Valuation overlays (different measures) 1 (lookback 30y)

Run 5f761234 · view hypothesis

completed

Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.

Trades
306
Win rate
54.58%
Avg return
3.57%
Median return
1.20%
Avg abnormal
2.53%
Median abnormal
-0.50%
Best trade
225.28%
Worst trade
-61.90%
Sharpe (per-trade)
0.15
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
2021310.69%-0.47%58.06%
2022600.66%1.81%55.00%
2023615.50%3.76%40.98%
2024635.17%3.24%53.97%
2025604.98%3.75%63.33%
2026312.34%0.67%61.29%
Trades (306)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.P/EReturnBenchmarkAbnormal
ORCL2021-06-152021-06-162021-07-15—77.9977.990.00%market17.56%—10.38%2.38%8.00%
GS2021-07-132021-07-142021-08-11—378.75378.750.00%market46.68%—9.08%1.46%7.62%
JPM2021-07-132021-07-142021-08-11—155.95155.950.00%market21.94%—3.14%1.46%1.68%
C2021-07-142021-07-152021-08-12—67.5467.540.00%market34.18%—9.56%2.37%7.19%
WFC2021-07-142021-07-152021-08-12—44.5944.590.00%market42.27%—14.51%2.37%12.14%
MS2021-07-152021-07-162021-08-13—93.1593.150.00%market12.12%—11.38%2.27%9.11%
CGAU2021-08-102021-08-112021-09-09—7.397.390.00%market21.43%—-4.80%1.16%-5.96%
COIN2021-08-102021-08-112021-09-09—282.34282.340.00%market157.83%—-9.38%1.16%-10.54%
ACVA2021-08-112021-08-122021-09-10—24.4524.450.00%market62.50%—-18.93%0.41%-19.34%
AMWL2021-08-112021-08-122021-09-10—202.60202.600.00%market21.05%—6.12%0.41%5.71%
ABNB2021-08-122021-08-132021-09-13—146.66146.660.00%market76.60%—9.11%0.22%8.89%
ABM2021-09-082021-09-092021-10-07—45.5245.520.00%market12.50%—1.60%-2.67%4.27%
AVAV2021-09-082021-09-092021-10-07—105.43105.430.00%market34.62%—-17.60%-2.67%-14.93%
ASO2021-09-092021-09-102021-10-08—45.4945.490.00%market64.79%—-10.77%-2.92%-7.85%
BUR2021-09-092021-09-102021-10-08—10.9610.960.00%market59.38%—-1.93%-2.92%0.99%
KR2021-09-102021-09-132021-10-11—42.8042.800.00%market25.00%—-7.72%-3.11%-4.61%
AYI2021-10-062021-10-072021-11-04—201.39201.390.00%market14.74%—4.00%6.51%-2.51%
LEVI2021-10-062021-10-072021-11-04—25.5325.530.00%market29.73%—5.48%6.51%-1.03%
AZZ2021-10-122021-10-132021-11-10—56.2256.220.00%market22.58%—0.53%6.65%-6.12%
PNFP2021-10-122021-10-132021-11-10—97.8697.860.00%market12.90%—0.96%6.65%-5.69%
DAL2021-10-132021-10-142021-11-11—41.1841.180.00%market100.00%—5.31%5.62%-0.31%
ACH2021-11-032021-11-042021-12-03—45.4045.400.00%market34.55%—-10.97%-2.57%-8.41%
ACLS2021-11-032021-11-042021-12-03—58.9058.900.00%market15.49%—5.00%-2.57%7.56%
AKA2021-11-092021-11-102021-12-09—144.00144.000.00%market144.44%—-7.45%0.17%-7.62%
ARLO2021-11-092021-11-102021-12-09—7.367.360.00%market42.86%—25.34%0.17%25.18%
ADMA2021-11-102021-11-112021-12-10—1.511.510.00%market13.33%—-12.12%1.19%-13.31%
CDRE2021-12-022021-12-032022-01-03—20.5020.500.00%market247.06%—21.80%4.04%17.76%
DOCU2021-12-022021-12-032022-01-03—154.80154.800.00%market26.09%—1.23%4.04%-2.81%
AGX2021-12-082021-12-092022-01-07—41.5741.570.00%market65.96%—-5.76%-0.44%-5.32%
CURV2021-12-082021-12-092022-01-07—12.5112.510.00%market13.64%—-14.67%-0.44%-14.23%
CHWY2021-12-092021-12-102022-01-10—50.3050.300.00%market40.00%—-0.98%-0.79%-0.18%
FER2021-12-312022-01-032022-02-01—27.5027.500.00%market1139.21%—-0.75%-4.90%4.16%
