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 7: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| URI | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 22.94 | 22.94 | 0.00% | market | 21.05% | 15.24% | 1.39% | 13.86% |
| BANR | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 15.05 | 15.05 | 0.00% | market | 260.00% | 9.73% | 0.56% | 9.17% |
| COHU | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 9.96 | 9.96 | 0.00% | market | 75.00% | 4.62% | 0.56% | 4.06% |
| HNI | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 22.00 | 22.00 | 0.00% | market | 34.15% | 7.81% | 0.56% | 7.25% |
| MCRI | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 9.12 | 9.12 | 0.00% | market | 29.41% | 1.00% | 0.56% | 0.44% |
| MKSI | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 22.49 | 22.49 | 0.00% | market | 20.83% | 16.04% | 0.56% | 15.48% |
| MS | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 16.61 | 16.61 | 0.00% | market | 280.00% | -15.03% | 0.56% | -15.59% |
| TXT | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 18.42 | 18.42 | 0.00% | market | 45.16% | -2.33% | 0.56% | -2.89% |
| BSX | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 5.46 | 5.46 | 0.00% | market | 25.00% | -0.83% | -0.90% | 0.07% |
| EGP | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 39.41 | 39.41 | 0.00% | market | 257.14% | 6.07% | -0.90% | 6.97% |
| FITB | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 11.84 | 11.84 | 0.00% | market | 21.21% | 0.32% | -0.90% | 1.22% |
| IBKR | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 3.73 | 3.73 | 0.00% | market | 63.64% | -1.98% | -0.90% | -1.07% |
| NOK | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 6.45 | 6.45 | 0.00% | market | 322.83% | 0.83% | -0.90% | 1.73% |
| NYT | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 7.27 | 7.27 | 0.00% | market | 42.86% | -1.20% | -0.90% | -0.30% |
| OVV | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 102.30 | 102.30 | 0.00% | market | 105.36% | -5.04% | -0.90% | -4.13% |
| SBCF | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 8.25 | 8.25 | 0.00% | market | 417.33% | -11.62% | -0.90% | -10.71% |
| SYNA | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 30.00 | 30.00 | 0.00% | market | 21.28% | 10.87% | -0.90% | 11.77% |
| PDS | 2011-10-21 | 2011-10-24 | 2011-11-21 | 3 | 223.00 | 223.00 | 0.00% | market | 36.47% | -4.32% | -3.63% | -0.68% |
| AUB | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 12.38 | 12.38 | 0.00% | market | 43.48% | 0.14% | -4.56% | 4.71% |
| EC | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 43.15 | 43.15 | 0.00% | market | 35.29% | -5.11% | -4.56% | -0.54% |
| ETD | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 20.79 | 20.79 | 0.00% | market | 38.89% | -12.08% | -4.56% | -7.51% |
| FTNT | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 4.04 | 4.04 | 0.00% | market | 39.73% | 16.73% | -4.56% | 21.30% |
| HOPE | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 7.29 | 7.29 | 0.00% | market | 43.75% | 14.58% | -4.56% | 19.14% |
| HXL | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 26.01 | 26.01 | 0.00% | market | 25.93% | -11.71% | -4.56% | -7.15% |
| NFLX | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 1.07 | 1.07 | 0.00% | market | 30.77% | -5.71% | -4.56% | -1.14% |
| SQNS | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 564.00 | 564.00 | 0.00% | market | 255.56% | -18.54% | -4.56% | -13.98% |
| STBA | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 19.92 | 19.92 | 0.00% | market | 33.33% | -13.40% | -4.56% | -8.84% |
| UIS | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 24.51 | 24.51 | 0.00% | market | 132.86% | -7.20% | -4.56% | -2.64% |
| ACGL | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 12.18 | 12.18 | 0.00% | market | 23.81% | -4.70% | -6.26% | 1.57% |
| ACLS | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 5.08 | 5.08 | 0.00% | market | 100.00% | -13.49% | -6.26% | -7.22% |
| ARE | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 67.09 | 67.09 | 0.00% | market | 122.00% | -7.69% | -6.26% | -1.42% |
| BXP | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 91.36 | 91.36 | 0.00% | market | 236.84% | -2.88% | -6.26% | 3.38% |
| BYD | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 6.64 | 6.64 | 0.00% | market | 391.16% | -15.31% | -6.26% | -9.05% |
| CB | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 72.12 | 72.12 | 0.00% | market | 24.72% | -10.57% | -6.26% | -4.30% |
| CCI | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 43.18 | 43.18 | 0.00% | market | 33.33% | -8.97% | -6.26% | -2.71% |
| COLM | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 27.75 | 27.75 | 0.00% | market | 21.25% | -16.46% | -6.26% | -10.20% |
| CTS | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 8.81 | 8.81 | 0.00% | market | 43.75% | -12.02% | -6.26% | -5.75% |
| DHT | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 19.92 | 19.92 | 0.00% | market | 27.66% | -43.47% | -6.26% | -37.21% |
| NBR | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 820.50 | 820.50 | 0.00% | market | 5400.00% | -1.26% | -6.26% | 5.01% |
| OFG | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 10.74 | 10.74 | 0.00% | market | 60.71% | -8.76% | -6.26% | -2.49% |
| RF | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 3.80 | 3.80 | 0.00% | market | 106.03% | -3.26% | -6.26% | 3.01% |
| RYN | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 29.37 | 29.37 | 0.00% | market | 31.48% | -4.29% | -6.26% | 1.98% |
| SKT | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 28.22 | 28.22 | 0.00% | market | 143.75% | -7.47% | -6.26% | -1.21% |
| SPG | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 114.48 | 114.48 | 0.00% | market | 151.47% | -5.02% | -6.26% | 1.25% |
| SUI | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 37.80 | 37.80 | 0.00% | market | 150.00% | -11.29% | -6.26% | -5.03% |
| UBS | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 12.81 | 12.81 | 0.00% | market | 166.67% | -17.04% | -6.26% | -10.78% |
| WTFC | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 29.55 | 29.55 | 0.00% | market | 22.64% | -12.99% | -6.26% | -6.73% |
| BA | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 68.59 | 68.59 | 0.00% | market | 32.73% | -8.57% | -8.85% | 0.28% |
| BOKF | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 51.00 | 51.00 | 0.00% | market | 22.86% | 1.19% | -8.85% | 10.04% |
| CMP | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 78.30 | 78.30 | 0.00% | market | 63.49% | -11.44% | -8.85% | -2.60% |
| EQR | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 59.30 | 59.30 | 0.00% | market | 158.33% | -11.35% | -8.85% | -2.50% |
| FBP | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 3.12 | 3.12 | 0.00% | market | 24.74% | 10.16% | -8.85% | 19.00% |
| FR | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 9.88 | 9.88 | 0.00% | market | 300.00% | -13.46% | -8.85% | -4.61% |
| IDCC | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 48.00 | 48.00 | 0.00% | market | 39.02% | -15.31% | -8.85% | -6.46% |
| KAI | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 21.00 | 21.00 | 0.00% | market | 28.57% | -13.67% | -8.85% | -4.83% |
| LAD | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 21.89 | 21.89 | 0.00% | market | 29.79% | -12.07% | -8.85% | -3.22% |
| MKTX | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 28.55 | 28.55 | 0.00% | market | 21.43% | -7.74% | -8.85% | 1.11% |
| PLD | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 30.03 | 30.03 | 0.00% | market | 466.67% | -16.15% | -8.85% | -7.30% |
| SAIA | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 9.34 | 9.34 | 0.00% | market | 25.00% | -26.01% | -8.85% | -17.16% |
| SLG | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 75.30 | 75.30 | 0.00% | market | 2020.00% | -14.28% | -8.85% | -5.44% |
