EPS surp.>10 (hold 20d) (lookback 50y) (2)
Run 5f77cef2 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
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
Daily portfolio drawdown
-51.97%
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 50808 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 |
|---|---|---|---|---|
| 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 (page 2: 500 of 1,210)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ADSK | 2014-11-20 | 2014-11-21 | 2014-12-22 | — | 61.00 | 61.00 | 0.00% | market | 13.64% | -1.43% | -0.08% | -1.35% |
| BBY | 2014-11-20 | 2014-11-21 | 2014-12-22 | — | 38.67 | 38.67 | 0.00% | market | 28.00% | 1.35% | -0.08% | 1.43% |
| DY | 2014-11-24 | 2014-11-25 | 2014-12-24 | — | 27.82 | 27.82 | 0.00% | market | 18.00% | 20.96% | 0.11% | 20.85% |
| AMBA | 2014-12-04 | 2014-12-05 | 2015-01-06 | — | 53.79 | 53.79 | 0.00% | market | 25.93% | -1.79% | -3.87% | 2.08% |
| AGX | 2014-12-08 | 2014-12-09 | 2015-01-08 | — | 31.50 | 31.50 | 0.00% | market | 42.37% | 3.87% | 0.75% | 3.12% |
| CCL | 2014-12-19 | 2014-12-22 | 2015-01-22 | — | 44.81 | 44.81 | 0.00% | market | 42.11% | 3.11% | -0.31% | 3.43% |
| KMX | 2014-12-19 | 2014-12-22 | 2015-01-22 | — | 67.32 | 67.32 | 0.00% | market | 11.11% | -4.68% | -0.31% | -4.36% |
| CMC | 2015-01-06 | 2015-01-07 | 2015-02-05 | — | 14.46 | 14.46 | 0.00% | market | 14.29% | 0.94% | 2.33% | -1.40% |
| GBX | 2015-01-07 | 2015-01-08 | 2015-02-06 | — | 53.50 | 53.50 | 0.00% | market | 34.67% | 7.79% | 0.75% | 7.03% |
| MG | 2015-01-07 | 2015-01-08 | 2015-02-06 | — | 20.99 | 20.99 | 0.00% | market | 26.92% | 1.14% | 0.75% | 0.38% |
| ASML | 2015-01-21 | 2015-01-22 | 2015-02-20 | — | 106.76 | 106.76 | 0.00% | market | 52.54% | -1.89% | 3.55% | -5.44% |
| CCI | 2015-01-21 | 2015-01-22 | 2015-02-20 | — | 83.76 | 83.76 | 0.00% | market | 235.48% | 5.81% | 3.55% | 2.26% |
| ARCB | 2015-02-04 | 2015-02-05 | 2015-03-06 | — | 38.99 | 38.99 | 0.00% | market | 20.45% | 2.62% | 1.29% | 1.33% |
| ACLS | 2015-02-05 | 2015-02-06 | 2015-03-09 | — | 10.40 | 10.40 | 0.00% | market | 105.12% | 4.13% | 0.87% | 3.26% |
| AZN | 2015-02-05 | 2015-02-06 | 2015-03-09 | — | 67.80 | 67.80 | 0.00% | market | 58.33% | -3.17% | 0.87% | -4.04% |
| AMN | 2015-02-19 | 2015-02-20 | 2015-03-20 | — | 21.17 | 21.17 | 0.00% | market | 16.67% | 4.53% | 0.44% | 4.09% |
| ANET | 2015-02-19 | 2015-02-20 | 2015-03-20 | — | 4.51 | 4.51 | 0.00% | market | 30.00% | -0.54% | 0.44% | -0.99% |
| ACRE | 2015-03-05 | 2015-03-06 | 2015-04-06 | — | 11.73 | 11.73 | 0.00% | market | 10.71% | -5.56% | -0.76% | -4.80% |
| CASY | 2015-03-09 | 2015-03-10 | 2015-04-08 | — | 86.50 | 86.50 | 0.00% | market | 20.24% | 3.02% | 0.61% | 2.41% |
| LITB | 2015-03-09 | 2015-03-10 | 2015-04-08 | — | 32.82 | 32.82 | 0.00% | market | 14.29% | -6.13% | 0.61% | -6.75% |
| CATO | 2015-03-19 | 2015-03-20 | 2015-04-20 | — | 38.39 | 38.39 | 0.00% | market | 22.22% | 4.69% | 0.07% | 4.63% |
| LEN | 2015-03-19 | 2015-03-20 | 2015-04-20 | — | 50.05 | 50.05 | 0.00% | market | 11.11% | -3.74% | 0.07% | -3.80% |
| KMX | 2015-04-02 | 2015-04-06 | 2015-05-04 | — | 74.16 | 74.16 | 0.00% | market | 11.67% | -3.92% | 2.90% | -6.81% |
| GBX | 2015-04-07 | 2015-04-08 | 2015-05-06 | — | 63.63 | 63.63 | 0.00% | market | 30.83% | -0.78% | 0.24% | -1.01% |
| TISI | 2015-04-07 | 2015-04-08 | 2015-05-06 | — | 394.50 | 394.50 | 0.00% | market | 22.22% | -1.49% | 0.24% | -1.73% |
| FHN | 2015-04-17 | 2015-04-20 | 2015-05-18 | — | 14.63 | 14.63 | 0.00% | market | 28.57% | 0.38% | 1.93% | -1.55% |
| FTNT | 2015-04-20 | 2015-04-21 | 2015-05-19 | — | 7.60 | 7.60 | 0.00% | market | 27.96% | 2.79% | 1.12% | 1.67% |
| ABR | 2015-05-01 | 2015-05-04 | 2015-06-02 | — | 7.17 | 7.17 | 0.00% | market | 127.27% | -1.22% | 0.06% | -1.28% |
| ADEA | 2015-05-05 | 2015-05-06 | 2015-06-04 | — | 10.05 | 10.05 | 0.00% | market | 10.45% | 1.89% | 0.27% | 1.62% |
| AROC | 2015-05-05 | 2015-05-06 | 2015-06-04 | — | 21.12 | 21.12 | 0.00% | market | 22.73% | -5.55% | 0.27% | -5.82% |
| OCUL | 2015-05-15 | 2015-05-18 | 2015-06-16 | — | 26.28 | 26.28 | 0.00% | market | 20.51% | -12.24% | -0.94% | -11.30% |
| ASND | 2015-05-18 | 2015-05-19 | 2015-06-17 | — | 17.66 | 17.66 | 0.00% | market | 117.95% | 0.86% | -1.24% | 2.11% |
| NGL | 2015-06-01 | 2015-06-02 | 2015-06-30 | — | 30.69 | 30.69 | 0.00% | market | 23.94% | -1.27% | -2.45% | 1.18% |
| FIVE | 2015-06-03 | 2015-06-04 | 2015-07-02 | — | 37.78 | 37.78 | 0.00% | market | 14.29% | 4.24% | -1.78% | 6.02% |
| NX | 2015-06-03 | 2015-06-04 | 2015-07-02 | — | 19.15 | 19.15 | 0.00% | market | 2202.63% | 10.40% | -1.78% | 12.18% |
| EPAC | 2015-06-17 | 2015-06-18 | 2015-07-17 | — | 23.05 | 23.05 | 0.00% | market | 21.15% | -0.79% | 0.55% | -1.35% |
| KBH | 2015-06-19 | 2015-06-22 | 2015-07-21 | — | 16.52 | 16.52 | 0.00% | market | 25.00% | -4.16% | -0.08% | -4.08% |
| CSR | 2015-06-29 | 2015-06-30 | 2015-07-29 | — | 70.00 | 70.00 | 0.00% | market | 75.00% | 1.61% | 1.69% | -0.08% |
| AZZ | 2015-07-01 | 2015-07-02 | 2015-07-31 | — | 52.94 | 52.94 | 0.00% | market | 10.00% | -2.35% | 1.17% | -3.52% |
| MKC | 2015-07-01 | 2015-07-02 | 2015-07-31 | — | 39.79 | 39.79 | 0.00% | market | 11.76% | 2.97% | 1.17% | 1.80% |
| BANF | 2015-07-16 | 2015-07-17 | 2015-08-14 | — | 33.10 | 33.10 | 0.00% | market | 22.92% | -3.88% | -1.35% | -2.52% |
| CNI | 2015-07-20 | 2015-07-21 | 2015-08-18 | — | 61.37 | 61.37 | 0.00% | market | 10.71% | -0.82% | -1.15% | 0.34% |
| AGCO | 2015-07-28 | 2015-07-29 | 2015-08-26 | — | 52.32 | 52.32 | 0.00% | market | 25.00% | -10.10% | -7.17% | -2.93% |
| ACIW | 2015-07-30 | 2015-07-31 | 2015-08-28 | — | 24.38 | 24.38 | 0.00% | market | 283.33% | -12.41% | -5.74% | -6.66% |
| ACRE | 2015-07-30 | 2015-07-31 | 2015-08-28 | — | 12.46 | 12.46 | 0.00% | market | 14.81% | 3.59% | -5.74% | 9.33% |
| AGRO | 2015-08-13 | 2015-08-14 | 2015-09-14 | — | 8.20 | 8.20 | 0.00% | market | 150.00% | 3.19% | -5.96% | 9.15% |
| AU | 2015-08-17 | 2015-08-18 | 2015-09-16 | — | 6.62 | 6.62 | 0.00% | market | 100.00% | 19.99% | -4.79% | 24.78% |
| BBY | 2015-08-25 | 2015-08-26 | 2015-09-24 | — | 33.93 | 33.93 | 0.00% | market | 44.12% | 7.80% | 0.43% | 7.37% |
| ADSK | 2015-08-27 | 2015-08-28 | 2015-09-28 | — | 47.76 | 47.76 | 0.00% | market | 11.76% | -3.49% | -5.28% | 1.79% |
| BURL | 2015-08-27 | 2015-08-28 | 2015-09-28 | — | 53.54 | 53.54 | 0.00% | market | 58.33% | -8.60% | -5.28% | -3.31% |
| LITB | 2015-09-16 | 2015-09-17 | 2015-10-15 | — | 17.82 | 17.82 | 0.00% | market | 314.29% | -7.84% | 1.16% | -9.01% |
| MLKN | 2015-09-16 | 2015-09-17 | 2015-10-15 | — | 30.59 | 30.59 | 0.00% | market | 21.74% | -0.23% | 1.16% | -1.40% |
| GOLD | 2015-09-23 | 2015-09-24 | 2015-10-22 | — | 5.76 | 5.76 | 0.00% | market | 80.00% | 19.69% | 6.82% | 12.87% |
| EPAC | 2015-09-30 | 2015-10-01 | 2015-10-29 | — | 18.26 | 18.26 | 0.00% | market | 27.59% | 23.39% | 8.72% | 14.67% |
| MU | 2015-10-01 | 2015-10-02 | 2015-10-30 | — | 15.22 | 15.22 | 0.00% | market | 15.62% | 8.70% | 9.57% | -0.87% |
| BLX | 2015-10-14 | 2015-10-15 | 2015-11-12 | — | 25.93 | 25.93 | 0.00% | market | 22.86% | 5.07% | 2.38% | 2.69% |
| UFPI | 2015-10-14 | 2015-10-15 | 2015-11-12 | — | 21.33 | 21.33 | 0.00% | market | 10.53% | 13.96% | 2.38% | 11.59% |
| BA | 2015-10-21 | 2015-10-22 | 2015-11-19 | — | 142.00 | 142.00 | 0.00% | market | 13.51% | 5.00% | 2.74% | 2.25% |
| AEM | 2015-10-28 | 2015-10-29 | 2015-11-27 | — | 28.48 | 28.48 | 0.00% | market | 777.19% | -8.74% | 0.58% | -9.32% |
