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 4: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| APPS | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 2.35 | 2.35 | 0.00% | market | 150.00% | — | — | 33.94% | 0.81% | 33.13% |
| BMI | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 57.07 | 57.07 | 0.00% | market | 11.11% | — | — | -0.15% | 0.81% | -0.97% |
| EL | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 149.81 | 149.81 | 0.00% | market | 12.26% | — | — | 3.63% | 0.81% | 2.82% |
| MHO | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 28.89 | 28.89 | 0.00% | market | 20.00% | — | — | -10.97% | 0.81% | -11.78% |
| PAA | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 23.49 | 23.49 | 0.00% | market | 15.94% | — | — | 1.94% | 0.81% | 1.13% |
| PAGP | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 23.96 | 23.96 | 0.00% | market | 119.61% | — | — | -0.43% | 0.81% | -1.25% |
| PDM | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 19.76 | 19.76 | 0.00% | market | 191.67% | — | — | 2.13% | 0.81% | 1.31% |
| VIAV | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 11.74 | 11.74 | 0.00% | market | 37.50% | — | — | 5.86% | 0.81% | 5.05% |
| VSH | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 21.33 | 21.33 | 0.00% | market | 13.73% | — | — | -5.91% | 0.81% | -6.73% |
| ACLS | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 21.79 | 21.79 | 0.00% | market | 25.00% | — | — | -10.29% | 1.30% | -11.59% |
| CPRI | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 47.75 | 47.75 | 0.00% | market | 12.10% | — | — | -8.83% | 1.30% | -10.13% |
| FORM | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 14.60 | 14.60 | 0.00% | market | 19.23% | — | — | 3.19% | 1.30% | 1.89% |
| FTNT | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 16.20 | 16.20 | 0.00% | market | 20.00% | — | — | -0.53% | 1.30% | -1.83% |
| GM | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 39.23 | 39.23 | 0.00% | market | 17.21% | — | — | -3.26% | 1.30% | -4.56% |
| GSK | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 41.08 | 41.08 | 0.00% | market | 12.50% | — | — | -2.44% | 1.30% | -3.74% |
| NYT | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 29.62 | 29.62 | 0.00% | market | 14.29% | — | — | 12.46% | 1.30% | 11.16% |
| REGN | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 408.29 | 408.29 | 0.00% | market | 22.14% | — | — | -1.48% | 1.30% | -2.78% |
| SONO | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 11.65 | 11.65 | 0.00% | market | 34.15% | — | — | -14.43% | 1.30% | -15.73% |
| SPOT | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 134.97 | 134.97 | 0.00% | market | 270.83% | — | — | 3.76% | 1.30% | 2.46% |
| TTMI | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 11.51 | 11.51 | 0.00% | market | 10.64% | — | — | -0.36% | 1.30% | -1.66% |
| TTWO | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 92.56 | 92.56 | 0.00% | market | 47.27% | — | — | -6.06% | 1.30% | -7.36% |
| ATEN | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 7.05 | 7.05 | 0.00% | market | 400.00% | — | — | 1.60% | 3.61% | -2.00% |
| BHE | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 27.50 | 27.50 | 0.00% | market | 17.14% | — | — | -2.83% | 3.61% | -6.43% |
| CAH | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 54.47 | 54.47 | 0.00% | market | 18.35% | — | — | -10.42% | 3.61% | -14.02% |
| COLM | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 102.80 | 102.80 | 0.00% | market | 31.25% | — | — | -0.12% | 3.61% | -3.73% |
| CSL | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 120.16 | 120.16 | 0.00% | market | 21.14% | — | — | 1.16% | 3.61% | -2.44% |
| FET | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 107.40 | 107.40 | 0.00% | market | 366.67% | — | — | -1.22% | 3.61% | -4.82% |
| HUBG | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 23.54 | 23.54 | 0.00% | market | 11.11% | — | — | -7.41% | 3.61% | -11.01% |
| MAS | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 35.73 | 35.73 | 0.00% | market | 14.29% | — | — | 10.00% | 3.61% | 6.40% |
| MAT | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 14.75 | 14.75 | 0.00% | market | 125.00% | — | — | -1.18% | 3.61% | -4.79% |
| MPC | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 63.39 | 63.39 | 0.00% | market | 21.72% | — | — | -6.71% | 3.61% | -10.32% |
| MT | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 22.02 | 22.02 | 0.00% | market | 39.36% | — | — | -2.92% | 3.61% | -6.52% |
| NWSA | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 12.67 | 12.67 | 0.00% | market | 28.57% | — | — | 2.82% | 3.61% | -0.79% |
| ODFL | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 47.71 | 47.71 | 0.00% | market | 12.07% | — | — | 2.10% | 3.61% | -1.50% |
| PTEN | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 12.79 | 12.79 | 0.00% | market | 71.43% | — | — | 3.03% | 3.61% | -0.58% |
| SYNA | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 37.38 | 37.38 | 0.00% | market | 13.97% | — | — | 14.83% | 3.61% | 11.22% |
| TDC | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 44.99 | 44.99 | 0.00% | market | 11.36% | — | — | 6.37% | 3.61% | 2.76% |
| VRSN | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 174.00 | 174.00 | 0.00% | market | 30.58% | — | — | 2.81% | 3.61% | -0.79% |
| HWM | 2019-02-08 | 2019-02-11 | 2019-03-12 | 3 | 17.30 | 17.30 | 0.00% | market | 10.00% | — | — | 8.98% | 3.06% | 5.92% |
| PSX | 2019-02-08 | 2019-02-11 | 2019-03-12 | 3 | 92.99 | 92.99 | 0.00% | market | 61.79% | — | — | 4.63% | 3.06% | 1.57% |
| AMKR | 2019-02-11 | 2019-02-12 | 2019-03-13 | 1 | 8.10 | 8.10 | 0.00% | market | 50.00% | — | — | 5.95% | 3.27% | 2.68% |
| CHGG | 2019-02-11 | 2019-02-12 | 2019-03-13 | 1 | 38.41 | 38.41 | 0.00% | market | 19.05% | — | — | 5.86% | 3.27% | 2.59% |
| KMPR | 2019-02-11 | 2019-02-12 | 2019-03-13 | 1 | 78.65 | 78.65 | 0.00% | market | 18.18% | — | — | 1.71% | 3.27% | -1.57% |
| NGL | 2019-02-11 | 2019-02-12 | 2019-03-13 | 1 | 11.66 | 11.66 | 0.00% | market | 700.00% | — | — | 14.14% | 3.27% | 10.86% |
| SBLK | 2019-02-11 | 2019-02-12 | 2019-03-13 | 1 | 8.15 | 8.15 | 0.00% | market | 32.00% | — | — | -16.54% | 3.27% | -19.82% |
| VRNS | 2019-02-11 | 2019-02-12 | 2019-03-13 | 1 | 16.67 | 16.67 | 0.00% | market | 63.64% | — | — | 20.72% | 3.27% | 17.44% |
| GTES | 2019-02-12 | 2019-02-13 | 2019-03-14 | 1 | 16.34 | 16.34 | 0.00% | market | 33.33% | — | — | -6.34% | 2.23% | -8.57% |
| HUBS | 2019-02-12 | 2019-02-13 | 2019-03-14 | 1 | 179.25 | 179.25 | 0.00% | market | 23.33% | — | — | -6.23% | 2.23% | -8.46% |
| JLL | 2019-02-12 | 2019-02-13 | 2019-03-14 | 1 | 167.21 | 167.21 | 0.00% | market | 26.37% | — | — | -3.38% | 2.23% | -5.61% |
| SHO | 2019-02-12 | 2019-02-13 | 2019-03-14 | 1 | 13.89 | 13.89 | 0.00% | market | 190.91% | — | — | 5.44% | 2.23% | 3.21% |
| SHOP | 2019-02-12 | 2019-02-13 | 2019-03-14 | 1 | 17.82 | 17.82 | 0.00% | market | 27.93% | — | — | 16.76% | 2.23% | 14.53% |
| ALKS | 2019-02-14 | 2019-02-15 | 2019-03-18 | 1 | 32.90 | 32.90 | 0.00% | market | 666.67% | — | — | 5.10% | 2.16% | 2.94% |
| ARES | 2019-02-14 | 2019-02-15 | 2019-03-18 | 1 | 22.74 | 22.74 | 0.00% | market | 32.26% | — | — | 5.05% | 2.16% | 2.88% |
| DK | 2019-02-19 | 2019-02-20 | 2019-03-20 | 1 | 35.90 | 35.90 | 0.00% | market | 27.20% | — | — | -0.41% | 1.35% | -1.75% |
| EXPD | 2019-02-19 | 2019-02-20 | 2019-03-20 | 1 | 74.97 | 74.97 | 0.00% | market | 20.00% | — | — | -0.30% | 1.35% | -1.65% |
| FIVN | 2019-02-19 | 2019-02-20 | 2019-03-20 | 1 | 57.23 | 57.23 | 0.00% | market | 64.29% | — | — | -3.49% | 1.35% | -4.84% |
| ESRT | 2019-02-20 | 2019-02-21 | 2019-03-21 | 1 | 15.50 | 15.50 | 0.00% | market | 26.09% | — | — | 2.93% | 2.53% | 0.40% |
| ACRE | 2019-02-21 | 2019-02-22 | 2019-03-22 | 1 | 14.90 | 14.90 | 0.00% | market | 12.50% | — | — | 1.51% | 0.41% | 1.10% |
| CRK | 2019-02-21 | 2019-02-22 | 2019-03-22 | 1 | 6.89 | 6.89 | 0.00% | market | 66.67% | — | — | 0.92% | 0.41% | 0.51% |
| TEX | 2019-02-24 | 2019-02-25 | 2019-03-25 | 1 | 38.41 | 38.41 | 0.00% | market | 10.87% | — | — | -17.20% | -0.60% | -16.60% |
| BH | 2019-02-25 | 2019-02-26 | 2019-03-26 | 1 | 144.01 | 144.01 | 0.00% | market | 2580.36% | — | — | -1.38% | 0.71% | -2.10% |
