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 74: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
OEC2017-08-032017-08-042017-08-07121.2021.200.00%market2.78%-1.52%0.14%-1.66%
OGE2017-08-032017-08-042017-08-07135.9035.900.00%market10.64%0.79%0.14%0.65%
OLED2017-08-032017-08-042017-08-071117.05117.050.00%market37.50%0.46%0.14%0.31%
ORA2017-08-032017-08-042017-08-07157.4957.490.00%market5.45%0.82%0.14%0.68%
OTEX2017-08-032017-08-042017-08-07134.9034.900.00%market3.45%-3.48%0.14%-3.62%
OUT2017-08-032017-08-042017-08-07122.4722.470.00%market1.79%-1.12%0.14%-1.26%
PBH2017-08-032017-08-042017-08-07153.1653.160.00%market3.13%-1.17%0.14%-1.31%
PH2017-08-032017-08-042017-08-071166.13166.130.00%market6.06%-2.35%0.14%-2.49%
PI2017-08-032017-08-042017-08-07138.0038.000.00%market150.00%-2.63%0.14%-2.77%
PNW2017-08-032017-08-042017-08-07188.5488.540.00%market27.35%-0.04%0.14%-0.18%
PPL2017-08-032017-08-042017-08-07138.9938.990.00%market4.00%-0.51%0.14%-0.65%
RC2017-08-032017-08-042017-08-07114.8014.800.00%market3.03%-0.10%0.14%-0.24%
REG2017-08-032017-08-042017-08-07165.6065.600.00%market3.33%1.64%0.14%1.50%
REGN2017-08-032017-08-042017-08-071469.32469.320.00%market31.55%0.07%0.14%-0.08%
RGEN2017-08-032017-08-042017-08-07141.7541.750.00%market33.33%1.77%0.14%1.63%
RMAX2017-08-032017-08-042017-08-07160.0060.000.00%market14.89%2.48%0.14%2.34%
SAFE2017-08-032017-08-042017-08-07118.6518.650.00%market725.00%1.62%0.14%1.47%
SBH2017-08-032017-08-042017-08-07120.4520.450.00%market6.12%3.27%0.14%3.13%
SCM2017-08-032017-08-042017-08-07113.6013.600.00%market6.67%0.41%0.14%0.27%
SFM2017-08-032017-08-042017-08-07124.4924.490.00%market16.00%0.02%0.14%-0.12%
SHAK2017-08-032017-08-042017-08-07132.8232.820.00%market25.00%-2.02%0.14%-2.16%
SMCI2017-08-032017-08-042017-08-0712.652.650.00%market7.73%1.79%0.14%1.65%
SPH2017-08-032017-08-042017-08-07124.6124.610.00%market18.64%-1.93%0.14%-2.07%
SPXC2017-08-032017-08-042017-08-07128.2528.250.00%market25.71%-7.43%0.14%-7.57%
SRG2017-08-032017-08-042017-08-07147.0047.000.00%market2.22%2.73%0.14%2.59%
SYNA2017-08-032017-08-042017-08-07147.0047.000.00%market1.72%-4.61%0.14%-4.75%
TDY2017-08-032017-08-042017-08-071148.62148.620.00%market33.87%-1.10%0.14%-1.24%
TFX2017-08-032017-08-042017-08-071217.97217.970.00%market6.81%-1.65%0.14%-1.79%
TRGP2017-08-032017-08-042017-08-07146.0446.040.00%market200.00%-2.79%0.14%-2.93%
TSEM2017-08-032017-08-042017-08-07124.3324.330.00%market8.16%3.39%0.14%3.25%
UI2017-08-032017-08-042017-08-07162.8062.800.00%market1.35%3.37%0.14%3.23%
UMH2017-08-032017-08-042017-08-07116.2716.270.00%market50.04%-0.71%0.14%-0.86%
