EPS surp.>10 (hold 10d) (lookback 50y)
Run 5f77f082 · view hypothesis
completed
Trades
2356
Win rate
51.44%
Avg return
0.84%
Median return
0.29%
Avg abnormal
0.40%
Median abnormal
-0.36%
Best trade
163.59%
Worst trade
-44.71%
Sharpe (per-trade)
0.07
Max drawdown
-99.58%
Portfolio (equal_weight)
Total return
397.70%
Max drawdown
-47.93%
Avg trade return
0.84%
Win rate
51.44%
Signals
50914
Configured concurrent
5
Observed concurrent
5
Trades taken
2356
Skipped (no capacity)
48558
Excess vs benchmark
-88.68%
Avg entry slippage
0.00%
Return if filled at market
397.70%
VWAP fills
0
VWAP fallbacks
0
48558 of 50914qualifying 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 | 35 | 1.86% | 0.99% | 65.71% |
| 2007 | 119 | -0.09% | 0.01% | 54.62% |
| 2008 | 114 | 0.11% | 1.91% | 56.14% |
| 2009 | 120 | 0.33% | -0.77% | 51.67% |
| 2010 | 121 | 1.27% | 0.97% | 58.68% |
| 2011 | 117 | 0.27% | 0.22% | 45.30% |
| 2012 | 115 | 1.10% | 0.41% | 51.30% |
| 2013 | 118 | 3.57% | 2.41% | 65.25% |
| 2014 | 117 | 0.86% | 0.31% | 49.57% |
| 2015 | 118 | -0.13% | -0.18% | 50.85% |
| 2016 | 115 | 1.96% | 1.28% | 56.52% |
| 2017 | 115 | 0.06% | -0.70% | 48.70% |
| 2018 | 111 | -0.26% | -0.12% | 39.64% |
| 2019 | 118 | -0.23% | -1.30% | 54.24% |
| 2020 | 124 | -0.00% | -0.70% | 45.97% |
| 2021 | 124 | 0.60% | -0.45% | 50.81% |
| 2022 | 122 | 1.11% | 1.85% | 50.82% |
| 2023 | 121 | 2.51% | 1.48% | 50.41% |
| 2024 | 121 | 2.15% | 1.22% | 46.28% |
| 2025 | 123 | 1.08% | 0.43% | 53.66% |
| 2026 | 68 | -0.31% | -1.11% | 38.24% |
Trades (2356)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ADBE | 2006-09-14 | 2006-09-21 | 2006-10-05 | — | 37.83 | 37.83 | 0.00% | market | 11.54% | 0.83% | 1.94% | -1.11% |
| KMX | 2006-09-20 | 2006-09-21 | 2006-10-05 | — | 21.40 | 21.40 | 0.00% | market | 19.05% | 0.34% | 1.94% | -1.59% |
| MLKN | 2006-09-20 | 2006-09-21 | 2006-10-05 | — | 32.95 | 32.95 | 0.00% | market | 10.26% | 5.91% | 1.94% | 3.97% |
| MS | 2006-09-20 | 2006-09-21 | 2006-10-05 | — | 61.50 | 61.50 | 0.00% | market | 27.74% | 2.96% | 1.94% | 1.02% |
| ORCL | 2006-09-19 | 2006-09-21 | 2006-10-05 | — | 17.93 | 17.93 | 0.00% | market | 12.50% | 1.74% | 1.94% | -0.20% |
| CPRT | 2006-10-04 | 2006-10-05 | 2006-10-19 | — | 1.87 | 1.87 | 0.00% | market | 12.11% | -3.84% | 1.40% | -5.24% |
| TISI | 2006-10-04 | 2006-10-05 | 2006-10-19 | — | 127.00 | 127.00 | 0.00% | market | 1900.00% | 16.36% | 1.40% | 14.96% |
| MAR | 2006-10-05 | 2006-10-06 | 2006-10-20 | — | 37.84 | 37.84 | 0.00% | market | 13.33% | 2.41% | 1.40% | 1.01% |
| TDS | 2006-10-10 | 2006-10-11 | 2006-10-25 | — | 38.64 | 38.64 | 0.00% | market | 81.33% | 16.80% | 2.60% | 14.20% |
| YUM | 2006-10-11 | 2006-10-12 | 2006-10-26 | — | 20.00 | 20.00 | 0.00% | market | 10.53% | 8.25% | 2.46% | 5.79% |
| ALB | 2006-10-18 | 2006-10-19 | 2006-11-02 | — | 30.53 | 30.53 | 0.00% | market | 43.18% | 4.58% | 0.29% | 4.30% |
| AMD | 2006-10-18 | 2006-10-19 | 2006-11-02 | — | 21.99 | 21.99 | 0.00% | market | 12.50% | -5.28% | 0.29% | -5.57% |
| BBW | 2006-10-19 | 2006-10-20 | 2006-11-03 | — | 26.40 | 26.40 | 0.00% | market | 18.18% | 4.26% | -0.22% | 4.48% |
| AMP | 2006-10-24 | 2006-10-25 | 2006-11-08 | — | 49.99 | 49.99 | 0.00% | market | 12.50% | 4.42% | 0.85% | 3.57% |
| ATI | 2006-10-25 | 2006-10-26 | 2006-11-09 | — | 81.46 | 81.46 | 0.00% | market | 16.18% | -4.32% | -0.35% | -3.98% |
| AGCO | 2006-11-01 | 2006-11-02 | 2006-11-16 | — | 27.77 | 27.77 | 0.00% | market | 736.32% | 12.22% | 2.83% | 9.38% |
| AIZ | 2006-11-01 | 2006-11-02 | 2006-11-16 | — | 56.50 | 56.50 | 0.00% | market | 18.81% | -2.19% | 2.83% | -5.02% |
| ALKS | 2006-11-02 | 2006-11-03 | 2006-11-17 | — | 14.91 | 14.91 | 0.00% | market | 194.55% | 9.09% | 2.29% | 6.79% |
| ATO | 2006-11-07 | 2006-11-08 | 2006-11-22 | — | 31.18 | 31.18 | 0.00% | market | 16.67% | 3.20% | 2.12% | 1.09% |
| AAON | 2006-11-08 | 2006-11-09 | 2006-11-24 | — | 3.29 | 3.29 | 0.00% | market | 14.29% | 12.36% | 0.96% | 11.40% |
| CPA | 2006-11-15 | 2006-11-16 | 2006-12-01 | — | 44.17 | 44.17 | 0.00% | market | 10.13% | -4.18% | -0.16% | -4.02% |
| CRM | 2006-11-15 | 2006-11-16 | 2006-12-01 | — | 10.25 | 10.25 | 0.00% | market | 10.31% | -6.54% | -0.16% | -6.38% |
| BKE | 2006-11-16 | 2006-11-17 | 2006-12-04 | — | 19.53 | 19.53 | 0.00% | market | 17.65% | 2.97% | 0.97% | 2.00% |
| CAL | 2006-11-21 | 2006-11-22 | 2006-12-07 | — | 30.54 | 30.54 | 0.00% | market | 10.71% | 3.93% | 0.29% | 3.64% |
| BRT | 2006-11-22 | 2006-11-24 | 2006-12-08 | — | 30.83 | 30.83 | 0.00% | market | 18.03% | -10.84% | 0.84% | -11.68% |
| DSGX | 2006-11-30 | 2006-12-01 | 2006-12-15 | — | 3.83 | 3.83 | 0.00% | market | 66.67% | -2.45% | 1.29% | -3.74% |
| PLAB | 2006-12-05 | 2006-12-06 | 2006-12-20 | — | 15.50 | 15.50 | 0.00% | market | 62.50% | 4.55% | 0.19% | 4.35% |
| REX | 2006-12-05 | 2006-12-06 | 2006-12-20 | — | 3.00 | 3.00 | 0.00% | market | 223.97% | -7.77% | 0.19% | -7.96% |
| CWST | 2006-12-06 | 2006-12-07 | 2006-12-21 | — | 11.70 | 11.70 | 0.00% | market | 227.33% | 2.64% | -0.29% | 2.92% |
| CM | 2006-12-07 | 2006-12-08 | 2006-12-22 | — | 42.20 | 42.20 | 0.00% | market | 25.04% | 0.47% | -0.27% | 0.74% |
| CIEN | 2006-12-14 | 2006-12-15 | 2007-01-03 | — | 27.87 | 27.87 | 0.00% | market | 23.08% | -0.89% | -0.89% | 0.00% |
| MCS | 2006-12-19 | 2006-12-20 | 2007-01-08 | — | 25.88 | 25.88 | 0.00% | market | 73.68% | -3.69% | -0.77% | -2.93% |
| NDSN | 2006-12-19 | 2006-12-20 | 2007-01-08 | — | 24.00 | 24.00 | 0.00% | market | 22.22% | 2.94% | -0.77% | 3.71% |
| HEI | 2006-12-20 | 2006-12-21 | 2007-01-09 | — | 8.30 | 8.30 | 0.00% | market | 16.67% | -6.12% | -0.84% | -5.28% |
| CAG | 2006-12-21 | 2006-12-22 | 2007-01-10 | — | 21.13 | 21.13 | 0.00% | market | 21.21% | 0.04% | -0.07% | 0.11% |
| AEHR | 2007-01-04 | 2007-01-05 | 2007-01-22 | — | 5.48 | 5.48 | 0.00% | market | 900.00% | 8.29% | 0.74% | 7.55% |
| TISI | 2007-01-08 | 2007-01-09 | 2007-01-24 | — | 180.00 | 180.00 | 0.00% | market | 19.83% | -6.07% | 1.87% | -7.94% |
| HWM | 2007-01-09 | 2007-01-10 | 2007-01-25 | — | 55.29 | 55.29 | 0.00% | market | 14.43% | 6.15% | 1.20% | 4.95% |
| AAL | 2007-01-17 | 2007-01-18 | 2007-02-01 | — | 58.65 | 58.65 | 0.00% | market | 153.85% | -1.23% | 1.01% | -2.23% |
| AAPL | 2007-01-17 | 2007-01-18 | 2007-02-01 | — | 3.29 | 3.29 | 0.00% | market | 33.33% | -8.00% | 1.01% | -9.01% |
| ED | 2007-01-19 | 2007-01-22 | 2007-02-05 | — | 47.90 | 47.90 | 0.00% | market | 27.87% | 1.44% | 1.24% | 0.20% |
| ALB | 2007-01-23 | 2007-01-24 | 2007-02-07 | — | 37.15 | 37.15 | 0.00% | market | 25.53% | 10.80% | 1.57% | 9.23% |
| APD | 2007-01-24 | 2007-01-25 | 2007-02-08 | — | 69.12 | 69.12 | 0.00% | market | 10.75% | 0.29% | 0.81% | -0.52% |
| ACH | 2007-01-31 | 2007-02-01 | 2007-02-15 | — | 22.33 | 22.33 | 0.00% | market | 13.33% | -0.31% | 1.14% | -1.45% |
| ACLS | 2007-01-31 | 2007-02-01 | 2007-02-15 | — | 6.45 | 6.45 | 0.00% | market | 25.00% | 19.12% | 1.14% | 17.98% |
| SPG | 2007-02-02 | 2007-02-05 | 2007-02-20 | — | 108.02 | 108.02 | 0.00% | market | 35.29% | 3.73% | 0.93% | 2.81% |
| CE | 2007-02-06 | 2007-02-07 | 2007-02-22 | — | 28.25 | 28.25 | 0.00% | market | 35.09% | 3.23% | 0.52% | 2.71% |
| ALNY | 2007-02-07 | 2007-02-08 | 2007-02-23 | — | 21.62 | 21.62 | 0.00% | market | 13.33% | -2.97% | 0.36% | -3.33% |
| BIDU | 2007-02-14 | 2007-02-15 | 2007-03-02 | — | 10.29 | 10.29 | 0.00% | market | 41.16% | -0.96% | -4.81% | 3.84% |
| DE | 2007-02-14 | 2007-02-15 | 2007-03-02 | — | 56.27 | 56.27 | 0.00% | market | 33.33% | -6.64% | -4.81% | -1.83% |
| GT | 2007-02-16 | 2007-02-20 | 2007-03-06 | — | 25.10 | 25.10 | 0.00% | market | 155.00% | 12.21% | -4.03% | 16.24% |
