EPS surp.>12 & ROE>18 & Op. margin<12 (hold 20d) (lookback 50y)

Run 581754c2 · view hypothesis

completed

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

Trades
306
Win rate
48.37%
Avg return
1.15%
Median return
-0.27%
Avg abnormal
0.36%
Median abnormal
-1.12%
Best trade
75.17%
Worst trade
-80.24%
Sharpe (per-trade)
0.06
Daily portfolio drawdown
-36.27%
Portfolio (equal_weight)
Total return
70.61%
Max drawdown
-36.27%
Avg trade return
1.15%
Win rate
48.37%
Signals
621
Configured concurrent
5
Observed concurrent
5
Trades taken
306
Skipped (no capacity)
315
Excess vs benchmark
-689.71%
Avg entry slippage
0.00%
Return if filled at market
70.61%
VWAP fills
0
VWAP fallbacks
0

315 of 621 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
200912.29%-2.80%100.00%
20101-0.05%6.09%0.00%
201689.27%5.97%75.00%
2017210.68%-0.68%66.67%
2018310.88%0.72%45.16%
2019240.63%-0.19%45.83%
202037-0.04%0.04%51.35%
2021393.23%1.95%35.90%
202232-1.65%-0.69%43.75%
2023321.72%0.19%53.13%
2024300.60%-2.40%46.67%
2025293.33%3.15%51.72%
202621-1.00%-1.18%42.86%
Trades (306)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ROEOp. marginReturnBenchmarkAbnormal
CCEP2009-04-282009-04-292009-05-28116.3216.320.00%market300.00%——2.29%5.09%-2.80%
IHG2010-05-112010-05-122010-06-10121.5921.590.00%market62.50%——-0.05%-6.14%6.09%
WIX2016-07-272016-07-282016-08-25136.5036.500.00%market30.77%——10.01%0.65%9.36%
EXEL2016-08-032016-08-042016-09-01110.0310.030.00%market40.74%——13.06%0.50%12.56%
SLS2016-08-092016-08-102016-09-08113,500.0013,500.000.00%market164.00%——-11.21%0.09%-11.30%
BA2016-10-262016-10-272016-11-251145.83145.830.00%market33.97%——2.79%3.23%-0.45%
BLDR2016-11-032016-11-042016-12-0519.299.290.00%market69.44%——19.38%5.79%13.60%
KOP2016-11-032016-11-042016-12-05133.4533.450.00%market50.00%——22.77%5.79%16.98%
HALO2016-11-072016-11-082016-12-0719.159.150.00%market14.81%——23.51%5.60%17.91%
ADMA2016-11-102016-11-112016-12-1215.625.620.00%market15.00%——-6.15%4.71%-10.86%
GSK2017-02-082017-02-092017-03-10140.2340.230.00%market22.73%——2.73%3.69%-0.95%
DAN2017-02-092017-02-102017-03-13119.7619.760.00%market51.28%——-2.78%2.95%-5.73%
WIX2017-02-152017-02-162017-03-17161.7561.750.00%market94.62%——10.99%0.89%10.11%
JELD2017-02-232017-02-242017-03-24130.7530.750.00%market390.53%——5.82%-0.68%6.50%
KOP2017-02-232017-02-242017-03-24142.7542.750.00%market53.85%——-3.49%-0.68%-2.81%
SMMT2017-03-292017-03-302017-04-28113.4613.460.00%market29.58%——-18.38%1.11%-19.48%
SRPT2017-04-272017-04-282017-05-26138.0038.000.00%market14.12%——-21.13%1.18%-22.30%
TNET2017-05-022017-05-032017-06-01130.5030.500.00%market40.63%——2.85%1.92%0.93%
WK2017-05-042017-05-052017-06-05117.1017.100.00%market73.33%——10.43%2.01%8.42%
MARA2017-05-152017-05-162017-06-1415.765.760.00%market13.33%——-50.10%1.50%-51.60%
TNET2017-07-312017-08-012017-08-29137.0037.000.00%market92.59%——-3.91%-1.05%-2.86%
CWST2017-08-022017-08-032017-08-31116.1316.130.00%market19.05%——4.12%0.07%4.04%
ENR2017-08-022017-08-032017-08-31143.4343.430.00%market19.44%——1.56%0.07%1.49%
KOP2017-08-032017-08-042017-09-01138.1538.150.00%market29.67%——5.54%0.13%5.41%
WK2017-08-032017-08-042017-09-01119.2019.200.00%market30.00%——3.03%0.13%2.90%
HOV2017-09-072017-09-082017-10-06143.2543.250.00%market377.78%——29.96%3.18%26.78%
