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 71: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
ELV2017-04-262017-04-272017-04-281180.27180.270.00%market21.24%-1.42%-0.29%-1.13%
EQIX2017-04-262017-04-272017-04-281414.39414.390.00%market1.72%0.70%-0.29%0.99%
ESRT2017-04-262017-04-272017-04-28121.3321.330.00%market5.00%-2.58%-0.29%-2.30%
EVR2017-04-262017-04-272017-04-28175.9075.900.00%market6.60%-2.93%-0.29%-2.64%
EXR2017-04-262017-04-272017-04-28179.7079.700.00%market5.10%-5.33%-0.29%-5.04%
FBIN2017-04-262017-04-272017-04-28155.5555.550.00%market15.22%-2.04%-0.29%-1.76%
FISV2017-04-262017-04-272017-04-28160.4260.420.00%market6.78%-1.51%-0.29%-1.22%
FSV2017-04-262017-04-272017-04-28161.8761.870.00%market88.89%0.32%-0.29%0.61%
FTI2017-04-262017-04-272017-04-28124.6324.630.00%market115.15%0.06%-0.29%0.35%
GD2017-04-262017-04-272017-04-281195.48195.480.00%market6.90%-0.96%-0.29%-0.68%
GGG2017-04-262017-04-272017-04-28135.6335.630.00%market40.00%0.80%-0.29%1.09%
HSY2017-04-262017-04-272017-04-281107.79107.790.00%market3.97%0.28%-0.29%0.57%
HUN2017-04-262017-04-272017-04-28125.2025.200.00%market50.00%-1.81%-0.29%-1.52%
KIM2017-04-262017-04-272017-04-28121.4921.490.00%market7.14%-5.68%-0.29%-5.40%
KN2017-04-262017-04-272017-04-28118.7518.750.00%market9.09%-5.54%-0.29%-5.25%
KOF2017-04-262017-04-272017-04-28172.4772.470.00%market145.61%0.23%-0.29%0.52%
LEA2017-04-262017-04-272017-04-281141.75141.750.00%market8.65%0.54%-0.29%0.83%
LMAT2017-04-262017-04-272017-04-28126.5726.570.00%market23.08%11.87%-0.29%12.16%
LOB2017-04-262017-04-272017-04-28124.0024.000.00%market12.50%0.52%-0.29%0.81%
LOGI2017-04-262017-04-272017-04-28132.9232.920.00%market23.53%0.69%-0.29%0.98%
LSTR2017-04-262017-04-272017-04-28185.7585.750.00%market4.05%-0.45%-0.29%-0.16%
LVS2017-04-262017-04-272017-04-28157.7457.740.00%market6.45%2.06%-0.29%2.35%
MAA2017-04-262017-04-272017-04-28198.6998.690.00%market1.39%0.43%-0.29%0.72%
MHO2017-04-262017-04-272017-04-28128.4228.420.00%market27.91%-4.53%-0.29%-4.24%
MKSI2017-04-262017-04-272017-04-28180.5080.500.00%market16.51%-2.90%-0.29%-2.61%
MKTX2017-04-262017-04-272017-04-281195.03195.030.00%market15.63%-1.39%-0.29%-1.10%
MPWR2017-04-262017-04-272017-04-28195.0095.000.00%market1.75%-3.78%-0.29%-3.50%
NDAQ2017-04-262017-04-272017-04-28123.1423.140.00%market5.71%-0.88%-0.29%-0.59%
NEU2017-04-262017-04-272017-04-281464.87464.870.00%market33.42%1.15%-0.29%1.44%
NOC2017-04-262017-04-272017-04-281248.96248.960.00%market23.89%-1.31%-0.29%-1.02%
NOV2017-04-262017-04-272017-04-28135.5035.500.00%market15.00%-1.59%-0.29%-1.30%
NSC2017-04-262017-04-272017-04-281118.57118.570.00%market8.82%-1.01%-0.29%-0.72%
