EPS surp.>10 (hold 20d) (lookback 50y) (2)
Run 5f77cef2 · view hypothesis
completed
Trades
1210
Win rate
54.63%
Avg return
2.28%
Median return
1.05%
Avg abnormal
1.43%
Median abnormal
-0.22%
Best trade
225.38%
Worst trade
-60.31%
Sharpe (per-trade)
0.14
Max drawdown
-99.38%
Portfolio (equal_weight)
Total return
550.65%
Max drawdown
-51.97%
Avg trade return
2.28%
Win rate
54.63%
Signals
50808
Configured concurrent
5
Observed concurrent
5
Trades taken
1210
Skipped (no capacity)
49598
Excess vs benchmark
64.27%
Avg entry slippage
0.00%
Return if filled at market
550.65%
VWAP fills
0
VWAP fallbacks
0
49598 of 50808qualifying signals were dropped because every slot was already taken. Raise “Max concurrent positions” to open more of them — or lower it to see how the strategy behaves when it can only run one trade at a time.
Equity curve
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2006 | 20 | 5.17% | 3.21% | 75.00% |
| 2007 | 60 | -0.41% | -0.16% | 45.00% |
| 2008 | 60 | -1.03% | 2.66% | 50.00% |
| 2009 | 60 | 1.11% | -1.32% | 56.67% |
| 2010 | 62 | 3.38% | 2.64% | 56.45% |
| 2011 | 62 | 1.10% | 0.75% | 53.23% |
| 2012 | 60 | 2.59% | 1.56% | 46.67% |
| 2013 | 61 | 3.76% | 1.76% | 63.93% |
| 2014 | 62 | 2.77% | 1.78% | 61.29% |
| 2015 | 61 | 0.23% | 0.53% | 50.82% |
| 2016 | 60 | 3.96% | 2.64% | 60.00% |
| 2017 | 60 | 1.11% | -0.42% | 56.67% |
| 2018 | 58 | -2.65% | -2.15% | 39.66% |
| 2019 | 61 | 1.95% | -0.11% | 65.57% |
| 2020 | 61 | 1.55% | -0.04% | 60.66% |
| 2021 | 61 | 0.93% | -1.09% | 49.18% |
| 2022 | 63 | 3.31% | 4.25% | 58.73% |
| 2023 | 62 | 7.18% | 5.28% | 46.77% |
| 2024 | 61 | 6.78% | 5.01% | 55.74% |
| 2025 | 61 | 4.24% | 3.11% | 54.10% |
| 2026 | 34 | 2.20% | 0.63% | 52.94% |
Trades (1210)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ADBE | 2006-09-14 | 2006-09-21 | 2006-10-19 | — | 37.83 | 37.83 | 0.00% | market | 11.54% | 1.64% | 3.17% | -1.52% |
| KMX | 2006-09-20 | 2006-09-21 | 2006-10-19 | — | 21.40 | 21.40 | 0.00% | market | 19.05% | 3.38% | 3.17% | 0.21% |
| MLKN | 2006-09-20 | 2006-09-21 | 2006-10-19 | — | 32.95 | 32.95 | 0.00% | market | 10.26% | 1.87% | 3.17% | -1.29% |
| MS | 2006-09-20 | 2006-09-21 | 2006-10-19 | — | 61.50 | 61.50 | 0.00% | market | 27.74% | 5.18% | 3.17% | 2.02% |
| ORCL | 2006-09-19 | 2006-09-21 | 2006-10-19 | — | 17.93 | 17.93 | 0.00% | market | 12.50% | 5.14% | 3.17% | 1.98% |
| ALB | 2006-10-18 | 2006-10-19 | 2006-11-16 | — | 30.53 | 30.53 | 0.00% | market | 43.18% | 9.86% | 2.93% | 6.93% |
| AMD | 2006-10-18 | 2006-10-19 | 2006-11-16 | — | 21.99 | 21.99 | 0.00% | market | 12.50% | -1.24% | 2.93% | -4.16% |
| ASML | 2006-10-18 | 2006-10-19 | 2006-11-16 | — | 32.58 | 32.58 | 0.00% | market | 12.96% | 9.72% | 2.93% | 6.80% |
| BFH | 2006-10-18 | 2006-10-19 | 2006-11-16 | — | 45.80 | 45.80 | 0.00% | market | 20.90% | 11.71% | 2.93% | 8.79% |
| BSX | 2006-10-18 | 2006-10-19 | 2006-11-16 | — | 15.60 | 15.60 | 0.00% | market | 11.11% | 4.39% | 2.93% | 1.46% |
| CPA | 2006-11-15 | 2006-11-16 | 2006-12-15 | — | 44.17 | 44.17 | 0.00% | market | 10.13% | 8.87% | 1.35% | 7.51% |
| CRM | 2006-11-15 | 2006-11-16 | 2006-12-15 | — | 10.25 | 10.25 | 0.00% | market | 10.31% | -2.73% | 1.35% | -4.09% |
| NTAP | 2006-11-15 | 2006-11-16 | 2006-12-15 | — | 37.96 | 37.96 | 0.00% | market | 12.00% | 7.91% | 1.35% | 6.56% |
| SBS | 2006-11-15 | 2006-11-16 | 2006-12-15 | — | 1.02 | 1.02 | 0.00% | market | 30.00% | 12.65% | 1.35% | 11.29% |
| TTEK | 2006-11-15 | 2006-11-16 | 2006-12-15 | — | 3.62 | 3.62 | 0.00% | market | 11.11% | -0.93% | 1.35% | -2.28% |
| CIEN | 2006-12-14 | 2006-12-15 | 2007-01-18 | — | 27.87 | 27.87 | 0.00% | market | 23.08% | 1.87% | -0.07% | 1.94% |
| SGU | 2006-12-15 | 2006-12-18 | 2007-01-19 | — | 2.80 | 2.80 | 0.00% | market | 56.25% | 28.47% | 0.20% | 28.27% |
| MCS | 2006-12-19 | 2006-12-20 | 2007-01-23 | — | 25.88 | 25.88 | 0.00% | market | 73.68% | -4.62% | 0.37% | -4.99% |
| NDSN | 2006-12-19 | 2006-12-20 | 2007-01-23 | — | 24.00 | 24.00 | 0.00% | market | 22.22% | 7.19% | 0.37% | 6.83% |
| HEI | 2006-12-20 | 2006-12-21 | 2007-01-24 | — | 8.30 | 8.30 | 0.00% | market | 16.67% | -6.85% | 1.18% | -8.03% |
| AAL | 2007-01-17 | 2007-01-18 | 2007-02-15 | — | 58.65 | 58.65 | 0.00% | market | 153.85% | -2.23% | 1.84% | -4.07% |
| FITB | 2007-01-18 | 2007-01-19 | 2007-02-16 | — | 40.00 | 40.00 | 0.00% | market | 71.43% | 2.35% | 2.24% | 0.11% |
| AOS | 2007-01-22 | 2007-01-23 | 2007-02-21 | — | 6.38 | 6.38 | 0.00% | market | 25.00% | 4.76% | 2.61% | 2.14% |
| J | 2007-01-22 | 2007-01-23 | 2007-02-21 | — | 34.57 | 34.57 | 0.00% | market | 15.91% | 12.57% | 2.61% | 9.96% |
| ALB | 2007-01-23 | 2007-01-24 | 2007-02-22 | — | 37.15 | 37.15 | 0.00% | market | 25.53% | 14.57% | 2.03% | 12.54% |
| BIDU | 2007-02-14 | 2007-02-15 | 2007-03-16 | — | 10.29 | 10.29 | 0.00% | market | 41.16% | -7.01% | -4.90% | -2.11% |
| ABG | 2007-02-15 | 2007-02-16 | 2007-03-19 | — | 25.92 | 25.92 | 0.00% | market | 10.53% | 9.04% | -3.60% | 12.65% |
| BMRN | 2007-02-20 | 2007-02-21 | 2007-03-21 | — | 17.82 | 17.82 | 0.00% | market | 15.38% | -1.45% | -1.59% | 0.15% |
| BYD | 2007-02-20 | 2007-02-21 | 2007-03-21 | — | 49.06 | 49.06 | 0.00% | market | 15.38% | -0.77% | -1.59% | 0.82% |
| EME | 2007-02-21 | 2007-02-22 | 2007-03-22 | — | 31.25 | 31.25 | 0.00% | market | 11.11% | -2.76% | -1.97% | -0.79% |
| BHC | 2007-03-15 | 2007-03-16 | 2007-04-16 | — | 21.04 | 21.04 | 0.00% | market | 20.78% | 15.68% | 5.30% | 10.37% |
| USPH | 2007-03-16 | 2007-03-19 | 2007-04-17 | — | 14.02 | 14.02 | 0.00% | market | 20.00% | 10.46% | 5.62% | 4.83% |
| ICFI | 2007-03-20 | 2007-03-21 | 2007-04-19 | — | 19.75 | 19.75 | 0.00% | market | 116.67% | 7.80% | 4.34% | 3.45% |
| MS | 2007-03-21 | 2007-03-22 | 2007-04-20 | — | 68.70 | 68.70 | 0.00% | market | 15.43% | 2.48% | 3.58% | -1.11% |
| CAG | 2007-03-22 | 2007-03-23 | 2007-04-23 | — | 19.18 | 19.18 | 0.00% | market | 11.43% | 1.05% | 3.34% | -2.29% |
| SMTC | 2007-04-13 | 2007-04-16 | 2007-05-14 | — | 13.71 | 13.71 | 0.00% | market | 18.18% | 12.66% | 3.22% | 9.44% |
| ELS | 2007-04-16 | 2007-04-17 | 2007-05-15 | — | 13.95 | 13.95 | 0.00% | market | 112.50% | -4.54% | 2.45% | -6.99% |
| ASML | 2007-04-18 | 2007-04-19 | 2007-05-17 | — | 39.42 | 39.42 | 0.00% | market | 11.78% | -5.58% | 3.24% | -8.82% |
| BAX | 2007-04-19 | 2007-04-20 | 2007-05-18 | — | 31.07 | 31.07 | 0.00% | market | 10.91% | 0.03% | 2.97% | -2.94% |
| CAT | 2007-04-20 | 2007-04-23 | 2007-05-21 | — | 72.20 | 72.20 | 0.00% | market | 12.84% | 3.57% | 2.81% | 0.76% |
| BBAR | 2007-05-11 | 2007-05-14 | 2007-06-12 | — | 10.28 | 10.28 | 0.00% | market | 40.00% | -7.88% | -0.80% | -7.08% |
| ICFI | 2007-05-14 | 2007-05-15 | 2007-06-13 | — | 24.30 | 24.30 | 0.00% | market | 30.43% | -22.65% | 0.79% | -23.44% |
| CIGI | 2007-05-16 | 2007-05-17 | 2007-06-15 | — | 20.16 | 20.16 | 0.00% | market | 63.64% | 9.92% | 1.12% | 8.80% |
| NTES | 2007-05-21 | 2007-05-22 | 2007-06-20 | — | 3.56 | 3.56 | 0.00% | market | 20.00% | -3.19% | -1.02% | -2.17% |
| GME | 2007-05-23 | 2007-05-24 | 2007-06-22 | — | 8.97 | 8.97 | 0.00% | market | 12.03% | 11.61% | -1.30% | 12.90% |
| TTWO | 2007-06-11 | 2007-06-12 | 2007-07-11 | — | 20.00 | 20.00 | 0.00% | market | 29.31% | -1.80% | 0.88% | -2.68% |
| CASY | 2007-06-13 | 2007-06-14 | 2007-07-13 | — | 27.92 | 27.92 | 0.00% | market | 15.38% | -1.93% | 1.83% | -3.76% |
| LZB | 2007-06-19 | 2007-06-20 | 2007-07-19 | — | 12.30 | 12.30 | 0.00% | market | 42.86% | -8.72% | 0.97% | -9.69% |
| TDS | 2007-06-19 | 2007-06-20 | 2007-07-19 | — | 58.13 | 58.13 | 0.00% | market | 486.21% | 15.85% | 0.97% | 14.88% |
| SJM | 2007-06-21 | 2007-06-22 | 2007-07-23 | — | 61.09 | 61.09 | 0.00% | market | 19.05% | -4.23% | 1.62% | -5.84% |
