EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y) (max 100 pos) (2)
Run 9a963490 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
13095
Win rate
53.19%
Avg return
1.23%
Median return
0.61%
Avg abnormal
0.86%
Median abnormal
0.13%
Best trade
340.64%
Worst trade
-61.71%
Sharpe (per-trade)
0.11
Daily portfolio drawdown
-16.96%
Portfolio (equal_weight)
Total return
160.43%
Max drawdown
-16.96%
Avg trade return
1.23%
Win rate
53.19%
Signals
14578
Configured concurrent
100
Observed concurrent
100
Trades taken
13095
Skipped (no capacity)
1483
Excess vs benchmark
-325.95%
Avg entry slippage
0.00%
Return if filled at market
160.43%
VWAP fills
0
VWAP fallbacks
0
1483 of 14578 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 | 153 | 3.59% | 2.43% | 67.32% |
| 2007 | 639 | -0.45% | 0.33% | 48.20% |
| 2008 | 565 | 1.50% | 2.48% | 56.99% |
| 2009 | 887 | 2.21% | 1.23% | 55.02% |
| 2010 | 883 | -0.16% | 0.42% | 48.47% |
| 2011 | 704 | -1.68% | 0.10% | 42.05% |
| 2012 | 680 | -0.03% | 0.04% | 48.97% |
| 2013 | 692 | 1.87% | 0.66% | 59.54% |
| 2014 | 636 | 1.20% | 0.03% | 53.62% |
| 2015 | 652 | 0.53% | 0.79% | 54.14% |
| 2016 | 683 | 3.31% | 2.14% | 61.79% |
| 2017 | 649 | 0.61% | 0.25% | 48.38% |
| 2018 | 469 | 0.70% | 0.47% | 53.09% |
| 2019 | 447 | -0.09% | -0.08% | 50.78% |
| 2020 | 652 | 2.61% | 0.87% | 53.37% |
| 2021 | 726 | 1.20% | 0.54% | 51.38% |
| 2022 | 645 | 1.95% | 2.23% | 54.88% |
| 2023 | 650 | 1.45% | 0.49% | 55.38% |
| 2024 | 688 | 3.44% | 1.52% | 58.43% |
| 2025 | 649 | 1.77% | 1.35% | 52.39% |
| 2026 | 346 | 2.00% | 0.95% | 55.49% |
Trades (page 27: 95 of 13,095)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Curr. earn. vs next-Q est. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMC | 2026-05-05 | 2026-05-06 | 2026-05-20 | 1 | 1.67 | 1.67 | 0.00% | market | 31.25% | 101.78% | -9.08% | 1.80% | -10.88% |
| ANDE | 2026-05-05 | 2026-05-06 | 2026-05-20 | 1 | 75.29 | 75.29 | 0.00% | market | 40.00% | 51.36% | -6.26% | 1.80% | -8.06% |
| APA | 2026-05-06 | 2026-05-07 | 2026-05-21 | 1 | 36.50 | 36.50 | 0.00% | market | 24.32% | 37.37% | 4.94% | 1.04% | 3.90% |
| AXIA | 2026-05-06 | 2026-05-07 | 2026-05-21 | 1 | 12.17 | 12.17 | 0.00% | market | 32.09% | 292.00% | -10.12% | 1.04% | -11.17% |
| BLBD | 2026-05-06 | 2026-05-07 | 2026-05-21 | 1 | 76.16 | 76.16 | 0.00% | market | 23.46% | 25.17% | -14.99% | 1.04% | -16.03% |
| BRKR | 2026-05-06 | 2026-05-07 | 2026-05-21 | 1 | 42.76 | 42.76 | 0.00% | market | 34.78% | 24.15% | 5.09% | 1.04% | 4.05% |
| CAPL | 2026-05-06 | 2026-05-07 | 2026-05-21 | 1 | 20.71 | 20.71 | 0.00% | market | 262.50% | 46.15% | 9.36% | 1.04% | 8.32% |
| CENT | 2026-05-06 | 2026-05-07 | 2026-05-21 | 1 | 39.00 | 39.00 | 0.00% | market | 19.44% | 18.73% | -1.10% | 1.04% | -2.14% |
