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 8: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FRO | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 29.65 | 29.65 | 0.00% | market | 36.71% | 18.28% | 2.89% | 15.39% |
| IBOC | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 19.19 | 19.19 | 0.00% | market | 33.33% | 13.08% | 2.89% | 10.19% |
| LOW | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 27.34 | 27.34 | 0.00% | market | 20.83% | 13.95% | 2.89% | 11.05% |
| PAC | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 38.00 | 38.00 | 0.00% | market | 44.90% | 3.93% | 2.89% | 1.03% |
| PRDO | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 10.50 | 10.50 | 0.00% | market | 19.23% | -19.91% | 2.89% | -22.80% |
| RIG | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 53.20 | 53.20 | 0.00% | market | 20.00% | 2.78% | 2.89% | -0.12% |
| VC | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 53.60 | 53.60 | 0.00% | market | 26.58% | 0.18% | 2.89% | -2.71% |
| AGO | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 17.90 | 17.90 | 0.00% | market | 37.68% | -7.03% | 1.97% | -8.99% |
| AMRX | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 23.75 | 23.75 | 0.00% | market | 63.64% | 1.58% | 1.97% | -0.38% |
| ARCC | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 16.62 | 16.62 | 0.00% | market | 23.08% | -1.48% | 1.97% | -3.45% |
| CPRT | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 3.04 | 3.04 | 0.00% | market | 28.57% | 8.45% | 1.97% | 6.49% |
| DY | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 22.16 | 22.16 | 0.00% | market | 100.00% | 5.32% | 1.97% | 3.35% |
| EXLS | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 5.39 | 5.39 | 0.00% | market | 19.35% | 1.94% | 1.97% | -0.03% |
| INN | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 9.90 | 9.90 | 0.00% | market | 184.62% | -20.81% | 1.97% | -22.77% |
| LXU | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 30.49 | 30.49 | 0.00% | market | 39.39% | -3.03% | 1.97% | -4.99% |
| NNI | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 26.70 | 26.70 | 0.00% | market | 20.56% | -1.07% | 1.97% | -3.04% |
| OLED | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 43.27 | 43.27 | 0.00% | market | 166.67% | -17.87% | 1.97% | -19.84% |
| SWX | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 42.46 | 42.46 | 0.00% | market | 19.00% | 0.21% | 1.97% | -1.76% |
| TGS | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 2.81 | 2.81 | 0.00% | market | 75.00% | -0.46% | 1.97% | -2.42% |
| WPC | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 45.72 | 45.72 | 0.00% | market | 66.04% | -0.30% | 1.97% | -2.26% |
| ADC | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 24.03 | 24.03 | 0.00% | market | 71.43% | -6.84% | 2.13% | -8.97% |
| BWXT | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 20.01 | 20.01 | 0.00% | market | 31.71% | -7.15% | 2.13% | -9.27% |
| CNP | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 19.38 | 19.38 | 0.00% | market | 42.11% | -0.25% | 2.13% | -2.38% |
| CRI | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 48.88 | 48.88 | 0.00% | market | 43.18% | 0.86% | 2.13% | -1.27% |
| DRH | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 9.79 | 9.79 | 0.00% | market | 300.00% | 2.96% | 2.13% | 0.84% |
| EIX | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 42.27 | 42.27 | 0.00% | market | 63.04% | 0.44% | 2.13% | -1.68% |
| MGRC | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 32.11 | 32.11 | 0.00% | market | 23.26% | -0.29% | 2.13% | -2.41% |
| NC | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 7.41 | 7.41 | 0.00% | market | 25.15% | 17.58% | 2.13% | 15.45% |
| NKTR | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 111.00 | 111.00 | 0.00% | market | 31.25% | 10.98% | 2.13% | 8.85% |
| PEGA | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 7.88 | 7.88 | 0.00% | market | 229.35% | 20.33% | 2.13% | 18.20% |
| SBRA | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 14.84 | 14.84 | 0.00% | market | 164.29% | 10.55% | 2.13% | 8.42% |
| TFII | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 18.03 | 18.03 | 0.00% | market | 21.44% | -7.25% | 2.13% | -9.38% |
| ADUS | 2012-03-01 | 2012-03-02 | 2012-03-30 | 1 | 3.70 | 3.70 | 0.00% | market | 105.88% | 33.68% | 2.30% | 31.38% |
| KOS | 2012-03-01 | 2012-03-02 | 2012-03-30 | 1 | 14.06 | 14.06 | 0.00% | market | 45.45% | -5.93% | 2.30% | -8.24% |
| PRIM | 2012-03-01 | 2012-03-02 | 2012-03-30 | 1 | 15.28 | 15.28 | 0.00% | market | 59.09% | 5.00% | 2.30% | 2.70% |
| SRPT | 2012-03-01 | 2012-03-02 | 2012-03-30 | 1 | 6.42 | 6.42 | 0.00% | market | 81.82% | 43.83% | 2.30% | 41.52% |
| TG | 2012-03-01 | 2012-03-02 | 2012-03-30 | 1 | 22.87 | 22.87 | 0.00% | market | 16.67% | -14.44% | 2.30% | -16.75% |
| GCO | 2012-03-02 | 2012-03-05 | 2012-04-02 | 3 | 73.68 | 73.68 | 0.00% | market | 17.96% | -0.18% | 3.46% | -3.64% |
| KOF | 2012-03-05 | 2012-03-06 | 2012-04-03 | 1 | 100.31 | 100.31 | 0.00% | market | 20.59% | 7.29% | 4.37% | 2.92% |
| AAT | 2012-03-06 | 2012-03-07 | 2012-04-04 | 1 | 21.63 | 21.63 | 0.00% | market | 660.00% | 6.23% | 3.55% | 2.68% |
| AVD | 2012-03-06 | 2012-03-07 | 2012-04-04 | 1 | 17.61 | 17.61 | 0.00% | market | 35.29% | 35.16% | 3.55% | 31.61% |
| IRDM | 2012-03-06 | 2012-03-07 | 2012-04-04 | 1 | 8.25 | 8.25 | 0.00% | market | 22.22% | 3.78% | 3.55% | 0.22% |
| KRO | 2012-03-06 | 2012-03-07 | 2012-04-04 | 1 | 23.60 | 23.60 | 0.00% | market | 57.45% | -0.35% | 3.55% | -3.91% |
| SMP | 2012-03-06 | 2012-03-07 | 2012-04-04 | 1 | 20.55 | 20.55 | 0.00% | market | 21.43% | -21.90% | 3.55% | -25.45% |
| DK | 2012-03-07 | 2012-03-08 | 2012-04-05 | 1 | 14.03 | 14.03 | 0.00% | market | 56.25% | 7.60% | 2.40% | 5.20% |
| HBM | 2012-03-07 | 2012-03-08 | 2012-04-05 | 1 | 11.53 | 11.53 | 0.00% | market | 61.54% | -7.91% | 2.40% | -10.30% |
| HOV | 2012-03-07 | 2012-03-08 | 2012-04-05 | 1 | 63.75 | 63.75 | 0.00% | market | 64.14% | -20.88% | 2.40% | -23.28% |
| SNDA | 2012-03-07 | 2012-03-08 | 2012-04-05 | 1 | 126.15 | 126.15 | 0.00% | market | 33.33% | 12.74% | 2.40% | 10.35% |
| AMN | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 5.21 | 5.21 | 0.00% | market | 27.27% | 12.57% | 0.67% | 11.90% |
| CECO | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 7.89 | 7.89 | 0.00% | market | 30.77% | -10.49% | 0.67% | -11.16% |
| GLP | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 22.28 | 22.28 | 0.00% | market | 15.38% | 1.83% | 0.67% | 1.16% |
| HCI | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 11.15 | 11.15 | 0.00% | market | 100.00% | 12.10% | 0.67% | 11.43% |
| HPP | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 107.59 | 107.59 | 0.00% | market | 457.14% | -2.77% | 0.67% | -3.44% |
| RDNT | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 3.12 | 3.12 | 0.00% | market | 266.67% | 3.75% | 0.67% | 3.08% |
| STAG | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 13.07 | 13.07 | 0.00% | market | 428.57% | 2.73% | 0.67% | 2.06% |
| WD | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 12.49 | 12.49 | 0.00% | market | 19.05% | 3.82% | 0.67% | 3.15% |
| HTH | 2012-03-09 | 2012-03-12 | 2012-04-10 | 3 | 8.26 | 8.26 | 0.00% | market | 350.00% | -4.10% | -1.20% | -2.90% |
| MIDD | 2012-03-09 | 2012-03-12 | 2012-04-10 | 3 | 25.38 | 25.38 | 0.00% | market | 44.19% | 0.25% | -1.20% | 1.45% |
| OPCH | 2012-03-09 | 2012-03-12 | 2012-04-10 | 3 | 28.00 | 28.00 | 0.00% | market | 33.33% | -2.96% | -1.20% | -1.76% |
| GSAT | 2012-03-12 | 2012-03-13 | 2012-04-11 | 1 | 12.45 | 12.45 | 0.00% | market | 16.67% | -27.89% | -0.95% | -26.94% |
| PLOW | 2012-03-12 | 2012-03-13 | 2012-04-11 | 1 | 13.24 | 13.24 | 0.00% | market | 31.82% | -3.57% | -0.95% | -2.62% |