| ET | 2007-07-10 | 2007-07-11 | 2007-08-08 | — | 10.63 | 10.63 | 0.00% | market | 25.00% | -14.59% | -0.61% | -13.98% |
| FIZZ | 2007-07-12 | 2007-07-13 | 2007-08-10 | — | 6.23 | 6.23 | 0.00% | market | 20.00% | -21.61% | -6.38% | -15.23% |
| AOS | 2007-07-18 | 2007-07-19 | 2007-08-16 | — | 8.17 | 8.17 | 0.00% | market | 16.67% | -7.93% | -8.44% | 0.51% |
| ASML | 2007-07-18 | 2007-07-19 | 2007-08-16 | — | 44.39 | 44.39 | 0.00% | market | 14.36% | -12.42% | -8.44% | -3.98% |
| AUB | 2007-07-20 | 2007-07-23 | 2007-08-20 | — | 20.98 | 20.98 | 0.00% | market | 10.53% | 7.96% | -6.19% | 14.14% |
| AVNT | 2007-08-07 | 2007-08-08 | 2007-09-06 | — | 7.25 | 7.25 | 0.00% | market | 11.11% | 6.80% | -0.19% | 6.99% |
| AES | 2007-08-09 | 2007-08-10 | 2007-09-10 | — | 18.96 | 18.96 | 0.00% | market | 23.81% | -4.79% | 0.97% | -5.76% |
| DE | 2007-08-15 | 2007-08-16 | 2007-09-14 | — | 59.66 | 59.66 | 0.00% | market | 20.20% | 15.49% | 6.52% | 8.97% |
| M | 2007-08-15 | 2007-08-16 | 2007-09-14 | — | 30.89 | 30.89 | 0.00% | market | 11.54% | -2.40% | 6.52% | -8.92% |
| DKS | 2007-08-21 | 2007-08-22 | 2007-09-20 | — | 30.31 | 30.31 | 0.00% | market | 10.53% | 13.49% | 4.29% | 9.20% |
| CASY | 2007-09-05 | 2007-09-06 | 2007-10-04 | — | 29.87 | 29.87 | 0.00% | market | 31.11% | -3.05% | 4.10% | -7.15% |
| LULU | 2007-09-10 | 2007-09-11 | 2007-10-09 | — | 17.25 | 17.25 | 0.00% | market | 112.99% | 32.80% | 7.00% | 25.80% |
| BBY | 2007-09-18 | 2007-09-19 | 2007-10-17 | — | 48.29 | 48.29 | 0.00% | market | 25.00% | 0.69% | 0.55% | 0.14% |
| KR | 2007-09-18 | 2007-09-19 | 2007-10-17 | — | 14.52 | 14.52 | 0.00% | market | 11.76% | -1.89% | 0.55% | -2.44% |
| CAG | 2007-09-20 | 2007-09-21 | 2007-10-19 | — | 20.67 | 20.67 | 0.00% | market | 17.24% | -9.87% | -1.99% | -7.88% |
| TISI | 2007-10-03 | 2007-10-04 | 2007-11-01 | — | 297.00 | 297.00 | 0.00% | market | 35.34% | 2.16% | -2.00% | 4.15% |
| YUM | 2007-10-08 | 2007-10-09 | 2007-11-06 | — | 27.57 | 27.57 | 0.00% | market | 11.11% | 1.28% | -2.27% | 3.55% |
| DAL | 2007-10-16 | 2007-10-17 | 2007-11-14 | — | 20.36 | 20.36 | 0.00% | market | 33.33% | -4.23% | -4.72% | 0.49% |
| DRH | 2007-10-16 | 2007-10-17 | 2007-11-14 | — | 17.90 | 17.90 | 0.00% | market | 41.67% | -1.78% | -4.72% | 2.94% |
| AMD | 2007-10-18 | 2007-10-19 | 2007-11-16 | — | 14.49 | 14.49 | 0.00% | market | 20.97% | -12.87% | -4.77% | -8.10% |
| AHT | 2007-10-31 | 2007-11-01 | 2007-11-30 | — | 5,652.64 | 5,652.64 | 0.00% | market | 80.00% | -19.39% | -3.02% | -16.37% |
| BBD | 2007-11-05 | 2007-11-06 | 2007-12-05 | — | 6.39 | 6.39 | 0.00% | market | 11.11% | 1.00% | -1.36% | 2.35% |
| ANIP | 2007-11-13 | 2007-11-14 | 2007-12-13 | — | 145.80 | 145.80 | 0.00% | market | 41.46% | -9.98% | -0.11% | -9.87% |
| EIG | 2007-11-13 | 2007-11-14 | 2007-12-13 | — | 19.62 | 19.62 | 0.00% | market | 16.67% | -7.54% | -0.11% | -7.43% |
| CPA | 2007-11-15 | 2007-11-16 | 2007-12-17 | — | 34.25 | 34.25 | 0.00% | market | 21.35% | 10.59% | -0.85% | 11.43% |
| CATO | 2007-11-29 | 2007-11-30 | 2007-12-31 | — | 14.64 | 14.64 | 0.00% | market | 12.50% | 6.87% | -1.90% | 8.77% |
| AVAV | 2007-12-04 | 2007-12-05 | 2008-01-04 | — | 23.75 | 23.75 | 0.00% | market | 14.29% | -2.92% | -4.48% | 1.55% |
| CIEN | 2007-12-13 | 2007-12-14 | 2008-01-15 | — | 36.95 | 36.95 | 0.00% | market | 14.29% | -26.38% | -6.60% | -19.78% |
| OXM | 2007-12-15 | 2007-12-17 | 2008-01-16 | — | 22.39 | 22.39 | 0.00% | market | 18.75% | -5.19% | -6.57% | 1.38% |
| BBY | 2007-12-18 | 2007-12-19 | 2008-01-18 | — | 51.62 | 51.62 | 0.00% | market | 29.27% | -14.38% | -9.51% | -4.87% |
| UNF | 2008-01-03 | 2008-01-04 | 2008-02-04 | — | 37.92 | 37.92 | 0.00% | market | 11.84% | 5.17% | -3.85% | 9.03% |
| AZZ | 2008-01-04 | 2008-01-07 | 2008-02-05 | — | 16.63 | 16.63 | 0.00% | market | 22.22% | 4.89% | -5.42% | 10.31% |
| ASML | 2008-01-16 | 2008-01-17 | 2008-02-15 | — | 33.97 | 33.97 | 0.00% | market | 42.22% | -5.55% | -1.94% | -3.61% |
| AMD | 2008-01-17 | 2008-01-18 | 2008-02-19 | — | 6.85 | 6.85 | 0.00% | market | 52.78% | -5.21% | 0.58% | -5.79% |
| SLG | 2008-01-21 | 2008-01-22 | 2008-02-20 | — | 84.55 | 84.55 | 0.00% | market | 638.71% | 12.59% | 6.85% | 5.74% |
| DCH | 2008-02-01 | 2008-02-04 | 2008-03-04 | — | 22.93 | 22.93 | 0.00% | market | 40.00% | -5.86% | -4.47% | -1.39% |
| AXS | 2008-02-04 | 2008-02-05 | 2008-03-05 | — | 41.00 | 41.00 | 0.00% | market | 18.83% | -10.95% | -1.55% | -9.40% |
| ATRC | 2008-02-14 | 2008-02-15 | 2008-03-17 | — | 13.63 | 13.63 | 0.00% | market | 45.00% | -19.32% | -4.61% | -14.71% |
| TU | 2008-02-15 | 2008-02-19 | 2008-03-18 | — | 10.06 | 10.06 | 0.00% | market | 47.61% | 4.77% | -2.26% | 7.03% |
| CLMT | 2008-02-19 | 2008-02-20 | 2008-03-19 | — | 37.00 | 37.00 | 0.00% | market | 66.67% | -36.91% | -2.74% | -34.17% |
| ALG | 2008-03-04 | 2008-03-05 | 2008-04-03 | — | 19.50 | 19.50 | 0.00% | market | 37.50% | 7.23% | 2.71% | 4.52% |
| BCRX | 2008-03-04 | 2008-03-05 | 2008-04-03 | — | 3.98 | 3.98 | 0.00% | market | 84.62% | 14.22% | 2.71% | 11.51% |
| STRL | 2008-03-14 | 2008-03-17 | 2008-04-15 | — | 16.78 | 16.78 | 0.00% | market | 21.88% | 14.38% | 5.27% | 9.11% |
| ANIP | 2008-03-17 | 2008-03-18 | 2008-04-16 | — | 75.60 | 75.60 | 0.00% | market | 25.00% | 94.66% | 4.77% | 89.89% |
| GS | 2008-03-18 | 2008-03-19 | 2008-04-17 | — | 177.94 | 177.94 | 0.00% | market | 25.19% | -3.38% | 2.17% | -5.55% |
| UNF | 2008-04-02 | 2008-04-03 | 2008-05-01 | — | 39.37 | 39.37 | 0.00% | market | 61.22% | 25.38% | 3.80% | 21.58% |
| AYI | 2008-04-03 | 2008-04-04 | 2008-05-02 | — | 45.84 | 45.84 | 0.00% | market | 20.59% | 7.27% | 3.20% | 4.07% |
| EXPO | 2008-04-14 | 2008-04-15 | 2008-05-13 | — | 8.52 | 8.52 | 0.00% | market | 25.00% | -7.38% | 5.17% | -12.54% |
| BMI | 2008-04-15 | 2008-04-16 | 2008-05-14 | — | 24.84 | 24.84 | 0.00% | market | 31.25% | 1.39% | 4.63% | -3.24% |
| CCK | 2008-04-16 | 2008-04-17 | 2008-05-15 | — | 27.36 | 27.36 | 0.00% | market | 28.57% | 6.37% | 4.79% | 1.58% |
| AHT | 2008-04-30 | 2008-05-01 | 2008-05-30 | — | 3,577.84 | 3,577.84 | 0.00% | market | 75.00% | 1.05% | 1.42% | -0.37% |
| AIZ | 2008-05-01 | 2008-05-02 | 2008-06-02 | — | 64.78 | 64.78 | 0.00% | market | 19.21% | 5.75% | -2.42% | 8.17% |
| BBAR | 2008-05-12 | 2008-05-13 | 2008-06-11 | — | 5.41 | 5.41 | 0.00% | market | 25.00% | -14.52% | -4.87% | -9.65% |
| EA | 2008-05-13 | 2008-05-14 | 2008-06-12 | — | 54.20 | 54.20 | 0.00% | market | 1160.50% | -15.25% | -4.69% | -10.55% |
| CAE | 2008-05-14 | 2008-05-15 | 2008-06-13 | — | 46.58 | 46.58 | 0.00% | market | 78.99% | -1.19% | -3.47% | 2.27% |
| GCO | 2008-05-29 | 2008-05-30 | 2008-06-27 | — | 28.66 | 28.66 | 0.00% | market | 88.89% | 5.83% | -9.21% | 15.04% |
| GHM | 2008-05-30 | 2008-06-02 | 2008-06-30 | — | 34.22 | 34.22 | 0.00% | market | 40.00% | 8.20% | -8.47% | 16.68% |
| CASY | 2008-06-11 | 2008-06-12 | 2008-07-11 | — | 22.49 | 22.49 | 0.00% | market | 12.00% | -0.50% | -7.99% | 7.49% |
| ENS | 2008-06-11 | 2008-06-12 | 2008-07-11 | — | 32.25 | 32.25 | 0.00% | market | 10.53% | -0.35% | -7.99% | 7.65% |
| LZB | 2008-06-16 | 2008-06-17 | 2008-07-16 | — | 6.31 | 6.31 | 0.00% | market | 11.11% | 8.62% | -9.56% | 18.18% |
| CAG | 2008-06-26 | 2008-06-27 | 2008-07-28 | — | 16.24 | 16.24 | 0.00% | market | 29.41% | 3.23% | -3.62% | 6.84% |
| AZZ | 2008-06-27 | 2008-06-30 | 2008-07-29 | — | 19.64 | 19.64 | 0.00% | market | 51.85% | 9.37% | -1.26% | 10.63% |
| BANF | 2008-07-15 | 2008-07-16 | 2008-08-13 | — | 21.07 | 21.07 | 0.00% | market | 18.42% | 13.95% | 5.86% | 8.09% |
| CSGP | 2008-07-15 | 2008-07-16 | 2008-08-13 | — | 4.80 | 4.80 | 0.00% | market | 15.07% | 12.61% | 5.86% | 6.75% |
