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
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2006 | 128 | 6.08% | 4.29% | 74.22% |
| 2007 | 562 | -1.21% | -0.21% | 45.55% |
| 2008 | 546 | 0.11% | 2.07% | 50.92% |
| 2009 | 642 | 4.35% | 2.71% | 59.03% |
| 2010 | 651 | 0.71% | 0.76% | 51.00% |
| 2011 | 582 | -3.85% | -1.31% | 37.97% |
| 2012 | 594 | 1.12% | 0.35% | 52.36% |
| 2013 | 614 | 2.84% | 0.96% | 60.10% |
| 2014 | 594 | 1.86% | -0.22% | 57.91% |
| 2015 | 629 | 0.29% | 0.91% | 48.33% |
| 2016 | 637 | 4.62% | 2.57% | 63.42% |
| 2017 | 621 | 0.61% | -0.54% | 52.50% |
| 2018 | 679 | -0.44% | 0.12% | 48.01% |
| 2019 | 674 | -0.38% | -1.48% | 49.26% |
| 2020 | 890 | 1.38% | 0.66% | 53.03% |
| 2021 | 917 | 1.35% | -0.12% | 55.73% |
| 2022 | 826 | 0.68% | 1.89% | 50.97% |
| 2023 | 855 | 1.64% | 0.09% | 50.53% |
| 2024 | 797 | 2.05% | -0.41% | 50.44% |
| 2025 | 818 | 0.07% | -0.52% | 49.27% |
| 2026 | 442 | 2.43% | 1.64% | 48.87% |
Trades (page 6: 500 of 13,698)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AU | 2010-11-12 | 2010-11-15 | 2010-12-14 | 3 | 49.54 | 49.54 | 0.00% | market | 127.78% | 1.92% | 3.39% | -1.47% |
| BBAR | 2010-11-12 | 2010-11-15 | 2010-12-14 | 3 | 12.22 | 12.22 | 0.00% | market | 195.24% | -4.11% | 3.39% | -7.50% |
| DDS | 2010-11-12 | 2010-11-15 | 2010-12-14 | 3 | 31.09 | 31.09 | 0.00% | market | 340.00% | 15.27% | 3.39% | 11.88% |
| ARL | 2010-11-15 | 2010-11-16 | 2010-12-15 | 1 | 8.30 | 8.30 | 0.00% | market | 28.21% | -0.46% | 4.03% | -4.49% |
| SRL | 2010-11-15 | 2010-11-16 | 2010-12-15 | 1 | 33.55 | 33.55 | 0.00% | market | 636.36% | 8.51% | 4.03% | 4.48% |
| DKS | 2010-11-16 | 2010-11-17 | 2010-12-16 | 1 | 33.42 | 33.42 | 0.00% | market | 29.41% | 10.31% | 5.59% | 4.72% |
| DCI | 2010-11-18 | 2010-11-19 | 2010-12-20 | 1 | 26.85 | 26.85 | 0.00% | market | 21.43% | 9.55% | 3.92% | 5.63% |
| DY | 2010-11-22 | 2010-11-23 | 2010-12-22 | 1 | 11.17 | 11.17 | 0.00% | market | 80.00% | 29.62% | 5.90% | 23.72% |
| GCO | 2010-11-23 | 2010-11-24 | 2010-12-23 | 1 | 38.81 | 38.81 | 0.00% | market | 30.51% | -3.96% | 5.37% | -9.33% |
| NJR | 2010-11-23 | 2010-11-24 | 2010-12-23 | 1 | 21.25 | 21.25 | 0.00% | market | 290.75% | 2.39% | 5.37% | -2.98% |
| SIG | 2010-11-23 | 2010-11-24 | 2010-12-23 | 1 | 40.99 | 40.99 | 0.00% | market | 369.17% | 4.90% | 5.37% | -0.47% |
| LPL | 2010-11-24 | 2010-11-26 | 2010-12-27 | 2 | 17.86 | 17.86 | 0.00% | market | 315.38% | -4.08% | 5.45% | -9.52% |
| RJF | 2010-11-24 | 2010-11-26 | 2010-12-27 | 2 | 19.33 | 19.33 | 0.00% | market | 32.14% | 15.11% | 5.45% | 9.66% |
| CWST | 2010-12-01 | 2010-12-02 | 2010-12-31 | 1 | 4.47 | 4.47 | 0.00% | market | 50.00% | 58.51% | 3.75% | 54.76% |
| MOV | 2010-12-02 | 2010-12-03 | 2011-01-03 | 1 | 14.85 | 14.85 | 0.00% | market | 78.57% | 8.72% | 4.02% | 4.70% |
| TOL | 2010-12-02 | 2010-12-03 | 2011-01-03 | 1 | 18.78 | 18.78 | 0.00% | market | 475.00% | 3.95% | 4.02% | -0.07% |
| AVAV | 2010-12-07 | 2010-12-08 | 2011-01-06 | 1 | 25.12 | 25.12 | 0.00% | market | 119.82% | 15.51% | 3.59% | 11.92% |
| COO | 2010-12-07 | 2010-12-08 | 2011-01-06 | 1 | 14.42 | 14.42 | 0.00% | market | 25.29% | -2.87% | 3.59% | -6.46% |
| TTC | 2010-12-07 | 2010-12-08 | 2011-01-06 | 1 | 16.03 | 16.03 | 0.00% | market | 122.22% | -3.47% | 3.59% | -7.05% |
| KFY | 2010-12-08 | 2010-12-09 | 2011-01-07 | 1 | 21.62 | 21.62 | 0.00% | market | 37.50% | 3.00% | 2.56% | 0.44% |
| REX | 2010-12-08 | 2010-12-09 | 2011-01-07 | 1 | 2.62 | 2.62 | 0.00% | market | 150.00% | 0.28% | 2.56% | -2.28% |
| AXR | 2010-12-09 | 2010-12-10 | 2011-01-10 | 1 | 14.00 | 14.00 | 0.00% | market | 130.00% | -13.39% | 2.29% | -15.67% |
| LULU | 2010-12-09 | 2010-12-10 | 2011-01-10 | 1 | 32.73 | 32.73 | 0.00% | market | 38.46% | 4.39% | 2.29% | 2.10% |
| BRT | 2010-12-13 | 2010-12-14 | 2011-01-12 | 1 | 6.73 | 6.73 | 0.00% | market | 38.46% | 7.03% | 3.07% | 3.96% |
| GBDC | 2010-12-13 | 2010-12-14 | 2011-01-12 | 1 | 16.99 | 16.99 | 0.00% | market | 21.43% | 2.08% | 3.07% | -0.99% |
| AIR | 2010-12-15 | 2010-12-16 | 2011-01-14 | 1 | 28.00 | 28.00 | 0.00% | market | 28.57% | -0.21% | 4.12% | -4.33% |
| TTWO | 2010-12-16 | 2010-12-17 | 2011-01-18 | 1 | 12.86 | 12.86 | 0.00% | market | 116.13% | 0.60% | 4.38% | -3.78% |
| WGO | 2010-12-16 | 2010-12-17 | 2011-01-18 | 1 | 14.96 | 14.96 | 0.00% | market | 622.22% | 4.31% | 4.38% | -0.07% |
| CMC | 2010-12-21 | 2010-12-22 | 2011-01-21 | 1 | 17.53 | 17.53 | 0.00% | market | 60.06% | -8.77% | 2.30% | -11.07% |
| UNF | 2011-01-05 | 2011-01-06 | 2011-02-04 | 1 | 56.91 | 56.91 | 0.00% | market | 29.03% | -0.01% | 2.71% | -2.72% |
| KBH | 2011-01-07 | 2011-01-10 | 2011-02-08 | 3 | 14.97 | 14.97 | 0.00% | market | 235.29% | -0.50% | 4.73% | -5.23% |
| FUL | 2011-01-11 | 2011-01-12 | 2011-02-10 | 1 | 21.41 | 21.41 | 0.00% | market | 22.50% | 5.46% | 3.21% | 2.25% |
| LEN | 2011-01-11 | 2011-01-12 | 2011-02-10 | 1 | 20.45 | 20.45 | 0.00% | market | 545.90% | 1.76% | 3.21% | -1.45% |
| MG | 2011-01-11 | 2011-01-12 | 2011-02-10 | 1 | 15.60 | 15.60 | 0.00% | market | 31.25% | -4.01% | 3.21% | -7.22% |
| AAPL | 2011-01-18 | 2011-01-19 | 2011-02-16 | 1 | 12.44 | 12.44 | 0.00% | market | 21.05% | 4.16% | 3.43% | 0.73% |
| EDU | 2011-01-18 | 2011-01-19 | 2011-02-16 | 1 | 26.87 | 26.87 | 0.00% | market | 21.65% | -9.74% | 3.43% | -13.17% |
| PNFP | 2011-01-18 | 2011-01-19 | 2011-02-16 | 1 | 14.62 | 14.62 | 0.00% | market | 269.00% | 5.10% | 3.43% | 1.67% |
| WDC | 2011-01-18 | 2011-01-19 | 2011-02-16 | 1 | 25.46 | 25.46 | 0.00% | market | 65.52% | 0.02% | 3.43% | -3.41% |
| AAL | 2011-01-19 | 2011-01-20 | 2011-02-17 | 1 | 9.98 | 9.98 | 0.00% | market | 34.38% | -0.70% | 4.92% | -5.62% |
| ASML | 2011-01-19 | 2011-01-20 | 2011-02-17 | 1 | 47.91 | 47.91 | 0.00% | market | 28.32% | 21.40% | 4.92% | 16.48% |
| FITB | 2011-01-19 | 2011-01-20 | 2011-02-17 | 1 | 14.31 | 14.31 | 0.00% | market | 37.50% | 5.35% | 4.92% | 0.44% |
| RJF | 2011-01-19 | 2011-01-20 | 2011-02-17 | 1 | 22.90 | 22.90 | 0.00% | market | 22.86% | 14.62% | 4.92% | 9.70% |
| AMD | 2011-01-20 | 2011-01-21 | 2011-02-18 | 1 | 8.14 | 8.14 | 0.00% | market | 27.27% | 12.68% | 4.38% | 8.29% |
| ISRG | 2011-01-20 | 2011-01-21 | 2011-02-18 | 1 | 35.91 | 35.91 | 0.00% | market | 36.00% | 5.39% | 4.38% | 1.00% |
| MS | 2011-01-20 | 2011-01-21 | 2011-02-18 | 1 | 29.35 | 29.35 | 0.00% | market | 22.86% | 5.49% | 4.38% | 1.10% |
| UNH | 2011-01-20 | 2011-01-21 | 2011-02-18 | 1 | 40.58 | 40.58 | 0.00% | market | 25.00% | 5.47% | 4.38% | 1.09% |
| BOH | 2011-01-24 | 2011-01-25 | 2011-02-23 | 1 | 46.98 | 46.98 | 0.00% | market | 21.74% | 0.37% | 1.76% | -1.39% |
| CATY | 2011-01-24 | 2011-01-25 | 2011-02-23 | 1 | 16.38 | 16.38 | 0.00% | market | 38.46% | 7.65% | 1.76% | 5.90% |
| ELS | 2011-01-24 | 2011-01-25 | 2011-02-23 | 1 | 13.70 | 13.70 | 0.00% | market | 143.47% | 3.04% | 1.76% | 1.28% |
| ETD | 2011-01-24 | 2011-01-25 | 2011-02-23 | 1 | 24.52 | 24.52 | 0.00% | market | 111.11% | -10.70% | 1.76% | -12.46% |
| HOPE | 2011-01-24 | 2011-01-25 | 2011-02-23 | 1 | 9.26 | 9.26 | 0.00% | market | 206.39% | 11.02% | 1.76% | 9.27% |
| OZK | 2011-01-24 | 2011-01-25 | 2011-02-23 | 1 | 10.56 | 10.56 | 0.00% | market | 47.06% | 0.09% | 1.76% | -1.67% |
| SLG | 2011-01-24 | 2011-01-25 | 2011-02-23 | 1 | 74.58 | 74.58 | 0.00% | market | 147.69% | 2.10% | 1.76% | 0.34% |
| ALK | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 15.32 | 15.32 | 0.00% | market | 28.00% | -5.16% | 1.11% | -6.27% |
| AOS | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 10.53 | 10.53 | 0.00% | market | 21.43% | -4.85% | 1.11% | -5.96% |
| ASH | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 28.03 | 28.03 | 0.00% | market | 21.54% | -2.63% | 1.11% | -3.75% |
| BKR | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 44.60 | 44.60 | 0.00% | market | 29.23% | 8.11% | 1.11% | 6.99% |
| BUSE | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 14.28 | 14.28 | 0.00% | market | 35.00% | 1.79% | 1.11% | 0.68% |
