EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (max 100 pos) (2)
Run 9a94b32a · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
7081
Win rate
52.52%
Avg return
1.36%
Median return
0.59%
Avg abnormal
0.50%
Median abnormal
-0.61%
Best trade
744.34%
Worst trade
-81.63%
Sharpe (per-trade)
0.08
Daily portfolio drawdown
-38.63%
Portfolio (equal_weight)
Total return
96.34%
Max drawdown
-38.63%
Avg trade return
1.36%
Win rate
52.52%
Signals
15913
Configured concurrent
100
Observed concurrent
100
Trades taken
7081
Skipped (no capacity)
8832
Excess vs benchmark
-367.45%
Avg entry slippage
0.00%
Return if filled at market
96.34%
VWAP fills
0
VWAP fallbacks
0
8832 of 15913 qualifying signals were dropped because no position slot or cash was available.
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2006 | 2 | -0.18% | -3.44% | 50.00% |
| 2007 | 3 | -4.64% | -6.03% | 33.33% |
| 2008 | 2 | 3.40% | 4.80% | 50.00% |
| 2009 | 3 | 3.74% | 1.43% | 100.00% |
| 2010 | 5 | -0.10% | 1.00% | 60.00% |
| 2011 | 2 | 1.68% | 2.78% | 50.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2013 | 3 | -9.82% | -10.39% | 0.00% |
| 2015 | 2 | 12.22% | 14.17% | 100.00% |
| 2016 | 258 | 5.61% | 3.86% | 68.60% |
| 2017 | 561 | 0.14% | -1.07% | 48.66% |
| 2018 | 621 | -0.02% | -0.16% | 51.53% |
| 2019 | 619 | -1.08% | -1.97% | 47.33% |
| 2020 | 754 | 0.94% | 0.76% | 52.12% |
| 2021 | 812 | 2.00% | 0.50% | 58.87% |
| 2022 | 777 | 1.16% | 2.16% | 50.58% |
| 2023 | 785 | 1.99% | 0.41% | 50.96% |
| 2024 | 724 | 2.96% | 0.40% | 54.01% |
| 2025 | 743 | 0.53% | 0.19% | 51.28% |
| 2026 | 404 | 3.59% | 2.54% | 51.24% |
Trades (page 15: 81 of 7,081)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/E | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FMC | 2026-04-29 | 2026-04-30 | 2026-05-29 | 1 | 16.14 | 16.14 | 0.00% | market | 41.03% | — | -15.47% | 5.86% | -21.32% |
| GFL | 2026-04-29 | 2026-04-30 | 2026-05-29 | 1 | 41.00 | 41.00 | 0.00% | market | 20.00% | — | -18.30% | 5.86% | -24.15% |
| GKOS | 2026-04-29 | 2026-04-30 | 2026-05-29 | 1 | 141.50 | 141.50 | 0.00% | market | 40.00% | — | -27.06% | 5.86% | -32.92% |
| GOOG | 2026-04-29 | 2026-04-30 | 2026-05-29 | 1 | 371.26 | 371.26 | 0.00% | market | 90.67% | — | 1.29% | 5.86% | -4.56% |
| GOOGL | 2026-04-29 | 2026-04-30 | 2026-05-29 | 1 | 374.07 | 374.07 | 0.00% | market | 93.56% | — | 1.58% | 5.86% | -4.28% |
| IONS | 2026-04-29 | 2026-04-30 | 2026-05-29 | 1 | 74.91 | 74.91 | 0.00% | market | 34.12% | — | 2.02% | 5.86% | -3.83% |
| IRT | 2026-04-29 | 2026-04-30 | 2026-05-29 | 1 | 15.95 | 15.95 | 0.00% | market | 766.67% | — | 1.66% | 5.86% | -4.20% |
| JKS | 2026-04-29 | 2026-04-30 | 2026-05-29 | 1 | 21.67 | 21.67 | 0.00% | market | 17.49% | — | 7.47% | 5.86% | 1.61% |
| LMND | 2026-04-29 | 2026-04-30 | 2026-05-29 | 1 | 56.01 | 56.01 | 0.00% | market | 18.97% | — | 3.45% | 5.86% | -2.40% |
| LXU | 2026-04-29 | 2026-04-30 | 2026-05-29 | 1 | 14.39 | 14.39 | 0.00% | market | 108.33% | — | -12.96% | 5.86% | -18.81% |
