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 2: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CPF | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 33.49 | 33.49 | 0.00% | market | 10.53% | — | — | -7.33% | 1.25% | -8.58% |
| CSGP | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 22.86 | 22.86 | 0.00% | market | 22.22% | — | — | 13.42% | 1.25% | 12.16% |
| DTE | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 89.07 | 89.07 | 0.00% | market | 14.74% | — | — | 4.01% | 1.25% | 2.76% |
| EIG | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 40.25 | 40.25 | 0.00% | market | 14.00% | — | — | 0.15% | 1.25% | -1.10% |
| ELME | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 32.54 | 32.54 | 0.00% | market | 50.00% | — | — | 0.33% | 1.25% | -0.92% |
| ELV | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 180.27 | 180.27 | 0.00% | market | 21.24% | — | — | 0.58% | 1.25% | -0.67% |
| FTI | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 24.63 | 24.63 | 0.00% | market | 115.15% | — | — | -2.45% | 1.25% | -3.71% |
| MKSI | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 80.50 | 80.50 | 0.00% | market | 16.51% | — | — | -0.91% | 1.25% | -2.16% |
| ROK | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 160.21 | 160.21 | 0.00% | market | 11.51% | — | — | -0.69% | 1.25% | -1.95% |
| SCI | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 32.53 | 32.53 | 0.00% | market | 26.67% | — | — | -1.42% | 1.25% | -2.67% |
| TEL | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 77.42 | 77.42 | 0.00% | market | 10.19% | — | — | 0.87% | 1.25% | -0.38% |
| UFI | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 29.08 | 29.08 | 0.00% | market | 61.29% | — | — | -5.16% | 1.25% | -6.41% |
| UTHR | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 120.72 | 120.72 | 0.00% | market | 17.52% | — | — | -2.07% | 1.25% | -3.32% |
| AEM | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 44.62 | 44.62 | 0.00% | market | 154.55% | — | — | 10.01% | 1.18% | 8.83% |
| AIT | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 67.10 | 67.10 | 0.00% | market | 19.05% | — | — | -8.22% | 1.18% | -9.40% |
| BBD | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 5.38 | 5.38 | 0.00% | market | 16.67% | — | — | -9.77% | 1.18% | -10.94% |
| BGSF | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 15.35 | 15.35 | 0.00% | market | 25.00% | — | — | 4.98% | 1.18% | 3.81% |
| CMCSA | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 39.50 | 39.50 | 0.00% | market | 20.45% | — | — | 3.47% | 1.18% | 2.29% |
| CRS | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 40.01 | 40.01 | 0.00% | market | 33.33% | — | — | -8.85% | 1.18% | -10.02% |
| CUZ | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 31.24 | 31.24 | 0.00% | market | 13.33% | — | — | 9.12% | 1.18% | 7.94% |
| CVI | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 17.51 | 17.51 | 0.00% | market | 620.00% | — | — | -6.38% | 1.18% | -7.56% |
| ENVA | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 15.00 | 15.00 | 0.00% | market | 28.57% | — | — | -10.77% | 1.18% | -11.94% |
| ESS | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 243.20 | 243.20 | 0.00% | market | 177.55% | — | — | 5.29% | 1.18% | 4.11% |
| F | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 11.51 | 11.51 | 0.00% | market | 11.43% | — | — | -5.14% | 1.18% | -6.32% |
| FCFS | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 52.30 | 52.30 | 0.00% | market | 11.48% | — | — | 2.67% | 1.18% | 1.50% |
| FSS | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 15.73 | 15.73 | 0.00% | market | 16.67% | — | — | 1.49% | 1.18% | 0.31% |
| FTNT | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 7.81 | 7.81 | 0.00% | market | 10.21% | — | — | 1.05% | 1.18% | -0.12% |
| IRDM | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 10.60 | 10.60 | 0.00% | market | 42.86% | — | — | -5.29% | 1.18% | -6.46% |
| LPLA | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 43.03 | 43.03 | 0.00% | market | 78.38% | — | — | -7.86% | 1.18% | -9.04% |
| MGM | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 31.28 | 31.28 | 0.00% | market | 31.03% | — | — | 1.63% | 1.18% | 0.45% |
| MPC | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 51.32 | 51.32 | 0.00% | market | 220.00% | — | — | 2.82% | 1.18% | 1.65% |
| PH | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 162.17 | 162.17 | 0.00% | market | 13.44% | — | — | -1.89% | 1.18% | -3.07% |
| SPSC | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 29.48 | 29.48 | 0.00% | market | 44.44% | — | — | -0.88% | 1.18% | -2.06% |
| TEAM | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 34.20 | 34.20 | 0.00% | market | 33.33% | — | — | 3.94% | 1.18% | 2.76% |
| VRTX | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 119.50 | 119.50 | 0.00% | market | 41.38% | — | — | 0.25% | 1.18% | -0.92% |
| APO | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 26.70 | 26.70 | 0.00% | market | 28.12% | — | — | 2.71% | 1.18% | 1.53% |
| CVX | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 106.26 | 106.26 | 0.00% | market | 44.71% | — | — | -2.17% | 1.18% | -3.35% |
| PRG | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 36.40 | 36.40 | 0.00% | market | 21.21% | — | — | -0.90% | 1.18% | -2.08% |
| WY | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 33.75 | 33.75 | 0.00% | market | 22.22% | — | — | -1.91% | 1.18% | -3.09% |
| XOM | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 81.51 | 81.51 | 0.00% | market | 11.76% | — | — | -0.60% | 1.18% | -1.78% |
| CORT | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 10.53 | 10.53 | 0.00% | market | 33.33% | — | — | 7.31% | 1.09% | 6.22% |
| EIX | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 80.43 | 80.43 | 0.00% | market | 22.22% | — | — | 1.32% | 1.09% | 0.23% |
| TBI | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 28.00 | 28.00 | 0.00% | market | 75.00% | — | — | -4.21% | 1.09% | -5.30% |
| THC | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 17.48 | 17.48 | 0.00% | market | 49.06% | — | — | -5.48% | 1.09% | -6.57% |
| CNX | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 16.08 | 16.08 | 0.00% | market | 54.55% | — | — | -8.18% | 1.92% | -10.11% |
| FSLR | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 32.50 | 32.50 | 0.00% | market | 292.31% | — | — | 17.81% | 1.92% | 15.89% |
| GDDY | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 39.91 | 39.91 | 0.00% | market | 116.67% | — | — | 4.03% | 1.92% | 2.11% |
| GEO | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 31.88 | 31.88 | 0.00% | market | 12.12% | — | — | -4.52% | 1.92% | -6.45% |
| GNW | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 3.95 | 3.95 | 0.00% | market | 26.09% | — | — | -7.19% | 1.92% | -9.11% |
| HUBS | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 71.00 | 71.00 | 0.00% | market | 137.50% | — | — | 3.91% | 1.92% | 1.99% |
| HY | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 69.00 | 69.00 | 0.00% | market | 107.55% | — | — | 7.90% | 1.92% | 5.98% |
| MOH | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 60.60 | 60.60 | 0.00% | market | 157.89% | — | — | 9.93% | 1.92% | 8.01% |
| NOA | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 4.55 | 4.55 | 0.00% | market | 40.90% | — | — | -1.20% | 1.92% | -3.12% |
| PAYC | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 63.11 | 63.11 | 0.00% | market | 14.63% | — | — | 6.24% | 1.92% | 4.32% |
| PCG | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 66.73 | 66.73 | 0.00% | market | 30.86% | — | — | 3.14% | 1.92% | 1.21% |
| POWL | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 12.91 | 12.91 | 0.00% | market | 86.67% | — | — | -14.04% | 1.92% | -15.97% |
| QLYS | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 39.90 | 39.90 | 0.00% | market | 11.11% | — | — | 7.29% | 1.92% | 5.37% |
| TNET | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 30.50 | 30.50 | 0.00% | market | 40.63% | — | — | 2.85% | 1.92% | 0.93% |
| VNOM | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 17.89 | 17.89 | 0.00% | market | 15.79% | — | — | -4.46% | 1.92% | -6.38% |
| ACCO | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 13.80 | 13.80 | 0.00% | market | 366.74% | — | — | -14.96% | 2.24% | -17.19% |
