Margin expansion beat 2

Run 5f76ccb3 · view hypothesis

completed

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

Trades
294
Win rate
55.10%
Avg return
1.20%
Median return
0.73%
Avg abnormal
0.53%
Median abnormal
0.07%
Best trade
56.20%
Worst trade
-28.66%
Sharpe (per-trade)
0.12
Daily portfolio drawdown
-12.51%
Portfolio (equal_weight)
Total return
70.42%
Max drawdown
-12.51%
Avg trade return
1.20%
Win rate
55.10%
Signals
2521
Configured concurrent
5
Observed concurrent
5
Trades taken
294
Skipped (no capacity)
2227
Excess vs benchmark
-1.94%
Avg entry slippage
0.00%
Return if filled at market
70.42%
VWAP fills
0
VWAP fallbacks
0

2227 of 2521 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
202339-0.08%-0.83%46.15%
2024961.01%0.38%54.17%
20251031.63%1.03%57.28%
2026561.61%0.83%58.93%
Trades (294)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.Rev. surp.Net marginReturnBenchmarkAbnormal
CPRX2023-08-092023-08-102023-08-24—15.0315.030.00%market32.00%1.98%—-7.95%-2.52%-5.43%
INSW2023-08-092023-08-102023-08-24—46.3146.310.00%market18.18%15.33%—-2.24%-2.52%0.28%
OR2023-08-092023-08-102023-08-24—14.2014.200.00%market18.18%35.04%—-4.68%-2.52%-2.16%
PAM2023-08-092023-08-102023-08-24—41.7941.790.00%market109.03%8.31%—10.72%-2.52%13.24%
PNNT2023-08-092023-08-102023-08-24—6.836.830.00%market19.49%38.61%—-4.93%-2.52%-2.41%
ADSK2023-08-232023-08-242023-09-08—215.50215.500.00%market11.05%1.86%—1.61%0.19%1.43%
NMM2023-08-232023-08-242023-09-08—23.1023.100.00%market15.28%9.10%—-6.38%0.19%-6.56%
NVDA2023-08-232023-08-242023-09-08—50.2250.220.00%market28.57%20.34%—-9.36%0.19%-9.55%
FRO2023-08-242023-08-252023-09-11—18.5218.520.00%market11.24%43.96%—-9.87%2.23%-12.10%
FUTU2023-08-242023-08-252023-09-11—50.3050.300.00%market16.17%0.38%—16.70%2.23%14.47%
SAIC2023-09-072023-09-082023-09-22—110.35110.350.00%market28.12%5.36%—-4.56%-3.25%-1.30%
DAVA2023-09-192023-09-202023-10-04—55.6955.690.00%market26.79%0.67%—-0.32%-4.36%4.04%
CCL2023-09-292023-10-022023-10-16—13.5013.500.00%market14.67%2.74%—-8.54%2.21%-10.75%
CMBT2023-09-302023-10-022023-10-16—15.8815.880.00%market39.18%6.99%—12.05%2.21%9.85%
AEHR2023-10-052023-10-062023-10-20—38.7538.750.00%market12.50%7.25%—-18.55%-0.18%-18.37%
LW2023-10-052023-10-062023-10-20—97.3997.390.00%market49.54%2.56%—-10.26%-0.18%-10.07%
STZ2023-10-052023-10-062023-10-20—239.80239.800.00%market10.12%0.51%—-4.02%-0.18%-3.84%
BLK2023-10-132023-10-162023-10-30—630.51630.510.00%market32.08%0.35%—-3.81%-4.20%0.39%
JPM2023-10-132023-10-162023-10-30—149.45149.450.00%market11.31%0.51%—-8.15%-4.20%-3.95%
GBCI2023-10-192023-10-202023-11-03—30.7030.700.00%market11.90%15.31%—6.68%2.04%4.63%
SRCE2023-10-192023-10-202023-11-03—44.7544.750.00%market20.00%4.41%—5.26%2.04%3.22%
TCBI2023-10-192023-10-202023-11-03—55.9855.980.00%market14.56%3.20%—3.10%2.04%1.05%
ABR2023-10-272023-10-302023-11-13—12.7412.740.00%market14.58%75.82%—1.78%6.44%-4.66%
TROW2023-10-272023-10-302023-11-13—88.5588.550.00%market21.91%2.09%—4.18%6.44%-2.26%
AAMI2023-11-022023-11-032023-11-17—15.8815.880.00%market52.54%9.79%—8.59%4.07%4.52%
ALNY2023-11-022023-11-032023-11-17—164.68164.680.00%market185.82%87.15%—-0.68%4.07%-4.75%
CNQ2023-11-022023-11-032023-11-17—33.8833.880.00%market18.52%67.11%—-1.84%4.07%-5.92%
