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
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2006 | 700 | 0.27% | 0.24% | 52.29% |
| 2007 | 2718 | -0.16% | 0.14% | 46.47% |
| 2008 | 2646 | 0.74% | 0.69% | 52.23% |
| 2009 | 2987 | 0.60% | 0.41% | 52.16% |
| 2010 | 3426 | 0.32% | 0.24% | 50.50% |
| 2011 | 3265 | -0.16% | 0.10% | 47.41% |
| 2012 | 3256 | 0.21% | 0.16% | 51.26% |
| 2013 | 3364 | 0.53% | 0.29% | 54.85% |
| 2014 | 3555 | 0.14% | -0.02% | 51.81% |
| 2015 | 3782 | 0.31% | 0.30% | 51.56% |
| 2016 | 4027 | 0.46% | 0.33% | 52.17% |
| 2017 | 4171 | -0.04% | -0.14% | 47.40% |
| 2018 | 4614 | -0.02% | 0.03% | 48.81% |
| 2019 | 4555 | 0.19% | 0.13% | 51.37% |
| 2020 | 4819 | -0.72% | -0.71% | 42.87% |
| 2021 | 5358 | 0.09% | -0.09% | 48.99% |
| 2022 | 5363 | 0.47% | 0.45% | 51.91% |
| 2023 | 5496 | 0.05% | -0.06% | 48.25% |
| 2024 | 5750 | 0.20% | 0.06% | 49.55% |
| 2025 | 5784 | -0.11% | -0.23% | 47.74% |
| 2026 | 3998 | 0.02% | -0.21% | 46.87% |
Trades (page 30: 500 of 83,634)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SYNA | 2011-07-28 | 2011-07-29 | 2011-08-01 | 1 | 23.60 | 23.60 | 0.00% | market | 5.56% | 5.98% | -0.10% | 6.08% |
| TAC | 2011-07-28 | 2011-07-29 | 2011-08-01 | 1 | 21.97 | 21.97 | 0.00% | market | 107.14% | 1.77% | -0.10% | 1.87% |
| TDY | 2011-07-28 | 2011-07-29 | 2011-08-01 | 1 | 52.00 | 52.00 | 0.00% | market | 35.06% | 3.11% | -0.10% | 3.21% |
| TECK | 2011-07-28 | 2011-07-29 | 2011-08-01 | 1 | 49.72 | 49.72 | 0.00% | market | 6.67% | 1.17% | -0.10% | 1.27% |
| TKR | 2011-07-28 | 2011-07-29 | 2011-08-01 | 1 | 30.79 | 30.79 | 0.00% | market | 7.02% | -1.50% | -0.10% | -1.40% |
| TNC | 2011-07-28 | 2011-07-29 | 2011-08-01 | 1 | 41.26 | 41.26 | 0.00% | market | 19.15% | 4.63% | -0.10% | 4.73% |
| TRI | 2011-07-28 | 2011-07-29 | 2011-08-01 | 1 | 40.14 | 40.14 | 0.00% | market | 3.70% | -1.07% | -0.10% | -0.97% |
| TRP | 2011-07-28 | 2011-07-29 | 2011-08-01 | 1 | 37.88 | 37.88 | 0.00% | market | 1.92% | 1.56% | -0.10% | 1.66% |
| UTHR | 2011-07-28 | 2011-07-29 | 2011-08-01 | 1 | 56.85 | 56.85 | 0.00% | market | 122.64% | -0.47% | -0.10% | -0.37% |
| VLY | 2011-07-28 | 2011-07-29 | 2011-08-01 | 1 | 12.38 | 12.38 | 0.00% | market | 10.53% | 0.38% | -0.10% | 0.49% |
| VRSN | 2011-07-28 | 2011-07-29 | 2011-08-01 | 1 | 31.63 | 31.63 | 0.00% | market | 8.57% | -3.20% | -0.10% | -3.10% |
| VRTX | 2011-07-28 | 2011-07-29 | 2011-08-01 | 1 | 49.89 | 49.89 | 0.00% | market | 11.46% | 2.00% | -0.10% | 2.11% |
| WEC | 2011-07-28 | 2011-07-29 | 2011-08-01 | 1 | 30.78 | 30.78 | 0.00% | market | 5.13% | -0.52% | -0.10% | -0.42% |
| WSFS | 2011-07-28 | 2011-07-29 | 2011-08-01 | 1 | 13.29 | 13.29 | 0.00% | market | 28.57% | -1.38% | -0.10% | -1.28% |
| XEL | 2011-07-28 | 2011-07-29 | 2011-08-01 | 1 | 24.10 | 24.10 | 0.00% | market | 6.45% | -0.35% | -0.10% | -0.25% |
| XRAY | 2011-07-28 | 2011-07-29 | 2011-08-01 | 1 | 37.49 | 37.49 | 0.00% | market | 7.84% | -0.39% | -0.10% | -0.29% |
| AIV | 2011-07-29 | 2011-08-01 | 2011-08-02 | 3 | 3.69 | 3.69 | 0.00% | market | 194.44% | -4.71% | -4.09% | -0.62% |
| AMGN | 2011-07-29 | 2011-08-01 | 2011-08-02 | 3 | 55.02 | 55.02 | 0.00% | market | 7.03% | -3.21% | -4.09% | 0.88% |
| AON | 2011-07-29 | 2011-08-01 | 2011-08-02 | 3 | 48.62 | 48.62 | 0.00% | market | 1.22% | -3.27% | -4.09% | 0.82% |
| B | 2011-07-29 | 2011-08-01 | 2011-08-02 | 3 | 48.09 | 48.09 | 0.00% | market | 262.50% | 0.94% | -4.09% | 5.03% |
| BANC | 2011-07-29 | 2011-08-01 | 2011-08-02 | 3 | 14.78 | 14.78 | 0.00% | market | 33.33% | -8.35% | -4.09% | -4.27% |
| COLB | 2011-07-29 | 2011-08-01 | 2011-08-02 | 3 | 17.75 | 17.75 | 0.00% | market | 15.79% | -3.54% | -4.09% | 0.55% |
| CVX | 2011-07-29 | 2011-08-01 | 2011-08-02 | 3 | 106.08 | 106.08 | 0.00% | market | 8.15% | -2.58% | -4.09% | 1.51% |
| DCH | 2011-07-29 | 2011-08-01 | 2011-08-02 | 3 | 11.95 | 11.95 | 0.00% | market | 56.82% | -12.40% | -4.09% | -8.31% |
| ENOV | 2011-07-29 | 2011-08-01 | 2011-08-02 | 3 | 47.30 | 47.30 | 0.00% | market | 24.68% | -0.25% | -4.09% | 3.84% |
| HP | 2011-07-29 | 2011-08-01 | 2011-08-02 | 3 | 70.42 | 70.42 | 0.00% | market | 2.04% | -6.66% | -4.09% | -2.57% |
| ITT | 2011-07-29 | 2011-08-01 | 2011-08-02 | 3 | 20.65 | 20.65 | 0.00% | market | 2.16% | -5.77% | -4.09% | -1.68% |
| LYB | 2011-07-29 | 2011-08-01 | 2011-08-02 | 3 | 40.96 | 40.96 | 0.00% | market | 18.25% | -8.82% | -4.09% | -4.73% |
| MOG-A | 2011-07-29 | 2011-08-01 | 2011-08-02 | 3 | 41.50 | 41.50 | 0.00% | market | 4.29% | 1.95% | -4.09% | 6.04% |
| MTH | 2011-07-29 | 2011-08-01 | 2011-08-02 | 3 | 11.16 | 11.16 | 0.00% | market | 153.16% | -5.03% | -4.09% | -0.94% |
| MTRN | 2011-07-29 | 2011-08-01 | 2011-08-02 | 3 | 38.59 | 38.59 | 0.00% | market | 1.52% | -10.08% | -4.09% | -5.99% |
| NWL | 2011-07-29 | 2011-08-01 | 2011-08-02 | 3 | 15.55 | 15.55 | 0.00% | market | 9.52% | -8.46% | -4.09% | -4.37% |
| SCCO | 2011-07-30 | 2011-08-01 | 2011-08-02 | 2 | 33.18 | 33.18 | 0.00% | market | 5.48% | -7.00% | -4.09% | -2.91% |
| SR | 2011-07-29 | 2011-08-01 | 2011-08-02 | 3 | 37.52 | 37.52 | 0.00% | market | 213.64% | -1.83% | -4.09% | 2.26% |
| SSB | 2011-07-29 | 2011-08-01 | 2011-08-02 | 3 | 29.73 | 29.73 | 0.00% | market | 105.88% | -0.57% | -4.09% | 3.52% |