| INTC | 2008-07-15 | 2008-07-16 | 2008-08-13 | — | 21.03 | 21.03 | 0.00% | market | 12.00% | 14.59% | 5.86% | 8.73% |
| HUBB | 2008-07-25 | 2008-07-28 | 2008-08-25 | — | 40.68 | 40.68 | 0.00% | market | 11.22% | 5.28% | 1.20% | 4.08% |
| AMGN | 2008-07-28 | 2008-07-29 | 2008-08-26 | — | 63.09 | 63.09 | 0.00% | market | 11.76% | 1.23% | 2.75% | -1.52% |
| TRI | 2008-08-12 | 2008-08-13 | 2008-09-11 | — | 39.85 | 39.85 | 0.00% | market | 22.50% | -4.47% | -2.55% | -1.92% |
| UBS | 2008-08-12 | 2008-08-13 | 2008-09-11 | — | 19.70 | 19.70 | 0.00% | market | 85.32% | 4.62% | -2.55% | 7.17% |
| CORT | 2008-08-13 | 2008-08-14 | 2008-09-12 | — | 2.00 | 2.00 | 0.00% | market | 10.00% | -10.10% | -1.37% | -8.73% |
| DBI | 2008-08-28 | 2008-08-29 | 2008-09-29 | — | 7.30 | 7.30 | 0.00% | market | 160.00% | -6.95% | -14.14% | 7.20% |
| GCO | 2008-08-28 | 2008-08-29 | 2008-09-29 | — | 35.37 | 35.37 | 0.00% | market | 334.47% | -5.78% | -14.14% | 8.36% |
| LULU | 2008-09-11 | 2008-09-12 | 2008-10-10 | — | 10.63 | 10.63 | 0.00% | market | 28.57% | -8.10% | -28.80% | 20.70% |
| MS | 2008-09-16 | 2008-09-17 | 2008-10-15 | — | 22.83 | 22.83 | 0.00% | market | 71.43% | -20.69% | -24.76% | 4.07% |
| CAG | 2008-09-18 | 2008-09-19 | 2008-10-17 | — | 15.28 | 15.28 | 0.00% | market | 12.50% | -8.08% | -26.43% | 18.35% |
| AZZ | 2008-09-26 | 2008-09-29 | 2008-10-27 | — | 21.25 | 21.25 | 0.00% | market | 15.00% | -42.74% | -29.54% | -13.20% |
| GPN | 2008-10-02 | 2008-10-03 | 2008-10-31 | — | 23.70 | 23.70 | 0.00% | market | 20.00% | -14.66% | -14.20% | -0.45% |
| HST | 2008-10-10 | 2008-10-13 | 2008-11-10 | — | 9.89 | 9.89 | 0.00% | market | 42.86% | -19.51% | -1.32% | -18.19% |
| GWW | 2008-10-14 | 2008-10-15 | 2008-11-12 | — | 82.01 | 82.01 | 0.00% | market | 16.99% | -20.51% | -11.94% | -8.57% |
| AMD | 2008-10-16 | 2008-10-17 | 2008-11-14 | — | 4.40 | 4.40 | 0.00% | market | 132.50% | -44.87% | -5.84% | -39.04% |
| INGR | 2008-10-24 | 2008-10-27 | 2008-11-24 | — | 22.69 | 22.69 | 0.00% | market | 39.74% | 17.71% | -1.09% | 18.80% |
| AORT | 2008-10-30 | 2008-10-31 | 2008-12-01 | — | 13.10 | 13.10 | 0.00% | market | 33.33% | -40.63% | -13.64% | -26.99% |
| BN | 2008-11-07 | 2008-11-10 | 2008-12-09 | — | 3.92 | 3.92 | 0.00% | market | 50.00% | -23.57% | -6.00% | -17.57% |
| ATO | 2008-11-11 | 2008-11-12 | 2008-12-11 | — | 23.77 | 23.77 | 0.00% | market | 172.85% | -4.98% | -0.33% | -4.65% |
| BTE | 2008-11-13 | 2008-11-14 | 2008-12-15 | — | 15.25 | 15.25 | 0.00% | market | 65.43% | -20.56% | -1.86% | -18.70% |
| ADI | 2008-11-24 | 2008-11-25 | 2008-12-24 | — | 18.35 | 18.35 | 0.00% | market | 13.95% | -0.97% | -0.73% | -0.24% |
| BNS | 2008-12-02 | 2008-12-03 | 2009-01-02 | — | 25.24 | 25.24 | 0.00% | market | 16.22% | 8.02% | 11.46% | -3.44% |
| COO | 2008-12-09 | 2008-12-10 | 2009-01-09 | — | 3.58 | 3.58 | 0.00% | market | 14.04% | 31.74% | -1.36% | 33.11% |
| GEF | 2008-12-10 | 2008-12-11 | 2009-01-12 | — | 30.01 | 30.01 | 0.00% | market | 10.43% | 4.60% | -2.89% | 7.49% |
| BBY | 2008-12-16 | 2008-12-17 | 2009-01-16 | — | 27.40 | 27.40 | 0.00% | market | 45.83% | 6.98% | -6.36% | 13.34% |
| UNF | 2009-01-07 | 2009-01-08 | 2009-02-06 | — | 31.01 | 31.01 | 0.00% | market | 14.12% | -5.45% | -3.53% | -1.93% |
| WDFC | 2009-01-07 | 2009-01-08 | 2009-02-06 | — | 25.70 | 25.70 | 0.00% | market | 12.20% | 5.04% | -3.53% | 8.56% |
| SNX | 2009-01-08 | 2009-01-09 | 2009-02-09 | — | 7.21 | 7.21 | 0.00% | market | 14.29% | 22.51% | -4.45% | 26.96% |
| IIIN | 2009-01-13 | 2009-01-14 | 2009-02-12 | — | 11.42 | 11.42 | 0.00% | market | 69.23% | -32.15% | -2.20% | -29.95% |
| EDU | 2009-01-19 | 2009-01-20 | 2009-02-18 | — | 13.38 | 13.38 | 0.00% | market | 24.15% | -23.27% | -6.17% | -17.10% |
| AMX | 2009-02-05 | 2009-02-06 | 2009-03-09 | — | 14.91 | 14.91 | 0.00% | market | 19.35% | -19.42% | -19.74% | 0.32% |
| AVNT | 2009-02-05 | 2009-02-06 | 2009-03-09 | — | 2.42 | 2.42 | 0.00% | market | 122.22% | -44.73% | -19.74% | -24.99% |
| AIV | 2009-02-06 | 2009-02-09 | 2009-03-10 | — | 0.97 | 0.97 | 0.00% | market | 96.35% | -20.51% | -17.01% | -3.50% |
| CAE | 2009-02-11 | 2009-02-12 | 2009-03-13 | — | 22.35 | 22.35 | 0.00% | market | 43.54% | -24.13% | -7.40% | -16.73% |
| ACGL | 2009-02-17 | 2009-02-18 | 2009-03-18 | — | 7.04 | 7.04 | 0.00% | market | 14.29% | -12.60% | 0.18% | -12.78% |
| HRB | 2009-03-06 | 2009-03-09 | 2009-04-06 | — | 18.49 | 18.49 | 0.00% | market | 100.00% | -6.64% | 23.03% | -29.68% |
| SID | 2009-03-06 | 2009-03-09 | 2009-04-06 | — | 6.28 | 6.28 | 0.00% | market | 25.69% | 32.38% | 23.03% | 9.35% |
| CASY | 2009-03-09 | 2009-03-10 | 2009-04-07 | — | 20.65 | 20.65 | 0.00% | market | 47.37% | 27.99% | 17.47% | 10.52% |
| AWR | 2009-03-12 | 2009-03-13 | 2009-04-13 | — | 16.73 | 16.73 | 0.00% | market | 11.11% | 2.71% | 12.92% | -10.21% |
| DRI | 2009-03-17 | 2009-03-18 | 2009-04-16 | — | 30.01 | 30.01 | 0.00% | market | 17.65% | 14.90% | 11.17% | 3.73% |
| BBBY | 2009-04-07 | 2009-04-08 | 2009-05-07 | — | 9.44 | 9.44 | 0.00% | market | 25.00% | 28.50% | 10.72% | 17.78% |
| PSMT | 2009-04-08 | 2009-04-09 | 2009-05-08 | — | 19.68 | 19.68 | 0.00% | market | 26.47% | -14.12% | 9.81% | -23.94% |
| GS | 2009-04-13 | 2009-04-14 | 2009-05-12 | — | 123.76 | 123.76 | 0.00% | market | 106.71% | 9.31% | 6.99% | 2.33% |
| CSX | 2009-04-14 | 2009-04-15 | 2009-05-13 | — | 3.34 | 3.34 | 0.00% | market | 16.67% | -10.28% | 5.77% | -16.05% |
| AAL | 2009-04-15 | 2009-04-16 | 2009-05-14 | — | 3.85 | 3.85 | 0.00% | market | 22.62% | -18.02% | 4.08% | -22.11% |
| AAON | 2009-05-06 | 2009-05-07 | 2009-06-05 | — | 4.14 | 4.14 | 0.00% | market | 20.00% | 3.28% | 1.66% | 1.63% |
| AER | 2009-05-07 | 2009-05-08 | 2009-06-08 | — | 6.22 | 6.22 | 0.00% | market | 12.90% | 7.78% | 2.31% | 5.46% |
| AWR | 2009-05-11 | 2009-05-12 | 2009-06-10 | — | 17.00 | 17.00 | 0.00% | market | 16.67% | -2.92% | 3.02% | -5.95% |
| BEP | 2009-05-12 | 2009-05-13 | 2009-06-11 | — | 7.17 | 7.17 | 0.00% | market | 16.00% | 6.32% | 5.66% | 0.65% |
| KDP | 2009-05-13 | 2009-05-14 | 2009-06-12 | — | 3.55 | 3.55 | 0.00% | market | 27.59% | -0.10% | 7.17% | -7.27% |
| ABM | 2009-06-04 | 2009-06-05 | 2009-07-06 | — | 18.42 | 18.42 | 0.00% | market | 18.52% | -4.77% | -5.96% | 1.19% |
| MOV | 2009-06-09 | 2009-06-10 | 2009-07-09 | — | 10.37 | 10.37 | 0.00% | market | 22.92% | -9.94% | -7.66% | -2.28% |
| OXM | 2009-06-09 | 2009-06-10 | 2009-07-09 | — | 12.83 | 12.83 | 0.00% | market | 96.00% | -26.76% | -7.66% | -19.10% |
| BF-B | 2009-06-10 | 2009-06-11 | 2009-07-10 | — | 12.49 | 12.49 | 0.00% | market | 15.38% | -10.99% | -7.00% | -3.99% |
| LULU | 2009-06-11 | 2009-06-12 | 2009-07-13 | — | 7.09 | 7.09 | 0.00% | market | 13.92% | -11.25% | -4.56% | -6.70% |
| MSCI | 2009-07-02 | 2009-07-06 | 2009-08-03 | — | 24.57 | 24.57 | 0.00% | market | 16.67% | 15.85% | 12.93% | 2.92% |
| HWM | 2009-07-08 | 2009-07-09 | 2009-08-06 | — | 20.06 | 20.06 | 0.00% | market | 30.97% | 28.32% | 12.73% | 15.59% |
| INFY | 2009-07-10 | 2009-07-13 | 2009-08-10 | — | 4.58 | 4.58 | 0.00% | market | 16.67% | 17.59% | 14.36% | 3.23% |
| CSX | 2009-07-13 | 2009-07-14 | 2009-08-11 | — | 3.78 | 3.78 | 0.00% | market | 14.29% | 29.79% | 10.35% | 19.45% |
| GS | 2009-07-14 | 2009-07-15 | 2009-08-12 | — | 152.01 | 152.01 | 0.00% | market | 39.27% | 7.63% | 9.79% | -2.16% |
| AEP | 2009-07-31 | 2009-08-03 | 2009-08-31 | — | 31.30 | 31.30 | 0.00% | market | 11.48% | 0.32% | 2.61% | -2.30% |
| ALG | 2009-08-05 | 2009-08-06 | 2009-09-03 | — | 14.42 | 14.42 | 0.00% | market | 60.00% | -3.29% | -0.22% | -3.07% |
| AES | 2009-08-07 | 2009-08-10 | 2009-09-08 | — | 13.83 | 13.83 | 0.00% | market | 40.00% | -0.39% | 2.18% | -2.57% |
