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 2: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BRC | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 39.10 | 39.10 | 0.00% | market | 14.29% | -0.13% | 0.70% | -0.83% |
| CCO | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 4.55 | 4.55 | 0.00% | market | 366.67% | 4.40% | 0.70% | 3.69% |
| CENX | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 13.04 | 13.04 | 0.00% | market | 25.00% | 7.44% | 0.70% | 6.74% |
| CM | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 45.40 | 45.40 | 0.00% | market | 12.02% | -0.84% | 0.70% | -1.54% |
| CNK | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 42.71 | 42.71 | 0.00% | market | 50.00% | -1.64% | 0.70% | -2.34% |
| CRI | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 86.86 | 86.86 | 0.00% | market | 7.19% | 3.72% | 0.70% | 3.02% |
| CWT | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 36.25 | 36.25 | 0.00% | market | 55.00% | 1.93% | 0.70% | 1.23% |
| EBS | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 31.11 | 31.11 | 0.00% | market | 54.17% | -1.54% | 0.70% | -2.24% |
| ECPG | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 31.30 | 31.30 | 0.00% | market | 7.46% | 11.98% | 0.70% | 11.28% |
| ERIE | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 120.00 | 120.00 | 0.00% | market | 7.41% | -0.82% | 0.70% | -1.52% |
| FTAI | 2017-02-23 | 2017-02-24 | 2017-02-27 | — | 13.24 | 13.24 | 0.00% | market | 211.04% | 0.91% | 0.70% | 0.21% |
| ARES | 2017-02-24 | 2017-02-27 | 2017-02-28 | — | 23.25 | 23.25 | 0.00% | market | 18.92% | -7.10% | -0.07% | -7.02% |
| BCC | 2017-02-24 | 2017-02-27 | 2017-02-28 | — | 25.95 | 25.95 | 0.00% | market | 183.29% | 4.43% | -0.07% | 4.50% |
| ECC | 2017-02-24 | 2017-02-27 | 2017-02-28 | — | 18.89 | 18.89 | 0.00% | market | 9.43% | -0.21% | -0.07% | -0.14% |
| AMT | 2017-02-27 | 2017-02-28 | 2017-03-01 | — | 113.14 | 113.14 | 0.00% | market | 6.52% | 0.62% | 1.31% | -0.70% |
| APPF | 2017-02-27 | 2017-02-28 | 2017-03-01 | — | 26.00 | 26.00 | 0.00% | market | 45.29% | -4.04% | 1.31% | -5.35% |
| ARI | 2017-02-27 | 2017-02-28 | 2017-03-01 | — | 18.06 | 18.06 | 0.00% | market | 11.36% | 1.77% | 1.31% | 0.46% |
| BCRX | 2017-02-27 | 2017-02-28 | 2017-03-01 | — | 5.47 | 5.47 | 0.00% | market | 76.00% | 25.41% | 1.31% | 24.10% |
| BKNG | 2017-02-27 | 2017-02-28 | 2017-03-01 | — | 68.16 | 68.16 | 0.00% | market | 9.23% | 1.72% | 1.31% | 0.40% |
| BWXT | 2017-02-27 | 2017-02-28 | 2017-03-01 | — | 44.50 | 44.50 | 0.00% | market | 24.32% | 7.89% | 1.31% | 6.57% |
| CCU | 2017-02-27 | 2017-02-28 | 2017-03-01 | — | 23.43 | 23.43 | 0.00% | market | 32.35% | 1.02% | 1.31% | -0.29% |
| CRD-A | 2017-02-27 | 2017-02-28 | 2017-03-01 | — | 9.00 | 9.00 | 0.00% | market | 6.25% | -1.00% | 1.31% | -2.31% |
| DK | 2017-02-27 | 2017-02-28 | 2017-03-01 | — | 22.69 | 22.69 | 0.00% | market | 22.81% | 10.49% | 1.31% | 9.18% |
| EOG | 2017-02-27 | 2017-02-28 | 2017-03-01 | — | 99.50 | 99.50 | 0.00% | market | 92.86% | 0.55% | 1.31% | -0.76% |
| EXEL | 2017-02-27 | 2017-02-28 | 2017-03-01 | — | 21.70 | 21.70 | 0.00% | market | 1900.00% | 1.06% | 1.31% | -0.25% |
| GNL | 2017-02-27 | 2017-02-28 | 2017-03-01 | — | 24.66 | 24.66 | 0.00% | market | 5.00% | 1.30% | 1.31% | -0.02% |
| AMBA | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 60.54 | 60.54 | 0.00% | market | 22.67% | -6.31% | -0.05% | -6.26% |
| AMC | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 315.00 | 315.00 | 0.00% | market | 8.82% | -5.56% | -0.05% | -5.51% |
| AR | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 24.40 | 24.40 | 0.00% | market | 15.79% | 0.70% | -0.05% | 0.75% |
| ATRC | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 18.03 | 18.03 | 0.00% | market | 15.62% | 6.38% | -0.05% | 6.43% |
| AXON | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 24.77 | 24.77 | 0.00% | market | 9.09% | -7.27% | -0.05% | -7.22% |
| BHC | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 14.55 | 14.55 | 0.00% | market | 5.00% | -5.50% | -0.05% | -5.45% |
| BLDR | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 13.99 | 13.99 | 0.00% | market | 100.00% | 8.29% | -0.05% | 8.34% |
| BMO | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 76.99 | 76.99 | 0.00% | market | 10.64% | 0.17% | -0.05% | 0.22% |
| CHDN | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 25.88 | 25.88 | 0.00% | market | 10.00% | -2.36% | -0.05% | -2.31% |
| CQP | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 33.19 | 33.19 | 0.00% | market | 657.14% | -1.48% | -0.05% | -1.43% |
| CRM | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 82.87 | 82.87 | 0.00% | market | 12.00% | -0.24% | -0.05% | -0.19% |
| DAR | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 14.10 | 14.10 | 0.00% | market | 38.89% | 0.28% | -0.05% | 0.33% |
| DDD | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 15.27 | 15.27 | 0.00% | market | 25.00% | -4.26% | -0.05% | -4.21% |
| ESI | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 13.67 | 13.67 | 0.00% | market | 11.11% | -3.58% | -0.05% | -3.53% |
| ETSY | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 11.46 | 11.46 | 0.00% | market | 1207.01% | -6.98% | -0.05% | -6.93% |
| EVH | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 19.60 | 19.60 | 0.00% | market | 10.00% | 4.85% | -0.05% | 4.90% |
| FRO | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 7.00 | 7.00 | 0.00% | market | 175.00% | 1.14% | -0.05% | 1.19% |
| FWONA | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 29.92 | 29.92 | 0.00% | market | 200.00% | 2.57% | -0.05% | 2.62% |
| GIC | 2017-02-28 | 2017-03-01 | 2017-03-02 | — | 8.09 | 8.09 | 0.00% | market | 700.00% | 11.25% | -0.05% | 11.30% |
| BBY | 2017-03-01 | 2017-03-02 | 2017-03-03 | — | 42.22 | 42.22 | 0.00% | market | 16.77% | 5.76% | -0.48% | 6.23% |
| BOX | 2017-03-01 | 2017-03-02 | 2017-03-03 | — | 17.86 | 17.86 | 0.00% | market | 23.08% | -5.10% | -0.48% | -4.62% |
| CWST | 2017-03-01 | 2017-03-02 | 2017-03-03 | — | 12.37 | 12.37 | 0.00% | market | 261.13% | 5.42% | -0.48% | 5.89% |
| DCI | 2017-03-01 | 2017-03-02 | 2017-03-03 | — | 46.08 | 46.08 | 0.00% | market | 9.37% | -1.93% | -0.48% | -1.46% |
| DY | 2017-03-01 | 2017-03-02 | 2017-03-03 | — | 96.20 | 96.20 | 0.00% | market | 18.84% | 0.35% | -0.48% | 0.83% |
| E | 2017-03-01 | 2017-03-02 | 2017-03-03 | — | 31.87 | 31.87 | 0.00% | market | 316.67% | 0.88% | -0.48% | 1.35% |
| ABEV | 2017-03-02 | 2017-03-03 | 2017-03-06 | — | 5.42 | 5.42 | 0.00% | market | 12.50% | 0.74% | -0.19% | 0.93% |
| ACIW | 2017-03-02 | 2017-03-03 | 2017-03-06 | — | 22.00 | 22.00 | 0.00% | market | 9.62% | -1.14% | -0.19% | -0.94% |
| ADSK | 2017-03-02 | 2017-03-03 | 2017-03-06 | — | 87.00 | 87.00 | 0.00% | market | 15.15% | -4.67% | -0.19% | -4.47% |
| AMRC | 2017-03-02 | 2017-03-03 | 2017-03-06 | — | 5.90 | 5.90 | 0.00% | market | 61.55% | 2.54% | -0.19% | 2.74% |
| AQN | 2017-03-02 | 2017-03-03 | 2017-03-06 | — | 9.35 | 9.35 | 0.00% | market | 100.00% | -0.53% | -0.19% | -0.34% |
| ATHM | 2017-03-02 | 2017-03-03 | 2017-03-06 | — | 33.21 | 33.21 | 0.00% | market | 45.12% | -1.20% | -0.19% | -1.01% |
| BURL | 2017-03-02 | 2017-03-03 | 2017-03-06 | — | 95.04 | 95.04 | 0.00% | market | 5.33% | -0.82% | -0.19% | -0.63% |
| CNQ | 2017-03-02 | 2017-03-03 | 2017-03-06 | — | 15.22 | 15.22 | 0.00% | market | 55.56% | 2.17% | -0.19% | 2.36% |
| GDS | 2017-03-02 | 2017-03-03 | 2017-03-06 | — | 7.97 | 7.97 | 0.00% | market | 54.51% | 0.25% | -0.19% | 0.44% |
| GHI | 2017-03-03 | 2017-03-06 | 2017-03-07 | — | 17.03 | 17.03 | 0.00% | market | 33.33% | -2.64% | -0.21% | -2.43% |
| ADUS | 2017-03-06 | 2017-03-07 | 2017-03-08 | — | 34.25 | 34.25 | 0.00% | market | 13.16% | -0.15% | -0.34% | 0.19% |