| EME | 2007-02-21 | 2007-02-22 | 2007-03-08 | — | 31.25 | 31.25 | 0.00% | market | 11.11% | -4.64% | -3.64% | -1.01% |
| BFS | 2007-02-22 | 2007-02-23 | 2007-03-09 | — | 58.00 | 58.00 | 0.00% | market | 11.43% | 3.78% | -3.40% | 7.18% |
| AMN | 2007-03-01 | 2007-03-02 | 2007-03-16 | — | 27.00 | 27.00 | 0.00% | market | 26.09% | -16.36% | -1.09% | -15.27% |
| BRK-A | 2007-03-01 | 2007-03-02 | 2007-03-16 | — | 106,850.00 | 106,850.00 | 0.00% | market | 28.00% | -1.54% | -1.09% | -0.46% |
| ABM | 2007-03-06 | 2007-03-07 | 2007-03-21 | — | 27.00 | 27.00 | 0.00% | market | 28.57% | -2.99% | 2.65% | -5.64% |
| AHT | 2007-03-07 | 2007-03-08 | 2007-03-22 | — | 7,084.96 | 7,084.96 | 0.00% | market | 33.33% | 3.39% | 1.88% | 1.52% |
| ANIP | 2007-03-08 | 2007-03-09 | 2007-03-23 | — | 168.84 | 168.84 | 0.00% | market | 650.00% | -0.31% | 1.47% | -1.79% |
| BHC | 2007-03-15 | 2007-03-16 | 2007-03-30 | — | 21.04 | 21.04 | 0.00% | market | 20.78% | 3.80% | 1.93% | 1.87% |
| DAR | 2007-03-15 | 2007-03-16 | 2007-03-30 | — | 5.91 | 5.91 | 0.00% | market | 40.00% | 9.88% | 1.93% | 7.95% |
| ICFI | 2007-03-20 | 2007-03-21 | 2007-04-04 | — | 19.75 | 19.75 | 0.00% | market | 116.67% | -3.24% | 1.95% | -5.19% |
| MS | 2007-03-21 | 2007-03-22 | 2007-04-05 | — | 68.70 | 68.70 | 0.00% | market | 15.43% | -0.74% | 0.53% | -1.27% |
| CAG | 2007-03-22 | 2007-03-23 | 2007-04-09 | — | 19.18 | 19.18 | 0.00% | market | 11.43% | 0.47% | 0.81% | -0.34% |
| DBI | 2007-03-29 | 2007-03-30 | 2007-04-16 | — | 20.35 | 20.35 | 0.00% | market | 26.67% | 4.18% | 3.14% | 1.04% |
| EIG | 2007-03-29 | 2007-03-30 | 2007-04-16 | — | 19.86 | 19.86 | 0.00% | market | 24.69% | 4.94% | 3.14% | 1.80% |
| AYI | 2007-04-04 | 2007-04-05 | 2007-04-20 | — | 49.29 | 49.29 | 0.00% | market | 12.24% | 4.61% | 3.45% | 1.16% |
| WDFC | 2007-04-05 | 2007-04-09 | 2007-04-23 | — | 34.26 | 34.26 | 0.00% | market | 13.04% | 3.05% | 2.36% | 0.69% |
| ET | 2007-04-11 | 2007-04-12 | 2007-04-26 | — | 9.22 | 9.22 | 0.00% | market | 21.43% | 2.39% | 4.11% | -1.72% |
| SMTC | 2007-04-13 | 2007-04-16 | 2007-04-30 | — | 13.71 | 13.71 | 0.00% | market | 18.18% | 5.08% | 1.69% | 3.39% |
| ELS | 2007-04-16 | 2007-04-17 | 2007-05-01 | — | 13.95 | 13.95 | 0.00% | market | 112.50% | -3.25% | 1.16% | -4.41% |
| BAX | 2007-04-19 | 2007-04-20 | 2007-05-04 | — | 31.07 | 31.07 | 0.00% | market | 10.91% | 0.32% | 1.82% | -1.50% |
| CAT | 2007-04-20 | 2007-04-23 | 2007-05-07 | — | 72.20 | 72.20 | 0.00% | market | 12.84% | 0.55% | 1.74% | -1.19% |
| AAPL | 2007-04-25 | 2007-04-26 | 2007-05-10 | — | 3.63 | 3.63 | 0.00% | market | 50.00% | 5.41% | 0.06% | 5.35% |
| CMI | 2007-04-27 | 2007-04-30 | 2007-05-14 | — | 47.66 | 47.66 | 0.00% | market | 65.12% | -5.79% | 0.59% | -6.38% |
| ARLP | 2007-04-30 | 2007-05-01 | 2007-05-15 | — | 20.06 | 20.06 | 0.00% | market | 10.64% | 1.30% | 1.45% | -0.15% |
| AGO | 2007-05-03 | 2007-05-04 | 2007-05-18 | — | 29.07 | 29.07 | 0.00% | market | 21.82% | 4.41% | 1.24% | 3.17% |
| ABR | 2007-05-04 | 2007-05-07 | 2007-05-21 | — | 30.85 | 30.85 | 0.00% | market | 33.33% | -8.82% | 1.10% | -9.92% |
| AAON | 2007-05-09 | 2007-05-10 | 2007-05-24 | — | 3.75 | 3.75 | 0.00% | market | 42.86% | 0.70% | 0.22% | 0.48% |
| BBAR | 2007-05-11 | 2007-05-14 | 2007-05-29 | — | 10.28 | 10.28 | 0.00% | market | 40.00% | 0.39% | 0.91% | -0.53% |
| ICFI | 2007-05-14 | 2007-05-15 | 2007-05-30 | — | 24.30 | 24.30 | 0.00% | market | 30.43% | -24.83% | 1.84% | -26.68% |
| NTES | 2007-05-21 | 2007-05-22 | 2007-06-06 | — | 3.56 | 3.56 | 0.00% | market | 20.00% | 3.27% | -0.56% | 3.83% |
| GME | 2007-05-23 | 2007-05-24 | 2007-06-08 | — | 8.97 | 8.97 | 0.00% | market | 12.03% | 3.80% | -0.98% | 4.78% |
| SNPS | 2007-05-23 | 2007-05-24 | 2007-06-08 | — | 26.07 | 26.07 | 0.00% | market | 25.00% | 5.31% | -0.98% | 6.29% |
| CCU | 2007-05-25 | 2007-05-29 | 2007-06-12 | — | 14.03 | 14.03 | 0.00% | market | 11.11% | 0.83% | -1.51% | 2.33% |
| ALKS | 2007-05-29 | 2007-05-30 | 2007-06-13 | — | 16.31 | 16.31 | 0.00% | market | 150.00% | -10.46% | 0.28% | -10.75% |
| ABM | 2007-06-05 | 2007-06-06 | 2007-06-20 | — | 31.20 | 31.20 | 0.00% | market | 12.50% | -16.86% | -1.13% | -15.74% |
| RGEN | 2007-06-07 | 2007-06-08 | 2007-06-22 | — | 3.52 | 3.52 | 0.00% | market | 82.50% | 10.41% | 0.65% | 9.76% |
| REX | 2007-06-08 | 2007-06-11 | 2007-06-25 | — | 2.93 | 2.93 | 0.00% | market | 100.00% | 10.48% | -0.73% | 11.21% |
| TTWO | 2007-06-11 | 2007-06-12 | 2007-06-26 | — | 20.00 | 20.00 | 0.00% | market | 29.31% | 1.90% | -1.58% | 3.48% |
| CASY | 2007-06-13 | 2007-06-14 | 2007-06-28 | — | 27.92 | 27.92 | 0.00% | market | 15.38% | -0.89% | -1.10% | 0.22% |
| LZB | 2007-06-19 | 2007-06-20 | 2007-07-05 | — | 12.30 | 12.30 | 0.00% | market | 42.86% | -7.25% | -0.91% | -6.34% |
| SJM | 2007-06-21 | 2007-06-22 | 2007-07-09 | — | 61.09 | 61.09 | 0.00% | market | 19.05% | 2.36% | 1.04% | 1.31% |
| CAG | 2007-06-27 | 2007-06-28 | 2007-07-13 | — | 20.81 | 20.81 | 0.00% | market | 22.58% | 1.05% | 2.97% | -1.92% |
| UNF | 2007-06-27 | 2007-06-28 | 2007-07-13 | — | 45.65 | 45.65 | 0.00% | market | 10.94% | 0.23% | 2.97% | -2.74% |
| BB | 2007-06-28 | 2007-06-29 | 2007-07-16 | — | 65.29 | 65.29 | 0.00% | market | 11.43% | 15.56% | 2.60% | 12.95% |
| ET | 2007-07-10 | 2007-07-11 | 2007-07-25 | — | 10.63 | 10.63 | 0.00% | market | 25.00% | -4.80% | 0.57% | -5.37% |
| GBX | 2007-07-10 | 2007-07-11 | 2007-07-25 | — | 33.13 | 33.13 | 0.00% | market | 107.69% | 1.92% | 0.57% | 1.35% |
| FIZZ | 2007-07-12 | 2007-07-13 | 2007-07-27 | — | 6.23 | 6.23 | 0.00% | market | 20.00% | -21.77% | -6.12% | -15.65% |
| MEI | 2007-07-12 | 2007-07-13 | 2007-07-27 | — | 18.70 | 18.70 | 0.00% | market | 120.00% | -13.15% | -6.12% | -7.03% |
| ELS | 2007-07-16 | 2007-07-17 | 2007-07-31 | — | 12.88 | 12.88 | 0.00% | market | 300.00% | -12.06% | -5.94% | -6.11% |
| AMZN | 2007-07-24 | 2007-07-25 | 2007-08-08 | — | 4.23 | 4.23 | 0.00% | market | 20.37% | -8.14% | -1.44% | -6.70% |
| BIIB | 2007-07-24 | 2007-07-25 | 2007-08-08 | — | 56.94 | 56.94 | 0.00% | market | 11.11% | 3.32% | -1.44% | 4.77% |
| AZN | 2007-07-26 | 2007-07-27 | 2007-08-10 | — | 52.48 | 52.48 | 0.00% | market | 15.38% | -8.71% | -2.36% | -6.35% |
| BDC | 2007-07-26 | 2007-07-27 | 2007-08-10 | — | 55.80 | 55.80 | 0.00% | market | 11.27% | -15.08% | -2.36% | -12.72% |
| ARLP | 2007-07-30 | 2007-07-31 | 2007-08-14 | — | 19.97 | 19.97 | 0.00% | market | 13.04% | -16.17% | -3.59% | -12.59% |
| AVNT | 2007-08-07 | 2007-08-08 | 2007-08-22 | — | 7.25 | 7.25 | 0.00% | market | 11.11% | 16.87% | -1.19% | 18.05% |
| BIO | 2007-08-07 | 2007-08-08 | 2007-08-22 | — | 82.00 | 82.00 | 0.00% | market | 46.15% | 3.25% | -1.19% | 4.44% |
| AES | 2007-08-09 | 2007-08-10 | 2007-08-24 | — | 18.96 | 18.96 | 0.00% | market | 23.81% | 0.80% | 2.73% | -1.93% |
| AGO | 2007-08-09 | 2007-08-10 | 2007-08-24 | — | 23.50 | 23.50 | 0.00% | market | 17.24% | 15.86% | 2.73% | 13.13% |
| CNK | 2007-08-13 | 2007-08-14 | 2007-08-28 | — | 17.49 | 17.49 | 0.00% | market | 66.67% | 2.70% | -1.36% | 4.06% |
| DKS | 2007-08-21 | 2007-08-22 | 2007-09-06 | — | 30.31 | 30.31 | 0.00% | market | 10.53% | 10.89% | 1.45% | 9.43% |
| INTU | 2007-08-22 | 2007-08-23 | 2007-09-07 | — | 28.62 | 28.62 | 0.00% | market | 60.00% | -6.91% | -0.86% | -6.05% |
| BKE | 2007-08-23 | 2007-08-24 | 2007-09-10 | — | 23.76 | 23.76 | 0.00% | market | 19.05% | -2.88% | -0.47% | -2.41% |
| GME | 2007-08-23 | 2007-08-24 | 2007-09-10 | — | 12.10 | 12.10 | 0.00% | market | 61.16% | 0.73% | -0.47% | 1.20% |
| SMTC | 2007-08-28 | 2007-08-29 | 2007-09-13 | — | 18.09 | 18.09 | 0.00% | market | 28.57% | 5.81% | 3.14% | 2.67% |
