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 3: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ATEN | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 6.15 | 6.15 | 0.00% | market | 33.33% | 14.96% | 0.05% | 14.91% |
| ATR | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 83.40 | 83.40 | 0.00% | market | 5.21% | -2.96% | 0.05% | -3.01% |
| ATRC | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 22.73 | 22.73 | 0.00% | market | 16.00% | 6.60% | 0.05% | 6.55% |
| AZN | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 59.10 | 59.10 | 0.00% | market | 109.52% | 1.95% | 0.05% | 1.90% |
| BBD | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 5.34 | 5.34 | 0.00% | market | 16.67% | 2.62% | 0.05% | 2.57% |
| BBW | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 9.60 | 9.60 | 0.00% | market | 25.00% | 0.00% | 0.05% | -0.05% |
| BCH | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 27.54 | 27.54 | 0.00% | market | 9.09% | 1.20% | 0.05% | 1.15% |
| BIDU | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 211.01 | 211.01 | 0.00% | market | 66.20% | 7.27% | 0.05% | 7.22% |
| BWA | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 41.34 | 41.34 | 0.00% | market | 7.87% | -0.56% | 0.05% | -0.61% |
| CBRE | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 37.79 | 37.79 | 0.00% | market | 22.64% | 0.53% | 0.05% | 0.48% |
| CCJ | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 10.41 | 10.41 | 0.00% | market | 27.27% | -1.54% | 0.05% | -1.59% |
| CLF | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 7.25 | 7.25 | 0.00% | market | 44.44% | 6.48% | 0.05% | 6.43% |
| CMCSA | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 39.35 | 39.35 | 0.00% | market | 8.33% | 2.80% | 0.05% | 2.75% |
| CNOB | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 23.25 | 23.25 | 0.00% | market | 10.53% | -3.23% | 0.05% | -3.27% |
| CNXN | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 27.49 | 27.49 | 0.00% | market | 6.00% | -6.15% | 0.05% | -6.20% |
| COHU | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 20.27 | 20.27 | 0.00% | market | 23.08% | -10.11% | 0.05% | -10.16% |
| COLM | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 57.65 | 57.65 | 0.00% | market | 15.00% | 5.08% | 0.05% | 5.03% |
| COP | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 44.73 | 44.73 | 0.00% | market | 1033.60% | 1.43% | 0.05% | 1.38% |
| CRI | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 87.30 | 87.30 | 0.00% | market | 12.86% | -0.65% | 0.05% | -0.70% |
| CRS | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 40.10 | 40.10 | 0.00% | market | 16.00% | 0.82% | 0.05% | 0.77% |
| CUZ | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 36.00 | 36.00 | 0.00% | market | 6.67% | 2.11% | 0.05% | 2.06% |
| CVE | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 8.71 | 8.71 | 0.00% | market | 677.43% | -3.44% | 0.05% | -3.49% |
| CVI | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 15.58 | 15.58 | 0.00% | market | 63.64% | -3.92% | 0.05% | -3.96% |
| CWT | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 38.20 | 38.20 | 0.00% | market | 21.88% | 1.83% | 0.05% | 1.78% |
| DD | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 119.04 | 119.04 | 0.00% | market | 6.93% | -3.60% | 0.05% | -3.65% |
| DECK | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 10.65 | 10.65 | 0.00% | market | 25.00% | 1.50% | 0.05% | 1.45% |
| DGII | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 10.00 | 10.00 | 0.00% | market | 60.00% | 4.50% | 0.05% | 4.45% |
| EA | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 114.00 | 114.00 | 0.00% | market | 71.43% | 2.40% | 0.05% | 2.35% |
| EGO | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 11.75 | 11.75 | 0.00% | market | 25.00% | -9.79% | 0.05% | -9.84% |
| EME | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 68.32 | 68.32 | 0.00% | market | 13.10% | -1.20% | 0.05% | -1.25% |
| ENTG | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 26.55 | 26.55 | 0.00% | market | 13.33% | -1.69% | 0.05% | -1.74% |
| ENVA | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 14.60 | 14.60 | 0.00% | market | 13.89% | -0.68% | 0.05% | -0.73% |
| EQNR | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 18.39 | 18.39 | 0.00% | market | 5.26% | 2.01% | 0.05% | 1.96% |
| EQT | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 36.54 | 36.54 | 0.00% | market | 20.00% | -5.09% | 0.05% | -5.14% |
| ES | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 60.64 | 60.64 | 0.00% | market | 7.46% | 0.25% | 0.05% | 0.20% |
| EVR | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 79.35 | 79.35 | 0.00% | market | 32.50% | -0.88% | 0.05% | -0.93% |
| EXLS | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 11.30 | 11.30 | 0.00% | market | 16.67% | 1.86% | 0.05% | 1.81% |
| FAF | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 48.60 | 48.60 | 0.00% | market | 5.38% | -0.39% | 0.05% | -0.44% |
| FCFS | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 58.95 | 58.95 | 0.00% | market | 10.64% | -1.36% | 0.05% | -1.41% |
| FET | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 303.00 | 303.00 | 0.00% | market | 9.09% | -12.54% | 0.05% | -12.59% |
| FHI | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 29.00 | 29.00 | 0.00% | market | 8.16% | -0.59% | 0.05% | -0.63% |
| FND | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 36.53 | 36.53 | 0.00% | market | 5.26% | -5.23% | 0.05% | -5.28% |
| FSLR | 2017-07-27 | 2017-07-28 | 2017-07-31 | — | 48.82 | 48.82 | 0.00% | market | 1590.89% | 1.00% | 0.05% | 0.96% |
| ARCB | 2017-07-28 | 2017-07-31 | 2017-08-01 | — | 27.25 | 27.25 | 0.00% | market | 18.75% | -2.75% | -0.02% | -2.73% |
| ASX | 2017-07-28 | 2017-07-31 | 2017-08-01 | — | 6.61 | 6.61 | 0.00% | market | 100.00% | 0.30% | -0.02% | 0.32% |
| BKR | 2017-07-28 | 2017-07-31 | 2017-08-01 | — | 37.14 | 37.14 | 0.00% | market | 8.33% | -3.88% | -0.02% | -3.86% |
| BSBR | 2017-07-28 | 2017-07-31 | 2017-08-01 | — | 7.79 | 7.79 | 0.00% | market | 12.50% | 1.03% | -0.02% | 1.05% |
| CVX | 2017-07-28 | 2017-07-31 | 2017-08-01 | — | 108.39 | 108.39 | 0.00% | market | 5.81% | 2.21% | -0.02% | 2.23% |
| DCH | 2017-07-28 | 2017-07-31 | 2017-08-01 | — | 15.16 | 15.16 | 0.00% | market | 15.12% | -5.47% | -0.02% | -5.45% |
| E | 2017-07-28 | 2017-07-31 | 2017-08-01 | — | 31.69 | 31.69 | 0.00% | market | 200.00% | 0.63% | -0.02% | 0.65% |
| EMBJ | 2017-07-28 | 2017-07-31 | 2017-08-01 | — | 20.00 | 20.00 | 0.00% | market | 36.73% | 0.00% | -0.02% | 0.02% |
| FBP | 2017-07-28 | 2017-07-31 | 2017-08-01 | — | 6.08 | 6.08 | 0.00% | market | 18.18% | -3.13% | -0.02% | -3.10% |
| FTS | 2017-07-28 | 2017-07-31 | 2017-08-01 | — | 36.30 | 36.30 | 0.00% | market | 15.09% | 0.66% | -0.02% | 0.68% |
| AEIS | 2017-07-31 | 2017-08-01 | 2017-08-02 | — | 74.98 | 74.98 | 0.00% | market | 14.02% | -5.76% | -0.01% | -5.75% |
| ALSN | 2017-07-31 | 2017-08-01 | 2017-08-02 | — | 39.23 | 39.23 | 0.00% | market | 34.04% | -3.31% | -0.01% | -3.31% |
| AMKR | 2017-07-31 | 2017-08-01 | 2017-08-02 | — | 10.15 | 10.15 | 0.00% | market | 27.27% | -9.66% | -0.01% | -9.65% |
| ARLP | 2017-07-31 | 2017-08-01 | 2017-08-02 | — | 20.20 | 20.20 | 0.00% | market | 19.23% | -2.23% | -0.01% | -2.22% |
| AWI | 2017-07-31 | 2017-08-01 | 2017-08-02 | — | 48.95 | 48.95 | 0.00% | market | 8.96% | -1.94% | -0.01% | -1.93% |
| BLKB | 2017-07-31 | 2017-08-01 | 2017-08-02 | — | 89.50 | 89.50 | 0.00% | market | 5.88% | -3.59% | -0.01% | -3.58% |
| CACC | 2017-07-31 | 2017-08-01 | 2017-08-02 | — | 264.00 | 264.00 | 0.00% | market | 8.99% | 4.75% | -0.01% | 4.76% |
| CBU | 2017-07-31 | 2017-08-01 | 2017-08-02 | — | 55.72 | 55.72 | 0.00% | market | 21.67% | 0.00% | -0.01% | 0.01% |
