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 72: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
RGEN2017-05-042017-05-052017-05-08138.2538.250.00%market15.38%-1.51%0.20%-1.71%
RMAX2017-05-042017-05-052017-05-08159.3559.350.00%market2.56%-2.21%0.20%-2.40%
SBH2017-05-042017-05-052017-05-08119.9019.900.00%market4.76%-0.65%0.20%-0.85%
SFM2017-05-042017-05-052017-05-08122.8622.860.00%market10.00%2.31%0.20%2.11%
SHAK2017-05-042017-05-052017-05-08134.4034.400.00%market25.00%5.25%0.20%5.05%
SHEL2017-05-042017-05-052017-05-08152.9352.930.00%market22.67%2.83%0.20%2.63%
ABR2017-05-052017-05-082017-05-0938.908.900.00%market73.68%-2.35%-0.13%-2.22%
APPF2017-05-052017-05-082017-05-09327.0027.000.00%market330.11%3.79%-0.13%3.92%
CI2017-05-052017-05-082017-05-093160.66160.660.00%market13.06%1.14%-0.13%1.27%
CNP2017-05-052017-05-082017-05-09328.0428.040.00%market8.82%-2.20%-0.13%-2.07%
CTSH2017-05-052017-05-082017-05-09363.1963.190.00%market1.20%1.45%-0.13%1.58%
DCH2017-05-052017-05-082017-05-09317.5917.590.00%market17.05%1.78%-0.13%1.91%
DRH2017-05-052017-05-082017-05-09311.2811.280.00%market5.88%-4.53%-0.13%-4.40%
ENOV2017-05-052017-05-082017-05-09369.0469.040.00%market17.98%-2.47%-0.13%-2.34%
ESNT2017-05-052017-05-082017-05-09335.5935.590.00%market4.35%1.81%-0.13%1.94%
GHI2017-05-052017-05-082017-05-09317.1817.180.00%market66.67%-0.10%-0.13%0.03%
HE2017-05-052017-05-082017-05-09333.5533.550.00%market10.71%-2.63%-0.13%-2.50%
JLL2017-05-052017-05-082017-05-093125.03125.030.00%market18.42%-3.25%-0.13%-3.12%
KOP2017-05-052017-05-082017-05-09342.1042.100.00%market94.29%-9.60%-0.13%-9.47%
MCO2017-05-052017-05-082017-05-093118.02118.020.00%market18.55%-1.21%-0.13%-1.08%
NJR2017-05-052017-05-082017-05-09340.7540.750.00%market21.00%-2.31%-0.13%-2.18%
TAC2017-05-052017-05-082017-05-0935.305.300.00%market380.00%-1.04%-0.13%-0.91%
TDS2017-05-052017-05-082017-05-09327.5127.510.00%market560.00%-0.14%-0.13%-0.01%
ADUS2017-05-082017-05-092017-05-10135.4135.410.00%market3.03%13.99%-0.04%14.03%
AMC2017-05-082017-05-092017-05-101293.00293.000.00%market462.50%-4.71%-0.04%-4.67%
AMPY2017-05-082017-05-092017-05-10114.9414.940.00%market60.00%0.57%-0.04%0.60%
AR2017-05-082017-05-092017-05-10121.8121.810.00%market100.00%-2.25%-0.04%-2.22%
BLDR2017-05-082017-05-092017-05-10115.8915.890.00%market120.00%-6.39%-0.04%-6.36%
BSM2017-05-082017-05-092017-05-10116.7716.770.00%market111.76%0.02%-0.04%0.06%
CRK2017-05-082017-05-092017-05-1018.658.650.00%market5.91%-2.53%-0.04%-2.49%
DHT2017-05-082017-05-092017-05-1014.474.470.00%market9.52%1.91%-0.04%1.95%
DK2017-05-082017-05-092017-05-10125.2525.250.00%market148.48%-0.65%-0.04%-0.62%