| ASC | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 7.60 | 7.60 | 0.00% | market | 40.00% | — | — | -5.36% | 2.24% | -7.60% |
| AVA | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 40.12 | 40.12 | 0.00% | market | 17.07% | — | — | 8.80% | 2.24% | 6.56% |
| ACIW | 2017-05-04 | 2017-05-05 | 2017-06-05 | 1 | 22.40 | 22.40 | 0.00% | market | 122.22% | — | — | 3.38% | 2.01% | 1.38% |
| AER | 2017-05-09 | 2017-05-10 | 2017-06-08 | 1 | 46.00 | 46.00 | 0.00% | market | 12.50% | — | — | -2.32% | 1.83% | -4.15% |
| CIG | 2017-05-16 | 2017-05-17 | 2017-06-15 | 1 | 2.16 | 2.16 | 0.00% | market | 123.10% | — | — | -19.08% | 1.54% | -20.62% |
| CIG-C | 2017-05-16 | 2017-05-17 | 2017-06-15 | 1 | 1.52 | 1.52 | 0.00% | market | 91.23% | — | — | -16.55% | 1.54% | -18.08% |
| EQNR | 2017-05-17 | 2017-05-18 | 2017-06-16 | 1 | 17.76 | 17.76 | 0.00% | market | 36.00% | — | — | -3.48% | 2.93% | -6.41% |
| ZTO | 2017-05-17 | 2017-05-18 | 2017-06-16 | 1 | 13.41 | 13.41 | 0.00% | market | 11.11% | — | — | 6.69% | 2.93% | 3.75% |
| ADSK | 2017-05-18 | 2017-05-19 | 2017-06-19 | 1 | 108.00 | 108.00 | 0.00% | market | 27.27% | — | — | -1.80% | 3.09% | -4.89% |
| HCC | 2017-05-18 | 2017-05-19 | 2017-06-19 | 1 | 8.77 | 8.77 | 0.00% | market | 12.12% | — | — | -12.07% | 3.09% | -15.16% |
| MCK | 2017-05-18 | 2017-05-19 | 2017-06-19 | 1 | 153.06 | 153.06 | 0.00% | market | 11.51% | — | — | 5.58% | 3.09% | 2.49% |
| SB | 2017-05-18 | 2017-05-19 | 2017-06-19 | 1 | 2.17 | 2.17 | 0.00% | market | 22.22% | — | — | 3.13% | 3.09% | 0.04% |
| VST | 2017-05-18 | 2017-05-19 | 2017-06-19 | 1 | 15.25 | 15.25 | 0.00% | market | 125.00% | — | — | 9.41% | 3.09% | 6.32% |
| DE | 2017-05-19 | 2017-05-22 | 2017-06-20 | 3 | 122.08 | 122.08 | 0.00% | market | 48.21% | — | — | 3.14% | 1.72% | 1.42% |
| A | 2017-05-22 | 2017-05-23 | 2017-06-21 | 1 | 59.80 | 59.80 | 0.00% | market | 20.83% | — | — | -0.12% | 1.25% | -1.37% |
| YPF | 2017-05-22 | 2017-05-23 | 2017-06-21 | 1 | 24.01 | 24.01 | 0.00% | market | 100.25% | — | — | -12.26% | 1.25% | -13.51% |
| TLYS | 2017-05-23 | 2017-05-24 | 2017-06-22 | 1 | 10.75 | 10.75 | 0.00% | market | 90.00% | — | — | -10.33% | 1.05% | -11.38% |
| TOL | 2017-05-23 | 2017-05-24 | 2017-06-22 | 1 | 37.45 | 37.45 | 0.00% | market | 15.87% | — | — | 3.75% | 1.05% | 2.70% |
| FND | 2017-05-25 | 2017-05-26 | 2017-06-26 | 1 | 39.00 | 39.00 | 0.00% | market | 30.00% | — | — | 12.69% | 0.72% | 11.97% |
| MRVL | 2017-05-25 | 2017-05-26 | 2017-06-26 | 1 | 17.39 | 17.39 | 0.00% | market | 14.29% | — | — | 1.40% | 0.72% | 0.67% |
| NGL | 2017-05-25 | 2017-05-26 | 2017-06-26 | 1 | 14.35 | 14.35 | 0.00% | market | 63.64% | — | — | -14.39% | 0.72% | -15.11% |
| VEEV | 2017-05-25 | 2017-05-26 | 2017-06-26 | 1 | 66.39 | 66.39 | 0.00% | market | 22.22% | — | — | -6.22% | 0.72% | -6.94% |
| AVAL | 2017-05-30 | 2017-05-31 | 2017-06-28 | 1 | 8.41 | 8.41 | 0.00% | market | 20.00% | — | — | -4.02% | 0.68% | -4.71% |
| DAC | 2017-05-30 | 2017-05-31 | 2017-06-28 | 1 | 21.00 | 21.00 | 0.00% | market | 22.22% | — | — | 13.23% | 0.68% | 12.55% |
| NX | 2017-05-30 | 2017-05-31 | 2017-06-28 | 1 | 20.05 | 20.05 | 0.00% | market | 83.33% | — | — | 4.64% | 0.68% | 3.96% |
| ADI | 2017-05-31 | 2017-06-01 | 2017-06-29 | 1 | 86.28 | 86.28 | 0.00% | market | 21.18% | — | — | -10.00% | -0.26% | -9.74% |
| CIEN | 2017-06-01 | 2017-06-02 | 2017-06-30 | 1 | 27.00 | 27.00 | 0.00% | market | 21.62% | — | — | -7.43% | -0.67% | -6.77% |
| COO | 2017-06-01 | 2017-06-02 | 2017-06-30 | 1 | 56.91 | 56.91 | 0.00% | market | 12.50% | — | — | 5.08% | -0.67% | 5.75% |
| WDAY | 2017-06-01 | 2017-06-02 | 2017-06-30 | 1 | 99.27 | 99.27 | 0.00% | market | 81.25% | — | — | -2.39% | -0.67% | -1.72% |
| THO | 2017-06-05 | 2017-06-06 | 2017-07-05 | 1 | 106.17 | 106.17 | 0.00% | market | 11.64% | — | — | -1.32% | -0.23% | -1.08% |
| HQY | 2017-06-06 | 2017-06-07 | 2017-07-06 | 1 | 48.80 | 48.80 | 0.00% | market | 18.75% | — | — | -1.12% | -1.25% | 0.13% |
| ABM | 2017-06-07 | 2017-06-08 | 2017-07-07 | 1 | 43.88 | 43.88 | 0.00% | market | 13.95% | — | — | -6.32% | -0.68% | -5.64% |
| CVCO | 2017-06-12 | 2017-06-13 | 2017-07-12 | 1 | 128.50 | 128.50 | 0.00% | market | 16.67% | — | — | 2.16% | 0.01% | 2.14% |
| TDW | 2017-06-12 | 2017-06-13 | 2017-07-12 | 1 | 26.13 | 26.13 | 0.00% | market | 27.59% | — | — | 5.67% | 0.01% | 5.65% |
| LZB | 2017-06-20 | 2017-06-21 | 2017-07-20 | 1 | 29.40 | 29.40 | 0.00% | market | 23.91% | — | — | 10.61% | 1.50% | 9.12% |
| KMX | 2017-06-21 | 2017-06-22 | 2017-07-21 | 1 | 59.82 | 59.82 | 0.00% | market | 15.31% | — | — | 10.38% | 1.61% | 8.77% |
| ORCL | 2017-06-21 | 2017-06-22 | 2017-07-21 | 1 | 51.61 | 51.61 | 0.00% | market | 14.10% | — | — | -1.67% | 1.61% | -3.28% |
| WGO | 2017-06-21 | 2017-06-22 | 2017-07-21 | 1 | 33.65 | 33.65 | 0.00% | market | 42.42% | — | — | 3.32% | 1.61% | 1.70% |
| SNX | 2017-06-22 | 2017-06-23 | 2017-07-24 | 1 | 61.26 | 61.26 | 0.00% | market | 16.20% | — | — | -1.62% | 1.61% | -3.23% |
| SMHI | 2017-06-23 | 2017-06-26 | 2017-07-25 | 3 | 18.46 | 18.46 | 0.00% | market | 45.45% | — | — | -13.59% | 1.44% | -15.03% |
| AVAV | 2017-06-27 | 2017-06-28 | 2017-07-27 | 1 | 30.37 | 30.37 | 0.00% | market | 26.21% | — | — | 23.90% | 1.94% | 21.97% |
| KBH | 2017-06-27 | 2017-06-28 | 2017-07-27 | 1 | 22.94 | 22.94 | 0.00% | market | 26.92% | — | — | 0.77% | 1.94% | -1.17% |
| CSR | 2017-06-28 | 2017-06-29 | 2017-07-28 | 1 | 61.10 | 61.10 | 0.00% | market | 2200.00% | — | — | 2.85% | 1.33% | 1.51% |
| STZ | 2017-06-29 | 2017-06-30 | 2017-07-31 | 1 | 194.63 | 194.63 | 0.00% | market | 18.18% | — | — | -0.76% | 1.85% | -2.61% |
| MLKN | 2017-07-05 | 2017-07-06 | 2017-08-03 | 1 | 33.00 | 33.00 | 0.00% | market | 16.36% | — | — | 0.51% | 2.10% | -1.59% |
| WDFC | 2017-07-10 | 2017-07-11 | 2017-08-08 | 1 | 111.05 | 111.05 | 0.00% | market | 12.09% | — | — | -5.19% | 2.02% | -7.21% |
| AIR | 2017-07-11 | 2017-07-12 | 2017-08-09 | 1 | 37.13 | 37.13 | 0.00% | market | 16.28% | — | — | -2.60% | 1.62% | -4.23% |
| JPM | 2017-07-14 | 2017-07-17 | 2017-08-14 | 3 | 91.82 | 91.82 | 0.00% | market | 15.92% | — | — | 0.63% | 0.44% | 0.19% |
| EXPO | 2017-07-18 | 2017-07-19 | 2017-08-16 | 1 | 33.05 | 33.05 | 0.00% | market | 23.81% | — | — | -1.82% | 0.37% | -2.20% |
| ASML | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 152.24 | 152.24 | 0.00% | market | 14.17% | — | — | -1.14% | -1.69% | 0.55% |
| CCI | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 98.70 | 98.70 | 0.00% | market | 328.57% | — | — | 5.41% | -1.69% | 7.11% |
| FPI | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 9.15 | 9.15 | 0.00% | market | 66.67% | — | — | -8.52% | -1.69% | -6.82% |
| KALU | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 94.46 | 94.46 | 0.00% | market | 45.54% | — | — | -0.61% | -1.69% | 1.09% |
| RLI | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 28.35 | 28.35 | 0.00% | market | 14.81% | — | — | -5.18% | -1.69% | -3.48% |
| TFIN | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 27.35 | 27.35 | 0.00% | market | 59.38% | — | — | -0.83% | -1.69% | 0.86% |
| GATX | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 63.24 | 63.24 | 0.00% | market | 18.92% | — | — | -4.46% | -1.51% | -2.95% |
| WFG | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 51.93 | 51.93 | 0.00% | market | 20.22% | — | — | -3.45% | -1.51% | -1.94% |
| WIT | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 2.16 | 2.16 | 0.00% | market | 50.00% | — | — | 3.60% | -1.51% | 5.12% |
| GE | 2017-07-21 | 2017-07-24 | 2017-08-21 | 3 | 123.37 | 123.37 | 0.00% | market | 12.00% | — | — | -5.10% | -1.58% | -3.52% |
| MCO | 2017-07-21 | 2017-07-24 | 2017-08-21 | 3 | 133.15 | 133.15 | 0.00% | market | 12.69% | — | — | -1.86% | -1.58% | -0.28% |
| CHCO | 2017-07-24 | 2017-07-25 | 2017-08-22 | 1 | 68.99 | 68.99 | 0.00% | market | 13.25% | — | — | -10.65% | -0.90% | -9.75% |
| HWM | 2017-07-24 | 2017-07-25 | 2017-08-22 | 1 | 25.50 | 25.50 | 0.00% | market | 23.08% | — | — | 0.65% | -0.90% | 1.55% |
| MC | 2017-07-24 | 2017-07-25 | 2017-08-22 | 1 | 43.10 | 43.10 | 0.00% | market | 40.43% | — | — | -10.19% | -0.90% | -9.29% |
| ATI | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 19.55 | 19.55 | 0.00% | market | 28.57% | — | — | 4.96% | -1.29% | 6.25% |