| TER | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 14.11 | 14.11 | 0.00% | market | 47.83% | -17.32% | -8.85% | -8.48% |
| TEX | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 16.20 | 16.20 | 0.00% | market | 42.86% | -21.89% | -8.85% | -13.04% |
| UMC | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 2.23 | 2.23 | 0.00% | market | 50.00% | -9.97% | -8.85% | -1.12% |
| ACIW | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 10.37 | 10.37 | 0.00% | market | 66.67% | -6.91% | -6.48% | -0.44% |
| ADC | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 21.94 | 21.94 | 0.00% | market | 61.76% | 8.06% | -6.48% | 14.54% |
| ALGN | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 21.49 | 21.49 | 0.00% | market | 42.11% | 6.37% | -6.48% | 12.84% |
| AMD | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 5.83 | 5.83 | 0.00% | market | 50.00% | -9.19% | -6.48% | -2.71% |
| BBW | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 6.61 | 6.61 | 0.00% | market | 400.00% | 20.02% | -6.48% | 26.50% |
| BC | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 19.02 | 19.02 | 0.00% | market | 45.82% | -12.30% | -6.48% | -5.82% |
| CMPR | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 33.50 | 33.50 | 0.00% | market | 29.17% | -7.23% | -6.48% | -0.76% |
| COLB | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 18.62 | 18.62 | 0.00% | market | 77.78% | -10.47% | -6.48% | -3.99% |
| CYTK | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 6.90 | 6.90 | 0.00% | market | 23.08% | -14.01% | -6.48% | -7.54% |
| DLR | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 62.38 | 62.38 | 0.00% | market | 225.81% | 1.44% | -6.48% | 7.92% |
| EA | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 23.56 | 23.56 | 0.00% | market | 223.62% | -6.34% | -6.48% | 0.14% |
| EFSC | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 16.05 | 16.05 | 0.00% | market | 32.43% | -15.05% | -6.48% | -8.58% |
| ENOV | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 40.83 | 40.83 | 0.00% | market | 23.33% | 21.61% | -6.48% | 28.09% |
| EVR | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 28.35 | 28.35 | 0.00% | market | 35.29% | -8.78% | -6.48% | -2.30% |
| EXR | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 22.62 | 22.62 | 0.00% | market | 135.71% | 1.31% | -6.48% | 7.79% |
| HIW | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 31.73 | 31.73 | 0.00% | market | 400.00% | -13.65% | -6.48% | -7.18% |
| ICLR | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 17.74 | 17.74 | 0.00% | market | 100.00% | -4.95% | -6.48% | 1.53% |
| PHM | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 5.33 | 5.33 | 0.00% | market | 1200.24% | 3.46% | -6.48% | 9.94% |
| RGEN | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 3.51 | 3.51 | 0.00% | market | 200.00% | -4.94% | -6.48% | 1.53% |
| SID | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 9.56 | 9.56 | 0.00% | market | 123.40% | -15.69% | -6.48% | -9.21% |
| SSD | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 31.50 | 31.50 | 0.00% | market | 21.21% | -3.59% | -6.48% | 2.88% |
| STC | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 9.97 | 9.97 | 0.00% | market | 44.83% | 0.40% | -6.48% | 6.88% |
| UTHR | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 43.62 | 43.62 | 0.00% | market | 80.82% | -9.02% | -6.48% | -2.54% |
| VRTX | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 42.75 | 42.75 | 0.00% | market | 385.71% | -36.38% | -6.48% | -29.90% |
| ALL | 2011-10-31 | 2011-11-01 | 2011-11-30 | 1 | 26.39 | 26.39 | 0.00% | market | 100.00% | 1.42% | 2.43% | -1.01% |
| AHT | 2011-11-09 | 2011-11-10 | 2011-12-09 | 1 | 4,827.44 | 4,827.44 | 0.00% | market | 975.00% | 5.76% | 1.01% | 4.75% |
| ATO | 2011-11-09 | 2011-11-10 | 2011-12-09 | 1 | 34.96 | 34.96 | 0.00% | market | 110.53% | -6.08% | 1.01% | -7.09% |
| AQN | 2011-11-10 | 2011-11-11 | 2011-12-12 | 1 | 5.60 | 5.60 | 0.00% | market | 507.14% | 5.08% | -1.29% | 6.37% |
| BTE | 2011-11-10 | 2011-11-11 | 2011-12-12 | 1 | 53.19 | 53.19 | 0.00% | market | 27.38% | -0.02% | -1.29% | 1.26% |
| EDN | 2011-11-14 | 2011-11-15 | 2011-12-14 | 1 | 7.09 | 7.09 | 0.00% | market | 37.50% | -16.88% | -2.74% | -14.14% |
| MITT | 2011-11-14 | 2011-11-15 | 2011-12-14 | 1 | 56.53 | 56.53 | 0.00% | market | 1604.00% | 3.40% | -2.74% | 6.14% |
| NOAH | 2011-11-14 | 2011-11-15 | 2011-12-14 | 1 | 6.95 | 6.95 | 0.00% | market | 22.22% | 7.96% | -2.74% | 10.70% |
| DKS | 2011-11-15 | 2011-11-16 | 2011-12-15 | 1 | 41.52 | 41.52 | 0.00% | market | 23.08% | -15.15% | -2.11% | -13.05% |
| GGB | 2011-11-16 | 2011-11-17 | 2011-12-16 | 1 | 6.88 | 6.88 | 0.00% | market | 241.67% | -15.07% | -1.82% | -13.25% |
| XYL | 2011-11-21 | 2011-11-22 | 2011-12-21 | 1 | 25.02 | 25.02 | 0.00% | market | 44.83% | -0.50% | 3.99% | -4.49% |
| FRO | 2011-11-22 | 2011-11-23 | 2011-12-22 | 1 | 14.20 | 14.20 | 0.00% | market | 23.59% | 38.98% | 6.10% | 32.89% |
| GCO | 2011-11-22 | 2011-11-23 | 2011-12-22 | 1 | 57.72 | 57.72 | 0.00% | market | 26.04% | 6.93% | 6.10% | 0.84% |
| SIG | 2011-11-22 | 2011-11-23 | 2011-12-22 | 1 | 43.15 | 43.15 | 0.00% | market | 42.86% | -0.03% | 6.10% | -6.13% |
| REX | 2011-11-30 | 2011-12-01 | 2011-12-30 | 1 | 3.06 | 3.06 | 0.00% | market | 135.22% | 20.16% | 0.52% | 19.64% |
| MOV | 2011-12-01 | 2011-12-02 | 2012-01-03 | 1 | 18.05 | 18.05 | 0.00% | market | 51.16% | 1.51% | 1.09% | 0.41% |
| AVAV | 2011-12-06 | 2011-12-07 | 2012-01-06 | 1 | 33.00 | 33.00 | 0.00% | market | 50.00% | -9.34% | 1.49% | -10.83% |
| TOL | 2011-12-06 | 2011-12-07 | 2012-01-06 | 1 | 21.09 | 21.09 | 0.00% | market | 80.00% | 2.93% | 1.49% | 1.45% |
| TTC | 2011-12-06 | 2011-12-07 | 2012-01-06 | 1 | 14.13 | 14.13 | 0.00% | market | 77.78% | 11.58% | 1.49% | 10.09% |
| COO | 2011-12-08 | 2011-12-09 | 2012-01-10 | 1 | 15.87 | 15.87 | 0.00% | market | 20.66% | 9.48% | 3.71% | 5.77% |
| BRT | 2011-12-12 | 2011-12-13 | 2012-01-12 | 1 | 6.25 | 6.25 | 0.00% | market | 116.67% | 0.86% | 3.72% | -2.86% |
| CSR | 2011-12-12 | 2011-12-13 | 2012-01-12 | 1 | 72.30 | 72.30 | 0.00% | market | 152.80% | 1.56% | 3.72% | -2.16% |
| GLNG | 2011-12-15 | 2011-12-16 | 2012-01-18 | 1 | 43.59 | 43.59 | 0.00% | market | 43.48% | -9.14% | 6.99% | -16.13% |
| LNN | 2011-12-21 | 2011-12-22 | 2012-01-24 | 1 | 53.97 | 53.97 | 0.00% | market | 33.33% | 11.54% | 5.48% | 6.06% |
| UNF | 2012-01-04 | 2012-01-05 | 2012-02-03 | 1 | 59.59 | 59.59 | 0.00% | market | 20.37% | 4.75% | 5.93% | -1.18% |
| FC | 2012-01-05 | 2012-01-06 | 2012-02-06 | 1 | 8.85 | 8.85 | 0.00% | market | 125.00% | 8.83% | 4.88% | 3.95% |
| CMC | 2012-01-06 | 2012-01-09 | 2012-02-07 | 3 | 16.48 | 16.48 | 0.00% | market | 25.00% | -10.78% | 5.30% | -16.08% |
| GBX | 2012-01-06 | 2012-01-09 | 2012-02-07 | 3 | 25.89 | 25.89 | 0.00% | market | 33.33% | -1.45% | 5.30% | -6.76% |
| SNX | 2012-01-10 | 2012-01-11 | 2012-02-09 | 1 | 16.92 | 16.92 | 0.00% | market | 20.18% | 13.14% | 5.15% | 7.99% |
| ASML | 2012-01-18 | 2012-01-19 | 2012-02-16 | 1 | 55.25 | 55.25 | 0.00% | market | 28.33% | 9.55% | 3.68% | 5.87% |
| GS | 2012-01-18 | 2012-01-19 | 2012-02-16 | 1 | 106.25 | 106.25 | 0.00% | market | 48.39% | 7.89% | 3.68% | 4.21% |
| KMI | 2012-01-18 | 2012-01-19 | 2012-02-16 | 1 | 32.50 | 32.50 | 0.00% | market | 37.93% | -0.62% | 3.68% | -4.30% |
| DGII | 2012-01-19 | 2012-01-20 | 2012-02-17 | 1 | 11.92 | 11.92 | 0.00% | market | 79.96% | 4.85% | 3.94% | 0.91% |
| MS | 2012-01-19 | 2012-01-20 | 2012-02-17 | 1 | 17.90 | 17.90 | 0.00% | market | 75.44% | 6.94% | 3.94% | 3.00% |
| DHT | 2012-01-23 | 2012-01-24 | 2012-02-22 | 1 | 10.92 | 10.92 | 0.00% | market | 35.85% | 28.47% | 4.00% | 24.47% |
| TXN | 2012-01-23 | 2012-01-24 | 2012-02-22 | 1 | 33.34 | 33.34 | 0.00% | market | 23.08% | -1.24% | 4.00% | -5.24% |
| WDC | 2012-01-23 | 2012-01-24 | 2012-02-22 | 1 | 27.23 | 27.23 | 0.00% | market | 112.68% | 9.67% | 4.00% | 5.67% |