EGY2017-05-082017-05-092017-05-1011.101.100.00%market799.74%-4.65%-0.04%-4.61%
ESI2017-05-082017-05-092017-05-10113.6013.600.00%market14.29%-1.50%-0.04%-1.46%
GRBK2017-05-082017-05-092017-05-10110.2010.200.00%market110.00%0.39%-0.04%0.43%
HAE2017-05-082017-05-092017-05-10143.2143.210.00%market5.41%-2.21%-0.04%-2.17%
HL2017-05-082017-05-092017-05-1015.355.350.00%market36.57%1.58%-0.04%1.62%
HLIO2017-05-082017-05-092017-05-10140.5040.500.00%market5.56%4.22%-0.04%4.26%
IBRX2017-05-082017-05-092017-05-1012.932.930.00%market16.67%1.61%-0.04%1.64%
IFF2017-05-082017-05-092017-05-101133.75133.750.00%market0.66%-2.66%-0.04%-2.62%
ITT2017-05-082017-05-092017-05-10142.1342.130.00%market6.67%-1.12%-0.04%-1.08%
JD2017-05-082017-05-092017-05-10138.8438.840.00%market925.29%1.14%-0.04%1.17%
KOS2017-05-082017-05-092017-05-1016.876.870.00%market8.33%-2.57%-0.04%-2.54%
KRO2017-05-082017-05-092017-05-10117.2917.290.00%market16.67%8.34%-0.04%8.38%
LXFR2017-05-082017-05-092017-05-10112.4812.480.00%market22.73%0.30%-0.04%0.34%
MAR2017-05-082017-05-092017-05-101101.20101.200.00%market10.99%1.92%-0.04%1.95%
MYE2017-05-082017-05-092017-05-10116.9016.900.00%market18.18%2.27%-0.04%2.30%
NOG2017-05-082017-05-092017-05-10122.5022.500.00%market1806.25%-8.99%-0.04%-8.95%
NOVT2017-05-082017-05-092017-05-10130.5030.500.00%market29.17%1.21%-0.04%1.25%
NVGS2017-05-082017-05-092017-05-10111.1011.100.00%market25.00%-15.42%-0.04%-15.38%
NWL2017-05-082017-05-092017-05-10152.4152.410.00%market17.24%1.18%-0.04%1.22%
ORA2017-05-082017-05-092017-05-10158.6958.690.00%market9.37%-2.35%-0.04%-2.31%
PNNT2017-05-082017-05-092017-05-1018.068.060.00%market9.52%-0.35%-0.04%-0.31%
PRIM2017-05-082017-05-092017-05-10122.6622.660.00%market7.14%3.39%-0.04%3.42%
PTCT2017-05-082017-05-092017-05-10110.6610.660.00%market3.41%18.01%-0.04%18.04%
RBC2017-05-082017-05-092017-05-10180.1580.150.00%market12.63%0.59%-0.04%0.62%
RGR2017-05-082017-05-092017-05-10160.6560.650.00%market17.48%5.84%-0.04%5.87%
RRX2017-05-082017-05-092017-05-10180.1580.150.00%market12.63%0.59%-0.04%0.62%
SNDX2017-05-082017-05-092017-05-1018.018.010.00%market4.05%4.39%-0.04%4.43%
TDOC2017-05-082017-05-092017-05-10124.4324.430.00%market9.09%25.80%-0.04%25.83%
TSEM2017-05-082017-05-092017-05-10124.0624.060.00%market13.95%2.23%-0.04%2.27%
WLFC2017-05-082017-05-092017-05-1017.987.980.00%market1278.95%5.79%-0.04%5.83%
ACAD2017-05-092017-05-102017-05-11130.0030.000.00%market1.37%-4.10%-0.00%-4.10%
ACM2017-05-092017-05-102017-05-11134.2034.200.00%market61.82%-2.99%-0.00%-2.99%
ACR2017-05-092017-05-102017-05-11123.9823.980.00%market258.82%4.77%-0.00%4.77%
