Quality overlays 2 (lookback 30y)
Run 5f7610e9 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
198
Win rate
54.55%
Avg return
1.75%
Median return
1.33%
Avg abnormal
1.08%
Median abnormal
-1.00%
Best trade
88.40%
Worst trade
-45.99%
Sharpe (per-trade)
0.10
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2021 | 23 | -2.70% | -3.17% | 52.17% |
| 2022 | 39 | 2.69% | 3.39% | 51.28% |
| 2023 | 42 | 2.35% | 1.17% | 52.38% |
| 2024 | 37 | 0.99% | -1.68% | 56.76% |
| 2025 | 36 | 3.78% | 3.65% | 66.67% |
| 2026 | 21 | 1.50% | 1.71% | 42.86% |
Trades (198)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROE | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ORCL | 2021-06-15 | 2021-06-16 | 2021-07-15 | — | 77.99 | 77.99 | 0.00% | market | 17.56% | — | 10.38% | 2.38% | 8.00% |
| KOF | 2021-07-26 | 2021-07-27 | 2021-08-24 | — | 54.73 | 54.73 | 0.00% | market | 16.18% | — | 5.03% | 1.83% | 3.19% |
| QURE | 2021-07-26 | 2021-07-27 | 2021-08-24 | — | 27.30 | 27.30 | 0.00% | market | 187.50% | — | 2.91% | 1.83% | 1.08% |
| TFII | 2021-07-26 | 2021-07-27 | 2021-08-24 | — | 111.15 | 111.15 | 0.00% | market | 45.45% | — | 1.01% | 1.83% | -0.82% |
| AAPL | 2021-07-27 | 2021-07-28 | 2021-08-25 | — | 144.81 | 144.81 | 0.00% | market | 30.00% | — | 2.25% | 2.10% | 0.15% |
| CHDN | 2021-07-28 | 2021-07-29 | 2021-08-26 | — | 94.78 | 94.78 | 0.00% | market | 20.31% | — | 6.63% | 1.46% | 5.16% |
| NTAP | 2021-08-25 | 2021-08-26 | 2021-09-24 | — | 87.50 | 87.50 | 0.00% | market | 21.05% | — | 6.82% | -1.05% | 7.86% |
| 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% |
| NTNX | 2021-09-01 | 2021-09-02 | 2021-10-01 | — | 39.53 | 39.53 | 0.00% | market | 39.53% | — | -1.44% | -4.21% | 2.77% |
| INTA | 2021-09-08 | 2021-09-09 | 2021-10-07 | — | 39.07 | 39.07 | 0.00% | market | 51.28% | — | -33.37% | -2.67% | -30.70% |
| RH | 2021-09-08 | 2021-09-09 | 2021-10-07 | — | 706.28 | 706.28 | 0.00% | market | 30.86% | — | -7.82% | -2.67% | -5.15% |
| 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% |
| THC | 2021-10-20 | 2021-10-21 | 2021-11-18 | — | 71.37 | 71.37 | 0.00% | market | 82.57% | — | 10.01% | 3.98% | 6.04% |
| CROX | 2021-10-21 | 2021-10-22 | 2021-11-19 | — | 147.80 | 147.80 | 0.00% | market | 31.38% | — | 18.54% | 3.48% | 15.06% |
| MAT | 2021-10-21 | 2021-10-22 | 2021-11-19 | — | 21.70 | 21.70 | 0.00% | market | 16.67% | — | 4.18% | 3.48% | 0.70% |
| ASR | 2021-10-25 | 2021-10-26 | 2021-11-23 | — | 198.13 | 198.13 | 0.00% | market | 35.98% | — | -2.02% | 2.40% | -4.42% |
| ADNT | 2021-11-10 | 2021-11-11 | 2021-12-10 | — | 44.13 | 44.13 | 0.00% | market | 63.08% | — | 7.12% | 1.19% | 5.93% |
| VSCO | 2021-11-17 | 2021-11-18 | 2021-12-17 | — | 55.14 | 55.14 | 0.00% | market | 14.08% | — | -10.37% | -2.00% | -8.38% |
| ATKR | 2021-11-18 | 2021-11-19 | 2021-12-20 | — | 111.50 | 111.50 | 0.00% | market | 14.32% | — | -10.38% | -3.12% | -7.26% |
| BJ | 2021-11-18 | 2021-11-19 | 2021-12-20 | — | 72.18 | 72.18 | 0.00% | market | 13.75% | — | -10.41% | -3.12% | -7.30% |
| NTNX | 2021-11-23 | 2021-11-24 | 2021-12-23 | — | 33.53 | 33.53 | 0.00% | market | 35.29% | — | -3.38% | 0.97% | -4.36% |
