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 16: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
PIPR2009-07-222009-07-232009-07-24110.7310.730.00%market51.28%3.26%2.56%0.69%
QCOM2009-07-222009-07-232009-07-24146.3446.340.00%market3.85%2.08%2.56%-0.48%
RJF2009-07-222009-07-232009-07-24112.5712.570.00%market60.00%3.24%2.56%0.68%
RRC2009-07-222009-07-232009-07-24144.7744.770.00%market16.67%4.10%2.56%1.54%
RUSHA2009-07-222009-07-232009-07-2415.615.610.00%market60.00%1.50%2.56%-1.06%
SANM2009-07-222009-07-232009-07-2413.183.180.00%market36.84%7.47%2.56%4.90%
SEIC2009-07-222009-07-232009-07-24118.3418.340.00%market4.76%0.72%2.56%-1.84%
SLGN2009-07-222009-07-232009-07-24112.9012.900.00%market10.00%-1.34%2.56%-3.90%
STLD2009-07-222009-07-232009-07-24116.4016.400.00%market27.27%-0.22%2.56%-2.78%
SWK2009-07-222009-07-232009-07-24137.9737.970.00%market1.85%2.98%2.56%0.42%
SWKS2009-07-222009-07-232009-07-24111.6811.680.00%market14.29%3.24%2.56%0.68%
SYBT2009-07-222009-07-232009-07-24115.2515.250.00%market10.53%3.57%2.56%1.01%
TBI2009-07-222009-07-232009-07-24110.8410.840.00%market280.00%18.81%2.56%16.25%
TSCO2009-07-222009-07-232009-07-2412.282.280.00%market2.70%4.29%2.56%1.72%
USB2009-07-222009-07-232009-07-24118.9918.990.00%market20.00%4.01%2.56%1.44%
WFC2009-07-222009-07-232009-07-24124.3824.380.00%market67.65%-3.83%2.56%-6.40%
WHR2009-07-222009-07-232009-07-24150.9950.990.00%market103.92%7.29%2.56%4.73%
WSBC2009-07-222009-07-232009-07-24114.8314.830.00%market60.00%1.05%2.56%-1.52%
ACGL2009-07-232009-07-242009-07-2717.117.110.00%market3.57%-1.93%1.18%-3.11%
ALGN2009-07-232009-07-242009-07-27111.4911.490.00%market425.13%0.51%1.18%-0.67%
ALK2009-07-232009-07-242009-07-2715.455.450.00%market38.46%3.07%1.18%1.88%
AMZN2009-07-232009-07-242009-07-2714.384.380.00%market2.15%-3.98%1.18%-5.16%
BALL2009-07-232009-07-242009-07-27112.0912.090.00%market11.11%2.46%1.18%1.28%
BG2009-07-232009-07-242009-07-27167.0267.020.00%market213.24%5.17%1.18%3.98%
BIDU2009-07-232009-07-242009-07-27133.9933.990.00%market12.16%4.88%1.18%3.69%
BLDR2009-07-232009-07-242009-07-2714.574.570.00%market32.61%8.22%1.18%7.03%
BMY2009-07-232009-07-242009-07-27120.8020.800.00%market19.15%2.69%1.18%1.51%
CAKE2009-07-232009-07-242009-07-27118.2618.260.00%market23.08%0.56%1.18%-0.63%
CENX2009-07-232009-07-242009-07-2716.666.660.00%market14.63%16.72%1.18%15.53%
CLS2009-07-232009-07-242009-07-2717.867.860.00%market10.00%-2.52%1.18%-3.70%
CME2009-07-232009-07-242009-07-27155.2055.200.00%market3.08%-2.24%1.18%-3.42%
COF2009-07-232009-07-242009-07-27126.5626.560.00%market14.47%12.17%1.18%10.99%
COLB2009-07-232009-07-242009-07-27111.3911.390.00%market9.76%4.11%1.18%2.93%
DECK2009-07-232009-07-242009-07-2713.723.720.00%market385.44%3.13%1.18%1.94%
DGII2009-07-232009-07-242009-07-27110.2510.250.00%market259.93%1.66%1.18%0.47%
DLX2009-07-232009-07-242009-07-27116.0916.090.00%market3.64%0.83%1.18%-0.35%
ELME2009-07-232009-07-242009-07-27124.7124.710.00%market130.00%1.72%1.18%0.54%
EMN2009-07-232009-07-242009-07-27123.5023.500.00%market19.44%2.07%1.18%0.89%
