EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y) (max 100 pos) (2)

Run 9a938dd6 · view hypothesis

completed

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

Trades
11180
Win rate
54.02%
Avg return
1.56%
Median return
0.87%
Avg abnormal
0.95%
Median abnormal
0.09%
Best trade
744.34%
Worst trade
-71.32%
Sharpe (per-trade)
0.10
Daily portfolio drawdown
-23.64%
Portfolio (equal_weight)
Total return
174.88%
Max drawdown
-23.64%
Avg trade return
1.56%
Win rate
54.02%
Signals
16999
Configured concurrent
100
Observed concurrent
100
Trades taken
11180
Skipped (no capacity)
5819
Excess vs benchmark
-307.93%
Avg entry slippage
0.00%
Return if filled at market
174.88%
VWAP fills
0
VWAP fallbacks
0

5819 of 16999 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20061334.76%2.96%69.92%
2007568-1.19%-0.20%44.54%
20085560.42%2.59%51.62%
20096433.64%2.36%57.39%
20106450.37%0.41%51.01%
2011563-3.56%-0.94%38.37%
20125630.69%0.15%53.64%
20135793.17%1.21%64.77%
20145622.19%0.06%62.28%
20155550.56%1.33%53.87%
20165854.85%2.82%64.44%
20175651.01%-0.21%52.57%
20185040.23%0.04%50.60%
2019454-0.38%-0.77%48.90%
20205395.75%3.80%58.44%
20216020.92%-0.29%50.83%
20225722.07%2.74%52.97%
20235621.72%-0.11%52.49%
20245703.67%0.78%57.72%
20255472.30%1.70%56.49%
20263131.46%0.59%50.48%
Trades (page 23: 180 of 11,180)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.Curr. earn. vs next-Q est.ReturnBenchmarkAbnormal
AUNA2026-03-102026-03-112026-04-0915.575.570.00%market307.69%13.04%7.26%0.34%6.92%
LEGN2026-03-102026-03-112026-04-09119.6619.660.00%market52.94%115.36%-7.53%0.34%-7.87%
TEO2026-03-102026-03-112026-04-09111.3111.310.00%market773.16%349065.72%2.29%0.34%1.94%
UNFI2026-03-102026-03-112026-04-09138.0038.000.00%market21.57%26.30%24.72%0.34%24.37%
RERE2026-03-112026-03-122026-04-1015.635.630.00%market14.29%797.73%-20.88%1.24%-22.12%
MNR2026-03-122026-03-132026-04-13113.5513.550.00%market65.38%18.27%-5.86%2.51%-8.37%
NKTR2026-03-122026-03-132026-04-13172.6472.640.00%market35.51%11.10%10.65%2.51%8.14%
GDOT2026-03-162026-03-172026-04-15111.2011.200.00%market20.00%1204.16%7.40%4.10%3.30%
WBI2026-03-162026-03-172026-04-15123.7523.750.00%market91.67%2762.12%11.48%4.10%7.38%
ANDG2026-03-172026-03-182026-04-16126.2226.220.00%market53.57%442.20%26.67%4.98%21.69%
SBS2026-03-172026-03-182026-04-1615.685.680.00%market12.33%323.08%17.86%4.98%12.88%
HTHT2026-03-182026-03-192026-04-17149.8549.850.00%market41.46%425.39%11.58%8.09%3.48%
MU2026-03-182026-03-192026-04-171424.97424.970.00%market32.75%71.00%6.98%8.09%-1.11%
CAL2026-03-192026-03-202026-04-20110.5210.520.00%market85.00%662.28%34.22%7.95%26.26%
CURV2026-03-192026-03-202026-04-2011.451.450.00%market33.33%84.83%52.31%7.95%44.36%
CIG-C2026-03-202026-03-232026-04-2133.133.130.00%market146.30%95.36%23.22%6.99%16.23%
