EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (2)

Run 5f77ba16 · view hypothesis

completed

Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.

Trades
354
Win rate
50.56%
Avg return
3.97%
Median return
0.10%
Avg abnormal
3.04%
Median abnormal
-0.51%
Best trade
744.34%
Worst trade
-45.89%
Sharpe (per-trade)
0.09
Daily portfolio drawdown
-18.20%
Portfolio (equal_weight)
Total return
280.73%
Max drawdown
-18.20%
Avg trade return
3.97%
Win rate
50.56%
Signals
1198
Configured concurrent
5
Observed concurrent
5
Trades taken
354
Skipped (no capacity)
844
Excess vs benchmark
-160.45%
Avg entry slippage
0.00%
Return if filled at market
280.73%
VWAP fills
0
VWAP fallbacks
0

844 of 1198 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20062-0.18%-3.44%50.00%
20072-8.39%-9.60%0.00%
20081-8.51%-6.04%0.00%
200912.29%-2.80%100.00%
201020.08%3.03%50.00%
20111-8.66%-4.04%0.00%
20132-3.56%-3.44%0.00%
2016112.97%1.18%63.64%
2017254.77%3.51%68.00%
201834-1.45%-1.41%47.06%
2019271.48%0.40%40.74%
20203825.36%23.79%57.89%
2021441.46%0.06%43.18%
2022365.02%5.15%55.56%
2023411.82%0.85%46.34%
202432-3.12%-5.67%43.75%
2025332.43%2.34%60.61%
2026221.65%1.32%50.00%
Trades (354)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ROEReturnBenchmarkAbnormal
UL2006-11-022006-11-032006-12-04—29.5729.570.00%market131.11%—2.30%2.93%-0.63%
BHP2006-11-032006-11-062006-12-05—36.0236.020.00%market18.62%—-2.65%3.61%-6.26%
UL2007-05-032007-05-042007-06-04—36.5936.590.00%market118.75%—-4.36%2.22%-6.59%
IHG2007-05-092007-05-102007-06-08—38.0138.010.00%market19.05%—-12.41%0.21%-12.62%
IHG2008-05-072008-05-082008-06-06—21.2821.280.00%market19.23%—-8.51%-2.47%-6.04%
CCEP2009-04-282009-04-292009-05-28—16.3216.320.00%market300.00%—2.29%5.09%-2.80%
IHG2010-05-112010-05-122010-06-10—21.5921.590.00%market62.50%—-0.05%-6.14%6.09%
IHG2010-08-102010-08-112010-09-09—21.8921.890.00%market18.92%—0.22%0.24%-0.02%
IHG2011-05-102011-05-112011-06-09—27.7927.790.00%market23.33%—-8.66%-4.62%-4.04%
IHG2013-02-192013-02-202013-03-20—36.0336.030.00%market45.95%—-1.40%1.67%-3.07%
IHG2013-08-062013-08-072013-09-05—37.0237.020.00%market217.54%—-5.72%-1.91%-3.81%
BBDO2016-04-152016-04-182016-05-16—6.886.880.00%market1446.15%—-3.30%-0.48%-2.82%
WIX2016-07-272016-07-282016-08-25—36.5036.500.00%market30.77%—10.01%0.65%9.36%
KLAC2016-07-282016-07-292016-08-26—7.727.720.00%market28.57%—-12.66%0.38%-13.05%
RACE2016-08-022016-08-032016-08-31—46.4346.430.00%market18.19%—3.58%0.88%2.70%
APO2016-08-032016-08-042016-09-01—17.8917.890.00%market390.00%—4.76%0.50%4.26%
SLS2016-08-092016-08-102016-09-08—13,500.0013,500.000.00%market164.00%—-11.21%0.09%-11.30%
LMT2016-10-252016-10-262016-11-23—248.60248.600.00%market26.22%—6.26%3.51%2.74%
BA2016-10-262016-10-272016-11-25—145.83145.830.00%market33.97%—2.79%3.23%-0.45%
PLNT2016-10-262016-10-272016-11-25—22.0022.000.00%market23.08%—-1.87%3.23%-5.11%
CYTK2016-10-272016-10-282016-11-28—9.759.750.00%market355.17%—26.57%3.44%23.12%
BYD2016-11-012016-11-022016-12-01—17.3417.340.00%market16.67%—7.74%4.23%3.51%
ENR2017-02-012017-02-022017-03-03—52.6352.630.00%market22.76%—5.37%4.74%0.63%
GSK2017-02-082017-02-092017-03-10—40.2340.230.00%market22.73%—2.73%3.69%-0.95%
DAN2017-02-092017-02-102017-03-13—19.7619.760.00%market51.28%—-2.78%2.95%-5.73%
CIGI2017-02-152017-02-162017-03-17—42.4542.450.00%market16.19%—12.15%0.89%11.26%
WIX2017-02-152017-02-162017-03-17—61.7561.750.00%market94.62%—10.99%0.89%10.11%
ATHM2017-03-022017-03-032017-03-31—33.2133.210.00%market45.12%—-4.44%-1.02%-3.42%
TPB2017-03-132017-03-142017-04-11—13.9213.920.00%market180.65%—15.35%-0.89%16.24%
SMMT2017-03-292017-03-302017-04-28—13.4613.460.00%market29.58%—-18.38%1.11%-19.48%
AMR2017-03-312017-04-032017-05-02—58.8558.850.00%market1442.86%—5.13%1.26%3.87%