| BSM | 2019-02-25 | 2019-02-26 | 2019-03-26 | 1 | 18.37 | 18.37 | 0.00% | market | 166.67% | — | — | -3.86% | 0.71% | -4.57% |
| BWXT | 2019-02-25 | 2019-02-26 | 2019-03-26 | 1 | 54.75 | 54.75 | 0.00% | market | 25.42% | — | — | -11.00% | 0.71% | -11.72% |
| CAPL | 2019-02-25 | 2019-02-26 | 2019-03-26 | 1 | 17.24 | 17.24 | 0.00% | market | 57.14% | — | — | 5.18% | 0.71% | 4.47% |
| ASR | 2019-02-26 | 2019-02-27 | 2019-03-27 | 1 | 171.36 | 171.36 | 0.00% | market | 26.67% | — | — | -9.83% | 0.41% | -10.23% |
| COKE | 2019-02-26 | 2019-02-27 | 2019-03-27 | 1 | 21.48 | 21.48 | 0.00% | market | 1300.00% | — | — | 29.18% | 0.41% | 28.78% |
| BOX | 2019-02-27 | 2019-02-28 | 2019-03-28 | 1 | 19.22 | 19.22 | 0.00% | market | 183.29% | — | — | -0.93% | 0.63% | -1.56% |
| CLH | 2019-02-27 | 2019-02-28 | 2019-03-28 | 1 | 68.70 | 68.70 | 0.00% | market | 41.18% | — | — | 3.06% | 0.63% | 2.43% |
| CPB | 2019-02-27 | 2019-02-28 | 2019-03-28 | 1 | 36.21 | 36.21 | 0.00% | market | 10.00% | — | — | 5.67% | 0.63% | 5.04% |
| DAR | 2019-02-27 | 2019-02-28 | 2019-03-28 | 1 | 21.75 | 21.75 | 0.00% | market | 14.29% | — | — | -1.07% | 0.63% | -1.69% |
| ECPG | 2019-02-27 | 2019-02-28 | 2019-03-28 | 1 | 35.91 | 35.91 | 0.00% | market | 17.89% | — | — | -23.55% | 0.63% | -24.17% |
| GKOS | 2019-02-27 | 2019-02-28 | 2019-03-28 | 1 | 72.00 | 72.00 | 0.00% | market | 130.77% | — | — | 6.36% | 0.63% | 5.73% |
| GLNG | 2019-02-27 | 2019-02-28 | 2019-03-28 | 1 | 21.35 | 21.35 | 0.00% | market | 113.33% | — | — | -2.30% | 0.63% | -2.93% |
| IONS | 2019-02-27 | 2019-02-28 | 2019-03-28 | 1 | 71.16 | 71.16 | 0.00% | market | 511.73% | — | — | 11.97% | 0.63% | 11.34% |
| ABEV | 2019-02-28 | 2019-03-01 | 2019-03-29 | 1 | 4.45 | 4.45 | 0.00% | market | 26.32% | — | — | -3.47% | 0.73% | -4.20% |
| AGO | 2019-02-28 | 2019-03-01 | 2019-03-29 | 1 | 42.43 | 42.43 | 0.00% | market | 14.47% | — | — | 4.61% | 0.73% | 3.89% |
| ALRM | 2019-02-28 | 2019-03-01 | 2019-03-29 | 1 | 61.00 | 61.00 | 0.00% | market | 20.83% | — | — | 6.29% | 0.73% | 5.57% |
| AMRX | 2019-02-28 | 2019-03-01 | 2019-03-29 | 1 | 13.55 | 13.55 | 0.00% | market | 26.92% | — | — | 4.48% | 0.73% | 3.75% |
| BATRA | 2019-02-28 | 2019-03-01 | 2019-03-29 | 1 | 27.99 | 27.99 | 0.00% | market | 90.91% | — | — | -0.28% | 0.73% | -1.01% |
| BATRK | 2019-02-28 | 2019-03-01 | 2019-03-29 | 1 | 28.03 | 28.03 | 0.00% | market | 94.07% | — | — | -1.03% | 0.73% | -1.76% |
| BCPC | 2019-02-28 | 2019-03-01 | 2019-03-29 | 1 | 89.62 | 89.62 | 0.00% | market | 11.59% | — | — | 3.45% | 0.73% | 2.72% |
| KOP | 2019-03-01 | 2019-03-04 | 2019-04-01 | 3 | 26.41 | 26.41 | 0.00% | market | 39.53% | — | — | 1.87% | 1.50% | 0.37% |
| CRM | 2019-03-04 | 2019-03-05 | 2019-04-02 | 1 | 159.92 | 159.92 | 0.00% | market | 25.00% | — | — | 0.27% | 2.30% | -2.03% |
| FMX | 2019-03-04 | 2019-03-05 | 2019-04-02 | 1 | 89.82 | 89.82 | 0.00% | market | 2362.05% | — | — | 3.23% | 2.30% | 0.93% |
| IPAR | 2019-03-04 | 2019-03-05 | 2019-04-02 | 1 | 76.30 | 76.30 | 0.00% | market | 30.00% | — | — | -0.93% | 2.30% | -3.23% |
| AMBA | 2019-03-05 | 2019-03-06 | 2019-04-03 | 1 | 44.30 | 44.30 | 0.00% | market | 257.42% | — | — | 1.12% | 2.60% | -1.49% |
| AVAV | 2019-03-05 | 2019-03-06 | 2019-04-03 | 1 | 86.77 | 86.77 | 0.00% | market | 150.00% | — | — | -21.35% | 2.60% | -23.96% |
| GNK | 2019-03-05 | 2019-03-06 | 2019-04-03 | 1 | 8.90 | 8.90 | 0.00% | market | 34.48% | — | — | -11.45% | 2.60% | -14.05% |
| PARR | 2019-03-05 | 2019-03-06 | 2019-04-03 | 1 | 16.39 | 16.39 | 0.00% | market | 25.71% | — | — | 7.22% | 2.60% | 4.62% |
| UNFI | 2019-03-05 | 2019-03-06 | 2019-04-03 | 1 | 14.19 | 14.19 | 0.00% | market | 91.30% | — | — | -9.54% | 2.60% | -12.15% |
| ACMR | 2019-03-06 | 2019-03-07 | 2019-04-04 | 1 | 4.32 | 4.32 | 0.00% | market | 77.75% | — | — | 22.12% | 3.74% | 18.38% |
| ANF | 2019-03-06 | 2019-03-07 | 2019-04-04 | 1 | 25.75 | 25.75 | 0.00% | market | 17.39% | — | — | 3.36% | 3.74% | -0.38% |
| BJ | 2019-03-06 | 2019-03-07 | 2019-04-04 | 1 | 25.88 | 25.88 | 0.00% | market | 22.22% | — | — | 9.71% | 3.74% | 5.98% |
| CDNA | 2019-03-06 | 2019-03-07 | 2019-04-04 | 1 | 30.40 | 30.40 | 0.00% | market | 498.80% | — | — | -8.82% | 3.74% | -12.56% |
| GWRE | 2019-03-06 | 2019-03-07 | 2019-04-04 | 1 | 97.69 | 97.69 | 0.00% | market | 78.95% | — | — | 1.70% | 3.74% | -2.04% |
| JILL | 2019-03-06 | 2019-03-07 | 2019-04-04 | 1 | 28.67 | 28.67 | 0.00% | market | 108.33% | — | — | -6.80% | 3.74% | -10.54% |
| MYRG | 2019-03-06 | 2019-03-07 | 2019-04-04 | 1 | 37.18 | 37.18 | 0.00% | market | 23.08% | — | — | -2.09% | 3.74% | -5.83% |
| YEXT | 2019-03-06 | 2019-03-07 | 2019-04-04 | 1 | 20.37 | 20.37 | 0.00% | market | 66.67% | — | — | 7.12% | 3.74% | 3.38% |
| ZYME | 2019-03-06 | 2019-03-07 | 2019-04-04 | 1 | 14.72 | 14.72 | 0.00% | market | 190.00% | — | — | 4.11% | 3.74% | 0.37% |
| CLMT | 2019-03-07 | 2019-03-08 | 2019-04-05 | 1 | 3.79 | 3.79 | 0.00% | market | 885.71% | — | — | -2.74% | 5.73% | -8.47% |
| DXPE | 2019-03-07 | 2019-03-08 | 2019-04-05 | 1 | 37.76 | 37.76 | 0.00% | market | 62.16% | — | — | 12.69% | 5.73% | 6.96% |
| GLP | 2019-03-07 | 2019-03-08 | 2019-04-05 | 1 | 18.85 | 18.85 | 0.00% | market | 2350.00% | — | — | 3.30% | 5.73% | -2.43% |
| KRP | 2019-03-07 | 2019-03-08 | 2019-04-05 | 1 | 17.60 | 17.60 | 0.00% | market | 390.00% | — | — | 1.43% | 5.73% | -4.29% |
| MEI | 2019-03-07 | 2019-03-08 | 2019-04-05 | 1 | 30.31 | 30.31 | 0.00% | market | 54.72% | — | — | -0.86% | 5.73% | -6.59% |
| NRP | 2019-03-07 | 2019-03-08 | 2019-04-05 | 1 | 42.50 | 42.50 | 0.00% | market | 38.52% | — | — | -1.39% | 5.73% | -7.12% |
| OKTA | 2019-03-07 | 2019-03-08 | 2019-04-05 | 1 | 74.79 | 74.79 | 0.00% | market | 50.00% | — | — | 16.00% | 5.73% | 10.27% |
| SONY | 2019-03-07 | 2019-03-08 | 2019-04-05 | 1 | 9.06 | 9.06 | 0.00% | market | 64.84% | — | — | -5.07% | 5.73% | -10.79% |
| TGLS | 2019-03-07 | 2019-03-08 | 2019-04-05 | 1 | 8.82 | 8.82 | 0.00% | market | 58.82% | — | — | -19.71% | 5.73% | -25.44% |
| BMA | 2019-03-08 | 2019-03-11 | 2019-04-08 | 3 | 46.08 | 46.08 | 0.00% | market | 33.33% | — | — | 2.92% | 4.92% | -2.00% |
| GGAL | 2019-03-08 | 2019-03-11 | 2019-04-08 | 3 | 26.86 | 26.86 | 0.00% | market | 20.00% | — | — | -5.27% | 4.92% | -10.19% |
| YPF | 2019-03-08 | 2019-03-11 | 2019-04-08 | 3 | 13.34 | 13.34 | 0.00% | market | 249.61% | — | — | 12.87% | 4.92% | 7.95% |
| AVD | 2019-03-11 | 2019-03-12 | 2019-04-09 | 1 | 20.16 | 20.16 | 0.00% | market | 13.64% | — | — | -13.64% | 2.96% | -16.60% |
| LXFR | 2019-03-11 | 2019-03-12 | 2019-04-09 | 1 | 22.43 | 22.43 | 0.00% | market | 29.03% | — | — | 12.20% | 2.96% | 9.25% |
| PAM | 2019-03-11 | 2019-03-12 | 2019-04-09 | 1 | 30.75 | 30.75 | 0.00% | market | 5112.29% | — | — | -20.20% | 2.96% | -23.15% |
| DNLI | 2019-03-12 | 2019-03-13 | 2019-04-10 | 1 | 23.38 | 23.38 | 0.00% | market | 818.18% | — | — | 20.26% | 2.78% | 17.47% |
| TISI | 2019-03-12 | 2019-03-13 | 2019-04-10 | 1 | 177.00 | 177.00 | 0.00% | market | 775.00% | — | — | 2.84% | 2.78% | 0.05% |
| AMPY | 2019-03-13 | 2019-03-14 | 2019-04-11 | 1 | 7.06 | 7.06 | 0.00% | market | 126.23% | — | — | 24.96% | 2.43% | 22.53% |
| IIPR | 2019-03-13 | 2019-03-14 | 2019-04-11 | 1 | 80.22 | 80.22 | 0.00% | market | 46.15% | — | — | 4.65% | 2.43% | 2.22% |
| PDD | 2019-03-13 | 2019-03-14 | 2019-04-11 | 1 | 25.29 | 25.29 | 0.00% | market | 17.24% | — | — | -14.41% | 2.43% | -16.84% |
| TALO | 2019-03-13 | 2019-03-14 | 2019-04-11 | 1 | 24.24 | 24.24 | 0.00% | market | 42.19% | — | — | 11.82% | 2.43% | 9.39% |
| CCU | 2019-03-14 | 2019-03-15 | 2019-04-12 | 1 | 28.70 | 28.70 | 0.00% | market | 31.58% | — | — | -0.41% | 3.43% | -3.84% |
| CNNE | 2019-03-14 | 2019-03-15 | 2019-04-12 | 1 | 23.49 | 23.49 | 0.00% | market | 954.55% | — | — | 8.24% | 3.43% | 4.81% |
| DOCU | 2019-03-14 | 2019-03-15 | 2019-04-12 | 1 | 58.00 | 58.00 | 0.00% | market | 1053.85% | — | — | -4.84% | 3.43% | -8.27% |
| HQY | 2019-03-18 | 2019-03-19 | 2019-04-16 | 1 | 81.24 | 81.24 | 0.00% | market | 22.73% | — | — | -12.86% | 2.35% | -15.21% |
| SRRK | 2019-03-18 | 2019-03-19 | 2019-04-16 | 1 | 19.27 | 19.27 | 0.00% | market | 14.00% | — | — | -18.11% | 2.35% | -20.45% |
| AIR | 2019-03-19 | 2019-03-20 | 2019-04-17 | 1 | 32.75 | 32.75 | 0.00% | market | 14.49% | — | — | -0.37% | 2.58% | -2.96% |