| LYG | 2026-04-29 | 2026-04-30 | 2026-05-29 | 1 | 5.36 | 5.36 | 0.00% | market | 18.18% | — | 1.95% | 5.86% | -3.90% |
| META | 2026-04-29 | 2026-04-30 | 2026-05-29 | 1 | 619.32 | 619.32 | 0.00% | market | 55.82% | — | 2.03% | 5.86% | -3.83% |
| PI | 2026-04-29 | 2026-04-30 | 2026-05-29 | 1 | 155.00 | 155.00 | 0.00% | market | 27.27% | — | -2.68% | 5.86% | -8.54% |
| ACCO | 2026-04-30 | 2026-05-01 | 2026-06-01 | 1 | 3.45 | 3.45 | 0.00% | market | 140.00% | — | 13.23% | 5.17% | 8.06% |
| AXTI | 2026-04-30 | 2026-05-01 | 2026-06-01 | 1 | 78.80 | 78.80 | 0.00% | market | 75.00% | — | 38.92% | 5.17% | 33.75% |
| ADPT | 2026-05-05 | 2026-05-06 | 2026-06-04 | 1 | 14.64 | 14.64 | 0.00% | market | 18.75% | — | 23.40% | 3.97% | 19.42% |
| AGO | 2026-05-07 | 2026-05-08 | 2026-06-08 | 1 | 79.00 | 79.00 | 0.00% | market | 66.67% | — | -5.39% | 0.58% | -5.97% |
| AKA | 2026-05-12 | 2026-05-13 | 2026-06-11 | 1 | 12.40 | 12.40 | 0.00% | market | 32.65% | — | -27.84% | -0.10% | -27.75% |
| ATAI | 2026-05-12 | 2026-05-13 | 2026-06-11 | 1 | 4.14 | 4.14 | 0.00% | market | 27.27% | — | -8.31% | -0.10% | -8.22% |
| MUFG | 2026-05-15 | 2026-05-18 | 2026-06-16 | 3 | 19.19 | 19.19 | 0.00% | market | 40.10% | — | 5.68% | 1.42% | 4.27% |
| CMBT | 2026-05-19 | 2026-05-20 | 2026-06-18 | 1 | 16.73 | 16.73 | 0.00% | market | 378.16% | — | -13.91% | 1.50% | -15.41% |
| ARCO | 2026-05-20 | 2026-05-21 | 2026-06-22 | 1 | 9.02 | 9.02 | 0.00% | market | 54.55% | — | -8.08% | 0.78% | -8.86% |
| AVEX | 2026-05-20 | 2026-05-21 | 2026-06-22 | 1 | 27.00 | 27.00 | 0.00% | market | 59.54% | — | -35.36% | 0.78% | -36.14% |
| BLTE | 2026-05-20 | 2026-05-21 | 2026-06-22 | 1 | 144.78 | 144.78 | 0.00% | market | 43.33% | — | 1.48% | 0.78% | 0.70% |
| GDS | 2026-05-20 | 2026-05-21 | 2026-06-22 | 1 | 35.42 | 35.42 | 0.00% | market | 4689.08% | — | -10.57% | 0.78% | -11.35% |
| LPG | 2026-05-20 | 2026-05-21 | 2026-06-22 | 1 | 47.71 | 47.71 | 0.00% | market | 34.04% | — | -16.28% | 0.78% | -17.06% |
| SBLK | 2026-05-20 | 2026-05-21 | 2026-06-22 | 1 | 27.98 | 27.98 | 0.00% | market | 17.89% | — | -5.32% | 0.78% | -6.10% |
| HOV | 2026-05-21 | 2026-05-22 | 2026-06-23 | 1 | 115.46 | 115.46 | 0.00% | market | 77.45% | — | 10.32% | -1.70% | 12.02% |
| LION | 2026-05-21 | 2026-05-22 | 2026-06-23 | 1 | 13.56 | 13.56 | 0.00% | market | 53.59% | — | 10.52% | -1.70% | 12.22% |
| MUFG | 2026-05-21 | 2026-05-22 | 2026-06-23 | 1 | 19.45 | 19.45 | 0.00% | market | 90.00% | — | 3.60% | -1.70% | 5.30% |
| NIO | 2026-05-21 | 2026-05-22 | 2026-06-23 | 1 | 5.22 | 5.22 | 0.00% | market | 60.01% | — | -2.59% | -1.70% | -0.89% |
| NMM | 2026-05-21 | 2026-05-22 | 2026-06-23 | 1 | 74.75 | 74.75 | 0.00% | market | 20.94% | — | -3.07% | -1.70% | -1.37% |
| NTES | 2026-05-21 | 2026-05-22 | 2026-06-23 | 1 | 114.28 | 114.28 | 0.00% | market | 15.53% | — | 4.25% | -1.70% | 5.95% |
| TEN | 2026-05-21 | 2026-05-22 | 2026-06-23 | 1 | 45.36 | 45.36 | 0.00% | market | 31.40% | — | -9.38% | -1.70% | -7.68% |
