EPS surp.>10 (hold 10d) (lookback 50y) (max 100 pos)

Run 9a92dc5a · view hypothesis

completed

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

Trades
25159
Win rate
51.14%
Avg return
0.58%
Median return
0.21%
Avg abnormal
0.28%
Median abnormal
-0.23%
Best trade
164.19%
Worst trade
-70.07%
Sharpe (per-trade)
0.05
Daily portfolio drawdown
-21.41%
Portfolio (equal_weight)
Total return
146.12%
Max drawdown
-21.41%
Avg trade return
0.58%
Win rate
51.14%
Signals
50914
Configured concurrent
100
Observed concurrent
100
Trades taken
25159
Skipped (no capacity)
25755
Excess vs benchmark
-340.26%
Avg entry slippage
0.00%
Return if filled at market
146.12%
VWAP fills
0
VWAP fallbacks
0

25755 of 50914 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20062382.58%1.81%65.13%
20071066-0.56%0.22%46.25%
200810681.16%1.95%56.18%
200911562.18%1.56%54.50%
201012020.20%0.32%49.33%
20111114-1.33%0.08%43.99%
201210720.25%-0.01%48.97%
201311441.70%0.61%59.09%
201411220.88%-0.27%53.92%
201511690.54%0.55%52.52%
201611852.73%1.78%58.40%
201711830.59%-0.04%49.70%
20181260-0.32%-0.18%48.49%
20191259-0.10%-0.81%51.87%
20201488-0.28%-0.49%47.85%
202115690.53%-0.31%51.37%
202214850.92%1.43%51.04%
202315130.38%-0.42%48.38%
202414591.33%0.00%51.82%
20251475-0.06%-0.34%48.27%
20269320.72%0.36%50.00%
Trades (page 25: 500 of 25,159)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
WYNN2017-04-252017-04-262017-05-101123.30123.300.00%market22.77%-0.12%0.57%-0.69%
AGNC2017-04-262017-04-272017-05-11120.8020.800.00%market10.34%-4.14%0.26%-4.39%
ALSN2017-04-262017-04-272017-05-11139.8039.800.00%market48.57%-4.04%0.26%-4.30%
AMX2017-04-262017-04-272017-05-11115.3215.320.00%market103.85%-0.10%0.26%-0.36%
AORT2017-04-262017-04-272017-05-11117.1517.150.00%market125.00%9.52%0.26%9.27%
AVB2017-04-262017-04-272017-05-111188.40188.400.00%market57.80%1.72%0.26%1.46%
AXTI2017-04-262017-04-272017-05-1116.606.600.00%market117.39%6.72%0.26%6.46%
BAX2017-04-262017-04-272017-05-11155.6555.650.00%market11.54%1.16%0.26%0.90%
BCO2017-04-262017-04-272017-05-11160.6560.650.00%market46.15%3.03%0.26%2.78%
BOKF2017-04-262017-04-272017-05-11186.1086.100.00%market28.57%-4.35%0.26%-4.61%
BSBR2017-04-262017-04-272017-05-1118.048.040.00%market14.29%3.76%0.26%3.50%
CNMD2017-04-262017-04-272017-05-11144.0144.010.00%market11.76%14.62%0.26%14.37%
CNO2017-04-262017-04-272017-05-11121.3521.350.00%market13.33%-0.19%0.26%-0.45%
AIZ2017-05-022017-05-032017-05-17199.9999.990.00%market23.03%0.07%-1.24%1.31%
ALL2017-05-022017-05-032017-05-17183.4783.470.00%market49.09%0.97%-1.24%2.20%
BP2017-05-022017-05-032017-05-17134.6034.600.00%market21.05%4.44%-1.24%5.67%
CIGI2017-05-022017-05-032017-05-17154.5054.500.00%market37.50%-5.51%-1.24%-4.28%
CMI2017-05-022017-05-032017-05-171159.45159.450.00%market30.39%-3.95%-1.24%-2.72%
ACCO2017-05-032017-05-042017-05-18113.8013.800.00%market366.74%-16.04%-0.86%-15.18%
