Valuation overlays (different measures) 4 (lookback 30y) (2)
Run 5f75fde2 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
218
Win rate
53.21%
Avg return
3.12%
Median return
0.40%
Avg abnormal
2.14%
Median abnormal
-0.26%
Best trade
218.59%
Worst trade
-36.97%
Sharpe (per-trade)
0.13
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2021 | 23 | 0.44% | -0.31% | 65.22% |
| 2022 | 45 | 5.42% | 6.28% | 68.89% |
| 2023 | 45 | 5.56% | 3.91% | 42.22% |
| 2024 | 41 | 1.15% | -1.71% | 56.10% |
| 2025 | 40 | -1.84% | -2.43% | 40.00% |
| 2026 | 24 | 8.40% | 7.61% | 50.00% |
Trades (218)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/S | Rev. growth | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ARLP | 2021-07-26 | 2021-07-27 | 2021-08-24 | — | 7.67 | 7.67 | 0.00% | market | 61.90% | — | — | 5.28% | 1.83% | 3.44% |
| CLS | 2021-07-26 | 2021-07-27 | 2021-08-24 | — | 7.76 | 7.76 | 0.00% | market | 20.00% | — | — | 16.94% | 1.83% | 15.11% |
| ABG | 2021-07-27 | 2021-07-28 | 2021-08-25 | — | 200.00 | 200.00 | 0.00% | market | 52.85% | — | — | -4.93% | 2.10% | -7.03% |
| ADM | 2021-07-27 | 2021-07-28 | 2021-08-25 | — | 58.70 | 58.70 | 0.00% | market | 31.68% | — | — | 2.53% | 2.10% | 0.43% |
| VIST | 2021-07-27 | 2021-07-28 | 2021-08-25 | — | 4.36 | 4.36 | 0.00% | market | 20.00% | — | — | 6.68% | 2.10% | 4.58% |
| BBAR | 2021-08-24 | 2021-08-25 | 2021-09-23 | — | 3.68 | 3.68 | 0.00% | market | 137.50% | — | — | 0.34% | -1.11% | 1.46% |
| DKS | 2021-08-25 | 2021-08-26 | 2021-09-24 | — | 131.00 | 131.00 | 0.00% | market | 81.43% | — | — | 0.08% | -1.05% | 1.13% |
| ANF | 2021-08-26 | 2021-08-27 | 2021-09-27 | — | 35.99 | 35.99 | 0.00% | market | 120.78% | — | — | 11.97% | -1.00% | 12.97% |
| SBSW | 2021-08-26 | 2021-08-27 | 2021-09-27 | — | 15.72 | 15.72 | 0.00% | market | 859.86% | — | — | -19.16% | -1.00% | -18.15% |
| GGAL | 2021-08-27 | 2021-08-30 | 2021-09-28 | — | 10.25 | 10.25 | 0.00% | market | 20.75% | — | — | -6.54% | -3.83% | -2.72% |
| WOR | 2021-09-29 | 2021-09-30 | 2021-10-28 | — | 33.60 | 33.60 | 0.00% | market | 28.80% | — | — | -0.44% | 5.11% | -5.55% |
| DAL | 2021-10-13 | 2021-10-14 | 2021-11-11 | — | 41.18 | 41.18 | 0.00% | market | 100.00% | — | — | 5.31% | 5.62% | -0.31% |
| UAL | 2021-10-19 | 2021-10-20 | 2021-11-17 | — | 46.90 | 46.90 | 0.00% | market | 38.18% | — | — | 3.72% | 3.77% | -0.05% |
| FAF | 2021-10-21 | 2021-10-22 | 2021-11-19 | — | 75.35 | 75.35 | 0.00% | market | 29.52% | — | — | 2.79% | 3.48% | -0.69% |
| CXT | 2021-10-25 | 2021-10-26 | 2021-11-23 | — | 34.73 | 34.73 | 0.00% | market | 38.97% | — | — | 5.10% | 2.40% | 2.69% |
| CHEF | 2021-10-27 | 2021-10-28 | 2021-11-26 | — | 33.30 | 33.30 | 0.00% | market | 23.08% | — | — | -5.52% | 0.77% | -6.29% |
| ARCO | 2021-11-10 | 2021-11-11 | 2021-12-10 | — | 5.36 | 5.36 | 0.00% | market | 100.00% | — | — | 2.04% | 1.19% | 0.85% |
| EZPW | 2021-11-17 | 2021-11-18 | 2021-12-17 | — | 8.10 | 8.10 | 0.00% | market | 466.72% | — | — | -10.94% | -2.00% | -8.94% |
| CAL | 2021-11-18 | 2021-11-19 | 2021-12-20 | — | 28.40 | 28.40 | 0.00% | market | 38.26% | — | — | -25.97% | -3.12% | -22.86% |
| POWL | 2021-12-07 | 2021-12-08 | 2022-01-06 | — | 9.26 | 9.26 | 0.00% | market | 800.00% | — | — | 7.14% | -0.16% | 7.31% |
| TOL | 2021-12-07 | 2021-12-08 | 2022-01-06 | — | 71.29 | 71.29 | 0.00% | market | 21.29% | — | — | -4.02% | -0.16% | -3.85% |
| WOR | 2021-12-16 | 2021-12-17 | 2022-01-18 | — | 31.38 | 31.38 | 0.00% | market | 23.26% | — | — | 13.12% | -1.10% | 14.22% |