| CGAU | 2017-07-31 | 2017-08-01 | 2017-08-02 | — | 5.50 | 5.50 | 0.00% | market | 88.89% | -2.00% | -0.01% | -1.99% |
| CGNX | 2017-07-31 | 2017-08-01 | 2017-08-02 | — | 52.44 | 52.44 | 0.00% | market | 18.52% | -3.11% | -0.01% | -3.10% |
| CNA | 2017-07-31 | 2017-08-01 | 2017-08-02 | — | 52.45 | 52.45 | 0.00% | market | 17.33% | 0.38% | -0.01% | 0.39% |
| DAC | 2017-07-31 | 2017-08-01 | 2017-08-02 | — | 29.40 | 29.40 | 0.00% | market | 13.04% | -7.14% | -0.01% | -7.13% |
| DAN | 2017-07-31 | 2017-08-01 | 2017-08-02 | — | 23.90 | 23.90 | 0.00% | market | 33.33% | -1.67% | -0.01% | -1.67% |
| AAPL | 2017-08-01 | 2017-08-02 | 2017-08-03 | — | 39.82 | 39.82 | 0.00% | market | 7.69% | -2.34% | -0.21% | -2.13% |
| ACCO | 2017-08-01 | 2017-08-02 | 2017-08-03 | — | 11.40 | 11.40 | 0.00% | market | 14.81% | -5.70% | -0.21% | -5.50% |
| ADM | 2017-08-01 | 2017-08-02 | 2017-08-03 | — | 43.10 | 43.10 | 0.00% | market | 9.62% | -1.11% | -0.21% | -0.91% |
| AFG | 2017-08-01 | 2017-08-02 | 2017-08-03 | — | 103.38 | 103.38 | 0.00% | market | 20.15% | 1.10% | -0.21% | 1.31% |
| ALL | 2017-08-01 | 2017-08-02 | 2017-08-03 | — | 93.14 | 93.14 | 0.00% | market | 56.82% | 0.85% | -0.21% | 1.05% |
| AROC | 2017-08-01 | 2017-08-02 | 2017-08-03 | — | 10.75 | 10.75 | 0.00% | market | 72.73% | -1.40% | -0.21% | -1.19% |
| ASH | 2017-08-01 | 2017-08-02 | 2017-08-03 | — | 65.91 | 65.91 | 0.00% | market | 18.57% | -4.76% | -0.21% | -4.56% |
| BP | 2017-08-01 | 2017-08-02 | 2017-08-03 | — | 36.18 | 36.18 | 0.00% | market | 90.91% | -0.11% | -0.21% | 0.10% |
| BTE | 2017-08-01 | 2017-08-02 | 2017-08-03 | — | 2.91 | 2.91 | 0.00% | market | 121.43% | -5.15% | -0.21% | -4.95% |
| BZH | 2017-08-01 | 2017-08-02 | 2017-08-03 | — | 13.85 | 13.85 | 0.00% | market | 22.22% | 10.61% | -0.21% | 10.82% |
| CIGI | 2017-08-01 | 2017-08-02 | 2017-08-03 | — | 55.95 | 55.95 | 0.00% | market | 10.14% | -5.18% | -0.21% | -4.98% |
| CNX | 2017-08-01 | 2017-08-02 | 2017-08-03 | — | 15.41 | 15.41 | 0.00% | market | 70.00% | -2.99% | -0.21% | -2.78% |
| CORT | 2017-08-01 | 2017-08-02 | 2017-08-03 | — | 13.18 | 13.18 | 0.00% | market | 42.86% | 7.74% | -0.21% | 7.95% |
| DXCM | 2017-08-01 | 2017-08-02 | 2017-08-03 | — | 17.91 | 17.91 | 0.00% | market | 33.33% | -1.28% | -0.21% | -1.08% |
| FANG | 2017-08-01 | 2017-08-02 | 2017-08-03 | — | 97.99 | 97.99 | 0.00% | market | 37.36% | -8.47% | -0.21% | -8.26% |
| GIC | 2017-08-01 | 2017-08-02 | 2017-08-03 | — | 22.00 | 22.00 | 0.00% | market | 66.67% | 14.23% | -0.21% | 14.43% |
| AGO | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 45.30 | 45.30 | 0.00% | market | 84.13% | -2.10% | 0.04% | -2.14% |
| AIG | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 66.08 | 66.08 | 0.00% | market | 27.50% | -1.51% | 0.04% | -1.55% |
| AWR | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 46.87 | 46.87 | 0.00% | market | 6.67% | 8.28% | 0.04% | 8.24% |
| AXGN | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 16.25 | 16.25 | 0.00% | market | 25.00% | -9.85% | 0.04% | -9.89% |
| BDC | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 75.89 | 75.89 | 0.00% | market | 6.61% | -4.43% | 0.04% | -4.47% |
| BG | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 77.00 | 77.00 | 0.00% | market | 70.00% | -0.86% | 0.04% | -0.90% |
| BMRN | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 88.00 | 88.00 | 0.00% | market | 168.18% | 1.93% | 0.04% | 1.89% |
| CAH | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 70.16 | 70.16 | 0.00% | market | 5.65% | -1.45% | 0.04% | -1.49% |
| CENT | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 27.41 | 27.41 | 0.00% | market | 21.57% | 0.95% | 0.04% | 0.91% |
| CF | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 28.39 | 28.39 | 0.00% | market | 225.00% | 13.46% | 0.04% | 13.42% |
| CG | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 22.00 | 22.00 | 0.00% | market | 97.56% | -0.23% | 0.04% | -0.27% |
| CINF | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 81.98 | 81.98 | 0.00% | market | 25.49% | -2.05% | 0.04% | -2.09% |
| CRUS | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 62.25 | 62.25 | 0.00% | market | 22.73% | -7.71% | 0.04% | -7.75% |
| CWST | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 16.13 | 16.13 | 0.00% | market | 19.05% | -0.43% | 0.04% | -0.47% |
| CYTK | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 14.95 | 14.95 | 0.00% | market | 9.09% | -11.84% | 0.04% | -11.88% |
| DINO | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 30.53 | 30.53 | 0.00% | market | 40.43% | 0.00% | 0.04% | -0.04% |
| DOX | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 67.98 | 67.98 | 0.00% | market | 6.25% | -2.52% | 0.04% | -2.56% |
| DX | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 21.60 | 21.60 | 0.00% | market | 11.76% | -1.25% | 0.04% | -1.29% |
| ENR | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 43.43 | 43.43 | 0.00% | market | 19.44% | -5.16% | 0.04% | -5.20% |
| EQIX | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 459.00 | 459.00 | 0.00% | market | 17.39% | -2.92% | 0.04% | -2.96% |
| ETR | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 38.40 | 38.40 | 0.00% | market | 158.33% | 0.10% | 0.04% | 0.06% |
| EXEL | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 26.16 | 26.16 | 0.00% | market | 68.73% | 1.91% | 0.04% | 1.87% |
| FBIN | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 56.30 | 56.30 | 0.00% | market | 5.75% | -0.98% | 0.04% | -1.02% |
| FIS | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 91.06 | 91.06 | 0.00% | market | 5.15% | -0.76% | 0.04% | -0.80% |
| FORM | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 14.35 | 14.35 | 0.00% | market | 42.86% | -5.57% | 0.04% | -5.62% |
| G | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 29.36 | 29.36 | 0.00% | market | 22.86% | 0.00% | 0.04% | -0.04% |
| GEL | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 30.04 | 30.04 | 0.00% | market | 27.27% | -0.67% | 0.04% | -0.71% |
| GEN | 2017-08-02 | 2017-08-03 | 2017-08-04 | — | 30.30 | 30.30 | 0.00% | market | 10.00% | -3.73% | 0.04% | -3.77% |
| AAOI | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 75.00 | 75.00 | 0.00% | market | 16.67% | -7.08% | 0.14% | -7.22% |
| ACR | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 28.67 | 28.67 | 0.00% | market | 135.29% | 1.27% | 0.14% | 1.13% |
| AER | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 49.83 | 49.83 | 0.00% | market | 18.44% | 0.82% | 0.14% | 0.68% |
| AGI | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 7.53 | 7.53 | 0.00% | market | 263.64% | 1.59% | 0.14% | 1.45% |
| AGYS | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 10.30 | 10.30 | 0.00% | market | 13.33% | -0.49% | 0.14% | -0.63% |
| AMN | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 35.80 | 35.80 | 0.00% | market | 11.67% | 2.65% | 0.14% | 2.51% |
| ANET | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 10.48 | 10.48 | 0.00% | market | 41.67% | 3.63% | 0.14% | 3.48% |
| ANIP | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 43.73 | 43.73 | 0.00% | market | 12.64% | 0.66% | 0.14% | 0.52% |
| APPN | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 19.00 | 19.00 | 0.00% | market | 52.94% | 16.68% | 0.14% | 16.54% |
| ARWR | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 1.75 | 1.75 | 0.00% | market | 46.15% | 16.57% | 0.14% | 16.43% |
| ASPN | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 4.64 | 4.64 | 0.00% | market | 11.54% | 3.88% | 0.14% | 3.74% |
| BELFB | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 27.55 | 27.55 | 0.00% | market | 96.15% | 1.45% | 0.14% | 1.31% |
| BL | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 33.87 | 33.87 | 0.00% | market | 70.00% | -12.02% | 0.14% | -12.16% |