| FLNC | 2021-12-09 | 2021-12-10 | 2022-01-10 | — | 31.32 | 31.32 | 0.00% | market | 43.48% | — | -17.03% | -0.79% | -16.23% |
| RIVN | 2021-12-16 | 2021-12-17 | 2022-01-18 | — | 99.92 | 99.92 | 0.00% | market | 35.57% | — | -26.98% | -1.10% | -25.89% |
| FER | 2021-12-31 | 2022-01-03 | 2022-02-01 | — | 27.50 | 27.50 | 0.00% | market | 1139.21% | — | -0.75% | -4.90% | 4.16% |
| CNS | 2022-01-26 | 2022-01-27 | 2022-02-25 | — | 82.49 | 82.49 | 0.00% | market | 20.39% | — | -2.29% | -0.12% | -2.17% |
| ATKR | 2022-01-31 | 2022-02-01 | 2022-03-02 | — | 109.26 | 109.26 | 0.00% | market | 28.65% | — | -4.06% | -2.84% | -1.22% |
| HRB | 2022-02-01 | 2022-02-02 | 2022-03-03 | — | 23.20 | 23.20 | 0.00% | market | 20.31% | — | 11.83% | -4.34% | 16.17% |
| UPS | 2022-02-01 | 2022-02-02 | 2022-03-03 | — | 230.65 | 230.65 | 0.00% | market | 15.81% | — | -8.10% | -4.34% | -3.75% |
| EVR | 2022-02-02 | 2022-02-03 | 2022-03-04 | — | 127.69 | 127.69 | 0.00% | market | 56.80% | — | -7.21% | -4.16% | -3.04% |
| ASR | 2022-02-24 | 2022-02-25 | 2022-03-25 | — | 211.78 | 211.78 | 0.00% | market | 29.13% | — | 2.33% | 5.37% | -3.05% |
| SNDX | 2022-03-01 | 2022-03-02 | 2022-03-30 | — | 16.95 | 16.95 | 0.00% | market | 546.43% | — | 1.57% | 6.09% | -4.52% |
| SBSW | 2022-03-03 | 2022-03-04 | 2022-04-01 | — | 18.73 | 18.73 | 0.00% | market | 1224.37% | — | -11.57% | 4.90% | -16.48% |
| 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% |
| BW | 2022-03-08 | 2022-03-09 | 2022-04-06 | — | 7.23 | 7.23 | 0.00% | market | 200.00% | — | 11.83% | 5.03% | 6.80% |
| 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% |
| BNTX | 2022-03-30 | 2022-03-31 | 2022-04-29 | — | 173.00 | 173.00 | 0.00% | market | 64.66% | — | -19.98% | -10.02% | -9.96% |
| LW | 2022-04-07 | 2022-04-08 | 2022-05-09 | — | 65.64 | 65.64 | 0.00% | market | 65.91% | — | -4.65% | -11.12% | 6.47% |
| SNDA | 2022-04-15 | 2022-04-18 | 2022-05-16 | — | 31.06 | 31.06 | 0.00% | market | 23.87% | — | -11.95% | -8.41% | -3.55% |
| ASR | 2022-04-25 | 2022-04-26 | 2022-05-24 | — | 203.79 | 203.79 | 0.00% | market | 21.52% | — | 3.89% | -7.50% | 11.39% |
| GSHD | 2022-04-26 | 2022-04-27 | 2022-05-25 | — | 52.50 | 52.50 | 0.00% | market | 128.57% | — | -7.06% | -4.76% | -2.29% |
| BVN | 2022-04-28 | 2022-04-29 | 2022-05-27 | — | 9.23 | 9.23 | 0.00% | market | 45.24% | — | -2.26% | -1.97% | -0.29% |
| NRG | 2022-05-06 | 2022-05-09 | 2022-06-07 | — | 41.03 | 41.03 | 0.00% | market | 1203.64% | — | 12.25% | 2.63% | 9.63% |
| APLD | 2022-05-13 | 2022-05-16 | 2022-06-14 | — | 1.90 | 1.90 | 0.00% | market | 42.86% | — | -45.99% | -6.53% | -39.46% |
| SNDA | 2022-05-23 | 2022-05-24 | 2022-06-23 | — | 25.00 | 25.00 | 0.00% | market | 41.94% | — | -14.56% | -3.69% | -10.87% |
| VSCO | 2022-05-31 | 2022-06-01 | 2022-06-30 | — | 45.23 | 45.23 | 0.00% | market | 32.14% | — | -38.36% | -9.13% | -29.23% |
| CHWY | 2022-06-01 | 2022-06-02 | 2022-07-01 | — | 27.09 | 27.09 | 0.00% | market | 128.57% | — | 37.08% | -6.88% | 43.97% |
| ASR | 2022-07-25 | 2022-07-26 | 2022-08-23 | — | 186.48 | 186.48 | 0.00% | market | 26.44% | — | 16.54% | 4.70% | 11.84% |