UNIT2017-08-032017-08-042017-08-07137.7937.790.00%market20.00%0.69%0.14%0.55%
VAC2017-08-032017-08-042017-08-071116.97116.970.00%market25.98%-2.11%0.14%-2.25%
VECO2017-08-032017-08-042017-08-07124.1524.150.00%market257.14%-4.45%0.14%-4.59%
VRNS2017-08-032017-08-042017-08-07113.1713.170.00%market111.86%-4.43%0.14%-4.57%
VSH2017-08-032017-08-042017-08-07117.5517.550.00%market5.88%0.18%0.14%0.04%
WING2017-08-032017-08-042017-08-07131.1831.180.00%market20.00%6.15%0.14%6.01%
WK2017-08-032017-08-042017-08-07119.2019.200.00%market30.00%1.20%0.14%1.06%
WTI2017-08-032017-08-042017-08-0711.981.980.00%market2299.13%0.91%0.14%0.77%
WTTR2017-08-032017-08-042017-08-07115.8615.860.00%market1497.44%-5.40%0.14%-5.54%
WU2017-08-032017-08-042017-08-07120.0720.070.00%market19.05%-3.54%0.14%-3.68%
ABR2017-08-042017-08-072017-08-0838.328.320.00%market10.53%-1.30%-0.09%-1.21%
AEE2017-08-042017-08-072017-08-08357.5757.570.00%market12.86%1.39%-0.09%1.49%
ARES2017-08-042017-08-072017-08-08318.2018.200.00%market2.99%-0.37%-0.09%-0.28%
BCPC2017-08-042017-08-072017-08-08377.8077.800.00%market1.59%-5.31%-0.09%-5.21%
BEP2017-08-042017-08-072017-08-08318.1718.170.00%market50.00%-0.87%-0.09%-0.78%
CI2017-08-042017-08-072017-08-083172.67172.670.00%market17.34%1.61%-0.09%1.71%
CLMT2017-08-042017-08-072017-08-0835.305.300.00%market127.91%4.62%-0.09%4.71%
ESNT2017-08-042017-08-072017-08-08340.7040.700.00%market10.00%-3.20%-0.09%-3.10%
GHM2017-08-042017-08-072017-08-08320.1020.100.00%market900.00%-3.09%-0.09%-2.99%
IBP2017-08-042017-08-072017-08-08359.4059.400.00%market3.51%-1.53%-0.09%-1.44%
ITT2017-08-042017-08-072017-08-08341.9841.980.00%market3.17%-1.48%-0.09%-1.39%
LCII2017-08-042017-08-072017-08-083100.90100.900.00%market1.92%-4.11%-0.09%-4.02%
NWL2017-08-042017-08-072017-08-08350.8050.800.00%market1.16%-0.18%-0.09%-0.09%
SRE2017-08-042017-08-072017-08-08358.6058.600.00%market37.50%0.16%-0.09%0.25%
TM2017-08-042017-08-072017-08-083113.98113.980.00%market36.19%0.11%-0.09%0.20%
VST2017-08-042017-08-072017-08-08316.6916.690.00%market185.69%2.90%-0.09%2.99%
WPC2017-08-042017-08-072017-08-08366.9366.930.00%market20.00%-1.95%-0.09%-1.86%
WTM2017-08-042017-08-072017-08-083851.00851.000.00%market148.21%0.10%-0.09%0.19%
ADUS2017-08-072017-08-082017-08-09134.0534.050.00%market2.70%0.93%-0.11%1.03%
ALB2017-08-072017-08-082017-08-091119.13119.130.00%market1.80%-5.11%-0.11%-5.01%
APLE2017-08-072017-08-082017-08-09118.3018.300.00%market5.56%-3.05%-0.11%-2.95%
APPF2017-08-072017-08-082017-08-09137.0037.000.00%market497.83%-1.05%-0.11%-0.94%
APPS2017-08-072017-08-082017-08-0911.201.200.00%market83.33%-7.60%-0.11%-7.49%
BAH2017-08-072017-08-082017-08-09133.4633.460.00%market12.77%-3.57%-0.11%-3.46%