SPGI2017-04-252017-04-262017-05-24—135.97135.970.00%market16.55%—2.50%0.88%1.62%
WYNN2017-04-252017-04-262017-05-24—123.30123.300.00%market22.77%—0.47%0.88%-0.41%
BWXT2017-05-012017-05-022017-05-31—50.5150.510.00%market19.57%—-3.88%1.09%-4.97%
CC2017-05-012017-05-022017-05-31—41.8541.850.00%market50.00%—-4.54%1.09%-5.63%
TNET2017-05-022017-05-032017-06-01—30.5030.500.00%market40.63%—2.85%1.92%0.93%
HSY2017-07-262017-07-272017-08-24—106.06106.060.00%market21.11%—-0.61%-1.60%0.99%
TNET2017-07-312017-08-012017-08-29—37.0037.000.00%market92.59%—-3.91%-1.05%-2.86%
HLF2017-08-012017-08-022017-08-30—31.7931.790.00%market35.71%—8.75%-0.59%9.34%
CWST2017-08-022017-08-032017-08-31—16.1316.130.00%market19.05%—4.12%0.07%4.04%
ENR2017-08-022017-08-032017-08-31—43.4343.430.00%market19.44%—1.56%0.07%1.49%
HOV2017-09-072017-09-082017-10-06—43.2543.250.00%market377.78%—29.96%3.18%26.78%
PENN2017-10-262017-10-272017-11-27—24.3524.350.00%market17.39%—13.29%1.47%11.82%
CMPR2017-11-012017-11-022017-12-01—115.00115.000.00%market29.41%—6.00%2.74%3.26%
EXEL2017-11-012017-11-022017-12-01—26.5226.520.00%market225.00%—5.93%2.74%3.19%
EVC2017-11-022017-11-032017-12-04—5.505.500.00%market284.21%—36.26%2.47%33.79%
GSAT2017-11-022017-11-032017-12-04—24.6024.600.00%market300.00%—-5.59%2.47%-8.06%
BA2018-01-312018-02-012018-03-02—352.95352.950.00%market64.95%—-2.45%-4.27%1.82%
SXC2018-01-312018-02-012018-03-02—11.1011.100.00%market27.27%—-1.54%-4.27%2.72%
NMM2018-02-052018-02-062018-03-07—30.7330.730.00%market133.33%—0.39%4.94%-4.55%
ACLS2018-02-062018-02-072018-03-08—25.4025.400.00%market20.51%—0.49%2.09%-1.60%
LITE2018-02-062018-02-072018-03-08—52.5052.500.00%market46.49%—24.38%2.09%22.29%
NRG2018-03-012018-03-022018-04-02—27.0127.010.00%market737.50%—12.23%-3.13%15.36%
TROX2018-03-012018-03-022018-04-02—20.2420.240.00%market100.00%—-11.96%-3.13%-8.82%
ADSK2018-03-062018-03-072018-04-05—133.01133.010.00%market25.00%—-3.85%-1.77%-2.08%
EGY2018-03-072018-03-082018-04-06—1.021.020.00%market20.00%—-19.39%-5.06%-14.34%
PAGS2018-03-092018-03-122018-04-10—36.3036.300.00%market16.12%—-3.16%-5.03%1.87%
SLS2018-04-132018-04-162018-05-14—283.00283.000.00%market104.30%—-0.98%2.24%-3.22%
BA2018-04-252018-04-262018-05-24—344.01344.010.00%market41.09%—4.26%3.03%1.23%
CHDN2018-04-252018-04-262018-05-24—44.1744.170.00%market63.64%—16.25%3.03%13.22%
ALSN2018-04-302018-05-012018-05-30—41.3841.380.00%market36.71%—1.76%3.31%-1.55%
NSP2018-04-302018-05-012018-05-30—80.8580.850.00%market23.68%—13.32%3.31%10.01%
ADSK2018-05-242018-05-252018-06-25—132.71132.710.00%market89.45%—-2.33%-0.42%-1.91%
AMR2018-05-242018-05-252018-06-25—67.0067.000.00%market16.49%—9.60%-0.42%10.02%
BURL2018-05-312018-06-012018-06-29—147.24147.240.00%market15.60%—2.13%-0.41%2.55%
PAM2018-05-312018-06-012018-06-29—47.7347.730.00%market31.09%—-25.16%-0.41%-24.74%
CNR2018-06-052018-06-062018-07-05—47.4947.490.00%market38.89%—-16.19%-0.97%-15.22%
ALSN2018-07-302018-07-312018-08-28—43.5043.500.00%market29.00%—13.10%3.24%9.85%
MX2018-07-302018-07-312018-08-28—13.0013.000.00%market64.29%—-12.02%3.24%-15.27%
LNTH2018-08-012018-08-022018-08-30—13.8513.850.00%market18.18%—12.54%3.90%8.63%
SGU2018-08-012018-08-022018-08-30—9.509.500.00%market31.82%—-0.10%3.90%-4.00%
OEC2018-08-022018-08-032018-08-31—34.2034.200.00%market32.69%—5.16%2.75%2.41%
BURL2018-08-302018-08-312018-10-01—166.51166.510.00%market19.79%—-4.37%0.65%-5.02%
RH2018-09-042018-09-052018-10-03—142.84142.840.00%market17.14%—-16.51%0.80%-17.31%
SMMT2018-09-202018-09-212018-10-19—2.382.380.00%market383.78%—-21.11%-5.75%-15.36%
LMT2018-10-232018-10-242018-11-21—328.11328.110.00%market19.26%—-10.41%-3.04%-7.37%
MANH2018-10-232018-10-242018-11-21—44.8544.850.00%market22.50%—5.47%-3.04%8.51%