| AAPL | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 16.23 | 16.23 | 0.00% | market | 38.89% | 13.52% | 4.09% | 9.43% |
| ASH | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 31.00 | 31.00 | 0.00% | market | 21.21% | -0.55% | 4.09% | -4.64% |
| RF | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 5.21 | 5.21 | 0.00% | market | 50.00% | 13.34% | 4.09% | 9.24% |
| STLD | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 15.98 | 15.98 | 0.00% | market | 27.27% | -7.98% | 4.09% | -12.08% |
| BA | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 75.84 | 75.84 | 0.00% | market | 29.70% | 0.19% | 2.84% | -2.65% |
| MEOH | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 28.24 | 28.24 | 0.00% | market | 21.43% | 10.03% | 2.84% | 7.19% |
| NFLX | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 1.63 | 1.63 | 0.00% | market | 25.00% | -1.94% | 2.84% | -4.78% |
| RLI | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 18.64 | 18.64 | 0.00% | market | 21.43% | -4.18% | 2.84% | -7.02% |
| TER | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 17.25 | 17.25 | 0.00% | market | 45.45% | -5.14% | 2.84% | -7.98% |
| TXT | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 24.56 | 24.56 | 0.00% | market | 44.12% | 12.48% | 2.84% | 9.64% |
| URI | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 37.83 | 37.83 | 0.00% | market | 32.26% | 13.28% | 2.84% | 10.44% |
| ADEA | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 4.63 | 4.63 | 0.00% | market | 62.50% | -3.56% | 4.51% | -8.07% |
| APTV | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 20.33 | 20.33 | 0.00% | market | 57.14% | 15.96% | 4.51% | 11.45% |
| CAT | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 110.53 | 110.53 | 0.00% | market | 34.10% | 4.51% | 4.51% | 0.00% |
| CLS | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 7.88 | 7.88 | 0.00% | market | 32.00% | 19.82% | 4.51% | 15.31% |
| CMPR | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 32.71 | 32.71 | 0.00% | market | 22.78% | 23.90% | 4.51% | 19.39% |
| FICO | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 37.98 | 37.98 | 0.00% | market | 30.65% | 5.75% | 4.51% | 1.23% |
| JBLU | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 5.80 | 5.80 | 0.00% | market | 109.81% | -11.13% | 4.51% | -15.65% |
| LSCC | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 6.80 | 6.80 | 0.00% | market | 580.00% | -3.48% | 4.51% | -7.99% |
| NOK | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 5.23 | 5.23 | 0.00% | market | 33.33% | 3.92% | 4.51% | -0.60% |
| NUE | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 43.31 | 43.31 | 0.00% | market | 32.14% | 1.84% | 4.51% | -2.67% |
| UAL | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 21.58 | 21.58 | 0.00% | market | 150.00% | -7.10% | 4.51% | -11.61% |
| AEP | 2012-01-27 | 2012-01-30 | 2012-02-28 | 3 | 39.88 | 39.88 | 0.00% | market | 60.00% | -4.91% | 5.40% | -10.32% |
| DHI | 2012-01-27 | 2012-01-30 | 2012-02-28 | 3 | 14.23 | 14.23 | 0.00% | market | 106.23% | -2.49% | 5.40% | -7.89% |
| ALGN | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 24.08 | 24.08 | 0.00% | market | 27.27% | 6.25% | 3.79% | 2.47% |
| HMC | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 33.96 | 33.96 | 0.00% | market | 30.77% | 12.15% | 3.79% | 8.36% |
| KRC | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 41.14 | 41.14 | 0.00% | market | 157.14% | 6.46% | 3.79% | 2.68% |
| LPL | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 13.15 | 13.15 | 0.00% | market | 108.83% | -0.02% | 3.79% | -3.81% |
| RYAAY | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 13.75 | 13.75 | 0.00% | market | 133.33% | -0.10% | 3.79% | -3.89% |
| SLG | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 78.05 | 78.05 | 0.00% | market | 1471.43% | 3.24% | 3.79% | -0.54% |
| AMZN | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 8.69 | 8.69 | 0.00% | market | 127.01% | 3.47% | 4.11% | -0.64% |
| BSBR | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 9.00 | 9.00 | 0.00% | market | 26.32% | 16.90% | 4.11% | 12.79% |
| BXP | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 104.24 | 104.24 | 0.00% | market | 236.11% | -1.80% | 4.11% | -5.91% |
| GFF | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 9.39 | 9.39 | 0.00% | market | 40.00% | 4.27% | 4.11% | 0.15% |
| KLIC | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 10.96 | 10.96 | 0.00% | market | 175.00% | 4.28% | 4.11% | 0.17% |
| MANH | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 11.25 | 11.25 | 0.00% | market | 25.00% | 4.30% | 4.11% | 0.19% |
| MPT | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 10.29 | 10.29 | 0.00% | market | 46.15% | -5.06% | 4.11% | -9.17% |
| OSK | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 24.50 | 24.50 | 0.00% | market | 24.24% | -5.00% | 4.11% | -9.11% |
| STX | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 23.59 | 23.59 | 0.00% | market | 22.22% | 15.88% | 4.11% | 11.77% |
| UIS | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 18.96 | 18.96 | 0.00% | market | 29.33% | 0.69% | 4.11% | -3.42% |
| UTL | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 27.18 | 27.18 | 0.00% | market | 48.39% | -1.65% | 4.11% | -5.76% |
| AIZ | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 41.69 | 41.69 | 0.00% | market | 21.32% | 2.63% | 3.45% | -0.82% |
| ALL | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 30.54 | 30.54 | 0.00% | market | 55.79% | 2.19% | 3.45% | -1.26% |
| AVB | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 135.98 | 135.98 | 0.00% | market | 108.77% | -2.87% | 3.45% | -6.32% |
| ENTG | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 9.50 | 9.50 | 0.00% | market | 23.08% | -5.47% | 3.45% | -8.92% |
| EPD | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 25.21 | 25.21 | 0.00% | market | 46.43% | 3.59% | 3.45% | 0.14% |
| EQR | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 58.37 | 58.37 | 0.00% | market | 364.29% | -1.32% | 3.45% | -4.77% |
| ESS | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 146.17 | 146.17 | 0.00% | market | 297.37% | -4.12% | 3.45% | -7.57% |
| EXPO | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 11.49 | 11.49 | 0.00% | market | 27.27% | -0.36% | 3.45% | -3.81% |
| MATV | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 34.01 | 34.01 | 0.00% | market | 50.54% | 2.69% | 3.45% | -0.76% |
| MDU | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 8.18 | 8.18 | 0.00% | market | 21.88% | 0.63% | 3.45% | -2.82% |
| MKSI | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 34.99 | 34.99 | 0.00% | market | 58.33% | -16.39% | 3.45% | -19.84% |
| NOC | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 58.24 | 58.24 | 0.00% | market | 25.15% | 2.51% | 3.45% | -0.94% |
| REG | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 41.56 | 41.56 | 0.00% | market | 320.00% | 3.00% | 3.45% | -0.45% |
| VIAV | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 7.72 | 7.72 | 0.00% | market | 50.00% | -1.28% | 3.45% | -4.73% |
| ACLS | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 7.56 | 7.56 | 0.00% | market | 75.00% | -17.03% | 2.05% | -19.08% |
| ALKS | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 19.53 | 19.53 | 0.00% | market | 47.62% | -12.54% | 2.05% | -14.59% |
| BHE | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 18.49 | 18.49 | 0.00% | market | 112.50% | -10.65% | 2.05% | -12.70% |
| CX | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 6.36 | 6.36 | 0.00% | market | 26.67% | -1.20% | 2.05% | -3.25% |
| EXP | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 31.93 | 31.93 | 0.00% | market | 53.85% | -3.58% | 2.05% | -5.63% |
| MAA | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 64.14 | 64.14 | 0.00% | market | 234.38% | -1.33% | 2.05% | -3.38% |