| BLBD | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 18.40 | 18.40 | 0.00% | market | 16.95% | -1.63% | 0.14% | -1.77% |
| BLDR | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 15.76 | 15.76 | 0.00% | market | 8.82% | 6.03% | 0.14% | 5.89% |
| BRKR | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 29.42 | 29.42 | 0.00% | market | 15.00% | -5.68% | 0.14% | -5.82% |
| CAMT | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 5.18 | 5.18 | 0.00% | market | 22.22% | -5.21% | 0.14% | -5.35% |
| CBZ | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 15.00 | 15.00 | 0.00% | market | 11.11% | -2.00% | 0.14% | -2.14% |
| CHD | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 51.70 | 51.70 | 0.00% | market | 5.13% | -2.73% | 0.14% | -2.87% |
| CNP | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 28.42 | 28.42 | 0.00% | market | 31.82% | 1.13% | 0.14% | 0.98% |
| CNQ | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 15.93 | 15.93 | 0.00% | market | 22.22% | 2.20% | 0.14% | 2.06% |
| DCO | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 31.00 | 31.00 | 0.00% | market | 10.00% | -8.87% | 0.14% | -9.01% |
| ECPG | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 40.55 | 40.55 | 0.00% | market | 6.10% | 5.92% | 0.14% | 5.78% |
| EPR | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 69.45 | 69.45 | 0.00% | market | 37.35% | 0.07% | 0.14% | -0.07% |
| ETSY | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 15.49 | 15.49 | 0.00% | market | 457.10% | -0.19% | 0.14% | -0.34% |
| FLR | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 40.67 | 40.67 | 0.00% | market | 22.03% | -3.66% | 0.14% | -3.81% |
| GSBD | 2017-08-03 | 2017-08-04 | 2017-08-07 | — | 22.69 | 22.69 | 0.00% | market | 30.61% | -0.22% | 0.14% | -0.36% |
| ABR | 2017-08-04 | 2017-08-07 | 2017-08-08 | — | 8.32 | 8.32 | 0.00% | market | 10.53% | -1.20% | -0.09% | -1.11% |
| AEE | 2017-08-04 | 2017-08-07 | 2017-08-08 | — | 57.57 | 57.57 | 0.00% | market | 12.86% | 1.49% | -0.09% | 1.59% |
| BEP | 2017-08-04 | 2017-08-07 | 2017-08-08 | — | 18.17 | 18.17 | 0.00% | market | 50.00% | -0.77% | -0.09% | -0.68% |
| CI | 2017-08-04 | 2017-08-07 | 2017-08-08 | — | 172.67 | 172.67 | 0.00% | market | 17.34% | 1.71% | -0.09% | 1.81% |
| CLMT | 2017-08-04 | 2017-08-07 | 2017-08-08 | — | 5.30 | 5.30 | 0.00% | market | 127.91% | 4.72% | -0.09% | 4.81% |
| ESNT | 2017-08-04 | 2017-08-07 | 2017-08-08 | — | 40.70 | 40.70 | 0.00% | market | 10.00% | -3.10% | -0.09% | -3.00% |
| GHM | 2017-08-04 | 2017-08-07 | 2017-08-08 | — | 20.10 | 20.10 | 0.00% | market | 900.00% | -2.99% | -0.09% | -2.89% |
| APLE | 2017-08-07 | 2017-08-08 | 2017-08-09 | — | 18.30 | 18.30 | 0.00% | market | 5.56% | -2.95% | -0.11% | -2.85% |
| APPF | 2017-08-07 | 2017-08-08 | 2017-08-09 | — | 37.00 | 37.00 | 0.00% | market | 497.83% | -0.95% | -0.11% | -0.84% |
| APPS | 2017-08-07 | 2017-08-08 | 2017-08-09 | — | 1.20 | 1.20 | 0.00% | market | 83.33% | -7.50% | -0.11% | -7.39% |
| BAH | 2017-08-07 | 2017-08-08 | 2017-08-09 | — | 33.46 | 33.46 | 0.00% | market | 12.77% | -3.47% | -0.11% | -3.36% |
| BSM | 2017-08-07 | 2017-08-08 | 2017-08-09 | — | 17.00 | 17.00 | 0.00% | market | 77.78% | -3.82% | -0.11% | -3.72% |
| BWXT | 2017-08-07 | 2017-08-08 | 2017-08-09 | — | 52.70 | 52.70 | 0.00% | market | 19.15% | 2.45% | -0.11% | 2.55% |
| COHR | 2017-08-07 | 2017-08-08 | 2017-08-09 | — | 38.45 | 38.45 | 0.00% | market | 42.86% | -3.77% | -0.11% | -3.67% |
| CRK | 2017-08-07 | 2017-08-08 | 2017-08-09 | — | 6.37 | 6.37 | 0.00% | market | 35.93% | 4.08% | -0.11% | 4.19% |
| CXW | 2017-08-07 | 2017-08-08 | 2017-08-09 | — | 25.21 | 25.21 | 0.00% | market | 9.26% | 1.23% | -0.11% | 1.33% |
| GEO | 2017-08-07 | 2017-08-08 | 2017-08-09 | — | 25.78 | 25.78 | 0.00% | market | 29.79% | 3.41% | -0.11% | 3.52% |
| GHI | 2017-08-07 | 2017-08-08 | 2017-08-09 | — | 17.93 | 17.93 | 0.00% | market | 50.00% | 0.84% | -0.11% | 0.94% |
| GNK | 2017-08-07 | 2017-08-08 | 2017-08-09 | — | 11.10 | 11.10 | 0.00% | market | 7.69% | -2.61% | -0.11% | -2.51% |
| ACAD | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 32.75 | 32.75 | 0.00% | market | 22.54% | -7.69% | -1.10% | -6.60% |
| AES | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 11.45 | 11.45 | 0.00% | market | 19.05% | -0.61% | -1.10% | 0.49% |
| ALRM | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 41.00 | 41.00 | 0.00% | market | 120.00% | -1.10% | -1.10% | 0.00% |
| AP | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 14.35 | 14.35 | 0.00% | market | 20.00% | -4.53% | -1.10% | -3.43% |
| AXON | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 24.30 | 24.30 | 0.00% | market | 14.29% | -7.57% | -1.10% | -6.47% |
| BHC | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 15.13 | 15.13 | 0.00% | market | 9.57% | -8.72% | -1.10% | -7.62% |
| BKNG | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 76.42 | 76.42 | 0.00% | market | 6.69% | -3.19% | -1.10% | -2.09% |
| CLDX | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 39.75 | 39.75 | 0.00% | market | 8.00% | -8.30% | -1.10% | -7.20% |
| CPRI | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 44.98 | 44.98 | 0.00% | market | 29.03% | 0.40% | -1.10% | 1.50% |
| CVNA | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 3.66 | 3.66 | 0.00% | market | 80.00% | -6.01% | -1.10% | -4.91% |
| DHT | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 4.08 | 4.08 | 0.00% | market | 380.19% | -2.70% | -1.10% | -1.60% |
| DXC | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 79.68 | 79.68 | 0.00% | market | 26.19% | 2.00% | -1.10% | 3.10% |
| EC | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 9.20 | 9.20 | 0.00% | market | 15.79% | -0.87% | -1.10% | 0.23% |
| EPC | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 73.41 | 73.41 | 0.00% | market | 38.75% | 0.25% | -1.10% | 1.34% |
| FSS | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 18.89 | 18.89 | 0.00% | market | 15.00% | -3.07% | -1.10% | -1.97% |
| GDDY | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 43.06 | 43.06 | 0.00% | market | 789.19% | -4.11% | -1.10% | -3.01% |
| GDOT | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 42.35 | 42.35 | 0.00% | market | 37.50% | 9.28% | -1.10% | 10.38% |
| GGAL | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 37.32 | 37.32 | 0.00% | market | 8.43% | -1.55% | -1.10% | -0.45% |
| GTN | 2017-08-08 | 2017-08-09 | 2017-08-10 | — | 14.15 | 14.15 | 0.00% | market | 7.69% | 0.71% | -1.10% | 1.81% |
| AGM | 2017-08-09 | 2017-08-10 | 2017-08-11 | — | 64.61 | 64.61 | 0.00% | market | 8.03% | 1.58% | -0.88% | 2.46% |
| ALNY | 2017-08-09 | 2017-08-10 | 2017-08-11 | — | 78.16 | 78.16 | 0.00% | market | 9.32% | 0.08% | -0.88% | 0.96% |
| AMRC | 2017-08-09 | 2017-08-10 | 2017-08-11 | — | 6.80 | 6.80 | 0.00% | market | 116.67% | 0.00% | -0.88% | 0.88% |
| AMRX | 2017-08-09 | 2017-08-10 | 2017-08-11 | — | 16.30 | 16.30 | 0.00% | market | 28.57% | 12.27% | -0.88% | 13.15% |
| ATHM | 2017-08-09 | 2017-08-10 | 2017-08-11 | — | 54.03 | 54.03 | 0.00% | market | 22.41% | 13.86% | -0.88% | 14.74% |
| AVT | 2017-08-09 | 2017-08-10 | 2017-08-11 | — | 37.56 | 37.56 | 0.00% | market | 9.09% | -1.52% | -0.88% | -0.64% |
| AXSM | 2017-08-09 | 2017-08-10 | 2017-08-11 | — | 5.85 | 5.85 | 0.00% | market | 11.76% | -7.69% | -0.88% | -6.81% |
| CARS | 2017-08-09 | 2017-08-10 | 2017-08-11 | — | 24.70 | 24.70 | 0.00% | market | 133.33% | 0.08% | -0.88% | 0.96% |
| CHEF | 2017-08-09 | 2017-08-10 | 2017-08-11 | — | 16.00 | 16.00 | 0.00% | market | 16.67% | 10.00% | -0.88% | 10.88% |
| CRD-A | 2017-08-09 | 2017-08-10 | 2017-08-11 | — | 7.23 | 7.23 | 0.00% | market | 13.64% | -0.28% | -0.88% | 0.60% |