| AFG | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 34.47 | 34.47 | 0.00% | market | 34.48% | -0.59% | -1.28% | 0.69% |
| ALGT | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 41.62 | 41.62 | 0.00% | market | 6.90% | -0.17% | -1.28% | 1.11% |
| ALKS | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 16.91 | 16.91 | 0.00% | market | 63.64% | -5.48% | -1.28% | -4.20% |
| ALL | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 27.91 | 27.91 | 0.00% | market | 21.15% | -1.32% | -1.28% | -0.04% |
| ALNY | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 9.39 | 9.39 | 0.00% | market | 8.33% | -10.22% | -1.28% | -8.93% |
| BSAC | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 36.19 | 36.19 | 0.00% | market | 8.47% | -4.47% | -1.28% | -3.18% |
| BXP | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 105.20 | 105.20 | 0.00% | market | 241.67% | -2.08% | -1.28% | -0.79% |
| CACC | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 80.50 | 80.50 | 0.00% | market | 1.18% | -6.10% | -1.28% | -4.82% |
| CGNX | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 8.75 | 8.75 | 0.00% | market | 22.22% | 2.53% | -1.28% | 3.81% |
| CHH | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 29.75 | 29.75 | 0.00% | market | 2.22% | -2.52% | -1.28% | -1.24% |
| CIM | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 47.25 | 47.25 | 0.00% | market | 187.67% | 2.12% | -1.28% | 3.41% |
| CRK | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 167.15 | 167.15 | 0.00% | market | 23.08% | -11.47% | -1.28% | -10.18% |
| EXLS | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 4.90 | 4.90 | 0.00% | market | 40.00% | 6.02% | -1.28% | 7.31% |
| EXTR | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 3.28 | 3.28 | 0.00% | market | 33.33% | 0.20% | -1.28% | 1.49% |
| FBNC | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 10.05 | 10.05 | 0.00% | market | 60.00% | -1.19% | -1.28% | 0.09% |
| FMC | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 36.74 | 36.74 | 0.00% | market | 1.32% | -2.22% | -1.28% | -0.94% |
| HLF | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 30.18 | 30.18 | 0.00% | market | 18.92% | 1.08% | -1.28% | 2.36% |
| HUM | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 72.26 | 72.26 | 0.00% | market | 31.55% | 1.30% | -1.28% | 2.58% |
| MCY | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 38.67 | 38.67 | 0.00% | market | 20.63% | -2.69% | -1.28% | -1.40% |
| NLY | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 70.64 | 70.64 | 0.00% | market | 12.70% | 1.43% | -1.28% | 2.71% |
| NOAH | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 13.44 | 13.44 | 0.00% | market | 60.00% | -16.69% | -1.28% | -15.41% |
| NSP | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 14.56 | 14.56 | 0.00% | market | 30.00% | -8.82% | -1.28% | -7.54% |
| OIS | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 46.86 | 46.86 | 0.00% | market | 12.61% | 1.48% | -1.28% | 2.76% |
| ONB | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 10.85 | 10.85 | 0.00% | market | 12.50% | 0.73% | -1.28% | 2.01% |
| PFG | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 27.71 | 27.71 | 0.00% | market | 1.39% | 0.91% | -1.28% | 2.19% |
| ROG | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 47.84 | 47.84 | 0.00% | market | 5.80% | 8.39% | -1.28% | 9.67% |
| SM | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 41.88 | 41.88 | 0.00% | market | 65.45% | -0.91% | -1.28% | 0.37% |
| TCOM | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 20.30 | 20.30 | 0.00% | market | 560.23% | -2.51% | -1.28% | -1.23% |
| UDR | 2011-08-01 | 2011-08-02 | 2011-08-03 | 1 | 26.00 | 26.00 | 0.00% | market | 616.67% | -2.29% | -1.28% | -1.01% |
| AMRX | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 20.08 | 20.08 | 0.00% | market | 15.79% | -9.46% | -4.30% | -5.17% |
| AMT | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 51.00 | 51.00 | 0.00% | market | 26.09% | -0.08% | -4.30% | 4.22% |
| ARCB | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 23.99 | 23.99 | 0.00% | market | 300.00% | -6.44% | -4.30% | -2.14% |
| BDX | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 61.41 | 61.41 | 0.00% | market | 5.59% | -3.16% | -4.30% | 1.14% |
| BEN | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 40.88 | 40.88 | 0.00% | market | 4.17% | -4.23% | -4.30% | 0.06% |
| CRL | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 38.56 | 38.56 | 0.00% | market | 16.67% | -11.77% | -4.30% | -7.47% |
| CTSH | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 35.39 | 35.39 | 0.00% | market | 3.03% | -2.93% | -4.30% | 1.37% |
| CVLT | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 41.43 | 41.43 | 0.00% | market | 23.53% | -2.34% | -4.30% | 1.95% |
| DEI | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 19.49 | 19.49 | 0.00% | market | 511.11% | -8.77% | -4.30% | -4.47% |
| DUK | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 55.56 | 55.56 | 0.00% | market | 7.61% | -2.80% | -4.30% | 1.50% |
| ERIE | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 75.25 | 75.25 | 0.00% | market | 14.47% | -7.73% | -4.30% | -3.43% |