| CF | 2026-05-06 | 2026-05-07 | 2026-05-21 | 1 | 114.10 | 114.10 | 0.00% | market | 51.71% | 41.16% | 6.55% | 1.04% | 5.51% |
| CGNX | 2026-05-06 | 2026-05-07 | 2026-05-21 | 1 | 64.65 | 64.65 | 0.00% | market | 36.93% | 24.64% | -0.69% | 1.04% | -1.73% |
| ACMR | 2026-05-07 | 2026-05-08 | 2026-05-22 | 1 | 60.09 | 60.09 | 0.00% | market | 33.33% | 23.11% | 21.97% | 1.46% | 20.51% |
| AFRM | 2026-05-07 | 2026-05-08 | 2026-05-22 | 1 | 68.36 | 68.36 | 0.00% | market | 76.06% | 16.18% | -4.69% | 1.46% | -6.15% |
| ASND | 2026-05-07 | 2026-05-08 | 2026-05-22 | 1 | 246.14 | 246.14 | 0.00% | market | 70.58% | 385.84% | 0.27% | 1.46% | -1.19% |
| BOBS | 2026-05-07 | 2026-05-08 | 2026-05-22 | 1 | 12.45 | 12.45 | 0.00% | market | 28.57% | 121.33% | -7.33% | 1.46% | -8.79% |
| CAI | 2026-05-07 | 2026-05-08 | 2026-05-22 | 1 | 16.80 | 16.80 | 0.00% | market | 91.00% | 426.06% | -7.54% | 1.46% | -9.00% |
| CIG | 2026-05-07 | 2026-05-08 | 2026-05-22 | 1 | 2.43 | 2.43 | 0.00% | market | 32.98% | 264.80% | -9.15% | 1.46% | -10.61% |
| CNR | 2026-05-07 | 2026-05-08 | 2026-05-22 | 1 | 88.56 | 88.56 | 0.00% | market | 4200.00% | 47.51% | -5.17% | 1.46% | -6.63% |
| CIG-C | 2026-05-08 | 2026-05-11 | 2026-05-26 | 3 | 3.38 | 3.38 | 0.00% | market | 32.98% | 264.80% | -5.43% | 1.92% | -7.35% |
| KOP | 2026-05-08 | 2026-05-11 | 2026-05-26 | 3 | 44.00 | 44.00 | 0.00% | market | 51.31% | 96.49% | -5.69% | 1.92% | -7.61% |
| ABCL | 2026-05-11 | 2026-05-12 | 2026-05-27 | 1 | 4.76 | 4.76 | 0.00% | market | 36.36% | 16.83% | 14.19% | 1.84% | 12.34% |
| APC | 2026-05-11 | 2026-05-12 | 2026-05-27 | 1 | 20.01 | 20.01 | 0.00% | market | 42.86% | 64.42% | -2.00% | 1.84% | -3.84% |
| BAK | 2026-05-11 | 2026-05-12 | 2026-05-27 | 1 | 4.14 | 4.14 | 0.00% | market | 244.64% | 776.75% | 7.87% | 1.84% | 6.03% |
| BATRA | 2026-05-11 | 2026-05-12 | 2026-05-27 | 1 | 54.14 | 54.14 | 0.00% | market | 24.10% | 145.72% | -0.51% | 1.84% | -2.35% |
| BATRK | 2026-05-11 | 2026-05-12 | 2026-05-27 | 1 | 50.22 | 50.22 | 0.00% | market | 24.10% | 150.40% | -0.70% | 1.84% | -2.54% |
| AKA | 2026-05-12 | 2026-05-13 | 2026-05-28 | 1 | 12.40 | 12.40 | 0.00% | market | 32.65% | 47.98% | -21.55% | 2.18% | -23.74% |
| ALH | 2026-05-12 | 2026-05-13 | 2026-05-28 | 1 | 25.09 | 25.09 | 0.00% | market | 19.23% | 10.27% | 1.69% | 2.18% | -0.49% |
| JD | 2026-05-12 | 2026-05-13 | 2026-05-28 | 1 | 32.41 | 32.41 | 0.00% | market | 29.82% | 660.70% | -10.19% | 2.18% | -12.37% |
| MAIR | 2026-05-12 | 2026-05-13 | 2026-05-28 | 1 | 40.98 | 40.98 | 0.00% | market | 31.71% | 34.61% | 2.95% | 2.18% | 0.77% |
| SLS | 2026-05-12 | 2026-05-13 | 2026-05-28 | 1 | 6.32 | 6.32 | 0.00% | market | 16.67% | 10.00% | 45.15% | 2.18% | 42.97% |
| TEO | 2026-05-12 | 2026-05-13 | 2026-05-28 | 1 | 11.69 | 11.69 | 0.00% | market | 271.43% | 35402.52% | 18.04% | 2.18% | 15.85% |
