EPS surp.>12 & ROIC>15 & Debt / equity<1 (lookback 50y)

Run 5f77de50 · view hypothesis

completed

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

Trades
323
Win rate
52.94%
Avg return
1.00%
Median return
0.35%
Avg abnormal
0.54%
Median abnormal
-0.11%
Best trade
52.42%
Worst trade
-32.86%
Sharpe (per-trade)
0.11
Daily portfolio drawdown
-14.81%
Portfolio (equal_weight)
Total return
64.40%
Max drawdown
-14.81%
Avg trade return
1.00%
Win rate
52.94%
Signals
337
Configured concurrent
5
Observed concurrent
5
Trades taken
323
Skipped (no capacity)
14
Excess vs benchmark
-191.55%
Avg entry slippage
0.00%
Return if filled at market
64.40%
VWAP fills
0
VWAP fallbacks
0

14 of 337 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
201671.41%1.16%42.86%
2017182.45%2.36%61.11%
2018240.49%0.03%58.33%
201922-1.12%-1.16%36.36%
2020331.10%-0.95%45.45%
2021560.29%0.01%51.79%
2022441.19%1.23%54.55%
202336-0.44%-0.98%52.78%
2024295.20%4.31%68.97%
202530-0.39%-0.42%50.00%
2026242.21%2.06%54.17%
Trades (323)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ROICDebt / equityReturnBenchmarkAbnormal
BBDO2016-04-152016-04-182016-04-25—6.886.880.00%market1446.15%——-6.64%0.40%-7.04%
CINF2016-07-262016-07-272016-08-03—74.8874.880.00%market32.56%——0.14%-0.47%0.61%
ACGL2016-07-272016-07-282016-08-04—23.8423.840.00%market15.15%——3.47%0.06%3.41%
WIX2016-07-272016-07-282016-08-04—36.5036.500.00%market30.77%——-1.47%0.06%-1.53%
CYTK2016-10-272016-10-282016-11-04—9.759.750.00%market355.17%——-3.18%-2.15%-1.02%
L2016-10-312016-11-012016-11-08—43.0243.020.00%market28.99%——-1.19%0.55%-1.75%
MET2016-11-022016-11-032016-11-10—40.3040.300.00%market12.28%——18.73%3.30%15.43%
HMN2017-02-062017-02-072017-02-14—41.2041.200.00%market30.00%——2.33%1.88%0.44%
L2017-02-062017-02-072017-02-14—46.5946.590.00%market15.87%——0.69%1.88%-1.19%
EIG2017-02-222017-02-232017-03-02—39.1039.100.00%market72.73%——-1.76%0.59%-2.35%
ATHM2017-03-022017-03-032017-03-10—33.2133.210.00%market45.12%——7.13%-0.20%7.33%
ELV2017-04-262017-04-272017-05-04—180.27180.270.00%market21.24%——-0.31%-0.00%-0.31%
L2017-05-012017-05-022017-05-09—47.2647.260.00%market22.73%——-2.07%0.25%-2.32%
PAYC2017-05-022017-05-032017-05-10—63.1163.110.00%market14.63%——2.02%0.46%1.56%
MET2017-05-032017-05-042017-05-11—47.0147.010.00%market14.96%——-2.27%0.23%-2.50%
ATHM2017-05-102017-05-112017-05-18—38.7338.730.00%market36.36%——7.83%-1.08%8.90%
CORT2017-08-012017-08-022017-08-09—13.1813.180.00%market42.86%——8.17%-0.09%8.26%
CINF2017-08-022017-08-032017-08-10—81.9881.980.00%market25.49%——-2.98%-1.44%-1.54%
HUM2017-08-022017-08-032017-08-10—241.83241.830.00%market13.31%——3.97%-1.44%5.40%
ATHM2017-08-092017-08-102017-08-17—54.0354.030.00%market22.41%——17.54%-1.30%18.84%
EIG2017-10-252017-10-262017-11-02—45.7045.700.00%market14.04%——5.81%0.63%5.18%
L2017-10-302017-10-312017-11-07—49.3049.300.00%market3433.33%——0.29%0.58%-0.29%
EXEL2017-11-012017-11-022017-11-09—26.5226.520.00%market225.00%——-3.00%0.30%-3.30%
MET2017-11-012017-11-022017-11-09—54.8154.810.00%market21.11%——-3.75%0.30%-4.04%
EVC2017-11-022017-11-032017-11-10—5.505.500.00%market284.21%——4.45%0.12%4.32%
HMN2018-02-062018-02-072018-02-14—37.9037.900.00%market16.07%——10.19%0.41%9.78%
GOOS2018-02-082018-02-092018-02-16—32.7532.750.00%market27.78%——3.72%4.72%-1.00%
ACGL2018-02-122018-02-132018-02-21—29.0029.000.00%market21.62%——2.00%2.30%-0.30%
L2018-02-122018-02-132018-02-21—47.2747.270.00%market15.28%——5.15%2.30%2.84%
