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
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2006 | 140 | 4.64% | 3.10% | 70.71% |
| 2007 | 616 | -1.46% | -0.31% | 43.34% |
| 2008 | 602 | 0.97% | 2.59% | 51.99% |
| 2009 | 693 | 4.46% | 2.48% | 60.03% |
| 2010 | 688 | 0.80% | 0.53% | 53.05% |
| 2011 | 626 | -3.43% | -1.12% | 38.98% |
| 2012 | 639 | 0.95% | 0.04% | 52.43% |
| 2013 | 668 | 2.93% | 1.01% | 61.98% |
| 2014 | 641 | 1.38% | -0.50% | 56.79% |
| 2015 | 669 | 0.40% | 0.85% | 49.33% |
| 2016 | 690 | 4.05% | 2.32% | 62.75% |
| 2017 | 672 | 0.87% | -0.30% | 52.53% |
| 2018 | 727 | -0.83% | 0.01% | 46.77% |
| 2019 | 720 | -0.33% | -1.64% | 50.56% |
| 2020 | 925 | 1.21% | 0.65% | 52.11% |
| 2021 | 952 | 0.93% | -0.57% | 55.67% |
| 2022 | 892 | 0.79% | 2.23% | 50.11% |
| 2023 | 899 | 1.31% | -0.19% | 48.05% |
| 2024 | 864 | 2.28% | -0.02% | 51.74% |
| 2025 | 878 | 0.33% | -0.51% | 49.43% |
| 2026 | 486 | 2.07% | 1.33% | 47.94% |
Trades (page 7: 500 of 14,687)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SLM | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 5.63 | 5.63 | 0.00% | market | 20.00% | 3.45% | -0.13% | 3.59% |
| TSCO | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 6.50 | 6.50 | 0.00% | market | 50.00% | -9.33% | -0.13% | -9.20% |
| WTFC | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 34.79 | 34.79 | 0.00% | market | 28.57% | -5.39% | -0.13% | -5.25% |
| AIT | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 34.46 | 34.46 | 0.00% | market | 19.61% | -0.36% | -1.21% | 0.85% |
| AMD | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 8.67 | 8.67 | 0.00% | market | 60.00% | -2.18% | -1.21% | -0.96% |
| BFH | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 72.03 | 72.03 | 0.00% | market | 20.83% | -1.79% | -1.21% | -0.58% |
| BX | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 19.04 | 19.04 | 0.00% | market | 24.39% | -14.81% | -1.21% | -13.59% |
| COF | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 53.40 | 53.40 | 0.00% | market | 42.58% | 1.19% | -1.21% | 2.40% |
| FHN | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 10.23 | 10.23 | 0.00% | market | 290.93% | 0.29% | -1.21% | 1.50% |
| GE | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 96.38 | 96.38 | 0.00% | market | 16.30% | -3.82% | -1.21% | -2.61% |
| HOMB | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 5.69 | 5.69 | 0.00% | market | 22.22% | 0.95% | -1.21% | 2.17% |
| MAN | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 67.49 | 67.49 | 0.00% | market | 34.37% | -11.01% | -1.21% | -9.79% |
| MS | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 26.29 | 26.29 | 0.00% | market | 47.06% | -9.99% | -1.21% | -8.78% |
| NOK | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 8.65 | 8.65 | 0.00% | market | 38.46% | -6.34% | -1.21% | -5.13% |
| NUE | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 45.37 | 45.37 | 0.00% | market | 38.89% | -8.52% | -1.21% | -7.31% |
| PENN | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 9.04 | 9.04 | 0.00% | market | 17.07% | -5.19% | -1.21% | -3.98% |
| PNC | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 61.59 | 61.59 | 0.00% | market | 15.44% | -0.91% | -1.21% | 0.30% |
| POOL | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 29.00 | 29.00 | 0.00% | market | 83.67% | 0.00% | -1.21% | 1.22% |
| RBCAA | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 19.80 | 19.80 | 0.00% | market | 18.47% | 0.61% | -1.21% | 1.82% |
| RMBS | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 20.05 | 20.05 | 0.00% | market | 33.33% | -30.62% | -1.21% | -29.41% |
| SHW | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 27.85 | 27.85 | 0.00% | market | 23.53% | 2.02% | -1.21% | 3.23% |
| TRV | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 61.32 | 61.32 | 0.00% | market | 25.17% | 0.10% | -1.21% | 1.31% |
| UNH | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 47.14 | 47.14 | 0.00% | market | 37.08% | 4.19% | -1.21% | 5.40% |
| ACGL | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 11.44 | 11.44 | 0.00% | market | 122.22% | -2.02% | -1.57% | -0.46% |
| BLDR | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 2.62 | 2.62 | 0.00% | market | 23.53% | -20.33% | -1.57% | -18.76% |
| BPOP | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 32.40 | 32.40 | 0.00% | market | 200.03% | -13.53% | -1.57% | -11.96% |
| EBF | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 20.06 | 20.06 | 0.00% | market | 35.71% | -11.27% | -1.57% | -9.70% |
| HLX | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 17.14 | 17.14 | 0.00% | market | 166.67% | -8.03% | -1.57% | -6.47% |
| HOPE | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 9.50 | 9.50 | 0.00% | market | 66.67% | -11.89% | -1.57% | -10.32% |
| HXL | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 21.36 | 21.36 | 0.00% | market | 25.00% | -4.08% | -1.57% | -2.51% |
| SBCF | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 9.15 | 9.15 | 0.00% | market | 82.14% | -0.65% | -1.57% | 0.92% |
| UCTT | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 12.37 | 12.37 | 0.00% | market | 19.05% | -19.42% | -1.57% | -17.85% |
| WAL | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 7.90 | 7.90 | 0.00% | market | 340.53% | -7.69% | -1.57% | -6.13% |
| ABCB | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 9.88 | 9.88 | 0.00% | market | 366.20% | -11.94% | -1.97% | -9.97% |
| AGCO | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 57.66 | 57.66 | 0.00% | market | 113.16% | -14.25% | -1.97% | -12.28% |
| AUB | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 12.56 | 12.56 | 0.00% | market | 22.22% | -0.82% | -1.97% | 1.15% |
| BUSE | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 15.75 | 15.75 | 0.00% | market | 68.75% | -3.72% | -1.97% | -1.75% |
| CE | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 49.50 | 49.50 | 0.00% | market | 17.07% | -0.52% | -1.97% | 1.45% |
| CMI | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 117.40 | 117.40 | 0.00% | market | 21.53% | -10.57% | -1.97% | -8.60% |
| CNC | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 8.65 | 8.65 | 0.00% | market | 20.00% | -1.52% | -1.97% | 0.45% |
| COHR | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 29.52 | 29.52 | 0.00% | market | 33.33% | -5.32% | -1.97% | -3.35% |
| CRS | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 49.39 | 49.39 | 0.00% | market | 47.22% | 3.14% | -1.97% | 5.11% |
| CSL | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 47.81 | 47.81 | 0.00% | market | 17.78% | -0.33% | -1.97% | 1.64% |
| DAL | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 9.81 | 9.81 | 0.00% | market | 24.00% | 6.83% | -1.97% | 8.80% |
| F | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 15.85 | 15.85 | 0.00% | market | 24.00% | -8.11% | -1.97% | -6.14% |
| HMN | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 17.74 | 17.74 | 0.00% | market | 23.26% | -8.56% | -1.97% | -6.59% |
| KWR | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 44.00 | 44.00 | 0.00% | market | 33.82% | -5.62% | -1.97% | -3.65% |
| MLI | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 4.87 | 4.87 | 0.00% | market | 95.65% | -9.55% | -1.97% | -7.58% |
| MRCY | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 20.30 | 20.30 | 0.00% | market | 33.33% | -9.66% | -1.97% | -7.69% |
| NBR | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 1,618.00 | 1,618.00 | 0.00% | market | 3617.95% | -14.41% | -1.97% | -12.44% |
| PNR | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 26.62 | 26.62 | 0.00% | market | 18.18% | -0.70% | -1.97% | 1.27% |
| R | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 52.75 | 52.75 | 0.00% | market | 15.91% | 2.63% | -1.97% | 4.60% |
| ACCO | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 9.87 | 9.87 | 0.00% | market | 20.00% | -19.35% | -1.79% | -17.56% |
| ALL | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 33.25 | 33.25 | 0.00% | market | 36.76% | -6.42% | -1.79% | -4.62% |
