EPS surp.>10 & FCF growth>0 & Free cash flow>0 (hold 20d) (lookback 50y)
Run 5817d48f · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
6669
Win rate
54.25%
Avg return
1.42%
Median return
0.92%
Avg abnormal
0.48%
Median abnormal
-0.30%
Best trade
744.34%
Worst trade
-84.15%
Sharpe (per-trade)
0.09
Daily portfolio drawdown
-26.94%
Portfolio (equal_weight)
Total return
94.74%
Max drawdown
-26.94%
Avg trade return
1.42%
Win rate
54.25%
Signals
14777
Configured concurrent
100
Observed concurrent
100
Trades taken
6669
Skipped (no capacity)
8108
Excess vs benchmark
-317.62%
Avg entry slippage
0.00%
Return if filled at market
94.74%
VWAP fills
0
VWAP fallbacks
0
8108 of 14777 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 |
|---|---|---|---|---|
| 2007 | 1 | -4.36% | -6.59% | 0.00% |
| 2008 | 1 | -8.51% | -6.04% | 0.00% |
| 2009 | 3 | 7.01% | 3.22% | 100.00% |
| 2010 | 2 | -3.26% | -0.75% | 0.00% |
| 2011 | 2 | 1.68% | 2.78% | 50.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2015 | 1 | -7.35% | -8.22% | 0.00% |
| 2016 | 263 | 4.31% | 2.80% | 68.82% |
| 2017 | 582 | 0.70% | -0.49% | 50.52% |
| 2018 | 593 | 0.34% | 0.32% | 52.61% |
| 2019 | 602 | -0.07% | -0.75% | 51.33% |
| 2020 | 713 | 2.06% | 1.44% | 57.50% |
| 2021 | 724 | 2.26% | 0.73% | 58.56% |
| 2022 | 670 | 2.14% | 2.25% | 56.72% |
| 2023 | 702 | 1.32% | -0.09% | 50.14% |
| 2024 | 698 | 2.59% | 0.05% | 55.30% |
| 2025 | 730 | -0.34% | -0.64% | 50.00% |
| 2026 | 381 | 1.95% | 1.19% | 52.49% |
Trades (page 1: 500 of 6,669)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | FCF growth | Free cash flow | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UL | 2007-05-03 | 2007-05-04 | 2007-06-04 | 1 | 36.59 | 36.59 | 0.00% | market | 118.75% | — | — | -4.36% | 2.22% | -6.59% |
| IHG | 2008-05-07 | 2008-05-08 | 2008-06-06 | 1 | 21.28 | 21.28 | 0.00% | market | 19.23% | — | — | -8.51% | -2.47% | -6.04% |
| IHG | 2009-05-12 | 2009-05-13 | 2009-06-11 | 1 | 12.58 | 12.58 | 0.00% | market | 15.00% | — | — | 11.98% | 5.66% | 6.32% |
| CCEP | 2009-10-28 | 2009-10-29 | 2009-11-27 | 1 | 19.10 | 19.10 | 0.00% | market | 10.87% | — | — | 4.25% | 4.16% | 0.08% |
| SNN | 2009-11-06 | 2009-11-09 | 2009-12-08 | 3 | 18.59 | 18.59 | 0.00% | market | 30.77% | — | — | 4.80% | 1.54% | 3.26% |
| SRL | 2010-03-26 | 2010-03-29 | 2010-04-27 | 3 | 63.50 | 63.50 | 0.00% | market | 1126.67% | — | — | -6.46% | 1.12% | -7.58% |
| IHG | 2010-05-11 | 2010-05-12 | 2010-06-10 | 1 | 21.59 | 21.59 | 0.00% | market | 62.50% | — | — | -0.05% | -6.14% | 6.09% |
| IHG | 2011-05-10 | 2011-05-11 | 2011-06-09 | 1 | 27.79 | 27.79 | 0.00% | market | 23.33% | — | — | -8.66% | -4.62% | -4.04% |
| HMY | 2011-10-31 | 2011-11-01 | 2011-11-30 | 1 | 12.62 | 12.62 | 0.00% | market | 30.00% | — | — | 12.02% | 2.43% | 9.60% |
| HMY | 2012-05-09 | 2012-05-10 | 2012-06-08 | 1 | 9.64 | 9.64 | 0.00% | market | 25.00% | — | — | 6.12% | -2.62% | 8.74% |
| SNN | 2015-02-05 | 2015-02-06 | 2015-03-09 | 1 | 36.41 | 36.41 | 0.00% | market | 27.50% | — | — | -7.35% | 0.87% | -8.22% |
| HUBG | 2016-04-26 | 2016-04-27 | 2016-05-25 | 1 | 20.20 | 20.20 | 0.00% | market | 45.00% | — | — | -3.02% | 0.39% | -3.41% |
| HWM | 2016-07-11 | 2016-07-12 | 2016-08-09 | 1 | 23.16 | 23.16 | 0.00% | market | 60.71% | — | — | -3.09% | 1.70% | -4.79% |
| RMBS | 2016-07-18 | 2016-07-19 | 2016-08-16 | 1 | 12.56 | 12.56 | 0.00% | market | 15.38% | — | — | 7.78% | 0.94% | 6.84% |
| BDC | 2016-07-19 | 2016-07-20 | 2016-08-17 | 1 | 72.82 | 72.82 | 0.00% | market | 22.22% | — | — | -1.12% | 1.01% | -2.12% |
| MTG | 2016-07-19 | 2016-07-20 | 2016-08-17 | 1 | 7.02 | 7.02 | 0.00% | market | 30.00% | — | — | 10.01% | 1.01% | 9.01% |
| FNF | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 26.29 | 26.29 | 0.00% | market | 12.12% | — | — | 0.70% | 0.88% | -0.18% |
| QCOM | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 59.80 | 59.80 | 0.00% | market | 19.59% | — | — | 5.32% | 0.88% | 4.44% |
| UFPI | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 34.62 | 34.62 | 0.00% | market | 12.24% | — | — | 1.78% | 0.88% | 0.90% |
| BIIB | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 282.09 | 282.09 | 0.00% | market | 11.56% | — | — | 12.21% | 0.98% | 11.22% |
| DAN | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 12.87 | 12.87 | 0.00% | market | 12.77% | — | — | 10.39% | 0.98% | 9.41% |
| GATX | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 44.17 | 44.17 | 0.00% | market | 21.14% | — | — | 0.60% | 0.98% | -0.38% |
| SIMO | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 53.39 | 53.39 | 0.00% | market | 13.16% | — | — | 1.32% | 0.98% | 0.34% |
| TFII | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 18.79 | 18.79 | 0.00% | market | 13.75% | — | — | 8.57% | 0.98% | 7.59% |
| CR | 2016-07-25 | 2016-07-26 | 2016-08-23 | 1 | 61.36 | 61.36 | 0.00% | market | 18.63% | — | — | 6.47% | 1.13% | 5.34% |
| ARLP | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 19.62 | 19.62 | 0.00% | market | 49.09% | — | — | 5.86% | 0.30% | 5.56% |
| AXS | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 54.82 | 54.82 | 0.00% | market | 45.71% | — | — | 1.92% | 0.30% | 1.62% |
| BAX | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 48.01 | 48.01 | 0.00% | market | 17.95% | — | — | -2.08% | 0.30% | -2.38% |
| CAT | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 82.72 | 82.72 | 0.00% | market | 13.54% | — | — | 0.42% | 0.30% | 0.12% |
| CIGI | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 39.57 | 39.57 | 0.00% | market | 14.55% | — | — | 9.25% | 0.30% | 8.95% |
| ILMN | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 145.45 | 145.45 | 0.00% | market | 17.81% | — | — | 13.18% | 0.30% | 12.87% |
| TRMK | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 25.75 | 25.75 | 0.00% | market | 11.11% | — | — | 8.02% | 0.30% | 7.71% |
| TRU | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 34.42 | 34.42 | 0.00% | market | 12.12% | — | — | -4.84% | 0.30% | -5.14% |
| AXTI | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 4.00 | 4.00 | 0.00% | market | 219.83% | — | — | 12.15% | 0.65% | 11.50% |
| BA | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 135.40 | 135.40 | 0.00% | market | 50.00% | — | — | -1.89% | 0.65% | -2.54% |
| CDE | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 14.59 | 14.59 | 0.00% | market | 456.40% | — | — | -8.67% | 0.65% | -9.32% |
| CMPR | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 90.16 | 90.16 | 0.00% | market | 37.84% | — | — | 9.15% | 0.65% | 8.50% |
| DLB | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 45.00 | 45.00 | 0.00% | market | 21.57% | — | — | 11.14% | 0.65% | 10.49% |
| ENTG | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 16.65 | 16.65 | 0.00% | market | 40.00% | — | — | 3.86% | 0.65% | 3.21% |
| EVR | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 48.25 | 48.25 | 0.00% | market | 36.84% | — | — | 5.83% | 0.65% | 5.18% |
| EXR | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 88.62 | 88.62 | 0.00% | market | 22.22% | — | — | -8.71% | 0.65% | -9.36% |
| FBIN | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 53.38 | 53.38 | 0.00% | market | 12.33% | — | — | 1.59% | 0.65% | 0.93% |
| FMX | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 92.42 | 92.42 | 0.00% | market | 12.12% | — | — | 3.50% | 0.65% | 2.85% |
| GLW | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 21.49 | 21.49 | 0.00% | market | 15.62% | — | — | 5.44% | 0.65% | 4.79% |
| GRMN | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 52.00 | 52.00 | 0.00% | market | 29.85% | — | — | -2.95% | 0.65% | -3.60% |
| GSK | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 45.45 | 45.45 | 0.00% | market | 27.54% | — | — | -3.86% | 0.65% | -4.51% |
| HBM | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 4.69 | 4.69 | 0.00% | market | 150.00% | — | — | -6.71% | 0.65% | -7.36% |
| LMAT | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 16.03 | 16.03 | 0.00% | market | 27.27% | — | — | 7.57% | 0.65% | 6.92% |
| LRCX | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 9.29 | 9.29 | 0.00% | market | 12.50% | — | — | 0.44% | 0.65% | -0.21% |
| META | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 127.52 | 127.52 | 0.00% | market | 18.29% | — | — | -2.95% | 0.65% | -3.60% |
| MKSI | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 51.50 | 51.50 | 0.00% | market | 50.00% | — | — | -6.20% | 0.65% | -6.85% |
| OC | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 52.84 | 52.84 | 0.00% | market | 50.00% | — | — | 2.45% | 0.65% | 1.80% |