| BKNG | 2009-08-10 | 2009-08-11 | 2009-09-09 | — | 5.96 | 5.96 | 0.00% | market | 14.12% | 7.45% | 3.17% | 4.28% |
| AMAT | 2009-08-11 | 2009-08-12 | 2009-09-10 | — | 13.42 | 13.42 | 0.00% | market | 62.50% | 1.54% | 5.25% | -3.71% |
| FRO | 2009-08-28 | 2009-08-31 | 2009-09-29 | — | 113.40 | 113.40 | 0.00% | market | 17900.00% | 2.90% | 3.55% | -0.65% |
| BF-B | 2009-09-02 | 2009-09-03 | 2009-10-02 | — | 12.41 | 12.41 | 0.00% | market | 29.41% | 3.45% | 2.08% | 1.36% |
| CASY | 2009-09-08 | 2009-09-09 | 2009-10-07 | — | 30.13 | 30.13 | 0.00% | market | 45.00% | 5.14% | 2.60% | 2.55% |
| KFY | 2009-09-09 | 2009-09-10 | 2009-10-08 | — | 14.33 | 14.33 | 0.00% | market | 16.67% | 0.39% | 2.71% | -2.32% |
| SIG | 2009-09-09 | 2009-09-10 | 2009-10-08 | — | 26.75 | 26.75 | 0.00% | market | 60.00% | 0.87% | 2.71% | -1.84% |
| JBL | 2009-09-29 | 2009-09-30 | 2009-10-28 | — | 13.04 | 13.04 | 0.00% | market | 100.00% | 4.88% | -1.83% | 6.72% |
| STZ | 2009-10-01 | 2009-10-02 | 2009-10-30 | — | 15.82 | 15.82 | 0.00% | market | 31.71% | -0.10% | 1.51% | -1.61% |
| YUM | 2009-10-06 | 2009-10-07 | 2009-11-04 | — | 25.02 | 25.02 | 0.00% | market | 20.69% | -2.98% | -0.33% | -2.65% |
| AYI | 2009-10-07 | 2009-10-08 | 2009-11-05 | — | 36.09 | 36.09 | 0.00% | market | 19.30% | -9.94% | 0.28% | -10.22% |
| COST | 2009-10-07 | 2009-10-08 | 2009-11-05 | — | 59.28 | 59.28 | 0.00% | market | 10.39% | 0.12% | 0.28% | -0.16% |
| AGCO | 2009-10-27 | 2009-10-28 | 2009-11-25 | — | 28.50 | 28.50 | 0.00% | market | 271.43% | 8.04% | 4.93% | 3.11% |
| ADEA | 2009-10-29 | 2009-10-30 | 2009-11-30 | — | 6.32 | 6.32 | 0.00% | market | 14.29% | -1.05% | 3.42% | -4.47% |
| ADM | 2009-11-03 | 2009-11-04 | 2009-12-03 | — | 31.94 | 31.94 | 0.00% | market | 35.09% | -1.98% | 4.62% | -6.59% |
| ADP | 2009-11-04 | 2009-11-05 | 2009-12-04 | — | 36.05 | 36.05 | 0.00% | market | 12.00% | 6.22% | 5.06% | 1.16% |
| AGYS | 2009-11-04 | 2009-11-05 | 2009-12-04 | — | 6.28 | 6.28 | 0.00% | market | 166.67% | 41.14% | 5.06% | 36.08% |
| BMO | 2009-11-24 | 2009-11-25 | 2009-12-24 | — | 51.00 | 51.00 | 0.00% | market | 10.78% | 2.37% | 1.18% | 1.19% |
| THO | 2009-11-30 | 2009-12-01 | 2009-12-30 | — | 28.49 | 28.49 | 0.00% | market | 20.00% | 10.64% | 1.44% | 9.20% |
| CWST | 2009-12-02 | 2009-12-03 | 2010-01-04 | — | 4.10 | 4.10 | 0.00% | market | 50.00% | 6.00% | 1.60% | 4.40% |
| MRVL | 2009-12-03 | 2009-12-04 | 2010-01-05 | — | 17.90 | 17.90 | 0.00% | market | 29.63% | 19.62% | 1.60% | 18.02% |
| NX | 2009-12-03 | 2009-12-04 | 2010-01-05 | — | 16.59 | 16.59 | 0.00% | market | 105.26% | 3.09% | 1.60% | 1.49% |
| SNX | 2010-01-05 | 2010-01-06 | 2010-02-04 | — | 16.04 | 16.04 | 0.00% | market | 11.84% | -19.24% | -6.24% | -13.00% |
| TISI | 2010-01-05 | 2010-01-06 | 2010-02-04 | — | 189.50 | 189.50 | 0.00% | market | 14.09% | -14.30% | -6.24% | -8.06% |
| BBBY | 2010-01-06 | 2010-01-07 | 2010-02-05 | — | 13.23 | 13.23 | 0.00% | market | 34.88% | -13.78% | -6.03% | -7.75% |
| RPM | 2010-01-06 | 2010-01-07 | 2010-02-05 | — | 20.41 | 20.41 | 0.00% | market | 26.47% | -9.36% | -6.03% | -3.33% |
| UNF | 2010-01-06 | 2010-01-07 | 2010-02-05 | — | 52.99 | 52.99 | 0.00% | market | 57.14% | -3.63% | -6.03% | 2.40% |
| AGYS | 2010-02-03 | 2010-02-04 | 2010-03-05 | — | 9.42 | 9.42 | 0.00% | market | 93.94% | 17.52% | 4.84% | 12.69% |
| AMP | 2010-02-03 | 2010-02-04 | 2010-03-05 | — | 39.36 | 39.36 | 0.00% | market | 18.42% | 8.89% | 4.84% | 4.06% |
| ALKS | 2010-02-04 | 2010-02-05 | 2010-03-08 | — | 11.61 | 11.61 | 0.00% | market | 56.25% | 7.14% | 7.24% | -0.10% |
| AVNT | 2010-02-04 | 2010-02-05 | 2010-03-08 | — | 7.37 | 7.37 | 0.00% | market | 75.00% | 16.72% | 7.24% | 9.49% |
| AX | 2010-02-04 | 2010-02-05 | 2010-03-08 | — | 2.84 | 2.84 | 0.00% | market | 36.36% | 20.39% | 7.24% | 13.16% |
| CELH | 2010-03-04 | 2010-03-05 | 2010-04-05 | — | 1.13 | 1.13 | 0.00% | market | 25.00% | 6.09% | 4.75% | 1.34% |
| EBS | 2010-03-04 | 2010-03-05 | 2010-04-05 | — | 15.76 | 15.76 | 0.00% | market | 160.00% | 5.80% | 4.75% | 1.05% |
| ALG | 2010-03-08 | 2010-03-09 | 2010-04-07 | — | 18.18 | 18.18 | 0.00% | market | 16.67% | 12.50% | 3.89% | 8.61% |
| GIC | 2010-03-08 | 2010-03-09 | 2010-04-07 | — | 19.16 | 19.16 | 0.00% | market | 39.39% | 20.20% | 3.89% | 16.31% |
| HLIO | 2010-03-08 | 2010-03-09 | 2010-04-07 | — | 18.29 | 18.29 | 0.00% | market | 27.98% | -1.41% | 3.89% | -5.30% |
| AZZ | 2010-04-01 | 2010-04-05 | 2010-05-03 | — | 19.24 | 19.24 | 0.00% | market | 10.34% | 7.80% | 1.78% | 6.02% |
| KMX | 2010-04-01 | 2010-04-05 | 2010-05-03 | — | 26.25 | 26.25 | 0.00% | market | 32.00% | -6.04% | 1.78% | -7.82% |
| GTN | 2010-04-06 | 2010-04-07 | 2010-05-05 | — | 2.52 | 2.52 | 0.00% | market | 38.10% | 44.34% | -1.67% | 46.01% |
| BBBY | 2010-04-07 | 2010-04-08 | 2010-05-06 | — | 19.40 | 19.40 | 0.00% | market | 17.81% | 18.56% | -4.25% | 22.81% |
| WDFC | 2010-04-07 | 2010-04-08 | 2010-05-06 | — | 35.01 | 35.01 | 0.00% | market | 68.42% | -1.50% | -4.25% | 2.75% |
| AIV | 2010-04-30 | 2010-05-03 | 2010-06-01 | — | 3.01 | 3.01 | 0.00% | market | 177.36% | -9.40% | -9.93% | 0.52% |
| BSAC | 2010-04-30 | 2010-05-03 | 2010-06-01 | — | 25.37 | 25.37 | 0.00% | market | 11.36% | -6.80% | -9.93% | 3.13% |
| AMRX | 2010-05-04 | 2010-05-05 | 2010-06-04 | — | 18.94 | 18.94 | 0.00% | market | 303.92% | 7.45% | -8.36% | 15.81% |
| AHT | 2010-05-05 | 2010-05-06 | 2010-06-04 | — | 4,909.96 | 4,909.96 | 0.00% | market | 110244.83% | -10.78% | -8.12% | -2.66% |
| ALG | 2010-05-05 | 2010-05-06 | 2010-06-04 | — | 22.54 | 22.54 | 0.00% | market | 81.25% | 2.83% | -8.12% | 10.95% |
| HWKN | 2010-06-01 | 2010-06-02 | 2010-06-30 | — | 12.82 | 12.82 | 0.00% | market | 17.39% | -6.18% | -4.50% | -1.69% |
| CPRT | 2010-06-02 | 2010-06-03 | 2010-07-01 | — | 2.36 | 2.36 | 0.00% | market | 16.67% | -6.88% | -7.13% | 0.25% |
| AGYS | 2010-06-03 | 2010-06-04 | 2010-07-02 | — | 7.01 | 7.01 | 0.00% | market | 80.00% | 3.89% | -5.90% | 9.80% |
| ULTA | 2010-06-03 | 2010-06-04 | 2010-07-02 | — | 23.70 | 23.70 | 0.00% | market | 21.05% | -2.72% | -5.90% | 3.19% |
| DG | 2010-06-08 | 2010-06-09 | 2010-07-08 | — | 30.19 | 30.19 | 0.00% | market | 23.53% | -8.58% | -0.07% | -8.51% |
| WOR | 2010-06-29 | 2010-06-30 | 2010-07-29 | — | 8.23 | 8.23 | 0.00% | market | 64.29% | 6.46% | 6.13% | 0.33% |
| LNN | 2010-06-30 | 2010-07-01 | 2010-07-30 | — | 32.64 | 32.64 | 0.00% | market | 19.05% | 6.46% | 6.90% | -0.45% |
| MEI | 2010-07-01 | 2010-07-02 | 2010-08-02 | — | 10.04 | 10.04 | 0.00% | market | 780.00% | 8.27% | 9.36% | -1.09% |
| MSCI | 2010-07-01 | 2010-07-02 | 2010-08-02 | — | 27.55 | 27.55 | 0.00% | market | 12.90% | 20.59% | 9.36% | 11.23% |
| WDFC | 2010-07-07 | 2010-07-08 | 2010-08-05 | — | 34.84 | 34.84 | 0.00% | market | 28.57% | 2.57% | 5.47% | -2.90% |
| ACCO | 2010-07-28 | 2010-07-29 | 2010-08-26 | — | 5.62 | 5.62 | 0.00% | market | 12.50% | 0.79% | -5.64% | 6.43% |
| ADEA | 2010-07-29 | 2010-07-30 | 2010-08-27 | — | 4.62 | 4.62 | 0.00% | market | 20.00% | -10.49% | -2.12% | -8.37% |
| AIV | 2010-07-30 | 2010-08-02 | 2010-08-30 | — | 2.92 | 2.92 | 0.00% | market | 201.96% | -9.00% | -5.96% | -3.04% |
| BELFB | 2010-07-30 | 2010-08-02 | 2010-08-30 | — | 23.80 | 23.80 | 0.00% | market | 125.00% | -23.34% | -5.96% | -17.37% |
| AHT | 2010-08-04 | 2010-08-05 | 2010-09-02 | — | 5,422.76 | 5,422.76 | 0.00% | market | 117848.72% | -4.12% | -2.48% | -1.65% |
| CAL | 2010-08-25 | 2010-08-26 | 2010-09-24 | — | 11.03 | 11.03 | 0.00% | market | 33.33% | 2.80% | 7.87% | -5.07% |
| NX | 2010-08-26 | 2010-08-27 | 2010-09-27 | — | 15.79 | 15.79 | 0.00% | market | 16.00% | 10.92% | 7.91% | 3.01% |
