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 5: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EXLS | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 13.98 | 13.98 | 0.00% | market | 13.33% | — | — | 0.90% | 3.97% | -3.07% |
| FMC | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 88.59 | 88.59 | 0.00% | market | 17.50% | — | — | 11.40% | 3.97% | 7.43% |
| GM | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 38.26 | 38.26 | 0.00% | market | 45.76% | — | — | -5.64% | 3.97% | -9.61% |
| HLF | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 41.74 | 41.74 | 0.00% | market | 14.06% | — | — | 9.75% | 3.97% | 5.78% |
| HURN | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 64.00 | 64.00 | 0.00% | market | 19.70% | — | — | 5.10% | 3.97% | 1.13% |
| INCY | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 83.06 | 83.06 | 0.00% | market | 26.15% | — | — | 13.22% | 3.97% | 9.24% |
| INVH | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 30.70 | 30.70 | 0.00% | market | 77.78% | — | — | -1.24% | 3.97% | -5.21% |
| KAI | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 89.23 | 89.23 | 0.00% | market | 11.02% | — | — | 9.64% | 3.97% | 5.67% |
| LDOS | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 86.91 | 86.91 | 0.00% | market | 14.29% | — | — | 4.58% | 3.97% | 0.61% |
| LNN | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 97.61 | 97.61 | 0.00% | market | 58.82% | — | — | -7.30% | 3.97% | -11.27% |
| MDU | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 10.81 | 10.81 | 0.00% | market | 13.11% | — | — | 2.21% | 3.97% | -1.76% |
| MEC | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 10.51 | 10.51 | 0.00% | market | 53.12% | — | — | -12.09% | 3.97% | -16.06% |
| MGRC | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 74.50 | 74.50 | 0.00% | market | 28.16% | — | — | -1.42% | 3.97% | -5.39% |
| MKL | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 1,121.12 | 1,121.12 | 0.00% | market | 34.95% | — | — | 1.89% | 3.97% | -2.08% |
| MLM | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 266.81 | 266.81 | 0.00% | market | 12.82% | — | — | 1.80% | 3.97% | -2.17% |
| MRK | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 81.05 | 81.05 | 0.00% | market | 20.80% | — | — | 2.97% | 3.97% | -1.00% |
| MRSH | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 102.08 | 102.08 | 0.00% | market | 10.00% | — | — | 6.04% | 3.97% | 2.07% |
| ACA | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 36.90 | 36.90 | 0.00% | market | 25.93% | — | — | 6.16% | 3.35% | 2.81% |
| ASX | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 5.13 | 5.13 | 0.00% | market | 50.00% | — | — | -4.78% | 3.35% | -8.13% |
| HMC | 2019-11-08 | 2019-11-11 | 2019-12-10 | 3 | 29.08 | 29.08 | 0.00% | market | 14.29% | — | — | -1.20% | 1.99% | -3.19% |
| AEIS | 2019-11-12 | 2019-11-13 | 2019-12-12 | 1 | 65.42 | 65.42 | 0.00% | market | 45.95% | — | — | 6.15% | 2.99% | 3.16% |
| BLFS | 2019-11-12 | 2019-11-13 | 2019-12-12 | 1 | 16.00 | 16.00 | 0.00% | market | 228.53% | — | — | -3.29% | 2.99% | -6.28% |
| FWONA | 2019-11-12 | 2019-11-13 | 2019-12-12 | 1 | 40.45 | 40.45 | 0.00% | market | 20.00% | — | — | 1.28% | 2.99% | -1.71% |
| AGRO | 2019-11-13 | 2019-11-14 | 2019-12-13 | 1 | 6.14 | 6.14 | 0.00% | market | 2698.71% | — | — | 27.42% | 2.76% | 24.66% |
| ARCO | 2019-11-13 | 2019-11-14 | 2019-12-13 | 1 | 7.74 | 7.74 | 0.00% | market | 62.50% | — | — | 0.68% | 2.76% | -2.09% |
| BN | 2019-11-14 | 2019-11-15 | 2019-12-16 | 1 | 20.53 | 20.53 | 0.00% | market | 103.33% | — | — | 0.53% | 2.73% | -2.19% |
| DDS | 2019-11-14 | 2019-11-15 | 2019-12-16 | 1 | 78.44 | 78.44 | 0.00% | market | 179.31% | — | — | -13.07% | 2.73% | -15.79% |
| DAVA | 2019-11-19 | 2019-11-20 | 2019-12-19 | 1 | 44.24 | 44.24 | 0.00% | market | 15.38% | — | — | 5.94% | 3.09% | 2.84% |
| P | 2019-11-21 | 2019-11-22 | 2019-12-23 | 1 | 15.95 | 15.95 | 0.00% | market | 44.44% | — | — | 6.48% | 3.26% | 3.23% |
| BKE | 2019-11-22 | 2019-11-25 | 2019-12-24 | 3 | 26.89 | 26.89 | 0.00% | market | 23.26% | — | — | -0.99% | 2.96% | -3.96% |
| AMBA | 2019-11-25 | 2019-11-26 | 2019-12-26 | 1 | 60.37 | 60.37 | 0.00% | market | 52.38% | — | — | 0.70% | 3.04% | -2.35% |
| BURL | 2019-11-26 | 2019-11-27 | 2019-12-27 | 1 | 227.87 | 227.87 | 0.00% | market | 10.71% | — | — | -0.84% | 2.62% | -3.46% |
| WDAY | 2019-12-03 | 2019-12-04 | 2020-01-03 | 1 | 164.56 | 164.56 | 0.00% | market | 39.47% | — | — | 2.26% | 3.77% | -1.51% |
| ZS | 2019-12-03 | 2019-12-04 | 2020-01-03 | 1 | 48.74 | 48.74 | 0.00% | market | 292.16% | — | — | -2.89% | 3.77% | -6.66% |
| BNED | 2019-12-04 | 2019-12-05 | 2020-01-06 | 1 | 393.00 | 393.00 | 0.00% | market | 8110.53% | — | — | 10.59% | 3.65% | 6.93% |
| GEF | 2019-12-04 | 2019-12-05 | 2020-01-06 | 1 | 45.70 | 45.70 | 0.00% | market | 13.76% | — | — | -5.85% | 3.65% | -9.51% |
| PGNY | 2019-12-04 | 2019-12-05 | 2020-01-06 | 1 | 27.62 | 27.62 | 0.00% | market | 57.89% | — | — | 1.17% | 3.65% | -2.49% |
| POWL | 2019-12-04 | 2019-12-05 | 2020-01-06 | 1 | 14.33 | 14.33 | 0.00% | market | 47.37% | — | — | 12.88% | 3.65% | 9.23% |
| RH | 2019-12-04 | 2019-12-05 | 2020-01-06 | 1 | 210.00 | 210.00 | 0.00% | market | 25.11% | — | — | 1.22% | 3.65% | -2.44% |
| BF-B | 2019-12-05 | 2019-12-06 | 2020-01-07 | 1 | 63.68 | 63.68 | 0.00% | market | 13.46% | — | — | 5.07% | 2.74% | 2.33% |
| EZPW | 2019-12-05 | 2019-12-06 | 2020-01-07 | 1 | 5.80 | 5.80 | 0.00% | market | 11.76% | — | — | 13.00% | 2.74% | 10.26% |
| HOV | 2019-12-05 | 2019-12-06 | 2020-01-07 | 1 | 25.30 | 25.30 | 0.00% | market | 64.41% | — | — | -17.25% | 2.74% | -20.00% |
| OKTA | 2019-12-05 | 2019-12-06 | 2020-01-07 | 1 | 119.36 | 119.36 | 0.00% | market | 41.67% | — | — | 2.86% | 2.74% | 0.12% |
| ZM | 2019-12-05 | 2019-12-06 | 2020-01-07 | 1 | 64.26 | 64.26 | 0.00% | market | 220.74% | — | — | 11.79% | 2.74% | 9.05% |
| GCO | 2019-12-06 | 2019-12-09 | 2020-01-08 | 3 | 49.80 | 49.80 | 0.00% | market | 23.15% | — | — | -3.07% | 3.18% | -6.26% |
| MTN | 2019-12-09 | 2019-12-10 | 2020-01-09 | 1 | 235.00 | 235.00 | 0.00% | market | 11.41% | — | — | 7.59% | 4.09% | 3.50% |
| CTAS | 2019-12-17 | 2019-12-18 | 2020-01-17 | 1 | 65.79 | 65.79 | 0.00% | market | 11.76% | — | — | 7.91% | 3.73% | 4.18% |
| WOR | 2019-12-17 | 2019-12-18 | 2020-01-17 | 1 | 27.01 | 27.01 | 0.00% | market | 18.97% | — | — | -7.54% | 3.73% | -11.28% |
| CAG | 2019-12-19 | 2019-12-20 | 2020-01-22 | 1 | 33.67 | 33.67 | 0.00% | market | 10.53% | — | — | -4.20% | 3.40% | -7.59% |
| NKE | 2019-12-19 | 2019-12-20 | 2020-01-22 | 1 | 101.00 | 101.00 | 0.00% | market | 20.69% | — | — | 3.36% | 3.40% | -0.04% |
| BB | 2019-12-20 | 2019-12-23 | 2020-01-23 | 3 | 6.55 | 6.55 | 0.00% | market | 83.37% | — | — | 1.58% | 3.15% | -1.57% |
| RTO | 2019-12-31 | 2020-01-02 | 2020-01-31 | 2 | 29.98 | 29.98 | 0.00% | market | 20.83% | — | — | 4.34% | -0.56% | 4.90% |
| JEF | 2020-01-08 | 2020-01-09 | 2020-02-07 | 1 | 20.47 | 20.47 | 0.00% | market | 31.91% | — | — | 7.57% | 1.85% | 5.72% |
| LEN | 2020-01-08 | 2020-01-09 | 2020-02-07 | 1 | 58.12 | 58.12 | 0.00% | market | 12.11% | — | — | 18.60% | 1.85% | 16.75% |
| SNX | 2020-01-09 | 2020-01-10 | 2020-02-10 | 1 | 71.31 | 71.31 | 0.00% | market | 18.01% | — | — | -1.43% | 2.26% | -3.69% |
| C | 2020-01-14 | 2020-01-15 | 2020-02-13 | 1 | 81.73 | 81.73 | 0.00% | market | 16.85% | — | — | -3.44% | 2.97% | -6.41% |
| BAC | 2020-01-15 | 2020-01-16 | 2020-02-14 | 1 | 34.90 | 34.90 | 0.00% | market | 10.29% | — | — | -0.24% | 2.40% | -2.64% |
| HAL | 2020-01-21 | 2020-01-22 | 2020-02-20 | 1 | 23.81 | 23.81 | 0.00% | market | 10.34% | — | — | -7.91% | 1.42% | -9.33% |
| SFBS | 2020-01-21 | 2020-01-22 | 2020-02-20 | 1 | 37.46 | 37.46 | 0.00% | market | 10.14% | — | — | 7.94% | 1.42% | 6.52% |
| ASML | 2020-01-22 | 2020-01-23 | 2020-02-21 | 1 | 296.93 | 296.93 | 0.00% | market | 11.53% | — | — | 2.95% | 0.86% | 2.09% |
| RLI | 2020-01-22 | 2020-01-23 | 2020-02-21 | 1 | 45.75 | 45.75 | 0.00% | market | 28.00% | — | — | -0.52% | 0.86% | -1.38% |
| SLM | 2020-01-22 | 2020-01-23 | 2020-02-21 | 1 | 11.15 | 11.15 | 0.00% | market | 10.00% | — | — | 7.88% | 0.86% | 7.02% |
| TDY | 2020-01-22 | 2020-01-23 | 2020-02-21 | 1 | 370.53 | 370.53 | 0.00% | market | 11.68% | — | — | 3.98% | 0.86% | 3.12% |
| TER | 2020-01-22 | 2020-01-23 | 2020-02-21 | 1 | 79.05 | 79.05 | 0.00% | market | 11.39% | — | — | -16.61% | 0.86% | -17.47% |