EXP2009-07-232009-07-242009-07-27128.2428.240.00%market8.00%-5.55%1.18%-6.74%
F2009-07-232009-07-242009-07-2716.906.900.00%market56.25%5.26%1.18%4.08%
FFIN2009-07-232009-07-242009-07-2718.568.560.00%market10.00%2.59%1.18%1.40%
FHI2009-07-232009-07-242009-07-27126.0726.070.00%market4.00%-3.44%1.18%-4.62%
FITB2009-07-232009-07-242009-07-2718.018.010.00%market438.24%8.26%1.18%7.08%
GPN2009-07-232009-07-242009-07-27121.1521.150.00%market4.55%-0.15%1.18%-1.33%
GRC2009-07-232009-07-242009-07-27113.4413.440.00%market5.56%5.26%1.18%4.07%
HSY2009-07-232009-07-242009-07-27140.8540.850.00%market22.86%-0.00%1.18%-1.19%
JBLU2009-07-232009-07-242009-07-2714.904.900.00%market150.00%3.98%1.18%2.80%
JJSF2009-07-232009-07-242009-07-27140.0640.060.00%market23.08%7.66%1.18%6.48%
KLAC2009-07-232009-07-242009-07-2713.113.110.00%market40.00%2.47%1.18%1.29%
KMB2009-07-232009-07-242009-07-27155.0355.030.00%market3.19%1.88%1.18%0.70%
LH2009-07-232009-07-242009-07-27158.6358.630.00%market2.36%-0.08%1.18%-1.27%
MAN2009-07-232009-07-242009-07-27146.3846.380.00%market70.00%4.47%1.18%3.29%
MMM2009-07-232009-07-242009-07-27158.0258.020.00%market27.66%0.64%1.18%-0.54%
MTD2009-07-232009-07-242009-07-27182.6782.670.00%market4.46%1.15%1.18%-0.04%
MYE2009-07-232009-07-242009-07-2719.479.470.00%market12.50%7.19%1.18%6.00%
NFLX2009-07-232009-07-242009-07-2710.630.630.00%market14.29%-5.86%1.18%-7.05%
NUE2009-07-232009-07-242009-07-27144.1644.160.00%market27.12%2.03%1.18%0.85%
NYT2009-07-232009-07-242009-07-2716.466.460.00%market313.44%19.25%1.18%18.07%
OMC2009-07-232009-07-242009-07-27134.3434.340.00%market1.35%-1.38%1.18%-2.56%
OMCL2009-07-232009-07-242009-07-27111.3511.350.00%market25.00%13.12%1.18%11.93%
ORI2009-07-232009-07-242009-07-27110.0710.070.00%market19.23%1.89%1.18%0.70%
OVV2009-07-232009-07-242009-07-271151.20151.200.00%market20.32%-0.56%1.18%-1.75%
OXY2009-07-232009-07-242009-07-27168.6868.680.00%market6.25%1.85%1.18%0.67%
PFS2009-07-232009-07-242009-07-27110.9410.940.00%market10.00%4.20%1.18%3.01%
PM2009-07-232009-07-242009-07-27145.9045.900.00%market7.79%1.64%1.18%0.46%
POOL2009-07-232009-07-242009-07-27122.8022.800.00%market11.24%-1.94%1.18%-3.13%
R2009-07-232009-07-242009-07-27131.1931.190.00%market16.22%8.20%1.18%7.02%
SBSI2009-07-232009-07-242009-07-27116.3616.360.00%market87.50%7.36%1.18%6.17%
T2009-07-232009-07-242009-07-27119.0719.070.00%market5.88%1.74%1.18%0.55%
TBBK2009-07-232009-07-242009-07-2716.226.220.00%market175.02%7.94%1.18%6.76%
TDY2009-07-232009-07-242009-07-27134.6534.650.00%market2.99%-3.71%1.18%-4.89%
TECK2009-07-232009-07-242009-07-27123.7123.710.00%market15.79%2.60%1.18%1.42%
TFII2009-07-232009-07-242009-07-2715.625.620.00%market74.98%6.31%1.18%5.12%
TMO2009-07-232009-07-242009-07-27143.8143.810.00%market12.12%1.06%1.18%-0.12%
UNP2009-07-232009-07-242009-07-27129.3629.360.00%market2.63%-1.63%1.18%-2.82%
UTL2009-07-232009-07-242009-07-27121.9721.970.00%market137.50%0.04%1.18%-1.15%
WWD2009-07-232009-07-242009-07-27119.8819.880.00%market13.89%2.26%1.18%1.08%
ZBH2009-07-232009-07-242009-07-27143.1443.140.00%market4.17%1.78%1.18%0.59%
ASH2009-07-242009-07-272009-07-28314.6814.680.00%market10.99%5.35%0.01%5.34%