| ALKS | 2015-10-29 | 2015-10-30 | 2015-11-30 | — | 70.49 | 70.49 | 0.00% | market | 10.00% | 3.97% | -0.18% | 4.15% |
| NTES | 2015-11-11 | 2015-11-12 | 2015-12-11 | — | 31.60 | 31.60 | 0.00% | market | 36.11% | 9.11% | -2.24% | 11.35% |
| ASND | 2015-11-12 | 2015-11-13 | 2015-12-14 | — | 17.10 | 17.10 | 0.00% | market | 45.00% | 3.41% | -0.71% | 4.12% |
| CRM | 2015-11-18 | 2015-11-19 | 2015-12-18 | — | 81.05 | 81.05 | 0.00% | market | 10.53% | -5.06% | -4.11% | -0.95% |
| DE | 2015-11-25 | 2015-11-27 | 2015-12-28 | — | 80.08 | 80.08 | 0.00% | market | 44.00% | -2.73% | -2.01% | -0.72% |
| GLNG | 2015-11-30 | 2015-12-01 | 2015-12-30 | — | 27.28 | 27.28 | 0.00% | market | 12.12% | -43.87% | -1.68% | -42.19% |
| CIEN | 2015-12-10 | 2015-12-11 | 2016-01-12 | — | 19.93 | 19.93 | 0.00% | market | 10.53% | -6.92% | -4.77% | -2.16% |
| NX | 2015-12-14 | 2015-12-15 | 2016-01-14 | — | 18.24 | 18.24 | 0.00% | market | 28.00% | 1.76% | -6.24% | 8.00% |
| EPAC | 2015-12-17 | 2015-12-18 | 2016-01-20 | — | 22.86 | 22.86 | 0.00% | market | 29.17% | -5.04% | -8.44% | 3.40% |
| MG | 2016-01-06 | 2016-01-07 | 2016-02-05 | — | 20.05 | 20.05 | 0.00% | market | 50.00% | 4.49% | -3.78% | 8.27% |
| FC | 2016-01-07 | 2016-01-08 | 2016-02-08 | — | 16.62 | 16.62 | 0.00% | market | 66.67% | 1.46% | -5.01% | 6.47% |
| HWM | 2016-01-11 | 2016-01-12 | 2016-02-10 | — | 17.22 | 17.22 | 0.00% | market | 140.00% | -5.59% | -4.41% | -1.18% |
| INTC | 2016-01-14 | 2016-01-15 | 2016-02-16 | — | 29.73 | 29.73 | 0.00% | market | 17.46% | -3.30% | 1.61% | -4.91% |
| BAC | 2016-01-19 | 2016-01-20 | 2016-02-18 | — | 13.79 | 13.79 | 0.00% | market | 11.54% | -11.34% | 3.82% | -15.16% |
| AZN | 2016-02-04 | 2016-02-05 | 2016-03-07 | — | 59.00 | 59.00 | 0.00% | market | 113.64% | -2.47% | 5.03% | -7.50% |
| CIGI | 2016-02-05 | 2016-02-08 | 2016-03-08 | — | 32.13 | 32.13 | 0.00% | market | 10.42% | 12.75% | 6.80% | 5.96% |
| ACM | 2016-02-09 | 2016-02-10 | 2016-03-10 | — | 24.26 | 24.26 | 0.00% | market | 11.48% | 20.35% | 7.04% | 13.30% |
| AORT | 2016-02-15 | 2016-02-16 | 2016-03-15 | — | 9.21 | 9.21 | 0.00% | market | 80.00% | 15.32% | 7.10% | 8.22% |
| ALB | 2016-02-17 | 2016-02-18 | 2016-03-17 | — | 51.34 | 51.34 | 0.00% | market | 55.42% | 21.50% | 5.92% | 15.58% |
| EXK | 2016-03-04 | 2016-03-07 | 2016-04-05 | — | 2.26 | 2.26 | 0.00% | market | 60.00% | 10.96% | 2.43% | 8.53% |
| BGSF | 2016-03-07 | 2016-03-08 | 2016-04-06 | — | 13.32 | 13.32 | 0.00% | market | 42.86% | 11.54% | 3.56% | 7.97% |
| BOX | 2016-03-09 | 2016-03-10 | 2016-04-08 | — | 14.16 | 14.16 | 0.00% | market | 10.34% | -15.07% | 2.27% | -17.34% |
| DDD | 2016-03-14 | 2016-03-15 | 2016-04-13 | — | 13.58 | 13.58 | 0.00% | market | 137.50% | 22.14% | 3.30% | 18.84% |
| EPAC | 2016-03-16 | 2016-03-17 | 2016-04-15 | — | 23.27 | 23.27 | 0.00% | market | 16.67% | 8.75% | 2.23% | 6.52% |
| MG | 2016-04-06 | 2016-04-07 | 2016-05-05 | — | 25.90 | 25.90 | 0.00% | market | 400.00% | -9.83% | -0.08% | -9.75% |
| OLLI | 2016-04-06 | 2016-04-07 | 2016-05-05 | — | 24.87 | 24.87 | 0.00% | market | 10.71% | -0.38% | -0.08% | -0.30% |
| CAG | 2016-04-07 | 2016-04-08 | 2016-05-06 | — | 35.89 | 35.89 | 0.00% | market | 17.24% | -3.08% | 0.19% | -3.27% |
| BBD | 2016-04-15 | 2016-04-18 | 2016-05-16 | — | 3.71 | 3.71 | 0.00% | market | 46.57% | 2.33% | -0.48% | 2.81% |
| BBDO | 2016-04-15 | 2016-04-18 | 2016-05-16 | — | 6.88 | 6.88 | 0.00% | market | 1446.15% | -3.30% | -0.48% | -2.82% |
| AGO | 2016-05-04 | 2016-05-05 | 2016-06-03 | — | 25.70 | 25.70 | 0.00% | market | 28.12% | 4.53% | 2.30% | 2.23% |
| ALL | 2016-05-04 | 2016-05-05 | 2016-06-03 | — | 68.09 | 68.09 | 0.00% | market | 12.00% | -1.07% | 2.30% | -3.37% |
| ACIW | 2016-05-05 | 2016-05-06 | 2016-06-06 | — | 19.41 | 19.41 | 0.00% | market | 85.71% | 9.84% | 3.57% | 6.27% |
| MANU | 2016-05-13 | 2016-05-16 | 2016-06-14 | — | 16.14 | 16.14 | 0.00% | market | 42.86% | 3.12% | 1.50% | 1.62% |
| SA | 2016-05-13 | 2016-05-16 | 2016-06-14 | — | 13.88 | 13.88 | 0.00% | market | 20.00% | -4.28% | 1.50% | -5.78% |
| AMBA | 2016-06-02 | 2016-06-03 | 2016-07-01 | — | 46.38 | 46.38 | 0.00% | market | 25.93% | 9.17% | -0.16% | 9.33% |
| CIEN | 2016-06-02 | 2016-06-03 | 2016-07-01 | — | 19.98 | 19.98 | 0.00% | market | 25.93% | -7.66% | -0.16% | -7.50% |
| UNFI | 2016-06-06 | 2016-06-07 | 2016-07-06 | — | 42.00 | 42.00 | 0.00% | market | 16.67% | 12.26% | -0.88% | 13.14% |
| TPB | 2016-06-15 | 2016-06-16 | 2016-07-15 | — | 7.20 | 7.20 | 0.00% | market | 35.00% | 51.98% | 3.89% | 48.09% |
| KBH | 2016-06-21 | 2016-06-22 | 2016-07-21 | — | 14.74 | 14.74 | 0.00% | market | 21.43% | 11.30% | 3.65% | 7.65% |
| MU | 2016-06-30 | 2016-07-01 | 2016-08-01 | — | 12.58 | 12.58 | 0.00% | market | 27.27% | 7.69% | 3.56% | 4.13% |
| HWM | 2016-07-11 | 2016-07-12 | 2016-08-09 | — | 23.16 | 23.16 | 0.00% | market | 60.71% | -3.09% | 1.70% | -4.79% |
| C | 2016-07-15 | 2016-07-18 | 2016-08-15 | — | 44.28 | 44.28 | 0.00% | market | 12.73% | 4.67% | 1.44% | 3.22% |
| BAC | 2016-07-18 | 2016-07-19 | 2016-08-16 | — | 14.06 | 14.06 | 0.00% | market | 12.12% | 7.79% | 0.94% | 6.85% |
| FNF | 2016-07-20 | 2016-07-21 | 2016-08-18 | — | 26.29 | 26.29 | 0.00% | market | 12.12% | 0.70% | 0.88% | -0.18% |
| BCS | 2016-07-29 | 2016-08-01 | 2016-08-29 | — | 8.06 | 8.06 | 0.00% | market | 173.68% | 7.84% | 0.54% | 7.30% |
| APPF | 2016-08-08 | 2016-08-09 | 2016-09-07 | — | 17.00 | 17.00 | 0.00% | market | 66.67% | 11.02% | 0.40% | 10.61% |
| CIG | 2016-08-12 | 2016-08-15 | 2016-09-13 | — | 2.25 | 2.25 | 0.00% | market | 667.26% | -14.77% | -2.59% | -12.18% |
| ALRM | 2016-08-15 | 2016-08-16 | 2016-09-14 | — | 31.35 | 31.35 | 0.00% | market | 36.36% | -18.57% | -2.49% | -16.08% |
| BBWI | 2016-08-17 | 2016-08-18 | 2016-09-16 | — | 62.09 | 62.09 | 0.00% | market | 18.64% | -6.54% | -2.28% | -4.27% |
| DBI | 2016-08-30 | 2016-08-31 | 2016-09-29 | — | 23.25 | 23.25 | 0.00% | market | 16.67% | -12.83% | -1.35% | -11.48% |
| AGX | 2016-09-06 | 2016-09-07 | 2016-10-05 | — | 50.00 | 50.00 | 0.00% | market | 63.29% | 17.42% | -1.47% | 18.89% |
| UNFI | 2016-09-12 | 2016-09-13 | 2016-10-11 | — | 43.30 | 43.30 | 0.00% | market | 11.11% | -4.60% | -0.66% | -3.95% |
| LEN | 2016-09-20 | 2016-09-21 | 2016-10-19 | — | 43.43 | 43.43 | 0.00% | market | 13.48% | -3.46% | 0.02% | -3.48% |
| JBL | 2016-09-21 | 2016-09-22 | 2016-10-20 | — | 22.08 | 22.08 | 0.00% | market | 16.67% | -1.69% | -1.44% | -0.25% |
| IDT | 2016-09-28 | 2016-09-29 | 2016-10-27 | — | 16.50 | 16.50 | 0.00% | market | 72.41% | 12.51% | -1.49% | 14.00% |
| MU | 2016-10-04 | 2016-10-05 | 2016-11-02 | — | 17.55 | 17.55 | 0.00% | market | 58.33% | -5.06% | -2.63% | -2.43% |
| OZK | 2016-10-11 | 2016-10-12 | 2016-11-09 | — | 40.05 | 40.05 | 0.00% | market | 10.00% | -1.30% | 1.31% | -2.60% |
| GS | 2016-10-18 | 2016-10-19 | 2016-11-16 | — | 173.37 | 173.37 | 0.00% | market | 27.75% | 18.87% | 1.80% | 17.07% |
| AXP | 2016-10-19 | 2016-10-20 | 2016-11-17 | — | 65.34 | 65.34 | 0.00% | market | 23.71% | 9.76% | 2.39% | 7.36% |
| ACGL | 2016-10-26 | 2016-10-27 | 2016-11-25 | — | 26.46 | 26.46 | 0.00% | market | 11.76% | 3.38% | 3.23% | 0.14% |
| ADEA | 2016-11-01 | 2016-11-02 | 2016-12-01 | — | 10.05 | 10.05 | 0.00% | market | 11.76% | 2.79% | 4.23% | -1.45% |
| AER | 2016-11-08 | 2016-11-09 | 2016-12-08 | — | 41.52 | 41.52 | 0.00% | market | 18.31% | 7.15% | 6.02% | 1.13% |
| A | 2016-11-15 | 2016-11-16 | 2016-12-15 | — | 46.30 | 46.30 | 0.00% | market | 13.46% | 0.46% | 4.25% | -3.79% |
