test of data

Run 9a8ee174 · view hypothesis

completed

Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.

Trades
83634
Win rate
49.54%
Avg return
0.13%
Median return
-0.04%
Avg abnormal
0.06%
Median abnormal
-0.12%
Best trade
126.28%
Worst trade
-46.77%
Sharpe (per-trade)
0.02
Daily portfolio drawdown
-21.49%
Portfolio (equal_weight)
Total return
110.64%
Max drawdown
-21.49%
Avg trade return
0.13%
Win rate
49.54%
Signals
88896
Configured concurrent
100
Observed concurrent
100
Trades taken
83634
Skipped (no capacity)
5262
Excess vs benchmark
-375.74%
Avg entry slippage
0.00%
Return if filled at market
110.64%
VWAP fills
0
VWAP fallbacks
0

5262 of 88896 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20067000.27%0.24%52.29%
20072718-0.16%0.14%46.47%
200826460.74%0.69%52.23%
200929870.60%0.41%52.16%
201034260.32%0.24%50.50%
20113265-0.16%0.10%47.41%
201232560.21%0.16%51.26%
201333640.53%0.29%54.85%
201435550.14%-0.02%51.81%
201537820.31%0.30%51.56%
201640270.46%0.33%52.17%
20174171-0.04%-0.14%47.40%
20184614-0.02%0.03%48.81%
201945550.19%0.13%51.37%
20204819-0.72%-0.71%42.87%
202153580.09%-0.09%48.99%
202253630.47%0.45%51.91%
202354960.05%-0.06%48.25%
202457500.20%0.06%49.55%
20255784-0.11%-0.23%47.74%
202639980.02%-0.21%46.87%
Trades (page 1: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
ADBE2006-09-142006-09-212006-09-22737.8337.830.00%market11.54%-2.14%-0.86%-1.28%
AIR2006-09-202006-09-212006-09-22124.9524.950.00%market3.57%0.50%-0.86%1.36%
CTAS2006-09-202006-09-212006-09-2219.929.920.00%market3.92%0.61%-0.86%1.47%
DRI2006-09-192006-09-212006-09-22237.6137.610.00%market1.72%0.80%-0.86%1.66%
FDS2006-09-192006-09-212006-09-22248.7248.720.00%market2.38%-0.96%-0.86%-0.10%
KMX2006-09-202006-09-212006-09-22121.4021.400.00%market19.05%-2.34%-0.86%-1.48%
MLKN2006-09-202006-09-212006-09-22132.9532.950.00%market10.26%2.09%-0.86%2.94%
MS2006-09-202006-09-212006-09-22161.5061.500.00%market27.74%-0.90%-0.86%-0.04%
ORCL2006-09-192006-09-212006-09-22217.9317.930.00%market12.50%-2.28%-0.86%-1.42%
PKE2006-09-202006-09-212006-09-22132.1032.100.00%market2.44%-1.00%-0.86%-0.14%
CAG2006-09-212006-09-222006-09-25118.2918.290.00%market13.04%1.43%0.62%0.82%
CCL2006-09-212006-09-222006-09-25144.7544.750.00%market2.05%2.85%0.62%2.23%
FDX2006-09-212006-09-222006-09-25185.8485.840.00%market0.66%-1.25%0.62%-1.87%
GIS2006-09-212006-09-222006-09-25127.2827.280.00%market12.12%0.85%0.62%0.24%
SNX2006-09-212006-09-222006-09-25112.0712.070.00%market16.22%-5.15%0.62%-5.77%
EBF2006-09-222006-09-252006-09-26320.6720.670.00%market9.76%5.03%1.40%3.62%
AEHR2006-09-262006-09-272006-09-2817.527.520.00%market50.00%-4.22%0.15%-4.37%
FUL2006-09-262006-09-272006-09-28123.0023.000.00%market21.21%2.38%0.15%2.23%
LEN2006-09-262006-09-272006-09-28146.9746.970.00%market1.56%-2.63%0.15%-2.78%
NEOG2006-09-262006-09-272006-09-2812.412.410.00%market3.99%-1.76%0.15%-1.91%
PAYX2006-09-262006-09-272006-09-28135.9735.970.00%market2.94%3.57%0.15%3.42%
EPAC2006-09-272006-09-282006-09-29124.9624.960.00%market2.56%0.26%-0.12%0.38%
MKC2006-09-272006-09-282006-09-29118.5418.540.00%market16.67%2.33%-0.12%2.45%
MKC-V2006-09-272006-09-282006-09-29118.7518.750.00%market16.67%0.70%-0.12%0.82%
ACN2006-09-282006-09-292006-10-02132.1632.160.00%market2.63%-4.20%-0.54%-3.67%
BB2006-09-282006-09-292006-10-02134.0634.060.00%market4.17%-2.23%-0.54%-1.70%
AZZ2006-09-292006-10-022006-10-0339.189.180.00%market130.00%0.44%-0.13%0.58%
GPN2006-09-292006-10-022006-10-03321.9021.900.00%market22.73%-3.07%-0.13%-2.93%
CPRT2006-10-042006-10-052006-10-0611.871.870.00%market12.11%-3.31%0.07%-3.38%
TISI2006-10-042006-10-052006-10-061127.00127.000.00%market1900.00%7.93%0.07%7.86%
WWW2006-10-042006-10-052006-10-06114.1714.170.00%market4.55%-2.43%0.07%-2.50%
AYI2006-10-052006-10-062006-10-09139.1239.120.00%market9.41%1.84%0.10%1.74%
MAR2006-10-052006-10-062006-10-09137.8437.840.00%market13.33%-1.10%0.10%-1.21%
