EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 50y) (max 100 pos) (2)

Run 9a95e5f7 · view hypothesis

completed

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

Trades
20120
Win rate
52.61%
Avg return
0.87%
Median return
0.43%
Avg abnormal
0.54%
Median abnormal
0.00%
Best trade
176.24%
Worst trade
-82.58%
Sharpe (per-trade)
0.09
Daily portfolio drawdown
-17.47%
Portfolio (equal_weight)
Total return
175.70%
Max drawdown
-17.47%
Avg trade return
0.87%
Win rate
52.61%
Signals
27971
Configured concurrent
100
Observed concurrent
100
Trades taken
20120
Skipped (no capacity)
7851
Excess vs benchmark
-310.68%
Avg entry slippage
0.00%
Return if filled at market
175.70%
VWAP fills
0
VWAP fallbacks
0

7851 of 27971 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20062472.44%1.56%61.94%
20071045-0.38%0.32%47.75%
200810471.11%1.78%55.11%
200911201.63%0.91%53.21%
20101171-0.07%0.13%49.10%
20111065-1.11%0.21%44.88%
201210300.05%-0.18%49.61%
201310781.73%0.61%60.76%
201410790.95%-0.22%53.66%
201510850.36%0.44%52.07%
201610792.33%1.51%56.63%
201710390.70%0.07%50.91%
20189120.16%0.14%50.33%
2019767-0.11%-0.27%51.11%
20208741.25%0.33%50.92%
20219821.37%0.58%54.18%
20229641.90%2.14%56.12%
20239370.89%-0.01%51.76%
202410222.26%0.75%56.46%
20259591.05%0.76%52.03%
20266180.93%0.31%53.07%
Trades (page 24: 500 of 20,120)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.Curr. earn. vs next-Q est.ReturnBenchmarkAbnormal
CACI2017-05-032017-05-042017-05-181120.00120.000.00%market9.52%63.68%0.32%-0.86%1.18%
CMP2017-05-032017-05-042017-05-18164.4564.450.00%market26.00%109.52%4.01%-0.86%4.87%
CVLT2017-05-032017-05-042017-05-18156.3556.350.00%market11.54%5.60%-2.50%-0.86%-1.63%
CW2017-05-032017-05-042017-05-18195.0795.070.00%market6.67%81.97%-12.36%-0.86%-11.50%
ACLS2017-05-042017-05-052017-05-19120.5020.500.00%market38.10%20.69%4.29%-0.37%4.66%
AEE2017-05-042017-05-052017-05-19154.9554.950.00%market7.69%76.15%1.08%-0.37%1.45%
ANET2017-05-042017-05-052017-05-1918.688.680.00%market9.52%125.01%3.59%-0.37%3.95%
ATRO2017-05-042017-05-052017-05-19124.0124.010.00%market33.33%81.25%-9.72%-0.37%-9.35%
BALL2017-05-042017-05-052017-05-19140.0040.000.00%market8.57%33.58%-0.00%-0.37%0.37%
BCRX2017-05-042017-05-052017-05-1915.765.760.00%market5.00%47.37%-4.96%-0.37%-4.59%
BFAM2017-05-042017-05-052017-05-19177.5077.500.00%market8.93%29.14%-1.74%-0.37%-1.37%
BIO2017-05-042017-05-052017-05-191223.00223.000.00%market40.00%163.10%-1.80%-0.37%-1.43%
BL2017-05-042017-05-052017-05-19132.7532.750.00%market33.33%88.89%-1.38%-0.37%-1.01%
CABO2017-05-042017-05-052017-05-191660.35660.350.00%market5.45%10.34%4.13%-0.37%4.49%
CCEP2017-05-042017-05-052017-05-19139.4639.460.00%market6.90%49.95%2.16%-0.37%2.52%