AUB2009-07-242009-07-272009-07-28316.0416.040.00%market16.65%-1.60%0.01%-1.61%
DOV2009-07-242009-07-272009-07-28323.5423.540.00%market17.39%-3.29%0.01%-3.30%
EXC2009-07-242009-07-272009-07-28338.2838.280.00%market6.19%-3.21%0.01%-3.22%
IDXX2009-07-242009-07-272009-07-28325.0925.090.00%market7.69%-2.07%0.01%-2.08%
MATX2009-07-242009-07-272009-07-28315.2915.290.00%market47.62%-1.28%0.01%-1.29%
SKY2009-07-242009-07-272009-07-28325.0025.000.00%market15.15%3.86%0.01%3.85%
SLB2009-07-242009-07-272009-07-28357.3757.370.00%market7.94%-4.93%0.01%-4.94%
TROW2009-07-242009-07-272009-07-28345.9745.970.00%market11.76%-0.08%0.01%-0.09%
TT2009-07-242009-07-272009-07-28321.2021.200.00%market28.21%2.16%0.01%2.15%
USLM2009-07-242009-07-272009-07-2839.199.190.00%market17.78%-4.45%0.01%-4.46%
WAB2009-07-242009-07-272009-07-28315.9315.930.00%market3.23%4.36%0.01%4.35%
ACCO2009-07-272009-07-282009-07-2914.324.320.00%market266.67%5.22%-0.01%5.23%
ACH2009-07-272009-07-282009-07-29130.0230.020.00%market7.14%1.25%-0.01%1.27%
AMGN2009-07-272009-07-282009-07-29162.7162.710.00%market11.21%0.73%-0.01%0.74%
BANC2009-07-272009-07-282009-07-2916.856.850.00%market128.57%20.78%-0.01%20.79%
BOH2009-07-272009-07-282009-07-29138.2538.250.00%market8.33%0.24%-0.01%0.25%
CB2009-07-272009-07-282009-07-29147.5047.500.00%market7.73%0.89%-0.01%0.90%
CF2009-07-272009-07-282009-07-29116.0416.040.00%market67.31%-2.97%-0.01%-2.96%
CTS2009-07-272009-07-282009-07-2918.688.680.00%market20.00%0.13%-0.01%0.14%
CW2009-07-272009-07-282009-07-29132.8032.800.00%market1.89%-1.75%-0.01%-1.74%
DAC2009-07-272009-07-282009-07-29159.9259.920.00%market2.53%-13.42%-0.01%-13.41%
DCOM2009-07-272009-07-282009-07-29127.5927.590.00%market5.00%3.52%-0.01%3.53%
EPR2009-07-272009-07-282009-07-29125.6025.600.00%market59.26%1.38%-0.01%1.39%
FNF2009-07-272009-07-282009-07-2918.108.100.00%market2.56%-0.47%-0.01%-0.46%
GABC2009-07-272009-07-282009-07-29110.7210.720.00%market30.77%6.71%-0.01%6.72%
GL2009-07-272009-07-282009-07-29118.5418.540.00%market1.49%-7.65%-0.01%-7.64%
GLW2009-07-272009-07-282009-07-29116.4416.440.00%market21.88%1.97%-0.01%1.98%
IVZ2009-07-272009-07-282009-07-29118.6218.620.00%market12.50%1.14%-0.01%1.15%
J2009-07-272009-07-282009-07-29133.1733.170.00%market1.33%-1.43%-0.01%-1.42%
KRC2009-07-272009-07-282009-07-29121.1521.150.00%market426.67%8.08%-0.01%8.09%
MAS2009-07-272009-07-282009-07-29110.6610.660.00%market1999.45%5.34%-0.01%5.35%
MFA2009-07-272009-07-282009-07-29130.0430.040.00%market16.50%-5.56%-0.01%-5.55%
MTW2009-07-272009-07-282009-07-2915.585.580.00%market46.15%-9.24%-0.01%-9.23%
OLN2009-07-272009-07-282009-07-29113.3813.380.00%market9.09%-2.04%-0.01%-2.03%
ONB2009-07-272009-07-282009-07-29111.4011.400.00%market150.00%-2.64%-0.01%-2.63%
RGA2009-07-272009-07-282009-07-29142.2042.200.00%market29.71%-2.02%-0.01%-2.01%
RYAAY2009-07-272009-07-282009-07-29111.6811.680.00%market40.00%-2.58%-0.01%-2.57%
SLG2009-07-272009-07-282009-07-29125.3025.300.00%market1170.00%0.37%-0.01%0.38%
TFX2009-07-272009-07-282009-07-29149.8049.800.00%market9.09%-0.76%-0.01%-0.75%