TDS2006-10-102006-10-112006-10-12138.6438.640.00%market81.33%4.66%1.07%3.59%
INFY2006-10-112006-10-122006-10-1316.296.290.00%market8.87%3.24%0.87%2.37%
LRCX2006-10-112006-10-122006-10-1314.844.840.00%market9.71%6.72%0.87%5.85%
MTB2006-10-112006-10-122006-10-131123.74123.740.00%market1.09%-0.54%0.87%-1.41%
PGR2006-10-112006-10-122006-10-13125.2225.220.00%market6.00%-2.04%0.87%-2.91%
YUM2006-10-112006-10-122006-10-13120.0020.000.00%market10.53%4.20%0.87%3.33%
HOG2006-10-122006-10-132006-10-16163.6063.600.00%market9.09%4.70%0.50%4.20%
PEP2006-10-122006-10-132006-10-16162.5562.550.00%market2.33%0.11%0.50%-0.39%
JBHT2006-10-132006-10-162006-10-17322.2022.200.00%market5.41%-1.90%-0.08%-1.82%
RF2006-10-132006-10-162006-10-17338.8538.850.00%market8.45%-0.54%-0.08%-0.46%
SXT2006-10-132006-10-162006-10-17322.6822.680.00%market5.71%2.99%-0.08%3.07%
ETN2006-10-162006-10-172006-10-18137.3437.340.00%market5.06%-1.31%0.09%-1.39%
GWW2006-10-162006-10-172006-10-18172.1572.150.00%market0.94%0.93%0.09%0.84%
MAT2006-10-162006-10-172006-10-18121.1621.160.00%market6.56%3.44%0.09%3.36%
SCHW2006-10-162006-10-172006-10-18117.0017.000.00%market5.00%-1.34%0.09%-1.42%
CGNX2006-10-172006-10-182006-10-1915.735.730.00%market20.00%-0.45%-0.17%-0.28%
FCX2006-10-172006-10-182006-10-19129.0529.050.00%market10.13%-0.07%-0.17%0.10%
HWC2006-10-172006-10-182006-10-19155.4955.490.00%market56.52%-1.09%-0.17%-0.92%
IBM2006-10-172006-10-182006-10-19186.5386.530.00%market7.41%-0.82%-0.17%-0.65%
ILMN2006-10-172006-10-182006-10-19121.1521.150.00%market100.00%-1.66%-0.17%-1.49%
INTC2006-10-172006-10-182006-10-19121.5921.590.00%market22.22%-2.69%-0.17%-2.53%
JNJ2006-10-172006-10-182006-10-19166.6866.680.00%market5.38%1.94%-0.17%2.11%
KEY2006-10-172006-10-182006-10-19137.4837.480.00%market5.56%0.17%-0.17%0.33%
MAN2006-10-172006-10-182006-10-19167.7067.700.00%market12.62%0.51%-0.17%0.67%
PNFP2006-10-172006-10-182006-10-19135.9535.950.00%market3.13%-5.16%-0.17%-4.99%
RNST2006-10-172006-10-182006-10-19132.2032.200.00%market2.44%-2.27%-0.17%-2.11%
RTX2006-10-172006-10-182006-10-19138.4938.490.00%market3.13%-0.49%-0.17%-0.32%
STBA2006-10-172006-10-182006-10-19133.0833.080.00%market3.64%1.41%-0.17%1.58%
STT2006-10-172006-10-182006-10-19163.4563.450.00%market1.27%-1.31%-0.17%-1.15%
VMI2006-10-172006-10-182006-10-19159.9559.950.00%market7.41%-5.35%-0.17%-5.19%
WBS2006-10-172006-10-182006-10-19149.5149.510.00%market1.32%-2.22%-0.17%-2.05%
WFC2006-10-172006-10-182006-10-19136.7336.730.00%market1.59%-0.07%-0.17%0.10%
AAL2006-10-182006-10-192006-10-20145.8845.880.00%market7.14%8.31%0.33%7.98%
ALB2006-10-182006-10-192006-10-20130.5330.530.00%market43.18%1.05%0.33%0.72%
ALL2006-10-182006-10-192006-10-20162.7562.750.00%market5.62%-2.52%0.33%-2.85%
AMD2006-10-182006-10-192006-10-20121.9921.990.00%market12.50%-8.60%0.33%-8.93%
ASML2006-10-182006-10-192006-10-20132.5832.580.00%market12.96%1.83%0.33%1.50%
ATR2006-10-182006-10-192006-10-20127.5727.570.00%market2.56%1.57%0.33%1.24%
BFH2006-10-182006-10-192006-10-20145.8045.800.00%market20.90%5.21%0.33%4.88%
BSX2006-10-182006-10-192006-10-20115.6015.600.00%market11.11%4.00%0.33%3.67%
COF2006-10-182006-10-192006-10-20181.0081.000.00%market5.00%0.20%0.33%-0.13%
EBAY2006-10-182006-10-192006-10-20112.2612.260.00%market8.33%4.55%0.33%4.22%
EFX2006-10-182006-10-192006-10-20137.0037.000.00%market1.96%-1.18%0.33%-1.51%
FCFS2006-10-182006-10-192006-10-20121.8521.850.00%market4.17%-2.07%0.33%-2.40%
GD2006-10-182006-10-192006-10-20173.0073.000.00%market1.89%-1.24%0.33%-1.57%
GILD2006-10-182006-10-192006-10-20116.9916.990.00%market14.29%1.43%0.33%1.10%
GPC2006-10-182006-10-192006-10-20144.1044.100.00%market1.43%2.14%0.33%1.81%
JPM2006-10-182006-10-192006-10-20147.2147.210.00%market7.21%-0.29%0.33%-0.62%
KNX2006-10-182006-10-192006-10-20117.3017.300.00%market6.90%4.52%0.33%4.19%