| JKS | 2016-11-16 | 2016-11-17 | 2016-12-16 | — | 14.54 | 14.54 | 0.00% | market | 27.38% | 8.50% | 3.21% | 5.29% |
| DE | 2016-11-23 | 2016-11-25 | 2016-12-23 | — | 101.68 | 101.68 | 0.00% | market | 125.00% | 1.32% | 2.09% | -0.77% |
| BL | 2016-11-30 | 2016-12-01 | 2016-12-30 | — | 26.06 | 26.06 | 0.00% | market | 66.67% | 5.92% | 1.27% | 4.66% |
| OLLI | 2016-12-07 | 2016-12-08 | 2017-01-09 | — | 31.00 | 31.00 | 0.00% | market | 21.43% | -5.75% | 0.84% | -6.59% |
| NX | 2016-12-15 | 2016-12-16 | 2017-01-18 | — | 20.75 | 20.75 | 0.00% | market | 15.38% | -4.20% | 0.33% | -4.52% |
| SMMT | 2016-12-15 | 2016-12-16 | 2017-01-18 | — | 8.35 | 8.35 | 0.00% | market | 43.75% | 25.05% | 0.33% | 24.72% |
| STZ | 2017-01-05 | 2017-01-06 | 2017-02-06 | — | 146.99 | 146.99 | 0.00% | market | 13.95% | 1.79% | 1.06% | 0.73% |
| LW | 2017-01-10 | 2017-01-11 | 2017-02-09 | — | 36.70 | 36.70 | 0.00% | market | 14.55% | 6.39% | 1.87% | 4.51% |
| SNX | 2017-01-10 | 2017-01-11 | 2017-02-09 | — | 61.76 | 61.76 | 0.00% | market | 22.97% | -3.37% | 1.87% | -5.24% |
| MS | 2017-01-17 | 2017-01-18 | 2017-02-15 | — | 42.29 | 42.29 | 0.00% | market | 24.62% | 9.83% | 3.70% | 6.13% |
| ASML | 2017-01-18 | 2017-01-19 | 2017-02-16 | — | 120.86 | 120.86 | 0.00% | market | 33.33% | 5.20% | 3.47% | 1.73% |
| APO | 2017-02-03 | 2017-02-06 | 2017-03-07 | — | 22.33 | 22.33 | 0.00% | market | 28.95% | 1.78% | 3.55% | -1.77% |
| ALK | 2017-02-08 | 2017-02-09 | 2017-03-10 | — | 97.08 | 97.08 | 0.00% | market | 10.64% | -0.58% | 3.69% | -4.27% |
| ARCB | 2017-02-08 | 2017-02-09 | 2017-03-10 | — | 30.75 | 30.75 | 0.00% | market | 11.54% | -10.99% | 3.69% | -14.68% |
| BYD | 2017-02-14 | 2017-02-15 | 2017-03-16 | — | 21.25 | 21.25 | 0.00% | market | 65.22% | -4.99% | 2.15% | -7.15% |
| ADI | 2017-02-15 | 2017-02-16 | 2017-03-17 | — | 81.00 | 81.00 | 0.00% | market | 28.77% | 2.69% | 0.89% | 1.80% |
| ADUS | 2017-03-06 | 2017-03-07 | 2017-04-04 | — | 34.25 | 34.25 | 0.00% | market | 13.16% | -8.71% | -0.79% | -7.92% |
| BLFS | 2017-03-09 | 2017-03-10 | 2017-04-07 | — | 2.41 | 2.41 | 0.00% | market | 50.00% | -15.37% | -1.16% | -14.21% |
| CECO | 2017-03-09 | 2017-03-10 | 2017-04-07 | — | 8.31 | 8.31 | 0.00% | market | 75.00% | 10.73% | -1.16% | 11.89% |
| ALRM | 2017-03-15 | 2017-03-16 | 2017-04-13 | — | 33.00 | 33.00 | 0.00% | market | 46.15% | -6.04% | -2.76% | -3.28% |
| PTCT | 2017-03-16 | 2017-03-17 | 2017-04-17 | — | 8.91 | 8.91 | 0.00% | market | 21.21% | 19.77% | -1.34% | 21.10% |
| GBX | 2017-04-05 | 2017-04-06 | 2017-05-05 | — | 47.85 | 47.85 | 0.00% | market | 29.76% | -9.92% | 2.03% | -11.95% |
| RPM | 2017-04-06 | 2017-04-07 | 2017-05-08 | — | 51.51 | 51.51 | 0.00% | market | 27.27% | 0.87% | 1.92% | -1.05% |
| AGX | 2017-04-10 | 2017-04-11 | 2017-05-10 | — | 69.05 | 69.05 | 0.00% | market | 59.26% | 2.36% | 2.12% | 0.25% |
| BAC | 2017-04-18 | 2017-04-19 | 2017-05-17 | — | 22.92 | 22.92 | 0.00% | market | 17.14% | -1.63% | 0.55% | -2.18% |
| LECO | 2017-04-18 | 2017-04-19 | 2017-05-17 | — | 87.50 | 87.50 | 0.00% | market | 11.39% | -1.27% | 0.55% | -1.82% |
| AAOI | 2017-05-04 | 2017-05-05 | 2017-06-05 | — | 51.53 | 51.53 | 0.00% | market | 12.24% | 40.48% | 2.01% | 38.47% |
| ABR | 2017-05-05 | 2017-05-08 | 2017-06-06 | — | 8.90 | 8.90 | 0.00% | market | 73.68% | -8.53% | 1.44% | -9.97% |
| ACM | 2017-05-09 | 2017-05-10 | 2017-06-08 | — | 34.20 | 34.20 | 0.00% | market | 61.82% | -5.10% | 1.83% | -6.93% |
| CIG | 2017-05-16 | 2017-05-17 | 2017-06-15 | — | 2.16 | 2.16 | 0.00% | market | 123.10% | -19.08% | 1.54% | -20.62% |
| CIG-C | 2017-05-16 | 2017-05-17 | 2017-06-15 | — | 1.52 | 1.52 | 0.00% | market | 91.23% | -16.55% | 1.54% | -18.08% |
| THO | 2017-06-05 | 2017-06-06 | 2017-07-05 | — | 106.17 | 106.17 | 0.00% | market | 11.64% | -1.32% | -0.23% | -1.08% |
| HQY | 2017-06-06 | 2017-06-07 | 2017-07-06 | — | 48.80 | 48.80 | 0.00% | market | 18.75% | -1.12% | -1.25% | 0.13% |
| ABM | 2017-06-07 | 2017-06-08 | 2017-07-07 | — | 43.88 | 43.88 | 0.00% | market | 13.95% | -6.32% | -0.68% | -5.64% |
| LPG | 2017-06-14 | 2017-06-15 | 2017-07-14 | — | 7.36 | 7.36 | 0.00% | market | 116.67% | 13.22% | 1.19% | 12.03% |
| LEN | 2017-06-20 | 2017-06-21 | 2017-07-20 | — | 53.79 | 53.79 | 0.00% | market | 16.67% | -1.09% | 1.50% | -2.58% |
| MLKN | 2017-07-05 | 2017-07-06 | 2017-08-03 | — | 33.00 | 33.00 | 0.00% | market | 16.36% | 0.51% | 2.10% | -1.59% |
| YUMC | 2017-07-05 | 2017-07-06 | 2017-08-03 | — | 36.44 | 36.44 | 0.00% | market | 12.50% | 0.92% | 2.10% | -1.18% |
| WDFC | 2017-07-10 | 2017-07-11 | 2017-08-08 | — | 111.05 | 111.05 | 0.00% | market | 12.09% | -5.19% | 2.02% | -7.21% |
| JPM | 2017-07-14 | 2017-07-17 | 2017-08-14 | — | 91.82 | 91.82 | 0.00% | market | 15.92% | 0.63% | 0.44% | 0.19% |
| ASML | 2017-07-19 | 2017-07-20 | 2017-08-17 | — | 152.24 | 152.24 | 0.00% | market | 14.17% | -1.14% | -1.69% | 0.55% |
| AGO | 2017-08-02 | 2017-08-03 | 2017-08-31 | — | 45.30 | 45.30 | 0.00% | market | 84.13% | -6.19% | 0.07% | -6.27% |
| AIG | 2017-08-02 | 2017-08-03 | 2017-08-31 | — | 66.08 | 66.08 | 0.00% | market | 27.50% | -8.57% | 0.07% | -8.65% |
| APPF | 2017-08-07 | 2017-08-08 | 2017-09-06 | — | 37.00 | 37.00 | 0.00% | market | 497.83% | 17.60% | -0.25% | 17.85% |
| TEO | 2017-08-11 | 2017-08-14 | 2017-09-12 | — | 28.74 | 28.74 | 0.00% | market | 68.75% | 10.16% | 1.82% | 8.35% |
| NTAP | 2017-08-16 | 2017-08-17 | 2017-09-15 | — | 40.37 | 40.37 | 0.00% | market | 12.73% | 1.53% | 1.20% | 0.34% |
| BF-B | 2017-08-30 | 2017-08-31 | 2017-09-29 | — | 42.70 | 42.70 | 0.00% | market | 19.35% | 1.63% | 1.83% | -0.19% |
| BOX | 2017-08-30 | 2017-08-31 | 2017-09-29 | — | 18.97 | 18.97 | 0.00% | market | 15.38% | 1.75% | 1.83% | -0.08% |
| HPE | 2017-09-05 | 2017-09-06 | 2017-10-04 | — | 14.29 | 14.29 | 0.00% | market | 24.00% | 3.47% | 2.56% | 0.91% |
| CPRT | 2017-09-19 | 2017-09-20 | 2017-10-18 | — | 8.67 | 8.67 | 0.00% | market | 12.50% | 4.97% | 2.26% | 2.72% |
| EBF | 2017-09-25 | 2017-09-26 | 2017-10-24 | — | 19.70 | 19.70 | 0.00% | market | 13.33% | 1.93% | 2.86% | -0.93% |
| AEHR | 2017-09-28 | 2017-09-29 | 2017-10-27 | — | 4.00 | 4.00 | 0.00% | market | 200.30% | -11.60% | 2.94% | -14.54% |
| CAG | 2017-09-28 | 2017-09-29 | 2017-10-27 | — | 34.19 | 34.19 | 0.00% | market | 15.00% | -1.56% | 2.94% | -4.51% |
| LW | 2017-10-04 | 2017-10-05 | 2017-11-02 | — | 48.84 | 48.84 | 0.00% | market | 14.00% | 5.96% | 1.60% | 4.36% |
| GS | 2017-10-17 | 2017-10-18 | 2017-11-15 | — | 236.87 | 236.87 | 0.00% | market | 20.38% | 0.21% | 0.21% | 0.00% |
| FBK | 2017-10-23 | 2017-10-24 | 2017-11-21 | — | 38.90 | 38.90 | 0.00% | market | 27.66% | 2.83% | 1.32% | 1.51% |
| ABEV | 2017-10-26 | 2017-10-27 | 2017-11-27 | — | 6.41 | 6.41 | 0.00% | market | 20.00% | -0.88% | 1.47% | -2.35% |
| ALGN | 2017-10-26 | 2017-10-27 | 2017-11-27 | — | 225.64 | 225.64 | 0.00% | market | 23.17% | 16.20% | 1.47% | 14.73% |
| ACRE | 2017-11-01 | 2017-11-02 | 2017-12-01 | — | 13.15 | 13.15 | 0.00% | market | 39.29% | 1.95% | 2.74% | -0.79% |
| AAP | 2017-11-14 | 2017-11-15 | 2017-12-14 | — | 93.93 | 93.93 | 0.00% | market | 18.18% | 6.58% | 3.52% | 3.05% |
| INTU | 2017-11-20 | 2017-11-21 | 2017-12-20 | — | 152.50 | 152.50 | 0.00% | market | 120.00% | 4.39% | 3.03% | 1.36% |
| THO | 2017-11-27 | 2017-11-28 | 2017-12-27 | — | 152.29 | 152.29 | 0.00% | market | 32.07% | -0.22% | 2.52% | -2.74% |
| NOMD | 2017-11-28 | 2017-11-29 | 2017-12-28 | — | 16.41 | 16.41 | 0.00% | market | 26.32% | 2.40% | 1.84% | 0.55% |
| AMBA | 2017-11-30 | 2017-12-01 | 2018-01-02 | — | 58.90 | 58.90 | 0.00% | market | 13.64% | 5.72% | 1.51% | 4.21% |