ORKA2021-12-312022-01-032022-02-01—26.1626.160.00%market82.42%—-12.59%-4.90%-7.68%
CMC2022-01-102022-01-112022-02-09—36.1636.160.00%market32.79%—-0.53%-1.65%1.12%
ACI2022-01-112022-01-122022-02-10—28.7928.790.00%market31.67%—-1.00%-4.72%3.72%
DAL2022-01-132022-01-142022-02-14—40.7940.790.00%market46.67%—2.69%-4.81%7.50%
ATKR2022-01-312022-02-012022-03-02—109.26109.260.00%market28.65%—-4.06%-2.84%-1.22%
BCH2022-01-312022-02-012022-03-02—20.1420.140.00%market33.33%—4.62%-2.84%7.45%
AGCO2022-02-082022-02-092022-03-10—128.58128.580.00%market74.01%—0.69%-6.53%7.22%
ACGL2022-02-092022-02-102022-03-11—48.4848.480.00%market27.00%—-5.87%-6.93%1.06%
AB2022-02-112022-02-142022-03-15—48.6048.600.00%market27.00%—-12.03%-3.13%-8.91%
AMC2022-03-012022-03-022022-03-30—180.10180.100.00%market42.11%—42.39%6.09%36.30%
ARLO2022-03-012022-03-022022-03-30—9.999.990.00%market215.71%—-12.31%6.09%-18.40%
AMPY2022-03-092022-03-102022-04-07—5.715.710.00%market261.54%—3.48%6.21%-2.73%
EDN2022-03-102022-03-112022-04-08—7.007.000.00%market44.85%—-4.11%4.54%-8.66%
ACHR2022-03-142022-03-152022-04-12—2.962.960.00%market18.92%—31.89%4.41%27.48%
ASO2022-03-292022-03-302022-04-28—39.5139.510.00%market17.52%—-2.05%-7.07%5.02%
CIG2022-03-292022-03-302022-04-28—2.422.420.00%market63.36%—-1.03%-7.07%6.04%
CXM2022-04-062022-04-072022-05-06—12.2612.260.00%market44.44%—7.47%-7.69%15.15%
ACI2022-04-122022-04-132022-05-12—32.2532.250.00%market15.38%—-7.27%-10.43%3.16%
APLD2022-01-152022-04-132022-05-12—4.704.700.00%market96.60%—-61.90%-10.43%-51.47%
ALKS2022-04-272022-04-282022-05-26—32.2332.230.00%market1066.18%—-9.10%-4.02%-5.08%
ARR2022-04-272022-04-282022-05-26—36.7536.750.00%market21.74%—2.11%-4.02%6.13%
AGO2022-05-052022-05-062022-06-06—57.9257.920.00%market61.45%—2.06%0.17%1.89%
APP2022-05-112022-05-122022-06-10—32.1432.140.00%market608.62%—12.17%0.11%12.06%
COOK2022-05-112022-05-122022-06-10—241.50241.500.00%market98.69%—-10.34%0.11%-10.46%
DKS2022-05-252022-05-262022-06-27—78.7678.760.00%market14.92%—2.14%-2.53%4.66%
MMYT2022-05-252022-05-262022-06-27—26.6326.630.00%market60.00%—-2.53%-2.53%0.00%
AXIA2022-06-062022-06-072022-07-07—8.488.480.00%market77.58%—-0.91%-4.68%3.78%
SIG2022-06-092022-06-102022-07-12—65.0965.090.00%market24.89%—-17.93%-3.56%-14.37%
ORCL2022-06-132022-06-142022-07-14—72.0072.000.00%market12.41%—-3.74%0.28%-4.02%
BZ2022-06-242022-06-272022-07-26—28.0228.020.00%market82.48%—-14.98%-0.04%-14.93%
HTFC2021-10-262022-06-272022-07-26—24.6524.650.00%market93.25%—0.41%-0.04%0.45%
YRD2022-07-062022-07-072022-08-04—1.761.760.00%market88.79%—-28.04%7.54%-35.58%
AZZ2022-07-112022-07-122022-08-09—41.6941.690.00%market35.92%—0.59%7.22%-6.63%
WAFD2022-07-132022-07-142022-08-11—30.3930.390.00%market16.67%—13.78%12.41%1.37%
AGNC2022-07-252022-07-262022-08-23—11.9311.930.00%market38.33%—3.07%4.70%-1.63%
AIN2022-07-252022-07-262022-08-23—83.4083.400.00%market29.27%—10.30%4.70%5.60%
ACA2022-08-032022-08-042022-09-01—53.3653.360.00%market82.61%—7.50%-4.33%11.83%
ACAD2022-08-082022-08-092022-09-07—16.6016.600.00%market16.00%—1.31%-3.50%4.81%
ACVA2022-08-102022-08-112022-09-09—7.607.600.00%market47.37%—23.75%-3.87%27.62%
