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 18: 500 of 14,687)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
NWE2019-07-232019-07-242019-08-21170.4470.440.00%market46.87%1.73%-2.25%3.98%
RNR2019-07-232019-07-242019-08-211189.00189.000.00%market33.52%-0.44%-2.25%1.81%
SNAP2019-07-232019-07-242019-08-21116.2216.220.00%market40.00%-0.59%-2.25%1.66%
WRB2019-07-232019-07-242019-08-21130.5130.510.00%market28.57%4.65%-2.25%6.91%
AEM2019-07-242019-07-252019-08-22153.3953.390.00%market124.52%11.12%-2.85%13.97%
ARR2019-07-242019-07-252019-08-22193.7093.700.00%market443.10%-9.65%-2.85%-6.80%
AXTI2019-07-242019-07-252019-08-2214.354.350.00%market19.40%-16.19%-2.85%-13.34%
BA2019-07-242019-07-252019-08-221356.18356.180.00%market57.84%-0.60%-2.85%2.25%
BKU2019-07-242019-07-252019-08-22135.3235.320.00%market19.12%-9.95%-2.85%-7.10%
CMRE2019-07-242019-07-252019-08-2214.454.450.00%market69.23%-3.47%-2.85%-0.62%
CUBI2019-07-242019-07-252019-08-22120.3020.300.00%market52.00%-6.41%-2.85%-3.55%
EIG2019-07-242019-07-252019-08-22144.8544.850.00%market63.64%-4.00%-2.85%-1.15%
EVR2019-07-242019-07-252019-08-22190.7390.730.00%market19.65%-12.97%-2.85%-10.12%
FCX2019-07-242019-07-252019-08-22112.0512.050.00%market20.00%-24.33%-2.85%-21.48%
FR2019-07-242019-07-252019-08-22138.0238.020.00%market29.17%2.50%-2.85%5.35%
FSV2019-07-242019-07-252019-08-221103.19103.190.00%market20.43%-1.51%-2.85%1.35%
GSK2019-07-242019-07-252019-08-22141.8041.800.00%market21.25%-2.06%-2.85%0.79%
KN2019-07-242019-07-252019-08-22119.8519.850.00%market15.79%4.33%-2.85%7.18%
LOB2019-07-242019-07-252019-08-22116.9816.980.00%market75.00%5.85%-2.85%8.70%
MHO2019-07-242019-07-252019-08-22131.8531.850.00%market31.71%15.91%-2.85%18.76%
MLCO2019-07-242019-07-252019-08-22124.9024.900.00%market20.00%-18.13%-2.85%-15.28%
MSC2019-07-242019-07-252019-08-22121.1021.100.00%market106.12%-7.68%-2.85%-4.83%
MTH2019-07-242019-07-252019-08-22130.5030.500.00%market26.92%6.69%-2.85%9.54%
SYBT2019-07-242019-07-252019-08-22136.1236.120.00%market18.03%0.15%-2.85%3.00%
TDY2019-07-242019-07-252019-08-221299.64299.640.00%market16.18%2.63%-2.85%5.48%
UAN2019-07-242019-07-252019-08-22140.0040.000.00%market240.00%-6.85%-2.85%-4.00%
WIX2019-07-242019-07-252019-08-221151.68151.680.00%market100.00%-1.31%-2.85%1.54%
AGYS2019-07-252019-07-262019-08-23123.1523.150.00%market22.22%17.35%-5.29%22.64%
ALKS2019-07-252019-07-262019-08-23120.6420.640.00%market190.00%-2.86%-5.29%2.43%
AXTA2019-07-252019-07-262019-08-23130.8930.890.00%market20.93%-13.50%-5.29%-8.21%
AZN2019-07-252019-07-262019-08-23186.0286.020.00%market146.67%3.55%-5.29%8.84%
BANC2019-07-252019-07-262019-08-23115.4615.460.00%market35.29%-9.28%-5.29%-4.00%
COLM2019-07-252019-07-262019-08-231106.66106.660.00%market1864.13%-12.82%-5.29%-7.53%
CRI2019-07-252019-07-262019-08-23199.2699.260.00%market17.28%-12.22%-5.29%-6.93%
DECK2019-07-252019-07-262019-08-23129.1229.120.00%market42.11%-22.11%-5.29%-16.82%
EIX2019-07-252019-07-262019-08-23170.1670.160.00%market37.39%2.68%-5.29%7.97%
ENVA2019-07-252019-07-262019-08-23122.7922.790.00%market26.56%6.00%-5.29%11.29%
EQT2019-07-252019-07-262019-08-23114.6514.650.00%market200.00%-29.45%-5.29%-24.16%
FCN2019-07-252019-07-262019-08-231103.40103.400.00%market78.35%0.44%-5.29%5.73%
FOR2019-07-252019-07-262019-08-23123.0023.000.00%market166.67%-17.53%-5.29%-12.24%
GOOG2019-07-252019-07-262019-08-23161.2061.200.00%market24.56%-6.05%-5.29%-0.76%