| WGO | 2021-12-17 | 2021-12-20 | 2022-01-19 | — | 68.70 | 68.70 | 0.00% | market | 55.31% | — | — | 4.65% | -0.60% | 5.25% |
| CMPR | 2022-01-26 | 2022-01-27 | 2022-02-25 | — | 73.42 | 73.42 | 0.00% | market | 31.65% | — | — | -15.50% | -0.12% | -15.38% |
| ORI | 2022-01-27 | 2022-01-28 | 2022-02-28 | — | 25.20 | 25.20 | 0.00% | market | 23.94% | — | — | 4.36% | 0.91% | 3.45% |
| VLO | 2022-01-27 | 2022-01-28 | 2022-02-28 | — | 81.47 | 81.47 | 0.00% | market | 34.24% | — | — | 2.30% | 0.91% | 1.39% |
| ARCB | 2022-02-01 | 2022-02-02 | 2022-03-03 | — | 96.56 | 96.56 | 0.00% | market | 24.55% | — | — | -2.27% | -4.34% | 2.07% |
| GFF | 2022-02-01 | 2022-02-02 | 2022-03-03 | — | 21.03 | 21.03 | 0.00% | market | 178.57% | — | — | 3.84% | -4.34% | 8.19% |
| CCO | 2022-02-24 | 2022-02-25 | 2022-03-25 | — | 4.02 | 4.02 | 0.00% | market | 205.59% | — | — | -8.91% | 5.37% | -14.28% |
| CNK | 2022-02-25 | 2022-02-28 | 2022-03-28 | — | 17.41 | 17.41 | 0.00% | market | 138.46% | — | — | 1.06% | 5.53% | -4.46% |
| EXE | 2022-02-25 | 2022-02-28 | 2022-03-28 | — | 75.05 | 75.05 | 0.00% | market | 47.58% | — | — | 16.99% | 5.53% | 11.46% |
| YPF | 2022-03-03 | 2022-03-04 | 2022-04-01 | — | 4.60 | 4.60 | 0.00% | market | 168.72% | — | — | 9.58% | 4.90% | 4.68% |
| AMR | 2022-03-07 | 2022-03-08 | 2022-04-05 | — | 117.81 | 117.81 | 0.00% | market | 17.57% | — | — | 1.25% | 7.49% | -6.23% |
| TPG | 2022-03-28 | 2022-03-29 | 2022-04-27 | — | 29.96 | 29.96 | 0.00% | market | 33.33% | — | — | -14.39% | -9.29% | -5.09% |
| ASO | 2022-03-29 | 2022-03-30 | 2022-04-28 | — | 39.51 | 39.51 | 0.00% | market | 17.52% | — | — | -2.05% | -7.07% | 5.02% |
| GBX | 2022-04-06 | 2022-04-07 | 2022-05-06 | — | 44.32 | 44.32 | 0.00% | market | 100.00% | — | — | -4.89% | -7.69% | 2.79% |
| UFPI | 2022-04-21 | 2022-04-22 | 2022-05-20 | — | 79.16 | 79.16 | 0.00% | market | 57.89% | — | — | -5.28% | -10.82% | 5.54% |
| GPK | 2022-04-26 | 2022-04-27 | 2022-05-25 | — | 21.14 | 21.14 | 0.00% | market | 26.32% | — | — | -1.71% | -4.76% | 3.05% |
| AVT | 2022-04-27 | 2022-04-28 | 2022-05-26 | — | 41.36 | 41.36 | 0.00% | market | 41.45% | — | — | 14.84% | -4.02% | 18.86% |
| CSTM | 2022-04-27 | 2022-04-28 | 2022-05-26 | — | 17.04 | 17.04 | 0.00% | market | 411.11% | — | — | -3.08% | -4.02% | 0.95% |
| BCC | 2022-05-05 | 2022-05-06 | 2022-06-06 | — | 81.01 | 81.01 | 0.00% | market | 17.08% | — | — | 2.32% | 0.17% | 2.15% |
| BBAR | 2022-05-19 | 2022-05-20 | 2022-06-21 | — | 3.07 | 3.07 | 0.00% | market | 90.00% | — | — | -17.46% | -4.62% | -12.84% |
| TOL | 2022-05-24 | 2022-05-25 | 2022-06-24 | — | 44.77 | 44.77 | 0.00% | market | 20.13% | — | — | 0.34% | -0.57% | 0.90% |
| DY | 2022-05-25 | 2022-05-26 | 2022-06-27 | — | 95.68 | 95.68 | 0.00% | market | 306.25% | — | — | 1.47% | -2.53% | 4.00% |
| MOD | 2022-05-25 | 2022-05-26 | 2022-06-27 | — | 10.07 | 10.07 | 0.00% | market | 16.33% | — | — | 12.41% | -2.53% | 14.94% |
| THO | 2022-06-08 | 2022-06-09 | 2022-07-11 | — | 76.02 | 76.02 | 0.00% | market | 32.49% | — | — | 5.34% | -6.13% | 11.47% |
| LEN | 2022-06-21 | 2022-06-22 | 2022-07-21 | — | 65.02 | 65.02 | 0.00% | market | 13.38% | — | — | 26.04% | 7.60% | 18.44% |
| YRD | 2022-07-06 | 2022-07-07 | 2022-08-04 | — | 1.76 | 1.76 | 0.00% | market | 88.79% | — | — | -28.04% | 7.54% | -35.58% |
| MLI | 2022-07-19 | 2022-07-20 | 2022-08-17 | — | 15.41 | 15.41 | 0.00% | market | 226.79% | — | — | 9.79% | 8.71% | 1.08% |
| AA | 2022-07-20 | 2022-07-21 | 2022-08-18 | — | 47.33 | 47.33 | 0.00% | market | 15.58% | — | — | 13.55% | 8.56% | 5.00% |
| ALK | 2022-07-21 | 2022-07-22 | 2022-08-19 | — | 43.51 | 43.51 | 0.00% | market | 12.89% | — | — | 4.26% | 5.82% | -1.56% |
