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 18: 500 of 13,698)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
DECK2020-05-212020-05-222020-06-22129.8029.800.00%market515.76%12.18%5.45%6.73%
ELF2020-05-212020-05-222020-06-22115.8715.870.00%market100.00%13.32%5.45%7.87%
PANW2020-05-212020-05-222020-06-22140.0040.000.00%market26.67%-3.07%5.45%-8.52%
PLUS2020-05-212020-05-222020-06-22141.5041.500.00%market29.17%-16.56%5.45%-22.01%
RAMP2020-05-212020-05-222020-06-22142.6342.630.00%market64.29%5.39%5.45%-0.06%
SNDA2020-05-212020-05-222020-06-2218.408.400.00%market58.33%42.76%5.45%37.31%
TK2020-05-212020-05-222020-06-2213.063.060.00%market127.27%-18.73%5.45%-24.18%
USPH2020-05-212020-05-222020-06-22176.1976.190.00%market50.00%0.10%5.45%-5.35%
XENE2020-05-212020-05-222020-06-22114.6914.690.00%market29.03%-10.17%5.45%-15.62%
BABA2020-05-222020-05-262020-06-234205.94205.940.00%market47.73%10.98%3.35%7.62%
DE2020-05-222020-05-262020-06-234144.46144.460.00%market30.25%6.48%3.35%3.12%
SLQT2020-05-222020-05-262020-06-23426.7026.700.00%market290.04%-4.14%3.35%-7.50%
HEI2020-05-262020-05-272020-06-241109.00109.000.00%market30.95%-9.30%0.65%-9.95%
OOMA2020-05-262020-05-272020-06-24114.6914.690.00%market345.89%-5.48%0.65%-6.13%
VSAT2020-05-262020-05-272020-06-24144.6344.630.00%market150.00%-13.81%0.65%-14.46%
BOX2020-05-272020-05-282020-06-25120.0920.090.00%market100.00%4.18%0.89%3.29%
CANG2020-05-272020-05-282020-06-25124.6024.600.00%market73.81%11.69%0.89%10.80%
CEPU2020-05-272020-05-282020-06-2513.093.090.00%market469.15%-15.31%0.89%-16.20%
FINV2020-05-272020-05-282020-06-2511.561.560.00%market111.11%11.44%0.89%10.55%
LPG2020-05-272020-05-282020-06-2518.838.830.00%market28.57%-11.43%0.89%-12.31%
TOL2020-05-272020-05-282020-06-25135.0635.060.00%market31.11%-13.05%0.89%-13.94%
UHAL2020-05-272020-05-282020-06-25133.5033.500.00%market58.62%-12.97%0.89%-13.85%
VIPS2020-05-272020-05-282020-06-25116.2416.240.00%market122.22%21.27%0.89%20.38%
DELL2020-05-282020-05-292020-06-26124.8224.820.00%market32.67%6.55%-0.80%7.34%
DG2020-05-282020-05-292020-06-261184.98184.980.00%market47.13%2.28%-0.80%3.08%
DLTR2020-05-282020-05-292020-06-26197.0297.020.00%market22.35%-4.64%-0.80%-3.84%
DXC2020-05-282020-05-292020-06-26114.9514.950.00%market23.71%3.45%-0.80%4.24%
HLNE2020-05-282020-05-292020-06-26172.5572.550.00%market20.41%-12.59%-0.80%-11.79%
MOD2020-05-282020-05-292020-06-2614.914.910.00%market84.62%0.71%-0.80%1.51%
MRVL2020-05-282020-05-292020-06-26132.5732.570.00%market28.57%1.93%-0.80%2.72%
NVGS2020-05-282020-05-292020-06-2615.275.270.00%market20100.00%18.50%-0.80%19.29%
OKTA2020-05-282020-05-292020-06-261184.32184.320.00%market61.11%10.30%-0.80%11.10%
OLLI2020-05-282020-05-292020-06-26191.3691.360.00%market48.48%7.69%-0.80%8.49%
P2020-05-282020-05-292020-06-26117.0017.000.00%market87.50%1.14%-0.80%1.93%
QFIN2020-05-282020-05-292020-06-2619.509.500.00%market260.00%18.43%-0.80%19.22%
SUPV2020-05-282020-05-292020-06-2612.162.160.00%market36.84%8.23%-0.80%9.03%
WSM2020-05-282020-05-292020-06-26138.5638.560.00%market640.00%7.81%-0.80%8.61%
ZS2020-05-282020-05-292020-06-26187.0887.080.00%market213.48%21.63%-0.80%22.42%
FRO2020-05-292020-06-012020-06-2939.429.420.00%market27.19%-24.62%0.28%-24.90%