| VG | 2026-05-12 | 2026-05-13 | 2026-05-28 | 1 | 13.45 | 13.45 | 0.00% | market | 51.52% | 155.61% | -6.87% | 2.18% | -9.05% |
| VIA | 2026-05-12 | 2026-05-13 | 2026-05-28 | 1 | 14.01 | 14.01 | 0.00% | market | 16.67% | 50.27% | 3.40% | 2.18% | 1.21% |
| VPG | 2026-05-12 | 2026-05-13 | 2026-05-28 | 1 | 92.37 | 92.37 | 0.00% | market | 53946.15% | 171.43% | 35.50% | 2.18% | 33.31% |
| ATAT | 2026-05-13 | 2026-05-14 | 2026-05-29 | 1 | 37.24 | 37.24 | 0.00% | market | 29.73% | 702.40% | -7.89% | 1.73% | -9.61% |
| ECO | 2026-05-13 | 2026-05-14 | 2026-05-29 | 1 | 55.32 | 55.32 | 0.00% | market | 33.91% | 97.81% | -14.76% | 1.73% | -16.49% |
| EQPT | 2026-05-13 | 2026-05-14 | 2026-05-29 | 1 | 26.55 | 26.55 | 0.00% | market | 52.77% | 45.97% | -21.61% | 1.73% | -23.33% |
| PGEN | 2026-05-13 | 2026-05-14 | 2026-05-29 | 1 | 4.58 | 4.58 | 0.00% | market | 33.33% | 57.86% | -5.34% | 1.73% | -7.07% |
| SMFG | 2026-05-13 | 2026-05-14 | 2026-05-29 | 1 | 21.78 | 21.78 | 0.00% | market | 72.73% | 36169.09% | 0.77% | 1.73% | -0.95% |
| SPIR | 2026-05-13 | 2026-05-14 | 2026-05-29 | 1 | 18.99 | 18.99 | 0.00% | market | 23.97% | 20.72% | 20.17% | 1.73% | 18.45% |
| STUB | 2026-05-13 | 2026-05-14 | 2026-05-29 | 1 | 8.90 | 8.90 | 0.00% | market | 375.44% | 51.99% | 10.69% | 1.73% | 8.96% |
| TSEM | 2026-05-13 | 2026-05-14 | 2026-05-29 | 1 | 267.97 | 267.97 | 0.00% | market | 15.45% | 16.62% | -4.85% | 1.73% | -6.58% |
| VLN | 2026-05-13 | 2026-05-14 | 2026-05-29 | 1 | 3.00 | 3.00 | 0.00% | market | 16.67% | 20.00% | 17.57% | 1.73% | 15.84% |
| VSH | 2026-05-13 | 2026-05-14 | 2026-05-29 | 1 | 38.48 | 38.48 | 0.00% | market | 114.32% | 190.46% | 35.17% | 1.73% | 33.44% |
| HMC | 2026-05-14 | 2026-05-15 | 2026-06-01 | 1 | 26.45 | 26.45 | 0.00% | market | 26.82% | 4792.21% | -0.89% | 2.26% | -3.15% |
| KLC | 2026-05-14 | 2026-05-15 | 2026-06-01 | 1 | 4.58 | 4.58 | 0.00% | market | 500.00% | 141.37% | -12.33% | 2.26% | -14.59% |
| LGN | 2026-05-14 | 2026-05-15 | 2026-06-01 | 1 | 85.86 | 85.86 | 0.00% | market | 16.50% | 54.65% | 0.70% | 2.26% | -1.55% |
| NIQ | 2026-05-14 | 2026-05-15 | 2026-06-01 | 1 | 8.07 | 8.07 | 0.00% | market | 50.00% | 35.27% | 10.31% | 2.26% | 8.05% |
| SKYH | 2026-05-14 | 2026-05-15 | 2026-06-01 | 1 | 9.05 | 9.05 | 0.00% | market | 15.79% | 11.61% | 1.89% | 2.26% | -0.37% |
| YETI | 2026-05-14 | 2026-05-15 | 2026-06-01 | 1 | 40.96 | 40.96 | 0.00% | market | 46.81% | 109.23% | 15.57% | 2.26% | 13.32% |
| MFG | 2026-05-15 | 2026-05-18 | 2026-06-02 | 3 | 8.40 | 8.40 | 0.00% | market | 71.43% | 19552.47% | 10.38% | 2.67% | 7.71% |
| RNW | 2026-05-18 | 2026-05-19 | 2026-06-03 | 1 | 5.45 | 5.45 | 0.00% | market | 113.38% | 56411.89% | 14.58% | 2.65% | 11.93% |
| BEKE | 2026-05-19 | 2026-05-20 | 2026-06-04 | 1 | 18.11 | 18.11 | 0.00% | market | 42.86% | 988.04% | -8.33% | 2.91% | -11.23% |