LOGI2006-10-182006-10-192006-10-20124.5524.550.00%market23.81%1.20%0.33%0.87%
OXY2006-10-182006-10-192006-10-20144.6144.610.00%market0.75%1.00%0.33%0.67%
PH2006-10-182006-10-192006-10-20155.3355.330.00%market18.18%-2.07%0.33%-2.40%
PIPR2006-10-182006-10-192006-10-20117.1617.160.00%market11.11%-0.51%0.33%-0.84%
RUSHA2006-10-182006-10-192006-10-2015.615.610.00%market3.57%-2.42%0.33%-2.75%
SEIC2006-10-182006-10-192006-10-20128.9528.950.00%market3.45%-1.14%0.33%-1.47%
SON2006-10-182006-10-192006-10-20134.8434.840.00%market8.93%0.82%0.33%0.49%
STLD2006-10-182006-10-192006-10-20114.0314.030.00%market3.85%3.82%0.33%3.49%
TER2006-10-182006-10-192006-10-20113.2013.200.00%market20.00%6.42%0.33%6.09%
UNF2006-10-182006-10-192006-10-20136.6436.640.00%market3.77%-2.45%0.33%-2.78%
VLY2006-10-182006-10-192006-10-20119.4019.400.00%market7.69%-3.09%0.33%-3.42%
WSBC2006-10-182006-10-192006-10-20130.4730.470.00%market8.16%1.05%0.33%0.72%
ABCB2006-10-192006-10-202006-10-23127.2827.280.00%market10.00%-0.28%0.46%-0.74%
BAC2006-10-192006-10-202006-10-23153.3353.330.00%market6.09%0.52%0.46%0.06%
BANF2006-10-192006-10-202006-10-23124.5524.550.00%market2.56%-0.30%0.46%-0.76%
BAX2006-10-192006-10-202006-10-23124.4724.470.00%market3.64%4.72%0.46%4.26%
BBW2006-10-192006-10-202006-10-23126.4026.400.00%market18.18%8.61%0.46%8.15%
BHE2006-10-192006-10-202006-10-23127.7827.780.00%market4.65%-1.54%0.46%-2.00%
BNY2006-10-192006-10-202006-10-23136.0336.030.00%market1.82%-1.04%0.46%-1.50%
C2006-10-192006-10-202006-10-231498.70498.700.00%market2.81%1.40%0.46%0.94%
CHKP2006-10-192006-10-202006-10-23120.6020.600.00%market6.25%1.26%0.46%0.80%
CNI2006-10-192006-10-202006-10-23123.2523.250.00%market10.53%0.98%0.46%0.51%
DGX2006-10-192006-10-202006-10-23151.5051.500.00%market6.49%-1.40%0.46%-1.86%
DHR2006-10-192006-10-202006-10-23123.5523.550.00%market2.44%0.37%0.46%-0.09%
ERIC2006-10-192006-10-202006-10-23118.9118.910.00%market8.00%-0.26%0.46%-0.72%
EW2006-10-192006-10-202006-10-2313.733.730.00%market0.81%-1.78%0.46%-2.24%
FCF2006-10-192006-10-202006-10-23113.2313.230.00%market15.79%0.20%0.46%-0.26%
FITB2006-10-192006-10-202006-10-23139.2039.200.00%market1.49%0.72%0.46%0.26%
GNTX2006-10-192006-10-202006-10-2317.157.150.00%market12.50%3.12%0.46%2.66%
GOOGL2006-10-192006-10-202006-10-23111.4911.490.00%market16.67%4.60%0.46%4.14%
HNI2006-10-192006-10-202006-10-23142.8142.810.00%market1.41%1.23%0.46%0.77%
HON2006-10-192006-10-202006-10-23139.7939.790.00%market4.76%0.60%0.46%0.14%
KO2006-10-192006-10-202006-10-23122.6122.610.00%market3.33%4.46%0.46%4.00%
LEG2006-10-192006-10-202006-10-23123.7523.750.00%market2.27%-3.76%0.46%-4.22%
LLY2006-10-192006-10-202006-10-23157.4657.460.00%market1.27%0.68%0.46%0.22%
LSTR2006-10-192006-10-202006-10-23145.9245.920.00%market6.00%-0.67%0.46%-1.13%
MOD2006-10-192006-10-202006-10-23124.4324.430.00%market2.70%-3.99%0.46%-4.45%
MSM2006-10-192006-10-202006-10-23143.0843.080.00%market7.69%-0.31%0.46%-0.77%
NDAQ2006-10-192006-10-202006-10-23112.1212.120.00%market40.00%1.47%0.46%1.01%
NUE2006-10-192006-10-202006-10-23154.5654.560.00%market7.69%0.91%0.46%0.45%
NVS2006-10-192006-10-202006-10-23150.5050.500.00%market3.95%0.14%0.46%-0.32%
NYT2006-10-192006-10-202006-10-23122.8322.830.00%market8.33%-0.28%0.46%-0.74%
OMCL2006-10-192006-10-202006-10-23118.1918.190.00%market13.33%10.57%0.46%10.10%
PFE2006-10-192006-10-202006-10-23126.3226.320.00%market20.00%-0.21%0.46%-0.67%
RHI2006-10-192006-10-202006-10-23136.4036.400.00%market4.88%0.94%0.46%0.48%
RLI2006-10-192006-10-202006-10-23113.4613.460.00%market29.55%-0.55%0.46%-1.01%
RS2006-10-192006-10-202006-10-23135.5935.590.00%market3.68%-2.80%0.46%-3.26%
SAP2006-10-192006-10-202006-10-23149.4049.400.00%market5.13%0.71%0.46%0.25%
SHW2006-10-192006-10-202006-10-23119.1019.100.00%market2.38%2.05%0.46%1.59%
SLGN2006-10-192006-10-202006-10-23110.4110.410.00%market3.45%0.67%0.46%0.21%
SLM2006-10-192006-10-202006-10-23116.8716.870.00%market1.39%0.85%0.46%0.39%
