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

Run 58179187 · view hypothesis

completed

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

Trades
13698
Win rate
52.08%
Avg return
1.08%
Median return
0.47%
Avg abnormal
0.49%
Median abnormal
-0.35%
Best trade
744.34%
Worst trade
-81.63%
Sharpe (per-trade)
0.07
Daily portfolio drawdown
-25.41%
Portfolio (equal_weight)
Total return
148.18%
Max drawdown
-25.41%
Avg trade return
1.08%
Win rate
52.08%
Signals
32414
Configured concurrent
100
Observed concurrent
100
Trades taken
13698
Skipped (no capacity)
18716
Excess vs benchmark
-338.20%
Avg entry slippage
0.00%
Return if filled at market
148.18%
VWAP fills
0
VWAP fallbacks
0

18716 of 32414 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20061286.08%4.29%74.22%
2007562-1.21%-0.21%45.55%
20085460.11%2.07%50.92%
20096424.35%2.71%59.03%
20106510.71%0.76%51.00%
2011582-3.85%-1.31%37.97%
20125941.12%0.35%52.36%
20136142.84%0.96%60.10%
20145941.86%-0.22%57.91%
20156290.29%0.91%48.33%
20166374.62%2.57%63.42%
20176210.61%-0.54%52.50%
2018679-0.44%0.12%48.01%
2019674-0.38%-1.48%49.26%
20208901.38%0.66%53.03%
20219171.35%-0.12%55.73%
20228260.68%1.89%50.97%
20238551.64%0.09%50.53%
20247972.05%-0.41%50.44%
20258180.07%-0.52%49.27%
20264422.43%1.64%48.87%
Trades (page 12: 500 of 13,698)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
TRMB2015-10-292015-10-302015-11-30120.9820.980.00%market36.36%9.05%-0.18%9.23%
ACLS2015-11-042015-11-052015-12-04110.4810.480.00%market25.00%-0.10%-0.38%0.28%
ALRM2015-11-102015-11-112015-12-10116.9916.990.00%market660.87%-0.81%-1.44%0.63%
NTES2015-11-112015-11-122015-12-11131.6031.600.00%market36.11%9.11%-2.24%11.35%
ASND2015-11-122015-11-132015-12-14117.1017.100.00%market45.00%3.41%-0.71%4.12%
GRBK2015-11-122015-11-132015-12-1417.957.950.00%market100.00%-11.04%-0.71%-10.33%
AUPH2015-11-132015-11-162015-12-1532.732.730.00%market21.74%-22.81%1.34%-24.15%
EDN2015-11-162015-11-172015-12-16119.9419.940.00%market325.93%-13.89%0.99%-14.88%
MARA2015-11-162015-11-172015-12-16124.0024.000.00%market97.50%-2.77%0.99%-3.76%
DQ2015-11-182015-11-192015-12-1812.792.790.00%market323.13%24.29%-4.11%28.40%
TCOM2015-11-182015-11-192015-12-18153.0853.080.00%market1189.25%-8.56%-4.11%-4.45%
WB2015-11-182015-11-192015-12-18118.0018.000.00%market66.67%7.23%-4.11%11.34%
ADSK2015-11-192015-11-202015-12-21160.5560.550.00%market75.00%-0.74%-3.71%2.97%
BRC2015-11-192015-11-202015-12-21125.3925.390.00%market32.14%-6.91%-3.71%-3.20%
INTU2015-11-192015-11-202015-12-211106.28106.280.00%market345.32%-10.07%-3.71%-6.36%
ANF2015-11-202015-11-232015-12-22324.4524.450.00%market152.63%11.27%-2.81%14.08%
DY2015-11-232015-11-242015-12-23189.5089.500.00%market22.77%-17.64%-0.89%-16.75%
ADI2015-11-242015-11-252015-12-24160.4660.460.00%market24.10%-6.15%-1.82%-4.33%
CPB2015-11-242015-11-252015-12-24151.4651.460.00%market25.00%3.51%-1.82%5.34%
FRO2015-11-242015-11-252015-12-24115.2015.200.00%market48.00%-2.73%-1.82%-0.91%
NJR2015-11-242015-11-252015-12-24130.5530.550.00%market25.00%6.38%-1.82%8.20%
DE2015-11-252015-11-272015-12-28280.0880.080.00%market44.00%-2.73%-2.01%-0.72%