| TER | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 19.74 | 19.74 | 0.00% | market | 10.00% | — | — | 5.93% | 0.65% | 5.28% |
| TILE | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 16.69 | 16.69 | 0.00% | market | 10.34% | — | — | 4.09% | 0.65% | 3.44% |
| TTMI | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 9.14 | 9.14 | 0.00% | market | 47.37% | — | — | 16.64% | 0.65% | 15.99% |
| WIX | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 36.50 | 36.50 | 0.00% | market | 30.77% | — | — | 10.01% | 0.65% | 9.36% |
| ALGN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 85.25 | 85.25 | 0.00% | market | 29.17% | — | — | 8.60% | 0.38% | 8.22% |
| AMZN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 38.25 | 38.25 | 0.00% | market | 50.00% | — | — | 0.42% | 0.38% | 0.04% |
| BCO | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 32.61 | 32.61 | 0.00% | market | 35.71% | — | — | 13.48% | 0.38% | 13.10% |
| BEN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 34.91 | 34.91 | 0.00% | market | 14.93% | — | — | 3.48% | 0.38% | 3.10% |
| CVE | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 14.15 | 14.15 | 0.00% | market | 20.00% | — | — | 4.85% | 0.38% | 4.46% |
| CVI | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 11.27 | 11.27 | 0.00% | market | 725.08% | — | — | -2.94% | 0.38% | -3.32% |
| CWST | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 9.14 | 9.14 | 0.00% | market | 140.00% | — | — | 0.67% | 0.38% | 0.28% |
| DD | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 96.45 | 96.45 | 0.00% | market | 11.76% | — | — | -0.78% | 0.38% | -1.17% |
| DGII | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 11.95 | 11.95 | 0.00% | market | 60.00% | — | — | -2.02% | 0.38% | -2.41% |
| EME | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 56.22 | 56.22 | 0.00% | market | 33.80% | — | — | 1.31% | 0.38% | 0.92% |
| ERIE | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 97.81 | 97.81 | 0.00% | market | 11.43% | — | — | 2.93% | 0.38% | 2.54% |
| FCN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 42.76 | 42.76 | 0.00% | market | 10.00% | — | — | 4.39% | 0.38% | 4.01% |
| FICO | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 120.00 | 120.00 | 0.00% | market | 50.00% | — | — | 5.53% | 0.38% | 5.14% |
| KLAC | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 7.72 | 7.72 | 0.00% | market | 28.57% | — | — | -12.66% | 0.38% | -13.05% |
| LEA | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 110.58 | 110.58 | 0.00% | market | 10.24% | — | — | 4.32% | 0.38% | 3.94% |
| LKQ | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 33.66 | 33.66 | 0.00% | market | 12.24% | — | — | 5.93% | 0.38% | 5.55% |
| MPC | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 38.01 | 38.01 | 0.00% | market | 10.31% | — | — | 10.00% | 0.38% | 9.62% |
| NTCT | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 27.63 | 27.63 | 0.00% | market | 12.00% | — | — | 7.65% | 0.38% | 7.26% |
| OSK | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 54.31 | 54.31 | 0.00% | market | 22.83% | — | — | 0.14% | 0.38% | -0.24% |
| PENN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 15.06 | 15.06 | 0.00% | market | 37.93% | — | — | -4.42% | 0.38% | -4.80% |
| PIPR | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 10.66 | 10.66 | 0.00% | market | 66.04% | — | — | 1.96% | 0.38% | 1.58% |
| POWI | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 28.99 | 28.99 | 0.00% | market | 15.38% | — | — | 1.00% | 0.38% | 0.62% |
| SSD | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 39.79 | 39.79 | 0.00% | market | 10.20% | — | — | 9.80% | 0.38% | 9.42% |
| STNG | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 47.80 | 47.80 | 0.00% | market | 33.33% | — | — | 1.36% | 0.38% | 0.98% |
| TKR | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 33.28 | 33.28 | 0.00% | market | 10.00% | — | — | 2.51% | 0.38% | 2.13% |
| UCTT | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 6.44 | 6.44 | 0.00% | market | 25.00% | — | — | 13.10% | 0.38% | 12.72% |
| WYNN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 96.14 | 96.14 | 0.00% | market | 10.31% | — | — | -6.64% | 0.38% | -7.03% |
| CACC | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 191.90 | 191.90 | 0.00% | market | 13.47% | — | — | 6.82% | 0.54% | 6.28% |
| MOG-A | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 55.05 | 55.05 | 0.00% | market | 13.64% | — | — | 9.09% | 0.54% | 8.55% |
| MT | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 19.23 | 19.23 | 0.00% | market | 375.00% | — | — | -3.53% | 0.54% | -4.07% |
| GKOS | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 36.50 | 36.50 | 0.00% | market | 220.00% | — | — | -17.91% | 0.62% | -18.53% |
| SBRA | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 23.98 | 23.98 | 0.00% | market | 60.61% | — | — | 6.61% | 0.62% | 5.99% |
| TEX | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 22.35 | 22.35 | 0.00% | market | 18.52% | — | — | 9.03% | 0.62% | 8.40% |
| TREX | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 12.97 | 12.97 | 0.00% | market | 11.11% | — | — | 21.55% | 0.62% | 20.92% |
| AVD | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 16.05 | 16.05 | 0.00% | market | 22.22% | — | — | 4.88% | 0.88% | 4.00% |
| CENT | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 18.98 | 18.98 | 0.00% | market | 11.63% | — | — | 5.85% | 0.88% | 4.97% |
| CMI | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 120.75 | 120.75 | 0.00% | market | 11.11% | — | — | 3.92% | 0.88% | 3.04% |
| COHR | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 21.26 | 21.26 | 0.00% | market | 66.67% | — | — | -0.43% | 0.88% | -1.31% |
| ESE | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 43.23 | 43.23 | 0.00% | market | 13.95% | — | — | 4.27% | 0.88% | 3.39% |
| ETR | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 40.35 | 40.35 | 0.00% | market | 203.92% | — | — | -3.20% | 0.88% | -4.08% |
| GNW | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 3.43 | 3.43 | 0.00% | market | 19.05% | — | — | 37.80% | 0.88% | 36.92% |
| H | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 50.14 | 50.14 | 0.00% | market | 36.17% | — | — | 6.56% | 0.88% | 5.68% |
| IDCC | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 59.87 | 59.87 | 0.00% | market | 84.62% | — | — | 19.18% | 0.88% | 18.29% |
| IDXX | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 105.00 | 105.00 | 0.00% | market | 19.35% | — | — | 7.21% | 0.88% | 6.33% |
| MGNI | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 9.50 | 9.50 | 0.00% | market | 70.00% | — | — | -10.63% | 0.88% | -11.51% |
| MRCY | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 25.66 | 25.66 | 0.00% | market | 50.00% | — | — | -11.71% | 0.88% | -12.60% |
| NMIH | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 6.60 | 6.60 | 0.00% | market | 562.25% | — | — | 20.20% | 0.88% | 19.32% |
| NOVT | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 15.80 | 15.80 | 0.00% | market | 12.50% | — | — | 6.80% | 0.88% | 5.92% |
| NPO | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 46.50 | 46.50 | 0.00% | market | 22.45% | — | — | 15.81% | 0.88% | 14.93% |
| ORA | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 46.90 | 46.90 | 0.00% | market | 19.05% | — | — | 3.10% | 0.88% | 2.22% |
| POWL | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 12.96 | 12.96 | 0.00% | market | 213.33% | — | — | 2.14% | 0.88% | 1.26% |
| RACE | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 46.43 | 46.43 | 0.00% | market | 18.19% | — | — | 3.58% | 0.88% | 2.70% |
| STX | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 30.64 | 30.64 | 0.00% | market | 15.00% | — | — | 10.02% | 0.88% | 9.14% |
| SUPN | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 23.98 | 23.98 | 0.00% | market | 38.46% | — | — | -10.94% | 0.88% | -11.82% |
| WBD | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 26.81 | 26.81 | 0.00% | market | 22.22% | — | — | -4.95% | 0.88% | -5.83% |
| AGO | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 26.76 | 26.76 | 0.00% | market | 90.74% | — | — | 3.00% | 0.50% | 2.50% |
| BKD | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 17.68 | 17.68 | 0.00% | market | 11.86% | — | — | 0.13% | 0.40% | -0.28% |
| WLFC | 2016-08-15 | 2016-08-16 | 2016-09-14 | 1 | 8.95 | 8.95 | 0.00% | market | 87.80% | — | — | -16.64% | -2.49% | -14.14% |
| CIG-C | 2016-08-16 | 2016-08-17 | 2016-09-15 | 1 | 1.55 | 1.55 | 0.00% | market | 720.00% | — | — | -12.36% | -1.25% | -11.11% |
| COTY | 2016-08-16 | 2016-08-17 | 2016-09-15 | 1 | 28.33 | 28.33 | 0.00% | market | 116.67% | — | — | -14.22% | -1.25% | -12.97% |
