EPS surp.>12 & P/E<18 (hold 10d) (lookback 50y) (max 100 pos)
Run 9a92a87e · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
11582
Win rate
50.99%
Avg return
0.73%
Median return
0.19%
Avg abnormal
0.25%
Median abnormal
-0.37%
Best trade
998.27%
Worst trade
-71.15%
Sharpe (per-trade)
0.05
Daily portfolio drawdown
-36.92%
Portfolio (equal_weight)
Total return
84.61%
Max drawdown
-36.92%
Avg trade return
0.73%
Win rate
50.99%
Signals
19681
Configured concurrent
100
Observed concurrent
100
Trades taken
11582
Skipped (no capacity)
8099
Excess vs benchmark
-381.72%
Avg entry slippage
0.00%
Return if filled at market
84.61%
VWAP fills
0
VWAP fallbacks
0
8099 of 19681 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 |
|---|---|---|---|---|
| 2006 | 2 | -2.69% | -5.13% | 50.00% |
| 2007 | 4 | -2.07% | -1.27% | 25.00% |
| 2008 | 2 | 2.33% | 2.00% | 50.00% |
| 2009 | 4 | 4.39% | 2.53% | 100.00% |
| 2010 | 5 | -3.21% | -1.27% | 20.00% |
| 2011 | 4 | 1.42% | 4.74% | 50.00% |
| 2012 | 1 | 1.25% | 4.28% | 100.00% |
| 2013 | 3 | -6.43% | -6.26% | 0.00% |
| 2015 | 3 | 5.01% | 7.34% | 66.67% |
| 2016 | 383 | 3.06% | 2.03% | 61.88% |
| 2017 | 851 | 0.24% | -0.33% | 48.41% |
| 2018 | 1004 | -0.16% | -0.33% | 48.41% |
| 2019 | 987 | -0.41% | -0.80% | 50.86% |
| 2020 | 1205 | -0.43% | -0.40% | 46.39% |
| 2021 | 1325 | 0.89% | 0.06% | 54.57% |
| 2022 | 1283 | 1.10% | 1.44% | 52.22% |
| 2023 | 1285 | 1.61% | 0.78% | 50.04% |
| 2024 | 1242 | 1.57% | 0.02% | 53.54% |
| 2025 | 1244 | 0.45% | 0.32% | 49.68% |
| 2026 | 745 | 1.34% | 0.90% | 50.74% |
Trades (page 24: 82 of 11,582)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/E | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TLYS | 2026-06-03 | 2026-06-04 | 2026-06-18 | 1 | 5.24 | 5.24 | 0.00% | market | 21.21% | — | -15.56% | -0.71% | -14.85% |
| PL | 2026-06-04 | 2026-06-05 | 2026-06-22 | 1 | 38.30 | 38.30 | 0.00% | market | 28.25% | — | -24.98% | -1.05% | -23.93% |
| RBRK | 2026-06-04 | 2026-06-05 | 2026-06-22 | 1 | 77.00 | 77.00 | 0.00% | market | 637.45% | — | -8.50% | -1.05% | -7.45% |
| TTAN | 2026-06-04 | 2026-06-05 | 2026-06-22 | 1 | 83.05 | 83.05 | 0.00% | market | 34.06% | — | -24.76% | -1.05% | -23.71% |
| BARK | 2026-06-09 | 2026-06-10 | 2026-06-25 | 1 | 9.01 | 9.01 | 0.00% | market | 120.19% | — | 1.12% | 0.12% | 1.00% |
| SAIL | 2026-06-09 | 2026-06-10 | 2026-06-25 | 1 | 15.56 | 15.56 | 0.00% | market | 15.53% | — | -18.54% | 0.12% | -18.67% |
| SKIL | 2026-06-09 | 2026-06-10 | 2026-06-25 | 1 | 5.90 | 5.90 | 0.00% | market | 2220.00% | — | 4.14% | 0.12% | 4.01% |
| 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% |
| ANGX | 2026-06-11 | 2026-06-12 | 2026-06-29 | 1 | 2.90 | 2.90 | 0.00% | market | 41.43% | — | 22.66% | 0.04% | 22.62% |
| 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% |
| MH | 2026-06-11 | 2026-06-12 | 2026-06-29 | 1 | 12.38 | 12.38 | 0.00% | market | 92.89% | — | -25.06% | 0.04% | -25.10% |
| PEW | 2026-06-11 | 2026-06-12 | 2026-06-29 | 1 | 2.61 | 2.61 | 0.00% | market | 25.00% | — | -10.83% | 0.04% | -10.87% |
| LZB | 2026-06-16 | 2026-06-17 | 2026-07-02 | 1 | 42.18 | 42.18 | 0.00% | market | 53.66% | — | -5.48% | -0.87% | -4.62% |
| 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% |
| SB | 2026-06-17 | 2026-06-18 | 2026-07-06 | 1 | 6.90 | 6.90 | 0.00% | market | 71.43% | — | -3.29% | 0.47% | -3.76% |
| CBRS | 2026-06-23 | 2026-06-24 | 2026-07-09 | 1 | 208.00 | 208.00 | 0.00% | market | 75.55% | — | -4.65% | 2.25% | -6.90% |
| CCL | 2026-06-23 | 2026-06-24 | 2026-07-09 | 1 | 29.31 | 29.31 | 0.00% | market | 19.12% | — | -8.94% | 2.25% | -11.19% |
| 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% |
