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 17: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
EBS2009-08-062009-08-072009-08-10114.6914.690.00%market60.00%18.21%0.05%18.16%
EIG2009-08-062009-08-072009-08-10114.3814.380.00%market16.67%3.38%0.05%3.33%
EOG2009-08-062009-08-072009-08-10139.3039.300.00%market76.19%-3.15%0.05%-3.20%
FBNC2009-08-062009-08-072009-08-10118.5018.500.00%market11.11%0.82%0.05%0.77%
GFF2009-08-062009-08-072009-08-1019.039.030.00%market140.00%7.98%0.05%7.93%
GLP2009-08-062009-08-072009-08-10120.6120.610.00%market200.04%3.49%0.05%3.44%
HBM2009-08-062009-08-072009-08-1017.897.890.00%market427.27%-4.54%0.05%-4.59%
HTGC2009-08-062009-08-072009-08-1019.509.500.00%market13.33%-2.63%0.05%-2.68%
IAG2009-08-062009-08-072009-08-10111.4011.400.00%market50.00%3.58%0.05%3.53%
ICFI2009-08-062009-08-072009-08-10125.5525.550.00%market6.45%0.64%0.05%0.59%
IDA2009-08-062009-08-072009-08-10126.8126.810.00%market28.89%4.67%0.05%4.62%
IMAX2009-08-062009-08-072009-08-1019.739.730.00%market150.00%-7.09%0.05%-7.14%
LUMN2009-08-062009-08-072009-08-10132.2032.200.00%market3.75%-0.72%0.05%-0.77%
LXU2009-08-062009-08-072009-08-10112.5212.520.00%market45.00%-3.79%0.05%-3.84%
MAA2009-08-062009-08-072009-08-10143.8943.890.00%market476.47%1.56%0.05%1.51%
MCHP2009-08-062009-08-072009-08-10113.1413.140.00%market14.29%1.19%0.05%1.14%
MFC2009-08-062009-08-072009-08-10121.2821.280.00%market50.00%-2.68%0.05%-2.73%
MGRC2009-08-062009-08-072009-08-10118.7918.790.00%market3.45%13.15%0.05%13.10%
MPT2009-08-062009-08-072009-08-1017.757.750.00%market35.71%2.48%0.05%2.43%
NFG2009-08-062009-08-072009-08-10140.7540.750.00%market20.45%10.75%0.05%10.70%
NGS2009-08-062009-08-072009-08-10113.8513.850.00%market4.35%-0.46%0.05%-0.51%
NVDA2009-08-062009-08-072009-08-1010.350.350.00%market200.00%-4.22%0.05%-4.27%
ORN2009-08-062009-08-072009-08-10122.1322.130.00%market33.33%-10.04%0.05%-10.09%
PSA2009-08-062009-08-072009-08-10176.0676.060.00%market119.30%-0.72%0.05%-0.77%
PSKY2009-08-062009-08-072009-08-1019.569.560.00%market14.29%16.32%0.05%16.27%
RMD2009-08-062009-08-072009-08-10122.0422.040.00%market14.81%2.17%0.05%2.12%
SKYW2009-08-062009-08-072009-08-10113.7013.700.00%market64.29%0.26%0.05%0.22%
SPH2009-08-062009-08-072009-08-10142.8142.810.00%market36.11%2.77%0.05%2.72%
SSRM2009-08-062009-08-072009-08-10121.0021.000.00%market60.00%-11.05%0.05%-11.10%
TDC2009-08-062009-08-072009-08-10126.9626.960.00%market44.00%-1.51%0.05%-1.56%
TDS2009-08-062009-08-072009-08-10124.5924.590.00%market13.73%-0.18%0.05%-0.23%
TPC2009-08-062009-08-072009-08-10118.5818.580.00%market9.72%2.32%0.05%2.27%
TRI2009-08-062009-08-072009-08-10140.3640.360.00%market36.17%-4.34%0.05%-4.39%
UMH2009-08-062009-08-072009-08-1018.698.690.00%market507.35%2.78%0.05%2.73%
WMB2009-08-062009-08-072009-08-10113.1813.180.00%market25.00%3.62%0.05%3.57%
