EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 50y) (max 100 pos) (2)

Run 9a94721c · view hypothesis

completed

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

Trades
6183
Win rate
53.68%
Avg return
1.41%
Median return
0.87%
Avg abnormal
0.53%
Median abnormal
-0.36%
Best trade
744.34%
Worst trade
-81.63%
Sharpe (per-trade)
0.08
Daily portfolio drawdown
-29.10%
Portfolio (equal_weight)
Total return
87.39%
Max drawdown
-29.10%
Avg trade return
1.41%
Win rate
53.68%
Signals
10423
Configured concurrent
100
Observed concurrent
100
Trades taken
6183
Skipped (no capacity)
4240
Excess vs benchmark
-378.94%
Avg entry slippage
0.00%
Return if filled at market
87.39%
VWAP fills
0
VWAP fallbacks
0

4240 of 10423 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20062-0.18%-3.44%50.00%
20072-9.38%-9.65%0.00%
2008115.31%15.64%100.00%
200936.13%2.45%100.00%
20103-3.20%-1.59%33.33%
201128.75%9.14%100.00%
201216.12%8.74%100.00%
20151-7.35%-8.22%0.00%
20162534.69%2.87%66.01%
20175430.88%-0.30%52.85%
20185641.23%0.65%53.37%
2019558-0.37%-1.03%50.72%
20205821.50%1.55%51.89%
20216621.48%-0.07%58.76%
20226831.19%1.98%52.27%
20236651.35%-0.14%50.68%
20246502.74%0.10%56.15%
20256520.12%0.08%51.69%
20263563.20%1.96%51.97%
Trades (page 13: 183 of 6,183)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.Debt / equityP/EReturnBenchmarkAbnormal
MBX2026-03-122026-03-132026-04-13127.8127.810.00%market23.44%——17.88%2.51%15.36%
MLYS2026-03-122026-03-132026-04-13125.8125.810.00%market22.52%——5.13%2.51%2.62%
MUX2026-03-122026-03-132026-04-13124.3324.330.00%market277.14%——-3.92%2.51%-6.44%
ORKA2026-03-122026-03-132026-04-13132.8432.840.00%market26.23%——86.81%2.51%84.29%
PEW-WT2026-03-122026-03-132026-04-1310.410.410.00%market200.00%——18.36%2.51%15.85%
RBRK2026-03-122026-03-132026-04-13155.9255.920.00%market136.65%——-13.17%2.51%-15.69%
S2026-03-122026-03-132026-04-13113.5013.500.00%market16.67%——-5.36%2.51%-7.87%
SRFM2026-03-122026-03-132026-04-1311.811.810.00%market46.67%——-34.91%2.51%-37.42%
TTAN2026-03-122026-03-132026-04-13175.6575.650.00%market50.00%——-24.29%2.51%-26.81%
WPM2026-03-122026-03-132026-04-131145.60145.600.00%market12.96%——-0.63%2.51%-3.14%
KYIV2026-03-132026-03-162026-04-14310.3510.350.00%market19.35%——14.10%3.90%10.20%
ANRO2026-03-162026-03-172026-04-15124.3224.320.00%market19.64%——4.63%4.10%0.53%
GDOT2026-03-162026-03-172026-04-15111.2011.200.00%market20.00%——7.40%4.10%3.30%
IHS2026-03-162026-03-172026-04-1518.178.170.00%market476.47%——1.00%4.10%-3.10%
WBI2026-03-162026-03-172026-04-15123.7523.750.00%market91.67%——11.48%4.10%7.38%
ANDG2026-03-172026-03-182026-04-16126.2226.220.00%market53.57%——26.67%4.98%21.69%
TRVI2026-03-172026-03-182026-04-16111.8611.860.00%market40.00%——22.50%4.98%17.51%