GWRE2015-12-012015-12-022015-12-31164.0564.050.00%market110.02%-6.17%-3.20%-2.97%
P2015-12-022015-12-032016-01-04116.1016.100.00%market41.94%-11.03%-3.74%-7.29%
PLAB2015-12-022015-12-032016-01-04112.0912.090.00%market38.89%0.23%-3.74%3.97%
REX2015-12-022015-12-032016-01-0419.289.280.00%market92.86%-1.72%-3.74%2.02%
TLYS2015-12-022015-12-032016-01-0416.466.460.00%market23.08%0.52%-3.74%4.26%
AMBA2015-12-032015-12-042016-01-05154.6954.690.00%market25.58%-0.32%-2.07%1.75%
HOV2015-12-042015-12-072016-01-06346.0046.000.00%market73.91%-8.25%-4.98%-3.28%
CASY2015-12-072015-12-082016-01-071120.75120.750.00%market33.33%-3.24%-6.02%2.79%
CENT2015-12-072015-12-082016-01-07112.1412.140.00%market111.11%-15.59%-6.02%-9.56%
AVAV2015-12-082015-12-092016-01-08128.1428.140.00%market311.11%-5.11%-6.92%1.81%
BNED2015-12-082015-12-092016-01-081931.00931.000.00%market305.88%-3.11%-6.92%3.81%
OLLI2015-12-092015-12-102016-01-11118.0318.030.00%market37.50%1.23%-6.48%7.71%
SNEX2015-12-092015-12-102016-01-1117.307.300.00%market53.60%-18.18%-6.48%-11.70%
CSR2015-12-102015-12-112016-01-12172.8072.800.00%market450.00%-9.17%-4.77%-4.40%
GEF2015-12-102015-12-112016-01-12133.2433.240.00%market52.00%-13.91%-4.77%-9.14%
NX2015-12-142015-12-152016-01-14118.2418.240.00%market28.00%1.76%-6.24%8.00%
EPAC2015-12-172015-12-182016-01-20122.8622.860.00%market29.17%-5.04%-8.44%3.40%
BB2015-12-182015-12-212016-01-2138.908.900.00%market78.57%-22.80%-7.31%-15.49%
CCL2015-12-182015-12-212016-01-21353.4353.430.00%market21.95%-7.32%-7.31%-0.02%
DRI2015-12-182015-12-212016-01-21362.9162.910.00%market28.57%-4.22%-7.31%3.09%
MG2016-01-062016-01-072016-02-05120.0520.050.00%market50.00%4.49%-3.78%8.27%
FC2016-01-072016-01-082016-02-08116.6216.620.00%market66.67%1.46%-5.01%6.47%
GBX2016-01-072016-01-082016-02-08126.1126.110.00%market32.72%0.40%-5.01%5.40%
HWM2016-01-112016-01-122016-02-10117.2217.220.00%market140.00%-5.59%-4.41%-1.18%
EDU2016-01-192016-01-202016-02-18128.6128.610.00%market333.33%8.18%3.82%4.37%
MS2016-01-192016-01-202016-02-18125.7025.700.00%market30.30%-6.87%3.82%-10.69%
GS2016-01-202016-01-212016-02-191153.97153.970.00%market23.48%-4.69%3.11%-7.79%
KMI2016-01-202016-01-212016-02-19112.8312.830.00%market58.82%35.29%3.11%32.18%
DGII2016-01-212016-01-222016-02-2219.509.500.00%market71.43%-10.63%2.63%-13.26%
HAL2016-01-252016-01-262016-02-24129.5429.540.00%market29.17%9.78%2.54%7.25%
ETD2016-01-262016-01-272016-02-25128.6528.650.00%market22.22%-0.94%3.14%-4.08%
FCX2016-01-262016-01-272016-02-2514.064.060.00%market85.71%75.27%3.14%72.13%
MRCY2016-01-262016-01-272016-02-25118.4818.480.00%market36.36%-7.46%3.14%-10.60%
PH2016-01-262016-01-272016-02-25191.5091.500.00%market28.81%10.97%3.14%7.83%
BA2016-01-272016-01-282016-02-261117.10117.100.00%market25.00%0.81%2.70%-1.90%
CVLT2016-01-272016-01-282016-02-26137.4837.480.00%market40.00%2.06%2.70%-0.64%
FTK2016-01-272016-01-282016-02-26135.5835.580.00%market200.00%17.94%2.70%15.24%
MKSI2016-01-272016-01-282016-02-26135.4035.400.00%market25.93%-7.13%2.70%-9.83%
MSTR2016-01-272016-01-282016-02-26116.0816.080.00%market47.83%-1.47%2.70%-4.17%
