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 12: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ABT | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 106.42 | 106.42 | 0.00% | market | 8.89% | 1.29% | 0.82% | 0.47% |
| ALGN | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 424.32 | 424.32 | 0.00% | market | 251.56% | 10.66% | 0.82% | 9.84% |
| AN | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 64.39 | 64.39 | 0.00% | market | 44.24% | -5.81% | 0.82% | -6.63% |
| APH | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 28.78 | 28.78 | 0.00% | market | 22.73% | 4.03% | 0.82% | 3.21% |
| ARR | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 47.75 | 47.75 | 0.00% | market | 414.71% | 4.08% | 0.82% | 3.26% |
| AVY | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 138.59 | 138.59 | 0.00% | market | 24.84% | 2.27% | 0.82% | 1.45% |
| AXTA | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 27.50 | 27.50 | 0.00% | market | 78.79% | -2.65% | 0.82% | -3.48% |
| BANR | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 38.00 | 38.00 | 0.00% | market | 25.61% | 2.84% | 0.82% | 2.02% |
| BIIB | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 268.75 | 268.75 | 0.00% | market | 9.68% | -1.40% | 0.82% | -2.22% |
| BKR | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 14.17 | 14.17 | 0.00% | market | 10.99% | 0.85% | 0.82% | 0.02% |
| BOKF | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 59.19 | 59.19 | 0.00% | market | 40.38% | 5.74% | 0.82% | 4.92% |
| CLB | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 15.00 | 15.00 | 0.00% | market | 14.29% | 2.33% | 0.82% | 1.51% |
| CMG | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 25.84 | 25.84 | 0.00% | market | 14.29% | 3.64% | 0.82% | 2.82% |
| CNS | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 58.32 | 58.32 | 0.00% | market | 11.67% | -0.98% | 0.82% | -1.80% |
| EFX | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 158.15 | 158.15 | 0.00% | market | 16.88% | -3.29% | 0.82% | -4.11% |
| ERIC | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 12.49 | 12.49 | 0.00% | market | 25.00% | -1.04% | 0.82% | -1.86% |
| EVR | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 82.05 | 82.05 | 0.00% | market | 192.11% | 2.57% | 0.82% | 1.75% |
| EW | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 79.74 | 79.74 | 0.00% | market | 15.91% | 0.84% | 0.82% | 0.02% |
| FCFS | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 59.24 | 59.24 | 0.00% | market | 18.00% | -4.61% | 0.82% | -5.43% |
| FR | 2020-10-21 | 2020-10-22 | 2020-10-23 | — | 41.66 | 41.66 | 0.00% | market | 6.52% | 0.86% | 0.82% | 0.04% |
| ABCB | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 30.00 | 30.00 | 0.00% | market | 83.52% | -3.37% | -1.89% | -1.48% |
| ALLE | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 103.15 | 103.15 | 0.00% | market | 36.89% | -2.24% | -1.89% | -0.35% |
| ASB | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 14.20 | 14.20 | 0.00% | market | 26.32% | 0.49% | -1.89% | 2.38% |
| ASR | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 121.10 | 121.10 | 0.00% | market | 220.00% | 0.55% | -1.89% | 2.44% |
| AUB | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 26.68 | 26.68 | 0.00% | market | 57.45% | -1.24% | -1.89% | 0.65% |
| BANC | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 12.24 | 12.24 | 0.00% | market | 60.00% | -0.90% | -1.89% | 0.99% |
| BY | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 14.00 | 14.00 | 0.00% | market | 61.90% | -0.71% | -1.89% | 1.18% |
| CHCO | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 62.07 | 62.07 | 0.00% | market | 42.05% | -0.84% | -1.89% | 1.05% |
| CHKP | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 121.66 | 121.66 | 0.00% | market | 7.19% | -1.36% | -1.89% | 0.53% |
| COF | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 80.48 | 80.48 | 0.00% | market | 137.56% | -6.87% | -1.89% | -4.98% |
| DGX | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 126.43 | 126.43 | 0.00% | market | 15.55% | -1.67% | -1.89% | 0.22% |
| DHR | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 208.47 | 208.47 | 0.00% | market | 25.55% | -0.12% | -1.89% | 1.77% |
| DOW | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 49.52 | 49.52 | 0.00% | market | 51.52% | -4.79% | -1.89% | -2.90% |
| EIG | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 33.40 | 33.40 | 0.00% | market | 17.07% | -2.99% | -1.89% | -1.10% |
| ENTG | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 78.75 | 78.75 | 0.00% | market | 6.35% | -1.93% | -1.89% | -0.04% |
| EQT | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 15.77 | 15.77 | 0.00% | market | 31.82% | -0.89% | -1.89% | 1.00% |
| EWBC | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 39.29 | 39.29 | 0.00% | market | 17.89% | -5.19% | -1.89% | -3.30% |
| FCX | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 18.47 | 18.47 | 0.00% | market | 38.10% | -6.01% | -1.89% | -4.12% |
| FFBC | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 14.70 | 14.70 | 0.00% | market | 15.79% | 0.41% | -1.89% | 2.30% |
| FFIN | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 31.30 | 31.30 | 0.00% | market | 8.82% | 0.70% | -1.89% | 2.59% |
| FITB | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 24.31 | 24.31 | 0.00% | market | 41.67% | -3.54% | -1.89% | -1.65% |
| FLR | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 12.13 | 12.13 | 0.00% | market | 29.63% | -5.94% | -1.89% | -4.05% |
| GBCI | 2020-10-22 | 2020-10-23 | 2020-10-26 | — | 36.94 | 36.94 | 0.00% | market | 28.57% | 0.32% | -1.89% | 2.22% |
| ALV | 2020-10-23 | 2020-10-26 | 2020-10-27 | — | 84.68 | 84.68 | 0.00% | market | 16.54% | -5.51% | -1.14% | -4.37% |
| BCS | 2020-10-23 | 2020-10-26 | 2020-10-27 | — | 5.80 | 5.80 | 0.00% | market | 17.65% | -5.34% | -1.14% | -4.20% |
| CE | 2020-10-25 | 2020-10-26 | 2020-10-27 | — | 117.00 | 117.00 | 0.00% | market | 14.04% | -4.18% | -1.14% | -3.04% |
| CLF | 2020-10-23 | 2020-10-26 | 2020-10-27 | — | 8.59 | 8.59 | 0.00% | market | 122.22% | -2.68% | -1.14% | -1.53% |
| CRI | 2020-10-23 | 2020-10-26 | 2020-10-27 | — | 86.54 | 86.54 | 0.00% | market | 24.84% | -0.45% | -1.14% | 0.69% |
| FHB | 2020-10-23 | 2020-10-26 | 2020-10-27 | — | 17.65 | 17.65 | 0.00% | market | 78.57% | -5.21% | -1.14% | -4.07% |
| FHN | 2020-10-23 | 2020-10-26 | 2020-10-27 | — | 10.95 | 10.95 | 0.00% | market | 105.88% | -7.12% | -1.14% | -5.98% |
| AGNC | 2020-10-26 | 2020-10-27 | 2020-10-28 | — | 14.23 | 14.23 | 0.00% | market | 42.11% | -1.41% | -3.86% | 2.45% |
| AMG | 2020-10-26 | 2020-10-27 | 2020-10-28 | — | 79.13 | 79.13 | 0.00% | market | 14.34% | -6.34% | -3.86% | -2.49% |
| AMKR | 2020-10-26 | 2020-10-27 | 2020-10-28 | — | 12.68 | 12.68 | 0.00% | market | 22.58% | -8.83% | -3.86% | -4.98% |
| ARI | 2020-10-26 | 2020-10-27 | 2020-10-28 | — | 9.00 | 9.00 | 0.00% | market | 24.14% | -5.78% | -3.86% | -1.92% |
| ARLP | 2020-10-26 | 2020-10-27 | 2020-10-28 | — | 3.38 | 3.38 | 0.00% | market | 520.00% | -5.03% | -3.86% | -1.17% |
| BOH | 2020-10-26 | 2020-10-27 | 2020-10-28 | — | 60.69 | 60.69 | 0.00% | market | 13.10% | -4.23% | -3.86% | -0.38% |
| BRO | 2020-10-26 | 2020-10-27 | 2020-10-28 | — | 47.25 | 47.25 | 0.00% | market | 20.93% | -6.52% | -3.86% | -2.66% |
| BYD | 2020-10-26 | 2020-10-27 | 2020-10-28 | — | 35.18 | 35.18 | 0.00% | market | 90.00% | -11.20% | -3.86% | -7.34% |
| CATY | 2020-10-26 | 2020-10-27 | 2020-10-28 | — | 24.87 | 24.87 | 0.00% | market | 16.39% | -7.44% | -3.86% | -3.58% |
| CBU | 2020-10-26 | 2020-10-27 | 2020-10-28 | — | 59.82 | 59.82 | 0.00% | market | 23.19% | -6.02% | -3.86% | -2.16% |
| CR | 2020-10-26 | 2020-10-27 | 2020-10-28 | — | 55.64 | 55.64 | 0.00% | market | 31.25% | -9.80% | -3.86% | -5.94% |
| CXT | 2020-10-26 | 2020-10-27 | 2020-10-28 | — | 19.33 | 19.33 | 0.00% | market | 31.25% | -9.83% | -3.86% | -5.97% |