CMPR2017-11-012017-11-022017-12-011115.00115.000.00%market29.41%——6.00%2.74%3.26%
NSP2017-11-012017-11-022017-12-01149.8349.830.00%market16.33%——14.85%2.74%12.11%
GSAT2017-11-022017-11-032017-12-04124.6024.600.00%market300.00%——-5.59%2.47%-8.06%
TNET2017-11-022017-11-032017-12-04139.0039.000.00%market124.00%——12.69%2.47%10.22%
CRC2017-11-062017-11-072017-12-06115.3515.350.00%market23.27%——9.02%1.65%7.37%
BA2018-01-312018-02-012018-03-021352.95352.950.00%market64.95%——-2.45%-4.27%1.82%
SXC2018-01-312018-02-012018-03-02111.1011.100.00%market27.27%——-1.54%-4.27%2.72%
ACLS2018-02-062018-02-072018-03-08125.4025.400.00%market20.51%——0.49%2.09%-1.60%
COR2018-02-062018-02-072018-03-08191.6091.600.00%market14.81%——4.97%2.09%2.88%
LBRDA2018-02-092018-02-122018-03-13386.5886.580.00%market11150.00%——3.10%4.89%-1.79%
NRG2018-03-012018-03-022018-04-02127.0127.010.00%market737.50%——12.23%-3.13%15.36%
VVX2018-03-012018-03-022018-04-02130.1030.100.00%market46.15%——22.13%-3.13%25.26%
CDNA2018-03-222018-03-232018-04-2316.356.350.00%market40.00%——48.72%0.91%47.81%
SLS2018-04-132018-04-162018-05-143283.00283.000.00%market104.30%——-0.98%2.24%-3.22%
CHDN2018-04-252018-04-262018-05-24144.1744.170.00%market63.64%——16.25%3.03%13.22%
NSP2018-04-302018-05-012018-05-30180.8580.850.00%market23.68%——13.32%3.31%10.01%
TNET2018-04-302018-05-012018-05-30151.8651.860.00%market23.08%——4.78%3.31%1.47%
WK2018-05-022018-05-032018-06-01124.2424.240.00%market52.63%——7.99%4.32%3.66%
ADSK2018-05-242018-05-252018-06-251132.71132.710.00%market89.45%——-2.33%-0.42%-1.91%
BURL2018-05-312018-06-012018-06-291147.24147.240.00%market15.60%——2.13%-0.41%2.55%
DOCU2018-06-072018-06-082018-07-09158.2558.250.00%market114.29%——-5.08%0.38%-5.46%
RH2018-06-112018-06-122018-07-111145.38145.380.00%market30.39%——-8.77%-0.78%-7.99%
KR2018-06-212018-06-222018-07-23128.8328.830.00%market15.87%——-1.97%1.65%-3.62%
MX2018-07-302018-07-312018-08-28113.0013.000.00%market64.29%——-12.02%3.24%-15.27%
TNET2018-07-302018-07-312018-08-28160.1560.150.00%market29.85%——-2.64%3.24%-5.89%
NSP2018-08-012018-08-022018-08-301104.20104.200.00%market13.33%——13.82%3.90%9.91%
SGU2018-08-012018-08-022018-08-3019.509.500.00%market31.82%——-0.10%3.90%-4.00%
ATKR2018-08-072018-08-082018-09-06126.0026.000.00%market32.31%——4.02%0.97%3.04%
BURL2018-08-302018-08-312018-10-011166.51166.510.00%market19.79%——-4.37%0.65%-5.02%
GIC2018-10-302018-10-312018-11-29130.9030.900.00%market17.65%——-9.36%1.23%-10.59%
NSP2018-11-012018-11-022018-12-031112.85112.850.00%market17.07%——-8.75%1.66%-10.40%
BE2018-11-052018-11-062018-12-06120.9520.950.00%market31.58%——-25.54%-1.27%-24.27%
MAR2018-11-052018-11-062018-12-061115.00115.000.00%market29.77%——0.18%-1.27%1.45%
DVN2018-11-062018-11-072018-12-07133.4533.450.00%market46.51%——-18.78%-5.04%-13.74%
BURL2018-11-282018-11-292018-12-311167.45167.450.00%market14.15%——-2.95%-8.69%5.74%
RH2018-12-032018-12-042019-01-041145.45145.450.00%market36.22%——-19.08%-9.33%-9.75%
BAH2019-02-012019-02-042019-03-05352.0052.000.00%market22.03%——2.07%3.30%-1.23%
BE2019-02-052019-02-062019-03-07111.0111.010.00%market25.00%——29.60%0.81%28.79%
SPOT2019-02-062019-02-072019-03-081134.97134.970.00%market270.83%——3.76%1.30%2.46%
RAMP2019-02-112019-02-122019-03-13148.1348.130.00%market121.43%——23.96%3.27%20.69%