| KOF | 2022-07-25 | 2022-07-26 | 2022-08-23 | — | 56.59 | 56.59 | 0.00% | market | 32.53% | — | 10.97% | 4.70% | 6.27% |
| MUSA | 2022-07-27 | 2022-07-28 | 2022-08-25 | — | 279.00 | 279.00 | 0.00% | market | 70.36% | — | 6.39% | 4.38% | 2.01% |
| PI | 2022-07-27 | 2022-07-28 | 2022-08-25 | — | 80.25 | 80.25 | 0.00% | market | 787.81% | — | 19.99% | 4.38% | 15.60% |
| AMBP | 2022-07-28 | 2022-07-29 | 2022-08-26 | — | 6.56 | 6.56 | 0.00% | market | 22.22% | — | -3.86% | -0.56% | -3.30% |
| VSCO | 2022-08-24 | 2022-08-25 | 2022-09-23 | — | 36.81 | 36.81 | 0.00% | market | 14.74% | — | -18.67% | -11.39% | -7.28% |
| SEZL | 2022-09-30 | 2022-10-03 | 2022-10-31 | — | 0.03 | 0.03 | 0.00% | market | 131.87% | — | 88.40% | 6.96% | 81.44% |
| TKO | 2022-09-30 | 2022-10-03 | 2022-10-31 | — | 70.94 | 70.94 | 0.00% | market | 208.15% | — | 11.01% | 6.96% | 4.05% |
| LW | 2022-10-05 | 2022-10-06 | 2022-11-03 | — | 82.35 | 82.35 | 0.00% | market | 44.23% | — | 2.85% | -1.23% | 4.08% |
| RLI | 2022-10-19 | 2022-10-20 | 2022-11-17 | — | 54.76 | 54.76 | 0.00% | market | 47.06% | — | 18.68% | 7.12% | 11.56% |
| KOF | 2022-10-24 | 2022-10-25 | 2022-11-22 | — | 60.81 | 60.81 | 0.00% | market | 24.10% | — | 11.67% | 5.57% | 6.10% |
| EQNR | 2022-10-28 | 2022-10-31 | 2022-11-29 | — | 36.08 | 36.08 | 0.00% | market | 19.66% | — | 4.12% | 2.27% | 1.85% |
| NSP | 2022-10-31 | 2022-11-01 | 2022-11-30 | — | 119.99 | 119.99 | 0.00% | market | 26.80% | — | -1.40% | 4.50% | -5.90% |
| ETSY | 2022-11-02 | 2022-11-03 | 2022-12-02 | — | 91.33 | 91.33 | 0.00% | market | 56.76% | — | 53.63% | 9.54% | 44.09% |
| SQM | 2022-11-16 | 2022-11-17 | 2022-12-16 | — | 100.26 | 100.26 | 0.00% | market | 13.91% | — | -15.17% | -1.84% | -13.33% |
| WMG | 2022-11-22 | 2022-11-23 | 2022-12-22 | — | 31.85 | 31.85 | 0.00% | market | 115.38% | — | 10.91% | -4.71% | 15.63% |
| ACI | 2023-01-10 | 2023-01-11 | 2023-02-09 | — | 21.25 | 21.25 | 0.00% | market | 29.85% | — | -0.72% | 3.79% | -4.51% |
| EXTR | 2023-01-25 | 2023-01-26 | 2023-02-24 | — | 17.04 | 17.04 | 0.00% | market | 12.50% | — | 10.36% | -1.67% | 12.04% |
| RDY | 2023-01-25 | 2023-01-26 | 2023-02-24 | — | 10.54 | 10.54 | 0.00% | market | 32.35% | — | 2.55% | -1.67% | 4.23% |
| CNX | 2023-01-26 | 2023-01-27 | 2023-02-27 | — | 16.22 | 16.22 | 0.00% | market | 187.72% | — | -5.19% | -1.47% | -3.72% |
| CLX | 2023-02-02 | 2023-02-03 | 2023-03-06 | — | 153.00 | 153.00 | 0.00% | market | 50.77% | — | -0.83% | -1.73% | 0.90% |
| MSGE | 2023-02-09 | 2023-02-10 | 2023-03-13 | — | 59.83 | 59.83 | 0.00% | market | 71.05% | — | -7.44% | -5.05% | -2.39% |
| ALNY | 2023-02-23 | 2023-02-24 | 2023-03-24 | — | 191.77 | 191.77 | 0.00% | market | 21.13% | — | -1.13% | 0.08% | -1.22% |
| BKNG | 2023-02-23 | 2023-02-24 | 2023-03-24 | — | 97.20 | 97.20 | 0.00% | market | 17.86% | — | 2.65% | 0.08% | 2.57% |
| CAPL | 2023-02-27 | 2023-02-28 | 2023-03-28 | — | 21.82 | 21.82 | 0.00% | market | 152.94% | — | -5.65% | -0.41% | -5.24% |
| WTI | 2023-03-07 | 2023-03-08 | 2023-04-05 | — | 5.75 | 5.75 | 0.00% | market | 400.00% | — | -7.68% | 2.31% | -9.99% |