ARX2026-03-182026-03-192026-04-17111.7011.700.00%market43.75%——20.33%8.09%12.23%
DLO2026-03-182026-03-192026-04-17112.4412.440.00%market22.22%——9.87%8.09%1.77%
HTFL2026-03-182026-03-192026-04-17125.0025.000.00%market36.04%——25.26%8.09%17.17%
MU2026-03-182026-03-192026-04-171424.97424.970.00%market32.75%——6.98%8.09%-1.11%
PUK2026-03-182026-03-192026-04-17128.3828.380.00%market46.48%——8.78%8.09%0.69%
SPIR2026-03-182026-03-192026-04-17110.7610.760.00%market20.41%——81.50%8.09%73.41%
CURV2026-03-192026-03-202026-04-2011.451.450.00%market33.33%——52.31%7.95%44.36%
FLY2026-03-192026-03-202026-04-20125.5525.550.00%market20.83%——67.38%7.95%59.42%
SLS2026-03-192026-03-202026-04-2015.605.600.00%market21.05%——-10.99%7.95%-18.95%
STG2026-03-192026-03-202026-04-2014.704.700.00%market134.74%——-24.57%7.95%-32.52%
TSHA2026-03-192026-03-202026-04-2014.584.580.00%market27.27%——40.95%7.95%33.00%
ABVX2026-03-232026-03-242026-04-221116.16116.160.00%market30.00%——-0.25%9.20%-9.44%
SFD2026-03-242026-03-252026-04-23124.9624.960.00%market22.78%——17.21%7.56%9.65%
GCTS2026-03-252026-03-262026-04-2411.111.110.00%market31.82%——21.52%9.49%12.03%
LOCL2026-03-252026-03-262026-04-2411.301.300.00%market36.67%——76.82%9.49%67.33%
NAVN2026-03-252026-03-262026-04-24111.2611.260.00%market133.33%——38.44%9.49%28.95%
NMG2026-03-252026-03-262026-04-2412.162.160.00%market142.86%——-4.27%9.49%-13.76%
WDH2026-03-252026-03-262026-04-2411.631.630.00%market55.44%——3.58%9.49%-5.91%
AGX2026-03-262026-03-272026-04-271505.60505.600.00%market74.37%——30.61%11.31%19.30%
NMAX2026-03-262026-03-272026-04-2716.906.900.00%market64.29%——-13.58%11.31%-24.89%
REX2026-03-262026-03-272026-04-27144.4444.440.00%market810.34%——6.22%11.31%-5.09%
VATE2026-03-262026-03-272026-04-2714.154.150.00%market41.58%——189.54%11.31%178.23%
BAK2026-03-272026-03-302026-04-2833.593.590.00%market51.02%——-4.28%11.18%-15.46%
CALM2026-04-012026-04-022026-05-01184.8284.820.00%market52.30%——-10.20%11.48%-21.69%
XYF2026-04-012026-04-022026-05-0114.014.010.00%market342.42%——19.85%11.48%8.37%
AEHR2026-04-072026-04-082026-05-06157.3557.350.00%market28.57%——68.57%8.49%60.07%
LEVI2026-04-072026-04-082026-05-06122.6522.650.00%market14.32%——1.58%8.49%-6.91%
PXED2026-04-072026-04-082026-05-06133.4533.450.00%market70.59%——-10.53%8.49%-19.03%
BB2026-04-092026-04-102026-05-0813.903.900.00%market20.00%——63.23%8.26%54.97%
NEOG2026-04-092026-04-102026-05-0819.969.960.00%market125.00%——-9.24%8.26%-17.50%
NFLX2026-04-162026-04-172026-05-15196.3796.370.00%market61.21%——-9.80%4.68%-14.48%
EQT2026-04-212026-04-222026-05-20158.3158.310.00%market12.02%——-0.92%4.53%-5.45%
MCB2026-04-212026-04-222026-05-20190.0990.090.00%market26.41%——0.75%4.53%-3.77%