| SIMO | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 23.85 | 23.85 | 0.00% | market | 38.24% | -28.15% | 2.05% | -30.20% |
| SXC | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 14.64 | 14.64 | 0.00% | market | 54.17% | -5.50% | 2.05% | -7.55% |
| WYNN | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 117.01 | 117.01 | 0.00% | market | 20.16% | 4.81% | 2.05% | 2.75% |
| CRVL | 2012-02-04 | 2012-02-06 | 2012-03-06 | 2 | 8.44 | 8.44 | 0.00% | market | 145.33% | -13.01% | 0.57% | -13.59% |
| DCH | 2012-02-03 | 2012-02-06 | 2012-03-06 | 3 | 12.59 | 12.59 | 0.00% | market | 20.51% | -12.97% | 0.57% | -13.54% |
| MAC | 2012-02-03 | 2012-02-06 | 2012-03-06 | 3 | 55.09 | 55.09 | 0.00% | market | 260.87% | -1.86% | 0.57% | -2.44% |
| SPG | 2012-02-03 | 2012-02-06 | 2012-03-06 | 3 | 130.17 | 130.17 | 0.00% | market | 112.22% | -1.34% | 0.57% | -1.91% |
| TSN | 2012-02-03 | 2012-02-06 | 2012-03-06 | 3 | 19.19 | 19.19 | 0.00% | market | 27.27% | -0.15% | 0.57% | -0.73% |
| WTM | 2012-02-03 | 2012-02-06 | 2012-03-06 | 3 | 472.49 | 472.49 | 0.00% | market | 167.25% | 4.94% | 0.57% | 4.37% |
| WY | 2012-02-03 | 2012-02-06 | 2012-03-06 | 3 | 21.03 | 21.03 | 0.00% | market | 133.33% | -2.29% | 0.57% | -2.86% |
| ATRO | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 9.24 | 9.24 | 0.00% | market | 32.00% | -7.57% | 1.13% | -8.70% |
| CRK | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 62.15 | 62.15 | 0.00% | market | 44.44% | 20.66% | 1.13% | 19.52% |
| FN | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 18.76 | 18.76 | 0.00% | market | 156.25% | -14.23% | 1.13% | -15.36% |
| G | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 15.88 | 15.88 | 0.00% | market | 33.33% | -3.56% | 1.13% | -4.70% |
| HCA | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 28.48 | 28.48 | 0.00% | market | 23.68% | -10.95% | 1.13% | -12.08% |
| NNN | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 27.32 | 27.32 | 0.00% | market | 72.00% | -2.30% | 1.13% | -3.43% |
| RRX | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 62.53 | 62.53 | 0.00% | market | 32.86% | 3.35% | 1.13% | 2.22% |
| UDR | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 25.93 | 25.93 | 0.00% | market | 800.00% | -2.03% | 1.13% | -3.16% |
| WNC | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 9.61 | 9.61 | 0.00% | market | 22.22% | 2.40% | 1.13% | 1.26% |
| ARE | 2012-02-07 | 2012-02-08 | 2012-03-08 | 1 | 72.50 | 72.50 | 0.00% | market | 144.44% | -2.71% | 1.62% | -4.32% |
| BP | 2012-02-07 | 2012-02-08 | 2012-03-08 | 1 | 46.41 | 46.41 | 0.00% | market | 51.57% | 1.41% | 1.62% | -0.21% |
| DEI | 2012-02-07 | 2012-02-08 | 2012-03-08 | 1 | 21.14 | 21.14 | 0.00% | market | 355.31% | 3.31% | 1.62% | 1.69% |
| HIG | 2012-02-07 | 2012-02-08 | 2012-03-08 | 1 | 19.40 | 19.40 | 0.00% | market | 30.19% | 2.58% | 1.62% | 0.96% |
| HIW | 2012-02-07 | 2012-02-08 | 2012-03-08 | 1 | 32.89 | 32.89 | 0.00% | market | 233.33% | -4.78% | 1.62% | -6.40% |
| HMN | 2012-02-07 | 2012-02-08 | 2012-03-08 | 1 | 16.22 | 16.22 | 0.00% | market | 35.85% | 7.30% | 1.62% | 5.68% |
| LGND | 2012-02-07 | 2012-02-08 | 2012-03-08 | 1 | 8.75 | 8.75 | 0.00% | market | 242.86% | 12.70% | 1.62% | 11.08% |
| NJR | 2012-02-07 | 2012-02-08 | 2012-03-08 | 1 | 24.48 | 24.48 | 0.00% | market | 48.65% | -6.72% | 1.62% | -8.33% |
| OHI | 2012-02-07 | 2012-02-08 | 2012-03-08 | 1 | 21.96 | 21.96 | 0.00% | market | 138.10% | -6.93% | 1.62% | -8.55% |
| AIV | 2012-02-08 | 2012-02-09 | 2012-03-09 | 1 | 3.38 | 3.38 | 0.00% | market | 280.00% | -2.17% | 1.60% | -3.77% |
| CINF | 2012-02-08 | 2012-02-09 | 2012-03-09 | 1 | 33.60 | 33.60 | 0.00% | market | 48.28% | 4.19% | 1.60% | 2.59% |
| DXC | 2012-02-08 | 2012-02-09 | 2012-03-09 | 1 | 15.63 | 15.63 | 0.00% | market | 136.84% | -0.07% | 1.60% | -1.66% |
| ITRI | 2012-02-15 | 2012-02-16 | 2012-03-16 | 1 | 45.62 | 45.62 | 0.00% | market | 20.20% | -2.23% | 4.26% | -6.48% |
| NVMI | 2012-02-15 | 2012-02-16 | 2012-03-16 | 1 | 8.60 | 8.60 | 0.00% | market | 350.00% | 0.60% | 4.26% | -3.66% |
| TRN | 2012-02-15 | 2012-02-16 | 2012-03-16 | 1 | 12.68 | 12.68 | 0.00% | market | 27.27% | -0.73% | 4.26% | -4.99% |
| AAP | 2012-02-16 | 2012-02-17 | 2012-03-19 | 1 | 86.45 | 86.45 | 0.00% | market | 20.00% | 2.27% | 3.17% | -0.90% |
| EOG | 2012-02-16 | 2012-02-17 | 2012-03-19 | 1 | 59.54 | 59.54 | 0.00% | market | 29.55% | -1.51% | 3.17% | -4.68% |
| CUZ | 2012-02-21 | 2012-02-22 | 2012-03-21 | 1 | 20.80 | 20.80 | 0.00% | market | 900.00% | 3.31% | 2.90% | 0.41% |
| EXR | 2012-02-21 | 2012-02-22 | 2012-03-21 | 1 | 27.40 | 27.40 | 0.00% | market | 133.33% | 0.85% | 2.90% | -2.05% |
| FUN | 2012-02-21 | 2012-02-22 | 2012-03-21 | 1 | 28.67 | 28.67 | 0.00% | market | 113.33% | 2.48% | 2.90% | -0.42% |
| AHT | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 5,122.15 | 5,122.15 | 0.00% | market | 524900.00% | 6.80% | 2.38% | 4.42% |
| CLH | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 69.72 | 69.72 | 0.00% | market | 25.00% | -2.21% | 2.38% | -4.59% |
| CNK | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 20.94 | 20.94 | 0.00% | market | 27.78% | 4.44% | 2.38% | 2.05% |
| FOR | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 16.38 | 16.38 | 0.00% | market | 342.86% | -5.23% | 2.38% | -7.61% |
| AIG | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 29.82 | 29.82 | 0.00% | market | 30.16% | -5.30% | 1.99% | -7.28% |
| AMT | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 64.02 | 64.02 | 0.00% | market | 70.00% | -3.65% | 1.99% | -5.63% |
| AROC | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 8.52 | 8.52 | 0.00% | market | 69.57% | -0.57% | 1.99% | -2.56% |
| ASR | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 68.31 | 68.31 | 0.00% | market | 24.99% | 3.63% | 1.99% | 1.65% |
| BIO | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 100.10 | 100.10 | 0.00% | market | 24.55% | 1.41% | 1.99% | -0.58% |
| COR | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 37.38 | 37.38 | 0.00% | market | 133.24% | 4.13% | 1.99% | 2.14% |
| CROX | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 18.61 | 18.61 | 0.00% | market | 44.82% | 9.14% | 1.99% | 7.16% |
| CQP | 2012-02-24 | 2012-02-27 | 2012-03-26 | 3 | 21.96 | 21.96 | 0.00% | market | 650.00% | 4.68% | 4.11% | 0.57% |
| GHC | 2012-02-24 | 2012-02-27 | 2012-03-26 | 3 | 239.57 | 239.57 | 0.00% | market | 67.16% | -0.86% | 4.11% | -4.97% |
| GTN | 2012-02-24 | 2012-02-27 | 2012-03-26 | 3 | 2.22 | 2.22 | 0.00% | market | 150.00% | -10.01% | 4.11% | -14.12% |
| PNW | 2012-02-24 | 2012-02-27 | 2012-03-26 | 3 | 47.22 | 47.22 | 0.00% | market | 120.00% | 0.94% | 4.11% | -3.17% |
| AWK | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 34.18 | 34.18 | 0.00% | market | 53.12% | -0.51% | 2.89% | -3.40% |
| FRO | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 29.65 | 29.65 | 0.00% | market | 36.71% | 18.28% | 2.89% | 15.39% |
| IBOC | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 19.19 | 19.19 | 0.00% | market | 33.33% | 13.08% | 2.89% | 10.19% |
| LOW | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 27.34 | 27.34 | 0.00% | market | 20.83% | 13.95% | 2.89% | 11.05% |
| PAC | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 38.00 | 38.00 | 0.00% | market | 44.90% | 3.93% | 2.89% | 1.03% |
| VC | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 53.60 | 53.60 | 0.00% | market | 26.58% | 0.18% | 2.89% | -2.71% |
| AGO | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 17.90 | 17.90 | 0.00% | market | 37.68% | -7.03% | 1.97% | -8.99% |
| AMRX | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 23.75 | 23.75 | 0.00% | market | 63.64% | 1.58% | 1.97% | -0.38% |
| ARCC | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 16.62 | 16.62 | 0.00% | market | 23.08% | -1.48% | 1.97% | -3.45% |