NWE2017-04-262017-04-272017-04-28160.1360.130.00%market9.71%-0.68%-0.29%-0.39%
OC2017-04-262017-04-272017-04-28160.8360.830.00%market39.34%-0.07%-0.29%0.22%
OII2017-04-262017-04-272017-04-28126.1526.150.00%market60.00%0.82%-0.29%1.11%
OSIS2017-04-262017-04-272017-04-28172.3272.320.00%market6.25%6.92%-0.29%7.21%
OSK2017-04-262017-04-272017-04-28170.4970.490.00%market2.70%-1.66%-0.29%-1.37%
PAG2017-04-262017-04-272017-04-28148.3948.390.00%market1.04%-1.51%-0.29%-1.22%
PB2017-04-262017-04-272017-04-28169.7469.740.00%market1.02%-3.74%-0.29%-3.45%
PEP2017-04-262017-04-272017-04-281113.10113.100.00%market2.17%0.06%-0.29%0.35%
PG2017-04-262017-04-272017-04-28187.5887.580.00%market2.13%-0.39%-0.29%-0.10%
PKG2017-04-262017-04-272017-04-28199.2599.250.00%market3.25%-0.57%-0.29%-0.28%
PYPL2017-04-262017-04-272017-04-28147.2547.250.00%market7.32%0.89%-0.29%1.18%
QSR2017-04-262017-04-272017-04-28156.8356.830.00%market2.86%-1.26%-0.29%-0.97%
RES2017-04-262017-04-272017-04-28118.6118.610.00%market150.00%-2.46%-0.29%-2.18%
RJF2017-04-262017-04-272017-04-28150.5450.540.00%market14.86%-1.80%-0.29%-1.51%
ROG2017-04-262017-04-272017-04-28195.0095.000.00%market46.09%8.26%-0.29%8.55%
ROK2017-04-262017-04-272017-04-281160.21160.210.00%market11.51%-1.89%-0.29%-1.60%
ROL2017-04-262017-04-272017-04-28116.9416.940.00%market14.29%1.79%-0.29%2.08%
RTX2017-04-262017-04-272017-04-28169.8169.810.00%market6.47%0.43%-0.29%0.72%
SAM2017-04-262017-04-272017-04-281139.00139.000.00%market80.00%3.75%-0.29%4.04%
SCI2017-04-262017-04-272017-04-28132.5332.530.00%market26.67%-1.05%-0.29%-0.76%
SIGI2017-04-262017-04-272017-04-28150.1050.100.00%market22.86%5.29%-0.29%5.58%
SLAB2017-04-262017-04-272017-04-28176.1576.150.00%market5.00%-6.67%-0.29%-6.38%
SLGN2017-04-262017-04-272017-04-28131.5731.570.00%market14.81%-4.09%-0.29%-3.80%
STNG2017-04-262017-04-272017-04-28140.8040.800.00%market12.50%7.74%-0.29%8.03%
STT2017-04-262017-04-272017-04-28183.8583.850.00%market10.00%-0.04%-0.29%0.25%
STX2017-04-262017-04-272017-04-28142.1742.170.00%market3.77%-0.19%-0.29%0.09%
SU2017-04-262017-04-272017-04-28130.8930.890.00%market60.87%1.42%-0.29%1.71%
SYBT2017-04-262017-04-272017-04-28143.7543.750.00%market4.44%-6.39%-0.29%-6.10%
TEL2017-04-262017-04-272017-04-28177.4277.420.00%market10.19%-0.16%-0.29%0.12%
TER2017-04-262017-04-272017-04-28135.0035.000.00%market15.79%0.67%-0.29%0.96%
TFII2017-04-262017-04-272017-04-28122.1422.140.00%market2.93%-3.44%-0.29%-3.15%
TKR2017-04-262017-04-272017-04-28149.6549.650.00%market27.91%-2.92%-0.29%-2.63%
TMO2017-04-262017-04-272017-04-281168.68168.680.00%market2.97%-2.09%-0.29%-1.80%