| BBWI | 2016-08-17 | 2016-08-18 | 2016-09-16 | 1 | 62.09 | 62.09 | 0.00% | market | 18.64% | — | — | -6.54% | -2.28% | -4.27% |
| NTES | 2016-08-17 | 2016-08-18 | 2016-09-16 | 1 | 43.40 | 43.40 | 0.00% | market | 43.14% | — | — | 9.60% | -2.28% | 11.88% |
| DE | 2016-08-19 | 2016-08-22 | 2016-09-20 | 3 | 86.90 | 86.90 | 0.00% | market | 64.89% | — | — | -5.20% | -2.22% | -2.98% |
| BBY | 2016-08-23 | 2016-08-24 | 2016-09-22 | 1 | 39.20 | 39.20 | 0.00% | market | 32.56% | — | — | -1.96% | -0.74% | -1.22% |
| PVH | 2016-08-24 | 2016-08-25 | 2016-09-23 | 1 | 110.18 | 110.18 | 0.00% | market | 14.84% | — | — | -1.53% | -0.65% | -0.89% |
| SQM | 2016-08-24 | 2016-08-25 | 2016-09-23 | 1 | 25.18 | 25.18 | 0.00% | market | 14.81% | — | — | -0.34% | -0.65% | 0.31% |
| TLYS | 2016-08-24 | 2016-08-25 | 2016-09-23 | 1 | 7.90 | 7.90 | 0.00% | market | 273.97% | — | — | 20.79% | -0.65% | 21.43% |
| BURL | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 81.33 | 81.33 | 0.00% | market | 30.00% | — | — | 1.68% | -1.69% | 3.37% |
| CM | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 40.13 | 40.13 | 0.00% | market | 13.94% | — | — | -5.46% | -1.69% | -3.77% |
| NOMD | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 10.90 | 10.90 | 0.00% | market | 11.76% | — | — | 7.61% | -1.69% | 9.30% |
| REX | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 13.42 | 13.42 | 0.00% | market | 70.32% | — | — | 2.73% | -1.69% | 4.42% |
| DBI | 2016-08-30 | 2016-08-31 | 2016-09-29 | 1 | 23.25 | 23.25 | 0.00% | market | 16.67% | — | — | -12.83% | -1.35% | -11.48% |
| OOMA | 2016-08-30 | 2016-08-31 | 2016-09-29 | 1 | 8.67 | 8.67 | 0.00% | market | 37.50% | — | — | 1.51% | -1.35% | 2.86% |
| GEF | 2016-08-31 | 2016-09-01 | 2016-09-30 | 1 | 43.39 | 43.39 | 0.00% | market | 26.39% | — | — | 14.19% | -0.49% | 14.68% |
| AMBA | 2016-09-01 | 2016-09-02 | 2016-10-03 | 1 | 70.27 | 70.27 | 0.00% | market | 45.95% | — | — | 5.08% | -1.20% | 6.28% |
| CIEN | 2016-09-01 | 2016-09-02 | 2016-10-03 | 1 | 22.93 | 22.93 | 0.00% | market | 10.53% | — | — | -7.21% | -1.20% | -6.01% |
| AGX | 2016-09-06 | 2016-09-07 | 2016-10-05 | 1 | 50.00 | 50.00 | 0.00% | market | 63.29% | — | — | 17.42% | -1.47% | 18.89% |
| HQY | 2016-09-06 | 2016-09-07 | 2016-10-05 | 1 | 34.36 | 34.36 | 0.00% | market | 23.08% | — | — | 10.78% | -1.47% | 12.25% |
| MRVL | 2016-09-06 | 2016-09-07 | 2016-10-05 | 1 | 12.57 | 12.57 | 0.00% | market | 63.64% | — | — | 4.67% | -1.47% | 6.14% |
| GWRE | 2016-09-07 | 2016-09-08 | 2016-10-06 | 1 | 63.17 | 63.17 | 0.00% | market | 21.88% | — | — | -5.74% | -1.30% | -4.44% |
| UNFI | 2016-09-12 | 2016-09-13 | 2016-10-11 | 1 | 43.30 | 43.30 | 0.00% | market | 11.11% | — | — | -4.60% | -0.66% | -3.95% |
| LEN | 2016-09-20 | 2016-09-21 | 2016-10-19 | 1 | 43.43 | 43.43 | 0.00% | market | 13.48% | — | — | -3.46% | 0.02% | -3.48% |
| THO | 2016-09-26 | 2016-09-27 | 2016-10-25 | 1 | 85.86 | 85.86 | 0.00% | market | 18.05% | — | — | -5.80% | 0.06% | -5.85% |
| IDT | 2016-09-28 | 2016-09-29 | 2016-10-27 | 1 | 16.50 | 16.50 | 0.00% | market | 72.41% | — | — | 12.51% | -1.49% | 14.00% |
| WOR | 2016-09-28 | 2016-09-29 | 2016-10-27 | 1 | 28.88 | 28.88 | 0.00% | market | 33.77% | — | — | -0.27% | -1.49% | 1.22% |
| MG | 2016-10-06 | 2016-10-07 | 2016-11-04 | 1 | 21.75 | 21.75 | 0.00% | market | 15.00% | — | — | -5.16% | -3.49% | -1.66% |
| WMS | 2016-10-06 | 2016-10-07 | 2016-11-04 | 1 | 21.81 | 21.81 | 0.00% | market | 54.17% | — | — | -11.84% | -3.49% | -8.34% |
| OZK | 2016-10-11 | 2016-10-12 | 2016-11-09 | 1 | 40.05 | 40.05 | 0.00% | market | 10.00% | — | — | -1.30% | 1.31% | -2.60% |
| JPM | 2016-10-14 | 2016-10-17 | 2016-11-14 | 3 | 67.42 | 67.42 | 0.00% | market | 12.86% | — | — | 17.83% | 1.64% | 16.19% |
| SFBS | 2016-10-17 | 2016-10-18 | 2016-11-15 | 1 | 25.00 | 25.00 | 0.00% | market | 11.43% | — | — | 27.50% | 1.89% | 25.61% |
| ISRG | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 78.44 | 78.44 | 0.00% | market | 21.05% | — | — | -8.97% | 1.80% | -10.77% |
| NIC | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 38.99 | 38.99 | 0.00% | market | 23.21% | — | — | 10.75% | 1.80% | 8.95% |
| RF | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 10.33 | 10.33 | 0.00% | market | 14.29% | — | — | 24.68% | 1.80% | 22.88% |
| AXP | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 65.34 | 65.34 | 0.00% | market | 23.71% | — | — | 9.76% | 2.39% | 7.36% |
| BANC | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 14.03 | 14.03 | 0.00% | market | 40.48% | — | — | 1.11% | 2.39% | -1.28% |
| EWBC | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 39.40 | 39.40 | 0.00% | market | 10.14% | — | — | 18.48% | 2.39% | 16.08% |
| EXPO | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 26.00 | 26.00 | 0.00% | market | 23.53% | — | — | 16.82% | 2.39% | 14.43% |
| GGG | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 24.75 | 24.75 | 0.00% | market | 10.34% | — | — | 9.03% | 2.39% | 6.64% |
| HAL | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 48.89 | 48.89 | 0.00% | market | 116.67% | — | — | -0.69% | 2.39% | -3.09% |
| STX | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 34.49 | 34.49 | 0.00% | market | 11.24% | — | — | 13.64% | 2.39% | 11.25% |
| BNY | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 42.02 | 42.02 | 0.00% | market | 11.11% | — | — | 12.80% | 2.16% | 10.64% |
| CLS | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 11.00 | 11.00 | 0.00% | market | 43.33% | — | — | 12.17% | 2.16% | 10.01% |
| FITB | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 20.87 | 20.87 | 0.00% | market | 58.54% | — | — | 22.95% | 2.16% | 20.79% |
| GATX | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 46.03 | 46.03 | 0.00% | market | 69.17% | — | — | 11.09% | 2.16% | 8.93% |
| MSFT | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 60.28 | 60.28 | 0.00% | market | 11.76% | — | — | 0.02% | 2.16% | -2.14% |
| NWE | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 55.89 | 55.89 | 0.00% | market | 11.86% | — | — | -0.74% | 2.16% | -2.90% |
| PLD | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 52.04 | 52.04 | 0.00% | market | 67.74% | — | — | -6.00% | 2.16% | -8.16% |
| STBA | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 28.41 | 28.41 | 0.00% | market | 18.00% | — | — | 19.89% | 2.16% | 17.73% |
| MCO | 2016-10-21 | 2016-10-24 | 2016-11-21 | 3 | 102.98 | 102.98 | 0.00% | market | 11.67% | — | — | -1.90% | 2.40% | -4.29% |
| RBCAA | 2016-10-21 | 2016-10-24 | 2016-11-21 | 3 | 30.84 | 30.84 | 0.00% | market | 23.68% | — | — | 16.76% | 2.40% | 14.37% |
| AGNC | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 20.13 | 20.13 | 0.00% | market | 16.36% | — | — | -4.82% | 2.75% | -7.57% |
| AVB | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 164.93 | 164.93 | 0.00% | market | 123.28% | — | — | -1.63% | 2.75% | -4.38% |
| KN | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 15.01 | 15.01 | 0.00% | market | 27.59% | — | — | 9.56% | 2.75% | 6.81% |
| TMUS | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 51.17 | 51.17 | 0.00% | market | 22.73% | — | — | 5.90% | 2.75% | 3.15% |
| ZION | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 32.65 | 32.65 | 0.00% | market | 14.00% | — | — | 18.31% | 2.75% | 15.56% |
| AKAM | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 64.36 | 64.36 | 0.00% | market | 11.48% | — | — | 3.19% | 3.51% | -0.32% |
| CB | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 124.36 | 124.36 | 0.00% | market | 11.63% | — | — | 1.77% | 3.51% | -1.74% |
| CINF | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 72.63 | 72.63 | 0.00% | market | 10.26% | — | — | 4.40% | 3.51% | 0.89% |
| CSV | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 25.25 | 25.25 | 0.00% | market | 13.16% | — | — | 6.91% | 3.51% | 3.40% |
| EQR | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 61.44 | 61.44 | 0.00% | market | 40.00% | — | — | -3.73% | 3.51% | -7.24% |
| ETR | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 36.17 | 36.17 | 0.00% | market | 17.35% | — | — | -5.93% | 3.51% | -9.45% |
| GLW | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 22.91 | 22.91 | 0.00% | market | 10.53% | — | — | 5.49% | 3.51% | 1.97% |
| GM | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 31.22 | 31.22 | 0.00% | market | 18.62% | — | — | 8.36% | 3.51% | 4.84% |
| LOGI | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 24.71 | 24.71 | 0.00% | market | 40.00% | — | — | -1.35% | 3.51% | -4.87% |
| MCRI | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 25.20 | 25.20 | 0.00% | market | 12.50% | — | — | 2.68% | 3.51% | -0.84% |
