EPS surp.>15 (hold 20d) (lookback 50y)

Run 58175827 · view hypothesis

completed

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

Trades
14687
Win rate
52.03%
Avg return
1.04%
Median return
0.44%
Avg abnormal
0.44%
Median abnormal
-0.31%
Best trade
744.34%
Worst trade
-81.63%
Sharpe (per-trade)
0.07
Daily portfolio drawdown
-23.42%
Portfolio (equal_weight)
Total return
152.54%
Max drawdown
-23.42%
Avg trade return
1.04%
Win rate
52.03%
Signals
39821
Configured concurrent
100
Observed concurrent
100
Trades taken
14687
Skipped (no capacity)
25134
Excess vs benchmark
-333.84%
Avg entry slippage
0.00%
Return if filled at market
152.54%
VWAP fills
0
VWAP fallbacks
0

25134 of 39821 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20061404.64%3.10%70.71%
2007616-1.46%-0.31%43.34%
20086020.97%2.59%51.99%
20096934.46%2.48%60.03%
20106880.80%0.53%53.05%
2011626-3.43%-1.12%38.98%
20126390.95%0.04%52.43%
20136682.93%1.01%61.98%
20146411.38%-0.50%56.79%
20156690.40%0.85%49.33%
20166904.05%2.32%62.75%
20176720.87%-0.30%52.53%
2018727-0.83%0.01%46.77%
2019720-0.33%-1.64%50.56%
20209251.21%0.65%52.11%
20219520.93%-0.57%55.67%
20228920.79%2.23%50.11%
20238991.31%-0.19%48.05%
20248642.28%-0.02%51.74%
20258780.33%-0.51%49.43%
20264862.07%1.33%47.94%
Trades (page 13: 500 of 14,687)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
SFBS2016-01-252016-01-262016-02-24119.2519.250.00%market15.62%-6.44%2.54%-8.97%
ETD2016-01-262016-01-272016-02-25128.6528.650.00%market22.22%-0.94%3.14%-4.08%
FCX2016-01-262016-01-272016-02-2514.064.060.00%market85.71%75.27%3.14%72.13%
MRCY2016-01-262016-01-272016-02-25118.4818.480.00%market36.36%-7.46%3.14%-10.60%
PH2016-01-262016-01-272016-02-25191.5091.500.00%market28.81%10.97%3.14%7.83%
BA2016-01-272016-01-282016-02-261117.10117.100.00%market25.00%0.81%2.70%-1.90%
CLF2016-01-272016-01-282016-02-2611.551.550.00%market17.65%17.32%2.70%14.62%
CMRE2016-01-272016-01-282016-02-2615.225.220.00%market15.79%2.01%2.70%-0.69%
CVLT2016-01-272016-01-282016-02-26137.4837.480.00%market40.00%2.06%2.70%-0.64%
FTK2016-01-272016-01-282016-02-26135.5835.580.00%market200.00%17.94%2.70%15.24%
META2016-01-272016-01-282016-02-261107.20107.200.00%market16.18%0.57%2.70%-2.13%
MKSI2016-01-272016-01-282016-02-26135.4035.400.00%market25.93%-7.13%2.70%-9.83%
MSTR2016-01-272016-01-282016-02-26116.0816.080.00%market47.83%-1.47%2.70%-4.17%
MUR2016-01-272016-01-282016-02-26119.5819.580.00%market37.19%-12.56%2.70%-15.26%
TAL2016-01-272016-01-282016-02-2617.507.500.00%market31.00%11.63%2.70%8.93%
TER2016-01-272016-01-282016-02-26121.0821.080.00%market30.00%-9.40%2.70%-12.10%
VRTX2016-01-272016-01-282016-02-26191.0091.000.00%market21.43%-4.50%2.70%-7.20%
ALGN2016-01-282016-01-292016-02-29164.5064.500.00%market15.38%2.27%1.86%0.41%
BANC2016-01-282016-01-292016-02-29115.0415.040.00%market39.29%1.83%1.86%-0.03%