MUFG2023-11-142023-11-152023-11-30—8.348.340.00%market31.25%316.28%—2.90%1.40%1.50%
NU2023-11-142023-11-152023-11-30—8.168.160.00%market16.67%0.66%—-0.35%1.40%-1.74%
ATAT2023-11-162023-11-172023-12-04—19.3519.350.00%market17.39%17.14%—-12.92%1.43%-14.35%
GLOP-PA2023-11-162023-11-172023-12-04—20.9220.920.00%market28.39%9.53%—10.85%1.43%9.41%
SEAL-PB2023-11-162023-11-172023-12-04—23.9023.900.00%market81.36%20.78%—3.87%1.43%2.44%
VSTS2023-11-292023-11-302023-12-14—18.2918.290.00%market281.25%0.33%—4.27%3.63%0.64%
JOYY2023-11-302023-12-012023-12-15—38.6038.600.00%market58.44%1.81%—-0.26%2.98%-3.23%
POWL2023-12-052023-12-062023-12-20—30.1630.160.00%market57.26%6.02%—0.07%2.06%-1.99%
TOL2023-12-052023-12-062023-12-20—89.6089.600.00%market10.48%8.85%—13.87%2.06%11.81%
PLAB2023-12-132023-12-142023-12-29—26.8426.840.00%market35.85%1.55%—16.78%0.59%16.18%
KNOP2023-12-142023-12-152024-01-02—5.825.820.00%market628.57%0.11%—4.02%0.67%3.35%
EPAC2023-12-192023-12-202024-01-05—32.1632.160.00%market21.88%2.95%—-10.83%-1.27%-9.55%
EMA2023-12-312024-01-022024-01-17—36.2436.240.00%market107.94%29.61%—1.50%0.03%1.47%
AEHR2024-01-092024-01-102024-01-25—18.7718.770.00%market21.05%2.59%—-12.99%2.93%-15.92%
WDFC2024-01-092024-01-102024-01-25—256.90256.900.00%market21.90%4.50%—-0.26%2.93%-3.19%
HDB2024-01-162024-01-172024-01-31—29.8129.810.00%market17.14%5.07%—-7.01%2.34%-9.35%
WAFD2024-01-162024-01-172024-01-31—29.7029.700.00%market10.39%2.08%—-2.32%2.34%-4.67%
CBSH2024-01-182024-01-192024-02-02—48.7148.710.00%market14.12%3.77%—-4.14%3.50%-7.64%
APPF2024-01-252024-01-262024-02-09—201.00201.000.00%market22.22%5.61%—16.17%2.79%13.38%
GBCI2024-01-252024-01-262024-02-09—40.5840.580.00%market19.51%14.38%—-9.61%2.79%-12.40%
AX2024-01-302024-01-312024-02-14—60.0060.000.00%market15.11%2.78%—-10.98%2.04%-13.02%
CB2024-01-302024-01-312024-02-14—247.20247.200.00%market63.71%25.79%—0.27%2.04%-1.76%
AAMI2024-02-012024-02-022024-02-16—21.8021.800.00%market30.51%5.73%—-0.93%2.01%-2.94%
APO2024-02-082024-02-092024-02-26—106.76106.760.00%market10.40%1231.46%—3.76%1.43%2.33%
CLSK2024-02-082024-02-092024-02-26—13.0213.020.00%market92.86%4.79%—56.20%1.43%54.76%
ALSN2024-02-132024-02-142024-02-29—70.0070.000.00%market33.57%4.16%—7.51%2.27%5.24%
BL2024-02-132024-02-142024-02-29—53.2553.250.00%market25.45%0.94%—6.44%2.27%4.16%
AMAT2024-02-152024-02-162024-03-04—202.02202.020.00%market11.52%3.45%—3.60%2.11%1.48%
EGO2024-02-232024-02-262024-03-11—10.3710.370.00%market14.29%1.41%—18.80%0.59%18.21%
SHO2024-02-232024-02-262024-03-11—11.0711.070.00%market100.00%1.10%—1.16%0.59%0.58%
DIN2024-02-282024-02-292024-03-14—47.4947.490.00%market25.00%0.08%—-0.18%1.35%-1.54%
DV2024-02-282024-02-292024-03-14—31.6231.620.00%market35.71%0.26%—3.85%1.35%2.50%
ELPC2024-03-012024-03-042024-03-18—7.267.260.00%market401.25%6.10%—-5.61%0.16%-5.77%
PBR2024-03-082024-03-112024-03-25—14.6014.600.00%market13.39%1.25%—2.23%1.82%0.41%
PBR-A2024-03-082024-03-112024-03-25—14.2714.270.00%market22.12%1.07%—2.77%1.82%0.95%
EGY2024-03-132024-03-142024-03-28—4.804.800.00%market208.33%31.08%—45.11%1.18%43.93%
GETY2024-03-142024-03-152024-04-01—5.565.560.00%market610.34%4.38%—-26.36%2.34%-28.70%
ARR2024-03-152024-03-182024-04-02—18.8318.830.00%market18.89%659.44%—2.66%0.94%1.72%
CIG2024-03-222024-03-252024-04-09—1.881.880.00%market77.88%20.42%—6.28%-0.09%6.38%
