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 14: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
BRK-B2009-02-252009-02-262009-02-27151.3051.300.00%market46.32%-0.14%-5.00%4.86%
CLF2009-02-252009-02-262009-02-27119.6019.600.00%market39.02%-21.38%-5.00%-16.38%
CLH2009-02-252009-02-262009-02-27125.6325.630.00%market11.76%-5.31%-5.00%-0.31%
CMS2009-02-252009-02-262009-02-27110.8410.840.00%market25.00%1.93%-5.00%6.93%
CRM2009-02-252009-02-262009-02-2717.057.050.00%market58.56%-0.81%-5.00%4.19%
DCI2009-02-252009-02-262009-02-27113.5013.500.00%market4.76%-9.66%-5.00%-4.66%
DIN2009-02-252009-02-262009-02-2716.776.770.00%market477.78%8.47%-5.00%13.47%
FLR2009-02-252009-02-262009-02-27136.5036.500.00%market13.04%-9.00%-5.00%-4.01%
FLS2009-02-252009-02-262009-02-27116.5916.590.00%market7.94%1.29%-5.00%6.29%
GEF2009-02-252009-02-262009-02-27129.2329.230.00%market8.57%5.10%-5.00%10.10%
GHC2009-02-252009-02-262009-02-271234.71234.710.00%market29.13%-7.30%-5.00%-2.30%
GVA2009-02-252009-02-262009-02-27134.2934.290.00%market50.00%3.66%-5.00%8.66%
KBR2009-02-252009-02-262009-02-27113.2313.230.00%market35.00%-4.86%-5.00%0.14%
ORA2009-02-252009-02-262009-02-27128.4428.440.00%market4.00%-9.77%-5.00%-4.77%
PAC2009-02-252009-02-262009-02-27117.2917.290.00%market36.84%-1.84%-5.00%3.16%
SCI2009-02-252009-02-262009-02-2713.513.510.00%market12.50%-3.80%-5.00%1.20%
SJM2009-02-252009-02-262009-02-27138.7738.770.00%market1.15%-4.36%-5.00%0.64%
SPXC2009-02-252009-02-262009-02-27111.5811.580.00%market10.16%-3.84%-5.00%1.16%
TD2009-02-252009-02-262009-02-27114.9214.920.00%market19.57%-1.78%-5.00%3.22%
TFX2009-02-252009-02-262009-02-27152.0052.000.00%market10.64%-8.75%-5.00%-3.76%
TJX2009-02-252009-02-262009-02-2715.855.850.00%market7.69%-4.89%-5.00%0.11%
TPC2009-02-252009-02-262009-02-27116.6216.620.00%market3.95%-7.92%-5.00%-2.92%
TS2009-02-252009-02-262009-02-27117.5817.580.00%market2.02%-0.27%-5.00%4.73%
TYL2009-02-252009-02-262009-02-27113.2413.240.00%market6.25%2.69%-5.00%7.69%
URI2009-02-252009-02-262009-02-2714.734.730.00%market27.45%-14.48%-5.00%-9.48%
ACIW2009-02-262009-02-272009-03-0215.895.890.00%market77.78%0.52%-4.61%5.13%
ADC2009-02-262009-02-272009-03-02111.6011.600.00%market2.08%-5.36%-4.61%-0.75%
ADSK2009-02-262009-02-272009-03-02112.7212.720.00%market47.62%-6.86%-4.61%-2.25%
AMN2009-02-262009-02-272009-03-0216.236.230.00%market9.52%-3.95%-4.61%0.66%
AMT2009-02-262009-02-272009-03-02128.5128.510.00%market42.86%-2.38%-4.61%2.23%
AROC2009-02-262009-02-272009-03-0218.608.600.00%market44.07%15.25%-4.61%19.86%
AWI2009-02-262009-02-272009-03-02111.3411.340.00%market33.33%-6.27%-4.61%-1.67%
BBWI2009-02-262009-02-272009-03-0215.815.810.00%market6.25%-7.50%-4.61%-2.89%
BHC2009-02-262009-02-272009-03-02110.4510.450.00%market6.25%4.49%-4.61%9.10%
BIO2009-02-262009-02-272009-03-02153.9953.990.00%market12.22%1.77%-4.61%6.38%
CM2009-02-262009-02-272009-03-02117.3917.390.00%market7.92%-10.80%-4.61%-6.19%
CUBE2009-02-262009-02-272009-03-0212.612.610.00%market157.14%-22.32%-4.61%-17.71%
DECK2009-02-262009-02-272009-03-0212.542.540.00%market2.27%-17.82%-4.61%-13.21%
DLR2009-02-262009-02-272009-03-02129.8029.800.00%market42.86%-9.63%-4.61%-5.02%