ALSN2018-10-292018-10-302018-11-28—45.5045.500.00%market16.51%—5.26%4.14%1.12%
FUN2018-10-302018-10-312018-11-29—51.9551.950.00%market16.05%—4.31%1.23%3.08%
GIC2018-10-302018-10-312018-11-29—30.9030.900.00%market17.65%—-9.36%1.23%-10.59%
RH2018-12-032018-12-042019-01-04—145.45145.450.00%market36.22%—-19.08%-9.33%-9.75%
BA2019-01-302019-01-312019-03-01—387.16387.160.00%market19.91%—13.71%4.83%8.88%
EVR2019-01-302019-01-312019-03-01—90.8490.840.00%market80.28%—2.94%4.83%-1.89%
SPG2019-02-012019-02-042019-03-05—179.00179.000.00%market21.05%—-1.55%3.30%-4.85%
BE2019-02-052019-02-062019-03-07—11.0111.010.00%market25.00%—29.60%0.81%28.79%
VRTX2019-02-052019-02-062019-03-07—193.00193.000.00%market23.81%—-7.56%0.81%-8.37%
GPRK2019-03-062019-03-072019-04-04—18.7318.730.00%market56.82%—-3.04%3.74%-6.78%
CLMT2019-03-072019-03-082019-04-05—3.793.790.00%market885.71%—-2.74%5.73%-8.47%
PAM2019-03-112019-03-122019-04-09—30.7530.750.00%market5112.29%—-20.20%2.96%-23.15%
NOG2019-03-122019-03-132019-04-10—23.7023.700.00%market78.57%—12.56%2.78%9.77%
TALO2019-03-132019-03-142019-04-11—24.2424.240.00%market42.19%—11.82%2.43%9.39%
ALSN2019-04-232019-04-242019-05-22—48.0848.080.00%market16.81%—-9.48%-2.45%-7.03%
LMT2019-04-232019-04-242019-05-22—333.90333.900.00%market32.03%—2.12%-2.45%4.56%
GSK2019-05-012019-05-022019-05-31—40.4440.440.00%market19.28%—-4.55%-5.63%1.07%
CROX2019-05-072019-05-082019-06-06—27.0027.000.00%market38.46%—-28.73%-0.95%-27.78%
CELH2019-05-092019-05-102019-06-10—1.471.470.00%market66.68%—-13.71%1.17%-14.88%
BA2019-07-242019-07-252019-08-22—356.18356.180.00%market57.84%—-0.60%-2.85%2.25%
GSK2019-07-242019-07-252019-08-22—41.8041.800.00%market21.25%—-2.06%-2.85%0.79%
PJT2019-07-302019-07-312019-08-28—41.2641.260.00%market54.55%—-2.48%-4.02%1.54%
ALSN2019-07-312019-08-012019-08-29—46.7046.700.00%market22.69%—-6.27%-1.69%-4.58%
CMPR2019-07-312019-08-012019-08-29—104.80104.800.00%market113.73%—9.04%-1.69%10.73%
BURL2019-08-292019-08-302019-09-30—207.72207.720.00%market19.30%—-3.90%0.87%-4.77%
CLF2019-10-232019-10-242019-11-21—6.836.830.00%market37.50%—9.86%3.11%6.75%
CRSP2019-10-282019-10-292019-11-26—45.0045.000.00%market352.63%—52.70%3.66%49.04%
ENPH2019-10-292019-10-302019-11-27—21.6921.690.00%market20.00%—6.15%3.97%2.18%
CROX2019-10-302019-10-312019-11-29—36.0636.060.00%market32.56%—-3.30%3.35%-6.65%
YETI2019-10-312019-11-012019-12-02—32.9932.990.00%market15.38%—-3.71%2.20%-5.91%
NTES2019-11-202019-11-212019-12-20—59.0059.000.00%market477.08%—3.36%3.17%0.19%
NOW2020-01-292020-01-302020-02-28—66.7566.750.00%market247.70%—-2.39%-8.66%6.27%
IDXX2020-01-312020-02-032020-03-03—276.08276.080.00%market15.56%—-9.09%-7.15%-1.95%
QCOM2020-02-052020-02-062020-03-06—88.0688.060.00%market16.47%—-12.13%-10.92%-1.21%
CAH2020-02-062020-02-072020-03-09—59.0959.090.00%market25.62%—-18.99%-17.60%-1.38%
GEN2020-02-062020-02-072020-03-09—19.0419.040.00%market212.50%—-9.82%-17.60%7.79%
ERO2020-03-122020-03-132020-04-13—8.038.030.00%market158.82%—7.00%4.78%2.22%
BE2020-03-162020-03-172020-04-15—4.644.640.00%market2412.14%—41.06%13.35%27.71%
ASR2020-04-232020-04-242020-05-22—96.4996.490.00%market20.81%—3.27%5.24%-1.97%
LLY2020-04-232020-04-242020-05-22—162.00162.000.00%market18.24%—-6.79%5.24%-12.03%
ROK2020-04-282020-04-292020-05-28—197.00197.000.00%market32.79%—9.75%3.92%5.82%
FICO2020-04-292020-04-302020-05-29—362.06362.060.00%market21.59%—11.11%4.32%6.79%
CQP2020-04-302020-05-012020-06-01—34.2534.250.00%market23.53%—1.83%7.09%-5.27%
BJ2020-05-212020-05-222020-06-22—35.5435.540.00%market86.49%—4.32%5.45%-1.13%
SNDA2020-05-212020-05-222020-06-22—8.408.400.00%market58.33%—42.76%5.45%37.31%
CEPU2020-05-272020-05-282020-06-25—3.093.090.00%market469.15%—-15.31%0.89%-16.20%
NIO2020-05-282020-05-292020-06-26—3.823.820.00%market15.03%—80.53%-0.80%81.33%