| DG | 2010-08-31 | 2010-09-01 | 2010-09-30 | — | 27.66 | 27.66 | 0.00% | market | 10.53% | 5.65% | 6.93% | -1.29% |
| SQM | 2010-08-31 | 2010-09-01 | 2010-09-30 | — | 43.30 | 43.30 | 0.00% | market | 29.03% | 11.31% | 6.93% | 4.38% |
| CWST | 2010-09-01 | 2010-09-02 | 2010-10-01 | — | 4.64 | 4.64 | 0.00% | market | 117.65% | -5.49% | 5.42% | -10.91% |
| NKE | 2010-09-23 | 2010-09-24 | 2010-10-22 | — | 20.34 | 20.34 | 0.00% | market | 12.00% | 0.59% | 4.04% | -3.46% |
| KBH | 2010-09-24 | 2010-09-27 | 2010-10-25 | — | 11.96 | 11.96 | 0.00% | market | 86.67% | -9.88% | 3.34% | -13.23% |
| SNX | 2010-09-29 | 2010-09-30 | 2010-10-28 | — | 14.14 | 14.14 | 0.00% | market | 16.22% | 3.65% | 2.91% | 0.74% |
| WOR | 2010-09-29 | 2010-09-30 | 2010-10-28 | — | 9.88 | 9.88 | 0.00% | market | 25.00% | -5.57% | 2.91% | -8.48% |
| MKC | 2010-09-30 | 2010-10-01 | 2010-10-29 | — | 21.17 | 21.17 | 0.00% | market | 10.00% | 4.29% | 3.04% | 1.25% |
| ALB | 2010-10-21 | 2010-10-22 | 2010-11-19 | — | 49.63 | 49.63 | 0.00% | market | 20.00% | 7.66% | 1.67% | 5.98% |
| AUB | 2010-10-22 | 2010-10-25 | 2010-11-22 | — | 13.31 | 13.31 | 0.00% | market | 11.54% | -3.03% | 0.88% | -3.91% |
| ACCO | 2010-10-27 | 2010-10-28 | 2010-11-26 | — | 6.36 | 6.36 | 0.00% | market | 13.33% | 12.32% | -0.22% | 12.54% |
| AMP | 2010-10-27 | 2010-10-28 | 2010-11-26 | — | 52.53 | 52.53 | 0.00% | market | 26.85% | -1.47% | -0.22% | -1.25% |
| ADEA | 2010-10-28 | 2010-10-29 | 2010-11-29 | — | 5.25 | 5.25 | 0.00% | market | 11.76% | 3.90% | 0.74% | 3.16% |
| CATO | 2010-11-18 | 2010-11-19 | 2010-12-20 | — | 28.17 | 28.17 | 0.00% | market | 15.00% | -0.88% | 3.92% | -4.80% |
| DY | 2010-11-22 | 2010-11-23 | 2010-12-22 | — | 11.17 | 11.17 | 0.00% | market | 80.00% | 29.62% | 5.90% | 23.72% |
| DE | 2010-11-24 | 2010-11-26 | 2010-12-27 | — | 75.69 | 75.69 | 0.00% | market | 12.63% | 10.31% | 5.45% | 4.86% |
| LPL | 2010-11-24 | 2010-11-26 | 2010-12-27 | — | 17.86 | 17.86 | 0.00% | market | 315.38% | -4.08% | 5.45% | -9.52% |
| CWST | 2010-12-01 | 2010-12-02 | 2010-12-31 | — | 4.47 | 4.47 | 0.00% | market | 50.00% | 58.51% | 3.75% | 54.76% |
| JBL | 2010-12-20 | 2010-12-21 | 2011-01-20 | — | 18.89 | 18.89 | 0.00% | market | 12.96% | 9.22% | 2.47% | 6.74% |
| CMC | 2010-12-21 | 2010-12-22 | 2011-01-21 | — | 17.53 | 17.53 | 0.00% | market | 60.06% | -8.77% | 2.30% | -11.07% |
| MOS | 2011-01-04 | 2011-01-05 | 2011-02-03 | — | 76.93 | 76.93 | 0.00% | market | 12.09% | 7.82% | 3.32% | 4.50% |
| NEOG | 2011-01-04 | 2011-01-05 | 2011-02-03 | — | 9.94 | 9.94 | 0.00% | market | 16.67% | -6.24% | 3.32% | -9.55% |
| TISI | 2011-01-04 | 2011-01-05 | 2011-02-03 | — | 253.50 | 253.50 | 0.00% | market | 13.46% | 2.94% | 3.32% | -0.38% |
| AAL | 2011-01-19 | 2011-01-20 | 2011-02-17 | — | 9.98 | 9.98 | 0.00% | market | 34.38% | -0.70% | 4.92% | -5.62% |
| AMD | 2011-01-20 | 2011-01-21 | 2011-02-18 | — | 8.14 | 8.14 | 0.00% | market | 27.27% | 12.68% | 4.38% | 8.29% |
| AIZ | 2011-02-02 | 2011-02-03 | 2011-03-04 | — | 39.38 | 39.38 | 0.00% | market | 10.20% | -0.84% | 1.70% | -2.53% |
| ARE | 2011-02-02 | 2011-02-03 | 2011-03-04 | — | 76.76 | 76.76 | 0.00% | market | 122.00% | 0.15% | 1.70% | -1.55% |
| AVB | 2011-02-02 | 2011-02-03 | 2011-03-04 | — | 114.82 | 114.82 | 0.00% | market | 260.71% | 0.08% | 1.70% | -1.61% |
| ATRC | 2011-02-16 | 2011-02-17 | 2011-03-18 | — | 11.50 | 11.50 | 0.00% | market | 101.07% | -11.06% | -4.27% | -6.79% |
| ALNY | 2011-02-17 | 2011-02-18 | 2011-03-21 | — | 10.67 | 10.67 | 0.00% | market | 54.29% | -9.75% | -3.45% | -6.31% |
| AQN | 2011-03-03 | 2011-03-04 | 2011-04-01 | — | 5.30 | 5.30 | 0.00% | market | 200.00% | 3.48% | -0.16% | 3.65% |
| CLW | 2011-03-03 | 2011-03-04 | 2011-04-01 | — | 40.65 | 40.65 | 0.00% | market | 48.33% | -1.01% | -0.16% | -0.85% |
| COO | 2011-03-03 | 2011-03-04 | 2011-04-01 | — | 16.95 | 16.95 | 0.00% | market | 26.87% | 2.55% | -0.16% | 2.72% |
| BAK | 2011-03-17 | 2011-03-18 | 2011-04-15 | — | 24.95 | 24.95 | 0.00% | market | 1037.67% | 14.13% | 2.48% | 11.64% |
| CTAS | 2011-03-22 | 2011-03-23 | 2011-04-20 | — | 7.49 | 7.49 | 0.00% | market | 13.89% | 2.70% | 3.23% | -0.53% |
| FC | 2011-03-31 | 2011-04-01 | 2011-05-02 | — | 8.85 | 8.85 | 0.00% | market | 100.00% | 0.69% | 2.11% | -1.42% |
| SA | 2011-03-31 | 2011-04-01 | 2011-05-02 | — | 31.86 | 31.86 | 0.00% | market | 66.67% | 3.98% | 2.11% | 1.87% |
| WOR | 2011-03-31 | 2011-04-01 | 2011-05-02 | — | 12.98 | 12.98 | 0.00% | market | 29.63% | -0.72% | 2.11% | -2.82% |
| MMSI | 2011-04-14 | 2011-04-15 | 2011-05-16 | — | 17.26 | 17.26 | 0.00% | market | 29.41% | 9.43% | 1.05% | 8.38% |
| ALB | 2011-04-19 | 2011-04-20 | 2011-05-19 | — | 62.44 | 62.44 | 0.00% | market | 19.79% | 10.50% | 1.35% | 9.15% |
| AIV | 2011-04-29 | 2011-05-02 | 2011-05-31 | — | 3.67 | 3.67 | 0.00% | market | 225.00% | -3.10% | -1.58% | -1.51% |
| CAT | 2011-04-29 | 2011-05-02 | 2011-05-31 | — | 116.24 | 116.24 | 0.00% | market | 40.46% | -9.08% | -1.58% | -7.50% |
| CGAU | 2011-04-29 | 2011-05-02 | 2011-05-31 | — | 19.76 | 19.76 | 0.00% | market | 81.25% | -3.64% | -1.58% | -2.06% |
| A | 2011-05-13 | 2011-05-16 | 2011-06-14 | — | 37.32 | 37.32 | 0.00% | market | 13.85% | -6.26% | -3.17% | -3.09% |
| ANF | 2011-05-18 | 2011-05-19 | 2011-06-17 | — | 75.41 | 75.41 | 0.00% | market | 125.00% | -13.27% | -5.75% | -7.52% |
| GHM | 2011-05-27 | 2011-05-31 | 2011-06-28 | — | 24.14 | 24.14 | 0.00% | market | 28.57% | -20.56% | -3.83% | -16.74% |
| BNS | 2011-05-31 | 2011-06-01 | 2011-06-29 | — | 61.37 | 61.37 | 0.00% | market | 26.61% | -2.45% | -2.82% | 0.37% |
| REX | 2011-06-01 | 2011-06-02 | 2011-06-30 | — | 2.61 | 2.61 | 0.00% | market | 166.67% | 6.03% | 0.01% | 6.02% |
| CASY | 2011-06-13 | 2011-06-14 | 2011-07-13 | — | 41.62 | 41.62 | 0.00% | market | 20.00% | 9.70% | 2.30% | 7.40% |
| EPAC | 2011-06-16 | 2011-06-17 | 2011-07-18 | — | 24.45 | 24.45 | 0.00% | market | 10.87% | 6.57% | 2.09% | 4.47% |
| FC | 2011-06-29 | 2011-06-30 | 2011-07-29 | — | 9.50 | 9.50 | 0.00% | market | 33.33% | 17.79% | -1.38% | 19.17% |
| LNN | 2011-06-29 | 2011-06-30 | 2011-07-29 | — | 69.24 | 69.24 | 0.00% | market | 23.71% | -8.68% | -1.38% | -7.30% |
| AZZ | 2011-06-30 | 2011-07-01 | 2011-08-01 | — | 25.13 | 25.13 | 0.00% | market | 22.58% | 0.66% | -2.51% | 3.16% |
| COF | 2011-07-13 | 2011-07-14 | 2011-08-11 | — | 50.52 | 50.52 | 0.00% | market | 15.20% | -12.73% | -11.23% | -1.50% |
| C | 2011-07-15 | 2011-07-18 | 2011-08-15 | — | 38.20 | 38.20 | 0.00% | market | 13.54% | -18.24% | -7.98% | -10.26% |
| AGCO | 2011-07-28 | 2011-07-29 | 2011-08-26 | — | 45.44 | 45.44 | 0.00% | market | 17.39% | -14.43% | -8.49% | -5.94% |
| AORT | 2011-07-28 | 2011-07-29 | 2011-08-26 | — | 5.44 | 5.44 | 0.00% | market | 100.00% | -7.27% | -8.49% | 1.22% |
| AIV | 2011-07-29 | 2011-08-01 | 2011-08-29 | — | 3.69 | 3.69 | 0.00% | market | 194.44% | -6.33% | -7.25% | 0.91% |
| ACAD | 2011-08-10 | 2011-08-11 | 2011-09-09 | — | 1.34 | 1.34 | 0.00% | market | 14.29% | -3.83% | 2.35% | -6.18% |
| DQ | 2011-08-15 | 2011-08-16 | 2011-09-14 | — | 6.78 | 6.78 | 0.00% | market | 35.19% | -29.45% | -0.08% | -29.37% |
| SIG | 2011-08-25 | 2011-08-26 | 2011-09-26 | — | 36.07 | 36.07 | 0.00% | market | 28.81% | -4.48% | 0.48% | -4.96% |
| CWST | 2011-08-29 | 2011-08-30 | 2011-09-28 | — | 5.65 | 5.65 | 0.00% | market | 25.00% | -6.12% | -4.71% | -1.41% |
| DBI | 2011-08-30 | 2011-08-31 | 2011-09-29 | — | 23.77 | 23.77 | 0.00% | market | 19.35% | -1.49% | -5.23% | 3.75% |
| ULTA | 2011-09-08 | 2011-09-09 | 2011-10-07 | — | 62.13 | 62.13 | 0.00% | market | 18.75% | 5.45% | -1.67% | 7.13% |
| BBBY | 2011-09-21 | 2011-09-22 | 2011-10-20 | — | 9.13 | 9.13 | 0.00% | market | 10.71% | 11.29% | 7.43% | 3.86% |
