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 9: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CNA | 2019-10-28 | 2019-10-29 | 2019-10-30 | — | 44.00 | 44.00 | 0.00% | market | 11.54% | 1.39% | 0.38% | 1.01% |
| CRSP | 2019-10-28 | 2019-10-29 | 2019-10-30 | — | 45.00 | 45.00 | 0.00% | market | 352.63% | 15.64% | 0.38% | 15.27% |
| CVCO | 2019-10-28 | 2019-10-29 | 2019-10-30 | — | 210.00 | 210.00 | 0.00% | market | 12.50% | -7.13% | 0.38% | -7.50% |
| FMX | 2019-10-28 | 2019-10-29 | 2019-10-30 | — | 91.03 | 91.03 | 0.00% | market | 1688.02% | -0.71% | 0.38% | -1.09% |
| AFG | 2019-10-29 | 2019-10-30 | 2019-10-31 | — | 100.64 | 100.64 | 0.00% | market | 15.38% | 3.38% | -0.03% | 3.41% |
| AGCO | 2019-10-29 | 2019-10-30 | 2019-10-31 | — | 76.18 | 76.18 | 0.00% | market | 5.13% | 0.67% | -0.03% | 0.70% |
| AIN | 2019-10-29 | 2019-10-30 | 2019-10-31 | — | 86.00 | 86.00 | 0.00% | market | 48.10% | -2.35% | -0.03% | -2.32% |
| ALL | 2019-10-29 | 2019-10-30 | 2019-10-31 | — | 107.47 | 107.47 | 0.00% | market | 7.58% | -0.98% | -0.03% | -0.94% |
| AM | 2019-10-29 | 2019-10-30 | 2019-10-31 | — | 7.66 | 7.66 | 0.00% | market | 95.00% | -15.93% | -0.03% | -15.89% |
| BP | 2019-10-29 | 2019-10-30 | 2019-10-31 | — | 38.55 | 38.55 | 0.00% | market | 24.53% | -1.66% | -0.03% | -1.63% |
| CAKE | 2019-10-29 | 2019-10-30 | 2019-10-31 | — | 44.63 | 44.63 | 0.00% | market | 9.26% | -6.36% | -0.03% | -6.33% |
| COP | 2019-10-29 | 2019-10-30 | 2019-10-31 | — | 57.44 | 57.44 | 0.00% | market | 5.13% | -3.90% | -0.03% | -3.87% |
| CVLT | 2019-10-29 | 2019-10-30 | 2019-10-31 | — | 49.80 | 49.80 | 0.00% | market | 44.83% | -0.26% | -0.03% | -0.23% |
| CYH | 2019-10-29 | 2019-10-30 | 2019-10-31 | — | 4.25 | 4.25 | 0.00% | market | 47.27% | -16.71% | -0.03% | -16.67% |
| EA | 2019-10-29 | 2019-10-30 | 2019-10-31 | — | 94.25 | 94.25 | 0.00% | market | 12.94% | 2.28% | -0.03% | 2.31% |
| ENPH | 2019-10-29 | 2019-10-30 | 2019-10-31 | — | 21.69 | 21.69 | 0.00% | market | 20.00% | -10.40% | -0.03% | -10.37% |
| EPR | 2019-10-29 | 2019-10-30 | 2019-10-31 | — | 78.23 | 78.23 | 0.00% | market | 8.15% | -0.56% | -0.03% | -0.53% |
| EXLS | 2019-10-29 | 2019-10-30 | 2019-10-31 | — | 13.98 | 13.98 | 0.00% | market | 13.33% | -0.36% | -0.03% | -0.32% |
| FCF | 2019-10-29 | 2019-10-30 | 2019-10-31 | — | 14.49 | 14.49 | 0.00% | market | 7.14% | -2.76% | -0.03% | -2.73% |
| FMC | 2019-10-29 | 2019-10-30 | 2019-10-31 | — | 88.59 | 88.59 | 0.00% | market | 17.50% | 3.28% | -0.03% | 3.32% |
| FMS | 2019-10-29 | 2019-10-30 | 2019-10-31 | — | 35.87 | 35.87 | 0.00% | market | 8.93% | 0.56% | -0.03% | 0.59% |
| FNF | 2019-10-29 | 2019-10-30 | 2019-10-31 | — | 43.43 | 43.43 | 0.00% | market | 20.88% | 1.45% | -0.03% | 1.48% |
| AAPL | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 61.81 | 61.81 | 0.00% | market | 7.04% | 3.48% | 0.66% | 2.82% |
| ACA | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 36.90 | 36.90 | 0.00% | market | 25.93% | 2.66% | 0.66% | 1.99% |
| ACAD | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 42.79 | 42.79 | 0.00% | market | 29.27% | 0.49% | 0.66% | -0.17% |
| ACR | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 34.15 | 34.15 | 0.00% | market | 10.71% | 0.43% | 0.66% | -0.23% |
| AGNC | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 16.56 | 16.56 | 0.00% | market | 22.92% | 2.42% | 0.66% | 1.75% |
| ALSN | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 45.99 | 45.99 | 0.00% | market | 9.82% | -4.26% | 0.66% | -4.92% |
| ASX | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 5.13 | 5.13 | 0.00% | market | 50.00% | 2.92% | 0.66% | 2.26% |
| BBD | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 6.64 | 6.64 | 0.00% | market | 7.14% | -1.51% | 0.66% | -2.17% |
| BELFB | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 15.27 | 15.27 | 0.00% | market | 900.00% | -5.30% | 0.66% | -5.97% |
| BG | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 53.00 | 53.00 | 0.00% | market | 161.11% | 2.30% | 0.66% | 1.64% |
| BOOT | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 39.00 | 39.00 | 0.00% | market | 30.00% | -3.74% | 0.66% | -4.40% |
| BSBR | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 11.26 | 11.26 | 0.00% | market | 12.50% | 0.09% | 0.66% | -0.57% |
| CBZ | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 27.73 | 27.73 | 0.00% | market | 28.00% | -2.70% | 0.66% | -3.37% |
| CF | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 46.00 | 46.00 | 0.00% | market | 5.71% | 0.59% | 0.66% | -0.07% |
| CGAU | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 8.11 | 8.11 | 0.00% | market | 100.00% | 5.92% | 0.66% | 5.26% |
| CME | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 204.20 | 204.20 | 0.00% | market | 7.95% | -1.32% | 0.66% | -1.98% |
| CMPR | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 125.64 | 125.64 | 0.00% | market | 560.00% | 8.11% | 0.66% | 7.45% |
| CNMD | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 107.58 | 107.58 | 0.00% | market | 10.71% | 1.42% | 0.66% | 0.76% |
| CNXN | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 43.27 | 43.27 | 0.00% | market | 57.89% | 12.48% | 0.66% | 11.82% |
| COLM | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 91.43 | 91.43 | 0.00% | market | 12.90% | -1.13% | 0.66% | -1.79% |
| CROX | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 36.06 | 36.06 | 0.00% | market | 32.56% | -0.10% | 0.66% | -0.76% |
| CRUS | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 60.69 | 60.69 | 0.00% | market | 64.89% | 19.34% | 0.66% | 18.68% |
| CW | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 132.00 | 132.00 | 0.00% | market | 6.56% | 6.11% | 0.66% | 5.45% |
| DCO | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 47.50 | 47.50 | 0.00% | market | 12.90% | -1.03% | 0.66% | -1.69% |
| DT | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 23.00 | 23.00 | 0.00% | market | 48.33% | -8.04% | 0.66% | -8.70% |
| ETR | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 60.72 | 60.72 | 0.00% | market | 9.57% | -1.47% | 0.66% | -2.13% |
| EXEL | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 17.00 | 17.00 | 0.00% | market | 63.16% | -5.82% | 0.66% | -6.48% |
| EXTR | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 6.81 | 6.81 | 0.00% | market | 198.51% | -4.26% | 0.66% | -4.92% |
| FLS | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 49.67 | 49.67 | 0.00% | market | 5.36% | -1.09% | 0.66% | -1.75% |
| GHC | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 628.89 | 628.89 | 0.00% | market | 20.30% | 0.61% | 0.66% | -0.05% |
| GHM | 2019-10-30 | 2019-10-31 | 2019-11-01 | — | 22.20 | 22.20 | 0.00% | market | 140.00% | 1.67% | 0.66% | 1.01% |
| ACLS | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 19.49 | 19.49 | 0.00% | market | 433.33% | 13.29% | 0.80% | 12.49% |
| ADM | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 42.27 | 42.27 | 0.00% | market | 14.93% | 1.87% | 0.80% | 1.07% |
| AIV | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 7.30 | 7.30 | 0.00% | market | 1028.57% | 0.00% | 0.80% | -0.80% |
| ALNT | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 39.33 | 39.33 | 0.00% | market | 23.73% | 13.70% | 0.80% | 12.90% |
| ALNY | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 87.04 | 87.04 | 0.00% | market | 11.52% | 5.40% | 0.80% | 4.60% |
| AMN | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 59.50 | 59.50 | 0.00% | market | 10.96% | 0.79% | 0.80% | -0.01% |
| ANET | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 10.85 | 10.85 | 0.00% | market | 11.67% | 10.14% | 0.80% | 9.33% |
| APPN | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 42.44 | 42.44 | 0.00% | market | 6.67% | 2.73% | 0.80% | 1.93% |