| BXP | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 93.62 | 93.62 | 0.00% | market | 192.31% | -1.35% | 1.11% | -2.46% |
| FTNT | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 3.56 | 3.56 | 0.00% | market | 56.37% | 14.51% | 1.11% | 13.39% |
| HOG | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 39.10 | 39.10 | 0.00% | market | 40.00% | 3.99% | 1.11% | 2.88% |
| KEY | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 8.88 | 8.88 | 0.00% | market | 146.15% | 1.70% | 1.11% | 0.59% |
| MSTR | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 10.31 | 10.31 | 0.00% | market | 72.04% | 11.25% | 1.11% | 10.14% |
| RF | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 6.95 | 6.95 | 0.00% | market | 123.08% | 6.52% | 1.11% | 5.41% |
| BANR | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 15.89 | 15.89 | 0.00% | market | 33.09% | 8.27% | 2.03% | 6.24% |
| CCI | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 43.95 | 43.95 | 0.00% | market | 50.00% | -3.01% | 2.03% | -5.04% |
| PIPR | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 10.25 | 10.25 | 0.00% | market | 102.08% | -1.27% | 2.03% | -3.30% |
| SLAB | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 44.33 | 44.33 | 0.00% | market | 24.32% | 3.06% | 2.03% | 1.03% |
| TCBI | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 23.61 | 23.61 | 0.00% | market | 23.08% | 5.53% | 2.03% | 3.51% |
| TER | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 16.28 | 16.28 | 0.00% | market | 48.00% | 14.46% | 2.03% | 12.43% |
| TXT | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 26.87 | 26.87 | 0.00% | market | 32.00% | 0.94% | 2.03% | -1.09% |
| UAL | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 26.22 | 26.22 | 0.00% | market | 91.30% | -8.76% | 2.03% | -10.79% |
| WSBC | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 18.24 | 18.24 | 0.00% | market | 34.48% | 13.72% | 2.03% | 11.69% |
| COLM | 2011-01-27 | 2011-01-28 | 2011-02-28 | 1 | 31.00 | 31.00 | 0.00% | market | 21.88% | 1.16% | 2.31% | -1.15% |
| EQT | 2011-01-27 | 2011-01-28 | 2011-02-28 | 1 | 25.44 | 25.44 | 0.00% | market | 23.08% | 5.40% | 2.31% | 3.09% |
| FNF | 2011-01-27 | 2011-01-28 | 2011-02-28 | 1 | 8.49 | 8.49 | 0.00% | market | 93.33% | -5.05% | 2.31% | -7.36% |
| LSCC | 2011-01-27 | 2011-01-28 | 2011-02-28 | 1 | 6.40 | 6.40 | 0.00% | market | 37.50% | 3.65% | 2.31% | 1.34% |
| MPT | 2011-01-27 | 2011-01-28 | 2011-02-28 | 1 | 11.06 | 11.06 | 0.00% | market | 54.55% | 5.96% | 2.31% | 3.64% |
| NUE | 2011-01-27 | 2011-01-28 | 2011-02-28 | 1 | 46.12 | 46.12 | 0.00% | market | 80.00% | 3.89% | 2.31% | 1.58% |
| NVR | 2011-01-27 | 2011-01-28 | 2011-02-28 | 1 | 789.83 | 789.83 | 0.00% | market | 34.96% | -7.95% | 2.31% | -10.26% |
| RCL | 2011-01-27 | 2011-01-28 | 2011-02-28 | 1 | 47.04 | 47.04 | 0.00% | market | 53.85% | -7.01% | 2.31% | -9.32% |
| SFNC | 2011-01-27 | 2011-01-28 | 2011-02-28 | 1 | 14.53 | 14.53 | 0.00% | market | 140.00% | -1.06% | 2.31% | -3.38% |
| TDY | 2011-01-27 | 2011-01-28 | 2011-02-28 | 1 | 48.24 | 48.24 | 0.00% | market | 23.75% | 8.46% | 2.31% | 6.15% |
| CPF | 2011-01-28 | 2011-01-31 | 2011-03-01 | 3 | 33.00 | 33.00 | 0.00% | market | 55.56% | -31.92% | 2.23% | -34.15% |
| OSK | 2011-01-28 | 2011-01-31 | 2011-03-01 | 3 | 38.00 | 38.00 | 0.00% | market | 37.08% | -7.71% | 2.23% | -9.94% |
| SXI | 2011-01-28 | 2011-01-31 | 2011-03-01 | 3 | 32.84 | 32.84 | 0.00% | market | 26.79% | 3.07% | 2.23% | 0.83% |
| ICUI | 2011-01-31 | 2011-02-01 | 2011-03-02 | 1 | 43.52 | 43.52 | 0.00% | market | 35.85% | -3.41% | 1.35% | -4.76% |
| KRC | 2011-01-31 | 2011-02-01 | 2011-03-02 | 1 | 38.17 | 38.17 | 0.00% | market | 133.36% | -2.14% | 1.35% | -3.50% |
| MTW | 2011-01-31 | 2011-02-01 | 2011-03-02 | 1 | 14.36 | 14.36 | 0.00% | market | 193.33% | 19.47% | 1.35% | 18.12% |
| OLN | 2011-01-31 | 2011-02-01 | 2011-03-02 | 1 | 19.71 | 19.71 | 0.00% | market | 460.00% | -2.79% | 1.35% | -4.14% |
| SIMO | 2011-01-31 | 2011-02-01 | 2011-03-02 | 1 | 6.56 | 6.56 | 0.00% | market | 100.00% | 39.53% | 1.35% | 38.18% |
| TOWN | 2011-01-31 | 2011-02-01 | 2011-03-02 | 1 | 14.56 | 14.56 | 0.00% | market | 125.00% | -2.71% | 1.35% | -4.06% |
| ADM | 2011-02-01 | 2011-02-02 | 2011-03-03 | 1 | 34.87 | 34.87 | 0.00% | market | 35.90% | 6.84% | 2.35% | 4.49% |
| AJG | 2011-02-01 | 2011-02-02 | 2011-03-03 | 1 | 30.02 | 30.02 | 0.00% | market | 65.38% | 4.46% | 2.35% | 2.11% |
| ENTG | 2011-02-01 | 2011-02-02 | 2011-03-03 | 1 | 8.52 | 8.52 | 0.00% | market | 21.05% | 7.18% | 2.35% | 4.82% |
| EXP | 2011-02-01 | 2011-02-02 | 2011-03-03 | 1 | 29.00 | 29.00 | 0.00% | market | 50.00% | 11.97% | 2.35% | 9.61% |
| LEA | 2011-02-01 | 2011-02-02 | 2011-03-03 | 1 | 53.21 | 53.21 | 0.00% | market | 33.71% | -1.28% | 2.35% | -3.64% |
| MOD | 2011-02-01 | 2011-02-02 | 2011-03-03 | 1 | 16.68 | 16.68 | 0.00% | market | 55.56% | -10.89% | 2.35% | -13.25% |
| UIS | 2011-02-01 | 2011-02-02 | 2011-03-03 | 1 | 29.99 | 29.99 | 0.00% | market | 144.44% | 17.51% | 2.35% | 15.15% |
| ARE | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 76.76 | 76.76 | 0.00% | market | 122.00% | 0.15% | 1.70% | -1.55% |
| AVB | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 114.82 | 114.82 | 0.00% | market | 260.71% | 0.08% | 1.70% | -1.61% |
| CACC | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 58.25 | 58.25 | 0.00% | market | 24.26% | 21.58% | 1.70% | 19.89% |
| CDNS | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 9.33 | 9.33 | 0.00% | market | 59.09% | 5.69% | 1.70% | 3.99% |
| CINF | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 33.66 | 33.66 | 0.00% | market | 94.44% | -1.32% | 1.70% | -3.01% |
| EQR | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 54.65 | 54.65 | 0.00% | market | 185.71% | -2.53% | 1.70% | -4.23% |
| EXPO | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 9.26 | 9.26 | 0.00% | market | 25.00% | 5.84% | 1.70% | 4.14% |
| LAZ | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 44.50 | 44.50 | 0.00% | market | 20.63% | -0.95% | 1.70% | -2.65% |
| MDU | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 7.98 | 7.98 | 0.00% | market | 27.27% | 2.66% | 1.70% | 0.96% |
| MKL | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 402.50 | 402.50 | 0.00% | market | 194.75% | 1.87% | 1.70% | 0.17% |
| SIGI | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 18.29 | 18.29 | 0.00% | market | 26.32% | -3.49% | 1.70% | -5.19% |
| UHAL | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 9.44 | 9.44 | 0.00% | market | 185.71% | 2.89% | 1.70% | 1.19% |
| AN | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 31.27 | 31.27 | 0.00% | market | 28.57% | 3.29% | 0.46% | 2.83% |
| AVNT | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 13.42 | 13.42 | 0.00% | market | 21.43% | 3.70% | 0.46% | 3.24% |
| BCO | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 30.29 | 30.29 | 0.00% | market | 48.98% | 0.43% | 0.46% | -0.03% |
| BDC | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 38.45 | 38.45 | 0.00% | market | 25.00% | -6.76% | 0.46% | -7.22% |
| BX | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 17.22 | 17.22 | 0.00% | market | 53.33% | 0.13% | 0.46% | -0.33% |
| CALX | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 16.11 | 16.11 | 0.00% | market | 23.81% | 26.59% | 0.46% | 26.13% |
| DLB | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 57.21 | 57.21 | 0.00% | market | 22.58% | -12.70% | 0.46% | -13.16% |
| EL | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 45.92 | 45.92 | 0.00% | market | 23.61% | -1.12% | 0.46% | -1.58% |
| ENB | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 29.26 | 29.26 | 0.00% | market | 27.24% | 1.54% | 0.46% | 1.08% |
| ESE | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 38.12 | 38.12 | 0.00% | market | 110.53% | -2.46% | 0.46% | -2.92% |