| EWBC | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 51.31 | 51.31 | 0.00% | market | 10.34% | — | — | -15.44% | -3.01% | -12.42% |
| STM | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 30.68 | 30.68 | 0.00% | market | 16.22% | — | — | -7.73% | -3.01% | -4.71% |
| TEAM | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 145.00 | 145.00 | 0.00% | market | 37.04% | — | — | 1.36% | -3.01% | 4.37% |
| TOWN | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 27.99 | 27.99 | 0.00% | market | 13.95% | — | — | -4.64% | -3.01% | -1.62% |
| WHR | 2020-01-27 | 2020-01-28 | 2020-02-26 | 1 | 151.00 | 151.00 | 0.00% | market | 14.99% | — | — | -9.17% | -4.17% | -4.99% |
| AAPL | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 81.11 | 81.11 | 0.00% | market | 10.62% | — | — | -15.79% | -9.40% | -6.39% |
| LEA | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 126.41 | 126.41 | 0.00% | market | 17.86% | — | — | -12.75% | -9.40% | -3.35% |
| MKSI | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 110.01 | 110.01 | 0.00% | market | 13.21% | — | — | -11.12% | -9.40% | -1.72% |
| MRCY | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 77.58 | 77.58 | 0.00% | market | 12.50% | — | — | 2.30% | -9.40% | 11.70% |
| MSTR | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 15.70 | 15.70 | 0.00% | market | 33.33% | — | — | -13.35% | -9.40% | -3.95% |
| MTSI | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 30.53 | 30.53 | 0.00% | market | 137.29% | — | — | -21.03% | -9.40% | -11.63% |
| UMBF | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 67.99 | 67.99 | 0.00% | market | 15.38% | — | — | -10.29% | -9.40% | -0.89% |
| ZWS | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 16.83 | 16.83 | 0.00% | market | 14.29% | — | — | -14.06% | -9.40% | -4.66% |
| CACI | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 280.54 | 280.54 | 0.00% | market | 11.47% | — | — | -12.76% | -8.66% | -4.10% |
| CASH | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 38.00 | 38.00 | 0.00% | market | 12.00% | — | — | -13.65% | -8.66% | -4.99% |
| CMPR | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 111.99 | 111.99 | 0.00% | market | 21.33% | — | — | 3.85% | -8.66% | 12.51% |
| CRUS | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 87.68 | 87.68 | 0.00% | market | 23.68% | — | — | -21.82% | -8.66% | -13.15% |
| DT | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 31.00 | 31.00 | 0.00% | market | 66.67% | — | — | 4.09% | -8.66% | 12.76% |
| EVR | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 80.43 | 80.43 | 0.00% | market | 15.74% | — | — | -17.27% | -8.66% | -8.61% |
| GE | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 64.18 | 64.18 | 0.00% | market | 16.67% | — | — | -15.70% | -8.66% | -7.03% |
| KLIC | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 27.74 | 27.74 | 0.00% | market | 71.43% | — | — | -17.80% | -8.66% | -9.14% |
| LVS | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 63.57 | 63.57 | 0.00% | market | 12.82% | — | — | -8.37% | -8.66% | 0.29% |
| MTH | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 36.99 | 36.99 | 0.00% | market | 38.54% | — | — | -14.32% | -8.66% | -5.66% |
| NOW | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 66.75 | 66.75 | 0.00% | market | 247.70% | — | — | -2.39% | -8.66% | 6.27% |
| QRVO | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 121.61 | 121.61 | 0.00% | market | 11.38% | — | — | -17.39% | -8.66% | -8.73% |
| TSLA | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 42.16 | 42.16 | 0.00% | market | 27.27% | — | — | 5.52% | -8.66% | 14.18% |
| AJG | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 103.00 | 103.00 | 0.00% | market | 11.54% | — | — | 0.40% | -5.48% | 5.87% |
| AMZN | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 102.57 | 102.57 | 0.00% | market | 60.00% | — | — | -4.85% | -5.48% | 0.63% |
| APTV | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 86.74 | 86.74 | 0.00% | market | 12.75% | — | — | -5.37% | -5.48% | 0.11% |
| CTVA | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 28.78 | 28.78 | 0.00% | market | 158.33% | — | — | -1.98% | -5.48% | 3.50% |
| DECK | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 30.93 | 30.93 | 0.00% | market | 10.19% | — | — | -3.69% | -5.48% | 1.79% |
| EA | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 110.75 | 110.75 | 0.00% | market | 10.71% | — | — | -3.59% | -5.48% | 1.89% |
| FHI | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 35.83 | 35.83 | 0.00% | market | 15.71% | — | — | -13.86% | -5.48% | -8.38% |
| LAZ | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 42.65 | 42.65 | 0.00% | market | 21.33% | — | — | -11.12% | -5.48% | -5.64% |
| LEVI | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 19.66 | 19.66 | 0.00% | market | 23.81% | — | — | -9.20% | -5.48% | -3.73% |
| LLY | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 142.85 | 142.85 | 0.00% | market | 13.82% | — | — | -7.11% | -5.48% | -1.63% |
| NOC | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 383.33 | 383.33 | 0.00% | market | 17.36% | — | — | -12.45% | -5.48% | -6.97% |
| NTCT | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 26.90 | 26.90 | 0.00% | market | 23.73% | — | — | -3.19% | -5.48% | 2.29% |
| SF | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 29.22 | 29.22 | 0.00% | market | 16.82% | — | — | -11.91% | -5.48% | -6.43% |
| SIGI | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 70.00 | 70.00 | 0.00% | market | 25.69% | — | — | -17.31% | -5.48% | -11.84% |
| STBA | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 38.31 | 38.31 | 0.00% | market | 10.39% | — | — | -9.94% | -5.48% | -4.46% |
| VRTX | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 238.65 | 238.65 | 0.00% | market | 40.50% | — | — | -2.76% | -5.48% | 2.71% |
| ADNT | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 25.87 | 25.87 | 0.00% | market | 209.68% | — | — | -15.79% | -7.15% | -8.65% |
| CAT | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 131.44 | 131.44 | 0.00% | market | 10.97% | — | — | -5.47% | -7.15% | 1.68% |
| CHTR | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 522.84 | 522.84 | 0.00% | market | 31.73% | — | — | -5.42% | -7.15% | 1.73% |
| IDXX | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 276.08 | 276.08 | 0.00% | market | 15.56% | — | — | -9.09% | -7.15% | -1.95% |
| PIPR | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 20.82 | 20.82 | 0.00% | market | 60.56% | — | — | -14.17% | -7.15% | -7.03% |
| AMG | 2020-02-03 | 2020-02-04 | 2020-03-04 | 1 | 81.51 | 81.51 | 0.00% | market | 12.16% | — | — | -7.57% | -4.64% | -2.94% |
| ARE | 2020-02-03 | 2020-02-04 | 2020-03-04 | 1 | 165.40 | 165.40 | 0.00% | market | 194.92% | — | — | -1.29% | -4.64% | 3.35% |
| NXPI | 2020-02-03 | 2020-02-04 | 2020-03-04 | 1 | 133.00 | 133.00 | 0.00% | market | 19.31% | — | — | -8.92% | -4.64% | -4.28% |
| ATI | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 20.09 | 20.09 | 0.00% | market | 12.50% | — | — | -19.11% | -8.97% | -10.14% |
| BDC | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 53.60 | 53.60 | 0.00% | market | 11.11% | — | — | -22.82% | -8.97% | -13.85% |
| BP | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 37.47 | 37.47 | 0.00% | market | 16.92% | — | — | -13.10% | -8.97% | -4.13% |
| HAE | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 123.85 | 123.85 | 0.00% | market | 23.68% | — | — | -16.74% | -8.97% | -7.77% |
| LITE | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 87.76 | 87.76 | 0.00% | market | 17.69% | — | — | -0.97% | -8.97% | 8.01% |
| MDU | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 11.51 | 11.51 | 0.00% | market | 20.51% | — | — | -1.32% | -8.97% | 7.66% |
| MOD | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 8.53 | 8.53 | 0.00% | market | 85.00% | — | — | -26.01% | -8.97% | -17.04% |
| MZTI | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 154.94 | 154.94 | 0.00% | market | 11.69% | — | — | -3.86% | -8.97% | 5.12% |
| PAA | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 17.15 | 17.15 | 0.00% | market | 28.57% | — | — | -23.72% | -8.97% | -14.74% |
| PCTY | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 145.81 | 145.81 | 0.00% | market | 24.14% | — | — | -9.39% | -8.97% | -0.42% |
| RL | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 124.89 | 124.89 | 0.00% | market | 16.73% | — | — | -13.47% | -8.97% | -4.50% |
