History lookback test
Run 5f770d4d · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
30658
Win rate
49.81%
Avg return
0.24%
Median return
0.00%
Avg abnormal
0.13%
Median abnormal
-0.12%
Best trade
126.38%
Worst trade
-46.67%
Sharpe (per-trade)
0.04
Daily portfolio drawdown
-12.64%
Portfolio (equal_weight)
Total return
74.05%
Max drawdown
-12.64%
Avg trade return
0.24%
Win rate
49.81%
Signals
32095
Configured concurrent
100
Observed concurrent
100
Trades taken
30658
Skipped (no capacity)
1437
Excess vs benchmark
-178.89%
Avg entry slippage
0.00%
Return if filled at market
74.05%
VWAP fills
0
VWAP fallbacks
0
1437 of 32095 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 |
|---|---|---|---|---|
| 2016 | 311 | 0.56% | 0.47% | 53.38% |
| 2017 | 1242 | 0.11% | 0.01% | 47.67% |
| 2018 | 1393 | 0.04% | 0.07% | 50.32% |
| 2019 | 1306 | 0.19% | 0.13% | 51.30% |
| 2020 | 1756 | -0.21% | -0.32% | 46.81% |
| 2021 | 3204 | 0.29% | 0.09% | 50.97% |
| 2022 | 4454 | 0.76% | 0.74% | 53.88% |
| 2023 | 4550 | 0.15% | 0.04% | 48.44% |
| 2024 | 4711 | 0.30% | 0.15% | 50.03% |
| 2025 | 4737 | 0.06% | -0.05% | 48.55% |
| 2026 | 2994 | 0.16% | -0.08% | 47.66% |
Trades (page 1: 500 of 30,658)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CIG | 2016-08-12 | 2016-08-15 | 2016-08-16 | — | 2.25 | 2.25 | 0.00% | market | 667.26% | 1.33% | -0.42% | 1.76% |
| ALRM | 2016-08-15 | 2016-08-16 | 2016-08-17 | — | 31.35 | 31.35 | 0.00% | market | 36.36% | -4.59% | -0.11% | -4.49% |
| ATHM | 2016-08-16 | 2016-08-17 | 2016-08-18 | — | 26.30 | 26.30 | 0.00% | market | 29.15% | -4.14% | 0.39% | -4.54% |
| CIG-C | 2016-08-16 | 2016-08-17 | 2016-08-18 | — | 1.55 | 1.55 | 0.00% | market | 720.00% | -0.65% | 0.39% | -1.04% |
| COTY | 2016-08-16 | 2016-08-17 | 2016-08-18 | — | 28.33 | 28.33 | 0.00% | market | 116.67% | 0.88% | 0.39% | 0.49% |
| DKS | 2016-08-16 | 2016-08-17 | 2016-08-18 | — | 58.11 | 58.11 | 0.00% | market | 18.84% | 0.50% | 0.39% | 0.10% |
| ADI | 2016-08-17 | 2016-08-18 | 2016-08-19 | — | 64.30 | 64.30 | 0.00% | market | 7.89% | -0.25% | 0.09% | -0.34% |
| AEO | 2016-08-17 | 2016-08-18 | 2016-08-19 | — | 18.42 | 18.42 | 0.00% | market | 9.52% | 3.31% | 0.09% | 3.22% |
| BBWI | 2016-08-17 | 2016-08-18 | 2016-08-19 | — | 62.09 | 62.09 | 0.00% | market | 18.64% | 1.21% | 0.09% | 1.12% |
| CACI | 2016-08-17 | 2016-08-18 | 2016-08-19 | — | 92.65 | 92.65 | 0.00% | market | 10.13% | 5.43% | 0.09% | 5.34% |
| CSCO | 2016-08-17 | 2016-08-18 | 2016-08-19 | — | 30.41 | 30.41 | 0.00% | market | 5.00% | 0.36% | 0.09% | 0.27% |
| DE | 2016-08-19 | 2016-08-22 | 2016-08-23 | — | 86.90 | 86.90 | 0.00% | market | 64.89% | 1.37% | 0.33% | 1.04% |
| EL | 2016-08-19 | 2016-08-22 | 2016-08-23 | — | 90.89 | 90.89 | 0.00% | market | 7.50% | 0.75% | 0.33% | 0.42% |
| BBY | 2016-08-23 | 2016-08-24 | 2016-08-25 | — | 39.20 | 39.20 | 0.00% | market | 32.56% | 0.79% | -0.50% | 1.29% |
| BMO | 2016-08-23 | 2016-08-24 | 2016-08-25 | — | 66.72 | 66.72 | 0.00% | market | 7.97% | 0.57% | -0.50% | 1.07% |
| DY | 2016-08-23 | 2016-08-24 | 2016-08-25 | — | 86.00 | 86.00 | 0.00% | market | 5.81% | -2.66% | -0.50% | -2.16% |
| ADSK | 2016-08-25 | 2016-08-26 | 2016-08-29 | — | 66.00 | 66.00 | 0.00% | market | 138.46% | 3.52% | 0.20% | 3.31% |
| BURL | 2016-08-25 | 2016-08-26 | 2016-08-29 | — | 81.33 | 81.33 | 0.00% | market | 30.00% | -0.39% | 0.20% | -0.60% |
| CM | 2016-08-25 | 2016-08-26 | 2016-08-29 | — | 40.13 | 40.13 | 0.00% | market | 13.94% | -0.22% | 0.20% | -0.43% |
| BNS | 2016-08-30 | 2016-08-31 | 2016-09-01 | — | 53.51 | 53.51 | 0.00% | market | 5.26% | 0.21% | -0.10% | 0.31% |
| DBI | 2016-08-30 | 2016-08-31 | 2016-09-01 | — | 23.25 | 23.25 | 0.00% | market | 16.67% | 1.98% | -0.10% | 2.08% |
| ASND | 2016-08-31 | 2016-09-01 | 2016-09-02 | — | 18.70 | 18.70 | 0.00% | market | 13.04% | 3.74% | 0.46% | 3.28% |
| BOX | 2016-08-31 | 2016-09-01 | 2016-09-02 | — | 13.25 | 13.25 | 0.00% | market | 30.00% | 6.72% | 0.46% | 6.26% |
| CRM | 2016-08-31 | 2016-09-01 | 2016-09-02 | — | 75.45 | 75.45 | 0.00% | market | 9.09% | -0.46% | 0.46% | -0.92% |
| FIVE | 2016-08-31 | 2016-09-01 | 2016-09-02 | — | 42.20 | 42.20 | 0.00% | market | 5.88% | 2.84% | 0.46% | 2.38% |
| FRO | 2016-08-31 | 2016-09-01 | 2016-09-02 | — | 7.32 | 7.32 | 0.00% | market | 14.81% | -1.23% | 0.46% | -1.69% |
| GEF | 2016-08-31 | 2016-09-01 | 2016-09-02 | — | 43.39 | 43.39 | 0.00% | market | 26.39% | 6.20% | 0.46% | 5.74% |
| AMBA | 2016-09-01 | 2016-09-02 | 2016-09-06 | — | 70.27 | 70.27 | 0.00% | market | 45.95% | -1.98% | 0.29% | -2.27% |
| AVAL | 2016-09-01 | 2016-09-02 | 2016-09-06 | — | 8.49 | 8.49 | 0.00% | market | 5.88% | 4.12% | 0.29% | 3.83% |
| CIEN | 2016-09-01 | 2016-09-02 | 2016-09-06 | — | 22.93 | 22.93 | 0.00% | market | 10.53% | 0.22% | 0.29% | -0.07% |
| GCO | 2016-09-01 | 2016-09-02 | 2016-09-06 | — | 48.04 | 48.04 | 0.00% | market | 30.77% | 1.48% | 0.29% | 1.18% |
| AGX | 2016-09-06 | 2016-09-07 | 2016-09-08 | — | 50.00 | 50.00 | 0.00% | market | 63.29% | 6.16% | -0.15% | 6.31% |
| ABM | 2016-09-07 | 2016-09-08 | 2016-09-09 | — | 40.00 | 40.00 | 0.00% | market | 35.00% | -3.55% | -2.44% | -1.11% |
| BNED | 2016-09-08 | 2016-09-09 | 2016-09-12 | — | 1,090.00 | 1,090.00 | 0.00% | market | 12.50% | -6.88% | -0.29% | -6.59% |
| BRC | 2016-09-09 | 2016-09-12 | 2016-09-13 | — | 34.26 | 34.26 | 0.00% | market | 32.43% | 1.69% | 0.40% | 1.30% |
| AIR | 2016-09-22 | 2016-09-23 | 2016-09-26 | — | 30.00 | 30.00 | 0.00% | market | 11.54% | -3.23% | -1.14% | -2.09% |
| EBF | 2016-09-27 | 2016-09-28 | 2016-09-29 | — | 17.20 | 17.20 | 0.00% | market | 34.62% | -1.45% | -0.53% | -0.92% |
| CAG | 2016-09-29 | 2016-09-30 | 2016-10-03 | — | 36.04 | 36.04 | 0.00% | market | 27.08% | 2.05% | 0.06% | 1.99% |
| DRI | 2016-10-04 | 2016-10-05 | 2016-10-06 | — | 61.54 | 61.54 | 0.00% | market | 7.32% | -0.96% | 0.17% | -1.13% |
| CSX | 2016-10-12 | 2016-10-13 | 2016-10-14 | — | 10.21 | 10.21 | 0.00% | market | 6.67% | 1.27% | 0.45% | 0.82% |
| C | 2016-10-14 | 2016-10-17 | 2016-10-18 | — | 48.59 | 48.59 | 0.00% | market | 6.90% | 0.82% | 0.29% | 0.53% |
| FHN | 2016-10-14 | 2016-10-17 | 2016-10-18 | — | 14.82 | 14.82 | 0.00% | market | 8.00% | -0.61% | 0.29% | -0.90% |
| BAC | 2016-10-17 | 2016-10-18 | 2016-10-19 | — | 16.19 | 16.19 | 0.00% | market | 20.59% | 1.73% | 0.02% | 1.71% |
| DPZ | 2016-10-18 | 2016-10-19 | 2016-10-20 | — | 159.06 | 159.06 | 0.00% | market | 6.67% | 3.99% | -0.07% | 4.05% |
| APH | 2016-10-19 | 2016-10-20 | 2016-10-21 | — | 16.26 | 16.26 | 0.00% | market | 5.88% | 1.41% | 0.05% | 1.36% |
| AXP | 2016-10-19 | 2016-10-20 | 2016-10-21 | — | 65.34 | 65.34 | 0.00% | market | 23.71% | 3.09% | 0.05% | 3.04% |
| BANC | 2016-10-19 | 2016-10-20 | 2016-10-21 | — | 14.03 | 14.03 | 0.00% | market | 40.48% | -5.63% | 0.05% | -5.68% |
| CVLG | 2016-10-19 | 2016-10-20 | 2016-10-21 | — | 7.63 | 7.63 | 0.00% | market | 14.29% | 5.11% | 0.05% | 5.06% |
| EWBC | 2016-10-19 | 2016-10-20 | 2016-10-21 | — | 39.40 | 39.40 | 0.00% | market | 10.14% | 0.99% | 0.05% | 0.94% |
| EXPO | 2016-10-19 | 2016-10-20 | 2016-10-21 | — | 26.00 | 26.00 | 0.00% | market | 23.53% | 8.50% | 0.05% | 8.45% |
| FTI | 2016-10-19 | 2016-10-20 | 2016-10-21 | — | 26.44 | 26.44 | 0.00% | market | 52.17% | 2.99% | 0.05% | 2.94% |
| AAL | 2016-10-20 | 2016-10-21 | 2016-10-24 | — | 39.97 | 39.97 | 0.00% | market | 66.67% | -0.35% | 0.47% | -0.82% |
| ALK | 2016-10-20 | 2016-10-21 | 2016-10-24 | — | 74.33 | 74.33 | 0.00% | market | 5.26% | -0.97% | 0.47% | -1.44% |
| ASB | 2016-10-20 | 2016-10-21 | 2016-10-24 | — | 19.80 | 19.80 | 0.00% | market | 6.25% | -0.25% | 0.47% | -0.72% |
| BFH | 2016-10-20 | 2016-10-21 | 2016-10-24 | — | 162.23 | 162.23 | 0.00% | market | 6.76% | 1.53% | 0.47% | 1.06% |
