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 51: 159 of 25,159)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
SAIC2026-06-012026-06-022026-06-161113.42113.420.00%market41.67%-4.11%-0.89%-3.23%
GME2026-06-022026-06-032026-06-17123.2823.280.00%market87.50%-7.70%-2.27%-5.44%
GOTU2026-06-022026-06-032026-06-1711.711.710.00%market2452.94%-4.78%-2.27%-2.51%
GTLB2026-06-022026-06-032026-06-17130.8330.830.00%market11.06%-14.24%-2.27%-11.97%
SIG2026-06-022026-06-032026-06-17187.7487.740.00%market13.04%-1.54%-2.27%0.73%
ULTA2026-06-022026-06-032026-06-171478.74478.740.00%market12.34%-5.95%-2.27%-3.68%
VSXY2026-06-022026-06-032026-06-17175.5575.550.00%market90.17%3.83%-2.27%6.10%
AI2026-06-032026-06-042026-06-18111.2211.220.00%market13.16%-8.30%-0.71%-7.59%
CHPT2026-06-032026-06-042026-06-1817.477.470.00%market33.33%11.14%-0.71%11.86%
FIVE2026-06-032026-06-042026-06-181197.47197.470.00%market25.42%-1.83%-0.71%-1.11%
M2026-06-032026-06-042026-06-18121.9321.930.00%market324.28%9.98%-0.71%10.69%
NTSK2026-06-032026-06-042026-06-1819.609.600.00%market14.57%-5.83%-0.71%-5.12%
PVH2026-06-032026-06-042026-06-18172.0072.000.00%market10.44%6.94%-0.71%7.65%
TLYS2026-06-032026-06-042026-06-1815.245.240.00%market21.21%-15.56%-0.71%-14.85%
AGX2026-06-042026-06-052026-06-221697.68697.680.00%market40.26%13.13%-1.05%14.19%
CIEN2026-06-042026-06-052026-06-221512.31512.310.00%market12.33%-10.25%-1.05%-9.19%
CURV2026-06-042026-06-052026-06-2211.201.200.00%market120.80%59.07%-1.05%60.12%
GWRE2026-06-042026-06-052026-06-221131.13131.130.00%market10.36%-21.79%-1.05%-20.74%
IOT2026-06-042026-06-052026-06-22136.6336.630.00%market30.57%-15.09%-1.05%-14.03%
NX2026-06-042026-06-052026-06-22117.6917.690.00%market13.64%-4.85%-1.05%-3.80%
OCTV2026-06-042026-06-052026-06-22119.6219.620.00%market25.33%-20.33%-1.05%-19.28%
PL2026-06-042026-06-052026-06-22138.3038.300.00%market28.25%-24.98%-1.05%-23.93%
RBRK2026-06-042026-06-052026-06-22177.0077.000.00%market637.45%-8.50%-1.05%-7.45%
TTAN2026-06-042026-06-052026-06-22183.0583.050.00%market34.06%-24.76%-1.05%-23.71%
GHM2026-06-082026-06-092026-06-24197.2697.260.00%market10.00%18.47%-1.40%19.87%
BARK2026-06-092026-06-102026-06-2519.019.010.00%market120.19%1.12%0.12%1.00%
CASY2026-06-092026-06-102026-06-251800.65800.650.00%market32.02%-2.09%0.12%-2.21%
DBI2026-06-092026-06-102026-06-2516.816.810.00%market250.00%-13.61%0.12%-13.73%
SAIL2026-06-092026-06-102026-06-25115.5615.560.00%market15.53%-18.54%0.12%-18.67%
SKIL2026-06-092026-06-102026-06-2515.905.900.00%market2220.00%4.14%0.12%4.01%
CHWY2026-06-102026-06-112026-06-26119.1119.110.00%market77.39%-3.03%0.03%-3.06%
NAVN2026-06-102026-06-112026-06-26124.2524.250.00%market1441.43%-6.00%0.03%-6.03%
ANGX2026-06-112026-06-122026-06-2912.902.900.00%market41.43%22.66%0.04%22.62%
DRVN2026-06-112026-06-122026-06-29113.5513.550.00%market25.00%3.00%0.04%2.96%
MH2026-06-112026-06-122026-06-29112.3812.380.00%market92.89%-25.06%0.04%-25.10%
PEW2026-06-112026-06-122026-06-2912.612.610.00%market25.00%-10.83%0.04%-10.87%
LZB2026-06-162026-06-172026-07-02142.1842.180.00%market53.66%-5.48%-0.87%-4.62%
KMX2026-06-172026-06-182026-07-06148.3048.300.00%market35.75%3.85%0.47%3.38%