| RRR | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 27.07 | 27.07 | 0.00% | market | 63.64% | — | — | -39.04% | -8.97% | -30.06% |
| USNA | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 81.96 | 81.96 | 0.00% | market | 42.42% | — | — | -11.15% | -8.97% | -2.18% |
| VIAV | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 15.48 | 15.48 | 0.00% | market | 21.05% | — | — | -15.41% | -8.97% | -6.44% |
| COTY | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 12.31 | 12.31 | 0.00% | market | 12.50% | — | — | -30.24% | -10.92% | -19.32% |
| ELF | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 19.02 | 19.02 | 0.00% | market | 50.00% | — | — | -17.82% | -10.92% | -6.90% |
| FMC | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 103.48 | 103.48 | 0.00% | market | 15.03% | — | — | -12.61% | -10.92% | -1.70% |
| FORM | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 26.06 | 26.06 | 0.00% | market | 28.12% | — | — | -14.22% | -10.92% | -3.31% |
| MC | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 39.12 | 39.12 | 0.00% | market | 52.00% | — | — | -25.69% | -10.92% | -14.77% |
| MET | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 51.83 | 51.83 | 0.00% | market | 41.43% | — | — | -24.51% | -10.92% | -13.59% |
| PAYC | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 301.08 | 301.08 | 0.00% | market | 11.69% | — | — | -11.18% | -10.92% | -0.27% |
| PTON | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 29.94 | 29.94 | 0.00% | market | 37.50% | — | — | -16.67% | -10.92% | -5.75% |
| RAMP | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 45.38 | 45.38 | 0.00% | market | 62.50% | — | — | -23.94% | -10.92% | -13.03% |
| RDN | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 25.75 | 25.75 | 0.00% | market | 11.69% | — | — | -12.49% | -10.92% | -1.57% |
| SITM | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 29.50 | 29.50 | 0.00% | market | 100.00% | — | — | -20.78% | -10.92% | -9.86% |
| SONO | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 15.25 | 15.25 | 0.00% | market | 25.00% | — | — | -31.38% | -10.92% | -20.46% |
| TTMI | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 16.00 | 16.00 | 0.00% | market | 51.85% | — | — | -20.04% | -10.92% | -9.12% |
| WERN | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 39.64 | 39.64 | 0.00% | market | 13.56% | — | — | -16.27% | -10.92% | -5.35% |
| CAH | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 59.09 | 59.09 | 0.00% | market | 25.62% | — | — | -18.99% | -17.60% | -1.38% |
| CCS | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 34.67 | 34.67 | 0.00% | market | 18.11% | — | — | -13.89% | -17.60% | 3.72% |
| DX | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 18.86 | 18.86 | 0.00% | market | 46.67% | — | — | -17.49% | -17.60% | 0.11% |
| EL | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 209.87 | 209.87 | 0.00% | market | 10.47% | — | — | -15.33% | -17.60% | 2.27% |
| GEN | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 19.04 | 19.04 | 0.00% | market | 212.50% | — | — | -9.82% | -17.60% | 7.79% |
| GOLD | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 4.47 | 4.47 | 0.00% | market | 80.00% | — | — | 3.70% | -17.60% | 21.31% |
| HUBG | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 28.01 | 28.01 | 0.00% | market | 100.00% | — | — | -25.52% | -17.60% | -7.92% |
| MPT | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 23.20 | 23.20 | 0.00% | market | 13.04% | — | — | -8.55% | -17.60% | 9.06% |
| MT | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 17.51 | 17.51 | 0.00% | market | 52.17% | — | — | -40.53% | -17.60% | -22.93% |
| MTW | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 14.10 | 14.10 | 0.00% | market | 25.00% | — | — | -37.40% | -17.60% | -19.80% |
| NGL | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 9.85 | 9.85 | 0.00% | market | 15.79% | — | — | -65.58% | -17.60% | -47.98% |
| NOK | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 4.28 | 4.28 | 0.00% | market | 30.77% | — | — | -22.76% | -17.60% | -5.16% |
| MSGS | 2020-02-07 | 2020-02-10 | 2020-03-10 | 3 | 144.96 | 144.96 | 0.00% | market | 49.43% | — | — | -16.89% | -12.92% | -3.96% |
| AM | 2020-02-12 | 2020-02-13 | 2020-03-13 | 1 | 4.50 | 4.50 | 0.00% | market | 52.17% | — | — | -29.88% | -19.81% | -10.07% |
| BABA | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 221.10 | 221.10 | 0.00% | market | 16.00% | — | — | -19.21% | -28.94% | 9.73% |
| AGI | 2020-02-19 | 2020-02-20 | 2020-03-19 | 1 | 6.60 | 6.60 | 0.00% | market | 14.29% | — | — | -19.34% | -28.79% | 9.45% |
| ARR | 2020-02-19 | 2020-02-20 | 2020-03-19 | 1 | 103.75 | 103.75 | 0.00% | market | 409.26% | — | — | -68.00% | -28.79% | -39.22% |
| CBZ | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 27.57 | 27.57 | 0.00% | market | 66.67% | — | — | -37.46% | -31.80% | -5.66% |
| DBX | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 21.99 | 21.99 | 0.00% | market | 14.29% | — | — | -20.11% | -31.80% | 11.69% |
| DCO | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 48.01 | 48.01 | 0.00% | market | 15.38% | — | — | -60.25% | -31.80% | -28.46% |
| LTC | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 49.44 | 49.44 | 0.00% | market | 14.08% | — | — | -44.48% | -31.80% | -12.68% |
| MCS | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 33.50 | 33.50 | 0.00% | market | 36.36% | — | — | -68.13% | -31.80% | -36.33% |
| GGAL | 2020-02-21 | 2020-02-24 | 2020-03-23 | 3 | 14.03 | 14.03 | 0.00% | market | 12.04% | — | — | -54.13% | -31.01% | -23.12% |
| ARLO | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 3.70 | 3.70 | 0.00% | market | 16.13% | — | — | -50.64% | -24.94% | -25.70% |
| BWXT | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 66.00 | 66.00 | 0.00% | market | 10.94% | — | — | -30.89% | -24.94% | -5.95% |
| HLIO | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 43.54 | 43.54 | 0.00% | market | 45.95% | — | — | -8.23% | -24.94% | 16.71% |
| AGM | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 71.31 | 71.31 | 0.00% | market | 10.19% | — | — | -29.32% | -21.45% | -7.88% |
| APA | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 23.81 | 23.81 | 0.00% | market | 229.22% | — | — | -75.91% | -14.49% | -61.42% |
| BOX | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 15.20 | 15.20 | 0.00% | market | 58.48% | — | — | -8.98% | -14.49% | 5.51% |
| CLW | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 29.50 | 29.50 | 0.00% | market | 54.17% | — | — | -28.85% | -14.49% | -14.36% |
| CODI | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 18.69 | 18.69 | 0.00% | market | 16.28% | — | — | -26.26% | -14.49% | -11.77% |
| DDD | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 10.87 | 10.87 | 0.00% | market | 400.00% | — | — | -30.92% | -14.49% | -16.43% |
| ETSY | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 55.43 | 55.43 | 0.00% | market | 56.25% | — | — | -24.54% | -14.49% | -10.05% |
| FTDR | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 44.72 | 44.72 | 0.00% | market | 38.89% | — | — | -20.74% | -14.49% | -6.25% |
| GHC | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 469.94 | 469.94 | 0.00% | market | 16.60% | — | — | -27.38% | -14.49% | -12.89% |
| AAON | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 37.49 | 37.49 | 0.00% | market | 22.22% | — | — | -17.84% | -12.22% | -5.62% |
| ABEV | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 3.11 | 3.11 | 0.00% | market | 16.67% | — | — | -19.39% | -12.22% | -7.17% |
| AMC | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 65.10 | 65.10 | 0.00% | market | 337.50% | — | — | -44.80% | -12.22% | -32.58% |
| CCO | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 2.02 | 2.02 | 0.00% | market | 84.22% | — | — | -72.87% | -12.22% | -60.65% |
| EXLS | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 15.04 | 15.04 | 0.00% | market | 14.29% | — | — | -30.95% | -12.22% | -18.73% |
| FSS | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 29.24 | 29.24 | 0.00% | market | 14.29% | — | — | -8.99% | -12.22% | 3.23% |
| GTX | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 6.79 | 6.79 | 0.00% | market | 10.81% | — | — | -51.20% | -12.22% | -38.98% |
| MITT | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 45.39 | 45.39 | 0.00% | market | 254.55% | — | — | -73.99% | -12.22% | -61.77% |
