EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 50y) (max 100 pos)

Run 9a915147 · view hypothesis

completed

Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.

Trades
20120
Win rate
52.61%
Avg return
0.87%
Median return
0.43%
Avg abnormal
0.54%
Median abnormal
0.00%
Best trade
176.24%
Worst trade
-82.58%
Sharpe (per-trade)
0.09
Daily portfolio drawdown
-17.47%
Portfolio (equal_weight)
Total return
175.70%
Max drawdown
-17.47%
Avg trade return
0.87%
Win rate
52.61%
Signals
27971
Configured concurrent
100
Observed concurrent
100
Trades taken
20120
Skipped (no capacity)
7851
Excess vs benchmark
-310.68%
Avg entry slippage
0.00%
Return if filled at market
175.70%
VWAP fills
0
VWAP fallbacks
0

7851 of 27971 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20062472.44%1.56%61.94%
20071045-0.38%0.32%47.75%
200810471.11%1.78%55.11%
200911201.63%0.91%53.21%
20101171-0.07%0.13%49.10%
20111065-1.11%0.21%44.88%
201210300.05%-0.18%49.61%
201310781.73%0.61%60.76%
201410790.95%-0.22%53.66%
201510850.36%0.44%52.07%
201610792.33%1.51%56.63%
201710390.70%0.07%50.91%
20189120.16%0.14%50.33%
2019767-0.11%-0.27%51.11%
20208741.25%0.33%50.92%
20219821.37%0.58%54.18%
20229641.90%2.14%56.12%
20239370.89%-0.01%51.76%
202410222.26%0.75%56.46%
20259591.05%0.76%52.03%
20266180.93%0.31%53.07%
Trades (page 41: 120 of 20,120)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.Curr. earn. vs next-Q est.ReturnBenchmarkAbnormal
RAMP2026-05-172026-05-182026-06-02137.8037.800.00%market5.26%11.54%-0.68%2.67%-3.35%
RNW2026-05-182026-05-192026-06-0315.455.450.00%market113.38%56411.89%14.58%2.65%11.93%
RYAAY2026-05-182026-05-192026-06-03154.3454.340.00%market9.47%238.86%5.07%2.65%2.42%
BEKE2026-05-192026-05-202026-06-04118.1118.110.00%market42.86%988.04%-8.33%2.91%-11.23%
BILI2026-05-192026-05-202026-06-04119.1019.100.00%market11.76%694.26%-5.81%2.91%-8.71%
EXP2026-05-192026-05-202026-06-041200.59200.590.00%market20.13%76.41%8.33%2.91%5.42%
RERE2026-05-192026-05-202026-06-0414.924.920.00%market14.29%751.95%-11.69%2.91%-14.59%
TOL2026-05-192026-05-202026-06-041128.54128.540.00%market5.43%7.29%8.68%2.91%5.77%
ADI2026-05-202026-05-212026-06-051396.64396.640.00%market6.92%8.02%1.10%-0.15%1.25%
BZ2026-05-202026-05-212026-06-05113.6513.650.00%market8.00%702.80%2.68%-0.15%2.83%
ELF2026-05-202026-05-212026-06-05154.0654.060.00%market8.99%123.19%-8.41%-0.15%-8.26%
GLNG2026-05-202026-05-212026-06-05156.3656.360.00%market20.19%15.04%-10.20%-0.15%-10.05%
LPG2026-05-202026-05-212026-06-05147.7147.710.00%market34.04%11.90%-12.95%-0.15%-12.80%
NVDA2026-05-202026-05-212026-06-051222.29222.290.00%market6.25%11.42%-7.83%-0.15%-7.69%
SBLK2026-05-202026-05-212026-06-05127.9827.980.00%market17.89%70.25%-2.46%-0.15%-2.31%
TGT2026-05-202026-05-212026-06-051120.83120.830.00%market16.33%33.96%1.34%-0.15%1.49%
URBN2026-05-202026-05-212026-06-05172.5272.520.00%market13.04%32.51%-1.78%-0.15%-1.63%