ADEA2017-05-032017-05-042017-05-1818.538.530.00%market36.36%-0.57%-0.86%0.29%
AFG2017-05-032017-05-042017-05-18197.3897.380.00%market23.36%-0.49%-0.86%0.37%
AIG2017-05-032017-05-042017-05-18162.9262.920.00%market25.93%-2.53%-0.86%-1.67%
ALB2017-05-032017-05-042017-05-181111.99111.990.00%market10.53%-1.88%-0.86%-1.01%
ALG2017-05-032017-05-042017-05-18180.5580.550.00%market36.36%3.23%-0.86%4.09%
ARWR2017-05-032017-05-042017-05-1811.651.650.00%market33.33%-1.31%-0.86%-0.45%
ASC2017-05-032017-05-042017-05-1817.607.600.00%market40.00%1.22%-0.86%2.08%
AVA2017-05-032017-05-042017-05-18140.1240.120.00%market17.07%3.49%-0.86%4.35%
BCC2017-05-032017-05-042017-05-18129.8529.850.00%market188.89%-9.82%-0.86%-8.95%
CG2017-05-032017-05-042017-05-18118.2518.250.00%market186.84%-5.58%-0.86%-4.72%
CMP2017-05-032017-05-042017-05-18164.4564.450.00%market26.00%4.01%-0.86%4.87%
CNK2017-05-032017-05-042017-05-18144.1944.190.00%market11.48%-9.40%-0.86%-8.54%
AAOI2017-05-042017-05-052017-05-19151.5351.530.00%market12.24%23.21%-0.37%23.57%
ACIW2017-05-042017-05-052017-05-19122.4022.400.00%market122.22%0.35%-0.37%0.71%
ACLS2017-05-042017-05-052017-05-19120.5020.500.00%market38.10%4.29%-0.37%4.66%
AGIO2017-05-042017-05-052017-05-19147.2247.220.00%market12.85%4.01%-0.37%4.38%
AGO2017-05-042017-05-052017-05-19138.5038.500.00%market219.40%0.37%-0.37%0.74%
AHT2017-05-042017-05-052017-05-1916,229.266,229.260.00%market14.29%0.38%-0.37%0.74%
ATRO2017-05-042017-05-052017-05-19124.0124.010.00%market33.33%-9.72%-0.37%-9.35%
BIO2017-05-042017-05-052017-05-191223.00223.000.00%market40.00%-1.80%-0.37%-1.43%
BL2017-05-042017-05-052017-05-19132.7532.750.00%market33.33%-1.38%-0.37%-1.01%
BMRN2017-05-042017-05-052017-05-19199.0099.000.00%market70.00%-9.97%-0.37%-9.60%
BTE2017-05-042017-05-052017-05-1912.842.840.00%market126.67%20.67%-0.37%21.04%
BTU2017-05-042017-05-052017-05-19124.1624.160.00%market245.18%-3.66%-0.37%-3.29%
BZH2017-05-042017-05-052017-05-19112.9412.940.00%market489.10%15.74%-0.37%16.11%
CCO2017-05-042017-05-052017-05-1914.954.950.00%market46.67%-23.33%-0.37%-22.96%
CCS2017-05-042017-05-052017-05-19127.6027.600.00%market21.21%-5.35%-0.37%-4.99%
CHD2017-05-042017-05-052017-05-19150.8550.850.00%market13.04%-2.28%-0.37%-1.91%
CLMT2017-05-042017-05-052017-05-1913.853.850.00%market88.24%14.19%-0.37%14.55%
CQP2017-05-042017-05-052017-05-19131.0431.040.00%market150.00%4.60%-0.37%4.97%
ABR2017-05-052017-05-082017-05-2238.908.900.00%market73.68%-7.85%-0.10%-7.76%
APPF2017-05-052017-05-082017-05-22327.0027.000.00%market330.11%3.05%-0.10%3.14%
CI2017-05-052017-05-082017-05-223160.66160.660.00%market13.06%-0.92%-0.10%-0.82%
DCH2017-05-052017-05-082017-05-22317.5917.590.00%market17.05%-11.07%-0.10%-10.98%
ENOV2017-05-052017-05-082017-05-22369.0469.040.00%market17.98%0.15%-0.10%0.25%
AMC2017-05-082017-05-092017-05-231293.00293.000.00%market462.50%-15.97%0.04%-16.01%