| EXP | 2026-05-19 | 2026-05-20 | 2026-06-04 | 1 | 200.59 | 200.59 | 0.00% | market | 20.13% | 76.41% | 8.33% | 2.91% | 5.42% |
| GLNG | 2026-05-20 | 2026-05-21 | 2026-06-05 | 1 | 56.36 | 56.36 | 0.00% | market | 20.19% | 15.04% | -10.20% | -0.15% | -10.05% |
| LPG | 2026-05-20 | 2026-05-21 | 2026-06-05 | 1 | 47.71 | 47.71 | 0.00% | market | 34.04% | 11.90% | -12.95% | -0.15% | -12.80% |
| SBLK | 2026-05-20 | 2026-05-21 | 2026-06-05 | 1 | 27.98 | 27.98 | 0.00% | market | 17.89% | 70.25% | -2.46% | -0.15% | -2.31% |
| TGT | 2026-05-20 | 2026-05-21 | 2026-06-05 | 1 | 120.83 | 120.83 | 0.00% | market | 16.33% | 33.96% | 1.34% | -0.15% | 1.49% |
| AAP | 2026-05-21 | 2026-05-22 | 2026-06-08 | 1 | 58.01 | 58.01 | 0.00% | market | 97.44% | 12.10% | 0.54% | -0.94% | 1.48% |
| MUFG | 2026-05-21 | 2026-05-22 | 2026-06-08 | 1 | 19.45 | 19.45 | 0.00% | market | 90.00% | 15944.04% | 2.32% | -0.94% | 3.26% |
| NMM | 2026-05-21 | 2026-05-22 | 2026-06-08 | 1 | 74.75 | 74.75 | 0.00% | market | 20.94% | 29.93% | -5.24% | -0.94% | -4.30% |
| NTES | 2026-05-21 | 2026-05-22 | 2026-06-08 | 1 | 114.28 | 114.28 | 0.00% | market | 15.53% | 515.09% | 3.77% | -0.94% | 4.71% |
| YMM | 2026-05-21 | 2026-05-22 | 2026-06-08 | 1 | 8.34 | 8.34 | 0.00% | market | 30.77% | 628.76% | 0.02% | -0.94% | 0.96% |
| BBAR | 2026-05-26 | 2026-05-27 | 2026-06-10 | 1 | 16.82 | 16.82 | 0.00% | market | 58.82% | 257555.45% | 4.89% | -3.39% | 8.28% |
| CSW | 2026-05-26 | 2026-05-27 | 2026-06-10 | 1 | 276.28 | 276.28 | 0.00% | market | 30.29% | 10.76% | -3.91% | -3.39% | -0.52% |
| MNSO | 2026-05-26 | 2026-05-27 | 2026-06-10 | 1 | 12.46 | 12.46 | 0.00% | market | 148.32% | 216.33% | 5.60% | -3.39% | 8.99% |
| CPRI | 2026-05-27 | 2026-05-28 | 2026-06-11 | 1 | 17.57 | 17.57 | 0.00% | market | 86.44% | 88.45% | 18.57% | -1.66% | 20.23% |
| HAFN | 2026-05-27 | 2026-05-28 | 2026-06-11 | 1 | 7.80 | 7.80 | 0.00% | market | 21.58% | 54.63% | -6.77% | -1.66% | -5.10% |
| MOV | 2026-05-27 | 2026-05-28 | 2026-06-11 | 1 | 34.56 | 34.56 | 0.00% | market | 433.33% | 10.16% | 10.69% | -1.66% | 12.36% |
| P | 2026-05-27 | 2026-05-28 | 2026-06-11 | 1 | 74.50 | 74.50 | 0.00% | market | 18.18% | 22.89% | -7.03% | -1.66% | -5.36% |
| PHR | 2026-05-27 | 2026-05-28 | 2026-06-11 | 1 | 10.78 | 10.78 | 0.00% | market | 150.00% | 69.42% | -16.15% | -1.66% | -14.48% |
| SNOW | 2026-05-27 | 2026-05-28 | 2026-06-11 | 1 | 237.00 | 237.00 | 0.00% | market | 22.14% | 14.56% | 1.33% | -1.66% | 3.00% |
| AEO | 2026-05-28 | 2026-05-29 | 2026-06-12 | 1 | 14.65 | 14.65 | 0.00% | market | 15.61% | 52.83% | 28.16% | -1.87% | 30.03% |
| ATHM | 2026-05-28 | 2026-05-29 | 2026-06-12 | 1 | 17.28 | 17.28 | 0.00% | market | 55.30% | 423.04% | 1.58% | -1.87% | 3.45% |
| KSS | 2026-05-28 | 2026-05-29 | 2026-06-12 | 1 | 15.16 | 15.16 | 0.00% | market | 27.78% | 543.05% | 19.03% | -1.87% | 20.90% |
