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

Run 9a921dda · view hypothesis

completed

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

Trades
16345
Win rate
52.84%
Avg return
0.97%
Median return
0.50%
Avg abnormal
0.65%
Median abnormal
0.07%
Best trade
176.24%
Worst trade
-82.58%
Sharpe (per-trade)
0.09
Daily portfolio drawdown
-18.99%
Portfolio (equal_weight)
Total return
158.74%
Max drawdown
-18.99%
Avg trade return
0.97%
Win rate
52.84%
Signals
20253
Configured concurrent
100
Observed concurrent
100
Trades taken
16345
Skipped (no capacity)
3908
Excess vs benchmark
-327.64%
Avg entry slippage
0.00%
Return if filled at market
158.74%
VWAP fills
0
VWAP fallbacks
0

3908 of 20253 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20061912.62%1.73%63.87%
2007813-0.54%0.29%47.23%
20088001.15%2.08%57.13%
200910181.96%1.22%54.62%
20101048-0.12%0.27%48.00%
2011866-1.56%0.03%44.34%
2012826-0.01%-0.17%47.82%
20138621.93%0.73%61.72%
20148310.98%-0.18%53.67%
20158260.41%0.59%53.27%
20168482.50%1.54%58.25%
20178070.62%0.08%48.57%
20186930.50%0.24%53.10%
2019605-0.05%-0.09%50.91%
20207761.66%0.50%51.29%
20218531.34%0.55%54.16%
20228031.90%2.07%55.29%
20237830.83%-0.01%51.21%
20248552.68%1.09%57.08%
20257811.47%1.09%53.39%
20264601.28%0.42%53.48%
Trades (page 18: 500 of 16,345)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.Curr. earn. vs next-Q est.ReturnBenchmarkAbnormal
MIDD2016-05-112016-05-122016-05-26190.5190.510.00%market14.29%83.56%9.40%0.99%8.41%
NTES2016-05-112016-05-122016-05-26129.8329.830.00%market34.78%444.04%18.47%0.99%17.48%
PAAS2016-05-112016-05-122016-05-26115.2915.290.00%market138.38%47.97%-6.84%0.99%-7.83%
RIOT2016-05-112016-05-122016-05-2613.123.120.00%market37.50%45.71%10.16%0.99%9.17%
TM2016-05-112016-05-122016-05-261101.99101.990.00%market15.94%317.49%0.17%0.99%-0.81%
WB2016-05-112016-05-122016-05-26124.6024.600.00%market76.46%642.86%-3.96%0.99%-4.95%
YRD2016-05-112016-05-122016-05-26112.2112.210.00%market126.67%271.36%11.28%0.99%10.30%
ENB2016-05-122016-05-132016-05-27140.0040.000.00%market19.57%32.67%1.05%1.95%-0.90%
EVH2016-05-122016-05-132016-05-27111.3111.310.00%market15.79%18.06%33.06%1.95%31.10%
IMOS2016-05-122016-05-132016-05-27116.3416.340.00%market11.54%2126.33%15.87%1.95%13.92%
MARA2016-05-122016-05-132016-05-27132.0032.000.00%market33.33%10.16%33.90%1.95%31.95%
PBR2016-05-122016-05-132016-05-2717.237.230.00%market50.00%450.00%-19.33%1.95%-21.28%
SBS2016-05-122016-05-132016-05-2711.551.550.00%market21.05%6.18%-6.55%1.95%-8.51%
SHAK2016-05-122016-05-132016-05-27136.8636.860.00%market60.00%62.50%2.91%1.95%0.96%
A2016-05-162016-05-172016-06-01144.9644.960.00%market12.82%65.70%2.10%1.85%0.26%