| BKE | 2023-03-10 | 2023-03-13 | 2023-04-11 | — | 36.93 | 36.93 | 0.00% | market | 12.82% | — | -7.08% | 7.31% | -14.39% |
| 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% |
| LW | 2023-04-06 | 2023-04-10 | 2023-05-08 | — | 107.69 | 107.69 | 0.00% | market | 45.92% | — | 3.95% | 1.51% | 2.44% |
| ASML | 2023-04-19 | 2023-04-20 | 2023-05-18 | — | 625.36 | 625.36 | 0.00% | market | 19.33% | — | 11.08% | 1.95% | 9.13% |
| MEDP | 2023-04-24 | 2023-04-25 | 2023-05-23 | — | 225.00 | 225.00 | 0.00% | market | 26.11% | — | -8.78% | 0.85% | -9.64% |
| GE | 2023-04-25 | 2023-04-26 | 2023-05-24 | — | 78.34 | 78.34 | 0.00% | market | 107.69% | — | 2.60% | 1.07% | 1.52% |
| CHDN | 2023-04-26 | 2023-04-27 | 2023-05-25 | — | 131.85 | 131.85 | 0.00% | market | 12.64% | — | 5.86% | 1.88% | 3.98% |
| TAC | 2023-05-05 | 2023-05-08 | 2023-06-06 | — | 9.58 | 9.58 | 0.00% | market | 179.31% | — | 2.31% | 3.65% | -1.34% |
| MSGE | 2023-05-18 | 2023-05-19 | 2023-06-20 | — | 36.10 | 36.10 | 0.00% | market | 132.31% | — | 9.61% | 4.05% | 5.56% |
| NTAP | 2023-05-31 | 2023-06-01 | 2023-06-30 | — | 70.30 | 70.30 | 0.00% | market | 14.07% | — | 8.48% | 6.03% | 2.45% |
| JILL | 2023-06-07 | 2023-06-08 | 2023-07-10 | — | 22.71 | 22.71 | 0.00% | market | 23.08% | — | -14.91% | 3.06% | -17.96% |
| LW | 2023-07-25 | 2023-07-26 | 2023-08-23 | — | 105.55 | 105.55 | 0.00% | market | 16.19% | — | -8.63% | -2.52% | -6.11% |
| MANH | 2023-07-25 | 2023-07-26 | 2023-08-23 | — | 195.00 | 195.00 | 0.00% | market | 22.22% | — | -0.54% | -2.52% | 1.98% |
| SHW | 2023-07-25 | 2023-07-26 | 2023-08-23 | — | 279.46 | 279.46 | 0.00% | market | 22.30% | — | -2.85% | -2.52% | -0.33% |
| FTAI | 2023-07-26 | 2023-07-27 | 2023-08-24 | — | 33.16 | 33.16 | 0.00% | market | 53.33% | — | 6.22% | -4.82% | 11.04% |
| WU | 2023-07-26 | 2023-07-27 | 2023-08-24 | — | 12.90 | 12.90 | 0.00% | market | 30.77% | — | -7.80% | -4.82% | -2.98% |
| SPHR | 2023-08-22 | 2023-08-23 | 2023-09-21 | — | 39.70 | 39.70 | 0.00% | market | 2652.50% | — | -8.71% | -1.79% | -6.92% |
| NVDA | 2023-08-23 | 2023-08-24 | 2023-09-22 | — | 50.22 | 50.22 | 0.00% | market | 28.57% | — | -17.34% | -3.21% | -14.14% |
| VEON | 2023-08-29 | 2023-08-30 | 2023-09-28 | — | 16.45 | 16.45 | 0.00% | market | 635.29% | — | 17.37% | -4.67% | 22.04% |
| JILL | 2023-08-31 | 2023-09-01 | 2023-10-02 | — | 25.28 | 25.28 | 0.00% | market | 37.50% | — | 16.22% | -5.71% | 21.92% |
| LUCK | 2023-09-11 | 2023-09-12 | 2023-10-10 | — | 10.42 | 10.42 | 0.00% | market | 5464.08% | — | 10.07% | -2.78% | 12.85% |
| JBTM | 2023-09-30 | 2023-10-02 | 2023-10-30 | — | 104.66 | 104.66 | 0.00% | market | 1291.88% | — | -2.88% | -2.59% | -0.30% |
| KOF | 2023-10-24 | 2023-10-25 | 2023-11-22 | — | 72.40 | 72.40 | 0.00% | market | 19.05% | — | 17.76% | 7.85% | 9.90% |
| MANH | 2023-10-24 | 2023-10-25 | 2023-11-22 | — | 183.13 | 183.13 | 0.00% | market | 36.36% | — | 21.03% | 7.85% | 13.17% |
| SHW | 2023-10-24 | 2023-10-25 | 2023-11-22 | — | 235.20 | 235.20 | 0.00% | market | 15.52% | — | 16.57% | 7.85% | 8.72% |