BAK2020-06-032020-06-042020-07-02—10.9510.950.00%market65.84%—-19.10%0.36%-19.46%
CRC2020-06-252020-06-262020-11-06—1.351.350.00%market90.64%—744.34%14.37%729.97%
KMB2020-07-232020-07-242020-08-21—147.77147.770.00%market22.22%—6.35%5.77%0.58%
POOL2020-07-232020-07-242020-08-21—298.00298.000.00%market24.84%—11.77%5.77%6.00%
TNET2020-07-272020-07-282020-08-25—69.0069.000.00%market87.96%—-1.53%6.73%-8.26%
APAM2020-07-282020-07-292020-08-26—34.5034.500.00%market16.39%—10.33%7.90%2.43%
BJ2020-08-202020-08-212020-09-21—44.8044.800.00%market28.33%—-8.07%-3.24%-4.83%
NTAP2020-08-262020-08-272020-09-25—46.3246.320.00%market82.50%—-9.51%-5.68%-3.84%
DELL2020-08-272020-08-282020-09-28—33.2033.200.00%market30.61%—2.61%-4.36%6.97%
NTNX2020-08-272020-08-282020-09-28—23.7923.790.00%market41.79%—-7.58%-4.36%-3.22%
BBBY2020-10-012020-10-022020-10-30—78.9478.940.00%market394.12%—-29.03%-1.56%-27.48%
IDT2020-10-012020-10-022020-10-30—8.458.450.00%market29.17%—12.68%-1.56%14.24%
LW2020-10-072020-10-082020-11-05—72.6372.630.00%market103.33%—-6.81%2.16%-8.96%
THC2020-10-202020-10-212020-11-18—27.9227.920.00%market93.94%—13.80%3.77%10.02%
BE2020-10-292020-10-302020-11-30—13.9913.990.00%market71.43%—75.17%10.29%64.88%
IDXX2020-10-292020-10-302020-11-30—438.47438.470.00%market18.18%—5.03%10.29%-5.26%
KOP2020-11-042020-11-052020-12-04—23.3423.340.00%market27.13%—24.28%5.90%18.38%
ERO2020-11-052020-11-062020-12-07—13.6813.680.00%market17.65%—15.18%5.48%9.70%
BJ2020-11-192020-11-202020-12-21—44.0544.050.00%market43.75%—-13.31%2.90%-16.21%
NTAP2020-12-012020-12-022020-12-31—57.8657.860.00%market45.83%—14.38%2.48%11.90%
IH2020-12-022020-12-032021-01-04—25.0025.000.00%market82.15%—-28.50%0.58%-29.08%
CHWY2020-12-082020-12-092021-01-08—78.0078.000.00%market46.67%—24.09%2.80%21.29%
LPL2021-01-262021-01-272021-02-25—10.2310.230.00%market144.83%—-0.49%0.55%-1.05%
ROK2021-01-262021-01-272021-02-25—245.91245.910.00%market23.96%—-0.71%0.55%-1.26%
AAPL2021-01-272021-01-282021-02-26—139.52139.520.00%market19.15%—-13.19%1.06%-14.25%
CE2021-01-282021-01-292021-03-01—117.00117.000.00%market21.51%—21.70%3.71%17.99%
FICO2021-01-282021-01-292021-03-01—478.47478.470.00%market20.70%—-1.46%3.71%-5.18%
NTNX2021-02-242021-02-252021-03-25—34.1034.100.00%market21.28%—-21.51%-0.18%-21.33%
PGNY2021-02-242021-02-252021-03-25—48.5048.500.00%market16.67%—-8.57%-0.18%-8.39%
CWH2021-02-252021-02-262021-03-26—33.5033.500.00%market100.00%—7.54%3.03%4.52%
CLOV2021-03-012021-03-022021-03-30—9.859.850.00%market100.96%—-27.11%1.26%-28.36%
KTB2021-03-022021-03-032021-03-31—47.0247.020.00%market29.47%—3.11%2.73%0.38%
HUT2021-03-252021-03-262021-04-26—37.7537.750.00%market357.14%—-19.62%6.82%-26.45%
BNTX2021-03-302021-03-312021-04-29—109.47109.470.00%market428.07%—64.01%6.25%57.76%
THC2021-04-202021-04-212021-05-19—53.0053.000.00%market62.50%—16.26%-0.16%16.42%
SLM2021-04-212021-04-222021-05-20—19.5619.560.00%market65.42%—0.05%-0.15%0.20%
BX2021-04-222021-04-232021-05-21—83.1583.150.00%market33.33%—9.03%0.50%8.53%
KOF2021-04-262021-04-272021-05-25—49.8049.800.00%market17.46%—-2.87%0.07%-2.95%
AAPL2021-04-282021-04-292021-05-27—136.47136.470.00%market40.00%—-8.30%-0.25%-8.05%
DAO2021-05-182021-05-192021-06-17—22.8322.830.00%market17.80%—-4.52%3.70%-8.22%
LOW2021-05-192021-05-202021-06-18—191.76191.760.00%market22.52%—-2.64%0.76%-3.40%
BURL2021-05-272021-05-282021-06-28—330.00330.000.00%market212.05%—-3.40%1.54%-4.95%
DELL2021-05-272021-05-282021-06-28—49.9949.990.00%market37.42%—0.98%1.54%-0.56%
APPS2021-06-012021-06-022021-06-30—69.7669.760.00%market25.00%—8.89%1.83%7.06%
INTA2021-07-012021-07-022021-08-02—26.5026.500.00%market37.78%—32.50%1.37%31.13%
DAL2021-07-142021-07-152021-08-12—41.1941.190.00%market24.11%—-1.70%2.37%-4.07%