AAP2026-05-212026-05-222026-06-08158.0158.010.00%market97.44%12.10%0.54%-0.94%1.48%
DAO2026-05-212026-05-222026-06-08110.7610.760.00%market7.32%223.44%9.19%-0.94%10.13%
MUFG2026-05-212026-05-222026-06-08119.4519.450.00%market90.00%15944.04%2.32%-0.94%3.26%
NMM2026-05-212026-05-222026-06-08174.7574.750.00%market20.94%29.93%-5.24%-0.94%-4.30%
NTES2026-05-212026-05-222026-06-081114.28114.280.00%market15.53%515.09%3.77%-0.94%4.71%
RL2026-05-212026-05-222026-06-081377.18377.180.00%market9.80%54.37%-1.25%-0.94%-0.31%
TEN2026-05-212026-05-222026-06-08145.3645.360.00%market31.40%7.54%-18.91%-0.94%-17.96%
WMS2026-05-212026-05-222026-06-081133.80133.800.00%market14.32%96.58%-2.56%-0.94%-1.62%
WSM2026-05-212026-05-222026-06-081192.70192.700.00%market6.63%6.45%4.98%-0.94%5.92%
YMM2026-05-212026-05-222026-06-0818.348.340.00%market30.77%628.76%0.02%-0.94%0.96%
BJ2026-05-222026-05-262026-06-09486.5886.580.00%market6.80%5.94%3.35%-1.73%5.08%
JOYY2026-05-252026-05-262026-06-09160.8760.870.00%market9.90%8.77%8.48%-1.73%10.20%
AZO2026-05-262026-05-272026-06-1013,100.263,100.260.00%market5.11%43.24%0.22%-3.39%3.61%
BBAR2026-05-262026-05-272026-06-10116.8216.820.00%market58.82%257555.45%4.89%-3.39%8.28%
CSW2026-05-262026-05-272026-06-101276.28276.280.00%market30.29%10.76%-3.91%-3.39%-0.52%
MNSO2026-05-262026-05-272026-06-10112.4612.460.00%market148.32%216.33%5.60%-3.39%8.99%
QFIN2026-05-262026-05-272026-06-10113.9013.900.00%market8.33%427.37%6.59%-3.39%9.98%
SKY2026-05-262026-05-272026-06-10171.5071.500.00%market10.39%28.35%4.98%-3.39%8.37%
SMTC2026-05-262026-05-272026-06-101172.36172.360.00%market12.41%20.43%-10.59%-3.39%-7.20%
ANF2026-05-272026-05-282026-06-11180.2080.200.00%market14.84%34.46%12.89%-1.66%14.56%
BMA2026-05-272026-05-282026-06-11186.8186.810.00%market11.97%163959.38%12.68%-1.66%14.34%
BMO2026-05-272026-05-282026-06-111162.48162.480.00%market5.51%39.07%2.44%-1.66%4.10%
CPRI2026-05-272026-05-282026-06-11117.5717.570.00%market86.44%88.45%18.57%-1.66%20.23%
DY2026-05-272026-05-282026-06-111523.77523.770.00%market62.50%6.37%-11.40%-1.66%-9.74%
HAFN2026-05-272026-05-282026-06-1117.807.800.00%market21.58%54.63%-6.77%-1.66%-5.10%
MOV2026-05-272026-05-282026-06-11134.5634.560.00%market433.33%10.16%10.69%-1.66%12.36%
P2026-05-272026-05-282026-06-11174.5074.500.00%market18.18%22.89%-7.03%-1.66%-5.36%
PHR2026-05-272026-05-282026-06-11110.7810.780.00%market150.00%69.42%-16.15%-1.66%-14.48%
SNOW2026-05-272026-05-282026-06-111237.00237.000.00%market22.14%14.56%1.33%-1.66%3.00%
SNPS2026-05-272026-05-282026-06-111510.00510.000.00%market6.35%9.45%-10.63%-1.66%-8.97%
AEO2026-05-282026-05-292026-06-12114.6514.650.00%market15.61%52.83%28.16%-1.87%30.03%
AMBA2026-05-282026-05-292026-06-12182.5282.520.00%market10.85%55.46%-17.96%-1.87%-16.09%
ATHM2026-05-282026-05-292026-06-12117.2817.280.00%market55.30%423.04%1.58%-1.87%3.45%
BURL2026-05-282026-05-292026-06-121300.60300.600.00%market11.67%7.37%12.49%-1.87%14.36%