VECO2009-07-272009-07-282009-07-29118.1618.160.00%market25.00%9.70%-0.01%9.71%
VZ2009-07-272009-07-282009-07-29128.8528.850.00%market1.61%3.47%-0.01%3.48%
AFG2009-07-282009-07-292009-07-30125.0025.000.00%market8.60%-1.10%1.26%-2.36%
AGCO2009-07-282009-07-292009-07-30130.8930.890.00%market16.36%0.39%1.26%-0.88%
AJG2009-07-282009-07-292009-07-30122.7022.700.00%market2.33%0.78%1.26%-0.48%
AP2009-07-282009-07-292009-07-30123.6423.640.00%market1.32%0.37%1.26%-0.90%
BP2009-07-282009-07-292009-07-30150.2750.270.00%market2.17%-0.90%1.26%-2.16%
CE2009-07-282009-07-292009-07-30124.4024.400.00%market15.22%1.74%1.26%0.48%
CHKP2009-07-282009-07-292009-07-30125.6825.680.00%market4.35%3.64%1.26%2.38%
CMP2009-07-282009-07-292009-07-30150.3250.320.00%market13.33%0.36%1.26%-0.91%
CNC2009-07-282009-07-292009-07-3014.884.880.00%market9.09%2.21%1.26%0.95%
COLM2009-07-282009-07-292009-07-30119.0019.000.00%market33.33%-5.57%1.26%-6.84%
CRI2009-07-282009-07-292009-07-30127.7227.720.00%market228.57%3.58%1.26%2.32%
CX2009-07-282009-07-292009-07-3016.836.830.00%market20.00%0.63%1.26%-0.63%
DB2009-07-282009-07-292009-07-30160.9060.900.00%market131.71%-0.38%1.26%-1.64%
DIN2009-07-282009-07-292009-07-30126.4526.450.00%market105.56%-3.43%1.26%-4.69%
DRH2009-07-282009-07-292009-07-3016.606.600.00%market320.00%3.54%1.26%2.27%
ECL2009-07-282009-07-292009-07-30140.4840.480.00%market4.17%1.93%1.26%0.66%
EEFT2009-07-282009-07-292009-07-30120.9720.970.00%market3.45%-0.10%1.26%-1.36%
EPC2009-07-282009-07-292009-07-30145.1945.190.00%market8.74%4.97%1.26%3.71%
FIS2009-07-282009-07-292009-07-30122.4822.480.00%market16.67%4.53%1.26%3.26%
GPI2009-07-282009-07-292009-07-30127.3027.300.00%market33.33%6.05%1.26%4.79%
IDCC2009-07-282009-07-292009-07-30129.4029.400.00%market11.32%1.29%1.26%0.03%
INGR2009-07-282009-07-292009-07-30127.6427.640.00%market13.33%2.29%1.26%1.03%
KOF2009-07-282009-07-292009-07-30144.3944.390.00%market7.32%2.99%1.26%1.72%
LECO2009-07-282009-07-292009-07-30120.3820.380.00%market41.67%5.10%1.26%3.84%
MCK2009-07-282009-07-292009-07-30150.6950.690.00%market23.26%0.67%1.26%-0.59%
MMSI2009-07-282009-07-292009-07-30114.6514.650.00%market13.33%2.19%1.26%0.93%
MSA2009-07-282009-07-292009-07-30127.5727.570.00%market9.37%3.71%1.26%2.45%
NEU2009-07-282009-07-292009-07-30180.5080.500.00%market57.23%-4.06%1.26%-5.33%
NMM2009-07-282009-07-292009-07-301181.71181.710.00%market1.15%1.30%1.26%0.04%
NOV2009-07-282009-07-292009-07-30133.0533.050.00%market3.45%0.81%1.26%-0.45%
NSC2009-07-282009-07-292009-07-30142.3142.310.00%market3.13%1.41%1.26%0.15%
PCAR2009-07-282009-07-292009-07-30121.6921.690.00%market72.35%5.20%1.26%3.94%
PLD2009-07-282009-07-292009-07-30118.7418.740.00%market1900.00%3.48%1.26%2.21%
PTC2009-07-282009-07-292009-07-30112.3112.310.00%market25.00%5.75%1.26%4.49%
RCI2009-07-282009-07-292009-07-30126.4226.420.00%market10.17%5.65%1.26%4.39%
RNR2009-07-282009-07-292009-07-30152.3152.310.00%market73.08%-4.99%1.26%-6.26%
ROK2009-07-282009-07-292009-07-30140.7440.740.00%market15.00%-0.15%1.26%-1.41%
ROP2009-07-282009-07-292009-07-30146.4146.410.00%market6.35%3.20%1.26%1.93%