| PWR | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 38.59 | 38.59 | 0.00% | market | 12.05% | — | — | -22.77% | -12.22% | -10.55% |
| RRC | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 2.44 | 2.44 | 0.00% | market | 162.30% | — | — | -11.17% | -12.22% | 1.05% |
| RWT | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 16.99 | 16.99 | 0.00% | market | 25.00% | — | — | -63.55% | -12.22% | -51.33% |
| SRE | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 69.05 | 69.05 | 0.00% | market | 18.18% | — | — | -12.38% | -12.22% | -0.16% |
| WDAY | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 170.45 | 170.45 | 0.00% | market | 25.00% | — | — | -20.19% | -12.22% | -7.97% |
| BSBR | 2020-02-28 | 2020-03-02 | 2020-03-30 | 3 | 8.39 | 8.39 | 0.00% | market | 45.83% | — | — | -38.36% | -12.26% | -26.10% |
| PI | 2020-03-02 | 2020-03-03 | 2020-03-31 | 1 | 27.40 | 27.40 | 0.00% | market | 798.20% | — | — | -39.11% | -16.72% | -22.39% |
| WSC | 2020-03-02 | 2020-03-03 | 2020-03-31 | 1 | 17.16 | 17.16 | 0.00% | market | 25.00% | — | — | -41.07% | -16.72% | -24.35% |
| INSW | 2020-03-03 | 2020-03-04 | 2020-04-01 | 1 | 22.27 | 22.27 | 0.00% | market | 10.92% | — | — | 5.56% | -19.59% | 25.15% |
| YEXT | 2020-03-03 | 2020-03-04 | 2020-04-01 | 1 | 16.07 | 16.07 | 0.00% | market | 20.00% | — | — | -40.11% | -19.59% | -20.52% |
| CECO | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 6.88 | 6.88 | 0.00% | market | 92.86% | — | — | -32.22% | -17.43% | -14.79% |
| CPB | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 52.70 | 52.70 | 0.00% | market | 10.77% | — | — | -10.06% | -17.43% | 7.37% |
| GWRE | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 94.78 | 94.78 | 0.00% | market | 61.54% | — | — | -22.05% | -17.43% | -4.62% |
| JILL | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 4.40 | 4.40 | 0.00% | market | 54.55% | — | — | -53.51% | -17.43% | -36.08% |
| MYRG | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 26.58 | 26.58 | 0.00% | market | 26.67% | — | — | -16.54% | -17.43% | 0.89% |
| WLY | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 38.00 | 38.00 | 0.00% | market | 33.33% | — | — | -0.49% | -17.43% | 16.93% |
| FIZZ | 2020-03-05 | 2020-03-06 | 2020-04-03 | 1 | 22.42 | 22.42 | 0.00% | market | 12.00% | — | — | -5.81% | -15.34% | 9.53% |
| OKTA | 2020-03-05 | 2020-03-06 | 2020-04-03 | 1 | 129.15 | 129.15 | 0.00% | market | 80.00% | — | — | -8.01% | -15.34% | 7.33% |
| VET | 2020-03-06 | 2020-03-09 | 2020-04-06 | 3 | 4.61 | 4.61 | 0.00% | market | 40.00% | — | — | -21.36% | -3.79% | -17.57% |
| FNV | 2020-03-09 | 2020-03-10 | 2020-04-07 | 1 | 107.81 | 107.81 | 0.00% | market | 20.41% | — | — | -0.38% | -6.85% | 6.48% |
| PAM | 2020-03-10 | 2020-03-11 | 2020-04-08 | 1 | 11.41 | 11.41 | 0.00% | market | 119.56% | — | — | -3.87% | -2.38% | -1.49% |
| ALNT | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 33.50 | 33.50 | 0.00% | market | 19.67% | — | — | -15.29% | 8.67% | -23.97% |
| DQ | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 10.59 | 10.59 | 0.00% | market | 61.11% | — | — | -5.82% | 8.67% | -14.50% |
| FPI | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 5.50 | 5.50 | 0.00% | market | 16.67% | — | — | 18.45% | 8.67% | 9.77% |
| KNOP | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 12.12 | 12.12 | 0.00% | market | 30.36% | — | — | -1.09% | 8.67% | -9.76% |
| NL | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 2.90 | 2.90 | 0.00% | market | 18.18% | — | — | 2.31% | 8.67% | -6.36% |
| PDD | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 33.90 | 33.90 | 0.00% | market | 23.08% | — | — | 20.96% | 8.67% | 12.29% |
| SMTC | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 34.14 | 34.14 | 0.00% | market | 14.29% | — | — | 26.70% | 8.67% | 18.03% |
| UNFI | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 5.80 | 5.80 | 0.00% | market | 18.52% | — | — | 72.14% | 8.67% | 63.47% |
| DOCU | 2020-03-12 | 2020-03-13 | 2020-04-13 | 1 | 75.02 | 75.02 | 0.00% | market | 140.00% | — | — | 25.16% | 4.78% | 20.38% |
| ERO | 2020-03-12 | 2020-03-13 | 2020-04-13 | 1 | 8.03 | 8.03 | 0.00% | market | 158.82% | — | — | 7.00% | 4.78% | 2.22% |
| GCO | 2020-03-12 | 2020-03-13 | 2020-04-13 | 1 | 24.06 | 24.06 | 0.00% | market | 12.77% | — | — | -29.32% | 4.78% | -34.10% |
| GSHD | 2020-03-12 | 2020-03-13 | 2020-04-13 | 1 | 42.27 | 42.27 | 0.00% | market | 85.71% | — | — | -2.06% | 4.78% | -6.84% |
| RDNT | 2020-03-12 | 2020-03-13 | 2020-04-13 | 1 | 15.92 | 15.92 | 0.00% | market | 40.00% | — | — | -30.19% | 4.78% | -34.97% |
| BKE | 2020-03-13 | 2020-03-16 | 2020-04-14 | 3 | 13.24 | 13.24 | 0.00% | market | 10.34% | — | — | 14.48% | 17.67% | -3.19% |
| FPH | 2020-03-16 | 2020-03-17 | 2020-04-15 | 1 | 4.74 | 4.74 | 0.00% | market | 50.00% | — | — | -1.79% | 13.35% | -15.14% |
| HQY | 2020-03-16 | 2020-03-17 | 2020-04-15 | 1 | 40.91 | 40.91 | 0.00% | market | 14.71% | — | — | 11.93% | 13.35% | -1.43% |
| TME | 2020-03-16 | 2020-03-17 | 2020-04-15 | 1 | 10.98 | 10.98 | 0.00% | market | 20.00% | — | — | -1.47% | 13.35% | -14.82% |
| BAX | 2020-03-17 | 2020-03-18 | 2020-04-16 | 1 | 76.20 | 76.20 | 0.00% | market | 10.23% | — | — | 18.71% | 18.14% | 0.57% |
| ACMR | 2020-03-18 | 2020-03-19 | 2020-04-17 | 1 | 7.32 | 7.32 | 0.00% | market | 141.62% | — | — | 64.11% | 19.81% | 44.30% |
| FUTU | 2020-03-18 | 2020-03-19 | 2020-04-17 | 1 | 8.90 | 8.90 | 0.00% | market | 95.00% | — | — | 20.12% | 19.81% | 0.32% |
| ACN | 2020-03-19 | 2020-03-20 | 2020-04-20 | 1 | 157.53 | 157.53 | 0.00% | market | 11.05% | — | — | 10.82% | 16.11% | -5.28% |
| CIG-C | 2020-03-19 | 2020-03-20 | 2020-04-20 | 1 | 0.94 | 0.94 | 0.00% | market | 118.11% | — | — | 9.99% | 16.11% | -6.11% |
| NKE | 2020-03-24 | 2020-03-25 | 2020-04-23 | 1 | 80.11 | 80.11 | 0.00% | market | 44.44% | — | — | 8.94% | 13.97% | -5.03% |
| MG | 2020-03-25 | 2020-03-26 | 2020-04-24 | 1 | 3.74 | 3.74 | 0.00% | market | 185.71% | — | — | -2.51% | 13.41% | -15.91% |
| GME | 2020-03-26 | 2020-03-27 | 2020-04-27 | 1 | 1.24 | 1.24 | 0.00% | market | 52.38% | — | — | 17.64% | 13.34% | 4.30% |
| REX | 2020-03-26 | 2020-03-27 | 2020-04-27 | 1 | 7.92 | 7.92 | 0.00% | market | 468.45% | — | — | 15.30% | 13.34% | 1.97% |
| CALM | 2020-03-30 | 2020-03-31 | 2020-04-29 | 1 | 42.41 | 42.41 | 0.00% | market | 55.56% | — | — | 1.39% | 12.53% | -11.15% |
| UNF | 2020-04-01 | 2020-04-02 | 2020-05-01 | 1 | 138.69 | 138.69 | 0.00% | market | 10.30% | — | — | 19.55% | 15.34% | 4.21% |
| CHWY | 2020-04-02 | 2020-04-03 | 2020-05-04 | 1 | 35.23 | 35.23 | 0.00% | market | 76.47% | — | — | 11.28% | 13.08% | -1.80% |
| FC | 2020-04-02 | 2020-04-03 | 2020-05-04 | 1 | 16.76 | 16.76 | 0.00% | market | 150.00% | — | — | 20.19% | 13.08% | 7.10% |
| BBBY | 2020-04-15 | 2020-04-16 | 2020-05-14 | 1 | 8.56 | 8.56 | 0.00% | market | 80.95% | — | — | 117.42% | 2.08% | 115.34% |
| PGR | 2020-04-15 | 2020-04-16 | 2020-05-14 | 1 | 79.12 | 79.12 | 0.00% | market | 26.32% | — | — | -6.90% | 2.08% | -8.98% |
| USB | 2020-04-15 | 2020-04-16 | 2020-05-14 | 1 | 33.02 | 33.02 | 0.00% | market | 24.14% | — | — | -5.70% | 2.08% | -7.79% |
| BMI | 2020-04-16 | 2020-04-17 | 2020-05-15 | 1 | 58.74 | 58.74 | 0.00% | market | 10.81% | — | — | -4.76% | 0.32% | -5.08% |
| HOMB | 2020-04-16 | 2020-04-17 | 2020-05-15 | 1 | 12.60 | 12.60 | 0.00% | market | 16.22% | — | — | -1.93% | 0.32% | -2.24% |
| MUSA | 2020-04-17 | 2020-04-20 | 2020-05-18 | 3 | 108.60 | 108.60 | 0.00% | market | 31.53% | — | — | 6.70% | 4.38% | 2.31% |
| STT | 2020-04-17 | 2020-04-20 | 2020-05-18 | 3 | 57.54 | 57.54 | 0.00% | market | 23.70% | — | — | 1.50% | 4.38% | -2.89% |
| CDNS | 2020-04-20 | 2020-04-21 | 2020-05-19 | 1 | 76.43 | 76.43 | 0.00% | market | 11.11% | — | — | 11.69% | 5.51% | 6.18% |
| TFC | 2020-04-20 | 2020-04-21 | 2020-05-19 | 1 | 33.91 | 33.91 | 0.00% | market | 23.88% | — | — | -4.73% | 5.51% | -10.24% |
| CMG | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 16.98 | 16.98 | 0.00% | market | 20.00% | — | — | 21.22% | 6.68% | 14.54% |
| EMR | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 52.34 | 52.34 | 0.00% | market | 20.27% | — | — | 8.44% | 6.68% | 1.77% |
| SFNC | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 18.00 | 18.00 | 0.00% | market | 58.14% | — | — | -9.99% | 6.68% | -16.66% |
| TFII | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 23.18 | 23.18 | 0.00% | market | 26.53% | — | — | 24.66% | 6.68% | 17.99% |