TNL2017-04-262017-04-272017-04-28145.1745.170.00%market2.70%-4.88%-0.29%-4.59%
TS2017-04-262017-04-272017-04-28132.1032.100.00%market413.51%-2.81%-0.29%-2.52%
TT2017-04-262017-04-272017-04-28168.8268.820.00%market7.55%-0.06%-0.29%0.23%
TYL2017-04-262017-04-272017-04-281163.17163.170.00%market2.27%0.16%-0.29%0.45%
AAL2017-04-272017-04-282017-05-01144.0244.020.00%market7.02%-4.51%-0.09%-4.41%
ABBV2017-04-272017-04-282017-05-01166.0666.060.00%market1.59%0.54%-0.09%0.63%
ABG2017-04-272017-04-282017-05-01163.1563.150.00%market6.76%-2.48%-0.09%-2.38%
AEM2017-04-272017-04-282017-05-01144.6244.620.00%market154.55%4.61%-0.09%4.70%
AEP2017-04-272017-04-282017-05-01168.1068.100.00%market1.05%-1.03%-0.09%-0.93%
AFL2017-04-272017-04-282017-05-01137.6237.620.00%market3.70%-1.16%-0.09%-1.07%
AIT2017-04-272017-04-282017-05-01167.1067.100.00%market19.05%-5.09%-0.09%-5.00%
AJG2017-04-272017-04-282017-05-01156.3156.310.00%market2.56%-0.76%-0.09%-0.66%
ALGN2017-04-272017-04-282017-05-011139.79139.790.00%market26.87%-4.47%-0.09%-4.38%
ALLE2017-04-272017-04-282017-05-01180.0680.060.00%market5.80%-3.05%-0.09%-2.96%
AMT2017-04-272017-04-282017-05-011125.46125.460.00%market1.28%1.53%-0.09%1.63%
AMZN2017-04-272017-04-282017-05-01147.4447.440.00%market40.00%-0.16%-0.09%-0.07%
AOS2017-04-272017-04-282017-05-01153.7653.760.00%market6.38%-0.27%-0.09%-0.18%
APD2017-04-272017-04-282017-05-011141.00141.000.00%market3.62%0.63%-0.09%0.72%
ATR2017-04-272017-04-282017-05-01180.0080.000.00%market8.00%-0.44%-0.09%-0.35%
AVNT2017-04-272017-04-282017-05-01139.7239.720.00%market9.26%-2.62%-0.09%-2.53%
AVT2017-04-272017-04-282017-05-01139.6239.620.00%market2.33%-3.76%-0.09%-3.67%
AZN2017-04-272017-04-282017-05-01159.3059.300.00%market31.58%1.99%-0.09%2.08%
BBD2017-04-272017-04-282017-05-0115.385.380.00%market16.67%3.43%-0.09%3.52%
BBW2017-04-272017-04-282017-05-0119.609.600.00%market410.05%13.44%-0.09%13.53%
BC2017-04-272017-04-282017-05-01157.7557.750.00%market2.44%-1.69%-0.09%-1.60%
BGSF2017-04-272017-04-282017-05-01115.3515.350.00%market25.00%6.41%-0.09%6.51%
BIDU2017-04-272017-04-282017-05-011181.08181.080.00%market17.65%-0.66%-0.09%-0.57%
BMY2017-04-272017-04-282017-05-01155.7055.700.00%market13.51%1.00%-0.09%1.09%
BSAC2017-04-272017-04-282017-05-01123.6623.660.00%market9.52%1.89%-0.09%1.98%
BVN2017-04-272017-04-282017-05-01111.7211.720.00%market47.06%-1.04%-0.09%-0.95%
BWA2017-04-272017-04-282017-05-01137.1637.160.00%market8.33%1.19%-0.09%1.28%
CBRE2017-04-272017-04-282017-05-01135.8935.890.00%market30.30%0.90%-0.09%1.00%
CBZ2017-04-272017-04-282017-05-01115.7515.750.00%market4.65%-0.42%-0.09%-0.33%