WPC2009-08-062009-08-072009-08-10126.9526.950.00%market114.29%2.24%0.05%2.19%
AES2009-08-072009-08-102009-08-11313.8313.830.00%market40.00%-2.99%-1.00%-1.99%
AIG2009-08-072009-08-102009-08-11325.1925.190.00%market53.89%-12.57%-1.00%-11.56%
AIT2009-08-072009-08-102009-08-11322.4522.450.00%market40.00%-2.10%-1.00%-1.10%
BN2009-08-072009-08-102009-08-1134.074.070.00%market57.14%-2.31%-1.00%-1.31%
CQP2009-08-072009-08-102009-08-1137.927.920.00%market142.62%1.16%-1.00%2.17%
EIX2009-08-072009-08-102009-08-11331.7131.710.00%market50.00%-0.76%-1.00%0.24%
PLPC2009-08-072009-08-102009-08-11334.4034.400.00%market3.03%-0.16%-1.00%0.84%
RBA2009-08-072009-08-102009-08-11325.6025.600.00%market8.82%0.68%-1.00%1.68%
RDNT2009-08-072009-08-102009-08-1132.612.610.00%market150.00%-3.17%-1.00%-2.16%
SBS2009-08-072009-08-102009-08-1131.171.170.00%market94.71%-1.81%-1.00%-0.81%
SUI2009-08-072009-08-102009-08-11316.9516.950.00%market985.71%-0.75%-1.00%0.25%
TEO2009-08-072009-08-102009-08-11313.6013.600.00%market6.67%2.91%-1.00%3.92%
TU2009-08-072009-08-102009-08-1137.267.260.00%market4.51%-0.79%-1.00%0.21%
BKNG2009-08-102009-08-112009-08-1215.965.960.00%market14.12%-0.27%0.26%-0.53%
CODI2009-08-102009-08-112009-08-1219.579.570.00%market60.00%1.89%0.26%1.63%
CUZ2009-08-102009-08-112009-08-12129.0829.080.00%market190.32%-5.46%0.26%-5.72%
EGY2009-08-102009-08-112009-08-1214.944.940.00%market75.00%-1.11%0.26%-1.37%
ET2009-08-102009-08-112009-08-1216.426.420.00%market9.09%10.18%0.26%9.92%
FLR2009-08-102009-08-112009-08-12157.1757.170.00%market2.20%-4.19%0.26%-4.45%
GGAL2009-08-102009-08-112009-08-1213.813.810.00%market14.29%-0.89%0.26%-1.15%
IESC2009-08-102009-08-112009-08-1218.728.720.00%market1765.67%5.18%0.26%4.92%
IPAR2009-08-102009-08-112009-08-12110.0010.000.00%market40.00%-6.10%0.26%-6.36%
MYRG2009-08-102009-08-112009-08-12121.1021.100.00%market16.67%4.40%0.26%4.14%
NNI2009-08-102009-08-112009-08-12114.4814.480.00%market53.85%-1.69%0.26%-1.95%
QGEN2009-08-102009-08-112009-08-12121.0721.070.00%market9.09%-0.43%0.26%-0.69%
SF2009-08-102009-08-112009-08-12115.7515.750.00%market15.00%3.84%0.26%3.58%
STRL2009-08-102009-08-112009-08-12116.8216.820.00%market94.29%1.80%0.26%1.54%
SYY2009-08-102009-08-112009-08-12125.0025.000.00%market8.16%-0.58%0.26%-0.84%
AMAT2009-08-112009-08-122009-08-13113.4213.420.00%market62.50%4.00%2.02%1.98%
BBAR2009-08-112009-08-122009-08-1314.484.480.00%market121.43%-1.66%2.02%-3.68%
BCH2009-08-112009-08-122009-08-13112.9012.900.00%market7.41%3.85%2.02%1.83%
BR2009-08-112009-08-122009-08-13119.2619.260.00%market5.06%2.86%2.02%0.84%
CORT2009-08-112009-08-122009-08-1311.111.110.00%market9.09%-1.00%2.02%-3.02%
GIC2009-08-112009-08-122009-08-13113.5113.510.00%market3.45%3.08%2.02%1.06%
JAZZ2009-08-112009-08-122009-08-1317.827.820.00%market121.88%-12.76%2.02%-14.78%