| ESE | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 34.01 | 34.01 | 0.00% | market | 8.89% | -12.01% | -4.30% | -7.71% |
| ETR | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 32.63 | 32.63 | 0.00% | market | 1.15% | -4.24% | -4.30% | 0.06% |
| FIX | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 11.35 | 11.35 | 0.00% | market | 90.48% | -1.33% | -4.30% | 2.96% |
| G | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 17.09 | 17.09 | 0.00% | market | 15.79% | -6.01% | -4.30% | -1.71% |
| H | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 36.75 | 36.75 | 0.00% | market | 80.00% | -1.81% | -4.30% | 2.48% |
| HSIC | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 25.45 | 25.45 | 0.00% | market | 2.00% | -3.00% | -4.30% | 1.30% |
| IPGP | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 63.11 | 63.11 | 0.00% | market | 14.55% | -6.87% | -4.30% | -2.57% |
| IT | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 37.58 | 37.58 | 0.00% | market | 3.23% | -3.88% | -4.30% | 0.42% |
| KLIC | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 8.58 | 8.58 | 0.00% | market | 14.46% | 2.35% | -4.30% | 6.64% |
| LNC | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 26.16 | 26.16 | 0.00% | market | 15.96% | -8.70% | -4.30% | -4.40% |
| MPC | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 21.64 | 21.64 | 0.00% | market | 17.35% | -11.33% | -4.30% | -7.03% |
| MPWR | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 14.17 | 14.17 | 0.00% | market | 10.53% | -7.58% | -4.30% | -3.28% |
| NI | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 8.01 | 8.01 | 0.00% | market | 6.25% | -3.47% | -4.30% | 0.83% |
| NUS | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 40.65 | 40.65 | 0.00% | market | 10.17% | -6.59% | -4.30% | -2.30% |
| NVMI | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 8.37 | 8.37 | 0.00% | market | 6.25% | -6.19% | -4.30% | -1.90% |
| PFE | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 17.08 | 17.08 | 0.00% | market | 1.69% | -3.73% | -4.30% | 0.57% |
| PRI | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 20.95 | 20.95 | 0.00% | market | 3.51% | 0.66% | -4.30% | 4.96% |
| PSKY | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 26.73 | 26.73 | 0.00% | market | 28.89% | -9.53% | -4.30% | -5.23% |
| RDN | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 3.60 | 3.60 | 0.00% | market | 58.82% | -19.54% | -4.30% | -15.25% |
| SBRA | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 11.40 | 11.40 | 0.00% | market | 344.44% | 3.76% | -4.30% | 8.06% |
| SIRI | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 20.80 | 20.80 | 0.00% | market | 328.57% | -6.83% | -4.30% | -2.53% |
| SKT | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 26.54 | 26.54 | 0.00% | market | 146.15% | -5.83% | -4.30% | -1.53% |
| STE | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 32.34 | 32.34 | 0.00% | market | 2.13% | -5.70% | -4.30% | -1.40% |
| TECH | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 19.05 | 19.05 | 0.00% | market | 10.53% | -5.19% | -4.30% | -0.89% |
| TFII | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 14.01 | 14.01 | 0.00% | market | 20.84% | -1.46% | -4.30% | 2.84% |
| TM | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 81.07 | 81.07 | 0.00% | market | 101.82% | -4.61% | -4.30% | -0.32% |
| TPR | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 61.55 | 61.55 | 0.00% | market | 4.62% | -5.72% | -4.30% | -1.42% |
| TRMB | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 19.17 | 19.17 | 0.00% | market | 15.38% | -3.88% | -4.30% | 0.41% |
| UNM | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 23.75 | 23.75 | 0.00% | market | 4.17% | -2.84% | -4.30% | 1.46% |
| VMC | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 31.65 | 31.65 | 0.00% | market | 216.67% | 5.87% | -4.30% | 10.17% |
| VRSK | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 31.74 | 31.74 | 0.00% | market | 5.13% | 3.84% | -4.30% | 8.14% |
| WLK | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 22.50 | 22.50 | 0.00% | market | 1.67% | -9.43% | -4.30% | -5.14% |
| WTRG | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 17.01 | 17.01 | 0.00% | market | 15.79% | 0.02% | -4.30% | 4.31% |
| WTS | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 31.90 | 31.90 | 0.00% | market | 2.04% | -8.16% | -4.30% | -3.86% |
| ZD | 2011-08-02 | 2011-08-03 | 2011-08-04 | 1 | 25.23 | 25.23 | 0.00% | market | 12.07% | 1.73% | -4.30% | 6.02% |
| AHT | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 6,141.87 | 6,141.87 | 0.00% | market | 942757.14% | -21.98% | -3.49% | -18.49% |
| ANDE | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 26.33 | 26.33 | 0.00% | market | 41.23% | -1.20% | -3.49% | 2.29% |
| AVNT | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 14.30 | 14.30 | 0.00% | market | 6.90% | -7.65% | -3.49% | -4.16% |
| AXS | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 31.23 | 31.23 | 0.00% | market | 32.65% | -6.06% | -3.49% | -2.57% |
| BBDC | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 18.05 | 18.05 | 0.00% | market | 25.00% | -0.76% | -3.49% | 2.72% |
| BCH | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 23.86 | 23.86 | 0.00% | market | 6.67% | -6.39% | -3.49% | -2.90% |