| ARCB | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 31.77 | 31.77 | 0.00% | market | 14.61% | -1.26% | 0.80% | -2.06% |
| ARW | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 79.71 | 79.71 | 0.00% | market | 11.38% | 2.73% | 0.80% | 1.93% |
| ASPN | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 5.98 | 5.98 | 0.00% | market | 18.18% | 12.37% | 0.80% | 11.57% |
| BIO | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 329.00 | 329.00 | 0.00% | market | 18.38% | 6.21% | 0.80% | 5.41% |
| BLDR | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 23.50 | 23.50 | 0.00% | market | 22.03% | 4.00% | 0.80% | 3.20% |
| BMY | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 57.99 | 57.99 | 0.00% | market | 10.38% | -2.33% | 0.80% | -3.13% |
| BRKR | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 50.03 | 50.03 | 0.00% | market | 13.16% | -1.64% | 0.80% | -2.44% |
| BWA | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 37.09 | 37.09 | 0.00% | market | 12.94% | 7.44% | 0.80% | 6.64% |
| CDNA | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 24.21 | 24.21 | 0.00% | market | 100.00% | -14.42% | 0.80% | -15.22% |
| CDW | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 128.96 | 128.96 | 0.00% | market | 7.59% | 2.20% | 0.80% | 1.40% |
| CG | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 27.50 | 27.50 | 0.00% | market | 5.13% | 1.75% | 0.80% | 0.94% |
| CHD | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 69.85 | 69.85 | 0.00% | market | 8.20% | -3.85% | 0.80% | -4.65% |
| CRC | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 7.26 | 7.26 | 0.00% | market | 209.37% | 32.37% | 0.80% | 31.57% |
| CTVA | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 26.18 | 26.18 | 0.00% | market | 15.22% | -1.68% | 0.80% | -2.48% |
| CVE | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 8.57 | 8.57 | 0.00% | market | 12.50% | 3.73% | 0.80% | 2.93% |
| CWST | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 44.49 | 44.49 | 0.00% | market | 15.62% | -4.94% | 0.80% | -5.75% |
| CWT | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 56.08 | 56.08 | 0.00% | market | 11.39% | -2.71% | 0.80% | -3.51% |
| CYTK | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 11.70 | 11.70 | 0.00% | market | 10.71% | -5.81% | 0.80% | -6.62% |
| DINO | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 55.15 | 55.15 | 0.00% | market | 18.31% | -1.50% | 0.80% | -2.31% |
| DX | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 16.26 | 16.26 | 0.00% | market | 11.63% | -0.25% | 0.80% | -1.05% |
| ECVT | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 16.50 | 16.50 | 0.00% | market | 28.57% | -0.79% | 0.80% | -1.59% |
| ENOV | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 56.59 | 56.59 | 0.00% | market | 7.14% | 9.79% | 0.80% | 8.99% |
| EQT | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 10.61 | 10.61 | 0.00% | market | 64.71% | 4.71% | 0.80% | 3.91% |
| EXP | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 92.27 | 92.27 | 0.00% | market | 9.26% | 2.72% | 0.80% | 1.92% |
| FLR | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 16.35 | 16.35 | 0.00% | market | 86.84% | 18.10% | 0.80% | 17.30% |
| FSS | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 32.42 | 32.42 | 0.00% | market | 11.90% | -2.62% | 0.80% | -3.43% |
| FTAI | 2019-10-31 | 2019-11-01 | 2019-11-04 | — | 14.00 | 14.00 | 0.00% | market | 42.86% | 3.43% | 0.80% | 2.63% |
| ABR | 2019-11-01 | 2019-11-04 | 2019-11-05 | — | 14.20 | 14.20 | 0.00% | market | 6.06% | 0.85% | -0.27% | 1.11% |
| BABA | 2019-11-01 | 2019-11-04 | 2019-11-05 | — | 180.66 | 180.66 | 0.00% | market | 18.06% | 0.74% | -0.27% | 1.01% |
| BAH | 2019-11-01 | 2019-11-04 | 2019-11-05 | — | 74.55 | 74.55 | 0.00% | market | 12.50% | -4.45% | -0.27% | -4.19% |
| BH | 2019-11-01 | 2019-11-04 | 2019-11-05 | — | 88.24 | 88.24 | 0.00% | market | 98.63% | 11.09% | -0.27% | 11.36% |
| BRK-A | 2019-11-02 | 2019-11-04 | 2019-11-05 | — | 326,850.00 | 326,850.00 | 0.00% | market | 6.68% | 1.42% | -0.27% | 1.69% |
| CVX | 2019-11-01 | 2019-11-04 | 2019-11-05 | — | 117.23 | 117.23 | 0.00% | market | 6.90% | 4.02% | -0.27% | 4.28% |
| DCH | 2019-11-01 | 2019-11-04 | 2019-11-05 | — | 10.54 | 10.54 | 0.00% | market | 41.46% | 1.04% | -0.27% | 1.31% |
| ADUS | 2019-11-04 | 2019-11-05 | 2019-11-06 | — | 87.00 | 87.00 | 0.00% | market | 6.90% | 1.85% | -0.16% | 2.01% |
| APPS | 2019-11-04 | 2019-11-05 | 2019-11-06 | — | 7.07 | 7.07 | 0.00% | market | 50.02% | -2.69% | -0.16% | -2.53% |
| BHC | 2019-11-04 | 2019-11-05 | 2019-11-06 | — | 26.45 | 26.45 | 0.00% | market | 12.26% | -2.95% | -0.16% | -2.79% |
| BRK-B | 2019-11-04 | 2019-11-05 | 2019-11-06 | — | 218.69 | 218.69 | 0.00% | market | 8.10% | 1.51% | -0.16% | 1.67% |
| BSM | 2019-11-04 | 2019-11-05 | 2019-11-06 | — | 13.15 | 13.15 | 0.00% | market | 10.34% | -1.14% | -0.16% | -0.98% |
| BWXT | 2019-11-04 | 2019-11-05 | 2019-11-06 | — | 60.00 | 60.00 | 0.00% | market | 23.44% | 1.17% | -0.16% | 1.33% |
| DAC | 2019-11-04 | 2019-11-05 | 2019-11-06 | — | 12.10 | 12.10 | 0.00% | market | 14.95% | -0.74% | -0.16% | -0.58% |
| DK | 2019-11-04 | 2019-11-05 | 2019-11-06 | — | 39.89 | 39.89 | 0.00% | market | 14.71% | -3.58% | -0.16% | -3.43% |
| DKL | 2019-11-04 | 2019-11-05 | 2019-11-06 | — | 31.20 | 31.20 | 0.00% | market | 12.66% | 4.10% | -0.16% | 4.26% |
| FICO | 2019-11-04 | 2019-11-05 | 2019-11-06 | — | 319.63 | 319.63 | 0.00% | market | 19.64% | 3.22% | -0.16% | 3.38% |
| ALRM | 2019-11-05 | 2019-11-06 | 2019-11-07 | — | 51.65 | 51.65 | 0.00% | market | 12.12% | -8.27% | 0.37% | -8.64% |
| ANDE | 2019-11-05 | 2019-11-06 | 2019-11-07 | — | 20.19 | 20.19 | 0.00% | market | 50.00% | 5.15% | 0.37% | 4.78% |
| ASC | 2019-11-05 | 2019-11-06 | 2019-11-07 | — | 8.21 | 8.21 | 0.00% | market | 5.56% | -8.28% | 0.37% | -8.66% |
| BCPC | 2019-11-05 | 2019-11-06 | 2019-11-07 | — | 100.67 | 100.67 | 0.00% | market | 9.46% | 2.36% | 0.37% | 1.99% |
| CARG | 2019-11-05 | 2019-11-06 | 2019-11-07 | — | 34.20 | 34.20 | 0.00% | market | 40.00% | 9.91% | 0.37% | 9.54% |
| CHH | 2019-11-05 | 2019-11-06 | 2019-11-07 | — | 89.56 | 89.56 | 0.00% | market | 6.20% | 2.07% | 0.37% | 1.69% |
| CLVT | 2019-11-05 | 2019-11-06 | 2019-11-07 | — | 16.99 | 16.99 | 0.00% | market | 75.00% | 0.18% | 0.37% | -0.20% |
| DVA | 2019-11-05 | 2019-11-06 | 2019-11-07 | — | 67.62 | 67.62 | 0.00% | market | 24.39% | 2.32% | 0.37% | 1.95% |
| DVN | 2019-11-05 | 2019-11-06 | 2019-11-07 | — | 24.00 | 24.00 | 0.00% | market | 81.25% | -5.50% | 0.37% | -5.87% |
| EMR | 2019-11-05 | 2019-11-06 | 2019-11-07 | — | 73.13 | 73.13 | 0.00% | market | 7.41% | 0.90% | 0.37% | 0.53% |
| EVH | 2019-11-05 | 2019-11-06 | 2019-11-07 | — | 8.62 | 8.62 | 0.00% | market | 40.00% | 8.24% | 0.37% | 7.86% |
| FIS | 2019-11-05 | 2019-11-06 | 2019-11-07 | — | 132.01 | 132.01 | 0.00% | market | 5.93% | 0.26% | 0.37% | -0.12% |
| FIVN | 2019-11-05 | 2019-11-06 | 2019-11-07 | — | 60.94 | 60.94 | 0.00% | market | 33.33% | -0.94% | 0.37% | -1.31% |
| FTDR | 2019-11-05 | 2019-11-06 | 2019-11-07 | — | 43.50 | 43.50 | 0.00% | market | 10.61% | 1.72% | 0.37% | 1.35% |
| AAOI | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 10.45 | 10.45 | 0.00% | market | 37.50% | 4.11% | 0.12% | 3.99% |
| ACH | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 6.65 | 6.65 | 0.00% | market | 15.79% | 8.57% | 0.12% | 8.45% |
| ACMR | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 5.20 | 5.20 | 0.00% | market | 157.14% | -7.50% | 0.12% | -7.62% |
| ADEA | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 5.32 | 5.32 | 0.00% | market | 9.62% | 6.77% | 0.12% | 6.65% |