MOGU2020-05-292020-06-012020-06-29314.7614.760.00%market21.51%44.62%0.28%44.34%
PUMP2020-06-012020-06-022020-06-3014.904.900.00%market23.53%4.80%0.59%4.21%
AMBA2020-06-022020-06-032020-07-01158.1958.190.00%market445.70%-22.37%0.09%-22.46%
APG2020-06-022020-06-032020-07-0118.078.070.00%market44.44%0.02%0.09%-0.07%
CRWD2020-06-022020-06-032020-07-01125.0025.000.00%market133.33%2.86%0.09%2.77%
DCI2020-06-022020-06-032020-07-01149.9749.970.00%market31.58%-9.33%0.09%-9.42%
ZM2020-06-022020-06-032020-07-011211.70211.700.00%market100.00%22.30%0.09%22.21%
BAK2020-06-032020-06-042020-07-02110.9510.950.00%market65.84%-19.10%0.36%-19.46%
ESTC2020-06-032020-06-042020-07-02183.1483.140.00%market61.29%13.66%0.36%13.30%
GWRE2020-06-032020-06-042020-07-021113.99113.990.00%market250.00%-1.34%0.36%-1.70%
CIEN2020-06-042020-06-052020-07-06155.0055.000.00%market55.10%2.75%-0.06%2.81%
DLNG2020-06-042020-06-052020-07-0612.042.040.00%market33.33%72.94%-0.06%73.00%
HOV2020-06-042020-06-052020-07-06123.7123.710.00%market145.45%-8.87%-0.06%-8.82%
MDB2020-06-042020-06-052020-07-061201.14201.140.00%market48.00%10.28%-0.06%10.34%
NX2020-06-042020-06-052020-07-06114.7714.770.00%market280.00%-8.97%-0.06%-8.91%
PD2020-06-042020-06-052020-07-06125.3125.310.00%market55.56%17.21%-0.06%17.26%
RH2020-06-042020-06-052020-07-061261.01261.010.00%market58.75%-0.76%-0.06%-0.70%
YEXT2020-06-042020-06-052020-07-06115.8215.820.00%market23.08%9.00%-0.06%9.06%
PHR2020-06-082020-06-092020-07-08131.8631.860.00%market30.43%-12.78%-1.29%-11.49%
THO2020-06-082020-06-092020-07-081109.03109.030.00%market265.38%-7.02%-1.29%-5.73%
AGX2020-06-092020-06-102020-07-09143.0043.000.00%market37.50%0.64%-2.19%2.83%
SIG2020-06-092020-06-102020-07-09114.1914.190.00%market35.10%-28.85%-2.19%-26.66%
GHM2020-06-102020-06-112020-07-10112.4612.460.00%market135.29%-2.43%1.97%-4.40%
UNFI2020-06-102020-06-112020-07-10117.0017.000.00%market22.81%13.49%1.97%11.52%
WLY2020-06-112020-06-122020-07-13136.8836.880.00%market53.49%-5.09%2.14%-7.23%
LEN2020-06-152020-06-162020-07-15164.4664.460.00%market39.83%5.89%2.02%3.87%
ABM2020-06-172020-06-182020-07-17135.4035.400.00%market122.22%1.85%3.78%-1.93%
CMC2020-06-182020-06-192020-07-20120.8220.820.00%market43.90%-3.51%3.23%-6.74%
KMX2020-06-192020-06-222020-07-21392.5092.500.00%market483.33%2.89%5.53%-2.63%
LITB2020-06-192020-06-222020-07-2135.465.460.00%market185.71%29.57%5.53%24.04%
EBF2020-06-222020-06-232020-07-22117.7917.790.00%market33.33%-2.24%4.26%-6.50%
IVR2020-06-222020-06-232020-07-22141.3941.390.00%market1941.67%-22.18%4.26%-26.45%
SID2020-06-222020-06-232020-07-2212.162.160.00%market44.61%4.99%4.26%0.73%
WTI2020-06-222020-06-232020-07-2212.662.660.00%market1376.01%-6.87%4.26%-11.13%
LZB2020-06-232020-06-242020-07-23127.5027.500.00%market58.06%3.17%4.23%-1.06%
BB2020-06-242020-06-252020-07-2414.634.630.00%market220.00%0.33%5.74%-5.41%
FUL2020-06-242020-06-252020-07-24142.3342.330.00%market23.64%5.78%5.74%0.05%
WGO2020-06-242020-06-252020-07-24166.0066.000.00%market36.59%-6.19%5.74%-11.93%
CRC2020-06-252020-06-262020-11-0611.351.350.00%market90.64%744.34%14.37%729.97%
DRI2020-06-252020-06-262020-07-27174.5874.580.00%market25.30%2.30%5.57%-3.27%