| KBH | 2011-09-23 | 2011-09-26 | 2011-10-24 | — | 5.96 | 5.96 | 0.00% | market | 31.58% | 30.44% | 9.49% | 20.94% |
| JBL | 2011-09-27 | 2011-09-28 | 2011-10-26 | — | 18.88 | 18.88 | 0.00% | market | 10.71% | 6.68% | 5.54% | 1.14% |
| TISI | 2011-10-03 | 2011-10-04 | 2011-11-01 | — | 209.40 | 209.40 | 0.00% | market | 30.43% | 15.42% | 12.60% | 2.82% |
| STZ | 2011-10-06 | 2011-10-07 | 2011-11-04 | — | 20.59 | 20.59 | 0.00% | market | 16.67% | -3.26% | 7.09% | -10.35% |
| BANR | 2011-10-19 | 2011-10-20 | 2011-11-17 | — | 15.05 | 15.05 | 0.00% | market | 260.00% | 9.73% | 0.56% | 9.17% |
| HON | 2011-10-21 | 2011-10-24 | 2011-11-21 | — | 48.69 | 48.69 | 0.00% | market | 10.00% | 0.21% | -3.63% | 3.84% |
| ACGL | 2011-10-25 | 2011-10-26 | 2011-11-23 | — | 12.18 | 12.18 | 0.00% | market | 23.81% | -4.70% | -6.26% | 1.57% |
| ALL | 2011-10-31 | 2011-11-01 | 2011-11-30 | — | 26.39 | 26.39 | 0.00% | market | 100.00% | 1.42% | 2.43% | -1.01% |
| ADEA | 2011-11-03 | 2011-11-04 | 2011-12-05 | — | 3.89 | 3.89 | 0.00% | market | 150.00% | 16.61% | 0.79% | 15.82% |
| AMAT | 2011-11-16 | 2011-11-17 | 2011-12-16 | — | 12.03 | 12.03 | 0.00% | market | 10.53% | -14.23% | -1.82% | -12.41% |
| DY | 2011-11-21 | 2011-11-22 | 2011-12-21 | — | 18.69 | 18.69 | 0.00% | market | 10.00% | 7.07% | 3.99% | 3.07% |
| FRO | 2011-11-22 | 2011-11-23 | 2011-12-22 | — | 14.20 | 14.20 | 0.00% | market | 23.59% | 38.98% | 6.10% | 32.89% |
| REX | 2011-11-30 | 2011-12-01 | 2011-12-30 | — | 3.06 | 3.06 | 0.00% | market | 135.22% | 20.16% | 0.52% | 19.64% |
| AVAV | 2011-12-06 | 2011-12-07 | 2012-01-06 | — | 33.00 | 33.00 | 0.00% | market | 50.00% | -9.34% | 1.49% | -10.83% |
| ADBE | 2011-12-15 | 2011-12-16 | 2012-01-18 | — | 27.73 | 27.73 | 0.00% | market | 11.67% | 7.69% | 6.99% | 0.70% |
| CTAS | 2011-12-20 | 2011-12-21 | 2012-01-23 | — | 8.44 | 8.44 | 0.00% | market | 18.75% | 11.04% | 6.20% | 4.84% |
| EPAC | 2011-12-21 | 2011-12-22 | 2012-01-24 | — | 22.56 | 22.56 | 0.00% | market | 16.28% | 7.61% | 5.48% | 2.13% |
| UNF | 2012-01-04 | 2012-01-05 | 2012-02-03 | — | 59.59 | 59.59 | 0.00% | market | 20.37% | 4.75% | 5.93% | -1.18% |
| FC | 2012-01-05 | 2012-01-06 | 2012-02-06 | — | 8.85 | 8.85 | 0.00% | market | 125.00% | 8.83% | 4.88% | 3.95% |
| EDU | 2012-01-17 | 2012-01-18 | 2012-02-15 | — | 22.24 | 22.24 | 0.00% | market | 18.48% | 19.37% | 4.06% | 15.31% |
| DHT | 2012-01-23 | 2012-01-24 | 2012-02-22 | — | 10.92 | 10.92 | 0.00% | market | 35.85% | 28.47% | 4.00% | 24.47% |
| TXN | 2012-01-23 | 2012-01-24 | 2012-02-22 | — | 33.34 | 33.34 | 0.00% | market | 23.08% | -1.24% | 4.00% | -5.24% |
| ACLS | 2012-02-02 | 2012-02-03 | 2012-03-05 | — | 7.56 | 7.56 | 0.00% | market | 75.00% | -17.03% | 2.05% | -19.08% |
| BRO | 2012-02-03 | 2012-02-06 | 2012-03-06 | — | 12.03 | 12.03 | 0.00% | market | 18.18% | -1.76% | 0.57% | -2.34% |
| ABG | 2012-02-14 | 2012-02-15 | 2012-03-15 | — | 26.60 | 26.60 | 0.00% | market | 25.58% | 4.45% | 3.75% | 0.70% |
| CUZ | 2012-02-21 | 2012-02-22 | 2012-03-21 | — | 20.80 | 20.80 | 0.00% | market | 900.00% | 3.31% | 2.90% | 0.41% |
| DORM | 2012-02-21 | 2012-02-22 | 2012-03-21 | — | 22.83 | 22.83 | 0.00% | market | 15.79% | 2.22% | 2.90% | -0.68% |
| GCO | 2012-03-02 | 2012-03-05 | 2012-04-02 | — | 73.68 | 73.68 | 0.00% | market | 17.96% | -0.18% | 3.46% | -3.64% |
| KOF | 2012-03-05 | 2012-03-06 | 2012-04-03 | — | 100.31 | 100.31 | 0.00% | market | 20.59% | 7.29% | 4.37% | 2.92% |
| BAK | 2012-03-14 | 2012-03-15 | 2012-04-13 | — | 17.20 | 17.20 | 0.00% | market | 518.29% | -11.20% | -2.13% | -9.08% |
| CTAS | 2012-03-20 | 2012-03-21 | 2012-04-19 | — | 10.09 | 10.09 | 0.00% | market | 11.54% | -2.88% | -1.99% | -0.88% |
| ORCL | 2012-03-20 | 2012-03-21 | 2012-04-19 | — | 30.87 | 30.87 | 0.00% | market | 10.71% | -6.13% | -1.99% | -4.13% |
| BBBY | 2012-04-04 | 2012-04-05 | 2012-05-04 | — | 5.41 | 5.41 | 0.00% | market | 11.28% | 22.64% | -1.71% | 24.34% |
| RPM | 2012-04-05 | 2012-04-09 | 2012-05-07 | — | 25.81 | 25.81 | 0.00% | market | 400.00% | 2.26% | -0.67% | 2.94% |
| CBSH | 2012-04-12 | 2012-04-13 | 2012-05-11 | — | 20.32 | 20.32 | 0.00% | market | 10.26% | -0.44% | -2.07% | 1.62% |
| BLX | 2012-04-18 | 2012-04-19 | 2012-05-17 | — | 21.69 | 21.69 | 0.00% | market | 56.36% | -11.12% | -5.60% | -5.51% |
| BMI | 2012-04-18 | 2012-04-19 | 2012-05-17 | — | 19.30 | 19.30 | 0.00% | market | 61.54% | -5.18% | -5.60% | 0.43% |
| ACIW | 2012-05-03 | 2012-05-04 | 2012-06-04 | — | 13.40 | 13.40 | 0.00% | market | 80.00% | -7.46% | -7.52% | 0.06% |
| ABR | 2012-05-04 | 2012-05-07 | 2012-06-05 | — | 5.87 | 5.87 | 0.00% | market | 105.41% | -0.44% | -5.45% | 5.01% |
| AGM | 2012-05-10 | 2012-05-11 | 2012-06-11 | — | 24.95 | 24.95 | 0.00% | market | 94.29% | -0.18% | -2.78% | 2.60% |
| ANF | 2012-05-16 | 2012-05-17 | 2012-06-15 | — | 38.87 | 38.87 | 0.00% | market | 32.10% | -18.96% | 0.96% | -19.92% |
| NTES | 2012-05-16 | 2012-05-17 | 2012-06-15 | — | 12.40 | 12.40 | 0.00% | market | 15.00% | -2.92% | 0.96% | -3.89% |
| GHM | 2012-06-01 | 2012-06-04 | 2012-07-02 | — | 17.65 | 17.65 | 0.00% | market | 33.33% | 6.19% | 6.32% | -0.14% |
| NX | 2012-06-04 | 2012-06-05 | 2012-07-03 | — | 15.58 | 15.58 | 0.00% | market | 14.29% | 15.82% | 7.48% | 8.34% |
| CPRI | 2012-06-12 | 2012-06-13 | 2012-07-12 | — | 40.84 | 40.84 | 0.00% | market | 37.50% | -4.48% | 0.74% | -5.22% |
| NGL | 2012-06-16 | 2012-06-18 | 2012-07-17 | — | 22.58 | 22.58 | 0.00% | market | 10.61% | 0.65% | 2.08% | -1.43% |
| CCL | 2012-06-22 | 2012-06-25 | 2012-07-24 | — | 33.37 | 33.37 | 0.00% | market | 150.00% | -4.57% | 1.42% | -5.99% |
| CSR | 2012-06-29 | 2012-07-02 | 2012-07-31 | — | 81.10 | 81.10 | 0.00% | market | 11.11% | 0.52% | 0.90% | -0.38% |
| HWM | 2012-07-09 | 2012-07-10 | 2012-08-07 | — | 18.23 | 18.23 | 0.00% | market | 20.00% | -2.25% | 3.17% | -5.42% |
| CBSH | 2012-07-12 | 2012-07-13 | 2012-08-10 | — | 19.99 | 19.99 | 0.00% | market | 11.90% | -0.80% | 5.21% | -6.01% |
| C | 2012-07-16 | 2012-07-17 | 2012-08-14 | — | 27.13 | 27.13 | 0.00% | market | 12.36% | 5.94% | 3.54% | 2.40% |
| BIDU | 2012-07-23 | 2012-07-24 | 2012-08-21 | — | 113.92 | 113.92 | 0.00% | market | 11.74% | 8.23% | 4.86% | 3.37% |
| AEIS | 2012-07-30 | 2012-07-31 | 2012-08-28 | — | 11.77 | 11.77 | 0.00% | market | 38.46% | 9.76% | 2.10% | 7.65% |
| AWR | 2012-08-06 | 2012-08-07 | 2012-09-05 | — | 20.92 | 20.92 | 0.00% | market | 25.00% | 4.39% | 0.52% | 3.87% |
| ACCO | 2012-08-09 | 2012-08-10 | 2012-09-10 | — | 7.28 | 7.28 | 0.00% | market | 30.00% | -5.32% | 2.48% | -7.80% |
| AMPY | 2012-08-13 | 2012-08-14 | 2012-09-12 | — | 65.45 | 65.45 | 0.00% | market | 233.33% | 7.65% | 2.19% | 5.45% |
| FN | 2012-08-20 | 2012-08-21 | 2012-09-19 | — | 13.72 | 13.72 | 0.00% | market | 19.23% | -9.72% | 2.92% | -12.64% |
| CAL | 2012-08-28 | 2012-08-29 | 2012-09-27 | — | 14.15 | 14.15 | 0.00% | market | 433.33% | 14.67% | 2.20% | 12.47% |
| GWRE | 2012-09-04 | 2012-09-05 | 2012-10-03 | — | 32.94 | 32.94 | 0.00% | market | 163.16% | -6.08% | 2.84% | -8.92% |
| FIVE | 2012-09-10 | 2012-09-11 | 2012-10-09 | — | 33.00 | 33.00 | 0.00% | market | 424.93% | 5.75% | 0.42% | 5.33% |
| LRN | 2012-09-12 | 2012-09-13 | 2012-10-11 | — | 23.10 | 23.10 | 0.00% | market | 266.57% | -5.77% | -0.70% | -5.07% |
| AIR | 2012-09-19 | 2012-09-20 | 2012-10-18 | — | 17.72 | 17.72 | 0.00% | market | 15.38% | -6.70% | -0.14% | -6.56% |
| PRGS | 2012-09-26 | 2012-09-27 | 2012-10-25 | — | 20.08 | 20.08 | 0.00% | market | 29.17% | -2.99% | -1.71% | -1.28% |
| STZ | 2012-10-05 | 2012-10-08 | 2012-11-07 | — | 36.36 | 36.36 | 0.00% | market | 31.48% | -1.72% | -4.04% | 2.32% |
