EPS surp.>10 & P/E<20 & P/E after earn.>25 (hold 20d) (lookback 50y)
Run 5f77ee0a · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
631
Win rate
52.77%
Avg return
1.07%
Median return
0.91%
Avg abnormal
-0.05%
Median abnormal
-0.75%
Best trade
55.08%
Worst trade
-56.97%
Sharpe (per-trade)
0.09
Daily portfolio drawdown
-25.85%
Portfolio (equal_weight)
Total return
135.49%
Max drawdown
-25.85%
Avg trade return
1.07%
Win rate
52.77%
Signals
15388
Configured concurrent
5
Observed concurrent
5
Trades taken
631
Skipped (no capacity)
14757
Excess vs benchmark
-328.29%
Avg entry slippage
0.00%
Return if filled at market
135.49%
VWAP fills
0
VWAP fallbacks
0
14757 of 15388 qualifying signals were dropped because no position slot or cash was available.
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2006 | 1 | 2.30% | -0.63% | 100.00% |
| 2007 | 4 | -5.07% | -6.19% | 25.00% |
| 2008 | 1 | -8.51% | -6.04% | 0.00% |
| 2009 | 5 | 5.49% | 2.14% | 100.00% |
| 2010 | 6 | -0.88% | 1.09% | 50.00% |
| 2011 | 4 | 2.44% | 3.98% | 75.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2013 | 2 | -11.88% | -13.68% | 0.00% |
| 2015 | 4 | 4.82% | 6.55% | 50.00% |
| 2016 | 30 | -1.41% | -2.39% | 36.67% |
| 2017 | 59 | 1.38% | -0.30% | 55.93% |
| 2018 | 60 | 0.74% | 1.05% | 50.00% |
| 2019 | 58 | 2.11% | 0.04% | 58.62% |
| 2020 | 61 | 0.66% | -0.88% | 55.74% |
| 2021 | 60 | 1.78% | 0.04% | 55.00% |
| 2022 | 60 | 0.54% | 1.32% | 45.00% |
| 2023 | 61 | 0.93% | -0.68% | 49.18% |
| 2024 | 61 | 2.57% | 0.84% | 55.74% |
| 2025 | 61 | 0.57% | -0.67% | 47.54% |
| 2026 | 32 | 1.18% | -0.44% | 68.75% |
Trades (page 1: 500 of 631)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/E | P/E after earn. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UL | 2006-11-02 | 2006-11-03 | 2006-12-04 | — | 29.57 | 29.57 | 0.00% | market | 131.11% | — | 28.43 | 2.30% | 2.93% | -0.63% |
| CCEP | 2007-04-26 | 2007-04-27 | 2007-05-25 | — | 22.31 | 22.31 | 0.00% | market | 80.00% | — | 247.89 | 2.86% | 1.74% | 1.11% |
| UL | 2007-05-03 | 2007-05-04 | 2007-06-04 | — | 36.59 | 36.59 | 0.00% | market | 118.75% | — | 34.85 | -4.36% | 2.22% | -6.59% |
| IHG | 2007-05-09 | 2007-05-10 | 2007-06-08 | — | 38.01 | 38.01 | 0.00% | market | 19.05% | — | 152.04 | -12.41% | 0.21% | -12.62% |
| IHG | 2007-11-06 | 2007-11-07 | 2007-12-06 | — | 26.55 | 26.55 | 0.00% | market | 13.16% | — | 61.74 | -6.35% | 0.33% | -6.68% |
| IHG | 2008-05-07 | 2008-05-08 | 2008-06-06 | — | 21.28 | 21.28 | 0.00% | market | 19.23% | — | 68.65 | -8.51% | -2.47% | -6.04% |
| CCEP | 2009-04-28 | 2009-04-29 | 2009-05-28 | — | 16.32 | 16.32 | 0.00% | market | 300.00% | — | 81.60 | 2.29% | 5.09% | -2.80% |
| IHG | 2009-05-12 | 2009-05-13 | 2009-06-11 | — | 12.58 | 12.58 | 0.00% | market | 15.00% | — | 54.70 | 11.98% | 5.66% | 6.32% |
| CCEP | 2009-10-28 | 2009-10-29 | 2009-11-27 | — | 19.10 | 19.10 | 0.00% | market | 10.87% | — | 37.45 | 4.25% | 4.16% | 0.08% |
| SNN | 2009-11-06 | 2009-11-09 | 2009-12-08 | — | 18.59 | 18.59 | 0.00% | market | 30.77% | — | 54.68 | 4.80% | 1.54% | 3.26% |
| IHG | 2009-11-10 | 2009-11-11 | 2009-12-10 | — | 17.75 | 17.75 | 0.00% | market | 27.50% | — | 34.80 | 4.13% | 0.30% | 3.83% |
| AU | 2010-02-17 | 2010-02-18 | 2010-03-18 | — | 37.95 | 37.95 | 0.00% | market | 1450.07% | — | 33.00 | 2.48% | 6.32% | -3.84% |
| CCEP | 2010-04-27 | 2010-04-28 | 2010-05-26 | — | 28.28 | 28.28 | 0.00% | market | 22.73% | — | 104.74 | -11.66% | -9.98% | -1.68% |
| SNN | 2010-05-06 | 2010-05-07 | 2010-06-07 | — | 18.91 | 18.91 | 0.00% | market | 11.76% | — | 49.76 | -4.81% | -6.35% | 1.54% |
| IHG | 2010-05-11 | 2010-05-12 | 2010-06-10 | — | 21.59 | 21.59 | 0.00% | market | 62.50% | — | 83.04 | -0.05% | -6.14% | 6.09% |
| IHG | 2010-08-10 | 2010-08-11 | 2010-09-09 | — | 21.89 | 21.89 | 0.00% | market | 18.92% | — | 49.75 | 0.22% | 0.24% | -0.02% |
| SRL | 2010-11-15 | 2010-11-16 | 2010-12-15 | — | 33.55 | 33.55 | 0.00% | market | 636.36% | — | 41.42 | 8.51% | 4.03% | 4.48% |
| IHG | 2011-05-10 | 2011-05-11 | 2011-06-09 | — | 27.79 | 27.79 | 0.00% | market | 23.33% | — | 75.11 | -8.66% | -4.62% | -4.04% |
| AU | 2011-08-04 | 2011-08-05 | 2011-09-02 | — | 43.11 | 43.11 | 0.00% | market | 103.33% | — | 35.34 | 5.47% | -3.21% | 8.68% |
| HMY | 2011-10-31 | 2011-11-01 | 2011-11-30 | — | 12.62 | 12.62 | 0.00% | market | 30.00% | — | 97.08 | 12.02% | 2.43% | 9.60% |
| IHG | 2011-11-08 | 2011-11-09 | 2011-12-08 | — | 21.64 | 21.64 | 0.00% | market | 12.24% | — | 39.35 | 0.92% | -0.75% | 1.67% |
| HMY | 2012-05-09 | 2012-05-10 | 2012-06-08 | — | 9.64 | 9.64 | 0.00% | market | 25.00% | — | 32.13 | 6.12% | -2.62% | 8.74% |
| IHG | 2013-02-19 | 2013-02-20 | 2013-03-20 | — | 36.03 | 36.03 | 0.00% | market | 45.95% | — | 66.72 | -1.40% | 1.67% | -3.07% |
| AU | 2013-11-06 | 2013-11-07 | 2013-12-06 | — | 15.46 | 15.46 | 0.00% | market | 2200.00% | — | 67.22 | -22.35% | 1.94% | -24.29% |
| BUD | 2015-02-26 | 2015-02-27 | 2015-03-27 | — | 126.42 | 126.42 | 0.00% | market | 10.22% | — | 83.72 | -3.16% | -2.61% | -0.55% |
| BUD | 2015-05-06 | 2015-05-07 | 2015-06-05 | — | 119.08 | 119.08 | 0.00% | market | 15.70% | — | 85.06 | 4.45% | 0.89% | 3.56% |
| AU | 2015-08-17 | 2015-08-18 | 2015-09-16 | — | 6.62 | 6.62 | 0.00% | market | 100.00% | — | 110.33 | 19.99% | -4.79% | 24.78% |
| GRFS | 2015-11-04 | 2015-11-05 | 2015-12-04 | — | 17.93 | 17.93 | 0.00% | market | 18.18% | — | 68.96 | -2.00% | -0.38% | -1.61% |
| HUBG | 2016-02-03 | 2016-02-04 | 2016-03-04 | — | 15.93 | 15.93 | 0.00% | market | 125.00% | — | 25.29 | 16.66% | 5.10% | 11.56% |
| HUBG | 2016-04-26 | 2016-04-27 | 2016-05-25 | — | 20.20 | 20.20 | 0.00% | market | 45.00% | — | 69.66 | -3.02% | 0.39% | -3.41% |
| HWM | 2016-07-11 | 2016-07-12 | 2016-08-09 | — | 23.16 | 23.16 | 0.00% | market | 60.71% | — | 51.47 | -3.09% | 1.70% | -4.79% |
| BDC | 2016-07-19 | 2016-07-20 | 2016-08-17 | — | 72.82 | 72.82 | 0.00% | market | 22.22% | — | 47.29 | -1.12% | 1.01% | -2.12% |
| MTG | 2016-07-19 | 2016-07-20 | 2016-08-17 | — | 7.02 | 7.02 | 0.00% | market | 30.00% | — | 27.00 | 10.01% | 1.01% | 9.01% |
| FNF | 2016-07-20 | 2016-07-21 | 2016-08-18 | — | 26.29 | 26.29 | 0.00% | market | 12.12% | — | 35.53 | 0.70% | 0.88% | -0.18% |
| QCOM | 2016-07-20 | 2016-07-21 | 2016-08-18 | — | 59.80 | 59.80 | 0.00% | market | 19.59% | — | 51.55 | 5.32% | 0.88% | 4.44% |
| BKD | 2016-08-08 | 2016-08-09 | 2016-09-07 | — | 17.68 | 17.68 | 0.00% | market | 11.86% | — | 26.79 | 0.13% | 0.40% | -0.28% |
| ATHM | 2016-08-16 | 2016-08-17 | 2016-09-15 | — | 26.30 | 26.30 | 0.00% | market | 29.15% | — | 51.57 | -12.69% | -1.25% | -11.44% |
| COTY | 2016-08-16 | 2016-08-17 | 2016-09-15 | — | 28.33 | 28.33 | 0.00% | market | 116.67% | — | 217.92 | -14.22% | -1.25% | -12.97% |
| BBWI | 2016-08-17 | 2016-08-18 | 2016-09-16 | — | 62.09 | 62.09 | 0.00% | market | 18.64% | — | 88.70 | -6.54% | -2.28% | -4.27% |
| CACI | 2016-08-17 | 2016-08-18 | 2016-09-16 | — | 92.65 | 92.65 | 0.00% | market | 10.13% | — | 53.25 | 4.68% | -2.28% | 6.96% |
| AGX | 2016-09-06 | 2016-09-07 | 2016-10-05 | — | 50.00 | 50.00 | 0.00% | market | 63.29% | — | 38.76 | 17.42% | -1.47% | 18.89% |
| LEN | 2016-09-20 | 2016-09-21 | 2016-10-19 | — | 43.43 | 43.43 | 0.00% | market | 13.48% | — | 43.00 | -3.46% | 0.02% | -3.48% |
| SNX | 2016-09-26 | 2016-09-27 | 2016-10-25 | — | 57.67 | 57.67 | 0.00% | market | 10.90% | — | 33.34 | -9.72% | 0.06% | -9.78% |
| THO | 2016-09-26 | 2016-09-27 | 2016-10-25 | — | 85.86 | 85.86 | 0.00% | market | 18.05% | — | 54.69 | -5.80% | 0.06% | -5.85% |
| EBF | 2016-09-27 | 2016-09-28 | 2016-10-26 | — | 17.20 | 17.20 | 0.00% | market | 34.62% | — | 49.14 | -12.02% | -0.97% | -11.05% |
| WMS | 2016-10-06 | 2016-10-07 | 2016-11-04 | — | 21.81 | 21.81 | 0.00% | market | 54.17% | — | 58.95 | -11.84% | -3.49% | -8.34% |
| GS | 2016-10-18 | 2016-10-19 | 2016-11-16 | — | 173.37 | 173.37 | 0.00% | market | 27.75% | — | 35.53 | 18.87% | 1.80% | 17.07% |
| AGNC | 2016-10-24 | 2016-10-25 | 2016-11-22 | — | 20.13 | 20.13 | 0.00% | market | 16.36% | — | 31.45 | -4.82% | 2.75% | -7.57% |
| AVB | 2016-10-24 | 2016-10-25 | 2016-11-22 | — | 164.93 | 164.93 | 0.00% | market | 123.28% | — | 63.68 | -1.63% | 2.75% | -4.38% |
| CB | 2016-10-25 | 2016-10-26 | 2016-11-23 | — | 124.36 | 124.36 | 0.00% | market | 11.63% | — | 43.18 | 1.77% | 3.51% | -1.74% |
| AAOI | 2016-11-03 | 2016-11-04 | 2016-12-05 | — | 23.30 | 23.30 | 0.00% | market | 35.71% | — | 61.32 | 2.48% | 5.79% | -3.31% |