MCRI2026-04-212026-04-222026-05-201103.00103.000.00%market32.17%——12.68%4.53%8.15%
MLI2026-04-212026-04-222026-05-20168.1568.150.00%market44.39%——-1.73%4.53%-6.26%
OFG2026-04-212026-04-222026-05-20146.0446.040.00%market23.53%——-1.06%4.53%-5.58%
RRC2026-04-212026-04-222026-05-20143.0743.070.00%market15.15%——-2.40%4.53%-6.93%
WRB2026-04-212026-04-222026-05-20167.2867.280.00%market15.04%——1.33%4.53%-3.20%
BANR2026-04-222026-04-232026-05-21164.9364.930.00%market15.22%——-0.61%4.68%-5.29%
EDU2026-04-222026-04-232026-05-21153.7453.740.00%market12.43%——-11.60%4.68%-16.28%
EGP2026-04-222026-04-232026-05-211200.56200.560.00%market47.50%——2.20%4.68%-2.48%
FAF2026-04-222026-04-232026-05-21165.2565.250.00%market22.22%——3.87%4.68%-0.81%
FULT2026-04-222026-04-232026-05-21122.3022.300.00%market17.45%——-4.14%4.68%-8.82%
GEV2026-04-222026-04-232026-05-2111,147.891,147.890.00%market794.36%——-9.17%4.68%-13.85%
MAS2026-04-222026-04-232026-05-21174.8674.860.00%market18.59%——-10.40%4.68%-15.08%
PTEN2026-04-222026-04-232026-05-21110.0410.040.00%market40.00%——21.51%4.68%16.83%
STC2026-04-222026-04-232026-05-21166.2566.250.00%market50.00%——2.63%4.68%-2.05%
AAL2026-04-232026-04-242026-05-22111.9411.940.00%market13.67%——15.90%4.91%10.99%
AMBP2026-04-232026-04-242026-05-2213.953.950.00%market25.00%——2.18%4.91%-2.73%
BPOP2026-04-232026-04-242026-05-221150.29150.290.00%market14.55%——0.04%4.91%-4.87%
FFBC2026-04-232026-04-242026-05-22130.7930.790.00%market15.82%——-0.29%4.91%-5.20%
HTB2026-04-232026-04-242026-05-22145.9645.960.00%market20.73%——1.79%4.91%-3.12%
INFY2026-04-232026-04-242026-05-22112.5712.570.00%market15.00%——0.70%4.91%-4.21%
INTC2026-04-232026-04-242026-05-22182.2082.200.00%market1428.73%——45.69%4.91%40.78%
MBLY2026-04-232026-04-242026-05-2218.868.860.00%market42.57%——14.80%4.91%9.89%
MXL2026-04-232026-04-242026-05-22154.0054.000.00%market22.22%——83.53%4.91%78.62%
NEM2026-04-232026-04-242026-05-221115.01115.010.00%market40.10%——-6.51%4.91%-11.42%
RBCAA2026-04-232026-04-242026-05-22176.2876.280.00%market18.48%——4.00%4.91%-0.91%
REXR2026-04-232026-04-242026-05-22136.7136.710.00%market42.38%——-1.54%4.91%-6.45%
SKYW2026-04-232026-04-242026-05-22187.9687.960.00%market16.28%——-3.67%4.91%-8.58%
TAL2026-04-232026-04-242026-05-22111.0111.010.00%market104.55%——-11.36%4.91%-16.27%
TCBI2026-04-232026-04-242026-05-221103.12103.120.00%market12.86%——-3.72%4.91%-8.63%
TECK2026-04-232026-04-242026-05-22160.6860.680.00%market49.63%——3.16%4.91%-1.75%
UVE2026-04-232026-04-242026-05-22137.5037.500.00%market43.88%——3.85%4.91%-1.06%
VTMX2026-04-232026-04-242026-05-22136.0636.060.00%market212.50%——-5.51%4.91%-10.42%
NE2026-04-262026-04-272026-05-26152.0052.000.00%market23.81%——-3.91%5.25%-9.15%
BBBY2026-04-272026-04-282026-05-2717.127.120.00%market19.35%——-10.21%5.43%-15.64%