GOOGL2019-07-252019-07-262019-08-23161.4061.400.00%market26.79%-6.16%-5.29%-0.87%
HLI2019-07-252019-07-262019-08-23145.3145.310.00%market21.82%-6.10%-5.29%-0.81%
HTH2019-07-252019-07-262019-08-23122.5322.530.00%market58.97%1.32%-5.29%6.61%
INTC2019-07-252019-07-262019-08-23152.6952.690.00%market19.10%-14.77%-5.29%-9.48%
KIM2019-07-252019-07-262019-08-23118.8118.810.00%market17.65%-3.61%-5.29%1.68%
LAZ2019-07-252019-07-262019-08-23138.5938.590.00%market15.87%-13.37%-5.29%-8.08%
MAT2019-07-252019-07-262019-08-23113.3913.390.00%market28.57%-29.60%-5.29%-24.31%
NOK2019-07-252019-07-262019-08-2315.695.690.00%market125.23%-12.05%-5.29%-6.76%
NVCR2019-07-252019-07-262019-08-23176.0876.080.00%market85.71%21.47%-5.29%26.76%
PDS2019-07-252019-07-262019-08-23132.8032.800.00%market50.00%-34.86%-5.29%-29.57%
PTEN2019-07-252019-07-262019-08-23110.3810.380.00%market19.05%-23.99%-5.29%-18.70%
RRC2019-07-252019-07-262019-08-2315.235.230.00%market32.01%-28.21%-5.29%-22.92%
SAH2019-07-252019-07-262019-08-23127.2527.250.00%market31.91%-6.41%-5.29%-1.12%
SAM2019-07-252019-07-262019-08-231391.77391.770.00%market21.03%9.51%-5.29%14.80%
SPSC2019-07-252019-07-262019-08-23154.7554.750.00%market15.38%-9.38%-5.29%-4.09%
TEAM2019-07-252019-07-262019-08-231136.75136.750.00%market25.00%3.04%-5.29%8.33%
UTL2019-07-252019-07-262019-08-23159.3259.320.00%market999.80%-1.43%-5.29%3.86%
VLRS2019-07-252019-07-262019-08-23110.1810.180.00%market200.00%-17.29%-5.29%-12.00%
WST2019-07-252019-07-262019-08-231134.30134.300.00%market23.61%6.62%-5.29%11.91%
BSAC2019-07-262019-07-292019-08-26329.6729.670.00%market17.39%-6.54%-4.60%-1.94%
OPY2019-07-262019-07-292019-08-26329.1329.130.00%market67.92%-6.86%-4.60%-2.26%
PIPR2019-07-262019-07-292019-08-26319.5719.570.00%market25.71%-9.81%-4.60%-5.21%
WY2019-07-262019-07-292019-08-26326.2626.260.00%market60.00%-3.18%-4.60%1.41%
AMKR2019-07-292019-07-302019-08-2718.408.400.00%market69.23%1.21%-4.35%5.56%
APPF2019-07-292019-07-302019-08-27193.9393.930.00%market490.91%4.08%-4.35%8.43%
BCH2019-07-292019-07-302019-08-27129.4829.480.00%market16.67%-5.19%-4.35%-0.84%
CGNX2019-07-292019-07-302019-08-27141.8241.820.00%market21.74%2.82%-4.35%7.17%
CHGG2019-07-292019-07-302019-08-27144.1944.190.00%market53.33%-9.79%-4.35%-5.44%
CVCO2019-07-292019-07-302019-08-271167.10167.100.00%market18.46%4.38%-4.35%8.73%
LXU2019-07-292019-07-302019-08-2713.713.710.00%market88.89%-6.32%-4.35%-1.98%
MEDP2019-07-292019-07-302019-08-27175.0075.000.00%market26.56%7.05%-4.35%11.39%
NBIX2019-07-292019-07-302019-08-27191.7591.750.00%market54.17%6.64%-4.35%10.98%
NOV2019-07-292019-07-302019-08-27120.9620.960.00%market42.86%-12.03%-4.35%-7.68%
NPO2019-07-292019-07-302019-08-27165.9765.970.00%market30.69%-9.56%-4.35%-5.21%
OGS2019-07-292019-07-302019-08-27191.9891.980.00%market17.95%-2.55%-4.35%1.80%
OMF2019-07-292019-07-302019-08-27139.1239.120.00%market20.90%-9.71%-4.35%-5.36%
PI2019-07-292019-07-302019-08-27134.6134.610.00%market133.33%6.14%-4.35%10.49%
RDY2019-07-292019-07-302019-08-2717.387.380.00%market56.76%-5.11%-4.35%-0.77%
ACA2019-08-012019-08-022019-08-30136.0036.000.00%market38.30%-9.85%-0.48%-9.37%
AEIS2019-08-052019-08-062019-09-04153.9953.990.00%market28.57%-0.91%2.84%-3.76%
ACLS2019-08-062019-08-072019-09-05116.0616.060.00%market171.37%0.27%4.72%-4.45%
AAOI2019-08-072019-08-082019-09-06111.0011.000.00%market29.73%-6.46%2.91%-9.37%
ACIW2019-08-082019-08-092019-09-09130.4230.420.00%market150.00%2.79%1.92%0.87%
BBAR2019-08-122019-08-132019-09-1115.945.940.00%market100.00%-25.18%4.35%-29.53%