| JPM | 2012-10-12 | 2012-10-15 | 2012-11-14 | — | 41.91 | 41.91 | 0.00% | market | 15.70% | -6.35% | -5.10% | -1.25% |
| C | 2012-10-15 | 2012-10-16 | 2012-11-15 | — | 36.41 | 36.41 | 0.00% | market | 10.42% | -3.40% | -6.26% | 2.86% |
| AAL | 2012-10-17 | 2012-10-18 | 2012-11-19 | — | 11.63 | 11.63 | 0.00% | market | 17.86% | 3.68% | -4.59% | 8.27% |
| ADM | 2012-10-24 | 2012-10-25 | 2012-11-27 | — | 27.12 | 27.12 | 0.00% | market | 11.11% | -2.64% | -1.19% | -1.45% |
| AAT | 2012-11-06 | 2012-11-07 | 2012-12-06 | — | 27.87 | 27.87 | 0.00% | market | 12.50% | -2.97% | 0.23% | -3.20% |
| CPRI | 2012-11-13 | 2012-11-14 | 2012-12-13 | — | 51.42 | 51.42 | 0.00% | market | 22.50% | -4.20% | 3.20% | -7.40% |
| ANF | 2012-11-14 | 2012-11-15 | 2012-12-14 | — | 41.80 | 41.80 | 0.00% | market | 47.46% | 11.81% | 4.50% | 7.31% |
| LOW | 2012-11-19 | 2012-11-20 | 2012-12-19 | — | 33.96 | 33.96 | 0.00% | market | 14.29% | 3.29% | 3.87% | -0.59% |
| GWRE | 2012-11-27 | 2012-11-28 | 2012-12-27 | — | 25.48 | 25.48 | 0.00% | market | 842.59% | 13.83% | 1.29% | 12.54% |
| AMBA | 2012-12-05 | 2012-12-06 | 2013-01-07 | — | 9.04 | 9.04 | 0.00% | market | 19.23% | 31.87% | 3.25% | 28.62% |
| RH | 2012-12-12 | 2012-12-13 | 2013-01-14 | — | 33.50 | 33.50 | 0.00% | market | 75.00% | -2.19% | 2.48% | -4.66% |
| HOV | 2012-12-13 | 2012-12-14 | 2013-01-15 | — | 130.00 | 130.00 | 0.00% | market | 133.33% | 20.86% | 3.34% | 17.52% |
| BB | 2012-12-20 | 2012-12-21 | 2013-01-23 | — | 11.84 | 11.84 | 0.00% | market | 37.14% | 46.44% | 5.06% | 41.37% |
| UNF | 2013-01-03 | 2013-01-04 | 2013-02-04 | — | 82.61 | 82.61 | 0.00% | market | 15.79% | -0.61% | 2.45% | -3.05% |
| MOS | 2013-01-04 | 2013-01-07 | 2013-02-05 | — | 58.24 | 58.24 | 0.00% | market | 12.90% | 4.81% | 3.57% | 1.25% |
| INFY | 2013-01-11 | 2013-01-14 | 2013-02-12 | — | 6.44 | 6.44 | 0.00% | market | 11.11% | -0.10% | 3.49% | -3.59% |
| SAR | 2013-01-14 | 2013-01-15 | 2013-02-13 | — | 15.50 | 15.50 | 0.00% | market | 28.57% | 13.00% | 4.01% | 8.99% |
| ALB | 2013-01-22 | 2013-01-23 | 2013-02-21 | — | 65.73 | 65.73 | 0.00% | market | 18.18% | -2.53% | 0.87% | -3.40% |
| TDW | 2013-02-01 | 2013-02-04 | 2013-03-05 | — | 1,576.77 | 1,576.77 | 0.00% | market | 56.83% | -5.05% | 2.64% | -7.69% |
| AXS | 2013-02-04 | 2013-02-05 | 2013-03-06 | — | 39.01 | 39.01 | 0.00% | market | 80.34% | 4.44% | 2.76% | 1.68% |
| ACGL | 2013-02-11 | 2013-02-12 | 2013-03-13 | — | 16.48 | 16.48 | 0.00% | market | 62.50% | 3.60% | 2.71% | 0.89% |
| BCS | 2013-02-12 | 2013-02-13 | 2013-03-14 | — | 18.79 | 18.79 | 0.00% | market | 40.74% | -5.42% | 2.89% | -8.31% |
| AER | 2013-02-20 | 2013-02-21 | 2013-03-21 | — | 15.56 | 15.56 | 0.00% | market | 32.56% | 1.64% | 2.25% | -0.62% |
| ABM | 2013-03-04 | 2013-03-05 | 2013-04-03 | — | 23.23 | 23.23 | 0.00% | market | 18.18% | -7.16% | 1.02% | -8.18% |
| AMPY | 2013-03-05 | 2013-03-06 | 2013-04-04 | — | 61.47 | 61.47 | 0.00% | market | 1433.33% | -9.97% | 0.66% | -10.63% |
| CSR | 2013-03-12 | 2013-03-13 | 2013-04-11 | — | 97.00 | 97.00 | 0.00% | market | 50.00% | 0.62% | 2.20% | -1.58% |
| ADUS | 2013-03-13 | 2013-03-14 | 2013-04-12 | — | 9.75 | 9.75 | 0.00% | market | 66.67% | 30.67% | 1.59% | 29.08% |
| FSM | 2013-03-20 | 2013-03-21 | 2013-04-19 | — | 4.38 | 4.38 | 0.00% | market | 40.00% | -32.52% | 0.47% | -32.99% |
| GBX | 2013-04-04 | 2013-04-05 | 2013-05-03 | — | 20.50 | 20.50 | 0.00% | market | 21.62% | 8.53% | 4.82% | 3.71% |
| RPM | 2013-04-04 | 2013-04-05 | 2013-05-03 | — | 29.98 | 29.98 | 0.00% | market | 16.67% | 9.51% | 4.82% | 4.69% |
| AGX | 2013-04-10 | 2013-04-11 | 2013-05-09 | — | 15.29 | 15.29 | 0.00% | market | 15.00% | 13.77% | 2.63% | 11.13% |
| INFY | 2013-04-12 | 2013-04-15 | 2013-05-13 | — | 5.33 | 5.33 | 0.00% | market | 11.11% | 0.28% | 3.51% | -3.23% |
| AAL | 2013-04-18 | 2013-04-19 | 2013-05-17 | — | 16.10 | 16.10 | 0.00% | market | 122.22% | 17.97% | 8.05% | 9.92% |
| ADUS | 2013-05-02 | 2013-05-03 | 2013-06-03 | — | 12.71 | 12.71 | 0.00% | market | 42.86% | 40.81% | 1.99% | 38.82% |
| AIG | 2013-05-02 | 2013-05-03 | 2013-06-03 | — | 43.63 | 43.63 | 0.00% | market | 54.02% | 2.47% | 1.99% | 0.47% |
| AFG | 2013-05-08 | 2013-05-09 | 2013-06-07 | — | 48.97 | 48.97 | 0.00% | market | 10.84% | -0.04% | 0.94% | -0.98% |
| AWR | 2013-05-10 | 2013-05-13 | 2013-06-11 | — | 26.97 | 26.97 | 0.00% | market | 34.62% | -1.81% | -0.06% | -1.74% |
| AMAT | 2013-05-16 | 2013-05-17 | 2013-06-17 | — | 14.56 | 14.56 | 0.00% | market | 23.08% | 8.28% | -0.91% | 9.19% |
| GCO | 2013-05-31 | 2013-06-03 | 2013-07-01 | — | 67.51 | 67.51 | 0.00% | market | 10.59% | 0.03% | -1.51% | 1.54% |
| GHM | 2013-05-31 | 2013-06-03 | 2013-07-01 | — | 27.73 | 27.73 | 0.00% | market | 32.26% | 14.51% | -1.51% | 16.01% |
| CIEN | 2013-06-06 | 2013-06-07 | 2013-07-08 | — | 19.12 | 19.12 | 0.00% | market | 309.00% | 4.92% | 0.06% | 4.86% |
| AGYS | 2013-06-12 | 2013-06-13 | 2013-07-12 | — | 13.91 | 13.91 | 0.00% | market | 150.00% | -16.78% | 3.62% | -20.40% |
| MU | 2013-06-19 | 2013-06-20 | 2013-07-19 | — | 13.48 | 13.48 | 0.00% | market | 72.34% | 1.75% | 4.52% | -2.76% |
| CSR | 2013-07-01 | 2013-07-02 | 2013-07-31 | — | 85.00 | 85.00 | 0.00% | market | 700.00% | 1.55% | 4.71% | -3.16% |
| HWM | 2013-07-08 | 2013-07-09 | 2013-08-06 | — | 16.74 | 16.74 | 0.00% | market | 10.53% | -1.10% | 2.88% | -3.98% |
| WDFC | 2013-07-08 | 2013-07-09 | 2013-08-06 | — | 62.66 | 62.66 | 0.00% | market | 17.86% | -6.72% | 2.88% | -9.60% |
| JPM | 2013-07-12 | 2013-07-15 | 2013-08-12 | — | 55.49 | 55.49 | 0.00% | market | 10.34% | -2.62% | 0.68% | -3.30% |
| AAL | 2013-07-18 | 2013-07-19 | 2013-08-16 | — | 18.26 | 18.26 | 0.00% | market | 15.00% | -12.42% | -1.60% | -10.83% |
| BSBR | 2013-07-30 | 2013-07-31 | 2013-08-28 | — | 5.85 | 5.85 | 0.00% | market | 528.57% | -6.94% | -2.98% | -3.96% |
| DCO | 2013-08-05 | 2013-08-06 | 2013-09-04 | — | 23.08 | 23.08 | 0.00% | market | 27.50% | 16.93% | -2.71% | 19.64% |
| EBS | 2013-08-05 | 2013-08-06 | 2013-09-04 | — | 18.10 | 18.10 | 0.00% | market | 38.10% | 1.83% | -2.71% | 4.55% |
| FSS | 2013-08-09 | 2013-08-12 | 2013-09-10 | — | 10.31 | 10.31 | 0.00% | market | 64.29% | 24.15% | 0.24% | 23.90% |
| EL | 2013-08-15 | 2013-08-16 | 2013-09-16 | — | 67.17 | 67.17 | 0.00% | market | 33.33% | 5.77% | 2.56% | 3.21% |
| AVGO | 2013-08-27 | 2013-08-28 | 2013-09-26 | — | 3.89 | 3.89 | 0.00% | market | 16.67% | 8.64% | 3.94% | 4.70% |
| GWRE | 2013-09-03 | 2013-09-04 | 2013-10-02 | — | 43.85 | 43.85 | 0.00% | market | 78.57% | 9.39% | 2.89% | 6.50% |
| CIEN | 2013-09-04 | 2013-09-05 | 2013-10-03 | — | 23.59 | 23.59 | 0.00% | market | 35.29% | 9.01% | 1.07% | 7.95% |
| CASY | 2013-09-09 | 2013-09-10 | 2013-10-08 | — | 69.97 | 69.97 | 0.00% | market | 13.49% | 2.62% | -1.87% | 4.49% |
| MANU | 2013-09-18 | 2013-09-19 | 2013-10-17 | — | 17.49 | 17.49 | 0.00% | market | 199.30% | -3.87% | -0.17% | -3.70% |
| FUL | 2013-09-25 | 2013-09-26 | 2013-10-24 | — | 41.71 | 41.71 | 0.00% | market | 10.45% | 15.65% | 3.44% | 12.21% |
| HWM | 2013-10-08 | 2013-10-09 | 2013-11-06 | — | 17.18 | 17.18 | 0.00% | market | 106.25% | 18.50% | 6.86% | 11.65% |
| MG | 2013-10-08 | 2013-10-09 | 2013-11-06 | — | 19.36 | 19.36 | 0.00% | market | 25.00% | -7.00% | 6.86% | -13.86% |
| WWW | 2013-10-08 | 2013-10-09 | 2013-11-06 | — | 29.50 | 29.50 | 0.00% | market | 13.73% | 2.48% | 6.86% | -4.38% |
| BAC | 2013-10-16 | 2013-10-17 | 2013-11-14 | — | 14.45 | 14.45 | 0.00% | market | 11.11% | 2.32% | 4.61% | -2.29% |
| AEM | 2013-10-23 | 2013-10-24 | 2013-11-21 | — | 28.39 | 28.39 | 0.00% | market | 337.50% | -6.93% | 2.85% | -9.79% |