| BNY | 2016-10-20 | 2016-10-21 | 2016-10-24 | — | 42.02 | 42.02 | 0.00% | market | 11.11% | 3.31% | 0.47% | 2.84% |
| CLS | 2016-10-20 | 2016-10-21 | 2016-10-24 | — | 11.00 | 11.00 | 0.00% | market | 43.33% | 5.64% | 0.47% | 5.16% |
| DAN | 2016-10-20 | 2016-10-21 | 2016-10-24 | — | 14.88 | 14.88 | 0.00% | market | 13.95% | 2.35% | 0.47% | 1.88% |
| FITB | 2016-10-20 | 2016-10-21 | 2016-10-24 | — | 20.87 | 20.87 | 0.00% | market | 58.54% | 2.11% | 0.47% | 1.64% |
| GATX | 2016-10-20 | 2016-10-21 | 2016-10-24 | — | 46.03 | 46.03 | 0.00% | market | 69.17% | 1.09% | 0.47% | 0.61% |
| CFG | 2016-10-21 | 2016-10-24 | 2016-10-25 | — | 26.36 | 26.36 | 0.00% | market | 8.33% | 0.38% | -0.39% | 0.77% |
| ADC | 2016-10-24 | 2016-10-25 | 2016-10-26 | — | 47.97 | 47.97 | 0.00% | market | 56.41% | 2.67% | -0.44% | 3.11% |
| AGNC | 2016-10-24 | 2016-10-25 | 2016-10-26 | — | 20.13 | 20.13 | 0.00% | market | 16.36% | 0.65% | -0.44% | 1.08% |
| ALSN | 2016-10-24 | 2016-10-25 | 2016-10-26 | — | 28.60 | 28.60 | 0.00% | market | 8.00% | 1.57% | -0.44% | 2.01% |
| AVB | 2016-10-24 | 2016-10-25 | 2016-10-26 | — | 164.93 | 164.93 | 0.00% | market | 123.28% | 2.55% | -0.44% | 2.98% |
| CHCO | 2016-10-24 | 2016-10-25 | 2016-10-26 | — | 51.39 | 51.39 | 0.00% | market | 11.39% | 1.48% | -0.44% | 1.92% |
| CMP | 2016-10-24 | 2016-10-25 | 2016-10-26 | — | 73.45 | 73.45 | 0.00% | market | 8.00% | -1.77% | -0.44% | -1.33% |
| CMRE | 2016-10-24 | 2016-10-25 | 2016-10-26 | — | 5.67 | 5.67 | 0.00% | market | 5.71% | -7.05% | -0.44% | -6.62% |
| CR | 2016-10-24 | 2016-10-25 | 2016-10-26 | — | 62.55 | 62.55 | 0.00% | market | 5.94% | 7.79% | -0.44% | 8.22% |
| CXT | 2016-10-24 | 2016-10-25 | 2016-10-26 | — | 21.73 | 21.73 | 0.00% | market | 5.94% | 7.78% | -0.44% | 8.22% |
| EFSC | 2016-10-24 | 2016-10-25 | 2016-10-26 | — | 32.45 | 32.45 | 0.00% | market | 5.36% | 2.31% | -0.44% | 2.75% |
| AKAM | 2016-10-25 | 2016-10-26 | 2016-10-27 | — | 64.36 | 64.36 | 0.00% | market | 11.48% | 6.91% | -0.02% | 6.93% |
| BAX | 2016-10-25 | 2016-10-26 | 2016-10-27 | — | 49.13 | 49.13 | 0.00% | market | 27.27% | -4.70% | -0.02% | -4.68% |
| BKR | 2016-10-25 | 2016-10-26 | 2016-10-27 | — | 37.98 | 37.98 | 0.00% | market | 65.91% | 0.55% | -0.02% | 0.57% |
| BXMT | 2016-10-25 | 2016-10-26 | 2016-10-27 | — | 30.23 | 30.23 | 0.00% | market | 9.23% | -1.59% | -0.02% | -1.57% |
| CAT | 2016-10-25 | 2016-10-26 | 2016-10-27 | — | 83.81 | 83.81 | 0.00% | market | 13.33% | -0.95% | -0.02% | -0.94% |
| CB | 2016-10-25 | 2016-10-26 | 2016-10-27 | — | 124.36 | 124.36 | 0.00% | market | 11.63% | 2.13% | -0.02% | 2.15% |
| CINF | 2016-10-25 | 2016-10-26 | 2016-10-27 | — | 72.63 | 72.63 | 0.00% | market | 10.26% | -3.98% | -0.02% | -3.96% |
| CNOB | 2016-10-25 | 2016-10-26 | 2016-10-27 | — | 18.50 | 18.50 | 0.00% | market | 11.43% | -1.35% | -0.02% | -1.33% |
| COHR | 2016-10-25 | 2016-10-26 | 2016-10-27 | — | 26.40 | 26.40 | 0.00% | market | 52.17% | 4.55% | -0.02% | 4.56% |
| CSV | 2016-10-25 | 2016-10-26 | 2016-10-27 | — | 25.25 | 25.25 | 0.00% | market | 13.16% | -4.87% | -0.02% | -4.85% |
| CVLT | 2016-10-25 | 2016-10-26 | 2016-10-27 | — | 55.16 | 55.16 | 0.00% | market | 25.00% | -1.16% | -0.02% | -1.14% |
| EQR | 2016-10-25 | 2016-10-26 | 2016-10-27 | — | 61.44 | 61.44 | 0.00% | market | 40.00% | -2.59% | -0.02% | -2.57% |
| ETR | 2016-10-25 | 2016-10-26 | 2016-10-27 | — | 36.17 | 36.17 | 0.00% | market | 17.35% | -0.64% | -0.02% | -0.62% |
| FBP | 2016-10-25 | 2016-10-26 | 2016-10-27 | — | 5.43 | 5.43 | 0.00% | market | 10.00% | -2.76% | -0.02% | -2.74% |
| ACGL | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 26.46 | 26.46 | 0.00% | market | 11.76% | -2.42% | -0.95% | -1.47% |
| AEM | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 48.88 | 48.88 | 0.00% | market | 38.89% | 1.06% | -0.95% | 2.01% |
| AGCO | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 50.89 | 50.89 | 0.00% | market | 41.67% | -1.14% | -0.95% | -0.19% |
| AIT | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 48.35 | 48.35 | 0.00% | market | 14.75% | 3.93% | -0.95% | 4.88% |
| AORT | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 17.35 | 17.35 | 0.00% | market | 160.00% | -2.02% | -0.95% | -1.07% |
| AR | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 25.97 | 25.97 | 0.00% | market | 50.00% | 3.16% | -0.95% | 4.11% |
| ARI | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 16.58 | 16.58 | 0.00% | market | 8.33% | 2.05% | -0.95% | 3.00% |
| AXS | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 57.46 | 57.46 | 0.00% | market | 69.52% | -1.76% | -0.95% | -0.81% |
| AXTI | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 5.38 | 5.38 | 0.00% | market | 86.67% | -3.16% | -0.95% | -2.21% |
| B | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 17.10 | 17.10 | 0.00% | market | 26.32% | -0.12% | -0.95% | 0.83% |
| BA | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 145.83 | 145.83 | 0.00% | market | 33.97% | -1.93% | -0.95% | -0.98% |
| BEN | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 35.22 | 35.22 | 0.00% | market | 18.84% | -2.92% | -0.95% | -1.97% |
| BOOT | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 12.70 | 12.70 | 0.00% | market | 16.69% | -0.79% | -0.95% | 0.16% |
| CACI | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 105.00 | 105.00 | 0.00% | market | 17.60% | -6.38% | -0.95% | -5.43% |
| CAKE | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 54.00 | 54.00 | 0.00% | market | 14.75% | -1.93% | -0.95% | -0.98% |
| CDE | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 11.21 | 11.21 | 0.00% | market | 320.00% | -1.96% | -0.95% | -1.01% |
| CFR | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 76.92 | 76.92 | 0.00% | market | 6.90% | -1.20% | -0.95% | -0.25% |
| CSGP | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 20.40 | 20.40 | 0.00% | market | 10.00% | -6.52% | -0.95% | -5.57% |
| DLB | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 52.64 | 52.64 | 0.00% | market | 15.00% | -9.63% | -0.95% | -8.68% |
| DTE | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 79.49 | 79.49 | 0.00% | market | 20.25% | 0.55% | -0.95% | 1.50% |
| EFX | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 126.83 | 126.83 | 0.00% | market | 5.88% | -3.81% | -0.95% | -2.86% |
| EVR | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 55.40 | 55.40 | 0.00% | market | 24.49% | 0.00% | -0.95% | 0.95% |
| EXC | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 23.79 | 23.79 | 0.00% | market | 22.97% | -0.38% | -0.95% | 0.57% |
| EXR | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 74.47 | 74.47 | 0.00% | market | 47.62% | -3.20% | -0.95% | -2.25% |
| FCF | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 10.00 | 10.00 | 0.00% | market | 11.76% | 1.00% | -0.95% | 1.95% |
| FFIV | 2016-10-26 | 2016-10-27 | 2016-10-28 | — | 129.90 | 129.90 | 0.00% | market | 8.76% | 3.66% | -0.95% | 4.62% |
| ALV | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 68.86 | 68.86 | 0.00% | market | 17.39% | 1.25% | -0.28% | 1.53% |
| AMGN | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 151.69 | 151.69 | 0.00% | market | 8.24% | -6.94% | -0.28% | -6.66% |
| ATRC | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 18.75 | 18.75 | 0.00% | market | 25.00% | -2.72% | -0.28% | -2.44% |
| BELFB | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 23.45 | 23.45 | 0.00% | market | 43.48% | 1.71% | -0.28% | 1.98% |
| BGS | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 42.60 | 42.60 | 0.00% | market | 9.80% | -0.47% | -0.28% | -0.19% |
| BIDU | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 180.74 | 180.74 | 0.00% | market | 71.26% | -2.15% | -0.28% | -1.87% |