| UFPI | 2022-07-21 | 2022-07-22 | 2022-08-19 | — | 77.70 | 77.70 | 0.00% | market | 34.02% | — | — | 14.38% | 5.82% | 8.56% |
| BHE | 2022-08-03 | 2022-08-04 | 2022-09-01 | — | 27.26 | 27.26 | 0.00% | market | 21.95% | — | — | -2.22% | -4.33% | 2.11% |
| BJ | 2022-08-18 | 2022-08-19 | 2022-09-19 | — | 73.86 | 73.86 | 0.00% | market | 32.50% | — | — | 3.94% | -8.57% | 12.52% |
| CAAP | 2022-08-18 | 2022-08-19 | 2022-09-19 | — | 5.85 | 5.85 | 0.00% | market | 616.67% | — | — | 19.97% | -8.57% | 28.54% |
| TKC | 2022-08-18 | 2022-08-19 | 2022-09-19 | — | 2.63 | 2.63 | 0.00% | market | 16.67% | — | — | 12.73% | -8.57% | 21.30% |
| BBAR | 2022-08-23 | 2022-08-24 | 2022-09-22 | — | 2.99 | 2.99 | 0.00% | market | 25.94% | — | — | 8.83% | -9.19% | 18.02% |
| CNM | 2022-09-13 | 2022-09-14 | 2022-10-12 | — | 25.57 | 25.57 | 0.00% | market | 46.81% | — | — | -11.35% | -9.61% | -1.74% |
| LBRT | 2022-10-19 | 2022-10-20 | 2022-11-17 | — | 17.07 | 17.07 | 0.00% | market | 40.63% | — | — | -0.90% | 7.12% | -8.02% |
| CLS | 2022-10-24 | 2022-10-25 | 2022-11-22 | — | 10.91 | 10.91 | 0.00% | market | 18.18% | — | — | 2.27% | 5.57% | -3.30% |
| VLRS | 2022-10-24 | 2022-10-25 | 2022-11-22 | — | 8.58 | 8.58 | 0.00% | market | 254.48% | — | — | 18.21% | 5.57% | 12.64% |
| GM | 2022-10-25 | 2022-10-26 | 2022-11-23 | — | 37.36 | 37.36 | 0.00% | market | 19.68% | — | — | 7.16% | 5.45% | 1.71% |
| NBR | 2022-10-25 | 2022-10-26 | 2022-11-23 | — | 149.29 | 149.29 | 0.00% | market | 57.63% | — | — | 4.88% | 5.45% | -0.57% |
| CIG | 2022-11-16 | 2022-11-17 | 2022-12-16 | — | 1.43 | 1.43 | 0.00% | market | 49.98% | — | — | 9.59% | -1.84% | 11.43% |
| BBAR | 2022-11-22 | 2022-11-23 | 2022-12-22 | — | 2.81 | 2.81 | 0.00% | market | 71.43% | — | — | 26.85% | -4.71% | 31.56% |
| RERE | 2022-11-22 | 2022-11-23 | 2022-12-22 | — | 1.68 | 1.68 | 0.00% | market | 257.78% | — | — | 78.37% | -4.71% | 83.08% |
| BMA | 2022-11-23 | 2022-11-25 | 2022-12-23 | — | 13.70 | 13.70 | 0.00% | market | 62.07% | — | — | 15.42% | -4.71% | 20.13% |
| POWL | 2022-12-05 | 2022-12-06 | 2023-01-05 | — | 10.67 | 10.67 | 0.00% | market | 294.59% | — | — | 9.64% | -5.02% | 14.66% |
| SEZL | 2022-12-31 | 2023-01-03 | 2023-02-01 | — | 0.04 | 0.04 | 0.00% | market | 102.31% | — | — | 218.59% | 6.88% | 211.71% |
| CXT | 2023-01-23 | 2023-01-24 | 2023-02-22 | — | 36.82 | 36.82 | 0.00% | market | 12.11% | — | — | 10.72% | -0.09% | 10.80% |
| PHG | 2023-01-30 | 2023-01-31 | 2023-03-01 | — | 17.01 | 17.01 | 0.00% | market | 600.00% | — | — | -5.55% | -1.59% | -3.96% |
| PHM | 2023-01-31 | 2023-02-01 | 2023-03-02 | — | 56.79 | 56.79 | 0.00% | market | 23.89% | — | — | -4.62% | -1.83% | -2.79% |
| EZPW | 2023-02-01 | 2023-02-02 | 2023-03-03 | — | 9.59 | 9.59 | 0.00% | market | 27.27% | — | — | -5.73% | -2.57% | -3.15% |
| MHO | 2023-02-01 | 2023-02-02 | 2023-03-03 | — | 61.97 | 61.97 | 0.00% | market | 23.80% | — | — | -3.19% | -2.57% | -0.61% |
| JELD | 2023-02-21 | 2023-02-22 | 2023-03-22 | — | 13.06 | 13.06 | 0.00% | market | 88.00% | — | — | -7.86% | -1.85% | -6.00% |
| BGS | 2023-02-28 | 2023-03-01 | 2023-03-29 | — | 14.58 | 14.58 | 0.00% | market | 81.82% | — | — | 5.15% | 1.50% | 3.65% |
| AEO | 2023-03-01 | 2023-03-02 | 2023-03-30 | — | 14.33 | 14.33 | 0.00% | market | 23.33% | — | — | -8.29% | 2.81% | -11.10% |
| BBY | 2023-03-02 | 2023-03-03 | 2023-03-31 | — | 81.58 | 81.58 | 0.00% | market | 23.70% | — | — | -4.26% | 2.42% | -6.68% |
| JD | 2023-03-09 | 2023-03-10 | 2023-04-10 | — | 40.88 | 40.88 | 0.00% | market | 34.62% | — | — | -2.43% | 4.76% | -7.19% |