ESTA2019-08-132019-08-142019-09-12122.3822.380.00%market16.98%-7.16%4.59%-11.75%
GDS2019-08-132019-08-142019-09-12139.4539.450.00%market21.43%9.38%4.59%4.79%
GGAL2019-08-142019-08-152019-09-13117.9817.980.00%market88.78%-38.20%5.69%-43.89%
SLS2019-08-142019-08-152019-09-1318.508.500.00%market27.78%-17.75%5.69%-23.44%
VIPS2019-08-142019-08-152019-09-1317.357.350.00%market43.75%31.60%5.69%25.91%
BABA2019-08-152019-08-162019-09-161170.00170.000.00%market22.00%4.06%4.78%-0.72%
CIG-C2019-08-152019-08-162019-09-1612.302.300.00%market552.05%-10.97%4.78%-15.74%
TRMD2019-08-152019-08-162019-09-1617.107.100.00%market133.33%19.34%4.78%14.56%
CIG2019-08-162019-08-192019-09-1732.812.810.00%market395.95%-5.44%2.99%-8.43%
BIDU2019-08-192019-08-202019-09-181112.08112.080.00%market56.38%-3.38%3.20%-6.58%
EL2019-08-192019-08-202019-09-181199.39199.390.00%market20.75%-3.80%3.20%-6.99%
AMCR2019-08-202019-08-212019-09-19149.2549.250.00%market18.00%-0.71%2.94%-3.65%
FINV2019-08-202019-08-212019-09-1913.703.700.00%market25.60%-6.86%2.94%-9.80%
LZB2019-08-202019-08-212019-09-19132.0932.090.00%market23.53%1.46%2.94%-1.48%
SE2019-08-202019-08-212019-09-19133.3133.310.00%market36.21%-4.18%2.94%-7.12%
SFL2019-08-202019-08-212019-09-19113.3013.300.00%market18.18%5.99%2.94%3.05%
TOL2019-08-202019-08-212019-09-19135.7035.700.00%market20.48%9.51%2.94%6.57%
BBWI2019-08-212019-08-222019-09-20114.7214.720.00%market20.00%3.50%1.72%1.78%
EMBJ2019-08-212019-08-222019-09-20117.8617.860.00%market122.22%4.66%1.72%2.94%
HTHT2019-08-212019-08-222019-09-20131.5031.500.00%market25.00%9.93%1.72%8.21%
KEYS2019-08-212019-08-222019-09-20194.4494.440.00%market22.55%4.48%1.72%2.76%
P2019-08-212019-08-222019-09-20115.5515.550.00%market125.00%11.73%1.72%10.01%
PDD2019-08-212019-08-222019-09-20129.6429.640.00%market84.00%14.88%1.72%13.16%
CRM2019-08-222019-08-232019-09-231157.70157.700.00%market40.43%-2.03%2.51%-4.54%
INTU2019-08-222019-08-232019-09-231290.37290.370.00%market35.71%-7.46%2.51%-9.97%
CAAP2019-08-232019-08-262019-09-2435.785.780.00%market410.00%-19.65%2.99%-22.64%
MOGU2019-08-262019-08-272019-09-25134.6834.680.00%market77.27%-7.02%2.79%-9.81%
JILL2019-08-272019-08-282019-09-2618.408.400.00%market44.44%11.80%3.80%8.01%
OOMA2019-08-272019-08-282019-09-26113.8013.800.00%market42.86%-24.45%3.80%-28.24%
DY2019-08-282019-08-292019-09-27145.0545.050.00%market32.93%12.38%1.26%11.11%
ESTC2019-08-282019-08-292019-09-27187.9787.970.00%market23.81%-5.86%1.26%-7.12%
OKTA2019-08-282019-08-292019-09-271130.75130.750.00%market50.00%-25.87%1.26%-27.13%
TLYS2019-08-282019-08-292019-09-2719.809.800.00%market55.00%-3.37%1.26%-4.63%
AMBA2019-08-292019-08-302019-09-30155.9455.940.00%market755.40%12.23%0.87%11.36%
BURL2019-08-292019-08-302019-09-301207.72207.720.00%market19.30%-3.90%0.87%-4.77%
DELL2019-08-292019-08-302019-09-30125.7625.760.00%market47.26%1.88%0.87%1.01%
WDAY2019-08-292019-08-302019-09-301184.00184.000.00%market25.71%-7.73%0.87%-8.60%
HQY2019-09-032019-09-042019-10-02157.5757.570.00%market28.57%-8.39%-1.73%-6.65%
AEO2019-09-042019-09-052019-10-03114.5614.560.00%market21.88%5.46%-2.15%7.61%
AVAV2019-09-042019-09-052019-10-03157.2857.280.00%market105.56%-7.12%-2.15%-4.97%
DSGX2019-09-042019-09-052019-10-03136.2536.250.00%market25.00%7.79%-2.15%9.94%
DT2019-09-042019-09-052019-10-03122.3122.310.00%market53.85%-14.22%-2.15%-12.07%
CIEN2019-09-052019-09-062019-10-04139.7239.720.00%market22.41%-5.41%-1.28%-4.13%
