EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 50y) (max 100 pos) (2)

Run 9a948a44 · view hypothesis

completed

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

Trades
5127
Win rate
55.61%
Avg return
1.53%
Median return
1.25%
Avg abnormal
0.38%
Median abnormal
-0.16%
Best trade
123.71%
Worst trade
-72.87%
Sharpe (per-trade)
0.12
Daily portfolio drawdown
-19.35%
Portfolio (equal_weight)
Total return
78.26%
Max drawdown
-19.35%
Avg trade return
1.53%
Win rate
55.61%
Signals
6684
Configured concurrent
100
Observed concurrent
100
Trades taken
5127
Skipped (no capacity)
1557
Excess vs benchmark
-388.06%
Avg entry slippage
0.00%
Return if filled at market
78.26%
VWAP fills
0
VWAP fallbacks
0

1557 of 6684 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%
200928.05%5.07%100.00%
20102-9.06%-4.63%0.00%
201115.47%8.68%100.00%
201216.12%8.74%100.00%
20151-7.35%-8.22%0.00%
20162085.89%3.67%70.67%
20174681.15%-0.12%52.99%
20184801.27%0.60%52.92%
20194630.09%-0.72%50.76%
20204690.40%-0.90%54.37%
20215572.91%1.41%64.27%
20225560.98%1.21%53.78%
20235431.18%-0.31%50.46%
20245413.39%0.41%59.52%
20255450.99%0.82%58.17%
20262850.18%-0.87%47.72%
Trades (page 11: 127 of 5,127)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.Debt / equityP/EReturnBenchmarkAbnormal
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%
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%
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%
STC2026-04-222026-04-232026-05-21166.2566.250.00%market50.00%——2.63%4.68%-2.05%
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%
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%
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%
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%
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%
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%
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%
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%
MLCO2026-04-302026-05-012026-06-0115.795.790.00%market61.54%——0.76%5.17%-4.41%
SNDK2026-04-302026-05-012026-06-0111,059.021,059.020.00%market60.12%——66.23%5.17%61.06%
VLO2026-04-302026-05-012026-06-011250.40250.400.00%market33.54%——0.75%5.17%-4.42%
WDC2026-04-302026-05-012026-06-011406.22406.220.00%market13.81%——34.36%5.17%29.19%
DINO2026-05-012026-05-042026-06-02370.1070.100.00%market1166.13%——4.35%5.49%-1.13%
HBM2026-05-012026-05-042026-06-02322.3022.300.00%market17.65%——42.81%5.49%37.33%
PIPR2026-05-012026-05-042026-06-02378.7978.790.00%market17.65%——-1.88%5.49%-7.36%
ALG2026-05-042026-05-052026-06-031173.41173.410.00%market12.56%——-13.53%4.50%-18.03%
DUOL2026-05-042026-05-052026-06-031108.39108.390.00%market12.66%——-1.01%4.50%-5.51%
LOMA2026-05-042026-05-052026-06-03110.9910.990.00%market375.38%——2.72%4.50%-1.78%
MATX2026-05-042026-05-052026-06-031169.13169.130.00%market12.12%——9.76%4.50%5.26%
VNOM2026-05-042026-05-052026-06-03151.1351.130.00%market27.79%——-8.41%4.50%-12.91%
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%
BOW2026-05-052026-05-062026-06-04125.0225.020.00%market14.29%——-2.58%3.97%-6.55%
CHRD2026-05-052026-05-062026-06-041136.88136.880.00%market30.66%——2.23%3.97%-1.74%
CTVA2026-05-052026-05-062026-06-04182.2482.240.00%market28.21%——-5.91%3.97%-9.89%
DD2026-05-052026-05-062026-06-041148.98148.980.00%market238.05%——-4.15%3.97%-8.12%
DHT2026-05-052026-05-062026-06-04119.4319.430.00%market63.70%——-16.52%3.97%-20.49%
DHX2026-05-052026-05-062026-06-0412.652.650.00%market100.00%——38.39%3.97%34.42%
DVA2026-05-052026-05-062026-06-041169.28169.280.00%market19.09%——13.42%3.97%9.45%
AGO2026-05-072026-05-082026-06-08179.0079.000.00%market66.67%——-5.39%0.58%-5.97%
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%
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%
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%
CHA2026-05-292026-06-012026-06-30312.7012.700.00%market39.40%——-5.45%-1.14%-4.32%
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%