backtest ECDA.O performance after 2% intraday surge from 2022 to now

The event-study backtest has been completed. Below is an interactive module summarising the performance of ECDA.O after every intraday ≥ 2 % surge since 2022. Feel free to explore the statistics and charts. ```jgy-json-canvas { "show_type": "jgyNewLowcode", "config": { "type": "iwencai/stockBackTesting", "version": "0.0.2", "url": "https://cdn.ainvest.com/frontResources/s/aime-frontend-foiegras-outer/stockBackTesting/0.0.2/stockBackTesting@0.0.2index.js" }, "data": { "datas": [ { "Backtest Object": "ECDA.O", "Backtest Event": "Intraday ≥ 2 % surge (141 events)", "Backtest Period": "2022.01.01 - 2025.09.15", "backtest_result": "https://cdn.ainvest.com/backtest/agent/session/784562/3faca022-22a4-4644-a3a7-148cf9a07821/78ca30a2-edea-4fd9-ba06-dd7744b9b9a9/ecda_event_backtest_vis.json" } ] } } ``` Key insights (high-level): • 141 surge events detected between 2022-01-01 and 2025-09-15. • Average close-to-close return after the surge is negative and becomes significantly negative by day 6 onward (≈ -5 % after 7 trading days). • Win rate (price higher than event-day close) stays below 40 % throughout the first 30 trading days. • No statistically significant positive edge was found; instead, short-bias strategies might be explored. You can adjust the holding window or add filters (e.g., volume spikes, market regime) if deeper analysis is needed—just let me know!