CHKP2017-04-272017-04-282017-05-011105.19105.190.00%market0.84%-1.41%-0.09%-1.32%
CMCSA2017-04-272017-04-282017-05-01139.5039.500.00%market20.45%-0.88%-0.09%-0.79%
CME2017-04-272017-04-282017-05-011115.29115.290.00%market1.67%1.07%-0.09%1.16%
CMRE2017-04-272017-04-282017-05-0115.195.190.00%market9.52%9.73%-0.09%9.82%
COHU2017-04-272017-04-282017-05-01120.8020.800.00%market45.83%-1.98%-0.09%-1.88%
COLM2017-04-272017-04-282017-05-01156.2656.260.00%market24.39%-0.46%-0.09%-0.36%
CRI2017-04-272017-04-282017-05-01194.2994.290.00%market15.48%-4.34%-0.09%-4.25%
CRS2017-04-272017-04-282017-05-01140.0140.010.00%market33.33%0.80%-0.09%0.89%
CSL2017-04-272017-04-282017-05-011103.00103.000.00%market1.94%-2.06%-0.09%-1.97%
CSTM2017-04-272017-04-282017-05-0116.606.600.00%market49.97%8.23%-0.09%8.33%
CUZ2017-04-272017-04-282017-05-01131.2431.240.00%market13.33%9.12%-0.09%9.21%
CVI2017-04-272017-04-282017-05-01117.5117.510.00%market620.00%2.70%-0.09%2.79%
CX2017-04-272017-04-282017-05-0118.948.940.00%market160.00%0.24%-0.09%0.33%
DD2017-04-272017-04-282017-05-011112.83112.830.00%market5.05%-1.11%-0.09%-1.02%
DLR2017-04-272017-04-282017-05-011113.00113.000.00%market2.04%1.02%-0.09%1.11%
DLX2017-04-272017-04-282017-05-01172.6472.640.00%market8.70%-0.17%-0.09%-0.08%
DPZ2017-04-272017-04-282017-05-011184.46184.460.00%market8.62%-1.35%-0.09%-1.25%
EHC2017-04-272017-04-282017-05-01135.2835.280.00%market7.69%6.50%-0.09%6.60%
EME2017-04-272017-04-282017-05-01167.8067.800.00%market35.38%-2.16%-0.09%-2.07%
EMN2017-04-272017-04-282017-05-01182.0882.080.00%market4.57%-2.18%-0.09%-2.09%
ENTG2017-04-272017-04-282017-05-01125.1025.100.00%market12.00%0.70%-0.09%0.79%
ENVA2017-04-272017-04-282017-05-01115.0015.000.00%market28.57%-1.77%-0.09%-1.67%
ESS2017-04-272017-04-282017-05-011243.20243.200.00%market177.55%1.87%-0.09%1.96%
F2017-04-272017-04-282017-05-01111.5111.510.00%market11.43%-0.88%-0.09%-0.79%
FAF2017-04-272017-04-282017-05-01143.5243.520.00%market20.93%-1.71%-0.09%-1.62%
FBNC2017-04-272017-04-282017-05-01130.3930.390.00%market5.13%-0.56%-0.09%-0.47%
FCFS2017-04-272017-04-282017-05-01152.3052.300.00%market11.48%-1.92%-0.09%-1.82%
FE2017-04-272017-04-282017-05-01130.6830.680.00%market8.45%-4.08%-0.09%-3.98%
FET2017-04-272017-04-282017-05-011372.00372.000.00%market12.50%-13.27%-0.09%-13.18%
FHB2017-04-272017-04-282017-05-01131.3031.300.00%market2.50%-5.50%-0.09%-5.41%
FHI2017-04-272017-04-282017-05-01127.7627.760.00%market6.52%-5.29%-0.09%-5.20%
FLEX2017-04-272017-04-282017-05-01115.5215.520.00%market3.57%-0.36%-0.09%-0.27%
FRME2017-04-272017-04-282017-05-01142.3842.380.00%market7.69%-0.45%-0.09%-0.36%