THC2021-07-212021-07-222021-08-19—69.8769.870.00%market45.87%—-0.73%1.18%-1.91%
ASR2021-07-222021-07-232021-08-20—179.42179.420.00%market34.64%—-6.50%1.33%-7.84%
CROX2021-07-222021-07-232021-08-20—133.00133.000.00%market37.65%—6.61%1.33%5.28%
IDXX2021-07-302021-08-022021-08-30—687.41687.410.00%market15.84%—-0.16%2.70%-2.86%
HOOD2021-08-182021-08-192021-09-17—45.0645.060.00%market37.50%—-6.05%1.18%-7.22%
ZIM2021-08-182021-08-192021-09-17—46.0046.000.00%market41.30%—29.05%1.18%27.88%
BJ2021-08-192021-08-202021-09-20—54.8854.880.00%market26.15%—4.85%-1.41%6.26%
NTAP2021-08-252021-08-262021-09-24—87.5087.500.00%market21.05%—6.92%-1.05%7.96%
NTNX2021-09-012021-09-022021-10-01—39.5339.530.00%market39.53%—-1.34%-4.21%2.87%
DAL2021-10-132021-10-142021-11-11—41.1841.180.00%market100.00%—5.41%5.62%-0.21%
THC2021-10-202021-10-212021-11-18—71.3771.370.00%market82.57%—10.11%3.98%6.14%
CROX2021-10-212021-10-222021-11-19—147.80147.800.00%market31.38%—18.64%3.48%15.16%
MAT2021-10-212021-10-222021-11-19—21.7021.700.00%market16.67%—4.28%3.48%0.80%
ASR2021-10-252021-10-262021-11-23—198.13198.130.00%market35.98%—-1.92%2.40%-4.32%
ADNT2021-11-102021-11-112021-12-10—44.1344.130.00%market63.08%—7.22%1.19%6.03%
ZIM2021-11-172021-11-182021-12-17—53.5053.500.00%market31.46%—-4.85%-2.00%-2.85%
NTNX2021-11-232021-11-242021-12-23—33.5333.530.00%market35.29%—-3.28%0.97%-4.26%
DBI2021-12-072021-12-082022-01-06—15.8015.800.00%market53.57%—-8.14%-0.16%-7.98%
FLNC2021-12-092021-12-102022-01-10—31.3231.320.00%market43.48%—-16.93%-0.79%-16.13%
RIVN2021-12-162021-12-172022-01-18—99.9299.920.00%market35.57%—-26.88%-1.10%-25.79%
FER2021-12-312022-01-032022-02-01—27.5027.500.00%market1139.21%—-0.65%-4.90%4.26%
CNS2022-01-262022-01-272022-02-25—82.4982.490.00%market20.39%—-2.19%-0.12%-2.07%
ATKR2022-01-312022-02-012022-03-02—109.26109.260.00%market28.65%—-3.96%-2.84%-1.12%
HRB2022-02-012022-02-022022-03-03—23.2023.200.00%market20.31%—11.93%-4.34%16.27%
UPS2022-02-012022-02-022022-03-03—230.65230.650.00%market15.81%—-8.00%-4.34%-3.65%
EVR2022-02-022022-02-032022-03-04—127.69127.690.00%market56.80%—-7.11%-4.16%-2.94%
ASR2022-02-242022-02-252022-03-25—211.78211.780.00%market29.13%—2.43%5.37%-2.95%
SNDX2022-03-012022-03-022022-03-30—16.9516.950.00%market546.43%—1.67%6.09%-4.42%
SBSW2022-03-032022-03-042022-04-01—18.7318.730.00%market1224.37%—-11.47%4.90%-16.38%
AMR2022-03-072022-03-082022-04-05—117.81117.810.00%market17.57%—1.35%7.49%-6.13%
BW2022-03-082022-03-092022-04-06—7.237.230.00%market200.00%—11.93%5.03%6.90%
TPG2022-03-282022-03-292022-04-27—29.9629.960.00%market33.33%—-14.29%-9.29%-4.99%
BNTX2022-03-302022-03-312022-04-29—173.00173.000.00%market64.66%—-19.88%-10.02%-9.86%
LW2022-04-072022-04-082022-05-09—65.6465.640.00%market65.91%—-4.55%-11.12%6.57%
SNDA2022-04-152022-04-182022-05-16—31.0631.060.00%market23.87%—-11.85%-8.41%-3.45%
ASR2022-04-252022-04-262022-05-24—203.79203.790.00%market21.52%—3.99%-7.50%11.49%
GSHD2022-04-262022-04-272022-05-25—52.5052.500.00%market128.57%—-6.96%-4.76%-2.19%
BVN2022-04-282022-04-292022-05-27—9.239.230.00%market45.24%—-2.16%-1.97%-0.19%
NRG2022-05-062022-05-092022-06-07—41.0341.030.00%market1203.64%—12.35%2.63%9.73%
APLD2022-05-132022-05-162022-06-14—1.901.900.00%market42.86%—-45.89%-6.53%-39.36%
SNDA2022-05-232022-05-242022-06-23—25.0025.000.00%market41.94%—-14.46%-3.69%-10.77%
CHWY2022-06-012022-06-022022-07-01—27.0927.090.00%market128.57%—37.18%-6.88%44.07%
ASR2022-07-252022-07-262022-08-23—186.48186.480.00%market26.44%—16.64%4.70%11.94%
KOF2022-07-252022-07-262022-08-23—56.5956.590.00%market32.53%—11.07%4.70%6.37%
MUSA2022-07-272022-07-282022-08-25—279.00279.000.00%market70.36%—6.49%4.38%2.11%
PI2022-07-272022-07-282022-08-25—80.2580.250.00%market787.81%—20.09%4.38%15.70%