| CASY | 2007-09-05 | 2007-09-06 | 2007-09-20 | — | 29.87 | 29.87 | 0.00% | market | 31.11% | -1.24% | 2.93% | -4.16% |
| DSGX | 2007-09-06 | 2007-09-07 | 2007-09-21 | — | 3.96 | 3.96 | 0.00% | market | 20.00% | 11.52% | 3.75% | 7.77% |
| LULU | 2007-09-10 | 2007-09-11 | 2007-09-25 | — | 17.25 | 17.25 | 0.00% | market | 112.99% | 22.51% | 3.52% | 18.99% |
| TTWO | 2007-09-10 | 2007-09-11 | 2007-09-25 | — | 16.81 | 16.81 | 0.00% | market | 20.00% | 1.03% | 3.52% | -2.49% |
| BBY | 2007-09-18 | 2007-09-19 | 2007-10-03 | — | 48.29 | 48.29 | 0.00% | market | 25.00% | 0.40% | 0.24% | 0.16% |
| CAG | 2007-09-20 | 2007-09-21 | 2007-10-05 | — | 20.67 | 20.67 | 0.00% | market | 17.24% | -3.63% | 2.06% | -5.69% |
| GS | 2007-09-20 | 2007-09-21 | 2007-10-05 | — | 205.56 | 205.56 | 0.00% | market | 40.92% | 11.06% | 2.06% | 9.00% |
| ACHC | 2007-09-25 | 2007-09-26 | 2007-10-10 | — | 12.40 | 12.40 | 0.00% | market | 60.00% | -8.49% | 2.61% | -11.09% |
| WOR | 2007-09-25 | 2007-09-26 | 2007-10-10 | — | 13.56 | 13.56 | 0.00% | market | 22.73% | 12.22% | 2.61% | 9.61% |
| TISI | 2007-10-03 | 2007-10-04 | 2007-10-18 | — | 297.00 | 297.00 | 0.00% | market | 35.34% | 1.42% | -0.27% | 1.69% |
| YUM | 2007-10-08 | 2007-10-09 | 2007-10-23 | — | 27.57 | 27.57 | 0.00% | market | 11.11% | -2.09% | -2.47% | 0.37% |
| LPL | 2007-10-09 | 2007-10-10 | 2007-10-24 | — | 24.21 | 24.21 | 0.00% | market | 71.11% | -4.07% | -2.92% | -1.14% |
| MOS | 2007-10-09 | 2007-10-10 | 2007-10-24 | — | 54.86 | 54.86 | 0.00% | market | 10.34% | 14.85% | -2.92% | 17.77% |
| HST | 2007-10-10 | 2007-10-11 | 2007-10-25 | — | 23.40 | 23.40 | 0.00% | market | 38.46% | -6.04% | -3.24% | -2.80% |
| ASML | 2007-10-17 | 2007-10-18 | 2007-11-01 | — | 45.56 | 45.56 | 0.00% | market | 10.65% | -2.78% | -1.58% | -1.20% |
| AAPL | 2007-10-22 | 2007-10-23 | 2007-11-06 | — | 6.73 | 6.73 | 0.00% | market | 33.33% | 1.68% | 0.40% | 1.28% |
| AVY | 2007-10-23 | 2007-10-24 | 2007-11-07 | — | 58.90 | 58.90 | 0.00% | market | 11.11% | -5.84% | -2.18% | -3.66% |
| CB | 2007-10-23 | 2007-10-24 | 2007-11-07 | — | 60.60 | 60.60 | 0.00% | market | 13.81% | -6.32% | -2.18% | -4.14% |
| ALGN | 2007-10-24 | 2007-10-25 | 2007-11-08 | — | 22.50 | 22.50 | 0.00% | market | 44.44% | -24.37% | -2.96% | -21.41% |
| AHT | 2007-10-31 | 2007-11-01 | 2007-11-15 | — | 5,652.64 | 5,652.64 | 0.00% | market | 80.00% | -13.45% | -5.06% | -8.39% |
| BBD | 2007-11-05 | 2007-11-06 | 2007-11-20 | — | 6.39 | 6.39 | 0.00% | market | 11.11% | -5.73% | -4.12% | -1.61% |
| ADM | 2007-11-06 | 2007-11-07 | 2007-11-21 | — | 36.50 | 36.50 | 0.00% | market | 20.34% | -3.85% | -5.82% | 1.97% |
| AGO | 2007-11-06 | 2007-11-07 | 2007-11-21 | — | 18.31 | 18.31 | 0.00% | market | 20.69% | 10.00% | -5.82% | 15.83% |
| AMT | 2007-11-07 | 2007-11-08 | 2007-11-23 | — | 44.06 | 44.06 | 0.00% | market | 100.00% | 0.06% | -2.61% | 2.67% |
| CAMT | 2007-11-14 | 2007-11-15 | 2007-11-30 | — | 2.73 | 2.73 | 0.00% | market | 99.29% | -17.68% | 1.43% | -19.11% |
| BBWI | 2007-11-20 | 2007-11-21 | 2007-12-06 | — | 12.66 | 12.66 | 0.00% | market | 269.22% | 21.54% | 5.49% | 16.05% |
| BRC | 2007-11-20 | 2007-11-21 | 2007-12-06 | — | 35.70 | 35.70 | 0.00% | market | 10.00% | 10.01% | 5.49% | 4.52% |
| DHI | 2007-11-20 | 2007-11-21 | 2007-12-06 | — | 11.46 | 11.46 | 0.00% | market | 75.76% | 23.11% | 5.49% | 17.62% |
| DE | 2007-11-21 | 2007-11-23 | 2007-12-07 | — | 77.50 | 77.50 | 0.00% | market | 22.08% | 13.59% | 5.48% | 8.11% |
| CATO | 2007-11-29 | 2007-11-30 | 2007-12-14 | — | 14.64 | 14.64 | 0.00% | market | 12.50% | 1.47% | -1.25% | 2.73% |
| CASY | 2007-12-05 | 2007-12-06 | 2007-12-20 | — | 29.99 | 29.99 | 0.00% | market | 17.39% | -1.37% | -1.23% | -0.14% |
| CWST | 2007-12-05 | 2007-12-06 | 2007-12-20 | — | 15.50 | 15.50 | 0.00% | market | 250.00% | -13.00% | -1.23% | -11.77% |
| DBI | 2007-12-05 | 2007-12-06 | 2007-12-20 | — | 11.09 | 11.09 | 0.00% | market | 52.94% | -21.74% | -1.23% | -20.51% |
| FIZZ | 2007-12-06 | 2007-12-07 | 2007-12-21 | — | 4.17 | 4.17 | 0.00% | market | 16.67% | 3.02% | -2.17% | 5.19% |
| CIEN | 2007-12-13 | 2007-12-14 | 2007-12-31 | — | 36.95 | 36.95 | 0.00% | market | 14.29% | -7.79% | -1.16% | -6.62% |
| MLKN | 2007-12-19 | 2007-12-20 | 2008-01-07 | — | 31.49 | 31.49 | 0.00% | market | 22.03% | -6.45% | -3.85% | -2.60% |
| NKE | 2007-12-19 | 2007-12-20 | 2008-01-07 | — | 16.45 | 16.45 | 0.00% | market | 12.50% | -5.69% | -3.85% | -1.84% |
| ORCL | 2007-12-19 | 2007-12-20 | 2008-01-07 | — | 22.43 | 22.43 | 0.00% | market | 14.81% | -0.90% | -3.85% | 2.95% |
| CAG | 2007-12-20 | 2007-12-21 | 2008-01-08 | — | 18.88 | 18.88 | 0.00% | market | 19.05% | -5.18% | -5.74% | 0.56% |
| UNF | 2008-01-03 | 2008-01-04 | 2008-01-18 | — | 37.92 | 37.92 | 0.00% | market | 11.84% | -4.19% | -7.87% | 3.68% |
| AZZ | 2008-01-04 | 2008-01-07 | 2008-01-22 | — | 16.63 | 16.63 | 0.00% | market | 22.22% | -5.39% | -7.82% | 2.43% |
| AEHR | 2008-01-07 | 2008-01-08 | 2008-01-23 | — | 6.49 | 6.49 | 0.00% | market | 18.75% | 1.59% | -5.79% | 7.38% |
| AYI | 2008-01-08 | 2008-01-09 | 2008-01-24 | — | 38.26 | 38.26 | 0.00% | market | 13.41% | 7.40% | -2.95% | 10.35% |
| RPM | 2008-01-08 | 2008-01-09 | 2008-01-24 | — | 20.99 | 20.99 | 0.00% | market | 13.51% | -2.48% | -2.95% | 0.47% |
| AMD | 2008-01-17 | 2008-01-18 | 2008-02-04 | — | 6.85 | 6.85 | 0.00% | market | 52.78% | 15.52% | 2.29% | 13.23% |
| SLG | 2008-01-21 | 2008-01-22 | 2008-02-05 | — | 84.55 | 84.55 | 0.00% | market | 638.71% | 15.48% | 5.44% | 10.04% |
| CSX | 2008-01-22 | 2008-01-23 | 2008-02-06 | — | 4.72 | 4.72 | 0.00% | market | 28.57% | 11.76% | 4.69% | 7.07% |
| GEN | 2008-01-23 | 2008-01-24 | 2008-02-07 | — | 16.51 | 16.51 | 0.00% | market | 17.86% | 9.41% | -0.41% | 9.82% |
| KMT | 2008-01-23 | 2008-01-24 | 2008-02-07 | — | 28.30 | 28.30 | 0.00% | market | 10.34% | 4.46% | -0.41% | 4.87% |
| DCH | 2008-02-01 | 2008-02-04 | 2008-02-19 | — | 22.93 | 22.93 | 0.00% | market | 40.00% | -6.60% | -2.65% | -3.95% |
| AXS | 2008-02-04 | 2008-02-05 | 2008-02-20 | — | 41.00 | 41.00 | 0.00% | market | 18.83% | -5.78% | -0.01% | -5.77% |
| AMX | 2008-02-05 | 2008-02-06 | 2008-02-21 | — | 29.18 | 29.18 | 0.00% | market | 13.51% | 4.36% | 0.16% | 4.20% |
| AKAM | 2008-02-06 | 2008-02-07 | 2008-02-22 | — | 31.15 | 31.15 | 0.00% | market | 10.81% | 5.16% | 2.90% | 2.27% |
| ANDE | 2008-02-06 | 2008-02-07 | 2008-02-22 | — | 31.93 | 31.93 | 0.00% | market | 16.44% | -9.43% | 2.90% | -12.33% |
| TU | 2008-02-15 | 2008-02-19 | 2008-03-04 | — | 10.06 | 10.06 | 0.00% | market | 47.61% | 8.05% | -2.73% | 10.78% |
| CLMT | 2008-02-19 | 2008-02-20 | 2008-03-05 | — | 37.00 | 37.00 | 0.00% | market | 66.67% | -22.69% | -0.12% | -22.58% |
| CSGP | 2008-02-20 | 2008-02-21 | 2008-03-06 | — | 3.90 | 3.90 | 0.00% | market | 154.19% | 6.57% | -4.10% | 10.66% |
| AORT | 2008-02-21 | 2008-02-22 | 2008-03-07 | — | 10.00 | 10.00 | 0.00% | market | 66.67% | -15.30% | -3.90% | -11.40% |
| CMS | 2008-02-21 | 2008-02-22 | 2008-03-07 | — | 15.44 | 15.44 | 0.00% | market | 36.84% | -10.98% | -3.90% | -7.08% |
| ALG | 2008-03-04 | 2008-03-05 | 2008-03-19 | — | 19.50 | 19.50 | 0.00% | market | 37.50% | 7.08% | -2.32% | 9.40% |
| BCRX | 2008-03-04 | 2008-03-05 | 2008-03-19 | — | 3.98 | 3.98 | 0.00% | market | 84.62% | -14.67% | -2.32% | -12.35% |
| HRB | 2008-03-05 | 2008-03-06 | 2008-03-20 | — | 17.84 | 17.84 | 0.00% | market | 33.33% | 18.12% | -0.68% | 18.79% |
| CNK | 2008-03-06 | 2008-03-07 | 2008-03-24 | — | 13.56 | 13.56 | 0.00% | market | 80.00% | 7.72% | 3.81% | 3.90% |
| DSGX | 2008-03-06 | 2008-03-07 | 2008-03-24 | — | 3.72 | 3.72 | 0.00% | market | 16.67% | -5.89% | 3.81% | -9.70% |