BC2016-01-282016-01-292016-02-29139.9539.950.00%market15.56%6.38%1.86%4.52%
BMY2016-01-282016-01-292016-02-29161.6561.650.00%market35.71%0.35%1.86%-1.51%
EFSC2016-01-282016-01-292016-02-29127.3427.340.00%market27.66%1.33%1.86%-0.54%
EQBK2016-01-282016-01-292016-02-29121.9221.920.00%market17.24%-4.80%1.86%-6.66%
FICO2016-01-282016-01-292016-02-29187.5687.560.00%market125.00%13.56%1.86%11.70%
FLEX2016-01-282016-01-292016-02-29110.8810.880.00%market16.67%-0.28%1.86%-2.15%
HCA2016-01-282016-01-292016-02-29168.0068.000.00%market20.71%1.68%1.86%-0.18%
HOG2016-01-282016-01-292016-02-29139.2939.290.00%market15.79%9.78%1.86%7.91%
HP2016-01-282016-01-292016-02-29149.6549.650.00%market162.50%6.59%1.86%4.72%
MTW2016-01-282016-01-292016-02-29114.0614.060.00%market115.00%2.03%1.86%0.17%
NOC2016-01-282016-01-292016-02-291181.43181.430.00%market23.88%5.85%1.86%3.98%
NTCT2016-01-282016-01-292016-02-29121.4221.420.00%market41.46%-3.60%1.86%-5.46%
NUE2016-01-282016-01-292016-02-29136.7136.710.00%market84.00%7.06%1.86%5.20%
OSK2016-01-282016-01-292016-02-29132.0032.000.00%market375.00%7.71%1.86%5.85%
PHM2016-01-282016-01-292016-02-29116.5016.500.00%market30.61%4.08%1.86%2.22%
RM2016-01-282016-01-292016-02-29112.7512.750.00%market19.15%19.90%1.86%18.04%
SXC2016-01-282016-01-292016-02-2913.363.360.00%market220.00%40.67%1.86%38.81%
VLO2016-01-282016-01-292016-02-29165.0365.030.00%market16.23%-7.71%1.86%-9.57%
GHM2016-01-292016-02-012016-03-01317.1417.140.00%market18.18%8.59%2.90%5.69%
LPG2016-01-292016-02-012016-03-01310.5210.520.00%market25.97%3.61%2.90%0.71%
STX2016-01-292016-02-012016-03-01329.0629.060.00%market15.49%14.25%2.90%11.35%
AEIS2016-02-012016-02-022016-03-02127.5827.580.00%market18.52%12.19%3.67%8.52%
LEG2016-02-012016-02-022016-03-02143.0043.000.00%market25.49%8.57%3.67%4.91%
RYAAY2016-02-012016-02-022016-03-02132.8032.800.00%market41.67%2.13%3.67%-1.54%
RYAM2016-02-012016-02-022016-03-0217.547.540.00%market33.33%2.82%3.67%-0.85%
ACLS2016-02-022016-02-032016-03-03110.4810.480.00%market150.00%4.10%4.37%-0.27%
BAX2016-02-022016-02-032016-03-03138.2338.230.00%market34.37%2.78%4.37%-1.60%
CENT2016-02-022016-02-032016-03-03111.2111.210.00%market109.09%-1.53%4.37%-5.90%
DD2016-02-022016-02-032016-03-03181.6981.690.00%market32.86%8.35%4.37%3.97%
KIM2016-02-022016-02-032016-03-03127.9727.970.00%market148.57%-1.32%4.37%-5.69%
ONTO2016-02-022016-02-032016-03-03115.0015.000.00%market279.76%-2.43%4.37%-6.81%
TDW2016-02-022016-02-032016-03-031136.77136.770.00%market30.89%82.92%4.37%78.55%
VIAV2016-02-022016-02-032016-03-0315.245.240.00%market57.14%24.33%4.37%19.95%
WNC2016-02-022016-02-032016-03-03111.3911.390.00%market24.39%7.54%4.37%3.17%
AGYS2016-02-032016-02-042016-03-0419.859.850.00%market33.33%14.42%5.10%9.32%
ALL2016-02-032016-02-042016-03-04160.4860.480.00%market22.14%8.00%5.10%2.91%