EME2009-02-262009-02-272009-03-02115.2815.280.00%market21.62%-8.02%-4.61%-3.41%
FIX2009-02-262009-02-272009-03-0218.908.900.00%market18.52%2.82%-4.61%7.43%
FSS2009-02-262009-02-272009-03-0216.716.710.00%market22.22%-23.50%-4.61%-18.89%
IRM2009-02-262009-02-272009-03-02118.1818.180.00%market18.75%-4.83%-4.61%-0.22%
KSS2009-02-262009-02-272009-03-02132.5332.530.00%market6.80%6.54%-4.61%11.15%
NDAQ2009-02-262009-02-272009-03-0217.107.100.00%market5.88%-6.86%-4.61%-2.25%
NX2009-02-262009-02-272009-03-0216.786.780.00%market32.26%-8.65%-4.61%-4.05%
PSA2009-02-262009-02-272009-03-02151.4551.450.00%market16.13%-2.34%-4.61%2.27%
RBA2009-02-262009-02-272009-03-02116.1716.170.00%market5.88%-12.65%-4.61%-8.05%
RY2009-02-262009-02-272009-03-02124.1924.190.00%market15.66%-4.48%-4.61%0.13%
SAFE2009-02-262009-02-272009-03-0216.436.430.00%market108.77%-21.41%-4.61%-16.80%
SBAC2009-02-262009-02-272009-03-02120.2020.200.00%market118.18%-2.72%-4.61%1.88%
TIMB2009-02-262009-02-272009-03-0218.518.510.00%market1020.16%-7.62%-4.61%-3.01%
UHS2009-02-262009-02-272009-03-02118.8418.840.00%market2.50%-10.77%-4.61%-6.16%
WPC2009-02-262009-02-272009-03-02118.3618.360.00%market22.22%-6.04%-4.61%-1.43%
ACCO2009-02-272009-03-022009-03-0331.001.000.00%market8.82%19.90%-3.38%23.28%
CDE2009-02-272009-03-022009-03-0337.607.600.00%market183.33%-11.94%-3.38%-8.56%
CLDX2009-02-272009-03-022009-03-033102.00102.000.00%market12.96%-5.39%-3.38%-2.02%
CLW2009-02-272009-03-022009-03-0334.704.700.00%market260.00%-33.97%-3.38%-30.59%
LPX2009-02-272009-03-022009-03-0331.571.570.00%market23.91%-19.85%-3.38%-16.47%
TTI2009-02-272009-03-022009-03-0332.852.850.00%market175.00%-14.84%-3.38%-11.46%
ABM2009-03-022009-03-032009-03-04112.1912.190.00%market31.58%15.40%0.17%15.24%
EIX2009-03-022009-03-032009-03-04126.3026.300.00%market3.13%-5.80%0.17%-5.97%
FCN2009-03-022009-03-032009-03-04141.8941.890.00%market7.41%9.76%0.17%9.59%
MTZ2009-03-022009-03-032009-03-04110.4410.440.00%market8.00%2.29%0.17%2.13%
NOG2009-03-022009-03-032009-03-04123.6023.600.00%market33.33%5.83%0.17%5.66%
ACR2009-03-032009-03-042009-03-0515.075.070.00%market12.82%23.71%-3.41%27.12%
AZO2009-03-032009-03-042009-03-051150.91150.910.00%market9.73%0.92%-3.41%4.33%
BNS2009-03-032009-03-042009-03-05121.7121.710.00%market1.12%-6.59%-3.41%-3.18%
BRKR2009-03-032009-03-042009-03-0513.943.940.00%market50.00%-3.65%-3.41%-0.24%
ITGR2009-03-032009-03-042009-03-05119.7419.740.00%market35.14%-2.89%-3.41%0.53%
NNI2009-03-032009-03-042009-03-0514.764.760.00%market68.42%-0.52%-3.41%2.89%
OPCH2009-03-032009-03-042009-03-0516.206.200.00%market80.00%-2.04%-3.41%1.38%
ALG2009-03-042009-03-052009-03-06110.8010.800.00%market17.65%-7.04%-1.68%-5.36%
CAL2009-03-042009-03-052009-03-0613.083.080.00%market24.32%-26.40%-1.68%-24.72%
GSL2009-03-042009-03-052009-03-06116.8016.800.00%market31.25%-4.86%-1.68%-3.18%
HBM2009-03-042009-03-052009-03-0614.524.520.00%market99.95%-2.53%-1.68%-0.85%
KAI2009-03-042009-03-052009-03-0617.497.490.00%market71.43%-7.58%-1.68%-5.89%
MIDD2009-03-042009-03-052009-03-0616.526.520.00%market20.69%-1.48%-1.68%0.20%
NGS2009-03-042009-03-052009-03-0617.537.530.00%market13.79%-3.02%-1.68%-1.34%
