EPS surp.>10 (hold 10d) (lookback 50y)
Run 5f77f082 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
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
Daily portfolio drawdown
-47.93%
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 50914 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 | 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 (page 2: 500 of 2,356)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CWST | 2010-12-01 | 2010-12-02 | 2010-12-16 | — | 4.47 | 4.47 | 0.00% | market | 50.00% | 50.68% | 2.99% | 47.70% |
| MOV | 2010-12-02 | 2010-12-03 | 2010-12-17 | — | 14.85 | 14.85 | 0.00% | market | 78.57% | 6.70% | 1.77% | 4.93% |
| NX | 2010-12-02 | 2010-12-03 | 2010-12-17 | — | 16.86 | 16.86 | 0.00% | market | 13.64% | 4.76% | 1.77% | 3.00% |
| DG | 2010-12-06 | 2010-12-07 | 2010-12-21 | — | 31.51 | 31.51 | 0.00% | market | 11.43% | -0.77% | 1.17% | -1.94% |
| AXR | 2010-12-09 | 2010-12-10 | 2010-12-27 | — | 14.00 | 14.00 | 0.00% | market | 130.00% | -6.96% | 1.22% | -8.17% |
| AIR | 2010-12-15 | 2010-12-16 | 2010-12-31 | — | 28.00 | 28.00 | 0.00% | market | 28.57% | -1.99% | 1.26% | -3.26% |
| ORCL | 2010-12-16 | 2010-12-17 | 2011-01-03 | — | 31.92 | 31.92 | 0.00% | market | 10.87% | -1.04% | 2.39% | -3.43% |
| TTWO | 2010-12-16 | 2010-12-17 | 2011-01-03 | — | 12.86 | 12.86 | 0.00% | market | 116.13% | -3.91% | 2.39% | -6.30% |
| JBL | 2010-12-20 | 2010-12-21 | 2011-01-05 | — | 18.89 | 18.89 | 0.00% | market | 12.96% | 12.45% | 2.12% | 10.33% |
| MOS | 2011-01-04 | 2011-01-05 | 2011-01-20 | — | 76.93 | 76.93 | 0.00% | market | 12.09% | -5.64% | 1.19% | -6.82% |
| NEOG | 2011-01-04 | 2011-01-05 | 2011-01-20 | — | 9.94 | 9.94 | 0.00% | market | 16.67% | -8.15% | 1.19% | -9.33% |
| TISI | 2011-01-04 | 2011-01-05 | 2011-01-20 | — | 253.50 | 253.50 | 0.00% | market | 13.46% | -3.55% | 1.19% | -4.74% |
| UNF | 2011-01-05 | 2011-01-06 | 2011-01-21 | — | 56.91 | 56.91 | 0.00% | market | 29.03% | -6.97% | 0.53% | -7.50% |
| KBH | 2011-01-07 | 2011-01-10 | 2011-01-25 | — | 14.97 | 14.97 | 0.00% | market | 235.29% | 1.77% | 2.05% | -0.28% |
| AAL | 2011-01-19 | 2011-01-20 | 2011-02-03 | — | 9.98 | 9.98 | 0.00% | market | 34.38% | -4.01% | 2.20% | -6.21% |
| ASML | 2011-01-19 | 2011-01-20 | 2011-02-03 | — | 47.91 | 47.91 | 0.00% | market | 28.32% | 16.72% | 2.20% | 14.52% |
| DGII | 2011-01-19 | 2011-01-20 | 2011-02-03 | — | 11.30 | 11.30 | 0.00% | market | 12.50% | -3.73% | 2.20% | -5.93% |
| AMD | 2011-01-20 | 2011-01-21 | 2011-02-04 | — | 8.14 | 8.14 | 0.00% | market | 27.27% | 3.09% | 1.76% | 1.33% |
| BOH | 2011-01-24 | 2011-01-25 | 2011-02-08 | — | 46.98 | 46.98 | 0.00% | market | 21.74% | -0.42% | 2.96% | -3.38% |
| AIZ | 2011-02-02 | 2011-02-03 | 2011-02-17 | — | 39.38 | 39.38 | 0.00% | market | 10.20% | 4.62% | 3.06% | 1.56% |
| ARE | 2011-02-02 | 2011-02-03 | 2011-02-17 | — | 76.76 | 76.76 | 0.00% | market | 122.00% | 3.91% | 3.06% | 0.85% |
| AVB | 2011-02-02 | 2011-02-03 | 2011-02-17 | — | 114.82 | 114.82 | 0.00% | market | 260.71% | 0.66% | 3.06% | -2.41% |
| ALKS | 2011-02-03 | 2011-02-04 | 2011-02-18 | — | 13.43 | 13.43 | 0.00% | market | 20.00% | 8.76% | 2.83% | 5.93% |
| CNA | 2011-02-07 | 2011-02-08 | 2011-02-23 | — | 30.02 | 30.02 | 0.00% | market | 75.36% | -3.90% | -0.81% | -3.09% |
| ATRC | 2011-02-16 | 2011-02-17 | 2011-03-04 | — | 11.50 | 11.50 | 0.00% | market | 101.07% | -13.06% | -0.74% | -12.31% |
| CLF | 2011-02-16 | 2011-02-17 | 2011-03-04 | — | 101.62 | 101.62 | 0.00% | market | 30.56% | -2.56% | -0.74% | -1.82% |
| DE | 2011-02-16 | 2011-02-17 | 2011-03-04 | — | 96.20 | 96.20 | 0.00% | market | 21.21% | -4.10% | -0.74% | -3.36% |
| ALNY | 2011-02-17 | 2011-02-18 | 2011-03-07 | — | 10.67 | 10.67 | 0.00% | market | 54.29% | -4.69% | -2.19% | -2.50% |
| CNO | 2011-02-22 | 2011-02-23 | 2011-03-09 | — | 6.76 | 6.76 | 0.00% | market | 12.50% | 7.74% | 0.49% | 7.25% |
| AQN | 2011-03-03 | 2011-03-04 | 2011-03-18 | — | 5.30 | 5.30 | 0.00% | market | 200.00% | -1.23% | -4.21% | 2.97% |
| CLW | 2011-03-03 | 2011-03-04 | 2011-03-18 | — | 40.65 | 40.65 | 0.00% | market | 48.33% | -5.20% | -4.21% | -1.00% |
| COO | 2011-03-03 | 2011-03-04 | 2011-03-18 | — | 16.95 | 16.95 | 0.00% | market | 26.87% | -3.46% | -4.21% | 0.74% |
| AXR | 2011-03-07 | 2011-03-08 | 2011-03-22 | — | 10.00 | 10.00 | 0.00% | market | 362.50% | -0.30% | -1.79% | 1.49% |
| AVAV | 2011-03-08 | 2011-03-09 | 2011-03-23 | — | 32.04 | 32.04 | 0.00% | market | 36.84% | 5.95% | -2.01% | 7.97% |
| BAK | 2011-03-17 | 2011-03-18 | 2011-04-01 | — | 24.95 | 24.95 | 0.00% | market | 1037.67% | 11.36% | 3.35% | 8.02% |
| LULU | 2011-03-17 | 2011-03-18 | 2011-04-01 | — | 38.70 | 38.70 | 0.00% | market | 14.29% | 15.06% | 3.35% | 11.71% |
| PBR-A | 2011-03-17 | 2011-03-18 | 2011-04-01 | — | 34.22 | 34.22 | 0.00% | market | 12.50% | 5.39% | 3.35% | 2.05% |
| CTAS | 2011-03-22 | 2011-03-23 | 2011-04-06 | — | 7.49 | 7.49 | 0.00% | market | 13.89% | 3.37% | 3.67% | -0.30% |
| DG | 2011-03-22 | 2011-03-23 | 2011-04-06 | — | 30.90 | 30.90 | 0.00% | market | 10.17% | 4.59% | 3.67% | 0.92% |
| FC | 2011-03-31 | 2011-04-01 | 2011-04-15 | — | 8.85 | 8.85 | 0.00% | market | 100.00% | 2.95% | -1.03% | 3.98% |
| SA | 2011-03-31 | 2011-04-01 | 2011-04-15 | — | 31.86 | 31.86 | 0.00% | market | 66.67% | 5.42% | -1.03% | 6.45% |
| WOR | 2011-03-31 | 2011-04-01 | 2011-04-15 | — | 12.98 | 12.98 | 0.00% | market | 29.63% | -2.49% | -1.03% | -1.46% |
| BBBY | 2011-04-06 | 2011-04-07 | 2011-04-21 | — | 15.44 | 15.44 | 0.00% | market | 15.46% | -3.99% | 0.27% | -4.26% |
| MSM | 2011-04-06 | 2011-04-07 | 2011-04-21 | — | 73.60 | 73.60 | 0.00% | market | 11.43% | -2.78% | 0.27% | -3.05% |
| MMSI | 2011-04-14 | 2011-04-15 | 2011-05-02 | — | 17.26 | 17.26 | 0.00% | market | 29.41% | 8.80% | 3.35% | 5.44% |
| WBS | 2011-04-15 | 2011-04-18 | 2011-05-03 | — | 21.61 | 21.61 | 0.00% | market | 24.14% | -1.72% | 3.94% | -5.66% |
| BOH | 2011-04-18 | 2011-04-19 | 2011-05-04 | — | 47.71 | 47.71 | 0.00% | market | 22.22% | 1.83% | 3.11% | -1.28% |
| AAPL | 2011-04-20 | 2011-04-21 | 2011-05-06 | — | 12.68 | 12.68 | 0.00% | market | 21.05% | -2.47% | 0.31% | -2.77% |
| ALGN | 2011-04-20 | 2011-04-21 | 2011-05-06 | — | 24.00 | 24.00 | 0.00% | market | 23.53% | -2.35% | 0.31% | -2.66% |
| AIV | 2011-04-29 | 2011-05-02 | 2011-05-16 | — | 3.67 | 3.67 | 0.00% | market | 225.00% | -5.82% | -2.83% | -2.99% |
| AEIS | 2011-05-02 | 2011-05-03 | 2011-05-17 | — | 15.16 | 15.16 | 0.00% | market | 22.86% | -5.51% | -2.05% | -3.46% |
| AMRX | 2011-05-03 | 2011-05-04 | 2011-05-18 | — | 27.92 | 27.92 | 0.00% | market | 60.00% | -3.04% | -0.97% | -2.07% |
| AER | 2011-05-05 | 2011-05-06 | 2011-05-20 | — | 13.91 | 13.91 | 0.00% | market | 16.28% | -4.13% | -0.99% | -3.14% |
| AIG | 2011-05-05 | 2011-05-06 | 2011-05-20 | — | 30.79 | 30.79 | 0.00% | market | 966.67% | -0.07% | -0.99% | 0.92% |
| A | 2011-05-13 | 2011-05-16 | 2011-05-31 | — | 37.32 | 37.32 | 0.00% | market | 13.85% | -4.55% | 1.00% | -5.55% |
| AG | 2011-05-16 | 2011-05-17 | 2011-06-01 | — | 16.99 | 16.99 | 0.00% | market | 14.29% | 19.09% | -0.62% | 19.71% |
| ADI | 2011-05-17 | 2011-05-18 | 2011-06-02 | — | 42.00 | 42.00 | 0.00% | market | 10.29% | -5.24% | -1.13% | -4.11% |
| DLTR | 2011-05-19 | 2011-05-20 | 2011-06-06 | — | 31.69 | 31.69 | 0.00% | market | 10.81% | -3.05% | -3.94% | 0.89% |
| TTC | 2011-05-19 | 2011-05-20 | 2011-06-06 | — | 16.37 | 16.37 | 0.00% | market | 17.50% | -8.47% | -3.94% | -4.53% |