CCO2017-05-042017-05-052017-05-1914.954.950.00%market46.67%37.50%-23.33%-0.37%-22.96%
CHD2017-05-042017-05-052017-05-19150.8550.850.00%market13.04%26.99%-2.28%-0.37%-1.91%
CWST2017-05-042017-05-052017-05-19115.2115.210.00%market114.29%345.31%-9.76%-0.37%-9.40%
ED2017-05-042017-05-052017-05-19179.4379.430.00%market6.72%6.88%1.08%-0.37%1.45%
EFC2017-05-042017-05-052017-05-19116.6016.600.00%market16.13%5.56%1.89%-0.37%2.26%
EFXT2017-05-042017-05-052017-05-19113.6313.630.00%market16.67%14.69%-0.25%-0.37%0.12%
APPF2017-05-052017-05-082017-05-22327.0027.000.00%market330.11%316.68%3.05%-0.10%3.14%
CI2017-05-052017-05-082017-05-223160.66160.660.00%market13.06%35.54%-0.92%-0.10%-0.82%
CNP2017-05-052017-05-082017-05-22328.0428.040.00%market8.82%45.76%-1.31%-0.10%-1.22%
GHI2017-05-052017-05-082017-05-22317.1817.180.00%market66.67%25.18%1.65%-0.10%1.74%
HE2017-05-052017-05-082017-05-22333.5533.550.00%market10.71%35.48%-3.92%-0.10%-3.82%
BLDR2017-05-082017-05-092017-05-23115.8915.890.00%market120.00%103.65%-12.37%0.04%-12.41%
CRK2017-05-082017-05-092017-05-2318.658.650.00%market5.91%116.28%-7.85%0.04%-7.88%
DHT2017-05-082017-05-092017-05-2314.474.470.00%market9.52%120.41%-1.44%0.04%-1.48%
DK2017-05-082017-05-092017-05-23125.2525.250.00%market148.48%188.11%3.86%0.04%3.82%
ESI2017-05-082017-05-092017-05-23113.6013.600.00%market14.29%20.76%-4.14%0.04%-4.18%
HAE2017-05-082017-05-092017-05-23143.2143.210.00%market5.41%62.95%-7.23%0.04%-7.27%
HLIO2017-05-082017-05-092017-05-23140.5040.500.00%market5.56%31.58%5.11%0.04%5.07%
IBRX2017-05-082017-05-092017-05-2312.932.930.00%market16.67%21.69%40.51%0.04%40.48%
ITT2017-05-082017-05-092017-05-23142.1342.130.00%market6.67%7.81%-7.60%0.04%-7.64%
JD2017-05-082017-05-092017-05-23138.8438.840.00%market925.29%456.31%4.74%0.04%4.70%
KOS2017-05-082017-05-092017-05-2316.876.870.00%market8.33%34.76%4.27%0.04%4.23%
KRO2017-05-082017-05-092017-05-23117.2917.290.00%market16.67%39.29%12.57%0.04%12.53%
MAR2017-05-082017-05-092017-05-231101.20101.200.00%market10.99%32.26%4.14%0.04%4.10%
ACR2017-05-092017-05-102017-05-24123.9823.980.00%market258.82%154.22%4.45%0.51%3.94%
ALRM2017-05-092017-05-102017-05-24132.8032.800.00%market53.33%36.76%-1.81%0.51%-2.32%
AON2017-05-092017-05-102017-05-241124.22124.220.00%market13.28%152.41%3.90%0.51%3.39%
ARMK2017-05-092017-05-102017-05-24127.1527.150.00%market7.14%31.11%-1.87%0.51%-2.38%
AXON2017-05-092017-05-102017-05-24126.9726.970.00%market145.01%127.39%-8.22%0.51%-8.73%
BKNG2017-05-092017-05-102017-05-24174.1574.150.00%market11.14%2750.40%-0.37%0.51%-0.88%
DIOD2017-05-092017-05-102017-05-24124.5524.550.00%market180.00%328.57%5.07%0.51%4.56%
EVH2017-05-092017-05-102017-05-24124.0524.050.00%market22.22%6.35%-0.72%0.51%-1.23%