BBAR2022-08-232022-08-242022-09-22—2.992.990.00%market25.94%—8.83%-9.19%18.02%
BEKE2022-08-232022-08-242022-09-22—16.1316.130.00%market55.56%—3.71%-9.19%12.90%
AI2022-08-312022-09-012022-09-30—15.3515.350.00%market53.85%—-18.77%-9.09%-9.68%
GTLB2022-09-062022-09-072022-10-05—47.9647.960.00%market34.78%—13.14%-3.42%16.56%
CXM2022-09-082022-09-092022-10-07—12.0012.000.00%market50.00%—-18.70%-9.92%-8.78%
BB2022-09-272022-09-282022-10-26—4.944.940.00%market28.57%—-8.50%4.84%-13.34%
JEF2022-09-282022-09-292022-10-27—27.9627.960.00%market59.42%—15.47%3.59%11.87%
CMBT2022-09-292022-09-302022-10-28—15.5815.580.00%market35.11%—13.09%7.52%5.56%
LW2022-10-052022-10-062022-11-03—82.3582.350.00%market44.23%—2.85%-1.23%4.08%
APLD2022-10-112022-10-122022-11-09—1.601.600.00%market16.67%—22.92%4.46%18.47%
ADM2022-10-252022-10-262022-11-23—92.0792.070.00%market30.99%—4.92%5.45%-0.53%
ALSN2022-10-262022-10-272022-11-25—41.2241.220.00%market12.40%—6.67%5.03%1.64%
AIT2022-10-272022-10-282022-11-28—122.96122.960.00%market20.86%—5.46%4.22%1.24%
ALNT2022-11-022022-11-032022-12-02—32.6032.600.00%market62.16%—12.10%9.54%2.56%
AEVA2022-11-082022-11-092022-12-08—8.758.750.00%market22.22%—-12.77%4.29%-17.06%
AEO2022-11-222022-11-232022-12-22—15.2415.240.00%market90.91%—-5.51%-4.71%-0.80%
BMA2022-11-232022-11-252022-12-23—13.7013.700.00%market62.07%—15.42%-4.71%20.13%
JOYY2022-11-282022-11-292022-12-28—28.2528.250.00%market132.28%—12.47%-4.90%17.37%
AMBA2022-12-012022-12-022023-01-03—69.5069.500.00%market26.32%—14.17%-5.33%19.50%
AI2022-12-072022-12-082023-01-09—12.0112.010.00%market31.25%—-6.69%-1.84%-4.85%
SEZL2022-12-312023-01-032023-02-01—0.040.040.00%market102.31%—218.59%6.88%211.71%
CAG2023-01-052023-01-062023-02-06—40.3740.370.00%market22.73%—-8.77%7.11%-15.89%
NEOG2023-01-052023-01-062023-02-06—16.1016.100.00%market287.50%—23.34%7.11%16.23%
CMC2023-01-092023-01-102023-02-08—50.7550.750.00%market14.29%—10.64%6.04%4.59%
SAR2023-01-102023-01-112023-02-09—27.0127.010.00%market14.93%—-1.35%3.79%-5.14%
CACC2023-01-312023-02-012023-03-02—470.89470.890.00%market33.80%—-4.89%-1.83%-3.06%
BCH2023-02-032023-02-062023-03-07—21.7421.740.00%market14.08%—-1.21%-2.81%1.60%
MEOH2023-02-032023-02-062023-03-07—49.9249.920.00%market62.22%—1.18%-2.81%3.99%
AGCO2023-02-072023-02-082023-03-09—134.60134.600.00%market14.62%—1.81%-5.22%7.03%
AB2023-02-082023-02-092023-03-10—40.0540.050.00%market23.02%—-8.14%-6.88%-1.26%
AEO2023-03-012023-03-022023-03-30—14.3314.330.00%market23.33%—-8.29%2.81%-11.10%
BBAR2023-03-062023-03-072023-04-04—5.195.190.00%market177.20%—-23.71%1.05%-24.76%
CECO2023-03-062023-03-072023-04-04—15.1715.170.00%market31.25%—-16.09%1.05%-17.14%
ASAN2023-03-082023-03-092023-04-06—20.1020.100.00%market44.44%—-3.58%2.36%-5.95%
AMPY2023-03-092023-03-102023-04-10—9.799.790.00%market1157.14%—-26.14%4.76%-30.91%
CXM2023-03-292023-03-302023-04-28—12.8812.880.00%market218.64%—-7.34%2.93%-10.27%
CAG2023-04-052023-04-062023-05-05—38.6038.600.00%market18.75%—-2.22%1.44%-3.66%
GBX2023-04-102023-04-112023-05-09—34.0234.020.00%market62.30%—-22.45%0.16%-22.61%
PSMT2023-04-102023-04-112023-05-09—74.0774.070.00%market42.05%—-5.02%0.16%-5.18%