SPGI2006-10-192006-10-202006-10-23162.9062.900.00%market9.00%1.55%0.46%1.09%
SYNA2006-10-192006-10-202006-10-23118.0018.000.00%market7.14%3.83%0.46%3.37%
TBI2006-10-192006-10-202006-10-23116.1816.180.00%market2.13%1.51%0.46%1.05%
TXT2006-10-192006-10-202006-10-23146.0346.030.00%market9.68%-1.56%0.46%-2.02%
UNH2006-10-192006-10-202006-10-23150.8550.850.00%market3.95%-0.51%0.46%-0.97%
UNP2006-10-192006-10-202006-10-23122.8822.880.00%market5.41%-0.45%0.46%-0.91%
UPS2006-10-192006-10-202006-10-23175.1775.170.00%market6.67%1.07%0.46%0.61%
WCC2006-10-192006-10-202006-10-23165.5065.500.00%market7.62%2.74%0.46%2.28%
HAL2006-10-222006-10-232006-10-24128.9928.990.00%market7.41%6.28%0.97%5.31%
MMM2006-10-202006-10-232006-10-24365.6365.630.00%market4.46%1.67%0.97%0.70%
MRK2006-10-202006-10-232006-10-24343.3543.350.00%market2.00%0.94%0.97%-0.03%
RBCAA2006-10-202006-10-232006-10-24319.7719.770.00%market10.71%-1.36%0.97%-2.33%
SLB2006-10-202006-10-232006-10-24360.0060.000.00%market5.19%3.82%0.97%2.85%
TAC2006-10-202006-10-232006-10-24321.2221.220.00%market45.45%1.03%0.97%0.06%
VFC2006-10-202006-10-232006-10-24317.6217.620.00%market4.76%-0.27%0.97%-1.24%
AMGN2006-10-232006-10-242006-10-25175.3075.300.00%market6.12%0.07%0.78%-0.71%
AXP2006-10-232006-10-242006-10-25156.6556.650.00%market2.63%0.27%0.78%-0.51%
BOH2006-10-232006-10-242006-10-25151.4051.400.00%market1.09%0.17%0.78%-0.61%
CBU2006-10-232006-10-242006-10-25123.1023.100.00%market5.88%0.72%0.78%-0.06%
CMPR2006-10-232006-10-242006-10-25127.6027.600.00%market14.29%12.58%0.78%11.80%
HAS2006-10-232006-10-242006-10-25125.4125.410.00%market16.00%-1.52%0.78%-2.30%
KMB2006-10-232006-10-242006-10-25163.5563.550.00%market1.02%-1.12%0.78%-1.90%
MDLZ2006-10-232006-10-242006-10-25122.9322.930.00%market2.22%0.73%0.78%-0.05%
MDU2006-10-232006-10-242006-10-2519.569.560.00%market15.09%2.10%0.78%1.32%
NBTB2006-10-232006-10-242006-10-25124.1524.150.00%market4.88%1.27%0.78%0.49%
NFLX2006-10-232006-10-242006-10-2510.390.390.00%market45.35%1.48%0.78%0.70%
RGA2006-10-232006-10-242006-10-25155.5055.500.00%market5.36%2.15%0.78%1.37%
RGR2006-10-232006-10-242006-10-2517.237.230.00%market100.00%1.97%0.78%1.20%
ROK2006-10-232006-10-242006-10-25158.5158.510.00%market8.54%2.84%0.78%2.06%
SLAB2006-10-232006-10-242006-10-25133.4133.410.00%market13.04%-0.58%0.78%-1.36%
SLG2006-10-232006-10-242006-10-251126.22126.220.00%market354.24%0.01%0.78%-0.77%
SNA2006-10-232006-10-242006-10-25147.2247.220.00%market11.63%1.00%0.78%0.22%
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OMC2006-10-242006-10-252006-10-26149.8849.880.00%market4.00%0.50%0.76%-0.25%
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CNS2006-10-252006-10-262006-10-27133.4333.430.00%market5.41%0.83%-0.54%1.37%
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GGG2006-10-252006-10-262006-10-27113.6713.670.00%market5.88%-1.05%-0.54%-0.51%
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HXL2006-10-252006-10-262006-10-27115.4715.470.00%market14.29%4.36%-0.54%4.90%
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KMT2006-10-252006-10-262006-10-27130.8530.850.00%market2.56%0.29%-0.54%0.83%
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TEX2006-10-252006-10-262006-10-27156.5056.500.00%market20.21%-9.45%-0.54%-8.90%
TFX2006-10-252006-10-262006-10-27163.0063.000.00%market4.35%-1.18%-0.54%-0.64%
TIGO2006-10-252006-10-262006-10-27148.7048.700.00%market18.18%0.35%-0.54%0.89%
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TMO2006-10-252006-10-262006-10-27143.2343.230.00%market2.33%-0.26%-0.54%0.28%
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WAB2006-10-252006-10-262006-10-27116.5716.570.00%market10.00%-2.94%-0.54%-2.40%
WM2006-10-252006-10-262006-10-27137.3037.300.00%market14.58%-0.05%-0.54%0.49%
WRB2006-10-252006-10-262006-10-27110.6610.660.00%market2.70%0.93%-0.54%1.47%