SMTC2009-03-042009-03-052009-03-06111.0611.060.00%market15.38%6.95%-1.68%8.64%
UFPT2009-03-042009-03-052009-03-0613.933.930.00%market26.67%-1.37%-1.68%0.31%
CNQ2009-03-052009-03-062009-03-0918.028.020.00%market47.22%2.27%-1.86%4.13%
COO2009-03-052009-03-062009-03-0915.255.250.00%market35.90%-6.00%-1.86%-4.15%
DK2009-03-052009-03-062009-03-0916.216.210.00%market760.00%11.82%-1.86%13.68%
EBS2009-03-052009-03-062009-03-09117.7617.760.00%market150.00%6.32%-1.86%8.18%
MRVL2009-03-052009-03-062009-03-0918.308.300.00%market319.82%-7.69%-1.86%-5.83%
MYE2009-03-052009-03-062009-03-0912.962.960.00%market100.00%6.99%-1.86%8.85%
ORN2009-03-052009-03-062009-03-0919.599.590.00%market25.00%2.92%-1.86%4.78%
HRB2009-03-062009-03-092009-03-10318.4918.490.00%market100.00%-1.45%6.21%-7.66%
SID2009-03-062009-03-092009-03-1036.286.280.00%market25.69%12.32%6.21%6.11%
CASY2009-03-092009-03-102009-03-11120.6520.650.00%market47.37%12.93%4.50%8.42%
CPK2009-03-092009-03-102009-03-11115.0115.010.00%market2.38%-0.70%4.50%-5.20%
PEGA2009-03-092009-03-102009-03-1113.753.750.00%market33.33%5.77%4.50%1.26%
AGI2009-03-102009-03-112009-03-1216.166.160.00%market50.00%1.85%3.42%-1.58%
BTE2009-03-102009-03-112009-03-1219.559.550.00%market442.00%7.33%3.42%3.91%
DKS2009-03-102009-03-112009-03-12112.3912.390.00%market3.77%14.02%3.42%10.60%
DXPE2009-03-102009-03-112009-03-12111.5011.500.00%market4.08%-13.93%3.42%-17.35%
KR2009-03-102009-03-112009-03-12110.8010.800.00%market3.85%-1.49%3.42%-4.91%
OFG2009-03-102009-03-112009-03-1212.852.850.00%market209.62%-1.85%3.42%-5.28%
SRPT2009-03-102009-03-112009-03-1213.123.120.00%market83.33%5.67%3.42%2.24%
TTWO2009-03-102009-03-112009-03-1216.426.420.00%market27.78%10.49%3.42%7.07%
AAON2009-03-112009-03-122009-03-1313.453.450.00%market11.11%3.96%4.78%-0.82%
ESLT2009-03-112009-03-122009-03-13144.3544.350.00%market185.06%3.62%4.78%-1.16%
EXLS2009-03-112009-03-122009-03-1311.591.590.00%market671.21%3.04%4.78%-1.73%
ICFI2009-03-112009-03-122009-03-13123.3523.350.00%market2.56%2.30%4.78%-2.48%
MTN2009-03-112009-03-122009-03-13118.1718.170.00%market28.91%14.15%4.78%9.38%
AWR2009-03-122009-03-132009-03-16116.7316.730.00%market11.11%5.94%-0.20%6.13%
CECO2009-03-122009-03-132009-03-16122.8222.820.00%market171.43%-9.96%-0.20%-9.76%
GLP2009-03-122009-03-132009-03-16112.0112.010.00%market6.85%-1.43%-0.20%-1.23%
LXU2009-03-122009-03-132009-03-1616.466.460.00%market25.00%-2.24%-0.20%-2.04%
MYRG2009-03-122009-03-132009-03-16114.9914.990.00%market85.00%-7.04%-0.20%-6.84%
OLED2009-03-122009-03-132009-03-1616.716.710.00%market21.43%1.99%-0.20%2.18%
FIZZ2009-03-132009-03-162009-03-1733.993.990.00%market14.29%8.67%1.59%7.09%
ANIP2009-03-162009-03-172009-03-18150.4050.400.00%market79.17%-15.10%5.07%-20.17%
SBLK2009-03-162009-03-172009-03-181154.50154.500.00%market15.47%10.58%5.07%5.51%
ADBE2009-03-172009-03-182009-03-19119.4119.410.00%market2.27%9.33%1.45%7.88%
AIR2009-03-172009-03-182009-03-19112.1912.190.00%market4.35%0.97%1.45%-0.49%
DRI2009-03-172009-03-182009-03-19130.0130.010.00%market17.65%4.17%1.45%2.71%
FDS2009-03-172009-03-182009-03-19141.9841.980.00%market2.90%5.97%1.45%4.52%
PRIM2009-03-172009-03-182009-03-1913.663.660.00%market33.33%2.36%1.45%0.91%