SAH2009-07-282009-07-292009-07-30111.0111.010.00%market26.67%4.35%1.26%3.09%
SCL2009-07-282009-07-292009-07-30122.6822.680.00%market70.37%-0.89%1.26%-2.16%
SKT2009-07-282009-07-292009-07-30116.9516.950.00%market300.00%5.62%1.26%4.36%
SPGI2009-07-282009-07-292009-07-30132.7232.720.00%market5.45%-3.83%1.26%-5.09%
SSD2009-07-282009-07-292009-07-30124.6524.650.00%market499.95%14.55%1.26%13.28%
STM2009-07-282009-07-292009-07-3017.497.490.00%market12.50%-0.63%1.26%-1.90%
TEVA2009-07-282009-07-292009-07-30152.8452.840.00%market3.75%-0.14%1.26%-1.40%
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RYN2009-07-302009-07-312009-08-03119.0119.010.00%market20.00%2.64%1.81%0.82%
SBH2009-07-302009-07-312009-08-0316.776.770.00%market6.25%7.58%1.81%5.77%
SHEL2009-07-302009-07-312009-08-03152.0452.040.00%market10.75%2.82%1.81%1.01%
SHOO2009-07-302009-07-312009-08-0316.326.320.00%market30.00%3.70%1.81%1.88%
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TNC2009-07-302009-07-312009-08-03120.6020.600.00%market128.57%17.47%1.81%15.66%
TRP2009-07-302009-07-312009-08-03125.7325.730.00%market7.77%1.80%1.81%-0.01%
TSM2009-07-302009-07-312009-08-03110.7910.790.00%market7.69%-2.05%1.81%-3.86%
VSEC2009-07-302009-07-312009-08-03114.5214.520.00%market53.66%3.83%1.81%2.01%
VTR2009-07-302009-07-312009-08-03130.4930.490.00%market46.15%1.15%1.81%-0.67%
VTRS2009-07-302009-07-312009-08-03113.1613.160.00%market10.34%2.33%1.81%0.52%
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WYNN2009-07-302009-07-312009-08-03149.4149.410.00%market1407.54%8.04%1.81%6.22%
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AIV2009-07-312009-08-032009-08-0431.271.270.00%market303.57%6.20%0.85%5.35%
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AU2009-07-312009-08-032009-08-04339.5139.510.00%market50.00%-0.53%0.85%-1.38%
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DORM2009-07-312009-08-032009-08-0438.308.300.00%market20.00%-3.96%0.85%-4.81%
GHM2009-07-312009-08-032009-08-04314.1114.110.00%market133.33%-2.23%0.85%-3.08%
ITT2009-07-312009-08-032009-08-04318.9518.950.00%market32.50%-1.95%0.85%-2.80%
LEU2009-07-312009-08-032009-08-0431,087.911,087.910.00%market998.53%8.23%0.85%7.38%
MTRN2009-07-312009-08-032009-08-04321.5021.500.00%market73.33%7.53%0.85%6.68%
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SNA2009-07-312009-08-032009-08-04336.0436.040.00%market12.07%1.51%0.85%0.66%
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UCTT2009-08-032009-08-042009-08-0513.993.990.00%market13.64%-5.11%0.42%-5.53%
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COHR2009-08-042009-08-052009-08-06112.3212.320.00%market37.50%-3.18%-0.87%-2.31%
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CTSH2009-08-042009-08-052009-08-06116.7716.770.00%market26.32%1.39%-0.87%2.26%
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DUK2009-08-042009-08-052009-08-06146.5946.590.00%market2.63%-0.62%-0.87%0.26%
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EHC2009-08-042009-08-052009-08-06112.1312.130.00%market62.50%0.15%-0.87%1.02%
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HSIC2009-08-042009-08-052009-08-06119.7719.770.00%market7.89%-0.48%-0.87%0.40%