| NTB | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 25.48 | 25.48 | 0.00% | market | 22.45% | — | — | 14.42% | 3.51% | 10.91% |
| SKT | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 36.00 | 36.00 | 0.00% | market | 176.92% | — | — | -4.38% | 3.51% | -7.89% |
| UA | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 32.73 | 32.73 | 0.00% | market | 20.83% | — | — | -6.27% | 3.51% | -9.78% |
| UAA | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 32.73 | 32.73 | 0.00% | market | 16.00% | — | — | -6.27% | 3.51% | -9.78% |
| ACGL | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 26.46 | 26.46 | 0.00% | market | 11.76% | — | — | 3.38% | 3.23% | 0.14% |
| AEM | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 48.88 | 48.88 | 0.00% | market | 38.89% | — | — | -16.47% | 3.23% | -19.70% |
| AORT | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 17.35 | 17.35 | 0.00% | market | 160.00% | — | — | 15.75% | 3.23% | 12.52% |
| AXS | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 57.46 | 57.46 | 0.00% | market | 69.52% | — | — | 6.91% | 3.23% | 3.68% |
| B | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 17.10 | 17.10 | 0.00% | market | 26.32% | — | — | -13.78% | 3.23% | -17.02% |
| BA | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 145.83 | 145.83 | 0.00% | market | 33.97% | — | — | 2.79% | 3.23% | -0.45% |
| BOOT | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 12.70 | 12.70 | 0.00% | market | 16.69% | — | — | 31.71% | 3.23% | 28.48% |
| EVR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 55.40 | 55.40 | 0.00% | market | 24.49% | — | — | 21.20% | 3.23% | 17.97% |
| EXC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 23.79 | 23.79 | 0.00% | market | 22.97% | — | — | -2.45% | 3.23% | -5.69% |
| EXR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 74.47 | 74.47 | 0.00% | market | 47.62% | — | — | -5.99% | 3.23% | -9.23% |
| FCF | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 10.00 | 10.00 | 0.00% | market | 11.76% | — | — | 25.20% | 3.23% | 21.97% |
| GRMN | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 50.20 | 50.20 | 0.00% | market | 38.89% | — | — | 5.06% | 3.23% | 1.83% |
| LMAT | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 20.30 | 20.30 | 0.00% | market | 13.33% | — | — | 18.57% | 3.23% | 15.34% |
| MC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 27.40 | 27.40 | 0.00% | market | 29.41% | — | — | 8.48% | 3.23% | 5.24% |
| MEOH | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 38.32 | 38.32 | 0.00% | market | 93.75% | — | — | 3.50% | 3.23% | 0.27% |
| MKSI | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 50.00 | 50.00 | 0.00% | market | 12.82% | — | — | 15.60% | 3.23% | 12.37% |
| MUR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 29.40 | 29.40 | 0.00% | market | 14.29% | — | — | 4.49% | 3.23% | 1.26% |
| OC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 49.60 | 49.60 | 0.00% | market | 10.10% | — | — | 8.19% | 3.23% | 4.95% |
| RUSHA | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 11.07 | 11.07 | 0.00% | market | 23.08% | — | — | 17.97% | 3.23% | 14.73% |
| SLAB | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 63.00 | 63.00 | 0.00% | market | 20.31% | — | — | 7.12% | 3.23% | 3.89% |
| SU | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 30.20 | 30.20 | 0.00% | market | 300.00% | — | — | 3.15% | 3.23% | -0.09% |
| TER | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 23.33 | 23.33 | 0.00% | market | 17.86% | — | — | 7.74% | 3.23% | 4.51% |
| TSLA | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 14.09 | 14.09 | 0.00% | market | 269.00% | — | — | -7.06% | 3.23% | -10.29% |
| TTMI | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 12.20 | 12.20 | 0.00% | market | 21.88% | — | — | 10.97% | 3.23% | 7.73% |
| UCTT | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 8.60 | 8.60 | 0.00% | market | 41.67% | — | — | 18.74% | 3.23% | 15.50% |
| WDC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 44.24 | 44.24 | 0.00% | market | 12.38% | — | — | 5.10% | 3.23% | 1.86% |
| ALV | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 68.86 | 68.86 | 0.00% | market | 17.39% | — | — | 7.57% | 3.44% | 4.12% |
| BELFB | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 23.45 | 23.45 | 0.00% | market | 43.48% | — | — | 26.98% | 3.44% | 23.54% |
| BMY | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 52.11 | 52.11 | 0.00% | market | 18.46% | — | — | 8.34% | 3.44% | 4.90% |
| BX | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 25.48 | 25.48 | 0.00% | market | 18.75% | — | — | 1.20% | 3.44% | -2.25% |
| COHU | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 11.36 | 11.36 | 0.00% | market | 16.67% | — | — | 12.14% | 3.44% | 8.69% |
| CRUS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 56.87 | 56.87 | 0.00% | market | 28.57% | — | — | 1.10% | 3.44% | -2.35% |
| CVI | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 10.65 | 10.65 | 0.00% | market | 11.11% | — | — | 24.78% | 3.44% | 21.34% |
| FR | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 26.37 | 26.37 | 0.00% | market | 125.00% | — | — | 0.28% | 3.44% | -3.16% |
| FTNT | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 6.15 | 6.15 | 0.00% | market | 17.16% | — | — | -1.73% | 3.44% | -5.17% |
| FTV | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 31.68 | 31.68 | 0.00% | market | 13.56% | — | — | 10.57% | 3.44% | 7.13% |
| HIG | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 43.85 | 43.85 | 0.00% | market | 11.58% | — | — | 8.02% | 3.44% | 4.57% |
| HTH | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 24.50 | 24.50 | 0.00% | market | 11.54% | — | — | 13.74% | 3.44% | 10.29% |
| LAZ | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 37.64 | 37.64 | 0.00% | market | 10.39% | — | — | 3.14% | 3.44% | -0.30% |
| LITE | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 37.50 | 37.50 | 0.00% | market | 11.36% | — | — | 10.03% | 3.44% | 6.59% |
| MAA | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 90.75 | 90.75 | 0.00% | market | 67.14% | — | — | 1.56% | 3.44% | -1.88% |
| MCS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 25.70 | 25.70 | 0.00% | market | 21.43% | — | — | 19.55% | 3.44% | 16.11% |
| MOH | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 54.98 | 54.98 | 0.00% | market | 11.84% | — | — | -4.77% | 3.44% | -8.22% |
| MSTR | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 19.00 | 19.00 | 0.00% | market | 35.29% | — | — | 2.53% | 3.44% | -0.91% |
| OIS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 32.40 | 32.40 | 0.00% | market | 17.39% | — | — | -0.25% | 3.44% | -3.70% |
| ONTO | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 21.96 | 21.96 | 0.00% | market | 17.86% | — | — | 11.79% | 3.44% | 8.35% |
| PENN | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 12.94 | 12.94 | 0.00% | market | 82.14% | — | — | 6.24% | 3.44% | 2.79% |
| POWI | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 32.30 | 32.30 | 0.00% | market | 16.13% | — | — | 5.69% | 3.44% | 2.25% |
| PRLB | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 46.45 | 46.45 | 0.00% | market | 15.91% | — | — | 17.55% | 3.44% | 14.11% |
| SIMO | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 44.91 | 44.91 | 0.00% | market | 13.83% | — | — | 1.90% | 3.44% | -1.54% |
| SSD | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 42.11 | 42.11 | 0.00% | market | 14.81% | — | — | 12.56% | 3.44% | 9.11% |
| TEAM | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 28.02 | 28.02 | 0.00% | market | 42.86% | — | — | -2.96% | 3.44% | -6.40% |
| TFSL | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 17.90 | 17.90 | 0.00% | market | 14.29% | — | — | 3.70% | 3.44% | 0.26% |
| VALE | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 6.98 | 6.98 | 0.00% | market | 35.71% | — | — | 30.27% | 3.44% | 26.83% |
| APO | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 18.40 | 18.40 | 0.00% | market | 28.89% | — | — | 4.74% | 3.75% | 0.99% |
| ARLP | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 24.40 | 24.40 | 0.00% | market | 24.66% | — | — | -2.15% | 3.75% | -5.90% |
| AAOI | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 23.30 | 23.30 | 0.00% | market | 35.71% | — | — | 2.48% | 5.79% | -3.31% |
| AHT | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 5,459.24 | 5,459.24 | 0.00% | market | 17.65% | — | — | 30.46% | 5.79% | 24.67% |
| AER | 2016-11-08 | 2016-11-09 | 2016-12-08 | 1 | 41.52 | 41.52 | 0.00% | market | 18.31% | — | — | 7.15% | 6.02% | 1.13% |