| GME | 2023-03-21 | 2023-03-22 | 2023-04-20 | — | 26.60 | 26.60 | 0.00% | market | 223.08% | — | — | -24.18% | 3.30% | -27.48% |
| CALM | 2023-03-28 | 2023-03-29 | 2023-04-27 | — | 56.89 | 56.89 | 0.00% | market | 21.02% | — | — | -15.62% | 3.12% | -18.74% |
| GBX | 2023-04-10 | 2023-04-11 | 2023-05-09 | — | 34.02 | 34.02 | 0.00% | market | 62.30% | — | — | -22.45% | 0.16% | -22.61% |
| FOR | 2023-04-20 | 2023-04-21 | 2023-05-19 | — | 16.90 | 16.90 | 0.00% | market | 58.82% | — | — | 20.63% | 1.56% | 19.07% |
| VIRT | 2023-04-20 | 2023-04-21 | 2023-05-19 | — | 19.50 | 19.50 | 0.00% | market | 23.33% | — | — | -7.38% | 1.56% | -8.94% |
| AGNC | 2023-04-24 | 2023-04-25 | 2023-05-23 | — | 10.01 | 10.01 | 0.00% | market | 14.75% | — | — | -10.19% | 0.85% | -11.04% |
| BFH | 2023-04-27 | 2023-04-28 | 2023-05-26 | — | 27.35 | 27.35 | 0.00% | market | 32.17% | — | — | 8.43% | 2.07% | 6.36% |
| AMR | 2023-05-08 | 2023-05-09 | 2023-06-07 | — | 160.00 | 160.00 | 0.00% | market | 20.38% | — | — | -3.99% | 3.75% | -7.74% |
| BBAR | 2023-05-23 | 2023-05-24 | 2023-06-23 | — | 4.37 | 4.37 | 0.00% | market | 40.74% | — | — | 39.39% | 5.04% | 34.35% |
| BWLP | 2023-05-23 | 2023-05-24 | 2023-06-23 | — | 9.30 | 9.30 | 0.00% | market | 16.85% | — | — | 9.48% | 5.04% | 4.44% |
| TOL | 2023-05-23 | 2023-05-24 | 2023-06-23 | — | 64.49 | 64.49 | 0.00% | market | 49.21% | — | — | 17.80% | 5.04% | 12.76% |
| THO | 2023-06-06 | 2023-06-07 | 2023-07-07 | — | 94.95 | 94.95 | 0.00% | market | 111.32% | — | — | 6.65% | 2.36% | 4.29% |
| KBH | 2023-06-21 | 2023-06-22 | 2023-07-21 | — | 51.64 | 51.64 | 0.00% | market | 45.86% | — | — | 1.74% | 4.20% | -2.46% |
| CMC | 2023-06-22 | 2023-06-23 | 2023-07-24 | — | 51.76 | 51.76 | 0.00% | market | 14.77% | — | — | 7.30% | 4.91% | 2.38% |
| KMX | 2023-06-23 | 2023-06-26 | 2023-07-25 | — | 86.41 | 86.41 | 0.00% | market | 46.84% | — | — | -5.54% | 5.27% | -10.81% |
| CVNA | 2023-07-19 | 2023-07-20 | 2023-08-17 | — | 10.67 | 10.67 | 0.00% | market | 52.17% | — | — | -30.38% | -3.94% | -26.44% |
| UAL | 2023-07-19 | 2023-07-20 | 2023-08-17 | — | 55.83 | 55.83 | 0.00% | market | 26.07% | — | — | -11.48% | -3.94% | -7.55% |
| AAL | 2023-07-20 | 2023-07-21 | 2023-08-18 | — | 17.50 | 17.50 | 0.00% | market | 20.75% | — | — | -14.26% | -3.85% | -10.41% |
| CCS | 2023-07-26 | 2023-07-27 | 2023-08-24 | — | 81.00 | 81.00 | 0.00% | market | 63.27% | — | — | -12.04% | -4.82% | -7.22% |
| LAD | 2023-07-26 | 2023-07-27 | 2023-08-24 | — | 322.00 | 322.00 | 0.00% | market | 17.82% | — | — | -6.23% | -4.82% | -1.41% |
| URBN | 2023-08-22 | 2023-08-23 | 2023-09-21 | — | 35.55 | 35.55 | 0.00% | market | 23.60% | — | — | -10.21% | -1.79% | -8.42% |
| ANF | 2023-08-23 | 2023-08-24 | 2023-09-22 | — | 51.20 | 51.20 | 0.00% | market | 547.06% | — | — | -1.31% | -3.21% | 1.90% |
| BBAR | 2023-08-23 | 2023-08-24 | 2023-09-22 | — | 5.09 | 5.09 | 0.00% | market | 72.97% | — | — | -7.47% | -3.21% | -4.26% |
| NMM | 2023-08-23 | 2023-08-24 | 2023-09-22 | — | 23.10 | 23.10 | 0.00% | market | 15.28% | — | — | -2.36% | -3.21% | 0.84% |
| SUPV | 2023-08-23 | 2023-08-24 | 2023-09-22 | — | 2.81 | 2.81 | 0.00% | market | 138.46% | — | — | -15.15% | -3.21% | -11.94% |
| CCL | 2023-09-29 | 2023-10-02 | 2023-10-30 | — | 13.50 | 13.50 | 0.00% | market | 14.67% | — | — | -15.76% | -2.59% | -13.17% |
| CUBB | 2023-10-26 | 2023-10-27 | 2023-11-27 | — | 18.00 | 18.00 | 0.00% | market | 62.26% | — | — | 1.74% | 9.73% | -7.98% |