BXP2016-02-032016-02-042016-03-041114.65114.650.00%market100.00%3.33%5.10%-1.77%
CINF2016-02-032016-02-042016-03-04157.3557.350.00%market22.22%12.40%5.10%7.31%
ENR2016-02-032016-02-042016-03-04137.1937.190.00%market65.71%11.60%5.10%6.50%
HUBG2016-02-032016-02-042016-03-04115.9315.930.00%market125.00%16.66%5.10%11.56%
KLIC2016-02-032016-02-042016-03-04111.7411.740.00%market99.01%-3.76%5.10%-8.86%
KMT2016-02-032016-02-042016-03-04117.9017.900.00%market27.27%21.18%5.10%16.09%
MPC2016-02-032016-02-042016-03-04136.9836.980.00%market17.91%0.12%5.10%-4.98%
MWA2016-02-032016-02-042016-03-0417.787.780.00%market33.33%17.12%5.10%12.03%
NXPI2016-02-032016-02-042016-03-04174.2174.210.00%market17.92%3.16%5.10%-1.94%
SEDG2016-02-032016-02-042016-03-04130.1430.140.00%market22.22%-12.08%5.10%-17.17%
SLAB2016-02-032016-02-042016-03-04142.6342.630.00%market31.25%4.64%5.10%-0.46%
SPSC2016-02-032016-02-042016-03-04128.9928.990.00%market40.00%-23.14%5.10%-28.24%
TKR2016-02-032016-02-042016-03-04127.9327.930.00%market40.48%13.04%5.10%7.94%
TTWO2016-02-032016-02-042016-03-04136.0036.000.00%market81.63%-0.10%5.10%-5.20%
AZN2016-02-042016-02-052016-03-07159.0059.000.00%market113.64%-2.47%5.03%-7.50%
BCO2016-02-042016-02-052016-03-07129.8529.850.00%market37.50%0.97%5.03%-4.05%
BZH2016-02-042016-02-052016-03-0718.348.340.00%market58.33%1.10%5.03%-3.93%
CX2016-02-042016-02-052016-03-0714.764.760.00%market200.00%21.33%5.03%16.30%
ENOV2016-02-042016-02-052016-03-07142.8442.840.00%market18.60%13.76%5.03%8.73%
EQT2016-02-042016-02-052016-03-07132.3932.390.00%market70.00%3.20%5.03%-1.82%
HIMX2016-02-042016-02-052016-03-0718.098.090.00%market44.77%22.15%5.03%17.12%
HZO2016-02-042016-02-052016-03-07117.6417.640.00%market227.87%6.87%5.03%1.85%
MSGS2016-02-042016-02-052016-03-07174.4874.480.00%market41.46%10.62%5.03%5.59%
NYT2016-02-042016-02-052016-03-07112.7912.790.00%market23.33%-0.10%5.03%-5.13%
PCTY2016-02-042016-02-052016-03-07136.1636.160.00%market385.73%-10.77%5.03%-15.80%
PIPR2016-02-042016-02-052016-03-0719.619.610.00%market60.92%18.21%5.03%13.19%
POST2016-02-042016-02-052016-03-07140.0340.030.00%market108.00%19.11%5.03%14.08%
PTEN2016-02-042016-02-052016-03-07114.1514.150.00%market16.67%30.15%5.03%25.12%
GRC2016-02-052016-02-082016-03-08323.1923.190.00%market22.22%16.33%6.80%9.53%
MT2016-02-052016-02-082016-03-08310.5910.590.00%market23.08%32.19%6.80%25.40%
AKAM2016-02-092016-02-102016-03-10146.9946.990.00%market16.13%16.18%7.04%9.14%
AORT2016-02-152016-02-162016-03-1519.219.210.00%market80.00%15.32%7.10%8.22%
ALB2016-02-172016-02-182016-03-17151.3451.340.00%market55.42%21.50%5.92%15.58%
ATHM2016-02-172016-02-182016-03-17125.5725.570.00%market30.30%6.00%5.92%0.08%
ANET2016-02-182016-02-192016-03-1813.873.870.00%market33.33%-5.78%6.91%-12.69%
BAK2016-02-182016-02-192016-03-18112.4312.430.00%market301.93%20.82%6.91%13.91%