ANDE2018-02-142018-02-152018-02-23—34.5034.500.00%market63.16%——1.35%1.16%0.19%
HALO2018-02-202018-02-212018-02-28—19.0019.000.00%market18.06%——3.37%-0.09%3.47%
EIG2018-02-212018-02-222018-03-01—43.0043.000.00%market89.29%——-9.87%-1.25%-8.61%
PAGS2018-03-092018-03-122018-03-19—36.3036.300.00%market16.12%——-8.06%-3.12%-4.94%
ZYME2018-03-142018-03-152018-03-22—10.6310.630.00%market6701.34%——14.48%-4.43%18.91%
MC2018-04-232018-04-242018-05-01—56.2556.250.00%market16.67%——-4.28%-1.03%-3.25%
EIG2018-04-252018-04-262018-05-03—40.5540.550.00%market60.00%——-2.32%-0.82%-1.50%
DPZ2018-04-262018-04-272018-05-04—251.98251.980.00%market12.99%——-1.58%-0.37%-1.22%
EXEL2018-05-022018-05-032018-05-10—22.0922.090.00%market131.25%——-16.08%3.72%-19.80%
HCC2018-05-022018-05-032018-05-10—24.7724.770.00%market14.00%——6.68%3.72%2.96%
MET2018-05-022018-05-032018-05-10—45.7245.720.00%market16.24%——2.46%3.72%-1.26%
MANH2018-07-242018-07-252018-08-01—49.6749.670.00%market14.63%——-3.82%-0.17%-3.66%
EIG2018-07-252018-07-262018-08-02—43.0043.000.00%market54.10%——5.48%-0.29%5.77%
CINF2018-07-262018-07-272018-08-03—75.0075.000.00%market50.00%——0.62%-0.04%0.66%
EAF2018-08-032018-08-062018-08-13—212.40212.400.00%market40.68%——-8.29%-0.54%-7.75%
SMMT2018-09-202018-09-212018-09-28—2.382.380.00%market383.78%——-6.82%-0.81%-6.01%
MANH2018-10-232018-10-242018-10-31—44.8544.850.00%market22.50%——6.34%-0.99%7.33%
EIG2018-10-242018-10-252018-11-01—41.5041.500.00%market78.18%——9.42%2.29%7.13%
ACGL2018-10-302018-10-312018-11-07—28.4028.400.00%market13.46%——-0.95%3.83%-4.77%
CEPU2018-11-122018-11-132018-11-20—9.369.360.00%market116.36%——2.46%-3.28%5.75%
DECK2019-01-312019-02-012019-02-08—24.1724.170.00%market23.60%——-2.83%0.12%-2.95%
MANH2019-02-052019-02-062019-02-13—53.8153.810.00%market24.32%——-1.25%0.81%-2.06%
SONO2019-02-062019-02-072019-02-14—11.6511.650.00%market34.15%——-4.65%1.27%-5.92%
VRSN2019-02-072019-02-082019-02-15—174.00174.000.00%market30.58%——0.70%3.21%-2.50%
EAF2019-02-082019-02-112019-02-19—134.10134.100.00%market22.54%——6.61%2.45%4.16%
GOOS2019-02-142019-02-152019-02-25—52.0052.000.00%market25.86%——6.94%1.14%5.80%
EIG2019-02-202019-02-212019-02-28—47.4547.450.00%market89.86%——-12.30%0.35%-12.66%
ACRE2019-02-212019-02-222019-03-01—14.9014.900.00%market12.50%——1.85%0.83%1.02%
ATHM2019-02-262019-02-272019-03-06—88.5388.530.00%market18.02%——-1.25%-0.43%-0.82%
WTI2019-02-272019-02-282019-03-07—5.185.180.00%market46.67%——-4.73%-1.42%-3.32%
EIG2019-04-242019-04-252019-05-02—43.0043.000.00%market77.36%——-1.40%-0.32%-1.08%
L2019-04-292019-04-302019-05-07—51.0451.040.00%market26.32%——-1.82%-1.89%0.07%
ARCC2019-04-302019-05-012019-05-08—18.0418.040.00%market14.29%——-2.21%-2.44%0.23%
MET2019-05-012019-05-022019-05-09—46.7046.700.00%market16.54%——1.57%-1.72%3.29%
GSHD2019-05-022019-05-032019-05-10—31.5031.500.00%market50.00%——5.01%-1.61%6.62%
EIG2019-07-242019-07-252019-08-01—44.8544.850.00%market63.64%——-4.18%-2.03%-2.15%
CINF2019-07-302019-07-312019-08-07—106.09106.090.00%market32.81%——1.10%-4.33%5.42%
EIG2019-10-232019-10-242019-10-31—43.6143.610.00%market31.34%——-3.01%0.80%-3.82%
CINF2019-10-242019-10-252019-11-01—116.00116.000.00%market21.35%——-3.46%2.14%-5.60%
CRSP2019-10-282019-10-292019-11-05—45.0045.000.00%market352.63%——4.83%1.33%3.50%
LAC2019-11-122019-11-132019-11-20—1.811.810.00%market25.00%——-1.20%0.93%-2.13%
PGNY2019-12-042019-12-052019-12-12—27.6227.620.00%market57.89%——-9.01%1.57%-10.58%