| SSRM | 2012-03-12 | 2012-03-13 | 2012-04-11 | 1 | 15.46 | 15.46 | 0.00% | market | 25.00% | -10.51% | -0.95% | -9.56% |
| VCEL | 2012-03-12 | 2012-03-13 | 2012-04-11 | 1 | 42.40 | 42.40 | 0.00% | market | 69.57% | -1.99% | -0.95% | -1.03% |
| WLFC | 2012-03-12 | 2012-03-13 | 2012-04-11 | 1 | 4.71 | 4.71 | 0.00% | market | 19.36% | -9.44% | -0.95% | -8.49% |
| ANIP | 2012-03-13 | 2012-03-14 | 2012-04-12 | 1 | 27.00 | 27.00 | 0.00% | market | 46.67% | -18.77% | -0.94% | -17.83% |
| CSR | 2012-03-13 | 2012-03-14 | 2012-04-12 | 1 | 79.20 | 79.20 | 0.00% | market | 33.33% | -7.80% | -0.94% | -6.87% |
| INSM | 2012-03-13 | 2012-03-14 | 2012-04-12 | 1 | 4.06 | 4.06 | 0.00% | market | 21.05% | -19.80% | -0.94% | -18.87% |
| REX | 2012-03-13 | 2012-03-14 | 2012-04-12 | 1 | 5.59 | 5.59 | 0.00% | market | 65.52% | -10.30% | -0.94% | -9.36% |
| BAK | 2012-03-14 | 2012-03-15 | 2012-04-13 | 1 | 17.20 | 17.20 | 0.00% | market | 518.29% | -11.20% | -2.13% | -9.08% |
| NOVT | 2012-03-14 | 2012-03-15 | 2012-04-13 | 1 | 11.10 | 11.10 | 0.00% | market | 37.50% | 6.03% | -2.13% | 8.15% |
| TM | 2012-03-14 | 2012-03-15 | 2012-04-13 | 1 | 85.10 | 85.10 | 0.00% | market | 32.00% | -4.42% | -2.13% | -2.30% |
| FF | 2012-03-15 | 2012-03-16 | 2012-04-16 | 1 | 11.49 | 11.49 | 0.00% | market | 44.44% | -7.15% | -2.36% | -4.79% |
| DQ | 2012-03-21 | 2012-03-22 | 2012-04-20 | 1 | 2.51 | 2.51 | 0.00% | market | 66.67% | -29.18% | -0.88% | -28.30% |
| SBS | 2012-03-23 | 2012-03-26 | 2012-04-24 | 3 | 2.50 | 2.50 | 0.00% | market | 42.86% | 1.10% | -2.37% | 3.47% |
| LEN | 2012-03-27 | 2012-03-28 | 2012-04-26 | 1 | 27.61 | 27.61 | 0.00% | market | 102.17% | -0.93% | -0.67% | -0.27% |
| NEOG | 2012-03-27 | 2012-03-28 | 2012-04-26 | 1 | 9.91 | 9.91 | 0.00% | market | 20.00% | -1.71% | -0.67% | -1.05% |
| CMC | 2012-03-28 | 2012-03-29 | 2012-04-27 | 1 | 14.33 | 14.33 | 0.00% | market | 166.67% | 2.41% | 0.54% | 1.88% |
| FUL | 2012-03-28 | 2012-03-29 | 2012-04-27 | 1 | 31.66 | 31.66 | 0.00% | market | 18.92% | 4.20% | 0.54% | 3.66% |
| HII | 2012-03-28 | 2012-03-29 | 2012-04-27 | 1 | 40.33 | 40.33 | 0.00% | market | 26.60% | -2.31% | 0.54% | -2.84% |
| LNN | 2012-03-28 | 2012-03-29 | 2012-04-27 | 1 | 66.47 | 66.47 | 0.00% | market | 20.48% | 3.25% | 0.54% | 2.72% |
| SLS | 2012-03-28 | 2012-03-29 | 2012-04-27 | 1 | 69,000.00 | 69,000.00 | 0.00% | market | 126.67% | -47.49% | 0.54% | -48.03% |
| FC | 2012-03-29 | 2012-03-30 | 2012-04-30 | 1 | 9.70 | 9.70 | 0.00% | market | 66.67% | -4.33% | -0.75% | -3.58% |
| MOV | 2012-03-29 | 2012-03-30 | 2012-04-30 | 1 | 24.76 | 24.76 | 0.00% | market | 140.00% | 14.40% | -0.75% | 15.14% |
| RPM | 2012-04-05 | 2012-04-09 | 2012-05-07 | 4 | 25.81 | 25.81 | 0.00% | market | 400.00% | 2.26% | -0.67% | 2.94% |
| STZ | 2012-04-05 | 2012-04-09 | 2012-05-07 | 4 | 21.37 | 21.37 | 0.00% | market | 76.92% | -3.09% | -0.67% | -2.42% |
| WDFC | 2012-04-05 | 2012-04-09 | 2012-05-07 | 4 | 45.10 | 45.10 | 0.00% | market | 20.37% | -1.30% | -0.67% | -0.62% |
| GBX | 2012-04-09 | 2012-04-10 | 2012-05-08 | 1 | 18.10 | 18.10 | 0.00% | market | 21.28% | -15.02% | -1.01% | -14.00% |
| HWM | 2012-04-10 | 2012-04-11 | 2012-05-09 | 1 | 20.46 | 20.46 | 0.00% | market | 350.00% | -8.00% | -1.13% | -6.87% |
| ELS | 2012-04-16 | 2012-04-17 | 2012-05-15 | 1 | 17.08 | 17.08 | 0.00% | market | 357.14% | 0.43% | -3.26% | 3.69% |
| PNFP | 2012-04-16 | 2012-04-17 | 2012-05-15 | 1 | 16.97 | 16.97 | 0.00% | market | 31.25% | 3.02% | -3.26% | 6.29% |
| STX | 2012-04-17 | 2012-04-18 | 2012-05-16 | 1 | 28.60 | 28.60 | 0.00% | market | 25.12% | 5.63% | -4.07% | 9.70% |
| URI | 2012-04-17 | 2012-04-18 | 2012-05-16 | 1 | 44.38 | 44.38 | 0.00% | market | 620.00% | -14.52% | -4.07% | -10.45% |
| BLX | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 21.69 | 21.69 | 0.00% | market | 56.36% | -11.12% | -5.60% | -5.51% |
| BMI | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 19.30 | 19.30 | 0.00% | market | 61.54% | -5.18% | -5.60% | 0.43% |
| HBAN | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 6.43 | 6.43 | 0.00% | market | 21.43% | -3.37% | -5.60% | 2.24% |
| KMI | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 37.45 | 37.45 | 0.00% | market | 80.65% | -11.98% | -5.60% | -6.38% |
| TXT | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 26.80 | 26.80 | 0.00% | market | 17.14% | -17.19% | -5.60% | -11.58% |
| WTFC | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 34.25 | 34.25 | 0.00% | market | 21.95% | -1.79% | -5.60% | 3.81% |
| AAL | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 9.77 | 9.77 | 0.00% | market | 48.25% | 2.87% | -6.21% | 9.08% |
| AMD | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 8.16 | 8.16 | 0.00% | market | 33.33% | -26.45% | -6.21% | -20.24% |
| BAC | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 8.78 | 8.78 | 0.00% | market | 100.00% | -20.15% | -6.21% | -13.94% |
| BLDR | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 4.31 | 4.31 | 0.00% | market | 21.43% | -17.73% | -6.21% | -11.52% |
| BSX | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 5.89 | 5.89 | 0.00% | market | 87.50% | 1.09% | -6.21% | 7.30% |
| EGP | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 51.86 | 51.86 | 0.00% | market | 230.43% | -8.93% | -6.21% | -2.72% |
| LSCC | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 6.25 | 6.25 | 0.00% | market | 28.57% | -26.18% | -6.21% | -19.97% |
| LUV | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 8.22 | 8.22 | 0.00% | market | 60.00% | -0.95% | -6.21% | 5.26% |
| MS | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 18.13 | 18.13 | 0.00% | market | 68.89% | -26.47% | -6.21% | -20.26% |
| MYE | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 17.11 | 17.11 | 0.00% | market | 30.43% | -5.07% | -6.21% | 1.14% |
| NYT | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 6.48 | 6.48 | 0.00% | market | 300.00% | -4.58% | -6.21% | 1.63% |
| PENN | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 10.09 | 10.09 | 0.00% | market | 23.33% | -0.30% | -6.21% | 5.91% |
| POOL | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 39.41 | 39.41 | 0.00% | market | 814.29% | -10.93% | -6.21% | -4.73% |
| RMBS | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 5.64 | 5.64 | 0.00% | market | 113.04% | -25.45% | -6.21% | -19.24% |
| TRV | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 61.91 | 61.91 | 0.00% | market | 32.24% | 0.34% | -6.21% | 6.55% |
| VMI | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 126.12 | 126.12 | 0.00% | market | 28.10% | -11.69% | -6.21% | -5.48% |
| BPOP | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 18.30 | 18.30 | 0.00% | market | 51.52% | -20.87% | -3.35% | -17.52% |
| HLX | 2012-04-22 | 2012-04-23 | 2012-05-21 | 1 | 17.47 | 17.47 | 0.00% | market | 69.77% | 3.16% | -3.35% | 6.51% |
| MAN | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 44.02 | 44.02 | 0.00% | market | 42.86% | -16.71% | -3.35% | -13.36% |
| RCL | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 26.49 | 26.49 | 0.00% | market | 40.00% | -8.48% | -3.35% | -5.13% |
| TT | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 31.02 | 31.02 | 0.00% | market | 24.00% | 3.70% | -3.35% | 7.05% |
| UAA | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 12.51 | 12.51 | 0.00% | market | 33.33% | -6.95% | -3.35% | -3.60% |
| UFPI | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 11.43 | 11.43 | 0.00% | market | 530.06% | 7.51% | -3.35% | 10.86% |
| ALGN | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 32.86 | 32.86 | 0.00% | market | 28.57% | -5.12% | -3.44% | -1.68% |
| BANR | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 21.25 | 21.25 | 0.00% | market | 81.82% | -10.08% | -3.44% | -6.64% |
| BOH | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 48.31 | 48.31 | 0.00% | market | 17.28% | -2.71% | -3.44% | 0.73% |
