EPS surp.>10 & Rev. surp.>10 (hold 20d) (lookback 50y)
Run 5f77e96e · view hypothesis
completed
Trades
1179
Win rate
54.54%
Avg return
1.10%
Median return
1.04%
Avg abnormal
0.28%
Median abnormal
-0.36%
Best trade
189.54%
Worst trade
-71.32%
Sharpe (per-trade)
0.08
Max drawdown
-99.46%
Portfolio (equal_weight)
Total return
260.12%
Max drawdown
-38.86%
Avg trade return
1.10%
Win rate
54.54%
Signals
25661
Configured concurrent
5
Observed concurrent
5
Trades taken
1179
Skipped (no capacity)
24482
Excess vs benchmark
-226.26%
Avg entry slippage
0.00%
Return if filled at market
260.12%
VWAP fills
0
VWAP fallbacks
0
24482 of 25661qualifying 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 | 4.27% | 2.22% | 70.00% |
| 2007 | 60 | -0.22% | 0.49% | 48.33% |
| 2008 | 59 | -1.38% | 2.07% | 45.76% |
| 2009 | 60 | 1.85% | -0.68% | 60.00% |
| 2010 | 61 | 3.54% | 2.76% | 68.85% |
| 2011 | 61 | -1.00% | -1.22% | 45.90% |
| 2012 | 59 | 1.16% | 0.07% | 49.15% |
| 2013 | 60 | 3.58% | 1.60% | 65.00% |
| 2014 | 61 | 1.79% | 0.78% | 49.18% |
| 2015 | 60 | 0.65% | 1.06% | 51.67% |
| 2016 | 60 | 1.36% | 0.06% | 53.33% |
| 2017 | 60 | 1.55% | -0.19% | 58.33% |
| 2018 | 59 | -0.73% | -0.06% | 44.07% |
| 2019 | 62 | -0.54% | -2.61% | 58.06% |
| 2020 | 61 | 0.15% | -1.39% | 60.66% |
| 2021 | 59 | -0.19% | -2.13% | 52.54% |
| 2022 | 58 | 1.56% | 2.65% | 60.34% |
| 2023 | 56 | -1.04% | -2.96% | 42.86% |
| 2024 | 53 | 4.21% | 2.46% | 58.49% |
| 2025 | 60 | 0.49% | -0.97% | 58.33% |
| 2026 | 30 | 7.70% | 6.55% | 53.33% |
Trades (1179)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Rev. surp. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ADBE | 2006-09-14 | 2006-09-21 | 2006-10-19 | — | 37.83 | 37.83 | 0.00% | market | 11.54% | 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% | 60127.42% | 3.38% | 3.17% | 0.21% |
| MS | 2006-09-20 | 2006-09-21 | 2006-10-19 | — | 61.50 | 61.50 | 0.00% | market | 27.74% | 10.08% | 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% | 12.50% | 5.14% | 3.17% | 1.98% |
| CAG | 2006-09-21 | 2006-09-22 | 2006-10-20 | — | 18.29 | 18.29 | 0.00% | market | 13.04% | 22.81% | 9.63% | 3.93% | 5.71% |
| ALB | 2006-10-18 | 2006-10-19 | 2006-11-16 | — | 30.53 | 30.53 | 0.00% | market | 43.18% | 43.19% | 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% | 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% | 45.86% | 9.72% | 2.93% | 6.80% |
| BSX | 2006-10-18 | 2006-10-19 | 2006-11-16 | — | 15.60 | 15.60 | 0.00% | market | 11.11% | 11.11% | 4.39% | 2.93% | 1.46% |
| CNI | 2006-10-19 | 2006-10-20 | 2006-11-17 | — | 23.25 | 23.25 | 0.00% | market | 10.53% | 12.02% | -0.32% | 2.62% | -2.93% |
| CPA | 2006-11-15 | 2006-11-16 | 2006-12-15 | — | 44.17 | 44.17 | 0.00% | market | 10.13% | 11.27% | 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% | 99.93% | -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% | 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% | 41.66% | 12.65% | 1.35% | 11.29% |
| BKE | 2006-11-16 | 2006-11-17 | 2006-12-18 | — | 19.53 | 19.53 | 0.00% | market | 17.65% | 17.63% | 14.85% | 1.44% | 13.41% |
| CIEN | 2006-12-14 | 2006-12-15 | 2007-01-18 | — | 27.87 | 27.87 | 0.00% | market | 23.08% | 30.00% | 1.87% | -0.07% | 1.94% |
| NDSN | 2006-12-19 | 2006-12-20 | 2007-01-23 | — | 24.00 | 24.00 | 0.00% | market | 22.22% | 28.57% | 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% | 20.00% | -6.85% | 1.18% | -8.03% |
| NKE | 2006-12-20 | 2006-12-21 | 2007-01-24 | — | 12.40 | 12.40 | 0.00% | market | 14.29% | 16.67% | -2.52% | 1.18% | -3.70% |
| CAG | 2006-12-21 | 2006-12-22 | 2007-01-25 | — | 21.13 | 21.13 | 0.00% | market | 21.21% | 41.19% | -3.32% | 0.44% | -3.76% |
| AAPL | 2007-01-17 | 2007-01-18 | 2007-02-15 | — | 3.29 | 3.29 | 0.00% | market | 33.33% | 45.29% | -7.70% | 1.84% | -9.54% |
| AOS | 2007-01-22 | 2007-01-23 | 2007-02-21 | — | 6.38 | 6.38 | 0.00% | market | 25.00% | 25.00% | 4.76% | 2.61% | 2.14% |
| ALB | 2007-01-23 | 2007-01-24 | 2007-02-22 | — | 37.15 | 37.15 | 0.00% | market | 25.53% | 34.29% | 14.57% | 2.03% | 12.54% |
| EPC | 2007-01-23 | 2007-01-24 | 2007-02-22 | — | 61.18 | 61.18 | 0.00% | market | 10.42% | 10.42% | 5.77% | 2.03% | 3.74% |
| APD | 2007-01-24 | 2007-01-25 | 2007-02-23 | — | 69.12 | 69.12 | 0.00% | market | 10.75% | 18.80% | 3.79% | 1.00% | 2.79% |
| BIDU | 2007-02-14 | 2007-02-15 | 2007-03-16 | — | 10.29 | 10.29 | 0.00% | market | 41.16% | 20.30% | -7.01% | -4.90% | -2.11% |
| BYD | 2007-02-20 | 2007-02-21 | 2007-03-21 | — | 49.06 | 49.06 | 0.00% | market | 15.38% | 18.18% | -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% | 12.50% | -2.76% | -1.97% | -0.79% |
| HL | 2007-02-21 | 2007-02-22 | 2007-03-22 | — | 8.10 | 8.10 | 0.00% | market | 40.00% | 37.79% | 9.90% | -1.97% | 11.87% |
| BFS | 2007-02-22 | 2007-02-23 | 2007-03-23 | — | 58.00 | 58.00 | 0.00% | market | 11.43% | 11.44% | -0.67% | -1.61% | 0.94% |
| DAR | 2007-03-15 | 2007-03-16 | 2007-04-16 | — | 5.91 | 5.91 | 0.00% | market | 40.00% | 40.03% | 35.26% | 5.30% | 29.96% |
| ICFI | 2007-03-20 | 2007-03-21 | 2007-04-19 | — | 19.75 | 19.75 | 0.00% | market | 116.67% | 105.06% | 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% | 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% | 24.35% | 1.05% | 3.34% | -2.29% |
| CATO | 2007-03-22 | 2007-03-23 | 2007-04-23 | — | 23.97 | 23.97 | 0.00% | market | 11.11% | 11.11% | -5.94% | 3.34% | -9.28% |
| SMTC | 2007-04-13 | 2007-04-16 | 2007-05-14 | — | 13.71 | 13.71 | 0.00% | market | 18.18% | 18.11% | 12.66% | 3.22% | 9.44% |
| ASML | 2007-04-18 | 2007-04-19 | 2007-05-17 | — | 39.42 | 39.42 | 0.00% | market | 11.78% | 49.26% | -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% | 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% | 12.84% | 3.57% | 2.81% | 0.76% |
| MAN | 2007-04-20 | 2007-04-23 | 2007-05-21 | — | 79.30 | 79.30 | 0.00% | market | 13.11% | 13.11% | 10.11% | 2.81% | 7.30% |
| BBAR | 2007-05-11 | 2007-05-14 | 2007-06-12 | — | 10.28 | 10.28 | 0.00% | market | 40.00% | 15.54% | -7.88% | -0.80% | -7.08% |
| CIGI | 2007-05-16 | 2007-05-17 | 2007-06-15 | — | 20.16 | 20.16 | 0.00% | market | 63.64% | 90.37% | 9.92% | 1.12% | 8.80% |
| GME | 2007-05-23 | 2007-05-24 | 2007-06-22 | — | 8.97 | 8.97 | 0.00% | market | 12.03% | 12.50% | 11.61% | -1.30% | 12.90% |
| SNPS | 2007-05-23 | 2007-05-24 | 2007-06-22 | — | 26.07 | 26.07 | 0.00% | market | 25.00% | 25.01% | 1.93% | -1.30% | 3.23% |
| BKE | 2007-05-24 | 2007-05-25 | 2007-06-25 | — | 25.32 | 25.32 | 0.00% | market | 12.50% | 12.51% | 0.77% | -1.10% | 1.87% |
| CASY | 2007-06-13 | 2007-06-14 | 2007-07-13 | — | 27.92 | 27.92 | 0.00% | market | 15.38% | 14.00% | -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% | 42.45% | -8.72% | 0.97% | -9.69% |
| SJM | 2007-06-21 | 2007-06-22 | 2007-07-23 | — | 61.09 | 61.09 | 0.00% | market | 19.05% | 418.17% | -4.23% | 1.62% | -5.84% |
| CAG | 2007-06-27 | 2007-06-28 | 2007-07-27 | — | 20.81 | 20.81 | 0.00% | market | 22.58% | 53.27% | -4.38% | -3.50% | -0.87% |
| UNF | 2007-06-27 | 2007-06-28 | 2007-07-27 | — | 45.65 | 45.65 | 0.00% | market | 10.94% | 10.94% | -16.05% | -3.50% | -12.54% |
| FIZZ | 2007-07-12 | 2007-07-13 | 2007-08-10 | — | 6.23 | 6.23 | 0.00% | market | 20.00% | 19.96% | -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% | 16.67% | -7.93% | -8.44% | 0.51% |
| AUB | 2007-07-20 | 2007-07-23 | 2007-08-20 | — | 20.98 | 20.98 | 0.00% | market | 10.53% | 10.67% | 7.96% | -6.19% | 14.14% |
| AZN | 2007-07-26 | 2007-07-27 | 2007-08-24 | — | 52.48 | 52.48 | 0.00% | market | 15.38% | 18.18% | -6.31% | 0.08% | -6.39% |