MUR2016-01-272016-01-282016-02-26119.5819.580.00%market37.19%-12.56%2.70%-15.26%
TAL2016-01-272016-01-282016-02-2617.507.500.00%market31.00%11.63%2.70%8.93%
TER2016-01-272016-01-282016-02-26121.0821.080.00%market30.00%-9.40%2.70%-12.10%
VRTX2016-01-272016-01-282016-02-26191.0091.000.00%market21.43%-4.50%2.70%-7.20%
BANC2016-01-282016-01-292016-02-29115.0415.040.00%market39.29%1.83%1.86%-0.03%
BMY2016-01-282016-01-292016-02-29161.6561.650.00%market35.71%0.35%1.86%-1.51%
EFSC2016-01-282016-01-292016-02-29127.3427.340.00%market27.66%1.33%1.86%-0.54%
FICO2016-01-282016-01-292016-02-29187.5687.560.00%market125.00%13.56%1.86%11.70%
HCA2016-01-282016-01-292016-02-29168.0068.000.00%market20.71%1.68%1.86%-0.18%
HP2016-01-282016-01-292016-02-29149.6549.650.00%market162.50%6.59%1.86%4.72%
MTW2016-01-282016-01-292016-02-29114.0614.060.00%market115.00%2.03%1.86%0.17%
NOC2016-01-282016-01-292016-02-291181.43181.430.00%market23.88%5.85%1.86%3.98%
NTCT2016-01-282016-01-292016-02-29121.4221.420.00%market41.46%-3.60%1.86%-5.46%
NUE2016-01-282016-01-292016-02-29136.7136.710.00%market84.00%7.06%1.86%5.20%
OSK2016-01-282016-01-292016-02-29132.0032.000.00%market375.00%7.71%1.86%5.85%
PHM2016-01-282016-01-292016-02-29116.5016.500.00%market30.61%4.08%1.86%2.22%
SXC2016-01-282016-01-292016-02-2913.363.360.00%market220.00%40.67%1.86%38.81%
LPG2016-01-292016-02-012016-03-01310.5210.520.00%market25.97%3.61%2.90%0.71%
LEG2016-02-012016-02-022016-03-02143.0043.000.00%market25.49%8.57%3.67%4.91%
RYAAY2016-02-012016-02-022016-03-02132.8032.800.00%market41.67%2.13%3.67%-1.54%
RYAM2016-02-012016-02-022016-03-0217.547.540.00%market33.33%2.82%3.67%-0.85%
ACLS2016-02-022016-02-032016-03-03110.4810.480.00%market150.00%4.10%4.37%-0.27%
BAX2016-02-022016-02-032016-03-03138.2338.230.00%market34.37%2.78%4.37%-1.60%
CENT2016-02-022016-02-032016-03-03111.2111.210.00%market109.09%-1.53%4.37%-5.90%
DD2016-02-022016-02-032016-03-03181.6981.690.00%market32.86%8.35%4.37%3.97%
KIM2016-02-022016-02-032016-03-03127.9727.970.00%market148.57%-1.32%4.37%-5.69%
ONTO2016-02-022016-02-032016-03-03115.0015.000.00%market279.76%-2.43%4.37%-6.81%
TDW2016-02-022016-02-032016-03-031136.77136.770.00%market30.89%82.92%4.37%78.55%
VIAV2016-02-022016-02-032016-03-0315.245.240.00%market57.14%24.33%4.37%19.95%
WNC2016-02-022016-02-032016-03-03111.3911.390.00%market24.39%7.54%4.37%3.17%
AGYS2016-02-032016-02-042016-03-0419.859.850.00%market33.33%14.42%5.10%9.32%
ALL2016-02-032016-02-042016-03-04160.4860.480.00%market22.14%8.00%5.10%2.91%
BXP2016-02-032016-02-042016-03-041114.65114.650.00%market100.00%3.33%5.10%-1.77%
CINF2016-02-032016-02-042016-03-04157.3557.350.00%market22.22%12.40%5.10%7.31%
ENR2016-02-032016-02-042016-03-04137.1937.190.00%market65.71%11.60%5.10%6.50%
HUBG2016-02-032016-02-042016-03-04115.9315.930.00%market125.00%16.66%5.10%11.56%
KLIC2016-02-032016-02-042016-03-04111.7411.740.00%market99.01%-3.76%5.10%-8.86%
KMT2016-02-032016-02-042016-03-04117.9017.900.00%market27.27%21.18%5.10%16.09%
MWA2016-02-032016-02-042016-03-0417.787.780.00%market33.33%17.12%5.10%12.03%
SEDG2016-02-032016-02-042016-03-04130.1430.140.00%market22.22%-12.08%5.10%-17.17%