| ADMA | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 5.04 | 5.04 | 0.00% | market | 13.64% | -14.48% | 0.12% | -14.60% |
| AES | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 17.73 | 17.73 | 0.00% | market | 20.00% | -0.51% | 0.12% | -0.63% |
| ATEX | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 43.40 | 43.40 | 0.00% | market | 25.81% | 2.90% | 0.12% | 2.78% |
| ATO | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 108.56 | 108.56 | 0.00% | market | 6.52% | -1.14% | 0.12% | -1.26% |
| AXGN | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 13.50 | 13.50 | 0.00% | market | 30.00% | 12.96% | 0.12% | 12.84% |
| B | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 16.90 | 16.90 | 0.00% | market | 50.00% | -3.14% | 0.12% | -3.26% |
| BIDU | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 115.43 | 115.43 | 0.00% | market | 40.80% | 7.91% | 0.12% | 7.79% |
| BL | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 51.01 | 51.01 | 0.00% | market | 272.44% | -2.96% | 0.12% | -3.08% |
| BRT | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 16.68 | 16.68 | 0.00% | market | 180.00% | 4.38% | 0.12% | 4.26% |
| CARS | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 12.37 | 12.37 | 0.00% | market | 10.34% | 1.78% | 0.12% | 1.66% |
| COTY | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 13.14 | 13.14 | 0.00% | market | 16.67% | -2.28% | 0.12% | -2.40% |
| CSR | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 72.95 | 72.95 | 0.00% | market | 847.06% | -1.33% | 0.12% | -1.45% |
| CVNA | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 14.83 | 14.83 | 0.00% | market | 71.99% | 5.12% | 0.12% | 5.00% |
| DEA | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 56.38 | 56.38 | 0.00% | market | 150.00% | 1.28% | 0.12% | 1.16% |
| DNLI | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 16.67 | 16.67 | 0.00% | market | 9.43% | -11.10% | 0.12% | -11.22% |
| DNOW | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 12.51 | 12.51 | 0.00% | market | 33.33% | -0.32% | 0.12% | -0.44% |
| DXCM | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 46.30 | 46.30 | 0.00% | market | 220.00% | 6.95% | 0.12% | 6.83% |
| DXPE | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 38.98 | 38.98 | 0.00% | market | 26.79% | 5.18% | 0.12% | 5.06% |
| EBS | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 60.00 | 60.00 | 0.00% | market | 92.06% | -9.93% | 0.12% | -10.05% |
| ECPG | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 35.80 | 35.80 | 0.00% | market | 20.59% | 2.35% | 0.12% | 2.23% |
| EFC | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 18.53 | 18.53 | 0.00% | market | 6.82% | 1.30% | 0.12% | 1.18% |
| ELAN | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 27.11 | 27.11 | 0.00% | market | 15.38% | 0.44% | 0.12% | 0.32% |
| ELF | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 19.75 | 19.75 | 0.00% | market | 66.67% | -13.32% | 0.12% | -13.44% |
| EPRT | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 25.01 | 25.01 | 0.00% | market | 28.57% | 3.24% | 0.12% | 3.12% |
| EQH | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 22.74 | 22.74 | 0.00% | market | 30.19% | 1.93% | 0.12% | 1.82% |
| FOX | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 33.15 | 33.15 | 0.00% | market | 19.08% | 3.86% | 0.12% | 3.74% |
| FOXA | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 33.95 | 33.95 | 0.00% | market | 20.29% | 3.51% | 0.12% | 3.39% |
| GDDY | 2019-11-06 | 2019-11-07 | 2019-11-08 | — | 70.55 | 70.55 | 0.00% | market | 47.62% | -2.20% | 0.12% | -2.32% |
| ACIW | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 34.03 | 34.03 | 0.00% | market | 107.69% | -1.01% | 0.18% | -1.19% |
| ADNT | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 24.81 | 24.81 | 0.00% | market | 152.00% | -14.39% | 0.18% | -14.57% |
| AMCR | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 49.90 | 49.90 | 0.00% | market | 333.33% | -1.70% | 0.18% | -1.88% |
| AP | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 4.07 | 4.07 | 0.00% | market | 92.31% | -4.18% | 0.18% | -4.36% |
| AQN | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 13.44 | 13.44 | 0.00% | market | 7.69% | 0.82% | 0.18% | 0.64% |
| ARLO | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 3.31 | 3.31 | 0.00% | market | 11.11% | -19.03% | 0.18% | -19.21% |
| BBAR | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 3.53 | 3.53 | 0.00% | market | 189.19% | -3.12% | 0.18% | -3.29% |
| BBIO | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 24.49 | 24.49 | 0.00% | market | 7.27% | 9.23% | 0.18% | 9.05% |
| BE | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 4.47 | 4.47 | 0.00% | market | 1685.71% | 23.04% | 0.18% | 22.86% |
| CABO | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 1,369.45 | 1,369.45 | 0.00% | market | 6.24% | 7.80% | 0.18% | 7.62% |
| CAH | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 52.95 | 52.95 | 0.00% | market | 16.51% | 1.38% | 0.18% | 1.20% |
| CELH | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 1.34 | 1.34 | 0.00% | market | 280.23% | 0.75% | 0.18% | 0.57% |
| CNP | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 28.85 | 28.85 | 0.00% | market | 23.26% | -3.99% | 0.18% | -4.16% |
| CNQ | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 13.69 | 13.69 | 0.00% | market | 33.33% | 1.83% | 0.18% | 1.65% |
| CORT | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 15.52 | 15.52 | 0.00% | market | 10.00% | 2.64% | 0.18% | 2.46% |
| CRK | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 7.32 | 7.32 | 0.00% | market | 21.43% | -3.83% | 0.18% | -4.00% |
| DBX | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 21.03 | 21.03 | 0.00% | market | 18.18% | -10.32% | 0.18% | -10.50% |
| DHX | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 3.07 | 3.07 | 0.00% | market | 33.33% | 2.28% | 0.18% | 2.10% |
| DIS | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 140.22 | 140.22 | 0.00% | market | 12.63% | -2.48% | 0.18% | -2.66% |
| EFXT | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 8.37 | 8.37 | 0.00% | market | 16.89% | 4.18% | 0.18% | 4.00% |
| ESI | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 11.55 | 11.55 | 0.00% | market | 23.81% | 1.39% | 0.18% | 1.21% |
| EYE | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 29.80 | 29.80 | 0.00% | market | 50.00% | -10.12% | 0.18% | -10.30% |
| FC | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 39.30 | 39.30 | 0.00% | market | 10.81% | 0.51% | 0.18% | 0.33% |
| FOR | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 19.04 | 19.04 | 0.00% | market | 222.22% | 4.73% | 0.18% | 4.55% |
| FSK | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 23.60 | 23.60 | 0.00% | market | 15.79% | 0.00% | 0.18% | -0.18% |
| FSLY | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 21.60 | 21.60 | 0.00% | market | 35.71% | -14.46% | 0.18% | -14.64% |
| G | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 40.29 | 40.29 | 0.00% | market | 7.69% | -1.79% | 0.18% | -1.97% |
| GDOT | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 23.23 | 23.23 | 0.00% | market | 971.24% | 7.10% | 0.18% | 6.92% |
| GLP | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 20.33 | 20.33 | 0.00% | market | 261.90% | -2.16% | 0.18% | -2.34% |
| GTN | 2019-11-07 | 2019-11-08 | 2019-11-11 | — | 19.15 | 19.15 | 0.00% | market | 48.39% | 2.77% | 0.18% | 2.59% |
| AER | 2019-11-08 | 2019-11-11 | 2019-11-12 | — | 60.44 | 60.44 | 0.00% | market | 6.35% | 0.08% | 0.51% | -0.43% |
| BMA | 2019-11-08 | 2019-11-11 | 2019-11-12 | — | 23.73 | 23.73 | 0.00% | market | 74.63% | 4.13% | 0.51% | 3.62% |