| BMRN | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 79.73 | 79.73 | 0.00% | market | 33.33% | 0.99% | -0.28% | 1.27% |
| BMY | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 52.11 | 52.11 | 0.00% | market | 18.46% | -2.30% | -0.28% | -2.03% |
| BX | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 25.48 | 25.48 | 0.00% | market | 18.75% | -1.77% | -0.28% | -1.49% |
| CHH | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 45.55 | 45.55 | 0.00% | market | 6.33% | 6.37% | -0.28% | 6.64% |
| CMS | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 41.24 | 41.24 | 0.00% | market | 12.90% | 2.21% | -0.28% | 2.48% |
| COHU | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 11.36 | 11.36 | 0.00% | market | 16.67% | -1.50% | -0.28% | -1.22% |
| CRUS | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 56.87 | 56.87 | 0.00% | market | 28.57% | -5.08% | -0.28% | -4.80% |
| CUBE | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 25.32 | 25.32 | 0.00% | market | 5.56% | 2.96% | -0.28% | 3.24% |
| CVI | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 10.65 | 10.65 | 0.00% | market | 11.11% | -1.50% | -0.28% | -1.23% |
| CX | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 8.63 | 8.63 | 0.00% | market | 122.22% | -3.24% | -0.28% | -2.97% |
| CYTK | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 9.75 | 9.75 | 0.00% | market | 355.17% | -0.51% | -0.28% | -0.24% |
| DD | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 97.38 | 97.38 | 0.00% | market | 13.75% | -1.29% | -0.28% | -1.02% |
| DGII | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 10.00 | 10.00 | 0.00% | market | 27.27% | -8.50% | -0.28% | -8.22% |
| EGO | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 16.65 | 16.65 | 0.00% | market | 733.33% | -5.11% | -0.28% | -4.83% |
| EHC | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 31.49 | 31.49 | 0.00% | market | 8.33% | 1.37% | -0.28% | 1.64% |
| ELME | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 29.96 | 29.96 | 0.00% | market | 1237.50% | -1.80% | -0.28% | -1.53% |
| EME | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 60.12 | 60.12 | 0.00% | market | 10.39% | 0.57% | -0.28% | 0.84% |
| EMN | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 70.04 | 70.04 | 0.00% | market | 11.38% | 2.67% | -0.28% | 2.95% |
| ENOV | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 55.49 | 55.49 | 0.00% | market | 12.50% | -1.40% | -0.28% | -1.12% |
| ENVA | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 9.15 | 9.15 | 0.00% | market | 9.52% | 2.73% | -0.28% | 3.01% |
| EQT | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 36.89 | 36.89 | 0.00% | market | 40.91% | -2.60% | -0.28% | -2.33% |
| ERIE | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 103.23 | 103.23 | 0.00% | market | 7.92% | -0.81% | -0.28% | -0.54% |
| F | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 11.74 | 11.74 | 0.00% | market | 30.00% | 0.00% | -0.28% | 0.28% |
| FCFS | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 50.05 | 50.05 | 0.00% | market | 9.43% | -5.69% | -0.28% | -5.42% |
| FHB | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 27.45 | 27.45 | 0.00% | market | 5.26% | -0.62% | -0.28% | -0.34% |
| FR | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 26.37 | 26.37 | 0.00% | market | 125.00% | 0.15% | -0.28% | 0.43% |
| FTV | 2016-10-27 | 2016-10-28 | 2016-10-31 | — | 31.68 | 31.68 | 0.00% | market | 13.56% | 1.61% | -0.28% | 1.89% |
| APO | 2016-10-28 | 2016-10-31 | 2016-11-01 | — | 18.40 | 18.40 | 0.00% | market | 28.89% | -2.28% | -0.90% | -1.38% |
| ARLP | 2016-10-28 | 2016-10-31 | 2016-11-01 | — | 24.40 | 24.40 | 0.00% | market | 24.66% | 0.82% | -0.90% | 1.72% |
| CTS | 2016-10-28 | 2016-10-31 | 2016-11-01 | — | 17.70 | 17.70 | 0.00% | market | 86.67% | 4.52% | -0.90% | 5.42% |
| CVX | 2016-10-28 | 2016-10-31 | 2016-11-01 | — | 103.82 | 103.82 | 0.00% | market | 32.43% | 2.56% | -0.90% | 3.46% |
| AEIS | 2016-10-31 | 2016-11-01 | 2016-11-02 | — | 48.62 | 48.62 | 0.00% | market | 6.94% | 0.93% | -1.50% | 2.42% |
| AMKR | 2016-10-31 | 2016-11-01 | 2016-11-02 | — | 9.88 | 9.88 | 0.00% | market | 19.05% | 7.19% | -1.50% | 8.68% |
| CBT | 2016-10-31 | 2016-11-01 | 2016-11-02 | — | 51.46 | 51.46 | 0.00% | market | 6.38% | -3.79% | -1.50% | -2.29% |
| CGNX | 2016-10-31 | 2016-11-01 | 2016-11-02 | — | 27.58 | 27.58 | 0.00% | market | 21.74% | -9.86% | -1.50% | -8.36% |
| CNA | 2016-10-31 | 2016-11-01 | 2016-11-02 | — | 36.93 | 36.93 | 0.00% | market | 40.24% | -1.30% | -1.50% | 0.20% |
| CPS | 2016-10-31 | 2016-11-01 | 2016-11-02 | — | 94.83 | 94.83 | 0.00% | market | 7.36% | -8.73% | -1.50% | -7.23% |
| D | 2016-10-31 | 2016-11-01 | 2016-11-02 | — | 75.03 | 75.03 | 0.00% | market | 6.54% | -1.24% | -1.50% | 0.26% |
| EMBJ | 2016-10-31 | 2016-11-01 | 2016-11-02 | — | 22.19 | 22.19 | 0.00% | market | 59.26% | -3.11% | -1.50% | -1.61% |
| ADEA | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 10.05 | 10.05 | 0.00% | market | 11.76% | -1.99% | -0.89% | -1.10% |
| ADM | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 46.75 | 46.75 | 0.00% | market | 25.53% | 1.45% | -0.89% | 2.34% |
| AEP | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 62.74 | 62.74 | 0.00% | market | 7.44% | 0.29% | -0.89% | 1.17% |
| AMRC | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 5.40 | 5.40 | 0.00% | market | 33.33% | -11.11% | -0.89% | -10.22% |
| BIO | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 156.88 | 156.88 | 0.00% | market | 21.57% | 4.88% | -0.89% | 5.76% |
| BP | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 34.33 | 34.33 | 0.00% | market | 36.36% | -1.43% | -0.89% | -0.54% |
| BYD | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 17.34 | 17.34 | 0.00% | market | 16.67% | -1.33% | -0.89% | -0.44% |
| CALX | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 6.70 | 6.70 | 0.00% | market | 20.00% | -1.49% | -0.89% | -0.60% |
| CIM | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 49.56 | 49.56 | 0.00% | market | 21.43% | -1.51% | -0.89% | -0.63% |
| CNO | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 16.88 | 16.88 | 0.00% | market | 5.71% | -5.21% | -0.89% | -4.33% |
| CORT | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 7.00 | 7.00 | 0.00% | market | 199.85% | 12.71% | -0.89% | 13.60% |
| DVN | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 37.33 | 37.33 | 0.00% | market | 80.00% | 8.52% | -0.89% | 9.41% |
| EA | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 78.83 | 78.83 | 0.00% | market | 30.23% | 2.14% | -0.89% | 3.03% |
| EIX | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 72.29 | 72.29 | 0.00% | market | 5.51% | -1.72% | -0.89% | -0.83% |
| EMR | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 50.84 | 50.84 | 0.00% | market | 7.87% | -1.97% | -0.89% | -1.08% |
| EXTR | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 4.10 | 4.10 | 0.00% | market | 16.67% | 4.39% | -0.89% | 5.28% |
| FRPT | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 8.65 | 8.65 | 0.00% | market | 385.44% | -4.05% | -0.89% | -3.16% |
| FSS | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 11.68 | 11.68 | 0.00% | market | 6.25% | 4.62% | -0.89% | 5.51% |
| GHM | 2016-11-01 | 2016-11-02 | 2016-11-03 | — | 18.11 | 18.11 | 0.00% | market | 75.00% | -3.04% | -0.89% | -2.15% |
| ACLS | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 12.75 | 12.75 | 0.00% | market | 59.09% | -9.41% | -0.69% | -8.73% |
| ADP | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 89.97 | 89.97 | 0.00% | market | 13.16% | -0.99% | -0.69% | -0.30% |
| ARCC | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 15.19 | 15.19 | 0.00% | market | 10.26% | 0.53% | -0.69% | 1.21% |
| ARR | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 114.25 | 114.25 | 0.00% | market | 9.68% | -0.13% | -0.69% | 0.55% |