WTW2006-10-252006-10-262006-10-271100.69100.690.00%market2.86%-1.42%-0.54%-0.88%
WY2006-10-252006-10-262006-10-27163.7063.700.00%market2.86%-0.26%-0.54%0.28%
ZBH2006-10-252006-10-262006-10-27167.9167.910.00%market2.67%1.67%-0.54%2.21%
ABG2006-10-262006-10-272006-10-30124.3524.350.00%market3.64%-0.39%-0.58%0.19%
ACGL2006-10-262006-10-272006-10-3017.317.310.00%market20.83%0.04%-0.58%0.61%
AEM2006-10-262006-10-272006-10-30135.2835.280.00%market7.41%3.33%-0.58%3.91%
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AVT2006-10-262006-10-272006-10-30122.6822.680.00%market7.69%5.28%-0.58%5.86%
AZN2006-10-262006-10-272006-10-30159.7159.710.00%market4.08%0.10%-0.58%0.68%
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BDC2006-10-262006-10-272006-10-30138.9538.950.00%market3.85%-8.57%-0.58%-8.00%
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BG2006-10-262006-10-272006-10-30161.8561.850.00%market9.15%0.58%-0.58%1.16%
BMY2006-10-262006-10-272006-10-30124.5224.520.00%market10.00%-0.87%-0.58%-0.30%
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CMCSA2006-10-262006-10-272006-10-30113.3113.310.00%market50.00%0.80%-0.58%1.38%
CNMD2006-10-262006-10-272006-10-30121.4021.400.00%market15.79%2.75%-0.58%3.33%
CNXN2006-10-262006-10-272006-10-30110.9610.960.00%market42.86%-0.37%-0.58%0.20%
COHU2006-10-262006-10-272006-10-30120.7320.730.00%market50.00%-3.62%-0.58%-3.04%
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EME2006-10-262006-10-272006-10-30130.0330.030.00%market2.94%-0.20%-0.58%0.38%
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MMSI2006-10-262006-10-272006-10-30112.5912.590.00%market25.00%1.49%-0.58%2.07%
MSFT2006-10-262006-10-272006-10-30128.4928.490.00%market12.90%0.04%-0.58%0.62%
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MTRN2006-10-262006-10-272006-10-30133.1533.150.00%market9.37%2.31%-0.58%2.89%
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OLN2006-10-262006-10-272006-10-30117.4517.450.00%market16.22%0.47%-0.58%1.05%
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SIMO2006-10-262006-10-272006-10-30117.0017.000.00%market25.00%-10.22%-0.58%-9.64%
SITC2006-10-262006-10-272006-10-301359.56359.560.00%market15.38%0.66%-0.58%1.24%
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SRCE2006-10-262006-10-272006-10-30129.5729.570.00%market25.71%-2.87%-0.58%-2.30%
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TRI2006-10-262006-10-272006-10-30147.7747.770.00%market8.06%-0.29%-0.58%0.29%
TRV2006-10-262006-10-272006-10-30150.6650.660.00%market10.61%-0.61%-0.58%-0.04%
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UBSI2006-10-262006-10-272006-10-30138.7938.790.00%market1.72%-0.98%-0.58%-0.40%
VRTX2006-10-262006-10-272006-10-30140.0040.000.00%market4.17%-0.30%-0.58%0.28%
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BSAC2006-10-272006-10-302006-10-31318.4518.450.00%market3.33%0.55%0.09%0.46%
CAH2006-10-272006-10-302006-10-31364.5264.520.00%market2.63%1.34%0.09%1.25%
CVX2006-10-272006-10-302006-10-31367.2167.210.00%market12.81%-0.11%0.09%-0.21%
FFBC2006-10-272006-10-302006-10-31316.5716.570.00%market3.33%-2.09%0.09%-2.19%
FMX2006-10-272006-10-302006-10-31332.7332.730.00%market22.73%-1.63%0.09%-1.72%
GRC2006-10-272006-10-302006-10-31315.4215.420.00%market38.89%0.22%0.09%0.13%
ICLR2006-10-272006-10-302006-10-31318.2918.290.00%market5.88%-1.99%0.09%-2.08%
IDXX2006-10-272006-10-302006-10-31322.0722.070.00%market11.76%-5.84%0.09%-5.94%
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KOF2006-10-272006-10-302006-10-31332.2932.290.00%market23.19%7.49%0.09%7.39%
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NOV2006-10-272006-10-302006-10-31327.6927.690.00%market4.17%1.16%0.09%1.07%
NVO2006-10-272006-10-302006-10-3133.733.730.00%market11.14%0.70%0.09%0.61%
PDS2006-10-272006-10-302006-10-313573.14573.140.00%market7.43%1.64%0.09%1.55%