| S | 2026-05-28 | 2026-05-29 | 2026-06-12 | 1 | 15.44 | 15.44 | 0.00% | market | 83.32% | 78.38% | -3.92% | -1.87% | -2.05% |
| CHA | 2026-05-29 | 2026-06-01 | 2026-06-15 | 3 | 12.70 | 12.70 | 0.00% | market | 39.40% | 526.32% | -7.19% | -0.07% | -7.12% |
| GCO | 2026-05-29 | 2026-06-01 | 2026-06-15 | 3 | 37.79 | 37.79 | 0.00% | market | 15.50% | 37.27% | 3.60% | -0.07% | 3.67% |
| HPE | 2026-06-01 | 2026-06-02 | 2026-06-16 | 1 | 63.06 | 63.06 | 0.00% | market | 47.66% | 16.55% | -23.38% | -0.89% | -22.49% |
| VSXY | 2026-06-02 | 2026-06-03 | 2026-06-17 | 1 | 75.55 | 75.55 | 0.00% | market | 90.17% | 25.96% | 3.83% | -2.27% | 6.10% |
| M | 2026-06-03 | 2026-06-04 | 2026-06-18 | 1 | 21.93 | 21.93 | 0.00% | market | 324.28% | 167.42% | 9.98% | -0.71% | 10.69% |
| TLYS | 2026-06-03 | 2026-06-04 | 2026-06-18 | 1 | 5.24 | 5.24 | 0.00% | market | 21.21% | 163.46% | -15.56% | -0.71% | -14.85% |
| PL | 2026-06-04 | 2026-06-05 | 2026-06-22 | 1 | 38.30 | 38.30 | 0.00% | market | 28.25% | 17.69% | -24.98% | -1.05% | -23.93% |
| CASY | 2026-06-09 | 2026-06-10 | 2026-06-25 | 1 | 800.65 | 800.65 | 0.00% | market | 32.02% | 52.77% | -2.09% | 0.12% | -2.21% |
| DBI | 2026-06-09 | 2026-06-10 | 2026-06-25 | 1 | 6.81 | 6.81 | 0.00% | market | 250.00% | 264.40% | -13.61% | 0.12% | -13.73% |
| MH | 2026-06-11 | 2026-06-12 | 2026-06-29 | 1 | 12.38 | 12.38 | 0.00% | market | 92.89% | 49.18% | -25.06% | 0.04% | -25.10% |
| SB | 2026-06-17 | 2026-06-18 | 2026-07-06 | 1 | 6.90 | 6.90 | 0.00% | market | 71.43% | 38.89% | -3.29% | 0.47% | -3.76% |
| CCL | 2026-06-23 | 2026-06-24 | 2026-07-09 | 1 | 29.31 | 29.31 | 0.00% | market | 19.12% | 230.26% | -8.94% | 2.25% | -11.19% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-10 | 1 | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | 24.09% | -20.68% | 2.17% | -22.85% |
| CPAC | 2026-07-20 | 2026-07-21 | 2026-08-04 | 1 | 11.60 | 11.60 | 0.00% | market | 125.69% | 100.81% | 2.31% | 3.36% | -1.04% |
| MOGU | 2026-07-20 | 2026-07-21 | 2026-08-04 | 1 | 1.92 | 1.92 | 0.00% | market | 1230.53% | 140.68% | 6.15% | 3.36% | 2.79% |
| KNX | 2026-07-22 | 2026-07-23 | 2026-08-06 | 1 | 79.01 | 79.01 | 0.00% | market | 22.57% | 21.20% | -12.41% | 3.95% | -16.36% |
| FCNCA | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 2,222.00 | 2,222.00 | 0.00% | market | 40.30% | 7902.29% | -0.26% | 4.71% | -4.96% |
| FCNCN | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 25.03 | 25.03 | 0.00% | market | 40.30% | 7902.29% | -0.14% | 4.71% | -4.85% |
| IMAX | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 44.23 | 44.23 | 0.00% | market | 41.08% | 20.06% | 9.53% | 4.71% | 4.83% |
| STM | 2026-07-23 | 2026-07-24 | 2026-08-07 | 1 | 54.42 | 54.42 | 0.00% | market | 19.23% | 29.95% | 2.99% | 4.71% | -1.72% |