| GS | 2008-03-18 | 2008-03-19 | 2008-04-03 | — | 177.94 | 177.94 | 0.00% | market | 25.19% | -0.89% | 2.16% | -3.05% |
| G | 2008-03-19 | 2008-03-20 | 2008-04-04 | — | 11.50 | 11.50 | 0.00% | market | 250.00% | 12.25% | 5.26% | 6.99% |
| GIS | 2008-03-19 | 2008-03-20 | 2008-04-04 | — | 29.62 | 29.62 | 0.00% | market | 12.82% | 2.13% | 5.26% | -3.13% |
| CATO | 2008-03-20 | 2008-03-24 | 2008-04-07 | — | 16.80 | 16.80 | 0.00% | market | 14.29% | -8.79% | 2.74% | -11.53% |
| AEHR | 2008-03-25 | 2008-03-26 | 2008-04-09 | — | 7.70 | 7.70 | 0.00% | market | 13.64% | 20.03% | 1.02% | 19.01% |
| UNF | 2008-04-02 | 2008-04-03 | 2008-04-17 | — | 39.37 | 39.37 | 0.00% | market | 61.22% | 18.16% | 0.80% | 17.36% |
| AYI | 2008-04-03 | 2008-04-04 | 2008-04-18 | — | 45.84 | 45.84 | 0.00% | market | 20.59% | 4.87% | 0.99% | 3.88% |
| RPM | 2008-04-03 | 2008-04-04 | 2008-04-18 | — | 23.26 | 23.26 | 0.00% | market | 66.67% | -2.34% | 0.99% | -3.33% |
| MOS | 2008-04-04 | 2008-04-07 | 2008-04-21 | — | 119.50 | 119.50 | 0.00% | market | 13.68% | 16.49% | 0.49% | 16.00% |
| PGR | 2008-04-09 | 2008-04-10 | 2008-04-24 | — | 17.00 | 17.00 | 0.00% | market | 10.34% | 7.61% | 2.14% | 5.46% |
| CCK | 2008-04-16 | 2008-04-17 | 2008-05-01 | — | 27.36 | 27.36 | 0.00% | market | 28.57% | -1.67% | 3.75% | -5.42% |
| AOS | 2008-04-17 | 2008-04-18 | 2008-05-02 | — | 5.48 | 5.48 | 0.00% | market | 27.27% | -3.57% | 1.85% | -5.42% |
| CVBF | 2008-04-17 | 2008-04-18 | 2008-05-02 | — | 10.55 | 10.55 | 0.00% | market | 11.76% | 13.74% | 1.85% | 11.89% |
| BPOP | 2008-04-18 | 2008-04-21 | 2008-05-05 | — | 121.00 | 121.00 | 0.00% | market | 150.00% | 1.72% | 1.88% | -0.16% |
| AEIS | 2008-04-23 | 2008-04-24 | 2008-05-08 | — | 13.78 | 13.78 | 0.00% | market | 44.44% | 3.38% | 0.78% | 2.60% |
| AHT | 2008-04-30 | 2008-05-01 | 2008-05-15 | — | 3,577.84 | 3,577.84 | 0.00% | market | 75.00% | 0.89% | 3.00% | -2.11% |
| AIZ | 2008-05-01 | 2008-05-02 | 2008-05-16 | — | 64.78 | 64.78 | 0.00% | market | 19.21% | 3.02% | 0.22% | 2.79% |
| AON | 2008-05-01 | 2008-05-02 | 2008-05-16 | — | 47.01 | 47.01 | 0.00% | market | 14.52% | 0.22% | 0.22% | -0.01% |
| AEE | 2008-05-02 | 2008-05-05 | 2008-05-19 | — | 47.52 | 47.52 | 0.00% | market | 28.00% | -3.42% | 1.42% | -4.84% |
| AMN | 2008-05-07 | 2008-05-08 | 2008-05-22 | — | 16.29 | 16.29 | 0.00% | market | 12.00% | 3.28% | -0.16% | 3.44% |
| CAE | 2008-05-14 | 2008-05-15 | 2008-05-30 | — | 46.58 | 46.58 | 0.00% | market | 78.99% | 8.02% | -0.49% | 8.50% |
| AAP | 2008-05-15 | 2008-05-16 | 2008-06-02 | — | 38.48 | 38.48 | 0.00% | market | 10.26% | 5.33% | -2.77% | 8.10% |
| CAMT | 2008-05-15 | 2008-05-16 | 2008-06-02 | — | 1.47 | 1.47 | 0.00% | market | 100.00% | -5.54% | -2.77% | -2.77% |
| SBS | 2008-05-16 | 2008-05-19 | 2008-06-03 | — | 1.87 | 1.87 | 0.00% | market | 23.78% | -9.73% | -3.31% | -6.42% |
| BBWI | 2008-05-21 | 2008-05-22 | 2008-06-06 | — | 14.14 | 14.14 | 0.00% | market | 37.50% | -4.91% | -2.25% | -2.66% |
| GCO | 2008-05-29 | 2008-05-30 | 2008-06-13 | — | 28.66 | 28.66 | 0.00% | market | 88.89% | -3.66% | -3.08% | -0.58% |
| GHM | 2008-05-30 | 2008-06-02 | 2008-06-16 | — | 34.22 | 34.22 | 0.00% | market | 40.00% | 3.38% | -2.57% | 5.95% |
| IPI | 2008-06-02 | 2008-06-03 | 2008-06-17 | — | 491.00 | 491.00 | 0.00% | market | 12.50% | 31.08% | -2.68% | 33.76% |
| CPRT | 2008-06-03 | 2008-06-04 | 2008-06-18 | — | 2.85 | 2.85 | 0.00% | market | 16.67% | 0.95% | -2.51% | 3.46% |
| BF-B | 2008-06-05 | 2008-06-06 | 2008-06-20 | — | 16.32 | 16.32 | 0.00% | market | 13.33% | -0.90% | -5.71% | 4.81% |
| LZB | 2008-06-16 | 2008-06-17 | 2008-07-01 | — | 6.31 | 6.31 | 0.00% | market | 11.11% | 19.71% | -6.34% | 26.05% |
| BBY | 2008-06-17 | 2008-06-18 | 2008-07-02 | — | 43.21 | 43.21 | 0.00% | market | 16.22% | -8.34% | -6.32% | -2.02% |
| GS | 2008-06-17 | 2008-06-18 | 2008-07-02 | — | 176.66 | 176.66 | 0.00% | market | 33.92% | 1.11% | -6.32% | 7.42% |
| CWST | 2008-06-18 | 2008-06-19 | 2008-07-03 | — | 13.61 | 13.61 | 0.00% | market | 18.18% | -14.13% | -5.84% | -8.29% |
| CCL | 2008-06-19 | 2008-06-20 | 2008-07-07 | — | 35.79 | 35.79 | 0.00% | market | 19.51% | -9.71% | -5.89% | -3.82% |
| UNF | 2008-07-02 | 2008-07-03 | 2008-07-18 | — | 47.91 | 47.91 | 0.00% | market | 12.99% | -2.31% | -0.89% | -1.42% |
| GBX | 2008-07-08 | 2008-07-09 | 2008-07-23 | — | 18.74 | 18.74 | 0.00% | market | 28.95% | 10.63% | 0.53% | 10.10% |
| BANF | 2008-07-15 | 2008-07-16 | 2008-07-30 | — | 21.07 | 21.07 | 0.00% | market | 18.42% | 13.09% | 5.83% | 7.26% |
| CSGP | 2008-07-15 | 2008-07-16 | 2008-07-30 | — | 4.80 | 4.80 | 0.00% | market | 15.07% | 3.23% | 5.83% | -2.60% |
| INTC | 2008-07-15 | 2008-07-16 | 2008-07-30 | — | 21.03 | 21.03 | 0.00% | market | 12.00% | 5.61% | 5.83% | -0.22% |
| AOS | 2008-07-17 | 2008-07-18 | 2008-08-01 | — | 6.13 | 6.13 | 0.00% | market | 38.46% | 7.40% | -0.01% | 7.41% |
| AEHR | 2008-07-22 | 2008-07-23 | 2008-08-06 | — | 5.60 | 5.60 | 0.00% | market | 196.15% | -17.42% | 0.81% | -18.23% |
| AGCO | 2008-07-29 | 2008-07-30 | 2008-08-13 | — | 60.03 | 60.03 | 0.00% | market | 38.14% | -3.00% | 1.15% | -4.15% |
| AGNC | 2008-07-29 | 2008-07-30 | 2008-08-13 | — | 16.25 | 16.25 | 0.00% | market | 15.62% | 2.36% | 1.15% | 1.21% |
| ALGN | 2008-07-29 | 2008-07-30 | 2008-08-13 | — | 9.10 | 9.10 | 0.00% | market | 20.00% | 40.78% | 1.15% | 39.63% |
| AORT | 2008-07-31 | 2008-08-01 | 2008-08-15 | — | 13.65 | 13.65 | 0.00% | market | 40.00% | 6.27% | 2.40% | 3.87% |
| ATRC | 2008-08-05 | 2008-08-06 | 2008-08-20 | — | 10.63 | 10.63 | 0.00% | market | 35.29% | 0.93% | -0.34% | 1.28% |
| TRI | 2008-08-12 | 2008-08-13 | 2008-08-27 | — | 39.85 | 39.85 | 0.00% | market | 22.50% | -3.66% | -0.12% | -3.54% |
| UBS | 2008-08-12 | 2008-08-13 | 2008-08-27 | — | 19.70 | 19.70 | 0.00% | market | 85.32% | 6.55% | -0.12% | 6.67% |
| CORT | 2008-08-13 | 2008-08-14 | 2008-08-28 | — | 2.00 | 2.00 | 0.00% | market | 10.00% | 4.40% | 1.84% | 2.56% |
| CCJ | 2008-08-14 | 2008-08-15 | 2008-08-29 | — | 30.51 | 30.51 | 0.00% | market | 21.92% | -1.51% | -0.88% | -0.63% |
| HD | 2008-08-19 | 2008-08-20 | 2008-09-04 | — | 26.01 | 26.01 | 0.00% | market | 16.39% | 9.74% | -2.64% | 12.38% |
| DBI | 2008-08-28 | 2008-08-29 | 2008-09-15 | — | 7.30 | 7.30 | 0.00% | market | 160.00% | -5.31% | -7.43% | 2.13% |
| GCO | 2008-08-28 | 2008-08-29 | 2008-09-15 | — | 35.37 | 35.37 | 0.00% | market | 334.47% | 0.95% | -7.43% | 8.38% |
| MRVL | 2008-08-28 | 2008-08-29 | 2008-09-15 | — | 14.17 | 14.17 | 0.00% | market | 14.29% | -23.88% | -7.43% | -16.45% |
| WSM | 2008-08-28 | 2008-08-29 | 2008-09-15 | — | 8.41 | 8.41 | 0.00% | market | 14.29% | 7.75% | -7.43% | 15.18% |
| CWST | 2008-09-03 | 2008-09-04 | 2008-09-18 | — | 13.11 | 13.11 | 0.00% | market | 180.01% | -11.39% | -5.43% | -5.95% |
| MS | 2008-09-16 | 2008-09-17 | 2008-10-01 | — | 22.83 | 22.83 | 0.00% | market | 71.43% | 6.86% | -2.99% | 9.86% |
| CAG | 2008-09-18 | 2008-09-19 | 2008-10-03 | — | 15.28 | 15.28 | 0.00% | market | 12.50% | 0.36% | -12.91% | 13.27% |
| WOR | 2008-09-23 | 2008-09-24 | 2008-10-08 | — | 10.76 | 10.76 | 0.00% | market | 56.36% | -28.35% | -18.30% | -10.05% |
| NKE | 2008-09-24 | 2008-09-25 | 2008-10-09 | — | 15.60 | 15.60 | 0.00% | market | 13.04% | -15.04% | -24.04% | 9.00% |
| SNX | 2008-09-25 | 2008-09-26 | 2008-10-10 | — | 10.44 | 10.44 | 0.00% | market | 13.79% | -18.59% | -25.52% | 6.94% |
| GPN | 2008-10-02 | 2008-10-03 | 2008-10-17 | — | 23.70 | 23.70 | 0.00% | market | 20.00% | -14.11% | -17.41% | 3.30% |
| LNN | 2008-10-08 | 2008-10-09 | 2008-10-23 | — | 52.04 | 52.04 | 0.00% | market | 28.57% | -19.85% | -8.00% | -11.86% |