ABVX2026-03-232026-03-242026-04-221116.16116.160.00%market30.00%29.58%-0.25%9.20%-9.44%
CIG2026-03-232026-03-242026-04-2212.302.300.00%market146.30%95.36%14.25%9.20%5.05%
AAPG2026-03-242026-03-252026-04-23123.0023.000.00%market21.69%117.57%-2.97%7.56%-10.53%
CNM2026-03-242026-03-252026-04-23150.6350.630.00%market14.18%40.42%-3.42%7.56%-10.98%
GCTS2026-03-252026-03-262026-04-2411.111.110.00%market31.82%17.78%21.52%9.49%12.03%
DBI2026-03-262026-03-272026-04-2715.545.540.00%market35.42%111.25%37.08%11.31%25.77%
BAK2026-03-272026-03-302026-04-2833.593.590.00%market51.02%321.72%-4.28%11.18%-15.46%
LGN2026-03-272026-03-302026-04-28355.8155.810.00%market66.67%2160.30%44.28%11.18%33.10%
GNE2026-03-312026-04-012026-04-30114.0814.080.00%market128.57%56.25%-0.88%9.90%-10.78%
JILL2026-03-312026-04-012026-04-30111.5611.560.00%market83.33%2181.70%10.11%9.90%0.20%
XYF2026-04-012026-04-022026-05-0114.014.010.00%market342.42%58.06%19.85%11.48%8.37%
AEHR2026-04-072026-04-082026-05-06157.3557.350.00%market28.57%85.00%68.57%8.49%60.07%
PXED2026-04-072026-04-082026-05-06133.4533.450.00%market70.59%127.59%-10.53%8.49%-19.03%
RPM2026-04-082026-04-092026-05-071106.48106.480.00%market61.43%220.99%-4.88%8.41%-13.29%
KMX2026-04-142026-04-152026-05-13141.6041.600.00%market48.93%183.92%-10.99%6.77%-17.76%
ALLY2026-04-172026-04-202026-05-18345.1345.130.00%market18.84%10.18%-6.79%4.21%-11.01%
ALV2026-04-172026-04-202026-05-183119.61119.610.00%market12.02%19.85%-3.27%4.21%-7.48%
FITB2026-04-172026-04-202026-05-18349.9049.900.00%market244.98%457.89%-4.03%4.21%-8.24%
FITB-PA2026-04-172026-04-202026-05-18324.3224.320.00%market244.98%457.89%-3.60%4.21%-7.81%
CBSH2026-04-212026-04-222026-05-20150.8350.830.00%market16.50%10.31%2.73%4.53%-1.79%
MCRI2026-04-212026-04-222026-05-201103.00103.000.00%market32.17%10.35%12.68%4.53%8.15%
TFIN2026-04-212026-04-222026-05-20166.6066.600.00%market51.32%90.22%-1.74%4.53%-6.26%
VICR2026-04-212026-04-222026-05-201261.60261.600.00%market17.68%48.26%0.89%4.53%-3.63%
CHDN2026-04-222026-04-232026-05-21192.0192.010.00%market14.15%185.20%-7.14%4.68%-11.82%
FAF2026-04-222026-04-232026-05-21165.2565.250.00%market22.22%49.92%3.87%4.68%-0.81%
GSHD2026-04-222026-04-232026-05-21153.3753.370.00%market50.00%58.01%-20.49%4.68%-25.17%
LBRT2026-04-222026-04-232026-05-21127.6527.650.00%market146.15%41.58%18.82%4.68%14.13%
MAS2026-04-222026-04-232026-05-21174.8674.860.00%market18.59%27.06%-10.40%4.68%-15.08%
PTEN2026-04-222026-04-232026-05-21110.0410.040.00%market40.00%46.99%21.51%4.68%16.83%
STC2026-04-222026-04-232026-05-21166.2566.250.00%market50.00%108.81%2.63%4.68%-2.05%
TSLA2026-04-222026-04-232026-05-211375.28375.280.00%market15.85%30.08%11.24%4.68%6.56%
TXN2026-04-222026-04-232026-05-211260.31260.310.00%market23.53%15.49%14.53%4.68%9.85%
AAL2026-04-232026-04-242026-05-22111.9411.940.00%market13.67%108.37%15.90%4.91%10.99%