| BRT | 2017-12-14 | 2017-12-15 | 2018-01-17 | — | 11.36 | 11.36 | 0.00% | market | 29.41% | 16.98% | 5.33% | 11.64% |
| CCL | 2017-12-19 | 2017-12-20 | 2018-01-22 | — | 68.50 | 68.50 | 0.00% | market | 23.53% | 0.43% | 5.38% | -4.95% |
| CMC | 2018-01-03 | 2018-01-04 | 2018-02-02 | — | 24.36 | 24.36 | 0.00% | market | 82.35% | -3.96% | 1.57% | -5.53% |
| UNF | 2018-01-03 | 2018-01-04 | 2018-02-02 | — | 171.45 | 171.45 | 0.00% | market | 13.48% | -4.94% | 1.57% | -6.51% |
| FC | 2018-01-04 | 2018-01-05 | 2018-02-05 | — | 24.70 | 24.70 | 0.00% | market | 48.48% | 9.01% | -3.15% | 12.16% |
| CSX | 2018-01-16 | 2018-01-17 | 2018-02-14 | — | 19.05 | 19.05 | 0.00% | market | 10.53% | -3.62% | -3.04% | -0.58% |
| SYF | 2018-01-19 | 2018-01-22 | 2018-02-20 | — | 38.18 | 38.18 | 0.00% | market | 11.11% | -4.34% | -3.13% | -1.21% |
| AMZN | 2018-02-01 | 2018-02-02 | 2018-03-05 | — | 73.87 | 73.87 | 0.00% | market | 22.22% | 3.03% | -2.82% | 5.84% |
| AN | 2018-02-01 | 2018-02-02 | 2018-03-05 | — | 57.97 | 57.97 | 0.00% | market | 10.87% | -13.00% | -2.82% | -10.19% |
| AZN | 2018-02-02 | 2018-02-05 | 2018-03-06 | — | 67.80 | 67.80 | 0.00% | market | 44.44% | -0.45% | -0.21% | -0.25% |
| AR | 2018-02-13 | 2018-02-14 | 2018-03-15 | — | 17.10 | 17.10 | 0.00% | market | 21.05% | 18.26% | 4.04% | 14.22% |
| AEE | 2018-02-16 | 2018-02-20 | 2018-03-20 | — | 56.02 | 56.02 | 0.00% | market | 14.71% | -1.69% | -0.40% | -1.29% |
| FLNG | 2018-02-27 | 2018-03-05 | 2018-08-22 | — | 13.40 | 13.40 | 0.00% | market | 100.00% | -1.59% | 6.89% | -8.48% |
| ACMR | 2018-03-05 | 2018-03-06 | 2018-04-04 | — | 2.68 | 2.68 | 0.00% | market | 158.88% | 52.89% | -3.56% | 56.45% |
| ADMA | 2018-03-05 | 2018-03-06 | 2018-04-04 | — | 3.89 | 3.89 | 0.00% | market | 52.94% | 27.66% | -3.56% | 31.23% |
| DDD | 2018-03-14 | 2018-03-15 | 2018-04-13 | — | 13.00 | 13.00 | 0.00% | market | 400.00% | -8.25% | -3.89% | -4.36% |
| ORCL | 2018-03-19 | 2018-03-20 | 2018-04-18 | — | 46.80 | 46.80 | 0.00% | market | 15.28% | 0.50% | -0.20% | 0.70% |
| FC | 2018-04-04 | 2018-04-05 | 2018-05-03 | — | 28.50 | 28.50 | 0.00% | market | 33.33% | -11.15% | -1.10% | -10.05% |
| LEN | 2018-04-04 | 2018-04-05 | 2018-05-03 | — | 63.46 | 63.46 | 0.00% | market | 20.65% | -15.59% | -1.10% | -14.49% |
| CBSH | 2018-04-12 | 2018-04-13 | 2018-05-11 | — | 43.39 | 43.39 | 0.00% | market | 16.13% | 2.02% | 2.03% | -0.01% |
| BFC | 2018-04-17 | 2018-04-18 | 2018-05-16 | — | 51.74 | 51.74 | 0.00% | market | 12.90% | 2.82% | 0.57% | 2.25% |
| AFG | 2018-05-02 | 2018-05-03 | 2018-06-01 | — | 117.37 | 117.37 | 0.00% | market | 24.74% | -6.05% | 4.32% | -10.37% |
| BG | 2018-05-02 | 2018-05-03 | 2018-06-01 | — | 73.00 | 73.00 | 0.00% | market | 62.50% | -4.36% | 4.32% | -8.68% |
| AP | 2018-05-10 | 2018-05-11 | 2018-06-11 | — | 10.00 | 10.00 | 0.00% | market | 33.33% | 2.90% | 2.35% | 0.55% |
| CIG | 2018-05-15 | 2018-05-16 | 2018-06-14 | — | 1.68 | 1.68 | 0.00% | market | 25.00% | -19.74% | 2.80% | -22.54% |
| BURL | 2018-05-31 | 2018-06-01 | 2018-06-29 | — | 147.24 | 147.24 | 0.00% | market | 15.60% | 2.13% | -0.41% | 2.55% |
| CRVL | 2018-05-31 | 2018-06-01 | 2018-06-29 | — | 16.87 | 16.87 | 0.00% | market | 433.33% | 6.60% | -0.41% | 7.01% |
| RH | 2018-06-11 | 2018-06-12 | 2018-07-11 | — | 145.38 | 145.38 | 0.00% | market | 30.39% | -8.77% | -0.78% | -7.99% |
| KFY | 2018-06-13 | 2018-06-14 | 2018-07-13 | — | 63.88 | 63.88 | 0.00% | market | 12.33% | 1.45% | 0.21% | 1.24% |
| KBH | 2018-06-28 | 2018-06-29 | 2018-07-30 | — | 27.42 | 27.42 | 0.00% | market | 18.75% | -14.83% | 2.88% | -17.71% |
| LNN | 2018-06-28 | 2018-06-29 | 2018-07-30 | — | 98.47 | 98.47 | 0.00% | market | 19.42% | -7.82% | 2.88% | -10.70% |
| SAR | 2018-07-10 | 2018-07-11 | 2018-08-08 | — | 24.60 | 24.60 | 0.00% | market | 10.91% | -1.93% | 3.00% | -4.93% |
| CBSH | 2018-07-12 | 2018-07-13 | 2018-08-10 | — | 46.09 | 46.09 | 0.00% | market | 12.86% | 1.85% | 1.43% | 0.42% |
| ALV | 2018-07-27 | 2018-07-30 | 2018-08-27 | — | 102.05 | 102.05 | 0.00% | market | 18.09% | -10.43% | 2.94% | -13.37% |
| BGSF | 2018-07-27 | 2018-07-30 | 2018-08-27 | — | 24.69 | 24.69 | 0.00% | market | 80.00% | 11.85% | 2.94% | 8.91% |
| AAOI | 2018-08-07 | 2018-08-08 | 2018-09-06 | — | 46.00 | 46.00 | 0.00% | market | 45.45% | -30.01% | 0.97% | -30.98% |
| AQN | 2018-08-09 | 2018-08-10 | 2018-09-10 | — | 10.21 | 10.21 | 0.00% | market | 22.22% | 2.05% | 1.64% | 0.41% |
| JKHY | 2018-08-21 | 2018-08-22 | 2018-09-20 | — | 147.81 | 147.81 | 0.00% | market | 15.79% | 8.34% | 2.69% | 5.64% |
| BKE | 2018-08-24 | 2018-08-27 | 2018-09-25 | — | 26.50 | 26.50 | 0.00% | market | 14.29% | -15.01% | 0.65% | -15.66% |
| HTT | 2018-08-24 | 2018-08-27 | 2018-09-25 | — | 6.11 | 6.11 | 0.00% | market | 25.93% | -18.10% | 0.65% | -18.76% |
| AGX | 2018-09-05 | 2018-09-06 | 2018-10-04 | — | 39.75 | 39.75 | 0.00% | market | 170.00% | 5.79% | 0.10% | 5.69% |
| GCO | 2018-09-07 | 2018-09-10 | 2018-10-08 | — | 48.10 | 48.10 | 0.00% | market | 232.23% | -9.14% | -0.32% | -8.83% |
| SMMT | 2018-09-20 | 2018-09-21 | 2018-10-19 | — | 2.38 | 2.38 | 0.00% | market | 383.78% | -21.11% | -5.75% | -15.36% |
| DAC | 2018-09-24 | 2018-09-25 | 2018-10-23 | — | 21.70 | 21.70 | 0.00% | market | 17.39% | -25.26% | -6.15% | -19.11% |
| KBH | 2018-09-25 | 2018-09-26 | 2018-10-24 | — | 26.73 | 26.73 | 0.00% | market | 12.99% | -30.66% | -8.80% | -21.87% |
| STZ | 2018-10-04 | 2018-10-05 | 2018-11-02 | — | 224.17 | 224.17 | 0.00% | market | 11.24% | -10.29% | -6.14% | -4.15% |
| SAR | 2018-10-10 | 2018-10-11 | 2018-11-08 | — | 23.31 | 23.31 | 0.00% | market | 27.78% | -6.62% | 1.23% | -7.86% |
| ERIC | 2018-10-18 | 2018-10-19 | 2018-11-16 | — | 9.45 | 9.45 | 0.00% | market | 176.12% | -9.52% | -1.23% | -8.29% |
| BRO | 2018-10-22 | 2018-10-23 | 2018-11-20 | — | 28.69 | 28.69 | 0.00% | market | 11.76% | -1.01% | -2.52% | 1.51% |
| ABG | 2018-10-23 | 2018-10-24 | 2018-11-21 | — | 66.85 | 66.85 | 0.00% | market | 17.55% | 2.25% | -3.04% | 5.29% |
| ACLS | 2018-11-01 | 2018-11-02 | 2018-12-03 | — | 16.11 | 16.11 | 0.00% | market | 44.44% | 24.61% | 1.66% | 22.95% |
| AAOI | 2018-11-07 | 2018-11-08 | 2018-12-10 | — | 18.00 | 18.00 | 0.00% | market | 840.86% | 9.57% | -5.73% | 15.29% |
| AGRO | 2018-11-15 | 2018-11-16 | 2018-12-18 | — | 7.24 | 7.24 | 0.00% | market | 131.58% | -7.28% | -6.15% | -1.13% |
| A | 2018-11-19 | 2018-11-20 | 2018-12-20 | — | 66.25 | 66.25 | 0.00% | market | 10.96% | -1.70% | -6.85% | 5.15% |
| ADSK | 2018-11-20 | 2018-11-21 | 2018-12-21 | — | 136.00 | 136.00 | 0.00% | market | 11.54% | -11.64% | -9.46% | -2.18% |
| RH | 2018-12-03 | 2018-12-04 | 2019-01-04 | — | 145.45 | 145.45 | 0.00% | market | 36.22% | -19.08% | -9.33% | -9.75% |
| CASY | 2018-12-10 | 2018-12-11 | 2019-01-10 | — | 116.79 | 116.79 | 0.00% | market | 11.80% | 11.47% | -3.28% | 14.75% |
| BB | 2018-12-20 | 2018-12-21 | 2019-01-23 | — | 7.60 | 7.60 | 0.00% | market | 105.90% | 1.48% | 6.76% | -5.28% |
| CAG | 2018-12-20 | 2018-12-21 | 2019-01-23 | — | 24.01 | 24.01 | 0.00% | market | 21.82% | -10.68% | 6.76% | -17.44% |
| EPAC | 2018-12-20 | 2018-12-21 | 2019-01-23 | — | 20.35 | 20.35 | 0.00% | market | 12.50% | 7.52% | 6.76% | 0.76% |
| PKE | 2019-01-03 | 2019-01-04 | 2019-02-04 | — | 20.66 | 20.66 | 0.00% | market | 42.86% | -12.49% | 9.84% | -22.33% |
| FC | 2019-01-09 | 2019-01-10 | 2019-02-08 | — | 24.01 | 24.01 | 0.00% | market | 47.37% | 0.82% | 5.55% | -4.73% |