| HST | 2008-10-10 | 2008-10-13 | 2008-10-27 | — | 9.89 | 9.89 | 0.00% | market | 42.86% | -28.51% | -10.57% | -17.94% |
| GWW | 2008-10-14 | 2008-10-15 | 2008-10-29 | — | 82.01 | 82.01 | 0.00% | market | 16.99% | -9.57% | -4.49% | -5.08% |
| JBHT | 2008-10-14 | 2008-10-15 | 2008-10-29 | — | 31.52 | 31.52 | 0.00% | market | 11.90% | -13.77% | -4.49% | -9.28% |
| AMD | 2008-10-16 | 2008-10-17 | 2008-10-31 | — | 4.40 | 4.40 | 0.00% | market | 132.50% | -20.55% | 5.26% | -25.82% |
| AEIS | 2008-10-22 | 2008-10-23 | 2008-11-06 | — | 8.70 | 8.70 | 0.00% | market | 18.18% | 11.05% | 0.63% | 10.42% |
| INGR | 2008-10-24 | 2008-10-27 | 2008-11-10 | — | 22.69 | 22.69 | 0.00% | market | 39.74% | 7.08% | 7.75% | -0.66% |
| ALGN | 2008-10-28 | 2008-10-29 | 2008-11-12 | — | 5.98 | 5.98 | 0.00% | market | 255.56% | 8.76% | -8.48% | 17.24% |
| BP | 2008-10-28 | 2008-10-29 | 2008-11-12 | — | 47.63 | 47.63 | 0.00% | market | 20.85% | -11.65% | -8.48% | -3.17% |
| AORT | 2008-10-30 | 2008-10-31 | 2008-11-14 | — | 13.10 | 13.10 | 0.00% | market | 33.33% | -23.84% | -8.90% | -14.94% |
| AAON | 2008-11-05 | 2008-11-06 | 2008-11-20 | — | 3.50 | 3.50 | 0.00% | market | 27.27% | -11.81% | -20.12% | 8.31% |
| BN | 2008-11-07 | 2008-11-10 | 2008-11-24 | — | 3.92 | 3.92 | 0.00% | market | 50.00% | -33.26% | -10.69% | -22.57% |
| ATO | 2008-11-11 | 2008-11-12 | 2008-11-26 | — | 23.77 | 23.77 | 0.00% | market | 172.85% | 2.93% | 0.84% | 2.09% |
| CCJ | 2008-11-11 | 2008-11-12 | 2008-11-26 | — | 15.07 | 15.07 | 0.00% | market | 34.97% | 16.56% | 0.84% | 15.72% |
| BTE | 2008-11-13 | 2008-11-14 | 2008-12-01 | — | 15.25 | 15.25 | 0.00% | market | 65.43% | -12.76% | -8.16% | -4.59% |
| INTU | 2008-11-19 | 2008-11-20 | 2008-12-05 | — | 20.39 | 20.39 | 0.00% | market | 25.00% | 14.42% | 9.73% | 4.68% |
| ADI | 2008-11-24 | 2008-11-25 | 2008-12-10 | — | 18.35 | 18.35 | 0.00% | market | 13.95% | -1.03% | 3.22% | -4.25% |
| BMO | 2008-11-25 | 2008-11-26 | 2008-12-11 | — | 27.87 | 27.87 | 0.00% | market | 25.53% | -4.37% | 4.32% | -8.69% |
| CAL | 2008-11-25 | 2008-11-26 | 2008-12-11 | — | 5.26 | 5.26 | 0.00% | market | 47.06% | 12.26% | 4.32% | 7.94% |
| BNS | 2008-12-02 | 2008-12-03 | 2008-12-17 | — | 25.24 | 25.24 | 0.00% | market | 16.22% | -2.24% | 9.10% | -11.34% |
| CM | 2008-12-04 | 2008-12-05 | 2008-12-19 | — | 17.85 | 17.85 | 0.00% | market | 10.68% | 13.12% | 5.43% | 7.69% |
| COO | 2008-12-09 | 2008-12-10 | 2008-12-24 | — | 3.58 | 3.58 | 0.00% | market | 14.04% | 2.97% | -4.05% | 7.02% |
| GEF | 2008-12-10 | 2008-12-11 | 2008-12-26 | — | 30.01 | 30.01 | 0.00% | market | 10.43% | 1.53% | -2.66% | 4.19% |
| POWL | 2008-12-10 | 2008-12-11 | 2008-12-26 | — | 8.88 | 8.88 | 0.00% | market | 22.03% | 2.60% | -2.66% | 5.26% |
| BBY | 2008-12-16 | 2008-12-17 | 2009-01-02 | — | 27.40 | 27.40 | 0.00% | market | 45.83% | 5.81% | 2.33% | 3.48% |
| CCL | 2008-12-18 | 2008-12-19 | 2009-01-06 | — | 23.84 | 23.84 | 0.00% | market | 17.50% | 5.69% | 4.90% | 0.78% |
| UNF | 2009-01-07 | 2009-01-08 | 2009-01-23 | — | 31.01 | 31.01 | 0.00% | market | 14.12% | -14.10% | -7.82% | -6.28% |
| WDFC | 2009-01-07 | 2009-01-08 | 2009-01-23 | — | 25.70 | 25.70 | 0.00% | market | 12.20% | -0.92% | -7.82% | 6.90% |
| SNX | 2009-01-08 | 2009-01-09 | 2009-01-26 | — | 7.21 | 7.21 | 0.00% | market | 14.29% | 1.84% | -8.21% | 10.05% |
| IIIN | 2009-01-13 | 2009-01-14 | 2009-01-29 | — | 11.42 | 11.42 | 0.00% | market | 69.23% | -34.25% | -1.16% | -33.09% |
| SAR | 2009-01-14 | 2009-01-15 | 2009-01-30 | — | 29.00 | 29.00 | 0.00% | market | 12.00% | -20.44% | -1.53% | -18.91% |
| CNI | 2009-01-22 | 2009-01-23 | 2009-02-06 | — | 16.16 | 16.16 | 0.00% | market | 12.20% | 17.10% | 7.52% | 9.59% |
| DGII | 2009-01-22 | 2009-01-23 | 2009-02-06 | — | 7.18 | 7.18 | 0.00% | market | 32.23% | 20.37% | 7.52% | 12.86% |
| AIT | 2009-01-26 | 2009-01-27 | 2009-02-10 | — | 17.40 | 17.40 | 0.00% | market | 11.76% | -1.13% | -1.21% | 0.08% |
| ALGN | 2009-01-28 | 2009-01-29 | 2009-02-12 | — | 7.60 | 7.60 | 0.00% | market | 5126.67% | 13.19% | -2.85% | 16.03% |
| AEP | 2009-01-29 | 2009-01-30 | 2009-02-13 | — | 32.85 | 32.85 | 0.00% | market | 11.32% | -3.27% | -2.61% | -0.65% |
| AMX | 2009-02-05 | 2009-02-06 | 2009-02-23 | — | 14.91 | 14.91 | 0.00% | market | 19.35% | -14.72% | -12.03% | -2.69% |
| AVNT | 2009-02-05 | 2009-02-06 | 2009-02-23 | — | 2.42 | 2.42 | 0.00% | market | 122.22% | -13.74% | -12.03% | -1.70% |
| AGYS | 2009-02-09 | 2009-02-10 | 2009-02-25 | — | 3.30 | 3.30 | 0.00% | market | 1400.00% | 9.29% | -10.90% | 20.19% |
| CAE | 2009-02-11 | 2009-02-12 | 2009-02-27 | — | 22.35 | 22.35 | 0.00% | market | 43.54% | -26.72% | -10.03% | -16.69% |
| FUN | 2009-02-12 | 2009-02-13 | 2009-03-02 | — | 10.00 | 10.00 | 0.00% | market | 177.78% | -30.20% | -15.50% | -14.70% |
| ENOV | 2009-02-20 | 2009-02-23 | 2009-03-09 | — | 14.20 | 14.20 | 0.00% | market | 23.71% | -34.52% | -12.98% | -21.54% |
| EHC | 2009-02-23 | 2009-02-24 | 2009-03-10 | — | 8.70 | 8.70 | 0.00% | market | 84.62% | -26.77% | -4.14% | -22.62% |
| DPZ | 2009-02-24 | 2009-02-25 | 2009-03-11 | — | 6.15 | 6.15 | 0.00% | market | 11.76% | 0.71% | -5.83% | 6.55% |
| ACIW | 2009-02-26 | 2009-02-27 | 2009-03-13 | — | 5.89 | 5.89 | 0.00% | market | 77.78% | 5.56% | 2.81% | 2.75% |
| CDE | 2009-02-27 | 2009-03-02 | 2009-03-16 | — | 7.60 | 7.60 | 0.00% | market | 183.33% | -14.57% | 4.61% | -19.18% |
| HRB | 2009-03-06 | 2009-03-09 | 2009-03-23 | — | 18.49 | 18.49 | 0.00% | market | 100.00% | -6.10% | 21.00% | -27.10% |
| CASY | 2009-03-09 | 2009-03-10 | 2009-03-24 | — | 20.65 | 20.65 | 0.00% | market | 47.37% | 27.36% | 15.95% | 11.40% |
| AGI | 2009-03-10 | 2009-03-11 | 2009-03-25 | — | 6.16 | 6.16 | 0.00% | market | 50.00% | 13.86% | 11.58% | 2.29% |
| AWR | 2009-03-12 | 2009-03-13 | 2009-03-27 | — | 16.73 | 16.73 | 0.00% | market | 11.11% | 4.26% | 7.37% | -3.10% |
| FIZZ | 2009-03-13 | 2009-03-16 | 2009-03-30 | — | 3.99 | 3.99 | 0.00% | market | 14.29% | 10.43% | 2.38% | 8.05% |
| CCL | 2009-03-24 | 2009-03-25 | 2009-04-08 | — | 22.50 | 22.50 | 0.00% | market | 73.68% | 6.52% | 1.60% | 4.92% |
| WSM | 2009-03-24 | 2009-03-25 | 2009-04-08 | — | 5.39 | 5.39 | 0.00% | market | 93.75% | -3.63% | 1.60% | -5.23% |
| BBY | 2009-03-26 | 2009-03-27 | 2009-04-13 | — | 37.09 | 37.09 | 0.00% | market | 15.00% | 10.58% | 4.61% | 5.97% |
| CAG | 2009-03-26 | 2009-03-27 | 2009-04-13 | — | 13.10 | 13.10 | 0.00% | market | 13.89% | 4.48% | 4.61% | -0.13% |
| OXM | 2009-03-30 | 2009-03-31 | 2009-04-15 | — | 5.85 | 5.85 | 0.00% | market | 100.00% | 34.43% | 7.15% | 27.28% |
| BBBY | 2009-04-07 | 2009-04-08 | 2009-04-23 | — | 9.44 | 9.44 | 0.00% | market | 25.00% | 24.37% | 4.03% | 20.34% |
| PSMT | 2009-04-08 | 2009-04-09 | 2009-04-24 | — | 19.68 | 19.68 | 0.00% | market | 26.47% | -9.25% | 2.35% | -11.60% |
| GS | 2009-04-13 | 2009-04-14 | 2009-04-28 | — | 123.76 | 123.76 | 0.00% | market | 106.71% | -2.60% | 0.64% | -3.23% |
| CSX | 2009-04-14 | 2009-04-15 | 2009-04-29 | — | 3.34 | 3.34 | 0.00% | market | 16.67% | -1.00% | 4.23% | -5.23% |
| GWW | 2009-04-14 | 2009-04-15 | 2009-04-29 | — | 80.50 | 80.50 | 0.00% | market | 17.92% | 3.08% | 4.23% | -1.15% |
| AAPL | 2009-04-22 | 2009-04-23 | 2009-05-07 | — | 4.52 | 4.52 | 0.00% | market | 25.00% | 1.89% | 7.26% | -5.37% |
| ABCB | 2009-04-23 | 2009-04-24 | 2009-05-08 | — | 6.17 | 6.17 | 0.00% | market | 72.73% | 7.19% | 8.08% | -0.89% |
| ARLP | 2009-04-27 | 2009-04-28 | 2009-05-12 | — | 15.88 | 15.88 | 0.00% | market | 52.94% | 14.19% | 7.06% | 7.13% |
| AGCO | 2009-04-28 | 2009-04-29 | 2009-05-13 | — | 24.16 | 24.16 | 0.00% | market | 56.52% | 0.15% | 2.50% | -2.35% |