| TTWO | 2026-05-21 | 2026-05-22 | 2026-06-23 | 1 | 243.75 | 243.75 | 0.00% | market | 42.10% | — | -0.56% | -1.70% | 1.14% |
| YMM | 2026-05-21 | 2026-05-22 | 2026-06-23 | 1 | 8.34 | 8.34 | 0.00% | market | 30.77% | — | -8.49% | -1.70% | -6.80% |
| ABVX | 2026-05-22 | 2026-05-26 | 2026-06-24 | 4 | 126.63 | 126.63 | 0.00% | market | 33.64% | — | -27.04% | -2.24% | -24.81% |
| BAH | 2026-05-22 | 2026-05-26 | 2026-06-24 | 4 | 80.03 | 80.03 | 0.00% | market | 34.85% | — | -21.78% | -2.24% | -19.54% |
| EMAT | 2026-05-22 | 2026-05-26 | 2026-06-24 | 4 | 8.20 | 8.20 | 0.00% | market | 33.33% | — | -16.08% | -2.24% | -13.84% |
| MNSO | 2026-05-22 | 2026-05-26 | 2026-06-24 | 4 | 13.40 | 13.40 | 0.00% | market | 148.32% | — | -15.40% | -2.24% | -13.16% |
| APPS | 2026-05-26 | 2026-05-27 | 2026-06-25 | 1 | 6.49 | 6.49 | 0.00% | market | 77.78% | — | 56.45% | -2.21% | 58.66% |
| BBAR | 2026-05-26 | 2026-05-27 | 2026-06-25 | 1 | 16.82 | 16.82 | 0.00% | market | 58.82% | — | 13.22% | -2.21% | 15.43% |
| MNSO | 2026-05-26 | 2026-05-27 | 2026-06-25 | 1 | 12.46 | 12.46 | 0.00% | market | 148.32% | — | -9.41% | -2.21% | -7.20% |
| CPRI | 2026-05-27 | 2026-05-28 | 2026-06-26 | 1 | 17.57 | 17.57 | 0.00% | market | 86.44% | — | 10.20% | -2.83% | 13.04% |
| HAFN | 2026-05-27 | 2026-05-28 | 2026-06-26 | 1 | 7.80 | 7.80 | 0.00% | market | 21.58% | — | -10.74% | -2.83% | -7.91% |
| HPQ | 2026-05-27 | 2026-05-28 | 2026-06-26 | 1 | 26.28 | 26.28 | 0.00% | market | 20.96% | — | -13.04% | -2.83% | -10.20% |
| MANU | 2026-05-27 | 2026-05-28 | 2026-06-26 | 1 | 21.75 | 21.75 | 0.00% | market | 172.53% | — | 5.28% | -2.83% | 8.11% |
| SNOW | 2026-05-27 | 2026-05-28 | 2026-06-26 | 1 | 237.00 | 237.00 | 0.00% | market | 22.14% | — | 4.95% | -2.83% | 7.78% |
| ASAN | 2026-05-28 | 2026-05-29 | 2026-06-29 | 1 | 7.40 | 7.40 | 0.00% | market | 25.00% | — | -5.51% | -1.97% | -3.53% |
| BBW | 2026-05-28 | 2026-05-29 | 2026-06-29 | 1 | 39.48 | 39.48 | 0.00% | market | 35.53% | — | -23.33% | -1.97% | -21.36% |
| DELL | 2026-05-28 | 2026-05-29 | 2026-06-29 | 1 | 418.00 | 418.00 | 0.00% | market | 64.19% | — | -0.91% | -1.97% | 1.06% |
| DOO | 2026-05-28 | 2026-05-29 | 2026-06-29 | 1 | 57.57 | 57.57 | 0.00% | market | 77.33% | — | 8.05% | -1.97% | 10.02% |
| DSX | 2026-05-28 | 2026-05-29 | 2026-06-29 | 1 | 2.46 | 2.46 | 0.00% | market | 1472.94% | — | -18.39% | -1.97% | -16.42% |
| KSS | 2026-05-28 | 2026-05-29 | 2026-06-29 | 1 | 15.16 | 15.16 | 0.00% | market | 27.78% | — | 21.60% | -1.97% | 23.57% |
| PD | 2026-05-28 | 2026-05-29 | 2026-06-29 | 1 | 9.33 | 9.33 | 0.00% | market | 33.33% | — | 0.44% | -1.97% | 2.41% |
| S | 2026-05-28 | 2026-05-29 | 2026-06-29 | 1 | 15.44 | 15.44 | 0.00% | market | 83.32% | — | 8.25% | -1.97% | 10.23% |
| BKE | 2026-05-29 | 2026-06-01 | 2026-06-30 | 3 | 44.91 | 44.91 | 0.00% | market | 24.66% | — | -6.13% | -1.14% | -5.00% |