PNW2006-10-272006-10-302006-10-31347.5647.560.00%market12.20%0.43%0.09%0.33%
SR2006-10-272006-10-302006-10-31335.0635.060.00%market84.62%1.53%0.09%1.43%
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VTR2006-10-272006-10-302006-10-31334.2134.210.00%market3.57%-0.30%0.09%-0.40%
ASH2006-10-302006-10-312006-11-01128.4728.470.00%market46.30%2.92%-0.88%3.80%
AXS2006-10-302006-10-312006-11-01134.9834.980.00%market5.34%-6.76%-0.88%-5.88%
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BKR2006-10-302006-10-312006-11-01148.3148.310.00%market0.93%-1.78%-0.88%-0.90%
BLKB2006-10-302006-10-312006-11-01124.6224.620.00%market10.00%-1.89%-0.88%-1.01%
BXMT2006-10-302006-10-312006-11-011231.00231.000.00%market11.25%-3.17%-0.88%-2.30%
CCO2006-10-302006-10-312006-11-01124.2424.240.00%market28.57%2.79%-0.88%3.66%
CHH2006-10-302006-10-312006-11-01142.2542.250.00%market8.70%-0.53%-0.88%0.35%
CMP2006-10-302006-10-312006-11-01131.0031.000.00%market284.19%-2.20%-0.88%-1.32%
DCO2006-10-302006-10-312006-11-01121.3021.300.00%market17.65%-2.07%-0.88%-1.20%
EOG2006-10-302006-10-312006-11-01133.4533.450.00%market5.66%-1.42%-0.88%-0.54%
JKHY2006-10-302006-10-312006-11-01122.3422.340.00%market4.55%-5.34%-0.88%-4.46%
KRC2006-10-302006-10-312006-11-01176.5976.590.00%market345.45%-2.84%-0.88%-1.97%
MET2006-10-302006-10-312006-11-01151.2851.280.00%market5.98%-0.00%-0.88%0.87%
MPWR2006-10-302006-10-312006-11-01110.6610.660.00%market20.00%-7.42%-0.88%-6.54%
NEE2006-10-302006-10-312006-11-01112.7112.710.00%market7.41%1.39%-0.88%2.27%
OIS2006-10-302006-10-312006-11-01116.7116.710.00%market15.12%-2.25%-0.88%-1.38%
PFG2006-10-302006-10-312006-11-01156.7556.750.00%market13.25%-1.51%-0.88%-0.63%
RNR2006-10-302006-10-312006-11-01156.9556.950.00%market47.41%-4.79%-0.88%-3.91%
RSG2006-10-302006-10-312006-11-01127.3927.390.00%market14.71%0.96%-0.88%1.84%
SPG2006-10-302006-10-312006-11-01191.8191.810.00%market34.37%-0.75%-0.88%0.12%
SYY2006-10-302006-10-312006-11-01134.5534.550.00%market2.78%1.52%-0.88%2.40%
THG2006-10-302006-10-312006-11-01146.9546.950.00%market47.37%-5.15%-0.88%-4.27%
TXRH2006-10-302006-10-312006-11-01114.5314.530.00%market20.00%1.48%-0.88%2.36%
VZ2006-10-302006-10-312006-11-01134.4034.400.00%market3.03%-1.15%-0.88%-0.27%
ADM2006-10-312006-11-012006-11-02138.3738.370.00%market10.91%-7.16%-1.04%-6.12%
BCPC2006-10-312006-11-012006-11-0219.969.960.00%market9.09%-1.91%-1.04%-0.87%
BIDU2006-10-312006-11-012006-11-0218.638.630.00%market18.48%0.90%-1.04%1.94%
BIIB2006-10-312006-11-012006-11-02147.6747.670.00%market22.45%-0.02%-1.04%1.03%
CE2006-10-312006-11-012006-11-02120.9120.910.00%market23.44%0.67%-1.04%1.71%
CMG2006-10-312006-11-012006-11-0211.191.190.00%market33.33%-4.30%-1.04%-3.26%
CNA2006-10-312006-11-012006-11-02137.7037.700.00%market6.12%-0.50%-1.04%0.54%
EXP2006-10-312006-11-012006-11-02140.0040.000.00%market3.13%-3.25%-1.04%-2.21%
FMS2006-10-312006-11-012006-11-02122.4922.490.00%market4.35%-1.88%-1.04%-0.84%
GPI2006-10-312006-11-012006-11-02156.0556.050.00%market7.84%-1.19%-1.04%-0.15%
IT2006-10-312006-11-012006-11-02118.9518.950.00%market42.86%-1.79%-1.04%-0.75%
KMPR2006-10-312006-11-012006-11-02143.4543.450.00%market93.65%1.40%-1.04%2.44%
KWR2006-10-312006-11-012006-11-02119.2819.280.00%market18.52%1.14%-1.04%2.19%
L2006-10-312006-11-012006-11-02138.9538.950.00%market2.35%-0.59%-1.04%0.45%
LAD2006-10-312006-11-012006-11-02125.4825.480.00%market1.69%-0.41%-1.04%0.63%
LNC2006-10-312006-11-012006-11-02163.8263.820.00%market10.08%-1.09%-1.04%-0.05%
MAS2006-10-312006-11-012006-11-02124.4424.440.00%market1.69%-3.17%-1.04%-2.13%
MCK2006-10-312006-11-012006-11-02151.2551.250.00%market13.79%-3.22%-1.04%-2.18%
MKL2006-10-312006-11-012006-11-021414.50414.500.00%market55.86%-1.76%-1.04%-0.72%
OII2006-10-312006-11-012006-11-02120.4520.450.00%market20.69%-3.57%-1.04%-2.53%
ONB2006-10-312006-11-012006-11-02119.0219.020.00%market6.67%-4.04%-1.04%-3.00%