| AJG | 2009-04-28 | 2009-04-29 | 2009-05-13 | — | 22.00 | 22.00 | 0.00% | market | 107.14% | -6.15% | 2.50% | -8.64% |
| AAON | 2009-05-06 | 2009-05-07 | 2009-05-21 | — | 4.14 | 4.14 | 0.00% | market | 20.00% | -0.10% | -4.09% | 3.99% |
| AER | 2009-05-07 | 2009-05-08 | 2009-05-22 | — | 6.22 | 6.22 | 0.00% | market | 12.90% | -2.51% | -3.27% | 0.76% |
| AWR | 2009-05-11 | 2009-05-12 | 2009-05-27 | — | 17.00 | 17.00 | 0.00% | market | 16.67% | -8.63% | -2.14% | -6.49% |
| BEP | 2009-05-12 | 2009-05-13 | 2009-05-28 | — | 7.17 | 7.17 | 0.00% | market | 16.00% | 3.25% | 1.31% | 1.93% |
| IHG | 2009-05-12 | 2009-05-13 | 2009-05-28 | — | 12.58 | 12.58 | 0.00% | market | 15.00% | 8.72% | 1.31% | 7.41% |
| AAP | 2009-05-20 | 2009-05-21 | 2009-06-05 | — | 42.53 | 42.53 | 0.00% | market | 10.87% | 2.84% | 5.69% | -2.85% |
| ADSK | 2009-05-21 | 2009-05-22 | 2009-06-08 | — | 21.34 | 21.34 | 0.00% | market | 125.00% | 3.13% | 5.25% | -2.12% |
| DCI | 2009-05-26 | 2009-05-27 | 2009-06-10 | — | 15.58 | 15.58 | 0.00% | market | 13.33% | 17.94% | 3.24% | 14.70% |
| AEO | 2009-05-27 | 2009-05-28 | 2009-06-11 | — | 13.84 | 13.84 | 0.00% | market | 14.29% | -3.78% | 4.82% | -8.60% |
| CAL | 2009-05-27 | 2009-05-28 | 2009-06-11 | — | 7.07 | 7.07 | 0.00% | market | 33.33% | 14.61% | 4.82% | 9.79% |
| ABM | 2009-06-04 | 2009-06-05 | 2009-06-19 | — | 18.42 | 18.42 | 0.00% | market | 18.52% | -5.37% | -3.61% | -1.75% |
| MOV | 2009-06-09 | 2009-06-10 | 2009-06-24 | — | 10.37 | 10.37 | 0.00% | market | 22.92% | 2.02% | -5.61% | 7.64% |
| OXM | 2009-06-09 | 2009-06-10 | 2009-06-24 | — | 12.83 | 12.83 | 0.00% | market | 96.00% | -12.57% | -5.61% | -6.96% |
| BF-B | 2009-06-10 | 2009-06-11 | 2009-06-25 | — | 12.49 | 12.49 | 0.00% | market | 15.38% | -9.31% | -2.64% | -6.66% |
| LULU | 2009-06-11 | 2009-06-12 | 2009-06-26 | — | 7.09 | 7.09 | 0.00% | market | 13.92% | -5.46% | -2.71% | -2.75% |
| CCL | 2009-06-18 | 2009-06-19 | 2009-07-06 | — | 26.73 | 26.73 | 0.00% | market | 17.86% | -4.93% | -3.00% | -1.92% |
| CMC | 2009-06-23 | 2009-06-24 | 2009-07-09 | — | 15.00 | 15.00 | 0.00% | market | 28.57% | -6.17% | -2.21% | -3.96% |
| FUL | 2009-06-23 | 2009-06-24 | 2009-07-09 | — | 18.39 | 18.39 | 0.00% | market | 44.00% | -6.79% | -2.21% | -4.58% |
| BBBY | 2009-06-24 | 2009-06-25 | 2009-07-10 | — | 11.77 | 11.77 | 0.00% | market | 36.00% | -8.60% | -1.91% | -6.69% |
| AZZ | 2009-06-26 | 2009-06-29 | 2009-07-14 | — | 16.66 | 16.66 | 0.00% | market | 21.21% | -2.98% | -1.63% | -1.35% |
| MSCI | 2009-07-02 | 2009-07-06 | 2009-07-20 | — | 24.57 | 24.57 | 0.00% | market | 16.67% | 9.10% | 6.96% | 2.14% |
| HWM | 2009-07-08 | 2009-07-09 | 2009-07-23 | — | 20.06 | 20.06 | 0.00% | market | 30.97% | 8.01% | 10.21% | -2.21% |
| INFY | 2009-07-10 | 2009-07-13 | 2009-07-27 | — | 4.58 | 4.58 | 0.00% | market | 16.67% | 15.84% | 11.37% | 4.47% |
| CSX | 2009-07-13 | 2009-07-14 | 2009-07-28 | — | 3.78 | 3.78 | 0.00% | market | 14.29% | 16.57% | 8.31% | 8.26% |
| GS | 2009-07-14 | 2009-07-15 | 2009-07-29 | — | 152.01 | 152.01 | 0.00% | market | 39.27% | 4.79% | 6.36% | -1.57% |
| AOS | 2009-07-17 | 2009-07-20 | 2009-08-03 | — | 6.56 | 6.56 | 0.00% | market | 44.44% | 2.95% | 6.08% | -3.13% |
| ALB | 2009-07-22 | 2009-07-23 | 2009-08-06 | — | 27.72 | 27.72 | 0.00% | market | 24.24% | 14.98% | 4.48% | 10.50% |
| ASH | 2009-07-24 | 2009-07-27 | 2009-08-10 | — | 14.68 | 14.68 | 0.00% | market | 10.99% | 17.47% | 3.18% | 14.30% |
| ACCO | 2009-07-27 | 2009-07-28 | 2009-08-11 | — | 4.32 | 4.32 | 0.00% | market | 266.67% | 9.16% | 2.12% | 7.04% |
| AGCO | 2009-07-28 | 2009-07-29 | 2009-08-12 | — | 30.89 | 30.89 | 0.00% | market | 16.36% | 3.23% | 3.45% | -0.21% |
| AEP | 2009-07-31 | 2009-08-03 | 2009-08-17 | — | 31.30 | 31.30 | 0.00% | market | 11.48% | -1.41% | -1.54% | 0.13% |
| ALG | 2009-08-05 | 2009-08-06 | 2009-08-20 | — | 14.42 | 14.42 | 0.00% | market | 60.00% | 3.78% | 0.12% | 3.66% |
| AES | 2009-08-07 | 2009-08-10 | 2009-08-24 | — | 13.83 | 13.83 | 0.00% | market | 40.00% | 4.17% | 2.20% | 1.96% |
| BKNG | 2009-08-10 | 2009-08-11 | 2009-08-25 | — | 5.96 | 5.96 | 0.00% | market | 14.12% | 2.08% | 2.61% | -0.52% |
| AMAT | 2009-08-11 | 2009-08-12 | 2009-08-26 | — | 13.42 | 13.42 | 0.00% | market | 62.50% | -0.85% | 3.63% | -4.47% |
| PBR-A | 2009-08-14 | 2009-08-17 | 2009-08-31 | — | 33.93 | 33.93 | 0.00% | market | 25.00% | -2.25% | 3.65% | -5.90% |
| BBWI | 2009-08-19 | 2009-08-20 | 2009-09-03 | — | 11.29 | 11.29 | 0.00% | market | 18.75% | 4.15% | 0.56% | 3.59% |
| SJM | 2009-08-21 | 2009-08-24 | 2009-09-08 | — | 54.30 | 54.30 | 0.00% | market | 15.00% | -2.48% | -0.44% | -2.04% |
| DY | 2009-08-25 | 2009-08-26 | 2009-09-10 | — | 14.08 | 14.08 | 0.00% | market | 13.33% | -7.98% | 1.90% | -9.88% |
| DBI | 2009-08-26 | 2009-08-27 | 2009-09-11 | — | 7.54 | 7.54 | 0.00% | market | 80.00% | -6.33% | 1.61% | -7.94% |
| FRO | 2009-08-28 | 2009-08-31 | 2009-09-15 | — | 113.40 | 113.40 | 0.00% | market | 17900.00% | -2.44% | 3.27% | -5.71% |
| BF-B | 2009-09-02 | 2009-09-03 | 2009-09-18 | — | 12.41 | 12.41 | 0.00% | market | 29.41% | 3.28% | 6.29% | -3.01% |
| CASY | 2009-09-08 | 2009-09-09 | 2009-09-23 | — | 30.13 | 30.13 | 0.00% | market | 45.00% | -0.13% | 2.97% | -3.10% |
| KFY | 2009-09-09 | 2009-09-10 | 2009-09-24 | — | 14.33 | 14.33 | 0.00% | market | 16.67% | 7.09% | 1.17% | 5.92% |
| DSGX | 2009-09-10 | 2009-09-11 | 2009-09-25 | — | 5.10 | 5.10 | 0.00% | market | 42.86% | 5.19% | -0.51% | 5.71% |
| MLKN | 2009-09-16 | 2009-09-17 | 2009-10-01 | — | 18.12 | 18.12 | 0.00% | market | 15.79% | -9.04% | -3.92% | -5.12% |
| EBF | 2009-09-21 | 2009-09-22 | 2009-10-06 | — | 15.40 | 15.40 | 0.00% | market | 42.31% | 10.68% | -1.47% | 12.15% |
| CAG | 2009-09-22 | 2009-09-23 | 2009-10-07 | — | 17.11 | 17.11 | 0.00% | market | 11.76% | -4.19% | -1.42% | -2.77% |
| CTAS | 2009-09-23 | 2009-09-24 | 2009-10-08 | — | 7.36 | 7.36 | 0.00% | market | 10.26% | -0.24% | 0.19% | -0.42% |
| NEOG | 2009-09-24 | 2009-09-25 | 2009-10-09 | — | 5.32 | 5.32 | 0.00% | market | 12.41% | -4.61% | 2.37% | -6.98% |
| STZ | 2009-10-01 | 2009-10-02 | 2009-10-16 | — | 15.82 | 15.82 | 0.00% | market | 31.71% | 3.88% | 6.73% | -2.85% |
| RPM | 2009-10-05 | 2009-10-06 | 2009-10-20 | — | 18.17 | 18.17 | 0.00% | market | 29.55% | 5.46% | 4.24% | 1.22% |
| YUM | 2009-10-06 | 2009-10-07 | 2009-10-21 | — | 25.02 | 25.02 | 0.00% | market | 20.69% | -0.82% | 2.81% | -3.63% |
| AYI | 2009-10-07 | 2009-10-08 | 2009-10-22 | — | 36.09 | 36.09 | 0.00% | market | 19.30% | -2.10% | 2.61% | -4.70% |
| MAR | 2009-10-08 | 2009-10-09 | 2009-10-23 | — | 25.08 | 25.08 | 0.00% | market | 15.38% | 1.77% | 1.35% | 0.42% |
| AMD | 2009-10-15 | 2009-10-16 | 2009-10-30 | — | 5.89 | 5.89 | 0.00% | market | 57.14% | -22.00% | -4.82% | -17.19% |
| AAPL | 2009-10-19 | 2009-10-20 | 2009-11-03 | — | 7.16 | 7.16 | 0.00% | market | 120.00% | -5.97% | -4.82% | -1.15% |
| AGNC | 2009-10-20 | 2009-10-21 | 2009-11-04 | — | 28.34 | 28.34 | 0.00% | market | 40.00% | -9.66% | -3.78% | -5.88% |
| ABCB | 2009-10-21 | 2009-10-22 | 2009-11-05 | — | 6.16 | 6.16 | 0.00% | market | 45.45% | -18.44% | -1.24% | -17.21% |
| ALGN | 2009-10-22 | 2009-10-23 | 2009-11-06 | — | 18.00 | 18.00 | 0.00% | market | 160.00% | -8.32% | -2.33% | -5.99% |
| ADEA | 2009-10-29 | 2009-10-30 | 2009-11-13 | — | 6.32 | 6.32 | 0.00% | market | 14.29% | 1.48% | 3.12% | -1.64% |
| AAON | 2009-11-02 | 2009-11-03 | 2009-11-17 | — | 3.67 | 3.67 | 0.00% | market | 18.18% | 9.71% | 7.33% | 2.38% |
| ADM | 2009-11-03 | 2009-11-04 | 2009-11-18 | — | 31.94 | 31.94 | 0.00% | market | 35.09% | -0.16% | 5.46% | -5.62% |
