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 2: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
LUMN2006-11-022006-11-032006-11-06141.9141.910.00%market8.20%-2.32%0.59%-2.91%
MAA2006-11-022006-11-032006-11-06161.0761.070.00%market12.50%-0.28%0.59%-0.87%
MGM2006-11-022006-11-032006-11-06144.5044.500.00%market31.71%0.19%0.59%-0.40%
MGRC2006-11-022006-11-032006-11-06126.0326.030.00%market28.21%7.01%0.59%6.42%
MORN2006-11-022006-11-032006-11-06142.9542.950.00%market3.57%6.49%0.59%5.90%
MTD2006-11-022006-11-032006-11-06174.9574.950.00%market12.35%-1.03%0.59%-1.62%
NI2006-11-022006-11-032006-11-0619.359.350.00%market42.86%-1.92%0.59%-2.51%
NKTR2006-11-022006-11-032006-11-061220.65220.650.00%market48.65%-0.64%0.59%-1.23%
NRP2006-11-022006-11-032006-11-061258.70258.700.00%market22.13%1.33%0.59%0.74%
PAA2006-11-022006-11-032006-11-06123.3423.340.00%market14.29%0.89%0.59%0.30%
PSKY2006-11-022006-11-032006-11-06128.7428.740.00%market5.00%1.33%0.59%0.74%
QCOM2006-11-022006-11-032006-11-06136.2936.290.00%market2.44%-0.51%0.59%-1.10%
RIG2006-11-022006-11-032006-11-06173.3573.350.00%market16.90%4.22%0.59%3.63%
RWT2006-11-022006-11-032006-11-06154.2554.250.00%market17.65%4.69%0.59%4.10%
SRE2006-11-022006-11-032006-11-06126.4926.490.00%market32.29%-1.72%0.59%-2.31%
STN2006-11-022006-11-032006-11-0619.889.880.00%market14.29%1.62%0.59%1.03%
SWX2006-11-022006-11-032006-11-06135.0835.080.00%market21.21%2.75%0.59%2.16%
TPC2006-11-022006-11-032006-11-06127.3927.390.00%market20.00%9.21%0.59%8.62%
UL2006-11-022006-11-032006-11-06129.5729.570.00%market131.11%1.73%0.59%1.14%
VIAV2006-11-022006-11-032006-11-0619.049.040.00%market254.61%6.19%0.59%5.60%
WDC2006-11-022006-11-032006-11-06114.3614.360.00%market12.20%-0.80%0.59%-1.39%
WLK2006-11-022006-11-032006-11-06115.2815.280.00%market11.63%0.23%0.59%-0.36%
WMB2006-11-022006-11-032006-11-06119.6019.600.00%market7.69%1.28%0.59%0.69%
WST2006-11-022006-11-032006-11-06122.4022.400.00%market18.75%3.16%0.59%2.57%
WTM2006-11-022006-11-032006-11-061574.00574.000.00%market78.05%-0.12%0.59%-0.71%
ABR2006-11-032006-11-062006-11-07327.5527.550.00%market6.90%1.17%1.20%-0.03%
AEE2006-11-032006-11-062006-11-07353.7753.770.00%market4.41%0.16%1.20%-1.04%
B2006-11-032006-11-062006-11-07330.8430.840.00%market74.07%-2.30%1.20%-3.51%
BHP2006-11-032006-11-062006-11-07336.0236.020.00%market18.62%1.23%1.20%0.03%
BN2006-11-032006-11-062006-11-0735.905.900.00%market63.64%3.63%1.20%2.42%
BRK-A2006-11-032006-11-062006-11-073106,000.00106,000.000.00%market35.48%0.84%1.20%-0.36%
BRK-B2006-11-032006-11-062006-11-07371.2871.280.00%market35.48%0.10%1.20%-1.11%
EIX2006-11-032006-11-062006-11-07344.4744.470.00%market6.45%1.07%1.20%-0.14%
EVRG2006-11-032006-11-062006-11-07324.9924.990.00%market28.57%0.62%1.20%-0.58%
KGC2006-11-032006-11-062006-11-07312.0612.060.00%market18.18%-3.09%1.20%-4.29%
MAC2006-11-032006-11-062006-11-07377.8677.860.00%market454.55%-1.89%1.20%-3.09%
NRG2006-11-032006-11-062006-11-07326.3826.380.00%market61.22%2.06%1.20%0.86%
RBC2006-11-032006-11-062006-11-07348.8548.850.00%market16.13%-0.20%1.20%-1.41%
TU2006-11-032006-11-062006-11-07312.4812.480.00%market26.29%-2.10%1.20%-3.31%
ACAD2006-11-062006-11-072006-11-08110.4410.440.00%market5.00%-6.61%0.51%-7.13%
AES2006-11-062006-11-072006-11-08122.4522.450.00%market28.57%-0.28%0.51%-0.79%
AFG2006-11-062006-11-072006-11-08132.1732.170.00%market5.33%1.64%0.51%1.13%
CRL2006-11-062006-11-072006-11-08142.6542.650.00%market3.70%4.03%0.51%3.51%
CUZ2006-11-062006-11-072006-11-08194.1494.140.00%market1652.94%0.62%0.51%0.11%
