EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 50y) (max 100 pos) (3)

Run 9a952a76 · view hypothesis

completed

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

Trades
4154
Win rate
52.79%
Avg return
1.82%
Median return
0.72%
Avg abnormal
0.84%
Median abnormal
-0.53%
Best trade
218.49%
Worst trade
-81.63%
Sharpe (per-trade)
0.11
Daily portfolio drawdown
-18.81%
Portfolio (equal_weight)
Total return
75.67%
Max drawdown
-18.81%
Avg trade return
1.82%
Win rate
52.79%
Signals
4805
Configured concurrent
100
Observed concurrent
100
Trades taken
4154
Skipped (no capacity)
651
Excess vs benchmark
-341.29%
Avg entry slippage
0.00%
Return if filled at market
75.67%
VWAP fills
0
VWAP fallbacks
0

651 of 4805 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20071-12.41%-12.62%0.00%
20081-8.51%-6.04%0.00%
201121.68%2.78%50.00%
201216.12%8.74%100.00%
20131-1.40%-3.07%0.00%
20161655.99%3.91%70.30%
20172751.42%0.19%50.18%
20183400.54%0.30%54.12%
20193241.01%-0.17%49.69%
20204350.27%-1.13%53.10%
20215461.32%0.19%52.01%
20224852.31%2.55%54.85%
20234631.91%0.57%45.79%
20244234.40%1.51%59.57%
20254342.40%2.33%54.38%
2026258-0.22%-0.01%43.02%
Trades (page 9: 154 of 4,154)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.P/ERev. growthReturnBenchmarkAbnormal
QURE2026-03-022026-03-032026-03-3119.179.170.00%market39.78%——78.20%-3.66%81.86%
VG2026-03-022026-03-032026-03-31113.3013.300.00%market18.46%——18.40%-3.66%22.06%
ANAB2026-03-032026-03-042026-04-01137.3937.390.00%market77.53%——1.02%-3.87%4.89%
TGT2026-03-032026-03-042026-04-011123.96123.960.00%market12.96%——-2.93%-3.87%0.94%
AMPX2026-03-042026-03-052026-04-02113.4713.470.00%market73.67%——18.68%-3.85%22.53%
BBWI2026-03-042026-03-052026-04-02123.3623.360.00%market15.82%——-20.61%-3.85%-16.76%
IPI2026-03-042026-03-052026-04-02136.3036.300.00%market88.46%——20.56%-3.85%24.41%
STEM2026-03-042026-03-052026-04-02112.1712.170.00%market14.77%——-28.94%-3.85%-25.09%
COOK2026-03-052026-03-062026-04-06138.5038.500.00%market33.33%——-17.35%-2.15%-15.20%
JD2026-03-052026-03-062026-04-06126.3626.360.00%market14.29%——8.06%-2.15%10.21%
SOBO2026-03-052026-03-062026-04-06134.0034.000.00%market45.24%——-2.45%-2.15%-0.30%
ATAI2026-03-062026-03-092026-04-0733.403.400.00%market58.33%——11.37%-1.08%12.45%
KB2026-03-062026-03-092026-04-07397.9497.940.00%market17.43%——1.80%-1.08%2.88%
TEN2026-03-062026-03-092026-04-07335.7835.780.00%market58.88%——8.06%-1.08%9.14%
EDN2026-03-092026-03-102026-04-08125.3325.330.00%market101.13%——23.55%-0.25%23.80%
GBTG2026-03-092026-03-102026-04-0815.575.570.00%market200.00%——-1.00%-0.25%-0.75%
ADCT2026-03-102026-03-112026-04-0914.744.740.00%market87.50%——-20.78%0.34%-21.12%
INR2026-03-102026-03-112026-04-09118.9018.900.00%market103.08%——-12.53%0.34%-12.88%