NKE2009-03-182009-03-192009-03-20110.9410.940.00%market25.00%2.83%-5.21%8.04%
ORCL2009-03-182009-03-192009-03-20117.5617.560.00%market9.37%-2.72%-5.21%2.49%
CATO2009-03-192009-03-202009-03-23116.6616.660.00%market18.18%9.86%4.39%5.47%
MCS2009-03-192009-03-202009-03-2319.869.860.00%market20.00%-6.49%4.39%-10.88%
ULTA2009-03-192009-03-202009-03-2316.386.380.00%market10.53%1.47%4.39%-2.93%
PVH2009-03-232009-03-242009-03-25119.8019.800.00%market7.14%12.37%0.26%12.12%
CCL2009-03-242009-03-252009-03-26122.5022.500.00%market73.68%2.74%2.31%0.43%
JBL2009-03-242009-03-252009-03-2614.174.170.00%market8.33%39.71%2.31%37.39%
WSM2009-03-242009-03-252009-03-2615.395.390.00%market93.75%3.61%2.31%1.30%
LDOS2009-03-252009-03-262009-03-27149.6949.690.00%market5.26%0.66%-0.78%1.44%
SIG2009-03-252009-03-262009-03-27112.5512.550.00%market4.81%-0.98%-0.78%-0.20%
ACN2009-03-262009-03-272009-03-30127.6227.620.00%market1.61%0.66%-3.97%4.63%
BBY2009-03-262009-03-272009-03-30137.0937.090.00%market15.00%-0.42%-3.97%3.55%
CAG2009-03-262009-03-272009-03-30113.1013.100.00%market13.89%-1.93%-3.97%2.04%
FNV2009-03-262009-03-272009-03-30122.7822.780.00%market114.29%-7.04%-3.97%-3.06%
GME2009-03-262009-03-272009-03-3016.526.520.00%market3.03%3.73%-3.97%7.71%
KDP2009-03-262009-03-272009-03-3012.782.780.00%market5.41%-2.62%-3.97%1.36%
LULU2009-03-262009-03-272009-03-3013.953.950.00%market42.86%4.71%-3.97%8.68%
MDGL2009-03-262009-03-272009-03-30165.1065.100.00%market12.30%-0.10%-3.97%3.87%
SNX2009-03-262009-03-272009-03-3019.259.250.00%market13.46%9.20%-3.97%13.17%
KBH2009-03-272009-03-302009-03-31314.4114.410.00%market7.41%-8.64%-0.35%-8.28%
OXM2009-03-302009-03-312009-04-0115.855.850.00%market100.00%5.03%1.89%3.14%
UNF2009-04-012009-04-022009-04-03133.2433.240.00%market40.30%10.31%1.42%8.89%
WOR2009-04-012009-04-022009-04-0316.026.020.00%market400.00%18.84%1.42%17.42%
BB2009-04-022009-04-032009-04-06160.5160.510.00%market7.14%5.62%0.13%5.49%
GPN2009-04-022009-04-032009-04-06117.1717.170.00%market9.52%-7.21%0.13%-7.34%
KMX2009-04-022009-04-032009-04-06112.7112.710.00%market1033.33%-7.57%0.13%-7.71%
MSCI2009-04-022009-04-032009-04-06119.8319.830.00%market14.29%2.07%0.13%1.94%
MSM2009-04-022009-04-032009-04-06134.9734.970.00%market5.00%2.85%0.13%2.71%
AZZ2009-04-032009-04-062009-04-07313.0813.080.00%market2.50%-5.91%-2.03%-3.88%
BBBY2009-04-072009-04-082009-04-0919.449.440.00%market25.00%11.13%4.57%6.56%
PSMT2009-04-082009-04-092009-04-13119.6819.680.00%market26.47%1.68%1.37%0.31%
GS2009-04-132009-04-142009-04-151123.76123.760.00%market106.71%-2.18%0.26%-2.44%
JBHT2009-04-132009-04-142009-04-15127.1627.160.00%market9.09%-0.36%0.26%-0.62%
OZK2009-04-132009-04-142009-04-1516.086.080.00%market7.69%3.68%0.26%3.42%
CSX2009-04-142009-04-152009-04-1613.343.340.00%market16.67%2.89%3.17%-0.28%
GWW2009-04-142009-04-152009-04-16180.5080.500.00%market17.92%-0.31%3.17%-3.48%
INTC2009-04-142009-04-152009-04-16115.3615.360.00%market346.79%3.35%3.17%0.18%
JNJ2009-04-142009-04-152009-04-16151.7951.790.00%market3.28%0.69%3.17%-2.48%
AAL2009-04-152009-04-162009-04-1713.853.850.00%market22.62%3.02%1.34%1.68%
ABT2009-04-152009-04-162009-04-17120.5720.570.00%market4.29%1.99%1.34%0.65%
