28325.9525.950.00%market183.29%4.33%-0.07%4.40%
ECC2017-02-242017-02-272017-02-28318.8918.890.00%market9.43%-0.31%-0.07%-0.24%
PEG2017-02-242017-02-272017-02-28345.4145.410.00%market3.85%1.16%-0.07%1.23%
RY2017-02-242017-02-272017-02-28374.0774.070.00%market5.26%-1.99%-0.07%-1.92%
ALB2017-02-272017-02-282017-03-01195.8095.800.00%market4.00%7.06%1.31%5.75%
AMT2017-02-272017-02-282017-03-011113.14113.140.00%market6.52%0.52%1.31%-0.80%
APPF2017-02-272017-02-282017-03-01126.0026.000.00%market45.29%-4.14%1.31%-5.45%
ARI2017-02-272017-02-282017-03-01118.0618.060.00%market11.36%1.67%1.31%0.36%
AWI2017-02-272017-02-282017-03-01145.3045.300.00%market2.27%3.98%1.31%2.67%
BCRX2017-02-272017-02-282017-03-0115.475.470.00%market76.00%25.31%1.31%24.00%
BKNG2017-02-272017-02-282017-03-01168.1668.160.00%market9.23%1.62%1.31%0.30%
BWXT2017-02-272017-02-282017-03-01144.5044.500.00%market24.32%7.79%1.31%6.47%
CCU2017-02-272017-02-282017-03-01123.4323.430.00%market32.35%0.92%1.31%-0.39%
CRD-A2017-02-272017-02-282017-03-0119.009.000.00%market6.25%-1.10%1.31%-2.41%
DK2017-02-272017-02-282017-03-01122.6922.690.00%market22.81%10.39%1.31%9.08%
EOG2017-02-272017-02-282017-03-01199.5099.500.00%market92.86%0.45%1.31%-0.86%
EXEL2017-02-272017-02-282017-03-01121.7021.700.00%market1900.00%0.96%1.31%-0.35%
GNL2017-02-272017-02-282017-03-01124.6624.660.00%market5.00%1.20%1.31%-0.12%
IBP2017-02-272017-02-282017-03-01146.0046.000.00%market10.00%7.40%1.31%6.09%
ITGR2017-02-272017-02-282017-03-01135.9535.950.00%market6.10%2.82%1.31%1.51%
JEF2017-02-272017-02-282017-03-01123.3823.380.00%market60.87%3.96%1.31%2.65%
KTOS2017-02-272017-02-282017-03-0118.778.770.00%market137.53%-8.54%1.31%-9.85%
MEDP2017-02-272017-02-282017-03-01133.0033.000.00%market2.94%-13.34%1.31%-14.66%
OMAB2017-02-272017-02-282017-03-01137.5837.580.00%market26.53%5.33%1.31%4.01%
STGW2017-02-272017-02-282017-03-0118.758.750.00%market150.00%1.04%1.31%-0.27%
SWX2017-02-272017-02-282017-03-01185.5185.510.00%market0.74%0.19%1.31%-1.12%
VEON2017-02-272017-02-282017-03-011102.50102.500.00%market2385.00%1.12%1.31%-0.19%
WDAY2017-02-272017-02-282017-03-01182.2082.200.00%market800.00%3.25%1.31%1.93%
AMBA2017-02-282017-03-012017-03-02160.5460.540.00%market22.67%-6.41%-0.05%-6.36%
AMC2017-02-282017-03-012017-03-021315.00315.000.00%market8.82%-5.66%-0.05%-5.61%
AR2017-02-282017-03-012017-03-02124.4024.400.00%market15.79%0.60%-0.05%0.65%
ATRC2017-02-282017-03-012017-03-02118.0318.030.00%market15.62%6.28%-0.05%6.33%
AXON2017-02-282017-03-012017-03-02124.7724.770.00%market9.09%-7.37%-0.05%-7.32%
BCPC2017-02-282017-03-012017-03-02188.1188.110.00%market3.08%-0.07%-0.05%-0.02%
BHC2017-02-282017-03-012017-03-02114.5514.550.00%market5.00%-5.60%-0.05%-5.55%
BLDR2017-02-282017-03-012017-03-02113.9913.990.00%market100.00%8.19%-0.05%8.24%