MKC2020-06-252020-06-262020-07-27190.2590.250.00%market27.59%8.50%5.57%2.93%
MKC-V2020-06-252020-06-262020-07-27189.4889.480.00%market26.72%8.04%5.57%2.46%
SNX2020-06-252020-06-262020-07-27155.5555.550.00%market258.82%11.75%5.57%6.17%
WOR2020-06-252020-06-262020-07-27122.4322.430.00%market88.46%4.36%5.57%-1.21%
IMVT2020-06-292020-06-302020-07-29125.0725.070.00%market28.30%-6.44%6.95%-13.39%
JEF2020-06-292020-06-302020-07-29115.1115.110.00%market633.27%5.99%6.95%-0.96%
MLKN2020-06-292020-06-302020-07-29126.1726.170.00%market210.00%-9.39%6.95%-16.34%
AYI2020-06-302020-07-012020-07-30196.6896.680.00%market59.02%4.41%4.65%-0.24%
FDX2020-06-302020-07-012020-07-301127.92127.920.00%market78.17%8.62%4.65%3.98%
PSO2020-06-302020-07-012020-07-3017.147.140.00%market206.03%-0.24%4.65%-4.89%
SPHR2020-06-302020-07-012020-07-30134.7634.760.00%market556.94%-6.00%4.65%-10.65%
TLK2020-06-302020-07-012020-07-30121.6421.640.00%market22.94%-4.67%4.65%-9.32%
FIZZ2020-07-012020-07-022020-07-31134.3434.340.00%market30.00%-6.68%3.91%-10.59%
KFY2020-07-022020-07-062020-08-03431.0031.000.00%market87.50%-8.26%3.93%-12.19%
TV2020-07-072020-07-082020-08-0515.435.430.00%market160.00%20.89%5.56%15.33%
MSM2020-07-082020-07-092020-08-06168.3568.350.00%market20.69%-0.41%5.52%-5.93%
PSMT2020-07-092020-07-102020-08-07163.1163.110.00%market51.85%5.48%6.45%-0.97%
GBX2020-07-102020-07-132020-08-10325.7925.790.00%market650.00%11.30%4.82%6.48%
AA2020-07-152020-07-162020-08-13112.8112.810.00%market66.67%12.94%5.33%7.61%
ASML2020-07-152020-07-162020-08-131374.10374.100.00%market33.93%0.08%5.33%-5.25%
GS2020-07-152020-07-162020-08-131213.51213.510.00%market57.68%-2.50%5.33%-7.83%
UNH2020-07-152020-07-162020-08-131305.01305.010.00%market34.85%5.31%5.33%-0.02%
USB2020-07-152020-07-162020-08-13137.1737.170.00%market86.36%0.44%5.33%-4.89%
ABT2020-07-162020-07-172020-08-14197.8797.870.00%market32.56%2.07%4.65%-2.58%
BAC2020-07-162020-07-172020-08-14123.8823.880.00%market37.04%10.75%4.65%6.10%
BANF2020-07-162020-07-172020-08-14139.3139.310.00%market31.25%15.85%4.65%11.20%
DPZ2020-07-162020-07-172020-08-141410.00410.000.00%market33.48%-2.79%4.65%-7.43%
FNB2020-07-162020-07-172020-08-1417.977.970.00%market116.67%0.03%4.65%-4.62%
HOMB2020-07-162020-07-172020-08-14116.3616.360.00%market46.15%6.62%4.65%1.98%
IIIN2020-07-162020-07-172020-08-14119.0919.090.00%market111.11%0.63%4.65%-4.01%
JBHT2020-07-162020-07-172020-08-141137.00137.000.00%market37.35%0.04%4.65%-4.61%
MS2020-07-162020-07-172020-08-14152.7852.780.00%market76.79%-1.01%4.65%-5.66%
PPG2020-07-162020-07-172020-08-141118.81118.810.00%market52.31%0.04%4.65%-4.60%
ALLY2020-07-172020-07-202020-08-17321.3921.390.00%market117.86%2.47%5.13%-2.66%
CFG2020-07-172020-07-202020-08-17325.0425.040.00%market488.89%1.50%5.13%-3.63%
ERIC2020-07-172020-07-202020-08-17311.1411.140.00%market42.86%4.30%5.13%-0.83%
HDB2020-07-182020-07-202020-08-17224.5824.580.00%market26.32%-6.77%5.13%-11.90%
CDNS2020-07-202020-07-212020-08-181106.54106.540.00%market26.92%2.35%3.73%-1.38%
FBK2020-07-202020-07-212020-08-18123.6023.600.00%market54.17%15.75%3.73%12.01%
HAL2020-07-202020-07-212020-08-18114.0514.050.00%market145.45%16.98%3.73%13.25%