| BCPC | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 43.02 | 43.02 | 0.00% | market | 3.23% | -9.17% | -3.49% | -5.68% |
| CAR | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 14.13 | 14.13 | 0.00% | market | 90.91% | -4.49% | -3.49% | -1.00% |
| CCO | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 10.91 | 10.91 | 0.00% | market | 86.67% | -4.04% | -3.49% | -0.55% |
| CLDX | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 49.50 | 49.50 | 0.00% | market | 5.59% | -15.25% | -3.49% | -11.76% |
| CLH | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 56.79 | 56.79 | 0.00% | market | 30.95% | -7.71% | -3.49% | -4.22% |
| CLX | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 68.19 | 68.19 | 0.00% | market | 5.88% | -1.58% | -3.49% | 1.91% |
| CPA | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 66.40 | 66.40 | 0.00% | market | 29.29% | -3.62% | -3.49% | -0.14% |
| CSV | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 5.50 | 5.50 | 0.00% | market | 14.29% | -1.01% | -3.49% | 2.48% |
| CUZ | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 22.30 | 22.30 | 0.00% | market | 375.00% | -9.97% | -3.49% | -6.48% |
| CVI | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 20.93 | 20.93 | 0.00% | market | 12.12% | -13.33% | -3.49% | -9.85% |
| CWT | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 18.13 | 18.13 | 0.00% | market | 16.00% | -0.32% | -3.49% | 3.17% |
| CXW | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 20.58 | 20.58 | 0.00% | market | 5.41% | -5.20% | -3.49% | -1.71% |
| DK | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 15.81 | 15.81 | 0.00% | market | 15.94% | -15.41% | -3.49% | -11.92% |
| DVA | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 41.39 | 41.39 | 0.00% | market | 3.51% | -5.54% | -3.49% | -2.05% |
| DVN | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 74.89 | 74.89 | 0.00% | market | 11.04% | -6.76% | -3.49% | -3.27% |
| EFOR | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 10.90 | 10.90 | 0.00% | market | 23.08% | -10.47% | -3.49% | -6.98% |
| ENSG | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 5.86 | 5.86 | 0.00% | market | 6.90% | -4.54% | -3.49% | -1.05% |
| ESS | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 133.10 | 133.10 | 0.00% | market | 566.67% | -4.44% | -3.49% | -0.95% |
| ETD | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 19.29 | 19.29 | 0.00% | market | 5.00% | -5.23% | -3.49% | -1.74% |
| FELE | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 21.88 | 21.88 | 0.00% | market | 12.20% | -2.98% | -3.49% | 0.51% |
| FICO | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 29.56 | 29.56 | 0.00% | market | 7.41% | -10.18% | -3.49% | -6.69% |
| GEO | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 13.07 | 13.07 | 0.00% | market | 3.85% | -2.55% | -3.49% | 0.94% |
| HVT | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 10.62 | 10.62 | 0.00% | market | 69.23% | 11.11% | -3.49% | 14.59% |
| ICE | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 23.06 | 23.06 | 0.00% | market | 3.03% | -4.57% | -3.49% | -1.08% |
| IPI | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 307.10 | 307.10 | 0.00% | market | 1.65% | -7.26% | -3.49% | -3.78% |
| KMPR | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 26.69 | 26.69 | 0.00% | market | 44.44% | -6.06% | -3.49% | -2.57% |
| MA | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 33.38 | 33.38 | 0.00% | market | 14.29% | -2.29% | -3.49% | 1.20% |
| MATV | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 27.59 | 27.59 | 0.00% | market | 17.65% | 3.31% | -3.49% | 6.80% |
| MRSH | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 29.06 | 29.06 | 0.00% | market | 4.17% | -2.82% | -3.49% | 0.67% |
| MTZ | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 20.35 | 20.35 | 0.00% | market | 10.71% | -9.93% | -3.49% | -6.44% |
| NEU | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 160.00 | 160.00 | 0.00% | market | 6.47% | -6.98% | -3.49% | -3.49% |
| NJR | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 21.61 | 21.61 | 0.00% | market | 9.09% | 0.27% | -3.49% | 3.76% |
| NRP | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 308.50 | 308.50 | 0.00% | market | 10.09% | -7.81% | -3.49% | -4.33% |
| NSIT | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 18.00 | 18.00 | 0.00% | market | 20.97% | -6.38% | -3.49% | -2.89% |
| NWN | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 43.61 | 43.61 | 0.00% | market | 13.64% | -1.96% | -3.49% | 1.53% |
| OC | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 30.65 | 30.65 | 0.00% | market | 5.17% | -7.34% | -3.49% | -3.85% |
| ORA | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 19.87 | 19.87 | 0.00% | market | 595.79% | -14.75% | -3.49% | -11.26% |
| PAA | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 31.48 | 31.48 | 0.00% | market | 27.27% | -1.97% | -3.49% | 1.51% |
| PBA | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 26.11 | 26.11 | 0.00% | market | 34.50% | -2.47% | -3.49% | 1.01% |
| PEG | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 31.47 | 31.47 | 0.00% | market | 7.27% | -3.72% | -3.49% | -0.23% |