AMBP2022-07-282022-07-292022-08-26—6.566.560.00%market22.22%—-3.76%-0.56%-3.20%
SEZL2022-09-302022-10-032022-10-31—0.360.360.00%market131.87%—88.50%6.96%81.54%
TKO2022-09-302022-10-032022-10-31—70.9470.940.00%market208.15%—11.11%6.96%4.15%
LW2022-10-052022-10-062022-11-03—82.3582.350.00%market44.23%—2.95%-1.23%4.18%
RLI2022-10-192022-10-202022-11-17—54.7654.760.00%market47.06%—18.78%7.12%11.66%
KOF2022-10-242022-10-252022-11-22—60.8160.810.00%market24.10%—11.77%5.57%6.20%
EQNR2022-10-282022-10-312022-11-29—36.0836.080.00%market19.66%—4.22%2.27%1.95%
NSP2022-10-312022-11-012022-11-30—119.99119.990.00%market26.80%—-1.30%4.50%-5.80%
ETSY2022-11-022022-11-032022-12-02—91.3391.330.00%market56.76%—53.73%9.54%44.19%
WMG2022-11-222022-11-232022-12-22—31.8531.850.00%market115.38%—11.01%-4.71%15.73%
ACI2023-01-102023-01-112023-02-09—21.2521.250.00%market29.85%—-0.62%3.79%-4.41%
RDY2023-01-252023-01-262023-02-24—10.5410.540.00%market32.35%—2.65%-1.67%4.33%
CNX2023-01-262023-01-272023-02-27—16.2216.220.00%market187.72%—-5.09%-1.47%-3.62%
CLX2023-02-022023-02-032023-03-06—153.00153.000.00%market50.77%—-0.73%-1.73%1.00%
IT2023-02-072023-02-082023-03-09—351.30351.300.00%market48.00%—-5.50%-5.22%-0.28%
MSGE2023-02-092023-02-102023-03-13—59.8359.830.00%market71.05%—-7.34%-5.05%-2.29%
ALNY2023-02-232023-02-242023-03-24—191.77191.770.00%market21.13%—-1.03%0.08%-1.12%
CAPL2023-02-272023-02-282023-03-28—21.8221.820.00%market152.94%—-5.55%-0.41%-5.14%
WTI2023-03-072023-03-082023-04-05—5.755.750.00%market400.00%—-7.58%2.31%-9.89%
SD2023-03-152023-03-162023-04-14—13.3913.390.00%market251.72%—15.36%6.63%8.73%
VEON2023-03-162023-03-172023-04-17—15.5015.500.00%market23.91%—25.71%5.27%20.44%
CALM2023-03-282023-03-292023-04-27—56.8956.890.00%market21.02%—-15.52%3.12%-18.64%
LW2023-04-062023-04-102023-05-08—107.69107.690.00%market45.92%—4.05%1.51%2.54%
ASML2023-04-192023-04-202023-05-18—625.36625.360.00%market19.33%—11.18%1.95%9.23%
MEDP2023-04-242023-04-252023-05-23—225.00225.000.00%market26.11%—-8.68%0.85%-9.54%
GE2023-04-252023-04-262023-05-24—78.3478.340.00%market107.69%—2.70%1.07%1.62%
CVI2023-05-012023-05-022023-05-31—26.8926.890.00%market38.46%—-13.04%0.74%-13.78%
TAC2023-05-052023-05-082023-06-06—9.589.580.00%market179.31%—2.41%3.65%-1.24%
MSGE2023-05-182023-05-192023-06-20—36.1036.100.00%market132.31%—9.71%4.05%5.66%
JILL2023-06-072023-06-082023-07-10—22.7122.710.00%market23.08%—-14.81%3.06%-17.86%
LW2023-07-252023-07-262023-08-23—105.55105.550.00%market16.19%—-8.53%-2.52%-6.01%
MANH2023-07-252023-07-262023-08-23—195.00195.000.00%market22.22%—-0.44%-2.52%2.08%
SHW2023-07-252023-07-262023-08-23—279.46279.460.00%market22.30%—-2.75%-2.52%-0.23%
FTAI2023-07-262023-07-272023-08-24—33.1633.160.00%market53.33%—6.32%-4.82%11.14%
WU2023-07-262023-07-272023-08-24—12.9012.900.00%market30.77%—-7.70%-4.82%-2.88%
SPHR2023-08-222023-08-232023-09-21—39.7039.700.00%market2652.50%—-8.61%-1.79%-6.82%
NVDA2023-08-232023-08-242023-09-22—50.2250.220.00%market28.57%—-17.24%-3.21%-14.04%
VEON2023-08-292023-08-302023-09-28—16.4516.450.00%market635.29%—17.47%-4.67%22.14%
JILL2023-08-312023-09-012023-10-02—25.2825.280.00%market37.50%—16.32%-5.71%22.02%
LUCK2023-09-112023-09-122023-10-10—10.4210.420.00%market5464.08%—10.17%-2.78%12.95%
JBTM2023-09-302023-10-022023-10-30—104.66104.660.00%market1291.88%—-2.78%-2.59%-0.20%
KOF2023-10-242023-10-252023-11-22—72.4072.400.00%market19.05%—17.86%7.85%10.00%
MANH2023-10-242023-10-252023-11-22—183.13183.130.00%market36.36%—21.13%7.85%13.27%
SHW2023-10-242023-10-252023-11-22—235.20235.200.00%market15.52%—16.67%7.85%8.82%
TNET2023-10-252023-10-262023-11-24—110.65110.650.00%market37.41%—1.90%9.33%-7.43%
NSP2023-10-312023-11-012023-11-30—105.53105.530.00%market69.77%—7.69%8.87%-1.18%