BAP2017-08-072017-08-082017-08-091188.24188.240.00%market2.91%6.53%-0.11%6.63%
BSM2017-08-072017-08-082017-08-09117.0017.000.00%market77.78%-3.92%-0.11%-3.82%
BWXT2017-08-072017-08-082017-08-09152.7052.700.00%market19.15%2.35%-0.11%2.45%
COHR2017-08-072017-08-082017-08-09138.4538.450.00%market42.86%-3.87%-0.11%-3.77%
CRK2017-08-072017-08-082017-08-0916.376.370.00%market35.93%3.98%-0.11%4.09%
CVCO2017-08-072017-08-082017-08-091132.85132.850.00%market4.63%3.10%-0.11%3.20%
CXW2017-08-072017-08-082017-08-09125.2125.210.00%market9.26%1.13%-0.11%1.23%
DRH2017-08-072017-08-082017-08-09111.5611.560.00%market3.23%-5.55%-0.11%-5.44%
GEO2017-08-072017-08-082017-08-09125.7825.780.00%market29.79%3.31%-0.11%3.42%
GHI2017-08-072017-08-082017-08-09117.9317.930.00%market50.00%0.74%-0.11%0.84%
GNK2017-08-072017-08-082017-08-09111.1011.100.00%market7.69%-2.71%-0.11%-2.61%
GRBK2017-08-072017-08-082017-08-09110.2510.250.00%market56.25%0.88%-0.11%0.98%
HAE2017-08-072017-08-082017-08-09143.3143.310.00%market6.45%-1.92%-0.11%-1.82%
HLIO2017-08-072017-08-082017-08-09144.2044.200.00%market27.03%6.44%-0.11%6.54%
IBRX2017-08-072017-08-082017-08-0916.016.010.00%market6.45%1.90%-0.11%2.00%
IPAR2017-08-072017-08-082017-08-09138.3538.350.00%market10.00%1.99%-0.11%2.09%
IVR2017-08-072017-08-082017-08-091160.40160.400.00%market1.73%1.27%-0.11%1.37%
KOS2017-08-072017-08-082017-08-0916.856.850.00%market66.67%3.99%-0.11%4.09%
LGND2017-08-072017-08-082017-08-09177.9877.980.00%market67.50%1.48%-0.11%1.58%
MAR2017-08-072017-08-082017-08-091100.95100.950.00%market5.88%0.30%-0.11%0.40%
MTW2017-08-072017-08-082017-08-09130.8430.840.00%market266.67%1.07%-0.11%1.17%
NL2017-08-072017-08-082017-08-0917.807.800.00%market269.57%-7.15%-0.11%-7.05%
OLP2017-08-072017-08-082017-08-09124.2924.290.00%market5.88%-2.49%-0.11%-2.38%
OTTR2017-08-072017-08-082017-08-09141.0041.000.00%market5.00%-0.22%-0.11%-0.12%
PARR2017-08-072017-08-082017-08-09116.8516.850.00%market9.09%-2.59%-0.11%-2.49%
PLOW2017-08-072017-08-082017-08-09133.4533.450.00%market30.19%1.99%-0.11%2.10%
PR2017-08-072017-08-082017-08-09116.5616.560.00%market389.85%-1.13%-0.11%-1.02%
PSKY2017-08-072017-08-082017-08-09165.7665.760.00%market6.12%-0.72%-0.11%-0.62%
RRX2017-08-072017-08-082017-08-09182.0082.000.00%market0.78%-2.11%-0.11%-2.01%
RUN2017-08-072017-08-082017-08-0916.906.900.00%market15.00%-0.97%-0.11%-0.86%
STGW2017-08-072017-08-082017-08-09110.6010.600.00%market27.27%6.50%-0.11%6.61%
SWX2017-08-072017-08-082017-08-09182.3582.350.00%market32.14%-1.18%-0.11%-1.08%
TPC2017-08-072017-08-082017-08-09125.8025.800.00%market3.51%8.43%-0.11%8.53%