CVLT2006-11-062006-11-072006-11-08119.7519.750.00%market20.00%-9.47%0.51%-9.98%
CXW2006-11-062006-11-072006-11-08124.2524.250.00%market5.00%-2.49%0.51%-3.01%
DLR2006-11-062006-11-072006-11-08133.7833.780.00%market328.57%-0.60%0.51%-1.12%
EGO2006-11-062006-11-072006-11-08123.8523.850.00%market25.00%2.42%0.51%1.90%
FLR2006-11-062006-11-072006-11-08139.5339.530.00%market366.67%4.34%0.51%3.83%
HLF2006-11-062006-11-072006-11-08110.0010.000.00%market8.33%-3.45%0.51%-3.96%
KOP2006-11-062006-11-072006-11-08121.0521.050.00%market81.82%3.23%0.51%2.71%
MCY2006-11-062006-11-072006-11-08155.1455.140.00%market7.96%0.92%0.51%0.40%
MIDD2006-11-062006-11-072006-11-08112.4812.480.00%market19.05%10.16%0.51%9.64%
MT2006-11-062006-11-072006-11-081124.96124.960.00%market2.27%-0.22%0.51%-0.73%
NNN2006-11-062006-11-072006-11-08122.0822.080.00%market16.67%0.53%0.51%0.02%
NSIT2006-11-062006-11-072006-11-08120.5320.530.00%market5.88%7.50%0.51%6.98%
OLED2006-11-062006-11-072006-11-08111.5811.580.00%market25.00%8.10%0.51%7.59%
REGN2006-11-062006-11-072006-11-08123.1023.100.00%market14.29%-0.62%0.51%-1.13%
RHP2006-11-062006-11-072006-11-08147.2547.250.00%market200.00%3.46%0.51%2.94%
RYAAY2006-11-062006-11-072006-11-08114.5214.520.00%market12.35%2.93%0.51%2.42%
TIMB2006-11-062006-11-072006-11-08121.1121.110.00%market115.38%-6.45%0.51%-6.96%
ATO2006-11-072006-11-082006-11-09131.1831.180.00%market16.67%2.02%0.13%1.89%
BFS2006-11-072006-11-082006-11-09148.4048.400.00%market5.71%0.31%0.13%0.18%
BZH2006-11-072006-11-082006-11-091207.25207.250.00%market33.05%-2.54%0.13%-2.67%
CHD2006-11-072006-11-082006-11-09110.4510.450.00%market16.67%-0.29%0.13%-0.42%
EMR2006-11-072006-11-082006-11-09143.6743.670.00%market3.33%-0.24%0.13%-0.37%
GGB2006-11-072006-11-082006-11-0916.096.090.00%market4.17%0.56%0.13%0.43%
SAM2006-11-072006-11-082006-11-09135.2135.210.00%market24.24%-0.87%0.13%-1.00%
STE2006-11-072006-11-082006-11-09125.3125.310.00%market13.64%-1.01%0.13%-1.14%
TEVA2006-11-072006-11-082006-11-09132.1532.150.00%market17.46%-1.47%0.13%-1.60%
TG2006-11-072006-11-082006-11-09117.4517.450.00%market18.18%7.58%0.13%7.45%
THC2006-11-072006-11-082006-11-09127.9627.960.00%market20.00%3.91%0.13%3.78%
TM2006-11-072006-11-082006-11-091122.00122.000.00%market10.00%0.22%0.13%0.09%
WEX2006-11-072006-11-082006-11-09127.6127.610.00%market8.33%6.02%0.13%5.89%
WYNN2006-11-072006-11-082006-11-09175.7075.700.00%market10583.33%4.00%0.13%3.86%
AAON2006-11-082006-11-092006-11-1013.293.290.00%market14.29%4.46%-0.55%5.01%
AMKR2006-11-082006-11-092006-11-1018.308.300.00%market8.00%2.43%-0.55%2.98%
ATRC2006-11-082006-11-092006-11-1018.208.200.00%market35.00%3.56%-0.55%4.11%
BKNG2006-11-082006-11-092006-11-1011.741.740.00%market7.46%-7.00%-0.55%-6.44%
CLH2006-11-082006-11-092006-11-10120.6520.650.00%market75.86%3.00%-0.55%3.55%
CLMT2006-11-082006-11-092006-11-10133.1033.100.00%market19.48%-1.61%-0.55%-1.06%
CRVL2006-11-082006-11-092006-11-1015.055.050.00%market21.43%2.47%-0.55%3.03%
CSCO2006-11-082006-11-092006-11-10127.4427.440.00%market6.90%-2.65%-0.55%-2.10%
ENS2006-11-082006-11-092006-11-10115.0515.050.00%market9.09%0.90%-0.55%1.45%
EVR2006-11-082006-11-092006-11-10131.6031.600.00%market55.56%1.80%-0.55%2.35%
JJSF2006-11-082006-11-092006-11-10135.0835.080.00%market10.71%2.12%-0.55%2.68%
NGS2006-11-082006-11-092006-11-10115.1715.170.00%market53.85%-0.89%-0.55%-0.34%
PCG2006-11-082006-11-092006-11-10143.7443.740.00%market28.36%1.43%-0.55%1.99%
RL2006-11-082006-11-092006-11-10175.8775.870.00%market20.75%-1.51%-0.55%-0.96%
RMD2006-11-082006-11-092006-11-10123.1023.100.00%market6.25%-0.10%-0.55%0.45%