| GATX | 2019-01-22 | 2019-01-23 | 2019-02-21 | — | 71.34 | 71.34 | 0.00% | market | 15.07% | 7.90% | 5.08% | 2.82% |
| HAL | 2019-01-22 | 2019-01-23 | 2019-02-21 | — | 31.32 | 31.32 | 0.00% | market | 10.81% | 0.09% | 5.08% | -4.99% |
| PLD | 2019-01-22 | 2019-01-23 | 2019-02-21 | — | 64.88 | 64.88 | 0.00% | market | 123.81% | 9.38% | 5.08% | 4.30% |
| BAH | 2019-02-01 | 2019-02-04 | 2019-03-05 | — | 52.00 | 52.00 | 0.00% | market | 22.03% | 2.07% | 3.30% | -1.23% |
| ATEN | 2019-02-07 | 2019-02-08 | 2019-03-11 | — | 7.05 | 7.05 | 0.00% | market | 400.00% | 1.60% | 3.61% | -2.00% |
| BHC | 2019-02-20 | 2019-02-21 | 2019-03-21 | — | 23.90 | 23.90 | 0.00% | market | 19.32% | 6.47% | 2.53% | 3.94% |
| CAR | 2019-02-20 | 2019-02-21 | 2019-03-21 | — | 33.92 | 33.92 | 0.00% | market | 70.97% | 4.47% | 2.53% | 1.94% |
| CDE | 2019-02-20 | 2019-02-21 | 2019-03-21 | — | 5.60 | 5.60 | 0.00% | market | 166.67% | -17.06% | 2.53% | -19.60% |
| CRM | 2019-03-04 | 2019-03-05 | 2019-04-02 | — | 159.92 | 159.92 | 0.00% | market | 25.00% | 0.27% | 2.30% | -2.03% |
| BMA | 2019-03-08 | 2019-03-11 | 2019-04-08 | — | 46.08 | 46.08 | 0.00% | market | 33.33% | 2.92% | 4.92% | -2.00% |
| GIS | 2019-03-20 | 2019-03-21 | 2019-04-18 | — | 48.23 | 48.23 | 0.00% | market | 20.29% | 7.14% | 3.34% | 3.79% |
| WOR | 2019-03-20 | 2019-03-21 | 2019-04-18 | — | 22.68 | 22.68 | 0.00% | market | 10.71% | 9.69% | 3.34% | 6.35% |
| WPM | 2019-03-20 | 2019-03-21 | 2019-04-18 | — | 23.17 | 23.17 | 0.00% | market | 60.00% | -5.32% | 3.34% | -8.66% |
| AMR | 2019-04-01 | 2019-04-02 | 2019-05-01 | — | 59.18 | 59.18 | 0.00% | market | 129.07% | -4.48% | 2.02% | -6.49% |
| EC | 2019-04-05 | 2019-04-08 | 2019-05-07 | — | 21.70 | 21.70 | 0.00% | market | 22.86% | -19.13% | -0.06% | -19.07% |
| ERIC | 2019-04-17 | 2019-04-18 | 2019-05-17 | — | 10.22 | 10.22 | 0.00% | market | 50.00% | -8.42% | -1.47% | -6.95% |
| MS | 2019-04-17 | 2019-04-18 | 2019-05-17 | — | 47.79 | 47.79 | 0.00% | market | 18.80% | -8.28% | -1.47% | -6.81% |
| RLI | 2019-04-17 | 2019-04-18 | 2019-05-17 | — | 36.47 | 36.47 | 0.00% | market | 20.00% | 15.31% | -1.47% | 16.78% |
| ACHC | 2019-04-30 | 2019-05-01 | 2019-05-30 | — | 33.43 | 33.43 | 0.00% | market | 11.43% | -1.92% | -5.32% | 3.40% |
| ADUS | 2019-05-06 | 2019-05-07 | 2019-06-05 | — | 67.04 | 67.04 | 0.00% | market | 13.04% | 8.22% | -2.48% | 10.70% |
| CIG | 2019-05-16 | 2019-05-17 | 2019-06-17 | — | 2.38 | 2.38 | 0.00% | market | 65.32% | 20.07% | 1.48% | 18.58% |
| CIG-C | 2019-05-16 | 2019-05-17 | 2019-06-17 | — | 2.07 | 2.07 | 0.00% | market | 90.18% | 14.88% | 1.48% | 13.39% |
| FRO | 2019-05-16 | 2019-05-17 | 2019-06-17 | — | 9.20 | 9.20 | 0.00% | market | 12.50% | -17.38% | 1.48% | -18.87% |
| ANF | 2019-05-29 | 2019-05-30 | 2019-06-27 | — | 17.96 | 17.96 | 0.00% | market | 32.56% | -11.85% | 4.44% | -16.29% |
| AMBA | 2019-06-04 | 2019-06-05 | 2019-07-03 | — | 42.55 | 42.55 | 0.00% | market | 120.00% | 4.37% | 5.83% | -1.47% |
| WGO | 2019-06-19 | 2019-06-20 | 2019-07-19 | — | 40.99 | 40.99 | 0.00% | market | 15.15% | -4.15% | 0.38% | -4.53% |
| KTB | 2019-06-20 | 2019-06-21 | 2019-07-22 | — | 27.66 | 27.66 | 0.00% | market | 15.66% | 10.35% | 1.28% | 9.07% |
| BNED | 2019-06-25 | 2019-06-26 | 2019-07-25 | — | 311.00 | 311.00 | 0.00% | market | 4749.00% | 11.80% | 2.83% | 8.97% |
| BB | 2019-06-26 | 2019-06-27 | 2019-07-26 | — | 7.48 | 7.48 | 0.00% | market | 174.73% | -1.57% | 3.67% | -5.24% |
| JEF | 2019-07-03 | 2019-07-05 | 2019-08-02 | — | 18.67 | 18.67 | 0.00% | market | 70.83% | -3.47% | -1.62% | -1.85% |
| ALLY | 2019-07-18 | 2019-07-19 | 2019-08-16 | — | 33.67 | 33.67 | 0.00% | market | 10.23% | -8.74% | -3.73% | -5.01% |
| NVR | 2019-07-19 | 2019-07-22 | 2019-08-19 | — | 3,485.20 | 3,485.20 | 0.00% | market | 18.45% | 1.80% | -1.77% | 3.57% |
| AEM | 2019-07-24 | 2019-07-25 | 2019-08-22 | — | 53.39 | 53.39 | 0.00% | market | 124.52% | 11.12% | -2.85% | 13.97% |
| AGYS | 2019-07-25 | 2019-07-26 | 2019-08-23 | — | 23.15 | 23.15 | 0.00% | market | 22.22% | 17.35% | -5.29% | 22.64% |
| ACA | 2019-08-01 | 2019-08-02 | 2019-08-30 | — | 36.00 | 36.00 | 0.00% | market | 38.30% | -9.85% | -0.48% | -9.37% |
| BABA | 2019-08-15 | 2019-08-16 | 2019-09-16 | — | 170.00 | 170.00 | 0.00% | market | 22.00% | 4.06% | 4.78% | -0.72% |
| CIG | 2019-08-16 | 2019-08-19 | 2019-09-17 | — | 2.81 | 2.81 | 0.00% | market | 395.95% | -5.44% | 2.99% | -8.43% |
| BBWI | 2019-08-21 | 2019-08-22 | 2019-09-20 | — | 14.72 | 14.72 | 0.00% | market | 20.00% | 3.50% | 1.72% | 1.78% |
| CRM | 2019-08-22 | 2019-08-23 | 2019-09-23 | — | 157.70 | 157.70 | 0.00% | market | 40.43% | -2.03% | 2.51% | -4.54% |
| AMBA | 2019-08-29 | 2019-08-30 | 2019-09-30 | — | 55.94 | 55.94 | 0.00% | market | 755.40% | 12.23% | 0.87% | 11.36% |
| NKE | 2019-09-24 | 2019-09-25 | 2019-10-23 | — | 91.78 | 91.78 | 0.00% | market | 22.86% | 0.49% | 1.32% | -0.84% |
| SNX | 2019-09-24 | 2019-09-25 | 2019-10-23 | — | 52.88 | 52.88 | 0.00% | market | 15.38% | 11.83% | 1.32% | 10.51% |
| DAVA | 2019-09-25 | 2019-09-26 | 2019-10-24 | — | 39.00 | 39.00 | 0.00% | market | 18.18% | 4.46% | 0.92% | 3.54% |
| KBH | 2019-09-25 | 2019-09-26 | 2019-10-24 | — | 33.00 | 33.00 | 0.00% | market | 10.61% | 11.42% | 0.92% | 10.49% |
| THO | 2019-09-30 | 2019-10-01 | 2019-10-29 | — | 56.25 | 56.25 | 0.00% | market | 18.88% | 18.48% | 1.84% | 16.64% |
| BIIB | 2019-10-22 | 2019-10-23 | 2019-11-20 | — | 285.24 | 285.24 | 0.00% | market | 10.88% | -0.04% | 4.03% | -4.07% |
| CALX | 2019-10-22 | 2019-10-23 | 2019-11-20 | — | 7.47 | 7.47 | 0.00% | market | 50.00% | 2.31% | 4.03% | -1.72% |
| AEM | 2019-10-23 | 2019-10-24 | 2019-11-21 | — | 55.38 | 55.38 | 0.00% | market | 37.04% | 8.55% | 3.11% | 5.44% |
| ALGN | 2019-10-23 | 2019-10-24 | 2019-11-21 | — | 237.30 | 237.30 | 0.00% | market | 12.28% | 14.58% | 3.11% | 11.47% |
| AKAM | 2019-10-28 | 2019-10-29 | 2019-11-26 | — | 91.00 | 91.00 | 0.00% | market | 10.00% | -2.64% | 3.66% | -6.30% |
| DAVA | 2019-11-19 | 2019-11-20 | 2019-12-19 | — | 44.24 | 44.24 | 0.00% | market | 15.38% | 5.94% | 3.09% | 2.84% |
| NTES | 2019-11-20 | 2019-11-21 | 2019-12-20 | — | 59.00 | 59.00 | 0.00% | market | 477.08% | 3.36% | 3.17% | 0.19% |
| TGT | 2019-11-20 | 2019-11-21 | 2019-12-20 | — | 126.58 | 126.58 | 0.00% | market | 14.29% | 1.93% | 3.17% | -1.23% |
| UBS | 2019-11-20 | 2019-11-21 | 2019-12-20 | — | 12.08 | 12.08 | 0.00% | market | 24.00% | 2.47% | 3.17% | -0.70% |
| AMBA | 2019-11-25 | 2019-11-26 | 2019-12-26 | — | 60.37 | 60.37 | 0.00% | market | 52.38% | 0.70% | 3.04% | -2.35% |
| CAG | 2019-12-19 | 2019-12-20 | 2020-01-22 | — | 33.67 | 33.67 | 0.00% | market | 10.53% | -4.20% | 3.40% | -7.59% |
| EPAC | 2019-12-19 | 2019-12-20 | 2020-01-22 | — | 27.00 | 27.00 | 0.00% | market | 33.33% | -12.06% | 3.40% | -15.46% |
| NKE | 2019-12-19 | 2019-12-20 | 2020-01-22 | — | 101.00 | 101.00 | 0.00% | market | 20.69% | 3.36% | 3.40% | -0.04% |
| BB | 2019-12-20 | 2019-12-23 | 2020-01-23 | — | 6.55 | 6.55 | 0.00% | market | 83.37% | 1.58% | 3.15% | -1.57% |
| RTO | 2019-12-31 | 2020-01-02 | 2020-01-31 | — | 29.98 | 29.98 | 0.00% | market | 20.83% | 4.34% | -0.56% | 4.90% |
| HAL | 2020-01-21 | 2020-01-22 | 2020-02-20 | — | 23.81 | 23.81 | 0.00% | market | 10.34% | -7.91% | 1.42% | -9.33% |
| NFLX | 2020-01-21 | 2020-01-22 | 2020-02-20 | — | 33.26 | 33.26 | 0.00% | market | 160.00% | 15.96% | 1.42% | 14.54% |
| SFBS | 2020-01-21 | 2020-01-22 | 2020-02-20 | — | 37.46 | 37.46 | 0.00% | market | 10.14% | 7.94% | 1.42% | 6.52% |