TSN2017-08-072017-08-082017-08-09166.6166.610.00%market8.47%-3.03%-0.11%-2.92%
TWLO2017-08-072017-08-082017-08-09134.1934.190.00%market54.55%-3.58%-0.11%-3.48%
TWO2017-08-072017-08-082017-08-09164.4964.490.00%market5.16%1.73%-0.11%1.83%
ACAD2017-08-082017-08-092017-08-10132.7532.750.00%market22.54%-7.79%-1.10%-6.70%
AES2017-08-082017-08-092017-08-10111.4511.450.00%market19.05%-0.71%-1.10%0.39%
ALRM2017-08-082017-08-092017-08-10141.0041.000.00%market120.00%-1.20%-1.10%-0.10%
AP2017-08-082017-08-092017-08-10114.3514.350.00%market20.00%-4.63%-1.10%-3.53%
AXON2017-08-082017-08-092017-08-10124.3024.300.00%market14.29%-7.67%-1.10%-6.57%
BHC2017-08-082017-08-092017-08-10115.1315.130.00%market9.57%-8.82%-1.10%-7.72%
BKNG2017-08-082017-08-092017-08-10176.4276.420.00%market6.69%-3.29%-1.10%-2.19%
CHMI2017-08-082017-08-092017-08-10119.0619.060.00%market3.92%-2.36%-1.10%-1.26%
CLDX2017-08-082017-08-092017-08-10139.7539.750.00%market8.00%-8.40%-1.10%-7.30%
CPRI2017-08-082017-08-092017-08-10144.9844.980.00%market29.03%0.30%-1.10%1.40%
CVNA2017-08-082017-08-092017-08-1013.663.660.00%market80.00%-6.11%-1.10%-5.01%
CVS2017-08-082017-08-092017-08-10178.4378.430.00%market1.53%0.81%-1.10%1.90%
DHT2017-08-082017-08-092017-08-1014.084.080.00%market380.19%-2.80%-1.10%-1.70%
DIS2017-08-082017-08-092017-08-101100.71100.710.00%market1.94%0.54%-1.10%1.64%
DXC2017-08-082017-08-092017-08-10179.6879.680.00%market26.19%1.90%-1.10%3.00%
EC2017-08-082017-08-092017-08-1019.209.200.00%market15.79%-0.97%-1.10%0.13%
EPC2017-08-082017-08-092017-08-10173.4173.410.00%market38.75%0.15%-1.10%1.24%
ESE2017-08-082017-08-092017-08-10160.5560.550.00%market2.00%-11.99%-1.10%-10.89%
EXPD2017-08-082017-08-092017-08-10155.1155.110.00%market1.69%-0.77%-1.10%0.33%
FNV2017-08-082017-08-092017-08-10174.2674.260.00%market4.17%4.48%-1.10%5.58%
FSS2017-08-082017-08-092017-08-10118.8918.890.00%market15.00%-3.17%-1.10%-2.07%
GDDY2017-08-082017-08-092017-08-10143.0643.060.00%market789.19%-4.21%-1.10%-3.11%
GDOT2017-08-082017-08-092017-08-10142.3542.350.00%market37.50%9.18%-1.10%10.28%
GGAL2017-08-082017-08-092017-08-10137.3237.320.00%market8.43%-1.65%-1.10%-0.55%
GTN2017-08-082017-08-092017-08-10114.1514.150.00%market7.69%0.61%-1.10%1.71%
HALO2017-08-082017-08-092017-08-10113.3013.300.00%market8.00%-8.90%-1.10%-7.80%
HLNE2017-08-082017-08-092017-08-10122.6122.610.00%market22.22%-1.34%-1.10%-0.24%
HRI2017-08-082017-08-092017-08-10139.2439.240.00%market131.58%-0.71%-1.10%0.39%
HSIC2017-08-082017-08-092017-08-10167.8767.870.00%market1.15%-3.43%-1.10%-2.33%
IEP2017-08-082017-08-092017-08-10155.6055.600.00%market1840.82%-2.67%-1.10%-1.57%
IFF2017-08-082017-08-092017-08-101136.22136.220.00%market3.45%0.36%-1.10%1.46%