| FBK | 2020-10-26 | 2020-10-27 | 2020-10-28 | — | 30.77 | 30.77 | 0.00% | market | 256.10% | -8.68% | -3.86% | -4.82% |
| FBNC | 2020-10-26 | 2020-10-27 | 2020-10-28 | — | 24.35 | 24.35 | 0.00% | market | 88.37% | -4.15% | -3.86% | -0.29% |
| FIBK | 2020-10-26 | 2020-10-27 | 2020-10-28 | — | 36.24 | 36.24 | 0.00% | market | 10.14% | -0.80% | -3.86% | 3.06% |
| FIX | 2020-10-26 | 2020-10-27 | 2020-10-28 | — | 51.89 | 51.89 | 0.00% | market | 15.53% | -14.78% | -3.86% | -10.93% |
| GABC | 2020-10-26 | 2020-10-27 | 2020-10-28 | — | 30.97 | 30.97 | 0.00% | market | 7.84% | -4.00% | -3.86% | -0.15% |
| ACCO | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 5.81 | 5.81 | 0.00% | market | 26.67% | -3.96% | -0.64% | -3.32% |
| AFL | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 35.84 | 35.84 | 0.00% | market | 24.11% | -4.52% | -0.64% | -3.88% |
| AGYS | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 28.55 | 28.55 | 0.00% | market | 141.67% | -3.85% | -0.64% | -3.21% |
| AKAM | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 101.18 | 101.18 | 0.00% | market | 6.50% | -5.29% | -0.64% | -4.65% |
| AMD | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 78.73 | 78.73 | 0.00% | market | 13.89% | -0.90% | -0.64% | -0.26% |
| ATEN | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 6.91 | 6.91 | 0.00% | market | 30.00% | 3.04% | -0.64% | 3.68% |
| AVTR | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 24.01 | 24.01 | 0.00% | market | 14.29% | -4.21% | -0.64% | -3.57% |
| AWI | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 59.86 | 59.86 | 0.00% | market | 15.05% | 1.24% | -0.64% | 1.87% |
| BLX | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 12.90 | 12.90 | 0.00% | market | 5.41% | -2.48% | -0.64% | -1.84% |
| BP | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 15.00 | 15.00 | 0.00% | market | 133.33% | 1.73% | -0.64% | 2.37% |
| BSBR | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 5.38 | 5.38 | 0.00% | market | 35.71% | 2.04% | -0.64% | 2.68% |
| BUSE | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 18.75 | 18.75 | 0.00% | market | 36.59% | -5.65% | -0.64% | -5.01% |
| CAT | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 153.80 | 153.80 | 0.00% | market | 13.56% | 0.57% | -0.64% | 1.20% |
| CIGI | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 71.33 | 71.33 | 0.00% | market | 45.95% | 0.73% | -0.64% | 1.37% |
| CMI | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 214.80 | 214.80 | 0.00% | market | 46.91% | 1.23% | -0.64% | 1.87% |
| CNC | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 62.76 | 62.76 | 0.00% | market | 29.90% | -7.06% | -0.64% | -6.42% |
| CROX | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 54.12 | 54.12 | 0.00% | market | 34.29% | -0.24% | -0.64% | 0.40% |
| CSGP | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 80.40 | 80.40 | 0.00% | market | 9.52% | 3.02% | -0.64% | 3.66% |
| CSTM | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 9.10 | 9.10 | 0.00% | market | 360.09% | 2.09% | -0.64% | 2.73% |
| CSV | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 24.07 | 24.07 | 0.00% | market | 64.52% | 6.77% | -0.64% | 7.41% |
| CVLT | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 42.30 | 42.30 | 0.00% | market | 28.57% | -5.04% | -0.64% | -4.40% |
| CYH | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 4.98 | 4.98 | 0.00% | market | 80.00% | 19.68% | -0.64% | 20.32% |
| DCOM | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 18.99 | 18.99 | 0.00% | market | 6.94% | 2.21% | -0.64% | 2.85% |
| DTB | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 25.71 | 25.71 | 0.00% | market | 8.47% | -0.58% | -0.64% | 0.05% |
| DTE | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 105.62 | 105.62 | 0.00% | market | 26.09% | -0.54% | -0.64% | 0.10% |
| DTW | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 26.70 | 26.70 | 0.00% | market | 8.47% | -1.27% | -0.64% | -0.64% |
| DXCM | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 91.58 | 91.58 | 0.00% | market | 50.00% | -8.47% | -0.64% | -7.84% |
| ECL | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 185.92 | 185.92 | 0.00% | market | 5.50% | 0.55% | -0.64% | 1.19% |
| EIX | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 58.00 | 58.00 | 0.00% | market | 15.97% | -3.33% | -0.64% | -2.69% |
| ENPH | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 97.29 | 97.29 | 0.00% | market | 25.00% | 5.37% | -0.64% | 6.00% |
| ENVA | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 19.00 | 19.00 | 0.00% | market | 271.25% | -15.00% | -0.64% | -14.36% |
| ESI | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 11.61 | 11.61 | 0.00% | market | 10.00% | -0.17% | -0.64% | 0.47% |
| FELE | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 60.51 | 60.51 | 0.00% | market | 31.75% | -1.34% | -0.64% | -0.70% |
| FSLR | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 92.33 | 92.33 | 0.00% | market | 137.70% | -5.27% | -0.64% | -4.64% |
| FTV | 2020-10-27 | 2020-10-28 | 2020-10-29 | — | 47.51 | 47.51 | 0.00% | market | 6.82% | -1.22% | -0.64% | -0.58% |
| ADP | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 154.67 | 154.67 | 0.00% | market | 43.88% | 2.13% | -0.11% | 2.24% |
| AEM | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 75.97 | 75.97 | 0.00% | market | 14.71% | 4.37% | -0.11% | 4.48% |
| AFG | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 73.05 | 73.05 | 0.00% | market | 58.06% | 2.59% | -0.11% | 2.70% |
| AGI | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 8.36 | 8.36 | 0.00% | market | 25.00% | 9.45% | -0.11% | 9.56% |
| AIN | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 52.83 | 52.83 | 0.00% | market | 47.69% | -3.58% | -0.11% | -3.46% |
| AIT | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 59.78 | 59.78 | 0.00% | market | 39.06% | 2.12% | -0.11% | 2.24% |
| ALG | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 119.62 | 119.62 | 0.00% | market | 26.09% | 0.59% | -0.11% | 0.71% |
| ALGT | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 131.53 | 131.53 | 0.00% | market | 11.02% | 2.46% | -0.11% | 2.57% |
| ALSN | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 36.40 | 36.40 | 0.00% | market | 19.30% | -0.69% | -0.11% | -0.57% |
| AMGN | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 213.63 | 213.63 | 0.00% | market | 14.70% | 1.55% | -0.11% | 1.66% |
| AMP | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 158.98 | 158.98 | 0.00% | market | 8.89% | 1.16% | -0.11% | 1.28% |
| AR | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 3.45 | 3.45 | 0.00% | market | 183.33% | -1.45% | -0.11% | -1.34% |
| ARES | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 42.25 | 42.25 | 0.00% | market | 14.29% | 0.12% | -0.11% | 0.23% |
| AVT | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 24.87 | 24.87 | 0.00% | market | 200.00% | -0.80% | -0.11% | -0.69% |
| AXS | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 44.57 | 44.57 | 0.00% | market | 11.49% | -4.22% | -0.11% | -4.10% |
| AXTI | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 5.72 | 5.72 | 0.00% | market | 100.00% | 4.02% | -0.11% | 4.13% |
| BA | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 148.03 | 148.03 | 0.00% | market | 40.34% | -2.46% | -0.11% | -2.35% |
| BCPC | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 98.04 | 98.04 | 0.00% | market | 18.57% | 1.95% | -0.11% | 2.06% |
| BDC | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 31.07 | 31.07 | 0.00% | market | 24.14% | -0.61% | -0.11% | -0.50% |
| BG | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 58.31 | 58.31 | 0.00% | market | 1135.00% | -2.71% | -0.11% | -2.60% |
| BHE | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 20.75 | 20.75 | 0.00% | market | 14.29% | 0.39% | -0.11% | 0.50% |