| GHM | 2011-05-27 | 2011-05-31 | 2011-06-14 | — | 24.14 | 24.14 | 0.00% | market | 28.57% | -18.08% | -4.04% | -14.03% |
| BNS | 2011-05-31 | 2011-06-01 | 2011-06-15 | — | 61.37 | 61.37 | 0.00% | market | 26.61% | -4.96% | -5.57% | 0.61% |
| REX | 2011-06-01 | 2011-06-02 | 2011-06-16 | — | 2.61 | 2.61 | 0.00% | market | 166.67% | -0.48% | -3.53% | 3.05% |
| BAH | 2011-06-07 | 2011-06-08 | 2011-06-22 | — | 17.82 | 17.82 | 0.00% | market | 28.57% | 7.53% | -0.07% | 7.60% |
| MOD | 2011-06-07 | 2011-06-08 | 2011-06-22 | — | 14.84 | 14.84 | 0.00% | market | 37.50% | -1.72% | -0.07% | -1.65% |
| CASY | 2011-06-13 | 2011-06-14 | 2011-06-28 | — | 41.62 | 41.62 | 0.00% | market | 20.00% | 5.69% | 0.57% | 5.12% |
| KFY | 2011-06-15 | 2011-06-16 | 2011-06-30 | — | 22.27 | 22.27 | 0.00% | market | 21.88% | -1.36% | 3.86% | -5.22% |
| EPAC | 2011-06-16 | 2011-06-17 | 2011-07-01 | — | 24.45 | 24.45 | 0.00% | market | 10.87% | 11.64% | 4.68% | 6.96% |
| AVAV | 2011-06-21 | 2011-06-22 | 2011-07-07 | — | 32.25 | 32.25 | 0.00% | market | 14.49% | 12.40% | 4.89% | 7.51% |
| CCL | 2011-06-21 | 2011-06-22 | 2011-07-07 | — | 37.10 | 37.10 | 0.00% | market | 13.04% | 2.60% | 4.89% | -2.29% |
| FC | 2011-06-29 | 2011-06-30 | 2011-07-15 | — | 9.50 | 9.50 | 0.00% | market | 33.33% | 19.27% | 0.42% | 18.85% |
| LNN | 2011-06-29 | 2011-06-30 | 2011-07-15 | — | 69.24 | 69.24 | 0.00% | market | 23.71% | 2.02% | 0.42% | 1.60% |
| AZZ | 2011-06-30 | 2011-07-01 | 2011-07-18 | — | 25.13 | 25.13 | 0.00% | market | 22.58% | -1.57% | -1.12% | -0.45% |
| PSMT | 2011-07-07 | 2011-07-08 | 2011-07-22 | — | 59.85 | 59.85 | 0.00% | market | 19.57% | 2.16% | 0.56% | 1.60% |
| COF | 2011-07-13 | 2011-07-14 | 2011-07-28 | — | 50.52 | 50.52 | 0.00% | market | 15.20% | -5.82% | -1.48% | -4.35% |
| JPM | 2011-07-14 | 2011-07-15 | 2011-07-29 | — | 40.61 | 40.61 | 0.00% | market | 13.22% | -0.49% | -1.77% | 1.28% |
| VMI | 2011-07-14 | 2011-07-15 | 2011-07-29 | — | 109.05 | 109.05 | 0.00% | market | 18.62% | -10.83% | -1.77% | -9.06% |
| C | 2011-07-15 | 2011-07-18 | 2011-08-01 | — | 38.20 | 38.20 | 0.00% | market | 13.54% | 0.63% | -1.75% | 2.39% |
| ABCB | 2011-07-21 | 2011-07-22 | 2011-08-05 | — | 10.30 | 10.30 | 0.00% | market | 233.33% | -4.08% | -10.73% | 6.65% |
| ACCO | 2011-07-27 | 2011-07-28 | 2011-08-11 | — | 8.31 | 8.31 | 0.00% | market | 87.50% | -16.47% | -10.16% | -6.31% |
| AGCO | 2011-07-28 | 2011-07-29 | 2011-08-12 | — | 45.44 | 45.44 | 0.00% | market | 17.39% | -11.52% | -8.37% | -3.15% |
| AORT | 2011-07-28 | 2011-07-29 | 2011-08-12 | — | 5.44 | 5.44 | 0.00% | market | 100.00% | -5.25% | -8.37% | 3.12% |
| AIV | 2011-07-29 | 2011-08-01 | 2011-08-15 | — | 3.69 | 3.69 | 0.00% | market | 194.44% | -6.60% | -7.81% | 1.21% |
| ACLS | 2011-08-04 | 2011-08-05 | 2011-08-19 | — | 6.32 | 6.32 | 0.00% | market | 166.67% | -17.82% | -7.49% | -10.33% |
| ACAD | 2011-08-10 | 2011-08-11 | 2011-08-25 | — | 1.34 | 1.34 | 0.00% | market | 14.29% | -5.32% | 2.67% | -7.99% |
| AQN | 2011-08-11 | 2011-08-12 | 2011-08-26 | — | 5.59 | 5.59 | 0.00% | market | 16.67% | -2.25% | -0.36% | -1.88% |
| BAK | 2011-08-11 | 2011-08-12 | 2011-08-26 | — | 20.38 | 20.38 | 0.00% | market | 150.28% | 9.76% | -0.36% | 10.13% |
| DQ | 2011-08-15 | 2011-08-16 | 2011-08-30 | — | 6.78 | 6.78 | 0.00% | market | 35.19% | -14.70% | 1.85% | -16.55% |
| CRM | 2011-08-18 | 2011-08-19 | 2011-09-02 | — | 29.43 | 29.43 | 0.00% | market | 14.29% | 4.89% | 4.33% | 0.57% |
| HEI | 2011-08-24 | 2011-08-25 | 2011-09-09 | — | 17.35 | 17.35 | 0.00% | market | 23.08% | -8.23% | -2.37% | -5.86% |
| SIG | 2011-08-25 | 2011-08-26 | 2011-09-12 | — | 36.07 | 36.07 | 0.00% | market | 28.81% | -1.18% | 0.85% | -2.03% |
| CWST | 2011-08-29 | 2011-08-30 | 2011-09-14 | — | 5.65 | 5.65 | 0.00% | market | 25.00% | 3.09% | -1.21% | 4.29% |
| DBI | 2011-08-30 | 2011-08-31 | 2011-09-15 | — | 23.77 | 23.77 | 0.00% | market | 19.35% | -0.18% | -0.84% | 0.66% |
| CIEN | 2011-09-01 | 2011-09-02 | 2011-09-19 | — | 14.46 | 14.46 | 0.00% | market | 200.00% | -12.96% | 1.60% | -14.56% |
| ULTA | 2011-09-08 | 2011-09-09 | 2011-09-23 | — | 62.13 | 62.13 | 0.00% | market | 18.75% | 7.67% | -3.52% | 11.19% |
| IRS | 2011-09-09 | 2011-09-12 | 2011-09-26 | — | 10.14 | 10.14 | 0.00% | market | 56.25% | -14.40% | 1.55% | -15.95% |
| BBBY | 2011-09-21 | 2011-09-22 | 2011-10-06 | — | 9.13 | 9.13 | 0.00% | market | 10.71% | 5.16% | 2.86% | 2.30% |
| MLKN | 2011-09-21 | 2011-09-22 | 2011-10-06 | — | 17.67 | 17.67 | 0.00% | market | 31.25% | 13.99% | 2.86% | 11.13% |
| CTAS | 2011-09-22 | 2011-09-23 | 2011-10-07 | — | 7.23 | 7.23 | 0.00% | market | 10.64% | -2.59% | 3.21% | -5.80% |
| NKE | 2011-09-22 | 2011-09-23 | 2011-10-07 | — | 21.94 | 21.94 | 0.00% | market | 13.33% | 0.36% | 3.21% | -2.86% |
| KBH | 2011-09-23 | 2011-09-26 | 2011-10-10 | — | 5.96 | 5.96 | 0.00% | market | 31.58% | 8.46% | 4.34% | 4.12% |
| STZ | 2011-10-06 | 2011-10-07 | 2011-10-21 | — | 20.59 | 20.59 | 0.00% | market | 16.67% | -2.24% | 5.80% | -8.04% |
| OZK | 2011-10-12 | 2011-10-13 | 2011-10-27 | — | 11.69 | 11.69 | 0.00% | market | 33.33% | 7.94% | 7.16% | 0.79% |
| SAR | 2011-10-12 | 2011-10-13 | 2011-10-27 | — | 16.10 | 16.10 | 0.00% | market | 66.00% | -0.78% | 7.16% | -7.94% |
| BANF | 2011-10-13 | 2011-10-14 | 2011-10-28 | — | 17.83 | 17.83 | 0.00% | market | 13.89% | 12.18% | 5.49% | 6.70% |
| JPM | 2011-10-13 | 2011-10-14 | 2011-10-28 | — | 31.87 | 31.87 | 0.00% | market | 20.88% | 15.02% | 5.49% | 9.54% |
| BFH | 2011-10-20 | 2011-10-21 | 2011-11-04 | — | 75.81 | 75.81 | 0.00% | market | 13.68% | 7.81% | 1.94% | 5.87% |
| ACCO | 2011-10-26 | 2011-10-27 | 2011-11-10 | — | 6.99 | 6.99 | 0.00% | market | 14.29% | 1.19% | -2.59% | 3.78% |
| ALGT | 2011-10-26 | 2011-10-27 | 2011-11-10 | — | 55.19 | 55.19 | 0.00% | market | 11.36% | -8.45% | -2.59% | -5.86% |
| ACIW | 2011-10-27 | 2011-10-28 | 2011-11-11 | — | 10.37 | 10.37 | 0.00% | market | 66.67% | -1.45% | -1.05% | -0.40% |
| ADC | 2011-10-27 | 2011-10-28 | 2011-11-11 | — | 21.94 | 21.94 | 0.00% | market | 61.76% | 12.48% | -1.05% | 13.53% |
| ADEA | 2011-11-03 | 2011-11-04 | 2011-11-18 | — | 3.89 | 3.89 | 0.00% | market | 150.00% | 10.44% | -2.60% | 13.04% |
| AAP | 2011-11-09 | 2011-11-10 | 2011-11-25 | — | 67.40 | 67.40 | 0.00% | market | 19.49% | -0.49% | -6.77% | 6.29% |
| AHT | 2011-11-09 | 2011-11-10 | 2011-11-25 | — | 4,827.44 | 4,827.44 | 0.00% | market | 975.00% | -9.75% | -6.77% | -2.97% |
| AQN | 2011-11-10 | 2011-11-11 | 2011-11-28 | — | 5.60 | 5.60 | 0.00% | market | 507.14% | 0.97% | -4.86% | 5.84% |
| BTE | 2011-11-10 | 2011-11-11 | 2011-11-28 | — | 53.19 | 53.19 | 0.00% | market | 27.38% | -8.71% | -4.86% | -3.85% |
| CRM | 2011-11-17 | 2011-11-18 | 2011-12-05 | — | 29.86 | 29.86 | 0.00% | market | 12.50% | 4.56% | 3.04% | 1.52% |
| DE | 2011-11-23 | 2011-11-25 | 2011-12-09 | — | 74.64 | 74.64 | 0.00% | market | 13.29% | 4.86% | 8.31% | -3.45% |
| CPRT | 2011-11-28 | 2011-11-29 | 2011-12-13 | — | 2.71 | 2.71 | 0.00% | market | 14.29% | 4.33% | 2.50% | 1.83% |
| REX | 2011-11-30 | 2011-12-01 | 2011-12-15 | — | 3.06 | 3.06 | 0.00% | market | 135.22% | 14.93% | -2.14% | 17.07% |
| SMTC | 2011-11-30 | 2011-12-01 | 2011-12-15 | — | 24.90 | 24.90 | 0.00% | market | 13.04% | -8.29% | -2.14% | -6.15% |
| AVAV | 2011-12-06 | 2011-12-07 | 2011-12-21 | — | 33.00 | 33.00 | 0.00% | market | 50.00% | -3.62% | -1.33% | -2.29% |
| COO | 2011-12-08 | 2011-12-09 | 2011-12-23 | — | 15.87 | 15.87 | 0.00% | market | 20.66% | 10.49% | 1.51% | 8.98% |