CYH2019-02-202019-02-212019-03-2114.704.700.00%market27.59%——-2.44%2.53%-4.97%
CLMT2019-03-072019-03-082019-04-0513.793.790.00%market885.71%——-2.74%5.73%-8.47%
PAM2019-03-112019-03-122019-04-09130.7530.750.00%market5112.29%——-20.20%2.96%-23.15%
RDNT2019-03-142019-03-152019-04-12115.4315.430.00%market210.53%——-15.14%3.43%-18.56%
ENPH2019-04-302019-05-012019-05-30112.3012.300.00%market60.00%——28.11%-5.32%33.44%
SYY2019-05-062019-05-072019-06-05172.8372.830.00%market12.86%——-2.83%-2.48%-0.35%
CROX2019-05-072019-05-082019-06-06127.0027.000.00%market38.46%——-28.73%-0.95%-27.78%
CELH2019-05-092019-05-102019-06-1011.471.470.00%market66.68%——-13.71%1.17%-14.88%
CLMT2019-05-102019-05-132019-06-1133.903.900.00%market97.14%——7.85%2.29%5.55%
BA2019-07-242019-07-252019-08-221356.18356.180.00%market57.84%——-0.60%-2.85%2.25%
APPF2019-07-292019-07-302019-08-27193.9393.930.00%market490.91%——4.08%-4.35%8.43%
MX2019-07-302019-07-312019-08-28111.7911.790.00%market188.89%——-15.11%-4.02%-11.09%
CMPR2019-07-312019-08-012019-08-291104.80104.800.00%market113.73%——9.04%-1.69%10.73%
PLUG2019-08-062019-08-072019-09-0512.132.130.00%market20.00%——1.78%4.72%-2.94%
BURL2019-08-292019-08-302019-09-301207.72207.720.00%market19.30%——-3.90%0.87%-4.77%
THC2019-11-042019-11-052019-12-04128.2228.220.00%market107.14%——19.46%1.26%18.20%
PBI2019-11-052019-11-062019-12-0515.225.220.00%market14.29%——-7.19%1.63%-8.81%
LBTYK2019-11-062019-11-072019-12-06112.3012.300.00%market600.00%——-10.75%2.04%-12.79%
BE2019-11-072019-11-082019-12-0914.474.470.00%market1685.71%——19.14%1.98%17.16%
KOP2019-11-072019-11-082019-12-09141.1041.100.00%market27.84%——-10.42%1.98%-12.39%
RTO2019-12-312020-01-022020-01-31229.9829.980.00%market20.83%——4.34%-0.56%4.90%
AVNT2020-01-282020-01-292020-02-27135.8935.890.00%market13.33%——-32.11%-9.40%-22.71%
NOW2020-01-292020-01-302020-02-28166.7566.750.00%market247.70%——-2.39%-8.66%6.27%
CAH2020-02-062020-02-072020-03-09159.0959.090.00%market25.62%——-18.99%-17.60%-1.38%
GEN2020-02-062020-02-072020-03-09119.0419.040.00%market212.50%——-9.82%-17.60%7.79%
CAR2020-02-192020-02-202020-03-19148.7448.740.00%market52.08%——-80.24%-28.79%-51.45%
NTNX2020-02-262020-02-272020-03-26124.4824.480.00%market13.04%——-28.12%-14.49%-13.63%
JD2020-03-022020-03-032020-03-31143.5643.560.00%market14.29%——-7.12%-16.72%9.60%
BE2020-03-162020-03-172020-04-1514.644.640.00%market2412.14%——41.06%13.35%27.71%
HUN2020-05-012020-05-042020-06-02315.6815.680.00%market52.63%——20.31%9.74%10.57%
APTV2020-05-052020-05-062020-06-04168.3368.330.00%market112.50%——22.38%8.10%14.28%
BKD2020-05-052020-05-062020-06-0413.103.100.00%market61.29%——28.29%8.10%20.19%
CMPR2020-05-052020-05-062020-06-04168.4768.470.00%market15.09%——18.23%8.10%10.13%
VTOL2020-05-052020-05-062020-06-04114.1614.160.00%market33.33%——21.72%8.10%13.63%
BAK2020-06-032020-06-042020-07-02110.9510.950.00%market65.84%——-19.10%0.36%-19.46%
MUSA2020-07-212020-07-222020-08-191135.15135.150.00%market19.62%——5.38%3.88%1.50%
APA2020-07-292020-07-302020-08-27115.6515.650.00%market25.25%——-6.81%8.21%-15.02%
MX2020-07-302020-07-312020-08-28111.0211.020.00%market62.50%——10.97%7.57%3.40%
UPS2020-07-302020-07-312020-08-281141.82141.820.00%market99.07%——14.38%7.57%6.81%
NSP2020-08-032020-08-042020-09-01172.2472.240.00%market41.28%——-5.61%7.55%-13.16%