RAMP2016-05-172016-05-182016-06-02119.8819.880.00%market50.00%111.11%9.41%3.16%6.24%
EXP2016-05-182016-05-192016-06-03174.6974.690.00%market25.00%117.50%3.80%3.05%0.75%
ADSK2016-05-192016-05-202016-06-06157.3057.300.00%market28.57%568.75%2.29%3.14%-0.85%
BRC2016-05-192016-05-202016-06-06130.1030.100.00%market23.53%11.90%7.28%3.14%4.14%
BBY2016-05-242016-05-252016-06-09130.3030.300.00%market25.71%97.22%-0.76%1.63%-2.39%
TOL2016-05-242016-05-252016-06-09129.7829.780.00%market10.87%19.78%-1.28%1.63%-2.91%
CPRT2016-05-252016-05-262016-06-1015.755.750.00%market14.29%187.50%6.51%0.30%6.21%
NOMD2016-05-252016-05-262016-06-10110.1010.100.00%market20.83%19.47%-4.95%0.30%-5.25%
PLUS2016-05-252016-05-262016-06-10122.2222.220.00%market13.33%211.76%0.89%0.30%0.59%
TLYS2016-05-252016-05-262016-06-1016.326.320.00%market14.29%150.00%-5.32%0.30%-5.62%
GCO2016-05-262016-05-272016-06-13164.4964.490.00%market55.00%227.42%0.61%-0.52%1.13%
MOV2016-05-262016-05-272016-06-13121.4821.480.00%market18.75%52.63%-10.39%-0.52%-9.87%
ULTA2016-05-262016-05-272016-06-131230.75230.750.00%market12.40%111.19%3.02%-0.52%3.54%
VEEV2016-05-262016-05-272016-06-13132.5832.580.00%market36.36%197.50%4.72%-0.52%5.23%
NX2016-05-312016-06-012016-06-15119.7919.790.00%market25.00%110.00%-3.38%-0.66%-2.73%
OOMA2016-05-312016-06-012016-06-1516.936.930.00%market20.00%35.42%14.04%-0.66%14.70%
WDAY2016-05-312016-06-012016-06-15174.5074.500.00%market350.00%706.44%7.59%-0.66%8.25%
ATHM2016-06-012016-06-022016-06-16124.4824.480.00%market77.27%771.79%6.89%-0.68%7.57%
BOX2016-06-012016-06-022016-06-16111.6311.630.00%market21.74%71.21%-1.65%-0.68%-0.97%
GWRE2016-06-012016-06-022016-06-16161.8661.860.00%market100.00%392.86%-2.96%-0.68%-2.28%
OLLI2016-06-012016-06-022016-06-16125.7525.750.00%market17.65%118.75%-9.77%-0.68%-9.09%
DCI2016-06-022016-06-032016-06-17135.8435.840.00%market10.26%23.26%-1.13%-1.77%0.64%
FIVE2016-06-022016-06-032016-06-17143.5343.530.00%market20.00%187.46%4.56%-1.77%6.34%
UNFI2016-06-062016-06-072016-06-21142.0042.000.00%market16.67%22.08%7.40%-1.46%8.86%
AVAL2016-06-082016-06-092016-06-2317.887.880.00%market14.29%289820.00%3.20%-0.33%3.53%
BF-B2016-06-082016-06-092016-06-23140.3240.320.00%market17.24%9.06%-2.90%-0.33%-2.57%
KEN2016-06-082016-06-092016-06-23110.1010.100.00%market40.18%100.00%7.82%-0.33%8.15%
SJM2016-06-092016-06-102016-06-241142.36142.360.00%market20.00%21.07%1.99%-3.43%5.42%
TPB2016-06-152016-06-162016-06-3017.207.200.00%market35.00%40.74%42.54%0.83%41.71%
KBH2016-06-212016-06-222016-07-07114.7414.740.00%market21.43%47.89%4.92%0.42%4.50%
WGO2016-06-222016-06-232016-07-08123.2723.270.00%market20.45%9.43%-0.70%1.35%-2.06%
