Hypotheses

Define and manage backtestable hypotheses.

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test of data
SPY
No description.
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test
SPY
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EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y)
SPY
No description.
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EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y)
SPY
Beat, but avoid rich valuations.
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EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y)
SPY
Strong beat from a high-ROE business.
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EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 50y)
SPY
No description.
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EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 50y)
SPY
No description.
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EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 50y)
SPY
No description.
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EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 50y)
SPY
No description.
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EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 50y)
SPY
No description.
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EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y)
SPY
No description.
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EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 50y)
SPY
No description.
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EPS surp.>12 & ROE>20 (hold 20d) (lookback 50y)
SPY
No description.
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EPS surp.>10 (hold 20d) (lookback 50y)
SPY
No description.
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EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 50y)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 50y)
SPY
No description.
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EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (2)
SPY
No description.
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EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (2)
SPY
Beat, but avoid rich valuations.
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EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (2)
SPY
Strong beat from a high-ROE business.
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EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y) (2)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 50y) (2)
SPY
No description.
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EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 50y) (2)
SPY
No description.
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EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 50y) (2)
SPY
No description.
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EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 50y) (2)
SPY
No description.
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EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 50y) (2)
SPY
No description.
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EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y) (2)
SPY
No description.
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EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 50y) (2)
SPY
No description.
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EPS surp.>12 & ROE>20 (hold 20d) (lookback 50y) (2)
SPY
No description.
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EPS surp.>10 (hold 20d) (lookback 50y) (2)
SPY
No description.
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EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (2)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 50y) (2)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 50y) (2)
SPY
No description.
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EPS surp.>12 & P/E<25 & Rev. growth>15 (lookback 50y)
SPY
No description.
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EPS surp.>12 & ROIC>15 & Debt / equity<1 (lookback 50y)
SPY
No description.
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EPS surp.>8 & ROE>20 & Debt / equity<0.5 (lookback 50y)
SPY
Beat on profit and sales (higher-quality signal).
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EPS surp.>12 & P/E<25 & Rev. growth>15 (lookback 50y) (2)
SPY
No description.
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P/E>10 & P/E after earn.<8 (lookback 50y) (exit open) (min cap 10000000000)
SPY
If PE ratio is above 10 before earnings and after earnings it is below 5 hold for 1 days after next market open after earnings. 1 year. exit price open
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EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 10 pos) (fill delayed 1d, 10bps)
SPY
No description.
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EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (fill slippage 20bps)
SPY
No description.
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P/E>10 & P/E after earn.<5 (hold 1d) (lookback 50y) (min cap 10000000000)
SPY
If PE ratio is above 10 before earnings and after earnings it is below 5 hold for one day after next market open after earnings. 1 year.
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P/E>20 & P/E after earn.<15 (lookback 50y) (min cap 10000000000)
SPY
If PE ratio is above 20 before earnings and after earnings it is below 15 hold for 5 days after next market open after earnings. 1 year.
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P/E>10 & P/E after earn.<5 (lookback 50y) (exit open) (min cap 10000000000)
SPY
If PE ratio is above 10 before earnings and after earnings it is below 5 hold for 5 days after next market open after earnings. 1 year. exit price open
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P/E>10 & P/E after earn.<7 (hold 1d) (lookback 50y) (exit open) (min cap 10000000000)
SPY
If PE ratio is above 10 before earnings and after earnings it is below 5 hold for 1 days after next market open after earnings. 1 year. exit price open
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P/E>10 & P/E after earn.<8 (hold 1d) (lookback 50y) (exit open) (min cap 10000000000)
SPY
If PE ratio is above 10 before earnings and after earnings it is below 5 hold for 1 days after next market open after earnings. 1 year. exit price open
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EPS surp.>10 & Rev. surp.>10 (hold 20d) (lookback 50y)
SPY
Beat on both profit and sales is higher-quality news.
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EPS surp.>10 & P/E<20 & P/E after earn.>25 (hold 20d) (lookback 50y)
SPY
A beat is more useful when the stock is not already expensive.