| BIIB | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 288.55 | 288.55 | 0.00% | market | 14.29% | — | — | -2.15% | -1.29% | -0.86% |
| CAT | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 114.25 | 114.25 | 0.00% | market | 18.25% | — | — | 0.34% | -1.29% | 1.63% |
| CHGG | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 13.43 | 13.43 | 0.00% | market | 50.00% | — | — | 11.44% | -1.29% | 12.73% |
| DLB | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 52.96 | 52.96 | 0.00% | market | 12.31% | — | — | -7.41% | -1.29% | -6.12% |
| EGP | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 84.74 | 84.74 | 0.00% | market | 140.00% | — | — | 2.20% | -1.29% | 3.49% |
| FBNC | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 32.00 | 32.00 | 0.00% | market | 11.63% | — | — | -4.26% | -1.29% | -2.97% |
| NEM | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 35.93 | 35.93 | 0.00% | market | 64.29% | — | — | 2.82% | -1.29% | 4.11% |
| APH | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 18.74 | 18.74 | 0.00% | market | 11.11% | — | — | 5.82% | -1.60% | 7.42% |
| ARR | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 125.90 | 125.90 | 0.00% | market | 447.62% | — | — | 5.50% | -1.60% | 7.10% |
| AXS | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 64.96 | 64.96 | 0.00% | market | 10.08% | — | — | -4.35% | -1.60% | -2.75% |
| BA | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 237.13 | 237.13 | 0.00% | market | 10.87% | — | — | 0.58% | -1.60% | 2.18% |
| BAX | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 61.64 | 61.64 | 0.00% | market | 10.53% | — | — | -0.31% | -1.60% | 1.29% |
| BCO | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 81.00 | 81.00 | 0.00% | market | 30.61% | — | — | -6.09% | -1.60% | -4.49% |
| CMPR | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 80.61 | 80.61 | 0.00% | market | 322.22% | — | — | 11.23% | -1.60% | 12.83% |
| CW | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 99.00 | 99.00 | 0.00% | market | 16.49% | — | — | -3.80% | -1.60% | -2.20% |
| EW | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 39.84 | 39.84 | 0.00% | market | 10.34% | — | — | -5.76% | -1.60% | -4.16% |
| F | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 11.08 | 11.08 | 0.00% | market | 30.23% | — | — | -3.44% | -1.60% | -1.84% |
| FR | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 30.08 | 30.08 | 0.00% | market | 128.57% | — | — | 1.23% | -1.60% | 2.83% |
| GGG | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 37.38 | 37.38 | 0.00% | market | 31.43% | — | — | 0.09% | -1.60% | 1.69% |
| GILD | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 75.43 | 75.43 | 0.00% | market | 19.07% | — | — | -1.97% | -1.60% | -0.37% |
| KIM | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 20.10 | 20.10 | 0.00% | market | 121.43% | — | — | -2.59% | -1.60% | -0.99% |
| LVS | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 61.46 | 61.46 | 0.00% | market | 23.73% | — | — | -2.09% | -1.60% | -0.48% |
| META | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 174.70 | 174.70 | 0.00% | market | 16.81% | — | — | -4.08% | -1.60% | -2.48% |
| MKL | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 1,033.10 | 1,033.10 | 0.00% | market | 56.62% | — | — | 1.02% | -1.60% | 2.62% |
| MMSI | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 40.95 | 40.95 | 0.00% | market | 24.14% | — | — | -0.22% | -1.60% | 1.38% |
| OC | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 68.58 | 68.58 | 0.00% | market | 13.21% | — | — | 0.73% | -1.60% | 2.33% |
| RES | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 21.39 | 21.39 | 0.00% | market | 53.85% | — | — | -13.52% | -1.60% | -11.92% |
| RUSHA | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 17.16 | 17.16 | 0.00% | market | 41.18% | — | — | 1.88% | -1.60% | 3.48% |
| SITC | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 69.40 | 69.40 | 0.00% | market | 1400.00% | — | — | -7.05% | -1.60% | -5.44% |
| TIMB | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 17.01 | 17.01 | 0.00% | market | 55.56% | — | — | 7.66% | -1.60% | 9.26% |
| ADEA | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 7.79 | 7.79 | 0.00% | market | 24.14% | — | — | -12.94% | -0.85% | -12.09% |
| AGCO | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 72.42 | 72.42 | 0.00% | market | 10.58% | — | — | -7.72% | -0.85% | -6.87% |
| ALGN | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 168.10 | 168.10 | 0.00% | market | 16.44% | — | — | 2.55% | -0.85% | 3.39% |
| ALLE | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 81.31 | 81.31 | 0.00% | market | 11.00% | — | — | -4.64% | -0.85% | -3.79% |
| ATEN | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 6.15 | 6.15 | 0.00% | market | 33.33% | — | — | 2.99% | -0.85% | 3.84% |
| AZN | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 59.10 | 59.10 | 0.00% | market | 109.52% | — | — | -1.15% | -0.85% | -0.30% |
| BIDU | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 211.01 | 211.01 | 0.00% | market | 66.20% | — | — | 6.79% | -0.85% | 7.64% |
| CBRE | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 37.79 | 37.79 | 0.00% | market | 22.64% | — | — | -6.53% | -0.85% | -5.68% |
| CCJ | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 10.41 | 10.41 | 0.00% | market | 27.27% | — | — | -4.13% | -0.85% | -3.29% |
| CLF | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 7.25 | 7.25 | 0.00% | market | 44.44% | — | — | 7.76% | -0.85% | 8.61% |
| COHU | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 20.27 | 20.27 | 0.00% | market | 23.08% | — | — | -13.62% | -0.85% | -12.77% |
| CRS | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 40.10 | 40.10 | 0.00% | market | 16.00% | — | — | -0.15% | -0.85% | 0.70% |
| CVE | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 8.71 | 8.71 | 0.00% | market | 677.43% | — | — | -14.68% | -0.85% | -13.83% |
| EME | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 68.32 | 68.32 | 0.00% | market | 13.10% | — | — | -7.43% | -0.85% | -6.59% |
| ENTG | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 26.55 | 26.55 | 0.00% | market | 13.33% | — | — | -8.20% | -0.85% | -7.35% |
| EVR | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 79.35 | 79.35 | 0.00% | market | 32.50% | — | — | -5.46% | -0.85% | -4.61% |
| EXLS | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 11.30 | 11.30 | 0.00% | market | 16.67% | — | — | -2.05% | -0.85% | -1.20% |
| HUN | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 26.76 | 26.76 | 0.00% | market | 28.79% | — | — | -0.81% | -0.85% | 0.04% |
| LAZ | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 46.21 | 46.21 | 0.00% | market | 24.05% | — | — | -8.80% | -0.85% | -7.95% |
| LMAT | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 30.38 | 30.38 | 0.00% | market | 35.29% | — | — | 12.05% | -0.85% | 12.89% |
| LPLA | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 45.44 | 45.44 | 0.00% | market | 12.12% | — | — | 1.62% | -0.85% | 2.46% |
| MTRN | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 38.65 | 38.65 | 0.00% | market | 13.51% | — | — | -2.04% | -0.85% | -1.19% |
| NOK | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 6.31 | 6.31 | 0.00% | market | 96.46% | — | — | -1.68% | -0.85% | -0.84% |
| NYT | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 20.05 | 20.05 | 0.00% | market | 38.46% | — | — | -9.08% | -0.85% | -8.23% |
| SAM | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 150.05 | 150.05 | 0.00% | market | 66.67% | — | — | -1.30% | -0.85% | -0.45% |
| SHEL | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 55.28 | 55.28 | 0.00% | market | 14.67% | — | — | 0.61% | -0.85% | 1.45% |
| TFII | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 23.86 | 23.86 | 0.00% | market | 33.30% | — | — | 0.74% | -0.85% | 1.59% |
| TFSL | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 16.06 | 16.06 | 0.00% | market | 14.29% | — | — | -4.65% | -0.85% | -3.80% |
| UCTT | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 26.02 | 26.02 | 0.00% | market | 21.57% | — | — | -14.28% | -0.85% | -13.43% |
| VLO | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 67.47 | 67.47 | 0.00% | market | 11.82% | — | — | 0.20% | -0.85% | 1.04% |
| ARCB | 2017-07-28 | 2017-07-31 | 2017-08-28 | 3 | 27.25 | 27.25 | 0.00% | market | 18.75% | — | — | -0.83% | -1.13% | 0.30% |