AVAV2016-06-282016-06-292016-07-14126.7026.700.00%market483.33%57.49%2.86%5.51%-2.65%
GIS2016-06-292016-06-302016-07-15168.0068.000.00%market10.00%16.78%5.81%4.16%1.65%
PRGS2016-06-292016-06-302016-07-15127.0027.000.00%market10.00%42.42%7.20%4.16%3.04%
UNF2016-06-292016-06-302016-07-151115.64115.640.00%market11.19%24.16%-0.46%4.16%-4.62%
WOR2016-06-292016-06-302016-07-15123.6523.650.00%market46.87%19.15%17.74%4.16%13.58%
MU2016-06-302016-07-012016-07-18112.5812.580.00%market27.27%2129.69%5.94%3.31%2.63%
C2016-07-152016-07-182016-08-01344.2844.280.00%market12.73%44.95%-2.04%0.45%-2.49%
BAC2016-07-182016-07-192016-08-02114.0614.060.00%market12.12%77.12%0.40%-0.17%0.57%
CALM2016-07-182016-07-192016-08-02144.0044.000.00%market94.74%6600.00%-5.87%-0.17%-5.70%
RMBS2016-07-182016-07-192016-08-02112.5612.560.00%market15.38%46.67%4.68%-0.17%4.85%
IBKR2016-07-192016-07-202016-08-0318.948.940.00%market11.11%61.00%-2.67%-0.00%-2.67%
ISRG2016-07-192016-07-202016-08-03179.1279.120.00%market12.73%45.14%-3.53%-0.00%-3.52%
LMT2016-07-192016-07-202016-08-031259.32259.320.00%market11.95%32.22%-1.05%-0.00%-1.05%
MSFT2016-07-192016-07-202016-08-03156.1556.150.00%market18.97%80.46%1.36%-0.00%1.36%
MTG2016-07-192016-07-202016-08-0317.027.020.00%market30.00%51.60%4.74%-0.00%4.75%
HAL2016-07-202016-07-212016-08-04144.2844.280.00%market26.32%220.06%-3.01%-0.25%-2.76%
HWC2016-07-202016-07-212016-08-04128.5028.500.00%market31.11%49.15%0.88%-0.25%1.14%
INTC2016-07-202016-07-212016-08-04134.3334.330.00%market11.32%94.23%0.63%-0.25%0.88%
MS2016-07-202016-07-212016-08-04128.7228.720.00%market27.12%55.11%-1.63%-0.25%-1.38%
SCL2016-07-202016-07-212016-08-04163.0063.000.00%market11.97%18.32%4.20%-0.25%4.46%
URI2016-07-202016-07-212016-08-04176.0776.070.00%market12.57%46.93%1.03%-0.25%1.28%
AMD2016-07-212016-07-222016-08-0515.735.730.00%market44.44%203.29%15.26%0.82%14.44%
BIIB2016-07-212016-07-222016-08-051282.09282.090.00%market11.56%33.83%11.91%0.82%11.09%
CAMT2016-07-212016-07-222016-08-0512.572.570.00%market100.00%150.00%1.07%0.82%0.25%
HDB2016-07-212016-07-222016-08-05117.2917.290.00%market1550.94%19035.37%0.65%0.82%-0.17%
PDS2016-07-212016-07-222016-08-05190.0090.000.00%market25.00%72.06%3.23%0.82%2.42%
PHM2016-07-212016-07-222016-08-05121.7921.790.00%market15.62%27.69%-1.25%0.82%-2.07%
TFII2016-07-212016-07-222016-08-05118.7918.790.00%market13.75%16.13%3.57%0.82%2.75%
UTL2016-07-212016-07-222016-08-05144.7844.780.00%market28.57%344.44%-6.53%0.82%-7.35%
RBCAA2016-07-222016-07-252016-08-08329.8029.800.00%market16.67%161.90%4.36%0.48%3.88%
BOH2016-07-252016-07-262016-08-09169.5469.540.00%market10.75%14.56%0.95%0.76%0.19%
CR2016-07-252016-07-262016-08-09161.3661.360.00%market18.63%11.57%5.57%0.76%4.81%