SLAB2016-02-032016-02-042016-03-04142.6342.630.00%market31.25%4.64%5.10%-0.46%
SPSC2016-02-032016-02-042016-03-04128.9928.990.00%market40.00%-23.14%5.10%-28.24%
TKR2016-02-032016-02-042016-03-04127.9327.930.00%market40.48%13.04%5.10%7.94%
TTWO2016-02-032016-02-042016-03-04136.0036.000.00%market81.63%-0.10%5.10%-5.20%
AZN2016-02-042016-02-052016-03-07159.0059.000.00%market113.64%-2.47%5.03%-7.50%
BCO2016-02-042016-02-052016-03-07129.8529.850.00%market37.50%0.97%5.03%-4.05%
BZH2016-02-042016-02-052016-03-0718.348.340.00%market58.33%1.10%5.03%-3.93%
CX2016-02-042016-02-052016-03-0714.764.760.00%market200.00%21.33%5.03%16.30%
EQT2016-02-042016-02-052016-03-07132.3932.390.00%market70.00%3.20%5.03%-1.82%
HIMX2016-02-042016-02-052016-03-0718.098.090.00%market44.77%22.15%5.03%17.12%
HZO2016-02-042016-02-052016-03-07117.6417.640.00%market227.87%6.87%5.03%1.85%
MSGS2016-02-042016-02-052016-03-07174.4874.480.00%market41.46%10.62%5.03%5.59%
NYT2016-02-042016-02-052016-03-07112.7912.790.00%market23.33%-0.10%5.03%-5.13%
PCTY2016-02-042016-02-052016-03-07136.1636.160.00%market385.73%-10.77%5.03%-15.80%
PIPR2016-02-042016-02-052016-03-0719.619.610.00%market60.92%18.21%5.03%13.19%
POST2016-02-042016-02-052016-03-07140.0340.030.00%market108.00%19.11%5.03%14.08%
RAMP2016-02-042016-02-052016-03-07120.6520.650.00%market50.00%4.55%5.03%-0.48%
SSD2016-02-042016-02-052016-03-07133.9933.990.00%market25.00%6.96%5.03%1.93%
TDY2016-02-042016-02-052016-03-07180.2080.200.00%market22.66%12.44%5.03%7.42%
TEAM2016-02-042016-02-052016-03-07124.0024.000.00%market166.67%-4.14%5.03%-9.17%
TTMI2016-02-042016-02-052016-03-0714.914.910.00%market24.00%39.41%5.03%34.38%
VMC2016-02-042016-02-052016-03-07193.9093.900.00%market21.31%9.61%5.03%4.59%
GRC2016-02-052016-02-082016-03-08323.1923.190.00%market22.22%16.33%6.80%9.53%
MT2016-02-052016-02-082016-03-08310.5910.590.00%market23.08%32.19%6.80%25.40%
SAIA2016-02-052016-02-082016-03-08325.3625.360.00%market50.00%2.90%6.80%-3.90%
TIMB2016-02-052016-02-082016-03-0837.627.620.00%market56.25%31.13%6.80%24.33%
TSN2016-02-052016-02-082016-03-08357.1057.100.00%market29.21%14.51%6.80%7.71%
WTM2016-02-052016-02-082016-03-083720.54720.540.00%market300.25%6.35%6.80%-0.45%
ALSN2016-02-082016-02-092016-03-09120.6120.610.00%market33.33%21.39%8.74%12.66%
QLYS2016-02-082016-02-092016-03-09118.8918.890.00%market23.53%35.10%8.74%26.37%
ENTG2016-02-092016-02-102016-03-10111.6311.630.00%market25.00%9.27%7.04%2.23%
ESE2016-02-092016-02-102016-03-10136.2436.240.00%market27.03%1.22%7.04%-5.82%
GT2016-02-092016-02-102016-03-10128.2028.200.00%market25.68%13.02%7.04%5.98%
PAYC2016-02-092016-02-102016-03-10127.3327.330.00%market25.00%15.45%7.04%8.41%
BRKR2016-02-102016-02-112016-03-11124.9924.990.00%market40.74%12.10%11.20%0.91%
CGNX2016-02-102016-02-112016-03-11115.0415.040.00%market37.50%30.68%11.20%19.49%
CUZ2016-02-102016-02-112016-03-11121.2621.260.00%market800.00%29.91%11.20%18.71%
FMC2016-02-102016-02-112016-03-11129.0529.050.00%market22.22%19.66%11.20%8.46%
HUBS2016-02-102016-02-112016-03-11131.0331.030.00%market33.33%47.24%11.20%36.04%
LUMN2016-02-102016-02-112016-03-11126.1026.100.00%market23.08%22.01%11.20%10.81%
