Valuation overlays (different measures) 1 (hold 10d)

Run 5f762898 · view hypothesis

completed

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

Trades
350
Win rate
52.57%
Avg return
1.46%
Median return
0.40%
Avg abnormal
0.68%
Median abnormal
-0.34%
Best trade
163.49%
Worst trade
-40.04%
Sharpe (per-trade)
0.10
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
2023480.43%-0.35%54.17%
20241172.58%1.66%54.70%
20251201.07%0.46%53.33%
2026650.92%0.11%46.15%
Trades (350)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.P/EReturnBenchmarkAbnormal
ACVA2023-08-072023-08-082023-08-22—17.2017.200.00%market85.71%—-11.42%-2.22%-9.20%
AGM2023-08-072023-08-082023-08-22—166.85166.850.00%market19.50%—0.26%-2.22%2.48%
AXGN2023-08-072023-08-082023-08-22—8.078.070.00%market80.00%—-21.02%-2.22%-18.80%
AXSM2023-08-072023-08-082023-08-22—72.6172.610.00%market19.35%—4.55%-2.22%6.77%
BKD2023-08-072023-08-082023-08-22—3.933.930.00%market25.00%—5.65%-2.22%7.87%
LU2023-08-212023-08-222023-09-06—5.365.360.00%market20.00%—-9.90%1.14%-11.04%
BIDU2023-08-222023-08-232023-09-07—129.72129.720.00%market21.01%—5.47%1.27%4.19%
GDS2023-08-222023-08-232023-09-07—10.5410.540.00%market35.71%—6.44%1.27%5.17%
LZB2023-08-222023-08-232023-09-07—29.2129.210.00%market12.73%—7.78%1.27%6.50%
M2023-08-222023-08-232023-09-07—12.5412.540.00%market100.00%—-7.54%1.27%-8.81%
ASAN2023-09-052023-09-062023-09-20—19.6719.670.00%market63.64%—-12.40%-2.18%-10.22%
AEO2023-09-062023-09-072023-09-21—17.4317.430.00%market56.25%—-15.40%-2.64%-12.76%
AGX2023-09-062023-09-072023-09-21—42.6442.640.00%market25.33%—7.02%-2.64%9.67%
AI2023-09-062023-09-072023-09-21—27.9427.940.00%market47.06%—-8.40%-2.64%-5.75%
GME2023-09-062023-09-072023-09-21—19.1319.130.00%market80.00%—-11.23%-2.64%-8.58%
FDX2023-09-202023-09-212023-10-05—210.98210.980.00%market22.97%—-1.29%-2.57%1.29%
KBH2023-09-202023-09-212023-10-05—46.1646.160.00%market25.87%—-4.66%-2.57%-2.09%
THO2023-09-252023-09-262023-10-10—89.3389.330.00%market75.00%—3.01%1.27%1.74%
FERG2023-09-262023-09-272023-10-11—159.85159.850.00%market12.60%—5.88%2.16%3.72%
SNX2023-09-262023-09-272023-10-11—97.1197.110.00%market12.55%—-1.22%2.16%-3.38%
LW2023-10-052023-10-062023-10-20—97.3997.390.00%market49.54%—-10.36%-0.18%-10.17%
MANU2023-10-052023-10-062023-10-20—19.0119.010.00%market62.22%—-5.04%-0.18%-4.85%
AZZ2023-10-102023-10-112023-10-25—49.5049.500.00%market17.59%—-7.98%-4.15%-3.83%
BLK2023-10-132023-10-162023-10-30—630.51630.510.00%market32.08%—-3.91%-4.20%0.29%
C2023-10-132023-10-162023-10-30—41.9541.950.00%market25.62%—-7.40%-4.20%-3.20%
AAL2023-10-192023-10-202023-11-03—11.4011.400.00%market46.15%—4.89%2.04%2.84%
HTH2023-10-192023-10-202023-11-03—29.2429.240.00%market18.75%—1.95%2.04%-0.09%
AWI2023-10-242023-10-252023-11-08—73.8273.820.00%market22.14%—8.66%3.64%5.02%
ABR2023-10-272023-10-302023-11-13—12.7412.740.00%market14.58%—1.68%6.44%-4.76%
AER2023-10-272023-10-302023-11-13—60.4960.490.00%market15.16%—11.72%6.44%5.28%
AAMI2023-11-022023-11-032023-11-17—15.8815.880.00%market52.54%—8.49%4.07%4.42%
ABCL2023-11-022023-11-032023-11-17—3.973.970.00%market28.57%—12.39%4.07%8.32%
ACMR2023-11-072023-11-082023-11-22—15.5915.590.00%market62.86%—12.82%3.99%8.83%
CEPU2023-11-122023-11-132023-11-28—6.176.170.00%market244.23%—30.27%3.57%26.70%
LAC2023-11-102023-11-132023-11-28—7.317.310.00%market180.00%—-11.14%3.57%-14.72%
ARCO2023-11-162023-11-172023-12-04—11.5011.500.00%market50.00%—4.23%1.43%2.80%
BBWI2023-11-162023-11-172023-12-04—30.4830.480.00%market37.14%—20.86%1.43%19.43%
ANF2023-11-212023-11-222023-12-07—73.4373.430.00%market55.08%—5.94%0.71%5.23%