| DRH | 2019-11-08 | 2019-11-11 | 2019-11-12 | — | 10.24 | 10.24 | 0.00% | market | 8.00% | -0.78% | 0.51% | -1.30% |
| DUK | 2019-11-08 | 2019-11-11 | 2019-11-12 | — | 89.98 | 89.98 | 0.00% | market | 6.55% | -2.66% | 0.51% | -3.17% |
| ESNT | 2019-11-08 | 2019-11-11 | 2019-11-12 | — | 53.18 | 53.18 | 0.00% | market | 6.52% | 0.98% | 0.51% | 0.46% |
| GNE | 2019-11-08 | 2019-11-11 | 2019-11-12 | — | 7.35 | 7.35 | 0.00% | market | 5.88% | 8.30% | 0.51% | 7.79% |
| CEPU | 2019-11-11 | 2019-11-12 | 2019-11-13 | — | 3.39 | 3.39 | 0.00% | market | 223.53% | -4.42% | 0.11% | -4.54% |
| FNV | 2019-11-11 | 2019-11-12 | 2019-11-13 | — | 97.75 | 97.75 | 0.00% | market | 20.00% | 0.42% | 0.11% | 0.31% |
| ADPT | 2019-11-12 | 2019-11-13 | 2019-11-14 | — | 29.74 | 29.74 | 0.00% | market | 54.17% | -8.24% | 0.53% | -8.77% |
| AEIS | 2019-11-12 | 2019-11-13 | 2019-11-14 | — | 65.42 | 65.42 | 0.00% | market | 45.95% | -2.06% | 0.53% | -2.60% |
| BATRK | 2019-11-12 | 2019-11-13 | 2019-11-14 | — | 28.45 | 28.45 | 0.00% | market | 120.00% | -1.27% | 0.53% | -1.80% |
| BLFS | 2019-11-12 | 2019-11-13 | 2019-11-14 | — | 16.00 | 16.00 | 0.00% | market | 228.53% | -7.81% | 0.53% | -8.35% |
| BOC | 2019-11-12 | 2019-11-13 | 2019-11-14 | — | 23.41 | 23.41 | 0.00% | market | 130.00% | -3.55% | 0.53% | -4.08% |
| CLDX | 2019-11-12 | 2019-11-13 | 2019-11-14 | — | 2.38 | 2.38 | 0.00% | market | 10.71% | -4.62% | 0.53% | -5.15% |
| CLMT | 2019-11-12 | 2019-11-13 | 2019-11-14 | — | 3.63 | 3.63 | 0.00% | market | 50.00% | -10.19% | 0.53% | -10.73% |
| CNNE | 2019-11-12 | 2019-11-13 | 2019-11-14 | — | 34.40 | 34.40 | 0.00% | market | 320.69% | 3.23% | 0.53% | 2.69% |
| DDOG | 2019-11-12 | 2019-11-13 | 2019-11-14 | — | 38.82 | 38.82 | 0.00% | market | 71.39% | 6.57% | 0.53% | 6.04% |
| DHI | 2019-11-12 | 2019-11-13 | 2019-11-14 | — | 54.28 | 54.28 | 0.00% | market | 8.00% | -0.04% | 0.53% | -0.57% |
| FWONA | 2019-11-12 | 2019-11-13 | 2019-11-14 | — | 40.45 | 40.45 | 0.00% | market | 20.00% | -0.44% | 0.53% | -0.98% |
| FWONK | 2019-11-12 | 2019-11-13 | 2019-11-14 | — | 42.47 | 42.47 | 0.00% | market | 63.64% | -0.52% | 0.53% | -1.05% |
| AGRO | 2019-11-13 | 2019-11-14 | 2019-11-15 | — | 6.14 | 6.14 | 0.00% | market | 2698.71% | 5.05% | 0.97% | 4.08% |
| ARCO | 2019-11-13 | 2019-11-14 | 2019-11-15 | — | 7.74 | 7.74 | 0.00% | market | 62.50% | -2.71% | 0.97% | -3.68% |
| BZH | 2019-11-13 | 2019-11-14 | 2019-11-15 | — | 13.72 | 13.72 | 0.00% | market | 14.81% | 13.85% | 0.97% | 12.88% |
| CAE | 2019-11-13 | 2019-11-14 | 2019-11-15 | — | 26.88 | 26.88 | 0.00% | market | 10.53% | -0.07% | 0.97% | -1.05% |
| CPA | 2019-11-13 | 2019-11-14 | 2019-11-15 | — | 111.26 | 111.26 | 0.00% | market | 9.87% | -3.83% | 0.97% | -4.80% |
| ENR | 2019-11-13 | 2019-11-14 | 2019-11-15 | — | 49.00 | 49.00 | 0.00% | market | 14.81% | -0.39% | 0.97% | -1.36% |
| FVRR | 2019-11-13 | 2019-11-14 | 2019-11-15 | — | 23.50 | 23.50 | 0.00% | market | 42.86% | -6.26% | 0.97% | -7.23% |
| GFF | 2019-11-13 | 2019-11-14 | 2019-11-15 | — | 21.64 | 21.64 | 0.00% | market | 21.21% | -3.60% | 0.97% | -4.58% |
| GGAL | 2019-11-13 | 2019-11-14 | 2019-11-15 | — | 11.75 | 11.75 | 0.00% | market | 65.00% | -1.45% | 0.97% | -2.42% |
| GOOS | 2019-11-13 | 2019-11-14 | 2019-11-15 | — | 35.52 | 35.52 | 0.00% | market | 22.86% | 0.42% | 0.97% | -0.55% |
| AMAT | 2019-11-14 | 2019-11-15 | 2019-11-18 | — | 60.33 | 60.33 | 0.00% | market | 5.26% | 3.35% | 0.32% | 3.03% |
| BN | 2019-11-14 | 2019-11-15 | 2019-11-18 | — | 20.53 | 20.53 | 0.00% | market | 103.33% | -0.15% | 0.32% | -0.47% |
| BNTX | 2019-11-14 | 2019-11-15 | 2019-11-18 | — | 19.10 | 19.10 | 0.00% | market | 23.81% | 3.14% | 0.32% | 2.82% |
| DDS | 2019-11-14 | 2019-11-15 | 2019-11-18 | — | 78.44 | 78.44 | 0.00% | market | 179.31% | -1.26% | 0.32% | -1.58% |
| DGII | 2019-11-14 | 2019-11-15 | 2019-11-18 | — | 16.88 | 16.88 | 0.00% | market | 157.14% | 7.94% | 0.32% | 7.62% |
| GLOB | 2019-11-14 | 2019-11-15 | 2019-11-18 | — | 106.00 | 106.00 | 0.00% | market | 5.08% | -11.01% | 0.32% | -11.33% |
| CCEP | 2019-11-15 | 2019-11-18 | 2019-11-19 | — | 51.20 | 51.20 | 0.00% | market | 69.14% | -0.41% | 0.13% | -0.54% |
| ASND | 2019-11-18 | 2019-11-19 | 2019-11-20 | — | 110.50 | 110.50 | 0.00% | market | 55.46% | 6.43% | -0.61% | 7.04% |
| DAVA | 2019-11-19 | 2019-11-20 | 2019-11-21 | — | 44.24 | 44.24 | 0.00% | market | 15.38% | 2.64% | -0.32% | 2.97% |
| CPRT | 2019-11-20 | 2019-11-21 | 2019-11-22 | — | 22.43 | 22.43 | 0.00% | market | 6.67% | -0.49% | 0.02% | -0.51% |
| AVAL | 2019-11-21 | 2019-11-22 | 2019-11-25 | — | 7.90 | 7.90 | 0.00% | market | 5.26% | 0.76% | 0.73% | 0.03% |
| BRBR | 2019-11-21 | 2019-11-22 | 2019-11-25 | — | 18.72 | 18.72 | 0.00% | market | 394.12% | 7.37% | 0.73% | 6.64% |
| BRC | 2019-11-21 | 2019-11-22 | 2019-11-25 | — | 55.90 | 55.90 | 0.00% | market | 11.11% | 4.20% | 0.73% | 3.47% |
| BKE | 2019-11-22 | 2019-11-25 | 2019-11-26 | — | 26.89 | 26.89 | 0.00% | market | 23.26% | 3.38% | 0.67% | 2.71% |
| AMBA | 2019-11-25 | 2019-11-26 | 2019-11-27 | — | 60.37 | 60.37 | 0.00% | market | 52.38% | -8.56% | 0.66% | -9.22% |
| GBDC | 2019-11-25 | 2019-11-26 | 2019-11-27 | — | 18.23 | 18.23 | 0.00% | market | 9.37% | 0.11% | 0.66% | -0.55% |
| ADSK | 2019-11-26 | 2019-11-27 | 2019-11-29 | — | 170.53 | 170.53 | 0.00% | market | 6.85% | 6.08% | -0.10% | 6.18% |
| BBY | 2019-11-26 | 2019-11-27 | 2019-11-29 | — | 82.29 | 82.29 | 0.00% | market | 9.71% | -2.01% | -0.10% | -1.91% |
| BURL | 2019-11-26 | 2019-11-27 | 2019-11-29 | — | 227.87 | 227.87 | 0.00% | market | 10.71% | -1.26% | -0.10% | -1.16% |
| DELL | 2019-11-26 | 2019-11-27 | 2019-11-29 | — | 25.86 | 25.86 | 0.00% | market | 12.90% | -5.03% | -0.10% | -4.93% |
| DKS | 2019-11-26 | 2019-11-27 | 2019-11-29 | — | 47.24 | 47.24 | 0.00% | market | 36.84% | -3.03% | -0.10% | -2.93% |
| DY | 2019-11-26 | 2019-11-27 | 2019-11-29 | — | 53.86 | 53.86 | 0.00% | market | 22.22% | -3.36% | -0.10% | -3.27% |
| AVAV | 2019-12-03 | 2019-12-04 | 2019-12-05 | — | 66.12 | 66.12 | 0.00% | market | 17.24% | -6.85% | 0.42% | -7.28% |
| CRM | 2019-12-03 | 2019-12-04 | 2019-12-05 | — | 160.38 | 160.38 | 0.00% | market | 13.64% | -1.35% | 0.42% | -1.77% |
| BNED | 2019-12-04 | 2019-12-05 | 2019-12-06 | — | 393.00 | 393.00 | 0.00% | market | 8110.53% | 3.56% | 0.85% | 2.72% |
| CPB | 2019-12-04 | 2019-12-05 | 2019-12-06 | — | 48.51 | 48.51 | 0.00% | market | 13.04% | -1.57% | 0.85% | -2.41% |
| ESTC | 2019-12-04 | 2019-12-05 | 2019-12-06 | — | 66.50 | 66.50 | 0.00% | market | 31.25% | -4.00% | 0.85% | -4.85% |
| FIVE | 2019-12-04 | 2019-12-05 | 2019-12-06 | — | 124.54 | 124.54 | 0.00% | market | 5.88% | -0.27% | 0.85% | -1.12% |
| GEF | 2019-12-04 | 2019-12-05 | 2019-12-06 | — | 45.70 | 45.70 | 0.00% | market | 13.76% | -2.23% | 0.85% | -3.08% |
| AZZ | 2019-12-05 | 2019-12-06 | 2019-12-09 | — | 44.37 | 44.37 | 0.00% | market | 5.36% | 0.97% | -0.08% | 1.05% |
| BF-B | 2019-12-05 | 2019-12-06 | 2019-12-09 | — | 63.68 | 63.68 | 0.00% | market | 13.46% | 0.11% | -0.08% | 0.19% |
| DOCU | 2019-12-05 | 2019-12-06 | 2019-12-09 | — | 74.94 | 74.94 | 0.00% | market | 253.93% | 0.69% | -0.08% | 0.77% |
| EZPW | 2019-12-05 | 2019-12-06 | 2019-12-09 | — | 5.80 | 5.80 | 0.00% | market | 11.76% | 9.14% | -0.08% | 9.21% |
| GCO | 2019-12-06 | 2019-12-09 | 2019-12-10 | — | 49.80 | 49.80 | 0.00% | market | 23.15% | 4.64% | -0.29% | 4.93% |
| CTAS | 2019-12-17 | 2019-12-18 | 2019-12-19 | — | 65.79 | 65.79 | 0.00% | market | 11.76% | 1.84% | 0.28% | 1.56% |
| CAG | 2019-12-19 | 2019-12-20 | 2019-12-23 | — | 33.67 | 33.67 | 0.00% | market | 10.53% | 1.04% | 0.24% | 0.80% |
