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 15: 500 of 14,687)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
EQNR2017-05-172017-05-182017-06-16117.7617.760.00%market36.00%-3.48%2.93%-6.41%
TGT2017-05-172017-05-182017-06-16155.2555.250.00%market32.97%-4.88%2.93%-7.81%
ADSK2017-05-182017-05-192017-06-191108.00108.000.00%market27.27%-1.80%3.09%-4.89%
SB2017-05-182017-05-192017-06-1912.172.170.00%market22.22%3.13%3.09%0.04%
VST2017-05-182017-05-192017-06-19115.2515.250.00%market125.00%9.41%3.09%6.32%
DE2017-05-192017-05-222017-06-203122.08122.080.00%market48.21%3.14%1.72%1.42%
MMYT2017-05-192017-05-222017-06-20334.8534.850.00%market16.00%-13.44%1.72%-15.16%
YRD2017-05-212017-05-222017-06-20125.5025.500.00%market34.92%-5.90%1.72%-7.62%
A2017-05-222017-05-232017-06-21159.8059.800.00%market20.83%-0.12%1.25%-1.37%
NMM2017-05-222017-05-232017-06-21126.5426.540.00%market120.00%-11.40%1.25%-12.65%
YPF2017-05-222017-05-232017-06-21124.0124.010.00%market100.25%-12.26%1.25%-13.51%
TLYS2017-05-232017-05-242017-06-22110.7510.750.00%market90.00%-10.33%1.05%-11.38%
TOL2017-05-232017-05-242017-06-22137.4537.450.00%market15.87%3.75%1.05%2.70%
TTWO2017-05-232017-05-242017-06-22173.7673.760.00%market40.68%-1.06%1.05%-2.11%
VSAT2017-05-232017-05-242017-06-22166.8466.840.00%market28.00%-1.36%1.05%-2.41%
FSM2017-05-242017-05-252017-06-2314.504.500.00%market80.00%13.46%0.80%12.66%
P2017-05-242017-05-252017-06-23111.9711.970.00%market39.13%12.60%0.80%11.80%
BBY2017-05-252017-05-262017-06-26160.4160.410.00%market42.50%-6.92%0.72%-7.64%
DECK2017-05-252017-05-262017-06-26110.9010.900.00%market281.68%2.29%0.72%1.56%
DXC2017-05-252017-05-262017-06-26179.5179.510.00%market35.29%-0.93%0.72%-1.65%
FND2017-05-252017-05-262017-06-26139.0039.000.00%market30.00%12.69%0.72%11.97%
GME2017-05-252017-05-262017-06-2615.535.530.00%market23.08%-4.62%0.72%-5.35%
NGL2017-05-252017-05-262017-06-26114.3514.350.00%market63.64%-14.39%0.72%-15.11%
VEEV2017-05-252017-05-262017-06-26166.3966.390.00%market22.22%-6.22%0.72%-6.94%
AVAL2017-05-302017-05-312017-06-2818.418.410.00%market20.00%-4.02%0.68%-4.71%
DAC2017-05-302017-05-312017-06-28121.0021.000.00%market22.22%13.23%0.68%12.55%
NX2017-05-302017-05-312017-06-28120.0520.050.00%market83.33%4.64%0.68%3.96%
ADI2017-05-312017-06-012017-06-29186.2886.280.00%market21.18%-10.00%-0.26%-9.74%
JILL2017-05-312017-06-012017-06-29153.1953.190.00%market31.87%-1.21%-0.26%-0.95%
CIEN2017-06-012017-06-022017-06-30127.0027.000.00%market21.62%-7.43%-0.67%-6.77%
CRVL2017-06-012017-06-022017-06-30115.9715.970.00%market366.67%-1.04%-0.67%-0.37%
GHM2017-06-012017-06-022017-06-30120.0720.070.00%market200.00%-2.14%-0.67%-1.48%
GWRE2017-06-012017-06-022017-06-30164.7564.750.00%market667.75%6.02%-0.67%6.68%
WDAY2017-06-012017-06-022017-06-30199.2799.270.00%market81.25%-2.39%-0.67%-1.72%
HQY2017-06-062017-06-072017-07-06148.8048.800.00%market18.75%-1.12%-1.25%0.13%
AGX2017-06-072017-06-082017-07-07164.5064.500.00%market40.86%-5.68%-0.68%-5.00%
OKTA2017-06-072017-06-082017-07-07127.6027.600.00%market18.03%-15.32%-0.68%-14.64%
CVCO2017-06-122017-06-132017-07-121128.50128.500.00%market16.67%2.16%0.01%2.14%
TDW2017-06-122017-06-132017-07-12126.1326.130.00%market27.59%5.67%0.01%5.65%
WLY2017-06-132017-06-142017-07-13154.2054.200.00%market51.85%-2.87%-0.18%-2.69%
LPG2017-06-142017-06-152017-07-1417.367.360.00%market116.67%13.22%1.19%12.03%
LEN2017-06-202017-06-212017-07-20153.7953.790.00%market16.67%-1.09%1.50%-2.58%
LZB2017-06-202017-06-212017-07-20129.4029.400.00%market23.91%10.61%1.50%9.12%
KMX2017-06-212017-06-222017-07-21159.8259.820.00%market15.31%10.38%1.61%8.77%
WGO2017-06-212017-06-222017-07-21133.6533.650.00%market42.42%3.32%1.61%1.70%
CMC2017-06-222017-06-232017-07-24119.0019.000.00%market41.67%5.16%1.61%3.55%
SNX2017-06-222017-06-232017-07-24161.2661.260.00%market16.20%-1.62%1.61%-3.23%
SMHI2017-06-232017-06-262017-07-25318.4618.460.00%market45.45%-13.59%1.44%-15.03%
EBF2017-06-262017-06-272017-07-26118.1018.100.00%market24.00%6.25%1.81%4.45%
AVAV2017-06-272017-06-282017-07-27130.3730.370.00%market26.21%23.90%1.94%21.97%
KBH2017-06-272017-06-282017-07-27122.9422.940.00%market26.92%0.77%1.94%-1.17%