| YRD | 2016-11-15 | 2016-11-16 | 2016-12-15 | — | 32.88 | 32.88 | 0.00% | market | 373.68% | — | 36.53 | -18.65% | 4.25% | -22.90% |
| JOYY | 2016-11-21 | 2016-11-22 | 2016-12-21 | — | 44.00 | 44.00 | 0.00% | market | 46.21% | — | 39.29 | -2.33% | 2.39% | -4.71% |
| ADI | 2016-11-22 | 2016-11-23 | 2016-12-22 | — | 73.67 | 73.67 | 0.00% | market | 17.98% | — | 70.16 | -0.40% | 2.45% | -2.85% |
| MOV | 2016-11-22 | 2016-11-23 | 2016-12-22 | — | 29.35 | 29.35 | 0.00% | market | 26.39% | — | 32.25 | -1.97% | 2.45% | -4.43% |
| GCO | 2016-12-02 | 2016-12-05 | 2017-01-04 | — | 66.40 | 66.40 | 0.00% | market | 37.63% | — | 51.88 | -4.62% | 2.69% | -7.31% |
| BB | 2016-12-20 | 2016-12-21 | 2017-01-23 | — | 7.52 | 7.52 | 0.00% | market | 373.93% | — | 376.00 | -5.29% | -0.04% | -5.24% |
| CCL | 2016-12-20 | 2016-12-21 | 2017-01-23 | — | 52.27 | 52.27 | 0.00% | market | 15.52% | — | 78.01 | 2.77% | -0.04% | 2.81% |
| STZ | 2017-01-05 | 2017-01-06 | 2017-02-06 | — | 146.99 | 146.99 | 0.00% | market | 13.95% | — | 74.99 | 1.79% | 1.06% | 0.73% |
| LW | 2017-01-10 | 2017-01-11 | 2017-02-09 | — | 36.70 | 36.70 | 0.00% | market | 14.55% | — | 58.25 | 6.39% | 1.87% | 4.51% |
| JPM | 2017-01-13 | 2017-01-17 | 2017-02-14 | — | 84.93 | 84.93 | 0.00% | market | 18.75% | — | 49.67 | 5.35% | 3.27% | 2.09% |
| EFSC | 2017-01-23 | 2017-01-24 | 2017-02-22 | — | 39.10 | 39.10 | 0.00% | market | 21.31% | — | 52.84 | 17.67% | 4.36% | 13.31% |
| HAL | 2017-01-23 | 2017-01-24 | 2017-02-22 | — | 55.24 | 55.24 | 0.00% | market | 113.68% | — | 1,381.00 | -4.05% | 4.36% | -8.41% |
| HMC | 2017-02-03 | 2017-02-06 | 2017-03-07 | — | 30.95 | 30.95 | 0.00% | market | 63.27% | — | 38.69 | 0.29% | 3.55% | -3.26% |
| CMP | 2017-02-08 | 2017-02-09 | 2017-03-10 | — | 83.25 | 83.25 | 0.00% | market | 15.38% | — | 61.67 | -12.29% | 3.69% | -15.98% |
| BRKR | 2017-02-13 | 2017-02-14 | 2017-03-15 | — | 24.28 | 24.28 | 0.00% | market | 24.32% | — | 52.78 | -0.43% | 2.75% | -3.18% |
| EHC | 2017-02-21 | 2017-02-22 | 2017-03-22 | — | 33.46 | 33.46 | 0.00% | market | 16.13% | — | 46.47 | -1.83% | -0.74% | -1.10% |
| FSLR | 2017-02-21 | 2017-02-22 | 2017-03-22 | — | 35.51 | 35.51 | 0.00% | market | 27.84% | — | 28.64 | -18.80% | -0.74% | -18.06% |
| ADUS | 2017-03-06 | 2017-03-07 | 2017-04-04 | — | 34.25 | 34.25 | 0.00% | market | 13.16% | — | 79.65 | -8.71% | -0.79% | -7.92% |
| MYRG | 2017-03-09 | 2017-03-10 | 2017-04-07 | — | 41.15 | 41.15 | 0.00% | market | 20.00% | — | 85.73 | -1.00% | -1.16% | 0.16% |
| DBI | 2017-03-14 | 2017-03-15 | 2017-04-12 | — | 19.67 | 19.67 | 0.00% | market | 25.00% | — | 98.35 | 0.61% | -1.49% | 2.10% |
| FNV | 2017-03-22 | 2017-03-23 | 2017-04-21 | — | 64.69 | 64.69 | 0.00% | market | 20.00% | — | 269.54 | 6.69% | 0.13% | 6.55% |
| PBR-A | 2017-03-22 | 2017-03-23 | 2017-04-21 | — | 8.66 | 8.66 | 0.00% | market | 180.00% | — | 30.93 | 0.94% | 0.13% | 0.81% |
| GBX | 2017-04-05 | 2017-04-06 | 2017-05-05 | — | 47.85 | 47.85 | 0.00% | market | 29.76% | — | 43.90 | -9.92% | 2.03% | -11.95% |
| AGX | 2017-04-10 | 2017-04-11 | 2017-05-10 | — | 69.05 | 69.05 | 0.00% | market | 59.26% | — | 53.53 | 2.36% | 2.12% | 0.25% |
| BAC | 2017-04-18 | 2017-04-19 | 2017-05-17 | — | 22.92 | 22.92 | 0.00% | market | 17.14% | — | 55.90 | -1.63% | 0.55% | -2.18% |
| ASR | 2017-04-20 | 2017-04-21 | 2017-05-19 | — | 181.05 | 181.05 | 0.00% | market | 13.40% | — | 82.30 | 6.35% | 1.30% | 5.04% |
| BANF | 2017-04-20 | 2017-04-21 | 2017-05-19 | — | 46.90 | 46.90 | 0.00% | market | 19.30% | — | 68.97 | -1.64% | 1.30% | -2.94% |
| AAOI | 2017-05-04 | 2017-05-05 | 2017-06-05 | — | 51.53 | 51.53 | 0.00% | market | 12.24% | — | 46.85 | 40.48% | 2.01% | 38.47% |
| ACM | 2017-05-09 | 2017-05-10 | 2017-06-08 | — | 34.20 | 34.20 | 0.00% | market | 61.82% | — | 38.43 | -5.10% | 1.83% | -6.93% |
| CIG | 2017-05-16 | 2017-05-17 | 2017-06-15 | — | 2.16 | 2.16 | 0.00% | market | 123.10% | — | 48.41 | -19.08% | 1.54% | -20.62% |
| MCK | 2017-05-18 | 2017-05-19 | 2017-06-19 | — | 153.06 | 153.06 | 0.00% | market | 11.51% | — | 45.15 | 5.58% | 3.09% | 2.49% |
| RL | 2017-05-18 | 2017-05-19 | 2017-06-19 | — | 71.24 | 71.24 | 0.00% | market | 12.66% | — | 80.04 | 0.17% | 3.09% | -2.92% |
| THO | 2017-06-05 | 2017-06-06 | 2017-07-05 | — | 106.17 | 106.17 | 0.00% | market | 11.64% | — | 50.32 | -1.32% | -0.23% | -1.08% |
| ABM | 2017-06-07 | 2017-06-08 | 2017-07-07 | — | 43.88 | 43.88 | 0.00% | market | 13.95% | — | 89.55 | -6.32% | -0.68% | -5.64% |
| LEN | 2017-06-20 | 2017-06-21 | 2017-07-20 | — | 53.79 | 53.79 | 0.00% | market | 16.67% | — | 59.11 | -1.09% | 1.50% | -2.58% |
| LZB | 2017-06-20 | 2017-06-21 | 2017-07-20 | — | 29.40 | 29.40 | 0.00% | market | 23.91% | — | 51.58 | 10.61% | 1.50% | 9.12% |
| KMX | 2017-06-21 | 2017-06-22 | 2017-07-21 | — | 59.82 | 59.82 | 0.00% | market | 15.31% | — | 52.94 | 10.38% | 1.61% | 8.77% |
| MLKN | 2017-07-05 | 2017-07-06 | 2017-08-03 | — | 33.00 | 33.00 | 0.00% | market | 16.36% | — | 51.56 | 0.51% | 2.10% | -1.59% |
| AIR | 2017-07-11 | 2017-07-12 | 2017-08-09 | — | 37.13 | 37.13 | 0.00% | market | 16.28% | — | 74.26 | -2.60% | 1.62% | -4.23% |
| CTO | 2017-07-19 | 2017-07-20 | 2017-08-17 | — | 15.46 | 15.46 | 0.00% | market | 157.14% | — | 85.89 | -6.76% | -1.69% | -5.07% |
| MS | 2017-07-19 | 2017-07-20 | 2017-08-17 | — | 46.35 | 46.35 | 0.00% | market | 14.47% | — | 53.28 | -2.82% | -1.69% | -1.12% |
| BANF | 2017-07-20 | 2017-07-21 | 2017-08-18 | — | 56.53 | 56.53 | 0.00% | market | 22.41% | — | 79.62 | -13.42% | -1.51% | -11.91% |
| AGO | 2017-08-02 | 2017-08-03 | 2017-08-31 | — | 45.30 | 45.30 | 0.00% | market | 84.13% | — | 39.05 | -6.19% | 0.07% | -6.27% |
| CPRI | 2017-08-08 | 2017-08-09 | 2017-09-07 | — | 44.98 | 44.98 | 0.00% | market | 29.03% | — | 56.22 | -5.90% | 0.16% | -6.06% |
| BABA | 2017-08-17 | 2017-08-18 | 2017-09-18 | — | 165.36 | 165.36 | 0.00% | market | 25.81% | — | 141.33 | 8.74% | 2.81% | 5.93% |
| DBI | 2017-08-22 | 2017-08-23 | 2017-09-21 | — | 18.70 | 18.70 | 0.00% | market | 31.03% | — | 49.21 | 5.94% | 2.07% | 3.87% |
| TLYS | 2017-08-23 | 2017-08-24 | 2017-09-22 | — | 10.89 | 10.89 | 0.00% | market | 120.00% | — | 99.00 | 5.04% | 1.81% | 3.23% |
| WDAY | 2017-08-30 | 2017-08-31 | 2017-09-29 | — | 109.44 | 109.44 | 0.00% | market | 60.00% | — | 456.00 | -3.80% | 1.83% | -5.63% |
| RH | 2017-09-06 | 2017-09-07 | 2017-10-05 | — | 69.71 | 69.71 | 0.00% | market | 38.30% | — | 107.25 | 7.90% | 3.00% | 4.91% |
| EBF | 2017-09-25 | 2017-09-26 | 2017-10-24 | — | 19.70 | 19.70 | 0.00% | market | 13.33% | — | 57.94 | 1.93% | 2.86% | -0.93% |
| CTAS | 2017-09-26 | 2017-09-27 | 2017-10-25 | — | 35.85 | 35.85 | 0.00% | market | 15.62% | — | 96.89 | 4.61% | 2.17% | 2.45% |
| THO | 2017-09-27 | 2017-09-28 | 2017-10-26 | — | 123.87 | 123.87 | 0.00% | market | 15.90% | — | 54.81 | 7.46% | 2.36% | 5.11% |
| KBH | 2017-09-28 | 2017-09-29 | 2017-10-27 | — | 23.15 | 23.15 | 0.00% | market | 10.87% | — | 45.39 | 16.75% | 2.94% | 13.80% |
| STZ | 2017-10-05 | 2017-10-06 | 2017-11-03 | — | 209.28 | 209.28 | 0.00% | market | 14.35% | — | 84.73 | 3.07% | 1.69% | 1.38% |
| ITW | 2017-10-23 | 2017-10-24 | 2017-11-21 | — | 156.63 | 156.63 | 0.00% | market | 12.12% | — | 84.66 | 1.71% | 1.32% | 0.39% |
| AMP | 2017-10-24 | 2017-10-25 | 2017-11-22 | — | 156.15 | 156.15 | 0.00% | market | 26.52% | — | 44.24 | 2.10% | 1.40% | 0.70% |
| AIT | 2017-10-25 | 2017-10-26 | 2017-11-24 | — | 65.45 | 65.45 | 0.00% | market | 13.16% | — | 76.10 | -5.68% | 1.71% | -7.38% |
| ALKS | 2017-10-26 | 2017-10-27 | 2017-11-27 | — | 55.00 | 55.00 | 0.00% | market | 444.46% | — | 1,833.33 | -8.54% | 1.47% | -10.00% |
| AAPL | 2017-11-02 | 2017-11-03 | 2017-12-04 | — | 43.50 | 43.50 | 0.00% | market | 10.64% | — | 83.65 | -2.51% | 2.47% | -4.98% |
| INTU | 2017-11-20 | 2017-11-21 | 2017-12-20 | — | 152.50 | 152.50 | 0.00% | market | 120.00% | — | 1,386.36 | 4.39% | 3.03% | 1.36% |
| HPE | 2017-11-21 | 2017-11-22 | 2017-12-21 | — | 13.20 | 13.20 | 0.00% | market | 10.71% | — | 42.58 | 11.42% | 2.92% | 8.50% |
| THO | 2017-11-27 | 2017-11-28 | 2017-12-27 | — | 152.29 | 152.29 | 0.00% | market | 32.07% | — | 62.67 | -0.22% | 2.52% | -2.74% |
| NOMD | 2017-11-28 | 2017-11-29 | 2017-12-28 | — | 16.41 | 16.41 | 0.00% | market | 26.32% | — | 68.38 | 2.40% | 1.84% | 0.55% |
| JILL | 2017-12-05 | 2017-12-06 | 2018-01-05 | — | 28.84 | 28.84 | 0.00% | market | 41.30% | — | 44.37 | 14.32% | 3.84% | 10.48% |