ORI2020-01-232020-01-242020-01-31—22.7722.770.00%market20.51%——-1.07%-3.22%2.16%
MET2020-02-052020-02-062020-02-13—51.8351.830.00%market41.43%——0.96%0.94%0.02%
TIMB2020-02-122020-02-132020-02-21—20.1020.100.00%market80.95%——-4.13%-0.71%-3.42%
FAF2020-02-132020-02-142020-02-24—65.7465.740.00%market21.62%——-3.07%-4.47%1.40%
AGO2020-02-272020-02-282020-03-06—41.0541.050.00%market15.38%——1.12%3.03%-1.92%
TME2020-03-162020-03-172020-03-24—10.9810.980.00%market20.00%——-9.57%-0.77%-8.80%
SBS2020-03-272020-03-302020-04-06—1.571.570.00%market153.29%——-13.48%3.58%-17.06%
CHWY2020-04-022020-04-032020-04-13—35.2335.230.00%market76.47%——14.12%9.93%4.19%
ASR2020-04-232020-04-242020-05-01—96.4996.490.00%market20.81%——-1.53%0.73%-2.26%
DPZ2020-04-232020-04-242020-05-01—368.98368.980.00%market32.33%——-3.27%0.73%-4.00%
UI2020-05-082020-05-112020-05-18—185.44185.440.00%market21.05%——-5.25%1.61%-6.85%
RDY2020-05-202020-05-212020-05-29—10.1810.180.00%market24.49%——4.91%2.54%2.37%
CEPU2020-05-272020-05-282020-06-04—3.093.090.00%market469.15%——-10.78%2.20%-12.98%
FAF2020-07-232020-07-242020-07-31—55.3355.330.00%market26.51%——-7.91%1.74%-9.64%
PFG2020-07-272020-07-282020-08-04—46.9946.990.00%market12.31%——-8.08%2.37%-10.45%
ACGL2020-07-292020-07-302020-08-06—30.0430.040.00%market115.38%——4.16%3.86%0.30%
KNSL2020-07-302020-07-312020-08-07—169.00169.000.00%market20.00%——21.63%2.66%18.97%
AIZ2020-08-042020-08-052020-08-12—114.80114.800.00%market31.58%——8.32%1.80%6.52%
HMN2020-08-062020-08-072020-08-14—39.9039.900.00%market71.79%——-0.65%1.07%-1.72%
JD2020-08-172020-08-182020-08-25—68.1968.190.00%market28.21%——15.71%1.71%14.00%
LITB2020-08-192020-08-202020-08-27—14.7014.700.00%market700.00%——-2.96%3.87%-6.82%
VERX2020-09-092020-09-102020-09-17—23.6923.690.00%market100.00%——-4.70%-1.75%-2.95%
CHWY2020-09-102020-09-112020-09-18—58.8258.820.00%market46.67%——-9.99%-1.54%-8.46%
BBBY2020-10-012020-10-022020-10-09—78.9478.940.00%market394.12%——5.33%4.57%0.77%
IDT2020-10-012020-10-022020-10-09—8.458.450.00%market29.17%——30.31%4.57%25.75%
VRSN2020-10-222020-10-232020-10-30—203.71203.710.00%market19.20%——-6.49%-5.61%-0.88%
ACGL2020-10-292020-10-302020-11-06—30.8530.850.00%market16.00%——2.17%6.67%-4.50%
HMN2020-11-022020-11-032020-11-10—35.5335.530.00%market20.59%——11.64%6.10%5.54%
KMPR2020-11-022020-11-032020-11-10—66.4966.490.00%market37.37%——4.50%6.10%-1.60%
MED2020-11-022020-11-032020-11-10—166.34166.340.00%market18.29%——-2.03%6.10%-8.13%
PRU2020-11-032020-11-042020-11-11—67.3867.380.00%market18.01%——8.27%4.64%3.63%
HCI2020-11-052020-11-062020-11-13—49.5549.550.00%market1700.00%——4.40%2.33%2.07%
IH2020-12-022020-12-032020-12-10—25.0025.000.00%market82.15%——-6.42%0.01%-6.43%
LOGI2021-01-182021-01-192021-01-26—102.95102.950.00%market140.20%——-0.44%1.44%-1.88%
ORI2021-01-282021-01-292021-02-05—18.4218.420.00%market87.50%——4.89%3.22%1.68%
HMN2021-02-022021-02-032021-02-10—40.0840.080.00%market24.18%——-3.29%2.00%-5.29%
MET2021-02-032021-02-042021-02-11—49.1249.120.00%market32.68%——12.50%2.02%10.48%
PRU2021-02-042021-02-052021-02-12—83.8183.810.00%market17.20%——-3.62%1.14%-4.76%
UI2021-02-052021-02-082021-02-16—342.57342.570.00%market42.94%——1.81%0.78%1.03%
ACGL2021-02-092021-02-102021-02-18—35.9235.920.00%market12.00%——-2.88%-0.36%-2.53%
STEP2021-02-092021-02-102021-02-18—38.9938.990.00%market64.71%——-12.49%-0.36%-12.13%
CINF2021-02-102021-02-112021-02-19—90.9990.990.00%market37.61%——5.69%-0.31%6.00%