KSS2026-03-102026-03-112026-04-09114.5414.540.00%market24.42%——-5.88%0.34%-6.22%
TEO2026-03-102026-03-112026-04-09111.3111.310.00%market773.16%——2.29%0.34%1.94%
PATH2026-03-112026-03-122026-04-10110.9510.950.00%market20.00%——-14.44%1.24%-15.67%
MNR2026-03-122026-03-132026-04-13113.5513.550.00%market65.38%——-5.86%2.51%-8.37%
MUX2026-03-122026-03-132026-04-13124.3324.330.00%market277.14%——-3.92%2.51%-6.44%
NKTR2026-03-122026-03-132026-04-13172.6472.640.00%market35.51%——10.65%2.51%8.14%
PEW-WT2026-03-122026-03-132026-04-1310.410.410.00%market200.00%——18.36%2.51%15.85%
WPM2026-03-122026-03-132026-04-131145.60145.600.00%market12.96%——-0.63%2.51%-3.14%
WBI2026-03-162026-03-172026-04-15123.7523.750.00%market91.67%——11.48%4.10%7.38%
PSQH2026-03-172026-03-182026-04-16111.0611.060.00%market91.23%——-12.49%4.98%-17.47%
DLO2026-03-182026-03-192026-04-17112.4412.440.00%market22.22%——9.87%8.09%1.77%
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%
FLY2026-03-192026-03-202026-04-20125.5525.550.00%market20.83%——67.38%7.95%59.42%
AAPG2026-03-242026-03-252026-04-23123.0023.000.00%market21.69%——-2.97%7.56%-10.53%
GME2026-03-242026-03-252026-04-23122.7822.780.00%market32.43%——9.69%7.56%2.13%
GCTS2026-03-252026-03-262026-04-2411.111.110.00%market31.82%——21.52%9.49%12.03%
PGEN2026-03-252026-03-262026-04-2414.074.070.00%market90.00%——1.37%9.49%-8.12%
WDH2026-03-252026-03-262026-04-2411.631.630.00%market55.44%——3.58%9.49%-5.91%
NMAX2026-03-262026-03-272026-04-2716.906.900.00%market64.29%——-13.58%11.31%-24.89%
LCII2026-03-312026-04-012026-04-301123.89123.890.00%market19.82%——-3.87%9.90%-13.77%
EQT2026-04-212026-04-222026-05-20158.3158.310.00%market12.02%——-0.92%4.53%-5.45%
MLI2026-04-212026-04-222026-05-20168.1568.150.00%market44.39%——-1.73%4.53%-6.26%
RRC2026-04-212026-04-222026-05-20143.0743.070.00%market15.15%——-2.40%4.53%-6.93%
EDU2026-04-222026-04-232026-05-21153.7453.740.00%market12.43%——-11.60%4.68%-16.28%
KALU2026-04-222026-04-232026-05-211168.64168.640.00%market90.82%——0.34%4.68%-4.34%
MBLY2026-04-232026-04-242026-05-2218.868.860.00%market42.57%——14.80%4.91%9.89%
RBCAA2026-04-232026-04-242026-05-22176.2876.280.00%market18.48%——4.00%4.91%-0.91%
TECK2026-04-232026-04-242026-05-22160.6860.680.00%market49.63%——3.16%4.91%-1.75%
NUE2026-04-272026-04-282026-05-271220.15220.150.00%market14.54%——11.86%5.43%6.43%
SANM2026-04-272026-04-282026-05-271204.98204.980.00%market30.58%——27.63%5.43%22.20%
FICO2026-04-282026-04-292026-05-2811,088.781,088.780.00%market14.78%——18.97%6.13%12.83%
SIMO2026-04-282026-04-292026-05-281195.00195.000.00%market20.61%——44.74%6.13%38.61%
TWO2026-04-282026-04-292026-05-28111.5011.500.00%market30.97%——7.55%6.13%1.42%