| ATI | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 72.69 | 72.69 | 0.00% | market | 18.00% | -8.30% | -1.79% | -6.50% |
| ADEA | 2011-04-28 | 2011-04-29 | 2011-05-27 | 1 | 5.10 | 5.10 | 0.00% | market | 56.25% | -10.88% | -1.95% | -8.94% |
| AIV | 2011-04-29 | 2011-05-02 | 2011-05-31 | 3 | 3.67 | 3.67 | 0.00% | market | 225.00% | -3.10% | -1.58% | -1.51% |
| CAT | 2011-04-29 | 2011-05-02 | 2011-05-31 | 3 | 116.24 | 116.24 | 0.00% | market | 40.46% | -9.08% | -1.58% | -7.50% |
| CGAU | 2011-04-29 | 2011-05-02 | 2011-05-31 | 3 | 19.76 | 19.76 | 0.00% | market | 81.25% | -3.64% | -1.58% | -2.06% |
| AEIS | 2011-05-02 | 2011-05-03 | 2011-06-01 | 1 | 15.16 | 15.16 | 0.00% | market | 22.86% | -4.45% | -3.01% | -1.45% |
| AER | 2011-05-05 | 2011-05-06 | 2011-06-06 | 1 | 13.91 | 13.91 | 0.00% | market | 16.28% | -9.09% | -4.37% | -4.71% |
| ABR | 2011-05-06 | 2011-05-09 | 2011-06-07 | 3 | 5.15 | 5.15 | 0.00% | market | 106.12% | -3.01% | -3.90% | 0.88% |
| AHT | 2011-05-08 | 2011-05-09 | 2011-06-07 | 1 | 7,031.91 | 7,031.91 | 0.00% | market | 195338.10% | 15.07% | -3.90% | 18.97% |
| CCO | 2011-05-06 | 2011-05-09 | 2011-06-07 | 3 | 14.59 | 14.59 | 0.00% | market | 66.67% | -4.42% | -3.90% | -0.52% |
| DAR | 2011-05-12 | 2011-05-13 | 2011-06-13 | 1 | 17.23 | 17.23 | 0.00% | market | 48.28% | 4.83% | -5.51% | 10.35% |
| NVDA | 2011-05-12 | 2011-05-13 | 2011-06-13 | 1 | 0.48 | 0.48 | 0.00% | market | 20.00% | -11.58% | -5.51% | -6.07% |
| BN | 2011-05-13 | 2011-05-16 | 2011-06-14 | 3 | 6.46 | 6.46 | 0.00% | market | 100.00% | 0.36% | -3.17% | 3.54% |
| NOVT | 2011-05-16 | 2011-05-17 | 2011-06-15 | 1 | 11.99 | 11.99 | 0.00% | market | 137.50% | -0.43% | -4.27% | 3.84% |
| TFII | 2011-05-17 | 2011-05-18 | 2011-06-16 | 1 | 15.93 | 15.93 | 0.00% | market | 33.31% | -9.14% | -4.46% | -4.68% |
| ANF | 2011-05-18 | 2011-05-19 | 2011-06-17 | 1 | 75.41 | 75.41 | 0.00% | market | 125.00% | -13.27% | -5.75% | -7.52% |
| NTES | 2011-05-18 | 2011-05-19 | 2011-06-17 | 1 | 9.17 | 9.17 | 0.00% | market | 21.43% | -8.06% | -5.75% | -2.31% |
| TTC | 2011-05-19 | 2011-05-20 | 2011-06-20 | 1 | 16.37 | 16.37 | 0.00% | market | 17.50% | -10.06% | -4.94% | -5.12% |
| RYAAY | 2011-05-23 | 2011-05-24 | 2011-06-22 | 1 | 11.84 | 11.84 | 0.00% | market | 24.00% | 3.11% | -2.85% | 5.96% |
| DBI | 2011-05-24 | 2011-05-25 | 2011-06-23 | 1 | 25.25 | 25.25 | 0.00% | market | 18.92% | 0.69% | -2.37% | 3.07% |
| DY | 2011-05-24 | 2011-05-25 | 2011-06-23 | 1 | 17.00 | 17.00 | 0.00% | market | 100.00% | -10.10% | -2.37% | -7.73% |
| TTWO | 2011-05-24 | 2011-05-25 | 2011-06-23 | 1 | 16.13 | 16.13 | 0.00% | market | 53.85% | -5.80% | -2.37% | -3.43% |
| CAL | 2011-05-25 | 2011-05-26 | 2011-06-24 | 1 | 10.62 | 10.62 | 0.00% | market | 23.08% | -3.40% | -3.95% | 0.56% |
| FRO | 2011-05-25 | 2011-05-26 | 2011-06-24 | 1 | 88.20 | 88.20 | 0.00% | market | 50.00% | -15.63% | -3.95% | -11.68% |
| PBA | 2011-05-25 | 2011-05-26 | 2011-06-24 | 1 | 24.55 | 24.55 | 0.00% | market | 38.11% | 1.94% | -3.95% | 5.89% |
| GCO | 2011-05-26 | 2011-05-27 | 2011-06-27 | 1 | 45.98 | 45.98 | 0.00% | market | 39.58% | 13.47% | -4.07% | 17.54% |
| SIG | 2011-05-26 | 2011-05-27 | 2011-06-27 | 1 | 45.84 | 45.84 | 0.00% | market | 19.18% | -3.22% | -4.07% | 0.85% |
| GHM | 2011-05-27 | 2011-05-31 | 2011-06-28 | 4 | 24.14 | 24.14 | 0.00% | market | 28.57% | -20.56% | -3.83% | -16.74% |
| BNS | 2011-05-31 | 2011-06-01 | 2011-06-29 | 1 | 61.37 | 61.37 | 0.00% | market | 26.61% | -2.45% | -2.82% | 0.37% |
| REX | 2011-06-01 | 2011-06-02 | 2011-06-30 | 1 | 2.61 | 2.61 | 0.00% | market | 166.67% | 6.03% | 0.01% | 6.02% |
| VEON | 2011-06-01 | 2011-06-02 | 2011-06-30 | 1 | 352.50 | 352.50 | 0.00% | market | 39.39% | -9.60% | 0.01% | -9.61% |
| MOV | 2011-06-02 | 2011-06-03 | 2011-07-01 | 1 | 16.22 | 16.22 | 0.00% | market | 166.67% | 6.62% | 2.90% | 3.72% |
| BAH | 2011-06-07 | 2011-06-08 | 2011-07-07 | 1 | 17.82 | 17.82 | 0.00% | market | 28.57% | 6.80% | 5.13% | 1.68% |
| MOD | 2011-06-07 | 2011-06-08 | 2011-07-07 | 1 | 14.84 | 14.84 | 0.00% | market | 37.50% | 7.72% | 5.13% | 2.59% |
| ULTA | 2011-06-07 | 2011-06-08 | 2011-07-07 | 1 | 56.33 | 56.33 | 0.00% | market | 19.35% | 18.29% | 5.13% | 13.17% |
| UHAL | 2011-06-08 | 2011-06-09 | 2011-07-08 | 1 | 9.32 | 9.32 | 0.00% | market | 208.33% | 2.83% | 4.37% | -1.54% |
| BF-B | 2011-06-09 | 2011-06-10 | 2011-07-11 | 1 | 19.09 | 19.09 | 0.00% | market | 76.47% | 3.67% | 2.42% | 1.25% |
| CASY | 2011-06-13 | 2011-06-14 | 2011-07-13 | 1 | 41.62 | 41.62 | 0.00% | market | 20.00% | 9.70% | 2.30% | 7.40% |
| KFY | 2011-06-15 | 2011-06-16 | 2011-07-15 | 1 | 22.27 | 22.27 | 0.00% | market | 21.88% | -0.91% | 3.64% | -4.55% |
| CMC | 2011-06-21 | 2011-06-22 | 2011-07-21 | 1 | 14.25 | 14.25 | 0.00% | market | 60.00% | 3.20% | 4.22% | -1.02% |
| LZB | 2011-06-21 | 2011-06-22 | 2011-07-21 | 1 | 11.03 | 11.03 | 0.00% | market | 26.32% | -13.43% | 4.22% | -17.64% |
| KMX | 2011-06-22 | 2011-06-23 | 2011-07-22 | 1 | 32.39 | 32.39 | 0.00% | market | 17.02% | 0.24% | 5.84% | -5.60% |
| MLKN | 2011-06-22 | 2011-06-23 | 2011-07-22 | 1 | 25.64 | 25.64 | 0.00% | market | 15.38% | 2.55% | 5.84% | -3.28% |
| LEN | 2011-06-23 | 2011-06-24 | 2011-07-25 | 1 | 18.53 | 18.53 | 0.00% | market | 90.01% | -1.34% | 4.33% | -5.68% |
| AU | 2011-06-26 | 2011-06-27 | 2011-07-26 | 1 | 40.02 | 40.02 | 0.00% | market | 16.98% | 8.90% | 5.08% | 3.82% |
| FC | 2011-06-29 | 2011-06-30 | 2011-07-29 | 1 | 9.50 | 9.50 | 0.00% | market | 33.33% | 17.79% | -1.38% | 19.17% |
| LNN | 2011-06-29 | 2011-06-30 | 2011-07-29 | 1 | 69.24 | 69.24 | 0.00% | market | 23.71% | -8.68% | -1.38% | -7.30% |
| AZZ | 2011-06-30 | 2011-07-01 | 2011-08-01 | 1 | 25.13 | 25.13 | 0.00% | market | 22.58% | 0.66% | -2.51% | 3.16% |
| MEI | 2011-06-30 | 2011-07-01 | 2011-08-01 | 1 | 11.61 | 11.61 | 0.00% | market | 118.18% | -10.18% | -2.51% | -7.67% |
| WOR | 2011-06-30 | 2011-07-01 | 2011-08-01 | 1 | 14.09 | 14.09 | 0.00% | market | 16.36% | -9.47% | -2.51% | -6.96% |
| PSMT | 2011-07-07 | 2011-07-08 | 2011-08-05 | 1 | 59.85 | 59.85 | 0.00% | market | 19.57% | -3.24% | -10.27% | 7.03% |
| COF | 2011-07-13 | 2011-07-14 | 2011-08-11 | 1 | 50.52 | 50.52 | 0.00% | market | 15.20% | -12.73% | -11.23% | -1.50% |
| OZK | 2011-07-13 | 2011-07-14 | 2011-08-11 | 1 | 13.24 | 13.24 | 0.00% | market | 265.00% | -13.24% | -11.23% | -2.01% |
| UFPI | 2011-07-13 | 2011-07-14 | 2011-08-11 | 1 | 8.09 | 8.09 | 0.00% | market | 120.00% | 9.29% | -11.23% | 20.52% |
| VMI | 2011-07-14 | 2011-07-15 | 2011-08-12 | 1 | 109.05 | 109.05 | 0.00% | market | 18.62% | -18.02% | -10.28% | -7.73% |
| FHN | 2011-07-15 | 2011-07-18 | 2011-08-15 | 3 | 9.53 | 9.53 | 0.00% | market | 45.45% | -24.86% | -7.98% | -16.88% |
| MAT | 2011-07-15 | 2011-07-18 | 2011-08-15 | 3 | 27.28 | 27.28 | 0.00% | market | 43.75% | -9.15% | -7.98% | -1.17% |
| EDU | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 30.43 | 30.43 | 0.00% | market | 66.67% | -1.32% | -8.95% | 7.63% |
| ELS | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 16.38 | 16.38 | 0.00% | market | 233.33% | -1.26% | -8.95% | 7.69% |
| ICUI | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 45.35 | 45.35 | 0.00% | market | 19.64% | -13.02% | -8.95% | -4.08% |
| SWK | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 68.93 | 68.93 | 0.00% | market | 16.80% | -11.58% | -8.95% | -2.63% |
| ZION | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 22.56 | 22.56 | 0.00% | market | 1064.48% | -25.28% | -8.95% | -16.33% |
| AAPL | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 14.15 | 14.15 | 0.00% | market | 33.33% | -4.06% | -10.07% | 6.01% |
| KEY | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 8.18 | 8.18 | 0.00% | market | 25.00% | -18.32% | -10.07% | -8.25% |
| MANH | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 9.75 | 9.75 | 0.00% | market | 45.45% | -11.85% | -10.07% | -1.78% |
| PII | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 59.15 | 59.15 | 0.00% | market | 16.95% | -14.10% | -10.07% | -4.03% |