| CORT | 2017-03-06 | 2017-03-07 | 2017-03-08 | — | 9.21 | 9.21 | 0.00% | market | 6.67% | 5.54% | -0.34% | 5.87% |
| ABM | 2017-03-07 | 2017-03-08 | 2017-03-09 | — | 41.00 | 41.00 | 0.00% | market | 15.15% | 3.29% | -0.20% | 3.49% |
| AVAV | 2017-03-07 | 2017-03-08 | 2017-03-09 | — | 27.50 | 27.50 | 0.00% | market | 73.53% | -1.42% | -0.20% | -1.22% |
| AXSM | 2017-03-07 | 2017-03-08 | 2017-03-09 | — | 4.65 | 4.65 | 0.00% | market | 9.52% | 7.53% | -0.20% | 7.73% |
| CWH | 2017-03-08 | 2017-03-09 | 2017-03-10 | — | 33.66 | 33.66 | 0.00% | market | 55.56% | -5.67% | 0.42% | -6.09% |
| ELF | 2017-03-08 | 2017-03-09 | 2017-03-10 | — | 31.03 | 31.03 | 0.00% | market | 35.71% | -10.73% | 0.42% | -11.15% |
| BLFS | 2017-03-09 | 2017-03-10 | 2017-03-13 | — | 2.41 | 2.41 | 0.00% | market | 50.00% | -17.01% | -0.07% | -16.95% |
| CECO | 2017-03-09 | 2017-03-10 | 2017-03-13 | — | 8.31 | 8.31 | 0.00% | market | 75.00% | -2.17% | -0.07% | -2.10% |
| EMBJ | 2017-03-09 | 2017-03-10 | 2017-03-13 | — | 23.91 | 23.91 | 0.00% | market | 44.30% | 0.21% | -0.07% | 0.28% |
| FIZZ | 2017-03-09 | 2017-03-10 | 2017-03-13 | — | 33.96 | 33.96 | 0.00% | market | 36.84% | 7.07% | -0.07% | 7.13% |
| FRPT | 2017-03-09 | 2017-03-10 | 2017-03-13 | — | 9.75 | 9.75 | 0.00% | market | 7.73% | 14.87% | -0.07% | 14.94% |
| GLP | 2017-03-09 | 2017-03-10 | 2017-03-13 | — | 19.15 | 19.15 | 0.00% | market | 79.23% | -0.78% | -0.07% | -0.72% |
| GCO | 2017-03-10 | 2017-03-13 | 2017-03-14 | — | 61.10 | 61.10 | 0.00% | market | 20.79% | -4.99% | -0.30% | -4.69% |
| ACR | 2017-03-13 | 2017-03-14 | 2017-03-15 | — | 21.00 | 21.00 | 0.00% | market | 71.74% | 14.88% | 0.75% | 14.14% |
| CSR | 2017-03-13 | 2017-03-14 | 2017-03-15 | — | 57.80 | 57.80 | 0.00% | market | 433.33% | 2.08% | 0.75% | 1.33% |
| CLDX | 2017-03-14 | 2017-03-15 | 2017-03-16 | — | 50.40 | 50.40 | 0.00% | market | 11.76% | 5.36% | 0.39% | 4.97% |
| DBI | 2017-03-14 | 2017-03-15 | 2017-03-16 | — | 19.67 | 19.67 | 0.00% | market | 25.00% | 4.83% | 0.39% | 4.44% |
| ALRM | 2017-03-15 | 2017-03-16 | 2017-03-17 | — | 33.00 | 33.00 | 0.00% | market | 46.15% | -5.42% | -0.87% | -4.55% |
| ARCO | 2017-03-15 | 2017-03-16 | 2017-03-17 | — | 7.59 | 7.59 | 0.00% | market | 66.67% | -4.48% | -0.87% | -3.61% |
| ADBE | 2017-03-16 | 2017-03-17 | 2017-03-20 | — | 128.45 | 128.45 | 0.00% | market | 8.05% | -1.67% | -0.41% | -1.25% |
| DG | 2017-03-16 | 2017-03-17 | 2017-03-20 | — | 73.31 | 73.31 | 0.00% | market | 5.67% | -2.33% | -0.41% | -1.92% |
| DB | 2017-03-20 | 2017-03-21 | 2017-03-22 | — | 17.71 | 17.71 | 0.00% | market | 350.07% | -3.73% | -1.34% | -2.38% |
| AIR | 2017-03-21 | 2017-03-22 | 2017-03-23 | — | 33.19 | 33.19 | 0.00% | market | 8.33% | 2.89% | 0.11% | 2.78% |
| ASND | 2017-03-22 | 2017-03-23 | 2017-03-24 | — | 29.49 | 29.49 | 0.00% | market | 9.84% | -4.14% | -0.18% | -3.96% |
| CTAS | 2017-03-22 | 2017-03-23 | 2017-03-24 | — | 31.08 | 31.08 | 0.00% | market | 7.69% | 0.64% | -0.18% | 0.82% |
| FNV | 2017-03-22 | 2017-03-23 | 2017-03-24 | — | 64.69 | 64.69 | 0.00% | market | 20.00% | -0.17% | -0.18% | 0.01% |
| CAG | 2017-03-23 | 2017-03-24 | 2017-03-27 | — | 40.49 | 40.49 | 0.00% | market | 9.09% | -0.86% | -0.32% | -0.54% |
| CMC | 2017-03-23 | 2017-03-24 | 2017-03-27 | — | 18.72 | 18.72 | 0.00% | market | 150.00% | -4.43% | -0.32% | -4.11% |
| CCL | 2017-03-28 | 2017-03-29 | 2017-03-30 | — | 59.09 | 59.09 | 0.00% | market | 8.57% | 0.34% | 0.55% | -0.21% |
| AMR | 2017-03-31 | 2017-04-03 | 2017-04-04 | — | 58.85 | 58.85 | 0.00% | market | 1442.86% | 2.62% | -0.14% | 2.75% |
| GBX | 2017-04-05 | 2017-04-06 | 2017-04-07 | — | 47.85 | 47.85 | 0.00% | market | 29.76% | 0.00% | 0.11% | -0.11% |
| AGX | 2017-04-10 | 2017-04-11 | 2017-04-12 | — | 69.05 | 69.05 | 0.00% | market | 59.26% | -6.59% | -0.37% | -6.22% |
| C | 2017-04-13 | 2017-04-17 | 2017-04-18 | — | 58.36 | 58.36 | 0.00% | market | 8.87% | 0.10% | 0.33% | -0.22% |
| CBSH | 2017-04-13 | 2017-04-17 | 2017-04-18 | — | 34.22 | 34.22 | 0.00% | market | 6.25% | 1.49% | 0.33% | 1.16% |
| CE | 2017-04-17 | 2017-04-18 | 2017-04-19 | — | 89.27 | 89.27 | 0.00% | market | 5.85% | -1.67% | -0.12% | -1.55% |
| CTO | 2017-04-17 | 2017-04-18 | 2017-04-19 | — | 14.76 | 14.76 | 0.00% | market | 5.77% | 0.88% | -0.12% | 1.00% |
| BAC | 2017-04-18 | 2017-04-19 | 2017-04-20 | — | 22.92 | 22.92 | 0.00% | market | 17.14% | 0.65% | 0.35% | 0.30% |
| FULT | 2017-04-18 | 2017-04-19 | 2017-04-20 | — | 18.00 | 18.00 | 0.00% | market | 8.70% | 2.50% | 0.35% | 2.15% |
| ABT | 2017-04-19 | 2017-04-20 | 2017-04-21 | — | 43.69 | 43.69 | 0.00% | market | 11.63% | -0.37% | 0.19% | -0.55% |
| ASML | 2017-04-19 | 2017-04-20 | 2017-04-21 | — | 130.10 | 130.10 | 0.00% | market | 10.09% | -0.05% | 0.19% | -0.24% |
| BHE | 2017-04-19 | 2017-04-20 | 2017-04-21 | — | 30.95 | 30.95 | 0.00% | market | 30.77% | 0.16% | 0.19% | -0.03% |
| BMI | 2017-04-19 | 2017-04-20 | 2017-04-21 | — | 38.10 | 38.10 | 0.00% | market | 15.38% | 4.07% | 0.19% | 3.88% |
| CLB | 2017-04-19 | 2017-04-20 | 2017-04-21 | — | 115.25 | 115.25 | 0.00% | market | 7.69% | -2.39% | 0.19% | -2.58% |
| CSX | 2017-04-19 | 2017-04-20 | 2017-04-21 | — | 16.73 | 16.73 | 0.00% | market | 21.43% | 1.14% | 0.19% | 0.95% |
| EWBC | 2017-04-19 | 2017-04-20 | 2017-04-21 | — | 52.49 | 52.49 | 0.00% | market | 18.92% | 3.05% | 0.19% | 2.86% |
| ASB | 2017-04-20 | 2017-04-21 | 2017-04-24 | — | 24.90 | 24.90 | 0.00% | market | 9.37% | 1.81% | 0.82% | 0.99% |
| ASR | 2017-04-20 | 2017-04-21 | 2017-04-24 | — | 181.05 | 181.05 | 0.00% | market | 13.40% | 3.91% | 0.82% | 3.09% |
| BANF | 2017-04-20 | 2017-04-21 | 2017-04-24 | — | 46.90 | 46.90 | 0.00% | market | 19.30% | 6.40% | 0.82% | 5.58% |
| BX | 2017-04-20 | 2017-04-21 | 2017-04-24 | — | 30.59 | 30.59 | 0.00% | market | 20.59% | -0.52% | 0.82% | -1.34% |
| CFG | 2017-04-20 | 2017-04-21 | 2017-04-24 | — | 35.28 | 35.28 | 0.00% | market | 11.76% | 1.62% | 0.82% | 0.80% |
| CVLG | 2017-04-20 | 2017-04-21 | 2017-04-24 | — | 8.52 | 8.52 | 0.00% | market | 33.33% | 17.25% | 0.82% | 16.44% |
| DGX | 2017-04-20 | 2017-04-21 | 2017-04-24 | — | 104.20 | 104.20 | 0.00% | market | 12.71% | -0.11% | 0.82% | -0.92% |
| DOV | 2017-04-20 | 2017-04-21 | 2017-04-24 | — | 64.53 | 64.53 | 0.00% | market | 12.90% | 0.88% | 0.82% | 0.07% |
| FFBC | 2017-04-20 | 2017-04-21 | 2017-04-24 | — | 27.80 | 27.80 | 0.00% | market | 11.43% | 1.62% | 0.82% | 0.80% |
| GATX | 2017-04-20 | 2017-04-21 | 2017-04-24 | — | 62.26 | 62.26 | 0.00% | market | 29.73% | -1.57% | 0.82% | -2.39% |
| CDNA | 2017-04-21 | 2017-04-24 | 2017-04-25 | — | 1.05 | 1.05 | 0.00% | market | 23.53% | -5.71% | 0.58% | -6.29% |
| AA | 2017-04-24 | 2017-04-25 | 2017-04-26 | — | 34.23 | 34.23 | 0.00% | market | 14.55% | 6.49% | 0.21% | 6.28% |
| ADC | 2017-04-24 | 2017-04-25 | 2017-04-26 | — | 50.64 | 50.64 | 0.00% | market | 43.59% | -1.26% | 0.21% | -1.47% |
| AMP | 2017-04-24 | 2017-04-25 | 2017-04-26 | — | 131.85 | 131.85 | 0.00% | market | 7.14% | -2.16% | 0.21% | -2.37% |
| BANR | 2017-04-24 | 2017-04-25 | 2017-04-26 | — | 56.84 | 56.84 | 0.00% | market | 7.35% | 1.37% | 0.21% | 1.17% |
| BOH | 2017-04-24 | 2017-04-25 | 2017-04-26 | — | 83.34 | 83.34 | 0.00% | market | 11.11% | -0.11% | 0.21% | -0.31% |
| CHCO | 2017-04-24 | 2017-04-25 | 2017-04-26 | — | 72.67 | 72.67 | 0.00% | market | 30.00% | 0.15% | 0.21% | -0.05% |
| CR | 2017-04-24 | 2017-04-25 | 2017-04-26 | — | 81.92 | 81.92 | 0.00% | market | 5.00% | -1.79% | 0.21% | -2.00% |
| CXT | 2017-04-24 | 2017-04-25 | 2017-04-26 | — | 28.45 | 28.45 | 0.00% | market | 5.00% | -1.79% | 0.21% | -2.00% |
| FBK | 2017-04-24 | 2017-04-25 | 2017-04-26 | — | 36.37 | 36.37 | 0.00% | market | 16.67% | -1.68% | 0.21% | -1.88% |