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IOSP2009-08-042009-08-052009-08-06113.0613.060.00%market100.00%-8.45%-0.87%-7.57%
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LPX2009-08-042009-08-052009-08-0615.235.230.00%market15.15%18.26%-0.87%19.13%
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MDGL2009-08-042009-08-052009-08-06194.8594.850.00%market25.34%0.27%-0.87%1.14%
MDLZ2009-08-042009-08-052009-08-06118.4218.420.00%market3.70%0.66%-0.87%1.53%
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MRCY2009-08-042009-08-052009-08-06110.7010.700.00%market100.00%-10.85%-0.87%-9.97%
NI2009-08-042009-08-052009-08-0615.265.260.00%market199.85%-4.47%-0.87%-3.60%
NKTR2009-08-042009-08-052009-08-061113.70113.700.00%market14.63%-1.55%-0.87%-0.68%
NOA2009-08-042009-08-052009-08-0615.615.610.00%market149.49%7.74%-0.87%8.62%
NPO2009-08-042009-08-052009-08-06120.4620.460.00%market67.86%-1.08%-0.87%-0.20%
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PEGA2009-08-042009-08-052009-08-0617.517.510.00%market150.00%5.89%-0.87%6.77%
POWL2009-08-042009-08-052009-08-06113.0413.040.00%market60.56%2.43%-0.87%3.30%
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SAM2009-08-042009-08-052009-08-06133.6533.650.00%market33.87%5.96%-0.87%6.84%
SPG2009-08-042009-08-052009-08-06156.5556.550.00%market345.16%4.48%-0.87%5.35%
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TDG2009-08-042009-08-052009-08-06144.6344.630.00%market10.13%-0.14%-0.87%0.73%
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UNM2009-08-042009-08-052009-08-06120.3920.390.00%market6.56%-1.67%-0.87%-0.80%
UTI2009-08-042009-08-052009-08-06118.7218.720.00%market392.31%-1.22%-0.87%-0.35%
VICR2009-08-042009-08-052009-08-0617.577.570.00%market372.44%-2.61%-0.87%-1.74%
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WLK2009-08-042009-08-052009-08-06111.6711.670.00%market160.00%-1.04%-0.87%-0.17%
WST2009-08-042009-08-052009-08-06119.7519.750.00%market16.00%0.76%-0.87%1.63%
WTI2009-08-042009-08-052009-08-06111.3811.380.00%market85.42%-1.51%-0.87%-0.63%
ALG2009-08-052009-08-062009-08-07114.4214.420.00%market60.00%-8.63%0.33%-8.96%
AWK2009-08-052009-08-062009-08-07120.2720.270.00%market3.23%-0.79%0.33%-1.12%
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CNP2009-08-052009-08-062009-08-07112.1012.100.00%market4.35%1.88%0.33%1.56%
CPA2009-08-052009-08-062009-08-07144.7044.700.00%market96.88%-2.76%0.33%-3.09%
CSCO2009-08-052009-08-062009-08-07122.0422.040.00%market6.90%0.58%0.33%0.25%
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CXW2009-08-052009-08-062009-08-07118.3518.350.00%market7.14%8.73%0.33%8.40%
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HVT2009-08-052009-08-062009-08-07110.9810.980.00%market13.89%0.36%0.33%0.03%
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KOP2009-08-052009-08-062009-08-07128.8228.820.00%market3.64%-2.95%0.33%-3.27%
LTC2009-08-052009-08-062009-08-07126.0226.020.00%market50.00%0.13%0.33%-0.20%