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EPS surp.>10 (hold 10d) (lookback 50y)
SPY
Stocks that clearly beat EPS estimates keep drifting up for weeks
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EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (3)
SPY
Strong beat from a high-ROE business.
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EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (3)
SPY
Beat, but avoid rich valuations.
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EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (3)
SPY
No description.
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EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y)
SPY
No description.
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EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 50y)
SPY
No description.
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EPS surp.>8 & ROE>20 & Debt / equity<0.5 (hold 20d) (lookback 50y)
SPY
Beat on profit and sales (higher-quality signal).
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EPS surp.>12 & ROE>18 & Op. margin<12 (hold 20d) (lookback 50y)
SPY
No description.
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EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y)
SPY
No description.
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EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>15 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>20 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & ROE>15 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>10 & FCF growth>0 & Free cash flow>0 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>10 & Op. margin>12 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>15 & Debt / equity<1 & Op. margin>10 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>8 & ROE>20 & Debt / equity<0.5 (hold 10d) (lookback 50y) (max 100 pos)
SPY
Beat on profit and sales (higher-quality signal).
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EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>15 & Op. margin>15 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>15 & P/E<15 (hold 10d) (lookback 50y) (max 100 pos)
SPY
Beat, but avoid rich valuations.
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EPS surp.>15 & ROE>20 (hold 10d) (lookback 50y) (max 100 pos)
SPY
Strong beat from a high-ROE business.
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EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & P/E<18 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & ROE>20 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>10 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 50y) (max 100 pos) (3)
SPY
No description.
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EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (max 100 pos)
SPY
Beat, but avoid rich valuations.
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EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos)
SPY
Strong beat from a high-ROE business.
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EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>12 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>10 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (max 100 pos) (2)
SPY
Beat, but avoid rich valuations.
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EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (2)
SPY
Strong beat from a high-ROE business.
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EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y) (max 100 pos) (3)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 50y) (max 100 pos) (3)
SPY
No description.
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EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (3)
SPY
No description.
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EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 50y) (max 100 pos) (3)
SPY
No description.
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EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (3)
SPY
No description.
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EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 50y) (max 100 pos) (3)
SPY
No description.
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EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y) (max 100 pos) (3)
SPY
No description.
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EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 50y) (max 100 pos) (3)
SPY
No description.
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EPS surp.>12 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (3)
SPY
No description.
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EPS surp.>10 (hold 20d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (3)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 50y) (max 100 pos) (3)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 50y) (max 100 pos) (3)
SPY
No description.
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EPS surp.>8 & ROE>20 & Debt / equity<0.5 (hold 20d) (lookback 50y) (max 100 pos)
SPY
Beat on profit and sales (higher-quality signal).
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EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos) (3)
SPY
No description.
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EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (max 100 pos) (3)
SPY
Beat, but avoid rich valuations.
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EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (3)
SPY
Strong beat from a high-ROE business.
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EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y) (max 100 pos) (4)
SPY
No description.
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EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 20d) (lookback 50y) (max 100 pos) (2)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 50y) (max 100 pos) (4)
SPY
No description.
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EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (4)
SPY
No description.
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EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 50y) (max 100 pos) (4)
SPY
No description.
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EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (4)
SPY
No description.
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EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 50y) (max 100 pos) (4)
SPY
No description.
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EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y) (max 100 pos) (4)
SPY
No description.
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EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 50y) (max 100 pos) (4)
SPY
No description.
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EPS surp.>12 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (4)
SPY
No description.
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EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (4)
SPY
No description.
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EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 50y) (max 100 pos) (4)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 50y) (max 100 pos) (4)
SPY
No description.
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EPS surp.>12 & P/E<25 & Rev. growth>15 (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>12 & ROIC>15 & Debt / equity<1 (lookback 50y) (max 100 pos)
SPY
No description.
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EPS surp.>8 & ROE>20 & Debt / equity<0.5 (lookback 50y) (max 100 pos)
SPY
Beat on profit and sales (higher-quality signal).