| AXGN | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 8.75 | 8.75 | 0.00% | market | 11.11% | -8.00% | -0.69% | -7.31% |
| BABA | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 98.04 | 98.04 | 0.00% | market | 12.86% | -0.48% | -0.69% | 0.21% |
| BAH | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 31.16 | 31.16 | 0.00% | market | 6.98% | 1.16% | -0.69% | 1.84% |
| BKH | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 59.29 | 59.29 | 0.00% | market | 14.29% | 1.64% | -0.69% | 2.32% |
| BRKR | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 22.65 | 22.65 | 0.00% | market | 60.00% | -2.83% | -0.69% | -2.14% |
| CAR | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 32.85 | 32.85 | 0.00% | market | 6.01% | 14.86% | -0.69% | 15.54% |
| CDW | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 44.10 | 44.10 | 0.00% | market | 7.78% | -0.84% | -0.69% | -0.15% |
| CF | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 23.57 | 23.57 | 0.00% | market | 160.00% | -1.95% | -0.69% | -1.27% |
| CODI | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 18.60 | 18.60 | 0.00% | market | 75.61% | -4.30% | -0.69% | -3.62% |
| COR | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 75.87 | 75.87 | 0.00% | market | 6.56% | -7.12% | -0.69% | -6.43% |
| CTRE | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 13.50 | 13.50 | 0.00% | market | 7.69% | -0.81% | -0.69% | -0.13% |
| CXW | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 14.30 | 14.30 | 0.00% | market | 8.89% | 1.82% | -0.69% | 2.50% |
| DNOW | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 18.30 | 18.30 | 0.00% | market | 12.82% | -1.31% | -0.69% | -0.63% |
| FMC | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 41.92 | 41.92 | 0.00% | market | 13.56% | 8.44% | -0.69% | 9.13% |
| FPI | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 10.35 | 10.35 | 0.00% | market | 12.50% | -0.48% | -0.69% | 0.20% |
| FSLR | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 38.50 | 38.50 | 0.00% | market | 64.86% | -15.64% | -0.69% | -14.95% |
| GDDY | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 34.35 | 34.35 | 0.00% | market | 52.77% | -7.42% | -0.69% | -6.74% |
| GNK | 2016-11-02 | 2016-11-03 | 2016-11-04 | — | 5.55 | 5.55 | 0.00% | market | 27.34% | 0.00% | -0.69% | 0.69% |
| AAOI | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 23.30 | 23.30 | 0.00% | market | 35.71% | 0.86% | 2.03% | -1.17% |
| AGO | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 30.53 | 30.53 | 0.00% | market | 455.07% | 5.14% | 2.03% | 3.11% |
| AMN | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 34.00 | 34.00 | 0.00% | market | 14.81% | -9.56% | 2.03% | -11.59% |
| ANET | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 5.06 | 5.06 | 0.00% | market | 16.67% | 6.13% | 2.03% | 4.10% |
| APA | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 55.20 | 55.20 | 0.00% | market | 72.73% | 4.08% | 2.03% | 2.05% |
| BAP | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 149.27 | 149.27 | 0.00% | market | 19.80% | 9.27% | 2.03% | 7.24% |
| BEP | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 15.39 | 15.39 | 0.00% | market | 11.11% | 3.38% | 2.03% | 1.35% |
| BLDR | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 9.29 | 9.29 | 0.00% | market | 69.44% | 2.69% | 2.03% | 0.66% |
| CHTR | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 241.50 | 241.50 | 0.00% | market | 9.52% | 6.48% | 2.03% | 4.45% |
| CNQ | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 15.20 | 15.20 | 0.00% | market | 50.00% | -0.07% | 2.03% | -2.10% |
| CQP | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 26.66 | 26.66 | 0.00% | market | 250.00% | 0.71% | 2.03% | -1.32% |
| CWST | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 11.32 | 11.32 | 0.00% | market | 63.64% | 0.35% | 2.03% | -1.68% |
| DCO | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 20.00 | 20.00 | 0.00% | market | 7.32% | 12.00% | 2.03% | 9.97% |
| DDD | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 14.00 | 14.00 | 0.00% | market | 75.00% | -4.29% | 2.03% | -6.32% |
| DINO | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 23.78 | 23.78 | 0.00% | market | 5.56% | -1.68% | 2.03% | -3.71% |
| DXC | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 45.22 | 45.22 | 0.00% | market | 29.79% | 10.14% | 2.03% | 8.11% |
| EXEL | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 10.90 | 10.90 | 0.00% | market | 107.69% | 13.39% | 2.03% | 11.36% |
| EXK | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 4.90 | 4.90 | 0.00% | market | 9.08% | -4.29% | 2.03% | -6.32% |
| FLR | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 44.18 | 44.18 | 0.00% | market | 29.89% | 1.54% | 2.03% | -0.49% |
| GEN | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 23.26 | 23.26 | 0.00% | market | 50.00% | 4.90% | 2.03% | 2.87% |
| GEO | 2016-11-03 | 2016-11-04 | 2016-11-07 | — | 15.52 | 15.52 | 0.00% | market | 28.00% | 2.66% | 2.03% | 0.63% |
| AEE | 2016-11-04 | 2016-11-07 | 2016-11-08 | — | 49.75 | 49.75 | 0.00% | market | 10.14% | 2.93% | 2.67% | 0.27% |
| CC | 2016-11-06 | 2016-11-07 | 2016-11-08 | — | 18.60 | 18.60 | 0.00% | market | 74.29% | 8.01% | 2.67% | 5.34% |
| CNP | 2016-11-04 | 2016-11-07 | 2016-11-08 | — | 23.30 | 23.30 | 0.00% | market | 13.89% | 1.72% | 2.67% | -0.95% |
| DUK | 2016-11-04 | 2016-11-07 | 2016-11-08 | — | 77.81 | 77.81 | 0.00% | market | 6.33% | 2.36% | 2.67% | -0.30% |
| ESI | 2016-11-04 | 2016-11-07 | 2016-11-08 | — | 8.22 | 8.22 | 0.00% | market | 16.67% | 2.19% | 2.67% | -0.48% |
| ESNT | 2016-11-04 | 2016-11-07 | 2016-11-08 | — | 27.60 | 27.60 | 0.00% | market | 10.17% | -1.74% | 2.67% | -4.41% |
| FE | 2016-11-04 | 2016-11-07 | 2016-11-08 | — | 33.89 | 33.89 | 0.00% | market | 15.38% | 1.80% | 2.67% | -0.87% |
| FTS | 2016-11-04 | 2016-11-07 | 2016-11-08 | — | 32.55 | 32.55 | 0.00% | market | 8.01% | -0.58% | 2.67% | -3.25% |
| ADUS | 2016-11-07 | 2016-11-08 | 2016-11-09 | — | 27.05 | 27.05 | 0.00% | market | 25.81% | 17.74% | 1.73% | 16.01% |
| ALB | 2016-11-07 | 2016-11-08 | 2016-11-09 | — | 85.99 | 85.99 | 0.00% | market | 12.35% | -6.48% | 1.73% | -8.21% |
| ALGN | 2016-11-07 | 2016-11-08 | 2016-11-09 | — | 89.89 | 89.89 | 0.00% | market | 23.08% | 1.10% | 1.73% | -0.63% |
| AMC | 2016-11-07 | 2016-11-08 | 2016-11-09 | — | 323.50 | 323.50 | 0.00% | market | 10.71% | 3.25% | 1.73% | 1.51% |
| APPF | 2016-11-07 | 2016-11-08 | 2016-11-09 | — | 19.25 | 19.25 | 0.00% | market | 58.15% | 0.00% | 1.73% | -1.73% |
| ARES | 2016-11-07 | 2016-11-08 | 2016-11-09 | — | 15.15 | 15.15 | 0.00% | market | 21.05% | 1.65% | 1.73% | -0.08% |
| BCRX | 2016-11-07 | 2016-11-08 | 2016-11-09 | — | 4.62 | 4.62 | 0.00% | market | 30.43% | 8.66% | 1.73% | 6.92% |
| BSM | 2016-11-07 | 2016-11-08 | 2016-11-09 | — | 18.22 | 18.22 | 0.00% | market | 16.67% | -1.32% | 1.73% | -3.05% |
| CGAU | 2016-11-07 | 2016-11-08 | 2016-11-09 | — | 5.03 | 5.03 | 0.00% | market | 61.54% | 1.19% | 1.73% | -0.54% |
| CRD-A | 2016-11-07 | 2016-11-08 | 2016-11-09 | — | 8.74 | 8.74 | 0.00% | market | 5.26% | 6.18% | 1.73% | 4.44% |
| EBS | 2016-11-07 | 2016-11-08 | 2016-11-09 | — | 27.42 | 27.42 | 0.00% | market | 123.08% | 5.40% | 1.73% | 3.66% |
| FANG | 2016-11-07 | 2016-11-08 | 2016-11-09 | — | 92.70 | 92.70 | 0.00% | market | 54.29% | 5.89% | 1.73% | 4.16% |
| FICO | 2016-11-07 | 2016-11-08 | 2016-11-09 | — | 118.31 | 118.31 | 0.00% | market | 18.67% | -3.12% | 1.73% | -4.85% |
| FN | 2016-11-07 | 2016-11-08 | 2016-11-09 | — | 41.81 | 41.81 | 0.00% | market | 12.68% | -5.52% | 1.73% | -7.26% |
| FNV | 2016-11-07 | 2016-11-08 | 2016-11-09 | — | 65.97 | 65.97 | 0.00% | market | 20.00% | 1.71% | 1.73% | -0.02% |