HAPN2026-04-272026-04-282026-05-27118.3318.330.00%market15.79%——-9.10%5.43%-14.53%
NUE2026-04-272026-04-282026-05-271220.15220.150.00%market14.54%——11.86%5.43%6.43%
NWBI2026-04-272026-04-282026-05-27113.6813.680.00%market16.67%——1.58%5.43%-3.85%
SSD2026-04-272026-04-282026-05-271189.97189.970.00%market17.03%——0.36%5.43%-5.07%
ARCB2026-04-282026-04-292026-05-281129.20129.200.00%market18.52%——3.44%6.13%-2.69%
CBNA2026-04-282026-04-292026-05-28136.7036.700.00%market13.68%——-0.67%6.13%-6.80%
FFIV2026-04-282026-04-292026-05-281313.50313.500.00%market12.72%——22.21%6.13%16.07%
FICO2026-04-282026-04-292026-05-2811,088.781,088.780.00%market14.78%——18.97%6.13%12.83%
INCY2026-04-282026-04-292026-05-28199.1899.180.00%market35.07%——-1.79%6.13%-7.93%
LRN2026-04-282026-04-292026-05-28190.9790.970.00%market19.17%——1.00%6.13%-5.13%
LXFR2026-04-282026-04-292026-05-28113.7913.790.00%market35.00%——23.98%6.13%17.84%
MX2026-04-282026-04-292026-05-2814.524.520.00%market50.00%——50.12%6.13%43.99%
PRCH2026-04-282026-04-292026-05-28110.1010.100.00%market60.00%——2.28%6.13%-3.86%
RNR2026-04-282026-04-292026-05-281290.00290.000.00%market21.90%——-1.61%6.13%-7.74%
SIMO2026-04-282026-04-292026-05-281195.00195.000.00%market20.61%——44.74%6.13%38.61%
SLDE2026-04-282026-04-292026-05-28119.4519.450.00%market24.39%——-6.12%6.13%-12.25%
SPOT2026-04-282026-04-292026-05-281434.15434.150.00%market17.78%——18.92%6.13%12.78%
TER2026-04-282026-04-292026-05-281314.54314.540.00%market21.33%——21.55%6.13%15.42%
ALGN2026-04-292026-04-302026-05-291177.00177.000.00%market12.17%——-1.26%5.86%-7.11%
ALL2026-04-292026-04-302026-05-291213.36213.360.00%market45.69%——-3.51%5.86%-9.36%
AMZN2026-04-292026-04-302026-05-291273.17273.170.00%market70.55%——-1.03%5.86%-6.88%
ASIC2026-04-292026-04-302026-05-29120.7620.760.00%market27.50%——-6.12%5.86%-11.98%
BIIB2026-04-292026-04-302026-05-291194.02194.020.00%market17.05%——0.92%5.86%-4.94%
BVN2026-04-292026-04-302026-05-29131.1931.190.00%market21.10%——18.18%5.86%12.32%
CNXN2026-04-292026-04-302026-05-29165.6665.660.00%market24.19%——5.89%5.86%0.03%
COCO2026-04-292026-04-302026-05-29167.6667.660.00%market47.06%——10.94%5.86%5.08%
CTS2026-04-292026-04-302026-05-29155.0755.070.00%market19.23%——16.50%5.86%10.64%
EG2026-04-292026-04-302026-05-291335.74335.740.00%market15.10%——-3.59%5.86%-9.44%
EME2026-04-292026-04-302026-05-291857.28857.280.00%market15.93%——-3.65%5.86%-9.51%
ETD2026-04-292026-04-302026-05-29122.4422.440.00%market14.29%——-8.21%5.86%-14.07%
ETSY2026-04-292026-04-302026-05-29167.3767.370.00%market43.55%——0.72%5.86%-5.14%
FSS2026-04-292026-04-302026-05-291123.05123.050.00%market33.48%——-13.39%5.86%-19.24%
GKOS2026-04-292026-04-302026-05-291141.50141.500.00%market40.00%——-27.06%5.86%-32.92%