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EPS surp.>12 & P/E<25 & Rev. growth>15 (lookback 50y) (max 100 pos) (2)
SPY
No description.
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P/E>10 & P/E after earn.<8 (lookback 50y) (max 100 pos) (exit open) (min cap 10000000000)
SPY
If PE ratio is above 10 before earnings and after earnings it is below 5 hold for 1 days after next market open after earnings. 1 year. exit price open
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P/E>10 & P/E after earn.<7 (lookback 50y) (max 100 pos) (exit open) (min cap 10000000000)
SPY
If PE ratio is above 10 before earnings and after earnings it is below 5 hold for 1 days after next market open after earnings. 1 year. exit price open
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P/E>20 & P/E after earn.<15 (lookback 50y) (max 100 pos) (min cap 10000000000)
SPY
If PE ratio is above 20 before earnings and after earnings it is below 15 hold for 5 days after next market open after earnings. 1 year.
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EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (4)
SPY
Strong beat from a high-ROE business.
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EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (5)
SPY
Strong beat from a high-ROE business.
View resultsCopyEdit
EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (max 100 pos) (4)
SPY
Beat, but avoid rich valuations.
View resultsCopyEdit
EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (max 100 pos) (5)
SPY
Beat, but avoid rich valuations.
View resultsCopyEdit
EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos) (4)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos) (5)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y) (max 100 pos) (3)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y) (max 100 pos) (4)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y) (max 100 pos) (5)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & P/E after earn.<20 & Op. margin>15 (hold 15d) (lookback 50y) (max 100 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & Debt / equity<1 & FCF growth>10 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & Rev. surp.>0 & Net margin>12 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & Rev. surp.>0 & Net margin>12 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & Rev. growth>15 & PEG<1.5 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
CopyEdit
EPS surp.>10 & Rev. growth>15 & P/E<25 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
CopyEdit
Rev. surp.>8 & EPS surp.>5 & Gross margin>30 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
CopyEdit
EPS surp.>25 (hold 10d) (lookback 50y) (max 100 pos)
SPY
No description.
CopyEdit
EPS surp.>25 (hold 20d) (lookback 50y) (max 100 pos)
SPY
No description.
CopyEdit
EPS surp.>10 & ROE>15 (hold 20d) (lookback 50y) (max 100 pos) (fill delayed 1d, 10bps)
SPY
No description.
CopyEdit
EPS surp.>10 & ROE>15 (hold 20d) (lookback 50y) (max 100 pos) (fill delayed 2d, 10bps)
SPY
No description.
CopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (fill slippage 20bps)
SPY
No description.
CopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (fill delayed 1d, 10bps)
SPY
No description.
CopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (5)
SPY
No description.
CopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (fill delayed 1d, 10bps) (2)
SPY
No description.
CopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (fill slippage 20bps) (2)
SPY
No description.
CopyEdit
EPS surp.>5 (hold 1d) (max 100 pos) (cost 0bps)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 10y) (fill slippage 20bps)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 10y) (max 10 pos) (fill delayed 1d, 10bps)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 10y) (max 1 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 & P/E after earn.<40 (hold 20d) (lookback 10y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 & P/E after earn.<40 (hold 20d) (lookback 10y) (max 10 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 & P/E after earn.<40 (hold 10d) (lookback 10y) (max 10 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 & P/E after earn.<40 (lookback 10y) (max 10 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 & P/E after earn.<40 (lookback 3y) (max 10 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 & P/E after earn.<40 (hold 10d) (lookback 3y) (max 10 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 & P/E after earn.<40 (hold 20d) (lookback 3y) (max 10 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 & P/E after earn.<40 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 3y) (max 1 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 3y) (max 10 pos) (fill delayed 1d, 10bps)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 3y) (fill slippage 20bps)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & ROE>15 & P/E after earn.<40 (hold 20d) (lookback 3y) (max 1 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & ROE>15 (hold 20d) (lookback 3y) (max 1 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & ROE>15 (hold 20d) (lookback 3y) (max 10 pos) (fill delayed 2d, 10bps)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & ROE>15 (hold 20d) (lookback 3y) (max 10 pos) (fill delayed 1d, 10bps)
SPY
No description.