| BHR | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 2.24 | 2.24 | 0.00% | market | 62.50% | 8.04% | -0.11% | 8.15% |
| BKU | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 23.96 | 23.96 | 0.00% | market | 9.37% | 5.38% | -0.11% | 5.50% |
| BOOT | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 32.93 | 32.93 | 0.00% | market | 66.67% | -2.76% | -0.11% | -2.65% |
| BPOP | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 40.30 | 40.30 | 0.00% | market | 66.67% | 4.71% | -0.11% | 4.83% |
| BSX | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 33.98 | 33.98 | 0.00% | market | 48.00% | 0.85% | -0.11% | 0.97% |
| BX | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 50.88 | 50.88 | 0.00% | market | 10.53% | -0.90% | -0.11% | -0.79% |
| BXC | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 25.20 | 25.20 | 0.00% | market | 542.70% | -12.78% | -0.11% | -12.66% |
| CACI | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 202.45 | 202.45 | 0.00% | market | 18.01% | 3.00% | -0.11% | 3.12% |
| CASH | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 27.20 | 27.20 | 0.00% | market | 111.11% | 7.87% | -0.11% | 7.98% |
| CCS | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 42.16 | 42.16 | 0.00% | market | 59.14% | -7.87% | -0.11% | -7.76% |
| CDE | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 6.81 | 6.81 | 0.00% | market | 77.78% | 3.82% | -0.11% | 3.93% |
| CGNX | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 70.79 | 70.79 | 0.00% | market | 51.61% | -6.91% | -0.11% | -6.79% |
| CHDN | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 80.95 | 80.95 | 0.00% | market | 57.89% | -7.87% | -0.11% | -7.76% |
| CLS | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 5.96 | 5.96 | 0.00% | market | 33.33% | -1.51% | -0.11% | -1.40% |
| CNMD | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 86.98 | 86.98 | 0.00% | market | 252.00% | -10.36% | -0.11% | -10.25% |
| CODI | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 17.25 | 17.25 | 0.00% | market | 33.33% | 0.23% | -0.11% | 0.35% |
| CTSH | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 74.83 | 74.83 | 0.00% | market | 7.78% | -4.56% | -0.11% | -4.44% |
| CUBI | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 13.55 | 13.55 | 0.00% | market | 48.00% | 1.99% | -0.11% | 2.11% |
| CVEO | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 8.88 | 8.88 | 0.00% | market | 175.00% | -3.38% | -0.11% | -3.27% |
| CW | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 83.68 | 83.68 | 0.00% | market | 20.13% | 0.81% | -0.11% | 0.93% |
| DAN | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 14.50 | 14.50 | 0.00% | market | 32.14% | -3.52% | -0.11% | -3.40% |
| DB | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 9.18 | 9.18 | 0.00% | market | 759.92% | 0.76% | -0.11% | 0.88% |
| DCO | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 32.55 | 32.55 | 0.00% | market | 14.29% | 1.08% | -0.11% | 1.19% |
| DIN | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 55.76 | 55.76 | 0.00% | market | 86.05% | -7.73% | -0.11% | -7.62% |
| DORM | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 87.23 | 87.23 | 0.00% | market | 34.12% | 2.34% | -0.11% | 2.45% |
| DT | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 36.54 | 36.54 | 0.00% | market | 80.00% | -3.37% | -0.11% | -3.25% |
| DX | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 16.62 | 16.62 | 0.00% | market | 29.79% | -1.44% | -0.11% | -1.33% |
| E | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 13.54 | 13.54 | 0.00% | market | 19.45% | 3.25% | -0.11% | 3.36% |
| EAT | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 42.40 | 42.40 | 0.00% | market | 275.00% | 2.69% | -0.11% | 2.80% |
| EBAY | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 49.30 | 49.30 | 0.00% | market | 10.39% | -3.39% | -0.11% | -3.27% |
| EEFT | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 87.85 | 87.85 | 0.00% | market | 115.38% | 1.13% | -0.11% | 1.24% |
| EFOR | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 69.00 | 69.00 | 0.00% | market | 14.41% | -3.36% | -0.11% | -3.25% |
| EHC | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 51.28 | 51.28 | 0.00% | market | 5.41% | -4.93% | -0.11% | -4.82% |
| ENSG | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 57.73 | 57.73 | 0.00% | market | 6.85% | 1.92% | -0.11% | 2.04% |
| EQIX | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 767.74 | 767.74 | 0.00% | market | 7.46% | -4.75% | -0.11% | -4.64% |
| ETSY | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 138.29 | 138.29 | 0.00% | market | 26.67% | -12.07% | -0.11% | -11.96% |
| EXTR | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 4.61 | 4.61 | 0.00% | market | 28.57% | -11.93% | -0.11% | -11.82% |
| F | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 8.17 | 8.17 | 0.00% | market | 242.11% | -5.39% | -0.11% | -5.27% |
| FBIN | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 69.22 | 69.22 | 0.00% | market | 12.26% | -0.16% | -0.11% | -0.05% |
| FORM | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 28.90 | 28.90 | 0.00% | market | 11.43% | -1.90% | -0.11% | -1.79% |
| FRME | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 25.46 | 25.46 | 0.00% | market | 6.35% | 2.55% | -0.11% | 2.67% |
| FSV | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 129.33 | 129.33 | 0.00% | market | 54.55% | 3.73% | -0.11% | 3.85% |
| FVRR | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 161.68 | 161.68 | 0.00% | market | 50.00% | -9.44% | -0.11% | -9.33% |
| GHM | 2020-10-28 | 2020-10-29 | 2020-10-30 | — | 13.67 | 13.67 | 0.00% | market | 285.71% | -3.44% | -0.11% | -3.33% |
| AAPL | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 111.06 | 111.06 | 0.00% | market | 5.80% | -2.06% | 0.58% | -2.65% |
| ABEV | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 2.24 | 2.24 | 0.00% | market | 50.00% | -2.68% | 0.58% | -3.26% |
| ACGL | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 30.85 | 30.85 | 0.00% | market | 16.00% | 1.69% | 0.58% | 1.10% |
| ACHC | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 33.63 | 33.63 | 0.00% | market | 23.64% | 3.95% | 0.58% | 3.37% |
| ACRE | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 9.41 | 9.41 | 0.00% | market | 47.62% | 3.61% | 0.58% | 3.03% |
| ADM | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 48.00 | 48.00 | 0.00% | market | 25.35% | 1.17% | 0.58% | 0.58% |
| AJG | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 102.44 | 102.44 | 0.00% | market | 17.39% | 3.99% | 0.58% | 3.41% |
| ALKS | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 16.48 | 16.48 | 0.00% | market | 12900.00% | -0.61% | 0.58% | -1.19% |
| AME | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 98.52 | 98.52 | 0.00% | market | 8.60% | 3.81% | 0.58% | 3.22% |
| AMT | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 230.00 | 230.00 | 0.00% | market | 7.21% | 1.52% | 0.58% | 0.93% |
| AMTB | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 10.00 | 10.00 | 0.00% | market | 33.33% | 3.50% | 0.58% | 2.92% |
| AMZN | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 157.89 | 157.89 | 0.00% | market | 67.57% | -4.86% | 0.58% | -5.44% |
| AOS | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 53.31 | 53.31 | 0.00% | market | 26.92% | -0.86% | 0.58% | -1.45% |
| APPS | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 29.94 | 29.94 | 0.00% | market | 36.36% | 2.27% | 0.58% | 1.69% |
| APTV | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 97.97 | 97.97 | 0.00% | market | 48.68% | -0.09% | 0.58% | -0.68% |
| ARW | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 77.43 | 77.43 | 0.00% | market | 25.30% | 3.06% | 0.58% | 2.48% |
| ATI | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 9.38 | 9.38 | 0.00% | market | 34.48% | 3.20% | 0.58% | 2.61% |