PRIM2009-08-112009-08-122009-08-1317.707.700.00%market85.71%0.55%2.02%-1.47%
AAP2009-08-122009-08-132009-08-14143.1243.120.00%market5.95%-0.03%-0.46%0.43%
BAK2009-08-122009-08-132009-08-14110.8010.800.00%market829.97%-7.79%-0.46%-7.32%
BAP2009-08-122009-08-132009-08-14167.8867.880.00%market9.92%5.37%-0.46%5.83%
CACI2009-08-122009-08-132009-08-14148.1248.120.00%market3.26%-4.78%-0.46%-4.31%
CCJ2009-08-122009-08-132009-08-14127.2427.240.00%market169.33%4.42%-0.46%4.88%
ESLT2009-08-122009-08-132009-08-14166.0266.020.00%market29.91%-1.99%-0.46%-1.53%
LHX2009-08-122009-08-132009-08-14135.7135.710.00%market12.35%-6.62%-0.46%-6.16%
M2009-08-122009-08-132009-08-14116.4016.400.00%market33.33%-6.75%-0.46%-6.28%
ADSK2009-08-132009-08-142009-08-17125.2125.210.00%market26.32%-5.53%-3.16%-2.37%
CIG2009-08-132009-08-142009-08-1716.486.480.00%market5.88%-6.74%-3.16%-3.57%
CIG-C2009-08-132009-08-142009-08-1712.852.850.00%market5.00%-2.56%-3.16%0.61%
EXK2009-08-132009-08-142009-08-1712.032.030.00%market33.33%-10.44%-3.16%-7.28%
GIL2009-08-132009-08-142009-08-1719.319.310.00%market6.67%0.22%-3.16%3.38%
KDP2009-08-132009-08-142009-08-1714.044.040.00%market26.53%3.37%-3.16%6.53%
KSS2009-08-132009-08-142009-08-17152.2552.250.00%market1.35%-3.26%-3.16%-0.10%
NTES2009-08-132009-08-142009-08-1718.358.350.00%market22.22%-3.81%-3.16%-0.65%
URBN2009-08-132009-08-142009-08-17128.7828.780.00%market11.54%-5.49%-3.16%-2.32%
WMT2009-08-132009-08-142009-08-17117.2917.290.00%market4.77%-0.68%-3.16%2.48%
PBR-A2009-08-142009-08-172009-08-18333.9333.930.00%market25.00%2.85%0.24%2.60%
A2009-08-172009-08-182009-08-19117.5317.530.00%market36.36%2.92%1.45%1.47%
DDS2009-08-172009-08-182009-08-19110.3510.350.00%market35.71%-2.42%1.45%-3.87%
ADI2009-08-182009-08-192009-08-20125.9825.980.00%market10.00%7.56%2.73%4.83%
HD2009-08-182009-08-192009-08-20126.7526.750.00%market8.47%-0.36%2.73%-3.09%
HPQ2009-08-182009-08-192009-08-20119.3319.330.00%market1.11%3.21%2.73%0.48%
HURN2009-08-182009-08-192009-08-20118.2918.290.00%market4.44%6.41%2.73%3.68%
JKHY2009-08-182009-08-192009-08-20121.9821.980.00%market10.00%7.22%2.73%4.50%
KKR2009-08-182009-08-192009-08-2018.608.600.00%market93.68%3.27%2.73%0.55%
LZB2009-08-182009-08-192009-08-2018.178.170.00%market180.00%2.96%2.73%0.23%
PLAB2009-08-182009-08-192009-08-2014.854.850.00%market31.58%-3.40%2.73%-6.13%
PRGO2009-08-182009-08-192009-08-20127.7127.710.00%market8.70%3.36%2.73%0.64%
TGT2009-08-182009-08-192009-08-20144.0044.000.00%market19.70%2.79%2.73%0.06%
BBWI2009-08-192009-08-202009-08-21111.2911.290.00%market18.75%2.91%2.88%0.03%
DE2009-08-192009-08-202009-08-21143.8243.820.00%market73.68%2.14%2.88%-0.74%
FLO2009-08-192009-08-202009-08-21110.2410.240.00%market15.38%2.24%2.88%-0.63%
NTAP2009-08-192009-08-202009-08-21121.9621.960.00%market10.00%-0.01%2.88%-2.89%
PVH2009-08-192009-08-202009-08-21136.1436.140.00%market36.36%1.15%2.88%-1.73%