SB2026-06-172026-06-182026-07-0616.906.900.00%market71.43%-3.29%0.47%-3.76%
CBRS2026-06-232026-06-242026-07-091208.00208.000.00%market75.55%-4.65%2.25%-6.90%
CCL2026-06-232026-06-242026-07-09129.3129.310.00%market19.12%-8.94%2.25%-11.19%
MEI2026-06-242026-06-252026-07-10115.3115.310.00%market109.09%3.10%2.17%0.93%
MU2026-06-242026-06-252026-07-1011,233.001,233.000.00%market19.69%-20.68%2.17%-22.85%
BB2026-06-252026-06-262026-07-13110.0810.080.00%market33.33%6.15%2.77%3.38%
MKC2026-06-252026-06-262026-07-13149.0049.000.00%market15.61%9.59%2.77%6.82%
MKC-V2026-06-252026-06-262026-07-13148.4448.440.00%market15.61%10.12%2.77%7.34%
SNX2026-06-252026-06-262026-07-131280.33280.330.00%market17.15%-10.45%2.77%-13.23%
AVAV2026-06-292026-06-302026-07-151176.50176.500.00%market26.03%-20.09%1.82%-21.91%
NKE2026-06-302026-07-012026-07-16141.4041.400.00%market554.55%7.56%0.77%6.79%
FC2026-07-012026-07-022026-07-17119.2919.290.00%market12.50%5.03%-0.55%5.58%
GIS2026-07-012026-07-022026-07-17138.0038.000.00%market19.20%-0.18%-0.55%0.37%
MSM2026-07-012026-07-022026-07-171125.35125.350.00%market11.72%-0.56%-0.55%-0.01%
UNF2026-07-012026-07-022026-07-171268.00268.000.00%market13.61%8.65%-0.55%9.20%
HCM2026-07-022026-07-062026-07-20411.6311.630.00%market112.85%-2.77%-0.89%-1.88%
EPAC2026-07-072026-07-082026-07-22135.8235.820.00%market19.28%-3.45%0.57%-4.02%
PENG2026-07-072026-07-082026-07-22167.8567.850.00%market55.84%-12.85%0.57%-13.42%
LEVI2026-07-082026-07-092026-07-23123.4623.460.00%market14.80%2.63%-1.23%3.86%
BNED2026-07-092026-07-102026-07-24111.5111.510.00%market78.57%3.11%-1.74%4.86%
WDFC2026-07-092026-07-102026-07-241292.09292.090.00%market49.36%-20.90%-1.74%-19.16%
AEHR2026-07-142026-07-152026-07-29198.1698.160.00%market1200.00%-33.47%-3.29%-30.19%
C2026-07-142026-07-152026-07-291134.08134.080.00%market15.81%-5.28%-3.29%-2.00%
EQBK2026-07-142026-07-152026-07-29149.9949.990.00%market13.71%1.36%-3.29%4.65%
GS2026-07-142026-07-152026-07-2911,148.421,148.420.00%market44.99%-14.70%-3.29%-11.41%
JPM2026-07-142026-07-152026-07-291345.85345.850.00%market35.78%-0.43%-3.29%2.86%
PXED2026-07-142026-07-152026-07-29130.8030.800.00%market11.72%-2.57%-3.29%0.72%
WFC2026-07-142026-07-152026-07-29185.9485.940.00%market13.29%-2.51%-3.29%0.78%
BNY2026-07-152026-07-162026-07-301162.75162.750.00%market10.31%-4.20%-1.47%-2.73%
ELV2026-07-152026-07-162026-07-301394.40394.400.00%market19.97%-4.66%-1.47%-3.19%
MS2026-07-152026-07-162026-07-301228.23228.230.00%market19.72%-8.06%-1.47%-6.59%
MTB2026-07-152026-07-162026-07-301250.88250.880.00%market14.81%-1.65%-1.47%-0.18%
ISRG2026-07-162026-07-172026-07-311365.03365.030.00%market12.90%-3.31%0.67%-3.97%
PLD2026-07-162026-07-172026-07-311150.05150.050.00%market51.27%-3.73%0.67%-4.39%
TSM2026-07-162026-07-172026-07-311392.12392.120.00%market11.37%2.99%0.67%2.33%
UNH2026-07-162026-07-172026-07-311426.72426.720.00%market29.15%-2.99%0.67%-3.65%
TFC2026-07-172026-07-202026-08-03352.5052.500.00%market13.89%-1.20%1.42%-2.62%
TRV2026-07-172026-07-202026-08-033367.60367.600.00%market85.58%1.59%1.42%0.17%
AMC2026-07-202026-07-212026-08-0412.422.420.00%market366.67%10.64%3.36%7.29%
CALX2026-07-202026-07-212026-08-04135.1935.190.00%market16.11%12.06%3.36%8.71%