| ATR | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 116.25 | 116.25 | 0.00% | market | 19.05% | 1.67% | 0.58% | 1.08% |
| AX | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 27.03 | 27.03 | 0.00% | market | 29.41% | 5.40% | 0.58% | 4.82% |
| AXGN | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 12.96 | 12.96 | 0.00% | market | 130.77% | -1.00% | 0.58% | -1.59% |
| BALY | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 24.13 | 24.13 | 0.00% | market | 15.79% | 3.11% | 0.58% | 2.52% |
| BAX | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 77.26 | 77.26 | 0.00% | market | 13.70% | 1.83% | 0.58% | 1.24% |
| BBD | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 2.92 | 2.92 | 0.00% | market | 28.57% | 0.00% | 0.58% | -0.58% |
| BC | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 62.97 | 62.97 | 0.00% | market | 30.43% | 2.19% | 0.58% | 1.61% |
| BCO | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 42.68 | 42.68 | 0.00% | market | 95.45% | -0.16% | 0.58% | -0.75% |
| BE | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 13.99 | 13.99 | 0.00% | market | 71.43% | -7.15% | 0.58% | -7.73% |
| BFH | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 40.99 | 40.99 | 0.00% | market | 53.33% | 7.51% | 0.58% | 6.93% |
| BIO | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 567.54 | 567.54 | 0.00% | market | 62.16% | 4.14% | 0.58% | 3.55% |
| BL | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 97.25 | 97.25 | 0.00% | market | 127.27% | 0.20% | 0.58% | -0.39% |
| BLDR | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 32.00 | 32.00 | 0.00% | market | 28.12% | 2.09% | 0.58% | 1.51% |
| BUD | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 53.36 | 53.36 | 0.00% | market | 9.59% | -2.10% | 0.58% | -2.68% |
| BWA | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 31.16 | 31.16 | 0.00% | market | 17.33% | 0.48% | 0.58% | -0.10% |
| BXMT | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 22.08 | 22.08 | 0.00% | market | 8.62% | 0.59% | 0.58% | 0.00% |
| CACC | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 318.80 | 318.80 | 0.00% | market | 138.31% | -4.92% | 0.58% | -5.50% |
| CAKE | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 31.71 | 31.71 | 0.00% | market | 35.29% | -5.68% | 0.58% | -6.26% |
| CAR | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 35.21 | 35.21 | 0.00% | market | 253.12% | -13.32% | 0.58% | -13.90% |
| CARR | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 33.97 | 33.97 | 0.00% | market | 45.65% | 3.33% | 0.58% | 2.74% |
| CBRE | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 50.50 | 50.50 | 0.00% | market | 65.91% | 4.30% | 0.58% | 3.71% |
| CBZ | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 22.28 | 22.28 | 0.00% | market | 20.00% | 3.95% | 0.58% | 3.36% |
| CDNA | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 52.64 | 52.64 | 0.00% | market | 266.67% | -8.89% | 0.58% | -9.48% |
| CFR | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 68.23 | 68.23 | 0.00% | market | 25.00% | 5.38% | 0.58% | 4.79% |
| CG | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 25.55 | 25.55 | 0.00% | market | 11.11% | -0.63% | 0.58% | -1.21% |
| CHE | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 471.33 | 471.33 | 0.00% | market | 22.42% | 2.15% | 0.58% | 1.56% |
| CLBK | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 5.39 | 5.39 | 0.00% | market | 16.66% | 7.42% | 0.58% | 6.84% |
| CMCSA | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 42.47 | 42.47 | 0.00% | market | 27.45% | -2.52% | 0.58% | -3.10% |
| CMS | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 63.19 | 63.19 | 0.00% | market | 6.94% | 1.84% | 0.58% | 1.25% |
| CMSC | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 27.18 | 27.18 | 0.00% | market | 6.29% | 1.25% | 0.58% | 0.67% |
| CNOB | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 15.17 | 15.17 | 0.00% | market | 12.50% | 6.26% | 0.58% | 5.68% |
| CNX | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 10.00 | 10.00 | 0.00% | market | 1432.57% | -2.70% | 0.58% | -3.28% |
| COHU | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 20.71 | 20.71 | 0.00% | market | 35.00% | 10.00% | 0.58% | 9.41% |
| COLB | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 27.36 | 27.36 | 0.00% | market | 53.66% | 8.63% | 0.58% | 8.04% |
| CPAC | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 7.60 | 7.60 | 0.00% | market | 257.78% | 0.00% | 0.58% | -0.58% |
| CPT | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 88.67 | 88.67 | 0.00% | market | 5.93% | 6.59% | 0.58% | 6.00% |
| CRL | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 228.80 | 228.80 | 0.00% | market | 29.44% | 1.76% | 0.58% | 1.17% |
| CTS | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 26.52 | 26.52 | 0.00% | market | 41.67% | 6.15% | 0.58% | 5.56% |
| CVCO | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 170.27 | 170.27 | 0.00% | market | 8.00% | 8.64% | 0.58% | 8.05% |
| CVNA | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 39.86 | 39.86 | 0.00% | market | 93.06% | -7.18% | 0.58% | -7.76% |
| CWST | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 54.71 | 54.71 | 0.00% | market | 27.59% | -0.15% | 0.58% | -0.73% |
| DD | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 72.27 | 72.27 | 0.00% | market | 14.29% | 2.12% | 0.58% | 1.53% |
| DECK | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 43.64 | 43.64 | 0.00% | market | 36.36% | -2.66% | 0.58% | -3.24% |
| DVA | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 85.80 | 85.80 | 0.00% | market | 20.81% | 3.81% | 0.58% | 3.23% |
| DVN | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 8.44 | 8.44 | 0.00% | market | 50.00% | 11.73% | 0.58% | 11.14% |
| EME | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 66.19 | 66.19 | 0.00% | market | 37.50% | 6.92% | 0.58% | 6.33% |
| EMN | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 80.41 | 80.41 | 0.00% | market | 12.14% | 3.62% | 0.58% | 3.03% |
| ENOV | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 46.73 | 46.73 | 0.00% | market | 5.13% | 1.07% | 0.58% | 0.48% |
| ERIE | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 235.31 | 235.31 | 0.00% | market | 14.00% | 0.26% | 0.58% | -0.32% |
| EVTC | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 35.22 | 35.22 | 0.00% | market | 54.76% | -4.46% | 0.58% | -5.04% |
| EXP | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 86.39 | 86.39 | 0.00% | market | 9.19% | 2.69% | 0.58% | 2.10% |
| EXPO | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 72.76 | 72.76 | 0.00% | market | 9.68% | -2.47% | 0.58% | -3.06% |
| FCN | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 95.96 | 95.96 | 0.00% | market | 13.24% | 3.69% | 0.58% | 3.10% |
| FHI | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 23.68 | 23.68 | 0.00% | market | 18.06% | 3.21% | 0.58% | 2.62% |
| FIVN | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 154.60 | 154.60 | 0.00% | market | 50.00% | -6.73% | 0.58% | -7.32% |
| FLEX | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 15.02 | 15.02 | 0.00% | market | 28.57% | -8.39% | 0.58% | -8.97% |
| FMS | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 38.57 | 38.57 | 0.00% | market | 11.11% | -1.22% | 0.58% | -1.80% |
| FND | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 76.17 | 76.17 | 0.00% | market | 36.59% | -1.79% | 0.58% | -2.37% |
| FSS | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 28.87 | 28.87 | 0.00% | market | 10.53% | 1.39% | 0.58% | 0.80% |
| GEO | 2020-10-29 | 2020-10-30 | 2020-11-02 | — | 8.75 | 8.75 | 0.00% | market | 11.67% | 7.89% | 0.58% | 7.30% |
| ABR | 2020-10-30 | 2020-11-02 | 2020-11-03 | — | 12.05 | 12.05 | 0.00% | market | 42.86% | 4.65% | 1.77% | 2.88% |