| FDX | 2017-12-19 | 2017-12-20 | 2018-01-22 | — | 203.41 | 203.41 | 0.00% | market | 10.80% | — | 63.97 | 8.33% | 5.38% | 2.95% |
| BB | 2017-12-20 | 2017-12-21 | 2018-01-23 | — | 12.23 | 12.23 | 0.00% | market | 948.95% | — | 407.67 | 10.53% | 5.81% | 4.72% |
| CMC | 2018-01-03 | 2018-01-04 | 2018-02-02 | — | 24.36 | 24.36 | 0.00% | market | 82.35% | — | 78.58 | -3.96% | 1.57% | -5.53% |
| CALM | 2018-01-05 | 2018-01-08 | 2018-02-06 | — | 40.85 | 40.85 | 0.00% | market | 10.00% | — | 74.27 | -1.20% | -1.53% | 0.33% |
| CSX | 2018-01-16 | 2018-01-17 | 2018-02-14 | — | 19.05 | 19.05 | 0.00% | market | 10.53% | — | 90.71 | -3.62% | -3.04% | -0.58% |
| SYF | 2018-01-19 | 2018-01-22 | 2018-02-20 | — | 38.18 | 38.18 | 0.00% | market | 11.11% | — | 54.54 | -4.34% | -3.13% | -1.21% |
| BRO | 2018-01-22 | 2018-01-23 | 2018-02-21 | — | 26.77 | 26.77 | 0.00% | market | 14.29% | — | 111.54 | -2.04% | -4.49% | 2.45% |
| AN | 2018-02-01 | 2018-02-02 | 2018-03-05 | — | 57.97 | 57.97 | 0.00% | market | 10.87% | — | 56.83 | -13.00% | -2.82% | -10.19% |
| BAH | 2018-02-05 | 2018-02-06 | 2018-03-07 | — | 35.92 | 35.92 | 0.00% | market | 11.63% | — | 74.83 | 9.23% | 4.94% | 4.29% |
| AR | 2018-02-13 | 2018-02-14 | 2018-03-15 | — | 17.10 | 17.10 | 0.00% | market | 21.05% | — | 74.35 | 18.26% | 4.04% | 14.22% |
| AEE | 2018-02-16 | 2018-02-20 | 2018-03-20 | — | 56.02 | 56.02 | 0.00% | market | 14.71% | — | 143.64 | -1.69% | -0.40% | -1.29% |
| DIN | 2018-02-20 | 2018-02-21 | 2018-03-21 | — | 63.75 | 63.75 | 0.00% | market | 15.62% | — | 86.15 | 2.19% | -0.54% | 2.73% |
| ACMR | 2018-03-05 | 2018-03-06 | 2018-04-04 | — | 2.68 | 2.68 | 0.00% | market | 158.88% | — | 38.29 | 52.89% | -3.56% | 56.45% |
| CARS | 2018-03-06 | 2018-03-07 | 2018-04-05 | — | 29.05 | 29.05 | 0.00% | market | 54.84% | — | 60.52 | -1.86% | -1.77% | -0.09% |
| DDD | 2018-03-14 | 2018-03-15 | 2018-04-13 | — | 13.00 | 13.00 | 0.00% | market | 400.00% | — | 260.00 | -8.25% | -3.89% | -4.36% |
| ORCL | 2018-03-19 | 2018-03-20 | 2018-04-18 | — | 46.80 | 46.80 | 0.00% | market | 15.28% | — | 56.39 | 0.50% | -0.20% | 0.70% |
| DXPE | 2018-03-20 | 2018-03-21 | 2018-04-19 | — | 34.04 | 34.04 | 0.00% | market | 314.29% | — | 117.38 | 11.36% | -0.74% | 12.10% |
| LW | 2018-04-05 | 2018-04-06 | 2018-05-04 | — | 61.30 | 61.30 | 0.00% | market | 13.75% | — | 67.36 | 6.08% | 0.99% | 5.10% |
| CBSH | 2018-04-12 | 2018-04-13 | 2018-05-11 | — | 43.39 | 43.39 | 0.00% | market | 16.13% | — | 60.26 | 2.02% | 2.03% | -0.01% |
| SLS | 2018-04-13 | 2018-04-16 | 2018-05-14 | — | 283.00 | 283.00 | 0.00% | market | 104.30% | — | 124.12 | -0.98% | 2.24% | -3.22% |
| BFC | 2018-04-17 | 2018-04-18 | 2018-05-16 | — | 51.74 | 51.74 | 0.00% | market | 12.90% | — | 49.28 | 2.82% | 0.57% | 2.25% |
| AA | 2018-04-18 | 2018-04-19 | 2018-05-17 | — | 60.54 | 60.54 | 0.00% | market | 10.00% | — | 78.62 | -16.34% | 0.88% | -17.21% |
| AER | 2018-05-03 | 2018-05-04 | 2018-06-04 | — | 53.63 | 53.63 | 0.00% | market | 10.19% | — | 31.00 | 2.40% | 5.12% | -2.72% |
| BAK | 2018-05-10 | 2018-05-11 | 2018-06-11 | — | 25.84 | 25.84 | 0.00% | market | 345.94% | — | 32.46 | -11.17% | 2.35% | -13.52% |
| CIG | 2018-05-15 | 2018-05-16 | 2018-06-14 | — | 1.68 | 1.68 | 0.00% | market | 25.00% | — | 33.60 | -19.74% | 2.80% | -22.54% |
| M | 2018-05-16 | 2018-05-17 | 2018-06-15 | — | 33.26 | 33.26 | 0.00% | market | 29.73% | — | 69.29 | 14.96% | 1.91% | 13.05% |
| AVAL | 2018-05-18 | 2018-05-21 | 2018-06-19 | — | 8.43 | 8.43 | 0.00% | market | 20.00% | — | 46.83 | -2.00% | 0.91% | -2.91% |
| AMBA | 2018-06-05 | 2018-06-06 | 2018-07-05 | — | 44.45 | 44.45 | 0.00% | market | 44.44% | — | 341.92 | -12.27% | -0.97% | -11.30% |
| RH | 2018-06-11 | 2018-06-12 | 2018-07-11 | — | 145.38 | 145.38 | 0.00% | market | 30.39% | — | 109.31 | -8.77% | -0.78% | -7.99% |
| KFY | 2018-06-13 | 2018-06-14 | 2018-07-13 | — | 63.88 | 63.88 | 0.00% | market | 12.33% | — | 77.90 | 1.45% | 0.21% | 1.24% |
| LZB | 2018-06-19 | 2018-06-20 | 2018-07-19 | — | 31.05 | 31.05 | 0.00% | market | 12.50% | — | 43.13 | 4.25% | 1.35% | 2.90% |
| WGO | 2018-06-20 | 2018-06-21 | 2018-07-20 | — | 46.75 | 46.75 | 0.00% | market | 12.09% | — | 45.83 | -10.90% | 1.35% | -12.25% |
| AZZ | 2018-07-03 | 2018-07-05 | 2018-08-02 | — | 48.85 | 48.85 | 0.00% | market | 22.45% | — | 81.42 | 10.54% | 3.76% | 6.79% |
| SAR | 2018-07-10 | 2018-07-11 | 2018-08-08 | — | 24.60 | 24.60 | 0.00% | market | 10.91% | — | 40.33 | -1.93% | 3.00% | -4.93% |
| CBSH | 2018-07-12 | 2018-07-13 | 2018-08-10 | — | 46.09 | 46.09 | 0.00% | market | 12.86% | — | 58.34 | 1.85% | 1.43% | 0.42% |
| GWW | 2018-07-18 | 2018-07-19 | 2018-08-16 | — | 341.63 | 341.63 | 0.00% | market | 17.47% | — | 78.18 | 5.26% | 1.34% | 3.92% |
| BX | 2018-07-19 | 2018-07-20 | 2018-08-17 | — | 35.77 | 35.77 | 0.00% | market | 20.00% | — | 39.74 | 1.10% | 1.89% | -0.79% |
| ACR | 2018-08-01 | 2018-08-02 | 2018-08-30 | — | 28.30 | 28.30 | 0.00% | market | 87.50% | — | 47.16 | 13.04% | 3.90% | 9.13% |
| ACMR | 2018-08-07 | 2018-08-08 | 2018-09-06 | — | 4.72 | 4.72 | 0.00% | market | 123.55% | — | 78.67 | -6.24% | 0.97% | -7.21% |
| AQN | 2018-08-09 | 2018-08-10 | 2018-09-10 | — | 10.21 | 10.21 | 0.00% | market | 22.22% | — | 92.82 | 2.05% | 1.64% | 0.41% |
| M | 2018-08-15 | 2018-08-16 | 2018-09-14 | — | 35.52 | 35.52 | 0.00% | market | 37.25% | — | 50.74 | 2.01% | 2.64% | -0.63% |
| AVAL | 2018-08-16 | 2018-08-17 | 2018-09-17 | — | 7.76 | 7.76 | 0.00% | market | 29.41% | — | 35.27 | -0.87% | 1.94% | -2.81% |
| DKS | 2018-08-29 | 2018-08-30 | 2018-09-28 | — | 35.87 | 35.87 | 0.00% | market | 13.21% | — | 29.89 | -1.19% | -0.08% | -1.11% |
| AGX | 2018-09-05 | 2018-09-06 | 2018-10-04 | — | 39.75 | 39.75 | 0.00% | market | 170.00% | — | 36.81 | 5.79% | 0.10% | 5.69% |
| GCO | 2018-09-07 | 2018-09-10 | 2018-10-08 | — | 48.10 | 48.10 | 0.00% | market | 232.23% | — | 1,202.50 | -9.14% | -0.32% | -8.83% |
| GIS | 2018-09-18 | 2018-09-19 | 2018-10-17 | — | 44.34 | 44.34 | 0.00% | market | 10.94% | — | 62.45 | -0.73% | -3.62% | 2.88% |
| KBH | 2018-09-25 | 2018-09-26 | 2018-10-24 | — | 26.73 | 26.73 | 0.00% | market | 12.99% | — | 30.72 | -30.66% | -8.80% | -21.87% |
| STZ | 2018-10-04 | 2018-10-05 | 2018-11-02 | — | 224.17 | 224.17 | 0.00% | market | 11.24% | — | 78.11 | -10.29% | -6.14% | -4.15% |
| SAR | 2018-10-10 | 2018-10-11 | 2018-11-08 | — | 23.31 | 23.31 | 0.00% | market | 27.78% | — | 33.78 | -6.62% | 1.23% | -7.86% |
| FULT | 2018-10-16 | 2018-10-17 | 2018-11-14 | — | 17.36 | 17.36 | 0.00% | market | 12.12% | — | 46.92 | -6.03% | -3.65% | -2.38% |
| GS | 2018-10-16 | 2018-10-17 | 2018-11-14 | — | 220.53 | 220.53 | 0.00% | market | 16.73% | — | 35.12 | -8.28% | -3.65% | -4.63% |
| ABG | 2018-10-23 | 2018-10-24 | 2018-11-21 | — | 66.85 | 66.85 | 0.00% | market | 17.55% | — | 30.25 | 2.25% | -3.04% | 5.29% |
| ACLS | 2018-11-01 | 2018-11-02 | 2018-12-03 | — | 16.11 | 16.11 | 0.00% | market | 44.44% | — | 61.96 | 24.61% | 1.66% | 22.95% |
| AAOI | 2018-11-07 | 2018-11-08 | 2018-12-10 | — | 18.00 | 18.00 | 0.00% | market | 840.86% | — | 128.57 | 9.57% | -5.73% | 15.29% |
| CWK | 2018-11-13 | 2018-11-14 | 2018-12-14 | — | 17.90 | 17.90 | 0.00% | market | 164.71% | — | 39.78 | -7.31% | -4.99% | -2.31% |
| EDN | 2018-11-13 | 2018-11-14 | 2018-12-14 | — | 22.69 | 22.69 | 0.00% | market | 1300.00% | — | 37.82 | 17.75% | -4.99% | 22.74% |
| ADSK | 2018-11-20 | 2018-11-21 | 2018-12-21 | — | 136.00 | 136.00 | 0.00% | market | 11.54% | — | 468.97 | -11.64% | -9.46% | -2.18% |
| ZS | 2018-12-04 | 2018-12-06 | 2019-01-07 | — | 38.30 | 38.30 | 0.00% | market | 120.00% | — | 3,830.00 | 13.63% | -4.34% | 17.97% |
| CASY | 2018-12-10 | 2018-12-11 | 2019-01-10 | — | 116.79 | 116.79 | 0.00% | market | 11.80% | — | 64.88 | 11.47% | -3.28% | 14.75% |
| CIEN | 2018-12-13 | 2018-12-14 | 2019-01-15 | — | 34.45 | 34.45 | 0.00% | market | 10.42% | — | 65.00 | 9.13% | -0.99% | 10.12% |
| BB | 2018-12-20 | 2018-12-21 | 2019-01-23 | — | 7.60 | 7.60 | 0.00% | market | 105.90% | — | 253.33 | 1.48% | 6.76% | -5.28% |
| EPAC | 2018-12-20 | 2018-12-21 | 2019-01-23 | — | 20.35 | 20.35 | 0.00% | market | 12.50% | — | 75.37 | 7.52% | 6.76% | 0.76% |
| UAL | 2019-01-15 | 2019-01-16 | 2019-02-14 | — | 86.85 | 86.85 | 0.00% | market | 29.57% | — | 36.04 | 1.40% | 5.19% | -3.80% |
| BAC | 2019-01-16 | 2019-01-17 | 2019-02-15 | — | 28.34 | 28.34 | 0.00% | market | 11.11% | — | 40.49 | 2.62% | 6.68% | -4.06% |