| ASML | 2020-01-22 | 2020-01-23 | 2020-02-21 | — | 296.93 | 296.93 | 0.00% | market | 11.53% | 2.95% | 0.86% | 2.09% |
| AIV | 2020-01-30 | 2020-01-31 | 2020-03-02 | — | 7.07 | 7.07 | 0.00% | market | 405.56% | -6.89% | -5.48% | -1.41% |
| AGI | 2020-02-19 | 2020-02-20 | 2020-03-19 | — | 6.60 | 6.60 | 0.00% | market | 14.29% | -19.34% | -28.79% | 9.45% |
| ALSN | 2020-02-19 | 2020-02-20 | 2020-03-19 | — | 43.19 | 43.19 | 0.00% | market | 23.29% | -25.92% | -28.79% | 2.87% |
| AROC | 2020-02-19 | 2020-02-20 | 2020-03-19 | — | 8.77 | 8.77 | 0.00% | market | 31.25% | -60.31% | -28.79% | -31.52% |
| APPN | 2020-02-20 | 2020-02-21 | 2020-03-20 | — | 56.12 | 56.12 | 0.00% | market | 21.43% | -36.99% | -31.80% | -5.19% |
| BSBR | 2020-02-28 | 2020-03-02 | 2020-03-30 | — | 8.39 | 8.39 | 0.00% | market | 45.83% | -38.36% | -12.26% | -26.10% |
| ACMR | 2020-03-18 | 2020-03-19 | 2020-04-17 | — | 7.32 | 7.32 | 0.00% | market | 141.62% | 64.11% | 19.81% | 44.30% |
| ARCO | 2020-03-18 | 2020-03-19 | 2020-04-17 | — | 3.20 | 3.20 | 0.00% | market | 157.14% | 17.71% | 19.81% | -2.10% |
| FUTU | 2020-03-18 | 2020-03-19 | 2020-04-17 | — | 8.90 | 8.90 | 0.00% | market | 95.00% | 20.12% | 19.81% | 0.32% |
| ACN | 2020-03-19 | 2020-03-20 | 2020-04-20 | — | 157.53 | 157.53 | 0.00% | market | 11.05% | 10.82% | 16.11% | -5.28% |
| SBS | 2020-03-27 | 2020-03-30 | 2020-04-28 | — | 1.57 | 1.57 | 0.00% | market | 153.29% | -3.28% | 11.74% | -15.03% |
| ABT | 2020-04-16 | 2020-04-17 | 2020-05-15 | — | 97.45 | 97.45 | 0.00% | market | 18.18% | -7.86% | 0.32% | -8.17% |
| BMI | 2020-04-16 | 2020-04-17 | 2020-05-15 | — | 58.74 | 58.74 | 0.00% | market | 10.81% | -4.76% | 0.32% | -5.08% |
| BNY | 2020-04-16 | 2020-04-17 | 2020-05-15 | — | 37.47 | 37.47 | 0.00% | market | 16.67% | -14.54% | 0.32% | -14.85% |
| HDB | 2020-04-18 | 2020-04-20 | 2020-05-18 | — | 20.41 | 20.41 | 0.00% | market | 13.04% | -10.59% | 4.38% | -14.97% |
| AMKR | 2020-04-27 | 2020-04-28 | 2020-05-27 | — | 10.65 | 10.65 | 0.00% | market | 62.50% | 2.90% | 4.30% | -1.39% |
| AG | 2020-05-14 | 2020-05-15 | 2020-06-15 | — | 8.40 | 8.40 | 0.00% | market | 86.65% | 8.71% | 8.74% | -0.03% |
| AGRO | 2020-05-14 | 2020-05-15 | 2020-06-15 | — | 3.62 | 3.62 | 0.00% | market | 3900.00% | 24.21% | 8.74% | 15.47% |
| AUPH | 2020-05-14 | 2020-05-15 | 2020-06-15 | — | 17.00 | 17.00 | 0.00% | market | 25.00% | -4.22% | 8.74% | -12.96% |
| BRT | 2020-05-15 | 2020-05-18 | 2020-06-16 | — | 9.35 | 9.35 | 0.00% | market | 218.75% | 26.85% | 6.79% | 20.06% |
| HEI | 2020-05-26 | 2020-05-27 | 2020-06-24 | — | 109.00 | 109.00 | 0.00% | market | 30.95% | -9.30% | 0.65% | -9.95% |
| LEN | 2020-06-15 | 2020-06-16 | 2020-07-15 | — | 64.46 | 64.46 | 0.00% | market | 39.83% | 5.89% | 2.02% | 3.87% |
| ABM | 2020-06-17 | 2020-06-18 | 2020-07-17 | — | 35.40 | 35.40 | 0.00% | market | 122.22% | 1.85% | 3.78% | -1.93% |
| CMC | 2020-06-18 | 2020-06-19 | 2020-07-20 | — | 20.82 | 20.82 | 0.00% | market | 43.90% | -3.51% | 3.23% | -6.74% |
| KR | 2020-06-18 | 2020-06-19 | 2020-07-20 | — | 31.99 | 31.99 | 0.00% | market | 11.93% | 6.65% | 3.23% | 3.42% |
| LZB | 2020-06-23 | 2020-06-24 | 2020-07-23 | — | 27.50 | 27.50 | 0.00% | market | 58.06% | 3.17% | 4.23% | -1.06% |
| FAST | 2020-07-14 | 2020-07-15 | 2020-08-12 | — | 21.81 | 21.81 | 0.00% | market | 16.67% | 10.26% | 4.66% | 5.60% |
| ABT | 2020-07-16 | 2020-07-17 | 2020-08-14 | — | 97.87 | 97.87 | 0.00% | market | 32.56% | 2.07% | 4.65% | -2.58% |
| ALLY | 2020-07-17 | 2020-07-20 | 2020-08-17 | — | 21.39 | 21.39 | 0.00% | market | 117.86% | 2.47% | 5.13% | -2.66% |
| BLK | 2020-07-17 | 2020-07-20 | 2020-08-17 | — | 580.22 | 580.22 | 0.00% | market | 12.30% | 1.94% | 5.13% | -3.19% |
| APH | 2020-07-22 | 2020-07-23 | 2020-08-20 | — | 26.12 | 26.12 | 0.00% | market | 25.00% | 2.62% | 3.62% | -1.00% |
| BALY | 2020-08-11 | 2020-08-12 | 2020-09-10 | — | 26.52 | 26.52 | 0.00% | market | 25.24% | -11.83% | -0.46% | -11.36% |
| AMAT | 2020-08-13 | 2020-08-14 | 2020-09-14 | — | 67.39 | 67.39 | 0.00% | market | 11.58% | -16.32% | 0.61% | -16.93% |
| CIG | 2020-08-14 | 2020-08-17 | 2020-09-15 | — | 1.50 | 1.50 | 0.00% | market | 22.06% | 5.90% | 0.66% | 5.24% |
| CIG-C | 2020-08-14 | 2020-08-17 | 2020-09-15 | — | 1.03 | 1.03 | 0.00% | market | 178.33% | 12.52% | 0.66% | 11.86% |
| BBWI | 2020-08-19 | 2020-08-20 | 2020-09-18 | — | 23.69 | 23.69 | 0.00% | market | 159.52% | 2.77% | -1.40% | 4.17% |
| AEO | 2020-09-09 | 2020-09-10 | 2020-10-08 | — | 13.64 | 13.64 | 0.00% | market | 78.57% | 13.24% | 0.57% | 12.67% |
| KR | 2020-09-11 | 2020-09-14 | 2020-10-12 | — | 33.68 | 33.68 | 0.00% | market | 43.14% | 2.72% | 4.43% | -1.71% |
| HTHT | 2020-09-14 | 2020-09-15 | 2020-10-13 | — | 41.39 | 41.39 | 0.00% | market | 25.00% | 3.43% | 2.64% | 0.79% |
| LEN | 2020-09-14 | 2020-09-15 | 2020-10-13 | — | 75.55 | 75.55 | 0.00% | market | 36.77% | 9.80% | 2.64% | 7.16% |
| EBF | 2020-09-21 | 2020-09-22 | 2020-10-20 | — | 17.40 | 17.40 | 0.00% | market | 13.64% | -4.35% | 4.51% | -8.86% |
| LW | 2020-10-07 | 2020-10-08 | 2020-11-05 | — | 72.63 | 72.63 | 0.00% | market | 103.33% | -6.81% | 2.16% | -8.96% |
| BLK | 2020-10-13 | 2020-10-14 | 2020-11-11 | — | 641.83 | 641.83 | 0.00% | market | 18.21% | 4.39% | 1.69% | 2.70% |
| C | 2020-10-13 | 2020-10-14 | 2020-11-11 | — | 43.52 | 43.52 | 0.00% | market | 66.67% | 12.33% | 1.69% | 10.64% |
| EDU | 2020-10-13 | 2020-10-14 | 2020-11-11 | — | 165.81 | 165.81 | 0.00% | market | 13.86% | 5.00% | 1.69% | 3.31% |
| CCK | 2020-10-19 | 2020-10-20 | 2020-11-17 | — | 87.58 | 87.58 | 0.00% | market | 24.05% | 9.05% | 5.00% | 4.05% |
| ACEL | 2020-11-04 | 2020-11-05 | 2020-12-04 | — | 10.35 | 10.35 | 0.00% | market | 125.00% | 2.80% | 5.90% | -3.10% |
| ALC | 2020-11-10 | 2020-11-11 | 2020-12-10 | — | 66.54 | 66.54 | 0.00% | market | 116.67% | -3.24% | 2.90% | -6.14% |
| APG | 2020-11-10 | 2020-11-11 | 2020-12-10 | — | 10.99 | 10.99 | 0.00% | market | 21.88% | 7.27% | 2.90% | 4.37% |
| ASH | 2020-11-10 | 2020-11-11 | 2020-12-10 | — | 79.49 | 79.49 | 0.00% | market | 25.32% | -3.77% | 2.90% | -6.67% |
| AP | 2020-11-16 | 2020-11-17 | 2020-12-16 | — | 4.07 | 4.07 | 0.00% | market | 16.67% | 30.86% | 2.83% | 28.02% |
| BBW | 2020-12-03 | 2020-12-04 | 2021-01-05 | — | 4.56 | 4.56 | 0.00% | market | 374.96% | -0.76% | 1.09% | -1.85% |
| AGX | 2020-12-09 | 2020-12-10 | 2021-01-11 | — | 54.14 | 54.14 | 0.00% | market | 87.50% | -15.63% | 3.65% | -19.28% |
| CPB | 2020-12-09 | 2020-12-10 | 2021-01-11 | — | 47.21 | 47.21 | 0.00% | market | 12.09% | -2.60% | 3.65% | -6.25% |
| DBI | 2020-12-09 | 2020-12-10 | 2021-01-11 | — | 7.81 | 7.81 | 0.00% | market | 39.53% | 17.44% | 3.65% | 13.80% |
| BLBD | 2020-12-16 | 2020-12-17 | 2021-01-19 | — | 18.99 | 18.99 | 0.00% | market | 40.00% | 30.76% | 1.80% | 28.95% |
| JEF | 2021-01-04 | 2021-01-05 | 2021-02-03 | — | 24.46 | 24.46 | 0.00% | market | 122.00% | -3.90% | 3.74% | -7.64% |
| AZZ | 2021-01-11 | 2021-01-12 | 2021-02-10 | — | 50.13 | 50.13 | 0.00% | market | 21.21% | -1.10% | 2.95% | -4.05% |
| SNX | 2021-01-11 | 2021-01-12 | 2021-02-10 | — | 88.95 | 88.95 | 0.00% | market | 167.18% | -0.22% | 2.95% | -3.18% |
| ACI | 2021-01-12 | 2021-01-13 | 2021-02-11 | — | 16.89 | 16.89 | 0.00% | market | 57.14% | -1.70% | 3.17% | -4.87% |
| C | 2021-01-15 | 2021-01-19 | 2021-02-17 | — | 65.20 | 65.20 | 0.00% | market | 55.22% | -0.77% | 3.71% | -4.49% |
| AMGN | 2021-02-02 | 2021-02-03 | 2021-03-04 | — | 231.56 | 231.56 | 0.00% | market | 13.39% | -4.27% | -1.50% | -2.77% |