| ATRO | 2020-10-30 | 2020-11-02 | 2020-11-03 | — | 5.43 | 5.43 | 0.00% | market | 41.67% | 7.00% | 1.77% | 5.23% |
| BAH | 2020-10-30 | 2020-11-02 | 2020-11-03 | — | 79.29 | 79.29 | 0.00% | market | 11.96% | 5.54% | 1.77% | 3.77% |
| BCC | 2020-10-30 | 2020-11-02 | 2020-11-03 | — | 39.32 | 39.32 | 0.00% | market | 54.84% | 7.78% | 1.77% | 6.02% |
| BELFB | 2020-10-30 | 2020-11-02 | 2020-11-03 | — | 11.89 | 11.89 | 0.00% | market | 416.67% | 6.14% | 1.77% | 4.37% |
| BR | 2020-10-30 | 2020-11-02 | 2020-11-03 | — | 138.34 | 138.34 | 0.00% | market | 55.56% | 3.85% | 1.77% | 2.08% |
| CHTR | 2020-10-30 | 2020-11-02 | 2020-11-03 | — | 605.10 | 605.10 | 0.00% | market | 28.71% | -2.17% | 1.77% | -3.93% |
| CL | 2020-10-30 | 2020-11-02 | 2020-11-03 | — | 80.18 | 80.18 | 0.00% | market | 12.86% | 3.65% | 1.77% | 1.89% |
| CVX | 2020-10-30 | 2020-11-02 | 2020-11-03 | — | 70.70 | 70.70 | 0.00% | market | 137.93% | 1.47% | 1.77% | -0.29% |
| DCH | 2020-10-30 | 2020-11-02 | 2020-11-03 | — | 6.84 | 6.84 | 0.00% | market | 360.00% | 5.41% | 1.77% | 3.64% |
| GIC | 2020-10-30 | 2020-11-02 | 2020-11-03 | — | 28.91 | 28.91 | 0.00% | market | 56.10% | 3.56% | 1.77% | 1.80% |
| ACH | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 26.40 | 26.40 | 0.00% | market | 14.08% | -9.66% | 2.95% | -12.61% |
| ADUS | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 105.65 | 105.65 | 0.00% | market | 16.92% | 3.07% | 2.95% | 0.11% |
| AIZ | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 130.49 | 130.49 | 0.00% | market | 50.00% | -3.53% | 2.95% | -6.48% |
| AMRC | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 41.40 | 41.40 | 0.00% | market | 52.00% | -6.67% | 2.95% | -9.62% |
| ANET | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 15.20 | 15.20 | 0.00% | market | 10.91% | 4.61% | 2.95% | 1.65% |
| AROC | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 6.43 | 6.43 | 0.00% | market | 20.00% | -0.47% | 2.95% | -3.42% |
| BRKR | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 43.50 | 43.50 | 0.00% | market | 35.48% | 4.32% | 2.95% | 1.37% |
| BTE | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 0.34 | 0.34 | 0.00% | market | 62.50% | 0.00% | 2.95% | -2.95% |
| BWXT | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 55.73 | 55.73 | 0.00% | market | 17.91% | -2.58% | 2.95% | -5.54% |
| CDW | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 130.05 | 130.05 | 0.00% | market | 22.00% | 2.92% | 2.95% | -0.03% |
| CLX | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 215.99 | 215.99 | 0.00% | market | 38.79% | -1.41% | 2.95% | -4.36% |
| CNA | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 32.00 | 32.00 | 0.00% | market | 18.33% | 0.34% | 2.95% | -2.61% |
| CNO | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 18.68 | 18.68 | 0.00% | market | 61.22% | -0.80% | 2.95% | -3.75% |
| CRUS | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 74.99 | 74.99 | 0.00% | market | 40.00% | -5.53% | 2.95% | -8.49% |
| CSR | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 70.00 | 70.00 | 0.00% | market | 376.00% | -1.61% | 2.95% | -4.57% |
| CWH | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 27.42 | 27.42 | 0.00% | market | 54.90% | 10.10% | 2.95% | 7.15% |
| ECPG | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 32.76 | 32.76 | 0.00% | market | 5.48% | -0.67% | 2.95% | -3.62% |
| EL | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 226.06 | 226.06 | 0.00% | market | 60.00% | 0.75% | 2.95% | -2.20% |
| FANG | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 28.71 | 28.71 | 0.00% | market | 67.57% | -5.54% | 2.95% | -8.49% |
| FE | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 30.36 | 30.36 | 0.00% | market | 6.33% | -4.28% | 2.95% | -7.23% |
| FMC | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 107.23 | 107.23 | 0.00% | market | 9.91% | -2.20% | 2.95% | -5.15% |
| FN | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 64.30 | 64.30 | 0.00% | market | 7.14% | 0.81% | 2.95% | -2.14% |
| G | 2020-11-02 | 2020-11-03 | 2020-11-04 | — | 35.12 | 35.12 | 0.00% | market | 14.29% | 6.92% | 2.95% | 3.97% |
| AGCO | 2020-11-03 | 2020-11-04 | 2020-11-05 | — | 86.24 | 86.24 | 0.00% | market | 113.27% | 5.06% | 2.75% | 2.30% |
| ANDE | 2020-11-03 | 2020-11-04 | 2020-11-05 | — | 21.75 | 21.75 | 0.00% | market | 41.67% | -13.20% | 2.75% | -15.95% |
| ARCB | 2020-11-03 | 2020-11-04 | 2020-11-05 | — | 34.44 | 34.44 | 0.00% | market | 54.43% | 6.36% | 2.75% | 3.61% |
| BHC | 2020-11-03 | 2020-11-04 | 2020-11-05 | — | 16.47 | 16.47 | 0.00% | market | 28.43% | 1.58% | 2.75% | -1.17% |
| CC | 2020-11-03 | 2020-11-04 | 2020-11-05 | — | 21.59 | 21.59 | 0.00% | market | 42.42% | 8.15% | 2.75% | 5.40% |
| CLW | 2020-11-03 | 2020-11-04 | 2020-11-05 | — | 35.50 | 35.50 | 0.00% | market | 15.22% | 1.44% | 2.75% | -1.32% |
| COKE | 2020-11-03 | 2020-11-04 | 2020-11-05 | — | 24.00 | 24.00 | 0.00% | market | 109.62% | 0.62% | 2.75% | -2.13% |
| DAR | 2020-11-03 | 2020-11-04 | 2020-11-05 | — | 44.48 | 44.48 | 0.00% | market | 38.64% | 2.81% | 2.75% | 0.06% |
| EMR | 2020-11-03 | 2020-11-04 | 2020-11-05 | — | 68.67 | 68.67 | 0.00% | market | 17.02% | 2.62% | 2.75% | -0.13% |
| ETN | 2020-11-03 | 2020-11-04 | 2020-11-05 | — | 110.20 | 110.20 | 0.00% | market | 13.46% | -0.35% | 2.75% | -3.11% |
| EXC | 2020-11-03 | 2020-11-04 | 2020-11-05 | — | 30.44 | 30.44 | 0.00% | market | 19.54% | 0.89% | 2.75% | -1.86% |
| EXPD | 2020-11-03 | 2020-11-04 | 2020-11-05 | — | 88.01 | 88.01 | 0.00% | market | 14.29% | -0.68% | 2.75% | -3.43% |
| FOX | 2020-11-03 | 2020-11-04 | 2020-11-05 | — | 27.16 | 27.16 | 0.00% | market | 54.05% | -2.91% | 2.75% | -5.66% |
| FOXA | 2020-11-03 | 2020-11-04 | 2020-11-05 | — | 26.93 | 26.93 | 0.00% | market | 45.68% | -1.19% | 2.75% | -3.94% |
| ACEL | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 10.35 | 10.35 | 0.00% | market | 125.00% | -0.77% | 0.26% | -1.04% |
| ACR | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 6.63 | 6.63 | 0.00% | market | 82.14% | -3.62% | 0.26% | -3.88% |
| ALB | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 96.05 | 96.05 | 0.00% | market | 39.74% | 16.83% | 0.26% | 16.57% |
| ALL | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 93.26 | 93.26 | 0.00% | market | 77.11% | -2.26% | 0.26% | -2.53% |
| ALNT | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 40.99 | 40.99 | 0.00% | market | 57.48% | -2.29% | 0.26% | -2.56% |
| AORT | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 19.41 | 19.41 | 0.00% | market | 388.91% | -11.18% | 0.26% | -11.44% |
| APA | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 9.19 | 9.19 | 0.00% | market | 56.76% | -7.07% | 0.26% | -7.34% |
| ASC | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 2.78 | 2.78 | 0.00% | market | 9.09% | -0.72% | 0.26% | -0.98% |
| AWK | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 160.00 | 160.00 | 0.00% | market | 5.80% | 0.71% | 0.26% | 0.44% |
| CAPL | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 14.55 | 14.55 | 0.00% | market | 81.25% | -1.44% | 0.26% | -1.71% |
| CGAU | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 10.25 | 10.25 | 0.00% | market | 58.14% | 2.24% | 0.26% | 1.98% |
| CIM | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 26.64 | 26.64 | 0.00% | market | 6.45% | -0.68% | 0.26% | -0.94% |
| CLH | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 64.99 | 64.99 | 0.00% | market | 233.33% | 0.03% | 0.26% | -0.23% |
| CPK | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 98.81 | 98.81 | 0.00% | market | 14.29% | 0.00% | 0.26% | -0.26% |
| CTVA | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 33.15 | 33.15 | 0.00% | market | 7.14% | 1.66% | 0.26% | 1.40% |
| CXW | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 6.35 | 6.35 | 0.00% | market | 6.12% | -5.51% | 0.26% | -5.78% |
