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 8: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ECPG | 2019-05-08 | 2019-05-09 | 2019-05-10 | — | 29.07 | 29.07 | 0.00% | market | 21.67% | 26.18% | 1.01% | 25.17% |
| ENOV | 2019-05-08 | 2019-05-09 | 2019-05-10 | — | 45.16 | 45.16 | 0.00% | market | 7.43% | 3.05% | 1.01% | 2.04% |
| EPRT | 2019-05-08 | 2019-05-09 | 2019-05-10 | — | 20.09 | 20.09 | 0.00% | market | 8.33% | 1.44% | 1.01% | 0.44% |
| ETSY | 2019-05-08 | 2019-05-09 | 2019-05-10 | — | 63.25 | 63.25 | 0.00% | market | 71.43% | -2.29% | 1.01% | -3.30% |
| FNV | 2019-05-08 | 2019-05-09 | 2019-05-10 | — | 71.08 | 71.08 | 0.00% | market | 25.00% | 2.81% | 1.01% | 1.81% |
| FOXA | 2019-05-08 | 2019-05-09 | 2019-05-10 | — | 38.50 | 38.50 | 0.00% | market | 13.43% | 0.08% | 1.01% | -0.93% |
| FTDR | 2019-05-08 | 2019-05-09 | 2019-05-10 | — | 38.52 | 38.52 | 0.00% | market | 46.15% | 1.06% | 1.01% | 0.06% |
| GDOT | 2019-05-08 | 2019-05-09 | 2019-05-10 | — | 46.94 | 46.94 | 0.00% | market | 5.59% | 4.03% | 1.01% | 3.02% |
| GPRK | 2019-05-08 | 2019-05-09 | 2019-05-10 | — | 14.44 | 14.44 | 0.00% | market | 57.89% | 6.93% | 1.01% | 5.92% |
| GTN | 2019-05-08 | 2019-05-09 | 2019-05-10 | — | 20.02 | 20.02 | 0.00% | market | 161.36% | 1.60% | 1.01% | 0.59% |
| AEE | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 71.63 | 71.63 | 0.00% | market | 14.71% | 4.15% | -1.67% | 5.81% |
| AGO | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 45.87 | 45.87 | 0.00% | market | 9.33% | -6.78% | -1.67% | -5.11% |
| ALRM | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 63.00 | 63.00 | 0.00% | market | 6.25% | -6.48% | -1.67% | -4.81% |
| ANIP | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 66.10 | 66.10 | 0.00% | market | 26.21% | 6.73% | -1.67% | 8.40% |
| AXON | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 67.00 | 67.00 | 0.00% | market | 31.25% | -3.34% | -1.67% | -1.68% |
| BAK | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 20.48 | 20.48 | 0.00% | market | 848.54% | -3.76% | -1.67% | -2.09% |
| BBAR | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 9.04 | 9.04 | 0.00% | market | 105.41% | -8.41% | -1.67% | -6.74% |
| BBDC | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 9.91 | 9.91 | 0.00% | market | 6.67% | 2.62% | -1.67% | 4.29% |
| BMA | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 46.07 | 46.07 | 0.00% | market | 30.54% | -7.21% | -1.67% | -5.54% |
| BN | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 16.61 | 16.61 | 0.00% | market | 457.14% | 1.63% | -1.67% | 3.29% |
| CAH | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 50.24 | 50.24 | 0.00% | market | 11.19% | -8.30% | -1.67% | -6.63% |
| CARG | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 42.30 | 42.30 | 0.00% | market | 100.00% | -9.34% | -1.67% | -7.67% |
| CELH | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 1.47 | 1.47 | 0.00% | market | 66.68% | 0.68% | -1.67% | 2.35% |
| CHH | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 83.86 | 83.86 | 0.00% | market | 12.00% | -2.54% | -1.67% | -0.87% |
| CNQ | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 14.19 | 14.19 | 0.00% | market | 36.84% | -4.16% | -1.67% | -2.49% |
| CQP | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 42.46 | 42.46 | 0.00% | market | 33.93% | -0.19% | -1.67% | 1.48% |
| DBX | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 24.79 | 24.79 | 0.00% | market | 66.67% | -12.55% | -1.67% | -10.88% |
| DSX | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 3.16 | 3.16 | 0.00% | market | 17.17% | -5.06% | -1.67% | -3.40% |
| ECVT | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 15.50 | 15.50 | 0.00% | market | 44.44% | 0.26% | -1.67% | 1.92% |
| ELAN | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 32.87 | 32.87 | 0.00% | market | 13.64% | -2.19% | -1.67% | -0.52% |
| EPAM | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 169.35 | 169.35 | 0.00% | market | 6.84% | -3.18% | -1.67% | -1.51% |
| EPC | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 33.51 | 33.51 | 0.00% | market | 13.00% | -1.04% | -1.67% | 0.62% |
| EQH | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 21.89 | 21.89 | 0.00% | market | 5.38% | -5.21% | -1.67% | -3.54% |
| GGAL | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 25.22 | 25.22 | 0.00% | market | 120.27% | -5.59% | -1.67% | -3.92% |
| GLOB | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 79.31 | 79.31 | 0.00% | market | 6.38% | 0.38% | -1.67% | 2.04% |
| GLP | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 19.35 | 19.35 | 0.00% | market | 114.29% | 1.86% | -1.67% | 3.53% |
| GOLD | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 6.00 | 6.00 | 0.00% | market | 16.67% | 3.00% | -1.67% | 4.67% |
| GSBD | 2019-05-09 | 2019-05-10 | 2019-05-13 | — | 20.90 | 20.90 | 0.00% | market | 19.57% | -3.11% | -1.67% | -1.44% |
| CLMT | 2019-05-10 | 2019-05-13 | 2019-05-14 | — | 3.90 | 3.90 | 0.00% | market | 97.14% | 2.56% | 0.35% | 2.22% |
| ENB | 2019-05-10 | 2019-05-13 | 2019-05-14 | — | 36.87 | 36.87 | 0.00% | market | 17.31% | -1.17% | 0.35% | -1.51% |
| FOX | 2019-05-10 | 2019-05-13 | 2019-05-14 | — | 37.48 | 37.48 | 0.00% | market | 28.98% | 0.00% | 0.35% | -0.35% |
| BILI | 2019-05-13 | 2019-05-14 | 2019-05-15 | — | 16.69 | 16.69 | 0.00% | market | 46.15% | -6.95% | 1.09% | -8.04% |
| CRNX | 2019-05-13 | 2019-05-14 | 2019-05-15 | — | 26.56 | 26.56 | 0.00% | market | 5.13% | -5.05% | 1.09% | -6.13% |
| DAC | 2019-05-13 | 2019-05-14 | 2019-05-15 | — | 10.89 | 10.89 | 0.00% | market | 12.95% | 3.67% | 1.09% | 2.58% |
| ALC | 2019-05-15 | 2019-05-16 | 2019-05-17 | — | 61.75 | 61.75 | 0.00% | market | 6.25% | -1.31% | 0.00% | -1.31% |
| BABA | 2019-05-15 | 2019-05-16 | 2019-05-17 | — | 178.18 | 178.18 | 0.00% | market | 21.90% | -4.83% | 0.00% | -4.83% |
| BOOT | 2019-05-15 | 2019-05-16 | 2019-05-17 | — | 27.35 | 27.35 | 0.00% | market | 18.52% | -3.69% | 0.00% | -3.69% |
| DDS | 2019-05-15 | 2019-05-16 | 2019-05-17 | — | 58.10 | 58.10 | 0.00% | market | 6.79% | -0.59% | 0.00% | -0.59% |
| EVC | 2019-05-15 | 2019-05-16 | 2019-05-17 | — | 2.96 | 2.96 | 0.00% | market | 166.67% | 1.69% | 0.00% | 1.69% |
| FINV | 2019-05-15 | 2019-05-16 | 2019-05-17 | — | 5.35 | 5.35 | 0.00% | market | 43.04% | 5.42% | 0.00% | 5.42% |
| FLO | 2019-05-15 | 2019-05-16 | 2019-05-17 | — | 21.25 | 21.25 | 0.00% | market | 6.67% | 7.29% | 0.00% | 7.29% |
| AMAT | 2019-05-16 | 2019-05-17 | 2019-05-20 | — | 43.35 | 43.35 | 0.00% | market | 6.06% | -6.92% | -0.42% | -6.50% |
| CIG | 2019-05-16 | 2019-05-17 | 2019-05-20 | — | 2.38 | 2.38 | 0.00% | market | 65.32% | 2.94% | -0.42% | 3.36% |
| CIG-C | 2019-05-16 | 2019-05-17 | 2019-05-20 | — | 2.07 | 2.07 | 0.00% | market | 90.18% | 0.97% | -0.42% | 1.38% |
| FRO | 2019-05-16 | 2019-05-17 | 2019-05-20 | — | 9.20 | 9.20 | 0.00% | market | 12.50% | 1.30% | -0.42% | 1.72% |
| CAE | 2019-05-17 | 2019-05-20 | 2019-05-21 | — | 27.29 | 27.29 | 0.00% | market | 9.09% | -3.33% | 0.86% | -4.20% |
| AGRO | 2019-05-21 | 2019-05-22 | 2019-05-23 | — | 6.51 | 6.51 | 0.00% | market | 54.55% | -3.99% | -1.16% | -2.83% |
| AZO | 2019-05-21 | 2019-05-22 | 2019-05-23 | — | 1,021.40 | 1,021.40 | 0.00% | market | 5.61% | 1.31% | -1.16% | 2.47% |
| CAAP | 2019-05-21 | 2019-05-22 | 2019-05-23 | — | 7.71 | 7.71 | 0.00% | market | 914.42% | -6.23% | -1.16% | -5.07% |
| DAVA | 2019-05-21 | 2019-05-22 | 2019-05-23 | — | 36.50 | 36.50 | 0.00% | market | 13.64% | 0.22% | -1.16% | 1.38% |
| DQ | 2019-05-21 | 2019-05-22 | 2019-05-23 | — | 7.28 | 7.28 | 0.00% | market | 128.57% | 0.11% | -1.16% | 1.27% |
| DY | 2019-05-21 | 2019-05-22 | 2019-05-23 | — | 57.14 | 57.14 | 0.00% | market | 26.19% | -8.37% | -1.16% | -7.21% |