| GLP | 2016-11-07 | 2016-11-08 | 2016-11-09 | — | 15.15 | 15.15 | 0.00% | market | 17547.06% | 3.63% | 1.73% | 1.90% |
| GOLD | 2016-11-07 | 2016-11-08 | 2016-11-09 | — | 7.84 | 7.84 | 0.00% | market | 55.56% | 13.90% | 1.73% | 12.17% |
| AER | 2016-11-08 | 2016-11-09 | 2016-11-10 | — | 41.52 | 41.52 | 0.00% | market | 18.31% | 0.72% | 2.14% | -1.42% |
| CECO | 2016-11-08 | 2016-11-09 | 2016-11-10 | — | 7.08 | 7.08 | 0.00% | market | 20.00% | 30.08% | 2.14% | 27.94% |
| COKE | 2016-11-08 | 2016-11-09 | 2016-11-10 | — | 12.80 | 12.80 | 0.00% | market | 7.46% | 25.39% | 2.14% | 23.25% |
| CVCO | 2016-11-08 | 2016-11-09 | 2016-11-10 | — | 91.35 | 91.35 | 0.00% | market | 11.96% | 3.12% | 2.14% | 0.98% |
| FOR | 2016-11-08 | 2016-11-09 | 2016-11-10 | — | 12.10 | 12.10 | 0.00% | market | 700.00% | 2.48% | 2.14% | 0.34% |
| FWONA | 2016-11-08 | 2016-11-09 | 2016-11-10 | — | 27.63 | 27.63 | 0.00% | market | 209.09% | 0.54% | 2.14% | -1.60% |
| FWONK | 2016-11-08 | 2016-11-09 | 2016-11-10 | — | 27.16 | 27.16 | 0.00% | market | 785.71% | 1.80% | 2.14% | -0.34% |
| ABR | 2016-11-09 | 2016-11-10 | 2016-11-11 | — | 7.29 | 7.29 | 0.00% | market | 31.25% | -0.14% | -0.40% | 0.27% |
| AG | 2016-11-09 | 2016-11-10 | 2016-11-11 | — | 9.24 | 9.24 | 0.00% | market | 16.67% | -13.20% | -0.40% | -12.80% |
| AGM | 2016-11-09 | 2016-11-10 | 2016-11-11 | — | 48.70 | 48.70 | 0.00% | market | 13.33% | -0.29% | -0.40% | 0.12% |
| ATO | 2016-11-09 | 2016-11-10 | 2016-11-11 | — | 72.39 | 72.39 | 0.00% | market | 21.88% | -2.51% | -0.40% | -2.11% |
| AXON | 2016-11-09 | 2016-11-10 | 2016-11-11 | — | 26.34 | 26.34 | 0.00% | market | 16.67% | 3.19% | -0.40% | 3.59% |
| CDNA | 2016-11-09 | 2016-11-10 | 2016-11-11 | — | 3.80 | 3.80 | 0.00% | market | 37.50% | 5.26% | -0.40% | 5.67% |
| CROX | 2016-11-09 | 2016-11-10 | 2016-11-11 | — | 7.50 | 7.50 | 0.00% | market | 50.00% | 14.00% | -0.40% | 14.40% |
| CSTM | 2016-11-09 | 2016-11-10 | 2016-11-11 | — | 6.00 | 6.00 | 0.00% | market | 7.70% | 1.67% | -0.40% | 2.07% |
| ENR | 2016-11-09 | 2016-11-10 | 2016-11-11 | — | 46.44 | 46.44 | 0.00% | market | 8.00% | -4.69% | -0.40% | -4.29% |
| ENS | 2016-11-09 | 2016-11-10 | 2016-11-11 | — | 71.84 | 71.84 | 0.00% | market | 6.48% | 2.90% | -0.40% | 3.30% |
| ET | 2016-11-09 | 2016-11-10 | 2016-11-11 | — | 16.64 | 16.64 | 0.00% | market | 88.00% | 2.10% | -0.40% | 2.51% |
| EVH | 2016-11-09 | 2016-11-10 | 2016-11-11 | — | 21.30 | 21.30 | 0.00% | market | 15.38% | -19.72% | -0.40% | -19.31% |
| FF | 2016-11-09 | 2016-11-10 | 2016-11-11 | — | 11.25 | 11.25 | 0.00% | market | 20.83% | 10.84% | -0.40% | 11.25% |
| FSK | 2016-11-09 | 2016-11-10 | 2016-11-11 | — | 38.00 | 38.00 | 0.00% | market | 118.60% | 3.68% | -0.40% | 4.09% |
| GDOT | 2016-11-09 | 2016-11-10 | 2016-11-11 | — | 22.95 | 22.95 | 0.00% | market | 23.53% | 2.53% | -0.40% | 2.93% |
| GGAL | 2016-11-09 | 2016-11-10 | 2016-11-11 | — | 30.00 | 30.00 | 0.00% | market | 6.85% | -6.27% | -0.40% | -5.86% |
| ADMA | 2016-11-10 | 2016-11-11 | 2016-11-14 | — | 5.62 | 5.62 | 0.00% | market | 15.00% | 12.99% | 0.24% | 12.75% |
| AQN | 2016-11-10 | 2016-11-11 | 2016-11-14 | — | 8.00 | 8.00 | 0.00% | market | 263.07% | -2.25% | 0.24% | -2.49% |
| AZN | 2016-11-10 | 2016-11-11 | 2016-11-14 | — | 55.22 | 55.22 | 0.00% | market | 37.50% | -2.21% | 0.24% | -2.45% |
| BAK | 2016-11-10 | 2016-11-11 | 2016-11-14 | — | 16.94 | 16.94 | 0.00% | market | 107.79% | -4.07% | 0.24% | -4.31% |
| CPRI | 2016-11-10 | 2016-11-11 | 2016-11-14 | — | 49.30 | 49.30 | 0.00% | market | 7.95% | -4.34% | 0.24% | -4.58% |
| CWH | 2016-11-10 | 2016-11-11 | 2016-11-14 | — | 22.61 | 22.61 | 0.00% | market | 88.00% | 8.36% | 0.24% | 8.12% |
| DAR | 2016-11-10 | 2016-11-11 | 2016-11-14 | — | 13.89 | 13.89 | 0.00% | market | 6.25% | -2.74% | 0.24% | -2.97% |
| ELF | 2016-11-10 | 2016-11-11 | 2016-11-14 | — | 27.23 | 27.23 | 0.00% | market | 700.00% | 7.86% | 0.24% | 7.62% |
| EPC | 2016-11-10 | 2016-11-11 | 2016-11-14 | — | 79.86 | 79.86 | 0.00% | market | 10.42% | 2.37% | 0.24% | 2.13% |
| BN | 2016-11-11 | 2016-11-14 | 2016-11-15 | — | 11.69 | 11.69 | 0.00% | market | 360.00% | 1.03% | 0.58% | 0.45% |
| ALRM | 2016-11-14 | 2016-11-15 | 2016-11-16 | — | 33.97 | 33.97 | 0.00% | market | 72.73% | -14.60% | 0.38% | -14.98% |
| ATHM | 2016-11-14 | 2016-11-15 | 2016-11-16 | — | 22.88 | 22.88 | 0.00% | market | 8.57% | 8.83% | 0.38% | 8.45% |
| A | 2016-11-15 | 2016-11-16 | 2016-11-17 | — | 46.30 | 46.30 | 0.00% | market | 13.46% | -0.78% | 0.66% | -1.43% |
| DKS | 2016-11-15 | 2016-11-16 | 2016-11-17 | — | 57.08 | 57.08 | 0.00% | market | 14.29% | 2.98% | 0.66% | 2.32% |
| GFF | 2016-11-16 | 2016-11-17 | 2016-11-18 | — | 18.35 | 18.35 | 0.00% | market | 8.00% | 8.12% | 0.21% | 7.91% |
| BBY | 2016-11-17 | 2016-11-18 | 2016-11-21 | — | 45.68 | 45.68 | 0.00% | market | 31.91% | -0.07% | 0.49% | -0.56% |
| CRM | 2016-11-17 | 2016-11-18 | 2016-11-21 | — | 79.57 | 79.57 | 0.00% | market | 14.29% | -4.30% | 0.49% | -4.79% |
| ADI | 2016-11-22 | 2016-11-23 | 2016-11-25 | — | 73.67 | 73.67 | 0.00% | market | 17.98% | 0.72% | 0.70% | 0.02% |
| BURL | 2016-11-22 | 2016-11-23 | 2016-11-25 | — | 86.98 | 86.98 | 0.00% | market | 54.55% | 2.20% | 0.70% | 1.50% |
| CPB | 2016-11-22 | 2016-11-23 | 2016-11-25 | — | 56.84 | 56.84 | 0.00% | market | 5.26% | 1.20% | 0.70% | 0.50% |
| DE | 2016-11-23 | 2016-11-25 | 2016-11-28 | — | 101.68 | 101.68 | 0.00% | market | 125.00% | 0.02% | -0.28% | 0.30% |
| ADSK | 2016-11-29 | 2016-11-30 | 2016-12-01 | — | 72.71 | 72.71 | 0.00% | market | 25.00% | -4.80% | -0.93% | -3.87% |
| AVAL | 2016-11-29 | 2016-11-30 | 2016-12-01 | — | 7.38 | 7.38 | 0.00% | market | 5.88% | 4.20% | -0.93% | 5.13% |
| BNS | 2016-11-29 | 2016-11-30 | 2016-12-01 | — | 55.40 | 55.40 | 0.00% | market | 7.08% | 0.43% | -0.93% | 1.36% |
| FRO | 2016-11-29 | 2016-11-30 | 2016-12-01 | — | 7.15 | 7.15 | 0.00% | market | 10.00% | -1.54% | -0.93% | -0.61% |
| BL | 2016-11-30 | 2016-12-01 | 2016-12-02 | — | 26.06 | 26.06 | 0.00% | market | 66.67% | 4.37% | -0.48% | 4.85% |
| BOX | 2016-11-30 | 2016-12-01 | 2016-12-02 | — | 15.60 | 15.60 | 0.00% | market | 26.32% | -0.77% | -0.48% | -0.29% |
| FIZZ | 2016-11-30 | 2016-12-01 | 2016-12-02 | — | 25.47 | 25.47 | 0.00% | market | 35.00% | -5.65% | -0.48% | -5.18% |
| AMBA | 2016-12-01 | 2016-12-02 | 2016-12-05 | — | 56.99 | 56.99 | 0.00% | market | 18.09% | 0.12% | 0.61% | -0.48% |
| CENT | 2016-12-01 | 2016-12-02 | 2016-12-05 | — | 23.49 | 23.49 | 0.00% | market | 160.01% | 10.00% | 0.61% | 9.40% |
| CM | 2016-12-01 | 2016-12-02 | 2016-12-05 | — | 40.74 | 40.74 | 0.00% | market | 5.75% | 0.59% | 0.61% | -0.02% |
| DCI | 2016-12-01 | 2016-12-02 | 2016-12-05 | — | 44.57 | 44.57 | 0.00% | market | 8.57% | -2.76% | 0.61% | -3.37% |
| FIVE | 2016-12-01 | 2016-12-02 | 2016-12-05 | — | 44.45 | 44.45 | 0.00% | market | 11.11% | -5.11% | 0.61% | -5.71% |
| GCO | 2016-12-02 | 2016-12-05 | 2016-12-06 | — | 66.40 | 66.40 | 0.00% | market | 37.63% | 2.79% | 0.48% | 2.31% |
| AGX | 2016-12-06 | 2016-12-07 | 2016-12-08 | — | 67.75 | 67.75 | 0.00% | market | 56.76% | 3.69% | 1.64% | 2.05% |
| BMO | 2016-12-06 | 2016-12-07 | 2016-12-08 | — | 69.80 | 69.80 | 0.00% | market | 15.94% | 3.18% | 1.64% | 1.54% |
| CSR | 2016-12-12 | 2016-12-13 | 2016-12-14 | — | 64.30 | 64.30 | 0.00% | market | 600.00% | 4.35% | -0.50% | 4.86% |
| BLBD | 2016-12-13 | 2016-12-14 | 2016-12-15 | — | 17.40 | 17.40 | 0.00% | market | 16.67% | -1.44% | -0.26% | -1.17% |
| ARWR | 2016-12-14 | 2016-12-15 | 2016-12-16 | — | 1.35 | 1.35 | 0.00% | market | 6.06% | -8.15% | -0.50% | -7.65% |
| BB | 2016-12-20 | 2016-12-21 | 2016-12-22 | — | 7.52 | 7.52 | 0.00% | market | 373.93% | -4.65% | -0.38% | -4.27% |