FAF2021-02-112021-02-122021-02-22—57.6057.600.00%market22.67%——-2.29%-0.72%-1.56%
KNSL2021-02-182021-02-192021-02-26—200.00200.000.00%market48.05%——-12.07%-2.99%-9.08%
CCU2021-02-232021-02-242021-03-03—17.1117.110.00%market62.50%——5.98%-1.27%7.25%
XPER2021-02-232021-02-242021-03-03—20.2120.210.00%market14.13%——8.81%-1.27%10.08%
DAO2021-02-252021-02-262021-03-05—32.1532.150.00%market17.26%——-2.15%-0.19%-1.97%
DNLI2021-02-252021-02-262021-03-05—66.1166.110.00%market24450.13%——-7.77%-0.19%-7.58%
RSI2021-03-102021-03-112021-03-18—19.1619.160.00%market98.85%——-0.83%-0.19%-0.64%
LEU2021-03-182021-03-192021-03-26—27.4927.490.00%market117.91%——-12.76%1.56%-14.32%
PAX2021-03-182021-03-192021-03-26—17.1717.170.00%market15.38%——-1.09%1.56%-2.65%
IRON2021-03-292021-03-302021-04-07—147.70147.700.00%market150.17%——-8.56%3.09%-11.65%
FAF2021-04-222021-04-232021-04-30—62.3062.300.00%market22.39%——3.43%1.07%2.36%
KOF2021-04-262021-04-272021-05-04—49.8049.800.00%market17.46%——-5.90%-0.55%-5.35%
ACGL2021-04-272021-04-282021-05-05—40.8540.850.00%market18.00%——-1.72%-0.49%-1.22%
PFG2021-04-272021-04-282021-05-05—63.6063.600.00%market14.18%——3.19%-0.49%3.68%
CINF2021-04-282021-04-292021-05-06—110.05110.050.00%market30.48%——8.69%-0.30%8.98%
HMN2021-05-042021-05-052021-05-12—41.3041.300.00%market37.50%——-7.17%-2.87%-4.30%
MED2021-05-042021-05-052021-05-12—248.78248.780.00%market26.74%——10.14%-2.87%13.01%
LNC2021-05-052021-05-062021-05-13—66.9566.950.00%market22.97%——2.66%-1.33%4.00%
HCI2021-05-062021-05-072021-05-14—80.5380.530.00%market26.23%——-4.99%-0.79%-4.20%
MRNA2021-05-062021-05-072021-05-14—165.78165.780.00%market18.83%——-2.75%-0.79%-1.97%
STEP2021-06-152021-06-162021-06-23—31.8331.830.00%market56.25%——6.72%-0.48%7.20%
MC2021-07-212021-07-222021-07-29—56.8756.870.00%market43.37%——4.54%1.36%3.18%
ASR2021-07-222021-07-232021-07-30—179.42179.420.00%market34.64%——0.90%0.23%0.68%
FAF2021-07-222021-07-232021-07-30—65.9965.990.00%market27.54%——1.90%0.23%1.67%
POOL2021-07-222021-07-232021-07-30—454.11454.110.00%market16.24%——5.12%0.23%4.89%
KOF2021-07-262021-07-272021-08-03—54.7354.730.00%market16.18%——4.39%0.28%4.11%
CINF2021-07-282021-07-292021-08-05—116.01116.010.00%market80.81%——0.23%0.44%-0.21%
CRSP2021-07-292021-07-302021-08-06—122.44122.440.00%market168.18%——11.58%1.05%10.53%
BCC2021-08-022021-08-032021-08-10—50.6950.690.00%market57.76%——7.53%0.97%6.57%
LNC2021-08-042021-08-052021-08-12—64.1164.110.00%market30.99%——9.99%1.11%8.88%
MED2021-08-042021-08-052021-08-12—295.38295.380.00%market19.28%——-20.14%1.11%-21.25%
NVO2021-08-042021-08-052021-08-12—50.6650.660.00%market13.16%——0.35%1.11%-0.76%
ESNT2021-08-062021-08-092021-08-16—47.9247.920.00%market12.70%——-1.33%1.02%-2.35%
BNTX2021-08-092021-08-102021-08-17—458.00458.000.00%market55.45%——-20.13%0.32%-20.45%
PAX2021-08-192021-08-202021-08-27—16.2116.210.00%market323.08%——0.15%2.28%-2.13%
SBSW2021-08-262021-08-272021-09-03—15.7215.720.00%market859.86%——0.15%1.33%-1.18%
FAF2021-10-212021-10-222021-10-29—75.3575.350.00%market29.52%——-3.03%1.35%-4.38%
ASR2021-10-252021-10-262021-11-02—198.13198.130.00%market35.98%——-0.71%1.03%-1.73%
MC2021-10-272021-10-282021-11-04—74.3074.300.00%market31.11%——2.35%2.51%-0.16%
LPX2021-11-022021-11-032021-11-10—64.4364.430.00%market13.16%——-0.52%0.50%-1.02%
CCU2021-11-032021-11-042021-11-11—17.3817.380.00%market15.38%——11.70%-0.34%12.04%
MED2021-11-042021-11-052021-11-12—212.61212.610.00%market15.58%——6.76%-0.43%7.19%