| ADP | 2009-11-04 | 2009-11-05 | 2009-11-19 | — | 36.05 | 36.05 | 0.00% | market | 12.00% | 5.61% | 3.94% | 1.68% |
| ACIW | 2009-11-05 | 2009-11-06 | 2009-11-20 | — | 5.43 | 5.43 | 0.00% | market | 20.00% | 4.94% | 2.98% | 1.95% |
| AG | 2009-11-12 | 2009-11-13 | 2009-11-30 | — | 3.13 | 3.13 | 0.00% | market | 100.00% | 11.08% | 0.58% | 10.51% |
| AGO | 2009-11-16 | 2009-11-17 | 2009-12-02 | — | 24.91 | 24.91 | 0.00% | market | 41.94% | -11.98% | 0.30% | -12.28% |
| ADSK | 2009-11-17 | 2009-11-18 | 2009-12-03 | — | 25.02 | 25.02 | 0.00% | market | 17.39% | -4.54% | -0.79% | -3.75% |
| BBWI | 2009-11-18 | 2009-11-19 | 2009-12-04 | — | 13.82 | 13.82 | 0.00% | market | 263.64% | 0.33% | 0.45% | -0.12% |
| BRC | 2009-11-19 | 2009-11-20 | 2009-12-07 | — | 30.29 | 30.29 | 0.00% | market | 12.20% | 2.51% | 1.46% | 1.05% |
| THO | 2009-11-30 | 2009-12-01 | 2009-12-15 | — | 28.49 | 28.49 | 0.00% | market | 20.00% | -1.82% | 0.39% | -2.21% |
| UTI | 2009-12-01 | 2009-12-02 | 2009-12-16 | — | 18.30 | 18.30 | 0.00% | market | 68.42% | 4.54% | 0.22% | 4.33% |
| CWST | 2009-12-02 | 2009-12-03 | 2009-12-17 | — | 4.10 | 4.10 | 0.00% | market | 50.00% | -2.54% | -1.23% | -1.31% |
| MRVL | 2009-12-03 | 2009-12-04 | 2009-12-18 | — | 17.90 | 17.90 | 0.00% | market | 29.63% | 11.58% | -1.46% | 13.03% |
| BF-B | 2009-12-07 | 2009-12-08 | 2009-12-22 | — | 14.32 | 14.32 | 0.00% | market | 13.04% | -2.40% | 1.54% | -3.94% |
| AIR | 2009-12-15 | 2009-12-16 | 2009-12-31 | — | 21.47 | 21.47 | 0.00% | market | 13.33% | 6.93% | -0.32% | 7.26% |
| BBY | 2009-12-15 | 2009-12-16 | 2009-12-31 | — | 41.90 | 41.90 | 0.00% | market | 20.45% | -5.92% | -0.32% | -5.60% |
| EPAC | 2009-12-17 | 2009-12-18 | 2010-01-05 | — | 17.81 | 17.81 | 0.00% | market | 31.25% | 6.41% | 3.11% | 3.30% |
| TTWO | 2009-12-17 | 2009-12-18 | 2010-01-05 | — | 9.27 | 9.27 | 0.00% | market | 12.50% | 12.84% | 3.11% | 9.73% |
| CAG | 2009-12-21 | 2009-12-22 | 2010-01-07 | — | 17.23 | 17.23 | 0.00% | market | 10.64% | 4.08% | 2.35% | 1.73% |
| SNX | 2010-01-05 | 2010-01-06 | 2010-01-21 | — | 16.04 | 16.04 | 0.00% | market | 11.84% | -12.76% | -1.60% | -11.15% |
| TISI | 2010-01-05 | 2010-01-06 | 2010-01-21 | — | 189.50 | 189.50 | 0.00% | market | 14.09% | 2.59% | -1.60% | 4.19% |
| BBBY | 2010-01-06 | 2010-01-07 | 2010-01-22 | — | 13.23 | 13.23 | 0.00% | market | 34.88% | -8.04% | -3.78% | -4.26% |
| RPM | 2010-01-06 | 2010-01-07 | 2010-01-22 | — | 20.41 | 20.41 | 0.00% | market | 26.47% | -3.63% | -3.78% | 0.15% |
| UNF | 2010-01-06 | 2010-01-07 | 2010-01-22 | — | 52.99 | 52.99 | 0.00% | market | 57.14% | -4.61% | -3.78% | -0.83% |
| ASML | 2010-01-20 | 2010-01-21 | 2010-02-04 | — | 43.78 | 43.78 | 0.00% | market | 14.98% | -8.07% | -6.57% | -1.51% |
| BNY | 2010-01-20 | 2010-01-21 | 2010-02-04 | — | 30.91 | 30.91 | 0.00% | market | 17.02% | -11.81% | -6.57% | -5.25% |
| AMD | 2010-01-21 | 2010-01-22 | 2010-02-05 | — | 8.55 | 8.55 | 0.00% | market | 944.44% | -14.14% | -4.08% | -10.05% |
| COF | 2010-01-21 | 2010-01-22 | 2010-02-05 | — | 40.79 | 40.79 | 0.00% | market | 84.44% | -13.41% | -4.08% | -9.33% |
| DGII | 2010-01-21 | 2010-01-22 | 2010-02-05 | — | 9.85 | 9.85 | 0.00% | market | 25.00% | -3.25% | -4.08% | 0.84% |
| AGYS | 2010-02-03 | 2010-02-04 | 2010-02-19 | — | 9.42 | 9.42 | 0.00% | market | 93.94% | 4.04% | 1.98% | 2.06% |
| AMP | 2010-02-03 | 2010-02-04 | 2010-02-19 | — | 39.36 | 39.36 | 0.00% | market | 18.42% | 1.88% | 1.98% | -0.10% |
| ALKS | 2010-02-04 | 2010-02-05 | 2010-02-22 | — | 11.61 | 11.61 | 0.00% | market | 56.25% | -1.31% | 4.32% | -5.62% |
| AVNT | 2010-02-04 | 2010-02-05 | 2010-02-22 | — | 7.37 | 7.37 | 0.00% | market | 75.00% | 11.03% | 4.32% | 6.71% |
| AX | 2010-02-04 | 2010-02-05 | 2010-02-22 | — | 2.84 | 2.84 | 0.00% | market | 36.36% | 17.93% | 4.32% | 13.61% |
| AEE | 2010-02-18 | 2010-02-19 | 2010-03-05 | — | 25.62 | 25.62 | 0.00% | market | 37.04% | 1.15% | 3.28% | -2.13% |
| AORT | 2010-02-18 | 2010-02-19 | 2010-03-05 | — | 7.01 | 7.01 | 0.00% | market | 12.50% | -0.39% | 3.28% | -3.67% |
| AXON | 2010-02-19 | 2010-02-22 | 2010-03-08 | — | 7.16 | 7.16 | 0.00% | market | 191.67% | -2.47% | 2.44% | -4.91% |
| BN | 2010-02-19 | 2010-02-22 | 2010-03-08 | — | 4.71 | 4.71 | 0.00% | market | 40.00% | 4.57% | 2.44% | 2.13% |
| HUN | 2010-02-19 | 2010-02-22 | 2010-03-08 | — | 13.39 | 13.39 | 0.00% | market | 325.00% | 1.92% | 2.44% | -0.52% |
| CELH | 2010-03-04 | 2010-03-05 | 2010-03-19 | — | 1.13 | 1.13 | 0.00% | market | 25.00% | -13.08% | 2.29% | -15.37% |
| EBS | 2010-03-04 | 2010-03-05 | 2010-03-19 | — | 15.76 | 15.76 | 0.00% | market | 160.00% | 3.01% | 2.29% | 0.72% |
| ALG | 2010-03-08 | 2010-03-09 | 2010-03-23 | — | 18.18 | 18.18 | 0.00% | market | 16.67% | 7.16% | 3.05% | 4.11% |
| GIC | 2010-03-08 | 2010-03-09 | 2010-03-23 | — | 19.16 | 19.16 | 0.00% | market | 39.39% | 12.27% | 3.05% | 9.22% |
| HLIO | 2010-03-08 | 2010-03-09 | 2010-03-23 | — | 18.29 | 18.29 | 0.00% | market | 27.98% | 0.39% | 3.05% | -2.66% |
| CATO | 2010-03-18 | 2010-03-19 | 2010-04-05 | — | 21.12 | 21.12 | 0.00% | market | 13.64% | 2.65% | 2.41% | 0.24% |
| EMBJ | 2010-03-18 | 2010-03-19 | 2010-04-05 | — | 23.60 | 23.60 | 0.00% | market | 52.83% | 1.09% | 2.41% | -1.32% |
| WSM | 2010-03-22 | 2010-03-23 | 2010-04-07 | — | 13.42 | 13.42 | 0.00% | market | 16.22% | 4.07% | 1.37% | 2.70% |
| CCL | 2010-03-23 | 2010-03-24 | 2010-04-08 | — | 38.42 | 38.42 | 0.00% | market | 57.14% | 0.34% | 1.54% | -1.20% |
| EXK | 2010-03-23 | 2010-03-24 | 2010-04-08 | — | 3.32 | 3.32 | 0.00% | market | 96.21% | 4.12% | 1.54% | 2.58% |
| AZZ | 2010-04-01 | 2010-04-05 | 2010-04-19 | — | 19.24 | 19.24 | 0.00% | market | 10.34% | 6.24% | 1.32% | 4.92% |
| KMX | 2010-04-01 | 2010-04-05 | 2010-04-19 | — | 26.25 | 26.25 | 0.00% | market | 32.00% | -5.32% | 1.32% | -6.64% |
| GTN | 2010-04-06 | 2010-04-07 | 2010-04-21 | — | 2.52 | 2.52 | 0.00% | market | 38.10% | 49.90% | 1.57% | 48.33% |
| BBBY | 2010-04-07 | 2010-04-08 | 2010-04-22 | — | 19.40 | 19.40 | 0.00% | market | 17.81% | 7.58% | 2.60% | 4.98% |
| WDFC | 2010-04-07 | 2010-04-08 | 2010-04-22 | — | 35.01 | 35.01 | 0.00% | market | 68.42% | 3.47% | 2.60% | 0.87% |
| BAC | 2010-04-16 | 2010-04-19 | 2010-05-03 | — | 18.10 | 18.10 | 0.00% | market | 211.11% | -0.32% | 1.13% | -1.45% |
| FHN | 2010-04-16 | 2010-04-19 | 2010-05-03 | — | 13.80 | 13.80 | 0.00% | market | 26.67% | 3.31% | 1.13% | 2.18% |
| AAPL | 2010-04-20 | 2010-04-21 | 2010-05-05 | — | 9.24 | 9.24 | 0.00% | market | 33.33% | -1.18% | -3.41% | 2.23% |
| BA | 2010-04-21 | 2010-04-22 | 2010-05-06 | — | 74.46 | 74.46 | 0.00% | market | 11.11% | -8.82% | -5.73% | -3.08% |
| BANR | 2010-04-21 | 2010-04-22 | 2010-05-06 | — | 49.00 | 49.00 | 0.00% | market | 66.37% | -25.96% | -5.73% | -20.22% |
| AIV | 2010-04-30 | 2010-05-03 | 2010-05-17 | — | 3.01 | 3.01 | 0.00% | market | 177.36% | -5.08% | -4.55% | -0.53% |
| BSAC | 2010-04-30 | 2010-05-03 | 2010-05-17 | — | 25.37 | 25.37 | 0.00% | market | 11.36% | -6.56% | -4.55% | -2.02% |
| AMRX | 2010-05-04 | 2010-05-05 | 2010-05-20 | — | 18.94 | 18.94 | 0.00% | market | 303.92% | 3.65% | -7.74% | 11.39% |
| AHT | 2010-05-05 | 2010-05-06 | 2010-05-20 | — | 4,909.96 | 4,909.96 | 0.00% | market | 110244.83% | -11.50% | -7.50% | -4.00% |
| ALG | 2010-05-05 | 2010-05-06 | 2010-05-20 | — | 22.54 | 22.54 | 0.00% | market | 81.25% | 2.07% | -7.50% | 9.57% |
| DDS | 2010-05-14 | 2010-05-17 | 2010-06-01 | — | 28.45 | 28.45 | 0.00% | market | 33.33% | -3.47% | -5.84% | 2.37% |
| SA | 2010-05-14 | 2010-05-17 | 2010-06-01 | — | 36.06 | 36.06 | 0.00% | market | 100.00% | -11.36% | -5.84% | -5.52% |
| AAP | 2010-05-19 | 2010-05-20 | 2010-06-04 | — | 48.23 | 48.23 | 0.00% | market | 19.00% | 3.90% | -2.34% | 6.24% |
