Margin expansion beat 1
Run 5f76cddb · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
160
Win rate
58.13%
Avg return
1.61%
Median return
1.16%
Avg abnormal
-0.02%
Median abnormal
-0.29%
Best trade
63.23%
Worst trade
-36.87%
Sharpe (per-trade)
0.12
Daily portfolio drawdown
-19.89%
Portfolio (equal_weight)
Total return
51.37%
Max drawdown
-19.89%
Avg trade return
1.61%
Win rate
58.13%
Signals
2515
Configured concurrent
5
Observed concurrent
5
Trades taken
160
Skipped (no capacity)
2355
Excess vs benchmark
-21.26%
Avg entry slippage
0.00%
Return if filled at market
51.37%
VWAP fills
0
VWAP fallbacks
0
2355 of 2515 qualifying signals were dropped because no position slot or cash was available.
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 22 | -1.95% | -4.00% | 50.00% |
| 2024 | 54 | 1.35% | -0.23% | 59.26% |
| 2025 | 56 | 2.07% | 0.67% | 55.36% |
| 2026 | 28 | 3.97% | 2.14% | 67.86% |
Trades (160)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Rev. surp. | Net margin | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CPRX | 2023-08-09 | 2023-08-10 | 2023-09-08 | — | 15.03 | 15.03 | 0.00% | market | 32.00% | 1.98% | — | -15.34% | -0.60% | -14.74% |
| INSW | 2023-08-09 | 2023-08-10 | 2023-09-08 | — | 46.31 | 46.31 | 0.00% | market | 18.18% | 15.33% | — | -6.23% | -0.60% | -5.64% |
| OR | 2023-08-09 | 2023-08-10 | 2023-09-08 | — | 14.20 | 14.20 | 0.00% | market | 18.18% | 35.04% | — | -10.87% | -0.60% | -10.28% |
| PAM | 2023-08-09 | 2023-08-10 | 2023-09-08 | — | 41.79 | 41.79 | 0.00% | market | 109.03% | 8.31% | — | -7.16% | -0.60% | -6.56% |
| PNNT | 2023-08-09 | 2023-08-10 | 2023-09-08 | — | 6.83 | 6.83 | 0.00% | market | 19.49% | 38.61% | — | -3.32% | -0.60% | -2.73% |
| SAIC | 2023-09-07 | 2023-09-08 | 2023-10-06 | — | 110.35 | 110.35 | 0.00% | market | 28.12% | 5.36% | — | -3.43% | -3.45% | 0.03% |
| DAVA | 2023-09-19 | 2023-09-20 | 2023-10-18 | — | 55.69 | 55.69 | 0.00% | market | 26.79% | 0.67% | — | 4.41% | -3.11% | 7.52% |
| CCL | 2023-09-29 | 2023-10-02 | 2023-10-30 | — | 13.50 | 13.50 | 0.00% | market | 14.67% | 2.74% | — | -15.66% | -2.59% | -13.07% |
| CMBT | 2023-09-30 | 2023-10-02 | 2023-10-30 | — | 15.88 | 15.88 | 0.00% | market | 39.18% | 6.99% | — | 12.24% | -2.59% | 14.83% |
| AEHR | 2023-10-05 | 2023-10-06 | 2023-11-03 | — | 38.75 | 38.75 | 0.00% | market | 12.50% | 7.25% | — | -36.87% | 3.01% | -39.89% |
| LW | 2023-10-05 | 2023-10-06 | 2023-11-03 | — | 97.39 | 97.39 | 0.00% | market | 49.54% | 2.56% | — | -3.49% | 3.01% | -6.50% |
| FNB | 2023-10-18 | 2023-10-19 | 2023-11-16 | — | 11.18 | 11.18 | 0.00% | market | 11.11% | 1.56% | — | 5.36% | 4.47% | 0.88% |
| ABR | 2023-10-27 | 2023-10-30 | 2023-11-28 | — | 12.74 | 12.74 | 0.00% | market | 14.58% | 75.82% | — | -5.44% | 10.00% | -15.44% |