GOOG2026-04-292026-04-302026-05-291371.26371.260.00%market90.67%——1.29%5.86%-4.56%
GOOGL2026-04-292026-04-302026-05-291374.07374.070.00%market93.56%——1.58%5.86%-4.28%
GRBK2026-04-292026-04-302026-05-29167.1367.130.00%market12.10%——0.09%5.86%-5.76%
GRMN2026-04-292026-04-302026-05-291249.28249.280.00%market13.04%——-6.26%5.86%-12.12%
IEX2026-04-292026-04-302026-05-291219.19219.190.00%market12.99%——-3.91%5.86%-9.77%
LMND2026-04-292026-04-302026-05-29156.0156.010.00%market18.97%——3.45%5.86%-2.40%
META2026-04-292026-04-302026-05-291619.32619.320.00%market55.82%——2.03%5.86%-3.83%
MYRG2026-04-292026-04-302026-05-291363.68363.680.00%market43.06%——27.78%5.86%21.92%
RRR2026-04-292026-04-302026-05-29154.0854.080.00%market35.19%——7.85%5.86%2.00%
SMG2026-04-292026-04-302026-05-29162.6062.600.00%market14.11%——-5.85%5.86%-11.71%
THG2026-04-292026-04-302026-05-291191.66191.660.00%market26.81%——-2.95%5.86%-8.80%
UMC2026-04-292026-04-302026-05-29112.4512.450.00%market66.67%——78.05%5.86%72.20%
AXTI2026-04-302026-05-012026-06-01178.8078.800.00%market75.00%——38.92%5.17%33.75%
BFLY2026-04-302026-05-012026-06-0114.734.730.00%market25.00%——-2.85%5.17%-8.02%
COLM2026-04-302026-05-012026-06-01163.4163.410.00%market85.71%——4.00%5.17%-1.17%
EGO2026-04-302026-05-012026-06-01130.4130.410.00%market37.68%——9.73%5.17%4.56%
FTI2026-04-302026-05-012026-06-01174.8374.830.00%market13.27%——-8.65%5.17%-13.82%
GTX2026-04-302026-05-012026-06-01125.6025.600.00%market16.33%——21.81%5.17%16.64%
HG2026-04-302026-05-012026-06-01132.7732.770.00%market60.78%——-11.51%5.17%-16.68%
HIPO2026-04-302026-05-012026-06-01126.6026.600.00%market285.71%——-2.73%5.17%-7.90%
IDCC2026-04-302026-05-012026-06-011300.01300.010.00%market15.77%——-13.99%5.17%-19.16%
INDV2026-04-302026-05-012026-06-01137.3937.390.00%market50.00%——-6.81%5.17%-11.98%
KYMR2026-04-302026-05-012026-06-01181.5181.510.00%market20.22%——-3.83%5.17%-9.00%
MLCO2026-04-302026-05-012026-06-0115.795.790.00%market61.54%——0.76%5.17%-4.41%
PUMP2026-04-302026-05-012026-06-01116.9616.960.00%market75.00%——-9.65%5.17%-14.82%
AIZ2026-05-052026-05-062026-06-041235.96235.960.00%market12.48%——6.55%3.97%2.58%
AIZN2026-05-052026-05-062026-06-04119.6619.660.00%market12.48%——-2.34%3.97%-6.31%
AMC2026-05-052026-05-062026-06-0411.671.670.00%market31.25%——17.27%3.97%13.29%
AGO2026-05-072026-05-082026-06-08179.0079.000.00%market66.67%——-5.39%0.58%-5.97%
AMRX2026-05-072026-05-082026-06-08113.6213.620.00%market58.82%——0.56%0.58%-0.02%
DDS2026-05-142026-05-152026-06-151537.60537.600.00%market54.68%——5.14%1.76%3.38%
AS2026-05-192026-05-202026-06-18134.4134.410.00%market24.10%——6.93%1.50%5.43%
BEKE2026-05-192026-05-202026-06-18118.1118.110.00%market42.86%——-17.77%1.50%-19.27%