IOSP2017-08-082017-08-092017-08-10163.7563.750.00%market6.42%-9.51%-1.10%-8.41%
IT2017-08-082017-08-092017-08-101122.10122.100.00%market6.02%-4.19%-1.10%-3.09%
LRN2017-08-082017-08-092017-08-10117.6917.690.00%market50.00%-2.36%-1.10%-1.26%
MBI2017-08-082017-08-092017-08-1019.659.650.00%market22.14%7.46%-1.10%8.56%
MED2017-08-082017-08-092017-08-10144.2244.220.00%market21.15%12.41%-1.10%13.51%
MITT2017-08-082017-08-092017-08-10156.7456.740.00%market227.91%2.39%-1.10%3.48%
MMI2017-08-082017-08-092017-08-10126.4526.450.00%market21.21%-1.91%-1.10%-0.82%
MXL2017-08-082017-08-092017-08-10122.5922.590.00%market12.90%-2.05%-1.10%-0.95%
NCLH2017-08-082017-08-092017-08-10158.8858.880.00%market5.15%-3.17%-1.10%-2.07%
NOG2017-08-082017-08-092017-08-10110.5010.500.00%market1692.86%-7.05%-1.10%-5.95%
NTRA2017-08-082017-08-092017-08-1018.508.500.00%market3.70%18.84%-1.10%19.94%
NXST2017-08-082017-08-092017-08-10163.1063.100.00%market10.98%0.77%-1.10%1.87%
OPLN2017-08-082017-08-092017-08-10116.0116.010.00%market12.07%0.49%-1.10%1.59%
PRIM2017-08-082017-08-092017-08-10125.9325.930.00%market27.27%-1.84%-1.10%-0.74%
PTCT2017-08-082017-08-092017-08-10120.0020.000.00%market50.56%-8.35%-1.10%-7.25%
PTGX2017-08-082017-08-092017-08-10111.5311.530.00%market3.26%-8.08%-1.10%-6.98%
PUMP2017-08-082017-08-092017-08-10113.4013.400.00%market111.94%-10.70%-1.10%-9.60%
QURE2017-08-082017-08-092017-08-1018.368.360.00%market3.49%-0.22%-1.10%0.88%
RBA2017-08-082017-08-092017-08-10128.6428.640.00%market3.13%-5.16%-1.10%-4.06%
RBC2017-08-082017-08-092017-08-10180.9080.900.00%market10.98%-2.39%-1.10%-1.29%
RDNT2017-08-082017-08-092017-08-1018.108.100.00%market175.00%-2.57%-1.10%-1.47%
RHP2017-08-082017-08-092017-08-10160.3560.350.00%market1.97%-3.33%-1.10%-2.23%
RL2017-08-082017-08-092017-08-10188.0088.000.00%market15.63%-4.83%-1.10%-3.73%
RRR2017-08-082017-08-092017-08-10123.0023.000.00%market93.10%-3.32%-1.10%-2.22%
STE2017-08-082017-08-092017-08-10186.0886.080.00%market6.25%-1.77%-1.10%-0.67%
TDG2017-08-082017-08-092017-08-101285.02285.020.00%market4.43%-4.18%-1.10%-3.08%
TDW2017-08-082017-08-092017-08-10125.2225.220.00%market98.29%-3.59%-1.10%-2.49%
TECH2017-08-082017-08-092017-08-10128.4528.450.00%market8.00%2.50%-1.10%3.60%
TPVG2017-08-082017-08-092017-08-10113.1713.170.00%market71.88%3.24%-1.10%4.34%
TROX2017-08-082017-08-092017-08-10120.7720.770.00%market228.57%-7.80%-1.10%-6.70%
VHI2017-08-082017-08-092017-08-10134.0834.080.00%market3400.00%-11.02%-1.10%-9.92%
VPG2017-08-082017-08-092017-08-10117.9017.900.00%market20.83%1.58%-1.10%2.68%
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