| TNET | 2023-10-25 | 2023-10-26 | 2023-11-24 | — | 110.65 | 110.65 | 0.00% | market | 37.41% | — | 1.80% | 9.33% | -7.53% |
| NSP | 2023-10-31 | 2023-11-01 | 2023-11-30 | — | 105.53 | 105.53 | 0.00% | market | 69.77% | — | 7.59% | 8.87% | -1.28% |
| NVDA | 2023-11-21 | 2023-11-22 | 2023-12-21 | — | 49.85 | 49.85 | 0.00% | market | 17.65% | — | -1.93% | 3.89% | -5.82% |
| NTAP | 2023-11-28 | 2023-11-29 | 2023-12-28 | — | 86.89 | 86.89 | 0.00% | market | 12.86% | — | 1.32% | 4.27% | -2.96% |
| JILL | 2023-12-05 | 2023-12-06 | 2024-01-05 | — | 26.13 | 26.13 | 0.00% | market | 27.87% | — | -7.05% | 1.99% | -9.04% |
| BNED | 2023-12-06 | 2023-12-07 | 2024-01-08 | — | 130.50 | 130.50 | 0.00% | market | 12400.00% | — | 53.06% | 3.87% | 49.19% |
| BLBD | 2023-12-11 | 2023-12-12 | 2024-01-11 | — | 24.00 | 24.00 | 0.00% | market | 37.50% | — | 3.13% | 3.19% | -0.06% |
| KSPI | 2022-09-30 | 2024-01-19 | 2024-02-16 | — | 92.50 | 92.50 | 0.00% | market | 13.38% | — | 3.10% | 4.58% | -1.48% |
| KSPI | 2023-09-30 | 2024-01-19 | 2024-02-16 | — | 92.50 | 92.50 | 0.00% | market | 30.93% | — | 3.10% | 4.58% | -1.48% |
| AGYS | 2024-01-22 | 2024-01-23 | 2024-02-21 | — | 88.40 | 88.40 | 0.00% | market | 34.62% | — | -10.18% | 2.73% | -12.90% |
| COR | 2024-01-31 | 2024-02-01 | 2024-03-01 | — | 232.65 | 232.65 | 0.00% | market | 13.49% | — | 1.68% | 5.82% | -4.14% |
| RDY | 2024-01-31 | 2024-02-01 | 2024-03-01 | — | 14.32 | 14.32 | 0.00% | market | 13.25% | — | 4.27% | 5.82% | -1.55% |
| TNET | 2024-02-15 | 2024-02-16 | 2024-03-18 | — | 118.11 | 118.11 | 0.00% | market | 34.45% | — | 7.42% | 2.22% | 5.20% |
| MAX | 2024-02-20 | 2024-02-21 | 2024-03-20 | — | 17.10 | 17.10 | 0.00% | market | 76.19% | — | 17.40% | 5.06% | 12.34% |
| VC | 2024-02-20 | 2024-02-21 | 2024-03-20 | — | 116.44 | 116.44 | 0.00% | market | 544.06% | — | -1.57% | 5.06% | -6.62% |
| ESTC | 2024-02-29 | 2024-03-01 | 2024-04-01 | — | 115.96 | 115.96 | 0.00% | market | 16.13% | — | -13.48% | 2.59% | -16.07% |
| MUX | 2024-02-29 | 2024-03-01 | 2024-04-01 | — | 6.35 | 6.35 | 0.00% | market | 1006.25% | — | 66.73% | 2.59% | 64.14% |
| BLND | 2024-03-15 | 2024-03-18 | 2024-04-16 | — | 2.88 | 2.88 | 0.00% | market | 12.50% | — | -17.56% | -2.04% | -15.52% |
| TSHA | 2024-03-19 | 2024-03-20 | 2024-04-18 | — | 2.95 | 2.95 | 0.00% | market | 488.89% | — | -18.51% | -3.15% | -15.35% |
| KMB | 2024-04-23 | 2024-04-24 | 2024-05-22 | — | 135.66 | 135.66 | 0.00% | market | 23.31% | — | -1.52% | 4.59% | -6.11% |
| MANH | 2024-04-23 | 2024-04-24 | 2024-05-22 | — | 208.49 | 208.49 | 0.00% | market | 18.39% | — | 7.23% | 4.59% | 2.64% |
| KOF | 2024-04-24 | 2024-04-25 | 2024-05-23 | — | 96.18 | 96.18 | 0.00% | market | 16.67% | — | -0.21% | 5.36% | -5.58% |
| NBTX | 2024-04-24 | 2024-04-25 | 2024-05-23 | — | 5.91 | 5.91 | 0.00% | market | 60.40% | — | 11.64% | 5.36% | 6.28% |
| PI | 2024-04-24 | 2024-04-25 | 2024-05-23 | — | 130.28 | 130.28 | 0.00% | market | 110.00% | — | 29.13% | 5.36% | 23.76% |
| CLBT | 2024-05-23 | 2024-05-24 | 2024-06-25 | — | 12.00 | 12.00 | 0.00% | market | 45.45% | — | -1.95% | 3.22% | -5.17% |