SDRL2023-11-272023-11-282023-12-12—44.7744.770.00%market64.18%—-11.14%2.21%-13.35%
SUPV2023-11-272023-11-282023-12-12—3.353.350.00%market33.18%—10.84%2.21%8.64%
GTLB2023-12-042023-12-052023-12-19—59.6859.680.00%market1150.00%—6.75%4.30%2.45%
SAIC2023-12-042023-12-052023-12-19—134.90134.900.00%market34.32%—-7.55%4.30%-11.85%
AI2023-12-062023-12-072023-12-21—26.5126.510.00%market31.58%—10.78%3.46%7.32%
BLBD2023-12-112023-12-122023-12-27—24.0024.000.00%market37.50%—17.22%3.22%13.99%
FGN2023-09-292023-12-122023-12-27—25.3725.370.00%market140.20%—3.27%3.22%0.05%
BB2023-12-202023-12-212024-01-08—3.883.880.00%market136.97%—-16.95%0.69%-17.65%
CCL2023-12-212023-12-222024-01-09—19.1419.140.00%market41.67%—-9.40%0.00%-9.40%
CDLR2023-08-292023-12-262024-01-10—18.1018.100.00%market25.24%—-2.69%0.53%-3.21%
EMA2023-12-312024-01-022024-01-17—36.2436.240.00%market107.94%—1.40%0.03%1.37%
JBTM2023-12-312024-01-022024-01-17—98.7598.750.00%market33.82%—-8.66%0.03%-8.68%
GBX2024-01-052024-01-082024-01-23—47.2847.280.00%market31.51%—-3.41%3.51%-6.92%
CMC2024-01-082024-01-092024-01-24—51.2051.200.00%market12.41%—0.97%2.87%-1.89%
ACI2024-01-092024-01-102024-01-25—23.1523.150.00%market19.70%—-5.99%2.93%-8.91%
GS2024-01-162024-01-172024-01-31—375.20375.200.00%market56.13%—2.15%2.34%-0.20%
AA2024-01-172024-01-182024-02-01—27.6227.620.00%market43.43%—7.29%3.20%4.09%
AGYS2024-01-222024-01-232024-02-06—88.4088.400.00%market34.62%—-5.81%2.06%-7.87%
ERIC2024-01-232024-01-242024-02-07—5.895.890.00%market14.29%—-9.37%2.11%-11.48%
EQBK2024-01-242024-01-252024-02-08—34.8034.800.00%market18.46%—-6.81%2.20%-9.01%
AX2024-01-302024-01-312024-02-14—60.0060.000.00%market15.11%—-11.08%2.04%-13.12%
AXS2024-01-312024-02-012024-02-15—58.6858.680.00%market335.20%—5.58%3.59%1.99%
ALGT2024-02-052024-02-062024-02-21—73.9973.990.00%market116.42%—6.38%0.75%5.63%
AB2024-02-062024-02-072024-02-22—34.0934.090.00%market21.84%—-1.70%2.26%-3.95%
ALL2024-02-072024-02-082024-02-23—163.00163.000.00%market45.86%—-2.57%1.96%-4.53%
ABNB2024-02-132024-02-142024-02-29—146.16146.160.00%market15.85%—7.54%2.27%5.27%
ACGL2024-02-142024-02-152024-03-01—86.4386.430.00%market28.35%—0.66%2.72%-2.06%
ANDE2024-02-202024-02-212024-03-06—54.4954.490.00%market60.61%—-2.77%2.89%-5.66%
ALIT2024-02-212024-02-222024-03-07—184.80184.800.00%market1740.00%—-1.61%2.14%-3.75%
AAOI2024-02-222024-02-232024-03-08—13.7413.740.00%market166.67%—7.22%0.48%6.74%
ACEL2024-02-282024-02-292024-03-14—10.9910.990.00%market52.94%—2.44%1.35%1.08%
ABEV2024-02-292024-03-012024-03-15—2.502.500.00%market20.00%—-0.20%0.17%-0.37%
APGE2024-03-052024-03-062024-03-20—61.0861.080.00%market28.89%—9.46%1.94%7.51%
AMPY2024-03-062024-03-072024-03-21—6.336.330.00%market463.16%—1.85%1.77%0.09%
ABM2024-03-072024-03-082024-03-22—43.4243.420.00%market21.13%—0.40%1.12%-0.72%
EGY2024-03-132024-03-142024-03-28—4.804.800.00%market208.33%—45.01%1.18%43.83%
CINT2024-03-142024-03-152024-04-01—4.334.330.00%market16.67%—0.03%2.34%-2.31%
TSHA2024-03-192024-03-202024-04-04—2.952.950.00%market488.89%—-9.35%-0.52%-8.83%
CAAP2024-03-202024-03-212024-04-05—16.1516.150.00%market170.00%—7.60%-0.95%8.55%
DNTH2024-03-212024-03-222024-04-08—29.6329.630.00%market36.04%—-20.62%-0.65%-19.97%
BRZE2024-03-272024-03-282024-04-12—45.3145.310.00%market20.00%—-7.81%-2.36%-5.45%
ATAI2024-03-282024-04-012024-04-15—1.971.970.00%market29.41%—4.88%-3.70%8.58%
BB2024-04-032024-04-042024-04-18—2.962.960.00%market193.83%—-5.94%-4.58%-1.36%
GBX2024-04-052024-04-082024-04-22—53.5853.580.00%market19.77%—-4.03%-3.74%-0.28%