PD2019-09-052019-09-062019-10-04133.9533.950.00%market30.00%-18.51%-1.28%-17.23%
SIG2019-09-052019-09-062019-10-04113.8213.820.00%market96.15%17.48%-1.28%18.76%
ZM2019-09-052019-09-062019-10-04192.0092.000.00%market495.24%-16.92%-1.28%-15.63%
GCO2019-09-062019-09-092019-10-07336.9936.990.00%market2243.75%-0.18%-2.03%1.84%
AGX2019-09-092019-09-102019-10-08141.6141.610.00%market180.00%-8.75%-2.97%-5.78%
RH2019-09-102019-09-112019-10-091155.35155.350.00%market18.52%11.99%-2.41%14.40%
ZS2019-09-102019-09-112019-10-09148.3648.360.00%market370.75%-0.39%-2.41%2.02%
NKE2019-09-242019-09-252019-10-23191.7891.780.00%market22.86%0.49%1.32%-0.84%
SNX2019-09-242019-09-252019-10-23152.8852.880.00%market15.38%11.83%1.32%10.51%
DAVA2019-09-252019-09-262019-10-24139.0039.000.00%market18.18%4.46%0.92%3.54%
EPAC2019-09-262019-09-272019-10-25121.9421.940.00%market16.67%10.29%1.27%9.03%
THO2019-09-302019-10-012019-10-29156.2556.250.00%market18.88%18.48%1.84%16.64%
BBBY2019-10-022019-10-032019-10-31110.3310.330.00%market30.77%1.84%5.39%-3.56%
LEN2019-10-022019-10-032019-10-31157.9757.970.00%market20.45%2.71%5.39%-2.68%
NIC2019-10-152019-10-162019-11-13167.7567.750.00%market18.64%2.93%3.60%-0.67%
PLD2019-10-152019-10-162019-11-13189.1189.110.00%market47.92%-1.42%3.60%-5.02%
SCHW2019-10-152019-10-162019-11-13138.6838.680.00%market15.62%10.58%3.60%6.98%
BFC2019-10-162019-10-172019-11-14166.8566.850.00%market16.25%3.10%3.29%-0.19%
NFLX2019-10-162019-10-172019-11-14130.4530.450.00%market50.00%-4.99%3.29%-8.29%
RLI2019-10-162019-10-172019-11-14146.1846.180.00%market20.83%5.60%3.29%2.30%
TEAM2019-10-172019-10-182019-11-151121.12121.120.00%market16.67%1.23%4.39%-3.16%
HLX2019-10-212019-10-222019-11-1919.229.220.00%market31.25%-11.16%3.78%-14.94%
MCHB2019-10-212019-10-222019-11-19135.4435.440.00%market73.33%-10.79%3.78%-14.57%
NWBI2019-10-212019-10-222019-11-19117.7417.740.00%market19.23%-5.62%3.78%-9.40%
ONB2019-10-212019-10-222019-11-19118.2418.240.00%market20.59%0.56%3.78%-3.22%
WFG2019-10-212019-10-222019-11-19141.0841.080.00%market48.84%9.69%3.78%5.91%
CALX2019-10-222019-10-232019-11-2017.477.470.00%market50.00%2.31%4.03%-1.72%
CMG2019-10-222019-10-232019-11-20116.2916.290.00%market33.33%-4.83%4.03%-8.86%
EQR2019-10-222019-10-232019-11-20188.3088.300.00%market91.89%-1.96%4.03%-5.99%
JBLU2019-10-222019-10-232019-11-20118.7618.760.00%market15.69%1.29%4.03%-2.74%
MANH2019-10-222019-10-232019-11-20180.4680.460.00%market41.67%-0.47%4.03%-4.50%
MLI2019-10-222019-10-232019-11-2017.557.550.00%market18.18%1.49%4.03%-2.54%
MTH2019-10-222019-10-232019-11-20135.7735.770.00%market20.00%-3.79%4.03%-7.82%
SFNC2019-10-222019-10-232019-11-20124.3724.370.00%market31.25%2.65%4.03%-1.38%
SNAP2019-10-222019-10-232019-11-20113.9113.910.00%market20.00%9.96%4.03%5.93%
STC2019-10-222019-10-232019-11-20142.5542.550.00%market25.49%1.45%4.03%-2.58%
USNA2019-10-222019-10-232019-11-20174.5374.530.00%market26.74%-4.41%4.03%-8.44%
VCYT2019-10-222019-10-232019-11-20125.9025.900.00%market71.43%1.25%4.03%-2.78%
VIST2019-10-222019-10-232019-11-2014.964.960.00%market150.00%19.46%4.03%15.43%
WRB2019-10-222019-10-232019-11-20131.9131.910.00%market27.59%-2.98%4.03%-7.01%
AEM2019-10-232019-10-242019-11-21155.3855.380.00%market37.04%8.55%3.11%5.44%
ALKS2019-10-232019-10-242019-11-21118.9618.960.00%market80.00%5.81%3.11%2.70%
ARR2019-10-232019-10-242019-11-21185.7585.750.00%market418.87%-1.09%3.11%-4.20%
BMRN2019-10-232019-10-242019-11-21171.0771.070.00%market26.47%8.34%3.11%5.23%