PG2006-10-312006-11-012006-11-02163.2063.200.00%market1.28%0.01%-1.04%1.05%
PNC2006-10-312006-11-012006-11-02170.1570.150.00%market4.07%-1.98%-1.04%-0.94%
RBA2006-10-312006-11-012006-11-02118.1418.140.00%market50.00%-1.70%-1.04%-0.66%
RCI2006-10-312006-11-012006-11-02129.7229.720.00%market37.50%1.01%-1.04%2.05%
RCL2006-10-312006-11-012006-11-02140.9540.950.00%market2.52%0.85%-1.04%1.89%
RRX2006-10-312006-11-012006-11-02149.7049.700.00%market8.54%-3.48%-1.04%-2.44%
SAH2006-10-312006-11-012006-11-02126.3526.350.00%market3.13%-1.43%-1.04%-0.39%
SNY2006-10-312006-11-012006-11-02142.8442.840.00%market12.68%-1.83%-1.04%-0.79%
TAP2006-10-312006-11-012006-11-02135.5035.500.00%market12.50%0.07%-1.04%1.11%
TRP2006-10-312006-11-012006-11-02129.0629.060.00%market31.22%2.58%-1.04%3.63%
UAA2006-10-312006-11-012006-11-0215.875.870.00%market33.33%-7.47%-1.04%-6.43%
URI2006-10-312006-11-012006-11-02123.6023.600.00%market1.15%-4.13%-1.04%-3.08%
UTHR2006-10-312006-11-012006-11-02130.1030.100.00%market42.31%-0.63%-1.04%0.41%
VLO2006-10-312006-11-012006-11-02147.4547.450.00%market5.22%-2.86%-1.04%-1.82%
WTS2006-10-312006-11-012006-11-02140.2040.200.00%market19.64%-1.12%-1.04%-0.08%
AGCO2006-11-012006-11-022006-11-03127.7727.770.00%market736.32%0.58%0.02%0.56%
AIZ2006-11-012006-11-022006-11-03156.5056.500.00%market18.81%-3.02%0.02%-3.04%
AMN2006-11-012006-11-022006-11-03126.9026.900.00%market21.74%-1.70%0.02%-1.72%
ANDE2006-11-012006-11-022006-11-03124.6724.670.00%market981.77%-8.53%0.02%-8.55%
AVA2006-11-012006-11-022006-11-03125.0025.000.00%market66.67%0.62%0.02%0.60%
AVNT2006-11-012006-11-022006-11-0318.098.090.00%market11.76%2.37%0.02%2.35%
BCE2006-11-012006-11-022006-11-03124.8324.830.00%market2.38%-1.39%0.02%-1.41%
BMRN2006-11-012006-11-022006-11-03115.8615.860.00%market38.46%3.56%0.02%3.54%
CACI2006-11-012006-11-022006-11-03157.0057.000.00%market3.45%1.06%0.02%1.04%
CI2006-11-012006-11-022006-11-03139.3239.320.00%market15.28%2.21%0.02%2.19%
CLX2006-11-012006-11-022006-11-03164.0064.000.00%market2.82%-0.99%0.02%-1.01%
CNQ2006-11-012006-11-022006-11-03112.0612.060.00%market8.33%2.47%0.02%2.45%
CVS2006-11-012006-11-022006-11-03129.3029.300.00%market3.13%-1.84%0.02%-1.86%
D2006-11-012006-11-022006-11-03141.4041.400.00%market20.51%-2.66%0.02%-2.68%
DINO2006-11-012006-11-022006-11-03124.5724.570.00%market7.81%3.20%0.02%3.17%
DIOD2006-11-012006-11-022006-11-03127.1427.140.00%market3.13%-5.06%0.02%-5.08%
DOX2006-11-012006-11-022006-11-03137.0537.050.00%market2.04%4.87%0.02%4.84%
DTE2006-11-012006-11-022006-11-03139.1639.160.00%market84.13%-0.79%0.02%-0.81%
DVA2006-11-012006-11-022006-11-03127.6527.650.00%market3.13%-2.18%0.02%-2.20%
DVN2006-11-012006-11-022006-11-03166.1566.150.00%market9.21%3.75%0.02%3.73%
ENB2006-11-012006-11-022006-11-03116.7516.750.00%market4.08%1.69%0.02%1.67%
ERIE2006-11-012006-11-022006-11-03150.4650.460.00%market7.79%2.22%0.02%2.20%
ESS2006-11-012006-11-022006-11-031133.40133.400.00%market50.00%-4.60%0.02%-4.62%
FICO2006-11-012006-11-022006-11-03136.5036.500.00%market5.26%7.11%0.02%7.08%
FIX2006-11-012006-11-022006-11-03112.0012.000.00%market15.79%4.48%0.02%4.46%
FMC2006-11-012006-11-022006-11-03114.5814.580.00%market4.00%1.75%0.02%1.73%
GPK2006-11-012006-11-022006-11-0313.823.820.00%market60.00%1.47%0.02%1.45%
IOSP2006-11-012006-11-022006-11-03117.0717.070.00%market227.27%7.34%0.02%7.32%
ITRI2006-11-012006-11-022006-11-03150.4550.450.00%market12.50%2.73%0.02%2.71%
J2006-11-012006-11-022006-11-03132.2232.220.00%market6.98%1.05%0.02%1.03%
KAI2006-11-012006-11-022006-11-03127.5027.500.00%market10.81%-11.85%0.02%-11.87%
LVS2006-11-012006-11-022006-11-03174.5674.560.00%market13.79%-2.59%0.02%-2.62%
MA2006-11-012006-11-022006-11-0318.388.380.00%market27.27%6.70%0.02%6.68%
MFA2006-11-012006-11-022006-11-03130.8830.880.00%market50.00%0.42%0.02%0.40%
MKTX2006-11-012006-11-022006-11-03111.2411.240.00%market9.08%6.66%0.02%6.64%