SIRI2006-11-082006-11-092006-11-10142.3042.300.00%market14.29%-2.46%-0.55%-1.91%
SRPT2006-11-082006-11-092006-11-10123.1623.160.00%market7.14%-2.95%-0.55%-2.40%
SSRM2006-11-082006-11-092006-11-10125.0025.000.00%market67.77%1.98%-0.55%2.53%
TCOM2006-11-082006-11-092006-11-1016.386.380.00%market702.62%12.91%-0.55%13.46%
TS2006-11-082006-11-092006-11-10143.3743.370.00%market8.00%2.99%-0.55%3.54%
UHAL2006-11-082006-11-092006-11-1018.358.350.00%market13.08%8.00%-0.55%8.56%
VALE2006-11-082006-11-092006-11-10113.7013.700.00%market17.65%-2.14%-0.55%-1.59%
AIG2006-11-092006-11-102006-11-1311,221.231,221.230.00%market7.67%2.29%0.32%1.97%
BHC2006-11-092006-11-102006-11-13116.2716.270.00%market27.69%1.56%0.32%1.24%
CAE2006-11-092006-11-102006-11-13150.8350.830.00%market7.60%1.41%0.32%1.10%
DIS2006-11-092006-11-102006-11-13132.6932.690.00%market5.88%-1.60%0.32%-1.92%
DLB2006-11-092006-11-102006-11-13123.7523.750.00%market100.00%14.85%0.32%14.53%
EGY2006-11-092006-11-102006-11-1318.488.480.00%market15.79%-3.87%0.32%-4.19%
EXPE2006-11-092006-11-102006-11-13116.8116.810.00%market13.33%-1.35%0.32%-1.67%
GEO2006-11-092006-11-102006-11-13113.0213.020.00%market7.14%0.16%0.32%-0.16%
GLP2006-11-092006-11-102006-11-13123.3523.350.00%market1250.00%4.40%0.32%4.08%
GT2006-11-092006-11-102006-11-13117.6017.600.00%market75.00%3.54%0.32%3.22%
KSS2006-11-092006-11-102006-11-13172.1072.100.00%market6.25%-0.00%0.32%-0.32%
MNST2006-11-092006-11-102006-11-1312.112.110.00%market20.00%3.69%0.32%3.37%
NFG2006-11-092006-11-102006-11-13138.0238.020.00%market28.57%-1.10%0.32%-1.42%
NVDA2006-11-092006-11-102006-11-1310.580.580.00%market16.67%2.79%0.32%2.47%
TEO2006-11-092006-11-102006-11-13115.9315.930.00%market22.22%-2.49%0.32%-2.80%
URBN2006-11-092006-11-102006-11-13121.5521.550.00%market16.67%0.60%0.32%0.28%
VCEL2006-11-092006-11-102006-11-131246.40246.400.00%market25.00%-4.65%0.32%-4.96%
WTI2006-11-092006-11-102006-11-13135.6935.690.00%market24.56%-5.76%0.32%-6.08%
E2006-11-102006-11-132006-11-14363.4963.490.00%market9.04%0.61%1.04%-0.43%
HBM2006-11-102006-11-132006-11-14316.3116.310.00%market22.22%-4.82%1.04%-5.86%
VIV2006-11-102006-11-132006-11-14324.2824.280.00%market25.42%0.56%1.04%-0.48%
DDS2006-11-132006-11-142006-11-15132.0132.010.00%market3156.70%12.36%0.76%11.61%
DKS2006-11-132006-11-142006-11-15126.2326.230.00%market206.61%3.98%0.76%3.22%
QGEN2006-11-132006-11-142006-11-15116.4316.430.00%market7.14%-2.96%0.76%-3.72%
WWD2006-11-132006-11-142006-11-15118.5718.570.00%market4.17%-0.53%0.76%-1.29%
AEO2006-11-142006-11-152006-11-16129.9429.940.00%market2.33%-1.04%0.58%-1.62%
ANF2006-11-142006-11-152006-11-16174.0074.000.00%market0.91%-1.90%0.58%-2.48%
ANIP2006-11-142006-11-152006-11-16157.9657.960.00%market73.91%-2.58%0.58%-3.16%
CATO2006-11-142006-11-152006-11-16124.7624.760.00%market5.88%-0.99%0.58%-1.57%
DHI2006-11-142006-11-152006-11-16124.5024.500.00%market27.54%1.74%0.58%1.16%
ESE2006-11-142006-11-152006-11-16142.4842.480.00%market11.11%11.84%0.58%11.25%
ESLT2006-11-142006-11-152006-11-16131.4531.450.00%market7.14%3.14%0.58%2.56%
GIB2006-11-142006-11-152006-11-1616.306.300.00%market7.69%4.82%0.58%4.24%
LZB2006-11-142006-11-152006-11-16112.8512.850.00%market242.86%2.16%0.58%1.58%
MED2006-11-142006-11-152006-11-16110.5010.500.00%market22.22%-4.00%0.58%-4.59%
PPC2006-11-142006-11-152006-11-16125.0025.000.00%market100.00%-2.54%0.58%-3.12%
TGT2006-11-142006-11-152006-11-16158.9158.910.00%market7.27%-0.71%0.58%-1.29%
WMT2006-11-142006-11-152006-11-16115.9215.920.00%market7.47%0.21%0.58%-0.37%