View resultsCopyEdit
EPS surp.>25 (hold 1d) (lookback 3y) (max 3 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>25 (lookback 3y) (max 3 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>25 (hold 20d) (lookback 3y) (max 3 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>25 (hold 10d) (lookback 3y) (max 3 pos)
SPY
No description.
View resultsCopyEdit
Rev. surp.>8 & EPS surp.>5 & Gross margin>30 (hold 10d) (lookback 3y) (max 3 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>20 & ROIC>12 & Debt / equity<0.8 (hold 20d) (lookback 3y) (max 3 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & Rev. growth>15 & P/E<25 (hold 10d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & Rev. growth>15 & PEG<1.5 (hold 10d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & Rev. surp.>0 & Net margin>12 (hold 10d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & Rev. surp.>0 & Net margin>12 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & Debt / equity<1 & FCF growth>10 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & P/E after earn.<20 & Op. margin>15 (hold 15d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & ROE>18 & Op. margin<12 (hold 20d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>5 (max 100 pos)
SPY
No description.
View resultsCopyEdit
EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 3y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 3y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 3y) (3)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 3y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & P/E<15 (hold 20d) (lookback 3y)
SPY
Beat, but avoid rich valuations.
View resultsCopyEdit
EPS surp.>15 & P/E<15 (hold 20d) (lookback 3y) (2)
SPY
Beat, but avoid rich valuations.
View resultsCopyEdit
EPS surp.>8 & ROE>20 & Debt / equity>0.5 (hold 20d) (lookback 3y)
SPY
Beat on profit and sales (higher-quality signal).
View resultsCopyEdit
EPS surp.>8 & ROE>20 & Debt / equity>0.5 (hold 20d) (lookback 3y) (2)
SPY
Beat on profit and sales (higher-quality signal).
View resultsCopyEdit
EPS surp.>15 & ROE>20 (hold 20d) (lookback 3y)
SPY
Strong beat from a high-ROE business.
View resultsCopyEdit
EPS surp.>15 & ROE>20 (hold 20d) (lookback 3y) (2)
SPY
Strong beat from a high-ROE business.
View resultsCopyEdit
P/E>20 & P/E after earn.<15 (lookback 50y) (min cap 10000000000) (2)
SPY
If PE ratio is above 20 before earnings and after earnings it is below 15 hold for 5 days after next market open after earnings. 1 year.
View resultsCopyEdit
P/E>10 & P/E after earn.<7 (lookback 50y) (exit open) (min cap 10000000000)
SPY
If PE ratio is above 10 before earnings and after earnings it is below 5 hold for 1 days after next market open after earnings. 1 year. exit price open
View resultsCopyEdit
P/E>10 & P/E after earn.<8 (lookback 50y) (exit open) (min cap 10000000000) (2)
SPY
If PE ratio is above 10 before earnings and after earnings it is below 5 hold for 1 days after next market open after earnings. 1 year. exit price open
View resultsCopyEdit
EPS surp.>10 & Rev. surp.>10 (lookback 50y)
SPY
Beat on both profit and sales is higher-quality news.
View resultsCopyEdit
EPS surp.>15 & ROE>20 (lookback 50y)
SPY
Strong beat from a high-ROE business.
View resultsCopyEdit
EPS surp.>15 & P/E<15 (lookback 50y)
SPY
Beat, but avoid rich valuations.
View resultsCopyEdit
EPS surp.>15 & Op. margin>15 (lookback 50y)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 50y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 50y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 50y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>20 (lookback 50y)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & Op. margin>12 (lookback 50y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & P/E<18 (lookback 50y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & P/E<25 & Rev. growth>15 (lookback 50y) (3)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 (lookback 50y)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & Debt / equity<1 & Op. margin>10 (lookback 50y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (lookback 50y)
SPY
No description.
View resultsCopyEdit
EPS surp.>8 & ROE>20 & Debt / equity<0.5 (lookback 50y) (2)
SPY
Beat on profit and sales (higher-quality signal).