| IBTA | 2024-05-30 | 2024-05-31 | 2024-07-01 | — | 104.33 | 104.33 | 0.00% | market | 80.00% | — | -31.49% | 4.15% | -35.64% |
| RBRK | 2024-06-11 | 2024-06-12 | 2024-07-12 | — | 36.57 | 36.57 | 0.00% | market | 13.66% | — | -7.64% | 3.39% | -11.03% |
| AEHR | 2024-07-16 | 2024-07-17 | 2024-08-14 | — | 19.26 | 19.26 | 0.00% | market | 663.64% | — | -29.80% | -2.69% | -27.10% |
| PAC | 2024-07-22 | 2024-07-23 | 2024-08-20 | — | 163.30 | 163.30 | 0.00% | market | 24.51% | — | 0.58% | 0.75% | -0.17% |
| KMB | 2024-07-23 | 2024-07-24 | 2024-08-21 | — | 134.77 | 134.77 | 0.00% | market | 14.62% | — | 7.08% | 2.14% | 4.94% |
| MANH | 2024-07-23 | 2024-07-24 | 2024-08-21 | — | 247.39 | 247.39 | 0.00% | market | 23.30% | — | 5.48% | 2.14% | 3.34% |
| LTM | 2022-12-31 | 2024-07-25 | 2024-08-22 | — | 24.85 | 24.85 | 0.00% | market | 116.62% | — | 0.12% | 2.75% | -2.62% |
| CLBT | 2024-08-15 | 2024-08-16 | 2024-09-16 | — | 14.88 | 14.88 | 0.00% | market | 25.00% | — | 17.54% | 2.07% | 15.47% |
| CHWY | 2024-08-28 | 2024-08-29 | 2024-09-27 | — | 28.72 | 28.72 | 0.00% | market | 257.14% | — | 4.12% | 1.99% | 2.13% |
| DOCU | 2024-09-05 | 2024-09-06 | 2024-10-04 | — | 60.24 | 60.24 | 0.00% | market | 20.20% | — | 5.78% | 4.19% | 1.59% |
| RBRK | 2024-09-09 | 2024-09-10 | 2024-10-08 | — | 29.85 | 29.85 | 0.00% | market | 17.70% | — | 15.81% | 4.52% | 11.29% |
| MANH | 2024-10-22 | 2024-10-23 | 2024-11-20 | — | 280.00 | 280.00 | 0.00% | market | 27.36% | — | -3.21% | 1.59% | -4.80% |
| BAH | 2024-10-25 | 2024-10-28 | 2024-11-25 | — | 184.08 | 184.08 | 0.00% | market | 23.13% | — | -20.09% | 2.57% | -22.66% |
| FER | 2024-10-29 | 2024-10-30 | 2024-11-27 | — | 40.34 | 40.34 | 0.00% | market | 751.91% | — | 1.73% | 3.02% | -1.28% |
| CLX | 2024-10-30 | 2024-10-31 | 2024-11-29 | — | 161.83 | 161.83 | 0.00% | market | 31.91% | — | 3.10% | 4.69% | -1.59% |
| EAT | 2024-10-30 | 2024-10-31 | 2024-11-29 | — | 103.21 | 103.21 | 0.00% | market | 37.68% | — | 27.96% | 4.69% | 23.27% |
| 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% |
| RBRK | 2024-12-05 | 2024-12-06 | 2025-01-07 | — | 65.68 | 65.68 | 0.00% | market | 47.50% | — | -2.24% | -3.10% | 0.86% |
| PVLA | 2024-05-16 | 2024-12-10 | 2025-01-10 | — | 16.41 | 16.41 | 0.00% | market | 58.33% | — | -15.07% | -4.11% | -10.96% |
| EAT | 2025-01-29 | 2025-01-30 | 2025-02-28 | — | 183.00 | 183.00 | 0.00% | market | 104.38% | — | -10.13% | -1.62% | -8.51% |
| LII | 2025-01-29 | 2025-01-30 | 2025-02-28 | — | 599.84 | 599.84 | 0.00% | market | 35.92% | — | 0.00% | -1.62% | 1.62% |
| BEPC | 2025-01-31 | 2025-02-03 | 2025-03-04 | — | 25.94 | 25.94 | 0.00% | market | 81.82% | — | 2.69% | -2.67% | 5.36% |
| IT | 2025-02-04 | 2025-02-05 | 2025-03-06 | — | 541.76 | 541.76 | 0.00% | market | 67.18% | — | -11.03% | -4.65% | -6.38% |
| PJT | 2025-02-04 | 2025-02-05 | 2025-03-06 | — | 174.42 | 174.42 | 0.00% | market | 59.66% | — | -15.24% | -4.65% | -10.59% |
| FER | 2025-02-28 | 2025-03-03 | 2025-03-31 | — | 44.44 | 44.44 | 0.00% | market | 1325.55% | — | 0.88% | -6.17% | 7.05% |
| VSCO | 2025-03-05 | 2025-03-06 | 2025-04-03 | — | 20.86 | 20.86 | 0.00% | market | 13.04% | — | -28.92% | -6.74% | -22.18% |