CCK2026-07-202026-07-212026-08-041119.49119.490.00%market15.28%1.72%3.36%-1.64%
CPAC2026-07-202026-07-212026-08-04111.6011.600.00%market125.69%2.31%3.36%-1.04%
MOGU2026-07-202026-07-212026-08-0411.921.920.00%market1230.53%6.15%3.36%2.79%
PKE2026-07-202026-07-212026-08-04136.6636.660.00%market22.74%1.18%3.36%-2.17%
WRB2026-07-202026-07-212026-08-04171.4771.470.00%market17.59%-0.21%3.36%-3.57%
ZION2026-07-202026-07-212026-08-04168.0268.020.00%market94.27%5.41%3.36%2.06%
AIR2026-07-212026-07-222026-08-051133.99133.990.00%market10.87%9.48%3.10%6.38%
COF2026-07-212026-07-222026-08-051207.53207.530.00%market21.29%6.69%3.10%3.59%
GM2026-07-212026-07-222026-08-05180.5080.500.00%market11.91%10.66%3.10%7.55%
HAS2026-07-212026-07-222026-08-05188.9288.920.00%market10.34%2.42%3.10%-0.68%
NOC2026-07-212026-07-222026-08-051523.09523.090.00%market12.61%6.47%3.10%3.37%
NVS2026-07-212026-07-222026-08-051156.07156.070.00%market11.06%-1.14%3.10%-4.25%
OFG2026-07-212026-07-222026-08-05153.1653.160.00%market18.80%-0.16%3.10%-3.26%
RRC2026-07-212026-07-222026-08-05138.8138.810.00%market20.61%-1.83%3.10%-4.93%
SYF2026-07-212026-07-222026-08-05171.4971.490.00%market21.03%10.75%3.10%7.65%
VICR2026-07-212026-07-222026-08-051206.00206.000.00%market59.51%6.25%3.10%3.15%
CCI2026-07-222026-07-232026-08-06177.7877.780.00%market76.74%-3.78%3.95%-7.72%
CCS2026-07-222026-07-232026-08-06166.3266.320.00%market103.13%3.81%3.95%-0.14%
ELS2026-07-222026-07-232026-08-06165.5365.530.00%market15.05%-1.43%3.95%-5.38%
FAF2026-07-222026-07-232026-08-06172.0372.030.00%market15.56%4.23%3.95%0.28%
FBP2026-07-222026-07-232026-08-06128.7628.760.00%market14.39%0.94%3.95%-3.00%
FCX2026-07-222026-07-232026-08-06162.6462.640.00%market13.33%8.74%3.95%4.80%
FR2026-07-222026-07-232026-08-06166.5766.570.00%market30.96%-4.88%3.95%-8.82%
FULT2026-07-222026-07-232026-08-06124.8624.860.00%market26.61%-1.95%3.95%-5.90%
GGG2026-07-222026-07-232026-08-06176.0376.030.00%market12.62%9.13%3.95%5.19%
GOOG2026-07-222026-07-232026-08-061321.63321.630.00%market217.42%10.78%3.95%6.83%
GOOGL2026-07-222026-07-232026-08-061321.13321.130.00%market217.42%11.30%3.95%7.36%
GSHD2026-07-222026-07-232026-08-06151.8751.870.00%market35.02%28.41%3.95%24.47%
KALU2026-07-222026-07-232026-08-061171.68171.680.00%market107.89%-0.51%3.95%-4.46%
KMI2026-07-222026-07-232026-08-06133.0033.000.00%market15.37%-5.31%3.95%-9.26%
KNX2026-07-222026-07-232026-08-06179.0179.010.00%market22.57%-12.41%3.95%-16.36%
LUV2026-07-222026-07-232026-08-06145.5045.500.00%market84.31%3.06%3.95%-0.88%
OII2026-07-222026-07-232026-08-06147.2247.220.00%market42.67%4.20%3.95%0.25%
QCRH2026-07-222026-07-232026-08-06193.9493.940.00%market14.66%10.97%3.95%7.02%
RLI2026-07-222026-07-232026-08-06157.0057.000.00%market14.80%12.85%3.95%8.90%
RNR2026-07-222026-07-232026-08-061323.67323.670.00%market10.24%-0.16%3.95%-4.10%
RS2026-07-222026-07-232026-08-061398.76398.760.00%market14.63%4.76%3.95%0.81%
SEIC2026-07-222026-07-232026-08-061102.29102.290.00%market15.28%2.25%3.95%-1.70%
SLG2026-07-222026-07-232026-08-06151.3051.300.00%market35.22%6.18%3.95%2.23%
T2026-07-222026-07-232026-08-06123.2523.250.00%market10.17%1.88%3.95%-2.07%
TBB2026-07-222026-07-232026-08-06119.9319.930.00%market10.17%-0.75%3.95%-4.70%