CIG-C2024-03-222024-03-252024-04-09—2.152.150.00%market77.88%20.42%—11.06%-0.09%11.16%
ATAT2024-03-282024-04-012024-04-15—18.0918.090.00%market10.53%22.97%—-3.91%-3.70%-0.21%
HTB2024-03-312024-04-012024-04-15—27.2027.200.00%market22.33%3.26%—-11.28%-3.70%-7.58%
MNR2024-04-012024-04-022024-04-16—19.3019.300.00%market18.48%3.10%—2.96%-2.84%5.80%
JPM2024-04-122024-04-152024-04-29—184.50184.500.00%market11.03%0.53%—4.66%-0.98%5.64%
WFC2024-04-122024-04-152024-04-29—57.6157.610.00%market13.51%3.23%—3.70%-0.98%4.69%
GS2024-04-152024-04-162024-04-30—404.45404.450.00%market35.28%9.84%—5.40%-0.59%5.99%
NIC2024-04-162024-04-172024-05-01—75.3975.390.00%market10.98%14.62%—3.53%-1.13%4.66%
LVS2024-04-172024-04-182024-05-02—48.0948.090.00%market20.97%0.67%—-3.09%0.61%-3.70%
NWG2024-04-262024-04-292024-05-13—7.737.730.00%market13.04%3.64%—5.59%2.12%3.47%
PIPR2024-04-262024-04-292024-05-13—49.7949.790.00%market31.60%5.79%—5.42%2.12%3.30%
ACGL2024-04-292024-04-302024-05-14—92.5092.500.00%market16.67%2.02%—5.74%2.90%2.84%
AMT2024-04-302024-05-012024-05-15—173.28173.280.00%market10.11%1.39%—10.71%5.66%5.05%
BNL2024-05-012024-05-022024-05-16—14.8414.840.00%market105.88%3.56%—5.36%4.87%0.49%
ANIP2024-05-102024-05-132024-05-28—67.6967.690.00%market23.47%9.49%—-6.69%1.39%-8.08%
GLOP-PA2024-05-102024-05-132024-05-28—25.0125.010.00%market24.37%7.71%—0.54%1.39%-0.85%
BRSL2024-05-142024-05-152024-05-30—20.8720.870.00%market49.25%3.67%—-5.95%-0.61%-5.33%
CIG2024-05-142024-05-152024-05-30—1.981.980.00%market21.34%7.42%—-4.14%-0.61%-3.53%
CPA2024-05-152024-05-162024-05-31—113.10113.100.00%market21.45%3.08%—-14.13%-0.47%-13.66%
BIRK2024-05-302024-05-312024-06-14—56.0056.000.00%market13.89%3.39%—6.45%3.67%2.79%
BWLP2024-05-302024-05-312024-06-14—21.0021.000.00%market54.18%2.87%—-20.29%3.67%-23.96%
SOJE2024-06-302024-07-012024-07-16—20.1120.110.00%market17.08%5.96%—1.74%3.52%-1.78%
SAJ2024-07-092024-07-102024-07-24—25.1425.140.00%market10.06%6.06%—-0.50%-2.84%2.35%
SAT2024-07-092024-07-102024-07-24—24.0824.080.00%market10.06%6.06%—0.61%-2.84%3.45%
SAY2024-07-092024-07-102024-07-24—25.1225.120.00%market10.06%6.06%—0.66%-2.84%3.50%
FBK2024-07-152024-07-162024-07-30—43.3943.390.00%market10.53%3.79%—7.74%-3.71%11.44%
AEHR2024-07-162024-07-172024-07-31—19.2619.260.00%market663.64%7.51%—-2.12%-1.43%-0.70%
CALM2024-07-232024-07-242024-08-07—64.1264.120.00%market25.41%5.28%—8.85%-5.50%14.35%
CBU2024-07-232024-07-242024-08-07—61.2161.210.00%market12.35%2.36%—-7.44%-5.50%-1.93%
FBP2024-07-232024-07-242024-08-07—21.7821.780.00%market12.20%12.48%—-10.16%-5.50%-4.65%
CORT2024-07-292024-07-302024-08-13—38.3938.390.00%market39.13%1.06%—-11.17%-0.77%-10.40%
AAT2024-07-302024-07-312024-08-14—25.9825.980.00%market13.21%1.83%—-4.56%-0.95%-3.61%
ACAD2024-08-062024-08-072024-08-21—15.4015.400.00%market11.11%2.78%—3.34%6.08%-2.74%
BL2024-08-062024-08-072024-08-21—48.8048.800.00%market16.00%1.46%—4.20%6.08%-1.88%
BSY2024-08-062024-08-072024-08-21—47.4847.480.00%market33.33%1.62%—5.82%6.08%-0.27%
NU2024-08-132024-08-142024-08-28—12.6812.680.00%market20.00%7.02%—12.68%2.85%9.83%
IFS2024-08-142024-08-152024-08-29—22.7922.790.00%market17.54%559.75%—8.32%1.61%6.71%
KEYS2024-08-202024-08-212024-09-05—156.55156.550.00%market16.30%1.92%—-6.16%-1.82%-4.34%