| CNI | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 40.55 | 40.55 | 0.00% | market | 15.69% | 0.52% | -3.44% | 3.96% |
| DHI | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 15.19 | 15.19 | 0.00% | market | 236.44% | 9.12% | -3.44% | 12.56% |
| EBF | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 15.20 | 15.20 | 0.00% | market | 160.00% | -7.60% | -3.44% | -4.16% |
| HOPE | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 10.35 | 10.35 | 0.00% | market | 135.29% | 1.54% | -3.44% | 4.98% |
| HXL | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 27.78 | 27.78 | 0.00% | market | 18.18% | -8.85% | -3.44% | -5.41% |
| JJSF | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 53.63 | 53.63 | 0.00% | market | 30.95% | 1.82% | -3.44% | 5.26% |
| MTG | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 3.41 | 3.41 | 0.00% | market | 78.26% | -27.08% | -3.44% | -23.64% |
| OFG | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 11.57 | 11.57 | 0.00% | market | 27.78% | -7.62% | -3.44% | -4.18% |
| QCRH | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 11.38 | 11.38 | 0.00% | market | 84.62% | 6.23% | -3.44% | 9.67% |
| UCTT | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 7.06 | 7.06 | 0.00% | market | 17.65% | -14.41% | -3.44% | -10.97% |
| AAPL | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 21.99 | 21.99 | 0.00% | market | 22.22% | -7.42% | -4.60% | -2.82% |
| ABCB | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 12.17 | 12.17 | 0.00% | market | 533.33% | -7.41% | -4.60% | -2.81% |
| AUB | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 13.66 | 13.66 | 0.00% | market | 24.00% | 1.66% | -4.60% | 6.26% |
| BOKF | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 56.00 | 56.00 | 0.00% | market | 18.45% | 0.08% | -4.60% | 4.68% |
| BUSE | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 14.19 | 14.19 | 0.00% | market | 33.33% | -2.21% | -4.60% | 2.39% |
| CENX | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 8.70 | 8.70 | 0.00% | market | 18.18% | -17.80% | -4.60% | -13.20% |
| CLS | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 9.14 | 9.14 | 0.00% | market | 19.05% | -17.82% | -4.60% | -13.22% |
| CSL | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 56.05 | 56.05 | 0.00% | market | 54.10% | -3.35% | -4.60% | 1.25% |
| FCF | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 6.32 | 6.32 | 0.00% | market | 22.22% | -4.85% | -4.60% | -0.25% |
| HSY | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 66.19 | 66.19 | 0.00% | market | 18.52% | 1.46% | -4.60% | 6.06% |
| LECO | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 47.94 | 47.94 | 0.00% | market | 15.15% | 1.88% | -4.60% | 6.48% |
| MANH | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 11.86 | 11.86 | 0.00% | market | 15.38% | 1.19% | -4.60% | 5.79% |
| MLI | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 5.74 | 5.74 | 0.00% | market | 25.00% | -4.28% | -4.60% | 0.32% |
| MRCY | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 12.00 | 12.00 | 0.00% | market | 70.00% | -1.60% | -4.60% | 3.00% |
| NBR | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 834.00 | 834.00 | 0.00% | market | 6400.00% | -14.49% | -4.60% | -9.89% |
| PCAR | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 28.52 | 28.52 | 0.00% | market | 17.31% | -9.18% | -4.60% | -4.58% |
| PH | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 87.39 | 87.39 | 0.00% | market | 17.54% | -3.06% | -4.60% | 1.54% |
| RF | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 6.61 | 6.61 | 0.00% | market | 75.00% | -4.64% | -4.60% | -0.04% |
| RHI | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 31.31 | 31.31 | 0.00% | market | 21.43% | -8.34% | -4.60% | -3.74% |
| RNST | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 15.78 | 15.78 | 0.00% | market | 17.39% | -4.22% | -4.60% | 0.38% |
| SKT | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 30.69 | 30.69 | 0.00% | market | 260.00% | 2.05% | -4.60% | 6.65% |
| TBBK | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 10.39 | 10.39 | 0.00% | market | 25.00% | -12.03% | -4.60% | -7.43% |
| TKR | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 38.99 | 38.99 | 0.00% | market | 26.40% | -6.38% | -4.60% | -1.78% |
| TRMK | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 25.74 | 25.74 | 0.00% | market | 15.38% | -6.04% | -4.60% | -1.44% |
| UIS | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 18.86 | 18.86 | 0.00% | market | 42.86% | -9.48% | -4.60% | -4.88% |
| UMBF | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 47.90 | 47.90 | 0.00% | market | 88.52% | -2.50% | -4.60% | 2.10% |
| USNA | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 20.01 | 20.01 | 0.00% | market | 28.57% | -0.12% | -4.60% | 4.48% |
| AHT | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 5,222.36 | 5,222.36 | 0.00% | market | 87400.00% | -8.11% | -4.58% | -3.53% |
| AIZ | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 40.85 | 40.85 | 0.00% | market | 22.22% | -17.21% | -4.58% | -12.63% |
| AVB | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 143.89 | 143.89 | 0.00% | market | 64.10% | -2.01% | -4.58% | 2.57% |
| BA | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 76.71 | 76.71 | 0.00% | market | 29.79% | -7.04% | -4.58% | -2.46% |
| CROX | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 21.45 | 21.45 | 0.00% | market | 19.23% | -20.43% | -4.58% | -15.85% |
| CRS | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 56.77 | 56.77 | 0.00% | market | 17.39% | -16.32% | -4.58% | -11.74% |
| CVLG | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 1.76 | 1.76 | 0.00% | market | 76.47% | -4.08% | -4.58% | 0.50% |
| DHX | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 10.30 | 10.30 | 0.00% | market | 18.18% | -2.82% | -4.58% | 1.76% |
| EQIX | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 165.99 | 165.99 | 0.00% | market | 36.73% | -4.93% | -4.58% | -0.35% |
| EQR | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 62.32 | 62.32 | 0.00% | market | 135.00% | -0.49% | -4.58% | 4.09% |
| FNF | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 11.11 | 11.11 | 0.00% | market | 18.52% | -0.28% | -4.58% | 4.30% |
| HMN | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 17.39 | 17.39 | 0.00% | market | 28.00% | -3.44% | -4.58% | 1.14% |
| HST | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 16.59 | 16.59 | 0.00% | market | 300.00% | -9.14% | -4.58% | -4.56% |
| KAI | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 22.75 | 22.75 | 0.00% | market | 42.86% | -2.08% | -4.58% | 2.50% |
| KALU | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 50.00 | 50.00 | 0.00% | market | 45.33% | -0.36% | -4.58% | 4.22% |
| ABG | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 27.85 | 27.85 | 0.00% | market | 16.33% | -4.77% | -6.03% | 1.26% |
| AEM | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 37.97 | 37.97 | 0.00% | market | 59.46% | 4.69% | -6.03% | 10.73% |
| AMKR | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 5.73 | 5.73 | 0.00% | market | 80.00% | -18.95% | -6.03% | -12.92% |
| AMX | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 25.40 | 25.40 | 0.00% | market | 32.65% | -6.24% | -6.03% | -0.21% |
| AMZN | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 11.24 | 11.24 | 0.00% | market | 293.59% | -5.44% | -6.03% | 0.59% |
| BELFB | 2012-04-27 | 2012-04-30 | 2012-05-29 | 3 | 17.93 | 17.93 | 0.00% | market | 100.00% | -4.39% | -4.57% | 0.18% |
| GT | 2012-04-27 | 2012-04-30 | 2012-05-29 | 3 | 11.32 | 11.32 | 0.00% | market | 385.71% | -3.28% | -4.57% | 1.29% |
| ABR | 2012-05-04 | 2012-05-07 | 2012-06-05 | 3 | 5.87 | 5.87 | 0.00% | market | 105.41% | -0.44% | -5.45% | 5.01% |