| CCL | 2016-12-20 | 2016-12-21 | 2016-12-22 | — | 52.27 | 52.27 | 0.00% | market | 15.52% | 0.27% | -0.38% | 0.65% |
| EBF | 2016-12-20 | 2016-12-21 | 2016-12-22 | — | 16.90 | 16.90 | 0.00% | market | 8.00% | 0.30% | -0.38% | 0.68% |
| ACN | 2016-12-21 | 2016-12-22 | 2016-12-23 | — | 118.06 | 118.06 | 0.00% | market | 6.04% | -0.49% | 0.05% | -0.54% |
| EPAC | 2016-12-21 | 2016-12-22 | 2016-12-23 | — | 28.15 | 28.15 | 0.00% | market | 17.65% | -4.97% | 0.05% | -5.02% |
| CAG | 2016-12-22 | 2016-12-23 | 2016-12-27 | — | 39.22 | 39.22 | 0.00% | market | 8.89% | 1.61% | 0.37% | 1.23% |
| BAC | 2017-01-13 | 2017-01-17 | 2017-01-18 | — | 22.68 | 22.68 | 0.00% | market | 7.89% | -0.22% | 0.19% | -0.41% |
| ASML | 2017-01-18 | 2017-01-19 | 2017-01-20 | — | 120.86 | 120.86 | 0.00% | market | 33.33% | 0.98% | -0.04% | 1.03% |
| FAST | 2017-01-18 | 2017-01-19 | 2017-01-20 | — | 12.72 | 12.72 | 0.00% | market | 11.11% | 0.71% | -0.04% | 0.75% |
| ASB | 2017-01-19 | 2017-01-20 | 2017-01-23 | — | 24.80 | 24.80 | 0.00% | market | 6.25% | -0.81% | -0.24% | -0.56% |
| CHCO | 2017-01-19 | 2017-01-20 | 2017-01-23 | — | 65.82 | 65.82 | 0.00% | market | 11.49% | -0.58% | -0.24% | -0.33% |
| CHKP | 2017-01-19 | 2017-01-20 | 2017-01-23 | — | 96.99 | 96.99 | 0.00% | market | 16.80% | 0.82% | -0.24% | 1.07% |
| GATX | 2017-01-19 | 2017-01-20 | 2017-01-23 | — | 59.29 | 59.29 | 0.00% | market | 8.57% | -0.17% | -0.24% | 0.07% |
| ABCB | 2017-01-20 | 2017-01-23 | 2017-01-24 | — | 43.00 | 43.00 | 0.00% | market | 23.53% | 3.02% | 0.38% | 2.64% |
| CFG | 2017-01-20 | 2017-01-23 | 2017-01-24 | — | 35.60 | 35.60 | 0.00% | market | 5.77% | 1.97% | 0.38% | 1.59% |
| EFSC | 2017-01-23 | 2017-01-24 | 2017-01-25 | — | 39.10 | 39.10 | 0.00% | market | 21.31% | 7.67% | 1.40% | 6.27% |
| ATI | 2017-01-24 | 2017-01-25 | 2017-01-26 | — | 22.00 | 22.00 | 0.00% | market | 63.64% | -2.27% | 0.28% | -2.55% |
| BABA | 2017-01-24 | 2017-01-25 | 2017-01-26 | — | 102.46 | 102.46 | 0.00% | market | 13.04% | 0.28% | 0.28% | 0.01% |
| COHR | 2017-01-24 | 2017-01-25 | 2017-01-26 | — | 36.45 | 36.45 | 0.00% | market | 42.31% | -0.55% | 0.28% | -0.82% |
| DHI | 2017-01-24 | 2017-01-25 | 2017-01-26 | — | 30.91 | 30.91 | 0.00% | market | 17.02% | 1.42% | 0.28% | 1.15% |
| FITB | 2017-01-24 | 2017-01-25 | 2017-01-26 | — | 26.80 | 26.80 | 0.00% | market | 13.95% | 1.16% | 0.28% | 0.88% |
| APH | 2017-01-25 | 2017-01-26 | 2017-01-27 | — | 16.87 | 16.87 | 0.00% | market | 5.56% | -0.83% | -0.19% | -0.64% |
| BA | 2017-01-25 | 2017-01-26 | 2017-01-27 | — | 167.25 | 167.25 | 0.00% | market | 5.11% | 0.27% | -0.19% | 0.46% |
| BKU | 2017-01-25 | 2017-01-26 | 2017-01-27 | — | 37.75 | 37.75 | 0.00% | market | 9.26% | 4.03% | -0.19% | 4.21% |
| CCI | 2017-01-25 | 2017-01-26 | 2017-01-27 | — | 88.06 | 88.06 | 0.00% | market | 8.49% | -1.37% | -0.19% | -1.19% |
| CFR | 2017-01-25 | 2017-01-26 | 2017-01-27 | — | 94.32 | 94.32 | 0.00% | market | 5.74% | -2.42% | -0.19% | -2.23% |
| CVLT | 2017-01-25 | 2017-01-26 | 2017-01-27 | — | 51.30 | 51.30 | 0.00% | market | 7.69% | -1.95% | -0.19% | -1.76% |
| DLB | 2017-01-25 | 2017-01-26 | 2017-01-27 | — | 50.62 | 50.62 | 0.00% | market | 30.77% | -5.39% | -0.19% | -5.21% |
| EWBC | 2017-01-25 | 2017-01-26 | 2017-01-27 | — | 51.87 | 51.87 | 0.00% | market | 7.04% | 1.50% | -0.19% | 1.69% |
| AEP | 2017-01-26 | 2017-01-27 | 2017-01-30 | — | 62.78 | 62.78 | 0.00% | market | 21.82% | 0.68% | -0.82% | 1.50% |
| ASH | 2017-01-26 | 2017-01-27 | 2017-01-30 | — | 57.81 | 57.81 | 0.00% | market | 16.00% | 0.12% | -0.82% | 0.94% |
| BX | 2017-01-26 | 2017-01-27 | 2017-01-30 | — | 31.38 | 31.38 | 0.00% | market | 6.25% | -1.15% | -0.82% | -0.33% |
| CAT | 2017-01-26 | 2017-01-27 | 2017-01-30 | — | 97.69 | 97.69 | 0.00% | market | 27.69% | -0.92% | -0.82% | -0.11% |
| CLS | 2017-01-26 | 2017-01-27 | 2017-01-30 | — | 13.21 | 13.21 | 0.00% | market | 28.12% | 3.41% | -0.82% | 4.22% |
| CMRE | 2017-01-26 | 2017-01-27 | 2017-01-30 | — | 4.45 | 4.45 | 0.00% | market | 16.67% | -11.24% | -0.82% | -10.42% |
| CNOB | 2017-01-26 | 2017-01-27 | 2017-01-30 | — | 26.00 | 26.00 | 0.00% | market | 600.00% | -2.69% | -0.82% | -1.88% |
| COLB | 2017-01-26 | 2017-01-27 | 2017-01-30 | — | 41.17 | 41.17 | 0.00% | market | 8.16% | -2.36% | -0.82% | -1.54% |
| DD | 2017-01-26 | 2017-01-27 | 2017-01-30 | — | 109.68 | 109.68 | 0.00% | market | 12.50% | -2.05% | -0.82% | -1.24% |
| DGII | 2017-01-26 | 2017-01-27 | 2017-01-30 | — | 13.70 | 13.70 | 0.00% | market | 28.57% | -6.20% | -0.82% | -5.39% |
| FRME | 2017-01-26 | 2017-01-27 | 2017-01-30 | — | 38.61 | 38.61 | 0.00% | market | 10.00% | -1.14% | -0.82% | -0.32% |
| BEN | 2017-01-27 | 2017-01-30 | 2017-01-31 | — | 40.25 | 40.25 | 0.00% | market | 13.24% | -1.27% | -0.28% | -0.99% |
| AEIS | 2017-01-30 | 2017-01-31 | 2017-02-01 | — | 63.50 | 63.50 | 0.00% | market | 30.86% | -5.83% | 0.28% | -6.11% |
| ARLP | 2017-01-30 | 2017-01-31 | 2017-02-01 | — | 24.45 | 24.45 | 0.00% | market | 54.76% | -2.66% | 0.28% | -2.94% |
| BANC | 2017-01-30 | 2017-01-31 | 2017-02-01 | — | 15.25 | 15.25 | 0.00% | market | 12.50% | 4.92% | 0.28% | 4.64% |
| DHT | 2017-01-30 | 2017-01-31 | 2017-02-01 | — | 4.78 | 4.78 | 0.00% | market | 80.00% | 1.88% | 0.28% | 1.60% |
| ALLY | 2017-01-31 | 2017-02-01 | 2017-02-02 | — | 21.35 | 21.35 | 0.00% | market | 5.88% | 3.70% | 0.11% | 3.59% |
| CB | 2017-01-31 | 2017-02-01 | 2017-02-02 | — | 128.87 | 128.87 | 0.00% | market | 5.79% | 1.47% | 0.11% | 1.37% |
| COR | 2017-01-31 | 2017-02-01 | 2017-02-02 | — | 87.71 | 87.71 | 0.00% | market | 9.68% | 0.39% | 0.11% | 0.28% |
| EA | 2017-01-31 | 2017-02-01 | 2017-02-02 | — | 83.43 | 83.43 | 0.00% | market | 11.69% | -1.10% | 0.11% | -1.21% |
| EQR | 2017-01-31 | 2017-02-01 | 2017-02-02 | — | 60.74 | 60.74 | 0.00% | market | 87.50% | 0.03% | 0.11% | -0.07% |
| FICO | 2017-01-31 | 2017-02-01 | 2017-02-02 | — | 124.32 | 124.32 | 0.00% | market | 73.13% | -0.31% | 0.11% | -0.42% |
| ACLS | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 16.45 | 16.45 | 0.00% | market | 30.00% | 1.22% | 0.76% | 0.46% |
| ADP | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 95.23 | 95.23 | 0.00% | market | 7.41% | 1.72% | 0.76% | 0.97% |
| AFG | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 89.35 | 89.35 | 0.00% | market | 22.22% | 1.63% | 0.76% | 0.88% |
| AGNC | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 18.57 | 18.57 | 0.00% | market | 6.67% | 1.99% | 0.76% | 1.24% |
| ALL | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 76.74 | 76.74 | 0.00% | market | 33.13% | 0.96% | 0.76% | 0.21% |
| AMP | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 116.18 | 116.18 | 0.00% | market | 12.35% | 4.37% | 0.76% | 3.62% |
| AVB | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 171.34 | 171.34 | 0.00% | market | 49.15% | 1.28% | 0.76% | 0.52% |
| AVY | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 79.67 | 79.67 | 0.00% | market | 6.45% | -0.78% | 0.76% | -1.53% |
| AXS | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 66.28 | 66.28 | 0.00% | market | 31.03% | 0.57% | 0.76% | -0.18% |
| BAX | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 47.92 | 47.92 | 0.00% | market | 9.62% | 1.48% | 0.76% | 0.73% |
| BIP | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 21.04 | 21.04 | 0.00% | market | 42.11% | 0.57% | 0.76% | -0.19% |
| BKH | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 61.98 | 61.98 | 0.00% | market | 8.08% | -0.66% | 0.76% | -1.42% |
| CACI | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 131.45 | 131.45 | 0.00% | market | 15.75% | -0.95% | 0.76% | -1.71% |
| CBT | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 57.63 | 57.63 | 0.00% | market | 20.00% | 1.51% | 0.76% | 0.75% |