View resultsCopyEdit
EPS surp.>12 & ROIC>15 & Debt / equity<1 (lookback 50y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 50y) (3)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 50y) (4)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (lookback 50y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (lookback 50y) (3)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & Op. margin>15 (lookback 50y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & P/E<15 (lookback 50y) (2)
SPY
Beat, but avoid rich valuations.
View resultsCopyEdit
EPS surp.>15 & ROE>20 (lookback 50y) (2)
SPY
Strong beat from a high-ROE business.
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 (lookback 50y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & P/E<25 & Rev. growth>15 (lookback 50y) (4)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & P/E<18 (lookback 50y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>20 (lookback 50y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 50y) (5)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 50y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (lookback 50y) (4)
SPY
No description.
View resultsCopyEdit
EPS surp.>5 (lookback 1y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>20 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & P/E<18 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & ROE>20 (hold 20d) (lookback 3y) (3)
SPY
Strong beat from a high-ROE business.
View resultsCopyEdit
EPS surp.>15 & P/E<15 (hold 20d) (lookback 3y) (3)
SPY
Beat, but avoid rich valuations.
View resultsCopyEdit
EPS surp.>8 & ROE>20 & Debt / equity>0.5 (hold 20d) (lookback 3y) (3)
SPY
Beat on profit and sales (higher-quality signal).
View resultsCopyEdit
EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 3y) (3)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 3y) (4)
SPY
No description.
View resultsCopyEdit
EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 3y) (3)
SPY
No description.
View resultsCopyEdit
EPS surp.>8 & ROE>20 & Debt / equity<0.5 (hold 20d) (lookback 3y)
SPY
Beat on profit and sales (higher-quality signal).
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 (hold 20d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>20 (hold 20d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & P/E<18 (hold 20d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 20d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & ROE>20 (hold 20d) (lookback 30y)
SPY
Strong beat from a high-ROE business.
View resultsCopyEdit
EPS surp.>15 & P/E<15 (hold 20d) (lookback 30y)
SPY
Beat, but avoid rich valuations.
View resultsCopyEdit
EPS surp.>8 & ROE>20 & Debt / equity>0.5 (hold 20d) (lookback 30y)
SPY
Beat on profit and sales (higher-quality signal).
View resultsCopyEdit
EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 30y)
SPY
No description.
View resultsCopyEdit
EPS surp.>8 & ROE>20 & Debt / equity<0.5 (hold 20d) (lookback 30y)
SPY
Beat on profit and sales (higher-quality signal).
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 30y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 30y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 30y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 30y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 30y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 (hold 20d) (lookback 30y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>20 (hold 20d) (lookback 30y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 30y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & P/E<18 (hold 20d) (lookback 30y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 30y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 30y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 30y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 30y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 30y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 20d) (lookback 30y) (2)
SPY
No description.
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EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 30y) (2)
SPY
No description.
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EPS surp.>15 & ROE>20 (hold 20d) (lookback 30y) (2)
SPY
Strong beat from a high-ROE business.
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EPS surp.>15 & P/E<15 (hold 20d) (lookback 30y) (2)
SPY
Beat, but avoid rich valuations.
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EPS surp.>8 & ROE>20 & Debt / equity>0.5 (hold 20d) (lookback 30y) (2)
SPY
Beat on profit and sales (higher-quality signal).
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EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 30y) (2)
SPY
No description.
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EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 30y) (2)
SPY
No description.
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EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 30y) (2)
SPY
No description.
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EPS surp.>8 & ROE>20 & Debt / equity<0.5 (hold 20d) (lookback 30y) (2)
SPY
Beat on profit and sales (higher-quality signal).
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EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 10d) (lookback 3y)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 10d) (lookback 3y)
SPY
No description.
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EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 3y)
SPY
No description.
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EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 3y)
SPY
No description.
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EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 3y) (2)
SPY
No description.
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EPS surp.>10 (hold 10d) (lookback 3y)
SPY
No description.