| EPAC | 2019-12-19 | 2019-12-20 | 2019-12-23 | — | 27.00 | 27.00 | 0.00% | market | 33.33% | 0.33% | 0.24% | 0.10% |
| FDS | 2019-12-19 | 2019-12-20 | 2019-12-23 | — | 262.38 | 262.38 | 0.00% | market | 6.61% | 2.04% | 0.24% | 1.81% |
| BB | 2019-12-20 | 2019-12-23 | 2019-12-24 | — | 6.55 | 6.55 | 0.00% | market | 83.37% | -2.90% | -0.11% | -2.79% |
| CCL | 2019-12-20 | 2019-12-23 | 2019-12-24 | — | 50.32 | 50.32 | 0.00% | market | 24.00% | 1.23% | -0.11% | 1.34% |
| EBF | 2019-12-20 | 2019-12-23 | 2019-12-24 | — | 22.00 | 22.00 | 0.00% | market | 5.13% | 0.55% | -0.11% | 0.66% |
| CMC | 2020-01-06 | 2020-01-07 | 2020-01-08 | — | 21.99 | 21.99 | 0.00% | market | 35.19% | 5.37% | 0.44% | 4.92% |
| AEHR | 2020-01-09 | 2020-01-10 | 2020-01-13 | — | 2.15 | 2.15 | 0.00% | market | 100.00% | -13.02% | 0.20% | -13.22% |
| C | 2020-01-14 | 2020-01-15 | 2020-01-16 | — | 81.73 | 81.73 | 0.00% | market | 16.85% | -0.89% | 1.09% | -1.98% |
| DAL | 2020-01-14 | 2020-01-15 | 2020-01-16 | — | 61.54 | 61.54 | 0.00% | market | 21.43% | 0.55% | 1.09% | -0.54% |
| BAC | 2020-01-15 | 2020-01-16 | 2020-01-17 | — | 34.90 | 34.90 | 0.00% | market | 10.29% | -0.54% | 0.68% | -1.23% |
| EDU | 2020-01-20 | 2020-01-21 | 2020-01-22 | — | 131.29 | 131.29 | 0.00% | market | 71.43% | 1.42% | 0.13% | 1.29% |
| APH | 2020-01-22 | 2020-01-23 | 2020-01-24 | — | 26.45 | 26.45 | 0.00% | market | 8.70% | -0.42% | -0.56% | 0.15% |
| ASML | 2020-01-22 | 2020-01-23 | 2020-01-24 | — | 296.93 | 296.93 | 0.00% | market | 11.53% | -0.37% | -0.56% | 0.19% |
| CNS | 2020-01-22 | 2020-01-23 | 2020-01-24 | — | 68.95 | 68.95 | 0.00% | market | 8.82% | 6.92% | -0.56% | 7.48% |
| ASB | 2020-01-23 | 2020-01-24 | 2020-01-27 | — | 21.19 | 21.19 | 0.00% | market | 9.76% | -3.54% | -2.69% | -0.85% |
| BY | 2020-01-23 | 2020-01-24 | 2020-01-27 | — | 20.64 | 20.64 | 0.00% | market | 10.53% | -1.60% | -2.69% | 1.09% |
| EWBC | 2020-01-23 | 2020-01-24 | 2020-01-27 | — | 51.31 | 51.31 | 0.00% | market | 10.34% | -7.60% | -2.69% | -4.91% |
| FCX | 2020-01-23 | 2020-01-24 | 2020-01-27 | — | 11.87 | 11.87 | 0.00% | market | 838.97% | -8.17% | -2.69% | -5.48% |
| FOR | 2020-01-23 | 2020-01-24 | 2020-01-27 | — | 22.96 | 22.96 | 0.00% | market | 169.23% | -11.59% | -2.69% | -8.90% |
| GATX | 2020-01-23 | 2020-01-24 | 2020-01-27 | — | 82.55 | 82.55 | 0.00% | market | 29.52% | -4.59% | -2.69% | -1.90% |
| GBCI | 2020-01-23 | 2020-01-24 | 2020-01-27 | — | 44.75 | 44.75 | 0.00% | market | 5.08% | -2.88% | -2.69% | -0.19% |
| ASH | 2020-01-27 | 2020-01-28 | 2020-01-29 | — | 77.64 | 77.64 | 0.00% | market | 30.00% | -1.06% | 0.48% | -1.54% |
| DHI | 2020-01-27 | 2020-01-28 | 2020-01-29 | — | 60.28 | 60.28 | 0.00% | market | 16.30% | 0.75% | 0.48% | 0.27% |
| AAPL | 2020-01-28 | 2020-01-29 | 2020-01-30 | — | 81.11 | 81.11 | 0.00% | market | 10.62% | -0.17% | -0.21% | 0.04% |
| AMD | 2020-01-28 | 2020-01-29 | 2020-01-30 | — | 47.84 | 47.84 | 0.00% | market | 6.67% | 1.96% | -0.21% | 2.18% |
| AVNT | 2020-01-28 | 2020-01-29 | 2020-01-30 | — | 35.89 | 35.89 | 0.00% | market | 13.33% | -4.29% | -0.21% | -4.08% |
| BPOP | 2020-01-28 | 2020-01-29 | 2020-01-30 | — | 57.68 | 57.68 | 0.00% | market | 9.55% | -1.72% | -0.21% | -1.50% |
| CALX | 2020-01-28 | 2020-01-29 | 2020-01-30 | — | 9.21 | 9.21 | 0.00% | market | 12.50% | 0.87% | -0.21% | 1.08% |
| CMRE | 2020-01-28 | 2020-01-29 | 2020-01-30 | — | 6.49 | 6.49 | 0.00% | market | 14.29% | -6.93% | -0.21% | -6.72% |
| EBAY | 2020-01-28 | 2020-01-29 | 2020-01-30 | — | 35.06 | 35.06 | 0.00% | market | 6.58% | 0.00% | -0.21% | 0.21% |
| EQR | 2020-01-28 | 2020-01-29 | 2020-01-30 | — | 86.20 | 86.20 | 0.00% | market | 120.00% | -2.59% | -0.21% | -2.37% |
| FHB | 2020-01-28 | 2020-01-29 | 2020-01-30 | — | 28.78 | 28.78 | 0.00% | market | 5.88% | 1.63% | -0.21% | 1.85% |
| ADM | 2020-01-29 | 2020-01-30 | 2020-01-31 | — | 45.62 | 45.62 | 0.00% | market | 96.40% | -1.89% | -0.81% | -1.07% |
| AGNC | 2020-01-29 | 2020-01-30 | 2020-01-31 | — | 18.68 | 18.68 | 0.00% | market | 7.55% | -0.48% | -0.81% | 0.33% |
| ALGN | 2020-01-29 | 2020-01-30 | 2020-01-31 | — | 248.74 | 248.74 | 0.00% | market | 9.29% | 3.36% | -0.81% | 4.17% |
| AXS | 2020-01-29 | 2020-01-30 | 2020-01-31 | — | 63.25 | 63.25 | 0.00% | market | 7.85% | 1.58% | -0.81% | 2.39% |
| CACI | 2020-01-29 | 2020-01-30 | 2020-01-31 | — | 280.54 | 280.54 | 0.00% | market | 11.47% | -4.67% | -0.81% | -3.86% |
| CASH | 2020-01-29 | 2020-01-30 | 2020-01-31 | — | 38.00 | 38.00 | 0.00% | market | 12.00% | -2.05% | -0.81% | -1.24% |
| CLS | 2020-01-29 | 2020-01-30 | 2020-01-31 | — | 9.18 | 9.18 | 0.00% | market | 20.00% | -1.53% | -0.81% | -0.71% |
| CMPR | 2020-01-29 | 2020-01-30 | 2020-01-31 | — | 111.99 | 111.99 | 0.00% | market | 21.33% | 6.82% | -0.81% | 7.63% |
| CRUS | 2020-01-29 | 2020-01-30 | 2020-01-31 | — | 87.68 | 87.68 | 0.00% | market | 23.68% | -12.40% | -0.81% | -11.59% |
| CVLT | 2020-01-29 | 2020-01-30 | 2020-01-31 | — | 44.40 | 44.40 | 0.00% | market | 17.50% | 1.40% | -0.81% | 2.21% |
| DOW | 2020-01-29 | 2020-01-30 | 2020-01-31 | — | 48.31 | 48.31 | 0.00% | market | 5.41% | -4.64% | -0.81% | -3.83% |
| DT | 2020-01-29 | 2020-01-30 | 2020-01-31 | — | 31.00 | 31.00 | 0.00% | market | 66.67% | 1.00% | -0.81% | 1.81% |
| EVR | 2020-01-29 | 2020-01-30 | 2020-01-31 | — | 80.43 | 80.43 | 0.00% | market | 15.74% | -4.74% | -0.81% | -3.93% |
| AIV | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 7.07 | 7.07 | 0.00% | market | 405.56% | -0.57% | -0.88% | 0.31% |
| AJG | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 103.00 | 103.00 | 0.00% | market | 11.54% | 1.22% | -0.88% | 2.10% |
| AMZN | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 102.57 | 102.57 | 0.00% | market | 60.00% | -2.30% | -0.88% | -1.42% |
| APO | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 46.00 | 46.00 | 0.00% | market | 50.68% | -0.13% | -0.88% | 0.75% |
| APTV | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 86.74 | 86.74 | 0.00% | market | 12.75% | -0.02% | -0.88% | 0.86% |
| ARCB | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 26.14 | 26.14 | 0.00% | market | 24.44% | -11.36% | -0.88% | -10.48% |
| BC | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 63.03 | 63.03 | 0.00% | market | 9.33% | -1.25% | -0.88% | -0.37% |
| BEN | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 26.00 | 26.00 | 0.00% | market | 6.06% | -3.08% | -0.88% | -2.20% |
| BX | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 61.00 | 61.00 | 0.00% | market | 7.46% | -0.79% | -0.88% | 0.09% |
| BZH | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 15.91 | 15.91 | 0.00% | market | 12.50% | -18.79% | -0.88% | -17.91% |
| CLBK | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 7.73 | 7.73 | 0.00% | market | 9.10% | -0.13% | -0.88% | 0.75% |
| CNX | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 6.92 | 6.92 | 0.00% | market | 340.00% | 5.92% | -0.88% | 6.81% |
| COR | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 89.29 | 89.29 | 0.00% | market | 5.39% | -4.02% | -0.88% | -3.14% |
| CTVA | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 28.78 | 28.78 | 0.00% | market | 158.33% | 4.66% | -0.88% | 5.54% |
| CVCO | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 235.00 | 235.00 | 0.00% | market | 16.58% | -1.93% | -0.88% | -1.05% |
| DECK | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 30.93 | 30.93 | 0.00% | market | 10.19% | 1.10% | -0.88% | 1.98% |
| DGII | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 16.05 | 16.05 | 0.00% | market | 75.13% | -10.53% | -0.88% | -9.65% |
| DOV | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 117.93 | 117.93 | 0.00% | market | 5.48% | -3.60% | -0.88% | -2.72% |