| PNFP | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 15.23 | 15.23 | 0.00% | market | 40.00% | -15.73% | -10.07% | -5.66% |
| UNH | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 51.76 | 51.76 | 0.00% | market | 23.40% | -12.14% | -10.07% | -2.07% |
| BANR | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 18.45 | 18.45 | 0.00% | market | 79.63% | -22.86% | -14.16% | -8.70% |
| BPOP | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 25.70 | 25.70 | 0.00% | market | 45.83% | -19.36% | -14.16% | -5.20% |
| CVBF | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 9.56 | 9.56 | 0.00% | market | 42.86% | -17.88% | -14.16% | -3.72% |
| HST | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 17.09 | 17.09 | 0.00% | market | 233.33% | -34.04% | -14.16% | -19.88% |
| MCRI | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 10.85 | 10.85 | 0.00% | market | 69.23% | -10.61% | -14.16% | 3.55% |
| MKSI | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 23.54 | 23.54 | 0.00% | market | 15.87% | -6.39% | -14.16% | 7.77% |
| MTB | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 87.76 | 87.76 | 0.00% | market | 56.13% | -18.56% | -14.16% | -4.40% |
| TCBI | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 27.71 | 27.71 | 0.00% | market | 19.44% | -16.63% | -14.16% | -2.47% |
| TXT | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 24.46 | 24.46 | 0.00% | market | 20.83% | -36.85% | -14.16% | -22.69% |
| ABCB | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 10.30 | 10.30 | 0.00% | market | 233.33% | -12.43% | -16.27% | 3.84% |
| ALV | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 49.88 | 49.88 | 0.00% | market | 20.31% | -29.45% | -16.27% | -13.19% |
| ASB | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 13.68 | 13.68 | 0.00% | market | 15.38% | -27.15% | -16.27% | -10.88% |
| AUB | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 12.75 | 12.75 | 0.00% | market | 26.32% | -18.77% | -16.27% | -2.50% |
| BLDR | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 2.44 | 2.44 | 0.00% | market | 27.27% | -29.20% | -16.27% | -12.93% |
| BLX | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 18.45 | 18.45 | 0.00% | market | 75.00% | -12.13% | -16.27% | 4.13% |
| BX | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 17.05 | 17.05 | 0.00% | market | 90.91% | -33.12% | -16.27% | -16.86% |
| CALX | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 22.00 | 22.00 | 0.00% | market | 23.08% | -41.37% | -16.27% | -25.11% |
| EGP | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 45.64 | 45.64 | 0.00% | market | 284.21% | -20.28% | -16.27% | -4.01% |
| FITB | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 12.86 | 12.86 | 0.00% | market | 29.63% | -27.94% | -16.27% | -11.67% |
| HWC | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 31.14 | 31.14 | 0.00% | market | 17.07% | -14.78% | -16.27% | 1.49% |
| LECO | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 38.39 | 38.39 | 0.00% | market | 23.64% | -22.92% | -16.27% | -6.65% |
| MS | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 23.90 | 23.90 | 0.00% | market | 40.63% | -33.15% | -16.27% | -16.89% |
| MSFT | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 26.86 | 26.86 | 0.00% | market | 18.97% | -10.56% | -16.27% | 5.70% |
| MYE | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 12.21 | 12.21 | 0.00% | market | 55.56% | -20.90% | -16.27% | -4.64% |
| NOK | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 5.98 | 5.98 | 0.00% | market | 249.92% | -3.11% | -16.27% | 13.16% |
| NUE | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 40.67 | 40.67 | 0.00% | market | 16.05% | -22.62% | -16.27% | -6.36% |
| NYT | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 9.09 | 9.09 | 0.00% | market | 55.56% | -27.16% | -16.27% | -10.90% |
| OFG | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 13.05 | 13.05 | 0.00% | market | 143.48% | -22.02% | -16.27% | -5.75% |
| OVV | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 156.40 | 156.40 | 0.00% | market | 54.93% | -25.32% | -16.27% | -9.06% |
| PENN | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 9.89 | 9.89 | 0.00% | market | 17.02% | -18.00% | -16.27% | -1.73% |
| RMBS | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 15.15 | 15.15 | 0.00% | market | 28.57% | -30.27% | -16.27% | -14.00% |
| SBSI | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 16.44 | 16.44 | 0.00% | market | 42.11% | -7.83% | -16.27% | 8.44% |
| WAL | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 7.22 | 7.22 | 0.00% | market | 43.88% | -24.62% | -16.27% | -8.35% |
| WDC | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 26.83 | 26.83 | 0.00% | market | 20.90% | -25.71% | -16.27% | -9.44% |
| DCOM | 2011-07-22 | 2011-07-25 | 2011-08-22 | 3 | 20.76 | 20.76 | 0.00% | market | 23.53% | -12.96% | -15.43% | 2.47% |
| IDXX | 2011-07-22 | 2011-07-25 | 2011-08-22 | 3 | 42.95 | 42.95 | 0.00% | market | 16.67% | -15.04% | -15.43% | 0.40% |
| ACGL | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 11.11 | 11.11 | 0.00% | market | 150.00% | -2.44% | -12.94% | 10.50% |
| DAC | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 64.26 | 64.26 | 0.00% | market | 76.47% | -20.36% | -12.94% | -7.43% |
| FNF | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 9.19 | 9.19 | 0.00% | market | 16.13% | 2.08% | -12.94% | 15.01% |
| HLX | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 19.72 | 19.72 | 0.00% | market | 95.00% | -22.16% | -12.94% | -9.22% |
| KRC | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 40.92 | 40.92 | 0.00% | market | 940.00% | -14.71% | -12.94% | -1.78% |
| RRC | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 64.22 | 64.22 | 0.00% | market | 42.11% | -7.92% | -12.94% | 5.02% |
| SANM | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 10.69 | 10.69 | 0.00% | market | 20.00% | -29.01% | -12.94% | -16.07% |
| STBA | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 18.58 | 18.58 | 0.00% | market | 71.43% | -11.51% | -12.94% | 1.43% |
| ABG | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 21.15 | 21.15 | 0.00% | market | 18.60% | -16.32% | -10.94% | -5.37% |
| ACIW | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 12.64 | 12.64 | 0.00% | market | 244.00% | -23.64% | -10.94% | -12.70% |
| AMZN | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 11.22 | 11.22 | 0.00% | market | 17.30% | -13.74% | -10.94% | -2.79% |
| CB | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 67.50 | 67.50 | 0.00% | market | 21.08% | -7.37% | -10.94% | 3.57% |
| CMI | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 109.38 | 109.38 | 0.00% | market | 19.90% | -20.94% | -10.94% | -10.00% |
| CVE | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 39.29 | 39.29 | 0.00% | market | 15.56% | -12.39% | -10.94% | -1.45% |
| CVLG | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 3.03 | 3.03 | 0.00% | market | 22.22% | -33.76% | -10.94% | -22.82% |
| FORM | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 9.62 | 9.62 | 0.00% | market | 33.33% | -16.32% | -10.94% | -5.37% |
| GABC | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 11.43 | 11.43 | 0.00% | market | 23.81% | -1.76% | -10.94% | 9.18% |
| GPI | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 49.15 | 49.15 | 0.00% | market | 30.86% | -20.89% | -10.94% | -9.95% |
| KIM | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 19.94 | 19.94 | 0.00% | market | 58.67% | -16.35% | -10.94% | -5.41% |
| LVS | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 48.31 | 48.31 | 0.00% | market | 22.73% | -9.85% | -10.94% | 1.09% |
| NBR | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 1,345.00 | 1,345.00 | 0.00% | market | 4500.00% | -35.68% | -10.94% | -24.73% |
| SLG | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 91.17 | 91.17 | 0.00% | market | 721.43% | -23.05% | -10.94% | -12.10% |
| SPG | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 114.54 | 114.54 | 0.00% | market | 170.49% | -5.34% | -10.94% | 5.61% |