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EPS surp.>12 & ROE>20 (hold 10d) (lookback 3y)
SPY
No description.
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EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 10d) (lookback 3y)
SPY
No description.
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EPS surp.>12 & P/E<18 (hold 10d) (lookback 3y)
SPY
No description.
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EPS surp.>12 & EV/EBITDA<12 (hold 10d) (lookback 3y)
SPY
No description.
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EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 10d) (lookback 3y)
SPY
No description.
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EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 10d) (lookback 3y)
SPY
No description.
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EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 10d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 (hold 10d) (lookback 3y)
SPY
No description.
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EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 3y)
SPY
No description.
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EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & ROE>20 (hold 10d) (lookback 3y)
SPY
Strong beat from a high-ROE business.
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EPS surp.>15 & P/E<15 (hold 10d) (lookback 3y)
SPY
Beat, but avoid rich valuations.
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EPS surp.>8 & ROE>20 & Debt / equity>0.5 (hold 10d) (lookback 3y)
SPY
Beat on profit and sales (higher-quality signal).
View resultsCopyEdit
EPS surp.>15 & Op. margin>15 (hold 10d) (lookback 3y)
SPY
No description.
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EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 3y) (5)
SPY
No description.
View resultsCopyEdit
EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 3y) (4)
SPY
No description.
View resultsCopyEdit
EPS surp.>8 & ROE>20 & Debt / equity<0.5 (hold 10d) (lookback 3y)
SPY
Beat on profit and sales (higher-quality signal).
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 3y) (2)
SPY
No description.
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EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 3y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>5 & Company guidance beat>5 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 3y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 20d) (lookback 3y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & Debt / equity<1 & Op. margin>10 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 & ROE>15 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 3y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 3y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 3y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & Rev. surp.>3 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & PEG<1.2 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 3y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 3y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & P/E after earn.<18 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & P/E<18 (hold 20d) (lookback 3y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & Gross margin>40 & Net margin>10 (hold 20d) (lookback 3y)
SPY
No description.
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EPS surp.>10 & Op. margin>12 (hold 20d) (lookback 3y)
SPY
No description.
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EPS surp.>10 & FCF growth>0 & Free cash flow>0 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 3y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROIC>12 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>20 (hold 20d) (lookback 3y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>15 (hold 20d) (lookback 3y)
SPY
No description.
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EPS surp.>20 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 (hold 20d) (lookback 3y) (2)
SPY
No description.
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EPS surp.>8 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 3y) (3)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 3y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 3y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 1d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 1d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 3y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 3y) (2)
SPY
No description.
View resultsCopyEdit
EPS surp.>12 & ROE>18 & Op. margin<12 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>8 & ROE>20 & Debt / equity<0.5 (hold 20d) (lookback 3y) (2)
SPY
Beat on profit and sales (higher-quality signal).
View resultsCopyEdit
EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 3y) (5)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 3y) (6)
SPY
No description.
View resultsCopyEdit
EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 3y) (4)
SPY
No description.
View resultsCopyEdit
EPS surp.>10 & ROE>15 & P/E<18 (hold 20d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>8 & ROE>20 & Debt / equity>0.5 (hold 20d) (lookback 3y) (4)
SPY
Beat on profit and sales (higher-quality signal).
View resultsCopyEdit
EPS surp.>10 & Rev. surp.>5 (hold 20d) (lookback 3y)
SPY
Beat on profit and sales (higher-quality signal).
View resultsCopyEdit
EPS surp.>15 & P/E<15 (hold 20d) (lookback 3y) (4)
SPY
Beat, but avoid rich valuations.
View resultsCopyEdit
EPS surp.>15 & P/E after earn.<18 (hold 20d) (lookback 3y)
SPY
Beat, but avoid rich valuations.
View resultsCopyEdit
EPS surp.>15 & ROE>20 (hold 20d) (lookback 3y) (4)
SPY
Strong beat from a high-ROE business.
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EPS surp.>10 (hold 20d) (lookback 3y) (3)
SPY
Ignore tiny beats; keep only clear surprises.