CCK2009-04-152009-04-162009-04-17123.4023.400.00%market27.27%2.16%1.34%0.83%
PIPR2009-04-152009-04-162009-04-1718.038.030.00%market26.09%6.75%1.34%5.41%
SCHW2009-04-152009-04-162009-04-17118.2418.240.00%market26.67%-3.55%1.34%-4.89%
UFPI2009-04-152009-04-162009-04-17110.4110.410.00%market71.43%6.62%1.34%5.29%
APH2009-04-162009-04-172009-04-2013.893.890.00%market10.00%-2.93%-3.92%0.99%
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PPG2009-04-162009-04-172009-04-20123.0723.070.00%market42.86%-6.47%-3.92%-2.56%
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VMI2009-04-162009-04-172009-04-20159.1159.110.00%market26.85%4.06%-3.92%7.98%
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WMK2009-04-162009-04-172009-04-20131.9631.960.00%market56.41%8.29%-3.92%12.20%
ALGT2009-04-192009-04-202009-04-21153.6153.610.00%market7.03%5.42%-0.56%5.98%
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BAC2009-04-202009-04-212009-04-2217.217.210.00%market780.00%14.46%2.08%12.39%
BMI2009-04-202009-04-212009-04-22116.5016.500.00%market26.32%11.66%2.08%9.58%
BOH2009-04-202009-04-212009-04-22132.0032.000.00%market1.35%5.12%2.08%3.04%
CNI2009-04-202009-04-212009-04-22119.5419.540.00%market4.00%2.61%2.08%0.54%
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CXT2009-04-202009-04-212009-04-2216.556.550.00%market9.09%14.71%2.08%12.63%
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PEP2009-04-202009-04-212009-04-22150.1750.170.00%market5.97%-4.47%2.08%-6.54%
PKG2009-04-202009-04-212009-04-22114.2114.210.00%market31.58%9.54%2.08%7.46%
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SXT2009-04-202009-04-212009-04-22122.5022.500.00%market2.27%1.41%2.08%-0.67%
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ALV2009-04-212009-04-222009-04-23116.7616.760.00%market16.67%2.76%1.28%1.48%
AMP2009-04-212009-04-222009-04-23124.3724.370.00%market70.59%7.29%1.28%6.00%
BANF2009-04-212009-04-222009-04-23121.3021.300.00%market21.05%-1.51%1.28%-2.79%
BPOP2009-04-212009-04-222009-04-23128.4028.400.00%market33.00%3.77%1.28%2.49%
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CAT2009-04-212009-04-222009-04-23131.5631.560.00%market929.30%2.72%1.28%1.44%
CHRW2009-04-212009-04-222009-04-23151.0751.070.00%market4.17%4.21%1.28%2.93%
DAL2009-04-212009-04-222009-04-2317.887.880.00%market16.83%1.42%1.28%0.14%
DGX2009-04-212009-04-222009-04-23152.1252.120.00%market8.54%-3.46%1.28%-4.74%
FCFS2009-04-212009-04-222009-04-23117.6717.670.00%market3.23%-1.63%1.28%-2.91%
GILD2009-04-212009-04-222009-04-23123.1223.120.00%market10.00%-0.84%1.28%-2.12%
HWC2009-04-212009-04-222009-04-23134.5134.510.00%market10.00%2.10%1.28%0.82%
ILMN2009-04-212009-04-222009-04-23134.0134.010.00%market5.26%-2.16%1.28%-3.44%
KO2009-04-212009-04-222009-04-23121.6021.600.00%market3.13%-0.75%1.28%-2.03%
LMT2009-04-212009-04-222009-04-23174.7274.720.00%market2.44%3.43%1.28%2.15%
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MANH2009-04-212009-04-222009-04-2313.963.960.00%market33.24%1.04%1.28%-0.25%
NBR2009-04-212009-04-222009-04-231700.00700.000.00%market16.57%9.97%1.28%8.69%
NVR2009-04-212009-04-222009-04-231489.83489.830.00%market30.74%1.98%1.28%0.69%
RF2009-04-212009-04-222009-04-2315.755.750.00%market110.26%1.12%1.28%-0.16%