CSR2017-06-282017-06-292017-07-28161.1061.100.00%market2200.00%2.85%1.33%1.51%
GBX2017-06-292017-06-302017-07-31148.3048.300.00%market25.61%-6.93%1.85%-8.79%
NKE2017-06-292017-06-302017-07-31156.6056.600.00%market20.00%4.23%1.85%2.38%
STZ2017-06-292017-06-302017-07-311194.63194.630.00%market18.18%-0.76%1.85%-2.61%
MLKN2017-07-052017-07-062017-08-03133.0033.000.00%market16.36%0.51%2.10%-1.59%
AIR2017-07-112017-07-122017-08-09137.1337.130.00%market16.28%-2.60%1.62%-4.23%
SAR2017-07-122017-07-132017-08-10122.4922.490.00%market27.66%-8.24%-0.11%-8.13%
JPM2017-07-142017-07-172017-08-14391.8291.820.00%market15.92%0.63%0.44%0.19%
EXPO2017-07-182017-07-192017-08-16133.0533.050.00%market23.81%-1.82%0.37%-2.20%
GS2017-07-182017-07-192017-08-161222.91222.910.00%market16.52%1.11%0.37%0.74%
CCI2017-07-192017-07-202017-08-17198.7098.700.00%market328.57%5.41%-1.69%7.11%
CTO2017-07-192017-07-202017-08-17115.4615.460.00%market157.14%-6.76%-1.69%-5.07%
FPI2017-07-192017-07-202017-08-1719.159.150.00%market66.67%-8.52%-1.69%-6.82%
KALU2017-07-192017-07-202017-08-17194.4694.460.00%market45.54%-0.61%-1.69%1.09%
TFIN2017-07-192017-07-202017-08-17127.3527.350.00%market59.38%-0.83%-1.69%0.86%
TMUS2017-07-192017-07-202017-08-17163.8563.850.00%market76.32%-1.45%-1.69%0.25%
BANF2017-07-202017-07-212017-08-18156.5356.530.00%market22.41%-13.42%-1.51%-11.91%
GATX2017-07-202017-07-212017-08-18163.2463.240.00%market18.92%-4.46%-1.51%-2.95%
MSFT2017-07-202017-07-212017-08-18173.4573.450.00%market38.03%-1.41%-1.51%0.11%
MTG2017-07-202017-07-212017-08-18111.9211.920.00%market20.00%-5.13%-1.51%-3.62%
WFG2017-07-202017-07-212017-08-18151.9351.930.00%market20.22%-3.45%-1.51%-1.94%
WIT2017-07-202017-07-212017-08-1812.162.160.00%market50.00%3.60%-1.51%5.12%
NVR2017-07-212017-07-242017-08-2132,652.612,652.610.00%market21.81%1.80%-1.58%3.37%
OVV2017-07-212017-07-242017-08-21349.7049.700.00%market429.41%-9.76%-1.58%-8.18%
SLB2017-07-212017-07-242017-08-21366.6866.680.00%market16.67%-5.62%-1.58%-4.04%
AORT2017-07-242017-07-252017-08-22119.3519.350.00%market20.00%-1.65%-0.90%-0.75%
HAL2017-07-242017-07-252017-08-22142.8942.890.00%market21.05%-9.96%-0.90%-9.06%
HAS2017-07-242017-07-252017-08-221107.39107.390.00%market15.22%-12.06%-0.90%-11.15%
HWM2017-07-242017-07-252017-08-22125.5025.500.00%market23.08%0.65%-0.90%1.55%
KNX2017-07-242017-07-252017-08-22136.3036.300.00%market25.00%2.93%-0.90%3.83%
MC2017-07-242017-07-252017-08-22143.1043.100.00%market40.43%-10.19%-0.90%-9.29%
RYAAY2017-07-242017-07-252017-08-22145.4945.490.00%market20.34%1.55%-0.90%2.45%
WERN2017-07-242017-07-252017-08-22132.4532.450.00%market18.52%-3.34%-0.90%-2.43%
ATI2017-07-252017-07-262017-08-23119.5519.550.00%market28.57%4.96%-1.29%6.25%
CAT2017-07-252017-07-262017-08-231114.25114.250.00%market18.25%0.34%-1.29%1.63%
CHGG2017-07-252017-07-262017-08-23113.4313.430.00%market50.00%11.44%-1.29%12.73%
CNC2017-07-252017-07-262017-08-23141.4341.430.00%market21.21%3.34%-1.29%4.63%
CVLT2017-07-252017-07-262017-08-23163.3063.300.00%market16.67%-6.74%-1.29%-5.45%
EGP2017-07-252017-07-262017-08-23184.7484.740.00%market140.00%2.20%-1.29%3.49%
NEM2017-07-252017-07-262017-08-23135.9335.930.00%market64.29%2.82%-1.29%4.11%
RNR2017-07-252017-07-262017-08-231148.00148.000.00%market19.74%-1.50%-1.29%-0.21%
TROW2017-07-252017-07-262017-08-23184.1184.110.00%market15.38%-1.60%-1.29%-0.31%
ZION2017-07-252017-07-262017-08-23146.0046.000.00%market17.74%-4.60%-1.29%-3.31%
AEM2017-07-262017-07-272017-08-24148.5248.520.00%market60.00%-3.29%-1.60%-1.69%
ARR2017-07-262017-07-272017-08-241125.90125.900.00%market447.62%5.50%-1.60%7.10%
BCO2017-07-262017-07-272017-08-24181.0081.000.00%market30.61%-6.09%-1.60%-4.49%
CMPR2017-07-262017-07-272017-08-24180.6180.610.00%market322.22%11.23%-1.60%12.83%
CNO2017-07-262017-07-272017-08-24122.3522.350.00%market21.62%-0.06%-1.60%1.55%
CSGP2017-07-262017-07-272017-08-24128.4428.440.00%market50.00%-0.21%-1.60%1.40%
CW2017-07-262017-07-272017-08-24199.0099.000.00%market16.49%-3.80%-1.60%-2.20%
ENIC2017-07-262017-07-272017-08-2415.655.650.00%market36.07%-1.52%-1.60%0.09%
F2017-07-262017-07-272017-08-24111.0811.080.00%market30.23%-3.44%-1.60%-1.84%