LOGI2020-07-202020-07-212020-08-18171.4371.430.00%market77.78%4.30%3.73%0.56%
MAN2020-07-202020-07-212020-08-18170.0770.070.00%market38.46%8.19%3.73%4.46%
ONB2020-07-202020-07-212020-08-18114.3314.330.00%market28.00%-0.24%3.73%-3.97%
TFIN2020-07-202020-07-212020-08-18126.4526.450.00%market700.00%3.61%3.73%-0.13%
AIR2020-07-212020-07-222020-08-19119.3719.370.00%market208.33%0.62%3.88%-3.26%
CALX2020-07-212020-07-222020-08-19118.3718.370.00%market133.33%12.15%3.88%8.26%
CSL2020-07-212020-07-222020-08-191124.15124.150.00%market23.64%1.70%3.88%-2.19%
FULT2020-07-212020-07-222020-08-19110.2910.290.00%market140.00%-2.82%3.88%-6.71%
GPK2020-07-212020-07-222020-08-19114.1014.100.00%market36.84%0.61%3.88%-3.28%
IBKR2020-07-212020-07-222020-08-19112.3512.350.00%market75.00%6.13%3.88%2.25%
ISRG2020-07-212020-07-222020-08-191223.15223.150.00%market236.36%3.18%3.88%-0.70%
MLI2020-07-212020-07-222020-08-1917.057.050.00%market72.41%8.13%3.88%4.24%
NBHC2020-07-212020-07-222020-08-19128.0128.010.00%market100.00%2.79%3.88%-1.09%
NIC2020-07-212020-07-222020-08-19154.0054.000.00%market36.17%11.10%3.88%7.22%
PCAR2020-07-212020-07-222020-08-19155.8955.890.00%market38.10%5.00%3.88%1.11%
SFNC2020-07-212020-07-222020-08-19117.3717.370.00%market74.19%0.19%3.88%-3.70%
SMBK2020-07-212020-07-222020-08-19115.8515.850.00%market64.00%-9.94%3.88%-13.83%
TER2020-07-212020-07-222020-08-19189.2489.240.00%market29.13%1.02%3.88%-2.86%
TXN2020-07-212020-07-222020-08-191134.60134.600.00%market68.18%2.78%3.88%-1.10%
UBS2020-07-212020-07-222020-08-19112.4812.480.00%market57.14%-2.74%3.88%-6.63%
USNA2020-07-212020-07-222020-08-19187.2587.250.00%market22.22%-5.53%3.88%-9.42%
APH2020-07-222020-07-232020-08-20126.1226.120.00%market25.00%2.62%3.62%-1.00%
ARR2020-07-222020-07-232020-08-20149.5049.500.00%market265.38%-3.03%3.62%-6.65%
AXTI2020-07-222020-07-232020-08-2015.505.500.00%market230.03%-10.28%3.62%-13.90%
BANR2020-07-222020-07-232020-08-20139.4139.410.00%market97.06%-11.11%3.62%-14.73%
BFC2020-07-222020-07-232020-08-20162.3262.320.00%market70.27%-0.02%3.62%-3.64%
BIIB2020-07-222020-07-232020-08-201282.26282.260.00%market27.77%-1.78%3.62%-5.40%
CASH2020-07-222020-07-232020-08-20119.1419.140.00%market152.38%0.06%3.62%-3.56%
CLB2020-07-222020-07-232020-08-20123.0023.000.00%market55.56%1.73%3.62%-1.89%
DOV2020-07-222020-07-232020-08-201105.40105.400.00%market21.51%4.25%3.62%0.64%
EFX2020-07-222020-07-232020-08-201175.00175.000.00%market22.14%-7.84%3.62%-11.45%
GGG2020-07-222020-07-232020-08-20153.7653.760.00%market37.04%5.93%3.62%2.31%
HCA2020-07-222020-07-232020-08-201125.00125.000.00%market259.57%4.82%3.62%1.20%
HLX2020-07-222020-07-232020-08-2014.414.410.00%market316.09%-10.98%3.62%-14.60%
HNI2020-07-222020-07-232020-08-20131.6631.660.00%market164.52%-0.07%3.62%-3.69%
KALU2020-07-222020-07-232020-08-20171.4471.440.00%market63.64%-8.48%3.62%-12.10%
KEY2020-07-222020-07-232020-08-20112.0012.000.00%market112.50%-0.18%3.62%-3.80%
KNX2020-07-222020-07-232020-08-20145.1345.130.00%market62.86%0.25%3.62%-3.36%
LAD2020-07-222020-07-232020-08-201212.28212.280.00%market141.56%22.48%3.62%18.87%
LOB2020-07-222020-07-232020-08-20116.0016.000.00%market200.00%22.53%3.62%18.91%
LSTR2020-07-222020-07-232020-08-201122.75122.750.00%market36.11%6.94%3.62%3.32%