| BRT | 2011-12-12 | 2011-12-13 | 2011-12-28 | — | 6.25 | 6.25 | 0.00% | market | 116.67% | 0.86% | -0.02% | 0.88% |
| ADBE | 2011-12-15 | 2011-12-16 | 2012-01-03 | — | 27.73 | 27.73 | 0.00% | market | 11.67% | 2.93% | 4.31% | -1.38% |
| GLNG | 2011-12-15 | 2011-12-16 | 2012-01-03 | — | 43.59 | 43.59 | 0.00% | market | 43.48% | 1.39% | 4.31% | -2.92% |
| CTAS | 2011-12-20 | 2011-12-21 | 2012-01-06 | — | 8.44 | 8.44 | 0.00% | market | 18.75% | 10.45% | 3.05% | 7.39% |
| UNF | 2012-01-04 | 2012-01-05 | 2012-01-20 | — | 59.59 | 59.59 | 0.00% | market | 20.37% | 2.17% | 3.89% | -1.72% |
| FC | 2012-01-05 | 2012-01-06 | 2012-01-23 | — | 8.85 | 8.85 | 0.00% | market | 125.00% | -2.59% | 2.66% | -5.25% |
| CMC | 2012-01-06 | 2012-01-09 | 2012-01-24 | — | 16.48 | 16.48 | 0.00% | market | 25.00% | -20.18% | 2.70% | -22.89% |
| GBX | 2012-01-06 | 2012-01-09 | 2012-01-24 | — | 25.89 | 25.89 | 0.00% | market | 33.33% | -11.92% | 2.70% | -14.62% |
| AYI | 2012-01-09 | 2012-01-10 | 2012-01-25 | — | 54.95 | 54.95 | 0.00% | market | 10.45% | 6.09% | 2.45% | 3.64% |
| DGII | 2012-01-19 | 2012-01-20 | 2012-02-03 | — | 11.92 | 11.92 | 0.00% | market | 79.96% | 0.15% | 2.51% | -2.36% |
| DHT | 2012-01-23 | 2012-01-24 | 2012-02-07 | — | 10.92 | 10.92 | 0.00% | market | 35.85% | 26.27% | 3.05% | 23.22% |
| TXN | 2012-01-23 | 2012-01-24 | 2012-02-07 | — | 33.34 | 33.34 | 0.00% | market | 23.08% | 0.17% | 3.05% | -2.88% |
| WDC | 2012-01-23 | 2012-01-24 | 2012-02-07 | — | 27.23 | 27.23 | 0.00% | market | 112.68% | 7.80% | 3.05% | 4.75% |
| AAPL | 2012-01-24 | 2012-01-25 | 2012-02-08 | — | 16.23 | 16.23 | 0.00% | market | 38.89% | 4.77% | 2.99% | 1.77% |
| ACLS | 2012-02-02 | 2012-02-03 | 2012-02-17 | — | 7.56 | 7.56 | 0.00% | market | 75.00% | -5.39% | 1.80% | -7.19% |
| ATRO | 2012-02-06 | 2012-02-07 | 2012-02-22 | — | 9.24 | 9.24 | 0.00% | market | 32.00% | -5.19% | 1.39% | -6.57% |
| BAP | 2012-02-06 | 2012-02-07 | 2012-02-22 | — | 116.32 | 116.32 | 0.00% | market | 12.32% | 5.64% | 1.39% | 4.26% |
| CRK | 2012-02-06 | 2012-02-07 | 2012-02-22 | — | 62.15 | 62.15 | 0.00% | market | 44.44% | 18.40% | 1.39% | 17.02% |
| ARE | 2012-02-07 | 2012-02-08 | 2012-02-23 | — | 72.50 | 72.50 | 0.00% | market | 144.44% | -2.11% | 1.31% | -3.43% |
| AAP | 2012-02-16 | 2012-02-17 | 2012-03-05 | — | 86.45 | 86.45 | 0.00% | market | 20.00% | 0.35% | 0.17% | 0.18% |
| CUZ | 2012-02-21 | 2012-02-22 | 2012-03-07 | — | 20.80 | 20.80 | 0.00% | market | 900.00% | -1.83% | -0.42% | -1.41% |
| DORM | 2012-02-21 | 2012-02-22 | 2012-03-07 | — | 22.83 | 22.83 | 0.00% | market | 15.79% | -3.74% | -0.42% | -3.32% |
| EXR | 2012-02-21 | 2012-02-22 | 2012-03-07 | — | 27.40 | 27.40 | 0.00% | market | 133.33% | -2.98% | -0.42% | -2.56% |
| AER | 2012-02-22 | 2012-02-23 | 2012-03-08 | — | 12.90 | 12.90 | 0.00% | market | 18.75% | -7.00% | 0.79% | -7.79% |
| GCO | 2012-03-02 | 2012-03-05 | 2012-03-19 | — | 73.68 | 73.68 | 0.00% | market | 17.96% | -0.33% | 2.74% | -3.07% |
| AAT | 2012-03-06 | 2012-03-07 | 2012-03-21 | — | 21.63 | 21.63 | 0.00% | market | 660.00% | 5.12% | 3.81% | 1.31% |
| AVD | 2012-03-06 | 2012-03-07 | 2012-03-21 | — | 17.61 | 17.61 | 0.00% | market | 35.29% | 14.89% | 3.81% | 11.08% |
| IRDM | 2012-03-06 | 2012-03-07 | 2012-03-21 | — | 8.25 | 8.25 | 0.00% | market | 22.22% | 11.17% | 3.81% | 7.36% |
| CPK | 2012-03-07 | 2012-03-08 | 2012-03-22 | — | 27.83 | 27.83 | 0.00% | market | 10.00% | -1.43% | 1.96% | -3.39% |
| CTAS | 2012-03-20 | 2012-03-21 | 2012-04-04 | — | 10.09 | 10.09 | 0.00% | market | 11.54% | -3.57% | -0.47% | -3.10% |
| ORCL | 2012-03-20 | 2012-03-21 | 2012-04-04 | — | 30.87 | 30.87 | 0.00% | market | 10.71% | -5.64% | -0.47% | -5.17% |
| DQ | 2012-03-21 | 2012-03-22 | 2012-04-05 | — | 2.51 | 2.51 | 0.00% | market | 66.67% | -18.43% | 0.44% | -18.86% |
| EPAC | 2012-03-21 | 2012-03-22 | 2012-04-05 | — | 29.38 | 29.38 | 0.00% | market | 13.16% | -2.14% | 0.44% | -2.58% |
| ACN | 2012-03-22 | 2012-03-23 | 2012-04-09 | — | 64.01 | 64.01 | 0.00% | market | 12.79% | -0.52% | -0.79% | 0.27% |
| BBBY | 2012-04-04 | 2012-04-05 | 2012-04-20 | — | 5.41 | 5.41 | 0.00% | market | 11.28% | 6.18% | -1.03% | 7.21% |
| RPM | 2012-04-05 | 2012-04-09 | 2012-04-23 | — | 25.81 | 25.81 | 0.00% | market | 400.00% | 0.33% | -0.90% | 1.22% |
| STZ | 2012-04-05 | 2012-04-09 | 2012-04-23 | — | 21.37 | 21.37 | 0.00% | market | 76.92% | -0.76% | -0.90% | 0.14% |
| WDFC | 2012-04-05 | 2012-04-09 | 2012-04-23 | — | 45.10 | 45.10 | 0.00% | market | 20.37% | -2.74% | -0.90% | -1.84% |
| GBX | 2012-04-09 | 2012-04-10 | 2012-04-24 | — | 18.10 | 18.10 | 0.00% | market | 21.28% | -6.79% | -0.46% | -6.32% |
| AAL | 2012-04-19 | 2012-04-20 | 2012-05-04 | — | 9.77 | 9.77 | 0.00% | market | 48.25% | 9.42% | -0.96% | 10.38% |
| AOS | 2012-04-20 | 2012-04-23 | 2012-05-07 | — | 11.90 | 11.90 | 0.00% | market | 13.33% | -2.54% | 0.41% | -2.95% |
| BPOP | 2012-04-20 | 2012-04-23 | 2012-05-07 | — | 18.30 | 18.30 | 0.00% | market | 51.52% | -5.56% | 0.41% | -5.97% |
| HLX | 2012-04-22 | 2012-04-23 | 2012-05-07 | — | 17.47 | 17.47 | 0.00% | market | 69.77% | 12.49% | 0.41% | 12.08% |
| ALGN | 2012-04-23 | 2012-04-24 | 2012-05-08 | — | 32.86 | 32.86 | 0.00% | market | 28.57% | -4.36% | -0.26% | -4.10% |
| ACIW | 2012-05-03 | 2012-05-04 | 2012-05-18 | — | 13.40 | 13.40 | 0.00% | market | 80.00% | -3.41% | -6.34% | 2.93% |
| ABR | 2012-05-04 | 2012-05-07 | 2012-05-21 | — | 5.87 | 5.87 | 0.00% | market | 105.41% | 2.11% | -3.33% | 5.44% |
| AES | 2012-05-04 | 2012-05-07 | 2012-05-21 | — | 12.00 | 12.00 | 0.00% | market | 37.04% | 1.82% | -3.33% | 5.14% |
| CHD | 2012-05-04 | 2012-05-07 | 2012-05-21 | — | 25.68 | 25.68 | 0.00% | market | 10.00% | 2.55% | -3.33% | 5.87% |
| ANDE | 2012-05-07 | 2012-05-08 | 2012-05-22 | — | 32.07 | 32.07 | 0.00% | market | 12.07% | -7.55% | -2.99% | -4.56% |
| AMAT | 2012-05-17 | 2012-05-18 | 2012-06-04 | — | 10.46 | 10.46 | 0.00% | market | 12.50% | -3.54% | -2.49% | -1.05% |
| CAL | 2012-05-18 | 2012-05-21 | 2012-06-05 | — | 10.85 | 10.85 | 0.00% | market | 155.56% | 5.80% | -0.84% | 6.64% |
| TSEM | 2012-05-18 | 2012-05-21 | 2012-06-05 | — | 13.35 | 13.35 | 0.00% | market | 400.00% | -14.02% | -0.84% | -13.18% |
| RYAAY | 2012-05-21 | 2012-05-22 | 2012-06-06 | — | 12.46 | 12.46 | 0.00% | market | 29.73% | -0.50% | -0.26% | -0.24% |
| URBN | 2012-05-21 | 2012-05-22 | 2012-06-06 | — | 26.17 | 26.17 | 0.00% | market | 15.00% | 5.33% | -0.26% | 5.58% |
| GHM | 2012-06-01 | 2012-06-04 | 2012-06-18 | — | 17.65 | 17.65 | 0.00% | market | 33.33% | 2.96% | 4.68% | -1.72% |
| NX | 2012-06-04 | 2012-06-05 | 2012-06-19 | — | 15.58 | 15.58 | 0.00% | market | 14.29% | 15.43% | 6.14% | 9.29% |
| GWRE | 2012-06-05 | 2012-06-06 | 2012-06-20 | — | 26.20 | 26.20 | 0.00% | market | 561.38% | 11.96% | 4.24% | 7.72% |
| HOV | 2012-06-06 | 2012-06-07 | 2012-06-21 | — | 50.75 | 50.75 | 0.00% | market | 106.22% | 22.56% | -0.77% | 23.33% |
| UHAL | 2012-06-06 | 2012-06-07 | 2012-06-21 | — | 9.46 | 9.46 | 0.00% | market | 330.00% | -7.15% | -0.77% | -6.38% |
| NGL | 2012-06-16 | 2012-06-18 | 2012-07-02 | — | 22.58 | 22.58 | 0.00% | market | 10.61% | -2.18% | 2.19% | -4.37% |
| CCL | 2012-06-22 | 2012-06-25 | 2012-07-10 | — | 33.37 | 33.37 | 0.00% | market | 150.00% | -1.39% | 1.58% | -2.97% |
| FUL | 2012-06-25 | 2012-06-26 | 2012-07-11 | — | 29.60 | 29.60 | 0.00% | market | 14.81% | 1.56% | 1.87% | -0.31% |
| AVAV | 2012-06-26 | 2012-06-27 | 2012-07-12 | — | 27.50 | 27.50 | 0.00% | market | 11.11% | -13.81% | 0.82% | -14.63% |