MKL2016-02-102016-02-112016-03-111841.21841.210.00%market109.17%5.88%11.20%-5.32%
OC2016-02-102016-02-112016-03-11142.2142.210.00%market46.67%8.48%11.20%-2.72%
RYN2016-02-102016-02-112016-03-11119.4519.450.00%market50.00%18.56%11.20%7.36%
SLF2016-02-102016-02-112016-03-11127.2927.290.00%market20.77%15.14%11.20%3.94%
TRNO2016-02-102016-02-112016-03-11121.1421.140.00%market54.55%8.51%11.20%-2.69%
ALB2016-02-172016-02-182016-03-17151.3451.340.00%market55.42%21.50%5.92%15.58%
ATHM2016-02-172016-02-182016-03-17125.5725.570.00%market30.30%6.00%5.92%0.08%
ANET2016-02-182016-02-192016-03-1813.873.870.00%market33.33%-5.78%6.91%-12.69%
BAK2016-02-182016-02-192016-03-18112.4312.430.00%market301.93%20.82%6.91%13.91%
BRC2016-02-192016-02-222016-03-21325.4725.470.00%market30.43%7.05%5.57%1.47%
DXCM2016-02-232016-02-242016-03-23115.0115.010.00%market257.14%1.77%6.60%-4.83%
AR2016-02-242016-02-252016-03-24124.4124.410.00%market33.33%1.05%4.85%-3.80%
CSGP2016-02-242016-02-252016-03-24117.3417.340.00%market37.50%5.55%4.85%0.70%
CVEO2016-02-242016-02-252016-03-24110.4610.460.00%market55.00%47.89%4.85%43.05%
CW2016-02-242016-02-252016-03-24166.3066.300.00%market26.45%12.46%4.85%7.62%
AAON2016-02-252016-02-262016-03-28116.2216.220.00%market23.08%9.95%3.39%6.56%
ADSK2016-02-252016-02-262016-03-28150.9350.930.00%market110.00%12.03%3.39%8.64%
AHT2016-02-252016-02-262016-03-2815,429.635,429.630.00%market92957.14%4.81%3.39%1.42%
ALKS2016-02-252016-02-262016-03-28133.6733.670.00%market21.05%-10.38%3.39%-13.77%
ALRM2016-02-252016-02-262016-03-28120.5520.550.00%market1749.41%7.30%3.39%3.90%
APA2016-02-252016-02-262016-03-28139.0939.090.00%market88.46%23.74%3.39%20.35%
AROC2016-02-252016-02-262016-03-2813.733.730.00%market265.46%87.30%3.39%83.91%
ASPN2016-02-252016-02-262016-03-2814.204.200.00%market104.14%3.23%3.39%-0.16%
BIO2016-02-252016-02-262016-03-281134.82134.820.00%market32.28%-0.64%3.39%-4.03%
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CORT2016-03-012016-03-022016-03-3113.933.930.00%market200.30%18.98%3.93%15.05%
DAR2016-03-012016-03-022016-03-31110.7810.780.00%market124.00%22.07%3.93%18.14%
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ESI2016-03-112016-03-142016-04-1238.718.710.00%market63.64%-4.12%1.86%-5.98%
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DDD2016-03-142016-03-152016-04-13113.5813.580.00%market137.50%22.14%3.30%18.84%
DBI2016-03-152016-03-162016-04-14127.9627.960.00%market100.00%-4.82%3.18%-8.00%
GGB2016-03-152016-03-162016-04-1410.940.940.00%market50.00%77.78%3.18%74.60%
MDGL2016-03-152016-03-162016-04-1418.758.750.00%market50.00%63.90%3.18%60.72%
VRDN2016-03-162016-03-172016-04-151135.00135.000.00%market22.22%-14.26%2.23%-16.50%
CATO2016-03-172016-03-182016-04-18138.3238.320.00%market23.53%-1.87%2.48%-4.36%
HQY2016-03-222016-03-232016-04-21123.7023.700.00%market64.69%9.48%2.38%7.10%
KBH2016-03-232016-03-242016-04-22113.8413.840.00%market27.27%3.95%3.45%0.50%
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AXSM2016-03-242016-03-282016-04-2548.498.490.00%market45.45%16.74%2.46%14.29%