ZM2024-08-212024-08-222024-09-06—61.8261.820.00%market14.88%1.20%—8.57%-3.95%12.52%
OPRA2024-08-222024-08-232024-09-09—14.9814.980.00%market29.41%1.00%—-7.31%-2.34%-4.96%
WDS2024-08-272024-08-282024-09-12—18.1118.110.00%market33.07%72.71%—-10.43%-0.38%-10.05%
RY2024-08-282024-08-292024-09-13—119.81119.810.00%market10.70%87.82%—3.05%0.30%2.75%
DOCU2024-09-052024-09-062024-09-20—60.2460.240.00%market20.20%1.21%—-3.87%3.33%-7.20%
LEN2024-09-192024-09-202024-10-04—185.49185.490.00%market17.36%2.75%—-1.85%0.91%-2.75%
PRGS2024-09-242024-09-252024-10-09—61.1661.160.00%market10.53%1.44%—9.04%1.05%7.99%
CTAS2024-09-252024-09-262024-10-10—208.82208.820.00%market15.79%0.31%—-1.39%0.30%-1.69%
TRAK2024-09-302024-10-012024-10-15—19.0019.000.00%market33.33%0.63%—5.37%1.11%4.26%
CALM2024-10-012024-10-022024-10-16—76.2076.200.00%market31.33%11.53%—23.47%2.57%20.90%
BLK2024-10-112024-10-142024-10-28—999.17999.170.00%market10.94%3.22%—-1.40%-0.07%-1.33%
FULT2024-10-152024-10-162024-10-30—18.2318.230.00%market15.13%1.71%—0.78%0.04%0.74%
NIC2024-10-152024-10-162024-10-30—101.03101.030.00%market12.90%5.96%—1.78%0.04%1.74%
PNC2024-10-152024-10-162024-10-30—192.76192.760.00%market13.64%0.78%—-1.42%0.04%-1.46%
PLD2024-10-162024-10-172024-10-31—126.04126.040.00%market71.43%4.62%—-10.49%-2.95%-7.55%
BAH2024-10-252024-10-282024-11-11—184.08184.080.00%market23.13%6.10%—-0.47%2.78%-3.25%
AAT2024-10-292024-10-302024-11-13—27.8727.870.00%market31.48%10.35%—-1.97%2.74%-4.70%
ALSN2024-10-292024-10-302024-11-13—105.65105.650.00%market12.38%5.38%—12.48%2.74%9.74%
BLX2024-10-292024-10-302024-11-13—32.8032.800.00%market28.57%35.92%—7.19%2.74%4.45%
CF2024-10-302024-10-312024-11-14—83.4383.430.00%market13.56%6.73%—2.67%3.09%-0.42%
CMTG2024-11-082024-11-112024-11-25—7.647.640.00%market144.44%11.45%—-7.95%-0.38%-7.57%
CART2024-11-122024-11-132024-11-27—45.3745.370.00%market90.91%0.96%—-4.35%0.24%-4.60%
EDN2024-11-122024-11-132024-11-27—32.4632.460.00%market27900.00%16.82%—17.86%0.24%17.62%
IFS2024-11-122024-11-132024-11-27—27.0727.070.00%market16.67%47.39%—3.48%0.24%3.24%
CIG-C2024-11-132024-11-142024-11-29—2.402.400.00%market45.52%8.89%—0.73%0.88%-0.14%
HAFN2024-11-272024-11-292024-12-13—5.725.720.00%market27.27%179.00%—-5.34%0.76%-6.10%
BWLP2024-12-022024-12-032024-12-17—12.0012.000.00%market71.29%51.96%—-14.77%0.15%-14.92%
REX2024-12-032024-12-042024-12-18—20.9420.940.00%market91.67%9.99%—-5.40%-3.20%-2.21%
GTLB2024-12-052024-12-062024-12-20—73.5073.500.00%market53.33%4.32%—-18.70%-2.68%-16.02%
VEEV2024-12-052024-12-062024-12-20—250.00250.000.00%market10.76%2.17%—-10.44%-2.68%-7.76%
GIS2024-12-182024-12-192025-01-06—63.5063.500.00%market14.75%1.91%—-3.25%0.68%-3.93%
CVSA2024-12-312025-01-022025-01-17—91.1191.110.00%market44.53%4.31%—7.65%1.39%6.26%
CALM2025-01-072025-01-082025-01-24—109.78109.780.00%market21.47%38.51%—-2.91%3.27%-6.18%
KARO2025-01-142025-01-152025-01-30—47.4047.400.00%market13.16%1.55%—-0.92%2.49%-3.41%
GS2025-01-152025-01-162025-01-31—609.99609.990.00%market48.82%12.23%—4.89%1.29%3.60%
JPM2025-01-152025-01-162025-01-31—254.00254.000.00%market17.60%1.95%—5.14%1.29%3.85%
MS2025-01-162025-01-172025-02-03—136.16136.160.00%market37.04%0.11%—0.63%0.14%0.50%
EBC2025-01-232025-01-242025-02-07—17.9117.910.00%market17.24%2.21%—5.09%-1.48%6.58%