| CPRT | 2019-05-22 | 2019-05-23 | 2019-05-24 | — | 16.91 | 16.91 | 0.00% | market | 13.33% | 4.97% | -0.13% | 5.10% |
| BBY | 2019-05-23 | 2019-05-24 | 2019-05-28 | — | 65.43 | 65.43 | 0.00% | market | 18.60% | -0.05% | -1.27% | 1.22% |
| BRC | 2019-05-23 | 2019-05-24 | 2019-05-28 | — | 48.11 | 48.11 | 0.00% | market | 16.07% | -2.27% | -1.27% | -1.00% |
| CVCO | 2019-05-23 | 2019-05-24 | 2019-05-28 | — | 145.71 | 145.71 | 0.00% | market | 48.63% | 3.59% | -1.27% | 4.85% |
| DECK | 2019-05-23 | 2019-05-24 | 2019-05-28 | — | 26.48 | 26.48 | 0.00% | market | 956.60% | -5.06% | -1.27% | -3.80% |
| DXC | 2019-05-23 | 2019-05-24 | 2019-05-28 | — | 53.11 | 53.11 | 0.00% | market | 5.80% | -3.20% | -1.27% | -1.94% |
| ESLT | 2019-05-28 | 2019-05-29 | 2019-05-30 | — | 142.21 | 142.21 | 0.00% | market | 24.19% | 0.69% | 0.04% | 0.65% |
| ANF | 2019-05-29 | 2019-05-30 | 2019-05-31 | — | 17.96 | 17.96 | 0.00% | market | 32.56% | -3.67% | -1.38% | -2.30% |
| DKS | 2019-05-29 | 2019-05-30 | 2019-05-31 | — | 33.64 | 33.64 | 0.00% | market | 6.90% | 2.59% | -1.38% | 3.96% |
| GOOS | 2019-05-29 | 2019-05-30 | 2019-05-31 | — | 34.40 | 34.40 | 0.00% | market | 250.00% | -2.18% | -1.38% | -0.80% |
| COO | 2019-05-30 | 2019-05-31 | 2019-06-03 | — | 71.76 | 71.76 | 0.00% | market | 7.25% | 5.13% | -0.59% | 5.72% |
| DELL | 2019-05-30 | 2019-05-31 | 2019-06-03 | — | 30.73 | 30.73 | 0.00% | market | 20.83% | -7.91% | -0.59% | -7.32% |
| DG | 2019-05-30 | 2019-05-31 | 2019-06-03 | — | 126.16 | 126.16 | 0.00% | market | 6.47% | 2.25% | -0.59% | 2.84% |
| GCO | 2019-05-31 | 2019-06-03 | 2019-06-04 | — | 44.99 | 44.99 | 0.00% | market | 714.81% | 3.53% | 1.90% | 1.64% |
| APPS | 2019-06-03 | 2019-06-04 | 2019-06-05 | — | 4.02 | 4.02 | 0.00% | market | 71.43% | 15.42% | 2.11% | 13.32% |
| BOX | 2019-06-03 | 2019-06-04 | 2019-06-05 | — | 15.41 | 15.41 | 0.00% | market | 40.00% | 10.58% | 2.11% | 8.47% |
| AMBA | 2019-06-04 | 2019-06-05 | 2019-06-06 | — | 42.55 | 42.55 | 0.00% | market | 120.00% | -8.41% | 0.87% | -9.29% |
| CRM | 2019-06-04 | 2019-06-05 | 2019-06-06 | — | 157.15 | 157.15 | 0.00% | market | 52.46% | 1.37% | 0.87% | 0.50% |
| ABM | 2019-06-05 | 2019-06-06 | 2019-06-07 | — | 39.00 | 39.00 | 0.00% | market | 14.63% | 0.92% | 1.54% | -0.62% |
| AEO | 2019-06-05 | 2019-06-06 | 2019-06-07 | — | 18.38 | 18.38 | 0.00% | market | 14.29% | -4.79% | 1.54% | -6.33% |
| BF-B | 2019-06-05 | 2019-06-06 | 2019-06-07 | — | 54.37 | 54.37 | 0.00% | market | 10.00% | 3.92% | 1.54% | 2.38% |
| CPB | 2019-06-05 | 2019-06-06 | 2019-06-07 | — | 41.73 | 41.73 | 0.00% | market | 21.74% | 3.24% | 1.54% | 1.70% |
| CIEN | 2019-06-06 | 2019-06-07 | 2019-06-10 | — | 45.30 | 45.30 | 0.00% | market | 20.00% | -2.67% | 1.06% | -3.73% |
| DLNG | 2019-06-06 | 2019-06-07 | 2019-06-10 | — | 1.55 | 1.55 | 0.00% | market | 25.00% | 8.39% | 1.06% | 7.32% |
| DOCU | 2019-06-06 | 2019-06-07 | 2019-06-10 | — | 47.02 | 47.02 | 0.00% | market | 55.21% | 2.74% | 1.06% | 1.68% |
| CASY | 2019-06-10 | 2019-06-11 | 2019-06-12 | — | 146.97 | 146.97 | 0.00% | market | 47.83% | 1.99% | -0.89% | 2.88% |
| CCL | 2019-06-20 | 2019-06-21 | 2019-06-24 | — | 46.64 | 46.64 | 0.00% | market | 8.20% | -1.37% | -0.17% | -1.21% |
| CMC | 2019-06-20 | 2019-06-21 | 2019-06-24 | — | 16.96 | 16.96 | 0.00% | market | 9.84% | -0.29% | -0.17% | -0.13% |
| EBF | 2019-06-24 | 2019-06-25 | 2019-06-26 | — | 20.89 | 20.89 | 0.00% | market | 8.82% | -1.63% | -1.10% | -0.53% |
| BNED | 2019-06-25 | 2019-06-26 | 2019-06-27 | — | 311.00 | 311.00 | 0.00% | market | 4749.00% | 11.25% | -0.09% | 11.34% |
| FDS | 2019-06-25 | 2019-06-26 | 2019-06-27 | — | 285.00 | 285.00 | 0.00% | market | 10.55% | 0.14% | -0.09% | 0.23% |
| BB | 2019-06-26 | 2019-06-27 | 2019-06-28 | — | 7.48 | 7.48 | 0.00% | market | 174.73% | -0.27% | 0.58% | -0.85% |
| EPAC | 2019-06-26 | 2019-06-27 | 2019-06-28 | — | 22.85 | 22.85 | 0.00% | market | 12.50% | 8.58% | 0.58% | 8.00% |
| FC | 2019-06-27 | 2019-06-28 | 2019-07-01 | — | 34.97 | 34.97 | 0.00% | market | 30.00% | -0.71% | 1.05% | -1.77% |
| AZZ | 2019-07-08 | 2019-07-09 | 2019-07-10 | — | 48.73 | 48.73 | 0.00% | market | 19.12% | -4.10% | 1.04% | -5.14% |
| BBBY | 2019-07-10 | 2019-07-11 | 2019-07-12 | — | 18.39 | 18.39 | 0.00% | market | 50.00% | 3.37% | 0.44% | 2.93% |
| CTAS | 2019-07-16 | 2019-07-17 | 2019-07-18 | — | 63.48 | 63.48 | 0.00% | market | 6.12% | 2.65% | -0.31% | 2.95% |
| DPZ | 2019-07-16 | 2019-07-17 | 2019-07-18 | — | 245.50 | 245.50 | 0.00% | market | 8.42% | 2.92% | -0.31% | 3.23% |
| FHN | 2019-07-16 | 2019-07-17 | 2019-07-18 | — | 15.95 | 15.95 | 0.00% | market | 13.51% | 0.31% | -0.31% | 0.62% |
| FNF | 2019-07-16 | 2019-07-17 | 2019-07-18 | — | 39.12 | 39.12 | 0.00% | market | 6.98% | 4.88% | -0.31% | 5.19% |
| AA | 2019-07-17 | 2019-07-18 | 2019-07-19 | — | 22.90 | 22.90 | 0.00% | market | 92.31% | 0.92% | -0.01% | 0.92% |
| ASML | 2019-07-17 | 2019-07-18 | 2019-07-19 | — | 221.69 | 221.69 | 0.00% | market | 12.60% | 0.87% | -0.01% | 0.88% |
| BAC | 2019-07-17 | 2019-07-18 | 2019-07-19 | — | 29.28 | 29.28 | 0.00% | market | 5.63% | 0.41% | -0.01% | 0.42% |
| BNY | 2019-07-17 | 2019-07-18 | 2019-07-19 | — | 44.28 | 44.28 | 0.00% | market | 7.45% | 2.24% | -0.01% | 2.24% |
| CPAC | 2019-07-17 | 2019-07-18 | 2019-07-19 | — | 8.49 | 8.49 | 0.00% | market | 33.33% | 3.06% | -0.01% | 3.07% |
| CTO | 2019-07-17 | 2019-07-18 | 2019-07-19 | — | 16.67 | 16.67 | 0.00% | market | 5.45% | 2.76% | -0.01% | 2.77% |
| EBAY | 2019-07-17 | 2019-07-18 | 2019-07-19 | — | 41.11 | 41.11 | 0.00% | market | 9.68% | -2.19% | -0.01% | -2.18% |
| ALLY | 2019-07-18 | 2019-07-19 | 2019-07-22 | — | 33.67 | 33.67 | 0.00% | market | 10.23% | -1.40% | -0.71% | -0.68% |
| AUB | 2019-07-18 | 2019-07-19 | 2019-07-22 | — | 35.06 | 35.06 | 0.00% | market | 7.69% | 2.31% | -0.71% | 3.02% |
| BANF | 2019-07-18 | 2019-07-19 | 2019-07-22 | — | 55.41 | 55.41 | 0.00% | market | 9.68% | 2.08% | -0.71% | 2.79% |
| BX | 2019-07-18 | 2019-07-19 | 2019-07-22 | — | 45.88 | 45.88 | 0.00% | market | 18.75% | 4.27% | -0.71% | 4.99% |
| COF | 2019-07-18 | 2019-07-19 | 2019-07-22 | — | 92.03 | 92.03 | 0.00% | market | 6.97% | -0.34% | -0.71% | 0.38% |
| EXPO | 2019-07-18 | 2019-07-19 | 2019-07-22 | — | 64.54 | 64.54 | 0.00% | market | 18.18% | 3.61% | -0.71% | 4.32% |
| FFIN | 2019-07-18 | 2019-07-19 | 2019-07-22 | — | 29.60 | 29.60 | 0.00% | market | 6.90% | 5.78% | -0.71% | 6.49% |
| GATX | 2019-07-18 | 2019-07-19 | 2019-07-22 | — | 77.71 | 77.71 | 0.00% | market | 33.83% | -1.74% | -0.71% | -1.02% |
| CLF | 2019-07-19 | 2019-07-22 | 2019-07-23 | — | 11.36 | 11.36 | 0.00% | market | 9.62% | -1.32% | 0.81% | -2.13% |
| AN | 2019-07-22 | 2019-07-23 | 2019-07-24 | — | 44.13 | 44.13 | 0.00% | market | 13.21% | 10.33% | 0.77% | 9.56% |
| ASR | 2019-07-22 | 2019-07-23 | 2019-07-24 | — | 160.73 | 160.73 | 0.00% | market | 10.22% | -3.30% | 0.77% | -4.07% |
| BRO | 2019-07-22 | 2019-07-23 | 2019-07-24 | — | 35.00 | 35.00 | 0.00% | market | 14.29% | 3.29% | 0.77% | 2.52% |
| CDNS | 2019-07-22 | 2019-07-23 | 2019-07-24 | — | 71.99 | 71.99 | 0.00% | market | 7.55% | 5.28% | 0.77% | 4.51% |
| CHCO | 2019-07-22 | 2019-07-23 | 2019-07-24 | — | 75.14 | 75.14 | 0.00% | market | 6.15% | 2.02% | 0.77% | 1.25% |
| EFSC | 2019-07-22 | 2019-07-23 | 2019-07-24 | — | 39.46 | 39.46 | 0.00% | market | 5.38% | 8.36% | 0.77% | 7.59% |
| ATI | 2019-07-23 | 2019-07-24 | 2019-07-25 | — | 23.30 | 23.30 | 0.00% | market | 14.29% | -2.06% | 0.27% | -2.33% |
| BIIB | 2019-07-23 | 2019-07-24 | 2019-07-25 | — | 244.70 | 244.70 | 0.00% | market | 21.51% | -2.65% | 0.27% | -2.92% |
| CMG | 2019-07-23 | 2019-07-24 | 2019-07-25 | — | 15.21 | 15.21 | 0.00% | market | 14.29% | 2.24% | 0.27% | 1.96% |
