EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 10d) (lookback 50y) (max 100 pos)
Run 9a9296ca · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
4531
Win rate
53.63%
Avg return
1.38%
Median return
0.77%
Avg abnormal
0.74%
Median abnormal
-0.11%
Best trade
128.34%
Worst trade
-71.15%
Sharpe (per-trade)
0.11
Daily portfolio drawdown
-10.42%
Portfolio (equal_weight)
Total return
62.46%
Max drawdown
-10.42%
Avg trade return
1.38%
Win rate
53.63%
Signals
4817
Configured concurrent
100
Observed concurrent
100
Trades taken
4531
Skipped (no capacity)
286
Excess vs benchmark
-354.49%
Avg entry slippage
0.00%
Return if filled at market
62.46%
VWAP fills
0
VWAP fallbacks
0
286 of 4817 qualifying signals were dropped because no position slot or cash was available.
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2007 | 1 | 6.77% | 6.55% | 100.00% |
| 2008 | 1 | -2.36% | -2.19% | 0.00% |
| 2011 | 2 | 3.48% | 3.03% | 50.00% |
| 2012 | 1 | 1.25% | 4.28% | 100.00% |
| 2013 | 1 | -2.24% | -3.13% | 0.00% |
| 2016 | 165 | 4.88% | 3.36% | 70.30% |
| 2017 | 275 | 0.44% | 0.19% | 50.18% |
| 2018 | 340 | 0.30% | -0.12% | 51.47% |
| 2019 | 324 | 0.27% | 0.09% | 49.07% |
| 2020 | 517 | 1.52% | 0.09% | 53.97% |
| 2021 | 704 | 0.90% | 0.26% | 54.55% |
| 2022 | 548 | 2.40% | 2.14% | 58.94% |
| 2023 | 469 | 0.53% | 0.13% | 43.71% |
| 2024 | 436 | 2.88% | 0.76% | 61.24% |
| 2025 | 477 | 1.39% | 1.63% | 51.36% |
| 2026 | 270 | 0.81% | 0.58% | 50.37% |
Trades (page 10: 31 of 4,531)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/E | Rev. growth | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ECO | 2026-05-13 | 2026-05-14 | 2026-05-29 | 1 | 55.32 | 55.32 | 0.00% | market | 33.91% | — | — | -14.76% | 1.73% | -16.49% |
| NBIS | 2026-05-13 | 2026-05-14 | 2026-05-29 | 1 | 213.38 | 213.38 | 0.00% | market | 70.04% | — | — | 8.20% | 1.73% | 6.47% |
| PGEN | 2026-05-13 | 2026-05-14 | 2026-05-29 | 1 | 4.58 | 4.58 | 0.00% | market | 33.33% | — | — | -5.34% | 1.73% | -7.07% |
| PLGO | 2026-05-13 | 2026-05-14 | 2026-05-29 | 1 | 20.77 | 20.77 | 0.00% | market | 25.33% | — | — | 3.80% | 1.73% | 2.07% |
| ONDS | 2026-05-14 | 2026-05-15 | 2026-06-01 | 1 | 10.91 | 10.91 | 0.00% | market | 1597.67% | — | — | 23.27% | 2.26% | 21.02% |
| AVEX | 2026-05-20 | 2026-05-21 | 2026-06-05 | 1 | 27.00 | 27.00 | 0.00% | market | 59.54% | — | — | -15.40% | -0.15% | -15.25% |
| GDS | 2026-05-20 | 2026-05-21 | 2026-06-05 | 1 | 35.42 | 35.42 | 0.00% | market | 4689.08% | — | — | -4.11% | -0.15% | -3.96% |
| LPG | 2026-05-20 | 2026-05-21 | 2026-06-05 | 1 | 47.71 | 47.71 | 0.00% | market | 34.04% | — | — | -12.95% | -0.15% | -12.80% |
| DE | 2026-05-21 | 2026-05-22 | 2026-06-08 | 1 | 531.52 | 531.52 | 0.00% | market | 14.91% | — | — | 7.83% | -0.94% | 8.77% |