LITB2020-08-192020-08-202020-09-18114.7014.700.00%market700.00%——-28.26%-1.40%-26.86%
NTAP2020-08-262020-08-272020-09-25146.3246.320.00%market82.50%——-9.51%-5.68%-3.84%
DELL2020-08-272020-08-282020-09-28133.2033.200.00%market30.61%——2.61%-4.36%6.97%
NTNX2020-08-272020-08-282020-09-28123.7923.790.00%market41.79%——-7.58%-4.36%-3.22%
JILL2020-09-032020-09-042020-10-0513.003.000.00%market16.22%——-3.77%-1.84%-1.93%
BBBY2020-10-012020-10-022020-10-30178.9478.940.00%market394.12%——-29.03%-1.56%-27.48%
IDT2020-10-012020-10-022020-10-3018.458.450.00%market29.17%——12.68%-1.56%14.24%
ACI2020-10-202020-10-212020-11-18115.2815.280.00%market122.22%——2.98%3.77%-0.80%
THC2020-10-202020-10-212020-11-18127.9227.920.00%market93.94%——13.80%3.77%10.02%
LPL2020-10-222020-10-232020-11-2016.766.760.00%market118.75%——0.49%2.72%-2.23%
BE2020-10-292020-10-302020-11-30113.9913.990.00%market71.43%——75.17%10.29%64.88%
MX2020-10-292020-10-302020-11-30114.5014.500.00%market133.33%——-3.27%10.29%-13.56%
BJ2020-11-192020-11-202020-12-21144.0544.050.00%market43.75%——-13.31%2.90%-16.21%
NTNX2020-11-232020-11-242020-12-23130.5630.560.00%market22.81%——8.57%2.04%6.53%
DELL2020-11-242020-11-252020-12-24135.3735.370.00%market46.04%——4.45%1.62%2.84%
IH2020-12-022020-12-032021-01-04125.0025.000.00%market82.15%——-28.50%0.58%-29.08%
CHWY2020-12-082020-12-092021-01-08178.0078.000.00%market46.67%——24.09%2.80%21.29%
LPL2021-01-262021-01-272021-02-25110.2310.230.00%market144.83%——-0.49%0.55%-1.05%
PBI2021-02-022021-02-032021-03-0418.678.670.00%market30.00%——-3.21%-1.50%-1.71%
SIRI2021-02-022021-02-032021-03-04161.5061.500.00%market40.00%——-5.95%-1.50%-4.45%
DXC2021-02-042021-02-052021-03-08126.4426.440.00%market55.56%——5.88%-1.67%7.55%
CAH2021-02-052021-02-082021-03-09354.3554.350.00%market20.83%——-0.17%-0.54%0.37%
NTNX2021-02-242021-02-252021-03-25134.1034.100.00%market21.28%——-21.51%-0.18%-21.33%
BXC2021-03-032021-03-042021-04-01144.9444.940.00%market209.09%——-10.16%5.09%-15.24%
BURL2021-03-042021-03-052021-04-051286.79286.790.00%market15.09%——4.53%6.81%-2.27%
CTOS2021-03-092021-03-102021-04-0818.308.300.00%market16.67%——16.53%4.83%11.69%
MDB2021-03-092021-03-102021-04-081325.00325.000.00%market17.50%——-8.79%4.83%-13.62%
HUT2021-03-252021-03-262021-04-26137.7537.750.00%market357.14%——-19.62%6.82%-26.45%
THC2021-04-202021-04-212021-05-19153.0053.000.00%market62.50%——16.26%-0.16%16.42%
SQNS2021-04-272021-04-282021-05-261143.50143.500.00%market34.48%——-8.60%0.30%-8.90%
CAR2021-05-032021-05-042021-06-02186.6686.660.00%market80.67%——-0.13%1.02%-1.16%
NSP2021-05-032021-05-042021-06-02189.0189.010.00%market16.67%——-0.36%1.02%-1.38%
AHT2021-05-042021-05-052021-06-031306.00306.000.00%market60.00%——67.22%0.33%66.89%
DAO2021-05-182021-05-192021-06-17122.8322.830.00%market17.80%——-4.52%3.70%-8.22%
BURL2021-05-272021-05-282021-06-281330.00330.000.00%market212.05%——-3.40%1.54%-4.95%
ASAN2021-06-032021-06-042021-07-02140.3240.320.00%market22.22%——66.47%3.08%63.38%
IDT2021-06-032021-06-042021-07-02130.6030.600.00%market27.03%——48.20%3.08%45.12%
MDB2021-06-032021-06-042021-07-021287.50287.500.00%market58.33%——25.82%3.08%22.73%
INTA2021-07-012021-07-022021-08-02126.5026.500.00%market37.78%——32.50%1.37%31.13%
DAL2021-07-142021-07-152021-08-12141.1941.190.00%market24.11%——-1.70%2.37%-4.07%