| SNX | 2026-06-25 | 2026-06-26 | 2026-07-13 | 1 | 280.33 | 280.33 | 0.00% | market | 17.15% | — | -10.45% | 2.77% | -13.23% |
| NKE | 2026-06-30 | 2026-07-01 | 2026-07-16 | 1 | 41.40 | 41.40 | 0.00% | market | 554.55% | — | 7.56% | 0.77% | 6.79% |
| GIS | 2026-07-01 | 2026-07-02 | 2026-07-17 | 1 | 38.00 | 38.00 | 0.00% | market | 19.20% | — | -0.18% | -0.55% | 0.37% |
| EPAC | 2026-07-07 | 2026-07-08 | 2026-07-22 | 1 | 35.82 | 35.82 | 0.00% | market | 19.28% | — | -3.45% | 0.57% | -4.02% |
| C | 2026-07-14 | 2026-07-15 | 2026-07-29 | 1 | 134.08 | 134.08 | 0.00% | market | 15.81% | — | -5.28% | -3.29% | -2.00% |
| EQBK | 2026-07-14 | 2026-07-15 | 2026-07-29 | 1 | 49.99 | 49.99 | 0.00% | market | 13.71% | — | 1.36% | -3.29% | 4.65% |
| 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% |
| JPM | 2026-07-14 | 2026-07-15 | 2026-07-29 | 1 | 345.85 | 345.85 | 0.00% | market | 35.78% | — | -0.43% | -3.29% | 2.86% |
| WFC | 2026-07-14 | 2026-07-15 | 2026-07-29 | 1 | 85.94 | 85.94 | 0.00% | market | 13.29% | — | -2.51% | -3.29% | 0.78% |
| ELV | 2026-07-15 | 2026-07-16 | 2026-07-30 | 1 | 394.40 | 394.40 | 0.00% | market | 19.97% | — | -4.66% | -1.47% | -3.19% |
| MS | 2026-07-15 | 2026-07-16 | 2026-07-30 | 1 | 228.23 | 228.23 | 0.00% | market | 19.72% | — | -8.06% | -1.47% | -6.59% |
| MTB | 2026-07-15 | 2026-07-16 | 2026-07-30 | 1 | 250.88 | 250.88 | 0.00% | market | 14.81% | — | -1.65% | -1.47% | -0.18% |
| UNH | 2026-07-16 | 2026-07-17 | 2026-07-31 | 1 | 426.72 | 426.72 | 0.00% | market | 29.15% | — | -2.99% | 0.67% | -3.65% |
| TFC | 2026-07-17 | 2026-07-20 | 2026-08-03 | 3 | 52.50 | 52.50 | 0.00% | market | 13.89% | — | -1.20% | 1.42% | -2.62% |
| TRV | 2026-07-17 | 2026-07-20 | 2026-08-03 | 3 | 367.60 | 367.60 | 0.00% | market | 85.58% | — | 1.59% | 1.42% | 0.17% |
| 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% |
| CCK | 2026-07-20 | 2026-07-21 | 2026-08-04 | 1 | 119.49 | 119.49 | 0.00% | market | 15.28% | — | 1.72% | 3.36% | -1.64% |
| CPAC | 2026-07-20 | 2026-07-21 | 2026-08-04 | 1 | 11.60 | 11.60 | 0.00% | market | 125.69% | — | 2.31% | 3.36% | -1.04% |
| MOGU | 2026-07-20 | 2026-07-21 | 2026-08-04 | 1 | 1.92 | 1.92 | 0.00% | market | 1230.53% | — | 6.15% | 3.36% | 2.79% |
| 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% |
| COF | 2026-07-21 | 2026-07-22 | 2026-08-05 | 1 | 207.53 | 207.53 | 0.00% | market | 21.29% | — | 6.69% | 3.10% | 3.59% |
| NOC | 2026-07-21 | 2026-07-22 | 2026-08-05 | 1 | 523.09 | 523.09 | 0.00% | market | 12.61% | — | 6.47% | 3.10% | 3.37% |
| OFG | 2026-07-21 | 2026-07-22 | 2026-08-05 | 1 | 53.16 | 53.16 | 0.00% | market | 18.80% | — | -0.16% | 3.10% | -3.26% |
| RRC | 2026-07-21 | 2026-07-22 | 2026-08-05 | 1 | 38.81 | 38.81 | 0.00% | market | 20.61% | — | -1.83% | 3.10% | -4.93% |
| SYF | 2026-07-21 | 2026-07-22 | 2026-08-05 | 1 | 71.49 | 71.49 | 0.00% | market | 21.03% | — | 10.75% | 3.10% | 7.65% |
| 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% |
| FAF | 2026-07-22 | 2026-07-23 | 2026-08-06 | 1 | 72.03 | 72.03 | 0.00% | market | 15.56% | — | 4.23% | 3.95% | 0.28% |
| FBP | 2026-07-22 | 2026-07-23 | 2026-08-06 | 1 | 28.76 | 28.76 | 0.00% | market | 14.39% | — | 0.94% | 3.95% | -3.00% |
| FULT | 2026-07-22 | 2026-07-23 | 2026-08-06 | 1 | 24.86 | 24.86 | 0.00% | market | 26.61% | — | -1.95% | 3.95% | -5.90% |
| GOOG | 2026-07-22 | 2026-07-23 | 2026-08-06 | 1 | 321.63 | 321.63 | 0.00% | market | 217.42% | — | 10.78% | 3.95% | 6.83% |
| GOOGL | 2026-07-22 | 2026-07-23 | 2026-08-06 | 1 | 321.13 | 321.13 | 0.00% | market | 217.42% | — | 11.30% | 3.95% | 7.36% |
| KALU | 2026-07-22 | 2026-07-23 | 2026-08-06 | 1 | 171.68 | 171.68 | 0.00% | market | 107.89% | — | -0.51% | 3.95% | -4.46% |