SMTC2009-08-192009-08-202009-08-21116.7416.740.00%market12.50%9.64%2.88%6.76%
SNPS2009-08-192009-08-202009-08-21119.9419.940.00%market14.63%6.42%2.88%3.54%
BKE2009-08-202009-08-212009-08-24127.1827.180.00%market3.85%-6.50%1.12%-7.62%
CATO2009-08-202009-08-212009-08-24117.0917.090.00%market3.70%-0.92%1.12%-2.04%
CRM2009-08-202009-08-212009-08-24112.9112.910.00%market14.42%2.07%1.12%0.95%
DKS2009-08-202009-08-212009-08-24121.0021.000.00%market16.13%6.14%1.12%5.02%
HRL2009-08-202009-08-212009-08-2419.419.410.00%market7.69%-0.74%1.12%-1.86%
INTU2009-08-202009-08-212009-08-24129.7729.770.00%market16.67%-4.37%1.12%-5.49%
MZTI2009-08-202009-08-212009-08-24150.2250.220.00%market31.17%4.36%1.12%3.24%
NDSN2009-08-202009-08-212009-08-24127.4627.460.00%market44.00%-0.86%1.12%-1.98%
OTEX2009-08-202009-08-212009-08-2419.699.690.00%market5.88%-7.32%1.12%-8.44%
ROST2009-08-202009-08-212009-08-24111.4711.470.00%market5.00%0.16%1.12%-0.96%
SXI2009-08-202009-08-212009-08-24119.3619.360.00%market462.50%-2.06%1.12%-3.18%
TTC2009-08-202009-08-212009-08-2419.229.220.00%market16.67%3.91%1.12%2.79%
SJM2009-08-212009-08-242009-08-25354.3054.300.00%market15.00%-3.47%-0.22%-3.25%
BMO2009-08-252009-08-262009-08-27147.5347.530.00%market9.38%4.65%0.54%4.11%
DY2009-08-252009-08-262009-08-27114.0814.080.00%market13.33%-16.79%0.54%-17.33%
MDT2009-08-252009-08-262009-08-27137.7437.740.00%market1.28%3.19%0.54%2.64%
DBI2009-08-262009-08-272009-08-2817.547.540.00%market80.00%0.43%0.26%0.17%
DLTR2009-08-262009-08-272009-08-28116.8916.890.00%market16.67%0.79%0.26%0.53%
WSM2009-08-262009-08-272009-08-2818.788.780.00%market155.56%9.13%0.26%8.86%
MRVL2009-08-272009-08-282009-08-31115.6615.660.00%market28.57%-2.72%-1.70%-1.02%
OSIS2009-08-272009-08-282009-08-31117.9817.980.00%market3.57%-6.27%-1.70%-4.58%
RY2009-08-272009-08-282009-08-31152.1252.120.00%market25.61%-1.35%-1.70%0.35%
TD2009-08-272009-08-282009-08-31131.4531.450.00%market21.31%-2.04%-1.70%-0.34%
BNS2009-08-282009-08-312009-09-01341.6841.680.00%market6.02%-4.71%-2.12%-2.59%
FRO2009-08-282009-08-312009-09-013113.40113.400.00%market17900.00%-6.41%-2.12%-4.29%
AX2009-09-012009-09-022009-09-0312.122.120.00%market11.11%1.43%0.87%0.56%
FRO2009-09-012009-09-022009-09-031104.45104.450.00%market12.50%2.82%0.87%1.95%
TTWO2009-09-012009-09-022009-09-03110.1410.140.00%market2.94%5.13%0.87%4.25%
ABM2009-09-022009-09-032009-09-04121.3421.340.00%market2.86%-5.86%1.65%-7.52%
BF-B2009-09-022009-09-032009-09-04112.4112.410.00%market29.41%-1.63%1.65%-3.28%
GEF2009-09-022009-09-032009-09-04148.9348.930.00%market2.33%2.84%1.65%1.19%
LDOS2009-09-022009-09-032009-09-04150.1650.160.00%market1.64%-3.17%1.65%-4.82%
NX2009-09-022009-09-032009-09-04113.6413.640.00%market1700.00%4.15%1.65%2.50%
OXM2009-09-022009-09-032009-09-04116.0516.050.00%market328.57%11.49%1.65%9.84%