MCB2020-07-222020-07-232020-08-20131.2931.290.00%market63.29%-4.22%3.62%-7.84%
MCRI2020-07-222020-07-232020-08-20136.2736.270.00%market60.00%20.91%3.62%17.29%
MTH2020-07-222020-07-232020-08-20147.5047.500.00%market56.58%7.29%3.62%3.67%
NTB2020-07-222020-07-232020-08-20126.2326.230.00%market26.42%-1.24%3.62%-4.86%
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PVH2020-09-022020-09-032020-10-02161.6561.650.00%market105.33%0.66%-6.19%6.85%
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HTT2020-09-072020-09-082020-10-0611.501.500.00%market103.77%-11.43%-0.53%-10.90%
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IDT2020-10-012020-10-022020-10-3018.458.450.00%market29.17%12.68%-1.56%14.24%
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ISRG2020-10-152020-10-162020-11-131241.67241.670.00%market33.33%3.81%2.62%1.20%
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ALLY2020-10-162020-10-192020-11-16329.0629.060.00%market81.16%5.58%3.99%1.59%
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VFC2020-10-162020-10-192020-11-16374.5074.500.00%market36.73%10.34%3.99%6.35%
CCK2020-10-192020-10-202020-11-17187.5887.580.00%market24.05%9.05%5.00%4.05%
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HNI2020-10-192020-10-202020-11-17137.0037.000.00%market54.35%3.87%5.00%-1.12%
LOGI2020-10-192020-10-202020-11-17193.7893.780.00%market228.07%-13.80%5.00%-18.80%
ONB2020-10-192020-10-202020-11-17114.3914.390.00%market42.42%15.47%5.00%10.47%
PHG2020-10-192020-10-202020-11-17147.3947.390.00%market53.78%3.19%5.00%-1.80%
SFNC2020-10-192020-10-202020-11-17116.3716.370.00%market50.00%24.58%5.00%19.58%
TFIN2020-10-192020-10-202020-11-17143.5043.500.00%market85.71%10.59%5.00%5.59%
ACI2020-10-202020-10-212020-11-18115.2815.280.00%market122.22%2.98%3.77%-0.80%
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DOV2020-10-202020-10-212020-11-181113.95113.950.00%market21.21%9.04%3.77%5.26%
FULT2020-10-202020-10-212020-11-18110.4910.490.00%market90.00%22.49%3.77%18.72%
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IRDM2020-10-202020-10-212020-11-18129.2329.230.00%market75.00%8.42%3.77%4.65%
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MLI2020-10-202020-10-212020-11-1817.437.430.00%market223.40%10.94%3.77%7.16%
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SNAP2020-10-202020-10-212020-11-18134.9734.970.00%market116.67%16.09%3.77%12.31%
THC2020-10-202020-10-212020-11-18127.9227.920.00%market93.94%13.80%3.77%10.02%
UBS2020-10-202020-10-212020-11-18112.3712.370.00%market115.38%15.10%3.77%11.33%
WDFC2020-10-202020-10-212020-11-181212.28212.280.00%market25.66%19.34%3.77%15.56%
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APH2020-10-212020-10-222020-11-19128.7828.780.00%market22.73%10.39%4.32%6.07%
ARR2020-10-212020-10-222020-11-19147.7547.750.00%market414.71%9.74%4.32%5.42%
AVY2020-10-212020-10-222020-11-191138.59138.590.00%market24.84%5.99%4.32%1.67%
AXTA2020-10-212020-10-222020-11-19127.5027.500.00%market78.79%2.59%4.32%-1.73%
BANR2020-10-212020-10-222020-11-19138.0038.000.00%market25.61%15.48%4.32%11.16%
BOKF2020-10-212020-10-222020-11-19159.1959.190.00%market40.38%17.66%4.32%13.34%