| ESS | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 115.58 | 115.58 | 0.00% | market | 300.00% | 0.91% | 0.46% | 0.45% |
| FIBK | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 13.90 | 13.90 | 0.00% | market | 35.29% | 4.14% | 0.46% | 3.69% |
| MAA | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 62.85 | 62.85 | 0.00% | market | 331.82% | -3.17% | 0.46% | -3.63% |
| MPWR | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 16.48 | 16.48 | 0.00% | market | 28.57% | -12.78% | 0.46% | -13.24% |
| MXL | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 11.60 | 11.60 | 0.00% | market | 1667.00% | -16.05% | 0.46% | -16.51% |
| NYT | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 10.81 | 10.81 | 0.00% | market | 35.29% | -9.72% | 0.46% | -10.18% |
| PLD | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 33.11 | 33.11 | 0.00% | market | 100.00% | 6.06% | 0.46% | 5.60% |
| TRMB | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 23.91 | 23.91 | 0.00% | market | 35.29% | 3.41% | 0.46% | 2.96% |
| VIAV | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 12.54 | 12.54 | 0.00% | market | 52.63% | 15.55% | 0.46% | 15.09% |
| CNA | 2011-02-07 | 2011-02-08 | 2011-03-09 | 1 | 30.02 | 30.02 | 0.00% | market | 75.36% | -2.40% | 0.23% | -2.63% |
| EQIX | 2011-02-09 | 2011-02-10 | 2011-03-11 | 1 | 87.00 | 87.00 | 0.00% | market | 28.57% | -2.72% | -0.58% | -2.14% |
| HIMX | 2011-02-09 | 2011-02-10 | 2011-03-11 | 1 | 2.63 | 2.63 | 0.00% | market | 40.00% | -6.94% | -0.58% | -6.37% |
| HIW | 2011-02-09 | 2011-02-10 | 2011-03-11 | 1 | 32.79 | 32.79 | 0.00% | market | 320.00% | 4.32% | -0.58% | 4.90% |
| CENX | 2011-02-15 | 2011-02-16 | 2011-03-17 | 1 | 16.50 | 16.50 | 0.00% | market | 34.78% | 1.79% | -4.20% | 5.99% |
| EGP | 2011-02-15 | 2011-02-16 | 2011-03-17 | 1 | 43.75 | 43.75 | 0.00% | market | 343.75% | -5.93% | -4.20% | -1.73% |
| LCII | 2011-02-15 | 2011-02-16 | 2011-03-17 | 1 | 23.55 | 23.55 | 0.00% | market | 55.56% | -2.52% | -4.20% | 1.68% |
| LGND | 2011-02-15 | 2011-02-16 | 2011-03-17 | 1 | 5.70 | 5.70 | 0.00% | market | 500.00% | 0.60% | -4.20% | 4.81% |
| ATRC | 2011-02-16 | 2011-02-17 | 2011-03-18 | 1 | 11.50 | 11.50 | 0.00% | market | 101.07% | -11.06% | -4.27% | -6.79% |
| CLF | 2011-02-16 | 2011-02-17 | 2011-03-18 | 1 | 101.62 | 101.62 | 0.00% | market | 30.56% | -13.55% | -4.27% | -9.28% |
| DE | 2011-02-16 | 2011-02-17 | 2011-03-18 | 1 | 96.20 | 96.20 | 0.00% | market | 21.21% | -6.44% | -4.27% | -2.17% |
| DVN | 2011-02-16 | 2011-02-17 | 2011-03-18 | 1 | 86.10 | 86.10 | 0.00% | market | 31.43% | 4.59% | -4.27% | 8.86% |
| ALNY | 2011-02-17 | 2011-02-18 | 2011-03-21 | 1 | 10.67 | 10.67 | 0.00% | market | 54.29% | -9.75% | -3.45% | -6.31% |
| AORT | 2011-02-17 | 2011-02-18 | 2011-03-21 | 1 | 5.33 | 5.33 | 0.00% | market | 28.57% | 7.78% | -3.45% | 11.23% |
| BBW | 2011-02-17 | 2011-02-18 | 2011-03-21 | 1 | 6.97 | 6.97 | 0.00% | market | 38.46% | -8.28% | -3.45% | -4.83% |
| DDD | 2011-02-17 | 2011-02-18 | 2011-03-21 | 1 | 16.62 | 16.62 | 0.00% | market | 33.33% | -10.87% | -3.45% | -7.42% |
| DORM | 2011-02-22 | 2011-02-23 | 2011-03-23 | 1 | 16.68 | 16.68 | 0.00% | market | 21.43% | 13.42% | -1.59% | 15.01% |
| EXEL | 2011-02-22 | 2011-02-23 | 2011-03-23 | 1 | 10.51 | 10.51 | 0.00% | market | 20.00% | 6.94% | -1.59% | 8.53% |
| EXR | 2011-02-22 | 2011-02-23 | 2011-03-23 | 1 | 19.00 | 19.00 | 0.00% | market | 200.00% | 3.85% | -1.59% | 5.43% |
| HRL | 2011-02-22 | 2011-02-23 | 2011-03-23 | 1 | 13.62 | 13.62 | 0.00% | market | 27.27% | 0.56% | -1.59% | 2.15% |
| LEU | 2011-02-22 | 2011-02-23 | 2011-03-23 | 1 | 1,532.97 | 1,532.97 | 0.00% | market | 648.90% | -13.72% | -1.59% | -12.13% |
| SBLK | 2011-02-22 | 2011-02-23 | 2011-03-23 | 1 | 194.25 | 194.25 | 0.00% | market | 1800.00% | -5.12% | -1.59% | -3.53% |
| SKT | 2011-02-22 | 2011-02-23 | 2011-03-23 | 1 | 25.66 | 25.66 | 0.00% | market | 191.67% | -1.62% | -1.59% | -0.03% |
| EIG | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 18.51 | 18.51 | 0.00% | market | 129.41% | 8.92% | 0.02% | 8.91% |
| FLR | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 68.06 | 68.06 | 0.00% | market | 29.33% | 8.03% | 0.02% | 8.01% |
| FR | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 10.41 | 10.41 | 0.00% | market | 167.39% | 4.99% | 0.02% | 4.98% |
| IPI | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 369.80 | 369.80 | 0.00% | market | 20.60% | -8.19% | 0.02% | -8.20% |
| KAI | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 23.61 | 23.61 | 0.00% | market | 50.00% | 6.80% | 0.02% | 6.79% |
| KBR | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 32.22 | 32.22 | 0.00% | market | 23.26% | 15.14% | 0.02% | 15.12% |
| KKR | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 16.72 | 16.72 | 0.00% | market | 50.00% | 5.40% | 0.02% | 5.39% |
| LAD | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 15.49 | 15.49 | 0.00% | market | 75.00% | -6.49% | 0.02% | -6.51% |
| MGRC | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 26.40 | 26.40 | 0.00% | market | 40.54% | 1.34% | 0.02% | 1.32% |
| OPLN | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 5.81 | 5.81 | 0.00% | market | 42.86% | -1.73% | 0.02% | -1.74% |
| SKYW | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 15.82 | 15.82 | 0.00% | market | 48.48% | 5.65% | 0.02% | 5.64% |
| BIO | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 111.12 | 111.12 | 0.00% | market | 60.74% | 6.51% | -0.14% | 6.65% |
| CNK | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 19.59 | 19.59 | 0.00% | market | 50.00% | -0.05% | -0.14% | 0.09% |
| CRM | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 36.38 | 36.38 | 0.00% | market | 33.33% | -12.52% | -0.14% | -12.39% |
| CROX | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 18.76 | 18.76 | 0.00% | market | 114.32% | -7.08% | -0.14% | -6.95% |
| CUBE | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 9.87 | 9.87 | 0.00% | market | 100.09% | 5.37% | -0.14% | 5.51% |
| FAF | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 15.36 | 15.36 | 0.00% | market | 46.67% | 8.17% | -0.14% | 8.31% |
| GPK | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 4.82 | 4.82 | 0.00% | market | 259.93% | 9.86% | -0.14% | 10.00% |
| IAG | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 20.38 | 20.38 | 0.00% | market | 34.48% | 10.30% | -0.14% | 10.44% |
| MTRN | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 41.89 | 41.89 | 0.00% | market | 32.61% | -3.51% | -0.14% | -3.38% |
| PSA | 2011-02-25 | 2011-02-28 | 2011-03-28 | 3 | 110.80 | 110.80 | 0.00% | market | 84.72% | -2.75% | -1.39% | -1.37% |
| THC | 2011-02-25 | 2011-02-28 | 2011-03-28 | 3 | 28.00 | 28.00 | 0.00% | market | 29.03% | 3.76% | -1.39% | 5.14% |
| TTI | 2011-02-25 | 2011-02-28 | 2011-03-28 | 3 | 13.72 | 13.72 | 0.00% | market | 42.86% | 6.68% | -1.39% | 8.06% |
| CDE | 2011-02-28 | 2011-03-01 | 2011-03-29 | 1 | 32.40 | 32.40 | 0.00% | market | 75.00% | 5.12% | -1.28% | 6.40% |
| EPR | 2011-02-28 | 2011-03-01 | 2011-03-29 | 1 | 47.65 | 47.65 | 0.00% | market | 43.33% | -4.61% | -1.28% | -3.33% |
| EXLS | 2011-02-28 | 2011-03-01 | 2011-03-29 | 1 | 4.49 | 4.49 | 0.00% | market | 35.00% | -11.90% | -1.28% | -10.62% |
| IONS | 2011-02-28 | 2011-03-01 | 2011-03-29 | 1 | 9.27 | 9.27 | 0.00% | market | 36.36% | -5.17% | -1.28% | -3.89% |
| JKS | 2011-02-28 | 2011-03-01 | 2011-03-29 | 1 | 27.93 | 27.93 | 0.00% | market | 51.28% | -4.65% | -1.28% | -3.37% |
| LMAT | 2011-02-28 | 2011-03-01 | 2011-03-29 | 1 | 7.00 | 7.00 | 0.00% | market | 83.33% | -3.10% | -1.28% | -1.82% |
| RRC | 2011-02-28 | 2011-03-01 | 2011-03-29 | 1 | 51.79 | 51.79 | 0.00% | market | 35.71% | 7.93% | -1.28% | 9.21% |
| TM | 2011-02-28 | 2011-03-01 | 2011-03-29 | 1 | 93.72 | 93.72 | 0.00% | market | 37.04% | -15.05% | -1.28% | -13.77% |
| TREX | 2011-02-28 | 2011-03-01 | 2011-03-29 | 1 | 3.73 | 3.73 | 0.00% | market | 142.86% | 8.18% | -1.28% | 9.46% |