| TROW | 2023-10-27 | 2023-10-30 | 2023-11-28 | — | 88.55 | 88.55 | 0.00% | market | 21.91% | 2.09% | — | 11.01% | 10.00% | 1.01% |
| AAMI | 2023-11-02 | 2023-11-03 | 2023-12-04 | — | 15.88 | 15.88 | 0.00% | market | 52.54% | 9.79% | — | 12.68% | 5.44% | 7.25% |
| ALNY | 2023-11-02 | 2023-11-03 | 2023-12-04 | — | 164.68 | 164.68 | 0.00% | market | 185.82% | 87.15% | — | 4.87% | 5.44% | -0.56% |
| CPA | 2023-11-15 | 2023-11-16 | 2023-12-15 | — | 95.80 | 95.80 | 0.00% | market | 15.53% | 0.35% | — | 5.75% | 4.48% | 1.27% |
| SDRL | 2023-11-27 | 2023-11-28 | 2023-12-27 | — | 44.77 | 44.77 | 0.00% | market | 64.18% | 4.40% | — | 5.62% | 4.94% | 0.68% |
| NTAP | 2023-11-28 | 2023-11-29 | 2023-12-28 | — | 86.89 | 86.89 | 0.00% | market | 12.86% | 0.39% | — | 1.42% | 4.27% | -2.86% |
| POWL | 2023-12-05 | 2023-12-06 | 2024-01-05 | — | 30.16 | 30.16 | 0.00% | market | 57.26% | 6.02% | — | -10.91% | 1.99% | -12.89% |
| TOL | 2023-12-05 | 2023-12-06 | 2024-01-05 | — | 89.60 | 89.60 | 0.00% | market | 10.48% | 8.85% | — | 11.27% | 1.99% | 9.29% |
| KNOP | 2023-12-14 | 2023-12-15 | 2024-01-17 | — | 5.82 | 5.82 | 0.00% | market | 628.57% | 0.11% | — | 1.10% | 0.60% | 0.51% |
| EMA | 2023-12-31 | 2024-01-02 | 2024-01-31 | — | 36.24 | 36.24 | 0.00% | market | 107.94% | 29.61% | — | -2.53% | 2.27% | -4.80% |
| AEHR | 2024-01-09 | 2024-01-10 | 2024-02-08 | — | 18.77 | 18.77 | 0.00% | market | 21.05% | 2.59% | — | -10.44% | 5.10% | -15.53% |
| WDFC | 2024-01-09 | 2024-01-10 | 2024-02-08 | — | 256.90 | 256.90 | 0.00% | market | 21.90% | 4.50% | — | 3.34% | 5.10% | -1.75% |
| HDB | 2024-01-16 | 2024-01-17 | 2024-02-14 | — | 29.81 | 29.81 | 0.00% | market | 17.14% | 5.07% | — | -11.57% | 5.67% | -17.24% |
| WAFD | 2024-01-16 | 2024-01-17 | 2024-02-14 | — | 29.70 | 29.70 | 0.00% | market | 10.39% | 2.08% | — | -5.86% | 5.67% | -11.53% |
| AX | 2024-01-30 | 2024-01-31 | 2024-02-29 | — | 60.00 | 60.00 | 0.00% | market | 15.11% | 2.78% | — | -13.23% | 3.98% | -17.22% |
| CG | 2024-02-07 | 2024-02-08 | 2024-03-08 | — | 44.40 | 44.40 | 0.00% | market | 14.67% | 8.33% | — | 6.54% | 2.73% | 3.81% |
| CPA | 2024-02-07 | 2024-02-08 | 2024-03-08 | — | 102.43 | 102.43 | 0.00% | market | 15.50% | 6.72% | — | -2.43% | 2.73% | -5.17% |
| ALSN | 2024-02-13 | 2024-02-14 | 2024-03-14 | — | 70.00 | 70.00 | 0.00% | market | 33.57% | 4.16% | — | 7.03% | 3.66% | 3.37% |
| BL | 2024-02-13 | 2024-02-14 | 2024-03-14 | — | 53.25 | 53.25 | 0.00% | market | 25.45% | 0.94% | — | 24.80% | 3.66% | 21.15% |
| DIN | 2024-02-28 | 2024-02-29 | 2024-03-28 | — | 47.49 | 47.49 | 0.00% | market | 25.00% | 0.08% | — | -2.23% | 2.95% | -5.18% |
| GLOP-PA | 2024-03-07 | 2024-03-08 | 2024-04-08 | — | 24.55 | 24.55 | 0.00% | market | 55.56% | 12.04% | — | 0.67% | 0.63% | 0.04% |