| TAL | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 2.13 | 2.13 | 0.00% | market | 92.86% | -8.55% | -10.94% | 2.39% |
| TCBK | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 15.07 | 15.07 | 0.00% | market | 30.77% | -10.85% | -10.94% | 0.09% |
| UAA | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 9.37 | 9.37 | 0.00% | market | 100.00% | -16.16% | -10.94% | -5.22% |
| WSBC | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 19.70 | 19.70 | 0.00% | market | 18.42% | -6.45% | -10.94% | 4.50% |
| ACCO | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 8.31 | 8.31 | 0.00% | market | 87.50% | -28.26% | -10.96% | -17.29% |
| AMKR | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 5.46 | 5.46 | 0.00% | market | 33.33% | -28.12% | -10.96% | -17.16% |
| ARE | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 81.93 | 81.93 | 0.00% | market | 105.36% | -17.14% | -10.96% | -6.17% |
| AXTI | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 8.33 | 8.33 | 0.00% | market | 50.00% | -12.10% | -10.96% | -1.14% |
| BA | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 71.00 | 71.00 | 0.00% | market | 28.87% | -14.04% | -10.96% | -3.08% |
| BSBR | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 9.08 | 9.08 | 0.00% | market | 659.09% | -7.92% | -10.96% | 3.05% |
| CBZ | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 7.26 | 7.26 | 0.00% | market | 16.67% | -6.85% | -10.96% | 4.12% |
| CPF | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 13.74 | 13.74 | 0.00% | market | 53.85% | -13.56% | -10.96% | -2.60% |
| CROX | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 29.00 | 29.00 | 0.00% | market | 38.64% | -10.41% | -10.96% | 0.55% |
| CSGP | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 5.74 | 5.74 | 0.00% | market | 260.74% | -17.52% | -10.96% | -6.56% |
| EQIX | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 104.75 | 104.75 | 0.00% | market | 33.33% | -18.90% | -10.96% | -7.93% |
| EQR | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 62.33 | 62.33 | 0.00% | market | 71.43% | -7.16% | -10.96% | 3.81% |
| FR | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 11.60 | 11.60 | 0.00% | market | 264.29% | -30.10% | -10.96% | -19.14% |
| HIW | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 33.89 | 33.89 | 0.00% | market | 252.94% | -9.90% | -10.96% | 1.07% |
| AGCO | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 45.44 | 45.44 | 0.00% | market | 17.39% | -14.43% | -8.49% | -5.94% |
| AORT | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 5.44 | 5.44 | 0.00% | market | 100.00% | -7.27% | -8.49% | 1.22% |
| AIV | 2011-07-29 | 2011-08-01 | 2011-08-29 | 3 | 3.69 | 3.69 | 0.00% | market | 194.44% | -6.33% | -7.25% | 0.91% |
| B | 2011-07-29 | 2011-08-01 | 2011-08-29 | 3 | 48.09 | 48.09 | 0.00% | market | 262.50% | 4.31% | -7.25% | 11.55% |
| BANC | 2011-07-29 | 2011-08-01 | 2011-08-29 | 3 | 14.78 | 14.78 | 0.00% | market | 33.33% | -20.67% | -7.25% | -13.42% |
| ACLS | 2011-08-04 | 2011-08-05 | 2011-09-02 | 1 | 6.32 | 6.32 | 0.00% | market | 166.67% | -17.19% | -3.21% | -13.98% |
| BN | 2011-08-10 | 2011-08-11 | 2011-09-09 | 1 | 5.72 | 5.72 | 0.00% | market | 409.09% | -2.55% | 2.35% | -4.90% |
| DXC | 2011-08-10 | 2011-08-11 | 2011-09-09 | 1 | 14.04 | 14.04 | 0.00% | market | 71.01% | -2.33% | 2.35% | -4.68% |
| HPP | 2011-08-10 | 2011-08-11 | 2011-09-09 | 1 | 91.00 | 91.00 | 0.00% | market | 285.71% | -2.48% | 2.35% | -4.83% |
| AQN | 2011-08-11 | 2011-08-12 | 2011-09-12 | 1 | 5.59 | 5.59 | 0.00% | market | 16.67% | 1.33% | -1.46% | 2.79% |
| DQ | 2011-08-15 | 2011-08-16 | 2011-09-14 | 1 | 6.78 | 6.78 | 0.00% | market | 35.19% | -29.45% | -0.08% | -29.37% |
| INN | 2011-08-15 | 2011-08-16 | 2011-09-14 | 1 | 8.53 | 8.53 | 0.00% | market | 233.33% | 4.24% | -0.08% | 4.32% |
| PLAB | 2011-08-16 | 2011-08-17 | 2011-09-15 | 1 | 6.34 | 6.34 | 0.00% | market | 21.05% | 4.95% | 0.98% | 3.97% |
| ANF | 2011-08-17 | 2011-08-18 | 2011-09-16 | 1 | 62.57 | 62.57 | 0.00% | market | 16.67% | 8.75% | 4.31% | 4.45% |
| CACI | 2011-08-17 | 2011-08-18 | 2011-09-16 | 1 | 49.56 | 49.56 | 0.00% | market | 23.08% | 5.11% | 4.31% | 0.80% |
| GME | 2011-08-18 | 2011-08-19 | 2011-09-19 | 1 | 5.27 | 5.27 | 0.00% | market | 20.00% | 14.89% | 6.51% | 8.38% |
| MZTI | 2011-08-18 | 2011-08-19 | 2011-09-19 | 1 | 54.42 | 54.42 | 0.00% | market | 28.92% | 9.95% | 6.51% | 3.44% |
| TROX | 2011-08-18 | 2011-08-19 | 2011-09-19 | 1 | 27.10 | 27.10 | 0.00% | market | 50.77% | -4.16% | 6.51% | -10.67% |
| DY | 2011-08-23 | 2011-08-24 | 2011-09-22 | 1 | 15.95 | 15.95 | 0.00% | market | 58.33% | 0.84% | -2.87% | 3.71% |
| HEI | 2011-08-24 | 2011-08-25 | 2011-09-23 | 1 | 17.35 | 17.35 | 0.00% | market | 23.08% | -10.99% | -4.37% | -6.62% |
| TOL | 2011-08-24 | 2011-08-25 | 2011-09-23 | 1 | 15.62 | 15.62 | 0.00% | market | 849.85% | -8.04% | -4.37% | -3.67% |
| SIG | 2011-08-25 | 2011-08-26 | 2011-09-26 | 1 | 36.07 | 36.07 | 0.00% | market | 28.81% | -4.48% | 0.48% | -4.96% |
| CWST | 2011-08-29 | 2011-08-30 | 2011-09-28 | 1 | 5.65 | 5.65 | 0.00% | market | 25.00% | -6.12% | -4.71% | -1.41% |
| DBI | 2011-08-30 | 2011-08-31 | 2011-09-29 | 1 | 23.77 | 23.77 | 0.00% | market | 19.35% | -1.49% | -5.23% | 3.75% |
| GCO | 2011-08-31 | 2011-09-01 | 2011-09-30 | 1 | 52.86 | 52.86 | 0.00% | market | 120.00% | -2.62% | -7.47% | 4.86% |
| CIEN | 2011-09-01 | 2011-09-02 | 2011-10-03 | 1 | 14.46 | 14.46 | 0.00% | market | 200.00% | -29.01% | -7.17% | -21.84% |
| MOV | 2011-09-01 | 2011-09-02 | 2011-10-03 | 1 | 14.81 | 14.81 | 0.00% | market | 166.67% | -20.83% | -7.17% | -13.66% |
| ULTA | 2011-09-08 | 2011-09-09 | 2011-10-07 | 1 | 62.13 | 62.13 | 0.00% | market | 18.75% | 5.45% | -1.67% | 7.13% |
| IRS | 2011-09-09 | 2011-09-12 | 2011-10-10 | 3 | 10.14 | 10.14 | 0.00% | market | 56.25% | -5.13% | 4.46% | -9.59% |
| LULU | 2011-09-09 | 2011-09-12 | 2011-10-10 | 3 | 53.24 | 53.24 | 0.00% | market | 18.18% | 0.44% | 4.46% | -4.02% |
| MLKN | 2011-09-21 | 2011-09-22 | 2011-10-20 | 1 | 17.67 | 17.67 | 0.00% | market | 31.25% | 13.99% | 7.43% | 6.57% |
| KBH | 2011-09-23 | 2011-09-26 | 2011-10-24 | 3 | 5.96 | 5.96 | 0.00% | market | 31.58% | 30.44% | 9.49% | 20.94% |
| TISI | 2011-10-03 | 2011-10-04 | 2011-11-01 | 1 | 209.40 | 209.40 | 0.00% | market | 30.43% | 15.42% | 12.60% | 2.82% |
| STZ | 2011-10-06 | 2011-10-07 | 2011-11-04 | 1 | 20.59 | 20.59 | 0.00% | market | 16.67% | -3.26% | 7.09% | -10.35% |
| OZK | 2011-10-12 | 2011-10-13 | 2011-11-10 | 1 | 11.69 | 11.69 | 0.00% | market | 33.33% | 10.76% | 3.57% | 7.20% |
| SAR | 2011-10-12 | 2011-10-13 | 2011-11-10 | 1 | 16.10 | 16.10 | 0.00% | market | 66.00% | -0.29% | 3.57% | -3.85% |
| JPM | 2011-10-13 | 2011-10-14 | 2011-11-11 | 1 | 31.87 | 31.87 | 0.00% | market | 20.88% | 4.32% | 3.90% | 0.43% |
| WGO | 2011-10-13 | 2011-10-14 | 2011-11-11 | 1 | 7.56 | 7.56 | 0.00% | market | 215.79% | -4.99% | 3.90% | -8.89% |
| C | 2011-10-17 | 2011-10-18 | 2011-11-15 | 1 | 28.39 | 28.39 | 0.00% | market | 51.85% | -1.40% | 4.94% | -6.35% |
| ELS | 2011-10-17 | 2011-10-18 | 2011-11-15 | 1 | 15.62 | 15.62 | 0.00% | market | 460.00% | 0.99% | 4.94% | -3.96% |
| WAL | 2011-10-17 | 2011-10-18 | 2011-11-15 | 1 | 5.53 | 5.53 | 0.00% | market | 28.57% | 14.00% | 4.94% | 9.06% |
| BAC | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 6.68 | 6.68 | 0.00% | market | 63.16% | -11.78% | 1.39% | -13.17% |
| MANH | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 9.75 | 9.75 | 0.00% | market | 41.67% | 14.52% | 1.39% | 13.13% |
| PNFP | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 13.87 | 13.87 | 0.00% | market | 23.53% | 5.74% | 1.39% | 4.35% |
| RBCAA | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 19.99 | 19.99 | 0.00% | market | 52.00% | 2.45% | 1.39% | 1.06% |
| RLI | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 17.81 | 17.81 | 0.00% | market | 26.53% | -0.21% | 1.39% | -1.60% |
| URI | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 22.94 | 22.94 | 0.00% | market | 21.05% | 15.24% | 1.39% | 13.86% |