BRC2006-11-152006-11-162006-11-17140.5040.500.00%market5.00%-0.50%-0.01%-0.48%
CPA2006-11-152006-11-162006-11-17144.1744.170.00%market10.13%2.80%-0.01%2.81%
CRM2006-11-152006-11-162006-11-17110.2510.250.00%market10.31%1.66%-0.01%1.67%
JCI2006-11-152006-11-162006-11-17121.6021.600.00%market4.39%0.13%-0.01%0.15%
NTAP2006-11-152006-11-162006-11-17137.9637.960.00%market12.00%5.17%-0.01%5.18%
SBS2006-11-152006-11-162006-11-1711.021.020.00%market30.00%-2.65%-0.01%-2.63%
TTEK2006-11-152006-11-162006-11-1713.623.620.00%market11.11%-1.48%-0.01%-1.47%
BKE2006-11-162006-11-172006-11-20119.5319.530.00%market17.65%0.46%0.41%0.06%
HP2006-11-162006-11-172006-11-20125.1425.140.00%market18.92%-0.94%0.41%-1.34%
HPQ2006-11-162006-11-172006-11-20118.1918.190.00%market6.25%-0.98%0.41%-1.39%
KLIC2006-11-162006-11-172006-11-2018.398.390.00%market55.56%-2.01%0.41%-2.41%
SBUX2006-11-162006-11-172006-11-20118.5118.510.00%market12.50%-0.80%0.41%-1.21%
SPH2006-11-162006-11-172006-11-20137.1937.190.00%market20.48%-0.21%0.41%-0.61%
WSM2006-11-162006-11-172006-11-20115.7015.700.00%market4.17%-3.73%0.41%-4.14%
CPB2006-11-202006-11-212006-11-22137.3937.390.00%market8.20%0.19%0.31%-0.11%
LOW2006-11-202006-11-212006-11-22130.5030.500.00%market6.98%-0.62%0.31%-0.93%
MDT2006-11-202006-11-212006-11-22152.5052.500.00%market5.36%2.51%0.31%2.20%
PVH2006-11-202006-11-212006-11-22148.9548.950.00%market5.95%3.48%0.31%3.17%
CAL2006-11-212006-11-222006-11-24130.5430.540.00%market10.71%1.31%-0.28%1.59%
CAR2006-11-212006-11-222006-11-24120.5020.500.00%market4.26%0.92%-0.28%1.21%
DE2006-11-212006-11-222006-11-24148.4548.450.00%market27.66%0.02%-0.28%0.31%
GCO2006-11-212006-11-222006-11-24138.7138.710.00%market5.08%-0.15%-0.28%0.13%
BRT2006-11-222006-11-242006-11-27230.8330.830.00%market18.03%0.61%-1.30%1.91%
DCI2006-11-272006-11-282006-11-29119.1519.150.00%market4.76%-9.81%1.61%-11.43%
BMO2006-11-282006-11-292006-11-30160.9060.900.00%market6.36%-1.71%0.76%-2.47%
DBI2006-11-292006-11-302006-12-01118.8818.880.00%market38.46%1.38%-0.16%1.54%
SNPS2006-11-292006-11-302006-12-01125.4625.460.00%market10.53%-0.04%-0.16%0.12%
CAKE2006-11-302006-12-012006-12-04127.9327.930.00%market7.14%-3.25%0.54%-3.79%
DSGX2006-11-302006-12-012006-12-0413.833.830.00%market66.67%-0.10%0.54%-0.64%
RY2006-11-302006-12-012006-12-04146.9246.920.00%market7.50%1.43%0.54%0.89%
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AYI2007-01-042007-01-052007-01-08143.0843.080.00%market20.31%0.43%-0.10%0.53%
MSM2007-01-042007-01-052007-01-08141.9141.910.00%market3.45%2.72%-0.10%2.81%
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TISI2007-01-082007-01-092007-01-101180.00180.000.00%market19.83%-9.57%0.16%-9.73%
HWM2007-01-092007-01-102007-01-11155.2955.290.00%market14.43%2.77%1.12%1.65%
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LPL2007-01-152007-01-162007-01-17115.4015.400.00%market5.26%-3.61%-0.03%-3.57%
FUL2007-01-162007-01-172007-01-18127.9627.960.00%market4.35%-1.71%-0.22%-1.49%
INTC2007-01-162007-01-172007-01-18121.2521.250.00%market4.00%-2.92%-0.22%-2.71%
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APH2007-01-172007-01-182007-01-1914.124.120.00%market10.00%-2.77%-0.24%-2.53%
ASML2007-01-172007-01-182007-01-19137.8137.810.00%market18.41%-2.72%-0.24%-2.47%
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JPM2007-01-172007-01-182007-01-19148.0548.050.00%market14.74%1.38%-0.24%1.62%
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HOG2007-01-182007-01-192007-01-22171.0771.070.00%market1.04%0.67%-0.11%0.79%