FR2017-07-262017-07-272017-08-24130.0830.080.00%market128.57%1.23%-1.60%2.83%
FTI2017-07-262017-07-272017-08-24123.3323.330.00%market21.62%-11.80%-1.60%-10.20%
FTNT2017-07-262017-07-272017-08-2417.917.910.00%market36.05%-5.92%-1.60%-4.31%
GGG2017-07-262017-07-272017-08-24137.3837.380.00%market31.43%0.09%-1.60%1.69%
GILD2017-07-262017-07-272017-08-24175.4375.430.00%market19.07%-1.97%-1.60%-0.37%
GTY2017-07-262017-07-272017-08-24125.5425.540.00%market59.26%6.63%-1.60%8.24%
HSY2017-07-262017-07-272017-08-241106.06106.060.00%market21.11%-0.61%-1.60%0.99%
HUBG2017-07-262017-07-272017-08-24119.3019.300.00%market52.63%-4.14%-1.60%-2.54%
KIM2017-07-262017-07-272017-08-24120.1020.100.00%market121.43%-2.59%-1.60%-0.99%
KN2017-07-262017-07-272017-08-24115.9115.910.00%market18.18%-8.33%-1.60%-6.73%
LOB2017-07-262017-07-272017-08-24124.9524.950.00%market16.67%-9.72%-1.60%-8.12%
LVS2017-07-262017-07-272017-08-24161.4661.460.00%market23.73%-2.09%-1.60%-0.48%
META2017-07-262017-07-272017-08-241174.70174.700.00%market16.81%-4.08%-1.60%-2.48%
MKL2017-07-262017-07-272017-08-2411,033.101,033.100.00%market56.62%1.02%-1.60%2.62%
MMSI2017-07-262017-07-272017-08-24140.9540.950.00%market24.14%-0.22%-1.60%1.38%
OII2017-07-262017-07-272017-08-24125.1625.160.00%market484.80%-11.55%-1.60%-9.95%
RES2017-07-262017-07-272017-08-24121.3921.390.00%market53.85%-13.52%-1.60%-11.92%
RUSHA2017-07-262017-07-272017-08-24117.1617.160.00%market41.18%1.88%-1.60%3.48%
SCI2017-07-262017-07-272017-08-24135.0835.080.00%market16.67%0.47%-1.60%2.07%
SITC2017-07-262017-07-272017-08-24169.4069.400.00%market1400.00%-7.05%-1.60%-5.44%
TIMB2017-07-262017-07-272017-08-24117.0117.010.00%market55.56%7.66%-1.60%9.26%
VET2017-07-262017-07-272017-08-24134.1334.130.00%market528.57%-7.01%-1.60%-5.41%
ACIW2017-07-272017-07-282017-08-25124.0524.050.00%market125.00%-8.54%-0.85%-7.69%
ADEA2017-07-272017-07-282017-08-2517.797.790.00%market24.14%-12.94%-0.85%-12.09%
ALGN2017-07-272017-07-282017-08-251168.10168.100.00%market16.44%2.55%-0.85%3.39%
ALKS2017-07-272017-07-282017-08-25154.6854.680.00%market207.69%-7.89%-0.85%-7.04%
ATEN2017-07-272017-07-282017-08-2516.156.150.00%market33.33%2.99%-0.85%3.84%
ATRC2017-07-272017-07-282017-08-25122.7322.730.00%market16.00%-6.22%-0.85%-5.37%
AZN2017-07-272017-07-282017-08-25159.1059.100.00%market109.52%-1.15%-0.85%-0.30%
BBD2017-07-272017-07-282017-08-2515.345.340.00%market16.67%14.13%-0.85%14.98%
BBW2017-07-272017-07-282017-08-2519.609.600.00%market25.00%-10.00%-0.85%-9.15%
BIDU2017-07-272017-07-282017-08-251211.01211.010.00%market66.20%6.79%-0.85%7.64%
CBRE2017-07-272017-07-282017-08-25137.7937.790.00%market22.64%-6.53%-0.85%-5.68%
CCJ2017-07-272017-07-282017-08-25110.4110.410.00%market27.27%-4.13%-0.85%-3.29%
CLF2017-07-272017-07-282017-08-2517.257.250.00%market44.44%7.76%-0.85%8.61%
COHU2017-07-272017-07-282017-08-25120.2720.270.00%market23.08%-13.62%-0.85%-12.77%
COP2017-07-272017-07-282017-08-25144.7344.730.00%market1033.60%-2.67%-0.85%-1.82%
CRS2017-07-272017-07-282017-08-25140.1040.100.00%market16.00%-0.15%-0.85%0.70%
CVE2017-07-272017-07-282017-08-2518.718.710.00%market677.43%-14.68%-0.85%-13.83%
CVI2017-07-272017-07-282017-08-25115.5815.580.00%market63.64%1.31%-0.85%2.16%
CWT2017-07-272017-07-282017-08-25138.2038.200.00%market21.88%-4.16%-0.85%-3.31%
DECK2017-07-272017-07-282017-08-25110.6510.650.00%market25.00%-0.66%-0.85%0.18%
DGII2017-07-272017-07-282017-08-25110.0010.000.00%market60.00%-7.35%-0.85%-6.50%
EA2017-07-272017-07-282017-08-251114.00114.000.00%market71.43%2.47%-0.85%3.32%
EGO2017-07-272017-07-282017-08-25111.7511.750.00%market25.00%-16.70%-0.85%-15.85%
EQT2017-07-272017-07-282017-08-25136.5436.540.00%market20.00%-9.13%-0.85%-8.28%
EVR2017-07-272017-07-282017-08-25179.3579.350.00%market32.50%-5.46%-0.85%-4.61%
EXLS2017-07-272017-07-282017-08-25111.3011.300.00%market16.67%-2.05%-0.85%-1.20%
FSLR2017-07-272017-07-282017-08-25148.8248.820.00%market1590.89%-2.97%-0.85%-2.12%
ARCB2017-07-282017-07-312017-08-28327.2527.250.00%market18.75%-0.83%-1.13%0.30%
ASX2017-07-282017-07-312017-08-2836.616.610.00%market100.00%-7.82%-1.13%-6.68%
DCH2017-07-282017-07-312017-08-28315.1615.160.00%market15.12%-8.81%-1.13%-7.68%