CIEN2009-09-032009-09-042009-09-08113.1613.160.00%market61.54%9.55%2.07%7.48%
MEI2009-09-032009-09-042009-09-0819.449.440.00%market99.78%-0.95%2.07%-3.02%
MOV2009-09-032009-09-042009-09-08112.5712.570.00%market128.57%3.32%2.07%1.25%
TK2009-09-032009-09-042009-09-08118.2618.260.00%market57.75%3.95%2.07%1.88%
TNK2009-09-032009-09-042009-09-08169.6069.600.00%market38.81%-0.21%2.07%-2.29%
ULTA2009-09-032009-09-042009-09-08113.2513.250.00%market100.00%12.35%2.07%10.28%
CASY2009-09-082009-09-092009-09-10130.1330.130.00%market45.00%3.19%1.62%1.57%
KFY2009-09-092009-09-102009-09-11114.3314.330.00%market16.67%4.23%0.93%3.29%
SIG2009-09-092009-09-102009-09-11126.7526.750.00%market60.00%-1.71%0.93%-2.64%
UNFI2009-09-092009-09-102009-09-11125.7725.770.00%market2.86%-5.80%0.93%-6.74%
DSGX2009-09-102009-09-112009-09-1415.105.100.00%market42.86%-1.28%0.28%-1.55%
FIZZ2009-09-102009-09-112009-09-1415.145.140.00%market10.00%4.37%0.28%4.10%
LULU2009-09-102009-09-112009-09-14111.1611.160.00%market40.00%5.23%0.28%4.96%
BRC2009-09-112009-09-142009-09-15329.9129.910.00%market2.38%0.50%1.77%-1.27%
CPB2009-09-112009-09-142009-09-15332.4432.440.00%market15.38%-0.47%1.77%-2.24%
ADBE2009-09-152009-09-162009-09-17133.5833.580.00%market2.94%-2.30%1.00%-3.30%
MLKN2009-09-162009-09-172009-09-18118.1218.120.00%market15.79%-4.63%-0.42%-4.21%
EBF2009-09-212009-09-222009-09-23115.4015.400.00%market42.31%4.25%-0.84%5.09%
SNX2009-09-212009-09-222009-09-23116.5116.510.00%market9.84%-3.55%-0.84%-2.71%
AIR2009-09-222009-09-232009-09-24119.6719.670.00%market8.00%3.97%-2.15%6.12%
CAG2009-09-222009-09-232009-09-24117.1117.110.00%market11.76%-1.79%-2.15%0.36%
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AGNC2009-10-202009-10-212009-10-22128.3428.340.00%market40.00%1.91%0.27%1.65%
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BANR2009-10-202009-10-212009-10-22116.8716.870.00%market51.50%23.97%0.27%23.70%
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FCFS2009-10-202009-10-212009-10-22118.3218.320.00%market2.94%1.16%0.27%0.89%
FULT2009-10-202009-10-212009-10-2217.507.500.00%market42.86%13.63%0.27%13.37%
GILD2009-10-202009-10-212009-10-22122.6422.640.00%market14.71%-1.60%0.27%-1.87%
ISRG2009-10-202009-10-212009-10-22127.2927.290.00%market12.50%5.40%0.27%5.13%
ITW2009-10-202009-10-212009-10-22148.3448.340.00%market18.87%0.75%0.27%0.48%
LMT2009-10-202009-10-212009-10-22171.3471.340.00%market13.11%0.24%0.27%-0.03%
MANH2009-10-202009-10-212009-10-2215.635.630.00%market159.07%4.48%0.27%4.21%
MLI2009-10-202009-10-212009-10-2213.283.280.00%market127.27%1.73%0.27%1.46%
MTB2009-10-202009-10-212009-10-22167.2967.290.00%market46.97%2.38%0.27%2.12%
NBR2009-10-202009-10-212009-10-2211,095.501,095.500.00%market4311.76%6.97%0.27%6.71%
PFE2009-10-202009-10-212009-10-22117.0617.060.00%market6.25%-2.50%0.27%-2.77%
PH2009-10-202009-10-212009-10-22157.5057.500.00%market164.71%0.32%0.27%0.05%