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EPS surp.>20 & Curr. earn. vs next-Q est.>25 (lookback 3y)
SPY
Just-reported results look strong relative to next-quarter expectations.
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EPS surp.>5 & Curr. earn. vs next-Q est.>10 (lookback 3y)
SPY
Just-reported results look strong relative to next-quarter expectations.
View resultsCopyEdit
EPS surp.>5 & Curr. earn. vs next-Q est.>10 (lookback 3y) (2)
SPY
Just-reported results look strong relative to next-quarter expectations.
View resultsCopyEdit
EPS surp.>5 & Curr. earn. vs next-Q est.>10 (lookback 3y) (3)
SPY
Just-reported results look strong relative to next-quarter expectations.
View resultsCopyEdit
EPS surp.>10 & P/E<20 & P/E after earn.>25 (lookback 3y)
SPY
A beat is more useful when the stock is not already expensive.
View resultsCopyEdit
EPS surp.>5 & ROE>15 (lookback 3y)
SPY
Earnings beats from high-quality businesses hold up better.
View resultsCopyEdit
EPS surp.>10 & Rev. surp.>10 (lookback 3y)
SPY
Beat on both profit and sales is higher-quality news.
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EPS surp.>10 (hold 10d) (lookback 3y) (2)
SPY
Stocks that clearly beat EPS estimates keep drifting up for weeks
View resultsCopyEdit
EPS surp.>5 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 3y)
SPY
Just-reported results look strong relative to next-quarter expectations.
View resultsCopyEdit
EPS surp.>10 & P/E<20 & P/E after earn.>25 (hold 20d) (lookback 3y)
SPY
A beat is more useful when the stock is not already expensive.
View resultsCopyEdit
EPS surp.>5 & ROE>15 (hold 20d) (lookback 3y)
SPY
Earnings beats from high-quality businesses hold up better.
View resultsCopyEdit
EPS surp.>10 & Rev. surp.>10 (hold 20d) (lookback 3y)
SPY
Beat on both profit and sales is higher-quality news.
View resultsCopyEdit
EPS surp.>10 (hold 20d) (lookback 3y) (4)
SPY
Stocks that clearly beat EPS estimates keep drifting up for weeks
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P/E>20 (hold 1d) (lookback 1y) (min cap 1000000000)
SPY
No description.
View resultsCopyEdit
Company guidance beat>-10 & P/E>10 (hold 1d) (lookback 1y) (min cap 1000000000)
SPY
No description.
View resultsCopyEdit
Company guidance beat>-10 & P/E>30 (hold 1d) (lookback 1y) (min cap 1000000000)
SPY
No description.
View resultsCopyEdit
Company guidance beat>-10 & P/E<20 (hold 1d) (lookback 1y) (min cap 1000000000)
SPY
No description.
View resultsCopyEdit
Company guidance beat>-10 & P/E<10 (hold 1d) (lookback 1y) (min cap 1000000000)
SPY
No description.
View resultsCopyEdit
Company guidance beat>-10 & P/E<30 (hold 1d) (lookback 1y) (min cap 1000000000)
SPY
No description.
View resultsCopyEdit
Curr. earn. vs next-Q est.>-50 & P/E<30 (hold 1d) (lookback 3y) (min cap 1000000000)
SPY
No description.
View resultsCopyEdit
Company guidance beat>0 (hold 1d) (lookback 3y)
SPY
No description.
View resultsCopyEdit
EPS surp.>5 & Rev. growth>50 (hold 1d) (min cap 87)
SPY
No description.
View resultsCopyEdit
Curr. earn. vs next-Q est.>10 (hold 1d) (lookback 1y) (min cap 1000000000)
SPY
No description.
View resultsCopyEdit
Company guidance beat>0 (hold 1d) (lookback 3y) (min cap 1000000000)
SPY
No description.
View resultsCopyEdit
P/E after earn.<30 & Curr. earn. vs next-Q est.>10 & EPS surp.>25 (hold 1d) (lookback 1y) (min cap 1000000000)
SPY
No description.