| ACGL | 2017-04-25 | 2017-04-26 | 2017-04-27 | — | 32.33 | 32.33 | 0.00% | market | 6.82% | 0.87% | 0.04% | 0.83% |
| AN | 2017-04-25 | 2017-04-26 | 2017-04-27 | — | 43.77 | 43.77 | 0.00% | market | 6.59% | -0.27% | 0.04% | -0.31% |
| ASH | 2017-04-25 | 2017-04-26 | 2017-04-27 | — | 62.41 | 62.41 | 0.00% | market | 11.76% | -3.04% | 0.04% | -3.08% |
| ATI | 2017-04-25 | 2017-04-26 | 2017-04-27 | — | 19.25 | 19.25 | 0.00% | market | 45.45% | -3.58% | 0.04% | -3.62% |
| BPOP | 2017-04-25 | 2017-04-26 | 2017-04-27 | — | 41.04 | 41.04 | 0.00% | market | 8.54% | 3.19% | 0.04% | 3.15% |
| CAT | 2017-04-25 | 2017-04-26 | 2017-04-27 | — | 103.80 | 103.80 | 0.00% | market | 106.45% | -1.08% | 0.04% | -1.12% |
| CENX | 2017-04-25 | 2017-04-26 | 2017-04-27 | — | 13.86 | 13.86 | 0.00% | market | 66.67% | 1.01% | 0.04% | 0.97% |
| CHRW | 2017-04-25 | 2017-04-26 | 2017-04-27 | — | 73.16 | 73.16 | 0.00% | market | 6.17% | -0.48% | 0.04% | -0.52% |
| CMG | 2017-04-25 | 2017-04-26 | 2017-04-27 | — | 9.49 | 9.49 | 0.00% | market | 25.58% | 1.58% | 0.04% | 1.54% |
| CNC | 2017-04-25 | 2017-04-26 | 2017-04-27 | — | 36.95 | 36.95 | 0.00% | market | 5.66% | -1.29% | 0.04% | -1.32% |
| CVBF | 2017-04-25 | 2017-04-26 | 2017-04-27 | — | 21.84 | 21.84 | 0.00% | market | 8.33% | 0.87% | 0.04% | 0.83% |
| EAT | 2017-04-25 | 2017-04-26 | 2017-04-27 | — | 44.24 | 44.24 | 0.00% | market | 10.59% | 0.88% | 0.04% | 0.84% |
| EBF | 2017-04-25 | 2017-04-26 | 2017-04-27 | — | 17.10 | 17.10 | 0.00% | market | 16.67% | 3.51% | 0.04% | 3.47% |
| EW | 2017-04-25 | 2017-04-26 | 2017-04-27 | — | 36.37 | 36.37 | 0.00% | market | 14.81% | 0.50% | 0.04% | 0.47% |
| FBP | 2017-04-25 | 2017-04-26 | 2017-04-27 | — | 5.85 | 5.85 | 0.00% | market | 10.00% | 2.74% | 0.04% | 2.70% |
| FCF | 2017-04-25 | 2017-04-26 | 2017-04-27 | — | 13.31 | 13.31 | 0.00% | market | 5.88% | -0.75% | 0.04% | -0.79% |
| AGNC | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 20.80 | 20.80 | 0.00% | market | 10.34% | 1.30% | -0.29% | 1.59% |
| ALSN | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 39.80 | 39.80 | 0.00% | market | 48.57% | -2.81% | -0.29% | -2.53% |
| AMX | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 15.32 | 15.32 | 0.00% | market | 103.85% | 0.46% | -0.29% | 0.75% |
| AORT | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 17.15 | 17.15 | 0.00% | market | 125.00% | 5.83% | -0.29% | 6.12% |
| APH | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 18.01 | 18.01 | 0.00% | market | 5.88% | 0.39% | -0.29% | 0.68% |
| AVB | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 188.40 | 188.40 | 0.00% | market | 57.80% | 0.76% | -0.29% | 1.05% |
| AVY | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 83.48 | 83.48 | 0.00% | market | 6.73% | -0.32% | -0.29% | -0.03% |
| AXTA | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 32.05 | 32.05 | 0.00% | market | 8.33% | -2.12% | -0.29% | -1.83% |
| AXTI | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 6.60 | 6.60 | 0.00% | market | 117.39% | 2.27% | -0.29% | 2.56% |
| BAX | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 55.65 | 55.65 | 0.00% | market | 11.54% | 0.05% | -0.29% | 0.34% |
| BCO | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 60.65 | 60.65 | 0.00% | market | 46.15% | 1.24% | -0.29% | 1.53% |
| BOKF | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 86.10 | 86.10 | 0.00% | market | 28.57% | -2.10% | -0.29% | -1.81% |
| BSBR | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 8.04 | 8.04 | 0.00% | market | 14.29% | 2.11% | -0.29% | 2.40% |
| CINF | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 72.00 | 72.00 | 0.00% | market | 9.26% | 0.13% | -0.29% | 0.41% |
| CNMD | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 44.01 | 44.01 | 0.00% | market | 11.76% | 11.70% | -0.29% | 11.99% |
| CNO | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 21.35 | 21.35 | 0.00% | market | 13.33% | -1.31% | -0.29% | -1.02% |
| CPF | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 33.49 | 33.49 | 0.00% | market | 10.53% | -6.60% | -0.29% | -6.31% |
| CSGP | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 22.86 | 22.86 | 0.00% | market | 22.22% | 5.38% | -0.29% | 5.67% |
| CUBI | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 31.50 | 31.50 | 0.00% | market | 16.39% | -1.81% | -0.29% | -1.52% |
| DTE | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 89.07 | 89.07 | 0.00% | market | 14.74% | -0.09% | -0.29% | 0.20% |
| EFOR | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 50.00 | 50.00 | 0.00% | market | 7.02% | 3.54% | -0.29% | 3.83% |
| EIG | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 40.25 | 40.25 | 0.00% | market | 14.00% | -0.62% | -0.29% | -0.33% |
| ELME | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 32.54 | 32.54 | 0.00% | market | 50.00% | -2.67% | -0.29% | -2.38% |
| ELV | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 180.27 | 180.27 | 0.00% | market | 21.24% | -1.32% | -0.29% | -1.03% |
| EVR | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 75.90 | 75.90 | 0.00% | market | 6.60% | -2.83% | -0.29% | -2.54% |
| EXR | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 79.70 | 79.70 | 0.00% | market | 5.10% | -5.23% | -0.29% | -4.94% |
| FBIN | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 55.55 | 55.55 | 0.00% | market | 15.22% | -1.94% | -0.29% | -1.66% |
| FISV | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 60.42 | 60.42 | 0.00% | market | 6.78% | -1.41% | -0.29% | -1.12% |
| FSV | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 61.87 | 61.87 | 0.00% | market | 88.89% | 0.42% | -0.29% | 0.71% |
| FTI | 2017-04-26 | 2017-04-27 | 2017-04-28 | — | 24.63 | 24.63 | 0.00% | market | 115.15% | 0.16% | -0.29% | 0.45% |
| AAL | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 44.02 | 44.02 | 0.00% | market | 7.02% | -4.41% | -0.09% | -4.31% |
| ABG | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 63.15 | 63.15 | 0.00% | market | 6.76% | -2.38% | -0.09% | -2.28% |
| AEM | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 44.62 | 44.62 | 0.00% | market | 154.55% | 4.71% | -0.09% | 4.80% |
| AIT | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 67.10 | 67.10 | 0.00% | market | 19.05% | -4.99% | -0.09% | -4.90% |
| ALGN | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 139.79 | 139.79 | 0.00% | market | 26.87% | -4.37% | -0.09% | -4.28% |
| ALLE | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 80.06 | 80.06 | 0.00% | market | 5.80% | -2.95% | -0.09% | -2.86% |
| AMZN | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 47.44 | 47.44 | 0.00% | market | 40.00% | -0.06% | -0.09% | 0.03% |
| AOS | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 53.76 | 53.76 | 0.00% | market | 6.38% | -0.17% | -0.09% | -0.08% |
| ATR | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 80.00 | 80.00 | 0.00% | market | 8.00% | -0.34% | -0.09% | -0.25% |
| AVNT | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 39.72 | 39.72 | 0.00% | market | 9.26% | -2.52% | -0.09% | -2.43% |
| AZN | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 59.30 | 59.30 | 0.00% | market | 31.58% | 2.09% | -0.09% | 2.18% |
| BBD | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 5.38 | 5.38 | 0.00% | market | 16.67% | 3.53% | -0.09% | 3.62% |
| BBW | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 9.60 | 9.60 | 0.00% | market | 410.05% | 13.54% | -0.09% | 13.63% |
| BIDU | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 181.08 | 181.08 | 0.00% | market | 17.65% | -0.56% | -0.09% | -0.47% |
| BMY | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 55.70 | 55.70 | 0.00% | market | 13.51% | 1.10% | -0.09% | 1.19% |
| BSAC | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 23.66 | 23.66 | 0.00% | market | 9.52% | 1.99% | -0.09% | 2.08% |