| CNC | 2019-07-23 | 2019-07-24 | 2019-07-25 | — | 52.79 | 52.79 | 0.00% | market | 8.06% | -1.25% | 0.27% | -1.52% |
| CSGP | 2019-07-23 | 2019-07-24 | 2019-07-25 | — | 60.00 | 60.00 | 0.00% | market | 10.00% | 4.83% | 0.27% | 4.56% |
| CSL | 2019-07-23 | 2019-07-24 | 2019-07-25 | — | 142.95 | 142.95 | 0.00% | market | 12.77% | -1.46% | 0.27% | -1.73% |
| FITB | 2019-07-23 | 2019-07-24 | 2019-07-25 | — | 29.13 | 29.13 | 0.00% | market | 7.58% | 1.48% | 0.27% | 1.21% |
| AEM | 2019-07-24 | 2019-07-25 | 2019-07-26 | — | 53.39 | 53.39 | 0.00% | market | 124.52% | 0.67% | 0.36% | 0.32% |
| ARR | 2019-07-24 | 2019-07-25 | 2019-07-26 | — | 93.70 | 93.70 | 0.00% | market | 443.10% | -3.74% | 0.36% | -4.09% |
| AXTI | 2019-07-24 | 2019-07-25 | 2019-07-26 | — | 4.35 | 4.35 | 0.00% | market | 19.40% | -1.84% | 0.36% | -2.19% |
| BA | 2019-07-24 | 2019-07-25 | 2019-07-26 | — | 356.18 | 356.18 | 0.00% | market | 57.84% | -3.14% | 0.36% | -3.49% |
| BANR | 2019-07-24 | 2019-07-25 | 2019-07-26 | — | 56.99 | 56.99 | 0.00% | market | 10.68% | 2.40% | 0.36% | 2.05% |
| BHE | 2019-07-24 | 2019-07-25 | 2019-07-26 | — | 26.13 | 26.13 | 0.00% | market | 12.50% | 4.78% | 0.36% | 4.43% |
| BKU | 2019-07-24 | 2019-07-25 | 2019-07-26 | — | 35.32 | 35.32 | 0.00% | market | 19.12% | -1.76% | 0.36% | -2.11% |
| BOKF | 2019-07-24 | 2019-07-25 | 2019-07-26 | — | 83.93 | 83.93 | 0.00% | market | 6.63% | -0.50% | 0.36% | -0.86% |
| BPOP | 2019-07-24 | 2019-07-25 | 2019-07-26 | — | 56.91 | 56.91 | 0.00% | market | 12.82% | 2.42% | 0.36% | 2.07% |
| CMRE | 2019-07-24 | 2019-07-25 | 2019-07-26 | — | 4.45 | 4.45 | 0.00% | market | 69.23% | 0.22% | 0.36% | -0.13% |
| CUBI | 2019-07-24 | 2019-07-25 | 2019-07-26 | — | 20.30 | 20.30 | 0.00% | market | 52.00% | 1.33% | 0.36% | 0.97% |
| EIG | 2019-07-24 | 2019-07-25 | 2019-07-26 | — | 44.85 | 44.85 | 0.00% | market | 63.64% | 0.27% | 0.36% | -0.09% |
| EVR | 2019-07-24 | 2019-07-25 | 2019-07-26 | — | 90.73 | 90.73 | 0.00% | market | 19.65% | -1.48% | 0.36% | -1.83% |
| F | 2019-07-24 | 2019-07-25 | 2019-07-26 | — | 9.75 | 9.75 | 0.00% | market | 6.67% | -1.85% | 0.36% | -2.20% |
| FCX | 2019-07-24 | 2019-07-25 | 2019-07-26 | — | 12.05 | 12.05 | 0.00% | market | 20.00% | -4.07% | 0.36% | -4.42% |
| FR | 2019-07-24 | 2019-07-25 | 2019-07-26 | — | 38.02 | 38.02 | 0.00% | market | 29.17% | 0.74% | 0.36% | 0.38% |
| FSV | 2019-07-24 | 2019-07-25 | 2019-07-26 | — | 103.19 | 103.19 | 0.00% | market | 20.43% | 1.86% | 0.36% | 1.51% |
| FTI | 2019-07-24 | 2019-07-25 | 2019-07-26 | — | 22.40 | 22.40 | 0.00% | market | 11.43% | 4.20% | 0.36% | 3.84% |
| AFL | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 53.80 | 53.80 | 0.00% | market | 5.61% | -1.56% | 0.23% | -1.79% |
| AGYS | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 23.15 | 23.15 | 0.00% | market | 22.22% | 1.73% | 0.23% | 1.50% |
| AJG | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 91.60 | 91.60 | 0.00% | market | 6.56% | 0.44% | 0.23% | 0.20% |
| ALKS | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 20.64 | 20.64 | 0.00% | market | 190.00% | 5.91% | 0.23% | 5.68% |
| AXTA | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 30.89 | 30.89 | 0.00% | market | 20.93% | -1.94% | 0.23% | -2.18% |
| AZN | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 86.02 | 86.02 | 0.00% | market | 146.67% | 3.21% | 0.23% | 2.98% |
| BANC | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 15.46 | 15.46 | 0.00% | market | 35.29% | -0.39% | 0.23% | -0.62% |
| BAX | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 85.79 | 85.79 | 0.00% | market | 9.88% | 0.21% | 0.23% | -0.02% |
| BMY | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 45.98 | 45.98 | 0.00% | market | 11.32% | -1.28% | 0.23% | -1.52% |
| CHE | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 379.48 | 379.48 | 0.00% | market | 7.69% | 4.37% | 0.23% | 4.13% |
| COLB | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 37.24 | 37.24 | 0.00% | market | 12.70% | -0.59% | 0.23% | -0.82% |
| COLM | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 106.66 | 106.66 | 0.00% | market | 1864.13% | 0.04% | 0.23% | -0.20% |
| CRI | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 99.26 | 99.26 | 0.00% | market | 17.28% | -3.89% | 0.23% | -4.12% |
| CTS | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 31.81 | 31.81 | 0.00% | market | 5.26% | -0.41% | 0.23% | -0.64% |
| DECK | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 29.12 | 29.12 | 0.00% | market | 42.11% | -8.79% | 0.23% | -9.02% |
| DLX | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 43.10 | 43.10 | 0.00% | market | 9.33% | 1.67% | 0.23% | 1.44% |
| EIX | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 70.16 | 70.16 | 0.00% | market | 37.39% | 0.63% | 0.23% | 0.39% |
| ENVA | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 22.79 | 22.79 | 0.00% | market | 26.56% | 16.50% | 0.23% | 16.27% |
| EQT | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 14.65 | 14.65 | 0.00% | market | 200.00% | -6.83% | 0.23% | -7.06% |
| FAF | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 57.10 | 57.10 | 0.00% | market | 14.49% | 1.05% | 0.23% | 0.82% |
| FCN | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 103.40 | 103.40 | 0.00% | market | 78.35% | 1.33% | 0.23% | 1.10% |
| FOR | 2019-07-25 | 2019-07-26 | 2019-07-29 | — | 23.00 | 23.00 | 0.00% | market | 166.67% | -9.48% | 0.23% | -9.71% |
| ABG | 2019-07-26 | 2019-07-29 | 2019-07-30 | — | 88.76 | 88.76 | 0.00% | market | 5.31% | 4.74% | -0.38% | 5.13% |
| ACRE | 2019-07-26 | 2019-07-29 | 2019-07-30 | — | 15.18 | 15.18 | 0.00% | market | 11.76% | 0.86% | -0.38% | 1.24% |
| AMTB | 2019-07-26 | 2019-07-29 | 2019-07-30 | — | 17.90 | 17.90 | 0.00% | market | 12.90% | 4.53% | -0.38% | 4.91% |
| BBD | 2019-07-26 | 2019-07-29 | 2019-07-30 | — | 7.18 | 7.18 | 0.00% | market | 7.14% | -2.92% | -0.38% | -2.54% |
| BSAC | 2019-07-26 | 2019-07-29 | 2019-07-30 | — | 29.67 | 29.67 | 0.00% | market | 17.39% | -1.28% | -0.38% | -0.90% |
| ACGL | 2019-07-29 | 2019-07-30 | 2019-07-31 | — | 38.66 | 38.66 | 0.00% | market | 11.59% | 0.08% | -0.83% | 0.90% |
| AMKR | 2019-07-29 | 2019-07-30 | 2019-07-31 | — | 8.40 | 8.40 | 0.00% | market | 69.23% | 9.88% | -0.83% | 10.71% |
| APPF | 2019-07-29 | 2019-07-30 | 2019-07-31 | — | 93.93 | 93.93 | 0.00% | market | 490.91% | 2.79% | -0.83% | 3.62% |
| AWI | 2019-07-29 | 2019-07-30 | 2019-07-31 | — | 94.00 | 94.00 | 0.00% | market | 6.72% | 3.95% | -0.83% | 4.77% |
| BAH | 2019-07-29 | 2019-07-30 | 2019-07-31 | — | 70.37 | 70.37 | 0.00% | market | 13.70% | -2.30% | -0.83% | -1.48% |
| BCH | 2019-07-29 | 2019-07-30 | 2019-07-31 | — | 29.48 | 29.48 | 0.00% | market | 16.67% | -2.51% | -0.83% | -1.68% |
| CGNX | 2019-07-29 | 2019-07-30 | 2019-07-31 | — | 41.82 | 41.82 | 0.00% | market | 21.74% | 5.24% | -0.83% | 6.06% |
| CVCO | 2019-07-29 | 2019-07-30 | 2019-07-31 | — | 167.10 | 167.10 | 0.00% | market | 18.46% | 6.13% | -0.83% | 6.96% |
| CVEO | 2019-07-29 | 2019-07-30 | 2019-07-31 | — | 19.80 | 19.80 | 0.00% | market | 14.29% | 0.00% | -0.83% | 0.83% |
| EHC | 2019-07-29 | 2019-07-30 | 2019-07-31 | — | 50.94 | 50.94 | 0.00% | market | 11.34% | -0.35% | -0.83% | 0.47% |
| GABC | 2019-07-29 | 2019-07-30 | 2019-07-31 | — | 30.86 | 30.86 | 0.00% | market | 12.50% | 2.24% | -0.83% | 3.06% |
| AAPL | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 54.11 | 54.11 | 0.00% | market | 5.77% | -3.70% | -2.04% | -1.65% |
| ACCO | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 8.90 | 8.90 | 0.00% | market | 12.50% | 9.21% | -2.04% | 11.26% |
| ACHC | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 31.72 | 31.72 | 0.00% | market | 5.17% | -6.56% | -2.04% | -4.51% |