| TME | 2019-03-19 | 2019-03-20 | 2019-04-17 | 1 | 17.30 | 17.30 | 0.00% | market | 12.50% | — | — | 7.24% | 2.58% | 4.66% |
| WOR | 2019-03-20 | 2019-03-21 | 2019-04-18 | 1 | 22.68 | 22.68 | 0.00% | market | 10.71% | — | — | 9.69% | 3.34% | 6.35% |
| WPM | 2019-03-20 | 2019-03-21 | 2019-04-18 | 1 | 23.17 | 23.17 | 0.00% | market | 60.00% | — | — | -5.32% | 3.34% | -8.66% |
| ACN | 2019-03-28 | 2019-03-29 | 2019-04-29 | 1 | 175.30 | 175.30 | 0.00% | market | 10.19% | — | — | 3.27% | 4.07% | -0.79% |
| MOV | 2019-03-28 | 2019-03-29 | 2019-04-29 | 1 | 39.61 | 39.61 | 0.00% | market | 21.82% | — | — | -9.67% | 4.07% | -13.73% |
| DELL | 2019-03-29 | 2019-04-01 | 2019-04-30 | 3 | 30.28 | 30.28 | 0.00% | market | 153.04% | — | — | 12.68% | 3.27% | 9.41% |
| AMR | 2019-04-01 | 2019-04-02 | 2019-05-01 | 1 | 59.18 | 59.18 | 0.00% | market | 129.07% | — | — | -4.48% | 2.02% | -6.49% |
| CALM | 2019-04-01 | 2019-04-02 | 2019-05-01 | 1 | 43.05 | 43.05 | 0.00% | market | 90.70% | — | — | -4.17% | 2.02% | -6.18% |
| LW | 2019-04-02 | 2019-04-03 | 2019-05-02 | 1 | 74.54 | 74.54 | 0.00% | market | 15.85% | — | — | -11.06% | 1.34% | -12.40% |
| EC | 2019-04-05 | 2019-04-08 | 2019-05-07 | 3 | 21.70 | 21.70 | 0.00% | market | 22.86% | — | — | -19.13% | -0.06% | -19.07% |
| PSMT | 2019-04-09 | 2019-04-10 | 2019-05-09 | 1 | 58.66 | 58.66 | 0.00% | market | 16.18% | — | — | -1.65% | -0.39% | -1.27% |
| CSX | 2019-04-16 | 2019-04-17 | 2019-05-16 | 1 | 26.47 | 26.47 | 0.00% | market | 13.33% | — | — | -1.61% | -1.27% | -0.34% |
| IBKR | 2019-04-16 | 2019-04-17 | 2019-05-16 | 1 | 13.99 | 13.99 | 0.00% | market | 45.45% | — | — | -0.46% | -1.27% | 0.81% |
| UAL | 2019-04-16 | 2019-04-17 | 2019-05-16 | 1 | 87.94 | 87.94 | 0.00% | market | 21.05% | — | — | -6.20% | -1.27% | -4.93% |
| ERIC | 2019-04-17 | 2019-04-18 | 2019-05-17 | 1 | 10.22 | 10.22 | 0.00% | market | 50.00% | — | — | -8.42% | -1.47% | -6.95% |
| MS | 2019-04-17 | 2019-04-18 | 2019-05-17 | 1 | 47.79 | 47.79 | 0.00% | market | 18.80% | — | — | -8.28% | -1.47% | -6.81% |
| SLM | 2019-04-17 | 2019-04-18 | 2019-05-17 | 1 | 10.26 | 10.26 | 0.00% | market | 16.67% | — | — | -1.95% | -1.47% | -0.48% |
| TCBI | 2019-04-17 | 2019-04-18 | 2019-05-17 | 1 | 59.98 | 59.98 | 0.00% | market | 18.52% | — | — | 1.02% | -1.47% | 2.49% |
| TEAM | 2019-04-17 | 2019-04-18 | 2019-05-17 | 1 | 101.40 | 101.40 | 0.00% | market | 16.67% | — | — | 27.27% | -1.47% | 28.74% |
| CDNS | 2019-04-22 | 2019-04-23 | 2019-05-21 | 1 | 68.50 | 68.50 | 0.00% | market | 10.20% | — | — | -4.70% | -1.43% | -3.26% |
| CMRE | 2019-04-22 | 2019-04-23 | 2019-05-21 | 1 | 4.41 | 4.41 | 0.00% | market | 33.33% | — | — | -3.95% | -1.43% | -2.52% |
| ELS | 2019-04-22 | 2019-04-23 | 2019-05-21 | 1 | 57.27 | 57.27 | 0.00% | market | 80.00% | — | — | 3.10% | -1.43% | 4.53% |
| RRC | 2019-04-22 | 2019-04-23 | 2019-05-21 | 1 | 10.01 | 10.01 | 0.00% | market | 50.00% | — | — | -14.19% | -1.43% | -12.75% |
| ABG | 2019-04-23 | 2019-04-24 | 2019-05-22 | 1 | 79.00 | 79.00 | 0.00% | market | 13.99% | — | — | -1.83% | -2.45% | 0.61% |
| HOG | 2019-04-23 | 2019-04-24 | 2019-05-22 | 1 | 37.95 | 37.95 | 0.00% | market | 23.08% | — | — | -7.40% | -2.45% | -4.95% |
| IRDM | 2019-04-23 | 2019-04-24 | 2019-05-22 | 1 | 27.56 | 27.56 | 0.00% | market | 21.74% | — | — | -15.59% | -2.45% | -13.15% |
| JBLU | 2019-04-23 | 2019-04-24 | 2019-05-22 | 1 | 17.52 | 17.52 | 0.00% | market | 33.33% | — | — | 0.13% | -2.45% | 2.57% |
| MANH | 2019-04-23 | 2019-04-24 | 2019-05-22 | 1 | 65.39 | 65.39 | 0.00% | market | 20.59% | — | — | 3.07% | -2.45% | 5.51% |
| TFII | 2019-04-23 | 2019-04-24 | 2019-05-22 | 1 | 34.02 | 34.02 | 0.00% | market | 11.55% | — | — | -3.86% | -2.45% | -1.42% |
| CHDN | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 48.08 | 48.08 | 0.00% | market | 60.00% | — | — | -1.04% | -3.42% | 2.38% |
| CMG | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 14.22 | 14.22 | 0.00% | market | 16.67% | — | — | -6.29% | -3.42% | -2.87% |
| CPF | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 30.41 | 30.41 | 0.00% | market | 10.00% | — | — | -6.32% | -3.42% | -2.90% |
| CVI | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 33.45 | 33.45 | 0.00% | market | 81.63% | — | — | 4.00% | -3.42% | 7.41% |
| HP | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 62.83 | 62.83 | 0.00% | market | 47.37% | — | — | -18.56% | -3.42% | -15.15% |
| MCB | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 37.15 | 37.15 | 0.00% | market | 34.67% | — | — | 4.75% | -3.42% | 8.16% |
| META | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 196.98 | 196.98 | 0.00% | market | 15.95% | — | — | -8.28% | -3.42% | -4.86% |
| MSFT | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 130.06 | 130.06 | 0.00% | market | 14.00% | — | — | -3.08% | -3.42% | 0.33% |
| NSC | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 205.54 | 205.54 | 0.00% | market | 15.14% | — | — | -2.82% | -3.42% | 0.60% |
| OIS | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 17.71 | 17.71 | 0.00% | market | 17.24% | — | — | -4.39% | -3.42% | -0.97% |
| PTC | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 92.00 | 92.00 | 0.00% | market | 11.76% | — | — | -7.96% | -3.42% | -4.54% |
| SCI | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 42.01 | 42.01 | 0.00% | market | 14.63% | — | — | 2.90% | -3.42% | 6.32% |
| SLAB | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 109.13 | 109.13 | 0.00% | market | 25.53% | — | — | -14.36% | -3.42% | -10.94% |
| TEL | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 95.97 | 95.97 | 0.00% | market | 10.94% | — | — | -9.73% | -3.42% | -6.31% |
| TROW | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 109.59 | 109.59 | 0.00% | market | 25.90% | — | — | -6.30% | -3.42% | -2.89% |
| ALK | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 59.10 | 59.10 | 0.00% | market | 30.77% | — | — | 2.42% | -3.19% | 5.61% |
| CASH | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 23.36 | 23.36 | 0.00% | market | 18.07% | — | — | 17.62% | -3.19% | 20.81% |
| CLBK | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 6.99 | 6.99 | 0.00% | market | 18.18% | — | — | 0.33% | -3.19% | 3.52% |
| CMCSA | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 43.93 | 43.93 | 0.00% | market | 11.76% | — | — | -2.97% | -3.19% | 0.22% |
| ENVA | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 28.64 | 28.64 | 0.00% | market | 23.40% | — | — | -20.49% | -3.19% | -17.30% |
| F | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 10.03 | 10.03 | 0.00% | market | 69.23% | — | — | -2.09% | -3.19% | 1.10% |
| GPI | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 76.03 | 76.03 | 0.00% | market | 11.96% | — | — | 0.49% | -3.19% | 3.68% |
| HTH | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 21.10 | 21.10 | 0.00% | market | 57.69% | — | — | -4.46% | -3.19% | -1.27% |
| LUV | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 53.25 | 53.25 | 0.00% | market | 14.75% | — | — | -4.04% | -3.19% | -0.85% |
| PRG | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 59.47 | 59.47 | 0.00% | market | 14.89% | — | — | -8.56% | -3.19% | -5.37% |
| TBBK | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 9.49 | 9.49 | 0.00% | market | 28.00% | — | — | -0.10% | -3.19% | 3.09% |
| AN | 2019-04-26 | 2019-04-29 | 2019-05-28 | 3 | 42.82 | 42.82 | 0.00% | market | 10.99% | — | — | -7.11% | -4.55% | -2.55% |
| VLRS | 2019-04-26 | 2019-04-29 | 2019-05-28 | 3 | 8.94 | 8.94 | 0.00% | market | 244.44% | — | — | 1.91% | -4.55% | 6.47% |
| ETD | 2019-04-29 | 2019-04-30 | 2019-05-29 | 1 | 20.95 | 20.95 | 0.00% | market | 72.22% | — | — | 1.90% | -5.19% | 7.09% |
| GOOG | 2019-04-29 | 2019-04-30 | 2019-05-29 | 1 | 59.25 | 59.25 | 0.00% | market | 13.21% | — | — | -5.89% | -5.19% | -0.70% |
| GOOGL | 2019-04-29 | 2019-04-30 | 2019-05-29 | 1 | 59.53 | 59.53 | 0.00% | market | 13.21% | — | — | -6.03% | -5.19% | -0.84% |
| MCY | 2019-04-29 | 2019-04-30 | 2019-05-29 | 1 | 52.82 | 52.82 | 0.00% | market | 12.99% | — | — | 7.81% | -5.19% | 13.00% |
| MOH | 2019-04-29 | 2019-04-30 | 2019-05-29 | 1 | 132.50 | 132.50 | 0.00% | market | 24.59% | — | — | -1.14% | -5.19% | 4.04% |