| EA | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 110.75 | 110.75 | 0.00% | market | 10.71% | -5.16% | -0.88% | -4.28% |
| EMN | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 69.69 | 69.69 | 0.00% | market | 6.77% | 3.60% | -0.88% | 4.48% |
| FHI | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 35.83 | 35.83 | 0.00% | market | 15.71% | 4.35% | -0.88% | 5.23% |
| FLEX | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 14.00 | 14.00 | 0.00% | market | 15.15% | -8.29% | -0.88% | -7.40% |
| GFF | 2020-01-30 | 2020-01-31 | 2020-02-03 | — | 21.07 | 21.07 | 0.00% | market | 50.00% | -11.91% | -0.88% | -11.03% |
| ADNT | 2020-01-31 | 2020-02-03 | 2020-02-04 | — | 25.87 | 25.87 | 0.00% | market | 209.68% | 4.87% | 1.77% | 3.10% |
| BAH | 2020-01-31 | 2020-02-03 | 2020-02-04 | — | 78.62 | 78.62 | 0.00% | market | 5.26% | -0.22% | 1.77% | -1.98% |
| CAT | 2020-01-31 | 2020-02-03 | 2020-02-04 | — | 131.44 | 131.44 | 0.00% | market | 10.97% | 1.57% | 1.77% | -0.19% |
| CHTR | 2020-01-31 | 2020-02-03 | 2020-02-04 | — | 522.84 | 522.84 | 0.00% | market | 31.73% | 1.70% | 1.77% | -0.06% |
| ABG | 2020-02-03 | 2020-02-04 | 2020-02-05 | — | 99.09 | 99.09 | 0.00% | market | 8.12% | -2.79% | 1.46% | -4.25% |
| AMG | 2020-02-03 | 2020-02-04 | 2020-02-05 | — | 81.51 | 81.51 | 0.00% | market | 12.16% | 3.71% | 1.46% | 2.25% |
| ARE | 2020-02-03 | 2020-02-04 | 2020-02-05 | — | 165.40 | 165.40 | 0.00% | market | 194.92% | 1.53% | 1.46% | 0.07% |
| BCH | 2020-02-03 | 2020-02-04 | 2020-02-05 | — | 20.26 | 20.26 | 0.00% | market | 5.41% | 1.63% | 1.46% | 0.17% |
| FN | 2020-02-03 | 2020-02-04 | 2020-02-05 | — | 65.19 | 65.19 | 0.00% | market | 7.53% | 2.99% | 1.46% | 1.53% |
| ATI | 2020-02-04 | 2020-02-05 | 2020-02-06 | — | 20.09 | 20.09 | 0.00% | market | 12.50% | -2.34% | 0.51% | -2.85% |
| ATKR | 2020-02-04 | 2020-02-05 | 2020-02-06 | — | 42.14 | 42.14 | 0.00% | market | 14.63% | -1.73% | 0.51% | -2.25% |
| BDC | 2020-02-04 | 2020-02-05 | 2020-02-06 | — | 53.60 | 53.60 | 0.00% | market | 11.11% | -1.12% | 0.51% | -1.63% |
| BP | 2020-02-04 | 2020-02-05 | 2020-02-06 | — | 37.47 | 37.47 | 0.00% | market | 16.92% | -1.57% | 0.51% | -2.09% |
| CB | 2020-02-04 | 2020-02-05 | 2020-02-06 | — | 160.28 | 160.28 | 0.00% | market | 7.55% | 1.83% | 0.51% | 1.32% |
| CCK | 2020-02-04 | 2020-02-05 | 2020-02-06 | — | 75.72 | 75.72 | 0.00% | market | 9.47% | 5.12% | 0.51% | 4.61% |
| CLX | 2020-02-04 | 2020-02-05 | 2020-02-06 | — | 163.28 | 163.28 | 0.00% | market | 11.45% | 1.10% | 0.51% | 0.58% |
| CMG | 2020-02-04 | 2020-02-05 | 2020-02-06 | — | 17.84 | 17.84 | 0.00% | market | 20.00% | -3.92% | 0.51% | -4.44% |
| CMI | 2020-02-04 | 2020-02-05 | 2020-02-06 | — | 162.70 | 162.70 | 0.00% | market | 5.79% | 2.00% | 0.51% | 1.48% |
| CRVL | 2020-02-04 | 2020-02-05 | 2020-02-06 | — | 29.59 | 29.59 | 0.00% | market | 466.67% | -3.28% | 0.51% | -3.79% |
| CTS | 2020-02-04 | 2020-02-05 | 2020-02-06 | — | 30.87 | 30.87 | 0.00% | market | 5.71% | -2.40% | 0.51% | -2.91% |
| DIS | 2020-02-04 | 2020-02-05 | 2020-02-06 | — | 146.60 | 146.60 | 0.00% | market | 6.25% | -2.66% | 0.51% | -3.17% |
| ESE | 2020-02-04 | 2020-02-05 | 2020-02-06 | — | 99.31 | 99.31 | 0.00% | market | 7.50% | 4.40% | 0.51% | 3.89% |
| ACLS | 2020-02-05 | 2020-02-06 | 2020-02-07 | — | 27.61 | 27.61 | 0.00% | market | 81.25% | -2.83% | -0.51% | -2.31% |
| BBD | 2020-02-05 | 2020-02-06 | 2020-02-07 | — | 6.02 | 6.02 | 0.00% | market | 7.14% | -2.66% | -0.51% | -2.15% |
| BTU | 2020-02-05 | 2020-02-06 | 2020-02-07 | — | 9.45 | 9.45 | 0.00% | market | 43.30% | -10.05% | -0.51% | -9.54% |
| CENT | 2020-02-05 | 2020-02-06 | 2020-02-07 | — | 25.24 | 25.24 | 0.00% | market | 40.00% | -7.57% | -0.51% | -7.06% |
| CG | 2020-02-05 | 2020-02-06 | 2020-02-07 | — | 32.45 | 32.45 | 0.00% | market | 9.30% | 1.29% | -0.51% | 1.81% |
| CINF | 2020-02-05 | 2020-02-06 | 2020-02-07 | — | 110.72 | 110.72 | 0.00% | market | 10.81% | 1.91% | -0.51% | 2.42% |
| COTY | 2020-02-05 | 2020-02-06 | 2020-02-07 | — | 12.31 | 12.31 | 0.00% | market | 12.50% | -2.27% | -0.51% | -1.76% |
| CUZ | 2020-02-05 | 2020-02-06 | 2020-02-07 | — | 40.98 | 40.98 | 0.00% | market | 471.43% | 0.22% | -0.51% | 0.73% |
| DHX | 2020-02-05 | 2020-02-06 | 2020-02-07 | — | 2.87 | 2.87 | 0.00% | market | 16.67% | 3.48% | -0.51% | 4.00% |
| ELF | 2020-02-05 | 2020-02-06 | 2020-02-07 | — | 19.02 | 19.02 | 0.00% | market | 50.00% | -0.32% | -0.51% | 0.20% |
| ENSG | 2020-02-05 | 2020-02-06 | 2020-02-07 | — | 49.50 | 49.50 | 0.00% | market | 9.09% | 7.13% | -0.51% | 7.64% |
| FLO | 2020-02-05 | 2020-02-06 | 2020-02-07 | — | 22.30 | 22.30 | 0.00% | market | 5.88% | 0.00% | -0.51% | 0.51% |
| FMC | 2020-02-05 | 2020-02-06 | 2020-02-07 | — | 103.48 | 103.48 | 0.00% | market | 15.03% | 1.60% | -0.51% | 2.12% |
| FORM | 2020-02-05 | 2020-02-06 | 2020-02-07 | — | 26.06 | 26.06 | 0.00% | market | 28.12% | -2.23% | -0.51% | -1.71% |
| FOX | 2020-02-05 | 2020-02-06 | 2020-02-07 | — | 38.26 | 38.26 | 0.00% | market | 590.20% | -4.94% | -0.51% | -4.43% |
| FOXA | 2020-02-05 | 2020-02-06 | 2020-02-07 | — | 39.10 | 39.10 | 0.00% | market | 525.39% | -5.37% | -0.51% | -4.86% |
| BALL | 2020-02-06 | 2020-02-07 | 2020-02-10 | — | 77.80 | 77.80 | 0.00% | market | 5.97% | -1.39% | 0.56% | -1.95% |
| BILL | 2020-02-06 | 2020-02-07 | 2020-02-10 | — | 56.88 | 56.88 | 0.00% | market | 33.33% | 4.13% | 0.56% | 3.57% |
| BV | 2020-02-06 | 2020-02-07 | 2020-02-10 | — | 15.94 | 15.94 | 0.00% | market | 11.11% | -0.13% | 0.56% | -0.68% |
| CAH | 2020-02-06 | 2020-02-07 | 2020-02-10 | — | 59.09 | 59.09 | 0.00% | market | 25.62% | 0.17% | 0.56% | -0.39% |
| CCS | 2020-02-06 | 2020-02-07 | 2020-02-10 | — | 34.67 | 34.67 | 0.00% | market | 18.11% | 6.20% | 0.56% | 5.64% |
| CDW | 2020-02-06 | 2020-02-07 | 2020-02-10 | — | 134.41 | 134.41 | 0.00% | market | 6.08% | -0.31% | 0.56% | -0.87% |
| CSL | 2020-02-06 | 2020-02-07 | 2020-02-10 | — | 167.95 | 167.95 | 0.00% | market | 11.73% | -4.42% | 0.56% | -4.98% |
| DLX | 2020-02-06 | 2020-02-07 | 2020-02-10 | — | 46.19 | 46.19 | 0.00% | market | 10.86% | -8.88% | 0.56% | -9.44% |
| DX | 2020-02-06 | 2020-02-07 | 2020-02-10 | — | 18.86 | 18.86 | 0.00% | market | 46.67% | 1.54% | 0.56% | 0.98% |
| DXC | 2020-02-06 | 2020-02-07 | 2020-02-10 | — | 35.50 | 35.50 | 0.00% | market | 15.74% | -10.99% | 0.56% | -11.54% |
| EAF | 2020-02-06 | 2020-02-07 | 2020-02-10 | — | 102.40 | 102.40 | 0.00% | market | 10.91% | 8.89% | 0.56% | 8.33% |
| EGP | 2020-02-06 | 2020-02-07 | 2020-02-10 | — | 136.50 | 136.50 | 0.00% | market | 126.32% | 2.07% | 0.56% | 1.51% |
| EL | 2020-02-06 | 2020-02-07 | 2020-02-10 | — | 209.87 | 209.87 | 0.00% | market | 10.47% | -0.57% | 0.56% | -1.13% |
| EXPO | 2020-02-06 | 2020-02-07 | 2020-02-10 | — | 78.70 | 78.70 | 0.00% | market | 9.09% | -1.45% | 0.56% | -2.01% |
| FTV | 2020-02-06 | 2020-02-07 | 2020-02-10 | — | 48.66 | 48.66 | 0.00% | market | 6.19% | 2.82% | 0.56% | 2.26% |
| GEN | 2020-02-06 | 2020-02-07 | 2020-02-10 | — | 19.04 | 19.04 | 0.00% | market | 212.50% | 6.09% | 0.56% | 5.53% |
| GOLD | 2020-02-06 | 2020-02-07 | 2020-02-10 | — | 4.47 | 4.47 | 0.00% | market | 80.00% | -2.68% | 0.56% | -3.24% |
| ASX | 2020-02-07 | 2020-02-10 | 2020-02-11 | — | 5.03 | 5.03 | 0.00% | market | 11.11% | 0.99% | 1.22% | -0.22% |
| AVTR | 2020-02-07 | 2020-02-10 | 2020-02-11 | — | 17.38 | 17.38 | 0.00% | market | 18.75% | 0.12% | 1.22% | -1.10% |
| CCJ | 2020-02-07 | 2020-02-10 | 2020-02-11 | — | 8.51 | 8.51 | 0.00% | market | 350.00% | 8.46% | 1.22% | 7.24% |
| FE | 2020-02-07 | 2020-02-10 | 2020-02-11 | — | 51.25 | 51.25 | 0.00% | market | 14.58% | 0.57% | 1.22% | -0.65% |
| AIN | 2020-02-10 | 2020-02-11 | 2020-02-12 | — | 70.37 | 70.37 | 0.00% | market | 21.25% | 5.17% | 0.37% | 4.80% |
