Large beat + not expensive 2 (lookback 30y)

Run 5f761b78 · view hypothesis

completed

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

Trades
305
Win rate
51.48%
Avg return
2.98%
Median return
0.80%
Avg abnormal
1.97%
Median abnormal
-0.53%
Best trade
225.28%
Worst trade
-61.90%
Sharpe (per-trade)
0.13
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
202131-1.46%-2.70%48.39%
202260-0.03%1.15%50.00%
2023616.09%4.32%45.90%
2024625.89%4.03%54.84%
2025602.72%1.53%58.33%
2026311.81%0.31%48.39%
Trades (305)
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%
UBS2021-07-202021-07-212021-08-18—15.5915.590.00%market25.00%—7.43%1.58%5.85%
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%
AIT2021-08-172021-08-182021-09-16—89.8589.850.00%market25.22%—-5.60%0.95%-6.55%
AVAV2021-09-082021-09-092021-10-07—105.43105.430.00%market34.62%—-17.60%-2.67%-14.93%
GENI2021-09-082021-09-092021-10-07—23.7423.740.00%market24.18%—-25.14%-2.67%-22.47%
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%
JXN2021-09-172021-09-202021-10-18—24.5124.510.00%market29.87%—14.00%2.83%11.17%
LEVI2021-10-062021-10-072021-11-04—25.5325.530.00%market29.73%—5.48%6.51%-1.03%
DAL2021-10-132021-10-142021-11-11—41.1841.180.00%market100.00%—5.31%5.62%-0.31%
JPM2021-10-132021-10-142021-11-11—161.75161.750.00%market24.67%—3.42%5.62%-2.20%
BAC2021-10-142021-10-152021-11-12—45.7745.770.00%market19.72%—2.29%5.06%-2.77%
GS2021-10-152021-10-182021-11-15—408.01408.010.00%market46.66%—-0.98%5.28%-6.27%
ACH2021-11-032021-11-042021-12-03—45.4045.400.00%market34.55%—-10.97%-2.57%-8.41%
ADNT2021-11-102021-11-112021-12-10—44.1344.130.00%market63.08%—7.12%1.19%5.93%
AER2021-11-102021-11-112021-12-10—67.7567.750.00%market41.35%—-10.83%1.19%-12.02%
AEG2021-11-112021-11-122021-12-13—4.884.880.00%market86.17%—-7.99%0.31%-8.30%
ATLC2021-11-122021-11-152021-12-14—81.8581.850.00%market71.33%—-28.17%-1.13%-27.04%
CDRE2021-12-022021-12-032022-01-03—20.5020.500.00%market247.06%—21.80%4.04%17.76%
CHWY2021-12-092021-12-102022-01-10—50.3050.300.00%market40.00%—-0.98%-0.79%-0.18%
CXM2021-12-092021-12-102022-01-10—14.9914.990.00%market33.33%—-4.54%-0.79%-3.74%
ASO2021-12-102021-12-132022-01-11—46.9946.990.00%market56.25%—-16.14%-0.09%-16.05%
JILL2021-12-132021-12-142022-01-12—16.0016.000.00%market91.18%—9.80%1.71%8.09%
FER2021-12-312022-01-032022-02-01—27.5027.500.00%market1139.21%—-0.75%-4.90%4.16%
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%
ONB2022-01-182022-01-192022-02-16—19.8219.820.00%market32.14%—-6.91%-2.52%-4.39%
ATKR2022-01-312022-02-012022-03-02—109.26109.260.00%market28.65%—-4.06%-2.84%-1.22%
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%
ABG2022-02-152022-02-162022-03-17—176.20176.200.00%market23.31%—10.20%-0.64%10.84%
AMC2022-03-012022-03-022022-03-30—180.10180.100.00%market42.11%—42.39%6.09%36.30%
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%
ARCO2022-03-162022-03-172022-04-14—7.497.490.00%market37.50%—1.27%0.97%0.30%
ASO2022-03-292022-03-302022-04-28—39.5139.510.00%market17.52%—-2.05%-7.07%5.02%
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%
C2022-04-142022-04-182022-05-16—50.8450.840.00%market49.03%—-6.85%-8.41%1.56%
ALKS2022-04-272022-04-282022-05-26—32.2332.230.00%market1066.18%—-9.10%-4.02%-5.08%
ALKT2022-05-052022-05-062022-06-06—11.1111.110.00%market16.67%—25.18%0.17%25.01%
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%
APLD2022-05-132022-05-162022-06-14—1.901.900.00%market42.86%—-45.99%-6.53%-39.46%
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%