| SANM | 2019-04-29 | 2019-04-30 | 2019-05-29 | 1 | 32.96 | 32.96 | 0.00% | market | 28.17% | — | — | -16.67% | -5.19% | -11.48% |
| CMP | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 57.80 | 57.80 | 0.00% | market | 3420.00% | — | — | -9.98% | -5.32% | -4.66% |
| ENPH | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 12.30 | 12.30 | 0.00% | market | 60.00% | — | — | 28.11% | -5.32% | 33.44% |
| GEO | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 20.16 | 20.16 | 0.00% | market | 42.55% | — | — | 7.14% | -5.32% | 12.47% |
| HMN | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 39.99 | 39.99 | 0.00% | market | 18.87% | — | — | 1.53% | -5.32% | 6.85% |
| HUBG | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 22.73 | 22.73 | 0.00% | market | 153.57% | — | — | -12.77% | -5.32% | -7.45% |
| INCY | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 77.17 | 77.17 | 0.00% | market | 55.00% | — | — | 1.93% | -5.32% | 7.26% |
| LDOS | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 74.11 | 74.11 | 0.00% | market | 13.00% | — | — | 0.87% | -5.32% | 6.20% |
| MGRC | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 63.26 | 63.26 | 0.00% | market | 17.19% | — | — | -10.12% | -5.32% | -4.80% |
| MRCY | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 77.97 | 77.97 | 0.00% | market | 11.11% | — | — | -10.68% | -5.32% | -5.36% |
| OSK | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 82.20 | 82.20 | 0.00% | market | 12.35% | — | — | -8.70% | -5.32% | -3.38% |
| REXR | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 38.00 | 38.00 | 0.00% | market | 166.67% | — | — | -1.07% | -5.32% | 4.25% |
| RNGR | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 7.49 | 7.49 | 0.00% | market | 118.18% | — | — | -16.66% | -5.32% | -11.33% |
| SHOP | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 24.29 | 24.29 | 0.00% | market | 298.41% | — | — | 13.98% | -5.32% | 19.31% |
| STX | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 49.74 | 49.74 | 0.00% | market | 16.90% | — | — | -11.80% | -5.32% | -6.48% |
| VRTX | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 168.76 | 168.76 | 0.00% | market | 17.53% | — | — | 0.79% | -5.32% | 6.11% |
| BTU | 2019-05-01 | 2019-05-02 | 2019-05-31 | 1 | 27.20 | 27.20 | 0.00% | market | 130.00% | — | — | -13.63% | -5.63% | -8.00% |
| CACI | 2019-05-01 | 2019-05-02 | 2019-05-31 | 1 | 201.10 | 201.10 | 0.00% | market | 18.50% | — | — | 1.10% | -5.63% | 6.73% |
| CGAU | 2019-05-01 | 2019-05-02 | 2019-05-31 | 1 | 5.37 | 5.37 | 0.00% | market | 183.33% | — | — | 6.79% | -5.63% | 12.42% |
| MED | 2019-05-01 | 2019-05-02 | 2019-05-31 | 1 | 150.71 | 150.71 | 0.00% | market | 10.39% | — | — | -14.54% | -5.63% | -8.91% |
| MET | 2019-05-01 | 2019-05-02 | 2019-05-31 | 1 | 46.70 | 46.70 | 0.00% | market | 16.54% | — | — | -1.15% | -5.63% | 4.48% |
| NSIT | 2019-05-01 | 2019-05-02 | 2019-05-31 | 1 | 58.17 | 58.17 | 0.00% | market | 22.22% | — | — | -11.60% | -5.63% | -5.97% |
| NVMI | 2019-05-01 | 2019-05-02 | 2019-05-31 | 1 | 27.37 | 27.37 | 0.00% | market | 27.59% | — | — | -7.48% | -5.63% | -1.85% |
| QLYS | 2019-05-01 | 2019-05-02 | 2019-05-31 | 1 | 95.99 | 95.99 | 0.00% | market | 16.67% | — | — | -7.79% | -5.63% | -2.16% |
| RCL | 2019-05-01 | 2019-05-02 | 2019-05-31 | 1 | 128.82 | 128.82 | 0.00% | market | 18.02% | — | — | -5.58% | -5.63% | 0.05% |
| RYN | 2019-05-01 | 2019-05-02 | 2019-05-31 | 1 | 32.39 | 32.39 | 0.00% | market | 90.00% | — | — | -13.19% | -5.63% | -7.56% |
| SR | 2019-05-01 | 2019-05-02 | 2019-05-31 | 1 | 85.13 | 85.13 | 0.00% | market | 10.27% | — | — | -2.23% | -5.63% | 3.40% |
| TNL | 2019-05-01 | 2019-05-02 | 2019-05-31 | 1 | 44.50 | 44.50 | 0.00% | market | 14.44% | — | — | -10.71% | -5.63% | -5.08% |
| TPB | 2019-05-01 | 2019-05-02 | 2019-05-31 | 1 | 50.19 | 50.19 | 0.00% | market | 19.44% | — | — | -2.01% | -5.63% | 3.61% |
| TRNO | 2019-05-01 | 2019-05-02 | 2019-05-31 | 1 | 47.00 | 47.00 | 0.00% | market | 38.89% | — | — | -2.84% | -5.63% | 2.78% |
| WK | 2019-05-01 | 2019-05-02 | 2019-05-31 | 1 | 52.30 | 52.30 | 0.00% | market | 123.21% | — | — | 6.29% | -5.63% | 11.91% |
| ACA | 2019-05-02 | 2019-05-03 | 2019-06-03 | 1 | 33.59 | 33.59 | 0.00% | market | 75.76% | — | — | 3.00% | -6.23% | 9.23% |
| BKH | 2019-05-02 | 2019-05-03 | 2019-06-03 | 1 | 72.03 | 72.03 | 0.00% | market | 10.90% | — | — | 6.77% | -6.23% | 13.00% |
| CRC | 2019-05-02 | 2019-05-03 | 2019-06-03 | 1 | 20.41 | 20.41 | 0.00% | market | 246.51% | — | — | -17.79% | -6.23% | -11.55% |
| CZR | 2019-05-02 | 2019-05-03 | 2019-06-03 | 1 | 50.01 | 50.01 | 0.00% | market | 22.50% | — | — | -8.02% | -6.23% | -1.79% |
| EXPE | 2019-05-02 | 2019-05-03 | 2019-06-03 | 1 | 124.39 | 124.39 | 0.00% | market | 25.00% | — | — | -6.71% | -6.23% | -0.48% |
| FTNT | 2019-05-02 | 2019-05-03 | 2019-06-03 | 1 | 17.21 | 17.21 | 0.00% | market | 12.50% | — | — | -19.16% | -6.23% | -12.93% |
| GSAT | 2019-05-02 | 2019-05-03 | 2019-06-03 | 1 | 8.25 | 8.25 | 0.00% | market | 50.00% | — | — | -0.34% | -6.23% | 5.89% |
| HRI | 2019-05-02 | 2019-05-03 | 2019-06-03 | 1 | 46.55 | 46.55 | 0.00% | market | 17.86% | — | — | -24.63% | -6.23% | -18.40% |
| KIM | 2019-05-02 | 2019-05-03 | 2019-06-03 | 1 | 18.10 | 18.10 | 0.00% | market | 50.00% | — | — | -3.47% | -6.23% | 2.76% |
| KNSL | 2019-05-02 | 2019-05-03 | 2019-06-03 | 1 | 76.00 | 76.00 | 0.00% | market | 28.00% | — | — | 14.53% | -6.23% | 20.76% |
| KNTK | 2019-05-02 | 2019-05-03 | 2019-06-03 | 1 | 50.50 | 50.50 | 0.00% | market | 150.00% | — | — | -10.00% | -6.23% | -3.77% |
| MELI | 2019-05-02 | 2019-05-03 | 2019-06-03 | 1 | 541.85 | 541.85 | 0.00% | market | 196.33% | — | — | 4.87% | -6.23% | 11.10% |
| PCG | 2019-05-02 | 2019-05-03 | 2019-06-03 | 1 | 20.73 | 20.73 | 0.00% | market | 15.56% | — | — | -13.80% | -6.23% | -7.57% |
| SFM | 2019-05-02 | 2019-05-03 | 2019-06-03 | 1 | 22.50 | 22.50 | 0.00% | market | 12.20% | — | — | -10.63% | -6.23% | -4.40% |
| STNG | 2019-05-02 | 2019-05-03 | 2019-06-03 | 1 | 28.22 | 28.22 | 0.00% | market | 50.00% | — | — | -6.48% | -6.23% | -0.25% |
| TDS | 2019-05-02 | 2019-05-03 | 2019-06-03 | 1 | 33.50 | 33.50 | 0.00% | market | 38.89% | — | — | -13.00% | -6.23% | -6.76% |
| BHC | 2019-05-06 | 2019-05-07 | 2019-06-05 | 1 | 25.31 | 25.31 | 0.00% | market | 15.73% | — | — | -15.86% | -2.48% | -13.39% |
| ACM | 2019-05-08 | 2019-05-09 | 2019-06-07 | 1 | 33.78 | 33.78 | 0.00% | market | 13.11% | — | — | -1.02% | 0.85% | -1.87% |
| EVC | 2019-05-15 | 2019-05-16 | 2019-06-14 | 1 | 2.96 | 2.96 | 0.00% | market | 166.67% | — | — | -5.51% | 1.20% | -6.70% |
| FINV | 2019-05-15 | 2019-05-16 | 2019-06-14 | 1 | 5.35 | 5.35 | 0.00% | market | 43.04% | — | — | -25.52% | 1.20% | -26.72% |
| CIG | 2019-05-16 | 2019-05-17 | 2019-06-17 | 1 | 2.38 | 2.38 | 0.00% | market | 65.32% | — | — | 20.07% | 1.48% | 18.58% |
| CIG-C | 2019-05-16 | 2019-05-17 | 2019-06-17 | 1 | 2.07 | 2.07 | 0.00% | market | 90.18% | — | — | 14.88% | 1.48% | 13.39% |
| FRO | 2019-05-16 | 2019-05-17 | 2019-06-17 | 1 | 9.20 | 9.20 | 0.00% | market | 12.50% | — | — | -17.38% | 1.48% | -18.87% |
| MANU | 2019-05-16 | 2019-05-17 | 2019-06-17 | 1 | 18.94 | 18.94 | 0.00% | market | 250.00% | — | — | -5.54% | 1.48% | -7.02% |
| MMYT | 2019-05-16 | 2019-05-17 | 2019-06-17 | 1 | 24.11 | 24.11 | 0.00% | market | 45.45% | — | — | 6.45% | 1.48% | 4.97% |
| DAVA | 2019-05-21 | 2019-05-22 | 2019-06-20 | 1 | 36.50 | 36.50 | 0.00% | market | 13.64% | — | — | 1.00% | 3.65% | -2.65% |
| TOL | 2019-05-21 | 2019-05-22 | 2019-06-20 | 1 | 36.61 | 36.61 | 0.00% | market | 16.00% | — | — | 2.17% | 3.65% | -1.48% |
| CPRT | 2019-05-22 | 2019-05-23 | 2019-06-21 | 1 | 16.91 | 16.91 | 0.00% | market | 13.33% | — | — | 9.24% | 3.83% | 5.42% |
| BRC | 2019-05-23 | 2019-05-24 | 2019-06-24 | 1 | 48.11 | 48.11 | 0.00% | market | 16.07% | — | — | -0.37% | 3.49% | -3.86% |
| CVCO | 2019-05-23 | 2019-05-24 | 2019-06-24 | 1 | 145.71 | 145.71 | 0.00% | market | 48.63% | — | — | 3.39% | 3.49% | -0.10% |
| HPE | 2019-05-23 | 2019-05-24 | 2019-06-24 | 1 | 14.28 | 14.28 | 0.00% | market | 16.67% | — | — | 5.01% | 3.49% | 1.52% |
| TCOM | 2019-05-23 | 2019-05-24 | 2019-06-24 | 1 | 37.09 | 37.09 | 0.00% | market | 351.88% | — | — | -1.88% | 3.49% | -5.37% |