JD2024-04-082024-04-092024-04-23—26.1026.100.00%market23.44%—5.36%-2.85%8.21%
AGX2024-04-112024-04-122024-04-26—55.2055.200.00%market18.67%—12.08%-1.19%13.27%
C2024-04-122024-04-152024-04-29—60.1860.180.00%market51.22%—3.26%-0.98%4.24%
WTFC2024-04-172024-04-182024-05-02—96.2596.250.00%market19.42%—3.76%0.61%3.15%
AXP2024-04-192024-04-222024-05-06—232.03232.030.00%market12.50%—0.79%3.76%-2.97%
SMBK2024-04-222024-04-232024-05-07—20.5720.570.00%market19.51%—7.97%3.06%4.91%
AMBP2024-04-252024-04-262024-05-10—4.014.010.00%market975.27%—-0.95%2.86%-3.81%
BALL2024-04-262024-04-292024-05-13—70.2570.250.00%market23.64%—-1.60%2.12%-3.72%
ACLS2024-05-012024-05-022024-05-16—101.25101.250.00%market26.61%—11.97%4.87%7.10%
ADNT2024-05-032024-05-062024-05-20—27.7027.700.00%market38.46%—3.99%3.17%0.81%
BCC2024-05-062024-05-072024-05-21—137.71137.710.00%market13.48%—0.25%2.67%-2.42%
ACHR2024-05-092024-05-102024-05-24—3.883.880.00%market20.69%—-15.15%1.46%-16.61%
BAP2024-05-102024-05-132024-05-28—174.60174.600.00%market14.22%—-4.98%1.39%-6.36%
ASTS2024-05-152024-05-162024-05-31—3.143.140.00%market24.03%—163.49%-0.47%163.97%
MITP2024-02-222024-05-202024-06-04—24.9524.950.00%market31.89%—0.28%-0.22%0.50%
TCOM2024-05-202024-05-212024-06-05—56.4556.450.00%market33.87%—-8.70%1.02%-9.72%
BILI2024-05-232024-05-242024-06-10—13.8113.810.00%market13.27%—2.62%1.48%1.14%
TKC2024-05-272024-05-282024-06-11—6.886.880.00%market131.27%—5.76%1.26%4.50%
AMBA2024-05-302024-05-312024-06-14—58.0058.000.00%market18.75%—-2.79%3.67%-6.45%
GTLB2024-06-032024-06-042024-06-18—46.9046.900.00%market179.07%—-8.49%4.18%-12.68%
GWRE2024-06-042024-06-052024-06-20—123.59123.590.00%market95.64%—9.53%3.06%6.47%
RBRK2024-06-112024-06-122024-06-27—36.5736.570.00%market13.66%—-16.39%0.88%-17.26%
CURV2024-06-122024-06-132024-06-28—7.007.000.00%market71.43%—6.80%0.20%6.60%
KFY2024-06-132024-06-142024-07-01—70.5070.500.00%market12.50%—-5.79%0.82%-6.61%
EBF2024-06-172024-06-182024-07-03—21.6721.670.00%market13.89%—-0.25%0.79%-1.03%
KBH2024-06-182024-06-202024-07-05—70.3070.300.00%market19.44%—-6.47%0.95%-7.42%
WS2024-06-262024-06-272024-07-12—33.1933.190.00%market26.19%—4.86%2.68%2.18%
LNN2024-06-272024-06-282024-07-15—130.30130.300.00%market12.80%—-7.59%2.63%-10.22%
SMFG2024-06-282024-07-012024-07-16—13.4313.430.00%market116.31%—3.90%3.52%0.37%
AEHR2024-07-162024-07-172024-07-31—19.2619.260.00%market663.64%—-2.22%-1.43%-0.80%
FULT2024-07-162024-07-172024-07-31—18.7618.760.00%market56.67%—3.05%-1.43%4.48%
NIC2024-07-162024-07-172024-07-31—95.0095.000.00%market15.66%—5.65%-1.43%7.08%
WAFD2024-07-162024-07-172024-07-31—33.0033.000.00%market31.58%—7.65%-1.43%9.08%
ALLY2024-07-172024-07-182024-08-01—43.4343.430.00%market51.56%—-2.23%-2.78%0.55%
ACEL2024-07-302024-07-312024-08-14—11.7511.750.00%market19.05%—-7.94%-0.95%-6.99%
ACGL2024-07-302024-07-312024-08-14—100.17100.170.00%market16.29%—0.53%-0.95%1.48%
AXS2024-07-302024-07-312024-08-14—76.0076.000.00%market13.13%—-3.08%-0.95%-2.13%
CVEO2024-07-302024-07-312024-08-14—26.8326.830.00%market166.67%—2.86%-0.95%3.81%
ACR2024-07-312024-08-012024-08-15—14.4014.400.00%market45.71%—5.49%0.09%5.40%
ANRO2024-08-132024-08-142024-08-28—9.009.000.00%market15.49%—31.36%2.85%28.51%
ELVN2024-08-132024-08-142024-08-28—22.4422.440.00%market29.31%—-0.38%2.85%-3.22%
HUT2024-08-132024-08-142024-08-28—11.2111.210.00%market122.22%—-7.96%2.85%-10.81%
INTA2024-08-132024-08-142024-08-28—38.0038.000.00%market25.00%—20.33%2.85%17.48%
ARDT2024-08-142024-08-152024-08-29—17.2917.290.00%market13.33%—13.80%1.61%12.19%
AMBA2024-08-272024-08-282024-09-12—63.5063.500.00%market31.58%—-17.00%-0.38%-16.63%