RNST2009-04-212009-04-222009-04-23113.1913.190.00%market33.33%0.73%1.28%-0.55%
SCL2009-04-212009-04-222009-04-23118.1318.130.00%market94.59%-1.09%1.28%-2.37%
STT2009-04-212009-04-222009-04-23134.6234.620.00%market1.96%6.20%1.28%4.92%
TECK2009-04-212009-04-222009-04-2319.489.480.00%market28.57%3.17%1.28%1.89%
TPR2009-04-212009-04-222009-04-23119.8019.800.00%market5.56%12.22%1.28%10.94%
UAL2009-04-212009-04-222009-04-2316.436.430.00%market10.11%-0.72%1.28%-2.00%
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UNH2009-04-212009-04-222009-04-23122.8622.860.00%market19.12%1.21%1.28%-0.07%
USB2009-04-212009-04-222009-04-23118.3918.390.00%market20.00%-0.21%1.28%-1.49%
WU2009-04-212009-04-222009-04-23115.9815.980.00%market18.52%5.53%1.28%4.25%
AAPL2009-04-222009-04-232009-04-2414.524.520.00%market25.00%-2.31%2.30%-4.61%
APD2009-04-222009-04-232009-04-24158.2358.230.00%market8.54%-0.72%2.30%-3.02%
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BFH2009-04-222009-04-232009-04-24131.8331.830.00%market8.18%6.15%2.30%3.85%
BLX2009-04-222009-04-232009-04-24112.1312.130.00%market43.75%0.31%2.30%-1.99%
CHE2009-04-222009-04-232009-04-24141.9741.970.00%market2.41%-2.63%2.30%-4.93%
CLB2009-04-222009-04-232009-04-24140.0040.000.00%market1.54%4.10%2.30%1.80%
COLB2009-04-222009-04-232009-04-2419.179.170.00%market245.42%14.08%2.30%11.77%
CSGP2009-04-222009-04-232009-04-2413.353.350.00%market10.70%6.77%2.30%4.46%
DOX2009-04-222009-04-232009-04-24119.4919.490.00%market2.04%8.73%2.30%6.42%
EBAY2009-04-222009-04-232009-04-2416.756.750.00%market18.18%4.49%2.30%2.19%
EFX2009-04-222009-04-232009-04-24128.0428.040.00%market7.41%2.65%2.30%0.34%
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EXPO2009-04-222009-04-232009-04-2416.886.880.00%market11.11%-1.70%2.30%-4.00%
FICO2009-04-222009-04-232009-04-24115.3415.340.00%market19.35%4.27%2.30%1.97%
HNI2009-04-222009-04-232009-04-24114.7014.700.00%market37.50%6.16%2.30%3.86%
KMB2009-04-222009-04-232009-04-24147.5947.590.00%market1.03%-0.79%2.30%-3.10%
KNX2009-04-222009-04-232009-04-24117.2517.250.00%market26.67%1.58%2.30%-0.72%
MCD2009-04-222009-04-232009-04-24154.7554.750.00%market1.22%-0.90%2.30%-3.21%
MCRI2009-04-222009-04-232009-04-2417.507.500.00%market500.00%38.70%2.30%36.40%
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NOC2009-04-222009-04-232009-04-24143.5643.560.00%market8.33%1.64%2.30%-0.66%
ORI2009-04-222009-04-232009-04-24111.0411.040.00%market30.30%-14.41%2.30%-16.71%
OVV2009-04-222009-04-232009-04-241123.54123.540.00%market82.61%2.85%2.30%0.55%
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SNA2009-04-222009-04-232009-04-24131.3731.370.00%market3.45%10.52%2.30%8.21%
SYBT2009-04-222009-04-232009-04-24117.6417.640.00%market4.55%-1.01%2.30%-3.31%
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TBI2009-04-222009-04-232009-04-2419.739.730.00%market29.41%-2.05%2.30%-4.35%
TCBI2009-04-222009-04-232009-04-24110.8510.850.00%market30.77%21.56%2.30%19.26%
TDY2009-04-222009-04-232009-04-24132.9632.960.00%market5.56%-4.04%2.30%-6.35%
TSCO2009-04-222009-04-232009-04-2412.102.100.00%market120.69%-5.34%2.30%-7.64%