COCO2026-04-292026-04-302026-05-29167.6667.660.00%market47.06%——10.94%5.86%5.08%
CWH2026-04-292026-04-302026-05-2917.677.670.00%market22.33%——-4.53%5.86%-10.39%
IONS2026-04-292026-04-302026-05-29174.9174.910.00%market34.12%——2.02%5.86%-3.83%
PRG2026-04-292026-04-302026-05-29135.4835.480.00%market58.97%——3.54%5.86%-2.32%
RWT2026-04-292026-04-302026-05-2915.705.700.00%market31.09%——-5.01%5.86%-10.87%
SAN2026-04-292026-04-302026-05-29112.0112.010.00%market42.90%——3.81%5.86%-2.04%
SMG2026-04-292026-04-302026-05-29162.6062.600.00%market14.11%——-5.85%5.86%-11.71%
AXTI2026-04-302026-05-012026-06-01178.8078.800.00%market75.00%——38.92%5.17%33.75%
CNX2026-04-302026-05-012026-06-01138.9238.920.00%market30.11%——-14.13%5.17%-19.30%
KYMR2026-04-302026-05-012026-06-01181.5181.510.00%market20.22%——-3.83%5.17%-9.00%
SMP2026-04-302026-05-012026-06-01137.2737.270.00%market12.33%——3.76%5.17%-1.41%
SNDK2026-04-302026-05-012026-06-0111,059.021,059.020.00%market60.12%——66.23%5.17%61.06%
TEX2026-05-012026-05-042026-06-02361.5361.530.00%market25.64%——-0.44%5.49%-5.93%
CRGY2026-05-042026-05-052026-06-03114.1814.180.00%market35.90%——-14.06%4.50%-18.56%
NJR2026-05-042026-05-052026-06-03157.7957.790.00%market16.40%——-6.94%4.50%-11.43%
PLSE2026-05-042026-05-052026-06-03120.0420.040.00%market15.62%——24.60%4.50%20.10%
VNOM2026-05-042026-05-052026-06-03151.1351.130.00%market27.79%——-8.41%4.50%-12.91%
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%
DHT2026-05-052026-05-062026-06-04119.4319.430.00%market63.70%——-16.52%3.97%-20.49%
DNTH2026-05-052026-05-062026-06-04191.8191.810.00%market27.35%——-8.47%3.97%-12.44%
EFC2026-05-052026-05-062026-06-04113.3613.360.00%market30.95%——1.10%3.97%-2.88%
EVC2026-05-052026-05-062026-06-0416.496.490.00%market30.00%——39.65%3.97%35.68%
GNW2026-05-052026-05-062026-06-0419.149.140.00%market60.00%——-7.32%3.97%-11.29%
LCII2026-05-052026-05-062026-06-041116.09116.090.00%market16.67%——-17.37%3.97%-21.34%
MGEE2026-05-052026-05-062026-06-04181.1681.160.00%market16.81%——-9.09%3.97%-13.07%
NVTS2026-05-052026-05-062026-06-04116.9616.960.00%market20.00%——80.74%3.97%76.76%
SUN2026-05-052026-05-062026-06-04168.4868.480.00%market65.70%——-1.87%3.97%-5.84%
SUNC2026-05-052026-05-062026-06-04166.3866.380.00%market28.31%——1.53%3.97%-2.45%
TALO2026-05-052026-05-062026-06-04115.0015.000.00%market22.22%——1.90%3.97%-2.07%
WAT2026-05-052026-05-062026-06-041344.00344.000.00%market16.88%——9.34%3.97%5.37%
APA2026-05-062026-05-072026-06-05136.5036.500.00%market24.32%——0.09%0.34%-0.25%
AXIA2026-05-062026-05-072026-06-05112.1712.170.00%market32.09%——-19.57%0.34%-19.91%
BHR2026-05-062026-05-072026-06-0512.632.630.00%market425.00%——-5.04%0.34%-5.38%
CENT2026-05-062026-05-072026-06-05139.0039.000.00%market19.44%——2.87%0.34%2.53%