| CPRT | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 3.04 | 3.04 | 0.00% | market | 28.57% | 8.45% | 1.97% | 6.49% |
| DY | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 22.16 | 22.16 | 0.00% | market | 100.00% | 5.32% | 1.97% | 3.35% |
| INN | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 9.90 | 9.90 | 0.00% | market | 184.62% | -20.81% | 1.97% | -22.77% |
| LXU | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 30.49 | 30.49 | 0.00% | market | 39.39% | -3.03% | 1.97% | -4.99% |
| NNI | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 26.70 | 26.70 | 0.00% | market | 20.56% | -1.07% | 1.97% | -3.04% |
| OLED | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 43.27 | 43.27 | 0.00% | market | 166.67% | -17.87% | 1.97% | -19.84% |
| ADC | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 24.03 | 24.03 | 0.00% | market | 71.43% | -6.84% | 2.13% | -8.97% |
| BWXT | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 20.01 | 20.01 | 0.00% | market | 31.71% | -7.15% | 2.13% | -9.27% |
| CNP | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 19.38 | 19.38 | 0.00% | market | 42.11% | -0.25% | 2.13% | -2.38% |
| CRI | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 48.88 | 48.88 | 0.00% | market | 43.18% | 0.86% | 2.13% | -1.27% |
| DRH | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 9.79 | 9.79 | 0.00% | market | 300.00% | 2.96% | 2.13% | 0.84% |
| EIX | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 42.27 | 42.27 | 0.00% | market | 63.04% | 0.44% | 2.13% | -1.68% |
| MGRC | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 32.11 | 32.11 | 0.00% | market | 23.26% | -0.29% | 2.13% | -2.41% |
| NC | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 7.41 | 7.41 | 0.00% | market | 25.15% | 17.58% | 2.13% | 15.45% |
| NKTR | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 111.00 | 111.00 | 0.00% | market | 31.25% | 10.98% | 2.13% | 8.85% |
| PEGA | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 7.88 | 7.88 | 0.00% | market | 229.35% | 20.33% | 2.13% | 18.20% |
| SBRA | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 14.84 | 14.84 | 0.00% | market | 164.29% | 10.55% | 2.13% | 8.42% |
| ADUS | 2012-03-01 | 2012-03-02 | 2012-03-30 | 1 | 3.70 | 3.70 | 0.00% | market | 105.88% | 33.68% | 2.30% | 31.38% |
| KOS | 2012-03-01 | 2012-03-02 | 2012-03-30 | 1 | 14.06 | 14.06 | 0.00% | market | 45.45% | -5.93% | 2.30% | -8.24% |
| PRIM | 2012-03-01 | 2012-03-02 | 2012-03-30 | 1 | 15.28 | 15.28 | 0.00% | market | 59.09% | 5.00% | 2.30% | 2.70% |
| SRPT | 2012-03-01 | 2012-03-02 | 2012-03-30 | 1 | 6.42 | 6.42 | 0.00% | market | 81.82% | 43.83% | 2.30% | 41.52% |
| KOF | 2012-03-05 | 2012-03-06 | 2012-04-03 | 1 | 100.31 | 100.31 | 0.00% | market | 20.59% | 7.29% | 4.37% | 2.92% |
| AAT | 2012-03-06 | 2012-03-07 | 2012-04-04 | 1 | 21.63 | 21.63 | 0.00% | market | 660.00% | 6.23% | 3.55% | 2.68% |
| AVD | 2012-03-06 | 2012-03-07 | 2012-04-04 | 1 | 17.61 | 17.61 | 0.00% | market | 35.29% | 35.16% | 3.55% | 31.61% |
| IRDM | 2012-03-06 | 2012-03-07 | 2012-04-04 | 1 | 8.25 | 8.25 | 0.00% | market | 22.22% | 3.78% | 3.55% | 0.22% |
| KRO | 2012-03-06 | 2012-03-07 | 2012-04-04 | 1 | 23.60 | 23.60 | 0.00% | market | 57.45% | -0.35% | 3.55% | -3.91% |
| SMP | 2012-03-06 | 2012-03-07 | 2012-04-04 | 1 | 20.55 | 20.55 | 0.00% | market | 21.43% | -21.90% | 3.55% | -25.45% |
| DK | 2012-03-07 | 2012-03-08 | 2012-04-05 | 1 | 14.03 | 14.03 | 0.00% | market | 56.25% | 7.60% | 2.40% | 5.20% |
| HBM | 2012-03-07 | 2012-03-08 | 2012-04-05 | 1 | 11.53 | 11.53 | 0.00% | market | 61.54% | -7.91% | 2.40% | -10.30% |
| HOV | 2012-03-07 | 2012-03-08 | 2012-04-05 | 1 | 63.75 | 63.75 | 0.00% | market | 64.14% | -20.88% | 2.40% | -23.28% |
| SNDA | 2012-03-07 | 2012-03-08 | 2012-04-05 | 1 | 126.15 | 126.15 | 0.00% | market | 33.33% | 12.74% | 2.40% | 10.35% |
| AMN | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 5.21 | 5.21 | 0.00% | market | 27.27% | 12.57% | 0.67% | 11.90% |
| CECO | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 7.89 | 7.89 | 0.00% | market | 30.77% | -10.49% | 0.67% | -11.16% |
| HCI | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 11.15 | 11.15 | 0.00% | market | 100.00% | 12.10% | 0.67% | 11.43% |
| HPP | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 107.59 | 107.59 | 0.00% | market | 457.14% | -2.77% | 0.67% | -3.44% |
| RDNT | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 3.12 | 3.12 | 0.00% | market | 266.67% | 3.75% | 0.67% | 3.08% |
| STAG | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 13.07 | 13.07 | 0.00% | market | 428.57% | 2.73% | 0.67% | 2.06% |
| HTH | 2012-03-09 | 2012-03-12 | 2012-04-10 | 3 | 8.26 | 8.26 | 0.00% | market | 350.00% | -4.10% | -1.20% | -2.90% |
| MIDD | 2012-03-09 | 2012-03-12 | 2012-04-10 | 3 | 25.38 | 25.38 | 0.00% | market | 44.19% | 0.25% | -1.20% | 1.45% |
| OPCH | 2012-03-09 | 2012-03-12 | 2012-04-10 | 3 | 28.00 | 28.00 | 0.00% | market | 33.33% | -2.96% | -1.20% | -1.76% |
| PLOW | 2012-03-12 | 2012-03-13 | 2012-04-11 | 1 | 13.24 | 13.24 | 0.00% | market | 31.82% | -3.57% | -0.95% | -2.62% |
| SSRM | 2012-03-12 | 2012-03-13 | 2012-04-11 | 1 | 15.46 | 15.46 | 0.00% | market | 25.00% | -10.51% | -0.95% | -9.56% |
| VCEL | 2012-03-12 | 2012-03-13 | 2012-04-11 | 1 | 42.40 | 42.40 | 0.00% | market | 69.57% | -1.99% | -0.95% | -1.03% |
| ANIP | 2012-03-13 | 2012-03-14 | 2012-04-12 | 1 | 27.00 | 27.00 | 0.00% | market | 46.67% | -18.77% | -0.94% | -17.83% |
| CSR | 2012-03-13 | 2012-03-14 | 2012-04-12 | 1 | 79.20 | 79.20 | 0.00% | market | 33.33% | -7.80% | -0.94% | -6.87% |
| INSM | 2012-03-13 | 2012-03-14 | 2012-04-12 | 1 | 4.06 | 4.06 | 0.00% | market | 21.05% | -19.80% | -0.94% | -18.87% |
| REX | 2012-03-13 | 2012-03-14 | 2012-04-12 | 1 | 5.59 | 5.59 | 0.00% | market | 65.52% | -10.30% | -0.94% | -9.36% |
| BAK | 2012-03-14 | 2012-03-15 | 2012-04-13 | 1 | 17.20 | 17.20 | 0.00% | market | 518.29% | -11.20% | -2.13% | -9.08% |
| NOVT | 2012-03-14 | 2012-03-15 | 2012-04-13 | 1 | 11.10 | 11.10 | 0.00% | market | 37.50% | 6.03% | -2.13% | 8.15% |
| TM | 2012-03-14 | 2012-03-15 | 2012-04-13 | 1 | 85.10 | 85.10 | 0.00% | market | 32.00% | -4.42% | -2.13% | -2.30% |
| FF | 2012-03-15 | 2012-03-16 | 2012-04-16 | 1 | 11.49 | 11.49 | 0.00% | market | 44.44% | -7.15% | -2.36% | -4.79% |
| DQ | 2012-03-21 | 2012-03-22 | 2012-04-20 | 1 | 2.51 | 2.51 | 0.00% | market | 66.67% | -29.18% | -0.88% | -28.30% |
| SBS | 2012-03-23 | 2012-03-26 | 2012-04-24 | 3 | 2.50 | 2.50 | 0.00% | market | 42.86% | 1.10% | -2.37% | 3.47% |
| LEN | 2012-03-27 | 2012-03-28 | 2012-04-26 | 1 | 27.61 | 27.61 | 0.00% | market | 102.17% | -0.93% | -0.67% | -0.27% |
| CMC | 2012-03-28 | 2012-03-29 | 2012-04-27 | 1 | 14.33 | 14.33 | 0.00% | market | 166.67% | 2.41% | 0.54% | 1.88% |
| HII | 2012-03-28 | 2012-03-29 | 2012-04-27 | 1 | 40.33 | 40.33 | 0.00% | market | 26.60% | -2.31% | 0.54% | -2.84% |
| LNN | 2012-03-28 | 2012-03-29 | 2012-04-27 | 1 | 66.47 | 66.47 | 0.00% | market | 20.48% | 3.25% | 0.54% | 2.72% |
| SLS | 2012-03-28 | 2012-03-29 | 2012-04-27 | 1 | 69,000.00 | 69,000.00 | 0.00% | market | 126.67% | -47.49% | 0.54% | -48.03% |
| FC | 2012-03-29 | 2012-03-30 | 2012-04-30 | 1 | 9.70 | 9.70 | 0.00% | market | 66.67% | -4.33% | -0.75% | -3.58% |
| MOV | 2012-03-29 | 2012-03-30 | 2012-04-30 | 1 | 24.76 | 24.76 | 0.00% | market | 140.00% | 14.40% | -0.75% | 15.14% |
| RPM | 2012-04-05 | 2012-04-09 | 2012-05-07 | 4 | 25.81 | 25.81 | 0.00% | market | 400.00% | 2.26% | -0.67% | 2.94% |
| STZ | 2012-04-05 | 2012-04-09 | 2012-05-07 | 4 | 21.37 | 21.37 | 0.00% | market | 76.92% | -3.09% | -0.67% | -2.42% |
| WDFC | 2012-04-05 | 2012-04-09 | 2012-05-07 | 4 | 45.10 | 45.10 | 0.00% | market | 20.37% | -1.30% | -0.67% | -0.62% |
| GBX | 2012-04-09 | 2012-04-10 | 2012-05-08 | 1 | 18.10 | 18.10 | 0.00% | market | 21.28% | -15.02% | -1.01% | -14.00% |