| BDC | 2007-07-26 | 2007-07-27 | 2007-08-24 | — | 55.80 | 55.80 | 0.00% | market | 11.27% | 11.28% | -10.01% | 0.08% | -10.09% |
| AES | 2007-08-09 | 2007-08-10 | 2007-09-10 | — | 18.96 | 18.96 | 0.00% | market | 23.81% | 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% | 20.20% | 15.49% | 6.52% | 8.97% |
| DKS | 2007-08-21 | 2007-08-22 | 2007-09-20 | — | 30.31 | 30.31 | 0.00% | market | 10.53% | 10.53% | 13.49% | 4.29% | 9.20% |
| BKE | 2007-08-23 | 2007-08-24 | 2007-09-24 | — | 23.76 | 23.76 | 0.00% | market | 19.05% | 19.01% | 6.55% | 3.56% | 2.99% |
| GME | 2007-08-23 | 2007-08-24 | 2007-09-24 | — | 12.10 | 12.10 | 0.00% | market | 61.16% | 55.55% | 15.93% | 3.56% | 12.38% |
| BBY | 2007-09-18 | 2007-09-19 | 2007-10-17 | — | 48.29 | 48.29 | 0.00% | market | 25.00% | 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% | 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% | 17.65% | -9.87% | -1.99% | -7.88% |
| WOR | 2007-09-25 | 2007-09-26 | 2007-10-24 | — | 13.56 | 13.56 | 0.00% | market | 22.73% | 22.72% | 11.70% | -0.51% | 12.21% |
| CPRT | 2007-09-26 | 2007-09-27 | 2007-10-25 | — | 1.95 | 1.95 | 0.00% | market | 13.87% | 11.10% | 20.41% | -0.70% | 21.11% |
| DAL | 2007-10-16 | 2007-10-17 | 2007-11-14 | — | 20.36 | 20.36 | 0.00% | market | 33.33% | 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% | 42.95% | -1.78% | -4.72% | 2.94% |
| BANF | 2007-10-18 | 2007-10-19 | 2007-11-16 | — | 22.52 | 22.52 | 0.00% | market | 26.19% | 19.90% | 1.81% | -4.77% | 6.58% |
| AVY | 2007-10-23 | 2007-10-24 | 2007-11-21 | — | 58.90 | 58.90 | 0.00% | market | 11.11% | 11.11% | -15.58% | -6.30% | -9.28% |
| ALGN | 2007-10-24 | 2007-10-25 | 2007-11-23 | — | 22.50 | 22.50 | 0.00% | market | 44.44% | 44.35% | -34.32% | -4.96% | -29.36% |
| EIG | 2007-11-13 | 2007-11-14 | 2007-12-13 | — | 19.62 | 19.62 | 0.00% | market | 16.67% | 41.96% | -7.54% | -0.11% | -7.43% |
| EXLS | 2007-11-13 | 2007-11-14 | 2007-12-13 | — | 4.83 | 4.83 | 0.00% | market | 10.53% | 30.47% | -3.83% | -0.11% | -3.72% |
| CPA | 2007-11-15 | 2007-11-16 | 2007-12-17 | — | 34.25 | 34.25 | 0.00% | market | 21.35% | 21.36% | 10.59% | -0.85% | 11.43% |
| BRC | 2007-11-20 | 2007-11-21 | 2007-12-20 | — | 35.70 | 35.70 | 0.00% | market | 10.00% | 10.01% | 0.38% | 2.60% | -2.22% |
| DE | 2007-11-21 | 2007-11-23 | 2007-12-21 | — | 77.50 | 77.50 | 0.00% | market | 22.08% | 22.08% | 15.81% | 3.54% | 12.27% |
| CIEN | 2007-12-13 | 2007-12-14 | 2008-01-15 | — | 36.95 | 36.95 | 0.00% | market | 14.29% | 14.28% | -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% | 23.08% | -5.19% | -6.57% | 1.38% |
| NKE | 2007-12-19 | 2007-12-20 | 2008-01-22 | — | 16.45 | 16.45 | 0.00% | market | 12.50% | 14.29% | -13.05% | -10.98% | -2.07% |
| ORCL | 2007-12-19 | 2007-12-20 | 2008-01-22 | — | 22.43 | 22.43 | 0.00% | market | 14.81% | 14.81% | -9.95% | -10.98% | 1.03% |
| CAG | 2007-12-20 | 2007-12-21 | 2008-01-23 | — | 18.88 | 18.88 | 0.00% | market | 19.05% | 24.02% | -11.96% | -9.17% | -2.80% |
| ASML | 2008-01-16 | 2008-01-17 | 2008-02-15 | — | 33.97 | 33.97 | 0.00% | market | 42.22% | 40.54% | -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% | 63.47% | -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% | 617.84% | 12.59% | 6.85% | 5.74% |
| CSX | 2008-01-22 | 2008-01-23 | 2008-02-21 | — | 4.72 | 4.72 | 0.00% | market | 28.57% | 33.33% | 18.12% | 6.06% | 12.06% |
| FAST | 2008-01-22 | 2008-01-23 | 2008-02-21 | — | 4.60 | 4.60 | 0.00% | market | 11.11% | 12.50% | 12.51% | 6.06% | 6.45% |
| BKNG | 2008-02-14 | 2008-02-15 | 2008-03-17 | — | 4.44 | 4.44 | 0.00% | market | 14.29% | 14.27% | -0.10% | -4.61% | 4.51% |
| CLMT | 2008-02-19 | 2008-02-20 | 2008-03-19 | — | 37.00 | 37.00 | 0.00% | market | 66.67% | 21.21% | -36.91% | -2.74% | -34.17% |
| EXR | 2008-02-19 | 2008-02-20 | 2008-03-19 | — | 14.46 | 14.46 | 0.00% | market | 25.00% | 25.03% | 15.53% | -2.74% | 18.27% |
| CSGP | 2008-02-20 | 2008-02-21 | 2008-03-20 | — | 3.90 | 3.90 | 0.00% | market | 154.19% | 150.00% | 3.49% | -3.35% | 6.84% |
| FR | 2008-02-20 | 2008-02-21 | 2008-03-20 | — | 31.73 | 31.73 | 0.00% | market | 56.25% | 55.29% | 2.11% | -3.35% | 5.46% |
| STRL | 2008-03-14 | 2008-03-17 | 2008-04-15 | — | 16.78 | 16.78 | 0.00% | market | 21.88% | 21.93% | 14.38% | 5.27% | 9.11% |
| GS | 2008-03-18 | 2008-03-19 | 2008-04-17 | — | 177.94 | 177.94 | 0.00% | market | 25.19% | 25.19% | -3.38% | 2.17% | -5.55% |
| GIS | 2008-03-19 | 2008-03-20 | 2008-04-18 | — | 29.62 | 29.62 | 0.00% | market | 12.82% | 12.82% | 5.23% | 6.48% | -1.25% |
| LNN | 2008-03-19 | 2008-03-20 | 2008-04-18 | — | 89.64 | 89.64 | 0.00% | market | 68.09% | 26.60% | 42.21% | 6.48% | 35.73% |
| MCS | 2008-03-19 | 2008-03-20 | 2008-04-18 | — | 17.19 | 17.19 | 0.00% | market | 20.00% | 20.06% | -0.27% | 6.48% | -6.76% |
| EXPO | 2008-04-14 | 2008-04-15 | 2008-05-13 | — | 8.52 | 8.52 | 0.00% | market | 25.00% | 24.91% | -7.38% | 5.17% | -12.54% |
| CCK | 2008-04-16 | 2008-04-17 | 2008-05-15 | — | 27.36 | 27.36 | 0.00% | market | 28.57% | 28.57% | 6.37% | 4.79% | 1.58% |
| AOS | 2008-04-17 | 2008-04-18 | 2008-05-16 | — | 5.48 | 5.48 | 0.00% | market | 27.27% | 27.25% | 9.57% | 2.68% | 6.89% |
| CVBF | 2008-04-17 | 2008-04-18 | 2008-05-16 | — | 10.55 | 10.55 | 0.00% | market | 11.76% | 11.91% | -1.14% | 2.68% | -3.82% |
| HOMB | 2008-04-17 | 2008-04-18 | 2008-05-16 | — | 4.60 | 4.60 | 0.00% | market | 33.33% | 33.59% | 8.60% | 2.68% | 5.92% |
| CODI | 2008-05-12 | 2008-05-13 | 2008-06-11 | — | 11.56 | 11.56 | 0.00% | market | 34.78% | 43.10% | 10.19% | -4.87% | 15.07% |
| CAE | 2008-05-14 | 2008-05-15 | 2008-06-13 | — | 46.58 | 46.58 | 0.00% | market | 78.99% | 11.10% | -1.19% | -3.47% | 2.27% |
| AAP | 2008-05-15 | 2008-05-16 | 2008-06-16 | — | 38.48 | 38.48 | 0.00% | market | 10.26% | 10.26% | 7.88% | -4.64% | 12.52% |
| CAMT | 2008-05-15 | 2008-05-16 | 2008-06-16 | — | 1.47 | 1.47 | 0.00% | market | 100.00% | 100.02% | -15.75% | -4.64% | -11.11% |
| KSS | 2008-05-15 | 2008-05-16 | 2008-06-16 | — | 49.60 | 49.60 | 0.00% | market | 11.36% | 11.36% | -9.94% | -4.64% | -5.30% |
| CASY | 2008-06-11 | 2008-06-12 | 2008-07-11 | — | 22.49 | 22.49 | 0.00% | market | 12.00% | 11.96% | -0.50% | -7.99% | 7.49% |
| BBY | 2008-06-17 | 2008-06-18 | 2008-07-17 | — | 43.21 | 43.21 | 0.00% | market | 16.22% | 16.22% | -8.96% | -7.05% | -1.92% |
| GS | 2008-06-17 | 2008-06-18 | 2008-07-17 | — | 176.66 | 176.66 | 0.00% | market | 33.92% | 33.92% | 2.49% | -7.05% | 9.54% |
| CWST | 2008-06-18 | 2008-06-19 | 2008-07-18 | — | 13.61 | 13.61 | 0.00% | market | 18.18% | 8899.21% | -6.20% | -6.09% | -0.11% |
| CCL | 2008-06-19 | 2008-06-20 | 2008-07-21 | — | 35.79 | 35.79 | 0.00% | market | 19.51% | 19.51% | -1.13% | -5.11% | 3.98% |
| BANF | 2008-07-15 | 2008-07-16 | 2008-08-13 | — | 21.07 | 21.07 | 0.00% | market | 18.42% | 18.43% | 13.95% | 5.86% | 8.09% |
| ASML | 2008-07-16 | 2008-07-17 | 2008-08-14 | — | 29.61 | 29.61 | 0.00% | market | 83.80% | 73.27% | 7.94% | 3.52% | 4.42% |
| CCK | 2008-07-16 | 2008-07-17 | 2008-08-14 | — | 29.09 | 29.09 | 0.00% | market | 10.91% | 10.91% | -8.04% | 3.52% | -11.56% |
| AOS | 2008-07-17 | 2008-07-18 | 2008-08-15 | — | 6.13 | 6.13 | 0.00% | market | 38.46% | 38.48% | 13.93% | 3.17% | 10.76% |
| MAT | 2008-07-18 | 2008-07-21 | 2008-08-18 | — | 20.92 | 20.92 | 0.00% | market | 73.71% | 50.00% | 0.66% | 1.49% | -0.82% |
| TRI | 2008-08-12 | 2008-08-13 | 2008-09-11 | — | 39.85 | 39.85 | 0.00% | market | 22.50% | 29.03% | -4.47% | -2.55% | -1.92% |
| M | 2008-08-13 | 2008-08-14 | 2008-09-12 | — | 20.78 | 20.78 | 0.00% | market | 52.63% | 52.63% | 0.04% | -1.37% | 1.41% |