KSS2026-05-282026-05-292026-06-12115.1615.160.00%market27.78%543.05%19.03%-1.87%20.90%
MDB2026-05-282026-05-292026-06-121350.50350.500.00%market10.92%21.88%-2.30%-1.87%-0.42%
NAT2026-05-282026-05-292026-06-1215.165.160.00%market6.25%45.10%7.65%-1.87%9.52%
OKTA2026-05-282026-05-292026-06-121107.54107.540.00%market6.68%6.07%8.04%-1.87%9.91%
S2026-05-282026-05-292026-06-12115.4415.440.00%market83.32%78.38%-3.92%-1.87%-2.05%
TD2026-05-282026-05-292026-06-121113.40113.400.00%market6.75%41.24%3.37%-1.87%5.24%
CHA2026-05-292026-06-012026-06-15312.7012.700.00%market39.40%526.32%-7.19%-0.07%-7.12%
GCO2026-05-292026-06-012026-06-15337.7937.790.00%market15.50%37.27%3.60%-0.07%3.67%
HPE2026-06-012026-06-022026-06-16163.0663.060.00%market47.66%16.55%-23.38%-0.89%-22.49%
PANW2026-06-022026-06-032026-06-171285.00285.000.00%market7.19%14.85%-1.11%-2.27%1.16%
SIG2026-06-022026-06-032026-06-17187.7487.740.00%market13.04%10.36%-1.54%-2.27%0.73%
VSXY2026-06-022026-06-032026-06-17175.5575.550.00%market90.17%25.96%3.83%-2.27%6.10%
YEXT2026-06-022026-06-032026-06-1713.273.270.00%market7.69%21.43%21.31%-2.27%23.57%
AI2026-06-032026-06-042026-06-18111.2211.220.00%market13.16%24.51%-8.30%-0.71%-7.59%
M2026-06-032026-06-042026-06-18121.9321.930.00%market324.28%167.42%9.98%-0.71%10.69%
PVH2026-06-032026-06-042026-06-18172.0072.000.00%market10.44%53.19%6.94%-0.71%7.65%
TLYS2026-06-032026-06-042026-06-1815.245.240.00%market21.21%163.46%-15.56%-0.71%-14.85%
GWRE2026-06-042026-06-052026-06-221131.13131.130.00%market10.36%13.64%-21.79%-1.05%-20.74%
NX2026-06-042026-06-052026-06-22117.6917.690.00%market13.64%163.00%-4.85%-1.05%-3.80%
PL2026-06-042026-06-052026-06-22138.3038.300.00%market28.25%17.69%-24.98%-1.05%-23.93%
CASY2026-06-092026-06-102026-06-251800.65800.650.00%market32.02%52.77%-2.09%0.12%-2.21%
DBI2026-06-092026-06-102026-06-2516.816.810.00%market250.00%264.40%-13.61%0.12%-13.73%
CNM2026-06-102026-06-112026-06-26150.5650.560.00%market6.74%61.43%-2.91%0.03%-2.94%
MH2026-06-112026-06-122026-06-29112.3812.380.00%market92.89%49.18%-25.06%0.04%-25.10%
RH2026-06-112026-06-122026-06-291159.32159.320.00%market7.08%118.79%2.34%0.04%2.30%
SB2026-06-172026-06-182026-07-0616.906.900.00%market71.43%38.89%-3.29%0.47%-3.76%
CCL2026-06-232026-06-242026-07-09129.3129.310.00%market19.12%230.26%-8.94%2.25%-11.19%
MU2026-06-242026-06-252026-07-1011,233.001,233.000.00%market19.69%24.09%-20.68%2.17%-22.85%
BB2026-06-252026-06-262026-07-13110.0810.080.00%market33.33%6.35%6.15%2.77%3.38%
STZ2026-06-302026-07-012026-07-161142.76142.760.00%market6.52%5.22%-5.03%0.77%-5.80%
FC2026-07-012026-07-022026-07-17119.2919.290.00%market12.50%118.52%5.03%-0.55%5.58%
LEVI2026-07-082026-07-092026-07-23123.4623.460.00%market14.80%28.61%2.63%-1.23%3.86%
ASML2026-07-152026-07-162026-07-3011,796.911,796.910.00%market8.77%18.23%-8.20%-1.47%-6.72%
JBHT2026-07-152026-07-162026-07-301296.00296.000.00%market9.77%12.15%-9.15%-1.47%-7.68%
KARO2026-07-152026-07-162026-07-30158.5858.580.00%market9.57%1492.20%9.20%-1.47%10.67%