ACI2023-04-112023-04-122023-05-10—20.8220.820.00%market17.91%—-1.83%0.24%-2.07%
ACA2023-04-272023-04-282023-05-26—63.7763.770.00%market92.73%—5.26%2.07%3.18%
ABEV2023-05-042023-05-052023-06-05—2.882.880.00%market33.33%—-0.20%4.45%-4.65%
ADEA2023-05-082023-05-092023-06-07—7.407.400.00%market41.18%—42.91%3.75%39.16%
AMR2023-05-082023-05-092023-06-07—160.00160.000.00%market20.38%—-3.99%3.75%-7.74%
AFRM2023-05-092023-05-102023-06-08—12.1112.110.00%market24.18%—55.46%3.68%51.77%
GAP2023-05-252023-05-262023-06-27—8.158.150.00%market106.29%—9.25%5.02%4.23%
GTLB2023-06-052023-06-062023-07-06—45.4445.440.00%market57.14%—9.26%3.04%6.22%
THO2023-06-062023-06-072023-07-07—94.9594.950.00%market111.32%—6.65%2.36%4.29%
YEXT2023-06-062023-06-072023-07-07—11.3611.360.00%market60.00%—-10.85%2.36%-13.21%
GEF2023-06-072023-06-082023-07-10—66.7466.740.00%market34.09%—4.76%3.06%1.70%
BB2023-06-282023-06-292023-07-28—5.265.260.00%market220.00%—-9.90%4.81%-14.70%
LEVI2023-07-062023-07-072023-08-04—13.0013.000.00%market35.59%—13.88%1.86%12.01%
ZGN2023-07-062023-07-072023-08-04—12.9312.930.00%market20.12%—19.52%1.86%17.66%
SAJ2023-07-102023-07-112023-08-08—25.0725.070.00%market26.61%—1.36%1.88%-0.53%
SAR2023-07-102023-07-112023-08-08—27.9427.940.00%market18.68%—-4.64%1.88%-6.52%
AGCO2023-07-272023-07-282023-08-25—133.92133.920.00%market15.01%—-11.26%-3.49%-7.77%
AAOI2023-08-032023-08-042023-09-01—8.378.370.00%market25.00%—66.35%0.10%66.24%
ABCL2023-08-032023-08-042023-09-01—6.526.520.00%market15.38%—-14.46%0.10%-14.57%
ACVA2023-08-072023-08-082023-09-06—17.2017.200.00%market85.71%—-3.63%-0.42%-3.22%
AGM2023-08-072023-08-082023-09-06—166.85166.850.00%market19.50%—-1.03%-0.42%-0.62%
AFRM2023-08-242023-08-252023-09-25—15.0915.090.00%market19.77%—33.80%-1.47%35.27%
ESTC2023-08-312023-09-012023-10-02—72.7272.720.00%market127.27%—11.12%-5.71%16.82%
GCO2023-08-312023-09-012023-10-02—35.0035.000.00%market30.89%—-11.57%-5.71%-5.86%
ASAN2023-09-052023-09-062023-10-04—19.6719.670.00%market63.64%—-13.57%-5.29%-8.28%
ASND2023-09-052023-09-062023-10-04—103.42103.420.00%market12.31%—-16.95%-5.29%-11.65%
THO2023-09-252023-09-262023-10-24—89.3389.330.00%market75.00%—-1.24%-1.27%0.03%
CCL2023-09-292023-10-022023-10-30—13.5013.500.00%market14.67%—-15.76%-2.59%-13.17%
CMBT2023-09-302023-10-022023-10-30—15.8815.880.00%market39.18%—12.14%-2.59%14.73%
LW2023-10-052023-10-062023-11-03—97.3997.390.00%market49.54%—-3.59%3.01%-6.60%
MANU2023-10-052023-10-062023-11-03—19.0119.010.00%market62.22%—-1.88%3.01%-4.90%
CLF2023-10-232023-10-242023-11-21—15.0815.080.00%market20.93%—11.80%7.24%4.56%
ABR2023-10-272023-10-302023-11-28—12.7412.740.00%market14.58%—-5.54%10.00%-15.54%
AER2023-10-272023-10-302023-11-28—60.4960.490.00%market15.16%—9.93%10.00%-0.07%
AAMI2023-11-022023-11-032023-12-04—15.8815.880.00%market52.54%—12.58%5.44%7.15%
ABCL2023-11-022023-11-032023-12-04—3.973.970.00%market28.57%—16.68%5.44%11.24%
GBDC2023-11-202023-11-212023-12-20—15.3815.380.00%market27.66%—-2.80%3.33%-6.13%
SDRL2023-11-272023-11-282023-12-27—44.7744.770.00%market64.18%—5.52%4.94%0.58%
SUPV2023-11-272023-11-282023-12-27—3.353.350.00%market33.18%—26.67%4.94%21.73%