CBZ2016-02-182016-02-192016-03-18110.6210.620.00%market320.00%-4.53%6.91%-11.44%
BRC2016-02-192016-02-222016-03-21325.4725.470.00%market30.43%7.05%5.57%1.47%
CQP2016-02-192016-02-222016-03-21323.3423.340.00%market781.82%23.94%5.57%18.37%
JEF2016-02-192016-02-222016-03-21313.4113.410.00%market800.00%10.34%5.57%4.77%
DXCM2016-02-232016-02-242016-03-23115.0115.010.00%market257.14%1.77%6.60%-4.83%
EIX2016-02-232016-02-242016-03-23166.7566.750.00%market46.67%7.15%6.60%0.55%
ETSY2016-02-232016-02-242016-03-2318.508.500.00%market600.50%4.25%6.60%-2.35%
FIVN2016-02-232016-02-242016-03-2317.667.660.00%market62.50%12.43%6.60%5.83%
FSLR2016-02-232016-02-242016-03-23163.9663.960.00%market110.53%6.58%6.60%-0.02%
HL2016-02-232016-02-242016-03-2312.502.500.00%market233.33%5.50%6.60%-1.10%
AR2016-02-242016-02-252016-03-24124.4124.410.00%market33.33%1.05%4.85%-3.80%
CRK2016-02-242016-02-252016-03-2414.454.450.00%market18.02%-20.32%4.85%-25.17%
CSGP2016-02-242016-02-252016-03-24117.3417.340.00%market37.50%5.55%4.85%0.70%
CVEO2016-02-242016-02-252016-03-24110.4610.460.00%market55.00%47.89%4.85%43.05%
AAON2016-02-252016-02-262016-03-28116.2216.220.00%market23.08%9.95%3.39%6.56%
ADSK2016-02-252016-02-262016-03-28150.9350.930.00%market110.00%12.03%3.39%8.64%
AHT2016-02-252016-02-262016-03-2815,429.635,429.630.00%market92957.14%4.81%3.39%1.42%
ALKS2016-02-252016-02-262016-03-28133.6733.670.00%market21.05%-10.38%3.39%-13.77%
ALRM2016-02-252016-02-262016-03-28120.5520.550.00%market1749.41%7.30%3.39%3.90%
APA2016-02-252016-02-262016-03-28139.0939.090.00%market88.46%23.74%3.39%20.35%
AROC2016-02-252016-02-262016-03-2813.733.730.00%market265.46%87.30%3.39%83.91%
ASPN2016-02-252016-02-262016-03-2814.204.200.00%market104.14%3.23%3.39%-0.16%
BIO2016-02-252016-02-262016-03-281134.82134.820.00%market32.28%-0.64%3.39%-4.03%
DK2016-02-252016-02-262016-03-28114.3614.360.00%market72.00%5.05%3.39%1.66%
EOG2016-02-252016-02-262016-03-28168.0068.000.00%market18.18%9.50%3.39%6.11%
EVH2016-02-252016-02-262016-03-2819.009.000.00%market75.00%10.90%3.39%7.51%
DXPE2016-02-262016-02-292016-03-29313.8113.810.00%market24.14%31.54%5.13%26.41%
TTI2016-02-262016-02-292016-03-2935.385.380.00%market133.10%14.58%5.13%9.45%
AXON2016-02-292016-03-012016-03-30119.1119.110.00%market133.34%2.57%5.65%-3.08%
CRC2016-02-292016-03-012016-03-3016.706.700.00%market16.67%56.62%5.65%50.97%
GLP2016-02-292016-03-012016-03-30113.1413.140.00%market22.22%0.28%5.65%-5.37%
HALO2016-02-292016-03-012016-03-3018.728.720.00%market142.86%6.09%5.65%0.45%
NRG2016-02-292016-03-012016-03-30110.8710.870.00%market47.37%18.94%5.65%13.30%
NVCR2016-02-292016-03-012016-03-30111.7011.700.00%market893.75%14.09%5.65%8.44%
OMAB2016-02-292016-03-012016-03-30138.2638.260.00%market35.29%20.29%5.65%14.64%
PRDO2016-02-292016-03-012016-03-3013.003.000.00%market3566.67%44.23%5.65%38.59%