| CYTK | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 18.01 | 18.01 | 0.00% | market | 91.53% | -5.94% | 0.26% | -6.20% |
| DFIN | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 14.38 | 14.38 | 0.00% | market | 231.58% | -3.76% | 0.26% | -4.02% |
| DHX | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 1.85 | 1.85 | 0.00% | market | 100.00% | -6.49% | 0.26% | -6.75% |
| DK | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 10.58 | 10.58 | 0.00% | market | 25.19% | -0.47% | 0.26% | -0.74% |
| DKL | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 26.51 | 26.51 | 0.00% | market | 23.53% | -4.53% | 0.26% | -4.79% |
| DNOW | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 4.68 | 4.68 | 0.00% | market | 30.43% | -1.50% | 0.26% | -1.76% |
| ELF | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 18.95 | 18.95 | 0.00% | market | 33.33% | 0.74% | 0.26% | 0.48% |
| EQH | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 21.66 | 21.66 | 0.00% | market | 6.90% | 4.34% | 0.26% | 4.08% |
| ET | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 5.52 | 5.52 | 0.00% | market | 30.43% | -7.43% | 0.26% | -7.69% |
| EXPE | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 102.01 | 102.01 | 0.00% | market | 76.09% | 1.24% | 0.26% | 0.97% |
| EXR | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 117.46 | 117.46 | 0.00% | market | 5.65% | -4.04% | 0.26% | -4.30% |
| FNF | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 32.84 | 32.84 | 0.00% | market | 17.46% | -2.22% | 0.26% | -2.49% |
| FNV | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 144.05 | 144.05 | 0.00% | market | 31.15% | 4.62% | 0.26% | 4.35% |
| GDDY | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 81.00 | 81.00 | 0.00% | market | 15.15% | -7.41% | 0.26% | -7.67% |
| GDOT | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 56.67 | 56.67 | 0.00% | market | 127.27% | -2.01% | 0.26% | -2.28% |
| GHC | 2020-11-04 | 2020-11-05 | 2020-11-06 | — | 409.09 | 409.09 | 0.00% | market | 59.60% | 3.79% | 0.26% | 3.53% |
| AAOI | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 8.11 | 8.11 | 0.00% | market | 25.00% | -4.91% | 1.32% | -6.23% |
| ACIW | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 32.55 | 32.55 | 0.00% | market | 178.57% | 4.82% | 1.32% | 3.50% |
| ACLS | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 25.22 | 25.22 | 0.00% | market | 33.33% | -4.72% | 1.32% | -6.04% |
| ACMR | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 29.73 | 29.73 | 0.00% | market | 16.67% | 2.83% | 1.32% | 1.50% |
| ADMA | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 2.02 | 2.02 | 0.00% | market | 9.52% | -10.40% | 1.32% | -11.72% |
| AEIS | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 84.00 | 84.00 | 0.00% | market | 41.88% | 3.23% | 1.32% | 1.90% |
| AFGC | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 27.38 | 27.38 | 0.00% | market | 5.68% | 0.29% | 1.32% | -1.03% |
| AFGD | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 27.70 | 27.70 | 0.00% | market | 5.68% | 0.14% | 1.32% | -1.18% |
| AFGE | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 27.21 | 27.21 | 0.00% | market | 5.68% | 0.22% | 1.32% | -1.10% |
| AIG | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 34.04 | 34.04 | 0.00% | market | 30.65% | 10.22% | 1.32% | 8.90% |
| ALRM | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 68.02 | 68.02 | 0.00% | market | 58.06% | 8.75% | 1.32% | 7.42% |
| AMCR | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 58.60 | 58.60 | 0.00% | market | 6.67% | 2.73% | 1.32% | 1.41% |
| AMN | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 70.00 | 70.00 | 0.00% | market | 18.84% | -10.89% | 1.32% | -12.21% |
| ANIP | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 26.80 | 26.80 | 0.00% | market | 5.43% | -5.93% | 1.32% | -7.26% |
| APPN | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 82.84 | 82.84 | 0.00% | market | 69.61% | 16.63% | 1.32% | 15.31% |
| ARLO | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 5.47 | 5.47 | 0.00% | market | 60.00% | -11.88% | 1.32% | -13.21% |
| ATRC | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 39.85 | 39.85 | 0.00% | market | 67.65% | -3.14% | 1.32% | -4.46% |
| AXON | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 116.01 | 116.01 | 0.00% | market | 100.00% | 7.11% | 1.32% | 5.79% |
| B | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 29.56 | 29.56 | 0.00% | market | 24.23% | -9.00% | 1.32% | -10.32% |
| BABA | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 291.49 | 291.49 | 0.00% | market | 29.90% | -0.33% | 1.32% | -1.65% |
| BALL | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 97.67 | 97.67 | 0.00% | market | 15.58% | -4.80% | 1.32% | -6.13% |
| BATRK | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 22.12 | 22.12 | 0.00% | market | 70.53% | 12.25% | 1.32% | 10.93% |
| BDX | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 180.39 | 180.39 | 0.00% | market | 11.60% | 2.18% | 1.32% | 0.86% |
| BFAM | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 162.00 | 162.00 | 0.00% | market | 104.35% | 6.80% | 1.32% | 5.47% |
| BFS | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 25.21 | 25.21 | 0.00% | market | 10.77% | 12.02% | 1.32% | 10.70% |
| BGS | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 28.49 | 28.49 | 0.00% | market | 12.12% | -6.07% | 1.32% | -7.40% |
| BHF | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 31.86 | 31.86 | 0.00% | market | 26.59% | 15.22% | 1.32% | 13.90% |
| BILL | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 105.88 | 105.88 | 0.00% | market | 50.00% | -8.06% | 1.32% | -9.38% |
| BMRN | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 74.00 | 74.00 | 0.00% | market | 116.00% | 1.47% | 1.32% | 0.15% |
| BMY | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 63.61 | 63.61 | 0.00% | market | 9.40% | 0.74% | 1.32% | -0.58% |
| BRSP | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 5.53 | 5.53 | 0.00% | market | 76.47% | 11.21% | 1.32% | 9.89% |
| BRT | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 12.67 | 12.67 | 0.00% | market | 16.67% | 3.16% | 1.32% | 1.83% |
| CAH | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 53.23 | 53.23 | 0.00% | market | 32.46% | 4.10% | 1.32% | 2.77% |
| CARG | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 23.00 | 23.00 | 0.00% | market | 68.18% | -0.43% | 1.32% | -1.76% |
| CNK | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 8.84 | 8.84 | 0.00% | market | 13.79% | 47.96% | 1.32% | 46.64% |
| CNP | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 22.71 | 22.71 | 0.00% | market | 6.25% | 4.49% | 1.32% | 3.17% |
| CNQ | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 8.41 | 8.41 | 0.00% | market | 542.05% | 19.02% | 1.32% | 17.70% |
| COHR | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 56.04 | 56.04 | 0.00% | market | 52.73% | 0.95% | 1.32% | -0.38% |
| CPRI | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 25.08 | 25.08 | 0.00% | market | 2097.80% | 7.66% | 1.32% | 6.33% |
| CPS | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 23.74 | 23.74 | 0.00% | market | 112.80% | 36.14% | 1.32% | 34.82% |
| CTRE | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 18.56 | 18.56 | 0.00% | market | 15.00% | 1.89% | 1.32% | 0.56% |
| CUBE | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 34.02 | 34.02 | 0.00% | market | 7.32% | -8.17% | 1.32% | -9.49% |
| D | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 83.36 | 83.36 | 0.00% | market | 8.00% | 0.79% | 1.32% | -0.53% |
| DBX | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 19.44 | 19.44 | 0.00% | market | 36.84% | -3.55% | 1.32% | -4.87% |
| DDD | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 6.54 | 6.54 | 0.00% | market | 62.50% | 5.05% | 1.32% | 3.72% |
| DINO | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 18.52 | 18.52 | 0.00% | market | 22.64% | 21.81% | 1.32% | 20.49% |