| DCH | 2017-07-28 | 2017-07-31 | 2017-08-28 | 3 | 15.16 | 15.16 | 0.00% | market | 15.12% | — | — | -8.81% | -1.13% | -7.68% |
| E | 2017-07-28 | 2017-07-31 | 2017-08-28 | 3 | 31.69 | 31.69 | 0.00% | market | 200.00% | — | — | -0.86% | -1.13% | 0.27% |
| FTS | 2017-07-28 | 2017-07-31 | 2017-08-28 | 3 | 36.30 | 36.30 | 0.00% | market | 15.09% | — | — | 0.97% | -1.13% | 2.11% |
| GRC | 2017-07-28 | 2017-07-31 | 2017-08-28 | 3 | 29.83 | 29.83 | 0.00% | market | 52.17% | — | — | -4.59% | -1.13% | -3.46% |
| MRK | 2017-07-28 | 2017-07-31 | 2017-08-28 | 3 | 61.26 | 61.26 | 0.00% | market | 16.09% | — | — | -1.54% | -1.13% | -0.40% |
| WELL | 2017-07-28 | 2017-07-31 | 2017-08-28 | 3 | 73.21 | 73.21 | 0.00% | market | 11.36% | — | — | -2.79% | -1.13% | -1.66% |
| AEIS | 2017-07-31 | 2017-08-01 | 2017-08-29 | 1 | 74.98 | 74.98 | 0.00% | market | 14.02% | — | — | -4.25% | -1.05% | -3.19% |
| ALSN | 2017-07-31 | 2017-08-01 | 2017-08-29 | 1 | 39.23 | 39.23 | 0.00% | market | 34.04% | — | — | -9.25% | -1.05% | -8.20% |
| CBU | 2017-07-31 | 2017-08-01 | 2017-08-29 | 1 | 55.72 | 55.72 | 0.00% | market | 21.67% | — | — | -7.37% | -1.05% | -6.31% |
| CGAU | 2017-07-31 | 2017-08-01 | 2017-08-29 | 1 | 5.50 | 5.50 | 0.00% | market | 88.89% | — | — | 7.35% | -1.05% | 8.41% |
| DAC | 2017-07-31 | 2017-08-01 | 2017-08-29 | 1 | 29.40 | 29.40 | 0.00% | market | 13.04% | — | — | -17.96% | -1.05% | -16.90% |
| DAN | 2017-07-31 | 2017-08-01 | 2017-08-29 | 1 | 23.90 | 23.90 | 0.00% | market | 33.33% | — | — | -3.78% | -1.05% | -2.73% |
| HVT | 2017-07-31 | 2017-08-01 | 2017-08-29 | 1 | 22.45 | 22.45 | 0.00% | market | 52.63% | — | — | 3.46% | -1.05% | 4.52% |
| MATX | 2017-07-31 | 2017-08-01 | 2017-08-29 | 1 | 29.85 | 29.85 | 0.00% | market | 25.00% | — | — | -17.55% | -1.05% | -16.50% |
| MCY | 2017-07-31 | 2017-08-01 | 2017-08-29 | 1 | 60.40 | 60.40 | 0.00% | market | 33.33% | — | — | -4.98% | -1.05% | -3.93% |
| MEDP | 2017-07-31 | 2017-08-01 | 2017-08-29 | 1 | 29.00 | 29.00 | 0.00% | market | 26.67% | — | — | 10.76% | -1.05% | 11.82% |
| SF | 2017-07-31 | 2017-08-01 | 2017-08-29 | 1 | 22.86 | 22.86 | 0.00% | market | 20.00% | — | — | -8.94% | -1.05% | -7.88% |
| AFG | 2017-08-01 | 2017-08-02 | 2017-08-30 | 1 | 103.38 | 103.38 | 0.00% | market | 20.15% | — | — | -1.82% | -0.59% | -1.23% |
| ASH | 2017-08-01 | 2017-08-02 | 2017-08-30 | 1 | 65.91 | 65.91 | 0.00% | market | 18.57% | — | — | -7.87% | -0.59% | -7.28% |
| AIG | 2017-08-02 | 2017-08-03 | 2017-08-31 | 1 | 66.08 | 66.08 | 0.00% | market | 27.50% | — | — | -8.57% | 0.07% | -8.65% |
| APPF | 2017-08-07 | 2017-08-08 | 2017-09-06 | 1 | 37.00 | 37.00 | 0.00% | market | 497.83% | — | — | 17.60% | -0.25% | 17.85% |
| CPRI | 2017-08-08 | 2017-08-09 | 2017-09-07 | 1 | 44.98 | 44.98 | 0.00% | market | 29.03% | — | — | -5.90% | 0.16% | -6.06% |
| JD | 2017-08-14 | 2017-08-15 | 2017-09-13 | 1 | 44.94 | 44.94 | 0.00% | market | 25.00% | — | — | 0.63% | 1.29% | -0.66% |
| AGRO | 2017-08-15 | 2017-08-16 | 2017-09-14 | 1 | 10.43 | 10.43 | 0.00% | market | 160.00% | — | — | -2.69% | 1.21% | -3.89% |
| BABA | 2017-08-17 | 2017-08-18 | 2017-09-18 | 1 | 165.36 | 165.36 | 0.00% | market | 25.81% | — | — | 8.74% | 2.81% | 5.93% |
| EL | 2017-08-18 | 2017-08-21 | 2017-09-19 | 3 | 105.39 | 105.39 | 0.00% | market | 18.60% | — | — | 4.61% | 3.02% | 1.59% |
| DBI | 2017-08-22 | 2017-08-23 | 2017-09-21 | 1 | 18.70 | 18.70 | 0.00% | market | 31.03% | — | — | 5.94% | 2.07% | 3.87% |
| ANF | 2017-08-24 | 2017-08-25 | 2017-09-25 | 1 | 11.57 | 11.57 | 0.00% | market | 52.94% | — | — | 23.50% | 1.65% | 21.85% |
| OOMA | 2017-08-24 | 2017-08-25 | 2017-09-25 | 1 | 8.25 | 8.25 | 0.00% | market | 60.00% | — | — | 25.96% | 1.65% | 24.32% |
| SIG | 2017-08-24 | 2017-08-25 | 2017-09-25 | 1 | 62.00 | 62.00 | 0.00% | market | 12.50% | — | — | 5.85% | 1.65% | 4.21% |
| TRTX | 2017-08-24 | 2017-08-25 | 2017-09-25 | 1 | 19.63 | 19.63 | 0.00% | market | 16.36% | — | — | -0.10% | 1.65% | -1.75% |
| AVAV | 2017-08-29 | 2017-08-30 | 2017-09-28 | 1 | 42.77 | 42.77 | 0.00% | market | 44.12% | — | — | 25.32% | 2.25% | 23.06% |
| MOV | 2017-08-29 | 2017-08-30 | 2017-09-28 | 1 | 28.55 | 28.55 | 0.00% | market | 72.00% | — | — | -1.85% | 2.25% | -4.11% |
| LULU | 2017-08-31 | 2017-09-01 | 2017-10-02 | 1 | 61.22 | 61.22 | 0.00% | market | 11.43% | — | — | 2.53% | 1.77% | 0.76% |
| PANW | 2017-08-31 | 2017-09-01 | 2017-10-02 | 1 | 24.13 | 24.13 | 0.00% | market | 15.38% | — | — | -0.22% | 1.77% | -2.00% |
| HPE | 2017-09-05 | 2017-09-06 | 2017-10-04 | 1 | 14.29 | 14.29 | 0.00% | market | 24.00% | — | — | 3.47% | 2.56% | 0.91% |
| HQY | 2017-09-05 | 2017-09-06 | 2017-10-04 | 1 | 45.50 | 45.50 | 0.00% | market | 80.00% | — | — | 14.47% | 2.56% | 11.91% |
| GWRE | 2017-09-06 | 2017-09-07 | 2017-10-05 | 1 | 74.40 | 74.40 | 0.00% | market | 51.28% | — | — | 4.03% | 3.00% | 1.03% |
| RH | 2017-09-06 | 2017-09-07 | 2017-10-05 | 1 | 69.71 | 69.71 | 0.00% | market | 38.30% | — | — | 7.90% | 3.00% | 4.91% |
| FIZZ | 2017-09-07 | 2017-09-08 | 2017-10-06 | 1 | 60.00 | 60.00 | 0.00% | market | 10.81% | — | — | -9.10% | 3.18% | -12.28% |
| MU | 2017-09-26 | 2017-09-27 | 2017-10-25 | 1 | 36.26 | 36.26 | 0.00% | market | 10.38% | — | — | 13.14% | 2.17% | 10.97% |
| THO | 2017-09-27 | 2017-09-28 | 2017-10-26 | 1 | 123.87 | 123.87 | 0.00% | market | 15.90% | — | — | 7.46% | 2.36% | 5.11% |
| KBH | 2017-09-28 | 2017-09-29 | 2017-10-27 | 1 | 23.15 | 23.15 | 0.00% | market | 10.87% | — | — | 16.75% | 2.94% | 13.80% |
| STZ | 2017-10-05 | 2017-10-06 | 2017-11-03 | 1 | 209.28 | 209.28 | 0.00% | market | 14.35% | — | — | 3.07% | 1.69% | 1.38% |
| SAR | 2017-10-11 | 2017-10-12 | 2017-11-09 | 1 | 21.83 | 21.83 | 0.00% | market | 21.57% | — | — | 3.47% | 1.38% | 2.09% |
| GS | 2017-10-17 | 2017-10-18 | 2017-11-15 | 1 | 236.87 | 236.87 | 0.00% | market | 20.38% | — | — | 0.21% | 0.21% | 0.00% |
| GWW | 2017-10-17 | 2017-10-18 | 2017-11-15 | 1 | 209.11 | 209.11 | 0.00% | market | 13.28% | — | — | -6.50% | 0.21% | -6.71% |
| NIC | 2017-10-17 | 2017-10-18 | 2017-11-15 | 1 | 58.38 | 58.38 | 0.00% | market | 12.35% | — | — | -3.58% | 0.21% | -3.79% |
| PGR | 2017-10-17 | 2017-10-18 | 2017-11-15 | 1 | 48.86 | 48.86 | 0.00% | market | 20.59% | — | — | 5.61% | 0.21% | 5.40% |
| MTG | 2017-10-18 | 2017-10-19 | 2017-11-16 | 1 | 13.47 | 13.47 | 0.00% | market | 23.08% | — | — | 6.28% | 1.49% | 4.80% |
| RLI | 2017-10-18 | 2017-10-19 | 2017-11-16 | 1 | 29.31 | 29.31 | 0.00% | market | 189.86% | — | — | 1.26% | 1.49% | -0.22% |
| UNF | 2017-10-18 | 2017-10-19 | 2017-11-16 | 1 | 156.45 | 156.45 | 0.00% | market | 17.07% | — | — | -1.76% | 1.49% | -3.25% |
| ISRG | 2017-10-19 | 2017-10-20 | 2017-11-17 | 1 | 119.16 | 119.16 | 0.00% | market | 39.39% | — | — | 9.69% | 0.45% | 9.24% |
| TEAM | 2017-10-19 | 2017-10-20 | 2017-11-17 | 1 | 45.98 | 45.98 | 0.00% | market | 33.33% | — | — | 13.80% | 0.45% | 13.35% |
| TRV | 2017-10-19 | 2017-10-20 | 2017-11-17 | 1 | 134.00 | 134.00 | 0.00% | market | 102.22% | — | — | -3.14% | 0.45% | -3.60% |
| CLF | 2017-10-20 | 2017-10-23 | 2017-11-20 | 3 | 6.82 | 6.82 | 0.00% | market | 20.00% | — | — | -9.63% | 0.32% | -9.95% |
| RBCAA | 2017-10-20 | 2017-10-23 | 2017-11-20 | 3 | 41.20 | 41.20 | 0.00% | market | 13.33% | — | — | -3.30% | 0.32% | -3.62% |
| HAL | 2017-10-23 | 2017-10-24 | 2017-11-21 | 1 | 42.43 | 42.43 | 0.00% | market | 13.51% | — | — | -3.07% | 1.32% | -4.39% |
| ITW | 2017-10-23 | 2017-10-24 | 2017-11-21 | 1 | 156.63 | 156.63 | 0.00% | market | 12.12% | — | — | 1.71% | 1.32% | 0.39% |
| LOGI | 2017-10-23 | 2017-10-24 | 2017-11-21 | 1 | 35.31 | 35.31 | 0.00% | market | 11.11% | — | — | 2.96% | 1.32% | 1.64% |
| TMUS | 2017-10-23 | 2017-10-24 | 2017-11-21 | 1 | 61.74 | 61.74 | 0.00% | market | 36.96% | — | — | -2.25% | 1.32% | -3.58% |
| AMD | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 12.95 | 12.95 | 0.00% | market | 25.00% | — | — | -12.30% | 1.40% | -13.70% |
| BIIB | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 317.96 | 317.96 | 0.00% | market | 10.12% | — | — | -2.67% | 1.40% | -4.06% |
| HLI | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 44.15 | 44.15 | 0.00% | market | 33.33% | — | — | -0.46% | 1.40% | -1.86% |
| HMN | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 43.70 | 43.70 | 0.00% | market | 81.58% | — | — | 3.90% | 1.40% | 2.51% |