| CWST | 2012-06-27 | 2012-06-28 | 2012-07-13 | — | 5.35 | 5.35 | 0.00% | market | 18.92% | 2.14% | 2.62% | -0.47% |
| CSR | 2012-06-29 | 2012-07-02 | 2012-07-17 | — | 81.10 | 81.10 | 0.00% | market | 11.11% | 2.37% | -0.09% | 2.45% |
| HWM | 2012-07-09 | 2012-07-10 | 2012-07-24 | — | 18.23 | 18.23 | 0.00% | market | 20.00% | -9.17% | -1.53% | -7.64% |
| CBSH | 2012-07-12 | 2012-07-13 | 2012-07-27 | — | 19.99 | 19.99 | 0.00% | market | 11.90% | 0.45% | 3.60% | -3.15% |
| JPM | 2012-07-13 | 2012-07-16 | 2012-07-30 | — | 35.76 | 35.76 | 0.00% | market | 70.42% | 0.96% | 2.39% | -1.43% |
| C | 2012-07-16 | 2012-07-17 | 2012-07-31 | — | 27.13 | 27.13 | 0.00% | market | 12.36% | -0.10% | 1.28% | -1.38% |
| ELS | 2012-07-16 | 2012-07-17 | 2012-07-31 | — | 17.74 | 17.74 | 0.00% | market | 150.00% | 1.25% | 1.28% | -0.03% |
| BIDU | 2012-07-23 | 2012-07-24 | 2012-08-07 | — | 113.92 | 113.92 | 0.00% | market | 11.74% | 14.30% | 3.79% | 10.51% |
| ADC | 2012-07-26 | 2012-07-27 | 2012-08-10 | — | 23.70 | 23.70 | 0.00% | market | 42.86% | 1.38% | 2.89% | -1.51% |
| ARLP | 2012-07-27 | 2012-07-30 | 2012-08-13 | — | 29.72 | 29.72 | 0.00% | market | 13.58% | 9.19% | 1.62% | 7.56% |
| AEIS | 2012-07-30 | 2012-07-31 | 2012-08-14 | — | 11.77 | 11.77 | 0.00% | market | 38.46% | 15.02% | 1.66% | 13.36% |
| AFG | 2012-07-30 | 2012-07-31 | 2012-08-14 | — | 37.26 | 37.26 | 0.00% | market | 16.67% | -0.07% | 1.66% | -1.73% |
| AWR | 2012-08-06 | 2012-08-07 | 2012-08-21 | — | 20.92 | 20.92 | 0.00% | market | 25.00% | 5.68% | 1.13% | 4.56% |
| ACCO | 2012-08-09 | 2012-08-10 | 2012-08-24 | — | 7.28 | 7.28 | 0.00% | market | 30.00% | -6.69% | 1.05% | -7.74% |
| BBAR | 2012-08-10 | 2012-08-13 | 2012-08-27 | — | 3.84 | 3.84 | 0.00% | market | 36.67% | -7.65% | 0.67% | -8.32% |
| AMPY | 2012-08-13 | 2012-08-14 | 2012-08-28 | — | 65.45 | 65.45 | 0.00% | market | 233.33% | 3.08% | 0.08% | 3.00% |
| GSL | 2012-08-13 | 2012-08-14 | 2012-08-28 | — | 25.04 | 25.04 | 0.00% | market | 23.08% | 3.73% | 0.08% | 3.66% |
| FN | 2012-08-20 | 2012-08-21 | 2012-09-05 | — | 13.72 | 13.72 | 0.00% | market | 19.23% | -12.86% | -1.14% | -11.71% |
| MZTI | 2012-08-23 | 2012-08-24 | 2012-09-10 | — | 72.53 | 72.53 | 0.00% | market | 20.25% | 0.11% | 2.28% | -2.17% |
| CAL | 2012-08-28 | 2012-08-29 | 2012-09-13 | — | 14.15 | 14.15 | 0.00% | market | 433.33% | 10.71% | 3.58% | 7.13% |
| MOV | 2012-08-28 | 2012-08-29 | 2012-09-13 | — | 34.36 | 34.36 | 0.00% | market | 66.67% | 7.38% | 3.58% | 3.80% |
| SFL | 2012-08-28 | 2012-08-29 | 2012-09-13 | — | 16.19 | 16.19 | 0.00% | market | 121.05% | 8.36% | 3.58% | 4.78% |
| GWRE | 2012-09-04 | 2012-09-05 | 2012-09-19 | — | 32.94 | 32.94 | 0.00% | market | 163.16% | -5.05% | 3.98% | -9.02% |
| FIVE | 2012-09-10 | 2012-09-11 | 2012-09-25 | — | 33.00 | 33.00 | 0.00% | market | 424.93% | 17.45% | 0.35% | 17.10% |
| LRN | 2012-09-12 | 2012-09-13 | 2012-09-27 | — | 23.10 | 23.10 | 0.00% | market | 266.57% | -11.79% | 0.19% | -11.98% |
| AIR | 2012-09-19 | 2012-09-20 | 2012-10-04 | — | 17.72 | 17.72 | 0.00% | market | 15.38% | -5.63% | 0.07% | -5.70% |
| CAG | 2012-09-20 | 2012-09-21 | 2012-10-05 | — | 21.23 | 21.23 | 0.00% | market | 22.22% | 1.22% | -0.34% | 1.56% |
| KBH | 2012-09-21 | 2012-09-24 | 2012-10-08 | — | 15.07 | 15.07 | 0.00% | market | 125.00% | 0.17% | 0.34% | -0.17% |
| LEN | 2012-09-24 | 2012-09-25 | 2012-10-09 | — | 36.83 | 36.83 | 0.00% | market | 25.93% | -0.07% | -1.21% | 1.13% |
| PRGS | 2012-09-26 | 2012-09-27 | 2012-10-11 | — | 20.08 | 20.08 | 0.00% | market | 29.17% | -8.42% | -0.37% | -8.05% |
| STZ | 2012-10-05 | 2012-10-08 | 2012-10-22 | — | 36.36 | 36.36 | 0.00% | market | 31.48% | -2.36% | -1.50% | -0.85% |
| JPM | 2012-10-12 | 2012-10-15 | 2012-10-31 | — | 41.91 | 41.91 | 0.00% | market | 15.70% | -0.65% | -1.31% | 0.66% |
| C | 2012-10-15 | 2012-10-16 | 2012-11-01 | — | 36.41 | 36.41 | 0.00% | market | 10.42% | 4.13% | -1.33% | 5.46% |
| ICUI | 2012-10-15 | 2012-10-16 | 2012-11-01 | — | 60.68 | 60.68 | 0.00% | market | 20.59% | -1.98% | -1.33% | -0.65% |
| BANF | 2012-10-16 | 2012-10-17 | 2012-11-02 | — | 22.00 | 22.00 | 0.00% | market | 15.38% | -0.83% | -2.80% | 1.97% |
| EW | 2012-10-19 | 2012-10-22 | 2012-11-07 | — | 14.23 | 14.23 | 0.00% | market | 11.11% | 4.26% | -2.40% | 6.65% |
| AFG | 2012-10-29 | 2012-10-31 | 2012-11-14 | — | 38.92 | 38.92 | 0.00% | market | 36.67% | -4.06% | -4.17% | 0.12% |
| ALL | 2012-10-31 | 2012-11-01 | 2012-11-15 | — | 40.74 | 40.74 | 0.00% | market | 29.20% | -6.14% | -4.20% | -1.94% |
| AMT | 2012-10-31 | 2012-11-01 | 2012-11-15 | — | 75.17 | 75.17 | 0.00% | market | 52.63% | -3.85% | -4.20% | 0.35% |
| ACLS | 2012-11-01 | 2012-11-02 | 2012-11-16 | — | 3.72 | 3.72 | 0.00% | market | 12.50% | -8.40% | -5.09% | -3.31% |
| AAT | 2012-11-06 | 2012-11-07 | 2012-11-21 | — | 27.87 | 27.87 | 0.00% | market | 12.50% | -1.68% | -1.56% | -0.12% |
| CPRI | 2012-11-13 | 2012-11-14 | 2012-11-29 | — | 51.42 | 51.42 | 0.00% | market | 22.50% | 3.05% | 2.83% | 0.22% |
| ANF | 2012-11-14 | 2012-11-15 | 2012-11-30 | — | 41.80 | 41.80 | 0.00% | market | 47.46% | 9.68% | 4.54% | 5.15% |
| GSL | 2012-11-14 | 2012-11-15 | 2012-11-30 | — | 21.36 | 21.36 | 0.00% | market | 50.00% | 15.26% | 4.54% | 10.72% |
| AMAT | 2012-11-15 | 2012-11-16 | 2012-12-03 | — | 10.32 | 10.32 | 0.00% | market | 89.45% | 3.19% | 4.08% | -0.89% |
| CAL | 2012-11-20 | 2012-11-21 | 2012-12-06 | — | 16.82 | 16.82 | 0.00% | market | 30.43% | 13.28% | 1.92% | 11.36% |
| SMTC | 2012-11-28 | 2012-11-29 | 2012-12-13 | — | 28.41 | 28.41 | 0.00% | market | 23.26% | -1.37% | 0.45% | -1.82% |
| AVGO | 2012-11-29 | 2012-11-30 | 2012-12-14 | — | 3.46 | 3.46 | 0.00% | market | 14.29% | -10.22% | -0.03% | -10.19% |
| FIVE | 2012-11-29 | 2012-11-30 | 2012-12-14 | — | 34.27 | 34.27 | 0.00% | market | 130.77% | 0.72% | -0.03% | 0.75% |
| SBLK | 2012-11-30 | 2012-12-03 | 2012-12-17 | — | 34.10 | 34.10 | 0.00% | market | 18.60% | -12.12% | 0.68% | -12.80% |
| AMBA | 2012-12-05 | 2012-12-06 | 2012-12-20 | — | 9.04 | 9.04 | 0.00% | market | 19.23% | 10.52% | 2.65% | 7.87% |
| RH | 2012-12-12 | 2012-12-13 | 2012-12-28 | — | 33.50 | 33.50 | 0.00% | market | 75.00% | 1.06% | -2.36% | 3.43% |
| HOV | 2012-12-13 | 2012-12-14 | 2012-12-31 | — | 130.00 | 130.00 | 0.00% | market | 133.33% | 34.52% | 0.06% | 34.45% |
| BB | 2012-12-20 | 2012-12-21 | 2013-01-08 | — | 11.84 | 11.84 | 0.00% | market | 37.14% | 0.49% | 2.38% | -1.89% |
| CCL | 2012-12-20 | 2012-12-21 | 2013-01-08 | — | 37.50 | 37.50 | 0.00% | market | 18.18% | -1.43% | 2.38% | -3.81% |
| MCS | 2012-12-20 | 2012-12-21 | 2013-01-08 | — | 11.89 | 11.89 | 0.00% | market | 13.33% | 11.25% | 2.38% | 8.88% |
| UNF | 2013-01-03 | 2013-01-04 | 2013-01-18 | — | 82.61 | 82.61 | 0.00% | market | 15.79% | -1.19% | 1.62% | -2.81% |
| MOS | 2013-01-04 | 2013-01-07 | 2013-01-22 | — | 58.24 | 58.24 | 0.00% | market | 12.90% | 2.54% | 2.25% | 0.30% |
| CMC | 2013-01-07 | 2013-01-08 | 2013-01-23 | — | 16.01 | 16.01 | 0.00% | market | 64.71% | 3.71% | 2.51% | 1.20% |
| LNN | 2013-01-08 | 2013-01-09 | 2013-01-24 | — | 86.57 | 86.57 | 0.00% | market | 53.33% | 7.91% | 2.43% | 5.48% |
| WDFC | 2013-01-08 | 2013-01-09 | 2013-01-24 | — | 51.74 | 51.74 | 0.00% | market | 23.21% | 3.77% | 2.43% | 1.34% |
| BAC | 2013-01-17 | 2013-01-18 | 2013-02-04 | — | 11.26 | 11.26 | 0.00% | market | 34.71% | 1.85% | 1.06% | 0.79% |
| MS | 2013-01-18 | 2013-01-22 | 2013-02-05 | — | 22.13 | 22.13 | 0.00% | market | 66.67% | 5.64% | 1.83% | 3.81% |