UAL2026-07-152026-07-162026-07-301116.64116.640.00%market5.85%59.74%5.83%-1.47%7.30%
TSM2026-07-162026-07-172026-07-311392.12392.120.00%market11.37%3146.65%2.99%0.67%2.33%
HDB2026-07-182026-07-202026-08-03224.7624.760.00%market5.26%9144.99%-2.77%1.42%-4.19%
IBN2026-07-182026-07-202026-08-03229.8129.810.00%market7.50%8407.89%1.41%1.42%-0.01%
CPAC2026-07-202026-07-212026-08-04111.6011.600.00%market125.69%100.81%2.31%3.36%-1.04%
MOGU2026-07-202026-07-212026-08-0411.921.920.00%market1230.53%140.68%6.15%3.36%2.79%
ALK2026-07-212026-07-222026-08-05143.5043.500.00%market7.29%188.71%19.56%3.10%16.45%
BFC2026-07-212026-07-222026-08-051146.26146.260.00%market7.46%6.12%6.77%3.10%3.67%
HAS2026-07-212026-07-222026-08-05188.9288.920.00%market10.34%46.35%2.42%3.10%-0.68%
FCX2026-07-222026-07-232026-08-06162.6462.640.00%market13.33%5.51%8.74%3.95%4.80%
KNX2026-07-222026-07-232026-08-06179.0179.010.00%market22.57%21.20%-12.41%3.95%-16.36%
LBRT2026-07-222026-07-232026-08-06126.0026.000.00%market5.94%25.47%-23.02%3.95%-26.97%
LOB2026-07-222026-07-232026-08-06141.3141.310.00%market9.31%9.46%2.80%3.95%-1.14%
PHM2026-07-222026-07-232026-08-061124.30124.300.00%market5.08%7.39%4.12%3.95%0.18%
RJF2026-07-222026-07-232026-08-061169.35169.350.00%market7.17%7.04%5.79%3.95%1.85%
RS2026-07-222026-07-232026-08-061398.76398.760.00%market14.63%5.64%4.76%3.95%0.81%
SF2026-07-222026-07-232026-08-06178.9678.960.00%market6.77%12.53%5.51%3.95%1.56%
SFB2026-07-222026-07-232026-08-06119.7919.790.00%market6.77%11.49%-0.76%3.95%-4.70%
TXN2026-07-222026-07-232026-08-061277.30277.300.00%market12.04%12.90%0.30%3.95%-3.65%
URI2026-07-222026-07-232026-08-0611,096.001,096.000.00%market10.67%8.61%5.98%3.95%2.03%
ARGX2026-07-232026-07-242026-08-071935.00935.000.00%market16.75%9.15%-7.58%4.71%-12.29%
BWMX2026-07-232026-07-242026-08-07117.3217.320.00%market6.62%1940.88%-3.56%4.71%-8.27%
DECK2026-07-232026-07-242026-08-07194.0194.010.00%market6.82%90.40%3.57%4.71%-1.14%
FCNCA2026-07-232026-07-242026-08-0712,222.002,222.000.00%market40.30%7902.29%-0.26%4.71%-4.96%
FCNCN2026-07-232026-07-242026-08-07125.0325.030.00%market40.30%7902.29%-0.14%4.71%-4.85%
HON2026-07-232026-07-242026-08-071246.89246.890.00%market8.33%9.92%-0.38%4.71%-5.08%
IMAX2026-07-232026-07-242026-08-07144.2344.230.00%market41.08%20.06%9.53%4.71%4.83%
KB2026-07-232026-07-242026-08-071118.45118.450.00%market7.98%141449.47%4.59%4.71%-0.11%
KN2026-07-232026-07-242026-08-07138.9638.960.00%market8.20%8.33%0.21%4.71%-4.50%
MXL2026-07-232026-07-242026-08-07183.0083.000.00%market6.29%50.39%-9.76%4.71%-14.47%
PCG2026-07-232026-07-242026-08-07117.6617.660.00%market11.64%6.00%-1.23%4.71%-5.94%
SHG2026-07-232026-07-242026-08-07173.1673.160.00%market9.44%133749.78%3.52%4.71%-1.18%
STM2026-07-232026-07-242026-08-07154.4254.420.00%market19.23%29.95%2.99%4.71%-1.72%
TMO2026-07-232026-07-242026-08-071570.00570.000.00%market5.42%6.14%4.11%4.71%-0.59%