FNV2017-05-092017-05-102017-05-24168.9068.900.00%market13.64%12.27%6.34%0.51%5.83%
FOR2017-05-092017-05-102017-05-24114.1014.100.00%market480.00%72.41%0.25%0.51%-0.26%
GDOT2017-05-092017-05-102017-05-24135.1735.170.00%market19.05%18.00%3.26%0.51%2.75%
IAG2017-05-092017-05-102017-05-2413.983.980.00%market162.47%1100.00%9.70%0.51%9.19%
IPAR2017-05-092017-05-102017-05-24138.5038.500.00%market16.22%32.12%-11.01%0.51%-11.52%
J2017-05-092017-05-102017-05-24146.2346.230.00%market8.33%42.31%-5.38%0.51%-5.89%
LIND2017-05-092017-05-102017-05-2418.968.960.00%market25.00%114.57%3.69%0.51%3.19%
MCHP2017-05-092017-05-102017-05-24139.9539.950.00%market9.43%19.31%2.10%0.51%1.59%
MIDD2017-05-092017-05-102017-05-241107.15107.150.00%market11.50%39.85%-4.38%0.51%-4.89%
MMI2017-05-092017-05-102017-05-24126.0526.050.00%market10.71%35.48%-6.59%0.51%-7.10%
NXST2017-05-092017-05-102017-05-24163.1063.100.00%market262.96%156.82%-6.91%0.51%-7.42%
RC2017-05-092017-05-102017-05-24115.0015.000.00%market37.50%27.27%-0.77%0.51%-1.28%
SEDG2017-05-092017-05-102017-05-24116.8016.800.00%market12.50%43.02%11.51%0.51%11.00%
SRE2017-05-092017-05-102017-05-24155.8655.860.00%market8.75%50.02%1.73%0.51%1.22%
USFD2017-05-092017-05-102017-05-24128.7128.710.00%market5.88%99.38%2.23%0.51%1.72%
VVX2017-05-092017-05-102017-05-24129.9029.900.00%market30.43%25.83%-0.53%0.51%-1.04%
W2017-05-092017-05-102017-05-24161.6961.690.00%market14.29%154.01%4.86%0.51%4.35%
ZBRA2017-05-092017-05-102017-05-24197.4697.460.00%market6.20%110.06%7.03%0.51%6.52%
AGM2017-05-102017-05-112017-05-25164.3364.330.00%market12.40%27.59%-2.45%1.01%-3.45%
ATHM2017-05-102017-05-112017-05-25138.7338.730.00%market36.36%655.56%9.76%1.01%8.76%
BR2017-05-102017-05-112017-05-25170.6970.690.00%market15.00%24.64%7.10%1.01%6.09%
CCU2017-05-102017-05-112017-05-25125.6625.660.00%market5.41%54135.79%1.97%1.01%0.96%
CRL2017-05-102017-05-112017-05-25189.9989.990.00%market13.16%7.09%2.42%1.01%1.42%
CROX2017-05-102017-05-112017-05-2517.297.290.00%market319.05%131.82%-11.35%1.01%-12.36%
E2017-05-102017-05-112017-05-25132.3732.370.00%market104.55%39.53%0.76%1.01%-0.24%
HTHT2017-05-102017-05-112017-05-25118.2918.290.00%market60.00%909.83%5.53%1.01%4.52%
ICUI2017-05-102017-05-112017-05-251169.00169.000.00%market273.33%28.97%-5.63%1.01%-6.64%
INSW2017-05-102017-05-112017-05-25120.9520.950.00%market10.71%179.00%-3.78%1.01%-4.78%
JOYY2017-05-102017-05-112017-05-25153.8653.860.00%market68.67%260.95%3.50%1.01%2.50%
BBAR2017-05-122017-05-152017-05-30318.0518.050.00%market39.02%4218.69%10.15%0.85%9.30%
GOLF2017-05-122017-05-152017-05-30319.5919.590.00%market21.43%23.53%-4.39%0.85%-5.24%