JOYY2024-08-272024-08-282024-09-12—34.0034.000.00%market28.57%—5.86%-0.38%6.24%
PVH2024-08-272024-08-282024-09-12—96.0096.000.00%market31.44%—-2.54%-0.38%-2.17%
REX2024-08-272024-08-282024-09-12—22.2522.250.00%market59.09%—-3.08%-0.38%-2.70%
AFRM2024-08-282024-08-292024-09-13—39.1139.110.00%market70.87%—12.33%0.30%12.03%
MANU2024-09-112024-09-122024-09-26—15.7015.700.00%market25.93%—4.83%3.12%1.72%
LEN2024-09-192024-09-202024-10-04—185.49185.490.00%market17.36%—-1.95%0.91%-2.85%
THO2024-09-242024-09-252024-10-09—108.83108.830.00%market29.23%—-1.68%1.05%-2.73%
FGN2024-09-302024-10-012024-10-15—27.2127.210.00%market42.20%—-0.82%1.11%-1.94%
CALM2024-10-012024-10-022024-10-16—76.2076.200.00%market31.33%—23.37%2.57%20.80%
UNFI2024-10-012024-10-022024-10-16—22.4322.430.00%market112.50%—-6.04%2.57%-8.61%
APLD2024-10-092024-10-102024-10-24—7.497.490.00%market89.01%—9.68%0.60%9.08%
WFC2024-10-112024-10-142024-10-28—61.2761.270.00%market18.75%—6.88%-0.07%6.95%
C2024-10-152024-10-162024-10-30—63.4463.440.00%market15.27%—1.47%0.04%1.43%
EQBK2024-10-152024-10-162024-10-30—44.0044.000.00%market29.29%—-1.75%0.04%-1.79%
ERIC2024-10-152024-10-162024-10-30—8.448.440.00%market22.22%—0.63%0.04%0.59%
AMTB2024-10-232024-10-242024-11-07—21.2621.260.00%market17.39%—11.79%2.69%9.10%
BAH2024-10-252024-10-282024-11-11—184.08184.080.00%market23.13%—-0.57%2.78%-3.35%
ALSN2024-10-292024-10-302024-11-13—105.65105.650.00%market12.38%—12.38%2.74%9.64%
ATRC2024-10-292024-10-302024-11-13—34.4034.400.00%market15.00%—5.03%2.74%2.30%
BLX2024-10-292024-10-302024-11-13—32.8032.800.00%market28.57%—7.09%2.74%4.35%
ACT2024-11-062024-11-072024-11-21—34.2034.200.00%market15.00%—0.36%0.10%0.26%
ADNT2024-11-082024-11-112024-11-25—20.6220.620.00%market30.77%—-3.40%-0.38%-3.02%
BBIO2024-11-122024-11-132024-11-27—24.9224.920.00%market16.50%—10.11%0.24%9.87%
BLFS2024-11-122024-11-132024-11-27—26.3026.300.00%market74.47%—3.07%0.24%2.83%
CALY2024-11-122024-11-132024-11-27—9.729.720.00%market111.64%—-14.81%0.24%-15.05%
BBAR2024-11-202024-11-212024-12-06—17.6817.680.00%market15.56%—-2.52%2.43%-4.95%
FLNC2024-11-252024-11-262024-12-11—21.0021.000.00%market17.24%—-20.82%1.45%-22.27%
AMBA2024-11-262024-11-272024-12-12—79.7879.780.00%market266.67%—-8.59%0.64%-9.23%
CRWD2024-11-262024-11-272024-12-12—89.8189.810.00%market13.58%—1.55%0.64%0.90%
JOYY2024-11-262024-11-272024-12-12—35.8035.800.00%market15.80%—12.68%0.64%12.03%
AGX2024-12-052024-12-062024-12-20—156.25156.250.00%market58.73%—-11.03%-2.68%-8.35%
UNFI2024-12-102024-12-112024-12-26—30.5130.510.00%market900.00%—-10.85%-0.73%-10.12%
PLAB2024-12-112024-12-122024-12-27—27.7627.760.00%market13.46%—-14.03%-1.91%-12.13%
TTAN2024-11-182024-12-122024-12-27—101.00101.000.00%market542.31%—7.12%-1.91%9.02%
WDH2024-12-112024-12-122024-12-27—1.181.180.00%market100.00%—-0.20%-1.91%1.71%
BB2024-12-192024-12-202025-01-07—3.003.000.00%market300.00%—35.13%1.18%33.95%
LAR2023-08-092024-12-302025-01-15—2.752.750.00%market391.24%—7.44%0.83%6.60%
LAR2023-11-072024-12-302025-01-15—2.752.750.00%market3100.00%—7.44%0.83%6.60%
AAUC2024-12-312025-01-022025-01-17—7.357.350.00%market85.62%—-5.51%1.39%-6.90%
CVSA2024-12-312025-01-022025-01-17—91.1191.110.00%market44.53%—7.55%1.39%6.16%
CALM2025-01-072025-01-082025-01-24—109.78109.780.00%market21.47%—-3.01%3.27%-6.28%
GS2025-01-152025-01-162025-01-31—609.99609.990.00%market48.82%—4.79%1.29%3.50%
JPM2025-01-152025-01-162025-01-31—254.00254.000.00%market17.60%—5.04%1.29%3.75%
FHN2025-01-162025-01-172025-02-03—21.2821.280.00%market13.16%—0.79%0.14%0.65%
MS2025-01-162025-01-172025-02-03—136.16136.160.00%market37.04%—0.53%0.14%0.40%