| AER | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 54.53 | 54.53 | 0.00% | market | 45.78% | -0.99% | -2.04% | 1.05% |
| AGCO | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 79.81 | 79.81 | 0.00% | market | 14.47% | -7.07% | -2.04% | -5.02% |
| AIN | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 81.85 | 81.85 | 0.00% | market | 28.24% | 3.76% | -2.04% | 5.81% |
| AKAM | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 85.00 | 85.00 | 0.00% | market | 5.94% | 6.01% | -2.04% | 8.06% |
| ALL | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 105.29 | 105.29 | 0.00% | market | 41.56% | -0.39% | -2.04% | 1.65% |
| AMGN | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 180.00 | 180.00 | 0.00% | market | 10.58% | 3.33% | -2.04% | 5.38% |
| AORT | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 32.44 | 32.44 | 0.00% | market | 57.14% | -10.54% | -2.04% | -8.50% |
| ARCC | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 18.74 | 18.74 | 0.00% | market | 11.36% | -2.24% | -2.04% | -0.20% |
| ATRC | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 32.58 | 32.58 | 0.00% | market | 5.56% | -1.10% | -2.04% | 0.94% |
| AXS | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 61.37 | 61.37 | 0.00% | market | 20.90% | 1.60% | -2.04% | 3.64% |
| BLKB | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 90.00 | 90.00 | 0.00% | market | 20.00% | 0.12% | -2.04% | 2.17% |
| BP | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 40.22 | 40.22 | 0.00% | market | 6.33% | -3.03% | -2.04% | -0.99% |
| CASH | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 29.00 | 29.00 | 0.00% | market | 53.06% | 5.24% | -2.04% | 7.28% |
| CGAU | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 8.50 | 8.50 | 0.00% | market | 37.50% | -2.71% | -2.04% | -0.66% |
| CINF | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 106.09 | 106.09 | 0.00% | market | 32.81% | 0.19% | -2.04% | 2.23% |
| DHI | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 46.88 | 46.88 | 0.00% | market | 17.76% | 0.36% | -2.04% | 2.41% |
| EME | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 84.99 | 84.99 | 0.00% | market | 12.03% | -1.82% | -2.04% | 0.22% |
| ENPH | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 26.31 | 26.31 | 0.00% | market | 38.46% | 14.41% | -2.04% | 16.45% |
| EQR | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 79.93 | 79.93 | 0.00% | market | 137.14% | -0.44% | -2.04% | 1.61% |
| EXLS | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 13.98 | 13.98 | 0.00% | market | 7.14% | -2.15% | -2.04% | -0.10% |
| GIC | 2019-07-30 | 2019-07-31 | 2019-08-01 | — | 21.00 | 21.00 | 0.00% | market | 13.16% | 0.81% | -2.04% | 2.85% |
| ACAD | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 26.09 | 26.09 | 0.00% | market | 17.39% | 10.12% | -1.67% | 11.79% |
| ACR | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 32.58 | 32.58 | 0.00% | market | 21.74% | -0.26% | -1.67% | 1.41% |
| AGI | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 6.45 | 6.45 | 0.00% | market | 34.08% | 9.92% | -1.67% | 11.60% |
| ALG | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 103.00 | 103.00 | 0.00% | market | 8.02% | 5.64% | -1.67% | 7.31% |
| ALSN | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 46.70 | 46.70 | 0.00% | market | 22.69% | -3.17% | -1.67% | -1.50% |
| APA | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 23.07 | 23.07 | 0.00% | market | 75.16% | 4.85% | -1.67% | 6.53% |
| APTV | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 88.55 | 88.55 | 0.00% | market | 16.67% | -5.99% | -1.67% | -4.31% |
| ASC | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 7.30 | 7.30 | 0.00% | market | 9.09% | -5.21% | -1.67% | -3.53% |
| BG | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 58.74 | 58.74 | 0.00% | market | 375.00% | -2.64% | -1.67% | -0.97% |
| BKR | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 24.94 | 24.94 | 0.00% | market | 5.26% | -3.45% | -1.67% | -1.77% |
| BOOT | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 38.72 | 38.72 | 0.00% | market | 45.45% | -21.82% | -1.67% | -20.15% |
| BTU | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 20.81 | 20.81 | 0.00% | market | 36.00% | -11.48% | -1.67% | -9.81% |
| CBZ | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 23.37 | 23.37 | 0.00% | market | 11.11% | -0.39% | -1.67% | 1.29% |
| CDW | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 118.50 | 118.50 | 0.00% | market | 5.26% | -1.82% | -1.67% | -0.15% |
| CF | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 52.24 | 52.24 | 0.00% | market | 30.23% | 0.84% | -1.67% | 2.52% |
| CG | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 24.44 | 24.44 | 0.00% | market | 58.33% | -6.10% | -1.67% | -4.42% |
| CHD | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 75.09 | 75.09 | 0.00% | market | 9.62% | -1.03% | -1.67% | 0.65% |
| CHEF | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 35.91 | 35.91 | 0.00% | market | 10.00% | 3.09% | -1.67% | 4.76% |
| CLH | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 78.46 | 78.46 | 0.00% | market | 6.45% | -3.10% | -1.67% | -1.42% |
| CMPR | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 104.80 | 104.80 | 0.00% | market | 113.73% | 0.34% | -1.67% | 2.02% |
| CNMD | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 89.99 | 89.99 | 0.00% | market | 5.66% | 2.66% | -1.67% | 4.33% |
| CRL | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 135.70 | 135.70 | 0.00% | market | 5.16% | -1.90% | -1.67% | -0.23% |
| CRUS | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 51.40 | 51.40 | 0.00% | market | 133.33% | 7.30% | -1.67% | 8.97% |
| CW | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 125.00 | 125.00 | 0.00% | market | 7.34% | -1.26% | -1.67% | 0.42% |
| DXCM | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 39.25 | 39.25 | 0.00% | market | 526.96% | -8.15% | -1.67% | -6.48% |
| EPD | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 30.03 | 30.03 | 0.00% | market | 7.84% | -0.83% | -1.67% | 0.84% |
| EQIX | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 529.48 | 529.48 | 0.00% | market | 5.39% | -1.02% | -1.67% | 0.66% |
| EVTC | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 33.60 | 33.60 | 0.00% | market | 6.25% | 8.27% | -1.67% | 9.95% |
| EXEL | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 21.67 | 21.67 | 0.00% | market | 8.70% | -8.68% | -1.67% | -7.00% |
| EXTR | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 8.24 | 8.24 | 0.00% | market | 54.64% | 0.12% | -1.67% | 1.79% |
| EZPW | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 9.43 | 9.43 | 0.00% | market | 20.00% | -8.06% | -1.67% | -6.39% |
| FICO | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 358.21 | 358.21 | 0.00% | market | 32.98% | -1.65% | -1.67% | 0.02% |
| FIVN | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 59.50 | 59.50 | 0.00% | market | 66.67% | -2.47% | -1.67% | -0.80% |
| FLS | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 48.53 | 48.53 | 0.00% | market | 5.88% | -6.84% | -1.67% | -5.17% |
| FORM | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 18.49 | 18.49 | 0.00% | market | 10.53% | -4.92% | -1.67% | -3.25% |
| FSS | 2019-07-31 | 2019-08-01 | 2019-08-02 | — | 31.28 | 31.28 | 0.00% | market | 19.57% | -3.93% | -1.67% | -2.26% |
| ACA | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 36.00 | 36.00 | 0.00% | market | 38.30% | -4.47% | -3.41% | -1.06% |
| AGM | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 81.72 | 81.72 | 0.00% | market | 6.28% | -6.09% | -3.41% | -2.68% |
| ANET | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 15.92 | 15.92 | 0.00% | market | 10.91% | -9.36% | -3.41% | -5.95% |