| ALB | 2013-01-22 | 2013-01-23 | 2013-02-06 | — | 65.73 | 65.73 | 0.00% | market | 18.18% | -5.73% | 1.36% | -7.09% |
| CCI | 2013-01-23 | 2013-01-24 | 2013-02-07 | — | 74.91 | 74.91 | 0.00% | market | 57.14% | -6.23% | 1.21% | -7.44% |
| CMRE | 2013-01-23 | 2013-01-24 | 2013-02-07 | — | 11.50 | 11.50 | 0.00% | market | 10.34% | -2.01% | 1.21% | -3.23% |
| TDW | 2013-02-01 | 2013-02-04 | 2013-02-19 | — | 1,576.77 | 1,576.77 | 0.00% | market | 56.83% | 2.17% | 1.95% | 0.22% |
| AXS | 2013-02-04 | 2013-02-05 | 2013-02-20 | — | 39.01 | 39.01 | 0.00% | market | 80.34% | 3.72% | 0.66% | 3.06% |
| ACM | 2013-02-05 | 2013-02-06 | 2013-02-21 | — | 27.15 | 27.15 | 0.00% | market | 20.00% | 11.50% | -0.07% | 11.57% |
| AIN | 2013-02-06 | 2013-02-07 | 2013-02-22 | — | 25.19 | 25.19 | 0.00% | market | 16.13% | 13.60% | 0.45% | 13.15% |
| AIZ | 2013-02-06 | 2013-02-07 | 2013-02-22 | — | 39.82 | 39.82 | 0.00% | market | 121.88% | 4.47% | 0.45% | 4.02% |
| ABR | 2013-02-15 | 2013-02-19 | 2013-03-05 | — | 7.75 | 7.75 | 0.00% | market | 160.00% | 7.64% | 1.26% | 6.38% |
| AAT | 2013-02-19 | 2013-02-20 | 2013-03-06 | — | 30.00 | 30.00 | 0.00% | market | 11.76% | 4.23% | 0.89% | 3.35% |
| AER | 2013-02-20 | 2013-02-21 | 2013-03-07 | — | 15.56 | 15.56 | 0.00% | market | 32.56% | 2.21% | 2.53% | -0.32% |
| AGI | 2013-02-21 | 2013-02-22 | 2013-03-08 | — | 13.75 | 13.75 | 0.00% | market | 14.29% | 1.65% | 2.84% | -1.19% |
| AIG | 2013-02-21 | 2013-02-22 | 2013-03-08 | — | 39.29 | 39.29 | 0.00% | market | 350.00% | 0.64% | 2.84% | -2.20% |
| ABM | 2013-03-04 | 2013-03-05 | 2013-03-19 | — | 23.23 | 23.23 | 0.00% | market | 18.18% | -5.35% | 0.62% | -5.97% |
| AMPY | 2013-03-05 | 2013-03-06 | 2013-03-20 | — | 61.47 | 61.47 | 0.00% | market | 1433.33% | 14.75% | 0.55% | 14.20% |
| ALG | 2013-03-06 | 2013-03-07 | 2013-03-21 | — | 37.59 | 37.59 | 0.00% | market | 33.33% | 5.67% | -0.22% | 5.89% |
| AMBA | 2013-03-07 | 2013-03-08 | 2013-03-22 | — | 13.45 | 13.45 | 0.00% | market | 38.46% | -4.19% | 0.09% | -4.28% |
| CIEN | 2013-03-07 | 2013-03-08 | 2013-03-22 | — | 17.70 | 17.70 | 0.00% | market | 192.31% | -11.06% | 0.09% | -11.15% |
| AGM | 2013-03-18 | 2013-03-19 | 2013-04-03 | — | 32.69 | 32.69 | 0.00% | market | 12.96% | -7.72% | -0.05% | -7.67% |
| ADBE | 2013-03-19 | 2013-03-20 | 2013-04-04 | — | 42.70 | 42.70 | 0.00% | market | 12.90% | 3.44% | 0.22% | 3.22% |
| FSM | 2013-03-20 | 2013-03-21 | 2013-04-05 | — | 4.38 | 4.38 | 0.00% | market | 40.00% | -9.92% | 0.26% | -10.18% |
| KBH | 2013-03-21 | 2013-03-22 | 2013-04-08 | — | 22.12 | 22.12 | 0.00% | market | 27.27% | 0.22% | 0.88% | -0.66% |
| MOV | 2013-03-21 | 2013-03-22 | 2013-04-08 | — | 33.18 | 33.18 | 0.00% | market | 70.83% | -3.63% | 0.88% | -4.50% |
| GBX | 2013-04-04 | 2013-04-05 | 2013-04-19 | — | 20.50 | 20.50 | 0.00% | market | 21.62% | 9.66% | 0.99% | 8.66% |
| RPM | 2013-04-04 | 2013-04-05 | 2013-04-19 | — | 29.98 | 29.98 | 0.00% | market | 16.67% | 2.50% | 0.99% | 1.51% |
| WDFC | 2013-04-04 | 2013-04-05 | 2013-04-19 | — | 54.95 | 54.95 | 0.00% | market | 17.86% | -2.21% | 0.99% | -3.20% |
| HWM | 2013-04-08 | 2013-04-09 | 2013-04-23 | — | 17.33 | 17.33 | 0.00% | market | 43.48% | -2.27% | 0.82% | -3.09% |
| AGX | 2013-04-10 | 2013-04-11 | 2013-04-25 | — | 15.29 | 15.29 | 0.00% | market | 15.00% | 15.66% | -0.11% | 15.78% |
| AAL | 2013-04-18 | 2013-04-19 | 2013-05-03 | — | 16.10 | 16.10 | 0.00% | market | 122.22% | 5.61% | 4.45% | 1.17% |
| ALGN | 2013-04-18 | 2013-04-19 | 2013-05-03 | — | 29.56 | 29.56 | 0.00% | market | 13.04% | 10.18% | 4.45% | 5.74% |
| AMD | 2013-04-18 | 2013-04-19 | 2013-05-03 | — | 2.44 | 2.44 | 0.00% | market | 23.53% | 47.44% | 4.45% | 42.99% |
| BCC | 2013-04-22 | 2013-04-23 | 2013-05-07 | — | 32.37 | 32.37 | 0.00% | market | 146.15% | -6.83% | 3.60% | -10.43% |
| ABG | 2013-04-24 | 2013-04-25 | 2013-05-09 | — | 39.60 | 39.60 | 0.00% | market | 14.93% | 5.35% | 2.87% | 2.49% |
| ADUS | 2013-05-02 | 2013-05-03 | 2013-05-17 | — | 12.71 | 12.71 | 0.00% | market | 42.86% | 20.83% | 3.60% | 17.23% |
| AIG | 2013-05-02 | 2013-05-03 | 2013-05-17 | — | 43.63 | 43.63 | 0.00% | market | 54.02% | 3.57% | 3.60% | -0.03% |
| AMN | 2013-05-02 | 2013-05-03 | 2013-05-17 | — | 13.50 | 13.50 | 0.00% | market | 23.08% | 5.23% | 3.60% | 1.63% |
| ALNY | 2013-05-06 | 2013-05-07 | 2013-05-21 | — | 24.31 | 24.31 | 0.00% | market | 67.74% | 15.20% | 3.11% | 12.09% |
| AFG | 2013-05-08 | 2013-05-09 | 2013-05-23 | — | 48.97 | 48.97 | 0.00% | market | 10.84% | -0.96% | 1.34% | -2.29% |
| AMAT | 2013-05-16 | 2013-05-17 | 2013-06-03 | — | 14.56 | 14.56 | 0.00% | market | 23.08% | 5.88% | -0.96% | 6.84% |
| CAE | 2013-05-16 | 2013-05-17 | 2013-06-03 | — | 10.81 | 10.81 | 0.00% | market | 10.53% | -4.08% | -0.96% | -3.11% |
| CIG | 2013-05-16 | 2013-05-17 | 2013-06-03 | — | 6.41 | 6.41 | 0.00% | market | 111.11% | -2.13% | -0.96% | -1.16% |
| CPB | 2013-05-20 | 2013-05-21 | 2013-06-05 | — | 45.86 | 45.86 | 0.00% | market | 10.71% | -6.53% | -3.48% | -3.06% |
| REX | 2013-05-22 | 2013-05-23 | 2013-06-07 | — | 4.05 | 4.05 | 0.00% | market | 1476.58% | 20.64% | 0.39% | 20.25% |
| GCO | 2013-05-31 | 2013-06-03 | 2013-06-17 | — | 67.51 | 67.51 | 0.00% | market | 10.59% | 3.60% | 0.37% | 3.23% |
| GHM | 2013-05-31 | 2013-06-03 | 2013-06-17 | — | 27.73 | 27.73 | 0.00% | market | 32.26% | -3.20% | 0.37% | -3.57% |
| LDOS | 2013-06-03 | 2013-06-04 | 2013-06-18 | — | 39.53 | 39.53 | 0.00% | market | 13.73% | -5.18% | 0.79% | -5.98% |
| AMBA | 2013-06-04 | 2013-06-05 | 2013-06-19 | — | 17.35 | 17.35 | 0.00% | market | 40.00% | 4.57% | 0.22% | 4.35% |
| CIEN | 2013-06-06 | 2013-06-07 | 2013-06-21 | — | 19.12 | 19.12 | 0.00% | market | 309.00% | 3.40% | -2.92% | 6.32% |
| MU | 2013-06-19 | 2013-06-20 | 2013-07-05 | — | 13.48 | 13.48 | 0.00% | market | 72.34% | 6.06% | 0.72% | 5.34% |
| MEI | 2013-06-20 | 2013-06-21 | 2013-07-08 | — | 15.03 | 15.03 | 0.00% | market | 60.00% | 20.19% | 2.70% | 17.49% |
| KMX | 2013-06-21 | 2013-06-24 | 2013-07-09 | — | 44.00 | 44.00 | 0.00% | market | 10.34% | 10.51% | 4.90% | 5.61% |
| AVAV | 2013-06-25 | 2013-06-26 | 2013-07-11 | — | 20.45 | 20.45 | 0.00% | market | 55.56% | 2.54% | 4.74% | -2.19% |
| CCL | 2013-06-25 | 2013-06-26 | 2013-07-11 | — | 34.88 | 34.88 | 0.00% | market | 50.00% | 3.20% | 4.74% | -1.54% |
| HWM | 2013-07-08 | 2013-07-09 | 2013-07-23 | — | 16.74 | 16.74 | 0.00% | market | 10.53% | 1.78% | 2.52% | -0.74% |
| WDFC | 2013-07-08 | 2013-07-09 | 2013-07-23 | — | 62.66 | 62.66 | 0.00% | market | 17.86% | -7.60% | 2.52% | -10.12% |
| FC | 2013-07-09 | 2013-07-10 | 2013-07-24 | — | 14.74 | 14.74 | 0.00% | market | 18.18% | 8.45% | 2.15% | 6.30% |
| JPM | 2013-07-12 | 2013-07-15 | 2013-07-29 | — | 55.49 | 55.49 | 0.00% | market | 10.34% | 0.26% | 0.37% | -0.11% |
| CUBI | 2013-07-15 | 2013-07-16 | 2013-07-30 | — | 16.03 | 16.03 | 0.00% | market | 12.90% | -5.89% | 0.20% | -6.08% |
| ASR | 2013-07-22 | 2013-07-23 | 2013-08-06 | — | 114.26 | 114.26 | 0.00% | market | 21.90% | 7.36% | -0.04% | 7.40% |
| AUB | 2013-07-22 | 2013-07-23 | 2013-08-06 | — | 22.88 | 22.88 | 0.00% | market | 10.53% | -3.33% | -0.04% | -3.29% |
| ABG | 2013-07-23 | 2013-07-24 | 2013-08-07 | — | 47.23 | 47.23 | 0.00% | market | 20.99% | 7.08% | -0.36% | 7.44% |
| ARLP | 2013-07-26 | 2013-07-29 | 2013-08-12 | — | 38.10 | 38.10 | 0.00% | market | 24.05% | -2.36% | 0.25% | -2.61% |
| AEIS | 2013-07-29 | 2013-07-30 | 2013-08-13 | — | 22.89 | 22.89 | 0.00% | market | 105.88% | -9.89% | 0.30% | -10.19% |