| HWM | 2012-04-10 | 2012-04-11 | 2012-05-09 | 1 | 20.46 | 20.46 | 0.00% | market | 350.00% | -8.00% | -1.13% | -6.87% |
| ELS | 2012-04-16 | 2012-04-17 | 2012-05-15 | 1 | 17.08 | 17.08 | 0.00% | market | 357.14% | 0.43% | -3.26% | 3.69% |
| PNFP | 2012-04-16 | 2012-04-17 | 2012-05-15 | 1 | 16.97 | 16.97 | 0.00% | market | 31.25% | 3.02% | -3.26% | 6.29% |
| STX | 2012-04-17 | 2012-04-18 | 2012-05-16 | 1 | 28.60 | 28.60 | 0.00% | market | 25.12% | 5.63% | -4.07% | 9.70% |
| URI | 2012-04-17 | 2012-04-18 | 2012-05-16 | 1 | 44.38 | 44.38 | 0.00% | market | 620.00% | -14.52% | -4.07% | -10.45% |
| BLX | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 21.69 | 21.69 | 0.00% | market | 56.36% | -11.12% | -5.60% | -5.51% |
| BMI | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 19.30 | 19.30 | 0.00% | market | 61.54% | -5.18% | -5.60% | 0.43% |
| HBAN | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 6.43 | 6.43 | 0.00% | market | 21.43% | -3.37% | -5.60% | 2.24% |
| KMI | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 37.45 | 37.45 | 0.00% | market | 80.65% | -11.98% | -5.60% | -6.38% |
| WTFC | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 34.25 | 34.25 | 0.00% | market | 21.95% | -1.79% | -5.60% | 3.81% |
| AAL | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 9.77 | 9.77 | 0.00% | market | 48.25% | 2.87% | -6.21% | 9.08% |
| AMD | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 8.16 | 8.16 | 0.00% | market | 33.33% | -26.45% | -6.21% | -20.24% |
| BAC | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 8.78 | 8.78 | 0.00% | market | 100.00% | -20.15% | -6.21% | -13.94% |
| BLDR | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 4.31 | 4.31 | 0.00% | market | 21.43% | -17.73% | -6.21% | -11.52% |
| BSX | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 5.89 | 5.89 | 0.00% | market | 87.50% | 1.09% | -6.21% | 7.30% |
| EGP | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 51.86 | 51.86 | 0.00% | market | 230.43% | -8.93% | -6.21% | -2.72% |
| LSCC | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 6.25 | 6.25 | 0.00% | market | 28.57% | -26.18% | -6.21% | -19.97% |
| LUV | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 8.22 | 8.22 | 0.00% | market | 60.00% | -0.95% | -6.21% | 5.26% |
| MS | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 18.13 | 18.13 | 0.00% | market | 68.89% | -26.47% | -6.21% | -20.26% |
| MYE | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 17.11 | 17.11 | 0.00% | market | 30.43% | -5.07% | -6.21% | 1.14% |
| NYT | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 6.48 | 6.48 | 0.00% | market | 300.00% | -4.58% | -6.21% | 1.63% |
| PENN | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 10.09 | 10.09 | 0.00% | market | 23.33% | -0.30% | -6.21% | 5.91% |
| POOL | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 39.41 | 39.41 | 0.00% | market | 814.29% | -10.93% | -6.21% | -4.73% |
| RMBS | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 5.64 | 5.64 | 0.00% | market | 113.04% | -25.45% | -6.21% | -19.24% |
| TRV | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 61.91 | 61.91 | 0.00% | market | 32.24% | 0.34% | -6.21% | 6.55% |
| VMI | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 126.12 | 126.12 | 0.00% | market | 28.10% | -11.69% | -6.21% | -5.48% |
| BPOP | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 18.30 | 18.30 | 0.00% | market | 51.52% | -20.87% | -3.35% | -17.52% |
| HLX | 2012-04-22 | 2012-04-23 | 2012-05-21 | 1 | 17.47 | 17.47 | 0.00% | market | 69.77% | 3.16% | -3.35% | 6.51% |
| MAN | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 44.02 | 44.02 | 0.00% | market | 42.86% | -16.71% | -3.35% | -13.36% |
| RCL | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 26.49 | 26.49 | 0.00% | market | 40.00% | -8.48% | -3.35% | -5.13% |
| TT | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 31.02 | 31.02 | 0.00% | market | 24.00% | 3.70% | -3.35% | 7.05% |
| UAA | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 12.51 | 12.51 | 0.00% | market | 33.33% | -6.95% | -3.35% | -3.60% |
| UFPI | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 11.43 | 11.43 | 0.00% | market | 530.06% | 7.51% | -3.35% | 10.86% |
| ALGN | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 32.86 | 32.86 | 0.00% | market | 28.57% | -5.12% | -3.44% | -1.68% |
| BANR | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 21.25 | 21.25 | 0.00% | market | 81.82% | -10.08% | -3.44% | -6.64% |
| DHI | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 15.19 | 15.19 | 0.00% | market | 236.44% | 9.12% | -3.44% | 12.56% |
| EBF | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 15.20 | 15.20 | 0.00% | market | 160.00% | -7.60% | -3.44% | -4.16% |
| HOPE | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 10.35 | 10.35 | 0.00% | market | 135.29% | 1.54% | -3.44% | 4.98% |
| JJSF | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 53.63 | 53.63 | 0.00% | market | 30.95% | 1.82% | -3.44% | 5.26% |
| MTG | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 3.41 | 3.41 | 0.00% | market | 78.26% | -27.08% | -3.44% | -23.64% |
| OFG | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 11.57 | 11.57 | 0.00% | market | 27.78% | -7.62% | -3.44% | -4.18% |
| QCRH | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 11.38 | 11.38 | 0.00% | market | 84.62% | 6.23% | -3.44% | 9.67% |
| AAPL | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 21.99 | 21.99 | 0.00% | market | 22.22% | -7.42% | -4.60% | -2.82% |
| ABCB | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 12.17 | 12.17 | 0.00% | market | 533.33% | -7.41% | -4.60% | -2.81% |
| AUB | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 13.66 | 13.66 | 0.00% | market | 24.00% | 1.66% | -4.60% | 6.26% |
| BUSE | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 14.19 | 14.19 | 0.00% | market | 33.33% | -2.21% | -4.60% | 2.39% |
| CSL | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 56.05 | 56.05 | 0.00% | market | 54.10% | -3.35% | -4.60% | 1.25% |
| FCF | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 6.32 | 6.32 | 0.00% | market | 22.22% | -4.85% | -4.60% | -0.25% |
| MLI | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 5.74 | 5.74 | 0.00% | market | 25.00% | -4.28% | -4.60% | 0.32% |
| MRCY | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 12.00 | 12.00 | 0.00% | market | 70.00% | -1.60% | -4.60% | 3.00% |
| NBR | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 834.00 | 834.00 | 0.00% | market | 6400.00% | -14.49% | -4.60% | -9.89% |
| RF | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 6.61 | 6.61 | 0.00% | market | 75.00% | -4.64% | -4.60% | -0.04% |
| RHI | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 31.31 | 31.31 | 0.00% | market | 21.43% | -8.34% | -4.60% | -3.74% |
| SKT | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 30.69 | 30.69 | 0.00% | market | 260.00% | 2.05% | -4.60% | 6.65% |
| TBBK | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 10.39 | 10.39 | 0.00% | market | 25.00% | -12.03% | -4.60% | -7.43% |
| TKR | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 38.99 | 38.99 | 0.00% | market | 26.40% | -6.38% | -4.60% | -1.78% |
| UIS | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 18.86 | 18.86 | 0.00% | market | 42.86% | -9.48% | -4.60% | -4.88% |
| UMBF | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 47.90 | 47.90 | 0.00% | market | 88.52% | -2.50% | -4.60% | 2.10% |
| USNA | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 20.01 | 20.01 | 0.00% | market | 28.57% | -0.12% | -4.60% | 4.48% |
| AHT | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 5,222.36 | 5,222.36 | 0.00% | market | 87400.00% | -8.11% | -4.58% | -3.53% |
| AIZ | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 40.85 | 40.85 | 0.00% | market | 22.22% | -17.21% | -4.58% | -12.63% |