LII2025-01-292025-01-302025-02-13—599.84599.840.00%market35.92%8.51%—3.25%0.96%2.30%
ABCB2025-01-302025-01-312025-02-14—67.1567.150.00%market15.00%5.28%—-1.53%0.36%-1.89%
BBVA2025-01-302025-01-312025-02-14—11.5411.540.00%market19.70%9.51%—9.35%0.36%8.98%
PIPR2025-01-312025-02-032025-02-18—78.0978.090.00%market20.30%23.97%—-0.98%3.18%-4.16%
AAMI2025-02-062025-02-072025-02-24—24.8624.860.00%market26.21%14.77%—0.18%-1.60%1.78%
ALKS2025-02-122025-02-132025-02-28—33.6233.620.00%market28.40%13.33%—2.01%-1.70%3.72%
ABNB2025-02-132025-02-142025-03-03—158.19158.190.00%market19.67%2.42%—-10.98%-4.29%-6.69%
COIN2025-02-132025-02-142025-03-03—288.02288.020.00%market636.96%23.37%—-28.66%-4.29%-24.37%
CBL2025-02-142025-02-182025-03-04—32.9832.980.00%market238.89%2.88%—-9.04%-5.57%-3.48%
PTGX2025-02-212025-02-242025-03-10—38.7538.750.00%market3200.00%110.63%—44.29%-6.88%51.17%
ACIW2025-02-272025-02-282025-03-14—54.5054.500.00%market47.95%34.27%—-3.00%-3.89%0.89%
FER2025-02-282025-03-032025-03-17—44.4444.440.00%market1325.55%19.94%—-1.45%-4.87%3.42%
FGN2025-02-282025-03-032025-03-17—26.5226.520.00%market293.16%3.70%—-1.76%-4.87%3.11%
DAVE2025-03-032025-03-042025-03-18—93.0093.000.00%market87.16%11.70%—-10.38%-3.22%-7.16%
BNTX2025-03-102025-03-112025-03-25—103.53103.530.00%market148.70%4.36%—-6.36%2.87%-9.23%
MNR2025-03-132025-03-142025-03-28—14.2714.270.00%market40.91%11.68%—7.82%-0.08%7.90%
BKE2025-03-142025-03-172025-03-31—36.3936.390.00%market10.07%41.96%—5.20%-0.60%5.81%
TSQ2025-03-172025-03-182025-04-01—8.158.150.00%market13.21%1.20%—-2.55%-0.68%-1.88%
IHS2025-03-182025-03-192025-04-02—4.414.410.00%market812.50%13.61%—19.85%0.30%19.55%
SBS2025-03-242025-03-252025-04-08—3.543.540.00%market731.46%29.69%—-5.18%-13.70%8.52%
AGX2025-03-272025-03-282025-04-11—138.10138.100.00%market93.04%17.71%—7.19%-5.59%12.78%
BOC2025-03-282025-03-312025-04-14—14.1014.100.00%market950.00%0.12%—0.82%-1.95%2.77%
LNN2025-04-032025-04-042025-04-21—127.00127.000.00%market29.10%19.95%—-3.83%-1.87%-1.96%
WAFD2025-04-112025-04-142025-04-29—25.5425.540.00%market12.07%3.43%—12.39%1.89%10.50%
GS2025-04-142025-04-152025-04-30—507.41507.410.00%market14.61%2.01%—7.81%2.76%5.06%
BAC2025-04-152025-04-162025-05-01—37.8637.860.00%market10.16%1.45%—6.00%5.04%0.96%
BFC2025-04-152025-04-162025-05-01—103.30103.300.00%market12.35%0.34%—6.61%5.04%1.57%
BMI2025-04-172025-04-212025-05-05—199.35199.350.00%market21.50%0.67%—14.57%8.13%6.44%
ABCB2025-04-282025-04-292025-05-13—57.2857.280.00%market11.30%3.26%—10.90%6.91%3.99%
ACGL2025-04-292025-04-302025-05-14—88.4188.410.00%market16.67%0.67%—2.66%7.31%-4.65%
AER2025-04-302025-05-012025-05-15—106.00106.000.00%market33.82%3.21%—7.06%5.37%1.69%
BSAC2025-04-302025-05-012025-05-15—23.7223.720.00%market10.91%0.62%—6.10%5.37%0.73%
FUBO2025-05-022025-05-052025-05-19—28.6828.680.00%market50.00%7.38%—40.49%5.74%34.75%
ARWR2025-05-122025-05-132025-05-28—15.7515.750.00%market4683.33%366.77%—-1.31%0.74%-2.05%
EXEL2025-05-132025-05-142025-05-29—40.6540.650.00%market73.14%11.18%—4.70%0.38%4.32%
DLO2025-05-142025-05-152025-05-30—12.4312.430.00%market25.00%3.27%—-12.73%0.65%-13.38%
ECO2025-05-142025-05-152025-05-30—23.1523.150.00%market50.00%70.86%—0.68%0.65%0.02%
GSL2025-05-192025-05-202025-06-04—26.3526.350.00%market16.74%10.88%—-4.08%0.48%-4.56%