| GS | 2019-01-16 | 2019-01-17 | 2019-02-15 | — | 195.95 | 195.95 | 0.00% | market | 35.73% | — | 32.44 | 1.20% | 6.68% | -5.48% |
| GATX | 2019-01-22 | 2019-01-23 | 2019-02-21 | — | 71.34 | 71.34 | 0.00% | market | 15.07% | — | 84.93 | 7.90% | 5.08% | 2.82% |
| HAL | 2019-01-22 | 2019-01-23 | 2019-02-21 | — | 31.32 | 31.32 | 0.00% | market | 10.81% | — | 76.39 | 0.09% | 5.08% | -4.99% |
| ANDE | 2019-02-13 | 2019-02-14 | 2019-03-15 | — | 37.43 | 37.43 | 0.00% | market | 10.53% | — | 44.56 | -7.77% | 2.75% | -10.52% |
| AEM | 2019-02-14 | 2019-02-15 | 2019-03-18 | — | 42.42 | 42.42 | 0.00% | market | 443.69% | — | 303.00 | 1.76% | 2.16% | -0.40% |
| ALKS | 2019-02-14 | 2019-02-15 | 2019-03-18 | — | 32.90 | 32.90 | 0.00% | market | 666.67% | — | 96.76 | 5.10% | 2.16% | 2.94% |
| EFC | 2019-02-20 | 2019-02-21 | 2019-03-21 | — | 17.01 | 17.01 | 0.00% | market | 13.89% | — | 41.49 | 4.84% | 2.53% | 2.31% |
| EIG | 2019-02-20 | 2019-02-21 | 2019-03-21 | — | 47.45 | 47.45 | 0.00% | market | 89.86% | — | 36.22 | -15.55% | 2.53% | -18.08% |
| CCU | 2019-03-14 | 2019-03-15 | 2019-04-12 | — | 28.70 | 28.70 | 0.00% | market | 31.58% | — | 57.40 | -0.41% | 3.43% | -3.84% |
| AVAL | 2019-03-16 | 2019-03-18 | 2019-04-15 | — | 7.61 | 7.61 | 0.00% | market | 44.44% | — | 29.27 | 8.44% | 2.99% | 5.45% |
| CHMI | 2019-03-18 | 2019-03-19 | 2019-04-16 | — | 17.85 | 17.85 | 0.00% | market | 29.41% | — | 27.05 | -2.23% | 2.35% | -4.57% |
| GIS | 2019-03-20 | 2019-03-21 | 2019-04-18 | — | 48.23 | 48.23 | 0.00% | market | 20.29% | — | 58.11 | 7.14% | 3.34% | 3.79% |
| WOR | 2019-03-20 | 2019-03-21 | 2019-04-18 | — | 22.68 | 22.68 | 0.00% | market | 10.71% | — | 36.58 | 9.69% | 3.34% | 6.35% |
| CAAP | 2019-04-11 | 2019-04-12 | 2019-05-13 | — | 7.44 | 7.44 | 0.00% | market | 56.25% | — | 29.76 | 5.81% | -3.15% | 8.97% |
| JPM | 2019-04-12 | 2019-04-15 | 2019-05-14 | — | 110.92 | 110.92 | 0.00% | market | 14.22% | — | 41.86 | -0.64% | -2.36% | 1.72% |
| GS | 2019-04-15 | 2019-04-16 | 2019-05-15 | — | 199.62 | 199.62 | 0.00% | market | 16.77% | — | 34.96 | -1.71% | -2.02% | 0.31% |
| MS | 2019-04-17 | 2019-04-18 | 2019-05-17 | — | 47.79 | 47.79 | 0.00% | market | 18.80% | — | 34.38 | -8.28% | -1.47% | -6.81% |
| RLI | 2019-04-17 | 2019-04-18 | 2019-05-17 | — | 36.47 | 36.47 | 0.00% | market | 20.00% | — | 101.31 | 15.31% | -1.47% | 16.78% |
| ENB | 2019-05-10 | 2019-05-13 | 2019-06-11 | — | 36.87 | 36.87 | 0.00% | market | 17.31% | — | 60.44 | -5.80% | 2.29% | -8.09% |
| BABA | 2019-05-15 | 2019-05-16 | 2019-06-14 | — | 178.18 | 178.18 | 0.00% | market | 21.90% | — | 139.20 | -11.37% | 1.20% | -12.57% |
| M | 2019-05-15 | 2019-05-16 | 2019-06-14 | — | 21.80 | 21.80 | 0.00% | market | 33.33% | — | 49.55 | -1.20% | 1.20% | -2.40% |
| CIG | 2019-05-16 | 2019-05-17 | 2019-06-17 | — | 2.38 | 2.38 | 0.00% | market | 65.32% | — | 29.75 | 20.07% | 1.48% | 18.58% |
| FRO | 2019-05-16 | 2019-05-17 | 2019-06-17 | — | 9.20 | 9.20 | 0.00% | market | 12.50% | — | 34.07 | -17.38% | 1.48% | -18.87% |
| RH | 2019-06-12 | 2019-06-13 | 2019-07-12 | — | 120.00 | 120.00 | 0.00% | market | 27.10% | — | 60.91 | 1.77% | 3.89% | -2.11% |
| WGO | 2019-06-19 | 2019-06-20 | 2019-07-19 | — | 40.99 | 40.99 | 0.00% | market | 15.15% | — | 35.96 | -4.15% | 0.38% | -4.53% |
| BNED | 2019-06-25 | 2019-06-26 | 2019-07-25 | — | 311.00 | 311.00 | 0.00% | market | 4749.00% | — | 311.00 | 11.80% | 2.83% | 8.97% |
| LEN | 2019-06-25 | 2019-06-26 | 2019-07-25 | — | 47.75 | 47.75 | 0.00% | market | 14.04% | — | 36.73 | -0.08% | 2.83% | -2.91% |
| MU | 2019-06-25 | 2019-06-26 | 2019-07-25 | — | 35.87 | 35.87 | 0.00% | market | 34.62% | — | 34.16 | 33.08% | 2.83% | 30.25% |
| FHN | 2019-07-16 | 2019-07-17 | 2019-08-14 | — | 15.95 | 15.95 | 0.00% | market | 13.51% | — | 37.98 | -3.99% | -5.29% | 1.30% |
| ALLY | 2019-07-18 | 2019-07-19 | 2019-08-16 | — | 33.67 | 33.67 | 0.00% | market | 10.23% | — | 34.71 | -8.74% | -3.73% | -5.01% |
| ARR | 2019-07-24 | 2019-07-25 | 2019-08-22 | — | 93.70 | 93.70 | 0.00% | market | 443.10% | — | 29.75 | -9.65% | -2.85% | -6.80% |
| BA | 2019-07-24 | 2019-07-25 | 2019-08-22 | — | 356.18 | 356.18 | 0.00% | market | 57.84% | — | 121.98 | -0.60% | -2.85% | 2.25% |
| BANR | 2019-07-24 | 2019-07-25 | 2019-08-22 | — | 56.99 | 56.99 | 0.00% | market | 10.68% | — | 49.99 | -3.24% | -2.85% | -0.39% |
| VIPS | 2019-08-14 | 2019-08-15 | 2019-09-13 | — | 7.35 | 7.35 | 0.00% | market | 43.75% | — | 31.96 | 31.60% | 5.69% | 25.91% |
| BABA | 2019-08-15 | 2019-08-16 | 2019-09-16 | — | 170.00 | 170.00 | 0.00% | market | 22.00% | — | 92.90 | 4.06% | 4.78% | -0.72% |
| P | 2019-08-21 | 2019-08-22 | 2019-09-20 | — | 15.55 | 15.55 | 0.00% | market | 125.00% | — | 1,555.00 | 11.73% | 1.72% | 10.01% |
| TGT | 2019-08-21 | 2019-08-22 | 2019-09-20 | — | 105.39 | 105.39 | 0.00% | market | 12.35% | — | 57.91 | 1.11% | 1.72% | -0.61% |
| BKE | 2019-08-23 | 2019-08-26 | 2019-09-24 | — | 18.20 | 18.20 | 0.00% | market | 13.33% | — | 53.53 | 9.41% | 2.99% | 6.41% |
| KBH | 2019-09-25 | 2019-09-26 | 2019-10-24 | — | 33.00 | 33.00 | 0.00% | market | 10.61% | — | 45.21 | 11.42% | 0.92% | 10.49% |
| CAG | 2019-09-26 | 2019-09-27 | 2019-10-25 | — | 31.07 | 31.07 | 0.00% | market | 10.26% | — | 72.26 | -13.46% | 1.27% | -14.72% |
| EPAC | 2019-09-26 | 2019-09-27 | 2019-10-25 | — | 21.94 | 21.94 | 0.00% | market | 16.67% | — | 104.48 | 10.29% | 1.27% | 9.03% |
| THO | 2019-09-30 | 2019-10-01 | 2019-10-29 | — | 56.25 | 56.25 | 0.00% | market | 18.88% | — | 33.09 | 18.48% | 1.84% | 16.64% |
| BBBY | 2019-10-02 | 2019-10-03 | 2019-10-31 | — | 10.33 | 10.33 | 0.00% | market | 30.77% | — | 30.38 | 1.84% | 5.39% | -3.56% |
| ARR | 2019-10-23 | 2019-10-24 | 2019-11-21 | — | 85.75 | 85.75 | 0.00% | market | 418.87% | — | 31.18 | -1.09% | 3.11% | -4.20% |
| AEP | 2019-10-24 | 2019-10-25 | 2019-11-22 | — | 95.69 | 95.69 | 0.00% | market | 10.61% | — | 65.54 | -4.44% | 3.74% | -8.18% |
| ALGT | 2019-10-24 | 2019-10-25 | 2019-11-22 | — | 165.00 | 165.00 | 0.00% | market | 23.85% | — | 61.11 | 2.46% | 3.74% | -1.29% |
| AMKR | 2019-10-28 | 2019-10-29 | 2019-11-26 | — | 13.46 | 13.46 | 0.00% | market | 187.50% | — | 58.52 | -8.57% | 3.66% | -12.23% |
| ACA | 2019-10-30 | 2019-10-31 | 2019-11-29 | — | 36.90 | 36.90 | 0.00% | market | 25.93% | — | 54.26 | 6.16% | 3.35% | 2.81% |
| TGT | 2019-11-20 | 2019-11-21 | 2019-12-20 | — | 126.58 | 126.58 | 0.00% | market | 14.29% | — | 93.07 | 1.93% | 3.17% | -1.23% |
| BRC | 2019-11-21 | 2019-11-22 | 2019-12-23 | — | 55.90 | 55.90 | 0.00% | market | 11.11% | — | 79.86 | 2.30% | 3.26% | -0.96% |
| OOMA | 2019-11-21 | 2019-11-22 | 2019-12-23 | — | 13.30 | 13.30 | 0.00% | market | 120.00% | — | 1,330.00 | 2.38% | 3.26% | -0.88% |
| AMBA | 2019-11-25 | 2019-11-26 | 2019-12-26 | — | 60.37 | 60.37 | 0.00% | market | 52.38% | — | 188.66 | 0.70% | 3.04% | -2.35% |
| CRM | 2019-12-03 | 2019-12-04 | 2020-01-03 | — | 160.38 | 160.38 | 0.00% | market | 13.64% | — | 213.84 | 3.51% | 3.77% | -0.26% |
| CAG | 2019-12-19 | 2019-12-20 | 2020-01-22 | — | 33.67 | 33.67 | 0.00% | market | 10.53% | — | 53.44 | -4.20% | 3.40% | -7.59% |
| BB | 2019-12-20 | 2019-12-23 | 2020-01-23 | — | 6.55 | 6.55 | 0.00% | market | 83.37% | — | 218.33 | 1.58% | 3.15% | -1.57% |
| CCL | 2019-12-20 | 2019-12-23 | 2020-01-23 | — | 50.32 | 50.32 | 0.00% | market | 24.00% | — | 81.16 | -1.83% | 3.15% | -4.98% |
| RTO | 2019-12-31 | 2020-01-02 | 2020-01-31 | — | 29.98 | 29.98 | 0.00% | market | 20.83% | — | 44.55 | 4.34% | -0.56% | 4.90% |
| CMC | 2020-01-06 | 2020-01-07 | 2020-02-05 | — | 21.99 | 21.99 | 0.00% | market | 35.19% | — | 30.12 | -1.51% | 3.05% | -4.56% |
| HAL | 2020-01-21 | 2020-01-22 | 2020-02-20 | — | 23.81 | 23.81 | 0.00% | market | 10.34% | — | 74.41 | -7.91% | 1.42% | -9.33% |
| RLI | 2020-01-22 | 2020-01-23 | 2020-02-21 | — | 45.75 | 45.75 | 0.00% | market | 28.00% | — | 142.97 | -0.52% | 0.86% | -1.38% |
| SLM | 2020-01-22 | 2020-01-23 | 2020-02-21 | — | 11.15 | 11.15 | 0.00% | market | 10.00% | — | 33.79 | 7.88% | 0.86% | 7.02% |
| APO | 2020-01-30 | 2020-01-31 | 2020-03-02 | — | 46.00 | 46.00 | 0.00% | market | 50.68% | — | 41.82 | -5.77% | -5.48% | -0.30% |
| ATI | 2020-02-04 | 2020-02-05 | 2020-03-05 | — | 20.09 | 20.09 | 0.00% | market | 12.50% | — | 55.81 | -19.11% | -8.97% | -10.14% |
| AGI | 2020-02-19 | 2020-02-20 | 2020-03-19 | — | 6.60 | 6.60 | 0.00% | market | 14.29% | — | 82.50 | -19.34% | -28.79% | 9.45% |