AGO2017-08-022017-08-032017-08-31145.3045.300.00%market84.13%-6.19%0.07%-6.27%
ACAD2017-08-082017-08-092017-09-07132.7532.750.00%market22.54%9.21%0.16%9.05%
AMRC2017-08-092017-08-102017-09-0816.806.800.00%market116.67%6.52%0.12%6.40%
TEO2017-08-112017-08-142017-09-12328.7428.740.00%market68.75%10.16%1.82%8.35%
AGRO2017-08-152017-08-162017-09-14110.4310.430.00%market160.00%-2.69%1.21%-3.89%
URBN2017-08-152017-08-162017-09-14120.8420.840.00%market18.92%9.16%1.21%7.96%
BABA2017-08-172017-08-182017-09-181165.36165.360.00%market25.81%8.74%2.81%5.93%
BAK2017-08-172017-08-182017-09-18123.6423.640.00%market412.46%11.36%2.81%8.56%
EL2017-08-182017-08-212017-09-193105.39105.390.00%market18.60%4.61%3.02%1.59%
DBI2017-08-222017-08-232017-09-21118.7018.700.00%market31.03%5.94%2.07%3.87%
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WRB2017-10-242017-10-252017-11-22121.2721.270.00%market22.22%-7.58%1.40%-8.97%
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FCX2017-10-252017-10-262017-11-24114.8314.830.00%market17.24%-3.34%1.71%-5.04%
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GHM2017-10-252017-10-262017-11-24120.2220.220.00%market100.00%-2.82%1.71%-4.53%
HDB2017-10-252017-10-262017-11-24123.1323.130.00%market3061.40%6.30%1.71%4.59%
KIM2017-10-252017-10-262017-11-24118.5018.500.00%market84.62%1.52%1.71%-0.19%
KOF2017-10-252017-10-262017-11-24169.7169.710.00%market20.00%-0.26%1.71%-1.96%
KRC2017-10-252017-10-262017-11-24171.9571.950.00%market123.33%3.68%1.71%1.97%
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NOC2017-10-252017-10-262017-11-241306.00306.000.00%market17.12%-1.17%1.71%-2.88%
OFG2017-10-252017-10-262017-11-2418.958.950.00%market42.86%4.37%1.71%2.66%
OII2017-10-252017-10-262017-11-24119.0719.070.00%market134.59%-0.47%1.71%-2.17%
RUSHA2017-10-252017-10-262017-11-24123.1923.190.00%market52.38%-5.53%1.71%-7.24%
SCI2017-10-252017-10-262017-11-24133.8733.870.00%market22.22%5.45%1.71%3.74%
SIGI2017-10-252017-10-262017-11-24157.2557.250.00%market16.13%3.66%1.71%1.95%
SIRI2017-10-252017-10-262017-11-24156.2056.200.00%market50.00%-3.30%1.71%-5.01%
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TRN2017-10-252017-10-262017-11-24123.0923.090.00%market38.71%6.01%1.71%4.30%
UMC2017-10-252017-10-262017-11-2412.532.530.00%market150.00%4.64%1.71%2.94%
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AMZN2017-10-262017-10-272017-11-27152.9152.910.00%market1654.39%12.90%1.47%11.44%
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COP2017-10-262017-10-272017-11-27151.1651.160.00%market77.78%-4.01%1.47%-5.48%
CPAC2017-10-262017-10-272017-11-27112.6712.670.00%market55.56%-1.52%1.47%-2.99%
CRS2017-10-262017-10-272017-11-27149.7149.710.00%market19.51%-3.20%1.47%-4.66%
CSTM2017-10-262017-10-272017-11-27111.6011.600.00%market33.31%-11.74%1.47%-13.20%
CX2017-10-262017-10-272017-11-2718.128.120.00%market18.75%-4.78%1.47%-6.25%
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DECK2017-10-262017-10-272017-11-27111.9811.980.00%market52.94%0.65%1.47%-0.81%
DGII2017-10-262017-10-272017-11-27110.8010.800.00%market100.00%-4.73%1.47%-6.20%
EME2017-10-262017-10-272017-11-27177.2377.230.00%market34.57%1.08%1.47%-0.39%
ENTG2017-10-262017-10-272017-11-27132.3032.300.00%market17.65%-0.72%1.47%-2.19%
ENVA2017-10-262017-10-272017-11-27115.2015.200.00%market78.57%-5.36%1.47%-6.83%
EQNR2017-10-262017-10-272017-11-27119.8519.850.00%market19.05%1.51%1.47%0.05%
EQT2017-10-262017-10-272017-11-27132.4232.420.00%market431.21%-4.57%1.47%-6.04%
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FCN2017-10-262017-10-272017-11-27141.0841.080.00%market40.68%1.26%1.47%-0.20%
FMX2017-10-262017-10-272017-11-27188.8888.880.00%market293.70%2.63%1.47%1.17%
FSLR2017-10-262017-10-272017-11-27152.1052.100.00%market132.14%18.23%1.47%16.76%
FTNT2017-10-262017-10-272017-11-2717.457.450.00%market20.00%12.25%1.47%10.78%
GPI2017-10-262017-10-272017-11-27179.3079.300.00%market21.20%-1.05%1.47%-2.51%
HUBG2017-10-262017-10-272017-11-27121.6321.630.00%market130.00%1.98%1.47%0.51%
IDCC2017-10-262017-10-272017-11-27175.9075.900.00%market51.52%-2.21%1.47%-3.67%
IMAX2017-10-262017-10-272017-11-27124.4524.450.00%market796.86%2.15%1.47%0.68%