| KNX | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 35.41 | 35.41 | 0.00% | market | 25.71% | — | — | 8.80% | 5.13% | 3.67% |
| ASR | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 96.49 | 96.49 | 0.00% | market | 20.81% | — | — | 3.27% | 5.24% | -1.97% |
| HZO | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 13.34 | 13.34 | 0.00% | market | 21.05% | — | — | 39.86% | 5.24% | 34.62% |
| MMSI | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 43.00 | 43.00 | 0.00% | market | 40.74% | — | — | 4.11% | 5.24% | -1.13% |
| VLRS | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 3.80 | 3.80 | 0.00% | market | 60.00% | — | — | 24.11% | 5.24% | 18.87% |
| CNI | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 83.26 | 83.26 | 0.00% | market | 19.74% | — | — | 3.34% | 4.30% | -0.96% |
| CNX | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 12.34 | 12.34 | 0.00% | market | 72.73% | — | — | -16.71% | 4.30% | -21.01% |
| FFIV | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 147.85 | 147.85 | 0.00% | market | 12.06% | — | — | -1.85% | 4.30% | -6.14% |
| CCEP | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 39.89 | 39.89 | 0.00% | market | 370.00% | — | — | -1.35% | 3.92% | -5.28% |
| MKSI | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 101.00 | 101.00 | 0.00% | market | 24.19% | — | — | 2.12% | 3.92% | -1.81% |
| ROK | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 197.00 | 197.00 | 0.00% | market | 32.79% | — | — | 9.75% | 3.92% | 5.82% |
| SIMO | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 44.00 | 44.00 | 0.00% | market | 19.40% | — | — | 2.74% | 3.92% | -1.18% |
| TEL | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 76.04 | 76.04 | 0.00% | market | 30.30% | — | — | 8.76% | 3.92% | 4.84% |
| TENB | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 25.98 | 25.98 | 0.00% | market | 52.63% | — | — | 15.18% | 3.92% | 11.26% |
| TX | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 13.43 | 13.43 | 0.00% | market | 309.09% | — | — | 16.06% | 3.92% | 12.13% |
| WERN | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 43.85 | 43.85 | 0.00% | market | 14.29% | — | — | 3.94% | 3.92% | 0.01% |
| AVTR | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 16.14 | 16.14 | 0.00% | market | 13.33% | — | — | 17.43% | 4.32% | 13.11% |
| CLS | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 6.09 | 6.09 | 0.00% | market | 128.57% | — | — | 11.23% | 4.32% | 6.91% |
| EAT | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 24.43 | 24.43 | 0.00% | market | 166.67% | — | — | 7.76% | 4.32% | 3.44% |
| EPD | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 18.48 | 18.48 | 0.00% | market | 17.31% | — | — | 3.25% | 4.32% | -1.07% |
| FICO | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 362.06 | 362.06 | 0.00% | market | 21.59% | — | — | 11.11% | 4.32% | 6.79% |
| MSFT | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 180.00 | 180.00 | 0.00% | market | 11.11% | — | — | 1.71% | 4.32% | -2.62% |
| MYRG | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 28.64 | 28.64 | 0.00% | market | 13.46% | — | — | 0.49% | 4.32% | -3.83% |
| NSC | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 174.20 | 174.20 | 0.00% | market | 17.81% | — | — | 2.25% | 4.32% | -2.07% |
| ORN | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 2.52 | 2.52 | 0.00% | market | 200.00% | — | — | 4.27% | 4.32% | -0.06% |
| PAC | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 61.54 | 61.54 | 0.00% | market | 29.01% | — | — | 7.81% | 4.32% | 3.49% |
| PB | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 60.05 | 60.05 | 0.00% | market | 16.95% | — | — | 8.79% | 4.32% | 4.47% |
| PTC | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 70.11 | 70.11 | 0.00% | market | 28.26% | — | — | 8.84% | 4.32% | 4.52% |
| SLAB | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 101.19 | 101.19 | 0.00% | market | 35.29% | — | — | -7.54% | 4.32% | -11.86% |
| SM | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 3.47 | 3.47 | 0.00% | market | 76.19% | — | — | 1.34% | 4.32% | -2.98% |
| URI | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 126.22 | 126.22 | 0.00% | market | 43.16% | — | — | 9.94% | 4.32% | 5.62% |
| UTHR | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 108.18 | 108.18 | 0.00% | market | 13.45% | — | — | 8.93% | 4.32% | 4.61% |
| VRTX | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 257.75 | 257.75 | 0.00% | market | 38.38% | — | — | 11.62% | 4.32% | 7.30% |
| BEN | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 18.13 | 18.13 | 0.00% | market | 50.00% | — | — | 7.40% | 7.09% | 0.31% |
| BZH | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 6.95 | 6.95 | 0.00% | market | 34.62% | — | — | 44.50% | 7.09% | 37.41% |
| CENX | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 4.65 | 4.65 | 0.00% | market | 112.50% | — | — | 30.65% | 7.09% | 23.56% |
| FMX | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 63.28 | 63.28 | 0.00% | market | 2680.00% | — | — | 9.84% | 7.09% | 2.75% |
| HGV | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 19.84 | 19.84 | 0.00% | market | 14.29% | — | — | 12.80% | 7.09% | 5.71% |
| LKQ | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 25.40 | 25.40 | 0.00% | market | 16.33% | — | — | 10.33% | 7.09% | 3.24% |
| LPLA | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 65.63 | 65.63 | 0.00% | market | 21.18% | — | — | 11.72% | 7.09% | 4.63% |
| MO | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 39.03 | 39.03 | 0.00% | market | 12.37% | — | — | 0.28% | 7.09% | -6.81% |
| MTZ | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 39.40 | 39.40 | 0.00% | market | 33.33% | — | — | 3.33% | 7.09% | -3.77% |
| PDS | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 10.60 | 10.60 | 0.00% | market | 50.00% | — | — | 5.56% | 7.09% | -1.53% |
| PH | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 157.41 | 157.41 | 0.00% | market | 28.63% | — | — | 16.13% | 7.09% | 9.04% |
| RMD | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 157.00 | 157.00 | 0.00% | market | 22.86% | — | — | 2.52% | 7.09% | -4.57% |
| RRC | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 5.75 | 5.75 | 0.00% | market | 696.81% | — | — | 8.25% | 7.09% | 1.15% |
| SHEL | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 31.85 | 31.85 | 0.00% | market | 29.82% | — | — | 4.08% | 7.09% | -3.02% |
| SPB | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 42.34 | 42.34 | 0.00% | market | 175.76% | — | — | 12.80% | 7.09% | 5.70% |
| STAG | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 25.53 | 25.53 | 0.00% | market | 320.00% | — | — | 5.81% | 7.09% | -1.28% |
| TDS | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 19.63 | 19.63 | 0.00% | market | 43.90% | — | — | 6.32% | 7.09% | -0.78% |
| TFSL | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 13.45 | 13.45 | 0.00% | market | 20.00% | — | — | 13.28% | 7.09% | 6.19% |
| WK | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 37.88 | 37.88 | 0.00% | market | 120.00% | — | — | 18.75% | 7.09% | 11.65% |
| BELFB | 2020-05-01 | 2020-05-04 | 2020-06-02 | 3 | 9.64 | 9.64 | 0.00% | market | 31.82% | — | — | -3.52% | 9.74% | -13.26% |
| CLX | 2020-05-01 | 2020-05-04 | 2020-06-02 | 3 | 195.12 | 195.12 | 0.00% | market | 13.17% | — | — | 5.87% | 9.74% | -3.87% |
| CVX | 2020-05-01 | 2020-05-04 | 2020-06-02 | 3 | 88.76 | 88.76 | 0.00% | market | 101.56% | — | — | 6.58% | 9.74% | -3.16% |
| PIPR | 2020-05-01 | 2020-05-04 | 2020-06-02 | 3 | 12.72 | 12.72 | 0.00% | market | 18.40% | — | — | 24.59% | 9.74% | 14.85% |
| XOM | 2020-05-01 | 2020-05-04 | 2020-06-02 | 3 | 42.51 | 42.51 | 0.00% | market | 135797.44% | — | — | 11.19% | 9.74% | 1.45% |
| ADUS | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 78.20 | 78.20 | 0.00% | market | 20.31% | — | — | 25.91% | 8.91% | 17.00% |
| ALSN | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 36.16 | 36.16 | 0.00% | market | 20.00% | — | — | 7.89% | 8.91% | -1.02% |
| CHGG | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 53.60 | 53.60 | 0.00% | market | 29.41% | — | — | 14.45% | 8.91% | 5.54% |
| HRTG | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 11.64 | 11.64 | 0.00% | market | 13.04% | — | — | 11.07% | 8.91% | 2.16% |
| KMT | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 24.52 | 24.52 | 0.00% | market | 43.75% | — | — | 18.54% | 8.91% | 9.63% |