TG2016-02-292016-03-012016-03-30113.7813.780.00%market112.50%14.70%5.65%9.06%
TPC2016-02-292016-03-012016-03-30113.9013.900.00%market125.00%9.97%5.65%4.33%
WDAY2016-02-292016-03-012016-03-30165.1965.190.00%market75.00%16.70%5.65%11.05%
AVD2016-03-012016-03-022016-03-31114.1414.140.00%market42.86%11.50%3.93%7.56%
CORT2016-03-012016-03-022016-03-3113.933.930.00%market200.30%18.98%3.93%15.05%
DAR2016-03-012016-03-022016-03-31110.7810.780.00%market124.00%22.07%3.93%18.14%
GKOS2016-03-012016-03-022016-03-31116.3716.370.00%market46.15%2.89%3.93%-1.04%
GSL2016-03-012016-03-022016-03-31110.4010.400.00%market116.67%-11.64%3.93%-15.57%
GWRE2016-03-012016-03-022016-03-31155.7055.700.00%market60.00%-2.29%3.93%-6.22%
JKS2016-03-012016-03-022016-03-31124.3324.330.00%market46.09%-14.16%3.93%-18.09%
MIDD2016-03-012016-03-022016-03-31176.6476.640.00%market18.37%11.98%3.93%8.05%
VEEV2016-03-012016-03-022016-03-31124.3324.330.00%market36.36%2.82%3.93%-1.12%
WK2016-03-012016-03-022016-03-31112.6512.650.00%market25.00%-8.01%3.93%-11.94%
CABO2016-03-022016-03-032016-04-011429.50429.500.00%market21.64%2.70%4.09%-1.39%
GSBD2016-03-022016-03-032016-04-01118.8718.870.00%market19.23%4.03%4.09%-0.06%
NOG2016-03-022016-03-032016-04-01137.0037.000.00%market25.00%3.14%4.09%-0.95%
NOVT2016-03-022016-03-032016-04-01112.9612.960.00%market38.10%8.31%4.09%4.22%
P2016-03-022016-03-032016-04-01116.4016.400.00%market25.00%-11.93%4.09%-16.02%
SUPN2016-03-022016-03-032016-04-01114.0414.040.00%market133.33%15.36%4.09%11.27%
WB2016-03-022016-03-032016-04-01114.7114.710.00%market25.00%22.13%4.09%18.04%
AMBA2016-03-032016-03-042016-04-04142.8442.840.00%market36.17%3.17%3.12%0.05%
CIEN2016-03-032016-03-042016-04-04117.1717.170.00%market28.57%8.52%3.12%5.40%
CNQ2016-03-032016-03-042016-04-04112.2112.210.00%market87.50%3.26%3.12%0.14%
GHI2016-03-032016-03-042016-04-04115.1215.120.00%market100.00%3.47%3.12%0.35%
WING2016-03-032016-03-042016-04-04126.0026.000.00%market18.18%-8.68%3.12%-11.80%
EXK2016-03-042016-03-072016-04-0532.262.260.00%market60.00%10.96%2.43%8.53%
BGSF2016-03-072016-03-082016-04-06113.3213.320.00%market42.86%11.54%3.56%7.97%
BSM2016-03-072016-03-082016-04-06113.5813.580.00%market160.00%2.77%3.56%-0.79%
GEF2016-03-072016-03-082016-04-06128.8328.830.00%market21.21%10.48%3.56%6.92%
NX2016-03-072016-03-082016-04-06118.9618.960.00%market83.33%-6.75%3.56%-10.31%
PLOW2016-03-072016-03-082016-04-06122.0422.040.00%market17.86%1.53%3.56%-2.03%
THO2016-03-072016-03-082016-04-06160.5760.570.00%market56.45%2.54%3.56%-1.02%
URBN2016-03-072016-03-082016-04-06130.7430.740.00%market17.86%5.07%3.56%1.51%
WLFC2016-03-072016-03-082016-04-0616.816.810.00%market192.31%5.48%3.56%1.92%
ABM2016-03-082016-03-092016-04-07132.1532.150.00%market46.15%-0.32%2.30%-2.62%
AVAV2016-03-082016-03-092016-04-07127.2527.250.00%market440.00%-0.39%2.30%-2.70%