| BGS | 2011-03-01 | 2011-03-02 | 2011-03-30 | 1 | 15.59 | 15.59 | 0.00% | market | 40.00% | 19.98% | 1.54% | 18.43% |
| BWXT | 2011-03-01 | 2011-03-02 | 2011-03-30 | 1 | 24.14 | 24.14 | 0.00% | market | 25.00% | -1.22% | 1.54% | -2.76% |
| FIX | 2011-03-01 | 2011-03-02 | 2011-03-30 | 1 | 13.37 | 13.37 | 0.00% | market | 112.50% | 4.61% | 1.54% | 3.07% |
| GTN | 2011-03-01 | 2011-03-02 | 2011-03-30 | 1 | 2.20 | 2.20 | 0.00% | market | 59.09% | -5.10% | 1.54% | -6.64% |
| JOE | 2011-03-01 | 2011-03-02 | 2011-03-30 | 1 | 25.71 | 25.71 | 0.00% | market | 66.67% | -2.63% | 1.54% | -4.17% |
| KTOS | 2011-03-01 | 2011-03-02 | 2011-03-30 | 1 | 14.46 | 14.46 | 0.00% | market | 33.33% | -1.76% | 1.54% | -3.30% |
| MBI | 2011-03-01 | 2011-03-02 | 2011-03-30 | 1 | 10.92 | 10.92 | 0.00% | market | 929.63% | -6.78% | 1.54% | -8.33% |
| SNDA | 2011-03-02 | 2011-03-03 | 2011-03-31 | 1 | 130.50 | 130.50 | 0.00% | market | 60.00% | 21.97% | 0.14% | 21.83% |
| SQM | 2011-03-02 | 2011-03-03 | 2011-03-31 | 1 | 54.14 | 54.14 | 0.00% | market | 25.00% | 1.97% | 0.14% | 1.83% |
| AQN | 2011-03-03 | 2011-03-04 | 2011-04-01 | 1 | 5.30 | 5.30 | 0.00% | market | 200.00% | 3.48% | -0.16% | 3.65% |
| CLW | 2011-03-03 | 2011-03-04 | 2011-04-01 | 1 | 40.65 | 40.65 | 0.00% | market | 48.33% | -1.01% | -0.16% | -0.85% |
| COO | 2011-03-03 | 2011-03-04 | 2011-04-01 | 1 | 16.95 | 16.95 | 0.00% | market | 26.87% | 2.55% | -0.16% | 2.72% |
| DXCM | 2011-03-03 | 2011-03-04 | 2011-04-01 | 1 | 3.68 | 3.68 | 0.00% | market | 20.00% | 10.50% | -0.16% | 10.66% |
| GGB | 2011-03-03 | 2011-03-04 | 2011-04-01 | 1 | 11.25 | 11.25 | 0.00% | market | 61.11% | -11.21% | -0.16% | -11.05% |
| LXU | 2011-03-03 | 2011-03-04 | 2011-04-01 | 1 | 28.98 | 28.98 | 0.00% | market | 177.27% | 6.64% | -0.16% | 6.81% |
| MEI | 2011-03-03 | 2011-03-04 | 2011-04-01 | 1 | 12.51 | 12.51 | 0.00% | market | 60.00% | -3.70% | -0.16% | -3.53% |
| RY | 2011-03-03 | 2011-03-04 | 2011-04-01 | 1 | 61.45 | 61.45 | 0.00% | market | 22.55% | 2.39% | -0.16% | 2.55% |
| SMP | 2011-03-03 | 2011-03-04 | 2011-04-01 | 1 | 12.54 | 12.54 | 0.00% | market | 260.04% | 8.19% | -0.16% | 8.36% |
| AXR | 2011-03-07 | 2011-03-08 | 2011-04-05 | 1 | 10.00 | 10.00 | 0.00% | market | 362.50% | -2.10% | 1.22% | -3.32% |
| CPK | 2011-03-07 | 2011-03-08 | 2011-04-05 | 1 | 27.78 | 27.78 | 0.00% | market | 28.95% | 2.02% | 1.22% | 0.81% |
| DQ | 2011-03-07 | 2011-03-08 | 2011-04-05 | 1 | 11.94 | 11.94 | 0.00% | market | 33.80% | 2.41% | 1.22% | 1.20% |
| AVAV | 2011-03-08 | 2011-03-09 | 2011-04-06 | 1 | 32.04 | 32.04 | 0.00% | market | 36.84% | -6.12% | 1.01% | -7.14% |
| BTE | 2011-03-08 | 2011-03-09 | 2011-04-06 | 1 | 55.37 | 55.37 | 0.00% | market | 54.55% | 6.18% | 1.01% | 5.17% |
| HCI | 2011-03-08 | 2011-03-09 | 2011-04-06 | 1 | 8.50 | 8.50 | 0.00% | market | 92.86% | -4.81% | 1.01% | -5.82% |
| MYRG | 2011-03-08 | 2011-03-09 | 2011-04-06 | 1 | 23.98 | 23.98 | 0.00% | market | 61.11% | 0.23% | 1.01% | -0.78% |
| RDNT | 2011-03-08 | 2011-03-09 | 2011-04-06 | 1 | 3.55 | 3.55 | 0.00% | market | 118.16% | -1.65% | 1.01% | -2.66% |
| HRB | 2011-03-09 | 2011-03-10 | 2011-04-07 | 1 | 15.85 | 15.85 | 0.00% | market | 89.83% | 13.28% | 1.77% | 11.50% |
| VC | 2011-03-09 | 2011-03-10 | 2011-04-07 | 1 | 65.52 | 65.52 | 0.00% | market | 28.68% | -1.86% | 1.77% | -3.63% |
| ARR | 2011-03-10 | 2011-03-11 | 2011-04-08 | 1 | 297.20 | 297.20 | 0.00% | market | 936.50% | -3.73% | 2.58% | -6.31% |
| CIA | 2011-03-10 | 2011-03-11 | 2011-04-08 | 1 | 7.00 | 7.00 | 0.00% | market | 375.00% | 0.90% | 2.58% | -1.68% |
| MAIN | 2011-03-10 | 2011-03-11 | 2011-04-08 | 1 | 19.10 | 19.10 | 0.00% | market | 25.93% | -2.09% | 2.58% | -4.67% |
| NXST | 2011-03-10 | 2011-03-11 | 2011-04-08 | 1 | 7.02 | 7.02 | 0.00% | market | 56.25% | 21.84% | 2.58% | 19.26% |
| PAM | 2011-03-11 | 2011-03-14 | 2011-04-11 | 3 | 14.31 | 14.31 | 0.00% | market | 675.39% | 1.72% | 1.90% | -0.18% |
| CSR | 2011-03-14 | 2011-03-15 | 2011-04-12 | 1 | 92.50 | 92.50 | 0.00% | market | 600.00% | 0.01% | 3.85% | -3.85% |
| PBR | 2011-03-15 | 2011-03-16 | 2011-04-13 | 1 | 39.34 | 39.34 | 0.00% | market | 28.57% | -5.54% | 2.58% | -8.12% |
| STRL | 2011-03-16 | 2011-03-17 | 2011-04-14 | 1 | 14.58 | 14.58 | 0.00% | market | 285.71% | 5.25% | 2.78% | 2.47% |
| BAK | 2011-03-17 | 2011-03-18 | 2011-04-15 | 1 | 24.95 | 24.95 | 0.00% | market | 1037.67% | 14.13% | 2.48% | 11.64% |
| WGO | 2011-03-17 | 2011-03-18 | 2011-04-15 | 1 | 13.38 | 13.38 | 0.00% | market | 83.33% | -10.56% | 2.48% | -13.05% |
| LDOS | 2011-03-23 | 2011-03-24 | 2011-04-21 | 1 | 46.72 | 46.72 | 0.00% | market | 22.03% | 1.31% | 2.59% | -1.28% |
| MU | 2011-03-23 | 2011-03-24 | 2011-04-21 | 1 | 11.33 | 11.33 | 0.00% | market | 190.22% | 1.58% | 2.59% | -1.02% |
| FSM | 2011-03-24 | 2011-03-25 | 2011-04-25 | 1 | 5.72 | 5.72 | 0.00% | market | 32.76% | 7.59% | 1.83% | 5.76% |
| CALM | 2011-03-28 | 2011-03-29 | 2011-04-27 | 1 | 14.98 | 14.98 | 0.00% | market | 25.49% | -3.70% | 3.67% | -7.37% |
| LEN | 2011-03-29 | 2011-03-30 | 2011-04-28 | 1 | 18.84 | 18.84 | 0.00% | market | 380.00% | 0.54% | 2.69% | -2.15% |
| REX | 2011-03-29 | 2011-03-30 | 2011-04-28 | 1 | 2.65 | 2.65 | 0.00% | market | 250.00% | 8.58% | 2.69% | 5.89% |
| SBS | 2011-03-29 | 2011-03-30 | 2011-04-28 | 1 | 1.87 | 1.87 | 0.00% | market | 28.23% | 4.18% | 2.69% | 1.49% |
| LNN | 2011-03-30 | 2011-03-31 | 2011-04-29 | 1 | 78.69 | 78.69 | 0.00% | market | 25.35% | -6.92% | 2.89% | -9.81% |
| FC | 2011-03-31 | 2011-04-01 | 2011-05-02 | 1 | 8.85 | 8.85 | 0.00% | market | 100.00% | 0.69% | 2.11% | -1.42% |
| SA | 2011-03-31 | 2011-04-01 | 2011-05-02 | 1 | 31.86 | 31.86 | 0.00% | market | 66.67% | 3.98% | 2.11% | 1.87% |
| WOR | 2011-03-31 | 2011-04-01 | 2011-05-02 | 1 | 12.98 | 12.98 | 0.00% | market | 29.63% | -0.72% | 2.11% | -2.82% |
| BSBR | 2011-04-02 | 2011-04-04 | 2011-05-03 | 2 | 11.80 | 11.80 | 0.00% | market | 604.17% | -9.51% | 1.72% | -11.23% |
| MOV | 2011-04-07 | 2011-04-08 | 2011-05-09 | 1 | 16.89 | 16.89 | 0.00% | market | 649.63% | -4.84% | 0.60% | -5.44% |
| RPM | 2011-04-07 | 2011-04-08 | 2011-05-09 | 1 | 25.32 | 25.32 | 0.00% | market | 116.94% | -8.99% | 0.60% | -9.59% |
| STZ | 2011-04-07 | 2011-04-08 | 2011-05-09 | 1 | 21.88 | 21.88 | 0.00% | market | 29.63% | 1.96% | 0.60% | 1.35% |
| OZK | 2011-04-13 | 2011-04-14 | 2011-05-13 | 1 | 10.92 | 10.92 | 0.00% | market | 23.53% | 10.16% | 2.56% | 7.60% |
| MMSI | 2011-04-14 | 2011-04-15 | 2011-05-16 | 1 | 17.26 | 17.26 | 0.00% | market | 29.41% | 9.43% | 1.05% | 8.38% |
| WBS | 2011-04-15 | 2011-04-18 | 2011-05-17 | 3 | 21.61 | 21.61 | 0.00% | market | 24.14% | -3.52% | 1.98% | -5.50% |
| BOH | 2011-04-18 | 2011-04-19 | 2011-05-18 | 1 | 47.71 | 47.71 | 0.00% | market | 22.22% | 0.99% | 2.75% | -1.76% |
| GWW | 2011-04-18 | 2011-04-19 | 2011-05-18 | 1 | 145.86 | 145.86 | 0.00% | market | 21.11% | 3.93% | 2.75% | 1.18% |
| ICUI | 2011-04-18 | 2011-04-19 | 2011-05-18 | 1 | 44.57 | 44.57 | 0.00% | market | 21.28% | -4.86% | 2.75% | -7.61% |
| KEY | 2011-04-18 | 2011-04-19 | 2011-05-18 | 1 | 8.63 | 8.63 | 0.00% | market | 26.67% | -0.91% | 2.75% | -3.66% |
| PNFP | 2011-04-18 | 2011-04-19 | 2011-05-18 | 1 | 15.90 | 15.90 | 0.00% | market | 71.43% | -2.55% | 2.75% | -5.31% |
| ZION | 2011-04-18 | 2011-04-19 | 2011-05-18 | 1 | 24.54 | 24.54 | 0.00% | market | 144.44% | -3.20% | 2.75% | -5.95% |
| ELS | 2011-04-19 | 2011-04-20 | 2011-05-19 | 1 | 14.49 | 14.49 | 0.00% | market | 115.38% | 1.69% | 1.35% | 0.34% |
| GS | 2011-04-19 | 2011-04-20 | 2011-05-19 | 1 | 153.17 | 153.17 | 0.00% | market | 90.24% | -9.13% | 1.35% | -10.48% |
| INTC | 2011-04-19 | 2011-04-20 | 2011-05-19 | 1 | 21.21 | 21.21 | 0.00% | market | 21.74% | 10.89% | 1.35% | 9.53% |
| RF | 2011-04-19 | 2011-04-20 | 2011-05-19 | 1 | 7.26 | 7.26 | 0.00% | market | 110.00% | -2.30% | 1.35% | -3.66% |
| RNST | 2011-04-19 | 2011-04-20 | 2011-05-19 | 1 | 16.25 | 16.25 | 0.00% | market | 66.67% | -8.04% | 1.35% | -9.39% |