| NOA | 2008-08-13 | 2008-08-14 | 2008-09-12 | — | 16.38 | 16.38 | 0.00% | market | 173.64% | 33.36% | -18.90% | -1.37% | -17.53% |
| CCJ | 2008-08-14 | 2008-08-15 | 2008-09-15 | — | 30.51 | 30.51 | 0.00% | market | 21.92% | 13.20% | -21.01% | -7.57% | -13.44% |
| LOW | 2008-08-18 | 2008-08-19 | 2008-09-17 | — | 24.31 | 24.31 | 0.00% | market | 14.29% | 14.29% | -6.76% | -8.48% | 1.72% |
| LULU | 2008-09-11 | 2008-09-12 | 2008-10-10 | — | 10.63 | 10.63 | 0.00% | market | 28.57% | 28.40% | -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% | 41.41% | -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% | 15.47% | -8.08% | -26.43% | 18.35% |
| WOR | 2008-09-23 | 2008-09-24 | 2008-10-22 | — | 10.76 | 10.76 | 0.00% | market | 56.36% | 56.37% | -36.07% | -24.06% | -12.01% |
| NKE | 2008-09-24 | 2008-09-25 | 2008-10-23 | — | 15.60 | 15.60 | 0.00% | market | 13.04% | 13.05% | -18.82% | -23.21% | 4.39% |
| HST | 2008-10-10 | 2008-10-13 | 2008-11-10 | — | 9.89 | 9.89 | 0.00% | market | 42.86% | 48.98% | -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% | 16.99% | -20.51% | -11.94% | -8.57% |
| AOS | 2008-10-16 | 2008-10-17 | 2008-11-14 | — | 5.19 | 5.19 | 0.00% | market | 44.44% | 44.44% | -6.07% | -5.84% | -0.24% |
| ALGT | 2008-10-21 | 2008-10-22 | 2008-11-19 | — | 35.10 | 35.10 | 0.00% | market | 33.33% | 33.32% | -0.81% | -12.55% | 11.74% |
| AEIS | 2008-10-22 | 2008-10-23 | 2008-11-20 | — | 8.70 | 8.70 | 0.00% | market | 18.18% | 18.20% | -31.82% | -16.44% | -15.39% |
| BN | 2008-11-07 | 2008-11-10 | 2008-12-09 | — | 3.92 | 3.92 | 0.00% | market | 50.00% | 40.90% | -23.57% | -6.00% | -17.57% |
| CCJ | 2008-11-11 | 2008-11-12 | 2008-12-11 | — | 15.07 | 15.07 | 0.00% | market | 34.97% | 34.39% | 14.96% | -0.33% | 15.29% |
| BTE | 2008-11-13 | 2008-11-14 | 2008-12-15 | — | 15.25 | 15.25 | 0.00% | market | 65.43% | 31.96% | -20.56% | -1.86% | -18.70% |
| HD | 2008-11-18 | 2008-11-19 | 2008-12-18 | — | 20.48 | 20.48 | 0.00% | market | 18.42% | 18.42% | 19.28% | 3.93% | 15.35% |
| CATO | 2008-11-20 | 2008-11-21 | 2008-12-22 | — | 12.52 | 12.52 | 0.00% | market | 349.78% | 199.98% | 10.52% | 12.39% | -1.87% |
| COO | 2008-12-09 | 2008-12-10 | 2009-01-09 | — | 3.58 | 3.58 | 0.00% | market | 14.04% | 14.89% | 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% | 10.05% | 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% | 11.89% | 6.98% | -6.36% | 13.34% |
| CAG | 2008-12-17 | 2008-12-18 | 2009-01-20 | — | 12.82 | 12.82 | 0.00% | market | 16.22% | 19.25% | 0.06% | -11.85% | 11.91% |
| UNF | 2009-01-07 | 2009-01-08 | 2009-02-06 | — | 31.01 | 31.01 | 0.00% | market | 14.12% | 14.10% | -5.45% | -3.53% | -1.93% |
| SNX | 2009-01-08 | 2009-01-09 | 2009-02-09 | — | 7.21 | 7.21 | 0.00% | market | 14.29% | 14.74% | 22.51% | -4.45% | 26.96% |
| PH | 2009-01-20 | 2009-01-21 | 2009-02-19 | — | 40.81 | 40.81 | 0.00% | market | 15.66% | 15.66% | -7.75% | -4.59% | -3.16% |
| PKG | 2009-01-20 | 2009-01-21 | 2009-02-19 | — | 14.00 | 14.00 | 0.00% | market | 20.00% | 30.35% | -14.53% | -4.59% | -9.94% |
| SU | 2009-01-20 | 2009-01-21 | 2009-02-19 | — | 18.15 | 18.15 | 0.00% | market | 22.58% | 110.33% | 4.47% | -4.59% | 9.06% |
| AMX | 2009-02-05 | 2009-02-06 | 2009-03-09 | — | 14.91 | 14.91 | 0.00% | market | 19.35% | 287546.26% | -19.42% | -19.74% | 0.32% |
| WTM | 2009-02-06 | 2009-02-09 | 2009-03-10 | — | 233.00 | 233.00 | 0.00% | market | 489.82% | 174.62% | -34.01% | -17.01% | -17.00% |
| AAP | 2009-02-18 | 2009-02-19 | 2009-03-19 | — | 36.37 | 36.37 | 0.00% | market | 37.84% | 37.84% | 12.80% | -1.13% | 13.92% |
| ADI | 2009-02-18 | 2009-02-19 | 2009-03-19 | — | 20.15 | 20.15 | 0.00% | market | 12.50% | 12.49% | 0.55% | -1.13% | 1.67% |
| BKNG | 2009-02-18 | 2009-02-19 | 2009-03-19 | — | 3.20 | 3.20 | 0.00% | market | 22.86% | 22.87% | -1.98% | -1.13% | -0.85% |
| HRB | 2009-03-06 | 2009-03-09 | 2009-04-06 | — | 18.49 | 18.49 | 0.00% | market | 100.00% | 100.01% | -6.64% | 23.03% | -29.68% |
| CASY | 2009-03-09 | 2009-03-10 | 2009-04-07 | — | 20.65 | 20.65 | 0.00% | market | 47.37% | 47.36% | 27.99% | 17.47% | 10.52% |
| NKE | 2009-03-18 | 2009-03-19 | 2009-04-17 | — | 10.94 | 10.94 | 0.00% | market | 25.00% | 24.99% | 24.67% | 7.60% | 17.07% |
| CATO | 2009-03-19 | 2009-03-20 | 2009-04-20 | — | 16.66 | 16.66 | 0.00% | market | 18.18% | 18.20% | 11.30% | 5.93% | 5.38% |
| MCS | 2009-03-19 | 2009-03-20 | 2009-04-20 | — | 9.86 | 9.86 | 0.00% | market | 20.00% | 20.01% | 5.99% | 5.93% | 0.06% |
| BBBY | 2009-04-07 | 2009-04-08 | 2009-05-07 | — | 9.44 | 9.44 | 0.00% | market | 25.00% | 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% | 26.47% | -14.12% | 9.81% | -23.94% |
| ASB | 2009-04-16 | 2009-04-17 | 2009-05-15 | — | 16.05 | 16.05 | 0.00% | market | 12.00% | 47.26% | -2.53% | 2.17% | -4.70% |
| GE | 2009-04-17 | 2009-04-20 | 2009-05-18 | — | 57.43 | 57.43 | 0.00% | market | 24.55% | 23.72% | 12.14% | 6.65% | 5.49% |
| TFC | 2009-04-17 | 2009-04-20 | 2009-05-18 | — | 21.56 | 21.56 | 0.00% | market | 54.84% | 54.84% | 4.82% | 6.65% | -1.84% |
| AAON | 2009-05-06 | 2009-05-07 | 2009-06-05 | — | 4.14 | 4.14 | 0.00% | market | 20.00% | 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% | 11.49% | 7.78% | 2.31% | 5.46% |
| MIDD | 2009-05-14 | 2009-05-15 | 2009-06-15 | — | 12.86 | 12.86 | 0.00% | market | 50.00% | 50.04% | 0.06% | 3.95% | -3.89% |
| LOW | 2009-05-18 | 2009-05-19 | 2009-06-17 | — | 19.83 | 19.83 | 0.00% | market | 28.00% | 23.06% | -4.18% | 0.41% | -4.59% |
| ADI | 2009-05-19 | 2009-05-20 | 2009-06-18 | — | 23.43 | 23.43 | 0.00% | market | 133.33% | 133.36% | 4.08% | 0.29% | 3.79% |
| ABM | 2009-06-04 | 2009-06-05 | 2009-07-06 | — | 18.42 | 18.42 | 0.00% | market | 18.52% | 18.52% | -4.77% | -5.96% | 1.19% |
| OXM | 2009-06-09 | 2009-06-10 | 2009-07-09 | — | 12.83 | 12.83 | 0.00% | market | 96.00% | 33.04% | -26.76% | -7.66% | -19.10% |
| CASY | 2009-06-15 | 2009-06-16 | 2009-07-15 | — | 26.37 | 26.37 | 0.00% | market | 16.67% | 16.62% | 4.41% | 0.03% | 4.38% |
| BBY | 2009-06-16 | 2009-06-17 | 2009-07-16 | — | 35.57 | 35.57 | 0.00% | market | 23.53% | 23.53% | -0.02% | 1.65% | -1.66% |
| EPAC | 2009-06-17 | 2009-06-18 | 2009-07-17 | — | 14.73 | 14.73 | 0.00% | market | 185.71% | 190.92% | -22.37% | 2.66% | -25.03% |
| MSCI | 2009-07-02 | 2009-07-06 | 2009-08-03 | — | 24.57 | 24.57 | 0.00% | market | 16.67% | 16.67% | 15.85% | 12.93% | 2.92% |
| INFY | 2009-07-10 | 2009-07-13 | 2009-08-10 | — | 4.58 | 4.58 | 0.00% | market | 16.67% | 20.00% | 17.59% | 14.36% | 3.23% |
| GS | 2009-07-14 | 2009-07-15 | 2009-08-12 | — | 152.01 | 152.01 | 0.00% | market | 39.27% | 26.17% | 7.63% | 9.79% | -2.16% |
| CVBF | 2009-07-15 | 2009-07-16 | 2009-08-13 | — | 6.32 | 6.32 | 0.00% | market | 70.00% | 34.68% | 22.68% | 9.22% | 13.47% |
| BIIB | 2009-07-16 | 2009-07-17 | 2009-08-14 | — | 46.75 | 46.75 | 0.00% | market | 10.29% | 10.29% | 4.24% | 7.16% | -2.91% |
| AEP | 2009-07-31 | 2009-08-03 | 2009-08-31 | — | 31.30 | 31.30 | 0.00% | market | 11.48% | 11.48% | 0.32% | 2.61% | -2.30% |
| AES | 2009-08-07 | 2009-08-10 | 2009-09-08 | — | 13.83 | 13.83 | 0.00% | market | 40.00% | 40.00% | -0.39% | 2.18% | -2.57% |
| BBAR | 2009-08-11 | 2009-08-12 | 2009-09-10 | — | 4.48 | 4.48 | 0.00% | market | 121.43% | 87.55% | 12.85% | 5.25% | 7.59% |
| CCJ | 2009-08-12 | 2009-08-13 | 2009-09-11 | — | 27.24 | 27.24 | 0.00% | market | 169.33% | 85.70% | 2.76% | 3.47% | -0.70% |
| ADSK | 2009-08-13 | 2009-08-14 | 2009-09-14 | — | 25.21 | 25.21 | 0.00% | market | 26.32% | 26.32% | -5.22% | 3.70% | -8.92% |