NVDA2023-11-212023-11-222023-12-21—49.8549.850.00%market17.65%—-1.83%3.89%-5.72%
JILL2023-12-052023-12-062024-01-05—26.1326.130.00%market27.87%—-6.95%1.99%-8.94%
BNED2023-12-062023-12-072024-01-08—130.50130.500.00%market12400.00%—53.16%3.87%49.29%
BLBD2023-12-112023-12-122024-01-11—24.0024.000.00%market37.50%—3.23%3.19%0.04%
LZM2023-12-142023-12-152024-01-17—8.738.730.00%market24.97%—-28.74%0.60%-29.33%
AGYS2024-01-222024-01-232024-02-21—88.4088.400.00%market34.62%—-10.08%2.73%-12.80%
AAMI2024-02-012024-02-022024-03-04—21.8021.800.00%market30.51%—3.62%4.63%-1.01%
CLX2024-02-012024-02-022024-03-04—158.50158.500.00%market100.00%—-4.87%4.63%-9.50%
PBI2024-02-012024-02-022024-03-04—4.124.120.00%market250.00%—-0.10%4.63%-4.73%
HRB2024-02-062024-02-072024-03-07—45.4245.420.00%market19.62%—6.35%3.73%2.62%
MAX2024-02-202024-02-212024-03-20—17.1017.100.00%market76.19%—17.50%5.06%12.44%
MANU2024-03-122024-03-132024-04-11—14.2714.270.00%market184.22%—2.63%0.17%2.46%
TSHA2024-03-192024-03-202024-04-18—2.952.950.00%market488.89%—-18.41%-3.15%-15.25%
ANVS2024-03-292024-04-012024-04-29—12.0012.000.00%market19.26%—-39.43%-2.63%-36.80%
KMB2024-04-232024-04-242024-05-22—135.66135.660.00%market23.31%—-1.42%4.59%-6.01%
MANH2024-04-232024-04-242024-05-22—208.49208.490.00%market18.39%—7.33%4.59%2.74%
KOF2024-04-242024-04-252024-05-23—96.1896.180.00%market16.67%—-0.11%5.36%-5.48%
NBTX2024-04-242024-04-252024-05-23—5.915.910.00%market60.40%—11.74%5.36%6.38%
BALL2024-04-262024-04-292024-05-28—70.2570.250.00%market23.64%—-4.07%3.87%-7.94%
CLBT2024-05-232024-05-242024-06-25—12.0012.000.00%market45.45%—-1.85%3.22%-5.07%
IBTA2024-05-302024-05-312024-07-01—104.33104.330.00%market80.00%—-31.39%4.15%-35.54%
AEHR2024-07-162024-07-172024-08-14—19.2619.260.00%market663.64%—-29.70%-2.69%-27.00%
PAC2024-07-222024-07-232024-08-20—163.30163.300.00%market24.51%—0.68%0.75%-0.07%
MANH2024-07-232024-07-242024-08-21—247.39247.390.00%market23.30%—5.58%2.14%3.44%
TNET2024-07-262024-07-292024-08-26—110.94110.940.00%market19.53%—-8.99%2.71%-11.69%
PJT2024-07-302024-07-312024-08-28—131.58131.580.00%market45.12%—-6.52%1.70%-8.22%
ANVS2024-08-142024-08-152024-09-13—8.208.200.00%market30.16%—-2.42%2.28%-4.69%
CHWY2024-08-282024-08-292024-09-27—28.7228.720.00%market257.14%—4.22%1.99%2.23%
DOCU2024-09-052024-09-062024-10-04—60.2460.240.00%market20.20%—5.88%4.19%1.69%
RBRK2024-09-092024-09-102024-10-08—29.8529.850.00%market17.70%—15.91%4.52%11.39%
MANH2024-10-222024-10-232024-11-20—280.00280.000.00%market27.36%—-3.11%1.59%-4.70%
BAH2024-10-252024-10-282024-11-25—184.08184.080.00%market23.13%—-19.99%2.57%-22.56%
FER2024-10-292024-10-302024-11-27—40.3440.340.00%market751.91%—1.83%3.02%-1.18%
CLX2024-10-302024-10-312024-11-29—161.83161.830.00%market31.91%—3.20%4.69%-1.49%
EAT2024-10-302024-10-312024-11-29—103.21103.210.00%market37.68%—28.06%4.69%23.37%
ZIM2024-11-202024-11-212024-12-20—26.0026.000.00%market32.48%—-29.75%-0.38%-29.37%
RBRK2024-12-052024-12-062025-01-07—65.6865.680.00%market47.50%—-2.14%-3.10%0.96%
EAT2025-01-292025-01-302025-02-28—183.00183.000.00%market104.38%—-10.03%-1.62%-8.41%
LII2025-01-292025-01-302025-02-28—599.84599.840.00%market35.92%—0.10%-1.62%1.72%
BEPC2025-01-312025-02-032025-03-04—25.9425.940.00%market81.82%—2.79%-2.67%5.46%
IT2025-02-042025-02-052025-03-06—541.76541.760.00%market67.18%—-10.93%-4.65%-6.28%
PJT2025-02-042025-02-052025-03-06—174.42174.420.00%market59.66%—-15.14%-4.65%-10.49%
FER2025-02-282025-03-032025-03-31—44.4444.440.00%market1325.55%—0.98%-6.17%7.15%
OWLT2025-03-042025-03-052025-04-02—4.854.850.00%market86.27%—-20.92%-2.11%-18.81%
BBAI2025-03-062025-03-072025-04-04—3.533.530.00%market20.00%—-19.36%-11.49%-7.87%
GRND2025-03-072025-03-102025-04-07—14.7814.780.00%market28.57%—15.39%-11.14%26.53%