CLF2019-10-232019-10-242019-11-2116.836.830.00%market37.50%9.86%3.11%6.75%
CMRE2019-10-232019-10-242019-11-2115.575.570.00%market44.44%8.34%3.11%5.23%
CVI2019-10-232019-10-242019-11-21136.0136.010.00%market34.62%-0.04%3.11%-3.16%
EIG2019-10-232019-10-242019-11-21143.6143.610.00%market31.34%-4.62%3.11%-7.73%
F2019-10-232019-10-242019-11-2118.878.870.00%market30.77%-1.90%3.11%-5.01%
IVZ2019-10-232019-10-242019-11-21117.3917.390.00%market22.81%-1.94%3.11%-5.05%
LMAT2019-10-232019-10-242019-11-21137.0137.010.00%market19.05%-5.53%3.11%-8.64%
MCB2019-10-232019-10-242019-11-21141.5041.500.00%market15.38%8.53%3.11%5.42%
MHO2019-10-232019-10-242019-11-21143.4643.460.00%market33.33%-1.14%3.11%-4.25%
MKSI2019-10-232019-10-242019-11-211104.67104.670.00%market30.23%-1.56%3.11%-4.67%
MX2019-10-232019-10-242019-11-21112.8512.850.00%market81.48%-9.52%3.11%-12.63%
PTC2019-10-232019-10-242019-11-21177.0077.000.00%market42.22%-2.59%3.11%-5.70%
PYPL2019-10-232019-10-242019-11-211106.08106.080.00%market17.31%-3.42%3.11%-6.53%
RRC2019-10-232019-10-242019-11-2113.953.950.00%market22.22%-13.01%3.11%-16.12%
SLM2019-10-232019-10-242019-11-2119.119.110.00%market16.00%-6.69%3.11%-9.80%
SYBT2019-10-232019-10-242019-11-21138.7538.750.00%market16.92%4.80%3.11%1.69%
TSLA2019-10-232019-10-242019-11-21119.8919.890.00%market542.74%18.85%3.11%15.74%
UNF2019-10-232019-10-242019-11-211207.33207.330.00%market22.45%-0.77%3.11%-3.88%
ALGT2019-10-242019-10-252019-11-221165.00165.000.00%market23.85%2.46%3.74%-1.29%
AXTA2019-10-242019-10-252019-11-22129.7129.710.00%market15.56%-5.86%3.74%-9.60%
CINF2019-10-242019-10-252019-11-221116.00116.000.00%market21.35%-8.94%3.74%-12.68%
CLBK2019-10-242019-10-252019-11-2217.507.500.00%market44.44%-1.43%3.74%-5.18%
DECK2019-10-242019-10-252019-11-22125.8625.860.00%market15.38%2.72%3.74%-1.02%
DOW2019-10-242019-10-252019-11-22149.7849.780.00%market26.39%8.78%3.74%5.04%
FCN2019-10-242019-10-252019-11-221112.76112.760.00%market68.04%-5.55%3.74%-9.29%
FET2019-10-242019-10-252019-11-22126.8026.800.00%market140.00%-15.03%3.74%-18.77%
FIX2019-10-242019-10-252019-11-22148.7148.710.00%market15.29%3.37%3.74%-0.37%
ILMN2019-10-242019-10-252019-11-221290.43290.430.00%market37.86%5.51%3.74%1.77%
KIM2019-10-242019-10-252019-11-22121.1821.180.00%market117.65%0.47%3.74%-3.28%
NOC2019-10-242019-10-252019-11-221357.58357.580.00%market15.09%-2.45%3.74%-6.20%
PDS2019-10-242019-10-252019-11-22121.0021.000.00%market75.00%-0.10%3.74%-3.84%
RS2019-10-242019-10-252019-11-221113.25113.250.00%market22.56%2.67%3.74%-1.07%
SAH2019-10-242019-10-252019-11-22133.2733.270.00%market17.86%-1.57%3.74%-5.32%
SPSC2019-10-242019-10-252019-11-22153.3853.380.00%market17.86%4.86%3.74%1.12%
STM2019-10-242019-10-252019-11-22122.4622.460.00%market17.24%6.18%3.74%2.43%
TBBK2019-10-242019-10-252019-11-22110.4410.440.00%market40.74%2.15%3.74%-1.59%
CVEO2019-10-252019-10-282019-11-25313.2013.200.00%market200.00%-17.37%3.44%-20.82%
GRC2019-10-252019-10-282019-11-25336.2836.280.00%market17.14%2.08%3.44%-1.37%
PBR-A2019-10-252019-10-282019-11-25314.6614.660.00%market80.95%-4.33%3.44%-7.77%
PSX2019-10-252019-10-282019-11-253115.00115.000.00%market19.62%0.27%3.44%-3.18%
WT2019-10-252019-10-282019-11-2535.495.490.00%market20.00%-8.11%3.44%-11.56%
AMKR2019-10-282019-10-292019-11-26113.4613.460.00%market187.50%-8.57%3.66%-12.23%
APPF2019-10-282019-10-292019-11-26192.1992.190.00%market55.56%23.54%3.66%19.88%