| CUBI | 2023-10-26 | 2023-10-27 | 2023-11-27 | — | 36.79 | 36.79 | 0.00% | market | 62.26% | — | — | 21.41% | 9.73% | 11.68% |
| GVA | 2023-10-31 | 2023-11-01 | 2023-11-30 | — | 40.72 | 40.72 | 0.00% | market | 16.55% | — | — | 12.64% | 8.87% | 3.77% |
| HNI | 2023-10-31 | 2023-11-01 | 2023-11-30 | — | 35.07 | 35.07 | 0.00% | market | 47.62% | — | — | 11.21% | 8.87% | 2.33% |
| ACR | 2023-11-01 | 2023-11-02 | 2023-12-01 | — | 7.45 | 7.45 | 0.00% | market | 37.74% | — | — | 3.29% | 7.62% | -4.33% |
| SUPV | 2023-11-27 | 2023-11-28 | 2023-12-27 | — | 3.35 | 3.35 | 0.00% | market | 33.18% | — | — | 26.67% | 4.94% | 21.73% |
| GCT | 2023-11-30 | 2023-12-01 | 2024-01-02 | — | 10.96 | 10.96 | 0.00% | market | 55.26% | — | — | 82.83% | 3.70% | 79.13% |
| FGN | 2023-09-29 | 2023-12-12 | 2024-01-11 | — | 25.37 | 25.37 | 0.00% | market | 140.20% | — | — | 2.56% | 3.19% | -0.63% |
| CCS | 2024-01-31 | 2024-02-01 | 2024-03-01 | — | 92.00 | 92.00 | 0.00% | market | 26.84% | — | — | -5.27% | 5.82% | -11.09% |
| CMPR | 2024-01-31 | 2024-02-01 | 2024-03-01 | — | 89.80 | 89.80 | 0.00% | market | 72.58% | — | — | 10.76% | 5.82% | 4.93% |
| EZPW | 2024-01-31 | 2024-02-01 | 2024-03-01 | — | 9.23 | 9.23 | 0.00% | market | 24.14% | — | — | 10.63% | 5.82% | 4.81% |
| TEVA | 2024-01-31 | 2024-02-01 | 2024-03-01 | — | 12.17 | 12.17 | 0.00% | market | 33.33% | — | — | 10.73% | 5.82% | 4.91% |
| UGI | 2024-01-31 | 2024-02-01 | 2024-03-01 | — | 22.74 | 22.74 | 0.00% | market | 16.50% | — | — | 7.98% | 5.82% | 2.16% |
| BMA | 2024-02-29 | 2024-03-01 | 2024-04-01 | — | 39.92 | 39.92 | 0.00% | market | 225.50% | — | — | 22.90% | 2.59% | 20.31% |
| DFH | 2024-02-29 | 2024-03-01 | 2024-04-01 | — | 39.87 | 39.87 | 0.00% | market | 40.85% | — | — | 7.37% | 2.59% | 4.79% |
| SATS | 2024-02-29 | 2024-03-01 | 2024-04-01 | — | 11.93 | 11.93 | 0.00% | market | 5950.00% | — | — | 17.49% | 2.59% | 14.90% |
| DAVE | 2024-03-05 | 2024-03-06 | 2024-04-04 | — | 35.01 | 35.01 | 0.00% | market | 101.46% | — | — | 7.68% | 0.49% | 7.19% |
| TGT | 2024-03-05 | 2024-03-06 | 2024-04-04 | — | 172.22 | 172.22 | 0.00% | market | 23.14% | — | — | -0.20% | 0.49% | -0.69% |
| HUM | 2024-04-24 | 2024-04-25 | 2024-05-23 | — | 314.73 | 314.73 | 0.00% | market | 18.14% | — | — | 11.71% | 5.36% | 6.35% |
| VIRT | 2024-04-24 | 2024-04-25 | 2024-05-23 | — | 21.86 | 21.86 | 0.00% | market | 43.40% | — | — | 3.05% | 5.36% | -2.32% |
| TAL | 2024-04-25 | 2024-04-26 | 2024-05-24 | — | 13.70 | 13.70 | 0.00% | market | 166.67% | — | — | -16.77% | 4.56% | -21.33% |
| CLW | 2024-04-29 | 2024-04-30 | 2024-05-29 | — | 41.72 | 41.72 | 0.00% | market | 28.83% | — | — | 25.42% | 3.45% | 21.97% |
| BZH | 2024-05-01 | 2024-05-02 | 2024-05-31 | — | 27.87 | 27.87 | 0.00% | market | 38.46% | — | — | 2.85% | 4.61% | -1.76% |
| BMA | 2024-05-23 | 2024-05-24 | 2024-06-25 | — | 57.87 | 57.87 | 0.00% | market | 130.28% | — | — | 0.80% | 3.22% | -2.41% |
| APPS | 2024-05-28 | 2024-05-29 | 2024-06-27 | — | 2.00 | 2.00 | 0.00% | market | 82.37% | — | — | -25.70% | 3.94% | -29.64% |
| ONIT | 2022-11-03 | 2024-06-04 | 2024-07-03 | — | 25.26 | 25.26 | 0.00% | market | 422.95% | — | — | -7.25% | 4.75% | -12.00% |
| THO | 2024-06-05 | 2024-06-06 | 2024-07-08 | — | 94.90 | 94.90 | 0.00% | market | 14.52% | — | — | -2.99% | 3.79% | -6.79% |
| LZB | 2024-06-17 | 2024-06-18 | 2024-07-18 | — | 39.09 | 39.09 | 0.00% | market | 35.71% | — | — | 7.63% | 1.01% | 6.62% |
| WS | 2024-06-26 | 2024-06-27 | 2024-07-26 | — | 33.19 | 33.19 | 0.00% | market | 26.19% | — | — | 19.26% | -0.17% | 19.43% |
| FLEX | 2024-07-24 | 2024-07-25 | 2024-08-22 | — | 31.94 | 31.94 | 0.00% | market | 23.88% | — | — | -1.39% | 2.75% | -4.14% |