CNM2022-06-142022-06-152022-07-15—22.7022.700.00%market89.74%—-5.49%2.06%-7.55%
CXM2022-06-142022-06-152022-07-15—10.2510.250.00%market16.67%—2.53%2.06%0.47%
BZ2022-06-242022-06-272022-07-26—28.0228.020.00%market82.48%—-14.98%-0.04%-14.93%
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%
C2022-07-152022-07-182022-08-15—50.6650.660.00%market36.90%—6.53%10.42%-3.89%
GS2022-07-182022-07-192022-08-16—303.59303.590.00%market17.48%—16.72%11.30%5.43%
AGNC2022-07-252022-07-262022-08-23—11.9311.930.00%market38.33%—3.07%4.70%-1.63%
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%
PPTA2022-08-122022-08-152022-09-13—2.692.690.00%market16.67%—-0.94%-7.46%6.51%
LI2022-08-152022-08-162022-09-14—31.8331.830.00%market95.00%—-16.41%-7.75%-8.67%
BBAR2022-08-232022-08-242022-09-22—2.992.990.00%market25.94%—8.83%-9.19%18.02%
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%
BRZE2022-09-122022-09-132022-10-11—36.2036.200.00%market20.00%—-11.33%-10.97%-0.36%
CNM2022-09-132022-09-142022-10-12—25.5725.570.00%market46.81%—-11.35%-9.61%-1.74%
BB2022-09-272022-09-282022-10-26—4.944.940.00%market28.57%—-8.50%4.84%-13.34%
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%
BLK2022-10-132022-10-142022-11-11—567.25567.250.00%market35.08%—36.38%8.13%28.25%
ADM2022-10-252022-10-262022-11-23—92.0792.070.00%market30.99%—4.92%5.45%-0.53%
AIT2022-10-272022-10-282022-11-28—122.96122.960.00%market20.86%—5.46%4.22%1.24%
BLCO2022-11-022022-11-032022-12-02—13.4213.420.00%market34.78%—15.15%9.54%5.61%
AEVA2022-11-082022-11-092022-12-08—8.758.750.00%market22.22%—-12.77%4.29%-17.06%
AEG2022-11-102022-11-112022-12-12—4.774.770.00%market65.52%—2.53%0.85%1.68%
AEO2022-11-222022-11-232022-12-22—15.2415.240.00%market90.91%—-5.51%-4.71%-0.80%
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%
BRZE2022-12-132022-12-142023-01-13—27.5027.500.00%market34.78%—11.55%-0.77%12.32%
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%
SNX2023-01-102023-01-112023-02-09—104.98104.980.00%market17.81%—-3.22%3.79%-7.01%
UAL2023-01-172023-01-182023-02-15—53.1053.100.00%market17.14%—-6.21%3.75%-9.96%
CACC2023-01-312023-02-012023-03-02—470.89470.890.00%market33.80%—-4.89%-1.83%-3.06%
MEOH2023-02-032023-02-062023-03-07—49.9249.920.00%market62.22%—1.18%-2.81%3.99%
PIPR2023-02-032023-02-062023-03-07—38.8538.850.00%market34.82%—-10.55%-2.81%-7.74%
AB2023-02-082023-02-092023-03-10—40.0540.050.00%market23.02%—-8.14%-6.88%-1.26%
ADPT2023-02-142023-02-152023-03-16—9.949.940.00%market20.00%—-15.69%-3.47%-12.22%
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%
AMPY2023-03-092023-03-102023-04-10—9.799.790.00%market1157.14%—-26.14%4.76%-30.91%
FSM2023-03-152023-03-162023-04-14—3.423.420.00%market33.33%—16.17%6.63%9.55%
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%
ACI2023-04-112023-04-122023-05-10—20.8220.820.00%market17.91%—-1.83%0.24%-2.07%
NRIX2023-04-132023-04-142023-05-12—10.4910.490.00%market16.67%—-1.63%-0.30%-1.33%
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%
AFRM2023-05-092023-05-102023-06-08—12.1112.110.00%market24.18%—55.46%3.68%51.77%
ARLO2023-05-112023-05-122023-06-12—7.417.410.00%market120.00%—25.17%4.93%20.24%
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%
GEF2023-06-072023-06-082023-07-10—66.7466.740.00%market34.09%—4.76%3.06%1.70%
BUR2023-06-132023-06-142023-07-14—12.9112.910.00%market350.00%—-7.64%2.81%-10.44%
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%
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%