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TFC2007-01-182007-01-192007-01-22143.3843.380.00%market5.19%-1.55%-0.11%-1.44%
UNH2007-01-182007-01-192007-01-22153.8053.800.00%market1.18%-3.09%-0.11%-2.98%
C2007-01-192007-01-222007-01-233551.70551.700.00%market2.69%-1.33%-0.19%-1.14%
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KEY2007-01-192007-01-222007-01-23337.7737.770.00%market2.70%-0.07%-0.19%0.12%
MSI2007-01-192007-01-222007-01-23377.5277.520.00%market2.25%-4.49%-0.19%-4.30%
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AOS2007-01-222007-01-232007-01-2416.386.380.00%market25.00%1.47%1.19%0.28%
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CHCO2007-01-222007-01-232007-01-24138.1638.160.00%market1.37%3.36%1.19%2.17%
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BAC2007-01-232007-01-242007-01-25153.4753.470.00%market0.85%-2.10%-0.50%-1.60%
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COHR2007-01-232007-01-242007-01-25114.7714.770.00%market7.14%0.17%-0.50%0.67%
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JNJ2007-01-232007-01-242007-01-25166.4166.410.00%market2.53%0.31%-0.50%0.80%
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RTX2007-01-232007-01-242007-01-25138.9238.920.00%market2.35%0.23%-0.50%0.73%
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TPR2007-01-232007-01-242007-01-25143.5243.520.00%market5.17%0.59%-0.50%1.09%
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CNXN2007-01-252007-01-262007-01-29115.2115.210.00%market21.43%-1.68%-0.36%-1.31%
COLM2007-01-252007-01-262007-01-29131.0031.000.00%market8.16%3.06%-0.36%3.43%
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DGX2007-01-252007-01-262007-01-29151.3951.390.00%market4.05%1.61%-0.36%1.98%
DHR2007-01-252007-01-262007-01-29124.7624.760.00%market2.13%-2.40%-0.36%-2.04%
DLX2007-01-252007-01-262007-01-29128.7028.700.00%market5.41%1.68%-0.36%2.04%
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TDY2007-01-252007-01-262007-01-29138.9838.980.00%market8.16%-4.67%-0.36%-4.30%
TRMB2007-01-252007-01-262007-01-29113.4113.410.00%market18.18%4.62%-0.36%4.98%
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UNP2007-01-252007-01-262007-01-29124.1924.190.00%market15.38%-1.34%-0.36%-0.98%
WDC2007-01-252007-01-262007-01-29115.1115.110.00%market7.55%-2.15%-0.36%-1.79%
GWW2007-01-262007-01-292007-01-30374.6574.650.00%market2.86%2.35%0.42%1.93%
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IDXX2007-01-262007-01-292007-01-30322.0222.020.00%market26.67%-4.57%0.42%-4.99%
KBR2007-01-262007-01-292007-01-30323.0123.010.00%market55.56%2.16%0.42%1.74%
MSTR2007-01-262007-01-292007-01-30312.8712.870.00%market6.33%-5.46%0.42%-5.88%
NEE2007-01-262007-01-292007-01-30313.9013.900.00%market23.08%1.05%0.42%0.63%
TROW2007-01-262007-01-292007-01-30347.8047.800.00%market3.92%0.07%0.42%-0.35%
ARLP2007-01-292007-01-302007-01-31116.8016.800.00%market20.93%1.75%0.98%0.76%
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CXT2007-01-292007-01-302007-01-31113.7813.780.00%market8.93%-2.20%0.98%-3.19%
GNTX2007-01-292007-01-302007-01-3118.568.560.00%market22.22%2.12%0.98%1.14%
ICUI2007-01-292007-01-302007-01-31136.6036.600.00%market4.76%7.69%0.98%6.70%
JBHT2007-01-292007-01-302007-01-31123.9123.910.00%market10.00%5.00%0.98%4.02%
MAT2007-01-292007-01-302007-01-31124.0024.000.00%market11.94%1.40%0.98%0.42%
MOG-A2007-01-292007-01-302007-01-31139.1039.100.00%market9.80%-0.38%0.98%-1.36%
OLN2007-01-292007-01-302007-01-31116.9316.930.00%market26.92%-0.63%0.98%-1.62%
RGA2007-01-292007-01-302007-01-31155.1055.100.00%market8.55%5.44%0.98%4.45%