BMO2017-02-282017-03-012017-03-02176.9976.990.00%market10.64%0.07%-0.05%0.12%
BNS2017-02-282017-03-012017-03-02158.5658.560.00%market1.71%0.14%-0.05%0.19%
CHDN2017-02-282017-03-012017-03-02125.8825.880.00%market10.00%-2.46%-0.05%-2.41%
CQP2017-02-282017-03-012017-03-02133.1933.190.00%market657.14%-1.58%-0.05%-1.53%
CRM2017-02-282017-03-012017-03-02182.8782.870.00%market12.00%-0.34%-0.05%-0.29%
DAR2017-02-282017-03-012017-03-02114.1014.100.00%market38.89%0.18%-0.05%0.23%
DDD2017-02-282017-03-012017-03-02115.2715.270.00%market25.00%-4.36%-0.05%-4.31%
DPZ2017-02-282017-03-012017-03-021191.64191.640.00%market2.78%-1.28%-0.05%-1.23%
EPR2017-02-282017-03-012017-03-02176.7176.710.00%market1.63%-0.79%-0.05%-0.74%
ESI2017-02-282017-03-012017-03-02113.6713.670.00%market11.11%-3.68%-0.05%-3.63%
ETSY2017-02-282017-03-012017-03-02111.4611.460.00%market1207.01%-7.08%-0.05%-7.03%
EVH2017-02-282017-03-012017-03-02119.6019.600.00%market10.00%4.75%-0.05%4.80%
FRO2017-02-282017-03-012017-03-0217.007.000.00%market175.00%1.04%-0.05%1.09%
FWONA2017-02-282017-03-012017-03-02129.9229.920.00%market200.00%2.47%-0.05%2.52%
GIC2017-02-282017-03-012017-03-0218.098.090.00%market700.00%11.15%-0.05%11.20%
GLNG2017-02-282017-03-012017-03-02127.6227.620.00%market10.81%-2.16%-0.05%-2.11%
HALO2017-02-282017-03-012017-03-02113.2813.280.00%market30.00%0.50%-0.05%0.55%
HEI2017-02-282017-03-012017-03-02144.8744.870.00%market7.14%-2.86%-0.05%-2.81%
IONS2017-02-282017-03-012017-03-02149.5249.520.00%market300.00%8.06%-0.05%8.11%
ITRI2017-02-282017-03-012017-03-02164.7564.750.00%market19.30%-8.83%-0.05%-8.78%
JAZZ2017-02-282017-03-012017-03-021138.25138.250.00%market2.65%-1.60%-0.05%-1.55%
KWR2017-02-282017-03-012017-03-021134.00134.000.00%market5.88%1.53%-0.05%1.58%
LNG2017-02-282017-03-012017-03-02148.3248.320.00%market180.65%-3.51%-0.05%-3.46%
MIDD2017-02-282017-03-012017-03-021116.65116.650.00%market10.16%-5.64%-0.05%-5.59%
MITT2017-02-282017-03-012017-03-02154.1954.190.00%market18.75%-1.15%-0.05%-1.10%
NRG2017-02-282017-03-012017-03-02116.8616.860.00%market1000.00%0.91%-0.05%0.96%
NXST2017-02-282017-03-012017-03-02169.9569.950.00%market7.35%1.12%-0.05%1.17%
ORA2017-02-282017-03-012017-03-02156.4956.490.00%market27.27%2.61%-0.05%2.66%
PARR2017-02-282017-03-012017-03-02115.1215.120.00%market900.00%2.02%-0.05%2.07%
PEN2017-02-282017-03-012017-03-02176.2076.200.00%market33.33%9.15%-0.05%9.20%
RHP2017-02-282017-03-012017-03-02165.3365.330.00%market2.78%-0.79%-0.05%-0.74%
ROST2017-02-282017-03-012017-03-02168.0268.020.00%market2.67%-0.41%-0.05%-0.36%
SFL2017-02-282017-03-012017-03-02114.9514.950.00%market6.90%-1.44%-0.05%-1.39%
SRE2017-02-282017-03-012017-03-02154.9354.930.00%market7.04%-0.19%-0.05%-0.14%
SUPN2017-02-282017-03-012017-03-02126.1026.100.00%market4.00%4.88%-0.05%4.93%
TNET2017-02-282017-03-012017-03-02125.6825.680.00%market5.56%11.43%-0.05%11.48%