| CRUS | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 56.64 | 56.64 | 0.00% | market | 14.72% | -0.94% | 0.76% | -1.69% |
| ELV | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 160.00 | 160.00 | 0.00% | market | 9.32% | -0.57% | 0.76% | -1.33% |
| ENR | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 52.63 | 52.63 | 0.00% | market | 22.76% | -0.15% | 0.76% | -0.91% |
| EXPO | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 27.88 | 27.88 | 0.00% | market | 17.65% | 4.84% | 0.76% | 4.09% |
| EXTR | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 5.35 | 5.35 | 0.00% | market | 71.43% | 3.74% | 0.76% | 2.98% |
| FNF | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 25.58 | 25.58 | 0.00% | market | 14.52% | 1.37% | 0.76% | 0.61% |
| GEN | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 26.62 | 26.62 | 0.00% | market | 14.29% | 6.72% | 0.76% | 5.97% |
| GHM | 2017-02-01 | 2017-02-02 | 2017-02-03 | — | 23.00 | 23.00 | 0.00% | market | 171.43% | 0.00% | 0.76% | -0.76% |
| AMZN | 2017-02-02 | 2017-02-03 | 2017-02-06 | — | 40.34 | 40.34 | 0.00% | market | 14.29% | 0.10% | 0.05% | 0.05% |
| APTV | 2017-02-02 | 2017-02-03 | 2017-02-06 | — | 59.43 | 59.43 | 0.00% | market | 14.37% | -0.42% | 0.05% | -0.47% |
| AZN | 2017-02-02 | 2017-02-03 | 2017-02-06 | — | 55.10 | 55.10 | 0.00% | market | 106.78% | 1.96% | 0.05% | 1.91% |
| BDX | 2017-02-02 | 2017-02-03 | 2017-02-06 | — | 137.10 | 137.10 | 0.00% | market | 9.91% | -0.22% | 0.05% | -0.27% |
| CENT | 2017-02-02 | 2017-02-03 | 2017-02-06 | — | 27.02 | 27.02 | 0.00% | market | 349.94% | -6.96% | 0.05% | -7.01% |
| CI | 2017-02-02 | 2017-02-03 | 2017-02-06 | — | 149.07 | 149.07 | 0.00% | market | 7.47% | -1.37% | 0.05% | -1.42% |
| COP | 2017-02-02 | 2017-02-03 | 2017-02-06 | — | 48.85 | 48.85 | 0.00% | market | 31.58% | 2.54% | 0.05% | 2.49% |
| CRS | 2017-02-02 | 2017-02-03 | 2017-02-06 | — | 43.93 | 43.93 | 0.00% | market | 150.00% | -2.14% | 0.05% | -2.19% |
| ENTG | 2017-02-02 | 2017-02-03 | 2017-02-06 | — | 19.75 | 19.75 | 0.00% | market | 14.29% | -1.77% | 0.05% | -1.82% |
| EQT | 2017-02-02 | 2017-02-03 | 2017-02-06 | — | 34.40 | 34.40 | 0.00% | market | 350.00% | 1.34% | 0.05% | 1.29% |
| ESS | 2017-02-02 | 2017-02-03 | 2017-02-06 | — | 222.84 | 222.84 | 0.00% | market | 198.00% | 0.15% | 0.05% | 0.10% |
| APO | 2017-02-03 | 2017-02-06 | 2017-02-07 | — | 22.33 | 22.33 | 0.00% | market | 28.95% | 2.15% | 0.03% | 2.12% |
| ALSN | 2017-02-06 | 2017-02-07 | 2017-02-08 | — | 37.20 | 37.20 | 0.00% | market | 38.46% | -0.38% | -0.06% | -0.32% |
| ARWR | 2017-02-06 | 2017-02-07 | 2017-02-08 | — | 1.93 | 1.93 | 0.00% | market | 5.56% | 4.66% | -0.06% | 4.72% |
| CNA | 2017-02-06 | 2017-02-07 | 2017-02-08 | — | 42.65 | 42.65 | 0.00% | market | 5.13% | -0.75% | -0.06% | -0.69% |
| CVCO | 2017-02-06 | 2017-02-07 | 2017-02-08 | — | 106.00 | 106.00 | 0.00% | market | 39.18% | 2.78% | -0.06% | 2.84% |
| FN | 2017-02-06 | 2017-02-07 | 2017-02-08 | — | 44.47 | 44.47 | 0.00% | market | 15.19% | -6.57% | -0.06% | -6.51% |
| ABG | 2017-02-07 | 2017-02-08 | 2017-02-09 | — | 66.40 | 66.40 | 0.00% | market | 9.09% | -1.28% | 0.73% | -2.01% |
| AGCO | 2017-02-07 | 2017-02-08 | 2017-02-09 | — | 64.01 | 64.01 | 0.00% | market | 18.31% | 0.48% | 0.73% | -0.24% |
| AIZ | 2017-02-07 | 2017-02-08 | 2017-02-09 | — | 94.98 | 94.98 | 0.00% | market | 58.62% | -3.81% | 0.73% | -4.54% |
| AKAM | 2017-02-07 | 2017-02-08 | 2017-02-09 | — | 66.58 | 66.58 | 0.00% | market | 5.88% | -4.10% | 0.73% | -4.83% |
| ATKR | 2017-02-07 | 2017-02-08 | 2017-02-09 | — | 26.38 | 26.38 | 0.00% | market | 56.52% | -1.06% | 0.73% | -1.79% |
| BAP | 2017-02-07 | 2017-02-08 | 2017-02-09 | — | 167.45 | 167.45 | 0.00% | market | 11.22% | 1.52% | 0.73% | 0.79% |
| CAH | 2017-02-07 | 2017-02-08 | 2017-02-09 | — | 77.40 | 77.40 | 0.00% | market | 8.06% | 0.06% | 0.73% | -0.66% |
| CDW | 2017-02-07 | 2017-02-08 | 2017-02-09 | — | 57.25 | 57.25 | 0.00% | market | 8.86% | 1.83% | 0.73% | 1.11% |
| CNC | 2017-02-07 | 2017-02-08 | 2017-02-09 | — | 33.51 | 33.51 | 0.00% | market | 9.09% | 3.46% | 0.73% | 2.74% |
| CTS | 2017-02-07 | 2017-02-08 | 2017-02-09 | — | 23.10 | 23.10 | 0.00% | market | 16.00% | -0.43% | 0.73% | -1.16% |
| DHX | 2017-02-07 | 2017-02-08 | 2017-02-09 | — | 5.35 | 5.35 | 0.00% | market | 10.00% | -2.80% | 0.73% | -3.53% |
| EMR | 2017-02-07 | 2017-02-08 | 2017-02-09 | — | 62.00 | 62.00 | 0.00% | market | 16.67% | 1.15% | 0.73% | 0.42% |
| GOLD | 2017-02-07 | 2017-02-08 | 2017-02-09 | — | 9.85 | 9.85 | 0.00% | market | 53.85% | 5.48% | 0.73% | 4.76% |
| ALK | 2017-02-08 | 2017-02-09 | 2017-02-10 | — | 97.08 | 97.08 | 0.00% | market | 10.64% | 0.28% | 0.99% | -0.71% |
| ARCB | 2017-02-08 | 2017-02-09 | 2017-02-10 | — | 30.75 | 30.75 | 0.00% | market | 11.54% | 2.60% | 0.99% | 1.61% |
| BCO | 2017-02-08 | 2017-02-09 | 2017-02-10 | — | 50.00 | 50.00 | 0.00% | market | 22.54% | 4.90% | 0.99% | 3.91% |
| BHE | 2017-02-08 | 2017-02-09 | 2017-02-10 | — | 31.25 | 31.25 | 0.00% | market | 9.76% | 2.40% | 0.99% | 1.41% |
| BLKB | 2017-02-08 | 2017-02-09 | 2017-02-10 | — | 67.02 | 67.02 | 0.00% | market | 7.27% | 5.55% | 0.99% | 4.56% |
| CINF | 2017-02-08 | 2017-02-09 | 2017-02-10 | — | 68.25 | 68.25 | 0.00% | market | 13.64% | 4.12% | 0.99% | 3.13% |
| CMP | 2017-02-08 | 2017-02-09 | 2017-02-10 | — | 83.25 | 83.25 | 0.00% | market | 15.38% | -3.96% | 0.99% | -4.95% |
| CXW | 2017-02-08 | 2017-02-09 | 2017-02-10 | — | 30.68 | 30.68 | 0.00% | market | 20.93% | 0.36% | 0.99% | -0.63% |
| FORM | 2017-02-08 | 2017-02-09 | 2017-02-10 | — | 12.70 | 12.70 | 0.00% | market | 5.26% | -3.94% | 0.99% | -4.93% |
| AGYS | 2017-02-09 | 2017-02-10 | 2017-02-13 | — | 8.91 | 8.91 | 0.00% | market | 33.33% | 5.74% | 0.77% | 4.97% |
| APPS | 2017-02-09 | 2017-02-10 | 2017-02-13 | — | 0.72 | 0.72 | 0.00% | market | 11.11% | -2.78% | 0.77% | -3.54% |
| ATEN | 2017-02-09 | 2017-02-10 | 2017-02-13 | — | 9.01 | 9.01 | 0.00% | market | 90.96% | 8.55% | 0.77% | 7.78% |
| CCJ | 2017-02-09 | 2017-02-10 | 2017-02-13 | — | 10.90 | 10.90 | 0.00% | market | 189.47% | 7.61% | 0.77% | 6.85% |
| CLF | 2017-02-09 | 2017-02-10 | 2017-02-13 | — | 10.92 | 10.92 | 0.00% | market | 47.83% | 9.16% | 0.77% | 8.39% |
| CMI | 2017-02-09 | 2017-02-10 | 2017-02-13 | — | 150.50 | 150.50 | 0.00% | market | 13.07% | 1.56% | 0.77% | 0.80% |
| COLM | 2017-02-09 | 2017-02-10 | 2017-02-13 | — | 56.01 | 56.01 | 0.00% | market | 9.09% | 3.68% | 0.77% | 2.91% |
| CX | 2017-02-09 | 2017-02-10 | 2017-02-13 | — | 8.67 | 8.67 | 0.00% | market | 44.44% | 0.81% | 0.77% | 0.04% |
| DAN | 2017-02-09 | 2017-02-10 | 2017-02-13 | — | 19.76 | 19.76 | 0.00% | market | 51.28% | -0.25% | 0.77% | -1.02% |
| FET | 2017-02-09 | 2017-02-10 | 2017-02-13 | — | 525.00 | 525.00 | 0.00% | market | 5.88% | -19.24% | 0.77% | -20.00% |
| CBRE | 2017-02-10 | 2017-02-13 | 2017-02-14 | — | 34.34 | 34.34 | 0.00% | market | 16.25% | 2.30% | 0.70% | 1.60% |
| DCH | 2017-02-10 | 2017-02-13 | 2017-02-14 | — | 20.39 | 20.39 | 0.00% | market | 14.71% | -0.15% | 0.70% | -0.85% |
| ESNT | 2017-02-10 | 2017-02-13 | 2017-02-14 | — | 36.92 | 36.92 | 0.00% | market | 7.94% | -0.98% | 0.70% | -1.67% |
| FSV | 2017-02-10 | 2017-02-13 | 2017-02-14 | — | 55.44 | 55.44 | 0.00% | market | 17.14% | 0.40% | 0.70% | -0.30% |
| G | 2017-02-10 | 2017-02-13 | 2017-02-14 | — | 24.30 | 24.30 | 0.00% | market | 10.26% | -2.18% | 0.70% | -2.88% |
| ACGL | 2017-02-13 | 2017-02-14 | 2017-02-15 | — | 30.94 | 30.94 | 0.00% | market | 11.76% | 0.29% | 1.01% | -0.72% |
| AMKR | 2017-02-13 | 2017-02-14 | 2017-02-15 | — | 9.35 | 9.35 | 0.00% | market | 55.56% | 2.67% | 1.01% | 1.66% |
| BRKR | 2017-02-13 | 2017-02-14 | 2017-02-15 | — | 24.28 | 24.28 | 0.00% | market | 24.32% | -0.91% | 1.01% | -1.92% |