| TIGO | 2011-04-19 | 2011-04-20 | 2011-05-19 | 1 | 104.36 | 104.36 | 0.00% | market | 24.03% | 5.21% | 1.35% | 3.85% |
| WYNN | 2011-04-19 | 2011-04-20 | 2011-05-19 | 1 | 143.76 | 143.76 | 0.00% | market | 89.04% | 2.16% | 1.35% | 0.81% |
| AAPL | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 12.68 | 12.68 | 0.00% | market | 21.05% | -5.70% | -0.13% | -5.56% |
| ALGN | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 24.00 | 24.00 | 0.00% | market | 23.53% | -0.23% | -0.13% | -0.09% |
| BSX | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 7.29 | 7.29 | 0.00% | market | 250.00% | -6.82% | -0.13% | -6.69% |
| CATY | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 17.20 | 17.20 | 0.00% | market | 27.78% | -9.05% | -0.13% | -8.92% |
| CVBF | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 9.43 | 9.43 | 0.00% | market | 33.33% | -3.39% | -0.13% | -3.25% |
| EGP | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 44.77 | 44.77 | 0.00% | market | 373.33% | 1.15% | -0.13% | 1.29% |
| EW | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 14.58 | 14.58 | 0.00% | market | 28.57% | 0.96% | -0.13% | 1.10% |
| FCX | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 53.96 | 53.96 | 0.00% | market | 25.40% | -10.44% | -0.13% | -10.31% |
| HNI | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 29.95 | 29.95 | 0.00% | market | 60.00% | -18.90% | -0.13% | -18.76% |
| MYE | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 10.05 | 10.05 | 0.00% | market | 53.85% | -0.20% | -0.13% | -0.06% |
| NEU | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 162.00 | 162.00 | 0.00% | market | 21.72% | 6.60% | -0.13% | 6.73% |
| PII | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 54.51 | 54.51 | 0.00% | market | 91.43% | -4.94% | -0.13% | -4.81% |
| PLD | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 35.77 | 35.77 | 0.00% | market | 400.00% | -1.39% | -0.13% | -1.25% |
| TSCO | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 6.50 | 6.50 | 0.00% | market | 50.00% | -9.33% | -0.13% | -9.20% |
| WTFC | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 34.79 | 34.79 | 0.00% | market | 28.57% | -5.39% | -0.13% | -5.25% |
| AMD | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 8.67 | 8.67 | 0.00% | market | 60.00% | -2.18% | -1.21% | -0.96% |
| BFH | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 72.03 | 72.03 | 0.00% | market | 20.83% | -1.79% | -1.21% | -0.58% |
| BX | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 19.04 | 19.04 | 0.00% | market | 24.39% | -14.81% | -1.21% | -13.59% |
| COF | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 53.40 | 53.40 | 0.00% | market | 42.58% | 1.19% | -1.21% | 2.40% |
| FHN | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 10.23 | 10.23 | 0.00% | market | 290.93% | 0.29% | -1.21% | 1.50% |
| HOMB | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 5.69 | 5.69 | 0.00% | market | 22.22% | 0.95% | -1.21% | 2.17% |
| MAN | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 67.49 | 67.49 | 0.00% | market | 34.37% | -11.01% | -1.21% | -9.79% |
| MS | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 26.29 | 26.29 | 0.00% | market | 47.06% | -9.99% | -1.21% | -8.78% |
| NOK | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 8.65 | 8.65 | 0.00% | market | 38.46% | -6.34% | -1.21% | -5.13% |
| NUE | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 45.37 | 45.37 | 0.00% | market | 38.89% | -8.52% | -1.21% | -7.31% |
| POOL | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 29.00 | 29.00 | 0.00% | market | 83.67% | 0.00% | -1.21% | 1.22% |
| RMBS | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 20.05 | 20.05 | 0.00% | market | 33.33% | -30.62% | -1.21% | -29.41% |
| SHW | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 27.85 | 27.85 | 0.00% | market | 23.53% | 2.02% | -1.21% | 3.23% |
| TRV | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 61.32 | 61.32 | 0.00% | market | 25.17% | 0.10% | -1.21% | 1.31% |
| UNH | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 47.14 | 47.14 | 0.00% | market | 37.08% | 4.19% | -1.21% | 5.40% |
| ACGL | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 11.44 | 11.44 | 0.00% | market | 122.22% | -2.02% | -1.57% | -0.46% |
| BLDR | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 2.62 | 2.62 | 0.00% | market | 23.53% | -20.33% | -1.57% | -18.76% |
| BPOP | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 32.40 | 32.40 | 0.00% | market | 200.03% | -13.53% | -1.57% | -11.96% |
| EBF | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 20.06 | 20.06 | 0.00% | market | 35.71% | -11.27% | -1.57% | -9.70% |
| HLX | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 17.14 | 17.14 | 0.00% | market | 166.67% | -8.03% | -1.57% | -6.47% |
| HOPE | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 9.50 | 9.50 | 0.00% | market | 66.67% | -11.89% | -1.57% | -10.32% |
| HXL | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 21.36 | 21.36 | 0.00% | market | 25.00% | -4.08% | -1.57% | -2.51% |
| SBCF | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 9.15 | 9.15 | 0.00% | market | 82.14% | -0.65% | -1.57% | 0.92% |
| WAL | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 7.90 | 7.90 | 0.00% | market | 340.53% | -7.69% | -1.57% | -6.13% |
| ABCB | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 9.88 | 9.88 | 0.00% | market | 366.20% | -11.94% | -1.97% | -9.97% |
| AGCO | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 57.66 | 57.66 | 0.00% | market | 113.16% | -14.25% | -1.97% | -12.28% |
| AUB | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 12.56 | 12.56 | 0.00% | market | 22.22% | -0.82% | -1.97% | 1.15% |
| BUSE | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 15.75 | 15.75 | 0.00% | market | 68.75% | -3.72% | -1.97% | -1.75% |
| CMI | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 117.40 | 117.40 | 0.00% | market | 21.53% | -10.57% | -1.97% | -8.60% |
| COHR | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 29.52 | 29.52 | 0.00% | market | 33.33% | -5.32% | -1.97% | -3.35% |
| CRS | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 49.39 | 49.39 | 0.00% | market | 47.22% | 3.14% | -1.97% | 5.11% |
| DAL | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 9.81 | 9.81 | 0.00% | market | 24.00% | 6.83% | -1.97% | 8.80% |
| F | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 15.85 | 15.85 | 0.00% | market | 24.00% | -8.11% | -1.97% | -6.14% |
| HMN | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 17.74 | 17.74 | 0.00% | market | 23.26% | -8.56% | -1.97% | -6.59% |
| KWR | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 44.00 | 44.00 | 0.00% | market | 33.82% | -5.62% | -1.97% | -3.65% |
| MLI | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 4.87 | 4.87 | 0.00% | market | 95.65% | -9.55% | -1.97% | -7.58% |
| MRCY | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 20.30 | 20.30 | 0.00% | market | 33.33% | -9.66% | -1.97% | -7.69% |
| NBR | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 1,618.00 | 1,618.00 | 0.00% | market | 3617.95% | -14.41% | -1.97% | -12.44% |
| RRC | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 53.48 | 53.48 | 0.00% | market | 21.05% | 2.76% | -1.97% | 4.73% |
| RYN | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 31.90 | 31.90 | 0.00% | market | 23.68% | -1.60% | -1.97% | 0.36% |
| SKT | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 26.64 | 26.64 | 0.00% | market | 135.71% | 0.43% | -1.97% | 2.40% |
| TKR | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 39.32 | 39.32 | 0.00% | market | 31.40% | -11.93% | -1.97% | -9.96% |
| UAA | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 8.75 | 8.75 | 0.00% | market | 50.00% | -8.60% | -1.97% | -6.63% |
| UHS | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 54.43 | 54.43 | 0.00% | market | 22.34% | -1.07% | -1.97% | 0.90% |