| PRDO | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 19.84 | 19.84 | 0.00% | market | 13.85% | -10.84% | -3.49% | -7.35% |
| PRU | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 57.46 | 57.46 | 0.00% | market | 10.32% | -6.14% | -3.49% | -2.65% |
| REG | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 40.73 | 40.73 | 0.00% | market | 454.55% | -7.71% | -3.49% | -4.22% |
| SLF | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 27.14 | 27.14 | 0.00% | market | 40.41% | -4.37% | -3.49% | -0.89% |
| SPXC | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 15.18 | 15.18 | 0.00% | market | 2.25% | -5.69% | -3.49% | -2.20% |
| SXC | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 16.65 | 16.65 | 0.00% | market | 60.00% | -10.79% | -3.49% | -7.30% |
| TEO | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 25.21 | 25.21 | 0.00% | market | 5.80% | -4.11% | -3.49% | -0.62% |
| TFSL | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 9.10 | 9.10 | 0.00% | market | 100.00% | 0.45% | -3.49% | 3.94% |
| TIMB | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 28.49 | 28.49 | 0.00% | market | 102.27% | -6.10% | -3.49% | -2.61% |
| TWO | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 65.47 | 65.47 | 0.00% | market | 13.10% | -5.09% | -3.49% | -1.61% |
| UAN | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 224.40 | 224.40 | 0.00% | market | 6.12% | -4.07% | -3.49% | -0.58% |
| UHAL | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 8.86 | 8.86 | 0.00% | market | 4.61% | -12.35% | -3.49% | -8.86% |
| WEX | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 46.99 | 46.99 | 0.00% | market | 4.60% | -4.53% | -3.49% | -1.04% |
| WTI | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 26.80 | 26.80 | 0.00% | market | 44.90% | -18.64% | -3.49% | -15.16% |
| WTW | 2011-08-03 | 2011-08-04 | 2011-08-05 | 1 | 105.03 | 105.03 | 0.00% | market | 5.17% | -6.37% | -3.49% | -2.89% |
| ACLS | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 6.32 | 6.32 | 0.00% | market | 166.67% | -19.09% | -7.80% | -11.29% |
| ACM | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 21.72 | 21.72 | 0.00% | market | 1.64% | -16.81% | -7.80% | -9.01% |
| ADUS | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 5.00 | 5.00 | 0.00% | market | 9.09% | -18.10% | -7.80% | -10.30% |
| APA | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 110.61 | 110.61 | 0.00% | market | 4.21% | -11.16% | -7.80% | -3.35% |
| ARI | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 14.74 | 14.74 | 0.00% | market | 2.78% | -6.82% | -7.80% | 0.99% |
| AU | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 43.11 | 43.11 | 0.00% | market | 103.33% | -2.65% | -7.80% | 5.15% |
| BCE | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 36.86 | 36.86 | 0.00% | market | 4.88% | -2.57% | -7.80% | 5.23% |
| BHC | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 41.48 | 41.48 | 0.00% | market | 10.61% | -7.91% | -7.80% | -0.11% |
| BKH | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 28.42 | 28.42 | 0.00% | market | 100.00% | -6.47% | -7.80% | 1.33% |
| BKNG | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 21.50 | 21.50 | 0.00% | market | 11.81% | -6.15% | -7.80% | 1.66% |
| BLKB | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 27.29 | 27.29 | 0.00% | market | 8.00% | -12.56% | -7.80% | -4.76% |
| BXC | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 19.00 | 19.00 | 0.00% | market | 28.57% | -2.73% | -7.80% | 5.07% |
| CAH | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 40.70 | 40.70 | 0.00% | market | 3.45% | -6.76% | -7.80% | 1.04% |
| CF | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 29.97 | 29.97 | 0.00% | market | 15.13% | -7.84% | -7.80% | -0.04% |
| CI | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 45.64 | 45.64 | 0.00% | market | 18.60% | -11.91% | -7.80% | -4.11% |
| CNP | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 18.74 | 18.74 | 0.00% | market | 4.35% | -8.10% | -7.80% | -0.30% |
| CNQ | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 18.38 | 18.38 | 0.00% | market | 12.00% | -10.93% | -7.80% | -3.12% |
| CNXN | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 7.56 | 7.56 | 0.00% | market | 12.00% | -8.30% | -7.80% | -0.50% |
| COR | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 36.86 | 36.86 | 0.00% | market | 13.33% | -6.15% | -7.80% | 1.65% |
| CVS | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 34.35 | 34.35 | 0.00% | market | 1.56% | -6.04% | -7.80% | 1.76% |
| DLB | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 32.49 | 32.49 | 0.00% | market | 1.85% | -9.92% | -7.80% | -2.12% |
| EBS | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 17.27 | 17.27 | 0.00% | market | 14.71% | -3.34% | -7.80% | 4.46% |
| ED | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 52.79 | 52.79 | 0.00% | market | 7.55% | -4.61% | -7.80% | 3.19% |
| EIX | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 35.32 | 35.32 | 0.00% | market | 8.00% | -5.85% | -7.80% | 1.95% |
| EOG | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 49.14 | 49.14 | 0.00% | market | 40.00% | -9.95% | -7.80% | -2.15% |
| EXEL | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 7.00 | 7.00 | 0.00% | market | 5.88% | -14.96% | -7.80% | -7.15% |