TEN2017-05-122017-05-152017-05-30324.1024.100.00%market33.33%183.33%-8.81%0.85%-9.66%
BAK2017-05-152017-05-162017-05-31121.4521.450.00%market593.12%111.74%-4.06%0.33%-4.40%
DXPE2017-05-152017-05-162017-05-31137.0037.000.00%market142.86%17.65%-3.26%0.33%-3.59%
CIG2017-05-162017-05-172017-06-0112.162.160.00%market123.10%935.81%-19.08%1.37%-20.45%
CIG-C2017-05-162017-05-172017-06-0111.521.520.00%market91.23%229.98%-15.23%1.37%-16.60%
WB2017-05-162017-05-172017-06-01177.7577.750.00%market23.81%100.00%-4.74%1.37%-6.11%
EQNR2017-05-172017-05-182017-06-02117.7617.760.00%market36.00%19.20%-2.52%3.58%-6.10%
TGT2017-05-172017-05-182017-06-02155.2555.250.00%market32.97%18.58%0.39%3.58%-3.19%
ZTO2017-05-172017-05-182017-06-02113.4113.410.00%market11.11%1011.78%8.70%3.58%5.12%
ADSK2017-05-182017-05-192017-06-051108.00108.000.00%market27.27%392.97%2.57%2.81%-0.24%
CRM2017-05-182017-05-192017-06-05190.9590.950.00%market7.69%118.20%0.37%2.81%-2.43%
RL2017-05-182017-05-192017-06-05171.2471.240.00%market12.66%32.58%-3.02%2.81%-5.83%
VST2017-05-182017-05-192017-06-05115.2515.250.00%market125.00%94.43%-0.03%2.81%-2.84%
MMYT2017-05-192017-05-222017-06-06334.8534.850.00%market16.00%29.74%-10.57%1.80%-12.38%
YRD2017-05-212017-05-222017-06-06125.5025.500.00%market34.92%3008.65%-4.49%1.80%-6.30%
A2017-05-222017-05-232017-06-07159.8059.800.00%market20.83%25.70%1.29%1.55%-0.26%
YPF2017-05-222017-05-232017-06-07124.0124.010.00%market100.25%340717.07%1.15%1.55%-0.40%
DSX2017-05-232017-05-242017-06-0814.354.350.00%market8.11%41.18%-11.36%1.44%-12.80%
HEI2017-05-232017-05-242017-06-08147.3347.330.00%market6.25%37.35%-1.03%1.44%-2.47%
TLYS2017-05-232017-05-242017-06-08110.7510.750.00%market90.00%400.00%-4.75%1.44%-6.19%
P2017-05-242017-05-252017-06-09111.9711.970.00%market39.13%165.50%3.07%0.92%2.16%
PLUS2017-05-242017-05-252017-06-09137.0037.000.00%market5.56%178.95%5.93%0.92%5.01%
WSM2017-05-242017-05-252017-06-09126.9026.900.00%market8.33%32.31%-9.91%0.92%-10.83%
BBY2017-05-252017-05-262017-06-12160.4160.410.00%market42.50%52.24%-5.55%0.75%-6.30%
COST2017-05-252017-05-262017-06-121180.25180.250.00%market6.87%20.96%-0.44%0.75%-1.19%
DXC2017-05-252017-05-262017-06-12179.5179.510.00%market35.29%36.52%-5.08%0.75%-5.83%
FND2017-05-252017-05-262017-06-12139.0039.000.00%market30.00%113.82%1.00%0.75%0.25%
RY2017-05-252017-05-262017-06-12169.9369.930.00%market6.77%54.32%1.00%0.75%0.25%
TD2017-05-252017-05-262017-06-12147.7047.700.00%market8.70%72.08%2.54%0.75%1.79%
ULTA2017-05-252017-05-262017-06-121305.50305.500.00%market6.11%60.33%-1.57%0.75%-2.32%
VEEV2017-05-252017-05-262017-06-12166.3966.390.00%market22.22%102.84%-9.71%0.75%-10.46%
PKX2017-05-262017-05-302017-06-13462.3162.310.00%market6.02%98656.75%-0.93%1.33%-2.26%