NRIX2023-07-132023-07-142023-08-11—10.8410.840.00%market28.57%—-14.87%-1.07%-13.80%
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%
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%
BABA2023-08-102023-08-112023-09-11—97.3497.340.00%market21.83%—-9.07%1.01%-10.07%
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%
ASAN2023-09-052023-09-062023-10-04—19.6719.670.00%market63.64%—-13.57%-5.29%-8.28%
GTLB2023-09-052023-09-062023-10-04—52.1452.140.00%market134.19%—-14.39%-5.29%-9.10%
CASY2023-09-112023-09-122023-10-10—255.92255.920.00%market34.12%—7.81%-2.78%10.59%
UNFI2023-09-262023-09-272023-10-25—13.6113.610.00%market46.81%—6.34%-2.23%8.57%
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%
AZZ2023-10-102023-10-112023-11-08—49.5049.500.00%market17.59%—-6.56%0.37%-6.93%
AWI2023-10-242023-10-252023-11-22—73.8273.820.00%market22.14%—12.75%7.85%4.90%
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%
ACMR2023-11-072023-11-082023-12-07—15.5915.590.00%market62.86%—3.20%4.73%-1.53%
ANF2023-11-212023-11-222023-12-21—73.4373.430.00%market55.08%—26.71%3.89%22.82%
SDRL2023-11-272023-11-282023-12-27—44.7744.770.00%market64.18%—5.52%4.94%0.58%
GTLB2023-12-042023-12-052024-01-04—59.6859.680.00%market1150.00%—-3.72%2.64%-6.36%
ASAN2023-12-052023-12-062024-01-05—19.2519.250.00%market63.64%—-12.51%1.99%-14.50%
AI2023-12-062023-12-072024-01-08—26.5126.510.00%market31.58%—7.57%3.87%3.70%
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%
GBX2024-01-052024-01-082024-02-06—47.2847.280.00%market31.51%—-1.49%5.45%-6.94%
ACI2024-01-092024-01-102024-02-08—23.1523.150.00%market19.70%—-7.98%5.10%-13.07%
AYI2024-01-092024-01-102024-02-08—228.97228.970.00%market15.17%—5.39%5.10%0.30%
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%
ALGT2024-02-052024-02-062024-03-06—73.9973.990.00%market116.42%—0.81%3.29%-2.47%
ALL2024-02-072024-02-082024-03-08—163.00163.000.00%market45.86%—-3.93%2.73%-6.66%
ASND2024-02-072024-02-082024-03-08—140.82140.820.00%market24.14%—3.92%2.73%1.18%
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%
APGE2024-03-052024-03-062024-04-04—61.0861.080.00%market28.89%—-3.61%0.49%-4.10%
ABM2024-03-072024-03-082024-04-08—43.4243.420.00%market21.13%—1.62%0.63%0.99%
DXPE2024-03-072024-03-082024-04-08—40.2140.210.00%market733.33%—38.87%0.63%38.24%
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%
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%
JD2024-04-082024-04-092024-05-07—26.1026.100.00%market23.44%—22.90%-0.65%23.55%
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%
AER2024-05-012024-05-022024-05-31—86.9486.940.00%market36.51%—6.44%4.61%1.83%
ADNT2024-05-032024-05-062024-06-04—27.7027.700.00%market38.46%—1.35%2.85%-1.50%
BCRX2024-05-062024-05-072024-06-05—5.395.390.00%market26.09%—25.77%3.31%22.47%
ASTS2024-05-152024-05-162024-06-14—3.143.140.00%market24.03%—225.28%2.43%222.84%
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%
GWRE2024-06-042024-06-052024-07-05—123.59123.590.00%market95.64%—12.55%4.50%8.05%
SIG2024-06-132024-06-142024-07-16—92.0192.010.00%market30.28%—-3.98%4.43%-8.42%
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%
NIC2024-07-162024-07-172024-08-14—95.0095.000.00%market15.66%—-8.29%-2.69%-5.60%
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%
HUT2024-08-132024-08-142024-09-12—11.2111.210.00%market122.22%—-3.05%2.99%-6.05%
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%
PENG2023-06-292024-09-162024-10-14—19.1519.150.00%market63.65%—8.68%4.02%4.66%