| ASIX | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 24.27 | 24.27 | 0.00% | market | 39.47% | -4.29% | -3.41% | -0.87% |
| BCPC | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 90.19 | 90.19 | 0.00% | market | 6.94% | -7.96% | -3.41% | -4.55% |
| BGS | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 19.40 | 19.40 | 0.00% | market | 8.57% | 3.09% | -3.41% | 6.51% |
| BIO | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 338.67 | 338.67 | 0.00% | market | 12.95% | -5.87% | -3.41% | -2.45% |
| BL | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 50.00 | 50.00 | 0.00% | market | 661.61% | 6.16% | -3.41% | 9.57% |
| BLDR | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 17.96 | 17.96 | 0.00% | market | 31.25% | 5.23% | -3.41% | 8.65% |
| BRKR | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 45.77 | 45.77 | 0.00% | market | 6.45% | -12.56% | -3.41% | -9.15% |
| BTE | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 1.47 | 1.47 | 0.00% | market | 57.14% | -7.48% | -3.41% | -4.07% |
| BZH | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 11.80 | 11.80 | 0.00% | market | 123.53% | -7.29% | -3.41% | -3.87% |
| CBRE | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 54.45 | 54.45 | 0.00% | market | 5.19% | -6.72% | -3.41% | -3.31% |
| CENX | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 7.52 | 7.52 | 0.00% | market | 41.38% | -6.65% | -3.41% | -3.24% |
| CI | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 167.87 | 167.87 | 0.00% | market | 12.03% | -5.28% | -3.41% | -1.87% |
| CNXN | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 34.68 | 34.68 | 0.00% | market | 23.61% | 6.57% | -3.41% | 9.99% |
| COR | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 91.95 | 91.95 | 0.00% | market | 7.98% | -3.53% | -3.41% | -0.12% |
| CORT | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 11.25 | 11.25 | 0.00% | market | 38.89% | 12.53% | -3.41% | 15.95% |
| CROX | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 24.52 | 24.52 | 0.00% | market | 28.26% | -1.79% | -3.41% | 1.62% |
| CRS | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 45.14 | 45.14 | 0.00% | market | 6.38% | 1.55% | -3.41% | 4.96% |
| CTVA | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 30.94 | 30.94 | 0.00% | market | 42.00% | -3.36% | -3.41% | 0.05% |
| DD | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 89.61 | 89.61 | 0.00% | market | 12.79% | -7.47% | -3.41% | -4.05% |
| DINO | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 52.07 | 52.07 | 0.00% | market | 32.12% | -6.28% | -3.41% | -2.87% |
| DVA | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 60.43 | 60.43 | 0.00% | market | 9.91% | -2.98% | -3.41% | 0.43% |
| ETSY | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 64.08 | 64.08 | 0.00% | market | 15.38% | -15.82% | -3.41% | -12.41% |
| FND | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 40.72 | 40.72 | 0.00% | market | 13.33% | 4.52% | -3.41% | 7.93% |
| FTAI | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 13.27 | 13.27 | 0.00% | market | 109.09% | -2.41% | -3.41% | 1.00% |
| GFF | 2019-08-01 | 2019-08-02 | 2019-08-05 | — | 15.91 | 15.91 | 0.00% | market | 14.81% | 10.12% | -3.41% | 13.53% |
| BH | 2019-08-02 | 2019-08-05 | 2019-08-06 | — | 90.02 | 90.02 | 0.00% | market | 3687.57% | 5.00% | -0.10% | 5.10% |
| CNK | 2019-08-02 | 2019-08-05 | 2019-08-06 | — | 41.06 | 41.06 | 0.00% | market | 8.86% | -3.99% | -0.10% | -3.89% |
| ENB | 2019-08-02 | 2019-08-05 | 2019-08-06 | — | 33.10 | 33.10 | 0.00% | market | 19.05% | -1.03% | -0.10% | -0.93% |
| ESNT | 2019-08-02 | 2019-08-05 | 2019-08-06 | — | 44.93 | 44.93 | 0.00% | market | 6.11% | 2.27% | -0.10% | 2.37% |
| FTS | 2019-08-02 | 2019-08-05 | 2019-08-06 | — | 39.60 | 39.60 | 0.00% | market | 25.00% | 1.01% | -0.10% | 1.11% |
| AEIS | 2019-08-05 | 2019-08-06 | 2019-08-07 | — | 53.99 | 53.99 | 0.00% | market | 28.57% | -10.39% | 0.72% | -11.11% |
| APPS | 2019-08-05 | 2019-08-06 | 2019-08-07 | — | 6.00 | 6.00 | 0.00% | market | 76.49% | -7.00% | 0.72% | -7.72% |
| AWR | 2019-08-05 | 2019-08-06 | 2019-08-07 | — | 80.34 | 80.34 | 0.00% | market | 14.29% | 0.09% | 0.72% | -0.63% |
| BCC | 2019-08-05 | 2019-08-06 | 2019-08-07 | — | 29.44 | 29.44 | 0.00% | market | 47.92% | 0.44% | 0.72% | -0.28% |
| BHF | 2019-08-05 | 2019-08-06 | 2019-08-07 | — | 36.80 | 36.80 | 0.00% | market | 14.80% | -5.08% | 0.72% | -5.80% |
| BSM | 2019-08-05 | 2019-08-06 | 2019-08-07 | — | 14.75 | 14.75 | 0.00% | market | 7.69% | -4.14% | 0.72% | -4.86% |
| BWXT | 2019-08-05 | 2019-08-06 | 2019-08-07 | — | 55.00 | 55.00 | 0.00% | market | 19.23% | 2.71% | 0.72% | 1.99% |
| CAR | 2019-08-05 | 2019-08-06 | 2019-08-07 | — | 33.50 | 33.50 | 0.00% | market | 6.76% | -6.84% | 0.72% | -7.56% |
| CNA | 2019-08-05 | 2019-08-06 | 2019-08-07 | — | 46.55 | 46.55 | 0.00% | market | 5.88% | 1.48% | 0.72% | 0.76% |
| COHU | 2019-08-05 | 2019-08-06 | 2019-08-07 | — | 13.51 | 13.51 | 0.00% | market | 100.00% | -4.96% | 0.72% | -5.68% |
| CYH | 2019-08-05 | 2019-08-06 | 2019-08-07 | — | 1.89 | 1.89 | 0.00% | market | 9.62% | 16.93% | 0.72% | 16.21% |
| DAC | 2019-08-05 | 2019-08-06 | 2019-08-07 | — | 7.38 | 7.38 | 0.00% | market | 5.66% | -1.08% | 0.72% | -1.80% |
| DCO | 2019-08-05 | 2019-08-06 | 2019-08-07 | — | 46.88 | 46.88 | 0.00% | market | 15.79% | -5.25% | 0.72% | -5.97% |
| DK | 2019-08-05 | 2019-08-06 | 2019-08-07 | — | 38.59 | 38.59 | 0.00% | market | 39.29% | -6.92% | 0.72% | -7.64% |
| EFC | 2019-08-05 | 2019-08-06 | 2019-08-07 | — | 17.26 | 17.26 | 0.00% | market | 9.52% | 1.10% | 0.72% | 0.38% |
| ACLS | 2019-08-06 | 2019-08-07 | 2019-08-08 | — | 16.06 | 16.06 | 0.00% | market | 171.37% | -5.23% | 3.24% | -8.47% |
| ADEA | 2019-08-06 | 2019-08-07 | 2019-08-08 | — | 5.29 | 5.29 | 0.00% | market | 25.93% | 3.59% | 3.24% | 0.35% |
| ADNT | 2019-08-06 | 2019-08-07 | 2019-08-08 | — | 25.36 | 25.36 | 0.00% | market | 22.58% | -3.63% | 3.24% | -6.87% |
| AIZ | 2019-08-06 | 2019-08-07 | 2019-08-08 | — | 110.91 | 110.91 | 0.00% | market | 11.96% | 7.71% | 3.24% | 4.47% |
| AMN | 2019-08-06 | 2019-08-07 | 2019-08-08 | — | 51.51 | 51.51 | 0.00% | market | 13.24% | 10.02% | 3.24% | 6.78% |
| ANDE | 2019-08-06 | 2019-08-07 | 2019-08-08 | — | 27.35 | 27.35 | 0.00% | market | 88.46% | -3.69% | 3.24% | -6.93% |
| ARLO | 2019-08-06 | 2019-08-07 | 2019-08-08 | — | 3.55 | 3.55 | 0.00% | market | 16.28% | -9.86% | 3.24% | -13.10% |
| AXGN | 2019-08-06 | 2019-08-07 | 2019-08-08 | — | 14.27 | 14.27 | 0.00% | market | 23.08% | -8.06% | 3.24% | -11.30% |
| CARG | 2019-08-06 | 2019-08-07 | 2019-08-08 | — | 33.57 | 33.57 | 0.00% | market | 42.86% | 1.04% | 3.24% | -2.20% |
| CNR | 2019-08-06 | 2019-08-07 | 2019-08-08 | — | 18.57 | 18.57 | 0.00% | market | 32.20% | -2.32% | 3.24% | -5.56% |
| COKE | 2019-08-06 | 2019-08-07 | 2019-08-08 | — | 30.14 | 30.14 | 0.00% | market | 217.61% | 11.68% | 3.24% | 8.44% |
| DUK | 2019-08-06 | 2019-08-07 | 2019-08-08 | — | 88.91 | 88.91 | 0.00% | market | 14.29% | 0.45% | 3.24% | -2.79% |
| DVN | 2019-08-06 | 2019-08-07 | 2019-08-08 | — | 23.13 | 23.13 | 0.00% | market | 19.44% | 5.66% | 3.24% | 2.42% |
| DXPE | 2019-08-06 | 2019-08-07 | 2019-08-08 | — | 32.95 | 32.95 | 0.00% | market | 12.31% | 2.52% | 3.24% | -0.72% |
| EPC | 2019-08-06 | 2019-08-07 | 2019-08-08 | — | 30.81 | 30.81 | 0.00% | market | 18.09% | 1.69% | 3.24% | -1.55% |
| EVC | 2019-08-06 | 2019-08-07 | 2019-08-08 | — | 2.90 | 2.90 | 0.00% | market | 16.67% | -2.76% | 3.24% | -6.00% |
| EXPD | 2019-08-06 | 2019-08-07 | 2019-08-08 | — | 71.37 | 71.37 | 0.00% | market | 7.32% | 2.48% | 3.24% | -0.76% |
| AAOI | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 11.00 | 11.00 | 0.00% | market | 29.73% | -3.91% | 0.69% | -4.60% |