| BLDR | 2020-02-20 | 2020-02-21 | 2020-03-20 | — | 26.43 | 26.43 | 0.00% | market | 11.11% | — | 66.07 | -56.97% | -31.80% | -25.17% |
| DBX | 2020-02-20 | 2020-02-21 | 2020-03-20 | — | 21.99 | 21.99 | 0.00% | market | 14.29% | — | 137.44 | -20.11% | -31.80% | 11.69% |
| AMRC | 2020-03-02 | 2020-03-03 | 2020-03-31 | — | 24.20 | 24.20 | 0.00% | market | 17.95% | — | 52.61 | -29.73% | -16.72% | -13.01% |
| CECO | 2020-03-04 | 2020-03-05 | 2020-04-02 | — | 6.88 | 6.88 | 0.00% | market | 92.86% | — | 25.48 | -32.22% | -17.43% | -14.79% |
| TCOM | 2020-03-18 | 2020-03-19 | 2020-04-17 | — | 21.40 | 21.40 | 0.00% | market | 154.55% | — | 76.43 | 11.35% | 19.81% | -8.46% |
| LEN | 2020-03-19 | 2020-03-20 | 2020-04-20 | — | 32.26 | 32.26 | 0.00% | market | 51.19% | — | 25.40 | 23.83% | 16.11% | 7.73% |
| CIG | 2020-03-20 | 2020-03-23 | 2020-04-21 | — | 1.25 | 1.25 | 0.00% | market | 81.42% | — | 28.13 | 11.90% | 19.65% | -7.75% |
| KMX | 2020-04-02 | 2020-04-03 | 2020-05-04 | — | 48.75 | 48.75 | 0.00% | market | 15.04% | — | 37.50 | 46.94% | 13.08% | 33.85% |
| GBX | 2020-04-07 | 2020-04-08 | 2020-05-07 | — | 16.80 | 16.80 | 0.00% | market | 58.62% | — | 36.52 | -3.55% | 7.36% | -10.91% |
| BNY | 2020-04-16 | 2020-04-17 | 2020-05-15 | — | 37.47 | 37.47 | 0.00% | market | 16.67% | — | 35.69 | -14.54% | 0.32% | -14.85% |
| HDB | 2020-04-18 | 2020-04-20 | 2020-05-18 | — | 20.41 | 20.41 | 0.00% | market | 13.04% | — | 78.50 | -10.59% | 4.38% | -14.97% |
| BOH | 2020-04-20 | 2020-04-21 | 2020-05-19 | — | 59.10 | 59.10 | 0.00% | market | 19.18% | — | 67.93 | -1.76% | 5.51% | -7.27% |
| ASIX | 2020-05-01 | 2020-05-04 | 2020-06-02 | — | 12.00 | 12.00 | 0.00% | market | 93.75% | — | 38.71 | 6.15% | 9.74% | -3.59% |
| ALB | 2020-05-06 | 2020-05-07 | 2020-06-05 | — | 59.90 | 59.90 | 0.00% | market | 20.48% | — | 59.90 | 40.65% | 10.98% | 29.67% |
| AG | 2020-05-14 | 2020-05-15 | 2020-06-15 | — | 8.40 | 8.40 | 0.00% | market | 86.65% | — | 210.00 | 8.71% | 8.74% | -0.03% |
| MUFG | 2020-05-15 | 2020-05-18 | 2020-06-16 | — | 3.88 | 3.88 | 0.00% | market | 257.55% | — | 55.43 | 7.63% | 6.79% | 0.84% |
| TEO | 2020-05-18 | 2020-05-19 | 2020-06-17 | — | 8.02 | 8.02 | 0.00% | market | 1500.00% | — | 80.20 | 16.98% | 5.88% | 11.10% |
| AMBA | 2020-06-02 | 2020-06-03 | 2020-07-01 | — | 58.19 | 58.19 | 0.00% | market | 445.70% | — | 1,454.75 | -22.37% | 0.09% | -22.46% |
| CIEN | 2020-06-04 | 2020-06-05 | 2020-07-06 | — | 55.00 | 55.00 | 0.00% | market | 55.10% | — | 72.37 | 2.75% | -0.06% | 2.81% |
| LEN | 2020-06-15 | 2020-06-16 | 2020-07-15 | — | 64.46 | 64.46 | 0.00% | market | 39.83% | — | 39.07 | 5.89% | 2.02% | 3.87% |
| ABM | 2020-06-17 | 2020-06-18 | 2020-07-17 | — | 35.40 | 35.40 | 0.00% | market | 122.22% | — | 59.00 | 1.85% | 3.78% | -1.93% |
| CMC | 2020-06-18 | 2020-06-19 | 2020-07-20 | — | 20.82 | 20.82 | 0.00% | market | 43.90% | — | 35.29 | -3.51% | 3.23% | -6.74% |
| AYI | 2020-06-30 | 2020-07-01 | 2020-07-30 | — | 96.68 | 96.68 | 0.00% | market | 59.02% | — | 49.84 | 4.41% | 4.65% | -0.24% |
| KFY | 2020-07-02 | 2020-07-06 | 2020-08-03 | — | 31.00 | 31.00 | 0.00% | market | 87.50% | — | 51.67 | -8.26% | 3.93% | -12.19% |
| UNH | 2020-07-15 | 2020-07-16 | 2020-08-13 | — | 305.01 | 305.01 | 0.00% | market | 34.85% | — | 42.84 | 5.31% | 5.33% | -0.02% |
| BAC | 2020-07-16 | 2020-07-17 | 2020-08-14 | — | 23.88 | 23.88 | 0.00% | market | 37.04% | — | 64.54 | 10.75% | 4.65% | 6.10% |
| ALLY | 2020-07-17 | 2020-07-20 | 2020-08-17 | — | 21.39 | 21.39 | 0.00% | market | 117.86% | — | 35.07 | 2.47% | 5.13% | -2.66% |
| ACGL | 2020-07-29 | 2020-07-30 | 2020-08-27 | — | 30.04 | 30.04 | 0.00% | market | 115.38% | — | 751.00 | 7.46% | 8.21% | -0.75% |
| ABR | 2020-07-31 | 2020-08-03 | 2020-08-31 | — | 10.25 | 10.25 | 0.00% | market | 48.15% | — | 25.63 | 10.34% | 6.39% | 3.95% |
| AIT | 2020-08-12 | 2020-08-13 | 2020-09-11 | — | 67.08 | 67.08 | 0.00% | market | 17.65% | — | 83.85 | -14.50% | -0.76% | -13.74% |
| AMAT | 2020-08-13 | 2020-08-14 | 2020-09-14 | — | 67.39 | 67.39 | 0.00% | market | 11.58% | — | 63.58 | -16.32% | 0.61% | -16.93% |
| CIG | 2020-08-14 | 2020-08-17 | 2020-09-15 | — | 1.50 | 1.50 | 0.00% | market | 22.06% | — | 37.50 | 5.90% | 0.66% | 5.24% |
| BOX | 2020-08-26 | 2020-08-27 | 2020-09-25 | — | 21.03 | 21.03 | 0.00% | market | 38.46% | — | 116.83 | -17.31% | -5.68% | -11.64% |
| HRB | 2020-09-01 | 2020-09-02 | 2020-10-01 | — | 14.27 | 14.27 | 0.00% | market | 48.65% | — | 25.95 | 16.65% | -4.97% | 21.62% |
| FIZZ | 2020-09-10 | 2020-09-11 | 2020-10-09 | — | 39.70 | 39.70 | 0.00% | market | 14.58% | — | 72.18 | -0.20% | 3.28% | -3.49% |
| KR | 2020-09-11 | 2020-09-14 | 2020-10-12 | — | 33.68 | 33.68 | 0.00% | market | 43.14% | — | 46.14 | 2.72% | 4.43% | -1.71% |
| LEN | 2020-09-14 | 2020-09-15 | 2020-10-13 | — | 75.55 | 75.55 | 0.00% | market | 36.77% | — | 35.64 | 9.80% | 2.64% | 7.16% |
| AIR | 2020-09-24 | 2020-09-25 | 2020-10-23 | — | 18.36 | 18.36 | 0.00% | market | 206.25% | — | 108.00 | 11.94% | 7.19% | 4.75% |
| CAG | 2020-10-01 | 2020-10-02 | 2020-10-30 | — | 36.12 | 36.12 | 0.00% | market | 22.81% | — | 51.60 | -2.95% | -1.56% | -1.40% |
| AYI | 2020-10-08 | 2020-10-09 | 2020-11-06 | — | 102.80 | 102.80 | 0.00% | market | 15.76% | — | 43.74 | -7.37% | 1.33% | -8.70% |
| BLK | 2020-10-13 | 2020-10-14 | 2020-11-11 | — | 641.83 | 641.83 | 0.00% | market | 18.21% | — | 69.61 | 4.39% | 1.69% | 2.70% |
| C | 2020-10-13 | 2020-10-14 | 2020-11-11 | — | 43.52 | 43.52 | 0.00% | market | 66.67% | — | 28.08 | 12.33% | 1.69% | 10.64% |
| ALLE | 2020-10-22 | 2020-10-23 | 2020-11-20 | — | 103.15 | 103.15 | 0.00% | market | 36.89% | — | 61.77 | 9.45% | 2.72% | 6.73% |
| ACGL | 2020-10-29 | 2020-10-30 | 2020-11-30 | — | 30.85 | 30.85 | 0.00% | market | 16.00% | — | 106.38 | 4.28% | 10.29% | -6.01% |
| ACLS | 2020-11-05 | 2020-11-06 | 2020-12-07 | — | 25.22 | 25.22 | 0.00% | market | 33.33% | — | 78.81 | 16.91% | 5.48% | 11.43% |
| ALC | 2020-11-10 | 2020-11-11 | 2020-12-10 | — | 66.54 | 66.54 | 0.00% | market | 116.67% | — | 170.62 | -3.24% | 2.90% | -6.14% |
| CAE | 2020-11-10 | 2020-11-11 | 2020-12-10 | — | 22.85 | 22.85 | 0.00% | market | 400.00% | — | 253.89 | 9.97% | 2.90% | 7.07% |
| ATKR | 2020-11-19 | 2020-11-20 | 2020-12-21 | — | 34.09 | 34.09 | 0.00% | market | 73.53% | — | 28.89 | 21.72% | 2.90% | 18.83% |
| ADNT | 2020-11-30 | 2020-12-01 | 2020-12-30 | — | 32.99 | 32.99 | 0.00% | market | 19.79% | — | 28.69 | 6.57% | 1.76% | 4.81% |
| GCO | 2020-12-04 | 2020-12-07 | 2021-01-06 | — | 32.49 | 32.49 | 0.00% | market | 374.19% | — | 38.22 | -0.44% | 1.23% | -1.67% |
| AGX | 2020-12-09 | 2020-12-10 | 2021-01-11 | — | 54.14 | 54.14 | 0.00% | market | 87.50% | — | 90.23 | -15.63% | 3.65% | -19.28% |
| CPB | 2020-12-09 | 2020-12-10 | 2021-01-11 | — | 47.21 | 47.21 | 0.00% | market | 12.09% | — | 46.28 | -2.60% | 3.65% | -6.25% |
| WGO | 2020-12-18 | 2020-12-21 | 2021-01-21 | — | 62.08 | 62.08 | 0.00% | market | 72.45% | — | 36.73 | 8.28% | 5.28% | 3.00% |
| SAR | 2021-01-06 | 2021-01-07 | 2021-02-05 | — | 22.00 | 22.00 | 0.00% | market | 21.28% | — | 38.60 | 8.08% | 3.09% | 4.99% |
| AYI | 2021-01-07 | 2021-01-08 | 2021-02-08 | — | 123.51 | 123.51 | 0.00% | market | 10.33% | — | 60.84 | 0.99% | 2.61% | -1.61% |
| AZZ | 2021-01-11 | 2021-01-12 | 2021-02-10 | — | 50.13 | 50.13 | 0.00% | market | 21.21% | — | 62.66 | -1.10% | 2.95% | -4.05% |
| ACI | 2021-01-12 | 2021-01-13 | 2021-02-11 | — | 16.89 | 16.89 | 0.00% | market | 57.14% | — | 25.59 | -1.70% | 3.17% | -4.87% |
| AA | 2021-01-20 | 2021-01-21 | 2021-02-19 | — | 20.93 | 20.93 | 0.00% | market | 73.33% | — | 80.50 | 10.41% | 1.44% | 8.97% |
| AGCO | 2021-02-04 | 2021-02-05 | 2021-03-08 | — | 122.04 | 122.04 | 0.00% | market | 38.74% | — | 79.25 | 9.10% | -1.67% | 10.77% |
| BCH | 2021-02-05 | 2021-02-08 | 2021-03-09 | — | 20.68 | 20.68 | 0.00% | market | 16.67% | — | 59.09 | 13.97% | -0.54% | 14.51% |
| ACGL | 2021-02-09 | 2021-02-10 | 2021-03-11 | — | 35.92 | 35.92 | 0.00% | market | 12.00% | — | 64.14 | 2.88% | 0.36% | 2.52% |
| ARCC | 2021-02-10 | 2021-02-11 | 2021-03-12 | — | 17.89 | 17.89 | 0.00% | market | 35.00% | — | 33.13 | 3.70% | 0.72% | 2.98% |
| ACRE | 2021-02-18 | 2021-02-19 | 2021-03-19 | — | 13.66 | 13.66 | 0.00% | market | 17.14% | — | 33.32 | 4.51% | -0.66% | 5.17% |
| ABM | 2021-03-09 | 2021-03-10 | 2021-04-08 | — | 51.20 | 51.20 | 0.00% | market | 71.19% | — | 50.69 | 1.48% | 4.83% | -3.35% |
| BW | 2021-03-09 | 2021-03-10 | 2021-04-08 | — | 7.10 | 7.10 | 0.00% | market | 156.25% | — | 78.89 | 25.53% | 4.83% | 20.70% |