PNR2009-10-202009-10-212009-10-22122.4522.450.00%market2.44%-3.08%0.27%-3.35%
RTX2009-10-202009-10-212009-10-22138.4238.420.00%market1.79%1.07%0.27%0.81%
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SHW2009-10-202009-10-212009-10-22119.7219.720.00%market11.11%-1.47%0.27%-1.74%
STT2009-10-202009-10-212009-10-22148.1648.160.00%market0.96%-3.17%0.27%-3.44%
STX2009-10-202009-10-212009-10-22115.2015.200.00%market23.40%4.64%0.27%4.37%
TIGO2009-10-202009-10-212009-10-22172.1272.120.00%market5.65%-2.93%0.27%-3.19%
TPR2009-10-202009-10-212009-10-22133.4133.410.00%market12.82%4.12%0.27%3.85%
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ABCB2009-10-212009-10-222009-10-2316.166.160.00%market45.45%-0.26%-0.10%-0.16%
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AMP2009-10-212009-10-222009-10-23137.3637.360.00%market56.25%-0.88%-0.10%-0.77%
APD2009-10-212009-10-222009-10-23175.1875.180.00%market2.68%-0.33%-0.10%-0.22%
ARCB2009-10-212009-10-222009-10-23128.7128.710.00%market36.11%-5.19%-0.10%-5.08%
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CSGP2009-10-212009-10-222009-10-2314.164.160.00%market7.93%-1.54%-0.10%-1.44%
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FCX2009-10-212009-10-222009-10-23140.3640.360.00%market53.73%0.69%-0.10%0.79%
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ICLR2009-10-212009-10-222009-10-23124.5524.550.00%market17.65%6.54%-0.10%6.64%
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LOGI2009-10-212009-10-222009-10-23119.7419.740.00%market120.00%-5.06%-0.10%-4.96%
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MO2009-10-212009-10-222009-10-23118.1718.170.00%market4.35%-1.42%-0.10%-1.32%
MS2009-10-212009-10-222009-10-23134.1534.150.00%market40.74%2.39%-0.10%2.49%
MSM2009-10-212009-10-222009-10-23147.8547.850.00%market13.89%-0.83%-0.10%-0.73%
NOC2009-10-212009-10-222009-10-23144.8444.840.00%market28.81%0.37%-0.10%0.47%
NVR2009-10-212009-10-222009-10-231697.50697.500.00%market52.50%2.98%-0.10%3.08%
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RRC2009-10-212009-10-222009-10-23157.6057.600.00%market18.18%-4.65%-0.10%-4.55%
RUSHA2009-10-212009-10-222009-10-2315.295.290.00%market24.15%-3.12%-0.10%-3.02%
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SWK2009-10-212009-10-222009-10-23147.2547.250.00%market24.19%0.03%-0.10%0.13%
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WFC2009-10-212009-10-222009-10-23128.7928.790.00%market51.35%1.74%-0.10%1.84%
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AXP2009-10-222009-10-232009-10-26136.1936.190.00%market42.11%-3.72%-2.53%-1.19%
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BLDR2009-10-222009-10-232009-10-2614.474.470.00%market18.18%-1.22%-2.53%1.32%
BMY2009-10-222009-10-232009-10-26122.5622.560.00%market1.96%-2.94%-2.53%-0.40%