| DCO | 2013-08-05 | 2013-08-06 | 2013-08-20 | — | 23.08 | 23.08 | 0.00% | market | 27.50% | 14.93% | -2.81% | 17.75% |
| EBS | 2013-08-05 | 2013-08-06 | 2013-08-20 | — | 18.10 | 18.10 | 0.00% | market | 38.10% | -2.70% | -2.81% | 0.11% |
| AROC | 2013-08-06 | 2013-08-07 | 2013-08-21 | — | 18.00 | 18.00 | 0.00% | market | 210.00% | -7.77% | -2.74% | -5.03% |
| FSS | 2013-08-09 | 2013-08-12 | 2013-08-26 | — | 10.31 | 10.31 | 0.00% | market | 64.29% | 13.67% | -1.46% | 15.13% |
| BLFS | 2013-08-12 | 2013-08-13 | 2013-08-27 | — | 7.14 | 7.14 | 0.00% | market | 59.68% | 35.19% | -3.59% | 38.78% |
| LITB | 2013-08-19 | 2013-08-20 | 2013-09-04 | — | 69.48 | 69.48 | 0.00% | market | 66.67% | -14.52% | 0.43% | -14.95% |
| BBY | 2013-08-20 | 2013-08-21 | 2013-09-05 | — | 34.66 | 34.66 | 0.00% | market | 166.67% | 8.07% | 0.51% | 7.56% |
| LZB | 2013-08-20 | 2013-08-21 | 2013-09-05 | — | 21.23 | 21.23 | 0.00% | market | 20.00% | 1.83% | 0.51% | 1.32% |
| KNOP | 2013-08-26 | 2013-08-27 | 2013-09-11 | — | 24.26 | 24.26 | 0.00% | market | 119.05% | -0.14% | 3.07% | -3.21% |
| AVGO | 2013-08-27 | 2013-08-28 | 2013-09-12 | — | 3.89 | 3.89 | 0.00% | market | 16.67% | 0.16% | 3.49% | -3.33% |
| GWRE | 2013-09-03 | 2013-09-04 | 2013-09-18 | — | 43.85 | 43.85 | 0.00% | market | 78.57% | 10.41% | 5.24% | 5.17% |
| CIEN | 2013-09-04 | 2013-09-05 | 2013-09-19 | — | 23.59 | 23.59 | 0.00% | market | 35.29% | 9.19% | 4.17% | 5.02% |
| NX | 2013-09-04 | 2013-09-05 | 2013-09-19 | — | 17.62 | 17.62 | 0.00% | market | 18.18% | 9.66% | 4.17% | 5.50% |
| RH | 2013-09-10 | 2013-09-11 | 2013-09-25 | — | 73.62 | 73.62 | 0.00% | market | 16.67% | -11.46% | 0.24% | -11.69% |
| LULU | 2013-09-12 | 2013-09-13 | 2013-09-27 | — | 66.74 | 66.74 | 0.00% | market | 11.43% | 7.81% | -0.13% | 7.94% |
| MANU | 2013-09-18 | 2013-09-19 | 2013-10-03 | — | 17.49 | 17.49 | 0.00% | market | 199.30% | -2.67% | -3.40% | 0.73% |
| MLKN | 2013-09-18 | 2013-09-19 | 2013-10-03 | — | 26.62 | 26.62 | 0.00% | market | 13.16% | 7.19% | -3.40% | 10.59% |
| KBH | 2013-09-24 | 2013-09-25 | 2013-10-09 | — | 18.00 | 18.00 | 0.00% | market | 42.86% | -9.16% | -2.38% | -6.77% |
| LEN | 2013-09-24 | 2013-09-25 | 2013-10-09 | — | 36.30 | 36.30 | 0.00% | market | 20.00% | -8.14% | -2.38% | -5.76% |
| NKE | 2013-09-26 | 2013-09-27 | 2013-10-11 | — | 37.41 | 37.41 | 0.00% | market | 10.26% | -1.92% | 0.84% | -2.76% |
| HWM | 2013-10-08 | 2013-10-09 | 2013-10-23 | — | 17.18 | 17.18 | 0.00% | market | 106.25% | 13.36% | 5.29% | 8.07% |
| MG | 2013-10-08 | 2013-10-09 | 2013-10-23 | — | 19.36 | 19.36 | 0.00% | market | 25.00% | -0.90% | 5.29% | -6.19% |
| WWW | 2013-10-08 | 2013-10-09 | 2013-10-23 | — | 29.50 | 29.50 | 0.00% | market | 13.73% | -1.73% | 5.29% | -7.02% |
| VAC | 2013-10-10 | 2013-10-11 | 2013-10-25 | — | 47.08 | 47.08 | 0.00% | market | 84.62% | 6.36% | 4.17% | 2.19% |
| JPM | 2013-10-11 | 2013-10-14 | 2013-10-28 | — | 51.94 | 51.94 | 0.00% | market | 11.81% | 1.32% | 4.15% | -2.82% |
| BKU | 2013-10-22 | 2013-10-23 | 2013-11-06 | — | 32.50 | 32.50 | 0.00% | market | 13.04% | -5.15% | 1.35% | -6.50% |
| CB | 2013-10-22 | 2013-10-23 | 2013-11-06 | — | 95.33 | 95.33 | 0.00% | market | 11.66% | 2.47% | 1.35% | 1.12% |
| FCX | 2013-10-22 | 2013-10-23 | 2013-11-06 | — | 35.96 | 35.96 | 0.00% | market | 25.81% | 3.01% | 1.35% | 1.66% |
| BC | 2013-10-24 | 2013-10-25 | 2013-11-08 | — | 45.10 | 45.10 | 0.00% | market | 13.46% | -0.23% | 1.01% | -1.25% |
| GHM | 2013-10-25 | 2013-10-28 | 2013-11-11 | — | 38.75 | 38.75 | 0.00% | market | 23.81% | -6.60% | 0.81% | -7.42% |
| ACR | 2013-11-05 | 2013-11-06 | 2013-11-20 | — | 40.27 | 40.27 | 0.00% | market | 12.50% | -4.36% | 0.81% | -5.18% |
| ARCC | 2013-11-05 | 2013-11-06 | 2013-11-20 | — | 17.64 | 17.64 | 0.00% | market | 20.51% | 1.71% | 0.81% | 0.90% |
| AROC | 2013-11-05 | 2013-11-06 | 2013-11-20 | — | 19.34 | 19.34 | 0.00% | market | 61.90% | 3.93% | 0.81% | 3.12% |
| AES | 2013-11-07 | 2013-11-08 | 2013-11-22 | — | 13.74 | 13.74 | 0.00% | market | 14.71% | 6.30% | 3.40% | 2.91% |
| BBAR | 2013-11-08 | 2013-11-11 | 2013-11-25 | — | 6.91 | 6.91 | 0.00% | market | 47.37% | 22.04% | 1.98% | 20.06% |
| BBY | 2013-11-19 | 2013-11-20 | 2013-12-05 | — | 39.01 | 39.01 | 0.00% | market | 50.00% | 6.54% | -0.25% | 6.79% |
| DSX | 2013-11-19 | 2013-11-20 | 2013-12-05 | — | 10.94 | 10.94 | 0.00% | market | 33.33% | 6.66% | -0.25% | 6.92% |
| LZB | 2013-11-19 | 2013-11-20 | 2013-12-05 | — | 26.57 | 26.57 | 0.00% | market | 19.23% | 8.26% | -0.25% | 8.51% |
| ANF | 2013-11-21 | 2013-11-22 | 2013-12-09 | — | 34.68 | 34.68 | 0.00% | market | 18.18% | -1.77% | 0.79% | -2.56% |
| TEN | 2013-11-22 | 2013-11-25 | 2013-12-10 | — | 23.00 | 23.00 | 0.00% | market | 66.67% | 9.25% | -0.21% | 9.46% |
| AVGO | 2013-12-04 | 2013-12-05 | 2013-12-19 | — | 4.55 | 4.55 | 0.00% | market | 12.50% | 12.87% | 1.16% | 11.71% |
| KFY | 2013-12-04 | 2013-12-05 | 2013-12-19 | — | 24.20 | 24.20 | 0.00% | market | 20.59% | 5.52% | 1.16% | 4.36% |
| AGX | 2013-12-05 | 2013-12-06 | 2013-12-20 | — | 22.50 | 22.50 | 0.00% | market | 16.90% | 19.14% | 0.49% | 18.65% |
| CSR | 2013-12-10 | 2013-12-11 | 2013-12-26 | — | 89.30 | 89.30 | 0.00% | market | 140.00% | -1.78% | 1.68% | -3.46% |
| LDOS | 2013-12-10 | 2013-12-11 | 2013-12-26 | — | 42.15 | 42.15 | 0.00% | market | 64.29% | 9.60% | 1.68% | 7.92% |
| DLNG | 2013-12-18 | 2013-12-19 | 2014-01-06 | — | 20.30 | 20.30 | 0.00% | market | 139.39% | 7.44% | 0.65% | 6.79% |
| NX | 2013-12-18 | 2013-12-19 | 2014-01-06 | — | 18.02 | 18.02 | 0.00% | market | 64.71% | 8.67% | 0.65% | 8.02% |
| CAG | 2013-12-19 | 2013-12-20 | 2014-01-07 | — | 25.89 | 25.89 | 0.00% | market | 12.73% | 1.21% | 1.54% | -0.33% |
| CMC | 2014-01-07 | 2014-01-08 | 2014-01-23 | — | 20.01 | 20.01 | 0.00% | market | 28.57% | 0.40% | -0.36% | 0.76% |
| MU | 2014-01-07 | 2014-01-08 | 2014-01-23 | — | 24.20 | 24.20 | 0.00% | market | 79.07% | -2.41% | -0.36% | -2.05% |
| AYI | 2014-01-09 | 2014-01-10 | 2014-01-27 | — | 128.22 | 128.22 | 0.00% | market | 14.29% | -2.32% | -3.23% | 0.91% |
| STZ | 2014-01-09 | 2014-01-10 | 2014-01-27 | — | 77.60 | 77.60 | 0.00% | market | 20.88% | -2.46% | -3.23% | 0.77% |
| INFY | 2014-01-10 | 2014-01-13 | 2014-01-28 | — | 7.50 | 7.50 | 0.00% | market | 11.11% | -3.30% | -2.50% | -0.80% |
| ASML | 2014-01-22 | 2014-01-23 | 2014-02-06 | — | 90.17 | 90.17 | 0.00% | market | 15.87% | -3.79% | -3.21% | -0.58% |
| ATI | 2014-01-22 | 2014-01-23 | 2014-02-06 | — | 32.40 | 32.40 | 0.00% | market | 60.00% | -5.07% | -3.21% | -1.86% |
| BMY | 2014-01-24 | 2014-01-27 | 2014-02-10 | — | 51.08 | 51.08 | 0.00% | market | 18.60% | 1.94% | 0.53% | 1.41% |
| NWBI | 2014-01-24 | 2014-01-27 | 2014-02-10 | — | 14.75 | 14.75 | 0.00% | market | 29.41% | -5.66% | 0.53% | -6.19% |
| CAT | 2014-01-27 | 2014-01-28 | 2014-02-11 | — | 91.40 | 91.40 | 0.00% | market | 23.44% | 3.79% | 2.16% | 1.64% |
| ALL | 2014-02-05 | 2014-02-06 | 2014-02-21 | — | 50.87 | 50.87 | 0.00% | market | 23.19% | 5.78% | 4.73% | 1.04% |
| BKD | 2014-02-05 | 2014-02-06 | 2014-02-21 | — | 28.25 | 28.25 | 0.00% | market | 146.66% | 8.04% | 4.73% | 3.31% |
| APO | 2014-02-07 | 2014-02-10 | 2014-02-25 | — | 32.74 | 32.74 | 0.00% | market | 29.27% | -3.49% | 2.86% | -6.35% |
| DCH | 2014-02-07 | 2014-02-10 | 2014-02-25 | — | 19.40 | 19.40 | 0.00% | market | 39.22% | -0.92% | 2.86% | -3.79% |
| AMKR | 2014-02-10 | 2014-02-11 | 2014-02-26 | — | 5.10 | 5.10 | 0.00% | market | 28.57% | 13.43% | 2.60% | 10.83% |