| FCN | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 36.03 | 36.03 | 0.00% | market | 12.28% | -4.93% | -7.80% | 2.87% |
| FLR | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 57.64 | 57.64 | 0.00% | market | 16.05% | -13.15% | -7.80% | -5.34% |
| GIL | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 13.71 | 13.71 | 0.00% | market | 11.43% | -9.14% | -7.80% | -1.34% |
| GLP | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 20.00 | 20.00 | 0.00% | market | 33.33% | -11.10% | -7.80% | -3.30% |
| GM | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 26.07 | 26.07 | 0.00% | market | 28.33% | -5.85% | -7.80% | 1.95% |
| HCI | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 6.90 | 6.90 | 0.00% | market | 100.00% | -6.77% | -7.80% | 1.04% |
| HTGC | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 9.14 | 9.14 | 0.00% | market | 14.29% | -6.99% | -7.80% | 0.81% |
| IONS | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 7.49 | 7.49 | 0.00% | market | 18.18% | -4.11% | -7.80% | 3.70% |
| KOP | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 34.25 | 34.25 | 0.00% | market | 4.35% | -15.14% | -7.80% | -7.33% |
| LAMR | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 22.54 | 22.54 | 0.00% | market | 50.00% | -15.76% | -7.80% | -7.96% |
| LEA | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 44.02 | 44.02 | 0.00% | market | 19.38% | -7.37% | -7.80% | 0.43% |
| LOPE | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 16.44 | 16.44 | 0.00% | market | 26.09% | -7.58% | -7.80% | 0.22% |
| MAA | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 63.21 | 63.21 | 0.00% | market | 244.44% | -9.83% | -7.80% | -2.03% |
| MAIN | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 17.43 | 17.43 | 0.00% | market | 20.59% | -8.42% | -7.80% | -0.62% |
| MCHP | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 16.04 | 16.04 | 0.00% | market | 3.70% | -5.90% | -7.80% | 1.90% |
| MDLZ | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 22.83 | 22.83 | 0.00% | market | 6.90% | -3.47% | -7.80% | 4.33% |
| MHK | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 49.09 | 49.09 | 0.00% | market | 2.15% | -9.21% | -7.80% | -1.40% |
| MMS | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 19.36 | 19.36 | 0.00% | market | 7.69% | -4.39% | -7.80% | 3.42% |
| MNST | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 5.92 | 5.92 | 0.00% | market | 7.14% | -3.14% | -7.80% | 4.66% |
| MPT | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 10.63 | 10.63 | 0.00% | market | 77.78% | -16.19% | -7.80% | -8.38% |
| MSCI | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 34.42 | 34.42 | 0.00% | market | 6.82% | -11.90% | -7.80% | -4.09% |
| NFG | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 63.92 | 63.92 | 0.00% | market | 5.66% | -15.79% | -7.80% | -7.99% |
| NHI | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 40.95 | 40.95 | 0.00% | market | 47.54% | -7.23% | -7.80% | 0.57% |
| NKTR | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 78.75 | 78.75 | 0.00% | market | 3.03% | -2.96% | -7.80% | 4.85% |
| NNN | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 24.42 | 24.42 | 0.00% | market | 58.33% | -6.04% | -7.80% | 1.76% |
| NRG | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 22.48 | 22.48 | 0.00% | market | 602.78% | -9.58% | -7.80% | -1.77% |
| NVO | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 11.07 | 11.07 | 0.00% | market | 153.95% | -6.69% | -7.80% | 1.11% |
| OGE | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 23.53 | 23.53 | 0.00% | market | 18.18% | -12.64% | -7.80% | -4.83% |
| OHI | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 16.14 | 16.14 | 0.00% | market | 135.00% | -10.76% | -7.80% | -2.95% |
| PBH | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 10.93 | 10.93 | 0.00% | market | 4.55% | -14.01% | -7.80% | -6.20% |
| PRIM | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 11.37 | 11.37 | 0.00% | market | 21.74% | -14.35% | -7.80% | -6.55% |
| PSA | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 112.72 | 112.72 | 0.00% | market | 80.52% | -9.55% | -7.80% | -1.75% |
| RMD | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 28.39 | 28.39 | 0.00% | market | 8.33% | -9.36% | -7.80% | -1.56% |
| RRX | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 54.39 | 54.39 | 0.00% | market | 11.86% | -6.88% | -7.80% | 0.92% |
| SBH | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 15.93 | 15.93 | 0.00% | market | 7.14% | -1.73% | -7.80% | 6.07% |
| SRPT | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 7.56 | 7.56 | 0.00% | market | 115.00% | -8.83% | -7.80% | -1.03% |
| TDC | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 54.76 | 54.76 | 0.00% | market | 13.21% | -7.31% | -7.80% | 0.49% |
| TDW | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 1,667.10 | 1,667.10 | 0.00% | market | 14.85% | -6.27% | -7.80% | 1.53% |
| TSEM | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 15.15 | 15.15 | 0.00% | market | 25.00% | -13.96% | -7.80% | -6.16% |
| VC | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 54.57 | 54.57 | 0.00% | market | 84.42% | -11.44% | -7.80% | -3.64% |