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CBU2009-10-222009-10-232009-10-26117.4217.420.00%market8.57%5.81%-2.53%8.35%
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EFSC2009-10-232009-10-262009-10-2738.308.300.00%market726.45%3.63%-1.65%5.28%
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MSFT2009-10-232009-10-262009-10-27328.1328.130.00%market25.00%1.54%-1.65%3.18%
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ACGL2009-10-262009-10-272009-10-2817.567.560.00%market3.70%-1.03%-2.45%1.42%
AFG2009-10-262009-10-272009-10-28124.8924.890.00%market16.30%0.18%-2.45%2.63%
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BIDU2009-10-262009-10-272009-10-28135.5735.570.00%market13.05%11.46%-2.45%13.91%
BOH2009-10-262009-10-272009-10-28144.4944.490.00%market11.76%0.98%-2.45%3.43%
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CXT2009-10-262009-10-272009-10-2819.609.600.00%market25.00%7.61%-2.45%10.06%
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GLW2009-10-262009-10-272009-10-28115.5215.520.00%market7.69%-4.80%-2.45%-2.36%
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QCRH2009-10-262009-10-272009-10-2819.939.930.00%market131.58%-0.10%-2.45%2.35%
RGA2009-10-262009-10-272009-10-28147.9547.950.00%market1.96%-1.64%-2.45%0.80%
SLG2009-10-262009-10-272009-10-28144.1644.160.00%market642.86%-8.93%-2.45%-6.48%
SPGI2009-10-262009-10-272009-10-28129.4629.460.00%market1.90%-0.91%-2.45%1.53%
TBBK2009-10-262009-10-272009-10-2815.255.250.00%market633.94%-2.77%-2.45%-0.32%
VECO2009-10-262009-10-272009-10-28125.4225.420.00%market2460.00%-4.80%-2.45%-2.35%
VZ2009-10-262009-10-272009-10-28127.0927.090.00%market1.69%3.19%-2.45%5.63%
WCN2009-10-262009-10-272009-10-28114.1414.140.00%market7.89%0.11%-2.45%2.56%
WTW2009-10-262009-10-272009-10-28166.6866.680.00%market43.24%4.19%-2.45%6.64%
AGCO2009-10-272009-10-282009-10-29128.5028.500.00%market271.43%1.83%0.47%1.36%
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BXP2009-10-272009-10-282009-10-29159.8359.830.00%market222.86%2.01%0.47%1.53%
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CMP2009-10-272009-10-282009-10-29162.8662.860.00%market10.00%3.13%0.47%2.66%
CRS2009-10-272009-10-282009-10-29123.1623.160.00%market19.23%-3.99%0.47%-4.46%
CTS2009-10-272009-10-282009-10-2917.617.610.00%market85.71%20.79%0.47%20.32%
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HWKN2009-10-272009-10-282009-10-29110.8310.830.00%market17.86%-0.01%0.47%-0.48%
INGR2009-10-272009-10-282009-10-29130.7530.750.00%market11.11%-6.96%0.47%-7.43%
KOF2009-10-272009-10-282009-10-29153.0053.000.00%market42.62%2.54%0.47%2.07%
KWR2009-10-272009-10-282009-10-29118.5018.500.00%market48.57%5.09%0.47%4.62%
LHX2009-10-272009-10-282009-10-29141.4941.490.00%market9.21%1.71%0.47%1.24%
MCK2009-10-272009-10-282009-10-29160.5160.510.00%market4.90%-2.76%0.47%-3.23%