View resultsCopyEdit
Curr. earn. vs next-Q est.>100 (hold 1d) (lookback 1y) (min cap 1000000000)
SPY
No description.
View resultsCopyEdit
Curr. earn. vs next-Q est.>50 (hold 1d) (min cap 1000000000)
SPY
No description.
View resultsCopyEdit
Curr. earn. vs next-Q est.>10 (hold 1d) (min cap 1000000000)
SPY
For US stocks with market cap above $1bn, if actual EPS beats estimated EPS by more than 5%, buy at the first regular-market open after the earnings announcement and sell after 5 trading days. Benchmark: SPY.
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P/E>30 & P/E after earn.<25 (hold 1d) (exit open) (min cap 10000000000)
SPY
If PE ratio is above 30 before earnings and after earnings it is below 25 hold for 1 days after next market open after earnings. 1 year. exit price open
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P/E>20 & P/E after earn.<17 (hold 1d) (exit open) (min cap 10000000000)
SPY
If PE ratio is above 20 before earnings and after earnings it is below 17 hold for 1 days after next market open after earnings. 1 year. exit price open
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P/E>15 & P/E after earn.<13 (hold 1d) (exit open) (min cap 10000000000)
SPY
If PE ratio is above 15 before earnings and after earnings it is below 13 hold for 1 days after next market open after earnings. 1 year. exit price open
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P/E>10 & P/E after earn.<8 (hold 1d) (exit open) (min cap 10000000000)
SPY
If PE ratio is above 10 before earnings and after earnings it is below 5 hold for 1 days after next market open after earnings. 1 year. exit price open
View resultsCopyEdit
P/E>10 & P/E after earn.<9 (hold 1d) (exit open) (min cap 10000000000)
SPY
If PE ratio is above 10 before earnings and after earnings it is below 5 hold for 1 days after next market open after earnings. 1 year. exit price open
View resultsCopyEdit
P/E>10 & P/E after earn.<7 (hold 1d) (exit open) (min cap 10000000000)
SPY
If PE ratio is above 10 before earnings and after earnings it is below 5 hold for 1 days after next market open after earnings. 1 year. exit price open
View resultsCopyEdit
P/E>10 & P/E after earn.<5 (exit open) (min cap 10000000000)
SPY
If PE ratio is above 10 before earnings and after earnings it is below 5 hold for 5 days after next market open after earnings. 1 year. exit price open
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P/E>20 & P/E after earn.<15 (min cap 10000000000)
SPY
If PE ratio is above 20 before earnings and after earnings it is below 15 hold for 5 days after next market open after earnings. 1 year.
View resultsCopyEdit
P/E>30 & P/E after earn.<20 (hold 3d) (min cap 10000000000)
SPY
If PE ratio is above 30 before earnings and after earnings it is below 20 hold for three days after next market open after earnings. 1 year.
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P/E>30 & P/E after earn.<20 (hold 1d) (min cap 10000000000)
SPY
If PE ratio is above 30 before earnings and after earnings it is below 20 hold for one day after next market open after earnings. 1 year.
View resultsCopyEdit
P/E>20 & P/E after earn.<15 (hold 1d) (min cap 10000000000)
SPY
If PE ratio is above 20 before earnings and after earnings it is below 15 hold for one day after next market open after earnings. 1 year.
View resultsCopyEdit
P/E>10 & P/E after earn.<5 (hold 1d) (min cap 10000000000)
SPY
If PE ratio is above 10 before earnings and after earnings it is below 5 hold for one day after next market open after earnings. 1 year.
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P/E>15 & P/E after earn.<10 (hold 1d) (min cap 10000000000)
SPY
If PE ratio is above 15 before earnings and after earnings it is below 10 hold for one day after next market open after earnings. 1 year.
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P/E>20 & P/E after earn.<10 (hold 1d) (min cap 10000000)
SPY
If PE ratio is above 20 before earnings and after earnings it is below 10 hold for one day after next market open after earnings.1 year.
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EPS surp.>20 (hold 1d) (symbols 100) (min cap 1000000000)
SPY
No description.
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