AMPY2017-05-082017-05-092017-05-23114.9414.940.00%market60.00%-2.55%0.04%-2.58%
AR2017-05-082017-05-092017-05-23121.8121.810.00%market100.00%0.36%0.04%0.32%
BLDR2017-05-082017-05-092017-05-23115.8915.890.00%market120.00%-12.37%0.04%-12.41%
BSM2017-05-082017-05-092017-05-23116.7716.770.00%market111.76%0.38%0.04%0.34%
DK2017-05-082017-05-092017-05-23125.2525.250.00%market148.48%3.86%0.04%3.82%
EGY2017-05-082017-05-092017-05-2311.101.100.00%market799.74%-1.01%0.04%-1.05%
ESI2017-05-082017-05-092017-05-23113.6013.600.00%market14.29%-4.14%0.04%-4.18%
GRBK2017-05-082017-05-092017-05-23110.2010.200.00%market110.00%1.86%0.04%1.82%
HL2017-05-082017-05-092017-05-2315.355.350.00%market36.57%9.62%0.04%9.58%
IBRX2017-05-082017-05-092017-05-2312.932.930.00%market16.67%40.51%0.04%40.48%
JD2017-05-082017-05-092017-05-23138.8438.840.00%market925.29%4.74%0.04%4.70%
KRO2017-05-082017-05-092017-05-23117.2917.290.00%market16.67%12.57%0.04%12.53%
LXFR2017-05-082017-05-092017-05-23112.4812.480.00%market22.73%-0.66%0.04%-0.70%
MAR2017-05-082017-05-092017-05-231101.20101.200.00%market10.99%4.14%0.04%4.10%
MYE2017-05-082017-05-092017-05-23116.9016.900.00%market18.18%-0.10%0.04%-0.14%
NOG2017-05-082017-05-092017-05-23122.5022.500.00%market1806.25%-17.88%0.04%-17.92%
NOVT2017-05-082017-05-092017-05-23130.5030.500.00%market29.17%7.11%0.04%7.08%
NVGS2017-05-082017-05-092017-05-23111.1011.100.00%market25.00%-25.33%0.04%-25.36%
ACM2017-05-092017-05-102017-05-24134.2034.200.00%market61.82%-4.95%0.51%-5.46%
ACR2017-05-092017-05-102017-05-24123.9823.980.00%market258.82%4.45%0.51%3.94%
AER2017-05-092017-05-102017-05-24146.0046.000.00%market12.50%-2.06%0.51%-2.57%
ALRM2017-05-092017-05-102017-05-24132.8032.800.00%market53.33%-1.81%0.51%-2.32%
AON2017-05-092017-05-102017-05-241124.22124.220.00%market13.28%3.90%0.51%3.39%
AXON2017-05-092017-05-102017-05-24126.9726.970.00%market145.01%-8.22%0.51%-8.73%
BKNG2017-05-092017-05-102017-05-24174.1574.150.00%market11.14%-0.37%0.51%-0.88%
CAMT2017-05-092017-05-102017-05-2414.404.400.00%market100.00%30.13%0.51%29.62%
CHMI2017-05-092017-05-102017-05-24116.8516.850.00%market31.25%8.21%0.51%7.70%
DIOD2017-05-092017-05-102017-05-24124.5524.550.00%market180.00%5.07%0.51%4.56%
DQ2017-05-092017-05-102017-05-2414.454.450.00%market58.62%3.36%0.51%2.85%
EVH2017-05-092017-05-102017-05-24124.0524.050.00%market22.22%-0.72%0.51%-1.23%
FNV2017-05-092017-05-102017-05-24168.9068.900.00%market13.64%6.34%0.51%5.83%
FOR2017-05-092017-05-102017-05-24114.1014.100.00%market480.00%0.25%0.51%-0.26%
GDOT2017-05-092017-05-102017-05-24135.1735.170.00%market19.05%3.26%0.51%2.75%
GLP2017-05-092017-05-102017-05-24118.7518.750.00%market1336.66%4.97%0.51%4.46%
HLI2017-05-092017-05-102017-05-24135.0035.000.00%market31.11%-4.27%0.51%-4.78%
IAG2017-05-092017-05-102017-05-2413.983.980.00%market162.47%9.70%0.51%9.19%
IONS2017-05-092017-05-102017-05-24146.6446.640.00%market130.00%-0.29%0.51%-0.80%