INTC2017-10-262017-10-272017-11-27143.3043.300.00%market26.25%2.65%1.47%1.18%
IRDM2017-10-262017-10-272017-11-27112.1012.100.00%market27.78%-1.34%1.47%-2.81%
JEF2017-10-262017-10-272017-11-27122.7022.700.00%market58.82%1.05%1.47%-0.42%
LMAT2017-10-262017-10-272017-11-27135.0135.010.00%market25.00%-3.41%1.47%-4.88%
ALRM2017-11-082017-11-092017-12-08144.3144.310.00%market35.00%-15.45%3.02%-18.47%
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AQN2017-11-142017-11-152017-12-14110.6010.600.00%market30.00%4.62%3.52%1.09%
BZH2017-11-142017-11-152017-12-14122.7022.700.00%market74.07%-17.37%3.52%-20.89%
DKS2017-11-142017-11-152017-12-14126.6026.600.00%market15.38%9.67%3.52%6.15%
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NTAP2017-11-152017-11-162017-12-15151.4151.410.00%market17.39%11.30%3.49%7.81%
SR2017-11-152017-11-162017-12-15178.4078.400.00%market18.52%-1.82%3.49%-5.31%
EDN2017-11-162017-11-172017-12-18144.3344.330.00%market153.32%10.21%3.86%6.34%
HP2017-11-162017-11-172017-12-18155.1755.170.00%market38.10%5.01%3.86%1.15%
MANU2017-11-162017-11-172017-12-18118.9018.900.00%market266.67%6.78%3.86%2.91%
NGVC2017-11-162017-11-172017-12-1815.855.850.00%market20.00%56.31%3.86%52.45%
ANF2017-11-172017-11-202017-12-19315.7015.700.00%market25.00%13.08%3.50%9.59%
SBLK2017-11-192017-11-202017-12-1919.629.620.00%market20.00%15.08%3.50%11.58%
INTU2017-11-202017-11-212017-12-201152.50152.500.00%market120.00%4.39%3.03%1.36%
URBN2017-11-202017-11-212017-12-20128.8428.840.00%market24.24%20.95%3.03%17.92%
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MOV2017-11-212017-11-222017-12-21132.4032.400.00%market20.93%-1.33%2.92%-4.25%
THO2017-11-272017-11-282017-12-271152.29152.290.00%market32.07%-0.22%2.52%-2.74%
NOMD2017-11-282017-11-292017-12-28116.4116.410.00%market26.32%2.40%1.84%0.55%
P2017-11-282017-11-292017-12-28118.4718.470.00%market66.67%-12.28%1.84%-14.13%
PKX2017-11-282017-11-292017-12-28175.5975.590.00%market47.56%4.16%1.84%2.32%
GWRE2017-11-292017-11-302017-12-29175.7575.750.00%market57.14%-2.07%1.18%-3.24%
PLAB2017-11-292017-11-302017-12-29110.5010.500.00%market33.33%-18.91%1.18%-20.08%
REX2017-11-292017-11-302017-12-29114.9814.980.00%market83.33%-7.98%1.18%-9.15%
SNPS2017-11-292017-11-302017-12-29194.7094.700.00%market21.05%-10.09%1.18%-11.26%
TLYS2017-11-292017-11-302017-12-29114.6014.600.00%market42.86%1.00%1.18%-0.18%
WDAY2017-11-292017-11-302017-12-291105.49105.490.00%market60.00%-3.65%1.18%-4.83%
FIVE2017-11-302017-12-012018-01-02163.0063.000.00%market38.46%9.68%1.51%8.16%
NTNX2017-11-302017-12-012018-01-02135.1235.120.00%market38.46%2.26%1.51%0.75%
AVAV2017-12-052017-12-062018-01-05152.5252.520.00%market583.33%1.58%3.84%-2.27%
HQY2017-12-052017-12-062018-01-05147.0047.000.00%market30.77%2.96%3.84%-0.88%
JILL2017-12-052017-12-062018-01-05128.8428.840.00%market41.30%14.32%3.84%10.48%
OXM2017-12-052017-12-062018-01-05169.2769.270.00%market54.55%15.40%3.84%11.56%
VNET2017-12-052017-12-062018-01-0516.516.510.00%market94.17%40.61%3.84%36.76%
BF-B2017-12-062017-12-072018-01-08152.6452.640.00%market16.28%4.16%3.73%0.43%
OKTA2017-12-062017-12-072018-01-08130.8630.860.00%market20.83%-14.58%3.73%-18.31%
SMMT2017-12-062017-12-072018-01-08111.3611.360.00%market72.60%-1.60%3.73%-5.33%
WLY2017-12-062017-12-072018-01-08161.3061.300.00%market25.61%8.22%3.73%4.49%
ACMR2017-12-072017-12-082018-01-0911.971.970.00%market33.33%-11.27%3.54%-14.80%
EYE2017-12-072017-12-082018-01-09133.0233.020.00%market66.67%14.86%3.54%11.32%
CSR2017-12-112017-12-122018-01-11158.7058.700.00%market63.64%-3.51%3.33%-6.84%
NX2017-12-112017-12-122018-01-11121.3521.350.00%market27.59%5.75%3.33%2.42%
BRT2017-12-142017-12-152018-01-17111.3611.360.00%market29.41%16.98%5.33%11.64%
NAT2017-12-182017-12-192018-01-1912.632.630.00%market38.46%-0.10%4.44%-4.54%
CCL2017-12-192017-12-202018-01-22168.5068.500.00%market23.53%0.43%5.38%-4.95%
BB2017-12-202017-12-212018-01-23112.2312.230.00%market948.95%10.53%5.81%4.72%
BBBY2017-12-202017-12-212018-01-23168.9568.950.00%market22.22%17.23%5.81%11.42%
HOV2017-12-212017-12-222018-01-24171.5071.500.00%market733.33%-11.29%5.82%-17.11%
EBF2017-12-222017-12-262018-01-25420.6020.600.00%market22.22%-2.04%6.09%-8.13%