MRSH2006-11-012006-11-022006-11-03130.1030.100.00%market8.57%1.13%0.02%1.11%
NICE2006-11-012006-11-022006-11-03129.8429.840.00%market6.90%1.44%0.02%1.42%
NJR2006-11-012006-11-022006-11-03117.0217.020.00%market6.67%-0.28%0.02%-0.30%
NLY2006-11-012006-11-022006-11-03152.2452.240.00%market25.00%2.43%0.02%2.40%
NSP2006-11-012006-11-022006-11-03119.8819.880.00%market15.79%-1.51%0.02%-1.53%
OKE2006-11-012006-11-022006-11-03117.3417.340.00%market22.22%4.80%0.02%4.78%
PBH2006-11-012006-11-022006-11-03111.0011.000.00%market12.50%2.54%0.02%2.51%
PEG2006-11-012006-11-022006-11-03130.6430.640.00%market15.62%-0.07%0.02%-0.09%
PLXS2006-11-012006-11-022006-11-03124.7824.780.00%market12.50%5.59%0.02%5.57%
PRU2006-11-012006-11-022006-11-03178.2378.230.00%market16.22%0.26%0.02%0.24%
PTC2006-11-012006-11-022006-11-03118.7118.710.00%market2.78%-0.63%0.02%-0.66%
PTEN2006-11-012006-11-022006-11-03122.9622.960.00%market3.70%3.69%0.02%3.67%
REG2006-11-012006-11-022006-11-03171.0971.090.00%market7.55%-1.14%0.02%-1.16%
SBSI2006-11-012006-11-022006-11-03117.6617.660.00%market17.65%1.60%0.02%1.58%
SHOO2006-11-012006-11-022006-11-0318.008.000.00%market10.00%0.15%0.02%0.13%
SM2006-11-012006-11-022006-11-03118.8518.850.00%market12.16%4.14%0.02%4.12%
SPXC2006-11-012006-11-022006-11-03114.7714.770.00%market3.57%0.16%0.02%0.13%
SWKS2006-11-012006-11-022006-11-0316.506.500.00%market40.00%2.21%0.02%2.19%
TK2006-11-012006-11-022006-11-03141.0041.000.00%market6.12%0.17%0.02%0.15%
TNL2006-11-012006-11-022006-11-03113.5413.540.00%market9.26%-0.03%0.02%-0.05%
TRN2006-11-012006-11-022006-11-03113.1413.140.00%market9.37%-1.93%0.02%-1.95%
TTMI2006-11-012006-11-022006-11-03111.5911.590.00%market8.70%0.33%0.02%0.31%
UNM2006-11-012006-11-022006-11-03120.4020.400.00%market12.20%-0.84%0.02%-0.86%
VTRS2006-11-012006-11-022006-11-03120.4820.480.00%market9.37%-0.49%0.02%-0.51%
ZBRA2006-11-012006-11-022006-11-03136.4936.490.00%market17.65%-2.18%0.02%-2.20%
AAP2006-11-022006-11-032006-11-06136.3636.360.00%market5.66%-0.54%0.59%-1.13%
AGO2006-11-022006-11-032006-11-06125.0425.040.00%market1.92%0.54%0.59%-0.05%
ALKS2006-11-022006-11-032006-11-06114.9114.910.00%market194.55%5.13%0.59%4.54%
ALNY2006-11-022006-11-032006-11-06118.4518.450.00%market28.13%3.26%0.59%2.67%
BDX2006-11-022006-11-032006-11-06154.2254.220.00%market1.19%2.33%0.59%1.74%
BIO2006-11-022006-11-032006-11-06174.4574.450.00%market37.74%2.44%0.59%1.85%
BKH2006-11-022006-11-032006-11-06134.0034.000.00%market5.26%1.49%0.59%0.90%
BRKR2006-11-022006-11-032006-11-0617.777.770.00%market6.67%0.41%0.59%-0.18%
CMS2006-11-022006-11-032006-11-06115.0015.000.00%market14.81%-0.30%0.59%-0.89%
CNP2006-11-022006-11-032006-11-06115.7215.720.00%market23.81%-0.29%0.59%-0.88%
CROX2006-11-022006-11-032006-11-06119.2119.210.00%market28.57%7.32%0.59%6.73%
DGII2006-11-022006-11-032006-11-06113.8513.850.00%market12.50%3.00%0.59%2.41%
EA2006-11-022006-11-032006-11-06158.1558.150.00%market1091.83%1.79%0.59%1.20%
EPC2006-11-022006-11-032006-11-06154.1354.130.00%market7.89%-1.13%0.59%-1.72%
EXEL2006-11-022006-11-032006-11-0618.208.200.00%market3.23%11.12%0.59%10.53%
HIW2006-11-022006-11-032006-11-06137.7537.750.00%market14.29%-1.66%0.59%-2.25%
HURN2006-11-022006-11-032006-11-06138.1238.120.00%market2.63%-0.41%0.59%-1.00%
HVT2006-11-022006-11-032006-11-06114.9514.950.00%market5.88%-2.31%0.59%-2.90%
ICE2006-11-022006-11-032006-11-06116.6616.660.00%market7.14%1.82%0.59%1.23%
IDA2006-11-022006-11-032006-11-06138.4838.480.00%market16.92%0.26%0.59%-0.33%
IFF2006-11-022006-11-032006-11-06145.3545.350.00%market20.69%0.23%0.59%-0.36%
INCY2006-11-022006-11-032006-11-0614.654.650.00%market20.83%4.20%0.59%3.61%
IONS2006-11-022006-11-032006-11-0618.398.390.00%market36.00%3.95%0.59%3.36%
LEU2006-11-022006-11-032006-11-0612,917.582,917.580.00%market57.18%2.63%0.59%2.04%
LFUS2006-11-022006-11-032006-11-06128.1428.140.00%market4.35%4.80%0.59%4.21%