| BVN | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 11.72 | 11.72 | 0.00% | market | 47.06% | -0.94% | -0.09% | -0.85% |
| BWA | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 37.16 | 37.16 | 0.00% | market | 8.33% | 1.29% | -0.09% | 1.38% |
| CBRE | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 35.89 | 35.89 | 0.00% | market | 30.30% | 1.00% | -0.09% | 1.10% |
| CMCSA | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 39.50 | 39.50 | 0.00% | market | 20.45% | -0.78% | -0.09% | -0.69% |
| CMRE | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 5.19 | 5.19 | 0.00% | market | 9.52% | 9.83% | -0.09% | 9.92% |
| COHU | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 20.80 | 20.80 | 0.00% | market | 45.83% | -1.88% | -0.09% | -1.78% |
| COLM | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 56.26 | 56.26 | 0.00% | market | 24.39% | -0.36% | -0.09% | -0.26% |
| CRI | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 94.29 | 94.29 | 0.00% | market | 15.48% | -4.24% | -0.09% | -4.15% |
| CRS | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 40.01 | 40.01 | 0.00% | market | 33.33% | 0.90% | -0.09% | 0.99% |
| CSTM | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 6.60 | 6.60 | 0.00% | market | 49.97% | 8.33% | -0.09% | 8.43% |
| CUZ | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 31.24 | 31.24 | 0.00% | market | 13.33% | 9.22% | -0.09% | 9.31% |
| CVI | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 17.51 | 17.51 | 0.00% | market | 620.00% | 2.80% | -0.09% | 2.89% |
| CX | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 8.94 | 8.94 | 0.00% | market | 160.00% | 0.34% | -0.09% | 0.43% |
| DD | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 112.83 | 112.83 | 0.00% | market | 5.05% | -1.01% | -0.09% | -0.92% |
| DLX | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 72.64 | 72.64 | 0.00% | market | 8.70% | -0.07% | -0.09% | 0.02% |
| DPZ | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 184.46 | 184.46 | 0.00% | market | 8.62% | -1.25% | -0.09% | -1.15% |
| EHC | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 35.28 | 35.28 | 0.00% | market | 7.69% | 6.60% | -0.09% | 6.70% |
| EME | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 67.80 | 67.80 | 0.00% | market | 35.38% | -2.06% | -0.09% | -1.97% |
| ENTG | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 25.10 | 25.10 | 0.00% | market | 12.00% | 0.80% | -0.09% | 0.89% |
| ENVA | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 15.00 | 15.00 | 0.00% | market | 28.57% | -1.67% | -0.09% | -1.57% |
| ESS | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 243.20 | 243.20 | 0.00% | market | 177.55% | 1.97% | -0.09% | 2.06% |
| F | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 11.51 | 11.51 | 0.00% | market | 11.43% | -0.78% | -0.09% | -0.69% |
| FAF | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 43.52 | 43.52 | 0.00% | market | 20.93% | -1.61% | -0.09% | -1.52% |
| FBNC | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 30.39 | 30.39 | 0.00% | market | 5.13% | -0.46% | -0.09% | -0.37% |
| FCFS | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 52.30 | 52.30 | 0.00% | market | 11.48% | -1.82% | -0.09% | -1.72% |
| FE | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 30.68 | 30.68 | 0.00% | market | 8.45% | -3.98% | -0.09% | -3.88% |
| FET | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 372.00 | 372.00 | 0.00% | market | 12.50% | -13.17% | -0.09% | -13.08% |
| FHI | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 27.76 | 27.76 | 0.00% | market | 6.52% | -5.19% | -0.09% | -5.10% |
| FRME | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 42.38 | 42.38 | 0.00% | market | 7.69% | -0.35% | -0.09% | -0.26% |
| FSS | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 15.73 | 15.73 | 0.00% | market | 16.67% | -0.13% | -0.09% | -0.04% |
| FTV | 2017-04-27 | 2017-04-28 | 2017-05-01 | — | 39.70 | 39.70 | 0.00% | market | 5.26% | -0.98% | -0.09% | -0.89% |
| AGCO | 2017-04-28 | 2017-05-01 | 2017-05-02 | — | 65.40 | 65.40 | 0.00% | market | 88.24% | -1.91% | 0.04% | -1.95% |
| ALV | 2017-04-28 | 2017-05-01 | 2017-05-02 | — | 72.06 | 72.06 | 0.00% | market | 6.45% | -1.35% | 0.04% | -1.38% |
| APO | 2017-04-28 | 2017-05-01 | 2017-05-02 | — | 26.70 | 26.70 | 0.00% | market | 28.12% | 0.00% | 0.04% | -0.04% |
| BCS | 2017-04-28 | 2017-05-01 | 2017-05-02 | — | 10.86 | 10.86 | 0.00% | market | 63.64% | -0.64% | 0.04% | -0.68% |
| BEN | 2017-04-28 | 2017-05-01 | 2017-05-02 | — | 43.27 | 43.27 | 0.00% | market | 10.45% | -1.43% | 0.04% | -1.47% |
| CVX | 2017-04-28 | 2017-05-01 | 2017-05-02 | — | 106.26 | 106.26 | 0.00% | market | 44.71% | -0.85% | 0.04% | -0.88% |
| AEIS | 2017-05-01 | 2017-05-02 | 2017-05-03 | — | 70.90 | 70.90 | 0.00% | market | 8.33% | 3.40% | -0.15% | 3.55% |
| AMD | 2017-05-01 | 2017-05-02 | 2017-05-03 | — | 11.73 | 11.73 | 0.00% | market | 20.00% | -11.42% | -0.15% | -11.27% |
| ARLP | 2017-05-01 | 2017-05-02 | 2017-05-03 | — | 23.40 | 23.40 | 0.00% | market | 61.76% | -1.71% | -0.15% | -1.56% |
| ARR | 2017-05-01 | 2017-05-02 | 2017-05-03 | — | 123.50 | 123.50 | 0.00% | market | 456.45% | 2.63% | -0.15% | 2.78% |
| BWXT | 2017-05-01 | 2017-05-02 | 2017-05-03 | — | 50.51 | 50.51 | 0.00% | market | 19.57% | -1.60% | -0.15% | -1.45% |
| CACC | 2017-05-01 | 2017-05-02 | 2017-05-03 | — | 215.48 | 215.48 | 0.00% | market | 8.01% | 0.26% | -0.15% | 0.42% |
| CC | 2017-05-01 | 2017-05-02 | 2017-05-03 | — | 41.85 | 41.85 | 0.00% | market | 50.00% | -6.74% | -0.15% | -6.59% |
| CGAU | 2017-05-01 | 2017-05-02 | 2017-05-03 | — | 5.30 | 5.30 | 0.00% | market | 81.82% | -1.13% | -0.15% | -0.98% |
| CGNX | 2017-05-01 | 2017-05-02 | 2017-05-03 | — | 42.65 | 42.65 | 0.00% | market | 85.71% | 4.03% | -0.15% | 4.18% |
| CNA | 2017-05-01 | 2017-05-02 | 2017-05-03 | — | 45.90 | 45.90 | 0.00% | market | 7.41% | -1.81% | -0.15% | -1.66% |
| CORT | 2017-05-01 | 2017-05-02 | 2017-05-03 | — | 10.53 | 10.53 | 0.00% | market | 33.33% | -8.36% | -0.15% | -8.21% |
| CYH | 2017-05-01 | 2017-05-02 | 2017-05-03 | — | 9.05 | 9.05 | 0.00% | market | 33.33% | 6.19% | -0.15% | 6.34% |
| EIX | 2017-05-01 | 2017-05-02 | 2017-05-03 | — | 80.43 | 80.43 | 0.00% | market | 22.22% | -2.00% | -0.15% | -1.85% |
| EXEL | 2017-05-01 | 2017-05-02 | 2017-05-03 | — | 24.01 | 24.01 | 0.00% | market | 671.60% | -6.21% | -0.15% | -6.06% |
| FLS | 2017-05-01 | 2017-05-02 | 2017-05-03 | — | 49.92 | 49.92 | 0.00% | market | 25.00% | 0.60% | -0.15% | 0.75% |
| AIZ | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 99.99 | 99.99 | 0.00% | market | 23.03% | 4.48% | -0.00% | 4.48% |
| ALL | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 83.47 | 83.47 | 0.00% | market | 49.09% | 2.52% | -0.00% | 2.52% |
| AME | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 58.90 | 58.90 | 0.00% | market | 5.26% | 2.53% | -0.00% | 2.53% |
| AWR | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 44.22 | 44.22 | 0.00% | market | 6.25% | -1.27% | -0.00% | -1.26% |
| BP | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 34.60 | 34.60 | 0.00% | market | 21.05% | -0.81% | -0.00% | -0.81% |
| CIGI | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 54.50 | 54.50 | 0.00% | market | 37.50% | -4.59% | -0.00% | -4.58% |
| CMI | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 159.45 | 159.45 | 0.00% | market | 30.39% | -2.14% | -0.00% | -2.13% |
| CNX | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 16.08 | 16.08 | 0.00% | market | 54.55% | -7.46% | -0.00% | -7.46% |
| CPS | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 112.01 | 112.01 | 0.00% | market | 17.06% | -2.12% | -0.00% | -2.12% |