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WAB2009-04-222009-04-232009-04-24117.4217.420.00%market17.24%9.31%2.30%7.01%
WFC2009-04-222009-04-232009-04-24118.6218.620.00%market36.59%14.83%2.30%12.53%
WWD2009-04-222009-04-232009-04-24118.7618.760.00%market26.47%-0.37%2.30%-2.67%
WWW2009-04-222009-04-232009-04-24110.9010.900.00%market40.00%-2.03%2.30%-4.33%
YUM2009-04-222009-04-232009-04-24124.2824.280.00%market20.00%3.15%2.30%0.85%
ABCB2009-04-232009-04-242009-04-2716.176.170.00%market72.73%-8.37%-0.22%-8.14%
AEIS2009-04-232009-04-242009-04-2718.528.520.00%market31.11%-5.85%-0.22%-5.63%
AIT2009-04-232009-04-242009-04-27121.8921.890.00%market12.50%-0.74%-0.22%-0.52%
ALGN2009-04-232009-04-242009-04-27111.4511.450.00%market274.88%3.74%-0.22%3.96%
AMZN2009-04-232009-04-242009-04-2714.104.100.00%market32.63%1.36%-0.22%1.58%
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ASR2009-04-232009-04-242009-04-27136.2636.260.00%market6.66%-14.61%-0.22%-14.39%
AUB2009-04-232009-04-242009-04-27117.8417.840.00%market16.67%-3.91%-0.22%-3.69%
AXP2009-04-232009-04-242009-04-27122.6922.690.00%market166.67%6.69%-0.22%6.91%
BLDR2009-04-232009-04-242009-04-2712.662.660.00%market14.81%9.67%-0.22%9.90%
CAKE2009-04-232009-04-242009-04-27116.8516.850.00%market70.00%-0.28%-0.22%-0.06%
CATY2009-04-232009-04-242009-04-27110.8810.880.00%market140.00%-2.77%-0.22%-2.54%
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CLS2009-04-232009-04-242009-04-2715.315.310.00%market44.44%8.94%-0.22%9.16%
CNX2009-04-232009-04-242009-04-27129.2429.240.00%market16.13%1.13%-0.22%1.35%
COLM2009-04-232009-04-242009-04-27116.1616.160.00%market193.34%-3.38%-0.22%-3.16%
COP2009-04-232009-04-242009-04-27131.4231.420.00%market30.00%0.57%-0.22%0.79%
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CYH2009-04-232009-04-242009-04-27117.9617.960.00%market5.00%17.16%-0.22%17.38%
DECK2009-04-232009-04-242009-04-2713.423.420.00%market47.62%-7.12%-0.22%-6.90%
DHX2009-04-232009-04-242009-04-2713.923.920.00%market20.00%-5.97%-0.22%-5.75%
DLX2009-04-232009-04-242009-04-27112.9512.950.00%market43.59%3.99%-0.22%4.21%
EMN2009-04-232009-04-242009-04-27117.5017.500.00%market85.71%10.36%-0.22%10.58%
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FFIN2009-04-232009-04-242009-04-2718.308.300.00%market10.00%0.74%-0.22%0.96%
FITB2009-04-232009-04-242009-04-2713.903.900.00%market85.19%-7.28%-0.22%-7.06%
FNB2009-04-232009-04-242009-04-2716.806.800.00%market33.33%3.43%-0.22%3.65%
GATX2009-04-232009-04-242009-04-27125.0025.000.00%market12.00%4.02%-0.22%4.24%
HOMB2009-04-232009-04-242009-04-2715.005.000.00%market20.00%-1.50%-0.22%-1.28%
HSY2009-04-232009-04-242009-04-27137.6337.630.00%market8.57%-4.80%-0.22%-4.58%
HUBB2009-04-232009-04-242009-04-27130.7730.770.00%market11.11%3.57%-0.22%3.79%
JBLU2009-04-232009-04-242009-04-2715.745.740.00%market140.02%-13.34%-0.22%-13.12%
JJSF2009-04-232009-04-242009-04-27135.6035.600.00%market56.00%8.02%-0.22%8.24%
LH2009-04-232009-04-242009-04-27152.9652.960.00%market4.27%1.03%-0.22%1.25%
MAR2009-04-232009-04-242009-04-27119.6819.680.00%market84.62%0.20%-0.22%0.43%
MHK2009-04-232009-04-242009-04-27141.7841.780.00%market47.06%9.67%-0.22%9.89%
MTX2009-04-232009-04-242009-04-27118.6718.670.00%market30.00%-4.01%-0.22%-3.79%