| ACGL | 2021-02-09 | 2021-02-10 | 2021-03-11 | — | 35.92 | 35.92 | 0.00% | market | 12.00% | 2.88% | 0.36% | 2.52% |
| AMX | 2021-02-09 | 2021-02-10 | 2021-03-11 | — | 13.88 | 13.88 | 0.00% | market | 86.21% | -2.62% | 0.36% | -2.98% |
| AIN | 2021-02-10 | 2021-02-11 | 2021-03-12 | — | 74.15 | 74.15 | 0.00% | market | 34.85% | 15.88% | 0.72% | 15.16% |
| A | 2021-02-16 | 2021-02-17 | 2021-03-17 | — | 132.80 | 132.80 | 0.00% | market | 19.10% | -7.84% | 1.75% | -9.59% |
| BXC | 2021-03-03 | 2021-03-04 | 2021-04-01 | — | 44.94 | 44.94 | 0.00% | market | 209.09% | -10.16% | 5.09% | -15.24% |
| ALNT | 2021-03-10 | 2021-03-11 | 2021-04-09 | — | 47.62 | 47.62 | 0.00% | market | 25.74% | 11.62% | 4.91% | 6.71% |
| ASAN | 2021-03-10 | 2021-03-11 | 2021-04-09 | — | 35.83 | 35.83 | 0.00% | market | 15.38% | -5.49% | 4.91% | -10.40% |
| AGRO | 2021-03-11 | 2021-03-12 | 2021-04-12 | — | 9.00 | 9.00 | 0.00% | market | 36.84% | -8.43% | 4.99% | -13.42% |
| CAL | 2021-03-16 | 2021-03-17 | 2021-04-15 | — | 18.22 | 18.22 | 0.00% | market | 130.00% | 32.67% | 5.41% | 27.26% |
| AYI | 2021-03-31 | 2021-04-01 | 2021-04-30 | — | 167.00 | 167.00 | 0.00% | market | 22.54% | 10.99% | 4.74% | 6.25% |
| LEVI | 2021-04-08 | 2021-04-09 | 2021-05-07 | — | 26.89 | 26.89 | 0.00% | market | 36.00% | 11.95% | 3.36% | 8.59% |
| STZ | 2021-04-08 | 2021-04-09 | 2021-05-07 | — | 224.72 | 224.72 | 0.00% | market | 17.42% | 7.11% | 3.36% | 3.75% |
| JKS | 2021-04-09 | 2021-04-12 | 2021-05-10 | — | 36.66 | 36.66 | 0.00% | market | 94.66% | -17.56% | 1.73% | -19.28% |
| AGX | 2021-04-14 | 2021-04-15 | 2021-05-13 | — | 54.20 | 54.20 | 0.00% | market | 27.66% | -10.47% | -0.84% | -9.63% |
| ACA | 2021-04-29 | 2021-04-30 | 2021-05-28 | — | 60.64 | 60.64 | 0.00% | market | 66.67% | 4.62% | 0.58% | 4.04% |
| AAOI | 2021-05-06 | 2021-05-07 | 2021-06-07 | — | 7.16 | 7.16 | 0.00% | market | 22.22% | 21.13% | 0.55% | 20.58% |
| AAON | 2021-05-06 | 2021-05-07 | 2021-06-07 | — | 42.49 | 42.49 | 0.00% | market | 25.00% | 1.05% | 0.55% | 0.51% |
| ABR | 2021-05-07 | 2021-05-10 | 2021-06-08 | — | 18.02 | 18.02 | 0.00% | market | 25.58% | 6.34% | -0.05% | 6.39% |
| AMWL | 2021-05-12 | 2021-05-13 | 2021-06-11 | — | 239.50 | 239.50 | 0.00% | market | 11.11% | 16.14% | 4.24% | 11.91% |
| ASND | 2021-05-27 | 2021-05-28 | 2021-06-28 | — | 136.80 | 136.80 | 0.00% | market | 31.58% | -0.02% | 1.54% | -1.56% |
| SONY | 2021-06-04 | 2021-06-07 | 2021-07-06 | — | 19.94 | 19.94 | 0.00% | market | 29.03% | 1.30% | 2.45% | -1.14% |
| HQY | 2021-06-07 | 2021-06-08 | 2021-07-07 | — | 76.94 | 76.94 | 0.00% | market | 22.58% | 3.66% | 2.68% | 0.97% |
| AGX | 2021-06-08 | 2021-06-09 | 2021-07-08 | — | 53.03 | 53.03 | 0.00% | market | 91.43% | -14.00% | 1.83% | -15.83% |
| CHWY | 2021-06-10 | 2021-06-11 | 2021-07-12 | — | 76.91 | 76.91 | 0.00% | market | 387.01% | 9.57% | 3.04% | 6.54% |
| KMX | 2021-06-25 | 2021-06-28 | 2021-07-27 | — | 127.56 | 127.56 | 0.00% | market | 61.35% | 5.71% | 2.77% | 2.94% |
| TV | 2021-07-06 | 2021-07-07 | 2021-08-04 | — | 14.09 | 14.09 | 0.00% | market | 850.00% | -8.40% | 1.23% | -9.63% |
| WDFC | 2021-07-07 | 2021-07-08 | 2021-08-05 | — | 277.65 | 277.65 | 0.00% | market | 32.17% | -11.45% | 3.03% | -14.48% |
| BBAR | 2021-07-08 | 2021-07-09 | 2021-08-06 | — | 3.06 | 3.06 | 0.00% | market | 25.85% | 1.21% | 2.30% | -1.10% |
| AZZ | 2021-07-09 | 2021-07-12 | 2021-08-09 | — | 57.85 | 57.85 | 0.00% | market | 41.94% | -9.24% | 1.54% | -10.78% |
| AGNC | 2021-07-26 | 2021-07-27 | 2021-08-24 | — | 16.11 | 16.11 | 0.00% | market | 18.75% | 1.82% | 1.83% | -0.01% |
| ADEA | 2021-08-03 | 2021-08-04 | 2021-09-01 | — | 5.56 | 5.56 | 0.00% | market | 45.24% | 0.44% | 2.73% | -2.29% |
| ACEL | 2021-08-04 | 2021-08-05 | 2021-09-02 | — | 11.16 | 11.16 | 0.00% | market | 22.73% | 6.40% | 2.95% | 3.45% |
| AAOI | 2021-08-05 | 2021-08-06 | 2021-09-03 | — | 7.27 | 7.27 | 0.00% | market | 16.67% | 6.09% | 2.48% | 3.61% |
| AFGB | 2021-08-06 | 2021-08-09 | 2021-09-07 | — | 28.30 | 28.30 | 0.00% | market | 533.87% | -2.29% | 2.03% | -4.32% |
| PANW | 2021-08-23 | 2021-08-24 | 2021-09-22 | — | 70.61 | 70.61 | 0.00% | market | 12.50% | 12.25% | -2.26% | 14.51% |
| AMBA | 2021-08-31 | 2021-09-01 | 2021-09-30 | — | 116.75 | 116.75 | 0.00% | market | 40.00% | 33.30% | -5.18% | 38.47% |
| AI | 2021-09-01 | 2021-09-02 | 2021-10-01 | — | 48.40 | 48.40 | 0.00% | market | 28.13% | -5.29% | -4.21% | -1.08% |
| CCEP | 2021-09-02 | 2021-09-03 | 2021-10-04 | — | 60.12 | 60.12 | 0.00% | market | 69.74% | -8.75% | -5.16% | -3.59% |
| AGX | 2021-09-07 | 2021-09-08 | 2021-10-06 | — | 48.10 | 48.10 | 0.00% | market | 68.75% | -8.79% | -3.55% | -5.24% |
| AZO | 2021-09-21 | 2021-09-22 | 2021-10-20 | — | 1,655.00 | 1,655.00 | 0.00% | market | 19.39% | 6.79% | 3.75% | 3.04% |
| CTAS | 2021-09-29 | 2021-09-30 | 2021-10-28 | — | 97.64 | 97.64 | 0.00% | market | 13.04% | 8.99% | 5.11% | 3.88% |
| FER | 2021-09-30 | 2021-10-01 | 2021-10-29 | — | 29.40 | 29.40 | 0.00% | market | 275.88% | 6.02% | 6.56% | -0.54% |
| SAR | 2021-10-05 | 2021-10-06 | 2021-11-03 | — | 30.00 | 30.00 | 0.00% | market | 47.92% | -3.53% | 8.26% | -11.79% |
| AYI | 2021-10-06 | 2021-10-07 | 2021-11-04 | — | 201.39 | 201.39 | 0.00% | market | 14.74% | 4.10% | 6.51% | -2.41% |
| EQBK | 2021-10-19 | 2021-10-20 | 2021-11-17 | — | 34.85 | 34.85 | 0.00% | market | 11.11% | 2.40% | 3.77% | -1.37% |
| ACGL | 2021-10-27 | 2021-10-28 | 2021-11-26 | — | 42.90 | 42.90 | 0.00% | market | 105.56% | -2.45% | 0.77% | -3.22% |
| ABEV | 2021-10-28 | 2021-10-29 | 2021-11-29 | — | 2.96 | 2.96 | 0.00% | market | 100.00% | -2.13% | 1.92% | -4.04% |
| AFG | 2021-11-02 | 2021-11-03 | 2021-12-02 | — | 140.00 | 140.00 | 0.00% | market | 45.70% | -2.26% | -0.85% | -1.41% |
| ACA | 2021-11-03 | 2021-11-04 | 2021-12-03 | — | 52.42 | 52.42 | 0.00% | market | 14.00% | 1.94% | -2.57% | 4.51% |
| ARMK | 2021-11-16 | 2021-11-17 | 2021-12-16 | — | 27.36 | 27.36 | 0.00% | market | 10.53% | -12.12% | -0.54% | -11.58% |
| PDD | 2021-11-26 | 2021-11-29 | 2021-12-28 | — | 68.17 | 68.17 | 0.00% | market | 1365.52% | -17.89% | 2.76% | -20.65% |
| LI | 2021-11-29 | 2021-11-30 | 2021-12-29 | — | 34.42 | 34.42 | 0.00% | market | 135.71% | -14.63% | 3.35% | -17.98% |
| AI | 2021-12-01 | 2021-12-02 | 2021-12-31 | — | 31.51 | 31.51 | 0.00% | market | 28.13% | -0.93% | 5.38% | -6.30% |
| ASAN | 2021-12-02 | 2021-12-03 | 2022-01-03 | — | 70.71 | 70.71 | 0.00% | market | 11.54% | 1.25% | 4.04% | -2.79% |
| FDX | 2021-12-16 | 2021-12-17 | 2022-01-18 | — | 204.33 | 204.33 | 0.00% | market | 14.18% | -0.26% | -1.10% | 0.83% |
| FER | 2021-12-31 | 2022-01-03 | 2022-02-01 | — | 27.50 | 27.50 | 0.00% | market | 1139.21% | -0.65% | -4.90% | 4.26% |
| ORKA | 2021-12-31 | 2022-01-03 | 2022-02-01 | — | 26.16 | 26.16 | 0.00% | market | 82.42% | -12.49% | -4.90% | -7.58% |
| SSL | 2021-12-31 | 2022-01-03 | 2022-02-01 | — | 16.59 | 16.59 | 0.00% | market | 11.19% | 41.85% | -4.90% | 46.76% |
| WDS | 2021-12-31 | 2022-01-03 | 2022-02-01 | — | 15.79 | 15.79 | 0.00% | market | 30.77% | 13.96% | -4.90% | 18.86% |
| JPM | 2022-01-14 | 2022-01-18 | 2022-02-15 | — | 155.78 | 155.78 | 0.00% | market | 11.74% | -0.78% | -2.97% | 2.19% |
| AGNC | 2022-01-31 | 2022-02-01 | 2022-03-02 | — | 14.89 | 14.89 | 0.00% | market | 11.94% | -11.52% | -2.84% | -8.68% |
| ATKR | 2022-01-31 | 2022-02-01 | 2022-03-02 | — | 109.26 | 109.26 | 0.00% | market | 28.65% | -3.96% | -2.84% | -1.12% |
| BCH | 2022-01-31 | 2022-02-01 | 2022-03-02 | — | 20.14 | 20.14 | 0.00% | market | 33.33% | 4.72% | -2.84% | 7.55% |
