EPS surp.>8 & ROE>20 & Debt / equity<0.5 (lookback 50y) (max 100 pos)
Run 9a979f93 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
512
Win rate
51.17%
Avg return
1.22%
Median return
0.18%
Avg abnormal
0.78%
Median abnormal
-0.49%
Best trade
87.27%
Worst trade
-43.60%
Sharpe (per-trade)
0.09
Daily portfolio drawdown
-1.27%
Portfolio (equal_weight)
Total return
6.24%
Max drawdown
-1.27%
Avg trade return
1.22%
Win rate
51.17%
Signals
512
Configured concurrent
100
Observed concurrent
13
Trades taken
512
Skipped (no capacity)
0
Excess vs benchmark
-460.09%
Avg entry slippage
0.00%
Return if filled at market
6.24%
VWAP fills
0
VWAP fallbacks
0
0 of 512 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 | -1.40% | -2.34% | 50.00% |
| 2007 | 1 | 6.42% | 6.05% | 100.00% |
| 2009 | 1 | 4.92% | -1.57% | 100.00% |
| 2016 | 9 | 9.56% | 9.05% | 66.67% |
| 2017 | 21 | 2.70% | 2.98% | 52.38% |
| 2018 | 33 | 2.20% | 1.86% | 54.55% |
| 2019 | 26 | 0.33% | -0.01% | 38.46% |
| 2020 | 47 | 2.15% | 1.77% | 53.19% |
| 2021 | 93 | 0.08% | -0.24% | 53.76% |
| 2022 | 61 | 2.44% | 1.93% | 57.38% |
| 2023 | 49 | 0.75% | -0.10% | 48.98% |
| 2024 | 64 | 2.18% | 1.19% | 53.13% |
| 2025 | 68 | -0.75% | -0.77% | 44.12% |
| 2026 | 37 | 0.23% | -0.04% | 43.24% |
Trades (page 2: 12 of 512)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROE | Debt / equity | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CMPS | 2026-05-13 | 2026-05-14 | 2026-05-21 | 1 | 10.74 | 10.74 | 0.00% | market | 33.33% | — | — | 7.81% | -0.13% | 7.94% |
| ONDS | 2026-05-14 | 2026-05-15 | 2026-05-22 | 1 | 10.91 | 10.91 | 0.00% | market | 1597.67% | — | — | -17.06% | 0.52% | -17.58% |
| TMC | 2026-05-14 | 2026-05-15 | 2026-05-22 | 1 | 5.63 | 5.63 | 0.00% | market | 16.67% | — | — | -4.19% | 0.52% | -4.70% |
| EMAT | 2026-05-22 | 2026-05-26 | 2026-06-02 | 4 | 8.20 | 8.20 | 0.00% | market | 33.33% | — | — | -11.20% | 1.27% | -12.47% |
| ESTC | 2026-05-28 | 2026-05-29 | 2026-06-05 | 1 | 53.91 | 53.91 | 0.00% | market | 8.73% | — | — | 14.52% | -2.43% | 16.94% |
| CHPT | 2026-06-03 | 2026-06-04 | 2026-06-11 | 1 | 7.47 | 7.47 | 0.00% | market | 33.33% | — | — | -12.01% | -1.91% | -10.11% |
| SKIL | 2026-06-09 | 2026-06-10 | 2026-06-17 | 1 | 5.90 | 5.90 | 0.00% | market | 2220.00% | — | — | 17.70% | 1.03% | 16.66% |
| ANGX | 2026-06-11 | 2026-06-12 | 2026-06-22 | 1 | 2.90 | 2.90 | 0.00% | market | 41.43% | — | — | 6.11% | 0.50% | 5.61% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-02 | 1 | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | — | — | -20.98% | 0.79% | -21.77% |
| FTNT | 2026-07-29 | 2026-07-30 | 2026-08-06 | 1 | 164.00 | 164.00 | 0.00% | market | 20.64% | — | — | -2.47% | 4.42% | -6.89% |
| CDNA | 2026-07-30 | 2026-07-31 | 2026-08-07 | 1 | 42.49 | 42.49 | 0.00% | market | 59.41% | — | — | 9.78% | 3.84% | 5.95% |
| NEXT | 2026-07-30 | 2026-07-31 | 2026-08-07 | 1 | 6.78 | 6.78 | 0.00% | market | 62.08% | — | — | -1.28% | 3.84% | -5.12% |