test
No description.
Definition
{
"maxLookbackYears": 1,
"eventFilter": {
"eventType": "earnings",
"conditions": [
{
"field": "epsSurprisePct",
"operator": ">",
"value": 0.05
}
]
},
"entryRule": {
"type": "firstOpenAfterAnnouncement"
},
"exitRule": {
"type": "afterTradingDays",
"days": 1,
"price": "close"
},
"benchmark": "SPY",
"transactionCostBps": 10,
"slippageBps": 10,
"entryFillMode": "market",
"conservativeFraction": 0.25,
"delaySessions": 0,
"maxConcurrentPositions": 1,
"positionSizing": "equal_weight"
}Backtest runs
8/10/2026, 8:41:01 PM215 trades0.72% abn.completed8/10/2026, 8:40:49 PM0 trades— abn.running8/10/2026, 8:40:03 PM0 trades— abn.running8/10/2026, 7:31:55 PM0 trades— abn.running8/10/2026, 7:17:42 PM0 trades— abn.running8/10/2026, 7:17:27 PM0 trades— abn.running8/10/2026, 7:17:10 PM215 trades0.72% abn.completed8/10/2026, 7:16:03 PM0 trades— abn.running