| FRO | 2009-08-28 | 2009-08-31 | 2009-09-29 | — | 113.40 | 113.40 | 0.00% | market | 17900.00% | 14995.00% | 2.90% | 3.55% | -0.65% |
| CASY | 2009-09-08 | 2009-09-09 | 2009-10-07 | — | 30.13 | 30.13 | 0.00% | market | 45.00% | 45.00% | 5.14% | 2.60% | 2.55% |
| SIG | 2009-09-09 | 2009-09-10 | 2009-10-08 | — | 26.75 | 26.75 | 0.00% | market | 60.00% | 61.82% | 0.87% | 2.71% | -1.84% |
| LULU | 2009-09-10 | 2009-09-11 | 2009-10-09 | — | 11.16 | 11.16 | 0.00% | market | 40.00% | 40.03% | 8.95% | 2.16% | 6.79% |
| CPB | 2009-09-11 | 2009-09-14 | 2009-10-12 | — | 32.44 | 32.44 | 0.00% | market | 15.38% | 15.38% | 0.45% | 3.66% | -3.20% |
| JBL | 2009-09-29 | 2009-09-30 | 2009-10-28 | — | 13.04 | 13.04 | 0.00% | market | 100.00% | 100.00% | 4.88% | -1.83% | 6.72% |
| YUM | 2009-10-06 | 2009-10-07 | 2009-11-04 | — | 25.02 | 25.02 | 0.00% | market | 20.69% | 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% | 19.30% | -9.94% | 0.28% | -10.22% |
| MAR | 2009-10-08 | 2009-10-09 | 2009-11-06 | — | 25.08 | 25.08 | 0.00% | market | 15.38% | 15.38% | -2.21% | 0.46% | -2.67% |
| INFY | 2009-10-09 | 2009-10-12 | 2009-11-09 | — | 6.09 | 6.09 | 0.00% | market | 16.67% | 20.00% | 0.72% | 1.68% | -0.96% |
| AGCO | 2009-10-27 | 2009-10-28 | 2009-11-25 | — | 28.50 | 28.50 | 0.00% | market | 271.43% | 228.32% | 8.04% | 4.93% | 3.11% |
| ADM | 2009-11-03 | 2009-11-04 | 2009-12-03 | — | 31.94 | 31.94 | 0.00% | market | 35.09% | 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% | 12.36% | 6.22% | 5.06% | 1.16% |
| ACIW | 2009-11-05 | 2009-11-06 | 2009-12-07 | — | 5.43 | 5.43 | 0.00% | market | 20.00% | 19.96% | 3.09% | 4.31% | -1.22% |
| AIG | 2009-11-06 | 2009-11-09 | 2009-12-08 | — | 32.05 | 32.05 | 0.00% | market | 43.94% | 100.25% | -17.29% | 1.54% | -18.83% |
| BMO | 2009-11-24 | 2009-11-25 | 2009-12-24 | — | 51.00 | 51.00 | 0.00% | market | 10.78% | 12.09% | 2.37% | 1.18% | 1.19% |
| MRVL | 2009-12-03 | 2009-12-04 | 2010-01-05 | — | 17.90 | 17.90 | 0.00% | market | 29.63% | 29.63% | 19.62% | 1.60% | 18.02% |
| TD | 2009-12-03 | 2009-12-04 | 2010-01-05 | — | 31.87 | 31.87 | 0.00% | market | 15.87% | 28.95% | -1.83% | 1.60% | -3.43% |
| BF-B | 2009-12-07 | 2009-12-08 | 2010-01-07 | — | 14.32 | 14.32 | 0.00% | market | 13.04% | 46.94% | -0.59% | 3.77% | -4.36% |
| AVAV | 2009-12-08 | 2009-12-09 | 2010-01-08 | — | 30.36 | 30.36 | 0.00% | market | 100.00% | 99.87% | -4.32% | 4.55% | -8.87% |
| SNX | 2010-01-05 | 2010-01-06 | 2010-02-04 | — | 16.04 | 16.04 | 0.00% | market | 11.84% | 10.47% | -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% | 13.33% | -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% | 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% | 26.46% | -9.36% | -6.03% | -3.33% |
| GPN | 2010-01-07 | 2010-01-08 | 2010-02-08 | — | 24.60 | 24.60 | 0.00% | market | 20.00% | 19.99% | -8.68% | -7.02% | -1.65% |
| AGYS | 2010-02-03 | 2010-02-04 | 2010-03-05 | — | 9.42 | 9.42 | 0.00% | market | 93.94% | 32.50% | 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% | 16.46% | 8.89% | 4.84% | 4.06% |
| AX | 2010-02-04 | 2010-02-05 | 2010-03-08 | — | 2.84 | 2.84 | 0.00% | market | 36.36% | 70.85% | 20.39% | 7.24% | 13.16% |
| BDC | 2010-02-04 | 2010-02-05 | 2010-03-08 | — | 22.19 | 22.19 | 0.00% | market | 25.81% | 30.19% | 8.51% | 7.24% | 1.27% |
| AON | 2010-02-05 | 2010-02-08 | 2010-03-09 | — | 39.68 | 39.68 | 0.00% | market | 18.52% | 17.09% | 4.01% | 7.23% | -3.22% |
| EBS | 2010-03-04 | 2010-03-05 | 2010-04-05 | — | 15.76 | 15.76 | 0.00% | market | 160.00% | 160.02% | 5.80% | 4.75% | 1.05% |
| TD | 2010-03-04 | 2010-03-05 | 2010-04-05 | — | 34.16 | 34.16 | 0.00% | market | 19.40% | 30.52% | 7.75% | 4.75% | 2.99% |
| ALG | 2010-03-08 | 2010-03-09 | 2010-04-07 | — | 18.18 | 18.18 | 0.00% | market | 16.67% | 16.65% | 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% | 39.40% | 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% | 24.83% | -1.41% | 3.89% | -5.30% |
| KMX | 2010-04-01 | 2010-04-05 | 2010-05-03 | — | 26.25 | 26.25 | 0.00% | market | 32.00% | 32.00% | -6.04% | 1.78% | -7.82% |
| BBBY | 2010-04-07 | 2010-04-08 | 2010-05-06 | — | 19.40 | 19.40 | 0.00% | market | 17.81% | 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% | 27.95% | -1.50% | -4.25% | 2.75% |
| STZ | 2010-04-09 | 2010-04-12 | 2010-05-10 | — | 16.47 | 16.47 | 0.00% | market | 12.50% | 12.50% | 5.61% | -2.96% | 8.56% |
| CSX | 2010-04-13 | 2010-04-14 | 2010-05-12 | — | 6.06 | 6.06 | 0.00% | market | 12.50% | 13.04% | 3.86% | -2.34% | 6.21% |
| BSAC | 2010-04-30 | 2010-05-03 | 2010-06-01 | — | 25.37 | 25.37 | 0.00% | market | 11.36% | 12.10% | -6.80% | -9.93% | 3.13% |
| ALG | 2010-05-05 | 2010-05-06 | 2010-06-04 | — | 22.54 | 22.54 | 0.00% | market | 81.25% | 43.66% | 2.83% | -8.12% | 10.95% |
| ATRO | 2010-05-05 | 2010-05-06 | 2010-06-04 | — | 3.68 | 3.68 | 0.00% | market | 260.00% | 260.28% | 5.61% | -8.12% | 13.73% |
| ABR | 2010-05-07 | 2010-05-10 | 2010-06-08 | — | 4.00 | 4.00 | 0.00% | market | 351.22% | 149.07% | 3.40% | -7.94% | 11.34% |
| BTE | 2010-05-11 | 2010-05-12 | 2010-06-10 | — | 31.69 | 31.69 | 0.00% | market | 60.21% | 105.85% | -3.73% | -6.14% | 2.41% |
| HWKN | 2010-06-01 | 2010-06-02 | 2010-06-30 | — | 12.82 | 12.82 | 0.00% | market | 17.39% | 295.44% | -6.18% | -4.50% | -1.69% |
| ULTA | 2010-06-03 | 2010-06-04 | 2010-07-02 | — | 23.70 | 23.70 | 0.00% | market | 21.05% | 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% | 23.53% | -8.58% | -0.07% | -8.51% |
| OXM | 2010-06-08 | 2010-06-09 | 2010-07-08 | — | 19.09 | 19.09 | 0.00% | market | 26.67% | 68.59% | 15.14% | -0.07% | 15.22% |
| LULU | 2010-06-10 | 2010-06-11 | 2010-07-12 | — | 20.25 | 20.25 | 0.00% | market | 40.00% | 40.00% | -4.12% | -0.15% | -3.98% |
| WOR | 2010-06-29 | 2010-06-30 | 2010-07-29 | — | 8.23 | 8.23 | 0.00% | market | 64.29% | 13.13% | 6.46% | 6.13% | 0.33% |
| MEI | 2010-07-01 | 2010-07-02 | 2010-08-02 | — | 10.04 | 10.04 | 0.00% | market | 780.00% | 779.75% | 8.27% | 9.36% | -1.09% |
| WDFC | 2010-07-07 | 2010-07-08 | 2010-08-05 | — | 34.84 | 34.84 | 0.00% | market | 28.57% | 28.51% | 2.57% | 5.47% | -2.90% |
| GBX | 2010-07-08 | 2010-07-09 | 2010-08-06 | — | 12.20 | 12.20 | 0.00% | market | 1161.66% | 1072.48% | 5.23% | 4.91% | 0.32% |
| PSMT | 2010-07-09 | 2010-07-12 | 2010-08-09 | — | 25.16 | 25.16 | 0.00% | market | 14.29% | 14.29% | 10.75% | 5.01% | 5.74% |
| ACCO | 2010-07-28 | 2010-07-29 | 2010-08-26 | — | 5.62 | 5.62 | 0.00% | market | 12.50% | 12.50% | 0.79% | -5.64% | 6.43% |
| BWA | 2010-07-30 | 2010-08-02 | 2010-08-30 | — | 19.63 | 19.63 | 0.00% | market | 18.18% | 18.18% | -3.16% | -5.96% | 2.81% |
| AIN | 2010-08-04 | 2010-08-05 | 2010-09-02 | — | 19.49 | 19.49 | 0.00% | market | 35.14% | 35.11% | -1.79% | -2.48% | 0.68% |
| AEE | 2010-08-05 | 2010-08-06 | 2010-09-03 | — | 26.89 | 26.89 | 0.00% | market | 46.00% | 44.22% | 6.45% | -0.76% | 7.21% |
| AIG | 2010-08-06 | 2010-08-09 | 2010-09-07 | — | 36.21 | 36.21 | 0.00% | market | 44.44% | 92.25% | -13.16% | -2.90% | -10.26% |
| CAL | 2010-08-25 | 2010-08-26 | 2010-09-24 | — | 11.03 | 11.03 | 0.00% | market | 33.33% | 33.32% | 2.80% | 7.87% | -5.07% |
| DG | 2010-08-31 | 2010-09-01 | 2010-09-30 | — | 27.66 | 27.66 | 0.00% | market | 10.53% | 10.52% | 5.65% | 6.93% | -1.29% |
| GEF | 2010-09-01 | 2010-09-02 | 2010-10-01 | — | 58.56 | 58.56 | 0.00% | market | 10.74% | 10.74% | 1.66% | 5.42% | -3.76% |
| COO | 2010-09-02 | 2010-09-03 | 2010-10-04 | — | 11.25 | 11.25 | 0.00% | market | 28.17% | 28.18% | 3.63% | 2.90% | 0.73% |
| PVH | 2010-09-07 | 2010-09-08 | 2010-10-06 | — | 53.22 | 53.22 | 0.00% | market | 33.33% | 33.33% | 16.27% | 5.62% | 10.65% |