| AES | 2012-05-04 | 2012-05-07 | 2012-06-05 | 3 | 12.00 | 12.00 | 0.00% | market | 37.04% | 0.07% | -5.45% | 5.52% |
| EL | 2012-05-04 | 2012-05-07 | 2012-06-05 | 3 | 60.74 | 60.74 | 0.00% | market | 15.15% | -10.93% | -5.45% | -5.48% |
| AWR | 2012-05-07 | 2012-05-08 | 2012-06-06 | 1 | 18.29 | 18.29 | 0.00% | market | 35.00% | 1.92% | -3.16% | 5.09% |
| APO | 2012-05-08 | 2012-05-09 | 2012-06-07 | 1 | 12.80 | 12.80 | 0.00% | market | 41.03% | -2.44% | -2.26% | -0.19% |
| CYD | 2012-05-14 | 2012-05-15 | 2012-06-13 | 1 | 13.55 | 13.55 | 0.00% | market | 33.33% | -9.77% | -1.46% | -8.31% |
| PLAB | 2012-05-14 | 2012-05-15 | 2012-06-13 | 1 | 5.92 | 5.92 | 0.00% | market | 16.67% | -5.34% | -1.46% | -3.88% |
| CGAU | 2012-05-15 | 2012-05-16 | 2012-06-14 | 1 | 9.61 | 9.61 | 0.00% | market | 39.13% | 20.92% | -0.35% | 21.27% |
| DKS | 2012-05-15 | 2012-05-16 | 2012-06-14 | 1 | 50.42 | 50.42 | 0.00% | market | 18.42% | -9.20% | -0.35% | -8.85% |
| ANF | 2012-05-16 | 2012-05-17 | 2012-06-15 | 1 | 38.87 | 38.87 | 0.00% | market | 32.10% | -18.96% | 0.96% | -19.92% |
| PAAS | 2012-05-16 | 2012-05-17 | 2012-06-15 | 1 | 15.31 | 15.31 | 0.00% | market | 26.09% | 19.63% | 0.96% | 18.66% |
| TCOM | 2012-05-16 | 2012-05-17 | 2012-06-15 | 1 | 10.69 | 10.69 | 0.00% | market | 663.18% | -19.93% | 0.96% | -20.90% |
| CAL | 2012-05-18 | 2012-05-21 | 2012-06-19 | 3 | 10.85 | 10.85 | 0.00% | market | 155.56% | 8.93% | 4.26% | 4.68% |
| TSEM | 2012-05-18 | 2012-05-21 | 2012-06-19 | 3 | 13.35 | 13.35 | 0.00% | market | 400.00% | -13.58% | 4.26% | -17.84% |
| RYAAY | 2012-05-21 | 2012-05-22 | 2012-06-20 | 1 | 12.46 | 12.46 | 0.00% | market | 29.73% | 1.99% | 2.40% | -0.41% |
| BBY | 2012-05-22 | 2012-05-23 | 2012-06-21 | 1 | 18.27 | 18.27 | 0.00% | market | 22.03% | 6.52% | 0.91% | 5.62% |
| DY | 2012-05-22 | 2012-05-23 | 2012-06-21 | 1 | 21.21 | 21.21 | 0.00% | market | 33.33% | -16.27% | 0.91% | -17.18% |
| RL | 2012-05-22 | 2012-05-23 | 2012-06-21 | 1 | 147.50 | 147.50 | 0.00% | market | 17.86% | -2.95% | 0.91% | -3.85% |
| GCO | 2012-05-23 | 2012-05-24 | 2012-06-22 | 1 | 70.58 | 70.58 | 0.00% | market | 32.43% | -15.54% | 0.63% | -16.17% |
| SAR | 2012-05-23 | 2012-05-24 | 2012-06-22 | 1 | 17.13 | 17.13 | 0.00% | market | 83.72% | -0.16% | 0.63% | -0.78% |
| TOL | 2012-05-23 | 2012-05-24 | 2012-06-22 | 1 | 27.92 | 27.92 | 0.00% | market | 172.70% | -6.83% | 0.63% | -7.46% |
| MMYT | 2012-05-24 | 2012-05-25 | 2012-06-25 | 1 | 15.45 | 15.45 | 0.00% | market | 33.33% | 3.46% | -0.88% | 4.34% |
| SFL | 2012-05-24 | 2012-05-25 | 2012-06-25 | 1 | 15.10 | 15.10 | 0.00% | market | 52.50% | -4.34% | -0.88% | -3.46% |
| FRO | 2012-05-25 | 2012-05-29 | 2012-06-26 | 4 | 26.60 | 26.60 | 0.00% | market | 50.00% | -22.84% | -0.89% | -21.96% |
| GGAL | 2012-05-25 | 2012-05-29 | 2012-06-26 | 4 | 5.00 | 5.00 | 0.00% | market | 44.44% | -9.70% | -0.89% | -8.81% |
| REX | 2012-05-30 | 2012-05-31 | 2012-06-28 | 1 | 3.10 | 3.10 | 0.00% | market | 800.90% | 0.87% | 0.82% | 0.05% |
| TLYS | 2012-05-30 | 2012-05-31 | 2012-06-28 | 1 | 17.00 | 17.00 | 0.00% | market | 28.57% | -7.92% | 0.82% | -8.74% |
| CIEN | 2012-05-31 | 2012-06-01 | 2012-06-29 | 1 | 13.29 | 13.29 | 0.00% | market | 240.14% | 23.08% | 5.17% | 17.91% |
| SBLK | 2012-05-31 | 2012-06-01 | 2012-06-29 | 1 | 54.75 | 54.75 | 0.00% | market | 300.00% | -1.47% | 5.17% | -6.64% |
| GHM | 2012-06-01 | 2012-06-04 | 2012-07-02 | 3 | 17.65 | 17.65 | 0.00% | market | 33.33% | 6.19% | 6.32% | -0.14% |
| MOD | 2012-06-01 | 2012-06-04 | 2012-07-02 | 3 | 5.50 | 5.50 | 0.00% | market | 47.83% | 25.35% | 6.32% | 19.03% |
| GWRE | 2012-06-05 | 2012-06-06 | 2012-07-05 | 1 | 26.20 | 26.20 | 0.00% | market | 561.38% | 3.37% | 5.25% | -1.87% |
| HOV | 2012-06-06 | 2012-06-07 | 2012-07-06 | 1 | 50.75 | 50.75 | 0.00% | market | 106.22% | 44.73% | 1.51% | 43.21% |
| UHAL | 2012-06-06 | 2012-06-07 | 2012-07-06 | 1 | 9.46 | 9.46 | 0.00% | market | 330.00% | -1.19% | 1.51% | -2.70% |
| IDT | 2012-06-07 | 2012-06-08 | 2012-07-09 | 1 | 6.07 | 6.07 | 0.00% | market | 216.67% | 19.67% | 2.74% | 16.93% |
| CPRI | 2012-06-12 | 2012-06-13 | 2012-07-12 | 1 | 40.84 | 40.84 | 0.00% | market | 37.50% | -4.48% | 0.74% | -5.22% |
| CCL | 2012-06-22 | 2012-06-25 | 2012-07-24 | 3 | 33.37 | 33.37 | 0.00% | market | 150.00% | -4.57% | 1.42% | -5.99% |
| CWST | 2012-06-27 | 2012-06-28 | 2012-07-27 | 1 | 5.35 | 5.35 | 0.00% | market | 18.92% | -5.52% | 4.83% | -10.35% |
| LEN | 2012-06-27 | 2012-06-28 | 2012-07-27 | 1 | 28.52 | 28.52 | 0.00% | market | 23.53% | 6.28% | 4.83% | 1.45% |
| PRGS | 2012-06-27 | 2012-06-28 | 2012-07-27 | 1 | 19.84 | 19.84 | 0.00% | market | 23.53% | 0.61% | 4.83% | -4.22% |
| UNF | 2012-06-27 | 2012-06-28 | 2012-07-27 | 1 | 62.50 | 62.50 | 0.00% | market | 17.17% | 0.44% | 4.83% | -4.39% |
| AZZ | 2012-06-28 | 2012-06-29 | 2012-07-30 | 1 | 30.45 | 30.45 | 0.00% | market | 27.50% | 2.76% | 2.57% | 0.18% |
| MEI | 2012-06-28 | 2012-06-29 | 2012-07-30 | 1 | 8.67 | 8.67 | 0.00% | market | 114.29% | 3.48% | 2.57% | 0.90% |
| WOR | 2012-06-28 | 2012-06-29 | 2012-07-30 | 1 | 12.08 | 12.08 | 0.00% | market | 41.51% | 9.59% | 2.57% | 7.01% |
| HWM | 2012-07-09 | 2012-07-10 | 2012-08-07 | 1 | 18.23 | 18.23 | 0.00% | market | 20.00% | -2.25% | 3.17% | -5.42% |
| JPM | 2012-07-13 | 2012-07-16 | 2012-08-13 | 3 | 35.76 | 35.76 | 0.00% | market | 70.42% | 3.34% | 3.94% | -0.60% |
| ELS | 2012-07-16 | 2012-07-17 | 2012-08-14 | 1 | 17.74 | 17.74 | 0.00% | market | 150.00% | -2.69% | 3.54% | -6.24% |
| SAR | 2012-07-16 | 2012-07-17 | 2012-08-14 | 1 | 17.04 | 17.04 | 0.00% | market | 95.24% | -0.80% | 3.54% | -4.35% |
| GS | 2012-07-17 | 2012-07-18 | 2012-08-15 | 1 | 97.35 | 97.35 | 0.00% | market | 53.45% | 5.84% | 3.61% | 2.23% |
| HST | 2012-07-17 | 2012-07-18 | 2012-08-15 | 1 | 15.43 | 15.43 | 0.00% | market | 161.54% | -0.36% | 3.61% | -3.97% |
| MAT | 2012-07-17 | 2012-07-18 | 2012-08-15 | 1 | 33.97 | 33.97 | 0.00% | market | 33.33% | 4.46% | 3.61% | 0.85% |
| PNFP | 2012-07-17 | 2012-07-18 | 2012-08-15 | 1 | 19.35 | 19.35 | 0.00% | market | 28.57% | 0.31% | 3.61% | -3.30% |
| URI | 2012-07-17 | 2012-07-18 | 2012-08-15 | 1 | 33.02 | 33.02 | 0.00% | market | 15.79% | -1.22% | 3.61% | -4.83% |
| AAL | 2012-07-18 | 2012-07-19 | 2012-08-16 | 1 | 13.58 | 13.58 | 0.00% | market | 758.90% | -27.13% | 3.15% | -30.28% |
| BAC | 2012-07-18 | 2012-07-19 | 2012-08-16 | 1 | 7.56 | 7.56 | 0.00% | market | 21.43% | 4.79% | 3.15% | 1.64% |
| BPOP | 2012-07-18 | 2012-07-19 | 2012-08-16 | 1 | 15.06 | 15.06 | 0.00% | market | 53.66% | 4.35% | 3.15% | 1.20% |
| EXPO | 2012-07-18 | 2012-07-19 | 2012-08-16 | 1 | 13.55 | 13.55 | 0.00% | market | 20.00% | -4.09% | 3.15% | -7.24% |
| HON | 2012-07-18 | 2012-07-19 | 2012-08-16 | 1 | 55.45 | 55.45 | 0.00% | market | 105.41% | 0.78% | 3.15% | -2.37% |
| ALGN | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 31.21 | 31.21 | 0.00% | market | 21.43% | 10.99% | 3.82% | 7.17% |
| BX | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 12.74 | 12.74 | 0.00% | market | 72.73% | 5.00% | 3.82% | 1.18% |
| EGP | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 53.11 | 53.11 | 0.00% | market | 250.00% | -0.48% | 3.82% | -4.30% |
| GATX | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 41.25 | 41.25 | 0.00% | market | 31.15% | 4.92% | 3.82% | 1.10% |
| KEY | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 7.91 | 7.91 | 0.00% | market | 33.33% | 5.59% | 3.82% | 1.77% |
| RBCAA | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 23.16 | 23.16 | 0.00% | market | 21.05% | 4.39% | 3.82% | 0.57% |
| RMBS | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 4.75 | 4.75 | 0.00% | market | 94.74% | 1.79% | 3.82% | -2.02% |
| TXT | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 26.50 | 26.50 | 0.00% | market | 31.82% | 2.50% | 3.82% | -1.32% |