| ADSK | 2010-05-19 | 2010-05-20 | 2010-06-04 | — | 30.76 | 30.76 | 0.00% | market | 31.82% | -9.32% | -2.34% | -6.98% |
| BBWI | 2010-05-19 | 2010-05-20 | 2010-06-04 | — | 17.89 | 17.89 | 0.00% | market | 31.58% | 4.54% | -2.34% | 6.88% |
| HWKN | 2010-06-01 | 2010-06-02 | 2010-06-16 | — | 12.82 | 12.82 | 0.00% | market | 17.39% | 5.59% | 3.59% | 2.00% |
| CPRT | 2010-06-02 | 2010-06-03 | 2010-06-17 | — | 2.36 | 2.36 | 0.00% | market | 16.67% | -1.37% | 1.35% | -2.72% |
| AGYS | 2010-06-03 | 2010-06-04 | 2010-06-18 | — | 7.01 | 7.01 | 0.00% | market | 80.00% | 7.89% | 2.87% | 5.02% |
| ULTA | 2010-06-03 | 2010-06-04 | 2010-06-18 | — | 23.70 | 23.70 | 0.00% | market | 21.05% | 10.36% | 2.87% | 7.49% |
| DG | 2010-06-08 | 2010-06-09 | 2010-06-23 | — | 30.19 | 30.19 | 0.00% | market | 23.53% | -3.61% | 1.86% | -5.47% |
| CASY | 2010-06-15 | 2010-06-16 | 2010-06-30 | — | 35.99 | 35.99 | 0.00% | market | 18.60% | -3.13% | -7.36% | 4.23% |
| EPAC | 2010-06-17 | 2010-06-18 | 2010-07-02 | — | 20.26 | 20.26 | 0.00% | market | 29.63% | -10.22% | -8.61% | -1.61% |
| SJM | 2010-06-17 | 2010-06-18 | 2010-07-02 | — | 62.60 | 62.60 | 0.00% | market | 23.75% | -4.76% | -8.61% | 3.85% |
| WGO | 2010-06-17 | 2010-06-18 | 2010-07-02 | — | 12.44 | 12.44 | 0.00% | market | 650.00% | -20.60% | -8.61% | -11.99% |
| CCL | 2010-06-22 | 2010-06-23 | 2010-07-08 | — | 33.37 | 33.37 | 0.00% | market | 10.34% | -5.46% | -2.26% | -3.20% |
| WOR | 2010-06-29 | 2010-06-30 | 2010-07-15 | — | 8.23 | 8.23 | 0.00% | market | 64.29% | 2.57% | 5.54% | -2.97% |
| MEI | 2010-07-01 | 2010-07-02 | 2010-07-19 | — | 10.04 | 10.04 | 0.00% | market | 780.00% | 1.10% | 4.05% | -2.96% |
| MSCI | 2010-07-01 | 2010-07-02 | 2010-07-19 | — | 27.55 | 27.55 | 0.00% | market | 12.90% | 11.70% | 4.05% | 7.64% |
| WDFC | 2010-07-07 | 2010-07-08 | 2010-07-22 | — | 34.84 | 34.84 | 0.00% | market | 28.57% | 2.66% | 2.30% | 0.36% |
| GBX | 2010-07-08 | 2010-07-09 | 2010-07-23 | — | 12.20 | 12.20 | 0.00% | market | 1161.66% | 10.39% | 3.06% | 7.33% |
| ASML | 2010-07-14 | 2010-07-15 | 2010-07-29 | — | 41.34 | 41.34 | 0.00% | market | 21.24% | 0.41% | 0.62% | -0.21% |
| BAC | 2010-07-16 | 2010-07-19 | 2010-08-02 | — | 13.97 | 13.97 | 0.00% | market | 22.73% | 3.26% | 5.33% | -2.07% |
| BANF | 2010-07-16 | 2010-07-19 | 2010-08-02 | — | 17.86 | 17.86 | 0.00% | market | 28.57% | 15.07% | 5.33% | 9.74% |
| AEIS | 2010-07-21 | 2010-07-22 | 2010-08-05 | — | 15.00 | 15.00 | 0.00% | market | 24.00% | 18.97% | 4.16% | 14.80% |
| ALGN | 2010-07-22 | 2010-07-23 | 2010-08-06 | — | 17.26 | 17.26 | 0.00% | market | 50.00% | 3.20% | 2.88% | 0.32% |
| ACCO | 2010-07-28 | 2010-07-29 | 2010-08-12 | — | 5.62 | 5.62 | 0.00% | market | 12.50% | 6.31% | -2.59% | 8.90% |
| AIV | 2010-07-30 | 2010-08-02 | 2010-08-16 | — | 2.92 | 2.92 | 0.00% | market | 201.96% | -8.32% | -3.33% | -4.99% |
| BELFB | 2010-07-30 | 2010-08-02 | 2010-08-16 | — | 23.80 | 23.80 | 0.00% | market | 125.00% | -14.64% | -3.33% | -11.31% |
| AHT | 2010-08-04 | 2010-08-05 | 2010-08-19 | — | 5,422.76 | 5,422.76 | 0.00% | market | 117848.72% | -2.27% | -3.89% | 1.62% |
| AEE | 2010-08-05 | 2010-08-06 | 2010-08-20 | — | 26.89 | 26.89 | 0.00% | market | 46.00% | 0.83% | -3.77% | 4.60% |
| AAP | 2010-08-11 | 2010-08-12 | 2010-08-26 | — | 52.75 | 52.75 | 0.00% | market | 12.62% | 3.56% | -2.25% | 5.81% |
| CCJ | 2010-08-13 | 2010-08-16 | 2010-08-30 | — | 24.59 | 24.59 | 0.00% | market | 32.58% | -0.63% | -2.10% | 1.47% |
| FSM | 2010-08-13 | 2010-08-16 | 2010-08-30 | — | 2.23 | 2.23 | 0.00% | market | 31.58% | 8.42% | -2.10% | 10.52% |
| AMAT | 2010-08-18 | 2010-08-19 | 2010-09-02 | — | 11.44 | 11.44 | 0.00% | market | 16.00% | -5.78% | 0.23% | -6.01% |
| DLTR | 2010-08-19 | 2010-08-20 | 2010-09-03 | — | 21.93 | 21.93 | 0.00% | market | 14.81% | 4.87% | 3.10% | 1.78% |
| CAL | 2010-08-25 | 2010-08-26 | 2010-09-10 | — | 11.03 | 11.03 | 0.00% | market | 33.33% | -4.91% | 4.74% | -9.64% |
| DG | 2010-08-31 | 2010-09-01 | 2010-09-16 | — | 27.66 | 27.66 | 0.00% | market | 10.53% | -0.03% | 5.92% | -5.95% |
| SQM | 2010-08-31 | 2010-09-01 | 2010-09-16 | — | 43.30 | 43.30 | 0.00% | market | 29.03% | 12.53% | 5.92% | 6.61% |
| CWST | 2010-09-01 | 2010-09-02 | 2010-09-17 | — | 4.64 | 4.64 | 0.00% | market | 117.65% | -9.80% | 3.47% | -13.27% |
| COO | 2010-09-02 | 2010-09-03 | 2010-09-20 | — | 11.25 | 11.25 | 0.00% | market | 28.17% | 3.28% | 3.32% | -0.04% |
| CSR | 2010-09-09 | 2010-09-10 | 2010-09-24 | — | 84.50 | 84.50 | 0.00% | market | 33.33% | -1.05% | 3.33% | -4.38% |
| AIR | 2010-09-15 | 2010-09-16 | 2010-09-30 | — | 18.79 | 18.79 | 0.00% | market | 16.67% | -0.79% | 1.24% | -2.03% |
| ORCL | 2010-09-16 | 2010-09-17 | 2010-10-01 | — | 26.44 | 26.44 | 0.00% | market | 13.51% | 2.93% | 1.39% | 1.54% |
| EBF | 2010-09-20 | 2010-09-21 | 2010-10-05 | — | 18.55 | 18.55 | 0.00% | market | 17.50% | -0.37% | 1.52% | -1.89% |
| LEN | 2010-09-20 | 2010-09-21 | 2010-10-05 | — | 15.40 | 15.40 | 0.00% | market | 166.67% | 0.35% | 1.52% | -1.17% |
| NKE | 2010-09-23 | 2010-09-24 | 2010-10-08 | — | 20.34 | 20.34 | 0.00% | market | 12.00% | 0.74% | 2.45% | -1.72% |
| SNX | 2010-09-29 | 2010-09-30 | 2010-10-14 | — | 14.14 | 14.14 | 0.00% | market | 16.22% | 1.81% | 2.09% | -0.29% |
| MKC | 2010-09-30 | 2010-10-01 | 2010-10-15 | — | 21.17 | 21.17 | 0.00% | market | 10.00% | 1.27% | 2.36% | -1.09% |
| TISI | 2010-10-05 | 2010-10-06 | 2010-10-20 | — | 180.10 | 180.10 | 0.00% | market | 42.86% | 4.12% | 1.59% | 2.53% |
| AYI | 2010-10-06 | 2010-10-07 | 2010-10-21 | — | 47.59 | 47.59 | 0.00% | market | 15.52% | 6.65% | 1.40% | 5.25% |
| HWM | 2010-10-07 | 2010-10-08 | 2010-10-22 | — | 25.60 | 25.60 | 0.00% | market | 68.75% | 0.85% | 1.98% | -1.13% |
| HST | 2010-10-13 | 2010-10-14 | 2010-10-28 | — | 15.88 | 15.88 | 0.00% | market | 200.00% | 0.09% | 0.50% | -0.41% |
| AMD | 2010-10-14 | 2010-10-15 | 2010-10-29 | — | 7.36 | 7.36 | 0.00% | market | 150.00% | -0.44% | 0.18% | -0.62% |
| AEP | 2010-10-19 | 2010-10-20 | 2010-11-03 | — | 36.66 | 36.66 | 0.00% | market | 10.58% | 2.33% | 2.57% | -0.25% |
| AAL | 2010-10-20 | 2010-10-21 | 2010-11-04 | — | 10.94 | 10.94 | 0.00% | market | 21.88% | 5.57% | 3.26% | 2.31% |
| ALB | 2010-10-21 | 2010-10-22 | 2010-11-05 | — | 49.63 | 49.63 | 0.00% | market | 20.00% | 6.89% | 3.73% | 3.16% |
| ACCO | 2010-10-27 | 2010-10-28 | 2010-11-11 | — | 6.36 | 6.36 | 0.00% | market | 13.33% | 16.25% | 2.17% | 14.09% |
| ADEA | 2010-10-28 | 2010-10-29 | 2010-11-12 | — | 5.25 | 5.25 | 0.00% | market | 11.76% | 4.47% | 1.62% | 2.85% |
| ATRC | 2010-11-02 | 2010-11-03 | 2010-11-17 | — | 8.22 | 8.22 | 0.00% | market | 30.00% | 0.63% | -1.22% | 1.85% |
| ALNY | 2010-11-03 | 2010-11-04 | 2010-11-18 | — | 12.80 | 12.80 | 0.00% | market | 42.50% | -20.65% | -1.09% | -19.56% |
| ADUS | 2010-11-04 | 2010-11-05 | 2010-11-19 | — | 3.66 | 3.66 | 0.00% | market | 36.36% | 15.47% | -1.68% | 17.15% |
| AAP | 2010-11-10 | 2010-11-11 | 2010-11-26 | — | 67.97 | 67.97 | 0.00% | market | 10.75% | -1.37% | -1.86% | 0.49% |
| CPA | 2010-11-11 | 2010-11-12 | 2010-11-29 | — | 51.49 | 51.49 | 0.00% | market | 16.94% | 8.21% | -1.37% | 9.59% |
| DKS | 2010-11-16 | 2010-11-17 | 2010-12-02 | — | 33.42 | 33.42 | 0.00% | market | 29.41% | 7.26% | 3.68% | 3.58% |
| AMAT | 2010-11-17 | 2010-11-18 | 2010-12-03 | — | 12.56 | 12.56 | 0.00% | market | 16.13% | 3.88% | 2.96% | 0.92% |
| CATO | 2010-11-18 | 2010-11-19 | 2010-12-06 | — | 28.17 | 28.17 | 0.00% | market | 15.00% | 4.20% | 2.39% | 1.81% |
| DE | 2010-11-24 | 2010-11-26 | 2010-12-10 | — | 75.69 | 75.69 | 0.00% | market | 12.63% | 8.42% | 4.46% | 3.96% |