NTRA2016-03-082016-03-092016-04-0719.509.500.00%market16.07%1.48%2.30%-0.82%
PEN2016-03-082016-03-092016-04-07147.7547.750.00%market150.00%-1.69%2.30%-3.99%
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AAOI2016-05-092016-05-102016-06-0818.908.900.00%market20.00%28.44%2.73%25.71%
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RMBS2016-07-182016-07-192016-08-16112.5612.560.00%market15.38%7.78%0.94%6.84%
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MTG2016-07-192016-07-202016-08-1717.027.020.00%market30.00%10.01%1.01%9.01%
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RBCAA2016-07-222016-07-252016-08-22329.8029.800.00%market16.67%3.99%0.71%3.29%
VLRS2016-07-222016-07-252016-08-22319.3719.370.00%market68.97%-6.76%0.71%-7.46%
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AORT2016-07-252016-07-262016-08-23112.9912.990.00%market218.18%19.45%1.13%18.33%
AVB2016-07-252016-07-262016-08-231183.87183.870.00%market17.07%-4.94%1.13%-6.07%
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CXT2016-07-252016-07-262016-08-23121.3121.310.00%market18.63%6.47%1.13%5.34%
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SCCO2016-07-252016-07-262016-08-23124.6924.690.00%market16.00%1.28%1.13%0.15%
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BVN2016-07-262016-07-272016-08-24112.8812.880.00%market109.09%2.00%0.30%1.69%
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CNC2016-07-262016-07-272016-08-24134.3834.380.00%market20.37%-0.11%0.30%-0.42%
CVLT2016-07-262016-07-272016-08-24151.8151.810.00%market23.53%-0.22%0.30%-0.52%
EQR2016-07-262016-07-272016-08-24166.3766.370.00%market40.48%-2.45%0.30%-2.75%
FTK2016-07-262016-07-272016-08-24178.7278.720.00%market50.00%13.39%0.30%13.09%
HURN2016-07-262016-07-272016-08-24165.0065.000.00%market36.25%-2.90%0.30%-3.20%
HZO2016-07-262016-07-272016-08-24120.1020.100.00%market26.67%-3.18%0.30%-3.49%
ILMN2016-07-262016-07-272016-08-241145.45145.450.00%market17.81%13.18%0.30%12.87%
KKR2016-07-262016-07-272016-08-24114.5014.500.00%market360.00%1.97%0.30%1.67%
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OIS2016-07-262016-07-272016-08-24129.5129.510.00%market18.52%8.68%0.30%8.37%
RM2016-07-262016-07-272016-08-24117.4117.410.00%market32.50%18.17%0.30%17.86%
RRC2016-07-262016-07-272016-08-24142.4842.480.00%market22.22%-4.95%0.30%-5.25%
SITC2016-07-262016-07-272016-08-241125.99125.990.00%market150.00%-3.04%0.30%-3.34%
TNC2016-07-262016-07-272016-08-24160.6760.670.00%market18.06%5.22%0.30%4.92%
UA2016-07-262016-07-272016-08-24141.5041.500.00%market101.42%3.88%0.30%3.57%
UAA2016-07-262016-07-272016-08-24141.5041.500.00%market300.00%3.88%0.30%3.57%
UIS2016-07-262016-07-272016-08-2419.229.220.00%market313.16%10.20%0.30%9.90%
WES2016-07-262016-07-272016-08-24137.7837.780.00%market24.24%-3.70%0.30%-4.00%