| BANR | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 15.05 | 15.05 | 0.00% | market | 260.00% | 9.73% | 0.56% | 9.17% |
| COHU | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 9.96 | 9.96 | 0.00% | market | 75.00% | 4.62% | 0.56% | 4.06% |
| CVBF | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 9.20 | 9.20 | 0.00% | market | 16.67% | 5.44% | 0.56% | 4.88% |
| EXPO | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 10.87 | 10.87 | 0.00% | market | 15.38% | 8.09% | 0.56% | 7.53% |
| HNI | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 22.00 | 22.00 | 0.00% | market | 34.15% | 7.81% | 0.56% | 7.25% |
| MCRI | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 9.12 | 9.12 | 0.00% | market | 29.41% | 1.00% | 0.56% | 0.44% |
| MKSI | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 22.49 | 22.49 | 0.00% | market | 20.83% | 16.04% | 0.56% | 15.48% |
| MS | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 16.61 | 16.61 | 0.00% | market | 280.00% | -15.03% | 0.56% | -15.59% |
| TXT | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 18.42 | 18.42 | 0.00% | market | 45.16% | -2.33% | 0.56% | -2.89% |
| BSX | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 5.46 | 5.46 | 0.00% | market | 25.00% | -0.83% | -0.90% | 0.07% |
| CHCO | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 32.33 | 32.33 | 0.00% | market | 15.15% | -0.78% | -0.90% | 0.12% |
| EGP | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 39.41 | 39.41 | 0.00% | market | 257.14% | 6.07% | -0.90% | 6.97% |
| FITB | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 11.84 | 11.84 | 0.00% | market | 21.21% | 0.32% | -0.90% | 1.22% |
| IBKR | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 3.73 | 3.73 | 0.00% | market | 63.64% | -1.98% | -0.90% | -1.07% |
| LUV | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 9.23 | 9.23 | 0.00% | market | 15.38% | -15.48% | -0.90% | -14.58% |
| MYE | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 12.04 | 12.04 | 0.00% | market | 16.67% | 2.23% | -0.90% | 3.13% |
| NOK | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 6.45 | 6.45 | 0.00% | market | 322.83% | 0.83% | -0.90% | 1.73% |
| NYT | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 7.27 | 7.27 | 0.00% | market | 42.86% | -1.20% | -0.90% | -0.30% |
| OVV | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 102.30 | 102.30 | 0.00% | market | 105.36% | -5.04% | -0.90% | -4.13% |
| SBCF | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 8.25 | 8.25 | 0.00% | market | 417.33% | -11.62% | -0.90% | -10.71% |
| SYNA | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 30.00 | 30.00 | 0.00% | market | 21.28% | 10.87% | -0.90% | 11.77% |
| PDS | 2011-10-21 | 2011-10-24 | 2011-11-21 | 3 | 223.00 | 223.00 | 0.00% | market | 36.47% | -4.32% | -3.63% | -0.68% |
| AUB | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 12.38 | 12.38 | 0.00% | market | 43.48% | 0.14% | -4.56% | 4.71% |
| EC | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 43.15 | 43.15 | 0.00% | market | 35.29% | -5.11% | -4.56% | -0.54% |
| ETD | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 20.79 | 20.79 | 0.00% | market | 38.89% | -12.08% | -4.56% | -7.51% |
| FTNT | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 4.04 | 4.04 | 0.00% | market | 39.73% | 16.73% | -4.56% | 21.30% |
| HOPE | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 7.29 | 7.29 | 0.00% | market | 43.75% | 14.58% | -4.56% | 19.14% |
| HXL | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 26.01 | 26.01 | 0.00% | market | 25.93% | -11.71% | -4.56% | -7.15% |
| NFLX | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 1.07 | 1.07 | 0.00% | market | 30.77% | -5.71% | -4.56% | -1.14% |
| SQNS | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 564.00 | 564.00 | 0.00% | market | 255.56% | -18.54% | -4.56% | -13.98% |
| STBA | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 19.92 | 19.92 | 0.00% | market | 33.33% | -13.40% | -4.56% | -8.84% |
| UIS | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 24.51 | 24.51 | 0.00% | market | 132.86% | -7.20% | -4.56% | -2.64% |
| VECO | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 25.52 | 25.52 | 0.00% | market | 17.70% | -8.80% | -4.56% | -4.24% |
| ACGL | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 12.18 | 12.18 | 0.00% | market | 23.81% | -4.70% | -6.26% | 1.57% |
| ACLS | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 5.08 | 5.08 | 0.00% | market | 100.00% | -13.49% | -6.26% | -7.22% |
| AGCO | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 41.60 | 41.60 | 0.00% | market | 16.00% | -0.03% | -6.26% | 6.24% |
| ARE | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 67.09 | 67.09 | 0.00% | market | 122.00% | -7.69% | -6.26% | -1.42% |
| BXP | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 91.36 | 91.36 | 0.00% | market | 236.84% | -2.88% | -6.26% | 3.38% |
| BYD | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 6.64 | 6.64 | 0.00% | market | 391.16% | -15.31% | -6.26% | -9.05% |
| CB | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 72.12 | 72.12 | 0.00% | market | 24.72% | -10.57% | -6.26% | -4.30% |
| CCI | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 43.18 | 43.18 | 0.00% | market | 33.33% | -8.97% | -6.26% | -2.71% |
| CE | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 42.50 | 42.50 | 0.00% | market | 16.51% | -5.89% | -6.26% | 0.38% |
| COLM | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 27.75 | 27.75 | 0.00% | market | 21.25% | -16.46% | -6.26% | -10.20% |
| CRS | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 53.86 | 53.86 | 0.00% | market | 19.15% | -12.71% | -6.26% | -6.44% |
| CTS | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 8.81 | 8.81 | 0.00% | market | 43.75% | -12.02% | -6.26% | -5.75% |
| DHT | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 19.92 | 19.92 | 0.00% | market | 27.66% | -43.47% | -6.26% | -37.21% |
| MCK | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 82.87 | 82.87 | 0.00% | market | 17.27% | -6.85% | -6.26% | -0.58% |
| NBR | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 820.50 | 820.50 | 0.00% | market | 5400.00% | -1.26% | -6.26% | 5.01% |
| OFG | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 10.74 | 10.74 | 0.00% | market | 60.71% | -8.76% | -6.26% | -2.49% |
| RF | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 3.80 | 3.80 | 0.00% | market | 106.03% | -3.26% | -6.26% | 3.01% |
| RRC | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 73.46 | 73.46 | 0.00% | market | 16.67% | -12.23% | -6.26% | -5.96% |
| RYN | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 29.37 | 29.37 | 0.00% | market | 31.48% | -4.29% | -6.26% | 1.98% |
| SKT | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 28.22 | 28.22 | 0.00% | market | 143.75% | -7.47% | -6.26% | -1.21% |
| SPG | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 114.48 | 114.48 | 0.00% | market | 151.47% | -5.02% | -6.26% | 1.25% |
| SUI | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 37.80 | 37.80 | 0.00% | market | 150.00% | -11.29% | -6.26% | -5.03% |
| UBS | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 12.81 | 12.81 | 0.00% | market | 166.67% | -17.04% | -6.26% | -10.78% |
| WTFC | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 29.55 | 29.55 | 0.00% | market | 22.64% | -12.99% | -6.26% | -6.73% |
| BA | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 68.59 | 68.59 | 0.00% | market | 32.73% | -8.57% | -8.85% | 0.28% |
| BOKF | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 51.00 | 51.00 | 0.00% | market | 22.86% | 1.19% | -8.85% | 10.04% |
| CDNS | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 10.74 | 10.74 | 0.00% | market | 16.67% | -5.31% | -8.85% | 3.53% |
| CHDN | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 7.64 | 7.64 | 0.00% | market | 20.00% | -3.63% | -8.85% | 5.21% |
| CHH | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 33.59 | 33.59 | 0.00% | market | 18.33% | -0.07% | -8.85% | 8.78% |