FGN2024-09-302024-10-012024-10-29—27.2127.210.00%market42.20%—-1.12%1.46%-2.58%
CALM2024-10-012024-10-022024-10-30—76.2076.200.00%market31.33%—16.60%2.17%14.43%
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%
C2024-10-152024-10-162024-11-13—63.4463.440.00%market15.27%—8.39%3.00%5.39%
CALX2024-10-282024-10-292024-11-26—39.1039.100.00%market44.44%—-17.64%3.59%-21.23%
BLX2024-10-292024-10-302024-11-27—32.8032.800.00%market28.57%—1.54%3.02%-1.48%
AMC2024-11-062024-11-072024-12-06—4.454.450.00%market42.86%—6.09%2.48%3.61%
ADNT2024-11-082024-11-112024-12-10—20.6220.620.00%market30.77%—-4.18%0.50%-4.68%
BBIO2024-11-122024-11-132024-12-12—24.9224.920.00%market16.50%—10.84%1.17%9.67%
AMBA2024-11-262024-11-272024-12-27—79.7879.780.00%market266.67%—-8.06%-0.91%-7.15%
JOYY2024-11-262024-11-272024-12-27—35.8035.800.00%market15.80%—17.76%-0.91%18.67%
ASAN2024-12-052024-12-062025-01-07—20.0020.000.00%market71.43%—1.55%-3.10%4.65%
AI2024-12-092024-12-102025-01-10—37.1137.110.00%market62.50%—-12.84%-4.11%-8.73%
TTAN2024-11-182024-12-122025-01-14—101.00101.000.00%market542.31%—-4.92%-4.02%-0.90%
LAR2023-03-312024-12-302025-01-30—2.752.750.00%market132.11%—-4.56%2.92%-7.48%
LAR2023-05-152024-12-302025-01-30—2.752.750.00%market36.71%—-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%
GS2025-01-152025-01-162025-02-14—609.99609.990.00%market48.82%—8.09%2.61%5.47%
EAT2025-01-292025-01-302025-02-28—183.00183.000.00%market104.38%—-10.13%-1.62%-8.51%
FLEX2025-01-292025-01-302025-02-28—42.3042.300.00%market20.31%—-10.63%-1.62%-9.01%
AAMI2025-02-062025-02-072025-03-10—24.8624.860.00%market26.21%—-5.11%-7.63%2.52%
PRLB2025-02-072025-02-102025-03-11—42.8542.850.00%market18.75%—-13.53%-7.96%-5.56%
ALNY2025-02-132025-02-142025-03-17—264.02264.020.00%market109.68%—-4.33%-7.02%2.68%
ABCL2025-02-272025-02-282025-03-28—2.722.720.00%market26.67%—-15.27%-5.11%-10.17%
ACIW2025-02-272025-02-282025-03-28—54.5054.500.00%market47.95%—-0.60%-5.11%4.50%
GRND2025-03-072025-03-102025-04-07—14.7814.780.00%market28.57%—15.29%-11.14%26.43%
NX2025-03-102025-03-112025-04-08—20.5220.520.00%market416.67%—-21.06%-11.25%-9.81%
LI2025-03-142025-03-172025-04-14—26.6626.660.00%market31.09%—-10.74%-4.21%-6.53%
ABX2025-03-272025-03-282025-04-28—7.737.730.00%market23.08%—6.40%-2.60%8.99%
ADCT2025-03-272025-03-282025-04-28—1.481.480.00%market23.68%—-1.55%-2.60%1.04%
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%
MS2025-04-112025-04-142025-05-13—110.48110.480.00%market17.65%—16.88%7.87%9.01%
CNC2025-04-252025-04-282025-05-27—57.9557.950.00%market15.08%—-0.72%7.21%-7.93%
TNET2025-04-252025-04-282025-05-27—77.6377.630.00%market19.16%—6.00%7.21%-1.21%
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%
ACHR2025-05-122025-05-132025-06-11—9.459.450.00%market52.88%—28.58%3.08%25.51%
JOYY2025-05-262025-05-272025-06-25—42.0042.000.00%market29.10%—20.09%3.59%16.49%
ZH2025-05-272025-05-282025-06-26—3.973.970.00%market131.57%—-3.73%3.43%-7.16%
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%
EVTL2025-06-102025-06-112025-07-11—5.825.820.00%market2165.00%—-15.84%3.22%-19.05%
CCL2025-06-242025-06-252025-07-24—25.7825.780.00%market41.93%—15.32%4.36%10.96%
MU2025-06-252025-06-262025-07-25—129.53129.530.00%market19.37%—-14.30%4.62%-18.92%
AEHR2025-07-082025-07-092025-08-06—12.4412.440.00%market33.33%—45.94%1.61%44.33%
SAZ2025-07-082025-07-092025-08-06—25.4225.420.00%market26.82%—0.35%1.61%-1.26%
C2025-07-152025-07-162025-08-13—91.4891.480.00%market18.07%—3.27%3.39%-0.13%
AMTB2025-07-232025-07-242025-08-21—20.8420.840.00%market50.00%—-4.42%0.15%-4.57%