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SAIC2016-03-292016-03-302016-04-27152.2852.280.00%market21.31%2.33%1.48%0.85%
SID2016-03-292016-03-302016-04-2712.052.050.00%market233.33%78.44%1.48%76.96%
CCL2016-03-302016-03-312016-04-28152.2952.290.00%market25.81%-6.95%0.75%-7.69%
CIG2016-03-302016-03-312016-04-2811.821.820.00%market90.15%-15.48%0.75%-16.23%
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BBDO2016-04-152016-04-182016-05-1636.886.880.00%market1446.15%-3.30%-0.48%-2.82%
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HWC2016-04-192016-04-202016-05-18124.7524.750.00%market80.00%6.93%-2.40%9.33%
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CIGI2016-04-262016-04-272016-05-25139.8539.850.00%market46.15%-0.75%0.39%-1.14%
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BGS2016-04-282016-04-292016-05-27137.3137.310.00%market27.45%15.10%1.70%13.39%
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BMRN2016-04-282016-04-292016-05-27183.4483.440.00%market37.65%6.67%1.70%4.97%
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CVI2016-04-282016-04-292016-05-27119.4019.400.00%market133.33%-19.43%1.70%-21.13%
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EQT2016-04-282016-04-292016-05-27138.3238.320.00%market240.00%3.84%1.70%2.14%
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FCN2016-04-282016-04-292016-05-27140.1140.110.00%market97.62%4.01%1.70%2.31%
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CCL2016-06-282016-06-292016-07-28143.8143.810.00%market25.64%6.04%5.82%0.22%
CSR2016-06-292016-06-302016-07-29165.4065.400.00%market150.00%1.12%4.78%-3.66%
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HWM2016-07-112016-07-122016-08-09123.1623.160.00%market60.71%-3.09%1.70%-4.79%
CALM2016-07-182016-07-192016-08-16144.0044.000.00%market94.74%-5.03%0.94%-5.98%
BDC2016-07-192016-07-202016-08-17172.8272.820.00%market22.22%-1.12%1.01%-2.12%
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MTG2016-07-192016-07-202016-08-1717.027.020.00%market30.00%10.01%1.01%9.01%
PLD2016-07-192016-07-202016-08-17151.9351.930.00%market246.67%3.10%1.01%2.09%
HAL2016-07-202016-07-212016-08-18144.2844.280.00%market26.32%4.82%0.88%3.95%
HWC2016-07-202016-07-212016-08-18128.5028.500.00%market31.11%10.46%0.88%9.59%
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GATX2016-07-212016-07-222016-08-19144.1744.170.00%market21.14%0.60%0.98%-0.38%
GM2016-07-212016-07-222016-08-19132.1032.100.00%market22.37%-0.94%0.98%-1.93%
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IIIN2016-07-212016-07-222016-08-19133.9833.980.00%market36.54%-1.87%0.98%-2.85%
OVV2016-07-212016-07-222016-08-19141.9041.900.00%market256.25%20.90%0.98%19.92%
PDS2016-07-212016-07-222016-08-19190.0090.000.00%market25.00%-1.21%0.98%-2.20%
TRN2016-07-212016-07-222016-08-19114.9414.940.00%market29.17%18.78%0.98%17.79%
UTL2016-07-212016-07-222016-08-19144.7844.780.00%market28.57%-12.20%0.98%-13.19%
VLRS2016-07-222016-07-252016-08-22319.3719.370.00%market68.97%-6.76%0.71%-7.46%
ADC2016-07-252016-07-262016-08-23149.9049.900.00%market29.73%-3.43%1.13%-4.55%
AORT2016-07-252016-07-262016-08-23112.9912.990.00%market218.18%19.45%1.13%18.33%