| HEI | 2019-05-28 | 2019-05-29 | 2019-06-26 | 1 | 113.51 | 113.51 | 0.00% | market | 22.45% | — | — | 14.70% | 4.14% | 10.56% |
| SB | 2019-05-28 | 2019-05-29 | 2019-06-26 | 1 | 1.51 | 1.51 | 0.00% | market | 116.92% | — | — | -0.10% | 4.14% | -4.24% |
| VEEV | 2019-05-29 | 2019-05-30 | 2019-06-27 | 1 | 147.60 | 147.60 | 0.00% | market | 11.11% | — | — | 8.65% | 4.44% | 4.21% |
| CRM | 2019-06-04 | 2019-06-05 | 2019-07-03 | 1 | 157.15 | 157.15 | 0.00% | market | 52.46% | — | — | -1.09% | 5.83% | -6.93% |
| GWRE | 2019-06-04 | 2019-06-05 | 2019-07-03 | 1 | 94.50 | 94.50 | 0.00% | market | 125.00% | — | — | 8.42% | 5.83% | 2.58% |
| NX | 2019-06-04 | 2019-06-05 | 2019-07-03 | 1 | 17.48 | 17.48 | 0.00% | market | 46.15% | — | — | 6.54% | 5.83% | 0.70% |
| ABM | 2019-06-05 | 2019-06-06 | 2019-07-05 | 1 | 39.00 | 39.00 | 0.00% | market | 14.63% | — | — | 4.34% | 5.35% | -1.02% |
| CIEN | 2019-06-06 | 2019-06-07 | 2019-07-08 | 1 | 45.30 | 45.30 | 0.00% | market | 20.00% | — | — | -7.19% | 3.81% | -10.99% |
| DLNG | 2019-06-06 | 2019-06-07 | 2019-07-08 | 1 | 1.55 | 1.55 | 0.00% | market | 25.00% | — | — | -2.68% | 3.81% | -6.49% |
| DOCU | 2019-06-06 | 2019-06-07 | 2019-07-08 | 1 | 47.02 | 47.02 | 0.00% | market | 55.21% | — | — | 9.75% | 3.81% | 5.94% |
| SAIC | 2019-06-06 | 2019-06-07 | 2019-07-08 | 1 | 84.80 | 84.80 | 0.00% | market | 12.40% | — | — | 3.00% | 3.81% | -0.81% |
| ZM | 2019-06-06 | 2019-06-07 | 2019-07-08 | 1 | 93.66 | 93.66 | 0.00% | market | 482.52% | — | — | -3.20% | 3.81% | -7.00% |
| CASY | 2019-06-10 | 2019-06-11 | 2019-07-10 | 1 | 146.97 | 146.97 | 0.00% | market | 47.83% | — | — | 6.61% | 2.62% | 3.99% |
| SMMT | 2019-06-12 | 2019-06-13 | 2019-07-12 | 1 | 1.61 | 1.61 | 0.00% | market | 35.48% | — | — | -16.87% | 3.89% | -20.76% |
| WGO | 2019-06-19 | 2019-06-20 | 2019-07-19 | 1 | 40.99 | 40.99 | 0.00% | market | 15.15% | — | — | -4.15% | 0.38% | -4.53% |
| KTB | 2019-06-20 | 2019-06-21 | 2019-07-22 | 1 | 27.66 | 27.66 | 0.00% | market | 15.66% | — | — | 10.35% | 1.28% | 9.07% |
| FDS | 2019-06-25 | 2019-06-26 | 2019-07-25 | 1 | 285.00 | 285.00 | 0.00% | market | 10.55% | — | — | -2.62% | 2.83% | -5.45% |
| LEN | 2019-06-25 | 2019-06-26 | 2019-07-25 | 1 | 47.75 | 47.75 | 0.00% | market | 14.04% | — | — | -0.08% | 2.83% | -2.91% |
| EPAC | 2019-06-26 | 2019-06-27 | 2019-07-26 | 1 | 22.85 | 22.85 | 0.00% | market | 12.50% | — | — | 0.38% | 3.67% | -3.29% |
| KBH | 2019-06-26 | 2019-06-27 | 2019-07-26 | 1 | 25.21 | 25.21 | 0.00% | market | 27.50% | — | — | 6.25% | 3.67% | 2.57% |
| MLKN | 2019-06-26 | 2019-06-27 | 2019-07-26 | 1 | 42.05 | 42.05 | 0.00% | market | 12.82% | — | — | 8.53% | 3.67% | 4.86% |
| FC | 2019-06-27 | 2019-06-28 | 2019-07-29 | 1 | 34.97 | 34.97 | 0.00% | market | 30.00% | — | — | 5.28% | 3.04% | 2.24% |
| PRGS | 2019-06-27 | 2019-06-28 | 2019-07-29 | 1 | 46.12 | 46.12 | 0.00% | market | 10.17% | — | — | -6.04% | 3.04% | -9.08% |
| JEF | 2019-07-03 | 2019-07-05 | 2019-08-02 | 2 | 18.67 | 18.67 | 0.00% | market | 70.83% | — | — | -3.47% | -1.62% | -1.85% |
| LEVI | 2019-07-09 | 2019-07-10 | 2019-08-07 | 1 | 21.78 | 21.78 | 0.00% | market | 21.43% | — | — | -17.78% | -3.49% | -14.29% |
| PKE | 2019-07-11 | 2019-07-12 | 2019-08-09 | 1 | 16.38 | 16.38 | 0.00% | market | 16.67% | — | — | 16.20% | -2.74% | 18.95% |
| PLD | 2019-07-15 | 2019-07-16 | 2019-08-13 | 1 | 80.25 | 80.25 | 0.00% | market | 66.67% | — | — | 1.86% | -2.69% | 4.55% |
| FHN | 2019-07-16 | 2019-07-17 | 2019-08-14 | 1 | 15.95 | 15.95 | 0.00% | market | 13.51% | — | — | -3.99% | -5.29% | 1.30% |
| GS | 2019-07-16 | 2019-07-17 | 2019-08-14 | 1 | 213.83 | 213.83 | 0.00% | market | 18.81% | — | — | -8.64% | -5.29% | -3.36% |
| NIC | 2019-07-16 | 2019-07-17 | 2019-08-14 | 1 | 63.83 | 63.83 | 0.00% | market | 24.77% | — | — | -3.05% | -5.29% | 2.24% |
| CPAC | 2019-07-17 | 2019-07-18 | 2019-08-15 | 1 | 8.49 | 8.49 | 0.00% | market | 33.33% | — | — | -0.92% | -4.22% | 3.30% |
| RLI | 2019-07-17 | 2019-07-18 | 2019-08-15 | 1 | 43.78 | 43.78 | 0.00% | market | 13.79% | — | — | 2.85% | -4.22% | 7.07% |
| SLG | 2019-07-17 | 2019-07-18 | 2019-08-15 | 1 | 86.98 | 86.98 | 0.00% | market | 368.18% | — | — | -4.70% | -4.22% | -0.48% |
| BX | 2019-07-18 | 2019-07-19 | 2019-08-16 | 1 | 45.88 | 45.88 | 0.00% | market | 18.75% | — | — | 2.84% | -3.73% | 6.57% |
| EXPO | 2019-07-18 | 2019-07-19 | 2019-08-16 | 1 | 64.54 | 64.54 | 0.00% | market | 18.18% | — | — | 10.51% | -3.73% | 14.24% |
| ISRG | 2019-07-18 | 2019-07-19 | 2019-08-16 | 1 | 177.75 | 177.75 | 0.00% | market | 12.50% | — | — | -7.19% | -3.73% | -3.46% |
| MSFT | 2019-07-18 | 2019-07-19 | 2019-08-16 | 1 | 140.22 | 140.22 | 0.00% | market | 13.22% | — | — | -3.02% | -3.73% | 0.71% |
| NVS | 2019-07-18 | 2019-07-19 | 2019-08-16 | 1 | 89.71 | 89.71 | 0.00% | market | 10.00% | — | — | -5.73% | -3.73% | -2.00% |
| PM | 2019-07-18 | 2019-07-19 | 2019-08-16 | 1 | 88.36 | 88.36 | 0.00% | market | 10.61% | — | — | -4.00% | -3.73% | -0.27% |
| ASR | 2019-07-22 | 2019-07-23 | 2019-08-20 | 1 | 160.73 | 160.73 | 0.00% | market | 10.22% | — | — | -12.10% | -3.03% | -9.07% |
| BRO | 2019-07-22 | 2019-07-23 | 2019-08-20 | 1 | 35.00 | 35.00 | 0.00% | market | 14.29% | — | — | 2.27% | -3.03% | 5.30% |
| HAL | 2019-07-22 | 2019-07-23 | 2019-08-20 | 1 | 23.67 | 23.67 | 0.00% | market | 16.67% | — | — | -19.58% | -3.03% | -16.55% |
| ONB | 2019-07-22 | 2019-07-23 | 2019-08-20 | 1 | 17.24 | 17.24 | 0.00% | market | 12.50% | — | — | -1.72% | -3.03% | 1.30% |
| WSFS | 2019-07-22 | 2019-07-23 | 2019-08-20 | 1 | 40.00 | 40.00 | 0.00% | market | 18.92% | — | — | 5.53% | -3.03% | 8.55% |
| ATI | 2019-07-23 | 2019-07-24 | 2019-08-21 | 1 | 23.30 | 23.30 | 0.00% | market | 14.29% | — | — | -22.98% | -2.25% | -20.72% |
| BIIB | 2019-07-23 | 2019-07-24 | 2019-08-21 | 1 | 244.70 | 244.70 | 0.00% | market | 21.51% | — | — | -4.81% | -2.25% | -2.56% |
| GPK | 2019-07-23 | 2019-07-24 | 2019-08-21 | 1 | 15.08 | 15.08 | 0.00% | market | 14.29% | — | — | -11.57% | -2.25% | -9.32% |
| MLI | 2019-07-23 | 2019-07-24 | 2019-08-21 | 1 | 7.13 | 7.13 | 0.00% | market | 16.00% | — | — | -6.83% | -2.25% | -4.58% |
| TXN | 2019-07-23 | 2019-07-24 | 2019-08-21 | 1 | 126.50 | 126.50 | 0.00% | market | 11.48% | — | — | -0.46% | -2.25% | 1.79% |
| WRB | 2019-07-23 | 2019-07-24 | 2019-08-21 | 1 | 30.51 | 30.51 | 0.00% | market | 28.57% | — | — | 4.65% | -2.25% | 6.91% |
| AXTI | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 4.35 | 4.35 | 0.00% | market | 19.40% | — | — | -16.19% | -2.85% | -13.34% |
| BHE | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 26.13 | 26.13 | 0.00% | market | 12.50% | — | — | 3.27% | -2.85% | 6.12% |
| BKU | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 35.32 | 35.32 | 0.00% | market | 19.12% | — | — | -9.95% | -2.85% | -7.10% |
| CMRE | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 4.45 | 4.45 | 0.00% | market | 69.23% | — | — | -3.47% | -2.85% | -0.62% |
| CUBI | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 20.30 | 20.30 | 0.00% | market | 52.00% | — | — | -6.41% | -2.85% | -3.55% |
| EIG | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 44.85 | 44.85 | 0.00% | market | 63.64% | — | — | -4.00% | -2.85% | -1.15% |
| EVR | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 90.73 | 90.73 | 0.00% | market | 19.65% | — | — | -12.97% | -2.85% | -10.12% |
| FCX | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 12.05 | 12.05 | 0.00% | market | 20.00% | — | — | -24.33% | -2.85% | -21.48% |
| FR | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 38.02 | 38.02 | 0.00% | market | 29.17% | — | — | 2.50% | -2.85% | 5.35% |
| FTI | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 22.40 | 22.40 | 0.00% | market | 11.43% | — | — | -12.33% | -2.85% | -9.48% |
| GSK | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 41.80 | 41.80 | 0.00% | market | 21.25% | — | — | -2.06% | -2.85% | 0.79% |
| HP | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 49.50 | 49.50 | 0.00% | market | 14.29% | — | — | -21.23% | -2.85% | -18.38% |
| KN | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 19.85 | 19.85 | 0.00% | market | 15.79% | — | — | 4.33% | -2.85% | 7.18% |
| MHO | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 31.85 | 31.85 | 0.00% | market | 31.71% | — | — | 15.91% | -2.85% | 18.76% |