| CRL | 2017-08-09 | 2017-08-10 | 2017-08-11 | — | 98.28 | 98.28 | 0.00% | market | 5.74% | -0.32% | -0.88% | 0.57% |
| CROX | 2017-08-09 | 2017-08-10 | 2017-08-11 | — | 8.59 | 8.59 | 0.00% | market | 64.29% | 7.22% | -0.88% | 8.10% |
| ELF | 2017-08-09 | 2017-08-10 | 2017-08-11 | — | 24.78 | 24.78 | 0.00% | market | 285.73% | 1.65% | -0.88% | 2.54% |
| ESI | 2017-08-09 | 2017-08-10 | 2017-08-11 | — | 12.90 | 12.90 | 0.00% | market | 5.26% | 0.00% | -0.88% | 0.88% |
| FWONK | 2017-08-09 | 2017-08-10 | 2017-08-11 | — | 32.79 | 32.79 | 0.00% | market | 50.00% | 3.78% | -0.88% | 4.66% |
| GLP | 2017-08-09 | 2017-08-10 | 2017-08-11 | — | 17.05 | 17.05 | 0.00% | market | 16.67% | 1.76% | -0.88% | 2.64% |
| ANAB | 2017-08-10 | 2017-08-11 | 2017-08-14 | — | 15.20 | 15.20 | 0.00% | market | 70.45% | -5.13% | 1.03% | -6.16% |
| ASIX | 2017-08-10 | 2017-08-11 | 2017-08-14 | — | 30.53 | 30.53 | 0.00% | market | 38.33% | 5.54% | 1.03% | 4.50% |
| AUPH | 2017-08-10 | 2017-08-11 | 2017-08-14 | — | 5.80 | 5.80 | 0.00% | market | 76.92% | 6.38% | 1.03% | 5.35% |
| BHF | 2017-08-10 | 2017-08-11 | 2017-08-14 | — | 58.10 | 58.10 | 0.00% | market | 22.07% | -1.27% | 1.03% | -2.31% |
| CDNA | 2017-08-10 | 2017-08-11 | 2017-08-14 | — | 1.50 | 1.50 | 0.00% | market | 10.53% | 14.00% | 1.03% | 12.97% |
| CRSP | 2017-08-10 | 2017-08-11 | 2017-08-14 | — | 18.46 | 18.46 | 0.00% | market | 9.68% | 6.61% | 1.03% | 5.58% |
| CWH | 2017-08-10 | 2017-08-11 | 2017-08-14 | — | 34.60 | 34.60 | 0.00% | market | 33.82% | 1.76% | 1.03% | 0.73% |
| DIN | 2017-08-10 | 2017-08-11 | 2017-08-14 | — | 37.86 | 37.86 | 0.00% | market | 11.11% | 4.49% | 1.03% | 3.46% |
| GOOS | 2017-08-10 | 2017-08-11 | 2017-08-14 | — | 18.29 | 18.29 | 0.00% | market | 33.33% | 4.48% | 1.03% | 3.45% |
| EXTR | 2017-08-14 | 2017-08-15 | 2017-08-16 | — | 10.31 | 10.31 | 0.00% | market | 13.33% | 1.36% | -0.02% | 1.37% |
| A | 2017-08-15 | 2017-08-16 | 2017-08-17 | — | 62.15 | 62.15 | 0.00% | market | 13.46% | -2.08% | -1.63% | -0.45% |
| AGRO | 2017-08-15 | 2017-08-16 | 2017-08-17 | — | 10.43 | 10.43 | 0.00% | market | 160.00% | -3.55% | -1.63% | -1.92% |
| BBWI | 2017-08-16 | 2017-08-17 | 2017-08-18 | — | 29.20 | 29.20 | 0.00% | market | 9.09% | 0.21% | -1.43% | 1.64% |
| BABA | 2017-08-17 | 2017-08-18 | 2017-08-21 | — | 165.36 | 165.36 | 0.00% | market | 25.81% | 2.35% | 0.00% | 2.35% |
| BAK | 2017-08-17 | 2017-08-18 | 2017-08-21 | — | 23.64 | 23.64 | 0.00% | market | 412.46% | -0.38% | 0.00% | -0.38% |
| EL | 2017-08-18 | 2017-08-21 | 2017-08-22 | — | 105.39 | 105.39 | 0.00% | market | 18.60% | -0.17% | 1.15% | -1.32% |
| CRM | 2017-08-22 | 2017-08-23 | 2017-08-24 | — | 92.14 | 92.14 | 0.00% | market | 6.45% | 2.18% | -0.14% | 2.32% |
| DBI | 2017-08-22 | 2017-08-23 | 2017-08-24 | — | 18.70 | 18.70 | 0.00% | market | 31.03% | 2.25% | -0.14% | 2.39% |
| AEO | 2017-08-23 | 2017-08-24 | 2017-08-25 | — | 12.25 | 12.25 | 0.00% | market | 18.75% | 3.92% | -0.18% | 4.10% |
| ADSK | 2017-08-24 | 2017-08-25 | 2017-08-28 | — | 115.00 | 115.00 | 0.00% | market | 26.67% | -3.06% | -0.13% | -2.93% |
| ANF | 2017-08-24 | 2017-08-25 | 2017-08-28 | — | 11.57 | 11.57 | 0.00% | market | 52.94% | 8.99% | -0.13% | 9.12% |
| BURL | 2017-08-24 | 2017-08-25 | 2017-08-28 | — | 86.63 | 86.63 | 0.00% | market | 41.18% | 0.66% | -0.13% | 0.79% |
| DLTR | 2017-08-24 | 2017-08-25 | 2017-08-28 | — | 79.88 | 79.88 | 0.00% | market | 13.79% | 0.63% | -0.13% | 0.76% |
| AVAV | 2017-08-29 | 2017-08-30 | 2017-08-31 | — | 42.77 | 42.77 | 0.00% | market | 44.12% | 14.61% | 1.09% | 13.53% |
| BBY | 2017-08-29 | 2017-08-30 | 2017-08-31 | — | 55.34 | 55.34 | 0.00% | market | 9.52% | -1.95% | 1.09% | -3.04% |
| CAL | 2017-08-29 | 2017-08-30 | 2017-08-31 | — | 25.90 | 25.90 | 0.00% | market | 9.09% | 4.17% | 1.09% | 3.08% |
| ADI | 2017-08-30 | 2017-08-31 | 2017-09-01 | — | 84.34 | 84.34 | 0.00% | market | 9.57% | 0.05% | 0.45% | -0.41% |
| BF-B | 2017-08-30 | 2017-08-31 | 2017-09-01 | — | 42.70 | 42.70 | 0.00% | market | 19.35% | 0.00% | 0.45% | -0.45% |
| BOX | 2017-08-30 | 2017-08-31 | 2017-09-01 | — | 18.97 | 18.97 | 0.00% | market | 15.38% | 0.47% | 0.45% | 0.02% |
| FIVE | 2017-08-30 | 2017-08-31 | 2017-09-01 | — | 48.52 | 48.52 | 0.00% | market | 15.38% | -1.07% | 0.45% | -1.53% |
| AMBA | 2017-08-31 | 2017-09-01 | 2017-09-05 | — | 45.93 | 45.93 | 0.00% | market | 6.67% | -11.60% | -0.75% | -10.85% |
| AGX | 2017-09-07 | 2017-09-08 | 2017-09-11 | — | 66.90 | 66.90 | 0.00% | market | 66.99% | -9.27% | 1.08% | -10.35% |
| FIZZ | 2017-09-07 | 2017-09-08 | 2017-09-11 | — | 60.00 | 60.00 | 0.00% | market | 10.81% | 5.33% | 1.08% | 4.25% |
| ADBE | 2017-09-19 | 2017-09-20 | 2017-09-21 | — | 151.99 | 151.99 | 0.00% | market | 8.91% | -1.77% | -0.27% | -1.50% |
| CPRT | 2017-09-19 | 2017-09-20 | 2017-09-21 | — | 8.67 | 8.67 | 0.00% | market | 12.50% | -2.54% | -0.27% | -2.27% |
| EBF | 2017-09-25 | 2017-09-26 | 2017-09-27 | — | 19.70 | 19.70 | 0.00% | market | 13.33% | 1.27% | 0.25% | 1.02% |
| CTAS | 2017-09-26 | 2017-09-27 | 2017-09-28 | — | 35.85 | 35.85 | 0.00% | market | 15.62% | -0.45% | 0.19% | -0.63% |
| AEHR | 2017-09-28 | 2017-09-29 | 2017-10-02 | — | 4.00 | 4.00 | 0.00% | market | 200.30% | -2.50% | 0.79% | -3.29% |
| CAG | 2017-09-28 | 2017-09-29 | 2017-10-02 | — | 34.19 | 34.19 | 0.00% | market | 15.00% | -2.49% | 0.79% | -3.28% |
| C | 2017-10-12 | 2017-10-13 | 2017-10-16 | — | 72.10 | 72.10 | 0.00% | market | 7.58% | -0.46% | 0.06% | -0.52% |
| BAC | 2017-10-13 | 2017-10-16 | 2017-10-17 | — | 25.87 | 25.87 | 0.00% | market | 6.67% | 1.28% | 0.10% | 1.17% |
| FHN | 2017-10-13 | 2017-10-16 | 2017-10-17 | — | 19.07 | 19.07 | 0.00% | market | 6.67% | -0.63% | 0.10% | -0.73% |
| BRO | 2017-10-16 | 2017-10-17 | 2017-10-18 | — | 24.70 | 24.70 | 0.00% | market | 8.00% | -0.93% | 0.19% | -1.12% |
| ASML | 2017-10-18 | 2017-10-19 | 2017-10-20 | — | 174.03 | 174.03 | 0.00% | market | 17.76% | 0.68% | 0.89% | -0.21% |
| BFC | 2017-10-18 | 2017-10-19 | 2017-10-20 | — | 39.50 | 39.50 | 0.00% | market | 13.85% | 3.80% | 0.89% | 2.90% |
| BHE | 2017-10-18 | 2017-10-19 | 2017-10-20 | — | 33.25 | 33.25 | 0.00% | market | 14.71% | -8.27% | 0.89% | -9.17% |
| CNS | 2017-10-18 | 2017-10-19 | 2017-10-20 | — | 43.53 | 43.53 | 0.00% | market | 5.77% | 1.03% | 0.89% | 0.14% |
| EXPO | 2017-10-18 | 2017-10-19 | 2017-10-20 | — | 38.05 | 38.05 | 0.00% | market | 22.73% | -4.94% | 0.89% | -5.84% |
| ASB | 2017-10-19 | 2017-10-20 | 2017-10-23 | — | 25.00 | 25.00 | 0.00% | market | 13.89% | 1.60% | -0.23% | 1.83% |
| BFH | 2017-10-19 | 2017-10-20 | 2017-10-23 | — | 187.73 | 187.73 | 0.00% | market | 6.15% | 1.69% | -0.23% | 1.92% |
| BNY | 2017-10-19 | 2017-10-20 | 2017-10-23 | — | 53.49 | 53.49 | 0.00% | market | 5.38% | -1.83% | -0.23% | -1.60% |
| BX | 2017-10-19 | 2017-10-20 | 2017-10-23 | — | 34.25 | 34.25 | 0.00% | market | 27.78% | 1.37% | -0.23% | 1.60% |
| CVLG | 2017-10-19 | 2017-10-20 | 2017-10-23 | — | 14.50 | 14.50 | 0.00% | market | 47.06% | -0.41% | -0.23% | -0.18% |
| DHR | 2017-10-19 | 2017-10-20 | 2017-10-23 | — | 79.82 | 79.82 | 0.00% | market | 5.26% | 0.46% | -0.23% | 0.69% |
| EWBC | 2017-10-19 | 2017-10-20 | 2017-10-23 | — | 60.00 | 60.00 | 0.00% | market | 5.81% | 1.52% | -0.23% | 1.75% |
| FFBC | 2017-10-19 | 2017-10-20 | 2017-10-23 | — | 27.00 | 27.00 | 0.00% | market | 5.26% | 1.85% | -0.23% | 2.08% |
| GATX | 2017-10-19 | 2017-10-20 | 2017-10-23 | — | 61.73 | 61.73 | 0.00% | market | 28.87% | -2.59% | -0.23% | -2.36% |
| CFG | 2017-10-20 | 2017-10-23 | 2017-10-24 | — | 38.51 | 38.51 | 0.00% | market | 6.25% | -0.36% | -0.36% | -0.01% |
| CLF | 2017-10-20 | 2017-10-23 | 2017-10-24 | — | 6.82 | 6.82 | 0.00% | market | 20.00% | 2.35% | -0.36% | 2.70% |
| CLB | 2017-10-23 | 2017-10-24 | 2017-10-25 | — | 90.50 | 90.50 | 0.00% | market | 9.09% | 4.10% | -0.51% | 4.61% |