MCHB2016-07-252016-07-262016-08-23122.0022.000.00%market32.35%12.35%1.13%11.23%
ARLP2016-07-262016-07-272016-08-24119.6219.620.00%market49.09%5.86%0.30%5.56%
ATI2016-07-262016-07-272016-08-24118.2918.290.00%market46.15%-9.39%0.30%-9.70%
AXS2016-07-262016-07-272016-08-24154.8254.820.00%market45.71%1.92%0.30%1.62%
BVN2016-07-262016-07-272016-08-24112.8812.880.00%market109.09%2.00%0.30%1.69%
CINF2016-07-262016-07-272016-08-24174.8874.880.00%market32.56%1.46%0.30%1.16%
CNC2016-07-262016-07-272016-08-24134.3834.380.00%market20.37%-0.11%0.30%-0.42%
CVLT2016-07-262016-07-272016-08-24151.8151.810.00%market23.53%-0.22%0.30%-0.52%
EQR2016-07-262016-07-272016-08-24166.3766.370.00%market40.48%-2.45%0.30%-2.75%
FTK2016-07-262016-07-272016-08-24178.7278.720.00%market50.00%13.39%0.30%13.09%
HURN2016-07-262016-07-272016-08-24165.0065.000.00%market36.25%-2.90%0.30%-3.20%
HZO2016-07-262016-07-272016-08-24120.1020.100.00%market26.67%-3.18%0.30%-3.49%
KKR2016-07-262016-07-272016-08-24114.5014.500.00%market360.00%1.97%0.30%1.67%
RM2016-07-262016-07-272016-08-24117.4117.410.00%market32.50%18.17%0.30%17.86%
RRC2016-07-262016-07-272016-08-24142.4842.480.00%market22.22%-4.95%0.30%-5.25%
SITC2016-07-262016-07-272016-08-241125.99125.990.00%market150.00%-3.04%0.30%-3.34%
UA2016-07-262016-07-272016-08-24141.5041.500.00%market101.42%3.88%0.30%3.57%
UAA2016-07-262016-07-272016-08-24141.5041.500.00%market300.00%3.88%0.30%3.57%
UIS2016-07-262016-07-272016-08-2419.229.220.00%market313.16%10.20%0.30%9.90%
WES2016-07-262016-07-272016-08-24137.7837.780.00%market24.24%-3.70%0.30%-4.00%
AXTI2016-07-272016-07-282016-08-2514.004.000.00%market219.83%12.15%0.65%11.50%
BA2016-07-272016-07-282016-08-251135.40135.400.00%market50.00%-1.89%0.65%-2.54%
BELFB2016-07-272016-07-282016-08-25120.3920.390.00%market70.37%12.65%0.65%12.00%
CDE2016-07-272016-07-282016-08-25114.5914.590.00%market456.40%-8.67%0.65%-9.32%
CG2016-07-272016-07-282016-08-25116.9016.900.00%market40.00%-5.19%0.65%-5.84%
CMPR2016-07-272016-07-282016-08-25190.1690.160.00%market37.84%9.15%0.65%8.50%
CRUS2016-07-272016-07-282016-08-25146.3346.330.00%market57.14%10.91%0.65%10.26%
CX2016-07-272016-07-282016-08-2516.826.820.00%market116.67%14.56%0.65%13.91%
DHX2016-07-272016-07-282016-08-2517.497.490.00%market25.00%-1.17%0.65%-1.82%
DLB2016-07-272016-07-282016-08-25145.0045.000.00%market21.57%11.14%0.65%10.49%
DX2016-07-272016-07-282016-08-25120.5520.550.00%market186.36%9.10%0.65%8.45%
ELME2016-07-272016-07-282016-08-25133.4533.450.00%market633.33%-2.49%0.65%-3.14%
ENTG2016-07-272016-07-282016-08-25116.6516.650.00%market40.00%3.86%0.65%3.21%
EVR2016-07-272016-07-282016-08-25148.2548.250.00%market36.84%5.83%0.65%5.18%
EXR2016-07-272016-07-282016-08-25188.6288.620.00%market22.22%-8.71%0.65%-9.36%
GRMN2016-07-272016-07-282016-08-25152.0052.000.00%market29.85%-2.95%0.65%-3.60%
GSK2016-07-272016-07-282016-08-25145.4545.450.00%market27.54%-3.86%0.65%-4.51%
HBM2016-07-272016-07-282016-08-2514.694.690.00%market150.00%-6.71%0.65%-7.36%
HMN2016-07-272016-07-282016-08-25135.5235.520.00%market47.06%2.01%0.65%1.36%
KIM2016-07-272016-07-282016-08-25131.1231.120.00%market187.50%-4.25%0.65%-4.90%