VEEV2025-05-282025-05-292025-06-12—268.59268.590.00%market13.22%4.21%—4.95%1.80%3.15%
CRDO2025-06-022025-06-032025-06-17—74.9574.950.00%market27.83%6.54%—6.25%0.88%5.37%
GWRE2025-06-032025-06-042025-06-18—246.95246.950.00%market90.31%2.51%—-0.16%0.08%-0.25%
HQY2025-06-032025-06-042025-06-18—112.08112.080.00%market19.31%2.66%—-9.09%0.08%-9.17%
TEN2025-06-172025-06-182025-07-03—20.6320.630.00%market217.24%4.88%—-0.68%4.50%-5.18%
MU2025-06-252025-06-262025-07-11—129.53129.530.00%market19.37%4.94%—-3.96%2.40%-6.36%
HCM2025-07-022025-07-032025-07-18—15.5715.570.00%market525.93%142.38%—12.87%0.82%12.05%
SAZ2025-07-082025-07-092025-07-23—25.4225.420.00%market26.82%8.76%—0.37%1.84%-1.46%
BNY2025-07-152025-07-162025-07-30—96.0096.000.00%market10.86%5.24%—6.46%1.72%4.74%
JPM2025-07-152025-07-162025-07-30—288.40288.400.00%market10.71%2.44%—3.79%1.72%2.08%
ASML2025-07-162025-07-172025-07-31—746.82746.820.00%market12.13%1.67%—-7.08%1.23%-8.31%
GE2025-07-172025-07-182025-08-01—265.40265.400.00%market16.08%15.45%—1.40%-1.20%2.60%
CALM2025-07-222025-07-232025-08-06—113.18113.180.00%market90.27%24.89%—-7.81%0.19%-8.01%
ACGL2025-07-292025-07-302025-08-13—89.8389.830.00%market12.17%20.05%—0.03%1.41%-1.38%
ALKS2025-07-292025-07-302025-08-13—27.4027.400.00%market26.83%10.20%—4.39%1.41%2.98%
AEP2025-07-302025-07-312025-08-14—112.56112.560.00%market12.60%2.51%—0.17%0.86%-0.69%
ADC2025-07-312025-08-012025-08-15—74.3374.330.00%market124.91%1.36%—-2.48%2.74%-5.22%
ALAB2025-08-052025-08-062025-08-20—164.99164.990.00%market35.76%11.27%—4.42%1.44%2.98%
ECO2025-08-122025-08-132025-08-27—25.3025.300.00%market80.43%76.85%—5.47%0.27%5.21%
SLDE2025-08-122025-08-132025-08-27—17.0517.050.00%market40.00%66.03%—-17.52%0.27%-17.79%
BORR2025-08-132025-08-142025-08-28—2.392.390.00%market46.54%1.47%—23.75%0.95%22.80%
CLBT2025-08-142025-08-152025-08-29—15.3115.310.00%market20.00%0.95%—7.02%-0.15%7.17%
JKHY2025-08-192025-08-202025-09-04—159.00159.000.00%market10.76%1.79%—1.71%1.52%0.18%
CDLR2025-08-262025-08-272025-09-11—21.5521.550.00%market247.54%47.61%—-0.05%2.03%-2.08%
RY2025-08-272025-08-282025-09-12—145.59145.590.00%market18.22%40.11%—-1.10%1.57%-2.67%
WSM2025-08-272025-08-282025-09-12—193.50193.500.00%market10.50%0.43%—1.68%1.57%0.11%
HQY2025-09-022025-09-032025-09-17—93.5093.500.00%market18.16%1.59%—-1.40%2.57%-3.97%
CRDO2025-09-032025-09-042025-09-18—138.00138.000.00%market43.92%17.02%—24.76%2.77%21.99%
TEN2025-09-102025-09-112025-09-25—21.2421.240.00%market13.56%24.37%—7.86%0.59%7.27%
FIZZ2025-09-112025-09-122025-09-26—40.4540.450.00%market18.11%8.61%—-8.41%0.64%-9.05%
LUXE2025-09-112025-09-122025-09-26—9.099.090.00%market3261.11%53.40%—-8.57%0.64%-9.21%
GHG2025-09-302025-10-012025-10-15—2.172.170.00%market153.61%152.61%—-7.47%0.30%-7.77%
LEVI2025-10-092025-10-102025-10-24—22.2922.290.00%market11.11%2.99%—-6.92%0.76%-7.68%
NEOG2025-10-092025-10-102025-10-24—6.886.880.00%market154.05%3.00%—-10.13%0.76%-10.89%
GS2025-10-142025-10-152025-10-29—778.62778.620.00%market11.06%7.51%—0.47%3.08%-2.61%
WFC2025-10-142025-10-152025-10-29—85.1785.170.00%market11.61%1.37%—0.87%3.08%-2.21%
BAC2025-10-152025-10-162025-10-30—52.6052.600.00%market11.34%2.08%—0.72%1.95%-1.23%
BFH2025-10-232025-10-242025-11-07—66.4666.460.00%market90.52%0.30%—-4.43%-0.81%-3.62%