| CVS | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 79.11 | 79.11 | 0.00% | market | 6.36% | 2.55% | -0.00% | 2.56% |
| DAN | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 20.22 | 20.22 | 0.00% | market | 70.27% | 0.15% | -0.00% | 0.15% |
| DOC | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 31.48 | 31.48 | 0.00% | market | 6.25% | -5.02% | -0.00% | -5.01% |
| DXCM | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 18.63 | 18.63 | 0.00% | market | 14.29% | 1.13% | -0.00% | 1.13% |
| ENIC | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 5.56 | 5.56 | 0.00% | market | 62.65% | -3.06% | -0.00% | -3.05% |
| EPC | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 74.93 | 74.93 | 0.00% | market | 7.08% | 0.01% | -0.00% | 0.02% |
| EPD | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 27.18 | 27.18 | 0.00% | market | 9.09% | -2.87% | -0.00% | -2.87% |
| ETN | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 76.39 | 76.39 | 0.00% | market | 9.09% | -0.72% | -0.00% | -0.72% |
| FANG | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 99.00 | 99.00 | 0.00% | market | 73.33% | -3.83% | -0.00% | -3.82% |
| FSLR | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 32.50 | 32.50 | 0.00% | market | 292.31% | 5.35% | -0.00% | 5.36% |
| GDDY | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 39.91 | 39.91 | 0.00% | market | 116.67% | -2.61% | -0.00% | -2.60% |
| GEO | 2017-05-02 | 2017-05-03 | 2017-05-04 | — | 31.88 | 31.88 | 0.00% | market | 12.12% | -1.85% | -0.00% | -1.85% |
| ACCO | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 13.80 | 13.80 | 0.00% | market | 366.74% | -5.07% | 0.36% | -5.44% |
| ADEA | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 8.53 | 8.53 | 0.00% | market | 36.36% | -1.06% | 0.36% | -1.42% |
| ADP | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 98.31 | 98.31 | 0.00% | market | 6.50% | 1.00% | 0.36% | 0.63% |
| AFG | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 97.38 | 97.38 | 0.00% | market | 23.36% | 2.17% | 0.36% | 1.80% |
| AIG | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 62.92 | 62.92 | 0.00% | market | 25.93% | -0.33% | 0.36% | -0.70% |
| ALB | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 111.99 | 111.99 | 0.00% | market | 10.53% | -1.77% | 0.36% | -2.13% |
| ALG | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 80.55 | 80.55 | 0.00% | market | 36.36% | 6.07% | 0.36% | 5.71% |
| APTV | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 69.75 | 69.75 | 0.00% | market | 8.90% | 0.92% | 0.36% | 0.56% |
| ARWR | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 1.65 | 1.65 | 0.00% | market | 33.33% | 6.06% | 0.36% | 5.70% |
| ASC | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 7.60 | 7.60 | 0.00% | market | 40.00% | -3.95% | 0.36% | -4.31% |
| ATO | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 80.60 | 80.60 | 0.00% | market | 7.04% | 1.95% | 0.36% | 1.58% |
| AVA | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 40.12 | 40.12 | 0.00% | market | 17.07% | 2.89% | 0.36% | 2.53% |
| BCC | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 29.85 | 29.85 | 0.00% | market | 188.89% | -1.01% | 0.36% | -1.37% |
| CACI | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 120.00 | 120.00 | 0.00% | market | 9.52% | 5.29% | 0.36% | 4.93% |
| CG | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 18.25 | 18.25 | 0.00% | market | 186.84% | -0.82% | 0.36% | -1.19% |
| CMP | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 64.45 | 64.45 | 0.00% | market | 26.00% | 5.04% | 0.36% | 4.68% |
| CNK | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 44.19 | 44.19 | 0.00% | market | 11.48% | -2.33% | 0.36% | -2.70% |
| CRUS | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 65.00 | 65.00 | 0.00% | market | 21.43% | -1.98% | 0.36% | -2.35% |
| CVLT | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 56.35 | 56.35 | 0.00% | market | 11.54% | 0.18% | 0.36% | -0.19% |
| CW | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 95.07 | 95.07 | 0.00% | market | 6.67% | -6.42% | 0.36% | -6.78% |
| CXW | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 33.50 | 33.50 | 0.00% | market | 10.53% | -0.09% | 0.36% | -0.45% |
| DNOW | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 17.75 | 17.75 | 0.00% | market | 34.78% | 0.23% | 0.36% | -0.14% |
| EL | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 91.46 | 91.46 | 0.00% | market | 24.66% | 1.53% | 0.36% | 1.17% |
| ENR | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 56.84 | 56.84 | 0.00% | market | 47.06% | -3.41% | 0.36% | -3.78% |
| EVTC | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 15.20 | 15.20 | 0.00% | market | 15.38% | 8.55% | 0.36% | 8.19% |
| EXC | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 24.21 | 24.21 | 0.00% | market | 6.56% | 1.16% | 0.36% | 0.79% |
| EXK | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 3.06 | 3.06 | 0.00% | market | 150.00% | -5.88% | 0.36% | -6.25% |
| EXTR | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 7.80 | 7.80 | 0.00% | market | 11.11% | 14.23% | 0.36% | 13.87% |
| EZPW | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 8.90 | 8.90 | 0.00% | market | 7.14% | 1.12% | 0.36% | 0.76% |
| FMS | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 45.83 | 45.83 | 0.00% | market | 20.45% | 2.16% | 0.36% | 1.80% |
| FNF | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 28.76 | 28.76 | 0.00% | market | 13.51% | 2.43% | 0.36% | 2.07% |
| FORM | 2017-05-03 | 2017-05-04 | 2017-05-05 | — | 12.50 | 12.50 | 0.00% | market | 20.00% | 14.00% | 0.36% | 13.64% |
| AAOI | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 51.53 | 51.53 | 0.00% | market | 12.24% | 11.37% | 0.20% | 11.18% |
| ACIW | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 22.40 | 22.40 | 0.00% | market | 122.22% | 5.85% | 0.20% | 5.65% |
| ACLS | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 20.50 | 20.50 | 0.00% | market | 38.10% | 4.63% | 0.20% | 4.44% |
| AEE | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 54.95 | 54.95 | 0.00% | market | 7.69% | -0.58% | 0.20% | -0.78% |
| AGIO | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 47.22 | 47.22 | 0.00% | market | 12.85% | 3.81% | 0.20% | 3.62% |
| AGO | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 38.50 | 38.50 | 0.00% | market | 219.40% | 2.88% | 0.20% | 2.69% |
| ANET | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 8.68 | 8.68 | 0.00% | market | 9.52% | 2.76% | 0.20% | 2.57% |
| ATRO | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 24.01 | 24.01 | 0.00% | market | 33.33% | -6.62% | 0.20% | -6.82% |
| BALL | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 40.00 | 40.00 | 0.00% | market | 8.57% | -0.47% | 0.20% | -0.67% |
| BCRX | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 5.76 | 5.76 | 0.00% | market | 5.00% | -7.12% | 0.20% | -7.31% |
| BFAM | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 77.50 | 77.50 | 0.00% | market | 8.93% | 3.28% | 0.20% | 3.08% |
| BGS | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 42.20 | 42.20 | 0.00% | market | 7.41% | -4.74% | 0.20% | -4.94% |
| BIO | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 223.00 | 223.00 | 0.00% | market | 40.00% | -2.31% | 0.20% | -2.51% |
| BL | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 32.75 | 32.75 | 0.00% | market | 33.33% | -4.58% | 0.20% | -4.78% |
| BMRN | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 99.00 | 99.00 | 0.00% | market | 70.00% | -8.36% | 0.20% | -8.56% |
| BTE | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 2.84 | 2.84 | 0.00% | market | 126.67% | 15.14% | 0.20% | 14.94% |
| BTU | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 24.16 | 24.16 | 0.00% | market | 245.18% | 0.17% | 0.20% | -0.03% |