| ACH | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 4.04 | 4.04 | 0.00% | market | 42.86% | 15.35% | 0.69% | 14.66% |
| ACMR | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 5.99 | 5.99 | 0.00% | market | 116.66% | -4.34% | 0.69% | -5.03% |
| AGO | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 44.20 | 44.20 | 0.00% | market | 81.58% | 3.78% | 0.69% | 3.09% |
| AIG | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 56.92 | 56.92 | 0.00% | market | 24.35% | -1.16% | 0.69% | -1.85% |
| ALB | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 74.71 | 74.71 | 0.00% | market | 7.64% | -5.97% | 0.69% | -6.66% |
| ANIP | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 71.21 | 71.21 | 0.00% | market | 11.63% | 0.45% | 0.69% | -0.24% |
| ATKR | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 28.45 | 28.45 | 0.00% | market | 13.04% | 3.09% | 0.69% | 2.40% |
| AVA | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 45.84 | 45.84 | 0.00% | market | 5.56% | 0.63% | 0.69% | -0.06% |
| BAK | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 15.97 | 15.97 | 0.00% | market | 169.77% | 0.06% | 0.69% | -0.63% |
| BMA | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 66.08 | 66.08 | 0.00% | market | 19.91% | 15.74% | 0.69% | 15.05% |
| BRT | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 13.86 | 13.86 | 0.00% | market | 14.29% | 2.53% | 0.69% | 1.83% |
| CLDX | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 2.05 | 2.05 | 0.00% | market | 28.21% | 4.88% | 0.69% | 4.19% |
| CNP | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 27.88 | 27.88 | 0.00% | market | 12.90% | -0.93% | 0.69% | -1.62% |
| CPA | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 108.00 | 108.00 | 0.00% | market | 11.11% | 3.13% | 0.69% | 2.44% |
| CPRI | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 32.37 | 32.37 | 0.00% | market | 5.56% | -4.23% | 0.69% | -4.92% |
| CVNA | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 14.24 | 14.24 | 0.00% | market | 80.95% | 9.69% | 0.69% | 9.00% |
| CVS | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 58.72 | 58.72 | 0.00% | market | 11.83% | 0.97% | 0.69% | 0.28% |
| DOX | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 62.73 | 62.73 | 0.00% | market | 7.21% | 2.47% | 0.69% | 1.78% |
| ELF | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 17.40 | 17.40 | 0.00% | market | 133.33% | -0.92% | 0.69% | -1.61% |
| FNV | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 91.75 | 91.75 | 0.00% | market | 13.33% | 2.17% | 0.69% | 1.48% |
| FOXA | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 37.22 | 37.22 | 0.00% | market | 5.08% | -4.89% | 0.69% | -5.58% |
| FTDR | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 51.96 | 51.96 | 0.00% | market | 43.14% | -3.91% | 0.69% | -4.60% |
| FUN | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 51.94 | 51.94 | 0.00% | market | 27.59% | 1.60% | 0.69% | 0.91% |
| G | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 44.55 | 44.55 | 0.00% | market | 6.52% | -5.90% | 0.69% | -6.59% |
| GDOT | 2019-08-07 | 2019-08-08 | 2019-08-09 | — | 24.30 | 24.30 | 0.00% | market | 42.86% | 22.72% | 0.69% | 22.03% |
| ACIW | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 30.42 | 30.42 | 0.00% | market | 150.00% | -6.05% | -1.54% | -4.51% |
| ALRM | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 56.00 | 56.00 | 0.00% | market | 25.00% | -13.77% | -1.54% | -12.23% |
| AMRC | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 14.47 | 14.47 | 0.00% | market | 20.00% | -0.83% | -1.54% | 0.71% |
| ANAB | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 34.78 | 34.78 | 0.00% | market | 10.10% | -9.86% | -1.54% | -8.32% |
| APPN | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 45.05 | 45.05 | 0.00% | market | 41.18% | 19.42% | -1.54% | 20.96% |
| BATRA | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 28.84 | 28.84 | 0.00% | market | 50.00% | -2.43% | -1.54% | -0.89% |
| BLFS | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 19.21 | 19.21 | 0.00% | market | 66.67% | -9.89% | -1.54% | -8.35% |
| CAH | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 43.92 | 43.92 | 0.00% | market | 19.35% | -0.32% | -1.54% | 1.22% |
| CELC | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 20.20 | 20.20 | 0.00% | market | 25.00% | -2.38% | -1.54% | -0.83% |
| CLMT | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 4.65 | 4.65 | 0.00% | market | 556.22% | -9.68% | -1.54% | -8.14% |
| CNNE | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 30.77 | 30.77 | 0.00% | market | 350.00% | -3.93% | -1.54% | -2.39% |
| DBX | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 20.54 | 20.54 | 0.00% | market | 25.00% | -11.30% | -1.54% | -9.75% |
| DGII | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 13.38 | 13.38 | 0.00% | market | 56.54% | 2.02% | -1.54% | 3.56% |
| ECVT | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 14.73 | 14.73 | 0.00% | market | 34.78% | -0.95% | -1.54% | 0.59% |
| EFXT | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 12.25 | 12.25 | 0.00% | market | 23.36% | 0.00% | -1.54% | 1.54% |
| EQH | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 20.69 | 20.69 | 0.00% | market | 10.68% | -1.35% | -1.54% | 0.19% |
| ESE | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 80.00 | 80.00 | 0.00% | market | 5.19% | -6.16% | -1.54% | -4.62% |
| FVRR | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 24.75 | 24.75 | 0.00% | market | 58.70% | -9.58% | -1.54% | -8.03% |
| GEN | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 22.97 | 22.97 | 0.00% | market | 34.37% | -5.66% | -1.54% | -4.12% |
| GLP | 2019-08-08 | 2019-08-09 | 2019-08-12 | — | 19.80 | 19.80 | 0.00% | market | 2150.00% | -0.15% | -1.54% | 1.39% |
| BOC | 2019-08-09 | 2019-08-12 | 2019-08-13 | — | 20.05 | 20.05 | 0.00% | market | 18.18% | -0.10% | 0.89% | -0.99% |
| BBAR | 2019-08-12 | 2019-08-13 | 2019-08-14 | — | 5.94 | 5.94 | 0.00% | market | 100.00% | -7.91% | -1.33% | -6.58% |
| BE | 2019-08-12 | 2019-08-13 | 2019-08-14 | — | 5.98 | 5.98 | 0.00% | market | 7.14% | -17.89% | -1.33% | -16.56% |
| COGT | 2019-08-12 | 2019-08-13 | 2019-08-14 | — | 7.16 | 7.16 | 0.00% | market | 15.00% | 1.12% | -1.33% | 2.45% |
| ELAN | 2019-08-13 | 2019-08-14 | 2019-08-15 | — | 29.04 | 29.04 | 0.00% | market | 7.69% | 0.52% | -1.19% | 1.70% |
| ESTA | 2019-08-13 | 2019-08-14 | 2019-08-15 | — | 22.38 | 22.38 | 0.00% | market | 16.98% | -2.82% | -1.19% | -1.63% |
| GDS | 2019-08-13 | 2019-08-14 | 2019-08-15 | — | 39.45 | 39.45 | 0.00% | market | 21.43% | -1.39% | -1.19% | -0.21% |
| A | 2019-08-14 | 2019-08-15 | 2019-08-16 | — | 71.94 | 71.94 | 0.00% | market | 5.56% | -1.20% | 1.39% | -2.59% |
| GGAL | 2019-08-14 | 2019-08-15 | 2019-08-16 | — | 17.98 | 17.98 | 0.00% | market | 88.78% | -1.33% | 1.39% | -2.73% |
| GOOS | 2019-08-14 | 2019-08-15 | 2019-08-16 | — | 40.01 | 40.01 | 0.00% | market | 5.88% | -5.75% | 1.39% | -7.14% |
| AMAT | 2019-08-15 | 2019-08-16 | 2019-08-19 | — | 45.96 | 45.96 | 0.00% | market | 5.71% | 2.48% | 2.04% | 0.44% |
| BABA | 2019-08-15 | 2019-08-16 | 2019-08-19 | — | 170.00 | 170.00 | 0.00% | market | 22.00% | 4.87% | 2.04% | 2.83% |
| CIG-C | 2019-08-15 | 2019-08-16 | 2019-08-19 | — | 2.30 | 2.30 | 0.00% | market | 552.05% | 3.48% | 2.04% | 1.44% |
| CIG | 2019-08-16 | 2019-08-19 | 2019-08-20 | — | 2.81 | 2.81 | 0.00% | market | 395.95% | -1.78% | -0.72% | -1.06% |
| BIDU | 2019-08-19 | 2019-08-20 | 2019-08-21 | — | 112.08 | 112.08 | 0.00% | market | 56.38% | -3.73% | 0.23% | -3.96% |
| EL | 2019-08-19 | 2019-08-20 | 2019-08-21 | — | 199.39 | 199.39 | 0.00% | market | 20.75% | 2.17% | 0.23% | 1.94% |