AMBP2026-04-232026-04-242026-05-2213.953.950.00%market25.00%77.43%2.18%4.91%-2.73%
CX2026-04-232026-04-242026-05-22112.6712.670.00%market52.24%49.49%-0.97%4.91%-5.88%
DOW2026-04-232026-04-242026-05-22138.9438.940.00%market51.94%1013.04%-7.62%4.91%-12.53%
HZO2026-04-232026-04-242026-05-22130.4330.430.00%market233.33%1949.72%14.66%4.91%9.75%
KN2026-04-232026-04-242026-05-22131.2931.290.00%market17.39%12.96%17.06%4.91%12.15%
MXL2026-04-232026-04-242026-05-22154.0054.000.00%market22.22%49.70%83.53%4.91%78.62%
TCBI2026-04-232026-04-242026-05-221103.12103.120.00%market12.86%18.62%-3.72%4.91%-8.63%
TECK2026-04-232026-04-242026-05-22160.6860.680.00%market49.63%12.64%3.16%4.91%-1.75%
CPAC2026-04-242026-04-272026-05-26310.6910.690.00%market158.06%40.03%-1.69%5.25%-6.94%
FLG2026-04-242026-04-272026-05-26313.8213.820.00%market33.33%59.79%1.42%5.25%-3.83%
AMKR2026-04-272026-04-282026-05-27166.0666.060.00%market43.48%44.68%9.18%5.43%3.75%
CTOS2026-04-272026-04-282026-05-2719.259.250.00%market60.00%158.34%5.63%5.43%0.20%
KFRC2026-04-272026-04-282026-05-27140.0040.000.00%market15.00%52.67%7.32%5.43%1.90%
NUE2026-04-272026-04-282026-05-271220.15220.150.00%market14.54%38.13%11.86%5.43%6.43%
PII2026-04-272026-04-282026-05-27158.8858.880.00%market130.23%480.76%17.51%5.43%12.08%
SSD2026-04-272026-04-282026-05-271189.97189.970.00%market17.03%27.70%0.36%5.43%-5.07%
TFII2026-04-272026-04-282026-05-271142.95142.950.00%market16.95%132.01%5.94%5.43%0.51%
ARCB2026-04-282026-04-292026-05-281129.20129.200.00%market18.52%606.37%3.44%6.13%-2.69%
BP2026-04-282026-04-292026-05-28146.7946.790.00%market36.26%50.94%-11.21%6.13%-17.35%
CBNA2026-04-282026-04-292026-05-28136.7036.700.00%market13.68%15.12%-0.67%6.13%-6.80%
CSGP2026-04-282026-04-292026-05-28135.6535.650.00%market32.03%24.25%-9.50%6.13%-15.63%
HRI2026-04-282026-04-292026-05-281134.50134.500.00%market201.31%263.85%1.89%6.13%-4.24%
INCY2026-04-282026-04-292026-05-28199.1899.180.00%market35.07%21.31%-1.79%6.13%-7.93%
KNSA2026-04-282026-04-292026-05-28153.9153.910.00%market50.00%10.91%-5.79%6.13%-11.93%
NBR2026-04-282026-04-292026-05-28194.1594.150.00%market35.56%15.44%-1.02%6.13%-7.16%
ORN2026-04-282026-04-292026-05-28111.7511.750.00%market16229.03%24.97%21.94%6.13%15.81%
PRCH2026-04-282026-04-292026-05-28110.1010.100.00%market60.00%25.00%2.28%6.13%-3.86%
SBUX2026-04-282026-04-292026-05-281102.00102.000.00%market17.56%31.92%-1.33%6.13%-7.46%
SCL2026-04-282026-04-292026-05-28149.1449.140.00%market16.88%35.56%9.48%6.13%3.35%
SIMO2026-04-282026-04-292026-05-281195.00195.000.00%market20.61%34.78%44.74%6.13%38.61%
STX2026-04-282026-04-292026-05-281667.98667.980.00%market16.81%24.40%31.75%6.13%25.62%
TMUS2026-04-282026-04-292026-05-281193.77193.770.00%market12.94%14.11%-2.56%6.13%-8.69%
TV2026-04-282026-04-292026-05-2812.872.870.00%market1000.00%498.05%-3.58%6.13%-9.72%