EPC2026-05-062026-05-072026-06-05122.2522.250.00%market39.53%——-10.80%0.34%-11.14%
EXK2026-05-062026-05-072026-06-05110.1710.170.00%market110.00%——-21.44%0.34%-21.78%
EZPW2026-05-062026-05-072026-06-05136.9836.980.00%market61.11%——-13.70%0.34%-14.04%
GOLD2026-05-062026-05-072026-06-05143.5143.510.00%market41.01%——-9.04%0.34%-9.38%
IPI2026-05-062026-05-072026-06-05139.5439.540.00%market29.17%——-11.68%0.34%-12.02%
KLIC2026-05-062026-05-072026-06-051106.01106.010.00%market17.91%——-7.50%0.34%-7.85%
KRO2026-05-062026-05-072026-06-0517.837.830.00%market87.88%——-17.98%0.34%-18.32%
NVO2026-05-062026-05-072026-06-05146.5546.550.00%market19.54%——-7.81%0.34%-8.15%
OSCR2026-05-062026-05-072026-06-05119.7919.790.00%market71.07%——23.75%0.34%23.41%
OSG2026-05-062026-05-072026-06-0515.355.350.00%market1750.00%——1.96%0.34%1.62%
PRM2026-05-062026-05-072026-06-05127.9127.910.00%market200.00%——7.96%0.34%7.62%
PSBD2026-05-062026-05-072026-06-05110.6110.610.00%market197.50%——1.50%0.34%1.16%
RGLD2026-05-062026-05-072026-06-051247.00247.000.00%market12.27%——-16.67%0.34%-17.01%
RYN2026-05-062026-05-072026-06-05120.9020.900.00%market16.67%——0.23%0.34%-0.11%
SD2026-05-062026-05-072026-06-05115.1615.160.00%market43.90%——-2.41%0.34%-2.75%
SM2026-05-062026-05-072026-06-05127.5227.520.00%market38.39%——16.94%0.34%16.60%
SNEX2026-05-062026-05-072026-06-05178.1378.130.00%market28.97%——-1.51%0.34%-1.85%
SRPT2026-05-062026-05-072026-06-05122.2622.260.00%market223.77%——-29.35%0.34%-29.69%
URGN2026-05-062026-05-072026-06-05126.4126.410.00%market16.07%——1.57%0.34%1.23%
AGO2026-05-072026-05-082026-06-08179.0079.000.00%market66.67%——-5.39%0.58%-5.97%
AMN2026-05-072026-05-082026-06-08126.0326.030.00%market31.25%——19.15%0.58%18.56%
ATLC2026-05-072026-05-082026-06-08179.9179.910.00%market31.95%——7.38%0.58%6.80%
CALY2026-05-072026-05-082026-06-08115.9715.970.00%market33.33%——-2.17%0.58%-2.75%
CIG2026-05-072026-05-082026-06-0812.432.430.00%market32.98%——-16.15%0.58%-16.73%
INOD2026-05-072026-05-082026-06-08172.9272.920.00%market223.08%——40.86%0.58%40.28%
INSM2026-05-072026-05-082026-06-081108.01108.010.00%market21.11%——-12.91%0.58%-13.50%
INSW2026-05-072026-05-082026-06-08191.0391.030.00%market57.26%——-10.66%0.58%-11.24%
MP2026-05-072026-05-082026-06-08173.7073.700.00%market206.46%——-21.97%0.58%-22.56%
MRVI2026-05-072026-05-082026-06-0814.394.390.00%market120.00%——14.71%0.58%14.12%
NAMS2026-05-072026-05-082026-06-08134.8534.850.00%market13.04%——-11.29%0.58%-11.87%
PCTY2026-05-072026-05-082026-06-081114.95114.950.00%market18.93%——-2.61%0.58%-3.19%
PTCT2026-05-072026-05-082026-06-08174.0774.070.00%market93.33%——-4.42%0.58%-5.00%
SPH2026-05-072026-05-082026-06-08119.3019.300.00%market18.39%——-1.03%0.58%-1.62%