| FN | 2019-08-19 | 2019-08-20 | 2019-08-21 | — | 47.37 | 47.37 | 0.00% | market | 6.38% | 1.33% | 0.23% | 1.10% |
| AMCR | 2019-08-20 | 2019-08-21 | 2019-08-22 | — | 49.25 | 49.25 | 0.00% | market | 18.00% | -3.15% | -0.04% | -3.11% |
| FINV | 2019-08-20 | 2019-08-21 | 2019-08-22 | — | 3.70 | 3.70 | 0.00% | market | 25.60% | -4.59% | -0.04% | -4.55% |
| BBWI | 2019-08-21 | 2019-08-22 | 2019-08-23 | — | 14.72 | 14.72 | 0.00% | market | 20.00% | -3.74% | -2.86% | -0.88% |
| EMBJ | 2019-08-21 | 2019-08-22 | 2019-08-23 | — | 17.86 | 17.86 | 0.00% | market | 122.22% | -3.75% | -2.86% | -0.89% |
| AVAL | 2019-08-22 | 2019-08-23 | 2019-08-26 | — | 7.29 | 7.29 | 0.00% | market | 9.52% | -1.37% | -1.00% | -0.37% |
| BJ | 2019-08-22 | 2019-08-23 | 2019-08-26 | — | 26.25 | 26.25 | 0.00% | market | 5.41% | -1.26% | -1.00% | -0.25% |
| CRM | 2019-08-22 | 2019-08-23 | 2019-08-26 | — | 157.70 | 157.70 | 0.00% | market | 40.43% | -1.62% | -1.00% | -0.62% |
| BKE | 2019-08-23 | 2019-08-26 | 2019-08-27 | — | 18.20 | 18.20 | 0.00% | market | 13.33% | 7.53% | -0.14% | 7.67% |
| CAAP | 2019-08-23 | 2019-08-26 | 2019-08-27 | — | 5.78 | 5.78 | 0.00% | market | 410.00% | -7.96% | -0.14% | -7.82% |
| BILI | 2019-08-26 | 2019-08-27 | 2019-08-28 | — | 14.31 | 14.31 | 0.00% | market | 8.33% | -5.45% | -0.22% | -5.23% |
| CAL | 2019-08-26 | 2019-08-27 | 2019-08-28 | — | 18.10 | 18.10 | 0.00% | market | 6.90% | 8.07% | -0.22% | 8.29% |
| ADSK | 2019-08-27 | 2019-08-28 | 2019-08-29 | — | 131.43 | 131.43 | 0.00% | market | 6.56% | 8.52% | 2.25% | 6.27% |
| BF-B | 2019-08-28 | 2019-08-29 | 2019-08-30 | — | 58.80 | 58.80 | 0.00% | market | 5.41% | 0.32% | 0.25% | 0.07% |
| DY | 2019-08-28 | 2019-08-29 | 2019-08-30 | — | 45.05 | 45.05 | 0.00% | market | 32.93% | -1.22% | 0.25% | -1.47% |
| ESTC | 2019-08-28 | 2019-08-29 | 2019-08-30 | — | 87.97 | 87.97 | 0.00% | market | 23.81% | -0.09% | 0.25% | -0.34% |
| GEF | 2019-08-28 | 2019-08-29 | 2019-08-30 | — | 35.00 | 35.00 | 0.00% | market | 6.78% | 0.54% | 0.25% | 0.29% |
| AMBA | 2019-08-29 | 2019-08-30 | 2019-09-03 | — | 55.94 | 55.94 | 0.00% | market | 755.40% | 4.20% | -1.18% | 5.38% |
| ANF | 2019-08-29 | 2019-08-30 | 2019-09-03 | — | 14.71 | 14.71 | 0.00% | market | 7.69% | -5.91% | -1.18% | -4.73% |
| BBY | 2019-08-29 | 2019-08-30 | 2019-09-03 | — | 62.89 | 62.89 | 0.00% | market | 9.09% | 0.51% | -1.18% | 1.69% |
| BURL | 2019-08-29 | 2019-08-30 | 2019-09-03 | — | 207.72 | 207.72 | 0.00% | market | 19.30% | -3.43% | -1.18% | -2.25% |
| DELL | 2019-08-29 | 2019-08-30 | 2019-09-03 | — | 25.76 | 25.76 | 0.00% | market | 47.26% | 0.43% | -1.18% | 1.61% |
| DG | 2019-08-29 | 2019-08-30 | 2019-09-03 | — | 156.62 | 156.62 | 0.00% | market | 10.83% | -0.63% | -1.18% | 0.55% |
| AEO | 2019-09-04 | 2019-09-05 | 2019-09-06 | — | 14.56 | 14.56 | 0.00% | market | 21.88% | 9.89% | 0.42% | 9.47% |
| AVAV | 2019-09-04 | 2019-09-05 | 2019-09-06 | — | 57.28 | 57.28 | 0.00% | market | 105.56% | -0.59% | 0.42% | -1.02% |
| CPRT | 2019-09-04 | 2019-09-05 | 2019-09-06 | — | 19.13 | 19.13 | 0.00% | market | 7.14% | 6.33% | 0.42% | 5.90% |
| DSGX | 2019-09-04 | 2019-09-05 | 2019-09-06 | — | 36.25 | 36.25 | 0.00% | market | 25.00% | 10.07% | 0.42% | 9.64% |
| DT | 2019-09-04 | 2019-09-05 | 2019-09-06 | — | 22.31 | 22.31 | 0.00% | market | 53.85% | 6.68% | 0.42% | 6.25% |
| ABM | 2019-09-05 | 2019-09-06 | 2019-09-09 | — | 38.60 | 38.60 | 0.00% | market | 5.26% | -9.48% | 0.01% | -9.49% |
| CIEN | 2019-09-05 | 2019-09-06 | 2019-09-09 | — | 39.72 | 39.72 | 0.00% | market | 22.41% | -2.04% | 0.01% | -2.05% |
| BRC | 2019-09-06 | 2019-09-09 | 2019-09-10 | — | 50.55 | 50.55 | 0.00% | market | 11.48% | 5.30% | -0.34% | 5.64% |
| GCO | 2019-09-06 | 2019-09-09 | 2019-09-10 | — | 36.99 | 36.99 | 0.00% | market | 2243.75% | 15.36% | -0.34% | 15.69% |
| AGX | 2019-09-09 | 2019-09-10 | 2019-09-11 | — | 41.61 | 41.61 | 0.00% | market | 180.00% | 5.09% | 0.97% | 4.12% |
| CASY | 2019-09-09 | 2019-09-10 | 2019-09-11 | — | 164.77 | 164.77 | 0.00% | market | 13.79% | 1.10% | 0.97% | 0.13% |
| CHWY | 2019-09-17 | 2019-09-18 | 2019-09-19 | — | 29.20 | 29.20 | 0.00% | market | 9.09% | -6.06% | 0.20% | -6.26% |
| CTAS | 2019-09-24 | 2019-09-25 | 2019-09-26 | — | 65.50 | 65.50 | 0.00% | market | 7.41% | 2.31% | 0.35% | 1.95% |
| AIR | 2019-09-25 | 2019-09-26 | 2019-09-27 | — | 47.00 | 47.00 | 0.00% | market | 9.62% | -10.96% | -0.75% | -10.21% |
| DAVA | 2019-09-25 | 2019-09-26 | 2019-09-27 | — | 39.00 | 39.00 | 0.00% | market | 18.18% | -3.95% | -0.75% | -3.20% |
| CAG | 2019-09-26 | 2019-09-27 | 2019-09-30 | — | 31.07 | 31.07 | 0.00% | market | 10.26% | -1.26% | -0.36% | -0.90% |
| EPAC | 2019-09-26 | 2019-09-27 | 2019-09-30 | — | 21.94 | 21.94 | 0.00% | market | 16.67% | 0.00% | -0.36% | 0.36% |
| FDS | 2019-09-26 | 2019-09-27 | 2019-09-30 | — | 239.00 | 239.00 | 0.00% | market | 5.67% | 1.66% | -0.36% | 2.02% |
| BBBY | 2019-10-02 | 2019-10-03 | 2019-10-04 | — | 10.33 | 10.33 | 0.00% | market | 30.77% | -1.06% | 2.27% | -3.34% |
| COST | 2019-10-03 | 2019-10-04 | 2019-10-07 | — | 287.85 | 287.85 | 0.00% | market | 5.91% | 1.93% | 0.67% | 1.27% |
| FAST | 2019-10-11 | 2019-10-14 | 2019-10-15 | — | 17.68 | 17.68 | 0.00% | market | 11.76% | 1.24% | 1.00% | 0.25% |
| BAC | 2019-10-16 | 2019-10-17 | 2019-10-18 | — | 30.30 | 30.30 | 0.00% | market | 9.80% | 0.17% | -0.57% | 0.74% |
| BFC | 2019-10-16 | 2019-10-17 | 2019-10-18 | — | 66.85 | 66.85 | 0.00% | market | 16.25% | 2.32% | -0.57% | 2.89% |
| BNY | 2019-10-16 | 2019-10-17 | 2019-10-18 | — | 44.99 | 44.99 | 0.00% | market | 8.08% | 0.78% | -0.57% | 1.35% |
| CBSH | 2019-10-16 | 2019-10-17 | 2019-10-18 | — | 44.01 | 44.01 | 0.00% | market | 6.58% | 1.39% | -0.57% | 1.96% |
| CSX | 2019-10-16 | 2019-10-17 | 2019-10-18 | — | 23.65 | 23.65 | 0.00% | market | 5.88% | -3.21% | -0.57% | -2.64% |
| DOV | 2019-10-17 | 2019-10-18 | 2019-10-21 | — | 101.51 | 101.51 | 0.00% | market | 5.96% | 1.95% | 0.44% | 1.52% |
| EXPO | 2019-10-17 | 2019-10-18 | 2019-10-21 | — | 66.60 | 66.60 | 0.00% | market | 5.88% | -2.96% | 0.44% | -3.39% |
| FNB | 2019-10-17 | 2019-10-18 | 2019-10-21 | — | 12.14 | 12.14 | 0.00% | market | 6.90% | -1.57% | 0.44% | -2.00% |
| CDNS | 2019-10-21 | 2019-10-22 | 2019-10-23 | — | 69.79 | 69.79 | 0.00% | market | 5.88% | -9.06% | -0.23% | -8.82% |
| EFSC | 2019-10-21 | 2019-10-22 | 2019-10-23 | — | 42.67 | 42.67 | 0.00% | market | 9.00% | 3.12% | -0.23% | 3.35% |
| EQBK | 2019-10-21 | 2019-10-22 | 2019-10-23 | — | 29.04 | 29.04 | 0.00% | market | 10.00% | -1.96% | -0.23% | -1.73% |
| FBK | 2019-10-21 | 2019-10-22 | 2019-10-23 | — | 39.50 | 39.50 | 0.00% | market | 6.94% | -4.23% | -0.23% | -3.99% |
| BIIB | 2019-10-22 | 2019-10-23 | 2019-10-24 | — | 285.24 | 285.24 | 0.00% | market | 10.88% | 0.15% | 0.55% | -0.39% |
| CALX | 2019-10-22 | 2019-10-23 | 2019-10-24 | — | 7.47 | 7.47 | 0.00% | market | 50.00% | 2.41% | 0.55% | 1.86% |
| CMG | 2019-10-22 | 2019-10-23 | 2019-10-24 | — | 16.29 | 16.29 | 0.00% | market | 33.33% | -1.96% | 0.55% | -2.51% |
| CSL | 2019-10-22 | 2019-10-23 | 2019-10-24 | — | 152.50 | 152.50 | 0.00% | market | 5.68% | 0.74% | 0.55% | 0.19% |
| EDU | 2019-10-22 | 2019-10-23 | 2019-10-24 | — | 109.47 | 109.47 | 0.00% | market | 5.11% | 9.83% | 0.55% | 9.28% |
| EQR | 2019-10-22 | 2019-10-23 | 2019-10-24 | — | 88.30 | 88.30 | 0.00% | market | 91.89% | -0.82% | 0.55% | -1.36% |
| FBP | 2019-10-22 | 2019-10-23 | 2019-10-24 | — | 10.78 | 10.78 | 0.00% | market | 5.26% | -3.99% | 0.55% | -4.54% |
| FULT | 2019-10-22 | 2019-10-23 | 2019-10-24 | — | 17.00 | 17.00 | 0.00% | market | 5.71% | -1.29% | 0.55% | -1.84% |
| GATX | 2019-10-22 | 2019-10-23 | 2019-10-24 | — | 78.58 | 78.58 | 0.00% | market | 6.84% | 1.62% | 0.55% | 1.07% |