| CMP | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 78.30 | 78.30 | 0.00% | market | 63.49% | -11.44% | -8.85% | -2.60% |
| COP | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 56.45 | 56.45 | 0.00% | market | 15.60% | -9.77% | -8.85% | -0.93% |
| EQR | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 59.30 | 59.30 | 0.00% | market | 158.33% | -11.35% | -8.85% | -2.50% |
| FBP | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 3.12 | 3.12 | 0.00% | market | 24.74% | 10.16% | -8.85% | 19.00% |
| FR | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 9.88 | 9.88 | 0.00% | market | 300.00% | -13.46% | -8.85% | -4.61% |
| GLW | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 15.39 | 15.39 | 0.00% | market | 17.07% | -9.46% | -8.85% | -0.61% |
| IDCC | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 48.00 | 48.00 | 0.00% | market | 39.02% | -15.31% | -8.85% | -6.46% |
| KAI | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 21.00 | 21.00 | 0.00% | market | 28.57% | -13.67% | -8.85% | -4.83% |
| LAD | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 21.89 | 21.89 | 0.00% | market | 29.79% | -12.07% | -8.85% | -3.22% |
| MKTX | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 28.55 | 28.55 | 0.00% | market | 21.43% | -7.74% | -8.85% | 1.11% |
| OC | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 28.98 | 28.98 | 0.00% | market | 18.42% | -10.80% | -8.85% | -1.95% |
| OI | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 20.86 | 20.86 | 0.00% | market | 16.67% | -16.54% | -8.85% | -7.70% |
| PLD | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 30.03 | 30.03 | 0.00% | market | 466.67% | -16.15% | -8.85% | -7.30% |
| SAIA | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 9.34 | 9.34 | 0.00% | market | 25.00% | -26.01% | -8.85% | -17.16% |
| SLAB | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 42.95 | 42.95 | 0.00% | market | 18.92% | -6.27% | -8.85% | 2.58% |
| SLG | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 75.30 | 75.30 | 0.00% | market | 2020.00% | -14.28% | -8.85% | -5.44% |
| TAL | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 1.70 | 1.70 | 0.00% | market | 15.92% | -3.04% | -8.85% | 5.80% |
| TER | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 14.11 | 14.11 | 0.00% | market | 47.83% | -17.32% | -8.85% | -8.48% |
| TEX | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 16.20 | 16.20 | 0.00% | market | 42.86% | -21.89% | -8.85% | -13.04% |
| UMC | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 2.23 | 2.23 | 0.00% | market | 50.00% | -9.97% | -8.85% | -1.12% |
| WRB | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 10.44 | 10.44 | 0.00% | market | 17.65% | -6.33% | -8.85% | 2.52% |
| ACIW | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 10.37 | 10.37 | 0.00% | market | 66.67% | -6.91% | -6.48% | -0.44% |
| ADC | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 21.94 | 21.94 | 0.00% | market | 61.76% | 8.06% | -6.48% | 14.54% |
| ALL | 2011-10-31 | 2011-11-01 | 2011-11-30 | 1 | 26.39 | 26.39 | 0.00% | market | 100.00% | 1.42% | 2.43% | -1.01% |
| ADEA | 2011-11-03 | 2011-11-04 | 2011-12-05 | 1 | 3.89 | 3.89 | 0.00% | market | 150.00% | 16.61% | 0.79% | 15.82% |
| AAP | 2011-11-09 | 2011-11-10 | 2011-12-09 | 1 | 67.40 | 67.40 | 0.00% | market | 19.49% | 4.17% | 1.01% | 3.16% |
| AHT | 2011-11-09 | 2011-11-10 | 2011-12-09 | 1 | 4,827.44 | 4,827.44 | 0.00% | market | 975.00% | 5.76% | 1.01% | 4.75% |
| AQN | 2011-11-10 | 2011-11-11 | 2011-12-12 | 1 | 5.60 | 5.60 | 0.00% | market | 507.14% | 5.08% | -1.29% | 6.37% |
| BTE | 2011-11-10 | 2011-11-11 | 2011-12-12 | 1 | 53.19 | 53.19 | 0.00% | market | 27.38% | -0.02% | -1.29% | 1.26% |
| EDN | 2011-11-14 | 2011-11-15 | 2011-12-14 | 1 | 7.09 | 7.09 | 0.00% | market | 37.50% | -16.88% | -2.74% | -14.14% |
| MITT | 2011-11-14 | 2011-11-15 | 2011-12-14 | 1 | 56.53 | 56.53 | 0.00% | market | 1604.00% | 3.40% | -2.74% | 6.14% |
| NOAH | 2011-11-14 | 2011-11-15 | 2011-12-14 | 1 | 6.95 | 6.95 | 0.00% | market | 22.22% | 7.96% | -2.74% | 10.70% |
| DKS | 2011-11-15 | 2011-11-16 | 2011-12-15 | 1 | 41.52 | 41.52 | 0.00% | market | 23.08% | -15.15% | -2.11% | -13.05% |
| TROX | 2011-11-15 | 2011-11-16 | 2011-12-15 | 1 | 25.00 | 25.00 | 0.00% | market | 19.83% | -9.70% | -2.11% | -7.59% |
| GGB | 2011-11-16 | 2011-11-17 | 2011-12-16 | 1 | 6.88 | 6.88 | 0.00% | market | 241.67% | -15.07% | -1.82% | -13.25% |
| DCI | 2011-11-17 | 2011-11-18 | 2011-12-19 | 1 | 32.95 | 32.95 | 0.00% | market | 15.38% | 1.51% | -1.80% | 3.31% |
| DLB | 2011-11-17 | 2011-11-18 | 2011-12-19 | 1 | 29.55 | 29.55 | 0.00% | market | 18.33% | 2.54% | -1.80% | 4.34% |
| INTU | 2011-11-17 | 2011-11-18 | 2011-12-19 | 1 | 51.51 | 51.51 | 0.00% | market | 16.67% | -1.05% | -1.80% | 0.75% |
| TDG | 2011-11-17 | 2011-11-18 | 2011-12-19 | 1 | 93.18 | 93.18 | 0.00% | market | 16.94% | 2.45% | -1.80% | 4.26% |
| XYL | 2011-11-21 | 2011-11-22 | 2011-12-21 | 1 | 25.02 | 25.02 | 0.00% | market | 44.83% | -0.50% | 3.99% | -4.49% |
| FRO | 2011-11-22 | 2011-11-23 | 2011-12-22 | 1 | 14.20 | 14.20 | 0.00% | market | 23.59% | 38.98% | 6.10% | 32.89% |
| GCO | 2011-11-22 | 2011-11-23 | 2011-12-22 | 1 | 57.72 | 57.72 | 0.00% | market | 26.04% | 6.93% | 6.10% | 0.84% |
| SIG | 2011-11-22 | 2011-11-23 | 2011-12-22 | 1 | 43.15 | 43.15 | 0.00% | market | 42.86% | -0.03% | 6.10% | -6.13% |
| REX | 2011-11-30 | 2011-12-01 | 2011-12-30 | 1 | 3.06 | 3.06 | 0.00% | market | 135.22% | 20.16% | 0.52% | 19.64% |
| MOV | 2011-12-01 | 2011-12-02 | 2012-01-03 | 1 | 18.05 | 18.05 | 0.00% | market | 51.16% | 1.51% | 1.09% | 0.41% |
| TD | 2011-12-01 | 2011-12-02 | 2012-01-03 | 1 | 35.79 | 35.79 | 0.00% | market | 15.58% | 5.54% | 1.09% | 4.45% |
| AVAV | 2011-12-06 | 2011-12-07 | 2012-01-06 | 1 | 33.00 | 33.00 | 0.00% | market | 50.00% | -9.34% | 1.49% | -10.83% |
| PLAB | 2011-12-06 | 2011-12-07 | 2012-01-06 | 1 | 5.83 | 5.83 | 0.00% | market | 16.67% | 8.30% | 1.49% | 6.82% |
| TOL | 2011-12-06 | 2011-12-07 | 2012-01-06 | 1 | 21.09 | 21.09 | 0.00% | market | 80.00% | 2.93% | 1.49% | 1.45% |
| TTC | 2011-12-06 | 2011-12-07 | 2012-01-06 | 1 | 14.13 | 14.13 | 0.00% | market | 77.78% | 11.58% | 1.49% | 10.09% |
| COO | 2011-12-08 | 2011-12-09 | 2012-01-10 | 1 | 15.87 | 15.87 | 0.00% | market | 20.66% | 9.48% | 3.71% | 5.77% |
| BRT | 2011-12-12 | 2011-12-13 | 2012-01-12 | 1 | 6.25 | 6.25 | 0.00% | market | 116.67% | 0.86% | 3.72% | -2.86% |
| CSR | 2011-12-12 | 2011-12-13 | 2012-01-12 | 1 | 72.30 | 72.30 | 0.00% | market | 152.80% | 1.56% | 3.72% | -2.16% |
| GLNG | 2011-12-15 | 2011-12-16 | 2012-01-18 | 1 | 43.59 | 43.59 | 0.00% | market | 43.48% | -9.14% | 6.99% | -16.13% |
| CTAS | 2011-12-20 | 2011-12-21 | 2012-01-23 | 1 | 8.44 | 8.44 | 0.00% | market | 18.75% | 11.04% | 6.20% | 4.84% |
| EPAC | 2011-12-21 | 2011-12-22 | 2012-01-24 | 1 | 22.56 | 22.56 | 0.00% | market | 16.28% | 7.61% | 5.48% | 2.13% |
| LNN | 2011-12-21 | 2011-12-22 | 2012-01-24 | 1 | 53.97 | 53.97 | 0.00% | market | 33.33% | 11.54% | 5.48% | 6.06% |
| UNF | 2012-01-04 | 2012-01-05 | 2012-02-03 | 1 | 59.59 | 59.59 | 0.00% | market | 20.37% | 4.75% | 5.93% | -1.18% |
| FC | 2012-01-05 | 2012-01-06 | 2012-02-06 | 1 | 8.85 | 8.85 | 0.00% | market | 125.00% | 8.83% | 4.88% | 3.95% |
| CMC | 2012-01-06 | 2012-01-09 | 2012-02-07 | 3 | 16.48 | 16.48 | 0.00% | market | 25.00% | -10.78% | 5.30% | -16.08% |
| GBX | 2012-01-06 | 2012-01-09 | 2012-02-07 | 3 | 25.89 | 25.89 | 0.00% | market | 33.33% | -1.45% | 5.30% | -6.76% |
| SNX | 2012-01-10 | 2012-01-11 | 2012-02-09 | 1 | 16.92 | 16.92 | 0.00% | market | 20.18% | 13.14% | 5.15% | 7.99% |
| EDU | 2012-01-17 | 2012-01-18 | 2012-02-15 | 1 | 22.24 | 22.24 | 0.00% | market | 18.48% | 19.37% | 4.06% | 15.31% |
| ASML | 2012-01-18 | 2012-01-19 | 2012-02-16 | 1 | 55.25 | 55.25 | 0.00% | market | 28.33% | 9.55% | 3.68% | 5.87% |
| GS | 2012-01-18 | 2012-01-19 | 2012-02-16 | 1 | 106.25 | 106.25 | 0.00% | market | 48.39% | 7.89% | 3.68% | 4.21% |