UCTT2026-04-282026-04-292026-05-28180.7080.700.00%market14.81%71.21%8.07%6.13%1.93%
WERN2026-04-282026-04-292026-05-28138.4638.460.00%market166.67%1082.15%7.86%6.13%1.72%
APH2026-04-292026-04-302026-05-291151.94151.940.00%market12.65%10.99%-2.19%5.86%-8.05%
ASX2026-04-292026-04-302026-05-29131.0731.070.00%market17.44%3737.04%23.33%5.86%17.47%
BLCO2026-04-292026-04-302026-05-29115.3215.320.00%market33.33%92.95%2.05%5.86%-3.80%
CHEF2026-04-292026-04-302026-05-29176.8576.850.00%market73.91%47.42%-0.50%5.86%-6.36%
CMPR2026-04-292026-04-302026-05-29185.8285.820.00%market266.67%120.91%14.75%5.86%8.89%
CNXN2026-04-292026-04-302026-05-29165.6665.660.00%market24.19%29.22%5.89%5.86%0.03%
COCO2026-04-292026-04-302026-05-29167.6667.660.00%market47.06%11.27%10.94%5.86%5.08%
CWH2026-04-292026-04-302026-05-2917.677.670.00%market22.33%372.59%-4.53%5.86%-10.39%
DK2026-04-292026-04-302026-05-29145.3645.360.00%market105.13%3232.24%-1.97%5.86%-7.83%
ETD2026-04-292026-04-302026-05-29122.4422.440.00%market14.29%39.58%-8.21%5.86%-14.07%
FMC2026-04-292026-04-302026-05-29116.1416.140.00%market41.03%195.78%-15.47%5.86%-21.32%
GFL2026-04-292026-04-302026-05-29141.0041.000.00%market20.00%282.50%-18.30%5.86%-24.15%
GNRC2026-04-292026-04-302026-05-291256.05256.050.00%market35.34%11.76%8.44%5.86%2.58%
GRMN2026-04-292026-04-302026-05-291249.28249.280.00%market13.04%10.48%-6.26%5.86%-12.12%
HAYW2026-04-292026-04-302026-05-29115.0715.070.00%market18.18%80.33%-6.47%5.86%-12.33%
LXU2026-04-292026-04-302026-05-29114.3914.390.00%market108.33%23.05%-12.96%5.86%-18.81%
MAT2026-04-292026-04-302026-05-29114.6614.660.00%market16.67%119.82%1.81%5.86%-4.05%
MUSA2026-04-292026-04-302026-05-291528.61528.610.00%market35.57%36.66%-4.37%5.86%-10.23%
PI2026-04-292026-04-302026-05-291155.00155.000.00%market27.27%467.82%-2.68%5.86%-8.54%
PKX2026-04-292026-04-302026-05-29177.2477.240.00%market24.41%128113.14%-8.31%5.86%-14.16%
PLPC2026-04-292026-04-302026-05-291342.35342.350.00%market17.58%12.62%7.92%5.86%2.07%
PSX2026-04-292026-04-302026-05-291172.58172.580.00%market190.33%1430.76%1.81%5.86%-4.04%
SDHC2026-04-292026-04-302026-05-29113.3513.350.00%market20.00%86.35%-10.51%5.86%-16.37%
SWK2026-04-292026-04-302026-05-29176.3376.330.00%market35.36%51.30%3.95%5.86%-1.91%
TTI2026-04-292026-04-302026-05-2919.709.700.00%market100.00%33.33%5.36%5.86%-0.49%
TTMI2026-04-292026-04-302026-05-291178.72178.720.00%market13.64%19.20%-2.90%5.86%-8.75%
UMC2026-04-292026-04-302026-05-29112.4512.450.00%market66.67%3057.81%78.05%5.86%72.20%
VIAV2026-04-292026-04-302026-05-29159.9959.990.00%market12.50%10.32%-19.15%5.86%-25.01%
VMC2026-04-292026-04-302026-05-291295.83295.830.00%market22.73%82.49%-4.46%5.86%-10.32%
WH2026-04-292026-04-302026-05-29183.5383.530.00%market12.94%46.99%-4.01%5.86%-9.87%
ACA2026-04-302026-05-012026-06-011119.56119.560.00%market292.31%133.88%4.15%5.17%-1.02%