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EVR2020-10-212020-10-222020-11-19182.0582.050.00%market192.11%7.75%4.32%3.43%
GGG2020-10-212020-10-222020-11-19166.0066.000.00%market40.48%3.61%4.32%-0.71%
KALU2020-10-212020-10-222020-11-19163.4863.480.00%market83.33%20.58%4.32%16.26%
KNX2020-10-212020-10-222020-11-19140.6440.640.00%market23.44%3.47%4.32%-0.85%
LOB2020-10-212020-10-222020-11-19133.2633.260.00%market200.00%32.49%4.32%28.17%
MCB2020-10-212020-10-222020-11-19130.0930.090.00%market29.59%6.25%4.32%1.93%
RLI2020-10-212020-10-222020-11-19144.3144.310.00%market520.00%15.49%4.32%11.17%
RUSHA2020-10-212020-10-222020-11-19125.1825.180.00%market166.67%0.97%4.32%-3.35%
SLM2020-10-212020-10-222020-11-1919.539.530.00%market487.50%14.38%4.32%10.06%
STC2020-10-212020-10-222020-11-19146.8746.870.00%market54.55%-4.88%4.32%-9.20%
TCBI2020-10-212020-10-222020-11-19139.4039.400.00%market83.05%35.97%4.32%31.64%
TMO2020-10-212020-10-222020-11-191471.69471.690.00%market30.63%-4.04%4.32%-8.36%
TRN2020-10-212020-10-222020-11-19121.6321.630.00%market142.86%4.15%4.32%-0.17%
TSLA2020-10-212020-10-222020-11-191147.31147.310.00%market38.89%12.87%4.32%8.55%
UFPI2020-10-212020-10-222020-11-19154.6654.660.00%market38.89%-0.85%4.32%-5.17%
WGO2020-10-212020-10-222020-11-19150.6150.610.00%market55.91%-1.29%4.32%-5.61%
WHR2020-10-212020-10-222020-11-191203.76203.760.00%market64.52%-5.60%4.32%-9.92%
WSBC2020-10-212020-10-222020-11-19124.1224.120.00%market24.53%20.13%4.32%15.81%
WTFC2020-10-212020-10-222020-11-19150.9850.980.00%market49.11%7.98%4.32%3.66%
ABCB2020-10-222020-10-232020-11-20130.0030.000.00%market83.52%12.93%2.72%10.22%
ALLE2020-10-222020-10-232020-11-201103.15103.150.00%market36.89%9.45%2.72%6.73%
ASB2020-10-222020-10-232020-11-20114.2014.200.00%market26.32%10.18%2.72%7.46%
ASR2020-10-222020-10-232020-11-201121.10121.100.00%market220.00%27.55%2.72%24.83%
AUB2020-10-222020-10-232020-11-20126.6826.680.00%market57.45%11.67%2.72%8.95%
BANC2020-10-222020-10-232020-11-20112.2412.240.00%market60.00%7.74%2.72%5.03%
BY2020-10-222020-10-232020-11-20114.0014.000.00%market61.90%7.19%2.72%4.47%
CHCO2020-10-222020-10-232020-11-20162.0762.070.00%market42.05%8.52%2.72%5.80%
COF2020-10-222020-10-232020-11-20180.4880.480.00%market137.56%3.75%2.72%1.03%
DHR2020-10-222020-10-232020-11-201208.47208.470.00%market25.55%-4.11%2.72%-6.83%
DOW2020-10-222020-10-232020-11-20149.5249.520.00%market51.52%10.42%2.72%7.70%
EQT2020-10-222020-10-232020-11-20115.7715.770.00%market31.82%-6.76%2.72%-9.48%
FCX2020-10-222020-10-232020-11-20118.4718.470.00%market38.10%14.95%2.72%12.23%
FITB2020-10-222020-10-232020-11-20124.3124.310.00%market41.67%3.93%2.72%1.21%
FLR2020-10-222020-10-232020-11-20112.1312.130.00%market29.63%28.18%2.72%25.46%
GBCI2020-10-222020-10-232020-11-20136.9436.940.00%market28.57%13.33%2.72%10.61%
AGNC2020-10-262020-10-272020-11-24114.2314.230.00%market42.11%10.23%6.90%3.33%
AMKR2020-10-262020-10-272020-11-24112.6812.680.00%market22.58%13.31%6.90%6.40%
ARI2020-10-262020-10-272020-11-2419.009.000.00%market24.14%26.68%6.90%19.77%
ACCO2020-10-272020-10-282020-11-2515.815.810.00%market26.67%39.49%9.20%30.28%
ABEV2020-10-292020-10-302020-11-3012.242.240.00%market50.00%18.65%10.29%8.36%