AAL2025-01-232025-01-242025-02-07—16.8516.850.00%market120.51%—1.70%-1.48%3.18%
ABCB2025-01-302025-01-312025-02-14—67.1567.150.00%market15.00%—-1.63%0.36%-1.99%
ABG2025-01-302025-01-312025-02-14—304.58304.580.00%market19.60%—-0.60%0.36%-0.96%
BEP2025-01-312025-02-032025-02-18—21.5521.550.00%market72.73%—6.34%3.18%3.17%
BEPC2025-01-312025-02-032025-02-18—25.9425.940.00%market81.82%—9.09%3.18%5.92%
AAMI2025-02-062025-02-072025-02-24—24.8624.860.00%market26.21%—0.08%-1.60%1.68%
ALNY2025-02-132025-02-142025-03-03—264.02264.020.00%market109.68%—-7.96%-4.29%-3.67%
BCS2025-02-132025-02-142025-03-03—14.7814.780.00%market78.95%—6.90%-4.29%11.19%
CBL2025-02-142025-02-182025-03-04—32.9832.980.00%market238.89%—-9.14%-5.57%-3.58%
MGA2025-02-142025-02-182025-03-04—37.5037.500.00%market15.75%—-9.16%-5.57%-3.59%
CTEV2023-11-072025-02-242025-03-10—28.8428.840.00%market30.61%—-40.04%-6.88%-33.16%
AES2025-02-282025-03-032025-03-17—11.1511.150.00%market54.29%—16.84%-4.87%21.71%
ANIP2025-02-282025-03-032025-03-17—60.8960.890.00%market15.60%—5.48%-4.87%10.35%
ASTS2025-03-032025-03-042025-03-18—24.5224.520.00%market14.29%—6.86%-3.22%10.08%
BRCC2025-03-032025-03-042025-03-18—2.602.600.00%market500.00%—-19.43%-3.22%-16.21%
GRND2025-03-072025-03-102025-03-24—14.7814.780.00%market28.57%—22.40%1.14%21.25%
LI2025-03-142025-03-172025-03-31—26.6626.660.00%market31.09%—-5.68%-0.60%-5.07%
BALY2025-03-172025-03-182025-04-01—17.5117.510.00%market176.32%—-28.87%-0.68%-28.19%
LAR2025-03-172025-03-182025-04-01—2.282.280.00%market25.00%—-5.46%-0.68%-4.79%
MBX2025-03-172025-03-182025-04-01—8.608.600.00%market20.34%—-20.43%-0.68%-19.75%
CCL2025-03-212025-03-242025-04-07—21.5321.530.00%market381.48%—-23.89%-11.64%-12.25%
GLXY2025-03-282025-03-312025-04-14—10.8610.860.00%market75.70%—4.77%-1.95%6.72%
PVLA2025-03-312025-04-012025-04-15—28.3028.300.00%market1125.64%—-15.64%-3.56%-12.08%
SKE2025-03-312025-04-012025-04-15—10.1010.100.00%market78.57%—20.30%-3.56%23.85%
VATE2025-03-312025-04-012025-04-15—7.417.410.00%market73.44%—-21.12%-3.56%-17.56%
LEVI2025-04-072025-04-082025-04-23—15.7115.710.00%market36.64%—-0.33%2.60%-2.93%
MS2025-04-112025-04-142025-04-29—110.48110.480.00%market17.65%—4.99%1.89%3.10%
GS2025-04-142025-04-152025-04-30—507.41507.410.00%market14.61%—7.71%2.76%4.96%
ACI2025-04-152025-04-162025-05-01—20.0420.040.00%market13.47%—9.63%5.04%4.59%
BFC2025-04-152025-04-162025-05-01—103.30103.300.00%market12.35%—6.51%5.04%1.47%
IVZ2025-04-222025-04-232025-05-07—13.9513.950.00%market12.82%—2.52%3.83%-1.31%
BBBY2025-04-282025-04-292025-05-13—4.604.600.00%market33.68%—11.97%6.91%5.06%
AAT2025-04-292025-04-302025-05-14—18.6618.660.00%market15.56%—3.77%7.31%-3.54%
AER2025-04-302025-05-012025-05-15—106.00106.000.00%market33.82%—6.96%5.37%1.59%
ALB2025-04-302025-05-012025-05-15—61.3761.370.00%market70.97%—-1.91%5.37%-7.28%
ACLS2025-05-062025-05-072025-05-21—55.9355.930.00%market166.67%—5.41%4.05%1.36%
ACHR2025-05-122025-05-132025-05-28—9.459.450.00%market52.88%—15.67%0.74%14.93%
ECG2025-05-132025-05-142025-05-29—59.3059.300.00%market67.44%—-2.61%0.38%-2.99%
ATAI2025-05-142025-05-152025-05-30—1.431.430.00%market21.05%—61.34%0.65%60.68%
DLO2025-05-142025-05-152025-05-30—12.4312.430.00%market25.00%—-12.83%0.65%-13.48%
AUNA2025-05-202025-05-212025-06-05—6.906.900.00%market90.00%—-5.13%0.78%-5.91%
ZH2025-05-272025-05-282025-06-11—3.973.970.00%market131.57%—1.31%1.66%-0.35%
AI2025-05-282025-05-292025-06-12—26.5926.590.00%market20.39%—-8.59%1.80%-10.39%
AMBA2025-05-292025-05-302025-06-13—59.1059.100.00%market82.62%—-14.36%1.37%-15.73%