AVB2019-10-282019-10-292019-11-261216.70216.700.00%market66.67%-0.60%3.66%-4.26%
CRSP2019-10-282019-10-292019-11-26145.0045.000.00%market352.63%52.70%3.66%49.04%
FMX2019-10-282019-10-292019-11-26191.0391.030.00%market1688.02%-1.24%3.66%-4.90%
KNSA2019-10-282019-10-292019-11-2616.776.770.00%market33.78%53.67%3.66%50.01%
NXPI2019-10-282019-10-292019-11-261114.50114.500.00%market25.39%1.76%3.66%-1.90%
QURE2019-10-282019-10-292019-11-26149.4849.480.00%market30.12%13.22%3.66%9.56%
SPOT2019-10-282019-10-292019-11-261137.87137.870.00%market202.50%4.22%3.66%0.57%
TBI2019-10-282019-10-292019-11-26122.6822.680.00%market15.15%3.96%3.66%0.30%
VRNS2019-10-282019-10-292019-11-26123.4323.430.00%market54.55%10.83%3.66%7.17%
AFG2019-10-292019-10-302019-11-271100.64100.640.00%market15.38%9.81%3.97%5.84%
AIN2019-10-292019-10-302019-11-27186.0086.000.00%market48.10%-2.33%3.97%-6.30%
AM2019-10-292019-10-302019-11-2717.667.660.00%market95.00%-39.26%3.97%-43.24%
BP2019-10-292019-10-302019-11-27138.5538.550.00%market24.53%-2.15%3.97%-6.12%
CVLT2019-10-292019-10-302019-11-27149.8049.800.00%market44.83%2.01%3.97%-1.96%
CYH2019-10-292019-10-302019-11-2714.254.250.00%market47.27%-27.16%3.97%-31.13%
ENPH2019-10-292019-10-302019-11-27121.6921.690.00%market20.00%6.15%3.97%2.18%
FMC2019-10-292019-10-302019-11-27188.5988.590.00%market17.50%11.40%3.97%7.43%
FNF2019-10-292019-10-302019-11-27143.4343.430.00%market20.88%5.59%3.97%1.62%
GM2019-10-292019-10-302019-11-27138.2638.260.00%market45.76%-5.64%3.97%-9.61%
HURN2019-10-292019-10-302019-11-27164.0064.000.00%market19.70%5.10%3.97%1.13%
INCY2019-10-292019-10-302019-11-27183.0683.060.00%market26.15%13.22%3.97%9.24%
INVH2019-10-292019-10-302019-11-27130.7030.700.00%market77.78%-1.24%3.97%-5.21%
LNN2019-10-292019-10-302019-11-27197.6197.610.00%market58.82%-7.30%3.97%-11.27%
MAT2019-10-292019-10-302019-11-27112.7512.750.00%market62.50%-7.47%3.97%-11.44%
MEC2019-10-292019-10-302019-11-27110.5110.510.00%market53.12%-12.09%3.97%-16.06%
ACA2019-10-302019-10-312019-11-29136.9036.900.00%market25.93%6.16%3.35%2.81%
ACAD2019-10-302019-10-312019-11-29142.7942.790.00%market29.27%5.74%3.35%2.40%
ADPT2019-11-122019-11-132019-12-12129.7429.740.00%market54.17%6.39%2.99%3.40%
AEIS2019-11-122019-11-132019-12-12165.4265.420.00%market45.95%6.15%2.99%3.16%
BATRK2019-11-122019-11-132019-12-12128.4528.450.00%market120.00%1.97%2.99%-1.02%
AGRO2019-11-132019-11-142019-12-1316.146.140.00%market2698.71%27.42%2.76%24.66%
ARCO2019-11-132019-11-142019-12-1317.747.740.00%market62.50%0.68%2.76%-2.09%
FVRR2019-11-132019-11-142019-12-13123.5023.500.00%market42.86%-0.95%2.76%-3.71%
BN2019-11-142019-11-152019-12-16120.5320.530.00%market103.33%0.53%2.73%-2.19%
ASND2019-11-182019-11-192019-12-181110.50110.500.00%market55.46%11.00%2.21%8.79%
MANU2019-11-182019-11-192019-12-18116.3216.320.00%market137.50%14.18%2.21%11.97%
DAVA2019-11-192019-11-202019-12-19144.2444.240.00%market15.38%5.94%3.09%2.84%
NTES2019-11-202019-11-212019-12-20159.0059.000.00%market477.08%3.36%3.17%0.19%
UBS2019-11-202019-11-212019-12-20112.0812.080.00%market24.00%2.47%3.17%-0.70%
BRBR2019-11-212019-11-222019-12-23118.7218.720.00%market394.12%22.76%3.26%19.51%
INTU2019-11-212019-11-222019-12-231267.92267.920.00%market57.69%-0.71%3.26%-3.97%
M2019-11-212019-11-222019-12-23114.7514.750.00%market6442.06%9.73%3.26%6.47%
OOMA2019-11-212019-11-222019-12-23113.3013.300.00%market120.00%2.38%3.26%-0.88%
P2019-11-212019-11-222019-12-23115.9515.950.00%market44.44%6.48%3.26%3.23%