| FBK | 2017-10-23 | 2017-10-24 | 2017-10-25 | — | 38.90 | 38.90 | 0.00% | market | 27.66% | 3.14% | -0.51% | 3.65% |
| ABG | 2017-10-24 | 2017-10-25 | 2017-10-26 | — | 57.20 | 57.20 | 0.00% | market | 7.95% | 7.69% | -0.22% | 7.91% |
| AKAM | 2017-10-24 | 2017-10-25 | 2017-10-26 | — | 55.65 | 55.65 | 0.00% | market | 5.08% | -4.15% | -0.22% | -3.93% |
| AMD | 2017-10-24 | 2017-10-25 | 2017-10-26 | — | 12.95 | 12.95 | 0.00% | market | 25.00% | -7.30% | -0.22% | -7.08% |
| AMP | 2017-10-24 | 2017-10-25 | 2017-10-26 | — | 156.15 | 156.15 | 0.00% | market | 26.52% | 4.26% | -0.22% | 4.48% |
| BIIB | 2017-10-24 | 2017-10-25 | 2017-10-26 | — | 317.96 | 317.96 | 0.00% | market | 10.12% | -3.25% | -0.22% | -3.03% |
| BXMT | 2017-10-24 | 2017-10-25 | 2017-10-26 | — | 32.14 | 32.14 | 0.00% | market | 9.52% | -1.49% | -0.22% | -1.27% |
| CAT | 2017-10-24 | 2017-10-25 | 2017-10-26 | — | 137.21 | 137.21 | 0.00% | market | 53.54% | -0.20% | -0.22% | 0.02% |
| CNC | 2017-10-24 | 2017-10-25 | 2017-10-26 | — | 46.50 | 46.50 | 0.00% | market | 9.68% | -2.01% | -0.22% | -1.79% |
| COF | 2017-10-24 | 2017-10-25 | 2017-10-26 | — | 91.10 | 91.10 | 0.00% | market | 15.35% | 1.56% | -0.22% | 1.78% |
| ETR | 2017-10-24 | 2017-10-25 | 2017-10-26 | — | 43.06 | 43.06 | 0.00% | market | 6.36% | 0.07% | -0.22% | 0.29% |
| FBNC | 2017-10-24 | 2017-10-25 | 2017-10-26 | — | 35.98 | 35.98 | 0.00% | market | 16.33% | 2.03% | -0.22% | 2.25% |
| AEM | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 45.69 | 45.69 | 0.00% | market | 81.25% | -0.59% | 0.67% | -1.26% |
| AIT | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 65.45 | 65.45 | 0.00% | market | 13.16% | -1.07% | 0.67% | -1.74% |
| ALGT | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 141.35 | 141.35 | 0.00% | market | 5.30% | -1.45% | 0.67% | -2.12% |
| ALLY | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 25.90 | 25.90 | 0.00% | market | 10.17% | 1.47% | 0.67% | 0.80% |
| AMGN | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 170.87 | 170.87 | 0.00% | market | 5.14% | 2.58% | 0.67% | 1.91% |
| APH | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 21.81 | 21.81 | 0.00% | market | 10.00% | -0.73% | 0.67% | -1.41% |
| ARR | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 131.55 | 131.55 | 0.00% | market | 422.73% | -3.38% | 0.67% | -4.05% |
| AVNT | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 45.00 | 45.00 | 0.00% | market | 5.45% | 0.40% | 0.67% | -0.27% |
| AXTI | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 8.90 | 8.90 | 0.00% | market | 22.22% | 6.74% | 0.67% | 6.07% |
| BAX | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 64.53 | 64.53 | 0.00% | market | 8.47% | 1.78% | 0.67% | 1.11% |
| BCO | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 81.15 | 81.15 | 0.00% | market | 10.67% | -2.03% | 0.67% | -2.71% |
| BLKB | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 93.93 | 93.93 | 0.00% | market | 7.69% | 9.01% | 0.67% | 8.33% |
| BTU | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 31.34 | 31.34 | 0.00% | market | 8.76% | -2.07% | 0.67% | -2.75% |
| CNO | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 25.00 | 25.00 | 0.00% | market | 15.38% | -1.80% | 0.67% | -2.47% |
| CSGP | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 28.15 | 28.15 | 0.00% | market | 27.27% | 6.36% | 0.67% | 5.69% |
| CW | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 115.00 | 115.00 | 0.00% | market | 18.18% | 0.83% | 0.67% | 0.16% |
| DLB | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 56.95 | 56.95 | 0.00% | market | 73.08% | 0.76% | 0.67% | 0.08% |
| EFOR | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 57.63 | 57.63 | 0.00% | market | 10.67% | 4.70% | 0.67% | 4.03% |
| EIG | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 45.70 | 45.70 | 0.00% | market | 14.04% | 4.49% | 0.67% | 3.81% |
| ELV | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 206.00 | 206.00 | 0.00% | market | 9.50% | 2.59% | 0.67% | 1.92% |
| FCF | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 14.17 | 14.17 | 0.00% | market | 10.00% | 3.32% | 0.67% | 2.64% |
| FCX | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 14.83 | 14.83 | 0.00% | market | 17.24% | -4.72% | 0.67% | -5.39% |
| FFIV | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 119.50 | 119.50 | 0.00% | market | 10.41% | 1.41% | 0.67% | 0.73% |
| FNF | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 34.06 | 34.06 | 0.00% | market | 7.58% | 3.96% | 0.67% | 3.29% |
| FR | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 30.85 | 30.85 | 0.00% | market | 106.25% | 0.62% | 0.67% | -0.06% |
| FSV | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 70.00 | 70.00 | 0.00% | market | 5.71% | -0.10% | 0.67% | -0.77% |
| GHM | 2017-10-25 | 2017-10-26 | 2017-10-27 | — | 20.22 | 20.22 | 0.00% | market | 100.00% | -3.31% | 0.67% | -3.99% |
| ABEV | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 6.41 | 6.41 | 0.00% | market | 20.00% | -0.94% | 0.11% | -1.05% |
| ALGN | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 225.64 | 225.64 | 0.00% | market | 23.17% | 4.40% | 0.11% | 4.29% |
| ALKS | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 55.00 | 55.00 | 0.00% | market | 444.46% | -11.11% | 0.11% | -11.22% |
| ALV | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 90.51 | 90.51 | 0.00% | market | 10.53% | -2.10% | 0.11% | -2.21% |
| AMZN | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 52.91 | 52.91 | 0.00% | market | 1654.39% | 4.97% | 0.11% | 4.86% |
| ATEN | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 7.84 | 7.84 | 0.00% | market | 263.64% | -5.10% | 0.11% | -5.21% |
| AVT | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 41.80 | 41.80 | 0.00% | market | 7.04% | -5.02% | 0.11% | -5.13% |
| AXTA | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 28.38 | 28.38 | 0.00% | market | 8.33% | 14.27% | 0.11% | 14.16% |
| BANC | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 21.30 | 21.30 | 0.00% | market | 31.58% | -0.70% | 0.11% | -0.81% |
| BEN | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 43.76 | 43.76 | 0.00% | market | 5.56% | -2.79% | 0.11% | -2.90% |
| BIDU | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 241.82 | 241.82 | 0.00% | market | 77.63% | -2.23% | 0.11% | -2.34% |
| BMRN | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 82.52 | 82.52 | 0.00% | market | 41.67% | -0.67% | 0.11% | -0.78% |
| BWA | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 46.92 | 46.92 | 0.00% | market | 7.95% | -1.79% | 0.11% | -1.90% |
| CB | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 154.25 | 154.25 | 0.00% | market | 50.00% | -0.88% | 0.11% | -0.99% |
| CFR | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 101.62 | 101.62 | 0.00% | market | 8.40% | -2.59% | 0.11% | -2.70% |
| CHE | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 218.04 | 218.04 | 0.00% | market | 6.97% | 2.11% | 0.11% | 2.01% |
| CINF | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 74.96 | 74.96 | 0.00% | market | 11.54% | -6.07% | 0.11% | -6.18% |
| CMS | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 47.94 | 47.94 | 0.00% | market | 10.71% | -0.29% | 0.11% | -0.40% |
| CNOB | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 26.55 | 26.55 | 0.00% | market | 24.24% | -0.38% | 0.11% | -0.49% |
| COLB | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 43.51 | 43.51 | 0.00% | market | 32.08% | -1.15% | 0.11% | -1.26% |
| COLM | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 65.03 | 65.03 | 0.00% | market | 8.70% | -2.21% | 0.11% | -2.32% |
| COP | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 51.16 | 51.16 | 0.00% | market | 77.78% | 0.45% | 0.11% | 0.34% |