VEEV2017-02-282017-03-012017-03-02143.0643.060.00%market29.41%2.08%-0.05%2.13%
XHR2017-02-282017-03-012017-03-02117.6117.610.00%market266.67%-0.95%-0.05%-0.90%
AEO2017-03-012017-03-022017-03-03114.2714.270.00%market2.63%4.67%-0.48%5.14%
AVGO2017-03-012017-03-022017-03-03122.4122.410.00%market2.86%-2.69%-0.48%-2.21%
BBY2017-03-012017-03-022017-03-03142.2242.220.00%market16.77%5.66%-0.48%6.13%
BOX2017-03-012017-03-022017-03-03117.8617.860.00%market23.08%-5.20%-0.48%-4.72%
CWST2017-03-012017-03-022017-03-03112.3712.370.00%market261.13%5.32%-0.48%5.79%
DCI2017-03-012017-03-022017-03-03146.0846.080.00%market9.37%-2.03%-0.48%-1.56%
DLTR2017-03-012017-03-022017-03-03176.9176.910.00%market3.03%0.19%-0.48%0.66%
DY2017-03-012017-03-022017-03-03196.2096.200.00%market18.84%0.25%-0.48%0.73%
E2017-03-012017-03-022017-03-03131.8731.870.00%market316.67%0.78%-0.48%1.25%
GTY2017-03-012017-03-022017-03-03126.0726.070.00%market4.88%-0.14%-0.48%0.34%
ICUI2017-03-012017-03-022017-03-031145.95145.950.00%market1.69%2.85%-0.48%3.32%
KNSL2017-03-012017-03-022017-03-03130.2630.260.00%market22.22%4.03%-0.48%4.51%
LIVN2017-03-012017-03-022017-03-03150.4550.450.00%market7.59%0.71%-0.48%1.19%
LOW2017-03-012017-03-022017-03-03181.3781.370.00%market8.86%0.28%-0.48%0.76%
MNST2017-03-012017-03-022017-03-03123.9223.920.00%market20.00%0.32%-0.48%0.79%
NVGS2017-03-012017-03-022017-03-03111.7011.700.00%market133.33%21.27%-0.48%21.74%
P2017-03-012017-03-022017-03-03110.6010.600.00%market71.43%-10.38%-0.48%-9.91%
PLNT2017-03-012017-03-022017-03-03121.0521.050.00%market5.26%2.89%-0.48%3.37%
TDOC2017-03-012017-03-022017-03-03121.8021.800.00%market11.43%2.19%-0.48%2.67%
TVTX2017-03-012017-03-022017-03-03120.4520.450.00%market11.54%2.64%-0.48%3.11%
VCYT2017-03-012017-03-022017-03-0318.088.080.00%market46.15%11.90%-0.48%12.38%
VTRS2017-03-012017-03-022017-03-03144.6744.670.00%market10.56%1.04%-0.48%1.52%
WTI2017-03-012017-03-022017-03-0312.792.790.00%market125.00%4.20%-0.48%4.68%
ABEV2017-03-022017-03-032017-03-0615.425.420.00%market12.50%0.64%-0.19%0.83%
ACIW2017-03-022017-03-032017-03-06122.0022.000.00%market9.62%-1.24%-0.19%-1.04%
ADSK2017-03-022017-03-032017-03-06187.0087.000.00%market15.15%-4.77%-0.19%-4.57%
AMRC2017-03-022017-03-032017-03-0615.905.900.00%market61.55%2.44%-0.19%2.64%
AQN2017-03-022017-03-032017-03-0619.359.350.00%market100.00%-0.63%-0.19%-0.44%
ATHM2017-03-022017-03-032017-03-06133.2133.210.00%market45.12%-1.30%-0.19%-1.11%
BURL2017-03-022017-03-032017-03-06195.0495.040.00%market5.33%-0.92%-0.19%-0.73%
CNQ2017-03-022017-03-032017-03-06115.2215.220.00%market55.56%2.07%-0.19%2.26%
COO2017-03-022017-03-032017-03-06149.8249.820.00%market2.13%-2.49%-0.19%-2.30%
GDS2017-03-022017-03-032017-03-0617.977.970.00%market54.51%0.15%-0.19%0.34%
GWRE2017-03-022017-03-032017-03-06158.2658.260.00%market100.00%-2.11%-0.19%-1.92%