| MLCO | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 24.90 | 24.90 | 0.00% | market | 20.00% | — | — | -18.13% | -2.85% | -15.28% |
| MTH | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 30.50 | 30.50 | 0.00% | market | 26.92% | — | — | 6.69% | -2.85% | 9.54% |
| OC | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 59.00 | 59.00 | 0.00% | market | 12.93% | — | — | -3.71% | -2.85% | -0.86% |
| PYPL | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 116.75 | 116.75 | 0.00% | market | 14.67% | — | — | -6.94% | -2.85% | -4.08% |
| SCL | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 98.50 | 98.50 | 0.00% | market | 11.94% | — | — | -4.41% | -2.85% | -1.56% |
| SLAB | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 113.61 | 113.61 | 0.00% | market | 12.16% | — | — | -3.45% | -2.85% | -0.60% |
| SYBT | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 36.12 | 36.12 | 0.00% | market | 18.03% | — | — | 0.15% | -2.85% | 3.00% |
| TDY | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 299.64 | 299.64 | 0.00% | market | 16.18% | — | — | 2.63% | -2.85% | 5.48% |
| WIX | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 151.68 | 151.68 | 0.00% | market | 100.00% | — | — | -1.31% | -2.85% | 1.54% |
| AXTA | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 30.89 | 30.89 | 0.00% | market | 20.93% | — | — | -13.50% | -5.29% | -8.21% |
| AZN | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 86.02 | 86.02 | 0.00% | market | 146.67% | — | — | 3.55% | -5.29% | 8.84% |
| BMY | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 45.98 | 45.98 | 0.00% | market | 11.32% | — | — | 1.20% | -5.29% | 6.49% |
| CRI | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 99.26 | 99.26 | 0.00% | market | 17.28% | — | — | -12.22% | -5.29% | -6.93% |
| FAF | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 57.10 | 57.10 | 0.00% | market | 14.49% | — | — | 0.90% | -5.29% | 6.19% |
| FCN | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 103.40 | 103.40 | 0.00% | market | 78.35% | — | — | 0.44% | -5.29% | 5.73% |
| HSY | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 150.95 | 150.95 | 0.00% | market | 11.02% | — | — | 3.93% | -5.29% | 9.22% |
| INTC | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 52.69 | 52.69 | 0.00% | market | 19.10% | — | — | -14.77% | -5.29% | -9.48% |
| IP | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 43.46 | 43.46 | 0.00% | market | 13.86% | — | — | -18.55% | -5.29% | -13.26% |
| IVZ | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 19.43 | 19.43 | 0.00% | market | 14.04% | — | — | -19.71% | -5.29% | -14.42% |
| KIM | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 18.81 | 18.81 | 0.00% | market | 17.65% | — | — | -3.61% | -5.29% | 1.68% |
| KOF | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 60.94 | 60.94 | 0.00% | market | 12.99% | — | — | -6.02% | -5.29% | -0.73% |
| LAZ | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 38.59 | 38.59 | 0.00% | market | 15.87% | — | — | -13.37% | -5.29% | -8.08% |
| MTRN | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 61.27 | 61.27 | 0.00% | market | 14.29% | — | — | -5.55% | -5.29% | -0.26% |
| NVCR | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 76.08 | 76.08 | 0.00% | market | 85.71% | — | — | 21.47% | -5.29% | 26.76% |
| PDS | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 32.80 | 32.80 | 0.00% | market | 50.00% | — | — | -34.86% | -5.29% | -29.57% |
| PTEN | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 10.38 | 10.38 | 0.00% | market | 19.05% | — | — | -23.99% | -5.29% | -18.70% |
| SAH | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 27.25 | 27.25 | 0.00% | market | 31.91% | — | — | -6.41% | -5.29% | -1.12% |
| SAM | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 391.77 | 391.77 | 0.00% | market | 21.03% | — | — | 9.51% | -5.29% | 14.80% |
| SMP | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 47.32 | 47.32 | 0.00% | market | 13.58% | — | — | -6.99% | -5.29% | -1.70% |
| SPSC | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 54.75 | 54.75 | 0.00% | market | 15.38% | — | — | -9.38% | -5.29% | -4.09% |
| VLO | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 83.21 | 83.21 | 0.00% | market | 10.22% | — | — | -10.95% | -5.29% | -5.66% |
| WST | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 134.30 | 134.30 | 0.00% | market | 23.61% | — | — | 6.62% | -5.29% | 11.91% |
| ACRE | 2019-07-26 | 2019-07-29 | 2019-08-26 | 3 | 15.18 | 15.18 | 0.00% | market | 11.76% | — | — | 0.76% | -4.60% | 5.35% |
| AMTB | 2019-07-26 | 2019-07-29 | 2019-08-26 | 3 | 17.90 | 17.90 | 0.00% | market | 12.90% | — | — | -8.20% | -4.60% | -3.60% |
| BSAC | 2019-07-26 | 2019-07-29 | 2019-08-26 | 3 | 29.67 | 29.67 | 0.00% | market | 17.39% | — | — | -6.54% | -4.60% | -1.94% |
| PSX | 2019-07-26 | 2019-07-29 | 2019-08-26 | 3 | 101.91 | 101.91 | 0.00% | market | 10.22% | — | — | -5.60% | -4.60% | -1.00% |
| WY | 2019-07-26 | 2019-07-29 | 2019-08-26 | 3 | 26.26 | 26.26 | 0.00% | market | 60.00% | — | — | -3.18% | -4.60% | 1.41% |
| ACGL | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 38.66 | 38.66 | 0.00% | market | 11.59% | — | — | 1.06% | -4.35% | 5.41% |
| AMKR | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 8.40 | 8.40 | 0.00% | market | 69.23% | — | — | 1.21% | -4.35% | 5.56% |
| APPF | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 93.93 | 93.93 | 0.00% | market | 490.91% | — | — | 4.08% | -4.35% | 8.43% |
| CHGG | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 44.19 | 44.19 | 0.00% | market | 53.33% | — | — | -9.79% | -4.35% | -5.44% |
| LXU | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 3.71 | 3.71 | 0.00% | market | 88.89% | — | — | -6.32% | -4.35% | -1.98% |
| MEDP | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 75.00 | 75.00 | 0.00% | market | 26.56% | — | — | 7.05% | -4.35% | 11.39% |
| NBIX | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 91.75 | 91.75 | 0.00% | market | 54.17% | — | — | 6.64% | -4.35% | 10.98% |
| NPO | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 65.97 | 65.97 | 0.00% | market | 30.69% | — | — | -9.56% | -4.35% | -5.21% |
| OMF | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 39.12 | 39.12 | 0.00% | market | 20.90% | — | — | -9.71% | -4.35% | -5.36% |
| PI | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 34.61 | 34.61 | 0.00% | market | 133.33% | — | — | 6.14% | -4.35% | 10.49% |
| RDY | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 7.38 | 7.38 | 0.00% | market | 56.76% | — | — | -5.11% | -4.35% | -0.77% |
| RNG | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 137.98 | 137.98 | 0.00% | market | 31.25% | — | — | 3.36% | -4.35% | 7.71% |
| SBAC | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 248.86 | 248.86 | 0.00% | market | 27.27% | — | — | 6.32% | -4.35% | 10.67% |
| SITC | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 56.20 | 56.20 | 0.00% | market | 10.71% | — | — | -4.09% | -4.35% | 0.26% |
| AER | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 54.53 | 54.53 | 0.00% | market | 45.78% | — | — | -5.38% | -4.02% | -1.36% |
| AGCO | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 79.81 | 79.81 | 0.00% | market | 14.47% | — | — | -15.87% | -4.02% | -11.85% |
| AIN | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 81.85 | 81.85 | 0.00% | market | 28.24% | — | — | -2.52% | -4.02% | 1.50% |
| ALL | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 105.29 | 105.29 | 0.00% | market | 41.56% | — | — | -2.84% | -4.02% | 1.18% |
| ARCC | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 18.74 | 18.74 | 0.00% | market | 11.36% | — | — | -0.37% | -4.02% | 3.65% |
| AXS | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 61.37 | 61.37 | 0.00% | market | 20.90% | — | — | 2.65% | -4.02% | 6.67% |
| BLKB | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 90.00 | 90.00 | 0.00% | market | 20.00% | — | — | -2.38% | -4.02% | 1.64% |
| CINF | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 106.09 | 106.09 | 0.00% | market | 32.81% | — | — | 4.62% | -4.02% | 8.64% |
| ANET | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 15.92 | 15.92 | 0.00% | market | 10.91% | — | — | -11.16% | -0.48% | -10.68% |