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MELI2009-08-052009-08-062009-08-07131.2431.240.00%market25.00%8.86%0.33%8.54%
MLR2009-08-052009-08-062009-08-0718.948.940.00%market50.00%1.47%0.33%1.14%
MRSH2009-08-052009-08-062009-08-07122.9022.900.00%market3.13%1.30%0.33%0.97%
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NSIT2009-08-052009-08-062009-08-07110.0010.000.00%market9.68%7.30%0.33%6.97%
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ORA2009-08-052009-08-062009-08-07141.4341.430.00%market25.00%-6.33%0.33%-6.65%
PAA2009-08-052009-08-062009-08-07123.9623.960.00%market15.62%-1.14%0.33%-1.47%
PBH2009-08-052009-08-062009-08-0716.946.940.00%market6.25%4.51%0.33%4.18%
PG2009-08-052009-08-062009-08-07153.8153.810.00%market1.27%-3.41%0.33%-3.74%
PRU2009-08-052009-08-062009-08-07147.0047.000.00%market56.67%1.73%0.33%1.40%
PWR2009-08-052009-08-062009-08-07123.2123.210.00%market6.25%3.91%0.33%3.58%
RDN2009-08-052009-08-062009-08-0716.736.730.00%market278.48%1.39%0.33%1.06%
SCI2009-08-052009-08-062009-08-0716.996.990.00%market71.43%5.34%0.33%5.01%
SHO2009-08-052009-08-062009-08-0715.985.980.00%market204.76%8.93%0.33%8.60%
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SNEX2009-08-052009-08-062009-08-0713.613.610.00%market18.75%2.12%0.33%1.79%
TFSL2009-08-052009-08-062009-08-07111.8511.850.00%market100.00%0.15%0.33%-0.17%
TKC2009-08-052009-08-062009-08-07115.6915.690.00%market3.70%1.75%0.33%1.42%
TS2009-08-052009-08-062009-08-07130.9030.900.00%market45.00%0.81%0.33%0.48%
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WNC2009-08-052009-08-062009-08-0711.751.750.00%market37.89%-3.53%0.33%-3.86%
ZD2009-08-052009-08-062009-08-07120.6420.640.00%market9.09%3.23%0.33%2.90%
ACM2009-08-062009-08-072009-08-10129.7529.750.00%market2.27%2.29%0.05%2.24%
AEE2009-08-062009-08-072009-08-10126.4426.440.00%market11.94%0.09%0.05%0.04%
AER2009-08-062009-08-072009-08-1018.918.910.00%market36.73%6.97%0.05%6.92%
AGI2009-08-062009-08-072009-08-1019.449.440.00%market9.09%-3.81%0.05%-3.86%
AMN2009-08-062009-08-072009-08-1017.357.350.00%market183.33%16.09%0.05%16.04%
ARCC2009-08-062009-08-072009-08-1019.449.440.00%market6.45%4.67%0.05%4.62%
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AROC2009-08-062009-08-072009-08-10111.2411.240.00%market25.81%-6.95%0.05%-7.00%
AWR2009-08-062009-08-072009-08-10117.4817.480.00%market39.13%-1.76%0.05%-1.81%
BKH2009-08-062009-08-072009-08-10126.1326.130.00%market166.67%-0.18%0.05%-0.23%
BMA2009-08-062009-08-072009-08-10118.5618.560.00%market7.46%1.46%0.05%1.41%
BX2009-08-062009-08-072009-08-10114.2314.230.00%market77.78%2.64%0.05%2.59%
BZH2009-08-062009-08-072009-08-10118.5018.500.00%market53.06%6.39%0.05%6.34%
CMCSA2009-08-062009-08-072009-08-1017.517.510.00%market30.77%-0.23%0.05%-0.28%
DAN2009-08-062009-08-072009-08-1014.234.230.00%market276.00%18.34%0.05%18.29%
DIOD2009-08-062009-08-072009-08-10119.0319.030.00%market566.67%4.47%0.05%4.42%
DK2009-08-062009-08-072009-08-1018.318.310.00%market14.29%-3.83%0.05%-3.88%
DXC2009-08-062009-08-072009-08-10124.4724.470.00%market60.38%0.83%0.05%0.78%
EAT2009-08-062009-08-072009-08-10115.4815.480.00%market8.33%-5.20%0.05%-5.25%