| WTI | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 27.75 | 27.75 | 0.00% | market | 38.71% | -11.49% | -1.97% | -9.52% |
| ACCO | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 9.87 | 9.87 | 0.00% | market | 20.00% | -19.35% | -1.79% | -17.56% |
| ALL | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 33.25 | 33.25 | 0.00% | market | 36.76% | -6.42% | -1.79% | -4.62% |
| AVB | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 126.60 | 126.60 | 0.00% | market | 184.21% | 2.17% | -1.79% | 3.96% |
| BANR | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 17.78 | 17.78 | 0.00% | market | 41.12% | 5.41% | -1.79% | 7.21% |
| CCI | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 44.17 | 44.17 | 0.00% | market | 50.00% | -6.28% | -1.79% | -4.49% |
| CPF | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 15.55 | 15.55 | 0.00% | market | 2644.44% | -11.23% | -1.79% | -9.43% |
| CSGP | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 6.10 | 6.10 | 0.00% | market | 27.23% | 2.85% | -1.79% | 4.65% |
| DAN | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 18.57 | 18.57 | 0.00% | market | 25.93% | -5.59% | -1.79% | -3.80% |
| EDU | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 31.99 | 31.99 | 0.00% | market | 25.00% | -10.29% | -1.79% | -8.50% |
| ELV | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 74.75 | 74.75 | 0.00% | market | 25.67% | 3.47% | -1.79% | 5.27% |
| EQIX | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 100.00 | 100.00 | 0.00% | market | 78.57% | -0.40% | -1.79% | 1.39% |
| EQR | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 58.61 | 58.61 | 0.00% | market | 320.00% | 3.11% | -1.79% | 4.90% |
| ERIC | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 15.03 | 15.03 | 0.00% | market | 23.53% | -2.76% | -1.79% | -0.97% |
| EXR | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 21.66 | 21.66 | 0.00% | market | 257.14% | -1.85% | -1.79% | -0.06% |
| FR | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 12.31 | 12.31 | 0.00% | market | 200.00% | -2.29% | -1.79% | -0.50% |
| FTNT | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 4.49 | 4.49 | 0.00% | market | 24.53% | 5.25% | -1.79% | 7.04% |
| ADEA | 2011-04-28 | 2011-04-29 | 2011-05-27 | 1 | 5.10 | 5.10 | 0.00% | market | 56.25% | -10.88% | -1.95% | -8.94% |
| AIV | 2011-04-29 | 2011-05-02 | 2011-05-31 | 3 | 3.67 | 3.67 | 0.00% | market | 225.00% | -3.10% | -1.58% | -1.51% |
| CAT | 2011-04-29 | 2011-05-02 | 2011-05-31 | 3 | 116.24 | 116.24 | 0.00% | market | 40.46% | -9.08% | -1.58% | -7.50% |
| CGAU | 2011-04-29 | 2011-05-02 | 2011-05-31 | 3 | 19.76 | 19.76 | 0.00% | market | 81.25% | -3.64% | -1.58% | -2.06% |
| AEIS | 2011-05-02 | 2011-05-03 | 2011-06-01 | 1 | 15.16 | 15.16 | 0.00% | market | 22.86% | -4.45% | -3.01% | -1.45% |
| ABR | 2011-05-06 | 2011-05-09 | 2011-06-07 | 3 | 5.15 | 5.15 | 0.00% | market | 106.12% | -3.01% | -3.90% | 0.88% |
| AHT | 2011-05-08 | 2011-05-09 | 2011-06-07 | 1 | 7,031.91 | 7,031.91 | 0.00% | market | 195338.10% | 15.07% | -3.90% | 18.97% |
| CCO | 2011-05-06 | 2011-05-09 | 2011-06-07 | 3 | 14.59 | 14.59 | 0.00% | market | 66.67% | -4.42% | -3.90% | -0.52% |
| DAR | 2011-05-12 | 2011-05-13 | 2011-06-13 | 1 | 17.23 | 17.23 | 0.00% | market | 48.28% | 4.83% | -5.51% | 10.35% |
| BN | 2011-05-13 | 2011-05-16 | 2011-06-14 | 3 | 6.46 | 6.46 | 0.00% | market | 100.00% | 0.36% | -3.17% | 3.54% |
| NOVT | 2011-05-16 | 2011-05-17 | 2011-06-15 | 1 | 11.99 | 11.99 | 0.00% | market | 137.50% | -0.43% | -4.27% | 3.84% |
| TFII | 2011-05-17 | 2011-05-18 | 2011-06-16 | 1 | 15.93 | 15.93 | 0.00% | market | 33.31% | -9.14% | -4.46% | -4.68% |
| ANF | 2011-05-18 | 2011-05-19 | 2011-06-17 | 1 | 75.41 | 75.41 | 0.00% | market | 125.00% | -13.27% | -5.75% | -7.52% |
| NTES | 2011-05-18 | 2011-05-19 | 2011-06-17 | 1 | 9.17 | 9.17 | 0.00% | market | 21.43% | -8.06% | -5.75% | -2.31% |
| RYAAY | 2011-05-23 | 2011-05-24 | 2011-06-22 | 1 | 11.84 | 11.84 | 0.00% | market | 24.00% | 3.11% | -2.85% | 5.96% |
| DY | 2011-05-24 | 2011-05-25 | 2011-06-23 | 1 | 17.00 | 17.00 | 0.00% | market | 100.00% | -10.10% | -2.37% | -7.73% |
| TTWO | 2011-05-24 | 2011-05-25 | 2011-06-23 | 1 | 16.13 | 16.13 | 0.00% | market | 53.85% | -5.80% | -2.37% | -3.43% |
| CAL | 2011-05-25 | 2011-05-26 | 2011-06-24 | 1 | 10.62 | 10.62 | 0.00% | market | 23.08% | -3.40% | -3.95% | 0.56% |
| FRO | 2011-05-25 | 2011-05-26 | 2011-06-24 | 1 | 88.20 | 88.20 | 0.00% | market | 50.00% | -15.63% | -3.95% | -11.68% |
| PBA | 2011-05-25 | 2011-05-26 | 2011-06-24 | 1 | 24.55 | 24.55 | 0.00% | market | 38.11% | 1.94% | -3.95% | 5.89% |
| GCO | 2011-05-26 | 2011-05-27 | 2011-06-27 | 1 | 45.98 | 45.98 | 0.00% | market | 39.58% | 13.47% | -4.07% | 17.54% |
| GHM | 2011-05-27 | 2011-05-31 | 2011-06-28 | 4 | 24.14 | 24.14 | 0.00% | market | 28.57% | -20.56% | -3.83% | -16.74% |
| BNS | 2011-05-31 | 2011-06-01 | 2011-06-29 | 1 | 61.37 | 61.37 | 0.00% | market | 26.61% | -2.45% | -2.82% | 0.37% |
| REX | 2011-06-01 | 2011-06-02 | 2011-06-30 | 1 | 2.61 | 2.61 | 0.00% | market | 166.67% | 6.03% | 0.01% | 6.02% |
| VEON | 2011-06-01 | 2011-06-02 | 2011-06-30 | 1 | 352.50 | 352.50 | 0.00% | market | 39.39% | -9.60% | 0.01% | -9.61% |
| MOV | 2011-06-02 | 2011-06-03 | 2011-07-01 | 1 | 16.22 | 16.22 | 0.00% | market | 166.67% | 6.62% | 2.90% | 3.72% |
| BAH | 2011-06-07 | 2011-06-08 | 2011-07-07 | 1 | 17.82 | 17.82 | 0.00% | market | 28.57% | 6.80% | 5.13% | 1.68% |
| MOD | 2011-06-07 | 2011-06-08 | 2011-07-07 | 1 | 14.84 | 14.84 | 0.00% | market | 37.50% | 7.72% | 5.13% | 2.59% |
| UHAL | 2011-06-08 | 2011-06-09 | 2011-07-08 | 1 | 9.32 | 9.32 | 0.00% | market | 208.33% | 2.83% | 4.37% | -1.54% |
| BF-B | 2011-06-09 | 2011-06-10 | 2011-07-11 | 1 | 19.09 | 19.09 | 0.00% | market | 76.47% | 3.67% | 2.42% | 1.25% |
| KFY | 2011-06-15 | 2011-06-16 | 2011-07-15 | 1 | 22.27 | 22.27 | 0.00% | market | 21.88% | -0.91% | 3.64% | -4.55% |
| CMC | 2011-06-21 | 2011-06-22 | 2011-07-21 | 1 | 14.25 | 14.25 | 0.00% | market | 60.00% | 3.20% | 4.22% | -1.02% |
| LZB | 2011-06-21 | 2011-06-22 | 2011-07-21 | 1 | 11.03 | 11.03 | 0.00% | market | 26.32% | -13.43% | 4.22% | -17.64% |
| LEN | 2011-06-23 | 2011-06-24 | 2011-07-25 | 1 | 18.53 | 18.53 | 0.00% | market | 90.01% | -1.34% | 4.33% | -5.68% |
| FC | 2011-06-29 | 2011-06-30 | 2011-07-29 | 1 | 9.50 | 9.50 | 0.00% | market | 33.33% | 17.79% | -1.38% | 19.17% |
| LNN | 2011-06-29 | 2011-06-30 | 2011-07-29 | 1 | 69.24 | 69.24 | 0.00% | market | 23.71% | -8.68% | -1.38% | -7.30% |
| AZZ | 2011-06-30 | 2011-07-01 | 2011-08-01 | 1 | 25.13 | 25.13 | 0.00% | market | 22.58% | 0.66% | -2.51% | 3.16% |
| MEI | 2011-06-30 | 2011-07-01 | 2011-08-01 | 1 | 11.61 | 11.61 | 0.00% | market | 118.18% | -10.18% | -2.51% | -7.67% |
| OZK | 2011-07-13 | 2011-07-14 | 2011-08-11 | 1 | 13.24 | 13.24 | 0.00% | market | 265.00% | -13.24% | -11.23% | -2.01% |
| UFPI | 2011-07-13 | 2011-07-14 | 2011-08-11 | 1 | 8.09 | 8.09 | 0.00% | market | 120.00% | 9.29% | -11.23% | 20.52% |
| FHN | 2011-07-15 | 2011-07-18 | 2011-08-15 | 3 | 9.53 | 9.53 | 0.00% | market | 45.45% | -24.86% | -7.98% | -16.88% |
| MAT | 2011-07-15 | 2011-07-18 | 2011-08-15 | 3 | 27.28 | 27.28 | 0.00% | market | 43.75% | -9.15% | -7.98% | -1.17% |
| EDU | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 30.43 | 30.43 | 0.00% | market | 66.67% | -1.32% | -8.95% | 7.63% |
| ELS | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 16.38 | 16.38 | 0.00% | market | 233.33% | -1.26% | -8.95% | 7.69% |
| ZION | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 22.56 | 22.56 | 0.00% | market | 1064.48% | -25.28% | -8.95% | -16.33% |
| AAPL | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 14.15 | 14.15 | 0.00% | market | 33.33% | -4.06% | -10.07% | 6.01% |
| KEY | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 8.18 | 8.18 | 0.00% | market | 25.00% | -18.32% | -10.07% | -8.25% |