| UNFI | 2021-03-10 | 2021-03-11 | 2021-04-09 | — | 37.14 | 37.14 | 0.00% | market | 54.32% | — | 29.71 | -5.05% | 4.91% | -9.96% |
| AVD | 2021-03-11 | 2021-03-12 | 2021-04-12 | — | 21.07 | 21.07 | 0.00% | market | 18.18% | — | 81.04 | -5.27% | 4.99% | -10.26% |
| AP | 2021-03-18 | 2021-03-19 | 2021-04-19 | — | 7.29 | 7.29 | 0.00% | market | 160.00% | — | 56.08 | -4.76% | 6.50% | -11.26% |
| LEVI | 2021-04-08 | 2021-04-09 | 2021-05-07 | — | 26.89 | 26.89 | 0.00% | market | 36.00% | — | 79.09 | 11.95% | 3.36% | 8.59% |
| JKS | 2021-04-09 | 2021-04-12 | 2021-05-10 | — | 36.66 | 36.66 | 0.00% | market | 94.66% | — | 333.27 | -17.56% | 1.73% | -19.28% |
| AGX | 2021-04-14 | 2021-04-15 | 2021-05-13 | — | 54.20 | 54.20 | 0.00% | market | 27.66% | — | 90.33 | -10.47% | -0.84% | -9.63% |
| JPM | 2021-04-14 | 2021-04-15 | 2021-05-13 | — | 151.25 | 151.25 | 0.00% | market | 47.54% | — | 33.61 | 6.68% | -0.84% | 7.51% |
| BNY | 2021-04-16 | 2021-04-19 | 2021-05-17 | — | 46.27 | 46.27 | 0.00% | market | 11.49% | — | 47.70 | 12.48% | -0.18% | 12.66% |
| ACIW | 2021-05-06 | 2021-05-07 | 2021-06-07 | — | 37.74 | 37.74 | 0.00% | market | 266.67% | — | 251.60 | 2.47% | 0.55% | 1.92% |
| ABR | 2021-05-07 | 2021-05-10 | 2021-06-08 | — | 18.02 | 18.02 | 0.00% | market | 25.58% | — | 33.37 | 6.34% | -0.05% | 6.39% |
| BOOT | 2021-05-12 | 2021-05-13 | 2021-06-11 | — | 72.06 | 72.06 | 0.00% | market | 74.47% | — | 87.88 | 5.23% | 4.24% | 0.99% |
| TM | 2021-05-12 | 2021-05-13 | 2021-06-11 | — | 153.86 | 153.86 | 0.00% | market | 50.14% | — | 29.70 | 17.84% | 4.24% | 13.61% |
| KODK | 2021-05-17 | 2021-05-18 | 2021-06-16 | — | 6.88 | 6.88 | 0.00% | market | 113.56% | — | 43.00 | 32.31% | 1.52% | 30.80% |
| HQY | 2021-06-07 | 2021-06-08 | 2021-07-07 | — | 76.94 | 76.94 | 0.00% | market | 22.58% | — | 202.47 | 3.66% | 2.68% | 0.97% |
| AGX | 2021-06-08 | 2021-06-09 | 2021-07-08 | — | 53.03 | 53.03 | 0.00% | market | 91.43% | — | 79.15 | -14.00% | 1.83% | -15.83% |
| SIG | 2021-06-10 | 2021-06-11 | 2021-07-12 | — | 68.85 | 68.85 | 0.00% | market | 75.59% | — | 30.87 | 11.64% | 3.04% | 8.60% |
| WLY | 2021-06-10 | 2021-06-11 | 2021-07-12 | — | 61.55 | 61.55 | 0.00% | market | 37.70% | — | 73.27 | -4.31% | 3.04% | -7.34% |
| FRHC | 2021-06-15 | 2021-06-16 | 2021-07-15 | — | 61.97 | 61.97 | 0.00% | market | 26.39% | — | 68.10 | 2.19% | 2.38% | -0.19% |
| TV | 2021-07-06 | 2021-07-07 | 2021-08-04 | — | 14.09 | 14.09 | 0.00% | market | 850.00% | — | 74.16 | -8.40% | 1.23% | -9.63% |
| AZZ | 2021-07-09 | 2021-07-12 | 2021-08-09 | — | 57.85 | 57.85 | 0.00% | market | 41.94% | — | 65.74 | -9.24% | 1.54% | -10.78% |
| GBX | 2021-07-09 | 2021-07-12 | 2021-08-09 | — | 44.79 | 44.79 | 0.00% | market | 430.77% | — | 64.91 | -2.96% | 1.54% | -4.50% |
| GS | 2021-07-13 | 2021-07-14 | 2021-08-11 | — | 378.75 | 378.75 | 0.00% | market | 46.68% | — | 25.22 | 9.18% | 1.46% | 7.72% |
| C | 2021-07-14 | 2021-07-15 | 2021-08-12 | — | 67.54 | 67.54 | 0.00% | market | 34.18% | — | 25.68 | 9.66% | 2.37% | 7.29% |
| AFG | 2021-08-03 | 2021-08-04 | 2021-09-01 | — | 126.44 | 126.44 | 0.00% | market | 45.73% | — | 52.90 | 7.90% | 2.73% | 5.17% |
| BATRA | 2021-08-06 | 2021-08-09 | 2021-09-07 | — | 26.00 | 26.00 | 0.00% | market | 1699.78% | — | 54.17 | -2.06% | 2.03% | -4.10% |
| BATRK | 2021-08-06 | 2021-08-09 | 2021-09-07 | — | 26.21 | 26.21 | 0.00% | market | 2500.22% | — | 54.60 | -2.96% | 2.03% | -5.00% |
| CGAU | 2021-08-10 | 2021-08-11 | 2021-09-09 | — | 7.39 | 7.39 | 0.00% | market | 21.43% | — | 43.47 | -4.70% | 1.16% | -5.86% |
| HLLY | 2021-08-11 | 2021-08-12 | 2021-09-10 | — | 11.87 | 11.87 | 0.00% | market | 113.31% | — | 34.78 | -1.36% | 0.41% | -1.77% |
| AMBA | 2021-08-31 | 2021-09-01 | 2021-09-30 | — | 116.75 | 116.75 | 0.00% | market | 40.00% | — | 333.57 | 33.30% | -5.18% | 38.47% |
| AGX | 2021-09-07 | 2021-09-08 | 2021-10-06 | — | 48.10 | 48.10 | 0.00% | market | 68.75% | — | 59.38 | -8.79% | -3.55% | -5.24% |
| PATH | 2021-09-07 | 2021-09-08 | 2021-10-06 | — | 56.58 | 56.58 | 0.00% | market | 116.67% | — | 5,658.00 | -9.40% | -3.55% | -5.85% |
| ABM | 2021-09-08 | 2021-09-09 | 2021-10-07 | — | 45.52 | 45.52 | 0.00% | market | 12.50% | — | 50.58 | 1.70% | -2.67% | 4.37% |
| COOK | 2021-09-09 | 2021-09-10 | 2021-10-08 | — | 1,187.50 | 1,187.50 | 0.00% | market | 305.41% | — | 7,916.67 | -15.81% | -2.92% | -12.88% |
| SAR | 2021-10-05 | 2021-10-06 | 2021-11-03 | — | 30.00 | 30.00 | 0.00% | market | 47.92% | — | 42.25 | -3.53% | 8.26% | -11.79% |
| AYI | 2021-10-06 | 2021-10-07 | 2021-11-04 | — | 201.39 | 201.39 | 0.00% | market | 14.74% | — | 61.59 | 4.10% | 6.51% | -2.41% |
| LEVI | 2021-10-06 | 2021-10-07 | 2021-11-04 | — | 25.53 | 25.53 | 0.00% | market | 29.73% | — | 53.19 | 5.58% | 6.51% | -0.93% |
| AZZ | 2021-10-12 | 2021-10-13 | 2021-11-10 | — | 56.22 | 56.22 | 0.00% | market | 22.58% | — | 73.97 | 0.63% | 6.65% | -6.02% |
| PNFP | 2021-10-12 | 2021-10-13 | 2021-11-10 | — | 97.86 | 97.86 | 0.00% | market | 12.90% | — | 55.92 | 1.06% | 6.65% | -5.59% |
| AFG | 2021-11-02 | 2021-11-03 | 2021-12-02 | — | 140.00 | 140.00 | 0.00% | market | 45.70% | — | 51.66 | -2.26% | -0.85% | -1.41% |
| ACH | 2021-11-03 | 2021-11-04 | 2021-12-03 | — | 45.40 | 45.40 | 0.00% | market | 34.55% | — | 61.35 | -10.87% | -2.57% | -8.31% |
| ACLS | 2021-11-03 | 2021-11-04 | 2021-12-03 | — | 58.90 | 58.90 | 0.00% | market | 15.49% | — | 71.83 | 5.10% | -2.57% | 7.66% |
| AKA | 2021-11-09 | 2021-11-10 | 2021-12-09 | — | 144.00 | 144.00 | 0.00% | market | 144.44% | — | 300.00 | -7.35% | 0.17% | -7.52% |
| CLPR | 2021-11-09 | 2021-11-10 | 2021-12-09 | — | 9.55 | 9.55 | 0.00% | market | 25.00% | — | 95.50 | -2.51% | 0.17% | -2.67% |
| BBW | 2021-12-01 | 2021-12-02 | 2021-12-31 | — | 22.00 | 22.00 | 0.00% | market | 323.53% | — | 57.89 | -11.37% | 5.38% | -16.75% |
| CDRE | 2021-12-02 | 2021-12-03 | 2022-01-03 | — | 20.50 | 20.50 | 0.00% | market | 247.06% | — | 82.00 | 21.90% | 4.04% | 17.86% |
| DOCU | 2021-12-02 | 2021-12-03 | 2022-01-03 | — | 154.80 | 154.80 | 0.00% | market | 26.09% | — | 266.90 | 1.33% | 4.04% | -2.71% |
| AGX | 2021-12-08 | 2021-12-09 | 2022-01-07 | — | 41.57 | 41.57 | 0.00% | market | 65.96% | — | 53.29 | -5.66% | -0.44% | -5.22% |
| CURV | 2021-12-08 | 2021-12-09 | 2022-01-07 | — | 12.51 | 12.51 | 0.00% | market | 13.64% | — | 50.04 | -14.57% | -0.44% | -14.13% |
| ACI | 2022-01-11 | 2022-01-12 | 2022-02-10 | — | 28.79 | 28.79 | 0.00% | market | 31.67% | — | 36.44 | -0.90% | -4.72% | 3.82% |
| DAL | 2022-01-13 | 2022-01-14 | 2022-02-14 | — | 40.79 | 40.79 | 0.00% | market | 46.67% | — | 185.41 | 2.79% | -4.81% | 7.60% |
| JPM | 2022-01-14 | 2022-01-18 | 2022-02-15 | — | 155.78 | 155.78 | 0.00% | market | 11.74% | — | 46.78 | -0.78% | -2.97% | 2.19% |
| WFC | 2022-01-14 | 2022-01-18 | 2022-02-15 | — | 57.72 | 57.72 | 0.00% | market | 10.62% | — | 46.18 | 1.04% | -2.97% | 4.01% |
| HWC | 2022-01-18 | 2022-01-19 | 2022-02-16 | — | 59.82 | 59.82 | 0.00% | market | 13.97% | — | 38.59 | -6.34% | -2.52% | -3.82% |
| ACGL | 2022-02-09 | 2022-02-10 | 2022-03-11 | — | 48.48 | 48.48 | 0.00% | market | 27.00% | — | 38.17 | -5.77% | -6.93% | 1.16% |
| AB | 2022-02-11 | 2022-02-14 | 2022-03-15 | — | 48.60 | 48.60 | 0.00% | market | 27.00% | — | 38.27 | -11.93% | -3.13% | -8.81% |
| CAR | 2022-02-14 | 2022-02-15 | 2022-03-16 | — | 190.38 | 190.38 | 0.00% | market | 15.12% | — | 26.89 | 47.76% | -1.83% | 49.58% |
| CPAC | 2022-02-14 | 2022-02-15 | 2022-03-16 | — | 6.99 | 6.99 | 0.00% | market | 36.36% | — | 46.60 | -8.54% | -1.83% | -6.71% |
| ACRE | 2022-02-15 | 2022-02-16 | 2022-03-17 | — | 14.55 | 14.55 | 0.00% | market | 10.81% | — | 35.49 | 3.61% | -0.64% | 4.26% |
| JD | 2022-03-10 | 2022-03-11 | 2022-04-08 | — | 53.90 | 53.90 | 0.00% | market | 29.63% | — | 154.00 | 4.80% | 4.54% | 0.25% |
| BRT | 2022-03-14 | 2022-03-15 | 2022-04-12 | — | 23.17 | 23.17 | 0.00% | market | 24.24% | — | 56.51 | -2.39% | 4.41% | -6.80% |
| CLPR | 2022-03-15 | 2022-03-16 | 2022-04-13 | — | 9.70 | 9.70 | 0.00% | market | 11.11% | — | 97.00 | -6.29% | 3.12% | -9.41% |
| DOLE | 2022-03-15 | 2022-03-16 | 2022-04-13 | — | 13.64 | 13.64 | 0.00% | market | 133.33% | — | 97.43 | -4.79% | 3.12% | -7.91% |
| ARCO | 2022-03-16 | 2022-03-17 | 2022-04-14 | — | 7.49 | 7.49 | 0.00% | market | 37.50% | — | 34.05 | 1.37% | 0.97% | 0.40% |
| ACI | 2022-04-12 | 2022-04-13 | 2022-05-12 | — | 32.25 | 32.25 | 0.00% | market | 15.38% | — | 43.00 | -7.17% | -10.43% | 3.26% |