| ILMN | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 208.00 | 208.00 | 0.00% | market | 12.12% | — | — | 0.52% | 1.40% | -0.88% |
| MRCY | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 54.04 | 54.04 | 0.00% | market | 42.31% | — | — | -3.34% | 1.40% | -4.74% |
| ONB | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 18.75 | 18.75 | 0.00% | market | 11.54% | — | — | -6.23% | 1.40% | -7.63% |
| PII | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 120.82 | 120.82 | 0.00% | market | 18.70% | — | — | 2.18% | 1.40% | 0.79% |
| TXN | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 95.00 | 95.00 | 0.00% | market | 12.50% | — | — | 3.14% | 1.40% | 1.74% |
| WRB | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 21.27 | 21.27 | 0.00% | market | 22.22% | — | — | -7.58% | 1.40% | -8.97% |
| ALLY | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 25.90 | 25.90 | 0.00% | market | 10.17% | — | — | 2.29% | 1.71% | 0.59% |
| CNO | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 25.00 | 25.00 | 0.00% | market | 15.38% | — | — | -3.66% | 1.71% | -5.37% |
| CSGP | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 28.15 | 28.15 | 0.00% | market | 27.27% | — | — | 10.10% | 1.71% | 8.39% |
| CW | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 115.00 | 115.00 | 0.00% | market | 18.18% | — | — | 5.09% | 1.71% | 3.38% |
| EFOR | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 57.63 | 57.63 | 0.00% | market | 10.67% | — | — | 9.32% | 1.71% | 7.62% |
| EIG | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 45.70 | 45.70 | 0.00% | market | 14.04% | — | — | 6.25% | 1.71% | 4.54% |
| FCX | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 14.83 | 14.83 | 0.00% | market | 17.24% | — | — | -3.34% | 1.71% | -5.04% |
| FFIV | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 119.50 | 119.50 | 0.00% | market | 10.41% | — | — | 2.99% | 1.71% | 1.28% |
| FR | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 30.85 | 30.85 | 0.00% | market | 106.25% | — | — | 5.57% | 1.71% | 3.87% |
| IR | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 28.48 | 28.48 | 0.00% | market | 10.81% | — | — | 9.24% | 1.71% | 7.53% |
| LPL | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 12.94 | 12.94 | 0.00% | market | 11.32% | — | — | 10.33% | 1.71% | 8.63% |
| NOC | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 306.00 | 306.00 | 0.00% | market | 17.12% | — | — | -1.17% | 1.71% | -2.88% |
| OFG | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 8.95 | 8.95 | 0.00% | market | 42.86% | — | — | 4.37% | 1.71% | 2.66% |
| OII | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 19.07 | 19.07 | 0.00% | market | 134.59% | — | — | -0.47% | 1.71% | -2.17% |
| SCI | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 33.87 | 33.87 | 0.00% | market | 22.22% | — | — | 5.45% | 1.71% | 3.74% |
| SEIC | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 64.24 | 64.24 | 0.00% | market | 10.53% | — | — | 6.50% | 1.71% | 4.79% |
| SIGI | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 57.25 | 57.25 | 0.00% | market | 16.13% | — | — | 3.66% | 1.71% | 1.95% |
| SIRI | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 56.20 | 56.20 | 0.00% | market | 50.00% | — | — | -3.30% | 1.71% | -5.01% |
| SLAB | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 92.40 | 92.40 | 0.00% | market | 11.11% | — | — | 2.61% | 1.71% | 0.90% |
| SU | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 33.37 | 33.37 | 0.00% | market | 48.57% | — | — | 5.80% | 1.71% | 4.10% |
| TER | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 41.00 | 41.00 | 0.00% | market | 25.58% | — | — | 6.34% | 1.71% | 4.63% |
| TRN | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 23.09 | 23.09 | 0.00% | market | 38.71% | — | — | 6.01% | 1.71% | 4.30% |
| UTHR | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 121.80 | 121.80 | 0.00% | market | 62.02% | — | — | 2.54% | 1.71% | 0.83% |
| ABEV | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 6.41 | 6.41 | 0.00% | market | 20.00% | — | — | -0.88% | 1.47% | -2.35% |
| ALKS | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 55.00 | 55.00 | 0.00% | market | 444.46% | — | — | -8.54% | 1.47% | -10.00% |
| ALV | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 90.51 | 90.51 | 0.00% | market | 10.53% | — | — | -0.66% | 1.47% | -2.13% |
| BMRN | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 82.52 | 82.52 | 0.00% | market | 41.67% | — | — | 0.43% | 1.47% | -1.03% |
| CB | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 154.25 | 154.25 | 0.00% | market | 50.00% | — | — | -3.34% | 1.47% | -4.80% |
| COLB | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 43.51 | 43.51 | 0.00% | market | 32.08% | — | — | 0.04% | 1.47% | -1.43% |
| CPAC | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 12.67 | 12.67 | 0.00% | market | 55.56% | — | — | -1.52% | 1.47% | -2.99% |
| CSTM | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 11.60 | 11.60 | 0.00% | market | 33.31% | — | — | -11.74% | 1.47% | -13.20% |
| CX | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 8.12 | 8.12 | 0.00% | market | 18.75% | — | — | -4.78% | 1.47% | -6.25% |
| DGII | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 10.80 | 10.80 | 0.00% | market | 100.00% | — | — | -4.73% | 1.47% | -6.20% |
| EME | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 77.23 | 77.23 | 0.00% | market | 34.57% | — | — | 1.08% | 1.47% | -0.39% |
| ENVA | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 15.20 | 15.20 | 0.00% | market | 78.57% | — | — | -5.36% | 1.47% | -6.83% |
| FCN | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 41.08 | 41.08 | 0.00% | market | 40.68% | — | — | 1.26% | 1.47% | -0.20% |
| FE | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 32.10 | 32.10 | 0.00% | market | 11.49% | — | — | 5.63% | 1.47% | 4.17% |
| FMX | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 88.88 | 88.88 | 0.00% | market | 293.70% | — | — | 2.63% | 1.47% | 1.17% |
| FSLR | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 52.10 | 52.10 | 0.00% | market | 132.14% | — | — | 18.23% | 1.47% | 16.76% |
| FTNT | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 7.45 | 7.45 | 0.00% | market | 20.00% | — | — | 12.25% | 1.47% | 10.78% |
| GOOG | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 50.46 | 50.46 | 0.00% | market | 14.29% | — | — | 4.36% | 1.47% | 2.89% |
| GOOGL | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 51.55 | 51.55 | 0.00% | market | 14.29% | — | — | 3.88% | 1.47% | 2.41% |
| GPI | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 79.30 | 79.30 | 0.00% | market | 21.20% | — | — | -1.05% | 1.47% | -2.51% |
| HESM | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 20.76 | 20.76 | 0.00% | market | 12.50% | — | — | -9.16% | 1.47% | -10.62% |
| HUBG | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 21.63 | 21.63 | 0.00% | market | 130.00% | — | — | 1.98% | 1.47% | 0.51% |
| IDCC | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 75.90 | 75.90 | 0.00% | market | 51.52% | — | — | -2.21% | 1.47% | -3.67% |
| INTC | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 43.30 | 43.30 | 0.00% | market | 26.25% | — | — | 2.65% | 1.47% | 1.18% |
| LAZ | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 45.98 | 45.98 | 0.00% | market | 13.33% | — | — | 3.53% | 1.47% | 2.07% |
| LMAT | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 35.01 | 35.01 | 0.00% | market | 25.00% | — | — | -3.41% | 1.47% | -4.88% |
| MPC | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 57.68 | 57.68 | 0.00% | market | 19.59% | — | — | 7.18% | 1.47% | 5.72% |
| MSFT | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 84.37 | 84.37 | 0.00% | market | 16.67% | — | — | -0.69% | 1.47% | -2.16% |
| MSTR | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 14.13 | 14.13 | 0.00% | market | 60.00% | — | — | -3.64% | 1.47% | -5.10% |
| MTRN | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 47.15 | 47.15 | 0.00% | market | 25.00% | — | — | 5.10% | 1.47% | 3.63% |
| NOV | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 32.70 | 32.70 | 0.00% | market | 12.50% | — | — | -3.37% | 1.47% | -4.84% |