AER2017-05-092017-05-102017-05-11146.0046.000.00%market12.50%-2.36%-0.00%-2.36%
ALRM2017-05-092017-05-102017-05-11132.8032.800.00%market53.33%0.60%-0.00%0.61%
AON2017-05-092017-05-102017-05-111124.22124.220.00%market13.28%-0.04%-0.00%-0.03%
ARMK2017-05-092017-05-102017-05-11127.1527.150.00%market7.14%-1.39%-0.00%-1.38%
AXON2017-05-092017-05-102017-05-11126.9726.970.00%market145.01%-3.70%-0.00%-3.69%
BKNG2017-05-092017-05-102017-05-11174.1574.150.00%market11.14%-2.27%-0.00%-2.27%
CAMT2017-05-092017-05-102017-05-1114.404.400.00%market100.00%5.81%-0.00%5.81%
CHMI2017-05-092017-05-102017-05-11116.8516.850.00%market31.25%3.05%-0.00%3.05%
DIOD2017-05-092017-05-102017-05-11124.5524.550.00%market180.00%6.66%-0.00%6.67%
DIS2017-05-092017-05-102017-05-111109.00109.000.00%market6.38%0.43%-0.00%0.44%
DOX2017-05-092017-05-102017-05-11162.7562.750.00%market1.08%1.24%-0.00%1.24%
DQ2017-05-092017-05-102017-05-1114.454.450.00%market58.62%7.41%-0.00%7.41%
DUK2017-05-092017-05-102017-05-11182.2782.270.00%market0.97%0.79%-0.00%0.79%
EVH2017-05-092017-05-102017-05-11124.0524.050.00%market22.22%1.98%-0.00%1.98%
FNV2017-05-092017-05-102017-05-11168.9068.900.00%market13.64%1.13%-0.00%1.14%
FOR2017-05-092017-05-102017-05-11114.1014.100.00%market480.00%-0.10%-0.00%-0.10%
GDOT2017-05-092017-05-102017-05-11135.1735.170.00%market19.05%1.95%-0.00%1.95%
GLP2017-05-092017-05-102017-05-11118.7518.750.00%market1336.66%2.30%-0.00%2.30%
HLI2017-05-092017-05-102017-05-11135.0035.000.00%market31.11%-0.30%-0.00%-0.30%
HSIC2017-05-092017-05-102017-05-11169.5569.550.00%market7.32%-0.63%-0.00%-0.63%
IAG2017-05-092017-05-102017-05-1113.983.980.00%market162.47%5.68%-0.00%5.68%
IONS2017-05-092017-05-102017-05-11146.6446.640.00%market130.00%-3.79%-0.00%-3.78%
IOSP2017-05-092017-05-102017-05-11166.3566.350.00%market5.26%-4.70%-0.00%-4.69%
IPAR2017-05-092017-05-102017-05-11138.5038.500.00%market16.22%-3.09%-0.00%-3.08%
J2017-05-092017-05-102017-05-11146.2346.230.00%market8.33%-2.48%-0.00%-2.48%
LIND2017-05-092017-05-102017-05-1118.968.960.00%market25.00%2.91%-0.00%2.92%
MCHP2017-05-092017-05-102017-05-11139.9539.950.00%market9.43%-1.18%-0.00%-1.17%
MIDD2017-05-092017-05-102017-05-111107.15107.150.00%market11.50%0.81%-0.00%0.81%
MMI2017-05-092017-05-102017-05-11126.0526.050.00%market10.71%-7.82%-0.00%-7.81%
MXL2017-05-092017-05-102017-05-11128.9828.980.00%market6.45%3.83%-0.00%3.84%
NHI2017-05-092017-05-102017-05-11172.6572.650.00%market30.95%2.78%-0.00%2.78%
NVMI2017-05-092017-05-102017-05-11122.7622.760.00%market21.95%4.43%-0.00%4.43%
NWS2017-05-092017-05-102017-05-11112.9512.950.00%market75.00%0.29%-0.00%0.29%
NWSA2017-05-092017-05-102017-05-11112.3012.300.00%market39.61%2.99%-0.00%2.99%