| NKE | 2010-09-23 | 2010-09-24 | 2010-10-22 | — | 20.34 | 20.34 | 0.00% | market | 12.00% | 12.00% | 0.59% | 4.04% | -3.46% |
| SNX | 2010-09-29 | 2010-09-30 | 2010-10-28 | — | 14.14 | 14.14 | 0.00% | market | 16.22% | 16.21% | 3.65% | 2.91% | 0.74% |
| MKC | 2010-09-30 | 2010-10-01 | 2010-10-29 | — | 21.17 | 21.17 | 0.00% | market | 10.00% | 11.86% | 4.29% | 3.04% | 1.25% |
| TISI | 2010-10-05 | 2010-10-06 | 2010-11-03 | — | 180.10 | 180.10 | 0.00% | market | 42.86% | 42.87% | 19.78% | 3.39% | 16.39% |
| AYI | 2010-10-06 | 2010-10-07 | 2010-11-04 | — | 47.59 | 47.59 | 0.00% | market | 15.52% | 15.52% | 10.70% | 4.94% | 5.76% |
| ALB | 2010-10-21 | 2010-10-22 | 2010-11-19 | — | 49.63 | 49.63 | 0.00% | market | 20.00% | 20.01% | 7.66% | 1.67% | 5.98% |
| ACCO | 2010-10-27 | 2010-10-28 | 2010-11-26 | — | 6.36 | 6.36 | 0.00% | market | 13.33% | 13.33% | 12.32% | -0.22% | 12.54% |
| AVA | 2010-10-28 | 2010-10-29 | 2010-11-29 | — | 21.64 | 21.64 | 0.00% | market | 120.00% | 34.68% | -0.10% | 0.74% | -0.84% |
| BIO | 2010-11-02 | 2010-11-03 | 2010-12-02 | — | 94.24 | 94.24 | 0.00% | market | 31.40% | 31.41% | 2.01% | 2.41% | -0.39% |
| AWK | 2010-11-03 | 2010-11-04 | 2010-12-03 | — | 24.66 | 24.66 | 0.00% | market | 16.39% | 22.29% | 0.95% | 1.33% | -0.37% |
| CATO | 2010-11-18 | 2010-11-19 | 2010-12-20 | — | 28.17 | 28.17 | 0.00% | market | 15.00% | 15.00% | -0.88% | 3.92% | -4.80% |
| DE | 2010-11-24 | 2010-11-26 | 2010-12-27 | — | 75.69 | 75.69 | 0.00% | market | 12.63% | 10.07% | 10.31% | 5.45% | 4.86% |
| MOV | 2010-12-02 | 2010-12-03 | 2011-01-03 | — | 14.85 | 14.85 | 0.00% | market | 78.57% | 25.70% | 8.72% | 4.02% | 4.70% |
| NX | 2010-12-02 | 2010-12-03 | 2011-01-03 | — | 16.86 | 16.86 | 0.00% | market | 13.64% | 13.64% | 16.45% | 4.02% | 12.43% |
| TOL | 2010-12-02 | 2010-12-03 | 2011-01-03 | — | 18.78 | 18.78 | 0.00% | market | 475.00% | 275.00% | 3.95% | 4.02% | -0.07% |
| JBL | 2010-12-20 | 2010-12-21 | 2011-01-20 | — | 18.89 | 18.89 | 0.00% | market | 12.96% | 14.89% | 9.22% | 2.47% | 6.74% |
| MOS | 2011-01-04 | 2011-01-05 | 2011-02-03 | — | 76.93 | 76.93 | 0.00% | market | 12.09% | 10.99% | 7.82% | 3.32% | 4.50% |
| TISI | 2011-01-04 | 2011-01-05 | 2011-02-03 | — | 253.50 | 253.50 | 0.00% | market | 13.46% | 13.18% | 2.94% | 3.32% | -0.38% |
| UNF | 2011-01-05 | 2011-01-06 | 2011-02-04 | — | 56.91 | 56.91 | 0.00% | market | 29.03% | 29.03% | -0.01% | 2.71% | -2.72% |
| KBH | 2011-01-07 | 2011-01-10 | 2011-02-08 | — | 14.97 | 14.97 | 0.00% | market | 235.29% | 35.28% | -0.50% | 4.73% | -5.23% |
| ASML | 2011-01-19 | 2011-01-20 | 2011-02-17 | — | 47.91 | 47.91 | 0.00% | market | 28.32% | 84.54% | 21.40% | 4.92% | 16.48% |
| AIZ | 2011-02-02 | 2011-02-03 | 2011-03-04 | — | 39.38 | 39.38 | 0.00% | market | 10.20% | 21.53% | -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% | 204.00% | 0.15% | 1.70% | -1.55% |
| AN | 2011-02-03 | 2011-02-04 | 2011-03-07 | — | 31.27 | 31.27 | 0.00% | market | 28.57% | 28.57% | 3.29% | 0.46% | 2.83% |
| COLB | 2011-02-07 | 2011-02-08 | 2011-03-09 | — | 20.28 | 20.28 | 0.00% | market | 146.15% | 476.49% | -0.35% | 0.23% | -0.57% |
| CLF | 2011-02-16 | 2011-02-17 | 2011-03-18 | — | 101.62 | 101.62 | 0.00% | market | 30.56% | 51.67% | -13.55% | -4.27% | -9.28% |
| AQN | 2011-03-03 | 2011-03-04 | 2011-04-01 | — | 5.30 | 5.30 | 0.00% | market | 200.00% | 115.40% | 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% | 48.31% | -1.01% | -0.16% | -0.85% |
| CPK | 2011-03-07 | 2011-03-08 | 2011-04-05 | — | 27.78 | 27.78 | 0.00% | market | 28.95% | 29.01% | 2.02% | 1.22% | 0.81% |
| AVAV | 2011-03-08 | 2011-03-09 | 2011-04-06 | — | 32.04 | 32.04 | 0.00% | market | 36.84% | 36.90% | -6.12% | 1.01% | -7.14% |
| CTAS | 2011-03-22 | 2011-03-23 | 2011-04-20 | — | 7.49 | 7.49 | 0.00% | market | 13.89% | 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% | 99.88% | 0.69% | 2.11% | -1.42% |
| WOR | 2011-03-31 | 2011-04-01 | 2011-05-02 | — | 12.98 | 12.98 | 0.00% | market | 29.63% | 29.64% | -0.72% | 2.11% | -2.82% |
| BBBY | 2011-04-06 | 2011-04-07 | 2011-05-06 | — | 15.44 | 15.44 | 0.00% | market | 15.46% | 15.46% | -11.69% | 0.58% | -12.28% |
| MSM | 2011-04-06 | 2011-04-07 | 2011-05-06 | — | 73.60 | 73.60 | 0.00% | market | 11.43% | 11.42% | -4.15% | 0.58% | -4.73% |
| ALB | 2011-04-19 | 2011-04-20 | 2011-05-19 | — | 62.44 | 62.44 | 0.00% | market | 19.79% | 19.80% | 10.50% | 1.35% | 9.15% |
| CAT | 2011-04-29 | 2011-05-02 | 2011-05-31 | — | 116.24 | 116.24 | 0.00% | market | 40.46% | 40.46% | -9.08% | -1.58% | -7.50% |
| DCH | 2011-04-29 | 2011-05-02 | 2011-05-31 | — | 12.93 | 12.93 | 0.00% | market | 31.58% | 31.58% | -10.70% | -1.58% | -9.11% |
| AER | 2011-05-05 | 2011-05-06 | 2011-06-06 | — | 13.91 | 13.91 | 0.00% | market | 16.28% | 59.20% | -9.09% | -4.37% | -4.71% |
| AIG | 2011-05-05 | 2011-05-06 | 2011-06-06 | — | 30.79 | 30.79 | 0.00% | market | 966.67% | 1099.03% | -11.66% | -4.37% | -7.29% |
| DLTR | 2011-05-19 | 2011-05-20 | 2011-06-20 | — | 31.69 | 31.69 | 0.00% | market | 10.81% | 10.81% | 1.16% | -4.94% | 6.10% |
| GHM | 2011-05-27 | 2011-05-31 | 2011-06-28 | — | 24.14 | 24.14 | 0.00% | market | 28.57% | 28.55% | -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% | 43.40% | -2.45% | -2.82% | 0.37% |
| BAH | 2011-06-07 | 2011-06-08 | 2011-07-07 | — | 17.82 | 17.82 | 0.00% | market | 28.57% | 28.57% | 6.80% | 5.13% | 1.68% |
| MOD | 2011-06-07 | 2011-06-08 | 2011-07-07 | — | 14.84 | 14.84 | 0.00% | market | 37.50% | 37.61% | 7.72% | 5.13% | 2.59% |
| AVAV | 2011-06-21 | 2011-06-22 | 2011-07-21 | — | 32.25 | 32.25 | 0.00% | market | 14.49% | 14.45% | -0.69% | 4.22% | -4.90% |
| FC | 2011-06-29 | 2011-06-30 | 2011-07-29 | — | 9.50 | 9.50 | 0.00% | market | 33.33% | 33.32% | 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% | 23.75% | -8.68% | -1.38% | -7.30% |
| PSMT | 2011-07-07 | 2011-07-08 | 2011-08-05 | — | 59.85 | 59.85 | 0.00% | market | 19.57% | 19.58% | -3.24% | -10.27% | 7.03% |
| COF | 2011-07-13 | 2011-07-14 | 2011-08-11 | — | 50.52 | 50.52 | 0.00% | market | 15.20% | 15.20% | -12.73% | -11.23% | -1.50% |
| BMI | 2011-07-20 | 2011-07-21 | 2011-08-18 | — | 19.24 | 19.24 | 0.00% | market | 13.04% | 13.12% | -16.21% | -14.16% | -2.05% |
| AGCO | 2011-07-28 | 2011-07-29 | 2011-08-26 | — | 45.44 | 45.44 | 0.00% | market | 17.39% | 17.39% | -14.43% | -8.49% | -5.94% |
| BC | 2011-07-28 | 2011-07-29 | 2011-08-26 | — | 21.36 | 21.36 | 0.00% | market | 56.25% | 56.25% | -31.23% | -8.49% | -22.75% |
| ACLS | 2011-08-04 | 2011-08-05 | 2011-09-02 | — | 6.32 | 6.32 | 0.00% | market | 166.67% | 166.61% | -17.19% | -3.21% | -13.98% |
| BN | 2011-08-10 | 2011-08-11 | 2011-09-09 | — | 5.72 | 5.72 | 0.00% | market | 409.09% | 409.09% | -2.55% | 2.35% | -4.90% |
| ANF | 2011-08-17 | 2011-08-18 | 2011-09-16 | — | 62.57 | 62.57 | 0.00% | market | 16.67% | 16.66% | 8.75% | 4.31% | 4.45% |
| SIG | 2011-08-25 | 2011-08-26 | 2011-09-26 | — | 36.07 | 36.07 | 0.00% | market | 28.81% | 28.81% | -4.48% | 0.48% | -4.96% |
| DBI | 2011-08-30 | 2011-08-31 | 2011-09-29 | — | 23.77 | 23.77 | 0.00% | market | 19.35% | 19.36% | -1.49% | -5.23% | 3.75% |
| MOV | 2011-09-01 | 2011-09-02 | 2011-10-03 | — | 14.81 | 14.81 | 0.00% | market | 166.67% | 166.67% | -20.83% | -7.17% | -13.66% |
| ULTA | 2011-09-08 | 2011-09-09 | 2011-10-07 | — | 62.13 | 62.13 | 0.00% | market | 18.75% | 18.74% | 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% | 10.71% | 11.29% | 7.43% | 3.86% |