GTLB2023-12-042023-12-052024-01-04—59.6859.680.00%market1150.00%—-3.72%2.64%-6.36%
SAIC2023-12-042023-12-052024-01-04—134.90134.900.00%market34.32%—-8.84%2.64%-11.48%
BB2023-12-202023-12-212024-01-23—3.883.880.00%market136.97%—-8.71%2.87%-11.58%
EMA2023-12-312024-01-022024-01-31—36.2436.240.00%market107.94%—-2.63%2.27%-4.90%
JBTM2023-12-312024-01-022024-01-31—98.7598.750.00%market33.82%—-0.19%2.27%-2.46%
GBX2024-01-052024-01-082024-02-06—47.2847.280.00%market31.51%—-1.49%5.45%-6.94%
CMC2024-01-082024-01-092024-02-07—51.2051.200.00%market12.41%—3.51%5.56%-2.05%
AGYS2024-01-222024-01-232024-02-21—88.4088.400.00%market34.62%—-10.18%2.73%-12.90%
AX2024-01-302024-01-312024-02-29—60.0060.000.00%market15.11%—-13.33%3.98%-17.32%
CB2024-01-302024-01-312024-02-29—247.20247.200.00%market63.71%—1.61%3.98%-2.37%
ALGT2024-02-052024-02-062024-03-06—73.9973.990.00%market116.42%—0.81%3.29%-2.47%
AB2024-02-062024-02-072024-03-07—34.0934.090.00%market21.84%—-0.46%3.73%-4.20%
ANDE2024-02-202024-02-212024-03-20—54.4954.490.00%market60.61%—2.53%5.06%-2.52%
ACEL2024-02-282024-02-292024-03-28—10.9910.990.00%market52.94%—7.08%2.95%4.13%
ACMR2024-02-282024-02-292024-03-28—31.7131.710.00%market330.00%—-8.30%2.95%-11.26%
APGE2024-03-052024-03-062024-04-04—61.0861.080.00%market28.89%—-3.61%0.49%-4.10%
AMPY2024-03-062024-03-072024-04-05—6.336.330.00%market463.16%—8.17%1.03%7.14%
TSHA2024-03-192024-03-202024-04-18—2.952.950.00%market488.89%—-18.51%-3.15%-15.35%
BRZE2024-03-272024-03-282024-04-26—45.3145.310.00%market20.00%—-8.15%-2.86%-5.29%
CCL2024-03-272024-03-282024-04-26—17.0017.000.00%market20.73%—-11.49%-2.86%-8.64%
BB2024-04-032024-04-042024-05-02—2.962.960.00%market193.83%—-1.55%-3.53%1.98%
GBX2024-04-052024-04-082024-05-06—53.5853.580.00%market19.77%—-2.96%-0.50%-2.47%
WTFC2024-04-172024-04-182024-05-16—96.2596.250.00%market19.42%—5.93%5.32%0.61%
AMBP2024-04-252024-04-262024-05-24—4.014.010.00%market975.27%—-1.95%4.56%-6.51%
BCS2024-04-252024-04-262024-05-24—10.2910.290.00%market28.26%—7.48%4.56%2.92%
ACLS2024-05-012024-05-022024-05-31—101.25101.250.00%market26.61%—10.90%4.61%6.30%
ADNT2024-05-032024-05-062024-06-04—27.7027.700.00%market38.46%—1.35%2.85%-1.50%
ASTS2024-05-152024-05-162024-06-14—3.143.140.00%market24.03%—225.28%2.43%222.84%
BILI2024-05-232024-05-242024-06-25—13.8113.810.00%market13.27%—24.78%3.22%21.57%
BMA2024-05-232024-05-242024-06-25—57.8757.870.00%market130.28%—0.80%3.22%-2.41%
AMBA2024-05-302024-05-312024-07-01—58.0058.000.00%market18.75%—-7.77%4.15%-11.92%
GTLB2024-06-032024-06-042024-07-03—46.9046.900.00%market179.07%—13.17%4.75%8.42%
KFY2024-06-132024-06-142024-07-16—70.5070.500.00%market12.50%—0.51%4.43%-3.92%
GHG2024-06-252024-06-262024-07-25—2.562.560.00%market14.29%—-2.54%-0.97%-1.57%
WS2024-06-262024-06-272024-07-26—33.1933.190.00%market26.19%—19.26%-0.17%19.43%
SMFG2024-06-282024-07-012024-07-30—13.4313.430.00%market116.31%—1.51%-0.67%2.18%
AEHR2024-07-162024-07-172024-08-14—19.2619.260.00%market663.64%—-29.80%-2.69%-27.10%
FULT2024-07-162024-07-172024-08-14—18.7618.760.00%market56.67%—-7.72%-2.69%-5.02%
ARR2024-07-242024-07-252024-08-22—20.4220.420.00%market18.68%—-2.21%2.75%-4.95%