WNC2016-07-262016-07-272016-08-24113.5313.530.00%market17.02%6.11%0.30%5.80%
ACGL2016-07-272016-07-282016-08-25123.8423.840.00%market15.15%11.02%0.65%10.36%
AXTI2016-07-272016-07-282016-08-2514.004.000.00%market219.83%12.15%0.65%11.50%
BA2016-07-272016-07-282016-08-251135.40135.400.00%market50.00%-1.89%0.65%-2.54%
BELFB2016-07-272016-07-282016-08-25120.3920.390.00%market70.37%12.65%0.65%12.00%
CDE2016-07-272016-07-282016-08-25114.5914.590.00%market456.40%-8.67%0.65%-9.32%
CG2016-07-272016-07-282016-08-25116.9016.900.00%market40.00%-5.19%0.65%-5.84%
CMPR2016-07-272016-07-282016-08-25190.1690.160.00%market37.84%9.15%0.65%8.50%
CRUS2016-07-272016-07-282016-08-25146.3346.330.00%market57.14%10.91%0.65%10.26%
CX2016-07-272016-07-282016-08-2516.826.820.00%market116.67%14.56%0.65%13.91%
DHX2016-07-272016-07-282016-08-2517.497.490.00%market25.00%-1.17%0.65%-1.82%
DLB2016-07-272016-07-282016-08-25145.0045.000.00%market21.57%11.14%0.65%10.49%
DX2016-07-272016-07-282016-08-25120.5520.550.00%market186.36%9.10%0.65%8.45%
ELME2016-07-272016-07-282016-08-25133.4533.450.00%market633.33%-2.49%0.65%-3.14%
ENTG2016-07-272016-07-282016-08-25116.6516.650.00%market40.00%3.86%0.65%3.21%
EVR2016-07-272016-07-282016-08-25148.2548.250.00%market36.84%5.83%0.65%5.18%
EXR2016-07-272016-07-282016-08-25188.6288.620.00%market22.22%-8.71%0.65%-9.36%
GLW2016-07-272016-07-282016-08-25121.4921.490.00%market15.62%5.44%0.65%4.79%
GRMN2016-07-272016-07-282016-08-25152.0052.000.00%market29.85%-2.95%0.65%-3.60%
GSK2016-07-272016-07-282016-08-25145.4545.450.00%market27.54%-3.86%0.65%-4.51%
HBM2016-07-272016-07-282016-08-2514.694.690.00%market150.00%-6.71%0.65%-7.36%
HMN2016-07-272016-07-282016-08-25135.5235.520.00%market47.06%2.01%0.65%1.36%
KIM2016-07-272016-07-282016-08-25131.1231.120.00%market187.50%-4.25%0.65%-4.90%
LMAT2016-07-272016-07-282016-08-25116.0316.030.00%market27.27%7.57%0.65%6.92%
LOGI2016-07-272016-07-282016-08-25119.7419.740.00%market100.00%9.07%0.65%8.42%
META2016-07-272016-07-282016-08-251127.52127.520.00%market18.29%-2.95%0.65%-3.60%
MKSI2016-07-272016-07-282016-08-25151.5051.500.00%market50.00%-6.20%0.65%-6.85%
MOH2016-07-272016-07-282016-08-25153.3753.370.00%market36.73%2.39%0.65%1.74%
OC2016-07-272016-07-282016-08-25152.8452.840.00%market50.00%2.45%0.65%1.80%
SIGI2016-07-272016-07-282016-08-25140.1140.110.00%market22.03%-2.89%0.65%-3.54%
SLAB2016-07-272016-07-282016-08-25154.7354.730.00%market17.19%4.50%0.65%3.85%
SPSC2016-07-272016-07-282016-08-25132.0032.000.00%market20.00%3.56%0.65%2.90%
STT2016-07-272016-07-282016-08-25163.8363.830.00%market15.87%8.06%0.65%7.41%
TMUS2016-07-272016-07-282016-08-25145.6145.610.00%market25.00%1.37%0.65%0.72%
TTMI2016-07-272016-07-282016-08-2519.149.140.00%market47.37%16.64%0.65%15.99%
WIX2016-07-272016-07-282016-08-25136.5036.500.00%market30.77%10.01%0.65%9.36%