CMC2018-01-032018-01-042018-02-02124.3624.360.00%market82.35%-3.96%1.57%-5.53%
FC2018-01-042018-01-052018-02-05124.7024.700.00%market48.48%9.01%-3.15%12.16%
OZK2018-01-162018-01-172018-02-14151.8051.800.00%market52.00%-1.05%-3.04%1.99%
ASML2018-01-172018-01-182018-02-151202.18202.180.00%market35.22%-3.70%-2.31%-1.39%
BFC2018-01-172018-01-182018-02-15144.1044.100.00%market20.90%3.07%-2.31%5.38%
GS2018-01-172018-01-182018-02-151254.49254.490.00%market15.92%5.08%-2.31%7.39%
KMI2018-01-172018-01-182018-02-15119.5019.500.00%market16.67%-11.33%-2.31%-9.02%
WAFD2018-01-172018-01-182018-02-15136.9536.950.00%market15.69%-2.40%-2.31%-0.09%
MTG2018-01-182018-01-192018-02-16115.6615.660.00%market59.26%-8.21%-2.39%-5.82%
HAL2018-01-222018-01-232018-02-21156.6356.630.00%market15.22%-17.90%-4.49%-13.41%
LOGI2018-01-222018-01-232018-02-21140.0740.070.00%market16.07%-0.20%-4.49%4.29%
RMD2018-01-222018-01-232018-02-21198.7398.730.00%market28.21%-5.70%-4.49%-1.21%
ATI2018-01-232018-01-242018-02-22129.5629.560.00%market92.86%-10.01%-4.80%-5.22%
PLD2018-01-232018-01-242018-02-22164.9664.960.00%market61.76%-7.83%-4.80%-3.03%
TRV2018-01-232018-01-242018-02-221146.91146.910.00%market50.99%-6.41%-4.80%-1.61%
CCI2018-01-242018-01-252018-02-231109.38109.380.00%market17.92%0.87%-3.33%4.19%
DLB2018-01-242018-01-252018-02-23170.3070.300.00%market79.55%-11.54%-3.33%-8.21%
GWW2018-01-242018-01-252018-02-231275.00275.000.00%market33.64%-3.30%-3.33%0.02%
HZO2018-01-242018-01-252018-02-23124.2524.250.00%market3482.55%-13.91%-3.33%-10.59%
LRCX2018-01-242018-01-252018-02-23121.6021.600.00%market16.22%-10.70%-3.33%-7.38%
TER2018-01-242018-01-252018-02-23146.7546.750.00%market35.29%-5.08%-3.33%-1.76%
AGYS2018-01-252018-01-262018-02-26112.7512.750.00%market33.33%-9.04%-2.23%-6.81%
AIT2018-01-252018-01-262018-02-26174.0574.050.00%market25.35%-1.11%-2.23%1.12%
BANC2018-01-252018-01-262018-02-26120.4520.450.00%market30.43%1.61%-2.23%3.85%
CAT2018-01-252018-01-262018-02-261168.81168.810.00%market22.03%-3.13%-2.23%-0.90%
CLF2018-01-252018-01-262018-02-2617.887.880.00%market73.33%-3.78%-2.23%-1.55%
CNOB2018-01-252018-01-262018-02-26129.1529.150.00%market27.50%0.24%-2.23%2.48%
FICO2018-01-252018-01-262018-02-261170.99170.990.00%market19.27%2.39%-2.23%4.63%
HP2018-01-252018-01-262018-02-26174.2574.250.00%market85.71%-9.29%-2.23%-7.05%
INTC2018-01-252018-01-262018-02-26148.3848.380.00%market25.58%1.41%-2.23%3.64%
KLAC2018-01-252018-01-262018-02-26111.1011.100.00%market17.65%3.23%-2.23%5.47%
LRN2018-01-252018-01-262018-02-26117.3317.330.00%market37.50%-11.70%-2.23%-9.46%
ORI2018-01-252018-01-262018-02-26121.4121.410.00%market17.86%-3.32%-2.23%-1.09%
OSK2018-01-252018-01-262018-02-26195.7495.740.00%market52.73%-14.28%-2.23%-12.05%
TAL2018-01-252018-01-262018-02-26132.8932.890.00%market28.57%11.82%-2.23%14.05%
MCB2018-01-292018-01-302018-02-28143.3843.380.00%market116.67%2.30%-3.87%6.17%
ALGN2018-01-302018-01-312018-03-011261.01261.010.00%market23.96%-6.02%-5.32%-0.71%
ALLY2018-01-302018-01-312018-03-01130.6730.670.00%market18.64%-10.76%-5.32%-5.45%
ALV2018-01-302018-01-312018-03-011108.67108.670.00%market16.67%-5.03%-5.32%0.28%
AMD2018-01-302018-01-312018-03-01113.2413.240.00%market60.00%-10.22%-5.32%-4.90%
AX2018-01-302018-01-312018-03-01133.9933.990.00%market17.31%11.34%-5.32%16.66%
BEN2018-01-302018-01-312018-03-01142.9242.920.00%market17.33%-10.72%-5.32%-5.41%
CASH2018-01-302018-01-312018-03-01137.1237.120.00%market33.33%-2.71%-5.32%2.60%
CB2018-01-302018-01-312018-03-011154.35154.350.00%market37.23%-9.52%-5.32%-4.20%
CNX2018-01-302018-01-312018-03-01113.6813.680.00%market731.31%20.00%-5.32%25.32%
EAT2018-01-302018-01-312018-03-01136.8336.830.00%market22.54%-6.34%-5.32%-1.03%
HOG2018-01-302018-01-312018-03-01150.8150.810.00%market17.39%-11.32%-5.32%-6.00%
ILMN2018-01-302018-01-312018-03-011240.48240.480.00%market18.03%-9.36%-5.32%-4.04%
KNX2018-01-302018-01-312018-03-01151.6651.660.00%market33.33%-6.10%-5.32%-0.78%
LHX2018-01-302018-01-312018-03-011157.36157.360.00%market20.14%-2.95%-5.32%2.36%
MOD2018-01-302018-01-312018-03-01124.6024.600.00%market20.69%-9.45%-5.32%-4.13%
NUE2018-01-302018-01-312018-03-01167.9367.930.00%market18.18%-0.69%-5.32%4.63%