LMAT2016-07-272016-07-282016-08-25116.0316.030.00%market27.27%7.57%0.65%6.92%
LOGI2016-07-272016-07-282016-08-25119.7419.740.00%market100.00%9.07%0.65%8.42%
MKSI2016-07-272016-07-282016-08-25151.5051.500.00%market50.00%-6.20%0.65%-6.85%
MOH2016-07-272016-07-282016-08-25153.3753.370.00%market36.73%2.39%0.65%1.74%
OC2016-07-272016-07-282016-08-25152.8452.840.00%market50.00%2.45%0.65%1.80%
SIGI2016-07-272016-07-282016-08-25140.1140.110.00%market22.03%-2.89%0.65%-3.54%
TMUS2016-07-272016-07-282016-08-25145.6145.610.00%market25.00%1.37%0.65%0.72%
TTMI2016-07-272016-07-282016-08-2519.149.140.00%market47.37%16.64%0.65%15.99%
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ALGN2016-07-282016-07-292016-08-26185.2585.250.00%market29.17%8.60%0.38%8.22%
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AMZN2016-07-282016-07-292016-08-26138.2538.250.00%market50.00%0.42%0.38%0.04%
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BBD2016-07-282016-07-292016-08-2614.364.360.00%market63.64%3.34%0.38%2.96%
BCC2016-07-282016-07-292016-08-26126.9926.990.00%market28.95%-7.07%0.38%-7.45%
BCO2016-07-282016-07-292016-08-26132.6132.610.00%market35.71%13.48%0.38%13.10%
BG2016-07-282016-07-292016-08-26165.2065.200.00%market107.89%-4.29%0.38%-4.67%
BGS2016-07-282016-07-292016-08-26149.1149.110.00%market23.91%-4.23%0.38%-4.62%
BIDU2016-07-282016-07-292016-08-261161.01161.010.00%market29.79%7.64%0.38%7.26%
BZH2016-07-282016-07-292016-08-2619.509.500.00%market300.00%12.01%0.38%11.62%
CENX2016-07-282016-07-292016-08-2617.027.020.00%market44.44%-8.08%0.38%-8.46%
CLF2016-07-282016-07-292016-08-2617.977.970.00%market311.76%-27.70%0.38%-28.09%
CMS2016-07-282016-07-292016-08-26145.0045.000.00%market25.00%-6.88%0.38%-7.26%
COLM2016-07-282016-07-292016-08-26160.4760.470.00%market33.33%-5.89%0.38%-6.27%
CPS2016-07-282016-07-292016-08-26188.7588.750.00%market27.23%10.73%0.38%10.34%
CVE2016-07-282016-07-292016-08-26114.1514.150.00%market20.00%4.85%0.38%4.46%
CVI2016-07-282016-07-292016-08-26111.2711.270.00%market725.08%-2.94%0.38%-3.32%
CWST2016-07-282016-07-292016-08-2619.149.140.00%market140.00%0.67%0.38%0.28%
DGII2016-07-282016-07-292016-08-26111.9511.950.00%market60.00%-2.02%0.38%-2.41%
EME2016-07-282016-07-292016-08-26156.2256.220.00%market33.80%1.31%0.38%0.92%
EQT2016-07-282016-07-292016-08-26139.9639.960.00%market23.91%-2.43%0.38%-2.81%
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KLAC2016-07-282016-07-292016-08-2617.727.720.00%market28.57%-12.66%0.38%-13.05%
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APPF2016-08-082016-08-092016-09-07117.0017.000.00%market66.67%11.02%0.40%10.61%
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ATHM2016-08-162016-08-172016-09-15126.3026.300.00%market29.15%-12.69%-1.25%-11.44%
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HTHT2016-08-162016-08-172016-09-15110.2710.270.00%market88.89%11.68%-1.25%12.93%
JOYY2016-08-172016-08-182016-09-16149.5149.510.00%market40.85%9.94%-2.28%12.21%
NTAP2016-08-172016-08-182016-09-16131.0631.060.00%market27.78%11.97%-2.28%14.25%
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