| ADEA | 2019-08-06 | 2019-08-07 | 2019-09-05 | 1 | 5.29 | 5.29 | 0.00% | market | 25.93% | — | — | -4.45% | 4.72% | -9.17% |
| ALRM | 2019-08-08 | 2019-08-09 | 2019-09-09 | 1 | 56.00 | 56.00 | 0.00% | market | 25.00% | — | — | -15.89% | 1.92% | -17.81% |
| PAM | 2019-08-12 | 2019-08-13 | 2019-09-11 | 1 | 16.86 | 16.86 | 0.00% | market | 152.44% | — | — | -7.69% | 4.35% | -12.04% |
| JD | 2019-08-13 | 2019-08-14 | 2019-09-12 | 1 | 29.70 | 29.70 | 0.00% | market | 266.67% | — | — | 6.03% | 4.59% | 1.44% |
| GGAL | 2019-08-14 | 2019-08-15 | 2019-09-13 | 1 | 17.98 | 17.98 | 0.00% | market | 88.78% | — | — | -38.20% | 5.69% | -43.89% |
| BABA | 2019-08-15 | 2019-08-16 | 2019-09-16 | 1 | 170.00 | 170.00 | 0.00% | market | 22.00% | — | — | 4.06% | 4.78% | -0.72% |
| BIDU | 2019-08-19 | 2019-08-20 | 2019-09-18 | 1 | 112.08 | 112.08 | 0.00% | market | 56.38% | — | — | -3.38% | 3.20% | -6.58% |
| EL | 2019-08-19 | 2019-08-20 | 2019-09-18 | 1 | 199.39 | 199.39 | 0.00% | market | 20.75% | — | — | -3.80% | 3.20% | -6.99% |
| AMCR | 2019-08-20 | 2019-08-21 | 2019-09-19 | 1 | 49.25 | 49.25 | 0.00% | market | 18.00% | — | — | -0.71% | 2.94% | -3.65% |
| FINV | 2019-08-20 | 2019-08-21 | 2019-09-19 | 1 | 3.70 | 3.70 | 0.00% | market | 25.60% | — | — | -6.86% | 2.94% | -9.80% |
| SE | 2019-08-20 | 2019-08-21 | 2019-09-19 | 1 | 33.31 | 33.31 | 0.00% | market | 36.21% | — | — | -4.18% | 2.94% | -7.12% |
| SFL | 2019-08-20 | 2019-08-21 | 2019-09-19 | 1 | 13.30 | 13.30 | 0.00% | market | 18.18% | — | — | 5.99% | 2.94% | 3.05% |
| TOL | 2019-08-20 | 2019-08-21 | 2019-09-19 | 1 | 35.70 | 35.70 | 0.00% | market | 20.48% | — | — | 9.51% | 2.94% | 6.57% |
| BBWI | 2019-08-21 | 2019-08-22 | 2019-09-20 | 1 | 14.72 | 14.72 | 0.00% | market | 20.00% | — | — | 3.50% | 1.72% | 1.78% |
| HTHT | 2019-08-21 | 2019-08-22 | 2019-09-20 | 1 | 31.50 | 31.50 | 0.00% | market | 25.00% | — | — | 9.93% | 1.72% | 8.21% |
| KEYS | 2019-08-21 | 2019-08-22 | 2019-09-20 | 1 | 94.44 | 94.44 | 0.00% | market | 22.55% | — | — | 4.48% | 1.72% | 2.76% |
| P | 2019-08-21 | 2019-08-22 | 2019-09-20 | 1 | 15.55 | 15.55 | 0.00% | market | 125.00% | — | — | 11.73% | 1.72% | 10.01% |
| PDD | 2019-08-21 | 2019-08-22 | 2019-09-20 | 1 | 29.64 | 29.64 | 0.00% | market | 84.00% | — | — | 14.88% | 1.72% | 13.16% |
| TGT | 2019-08-21 | 2019-08-22 | 2019-09-20 | 1 | 105.39 | 105.39 | 0.00% | market | 12.35% | — | — | 1.11% | 1.72% | -0.61% |
| CAAP | 2019-08-23 | 2019-08-26 | 2019-09-24 | 3 | 5.78 | 5.78 | 0.00% | market | 410.00% | — | — | -19.65% | 2.99% | -22.64% |
| HPE | 2019-08-27 | 2019-08-28 | 2019-09-26 | 1 | 13.50 | 13.50 | 0.00% | market | 12.50% | — | — | 8.27% | 3.80% | 4.48% |
| JILL | 2019-08-27 | 2019-08-28 | 2019-09-26 | 1 | 8.40 | 8.40 | 0.00% | market | 44.44% | — | — | 11.80% | 3.80% | 8.01% |
| PVH | 2019-08-28 | 2019-08-29 | 2019-09-27 | 1 | 77.57 | 77.57 | 0.00% | market | 11.70% | — | — | 12.98% | 1.26% | 11.72% |
| TLYS | 2019-08-28 | 2019-08-29 | 2019-09-27 | 1 | 9.80 | 9.80 | 0.00% | market | 55.00% | — | — | -3.37% | 1.26% | -4.63% |
| AMBA | 2019-08-29 | 2019-08-30 | 2019-09-30 | 1 | 55.94 | 55.94 | 0.00% | market | 755.40% | — | — | 12.23% | 0.87% | 11.36% |
| BURL | 2019-08-29 | 2019-08-30 | 2019-09-30 | 1 | 207.72 | 207.72 | 0.00% | market | 19.30% | — | — | -3.90% | 0.87% | -4.77% |
| HQY | 2019-09-03 | 2019-09-04 | 2019-10-02 | 1 | 57.57 | 57.57 | 0.00% | market | 28.57% | — | — | -8.39% | -1.73% | -6.65% |
| AEO | 2019-09-04 | 2019-09-05 | 2019-10-03 | 1 | 14.56 | 14.56 | 0.00% | market | 21.88% | — | — | 5.46% | -2.15% | 7.61% |
| DSGX | 2019-09-04 | 2019-09-05 | 2019-10-03 | 1 | 36.25 | 36.25 | 0.00% | market | 25.00% | — | — | 7.79% | -2.15% | 9.94% |
| GWRE | 2019-09-05 | 2019-09-06 | 2019-10-04 | 1 | 94.80 | 94.80 | 0.00% | market | 12.00% | — | — | 11.80% | -1.28% | 13.08% |
| NX | 2019-09-05 | 2019-09-06 | 2019-10-04 | 1 | 18.29 | 18.29 | 0.00% | market | 13.89% | — | — | 0.17% | -1.28% | 1.45% |
| PD | 2019-09-05 | 2019-09-06 | 2019-10-04 | 1 | 33.95 | 33.95 | 0.00% | market | 30.00% | — | — | -18.51% | -1.28% | -17.23% |
| SIG | 2019-09-05 | 2019-09-06 | 2019-10-04 | 1 | 13.82 | 13.82 | 0.00% | market | 96.15% | — | — | 17.48% | -1.28% | 18.76% |
| ZM | 2019-09-05 | 2019-09-06 | 2019-10-04 | 1 | 92.00 | 92.00 | 0.00% | market | 495.24% | — | — | -16.92% | -1.28% | -15.63% |
| BRC | 2019-09-06 | 2019-09-09 | 2019-10-07 | 3 | 50.55 | 50.55 | 0.00% | market | 11.48% | — | — | 2.49% | -2.03% | 4.52% |
| CASY | 2019-09-09 | 2019-09-10 | 2019-10-08 | 1 | 164.77 | 164.77 | 0.00% | market | 13.79% | — | — | -2.06% | -2.97% | 0.91% |
| RH | 2019-09-10 | 2019-09-11 | 2019-10-09 | 1 | 155.35 | 155.35 | 0.00% | market | 18.52% | — | — | 11.99% | -2.41% | 14.40% |
| ZS | 2019-09-10 | 2019-09-11 | 2019-10-09 | 1 | 48.36 | 48.36 | 0.00% | market | 370.75% | — | — | -0.39% | -2.41% | 2.02% |
| SNX | 2019-09-24 | 2019-09-25 | 2019-10-23 | 1 | 52.88 | 52.88 | 0.00% | market | 15.38% | — | — | 11.83% | 1.32% | 10.51% |
| KBH | 2019-09-25 | 2019-09-26 | 2019-10-24 | 1 | 33.00 | 33.00 | 0.00% | market | 10.61% | — | — | 11.42% | 0.92% | 10.49% |
| EPAC | 2019-09-26 | 2019-09-27 | 2019-10-25 | 1 | 21.94 | 21.94 | 0.00% | market | 16.67% | — | — | 10.29% | 1.27% | 9.03% |
| THO | 2019-09-30 | 2019-10-01 | 2019-10-29 | 1 | 56.25 | 56.25 | 0.00% | market | 18.88% | — | — | 18.48% | 1.84% | 16.64% |
| BBBY | 2019-10-02 | 2019-10-03 | 2019-10-31 | 1 | 10.33 | 10.33 | 0.00% | market | 30.77% | — | — | 1.84% | 5.39% | -3.56% |
| LEN | 2019-10-02 | 2019-10-03 | 2019-10-31 | 1 | 57.97 | 57.97 | 0.00% | market | 20.45% | — | — | 2.71% | 5.39% | -2.68% |
| FAST | 2019-10-11 | 2019-10-14 | 2019-11-11 | 3 | 17.68 | 17.68 | 0.00% | market | 11.76% | — | — | 4.09% | 4.20% | -0.11% |
| NIC | 2019-10-15 | 2019-10-16 | 2019-11-13 | 1 | 67.75 | 67.75 | 0.00% | market | 18.64% | — | — | 2.93% | 3.60% | -0.67% |
| PLD | 2019-10-15 | 2019-10-16 | 2019-11-13 | 1 | 89.11 | 89.11 | 0.00% | market | 47.92% | — | — | -1.42% | 3.60% | -5.02% |
| SCHW | 2019-10-15 | 2019-10-16 | 2019-11-13 | 1 | 38.68 | 38.68 | 0.00% | market | 15.62% | — | — | 10.58% | 3.60% | 6.98% |
| BFC | 2019-10-16 | 2019-10-17 | 2019-11-14 | 1 | 66.85 | 66.85 | 0.00% | market | 16.25% | — | — | 3.10% | 3.29% | -0.19% |
| RLI | 2019-10-16 | 2019-10-17 | 2019-11-14 | 1 | 46.18 | 46.18 | 0.00% | market | 20.83% | — | — | 5.60% | 3.29% | 2.30% |
| ISRG | 2019-10-17 | 2019-10-18 | 2019-11-15 | 1 | 182.33 | 182.33 | 0.00% | market | 14.00% | — | — | 4.02% | 4.39% | -0.36% |
| MS | 2019-10-17 | 2019-10-18 | 2019-11-15 | 1 | 43.53 | 43.53 | 0.00% | market | 14.41% | — | — | 12.44% | 4.39% | 8.06% |
| RBCAA | 2019-10-18 | 2019-10-21 | 2019-11-18 | 3 | 42.65 | 42.65 | 0.00% | market | 10.67% | — | — | 6.63% | 4.21% | 2.42% |
| EQBK | 2019-10-21 | 2019-10-22 | 2019-11-19 | 1 | 29.04 | 29.04 | 0.00% | market | 10.00% | — | — | -1.48% | 3.78% | -5.25% |
| MCHB | 2019-10-21 | 2019-10-22 | 2019-11-19 | 1 | 35.44 | 35.44 | 0.00% | market | 73.33% | — | — | -10.79% | 3.78% | -14.57% |
| ONB | 2019-10-21 | 2019-10-22 | 2019-11-19 | 1 | 18.24 | 18.24 | 0.00% | market | 20.59% | — | — | 0.56% | 3.78% | -3.22% |
| CALX | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 7.47 | 7.47 | 0.00% | market | 50.00% | — | — | 2.31% | 4.03% | -1.72% |
| CMG | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 16.29 | 16.29 | 0.00% | market | 33.33% | — | — | -4.83% | 4.03% | -8.86% |
| EQR | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 88.30 | 88.30 | 0.00% | market | 91.89% | — | — | -1.96% | 4.03% | -5.99% |
| LMT | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 373.78 | 373.78 | 0.00% | market | 12.75% | — | — | 4.96% | 4.03% | 0.93% |
| MTG | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 14.13 | 14.13 | 0.00% | market | 14.29% | — | — | -0.31% | 4.03% | -4.34% |
| NUE | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 53.15 | 53.15 | 0.00% | market | 12.50% | — | — | 1.69% | 4.03% | -2.34% |
| SFNC | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 24.37 | 24.37 | 0.00% | market | 31.25% | — | — | 2.65% | 4.03% | -1.38% |
| STC | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 42.55 | 42.55 | 0.00% | market | 25.49% | — | — | 1.45% | 4.03% | -2.58% |