JD2017-03-022017-03-032017-03-06131.3231.320.00%market220.00%-3.01%-0.19%-2.81%
JOE2017-03-022017-03-032017-03-06116.6516.650.00%market300.00%1.10%-0.19%1.29%
MEI2017-03-022017-03-032017-03-06144.6544.650.00%market18.87%-1.44%-0.19%-1.25%
MRVL2017-03-022017-03-032017-03-06116.2516.250.00%market15.79%-1.45%-0.19%-1.26%
NTNX2017-03-022017-03-032017-03-06125.5225.520.00%market20.00%-16.60%-0.19%-16.40%
SNDX2017-03-022017-03-032017-03-06112.1312.130.00%market23.38%-2.41%-0.19%-2.22%
SRI2017-03-022017-03-032017-03-06118.9018.900.00%market17.24%-1.00%-0.19%-0.81%
TD2017-03-022017-03-032017-03-06151.4251.420.00%market4.17%1.75%-0.19%1.94%
WING2017-03-022017-03-032017-03-06125.0025.000.00%market7.14%1.98%-0.19%2.17%
ABR2017-03-032017-03-062017-03-0737.657.650.00%market5.00%0.82%-0.21%1.03%
GHI2017-03-032017-03-062017-03-07317.0317.030.00%market33.33%-2.74%-0.21%-2.53%
TAC2017-03-032017-03-062017-03-0735.605.600.00%market85.71%-3.67%-0.21%-3.46%
ADUS2017-03-062017-03-072017-03-08134.2534.250.00%market13.16%-0.25%-0.34%0.09%
AVD2017-03-062017-03-072017-03-08115.7515.750.00%market8.33%-4.23%-0.34%-3.89%
BGSF2017-03-062017-03-072017-03-08113.8713.870.00%market18.18%0.48%-0.34%0.81%
CORT2017-03-062017-03-072017-03-0819.219.210.00%market6.67%5.44%-0.34%5.77%
DCO2017-03-062017-03-072017-03-08128.5528.550.00%market2.27%4.98%-0.34%5.32%
NOVT2017-03-062017-03-072017-03-08124.5024.500.00%market25.00%6.23%-0.34%6.56%
NX2017-03-062017-03-072017-03-08117.4517.450.00%market20.00%11.07%-0.34%11.41%
PLOW2017-03-062017-03-072017-03-08133.7033.700.00%market18.92%-7.37%-0.34%-7.03%
THO2017-03-062017-03-072017-03-081110.80110.800.00%market0.82%-8.54%-0.34%-8.20%
ABM2017-03-072017-03-082017-03-09141.0041.000.00%market15.15%3.19%-0.20%3.39%
AVAV2017-03-072017-03-082017-03-09127.5027.500.00%market73.53%-1.52%-0.20%-1.32%
AXSM2017-03-072017-03-082017-03-0914.654.650.00%market9.52%7.43%-0.20%7.63%
DKS2017-03-072017-03-082017-03-09148.4248.420.00%market2.33%-0.24%-0.20%-0.04%
HRB2017-03-072017-03-082017-03-09122.8122.810.00%market30.99%2.27%-0.20%2.47%
RRR2017-03-072017-03-082017-03-09121.2521.250.00%market5.71%-0.48%-0.20%-0.27%
WLY2017-03-072017-03-082017-03-09150.5050.500.00%market17.95%4.26%-0.20%4.46%
CWH2017-03-082017-03-092017-03-10133.6633.660.00%market55.56%-5.77%0.42%-6.19%
ELF2017-03-082017-03-092017-03-10131.0331.030.00%market35.71%-10.83%0.42%-11.25%
RUN2017-03-082017-03-092017-03-1015.025.020.00%market440.00%0.70%0.42%0.28%
SMTC2017-03-082017-03-092017-03-10137.0537.050.00%market5.71%-7.39%0.42%-7.81%
UMH2017-03-082017-03-092017-03-10114.0114.010.00%market460.00%-0.81%0.42%-1.23%
VTOL2017-03-082017-03-092017-03-10138.1938.190.00%market59.09%-8.43%0.42%-8.85%
XENE2017-03-082017-03-092017-03-1018.108.100.00%market23.81%2.99%0.42%2.57%
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