| JBL | 2011-09-27 | 2011-09-28 | 2011-10-26 | — | 18.88 | 18.88 | 0.00% | market | 10.71% | 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% | 31.99% | 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% | 16.67% | -3.26% | 7.09% | -10.35% |
| OZK | 2011-10-12 | 2011-10-13 | 2011-11-10 | — | 11.69 | 11.69 | 0.00% | market | 33.33% | 33.35% | 10.76% | 3.57% | 7.20% |
| BANR | 2011-10-19 | 2011-10-20 | 2011-11-17 | — | 15.05 | 15.05 | 0.00% | market | 260.00% | 50.98% | 9.73% | 0.56% | 9.17% |
| ACGL | 2011-10-25 | 2011-10-26 | 2011-11-23 | — | 12.18 | 12.18 | 0.00% | market | 23.81% | 49.05% | -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% | 136.03% | 1.42% | 2.43% | -1.01% |
| AGI | 2011-11-03 | 2011-11-04 | 2011-12-05 | — | 17.39 | 17.39 | 0.00% | market | 37.50% | 370.95% | -2.92% | 0.79% | -3.71% |
| AAP | 2011-11-09 | 2011-11-10 | 2011-12-09 | — | 67.40 | 67.40 | 0.00% | market | 19.49% | 19.49% | 4.17% | 1.01% | 3.16% |
| AMAT | 2011-11-16 | 2011-11-17 | 2011-12-16 | — | 12.03 | 12.03 | 0.00% | market | 10.53% | 10.48% | -14.23% | -1.82% | -12.41% |
| GCO | 2011-11-22 | 2011-11-23 | 2011-12-22 | — | 57.72 | 57.72 | 0.00% | market | 26.04% | 26.05% | 6.93% | 6.10% | 0.84% |
| REX | 2011-11-30 | 2011-12-01 | 2011-12-30 | — | 3.06 | 3.06 | 0.00% | market | 135.22% | 47.77% | 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% | 49.95% | -9.34% | 1.49% | -10.83% |
| COO | 2011-12-08 | 2011-12-09 | 2012-01-10 | — | 15.87 | 15.87 | 0.00% | market | 20.66% | 20.66% | 9.48% | 3.71% | 5.77% |
| MCS | 2011-12-15 | 2011-12-16 | 2012-01-18 | — | 12.50 | 12.50 | 0.00% | market | 11.11% | 12.46% | 3.42% | 6.99% | -3.57% |
| EPAC | 2011-12-21 | 2011-12-22 | 2012-01-24 | — | 22.56 | 22.56 | 0.00% | market | 16.28% | 19.44% | 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% | 20.38% | 4.75% | 5.93% | -1.18% |
| CMC | 2012-01-06 | 2012-01-09 | 2012-02-07 | — | 16.48 | 16.48 | 0.00% | market | 25.00% | 25.00% | -10.78% | 5.30% | -16.08% |
| AYI | 2012-01-09 | 2012-01-10 | 2012-02-08 | — | 54.95 | 54.95 | 0.00% | market | 10.45% | 10.45% | 9.84% | 4.48% | 5.35% |
| ASML | 2012-01-18 | 2012-01-19 | 2012-02-16 | — | 55.25 | 55.25 | 0.00% | market | 28.33% | 81.01% | 9.55% | 3.68% | 5.87% |
| DHT | 2012-01-23 | 2012-01-24 | 2012-02-22 | — | 10.92 | 10.92 | 0.00% | market | 35.85% | 35.91% | 28.47% | 4.00% | 24.47% |
| BHE | 2012-02-02 | 2012-02-03 | 2012-03-05 | — | 18.49 | 18.49 | 0.00% | market | 112.50% | 43.66% | -10.65% | 2.05% | -12.70% |
| ATRO | 2012-02-06 | 2012-02-07 | 2012-03-07 | — | 9.24 | 9.24 | 0.00% | market | 32.00% | 31.91% | -7.57% | 1.13% | -8.70% |
| AXS | 2012-02-07 | 2012-02-08 | 2012-03-08 | — | 32.61 | 32.61 | 0.00% | market | 15.22% | 34.70% | -2.95% | 1.62% | -4.57% |
| CMCSA | 2012-02-15 | 2012-02-16 | 2012-03-16 | — | 14.36 | 14.36 | 0.00% | market | 14.29% | 14.29% | 2.62% | 4.26% | -1.64% |
| CUZ | 2012-02-21 | 2012-02-22 | 2012-03-21 | — | 20.80 | 20.80 | 0.00% | market | 900.00% | 7971.08% | 3.31% | 2.90% | 0.41% |
| GCO | 2012-03-02 | 2012-03-05 | 2012-04-02 | — | 73.68 | 73.68 | 0.00% | market | 17.96% | 17.96% | -0.18% | 3.46% | -3.64% |
| AVD | 2012-03-06 | 2012-03-07 | 2012-04-04 | — | 17.61 | 17.61 | 0.00% | market | 35.29% | 37.99% | 35.16% | 3.55% | 31.61% |
| HBM | 2012-03-07 | 2012-03-08 | 2012-04-05 | — | 11.53 | 11.53 | 0.00% | market | 61.54% | 124.07% | -7.91% | 2.40% | -10.30% |
| FF | 2012-03-15 | 2012-03-16 | 2012-04-16 | — | 11.49 | 11.49 | 0.00% | market | 44.44% | 44.46% | -7.15% | -2.36% | -4.79% |
| CTAS | 2012-03-20 | 2012-03-21 | 2012-04-19 | — | 10.09 | 10.09 | 0.00% | market | 11.54% | 11.54% | -2.88% | -1.99% | -0.88% |
| BBBY | 2012-04-04 | 2012-04-05 | 2012-05-04 | — | 5.41 | 5.41 | 0.00% | market | 11.28% | 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% | 400.03% | 2.26% | -0.67% | 2.94% |
| STZ | 2012-04-05 | 2012-04-09 | 2012-05-07 | — | 21.37 | 21.37 | 0.00% | market | 76.92% | 16.72% | -3.09% | -0.67% | -2.42% |
| BANF | 2012-04-16 | 2012-04-17 | 2012-05-15 | — | 21.52 | 21.52 | 0.00% | market | 13.89% | 13.98% | -8.74% | -3.26% | -5.48% |
| BLX | 2012-04-18 | 2012-04-19 | 2012-05-17 | — | 21.69 | 21.69 | 0.00% | market | 56.36% | 71.82% | -11.12% | -5.60% | -5.51% |
| ACIW | 2012-05-03 | 2012-05-04 | 2012-06-04 | — | 13.40 | 13.40 | 0.00% | market | 80.00% | 34.68% | -7.46% | -7.52% | 0.06% |
| AES | 2012-05-04 | 2012-05-07 | 2012-06-05 | — | 12.00 | 12.00 | 0.00% | market | 37.04% | 37.04% | 0.07% | -5.45% | 5.52% |
| CHD | 2012-05-04 | 2012-05-07 | 2012-06-05 | — | 25.68 | 25.68 | 0.00% | market | 10.00% | 10.00% | 3.37% | -5.45% | 8.82% |
| PLAB | 2012-05-14 | 2012-05-15 | 2012-06-13 | — | 5.92 | 5.92 | 0.00% | market | 16.67% | 16.62% | -5.34% | -1.46% | -3.88% |
| ANF | 2012-05-16 | 2012-05-17 | 2012-06-15 | — | 38.87 | 38.87 | 0.00% | market | 32.10% | 50.00% | -18.96% | 0.96% | -19.92% |
| GHM | 2012-06-01 | 2012-06-04 | 2012-07-02 | — | 17.65 | 17.65 | 0.00% | market | 33.33% | 19.84% | 6.19% | 6.32% | -0.14% |
| GWRE | 2012-06-05 | 2012-06-06 | 2012-07-05 | — | 26.20 | 26.20 | 0.00% | market | 561.38% | 399.96% | 3.37% | 5.25% | -1.87% |
| UHAL | 2012-06-06 | 2012-06-07 | 2012-07-06 | — | 9.46 | 9.46 | 0.00% | market | 330.00% | 309.69% | -1.19% | 1.51% | -2.70% |
| NGL | 2012-06-16 | 2012-06-18 | 2012-07-17 | — | 22.58 | 22.58 | 0.00% | market | 10.61% | 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% | 150.00% | -4.57% | 1.42% | -5.99% |
| HWM | 2012-07-09 | 2012-07-10 | 2012-08-07 | — | 18.23 | 18.23 | 0.00% | market | 20.00% | 19.14% | -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% | 10.19% | -0.80% | 5.21% | -6.01% |
| JPM | 2012-07-13 | 2012-07-16 | 2012-08-13 | — | 35.76 | 35.76 | 0.00% | market | 70.42% | 53.52% | 3.34% | 3.94% | -0.60% |
| C | 2012-07-16 | 2012-07-17 | 2012-08-14 | — | 27.13 | 27.13 | 0.00% | market | 12.36% | 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% | 12.19% | 8.23% | 4.86% | 3.37% |
| AWR | 2012-08-06 | 2012-08-07 | 2012-09-05 | — | 20.92 | 20.92 | 0.00% | market | 25.00% | 24.68% | 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% | 30.00% | -5.32% | 2.48% | -7.80% |
| BBAR | 2012-08-10 | 2012-08-13 | 2012-09-11 | — | 3.84 | 3.84 | 0.00% | market | 36.67% | 42.05% | -6.35% | 2.35% | -8.70% |
| AMPY | 2012-08-13 | 2012-08-14 | 2012-09-12 | — | 65.45 | 65.45 | 0.00% | market | 233.33% | 233.27% | 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% | 19.19% | -9.72% | 2.92% | -12.64% |
| GWRE | 2012-09-04 | 2012-09-05 | 2012-10-03 | — | 32.94 | 32.94 | 0.00% | market | 163.16% | 149.96% | -6.08% | 2.84% | -8.92% |
| LRN | 2012-09-12 | 2012-09-13 | 2012-10-11 | — | 23.10 | 23.10 | 0.00% | market | 266.57% | 66.67% | -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% | 15.38% | -6.70% | -0.14% | -6.56% |
| CAG | 2012-09-20 | 2012-09-21 | 2012-10-19 | — | 21.23 | 21.23 | 0.00% | market | 22.22% | 22.20% | 2.91% | -2.22% | 5.13% |
| PRGS | 2012-09-26 | 2012-09-27 | 2012-10-25 | — | 20.08 | 20.08 | 0.00% | market | 29.17% | 86.06% | -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% | 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% | 21.77% | -6.35% | -5.10% | -1.25% |
| AAL | 2012-10-17 | 2012-10-18 | 2012-11-19 | — | 11.63 | 11.63 | 0.00% | market | 17.86% | 17.86% | 3.68% | -4.59% | 8.27% |
| COF | 2012-10-18 | 2012-10-19 | 2012-11-20 | — | 59.10 | 59.10 | 0.00% | market | 21.08% | 21.08% | -1.15% | -4.37% | 3.22% |
| ALGT | 2012-10-24 | 2012-10-25 | 2012-11-27 | — | 69.02 | 69.02 | 0.00% | market | 12.99% | 12.97% | 6.72% | -1.19% | 7.91% |
| AAT | 2012-11-06 | 2012-11-07 | 2012-12-06 | — | 27.87 | 27.87 | 0.00% | market | 12.50% | 700.00% | -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% | 29.03% | -4.20% | 3.20% | -7.40% |