| CACC | 2022-01-31 | 2022-02-01 | 2022-03-02 | — | 525.00 | 525.00 | 0.00% | market | 15.05% | 5.67% | -2.84% | 8.51% |
| AMKR | 2022-02-14 | 2022-02-15 | 2022-03-16 | — | 22.00 | 22.00 | 0.00% | market | 28.99% | 2.45% | -1.83% | 4.27% |
| AMC | 2022-03-01 | 2022-03-02 | 2022-03-30 | — | 180.10 | 180.10 | 0.00% | market | 42.11% | 42.49% | 6.09% | 36.40% |
| APG | 2022-03-01 | 2022-03-02 | 2022-03-30 | — | 13.92 | 13.92 | 0.00% | market | 11.54% | 2.34% | 6.09% | -3.75% |
| ARLO | 2022-03-01 | 2022-03-02 | 2022-03-30 | — | 9.99 | 9.99 | 0.00% | market | 215.71% | -12.21% | 6.09% | -18.30% |
| AZO | 2022-03-01 | 2022-03-02 | 2022-03-30 | — | 1,819.99 | 1,819.99 | 0.00% | market | 25.35% | 13.31% | 6.09% | 7.22% |
| AOMR | 2022-03-15 | 2022-03-16 | 2022-04-13 | — | 15.50 | 15.50 | 0.00% | market | 134.21% | 8.09% | 3.12% | 4.97% |
| ASO | 2022-03-29 | 2022-03-30 | 2022-04-28 | — | 39.51 | 39.51 | 0.00% | market | 17.52% | -1.95% | -7.07% | 5.12% |
| CIG | 2022-03-29 | 2022-03-30 | 2022-04-28 | — | 2.42 | 2.42 | 0.00% | market | 63.36% | -0.93% | -7.07% | 6.14% |
| PHVS | 2022-03-29 | 2022-03-30 | 2022-04-28 | — | 18.00 | 18.00 | 0.00% | market | 36.49% | -0.10% | -7.07% | 6.97% |
| PRGS | 2022-03-29 | 2022-03-30 | 2022-04-28 | — | 46.20 | 46.20 | 0.00% | market | 14.12% | 4.77% | -7.07% | 11.84% |
| ACI | 2022-04-12 | 2022-04-13 | 2022-05-12 | — | 32.25 | 32.25 | 0.00% | market | 15.38% | -7.17% | -10.43% | 3.26% |
| ALKS | 2022-04-27 | 2022-04-28 | 2022-05-26 | — | 32.23 | 32.23 | 0.00% | market | 1066.18% | -9.00% | -4.02% | -4.98% |
| ALSN | 2022-04-27 | 2022-04-28 | 2022-05-26 | — | 37.23 | 37.23 | 0.00% | market | 11.11% | 4.55% | -4.02% | 8.57% |
| ARR | 2022-04-27 | 2022-04-28 | 2022-05-26 | — | 36.75 | 36.75 | 0.00% | market | 21.74% | 2.21% | -4.02% | 6.23% |
| AVT | 2022-04-27 | 2022-04-28 | 2022-05-26 | — | 41.36 | 41.36 | 0.00% | market | 41.45% | 14.94% | -4.02% | 18.96% |
| APP | 2022-05-11 | 2022-05-12 | 2022-06-10 | — | 32.14 | 32.14 | 0.00% | market | 608.62% | 12.27% | 0.11% | 12.16% |
| BNS | 2022-05-25 | 2022-05-26 | 2022-06-27 | — | 65.78 | 65.78 | 0.00% | market | 11.79% | -9.37% | -2.53% | -6.84% |
| DKS | 2022-05-25 | 2022-05-26 | 2022-06-27 | — | 78.76 | 78.76 | 0.00% | market | 14.92% | 2.24% | -2.53% | 4.76% |
| DY | 2022-05-25 | 2022-05-26 | 2022-06-27 | — | 95.68 | 95.68 | 0.00% | market | 306.25% | 1.57% | -2.53% | 4.10% |
| ELF | 2022-05-25 | 2022-05-26 | 2022-06-27 | — | 22.97 | 22.97 | 0.00% | market | 105.57% | 26.24% | -2.53% | 28.77% |
| SIG | 2022-06-09 | 2022-06-10 | 2022-07-12 | — | 65.09 | 65.09 | 0.00% | market | 24.89% | -17.83% | -3.56% | -14.27% |
| BZ | 2022-06-24 | 2022-06-27 | 2022-07-26 | — | 28.02 | 28.02 | 0.00% | market | 82.48% | -14.88% | -0.04% | -14.83% |
| DLNG | 2022-06-27 | 2022-06-28 | 2022-07-27 | — | 3.52 | 3.52 | 0.00% | market | 11.76% | -5.50% | 2.77% | -8.27% |
| NKE | 2022-06-27 | 2022-06-28 | 2022-07-27 | — | 108.20 | 108.20 | 0.00% | market | 11.11% | -0.41% | 2.77% | -3.18% |
| TCOM | 2022-06-27 | 2022-06-28 | 2022-07-27 | — | 27.94 | 27.94 | 0.00% | market | 87.50% | -5.07% | 2.77% | -7.85% |
| AZZ | 2022-07-11 | 2022-07-12 | 2022-08-09 | — | 41.69 | 41.69 | 0.00% | market | 35.92% | 0.69% | 7.22% | -6.53% |
| AGNC | 2022-07-25 | 2022-07-26 | 2022-08-23 | — | 11.93 | 11.93 | 0.00% | market | 38.33% | 3.17% | 4.70% | -1.53% |
| ACI | 2022-07-26 | 2022-07-27 | 2022-08-24 | — | 26.50 | 26.50 | 0.00% | market | 11.11% | 6.84% | 4.90% | 1.95% |
| ADM | 2022-07-26 | 2022-07-27 | 2022-08-24 | — | 78.25 | 78.25 | 0.00% | market | 22.86% | 13.18% | 4.90% | 8.28% |
| AGYS | 2022-07-26 | 2022-07-27 | 2022-08-24 | — | 43.74 | 43.74 | 0.00% | market | 16.67% | 16.52% | 4.90% | 11.62% |
| ACAD | 2022-08-08 | 2022-08-09 | 2022-09-07 | — | 16.60 | 16.60 | 0.00% | market | 16.00% | 1.41% | -3.50% | 4.91% |
| ZM | 2022-08-22 | 2022-08-23 | 2022-09-21 | — | 84.56 | 84.56 | 0.00% | market | 14.13% | -10.29% | -8.60% | -1.69% |
| BBAR | 2022-08-23 | 2022-08-24 | 2022-09-22 | — | 2.99 | 2.99 | 0.00% | market | 25.94% | 8.93% | -9.19% | 18.12% |
| BEKE | 2022-08-23 | 2022-08-24 | 2022-09-22 | — | 16.13 | 16.13 | 0.00% | market | 55.56% | 3.81% | -9.19% | 13.00% |
| BZ | 2022-08-23 | 2022-08-24 | 2022-09-22 | — | 21.83 | 21.83 | 0.00% | market | 14.29% | -11.64% | -9.19% | -2.45% |
| GTLB | 2022-09-06 | 2022-09-07 | 2022-10-05 | — | 47.96 | 47.96 | 0.00% | market | 34.78% | 13.24% | -3.42% | 16.66% |
| GIS | 2022-09-21 | 2022-09-22 | 2022-10-20 | — | 80.19 | 80.19 | 0.00% | market | 11.00% | -4.49% | -2.97% | -1.52% |
| IH | 2022-09-22 | 2022-09-23 | 2022-10-21 | — | 1.88 | 1.88 | 0.00% | market | 261.38% | 0.43% | 1.00% | -0.57% |
| BB | 2022-09-27 | 2022-09-28 | 2022-10-26 | — | 4.94 | 4.94 | 0.00% | market | 28.57% | -8.40% | 4.84% | -13.24% |
| EPAC | 2022-09-28 | 2022-09-29 | 2022-10-27 | — | 17.14 | 17.14 | 0.00% | market | 42.31% | 45.52% | 3.59% | 41.93% |
| AYI | 2022-10-04 | 2022-10-05 | 2022-11-02 | — | 166.41 | 166.41 | 0.00% | market | 10.03% | 8.19% | 0.40% | 7.80% |
| ABT | 2022-10-19 | 2022-10-20 | 2022-11-17 | — | 96.52 | 96.52 | 0.00% | market | 26.37% | 6.16% | 7.12% | -0.96% |
| AAL | 2022-10-20 | 2022-10-21 | 2022-11-18 | — | 13.36 | 13.36 | 0.00% | market | 23.21% | 5.06% | 8.47% | -3.40% |
| AAT | 2022-10-25 | 2022-10-26 | 2022-11-23 | — | 28.41 | 28.41 | 0.00% | market | 14.55% | -1.82% | 5.45% | -7.28% |
| ACGL | 2022-10-26 | 2022-10-27 | 2022-11-25 | — | 49.76 | 49.76 | 0.00% | market | 16.67% | 17.93% | 5.03% | 12.90% |
| ABNB | 2022-11-01 | 2022-11-02 | 2022-12-01 | — | 102.64 | 102.64 | 0.00% | market | 21.77% | -1.43% | 6.12% | -7.55% |
| ARCO | 2022-11-16 | 2022-11-17 | 2022-12-16 | — | 7.15 | 7.15 | 0.00% | market | 130.00% | 5.35% | -1.84% | 7.20% |
| AMAT | 2022-11-17 | 2022-11-18 | 2022-12-19 | — | 109.99 | 109.99 | 0.00% | market | 17.34% | -5.56% | -4.46% | -1.10% |
| AEO | 2022-11-22 | 2022-11-23 | 2022-12-22 | — | 15.24 | 15.24 | 0.00% | market | 90.91% | -5.41% | -4.71% | -0.70% |
| BMA | 2022-11-23 | 2022-11-25 | 2022-12-23 | — | 13.70 | 13.70 | 0.00% | market | 62.07% | 15.52% | -4.71% | 20.23% |
| BBW | 2022-11-30 | 2022-12-01 | 2022-12-30 | — | 23.80 | 23.80 | 0.00% | market | 34.21% | 0.07% | -6.44% | 6.51% |
| NX | 2022-12-15 | 2022-12-16 | 2023-01-18 | — | 24.42 | 24.42 | 0.00% | market | 25.00% | 0.10% | 1.64% | -1.53% |
| WGO | 2022-12-16 | 2022-12-19 | 2023-01-19 | — | 55.49 | 55.49 | 0.00% | market | 13.74% | 2.39% | 1.35% | 1.04% |
| EVEX | 2022-12-23 | 2022-12-27 | 2023-01-26 | — | 7.35 | 7.35 | 0.00% | market | 11.11% | -6.49% | 5.74% | -12.23% |
| CMBT | 2022-12-30 | 2023-01-03 | 2023-02-01 | — | 16.90 | 16.90 | 0.00% | market | 58.85% | -5.66% | 6.88% | -12.54% |
| SEZL | 2022-12-31 | 2023-01-03 | 2023-02-01 | — | 0.52 | 0.52 | 0.00% | market | 102.31% | 218.49% | 6.88% | 211.61% |
| IBKR | 2023-01-17 | 2023-01-18 | 2023-02-15 | — | 20.20 | 20.20 | 0.00% | market | 12.07% | 7.62% | 3.75% | 3.87% |
| AA | 2023-01-18 | 2023-01-19 | 2023-02-16 | — | 51.14 | 51.14 | 0.00% | market | 17.65% | -4.73% | 4.86% | -9.59% |
| ABT | 2023-01-25 | 2023-01-26 | 2023-02-24 | — | 111.25 | 111.25 | 0.00% | market | 14.44% | -9.80% | -1.67% | -8.12% |
| CACC | 2023-01-31 | 2023-02-01 | 2023-03-02 | — | 470.89 | 470.89 | 0.00% | market | 33.80% | -4.79% | -1.83% | -2.96% |
| FLG | 2023-01-31 | 2023-02-01 | 2023-03-02 | — | 29.79 | 29.79 | 0.00% | market | 51.01% | -14.00% | -1.83% | -12.17% |
| ABNB | 2023-02-14 | 2023-02-15 | 2023-03-16 | — | 130.00 | 130.00 | 0.00% | market | 92.00% | -7.80% | -3.47% | -4.33% |