ESNT2021-11-052021-11-082021-11-15—48.3048.300.00%market36.30%——-4.14%-0.48%-3.65%
CUBB2021-11-082021-11-092021-11-16—27.3027.300.00%market133.33%——-0.50%-0.01%-0.49%
BNTX2021-11-092021-11-102021-11-17—233.16233.160.00%market23.49%——16.56%0.55%16.01%
LEU2021-11-102021-11-112021-11-18—68.9068.900.00%market602.38%——1.38%0.97%0.41%
ZIM2021-11-172021-11-182021-11-26—53.5053.500.00%market31.46%——-0.70%-2.19%1.49%
ORI2022-01-272022-01-282022-02-04—25.2025.200.00%market23.94%——4.03%3.70%0.32%
CB2022-02-012022-02-022022-02-09—205.00205.000.00%market15.81%——1.83%0.45%1.38%
PFG2022-02-072022-02-082022-02-15—76.5076.500.00%market12.12%——-1.05%-0.14%-0.91%
WTM2022-02-082022-02-092022-02-16—1,047.001,047.000.00%market1044.21%——1.13%-1.89%3.02%
FAF2022-02-102022-02-112022-02-18—71.0371.030.00%market28.09%——-4.24%-3.38%-0.86%
CINF2022-02-152022-02-162022-02-24—123.26123.260.00%market31.33%——-3.22%-3.52%0.31%
KNSL2022-02-172022-02-182022-02-28—192.60192.600.00%market26.62%——8.81%-0.16%8.97%
RCUS2022-02-232022-02-242022-03-03—28.7228.720.00%market601.35%——25.87%6.01%19.87%
ASR2022-02-242022-02-252022-03-04—211.78211.780.00%market29.13%——-4.26%0.60%-4.86%
KOF2022-02-242022-02-252022-03-04—53.7153.710.00%market64.20%——-2.13%0.60%-2.73%
MRNA2022-02-242022-02-252022-03-04—156.02156.020.00%market14.04%——-12.64%0.60%-13.23%
EXE2022-02-252022-02-282022-03-07—75.0575.050.00%market47.58%——14.34%-2.92%17.26%
SBSW2022-03-032022-03-042022-03-11—18.7318.730.00%market1224.37%——-5.60%-2.71%-2.89%
AMR2022-03-072022-03-082022-03-15—117.81117.810.00%market17.57%——-3.81%1.56%-5.37%
TMC2022-03-242022-03-252022-04-01—1.961.960.00%market25.00%——24.90%0.39%24.51%
BNTX2022-03-302022-03-312022-04-07—173.00173.000.00%market64.66%——-2.35%-1.99%-0.36%
ASR2022-04-252022-04-262022-05-03—203.79203.790.00%market21.52%——3.95%-2.22%6.17%
NLY2022-04-272022-04-282022-05-05—25.6425.640.00%market21.74%——4.11%-2.01%6.12%
EGY2022-05-032022-05-042022-05-11—6.916.910.00%market16.67%——-13.41%-5.83%-7.58%
CCU2022-05-042022-05-052022-05-12—13.4813.480.00%market19.44%——-2.62%-7.59%4.96%
HCI2022-05-042022-05-052022-05-12—67.9867.980.00%market126.67%——-4.62%-7.59%2.97%
MRNA2022-05-042022-05-052022-05-12—151.87151.870.00%market64.68%——-14.39%-7.59%-6.80%
ESNT2022-05-062022-05-092022-05-16—41.7441.740.00%market72.60%——-3.07%-1.24%-1.83%
STG2022-05-312022-06-012022-06-08—4.764.760.00%market281.29%——4.39%-0.95%5.34%
ASR2022-07-252022-07-262022-08-02—186.48186.480.00%market26.44%——2.06%3.61%-1.55%
KOF2022-07-252022-07-262022-08-02—56.5956.590.00%market32.53%——4.60%3.61%0.99%
CB2022-07-262022-07-272022-08-03—190.16190.160.00%market16.99%——-2.45%5.09%-7.54%
NLY2022-07-272022-07-282022-08-04—26.2826.280.00%market20.00%——0.66%3.06%-2.39%
FAF2022-07-282022-07-292022-08-05—58.0958.090.00%market21.60%——-4.71%1.45%-6.16%
HCC2022-08-032022-08-042022-08-11—30.8030.800.00%market18.11%——3.47%1.36%2.12%
ESNT2022-08-052022-08-082022-08-15—43.1843.180.00%market43.05%——1.38%3.28%-1.90%
PFG2022-08-082022-08-092022-08-16—71.1071.100.00%market18.71%——10.98%4.24%6.74%
BHP2022-08-162022-08-172022-08-24—56.2756.270.00%market87.58%——3.24%-2.87%6.11%
PAGS2022-08-252022-08-262022-09-02—16.4516.450.00%market113.64%——-8.43%-6.47%-1.95%
RLI2022-10-192022-10-202022-10-27—54.7654.760.00%market47.06%——15.28%3.25%12.03%
KOF2022-10-242022-10-252022-11-01—60.8160.810.00%market24.10%——5.74%1.51%4.23%
PFG2022-10-272022-10-282022-11-04—83.0083.000.00%market16.55%——8.19%-0.93%9.12%