| GS | 2022-04-14 | 2022-04-18 | 2022-05-16 | — | 320.65 | 320.65 | 0.00% | market | 21.03% | — | 29.80 | -5.47% | -8.41% | 2.94% |
| MS | 2022-04-14 | 2022-04-18 | 2022-05-16 | — | 84.39 | 84.39 | 0.00% | market | 20.24% | — | 41.78 | -5.42% | -8.41% | 2.99% |
| PNC | 2022-04-14 | 2022-04-18 | 2022-05-16 | — | 173.95 | 173.95 | 0.00% | market | 18.32% | — | 53.85 | -10.84% | -8.41% | -2.43% |
| HOPE | 2022-04-18 | 2022-04-19 | 2022-05-17 | — | 15.62 | 15.62 | 0.00% | market | 28.21% | — | 31.24 | -6.69% | -6.75% | 0.05% |
| APP | 2022-05-11 | 2022-05-12 | 2022-06-10 | — | 32.14 | 32.14 | 0.00% | market | 608.62% | — | 178.53 | 12.27% | 0.11% | 12.16% |
| BOC | 2022-05-13 | 2022-05-16 | 2022-06-14 | — | 21.11 | 21.11 | 0.00% | market | 1200.00% | — | 38.38 | -9.67% | -6.53% | -3.14% |
| MFG | 2022-05-13 | 2022-05-16 | 2022-06-14 | — | 2.35 | 2.35 | 0.00% | market | 24.19% | — | 47.00 | -7.33% | -6.53% | -0.81% |
| SMFG | 2022-05-13 | 2022-05-16 | 2022-06-14 | — | 6.03 | 6.03 | 0.00% | market | 237.44% | — | 26.22 | -2.42% | -6.53% | 4.11% |
| NRGV | 2022-05-16 | 2022-05-17 | 2022-06-15 | — | 10.32 | 10.32 | 0.00% | market | 749.86% | — | 68.80 | -9.31% | -6.72% | -2.58% |
| ORCL | 2022-06-13 | 2022-06-14 | 2022-07-14 | — | 72.00 | 72.00 | 0.00% | market | 12.41% | — | 46.75 | -3.64% | 0.28% | -3.92% |
| CNM | 2022-06-14 | 2022-06-15 | 2022-07-15 | — | 22.70 | 22.70 | 0.00% | market | 89.74% | — | 30.68 | -5.39% | 2.06% | -7.45% |
| FERG | 2022-06-14 | 2022-06-15 | 2022-07-15 | — | 110.65 | 110.65 | 0.00% | market | 12.61% | — | 44.26 | 2.80% | 2.06% | 0.74% |
| WDH | 2022-06-15 | 2022-06-16 | 2022-07-18 | — | 1.50 | 1.50 | 0.00% | market | 2784.56% | — | 37.50 | -9.43% | 3.09% | -12.52% |
| WLY | 2022-06-15 | 2022-06-16 | 2022-07-18 | — | 48.29 | 48.29 | 0.00% | market | 11.34% | — | 44.71 | -4.78% | 3.09% | -7.87% |
| WAFD | 2022-07-13 | 2022-07-14 | 2022-08-11 | — | 30.39 | 30.39 | 0.00% | market | 16.67% | — | 33.40 | 13.88% | 12.41% | 1.47% |
| STT | 2022-07-15 | 2022-07-18 | 2022-08-15 | — | 66.19 | 66.19 | 0.00% | market | 12.14% | — | 34.12 | 12.39% | 10.42% | 1.97% |
| GS | 2022-07-18 | 2022-07-19 | 2022-08-16 | — | 303.59 | 303.59 | 0.00% | market | 17.48% | — | 39.27 | 16.82% | 11.30% | 5.53% |
| CFG | 2022-07-19 | 2022-07-20 | 2022-08-17 | — | 37.60 | 37.60 | 0.00% | market | 11.76% | — | 32.98 | 4.98% | 8.71% | -3.73% |
| EQBK | 2022-07-19 | 2022-07-20 | 2022-08-17 | — | 30.98 | 30.98 | 0.00% | market | 27.03% | — | 32.96 | 9.10% | 8.71% | 0.39% |
| EE | 2022-08-10 | 2022-08-11 | 2022-09-09 | — | 23.87 | 23.87 | 0.00% | market | 310.53% | — | 30.60 | 11.92% | -3.87% | 15.80% |
| SA | 2022-08-12 | 2022-08-15 | 2022-09-13 | — | 13.87 | 13.87 | 0.00% | market | 371.43% | — | 73.00 | -9.33% | -7.46% | -1.87% |
| HUYA | 2022-08-16 | 2022-08-17 | 2022-09-15 | — | 3.38 | 3.38 | 0.00% | market | 109.52% | — | 169.00 | -14.01% | -8.40% | -5.60% |
| JBI | 2022-08-16 | 2022-08-17 | 2022-09-15 | — | 11.73 | 11.73 | 0.00% | market | 30.77% | — | 69.00 | -13.65% | -8.40% | -5.25% |
| WMT | 2022-08-16 | 2022-08-17 | 2022-09-15 | — | 46.19 | 46.19 | 0.00% | market | 11.32% | — | 78.29 | -3.78% | -8.40% | 4.62% |
| RH | 2022-09-08 | 2022-09-09 | 2022-10-07 | — | 265.59 | 265.59 | 0.00% | market | 18.65% | — | 32.87 | -3.39% | -9.92% | 6.52% |
| CNM | 2022-09-13 | 2022-09-14 | 2022-10-12 | — | 25.57 | 25.57 | 0.00% | market | 46.81% | — | 37.06 | -11.25% | -9.61% | -1.64% |
| EBF | 2022-09-19 | 2022-09-20 | 2022-10-18 | — | 21.15 | 21.15 | 0.00% | market | 20.51% | — | 45.00 | 0.23% | -3.62% | 3.85% |
| GIS | 2022-09-21 | 2022-09-22 | 2022-10-20 | — | 80.19 | 80.19 | 0.00% | market | 11.00% | — | 72.24 | -4.49% | -2.97% | -1.52% |
| IH | 2022-09-22 | 2022-09-23 | 2022-10-21 | — | 1.88 | 1.88 | 0.00% | market | 261.38% | — | 26.86 | 0.43% | 1.00% | -0.57% |
| STZ | 2022-10-06 | 2022-10-07 | 2022-11-04 | — | 233.33 | 233.33 | 0.00% | market | 10.07% | — | 73.61 | 4.83% | 2.00% | 2.83% |
| BLK | 2022-10-13 | 2022-10-14 | 2022-11-11 | — | 567.25 | 567.25 | 0.00% | market | 35.08% | — | 59.40 | 36.48% | 8.13% | 28.35% |
| ACI | 2022-10-18 | 2022-10-19 | 2022-11-16 | — | 26.74 | 26.74 | 0.00% | market | 12.50% | — | 37.14 | -22.01% | 7.17% | -29.19% |
| MCRI | 2022-10-19 | 2022-10-20 | 2022-11-17 | — | 67.71 | 67.71 | 0.00% | market | 15.57% | — | 48.02 | 21.02% | 7.12% | 13.90% |
| AMTB | 2022-10-20 | 2022-10-21 | 2022-11-18 | — | 28.50 | 28.50 | 0.00% | market | 16.98% | — | 45.97 | 4.18% | 8.47% | -4.29% |
| ADT | 2022-11-03 | 2022-11-04 | 2022-12-05 | — | 8.45 | 8.45 | 0.00% | market | 66.67% | — | 84.50 | 11.97% | 5.99% | 5.98% |
| AVPT | 2022-11-10 | 2022-11-11 | 2022-12-12 | — | 4.00 | 4.00 | 0.00% | market | 66.67% | — | 400.00 | 19.15% | 0.85% | 18.30% |
| HUYA | 2022-11-15 | 2022-11-16 | 2022-12-15 | — | 3.06 | 3.06 | 0.00% | market | 220.00% | — | 51.00 | -2.71% | -1.80% | -0.91% |
| ARCO | 2022-11-16 | 2022-11-17 | 2022-12-16 | — | 7.15 | 7.15 | 0.00% | market | 130.00% | — | 31.09 | 5.35% | -1.84% | 7.20% |
| AMAT | 2022-11-17 | 2022-11-18 | 2022-12-19 | — | 109.99 | 109.99 | 0.00% | market | 17.34% | — | 54.18 | -5.56% | -4.46% | -1.10% |
| CASY | 2022-12-06 | 2022-12-07 | 2023-01-06 | — | 234.75 | 234.75 | 0.00% | market | 16.77% | — | 63.62 | -5.12% | -1.24% | -3.89% |
| CNM | 2022-12-13 | 2022-12-14 | 2023-01-13 | — | 20.99 | 20.99 | 0.00% | market | 17.54% | — | 31.33 | 1.71% | -0.77% | 2.48% |
| NX | 2022-12-15 | 2022-12-16 | 2023-01-18 | — | 24.42 | 24.42 | 0.00% | market | 25.00% | — | 32.56 | 0.10% | 1.64% | -1.53% |
| WGO | 2022-12-16 | 2022-12-19 | 2023-01-19 | — | 55.49 | 55.49 | 0.00% | market | 13.74% | — | 26.81 | 2.39% | 1.35% | 1.04% |
| FDX | 2022-12-20 | 2022-12-21 | 2023-01-23 | — | 140.55 | 140.55 | 0.00% | market | 14.80% | — | 44.20 | 9.42% | 4.53% | 4.88% |
| CAG | 2023-01-05 | 2023-01-06 | 2023-02-06 | — | 40.37 | 40.37 | 0.00% | market | 22.73% | — | 49.84 | -8.67% | 7.11% | -15.79% |
| BAC | 2023-01-13 | 2023-01-17 | 2023-02-14 | — | 34.69 | 34.69 | 0.00% | market | 10.39% | — | 40.81 | 2.58% | 3.55% | -0.97% |
| ALLY | 2023-01-20 | 2023-01-23 | 2023-02-21 | — | 31.64 | 31.64 | 0.00% | market | 10.20% | — | 29.30 | -5.92% | 0.60% | -6.51% |
| CR | 2023-01-23 | 2023-01-24 | 2023-02-22 | — | 106.00 | 106.00 | 0.00% | market | 12.11% | — | 49.77 | 10.82% | -0.09% | 10.91% |
| EFSC | 2023-01-23 | 2023-01-24 | 2023-02-22 | — | 51.32 | 51.32 | 0.00% | market | 17.04% | — | 32.48 | 6.58% | -0.09% | 6.67% |
| BCH | 2023-02-03 | 2023-02-06 | 2023-03-07 | — | 21.74 | 21.74 | 0.00% | market | 14.08% | — | 26.84 | -1.11% | -2.81% | 1.70% |
| ACGL | 2023-02-13 | 2023-02-14 | 2023-03-15 | — | 66.00 | 66.00 | 0.00% | market | 59.70% | — | 30.84 | -5.04% | -5.34% | 0.30% |
| ABR | 2023-02-17 | 2023-02-21 | 2023-03-21 | — | 15.45 | 15.45 | 0.00% | market | 28.57% | — | 34.33 | -23.01% | -1.03% | -21.98% |
| ALIT | 2023-02-21 | 2023-02-22 | 2023-03-22 | — | 195.20 | 195.20 | 0.00% | market | 1268.42% | — | 75.08 | -10.14% | -1.85% | -8.29% |
| ELAN | 2023-02-21 | 2023-02-22 | 2023-03-22 | — | 11.64 | 11.64 | 0.00% | market | 46.15% | — | 61.26 | -22.09% | -1.85% | -20.24% |
| CECO | 2023-03-06 | 2023-03-07 | 2023-04-04 | — | 15.17 | 15.17 | 0.00% | market | 31.25% | — | 72.24 | -15.99% | 1.05% | -17.04% |
| CTOS | 2023-03-14 | 2023-03-15 | 2023-04-13 | — | 6.99 | 6.99 | 0.00% | market | 18.18% | — | 53.77 | -5.82% | 7.15% | -12.97% |
| BZ | 2023-03-20 | 2023-03-21 | 2023-04-19 | — | 18.20 | 18.20 | 0.00% | market | 3348.28% | — | 910.00 | -2.52% | 4.25% | -6.77% |
| KBH | 2023-03-22 | 2023-03-23 | 2023-04-21 | — | 39.50 | 39.50 | 0.00% | market | 26.09% | — | 27.24 | 5.44% | 4.33% | 1.11% |
| WGO | 2023-03-22 | 2023-03-23 | 2023-04-21 | — | 57.51 | 57.51 | 0.00% | market | 50.40% | — | 30.59 | 2.63% | 4.33% | -1.70% |
| SAIC | 2023-04-03 | 2023-04-04 | 2023-05-03 | — | 109.31 | 109.31 | 0.00% | market | 25.15% | — | 53.58 | -8.67% | -0.87% | -7.80% |
| AGX | 2023-04-12 | 2023-04-13 | 2023-05-11 | — | 39.52 | 39.52 | 0.00% | market | 40.85% | — | 39.52 | 4.23% | 0.72% | 3.51% |
| BAC | 2023-04-18 | 2023-04-19 | 2023-05-17 | — | 30.13 | 30.13 | 0.00% | market | 14.63% | — | 32.05 | -5.28% | 0.73% | -6.01% |
| CSX | 2023-04-20 | 2023-04-21 | 2023-05-19 | — | 31.90 | 31.90 | 0.00% | market | 11.63% | — | 66.46 | 1.19% | 1.56% | -0.37% |
| DHI | 2023-04-20 | 2023-04-21 | 2023-05-19 | — | 107.69 | 107.69 | 0.00% | market | 41.45% | — | 39.45 | 2.22% | 1.56% | 0.66% |