BBW2025-05-292025-05-302025-06-13—51.2151.210.00%market36.05%—-2.78%1.37%-4.15%
CXM2025-06-042025-06-052025-06-20—9.109.100.00%market21.85%—-12.07%-0.56%-11.51%
ETOR2025-06-102025-06-112025-06-26—66.4866.480.00%market26.14%—1.12%1.27%-0.15%
SAIL2025-06-112025-06-122025-06-27—22.9722.970.00%market207.18%—-1.07%2.48%-3.55%
APPS2025-06-162025-06-172025-07-02—5.545.540.00%market100.00%—5.40%3.37%2.02%
SLDE2025-05-232025-06-182025-07-03—21.0021.000.00%market71.23%—-1.20%4.50%-5.70%
KMX2025-06-202025-06-232025-07-08—67.9467.940.00%market18.97%—0.45%4.25%-3.80%
MU2025-06-252025-06-262025-07-11—129.53129.530.00%market19.37%—-4.06%2.40%-6.46%
ZGN2025-06-262025-06-272025-07-14—8.658.650.00%market44.93%—1.53%1.95%-0.41%
GBX2025-07-012025-07-022025-07-17—53.7553.750.00%market116.28%—-7.08%1.75%-8.83%
FC2025-07-022025-07-032025-07-18—22.2622.260.00%market325.00%—-13.36%0.82%-14.19%
AEHR2025-07-082025-07-092025-07-23—12.4412.440.00%market33.33%—78.10%1.84%76.26%
C2025-07-152025-07-162025-07-30—91.4891.480.00%market18.07%—4.53%1.72%2.81%
ERIC2025-07-152025-07-162025-07-30—7.417.410.00%market16.67%—-3.03%1.72%-4.75%
AA2025-07-162025-07-172025-07-31—29.1229.120.00%market20.97%—2.72%1.23%1.49%
IIIN2025-07-172025-07-182025-08-01—36.2436.240.00%market14.71%—-2.77%-1.20%-1.56%
BKR2025-07-222025-07-232025-08-06—41.5041.500.00%market13.51%—4.45%0.19%4.26%
ACGL2025-07-292025-07-302025-08-13—89.8389.830.00%market12.17%—-0.07%1.41%-1.48%
ALKS2025-07-292025-07-302025-08-13—27.4027.400.00%market26.83%—4.29%1.41%2.88%
ACR2025-07-302025-07-312025-08-14—19.0519.050.00%market300.00%—3.79%0.86%2.93%
AES2025-07-312025-08-012025-08-15—13.1613.160.00%market30.77%—0.94%2.74%-1.80%
ACHC2025-08-052025-08-062025-08-20—20.7820.780.00%market16.90%—2.30%1.44%0.86%
BKV2025-08-122025-08-132025-08-27—21.6921.690.00%market160.00%—5.33%0.27%5.07%
ECG2025-08-122025-08-132025-08-27—83.6083.600.00%market68.85%—-7.70%0.27%-7.97%
ARCO2025-08-132025-08-142025-08-28—7.617.610.00%market120.00%—-6.24%0.95%-7.20%
AMCR2025-08-142025-08-152025-08-29—43.8043.800.00%market368.82%—-1.68%-0.15%-1.54%
AUNA2025-08-192025-08-202025-09-04—6.556.550.00%market153.85%—-3.10%1.52%-4.62%
CDLR2025-08-262025-08-272025-09-11—21.5521.550.00%market247.54%—-0.15%2.03%-2.18%
JOYY2025-08-262025-08-272025-09-11—51.5451.540.00%market61.25%—19.45%2.03%17.43%
BILL2025-08-272025-08-282025-09-12—44.8244.820.00%market29.27%—13.74%1.57%12.17%
AMBA2025-08-282025-08-292025-09-15—83.5083.500.00%market150.00%—-3.47%2.08%-5.55%
AEO2025-09-032025-09-042025-09-18—17.7517.750.00%market125.00%—10.90%2.77%8.13%
TEN2025-09-102025-09-112025-09-25—21.2421.240.00%market13.56%—7.76%0.59%7.17%
LUXE2025-09-112025-09-122025-09-26—9.099.090.00%market3261.11%—-8.67%0.64%-9.31%
FERG2025-09-162025-09-172025-10-01—232.39232.390.00%market15.61%—-3.17%1.28%-4.45%
MANU2025-09-172025-09-182025-10-02—15.4115.410.00%market55.56%—-0.20%1.11%-1.31%
HTFL2025-09-192025-09-222025-10-06—32.6232.620.00%market71.83%—14.09%1.42%12.66%
THO2025-09-242025-09-252025-10-09—106.57106.570.00%market99.14%—-4.25%2.01%-6.26%
KNOP2025-09-252025-09-262025-10-10—9.899.890.00%market17.65%—-16.98%-0.98%-16.00%
FRMI2025-09-032025-10-012025-10-15—25.0025.000.00%market68.02%—13.80%0.30%13.50%
CAG2025-10-012025-10-022025-10-16—19.0919.090.00%market16.77%—-4.50%-1.46%-3.03%
APLD2025-10-092025-10-102025-10-24—37.0237.020.00%market14.66%—-9.90%0.76%-10.66%
NEOG2025-10-092025-10-102025-10-24—6.886.880.00%market154.05%—-10.23%0.76%-10.99%
EQBK2025-10-142025-10-152025-10-29—40.9740.970.00%market22.22%—0.19%3.08%-2.89%
ERIC2025-10-142025-10-152025-10-29—9.759.750.00%market23.08%—3.39%3.08%0.30%