AMPY2022-11-012022-11-022022-11-09—9.829.820.00%market588.24%——-14.46%-2.54%-11.91%
TPL2022-11-022022-11-032022-11-10—256.11256.110.00%market16.88%——16.42%6.25%10.17%
MED2022-11-032022-11-042022-11-11—96.3796.370.00%market71.20%——18.58%5.71%12.87%
CCU2022-11-082022-11-092022-11-16—11.3211.320.00%market599.79%——0.34%4.08%-3.74%
CIG-C2022-11-112022-11-142022-11-21—2.382.380.00%market21.11%——5.36%-0.52%5.88%
CIFR2022-11-142022-11-152022-11-22—0.960.960.00%market14.29%——-22.11%-0.31%-21.80%
SQM2022-11-162022-11-172022-11-25—100.26100.260.00%market13.91%——-7.72%3.04%-10.76%
RDY2023-01-252023-01-262023-02-02—10.5410.540.00%market32.35%——2.08%3.39%-1.30%
RLI2023-01-252023-01-262023-02-02—67.7267.720.00%market42.59%——-3.90%3.39%-7.28%
ORI2023-01-262023-01-272023-02-03—26.5026.500.00%market63.27%——-0.93%2.15%-3.08%
UI2023-02-032023-02-062023-02-13—282.50282.500.00%market44.96%——-0.21%0.74%-0.96%
AIZ2023-02-072023-02-082023-02-15—131.00131.000.00%market24.71%——0.63%0.21%0.42%
EXE2023-02-212023-02-222023-03-01—80.5080.500.00%market44.03%——0.94%-1.20%2.14%
CQP2023-02-232023-02-242023-03-03—52.5552.550.00%market37.50%——-6.13%2.22%-8.35%
DAO2023-02-232023-02-242023-03-03—8.268.260.00%market189.44%——14.91%2.22%12.69%
KOF2023-02-232023-02-242023-03-03—71.7971.790.00%market55.86%——3.24%2.22%1.03%
GPOR2023-02-282023-03-012023-03-08—72.3872.380.00%market43.89%——8.51%0.89%7.62%
CIG2023-03-242023-03-272023-04-03—1.551.550.00%market87.59%——12.16%3.22%8.94%
CALM2023-03-282023-03-292023-04-05—56.8956.890.00%market21.02%——-2.75%1.92%-4.67%
RLI2023-04-192023-04-202023-04-27—69.4469.440.00%market34.43%——1.54%0.29%1.25%
MANH2023-04-252023-04-262023-05-03—166.00166.000.00%market25.00%——0.83%0.32%0.51%
CINF2023-04-272023-04-282023-05-05—106.78106.780.00%market30.88%——-1.54%0.28%-1.82%
MED2023-05-012023-05-022023-05-09—84.7784.770.00%market52.92%——3.12%-0.93%4.05%
AIZ2023-05-022023-05-032023-05-10—126.24126.240.00%market18.53%——2.25%0.36%1.89%
PAGS2023-05-252023-05-262023-06-05—11.3911.390.00%market15.00%——-9.93%2.83%-12.77%
STG2023-05-252023-05-262023-06-05—4.644.640.00%market32.87%——-32.86%2.83%-35.69%
MANH2023-07-252023-07-262023-08-02—195.00195.000.00%market22.22%——-3.66%-0.95%-2.70%
ALKS2023-07-262023-07-272023-08-03—30.2230.220.00%market14.58%——-8.67%-2.22%-6.45%
CINF2023-07-272023-07-282023-08-04—107.92107.920.00%market68.06%——0.90%-1.99%2.89%
FAF2023-07-272023-07-282023-08-04—63.1963.190.00%market33.66%——-1.14%-1.99%0.85%
UVE2023-07-272023-07-282023-08-04—16.5916.590.00%market12.99%——-13.66%-1.99%-11.67%
AIZ2023-08-012023-08-022023-08-09—140.00140.000.00%market49.62%——0.46%-1.65%2.11%
IMOS2023-08-032023-08-042023-08-11—22.9522.950.00%market68.37%——-0.19%-1.12%0.94%
IHG2023-08-082023-08-092023-08-16—76.7076.700.00%market59.04%——-0.57%-2.09%1.52%
TEO2023-08-092023-08-102023-08-17—5.705.700.00%market25.00%——-2.56%-2.66%0.10%
CEPU2023-08-112023-08-142023-08-21—6.836.830.00%market366.67%——-4.35%-1.21%-3.14%
DAO2023-08-242023-08-252023-09-01—3.713.710.00%market12.68%——10.95%2.85%8.10%
KOF2023-10-242023-10-252023-11-01—72.4072.400.00%market19.05%——5.96%0.18%5.78%
MANH2023-10-242023-10-252023-11-01—183.13183.130.00%market36.36%——8.10%0.18%7.91%
PLMR2023-11-012023-11-022023-11-09—56.8056.800.00%market24.32%——1.59%1.70%-0.11%
TGTX2023-11-012023-11-022023-11-09—10.1210.120.00%market508.33%——0.10%1.70%-1.60%
BAM2023-11-062023-11-072023-11-14—31.0731.070.00%market12.90%——5.11%2.99%2.12%