POST2019-11-212019-11-222019-12-23173.6373.630.00%market29.91%-2.25%3.26%-5.50%
BKE2019-11-222019-11-252019-12-24326.8926.890.00%market23.26%-0.99%2.96%-3.96%
AMBA2019-11-252019-11-262019-12-26160.3760.370.00%market52.38%0.70%3.04%-2.35%
DKS2019-11-262019-11-272019-12-27147.2447.240.00%market36.84%1.97%2.62%-0.65%
DY2019-11-262019-11-272019-12-27153.8653.860.00%market22.22%-13.86%2.62%-16.48%
AVAV2019-12-032019-12-042020-01-03166.1266.120.00%market17.24%1.70%3.77%-2.07%
HQY2019-12-032019-12-042020-01-03168.7268.720.00%market113.64%4.41%3.77%0.64%
WDAY2019-12-032019-12-042020-01-031164.56164.560.00%market39.47%2.26%3.77%-1.51%
ZS2019-12-032019-12-042020-01-03148.7448.740.00%market292.16%-2.89%3.77%-6.66%
BNED2019-12-042019-12-052020-01-061393.00393.000.00%market8110.53%10.59%3.65%6.93%
ESTC2019-12-042019-12-052020-01-06166.5066.500.00%market31.25%1.87%3.65%-1.78%
PGNY2019-12-042019-12-052020-01-06127.6227.620.00%market57.89%1.17%3.65%-2.49%
POWL2019-12-042019-12-052020-01-06114.3314.330.00%market47.37%12.88%3.65%9.23%
RH2019-12-042019-12-052020-01-061210.00210.000.00%market25.11%1.22%3.65%-2.44%
WLY2019-12-042019-12-052020-01-06148.2448.240.00%market28.79%-1.14%3.65%-4.79%
DOCU2019-12-052019-12-062020-01-07174.9474.940.00%market253.93%0.30%2.74%-2.44%
GWRE2019-12-052019-12-062020-01-071117.21117.210.00%market289.22%-5.11%2.74%-7.85%
HOV2019-12-052019-12-062020-01-07125.3025.300.00%market64.41%-17.25%2.74%-20.00%
OKTA2019-12-052019-12-062020-01-071119.36119.360.00%market41.67%2.86%2.74%0.12%
SIG2019-12-052019-12-062020-01-07118.3918.390.00%market28.97%0.34%2.74%-2.41%
ZM2019-12-052019-12-062020-01-07164.2664.260.00%market220.74%11.79%2.74%9.05%
GCO2019-12-062019-12-092020-01-08349.8049.800.00%market23.15%-3.07%3.18%-6.26%
PHR2019-12-092019-12-102020-01-09130.1030.100.00%market30.00%-11.13%4.09%-15.22%
THO2019-12-092019-12-102020-01-09163.6163.610.00%market21.95%8.59%4.09%4.51%
LITB2019-12-102019-12-112020-01-1015.465.460.00%market633.33%18.58%3.72%14.86%
OXM2019-12-112019-12-122020-01-13172.6172.610.00%market25.00%1.17%4.30%-3.13%
MESO2019-12-162019-12-172020-01-16113.7413.740.00%market60.00%20.86%3.44%17.42%
WOR2019-12-172019-12-182020-01-17127.0127.010.00%market18.97%-7.54%3.73%-11.28%
EPAC2019-12-192019-12-202020-01-22127.0027.000.00%market33.33%-12.06%3.40%-15.46%
NKE2019-12-192019-12-202020-01-221101.00101.000.00%market20.69%3.36%3.40%-0.04%
BB2019-12-202019-12-232020-01-2336.556.550.00%market83.37%1.58%3.15%-1.57%
CCL2019-12-202019-12-232020-01-23350.3250.320.00%market24.00%-1.83%3.15%-4.98%
RTO2019-12-312020-01-022020-01-31229.9829.980.00%market20.83%4.34%-0.56%4.90%
CMC2020-01-062020-01-072020-02-05121.9921.990.00%market35.19%-1.51%3.05%-4.56%
JEF2020-01-082020-01-092020-02-07120.4720.470.00%market31.91%7.57%1.85%5.72%
STZ2020-01-082020-01-092020-02-071191.90191.900.00%market16.94%4.30%1.85%2.45%
UNF2020-01-082020-01-092020-02-071216.12216.120.00%market25.37%-6.81%1.85%-8.67%
AEHR2020-01-092020-01-102020-02-1012.152.150.00%market100.00%-6.61%2.26%-8.87%
LNN2020-01-092020-01-102020-02-101105.41105.410.00%market54.00%1.18%2.26%-1.08%
SNX2020-01-092020-01-102020-02-10171.3171.310.00%market18.01%-1.43%2.26%-3.69%
C2020-01-142020-01-152020-02-13181.7381.730.00%market16.85%-3.44%2.97%-6.41%
DAL2020-01-142020-01-152020-02-13161.5461.540.00%market21.43%-4.02%2.97%-6.98%
IIIN2020-01-162020-01-172020-02-18124.4324.430.00%market127.27%-10.33%1.52%-11.85%
MS2020-01-162020-01-172020-02-18156.2656.260.00%market30.00%-1.42%1.52%-2.93%