| HCI | 2024-03-07 | 2024-03-08 | 2024-04-08 | — | 113.52 | 113.52 | 0.00% | market | 128.37% | 11.85% | — | 2.09% | 0.63% | 1.46% |
| EGY | 2024-03-13 | 2024-03-14 | 2024-04-12 | — | 4.80 | 4.80 | 0.00% | market | 208.33% | 31.08% | — | 45.94% | -1.18% | 47.13% |
| GETY | 2024-03-14 | 2024-03-15 | 2024-04-15 | — | 5.56 | 5.56 | 0.00% | market | 610.34% | 4.38% | — | -32.29% | -1.13% | -31.17% |
| ATAT | 2024-03-28 | 2024-04-01 | 2024-04-29 | — | 18.09 | 18.09 | 0.00% | market | 10.53% | 22.97% | — | -0.60% | -2.63% | 2.03% |
| JPM | 2024-04-12 | 2024-04-15 | 2024-05-13 | — | 184.50 | 184.50 | 0.00% | market | 11.03% | 0.53% | — | 7.61% | 1.12% | 6.49% |
| WFC | 2024-04-12 | 2024-04-15 | 2024-05-13 | — | 57.61 | 57.61 | 0.00% | market | 13.51% | 3.23% | — | 6.24% | 1.12% | 5.11% |
| GS | 2024-04-15 | 2024-04-16 | 2024-05-14 | — | 404.45 | 404.45 | 0.00% | market | 35.28% | 9.84% | — | 13.26% | 3.64% | 9.62% |
| NIC | 2024-04-16 | 2024-04-17 | 2024-05-15 | — | 75.39 | 75.39 | 0.00% | market | 10.98% | 14.62% | — | 8.89% | 4.69% | 4.20% |
| NWG | 2024-04-26 | 2024-04-29 | 2024-05-28 | — | 7.73 | 7.73 | 0.00% | market | 13.04% | 3.64% | — | 5.20% | 3.87% | 1.34% |
| ANIP | 2024-05-10 | 2024-05-13 | 2024-06-11 | — | 67.69 | 67.69 | 0.00% | market | 23.47% | 9.49% | — | -4.18% | 2.75% | -6.93% |
| GLOP-PA | 2024-05-10 | 2024-05-13 | 2024-06-11 | — | 25.01 | 25.01 | 0.00% | market | 24.37% | 7.71% | — | 0.62% | 2.75% | -2.13% |
| BRSL | 2024-05-14 | 2024-05-15 | 2024-06-13 | — | 20.87 | 20.87 | 0.00% | market | 49.25% | 3.67% | — | -0.20% | 3.16% | -3.36% |
| CIG | 2024-05-14 | 2024-05-15 | 2024-06-13 | — | 1.98 | 1.98 | 0.00% | market | 21.34% | 7.42% | — | -6.67% | 3.16% | -9.83% |
| BIRK | 2024-05-30 | 2024-05-31 | 2024-07-01 | — | 56.00 | 56.00 | 0.00% | market | 13.89% | 3.39% | — | -1.23% | 4.15% | -5.38% |
| SOJE | 2024-06-30 | 2024-07-01 | 2024-07-30 | — | 20.11 | 20.11 | 0.00% | market | 17.08% | 5.96% | — | -0.30% | -0.67% | 0.37% |
| SAJ | 2024-07-09 | 2024-07-10 | 2024-08-07 | — | 25.14 | 25.14 | 0.00% | market | 10.06% | 6.06% | — | 0.50% | -6.90% | 7.39% |
| SAT | 2024-07-09 | 2024-07-10 | 2024-08-07 | — | 24.08 | 24.08 | 0.00% | market | 10.06% | 6.06% | — | 1.15% | -6.90% | 8.04% |
| SAY | 2024-07-09 | 2024-07-10 | 2024-08-07 | — | 25.12 | 25.12 | 0.00% | market | 10.06% | 6.06% | — | 1.01% | -6.90% | 7.91% |
| FBK | 2024-07-15 | 2024-07-16 | 2024-08-13 | — | 43.39 | 43.39 | 0.00% | market | 10.53% | 3.79% | — | -1.11% | -3.70% | 2.59% |
| CORT | 2024-07-29 | 2024-07-30 | 2024-08-27 | — | 38.39 | 38.39 | 0.00% | market | 39.13% | 1.06% | — | -9.82% | 2.80% | -12.62% |
| ACAD | 2024-08-06 | 2024-08-07 | 2024-09-05 | — | 15.40 | 15.40 | 0.00% | market | 11.11% | 2.78% | — | 5.22% | 4.00% | 1.22% |