| AEM | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 55.38 | 55.38 | 0.00% | market | 37.04% | 6.12% | 0.23% | 5.89% |
| ALGN | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 237.30 | 237.30 | 0.00% | market | 12.28% | 2.56% | 0.23% | 2.33% |
| ALKS | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 18.96 | 18.96 | 0.00% | market | 80.00% | 2.74% | 0.23% | 2.51% |
| APH | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 25.50 | 25.50 | 0.00% | market | 9.09% | -1.73% | 0.23% | -1.95% |
| ARR | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 85.75 | 85.75 | 0.00% | market | 418.87% | -3.03% | 0.23% | -3.26% |
| ASR | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 159.24 | 159.24 | 0.00% | market | 9.36% | 3.55% | 0.23% | 3.32% |
| BANR | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 58.99 | 58.99 | 0.00% | market | 9.52% | -5.17% | 0.23% | -5.40% |
| BKU | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 34.90 | 34.90 | 0.00% | market | 13.89% | -1.09% | 0.23% | -1.32% |
| BMRN | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 71.07 | 71.07 | 0.00% | market | 26.47% | 0.17% | 0.23% | -0.06% |
| BPOP | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 54.37 | 54.37 | 0.00% | market | 6.25% | 1.01% | 0.23% | 0.78% |
| BX | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 51.50 | 51.50 | 0.00% | market | 7.41% | 2.64% | 0.23% | 2.41% |
| CLF | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 6.83 | 6.83 | 0.00% | market | 37.50% | 4.69% | 0.23% | 4.46% |
| CMC | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 19.30 | 19.30 | 0.00% | market | 8.57% | -0.31% | 0.23% | -0.54% |
| CMRE | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 5.57 | 5.57 | 0.00% | market | 44.44% | -1.62% | 0.23% | -1.85% |
| CUBI | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 22.51 | 22.51 | 0.00% | market | 11.27% | 1.33% | 0.23% | 1.10% |
| CVI | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 36.01 | 36.01 | 0.00% | market | 34.62% | 0.19% | 0.23% | -0.03% |
| EFOR | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 60.70 | 60.70 | 0.00% | market | 6.50% | 5.12% | 0.23% | 4.89% |
| EIG | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 43.61 | 43.61 | 0.00% | market | 31.34% | -5.46% | 0.23% | -5.69% |
| EW | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 78.51 | 78.51 | 0.00% | market | 14.63% | -3.11% | 0.23% | -3.34% |
| F | 2019-10-23 | 2019-10-24 | 2019-10-25 | — | 8.87 | 8.87 | 0.00% | market | 30.77% | -1.69% | 0.23% | -1.92% |
| AEP | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 95.69 | 95.69 | 0.00% | market | 10.61% | -2.42% | 1.19% | -3.61% |
| AFL | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 52.60 | 52.60 | 0.00% | market | 8.41% | 1.73% | 1.19% | 0.54% |
| ALGT | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 165.00 | 165.00 | 0.00% | market | 23.85% | 3.48% | 1.19% | 2.30% |
| ALLE | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 114.05 | 114.05 | 0.00% | market | 11.36% | 1.11% | 1.19% | -0.07% |
| ASB | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 20.65 | 20.65 | 0.00% | market | 8.70% | -0.87% | 1.19% | -2.06% |
| AXTA | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 29.71 | 29.71 | 0.00% | market | 15.56% | 0.20% | 1.19% | -0.99% |
| BC | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 58.44 | 58.44 | 0.00% | market | 11.11% | 2.79% | 1.19% | 1.60% |
| BHE | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 30.82 | 30.82 | 0.00% | market | 5.88% | 5.68% | 1.19% | 4.49% |
| CINF | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 116.00 | 116.00 | 0.00% | market | 21.35% | -4.54% | 1.19% | -5.73% |
| CLBK | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 7.50 | 7.50 | 0.00% | market | 44.44% | 2.67% | 1.19% | 1.48% |
| CLS | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 6.77 | 6.77 | 0.00% | market | 8.33% | 2.07% | 1.19% | 0.88% |
| CMCSA | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 45.18 | 45.18 | 0.00% | market | 5.33% | 0.58% | 1.19% | -0.61% |
| CMS | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 64.91 | 64.91 | 0.00% | market | 8.96% | -3.70% | 1.19% | -4.89% |
| CNOB | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 24.10 | 24.10 | 0.00% | market | 5.26% | 1.83% | 1.19% | 0.64% |
| COF | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 91.50 | 91.50 | 0.00% | market | 10.07% | 4.01% | 1.19% | 2.82% |
| COLB | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 37.95 | 37.95 | 0.00% | market | 14.75% | 3.61% | 1.19% | 2.42% |
| CRI | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 97.91 | 97.91 | 0.00% | market | 10.65% | 2.09% | 1.19% | 0.91% |
| DCOM | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 30.91 | 30.91 | 0.00% | market | 7.69% | 5.21% | 1.19% | 4.02% |
| DECK | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 25.86 | 25.86 | 0.00% | market | 15.38% | -4.52% | 1.19% | -5.71% |
| DLX | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 50.00 | 50.00 | 0.00% | market | 7.55% | 7.50% | 1.19% | 6.31% |
| DOW | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 49.78 | 49.78 | 0.00% | market | 26.39% | 2.87% | 1.19% | 1.68% |
| ENTG | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 47.40 | 47.40 | 0.00% | market | 11.11% | 4.70% | 1.19% | 3.52% |
| ENVA | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 20.00 | 20.00 | 0.00% | market | 7.50% | 19.40% | 1.19% | 18.21% |
| EQNR | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 18.96 | 18.96 | 0.00% | market | 13.79% | -0.79% | 1.19% | -1.98% |
| ERIE | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 182.46 | 182.46 | 0.00% | market | 8.43% | 0.99% | 1.19% | -0.20% |
| FAF | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 62.07 | 62.07 | 0.00% | market | 13.10% | -1.21% | 1.19% | -2.40% |
| FCN | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 112.76 | 112.76 | 0.00% | market | 68.04% | -4.55% | 1.19% | -5.74% |
| FET | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 26.80 | 26.80 | 0.00% | market | 140.00% | -0.75% | 1.19% | -1.93% |
| FHB | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 27.69 | 27.69 | 0.00% | market | 5.56% | -0.54% | 1.19% | -1.73% |
| FHI | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 32.40 | 32.40 | 0.00% | market | 10.77% | -4.51% | 1.19% | -5.69% |
| FIX | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 48.71 | 48.71 | 0.00% | market | 15.29% | 4.27% | 1.19% | 3.08% |
| FRME | 2019-10-24 | 2019-10-25 | 2019-10-28 | — | 38.16 | 38.16 | 0.00% | market | 12.82% | 3.85% | 1.19% | 2.66% |
| BCS | 2019-10-25 | 2019-10-28 | 2019-10-29 | — | 8.72 | 8.72 | 0.00% | market | 12.50% | 0.23% | 0.09% | 0.14% |
| CVEO | 2019-10-25 | 2019-10-28 | 2019-10-29 | — | 13.20 | 13.20 | 0.00% | market | 200.00% | 3.64% | 0.09% | 3.55% |
| AKAM | 2019-10-28 | 2019-10-29 | 2019-10-30 | — | 91.00 | 91.00 | 0.00% | market | 10.00% | -3.97% | 0.38% | -4.34% |
| AMKR | 2019-10-28 | 2019-10-29 | 2019-10-30 | — | 13.46 | 13.46 | 0.00% | market | 187.50% | 1.04% | 0.38% | 0.66% |
| APPF | 2019-10-28 | 2019-10-29 | 2019-10-30 | — | 92.19 | 92.19 | 0.00% | market | 55.56% | 8.17% | 0.38% | 7.79% |
| AVB | 2019-10-28 | 2019-10-29 | 2019-10-30 | — | 216.70 | 216.70 | 0.00% | market | 66.67% | 1.05% | 0.38% | 0.68% |
| AWI | 2019-10-28 | 2019-10-29 | 2019-10-30 | — | 95.55 | 95.55 | 0.00% | market | 6.15% | -3.29% | 0.38% | -3.66% |
| BLKB | 2019-10-28 | 2019-10-29 | 2019-10-30 | — | 89.05 | 89.05 | 0.00% | market | 12.00% | -2.25% | 0.38% | -2.62% |
| CGNX | 2019-10-28 | 2019-10-29 | 2019-10-30 | — | 52.48 | 52.48 | 0.00% | market | 14.29% | -0.97% | 0.38% | -1.35% |