| OII | 2026-07-22 | 2026-07-23 | 2026-08-06 | 1 | 47.22 | 47.22 | 0.00% | market | 42.67% | — | 4.20% | 3.95% | 0.25% |
| QCRH | 2026-07-22 | 2026-07-23 | 2026-08-06 | 1 | 93.94 | 93.94 | 0.00% | market | 14.66% | — | 10.97% | 3.95% | 7.02% |
| 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% |
| SEIC | 2026-07-22 | 2026-07-23 | 2026-08-06 | 1 | 102.29 | 102.29 | 0.00% | market | 15.28% | — | 2.25% | 3.95% | -1.70% |
| SLG | 2026-07-22 | 2026-07-23 | 2026-08-06 | 1 | 51.30 | 51.30 | 0.00% | market | 35.22% | — | 6.18% | 3.95% | 2.23% |
| TCBX | 2026-07-22 | 2026-07-23 | 2026-08-06 | 1 | 43.00 | 43.00 | 0.00% | market | 19.60% | — | 2.74% | 3.95% | -1.21% |
| VTMX | 2026-07-22 | 2026-07-23 | 2026-08-06 | 1 | 34.35 | 34.35 | 0.00% | market | 128.26% | — | -2.02% | 3.95% | -5.97% |
| AMTB | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 26.60 | 26.60 | 0.00% | market | 35.03% | — | 8.58% | 4.71% | 3.88% |
| ARGX | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 935.00 | 935.00 | 0.00% | market | 16.75% | — | -7.58% | 4.71% | -12.29% |
| AVBC | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 20.85 | 20.85 | 0.00% | market | 14.71% | — | 3.02% | 4.71% | -1.69% |
| BFH | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 101.32 | 101.32 | 0.00% | market | 29.56% | — | 6.81% | 4.71% | 2.10% |
| BPOP | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 172.39 | 172.39 | 0.00% | market | 16.94% | — | 0.86% | 4.71% | -3.85% |
| BY | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 38.39 | 38.39 | 0.00% | market | 15.48% | — | 1.05% | 4.71% | -3.66% |
| 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% |
| FCNCA | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 2,222.00 | 2,222.00 | 0.00% | market | 40.30% | — | -0.26% | 4.71% | -4.96% |
| FCNCN | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 25.03 | 25.03 | 0.00% | market | 40.30% | — | -0.14% | 4.71% | -4.85% |
| FIBK | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 37.68 | 37.68 | 0.00% | market | 35.94% | — | -0.50% | 4.71% | -5.20% |
| FPH | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 5.40 | 5.40 | 0.00% | market | 475.00% | — | -3.43% | 4.71% | -8.14% |
| HOG | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 26.33 | 26.33 | 0.00% | market | 16.28% | — | -1.32% | 4.71% | -6.02% |
| HTH | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 39.09 | 39.09 | 0.00% | market | 28.57% | — | -0.23% | 4.71% | -4.93% |
| 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% |
| MBLY | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 7.56 | 7.56 | 0.00% | market | 235.75% | — | 15.38% | 4.71% | 10.67% |
| NVCR | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 20.68 | 20.68 | 0.00% | market | 60.79% | — | -20.84% | 4.71% | -25.55% |
| SIGI | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 95.85 | 95.85 | 0.00% | market | 17.47% | — | 0.30% | 4.71% | -4.41% |
| SRCE | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 85.82 | 85.82 | 0.00% | market | 14.04% | — | 2.45% | 4.71% | -2.25% |
| TECK | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 60.43 | 60.43 | 0.00% | market | 46.16% | — | 9.90% | 4.71% | 5.19% |
| THC | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 235.01 | 235.01 | 0.00% | market | 43.66% | — | 11.44% | 4.71% | 6.73% |
| TMUS | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 172.16 | 172.16 | 0.00% | market | 15.44% | — | 2.82% | 4.71% | -1.88% |
| UVE | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 39.75 | 39.75 | 0.00% | market | 28.67% | — | 10.97% | 4.71% | 6.26% |
| 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% |