| BLDR | 2014-02-20 | 2014-02-21 | 2014-03-07 | — | 8.24 | 8.24 | 0.00% | market | 79.96% | 4.27% | 2.07% | 2.20% |
| BXC | 2014-02-20 | 2014-02-21 | 2014-03-07 | — | 15.90 | 15.90 | 0.00% | market | 38.46% | -8.91% | 2.07% | -10.97% |
| ASR | 2014-02-24 | 2014-02-25 | 2014-03-11 | — | 108.22 | 108.22 | 0.00% | market | 49.09% | 6.27% | 1.17% | 5.09% |
| ATHM | 2014-02-24 | 2014-02-25 | 2014-03-11 | — | 35.20 | 35.20 | 0.00% | market | 23.82% | 19.08% | 1.17% | 17.90% |
| AMC | 2014-02-25 | 2014-02-26 | 2014-03-12 | — | 227.50 | 227.50 | 0.00% | market | 22.22% | 2.27% | 1.17% | 1.10% |
| AMBA | 2014-03-06 | 2014-03-07 | 2014-03-21 | — | 33.16 | 33.16 | 0.00% | market | 30.00% | -16.02% | -1.46% | -14.56% |
| CECO | 2014-03-06 | 2014-03-07 | 2014-03-21 | — | 7.20 | 7.20 | 0.00% | market | 30.00% | 0.59% | -1.46% | 2.06% |
| PLOW | 2014-03-10 | 2014-03-11 | 2014-03-25 | — | 17.38 | 17.38 | 0.00% | market | 52.00% | -1.02% | -1.13% | 0.11% |
| AMPY | 2014-03-11 | 2014-03-12 | 2014-03-26 | — | 43.61 | 43.61 | 0.00% | market | 42.86% | -4.48% | -0.72% | -3.76% |
| HTHT | 2014-03-11 | 2014-03-12 | 2014-03-26 | — | 6.75 | 6.75 | 0.00% | market | 33.33% | -14.47% | -0.72% | -13.75% |
| CIM | 2014-03-20 | 2014-03-21 | 2014-04-04 | — | 46.95 | 46.95 | 0.00% | market | 158.62% | -2.66% | -0.70% | -1.96% |
| CSTM | 2014-03-20 | 2014-03-21 | 2014-04-04 | — | 27.94 | 27.94 | 0.00% | market | 30.96% | 6.38% | -0.70% | 7.08% |
| CCL | 2014-03-25 | 2014-03-26 | 2014-04-09 | — | 37.90 | 37.90 | 0.00% | market | 67.79% | 0.37% | 0.03% | 0.35% |
| CHMI | 2014-03-25 | 2014-03-26 | 2014-04-09 | — | 18.76 | 18.76 | 0.00% | market | 23.53% | -0.53% | 0.03% | -0.55% |
| MOV | 2014-03-26 | 2014-03-27 | 2014-04-10 | — | 46.30 | 46.30 | 0.00% | market | 48.39% | -11.55% | -0.86% | -10.69% |
| MU | 2014-04-03 | 2014-04-04 | 2014-04-21 | — | 24.79 | 24.79 | 0.00% | market | 11.84% | 2.04% | -1.38% | 3.42% |
| RPM | 2014-04-03 | 2014-04-04 | 2014-04-21 | — | 44.67 | 44.67 | 0.00% | market | 33.33% | -3.84% | -1.38% | -2.46% |
| HWM | 2014-04-08 | 2014-04-09 | 2014-04-24 | — | 27.65 | 27.65 | 0.00% | market | 80.00% | 3.80% | 1.20% | 2.60% |
| C | 2014-04-14 | 2014-04-15 | 2014-04-30 | — | 47.96 | 47.96 | 0.00% | market | 14.04% | -0.20% | 2.72% | -2.93% |
| IBKR | 2014-04-15 | 2014-04-16 | 2014-05-01 | — | 5.73 | 5.73 | 0.00% | market | 28.57% | 3.91% | 1.54% | 2.37% |
| BANF | 2014-04-17 | 2014-04-21 | 2014-05-05 | — | 29.19 | 29.19 | 0.00% | market | 14.63% | 0.07% | 1.06% | -0.99% |
| BX | 2014-04-17 | 2014-04-21 | 2014-05-05 | — | 31.08 | 31.08 | 0.00% | market | 25.00% | -7.05% | 1.06% | -8.11% |
| AAPL | 2014-04-23 | 2014-04-24 | 2014-05-08 | — | 20.29 | 20.29 | 0.00% | market | 13.89% | 3.40% | -0.37% | 3.77% |
| AGCO | 2014-04-29 | 2014-04-30 | 2014-05-14 | — | 55.35 | 55.35 | 0.00% | market | 35.53% | -1.64% | 0.86% | -2.50% |
| ACCO | 2014-04-30 | 2014-05-01 | 2014-05-15 | — | 6.09 | 6.09 | 0.00% | market | 16.67% | -2.73% | -0.44% | -2.29% |
| BEP | 2014-05-02 | 2014-05-05 | 2014-05-19 | — | 15.83 | 15.83 | 0.00% | market | 46.15% | 0.53% | 0.85% | -0.32% |
| EL | 2014-05-02 | 2014-05-05 | 2014-05-19 | — | 74.75 | 74.75 | 0.00% | market | 16.36% | -1.08% | 0.85% | -1.93% |
| AGO | 2014-05-07 | 2014-05-08 | 2014-05-22 | — | 24.26 | 24.26 | 0.00% | market | 14.29% | 2.13% | 1.00% | 1.12% |
| HTHT | 2014-05-13 | 2014-05-14 | 2014-05-29 | — | 5.34 | 5.34 | 0.00% | market | 89.18% | 14.69% | 1.36% | 13.33% |
| AGRO | 2014-05-14 | 2014-05-15 | 2014-05-30 | — | 9.06 | 9.06 | 0.00% | market | 100.00% | 0.34% | 2.12% | -1.78% |
| BH | 2014-05-16 | 2014-05-19 | 2014-06-03 | — | 257.42 | 257.42 | 0.00% | market | 14.00% | 1.15% | 2.72% | -1.58% |
| AU | 2014-05-19 | 2014-05-20 | 2014-06-04 | — | 16.74 | 16.74 | 0.00% | market | 61.11% | -7.99% | 2.41% | -10.39% |
| MMYT | 2014-05-21 | 2014-05-22 | 2014-06-06 | — | 25.39 | 25.39 | 0.00% | market | 85.71% | 2.22% | 3.28% | -1.05% |
| CAL | 2014-05-28 | 2014-05-29 | 2014-06-12 | — | 29.51 | 29.51 | 0.00% | market | 12.90% | -6.37% | 0.90% | -7.27% |
| AVGO | 2014-05-29 | 2014-05-30 | 2014-06-13 | — | 7.19 | 7.19 | 0.00% | market | 12.50% | -0.80% | 1.01% | -1.80% |
| GWRE | 2014-06-02 | 2014-06-03 | 2014-06-17 | — | 36.99 | 36.99 | 0.00% | market | 340.00% | 6.93% | 1.25% | 5.68% |
| AMBA | 2014-06-03 | 2014-06-04 | 2014-06-18 | — | 25.56 | 25.56 | 0.00% | market | 13.64% | 13.08% | 1.97% | 11.12% |
| AGX | 2014-06-05 | 2014-06-06 | 2014-06-20 | — | 34.30 | 34.30 | 0.00% | market | 50.00% | -0.01% | 0.55% | -0.56% |
| RH | 2014-06-11 | 2014-06-12 | 2014-06-26 | — | 83.70 | 83.70 | 0.00% | market | 80.00% | 8.91% | 0.39% | 8.52% |
| KFY | 2014-06-16 | 2014-06-17 | 2014-07-01 | — | 30.46 | 30.46 | 0.00% | market | 10.26% | -1.48% | 1.55% | -3.03% |
| ADBE | 2014-06-17 | 2014-06-18 | 2014-07-02 | — | 73.82 | 73.82 | 0.00% | market | 27.59% | -1.54% | 1.23% | -2.77% |
| WLY | 2014-06-17 | 2014-06-18 | 2014-07-02 | — | 59.95 | 59.95 | 0.00% | market | 13.24% | 1.82% | 1.23% | 0.59% |
| BB | 2014-06-19 | 2014-06-20 | 2014-07-07 | — | 9.20 | 9.20 | 0.00% | market | 57.69% | 21.75% | 0.75% | 20.99% |
| LEN | 2014-06-26 | 2014-06-27 | 2014-07-14 | — | 41.29 | 41.29 | 0.00% | market | 19.61% | -3.10% | 1.34% | -4.45% |
| APPS | 2014-06-30 | 2014-07-01 | 2014-07-16 | — | 3.95 | 3.95 | 0.00% | market | 36.36% | -2.13% | 0.90% | -3.02% |
| PKE | 2014-07-01 | 2014-07-02 | 2014-07-17 | — | 29.21 | 29.21 | 0.00% | market | 20.59% | 1.95% | -0.68% | 2.63% |
| GBX | 2014-07-02 | 2014-07-03 | 2014-07-18 | — | 65.28 | 65.28 | 0.00% | market | 39.19% | 0.76% | -0.04% | 0.80% |
| AVAV | 2014-07-08 | 2014-07-09 | 2014-07-23 | — | 32.99 | 32.99 | 0.00% | market | 59.09% | 2.26% | 0.97% | 1.29% |
| C | 2014-07-14 | 2014-07-15 | 2014-07-29 | — | 48.82 | 48.82 | 0.00% | market | 17.59% | 1.13% | -0.39% | 1.52% |
| GS | 2014-07-15 | 2014-07-16 | 2014-07-30 | — | 169.20 | 169.20 | 0.00% | market | 34.43% | 3.78% | -0.57% | 4.35% |
| ASML | 2014-07-16 | 2014-07-17 | 2014-07-31 | — | 86.86 | 86.86 | 0.00% | market | 20.39% | 8.30% | -2.16% | 10.46% |
| BX | 2014-07-17 | 2014-07-18 | 2014-08-01 | — | 34.13 | 34.13 | 0.00% | market | 64.29% | -6.90% | -1.96% | -4.94% |
| AOS | 2014-07-22 | 2014-07-23 | 2014-08-06 | — | 25.24 | 25.24 | 0.00% | market | 10.00% | -6.36% | -3.24% | -3.12% |
| AFG | 2014-07-28 | 2014-07-29 | 2014-08-12 | — | 58.40 | 58.40 | 0.00% | market | 11.46% | -2.50% | -2.34% | -0.16% |
| AJG | 2014-07-29 | 2014-07-30 | 2014-08-13 | — | 45.50 | 45.50 | 0.00% | market | 11.11% | 0.14% | -1.42% | 1.56% |
| ACCO | 2014-07-30 | 2014-07-31 | 2014-08-14 | — | 6.51 | 6.51 | 0.00% | market | 18.75% | 7.43% | 0.08% | 7.35% |
| ACGL | 2014-07-31 | 2014-08-01 | 2014-08-15 | — | 18.30 | 18.30 | 0.00% | market | 18.18% | 1.21% | 1.64% | -0.43% |
| AMPY | 2014-08-05 | 2014-08-06 | 2014-08-20 | — | 49.42 | 49.42 | 0.00% | market | 201.37% | 14.69% | 4.09% | 10.60% |
| ADMA | 2014-08-11 | 2014-08-12 | 2014-08-26 | — | 9.80 | 9.80 | 0.00% | market | 17.31% | -4.69% | 3.47% | -8.16% |
| AAOI | 2014-08-12 | 2014-08-13 | 2014-08-27 | — | 18.49 | 18.49 | 0.00% | market | 66.67% | 14.56% | 3.07% | 11.49% |
| CTRE | 2014-08-13 | 2014-08-14 | 2014-08-28 | — | 16.00 | 16.00 | 0.00% | market | 233.33% | 9.96% | 2.55% | 7.41% |
| ADSK | 2014-08-14 | 2014-08-15 | 2014-08-29 | — | 58.44 | 58.44 | 0.00% | market | 25.00% | -8.31% | 2.16% | -10.47% |
| SBLK | 2014-08-20 | 2014-08-21 | 2014-09-05 | — | 70.00 | 70.00 | 0.00% | market | 600.00% | 4.76% | 1.01% | 3.74% |