| VSXY | 2025-03-05 | 2025-03-06 | 2025-04-03 | — | 20.86 | 20.86 | 0.00% | market | 13.04% | — | -28.92% | -6.74% | -22.18% |
| BBAI | 2025-03-06 | 2025-03-07 | 2025-04-04 | — | 3.53 | 3.53 | 0.00% | market | 20.00% | — | -19.46% | -11.49% | -7.97% |
| GRND | 2025-03-07 | 2025-03-10 | 2025-04-07 | — | 14.78 | 14.78 | 0.00% | market | 28.57% | — | 15.29% | -11.14% | 26.43% |
| LMT | 2025-04-22 | 2025-04-23 | 2025-05-21 | — | 467.00 | 467.00 | 0.00% | market | 14.83% | — | 0.50% | 7.85% | -7.35% |
| MANH | 2025-04-22 | 2025-04-23 | 2025-05-21 | — | 178.47 | 178.47 | 0.00% | market | 15.53% | — | 5.12% | 7.85% | -2.73% |
| EAF | 2025-04-25 | 2025-04-28 | 2025-05-27 | — | 7.05 | 7.05 | 0.00% | market | 13.33% | — | 60.08% | 7.21% | 52.87% |
| TNET | 2025-04-25 | 2025-04-28 | 2025-05-27 | — | 77.63 | 77.63 | 0.00% | market | 19.16% | — | 6.00% | 7.21% | -1.21% |
| LTM | 2025-04-29 | 2025-04-30 | 2025-05-29 | — | 31.75 | 31.75 | 0.00% | market | 93.44% | — | 18.35% | 7.76% | 10.59% |
| VIK | 2025-05-20 | 2025-05-21 | 2025-06-20 | — | 44.57 | 44.57 | 0.00% | market | 18.36% | — | 10.82% | 0.99% | 9.82% |
| HNGE | 2025-05-05 | 2025-05-22 | 2025-06-23 | — | 39.25 | 39.25 | 0.00% | market | 147.03% | — | 11.11% | 3.00% | 8.11% |
| JOYY | 2025-05-26 | 2025-05-27 | 2025-06-25 | — | 42.00 | 42.00 | 0.00% | market | 29.10% | — | 20.09% | 3.59% | 16.49% |
| MANH | 2025-07-22 | 2025-07-23 | 2025-08-20 | — | 245.00 | 245.00 | 0.00% | market | 15.93% | — | -13.66% | 1.04% | -14.70% |
| LII | 2025-07-23 | 2025-07-24 | 2025-08-21 | — | 662.50 | 662.50 | 0.00% | market | 13.99% | — | -14.07% | 0.15% | -14.22% |
| LVS | 2025-07-23 | 2025-07-24 | 2025-08-21 | — | 51.27 | 51.27 | 0.00% | market | 48.78% | — | 4.17% | 0.15% | 4.02% |
| BWMX | 2025-07-24 | 2025-07-25 | 2025-08-22 | — | 10.15 | 10.15 | 0.00% | market | 50.00% | — | 31.72% | 1.61% | 30.11% |
| RELX | 2025-07-24 | 2025-07-25 | 2025-08-22 | — | 53.15 | 53.15 | 0.00% | market | 28.06% | — | -9.06% | 1.61% | -10.67% |
| UI | 2025-08-22 | 2025-08-25 | 2025-09-23 | — | 513.01 | 513.01 | 0.00% | market | 58.74% | — | 27.61% | 2.98% | 24.64% |
| 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% |
| 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% |
| FRMI | 2025-09-03 | 2025-10-01 | 2025-10-29 | — | 25.00 | 25.00 | 0.00% | market | 68.02% | — | 14.64% | 3.65% | 10.99% |
| LVS | 2025-10-22 | 2025-10-23 | 2025-11-20 | — | 54.56 | 54.56 | 0.00% | market | 26.42% | — | 16.15% | -2.33% | 18.48% |
| CVI | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 40.13 | 40.13 | 0.00% | market | 100.00% | — | -14.15% | -0.07% | -14.08% |
| GH | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 89.99 | 89.99 | 0.00% | market | 18.75% | — | 20.28% | -0.07% | 20.35% |
| OPFI | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 10.21 | 10.21 | 0.00% | market | 48.39% | — | -3.24% | -0.07% | -3.16% |
| TNET | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 58.48 | 58.48 | 0.00% | market | 54.17% | — | 0.01% | -0.07% | 0.08% |
| PD | 2025-11-25 | 2025-11-26 | 2025-12-26 | — | 12.96 | 12.96 | 0.00% | market | 32.53% | — | 1.34% | 1.87% | -0.53% |