| PAAS | 2016-11-14 | 2016-11-15 | 2016-12-14 | 1 | 15.18 | 15.18 | 0.00% | market | 41.18% | — | — | 5.50% | 4.07% | 1.43% |
| A | 2016-11-15 | 2016-11-16 | 2016-12-15 | 1 | 46.30 | 46.30 | 0.00% | market | 13.46% | — | — | 0.46% | 4.25% | -3.79% |
| YRD | 2016-11-15 | 2016-11-16 | 2016-12-15 | 1 | 32.88 | 32.88 | 0.00% | market | 373.68% | — | — | -18.65% | 4.25% | -22.90% |
| TGT | 2016-11-16 | 2016-11-17 | 2016-12-16 | 1 | 76.18 | 76.18 | 0.00% | market | 25.30% | — | — | 0.65% | 3.21% | -2.56% |
| HP | 2016-11-17 | 2016-11-18 | 2016-12-19 | 1 | 67.53 | 67.53 | 0.00% | market | 23.26% | — | — | 16.07% | 2.95% | 13.12% |
| MRVL | 2016-11-17 | 2016-11-18 | 2016-12-19 | 1 | 14.63 | 14.63 | 0.00% | market | 66.67% | — | — | -3.04% | 2.95% | -5.99% |
| SBLK | 2016-11-21 | 2016-11-22 | 2016-12-21 | 1 | 5.49 | 5.49 | 0.00% | market | 32.31% | — | — | -13.03% | 2.39% | -15.42% |
| ADI | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 73.67 | 73.67 | 0.00% | market | 17.98% | — | — | -0.40% | 2.45% | -2.85% |
| BURL | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 86.98 | 86.98 | 0.00% | market | 54.55% | — | — | -1.47% | 2.45% | -3.92% |
| VEEV | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 44.33 | 44.33 | 0.00% | market | 37.50% | — | — | -6.46% | 2.45% | -8.92% |
| DE | 2016-11-23 | 2016-11-25 | 2016-12-23 | 2 | 101.68 | 101.68 | 0.00% | market | 125.00% | — | — | 1.32% | 2.09% | -0.77% |
| OOMA | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 9.90 | 9.90 | 0.00% | market | 60.00% | — | — | -11.21% | 1.23% | -12.44% |
| REX | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 15.50 | 15.50 | 0.00% | market | 81.53% | — | — | 6.80% | 1.23% | 5.58% |
| SFL | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 14.40 | 14.40 | 0.00% | market | 12.90% | — | — | 2.68% | 1.23% | 1.45% |
| UTI | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 2.60 | 2.60 | 0.00% | market | 55.17% | — | — | 18.36% | 1.23% | 17.13% |
| BL | 2016-11-30 | 2016-12-01 | 2016-12-30 | 1 | 26.06 | 26.06 | 0.00% | market | 66.67% | — | — | 5.92% | 1.27% | 4.66% |
| TLYS | 2016-11-30 | 2016-12-01 | 2016-12-30 | 1 | 11.88 | 11.88 | 0.00% | market | 100.00% | — | — | 10.93% | 1.27% | 9.66% |
| AMBA | 2016-12-01 | 2016-12-02 | 2017-01-03 | 1 | 56.99 | 56.99 | 0.00% | market | 18.09% | — | — | -7.91% | 2.54% | -10.44% |
| WDAY | 2016-12-01 | 2016-12-02 | 2017-01-03 | 1 | 68.92 | 68.92 | 0.00% | market | 175.00% | — | — | -0.88% | 2.54% | -3.42% |
| AGX | 2016-12-06 | 2016-12-07 | 2017-01-06 | 1 | 67.75 | 67.75 | 0.00% | market | 56.76% | — | — | 8.09% | 2.57% | 5.52% |
| HQY | 2016-12-06 | 2016-12-07 | 2017-01-06 | 1 | 39.48 | 39.48 | 0.00% | market | 11.11% | — | — | 2.38% | 2.57% | -0.19% |
| PLAB | 2016-12-06 | 2016-12-07 | 2017-01-06 | 1 | 10.40 | 10.40 | 0.00% | market | 100.00% | — | — | 6.15% | 2.57% | 3.58% |
| OLLI | 2016-12-07 | 2016-12-08 | 2017-01-09 | 1 | 31.00 | 31.00 | 0.00% | market | 21.43% | — | — | -5.75% | 0.84% | -6.59% |
| WLY | 2016-12-07 | 2016-12-08 | 2017-01-09 | 1 | 56.15 | 56.15 | 0.00% | market | 15.15% | — | — | -0.63% | 0.84% | -1.48% |
| RH | 2016-12-08 | 2016-12-09 | 2017-01-10 | 1 | 31.50 | 31.50 | 0.00% | market | 18.75% | — | — | -8.04% | 0.47% | -8.50% |
| CSR | 2016-12-12 | 2016-12-13 | 2017-01-12 | 1 | 64.30 | 64.30 | 0.00% | market | 600.00% | — | — | 5.50% | -0.22% | 5.71% |
| NDSN | 2016-12-13 | 2016-12-14 | 2017-01-13 | 1 | 110.56 | 110.56 | 0.00% | market | 12.10% | — | — | 2.61% | -0.16% | 2.77% |
| NX | 2016-12-15 | 2016-12-16 | 2017-01-18 | 1 | 20.75 | 20.75 | 0.00% | market | 15.38% | — | — | -4.20% | 0.33% | -4.52% |
| SMMT | 2016-12-15 | 2016-12-16 | 2017-01-18 | 1 | 8.35 | 8.35 | 0.00% | market | 43.75% | — | — | 25.05% | 0.33% | 24.72% |
| NKE | 2016-12-20 | 2016-12-21 | 2017-01-23 | 1 | 52.90 | 52.90 | 0.00% | market | 16.28% | — | — | 0.54% | -0.04% | 0.59% |
| SNX | 2017-01-10 | 2017-01-11 | 2017-02-09 | 1 | 61.76 | 61.76 | 0.00% | market | 22.97% | — | — | -3.37% | 1.87% | -5.24% |
| WMS | 2017-01-12 | 2017-01-13 | 2017-02-13 | 1 | 25.60 | 25.60 | 0.00% | market | 25.00% | — | — | -7.13% | 2.66% | -9.80% |
| JPM | 2017-01-13 | 2017-01-17 | 2017-02-14 | 4 | 84.93 | 84.93 | 0.00% | market | 18.75% | — | — | 5.35% | 3.27% | 2.09% |
| ASML | 2017-01-18 | 2017-01-19 | 2017-02-16 | 1 | 120.86 | 120.86 | 0.00% | market | 33.33% | — | — | 5.20% | 3.47% | 1.73% |
| FAST | 2017-01-18 | 2017-01-19 | 2017-02-16 | 1 | 12.72 | 12.72 | 0.00% | market | 11.11% | — | — | -0.57% | 3.47% | -4.05% |
| CHCO | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 65.82 | 65.82 | 0.00% | market | 11.49% | — | — | 0.30% | 3.70% | -3.41% |
| MTG | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 10.45 | 10.45 | 0.00% | market | 27.27% | — | — | 2.48% | 3.70% | -1.22% |
| TEAM | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 27.21 | 27.21 | 0.00% | market | 12.50% | — | — | 9.75% | 3.70% | 6.05% |
| EFSC | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 39.10 | 39.10 | 0.00% | market | 21.31% | — | — | 17.67% | 4.36% | 13.31% |
| HAL | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 55.24 | 55.24 | 0.00% | market | 113.68% | — | — | -4.05% | 4.36% | -8.41% |
| MRCY | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 34.29 | 34.29 | 0.00% | market | 18.18% | — | — | 10.63% | 4.36% | 6.27% |
| WWD | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 68.00 | 68.00 | 0.00% | market | 46.00% | — | — | 4.31% | 4.36% | -0.05% |
| ATI | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 22.00 | 22.00 | 0.00% | market | 63.64% | — | — | -12.46% | 3.38% | -15.85% |
| BABA | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 102.46 | 102.46 | 0.00% | market | 13.04% | — | — | -0.10% | 3.38% | -3.48% |
| COHR | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 36.45 | 36.45 | 0.00% | market | 42.31% | — | — | 2.51% | 3.38% | -0.88% |
| FITB | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 26.80 | 26.80 | 0.00% | market | 13.95% | — | — | 2.40% | 3.38% | -0.98% |
| GLW | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 26.14 | 26.14 | 0.00% | market | 13.64% | — | — | 5.33% | 3.38% | 1.95% |
| STX | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 42.45 | 42.45 | 0.00% | market | 28.97% | — | — | 11.54% | 3.38% | 8.15% |
| DLB | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 50.62 | 50.62 | 0.00% | market | 30.77% | — | — | -3.22% | 3.20% | -6.42% |
| MEOH | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 48.50 | 48.50 | 0.00% | market | 206.67% | — | — | 7.01% | 3.20% | 3.81% |
| MUR | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 30.59 | 30.59 | 0.00% | market | 15.79% | — | — | -8.08% | 3.20% | -11.28% |
| NVR | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 1,870.00 | 1,870.00 | 0.00% | market | 14.23% | — | — | 3.03% | 3.20% | -0.17% |
| ROK | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 153.67 | 153.67 | 0.00% | market | 21.53% | — | — | -1.75% | 3.20% | -4.95% |
| ROL | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 15.65 | 15.65 | 0.00% | market | 14.29% | — | — | 4.69% | 3.20% | 1.49% |
| URI | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 123.42 | 123.42 | 0.00% | market | 16.09% | — | — | 0.49% | 3.20% | -2.71% |
| VRTX | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 85.75 | 85.75 | 0.00% | market | 34.62% | — | — | 0.27% | 3.20% | -2.93% |
| WDC | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 60.33 | 60.33 | 0.00% | market | 11.65% | — | — | -6.60% | 3.20% | -9.80% |
| CAT | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 97.69 | 97.69 | 0.00% | market | 27.69% | — | — | -0.36% | 3.35% | -3.71% |
| CMRE | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 4.45 | 4.45 | 0.00% | market | 16.67% | — | — | 4.39% | 3.35% | 1.04% |
| CNOB | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 26.00 | 26.00 | 0.00% | market | 600.00% | — | — | -1.64% | 3.35% | -4.99% |
| DD | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 109.68 | 109.68 | 0.00% | market | 12.50% | — | — | 2.36% | 3.35% | -0.99% |
| LEA | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 144.73 | 144.73 | 0.00% | market | 10.47% | — | — | -0.83% | 3.35% | -4.18% |
| LRN | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 17.11 | 17.11 | 0.00% | market | 11.11% | — | — | 5.69% | 3.35% | 2.33% |
| NOC | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 227.03 | 227.03 | 0.00% | market | 18.88% | — | — | 9.40% | 3.35% | 6.05% |
| OSIS | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 76.70 | 76.70 | 0.00% | market | 15.25% | — | — | -0.24% | 3.35% | -3.60% |