| ACR | 2013-11-05 | 2013-11-06 | 2013-12-05 | — | 40.27 | 40.27 | 0.00% | market | 12.50% | -4.20% | 1.08% | -5.28% |
| ARCC | 2013-11-05 | 2013-11-06 | 2013-12-05 | — | 17.64 | 17.64 | 0.00% | market | 20.51% | 3.07% | 1.08% | 2.00% |
| AROC | 2013-11-05 | 2013-11-06 | 2013-12-05 | — | 19.34 | 19.34 | 0.00% | market | 61.90% | 1.86% | 1.08% | 0.79% |
| GFF | 2013-11-13 | 2013-11-14 | 2013-12-13 | — | 12.03 | 12.03 | 0.00% | market | 100.00% | -1.85% | -0.24% | -1.60% |
| BBWI | 2013-11-20 | 2013-11-21 | 2013-12-20 | — | 48.19 | 48.19 | 0.00% | market | 10.71% | -4.10% | 1.45% | -5.55% |
| AVGO | 2013-12-04 | 2013-12-05 | 2014-01-06 | — | 4.55 | 4.55 | 0.00% | market | 12.50% | 15.28% | 1.64% | 13.64% |
| KFY | 2013-12-04 | 2013-12-05 | 2014-01-06 | — | 24.20 | 24.20 | 0.00% | market | 20.59% | 5.40% | 1.64% | 3.75% |
| AGX | 2013-12-05 | 2013-12-06 | 2014-01-07 | — | 22.50 | 22.50 | 0.00% | market | 16.90% | 26.79% | 1.56% | 25.23% |
| HOV | 2013-12-12 | 2013-12-13 | 2014-01-14 | — | 133.13 | 133.13 | 0.00% | market | 28.99% | 15.77% | 2.90% | 12.87% |
| CAG | 2013-12-19 | 2013-12-20 | 2014-01-22 | — | 25.89 | 25.89 | 0.00% | market | 12.73% | 0.48% | 2.00% | -1.52% |
| CMC | 2014-01-07 | 2014-01-08 | 2014-02-06 | — | 20.01 | 20.01 | 0.00% | market | 28.57% | -6.25% | -3.25% | -2.99% |
| MU | 2014-01-07 | 2014-01-08 | 2014-02-06 | — | 24.20 | 24.20 | 0.00% | market | 79.07% | -0.47% | -3.25% | 2.78% |
| AYI | 2014-01-09 | 2014-01-10 | 2014-02-10 | — | 128.22 | 128.22 | 0.00% | market | 14.29% | -0.12% | -2.14% | 2.02% |
| SAR | 2014-01-14 | 2014-01-15 | 2014-02-13 | — | 15.94 | 15.94 | 0.00% | market | 36.36% | -1.17% | -0.59% | -0.57% |
| EDU | 2014-01-21 | 2014-01-22 | 2014-02-20 | — | 33.65 | 33.65 | 0.00% | market | 236.32% | -5.00% | -0.21% | -4.79% |
| ALL | 2014-02-05 | 2014-02-06 | 2014-03-07 | — | 50.87 | 50.87 | 0.00% | market | 23.19% | 9.41% | 7.22% | 2.19% |
| BKD | 2014-02-05 | 2014-02-06 | 2014-03-07 | — | 28.25 | 28.25 | 0.00% | market | 146.66% | 18.24% | 7.22% | 11.01% |
| APO | 2014-02-07 | 2014-02-10 | 2014-03-11 | — | 32.74 | 32.74 | 0.00% | market | 29.27% | 0.02% | 4.19% | -4.17% |
| AEM | 2014-02-12 | 2014-02-13 | 2014-03-14 | — | 32.18 | 32.18 | 0.00% | market | 19.05% | 7.48% | 2.11% | 5.37% |
| AU | 2014-02-19 | 2014-02-20 | 2014-03-20 | — | 17.00 | 17.00 | 0.00% | market | 22.22% | 6.61% | 2.44% | 4.16% |
| AMBA | 2014-03-06 | 2014-03-07 | 2014-04-04 | — | 33.16 | 33.16 | 0.00% | market | 30.00% | -18.56% | -1.35% | -17.20% |
| CECO | 2014-03-06 | 2014-03-07 | 2014-04-04 | — | 7.20 | 7.20 | 0.00% | market | 30.00% | 0.39% | -1.35% | 1.74% |
| PLOW | 2014-03-10 | 2014-03-11 | 2014-04-08 | — | 17.38 | 17.38 | 0.00% | market | 52.00% | -0.96% | -1.77% | 0.81% |
| AGM | 2014-03-13 | 2014-03-14 | 2014-04-11 | — | 32.03 | 32.03 | 0.00% | market | 17.24% | 9.30% | -1.81% | 11.10% |
| KBH | 2014-03-19 | 2014-03-20 | 2014-04-17 | — | 18.61 | 18.61 | 0.00% | market | 12.50% | -12.14% | 0.08% | -12.21% |
| MU | 2014-04-03 | 2014-04-04 | 2014-05-05 | — | 24.79 | 24.79 | 0.00% | market | 11.84% | 7.77% | -0.65% | 8.42% |
| RPM | 2014-04-03 | 2014-04-04 | 2014-05-05 | — | 44.67 | 44.67 | 0.00% | market | 33.33% | -4.89% | -0.65% | -4.24% |
| TISI | 2014-04-07 | 2014-04-08 | 2014-05-07 | — | 426.00 | 426.00 | 0.00% | market | 200.00% | -1.32% | 1.96% | -3.29% |
| C | 2014-04-14 | 2014-04-15 | 2014-05-14 | — | 47.96 | 47.96 | 0.00% | market | 14.04% | -1.85% | 3.13% | -4.98% |
| ABT | 2014-04-16 | 2014-04-17 | 2014-05-16 | — | 38.26 | 38.26 | 0.00% | market | 17.14% | 1.99% | 1.17% | 0.82% |
| BEP | 2014-05-02 | 2014-05-05 | 2014-06-03 | — | 15.83 | 15.83 | 0.00% | market | 46.15% | -3.64% | 3.02% | -6.66% |
| EL | 2014-05-02 | 2014-05-05 | 2014-06-03 | — | 74.75 | 74.75 | 0.00% | market | 16.36% | 2.50% | 3.02% | -0.53% |
| ACR | 2014-05-06 | 2014-05-07 | 2014-06-05 | — | 38.82 | 38.82 | 0.00% | market | 41.18% | 5.36% | 3.76% | 1.61% |
| HTHT | 2014-05-13 | 2014-05-14 | 2014-06-12 | — | 5.34 | 5.34 | 0.00% | market | 89.18% | 15.44% | 1.98% | 13.47% |
| ADSK | 2014-05-15 | 2014-05-16 | 2014-06-16 | — | 50.45 | 50.45 | 0.00% | market | 52.38% | 8.09% | 3.62% | 4.47% |
| GWRE | 2014-06-02 | 2014-06-03 | 2014-07-01 | — | 36.99 | 36.99 | 0.00% | market | 340.00% | 9.23% | 2.39% | 6.84% |
| AMBA | 2014-06-03 | 2014-06-04 | 2014-07-02 | — | 25.56 | 25.56 | 0.00% | market | 13.64% | 28.89% | 2.47% | 26.42% |
| FIVE | 2014-06-04 | 2014-06-05 | 2014-07-03 | — | 37.60 | 37.60 | 0.00% | market | 16.67% | 3.94% | 2.48% | 1.47% |
| RH | 2014-06-11 | 2014-06-12 | 2014-07-11 | — | 83.70 | 83.70 | 0.00% | market | 80.00% | 1.67% | 0.99% | 0.68% |
| KFY | 2014-06-16 | 2014-06-17 | 2014-07-16 | — | 30.46 | 30.46 | 0.00% | market | 10.26% | -3.55% | 2.03% | -5.58% |
| APPS | 2014-06-30 | 2014-07-01 | 2014-07-30 | — | 3.95 | 3.95 | 0.00% | market | 36.36% | -2.88% | 0.40% | -3.28% |
| PKE | 2014-07-01 | 2014-07-02 | 2014-07-31 | — | 29.21 | 29.21 | 0.00% | market | 20.59% | -3.69% | -2.01% | -1.69% |
| GBX | 2014-07-02 | 2014-07-03 | 2014-08-01 | — | 65.28 | 65.28 | 0.00% | market | 39.19% | -2.28% | -2.67% | 0.40% |
| C | 2014-07-14 | 2014-07-15 | 2014-08-12 | — | 48.82 | 48.82 | 0.00% | market | 17.59% | -0.88% | -2.12% | 1.24% |
| GS | 2014-07-15 | 2014-07-16 | 2014-08-13 | — | 169.20 | 169.20 | 0.00% | market | 34.43% | 1.77% | -1.65% | 3.42% |
| AJG | 2014-07-29 | 2014-07-30 | 2014-08-27 | — | 45.50 | 45.50 | 0.00% | market | 11.11% | 3.48% | 1.32% | 2.17% |
| ACCO | 2014-07-30 | 2014-07-31 | 2014-08-28 | — | 6.51 | 6.51 | 0.00% | market | 18.75% | 18.49% | 2.32% | 16.17% |
| ACGL | 2014-07-31 | 2014-08-01 | 2014-08-29 | — | 18.30 | 18.30 | 0.00% | market | 18.18% | 1.16% | 4.23% | -3.08% |
| ADMA | 2014-08-11 | 2014-08-12 | 2014-09-10 | — | 9.80 | 9.80 | 0.00% | market | 17.31% | 0.41% | 3.34% | -2.93% |
| AAOI | 2014-08-12 | 2014-08-13 | 2014-09-11 | — | 18.49 | 18.49 | 0.00% | market | 66.67% | 2.60% | 3.09% | -0.49% |
| BBY | 2014-08-26 | 2014-08-27 | 2014-09-25 | — | 29.95 | 29.95 | 0.00% | market | 41.94% | 10.95% | -2.04% | 12.99% |
| CAL | 2014-08-27 | 2014-08-28 | 2014-09-26 | — | 29.74 | 29.74 | 0.00% | market | 17.14% | -5.65% | -0.85% | -4.80% |
| ANF | 2014-08-28 | 2014-08-29 | 2014-09-29 | — | 42.04 | 42.04 | 0.00% | market | 72.73% | -12.54% | -1.45% | -11.09% |
| BURL | 2014-09-09 | 2014-09-10 | 2014-10-08 | — | 37.15 | 37.15 | 0.00% | market | 87.50% | 2.91% | -1.40% | 4.31% |
| LULU | 2014-09-11 | 2014-09-12 | 2014-10-10 | — | 43.68 | 43.68 | 0.00% | market | 13.79% | -7.72% | -4.78% | -2.95% |
| NKE | 2014-09-25 | 2014-09-26 | 2014-10-24 | — | 43.99 | 43.99 | 0.00% | market | 25.00% | 3.22% | -0.14% | 3.36% |
| PRGS | 2014-09-25 | 2014-09-26 | 2014-10-24 | — | 24.41 | 24.41 | 0.00% | market | 14.71% | 4.28% | -0.14% | 4.42% |
| BB | 2014-09-26 | 2014-09-29 | 2014-10-27 | — | 10.10 | 10.10 | 0.00% | market | 87.50% | 2.87% | -0.02% | 2.89% |
| HWM | 2014-10-08 | 2014-10-09 | 2014-11-06 | — | 34.73 | 34.73 | 0.00% | market | 36.76% | 0.21% | 3.47% | -3.27% |
| LNN | 2014-10-09 | 2014-10-10 | 2014-11-07 | — | 76.81 | 76.81 | 0.00% | market | 56.14% | 11.86% | 5.53% | 6.34% |
| BBW | 2014-10-23 | 2014-10-24 | 2014-11-21 | — | 15.15 | 15.15 | 0.00% | market | 200.00% | 18.32% | 5.85% | 12.46% |
| BC | 2014-10-23 | 2014-10-24 | 2014-11-21 | — | 45.08 | 45.08 | 0.00% | market | 10.53% | 5.76% | 5.85% | -0.10% |
| F | 2014-10-24 | 2014-10-27 | 2014-11-24 | — | 13.87 | 13.87 | 0.00% | market | 26.32% | 12.88% | 5.89% | 6.99% |
| ACLS | 2014-11-05 | 2014-11-06 | 2014-12-05 | — | 9.12 | 9.12 | 0.00% | market | 25.00% | -0.10% | 2.77% | -2.87% |
| AGO | 2014-11-06 | 2014-11-07 | 2014-12-08 | — | 23.81 | 23.81 | 0.00% | market | 75.00% | 8.26% | 1.69% | 6.56% |