BY2025-10-232025-10-242025-11-07—28.0028.000.00%market15.12%4.18%—-2.74%-0.81%-1.93%
ALKS2025-10-282025-10-292025-11-12—31.0031.000.00%market16.67%3.76%—1.22%-0.78%2.00%
CGAU2025-10-282025-10-292025-11-12—12.2112.210.00%market50.00%16.30%—1.70%-0.78%2.48%
ACR2025-10-292025-10-302025-11-13—20.5020.500.00%market638.84%2.24%—4.58%-1.73%6.32%
ACIW2025-11-062025-11-072025-11-21—50.5050.500.00%market10.10%3.68%—-7.80%-1.33%-6.47%
AGO2025-11-062025-11-072025-11-21—83.9083.900.00%market57.14%1.14%—6.92%-1.33%8.25%
AII2025-11-112025-11-122025-11-26—25.0025.000.00%market16.39%0.52%—-16.14%-0.75%-15.39%
ATEX2025-11-122025-11-132025-11-28—19.9419.940.00%market78.46%8.61%—3.01%0.42%2.58%
CLBT2025-11-122025-11-132025-11-28—18.8018.800.00%market48.16%2.48%—-10.42%0.42%-10.84%
BULL2025-11-202025-11-212025-12-08—8.268.260.00%market319.92%18.73%—17.45%4.36%13.09%
TEN2025-11-202025-11-212025-12-08—24.9824.980.00%market36.36%14.36%—-1.62%4.36%-5.98%
CRDO2025-12-012025-12-022025-12-16—195.64195.640.00%market36.23%14.06%—-28.37%-0.45%-27.92%
HQY2025-12-032025-12-042025-12-18—102.50102.500.00%market10.75%0.48%—-6.93%-1.29%-5.64%
WDH2025-12-032025-12-042025-12-18—1.921.920.00%market58.23%12.64%—-1.14%-1.29%0.15%
PLAB2025-12-102025-12-112025-12-26—37.4537.450.00%market32.36%5.15%—-10.03%0.75%-10.79%
MU2025-12-172025-12-182026-01-05—256.53256.530.00%market20.71%5.70%—21.58%1.49%20.09%
BIRK2025-12-182025-12-192026-01-06—40.8340.830.00%market41.71%0.54%—4.75%2.25%2.50%
KEP2025-12-182025-12-192026-01-06—16.7716.770.00%market28.66%3.14%—6.64%2.25%4.39%
MFG2025-12-292025-12-302026-01-14—7.377.370.00%market44.72%179.13%—13.74%0.42%13.32%
MUFG2025-12-292025-12-302026-01-14—15.9515.950.00%market41.58%131.92%—13.76%0.42%13.33%
STZ2026-01-072026-01-082026-01-23—143.86143.860.00%market16.35%3.15%—10.27%0.06%10.21%
FHN2026-01-152026-01-162026-02-02—24.6724.670.00%market13.04%3.43%—0.51%0.25%0.26%
MS2026-01-152026-01-162026-02-02—190.56190.560.00%market10.29%0.84%—-2.97%0.25%-3.22%
PNC2026-01-162026-01-202026-02-03—219.79219.790.00%market15.37%1.89%—6.28%1.18%5.10%
BOKF2026-01-202026-01-212026-02-04—131.63131.630.00%market33.80%1.96%—2.16%0.96%1.20%
ASB2026-01-222026-01-232026-02-06—28.0228.020.00%market15.94%1.83%—4.72%0.36%4.36%
BEP2026-01-302026-02-022026-02-17—29.8229.820.00%market258.82%8.75%—7.31%-0.98%8.29%
MCHB2026-01-302026-02-022026-02-17—15.1815.180.00%market115.38%437.16%—0.76%-0.98%1.73%
MFG2026-02-022026-02-032026-02-18—8.948.940.00%market14.29%16.82%—2.81%-1.42%4.23%
AMD2026-02-032026-02-042026-02-19—215.00215.000.00%market15.91%6.22%—-5.51%-0.85%-4.66%
B2026-02-052026-02-062026-02-23—44.8944.890.00%market22.35%14.83%—9.55%0.14%9.41%
CBL2026-02-132026-02-172026-03-03—35.3135.310.00%market358.82%7.42%—6.16%0.03%6.13%
CCJ2026-02-132026-02-172026-03-03—110.75110.750.00%market24.14%8.47%—6.26%0.03%6.23%
ACLS2026-02-172026-02-182026-03-04—79.2879.280.00%market33.04%10.83%—9.16%0.16%9.00%
AGI2026-02-182026-02-192026-03-05—43.6543.650.00%market10.20%1.29%—13.03%-0.37%13.40%
AD2026-02-202026-02-232026-03-09—49.2849.280.00%market50.00%6.71%—-0.55%-1.39%0.84%
CRDO2026-03-022026-03-032026-03-17—101.00101.000.00%market17.32%0.21%—2.93%-0.63%3.56%
DAVE2026-03-022026-03-032026-03-17—208.89208.890.00%market11.48%1.95%—0.52%-0.63%1.15%