NVDA2023-11-212023-11-222023-11-30—49.8549.850.00%market17.65%——-6.28%0.31%-6.59%
CB2024-01-302024-01-312024-02-07—247.20247.200.00%market63.71%——-0.23%1.94%-2.17%
MANH2024-01-302024-01-312024-02-07—255.65255.650.00%market28.75%——-3.98%1.94%-5.92%
RDY2024-01-312024-02-012024-02-08—14.3214.320.00%market13.25%——2.20%2.82%-0.62%
DECK2024-02-012024-02-022024-02-09—139.29139.290.00%market32.63%——1.03%2.36%-1.32%
CINF2024-02-062024-02-072024-02-14—107.97107.970.00%market18.13%——2.65%0.46%2.19%
ROIV2024-02-132024-02-142024-02-22—10.8010.800.00%market32.04%——5.09%2.16%2.93%
PLMR2024-02-142024-02-152024-02-23—66.9366.930.00%market18.09%——13.06%1.71%11.35%
NVDA2024-02-212024-02-222024-02-29—75.0375.030.00%market13.04%——5.34%0.81%4.53%
UVE2024-02-222024-02-232024-03-01—18.6718.670.00%market86.96%——7.29%0.70%6.59%
UGP2024-02-282024-02-292024-03-07—5.915.910.00%market81.82%——-0.27%1.33%-1.60%
GPGI2024-03-062024-03-072024-03-14—4.984.980.00%market12.98%——-3.11%0.35%-3.46%
HCI2024-03-072024-03-082024-03-15—113.52113.520.00%market128.37%——-2.00%-1.09%-0.91%
HRTG2024-03-112024-03-122024-03-19—8.858.850.00%market150.00%——4.19%0.44%3.75%
MANH2024-04-232024-04-242024-05-01—208.49208.490.00%market18.39%——-0.45%-1.23%0.78%
KOF2024-04-242024-04-252024-05-02—96.1896.180.00%market16.67%——1.35%1.17%0.17%
MCY2024-04-302024-05-012024-05-08—53.1053.100.00%market420.00%——6.98%3.15%3.83%
PTGX2024-05-072024-05-082024-05-15—27.0827.080.00%market173.95%——16.11%2.82%13.29%
MANH2024-07-232024-07-242024-07-31—247.39247.390.00%market23.30%——3.13%0.36%2.77%
CINF2024-07-252024-07-262024-08-02—116.00116.000.00%market34.24%——12.27%-1.73%14.00%
ORI2024-07-252024-07-262024-08-02—33.0533.050.00%market24.59%——4.68%-1.73%6.41%
HCI2024-08-082024-08-092024-08-16—92.9892.980.00%market20.98%——3.24%4.62%-1.38%
GCTS2024-08-142024-08-152024-08-22—3.353.350.00%market87.50%——-5.47%1.22%-6.70%
DAO2024-08-222024-08-232024-08-30—3.293.290.00%market57.87%——0.20%0.74%-0.54%
MANH2024-10-222024-10-232024-10-30—280.00280.000.00%market27.36%——-5.17%-0.22%-4.96%
FPI2024-10-302024-10-312024-11-07—11.2411.240.00%market152.53%——8.09%3.48%4.60%
ABXL2024-11-072024-11-082024-11-15—26.9426.940.00%market47.93%——-1.73%-1.75%0.01%
INOD2024-11-072024-11-082024-11-15—30.3430.340.00%market400.00%——21.03%-1.75%22.78%
SBS2024-11-122024-11-132024-11-20—3.323.320.00%market122.22%——2.91%-1.15%4.06%
EVTL2024-11-152024-11-182024-11-25—4.574.570.00%market30.27%——52.42%1.93%50.49%
PTGX2025-02-212025-02-242025-03-03—38.7538.750.00%market3200.00%——-0.75%-3.03%2.29%
ACAD2025-02-262025-02-272025-03-06—19.4419.440.00%market30.77%——-9.51%-4.04%-5.47%
CDNA2025-02-262025-02-272025-03-06—22.3822.380.00%market260.00%——-15.65%-4.04%-11.61%
HCI2025-02-272025-02-282025-03-07—126.00126.000.00%market111.27%——7.74%-1.65%9.39%
HIPO2025-03-052025-03-062025-03-13—31.7631.760.00%market53.33%——-15.21%-4.18%-11.03%
SRFM2025-03-182025-03-192025-03-26—4.014.010.00%market149.58%——-10.08%1.02%-11.10%
GCTS2025-03-252025-03-262025-04-02—2.032.030.00%market26.67%——-19.80%-1.86%-17.95%
MANH2025-04-222025-04-232025-04-30—178.47178.470.00%market15.53%——-0.71%2.61%-3.32%
PTCT2025-05-062025-05-072025-05-14—39.4039.400.00%market1029.63%——18.55%4.90%13.66%
SEZL2025-05-072025-05-082025-05-15—68.8268.820.00%market212.50%——30.82%4.46%26.36%
SOUN2025-05-082025-05-092025-05-16—9.709.700.00%market542.86%——15.26%4.89%10.37%
UI2025-05-092025-05-122025-05-19—429.00429.000.00%market52.28%——0.06%2.30%-2.24%