| KMI | 2012-01-18 | 2012-01-19 | 2012-02-16 | 1 | 32.50 | 32.50 | 0.00% | market | 37.93% | -0.62% | 3.68% | -4.30% |
| DGII | 2012-01-19 | 2012-01-20 | 2012-02-17 | 1 | 11.92 | 11.92 | 0.00% | market | 79.96% | 4.85% | 3.94% | 0.91% |
| MS | 2012-01-19 | 2012-01-20 | 2012-02-17 | 1 | 17.90 | 17.90 | 0.00% | market | 75.44% | 6.94% | 3.94% | 3.00% |
| DHT | 2012-01-23 | 2012-01-24 | 2012-02-22 | 1 | 10.92 | 10.92 | 0.00% | market | 35.85% | 28.47% | 4.00% | 24.47% |
| TXN | 2012-01-23 | 2012-01-24 | 2012-02-22 | 1 | 33.34 | 33.34 | 0.00% | market | 23.08% | -1.24% | 4.00% | -5.24% |
| WDC | 2012-01-23 | 2012-01-24 | 2012-02-22 | 1 | 27.23 | 27.23 | 0.00% | market | 112.68% | 9.67% | 4.00% | 5.67% |
| AAPL | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 16.23 | 16.23 | 0.00% | market | 38.89% | 13.52% | 4.09% | 9.43% |
| AMD | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 6.28 | 6.28 | 0.00% | market | 18.75% | 15.98% | 4.09% | 11.89% |
| ASH | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 31.00 | 31.00 | 0.00% | market | 21.21% | -0.55% | 4.09% | -4.64% |
| DGX | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 60.13 | 60.13 | 0.00% | market | 16.04% | -4.91% | 4.09% | -9.00% |
| MRCY | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 13.82 | 13.82 | 0.00% | market | 16.00% | 6.85% | 4.09% | 2.76% |
| MTG | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 4.04 | 4.04 | 0.00% | market | 18.29% | 15.99% | 4.09% | 11.90% |
| RF | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 5.21 | 5.21 | 0.00% | market | 50.00% | 13.34% | 4.09% | 9.24% |
| STLD | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 15.98 | 15.98 | 0.00% | market | 27.27% | -7.98% | 4.09% | -12.08% |
| BA | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 75.84 | 75.84 | 0.00% | market | 29.70% | 0.19% | 2.84% | -2.65% |
| DAL | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 10.28 | 10.28 | 0.00% | market | 18.42% | -7.40% | 2.84% | -10.23% |
| MEOH | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 28.24 | 28.24 | 0.00% | market | 21.43% | 10.03% | 2.84% | 7.19% |
| NFLX | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 1.63 | 1.63 | 0.00% | market | 25.00% | -1.94% | 2.84% | -4.78% |
| RLI | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 18.64 | 18.64 | 0.00% | market | 21.43% | -4.18% | 2.84% | -7.02% |
| TER | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 17.25 | 17.25 | 0.00% | market | 45.45% | -5.14% | 2.84% | -7.98% |
| TXT | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 24.56 | 24.56 | 0.00% | market | 44.12% | 12.48% | 2.84% | 9.64% |
| URI | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 37.83 | 37.83 | 0.00% | market | 32.26% | 13.28% | 2.84% | 10.44% |
| ADEA | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 4.63 | 4.63 | 0.00% | market | 62.50% | -3.56% | 4.51% | -8.07% |
| APTV | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 20.33 | 20.33 | 0.00% | market | 57.14% | 15.96% | 4.51% | 11.45% |
| BC | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 20.92 | 20.92 | 0.00% | market | 17.50% | 14.43% | 4.51% | 9.92% |
| CAT | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 110.53 | 110.53 | 0.00% | market | 34.10% | 4.51% | 4.51% | 0.00% |
| CLS | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 7.88 | 7.88 | 0.00% | market | 32.00% | 19.82% | 4.51% | 15.31% |
| CMPR | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 32.71 | 32.71 | 0.00% | market | 22.78% | 23.90% | 4.51% | 19.39% |
| COLB | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 21.00 | 21.00 | 0.00% | market | 19.35% | 3.09% | 4.51% | -1.42% |
| EQT | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 26.22 | 26.22 | 0.00% | market | 17.65% | 13.06% | 4.51% | 8.55% |
| FICO | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 37.98 | 37.98 | 0.00% | market | 30.65% | 5.75% | 4.51% | 1.23% |
| JBLU | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 5.80 | 5.80 | 0.00% | market | 109.81% | -11.13% | 4.51% | -15.65% |
| KMT | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 43.71 | 43.71 | 0.00% | market | 16.67% | 3.97% | 4.51% | -0.54% |
| LSCC | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 6.80 | 6.80 | 0.00% | market | 580.00% | -3.48% | 4.51% | -7.99% |
| NOK | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 5.23 | 5.23 | 0.00% | market | 33.33% | 3.92% | 4.51% | -0.60% |
| NUE | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 43.31 | 43.31 | 0.00% | market | 32.14% | 1.84% | 4.51% | -2.67% |
| OMCL | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 16.45 | 16.45 | 0.00% | market | 18.75% | -6.91% | 4.51% | -11.42% |
| RMD | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 29.04 | 29.04 | 0.00% | market | 15.79% | 1.21% | 4.51% | -3.30% |
| TDY | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 56.15 | 56.15 | 0.00% | market | 15.12% | 7.91% | 4.51% | 3.40% |
| UAL | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 21.58 | 21.58 | 0.00% | market | 150.00% | -7.10% | 4.51% | -11.61% |
| WCC | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 63.78 | 63.78 | 0.00% | market | 15.46% | 2.27% | 4.51% | -2.24% |
| AEP | 2012-01-27 | 2012-01-30 | 2012-02-28 | 3 | 39.88 | 39.88 | 0.00% | market | 60.00% | -4.91% | 5.40% | -10.32% |
| DHI | 2012-01-27 | 2012-01-30 | 2012-02-28 | 3 | 14.23 | 14.23 | 0.00% | market | 106.23% | -2.49% | 5.40% | -7.89% |
| ALGN | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 24.08 | 24.08 | 0.00% | market | 27.27% | 6.25% | 3.79% | 2.47% |
| HMC | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 33.96 | 33.96 | 0.00% | market | 30.77% | 12.15% | 3.79% | 8.36% |
| KRC | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 41.14 | 41.14 | 0.00% | market | 157.14% | 6.46% | 3.79% | 2.68% |
| LPL | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 13.15 | 13.15 | 0.00% | market | 108.83% | -0.02% | 3.79% | -3.81% |
| RYAAY | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 13.75 | 13.75 | 0.00% | market | 133.33% | -0.10% | 3.79% | -3.89% |
| SLG | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 78.05 | 78.05 | 0.00% | market | 1471.43% | 3.24% | 3.79% | -0.54% |
| AJG | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 33.86 | 33.86 | 0.00% | market | 18.18% | 2.23% | 4.11% | -1.88% |
| AMZN | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 8.69 | 8.69 | 0.00% | market | 127.01% | 3.47% | 4.11% | -0.64% |
| BSBR | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 9.00 | 9.00 | 0.00% | market | 26.32% | 16.90% | 4.11% | 12.79% |
| BXP | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 104.24 | 104.24 | 0.00% | market | 236.11% | -1.80% | 4.11% | -5.91% |
| GFF | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 9.39 | 9.39 | 0.00% | market | 40.00% | 4.27% | 4.11% | 0.15% |
| JLL | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 78.80 | 78.80 | 0.00% | market | 15.84% | 6.60% | 4.11% | 2.49% |
| KLIC | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 10.96 | 10.96 | 0.00% | market | 175.00% | 4.28% | 4.11% | 0.17% |
| MANH | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 11.25 | 11.25 | 0.00% | market | 25.00% | 4.30% | 4.11% | 0.19% |
| MPT | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 10.29 | 10.29 | 0.00% | market | 46.15% | -5.06% | 4.11% | -9.17% |
| OSK | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 24.50 | 24.50 | 0.00% | market | 24.24% | -5.00% | 4.11% | -9.11% |
| PCAR | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 30.12 | 30.12 | 0.00% | market | 15.09% | 1.79% | 4.11% | -2.32% |
| STX | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 23.59 | 23.59 | 0.00% | market | 22.22% | 15.88% | 4.11% | 11.77% |
| TOWN | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 12.90 | 12.90 | 0.00% | market | 15.79% | -3.12% | 4.11% | -7.24% |
| UIS | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 18.96 | 18.96 | 0.00% | market | 29.33% | 0.69% | 4.11% | -3.42% |
| UTL | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 27.18 | 27.18 | 0.00% | market | 48.39% | -1.65% | 4.11% | -5.76% |