| DLX | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 25.00 | 25.00 | 0.00% | market | 42.72% | -0.56% | 1.32% | -1.88% |
| DXC | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 20.24 | 20.24 | 0.00% | market | 68.42% | -3.46% | 1.32% | -4.78% |
| EA | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 119.50 | 119.50 | 0.00% | market | 102.09% | -2.12% | 1.32% | -3.44% |
| EBS | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 93.74 | 93.74 | 0.00% | market | 6.83% | -4.32% | 1.32% | -5.64% |
| ECHO | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 24.73 | 24.73 | 0.00% | market | 285.71% | 3.28% | 1.32% | 1.95% |
| EFC | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 13.00 | 13.00 | 0.00% | market | 28.12% | 2.69% | 1.32% | 1.37% |
| EFXT | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 4.05 | 4.05 | 0.00% | market | 71.43% | 0.00% | 1.32% | -1.32% |
| ELVN | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 66.60 | 66.60 | 0.00% | market | 10.28% | 10.93% | 1.32% | 9.61% |
| EOG | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 36.30 | 36.30 | 0.00% | market | 168.75% | 11.05% | 1.32% | 9.72% |
| EPAM | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 348.56 | 348.56 | 0.00% | market | 12.24% | -8.61% | 1.32% | -9.94% |
| ERO | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 13.68 | 13.68 | 0.00% | market | 17.65% | 12.21% | 1.32% | 10.88% |
| EVC | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 2.03 | 2.03 | 0.00% | market | 66.67% | 7.88% | 1.32% | 6.56% |
| EVH | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 11.53 | 11.53 | 0.00% | market | 50.00% | 9.19% | 1.32% | 7.87% |
| EVRG | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 55.30 | 55.30 | 0.00% | market | 10.19% | 4.86% | 1.32% | 3.54% |
| EYE | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 45.76 | 45.76 | 0.00% | market | 100.00% | 5.49% | 1.32% | 4.16% |
| FC | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 20.51 | 20.51 | 0.00% | market | 188.24% | 16.48% | 1.32% | 15.16% |
| FLO | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 24.41 | 24.41 | 0.00% | market | 16.00% | -8.28% | 1.32% | -9.60% |
| FLS | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 31.13 | 31.13 | 0.00% | market | 13.64% | 3.28% | 1.32% | 1.95% |
| FOR | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 19.42 | 19.42 | 0.00% | market | 117.39% | -6.49% | 1.32% | -7.81% |
| FOUR | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 56.12 | 56.12 | 0.00% | market | 66.67% | 11.81% | 1.32% | 10.49% |
| GEN | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 21.50 | 21.50 | 0.00% | market | 9.09% | -9.49% | 1.32% | -10.81% |
| GLP | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 15.75 | 15.75 | 0.00% | market | 291.67% | -3.30% | 1.32% | -4.62% |
| GNL | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 14.79 | 14.79 | 0.00% | market | 6.98% | 5.14% | 1.32% | 3.82% |
| GOOS | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 32.99 | 32.99 | 0.00% | market | 300.00% | 5.76% | 1.32% | 4.44% |
| GTN | 2020-11-05 | 2020-11-06 | 2020-11-09 | — | 14.14 | 14.14 | 0.00% | market | 28.09% | 11.81% | 1.32% | 10.49% |
| AMRX | 2020-11-06 | 2020-11-09 | 2020-11-10 | — | 4.27 | 4.27 | 0.00% | market | 23.08% | -1.87% | -2.73% | 0.85% |
| COTY | 2020-11-06 | 2020-11-09 | 2020-11-10 | — | 4.46 | 4.46 | 0.00% | market | 257.14% | -4.04% | -2.73% | -1.31% |
| CUBB | 2020-11-06 | 2020-11-09 | 2020-11-10 | — | 25.00 | 25.00 | 0.00% | market | 50.75% | 0.60% | -2.73% | 3.33% |
| CVS | 2020-11-06 | 2020-11-09 | 2020-11-10 | — | 69.00 | 69.00 | 0.00% | market | 23.88% | 1.78% | -2.73% | 4.51% |
| CWT | 2020-11-06 | 2020-11-09 | 2020-11-10 | — | 48.30 | 48.30 | 0.00% | market | 74.77% | 10.46% | -2.73% | 13.18% |
| DXPE | 2020-11-06 | 2020-11-09 | 2020-11-10 | — | 17.84 | 17.84 | 0.00% | market | 169.57% | 27.63% | -2.73% | 30.36% |
| ELAN | 2020-11-06 | 2020-11-09 | 2020-11-10 | — | 29.94 | 29.94 | 0.00% | market | 8.33% | 4.24% | -2.73% | 6.97% |
| ESNT | 2020-11-06 | 2020-11-09 | 2020-11-10 | — | 44.88 | 44.88 | 0.00% | market | 12.12% | -1.09% | -2.73% | 1.64% |
| AGM | 2020-11-09 | 2020-11-10 | 2020-11-11 | — | 70.98 | 70.98 | 0.00% | market | 14.22% | -3.71% | 0.90% | -4.60% |
| APPF | 2020-11-09 | 2020-11-10 | 2020-11-11 | — | 147.15 | 147.15 | 0.00% | market | 2170.59% | 1.84% | 0.90% | 0.94% |
| BBDC | 2020-11-09 | 2020-11-10 | 2020-11-11 | — | 8.25 | 8.25 | 0.00% | market | 13.33% | 2.30% | 0.90% | 1.40% |
| BOC | 2020-11-09 | 2020-11-10 | 2020-11-11 | — | 17.95 | 17.95 | 0.00% | market | 316.67% | 6.41% | 0.90% | 5.51% |
| BTU | 2020-11-09 | 2020-11-10 | 2020-11-11 | — | 1.08 | 1.08 | 0.00% | market | 23.26% | -16.69% | 0.90% | -17.59% |
| CARS | 2020-11-09 | 2020-11-10 | 2020-11-11 | — | 9.01 | 9.01 | 0.00% | market | 42.86% | 5.11% | 0.90% | 4.21% |
| CTOS | 2020-11-09 | 2020-11-10 | 2020-11-11 | — | 3.97 | 3.97 | 0.00% | market | 29.17% | 12.09% | 0.90% | 11.19% |
| DHT | 2020-11-09 | 2020-11-10 | 2020-11-11 | — | 5.27 | 5.27 | 0.00% | market | 21.43% | 2.66% | 0.90% | 1.76% |
| DIOD | 2020-11-09 | 2020-11-10 | 2020-11-11 | — | 66.00 | 66.00 | 0.00% | market | 5.08% | -2.77% | 0.90% | -3.67% |
| ESTA | 2020-11-09 | 2020-11-10 | 2020-11-11 | — | 27.61 | 27.61 | 0.00% | market | 48.57% | -5.65% | 0.90% | -6.55% |
| AAP | 2020-11-10 | 2020-11-11 | 2020-11-12 | — | 156.78 | 156.78 | 0.00% | market | 6.84% | -2.37% | -0.90% | -1.48% |
| ALC | 2020-11-10 | 2020-11-11 | 2020-11-12 | — | 66.54 | 66.54 | 0.00% | market | 116.67% | -4.73% | -0.90% | -3.84% |
| APG | 2020-11-10 | 2020-11-11 | 2020-11-12 | — | 10.99 | 10.99 | 0.00% | market | 21.88% | -5.28% | -0.90% | -4.38% |
| ASH | 2020-11-10 | 2020-11-11 | 2020-11-12 | — | 79.49 | 79.49 | 0.00% | market | 25.32% | -3.20% | -0.90% | -2.30% |
| BSY | 2020-11-10 | 2020-11-11 | 2020-11-12 | — | 35.32 | 35.32 | 0.00% | market | 41.67% | -8.69% | -0.90% | -7.80% |
| CAE | 2020-11-10 | 2020-11-11 | 2020-11-12 | — | 22.85 | 22.85 | 0.00% | market | 400.00% | -3.72% | -0.90% | -2.82% |
| DDOG | 2020-11-10 | 2020-11-11 | 2020-11-12 | — | 85.15 | 85.15 | 0.00% | market | 426.32% | 5.71% | -0.90% | 6.60% |
| DHI | 2020-11-10 | 2020-11-11 | 2020-11-12 | — | 72.22 | 72.22 | 0.00% | market | 27.27% | -1.11% | -0.90% | -0.21% |
| DRS | 2020-11-10 | 2020-11-11 | 2020-11-12 | — | 7.49 | 7.49 | 0.00% | market | 150.00% | -0.13% | -0.90% | 0.76% |
| FICO | 2020-11-10 | 2020-11-11 | 2020-11-12 | — | 450.00 | 450.00 | 0.00% | market | 43.81% | 2.60% | -0.90% | 3.50% |
| FPH | 2020-11-10 | 2020-11-11 | 2020-11-12 | — | 5.00 | 5.00 | 0.00% | market | 108.33% | -8.20% | -0.90% | -7.30% |
| GOLD | 2020-11-10 | 2020-11-11 | 2020-11-12 | — | 17.15 | 17.15 | 0.00% | market | 181.82% | -12.48% | -0.90% | -11.58% |
| ARCO | 2020-11-11 | 2020-11-12 | 2020-11-13 | — | 4.71 | 4.71 | 0.00% | market | 12.50% | -2.34% | 0.71% | -3.04% |
| ADCT | 2020-11-12 | 2020-11-13 | 2020-11-16 | — | 34.37 | 34.37 | 0.00% | market | 24.68% | -0.61% | 2.05% | -2.67% |
| AGRO | 2020-11-12 | 2020-11-13 | 2020-11-16 | — | 5.08 | 5.08 | 0.00% | market | 88.24% | 6.30% | 2.05% | 4.24% |
| ALTG | 2020-11-12 | 2020-11-13 | 2020-11-16 | — | 9.10 | 9.10 | 0.00% | market | 200.30% | -7.14% | 2.05% | -9.20% |
| AMAT | 2020-11-12 | 2020-11-13 | 2020-11-16 | — | 72.27 | 72.27 | 0.00% | market | 6.84% | 3.06% | 2.05% | 1.00% |
| AQN | 2020-11-12 | 2020-11-13 | 2020-11-16 | — | 16.40 | 16.40 | 0.00% | market | 7.14% | -4.09% | 2.05% | -6.14% |
| BW | 2020-11-12 | 2020-11-13 | 2020-11-16 | — | 2.75 | 2.75 | 0.00% | market | 260.78% | 4.73% | 2.05% | 2.67% |
| BZH | 2020-11-12 | 2020-11-13 | 2020-11-16 | — | 13.98 | 13.98 | 0.00% | market | 37.93% | 0.64% | 2.05% | -1.41% |
| CELH | 2020-11-12 | 2020-11-13 | 2020-11-16 | — | 10.70 | 10.70 | 0.00% | market | 199.85% | 6.17% | 2.05% | 4.11% |