| SRE | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 61.46 | 61.46 | 0.00% | market | 32.76% | — | — | 6.96% | 8.91% | -1.95% |
| WWD | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 63.09 | 63.09 | 0.00% | market | 47.71% | — | — | 21.09% | 8.91% | 12.18% |
| ABG | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 68.55 | 68.55 | 0.00% | market | 11.80% | — | — | 17.55% | 8.10% | 9.46% |
| ACLS | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 25.31 | 25.31 | 0.00% | market | 32.00% | — | — | 5.51% | 8.10% | -2.59% |
| AER | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 28.70 | 28.70 | 0.00% | market | 22.29% | — | — | 30.46% | 8.10% | 22.36% |
| ARCB | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 22.51 | 22.51 | 0.00% | market | 427.27% | — | — | 9.45% | 8.10% | 1.36% |
| ASC | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 6.05 | 6.05 | 0.00% | market | 42.86% | — | — | -10.35% | 8.10% | -18.44% |
| CMP | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 48.60 | 48.60 | 0.00% | market | 42.86% | — | — | 4.84% | 8.10% | -3.26% |
| EQR | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 62.67 | 62.67 | 0.00% | market | 151.52% | — | — | -1.71% | 8.10% | -9.81% |
| EXPD | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 71.91 | 71.91 | 0.00% | market | 10.94% | — | — | 7.83% | 8.10% | -0.27% |
| GPI | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 55.57 | 55.57 | 0.00% | market | 24.81% | — | — | 31.61% | 8.10% | 23.51% |
| MED | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 82.86 | 82.86 | 0.00% | market | 45.11% | — | — | 30.06% | 8.10% | 21.96% |
| MEOH | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 14.45 | 14.45 | 0.00% | market | 42.86% | — | — | 47.03% | 8.10% | 38.93% |
| ONTO | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 32.64 | 32.64 | 0.00% | market | 21.88% | — | — | 5.29% | 8.10% | -2.80% |
| PAA | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 8.10 | 8.10 | 0.00% | market | 14.58% | — | — | 33.97% | 8.10% | 25.88% |
| PAGP | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 8.76 | 8.76 | 0.00% | market | 1820.00% | — | — | 28.90% | 8.10% | 20.80% |
| PLMR | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 61.00 | 61.00 | 0.00% | market | 21.95% | — | — | 35.65% | 8.10% | 27.56% |
| POWL | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 8.93 | 8.93 | 0.00% | market | 68.42% | — | — | 10.31% | 8.10% | 2.22% |
| RITM | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 6.50 | 6.50 | 0.00% | market | 382.35% | — | — | 26.98% | 8.10% | 18.88% |
| SFM | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 22.41 | 22.41 | 0.00% | market | 44.44% | — | — | 11.14% | 8.10% | 3.05% |
| TTI | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 0.56 | 0.56 | 0.00% | market | 125.00% | — | — | -29.29% | 8.10% | -37.39% |
| UBS | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 9.74 | 9.74 | 0.00% | market | 10.26% | — | — | 19.10% | 8.10% | 11.00% |
| WES | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 8.19 | 8.19 | 0.00% | market | 54.00% | — | — | 18.34% | 8.10% | 10.24% |
| AEIS | 2020-05-06 | 2020-05-07 | 2020-06-05 | 1 | 61.23 | 61.23 | 0.00% | market | 42.19% | — | — | 19.12% | 10.98% | 8.14% |
| AMP | 2020-05-06 | 2020-05-07 | 2020-06-05 | 1 | 117.88 | 117.88 | 0.00% | market | 39.43% | — | — | 31.87% | 10.98% | 20.89% |
| CSCO | 2020-05-13 | 2020-05-14 | 2020-06-12 | 1 | 43.43 | 43.43 | 0.00% | market | 14.49% | — | — | 3.68% | 9.06% | -5.38% |
| FLO | 2020-05-13 | 2020-05-14 | 2020-06-12 | 1 | 22.89 | 22.89 | 0.00% | market | 20.59% | — | — | -2.98% | 9.06% | -12.04% |
| VEL | 2020-05-13 | 2020-05-14 | 2020-06-12 | 1 | 2.98 | 2.98 | 0.00% | market | 262.50% | — | — | 56.28% | 9.06% | 47.22% |
| BLFS | 2020-05-14 | 2020-05-15 | 2020-06-15 | 1 | 15.79 | 15.79 | 0.00% | market | 38.47% | — | — | 5.03% | 8.74% | -3.71% |
| NVMI | 2020-05-14 | 2020-05-15 | 2020-06-15 | 1 | 43.00 | 43.00 | 0.00% | market | 30.56% | — | — | 11.34% | 8.74% | 2.60% |
| BRT | 2020-05-15 | 2020-05-18 | 2020-06-16 | 3 | 9.35 | 9.35 | 0.00% | market | 218.75% | — | — | 26.85% | 6.79% | 20.06% |
| RYAAY | 2020-05-18 | 2020-05-19 | 2020-06-17 | 1 | 23.55 | 23.55 | 0.00% | market | 11.54% | — | — | 19.39% | 5.88% | 13.51% |
| CSV | 2020-05-19 | 2020-05-20 | 2020-06-18 | 1 | 17.36 | 17.36 | 0.00% | market | 12.90% | — | — | 10.33% | 5.40% | 4.93% |
| NTES | 2020-05-19 | 2020-05-20 | 2020-06-18 | 1 | 77.80 | 77.80 | 0.00% | market | 10.00% | — | — | 5.12% | 5.40% | -0.28% |
| LOW | 2020-05-20 | 2020-05-21 | 2020-06-19 | 1 | 118.90 | 118.90 | 0.00% | market | 34.09% | — | — | 12.46% | 3.99% | 8.46% |
| SNPS | 2020-05-20 | 2020-05-21 | 2020-06-19 | 1 | 167.00 | 167.00 | 0.00% | market | 23.23% | — | — | 10.35% | 3.99% | 6.36% |
| ZTO | 2020-05-20 | 2020-05-21 | 2020-06-19 | 1 | 31.10 | 31.10 | 0.00% | market | 13.83% | — | — | 24.14% | 3.99% | 20.15% |
| A | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 85.00 | 85.00 | 0.00% | market | 22.41% | — | — | 4.05% | 5.45% | -1.40% |
| BJ | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 35.54 | 35.54 | 0.00% | market | 86.49% | — | — | 4.32% | 5.45% | -1.13% |
| DAVA | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 46.89 | 46.89 | 0.00% | market | 11.54% | — | — | 4.78% | 5.45% | -0.66% |
| ECC | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 6.15 | 6.15 | 0.00% | market | 12.50% | — | — | 12.91% | 5.45% | 7.46% |
| PLUS | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 41.50 | 41.50 | 0.00% | market | 29.17% | — | — | -16.56% | 5.45% | -22.01% |
| TK | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 3.06 | 3.06 | 0.00% | market | 127.27% | — | — | -18.73% | 5.45% | -24.18% |
| HEI | 2020-05-26 | 2020-05-27 | 2020-06-24 | 1 | 109.00 | 109.00 | 0.00% | market | 30.95% | — | — | -9.30% | 0.65% | -9.95% |
| VSAT | 2020-05-26 | 2020-05-27 | 2020-06-24 | 1 | 44.63 | 44.63 | 0.00% | market | 150.00% | — | — | -13.81% | 0.65% | -14.46% |
| BOX | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 20.09 | 20.09 | 0.00% | market | 100.00% | — | — | 4.18% | 0.89% | 3.29% |
| LPG | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 8.83 | 8.83 | 0.00% | market | 28.57% | — | — | -11.43% | 0.89% | -12.31% |
| TOL | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 35.06 | 35.06 | 0.00% | market | 31.11% | — | — | -13.05% | 0.89% | -13.94% |
| DG | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 184.98 | 184.98 | 0.00% | market | 47.13% | — | — | 2.28% | -0.80% | 3.08% |
| DLTR | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 97.02 | 97.02 | 0.00% | market | 22.35% | — | — | -4.64% | -0.80% | -3.84% |
| MRVL | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 32.57 | 32.57 | 0.00% | market | 28.57% | — | — | 1.93% | -0.80% | 2.72% |
| NVGS | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 5.27 | 5.27 | 0.00% | market | 20100.00% | — | — | 18.50% | -0.80% | 19.29% |
| OKTA | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 184.32 | 184.32 | 0.00% | market | 61.11% | — | — | 10.30% | -0.80% | 11.10% |
| QFIN | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 9.50 | 9.50 | 0.00% | market | 260.00% | — | — | 18.43% | -0.80% | 19.22% |
| VEEV | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 211.11 | 211.11 | 0.00% | market | 13.79% | — | — | 11.18% | -0.80% | 11.98% |
| ZS | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 87.08 | 87.08 | 0.00% | market | 213.48% | — | — | 21.63% | -0.80% | 22.42% |
| AMBA | 2020-06-02 | 2020-06-03 | 2020-07-01 | 1 | 58.19 | 58.19 | 0.00% | market | 445.70% | — | — | -22.37% | 0.09% | -22.46% |
| CRWD | 2020-06-02 | 2020-06-03 | 2020-07-01 | 1 | 25.00 | 25.00 | 0.00% | market | 133.33% | — | — | 2.86% | 0.09% | 2.77% |
| DCI | 2020-06-02 | 2020-06-03 | 2020-07-01 | 1 | 49.97 | 49.97 | 0.00% | market | 31.58% | — | — | -9.33% | 0.09% | -9.42% |
| ZM | 2020-06-02 | 2020-06-03 | 2020-07-01 | 1 | 211.70 | 211.70 | 0.00% | market | 100.00% | — | — | 22.30% | 0.09% | 22.21% |
| BAK | 2020-06-03 | 2020-06-04 | 2020-07-02 | 1 | 10.95 | 10.95 | 0.00% | market | 65.84% | — | — | -19.10% | 0.36% | -19.46% |
| GEF | 2020-06-03 | 2020-06-04 | 2020-07-02 | 1 | 39.00 | 39.00 | 0.00% | market | 17.28% | — | — | -10.69% | 0.36% | -11.05% |
| CIEN | 2020-06-04 | 2020-06-05 | 2020-07-06 | 1 | 55.00 | 55.00 | 0.00% | market | 55.10% | — | — | 2.75% | -0.06% | 2.81% |