| AMKR | 2020-02-10 | 2020-02-11 | 2020-02-12 | — | 13.92 | 13.92 | 0.00% | market | 78.26% | -6.68% | 0.37% | -7.06% |
| BHF | 2020-02-10 | 2020-02-11 | 2020-02-12 | — | 44.50 | 44.50 | 0.00% | market | 5.13% | 3.44% | 0.37% | 3.06% |
| CLSK | 2020-02-10 | 2020-02-11 | 2020-02-12 | — | 12.75 | 12.75 | 0.00% | market | 50.00% | 3.06% | 0.37% | 2.68% |
| CNA | 2020-02-10 | 2020-02-11 | 2020-02-12 | — | 51.18 | 51.18 | 0.00% | market | 8.99% | -2.31% | 0.37% | -2.68% |
| DAC | 2020-02-10 | 2020-02-11 | 2020-02-12 | — | 6.45 | 6.45 | 0.00% | market | 20.36% | 8.53% | 0.37% | 8.15% |
| DVA | 2020-02-10 | 2020-02-11 | 2020-02-12 | — | 84.00 | 84.00 | 0.00% | market | 12.05% | 3.57% | 0.37% | 3.20% |
| EPC | 2020-02-10 | 2020-02-11 | 2020-02-12 | — | 38.37 | 38.37 | 0.00% | market | 96.43% | -9.64% | 0.37% | -10.02% |
| ACCO | 2020-02-11 | 2020-02-12 | 2020-02-13 | — | 9.67 | 9.67 | 0.00% | market | 12.20% | 4.86% | 0.07% | 4.79% |
| ACGL | 2020-02-11 | 2020-02-12 | 2020-02-13 | — | 47.27 | 47.27 | 0.00% | market | 8.82% | 1.18% | 0.07% | 1.12% |
| AKAM | 2020-02-11 | 2020-02-12 | 2020-02-13 | — | 99.95 | 99.95 | 0.00% | market | 8.85% | -0.35% | 0.07% | -0.42% |
| AMCR | 2020-02-11 | 2020-02-12 | 2020-02-13 | — | 53.80 | 53.80 | 0.00% | market | 14.29% | -5.58% | 0.07% | -5.64% |
| AMX | 2020-02-11 | 2020-02-12 | 2020-02-13 | — | 17.10 | 17.10 | 0.00% | market | 13.33% | 4.62% | 0.07% | 4.55% |
| AN | 2020-02-11 | 2020-02-12 | 2020-02-13 | — | 47.14 | 47.14 | 0.00% | market | 15.79% | 1.53% | 0.07% | 1.46% |
| ATEN | 2020-02-11 | 2020-02-12 | 2020-02-13 | — | 7.00 | 7.00 | 0.00% | market | 42.86% | 3.86% | 0.07% | 3.79% |
| BXMT | 2020-02-11 | 2020-02-12 | 2020-02-13 | — | 39.20 | 39.20 | 0.00% | market | 6.25% | 2.07% | 0.07% | 2.00% |
| CNO | 2020-02-11 | 2020-02-12 | 2020-02-13 | — | 19.44 | 19.44 | 0.00% | market | 9.30% | 1.59% | 0.07% | 1.53% |
| CRL | 2020-02-11 | 2020-02-12 | 2020-02-13 | — | 173.33 | 173.33 | 0.00% | market | 9.84% | -0.59% | 0.07% | -0.66% |
| EXC | 2020-02-11 | 2020-02-12 | 2020-02-13 | — | 35.25 | 35.25 | 0.00% | market | 13.70% | 0.28% | 0.07% | 0.22% |
| AM | 2020-02-12 | 2020-02-13 | 2020-02-14 | — | 4.50 | 4.50 | 0.00% | market | 52.17% | -2.00% | 0.52% | -2.52% |
| AMAT | 2020-02-12 | 2020-02-13 | 2020-02-14 | — | 66.75 | 66.75 | 0.00% | market | 5.38% | 0.15% | 0.52% | -0.37% |
| ANDE | 2020-02-12 | 2020-02-13 | 2020-02-14 | — | 24.54 | 24.54 | 0.00% | market | 10.00% | -15.36% | 0.52% | -15.88% |
| AR | 2020-02-12 | 2020-02-13 | 2020-02-14 | — | 1.78 | 1.78 | 0.00% | market | 81.82% | -7.30% | 0.52% | -7.82% |
| BG | 2020-02-12 | 2020-02-13 | 2020-02-14 | — | 55.15 | 55.15 | 0.00% | market | 477.27% | -1.69% | 0.52% | -2.20% |
| BLBD | 2020-02-12 | 2020-02-13 | 2020-02-14 | — | 22.26 | 22.26 | 0.00% | market | 366.67% | -10.47% | 0.52% | -10.99% |
| CIGI | 2020-02-12 | 2020-02-13 | 2020-02-14 | — | 85.39 | 85.39 | 0.00% | market | 6.35% | 5.47% | 0.52% | 4.95% |
| CIM | 2020-02-12 | 2020-02-13 | 2020-02-14 | — | 66.75 | 66.75 | 0.00% | market | 25.49% | 1.12% | 0.52% | 0.61% |
| CPA | 2020-02-12 | 2020-02-13 | 2020-02-14 | — | 111.31 | 111.31 | 0.00% | market | 9.60% | -1.17% | 0.52% | -1.69% |
| CPAC | 2020-02-12 | 2020-02-13 | 2020-02-14 | — | 9.20 | 9.20 | 0.00% | market | 11.11% | -0.54% | 0.52% | -1.06% |
| CRSP | 2020-02-12 | 2020-02-13 | 2020-02-14 | — | 60.91 | 60.91 | 0.00% | market | 180.95% | -8.39% | 0.52% | -8.91% |
| CTO | 2020-02-12 | 2020-02-13 | 2020-02-14 | — | 17.02 | 17.02 | 0.00% | market | 6.88% | -0.59% | 0.52% | -1.11% |
| AEM | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 52.20 | 52.20 | 0.00% | market | 5.71% | -5.02% | -0.23% | -4.79% |
| AER | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 62.67 | 62.67 | 0.00% | market | 20.00% | -1.07% | -0.23% | -0.84% |
| AGIO | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 52.58 | 52.58 | 0.00% | market | 10.11% | 1.33% | -0.23% | 1.56% |
| ALKS | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 17.31 | 17.31 | 0.00% | market | 25.76% | 1.73% | -0.23% | 1.96% |
| AMN | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 74.85 | 74.85 | 0.00% | market | 14.86% | 1.10% | -0.23% | 1.33% |
| ANET | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 13.59 | 13.59 | 0.00% | market | 9.62% | 3.83% | -0.23% | 4.06% |
| AORT | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 27.90 | 27.90 | 0.00% | market | 25.00% | -2.69% | -0.23% | -2.46% |
| ARES | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 41.42 | 41.42 | 0.00% | market | 34.00% | -3.19% | -0.23% | -2.96% |
| BABA | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 221.10 | 221.10 | 0.00% | market | 16.00% | -0.26% | -0.23% | -0.03% |
| BCS | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 9.14 | 9.14 | 0.00% | market | 14.29% | -0.66% | -0.23% | -0.43% |
| BL | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 70.98 | 70.98 | 0.00% | market | 7.69% | -4.20% | -0.23% | -3.97% |
| BN | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 23.86 | 23.86 | 0.00% | market | 188.24% | 1.01% | -0.23% | 1.24% |
| BWA | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 30.57 | 30.57 | 0.00% | market | 13.59% | -1.18% | -0.23% | -0.95% |
| CARG | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 25.89 | 25.89 | 0.00% | market | 21.43% | 0.70% | -0.23% | 0.93% |
| CC | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 16.73 | 16.73 | 0.00% | market | 30.23% | 10.94% | -0.23% | 11.17% |
| CGNX | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 52.50 | 52.50 | 0.00% | market | 253.85% | -2.97% | -0.23% | -2.74% |
| DAN | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 18.12 | 18.12 | 0.00% | market | 11.67% | -4.75% | -0.23% | -4.52% |
| DAVA | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 54.85 | 54.85 | 0.00% | market | 44.44% | -2.66% | -0.23% | -2.43% |
| DDOG | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 45.91 | 45.91 | 0.00% | market | 254.19% | 2.55% | -0.23% | 2.78% |
| DLR | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 125.91 | 125.91 | 0.00% | market | 105.48% | 5.79% | -0.23% | 6.02% |
| DXCM | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 70.95 | 70.95 | 0.00% | market | 61.11% | 4.30% | -0.23% | 4.53% |
| ELME | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 32.17 | 32.17 | 0.00% | market | 1200.00% | -3.02% | -0.23% | -2.78% |
| EXPE | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 124.05 | 124.05 | 0.00% | market | 5.08% | -2.38% | -0.23% | -2.15% |
| FAF | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 65.74 | 65.74 | 0.00% | market | 21.62% | 0.06% | -0.23% | 0.29% |
| FTS | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 43.87 | 43.87 | 0.00% | market | 6.88% | 0.98% | -0.23% | 1.21% |
| GDDY | 2020-02-13 | 2020-02-14 | 2020-02-18 | — | 75.13 | 75.13 | 0.00% | market | 9.68% | 3.33% | -0.23% | 3.56% |
| BLX | 2020-02-14 | 2020-02-18 | 2020-02-19 | — | 20.59 | 20.59 | 0.00% | market | 12.00% | -3.16% | 0.54% | -3.70% |
| DCH | 2020-02-14 | 2020-02-18 | 2020-02-19 | — | 8.75 | 8.75 | 0.00% | market | 7414.45% | -9.49% | 0.54% | -10.03% |
| AAP | 2020-02-18 | 2020-02-19 | 2020-02-20 | — | 141.51 | 141.51 | 0.00% | market | 21.48% | 0.69% | -0.25% | 0.93% |
| ADEA | 2020-02-18 | 2020-02-19 | 2020-02-20 | — | 4.10 | 4.10 | 0.00% | market | 15.69% | 27.80% | -0.25% | 28.05% |
| AEIS | 2020-02-18 | 2020-02-19 | 2020-02-20 | — | 73.12 | 73.12 | 0.00% | market | 24.29% | -5.10% | -0.25% | -4.85% |
| ATRC | 2020-02-18 | 2020-02-19 | 2020-02-20 | — | 42.33 | 42.33 | 0.00% | market | 9.76% | -3.85% | -0.25% | -3.60% |
