EPS surp.>10 & Rev. growth>15 & PEG<1.5 (hold 10d) (lookback 50y) (max 100 pos)

Run 9a990686 · view hypothesis

running
This run produced no trades, so all metrics are zero. This usually means there is no matching data: ensure symbols, prices, and earnings have been backfilled (npm run backfill) and that the hypothesis universe and conditions match the available data, then run the backtest again.
Trades
0
Win rate
Avg return
Median return
Avg abnormal
Median abnormal
Best trade
Worst trade
Sharpe (per-trade)
Max drawdown
Equity curve

No trades to plot.

Breakdowns

No data.

Trades (0)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.Rev. growthPEGReturnBenchmarkAbnormal