ALGN2016-07-282016-07-292016-08-26185.2585.250.00%market29.17%8.60%0.38%8.22%
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AMZN2016-07-282016-07-292016-08-26138.2538.250.00%market50.00%0.42%0.38%0.04%
BCS2016-07-292016-08-012016-08-2938.068.060.00%market173.68%7.84%0.54%7.30%
APPF2016-08-082016-08-092016-09-07117.0017.000.00%market66.67%11.02%0.40%10.61%
ALRM2016-08-152016-08-162016-09-14131.3531.350.00%market36.36%-18.57%-2.49%-16.08%
IBRX2016-08-152016-08-162016-09-1417.567.560.00%market29.31%17.76%-2.49%20.25%
ATHM2016-08-162016-08-172016-09-15126.3026.300.00%market29.15%-12.69%-1.25%-11.44%
CIG-C2016-08-162016-08-172016-09-1511.551.550.00%market720.00%-12.36%-1.25%-11.11%
COTY2016-08-162016-08-172016-09-15128.3328.330.00%market116.67%-14.22%-1.25%-12.97%
DKS2016-08-162016-08-172016-09-15158.1158.110.00%market18.84%3.77%-1.25%5.02%
HTHT2016-08-162016-08-172016-09-15110.2710.270.00%market88.89%11.68%-1.25%12.93%
BBWI2016-08-172016-08-182016-09-16162.0962.090.00%market18.64%-6.54%-2.28%-4.27%
JOYY2016-08-172016-08-182016-09-16149.5149.510.00%market40.85%9.94%-2.28%12.21%
NTAP2016-08-172016-08-182016-09-16131.0631.060.00%market27.78%11.97%-2.28%14.25%
NTES2016-08-172016-08-182016-09-16143.4043.400.00%market43.14%9.60%-2.28%11.88%
DE2016-08-192016-08-222016-09-20386.9086.900.00%market64.89%-5.20%-2.22%-2.98%
BBY2016-08-232016-08-242016-09-22139.2039.200.00%market32.56%-1.96%-0.74%-1.22%
INTU2016-08-232016-08-242016-09-221108.38108.380.00%market541.54%2.10%-0.74%2.84%
TLYS2016-08-242016-08-252016-09-2317.907.900.00%market273.97%20.79%-0.65%21.43%
ADSK2016-08-252016-08-262016-09-26166.0066.000.00%market138.46%7.60%-1.69%9.29%
BURL2016-08-252016-08-262016-09-26181.3381.330.00%market30.00%1.68%-1.69%3.37%
MESO2016-08-252016-08-262016-09-26110.2610.260.00%market4000.00%-14.14%-1.69%-12.45%
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REX2016-08-252016-08-262016-09-26113.4213.420.00%market70.32%2.73%-1.69%4.42%
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OOMA2016-08-302016-08-312016-09-2918.678.670.00%market37.50%1.51%-1.35%2.86%
PKX2016-08-302016-08-312016-09-29150.5650.560.00%market37.93%1.54%-1.35%2.89%
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GCO2016-09-012016-09-022016-10-03148.0448.040.00%market30.77%11.85%-1.20%13.04%
AGX2016-09-062016-09-072016-10-05150.0050.000.00%market63.29%17.42%-1.47%18.89%
HQY2016-09-062016-09-072016-10-05134.3634.360.00%market23.08%10.78%-1.47%12.25%
MRVL2016-09-062016-09-072016-10-05112.5712.570.00%market63.64%4.67%-1.47%6.14%
ABM2016-09-072016-09-082016-10-06140.0040.000.00%market35.00%-1.95%-1.30%-0.65%
GWRE2016-09-072016-09-082016-10-06163.1763.170.00%market21.88%-5.74%-1.30%-4.44%
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BRC2016-09-092016-09-122016-10-10334.2634.260.00%market32.43%1.51%1.78%-0.27%