ACCO2026-04-302026-05-012026-06-0113.453.450.00%market140.00%1233.35%13.23%5.17%8.06%
ALHC2026-04-302026-05-012026-06-01121.1221.120.00%market400.00%158.06%-37.13%5.17%-42.30%
AXTA2026-04-302026-05-012026-06-01128.6028.600.00%market12.00%15.60%6.16%5.17%0.99%
AXTI2026-04-302026-05-012026-06-01178.8078.800.00%market75.00%819.60%38.92%5.17%33.75%
BC2026-04-302026-05-012026-06-01178.9578.950.00%market52.17%70.06%4.36%5.17%-0.81%
CARR2026-04-302026-05-012026-06-01167.2067.200.00%market12.20%43.30%-3.21%5.17%-8.38%
CAT2026-04-302026-05-012026-06-011896.84896.840.00%market19.14%12.21%-3.61%5.17%-8.78%
CNH2026-04-302026-05-012026-06-01110.5710.570.00%market138.66%943.70%-6.91%5.17%-12.08%
CWST2026-04-302026-05-012026-06-01184.8284.820.00%market100.00%78.17%0.22%5.17%-4.95%
DAR2026-04-302026-05-012026-06-01163.8963.890.00%market48.21%68.49%-5.50%5.17%-10.67%
FMX2026-04-302026-05-012026-06-011118.38118.380.00%market41.54%17.07%-0.65%5.17%-5.82%
FTI2026-04-302026-05-012026-06-01174.8374.830.00%market13.27%25.08%-8.65%5.17%-13.82%
AGCO2026-05-052026-05-062026-06-041117.17117.170.00%market113.98%55.54%2.20%3.97%-1.77%
ALAB2026-05-052026-05-062026-06-041229.75229.750.00%market13.59%13.28%55.74%3.97%51.77%
APA2026-05-062026-05-072026-06-05136.5036.500.00%market24.32%37.37%0.09%0.34%-0.25%
AKA2026-05-122026-05-132026-06-11112.4012.400.00%market32.65%47.98%-27.84%-0.10%-27.75%
MFG2026-05-152026-05-182026-06-1638.408.400.00%market71.43%19552.47%16.09%1.42%14.67%
RNW2026-05-182026-05-192026-06-1715.455.450.00%market113.38%56411.89%13.48%0.84%12.64%
BEKE2026-05-192026-05-202026-06-18118.1118.110.00%market42.86%988.04%-17.77%1.50%-19.27%
EXP2026-05-192026-05-202026-06-181200.59200.590.00%market20.13%76.41%11.86%1.50%10.36%
RERE2026-05-192026-05-202026-06-1814.924.920.00%market14.29%751.95%-20.43%1.50%-21.92%
GLNG2026-05-202026-05-212026-06-22156.3656.360.00%market20.19%15.04%-10.05%0.78%-10.83%
LPG2026-05-202026-05-212026-06-22147.7147.710.00%market34.04%11.90%-16.28%0.78%-17.06%
SBLK2026-05-202026-05-212026-06-22127.9827.980.00%market17.89%70.25%-5.32%0.78%-6.10%
TGT2026-05-202026-05-212026-06-221120.83120.830.00%market16.33%33.96%7.27%0.78%6.49%
URBN2026-05-202026-05-212026-06-22172.5272.520.00%market13.04%32.51%0.22%0.78%-0.56%
AAP2026-05-212026-05-222026-06-23158.0158.010.00%market97.44%12.10%-5.62%-1.70%-3.92%
MUFG2026-05-212026-05-222026-06-23119.4519.450.00%market90.00%15944.04%3.60%-1.70%5.30%
NMM2026-05-212026-05-222026-06-23174.7574.750.00%market20.94%29.93%-3.07%-1.70%-1.37%
NTES2026-05-212026-05-222026-06-231114.28114.280.00%market15.53%515.09%4.25%-1.70%5.95%
WMS2026-05-212026-05-222026-06-231133.80133.800.00%market14.32%96.58%4.66%-1.70%6.36%
YMM2026-05-212026-05-222026-06-2318.348.340.00%market30.77%628.76%-8.49%-1.70%-6.80%