GABC2016-07-252016-07-262016-08-09122.5822.580.00%market10.81%9.76%2.42%0.76%1.66%
SCCO2016-07-252016-07-262016-08-09124.6924.690.00%market16.00%76.53%-0.02%0.76%-0.78%
ATI2016-07-262016-07-272016-08-10118.2918.290.00%market46.15%155.19%-7.15%0.21%-7.36%
AXS2016-07-262016-07-272016-08-10154.8254.820.00%market45.71%176.20%3.44%0.21%3.23%
BAX2016-07-262016-07-272016-08-10148.0148.010.00%market17.95%48.05%1.13%0.21%0.92%
BVN2016-07-262016-07-272016-08-10112.8812.880.00%market109.09%117.39%18.15%0.21%17.94%
CAT2016-07-262016-07-272016-08-10182.7282.720.00%market13.54%159.33%-0.18%0.21%-0.39%
CINF2016-07-262016-07-272016-08-10174.8874.880.00%market32.56%52.62%1.40%0.21%1.19%
CNC2016-07-262016-07-272016-08-10134.3834.380.00%market20.37%108.06%1.85%0.21%1.64%
CVLT2016-07-262016-07-272016-08-10151.8151.810.00%market23.53%45.83%-2.30%0.21%-2.51%
DTE2016-07-262016-07-272016-08-10183.4183.410.00%market10.11%88.86%-2.61%0.21%-2.81%
ILMN2016-07-262016-07-272016-08-101145.45145.450.00%market17.81%51.22%10.80%0.21%10.60%
KKR2016-07-262016-07-272016-08-10114.5014.500.00%market360.00%80.24%0.80%0.21%0.59%
RM2016-07-262016-07-272016-08-10117.4117.410.00%market32.50%39.89%12.71%0.21%12.50%
RRC2016-07-262016-07-272016-08-10142.4842.480.00%market22.22%102.62%-10.27%0.21%-10.48%
SITC2016-07-262016-07-272016-08-101125.99125.990.00%market150.00%505.00%0.48%0.21%0.27%
TRMK2016-07-262016-07-272016-08-10125.7525.750.00%market11.11%10.00%3.78%0.21%3.58%
TRU2016-07-262016-07-272016-08-10134.4234.420.00%market12.12%57.87%-5.16%0.21%-5.36%
WES2016-07-262016-07-272016-08-10137.7837.780.00%market24.24%11.78%-3.17%0.21%-3.38%
ACGL2016-07-272016-07-282016-08-11123.8423.840.00%market15.15%426.60%4.93%1.09%3.84%
BA2016-07-272016-07-282016-08-111135.40135.400.00%market50.00%825.04%-1.87%1.09%-2.96%
CG2016-07-272016-07-282016-08-11116.9016.900.00%market40.00%15.75%-5.07%1.09%-6.16%
CSGP2016-07-272016-07-282016-08-11121.1021.100.00%market12.50%170.99%-1.52%1.09%-2.61%
ENTG2016-07-272016-07-282016-08-11116.6516.650.00%market40.00%67.44%1.64%1.09%0.55%
EVR2016-07-272016-07-282016-08-11148.2548.250.00%market36.84%5.88%6.84%1.09%5.75%
GLW2016-07-272016-07-282016-08-11121.4921.490.00%market15.62%6.65%6.55%1.09%5.46%
HMN2016-07-272016-07-282016-08-11135.5235.520.00%market47.06%110.13%-0.72%1.09%-1.81%
LMAT2016-07-272016-07-282016-08-11116.0316.030.00%market27.27%34.69%7.76%1.09%6.67%
LOGI2016-07-272016-07-282016-08-11119.7419.740.00%market100.00%69.35%8.66%1.09%7.57%
LRCX2016-07-272016-07-282016-08-1119.299.290.00%market12.50%67.12%-4.41%1.09%-5.50%
META2016-07-272016-07-282016-08-111127.52127.520.00%market18.29%142.02%-2.15%1.09%-3.25%