| CHA | 2026-05-29 | 2026-06-01 | 2026-06-30 | 3 | 12.70 | 12.70 | 0.00% | market | 39.40% | — | -5.45% | -1.14% | -4.32% |
| GCO | 2026-05-29 | 2026-06-01 | 2026-06-30 | 3 | 37.79 | 37.79 | 0.00% | market | 15.50% | — | -10.74% | -1.14% | -9.60% |
| SAIC | 2026-06-01 | 2026-06-02 | 2026-07-01 | 1 | 113.42 | 113.42 | 0.00% | market | 41.67% | — | -7.11% | -1.49% | -5.62% |
| GME | 2026-06-02 | 2026-06-03 | 2026-07-02 | 1 | 23.28 | 23.28 | 0.00% | market | 87.50% | — | -2.08% | -1.76% | -0.31% |
| CHPT | 2026-06-03 | 2026-06-04 | 2026-07-06 | 1 | 7.47 | 7.47 | 0.00% | market | 33.33% | — | -16.30% | -0.11% | -16.19% |
| TLYS | 2026-06-03 | 2026-06-04 | 2026-07-06 | 1 | 5.24 | 5.24 | 0.00% | market | 21.21% | — | -18.04% | -0.11% | -17.93% |
| PL | 2026-06-04 | 2026-06-05 | 2026-07-07 | 1 | 38.30 | 38.30 | 0.00% | market | 28.25% | — | -25.27% | -0.61% | -24.66% |
| RBRK | 2026-06-04 | 2026-06-05 | 2026-07-07 | 1 | 77.00 | 77.00 | 0.00% | market | 637.45% | — | 12.94% | -0.61% | 13.55% |
| TTAN | 2026-06-04 | 2026-06-05 | 2026-07-07 | 1 | 83.05 | 83.05 | 0.00% | market | 34.06% | — | -4.13% | -0.61% | -3.52% |
| BARK | 2026-06-09 | 2026-06-10 | 2026-07-10 | 1 | 9.01 | 9.01 | 0.00% | market | 120.19% | — | 6.45% | 2.94% | 3.51% |
| SAIL | 2026-06-09 | 2026-06-10 | 2026-07-10 | 1 | 15.56 | 15.56 | 0.00% | market | 15.53% | — | -11.99% | 2.94% | -14.93% |
| SKIL | 2026-06-09 | 2026-06-10 | 2026-07-10 | 1 | 5.90 | 5.90 | 0.00% | market | 2220.00% | — | 20.58% | 2.94% | 17.64% |
| NAVN | 2026-06-10 | 2026-06-11 | 2026-07-13 | 1 | 24.25 | 24.25 | 0.00% | market | 1441.43% | — | 7.65% | 2.80% | 4.85% |
| ANGX | 2026-06-11 | 2026-06-12 | 2026-07-14 | 1 | 2.90 | 2.90 | 0.00% | market | 41.43% | — | 40.93% | 1.50% | 39.43% |
| DRVN | 2026-06-11 | 2026-06-12 | 2026-07-14 | 1 | 13.55 | 13.55 | 0.00% | market | 25.00% | — | 14.14% | 1.50% | 12.64% |
| MH | 2026-06-11 | 2026-06-12 | 2026-07-14 | 1 | 12.38 | 12.38 | 0.00% | market | 92.89% | — | -18.68% | 1.50% | -20.18% |
| PEW | 2026-06-11 | 2026-06-12 | 2026-07-14 | 1 | 2.61 | 2.61 | 0.00% | market | 25.00% | — | 2.20% | 1.50% | 0.70% |
| LZB | 2026-06-16 | 2026-06-17 | 2026-07-17 | 1 | 42.18 | 42.18 | 0.00% | market | 53.66% | — | -5.58% | -1.06% | -4.51% |
| KMX | 2026-06-17 | 2026-06-18 | 2026-07-20 | 1 | 48.30 | 48.30 | 0.00% | market | 35.75% | — | 15.66% | -0.76% | 16.41% |
| SB | 2026-06-17 | 2026-06-18 | 2026-07-20 | 1 | 6.90 | 6.90 | 0.00% | market | 71.43% | — | 3.67% | -0.76% | 4.43% |
| CBRS | 2026-06-23 | 2026-06-24 | 2026-07-23 | 1 | 208.00 | 208.00 | 0.00% | market | 75.55% | — | 5.67% | 0.41% | 5.26% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-24 | 1 | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | — | -25.41% | 0.00% | -25.41% |
| GIS | 2026-07-01 | 2026-07-02 | 2026-07-31 | 1 | 38.00 | 38.00 | 0.00% | market | 19.20% | — | -6.02% | -0.05% | -5.97% |
| EPAC | 2026-07-07 | 2026-07-08 | 2026-08-05 | 1 | 35.82 | 35.82 | 0.00% | market | 19.28% | — | 3.11% | 3.58% | -0.47% |