| DLNG | 2020-06-04 | 2020-06-05 | 2020-07-06 | 1 | 2.04 | 2.04 | 0.00% | market | 33.33% | — | — | 72.94% | -0.06% | 73.00% |
| HOV | 2020-06-04 | 2020-06-05 | 2020-07-06 | 1 | 23.71 | 23.71 | 0.00% | market | 145.45% | — | — | -8.87% | -0.06% | -8.82% |
| MDB | 2020-06-04 | 2020-06-05 | 2020-07-06 | 1 | 201.14 | 201.14 | 0.00% | market | 48.00% | — | — | 10.28% | -0.06% | 10.34% |
| NX | 2020-06-04 | 2020-06-05 | 2020-07-06 | 1 | 14.77 | 14.77 | 0.00% | market | 280.00% | — | — | -8.97% | -0.06% | -8.91% |
| THO | 2020-06-08 | 2020-06-09 | 2020-07-08 | 1 | 109.03 | 109.03 | 0.00% | market | 265.38% | — | — | -7.02% | -1.29% | -5.73% |
| AGX | 2020-06-09 | 2020-06-10 | 2020-07-09 | 1 | 43.00 | 43.00 | 0.00% | market | 37.50% | — | — | 0.64% | -2.19% | 2.83% |
| GHM | 2020-06-10 | 2020-06-11 | 2020-07-10 | 1 | 12.46 | 12.46 | 0.00% | market | 135.29% | — | — | -2.43% | 1.97% | -4.40% |
| UNFI | 2020-06-10 | 2020-06-11 | 2020-07-10 | 1 | 17.00 | 17.00 | 0.00% | market | 22.81% | — | — | 13.49% | 1.97% | 11.52% |
| WLY | 2020-06-11 | 2020-06-12 | 2020-07-13 | 1 | 36.88 | 36.88 | 0.00% | market | 53.49% | — | — | -5.09% | 2.14% | -7.23% |
| LEN | 2020-06-15 | 2020-06-16 | 2020-07-15 | 1 | 64.46 | 64.46 | 0.00% | market | 39.83% | — | — | 5.89% | 2.02% | 3.87% |
| ABM | 2020-06-17 | 2020-06-18 | 2020-07-17 | 1 | 35.40 | 35.40 | 0.00% | market | 122.22% | — | — | 1.85% | 3.78% | -1.93% |
| CMC | 2020-06-18 | 2020-06-19 | 2020-07-20 | 1 | 20.82 | 20.82 | 0.00% | market | 43.90% | — | — | -3.51% | 3.23% | -6.74% |
| KR | 2020-06-18 | 2020-06-19 | 2020-07-20 | 1 | 31.99 | 31.99 | 0.00% | market | 11.93% | — | — | 6.65% | 3.23% | 3.42% |
| KMX | 2020-06-19 | 2020-06-22 | 2020-07-21 | 3 | 92.50 | 92.50 | 0.00% | market | 483.33% | — | — | 2.89% | 5.53% | -2.63% |
| LITB | 2020-06-19 | 2020-06-22 | 2020-07-21 | 3 | 5.46 | 5.46 | 0.00% | market | 185.71% | — | — | 29.57% | 5.53% | 24.04% |
| EBF | 2020-06-22 | 2020-06-23 | 2020-07-22 | 1 | 17.79 | 17.79 | 0.00% | market | 33.33% | — | — | -2.24% | 4.26% | -6.50% |
| WTI | 2020-06-22 | 2020-06-23 | 2020-07-22 | 1 | 2.66 | 2.66 | 0.00% | market | 1376.01% | — | — | -6.87% | 4.26% | -11.13% |
| FUL | 2020-06-24 | 2020-06-25 | 2020-07-24 | 1 | 42.33 | 42.33 | 0.00% | market | 23.64% | — | — | 5.78% | 5.74% | 0.05% |
| WGO | 2020-06-24 | 2020-06-25 | 2020-07-24 | 1 | 66.00 | 66.00 | 0.00% | market | 36.59% | — | — | -6.19% | 5.74% | -11.93% |
| CRC | 2020-06-25 | 2020-06-26 | 2020-11-06 | 1 | 1.35 | 1.35 | 0.00% | market | 90.64% | — | — | 744.34% | 14.37% | 729.97% |
| FDS | 2020-06-25 | 2020-06-26 | 2020-07-27 | 1 | 337.29 | 337.29 | 0.00% | market | 17.70% | — | — | 3.48% | 5.57% | -2.09% |
| MKC | 2020-06-25 | 2020-06-26 | 2020-07-27 | 1 | 90.25 | 90.25 | 0.00% | market | 27.59% | — | — | 8.50% | 5.57% | 2.93% |
| MKC-V | 2020-06-25 | 2020-06-26 | 2020-07-27 | 1 | 89.48 | 89.48 | 0.00% | market | 26.72% | — | — | 8.04% | 5.57% | 2.46% |
| SNX | 2020-06-25 | 2020-06-26 | 2020-07-27 | 1 | 55.55 | 55.55 | 0.00% | market | 258.82% | — | — | 11.75% | 5.57% | 6.17% |
| JEF | 2020-06-29 | 2020-06-30 | 2020-07-29 | 1 | 15.11 | 15.11 | 0.00% | market | 633.27% | — | — | 5.99% | 6.95% | -0.96% |
| AYI | 2020-06-30 | 2020-07-01 | 2020-07-30 | 1 | 96.68 | 96.68 | 0.00% | market | 59.02% | — | — | 4.41% | 4.65% | -0.24% |
| CAG | 2020-06-30 | 2020-07-01 | 2020-07-30 | 1 | 35.40 | 35.40 | 0.00% | market | 10.29% | — | — | 5.46% | 4.65% | 0.82% |
| FDX | 2020-06-30 | 2020-07-01 | 2020-07-30 | 1 | 127.92 | 127.92 | 0.00% | market | 78.17% | — | — | 8.62% | 4.65% | 3.98% |
| FIZZ | 2020-07-01 | 2020-07-02 | 2020-07-31 | 1 | 34.34 | 34.34 | 0.00% | market | 30.00% | — | — | -6.68% | 3.91% | -10.59% |
| STZ | 2020-07-01 | 2020-07-02 | 2020-07-31 | 1 | 189.18 | 189.18 | 0.00% | market | 13.30% | — | — | -5.90% | 3.91% | -9.81% |
| KFY | 2020-07-02 | 2020-07-06 | 2020-08-03 | 4 | 31.00 | 31.00 | 0.00% | market | 87.50% | — | — | -8.26% | 3.93% | -12.19% |
| PSMT | 2020-07-09 | 2020-07-10 | 2020-08-07 | 1 | 63.11 | 63.11 | 0.00% | market | 51.85% | — | — | 5.48% | 6.45% | -0.97% |
| GBX | 2020-07-10 | 2020-07-13 | 2020-08-10 | 3 | 25.79 | 25.79 | 0.00% | market | 650.00% | — | — | 11.30% | 4.82% | 6.48% |
| FAST | 2020-07-14 | 2020-07-15 | 2020-08-12 | 1 | 21.81 | 21.81 | 0.00% | market | 16.67% | — | — | 10.26% | 4.66% | 5.60% |
| AA | 2020-07-15 | 2020-07-16 | 2020-08-13 | 1 | 12.81 | 12.81 | 0.00% | market | 66.67% | — | — | 12.94% | 5.33% | 7.61% |
| ASML | 2020-07-15 | 2020-07-16 | 2020-08-13 | 1 | 374.10 | 374.10 | 0.00% | market | 33.93% | — | — | 0.08% | 5.33% | -5.25% |
| UNH | 2020-07-15 | 2020-07-16 | 2020-08-13 | 1 | 305.01 | 305.01 | 0.00% | market | 34.85% | — | — | 5.31% | 5.33% | -0.02% |
| ABT | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 97.87 | 97.87 | 0.00% | market | 32.56% | — | — | 2.07% | 4.65% | -2.58% |
| BANF | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 39.31 | 39.31 | 0.00% | market | 31.25% | — | — | 15.85% | 4.65% | 11.20% |
| DPZ | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 410.00 | 410.00 | 0.00% | market | 33.48% | — | — | -2.79% | 4.65% | -7.43% |
| FNB | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 7.97 | 7.97 | 0.00% | market | 116.67% | — | — | 0.03% | 4.65% | -4.62% |
| IIIN | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 19.09 | 19.09 | 0.00% | market | 111.11% | — | — | 0.63% | 4.65% | -4.01% |
| JBHT | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 137.00 | 137.00 | 0.00% | market | 37.35% | — | — | 0.04% | 4.65% | -4.61% |
| JNJ | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 150.00 | 150.00 | 0.00% | market | 12.08% | — | — | -1.27% | 4.65% | -5.92% |
| PPG | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 118.81 | 118.81 | 0.00% | market | 52.31% | — | — | 0.04% | 4.65% | -4.60% |
| WAL | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 37.00 | 37.00 | 0.00% | market | 19.23% | — | — | 3.93% | 4.65% | -0.72% |
| BLK | 2020-07-17 | 2020-07-20 | 2020-08-17 | 3 | 580.22 | 580.22 | 0.00% | market | 12.30% | — | — | 1.94% | 5.13% | -3.19% |
| CFG | 2020-07-17 | 2020-07-20 | 2020-08-17 | 3 | 25.04 | 25.04 | 0.00% | market | 488.89% | — | — | 1.50% | 5.13% | -3.63% |
| ERIC | 2020-07-17 | 2020-07-20 | 2020-08-17 | 3 | 11.14 | 11.14 | 0.00% | market | 42.86% | — | — | 4.30% | 5.13% | -0.83% |
| CDNS | 2020-07-20 | 2020-07-21 | 2020-08-18 | 1 | 106.54 | 106.54 | 0.00% | market | 26.92% | — | — | 2.35% | 3.73% | -1.38% |
| HAL | 2020-07-20 | 2020-07-21 | 2020-08-18 | 1 | 14.05 | 14.05 | 0.00% | market | 145.45% | — | — | 16.98% | 3.73% | 13.25% |
| LII | 2020-07-20 | 2020-07-21 | 2020-08-18 | 1 | 254.57 | 254.57 | 0.00% | market | 12.93% | — | — | 9.20% | 3.73% | 5.47% |
| LOGI | 2020-07-20 | 2020-07-21 | 2020-08-18 | 1 | 71.43 | 71.43 | 0.00% | market | 77.78% | — | — | 4.30% | 3.73% | 0.56% |
| MAN | 2020-07-20 | 2020-07-21 | 2020-08-18 | 1 | 70.07 | 70.07 | 0.00% | market | 38.46% | — | — | 8.19% | 3.73% | 4.46% |
| STLD | 2020-07-20 | 2020-07-21 | 2020-08-18 | 1 | 26.71 | 26.71 | 0.00% | market | 14.63% | — | — | 13.68% | 3.73% | 9.94% |
| CALX | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 18.37 | 18.37 | 0.00% | market | 133.33% | — | — | 12.15% | 3.88% | 8.26% |
| CSL | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 124.15 | 124.15 | 0.00% | market | 23.64% | — | — | 1.70% | 3.88% | -2.19% |
| FULT | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 10.29 | 10.29 | 0.00% | market | 140.00% | — | — | -2.82% | 3.88% | -6.71% |
| GPK | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 14.10 | 14.10 | 0.00% | market | 36.84% | — | — | 0.61% | 3.88% | -3.28% |
| MLI | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 7.05 | 7.05 | 0.00% | market | 72.41% | — | — | 8.13% | 3.88% | 4.24% |
| MUSA | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 135.15 | 135.15 | 0.00% | market | 19.62% | — | — | 5.38% | 3.88% | 1.50% |
| PCAR | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 55.89 | 55.89 | 0.00% | market | 38.10% | — | — | 5.00% | 3.88% | 1.11% |
| PLD | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 97.16 | 97.16 | 0.00% | market | 12.12% | — | — | 4.61% | 3.88% | 0.73% |
| PM | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 76.25 | 76.25 | 0.00% | market | 17.27% | — | — | 3.11% | 3.88% | -0.77% |