THC2021-07-212021-07-222021-08-19169.8769.870.00%market45.87%——-0.73%1.18%-1.91%
AHT2021-07-282021-07-292021-08-261168.00168.000.00%market101.86%——-14.80%1.46%-16.27%
CSTM2021-07-282021-07-292021-08-26119.6019.600.00%market322.01%——-0.61%1.46%-2.07%
NSP2021-08-022021-08-032021-08-311101.11101.110.00%market40.00%——9.03%2.99%6.04%
HOOD2021-08-182021-08-192021-09-17145.0645.060.00%market37.50%——-6.05%1.18%-7.22%
BJ2021-08-192021-08-202021-09-20154.8854.880.00%market26.15%——4.85%-1.41%6.26%
NTNX2021-09-012021-09-022021-10-01139.5339.530.00%market39.53%——-1.34%-4.21%2.87%
INTA2021-09-082021-09-092021-10-07139.0739.070.00%market51.28%——-33.27%-2.67%-30.60%
CALX2021-10-252021-10-262021-11-23152.6352.630.00%market20.69%——33.70%2.40%31.30%
CSTM2021-10-272021-10-282021-11-26119.0019.000.00%market209.43%——-5.52%0.77%-6.29%
LPL2021-10-272021-10-282021-11-2618.288.280.00%market27.27%——3.28%0.77%2.51%
SLAB2021-10-272021-10-282021-11-261188.45188.450.00%market126.67%——2.12%0.77%1.35%
TEAM2021-10-282021-10-292021-11-291452.50452.500.00%market17.95%——-12.21%1.92%-14.13%
NTNX2021-11-232021-11-242021-12-23133.5333.530.00%market35.29%——-3.28%0.97%-4.26%
FLNC2021-12-092021-12-102022-01-10131.3231.320.00%market43.48%——-16.93%-0.79%-16.13%
RIVN2021-12-162021-12-172022-01-18199.9299.920.00%market35.57%——-26.88%-1.10%-25.79%
ACI2022-01-112022-01-122022-02-10128.7928.790.00%market31.67%——-0.90%-4.72%3.82%
EXTR2022-01-272022-01-282022-02-28112.4112.410.00%market16.67%——-7.51%0.91%-8.43%
HRB2022-02-012022-02-022022-03-03123.2023.200.00%market20.31%——11.93%-4.34%16.27%
SQNS2022-02-082022-02-092022-03-101111.00111.000.00%market48.89%——-25.78%-6.53%-19.24%
PI2022-02-092022-02-102022-03-11176.8976.890.00%market540.00%——-23.81%-6.93%-16.88%
TM2022-02-092022-02-102022-03-111195.00195.000.00%market34.49%——-18.94%-6.93%-12.01%
CAPL2022-02-282022-03-012022-03-29120.6820.680.00%market52.38%——6.67%6.09%0.58%
BW2022-03-082022-03-092022-04-0617.237.230.00%market200.00%——11.93%5.03%6.90%
SPIR2022-03-092022-03-102022-04-07117.6017.600.00%market21.43%——-11.01%6.21%-17.22%
IRON2022-03-102022-03-112022-04-08114.5014.500.00%market17.51%——-4.93%4.54%-9.47%
ULTA2022-03-102022-03-112022-04-081385.00385.000.00%market18.12%——4.20%4.54%-0.34%
SNDA2022-04-152022-04-182022-05-16331.0631.060.00%market23.87%——-11.85%-8.41%-3.45%
GSHD2022-04-262022-04-272022-05-25152.5052.500.00%market128.57%——-6.96%-4.76%-2.19%
PI2022-04-272022-04-282022-05-26151.9051.900.00%market887.93%——-10.66%-4.02%-6.64%
PBI2022-04-282022-04-292022-05-2715.255.250.00%market166.67%——-11.34%-1.97%-9.37%
MUSA2022-05-032022-05-042022-06-021241.85241.850.00%market101.99%——2.49%0.07%2.42%
APLD2022-05-132022-05-162022-06-1431.901.900.00%market42.86%——-45.89%-6.53%-39.36%
CHWY2022-06-012022-06-022022-07-01127.0927.090.00%market128.57%——37.18%-6.88%44.07%
MUSA2022-07-272022-07-282022-08-251279.00279.000.00%market70.36%——6.49%4.38%2.11%
PI2022-07-272022-07-282022-08-25180.2580.250.00%market787.81%——20.09%4.38%15.70%
AMBP2022-07-282022-07-292022-08-2616.566.560.00%market22.22%——-3.76%-0.56%-3.20%
NSP2022-08-012022-08-022022-08-301113.20113.200.00%market17.17%——-4.37%-2.67%-1.70%
CWH2022-08-022022-08-032022-08-31128.7128.710.00%market15.51%——4.81%-3.69%8.50%
CHWY2022-08-302022-08-312022-09-29134.0834.080.00%market145.45%——-8.90%-9.29%0.38%