| LOW | 2012-11-19 | 2012-11-20 | 2012-12-19 | — | 33.96 | 33.96 | 0.00% | market | 14.29% | 24.51% | 3.29% | 3.87% | -0.59% |
| TSN | 2012-11-19 | 2012-11-20 | 2012-12-19 | — | 18.65 | 18.65 | 0.00% | market | 25.00% | 25.87% | 4.99% | 3.87% | 1.12% |
| GWRE | 2012-11-27 | 2012-11-28 | 2012-12-27 | — | 25.48 | 25.48 | 0.00% | market | 842.59% | 1000.02% | 13.83% | 1.29% | 12.54% |
| KFY | 2012-12-06 | 2012-12-07 | 2013-01-08 | — | 14.36 | 14.36 | 0.00% | market | 31.58% | 31.58% | 9.58% | 2.12% | 7.46% |
| HOV | 2012-12-13 | 2012-12-14 | 2013-01-15 | — | 130.00 | 130.00 | 0.00% | market | 133.33% | 976.74% | 20.86% | 3.34% | 17.52% |
| CCL | 2012-12-20 | 2012-12-21 | 2013-01-23 | — | 37.50 | 37.50 | 0.00% | market | 18.18% | 22.22% | 3.02% | 5.06% | -2.04% |
| MCS | 2012-12-20 | 2012-12-21 | 2013-01-23 | — | 11.89 | 11.89 | 0.00% | market | 13.33% | 15.42% | 10.41% | 5.06% | 5.35% |
| UNF | 2013-01-03 | 2013-01-04 | 2013-02-04 | — | 82.61 | 82.61 | 0.00% | market | 15.79% | 15.78% | -0.61% | 2.45% | -3.05% |
| LNN | 2013-01-08 | 2013-01-09 | 2013-02-07 | — | 86.57 | 86.57 | 0.00% | market | 53.33% | 53.30% | 3.95% | 3.49% | 0.47% |
| LEN | 2013-01-15 | 2013-01-16 | 2013-02-14 | — | 40.75 | 40.75 | 0.00% | market | 27.27% | 27.23% | -0.37% | 3.76% | -4.13% |
| ALB | 2013-01-22 | 2013-01-23 | 2013-02-21 | — | 65.73 | 65.73 | 0.00% | market | 18.18% | 76.16% | -2.53% | 0.87% | -3.40% |
| CLS | 2013-01-22 | 2013-01-23 | 2013-02-21 | — | 8.64 | 8.64 | 0.00% | market | 38.89% | 31.58% | -6.35% | 0.87% | -7.22% |
| TDW | 2013-02-01 | 2013-02-04 | 2013-03-05 | — | 1,576.77 | 1,576.77 | 0.00% | market | 56.83% | 56.81% | -5.05% | 2.64% | -7.69% |
| ALL | 2013-02-06 | 2013-02-07 | 2013-03-08 | — | 45.67 | 45.67 | 0.00% | market | 1280.00% | 1279.68% | 3.73% | 2.80% | 0.93% |
| AMAT | 2013-02-13 | 2013-02-14 | 2013-03-15 | — | 13.86 | 13.86 | 0.00% | market | 88.21% | 100.00% | -4.07% | 2.73% | -6.80% |
| AER | 2013-02-20 | 2013-02-21 | 2013-03-21 | — | 15.56 | 15.56 | 0.00% | market | 32.56% | 23.73% | 1.64% | 2.25% | -0.62% |
| CLW | 2013-02-20 | 2013-02-21 | 2013-03-21 | — | 46.92 | 46.92 | 0.00% | market | 12.00% | 12.00% | 10.56% | 2.25% | 8.30% |
| ABM | 2013-03-04 | 2013-03-05 | 2013-04-03 | — | 23.23 | 23.23 | 0.00% | market | 18.18% | 18.18% | -7.16% | 1.02% | -8.18% |
| AMBA | 2013-03-07 | 2013-03-08 | 2013-04-08 | — | 13.45 | 13.45 | 0.00% | market | 38.46% | 38.54% | 6.67% | 0.48% | 6.18% |
| AAON | 2013-03-14 | 2013-03-15 | 2013-04-15 | — | 7.73 | 7.73 | 0.00% | market | 50.00% | 40.00% | 4.43% | -0.47% | 4.90% |
| FSM | 2013-03-20 | 2013-03-21 | 2013-04-19 | — | 4.38 | 4.38 | 0.00% | market | 40.00% | 30.32% | -32.52% | 0.47% | -32.99% |
| GIS | 2013-03-20 | 2013-03-21 | 2013-04-19 | — | 47.55 | 47.55 | 0.00% | market | 12.28% | 12.28% | 5.77% | 0.47% | 5.30% |
| GBX | 2013-04-04 | 2013-04-05 | 2013-05-03 | — | 20.50 | 20.50 | 0.00% | market | 21.62% | 21.61% | 8.53% | 4.82% | 3.71% |
| AGX | 2013-04-10 | 2013-04-11 | 2013-05-09 | — | 15.29 | 15.29 | 0.00% | market | 15.00% | 15.08% | 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% | 12.50% | 0.28% | 3.51% | -3.23% |
| ALGN | 2013-04-18 | 2013-04-19 | 2013-05-17 | — | 29.56 | 29.56 | 0.00% | market | 13.04% | 18.17% | 27.07% | 8.05% | 19.01% |
| CE | 2013-04-18 | 2013-04-19 | 2013-05-17 | — | 48.18 | 48.18 | 0.00% | market | 44.30% | 44.30% | 2.49% | 8.05% | -5.56% |
| ADUS | 2013-05-02 | 2013-05-03 | 2013-06-03 | — | 12.71 | 12.71 | 0.00% | market | 42.86% | 42.85% | 40.81% | 1.99% | 38.82% |
| AFG | 2013-05-08 | 2013-05-09 | 2013-06-07 | — | 48.97 | 48.97 | 0.00% | market | 10.84% | 72.19% | -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% | 34.56% | -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% | 23.08% | 8.28% | -0.91% | 9.19% |
| CAE | 2013-05-16 | 2013-05-17 | 2013-06-17 | — | 10.81 | 10.81 | 0.00% | market | 10.53% | 19.23% | -4.45% | -0.91% | -3.54% |
| GCO | 2013-05-31 | 2013-06-03 | 2013-07-01 | — | 67.51 | 67.51 | 0.00% | market | 10.59% | 10.59% | 0.03% | -1.51% | 1.54% |
| CIEN | 2013-06-06 | 2013-06-07 | 2013-07-08 | — | 19.12 | 19.12 | 0.00% | market | 309.00% | 100.00% | 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% | 720.79% | -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% | 100.00% | 1.75% | 4.52% | -2.76% |
| MEI | 2013-06-20 | 2013-06-21 | 2013-07-22 | — | 15.03 | 15.03 | 0.00% | market | 60.00% | 59.95% | 31.84% | 6.18% | 25.66% |
| WDFC | 2013-07-08 | 2013-07-09 | 2013-08-06 | — | 62.66 | 62.66 | 0.00% | market | 17.86% | 17.86% | -6.72% | 2.88% | -9.60% |
| WWW | 2013-07-09 | 2013-07-10 | 2013-08-07 | — | 28.23 | 28.23 | 0.00% | market | 35.29% | 35.29% | 2.38% | 2.55% | -0.17% |
| JPM | 2013-07-12 | 2013-07-15 | 2013-08-12 | — | 55.49 | 55.49 | 0.00% | market | 10.34% | 11.11% | -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% | 15.00% | -12.42% | -1.60% | -10.83% |
| MAN | 2013-07-19 | 2013-07-22 | 2013-08-19 | — | 65.05 | 65.05 | 0.00% | market | 17.98% | 17.98% | 2.04% | -2.74% | 4.78% |
| DCO | 2013-08-05 | 2013-08-06 | 2013-09-04 | — | 23.08 | 23.08 | 0.00% | market | 27.50% | 27.48% | 16.93% | -2.71% | 19.64% |
| AROC | 2013-08-06 | 2013-08-07 | 2013-09-05 | — | 18.00 | 18.00 | 0.00% | market | 210.00% | 210.00% | -5.71% | -1.91% | -3.80% |
| FSS | 2013-08-09 | 2013-08-12 | 2013-09-10 | — | 10.31 | 10.31 | 0.00% | market | 64.29% | 13.13% | 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% | 33.33% | 5.77% | 2.56% | 3.21% |
| LITB | 2013-08-19 | 2013-08-20 | 2013-09-18 | — | 69.48 | 69.48 | 0.00% | market | 66.67% | 23.04% | 7.67% | 4.85% | 2.82% |
| GWRE | 2013-09-03 | 2013-09-04 | 2013-10-02 | — | 43.85 | 43.85 | 0.00% | market | 78.57% | 25.70% | 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% | 43.74% | 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% | 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% | 9695.80% | -3.87% | -0.17% | -3.70% |
| KBH | 2013-09-24 | 2013-09-25 | 2013-10-23 | — | 18.00 | 18.00 | 0.00% | market | 42.86% | 42.85% | -3.04% | 2.91% | -5.95% |
| MG | 2013-10-08 | 2013-10-09 | 2013-11-06 | — | 19.36 | 19.36 | 0.00% | market | 25.00% | 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% | 13.74% | 2.48% | 6.86% | -4.38% |
| VAC | 2013-10-10 | 2013-10-11 | 2013-11-08 | — | 47.08 | 47.08 | 0.00% | market | 84.62% | 16.72% | 7.72% | 4.96% | 2.76% |
| EXPO | 2013-10-16 | 2013-10-17 | 2013-11-14 | — | 18.15 | 18.15 | 0.00% | market | 33.33% | 33.39% | 1.94% | 4.61% | -2.67% |
| BKU | 2013-10-22 | 2013-10-23 | 2013-11-20 | — | 32.50 | 32.50 | 0.00% | market | 13.04% | 11.73% | -3.73% | 2.09% | -5.82% |
| AROC | 2013-11-05 | 2013-11-06 | 2013-12-05 | — | 19.34 | 19.34 | 0.00% | market | 61.90% | 61.90% | 1.86% | 1.08% | 0.79% |
| COKE | 2013-11-05 | 2013-11-06 | 2013-12-05 | — | 6.36 | 6.36 | 0.00% | market | 12.20% | 12.19% | 8.55% | 1.08% | 7.47% |
| AES | 2013-11-07 | 2013-11-08 | 2013-12-09 | — | 13.74 | 13.74 | 0.00% | market | 14.71% | 14.71% | 6.96% | 3.73% | 3.23% |
| GFF | 2013-11-13 | 2013-11-14 | 2013-12-13 | — | 12.03 | 12.03 | 0.00% | market | 100.00% | 100.00% | -1.85% | -0.24% | -1.60% |
| BBY | 2013-11-19 | 2013-11-20 | 2013-12-19 | — | 39.01 | 39.01 | 0.00% | market | 50.00% | 76.13% | 5.90% | 1.17% | 4.73% |
| KFY | 2013-12-04 | 2013-12-05 | 2014-01-06 | — | 24.20 | 24.20 | 0.00% | market | 20.59% | 20.61% | 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% | 16.81% | 26.79% | 1.56% | 25.23% |
| PLAB | 2013-12-10 | 2013-12-11 | 2014-01-10 | — | 8.46 | 8.46 | 0.00% | market | 12.50% | 14.30% | 3.21% | 1.84% | 1.37% |