FHN2025-10-152025-10-162025-10-30—20.4820.480.00%market14.53%—2.14%1.95%0.19%
AAL2025-10-232025-10-242025-11-07—13.0013.000.00%market38.94%—4.80%-0.81%5.61%
AVBC2025-10-232025-10-242025-11-07—14.7114.710.00%market68.75%—4.29%-0.81%5.10%
ALKS2025-10-282025-10-292025-11-12—31.0031.000.00%market16.67%—1.12%-0.78%1.90%
BE2025-10-282025-10-292025-11-12—129.30129.300.00%market48.96%—-2.20%-0.78%-1.42%
ACR2025-10-292025-10-302025-11-13—20.5020.500.00%market638.84%—4.48%-1.73%6.22%
ACHR2025-11-062025-11-072025-11-21—7.837.830.00%market60.27%—-8.50%-1.33%-7.17%
AGO2025-11-062025-11-072025-11-21—83.9083.900.00%market57.14%—6.82%-1.33%8.15%
AII2025-11-112025-11-122025-11-26—25.0025.000.00%market16.39%—-16.24%-0.75%-15.49%
BAK2025-11-112025-11-122025-11-26—3.053.050.00%market95.83%—-5.45%-0.75%-4.70%
ANRO2025-11-122025-11-132025-11-28—14.4514.450.00%market21.21%—-4.35%0.42%-4.78%
AUNA2025-11-202025-11-212025-12-08—4.814.810.00%market33.33%—-0.62%4.36%-4.98%
DLNG2025-11-202025-11-212025-12-08—3.733.730.00%market16.13%—0.34%4.36%-4.03%
AMBA2025-11-252025-11-262025-12-11—79.9779.970.00%market32.81%—-1.24%1.70%-2.94%
BNED2025-11-252025-11-262025-12-11—9.309.300.00%market16.05%—-1.92%1.70%-3.62%
DOO2025-03-262025-12-022025-12-16—69.3669.360.00%market20.14%—8.19%-0.45%8.64%
VSCO2025-12-052025-12-082025-12-22—49.5149.510.00%market53.92%—11.45%-0.26%11.71%
VSXY2025-12-052025-12-082025-12-22—49.5149.510.00%market53.92%—11.45%-0.26%11.71%
JILL2025-12-102025-12-112025-12-26—14.2614.260.00%market31.03%—1.13%0.75%0.38%
PLAB2025-12-102025-12-112025-12-26—37.4537.450.00%market32.36%—-10.13%0.75%-10.89%
NAVN2025-12-152025-12-162025-12-31—13.6913.690.00%market281.77%—24.56%0.40%24.17%
MFG2025-12-292025-12-302026-01-14—7.377.370.00%market44.72%—13.64%0.42%13.22%
MUFG2025-12-292025-12-302026-01-14—15.9515.950.00%market41.58%—13.66%0.42%13.23%
SMFG2025-12-292025-12-302026-01-14—19.5219.520.00%market134.26%—6.05%0.42%5.63%
FC2026-01-072026-01-082026-01-23—16.1516.150.00%market133.33%—28.41%0.06%28.35%
STZ2026-01-072026-01-082026-01-23—143.86143.860.00%market16.35%—10.17%0.06%10.11%
FHN2026-01-152026-01-162026-02-02—24.6724.670.00%market13.04%—0.41%0.25%0.16%
GS2026-01-152026-01-162026-02-02—973.00973.000.00%market19.74%—-2.94%0.25%-3.19%
SRJN2024-07-312026-01-162026-02-02—25.0025.000.00%market24.11%—-0.52%0.25%-0.77%
AA2026-01-222026-01-232026-02-06—60.7960.790.00%market36.07%—-2.88%0.36%-3.24%
ASB2026-01-222026-01-232026-02-06—28.0228.020.00%market15.94%—4.62%0.36%4.26%
BEN2026-01-302026-02-022026-02-17—26.5226.520.00%market27.27%—3.46%-0.98%4.43%
BEP2026-01-302026-02-022026-02-17—29.8229.820.00%market258.82%—7.21%-0.98%8.19%
MCHB2026-01-302026-02-022026-02-17—15.1815.180.00%market115.38%—0.66%-0.98%1.63%
ADPT2026-02-052026-02-062026-02-23—17.8217.820.00%market52.63%—-13.84%0.14%-13.97%
ARW2026-02-052026-02-062026-02-23—145.13145.130.00%market23.66%—9.81%0.14%9.68%
CBL2026-02-132026-02-172026-03-03—35.3135.310.00%market358.82%—6.06%0.03%6.03%
DCH2026-02-132026-02-172026-03-03—7.207.200.00%market200.00%—-16.31%0.03%-16.34%
MGA2026-02-132026-02-172026-03-03—66.6566.650.00%market20.44%—-7.51%0.03%-7.53%
ASIX2026-02-202026-02-232026-03-09—19.5019.500.00%market150.00%—-3.69%-1.39%-2.30%
OIS2026-02-202026-02-232026-03-09—12.6012.600.00%market18.18%—2.10%-1.39%3.49%
ADT2026-03-022026-03-032026-03-17—7.027.020.00%market15.00%—-4.76%-0.63%-4.13%
AES2026-03-022026-03-032026-03-17—14.1914.190.00%market30.65%—-0.13%-0.63%0.50%
AIV2026-03-022026-03-032026-03-17—4.364.360.00%market1063.64%—-2.95%-0.63%-2.32%