AVAL2017-05-302017-05-312017-06-1418.418.410.00%market20.00%438109.78%0.38%0.99%-0.62%
BNS2017-05-302017-05-312017-06-14157.0757.070.00%market6.96%48.45%2.25%0.99%1.26%
NX2017-05-302017-05-312017-06-14120.0520.050.00%market83.33%90.91%7.13%0.99%6.14%
BOX2017-05-312017-06-012017-06-15119.8219.820.00%market7.14%60.14%-6.41%0.74%-7.15%
OLLI2017-05-312017-06-012017-06-15141.0041.000.00%market8.70%75.00%-0.34%0.74%-1.09%
PANW2017-05-312017-06-012017-06-15122.1922.190.00%market11.11%72.07%-0.91%0.74%-1.66%
AVGO2017-06-012017-06-022017-06-16124.8524.850.00%market8.82%41.14%-5.01%-0.32%-4.69%
CRVL2017-06-012017-06-022017-06-16115.9715.970.00%market366.67%50.00%-4.61%-0.32%-4.29%
FIVE2017-06-012017-06-022017-06-16152.6552.650.00%market7.14%129.97%-8.89%-0.32%-8.57%
GWRE2017-06-012017-06-022017-06-16164.7564.750.00%market667.75%331.25%3.75%-0.32%4.07%
LULU2017-06-012017-06-022017-06-16156.4156.410.00%market14.29%119.85%-6.20%-0.32%-5.88%
RH2017-06-012017-06-022017-06-16144.2044.200.00%market8.70%2968.82%18.57%-0.32%18.89%
WDAY2017-06-012017-06-022017-06-16199.2799.270.00%market81.25%39.04%-0.99%-0.32%-0.67%
THO2017-06-052017-06-062017-06-201106.17106.170.00%market11.64%13.27%-0.80%-0.14%-0.66%
KEYS2017-06-062017-06-072017-06-21141.8541.850.00%market10.34%68.03%-9.66%-0.27%-9.39%
OXM2017-06-062017-06-072017-06-21158.2058.200.00%market7.69%8.34%3.82%-0.27%4.08%
OKTA2017-06-072017-06-082017-06-22127.6027.600.00%market18.03%59.15%-4.81%-0.38%-4.43%
HLNE2017-06-122017-06-132017-06-27120.5520.550.00%market8.70%97.33%6.23%-1.09%7.31%
TDW2017-06-122017-06-132017-06-27126.1326.130.00%market27.59%97.68%-6.27%-1.09%-5.19%
JBL2017-06-142017-06-152017-06-29131.1331.130.00%market6.90%177.42%-6.81%-0.55%-6.27%
LPG2017-06-142017-06-152017-06-2917.367.360.00%market116.67%1750.00%10.63%-0.55%11.18%
ADBE2017-06-202017-06-212017-07-061145.08145.080.00%market8.51%58.39%-3.08%-1.20%-1.89%
KFY2017-06-202017-06-212017-07-06134.1834.180.00%market5.08%22.58%-0.13%-1.20%1.07%
KMX2017-06-212017-06-222017-07-07159.8259.820.00%market15.31%31.67%6.80%-0.35%7.15%
PRGS2017-06-282017-06-292017-07-14131.7731.770.00%market13.51%11.90%-0.35%0.78%-1.13%
MKC2017-06-292017-06-302017-07-17148.1348.130.00%market7.89%26.83%0.96%1.34%-0.38%
BY2017-07-032017-07-052017-07-19220.0220.020.00%market10.00%50.00%5.14%1.80%3.35%
YUMC2017-07-052017-07-062017-07-20136.4436.440.00%market12.50%101.27%2.75%2.15%0.60%
CBSH2017-07-132017-07-142017-07-28137.3937.390.00%market7.69%20.65%-0.96%1.02%-1.97%
C2017-07-142017-07-172017-07-31366.7666.760.00%market5.79%40.42%2.43%0.53%1.90%
JPM2017-07-142017-07-172017-07-31391.8291.820.00%market15.92%29.17%-0.12%0.53%-0.65%
BAC2017-07-182017-07-192017-08-02124.0524.050.00%market6.98%42.47%2.15%0.58%1.57%