| VFC | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 35.99 | 35.99 | 0.00% | market | 16.67% | -0.04% | 3.82% | -3.86% |
| WAL | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 9.51 | 9.51 | 0.00% | market | 15.38% | 0.22% | 3.82% | -3.60% |
| WFG | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 25.22 | 25.22 | 0.00% | market | 118.18% | 11.44% | 3.82% | 7.62% |
| BKR | 2012-07-20 | 2012-07-23 | 2012-08-20 | 3 | 31.14 | 31.14 | 0.00% | market | 29.87% | 7.38% | 5.74% | 1.64% |
| HAS | 2012-07-23 | 2012-07-24 | 2012-08-21 | 1 | 35.38 | 35.38 | 0.00% | market | 43.48% | 7.28% | 4.86% | 2.42% |
| HLX | 2012-07-23 | 2012-07-24 | 2012-08-21 | 1 | 16.98 | 16.98 | 0.00% | market | 21.43% | 13.27% | 4.86% | 8.41% |
| OFG | 2012-07-23 | 2012-07-24 | 2012-08-21 | 1 | 10.39 | 10.39 | 0.00% | market | 21.43% | 3.94% | 4.86% | -0.92% |
| QCRH | 2012-07-23 | 2012-07-24 | 2012-08-21 | 1 | 13.72 | 13.72 | 0.00% | market | 25.71% | -5.35% | 4.86% | -10.21% |
| ABCB | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 11.76 | 11.76 | 0.00% | market | 100.00% | 1.86% | 5.67% | -3.81% |
| BIIB | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 139.24 | 139.24 | 0.00% | market | 16.67% | 3.98% | 5.67% | -1.69% |
| CENX | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 5.93 | 5.93 | 0.00% | market | 33.33% | 14.57% | 5.67% | 8.90% |
| LMT | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 88.12 | 88.12 | 0.00% | market | 24.61% | 5.47% | 5.67% | -0.20% |
| MANH | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 11.23 | 11.23 | 0.00% | market | 18.75% | 9.83% | 5.67% | 4.16% |
| NBR | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 701.00 | 701.00 | 0.00% | market | 4900.00% | 14.52% | 5.67% | 8.85% |
| QGEN | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 17.76 | 17.76 | 0.00% | market | 16.67% | 1.08% | 5.67% | -4.59% |
| RF | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 6.72 | 6.72 | 0.00% | market | 66.67% | 5.41% | 5.67% | -0.26% |
| RRC | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 60.25 | 60.25 | 0.00% | market | 120.00% | 11.10% | 5.67% | 5.43% |
| SPG | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 149.43 | 149.43 | 0.00% | market | 103.23% | -0.25% | 5.67% | -5.92% |
| TAL | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 1.30 | 1.30 | 0.00% | market | 92.86% | 9.90% | 5.67% | 4.23% |
| UAA | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 13.26 | 13.26 | 0.00% | market | 100.00% | 7.09% | 5.67% | 1.42% |
| UIS | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 19.10 | 19.10 | 0.00% | market | 106.25% | 11.05% | 5.67% | 5.38% |
| USNA | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 21.51 | 21.51 | 0.00% | market | 21.74% | 2.88% | 5.67% | -2.79% |
| ACGL | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 13.13 | 13.13 | 0.00% | market | 25.93% | 0.81% | 3.51% | -2.70% |
| AEM | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 41.64 | 41.64 | 0.00% | market | 33.33% | 13.47% | 3.51% | 9.96% |
| AKAM | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 33.45 | 33.45 | 0.00% | market | 16.22% | 10.90% | 3.51% | 7.39% |
| AVB | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 142.50 | 142.50 | 0.00% | market | 103.75% | 0.77% | 3.51% | -2.74% |
| BANR | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 21.75 | 21.75 | 0.00% | market | 107.14% | 10.43% | 3.51% | 6.92% |
| CNO | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 7.89 | 7.89 | 0.00% | market | 17.65% | 13.84% | 3.51% | 10.33% |
| CRI | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 52.26 | 52.26 | 0.00% | market | 23.33% | 2.22% | 3.51% | -1.29% |
| CVLG | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 2.38 | 2.38 | 0.00% | market | 480.00% | 24.69% | 3.51% | 21.18% |
| DLR | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 75.57 | 75.57 | 0.00% | market | 194.59% | -1.45% | 3.51% | -4.96% |
| DRH | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 9.37 | 9.37 | 0.00% | market | 185.71% | 2.78% | 3.51% | -0.73% |
| EQIX | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 172.33 | 172.33 | 0.00% | market | 21.05% | 11.84% | 3.51% | 8.33% |
| EQR | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 64.25 | 64.25 | 0.00% | market | 161.54% | -4.74% | 3.51% | -8.25% |
| FBNC | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 8.92 | 8.92 | 0.00% | market | 25.00% | 5.39% | 3.51% | 1.88% |
| FCF | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 6.91 | 6.91 | 0.00% | market | 20.00% | -1.26% | 3.51% | -4.77% |
| FR | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 12.09 | 12.09 | 0.00% | market | 225.00% | 3.79% | 3.51% | 0.28% |
| GEN | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 14.99 | 14.99 | 0.00% | market | 126.32% | 18.31% | 3.51% | 14.80% |
| HMN | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 18.20 | 18.20 | 0.00% | market | 23.08% | -3.67% | 3.51% | -7.18% |
| KALU | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 51.60 | 51.60 | 0.00% | market | 35.90% | 8.66% | 3.51% | 5.15% |
| KBR | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 28.57 | 28.57 | 0.00% | market | 22.81% | -4.62% | 3.51% | -8.13% |
| LAD | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 27.71 | 27.71 | 0.00% | market | 20.63% | 2.25% | 3.51% | -1.26% |
| NOC | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 65.16 | 65.16 | 0.00% | market | 16.77% | 2.60% | 3.51% | -0.91% |
| OMAB | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 16.80 | 16.80 | 0.00% | market | 26.32% | 5.67% | 3.51% | 2.16% |
| PDS | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 149.60 | 149.60 | 0.00% | market | 50.00% | 12.07% | 3.51% | 8.56% |
| PIPR | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 5.25 | 5.25 | 0.00% | market | 34.78% | 14.57% | 3.51% | 11.06% |
| PTC | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 19.56 | 19.56 | 0.00% | market | 23.33% | 10.18% | 3.51% | 6.67% |
| REGN | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 130.21 | 130.21 | 0.00% | market | 159.26% | 9.55% | 3.51% | 6.04% |
| SIGI | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 17.75 | 17.75 | 0.00% | market | 75.25% | -0.16% | 3.51% | -3.67% |
| SLG | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 82.80 | 82.80 | 0.00% | market | 973.68% | 3.45% | 3.51% | -0.06% |
| TER | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 13.89 | 13.89 | 0.00% | market | 32.76% | 11.85% | 3.51% | 8.34% |
| TEX | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 16.01 | 16.01 | 0.00% | market | 55.10% | 29.13% | 3.51% | 25.62% |
| TSLA | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 1.99 | 1.99 | 0.00% | market | 80.43% | 2.92% | 3.51% | -0.60% |
| UMC | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 2.10 | 2.10 | 0.00% | market | 33.33% | -1.53% | 3.51% | -5.04% |
| WDC | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 28.78 | 28.78 | 0.00% | market | 35.63% | 14.04% | 3.51% | 10.53% |
| ADC | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 23.70 | 23.70 | 0.00% | market | 42.86% | 2.22% | 3.37% | -1.15% |
| ADEA | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 3.98 | 3.98 | 0.00% | market | 100.00% | -3.87% | 3.37% | -7.24% |
| AGCO | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 43.90 | 43.90 | 0.00% | market | 15.56% | -3.24% | 3.37% | -6.62% |
| AMGN | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 80.51 | 80.51 | 0.00% | market | 18.83% | 4.97% | 3.37% | 1.59% |
| AMKR | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 4.92 | 4.92 | 0.00% | market | 15.38% | -4.37% | 3.37% | -7.74% |
| AMZN | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 11.26 | 11.26 | 0.00% | market | 533.33% | 9.05% | 3.37% | 5.67% |