| CPAC | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 12.67 | 12.67 | 0.00% | market | 55.56% | 1.89% | 0.11% | 1.79% |
| CRS | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 49.71 | 49.71 | 0.00% | market | 19.51% | -1.39% | 0.11% | -1.50% |
| CSTM | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 11.60 | 11.60 | 0.00% | market | 33.31% | 4.31% | 0.11% | 4.20% |
| CTS | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 26.35 | 26.35 | 0.00% | market | 6.90% | -0.57% | 0.11% | -0.68% |
| CX | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 8.12 | 8.12 | 0.00% | market | 18.75% | -0.99% | 0.11% | -1.09% |
| CYTK | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 13.15 | 13.15 | 0.00% | market | 6.25% | 5.70% | 0.11% | 5.59% |
| DAN | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 29.78 | 29.78 | 0.00% | market | 7.27% | -0.20% | 0.11% | -0.31% |
| DB | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 16.46 | 16.46 | 0.00% | market | 15.62% | -1.22% | 0.11% | -1.32% |
| DECK | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 11.98 | 11.98 | 0.00% | market | 52.94% | -1.75% | 0.11% | -1.86% |
| DGII | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 10.80 | 10.80 | 0.00% | market | 100.00% | -2.78% | 0.11% | -2.89% |
| DLX | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 72.54 | 72.54 | 0.00% | market | 5.60% | -4.49% | 0.11% | -4.60% |
| ELME | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 31.51 | 31.51 | 0.00% | market | 11.11% | 2.03% | 0.11% | 1.92% |
| EME | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 77.23 | 77.23 | 0.00% | market | 34.57% | 2.73% | 0.11% | 2.62% |
| EMN | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 93.63 | 93.63 | 0.00% | market | 7.88% | -1.93% | 0.11% | -2.04% |
| ENTG | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 32.30 | 32.30 | 0.00% | market | 17.65% | -0.62% | 0.11% | -0.73% |
| ENVA | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 15.20 | 15.20 | 0.00% | market | 78.57% | -4.28% | 0.11% | -4.39% |
| EQNR | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 19.85 | 19.85 | 0.00% | market | 19.05% | 3.48% | 0.11% | 3.37% |
| EQT | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 32.42 | 32.42 | 0.00% | market | 431.21% | 4.04% | 0.11% | 3.93% |
| EVR | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 76.90 | 76.90 | 0.00% | market | 10.91% | 4.16% | 0.11% | 4.05% |
| EXLS | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 12.50 | 12.50 | 0.00% | market | 7.69% | -2.48% | 0.11% | -2.59% |
| F | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 12.23 | 12.23 | 0.00% | market | 34.37% | -1.06% | 0.11% | -1.17% |
| FAF | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 52.58 | 52.58 | 0.00% | market | 12.00% | 1.12% | 0.11% | 1.01% |
| FCN | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 41.08 | 41.08 | 0.00% | market | 40.68% | 2.00% | 0.11% | 1.89% |
| FE | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 32.10 | 32.10 | 0.00% | market | 11.49% | 1.78% | 0.11% | 1.67% |
| FHI | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 30.56 | 30.56 | 0.00% | market | 5.66% | -1.08% | 0.11% | -1.19% |
| FLEX | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 17.40 | 17.40 | 0.00% | market | 8.00% | 2.70% | 0.11% | 2.59% |
| FMX | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 88.88 | 88.88 | 0.00% | market | 293.70% | -0.61% | 0.11% | -0.72% |
| FSLR | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 52.10 | 52.10 | 0.00% | market | 132.14% | 15.99% | 0.11% | 15.88% |
| FTV | 2017-10-26 | 2017-10-27 | 2017-10-30 | — | 45.53 | 45.53 | 0.00% | market | 5.48% | 0.35% | 0.11% | 0.24% |
| EMBJ | 2017-10-27 | 2017-10-30 | 2017-10-31 | — | 18.73 | 18.73 | 0.00% | market | 36.67% | 2.19% | 0.27% | 1.92% |
| GBX | 2017-10-27 | 2017-10-30 | 2017-10-31 | — | 49.45 | 49.45 | 0.00% | market | 10.26% | 5.56% | 0.27% | 5.30% |
| ACCO | 2017-10-30 | 2017-10-31 | 2017-11-01 | — | 12.90 | 12.90 | 0.00% | market | 6.06% | -1.55% | 0.12% | -1.67% |
| AIN | 2017-10-30 | 2017-10-31 | 2017-11-01 | — | 58.15 | 58.15 | 0.00% | market | 35.71% | 3.01% | 0.12% | 2.89% |
| ALSN | 2017-10-30 | 2017-10-31 | 2017-11-01 | — | 45.58 | 45.58 | 0.00% | market | 50.00% | -3.99% | 0.12% | -4.11% |
| AMKR | 2017-10-30 | 2017-10-31 | 2017-11-01 | — | 11.09 | 11.09 | 0.00% | market | 30.00% | -2.61% | 0.12% | -2.74% |
| AVB | 2017-10-30 | 2017-10-31 | 2017-11-01 | — | 180.65 | 180.65 | 0.00% | market | 40.98% | 1.52% | 0.12% | 1.40% |
| CASH | 2017-10-30 | 2017-10-31 | 2017-11-01 | — | 30.83 | 30.83 | 0.00% | market | 510.00% | -6.84% | 0.12% | -6.96% |
| CGNX | 2017-10-30 | 2017-10-31 | 2017-11-01 | — | 64.00 | 64.00 | 0.00% | market | 9.62% | -2.38% | 0.12% | -2.50% |
| CNA | 2017-10-30 | 2017-10-31 | 2017-11-01 | — | 54.01 | 54.01 | 0.00% | market | 1971.43% | 0.83% | 0.12% | 0.71% |
| DAC | 2017-10-30 | 2017-10-31 | 2017-11-01 | — | 20.30 | 20.30 | 0.00% | market | 12.50% | 0.00% | 0.12% | -0.12% |
| EIX | 2017-10-30 | 2017-10-31 | 2017-11-01 | — | 80.59 | 80.59 | 0.00% | market | 7.52% | -1.87% | 0.12% | -1.99% |
| AFG | 2017-10-31 | 2017-11-01 | 2017-11-02 | — | 105.02 | 105.02 | 0.00% | market | 24.71% | -1.92% | -0.17% | -1.75% |
| AGCO | 2017-10-31 | 2017-11-01 | 2017-11-02 | — | 69.23 | 69.23 | 0.00% | market | 8.22% | -0.35% | -0.17% | -0.17% |
| ALG | 2017-10-31 | 2017-11-01 | 2017-11-02 | — | 106.07 | 106.07 | 0.00% | market | 12.00% | 3.93% | -0.17% | 4.11% |
| AMRC | 2017-10-31 | 2017-11-01 | 2017-11-02 | — | 7.80 | 7.80 | 0.00% | market | 20.00% | 2.56% | -0.17% | 2.74% |
| BBD | 2017-10-31 | 2017-11-01 | 2017-11-02 | — | 5.95 | 5.95 | 0.00% | market | 16.67% | -1.68% | -0.17% | -1.51% |
| BCC | 2017-10-31 | 2017-11-01 | 2017-11-02 | — | 36.00 | 36.00 | 0.00% | market | 17.39% | 0.69% | -0.17% | 0.87% |
| BGS | 2017-10-31 | 2017-11-01 | 2017-11-02 | — | 36.35 | 36.35 | 0.00% | market | 19.57% | -10.04% | -0.17% | -9.87% |
| BKU | 2017-10-31 | 2017-11-01 | 2017-11-02 | — | 34.41 | 34.41 | 0.00% | market | 5.08% | -4.94% | -0.17% | -4.77% |
| BP | 2017-10-31 | 2017-11-01 | 2017-11-02 | — | 40.99 | 40.99 | 0.00% | market | 14.00% | -0.78% | -0.17% | -0.61% |
| CG | 2017-10-31 | 2017-11-01 | 2017-11-02 | — | 22.30 | 22.30 | 0.00% | market | 9.80% | 0.90% | -0.17% | 1.07% |
| CIGI | 2017-10-31 | 2017-11-01 | 2017-11-02 | — | 59.20 | 59.20 | 0.00% | market | 29.79% | -0.08% | -0.17% | 0.09% |
| CMI | 2017-10-31 | 2017-11-01 | 2017-11-02 | — | 179.26 | 179.26 | 0.00% | market | 10.16% | -3.33% | -0.17% | -3.16% |
| DVN | 2017-10-31 | 2017-11-01 | 2017-11-02 | — | 37.75 | 37.75 | 0.00% | market | 21.05% | 2.86% | -0.17% | 3.04% |
| EA | 2017-10-31 | 2017-11-01 | 2017-11-02 | — | 116.00 | 116.00 | 0.00% | market | 20.00% | -2.85% | -0.17% | -2.68% |
| FIS | 2017-10-31 | 2017-11-01 | 2017-11-02 | — | 94.12 | 94.12 | 0.00% | market | 11.32% | -0.81% | -0.17% | -0.63% |
| GEO | 2017-10-31 | 2017-11-01 | 2017-11-02 | — | 26.12 | 26.12 | 0.00% | market | 34.04% | -1.84% | -0.17% | -1.66% |
| GIC | 2017-10-31 | 2017-11-01 | 2017-11-02 | — | 29.20 | 29.20 | 0.00% | market | 10.34% | 6.16% | -0.17% | 6.34% |
| ACRE | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 13.15 | 13.15 | 0.00% | market | 39.29% | -1.67% | 0.40% | -2.08% |
| AGIO | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 62.63 | 62.63 | 0.00% | market | 8.62% | 6.16% | 0.40% | 5.76% |
| AGYS | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 12.21 | 12.21 | 0.00% | market | 23.08% | -2.05% | 0.40% | -2.45% |
| ALL | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 95.89 | 95.89 | 0.00% | market | 83.91% | 2.03% | 0.40% | 1.63% |
| APO | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 31.67 | 31.67 | 0.00% | market | 75.41% | -1.20% | 0.40% | -1.60% |