| PHM | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 21.36 | 21.36 | 0.00% | market | 13.56% | — | — | 3.36% | 3.35% | 0.01% |
| STM | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 13.13 | 13.13 | 0.00% | market | 15.38% | — | — | 18.18% | 3.35% | 14.83% |
| SYNA | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 61.95 | 61.95 | 0.00% | market | 10.37% | — | — | -10.00% | 3.35% | -13.35% |
| MOG-A | 2017-01-27 | 2017-01-30 | 2017-02-28 | 3 | 65.49 | 65.49 | 0.00% | market | 13.75% | — | — | 3.09% | 3.64% | -0.55% |
| AEIS | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 63.50 | 63.50 | 0.00% | market | 30.86% | — | — | -0.60% | 5.64% | -6.24% |
| BANC | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 15.25 | 15.25 | 0.00% | market | 12.50% | — | — | 34.65% | 5.64% | 29.01% |
| DHT | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 4.78 | 4.78 | 0.00% | market | 80.00% | — | — | 3.25% | 5.64% | -2.39% |
| PFG | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 58.25 | 58.25 | 0.00% | market | 10.43% | — | — | 9.81% | 5.64% | 4.17% |
| EA | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 83.43 | 83.43 | 0.00% | market | 11.69% | — | — | 4.19% | 4.72% | -0.53% |
| FICO | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 124.32 | 124.32 | 0.00% | market | 73.13% | — | — | 5.82% | 4.72% | 1.10% |
| NUE | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 58.57 | 58.57 | 0.00% | market | 26.47% | — | — | 6.85% | 4.72% | 2.13% |
| RAMP | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 28.00 | 28.00 | 0.00% | market | 60.00% | — | — | 1.90% | 4.72% | -2.82% |
| VIAV | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 9.15 | 9.15 | 0.00% | market | 42.86% | — | — | 6.79% | 4.72% | 2.06% |
| XOM | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 84.00 | 84.00 | 0.00% | market | 25.00% | — | — | -0.93% | 4.72% | -5.65% |
| ACLS | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 16.45 | 16.45 | 0.00% | market | 30.00% | — | — | -7.39% | 4.74% | -12.14% |
| AFG | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 89.35 | 89.35 | 0.00% | market | 22.22% | — | — | 6.41% | 4.74% | 1.67% |
| CACI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 131.45 | 131.45 | 0.00% | market | 15.75% | — | — | -4.74% | 4.74% | -9.49% |
| CBT | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 57.63 | 57.63 | 0.00% | market | 20.00% | — | — | 1.22% | 4.74% | -3.53% |
| CRUS | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 56.64 | 56.64 | 0.00% | market | 14.72% | — | — | -5.38% | 4.74% | -10.12% |
| ENR | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 52.63 | 52.63 | 0.00% | market | 22.76% | — | — | 5.37% | 4.74% | 0.63% |
| FNF | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 25.58 | 25.58 | 0.00% | market | 14.52% | — | — | 4.98% | 4.74% | 0.24% |
| GEN | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 26.62 | 26.62 | 0.00% | market | 14.29% | — | — | 9.67% | 4.74% | 4.92% |
| GHM | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 23.00 | 23.00 | 0.00% | market | 171.43% | — | — | -0.10% | 4.74% | -4.84% |
| HLI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 33.13 | 33.13 | 0.00% | market | 14.00% | — | — | -2.91% | 4.74% | -7.65% |
| MDU | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 10.50 | 10.50 | 0.00% | market | 17.86% | — | — | -2.48% | 4.74% | -7.23% |
| MPC | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 48.44 | 48.44 | 0.00% | market | 65.38% | — | — | 5.74% | 4.74% | 1.00% |
| MTCH | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 16.39 | 16.39 | 0.00% | market | 45.26% | — | — | -1.14% | 4.74% | -5.88% |
| MUSA | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 63.22 | 63.22 | 0.00% | market | 11.76% | — | — | 2.45% | 4.74% | -2.30% |
| PFSI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 17.00 | 17.00 | 0.00% | market | 21.95% | — | — | 4.90% | 4.74% | 0.16% |
| AMZN | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 40.34 | 40.34 | 0.00% | market | 14.29% | — | — | 4.83% | 3.89% | 0.95% |
| APTV | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 59.43 | 59.43 | 0.00% | market | 14.37% | — | — | 2.44% | 3.89% | -1.45% |
| AZN | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 55.10 | 55.10 | 0.00% | market | 106.78% | — | — | 4.44% | 3.89% | 0.55% |
| COP | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 48.85 | 48.85 | 0.00% | market | 31.58% | — | — | -1.18% | 3.89% | -5.07% |
| FTNT | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 7.43 | 7.43 | 0.00% | market | 46.09% | — | — | -2.25% | 3.89% | -6.14% |
| HIG | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 48.00 | 48.00 | 0.00% | market | 12.50% | — | — | 1.55% | 3.89% | -2.34% |
| LAZ | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 43.61 | 43.61 | 0.00% | market | 11.88% | — | — | -2.46% | 3.89% | -6.35% |
| NFG | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 57.10 | 57.10 | 0.00% | market | 19.54% | — | — | 6.06% | 3.89% | 2.18% |
| NOK | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 4.83 | 4.83 | 0.00% | market | 62.50% | — | — | 9.22% | 3.89% | 5.33% |
| PCTY | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 34.77 | 34.77 | 0.00% | market | 302.25% | — | — | 6.34% | 3.89% | 2.46% |
| PH | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 150.69 | 150.69 | 0.00% | market | 37.41% | — | — | 4.70% | 3.89% | 0.82% |
| PIPR | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 19.10 | 19.10 | 0.00% | market | 29.63% | — | — | -8.58% | 3.89% | -12.47% |
| PLUS | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 28.53 | 28.53 | 0.00% | market | 15.38% | — | — | 13.04% | 3.89% | 9.16% |
| RACE | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 65.49 | 65.49 | 0.00% | market | 11.21% | — | — | -0.53% | 3.89% | -4.41% |
| RL | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 75.96 | 75.96 | 0.00% | market | 13.41% | — | — | 4.86% | 3.89% | 0.98% |
| SIGI | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 40.00 | 40.00 | 0.00% | market | 20.97% | — | — | 15.53% | 3.89% | 11.64% |
| V | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 85.74 | 85.74 | 0.00% | market | 10.26% | — | — | 3.63% | 3.89% | -0.25% |
| MSGS | 2017-02-03 | 2017-02-06 | 2017-03-07 | 3 | 86.74 | 86.74 | 0.00% | market | 17.73% | — | — | 8.62% | 3.55% | 5.07% |
| TIMB | 2017-02-03 | 2017-02-06 | 2017-03-07 | 3 | 14.97 | 14.97 | 0.00% | market | 100.00% | — | — | 3.91% | 3.55% | 0.36% |
| ALSN | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 37.20 | 37.20 | 0.00% | market | 38.46% | — | — | -2.79% | 3.13% | -5.92% |
| FN | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 44.47 | 44.47 | 0.00% | market | 15.19% | — | — | -7.43% | 3.13% | -10.56% |
| HAS | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 94.28 | 94.28 | 0.00% | market | 29.13% | — | — | 3.19% | 3.13% | 0.06% |
| NOV | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 38.02 | 38.02 | 0.00% | market | 48.28% | — | — | -0.31% | 3.13% | -3.44% |
| TSN | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 63.41 | 63.41 | 0.00% | market | 26.19% | — | — | -2.45% | 3.13% | -5.58% |
| AGCO | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 64.01 | 64.01 | 0.00% | market | 18.31% | — | — | -7.63% | 3.46% | -11.09% |
| GOLD | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 9.85 | 9.85 | 0.00% | market | 53.85% | — | — | -6.70% | 3.46% | -10.16% |
| MCHP | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 38.25 | 38.25 | 0.00% | market | 15.56% | — | — | -4.05% | 3.46% | -7.51% |
| MOS | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 32.23 | 32.23 | 0.00% | market | 116.67% | — | — | -10.12% | 3.46% | -13.58% |
| TDW | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 53.55 | 53.55 | 0.00% | market | 14.85% | — | — | -39.86% | 3.46% | -43.32% |
| ZG | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 34.41 | 34.41 | 0.00% | market | 27.27% | — | — | 1.09% | 3.46% | -2.37% |
| BCO | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 50.00 | 50.00 | 0.00% | market | 22.54% | — | — | 5.60% | 3.69% | 1.91% |
| CMP | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 83.25 | 83.25 | 0.00% | market | 15.38% | — | — | -12.29% | 3.69% | -15.98% |
| GSK | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 40.23 | 40.23 | 0.00% | market | 22.73% | — | — | 2.73% | 3.69% | -0.95% |
| PAYC | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 48.85 | 48.85 | 0.00% | market | 38.46% | — | — | 14.91% | 3.69% | 11.22% |
| RYN | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 28.71 | 28.71 | 0.00% | market | 36.35% | — | — | -0.17% | 3.69% | -3.86% |