| LION | 2026-05-21 | 2026-05-22 | 2026-06-08 | 1 | 13.56 | 13.56 | 0.00% | market | 53.59% | — | — | -0.39% | -0.94% | 0.55% |
| BBAR | 2026-05-26 | 2026-05-27 | 2026-06-10 | 1 | 16.82 | 16.82 | 0.00% | market | 58.82% | — | — | 4.89% | -3.39% | 8.28% |
| DELL | 2026-05-28 | 2026-05-29 | 2026-06-12 | 1 | 418.00 | 418.00 | 0.00% | market | 64.19% | — | — | -5.47% | -1.87% | -3.59% |
| CHA | 2026-05-29 | 2026-06-01 | 2026-06-15 | 3 | 12.70 | 12.70 | 0.00% | market | 39.40% | — | — | -7.19% | -0.07% | -7.12% |
| NAVN | 2026-06-10 | 2026-06-11 | 2026-06-26 | 1 | 24.25 | 24.25 | 0.00% | market | 1441.43% | — | — | -6.00% | 0.03% | -6.03% |
| DRVN | 2026-06-11 | 2026-06-12 | 2026-06-29 | 1 | 13.55 | 13.55 | 0.00% | market | 25.00% | — | — | 3.00% | 0.04% | 2.96% |
| KMX | 2026-06-17 | 2026-06-18 | 2026-07-06 | 1 | 48.30 | 48.30 | 0.00% | market | 35.75% | — | — | 3.85% | 0.47% | 3.38% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-10 | 1 | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | — | — | -20.68% | 2.17% | -22.85% |
| PENG | 2026-07-07 | 2026-07-08 | 2026-07-22 | 1 | 67.85 | 67.85 | 0.00% | market | 55.84% | — | — | -12.85% | 0.57% | -13.42% |
| WDFC | 2026-07-09 | 2026-07-10 | 2026-07-24 | 1 | 292.09 | 292.09 | 0.00% | market | 49.36% | — | — | -20.90% | -1.74% | -19.16% |
| GS | 2026-07-14 | 2026-07-15 | 2026-07-29 | 1 | 1,148.42 | 1,148.42 | 0.00% | market | 44.99% | — | — | -14.70% | -3.29% | -11.41% |
| AMC | 2026-07-20 | 2026-07-21 | 2026-08-04 | 1 | 2.42 | 2.42 | 0.00% | market | 366.67% | — | — | 10.64% | 3.36% | 7.29% |
| WRB | 2026-07-20 | 2026-07-21 | 2026-08-04 | 1 | 71.47 | 71.47 | 0.00% | market | 17.59% | — | — | -0.21% | 3.36% | -3.57% |
| ZION | 2026-07-20 | 2026-07-21 | 2026-08-04 | 1 | 68.02 | 68.02 | 0.00% | market | 94.27% | — | — | 5.41% | 3.36% | 2.06% |
| CCS | 2026-07-22 | 2026-07-23 | 2026-08-06 | 1 | 66.32 | 66.32 | 0.00% | market | 103.13% | — | — | 3.81% | 3.95% | -0.14% |
| RLI | 2026-07-22 | 2026-07-23 | 2026-08-06 | 1 | 57.00 | 57.00 | 0.00% | market | 14.80% | — | — | 12.85% | 3.95% | 8.90% |
| RS | 2026-07-22 | 2026-07-23 | 2026-08-06 | 1 | 398.76 | 398.76 | 0.00% | market | 14.63% | — | — | 4.76% | 3.95% | 0.81% |
| BX | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 125.20 | 125.20 | 0.00% | market | 13.43% | — | — | 9.43% | 4.71% | 4.72% |
| COCO | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 70.39 | 70.39 | 0.00% | market | 47.48% | — | — | -11.66% | 4.71% | -16.37% |
| DOW | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 30.61 | 30.61 | 0.00% | market | 15.20% | — | — | -4.25% | 4.71% | -8.95% |
| INTC | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 100.36 | 100.36 | 0.00% | market | 100.00% | — | — | 1.19% | 4.71% | -3.52% |
| WKC | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 39.99 | 39.99 | 0.00% | market | 72.00% | — | — | -9.00% | 4.71% | -13.71% |