TCBX2026-07-222026-07-232026-08-06143.0043.000.00%market19.60%2.74%3.95%-1.21%
TXN2026-07-222026-07-232026-08-061277.30277.300.00%market12.04%0.30%3.95%-3.65%
URI2026-07-222026-07-232026-08-0611,096.001,096.000.00%market10.67%5.98%3.95%2.03%
VTMX2026-07-222026-07-232026-08-06134.3534.350.00%market128.26%-2.02%3.95%-5.97%
WCN2026-07-222026-07-232026-08-061170.51170.510.00%market11.11%-1.93%3.95%-5.88%
AAL2026-07-232026-07-242026-08-07113.8713.870.00%market400.00%14.82%4.71%10.12%
AMBP2026-07-232026-07-242026-08-0714.774.770.00%market23.99%5.56%4.71%0.85%
AMTB2026-07-232026-07-242026-08-07126.6026.600.00%market35.03%8.58%4.71%3.88%
ARGX2026-07-232026-07-242026-08-071935.00935.000.00%market16.75%-7.58%4.71%-12.29%
ATRC2026-07-232026-07-242026-08-07133.6933.690.00%market10878.44%22.76%4.71%18.05%
AVBC2026-07-232026-07-242026-08-07120.8520.850.00%market14.71%3.02%4.71%-1.69%
BFH2026-07-232026-07-242026-08-071101.32101.320.00%market29.56%6.81%4.71%2.10%
BPOP2026-07-232026-07-242026-08-071172.39172.390.00%market16.94%0.86%4.71%-3.85%
BX2026-07-232026-07-242026-08-071125.20125.200.00%market13.43%9.43%4.71%4.72%
BY2026-07-232026-07-242026-08-07138.3938.390.00%market15.48%1.05%4.71%-3.66%
COCO2026-07-232026-07-242026-08-07170.3970.390.00%market47.48%-11.66%4.71%-16.37%
DGX2026-07-232026-07-242026-08-071228.00228.000.00%market10.64%4.44%4.71%-0.27%
DLR2026-07-232026-07-242026-08-071190.00190.000.00%market150.57%1.90%4.71%-2.81%
DOW2026-07-232026-07-242026-08-07130.6130.610.00%market15.20%-4.25%4.71%-8.95%
FCNCA2026-07-232026-07-242026-08-0712,222.002,222.000.00%market40.30%-0.26%4.71%-4.96%
FCNCN2026-07-232026-07-242026-08-07125.0325.030.00%market40.30%-0.14%4.71%-4.85%
FIBK2026-07-232026-07-242026-08-07137.6837.680.00%market35.94%-0.50%4.71%-5.20%
FIX2026-07-232026-07-242026-08-0711,821.331,821.330.00%market19.90%-7.06%4.71%-11.77%
FPH2026-07-232026-07-242026-08-0715.405.400.00%market475.00%-3.43%4.71%-8.14%
HOG2026-07-232026-07-242026-08-07126.3326.330.00%market16.28%-1.32%4.71%-6.02%
HTH2026-07-232026-07-242026-08-07139.0939.090.00%market28.57%-0.23%4.71%-4.93%
IMAX2026-07-232026-07-242026-08-07144.2344.230.00%market41.08%9.53%4.71%4.83%
INTC2026-07-232026-07-242026-08-071100.36100.360.00%market100.00%1.19%4.71%-3.52%
MBLY2026-07-232026-07-242026-08-0717.567.560.00%market235.75%15.38%4.71%10.67%
NOK2026-07-232026-07-242026-08-0719.589.580.00%market14.29%-2.40%4.71%-7.10%
NVCR2026-07-232026-07-242026-08-07120.6820.680.00%market60.79%-20.84%4.71%-25.55%
PCG2026-07-232026-07-242026-08-07117.6617.660.00%market11.64%-1.23%4.71%-5.94%
PECO2026-07-232026-07-242026-08-07144.0544.050.00%market80.53%-7.59%4.71%-12.30%
PINE2026-07-232026-07-242026-08-07121.1321.130.00%market15.69%-5.54%4.71%-10.25%
RTX2026-07-232026-07-242026-08-071210.83210.830.00%market13.86%5.69%4.71%0.98%
SIGI2026-07-232026-07-242026-08-07195.8595.850.00%market17.47%0.30%4.71%-4.41%
SRCE2026-07-232026-07-242026-08-07185.8285.820.00%market14.04%2.45%4.71%-2.25%
STBA2026-07-232026-07-242026-08-07151.3251.320.00%market10.99%-0.98%4.71%-5.68%
STM2026-07-232026-07-242026-08-07154.4254.420.00%market19.23%2.99%4.71%-1.72%
TECK2026-07-232026-07-242026-08-07160.4360.430.00%market46.16%9.90%4.71%5.19%