SF2018-01-302018-01-312018-03-01129.7129.710.00%market60.66%-5.52%-5.32%-0.20%
AFG2018-01-312018-02-012018-03-021117.00117.000.00%market30.95%-5.42%-4.27%-1.16%
ALGT2018-01-312018-02-012018-03-021159.65159.650.00%market52.25%2.84%-4.27%7.11%
ARCB2018-01-312018-02-012018-03-02135.2035.200.00%market20.00%-5.78%-4.27%-1.52%
AVB2018-01-312018-02-012018-03-021169.91169.910.00%market44.54%-9.52%-4.27%-5.26%
BA2018-01-312018-02-012018-03-021352.95352.950.00%market64.95%-2.45%-4.27%1.82%
CACI2018-01-312018-02-012018-03-021145.00145.000.00%market21.95%3.59%-4.27%7.86%
DHI2018-01-312018-02-012018-03-02148.4648.460.00%market20.31%-13.33%-4.27%-9.06%
EVR2018-01-312018-02-012018-03-021100.60100.600.00%market17.42%-8.80%-4.27%-4.53%
EXP2018-01-312018-02-012018-03-021112.06112.060.00%market45.45%-9.66%-4.27%-5.39%
EZPW2018-01-312018-02-012018-03-02112.5012.500.00%market47.37%5.50%-4.27%9.77%
IBN2018-01-312018-02-012018-03-02110.6910.690.00%market28.57%-11.89%-4.27%-7.62%
KLIC2018-01-312018-02-012018-03-02123.2023.200.00%market96.15%-1.09%-4.27%3.17%
MEOH2018-01-312018-02-012018-03-02163.5063.500.00%market42.86%-15.06%-4.27%-10.79%
OTEX2018-01-312018-02-012018-03-02137.5037.500.00%market20.63%-7.19%-4.27%-2.93%
RNR2018-01-312018-02-012018-03-021130.83130.830.00%market38.16%-3.57%-4.27%0.70%
SXC2018-01-312018-02-012018-03-02111.1011.100.00%market27.27%-1.54%-4.27%2.72%
T2018-01-312018-02-012018-03-02129.0729.070.00%market20.00%-5.71%-4.27%-1.44%
TTEK2018-01-312018-02-012018-03-02110.1910.190.00%market30.00%-3.53%-4.27%0.73%
ZWS2018-01-312018-02-012018-03-02115.1415.140.00%market32.14%-10.80%-4.27%-6.53%
AMZN2018-02-012018-02-022018-03-05173.8773.870.00%market22.22%3.03%-2.82%5.84%
APO2018-02-012018-02-022018-03-05136.6336.630.00%market82.09%-11.51%-2.82%-8.69%
CPT2018-02-012018-02-022018-03-05183.6683.660.00%market82.00%-4.95%-2.82%-2.14%
DECK2018-02-012018-02-022018-03-05115.7615.760.00%market29.69%0.03%-2.82%2.84%
EMN2018-02-012018-02-022018-03-051102.27102.270.00%market52.83%0.73%-2.82%3.55%
ENVA2018-02-012018-02-022018-03-05119.1019.100.00%market23.81%16.65%-2.82%19.47%
LAZ2018-02-012018-02-022018-03-05159.1159.110.00%market21.74%-8.80%-2.82%-5.98%
LPG2018-02-012018-02-022018-03-0517.917.910.00%market78.95%-4.15%-2.82%-1.33%
LPLA2018-02-012018-02-022018-03-05163.2763.270.00%market140.54%0.93%-2.82%3.74%
MCK2018-02-012018-02-022018-03-051164.91164.910.00%market15.99%-8.35%-2.82%-5.53%
MSCI2018-02-012018-02-022018-03-051146.95146.950.00%market16.16%-0.79%-2.82%2.02%
NFG2018-02-012018-02-022018-03-05156.2956.290.00%market24.39%-10.37%-2.82%-7.55%
NOK2018-02-012018-02-022018-03-0515.515.510.00%market36.36%6.07%-2.82%8.89%
OPY2018-02-012018-02-022018-03-05128.2528.250.00%market23.19%-5.76%-2.82%-2.95%
PIPR2018-02-012018-02-022018-03-05124.9524.950.00%market24.14%-12.93%-2.82%-10.11%
QCRH2018-02-012018-02-022018-03-05145.4045.400.00%market38.46%0.23%-2.82%3.05%
RDN2018-02-012018-02-022018-03-05122.8722.870.00%market15.91%-9.15%-2.82%-6.33%
SHEL2018-02-012018-02-022018-03-05169.0669.060.00%market20.00%-8.02%-2.82%-5.20%
VIAV2018-02-012018-02-022018-03-0519.919.910.00%market28.57%1.31%-2.82%4.13%
AZN2018-02-022018-02-052018-03-06367.8067.800.00%market44.44%-0.45%-0.21%-0.25%
HMC2018-02-022018-02-052018-03-06335.8335.830.00%market42.31%-2.58%-0.21%-2.38%
MSGS2018-02-022018-02-052018-03-063109.12109.120.00%market288.29%10.16%-0.21%10.37%
PSX2018-02-022018-02-052018-03-06395.8295.820.00%market24.42%-2.07%-0.21%-1.86%
SONY2018-02-022018-02-052018-03-06310.1410.140.00%market79.13%-1.18%-0.21%-0.98%
HWM2018-02-052018-02-062018-03-07126.1926.190.00%market29.17%-6.09%4.94%-11.03%
NMM2018-02-052018-02-062018-03-07130.7330.730.00%market133.33%0.39%4.94%-4.55%
TIMB2018-02-052018-02-062018-03-07120.6120.610.00%market50.00%7.71%4.94%2.77%
ACLS2018-02-062018-02-072018-03-08125.4025.400.00%market20.51%0.49%2.09%-1.60%
ADM2018-02-062018-02-072018-03-08142.3142.310.00%market17.14%2.22%2.09%0.13%
ATKR2018-02-062018-02-072018-03-08121.3121.310.00%market31.43%-4.93%2.09%-7.02%
AR2018-02-132018-02-142018-03-15117.1017.100.00%market21.05%18.26%4.04%14.22%
AER2018-02-142018-02-152018-03-16152.9352.930.00%market16.78%-4.67%0.97%-5.64%