| CSCO | 2020-11-12 | 2020-11-13 | 2020-11-16 | — | 41.20 | 41.20 | 0.00% | market | 7.04% | 3.25% | 2.05% | 1.20% |
| DAVA | 2020-11-12 | 2020-11-13 | 2020-11-16 | — | 67.60 | 67.60 | 0.00% | market | 25.93% | -6.39% | 2.05% | -8.45% |
| DDS | 2020-11-12 | 2020-11-13 | 2020-11-16 | — | 48.81 | 48.81 | 0.00% | market | 273.26% | 3.05% | 2.05% | 1.00% |
| DGII | 2020-11-12 | 2020-11-13 | 2020-11-16 | — | 18.48 | 18.48 | 0.00% | market | 66.67% | -2.87% | 2.05% | -4.92% |
| DIS | 2020-11-12 | 2020-11-13 | 2020-11-16 | — | 140.90 | 140.90 | 0.00% | market | 70.59% | 2.68% | 2.05% | 0.62% |
| DLB | 2020-11-12 | 2020-11-13 | 2020-11-16 | — | 83.39 | 83.39 | 0.00% | market | 32.35% | 6.67% | 2.05% | 4.61% |
| DLNG | 2020-11-12 | 2020-11-13 | 2020-11-16 | — | 2.35 | 2.35 | 0.00% | market | 10.53% | 7.23% | 2.05% | 5.18% |
| ACM | 2020-11-16 | 2020-11-17 | 2020-11-18 | — | 50.35 | 50.35 | 0.00% | market | 5.26% | -0.18% | -1.03% | 0.85% |
| AP | 2020-11-16 | 2020-11-17 | 2020-11-18 | — | 4.07 | 4.07 | 0.00% | market | 16.67% | 1.23% | -1.03% | 2.25% |
| BEKE | 2020-11-16 | 2020-11-17 | 2020-11-18 | — | 70.10 | 70.10 | 0.00% | market | 53.85% | -12.74% | -1.03% | -11.71% |
| BIDU | 2020-11-16 | 2020-11-17 | 2020-11-18 | — | 145.00 | 145.00 | 0.00% | market | 62.16% | -2.02% | -1.03% | -1.00% |
| EBC | 2020-11-16 | 2020-11-17 | 2020-11-18 | — | 13.89 | 13.89 | 0.00% | market | 21.43% | 3.46% | -1.03% | 4.48% |
| ECC | 2020-11-17 | 2020-11-18 | 2020-11-19 | — | 8.62 | 8.62 | 0.00% | market | 7.69% | 2.44% | -0.87% | 3.30% |
| BBWI | 2020-11-18 | 2020-11-19 | 2020-11-20 | — | 31.79 | 31.79 | 0.00% | market | 1155.56% | 1.60% | -0.08% | 1.68% |
| CPRT | 2020-11-18 | 2020-11-19 | 2020-11-20 | — | 29.16 | 29.16 | 0.00% | market | 17.65% | -1.85% | -0.08% | -1.78% |
| ATKR | 2020-11-19 | 2020-11-20 | 2020-11-23 | — | 34.09 | 34.09 | 0.00% | market | 73.53% | 7.74% | -0.01% | 7.76% |
| BJ | 2020-11-19 | 2020-11-20 | 2020-11-23 | — | 44.05 | 44.05 | 0.00% | market | 43.75% | -1.02% | -0.01% | -1.01% |
| BRBR | 2020-11-19 | 2020-11-20 | 2020-11-23 | — | 20.11 | 20.11 | 0.00% | market | 31.58% | 4.97% | -0.01% | 4.98% |
| BRC | 2020-11-19 | 2020-11-20 | 2020-11-23 | — | 45.24 | 45.24 | 0.00% | market | 12.28% | 0.51% | -0.01% | 0.52% |
| CAL | 2020-11-19 | 2020-11-20 | 2020-11-23 | — | 14.46 | 14.46 | 0.00% | market | 1100.00% | -14.73% | -0.01% | -14.72% |
| ESE | 2020-11-19 | 2020-11-20 | 2020-11-23 | — | 97.30 | 97.30 | 0.00% | market | 18.42% | 2.19% | -0.01% | 2.20% |
| BKE | 2020-11-20 | 2020-11-23 | 2020-11-24 | — | 28.26 | 28.26 | 0.00% | market | 54.55% | -0.46% | 1.66% | -2.12% |
| A | 2020-11-23 | 2020-11-24 | 2020-11-25 | — | 118.96 | 118.96 | 0.00% | market | 7.69% | -3.88% | 0.68% | -4.56% |
| AMBA | 2020-11-23 | 2020-11-24 | 2020-11-25 | — | 70.98 | 70.98 | 0.00% | market | 80.00% | 7.01% | 0.68% | 6.33% |
| AVAL | 2020-11-23 | 2020-11-24 | 2020-11-25 | — | 5.40 | 5.40 | 0.00% | market | 88.89% | 1.85% | 0.68% | 1.17% |
| CBT | 2020-11-23 | 2020-11-24 | 2020-11-25 | — | 44.50 | 44.50 | 0.00% | market | 17.24% | -2.04% | 0.68% | -2.73% |
| CENT | 2020-11-23 | 2020-11-24 | 2020-11-25 | — | 32.14 | 32.14 | 0.00% | market | 516.67% | -1.93% | 0.68% | -2.61% |
| ADI | 2020-11-24 | 2020-11-25 | 2020-11-27 | — | 136.61 | 136.61 | 0.00% | market | 9.09% | 0.83% | 0.15% | 0.69% |
| ADSK | 2020-11-24 | 2020-11-25 | 2020-11-27 | — | 260.99 | 260.99 | 0.00% | market | 9.47% | 4.53% | 0.15% | 4.38% |
| ANF | 2020-11-24 | 2020-11-25 | 2020-11-27 | — | 22.44 | 22.44 | 0.00% | market | 1620.00% | 0.76% | 0.15% | 0.61% |
| BBAR | 2020-11-24 | 2020-11-25 | 2020-11-27 | — | 3.30 | 3.30 | 0.00% | market | 26.67% | 6.36% | 0.15% | 6.21% |
| BBY | 2020-11-24 | 2020-11-25 | 2020-11-27 | — | 114.06 | 114.06 | 0.00% | market | 17.05% | -1.25% | 0.15% | -1.40% |
| BURL | 2020-11-24 | 2020-11-25 | 2020-11-27 | — | 223.83 | 223.83 | 0.00% | market | 52.63% | -1.01% | 0.15% | -1.15% |
| DELL | 2020-11-24 | 2020-11-25 | 2020-11-27 | — | 35.37 | 35.37 | 0.00% | market | 46.04% | 0.00% | 0.15% | -0.15% |
| DKS | 2020-11-24 | 2020-11-25 | 2020-11-27 | — | 58.50 | 58.50 | 0.00% | market | 99.01% | 1.69% | 0.15% | 1.54% |
| DLTR | 2020-11-24 | 2020-11-25 | 2020-11-27 | — | 111.06 | 111.06 | 0.00% | market | 20.87% | -1.04% | 0.15% | -1.19% |
| DE | 2020-11-25 | 2020-11-27 | 2020-11-30 | — | 258.62 | 258.62 | 0.00% | market | 60.40% | 1.16% | -0.49% | 1.65% |
| ADNT | 2020-11-30 | 2020-12-01 | 2020-12-02 | — | 32.99 | 32.99 | 0.00% | market | 19.79% | -0.79% | 0.33% | -1.12% |
| BMA | 2020-11-30 | 2020-12-01 | 2020-12-02 | — | 16.32 | 16.32 | 0.00% | market | 12.07% | 3.68% | 0.33% | 3.34% |
| BMO | 2020-12-01 | 2020-12-02 | 2020-12-03 | — | 74.80 | 74.80 | 0.00% | market | 22.30% | 1.47% | 0.51% | 0.96% |
| BNS | 2020-12-01 | 2020-12-02 | 2020-12-03 | — | 50.56 | 50.56 | 0.00% | market | 19.57% | 2.22% | 0.51% | 1.70% |
| BOX | 2020-12-01 | 2020-12-02 | 2020-12-03 | — | 16.92 | 16.92 | 0.00% | market | 42.86% | -0.41% | 0.51% | -0.93% |
| CRM | 2020-12-01 | 2020-12-02 | 2020-12-03 | — | 225.48 | 225.48 | 0.00% | market | 135.14% | -2.00% | 0.51% | -2.51% |
| CRWD | 2020-12-02 | 2020-12-03 | 2020-12-04 | — | 39.88 | 39.88 | 0.00% | market | 14445.45% | 4.86% | 0.86% | 4.00% |
| DSGX | 2020-12-02 | 2020-12-03 | 2020-12-04 | — | 57.97 | 57.97 | 0.00% | market | 7.14% | -0.52% | 0.86% | -1.38% |
| ESTC | 2020-12-02 | 2020-12-03 | 2020-12-04 | — | 130.55 | 130.55 | 0.00% | market | 85.00% | 9.75% | 0.86% | 8.89% |
| FIVE | 2020-12-02 | 2020-12-03 | 2020-12-04 | — | 160.00 | 160.00 | 0.00% | market | 80.00% | 1.01% | 0.86% | 0.15% |
| BBW | 2020-12-03 | 2020-12-04 | 2020-12-07 | — | 4.56 | 4.56 | 0.00% | market | 374.96% | 0.66% | 0.48% | 0.18% |
| CM | 2020-12-03 | 2020-12-04 | 2020-12-07 | — | 43.10 | 43.10 | 0.00% | market | 11.70% | 1.32% | 0.48% | 0.84% |
| DCI | 2020-12-03 | 2020-12-04 | 2020-12-07 | — | 53.98 | 53.98 | 0.00% | market | 6.67% | 1.04% | 0.48% | 0.56% |
| DG | 2020-12-03 | 2020-12-04 | 2020-12-07 | — | 214.20 | 214.20 | 0.00% | market | 15.50% | -0.39% | 0.48% | -0.87% |
| DOCU | 2020-12-03 | 2020-12-04 | 2020-12-07 | — | 244.83 | 244.83 | 0.00% | market | 83.33% | -5.03% | 0.48% | -5.51% |
| GCO | 2020-12-04 | 2020-12-07 | 2020-12-08 | — | 32.49 | 32.49 | 0.00% | market | 374.19% | 1.85% | 0.31% | 1.54% |
| CASY | 2020-12-07 | 2020-12-08 | 2020-12-09 | — | 185.00 | 185.00 | 0.00% | market | 7.14% | -3.48% | -0.24% | -3.24% |
| AVAV | 2020-12-08 | 2020-12-09 | 2020-12-10 | — | 93.98 | 93.98 | 0.00% | market | 60.00% | -8.01% | -1.12% | -6.89% |
| BNED | 2020-12-08 | 2020-12-09 | 2020-12-10 | — | 381.00 | 381.00 | 0.00% | market | 4882.61% | -1.57% | -1.12% | -0.46% |
| CHWY | 2020-12-08 | 2020-12-09 | 2020-12-10 | — | 78.00 | 78.00 | 0.00% | market | 46.67% | 0.09% | -1.12% | 1.21% |
| AGX | 2020-12-09 | 2020-12-10 | 2020-12-11 | — | 54.14 | 54.14 | 0.00% | market | 87.50% | -13.61% | 0.25% | -13.87% |
| ASAN | 2020-12-09 | 2020-12-10 | 2020-12-11 | — | 31.45 | 31.45 | 0.00% | market | 5.56% | -9.70% | 0.25% | -9.95% |
| CPB | 2020-12-09 | 2020-12-10 | 2020-12-11 | — | 47.21 | 47.21 | 0.00% | market | 12.09% | 0.00% | 0.25% | -0.25% |
| DBI | 2020-12-09 | 2020-12-10 | 2020-12-11 | — | 7.81 | 7.81 | 0.00% | market | 39.53% | -8.32% | 0.25% | -8.58% |
| GEF | 2020-12-09 | 2020-12-10 | 2020-12-11 | — | 49.08 | 49.08 | 0.00% | market | 6.85% | -1.85% | 0.25% | -2.11% |
| ADBE | 2020-12-10 | 2020-12-11 | 2020-12-14 | — | 475.98 | 475.98 | 0.00% | market | 10.00% | 2.19% | -0.07% | 2.26% |
| ASO | 2020-12-10 | 2020-12-11 | 2020-12-14 | — | 17.49 | 17.49 | 0.00% | market | 152.78% | 2.92% | -0.07% | 2.98% |
| COST | 2020-12-10 | 2020-12-11 | 2020-12-14 | — | 379.77 | 379.77 | 0.00% | market | 12.20% | -1.42% | -0.07% | -1.35% |
| FIZZ | 2020-12-10 | 2020-12-11 | 2020-12-14 | — | 43.12 | 43.12 | 0.00% | market | 10.87% | -5.84% | -0.07% | -5.78% |