| VET | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 45.16 | 45.16 | 0.00% | market | 81.63% | -6.81% | -7.80% | 0.99% |
| VTR | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 42.99 | 42.99 | 0.00% | market | 135.29% | -10.54% | -7.80% | -2.74% |
| WBD | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 19.43 | 19.43 | 0.00% | market | 3.33% | -6.95% | -7.80% | 0.86% |
| WELL | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 46.84 | 46.84 | 0.00% | market | 21.88% | -12.33% | -7.80% | -4.53% |
| ZBRA | 2011-08-04 | 2011-08-05 | 2011-08-08 | 1 | 35.51 | 35.51 | 0.00% | market | 3.39% | -12.15% | -7.80% | -4.35% |
| AER | 2011-08-05 | 2011-08-08 | 2011-08-09 | 3 | 10.53 | 10.53 | 0.00% | market | 13.95% | -1.43% | 0.49% | -1.92% |
| AES | 2011-08-05 | 2011-08-08 | 2011-08-09 | 3 | 10.44 | 10.44 | 0.00% | market | 3.70% | -5.27% | 0.49% | -5.76% |
| CQP | 2011-08-05 | 2011-08-08 | 2011-08-09 | 3 | 14.70 | 14.70 | 0.00% | market | 1700.00% | -11.32% | 0.49% | -11.81% |
| DINO | 2011-08-05 | 2011-08-08 | 2011-08-09 | 3 | 32.20 | 32.20 | 0.00% | market | 9.15% | 2.73% | 0.49% | 2.24% |
| ENB | 2011-08-05 | 2011-08-08 | 2011-08-09 | 3 | 29.00 | 29.00 | 0.00% | market | 7.39% | 5.31% | 0.49% | 4.83% |
| GHC | 2011-08-05 | 2011-08-08 | 2011-08-09 | 3 | 225.71 | 225.71 | 0.00% | market | 13.63% | -4.40% | 0.49% | -4.89% |
| GNRC | 2011-08-05 | 2011-08-08 | 2011-08-09 | 3 | 12.46 | 12.46 | 0.00% | market | 13.89% | -4.65% | 0.49% | -5.14% |
| HALO | 2011-08-05 | 2011-08-08 | 2011-08-09 | 3 | 5.87 | 5.87 | 0.00% | market | 123.08% | 3.48% | 0.49% | 2.99% |
| LNG | 2011-08-05 | 2011-08-08 | 2011-08-09 | 3 | 7.40 | 7.40 | 0.00% | market | 12.00% | -2.80% | 0.49% | -3.29% |
| MGRC | 2011-08-05 | 2011-08-08 | 2011-08-09 | 3 | 25.90 | 25.90 | 0.00% | market | 31.43% | 1.10% | 0.49% | 0.61% |
| PG | 2011-08-05 | 2011-08-08 | 2011-08-09 | 3 | 60.12 | 60.12 | 0.00% | market | 2.44% | 0.07% | 0.49% | -0.42% |
| TGS | 2011-08-05 | 2011-08-08 | 2011-08-09 | 3 | 3.20 | 3.20 | 0.00% | market | 460.00% | -2.29% | 0.49% | -2.78% |
| TTI | 2011-08-05 | 2011-08-08 | 2011-08-09 | 3 | 9.45 | 9.45 | 0.00% | market | 14.29% | -2.00% | 0.49% | -2.49% |
| TU | 2011-08-05 | 2011-08-08 | 2011-08-09 | 3 | 12.09 | 12.09 | 0.00% | market | 4.19% | 1.64% | 0.49% | 1.15% |
| AWR | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 16.24 | 16.24 | 0.00% | market | 21.43% | 1.25% | -1.56% | 2.82% |
| BRT | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 6.13 | 6.13 | 0.00% | market | 475.00% | 3.33% | -1.56% | 4.89% |
| BWXT | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 15.00 | 15.00 | 0.00% | market | 5.41% | -3.50% | -1.56% | -1.94% |
| CHCO | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 29.33 | 29.33 | 0.00% | market | 3.23% | 2.01% | -1.56% | 3.57% |
| DCO | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 17.00 | 17.00 | 0.00% | market | 15.38% | -1.92% | -1.56% | -0.36% |
| EGY | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 5.11 | 5.11 | 0.00% | market | 5.26% | 18.69% | -1.56% | 20.25% |
| FBP | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 3.58 | 3.58 | 0.00% | market | 56.67% | -1.50% | -1.56% | 0.06% |
| GTN | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 1.94 | 1.94 | 0.00% | market | 150.00% | -25.36% | -1.56% | -23.80% |
| HLIO | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 23.02 | 23.02 | 0.00% | market | 2.50% | 2.90% | -1.56% | 4.46% |
| IBOC | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 14.38 | 14.38 | 0.00% | market | 2.38% | -2.95% | -1.56% | -1.39% |
| IOSP | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 22.39 | 22.39 | 0.00% | market | 16.44% | 4.23% | -1.56% | 5.79% |
| IRDM | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 7.19 | 7.19 | 0.00% | market | 14.29% | -0.66% | -1.56% | 0.90% |
| LTC | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 21.10 | 21.10 | 0.00% | market | 43.24% | 4.83% | -1.56% | 6.39% |
| LXU | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 25.35 | 25.35 | 0.00% | market | 6.82% | 1.30% | -1.56% | 2.86% |
| MGM | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 12.07 | 12.07 | 0.00% | market | 61.54% | -14.52% | -1.56% | -12.96% |
| OLED | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 23.98 | 23.98 | 0.00% | market | 57.14% | 13.54% | -1.56% | 15.10% |
| OTTR | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 19.28 | 19.28 | 0.00% | market | 33.33% | 3.43% | -1.56% | 4.99% |
| PLOW | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 12.75 | 12.75 | 0.00% | market | 11.36% | 3.90% | -1.56% | 5.46% |
| STRL | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 10.96 | 10.96 | 0.00% | market | 4.17% | -0.19% | -1.56% | 1.37% |
| SWX | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 33.21 | 33.21 | 0.00% | market | 485.94% | 1.26% | -1.56% | 2.82% |
| TDS | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 20.01 | 20.01 | 0.00% | market | 150.00% | -0.70% | -1.56% | 0.86% |
| TRGP | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 27.24 | 27.24 | 0.00% | market | 25.00% | 11.65% | -1.56% | 13.21% |
| TSN | 2011-08-08 | 2011-08-09 | 2011-08-10 | 1 | 15.96 | 15.96 | 0.00% | market | 15.00% | 3.47% | -1.56% | 5.03% |