EXPO2017-07-182017-07-192017-08-02133.0533.050.00%market23.81%36.92%-1.52%0.58%-2.10%
NIC2017-07-182017-07-192017-08-02154.7054.700.00%market12.16%22.89%-2.26%0.58%-2.83%
CTO2017-07-192017-07-202017-08-03115.4615.460.00%market157.14%11.11%-3.72%-0.13%-3.59%
KALU2017-07-192017-07-202017-08-03194.4694.460.00%market45.54%21.54%2.30%-0.13%2.43%
MS2017-07-192017-07-202017-08-03146.3546.350.00%market14.47%33.71%1.86%-0.13%1.99%
RLI2017-07-192017-07-202017-08-03128.3528.350.00%market14.81%92.88%-0.38%-0.13%-0.25%
TMUS2017-07-192017-07-202017-08-03163.8563.850.00%market76.32%35.19%-0.29%-0.13%-0.16%
TXT2017-07-192017-07-202017-08-03148.7548.750.00%market9.09%13.35%0.49%-0.13%0.62%
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AIZ2017-11-022017-11-032017-11-17199.0399.030.00%market21.79%252.24%-0.51%0.03%-0.55%
AME2017-11-022017-11-032017-11-17168.7868.780.00%market6.45%46.97%2.05%0.03%2.02%
AMN2017-11-022017-11-032017-11-17138.2538.250.00%market5.00%10.23%15.72%0.03%15.68%
ANET2017-11-022017-11-032017-11-17112.6112.610.00%market36.67%26.22%15.76%0.03%15.73%
ANIP2017-11-022017-11-032017-11-17160.0060.000.00%market12.12%9.91%6.15%0.03%6.12%
CBRE2017-11-032017-11-062017-11-20340.3340.330.00%market18.52%12.55%6.02%0.00%6.02%
FTS2017-11-032017-11-062017-11-20337.2437.240.00%market7.01%58.25%-0.50%0.00%-0.50%
GEL2017-11-032017-11-062017-11-20323.4623.460.00%market69.23%154.55%-7.47%0.00%-7.47%
AMC2017-11-062017-11-072017-11-211118.50118.500.00%market10.81%5.76%7.07%0.39%6.68%
APPF2017-11-062017-11-072017-11-21148.5048.500.00%market85.71%28.21%-7.94%0.39%-8.33%
BSM2017-11-062017-11-072017-11-21118.5018.500.00%market6.67%60.69%-8.26%0.39%-8.66%
ATHM2017-11-072017-11-082017-11-22164.6464.640.00%market7.14%466.67%0.19%0.50%-0.31%
CAPL2017-11-072017-11-082017-11-22125.3325.330.00%market28.57%18.52%-2.23%0.50%-2.73%
CROX2017-11-072017-11-082017-11-2218.828.820.00%market140.00%1175.00%25.98%0.50%25.48%
ENPH2017-11-072017-11-082017-11-2211.611.610.00%market80.00%4205.90%74.43%0.50%73.94%
GDOT2017-11-072017-11-082017-11-22160.6160.610.00%market30.77%247.06%3.76%0.50%3.26%
HAE2017-11-072017-11-082017-11-22151.8351.830.00%market17.07%32.40%12.54%0.50%12.04%
HLNE2017-11-072017-11-082017-11-22128.9028.900.00%market8.00%82.71%14.40%0.50%13.90%
IAG2017-11-072017-11-082017-11-2215.955.950.00%market438.46%71.43%-5.65%0.50%-6.15%
IBRX2017-11-072017-11-082017-11-2213.803.800.00%market6.25%21.69%31.48%0.50%30.98%
LSCC2017-11-072017-11-082017-11-2216.106.100.00%market433.33%121.43%5.15%0.50%4.65%
MAR2017-11-072017-11-082017-11-221121.00121.000.00%market11.11%21.44%4.35%0.50%3.86%
MED2017-11-072017-11-082017-11-22164.4464.440.00%market7.84%29.09%6.17%0.50%5.67%