NXST2017-05-092017-05-102017-05-11163.1063.100.00%market262.96%-2.64%-0.00%-2.63%
OPLN2017-05-092017-05-102017-05-11117.0417.040.00%market3.33%-5.63%-0.00%-5.63%
PARR2017-05-092017-05-102017-05-11117.0017.000.00%market126.32%-1.98%-0.00%-1.98%
RC2017-05-092017-05-102017-05-11115.0015.000.00%market37.50%-3.43%-0.00%-3.43%
REG2017-05-092017-05-102017-05-11161.6661.660.00%market8.43%0.84%-0.00%0.84%
SEDG2017-05-092017-05-102017-05-11116.8016.800.00%market12.50%5.85%-0.00%5.86%
SRE2017-05-092017-05-102017-05-11155.8655.860.00%market8.75%-0.40%-0.00%-0.40%
STE2017-05-092017-05-102017-05-11175.8875.880.00%market3.74%-1.01%-0.00%-1.01%
STWD2017-05-092017-05-102017-05-11121.7821.780.00%market2.00%0.13%-0.00%0.13%
TPVG2017-05-092017-05-102017-05-11113.6713.670.00%market11.11%0.49%-0.00%0.49%
USFD2017-05-092017-05-102017-05-11128.7128.710.00%market5.88%-1.21%-0.00%-1.21%
VVX2017-05-092017-05-102017-05-11129.9029.900.00%market30.43%-0.94%-0.00%-0.93%
W2017-05-092017-05-102017-05-11161.6961.690.00%market14.29%4.52%-0.00%4.52%
WPC2017-05-092017-05-102017-05-11160.0460.040.00%market10.62%0.68%-0.00%0.69%
XHR2017-05-092017-05-102017-05-11117.7617.760.00%market18.92%1.48%-0.00%1.48%
YELP2017-05-092017-05-102017-05-11127.9127.910.00%market25.00%4.88%-0.00%4.88%
ZBRA2017-05-092017-05-102017-05-11197.4697.460.00%market6.20%1.58%-0.00%1.59%
AGM2017-05-102017-05-112017-05-12164.3364.330.00%market12.40%-5.88%-0.15%-5.73%
ATHM2017-05-102017-05-112017-05-12138.7338.730.00%market36.36%-4.36%-0.15%-4.21%
BR2017-05-102017-05-112017-05-12170.6970.690.00%market15.00%0.44%-0.15%0.59%
CCU2017-05-102017-05-112017-05-12125.6625.660.00%market5.41%1.42%-0.15%1.57%
CECO2017-05-102017-05-112017-05-12110.6410.640.00%market11.11%-3.39%-0.15%-3.23%
COTY2017-05-102017-05-112017-05-12119.9719.970.00%market36.36%-2.05%-0.15%-1.90%
CPA2017-05-102017-05-112017-05-121122.00122.000.00%market4.29%-1.48%-0.15%-1.32%
CRL2017-05-102017-05-112017-05-12189.9989.990.00%market13.16%-2.00%-0.15%-1.85%
CROX2017-05-102017-05-112017-05-1217.297.290.00%market319.05%-6.27%-0.15%-6.12%
E2017-05-102017-05-112017-05-12132.3732.370.00%market104.55%0.52%-0.15%0.67%
ECHO2017-05-102017-05-112017-05-12146.5646.560.00%market100.00%-1.32%-0.15%-1.17%
ELF2017-05-102017-05-112017-05-12127.0627.060.00%market80.00%-0.21%-0.15%-0.06%
FSK2017-05-102017-05-112017-05-12138.2038.200.00%market30.00%-2.19%-0.15%-2.04%
HTHT2017-05-102017-05-112017-05-12118.2918.290.00%market60.00%2.42%-0.15%2.57%
ICUI2017-05-102017-05-112017-05-121169.00169.000.00%market273.33%-3.03%-0.15%-2.87%
INSW2017-05-102017-05-112017-05-12120.9520.950.00%market10.71%-2.58%-0.15%-2.43%