| AVB | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 143.89 | 143.89 | 0.00% | market | 64.10% | -2.01% | -4.58% | 2.57% |
| BA | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 76.71 | 76.71 | 0.00% | market | 29.79% | -7.04% | -4.58% | -2.46% |
| CVLG | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 1.76 | 1.76 | 0.00% | market | 76.47% | -4.08% | -4.58% | 0.50% |
| EQIX | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 165.99 | 165.99 | 0.00% | market | 36.73% | -4.93% | -4.58% | -0.35% |
| EQR | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 62.32 | 62.32 | 0.00% | market | 135.00% | -0.49% | -4.58% | 4.09% |
| HMN | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 17.39 | 17.39 | 0.00% | market | 28.00% | -3.44% | -4.58% | 1.14% |
| HST | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 16.59 | 16.59 | 0.00% | market | 300.00% | -9.14% | -4.58% | -4.56% |
| KAI | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 22.75 | 22.75 | 0.00% | market | 42.86% | -2.08% | -4.58% | 2.50% |
| KALU | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 50.00 | 50.00 | 0.00% | market | 45.33% | -0.36% | -4.58% | 4.22% |
| LAD | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 27.00 | 27.00 | 0.00% | market | 42.86% | -6.32% | -4.58% | -1.74% |
| MSA | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 42.12 | 42.12 | 0.00% | market | 28.00% | -0.01% | -4.58% | 4.57% |
| MX | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 11.00 | 11.00 | 0.00% | market | 21.43% | -13.65% | -4.58% | -9.07% |
| NEU | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 200.02 | 200.02 | 0.00% | market | 44.96% | 7.59% | -4.58% | 12.17% |
| NOC | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 63.06 | 63.06 | 0.00% | market | 23.27% | -6.84% | -4.58% | -2.26% |
| OVV | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 94.20 | 94.20 | 0.00% | market | 135.71% | 7.44% | -4.58% | 12.02% |
| QGEN | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 17.06 | 17.06 | 0.00% | market | 25.00% | 0.60% | -4.58% | 5.18% |
| RRC | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 60.36 | 60.36 | 0.00% | market | 25.00% | 2.90% | -4.58% | 7.48% |
| SLG | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 84.32 | 84.32 | 0.00% | market | 1362.50% | -5.60% | -4.58% | -1.02% |
| TAL | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 1.95 | 1.95 | 0.00% | market | 81.82% | -7.79% | -4.58% | -3.21% |
| TEX | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 23.59 | 23.59 | 0.00% | market | 31.82% | -27.27% | -4.58% | -22.69% |
| TRN | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 11.01 | 11.01 | 0.00% | market | 32.00% | -16.81% | -4.58% | -12.23% |
| TWI | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 26.02 | 26.02 | 0.00% | market | 50.00% | -10.55% | -4.58% | -5.97% |
| UFI | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 11.06 | 11.06 | 0.00% | market | 362.50% | -0.37% | -4.58% | 4.21% |
| AEM | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 37.97 | 37.97 | 0.00% | market | 59.46% | 4.69% | -6.03% | 10.73% |
| AMKR | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 5.73 | 5.73 | 0.00% | market | 80.00% | -18.95% | -6.03% | -12.92% |
| AMX | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 25.40 | 25.40 | 0.00% | market | 32.65% | -6.24% | -6.03% | -0.21% |
| AMZN | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 11.24 | 11.24 | 0.00% | market | 293.59% | -5.44% | -6.03% | 0.59% |
| AORT | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 5.23 | 5.23 | 0.00% | market | 60.00% | -11.95% | -6.03% | -5.92% |
| BCO | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 25.77 | 25.77 | 0.00% | market | 56.76% | -9.96% | -6.03% | -3.92% |
| BHE | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 16.05 | 16.05 | 0.00% | market | 25.00% | -15.30% | -6.03% | -9.27% |
| CMPR | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 39.12 | 39.12 | 0.00% | market | 20.83% | -8.28% | -6.03% | -2.25% |
| COLM | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 23.52 | 23.52 | 0.00% | market | 134.25% | 3.85% | -6.03% | 9.89% |
| CPF | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 13.59 | 13.59 | 0.00% | market | 23.08% | -5.03% | -6.03% | 1.00% |
| BELFB | 2012-04-27 | 2012-04-30 | 2012-05-29 | 3 | 17.93 | 17.93 | 0.00% | market | 100.00% | -4.39% | -4.57% | 0.18% |
| GT | 2012-04-27 | 2012-04-30 | 2012-05-29 | 3 | 11.32 | 11.32 | 0.00% | market | 385.71% | -3.28% | -4.57% | 1.29% |
| ABR | 2012-05-04 | 2012-05-07 | 2012-06-05 | 3 | 5.87 | 5.87 | 0.00% | market | 105.41% | -0.44% | -5.45% | 5.01% |
| AES | 2012-05-04 | 2012-05-07 | 2012-06-05 | 3 | 12.00 | 12.00 | 0.00% | market | 37.04% | 0.07% | -5.45% | 5.52% |
| FSS | 2012-05-04 | 2012-05-07 | 2012-06-05 | 3 | 5.00 | 5.00 | 0.00% | market | 50.00% | -9.50% | -5.45% | -4.05% |
| AWR | 2012-05-07 | 2012-05-08 | 2012-06-06 | 1 | 18.29 | 18.29 | 0.00% | market | 35.00% | 1.92% | -3.16% | 5.09% |
| APO | 2012-05-08 | 2012-05-09 | 2012-06-07 | 1 | 12.80 | 12.80 | 0.00% | market | 41.03% | -2.44% | -2.26% | -0.19% |
| CYD | 2012-05-14 | 2012-05-15 | 2012-06-13 | 1 | 13.55 | 13.55 | 0.00% | market | 33.33% | -9.77% | -1.46% | -8.31% |
| CGAU | 2012-05-15 | 2012-05-16 | 2012-06-14 | 1 | 9.61 | 9.61 | 0.00% | market | 39.13% | 20.92% | -0.35% | 21.27% |
| INN | 2012-05-15 | 2012-05-16 | 2012-06-14 | 1 | 8.04 | 8.04 | 0.00% | market | 287.50% | 5.62% | -0.35% | 5.97% |
| PBR-A | 2012-05-15 | 2012-05-16 | 2012-06-14 | 1 | 19.63 | 19.63 | 0.00% | market | 29.03% | -10.14% | -0.35% | -9.78% |
| ANF | 2012-05-16 | 2012-05-17 | 2012-06-15 | 1 | 38.87 | 38.87 | 0.00% | market | 32.10% | -18.96% | 0.96% | -19.92% |
| PAAS | 2012-05-16 | 2012-05-17 | 2012-06-15 | 1 | 15.31 | 15.31 | 0.00% | market | 26.09% | 19.63% | 0.96% | 18.66% |
| TCOM | 2012-05-16 | 2012-05-17 | 2012-06-15 | 1 | 10.69 | 10.69 | 0.00% | market | 663.18% | -19.93% | 0.96% | -20.90% |
| CAL | 2012-05-18 | 2012-05-21 | 2012-06-19 | 3 | 10.85 | 10.85 | 0.00% | market | 155.56% | 8.93% | 4.26% | 4.68% |
| TSEM | 2012-05-18 | 2012-05-21 | 2012-06-19 | 3 | 13.35 | 13.35 | 0.00% | market | 400.00% | -13.58% | 4.26% | -17.84% |
| RYAAY | 2012-05-21 | 2012-05-22 | 2012-06-20 | 1 | 12.46 | 12.46 | 0.00% | market | 29.73% | 1.99% | 2.40% | -0.41% |
| BBY | 2012-05-22 | 2012-05-23 | 2012-06-21 | 1 | 18.27 | 18.27 | 0.00% | market | 22.03% | 6.52% | 0.91% | 5.62% |
| DY | 2012-05-22 | 2012-05-23 | 2012-06-21 | 1 | 21.21 | 21.21 | 0.00% | market | 33.33% | -16.27% | 0.91% | -17.18% |
| GCO | 2012-05-23 | 2012-05-24 | 2012-06-22 | 1 | 70.58 | 70.58 | 0.00% | market | 32.43% | -15.54% | 0.63% | -16.17% |
| SAR | 2012-05-23 | 2012-05-24 | 2012-06-22 | 1 | 17.13 | 17.13 | 0.00% | market | 83.72% | -0.16% | 0.63% | -0.78% |
| TOL | 2012-05-23 | 2012-05-24 | 2012-06-22 | 1 | 27.92 | 27.92 | 0.00% | market | 172.70% | -6.83% | 0.63% | -7.46% |
| MMYT | 2012-05-24 | 2012-05-25 | 2012-06-25 | 1 | 15.45 | 15.45 | 0.00% | market | 33.33% | 3.46% | -0.88% | 4.34% |
| SFL | 2012-05-24 | 2012-05-25 | 2012-06-25 | 1 | 15.10 | 15.10 | 0.00% | market | 52.50% | -4.34% | -0.88% | -3.46% |
| FRO | 2012-05-25 | 2012-05-29 | 2012-06-26 | 4 | 26.60 | 26.60 | 0.00% | market | 50.00% | -22.84% | -0.89% | -21.96% |
| GGAL | 2012-05-25 | 2012-05-29 | 2012-06-26 | 4 | 5.00 | 5.00 | 0.00% | market | 44.44% | -9.70% | -0.89% | -8.81% |
| REX | 2012-05-30 | 2012-05-31 | 2012-06-28 | 1 | 3.10 | 3.10 | 0.00% | market | 800.90% | 0.87% | 0.82% | 0.05% |
| TLYS | 2012-05-30 | 2012-05-31 | 2012-06-28 | 1 | 17.00 | 17.00 | 0.00% | market | 28.57% | -7.92% | 0.82% | -8.74% |
| CIEN | 2012-05-31 | 2012-06-01 | 2012-06-29 | 1 | 13.29 | 13.29 | 0.00% | market | 240.14% | 23.08% | 5.17% | 17.91% |
| SBLK | 2012-05-31 | 2012-06-01 | 2012-06-29 | 1 | 54.75 | 54.75 | 0.00% | market | 300.00% | -1.47% | 5.17% | -6.64% |