| NVCR | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 18.50 | 18.50 | 0.00% | market | 35.00% | — | — | 0.17% | 1.47% | -1.30% |
| ORC | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 50.20 | 50.20 | 0.00% | market | 18.60% | — | — | -1.79% | 1.47% | -3.26% |
| ORI | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 19.79 | 19.79 | 0.00% | market | 92.84% | — | — | 5.26% | 1.47% | 3.79% |
| OSIS | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 94.31 | 94.31 | 0.00% | market | 12.86% | — | — | -5.98% | 1.47% | -7.45% |
| PENN | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 24.35 | 24.35 | 0.00% | market | 17.39% | — | — | 13.29% | 1.47% | 11.82% |
| PIPR | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 16.35 | 16.35 | 0.00% | market | 100.94% | — | — | 17.09% | 1.47% | 15.62% |
| QSR | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 66.03 | 66.03 | 0.00% | market | 18.37% | — | — | -0.30% | 1.47% | -1.76% |
| RGA | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 148.00 | 148.00 | 0.00% | market | 31.30% | — | — | 7.74% | 1.47% | 6.28% |
| SPGI | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 164.78 | 164.78 | 0.00% | market | 11.76% | — | — | -0.33% | 1.47% | -1.80% |
| SXC | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 11.50 | 11.50 | 0.00% | market | 325.00% | — | — | -4.01% | 1.47% | -5.48% |
| VSH | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 21.90 | 21.90 | 0.00% | market | 13.51% | — | — | 3.78% | 1.47% | 2.32% |
| WYNN | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 142.66 | 142.66 | 0.00% | market | 10.95% | — | — | 11.00% | 1.47% | 9.53% |
| GBX | 2017-10-27 | 2017-10-30 | 2017-11-28 | 3 | 49.45 | 49.45 | 0.00% | market | 10.26% | — | — | -2.93% | 2.50% | -5.43% |
| HUN | 2017-10-27 | 2017-10-30 | 2017-11-28 | 3 | 31.10 | 31.10 | 0.00% | market | 31.37% | — | — | 3.73% | 2.50% | 1.23% |
| OPY | 2017-10-27 | 2017-10-30 | 2017-11-28 | 3 | 19.95 | 19.95 | 0.00% | market | 256.25% | — | — | 35.24% | 2.50% | 32.74% |
| PDS | 2017-10-27 | 2017-10-30 | 2017-11-28 | 3 | 51.60 | 51.60 | 0.00% | market | 22.22% | — | — | -4.75% | 2.50% | -7.25% |
| PFS | 2017-10-27 | 2017-10-30 | 2017-11-28 | 3 | 28.31 | 28.31 | 0.00% | market | 10.81% | — | — | -2.43% | 2.50% | -4.93% |
| POR | 2017-10-27 | 2017-10-30 | 2017-11-28 | 3 | 48.18 | 48.18 | 0.00% | market | 15.79% | — | — | 1.68% | 2.50% | -0.81% |
| AAPL | 2017-11-02 | 2017-11-03 | 2017-12-04 | 1 | 43.50 | 43.50 | 0.00% | market | 10.64% | — | — | -2.51% | 2.47% | -4.98% |
| ALRM | 2017-11-08 | 2017-11-09 | 2017-12-08 | 1 | 44.31 | 44.31 | 0.00% | market | 35.00% | — | — | -15.45% | 3.02% | -18.47% |
| BZH | 2017-11-14 | 2017-11-15 | 2017-12-14 | 1 | 22.70 | 22.70 | 0.00% | market | 74.07% | — | — | -17.37% | 3.52% | -20.89% |
| KLIC | 2017-11-14 | 2017-11-15 | 2017-12-14 | 1 | 28.40 | 28.40 | 0.00% | market | 45.71% | — | — | -14.43% | 3.52% | -17.95% |
| EZPW | 2017-11-15 | 2017-11-16 | 2017-12-15 | 1 | 11.00 | 11.00 | 0.00% | market | 90.91% | — | — | 11.26% | 3.49% | 7.77% |
| NTAP | 2017-11-15 | 2017-11-16 | 2017-12-15 | 1 | 51.41 | 51.41 | 0.00% | market | 17.39% | — | — | 11.30% | 3.49% | 7.81% |
| HP | 2017-11-16 | 2017-11-17 | 2017-12-18 | 1 | 55.17 | 55.17 | 0.00% | market | 38.10% | — | — | 5.01% | 3.86% | 1.15% |
| NGVC | 2017-11-16 | 2017-11-17 | 2017-12-18 | 1 | 5.85 | 5.85 | 0.00% | market | 20.00% | — | — | 56.31% | 3.86% | 52.45% |
| ANF | 2017-11-17 | 2017-11-20 | 2017-12-19 | 3 | 15.70 | 15.70 | 0.00% | market | 25.00% | — | — | 13.08% | 3.50% | 9.59% |
| SBLK | 2017-11-19 | 2017-11-20 | 2017-12-19 | 1 | 9.62 | 9.62 | 0.00% | market | 20.00% | — | — | 15.08% | 3.50% | 11.58% |
| P | 2017-11-28 | 2017-11-29 | 2017-12-28 | 1 | 18.47 | 18.47 | 0.00% | market | 66.67% | — | — | -12.28% | 1.84% | -14.13% |
| PKX | 2017-11-28 | 2017-11-29 | 2017-12-28 | 1 | 75.59 | 75.59 | 0.00% | market | 47.56% | — | — | 4.16% | 1.84% | 2.32% |
| REX | 2017-11-29 | 2017-11-30 | 2017-12-29 | 1 | 14.98 | 14.98 | 0.00% | market | 83.33% | — | — | -7.98% | 1.18% | -9.15% |
| TLYS | 2017-11-29 | 2017-11-30 | 2017-12-29 | 1 | 14.60 | 14.60 | 0.00% | market | 42.86% | — | — | 1.00% | 1.18% | -0.18% |
| WDAY | 2017-11-29 | 2017-11-30 | 2017-12-29 | 1 | 105.49 | 105.49 | 0.00% | market | 60.00% | — | — | -3.65% | 1.18% | -4.83% |
| AMBA | 2017-11-30 | 2017-12-01 | 2018-01-02 | 1 | 58.90 | 58.90 | 0.00% | market | 13.64% | — | — | 5.72% | 1.51% | 4.21% |
| VNET | 2017-12-05 | 2017-12-06 | 2018-01-05 | 1 | 6.51 | 6.51 | 0.00% | market | 94.17% | — | — | 40.61% | 3.84% | 36.76% |
| AEO | 2017-12-06 | 2017-12-07 | 2018-01-08 | 1 | 16.85 | 16.85 | 0.00% | market | 10.53% | — | — | 6.43% | 3.73% | 2.70% |
| BF-B | 2017-12-06 | 2017-12-07 | 2018-01-08 | 1 | 52.64 | 52.64 | 0.00% | market | 16.28% | — | — | 4.16% | 3.73% | 0.43% |
| GEF | 2017-12-06 | 2017-12-07 | 2018-01-08 | 1 | 57.90 | 57.90 | 0.00% | market | 10.11% | — | — | 7.12% | 3.73% | 3.39% |
| WLY | 2017-12-06 | 2017-12-07 | 2018-01-08 | 1 | 61.30 | 61.30 | 0.00% | market | 25.61% | — | — | 8.22% | 3.73% | 4.49% |
| EYE | 2017-12-07 | 2017-12-08 | 2018-01-09 | 1 | 33.02 | 33.02 | 0.00% | market | 66.67% | — | — | 14.86% | 3.54% | 11.32% |
| SAIC | 2017-12-07 | 2017-12-08 | 2018-01-09 | 1 | 83.50 | 83.50 | 0.00% | market | 12.64% | — | — | -6.16% | 3.54% | -9.70% |
| NX | 2017-12-11 | 2017-12-12 | 2018-01-11 | 1 | 21.35 | 21.35 | 0.00% | market | 27.59% | — | — | 5.75% | 3.33% | 2.42% |
| BRT | 2017-12-14 | 2017-12-15 | 2018-01-17 | 1 | 11.36 | 11.36 | 0.00% | market | 29.41% | — | — | 16.98% | 5.33% | 11.64% |
| HOV | 2017-12-21 | 2017-12-22 | 2018-01-24 | 1 | 71.50 | 71.50 | 0.00% | market | 733.33% | — | — | -11.29% | 5.82% | -17.11% |
| NKE | 2017-12-21 | 2017-12-22 | 2018-01-24 | 1 | 61.20 | 61.20 | 0.00% | market | 15.00% | — | — | 11.01% | 5.82% | 5.19% |
| EBF | 2017-12-22 | 2017-12-26 | 2018-01-25 | 4 | 20.60 | 20.60 | 0.00% | market | 22.22% | — | — | -2.04% | 6.09% | -8.13% |
| CALM | 2018-01-05 | 2018-01-08 | 2018-02-06 | 3 | 40.85 | 40.85 | 0.00% | market | 10.00% | — | — | -1.20% | -1.53% | 0.33% |
| OZK | 2018-01-16 | 2018-01-17 | 2018-02-14 | 1 | 51.80 | 51.80 | 0.00% | market | 52.00% | — | — | -1.05% | -3.04% | 1.99% |
| ASML | 2018-01-17 | 2018-01-18 | 2018-02-15 | 1 | 202.18 | 202.18 | 0.00% | market | 35.22% | — | — | -3.70% | -2.31% | -1.39% |
| BFC | 2018-01-17 | 2018-01-18 | 2018-02-15 | 1 | 44.10 | 44.10 | 0.00% | market | 20.90% | — | — | 3.07% | -2.31% | 5.38% |
| WAFD | 2018-01-17 | 2018-01-18 | 2018-02-15 | 1 | 36.95 | 36.95 | 0.00% | market | 15.69% | — | — | -2.40% | -2.31% | -0.09% |
| MTB | 2018-01-18 | 2018-01-19 | 2018-02-16 | 1 | 187.43 | 187.43 | 0.00% | market | 10.83% | — | — | 2.15% | -2.39% | 4.54% |
| MTG | 2018-01-18 | 2018-01-19 | 2018-02-16 | 1 | 15.66 | 15.66 | 0.00% | market | 59.26% | — | — | -8.21% | -2.39% | -5.82% |
| BRO | 2018-01-22 | 2018-01-23 | 2018-02-21 | 1 | 26.77 | 26.77 | 0.00% | market | 14.29% | — | — | -2.04% | -4.49% | 2.45% |
| LOGI | 2018-01-22 | 2018-01-23 | 2018-02-21 | 1 | 40.07 | 40.07 | 0.00% | market | 16.07% | — | — | -0.20% | -4.49% | 4.29% |
| RMD | 2018-01-22 | 2018-01-23 | 2018-02-21 | 1 | 98.73 | 98.73 | 0.00% | market | 28.21% | — | — | -5.70% | -4.49% | -1.21% |
| ATI | 2018-01-23 | 2018-01-24 | 2018-02-22 | 1 | 29.56 | 29.56 | 0.00% | market | 92.86% | — | — | -10.01% | -4.80% | -5.22% |
| CHCO | 2018-01-23 | 2018-01-24 | 2018-02-22 | 1 | 69.07 | 69.07 | 0.00% | market | 11.34% | — | — | -0.20% | -4.80% | 4.59% |
| CCI | 2018-01-24 | 2018-01-25 | 2018-02-23 | 1 | 109.38 | 109.38 | 0.00% | market | 17.92% | — | — | 0.87% | -3.33% | 4.19% |
| GWW | 2018-01-24 | 2018-01-25 | 2018-02-23 | 1 | 275.00 | 275.00 | 0.00% | market | 33.64% | — | — | -3.30% | -3.33% | 0.02% |
| LVS | 2018-01-24 | 2018-01-25 | 2018-02-23 | 1 | 77.09 | 77.09 | 0.00% | market | 14.29% | — | — | -3.68% | -3.33% | -0.35% |
| RJF | 2018-01-24 | 2018-01-25 | 2018-02-23 | 1 | 65.33 | 65.33 | 0.00% | market | 12.63% | — | — | -6.76% | -3.33% | -3.43% |
| ROK | 2018-01-24 | 2018-01-25 | 2018-02-23 | 1 | 201.10 | 201.10 | 0.00% | market | 12.64% | — | — | -7.87% | -3.33% | -4.55% |
| AIT | 2018-01-25 | 2018-01-26 | 2018-02-26 | 1 | 74.05 | 74.05 | 0.00% | market | 25.35% | — | — | -1.11% | -2.23% | 1.12% |
| CNOB | 2018-01-25 | 2018-01-26 | 2018-02-26 | 1 | 29.15 | 29.15 | 0.00% | market | 27.50% | — | — | 0.24% | -2.23% | 2.48% |