ANAB2026-03-032026-03-042026-03-18—37.3937.390.00%market77.53%24.37%—15.31%-2.96%18.27%
BBWI2026-03-042026-03-052026-03-19—23.3623.360.00%market15.82%3.62%—-13.07%-3.27%-9.80%
TEN2026-03-062026-03-092026-03-23—35.7835.780.00%market58.88%12.95%—6.22%-1.65%7.87%
ATAT2026-03-172026-03-182026-04-01—37.5137.510.00%market11.63%0.07%—-1.62%-1.96%0.34%
CAAP2026-03-172026-03-182026-04-01—25.1325.130.00%market75.68%12.64%—2.92%-1.96%4.89%
DLO2026-03-182026-03-192026-04-02—12.4412.440.00%market22.22%14.03%—3.28%-0.17%3.45%
HTHT2026-03-182026-03-192026-04-02—49.8549.850.00%market41.46%1.96%—4.63%-0.17%4.81%
CIG-C2026-03-202026-03-232026-04-07—3.133.130.00%market146.30%18.13%—6.61%0.17%6.43%
MKC2026-03-312026-04-012026-04-16—50.2550.250.00%market11.11%4.89%—5.91%7.30%-1.39%
MKC-V2026-03-312026-04-012026-04-16—50.8250.820.00%market11.11%4.89%—4.94%7.30%-2.37%
BB2026-04-092026-04-102026-04-24—3.903.900.00%market20.00%9.20%—30.41%4.79%25.63%
C2026-04-142026-04-152026-04-29—131.25131.250.00%market15.47%4.38%—-2.87%2.35%-5.22%
MS2026-04-152026-04-162026-04-30—190.93190.930.00%market13.58%4.26%—-0.28%2.51%-2.79%
BNY2026-04-162026-04-172026-05-01—135.96135.960.00%market14.80%4.36%—-1.70%2.05%-3.76%
NFLX2026-04-162026-04-172026-05-01—96.3796.370.00%market61.21%0.60%—-4.57%2.05%-6.63%
AMP2026-04-232026-04-242026-05-08—459.21459.210.00%market10.28%3.60%—1.28%3.78%-2.50%
AMT2026-04-282026-04-292026-05-13—177.54177.540.00%market15.00%3.12%—-2.17%4.40%-6.57%
AER2026-04-292026-04-302026-05-14—139.11139.110.00%market44.89%8.24%—2.03%4.69%-2.67%
AAMI2026-04-302026-05-012026-05-15—67.5167.510.00%market11.70%7.14%—1.84%2.48%-0.64%
ALNY2026-04-302026-05-012026-05-15—308.76308.760.00%market73.17%4.63%—-7.15%2.48%-9.64%
AGO2026-05-072026-05-082026-05-22—79.0079.000.00%market66.67%25.10%—-2.77%1.46%-4.23%
ALH2026-05-122026-05-132026-05-28—25.0925.090.00%market19.23%1.79%—1.69%2.18%-0.49%
ATAT2026-05-132026-05-142026-05-29—37.2437.240.00%market29.73%7.29%—-7.89%1.73%-9.61%
DDS2026-05-142026-05-152026-06-01—537.60537.600.00%market54.68%0.88%—9.31%2.26%7.05%
ONDS2026-05-142026-05-152026-06-01—10.9110.910.00%market1597.67%27.35%—23.27%2.26%21.02%
DE2026-05-212026-05-222026-06-08—531.52531.520.00%market14.91%1.97%—7.83%-0.94%8.77%
CRM2026-05-272026-05-282026-06-11—178.43178.430.00%market23.96%0.72%—-6.81%-1.66%-5.15%
DSX2026-05-282026-05-292026-06-12—2.462.460.00%market1472.94%3.85%—-2.95%-1.87%-1.07%
BKE2026-05-292026-06-012026-06-15—44.9144.910.00%market24.66%0.37%—-2.10%-0.07%-2.03%
CHA2026-05-292026-06-012026-06-15—12.7012.700.00%market39.40%9.77%—-7.19%-0.07%-7.12%
SB2026-06-172026-06-182026-07-06—6.906.900.00%market71.43%13.57%—-3.29%0.47%-3.76%
MU2026-06-242026-06-252026-07-10—1,233.001,233.000.00%market19.69%15.44%—-20.68%2.17%-22.85%
EPAC2026-07-072026-07-082026-07-22—35.8235.820.00%market19.28%1.18%—-3.45%0.57%-4.02%
WDFC2026-07-092026-07-102026-07-24—292.09292.090.00%market49.36%12.92%—-20.90%-1.74%-19.16%
PXED2026-07-142026-07-152026-07-29—30.8030.800.00%market11.72%0.22%—-2.57%-3.29%0.72%
CPAC2026-07-202026-07-212026-08-04—11.6011.600.00%market125.69%4.66%—2.31%3.36%-1.04%
PKE2026-07-202026-07-212026-08-04—36.6636.660.00%market22.74%2.00%—1.18%3.36%-2.17%
OFG2026-07-212026-07-222026-08-05—53.1653.160.00%market18.80%4.19%—-0.16%3.10%-3.26%