| TER | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 63.55 | 63.55 | 0.00% | market | 10.00% | — | — | 0.37% | 4.03% | -3.66% |
| USNA | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 74.53 | 74.53 | 0.00% | market | 26.74% | — | — | -4.41% | 4.03% | -8.44% |
| VIST | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 4.96 | 4.96 | 0.00% | market | 150.00% | — | — | 19.46% | 4.03% | 15.43% |
| WRB | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 31.91 | 31.91 | 0.00% | market | 27.59% | — | — | -2.98% | 4.03% | -7.01% |
| AEM | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 55.38 | 55.38 | 0.00% | market | 37.04% | — | — | 8.55% | 3.11% | 5.44% |
| ALGN | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 237.30 | 237.30 | 0.00% | market | 12.28% | — | — | 14.58% | 3.11% | 11.47% |
| ALKS | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 18.96 | 18.96 | 0.00% | market | 80.00% | — | — | 5.81% | 3.11% | 2.70% |
| BKU | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 34.90 | 34.90 | 0.00% | market | 13.89% | — | — | -1.05% | 3.11% | -4.16% |
| BMRN | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 71.07 | 71.07 | 0.00% | market | 26.47% | — | — | 8.34% | 3.11% | 5.23% |
| CMRE | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 5.57 | 5.57 | 0.00% | market | 44.44% | — | — | 8.34% | 3.11% | 5.23% |
| CUBI | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 22.51 | 22.51 | 0.00% | market | 11.27% | — | — | 5.99% | 3.11% | 2.88% |
| CVI | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 36.01 | 36.01 | 0.00% | market | 34.62% | — | — | -0.04% | 3.11% | -3.16% |
| EIG | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 43.61 | 43.61 | 0.00% | market | 31.34% | — | — | -4.62% | 3.11% | -7.73% |
| EW | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 78.51 | 78.51 | 0.00% | market | 14.63% | — | — | 3.01% | 3.11% | -0.10% |
| LMAT | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 37.01 | 37.01 | 0.00% | market | 19.05% | — | — | -5.53% | 3.11% | -8.64% |
| MCB | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 41.50 | 41.50 | 0.00% | market | 15.38% | — | — | 8.53% | 3.11% | 5.42% |
| SLAB | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 111.55 | 111.55 | 0.00% | market | 14.29% | — | — | -7.71% | 3.11% | -10.82% |
| SLM | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 9.11 | 9.11 | 0.00% | market | 16.00% | — | — | -6.69% | 3.11% | -9.80% |
| SYBT | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 38.75 | 38.75 | 0.00% | market | 16.92% | — | — | 4.80% | 3.11% | 1.69% |
| TDY | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 329.79 | 329.79 | 0.00% | market | 12.25% | — | — | 4.91% | 3.11% | 1.80% |
| TRN | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 18.61 | 18.61 | 0.00% | market | 11.43% | — | — | 12.10% | 3.11% | 8.99% |
| UFPI | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 43.00 | 43.00 | 0.00% | market | 10.53% | — | — | 12.99% | 3.11% | 9.88% |
| UNF | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 207.33 | 207.33 | 0.00% | market | 22.45% | — | — | -0.77% | 3.11% | -3.88% |
| AEP | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 95.69 | 95.69 | 0.00% | market | 10.61% | — | — | -4.44% | 3.74% | -8.18% |
| ALLE | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 114.05 | 114.05 | 0.00% | market | 11.36% | — | — | 4.28% | 3.74% | 0.54% |
| AXTA | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 29.71 | 29.71 | 0.00% | market | 15.56% | — | — | -5.86% | 3.74% | -9.60% |
| CINF | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 116.00 | 116.00 | 0.00% | market | 21.35% | — | — | -8.94% | 3.74% | -12.68% |
| CLBK | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 7.50 | 7.50 | 0.00% | market | 44.44% | — | — | -1.43% | 3.74% | -5.18% |
| COLB | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 37.95 | 37.95 | 0.00% | market | 14.75% | — | — | 3.22% | 3.74% | -0.52% |
| DOW | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 49.78 | 49.78 | 0.00% | market | 26.39% | — | — | 8.78% | 3.74% | 5.04% |
| EQNR | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 18.96 | 18.96 | 0.00% | market | 13.79% | — | — | 1.17% | 3.74% | -2.58% |
| FAF | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 62.07 | 62.07 | 0.00% | market | 13.10% | — | — | 0.77% | 3.74% | -2.97% |
| FCN | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 112.76 | 112.76 | 0.00% | market | 68.04% | — | — | -5.55% | 3.74% | -9.29% |
| FET | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 26.80 | 26.80 | 0.00% | market | 140.00% | — | — | -15.03% | 3.74% | -18.77% |
| FHI | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 32.40 | 32.40 | 0.00% | market | 10.77% | — | — | 1.75% | 3.74% | -1.99% |
| FIX | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 48.71 | 48.71 | 0.00% | market | 15.29% | — | — | 3.37% | 3.74% | -0.37% |
| FRME | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 38.16 | 38.16 | 0.00% | market | 12.82% | — | — | 6.58% | 3.74% | 2.84% |
| ILMN | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 290.43 | 290.43 | 0.00% | market | 37.86% | — | — | 5.51% | 3.74% | 1.77% |
| INTC | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 54.19 | 54.19 | 0.00% | market | 14.52% | — | — | 6.21% | 3.74% | 2.47% |
| KIM | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 21.18 | 21.18 | 0.00% | market | 117.65% | — | — | 0.47% | 3.74% | -3.28% |
| OIS | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 13.55 | 13.55 | 0.00% | market | 11.11% | — | — | 16.43% | 3.74% | 12.69% |
| RS | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 113.25 | 113.25 | 0.00% | market | 22.56% | — | — | 2.67% | 3.74% | -1.07% |
| SPSC | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 53.38 | 53.38 | 0.00% | market | 17.86% | — | — | 4.86% | 3.74% | 1.12% |
| STM | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 22.46 | 22.46 | 0.00% | market | 17.24% | — | — | 6.18% | 3.74% | 2.43% |
| TBBK | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 10.44 | 10.44 | 0.00% | market | 40.74% | — | — | 2.15% | 3.74% | -1.59% |
| GRC | 2019-10-25 | 2019-10-28 | 2019-11-25 | 3 | 36.28 | 36.28 | 0.00% | market | 17.14% | — | — | 2.08% | 3.44% | -1.37% |
| KEX | 2019-10-25 | 2019-10-28 | 2019-11-25 | 3 | 81.29 | 81.29 | 0.00% | market | 11.11% | — | — | 4.78% | 3.44% | 1.34% |
| PBR-A | 2019-10-25 | 2019-10-28 | 2019-11-25 | 3 | 14.66 | 14.66 | 0.00% | market | 80.95% | — | — | -4.33% | 3.44% | -7.77% |
| TILE | 2019-10-25 | 2019-10-28 | 2019-11-25 | 3 | 16.14 | 16.14 | 0.00% | market | 11.90% | — | — | 6.96% | 3.44% | 3.52% |
| WT | 2019-10-25 | 2019-10-28 | 2019-11-25 | 3 | 5.49 | 5.49 | 0.00% | market | 20.00% | — | — | -8.11% | 3.44% | -11.56% |
| AMKR | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 13.46 | 13.46 | 0.00% | market | 187.50% | — | — | -8.57% | 3.66% | -12.23% |
| AVB | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 216.70 | 216.70 | 0.00% | market | 66.67% | — | — | -0.60% | 3.66% | -4.26% |
| BLKB | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 89.05 | 89.05 | 0.00% | market | 12.00% | — | — | -7.71% | 3.66% | -11.37% |
| CGNX | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 52.48 | 52.48 | 0.00% | market | 14.29% | — | — | -3.83% | 3.66% | -7.49% |
| CNA | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 44.00 | 44.00 | 0.00% | market | 11.54% | — | — | 0.58% | 3.66% | -3.07% |
| CRSP | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 45.00 | 45.00 | 0.00% | market | 352.63% | — | — | 52.70% | 3.66% | 49.04% |
| CVCO | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 210.00 | 210.00 | 0.00% | market | 12.50% | — | — | -4.25% | 3.66% | -7.90% |
| IR | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 31.88 | 31.88 | 0.00% | market | 10.81% | — | — | 6.36% | 3.66% | 2.70% |
| LEG | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 47.73 | 47.73 | 0.00% | market | 13.43% | — | — | 11.13% | 3.66% | 7.47% |
| SANM | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 28.78 | 28.78 | 0.00% | market | 13.51% | — | — | 10.98% | 3.66% | 7.33% |
| AFG | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 100.64 | 100.64 | 0.00% | market | 15.38% | — | — | 9.81% | 3.97% | 5.84% |