| BZH | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 12.94 | 12.94 | 0.00% | market | 489.10% | 4.48% | 0.20% | 4.29% |
| CABO | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 660.35 | 660.35 | 0.00% | market | 5.45% | 1.22% | 0.20% | 1.02% |
| CCEP | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 39.46 | 39.46 | 0.00% | market | 6.90% | 1.60% | 0.20% | 1.40% |
| CCO | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 4.95 | 4.95 | 0.00% | market | 46.67% | -2.02% | 0.20% | -2.22% |
| CCS | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 27.60 | 27.60 | 0.00% | market | 21.21% | -1.45% | 0.20% | -1.65% |
| CHD | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 50.85 | 50.85 | 0.00% | market | 13.04% | -0.45% | 0.20% | -0.65% |
| CLMT | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 3.85 | 3.85 | 0.00% | market | 88.24% | 2.60% | 0.20% | 2.40% |
| CQP | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 31.04 | 31.04 | 0.00% | market | 150.00% | 1.22% | 0.20% | 1.03% |
| CRC | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 11.30 | 11.30 | 0.00% | market | 18.40% | 17.43% | 0.20% | 17.24% |
| CWH | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 32.73 | 32.73 | 0.00% | market | 11.76% | -3.48% | 0.20% | -3.68% |
| CWST | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 15.21 | 15.21 | 0.00% | market | 114.29% | -2.10% | 0.20% | -2.30% |
| DFIN | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 21.84 | 21.84 | 0.00% | market | 44.83% | 1.74% | 0.20% | 1.54% |
| ED | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 79.43 | 79.43 | 0.00% | market | 6.72% | -0.05% | 0.20% | -0.25% |
| EFC | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 16.60 | 16.60 | 0.00% | market | 16.13% | 1.81% | 0.20% | 1.61% |
| EFXT | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 13.63 | 13.63 | 0.00% | market | 16.67% | 0.00% | 0.20% | -0.20% |
| ENS | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 82.60 | 82.60 | 0.00% | market | 5.79% | 1.62% | 0.20% | 1.43% |
| FRPT | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 12.40 | 12.40 | 0.00% | market | 18.18% | 12.90% | 0.20% | 12.71% |
| GFF | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 22.91 | 22.91 | 0.00% | market | 25.00% | -7.51% | 0.20% | -7.70% |
| GIC | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 14.11 | 14.11 | 0.00% | market | 300.00% | 18.71% | 0.20% | 18.51% |
| GTN | 2017-05-04 | 2017-05-05 | 2017-05-08 | — | 12.85 | 12.85 | 0.00% | market | 133.33% | 1.56% | 0.20% | 1.36% |
| ABR | 2017-05-05 | 2017-05-08 | 2017-05-09 | — | 8.90 | 8.90 | 0.00% | market | 73.68% | -2.25% | -0.13% | -2.12% |
| APPF | 2017-05-05 | 2017-05-08 | 2017-05-09 | — | 27.00 | 27.00 | 0.00% | market | 330.11% | 3.89% | -0.13% | 4.02% |
| CI | 2017-05-05 | 2017-05-08 | 2017-05-09 | — | 160.66 | 160.66 | 0.00% | market | 13.06% | 1.24% | -0.13% | 1.37% |
| CNP | 2017-05-05 | 2017-05-08 | 2017-05-09 | — | 28.04 | 28.04 | 0.00% | market | 8.82% | -2.10% | -0.13% | -1.97% |
| DCH | 2017-05-05 | 2017-05-08 | 2017-05-09 | — | 17.59 | 17.59 | 0.00% | market | 17.05% | 1.88% | -0.13% | 2.01% |
| DRH | 2017-05-05 | 2017-05-08 | 2017-05-09 | — | 11.28 | 11.28 | 0.00% | market | 5.88% | -4.43% | -0.13% | -4.30% |
| ENOV | 2017-05-05 | 2017-05-08 | 2017-05-09 | — | 69.04 | 69.04 | 0.00% | market | 17.98% | -2.37% | -0.13% | -2.24% |
| GHI | 2017-05-05 | 2017-05-08 | 2017-05-09 | — | 17.18 | 17.18 | 0.00% | market | 66.67% | 0.00% | -0.13% | 0.13% |
| AMC | 2017-05-08 | 2017-05-09 | 2017-05-10 | — | 293.00 | 293.00 | 0.00% | market | 462.50% | -4.61% | -0.04% | -4.57% |
| AMPY | 2017-05-08 | 2017-05-09 | 2017-05-10 | — | 14.94 | 14.94 | 0.00% | market | 60.00% | 0.67% | -0.04% | 0.70% |
| AR | 2017-05-08 | 2017-05-09 | 2017-05-10 | — | 21.81 | 21.81 | 0.00% | market | 100.00% | -2.15% | -0.04% | -2.12% |
| BLDR | 2017-05-08 | 2017-05-09 | 2017-05-10 | — | 15.89 | 15.89 | 0.00% | market | 120.00% | -6.29% | -0.04% | -6.26% |
| BSM | 2017-05-08 | 2017-05-09 | 2017-05-10 | — | 16.77 | 16.77 | 0.00% | market | 111.76% | 0.12% | -0.04% | 0.16% |
| CRK | 2017-05-08 | 2017-05-09 | 2017-05-10 | — | 8.65 | 8.65 | 0.00% | market | 5.91% | -2.43% | -0.04% | -2.39% |
| DHT | 2017-05-08 | 2017-05-09 | 2017-05-10 | — | 4.47 | 4.47 | 0.00% | market | 9.52% | 2.01% | -0.04% | 2.05% |
| DK | 2017-05-08 | 2017-05-09 | 2017-05-10 | — | 25.25 | 25.25 | 0.00% | market | 148.48% | -0.55% | -0.04% | -0.52% |
| EGY | 2017-05-08 | 2017-05-09 | 2017-05-10 | — | 1.10 | 1.10 | 0.00% | market | 799.74% | -4.55% | -0.04% | -4.51% |
| ESI | 2017-05-08 | 2017-05-09 | 2017-05-10 | — | 13.60 | 13.60 | 0.00% | market | 14.29% | -1.40% | -0.04% | -1.36% |
| ACM | 2017-05-09 | 2017-05-10 | 2017-05-11 | — | 34.20 | 34.20 | 0.00% | market | 61.82% | -2.89% | -0.00% | -2.89% |
| ACR | 2017-05-09 | 2017-05-10 | 2017-05-11 | — | 23.98 | 23.98 | 0.00% | market | 258.82% | 4.87% | -0.00% | 4.87% |
| AER | 2017-05-09 | 2017-05-10 | 2017-05-11 | — | 46.00 | 46.00 | 0.00% | market | 12.50% | -2.26% | -0.00% | -2.26% |
| ALRM | 2017-05-09 | 2017-05-10 | 2017-05-11 | — | 32.80 | 32.80 | 0.00% | market | 53.33% | 0.70% | -0.00% | 0.71% |
| AON | 2017-05-09 | 2017-05-10 | 2017-05-11 | — | 124.22 | 124.22 | 0.00% | market | 13.28% | 0.06% | -0.00% | 0.07% |
| ARMK | 2017-05-09 | 2017-05-10 | 2017-05-11 | — | 27.15 | 27.15 | 0.00% | market | 7.14% | -1.29% | -0.00% | -1.28% |
| AXON | 2017-05-09 | 2017-05-10 | 2017-05-11 | — | 26.97 | 26.97 | 0.00% | market | 145.01% | -3.60% | -0.00% | -3.59% |
| BKNG | 2017-05-09 | 2017-05-10 | 2017-05-11 | — | 74.15 | 74.15 | 0.00% | market | 11.14% | -2.17% | -0.00% | -2.17% |
| CAMT | 2017-05-09 | 2017-05-10 | 2017-05-11 | — | 4.40 | 4.40 | 0.00% | market | 100.00% | 5.91% | -0.00% | 5.91% |
| DIOD | 2017-05-09 | 2017-05-10 | 2017-05-11 | — | 24.55 | 24.55 | 0.00% | market | 180.00% | 6.76% | -0.00% | 6.77% |
| DIS | 2017-05-09 | 2017-05-10 | 2017-05-11 | — | 109.00 | 109.00 | 0.00% | market | 6.38% | 0.53% | -0.00% | 0.54% |
| DQ | 2017-05-09 | 2017-05-10 | 2017-05-11 | — | 4.45 | 4.45 | 0.00% | market | 58.62% | 7.51% | -0.00% | 7.51% |
| EVH | 2017-05-09 | 2017-05-10 | 2017-05-11 | — | 24.05 | 24.05 | 0.00% | market | 22.22% | 2.08% | -0.00% | 2.08% |
| FNV | 2017-05-09 | 2017-05-10 | 2017-05-11 | — | 68.90 | 68.90 | 0.00% | market | 13.64% | 1.23% | -0.00% | 1.24% |
| FOR | 2017-05-09 | 2017-05-10 | 2017-05-11 | — | 14.10 | 14.10 | 0.00% | market | 480.00% | 0.00% | -0.00% | 0.00% |
| GDOT | 2017-05-09 | 2017-05-10 | 2017-05-11 | — | 35.17 | 35.17 | 0.00% | market | 19.05% | 2.05% | -0.00% | 2.05% |
| GLP | 2017-05-09 | 2017-05-10 | 2017-05-11 | — | 18.75 | 18.75 | 0.00% | market | 1336.66% | 2.40% | -0.00% | 2.40% |
| AGM | 2017-05-10 | 2017-05-11 | 2017-05-12 | — | 64.33 | 64.33 | 0.00% | market | 12.40% | -5.78% | -0.15% | -5.63% |
| ATHM | 2017-05-10 | 2017-05-11 | 2017-05-12 | — | 38.73 | 38.73 | 0.00% | market | 36.36% | -4.26% | -0.15% | -4.11% |
| BR | 2017-05-10 | 2017-05-11 | 2017-05-12 | — | 70.69 | 70.69 | 0.00% | market | 15.00% | 0.54% | -0.15% | 0.69% |
| CCU | 2017-05-10 | 2017-05-11 | 2017-05-12 | — | 25.66 | 25.66 | 0.00% | market | 5.41% | 1.52% | -0.15% | 1.67% |
| CECO | 2017-05-10 | 2017-05-11 | 2017-05-12 | — | 10.64 | 10.64 | 0.00% | market | 11.11% | -3.29% | -0.15% | -3.13% |
| COTY | 2017-05-10 | 2017-05-11 | 2017-05-12 | — | 19.97 | 19.97 | 0.00% | market | 36.36% | -1.95% | -0.15% | -1.80% |
| CRL | 2017-05-10 | 2017-05-11 | 2017-05-12 | — | 89.99 | 89.99 | 0.00% | market | 13.16% | -1.90% | -0.15% | -1.75% |
| CROX | 2017-05-10 | 2017-05-11 | 2017-05-12 | — | 7.29 | 7.29 | 0.00% | market | 319.05% | -6.17% | -0.15% | -6.02% |