| AIZ | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 41.69 | 41.69 | 0.00% | market | 21.32% | 2.63% | 3.45% | -0.82% |
| ALL | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 30.54 | 30.54 | 0.00% | market | 55.79% | 2.19% | 3.45% | -1.26% |
| AVB | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 135.98 | 135.98 | 0.00% | market | 108.77% | -2.87% | 3.45% | -6.32% |
| CACI | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 59.78 | 59.78 | 0.00% | market | 16.15% | -1.29% | 3.45% | -4.74% |
| CMRE | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 11.02 | 11.02 | 0.00% | market | 17.39% | -1.10% | 3.45% | -4.55% |
| ENTG | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 9.50 | 9.50 | 0.00% | market | 23.08% | -5.47% | 3.45% | -8.92% |
| EPD | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 25.21 | 25.21 | 0.00% | market | 46.43% | 3.59% | 3.45% | 0.14% |
| EQR | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 58.37 | 58.37 | 0.00% | market | 364.29% | -1.32% | 3.45% | -4.77% |
| ESS | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 146.17 | 146.17 | 0.00% | market | 297.37% | -4.12% | 3.45% | -7.57% |
| EXPO | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 11.49 | 11.49 | 0.00% | market | 27.27% | -0.36% | 3.45% | -3.81% |
| MATV | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 34.01 | 34.01 | 0.00% | market | 50.54% | 2.69% | 3.45% | -0.76% |
| MDU | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 8.18 | 8.18 | 0.00% | market | 21.88% | 0.63% | 3.45% | -2.82% |
| MKSI | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 34.99 | 34.99 | 0.00% | market | 58.33% | -16.39% | 3.45% | -19.84% |
| NOC | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 58.24 | 58.24 | 0.00% | market | 25.15% | 2.51% | 3.45% | -0.94% |
| REG | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 41.56 | 41.56 | 0.00% | market | 320.00% | 3.00% | 3.45% | -0.45% |
| VIAV | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 7.72 | 7.72 | 0.00% | market | 50.00% | -1.28% | 3.45% | -4.73% |
| ACLS | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 7.56 | 7.56 | 0.00% | market | 75.00% | -17.03% | 2.05% | -19.08% |
| ALKS | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 19.53 | 19.53 | 0.00% | market | 47.62% | -12.54% | 2.05% | -14.59% |
| BHE | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 18.49 | 18.49 | 0.00% | market | 112.50% | -10.65% | 2.05% | -12.70% |
| CX | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 6.36 | 6.36 | 0.00% | market | 26.67% | -1.20% | 2.05% | -3.25% |
| EXP | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 31.93 | 31.93 | 0.00% | market | 53.85% | -3.58% | 2.05% | -5.63% |
| MAA | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 64.14 | 64.14 | 0.00% | market | 234.38% | -1.33% | 2.05% | -3.38% |
| MTX | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 33.00 | 33.00 | 0.00% | market | 17.78% | -4.74% | 2.05% | -6.79% |
| NVO | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 12.71 | 12.71 | 0.00% | market | 15.38% | 11.07% | 2.05% | 9.02% |
| ODFL | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 9.72 | 9.72 | 0.00% | market | 19.23% | 3.91% | 2.05% | 1.86% |
| SIMO | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 23.85 | 23.85 | 0.00% | market | 38.24% | -28.15% | 2.05% | -30.20% |
| SXC | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 14.64 | 14.64 | 0.00% | market | 54.17% | -5.50% | 2.05% | -7.55% |
| TDW | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 1,875.81 | 1,875.81 | 0.00% | market | 19.02% | 3.32% | 2.05% | 1.27% |
| TTWO | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 16.50 | 16.50 | 0.00% | market | 17.39% | -6.28% | 2.05% | -8.33% |
| BRO | 2012-02-03 | 2012-02-06 | 2012-03-06 | 3 | 12.03 | 12.03 | 0.00% | market | 18.18% | -1.76% | 0.57% | -2.34% |
| ATRO | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 9.24 | 9.24 | 0.00% | market | 32.00% | -7.57% | 1.13% | -8.70% |
| CRK | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 62.15 | 62.15 | 0.00% | market | 44.44% | 20.66% | 1.13% | 19.52% |
| AIV | 2012-02-08 | 2012-02-09 | 2012-03-09 | 1 | 3.38 | 3.38 | 0.00% | market | 280.00% | -2.17% | 1.60% | -3.77% |
| ABG | 2012-02-14 | 2012-02-15 | 2012-03-15 | 1 | 26.60 | 26.60 | 0.00% | market | 25.58% | 4.45% | 3.75% | 0.70% |
| ITRI | 2012-02-15 | 2012-02-16 | 2012-03-16 | 1 | 45.62 | 45.62 | 0.00% | market | 20.20% | -2.23% | 4.26% | -6.48% |
| NVMI | 2012-02-15 | 2012-02-16 | 2012-03-16 | 1 | 8.60 | 8.60 | 0.00% | market | 350.00% | 0.60% | 4.26% | -3.66% |
| PAG | 2012-02-15 | 2012-02-16 | 2012-03-16 | 1 | 23.75 | 23.75 | 0.00% | market | 17.50% | 3.27% | 4.26% | -0.99% |
| AAP | 2012-02-16 | 2012-02-17 | 2012-03-19 | 1 | 86.45 | 86.45 | 0.00% | market | 20.00% | 2.27% | 3.17% | -0.90% |
| AORT | 2012-02-16 | 2012-02-17 | 2012-03-19 | 1 | 5.95 | 5.95 | 0.00% | market | 16.67% | -12.54% | 3.17% | -15.71% |
| CUZ | 2012-02-21 | 2012-02-22 | 2012-03-21 | 1 | 20.80 | 20.80 | 0.00% | market | 900.00% | 3.31% | 2.90% | 0.41% |
| DORM | 2012-02-21 | 2012-02-22 | 2012-03-21 | 1 | 22.83 | 22.83 | 0.00% | market | 15.79% | 2.22% | 2.90% | -0.68% |
| EXR | 2012-02-21 | 2012-02-22 | 2012-03-21 | 1 | 27.40 | 27.40 | 0.00% | market | 133.33% | 0.85% | 2.90% | -2.05% |
| AER | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 12.90 | 12.90 | 0.00% | market | 18.75% | -11.57% | 2.38% | -13.96% |
| AHT | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 5,122.15 | 5,122.15 | 0.00% | market | 524900.00% | 6.80% | 2.38% | 4.42% |
| CLH | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 69.72 | 69.72 | 0.00% | market | 25.00% | -2.21% | 2.38% | -4.59% |
| CNK | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 20.94 | 20.94 | 0.00% | market | 27.78% | 4.44% | 2.38% | 2.05% |
| CNO | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 7.57 | 7.57 | 0.00% | market | 15.79% | 3.07% | 2.38% | 0.69% |
| FOR | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 16.38 | 16.38 | 0.00% | market | 342.86% | -5.23% | 2.38% | -7.61% |
| FR | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 11.98 | 11.98 | 0.00% | market | 276.92% | -1.27% | 2.38% | -3.65% |
| GRMN | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 48.86 | 48.86 | 0.00% | market | 45.45% | -2.82% | 2.38% | -5.21% |
| AIG | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 29.82 | 29.82 | 0.00% | market | 30.16% | -5.30% | 1.99% | -7.28% |
| AMT | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 64.02 | 64.02 | 0.00% | market | 70.00% | -3.65% | 1.99% | -5.63% |
| AROC | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 8.52 | 8.52 | 0.00% | market | 69.57% | -0.57% | 1.99% | -2.56% |
| ASR | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 68.31 | 68.31 | 0.00% | market | 24.99% | 3.63% | 1.99% | 1.65% |
| BIO | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 100.10 | 100.10 | 0.00% | market | 24.55% | 1.41% | 1.99% | -0.58% |
| COR | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 37.38 | 37.38 | 0.00% | market | 133.24% | 4.13% | 1.99% | 2.14% |
| CROX | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 18.61 | 18.61 | 0.00% | market | 44.82% | 9.14% | 1.99% | 7.16% |
| CUBE | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 10.86 | 10.86 | 0.00% | market | 377.66% | 10.21% | 1.99% | 8.23% |
| CQP | 2012-02-24 | 2012-02-27 | 2012-03-26 | 3 | 21.96 | 21.96 | 0.00% | market | 650.00% | 4.68% | 4.11% | 0.57% |
| GHC | 2012-02-24 | 2012-02-27 | 2012-03-26 | 3 | 239.57 | 239.57 | 0.00% | market | 67.16% | -0.86% | 4.11% | -4.97% |
| GTN | 2012-02-24 | 2012-02-27 | 2012-03-26 | 3 | 2.22 | 2.22 | 0.00% | market | 150.00% | -10.01% | 4.11% | -14.12% |
| PNW | 2012-02-24 | 2012-02-27 | 2012-03-26 | 3 | 47.22 | 47.22 | 0.00% | market | 120.00% | 0.94% | 4.11% | -3.17% |
| AWK | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 34.18 | 34.18 | 0.00% | market | 53.12% | -0.51% | 2.89% | -3.40% |