ACHC2020-10-292020-10-302020-11-30133.6333.630.00%market23.64%26.13%10.29%15.84%
ACRE2020-10-292020-10-302020-11-3019.419.410.00%market47.62%18.28%10.29%7.99%
AGCO2020-11-032020-11-042020-12-03186.2486.240.00%market113.27%7.75%7.58%0.17%
ACEL2020-11-042020-11-052020-12-04110.3510.350.00%market125.00%2.80%5.90%-3.10%
ACR2020-11-042020-11-052020-12-0416.636.630.00%market82.14%86.78%5.90%80.88%
AAOI2020-11-052020-11-062020-12-0718.118.110.00%market25.00%3.31%5.48%-2.17%
ALC2020-11-102020-11-112020-12-10166.5466.540.00%market116.67%-3.24%2.90%-6.14%
APG2020-11-102020-11-112020-12-10110.9910.990.00%market21.88%7.27%2.90%4.37%
HUYA2020-11-112020-11-122020-12-11121.0021.000.00%market22.22%-3.20%3.01%-6.21%
PAM2020-11-112020-11-122020-12-11113.8113.810.00%market975.00%2.94%3.01%-0.07%
RVLV2020-11-112020-11-122020-12-11119.1119.110.00%market92.86%25.85%3.01%22.84%
SB2020-11-112020-11-122020-12-1111.051.050.00%market100.06%9.42%3.01%6.41%
ADCT2020-11-122020-11-132020-12-14134.3734.370.00%market24.68%-0.48%2.64%-3.12%
AGRO2020-11-122020-11-132020-12-1415.085.080.00%market88.24%20.37%2.64%17.73%
ALTG2020-11-122020-11-132020-12-1419.109.100.00%market200.30%-1.20%2.64%-3.84%
BW2020-11-122020-11-132020-12-1412.752.750.00%market260.78%60.99%2.64%58.35%
MUFG2020-11-132020-11-162020-12-1534.494.490.00%market58.57%-4.11%2.39%-6.49%
SMFG2020-11-132020-11-162020-12-1536.126.120.00%market43.60%-1.90%2.39%-4.28%
SPB2020-11-132020-11-162020-12-15365.7565.750.00%market44.54%8.23%2.39%5.85%
BEKE2020-11-162020-11-172020-12-16170.1070.100.00%market53.85%-10.24%2.83%-13.08%
BIDU2020-11-162020-11-172020-12-161145.00145.000.00%market62.16%31.21%2.83%28.38%
EBC2020-11-162020-11-172020-12-16113.8913.890.00%market21.43%13.58%2.83%10.75%
JOYY2020-11-162020-11-172020-12-161105.00105.000.00%market28.43%-21.86%2.83%-24.70%
KB2020-11-162020-11-172020-12-16141.8441.840.00%market55.63%1.74%2.83%-1.09%
LAC2020-11-162020-11-172020-12-1617.387.380.00%market30.00%-20.43%2.83%-23.26%
MSGE2020-11-162020-11-172020-12-16179.0079.000.00%market35.59%0.57%2.83%-2.26%
NGS2020-11-162020-11-172020-12-16110.0010.000.00%market42.86%3.80%2.83%0.97%
PANW2020-11-162020-11-172020-12-16146.4146.410.00%market22.73%16.02%2.83%13.18%
TSN2020-11-162020-11-172020-12-16163.4963.490.00%market63.87%2.66%2.83%-0.18%
KSS2020-11-172020-11-182020-12-17129.6129.610.00%market102.33%31.48%3.14%28.34%
LZB2020-11-172020-11-182020-12-17140.4040.400.00%market64.00%-0.47%3.14%-3.61%
BBWI2020-11-182020-11-192020-12-18131.7931.790.00%market1155.56%-1.89%3.82%-5.71%
KC2020-11-182020-11-192020-12-18134.2034.200.00%market31.25%38.64%3.82%34.82%
SONO2020-11-182020-11-192020-12-18120.2520.250.00%market4404.50%20.10%3.82%16.28%
TGT2020-11-182020-11-192020-12-181168.71168.710.00%market73.29%0.91%3.82%-2.91%
TJX2020-11-182020-11-192020-12-18160.7260.720.00%market77.50%11.40%3.82%7.58%
UGI2020-11-182020-11-192020-12-18135.9535.950.00%market57.58%-1.24%3.82%-5.06%
ATKR2020-11-192020-11-202020-12-21134.0934.090.00%market73.53%21.72%2.90%18.83%
BJ2020-11-192020-11-202020-12-21144.0544.050.00%market43.75%-13.31%2.90%-16.21%
BRBR2020-11-192020-11-202020-12-21120.1120.110.00%market31.58%19.99%2.90%17.09%
CAL2020-11-192020-11-202020-12-21114.4614.460.00%market1100.00%-8.54%2.90%-11.43%