| LUV | 2024-07-25 | 2024-07-26 | 2024-08-23 | — | 28.08 | 28.08 | 0.00% | market | 13.73% | — | — | 0.16% | 3.66% | -3.50% |
| LYG | 2024-07-25 | 2024-07-26 | 2024-08-23 | — | 3.04 | 3.04 | 0.00% | market | 34.63% | — | — | 2.76% | 3.66% | -0.90% |
| NWL | 2024-07-26 | 2024-07-29 | 2024-08-26 | — | 8.97 | 8.97 | 0.00% | market | 71.43% | — | — | -19.38% | 2.71% | -22.08% |
| OIS | 2024-07-29 | 2024-07-30 | 2024-08-27 | — | 5.45 | 5.45 | 0.00% | market | 100.00% | — | — | -3.50% | 2.80% | -6.30% |
| KSS | 2024-08-28 | 2024-08-29 | 2024-09-27 | — | 19.36 | 19.36 | 0.00% | market | 31.11% | — | — | 7.75% | 1.99% | 5.76% |
| TLYS | 2024-09-05 | 2024-09-06 | 2024-10-04 | — | 4.74 | 4.74 | 0.00% | market | 97.13% | — | — | -2.10% | 4.19% | -6.29% |
| GCO | 2024-09-06 | 2024-09-09 | 2024-10-07 | — | 25.51 | 25.51 | 0.00% | market | 25.89% | — | — | 7.05% | 4.25% | 2.80% |
| BNED | 2024-09-10 | 2024-09-11 | 2024-10-09 | — | 10.25 | 10.25 | 0.00% | market | 96.21% | — | — | -13.66% | 5.18% | -18.85% |
| FGN | 2024-09-30 | 2024-10-01 | 2024-10-29 | — | 27.21 | 27.21 | 0.00% | market | 42.20% | — | — | -1.12% | 1.46% | -2.58% |
| VLRS | 2024-10-22 | 2024-10-23 | 2024-11-20 | — | 7.24 | 7.24 | 0.00% | market | 68.42% | — | — | 10.99% | 1.59% | 9.40% |
| GBX | 2024-10-23 | 2024-10-24 | 2024-11-21 | — | 55.90 | 55.90 | 0.00% | market | 45.45% | — | — | 17.78% | 2.36% | 15.42% |
| TAL | 2024-10-24 | 2024-10-25 | 2024-11-22 | — | 10.59 | 10.59 | 0.00% | market | 64.20% | — | — | -8.32% | 2.41% | -10.73% |
| RNGR | 2024-10-28 | 2024-10-29 | 2024-11-26 | — | 12.58 | 12.58 | 0.00% | market | 34.48% | — | — | 32.31% | 3.59% | 28.72% |
| VFC | 2024-10-28 | 2024-10-29 | 2024-11-26 | — | 20.31 | 20.31 | 0.00% | market | 58.86% | — | — | 0.39% | 3.59% | -3.20% |
| SNEX | 2024-11-20 | 2024-11-21 | 2024-12-20 | — | 30.47 | 30.47 | 0.00% | market | 13.87% | — | — | -7.75% | -0.38% | -7.37% |
| ZIM | 2024-11-20 | 2024-11-21 | 2024-12-20 | — | 26.00 | 26.00 | 0.00% | market | 32.48% | — | — | -29.85% | -0.38% | -29.47% |
| FLNC | 2024-11-25 | 2024-11-26 | 2024-12-26 | — | 21.00 | 21.00 | 0.00% | market | 17.24% | — | — | -24.96% | 0.42% | -25.39% |
| MEI | 2024-12-05 | 2024-12-06 | 2025-01-07 | — | 14.23 | 14.23 | 0.00% | market | 187.50% | — | — | -20.51% | -3.10% | -17.41% |
| MOV | 2024-12-05 | 2024-12-06 | 2025-01-07 | — | 21.13 | 21.13 | 0.00% | market | 15.62% | — | — | -7.54% | -3.10% | -4.44% |
| ALK | 2025-01-22 | 2025-01-23 | 2025-02-21 | — | 69.76 | 69.76 | 0.00% | market | 115.56% | — | — | 0.40% | -0.97% | 1.37% |
| ALGT | 2025-02-04 | 2025-02-05 | 2025-03-06 | — | 97.20 | 97.20 | 0.00% | market | 337.50% | — | — | -35.62% | -4.65% | -30.97% |
| UGI | 2025-02-05 | 2025-02-06 | 2025-03-07 | — | 31.62 | 31.62 | 0.00% | market | 25.69% | — | — | 4.23% | -4.96% | 9.19% |
| SLQT | 2025-02-10 | 2025-02-11 | 2025-03-12 | — | 5.64 | 5.64 | 0.00% | market | 275.00% | — | — | -36.02% | -7.25% | -28.77% |
| LUXE | 2025-02-11 | 2025-02-12 | 2025-03-13 | — | 12.00 | 12.00 | 0.00% | market | 99.13% | — | — | -29.53% | -7.97% | -21.56% |
| CCU | 2025-02-25 | 2025-02-26 | 2025-03-26 | — | 13.30 | 13.30 | 0.00% | market | 90.91% | — | — | 15.21% | -4.59% | 19.80% |
| ACR | 2025-03-05 | 2025-03-06 | 2025-04-03 | — | 19.69 | 19.69 | 0.00% | market | 118.18% | — | — | 4.98% | -6.74% | 11.72% |
| COOK | 2025-03-06 | 2025-03-07 | 2025-04-04 | — | 101.50 | 101.50 | 0.00% | market | 789.66% | — | — | -26.80% | -11.49% | -15.31% |