MKSI2016-07-272016-07-282016-08-11151.5051.500.00%market50.00%50.49%-9.54%1.09%-10.63%
MOH2016-07-272016-07-282016-08-11153.3753.370.00%market36.73%262.69%8.03%1.09%6.94%
MUR2016-07-272016-07-282016-08-11127.7327.730.00%market12.20%133.66%2.97%1.09%1.87%
NOC2016-07-272016-07-282016-08-111217.78217.780.00%market12.65%61.08%-0.00%1.09%-1.09%
SIGI2016-07-272016-07-282016-08-11140.1140.110.00%market22.03%29.94%-2.64%1.09%-3.73%
SPSC2016-07-272016-07-282016-08-11132.0032.000.00%market20.00%113.77%2.65%1.09%1.56%
TMUS2016-07-272016-07-282016-08-11145.6145.610.00%market25.00%262.31%2.57%1.09%1.48%
WIX2016-07-272016-07-282016-08-11136.5036.500.00%market30.77%161.63%5.93%1.09%4.84%
ALGN2016-07-282016-07-292016-08-12185.2585.250.00%market29.17%36.32%12.10%0.92%11.18%
AMZN2016-07-282016-07-292016-08-12138.2538.250.00%market50.00%161.33%0.89%0.92%-0.03%
BBD2016-07-282016-07-292016-08-1214.364.360.00%market63.64%229.47%8.39%0.92%7.46%
BCC2016-07-282016-07-292016-08-12126.9926.990.00%market28.95%6.12%-5.92%0.92%-6.84%
BCO2016-07-282016-07-292016-08-12132.6132.610.00%market35.71%60.53%14.37%0.92%13.45%
BIDU2016-07-282016-07-292016-08-121161.01161.010.00%market29.79%115.59%4.23%0.92%3.30%
BUSE2016-07-282016-07-292016-08-12123.0023.000.00%market11.11%47.50%2.55%0.92%1.63%
CMS2016-07-282016-07-292016-08-12145.0045.000.00%market25.00%151.54%-2.63%0.92%-3.56%
COLM2016-07-282016-07-292016-08-12160.4760.470.00%market33.33%425.00%-9.23%0.92%-10.15%
CPF2016-07-282016-07-292016-08-12124.5024.500.00%market11.43%12.82%1.00%0.92%0.08%
CVE2016-07-282016-07-292016-08-12114.1514.150.00%market20.00%673.25%4.14%0.92%3.22%
CVI2016-07-282016-07-292016-08-12111.2711.270.00%market725.08%100.41%4.78%0.92%3.86%
DECK2016-07-282016-07-292016-08-12111.1011.100.00%market11.76%37.51%0.53%0.92%-0.39%
EFSC2016-07-282016-07-292016-08-12128.0728.070.00%market15.09%34.43%5.49%0.92%4.57%
EHC2016-07-282016-07-292016-08-12133.0833.080.00%market15.00%28.88%-0.22%0.92%-1.14%
EME2016-07-282016-07-292016-08-12156.2256.220.00%market33.80%14.53%0.90%0.92%-0.03%
ENVA2016-07-282016-07-292016-08-1218.658.650.00%market13.64%279.00%6.95%0.92%6.03%
EQT2016-07-282016-07-292016-08-12139.9639.960.00%market23.91%101.88%-7.01%0.92%-7.93%
FET2016-07-282016-07-292016-08-121302.20302.200.00%market29.63%99.08%9.30%0.92%8.37%
FICO2016-07-282016-07-292016-08-121120.00120.000.00%market50.00%28.70%5.59%0.92%4.67%
KLAC2016-07-282016-07-292016-08-1217.727.720.00%market28.57%1123.23%-11.63%0.92%-12.55%
LEA2016-07-282016-07-292016-08-121110.58110.580.00%market10.24%12.24%3.22%0.92%2.29%
LKQ2016-07-282016-07-292016-08-12133.6633.660.00%market12.24%14.55%2.84%0.92%1.92%
LPLA2016-07-282016-07-292016-08-12126.2626.260.00%market20.45%220.23%2.60%0.92%1.68%