| BL | 2024-08-06 | 2024-08-07 | 2024-09-05 | — | 48.80 | 48.80 | 0.00% | market | 16.00% | 1.46% | — | -1.02% | 4.00% | -5.02% |
| BSY | 2024-08-06 | 2024-08-07 | 2024-09-05 | — | 47.48 | 47.48 | 0.00% | market | 33.33% | 1.62% | — | 2.34% | 4.00% | -1.66% |
| NU | 2024-08-13 | 2024-08-14 | 2024-09-12 | — | 12.68 | 12.68 | 0.00% | market | 20.00% | 7.02% | — | 14.33% | 2.99% | 11.34% |
| TCOM | 2024-08-26 | 2024-08-27 | 2024-09-25 | — | 46.45 | 46.45 | 0.00% | market | 35.14% | 0.13% | — | 9.87% | 1.89% | 7.98% |
| DOCU | 2024-09-05 | 2024-09-06 | 2024-10-04 | — | 60.24 | 60.24 | 0.00% | market | 20.20% | 1.21% | — | 5.88% | 4.19% | 1.69% |
| LEN | 2024-09-19 | 2024-09-20 | 2024-10-18 | — | 185.49 | 185.49 | 0.00% | market | 17.36% | 2.75% | — | 1.75% | 2.95% | -1.20% |
| PRGS | 2024-09-24 | 2024-09-25 | 2024-10-23 | — | 61.16 | 61.16 | 0.00% | market | 10.53% | 1.44% | — | 5.97% | 1.20% | 4.77% |
| CTAS | 2024-09-25 | 2024-09-26 | 2024-10-24 | — | 208.82 | 208.82 | 0.00% | market | 15.79% | 0.31% | — | 0.05% | 0.85% | -0.80% |
| TRAK | 2024-09-30 | 2024-10-01 | 2024-10-29 | — | 19.00 | 19.00 | 0.00% | market | 33.33% | 0.63% | — | 0.85% | 1.46% | -0.61% |
| BLK | 2024-10-11 | 2024-10-14 | 2024-11-11 | — | 999.17 | 999.17 | 0.00% | market | 10.94% | 3.22% | — | 5.37% | 3.02% | 2.35% |
| BANF | 2024-10-17 | 2024-10-18 | 2024-11-15 | — | 114.35 | 114.35 | 0.00% | market | 10.76% | 2.73% | — | 6.40% | 0.29% | 6.11% |
| GATX | 2024-10-22 | 2024-10-23 | 2024-11-20 | — | 138.67 | 138.67 | 0.00% | market | 35.14% | 3.51% | — | 11.16% | 1.59% | 9.57% |
| APH | 2024-10-23 | 2024-10-24 | 2024-11-21 | — | 69.46 | 69.46 | 0.00% | market | 11.11% | 6.10% | — | 5.34% | 2.36% | 2.98% |
| BOH | 2024-10-28 | 2024-10-29 | 2024-11-26 | — | 72.63 | 72.63 | 0.00% | market | 13.41% | 0.73% | — | 9.79% | 3.59% | 6.20% |
| CMTG | 2024-11-08 | 2024-11-11 | 2024-12-10 | — | 7.64 | 7.64 | 0.00% | market | 144.44% | 11.45% | — | -15.02% | 0.50% | -15.52% |
| MFG | 2024-11-14 | 2024-11-15 | 2024-12-16 | — | 4.84 | 4.84 | 0.00% | market | 36.36% | 179.72% | — | 2.79% | 2.89% | -0.10% |
| QFIN | 2024-11-19 | 2024-11-20 | 2024-12-19 | — | 34.19 | 34.19 | 0.00% | market | 25.18% | 5.11% | — | 10.78% | -0.72% | 11.51% |
| VNET | 2024-11-20 | 2024-11-21 | 2024-12-20 | — | 4.05 | 4.05 | 0.00% | market | 100.00% | 9.63% | — | -12.20% | -0.38% | -11.82% |
| HAFN | 2024-11-27 | 2024-11-29 | 2024-12-30 | — | 5.72 | 5.72 | 0.00% | market | 27.27% | 179.00% | — | -5.00% | -1.91% | -3.09% |
| PLAB | 2024-12-11 | 2024-12-12 | 2025-01-14 | — | 27.76 | 27.76 | 0.00% | market | 13.46% | 2.12% | — | -15.30% | -4.02% | -11.28% |
| GIS | 2024-12-18 | 2024-12-19 | 2025-01-22 | — | 63.50 | 63.50 | 0.00% | market | 14.75% | 1.91% | — | -6.68% | 2.55% | -9.23% |