JOYY2017-05-102017-05-112017-05-12153.8653.860.00%market68.67%0.03%-0.15%0.18%
MBI2017-05-102017-05-112017-05-1218.118.110.00%market16.67%-1.09%-0.15%-0.93%
NCLH2017-05-102017-05-112017-05-12153.8553.850.00%market8.11%-4.46%-0.15%-4.31%
NTES2017-05-102017-05-112017-05-12157.5857.580.00%market11.76%-5.87%-0.15%-5.71%
PEGA2017-05-102017-05-112017-05-12127.7327.730.00%market56.00%0.33%-0.15%0.49%
PFGC2017-05-102017-05-112017-05-12127.6527.650.00%market8.00%-0.10%-0.15%0.05%
PR2017-05-102017-05-112017-05-12116.8916.890.00%market72.86%-1.99%-0.15%-1.84%
RGLD2017-05-102017-05-112017-05-12170.8070.800.00%market2.86%8.74%-0.15%8.90%
RUN2017-05-102017-05-112017-05-1215.125.120.00%market9.09%-4.98%-0.15%-4.83%
SD2017-05-102017-05-112017-05-12119.2519.250.00%market178.57%3.48%-0.15%3.64%
SITE2017-05-102017-05-112017-05-12150.0950.090.00%market3.70%-2.24%-0.15%-2.08%
SNAP2017-05-102017-05-112017-05-12117.9617.960.00%market9.09%6.47%-0.15%6.62%
TCOM2017-05-102017-05-112017-05-12153.8653.860.00%market132.09%2.63%-0.15%2.78%
TEO2017-05-102017-05-112017-05-12123.6223.620.00%market88.24%3.92%-0.15%4.08%
TM2017-05-102017-05-112017-05-121106.74106.740.00%market22.11%-0.36%-0.15%-0.21%
TTI2017-05-102017-05-112017-05-1213.753.750.00%market16.67%-11.83%-0.15%-11.68%
UGP2017-05-102017-05-112017-05-12111.9111.910.00%market22.22%1.75%-0.15%1.90%
VMC2017-05-102017-05-112017-05-121129.55129.550.00%market70.00%-1.10%-0.15%-0.95%
VTRS2017-05-102017-05-112017-05-12138.5138.510.00%market1.09%1.02%-0.15%1.17%
WWW2017-05-102017-05-112017-05-12126.0426.040.00%market19.35%-4.06%-0.15%-3.90%
AQN2017-05-112017-05-122017-05-1519.739.730.00%market11.76%0.31%0.51%-0.19%
ASIX2017-05-112017-05-122017-05-15128.9528.950.00%market104.65%8.47%0.51%7.96%
DDS2017-05-112017-05-122017-05-15146.6146.610.00%market4.95%1.40%0.51%0.90%
IMOS2017-05-112017-05-122017-05-15118.0518.050.00%market55.17%2.23%0.51%1.72%
KSS2017-05-112017-05-122017-05-15136.7636.760.00%market34.48%0.47%0.51%-0.03%
MDGL2017-05-112017-05-122017-05-15115.7415.740.00%market64.03%3.39%0.51%2.89%
MGA2017-05-112017-05-122017-05-15144.9344.930.00%market14.93%1.90%0.51%1.40%
PAM2017-05-112017-05-122017-05-15159.3759.370.00%market1122.74%-0.98%0.51%-1.48%
PBR2017-05-112017-05-122017-05-15110.0910.090.00%market214.29%3.07%0.51%2.57%
PBR-A2017-05-112017-05-122017-05-1519.789.780.00%market144.44%2.97%0.51%2.46%
SNDR2017-05-112017-05-122017-05-15119.0919.090.00%market15.38%-2.56%0.51%-3.07%
TU2017-05-112017-05-122017-05-15116.7216.720.00%market5.71%0.74%0.51%0.23%
BBAR2017-05-122017-05-152017-05-16318.0518.050.00%market39.02%0.95%0.25%0.70%
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