BFH2024-07-252024-07-262024-08-23—53.1553.150.00%market50.28%—6.16%3.66%2.50%
CNO2024-07-292024-07-302024-08-27—32.0032.000.00%market47.89%—5.58%2.80%2.78%
ANRO2024-08-132024-08-142024-09-12—9.009.000.00%market15.49%—44.24%2.99%41.25%
ELVN2024-08-132024-08-142024-09-12—22.4422.440.00%market29.31%—-0.69%2.99%-3.68%
BBAR2024-08-212024-08-222024-09-20—10.0110.010.00%market134.62%—18.18%1.01%17.17%
DAO2024-08-222024-08-232024-09-23—3.293.290.00%market57.87%—-5.06%1.81%-6.88%
TCOM2024-08-262024-08-272024-09-25—46.4546.450.00%market35.14%—9.77%1.89%7.88%
MANU2024-09-112024-09-122024-10-10—15.7015.700.00%market25.93%—2.35%3.81%-1.46%
PENG2023-04-042024-09-162024-10-14—19.1519.150.00%market26.67%—8.68%4.02%4.66%
LEN2024-09-192024-09-202024-10-18—185.49185.490.00%market17.36%—1.65%2.95%-1.30%
THO2024-09-242024-09-252024-10-23—108.83108.830.00%market29.23%—-4.41%1.20%-5.61%
FGN2024-09-302024-10-012024-10-29—27.2127.210.00%market42.20%—-1.12%1.46%-2.58%
APLD2024-10-092024-10-102024-11-07—7.497.490.00%market89.01%—3.81%3.45%0.36%
WFC2024-10-112024-10-142024-11-11—61.2761.270.00%market18.75%—18.23%3.02%15.21%
MCB2024-10-172024-10-182024-11-15—63.0063.000.00%market20.00%—2.20%0.29%1.91%
BANC2024-10-222024-10-232024-11-20—15.6915.690.00%market76.68%—2.22%1.59%0.63%
BOH2024-10-282024-10-292024-11-26—72.6372.630.00%market13.41%—9.69%3.59%6.10%
ACT2024-11-062024-11-072024-12-06—34.2034.200.00%market15.00%—2.37%2.48%-0.11%
ADNT2024-11-082024-11-112024-12-10—20.6220.620.00%market30.77%—-4.18%0.50%-4.68%
DAO2024-11-142024-11-152024-12-16—5.025.020.00%market94.00%—54.98%2.89%52.08%
ATAT2024-11-192024-11-202024-12-19—26.2726.270.00%market18.18%—3.80%-0.72%4.52%
FLNC2024-11-252024-11-262024-12-26—21.0021.000.00%market17.24%—-24.96%0.42%-25.39%
AGX2024-12-052024-12-062025-01-07—156.25156.250.00%market58.73%—-4.12%-3.10%-1.02%
AI2024-12-092024-12-102025-01-10—37.1137.110.00%market62.50%—-12.84%-4.11%-8.73%
GIS2024-12-182024-12-192025-01-22—63.5063.500.00%market14.75%—-6.78%2.55%-9.33%
RCD2021-11-042024-12-192025-01-22—25.0025.000.00%market39.13%—0.44%2.55%-2.11%
LAR2023-03-312024-12-302025-01-30—2.752.750.00%market132.11%—-4.56%2.92%-7.48%
CALM2025-01-072025-01-082025-02-07—109.78109.780.00%market21.47%—-1.55%2.05%-3.60%
GBX2025-01-082025-01-102025-02-10—61.8561.850.00%market48.28%—4.02%3.24%0.78%
KEY2025-01-212025-01-222025-02-20—17.5017.500.00%market18.75%—0.26%0.74%-0.48%
SMBK2025-01-212025-01-222025-02-20—32.3932.390.00%market14.00%—9.49%0.74%8.76%
CALX2025-01-292025-01-302025-02-28—40.0040.000.00%market14.29%—-7.65%-1.62%-6.03%
AAMI2025-02-062025-02-072025-03-10—24.8624.860.00%market26.21%—-5.11%-7.63%2.52%
NWL2025-02-072025-02-102025-03-11—7.397.390.00%market14.29%—-11.70%-7.96%-3.74%
ACVA2025-02-192025-02-202025-03-20—18.5018.500.00%market93.33%—-15.39%-7.53%-7.86%
CAKE2025-02-192025-02-202025-03-20—53.2553.250.00%market14.29%—-9.06%-7.53%-1.53%
ABCL2025-02-272025-02-282025-03-28—2.722.720.00%market26.67%—-15.27%-5.11%-10.17%
GRND2025-03-072025-03-102025-04-07—14.7814.780.00%market28.57%—15.29%-11.14%26.43%
FTK2025-03-102025-03-112025-04-08—8.208.200.00%market55.56%—-23.98%-11.25%-12.73%