| SU | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 31.91 | 31.91 | 0.00% | market | 38.10% | — | — | -5.90% | 3.69% | -9.58% |
| VOYA | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 39.91 | 39.91 | 0.00% | market | 15.19% | — | — | 1.50% | 3.69% | -2.18% |
| CBRE | 2017-02-10 | 2017-02-13 | 2017-03-14 | 3 | 34.34 | 34.34 | 0.00% | market | 16.25% | — | — | 3.19% | 2.08% | 1.11% |
| BRKR | 2017-02-13 | 2017-02-14 | 2017-03-15 | 1 | 24.28 | 24.28 | 0.00% | market | 24.32% | — | — | -0.43% | 2.75% | -3.18% |
| CIGI | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 42.45 | 42.45 | 0.00% | market | 16.19% | — | — | 12.15% | 0.89% | 11.26% |
| DNOW | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 20.99 | 20.99 | 0.00% | market | 19.44% | — | — | -19.92% | 0.89% | -20.80% |
| AMN | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 39.75 | 39.75 | 0.00% | market | 14.81% | — | — | 8.33% | 1.21% | 7.12% |
| ANET | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 6.94 | 6.94 | 0.00% | market | 30.00% | — | — | 17.34% | 1.21% | 16.13% |
| CGNX | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 36.70 | 36.70 | 0.00% | market | 46.67% | — | — | 10.01% | 1.21% | 8.80% |
| FSLR | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 35.51 | 35.51 | 0.00% | market | 27.84% | — | — | -18.80% | -0.74% | -18.06% |
| MMSI | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 29.00 | 29.00 | 0.00% | market | 10.71% | — | — | 1.97% | -0.74% | 2.71% |
| RBA | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 34.73 | 34.73 | 0.00% | market | 11.11% | — | — | -9.08% | -0.74% | -8.35% |
| TEX | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 33.13 | 33.13 | 0.00% | market | 216.67% | — | — | -10.42% | -0.74% | -9.69% |
| AXTI | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 7.05 | 7.05 | 0.00% | market | 114.29% | — | — | -19.25% | -1.20% | -18.05% |
| DINO | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 29.17 | 29.17 | 0.00% | market | 14.29% | — | — | -7.40% | -1.20% | -6.20% |
| FPI | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 11.00 | 11.00 | 0.00% | market | 940.00% | — | — | -0.74% | -1.20% | 0.47% |
| GDOT | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 27.80 | 27.80 | 0.00% | market | 26.67% | — | — | 18.64% | -1.20% | 19.84% |
| GEO | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 31.83 | 31.83 | 0.00% | market | 35.29% | — | — | -3.12% | -1.20% | -1.91% |
| GGB | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 3.40 | 3.40 | 0.00% | market | 88.89% | — | — | -15.98% | -1.20% | -14.78% |
| AAOI | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 42.11 | 42.11 | 0.00% | market | 12.00% | — | — | 30.56% | -0.68% | 31.24% |
| ADC | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 48.96 | 48.96 | 0.00% | market | 31.58% | — | — | -1.77% | -0.68% | -1.10% |
| AGO | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 41.90 | 41.90 | 0.00% | market | 54.41% | — | — | -12.15% | -0.68% | -11.47% |
| BIO | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 189.10 | 189.10 | 0.00% | market | 25.00% | — | — | 5.88% | -0.68% | 6.56% |
| CENX | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 13.04 | 13.04 | 0.00% | market | 25.00% | — | — | -9.61% | -0.68% | -8.93% |
| CNK | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 42.71 | 42.71 | 0.00% | market | 50.00% | — | — | 1.19% | -0.68% | 1.87% |
| MCS | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 31.20 | 31.20 | 0.00% | market | 24.00% | — | — | -0.90% | -0.68% | -0.22% |
| OLED | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 74.00 | 74.00 | 0.00% | market | 50.00% | — | — | 12.60% | -0.68% | 13.28% |
| RIG | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 13.99 | 13.99 | 0.00% | market | 687.50% | — | — | -12.47% | -0.68% | -11.79% |
| APPF | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 26.00 | 26.00 | 0.00% | market | 45.29% | — | — | 0.09% | -0.57% | 0.66% |
| ARI | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 18.06 | 18.06 | 0.00% | market | 11.36% | — | — | 4.72% | -0.57% | 5.29% |
| BCRX | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 5.47 | 5.47 | 0.00% | market | 76.00% | — | — | 56.94% | -0.57% | 57.51% |
| BWXT | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 44.50 | 44.50 | 0.00% | market | 24.32% | — | — | 6.96% | -0.57% | 7.53% |
| CCU | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 23.43 | 23.43 | 0.00% | market | 32.35% | — | — | 6.34% | -0.57% | 6.92% |
| DK | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 22.69 | 22.69 | 0.00% | market | 22.81% | — | — | 6.25% | -0.57% | 6.82% |
| EXEL | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 21.70 | 21.70 | 0.00% | market | 1900.00% | — | — | -2.04% | -0.57% | -1.47% |
| OMAB | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 37.58 | 37.58 | 0.00% | market | 26.53% | — | — | 13.13% | -0.57% | 13.70% |
| WDAY | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 82.20 | 82.20 | 0.00% | market | 800.00% | — | — | 1.76% | -0.57% | 2.33% |
| AR | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 24.40 | 24.40 | 0.00% | market | 15.79% | — | — | -5.30% | -1.20% | -4.11% |
| BLDR | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 13.99 | 13.99 | 0.00% | market | 100.00% | — | — | 6.12% | -1.20% | 7.31% |
| BMO | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 76.99 | 76.99 | 0.00% | market | 10.64% | — | — | -2.58% | -1.20% | -1.39% |
| CRM | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 82.87 | 82.87 | 0.00% | market | 12.00% | — | — | -0.69% | -1.20% | 0.50% |
| DDD | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 15.27 | 15.27 | 0.00% | market | 25.00% | — | — | -2.52% | -1.20% | -1.33% |
| ESI | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 13.67 | 13.67 | 0.00% | market | 11.11% | — | — | -5.22% | -1.20% | -4.03% |
| ETSY | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 11.46 | 11.46 | 0.00% | market | 1207.01% | — | — | -9.79% | -1.20% | -8.59% |
| BBY | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 42.22 | 42.22 | 0.00% | market | 16.77% | — | — | 14.99% | -1.37% | 16.35% |
| BOX | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 17.86 | 17.86 | 0.00% | market | 23.08% | — | — | -8.67% | -1.37% | -7.30% |
| CWST | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 12.37 | 12.37 | 0.00% | market | 261.13% | — | — | 12.59% | -1.37% | 13.96% |
| DY | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 96.20 | 96.20 | 0.00% | market | 18.84% | — | — | -3.38% | -1.37% | -2.02% |
| E | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 31.87 | 31.87 | 0.00% | market | 316.67% | — | — | 2.28% | -1.37% | 3.65% |
| MNST | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 23.92 | 23.92 | 0.00% | market | 20.00% | — | — | -3.40% | -1.37% | -2.04% |
| ABEV | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 5.42 | 5.42 | 0.00% | market | 12.50% | — | — | 6.17% | -1.02% | 7.19% |
| ADSK | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 87.00 | 87.00 | 0.00% | market | 15.15% | — | — | -0.71% | -1.02% | 0.31% |
| CNQ | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 15.22 | 15.22 | 0.00% | market | 55.56% | — | — | 7.65% | -1.02% | 8.67% |
| GWRE | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 58.26 | 58.26 | 0.00% | market | 100.00% | — | — | -3.41% | -1.02% | -2.39% |
| JOE | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 16.65 | 16.65 | 0.00% | market | 300.00% | — | — | 2.30% | -1.02% | 3.32% |
| MEI | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 44.65 | 44.65 | 0.00% | market | 18.87% | — | — | 2.03% | -1.02% | 3.05% |
| MRVL | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 16.25 | 16.25 | 0.00% | market | 15.79% | — | — | -6.19% | -1.02% | -5.17% |
| NTNX | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 25.52 | 25.52 | 0.00% | market | 20.00% | — | — | -26.55% | -1.02% | -25.53% |
| SRI | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 18.90 | 18.90 | 0.00% | market | 17.24% | — | — | -4.12% | -1.02% | -3.10% |
| GHI | 2017-03-03 | 2017-03-06 | 2017-04-03 | 3 | 17.03 | 17.03 | 0.00% | market | 33.33% | — | — | -0.98% | -0.91% | -0.07% |
| BGSF | 2017-03-06 | 2017-03-07 | 2017-04-04 | 1 | 13.87 | 13.87 | 0.00% | market | 18.18% | — | — | 3.58% | -0.79% | 4.37% |
| PLOW | 2017-03-06 | 2017-03-07 | 2017-04-04 | 1 | 33.70 | 33.70 | 0.00% | market | 18.92% | — | — | -9.15% | -0.79% | -8.36% |
| WLY | 2017-03-07 | 2017-03-08 | 2017-04-05 | 1 | 50.50 | 50.50 | 0.00% | market | 17.95% | — | — | 4.16% | -1.08% | 5.24% |