| LRN | 2018-01-25 | 2018-01-26 | 2018-02-26 | 1 | 17.33 | 17.33 | 0.00% | market | 37.50% | — | — | -11.70% | -2.23% | -9.46% |
| MSTR | 2018-01-25 | 2018-01-26 | 2018-02-26 | 1 | 13.78 | 13.78 | 0.00% | market | 14.29% | — | — | -0.17% | -2.23% | 2.06% |
| SBUX | 2018-01-25 | 2018-01-26 | 2018-02-26 | 1 | 57.94 | 57.94 | 0.00% | market | 14.04% | — | — | -1.43% | -2.23% | 0.80% |
| MCB | 2018-01-29 | 2018-01-30 | 2018-02-28 | 1 | 43.38 | 43.38 | 0.00% | market | 116.67% | — | — | 2.30% | -3.87% | 6.17% |
| ALGN | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 261.01 | 261.01 | 0.00% | market | 23.96% | — | — | -6.02% | -5.32% | -0.71% |
| ALV | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 108.67 | 108.67 | 0.00% | market | 16.67% | — | — | -5.03% | -5.32% | 0.28% |
| AMD | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 13.24 | 13.24 | 0.00% | market | 60.00% | — | — | -10.22% | -5.32% | -4.90% |
| BEN | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 42.92 | 42.92 | 0.00% | market | 17.33% | — | — | -10.72% | -5.32% | -5.41% |
| EAT | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 36.83 | 36.83 | 0.00% | market | 22.54% | — | — | -6.34% | -5.32% | -1.03% |
| HCA | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 102.00 | 102.00 | 0.00% | market | 13.37% | — | — | -2.62% | -5.32% | 2.70% |
| ILMN | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 240.48 | 240.48 | 0.00% | market | 18.03% | — | — | -9.36% | -5.32% | -4.04% |
| PFE | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 35.95 | 35.95 | 0.00% | market | 10.71% | — | — | -6.14% | -5.32% | -0.82% |
| SAP | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 112.35 | 112.35 | 0.00% | market | 14.19% | — | — | -9.31% | -5.32% | -4.00% |
| TFSL | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 14.53 | 14.53 | 0.00% | market | 12.50% | — | — | 1.21% | -5.32% | 6.52% |
| AFG | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 117.00 | 117.00 | 0.00% | market | 30.95% | — | — | -5.42% | -4.27% | -1.16% |
| ARCB | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 35.20 | 35.20 | 0.00% | market | 20.00% | — | — | -5.78% | -4.27% | -1.52% |
| EVR | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 100.60 | 100.60 | 0.00% | market | 17.42% | — | — | -8.80% | -4.27% | -4.53% |
| EXP | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 112.06 | 112.06 | 0.00% | market | 45.45% | — | — | -9.66% | -4.27% | -5.39% |
| GEN | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 26.35 | 26.35 | 0.00% | market | 11.36% | — | — | 2.03% | -4.27% | 6.29% |
| MEOH | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 63.50 | 63.50 | 0.00% | market | 42.86% | — | — | -15.06% | -4.27% | -10.79% |
| META | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 188.22 | 188.22 | 0.00% | market | 13.33% | — | — | -6.26% | -4.27% | -2.00% |
| MT | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 35.92 | 35.92 | 0.00% | market | 12.50% | — | — | -7.53% | -4.27% | -3.27% |
| OTEX | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 37.50 | 37.50 | 0.00% | market | 20.63% | — | — | -7.19% | -4.27% | -2.93% |
| RNR | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 130.83 | 130.83 | 0.00% | market | 38.16% | — | — | -3.57% | -4.27% | 0.70% |
| SEIC | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 75.85 | 75.85 | 0.00% | market | 11.67% | — | — | -3.36% | -4.27% | 0.91% |
| ZWS | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 15.14 | 15.14 | 0.00% | market | 32.14% | — | — | -10.80% | -4.27% | -6.53% |
| AMZN | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 73.87 | 73.87 | 0.00% | market | 22.22% | — | — | 3.03% | -2.82% | 5.84% |
| DECK | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 15.76 | 15.76 | 0.00% | market | 29.69% | — | — | 0.03% | -2.82% | 2.84% |
| EMN | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 102.27 | 102.27 | 0.00% | market | 52.83% | — | — | 0.73% | -2.82% | 3.55% |
| ENVA | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 19.10 | 19.10 | 0.00% | market | 23.81% | — | — | 16.65% | -2.82% | 19.47% |
| FCFS | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 74.45 | 74.45 | 0.00% | market | 11.90% | — | — | 1.24% | -2.82% | 4.06% |
| LPLA | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 63.27 | 63.27 | 0.00% | market | 140.54% | — | — | 0.93% | -2.82% | 3.74% |
| MSCI | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 146.95 | 146.95 | 0.00% | market | 16.16% | — | — | -0.79% | -2.82% | 2.02% |
| NOK | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 5.51 | 5.51 | 0.00% | market | 36.36% | — | — | 6.07% | -2.82% | 8.89% |
| RDN | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 22.87 | 22.87 | 0.00% | market | 15.91% | — | — | -9.15% | -2.82% | -6.33% |
| VIAV | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 9.91 | 9.91 | 0.00% | market | 28.57% | — | — | 1.31% | -2.82% | 4.13% |
| PSX | 2018-02-02 | 2018-02-05 | 2018-03-06 | 3 | 95.82 | 95.82 | 0.00% | market | 24.42% | — | — | -2.07% | -0.21% | -1.86% |
| SONY | 2018-02-02 | 2018-02-05 | 2018-03-06 | 3 | 10.14 | 10.14 | 0.00% | market | 79.13% | — | — | -1.18% | -0.21% | -0.98% |
| HWM | 2018-02-05 | 2018-02-06 | 2018-03-07 | 1 | 26.19 | 26.19 | 0.00% | market | 29.17% | — | — | -6.09% | 4.94% | -11.03% |
| NMM | 2018-02-05 | 2018-02-06 | 2018-03-07 | 1 | 30.73 | 30.73 | 0.00% | market | 133.33% | — | — | 0.39% | 4.94% | -4.55% |
| TIMB | 2018-02-05 | 2018-02-06 | 2018-03-07 | 1 | 20.61 | 20.61 | 0.00% | market | 50.00% | — | — | 7.71% | 4.94% | 2.77% |
| ACLS | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 25.40 | 25.40 | 0.00% | market | 20.51% | — | — | 0.49% | 2.09% | -1.60% |
| AXTA | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 30.27 | 30.27 | 0.00% | market | 15.62% | — | — | 7.27% | 2.09% | 5.18% |
| CMI | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 175.90 | 175.90 | 0.00% | market | 14.34% | — | — | -9.59% | 2.09% | -11.68% |
| CVCO | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 159.05 | 159.05 | 0.00% | market | 38.71% | — | — | 8.48% | 2.09% | 6.40% |
| GM | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 41.80 | 41.80 | 0.00% | market | 23.13% | — | — | -9.57% | 2.09% | -11.66% |
| GNW | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 3.10 | 3.10 | 0.00% | market | 209.52% | — | — | -1.71% | 2.09% | -3.80% |
| LITE | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 52.50 | 52.50 | 0.00% | market | 46.49% | — | — | 24.38% | 2.09% | 22.29% |
| MDU | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 9.71 | 9.71 | 0.00% | market | 14.71% | — | — | 2.68% | 2.09% | 0.59% |
| ONTO | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 24.42 | 24.42 | 0.00% | market | 12.77% | — | — | 16.81% | 2.09% | 14.73% |
| PAYC | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 86.88 | 86.88 | 0.00% | market | 26.09% | — | — | 25.75% | 2.09% | 23.67% |
| RAMP | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 26.82 | 26.82 | 0.00% | market | 34.78% | — | — | 13.70% | 2.09% | 11.61% |
| RBC | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 74.25 | 74.25 | 0.00% | market | 20.69% | — | — | -2.12% | 2.09% | -4.21% |
| SPGI | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 179.79 | 179.79 | 0.00% | market | 13.50% | — | — | 6.97% | 2.09% | 4.88% |
| SPSC | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 28.50 | 28.50 | 0.00% | market | 30.00% | — | — | 10.01% | 2.09% | 7.92% |
| TIGO | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 71.00 | 71.00 | 0.00% | market | 263.16% | — | — | -6.78% | 2.09% | -8.86% |
| TPR | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 48.93 | 48.93 | 0.00% | market | 24.42% | — | — | 6.09% | 2.09% | 4.01% |
| USNA | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 77.00 | 77.00 | 0.00% | market | 11.00% | — | — | 5.42% | 2.09% | 3.33% |
| VNOM | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 24.25 | 24.25 | 0.00% | market | 23.33% | — | — | -6.41% | 2.09% | -8.49% |
| ASC | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 6.75 | 6.75 | 0.00% | market | 20.00% | — | — | 15.46% | 4.05% | 11.40% |
| BALL | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 39.09 | 39.09 | 0.00% | market | 15.38% | — | — | 6.86% | 4.05% | 2.81% |