| ASH | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 33.24 | 33.24 | 0.00% | market | 17.24% | 8.05% | 3.37% | 4.68% |
| AXON | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 5.35 | 5.35 | 0.00% | market | 242.86% | -1.22% | 3.37% | -4.60% |
| BELFB | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 16.81 | 16.81 | 0.00% | market | 33.33% | 17.98% | 3.37% | 14.61% |
| BHE | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 15.01 | 15.01 | 0.00% | market | 18.52% | 8.49% | 3.37% | 5.12% |
| BSX | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 5.02 | 5.02 | 0.00% | market | 70.00% | 9.46% | 3.37% | 6.09% |
| CINF | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 38.13 | 38.13 | 0.00% | market | 54.55% | 2.44% | 3.37% | -0.93% |
| CMPR | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 30.13 | 30.13 | 0.00% | market | 90.48% | 26.09% | 3.37% | 22.71% |
| COLM | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 25.93 | 25.93 | 0.00% | market | 26.67% | -2.49% | 3.37% | -5.87% |
| DECK | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 7.58 | 7.58 | 0.00% | market | 85.00% | 8.87% | 3.37% | 5.50% |
| DGII | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 8.50 | 8.50 | 0.00% | market | 80.00% | 20.49% | 3.37% | 17.11% |
| EFOR | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 16.21 | 16.21 | 0.00% | market | 21.74% | 0.39% | 3.37% | -2.98% |
| EFSC | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 12.18 | 12.18 | 0.00% | market | 69.23% | -1.09% | 3.37% | -4.46% |
| EXPE | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 53.68 | 53.68 | 0.00% | market | 25.35% | -1.25% | 3.37% | -4.63% |
| FAF | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 17.18 | 17.18 | 0.00% | market | 54.55% | 10.96% | 3.37% | 7.58% |
| DTE | 2012-07-27 | 2012-07-30 | 2012-08-27 | 3 | 52.03 | 52.03 | 0.00% | market | 22.86% | -3.66% | 2.18% | -5.84% |
| HP | 2012-07-27 | 2012-07-30 | 2012-08-27 | 3 | 48.93 | 48.93 | 0.00% | market | 18.10% | -5.58% | 2.18% | -7.76% |
| KKR | 2012-07-27 | 2012-07-30 | 2012-08-27 | 3 | 14.49 | 14.49 | 0.00% | market | 362.50% | -2.10% | 2.18% | -4.28% |
| AWR | 2012-08-06 | 2012-08-07 | 2012-09-05 | 1 | 20.92 | 20.92 | 0.00% | market | 25.00% | 4.39% | 0.52% | 3.87% |
| BBAR | 2012-08-10 | 2012-08-13 | 2012-09-11 | 3 | 3.84 | 3.84 | 0.00% | market | 36.67% | -6.35% | 2.35% | -8.70% |
| AMPY | 2012-08-13 | 2012-08-14 | 2012-09-12 | 1 | 65.45 | 65.45 | 0.00% | market | 233.33% | 7.65% | 2.19% | 5.45% |
| GSL | 2012-08-13 | 2012-08-14 | 2012-09-12 | 1 | 25.04 | 25.04 | 0.00% | market | 23.08% | 11.72% | 2.19% | 9.53% |
| BTE | 2012-08-14 | 2012-08-15 | 2012-09-13 | 1 | 45.24 | 45.24 | 0.00% | market | 92.54% | 9.21% | 4.23% | 4.98% |
| CPRI | 2012-08-14 | 2012-08-15 | 2012-09-13 | 1 | 49.93 | 49.93 | 0.00% | market | 70.00% | 8.33% | 4.23% | 4.10% |
| SID | 2012-08-14 | 2012-08-15 | 2012-09-13 | 1 | 5.15 | 5.15 | 0.00% | market | 375.00% | 24.56% | 4.23% | 20.33% |
| SLS | 2012-08-14 | 2012-08-15 | 2012-09-13 | 1 | 47,400.00 | 47,400.00 | 0.00% | market | 95.63% | 20.79% | 4.23% | 16.56% |
| VIAV | 2012-08-14 | 2012-08-15 | 2012-09-13 | 1 | 6.42 | 6.42 | 0.00% | market | 25.00% | 14.25% | 4.23% | 10.02% |
| SA | 2012-08-15 | 2012-08-16 | 2012-09-14 | 1 | 14.96 | 14.96 | 0.00% | market | 16.67% | 32.19% | 4.31% | 27.87% |
| GGAL | 2012-08-16 | 2012-08-17 | 2012-09-17 | 1 | 5.00 | 5.00 | 0.00% | market | 15.09% | 11.70% | 3.17% | 8.53% |
| DQ | 2012-08-17 | 2012-08-20 | 2012-09-18 | 3 | 0.99 | 0.99 | 0.00% | market | 31.03% | -13.43% | 3.27% | -16.70% |
| SJM | 2012-08-17 | 2012-08-20 | 2012-09-18 | 3 | 83.16 | 83.16 | 0.00% | market | 17.00% | 4.06% | 3.27% | 0.79% |
| FN | 2012-08-20 | 2012-08-21 | 2012-09-19 | 1 | 13.72 | 13.72 | 0.00% | market | 19.23% | -9.72% | 2.92% | -12.64% |
| URBN | 2012-08-20 | 2012-08-21 | 2012-09-19 | 1 | 36.91 | 36.91 | 0.00% | market | 27.27% | 5.81% | 2.92% | 2.89% |
| TLYS | 2012-08-22 | 2012-08-23 | 2012-09-21 | 1 | 16.75 | 16.75 | 0.00% | market | 42.86% | 10.17% | 3.11% | 7.06% |
| TOL | 2012-08-22 | 2012-08-23 | 2012-09-21 | 1 | 32.81 | 32.81 | 0.00% | market | 44.44% | 10.93% | 3.11% | 7.82% |
| MZTI | 2012-08-23 | 2012-08-24 | 2012-09-24 | 1 | 72.53 | 72.53 | 0.00% | market | 20.25% | 2.52% | 3.81% | -1.29% |
| CAL | 2012-08-28 | 2012-08-29 | 2012-09-27 | 1 | 14.15 | 14.15 | 0.00% | market | 433.33% | 14.67% | 2.20% | 12.47% |
| MOV | 2012-08-28 | 2012-08-29 | 2012-09-27 | 1 | 34.36 | 34.36 | 0.00% | market | 66.67% | 2.11% | 2.20% | -0.09% |
| SFL | 2012-08-28 | 2012-08-29 | 2012-09-27 | 1 | 16.19 | 16.19 | 0.00% | market | 121.05% | -2.39% | 2.20% | -4.59% |
| SQM | 2012-08-28 | 2012-08-29 | 2012-09-27 | 1 | 61.33 | 61.33 | 0.00% | market | 15.87% | 0.68% | 2.20% | -1.52% |
| CHT | 2012-08-29 | 2012-08-30 | 2012-09-28 | 1 | 29.94 | 29.94 | 0.00% | market | 16.67% | 5.95% | 2.18% | 3.77% |
| GCO | 2012-08-29 | 2012-08-30 | 2012-09-28 | 1 | 71.61 | 71.61 | 0.00% | market | 85.19% | -6.91% | 2.18% | -9.09% |
| MEI | 2012-08-30 | 2012-08-31 | 2012-10-01 | 1 | 9.50 | 9.50 | 0.00% | market | 900.00% | 1.58% | 2.17% | -0.58% |
| GWRE | 2012-09-04 | 2012-09-05 | 2012-10-03 | 1 | 32.94 | 32.94 | 0.00% | market | 163.16% | -6.08% | 2.84% | -8.92% |
| KFY | 2012-09-05 | 2012-09-06 | 2012-10-04 | 1 | 15.50 | 15.50 | 0.00% | market | 22.22% | -4.75% | 3.08% | -7.83% |
| HOV | 2012-09-06 | 2012-09-07 | 2012-10-05 | 1 | 78.25 | 78.25 | 0.00% | market | 84.33% | 22.90% | 1.48% | 21.42% |
| FIVE | 2012-09-10 | 2012-09-11 | 2012-10-09 | 1 | 33.00 | 33.00 | 0.00% | market | 424.93% | 5.75% | 0.42% | 5.33% |
| LRN | 2012-09-12 | 2012-09-13 | 2012-10-11 | 1 | 23.10 | 23.10 | 0.00% | market | 266.57% | -5.77% | -0.70% | -5.07% |
| AIR | 2012-09-19 | 2012-09-20 | 2012-10-18 | 1 | 17.72 | 17.72 | 0.00% | market | 15.38% | -6.70% | -0.14% | -6.56% |
| CAG | 2012-09-20 | 2012-09-21 | 2012-10-19 | 1 | 21.23 | 21.23 | 0.00% | market | 22.22% | 2.91% | -2.22% | 5.13% |
| KBH | 2012-09-21 | 2012-09-24 | 2012-10-22 | 3 | 15.07 | 15.07 | 0.00% | market | 125.00% | 11.71% | -1.20% | 12.91% |
| LEN | 2012-09-24 | 2012-09-25 | 2012-10-23 | 1 | 36.83 | 36.83 | 0.00% | market | 25.93% | 2.40% | -3.11% | 5.51% |
| PRGS | 2012-09-26 | 2012-09-27 | 2012-10-25 | 1 | 20.08 | 20.08 | 0.00% | market | 29.17% | -2.99% | -1.71% | -1.28% |
| AZZ | 2012-09-27 | 2012-09-28 | 2012-10-26 | 1 | 39.35 | 39.35 | 0.00% | market | 19.23% | -8.84% | -1.90% | -6.94% |
| BB | 2012-09-27 | 2012-09-28 | 2012-10-26 | 1 | 8.20 | 8.20 | 0.00% | market | 41.30% | -7.78% | -1.90% | -5.88% |
| STZ | 2012-10-05 | 2012-10-08 | 2012-11-07 | 3 | 36.36 | 36.36 | 0.00% | market | 31.48% | -1.72% | -4.04% | 2.32% |
| JPM | 2012-10-12 | 2012-10-15 | 2012-11-14 | 3 | 41.91 | 41.91 | 0.00% | market | 15.70% | -6.35% | -5.10% | -1.25% |
| ICUI | 2012-10-15 | 2012-10-16 | 2012-11-15 | 1 | 60.68 | 60.68 | 0.00% | market | 20.59% | -4.93% | -6.26% | 1.33% |
| BANF | 2012-10-16 | 2012-10-17 | 2012-11-16 | 1 | 22.00 | 22.00 | 0.00% | market | 15.38% | -8.24% | -6.37% | -1.87% |
| BMI | 2012-10-16 | 2012-10-17 | 2012-11-16 | 1 | 20.50 | 20.50 | 0.00% | market | 29.17% | 6.44% | -6.37% | 12.80% |
| GS | 2012-10-16 | 2012-10-17 | 2012-11-16 | 1 | 123.32 | 123.32 | 0.00% | market | 34.43% | -6.17% | -6.37% | 0.20% |
| INTC | 2012-10-16 | 2012-10-17 | 2012-11-16 | 1 | 21.27 | 21.27 | 0.00% | market | 18.37% | -5.18% | -6.37% | 1.19% |
| URI | 2012-10-16 | 2012-10-17 | 2012-11-16 | 1 | 36.83 | 36.83 | 0.00% | market | 21.62% | 5.66% | -6.37% | 12.02% |
| WTFC | 2012-10-16 | 2012-10-17 | 2012-11-16 | 1 | 38.24 | 38.24 | 0.00% | market | 17.86% | -7.27% | -6.37% | -0.90% |
| AAL | 2012-10-17 | 2012-10-18 | 2012-11-19 | 1 | 11.63 | 11.63 | 0.00% | market | 17.86% | 3.68% | -4.59% | 8.27% |