NFLX2009-04-232009-04-242009-04-2710.620.620.00%market18.23%6.42%-0.22%6.64%
NOV2009-04-232009-04-242009-04-27128.5028.500.00%market6.60%-1.85%-0.22%-1.63%
NWE2009-04-232009-04-242009-04-27120.6220.620.00%market152.00%-0.20%-0.22%0.02%
ODFL2009-04-232009-04-242009-04-2714.144.140.00%market1.32%-3.00%-0.22%-2.78%
OFG2009-04-232009-04-242009-04-2717.517.510.00%market90.20%4.43%-0.22%4.65%
OXY2009-04-232009-04-242009-04-27154.4754.470.00%market31.58%-3.57%-0.22%-3.35%
PENN2009-04-232009-04-242009-04-2716.996.990.00%market21.21%0.19%-0.22%0.41%
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PNC2009-04-232009-04-242009-04-27140.8440.840.00%market145.24%0.85%-0.22%1.08%
POWI2009-04-232009-04-242009-04-27110.9610.960.00%market164.85%-3.20%-0.22%-2.98%
RCL2009-04-232009-04-242009-04-27113.5213.520.00%market48.48%-10.60%-0.22%-10.38%
RMBS2009-04-232009-04-242009-04-2719.999.990.00%market56.41%18.02%-0.22%18.24%
ROP2009-04-232009-04-242009-04-27143.0743.070.00%market3.51%5.15%-0.22%5.37%
SBCF2009-04-232009-04-242009-04-27119.1519.150.00%market22.28%-2.19%-0.22%-1.97%
SITC2009-04-232009-04-242009-04-27126.4126.410.00%market2260.00%-12.10%-0.22%-11.88%
SKT2009-04-232009-04-242009-04-27117.1617.160.00%market411.11%-0.62%-0.22%-0.40%
SU2009-04-232009-04-242009-04-27125.4725.470.00%market58.33%-1.71%-0.22%-1.49%
SWKS2009-04-232009-04-242009-04-2718.928.920.00%market20.00%-5.37%-0.22%-5.15%
SYNA2009-04-232009-04-242009-04-27133.9033.900.00%market15.15%-6.21%-0.22%-5.99%
UBSI2009-04-232009-04-242009-04-27121.0421.040.00%market70.00%10.93%-0.22%11.15%
UNP2009-04-232009-04-242009-04-27124.8624.860.00%market9.09%-4.81%-0.22%-4.59%
VLY2009-04-232009-04-242009-04-27111.2011.200.00%market25.00%6.60%-0.22%6.82%
WDC2009-04-232009-04-242009-04-27116.8116.810.00%market150.00%-2.18%-0.22%-1.96%
ZBH2009-04-232009-04-242009-04-27141.9241.920.00%market1.06%1.24%-0.22%1.46%
AEP2009-04-242009-04-272009-04-28326.0826.080.00%market12.66%0.94%-0.13%1.06%
E2009-04-242009-04-272009-04-28340.6540.650.00%market3.23%3.22%-0.13%3.35%
EBF2009-04-242009-04-272009-04-2838.988.980.00%market64.29%-0.77%-0.13%-0.64%
F2009-04-242009-04-272009-04-2835.075.070.00%market39.02%2.27%-0.13%2.40%
IDXX2009-04-242009-04-272009-04-28319.6819.680.00%market15.79%0.26%-0.13%0.38%
ITT2009-04-242009-04-272009-04-28315.5315.530.00%market23.08%-0.23%-0.13%-0.10%
LHX2009-04-242009-04-272009-04-28328.7028.700.00%market2.00%0.32%-0.13%0.45%
MOG-A2009-04-242009-04-272009-04-28325.7425.740.00%market5.77%-1.34%-0.13%-1.21%
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SWK2009-04-242009-04-272009-04-28337.4837.480.00%market23.08%-1.75%-0.13%-1.63%
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SBUX2009-04-292009-04-302009-05-0116.886.880.00%market14.29%0.19%-0.75%0.94%
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UNM2009-04-292009-04-302009-05-01116.3416.340.00%market3.33%1.86%-0.75%2.60%
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WTW2009-04-292009-04-302009-05-01169.9169.910.00%market5.45%0.31%-0.75%1.06%
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BWA2009-04-302009-05-012009-05-04112.6712.670.00%market40.00%8.98%3.93%5.04%