| BHE | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 28.75 | 28.75 | 0.00% | market | 32.43% | — | — | 10.51% | 4.05% | 6.46% |
| BTU | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 40.00 | 40.00 | 0.00% | market | 14.29% | — | — | -3.83% | 4.05% | -7.88% |
| CDE | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 7.90 | 7.90 | 0.00% | market | 60.00% | — | — | 3.44% | 4.05% | -0.61% |
| CPRI | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 65.84 | 65.84 | 0.00% | market | 37.21% | — | — | -6.84% | 4.05% | -10.90% |
| DHX | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 1.70 | 1.70 | 0.00% | market | 74.98% | — | — | -0.10% | 4.05% | -4.15% |
| FLO | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 19.19 | 19.19 | 0.00% | market | 21.43% | — | — | 11.62% | 4.05% | 7.57% |
| HAS | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 101.01 | 101.01 | 0.00% | market | 26.37% | — | — | -9.55% | 4.05% | -13.61% |
| JLL | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 152.58 | 152.58 | 0.00% | market | 15.22% | — | — | 12.42% | 4.05% | 8.37% |
| KN | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 14.01 | 14.01 | 0.00% | market | 17.65% | — | — | 3.61% | 4.05% | -0.44% |
| MC | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 51.50 | 51.50 | 0.00% | market | 20.93% | — | — | 3.30% | 4.05% | -0.75% |
| NXPI | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 118.25 | 118.25 | 0.00% | market | 76.37% | — | — | 4.49% | 4.05% | 0.44% |
| PNNT | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 6.72 | 6.72 | 0.00% | market | 11.11% | — | — | 5.55% | 4.05% | 1.50% |
| PRI | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 104.75 | 104.75 | 0.00% | market | 11.11% | — | — | -2.20% | 4.05% | -6.25% |
| RYN | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 32.12 | 32.12 | 0.00% | market | 122.22% | — | — | 8.93% | 4.05% | 4.88% |
| TTWO | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 112.00 | 112.00 | 0.00% | market | 26.00% | — | — | 4.02% | 4.05% | -0.04% |
| WD | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 47.81 | 47.81 | 0.00% | market | 26.00% | — | — | 9.63% | 4.05% | 5.57% |
| BR | 2018-02-08 | 2018-02-09 | 2018-03-12 | 1 | 91.78 | 91.78 | 0.00% | market | 36.21% | — | — | 18.19% | 6.79% | 11.40% |
| COLM | 2018-02-08 | 2018-02-09 | 2018-03-12 | 1 | 76.24 | 76.24 | 0.00% | market | 18.02% | — | — | 1.67% | 6.79% | -5.12% |
| COTY | 2018-02-08 | 2018-02-09 | 2018-03-12 | 1 | 19.61 | 19.61 | 0.00% | market | 33.33% | — | — | -2.24% | 6.79% | -9.04% |
| GOLD | 2018-02-08 | 2018-02-09 | 2018-03-12 | 1 | 6.00 | 6.00 | 0.00% | market | 125.23% | — | — | -4.43% | 6.79% | -11.23% |
| GOOS | 2018-02-08 | 2018-02-09 | 2018-03-12 | 1 | 32.75 | 32.75 | 0.00% | market | 27.78% | — | — | 0.79% | 6.79% | -6.01% |
| BIDU | 2018-02-13 | 2018-02-14 | 2018-03-15 | 1 | 236.04 | 236.04 | 0.00% | market | 11.71% | — | — | 11.20% | 4.04% | 7.15% |
| ALKS | 2018-02-14 | 2018-02-15 | 2018-03-16 | 1 | 59.86 | 59.86 | 0.00% | market | 47.62% | — | — | 2.22% | 0.97% | 1.25% |
| CC | 2018-02-14 | 2018-02-15 | 2018-03-16 | 1 | 50.88 | 50.88 | 0.00% | market | 22.68% | — | — | -2.22% | 0.97% | -3.19% |
| CIGI | 2018-02-14 | 2018-02-15 | 2018-03-16 | 1 | 67.35 | 67.35 | 0.00% | market | 14.63% | — | — | -1.36% | 0.97% | -2.33% |
| BBW | 2018-02-15 | 2018-02-16 | 2018-03-19 | 1 | 9.15 | 9.15 | 0.00% | market | 26.47% | — | — | -2.83% | -0.67% | -2.16% |
| CBZ | 2018-02-15 | 2018-02-16 | 2018-03-19 | 1 | 18.00 | 18.00 | 0.00% | market | 300.00% | — | — | 5.73% | -0.67% | 6.41% |
| ALLE | 2018-02-20 | 2018-02-21 | 2018-03-21 | 1 | 86.13 | 86.13 | 0.00% | market | 18.09% | — | — | -0.32% | -0.54% | 0.22% |
| DIN | 2018-02-20 | 2018-02-21 | 2018-03-21 | 1 | 63.75 | 63.75 | 0.00% | market | 15.62% | — | — | 2.19% | -0.54% | 2.73% |
| EXPD | 2018-02-20 | 2018-02-21 | 2018-03-21 | 1 | 62.10 | 62.10 | 0.00% | market | 12.70% | — | — | 3.06% | -0.54% | 3.60% |
| AAP | 2018-02-21 | 2018-02-22 | 2018-03-22 | 1 | 115.10 | 115.10 | 0.00% | market | 18.46% | — | — | -3.05% | -2.74% | -0.30% |
| ACHC | 2018-02-21 | 2018-02-22 | 2018-03-22 | 1 | 37.32 | 37.32 | 0.00% | market | 12.96% | — | — | 8.53% | -2.74% | 11.27% |
| ACIW | 2018-02-22 | 2018-02-23 | 2018-03-23 | 1 | 24.05 | 24.05 | 0.00% | market | 48.84% | — | — | 0.23% | -5.06% | 5.29% |
| ADC | 2018-02-22 | 2018-02-23 | 2018-03-23 | 1 | 46.15 | 46.15 | 0.00% | market | 35.90% | — | — | 0.66% | -5.06% | 5.71% |
| APA | 2018-02-22 | 2018-02-23 | 2018-03-23 | 1 | 35.00 | 35.00 | 0.00% | market | 57.14% | — | — | 5.64% | -5.06% | 10.70% |
| APPN | 2018-02-22 | 2018-02-23 | 2018-03-23 | 1 | 30.80 | 30.80 | 0.00% | market | 50.00% | — | — | -14.84% | -5.06% | -9.78% |
| ASR | 2018-02-22 | 2018-02-23 | 2018-03-23 | 1 | 183.61 | 183.61 | 0.00% | market | 109.84% | — | — | -8.35% | -5.06% | -3.30% |
| CGAU | 2018-02-23 | 2018-02-26 | 2018-03-26 | 3 | 5.32 | 5.32 | 0.00% | market | 12.50% | — | — | 7.23% | -3.92% | 11.15% |
| CNK | 2018-02-23 | 2018-02-26 | 2018-03-26 | 3 | 42.48 | 42.48 | 0.00% | market | 70.83% | — | — | -8.57% | -3.92% | -4.65% |
| HUN | 2018-02-23 | 2018-02-26 | 2018-03-26 | 3 | 33.79 | 33.79 | 0.00% | market | 15.15% | — | — | -12.91% | -3.92% | -8.99% |
| ATRC | 2018-02-26 | 2018-02-27 | 2018-03-27 | 1 | 18.32 | 18.32 | 0.00% | market | 61.90% | — | — | 9.56% | -6.30% | 15.86% |
| CRK | 2018-02-26 | 2018-02-27 | 2018-03-27 | 1 | 7.08 | 7.08 | 0.00% | market | 67.02% | — | — | 6.54% | -6.30% | 12.83% |
| ALB | 2018-02-27 | 2018-02-28 | 2018-03-28 | 1 | 112.60 | 112.60 | 0.00% | market | 10.74% | — | — | -20.56% | -5.75% | -14.81% |
| BBDC | 2018-02-28 | 2018-03-01 | 2018-03-29 | 1 | 11.25 | 11.25 | 0.00% | market | 12.12% | — | — | -1.17% | -3.04% | 1.88% |
| BHR | 2018-02-28 | 2018-03-01 | 2018-03-29 | 1 | 8.48 | 8.48 | 0.00% | market | 75.00% | — | — | 13.34% | -3.04% | 16.39% |
| BLDR | 2018-02-28 | 2018-03-01 | 2018-03-29 | 1 | 20.98 | 20.98 | 0.00% | market | 135.29% | — | — | -5.53% | -3.04% | -2.49% |
| BOX | 2018-02-28 | 2018-03-01 | 2018-03-29 | 1 | 20.60 | 20.60 | 0.00% | market | 25.00% | — | — | -0.34% | -3.04% | 2.70% |
| DCO | 2018-02-28 | 2018-03-01 | 2018-03-29 | 1 | 27.80 | 27.80 | 0.00% | market | 220.59% | — | — | 9.18% | -3.04% | 12.22% |
| DQ | 2018-02-28 | 2018-03-01 | 2018-03-29 | 1 | 9.75 | 9.75 | 0.00% | market | 23.53% | — | — | 0.35% | -3.04% | 3.39% |
| FRO | 2018-02-28 | 2018-03-01 | 2018-03-29 | 1 | 3.87 | 3.87 | 0.00% | market | 137.50% | — | — | 14.37% | -3.04% | 17.41% |
| FSS | 2018-02-28 | 2018-03-01 | 2018-03-29 | 1 | 21.46 | 21.46 | 0.00% | market | 20.00% | — | — | 2.51% | -3.04% | 5.55% |
| GGB | 2018-02-28 | 2018-03-01 | 2018-03-29 | 1 | 4.12 | 4.12 | 0.00% | market | 157.14% | — | — | -10.29% | -3.04% | -7.25% |
| GKOS | 2018-02-28 | 2018-03-01 | 2018-03-29 | 1 | 31.31 | 31.31 | 0.00% | market | 221.54% | — | — | -1.63% | -3.04% | 1.41% |
| ABEV | 2018-03-01 | 2018-03-02 | 2018-04-02 | 1 | 6.73 | 6.73 | 0.00% | market | 12.50% | — | — | 5.55% | -3.13% | 8.68% |
| AQN | 2018-03-01 | 2018-03-02 | 2018-04-02 | 1 | 9.76 | 9.76 | 0.00% | market | 33.33% | — | — | 1.64% | -3.13% | 4.78% |
| BBY | 2018-03-01 | 2018-03-02 | 2018-04-02 | 1 | 74.85 | 74.85 | 0.00% | market | 18.05% | — | — | -8.02% | -3.13% | -4.89% |
| FPI | 2018-03-01 | 2018-03-02 | 2018-04-02 | 1 | 7.72 | 7.72 | 0.00% | market | 14.29% | — | — | 3.92% | -3.13% | 7.05% |
| KEYS | 2018-03-01 | 2018-03-02 | 2018-04-02 | 1 | 47.05 | 47.05 | 0.00% | market | 30.77% | — | — | 8.59% | -3.13% | 11.73% |
| MEI | 2018-03-01 | 2018-03-02 | 2018-04-02 | 1 | 37.35 | 37.35 | 0.00% | market | 31.82% | — | — | 3.38% | -3.13% | 6.51% |
| NRP | 2018-03-01 | 2018-03-02 | 2018-04-02 | 1 | 30.60 | 30.60 | 0.00% | market | 32.32% | — | — | -5.49% | -3.13% | -2.36% |
| NTNX | 2018-03-01 | 2018-03-02 | 2018-04-02 | 1 | 36.41 | 36.41 | 0.00% | market | 33.33% | — | — | 30.80% | -3.13% | 33.93% |
| P | 2018-03-01 | 2018-03-02 | 2018-04-02 | 1 | 19.82 | 19.82 | 0.00% | market | 85.71% | — | — | -2.67% | -3.13% | 0.46% |
| VCEL | 2018-03-05 | 2018-03-06 | 2018-04-04 | 1 | 11.15 | 11.15 | 0.00% | market | 130.00% | — | — | -0.10% | -3.56% | 3.46% |
| ADSK | 2018-03-06 | 2018-03-07 | 2018-04-05 | 1 | 133.01 | 133.01 | 0.00% | market | 25.00% | — | — | -3.85% | -1.77% | -2.08% |