AEVA2025-03-192025-03-202025-04-17—3.203.200.00%market15.52%—127.61%-6.55%134.17%
ALMS2025-03-192025-03-202025-04-17—4.284.280.00%market83.57%—16.62%-6.55%23.18%
ABX2025-03-272025-03-282025-04-28—7.737.730.00%market23.08%—6.40%-2.60%8.99%
LEVI2025-04-072025-04-082025-05-07—15.7115.710.00%market36.64%—5.15%7.53%-2.38%
AEHR2025-04-082025-04-092025-05-08—7.017.010.00%market600.00%—20.06%14.51%5.54%
AA2025-04-162025-04-172025-05-16—23.8023.800.00%market27.98%—23.33%12.61%10.71%
ALV2025-04-162025-04-172025-05-16—85.8585.850.00%market27.98%—18.55%12.61%5.94%
CNC2025-04-252025-04-282025-05-27—57.9557.950.00%market15.08%—-0.72%7.21%-7.93%
ACLS2025-05-062025-05-072025-06-05—55.9355.930.00%market166.67%—7.70%5.87%1.83%
ACRE2025-05-072025-05-082025-06-06—4.704.700.00%market285.71%—1.71%6.00%-4.28%
DDS2025-05-152025-05-162025-06-16—412.18412.180.00%market13.68%—0.28%1.93%-1.65%
DE2025-05-152025-05-162025-06-16—515.80515.800.00%market19.42%—1.48%1.93%-0.46%
JOYY2025-05-262025-05-272025-06-25—42.0042.000.00%market29.10%—20.09%3.59%16.49%
CXM2025-06-042025-06-052025-07-07—9.109.100.00%market21.85%—-1.41%3.86%-5.27%
BRZE2025-06-052025-06-062025-07-08—31.4531.450.00%market52.64%—-8.53%3.62%-12.15%
APPS2025-06-162025-06-172025-07-17—5.545.540.00%market100.00%—-6.34%4.64%-10.97%
CAI2021-11-052025-06-182025-07-18—27.0027.000.00%market383.61%—11.61%4.87%6.75%
CCL2025-06-242025-06-252025-07-24—25.7825.780.00%market41.93%—15.32%4.36%10.96%
AEHR2025-07-082025-07-092025-08-06—12.4412.440.00%market33.33%—45.94%1.61%44.33%
PENG2025-07-082025-07-092025-08-06—20.9020.900.00%market12.93%—9.37%1.61%7.76%
AA2025-07-162025-07-172025-08-14—29.1229.120.00%market20.97%—7.39%3.29%4.10%
IIIN2025-07-172025-07-182025-08-15—36.2436.240.00%market14.71%—2.39%2.25%0.15%
ALK2025-07-232025-07-242025-08-21—52.3652.360.00%market14.10%—4.69%0.15%4.54%
ACHC2025-08-052025-08-062025-09-04—20.7820.780.00%market16.90%—13.61%3.19%10.42%
ACLS2025-08-052025-08-062025-09-04—77.1677.160.00%market54.79%—1.91%3.19%-1.28%
ARCO2025-08-132025-08-142025-09-12—7.617.610.00%market120.00%—-10.98%2.27%-13.25%
AMCR2025-08-142025-08-152025-09-15—43.8043.800.00%market368.82%—-5.68%2.31%-7.99%
GDS2025-08-202025-08-212025-09-19—32.4032.400.00%market45.45%—20.05%4.31%15.74%
AEO2025-09-032025-09-042025-10-02—17.7517.750.00%market125.00%—-4.71%3.85%-8.56%
ASAN2025-09-032025-09-042025-10-02—15.2015.200.00%market20.00%—-11.58%3.85%-15.43%
LUXE2025-09-112025-09-122025-10-10—9.099.090.00%market3261.11%—-14.94%-0.70%-14.25%
FERG2025-09-162025-09-172025-10-15—232.39232.390.00%market15.61%—3.65%0.78%2.87%
HTFL2025-09-192025-09-222025-10-20—32.6232.620.00%market71.83%—7.25%1.37%5.88%
CAG2025-10-012025-10-022025-10-30—19.0919.090.00%market16.77%—-8.95%1.40%-10.35%
APLD2025-10-092025-10-102025-11-07—37.0237.020.00%market14.66%—-16.52%-0.17%-16.34%
NEOG2025-10-092025-10-102025-11-07—6.886.880.00%market154.05%—-7.18%-0.17%-7.00%
EQBK2025-10-142025-10-152025-11-12—40.9740.970.00%market22.22%—1.73%2.48%-0.76%
ALLY2025-10-172025-10-202025-11-17—40.8240.820.00%market15.00%—-7.82%-0.25%-7.57%
ACR2025-10-292025-10-302025-11-28—20.5020.500.00%market638.84%—3.26%-0.07%3.34%
ACHR2025-11-062025-11-072025-12-08—7.837.830.00%market60.27%—9.76%2.35%7.41%