| CVSA | 2024-12-31 | 2025-01-02 | 2025-02-03 | — | 91.11 | 91.11 | 0.00% | market | 44.53% | 4.31% | — | 14.87% | 1.42% | 13.45% |
| CALM | 2025-01-07 | 2025-01-08 | 2025-02-07 | — | 109.78 | 109.78 | 0.00% | market | 21.47% | 38.51% | — | -1.45% | 2.05% | -3.50% |
| KARO | 2025-01-14 | 2025-01-15 | 2025-02-13 | — | 47.40 | 47.40 | 0.00% | market | 13.16% | 1.55% | — | 1.74% | 3.29% | -1.55% |
| GS | 2025-01-15 | 2025-01-16 | 2025-02-14 | — | 609.99 | 609.99 | 0.00% | market | 48.82% | 12.23% | — | 8.19% | 2.61% | 5.57% |
| FULT | 2025-01-21 | 2025-01-22 | 2025-02-20 | — | 21.40 | 21.40 | 0.00% | market | 11.63% | 3.36% | — | -6.03% | 0.74% | -6.77% |
| PIPR | 2025-01-31 | 2025-02-03 | 2025-03-04 | — | 78.09 | 78.09 | 0.00% | market | 20.30% | 23.97% | — | -16.20% | -2.67% | -13.53% |
| AAMI | 2025-02-06 | 2025-02-07 | 2025-03-10 | — | 24.86 | 24.86 | 0.00% | market | 26.21% | 14.77% | — | -5.01% | -7.63% | 2.62% |
| ALKS | 2025-02-12 | 2025-02-13 | 2025-03-14 | — | 33.62 | 33.62 | 0.00% | market | 28.40% | 13.33% | — | 1.12% | -6.89% | 8.01% |
| ABNB | 2025-02-13 | 2025-02-14 | 2025-03-17 | — | 158.19 | 158.19 | 0.00% | market | 19.67% | 2.42% | — | -19.85% | -7.02% | -12.84% |
| BMRN | 2025-02-19 | 2025-02-20 | 2025-03-20 | — | 70.00 | 70.00 | 0.00% | market | 70.37% | 3.64% | — | 2.19% | -7.53% | 9.72% |
| DAVE | 2025-03-03 | 2025-03-04 | 2025-04-01 | — | 93.00 | 93.00 | 0.00% | market | 87.16% | 11.70% | — | -9.21% | -3.23% | -5.97% |
| BNTX | 2025-03-10 | 2025-03-11 | 2025-04-08 | — | 103.53 | 103.53 | 0.00% | market | 148.70% | 4.36% | — | -16.40% | -11.25% | -5.16% |
| MNR | 2025-03-13 | 2025-03-14 | 2025-04-11 | — | 14.27 | 14.27 | 0.00% | market | 40.91% | 11.68% | — | -8.02% | -3.99% | -4.03% |
| BKE | 2025-03-14 | 2025-03-17 | 2025-04-14 | — | 36.39 | 36.39 | 0.00% | market | 10.07% | 41.96% | — | -3.01% | -4.21% | 1.19% |
| WSM | 2025-03-19 | 2025-03-20 | 2025-04-17 | — | 165.06 | 165.06 | 0.00% | market | 11.56% | 4.52% | — | -15.76% | -6.55% | -9.21% |
| LNN | 2025-04-03 | 2025-04-04 | 2025-05-05 | — | 127.00 | 127.00 | 0.00% | market | 29.10% | 19.95% | — | 3.94% | 7.61% | -3.67% |
| WAFD | 2025-04-11 | 2025-04-14 | 2025-05-13 | — | 25.54 | 25.54 | 0.00% | market | 12.07% | 3.43% | — | 16.46% | 7.87% | 8.60% |
| GS | 2025-04-14 | 2025-04-15 | 2025-05-14 | — | 507.41 | 507.41 | 0.00% | market | 14.61% | 2.01% | — | 20.43% | 8.88% | 11.55% |
| BAC | 2025-04-15 | 2025-04-16 | 2025-05-15 | — | 37.86 | 37.86 | 0.00% | market | 10.16% | 1.45% | — | 17.12% | 11.06% | 6.07% |
| BMI | 2025-04-17 | 2025-04-21 | 2025-05-19 | — | 199.35 | 199.35 | 0.00% | market | 21.50% | 0.67% | — | 21.97% | 14.14% | 7.83% |
| FUBO | 2025-05-02 | 2025-05-05 | 2025-06-03 | — | 28.68 | 28.68 | 0.00% | market | 50.00% | 7.38% | — | 46.34% | 5.96% | 40.39% |