MTH2016-07-282016-07-292016-08-12118.6418.640.00%market20.00%32.84%-6.43%0.92%-7.35%
OMCL2016-07-282016-07-292016-08-12137.0037.000.00%market18.75%6.77%1.41%0.92%0.49%
OSK2016-07-282016-07-292016-08-12154.3154.310.00%market22.83%32.74%-2.59%0.92%-3.51%
PIPR2016-07-282016-07-292016-08-12110.6610.660.00%market66.04%125.00%2.62%0.92%1.70%
STNG2016-07-282016-07-292016-08-12147.8047.800.00%market33.33%23.33%7.64%0.92%6.72%
TECK2016-07-282016-07-292016-08-12115.1715.170.00%market228.06%4643.06%3.86%0.92%2.93%
TKR2016-07-282016-07-292016-08-12133.2833.280.00%market10.00%118.57%0.62%0.92%-0.30%
UCTT2016-07-282016-07-292016-08-1216.446.440.00%market25.00%32.00%1.14%0.92%0.22%
WLKP2016-07-282016-07-292016-08-12121.6521.650.00%market30.77%58.82%6.00%0.92%5.07%
WYNN2016-07-282016-07-292016-08-12196.1496.140.00%market10.31%48.30%3.65%0.92%2.73%
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AMP2017-02-012017-02-022017-02-161116.18116.180.00%market12.35%44.45%11.07%3.12%7.95%
AXS2017-02-012017-02-022017-02-16166.2866.280.00%market31.03%23.56%3.42%3.12%0.30%
CACI2017-02-012017-02-022017-02-161131.45131.450.00%market15.75%55.93%-3.03%3.12%-6.15%
CBT2017-02-012017-02-022017-02-16157.6357.630.00%market20.00%15.48%1.13%3.12%-1.99%
EXPO2017-02-012017-02-022017-02-16127.8827.880.00%market17.65%78.00%4.10%3.12%0.98%
TTEK2017-02-012017-02-022017-02-1618.378.370.00%market11.11%440.00%1.45%3.12%-1.67%
UGI2017-02-012017-02-022017-02-16146.1346.130.00%market21.33%89.85%2.87%3.12%-0.25%
AMZN2017-02-022017-02-032017-02-17140.3440.340.00%market14.29%194.00%4.63%2.74%1.89%
COP2017-02-022017-02-032017-02-17148.8548.850.00%market31.58%308.98%-2.84%2.74%-5.58%
CRS2017-02-022017-02-032017-02-17143.9343.930.00%market150.00%493.33%-6.52%2.74%-9.26%
ENTG2017-02-022017-02-032017-02-17119.7519.750.00%market14.29%95.34%11.04%2.74%8.30%
FTNT2017-02-022017-02-032017-02-1717.437.430.00%market46.09%28.74%0.71%2.74%-2.03%
HIG2017-02-022017-02-032017-02-17148.0048.000.00%market12.50%15.29%0.65%2.74%-2.09%
IDXX2017-02-022017-02-032017-02-171139.53139.530.00%market13.73%135.96%1.84%2.74%-0.91%
PCTY2017-02-022017-02-032017-02-17134.7734.770.00%market302.25%163.91%4.21%2.74%1.47%
PENN2017-02-022017-02-032017-02-17114.4414.440.00%market135.71%730.02%-2.87%2.74%-5.61%
PH2017-02-022017-02-032017-02-171150.69150.690.00%market37.41%16.23%2.02%2.74%-0.72%
PIPR2017-02-022017-02-032017-02-17119.1019.100.00%market29.63%13.14%-0.57%2.74%-3.31%
PLUS2017-02-022017-02-032017-02-17128.5328.530.00%market15.38%135.56%6.63%2.74%3.89%
POST2017-02-022017-02-032017-02-17156.7156.710.00%market14.81%33.87%-2.11%2.74%-4.85%
SIGI2017-02-022017-02-032017-02-17140.0040.000.00%market20.97%24.75%8.77%2.74%6.03%