| A | 2017-02-14 | 2017-02-15 | 2017-02-16 | — | 51.14 | 51.14 | 0.00% | market | 8.16% | -0.59% | 0.54% | -1.13% |
| BYD | 2017-02-14 | 2017-02-15 | 2017-02-16 | — | 21.25 | 21.25 | 0.00% | market | 65.22% | -4.66% | 0.54% | -5.20% |
| CAE | 2017-02-14 | 2017-02-15 | 2017-02-16 | — | 14.73 | 14.73 | 0.00% | market | 17.65% | 6.04% | 0.54% | 5.50% |
| CRL | 2017-02-14 | 2017-02-15 | 2017-02-16 | — | 88.99 | 88.99 | 0.00% | market | 9.01% | -0.65% | 0.54% | -1.20% |
| DSX | 2017-02-14 | 2017-02-15 | 2017-02-16 | — | 3.85 | 3.85 | 0.00% | market | 5.00% | -1.56% | 0.54% | -2.10% |
| DVN | 2017-02-14 | 2017-02-15 | 2017-02-16 | — | 46.30 | 46.30 | 0.00% | market | 31.58% | -4.73% | 0.54% | -5.27% |
| FANG | 2017-02-14 | 2017-02-15 | 2017-02-16 | — | 111.84 | 111.84 | 0.00% | market | 66.67% | -2.53% | 0.54% | -3.07% |
| GGAL | 2017-02-14 | 2017-02-15 | 2017-02-16 | — | 34.61 | 34.61 | 0.00% | market | 14.29% | -1.04% | 0.54% | -1.58% |
| ADI | 2017-02-15 | 2017-02-16 | 2017-02-17 | — | 81.00 | 81.00 | 0.00% | market | 28.77% | 1.83% | 0.06% | 1.77% |
| AEM | 2017-02-15 | 2017-02-16 | 2017-02-17 | — | 48.12 | 48.12 | 0.00% | market | 100.00% | -2.70% | 0.06% | -2.76% |
| ALKS | 2017-02-15 | 2017-02-16 | 2017-02-17 | — | 56.82 | 56.82 | 0.00% | market | 289.61% | -3.96% | 0.06% | -4.02% |
| AORT | 2017-02-15 | 2017-02-16 | 2017-02-17 | — | 19.10 | 19.10 | 0.00% | market | 33.33% | -9.69% | 0.06% | -9.75% |
| ARR | 2017-02-15 | 2017-02-16 | 2017-02-17 | — | 107.55 | 107.55 | 0.00% | market | 5.97% | 0.93% | 0.06% | 0.87% |
| BG | 2017-02-15 | 2017-02-16 | 2017-02-17 | — | 75.42 | 75.42 | 0.00% | market | 8.28% | 3.13% | 0.06% | 3.07% |
| CHH | 2017-02-15 | 2017-02-16 | 2017-02-17 | — | 58.50 | 58.50 | 0.00% | market | 5.66% | 6.50% | 0.06% | 6.44% |
| CIGI | 2017-02-15 | 2017-02-16 | 2017-02-17 | — | 42.45 | 42.45 | 0.00% | market | 16.19% | 8.95% | 0.06% | 8.89% |
| CPA | 2017-02-15 | 2017-02-16 | 2017-02-17 | — | 99.95 | 99.95 | 0.00% | market | 5.19% | 3.46% | 0.06% | 3.40% |
| CW | 2017-02-15 | 2017-02-16 | 2017-02-17 | — | 97.42 | 97.42 | 0.00% | market | 6.04% | -0.07% | 0.06% | -0.13% |
| DNOW | 2017-02-15 | 2017-02-16 | 2017-02-17 | — | 20.99 | 20.99 | 0.00% | market | 19.44% | -3.00% | 0.06% | -3.06% |
| DX | 2017-02-15 | 2017-02-16 | 2017-02-17 | — | 20.13 | 20.13 | 0.00% | market | 200.00% | 1.04% | 0.06% | 0.98% |
| ETR | 2017-02-15 | 2017-02-16 | 2017-02-17 | — | 35.44 | 35.44 | 0.00% | market | 220.00% | 3.78% | 0.06% | 3.72% |
| GDDY | 2017-02-15 | 2017-02-16 | 2017-02-17 | — | 34.87 | 34.87 | 0.00% | market | 25.00% | 5.22% | 0.06% | 5.16% |
| AGIO | 2017-02-16 | 2017-02-17 | 2017-02-21 | — | 49.86 | 49.86 | 0.00% | market | 13.55% | 1.08% | 1.09% | -0.00% |
| AMN | 2017-02-16 | 2017-02-17 | 2017-02-21 | — | 39.75 | 39.75 | 0.00% | market | 14.81% | 6.29% | 1.09% | 5.20% |
| ANET | 2017-02-16 | 2017-02-17 | 2017-02-21 | — | 6.94 | 6.94 | 0.00% | market | 30.00% | 10.37% | 1.09% | 9.29% |
| CGNX | 2017-02-16 | 2017-02-17 | 2017-02-21 | — | 36.70 | 36.70 | 0.00% | market | 46.67% | 4.60% | 1.09% | 3.52% |
| COHU | 2017-02-16 | 2017-02-17 | 2017-02-21 | — | 15.92 | 15.92 | 0.00% | market | 166.67% | 0.63% | 1.09% | -0.46% |
| CPS | 2017-02-16 | 2017-02-17 | 2017-02-21 | — | 110.00 | 110.00 | 0.00% | market | 20.69% | 7.36% | 1.09% | 6.28% |
| CVE | 2017-02-16 | 2017-02-17 | 2017-02-21 | — | 13.81 | 13.81 | 0.00% | market | 583.33% | 1.88% | 1.09% | 0.80% |
| CVI | 2017-02-16 | 2017-02-17 | 2017-02-21 | — | 18.54 | 18.54 | 0.00% | market | 135.71% | 1.67% | 1.09% | 0.59% |
| CYTK | 2017-02-16 | 2017-02-17 | 2017-02-21 | — | 11.90 | 11.90 | 0.00% | market | 161.54% | -12.61% | 1.09% | -13.69% |
| DVA | 2017-02-16 | 2017-02-17 | 2017-02-21 | — | 65.50 | 65.50 | 0.00% | market | 7.69% | 5.18% | 1.09% | 4.09% |
| ELME | 2017-02-16 | 2017-02-17 | 2017-02-21 | — | 33.63 | 33.63 | 0.00% | market | 133.33% | -1.34% | 1.09% | -2.42% |
| FIVN | 2017-02-16 | 2017-02-17 | 2017-02-21 | — | 17.05 | 17.05 | 0.00% | market | 100.00% | -3.34% | 1.09% | -4.43% |
| FLS | 2017-02-16 | 2017-02-17 | 2017-02-21 | — | 48.50 | 48.50 | 0.00% | market | 10.77% | -0.25% | 1.09% | -1.33% |
| FTS | 2017-02-16 | 2017-02-17 | 2017-02-21 | — | 32.83 | 32.83 | 0.00% | market | 33.33% | 0.09% | 1.09% | -0.99% |
| CYH | 2017-02-20 | 2017-02-21 | 2017-02-22 | — | 8.55 | 8.55 | 0.00% | market | 283.33% | 6.67% | 0.32% | 6.34% |
| DE | 2017-02-17 | 2017-02-21 | 2017-02-22 | — | 110.24 | 110.24 | 0.00% | market | 10.91% | -0.54% | 0.32% | -0.86% |
| AER | 2017-02-21 | 2017-02-22 | 2017-02-23 | — | 47.62 | 47.62 | 0.00% | market | 29.76% | -4.07% | 0.18% | -4.25% |
| AVA | 2017-02-21 | 2017-02-22 | 2017-02-23 | — | 39.20 | 39.20 | 0.00% | market | 8.77% | -0.13% | 0.18% | -0.31% |
| CHEF | 2017-02-21 | 2017-02-22 | 2017-02-23 | — | 15.90 | 15.90 | 0.00% | market | 5.88% | -9.75% | 0.18% | -9.93% |
| DAC | 2017-02-21 | 2017-02-22 | 2017-02-23 | — | 36.40 | 36.40 | 0.00% | market | 5.00% | -3.85% | 0.18% | -4.02% |
| EHC | 2017-02-21 | 2017-02-22 | 2017-02-23 | — | 33.46 | 33.46 | 0.00% | market | 16.13% | -0.51% | 0.18% | -0.69% |
| EIX | 2017-02-21 | 2017-02-22 | 2017-02-23 | — | 77.50 | 77.50 | 0.00% | market | 7.37% | 0.52% | 0.18% | 0.34% |
| EXR | 2017-02-21 | 2017-02-22 | 2017-02-23 | — | 78.63 | 78.63 | 0.00% | market | 6.19% | 0.65% | 0.18% | 0.47% |
| FSLR | 2017-02-21 | 2017-02-22 | 2017-02-23 | — | 35.51 | 35.51 | 0.00% | market | 27.84% | 4.73% | 0.18% | 4.55% |
| ACCO | 2017-02-22 | 2017-02-23 | 2017-02-24 | — | 14.30 | 14.30 | 0.00% | market | 6.67% | -1.40% | -0.06% | -1.34% |
| ARCC | 2017-02-22 | 2017-02-23 | 2017-02-24 | — | 17.85 | 17.85 | 0.00% | market | 7.69% | -0.34% | -0.06% | -0.28% |
| AXTI | 2017-02-22 | 2017-02-23 | 2017-02-24 | — | 7.05 | 7.05 | 0.00% | market | 114.29% | 12.77% | -0.06% | 12.83% |
| BBWI | 2017-02-22 | 2017-02-23 | 2017-02-24 | — | 40.81 | 40.81 | 0.00% | market | 6.84% | 0.98% | -0.06% | 1.04% |
| DINO | 2017-02-22 | 2017-02-23 | 2017-02-24 | — | 29.17 | 29.17 | 0.00% | market | 14.29% | -0.79% | -0.06% | -0.73% |
| DORM | 2017-02-22 | 2017-02-23 | 2017-02-24 | — | 76.67 | 76.67 | 0.00% | market | 9.21% | 0.40% | -0.06% | 0.46% |
| EIG | 2017-02-22 | 2017-02-23 | 2017-02-24 | — | 39.10 | 39.10 | 0.00% | market | 72.73% | -2.05% | -0.06% | -1.99% |
| ESRT | 2017-02-22 | 2017-02-23 | 2017-02-24 | — | 21.64 | 21.64 | 0.00% | market | 13.64% | 0.65% | -0.06% | 0.71% |
| FPI | 2017-02-22 | 2017-02-23 | 2017-02-24 | — | 11.00 | 11.00 | 0.00% | market | 940.00% | 3.73% | -0.06% | 3.79% |
| GDOT | 2017-02-22 | 2017-02-23 | 2017-02-24 | — | 27.80 | 27.80 | 0.00% | market | 26.67% | 6.04% | -0.06% | 6.10% |
| GEO | 2017-02-22 | 2017-02-23 | 2017-02-24 | — | 31.83 | 31.83 | 0.00% | market | 35.29% | 2.47% | -0.06% | 2.53% |
| AAOI | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 42.11 | 42.11 | 0.00% | market | 12.00% | 12.70% | 0.70% | 12.00% |
| ACHC | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 44.99 | 44.99 | 0.00% | market | 7.27% | -0.44% | 0.70% | -1.15% |
| ADC | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 48.96 | 48.96 | 0.00% | market | 31.58% | 2.29% | 0.70% | 1.59% |
| AGO | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 41.90 | 41.90 | 0.00% | market | 54.41% | -0.05% | 0.70% | -0.75% |
| AMH | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 23.38 | 23.38 | 0.00% | market | 73.33% | 1.24% | 0.70% | 0.54% |
| BIDU | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 181.00 | 181.00 | 0.00% | market | 105.38% | -4.44% | 0.70% | -5.14% |
| BIO | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 189.10 | 189.10 | 0.00% | market | 25.00% | 4.09% | 0.70% | 3.39% |
| BL | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 30.02 | 30.02 | 0.00% | market | 33.33% | -1.53% | 0.70% | -2.23% |