| ARWR | 2025-05-12 | 2025-05-13 | 2025-06-11 | — | 15.75 | 15.75 | 0.00% | market | 4683.33% | 366.77% | — | 6.19% | 3.08% | 3.11% |
| EXEL | 2025-05-13 | 2025-05-14 | 2025-06-12 | — | 40.65 | 40.65 | 0.00% | market | 73.14% | 11.18% | — | 2.68% | 2.71% | -0.03% |
| DLO | 2025-05-14 | 2025-05-15 | 2025-06-13 | — | 12.43 | 12.43 | 0.00% | market | 25.00% | 3.27% | — | -21.18% | 1.95% | -23.13% |
| GSL | 2025-05-19 | 2025-05-20 | 2025-06-18 | — | 26.35 | 26.35 | 0.00% | market | 16.74% | 10.88% | — | 1.49% | 0.73% | 0.76% |
| CRDO | 2025-06-02 | 2025-06-03 | 2025-07-02 | — | 74.95 | 74.95 | 0.00% | market | 27.83% | 6.54% | — | 19.14% | 4.75% | 14.39% |
| TEN | 2025-06-17 | 2025-06-18 | 2025-07-18 | — | 20.63 | 20.63 | 0.00% | market | 217.24% | 4.88% | — | -7.76% | 4.87% | -12.63% |
| MU | 2025-06-25 | 2025-06-26 | 2025-07-25 | — | 129.53 | 129.53 | 0.00% | market | 19.37% | 4.94% | — | -14.20% | 4.62% | -18.82% |
| HCM | 2025-07-02 | 2025-07-03 | 2025-08-01 | — | 15.57 | 15.57 | 0.00% | market | 525.93% | 142.38% | — | 10.82% | -0.12% | 10.94% |
| SAZ | 2025-07-08 | 2025-07-09 | 2025-08-06 | — | 25.42 | 25.42 | 0.00% | market | 26.82% | 8.76% | — | 0.45% | 1.61% | -1.16% |
| BNY | 2025-07-15 | 2025-07-16 | 2025-08-13 | — | 96.00 | 96.00 | 0.00% | market | 10.86% | 5.24% | — | 6.06% | 3.39% | 2.67% |
| GE | 2025-07-17 | 2025-07-18 | 2025-08-15 | — | 265.40 | 265.40 | 0.00% | market | 16.08% | 15.45% | — | 0.82% | 2.25% | -1.42% |
| AOS | 2025-07-24 | 2025-07-25 | 2025-08-22 | — | 74.16 | 74.16 | 0.00% | market | 10.31% | 7.92% | — | -0.84% | 1.61% | -2.45% |
| ADC | 2025-07-31 | 2025-08-01 | 2025-08-29 | — | 74.33 | 74.33 | 0.00% | market | 124.91% | 1.36% | — | -2.24% | 2.99% | -5.23% |
| ALAB | 2025-08-05 | 2025-08-06 | 2025-09-04 | — | 164.99 | 164.99 | 0.00% | market | 35.76% | 11.27% | — | 13.82% | 3.19% | 10.63% |
| ECO | 2025-08-12 | 2025-08-13 | 2025-09-11 | — | 25.30 | 25.30 | 0.00% | market | 80.43% | 76.85% | — | 13.65% | 1.97% | 11.68% |
| CLBT | 2025-08-14 | 2025-08-15 | 2025-09-15 | — | 15.31 | 15.31 | 0.00% | market | 20.00% | 0.95% | — | 13.75% | 2.31% | 11.44% |
| NMM | 2025-08-21 | 2025-08-22 | 2025-09-22 | — | 46.50 | 46.50 | 0.00% | market | 23.56% | 1.32% | — | 1.68% | 4.56% | -2.87% |
| HQY | 2025-09-02 | 2025-09-03 | 2025-10-01 | — | 93.50 | 93.50 | 0.00% | market | 18.16% | 1.59% | — | -3.08% | 4.01% | -7.10% |
| CRDO | 2025-09-03 | 2025-09-04 | 2025-10-02 | — | 138.00 | 138.00 | 0.00% | market | 43.92% | 17.02% | — | 8.33% | 3.85% | 4.48% |
| TEN | 2025-09-10 | 2025-09-11 | 2025-10-09 | — | 21.24 | 21.24 | 0.00% | market | 13.56% | 24.37% | — | 1.12% | 2.60% | -1.47% |
| GHG | 2025-09-30 | 2025-10-01 | 2025-10-29 | — | 2.17 | 2.17 | 0.00% | market | 153.61% | 152.61% | — | -7.01% | 3.65% | -10.66% |