FSS2017-04-272017-04-282017-05-01115.7315.730.00%market16.67%-0.23%-0.09%-0.14%
FTNT2017-04-272017-04-282017-05-0117.817.810.00%market10.21%0.16%-0.09%0.25%
FTV2017-04-272017-04-282017-05-01139.7039.700.00%market5.26%-1.08%-0.09%-0.99%
GLPI2017-04-272017-04-282017-05-01134.8334.830.00%market2.60%0.22%-0.09%0.31%
GOOG2017-04-272017-04-282017-05-01145.5345.530.00%market5.41%0.12%-0.09%0.21%
GOOGL2017-04-272017-04-282017-05-01146.4546.450.00%market5.41%0.31%-0.09%0.40%
HIG2017-04-272017-04-282017-05-01148.2148.210.00%market1.01%0.94%-0.09%1.03%
ICLR2017-04-272017-04-282017-05-01183.6283.620.00%market1.57%1.86%-0.09%1.95%
IDCC2017-04-272017-04-282017-05-01191.4591.450.00%market55.00%-2.07%-0.09%-1.98%
INTC2017-04-272017-04-282017-05-01136.1036.100.00%market1.54%0.48%-0.09%0.57%
IP2017-04-272017-04-282017-05-01151.7351.730.00%market7.14%-1.67%-0.09%-1.57%
IRDM2017-04-272017-04-282017-05-01110.6010.600.00%market42.86%0.37%-0.09%0.46%
IVZ2017-04-272017-04-282017-05-01133.1233.120.00%market8.93%-1.40%-0.09%-1.31%
JEF2017-04-272017-04-282017-05-01123.3223.320.00%market11.94%-1.04%-0.09%-0.95%
KKR2017-04-272017-04-282017-05-01119.1919.190.00%market30.00%-1.61%-0.09%-1.52%
KLAC2017-04-272017-04-282017-05-01110.0310.030.00%market6.67%-1.20%-0.09%-1.10%
LAZ2017-04-272017-04-282017-05-01143.2743.270.00%market5.06%-0.47%-0.09%-0.38%
LEG2017-04-272017-04-282017-05-01154.8854.880.00%market5.08%-4.05%-0.09%-3.96%
LIN2017-04-272017-04-282017-05-011125.12125.120.00%market2.24%-0.23%-0.09%-0.14%
LKQ2017-04-272017-04-282017-05-01131.3131.310.00%market6.52%0.32%-0.09%0.41%
LPLA2017-04-272017-04-282017-05-01143.0343.030.00%market78.38%-0.80%-0.09%-0.71%
LRN2017-04-272017-04-282017-05-01120.5620.560.00%market61.54%-5.06%-0.09%-4.97%
MAC2017-04-272017-04-282017-05-01162.7062.700.00%market3.57%3.04%-0.09%3.13%
MCS2017-04-272017-04-282017-05-01134.6534.650.00%market10.00%-4.28%-0.09%-4.19%
MGM2017-04-272017-04-282017-05-01131.2831.280.00%market31.03%-1.09%-0.09%-1.00%
MMSI2017-04-272017-04-282017-05-01133.2033.200.00%market21.74%2.16%-0.09%2.25%
MPC2017-04-272017-04-282017-05-01151.3251.320.00%market220.00%-1.00%-0.09%-0.90%
MRSH2017-04-272017-04-282017-05-01174.3574.350.00%market2.04%-0.14%-0.09%-0.05%
MSFT2017-04-272017-04-282017-05-01168.9168.910.00%market4.29%0.63%-0.09%0.72%
MTH2017-04-272017-04-282017-05-01120.1520.150.00%market33.33%-4.57%-0.09%-4.47%
NVCR2017-04-272017-04-282017-05-01111.4011.400.00%market16.00%2.97%-0.09%3.06%
ODFL2017-04-272017-04-282017-05-01130.0230.020.00%market3.85%-2.13%-0.09%-2.04%
ORI2017-04-272017-04-282017-05-01120.9020.900.00%market16.13%-1.54%-0.09%-1.44%
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