| DOO | 2025-05-29 | 2025-12-02 | 2025-12-31 | — | 69.36 | 69.36 | 0.00% | market | 37.67% | — | 1.82% | 0.00% | 1.82% |
| ORCL | 2025-12-10 | 2025-12-11 | 2026-01-12 | — | 190.62 | 190.62 | 0.00% | market | 37.80% | — | 7.18% | 1.46% | 5.71% |
| XZO | 2025-12-10 | 2025-12-11 | 2026-01-12 | — | 18.28 | 18.28 | 0.00% | market | 19.05% | — | 23.32% | 1.46% | 21.86% |
| BA | 2026-01-27 | 2026-01-28 | 2026-02-26 | — | 244.09 | 244.09 | 0.00% | market | 2362.05% | — | -6.21% | -1.11% | -5.10% |
| EAT | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 158.25 | 158.25 | 0.00% | market | 13.44% | — | -6.55% | -1.49% | -5.06% |
| GEV | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 717.00 | 717.00 | 0.00% | market | 357.00% | — | 21.64% | -1.49% | 23.13% |
| SMG | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 62.63 | 62.63 | 0.00% | market | 25.96% | — | 11.76% | -1.49% | 13.25% |
| MA | 2026-01-29 | 2026-01-30 | 2026-03-02 | — | 541.01 | 541.01 | 0.00% | market | 12.26% | — | -3.90% | -0.78% | -3.12% |
| ACAD | 2026-02-25 | 2026-02-26 | 2026-03-26 | — | 23.64 | 23.64 | 0.00% | market | 1067.88% | — | -9.38% | -6.95% | -2.43% |
| AUPH | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 13.98 | 13.98 | 0.00% | market | 23.81% | — | 1.87% | -7.17% | 9.05% |
| CQP | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 60.76 | 60.76 | 0.00% | market | 114.41% | — | 6.65% | -7.17% | 13.82% |
| LNG | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 231.10 | 231.10 | 0.00% | market | 181.84% | — | 28.28% | -7.17% | 35.45% |
| DK | 2026-02-27 | 2026-03-02 | 2026-03-30 | — | 38.77 | 38.77 | 0.00% | market | 327.14% | — | 17.75% | -6.89% | 24.64% |
| BAK | 2026-03-27 | 2026-03-30 | 2026-04-28 | — | 3.59 | 3.59 | 0.00% | market | 51.02% | — | -4.38% | 11.18% | -15.56% |
| MANH | 2026-04-21 | 2026-04-22 | 2026-05-20 | — | 149.00 | 149.00 | 0.00% | market | 12.73% | — | -8.20% | 4.53% | -12.73% |
| GEV | 2026-04-22 | 2026-04-23 | 2026-05-21 | — | 1,147.89 | 1,147.89 | 0.00% | market | 794.36% | — | -9.27% | 4.68% | -13.95% |
| LVS | 2026-04-22 | 2026-04-23 | 2026-05-21 | — | 51.32 | 51.32 | 0.00% | market | 20.37% | — | -3.84% | 4.68% | -8.53% |
| AMT | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 177.54 | 177.54 | 0.00% | market | 15.00% | — | 4.95% | 6.13% | -1.18% |
| CVLT | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 98.47 | 98.47 | 0.00% | market | 17.43% | — | 12.25% | 6.13% | 6.12% |
| HAS | 2026-05-20 | 2026-05-21 | 2026-06-22 | — | 88.43 | 88.43 | 0.00% | market | 22.50% | — | -4.77% | 0.78% | -5.55% |
| EMAT | 2026-05-22 | 2026-05-26 | 2026-06-24 | — | 8.20 | 8.20 | 0.00% | market | 33.33% | — | -16.18% | -2.24% | -13.94% |
| CHPT | 2026-06-03 | 2026-06-04 | 2026-07-06 | — | 7.47 | 7.47 | 0.00% | market | 33.33% | — | -16.40% | -0.11% | -16.29% |
| ANGX | 2026-06-11 | 2026-06-12 | 2026-07-14 | — | 2.90 | 2.90 | 0.00% | market | 41.43% | — | 40.83% | 1.50% | 39.33% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-24 | — | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | — | -25.51% | 0.00% | -25.51% |