PRSU2025-03-112025-03-122025-04-09—37.0237.020.00%market42.25%—-11.55%-2.41%-9.14%
MANH2025-04-222025-04-232025-05-21—178.47178.470.00%market15.53%—5.22%7.85%-2.63%
TNET2025-04-252025-04-282025-05-27—77.6377.630.00%market19.16%—6.10%7.21%-1.11%
LTM2025-04-292025-04-302025-05-29—31.7531.750.00%market93.44%—18.45%7.76%10.69%
CCI2025-04-302025-05-012025-05-30—105.99105.990.00%market456.40%—-5.42%5.18%-10.60%
GH2025-04-302025-05-012025-05-30—52.6552.650.00%market19.67%—-22.95%5.18%-28.13%
VIK2025-05-202025-05-212025-06-20—44.5744.570.00%market18.36%—10.92%0.99%9.92%
JOYY2025-05-262025-05-272025-06-25—42.0042.000.00%market29.10%—20.19%3.59%16.59%
MANH2025-07-222025-07-232025-08-20—245.00245.000.00%market15.93%—-13.56%1.04%-14.60%
LVS2025-07-232025-07-242025-08-21—51.2751.270.00%market48.78%—4.27%0.15%4.12%
BWMX2025-07-242025-07-252025-08-22—10.1510.150.00%market50.00%—31.82%1.61%30.21%
RELX2025-07-242025-07-252025-08-22—53.1553.150.00%market28.06%—-8.96%1.61%-10.57%
LTM2025-07-282025-07-292025-08-26—41.4341.430.00%market22.73%—18.51%1.07%17.44%
UI2025-08-222025-08-252025-09-23—513.01513.010.00%market58.74%—27.71%2.98%24.74%
NIO2025-09-022025-09-032025-10-01—6.386.380.00%market16.57%—19.81%4.01%15.79%
LUXE2025-09-112025-09-122025-10-10—9.099.090.00%market3261.11%—-14.84%-0.70%-14.15%
LVS2025-10-222025-10-232025-11-20—54.5654.560.00%market26.42%—16.25%-2.33%18.58%
CVI2025-10-292025-10-302025-11-28—40.1340.130.00%market100.00%—-14.05%-0.07%-13.98%
GH2025-10-292025-10-302025-11-28—89.9989.990.00%market18.75%—20.38%-0.07%20.45%
OPFI2025-10-292025-10-302025-11-28—10.2110.210.00%market48.39%—-3.14%-0.07%-3.06%
TNET2025-10-292025-10-302025-11-28—58.4858.480.00%market54.17%—0.11%-0.07%0.18%
PD2025-11-252025-11-262025-12-26—12.9612.960.00%market32.53%—1.44%1.87%-0.43%
ORCL2025-12-102025-12-112026-01-12—190.62190.620.00%market37.80%—7.28%1.46%5.81%
XZO2025-12-102025-12-112026-01-12—18.2818.280.00%market19.05%—23.42%1.46%21.96%
BA2026-01-272026-01-282026-02-26—244.09244.090.00%market2362.05%—-6.11%-1.11%-5.00%
GEV2026-01-282026-01-292026-02-27—717.00717.000.00%market357.00%—21.74%-1.49%23.23%
SMG2026-01-282026-01-292026-02-27—62.6362.630.00%market25.96%—11.86%-1.49%13.35%
SPG2026-02-022026-02-032026-03-04—190.54190.540.00%market392.11%—6.49%-1.59%8.08%
LTM2026-02-032026-02-042026-03-05—67.7167.710.00%market25.19%—-28.35%-1.31%-27.04%
ACAD2026-02-252026-02-262026-03-26—23.6423.640.00%market1067.88%—-9.28%-6.95%-2.33%
AUPH2026-02-262026-02-272026-03-27—13.9813.980.00%market23.81%—1.97%-7.17%9.15%
CQP2026-02-262026-02-272026-03-27—60.7660.760.00%market114.41%—6.75%-7.17%13.92%
ANAB2026-03-032026-03-042026-04-01—37.3937.390.00%market77.53%—1.02%-3.87%4.89%
LQDA2026-03-052026-03-062026-04-06—34.6534.650.00%market87.50%—8.56%-2.15%10.71%
BAK2026-03-272026-03-302026-04-28—3.593.590.00%market51.02%—-4.28%11.18%-15.46%
GEV2026-04-222026-04-232026-05-21—1,147.891,147.890.00%market794.36%—-9.17%4.68%-13.85%
LVS2026-04-222026-04-232026-05-21—51.3251.320.00%market20.37%—-3.74%4.68%-8.43%
CVLT2026-04-282026-04-292026-05-28—98.4798.470.00%market17.43%—12.35%6.13%6.22%
STX2026-04-282026-04-292026-05-28—667.98667.980.00%market16.81%—31.75%6.13%25.62%
MUSA2026-04-292026-04-302026-05-29—528.61528.610.00%market35.57%—-4.37%5.86%-10.23%
HAS2026-05-202026-05-212026-06-22—88.4388.430.00%market22.50%—-4.67%0.78%-5.45%
EMAT2026-05-222026-05-262026-06-24—8.208.200.00%market33.33%—-16.08%-2.24%-13.84%
CHPT2026-06-032026-06-042026-07-06—7.477.470.00%market33.33%—-16.30%-0.11%-16.19%
SKIL2026-06-092026-06-102026-07-10—5.905.900.00%market2220.00%—20.58%2.94%17.64%
ANGX2026-06-112026-06-122026-07-14—2.902.900.00%market41.43%—40.93%1.50%39.43%
MU2026-06-242026-06-252026-07-24—1,233.001,233.000.00%market19.69%—-25.41%0.00%-25.41%