NTNX2022-08-312022-09-012022-09-30120.9920.990.00%market56.41%——-0.86%-9.09%8.23%
UAL2022-10-182022-10-192022-11-16139.3239.320.00%market23.25%——10.01%7.17%2.84%
PII2022-10-252022-10-262022-11-23197.9097.900.00%market14.84%——15.10%5.45%9.65%
GSHD2022-10-262022-10-272022-11-25136.5636.560.00%market33.33%——8.54%5.03%3.52%
MUSA2022-10-262022-10-272022-11-251299.00299.000.00%market22.59%——-2.31%5.03%-7.34%
PBF2022-10-272022-10-282022-11-28146.9946.990.00%market22.65%——-8.97%4.22%-13.20%
ARCO2022-11-162022-11-172022-12-1617.157.150.00%market130.00%——5.35%-1.84%7.20%
WMG2022-11-222022-11-232022-12-22131.8531.850.00%market115.38%——11.01%-4.71%15.73%
ACI2023-01-102023-01-112023-02-09121.2521.250.00%market29.85%——-0.62%3.79%-4.41%
EXTR2023-01-252023-01-262023-02-24117.0417.040.00%market12.50%——10.46%-1.67%12.14%
CLX2023-02-022023-02-032023-03-061153.00153.000.00%market50.77%——-0.73%-1.73%1.00%
NSP2023-02-092023-02-102023-03-131116.61116.610.00%market32.97%——0.34%-5.05%5.39%
AVNT2023-02-152023-02-162023-03-17142.7842.780.00%market30.00%——-11.23%-4.60%-6.63%
PEGA2023-02-152023-02-162023-03-17123.7623.760.00%market811.11%——-1.49%-4.60%3.11%
ALNY2023-02-232023-02-242023-03-241191.77191.770.00%market21.13%——-1.03%0.08%-1.12%
OWLT2023-03-152023-03-162023-04-1415.185.180.00%market12.50%——-18.14%6.63%-24.77%
QBTS2023-03-162023-03-172023-04-1710.520.520.00%market14.29%——-1.83%5.27%-7.10%
ACI2023-04-112023-04-122023-05-10120.8220.820.00%market17.91%——-1.73%0.24%-1.97%
GE2023-04-252023-04-262023-05-24178.3478.340.00%market107.69%——2.70%1.07%1.62%
MSTR2023-05-012023-05-022023-05-31131.0131.010.00%market339.06%——-2.84%0.74%-3.58%
NCLH2023-05-012023-05-022023-05-31114.4614.460.00%market30.23%——2.60%0.74%1.85%
AHT2023-05-022023-05-032023-06-01134.3034.300.00%market186.36%——19.73%2.54%17.18%
REAL2023-05-092023-05-102023-06-0811.281.280.00%market16.28%——32.71%3.68%29.03%
LW2023-07-252023-07-262023-08-231105.55105.550.00%market16.19%——-8.53%-2.52%-6.01%
CARS2023-08-032023-08-042023-09-01121.2821.280.00%market1270.00%——-12.04%0.10%-12.14%
CPS2023-08-032023-08-042023-09-01120.8520.850.00%market38.17%——-26.14%0.10%-26.25%
IMOS2023-08-032023-08-042023-09-01122.9522.950.00%market68.37%——4.17%0.10%4.07%
CAPL2023-08-072023-08-082023-09-06118.9018.900.00%market140.00%——3.07%-0.42%3.49%
BBAR2023-08-232023-08-242023-09-2215.095.090.00%market72.97%——-7.37%-3.21%-4.16%
LUCK2023-09-112023-09-122023-10-10110.4210.420.00%market5464.08%——10.17%-2.78%12.95%
JBTM2023-09-302023-10-022023-10-302104.66104.660.00%market1291.88%——-2.78%-2.59%-0.20%
TNET2023-10-252023-10-262023-11-241110.65110.650.00%market37.41%——1.90%9.33%-7.43%
NSP2023-10-312023-11-012023-11-301105.53105.530.00%market69.77%——7.69%8.87%-1.18%
MAX2023-11-012023-11-022023-12-0119.639.630.00%market14.71%——6.75%7.62%-0.87%
MUSA2023-11-012023-11-022023-12-011367.00367.000.00%market20.53%——0.89%7.62%-6.74%
SUN2023-11-012023-11-022023-12-01151.1551.150.00%market134.13%——5.18%7.62%-2.44%
VSTS2023-11-292023-11-302023-12-29118.2918.290.00%market281.25%——15.48%4.35%11.13%
BNED2023-12-062023-12-072024-01-081130.50130.500.00%market12400.00%——53.16%3.87%49.29%
BLBD2023-12-112023-12-122024-01-11124.0024.000.00%market37.50%——3.23%3.19%0.04%
LZM2023-12-142023-12-152024-01-1718.738.730.00%market24.97%——-28.74%0.60%-29.33%