| LEVI | 2025-10-09 | 2025-10-10 | 2025-11-07 | — | 22.29 | 22.29 | 0.00% | market | 11.11% | 2.99% | — | -9.30% | -0.17% | -9.12% |
| NEOG | 2025-10-09 | 2025-10-10 | 2025-11-07 | — | 6.88 | 6.88 | 0.00% | market | 154.05% | 3.00% | — | -7.08% | -0.17% | -6.90% |
| GS | 2025-10-14 | 2025-10-15 | 2025-11-12 | — | 778.62 | 778.62 | 0.00% | market | 11.06% | 7.51% | — | 7.65% | 2.48% | 5.17% |
| WFC | 2025-10-14 | 2025-10-15 | 2025-11-12 | — | 85.17 | 85.17 | 0.00% | market | 11.61% | 1.37% | — | 1.18% | 2.48% | -1.30% |
| ALKS | 2025-10-28 | 2025-10-29 | 2025-11-26 | — | 31.00 | 31.00 | 0.00% | market | 16.67% | 3.76% | — | -4.23% | -1.31% | -2.92% |
| ACIW | 2025-11-06 | 2025-11-07 | 2025-12-08 | — | 50.50 | 50.50 | 0.00% | market | 10.10% | 3.68% | — | -10.48% | 2.35% | -12.83% |
| AGO | 2025-11-06 | 2025-11-07 | 2025-12-08 | — | 83.90 | 83.90 | 0.00% | market | 57.14% | 1.14% | — | 4.31% | 2.35% | 1.96% |
| AII | 2025-11-11 | 2025-11-12 | 2025-12-11 | — | 25.00 | 25.00 | 0.00% | market | 16.39% | 0.52% | — | -19.02% | 0.64% | -19.66% |
| ATEX | 2025-11-12 | 2025-11-13 | 2025-12-12 | — | 19.94 | 19.94 | 0.00% | market | 78.46% | 8.61% | — | 15.25% | 0.19% | 15.06% |
| CRDO | 2025-12-01 | 2025-12-02 | 2025-12-31 | — | 195.64 | 195.64 | 0.00% | market | 36.23% | 14.06% | — | -26.55% | 0.00% | -26.55% |
| PLAB | 2025-12-10 | 2025-12-11 | 2026-01-12 | — | 37.45 | 37.45 | 0.00% | market | 32.36% | 5.15% | — | -10.11% | 1.46% | -11.58% |
| MU | 2025-12-17 | 2025-12-18 | 2026-01-20 | — | 256.53 | 256.53 | 0.00% | market | 20.71% | 5.70% | — | 42.18% | -0.00% | 42.19% |
| BIRK | 2025-12-18 | 2025-12-19 | 2026-01-21 | — | 40.83 | 40.83 | 0.00% | market | 41.71% | 0.54% | — | -3.65% | 1.30% | -4.95% |
| KEP | 2025-12-18 | 2025-12-19 | 2026-01-21 | — | 16.77 | 16.77 | 0.00% | market | 28.66% | 3.14% | — | 38.60% | 1.30% | 37.30% |
| STZ | 2026-01-07 | 2026-01-08 | 2026-02-06 | — | 143.86 | 143.86 | 0.00% | market | 16.35% | 3.15% | — | 14.13% | 0.26% | 13.87% |
| FHN | 2026-01-15 | 2026-01-16 | 2026-02-17 | — | 24.67 | 24.67 | 0.00% | market | 13.04% | 3.43% | — | 0.35% | -1.56% | 1.90% |
| PNC | 2026-01-16 | 2026-01-20 | 2026-02-18 | — | 219.79 | 219.79 | 0.00% | market | 15.37% | 1.89% | — | 5.79% | 0.70% | 5.09% |
| BOKF | 2026-01-20 | 2026-01-21 | 2026-02-19 | — | 131.63 | 131.63 | 0.00% | market | 33.80% | 1.96% | — | 1.33% | 0.71% | 0.62% |
| MCB | 2026-01-20 | 2026-01-21 | 2026-02-19 | — | 80.57 | 80.57 | 0.00% | market | 25.91% | 6.32% | — | 16.37% | 0.71% | 15.66% |
| B | 2026-02-05 | 2026-02-06 | 2026-03-09 | — | 44.89 | 44.89 | 0.00% | market | 22.35% | 14.83% | — | 1.95% | -0.47% | 2.42% |
| CBL | 2026-02-13 | 2026-02-17 | 2026-03-17 | — | 35.31 | 35.31 | 0.00% | market | 358.82% | 7.42% | — | 6.47% | -1.37% | 7.85% |