| KSS | 2025-03-11 | 2025-03-12 | 2025-04-09 | — | 9.15 | 9.15 | 0.00% | market | 31.94% | — | — | -15.39% | -2.41% | -12.98% |
| CIG | 2025-03-20 | 2025-03-21 | 2025-04-21 | — | 1.93 | 1.93 | 0.00% | market | 34.55% | — | — | -10.56% | -8.12% | -2.45% |
| GLXY | 2025-03-28 | 2025-03-31 | 2025-04-29 | — | 10.86 | 10.86 | 0.00% | market | 75.70% | — | — | 40.13% | 0.82% | 39.31% |
| PTEN | 2025-04-23 | 2025-04-24 | 2025-05-22 | — | 6.21 | 6.21 | 0.00% | market | 106.50% | — | — | -8.57% | 8.64% | -17.21% |
| HZO | 2025-04-24 | 2025-04-25 | 2025-05-23 | — | 22.35 | 22.35 | 0.00% | market | 43.75% | — | — | -5.21% | 5.94% | -11.15% |
| CNC | 2025-04-25 | 2025-04-28 | 2025-05-27 | — | 57.95 | 57.95 | 0.00% | market | 15.08% | — | — | -0.72% | 7.21% | -7.93% |
| CWH | 2025-04-29 | 2025-04-30 | 2025-05-29 | — | 12.96 | 12.96 | 0.00% | market | 30.43% | — | — | 31.44% | 7.76% | 23.68% |
| PUMP | 2025-04-29 | 2025-04-30 | 2025-05-29 | — | 5.36 | 5.36 | 0.00% | market | 50.00% | — | — | 3.34% | 7.76% | -4.41% |
| AAP | 2025-05-22 | 2025-05-23 | 2025-06-24 | — | 49.49 | 49.49 | 0.00% | market | 72.84% | — | — | -2.69% | 5.35% | -8.03% |
| THO | 2025-06-04 | 2025-06-05 | 2025-07-07 | — | 83.12 | 83.12 | 0.00% | market | 54.75% | — | — | 9.39% | 3.86% | 5.53% |
| NX | 2025-06-05 | 2025-06-06 | 2025-07-08 | — | 20.80 | 20.80 | 0.00% | market | 25.00% | — | — | -3.52% | 3.62% | -7.14% |
| KMX | 2025-06-20 | 2025-06-23 | 2025-07-22 | — | 67.94 | 67.94 | 0.00% | market | 18.97% | — | — | -6.69% | 5.68% | -12.37% |
| WS | 2025-06-25 | 2025-06-26 | 2025-07-25 | — | 31.66 | 31.66 | 0.00% | market | 26.51% | — | — | 0.34% | 4.62% | -4.28% |
| GBX | 2025-07-01 | 2025-07-02 | 2025-07-31 | — | 53.75 | 53.75 | 0.00% | market | 116.28% | — | — | -15.55% | 2.40% | -17.95% |
| AIR | 2025-07-16 | 2025-07-17 | 2025-08-14 | — | 78.18 | 78.18 | 0.00% | market | 16.00% | — | — | -1.52% | 3.29% | -4.81% |
| MAN | 2025-07-17 | 2025-07-18 | 2025-08-15 | — | 44.52 | 44.52 | 0.00% | market | 13.04% | — | — | -7.50% | 2.25% | -9.75% |
| ALK | 2025-07-23 | 2025-07-24 | 2025-08-21 | — | 52.36 | 52.36 | 0.00% | market | 14.10% | — | — | 4.69% | 0.15% | 4.54% |
| AAL | 2025-07-24 | 2025-07-25 | 2025-08-22 | — | 11.55 | 11.55 | 0.00% | market | 21.79% | — | — | 17.12% | 1.61% | 15.51% |
| NMRK | 2025-07-30 | 2025-07-31 | 2025-08-28 | — | 15.12 | 15.12 | 0.00% | market | 19.23% | — | — | 19.51% | 1.48% | 18.03% |
| BORR | 2025-08-13 | 2025-08-14 | 2025-09-12 | — | 2.39 | 2.39 | 0.00% | market | 46.54% | — | — | 25.74% | 2.27% | 23.47% |
| AMCR | 2025-08-14 | 2025-08-15 | 2025-09-15 | — | 43.80 | 43.80 | 0.00% | market | 368.82% | — | — | -5.68% | 2.31% | -7.99% |
| NIO | 2025-09-02 | 2025-09-03 | 2025-10-01 | — | 6.38 | 6.38 | 0.00% | market | 16.57% | — | — | 19.71% | 4.01% | 15.69% |
| AEO | 2025-09-03 | 2025-09-04 | 2025-10-02 | — | 17.75 | 17.75 | 0.00% | market | 125.00% | — | — | -4.71% | 3.85% | -8.56% |
| TLYS | 2025-09-03 | 2025-09-04 | 2025-10-02 | — | 2.19 | 2.19 | 0.00% | market | 350.00% | — | — | -8.88% | 3.85% | -12.72% |
| LUXE | 2025-09-11 | 2025-09-12 | 2025-10-10 | — | 9.09 | 9.09 | 0.00% | market | 3261.11% | — | — | -14.94% | -0.70% | -14.25% |
| GLXY | 2025-10-21 | 2025-10-22 | 2025-11-19 | — | 40.74 | 40.74 | 0.00% | market | 194.74% | — | — | -36.97% | -1.39% | -35.58% |
| STC | 2025-10-22 | 2025-10-23 | 2025-11-20 | — | 75.56 | 75.56 | 0.00% | market | 22.39% | — | — | -5.94% | -2.33% | -3.61% |
| CAR | 2025-10-27 | 2025-10-28 | 2025-11-25 | — | 161.15 | 161.15 | 0.00% | market | 24.66% | — | — | -17.01% | -1.75% | -15.26% |