EVTL2025-05-132025-05-142025-05-21—5.025.020.00%market1210.00%——2.89%-0.84%3.73%
STOK2025-05-132025-05-142025-05-21—8.718.710.00%market613.51%——8.74%-0.84%9.58%
P2025-05-282025-05-292025-06-05—51.5851.580.00%market17.98%——5.75%-0.00%5.76%
EVTL2025-06-102025-06-112025-06-18—5.825.820.00%market2165.00%——1.10%-1.12%2.22%
MANH2025-07-222025-07-232025-07-30—245.00245.000.00%market15.93%——-7.06%0.46%-7.52%
STRD2025-07-312025-08-012025-08-08—85.1185.110.00%market33253.67%——0.95%1.74%-0.79%
HG2025-08-062025-08-072025-08-14—22.3522.350.00%market53.47%——9.07%1.37%7.70%
UI2025-08-222025-08-252025-09-02—513.01513.010.00%market58.74%——2.92%-0.59%3.51%
LUXE2025-09-112025-09-122025-09-19—9.099.090.00%market3261.11%——-5.49%0.93%-6.42%
MANH2025-10-212025-10-222025-10-29—198.79198.790.00%market14.29%——-10.39%2.29%-12.68%
QCRH2025-10-222025-10-232025-10-30—74.2174.210.00%market25.43%——-0.13%1.75%-1.88%
MAX2025-10-292025-10-302025-11-06—13.2413.240.00%market23.81%——-4.10%-1.99%-2.12%
INDV2025-10-302025-10-312025-11-07—29.6829.680.00%market89.47%——5.49%-2.05%7.55%
AFL2025-11-042025-11-052025-11-12—110.74110.740.00%market40.68%——3.39%1.24%2.15%
HLNE2025-11-042025-11-052025-11-12—124.17124.170.00%market42.59%——8.22%1.24%6.97%
HIPO2025-11-052025-11-062025-11-13—38.2838.280.00%market1650.00%——-15.36%-0.65%-14.70%
CLMT2025-11-072025-11-102025-11-17—19.2819.280.00%market30.00%——-3.78%-1.71%-2.07%
UI2025-11-072025-11-102025-11-17—632.82632.820.00%market18.09%——-14.53%-1.71%-12.82%
QCRH2026-01-272026-01-282026-02-04—89.0889.080.00%market12.76%——3.78%-1.56%5.34%
DECK2026-01-292026-01-302026-02-06—114.90114.900.00%market20.22%——0.38%-0.17%0.55%
SONO2026-02-032026-02-042026-02-11—16.1016.100.00%market26.56%——2.38%0.23%2.15%
UI2026-02-062026-02-092026-02-17—617.57617.570.00%market25.97%——12.53%-0.95%13.48%
LYFT2026-02-102026-02-112026-02-19—14.2214.220.00%market53.85%——-2.35%-1.71%-0.64%
STAG2026-02-112026-02-122026-02-20—39.8039.800.00%market175.00%——-0.78%-0.69%-0.09%
FPI2026-02-182026-02-192026-02-26—12.1212.120.00%market19.05%——7.00%0.80%6.20%
IIPR2026-02-232026-02-242026-03-03—47.6047.600.00%market79.05%——12.53%-0.23%12.76%
LKFT2026-02-232026-02-242026-03-03—35.7335.730.00%market11077.73%——-7.60%-0.23%-7.37%
BCRX2026-02-262026-02-272026-03-06—7.957.950.00%market1500.00%——6.57%-1.57%8.13%
INDV2026-02-262026-02-272026-03-06—33.1533.150.00%market26.15%——-2.75%-1.57%-1.19%
ANRO2026-03-162026-03-172026-03-24—24.3224.320.00%market19.64%——-17.08%-2.86%-14.22%
ANDG2026-03-172026-03-182026-03-25—26.2226.220.00%market53.57%——-0.67%-1.73%1.05%
MU2026-03-182026-03-192026-03-26—424.97424.970.00%market32.75%——-16.46%-1.81%-14.65%
GCTS2026-03-252026-03-262026-04-02—1.111.110.00%market31.82%——8.01%0.58%7.43%
MANH2026-04-212026-04-222026-04-29—149.00149.000.00%market12.73%——-3.56%0.34%-3.90%
FICO2026-04-282026-04-292026-05-06—1,088.781,088.780.00%market14.78%——-2.10%3.21%-5.31%
IRT2026-04-292026-04-302026-05-07—15.9515.950.00%market766.67%——2.53%2.37%0.16%
INDV2026-04-302026-05-012026-05-08—37.3937.390.00%market50.00%——5.54%2.27%3.27%
KIM2026-04-302026-05-012026-05-08—23.6523.650.00%market19.36%——-0.82%2.27%-3.09%
SNDK2026-04-302026-05-012026-05-08—1,059.021,059.020.00%market60.12%——47.43%2.27%45.16%
OSCR2026-05-062026-05-072026-05-14—19.7919.790.00%market71.07%——16.88%1.78%15.09%
SEZL2026-05-062026-05-072026-05-14—100.66100.660.00%market15.32%——2.66%1.78%0.88%
MU2026-06-242026-06-252026-07-02—1,233.001,233.000.00%market19.69%——-20.98%0.79%-21.77%