RERE2026-05-192026-05-202026-06-1814.924.920.00%market14.29%——-20.43%1.50%-21.92%
BLTE2026-05-202026-05-212026-06-221144.78144.780.00%market43.33%——1.48%0.78%0.70%
SBLK2026-05-202026-05-212026-06-22127.9827.980.00%market17.89%——-5.32%0.78%-6.10%
URBN2026-05-202026-05-212026-06-22172.5272.520.00%market13.04%——0.22%0.78%-0.56%
DECK2026-05-212026-05-222026-06-231102.05102.050.00%market18.52%——1.45%-1.70%3.14%
LION2026-05-212026-05-222026-06-23113.5613.560.00%market53.59%——10.52%-1.70%12.22%
NTES2026-05-212026-05-222026-06-231114.28114.280.00%market15.53%——4.25%-1.70%5.95%
YMM2026-05-212026-05-222026-06-2318.348.340.00%market30.77%——-8.49%-1.70%-6.80%
ABVX2026-05-222026-05-262026-06-244126.63126.630.00%market33.64%——-27.04%-2.24%-24.81%
EMAT2026-05-222026-05-262026-06-2448.208.200.00%market33.33%——-16.08%-2.24%-13.84%
BBAR2026-05-262026-05-272026-06-25116.8216.820.00%market58.82%——13.22%-2.21%15.43%
HAFN2026-05-272026-05-282026-06-2617.807.800.00%market21.58%——-10.74%-2.83%-7.91%
HPQ2026-05-272026-05-282026-06-26126.2826.280.00%market20.96%——-13.04%-2.83%-10.20%
MOV2026-05-272026-05-282026-06-26134.5634.560.00%market433.33%——14.43%-2.83%17.26%
DELL2026-05-282026-05-292026-06-291418.00418.000.00%market64.19%——-0.91%-1.97%1.06%
HRL2026-05-282026-05-292026-06-29123.3723.370.00%market12.87%——12.48%-1.97%14.45%
REX2026-05-282026-05-292026-06-29148.0548.050.00%market290.24%——-7.09%-1.97%-5.12%
S2026-05-282026-05-292026-06-29115.4415.440.00%market83.32%——8.25%-1.97%10.23%
CHA2026-05-292026-06-012026-06-30312.7012.700.00%market39.40%——-5.45%-1.14%-4.32%
AI2026-06-032026-06-042026-07-06111.2211.220.00%market13.16%——-17.39%-0.11%-17.28%
CHPT2026-06-032026-06-042026-07-0617.477.470.00%market33.33%——-16.30%-0.11%-16.19%
RBRK2026-06-042026-06-052026-07-07177.0077.000.00%market637.45%——12.94%-0.61%13.55%
TTAN2026-06-042026-06-052026-07-07183.0583.050.00%market34.06%——-4.13%-0.61%-3.52%
SAIL2026-06-092026-06-102026-07-10115.5615.560.00%market15.53%——-11.99%2.94%-14.93%
SKIL2026-06-092026-06-102026-07-1015.905.900.00%market2220.00%——20.58%2.94%17.64%
NAVN2026-06-102026-06-112026-07-13124.2524.250.00%market1441.43%——7.65%2.80%4.85%
ANGX2026-06-112026-06-122026-07-1412.902.900.00%market41.43%——40.93%1.50%39.43%
PEW2026-06-112026-06-122026-07-1412.612.610.00%market25.00%——2.20%1.50%0.70%
CBRS2026-06-232026-06-242026-07-231208.00208.000.00%market75.55%——5.67%0.41%5.26%
MU2026-06-242026-06-252026-07-2411,233.001,233.000.00%market19.69%——-25.41%0.00%-25.41%
FC2026-07-012026-07-022026-07-31119.2919.290.00%market12.50%——11.10%-0.05%11.15%
EPAC2026-07-072026-07-082026-08-05135.8235.820.00%market19.28%——3.11%3.58%-0.47%
WDFC2026-07-092026-07-102026-08-071292.09292.090.00%market49.36%——-19.67%2.82%-22.49%