THG2007-01-292007-01-302007-01-31147.0047.000.00%market10.38%2.13%0.98%1.15%
TSN2007-01-292007-01-302007-01-31117.2017.200.00%market166.67%3.10%0.98%2.11%
VZ2007-01-292007-01-302007-01-31136.2636.260.00%market1.64%1.14%0.98%0.16%
ZBH2007-01-292007-01-302007-01-31179.6079.600.00%market3.03%2.54%0.98%1.55%
AEP2007-01-302007-01-312007-02-01143.6543.650.00%market2.70%0.01%1.39%-1.37%
ALGN2007-01-302007-01-312007-02-01116.5216.520.00%market66.67%0.44%1.39%-0.94%
ALGT2007-01-302007-01-312007-02-01132.0832.080.00%market70.00%6.04%1.39%4.65%
AVNT2007-01-302007-01-312007-02-0117.347.340.00%market20.00%-2.14%1.39%-3.53%
AX2007-01-302007-01-312007-02-0111.771.770.00%market12.49%0.61%1.39%-0.78%
CB2007-01-302007-01-312007-02-01159.7559.750.00%market10.34%-2.24%1.39%-3.63%
CHRW2007-01-302007-01-312007-02-01147.3947.390.00%market5.13%10.89%1.39%9.51%
CL2007-01-302007-01-312007-02-01133.8633.860.00%market2.63%0.49%1.39%-0.90%
ETR2007-01-302007-01-312007-02-01146.1446.140.00%market5.33%2.44%1.39%1.05%
FLEX2007-01-302007-01-312007-02-01111.6111.610.00%market4.55%-0.10%1.39%-1.49%
GIB2007-01-302007-01-312007-02-0117.607.600.00%market23.08%5.29%1.39%3.91%
IEX2007-01-302007-01-312007-02-01133.9733.970.00%market7.14%2.31%1.39%0.93%
INGR2007-01-302007-01-312007-02-01134.0934.090.00%market2.38%1.95%1.39%0.57%
ITW2007-01-302007-01-312007-02-01149.3749.370.00%market5.48%4.82%1.39%3.43%
JLL2007-01-302007-01-312007-02-011101.00101.000.00%market5.75%5.87%1.39%4.48%
LHX2007-01-302007-01-312007-02-01147.9247.920.00%market4.62%3.36%1.39%1.98%
MAN2007-01-302007-01-312007-02-01171.7071.700.00%market2.54%2.12%1.39%0.73%
MDU2007-01-302007-01-312007-02-0119.889.880.00%market32.35%0.71%1.39%-0.68%
MTW2007-01-302007-01-312007-02-01124.6824.680.00%market2.22%-0.99%1.39%-2.38%
NWL2007-01-302007-01-312007-02-01129.4729.470.00%market2.70%1.77%1.39%0.38%
OMCL2007-01-302007-01-312007-02-01120.3420.340.00%market11.76%2.90%1.39%1.52%
PG2007-01-302007-01-312007-02-01164.5064.500.00%market1.20%1.20%1.39%-0.19%
SIGI2007-01-302007-01-312007-02-01126.9326.930.00%market3.33%-4.78%1.39%-6.17%
ACH2007-01-312007-02-012007-02-02122.3322.330.00%market13.33%0.35%0.46%-0.11%
ACLS2007-01-312007-02-012007-02-0216.456.450.00%market25.00%6.88%0.46%6.42%
ADEA2007-01-312007-02-012007-02-02110.7110.710.00%market3.70%3.82%0.46%3.36%
BA2007-01-312007-02-012007-02-02189.9589.950.00%market31.63%0.01%0.46%-0.45%
BFH2007-01-312007-02-012007-02-02154.2454.240.00%market6.06%-2.40%0.46%-2.86%
CDNS2007-01-312007-02-012007-02-02119.4719.470.00%market8.57%2.93%0.46%2.47%
CYTK2007-01-312007-02-012007-02-02147.4647.460.00%market29.51%1.54%0.46%1.09%
DOV2007-01-312007-02-012007-02-02133.3533.350.00%market5.56%0.86%0.46%0.40%
EFX2007-01-312007-02-012007-02-02141.5841.580.00%market1.92%-1.37%0.46%-1.83%
EL2007-01-312007-02-012007-02-02123.5023.500.00%market31.58%-1.93%0.46%-2.39%
EXP2007-01-312007-02-012007-02-02148.3548.350.00%market6.41%-0.10%0.46%-0.56%
FORM2007-01-312007-02-012007-02-02142.1542.150.00%market25.81%3.29%0.46%2.83%
GILD2007-01-312007-02-012007-02-02117.4817.480.00%market17.65%0.99%0.46%0.53%
GOOGL2007-01-312007-02-012007-02-02112.6612.660.00%market14.29%-4.92%0.46%-5.38%
HAE2007-01-312007-02-012007-02-02124.1424.140.00%market12.00%-1.18%0.46%-1.63%
LLY2007-01-312007-02-012007-02-02154.6554.650.00%market3.66%-0.19%0.46%-0.65%
MO2007-01-312007-02-012007-02-02187.4887.480.00%market4.10%-1.15%0.46%-1.61%
NNN2007-01-312007-02-012007-02-02123.7823.780.00%market47.06%3.77%0.46%3.31%
NYT2007-01-312007-02-012007-02-02123.1523.150.00%market21.74%4.31%0.46%3.85%