| CECO | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 8.31 | 8.31 | 0.00% | market | 75.00% | — | — | 10.73% | -1.16% | 11.89% |
| EMBJ | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 23.91 | 23.91 | 0.00% | market | 44.30% | — | — | -8.21% | -1.16% | -7.05% |
| FIZZ | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 33.96 | 33.96 | 0.00% | market | 36.84% | — | — | 25.14% | -1.16% | 26.30% |
| MYRG | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 41.15 | 41.15 | 0.00% | market | 20.00% | — | — | -1.00% | -1.16% | 0.16% |
| GCO | 2017-03-10 | 2017-03-13 | 2017-04-10 | 3 | 61.10 | 61.10 | 0.00% | market | 20.79% | — | — | -14.83% | -0.96% | -13.87% |
| OLP | 2017-03-10 | 2017-03-13 | 2017-04-10 | 3 | 22.56 | 22.56 | 0.00% | market | 112.50% | — | — | 3.40% | -0.96% | 4.36% |
| TEO | 2017-03-10 | 2017-03-13 | 2017-04-10 | 3 | 22.49 | 22.49 | 0.00% | market | 35.14% | — | — | 0.12% | -0.96% | 1.08% |
| ACR | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 21.00 | 21.00 | 0.00% | market | 71.74% | — | — | 18.33% | -0.89% | 19.22% |
| CSR | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 57.80 | 57.80 | 0.00% | market | 433.33% | — | — | 6.65% | -0.89% | 7.54% |
| GRBK | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 9.30 | 9.30 | 0.00% | market | 100.00% | — | — | 7.43% | -0.89% | 8.32% |
| IPAR | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 37.85 | 37.85 | 0.00% | market | 33.33% | — | — | -7.37% | -0.89% | -6.47% |
| DBI | 2017-03-14 | 2017-03-15 | 2017-04-12 | 1 | 19.67 | 19.67 | 0.00% | market | 25.00% | — | — | 0.61% | -1.49% | 2.10% |
| PAM | 2017-03-14 | 2017-03-15 | 2017-04-12 | 1 | 46.87 | 46.87 | 0.00% | market | 443.96% | — | — | 24.18% | -1.49% | 25.67% |
| ALRM | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 33.00 | 33.00 | 0.00% | market | 46.15% | — | — | -6.04% | -2.76% | -3.28% |
| ARCO | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 7.59 | 7.59 | 0.00% | market | 66.67% | — | — | 3.85% | -2.76% | 6.61% |
| ORCL | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 46.39 | 46.39 | 0.00% | market | 11.29% | — | — | -5.25% | -2.76% | -2.49% |
| YRD | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 28.14 | 28.14 | 0.00% | market | 178.79% | — | — | -14.78% | -2.76% | -12.02% |
| TEN | 2017-03-17 | 2017-03-20 | 2017-04-18 | 3 | 24.70 | 24.70 | 0.00% | market | 66.67% | — | — | -2.93% | -1.33% | -1.60% |
| DB | 2017-03-20 | 2017-03-21 | 2017-04-19 | 1 | 17.71 | 17.71 | 0.00% | market | 350.07% | — | — | -9.30% | -1.70% | -7.61% |
| HQY | 2017-03-21 | 2017-03-22 | 2017-04-20 | 1 | 46.03 | 46.03 | 0.00% | market | 57.52% | — | — | -1.16% | 0.67% | -1.84% |
| NKE | 2017-03-21 | 2017-03-22 | 2017-04-20 | 1 | 54.76 | 54.76 | 0.00% | market | 28.30% | — | — | 2.89% | 0.67% | 2.22% |
| WPM | 2017-03-21 | 2017-03-22 | 2017-04-20 | 1 | 20.01 | 20.01 | 0.00% | market | 18.75% | — | — | 6.10% | 0.67% | 5.43% |
| OLLI | 2017-03-28 | 2017-03-29 | 2017-04-27 | 1 | 34.00 | 34.00 | 0.00% | market | 11.43% | — | — | 11.37% | 1.54% | 9.83% |
| LPL | 2017-03-29 | 2017-03-30 | 2017-04-28 | 1 | 13.48 | 13.48 | 0.00% | market | 92.00% | — | — | -4.63% | 1.11% | -5.73% |
| PRGS | 2017-03-29 | 2017-03-30 | 2017-04-28 | 1 | 30.22 | 30.22 | 0.00% | market | 21.43% | — | — | -1.75% | 1.11% | -2.86% |
| CLPR | 2017-03-30 | 2017-03-31 | 2017-05-01 | 1 | 13.41 | 13.41 | 0.00% | market | 40.00% | — | — | -16.36% | 1.18% | -17.53% |
| GBX | 2017-04-05 | 2017-04-06 | 2017-05-05 | 1 | 47.85 | 47.85 | 0.00% | market | 29.76% | — | — | -9.92% | 2.03% | -11.95% |
| AGX | 2017-04-10 | 2017-04-11 | 2017-05-10 | 1 | 69.05 | 69.05 | 0.00% | market | 59.26% | — | — | 2.36% | 2.12% | 0.25% |
| LECO | 2017-04-18 | 2017-04-19 | 2017-05-17 | 1 | 87.50 | 87.50 | 0.00% | market | 11.39% | — | — | -1.27% | 0.55% | -1.82% |
| LRCX | 2017-04-18 | 2017-04-19 | 2017-05-17 | 1 | 13.39 | 13.39 | 0.00% | market | 12.00% | — | — | 9.91% | 0.55% | 9.35% |
| BHE | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 30.95 | 30.95 | 0.00% | market | 30.77% | — | — | -0.58% | 1.12% | -1.70% |
| CSX | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 16.73 | 16.73 | 0.00% | market | 21.43% | — | — | -0.04% | 1.12% | -1.16% |
| SLM | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 12.90 | 12.90 | 0.00% | market | 40.00% | — | — | -17.93% | 1.12% | -19.05% |
| ASR | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 181.05 | 181.05 | 0.00% | market | 13.40% | — | — | 6.35% | 1.30% | 5.04% |
| BANF | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 46.90 | 46.90 | 0.00% | market | 19.30% | — | — | -1.64% | 1.30% | -2.94% |
| BX | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 30.59 | 30.59 | 0.00% | market | 20.59% | — | — | -2.45% | 1.30% | -3.75% |
| CFG | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 35.28 | 35.28 | 0.00% | market | 11.76% | — | — | -2.11% | 1.30% | -3.41% |
| GATX | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 62.26 | 62.26 | 0.00% | market | 29.73% | — | — | -4.95% | 1.30% | -6.25% |
| MANH | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 47.89 | 47.89 | 0.00% | market | 10.53% | — | — | -0.91% | 1.30% | -2.22% |
| NBHC | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 32.48 | 32.48 | 0.00% | market | 30.43% | — | — | -4.56% | 1.30% | -5.87% |
| SRCE | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 46.67 | 46.67 | 0.00% | market | 12.73% | — | — | -2.56% | 1.30% | -3.86% |
| CHCO | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 72.67 | 72.67 | 0.00% | market | 30.00% | — | — | -9.29% | 0.90% | -10.19% |
| FBK | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 36.37 | 36.37 | 0.00% | market | 16.67% | — | — | 4.08% | 0.90% | 3.18% |
| PDS | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 83.80 | 83.80 | 0.00% | market | 45.45% | — | — | -6.54% | 0.90% | -7.44% |
| SANM | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 40.60 | 40.60 | 0.00% | market | 10.14% | — | — | -9.58% | 0.90% | -10.48% |
| ZION | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 40.91 | 40.91 | 0.00% | market | 12.96% | — | — | 0.95% | 0.90% | 0.05% |
| ASH | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 62.41 | 62.41 | 0.00% | market | 11.76% | — | — | 6.18% | 0.88% | 5.30% |
| CAT | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 103.80 | 103.80 | 0.00% | market | 106.45% | — | — | 0.04% | 0.88% | -0.84% |
| CMG | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 9.49 | 9.49 | 0.00% | market | 25.58% | — | — | 0.85% | 0.88% | -0.03% |
| EAT | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 44.24 | 44.24 | 0.00% | market | 10.59% | — | — | -9.23% | 0.88% | -10.11% |
| EBF | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 17.10 | 17.10 | 0.00% | market | 16.67% | — | — | -6.24% | 0.88% | -7.12% |
| KMT | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 42.57 | 42.57 | 0.00% | market | 39.53% | — | — | -8.96% | 0.88% | -9.84% |
| MCD | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 141.70 | 141.70 | 0.00% | market | 10.53% | — | — | 5.40% | 0.88% | 4.52% |
| MSA | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 75.08 | 75.08 | 0.00% | market | 16.00% | — | — | 6.45% | 0.88% | 5.57% |
| SPGI | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 135.97 | 135.97 | 0.00% | market | 16.55% | — | — | 2.50% | 0.88% | 1.62% |
| TROW | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 69.50 | 69.50 | 0.00% | market | 18.33% | — | — | -1.28% | 0.88% | -2.16% |
| UVE | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 24.00 | 24.00 | 0.00% | market | 10.26% | — | — | 2.61% | 0.88% | 1.73% |
| VLO | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 65.41 | 65.41 | 0.00% | market | 13.33% | — | — | -2.55% | 0.88% | -3.43% |
| WIT | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 1.82 | 1.82 | 0.00% | market | 50.00% | — | — | 9.24% | 0.88% | 8.36% |
| WYNN | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 123.30 | 123.30 | 0.00% | market | 22.77% | — | — | 0.47% | 0.88% | -0.41% |
| AGNC | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 20.80 | 20.80 | 0.00% | market | 10.34% | — | — | -0.77% | 1.25% | -2.03% |
| AVB | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 188.40 | 188.40 | 0.00% | market | 57.80% | — | — | 1.90% | 1.25% | 0.65% |
| BSBR | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 8.04 | 8.04 | 0.00% | market | 14.29% | — | — | -9.55% | 1.25% | -10.80% |
| CNMD | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 44.01 | 44.01 | 0.00% | market | 11.76% | — | — | 14.76% | 1.25% | 13.51% |