| HOV | 2013-12-12 | 2013-12-13 | 2014-01-14 | — | 133.13 | 133.13 | 0.00% | market | 28.99% | 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% | 12.73% | 0.48% | 2.00% | -1.52% |
| MU | 2014-01-07 | 2014-01-08 | 2014-02-06 | — | 24.20 | 24.20 | 0.00% | market | 79.07% | 24.10% | -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% | 14.29% | -0.12% | -2.14% | 2.02% |
| STZ | 2014-01-09 | 2014-01-10 | 2014-02-10 | — | 77.60 | 77.60 | 0.00% | market | 20.88% | 20.88% | -0.78% | -2.14% | 1.36% |
| IIIN | 2014-01-16 | 2014-01-17 | 2014-02-18 | — | 20.90 | 20.90 | 0.00% | market | 50.00% | 50.03% | -7.18% | 0.08% | -7.26% |
| SMCI | 2014-01-21 | 2014-01-22 | 2014-02-20 | — | 2.03 | 2.03 | 0.00% | market | 32.89% | 34.60% | 9.26% | -0.21% | 9.47% |
| ALL | 2014-02-05 | 2014-02-06 | 2014-03-07 | — | 50.87 | 50.87 | 0.00% | market | 23.19% | 42.06% | 9.41% | 7.22% | 2.19% |
| APO | 2014-02-07 | 2014-02-10 | 2014-03-11 | — | 32.74 | 32.74 | 0.00% | market | 29.27% | 29.27% | 0.02% | 4.19% | -4.17% |
| DCH | 2014-02-07 | 2014-02-10 | 2014-03-11 | — | 19.40 | 19.40 | 0.00% | market | 39.22% | 47.92% | -2.06% | 4.19% | -6.25% |
| ABR | 2014-02-14 | 2014-02-18 | 2014-03-18 | — | 7.01 | 7.01 | 0.00% | market | 44.44% | 52.41% | -3.95% | 1.89% | -5.84% |
| CAR | 2014-02-19 | 2014-02-20 | 2014-03-20 | — | 40.10 | 40.10 | 0.00% | market | 25.00% | 24.93% | 21.40% | 2.44% | 18.95% |
| AMBA | 2014-03-06 | 2014-03-07 | 2014-04-04 | — | 33.16 | 33.16 | 0.00% | market | 30.00% | 36.73% | -18.56% | -1.35% | -17.20% |
| PLOW | 2014-03-10 | 2014-03-11 | 2014-04-08 | — | 17.38 | 17.38 | 0.00% | market | 52.00% | 51.99% | -0.96% | -1.77% | 0.81% |
| AMPY | 2014-03-11 | 2014-03-12 | 2014-04-09 | — | 43.61 | 43.61 | 0.00% | market | 42.86% | 43.97% | -3.72% | 0.41% | -4.14% |
| FF | 2014-03-17 | 2014-03-18 | 2014-04-15 | — | 21.03 | 21.03 | 0.00% | market | 165.22% | 165.16% | -7.80% | -1.34% | -6.46% |
| KBH | 2014-03-19 | 2014-03-20 | 2014-04-17 | — | 18.61 | 18.61 | 0.00% | market | 12.50% | 50.00% | -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% | 11.84% | 7.77% | -0.65% | 8.42% |
| C | 2014-04-14 | 2014-04-15 | 2014-05-14 | — | 47.96 | 47.96 | 0.00% | market | 14.04% | 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% | 13.89% | 1.99% | 1.17% | 0.82% |
| ALSN | 2014-04-16 | 2014-04-17 | 2014-05-16 | — | 31.00 | 31.00 | 0.00% | market | 141.67% | 16.67% | -5.36% | 1.17% | -6.53% |
| CCK | 2014-04-16 | 2014-04-17 | 2014-05-16 | — | 46.31 | 46.31 | 0.00% | market | 11.76% | 11.76% | 4.65% | 1.17% | 3.48% |
| BEP | 2014-05-02 | 2014-05-05 | 2014-06-03 | — | 15.83 | 15.83 | 0.00% | market | 46.15% | 146.15% | -3.64% | 3.02% | -6.66% |
| IBP | 2014-05-13 | 2014-05-14 | 2014-06-12 | — | 13.70 | 13.70 | 0.00% | market | 300.00% | 100.09% | -5.57% | 1.98% | -7.55% |
| ADSK | 2014-05-15 | 2014-05-16 | 2014-06-16 | — | 50.45 | 50.45 | 0.00% | market | 52.38% | 52.38% | 8.09% | 3.62% | 4.47% |
| MANU | 2014-05-15 | 2014-05-16 | 2014-06-16 | — | 16.48 | 16.48 | 0.00% | market | 62.50% | 121.16% | 5.60% | 3.62% | 1.99% |
| SBS | 2014-05-15 | 2014-05-16 | 2014-06-16 | — | 1.97 | 1.97 | 0.00% | market | 29.17% | 10.40% | 5.99% | 3.62% | 2.38% |
| GWRE | 2014-06-02 | 2014-06-03 | 2014-07-01 | — | 36.99 | 36.99 | 0.00% | market | 340.00% | 266.82% | 9.23% | 2.39% | 6.84% |
| RH | 2014-06-11 | 2014-06-12 | 2014-07-11 | — | 83.70 | 83.70 | 0.00% | market | 80.00% | 63.62% | 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% | 10.26% | -3.55% | 2.03% | -5.58% |
| ADBE | 2014-06-17 | 2014-06-18 | 2014-07-17 | — | 73.82 | 73.82 | 0.00% | market | 27.59% | 23.33% | -3.39% | 0.45% | -3.84% |
| KMX | 2014-06-20 | 2014-06-23 | 2014-07-22 | — | 51.63 | 51.63 | 0.00% | market | 13.43% | 13.43% | -0.70% | 1.13% | -1.83% |
| PKE | 2014-07-01 | 2014-07-02 | 2014-07-31 | — | 29.21 | 29.21 | 0.00% | market | 20.59% | 20.63% | -3.69% | -2.01% | -1.69% |
| C | 2014-07-14 | 2014-07-15 | 2014-08-12 | — | 48.82 | 48.82 | 0.00% | market | 17.59% | 18.10% | -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% | 14.60% | 1.77% | -1.65% | 3.42% |
| ASML | 2014-07-16 | 2014-07-17 | 2014-08-14 | — | 86.86 | 86.86 | 0.00% | market | 20.39% | 66.72% | 4.77% | -0.81% | 5.58% |
| CMG | 2014-07-21 | 2014-07-22 | 2014-08-19 | — | 13.00 | 13.00 | 0.00% | market | 16.67% | 13.27% | 4.67% | 0.19% | 4.48% |
| ACCO | 2014-07-30 | 2014-07-31 | 2014-08-28 | — | 6.51 | 6.51 | 0.00% | market | 18.75% | 18.75% | 18.49% | 2.32% | 16.17% |
| ICUI | 2014-08-11 | 2014-08-12 | 2014-09-10 | — | 60.10 | 60.10 | 0.00% | market | 11.76% | 11.73% | 3.74% | 3.34% | 0.41% |
| CVEO | 2014-08-12 | 2014-08-13 | 2014-09-11 | — | 298.92 | 298.92 | 0.00% | market | 66.67% | 34.91% | 1.02% | 3.09% | -2.07% |
| CTRE | 2014-08-13 | 2014-08-14 | 2014-09-12 | — | 16.00 | 16.00 | 0.00% | market | 233.33% | 32.86% | 3.59% | 2.03% | 1.55% |
| SBLK | 2014-08-20 | 2014-08-21 | 2014-09-19 | — | 70.00 | 70.00 | 0.00% | market | 600.00% | 99.19% | -8.74% | 0.81% | -9.55% |
| CAL | 2014-08-27 | 2014-08-28 | 2014-09-26 | — | 29.74 | 29.74 | 0.00% | market | 17.14% | 17.14% | -5.65% | -0.85% | -4.80% |
| HQY | 2014-09-09 | 2014-09-10 | 2014-10-08 | — | 19.30 | 19.30 | 0.00% | market | 39.53% | 17.38% | 0.26% | -1.40% | 1.66% |
| LULU | 2014-09-11 | 2014-09-12 | 2014-10-10 | — | 43.68 | 43.68 | 0.00% | market | 13.79% | 13.80% | -7.72% | -4.78% | -2.95% |
| ULTA | 2014-09-11 | 2014-09-12 | 2014-10-10 | — | 114.50 | 114.50 | 0.00% | market | 13.25% | 13.26% | -0.34% | -4.78% | 4.43% |
| CAG | 2014-09-18 | 2014-09-19 | 2014-10-17 | — | 26.03 | 26.03 | 0.00% | market | 11.43% | 11.43% | -0.06% | -6.48% | 6.41% |
| NKE | 2014-09-25 | 2014-09-26 | 2014-10-24 | — | 43.99 | 43.99 | 0.00% | market | 25.00% | 25.00% | 3.22% | -0.14% | 3.36% |
| LNN | 2014-10-09 | 2014-10-10 | 2014-11-07 | — | 76.81 | 76.81 | 0.00% | market | 56.14% | 56.16% | 11.86% | 5.53% | 6.34% |
| BLK | 2014-10-15 | 2014-10-16 | 2014-11-13 | — | 302.48 | 302.48 | 0.00% | market | 11.80% | 11.80% | 15.14% | 11.54% | 3.60% |
| HNI | 2014-10-15 | 2014-10-16 | 2014-11-13 | — | 37.31 | 37.31 | 0.00% | market | 14.08% | 14.08% | 25.28% | 11.54% | 13.74% |
| BANF | 2014-10-16 | 2014-10-17 | 2014-11-14 | — | 32.73 | 32.73 | 0.00% | market | 27.66% | 25.35% | 5.00% | 8.40% | -3.39% |
| BBW | 2014-10-23 | 2014-10-24 | 2014-11-21 | — | 15.15 | 15.15 | 0.00% | market | 200.00% | 163.83% | 18.32% | 5.85% | 12.46% |
| AGO | 2014-11-06 | 2014-11-07 | 2014-12-08 | — | 23.81 | 23.81 | 0.00% | market | 75.00% | 22.25% | 8.26% | 1.69% | 6.56% |
| EPC | 2014-11-12 | 2014-11-13 | 2014-12-12 | — | 94.79 | 94.79 | 0.00% | market | 16.15% | 91.00% | -1.88% | -1.60% | -0.28% |
| M | 2014-11-12 | 2014-11-13 | 2014-12-12 | — | 60.98 | 60.98 | 0.00% | market | 22.00% | 22.00% | 2.16% | -1.60% | 3.76% |
| BBAR | 2014-11-13 | 2014-11-14 | 2014-12-15 | — | 13.42 | 13.42 | 0.00% | market | 35.29% | 58.16% | -5.99% | -2.25% | -3.74% |
| ADSK | 2014-11-20 | 2014-11-21 | 2014-12-22 | — | 61.00 | 61.00 | 0.00% | market | 13.64% | 13.64% | -1.43% | -0.08% | -1.35% |
| AGX | 2014-12-08 | 2014-12-09 | 2015-01-08 | — | 31.50 | 31.50 | 0.00% | market | 42.37% | 42.33% | 3.87% | 0.75% | 3.12% |
| ADBE | 2014-12-11 | 2014-12-12 | 2015-01-13 | — | 74.17 | 74.17 | 0.00% | market | 20.00% | 25.00% | -4.93% | -0.28% | -4.65% |
| LULU | 2014-12-11 | 2014-12-12 | 2015-01-13 | — | 51.09 | 51.09 | 0.00% | market | 10.53% | 10.53% | 23.33% | -0.28% | 23.61% |
| JBL | 2014-12-17 | 2014-12-18 | 2015-01-20 | — | 21.25 | 21.25 | 0.00% | market | 17.02% | 17.07% | -2.97% | -1.31% | -1.66% |