| BAC | 2012-10-17 | 2012-10-18 | 2012-11-19 | 1 | 9.38 | 9.38 | 0.00% | market | 145.07% | 1.07% | -4.59% | 5.66% |
| ETD | 2012-10-17 | 2012-10-18 | 2012-11-19 | 1 | 25.38 | 25.38 | 0.00% | market | 31.03% | 13.49% | -4.59% | 18.08% |
| LRCX | 2012-10-17 | 2012-10-18 | 2012-11-19 | 1 | 3.40 | 3.40 | 0.00% | market | 28.87% | 1.96% | -4.59% | 6.55% |
| MTB | 2012-10-17 | 2012-10-18 | 2012-11-19 | 1 | 102.55 | 102.55 | 0.00% | market | 17.30% | -4.36% | -4.59% | 0.23% |
| PIPR | 2012-10-17 | 2012-10-18 | 2012-11-19 | 1 | 7.00 | 7.00 | 0.00% | market | 132.26% | 0.04% | -4.59% | 4.63% |
| STLD | 2012-10-17 | 2012-10-18 | 2012-11-19 | 1 | 12.18 | 12.18 | 0.00% | market | 15.38% | 3.92% | -4.59% | 8.51% |
| BSX | 2012-10-18 | 2012-10-19 | 2012-11-20 | 1 | 5.36 | 5.36 | 0.00% | market | 45.45% | -2.53% | -4.37% | 1.84% |
| BX | 2012-10-18 | 2012-10-19 | 2012-11-20 | 1 | 15.44 | 15.44 | 0.00% | market | 30.95% | -6.71% | -4.37% | -2.34% |
| COF | 2012-10-18 | 2012-10-19 | 2012-11-20 | 1 | 59.10 | 59.10 | 0.00% | market | 21.08% | -1.15% | -4.37% | 3.22% |
| MS | 2012-10-18 | 2012-10-19 | 2012-11-20 | 1 | 17.59 | 17.59 | 0.00% | market | 75.00% | -7.15% | -4.37% | -2.78% |
| NOK | 2012-10-18 | 2012-10-19 | 2012-11-20 | 1 | 2.84 | 2.84 | 0.00% | market | 25.00% | 3.77% | -4.37% | 8.14% |
| NTCT | 2012-10-18 | 2012-10-19 | 2012-11-20 | 1 | 23.79 | 23.79 | 0.00% | market | 30.77% | 1.54% | -4.37% | 5.91% |
| RBCAA | 2012-10-18 | 2012-10-19 | 2012-11-20 | 1 | 20.07 | 20.07 | 0.00% | market | 216.13% | 4.63% | -4.37% | 9.00% |
| RMBS | 2012-10-18 | 2012-10-19 | 2012-11-20 | 1 | 5.09 | 5.09 | 0.00% | market | 134.78% | -14.25% | -4.37% | -9.88% |
| TRV | 2012-10-18 | 2012-10-19 | 2012-11-20 | 1 | 73.93 | 73.93 | 0.00% | market | 37.89% | -5.90% | -4.37% | -1.53% |
| WAL | 2012-10-18 | 2012-10-19 | 2012-11-20 | 1 | 10.67 | 10.67 | 0.00% | market | 23.53% | -5.35% | -4.37% | -0.98% |
| HON | 2012-10-19 | 2012-10-22 | 2012-11-21 | 3 | 59.16 | 59.16 | 0.00% | market | 112.39% | -2.60% | -2.58% | -0.02% |
| MAN | 2012-10-19 | 2012-10-22 | 2012-11-21 | 3 | 39.55 | 39.55 | 0.00% | market | 16.18% | -5.31% | -2.58% | -2.72% |
| CLS | 2012-10-23 | 2012-10-24 | 2012-11-26 | 1 | 6.95 | 6.95 | 0.00% | market | 30.00% | 6.66% | -0.62% | 7.28% |
| FBIN | 2012-10-23 | 2012-10-24 | 2012-11-26 | 1 | 24.13 | 24.13 | 0.00% | market | 16.00% | 1.72% | -0.62% | 2.34% |
| INOD | 2012-10-23 | 2012-10-24 | 2012-11-26 | 1 | 3.74 | 3.74 | 0.00% | market | 66.67% | -0.63% | -0.62% | -0.01% |
| MOH | 2012-10-23 | 2012-10-24 | 2012-11-26 | 1 | 26.45 | 26.45 | 0.00% | market | 163.64% | 6.21% | -0.62% | 6.83% |
| MRCY | 2012-10-23 | 2012-10-24 | 2012-11-26 | 1 | 9.18 | 9.18 | 0.00% | market | 70.37% | -1.63% | -0.62% | -1.01% |
| NBR | 2012-10-23 | 2012-10-24 | 2012-11-26 | 1 | 727.50 | 727.50 | 0.00% | market | 16.67% | -4.84% | -0.62% | -4.22% |
| NMM | 2012-10-23 | 2012-10-24 | 2012-11-26 | 1 | 231.48 | 231.48 | 0.00% | market | 23.29% | -13.63% | -0.62% | -13.01% |
| RTX | 2012-10-23 | 2012-10-24 | 2012-11-26 | 1 | 45.77 | 45.77 | 0.00% | market | 16.10% | 1.30% | -0.62% | 1.92% |
| STBA | 2012-10-23 | 2012-10-24 | 2012-11-26 | 1 | 18.18 | 18.18 | 0.00% | market | 41.94% | -7.42% | -0.62% | -6.80% |
| TAL | 2012-10-23 | 2012-10-24 | 2012-11-26 | 1 | 1.46 | 1.46 | 0.00% | market | 55.40% | 4.01% | -0.62% | 4.63% |
| UIS | 2012-10-23 | 2012-10-24 | 2012-11-26 | 1 | 20.06 | 20.06 | 0.00% | market | 49.12% | -17.50% | -0.62% | -16.88% |
| AEM | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 54.12 | 54.12 | 0.00% | market | 83.33% | 2.15% | -1.19% | 3.34% |
| AVY | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 32.50 | 32.50 | 0.00% | market | 17.78% | 3.44% | -1.19% | 4.63% |
| BA | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 73.05 | 73.05 | 0.00% | market | 19.47% | 1.87% | -1.19% | 3.06% |
| BANR | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 28.01 | 28.01 | 0.00% | market | 64.58% | 6.83% | -1.19% | 8.02% |
| CDNS | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 12.81 | 12.81 | 0.00% | market | 16.67% | -0.26% | -1.19% | 0.93% |
| CNS | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 29.19 | 29.19 | 0.00% | market | 22.22% | 0.96% | -1.19% | 2.15% |
| COHU | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 8.91 | 8.91 | 0.00% | market | 57.14% | 0.46% | -1.19% | 1.65% |
| CSGP | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 8.00 | 8.00 | 0.00% | market | 20.08% | 6.65% | -1.19% | 7.84% |
| DHX | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 9.30 | 9.30 | 0.00% | market | 41.67% | -9.24% | -1.19% | -8.05% |
| EQR | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 56.93 | 56.93 | 0.00% | market | 140.00% | -3.05% | -1.19% | -1.86% |
| FBNC | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 10.64 | 10.64 | 0.00% | market | 69.23% | 2.53% | -1.19% | 3.72% |
| FR | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 13.57 | 13.57 | 0.00% | market | 15.38% | -2.16% | -1.19% | -0.97% |
| GEN | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 18.77 | 18.77 | 0.00% | market | 21.62% | -4.15% | -1.19% | -2.96% |
| HMN | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 18.98 | 18.98 | 0.00% | market | 55.00% | -0.10% | -1.19% | 1.09% |
| KALU | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 58.68 | 58.68 | 0.00% | market | 24.39% | 2.47% | -1.19% | 3.66% |
| LAD | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 36.38 | 36.38 | 0.00% | market | 16.88% | -6.45% | -1.19% | -5.26% |
| LMT | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 94.52 | 94.52 | 0.00% | market | 19.46% | -1.60% | -1.19% | -0.41% |
| LOGI | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 8.02 | 8.02 | 0.00% | market | 40.00% | -13.32% | -1.19% | -12.13% |
| MCRI | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 8.78 | 8.78 | 0.00% | market | 31.58% | 2.52% | -1.19% | 3.71% |
| MEOH | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 28.79 | 28.79 | 0.00% | market | 26.67% | 3.86% | -1.19% | 5.05% |
| MSI | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 51.25 | 51.25 | 0.00% | market | 15.07% | 5.32% | -1.19% | 6.51% |
| NOW | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 7.13 | 7.13 | 0.00% | market | 77.82% | -15.11% | -1.19% | -13.92% |
| OFG | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 10.50 | 10.50 | 0.00% | market | 133.33% | 11.90% | -1.19% | 13.09% |
| OVV | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 112.00 | 112.00 | 0.00% | market | 37.40% | -5.95% | -1.19% | -4.76% |
| REGN | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 164.14 | 164.14 | 0.00% | market | 81.05% | 6.33% | -1.19% | 7.52% |
| SCI | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 13.99 | 13.99 | 0.00% | market | 18.75% | -0.89% | -1.19% | 0.30% |
| SIMO | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 13.71 | 13.71 | 0.00% | market | 17.39% | -3.02% | -1.19% | -1.83% |
| SLAB | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 41.85 | 41.85 | 0.00% | market | 15.09% | -2.97% | -1.19% | -1.78% |
| SXC | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 16.29 | 16.29 | 0.00% | market | 15.38% | 2.05% | -1.19% | 3.24% |
| TER | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 13.84 | 13.84 | 0.00% | market | 17.78% | 12.33% | -1.19% | 13.52% |
| TEX | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 21.97 | 21.97 | 0.00% | market | 24.00% | 8.55% | -1.19% | 9.74% |
| TYL | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 44.34 | 44.34 | 0.00% | market | 17.86% | 5.25% | -1.19% | 6.44% |
| UTL | 2012-10-24 | 2012-10-25 | 2012-11-27 | 1 | 27.30 | 27.30 | 0.00% | market | 150.00% | -7.57% | -1.19% | -6.38% |