BBAR2026-05-262026-05-272026-06-25116.8216.820.00%market58.82%257555.45%13.22%-2.21%15.43%
CSW2026-05-262026-05-272026-06-251276.28276.280.00%market30.29%10.76%4.21%-2.21%6.42%
MNSO2026-05-262026-05-272026-06-25112.4612.460.00%market148.32%216.33%-9.41%-2.21%-7.20%
SMTC2026-05-262026-05-272026-06-251172.36172.360.00%market12.41%20.43%-5.95%-2.21%-3.75%
ANF2026-05-272026-05-282026-06-26180.2080.200.00%market14.84%34.46%14.00%-2.83%16.84%
CPRI2026-05-272026-05-282026-06-26117.5717.570.00%market86.44%88.45%10.20%-2.83%13.04%
HAFN2026-05-272026-05-282026-06-2617.807.800.00%market21.58%54.63%-10.74%-2.83%-7.91%
MOV2026-05-272026-05-282026-06-26134.5634.560.00%market433.33%10.16%14.43%-2.83%17.26%
P2026-05-272026-05-282026-06-26174.5074.500.00%market18.18%22.89%-7.27%-2.83%-4.43%
PHR2026-05-272026-05-282026-06-26110.7810.780.00%market150.00%69.42%-6.69%-2.83%-3.85%
SNOW2026-05-272026-05-282026-06-261237.00237.000.00%market22.14%14.56%4.95%-2.83%7.78%
AEO2026-05-282026-05-292026-06-29114.6514.650.00%market15.61%52.83%16.42%-1.97%18.39%
ATHM2026-05-282026-05-292026-06-29117.2817.280.00%market55.30%423.04%9.85%-1.97%11.82%
KSS2026-05-282026-05-292026-06-29115.1615.160.00%market27.78%543.05%21.60%-1.97%23.57%
S2026-05-282026-05-292026-06-29115.4415.440.00%market83.32%78.38%8.25%-1.97%10.23%
CHA2026-05-292026-06-012026-06-30312.7012.700.00%market39.40%526.32%-5.45%-1.14%-4.32%
GCO2026-05-292026-06-012026-06-30337.7937.790.00%market15.50%37.27%-10.74%-1.14%-9.60%
HPE2026-06-012026-06-022026-07-01163.0663.060.00%market47.66%16.55%-30.40%-1.49%-28.92%
SIG2026-06-022026-06-032026-07-02187.7487.740.00%market13.04%10.36%-4.23%-1.76%-2.46%
VSXY2026-06-022026-06-032026-07-02175.5575.550.00%market90.17%25.96%1.44%-1.76%3.20%
AI2026-06-032026-06-042026-07-06111.2211.220.00%market13.16%24.51%-17.39%-0.11%-17.28%
M2026-06-032026-06-042026-07-06121.9321.930.00%market324.28%167.42%7.88%-0.11%7.99%
TLYS2026-06-032026-06-042026-07-0615.245.240.00%market21.21%163.46%-18.04%-0.11%-17.93%
NX2026-06-042026-06-052026-07-07117.6917.690.00%market13.64%163.00%-6.26%-0.61%-5.65%
PL2026-06-042026-06-052026-07-07138.3038.300.00%market28.25%17.69%-25.27%-0.61%-24.66%
CASY2026-06-092026-06-102026-07-101800.65800.650.00%market32.02%52.77%2.30%2.94%-0.64%
DBI2026-06-092026-06-102026-07-1016.816.810.00%market250.00%264.40%-19.04%2.94%-21.98%
MH2026-06-112026-06-122026-07-14112.3812.380.00%market92.89%49.18%-18.68%1.50%-20.18%
SB2026-06-172026-06-182026-07-2016.906.900.00%market71.43%38.89%3.67%-0.76%4.43%
CCL2026-06-232026-06-242026-07-23129.3129.310.00%market19.12%230.26%-13.88%0.41%-14.29%
MU2026-06-242026-06-252026-07-2411,233.001,233.000.00%market19.69%24.09%-25.41%0.00%-25.41%
FC2026-07-012026-07-022026-07-31119.2919.290.00%market12.50%118.52%11.10%-0.05%11.15%
LEVI2026-07-082026-07-092026-08-06123.4623.460.00%market14.80%28.61%3.48%2.84%0.64%