IPAR2017-05-092017-05-102017-05-24138.5038.500.00%market16.22%-11.01%0.51%-11.52%
LIND2017-05-092017-05-102017-05-2418.968.960.00%market25.00%3.69%0.51%3.19%
MIDD2017-05-092017-05-102017-05-241107.15107.150.00%market11.50%-4.38%0.51%-4.89%
MMI2017-05-092017-05-102017-05-24126.0526.050.00%market10.71%-6.59%0.51%-7.10%
NHI2017-05-092017-05-102017-05-24172.6572.650.00%market30.95%4.98%0.51%4.47%
NVMI2017-05-092017-05-102017-05-24122.7622.760.00%market21.95%8.99%0.51%8.49%
NWS2017-05-092017-05-102017-05-24112.9512.950.00%market75.00%5.31%0.51%4.80%
NWSA2017-05-092017-05-102017-05-24112.3012.300.00%market39.61%7.38%0.51%6.87%
NXST2017-05-092017-05-102017-05-24163.1063.100.00%market262.96%-6.91%0.51%-7.42%
AGM2017-05-102017-05-112017-05-25164.3364.330.00%market12.40%-2.45%1.01%-3.45%
ATHM2017-05-102017-05-112017-05-25138.7338.730.00%market36.36%9.76%1.01%8.76%
BR2017-05-102017-05-112017-05-25170.6970.690.00%market15.00%7.10%1.01%6.09%
CECO2017-05-102017-05-112017-05-25110.6410.640.00%market11.11%-9.31%1.01%-10.32%
COTY2017-05-102017-05-112017-05-25119.9719.970.00%market36.36%-6.31%1.01%-7.32%
CRL2017-05-102017-05-112017-05-25189.9989.990.00%market13.16%2.42%1.01%1.42%
CROX2017-05-102017-05-112017-05-2517.297.290.00%market319.05%-11.35%1.01%-12.36%
E2017-05-102017-05-112017-05-25132.3732.370.00%market104.55%0.76%1.01%-0.24%
ECHO2017-05-102017-05-112017-05-25146.5646.560.00%market100.00%2.76%1.01%1.75%
ELF2017-05-102017-05-112017-05-25127.0627.060.00%market80.00%-6.27%1.01%-7.28%
FSK2017-05-102017-05-112017-05-25138.2038.200.00%market30.00%-4.29%1.01%-5.30%
HTHT2017-05-102017-05-112017-05-25118.2918.290.00%market60.00%5.53%1.01%4.52%
CIG2017-05-162017-05-172017-06-0112.162.160.00%market123.10%-19.08%1.37%-20.45%
CIG-C2017-05-162017-05-172017-06-0111.521.520.00%market91.23%-15.23%1.37%-16.60%
WB2017-05-162017-05-172017-06-01177.7577.750.00%market23.81%-4.74%1.37%-6.11%
BBWI2017-05-172017-05-182017-06-02141.8541.850.00%market13.79%1.19%3.58%-2.39%
EQNR2017-05-172017-05-182017-06-02117.7617.760.00%market36.00%-2.52%3.58%-6.10%
SQM2017-05-172017-05-182017-06-02133.5533.550.00%market11.43%7.65%3.58%4.07%
TGT2017-05-172017-05-182017-06-02155.2555.250.00%market32.97%0.39%3.58%-3.19%
ZTO2017-05-172017-05-182017-06-02113.4113.410.00%market11.11%8.70%3.58%5.12%
ADSK2017-05-182017-05-192017-06-051108.00108.000.00%market27.27%2.57%2.81%-0.24%
HCC2017-05-182017-05-192017-06-0518.778.770.00%market12.12%-3.29%2.81%-6.10%
MCK2017-05-182017-05-192017-06-051153.06153.060.00%market11.51%8.29%2.81%5.48%
RL2017-05-182017-05-192017-06-05171.2471.240.00%market12.66%-3.02%2.81%-5.83%
SB2017-05-182017-05-192017-06-0512.172.170.00%market22.22%-16.69%2.81%-19.50%
VST2017-05-182017-05-192017-06-05115.2515.250.00%market125.00%-0.03%2.81%-2.84%
DE2017-05-192017-05-222017-06-063122.08122.080.00%market48.21%2.33%1.80%0.53%
MMYT2017-05-192017-05-222017-06-06334.8534.850.00%market16.00%-10.57%1.80%-12.38%