| GHM | 2012-06-01 | 2012-06-04 | 2012-07-02 | 3 | 17.65 | 17.65 | 0.00% | market | 33.33% | 6.19% | 6.32% | -0.14% |
| MOD | 2012-06-01 | 2012-06-04 | 2012-07-02 | 3 | 5.50 | 5.50 | 0.00% | market | 47.83% | 25.35% | 6.32% | 19.03% |
| GWRE | 2012-06-05 | 2012-06-06 | 2012-07-05 | 1 | 26.20 | 26.20 | 0.00% | market | 561.38% | 3.37% | 5.25% | -1.87% |
| HOV | 2012-06-06 | 2012-06-07 | 2012-07-06 | 1 | 50.75 | 50.75 | 0.00% | market | 106.22% | 44.73% | 1.51% | 43.21% |
| UHAL | 2012-06-06 | 2012-06-07 | 2012-07-06 | 1 | 9.46 | 9.46 | 0.00% | market | 330.00% | -1.19% | 1.51% | -2.70% |
| IDT | 2012-06-07 | 2012-06-08 | 2012-07-09 | 1 | 6.07 | 6.07 | 0.00% | market | 216.67% | 19.67% | 2.74% | 16.93% |
| CPRI | 2012-06-12 | 2012-06-13 | 2012-07-12 | 1 | 40.84 | 40.84 | 0.00% | market | 37.50% | -4.48% | 0.74% | -5.22% |
| CCL | 2012-06-22 | 2012-06-25 | 2012-07-24 | 3 | 33.37 | 33.37 | 0.00% | market | 150.00% | -4.57% | 1.42% | -5.99% |
| LEN | 2012-06-27 | 2012-06-28 | 2012-07-27 | 1 | 28.52 | 28.52 | 0.00% | market | 23.53% | 6.28% | 4.83% | 1.45% |
| PRGS | 2012-06-27 | 2012-06-28 | 2012-07-27 | 1 | 19.84 | 19.84 | 0.00% | market | 23.53% | 0.61% | 4.83% | -4.22% |
| AZZ | 2012-06-28 | 2012-06-29 | 2012-07-30 | 1 | 30.45 | 30.45 | 0.00% | market | 27.50% | 2.76% | 2.57% | 0.18% |
| MEI | 2012-06-28 | 2012-06-29 | 2012-07-30 | 1 | 8.67 | 8.67 | 0.00% | market | 114.29% | 3.48% | 2.57% | 0.90% |
| WOR | 2012-06-28 | 2012-06-29 | 2012-07-30 | 1 | 12.08 | 12.08 | 0.00% | market | 41.51% | 9.59% | 2.57% | 7.01% |
| JPM | 2012-07-13 | 2012-07-16 | 2012-08-13 | 3 | 35.76 | 35.76 | 0.00% | market | 70.42% | 3.34% | 3.94% | -0.60% |
| ELS | 2012-07-16 | 2012-07-17 | 2012-08-14 | 1 | 17.74 | 17.74 | 0.00% | market | 150.00% | -2.69% | 3.54% | -6.24% |
| SAR | 2012-07-16 | 2012-07-17 | 2012-08-14 | 1 | 17.04 | 17.04 | 0.00% | market | 95.24% | -0.80% | 3.54% | -4.35% |
| GS | 2012-07-17 | 2012-07-18 | 2012-08-15 | 1 | 97.35 | 97.35 | 0.00% | market | 53.45% | 5.84% | 3.61% | 2.23% |
| HST | 2012-07-17 | 2012-07-18 | 2012-08-15 | 1 | 15.43 | 15.43 | 0.00% | market | 161.54% | -0.36% | 3.61% | -3.97% |
| MAT | 2012-07-17 | 2012-07-18 | 2012-08-15 | 1 | 33.97 | 33.97 | 0.00% | market | 33.33% | 4.46% | 3.61% | 0.85% |
| PNFP | 2012-07-17 | 2012-07-18 | 2012-08-15 | 1 | 19.35 | 19.35 | 0.00% | market | 28.57% | 0.31% | 3.61% | -3.30% |
| AAL | 2012-07-18 | 2012-07-19 | 2012-08-16 | 1 | 13.58 | 13.58 | 0.00% | market | 758.90% | -27.13% | 3.15% | -30.28% |
| BAC | 2012-07-18 | 2012-07-19 | 2012-08-16 | 1 | 7.56 | 7.56 | 0.00% | market | 21.43% | 4.79% | 3.15% | 1.64% |
| BPOP | 2012-07-18 | 2012-07-19 | 2012-08-16 | 1 | 15.06 | 15.06 | 0.00% | market | 53.66% | 4.35% | 3.15% | 1.20% |
| HON | 2012-07-18 | 2012-07-19 | 2012-08-16 | 1 | 55.45 | 55.45 | 0.00% | market | 105.41% | 0.78% | 3.15% | -2.37% |
| ALGN | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 31.21 | 31.21 | 0.00% | market | 21.43% | 10.99% | 3.82% | 7.17% |
| BX | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 12.74 | 12.74 | 0.00% | market | 72.73% | 5.00% | 3.82% | 1.18% |
| EGP | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 53.11 | 53.11 | 0.00% | market | 250.00% | -0.48% | 3.82% | -4.30% |
| GATX | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 41.25 | 41.25 | 0.00% | market | 31.15% | 4.92% | 3.82% | 1.10% |
| KEY | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 7.91 | 7.91 | 0.00% | market | 33.33% | 5.59% | 3.82% | 1.77% |
| RBCAA | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 23.16 | 23.16 | 0.00% | market | 21.05% | 4.39% | 3.82% | 0.57% |
| RMBS | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 4.75 | 4.75 | 0.00% | market | 94.74% | 1.79% | 3.82% | -2.02% |
| TXT | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 26.50 | 26.50 | 0.00% | market | 31.82% | 2.50% | 3.82% | -1.32% |
| WFG | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 25.22 | 25.22 | 0.00% | market | 118.18% | 11.44% | 3.82% | 7.62% |
| BKR | 2012-07-20 | 2012-07-23 | 2012-08-20 | 3 | 31.14 | 31.14 | 0.00% | market | 29.87% | 7.38% | 5.74% | 1.64% |
| HAS | 2012-07-23 | 2012-07-24 | 2012-08-21 | 1 | 35.38 | 35.38 | 0.00% | market | 43.48% | 7.28% | 4.86% | 2.42% |
| HLX | 2012-07-23 | 2012-07-24 | 2012-08-21 | 1 | 16.98 | 16.98 | 0.00% | market | 21.43% | 13.27% | 4.86% | 8.41% |
| OFG | 2012-07-23 | 2012-07-24 | 2012-08-21 | 1 | 10.39 | 10.39 | 0.00% | market | 21.43% | 3.94% | 4.86% | -0.92% |
| QCRH | 2012-07-23 | 2012-07-24 | 2012-08-21 | 1 | 13.72 | 13.72 | 0.00% | market | 25.71% | -5.35% | 4.86% | -10.21% |
| ABCB | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 11.76 | 11.76 | 0.00% | market | 100.00% | 1.86% | 5.67% | -3.81% |
| CENX | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 5.93 | 5.93 | 0.00% | market | 33.33% | 14.57% | 5.67% | 8.90% |
| LMT | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 88.12 | 88.12 | 0.00% | market | 24.61% | 5.47% | 5.67% | -0.20% |
| NBR | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 701.00 | 701.00 | 0.00% | market | 4900.00% | 14.52% | 5.67% | 8.85% |
| RF | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 6.72 | 6.72 | 0.00% | market | 66.67% | 5.41% | 5.67% | -0.26% |
| RRC | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 60.25 | 60.25 | 0.00% | market | 120.00% | 11.10% | 5.67% | 5.43% |
| SPG | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 149.43 | 149.43 | 0.00% | market | 103.23% | -0.25% | 5.67% | -5.92% |
| TAL | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 1.30 | 1.30 | 0.00% | market | 92.86% | 9.90% | 5.67% | 4.23% |
| UAA | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 13.26 | 13.26 | 0.00% | market | 100.00% | 7.09% | 5.67% | 1.42% |
| UIS | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 19.10 | 19.10 | 0.00% | market | 106.25% | 11.05% | 5.67% | 5.38% |
| USNA | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 21.51 | 21.51 | 0.00% | market | 21.74% | 2.88% | 5.67% | -2.79% |
| ACGL | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 13.13 | 13.13 | 0.00% | market | 25.93% | 0.81% | 3.51% | -2.70% |
| AEM | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 41.64 | 41.64 | 0.00% | market | 33.33% | 13.47% | 3.51% | 9.96% |
| AVB | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 142.50 | 142.50 | 0.00% | market | 103.75% | 0.77% | 3.51% | -2.74% |
| BANR | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 21.75 | 21.75 | 0.00% | market | 107.14% | 10.43% | 3.51% | 6.92% |
| CRI | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 52.26 | 52.26 | 0.00% | market | 23.33% | 2.22% | 3.51% | -1.29% |
| CVLG | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 2.38 | 2.38 | 0.00% | market | 480.00% | 24.69% | 3.51% | 21.18% |
| DLR | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 75.57 | 75.57 | 0.00% | market | 194.59% | -1.45% | 3.51% | -4.96% |
| DRH | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 9.37 | 9.37 | 0.00% | market | 185.71% | 2.78% | 3.51% | -0.73% |
| EQIX | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 172.33 | 172.33 | 0.00% | market | 21.05% | 11.84% | 3.51% | 8.33% |
| EQR | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 64.25 | 64.25 | 0.00% | market | 161.54% | -4.74% | 3.51% | -8.25% |
| FBNC | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 8.92 | 8.92 | 0.00% | market | 25.00% | 5.39% | 3.51% | 1.88% |
| FR | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 12.09 | 12.09 | 0.00% | market | 225.00% | 3.79% | 3.51% | 0.28% |
| GEN | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 14.99 | 14.99 | 0.00% | market | 126.32% | 18.31% | 3.51% | 14.80% |
| HMN | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 18.20 | 18.20 | 0.00% | market | 23.08% | -3.67% | 3.51% | -7.18% |
| KALU | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 51.60 | 51.60 | 0.00% | market | 35.90% | 8.66% | 3.51% | 5.15% |