COR2024-01-312024-02-012024-03-011232.65232.650.00%market13.49%——1.78%5.82%-4.04%
CLX2024-02-012024-02-022024-03-041158.50158.500.00%market100.00%——-4.87%4.63%-9.50%
PBI2024-02-012024-02-022024-03-0414.124.120.00%market250.00%——-0.10%4.63%-4.73%
HRB2024-02-062024-02-072024-03-07145.4245.420.00%market19.62%——6.35%3.73%2.62%
ASND2024-02-072024-02-082024-03-081140.82140.820.00%market24.14%——4.02%2.73%1.28%
ESTC2024-02-292024-03-012024-04-011115.96115.960.00%market16.13%——-13.38%2.59%-15.97%
BLND2024-03-152024-03-182024-04-1632.882.880.00%market12.50%——-17.46%-2.04%-15.42%
TSHA2024-03-192024-03-202024-04-1812.952.950.00%market488.89%——-18.41%-3.15%-15.25%
ANVS2024-03-292024-04-012024-04-29312.0012.000.00%market19.26%——-39.43%-2.63%-36.80%
NBTX2024-04-242024-04-252024-05-2315.915.910.00%market60.40%——11.74%5.36%6.38%
PI2024-04-242024-04-252024-05-231130.28130.280.00%market110.00%——29.23%5.36%23.86%
BALL2024-04-262024-04-292024-05-28370.2570.250.00%market23.64%——-4.07%3.87%-7.94%
ALNY2024-05-022024-05-032024-06-031154.41154.410.00%market85.71%——-2.66%3.26%-5.92%
AMRX2024-05-032024-05-062024-06-0436.826.820.00%market55.56%——-2.15%2.85%-5.00%
CLBT2024-05-232024-05-242024-06-25112.0012.000.00%market45.45%——-1.85%3.22%-5.07%
RBRK2024-06-112024-06-122024-07-12136.5736.570.00%market13.66%——-7.54%3.39%-10.93%
TNET2024-07-262024-07-292024-08-263110.94110.940.00%market19.53%——-8.99%2.71%-11.69%
ALNY2024-08-012024-08-022024-08-301260.18260.180.00%market152.34%——0.86%5.21%-4.35%
APPN2024-08-012024-08-022024-08-30128.2328.230.00%market16.13%——14.81%5.21%9.60%
CPS2024-08-012024-08-022024-08-30113.2613.260.00%market69.38%——16.42%5.21%11.20%
PWP2024-08-022024-08-052024-09-03316.4316.430.00%market152.94%——12.86%7.90%4.96%
CHWY2024-08-282024-08-292024-09-27128.7228.720.00%market257.14%——4.22%1.99%2.23%
DOCU2024-09-052024-09-062024-10-04160.2460.240.00%market20.20%——5.88%4.19%1.69%
RBRK2024-09-092024-09-102024-10-08129.8529.850.00%market17.70%——15.91%4.52%11.39%
EAT2024-10-302024-10-312024-11-291103.21103.210.00%market37.68%——28.06%4.69%23.37%
DDL2024-11-062024-11-072024-12-0614.434.430.00%market266.67%——-0.55%2.48%-3.04%
GH2024-11-062024-11-072024-12-06132.3932.390.00%market18.18%——13.73%2.48%11.25%
AVAH2024-11-072024-11-082024-12-0915.775.770.00%market253.98%——-9.29%1.43%-10.71%
BAK2024-11-072024-11-082024-12-0915.675.670.00%market300.00%——-14.91%1.43%-16.34%
RBRK2024-12-052024-12-062025-01-07165.6865.680.00%market47.50%——-2.14%-3.10%0.96%
EAT2025-01-292025-01-302025-02-281183.00183.000.00%market104.38%——-10.03%-1.62%-8.41%
KD2025-02-032025-02-042025-03-05137.0637.060.00%market25.03%——0.22%-2.47%2.69%
LUMN2025-02-042025-02-052025-03-0615.495.490.00%market280.00%——-8.48%-4.65%-3.83%
UBER2025-02-052025-02-062025-03-07165.6765.670.00%market542.00%——16.04%-4.96%21.00%
CAR2025-02-112025-02-122025-03-13188.6088.600.00%market54.00%——-37.47%-7.97%-29.50%
OWLT2025-03-042025-03-052025-04-0214.854.850.00%market86.27%——-20.92%-2.11%-18.81%
BBAI2025-03-062025-03-072025-04-0413.533.530.00%market20.00%——-19.36%-11.49%-7.87%
UP2025-03-112025-03-122025-04-09123.4023.400.00%market96.82%——-24.03%-2.41%-21.62%
RBRK2025-03-132025-03-142025-04-11167.8067.800.00%market53.70%——-13.06%-3.99%-9.08%
TMC2025-03-272025-03-282025-04-2811.981.980.00%market16.67%——67.07%-2.60%69.67%