| ATRC | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 17.58 | 17.58 | 0.00% | market | 8.33% | 14.85% | 0.40% | 14.44% |
| AXGN | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 21.75 | 21.75 | 0.00% | market | 25.00% | 12.87% | 0.40% | 12.47% |
| BDC | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 82.92 | 82.92 | 0.00% | market | 5.67% | -1.07% | 0.40% | -1.48% |
| BHF | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 57.49 | 57.49 | 0.00% | market | 13.95% | 0.57% | 0.40% | 0.17% |
| CACI | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 137.50 | 137.50 | 0.00% | market | 9.87% | -5.45% | 0.40% | -5.86% |
| CF | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 38.74 | 38.74 | 0.00% | market | 29.09% | -0.36% | 0.40% | -0.77% |
| CHDN | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 34.97 | 34.97 | 0.00% | market | 28.57% | 1.60% | 0.40% | 1.20% |
| CMPR | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 115.00 | 115.00 | 0.00% | market | 29.41% | 3.58% | 0.40% | 3.18% |
| CWST | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 19.00 | 19.00 | 0.00% | market | 20.00% | 1.79% | 0.40% | 1.39% |
| DCO | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 31.45 | 31.45 | 0.00% | market | 20.59% | -7.44% | 0.40% | -7.84% |
| DINO | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 39.95 | 39.95 | 0.00% | market | 20.22% | 0.48% | 0.40% | 0.07% |
| EL | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 121.67 | 121.67 | 0.00% | market | 24.74% | 0.03% | 0.40% | -0.37% |
| EQIX | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 481.00 | 481.00 | 0.00% | market | 5.97% | 1.17% | 0.40% | 0.77% |
| EXEL | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 26.52 | 26.52 | 0.00% | market | 225.00% | -1.02% | 0.40% | -1.42% |
| FLS | 2017-11-01 | 2017-11-02 | 2017-11-03 | — | 43.42 | 43.42 | 0.00% | market | 8.82% | -9.60% | 0.40% | -10.01% |
| AAPL | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 43.50 | 43.50 | 0.00% | market | 10.64% | 0.14% | 0.42% | -0.28% |
| ACIW | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 23.23 | 23.23 | 0.00% | market | 314.29% | -0.95% | 0.42% | -1.37% |
| ACLS | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 32.80 | 32.80 | 0.00% | market | 35.71% | 2.90% | 0.42% | 2.48% |
| ADNT | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 81.47 | 81.47 | 0.00% | market | 5.88% | -3.47% | 0.42% | -3.89% |
| ADP | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 114.57 | 114.57 | 0.00% | market | 7.06% | -2.83% | 0.42% | -3.25% |
| AER | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 52.76 | 52.76 | 0.00% | market | 10.96% | -0.87% | 0.42% | -1.29% |
| AGI | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 6.46 | 6.46 | 0.00% | market | 76.49% | -1.08% | 0.42% | -1.50% |
| AGO | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 38.50 | 38.50 | 0.00% | market | 92.54% | -5.17% | 0.42% | -5.59% |
| AIZ | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 99.03 | 99.03 | 0.00% | market | 21.79% | 0.24% | 0.42% | -0.18% |
| AME | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 68.78 | 68.78 | 0.00% | market | 6.45% | -0.33% | 0.42% | -0.75% |
| AMN | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 38.25 | 38.25 | 0.00% | market | 5.00% | 11.11% | 0.42% | 10.69% |
| AN | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 55.36 | 55.36 | 0.00% | market | 19.05% | -1.63% | 0.42% | -2.04% |
| ANET | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 12.61 | 12.61 | 0.00% | market | 36.67% | 2.46% | 0.42% | 2.04% |
| ANIP | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 60.00 | 60.00 | 0.00% | market | 12.12% | 5.85% | 0.42% | 5.43% |
| APA | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 41.77 | 41.77 | 0.00% | market | 180.00% | 9.50% | 0.42% | 9.09% |
| APPN | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 22.79 | 22.79 | 0.00% | market | 46.67% | -1.40% | 0.42% | -1.82% |
| APTV | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 80.11 | 80.11 | 0.00% | market | 5.73% | -1.92% | 0.42% | -2.33% |
| ASPN | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 4.32 | 4.32 | 0.00% | market | 18.75% | 13.43% | 0.42% | 13.01% |
| BABA | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 186.51 | 186.51 | 0.00% | market | 24.04% | 0.71% | 0.42% | 0.29% |
| BIO | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 241.11 | 241.11 | 0.00% | market | 139.47% | 7.76% | 0.42% | 7.34% |
| BL | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 34.76 | 34.76 | 0.00% | market | 83.33% | 2.24% | 0.42% | 1.82% |
| BOOT | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 10.53 | 10.53 | 0.00% | market | 139.95% | -5.13% | 0.42% | -5.55% |
| BRKR | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 34.43 | 34.43 | 0.00% | market | 11.54% | -3.83% | 0.42% | -4.25% |
| BTE | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 2.85 | 2.85 | 0.00% | market | 83.33% | 17.54% | 0.42% | 17.12% |
| CC | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 52.64 | 52.64 | 0.00% | market | 7.69% | -1.03% | 0.42% | -1.44% |
| CCS | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 28.30 | 28.30 | 0.00% | market | 82.50% | 4.59% | 0.42% | 4.17% |
| CI | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 198.65 | 198.65 | 0.00% | market | 19.92% | 3.20% | 0.42% | 2.78% |
| CIM | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 54.99 | 54.99 | 0.00% | market | 8.77% | -3.27% | 0.42% | -3.69% |
| COHU | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 22.72 | 22.72 | 0.00% | market | 10.26% | 9.68% | 0.42% | 9.26% |
| CRK | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 5.04 | 5.04 | 0.00% | market | 24.14% | 12.70% | 0.42% | 12.28% |
| CRUS | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 58.80 | 58.80 | 0.00% | market | 12.40% | -1.97% | 0.42% | -2.39% |
| CVE | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 10.50 | 10.50 | 0.00% | market | 125.00% | 6.95% | 0.42% | 6.53% |
| CZR | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 27.20 | 27.20 | 0.00% | market | 22.58% | 5.15% | 0.42% | 4.73% |
| DD | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 128.76 | 128.76 | 0.00% | market | 22.22% | -2.56% | 0.42% | -2.98% |
| DFIN | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 19.11 | 19.11 | 0.00% | market | 11.11% | -2.98% | 0.42% | -3.40% |
| DHX | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 2.25 | 2.25 | 0.00% | market | 16.67% | -11.11% | 0.42% | -11.53% |
| EBS | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 42.05 | 42.05 | 0.00% | market | 78.05% | 2.88% | 0.42% | 2.46% |
| ECPG | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 52.00 | 52.00 | 0.00% | market | 26.37% | -5.96% | 0.42% | -6.38% |
| ENB | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 37.10 | 37.10 | 0.00% | market | 8.33% | -0.75% | 0.42% | -1.17% |
| EOG | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 103.80 | 103.80 | 0.00% | market | 90.00% | 3.04% | 0.42% | 2.63% |
| EPAM | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 99.86 | 99.86 | 0.00% | market | 8.24% | 0.09% | 0.42% | -0.33% |
| EVC | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 5.50 | 5.50 | 0.00% | market | 284.21% | -3.64% | 0.42% | -4.06% |
| EVH | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 16.30 | 16.30 | 0.00% | market | 55.56% | -32.52% | 0.42% | -32.93% |
| FCPT | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 24.86 | 24.86 | 0.00% | market | 29.17% | 1.89% | 0.42% | 1.47% |
| FLR | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 44.56 | 44.56 | 0.00% | market | 11.67% | 9.00% | 0.42% | 8.58% |