MMSI2009-10-272009-10-282009-10-29113.7013.700.00%market13.33%2.35%0.47%1.88%
MRCY2009-10-272009-10-282009-10-29110.2710.270.00%market216.67%7.59%0.47%7.12%
NSC2009-10-272009-10-282009-10-29147.3547.350.00%market2.53%-0.56%0.47%-1.04%
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PAC2009-10-272009-10-282009-10-29125.9325.930.00%market40.00%0.25%0.47%-0.22%
PCAR2009-10-272009-10-282009-10-29125.0725.070.00%market137.15%1.62%0.47%1.14%
PDFS2009-10-272009-10-282009-10-2913.813.810.00%market133.33%-5.09%0.47%-5.56%
PTC2009-10-272009-10-282009-10-29116.1916.190.00%market7.14%-2.39%0.47%-2.86%
RCI2009-10-272009-10-282009-10-29128.8528.850.00%market54.72%0.39%0.47%-0.09%
RNR2009-10-272009-10-282009-10-29156.4556.450.00%market43.66%-4.53%0.47%-5.00%
SKT2009-10-272009-10-282009-10-29118.6718.670.00%market256.81%2.79%0.47%2.32%
SMCI2009-10-272009-10-282009-10-2910.890.890.00%market66.67%-6.53%0.47%-7.00%
SMP2009-10-272009-10-282009-10-2919.969.960.00%market38.89%-1.10%0.47%-1.58%
TNC2009-10-272009-10-282009-10-29131.7731.770.00%market50.00%-11.75%0.47%-12.22%
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TRMK2009-10-272009-10-282009-10-29119.0019.000.00%market34.48%2.32%0.47%1.85%
TXT2009-10-272009-10-282009-10-29119.3119.310.00%market530.25%-1.65%0.47%-2.12%
UAA2009-10-272009-10-282009-10-2913.553.550.00%market40.00%-3.30%0.47%-3.77%
UMBF2009-10-272009-10-282009-10-29140.7640.760.00%market20.41%1.20%0.47%0.73%
USLM2009-10-272009-10-282009-10-2917.207.200.00%market45.83%-2.18%0.47%-2.65%
USNA2009-10-272009-10-282009-10-29117.9017.900.00%market4.00%-15.72%0.47%-16.19%
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VSH2009-10-272009-10-282009-10-2916.136.130.00%market71.43%-1.24%0.47%-1.71%
WAT2009-10-272009-10-282009-10-29158.7958.790.00%market5.19%-1.63%0.47%-2.10%
WTS2009-10-272009-10-282009-10-29129.7029.700.00%market27.03%-1.72%0.47%-2.19%
WYNN2009-10-272009-10-282009-10-29156.9956.990.00%market120.00%-1.33%0.47%-1.80%
ACCO2009-10-282009-10-292009-10-3016.226.220.00%market21.05%-2.67%-1.55%-1.12%
AEIS2009-10-282009-10-292009-10-30112.4212.420.00%market28.57%-1.79%-1.55%-0.24%
AFL2009-10-282009-10-292009-10-30121.0721.070.00%market5.00%-1.62%-1.55%-0.07%
AIZ2009-10-282009-10-292009-10-30130.0930.090.00%market13.83%-0.63%-1.55%0.92%
AMG2009-10-282009-10-292009-10-30163.1463.140.00%market0.96%0.45%-1.55%2.00%
ARW2009-10-282009-10-292009-10-30125.8125.810.00%market12.12%-1.92%-1.55%-0.37%
ASH2009-10-282009-10-292009-10-30117.7317.730.00%market6.67%-4.78%-1.55%-3.23%
AVA2009-10-282009-10-292009-10-30119.9419.940.00%market36.36%-5.01%-1.55%-3.47%
AVB2009-10-282009-10-292009-10-30170.0770.070.00%market131.91%-1.94%-1.55%-0.39%
BDC2009-10-282009-10-292009-10-30124.2224.220.00%market17.39%-5.34%-1.55%-3.79%
BLKB2009-10-282009-10-292009-10-30121.6021.600.00%market18.18%2.63%-1.55%4.18%