| CHH | 2020-02-18 | 2020-02-19 | 2020-02-20 | — | 105.88 | 105.88 | 0.00% | market | 8.24% | 0.79% | -0.25% | 1.04% |
| DVN | 2020-02-18 | 2020-02-19 | 2020-02-20 | — | 22.52 | 22.52 | 0.00% | market | 13.79% | -1.64% | -0.25% | -1.39% |
| ENPH | 2020-02-18 | 2020-02-19 | 2020-02-20 | — | 47.51 | 47.51 | 0.00% | market | 18.18% | 23.64% | -0.25% | 23.89% |
| FANG | 2020-02-18 | 2020-02-19 | 2020-02-20 | — | 77.37 | 77.37 | 0.00% | market | 7.22% | 1.43% | -0.25% | 1.68% |
| AGI | 2020-02-19 | 2020-02-20 | 2020-02-21 | — | 6.60 | 6.60 | 0.00% | market | 14.29% | 5.61% | -1.26% | 6.87% |
| ALSN | 2020-02-19 | 2020-02-20 | 2020-02-21 | — | 43.19 | 43.19 | 0.00% | market | 23.29% | 3.15% | -1.26% | 4.41% |
| AROC | 2020-02-19 | 2020-02-20 | 2020-02-21 | — | 8.77 | 8.77 | 0.00% | market | 31.25% | -6.04% | -1.26% | -4.78% |
| ARR | 2020-02-19 | 2020-02-20 | 2020-02-21 | — | 103.75 | 103.75 | 0.00% | market | 409.26% | -0.82% | -1.26% | 0.44% |
| ATHM | 2020-02-19 | 2020-02-20 | 2020-02-21 | — | 86.86 | 86.86 | 0.00% | market | 11.29% | -3.64% | -1.26% | -2.38% |
| AXTI | 2020-02-19 | 2020-02-20 | 2020-02-21 | — | 4.15 | 4.15 | 0.00% | market | 28.57% | -9.16% | -1.26% | -7.90% |
| BMA | 2020-02-19 | 2020-02-20 | 2020-02-21 | — | 33.00 | 33.00 | 0.00% | market | 41.06% | 3.76% | -1.26% | 5.02% |
| CAR | 2020-02-19 | 2020-02-20 | 2020-02-21 | — | 48.74 | 48.74 | 0.00% | market | 52.08% | -1.64% | -1.26% | -0.38% |
| CSR | 2020-02-19 | 2020-02-20 | 2020-02-21 | — | 83.87 | 83.87 | 0.00% | market | 893.88% | -7.88% | -1.26% | -6.62% |
| CYH | 2020-02-19 | 2020-02-20 | 2020-02-21 | — | 5.45 | 5.45 | 0.00% | market | 183.33% | 31.74% | -1.26% | 33.00% |
| ET | 2020-02-19 | 2020-02-20 | 2020-02-21 | — | 12.62 | 12.62 | 0.00% | market | 5.56% | -3.80% | -1.26% | -2.54% |
| FIVN | 2020-02-19 | 2020-02-20 | 2020-02-21 | — | 77.38 | 77.38 | 0.00% | market | 22.73% | -5.34% | -1.26% | -4.08% |
| FVRR | 2020-02-19 | 2020-02-20 | 2020-02-21 | — | 31.10 | 31.10 | 0.00% | market | 46.67% | 8.39% | -1.26% | 9.65% |
| GDOT | 2020-02-19 | 2020-02-20 | 2020-02-21 | — | 37.03 | 37.03 | 0.00% | market | 27.27% | -2.24% | -1.26% | -0.98% |
| APPN | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 56.12 | 56.12 | 0.00% | market | 21.43% | -16.64% | -3.89% | -12.75% |
| BLDR | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 26.43 | 26.43 | 0.00% | market | 11.11% | 1.02% | -3.89% | 4.91% |
| BRC | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 48.96 | 48.96 | 0.00% | market | 8.77% | 3.06% | -3.89% | 6.95% |
| BYD | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 34.88 | 34.88 | 0.00% | market | 6.38% | -9.81% | -3.89% | -5.91% |
| CAMT | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 11.91 | 11.91 | 0.00% | market | 7.69% | -7.22% | -3.89% | -3.33% |
| CBZ | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 27.57 | 27.57 | 0.00% | market | 66.67% | 1.85% | -3.89% | 5.74% |
| CENX | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 6.15 | 6.15 | 0.00% | market | 35.71% | 6.34% | -3.89% | 10.23% |
| CSTM | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 14.35 | 14.35 | 0.00% | market | 100.05% | -6.69% | -3.89% | -2.80% |
| CTRE | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 23.47 | 23.47 | 0.00% | market | 10.00% | -0.72% | -3.89% | 3.17% |
| DBX | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 21.99 | 21.99 | 0.00% | market | 14.29% | -1.05% | -3.89% | 2.84% |
| DCO | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 48.01 | 48.01 | 0.00% | market | 15.38% | 9.04% | -3.89% | 12.93% |
| DPZ | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 366.01 | 366.01 | 0.00% | market | 5.03% | -0.82% | -3.89% | 3.07% |
| DRH | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 11.29 | 11.29 | 0.00% | market | 12.50% | -8.59% | -3.89% | -4.70% |
| ECVT | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 15.34 | 15.34 | 0.00% | market | 44.44% | -5.22% | -3.89% | -1.33% |
| ED | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 91.21 | 91.21 | 0.00% | market | 8.75% | -2.54% | -3.89% | 1.35% |
| EGO | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 8.05 | 8.05 | 0.00% | market | 18.18% | 35.16% | -3.89% | 39.05% |
| FMS | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 41.26 | 41.26 | 0.00% | market | 7.94% | -3.73% | -3.89% | 0.16% |
| FND | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 59.19 | 59.19 | 0.00% | market | 23.81% | -2.52% | -3.89% | 1.37% |
| FSLY | 2020-02-20 | 2020-02-21 | 2020-02-24 | — | 22.58 | 22.58 | 0.00% | market | 16.67% | -8.55% | -3.89% | -4.66% |
| CNNE | 2020-02-21 | 2020-02-24 | 2020-02-25 | — | 40.61 | 40.61 | 0.00% | market | 1920.00% | -2.19% | -3.25% | 1.05% |
| DE | 2020-02-21 | 2020-02-24 | 2020-02-25 | — | 172.51 | 172.51 | 0.00% | market | 30.40% | -3.40% | -3.25% | -0.15% |
| ENOV | 2020-02-21 | 2020-02-24 | 2020-02-25 | — | 65.52 | 65.52 | 0.00% | market | 9.58% | -5.75% | -3.25% | -2.51% |
| GGAL | 2020-02-21 | 2020-02-24 | 2020-02-25 | — | 14.03 | 14.03 | 0.00% | market | 12.04% | -5.56% | -3.25% | -2.31% |
| ARLO | 2020-02-24 | 2020-02-25 | 2020-02-26 | — | 3.70 | 3.70 | 0.00% | market | 16.13% | -2.16% | -3.84% | 1.68% |
| AWI | 2020-02-24 | 2020-02-25 | 2020-02-26 | — | 106.98 | 106.98 | 0.00% | market | 29.07% | -3.14% | -3.84% | 0.70% |
| AWR | 2020-02-24 | 2020-02-25 | 2020-02-26 | — | 90.00 | 90.00 | 0.00% | market | 18.42% | -2.99% | -3.84% | 0.85% |
| BCC | 2020-02-24 | 2020-02-25 | 2020-02-26 | — | 41.09 | 41.09 | 0.00% | market | 85.00% | -10.54% | -3.84% | -6.70% |
| BH | 2020-02-24 | 2020-02-25 | 2020-02-26 | — | 120.24 | 120.24 | 0.00% | market | 1055.18% | -5.32% | -3.84% | -1.48% |
| BWXT | 2020-02-24 | 2020-02-25 | 2020-02-26 | — | 66.00 | 66.00 | 0.00% | market | 10.94% | -7.26% | -3.84% | -3.42% |
| AFGB | 2020-02-25 | 2020-02-26 | 2020-02-27 | — | 27.61 | 27.61 | 0.00% | market | 24.32% | -2.10% | -5.31% | 3.21% |
| AGM | 2020-02-25 | 2020-02-26 | 2020-02-27 | — | 71.31 | 71.31 | 0.00% | market | 10.19% | 2.37% | -5.31% | 7.68% |
| ALRM | 2020-02-25 | 2020-02-26 | 2020-02-27 | — | 47.82 | 47.82 | 0.00% | market | 30.30% | -3.37% | -5.31% | 1.94% |
| CQP | 2020-02-25 | 2020-02-26 | 2020-02-27 | — | 33.82 | 33.82 | 0.00% | market | 16.00% | -0.27% | -5.31% | 5.04% |
| CRM | 2020-02-25 | 2020-02-26 | 2020-02-27 | — | 176.54 | 176.54 | 0.00% | market | 20.00% | -2.49% | -5.31% | 2.82% |
| CSGP | 2020-02-25 | 2020-02-26 | 2020-02-27 | — | 70.66 | 70.66 | 0.00% | market | 7.69% | -5.31% | -5.31% | -0.00% |
| DAR | 2020-02-25 | 2020-02-26 | 2020-02-27 | — | 27.00 | 27.00 | 0.00% | market | 554.55% | -7.37% | -5.31% | -2.06% |
| EXEL | 2020-02-25 | 2020-02-26 | 2020-02-27 | — | 18.53 | 18.53 | 0.00% | market | 29.41% | -0.59% | -5.31% | 4.71% |
| GIC | 2020-02-25 | 2020-02-26 | 2020-02-27 | — | 23.00 | 23.00 | 0.00% | market | 20.00% | -11.74% | -5.31% | -6.43% |
| ACAD | 2020-02-26 | 2020-02-27 | 2020-02-28 | — | 39.50 | 39.50 | 0.00% | market | 8.11% | 8.20% | -3.01% | 11.21% |
| ADPT | 2020-02-26 | 2020-02-27 | 2020-02-28 | — | 29.09 | 29.09 | 0.00% | market | 15.00% | -3.40% | -3.01% | -0.39% |
| AEE | 2020-02-26 | 2020-02-27 | 2020-02-28 | — | 85.15 | 85.15 | 0.00% | market | 22.58% | -7.22% | -3.01% | -4.21% |
| AMRX | 2020-02-26 | 2020-02-27 | 2020-02-28 | — | 3.90 | 3.90 | 0.00% | market | 60.00% | -1.28% | -3.01% | 1.73% |
| APA | 2020-02-26 | 2020-02-27 | 2020-02-28 | — | 23.81 | 23.81 | 0.00% | market | 229.22% | 4.66% | -3.01% | 7.67% |
| ATRO | 2020-02-26 | 2020-02-27 | 2020-02-28 | — | 17.38 | 17.38 | 0.00% | market | 245.45% | -2.82% | -3.01% | 0.19% |
| AVA | 2020-02-26 | 2020-02-27 | 2020-02-28 | — | 49.45 | 49.45 | 0.00% | market | 11.76% | -4.65% | -3.01% | -1.64% |