TREX2026-05-072026-05-082026-06-08139.4739.470.00%market15.69%——6.44%0.58%5.85%
VST2026-05-072026-05-082026-06-081155.00155.000.00%market117.42%——-5.33%0.58%-5.91%
AQN2026-05-082026-05-112026-06-0936.106.100.00%market18.18%——-2.72%0.08%-2.80%
DCH2026-05-082026-05-112026-06-0936.716.710.00%market950.00%——-6.21%0.08%-6.29%
EMA2026-05-082026-05-112026-06-09352.7052.700.00%market13.74%——-2.07%0.08%-2.15%
BATRA2026-05-112026-05-122026-06-10154.1454.140.00%market24.10%——1.05%-1.56%2.60%
BATRK2026-05-112026-05-122026-06-10150.2250.220.00%market24.10%——0.80%-1.56%2.35%
GDOT2026-05-112026-05-122026-06-10112.9412.940.00%market27.27%——-0.64%-1.56%0.91%
IFS2026-05-112026-05-122026-06-10144.3544.350.00%market16.91%——20.55%-1.56%22.11%
LQDA2026-05-112026-05-122026-06-10153.8053.800.00%market52.94%——21.18%-1.56%22.74%
QUBT2026-05-112026-05-122026-06-10112.7012.700.00%market60.00%——-25.06%-1.56%-23.51%
DRVN2026-05-122026-05-132026-06-11112.7312.730.00%market41.67%——8.54%-0.10%8.64%
INR2026-05-122026-05-132026-06-11115.0015.000.00%market107.06%——-16.70%-0.10%-16.60%
ONON2026-05-122026-05-132026-06-11133.7833.780.00%market39.59%——15.97%-0.10%16.07%
ECO2026-05-132026-05-142026-06-12155.3255.320.00%market33.91%——-4.76%-0.26%-4.51%
NBIS2026-05-132026-05-142026-06-121213.38213.380.00%market70.04%——8.79%-0.26%9.05%
PGEN2026-05-132026-05-142026-06-1214.584.580.00%market33.33%——-2.94%-0.26%-2.68%
PLGO2026-05-132026-05-142026-06-12120.7720.770.00%market25.33%——13.77%-0.26%14.02%
ONDS2026-05-142026-05-152026-06-15110.9110.910.00%market1597.67%——-12.93%1.76%-14.69%
AVEX2026-05-202026-05-212026-06-22127.0027.000.00%market59.54%——-35.36%0.78%-36.14%
GDS2026-05-202026-05-212026-06-22135.4235.420.00%market4689.08%——-10.57%0.78%-11.35%
LPG2026-05-202026-05-212026-06-22147.7147.710.00%market34.04%——-16.28%0.78%-17.06%
DE2026-05-212026-05-222026-06-231531.52531.520.00%market14.91%——11.27%-1.70%12.96%
LION2026-05-212026-05-222026-06-23113.5613.560.00%market53.59%——10.52%-1.70%12.22%
BBAR2026-05-262026-05-272026-06-25116.8216.820.00%market58.82%——13.22%-2.21%15.43%
DELL2026-05-282026-05-292026-06-291418.00418.000.00%market64.19%——-0.91%-1.97%1.06%
CHA2026-05-292026-06-012026-06-30312.7012.700.00%market39.40%——-5.45%-1.14%-4.32%
NAVN2026-06-102026-06-112026-07-13124.2524.250.00%market1441.43%——7.65%2.80%4.85%
DRVN2026-06-112026-06-122026-07-14113.5513.550.00%market25.00%——14.14%1.50%12.64%
KMX2026-06-172026-06-182026-07-20148.3048.300.00%market35.75%——15.66%-0.76%16.41%
MU2026-06-242026-06-252026-07-2411,233.001,233.000.00%market19.69%——-25.41%0.00%-25.41%
PENG2026-07-072026-07-082026-08-05167.8567.850.00%market55.84%——-17.98%3.58%-21.56%
WDFC2026-07-092026-07-102026-08-071292.09292.090.00%market49.36%——-19.67%2.82%-22.49%