| E | 2017-05-10 | 2017-05-11 | 2017-05-12 | — | 32.37 | 32.37 | 0.00% | market | 104.55% | 0.62% | -0.15% | 0.77% |
| ECHO | 2017-05-10 | 2017-05-11 | 2017-05-12 | — | 46.56 | 46.56 | 0.00% | market | 100.00% | -1.22% | -0.15% | -1.07% |
| ELF | 2017-05-10 | 2017-05-11 | 2017-05-12 | — | 27.06 | 27.06 | 0.00% | market | 80.00% | -0.11% | -0.15% | 0.04% |
| FSK | 2017-05-10 | 2017-05-11 | 2017-05-12 | — | 38.20 | 38.20 | 0.00% | market | 30.00% | -2.09% | -0.15% | -1.94% |
| AQN | 2017-05-11 | 2017-05-12 | 2017-05-15 | — | 9.73 | 9.73 | 0.00% | market | 11.76% | 0.41% | 0.51% | -0.09% |
| ASIX | 2017-05-11 | 2017-05-12 | 2017-05-15 | — | 28.95 | 28.95 | 0.00% | market | 104.65% | 8.57% | 0.51% | 8.06% |
| BBAR | 2017-05-12 | 2017-05-15 | 2017-05-16 | — | 18.05 | 18.05 | 0.00% | market | 39.02% | 1.05% | 0.25% | 0.80% |
| BAK | 2017-05-15 | 2017-05-16 | 2017-05-17 | — | 21.45 | 21.45 | 0.00% | market | 593.12% | -5.41% | -2.00% | -3.40% |
| DXPE | 2017-05-15 | 2017-05-16 | 2017-05-17 | — | 37.00 | 37.00 | 0.00% | market | 142.86% | 5.14% | -2.00% | 7.14% |
| CIG | 2017-05-16 | 2017-05-17 | 2017-05-18 | — | 2.16 | 2.16 | 0.00% | market | 123.10% | -24.07% | -1.38% | -22.70% |
| CIG-C | 2017-05-16 | 2017-05-17 | 2017-05-18 | — | 1.52 | 1.52 | 0.00% | market | 91.23% | -17.76% | -1.38% | -16.38% |
| BBWI | 2017-05-17 | 2017-05-18 | 2017-05-19 | — | 41.85 | 41.85 | 0.00% | market | 13.79% | -5.40% | 1.09% | -6.49% |
| EQNR | 2017-05-17 | 2017-05-18 | 2017-05-19 | — | 17.76 | 17.76 | 0.00% | market | 36.00% | 2.65% | 1.09% | 1.55% |
| ADSK | 2017-05-18 | 2017-05-19 | 2017-05-22 | — | 108.00 | 108.00 | 0.00% | market | 27.27% | 4.96% | 0.92% | 4.04% |
| CRM | 2017-05-18 | 2017-05-19 | 2017-05-22 | — | 90.95 | 90.95 | 0.00% | market | 7.69% | -2.21% | 0.92% | -3.13% |
| DE | 2017-05-19 | 2017-05-22 | 2017-05-23 | — | 122.08 | 122.08 | 0.00% | market | 48.21% | 0.04% | 0.48% | -0.44% |
| A | 2017-05-22 | 2017-05-23 | 2017-05-24 | — | 59.80 | 59.80 | 0.00% | market | 20.83% | -0.95% | 0.28% | -1.23% |
| DSX | 2017-05-23 | 2017-05-24 | 2017-05-25 | — | 4.35 | 4.35 | 0.00% | market | 8.11% | -10.11% | 0.60% | -10.71% |
| DY | 2017-05-24 | 2017-05-25 | 2017-05-26 | — | 89.31 | 89.31 | 0.00% | market | 9.24% | -7.35% | 0.21% | -7.56% |
| FSM | 2017-05-24 | 2017-05-25 | 2017-05-26 | — | 4.50 | 4.50 | 0.00% | market | 80.00% | 4.67% | 0.21% | 4.46% |
| BBY | 2017-05-25 | 2017-05-26 | 2017-05-30 | — | 60.41 | 60.41 | 0.00% | market | 42.50% | -1.87% | -0.02% | -1.85% |
| BURL | 2017-05-25 | 2017-05-26 | 2017-05-30 | — | 98.97 | 98.97 | 0.00% | market | 12.86% | -2.73% | -0.02% | -2.71% |
| CAL | 2017-05-25 | 2017-05-26 | 2017-05-30 | — | 26.98 | 26.98 | 0.00% | market | 8.11% | 2.45% | -0.02% | 2.46% |
| COST | 2017-05-25 | 2017-05-26 | 2017-05-30 | — | 180.25 | 180.25 | 0.00% | market | 6.87% | -0.74% | -0.02% | -0.72% |
| DECK | 2017-05-25 | 2017-05-26 | 2017-05-30 | — | 10.90 | 10.90 | 0.00% | market | 281.68% | 3.85% | -0.02% | 3.87% |
| DXC | 2017-05-25 | 2017-05-26 | 2017-05-30 | — | 79.51 | 79.51 | 0.00% | market | 35.29% | -1.47% | -0.02% | -1.45% |
| FND | 2017-05-25 | 2017-05-26 | 2017-05-30 | — | 39.00 | 39.00 | 0.00% | market | 30.00% | 0.54% | -0.02% | 0.56% |
| AVAL | 2017-05-30 | 2017-05-31 | 2017-06-01 | — | 8.41 | 8.41 | 0.00% | market | 20.00% | 0.36% | 0.63% | -0.27% |
| BNS | 2017-05-30 | 2017-05-31 | 2017-06-01 | — | 57.07 | 57.07 | 0.00% | market | 6.96% | -0.60% | 0.63% | -1.22% |
| DAC | 2017-05-30 | 2017-05-31 | 2017-06-01 | — | 21.00 | 21.00 | 0.00% | market | 22.22% | -10.00% | 0.63% | -10.63% |
| ADI | 2017-05-31 | 2017-06-01 | 2017-06-02 | — | 86.28 | 86.28 | 0.00% | market | 21.18% | -6.22% | 0.91% | -7.13% |
| BOX | 2017-05-31 | 2017-06-01 | 2017-06-02 | — | 19.82 | 19.82 | 0.00% | market | 7.14% | 0.76% | 0.91% | -0.15% |
| AVGO | 2017-06-01 | 2017-06-02 | 2017-06-05 | — | 24.85 | 24.85 | 0.00% | market | 8.82% | 1.49% | 0.23% | 1.25% |
| CIEN | 2017-06-01 | 2017-06-02 | 2017-06-05 | — | 27.00 | 27.00 | 0.00% | market | 21.62% | -0.74% | 0.23% | -0.97% |
| COO | 2017-06-01 | 2017-06-02 | 2017-06-05 | — | 56.91 | 56.91 | 0.00% | market | 12.50% | 5.82% | 0.23% | 5.58% |
| CRVL | 2017-06-01 | 2017-06-02 | 2017-06-05 | — | 15.97 | 15.97 | 0.00% | market | 366.67% | -1.82% | 0.23% | -2.05% |
| FIVE | 2017-06-01 | 2017-06-02 | 2017-06-05 | — | 52.65 | 52.65 | 0.00% | market | 7.14% | -0.68% | 0.23% | -0.92% |
| GHM | 2017-06-01 | 2017-06-02 | 2017-06-05 | — | 20.07 | 20.07 | 0.00% | market | 200.00% | -1.79% | 0.23% | -2.03% |
| AMBA | 2017-06-06 | 2017-06-07 | 2017-06-08 | — | 56.60 | 56.60 | 0.00% | market | 8.33% | -3.96% | 0.07% | -4.03% |
| ABM | 2017-06-07 | 2017-06-08 | 2017-06-09 | — | 43.88 | 43.88 | 0.00% | market | 13.95% | -1.89% | -0.15% | -1.74% |
| AGX | 2017-06-07 | 2017-06-08 | 2017-06-09 | — | 64.50 | 64.50 | 0.00% | market | 40.86% | 0.39% | -0.15% | 0.54% |
| CVCO | 2017-06-12 | 2017-06-13 | 2017-06-14 | — | 128.50 | 128.50 | 0.00% | market | 16.67% | 1.09% | 0.11% | 0.98% |
| ADBE | 2017-06-20 | 2017-06-21 | 2017-06-22 | — | 145.08 | 145.08 | 0.00% | market | 8.51% | -0.96% | -0.25% | -0.70% |
| FDX | 2017-06-20 | 2017-06-21 | 2017-06-22 | — | 167.49 | 167.49 | 0.00% | market | 9.25% | 1.75% | -0.25% | 2.00% |
| CCL | 2017-06-22 | 2017-06-23 | 2017-06-26 | — | 65.85 | 65.85 | 0.00% | market | 10.64% | 0.23% | 0.16% | 0.07% |
| CMC | 2017-06-22 | 2017-06-23 | 2017-06-26 | — | 19.00 | 19.00 | 0.00% | market | 41.67% | -1.05% | 0.16% | -1.21% |
| EBF | 2017-06-26 | 2017-06-27 | 2017-06-28 | — | 18.10 | 18.10 | 0.00% | market | 24.00% | 5.25% | 0.19% | 5.06% |
| AVAV | 2017-06-27 | 2017-06-28 | 2017-06-29 | — | 30.37 | 30.37 | 0.00% | market | 26.21% | 20.18% | -0.47% | 20.66% |
| CSR | 2017-06-28 | 2017-06-29 | 2017-06-30 | — | 61.10 | 61.10 | 0.00% | market | 2200.00% | 1.64% | -0.76% | 2.40% |
| AYI | 2017-06-29 | 2017-06-30 | 2017-07-03 | — | 200.09 | 200.09 | 0.00% | market | 5.91% | 1.49% | -0.03% | 1.52% |
| GBX | 2017-06-29 | 2017-06-30 | 2017-07-03 | — | 48.30 | 48.30 | 0.00% | market | 25.61% | -3.42% | -0.03% | -3.39% |
| BY | 2017-07-03 | 2017-07-05 | 2017-07-06 | — | 20.02 | 20.02 | 0.00% | market | 10.00% | 0.80% | -0.86% | 1.66% |
| AIR | 2017-07-11 | 2017-07-12 | 2017-07-13 | — | 37.13 | 37.13 | 0.00% | market | 16.28% | 1.37% | 0.46% | 0.91% |
| CBSH | 2017-07-13 | 2017-07-14 | 2017-07-17 | — | 37.39 | 37.39 | 0.00% | market | 7.69% | -0.59% | 0.45% | -1.04% |
| C | 2017-07-14 | 2017-07-17 | 2017-07-18 | — | 66.76 | 66.76 | 0.00% | market | 5.79% | 0.19% | 0.08% | 0.12% |
| BAC | 2017-07-18 | 2017-07-19 | 2017-07-20 | — | 24.05 | 24.05 | 0.00% | market | 6.98% | -0.46% | 0.44% | -0.90% |
| EXPO | 2017-07-18 | 2017-07-19 | 2017-07-20 | — | 33.05 | 33.05 | 0.00% | market | 23.81% | -0.15% | 0.44% | -0.59% |
| ASML | 2017-07-19 | 2017-07-20 | 2017-07-21 | — | 152.24 | 152.24 | 0.00% | market | 14.17% | 1.35% | -0.16% | 1.51% |
| BHE | 2017-07-19 | 2017-07-20 | 2017-07-21 | — | 34.75 | 34.75 | 0.00% | market | 11.76% | -3.60% | -0.16% | -3.44% |
| CCI | 2017-07-19 | 2017-07-20 | 2017-07-21 | — | 98.70 | 98.70 | 0.00% | market | 328.57% | 0.48% | -0.16% | 0.64% |
| CTO | 2017-07-19 | 2017-07-20 | 2017-07-21 | — | 15.46 | 15.46 | 0.00% | market | 157.14% | -3.23% | -0.16% | -3.07% |
| FPI | 2017-07-19 | 2017-07-20 | 2017-07-21 | — | 9.15 | 9.15 | 0.00% | market | 66.67% | 4.15% | -0.16% | 4.31% |
| ASR | 2017-07-20 | 2017-07-21 | 2017-07-24 | — | 228.85 | 228.85 | 0.00% | market | 5.18% | -3.55% | 0.15% | -3.70% |
| BANF | 2017-07-20 | 2017-07-21 | 2017-07-24 | — | 56.53 | 56.53 | 0.00% | market | 22.41% | -4.86% | 0.15% | -5.02% |
| BNY | 2017-07-20 | 2017-07-21 | 2017-07-24 | — | 53.75 | 53.75 | 0.00% | market | 9.52% | -0.52% | 0.15% | -0.68% |