ATAI2026-03-062026-03-092026-03-23—3.403.400.00%market58.33%—-0.49%-1.65%1.16%
KB2026-03-062026-03-092026-03-23—97.9497.940.00%market17.43%—4.54%-1.65%6.19%
ANRO2026-03-162026-03-172026-03-31—24.3224.320.00%market19.64%—-7.77%-3.28%-4.49%
BALY2026-03-162026-03-172026-03-31—12.8712.870.00%market22.34%—-25.30%-3.28%-22.02%
GDOT2026-03-162026-03-172026-03-31—11.2011.200.00%market20.00%—-0.02%-3.28%3.26%
CIG-C2026-03-202026-03-232026-04-07—3.133.130.00%market146.30%—6.51%0.17%6.33%
ZGN2026-03-202026-03-232026-04-07—10.0210.020.00%market47.67%—3.39%0.17%3.22%
JILL2026-03-312026-04-012026-04-16—11.5611.560.00%market83.33%—5.25%7.30%-2.05%
LCII2026-03-312026-04-012026-04-16—123.89123.890.00%market19.82%—-3.83%7.30%-11.14%
PVH2026-03-312026-04-012026-04-16—72.2572.250.00%market15.76%—23.63%7.30%16.33%
AEHR2026-04-072026-04-082026-04-22—57.3557.350.00%market28.57%—69.56%5.15%64.42%
LEVI2026-04-072026-04-082026-04-22—22.6522.650.00%market14.32%—0.55%5.15%-4.60%
MS2026-04-152026-04-162026-04-30—190.93190.930.00%market13.58%—-0.38%2.51%-2.89%
BNY2026-04-162026-04-172026-05-01—135.96135.960.00%market14.80%—-1.80%2.05%-3.86%
ALLY2026-04-172026-04-202026-05-04—45.1345.130.00%market18.84%—-4.85%1.30%-6.16%
CBSH2026-04-212026-04-222026-05-06—50.8350.830.00%market16.50%—3.14%3.48%-0.34%
EQT2026-04-212026-04-222026-05-06—58.3158.310.00%market12.02%—-1.83%3.48%-5.31%
AER2026-04-292026-04-302026-05-14—139.11139.110.00%market44.89%—1.93%4.69%-2.77%
ACCO2026-04-302026-05-012026-05-15—3.453.450.00%market140.00%—8.79%2.48%6.30%
BTSG2026-05-012026-05-042026-05-18—52.5252.520.00%market34.48%—6.77%2.58%4.19%
ADPT2026-05-052026-05-062026-05-20—14.6414.640.00%market18.75%—-4.84%1.80%-6.64%
AES2026-05-052026-05-062026-05-20—14.4314.430.00%market34.00%—1.88%1.80%0.08%
CMPS2026-05-132026-05-142026-05-29—10.7410.740.00%market33.33%—21.40%1.73%19.68%
AAUC2026-05-142026-05-152026-06-01—28.9028.900.00%market21.88%—-11.79%2.26%-14.05%
MFG2026-05-152026-05-182026-06-02—8.408.400.00%market71.43%—10.28%2.67%7.61%
CMBT2026-05-192026-05-202026-06-04—16.7316.730.00%market378.16%—-13.89%2.91%-16.79%
ARCO2026-05-202026-05-212026-06-05—9.029.020.00%market54.55%—-9.29%-0.15%-9.14%
ASAN2026-05-282026-05-292026-06-12—7.407.400.00%market25.00%—-0.34%-1.87%1.54%
BKE2026-05-292026-06-012026-06-15—44.9144.910.00%market24.66%—-2.20%-0.07%-2.13%
HPE2026-06-012026-06-022026-06-16—63.0663.060.00%market47.66%—-23.48%-0.89%-22.59%
AI2026-06-032026-06-042026-06-18—11.2211.220.00%market13.16%—-8.40%-0.71%-7.69%
PL2026-06-042026-06-052026-06-22—38.3038.300.00%market28.25%—-25.08%-1.05%-24.03%
ANGX2026-06-112026-06-122026-06-29—2.902.900.00%market41.43%—22.56%0.04%22.52%
LZB2026-06-162026-06-172026-07-02—42.1842.180.00%market53.66%—-5.58%-0.87%-4.72%
KMX2026-06-172026-06-182026-07-06—48.3048.300.00%market35.75%—3.75%0.47%3.28%
SB2026-06-172026-06-182026-07-06—6.906.900.00%market71.43%—-3.39%0.47%-3.86%
CBRS2026-06-232026-06-242026-07-09—208.00208.000.00%market75.55%—-4.75%2.25%-7.00%
NKE2026-06-302026-07-012026-07-16—41.4041.400.00%market554.55%—7.46%0.77%6.69%
GIS2026-07-012026-07-022026-07-17—38.0038.000.00%market19.20%—-0.28%-0.55%0.27%
EPAC2026-07-072026-07-082026-07-22—35.8235.820.00%market19.28%—-3.55%0.57%-4.12%
SKHY2026-04-222026-07-102026-07-24—170.00170.000.00%market50.20%—-9.28%-1.74%-7.53%
EQBK2026-07-142026-07-152026-07-29—49.9949.990.00%market13.71%—1.26%-3.29%4.55%
AMC2026-07-202026-07-212026-08-04—2.422.420.00%market366.67%—10.54%3.36%7.19%
CPAC2026-07-202026-07-212026-08-04—11.6011.600.00%market125.69%—2.21%3.36%-1.14%
OFG2026-07-212026-07-222026-08-05—53.1653.160.00%market18.80%—-0.26%3.10%-3.36%