| AZN | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 46.74 | 46.74 | 0.00% | market | 104.05% | -1.15% | 0.11% | -1.26% |
| BC | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 23.66 | 23.66 | 0.00% | market | 115.00% | 7.42% | 0.11% | 7.31% |
| BIIB | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 143.97 | 143.97 | 0.00% | market | 19.37% | 3.71% | 0.11% | 3.60% |
| BMRN | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 39.84 | 39.84 | 0.00% | market | 80.95% | 23.22% | 0.11% | 23.11% |
| BSBR | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 6.64 | 6.64 | 0.00% | market | 917.65% | -2.96% | 0.11% | -3.07% |
| CALX | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 6.02 | 6.02 | 0.00% | market | 499.70% | 17.51% | 0.11% | 17.39% |
| CINF | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 40.00 | 40.00 | 0.00% | market | 60.00% | 0.82% | 0.11% | 0.71% |
| COP | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 57.01 | 57.01 | 0.00% | market | 21.01% | -0.01% | 0.11% | -0.13% |
| DDD | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 27.17 | 27.17 | 0.00% | market | 23.53% | 18.57% | 0.11% | 18.46% |
| DECK | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 4.85 | 4.85 | 0.00% | market | 17.65% | 34.95% | 0.11% | 34.84% |
| EFSC | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 13.98 | 13.98 | 0.00% | market | 25.81% | -7.18% | 0.11% | -7.29% |
| EHC | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 18.68 | 18.68 | 0.00% | market | 30.30% | -9.63% | 0.11% | -9.74% |
| EME | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 31.19 | 31.19 | 0.00% | market | 20.41% | 4.61% | 0.11% | 4.50% |
| EVR | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 27.80 | 27.80 | 0.00% | market | 17.65% | -0.78% | 0.11% | -0.90% |
| FRME | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 14.55 | 14.55 | 0.00% | market | 20.69% | -8.69% | 0.11% | -8.80% |
| GPK | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 5.95 | 5.95 | 0.00% | market | 37.50% | 7.29% | 0.11% | 7.18% |
| IMAX | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 22.56 | 22.56 | 0.00% | market | 23.81% | -5.02% | 0.11% | -5.13% |
| INGR | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 59.74 | 59.74 | 0.00% | market | 16.92% | 8.04% | 0.11% | 7.92% |
| LAZ | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 29.52 | 29.52 | 0.00% | market | 23.81% | 0.00% | 0.11% | -0.11% |
| MMSI | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 14.67 | 14.67 | 0.00% | market | 17.65% | -5.42% | 0.11% | -5.53% |
| MTH | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 17.99 | 17.99 | 0.00% | market | 29.41% | 0.23% | 0.11% | 0.12% |
| OMCL | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 13.83 | 13.83 | 0.00% | market | 31.82% | 9.59% | 0.11% | 9.48% |
| PAC | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 46.80 | 46.80 | 0.00% | market | 25.00% | 9.02% | 0.11% | 8.91% |
| PHM | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 17.10 | 17.10 | 0.00% | market | 50.00% | -0.68% | 0.11% | -0.80% |
| PRLB | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 35.53 | 35.53 | 0.00% | market | 26.09% | -0.89% | 0.11% | -1.00% |
| RAMP | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 17.41 | 17.41 | 0.00% | market | 40.00% | 0.07% | 0.11% | -0.04% |
| RCL | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 33.47 | 33.47 | 0.00% | market | 17.12% | 3.87% | 0.11% | 3.76% |
| SBCF | 2012-10-25 | 2012-10-26 | 2012-11-28 | 1 | 7.80 | 7.80 | 0.00% | market | 50.00% | -5.87% | 0.11% | -5.98% |
| BIO | 2012-11-06 | 2012-11-07 | 2012-12-06 | 1 | 103.08 | 103.08 | 0.00% | market | 26.50% | 1.76% | 0.23% | 1.54% |
| CPRI | 2012-11-13 | 2012-11-14 | 2012-12-13 | 1 | 51.42 | 51.42 | 0.00% | market | 22.50% | -4.20% | 3.20% | -7.40% |
| ANF | 2012-11-14 | 2012-11-15 | 2012-12-14 | 1 | 41.80 | 41.80 | 0.00% | market | 47.46% | 11.81% | 4.50% | 7.31% |
| AMAT | 2012-11-15 | 2012-11-16 | 2012-12-17 | 1 | 10.32 | 10.32 | 0.00% | market | 89.45% | 7.56% | 5.79% | 1.76% |
| CAMT | 2012-11-15 | 2012-11-16 | 2012-12-17 | 1 | 1.37 | 1.37 | 0.00% | market | 42.86% | 3.55% | 5.79% | -2.24% |
| GME | 2012-11-15 | 2012-11-16 | 2012-12-17 | 1 | 6.16 | 6.16 | 0.00% | market | 25.00% | 11.59% | 5.79% | 5.80% |
| NGL | 2012-11-15 | 2012-11-16 | 2012-12-17 | 1 | 23.23 | 23.23 | 0.00% | market | 100.00% | -3.67% | 5.79% | -9.46% |
| SSTK | 2012-11-15 | 2012-11-16 | 2012-12-17 | 1 | 23.27 | 23.27 | 0.00% | market | 78.95% | 6.47% | 5.79% | 0.68% |
| VNET | 2012-11-15 | 2012-11-16 | 2012-12-17 | 1 | 9.88 | 9.88 | 0.00% | market | 16.67% | -10.53% | 5.79% | -16.32% |
| SR | 2012-11-19 | 2012-11-20 | 2012-12-19 | 1 | 39.25 | 39.25 | 0.00% | market | 112.50% | -1.81% | 3.87% | -5.68% |
| TSN | 2012-11-19 | 2012-11-20 | 2012-12-19 | 1 | 18.65 | 18.65 | 0.00% | market | 25.00% | 4.99% | 3.87% | 1.12% |
| CAL | 2012-11-20 | 2012-11-21 | 2012-12-20 | 1 | 16.82 | 16.82 | 0.00% | market | 30.43% | 11.43% | 4.17% | 7.26% |
| DBI | 2012-11-20 | 2012-11-21 | 2012-12-20 | 1 | 33.56 | 33.56 | 0.00% | market | 15.91% | -2.63% | 4.17% | -6.80% |
| EDN | 2012-11-20 | 2012-11-21 | 2012-12-20 | 1 | 1.76 | 1.76 | 0.00% | market | 46.15% | 11.26% | 4.17% | 7.09% |
| IMOS | 2012-11-20 | 2012-11-21 | 2012-12-20 | 1 | 9.46 | 9.46 | 0.00% | market | 25.45% | 16.18% | 4.17% | 12.01% |
| JKS | 2012-11-20 | 2012-11-21 | 2012-12-20 | 1 | 3.40 | 3.40 | 0.00% | market | 74.68% | 83.43% | 4.17% | 79.26% |
| SIG | 2012-11-20 | 2012-11-21 | 2012-12-20 | 1 | 51.50 | 51.50 | 0.00% | market | 16.22% | 7.36% | 4.17% | 3.19% |
| GWRE | 2012-11-27 | 2012-11-28 | 2012-12-27 | 1 | 25.48 | 25.48 | 0.00% | market | 842.59% | 13.83% | 1.29% | 12.54% |
| SMTC | 2012-11-28 | 2012-11-29 | 2012-12-28 | 1 | 28.41 | 28.41 | 0.00% | market | 23.26% | 0.15% | -1.38% | 1.53% |
| FIVE | 2012-11-29 | 2012-11-30 | 2012-12-31 | 1 | 34.27 | 34.27 | 0.00% | market | 130.77% | -6.61% | 0.19% | -6.80% |
| SBLK | 2012-11-30 | 2012-12-03 | 2013-01-02 | 3 | 34.10 | 34.10 | 0.00% | market | 18.60% | -9.78% | 2.28% | -12.06% |
| CWST | 2012-12-03 | 2012-12-04 | 2013-01-03 | 1 | 4.00 | 4.00 | 0.00% | market | 30.77% | 13.65% | 3.03% | 10.62% |
| AVAV | 2012-12-04 | 2012-12-05 | 2013-01-04 | 1 | 22.56 | 22.56 | 0.00% | market | 77.27% | 0.21% | 3.54% | -3.33% |
| BMO | 2012-12-04 | 2012-12-05 | 2013-01-04 | 1 | 60.11 | 60.11 | 0.00% | market | 16.20% | 3.79% | 3.54% | 0.26% |
| PLAB | 2012-12-04 | 2012-12-05 | 2013-01-04 | 1 | 5.01 | 5.01 | 0.00% | market | 84.21% | 17.07% | 3.54% | 13.53% |
| POWL | 2012-12-04 | 2012-12-05 | 2013-01-04 | 1 | 14.28 | 14.28 | 0.00% | market | 47.76% | -0.87% | 3.54% | -4.41% |
| TOL | 2012-12-04 | 2012-12-05 | 2013-01-04 | 1 | 31.91 | 31.91 | 0.00% | market | 45.83% | 5.38% | 3.54% | 1.85% |
| AMBA | 2012-12-05 | 2012-12-06 | 2013-01-07 | 1 | 9.04 | 9.04 | 0.00% | market | 19.23% | 31.87% | 3.25% | 28.62% |
| REX | 2012-12-05 | 2012-12-06 | 2013-01-07 | 1 | 3.04 | 3.04 | 0.00% | market | 141.75% | 11.74% | 3.25% | 8.49% |
| KFY | 2012-12-06 | 2012-12-07 | 2013-01-08 | 1 | 14.36 | 14.36 | 0.00% | market | 31.58% | 9.58% | 2.12% | 7.46% |
| PANW | 2012-12-06 | 2012-12-07 | 2013-01-08 | 1 | 8.33 | 8.33 | 0.00% | market | 23.15% | -4.78% | 2.12% | -6.90% |
| ABM | 2012-12-10 | 2012-12-11 | 2013-01-10 | 1 | 20.00 | 20.00 | 0.00% | market | 25.00% | 2.35% | 2.81% | -0.46% |
| CSR | 2012-12-10 | 2012-12-11 | 2013-01-10 | 1 | 87.80 | 87.80 | 0.00% | market | 100.00% | 3.43% | 2.81% | 0.62% |
| GEF | 2012-12-11 | 2012-12-12 | 2013-01-11 | 1 | 41.25 | 41.25 | 0.00% | market | 18.87% | 14.59% | 2.13% | 12.46% |
| RH | 2012-12-12 | 2012-12-13 | 2013-01-14 | 1 | 33.50 | 33.50 | 0.00% | market | 75.00% | -2.19% | 2.48% | -4.66% |
| SNEX | 2012-12-12 | 2012-12-13 | 2013-01-14 | 1 | 3.53 | 3.53 | 0.00% | market | 100.00% | 1.03% | 2.48% | -1.44% |