AGO2025-11-062025-11-072025-12-08—83.9083.900.00%market57.14%—4.21%2.35%1.86%
AII2025-11-112025-11-122025-12-11—25.0025.000.00%market16.39%—-19.12%0.64%-19.76%
MFG2025-11-142025-11-172025-12-16—6.876.870.00%market17.65%—7.22%1.37%5.85%
DOO2025-03-262025-12-022025-12-31—69.3669.360.00%market20.14%—1.82%0.00%1.82%
VSCO2025-12-052025-12-082026-01-07—49.5149.510.00%market53.92%—22.91%0.44%22.47%
VSXY2025-12-052025-12-082026-01-07—49.5149.510.00%market53.92%—22.91%0.44%22.47%
JILL2025-12-102025-12-112026-01-12—14.2614.260.00%market31.03%—10.53%1.46%9.07%
NAVN2025-12-152025-12-162026-01-15—13.6913.690.00%market281.77%—7.62%1.92%5.70%
FC2026-01-072026-01-082026-02-06—16.1516.150.00%market133.33%—20.48%0.26%20.22%
STZ2026-01-072026-01-082026-02-06—143.86143.860.00%market16.35%—14.03%0.26%13.77%
AEHR2026-01-082026-01-092026-02-09—23.9023.900.00%market50.00%—15.24%0.48%14.76%
KBH2026-01-122026-01-132026-02-11—61.7361.730.00%market40.78%—3.35%-0.51%3.86%
FHN2026-01-152026-01-162026-02-17—24.6724.670.00%market13.04%—0.25%-1.56%1.80%
ADPT2026-02-052026-02-062026-03-09—17.8217.820.00%market52.63%—-16.31%-0.47%-15.84%
ARW2026-02-052026-02-062026-03-09—145.13145.130.00%market23.66%—-3.85%-0.47%-3.38%
AER2026-02-062026-02-092026-03-10—140.35140.350.00%market16.18%—0.01%-1.78%1.78%
ACRE2026-02-102026-02-112026-03-12—5.725.720.00%market1400.00%—-13.49%-4.36%-9.13%
CBL2026-02-132026-02-172026-03-17—35.3135.310.00%market358.82%—6.37%-1.37%7.75%
ATAI2026-03-062026-03-092026-04-07—3.403.400.00%market58.33%—11.27%-1.08%12.35%
KB2026-03-062026-03-092026-04-07—97.9497.940.00%market17.43%—1.70%-1.08%2.78%
EDN2026-03-092026-03-102026-04-08—25.3325.330.00%market101.13%—23.45%-0.25%23.70%
NTSK2026-03-112026-03-122026-04-10—9.729.720.00%market33.33%—-11.00%1.24%-12.24%
ANRO2026-03-162026-03-172026-04-15—24.3224.320.00%market19.64%—4.53%4.10%0.43%
AEHR2026-04-072026-04-082026-05-06—57.3557.350.00%market28.57%—68.47%8.49%59.97%
LEVI2026-04-072026-04-082026-05-06—22.6522.650.00%market14.32%—1.48%8.49%-7.01%
NEOG2026-04-092026-04-102026-05-08—9.969.960.00%market125.00%—-9.34%8.26%-17.60%
PLGO2024-05-092026-04-142026-05-12—19.9319.930.00%market18.78%—1.91%7.34%-5.43%
C2026-04-142026-04-152026-05-13—131.25131.250.00%market15.47%—-5.65%6.77%-12.41%
ADPT2026-05-052026-05-062026-06-04—14.6414.640.00%market18.75%—23.30%3.97%19.32%
AES2026-05-052026-05-062026-06-04—14.4314.430.00%market34.00%—1.88%3.97%-2.09%
AGO2026-05-072026-05-082026-06-08—79.0079.000.00%market66.67%—-5.49%0.58%-6.07%
ABCL2026-05-112026-05-122026-06-10—4.764.760.00%market36.36%—6.73%-1.56%8.29%
AKA2026-05-122026-05-132026-06-11—12.4012.400.00%market32.65%—-27.94%-0.10%-27.85%
AI2026-06-032026-06-042026-07-06—11.2211.220.00%market13.16%—-17.49%-0.11%-17.38%
CHPT2026-06-032026-06-042026-07-06—7.477.470.00%market33.33%—-16.40%-0.11%-16.29%
BMNP2026-01-132026-06-102026-07-10—88.5088.500.00%market10553.33%—-3.34%2.94%-6.28%
SAIL2026-06-092026-06-102026-07-10—15.5615.560.00%market15.53%—-12.09%2.94%-15.03%
NAVN2026-06-102026-06-112026-07-13—24.2524.250.00%market1441.43%—7.55%2.80%4.75%
EPAC2026-07-072026-07-082026-08-05—35.8235.820.00%market19.28%—3.01%3.58%-0.57%