OI2007-01-312007-02-012007-02-02123.8123.810.00%market10.00%-2.87%0.46%-3.33%
REG2007-01-312007-02-012007-02-02187.0387.030.00%market41.27%1.67%0.46%1.21%
SAIA2007-01-312007-02-012007-02-02117.7417.740.00%market7.14%0.31%0.46%-0.14%
SLAB2007-01-312007-02-012007-02-02132.2832.280.00%market33.33%2.63%0.46%2.17%
SLGN2007-01-312007-02-012007-02-02112.2012.200.00%market41.67%4.41%0.46%3.95%
SNA2007-01-312007-02-012007-02-02149.4049.400.00%market15.69%2.15%0.46%1.69%
TBI2007-01-312007-02-012007-02-02117.9017.900.00%market9.68%5.93%0.46%5.48%
VIAV2007-01-312007-02-012007-02-0219.839.830.00%market30.00%-4.67%0.46%-5.13%
VMC2007-01-312007-02-012007-02-021103.75103.750.00%market16.67%-0.79%0.46%-1.25%
WU2007-01-312007-02-012007-02-02122.1022.100.00%market7.69%4.06%0.46%3.61%
WWW2007-01-312007-02-012007-02-02115.0015.000.00%market5.00%-1.17%0.46%-1.62%
XEL2007-01-312007-02-012007-02-02123.3923.390.00%market4.55%0.58%0.46%0.13%
ADM2007-02-012007-02-022007-02-05136.0136.010.00%market11.67%-3.82%0.08%-3.90%
AMZN2007-02-012007-02-022007-02-0511.861.860.00%market8.80%-0.10%0.08%-0.18%
BCO2007-02-012007-02-022007-02-05135.9035.900.00%market14.52%-1.94%0.08%-2.02%
CLX2007-02-012007-02-022007-02-05166.8366.830.00%market18.00%-0.38%0.08%-0.47%
COHU2007-02-012007-02-022007-02-05118.8518.850.00%market360.00%-0.74%0.08%-0.82%
CVS2007-02-012007-02-022007-02-05133.5533.550.00%market2.27%-0.85%0.08%-0.93%
DLB2007-02-012007-02-022007-02-05135.0735.070.00%market28.57%-3.52%0.08%-3.60%
EA2007-02-012007-02-022007-02-05154.0654.060.00%market12.50%-7.54%0.08%-7.62%
EOG2007-02-012007-02-022007-02-05134.7134.710.00%market4.08%-2.20%0.08%-2.29%
FLO2007-02-012007-02-022007-02-0518.748.740.00%market14.29%-0.56%0.08%-0.64%
GNW2007-02-012007-02-022007-02-05135.4535.450.00%market11.11%0.18%0.08%0.10%
HP2007-02-012007-02-022007-02-05127.9427.940.00%market15.19%1.33%0.08%1.25%
ILMN2007-02-012007-02-022007-02-05118.3218.320.00%market13.33%-6.76%0.08%-6.84%
IP2007-02-012007-02-022007-02-05132.0632.060.00%market34.29%1.58%0.08%1.50%
ISRG2007-02-012007-02-022007-02-05112.7812.780.00%market16.67%-0.26%0.08%-0.34%
LSTR2007-02-012007-02-022007-02-05145.2745.270.00%market6.38%-1.07%0.08%-1.15%
MATX2007-02-012007-02-022007-02-05126.3926.390.00%market10.53%-1.54%0.08%-1.62%
MHO2007-02-012007-02-022007-02-05136.6536.650.00%market42.77%-0.56%0.08%-0.65%
NBIX2007-02-012007-02-022007-02-05114.5014.500.00%market48.68%-10.17%0.08%-10.25%
ODFL2007-02-012007-02-022007-02-0514.764.760.00%market16.67%-3.25%0.08%-3.33%
ON2007-02-012007-02-022007-02-0519.829.820.00%market41.18%-1.53%0.08%-1.61%
RGLD2007-02-012007-02-022007-02-05132.6532.650.00%market26.32%0.18%0.08%0.09%
RSG2007-02-012007-02-022007-02-05129.4029.400.00%market3.03%-0.78%0.08%-0.86%
SEIC2007-02-012007-02-022007-02-05131.7431.740.00%market3.33%-0.86%0.08%-0.94%
SHEL2007-02-012007-02-022007-02-05168.1868.180.00%market3.59%0.21%0.08%0.13%
SIMO2007-02-012007-02-022007-02-05119.6019.600.00%market13.33%7.40%0.08%7.32%
TRV2007-02-012007-02-022007-02-05152.1852.180.00%market19.01%0.84%0.08%0.76%
VLO2007-02-012007-02-022007-02-05151.6651.660.00%market16.06%-1.63%0.08%-1.71%
VRTX2007-02-012007-02-022007-02-05135.1235.120.00%market42.11%-7.50%0.08%-7.59%
VSAT2007-02-012007-02-022007-02-05132.8132.810.00%market17.65%-2.45%0.08%-2.53%
VTRS2007-02-012007-02-022007-02-05122.6022.600.00%market22.22%-0.98%0.08%-1.07%
WCC2007-02-012007-02-022007-02-05164.8064.800.00%market2.91%4.02%0.08%3.94%
XOM2007-02-012007-02-022007-02-05175.0075.000.00%market11.92%0.79%0.08%0.71%
CVX2007-02-022007-02-052007-02-06374.0574.050.00%market0.58%-1.02%0.13%-1.15%