| MANH | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 9.75 | 9.75 | 0.00% | market | 45.45% | -11.85% | -10.07% | -1.78% |
| PNFP | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 15.23 | 15.23 | 0.00% | market | 40.00% | -15.73% | -10.07% | -5.66% |
| UNH | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 51.76 | 51.76 | 0.00% | market | 23.40% | -12.14% | -10.07% | -2.07% |
| BANR | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 18.45 | 18.45 | 0.00% | market | 79.63% | -22.86% | -14.16% | -8.70% |
| BPOP | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 25.70 | 25.70 | 0.00% | market | 45.83% | -19.36% | -14.16% | -5.20% |
| CVBF | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 9.56 | 9.56 | 0.00% | market | 42.86% | -17.88% | -14.16% | -3.72% |
| HST | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 17.09 | 17.09 | 0.00% | market | 233.33% | -34.04% | -14.16% | -19.88% |
| MCRI | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 10.85 | 10.85 | 0.00% | market | 69.23% | -10.61% | -14.16% | 3.55% |
| MTB | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 87.76 | 87.76 | 0.00% | market | 56.13% | -18.56% | -14.16% | -4.40% |
| TXT | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 24.46 | 24.46 | 0.00% | market | 20.83% | -36.85% | -14.16% | -22.69% |
| ABCB | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 10.30 | 10.30 | 0.00% | market | 233.33% | -12.43% | -16.27% | 3.84% |
| ALV | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 49.88 | 49.88 | 0.00% | market | 20.31% | -29.45% | -16.27% | -13.19% |
| AUB | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 12.75 | 12.75 | 0.00% | market | 26.32% | -18.77% | -16.27% | -2.50% |
| BLDR | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 2.44 | 2.44 | 0.00% | market | 27.27% | -29.20% | -16.27% | -12.93% |
| BLX | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 18.45 | 18.45 | 0.00% | market | 75.00% | -12.13% | -16.27% | 4.13% |
| BX | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 17.05 | 17.05 | 0.00% | market | 90.91% | -33.12% | -16.27% | -16.86% |
| CALX | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 22.00 | 22.00 | 0.00% | market | 23.08% | -41.37% | -16.27% | -25.11% |
| EGP | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 45.64 | 45.64 | 0.00% | market | 284.21% | -20.28% | -16.27% | -4.01% |
| FITB | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 12.86 | 12.86 | 0.00% | market | 29.63% | -27.94% | -16.27% | -11.67% |
| LECO | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 38.39 | 38.39 | 0.00% | market | 23.64% | -22.92% | -16.27% | -6.65% |
| MS | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 23.90 | 23.90 | 0.00% | market | 40.63% | -33.15% | -16.27% | -16.89% |
| MYE | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 12.21 | 12.21 | 0.00% | market | 55.56% | -20.90% | -16.27% | -4.64% |
| NOK | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 5.98 | 5.98 | 0.00% | market | 249.92% | -3.11% | -16.27% | 13.16% |
| NYT | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 9.09 | 9.09 | 0.00% | market | 55.56% | -27.16% | -16.27% | -10.90% |
| OFG | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 13.05 | 13.05 | 0.00% | market | 143.48% | -22.02% | -16.27% | -5.75% |
| OVV | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 156.40 | 156.40 | 0.00% | market | 54.93% | -25.32% | -16.27% | -9.06% |
| RMBS | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 15.15 | 15.15 | 0.00% | market | 28.57% | -30.27% | -16.27% | -14.00% |
| SBSI | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 16.44 | 16.44 | 0.00% | market | 42.11% | -7.83% | -16.27% | 8.44% |
| WAL | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 7.22 | 7.22 | 0.00% | market | 43.88% | -24.62% | -16.27% | -8.35% |
| WDC | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 26.83 | 26.83 | 0.00% | market | 20.90% | -25.71% | -16.27% | -9.44% |
| DCOM | 2011-07-22 | 2011-07-25 | 2011-08-22 | 3 | 20.76 | 20.76 | 0.00% | market | 23.53% | -12.96% | -15.43% | 2.47% |
| ACGL | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 11.11 | 11.11 | 0.00% | market | 150.00% | -2.44% | -12.94% | 10.50% |
| DAC | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 64.26 | 64.26 | 0.00% | market | 76.47% | -20.36% | -12.94% | -7.43% |
| HLX | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 19.72 | 19.72 | 0.00% | market | 95.00% | -22.16% | -12.94% | -9.22% |
| KRC | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 40.92 | 40.92 | 0.00% | market | 940.00% | -14.71% | -12.94% | -1.78% |
| RRC | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 64.22 | 64.22 | 0.00% | market | 42.11% | -7.92% | -12.94% | 5.02% |
| SANM | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 10.69 | 10.69 | 0.00% | market | 20.00% | -29.01% | -12.94% | -16.07% |
| STBA | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 18.58 | 18.58 | 0.00% | market | 71.43% | -11.51% | -12.94% | 1.43% |
| ACIW | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 12.64 | 12.64 | 0.00% | market | 244.00% | -23.64% | -10.94% | -12.70% |
| CB | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 67.50 | 67.50 | 0.00% | market | 21.08% | -7.37% | -10.94% | 3.57% |
| CVLG | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 3.03 | 3.03 | 0.00% | market | 22.22% | -33.76% | -10.94% | -22.82% |
| FORM | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 9.62 | 9.62 | 0.00% | market | 33.33% | -16.32% | -10.94% | -5.37% |
| GABC | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 11.43 | 11.43 | 0.00% | market | 23.81% | -1.76% | -10.94% | 9.18% |
| GPI | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 49.15 | 49.15 | 0.00% | market | 30.86% | -20.89% | -10.94% | -9.95% |
| KIM | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 19.94 | 19.94 | 0.00% | market | 58.67% | -16.35% | -10.94% | -5.41% |
| LVS | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 48.31 | 48.31 | 0.00% | market | 22.73% | -9.85% | -10.94% | 1.09% |
| NBR | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 1,345.00 | 1,345.00 | 0.00% | market | 4500.00% | -35.68% | -10.94% | -24.73% |
| SLG | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 91.17 | 91.17 | 0.00% | market | 721.43% | -23.05% | -10.94% | -12.10% |
| SPG | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 114.54 | 114.54 | 0.00% | market | 170.49% | -5.34% | -10.94% | 5.61% |
| TAL | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 2.13 | 2.13 | 0.00% | market | 92.86% | -8.55% | -10.94% | 2.39% |
| TCBK | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 15.07 | 15.07 | 0.00% | market | 30.77% | -10.85% | -10.94% | 0.09% |
| UAA | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 9.37 | 9.37 | 0.00% | market | 100.00% | -16.16% | -10.94% | -5.22% |
| ACCO | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 8.31 | 8.31 | 0.00% | market | 87.50% | -28.26% | -10.96% | -17.29% |
| AMKR | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 5.46 | 5.46 | 0.00% | market | 33.33% | -28.12% | -10.96% | -17.16% |
| ARE | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 81.93 | 81.93 | 0.00% | market | 105.36% | -17.14% | -10.96% | -6.17% |
| AXTI | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 8.33 | 8.33 | 0.00% | market | 50.00% | -12.10% | -10.96% | -1.14% |
| BA | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 71.00 | 71.00 | 0.00% | market | 28.87% | -14.04% | -10.96% | -3.08% |
| BSBR | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 9.08 | 9.08 | 0.00% | market | 659.09% | -7.92% | -10.96% | 3.05% |
| CPF | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 13.74 | 13.74 | 0.00% | market | 53.85% | -13.56% | -10.96% | -2.60% |
| CROX | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 29.00 | 29.00 | 0.00% | market | 38.64% | -10.41% | -10.96% | 0.55% |