INTU2020-11-192020-11-202020-12-211358.85358.850.00%market154.05%4.66%2.90%1.76%
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NTES2020-11-192020-11-202020-12-21191.0291.020.00%market146.15%2.00%2.90%-0.90%
OOMA2020-11-192020-11-202020-12-21115.3815.380.00%market85.71%-4.03%2.90%-6.93%
QFIN2020-11-192020-11-202020-12-21113.5213.520.00%market53.75%-17.63%2.90%-20.53%
ROST2020-11-192020-11-202020-12-211114.99114.990.00%market61.90%1.47%2.90%-1.43%
SUPV2020-11-192020-11-202020-12-2111.921.920.00%market37.50%-0.62%2.90%-3.52%
WDAY2020-11-192020-11-202020-12-211220.22220.220.00%market28.36%9.94%2.90%7.04%
WSM2020-11-192020-11-202020-12-21155.8555.850.00%market68.42%-2.55%2.90%-5.45%
WWD2020-11-192020-11-202020-12-211108.39108.390.00%market38.89%8.77%2.90%5.87%
BKE2020-11-202020-11-232020-12-22328.2628.260.00%market54.55%2.48%2.79%-0.30%
AMBA2020-11-232020-11-242020-12-23170.9870.980.00%market80.00%31.44%2.04%29.40%
AVAL2020-11-232020-11-242020-12-2315.405.400.00%market88.89%26.94%2.04%24.89%
CANG2020-11-232020-11-242020-12-23164.6064.600.00%market2400.00%-42.36%2.04%-44.40%
CENT2020-11-232020-11-242020-12-23132.1432.140.00%market516.67%-9.43%2.04%-11.48%
KFY2020-11-232020-11-242020-12-23139.5939.590.00%market980.00%11.97%2.04%9.93%
NTNX2020-11-232020-11-242020-12-23130.5630.560.00%market22.81%8.57%2.04%6.53%
TWST2020-11-232020-11-242020-12-231120.75120.750.00%market23.94%38.00%2.04%35.96%
URBN2020-11-232020-11-242020-12-23130.9030.900.00%market73.33%-12.92%2.04%-14.96%
ANF2020-11-242020-11-252020-12-24122.4422.440.00%market1620.00%-10.57%1.62%-12.19%
BBAR2020-11-242020-11-252020-12-2413.303.300.00%market26.67%-4.95%1.62%-6.56%
BURL2020-11-242020-11-252020-12-241223.83223.830.00%market52.63%10.64%1.62%9.03%
DELL2020-11-242020-11-252020-12-24135.3735.370.00%market46.04%4.45%1.62%2.84%
DKS2020-11-242020-11-252020-12-24158.5058.500.00%market99.01%-5.07%1.62%-6.69%
DLTR2020-11-242020-11-252020-12-241111.06111.060.00%market20.87%-1.93%1.62%-3.54%
J2020-11-242020-11-252020-12-24188.6188.610.00%market25.38%0.05%1.62%-1.57%
MDT2020-11-242020-11-252020-12-241113.76113.760.00%market30.77%0.14%1.62%-1.48%
MOV2020-11-242020-11-252020-12-24118.4618.460.00%market45.83%-5.90%1.62%-7.51%
P2020-11-242020-11-252020-12-24119.2819.280.00%market200.00%24.28%1.62%22.66%
VNET2020-11-242020-11-252020-12-24130.2030.200.00%market350.11%7.04%1.62%5.43%
DE2020-11-252020-11-272020-12-282258.62258.620.00%market60.40%3.33%2.29%1.04%
MOGU2020-11-302020-12-012020-12-30128.3228.320.00%market42.10%-4.34%1.76%-6.09%
ZM2020-11-302020-12-012020-12-301434.72434.720.00%market32.00%-18.81%1.76%-20.56%
BMO2020-12-012020-12-022020-12-31174.8074.800.00%market22.30%1.54%2.48%-0.94%
BOX2020-12-012020-12-022020-12-31116.9216.920.00%market42.86%6.58%2.48%4.10%
CRM2020-12-012020-12-022020-12-311225.48225.480.00%market135.14%-1.41%2.48%-3.89%
NTAP2020-12-012020-12-022020-12-31157.8657.860.00%market45.83%14.38%2.48%11.90%
TCOM2020-12-012020-12-022020-12-31134.1234.120.00%market126.67%-1.24%2.48%-3.73%
CRWD2020-12-022020-12-032021-01-04139.8839.880.00%market14445.45%25.58%0.58%25.00%
ESTC2020-12-022020-12-032021-01-041130.55130.550.00%market85.00%8.26%0.58%7.68%