AAL2025-07-242025-07-252025-08-22—11.5511.550.00%market21.79%—17.12%1.61%15.51%
ADPT2025-08-052025-08-062025-09-04—12.3512.350.00%market29.17%—5.23%3.19%2.03%
AIZ2025-08-052025-08-062025-09-04—195.57195.570.00%market25.51%—10.51%3.19%7.32%
BKV2025-08-122025-08-132025-09-11—21.6921.690.00%market160.00%—2.24%1.97%0.27%
GDS2025-08-202025-08-212025-09-19—32.4032.400.00%market45.45%—20.05%4.31%15.74%
NMM2025-08-212025-08-222025-09-22—46.5046.500.00%market23.56%—1.58%4.56%-2.97%
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%
HTFL2025-09-192025-09-222025-10-20—32.6232.620.00%market71.83%—7.25%1.37%5.88%
EBF2025-09-222025-09-232025-10-21—18.5918.590.00%market24.39%—-9.45%0.69%-10.14%
CAG2025-10-012025-10-022025-10-30—19.0919.090.00%market16.77%—-8.95%1.40%-10.35%
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%
RLI2025-10-202025-10-212025-11-18—62.0862.080.00%market16.57%—2.70%-1.69%4.39%
WTFC2025-10-202025-10-212025-11-18—124.36124.360.00%market16.35%—0.48%-1.69%2.18%
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%
AII2025-11-112025-11-122025-12-11—25.0025.000.00%market16.39%—-19.12%0.64%-19.76%
TCOM2025-11-172025-11-182025-12-17—70.9670.960.00%market236.52%—1.05%1.40%-0.35%
BIDU2025-11-182025-11-192025-12-18—115.07115.070.00%market30.00%—4.51%2.37%2.14%
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%
JILL2025-12-102025-12-112026-01-12—14.2614.260.00%market31.03%—10.53%1.46%9.07%
MU2025-12-172025-12-182026-01-20—256.53256.530.00%market20.71%—42.08%-0.00%42.09%
FDX2025-12-182025-12-192026-01-21—219.08219.080.00%market18.43%—12.62%1.30%11.32%
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%
KBH2026-01-122026-01-132026-02-11—61.7361.730.00%market40.78%—3.35%-0.51%3.86%
PNC2026-01-162026-01-202026-02-18—219.79219.790.00%market15.37%—5.69%0.70%4.99%
BNED2026-01-202026-01-212026-02-19—8.828.820.00%market41.98%—-6.32%0.71%-7.03%
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%
ACRE2026-02-102026-02-112026-03-12—5.725.720.00%market1400.00%—-13.49%-4.36%-9.13%
AERO2026-02-172026-02-182026-03-18—19.6919.690.00%market63.04%—-32.55%-3.30%-29.25%
BORR2026-02-182026-02-192026-03-19—5.665.660.00%market78.09%—-14.69%-3.52%-11.17%
ATAI2026-03-062026-03-092026-04-07—3.403.400.00%market58.33%—11.27%-1.08%12.35%
TEN2026-03-062026-03-092026-04-07—35.7835.780.00%market58.88%—7.96%-1.08%9.04%
NTSK2026-03-112026-03-122026-04-10—9.729.720.00%market33.33%—-11.00%1.24%-12.24%
ANDG2026-03-172026-03-182026-04-16—26.2226.220.00%market53.57%—26.57%4.98%21.59%
ARX2026-03-182026-03-192026-04-17—11.7011.700.00%market43.75%—20.23%8.09%12.13%
AEHR2026-04-072026-04-082026-05-06—57.3557.350.00%market28.57%—68.47%8.49%59.97%
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%
ALLY2026-04-172026-04-202026-05-18—45.1345.130.00%market18.84%—-6.89%4.21%-11.11%
AGNC2026-04-202026-04-212026-05-19—10.8310.830.00%market16.57%—-6.66%3.30%-9.97%
ADPT2026-05-052026-05-062026-06-04—14.6414.640.00%market18.75%—23.30%3.97%19.32%
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%
MUFG2026-05-152026-05-182026-06-16—19.1919.190.00%market40.10%—5.58%1.42%4.17%
CMBT2026-05-192026-05-202026-06-18—16.7316.730.00%market378.16%—-14.01%1.50%-15.51%
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%
LZB2026-06-162026-06-172026-07-17—42.1842.180.00%market53.66%—-5.68%-1.06%-4.61%
KMX2026-06-172026-06-182026-07-20—48.3048.300.00%market35.75%—15.56%-0.76%16.31%
EPAC2026-07-072026-07-082026-08-05—35.8235.820.00%market19.28%—3.01%3.58%-0.57%