ALKS2018-02-142018-02-152018-03-16159.8659.860.00%market47.62%2.22%0.97%1.25%
ALSN2018-02-142018-02-152018-03-16141.0741.070.00%market37.29%-5.12%0.97%-6.08%
ANDE2018-02-142018-02-152018-03-16134.5034.500.00%market63.16%2.65%0.97%1.69%
ARI2018-02-142018-02-152018-03-16118.0118.010.00%market71.43%2.45%0.97%1.49%
ANET2018-02-152018-02-162018-03-19116.1316.130.00%market22.86%7.40%-0.67%8.07%
ALLE2018-02-202018-02-212018-03-21186.1386.130.00%market18.09%-0.32%-0.54%0.22%
DIN2018-02-202018-02-212018-03-21163.7563.750.00%market15.62%2.19%-0.54%2.73%
FCPT2018-02-202018-02-212018-03-21121.9921.990.00%market25.00%2.49%-0.54%3.03%
AAP2018-02-212018-02-222018-03-221115.10115.100.00%market18.46%-3.05%-2.74%-0.30%
CAR2018-02-212018-02-222018-03-22143.8043.800.00%market136.84%9.63%-2.74%12.37%
CQP2018-02-212018-02-222018-03-22129.8329.830.00%market61.70%-5.70%-2.74%-2.96%
ACIW2018-02-222018-02-232018-03-23124.0524.050.00%market48.84%0.23%-5.06%5.29%
ADC2018-02-222018-02-232018-03-23146.1546.150.00%market35.90%0.66%-5.06%5.71%
AGO2018-02-222018-02-232018-03-23137.2337.230.00%market16.67%-6.25%-5.06%-1.20%
APA2018-02-222018-02-232018-03-23135.0035.000.00%market57.14%5.64%-5.06%10.70%
APLE2018-02-222018-02-232018-03-23117.8717.870.00%market111.76%-5.81%-5.06%-0.75%
APPN2018-02-222018-02-232018-03-23130.8030.800.00%market50.00%-14.84%-5.06%-9.78%
ABR2018-02-232018-02-262018-03-2638.598.590.00%market25.00%1.88%-3.92%5.80%
ASIX2018-02-232018-02-262018-03-26343.0043.000.00%market20.00%-19.26%-3.92%-15.34%
CNK2018-02-232018-02-262018-03-26342.4842.480.00%market70.83%-8.57%-3.92%-4.65%
ETR2018-02-232018-02-262018-03-26338.9838.980.00%market80.95%0.13%-3.92%4.05%
HUN2018-02-232018-02-262018-03-26333.7933.790.00%market15.15%-12.91%-3.92%-8.99%
PNW2018-02-232018-02-262018-03-26379.9779.970.00%market58.33%-2.36%-3.92%1.56%
TDS2018-02-232018-02-262018-03-26327.7627.760.00%market216.26%0.48%-3.92%4.40%
TWI2018-02-232018-02-262018-03-26314.3314.330.00%market23.08%-9.03%-3.92%-5.11%
WPC2018-02-232018-02-262018-03-26359.8559.850.00%market16.96%0.23%-3.92%4.16%
APPF2018-02-262018-02-272018-03-27143.0043.000.00%market33.33%-8.12%-6.30%-1.83%
ATRC2018-02-262018-02-272018-03-27118.3218.320.00%market61.90%9.56%-6.30%15.86%
CPRT2018-02-262018-02-272018-03-27111.8411.840.00%market20.00%5.47%-6.30%11.77%
CRC2018-02-262018-02-272018-03-27118.6518.650.00%market42.11%-13.02%-6.30%-6.73%
CRK2018-02-262018-02-272018-03-2717.087.080.00%market67.02%6.54%-6.30%12.83%
AES2018-02-272018-02-282018-03-28111.2811.280.00%market34.37%-0.54%-5.75%5.21%
AXGN2018-02-282018-03-012018-03-29131.0031.000.00%market22.22%17.64%-3.04%20.69%
BHR2018-02-282018-03-012018-03-2918.488.480.00%market75.00%13.34%-3.04%16.39%
BLDR2018-02-282018-03-012018-03-29120.9820.980.00%market135.29%-5.53%-3.04%-2.49%
BOX2018-02-282018-03-012018-03-29120.6020.600.00%market25.00%-0.34%-3.04%2.70%
DCO2018-02-282018-03-012018-03-29127.8027.800.00%market220.59%9.18%-3.04%12.22%
DQ2018-02-282018-03-012018-03-2919.759.750.00%market23.53%0.35%-3.04%3.39%
FRO2018-02-282018-03-012018-03-2913.873.870.00%market137.50%14.37%-3.04%17.41%
FSS2018-02-282018-03-012018-03-29121.4621.460.00%market20.00%2.51%-3.04%5.55%
GGB2018-02-282018-03-012018-03-2914.124.120.00%market157.14%-10.29%-3.04%-7.25%
GHI2018-02-282018-03-012018-03-29118.6218.620.00%market294.44%-0.91%-3.04%2.14%
GKOS2018-02-282018-03-012018-03-29131.3131.310.00%market221.54%-1.63%-3.04%1.41%
GLNG2018-02-282018-03-012018-03-29127.0927.090.00%market63.33%0.90%-3.04%3.94%
GTY2018-02-282018-03-012018-03-29124.3924.390.00%market17.86%3.30%-3.04%6.35%
KTOS2018-02-282018-03-012018-03-29111.5011.500.00%market28.57%-10.62%-3.04%-7.58%
SRI2018-02-282018-03-012018-03-29122.9322.930.00%market20.00%20.27%-3.04%23.31%
TDAY2018-02-282018-03-012018-03-29117.1917.190.00%market56.25%-0.39%-3.04%2.65%
AMBA2018-03-012018-03-022018-04-02147.0147.010.00%market21.62%-0.25%-3.13%2.89%
AQN2018-03-012018-03-022018-04-0219.769.760.00%market33.33%1.64%-3.13%4.78%
BATRA2018-03-012018-03-022018-04-02123.2123.210.00%market128.00%-2.56%-3.13%0.58%
BATRK2018-03-012018-03-022018-04-02123.2023.200.00%market75.00%-2.00%-3.13%1.14%