| CTAS | 2017-07-20 | 2017-07-21 | 2017-07-24 | — | 32.81 | 32.81 | 0.00% | market | 7.41% | 5.30% | 0.15% | 5.15% |
| GATX | 2017-07-20 | 2017-07-21 | 2017-07-24 | — | 63.24 | 63.24 | 0.00% | market | 18.92% | -1.14% | 0.15% | -1.29% |
| CFG | 2017-07-21 | 2017-07-24 | 2017-07-25 | — | 34.55 | 34.55 | 0.00% | market | 6.78% | 3.76% | 0.26% | 3.51% |
| AORT | 2017-07-24 | 2017-07-25 | 2017-07-26 | — | 19.35 | 19.35 | 0.00% | market | 20.00% | 0.26% | -0.10% | 0.36% |
| CHCO | 2017-07-24 | 2017-07-25 | 2017-07-26 | — | 68.99 | 68.99 | 0.00% | market | 13.25% | -3.96% | -0.10% | -3.86% |
| FBK | 2017-07-24 | 2017-07-25 | 2017-07-26 | — | 34.16 | 34.16 | 0.00% | market | 8.89% | -1.26% | -0.10% | -1.16% |
| AMGN | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 176.01 | 176.01 | 0.00% | market | 5.14% | -2.19% | -0.22% | -1.97% |
| AMP | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 142.51 | 142.51 | 0.00% | market | 6.87% | -0.01% | -0.22% | 0.21% |
| ATI | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 19.55 | 19.55 | 0.00% | market | 28.57% | -2.05% | -0.22% | -1.82% |
| AVY | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 91.45 | 91.45 | 0.00% | market | 8.26% | 0.40% | -0.22% | 0.63% |
| BIIB | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 288.55 | 288.55 | 0.00% | market | 14.29% | -0.21% | -0.22% | 0.01% |
| CAT | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 114.25 | 114.25 | 0.00% | market | 18.25% | 0.11% | -0.22% | 0.33% |
| CHE | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 200.90 | 200.90 | 0.00% | market | 14.36% | 0.27% | -0.22% | 0.50% |
| CMG | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 7.09 | 7.09 | 0.00% | market | 6.22% | -1.27% | -0.22% | -1.05% |
| CMRE | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 5.13 | 5.13 | 0.00% | market | 10.53% | -6.24% | -0.22% | -6.02% |
| CNC | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 41.43 | 41.43 | 0.00% | market | 21.21% | -2.03% | -0.22% | -1.81% |
| CVLG | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 8.38 | 8.38 | 0.00% | market | 14.29% | 5.73% | -0.22% | 5.95% |
| CVLT | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 63.30 | 63.30 | 0.00% | market | 16.67% | -4.66% | -0.22% | -4.44% |
| DGX | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 108.40 | 108.40 | 0.00% | market | 9.15% | 0.54% | -0.22% | 0.77% |
| DLB | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 52.96 | 52.96 | 0.00% | market | 12.31% | 0.26% | -0.22% | 0.49% |
| DPZ | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 195.00 | 195.00 | 0.00% | market | 7.32% | -6.45% | -0.22% | -6.22% |
| DXPE | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 33.72 | 33.72 | 0.00% | market | 9.52% | -11.86% | -0.22% | -11.64% |
| EDU | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 80.73 | 80.73 | 0.00% | market | 7.89% | -1.86% | -0.22% | -1.64% |
| EGP | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 84.74 | 84.74 | 0.00% | market | 140.00% | 2.55% | -0.22% | 2.77% |
| FBNC | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 32.00 | 32.00 | 0.00% | market | 11.63% | -1.56% | -0.22% | -1.34% |
| FELE | 2017-07-25 | 2017-07-26 | 2017-07-27 | — | 43.85 | 43.85 | 0.00% | market | 9.43% | -9.24% | -0.22% | -9.01% |
| AEM | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 48.52 | 48.52 | 0.00% | market | 60.00% | -2.54% | -0.42% | -2.11% |
| AGNC | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 21.24 | 21.24 | 0.00% | market | 13.56% | -0.71% | -0.42% | -0.28% |
| APH | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 18.74 | 18.74 | 0.00% | market | 11.11% | 1.55% | -0.42% | 1.97% |
| ARR | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 125.90 | 125.90 | 0.00% | market | 447.62% | -0.32% | -0.42% | 0.11% |
| AXS | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 64.96 | 64.96 | 0.00% | market | 10.08% | -1.66% | -0.42% | -1.24% |
| B | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 16.54 | 16.54 | 0.00% | market | 10.00% | 2.00% | -0.42% | 2.42% |
| BA | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 237.13 | 237.13 | 0.00% | market | 10.87% | 1.75% | -0.42% | 2.17% |
| BANR | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 58.00 | 58.00 | 0.00% | market | 6.94% | -0.21% | -0.42% | 0.22% |
| BAX | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 61.64 | 61.64 | 0.00% | market | 10.53% | -1.48% | -0.42% | -1.05% |
| BCO | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 81.00 | 81.00 | 0.00% | market | 30.61% | -2.90% | -0.42% | -2.48% |
| BKU | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 34.81 | 34.81 | 0.00% | market | 7.14% | -0.78% | -0.42% | -0.35% |
| CHDN | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 31.21 | 31.21 | 0.00% | market | 6.67% | 0.06% | -0.42% | 0.49% |
| CMPR | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 80.61 | 80.61 | 0.00% | market | 322.22% | 8.04% | -0.42% | 8.46% |
| CNO | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 22.35 | 22.35 | 0.00% | market | 21.62% | 1.88% | -0.42% | 2.30% |
| CSGP | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 28.44 | 28.44 | 0.00% | market | 50.00% | -3.59% | -0.42% | -3.16% |
| CW | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 99.00 | 99.00 | 0.00% | market | 16.49% | -0.75% | -0.42% | -0.32% |
| CX | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 9.85 | 9.85 | 0.00% | market | 5.88% | -2.44% | -0.42% | -2.01% |
| DTE | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 91.34 | 91.34 | 0.00% | market | 7.00% | -0.59% | -0.42% | -0.17% |
| EFOR | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 49.10 | 49.10 | 0.00% | market | 8.33% | -0.57% | -0.42% | -0.15% |
| EIG | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 44.55 | 44.55 | 0.00% | market | 9.09% | -1.80% | -0.42% | -1.37% |
| ENIC | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 5.65 | 5.65 | 0.00% | market | 36.07% | -1.59% | -0.42% | -1.17% |
| EW | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 39.84 | 39.84 | 0.00% | market | 10.34% | -3.35% | -0.42% | -2.92% |
| F | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 11.08 | 11.08 | 0.00% | market | 30.23% | 0.81% | -0.42% | 1.24% |
| FCF | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 12.90 | 12.90 | 0.00% | market | 10.53% | 0.23% | -0.42% | 0.66% |
| FIBK | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 37.45 | 37.45 | 0.00% | market | 5.36% | -2.14% | -0.42% | -1.71% |
| FR | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 30.08 | 30.08 | 0.00% | market | 128.57% | 1.30% | -0.42% | 1.72% |
| FTI | 2017-07-26 | 2017-07-27 | 2017-07-28 | — | 23.33 | 23.33 | 0.00% | market | 21.62% | 1.37% | -0.42% | 1.80% |
| ACIW | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 24.05 | 24.05 | 0.00% | market | 125.00% | -3.66% | 0.05% | -3.71% |
| ADEA | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 7.79 | 7.79 | 0.00% | market | 24.14% | -0.64% | 0.05% | -0.69% |
| AFL | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 38.74 | 38.74 | 0.00% | market | 10.84% | 2.94% | 0.05% | 2.89% |
| AGCO | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 72.42 | 72.42 | 0.00% | market | 10.58% | -0.39% | 0.05% | -0.44% |
| ALGN | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 168.10 | 168.10 | 0.00% | market | 16.44% | -0.52% | 0.05% | -0.57% |
| ALKS | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 54.68 | 54.68 | 0.00% | market | 207.69% | -0.49% | 0.05% | -0.54% |
| ALLE | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 81.31 | 81.31 | 0.00% | market | 11.00% | -0.09% | 0.05% | -0.13% |
| ALLY | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 22.75 | 22.75 | 0.00% | market | 11.54% | -0.48% | 0.05% | -0.53% |