| CSGP | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 5.74 | 5.74 | 0.00% | market | 260.74% | -17.52% | -10.96% | -6.56% |
| EQIX | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 104.75 | 104.75 | 0.00% | market | 33.33% | -18.90% | -10.96% | -7.93% |
| EQR | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 62.33 | 62.33 | 0.00% | market | 71.43% | -7.16% | -10.96% | 3.81% |
| FR | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 11.60 | 11.60 | 0.00% | market | 264.29% | -30.10% | -10.96% | -19.14% |
| HIW | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 33.89 | 33.89 | 0.00% | market | 252.94% | -9.90% | -10.96% | 1.07% |
| KBR | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 36.41 | 36.41 | 0.00% | market | 22.64% | -26.85% | -10.96% | -15.89% |
| LAD | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 21.58 | 21.58 | 0.00% | market | 54.29% | -21.88% | -10.96% | -10.91% |
| MCO | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 35.45 | 35.45 | 0.00% | market | 38.60% | -17.56% | -10.96% | -6.60% |
| RGEN | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 3.68 | 3.68 | 0.00% | market | 82.00% | -10.43% | -10.96% | 0.54% |
| RGR | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 23.15 | 23.15 | 0.00% | market | 33.33% | 24.78% | -10.96% | 35.75% |
| TER | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 12.66 | 12.66 | 0.00% | market | 21.95% | -10.53% | -10.96% | 0.44% |
| UFI | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 13.00 | 13.00 | 0.00% | market | 83.33% | -19.64% | -10.96% | -8.67% |
| UTI | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 18.70 | 18.70 | 0.00% | market | 22.73% | -23.47% | -10.96% | -12.50% |
| AORT | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 5.44 | 5.44 | 0.00% | market | 100.00% | -7.27% | -8.49% | 1.22% |
| BC | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 21.36 | 21.36 | 0.00% | market | 56.25% | -31.23% | -8.49% | -22.75% |
| BG | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 68.71 | 68.71 | 0.00% | market | 26.24% | -9.84% | -8.49% | -1.35% |
| BMRN | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 30.89 | 30.89 | 0.00% | market | 54.55% | -9.23% | -8.49% | -0.74% |
| BSX | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 7.16 | 7.16 | 0.00% | market | 50.00% | -11.13% | -8.49% | -2.65% |
| CRI | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 33.72 | 33.72 | 0.00% | market | 76.92% | -12.73% | -8.49% | -4.25% |
| DAN | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 16.06 | 16.06 | 0.00% | market | 25.00% | -26.94% | -8.49% | -18.45% |
| DDD | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 14.67 | 14.67 | 0.00% | market | 70.00% | -21.92% | -8.49% | -13.43% |
| DECK | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 15.08 | 15.08 | 0.00% | market | 86.96% | -6.53% | -8.49% | 1.95% |
| DHI | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 11.75 | 11.75 | 0.00% | market | 80.00% | -17.72% | -8.49% | -9.23% |
| DLR | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 60.60 | 60.60 | 0.00% | market | 251.72% | -5.38% | -8.49% | 3.11% |
| DTE | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 42.98 | 42.98 | 0.00% | market | 22.64% | -2.36% | -8.49% | 6.13% |
| EFSC | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 13.71 | 13.71 | 0.00% | market | 57.58% | 4.93% | -8.49% | 13.42% |
| EPR | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 46.72 | 46.72 | 0.00% | market | 48.21% | -14.50% | -8.49% | -6.02% |
| EQNR | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 24.66 | 24.66 | 0.00% | market | 115.28% | -6.10% | -8.49% | 2.38% |
| EXR | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 21.10 | 21.10 | 0.00% | market | 170.00% | -3.28% | -8.49% | 5.21% |
| AIV | 2011-07-29 | 2011-08-01 | 2011-08-29 | 3 | 3.69 | 3.69 | 0.00% | market | 194.44% | -6.33% | -7.25% | 0.91% |
| B | 2011-07-29 | 2011-08-01 | 2011-08-29 | 3 | 48.09 | 48.09 | 0.00% | market | 262.50% | 4.31% | -7.25% | 11.55% |
| BN | 2011-08-10 | 2011-08-11 | 2011-09-09 | 1 | 5.72 | 5.72 | 0.00% | market | 409.09% | -2.55% | 2.35% | -4.90% |
| DXC | 2011-08-10 | 2011-08-11 | 2011-09-09 | 1 | 14.04 | 14.04 | 0.00% | market | 71.01% | -2.33% | 2.35% | -4.68% |
| DQ | 2011-08-15 | 2011-08-16 | 2011-09-14 | 1 | 6.78 | 6.78 | 0.00% | market | 35.19% | -29.45% | -0.08% | -29.37% |
| INN | 2011-08-15 | 2011-08-16 | 2011-09-14 | 1 | 8.53 | 8.53 | 0.00% | market | 233.33% | 4.24% | -0.08% | 4.32% |
| PLAB | 2011-08-16 | 2011-08-17 | 2011-09-15 | 1 | 6.34 | 6.34 | 0.00% | market | 21.05% | 4.95% | 0.98% | 3.97% |
| CACI | 2011-08-17 | 2011-08-18 | 2011-09-16 | 1 | 49.56 | 49.56 | 0.00% | market | 23.08% | 5.11% | 4.31% | 0.80% |
| MZTI | 2011-08-18 | 2011-08-19 | 2011-09-19 | 1 | 54.42 | 54.42 | 0.00% | market | 28.92% | 9.95% | 6.51% | 3.44% |
| TROX | 2011-08-18 | 2011-08-19 | 2011-09-19 | 1 | 27.10 | 27.10 | 0.00% | market | 50.77% | -4.16% | 6.51% | -10.67% |
| DY | 2011-08-23 | 2011-08-24 | 2011-09-22 | 1 | 15.95 | 15.95 | 0.00% | market | 58.33% | 0.84% | -2.87% | 3.71% |
| HEI | 2011-08-24 | 2011-08-25 | 2011-09-23 | 1 | 17.35 | 17.35 | 0.00% | market | 23.08% | -10.99% | -4.37% | -6.62% |
| TOL | 2011-08-24 | 2011-08-25 | 2011-09-23 | 1 | 15.62 | 15.62 | 0.00% | market | 849.85% | -8.04% | -4.37% | -3.67% |
| SIG | 2011-08-25 | 2011-08-26 | 2011-09-26 | 1 | 36.07 | 36.07 | 0.00% | market | 28.81% | -4.48% | 0.48% | -4.96% |
| CWST | 2011-08-29 | 2011-08-30 | 2011-09-28 | 1 | 5.65 | 5.65 | 0.00% | market | 25.00% | -6.12% | -4.71% | -1.41% |
| GCO | 2011-08-31 | 2011-09-01 | 2011-09-30 | 1 | 52.86 | 52.86 | 0.00% | market | 120.00% | -2.62% | -7.47% | 4.86% |
| CIEN | 2011-09-01 | 2011-09-02 | 2011-10-03 | 1 | 14.46 | 14.46 | 0.00% | market | 200.00% | -29.01% | -7.17% | -21.84% |
| MOV | 2011-09-01 | 2011-09-02 | 2011-10-03 | 1 | 14.81 | 14.81 | 0.00% | market | 166.67% | -20.83% | -7.17% | -13.66% |
| IRS | 2011-09-09 | 2011-09-12 | 2011-10-10 | 3 | 10.14 | 10.14 | 0.00% | market | 56.25% | -5.13% | 4.46% | -9.59% |
| MLKN | 2011-09-21 | 2011-09-22 | 2011-10-20 | 1 | 17.67 | 17.67 | 0.00% | market | 31.25% | 13.99% | 7.43% | 6.57% |
| KBH | 2011-09-23 | 2011-09-26 | 2011-10-24 | 3 | 5.96 | 5.96 | 0.00% | market | 31.58% | 30.44% | 9.49% | 20.94% |
| TISI | 2011-10-03 | 2011-10-04 | 2011-11-01 | 1 | 209.40 | 209.40 | 0.00% | market | 30.43% | 15.42% | 12.60% | 2.82% |
| OZK | 2011-10-12 | 2011-10-13 | 2011-11-10 | 1 | 11.69 | 11.69 | 0.00% | market | 33.33% | 10.76% | 3.57% | 7.20% |
| SAR | 2011-10-12 | 2011-10-13 | 2011-11-10 | 1 | 16.10 | 16.10 | 0.00% | market | 66.00% | -0.29% | 3.57% | -3.85% |
| JPM | 2011-10-13 | 2011-10-14 | 2011-11-11 | 1 | 31.87 | 31.87 | 0.00% | market | 20.88% | 4.32% | 3.90% | 0.43% |
| WGO | 2011-10-13 | 2011-10-14 | 2011-11-11 | 1 | 7.56 | 7.56 | 0.00% | market | 215.79% | -4.99% | 3.90% | -8.89% |
| C | 2011-10-17 | 2011-10-18 | 2011-11-15 | 1 | 28.39 | 28.39 | 0.00% | market | 51.85% | -1.40% | 4.94% | -6.35% |
| ELS | 2011-10-17 | 2011-10-18 | 2011-11-15 | 1 | 15.62 | 15.62 | 0.00% | market | 460.00% | 0.99% | 4.94% | -3.96% |
| WAL | 2011-10-17 | 2011-10-18 | 2011-11-15 | 1 | 5.53 | 5.53 | 0.00% | market | 28.57% | 14.00% | 4.94% | 9.06% |
| BAC | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 6.68 | 6.68 | 0.00% | market | 63.16% | -11.78% | 1.39% | -13.17% |
| MANH | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 9.75 | 9.75 | 0.00% | market | 41.67% | 14.52% | 1.39% | 13.13% |
| PNFP | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 13.87 | 13.87 | 0.00% | market | 23.53% | 5.74% | 1.39% | 4.35% |
| RBCAA | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 19.99 | 19.99 | 0.00% | market | 52.00% | 2.45% | 1.39% | 1.06% |
| RLI | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 17.81 | 17.81 | 0.00% | market | 26.53% | -0.21% | 1.39% | -1.60% |