| VLRS | 2025-10-27 | 2025-10-28 | 2025-11-25 | — | 7.18 | 7.18 | 0.00% | market | 266.67% | — | — | -2.71% | -1.75% | -0.96% |
| FOR | 2025-10-28 | 2025-10-29 | 2025-11-26 | — | 28.39 | 28.39 | 0.00% | market | 34.92% | — | — | -9.36% | -1.31% | -8.05% |
| BNED | 2025-11-25 | 2025-11-26 | 2025-12-26 | — | 9.30 | 9.30 | 0.00% | market | 16.05% | — | — | 3.56% | 1.87% | 1.69% |
| KEP | 2025-12-18 | 2025-12-19 | 2026-01-21 | — | 16.77 | 16.77 | 0.00% | market | 28.66% | — | — | 38.50% | 1.30% | 37.20% |
| BNED | 2026-01-20 | 2026-01-21 | 2026-02-19 | — | 8.82 | 8.82 | 0.00% | market | 41.98% | — | — | -6.32% | 0.71% | -7.03% |
| CCS | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 65.92 | 65.92 | 0.00% | market | 14.39% | — | — | 1.79% | -1.49% | 3.28% |
| CMPR | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 69.19 | 69.19 | 0.00% | market | 21.12% | — | — | 5.38% | -1.49% | 6.87% |
| PMTU | 2026-01-29 | 2026-01-30 | 2026-03-02 | — | 25.86 | 25.86 | 0.00% | market | 20.79% | — | — | -0.78% | -0.78% | 0.00% |
| VIRT | 2026-01-29 | 2026-01-30 | 2026-03-02 | — | 41.00 | 41.00 | 0.00% | market | 44.53% | — | — | 4.02% | -0.78% | 4.80% |
| JLL | 2026-02-18 | 2026-02-19 | 2026-03-19 | — | 311.00 | 311.00 | 0.00% | market | 20.14% | — | — | -3.70% | -3.52% | -0.19% |
| AVAL | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 4.22 | 4.22 | 0.00% | market | 20.00% | — | — | -2.33% | -7.17% | 4.84% |
| FLOC | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 24.63 | 24.63 | 0.00% | market | 135.48% | — | — | -14.94% | -7.17% | -7.76% |
| AMRC | 2026-03-02 | 2026-03-03 | 2026-03-31 | — | 31.00 | 31.00 | 0.00% | market | 21.88% | — | — | -17.94% | -3.66% | -14.28% |
| TGT | 2026-03-03 | 2026-03-04 | 2026-04-01 | — | 123.96 | 123.96 | 0.00% | market | 12.96% | — | — | -3.03% | -3.87% | 0.84% |
| PUK | 2026-03-18 | 2026-03-19 | 2026-04-17 | — | 28.38 | 28.38 | 0.00% | market | 46.48% | — | — | 8.68% | 8.09% | 0.59% |
| VATE | 2026-03-26 | 2026-03-27 | 2026-04-27 | — | 4.15 | 4.15 | 0.00% | market | 41.58% | — | — | 189.44% | 11.31% | 178.13% |
| GNE | 2026-03-31 | 2026-04-01 | 2026-04-30 | — | 14.08 | 14.08 | 0.00% | market | 128.57% | — | — | -0.98% | 9.90% | -10.88% |
| KALU | 2026-04-22 | 2026-04-23 | 2026-05-21 | — | 168.64 | 168.64 | 0.00% | market | 90.82% | — | — | 0.24% | 4.68% | -4.44% |
| AMBP | 2026-04-23 | 2026-04-24 | 2026-05-22 | — | 3.95 | 3.95 | 0.00% | market | 25.00% | — | — | 2.08% | 4.91% | -2.83% |
| SANM | 2026-04-27 | 2026-04-28 | 2026-05-27 | — | 204.98 | 204.98 | 0.00% | market | 30.58% | — | — | 27.53% | 5.43% | 22.10% |
| BP | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 46.79 | 46.79 | 0.00% | market | 36.26% | — | — | -11.31% | 6.13% | -17.45% |
| CSTM | 2026-04-29 | 2026-04-30 | 2026-05-29 | — | 32.09 | 32.09 | 0.00% | market | 129.03% | — | — | 6.56% | 5.86% | 0.71% |
| AAP | 2026-05-21 | 2026-05-22 | 2026-06-23 | — | 58.01 | 58.01 | 0.00% | market | 97.44% | — | — | -5.72% | -1.70% | -4.02% |
| BBAR | 2026-05-26 | 2026-05-27 | 2026-06-25 | — | 16.82 | 16.82 | 0.00% | market | 58.82% | — | — | 13.12% | -2.21% | 15.33% |
| AZUL | 2021-11-11 | 2026-05-28 | 2026-06-26 | — | 9.03 | 9.03 | 0.00% | market | 20.00% | — | — | 0.80% | -2.83% | 3.63% |
| NX | 2026-06-04 | 2026-06-05 | 2026-07-07 | — | 17.69 | 17.69 | 0.00% | market | 13.64% | — | — | -6.36% | -0.61% | -5.75% |
| KMX | 2026-06-17 | 2026-06-18 | 2026-07-20 | — | 48.30 | 48.30 | 0.00% | market | 35.75% | — | — | 15.56% | -0.76% | 16.31% |
| MEI | 2026-06-24 | 2026-06-25 | 2026-07-24 | — | 15.31 | 15.31 | 0.00% | market | 109.09% | — | — | -0.20% | 0.00% | -0.20% |