| FMS | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 48.07 | 48.07 | 0.00% | market | 5.36% | 0.92% | 0.42% | 0.50% |
| FND | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 41.20 | 41.20 | 0.00% | market | 21.43% | -1.75% | 0.42% | -2.17% |
| FOR | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 17.30 | 17.30 | 0.00% | market | 46.15% | -1.16% | 0.42% | -1.58% |
| FSS | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 23.31 | 23.31 | 0.00% | market | 14.29% | -6.82% | 0.42% | -7.24% |
| FUN | 2017-11-02 | 2017-11-03 | 2017-11-06 | — | 65.50 | 65.50 | 0.00% | market | 6.54% | 1.34% | 0.42% | 0.92% |
| ABR | 2017-11-03 | 2017-11-06 | 2017-11-07 | — | 8.61 | 8.61 | 0.00% | market | 44.44% | -1.97% | 0.14% | -2.12% |
| ADMA | 2017-11-03 | 2017-11-06 | 2017-11-07 | — | 2.20 | 2.20 | 0.00% | market | 215.69% | 1.82% | 0.14% | 1.67% |
| CBRE | 2017-11-03 | 2017-11-06 | 2017-11-07 | — | 40.33 | 40.33 | 0.00% | market | 18.52% | 1.36% | 0.14% | 1.22% |
| DCH | 2017-11-03 | 2017-11-06 | 2017-11-07 | — | 19.13 | 19.13 | 0.00% | market | 32.31% | -6.38% | 0.14% | -6.52% |
| ENIC | 2017-11-04 | 2017-11-06 | 2017-11-07 | — | 5.79 | 5.79 | 0.00% | market | 166.24% | -1.21% | 0.14% | -1.35% |
| FTS | 2017-11-03 | 2017-11-06 | 2017-11-07 | — | 37.24 | 37.24 | 0.00% | market | 7.01% | 1.32% | 0.14% | 1.17% |
| GEL | 2017-11-03 | 2017-11-06 | 2017-11-07 | — | 23.46 | 23.46 | 0.00% | market | 69.23% | 0.43% | 0.14% | 0.28% |
| AMC | 2017-11-06 | 2017-11-07 | 2017-11-08 | — | 118.50 | 118.50 | 0.00% | market | 10.81% | -0.42% | 0.05% | -0.48% |
| APPF | 2017-11-06 | 2017-11-07 | 2017-11-08 | — | 48.50 | 48.50 | 0.00% | market | 85.71% | -14.33% | 0.05% | -14.38% |
| ASH | 2017-11-06 | 2017-11-07 | 2017-11-08 | — | 69.21 | 69.21 | 0.00% | market | 13.04% | -5.75% | 0.05% | -5.80% |
| BSM | 2017-11-06 | 2017-11-07 | 2017-11-08 | — | 18.50 | 18.50 | 0.00% | market | 6.67% | -2.65% | 0.05% | -2.70% |
| CAH | 2017-11-06 | 2017-11-07 | 2017-11-08 | — | 60.35 | 60.35 | 0.00% | market | 7.92% | 1.06% | 0.05% | 1.01% |
| CPRI | 2017-11-06 | 2017-11-07 | 2017-11-08 | — | 54.89 | 54.89 | 0.00% | market | 60.24% | -1.71% | 0.05% | -1.77% |
| CRC | 2017-11-06 | 2017-11-07 | 2017-11-08 | — | 15.35 | 15.35 | 0.00% | market | 23.27% | 1.56% | 0.05% | 1.51% |
| ETSY | 2017-11-06 | 2017-11-07 | 2017-11-08 | — | 17.59 | 17.59 | 0.00% | market | 140.00% | -6.14% | 0.05% | -6.19% |
| FANG | 2017-11-06 | 2017-11-07 | 2017-11-08 | — | 114.82 | 114.82 | 0.00% | market | 6.40% | -4.16% | 0.05% | -4.22% |
| FBP | 2017-11-06 | 2017-11-07 | 2017-11-08 | — | 5.18 | 5.18 | 0.00% | market | 18.18% | -8.30% | 0.05% | -8.36% |
| FMC | 2017-11-06 | 2017-11-07 | 2017-11-08 | — | 79.26 | 79.26 | 0.00% | market | 11.11% | 1.94% | 0.05% | 1.89% |
| FNV | 2017-11-06 | 2017-11-07 | 2017-11-08 | — | 84.31 | 84.31 | 0.00% | market | 20.00% | -0.30% | 0.05% | -0.35% |
| AAOI | 2017-11-07 | 2017-11-08 | 2017-11-09 | — | 40.47 | 40.47 | 0.00% | market | 5.88% | 6.75% | -0.12% | 6.86% |
| ACAD | 2017-11-07 | 2017-11-08 | 2017-11-09 | — | 33.52 | 33.52 | 0.00% | market | 15.87% | -13.01% | -0.12% | -12.89% |
| ALNY | 2017-11-07 | 2017-11-08 | 2017-11-09 | — | 131.14 | 131.14 | 0.00% | market | 13.82% | 4.99% | -0.12% | 5.10% |
| ATEX | 2017-11-07 | 2017-11-08 | 2017-11-09 | — | 30.50 | 30.50 | 0.00% | market | 9.52% | -1.48% | -0.12% | -1.36% |
| ATHM | 2017-11-07 | 2017-11-08 | 2017-11-09 | — | 64.64 | 64.64 | 0.00% | market | 7.14% | -2.31% | -0.12% | -2.19% |
| BHC | 2017-11-07 | 2017-11-08 | 2017-11-09 | — | 14.08 | 14.08 | 0.00% | market | 16.85% | 9.02% | -0.12% | 9.14% |
| CAPL | 2017-11-07 | 2017-11-08 | 2017-11-09 | — | 25.33 | 25.33 | 0.00% | market | 28.57% | -1.58% | -0.12% | -1.46% |
| CLDX | 2017-11-07 | 2017-11-08 | 2017-11-09 | — | 39.75 | 39.75 | 0.00% | market | 16.67% | 3.02% | -0.12% | 3.13% |
| CROX | 2017-11-07 | 2017-11-08 | 2017-11-09 | — | 8.82 | 8.82 | 0.00% | market | 140.00% | 13.04% | -0.12% | 13.15% |
| CVNA | 2017-11-07 | 2017-11-08 | 2017-11-09 | — | 2.58 | 2.58 | 0.00% | market | 80.00% | 7.36% | -0.12% | 7.48% |
| DXC | 2017-11-07 | 2017-11-08 | 2017-11-09 | — | 97.00 | 97.00 | 0.00% | market | 26.14% | -2.44% | -0.12% | -2.33% |
| EMR | 2017-11-07 | 2017-11-08 | 2017-11-09 | — | 63.04 | 63.04 | 0.00% | market | 5.06% | -2.47% | -0.12% | -2.36% |
| ENPH | 2017-11-07 | 2017-11-08 | 2017-11-09 | — | 1.61 | 1.61 | 0.00% | market | 80.00% | 13.66% | -0.12% | 13.78% |
| EXPD | 2017-11-07 | 2017-11-08 | 2017-11-09 | — | 60.59 | 60.59 | 0.00% | market | 10.00% | -1.19% | -0.12% | -1.07% |
| EXTR | 2017-11-07 | 2017-11-08 | 2017-11-09 | — | 11.31 | 11.31 | 0.00% | market | 14.29% | 1.06% | -0.12% | 1.18% |
| G | 2017-11-07 | 2017-11-08 | 2017-11-09 | — | 31.00 | 31.00 | 0.00% | market | 17.95% | 0.45% | -0.12% | 0.57% |
| GDOT | 2017-11-07 | 2017-11-08 | 2017-11-09 | — | 60.61 | 60.61 | 0.00% | market | 30.77% | 6.65% | -0.12% | 6.77% |
| ALRM | 2017-11-08 | 2017-11-09 | 2017-11-10 | — | 44.31 | 44.31 | 0.00% | market | 35.00% | -8.40% | 0.14% | -8.54% |
| AXSM | 2017-11-08 | 2017-11-09 | 2017-11-10 | — | 4.55 | 4.55 | 0.00% | market | 20.59% | 8.79% | 0.14% | 8.65% |
| BR | 2017-11-08 | 2017-11-09 | 2017-11-10 | — | 90.75 | 90.75 | 0.00% | market | 28.57% | -2.53% | 0.14% | -2.67% |
| CABO | 2017-11-08 | 2017-11-09 | 2017-11-10 | — | 678.80 | 678.80 | 0.00% | market | 10.77% | 0.76% | 0.14% | 0.62% |
| CARS | 2017-11-08 | 2017-11-09 | 2017-11-10 | — | 21.95 | 21.95 | 0.00% | market | 54.84% | 3.87% | 0.14% | 3.73% |
| CCU | 2017-11-08 | 2017-11-09 | 2017-11-10 | — | 26.90 | 26.90 | 0.00% | market | 6.67% | 2.23% | 0.14% | 2.09% |
| CHEF | 2017-11-08 | 2017-11-09 | 2017-11-10 | — | 20.35 | 20.35 | 0.00% | market | 10.00% | -17.44% | 0.14% | -17.58% |
| CPA | 2017-11-08 | 2017-11-09 | 2017-11-10 | — | 128.46 | 128.46 | 0.00% | market | 7.69% | -4.26% | 0.14% | -4.40% |
| DK | 2017-11-08 | 2017-11-09 | 2017-11-10 | — | 28.89 | 28.89 | 0.00% | market | 19.12% | -5.02% | 0.14% | -5.16% |
| ELF | 2017-11-08 | 2017-11-09 | 2017-11-10 | — | 18.89 | 18.89 | 0.00% | market | 183.33% | 0.85% | 0.14% | 0.71% |
| ENR | 2017-11-08 | 2017-11-09 | 2017-11-10 | — | 42.25 | 42.25 | 0.00% | market | 10.20% | 3.55% | 0.14% | 3.41% |
| FIVN | 2017-11-08 | 2017-11-09 | 2017-11-10 | — | 26.50 | 26.50 | 0.00% | market | 544.12% | -4.45% | 0.14% | -4.59% |
| FLO | 2017-11-08 | 2017-11-09 | 2017-11-10 | — | 18.20 | 18.20 | 0.00% | market | 15.00% | 2.75% | 0.14% | 2.61% |
| FPI | 2017-11-08 | 2017-11-09 | 2017-11-10 | — | 8.50 | 8.50 | 0.00% | market | 150.00% | 5.88% | 0.14% | 5.74% |
| GLP | 2017-11-08 | 2017-11-09 | 2017-11-10 | — | 17.80 | 17.80 | 0.00% | market | 83.33% | -1.97% | 0.14% | -2.11% |
| AGM | 2017-11-09 | 2017-11-10 | 2017-11-13 | — | 67.06 | 67.06 | 0.00% | market | 7.53% | 4.12% | 0.23% | 3.88% |
| AMRX | 2017-11-09 | 2017-11-10 | 2017-11-13 | — | 16.85 | 16.85 | 0.00% | market | 15.00% | 2.37% | 0.23% | 2.14% |
| AZN | 2017-11-09 | 2017-11-10 | 2017-11-13 | — | 65.38 | 65.38 | 0.00% | market | 103.64% | 0.67% | 0.23% | 0.44% |
| BAK | 2017-11-09 | 2017-11-10 | 2017-11-13 | — | 30.24 | 30.24 | 0.00% | market | 25.49% | -2.22% | 0.23% | -2.45% |
| BATRK | 2017-11-09 | 2017-11-10 | 2017-11-13 | — | 22.70 | 22.70 | 0.00% | market | 542.86% | -1.81% | 0.23% | -2.04% |
| BLFS | 2017-11-09 | 2017-11-10 | 2017-11-13 | — | 5.86 | 5.86 | 0.00% | market | 50.00% | 5.97% | 0.23% | 5.74% |
| BN | 2017-11-09 | 2017-11-10 | 2017-11-13 | — | 14.87 | 14.87 | 0.00% | market | 18.18% | 1.28% | 0.23% | 1.04% |
| CDNA | 2017-11-09 | 2017-11-10 | 2017-11-13 | — | 5.55 | 5.55 | 0.00% | market | 11.76% | 4.86% | 0.23% | 4.63% |
| COTY | 2017-11-09 | 2017-11-10 | 2017-11-13 | — | 16.35 | 16.35 | 0.00% | market | 42.86% | 2.45% | 0.23% | 2.21% |