| BBY | 2014-08-26 | 2014-08-27 | 2014-09-11 | — | 29.95 | 29.95 | 0.00% | market | 41.94% | 8.41% | -0.06% | 8.48% |
| BNS | 2014-08-26 | 2014-08-27 | 2014-09-11 | — | 66.52 | 66.52 | 0.00% | market | 30.07% | -1.14% | -0.06% | -1.07% |
| CAL | 2014-08-27 | 2014-08-28 | 2014-09-12 | — | 29.74 | 29.74 | 0.00% | market | 17.14% | -2.86% | -0.23% | -2.63% |
| ANF | 2014-08-28 | 2014-08-29 | 2014-09-15 | — | 42.04 | 42.04 | 0.00% | market | 72.73% | -2.38% | -0.73% | -1.65% |
| AGX | 2014-09-04 | 2014-09-05 | 2014-09-19 | — | 37.35 | 37.35 | 0.00% | market | 41.46% | -4.87% | 0.26% | -5.13% |
| LULU | 2014-09-11 | 2014-09-12 | 2014-09-26 | — | 43.68 | 43.68 | 0.00% | market | 13.79% | -1.68% | -1.10% | -0.58% |
| ULTA | 2014-09-11 | 2014-09-12 | 2014-09-26 | — | 114.50 | 114.50 | 0.00% | market | 13.25% | 3.52% | -1.10% | 4.62% |
| LEN | 2014-09-17 | 2014-09-18 | 2014-10-02 | — | 41.51 | 41.51 | 0.00% | market | 16.42% | -6.12% | -3.47% | -2.66% |
| CAG | 2014-09-18 | 2014-09-19 | 2014-10-03 | — | 26.03 | 26.03 | 0.00% | market | 11.43% | -1.02% | -2.48% | 1.46% |
| NKE | 2014-09-25 | 2014-09-26 | 2014-10-10 | — | 43.99 | 43.99 | 0.00% | market | 25.00% | -0.99% | -3.13% | 2.15% |
| PRGS | 2014-09-25 | 2014-09-26 | 2014-10-10 | — | 24.41 | 24.41 | 0.00% | market | 14.71% | -0.10% | -3.13% | 3.03% |
| BB | 2014-09-26 | 2014-09-29 | 2014-10-13 | — | 10.10 | 10.10 | 0.00% | market | 87.50% | -10.40% | -4.48% | -5.92% |
| MKC-V | 2014-10-02 | 2014-10-03 | 2014-10-17 | — | 34.17 | 34.17 | 0.00% | market | 17.28% | -1.83% | -3.68% | 1.86% |
| HWM | 2014-10-08 | 2014-10-09 | 2014-10-23 | — | 34.73 | 34.73 | 0.00% | market | 36.76% | -0.77% | -0.71% | -0.06% |
| LNN | 2014-10-09 | 2014-10-10 | 2014-10-24 | — | 76.81 | 76.81 | 0.00% | market | 56.14% | 8.65% | 1.94% | 6.71% |
| BAC | 2014-10-15 | 2014-10-16 | 2014-10-30 | — | 15.61 | 15.61 | 0.00% | market | 83.33% | 9.00% | 8.92% | 0.08% |
| BLK | 2014-10-15 | 2014-10-16 | 2014-10-30 | — | 302.48 | 302.48 | 0.00% | market | 11.80% | 10.07% | 8.92% | 1.15% |
| BANF | 2014-10-16 | 2014-10-17 | 2014-10-31 | — | 32.73 | 32.73 | 0.00% | market | 27.66% | -0.80% | 7.03% | -7.83% |
| ALB | 2014-10-22 | 2014-10-23 | 2014-11-06 | — | 57.24 | 57.24 | 0.00% | market | 12.87% | 6.22% | 4.38% | 1.84% |
| BBW | 2014-10-23 | 2014-10-24 | 2014-11-07 | — | 15.15 | 15.15 | 0.00% | market | 200.00% | 17.26% | 4.14% | 13.12% |
| ACCO | 2014-10-29 | 2014-10-30 | 2014-11-13 | — | 8.17 | 8.17 | 0.00% | market | 25.00% | 7.61% | 3.35% | 4.27% |
| ACHC | 2014-10-29 | 2014-10-30 | 2014-11-13 | — | 60.20 | 60.20 | 0.00% | market | 12.20% | 1.71% | 3.35% | -1.63% |
| AMT | 2014-10-30 | 2014-10-31 | 2014-11-14 | — | 99.55 | 99.55 | 0.00% | market | 105.36% | -0.12% | 1.22% | -1.34% |
| ACLS | 2014-11-05 | 2014-11-06 | 2014-11-20 | — | 9.12 | 9.12 | 0.00% | market | 25.00% | -5.80% | 1.58% | -7.38% |
| AGO | 2014-11-06 | 2014-11-07 | 2014-11-21 | — | 23.81 | 23.81 | 0.00% | market | 75.00% | 5.57% | 1.73% | 3.84% |
| AGRO | 2014-11-12 | 2014-11-13 | 2014-11-28 | — | 8.87 | 8.87 | 0.00% | market | 1000.24% | 2.49% | 1.49% | 1.00% |
| BZH | 2014-11-12 | 2014-11-13 | 2014-11-28 | — | 18.36 | 18.36 | 0.00% | market | 93.40% | 8.51% | 1.49% | 7.02% |
| AXGN | 2014-11-13 | 2014-11-14 | 2014-12-01 | — | 2.80 | 2.80 | 0.00% | market | 20.83% | 2.04% | 0.81% | 1.23% |
| BBWI | 2014-11-19 | 2014-11-20 | 2014-12-05 | — | 59.98 | 59.98 | 0.00% | market | 12.82% | 6.59% | 1.83% | 4.75% |
| ADSK | 2014-11-20 | 2014-11-21 | 2014-12-08 | — | 61.00 | 61.00 | 0.00% | market | 13.64% | -1.58% | -0.50% | -1.08% |
| DE | 2014-11-26 | 2014-11-28 | 2014-12-12 | — | 86.53 | 86.53 | 0.00% | market | 34.39% | -0.24% | -3.18% | 2.94% |
| GLNG | 2014-11-27 | 2014-11-28 | 2014-12-12 | — | 47.01 | 47.01 | 0.00% | market | 932.70% | -26.33% | -3.18% | -23.15% |
| BOOT | 2014-12-02 | 2014-12-03 | 2014-12-17 | — | 20.76 | 20.76 | 0.00% | market | 28.57% | -7.71% | -2.66% | -5.05% |
| AMBA | 2014-12-04 | 2014-12-05 | 2014-12-19 | — | 53.79 | 53.79 | 0.00% | market | 25.93% | -11.14% | -0.65% | -10.49% |
| AGX | 2014-12-08 | 2014-12-09 | 2014-12-23 | — | 31.50 | 31.50 | 0.00% | market | 42.37% | 10.76% | 1.65% | 9.10% |
| ADBE | 2014-12-11 | 2014-12-12 | 2014-12-29 | — | 74.17 | 74.17 | 0.00% | market | 20.00% | -0.15% | 3.00% | -3.15% |
| LULU | 2014-12-11 | 2014-12-12 | 2014-12-29 | — | 51.09 | 51.09 | 0.00% | market | 10.53% | 8.30% | 3.00% | 5.30% |
| JBL | 2014-12-17 | 2014-12-18 | 2015-01-05 | — | 21.25 | 21.25 | 0.00% | market | 17.02% | -0.01% | -1.48% | 1.47% |
| CTAS | 2014-12-18 | 2014-12-19 | 2015-01-06 | — | 19.22 | 19.22 | 0.00% | market | 15.79% | -0.10% | -3.20% | 3.10% |
| CMC | 2015-01-06 | 2015-01-07 | 2015-01-22 | — | 14.46 | 14.46 | 0.00% | market | 14.29% | -5.36% | 2.32% | -7.68% |
| GBX | 2015-01-07 | 2015-01-08 | 2015-01-23 | — | 53.50 | 53.50 | 0.00% | market | 34.67% | -1.61% | 0.47% | -2.08% |
| MG | 2015-01-07 | 2015-01-08 | 2015-01-23 | — | 20.99 | 20.99 | 0.00% | market | 26.92% | -0.05% | 0.47% | -0.52% |
| UNF | 2015-01-07 | 2015-01-08 | 2015-01-23 | — | 114.14 | 114.14 | 0.00% | market | 10.78% | 2.70% | 0.47% | 2.23% |
| AYI | 2015-01-09 | 2015-01-12 | 2015-01-27 | — | 154.70 | 154.70 | 0.00% | market | 16.81% | -1.01% | -0.82% | -0.19% |
| ASML | 2015-01-21 | 2015-01-22 | 2015-02-05 | — | 106.76 | 106.76 | 0.00% | market | 52.54% | -3.53% | 1.04% | -4.57% |
| ISRG | 2015-01-22 | 2015-01-23 | 2015-02-06 | — | 56.93 | 56.93 | 0.00% | market | 12.24% | -0.12% | -0.12% | -0.00% |
| KLAC | 2015-01-22 | 2015-01-23 | 2015-02-06 | — | 6.66 | 6.66 | 0.00% | market | 40.00% | -6.11% | -0.12% | -5.99% |
| NTCT | 2015-01-22 | 2015-01-23 | 2015-02-06 | — | 34.56 | 34.56 | 0.00% | market | 15.69% | 7.97% | -0.12% | 8.09% |
| BRO | 2015-01-26 | 2015-01-27 | 2015-02-10 | — | 15.96 | 15.96 | 0.00% | market | 14.29% | 0.84% | 1.89% | -1.05% |
| ARCB | 2015-02-04 | 2015-02-05 | 2015-02-20 | — | 38.99 | 38.99 | 0.00% | market | 20.45% | 6.03% | 3.11% | 2.92% |
| ACLS | 2015-02-05 | 2015-02-06 | 2015-02-23 | — | 10.40 | 10.40 | 0.00% | market | 105.12% | -0.10% | 2.25% | -2.35% |
| AZN | 2015-02-05 | 2015-02-06 | 2015-02-23 | — | 67.80 | 67.80 | 0.00% | market | 58.33% | 2.41% | 2.25% | 0.16% |
| BR | 2015-02-05 | 2015-02-06 | 2015-02-23 | — | 50.45 | 50.45 | 0.00% | market | 14.29% | 6.02% | 2.25% | 3.77% |
| ALSN | 2015-02-09 | 2015-02-10 | 2015-02-25 | — | 30.94 | 30.94 | 0.00% | market | 116.67% | 3.36% | 2.79% | 0.57% |
| AMN | 2015-02-19 | 2015-02-20 | 2015-03-06 | — | 21.17 | 21.17 | 0.00% | market | 16.67% | -1.23% | -0.95% | -0.29% |
| CHH | 2015-02-20 | 2015-02-23 | 2015-03-09 | — | 64.64 | 64.64 | 0.00% | market | 16.22% | -2.23% | -1.22% | -1.01% |
| CQP | 2015-02-20 | 2015-02-23 | 2015-03-09 | — | 30.63 | 30.63 | 0.00% | market | 148.21% | -3.23% | -1.22% | -2.01% |
| DE | 2015-02-20 | 2015-02-23 | 2015-03-09 | — | 92.03 | 92.03 | 0.00% | market | 34.94% | -0.11% | -1.22% | 1.11% |
| ALKS | 2015-02-24 | 2015-02-25 | 2015-03-11 | — | 69.93 | 69.93 | 0.00% | market | 207.43% | -4.12% | -3.38% | -0.74% |
| ACRE | 2015-03-05 | 2015-03-06 | 2015-03-20 | — | 11.73 | 11.73 | 0.00% | market | 10.71% | -1.63% | 0.47% | -2.11% |
| CASY | 2015-03-09 | 2015-03-10 | 2015-03-24 | — | 86.50 | 86.50 | 0.00% | market | 20.24% | 2.81% | 1.02% | 1.79% |
| LITB | 2015-03-09 | 2015-03-10 | 2015-03-24 | — | 32.82 | 32.82 | 0.00% | market | 14.29% | -19.30% | 1.02% | -20.32% |
| OCUL | 2015-03-10 | 2015-03-11 | 2015-03-25 | — | 40.31 | 40.31 | 0.00% | market | 20.00% | 2.58% | 0.23% | 2.35% |