YRD2017-05-212017-05-222017-06-06125.5025.500.00%market34.92%-4.49%1.80%-6.30%
A2017-05-222017-05-232017-06-07159.8059.800.00%market20.83%1.29%1.55%-0.26%
NMM2017-05-222017-05-232017-06-07126.5426.540.00%market120.00%-11.97%1.55%-13.52%
YPF2017-05-222017-05-232017-06-07124.0124.010.00%market100.25%1.15%1.55%-0.40%
TLYS2017-05-232017-05-242017-06-08110.7510.750.00%market90.00%-4.75%1.44%-6.19%
TOL2017-05-232017-05-242017-06-08137.4537.450.00%market15.87%0.99%1.44%-0.44%
TTWO2017-05-232017-05-242017-06-08173.7673.760.00%market40.68%7.44%1.44%6.00%
VSAT2017-05-232017-05-242017-06-08166.8466.840.00%market28.00%8.22%1.44%6.78%
FSM2017-05-242017-05-252017-06-0914.504.500.00%market80.00%7.90%0.92%6.98%
P2017-05-242017-05-252017-06-09111.9711.970.00%market39.13%3.07%0.92%2.16%
BBY2017-05-252017-05-262017-06-12160.4160.410.00%market42.50%-5.55%0.75%-6.30%
BURL2017-05-252017-05-262017-06-12198.9798.970.00%market12.86%-1.05%0.75%-1.80%
DECK2017-05-252017-05-262017-06-12110.9010.900.00%market281.68%6.87%0.75%6.12%
DXC2017-05-252017-05-262017-06-12179.5179.510.00%market35.29%-5.08%0.75%-5.83%
FND2017-05-252017-05-262017-06-12139.0039.000.00%market30.00%1.00%0.75%0.25%
GME2017-05-252017-05-262017-06-1215.535.530.00%market23.08%-1.91%0.75%-2.66%
MRVL2017-05-252017-05-262017-06-12117.3917.390.00%market14.29%0.25%0.75%-0.51%
NGL2017-05-252017-05-262017-06-12114.3514.350.00%market63.64%-8.11%0.75%-8.87%
VEEV2017-05-252017-05-262017-06-12166.3966.390.00%market22.22%-9.71%0.75%-10.46%
AVAL2017-05-302017-05-312017-06-1418.418.410.00%market20.00%0.38%0.99%-0.62%
DAC2017-05-302017-05-312017-06-14121.0021.000.00%market22.22%-10.10%0.99%-11.09%
NX2017-05-302017-05-312017-06-14120.0520.050.00%market83.33%7.13%0.99%6.14%
ADI2017-05-312017-06-012017-06-15186.2886.280.00%market21.18%-7.67%0.74%-8.41%
JILL2017-05-312017-06-012017-06-15153.1953.190.00%market31.87%3.85%0.74%3.10%
PANW2017-05-312017-06-012017-06-15122.1922.190.00%market11.11%-0.91%0.74%-1.66%
CIEN2017-06-012017-06-022017-06-16127.0027.000.00%market21.62%-5.91%-0.32%-5.59%
COO2017-06-012017-06-022017-06-16156.9156.910.00%market12.50%4.87%-0.32%5.19%
CRVL2017-06-012017-06-022017-06-16115.9715.970.00%market366.67%-4.61%-0.32%-4.29%
GHM2017-06-012017-06-022017-06-16120.0720.070.00%market200.00%0.15%-0.32%0.47%
GWRE2017-06-012017-06-022017-06-16164.7564.750.00%market667.75%3.75%-0.32%4.07%
LULU2017-06-012017-06-022017-06-16156.4156.410.00%market14.29%-6.20%-0.32%-5.88%
WDAY2017-06-012017-06-022017-06-16199.2799.270.00%market81.25%-0.99%-0.32%-0.67%
YEXT2017-06-012017-06-022017-06-16113.9013.900.00%market13.33%-3.91%-0.32%-3.59%
THO2017-06-052017-06-062017-06-201106.17106.170.00%market11.64%-0.80%-0.14%-0.66%
HQY2017-06-062017-06-072017-06-21148.8048.800.00%market18.75%5.31%-0.27%5.58%
KEYS2017-06-062017-06-072017-06-21141.8541.850.00%market10.34%-9.66%-0.27%-9.39%
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