DDD2007-02-022007-02-052007-02-0636.406.400.00%market9.09%0.32%0.13%0.19%
ITT2007-02-022007-02-052007-02-06322.8322.830.00%market8.15%0.60%0.13%0.47%
SPG2007-02-022007-02-052007-02-063108.02108.020.00%market35.29%3.38%0.13%3.25%
AGYS2007-02-052007-02-062007-02-07119.1819.180.00%market16.36%4.18%0.17%4.01%
AXS2007-02-052007-02-062007-02-07134.1534.150.00%market25.74%0.81%0.17%0.64%
CTSH2007-02-052007-02-062007-02-07123.2823.280.00%market9.09%1.79%0.17%1.62%
EW2007-02-052007-02-062007-02-0714.134.130.00%market3.67%1.93%0.17%1.77%
HUM2007-02-052007-02-062007-02-07157.9557.950.00%market4.55%5.23%0.17%5.07%
KLAC2007-02-052007-02-062007-02-0715.095.090.00%market1.41%0.49%0.17%0.32%
KRC2007-02-052007-02-062007-02-07186.9386.930.00%market21.74%1.45%0.17%1.29%
LVS2007-02-052007-02-062007-02-071101.85101.850.00%market19.35%-2.34%0.17%-2.50%
OTTR2007-02-052007-02-062007-02-07132.5532.550.00%market2.78%1.77%0.17%1.61%
PBH2007-02-052007-02-062007-02-07111.0011.000.00%market5.00%-0.19%0.17%-0.36%
PFG2007-02-052007-02-062007-02-07162.3862.380.00%market5.68%1.70%0.17%1.53%
RCL2007-02-052007-02-062007-02-07143.4943.490.00%market10.00%-4.47%0.17%-4.63%
RYAAY2007-02-052007-02-062007-02-07119.8419.840.00%market40.00%-2.97%0.17%-3.14%
UFPI2007-02-052007-02-062007-02-07116.5116.510.00%market6.67%5.71%0.17%5.55%
ATO2007-02-062007-02-072007-02-08131.6731.670.00%market5.43%2.08%-0.07%2.15%
BHE2007-02-062007-02-072007-02-08123.5023.500.00%market2.33%-4.48%-0.07%-4.41%
CAKE2007-02-062007-02-072007-02-08126.8626.860.00%market8.33%-0.32%-0.07%-0.25%
CBRE2007-02-062007-02-072007-02-08137.8037.800.00%market1.79%1.57%-0.07%1.64%
CE2007-02-062007-02-072007-02-08128.2528.250.00%market35.09%-0.60%-0.07%-0.53%
CHD2007-02-062007-02-072007-02-08111.6011.600.00%market12.50%0.33%-0.07%0.40%
CSCO2007-02-062007-02-072007-02-08128.6228.620.00%market6.45%-1.78%-0.07%-1.71%
DIOD2007-02-062007-02-072007-02-08124.0524.050.00%market5.71%1.06%-0.07%1.13%
DUK2007-02-062007-02-072007-02-08160.1860.180.00%market7.50%0.40%-0.07%0.47%
DXC2007-02-062007-02-072007-02-08127.1527.150.00%market2.41%-0.48%-0.07%-0.42%
EMR2007-02-062007-02-072007-02-08144.3744.370.00%market3.77%0.64%-0.07%0.71%
HMN2007-02-062007-02-072007-02-08120.5420.540.00%market9.80%2.92%-0.07%2.99%
JCI2007-02-062007-02-072007-02-08123.2223.220.00%market2.73%-1.74%-0.07%-1.67%
JOE2007-02-062007-02-072007-02-08160.0060.000.00%market33.33%-4.82%-0.07%-4.75%
LFUS2007-02-062007-02-072007-02-08135.4435.440.00%market19.05%6.67%-0.07%6.74%
LNC2007-02-062007-02-072007-02-08169.8569.850.00%market8.94%0.11%-0.07%0.18%
NBR2007-02-062007-02-072007-02-0811,540.001,540.000.00%market4608.74%-2.96%-0.07%-2.89%
NLY2007-02-062007-02-072007-02-08156.0056.000.00%market10.84%-0.46%-0.07%-0.39%
NOV2007-02-062007-02-072007-02-08130.9730.970.00%market28.30%1.97%-0.07%2.04%
PNR2007-02-062007-02-072007-02-08121.5621.560.00%market21.88%-1.77%-0.07%-1.70%
RNR2007-02-062007-02-072007-02-08155.0055.000.00%market17.60%-3.72%-0.07%-3.65%
TM2007-02-062007-02-072007-02-081133.10133.100.00%market15.90%-0.85%-0.07%-0.78%
USNA2007-02-062007-02-072007-02-08127.6427.640.00%market6.90%11.33%-0.07%11.40%
XRAY2007-02-062007-02-072007-02-08131.7531.750.00%market2.78%2.99%-0.07%3.06%
ACCO2007-02-072007-02-082007-02-09123.8823.880.00%market8.70%-2.07%-0.58%-1.49%
AEIS2007-02-072007-02-082007-02-09119.8219.820.00%market2.94%-3.63%-0.58%-3.05%
AKAM2007-02-072007-02-082007-02-09155.1255.120.00%market3.85%1.79%-0.58%2.37%
ALNY2007-02-072007-02-082007-02-09121.6221.620.00%market13.33%-1.67%-0.58%-1.09%