EAF2025-04-252025-04-282025-05-2737.057.050.00%market13.33%——60.18%7.21%52.97%
TNET2025-04-252025-04-282025-05-27377.6377.630.00%market19.16%——6.10%7.21%-1.11%
GH2025-04-302025-05-012025-05-30152.6552.650.00%market19.67%——-22.95%5.18%-28.13%
LYV2025-05-012025-05-022025-06-021131.68131.680.00%market21.32%——5.12%4.95%0.16%
WK2025-05-012025-05-022025-06-02171.0071.000.00%market100.00%——-3.79%4.95%-8.74%
JOYY2025-05-262025-05-272025-06-25142.0042.000.00%market29.10%——20.19%3.59%16.59%
RBRK2025-06-052025-06-062025-07-081102.80102.800.00%market53.32%——-15.60%3.62%-19.22%
HCM2025-07-022025-07-032025-08-01115.5715.570.00%market525.93%——10.82%-0.12%10.94%
TNET2025-07-252025-07-282025-08-25369.2869.280.00%market15.00%——-1.12%0.78%-1.91%
QURE2025-07-292025-07-302025-08-27114.8614.860.00%market22.47%——5.89%1.68%4.21%
GH2025-07-302025-07-312025-08-28144.8644.860.00%market15.38%——43.61%1.48%42.13%
STRK2025-07-302025-07-312025-08-281104.80104.800.00%market33324.86%——-9.02%1.48%-10.50%
LUMN2025-07-312025-08-012025-08-2914.024.020.00%market87.50%——23.53%2.99%20.54%
NIO2025-09-022025-09-032025-10-0116.386.380.00%market16.57%——19.81%4.01%15.79%
GH2025-10-292025-10-302025-11-28189.9989.990.00%market18.75%——20.38%-0.07%20.45%
TNET2025-10-292025-10-302025-11-28158.4858.480.00%market54.17%——0.11%-0.07%0.18%
WOLF2025-10-292025-10-302025-11-28125.9425.940.00%market22.90%——-21.92%-0.07%-21.85%
LUMN2025-10-302025-10-312025-12-0118.708.700.00%market35.48%——-4.81%-0.70%-4.12%
ALM2025-11-032025-11-042025-12-0316.076.070.00%market2012.70%——9.95%1.15%8.80%
BAH2026-01-232026-01-262026-02-243103.00103.000.00%market34.09%——-26.60%-0.45%-26.15%
BA2026-01-272026-01-282026-02-261244.09244.090.00%market2362.05%——-6.11%-1.11%-5.00%
EAT2026-01-282026-01-292026-02-271158.25158.250.00%market13.44%——-6.45%-1.49%-4.96%
GEV2026-01-282026-01-292026-02-271717.00717.000.00%market357.00%——21.74%-1.49%23.23%
SMG2026-01-282026-01-292026-02-27162.6362.630.00%market25.96%——11.86%-1.49%13.35%
BEAM2026-02-242026-02-252026-03-25133.0033.000.00%market91.15%——-30.04%-4.83%-25.21%
ACAD2026-02-252026-02-262026-03-26123.6423.640.00%market1067.88%——-9.28%-6.95%-2.33%
SITC2026-02-262026-02-272026-03-2716.726.720.00%market120.83%——-21.83%-7.17%-14.65%
DK2026-02-272026-03-022026-03-30338.7738.770.00%market327.14%——17.85%-6.89%24.74%
AIV2026-03-022026-03-032026-03-3114.364.360.00%market1063.64%——-6.75%-3.66%-3.09%
BAK2026-03-272026-03-302026-04-2833.593.590.00%market51.02%——-4.28%11.18%-15.46%
GEV2026-04-222026-04-232026-05-2111,147.891,147.890.00%market794.36%——-9.17%4.68%-13.85%
CVLT2026-04-282026-04-292026-05-28198.4798.470.00%market17.43%——12.35%6.13%6.22%
PRCH2026-04-282026-04-292026-05-28110.1010.100.00%market60.00%——2.28%6.13%-3.86%
MUSA2026-04-292026-04-302026-05-291528.61528.610.00%market35.57%——-4.37%5.86%-10.23%
TNET2026-04-302026-05-012026-06-01146.0046.000.00%market34.78%——6.25%5.17%1.08%
BAH2026-05-222026-05-262026-06-24480.0380.030.00%market34.85%——-21.78%-2.24%-19.54%
DOO2026-05-282026-05-292026-06-29157.5757.570.00%market77.33%——8.05%-1.97%10.02%
CHPT2026-06-032026-06-042026-07-0617.477.470.00%market33.33%——-16.30%-0.11%-16.19%
SKIL2026-06-092026-06-102026-07-1015.905.900.00%market2220.00%——20.58%2.94%17.64%
ANGX2026-06-112026-06-122026-07-1412.902.900.00%market41.43%——40.93%1.50%39.43%