EDU2020-01-202020-01-212020-02-191131.29131.290.00%market71.43%7.87%2.25%5.63%
HDB2020-01-182020-01-212020-02-19330.4830.480.00%market7877.21%-4.23%2.25%-6.48%
STT2020-01-172020-01-212020-02-19481.7581.750.00%market17.16%-3.76%2.25%-6.01%
NFLX2020-01-212020-01-222020-02-20133.2633.260.00%market160.00%15.96%1.42%14.54%
PLD2020-01-222020-01-232020-02-21193.5493.540.00%market51.28%5.98%0.86%5.12%
PTC2020-01-222020-01-232020-02-21185.5185.510.00%market26.67%3.54%0.86%2.68%
RLI2020-01-222020-01-232020-02-21145.7545.750.00%market28.00%-0.52%0.86%-1.38%
FCX2020-01-232020-01-242020-02-24111.8711.870.00%market838.97%-5.41%-3.01%-2.39%
FOR2020-01-232020-01-242020-02-24122.9622.960.00%market169.23%-6.81%-3.01%-3.79%
GATX2020-01-232020-01-242020-02-24182.5582.550.00%market29.52%-7.82%-3.01%-4.80%
HZO2020-01-232020-01-242020-02-24122.1522.150.00%market485.71%-11.30%-3.01%-8.28%
INTC2020-01-232020-01-242020-02-24166.5766.570.00%market21.60%-7.33%-3.01%-4.31%
ORI2020-01-232020-01-242020-02-24122.7722.770.00%market20.51%-0.32%-3.01%2.69%
STM2020-01-232020-01-242020-02-24130.6830.680.00%market16.22%-7.73%-3.01%-4.71%
TEAM2020-01-232020-01-242020-02-241145.00145.000.00%market37.04%1.36%-3.01%4.37%
MOG-A2020-01-242020-01-272020-02-25388.7888.780.00%market19.01%-8.16%-3.21%-4.95%
ASH2020-01-272020-01-282020-02-26177.6477.640.00%market30.00%-2.35%-4.17%1.82%
DHI2020-01-272020-01-282020-02-26160.2860.280.00%market16.30%-6.25%-4.17%-2.08%
GGG2020-01-272020-01-282020-02-26154.9054.900.00%market23.08%-2.30%-4.17%1.87%
RDY2020-01-272020-01-282020-02-2618.778.770.00%market24.71%-1.81%-4.17%2.36%
SANM2020-01-272020-01-282020-02-26134.9634.960.00%market16.18%-22.38%-4.17%-18.21%
EQR2020-01-282020-01-292020-02-27186.2086.200.00%market120.00%-9.08%-9.40%0.32%
LEA2020-01-282020-01-292020-02-271126.41126.410.00%market17.86%-12.75%-9.40%-3.35%
MSTR2020-01-282020-01-292020-02-27115.7015.700.00%market33.33%-13.35%-9.40%-3.95%
MTSI2020-01-282020-01-292020-02-27130.5330.530.00%market137.29%-21.03%-9.40%-11.63%
NUE2020-01-282020-01-292020-02-27149.2849.280.00%market52.94%-15.26%-9.40%-5.86%
UMBF2020-01-282020-01-292020-02-27167.9967.990.00%market15.38%-10.29%-9.40%-0.89%
ADM2020-01-292020-01-302020-02-28145.6245.620.00%market96.40%-17.57%-8.66%-8.91%
CLS2020-01-292020-01-302020-02-2819.189.180.00%market20.00%-31.25%-8.66%-22.59%
CMPR2020-01-292020-01-302020-02-281111.99111.990.00%market21.33%3.85%-8.66%12.51%
CRUS2020-01-292020-01-302020-02-28187.6887.680.00%market23.68%-21.82%-8.66%-13.15%
CVLT2020-01-292020-01-302020-02-28144.4044.400.00%market17.50%-6.18%-8.66%2.48%
DT2020-01-292020-01-302020-02-28131.0031.000.00%market66.67%4.09%-8.66%12.76%
EVR2020-01-292020-01-302020-02-28180.4380.430.00%market15.74%-17.27%-8.66%-8.61%
GE2020-01-292020-01-302020-02-28164.1864.180.00%market16.67%-15.70%-8.66%-7.03%
KLIC2020-01-292020-01-302020-02-28127.7427.740.00%market71.43%-17.80%-8.66%-9.14%
MAA2020-01-292020-01-302020-02-281136.91136.910.00%market120.34%-5.69%-8.66%2.98%
MEOH2020-01-292020-01-302020-02-28137.0537.050.00%market514.95%-22.23%-8.66%-13.57%
MPC2020-01-292020-01-302020-02-28152.7852.780.00%market83.53%-10.26%-8.66%-1.59%
MTH2020-01-292020-01-302020-02-28136.9936.990.00%market38.54%-14.32%-8.66%-5.66%
NOW2020-01-292020-01-302020-02-28166.7566.750.00%market247.70%-2.39%-8.66%6.27%
PB2020-01-292020-01-302020-02-28169.4969.490.00%market17.07%-7.14%-8.66%1.53%
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