| TER | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 89.24 | 89.24 | 0.00% | market | 29.13% | — | — | 1.02% | 3.88% | -2.86% |
| TXN | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 134.60 | 134.60 | 0.00% | market | 68.18% | — | — | 2.78% | 3.88% | -1.10% |
| USNA | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 87.25 | 87.25 | 0.00% | market | 22.22% | — | — | -5.53% | 3.88% | -9.42% |
| AXTI | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 5.50 | 5.50 | 0.00% | market | 230.03% | — | — | -10.28% | 3.62% | -13.90% |
| BFC | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 62.32 | 62.32 | 0.00% | market | 70.27% | — | — | -0.02% | 3.62% | -3.64% |
| BIIB | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 282.26 | 282.26 | 0.00% | market | 27.77% | — | — | -1.78% | 3.62% | -5.40% |
| CLB | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 23.00 | 23.00 | 0.00% | market | 55.56% | — | — | 1.73% | 3.62% | -1.89% |
| DOV | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 105.40 | 105.40 | 0.00% | market | 21.51% | — | — | 4.25% | 3.62% | 0.64% |
| EFX | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 175.00 | 175.00 | 0.00% | market | 22.14% | — | — | -7.84% | 3.62% | -11.45% |
| EVR | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 56.95 | 56.95 | 0.00% | market | 10.07% | — | — | 9.12% | 3.62% | 5.50% |
| GGG | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 53.76 | 53.76 | 0.00% | market | 37.04% | — | — | 5.93% | 3.62% | 2.31% |
| HCA | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 125.00 | 125.00 | 0.00% | market | 259.57% | — | — | 4.82% | 3.62% | 1.20% |
| HLX | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 4.41 | 4.41 | 0.00% | market | 316.09% | — | — | -10.98% | 3.62% | -14.60% |
| HNI | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 31.66 | 31.66 | 0.00% | market | 164.52% | — | — | -0.07% | 3.62% | -3.69% |
| IQV | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 164.70 | 164.70 | 0.00% | market | 12.38% | — | — | -4.19% | 3.62% | -7.81% |
| KALU | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 71.44 | 71.44 | 0.00% | market | 63.64% | — | — | -8.48% | 3.62% | -12.10% |
| KEY | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 12.00 | 12.00 | 0.00% | market | 112.50% | — | — | -0.18% | 3.62% | -3.80% |
| KNX | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 45.13 | 45.13 | 0.00% | market | 62.86% | — | — | 0.25% | 3.62% | -3.36% |
| LAD | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 212.28 | 212.28 | 0.00% | market | 141.56% | — | — | 22.48% | 3.62% | 18.87% |
| LOB | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 16.00 | 16.00 | 0.00% | market | 200.00% | — | — | 22.53% | 3.62% | 18.91% |
| MCB | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 31.29 | 31.29 | 0.00% | market | 63.29% | — | — | -4.22% | 3.62% | -7.84% |
| MTH | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 47.50 | 47.50 | 0.00% | market | 56.58% | — | — | 7.29% | 3.62% | 3.67% |
| NTB | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 26.23 | 26.23 | 0.00% | market | 26.42% | — | — | -1.24% | 3.62% | -4.86% |
| PLXS | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 77.01 | 77.01 | 0.00% | market | 60.00% | — | — | -0.66% | 3.62% | -4.28% |
| RITM | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 7.95 | 7.95 | 0.00% | market | 13.33% | — | — | -1.23% | 3.62% | -4.85% |
| RLI | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 44.26 | 44.26 | 0.00% | market | 69.57% | — | — | 3.83% | 3.62% | 0.21% |
| RUSHA | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 20.44 | 20.44 | 0.00% | market | 860.61% | — | — | 7.34% | 3.62% | 3.72% |
| SBSI | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 27.54 | 27.54 | 0.00% | market | 75.68% | — | — | 0.41% | 3.62% | -3.21% |
| SCL | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 105.00 | 105.00 | 0.00% | market | 37.50% | — | — | 9.99% | 3.62% | 6.37% |
| SLGN | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 38.18 | 38.18 | 0.00% | market | 30.77% | — | — | -1.96% | 3.62% | -5.58% |
| STC | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 38.12 | 38.12 | 0.00% | market | 240.00% | — | — | 8.61% | 3.62% | 4.99% |
| SYBT | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 41.55 | 41.55 | 0.00% | market | 25.53% | — | — | 1.92% | 3.62% | -1.70% |
| TDY | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 338.88 | 338.88 | 0.00% | market | 24.62% | — | — | -7.67% | 3.62% | -11.28% |
| TMO | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 418.14 | 418.14 | 0.00% | market | 45.69% | — | — | 0.85% | 3.62% | -2.77% |
| TSLA | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 111.93 | 111.93 | 0.00% | market | 1283.76% | — | — | 19.14% | 3.62% | 15.52% |
| UFPI | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 56.74 | 56.74 | 0.00% | market | 86.21% | — | — | 8.47% | 3.62% | 4.85% |
| VMI | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 122.53 | 122.53 | 0.00% | market | 36.05% | — | — | 2.73% | 3.62% | -0.89% |
| WAFD | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 24.66 | 24.66 | 0.00% | market | 21.05% | — | — | -2.74% | 3.62% | -6.35% |
| WHR | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 154.17 | 154.17 | 0.00% | market | 190.54% | — | — | 18.55% | 3.62% | 14.93% |
| AN | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 53.65 | 53.65 | 0.00% | market | 291.67% | — | — | 8.19% | 5.77% | 2.42% |
| ASB | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 13.73 | 13.73 | 0.00% | market | 261.54% | — | — | -3.96% | 5.77% | -9.73% |
| AUB | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 24.11 | 24.11 | 0.00% | market | 50.00% | — | — | -3.54% | 5.77% | -9.32% |
| CHCO | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 63.32 | 63.32 | 0.00% | market | 72.31% | — | — | -0.12% | 5.77% | -5.89% |
| DHR | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 174.78 | 174.78 | 0.00% | market | 32.11% | — | — | 5.28% | 5.77% | -0.49% |
| DOW | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 42.82 | 42.82 | 0.00% | market | 13.33% | — | — | 1.70% | 5.77% | -4.08% |
| ENTG | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 67.44 | 67.44 | 0.00% | market | 22.45% | — | — | 2.85% | 5.77% | -2.92% |
| FAF | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 55.33 | 55.33 | 0.00% | market | 26.51% | — | — | -8.20% | 5.77% | -13.97% |
| FBNC | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 23.09 | 23.09 | 0.00% | market | 88.89% | — | — | -11.92% | 5.77% | -17.70% |
| FCX | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 12.98 | 12.98 | 0.00% | market | 240.14% | — | — | 10.53% | 5.77% | 4.76% |
| FFBC | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 14.64 | 14.64 | 0.00% | market | 60.00% | — | — | -3.72% | 5.77% | -9.49% |
| FFIN | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 30.00 | 30.00 | 0.00% | market | 46.15% | — | — | 1.80% | 5.77% | -3.97% |
| FITB | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 19.55 | 19.55 | 0.00% | market | 15.38% | — | — | -0.05% | 5.77% | -5.82% |
| FSV | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 113.78 | 113.78 | 0.00% | market | 177.42% | — | — | 8.86% | 5.77% | 3.09% |
| GBCI | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 36.00 | 36.00 | 0.00% | market | 32.00% | — | — | -3.24% | 5.77% | -9.01% |
| HRI | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 37.14 | 37.14 | 0.00% | market | 130.49% | — | — | 8.60% | 5.77% | 2.82% |
| AXP | 2020-07-24 | 2020-07-27 | 2020-08-24 | 3 | 94.64 | 94.64 | 0.00% | market | 363.64% | — | — | 4.86% | 6.62% | -1.76% |
| CRI | 2020-07-24 | 2020-07-27 | 2020-08-24 | 3 | 90.19 | 90.19 | 0.00% | market | 242.11% | — | — | -12.39% | 6.62% | -19.00% |
| GRC | 2020-07-24 | 2020-07-27 | 2020-08-24 | 3 | 32.02 | 32.02 | 0.00% | market | 47.37% | — | — | 2.27% | 6.62% | -4.35% |
| MOG-A | 2020-07-24 | 2020-07-27 | 2020-08-24 | 3 | 55.00 | 55.00 | 0.00% | market | 165.71% | — | — | 10.15% | 6.62% | 3.54% |
| AKAM | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 109.00 | 109.00 | 0.00% | market | 13.11% | — | — | 3.00% | 7.90% | -4.90% |
| ACGL | 2020-07-29 | 2020-07-30 | 2020-08-27 | 1 | 30.04 | 30.04 | 0.00% | market | 115.38% | — | — | 7.46% | 8.21% | -0.75% |
| ADM | 2020-07-29 | 2020-07-30 | 2020-08-27 | 1 | 43.00 | 43.00 | 0.00% | market | 66.67% | — | — | 3.90% | 8.21% | -4.31% |