| ACLS | 2026-02-17 | 2026-02-18 | 2026-03-18 | — | 79.28 | 79.28 | 0.00% | market | 33.04% | 10.83% | — | 8.05% | -3.30% | 11.35% |
| AGI | 2026-02-18 | 2026-02-19 | 2026-03-19 | — | 43.65 | 43.65 | 0.00% | market | 10.20% | 1.29% | — | -9.33% | -3.52% | -5.82% |
| CF | 2026-02-18 | 2026-02-19 | 2026-03-19 | — | 97.00 | 97.00 | 0.00% | market | 23.05% | 4.99% | — | 29.34% | -3.52% | 32.86% |
| TEN | 2026-03-06 | 2026-03-09 | 2026-04-07 | — | 35.78 | 35.78 | 0.00% | market | 58.88% | 12.95% | — | 8.06% | -1.08% | 9.14% |
| ATAT | 2026-03-17 | 2026-03-18 | 2026-04-16 | — | 37.51 | 37.51 | 0.00% | market | 11.63% | 0.07% | — | 2.17% | 4.98% | -2.82% |
| CAAP | 2026-03-17 | 2026-03-18 | 2026-04-16 | — | 25.13 | 25.13 | 0.00% | market | 75.68% | 12.64% | — | 3.68% | 4.98% | -1.30% |
| DLO | 2026-03-18 | 2026-03-19 | 2026-04-17 | — | 12.44 | 12.44 | 0.00% | market | 22.22% | 14.03% | — | 9.87% | 8.09% | 1.77% |
| HTHT | 2026-03-18 | 2026-03-19 | 2026-04-17 | — | 49.85 | 49.85 | 0.00% | market | 41.46% | 1.96% | — | 11.58% | 8.09% | 3.48% |
| BB | 2026-04-09 | 2026-04-10 | 2026-05-08 | — | 3.90 | 3.90 | 0.00% | market | 20.00% | 9.20% | — | 63.23% | 8.26% | 54.97% |
| MS | 2026-04-15 | 2026-04-16 | 2026-05-14 | — | 190.93 | 190.93 | 0.00% | market | 13.58% | 4.26% | — | 1.79% | 6.72% | -4.93% |
| BNY | 2026-04-16 | 2026-04-17 | 2026-05-15 | — | 135.96 | 135.96 | 0.00% | market | 14.80% | 4.36% | — | -0.79% | 4.68% | -5.47% |
| NFLX | 2026-04-16 | 2026-04-17 | 2026-05-15 | — | 96.37 | 96.37 | 0.00% | market | 61.21% | 0.60% | — | -9.80% | 4.68% | -14.48% |
| PLD | 2026-04-16 | 2026-04-17 | 2026-05-15 | — | 142.52 | 142.52 | 0.00% | market | 30.27% | 0.18% | — | -1.50% | 4.68% | -6.17% |
| AGO | 2026-05-07 | 2026-05-08 | 2026-06-08 | — | 79.00 | 79.00 | 0.00% | market | 66.67% | 25.10% | — | -5.39% | 0.58% | -5.97% |
| ATAT | 2026-05-13 | 2026-05-14 | 2026-06-12 | — | 37.24 | 37.24 | 0.00% | market | 29.73% | 7.29% | — | -9.26% | -0.26% | -9.00% |
| DDS | 2026-05-14 | 2026-05-15 | 2026-06-15 | — | 537.60 | 537.60 | 0.00% | market | 54.68% | 0.88% | — | 5.14% | 1.76% | 3.38% |
| ONDS | 2026-05-14 | 2026-05-15 | 2026-06-15 | — | 10.91 | 10.91 | 0.00% | market | 1597.67% | 27.35% | — | -12.93% | 1.76% | -14.69% |
| VSNT | 2026-05-14 | 2026-05-15 | 2026-06-15 | — | 43.49 | 43.49 | 0.00% | market | 25.95% | 4.01% | — | -10.56% | 1.76% | -12.32% |
| SB | 2026-06-17 | 2026-06-18 | 2026-07-20 | — | 6.90 | 6.90 | 0.00% | market | 71.43% | 13.57% | — | 3.67% | -0.76% | 4.43% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-24 | — | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | 15.44% | — | -25.41% | 0.00% | -25.41% |
| EPAC | 2026-07-07 | 2026-07-08 | 2026-08-05 | — | 35.82 | 35.82 | 0.00% | market | 19.28% | 1.18% | — | 3.11% | 3.58% | -0.47% |