| AGCO | 2023-05-02 | 2023-05-03 | 2023-06-01 | — | 130.43 | 130.43 | 0.00% | market | 30.00% | — | 37.16 | -14.53% | 2.54% | -17.07% |
| BGSF | 2023-05-10 | 2023-05-11 | 2023-06-09 | — | 9.96 | 9.96 | 0.00% | market | 900.00% | — | 249.00 | -5.62% | 4.36% | -9.98% |
| BIDU | 2023-05-16 | 2023-05-17 | 2023-06-15 | — | 128.00 | 128.00 | 0.00% | market | 21.24% | — | 54.70 | 16.08% | 7.34% | 8.74% |
| BABA | 2023-05-18 | 2023-05-19 | 2023-06-20 | — | 83.85 | 83.85 | 0.00% | market | 20.00% | — | 53.75 | 4.77% | 4.05% | 0.72% |
| BEKE | 2023-05-18 | 2023-05-19 | 2023-06-20 | — | 15.00 | 15.00 | 0.00% | market | 95.45% | — | 34.88 | 2.90% | 4.05% | -1.15% |
| NCNO | 2023-05-31 | 2023-06-01 | 2023-06-30 | — | 22.04 | 22.04 | 0.00% | market | 40.00% | — | 314.86 | 36.56% | 6.03% | 30.54% |
| SIG | 2023-06-08 | 2023-06-09 | 2023-07-11 | — | 61.27 | 61.27 | 0.00% | market | 19.46% | — | 34.42 | 19.75% | 2.91% | 16.84% |
| LEN | 2023-06-14 | 2023-06-15 | 2023-07-17 | — | 118.88 | 118.88 | 0.00% | market | 29.74% | — | 39.50 | 9.58% | 3.33% | 6.26% |
| EBF | 2023-06-19 | 2023-06-20 | 2023-07-19 | — | 21.16 | 21.16 | 0.00% | market | 33.33% | — | 44.08 | -2.60% | 4.06% | -6.66% |
| LZB | 2023-06-20 | 2023-06-21 | 2023-07-20 | — | 25.55 | 25.55 | 0.00% | market | 37.50% | — | 25.81 | 22.72% | 3.67% | 19.05% |
| AEG | 2023-06-29 | 2023-06-30 | 2023-07-31 | — | 5.03 | 5.03 | 0.00% | market | 200.00% | — | 27.94 | 7.06% | 3.70% | 3.35% |
| PSMT | 2023-07-10 | 2023-07-11 | 2023-08-08 | — | 76.00 | 76.00 | 0.00% | market | 20.00% | — | 74.51 | 1.78% | 1.88% | -0.10% |
| ERIC | 2023-07-14 | 2023-07-17 | 2023-08-14 | — | 4.92 | 4.92 | 0.00% | market | 40.00% | — | 70.29 | 1.73% | -0.23% | 1.96% |
| EQBK | 2023-07-18 | 2023-07-19 | 2023-08-16 | — | 25.69 | 25.69 | 0.00% | market | 15.94% | — | 32.11 | -1.38% | -3.38% | 1.99% |
| BKR | 2023-07-19 | 2023-07-20 | 2023-08-17 | — | 35.47 | 35.47 | 0.00% | market | 18.18% | — | 90.95 | -1.79% | -3.94% | 2.15% |
| ABR | 2023-07-28 | 2023-07-31 | 2023-08-28 | — | 17.16 | 17.16 | 0.00% | market | 21.28% | — | 30.11 | -8.03% | -3.20% | -4.82% |
| AGM | 2023-08-07 | 2023-08-08 | 2023-09-06 | — | 166.85 | 166.85 | 0.00% | market | 19.50% | — | 43.23 | -0.93% | -0.42% | -0.52% |
| CEPU | 2023-08-11 | 2023-08-14 | 2023-09-12 | — | 6.83 | 6.83 | 0.00% | market | 366.67% | — | 48.79 | -10.20% | 0.29% | -10.49% |
| LRN | 2023-08-15 | 2023-08-16 | 2023-09-14 | — | 43.17 | 43.17 | 0.00% | market | 16.09% | — | 42.74 | 3.17% | 1.79% | 1.38% |
| STNE | 2023-08-16 | 2023-08-17 | 2023-09-15 | — | 13.67 | 13.67 | 0.00% | market | 11.76% | — | 71.95 | -17.00% | 0.50% | -17.50% |
| GAP | 2023-08-25 | 2023-08-28 | 2023-09-26 | — | 10.30 | 10.30 | 0.00% | market | 235.75% | — | 32.66 | -1.07% | -3.70% | 2.63% |
| BRC | 2023-09-05 | 2023-09-06 | 2023-10-04 | — | 56.50 | 56.50 | 0.00% | market | 11.83% | — | 54.33 | -1.59% | -5.29% | 3.71% |
| CASY | 2023-09-11 | 2023-09-12 | 2023-10-10 | — | 255.92 | 255.92 | 0.00% | market | 34.12% | — | 56.62 | 7.91% | -2.78% | 10.69% |
| SMTC | 2023-09-13 | 2023-09-14 | 2023-10-12 | — | 24.20 | 24.20 | 0.00% | market | 409.73% | — | 220.00 | -3.32% | -3.43% | 0.11% |
| LEN | 2023-09-14 | 2023-09-15 | 2023-10-13 | — | 110.16 | 110.16 | 0.00% | market | 10.26% | — | 28.47 | -0.88% | -3.50% | 2.62% |
| THO | 2023-09-25 | 2023-09-26 | 2023-10-24 | — | 89.33 | 89.33 | 0.00% | market | 75.00% | — | 53.17 | -1.14% | -1.27% | 0.13% |
| AYI | 2023-10-04 | 2023-10-05 | 2023-11-02 | — | 179.27 | 179.27 | 0.00% | market | 11.20% | — | 45.16 | -6.99% | 1.51% | -8.50% |
| AZZ | 2023-10-10 | 2023-10-11 | 2023-11-08 | — | 49.50 | 49.50 | 0.00% | market | 17.59% | — | 38.98 | -6.46% | 0.37% | -6.83% |
| BLK | 2023-10-13 | 2023-10-16 | 2023-11-13 | — | 630.51 | 630.51 | 0.00% | market | 32.08% | — | 57.79 | 4.81% | 1.47% | 3.34% |
| C | 2023-10-13 | 2023-10-16 | 2023-11-13 | — | 41.95 | 41.95 | 0.00% | market | 25.62% | — | 27.60 | 1.69% | 1.47% | 0.22% |
| CLF | 2023-10-23 | 2023-10-24 | 2023-11-21 | — | 15.08 | 15.08 | 0.00% | market | 20.93% | — | 29.00 | 11.90% | 7.24% | 4.66% |
| ABNB | 2023-11-01 | 2023-11-02 | 2023-12-01 | — | 122.51 | 122.51 | 0.00% | market | 14.90% | — | 51.26 | 10.11% | 7.62% | 2.49% |
| ACMR | 2023-11-07 | 2023-11-08 | 2023-12-07 | — | 15.59 | 15.59 | 0.00% | market | 62.86% | — | 27.35 | 3.30% | 4.73% | -1.43% |
| CEPU | 2023-11-12 | 2023-11-13 | 2023-12-12 | — | 6.17 | 6.17 | 0.00% | market | 244.23% | — | 61.70 | 49.82% | 5.66% | 44.16% |
| LAC | 2023-11-10 | 2023-11-13 | 2023-12-12 | — | 7.31 | 7.31 | 0.00% | market | 180.00% | — | 182.75 | -20.35% | 5.66% | -26.01% |
| GBDC | 2023-11-20 | 2023-11-21 | 2023-12-20 | — | 15.38 | 15.38 | 0.00% | market | 27.66% | — | 25.63 | -2.70% | 3.33% | -6.03% |
| DELL | 2023-11-30 | 2023-12-01 | 2024-01-02 | — | 71.86 | 71.86 | 0.00% | market | 27.89% | — | 38.22 | 3.98% | 3.70% | 0.27% |
| CHWY | 2023-12-06 | 2023-12-07 | 2024-01-08 | — | 17.02 | 17.02 | 0.00% | market | 66.67% | — | 113.47 | 21.46% | 3.87% | 17.59% |
| BLBD | 2023-12-11 | 2023-12-12 | 2024-01-11 | — | 24.00 | 24.00 | 0.00% | market | 37.50% | — | 36.36 | 3.23% | 3.19% | 0.04% |
| CASY | 2023-12-11 | 2023-12-12 | 2024-01-11 | — | 270.64 | 270.64 | 0.00% | market | 11.58% | — | 63.83 | 5.99% | 3.19% | 2.80% |
| BB | 2023-12-20 | 2023-12-21 | 2024-01-23 | — | 3.88 | 3.88 | 0.00% | market | 136.97% | — | 388.00 | -8.61% | 2.87% | -11.48% |
| EMA | 2023-12-31 | 2024-01-02 | 2024-01-31 | — | 36.24 | 36.24 | 0.00% | market | 107.94% | — | 32.95 | -2.53% | 2.27% | -4.80% |
| GBX | 2024-01-05 | 2024-01-08 | 2024-02-06 | — | 47.28 | 47.28 | 0.00% | market | 31.51% | — | 49.25 | -1.39% | 5.45% | -6.84% |
| C | 2024-01-12 | 2024-01-16 | 2024-02-13 | — | 51.78 | 51.78 | 0.00% | market | 15.07% | — | 61.64 | 1.79% | 3.96% | -2.17% |
| WFC | 2024-01-12 | 2024-01-16 | 2024-02-13 | — | 46.77 | 46.77 | 0.00% | market | 11.21% | — | 36.26 | 3.04% | 3.96% | -0.92% |
| AGYS | 2024-01-22 | 2024-01-23 | 2024-02-21 | — | 88.40 | 88.40 | 0.00% | market | 34.62% | — | 252.57 | -10.08% | 2.73% | -12.80% |
| AX | 2024-01-30 | 2024-01-31 | 2024-02-29 | — | 60.00 | 60.00 | 0.00% | market | 15.11% | — | 37.50 | -13.23% | 3.98% | -17.22% |
| ALGT | 2024-02-05 | 2024-02-06 | 2024-03-06 | — | 73.99 | 73.99 | 0.00% | market | 116.42% | — | 672.64 | 0.91% | 3.29% | -2.37% |
| CBL | 2024-02-12 | 2024-02-13 | 2024-03-13 | — | 23.76 | 23.76 | 0.00% | market | 202.78% | — | 64.22 | -4.69% | 4.34% | -9.02% |
| FRHC | 2024-02-12 | 2024-02-13 | 2024-03-13 | — | 81.08 | 81.08 | 0.00% | market | 91.76% | — | 49.74 | -9.30% | 4.34% | -13.64% |
| ANDE | 2024-02-20 | 2024-02-21 | 2024-03-20 | — | 54.49 | 54.49 | 0.00% | market | 60.61% | — | 34.27 | 2.63% | 5.06% | -2.42% |
| ACEL | 2024-02-28 | 2024-02-29 | 2024-03-28 | — | 10.99 | 10.99 | 0.00% | market | 52.94% | — | 42.27 | 7.18% | 2.95% | 4.23% |
| BOX | 2024-03-05 | 2024-03-06 | 2024-04-04 | — | 28.95 | 28.95 | 0.00% | market | 10.53% | — | 68.93 | -4.69% | 0.49% | -5.19% |
| BRT | 2024-03-12 | 2024-03-13 | 2024-04-11 | — | 16.06 | 16.06 | 0.00% | market | 480.00% | — | 42.26 | 7.50% | 0.17% | 7.32% |
| LEN | 2024-03-13 | 2024-03-14 | 2024-04-12 | — | 161.80 | 161.80 | 0.00% | market | 16.82% | — | 62.96 | -1.27% | -1.18% | -0.09% |
| GIS | 2024-03-20 | 2024-03-21 | 2024-04-19 | — | 69.46 | 69.46 | 0.00% | market | 11.43% | — | 59.37 | 1.28% | -5.39% | 6.68% |
| ATAT | 2024-03-28 | 2024-04-01 | 2024-04-29 | — | 18.09 | 18.09 | 0.00% | market | 10.53% | — | 86.14 | -0.60% | -2.63% | 2.03% |
| BB | 2024-04-03 | 2024-04-04 | 2024-05-02 | — | 2.96 | 2.96 | 0.00% | market | 193.83% | — | 98.67 | -1.45% | -3.53% | 2.08% |
| AGX | 2024-04-11 | 2024-04-12 | 2024-05-10 | — | 55.20 | 55.20 | 0.00% | market | 18.67% | — | 62.02 | 20.41% | 1.26% | 19.15% |
| C | 2024-04-12 | 2024-04-15 | 2024-05-13 | — | 60.18 | 60.18 | 0.00% | market | 51.22% | — | 32.35 | 5.25% | 1.12% | 4.13% |
| DHI | 2024-04-18 | 2024-04-19 | 2024-05-17 | — | 146.12 | 146.12 | 0.00% | market | 15.03% | — | 41.51 | 3.58% | 6.01% | -2.43% |
| ALV | 2024-04-26 | 2024-04-29 | 2024-05-28 | — | 122.04 | 122.04 | 0.00% | market | 11.27% | — | 77.24 | 5.69% | 3.87% | 1.83% |
| ACLS | 2024-05-01 | 2024-05-02 | 2024-05-31 | — | 101.25 | 101.25 | 0.00% | market | 26.61% | — | 64.49 | 11.00% | 4.61% | 6.40% |
| ALGM | 2024-05-09 | 2024-05-10 | 2024-06-10 | — | 27.55 | 27.55 | 0.00% | market | 19.05% | — | 110.20 | 8.94% | 2.65% | 6.28% |