| AAT | 2011-08-09 | 2011-08-10 | 2011-08-11 | 1 | 18.25 | 18.25 | 0.00% | market | 213.04% | 0.45% | 1.80% | -1.35% |
| AIT | 2011-08-09 | 2011-08-10 | 2011-08-11 | 1 | 26.96 | 26.96 | 0.00% | market | 11.48% | -0.36% | 1.80% | -2.16% |
| BAH | 2011-08-09 | 2011-08-10 | 2011-08-11 | 1 | 16.42 | 16.42 | 0.00% | market | 5.13% | -1.99% | 1.80% | -3.78% |
| CODI | 2011-08-09 | 2011-08-10 | 2011-08-11 | 1 | 12.89 | 12.89 | 0.00% | market | 2.63% | -4.29% | 1.80% | -6.09% |
| DIOD | 2011-08-09 | 2011-08-10 | 2011-08-11 | 1 | 19.19 | 19.19 | 0.00% | market | 2.38% | 3.60% | 1.80% | 1.80% |
| DIS | 2011-08-09 | 2011-08-10 | 2011-08-11 | 1 | 31.84 | 31.84 | 0.00% | market | 6.85% | 0.78% | 1.80% | -1.02% |
| EPD | 2011-08-09 | 2011-08-10 | 2011-08-11 | 1 | 20.35 | 20.35 | 0.00% | market | 18.18% | 5.40% | 1.80% | 3.61% |
| GGAL | 2011-08-09 | 2011-08-10 | 2011-08-11 | 1 | 11.97 | 11.97 | 0.00% | market | 19.51% | 5.41% | 1.80% | 3.62% |
| HBM | 2011-08-09 | 2011-08-10 | 2011-08-11 | 1 | 12.14 | 12.14 | 0.00% | market | 4.55% | -0.35% | 1.80% | -2.14% |
| IFF | 2011-08-09 | 2011-08-10 | 2011-08-11 | 1 | 55.00 | 55.00 | 0.00% | market | 1.04% | -0.50% | 1.80% | -2.30% |
| MBI | 2011-08-09 | 2011-08-10 | 2011-08-11 | 1 | 7.09 | 7.09 | 0.00% | market | 871.43% | -5.60% | 1.80% | -7.40% |
| MG | 2011-08-09 | 2011-08-10 | 2011-08-11 | 1 | 16.68 | 16.68 | 0.00% | market | 18.18% | 6.31% | 1.80% | 4.52% |
| MLR | 2011-08-09 | 2011-08-10 | 2011-08-11 | 1 | 17.00 | 17.00 | 0.00% | market | 51.61% | 2.72% | 1.80% | 0.93% |
| PDM | 2011-08-09 | 2011-08-10 | 2011-08-11 | 1 | 17.97 | 17.97 | 0.00% | market | 171.43% | 5.35% | 1.80% | 3.56% |
| PEGA | 2011-08-09 | 2011-08-10 | 2011-08-11 | 1 | 9.45 | 9.45 | 0.00% | market | 14.29% | 12.60% | 1.80% | 10.80% |
| SNEX | 2011-08-09 | 2011-08-10 | 2011-08-11 | 1 | 4.58 | 4.58 | 0.00% | market | 57.18% | 0.34% | 1.80% | -1.46% |
| TDG | 2011-08-09 | 2011-08-10 | 2011-08-11 | 1 | 83.90 | 83.90 | 0.00% | market | 9.01% | 3.40% | 1.80% | 1.61% |
| WPC | 2011-08-09 | 2011-08-10 | 2011-08-11 | 1 | 35.15 | 35.15 | 0.00% | market | 41.18% | 5.22% | 1.80% | 3.42% |
| AAP | 2011-08-10 | 2011-08-11 | 2011-08-12 | 1 | 56.27 | 56.27 | 0.00% | market | 5.80% | -2.05% | 4.29% | -6.35% |
| ACAD | 2011-08-10 | 2011-08-11 | 2011-08-12 | 1 | 1.34 | 1.34 | 0.00% | market | 14.29% | 5.12% | 4.29% | 0.83% |
| AVT | 2011-08-10 | 2011-08-11 | 2011-08-12 | 1 | 25.69 | 25.69 | 0.00% | market | 6.09% | 7.80% | 4.29% | 3.51% |
| BAP | 2011-08-10 | 2011-08-11 | 2011-08-12 | 1 | 83.44 | 83.44 | 0.00% | market | 8.46% | 6.04% | 4.29% | 1.75% |
| BN | 2011-08-10 | 2011-08-11 | 2011-08-12 | 1 | 5.72 | 5.72 | 0.00% | market | 409.09% | 4.62% | 4.29% | 0.33% |
| CAE | 2011-08-10 | 2011-08-11 | 2011-08-12 | 1 | 11.38 | 11.38 | 0.00% | market | 3.47% | -5.28% | 4.29% | -9.58% |
| CSCO | 2011-08-10 | 2011-08-11 | 2011-08-12 | 1 | 15.45 | 15.45 | 0.00% | market | 5.26% | 3.40% | 4.29% | -0.90% |
| DXC | 2011-08-10 | 2011-08-11 | 2011-08-12 | 1 | 14.04 | 14.04 | 0.00% | market | 71.01% | 3.37% | 4.29% | -0.92% |
| HPP | 2011-08-10 | 2011-08-11 | 2011-08-12 | 1 | 91.00 | 91.00 | 0.00% | market | 285.71% | 0.75% | 4.29% | -3.54% |
| KGC | 2011-08-10 | 2011-08-11 | 2011-08-12 | 1 | 16.24 | 16.24 | 0.00% | market | 17.65% | -4.04% | 4.29% | -8.33% |
| M | 2011-08-10 | 2011-08-11 | 2011-08-12 | 1 | 24.71 | 24.71 | 0.00% | market | 10.00% | 3.30% | 4.29% | -0.99% |
| MMYT | 2011-08-10 | 2011-08-11 | 2011-08-12 | 1 | 17.64 | 17.64 | 0.00% | market | 42.86% | 12.71% | 4.29% | 8.42% |
| PAR | 2011-08-10 | 2011-08-11 | 2011-08-12 | 1 | 3.76 | 3.76 | 0.00% | market | 600.00% | -6.22% | 4.29% | -10.51% |
| RL | 2011-08-10 | 2011-08-11 | 2011-08-12 | 1 | 127.30 | 127.30 | 0.00% | market | 30.14% | 8.05% | 4.29% | 3.76% |
| SBLK | 2011-08-10 | 2011-08-11 | 2011-08-12 | 1 | 108.75 | 108.75 | 0.00% | market | 142.86% | 4.04% | 4.29% | -0.25% |
| SSRM | 2011-08-10 | 2011-08-11 | 2011-08-12 | 1 | 25.89 | 25.89 | 0.00% | market | 235.29% | 1.87% | 4.29% | -2.42% |
| AG | 2011-08-11 | 2011-08-12 | 2011-08-15 | 1 | 20.62 | 20.62 | 0.00% | market | 3.57% | 5.38% | 1.87% | 3.51% |
| AQN | 2011-08-11 | 2011-08-12 | 2011-08-15 | 1 | 5.59 | 5.59 | 0.00% | market | 16.67% | 3.48% | 1.87% | 1.60% |
| BAK | 2011-08-11 | 2011-08-12 | 2011-08-15 | 1 | 20.38 | 20.38 | 0.00% | market | 150.28% | 9.32% | 1.87% | 7.45% |
| BTE | 2011-08-11 | 2011-08-12 | 2011-08-15 | 1 | 49.52 | 49.52 | 0.00% | market | 83.08% | 5.21% | 1.87% | 3.34% |
| CECO | 2011-08-11 | 2011-08-12 | 2011-08-15 | 1 | 16.54 | 16.54 | 0.00% | market | 33.33% | -0.10% | 1.87% | -1.97% |
| EAT | 2011-08-11 | 2011-08-12 | 2011-08-15 | 1 | 23.73 | 23.73 | 0.00% | market | 2.13% | 3.02% | 1.87% | 1.14% |
| KSS | 2011-08-11 | 2011-08-12 | 2011-08-15 | 1 | 47.77 | 47.77 | 0.00% | market | 0.93% | -0.60% | 1.87% | -2.48% |
| MFC | 2011-08-11 | 2011-08-12 | 2011-08-15 | 1 | 13.63 | 13.63 | 0.00% | market | 36.84% | 2.61% | 1.87% | 0.74% |
| NOVT | 2011-08-11 | 2011-08-12 | 2011-08-15 | 1 | 9.75 | 9.75 | 0.00% | market | 42.86% | 8.31% | 1.87% | 6.44% |
| SBS | 2011-08-11 | 2011-08-12 | 2011-08-15 | 1 | 1.74 | 1.74 | 0.00% | market | 40.60% | 2.77% | 1.87% | 0.90% |
| TNK | 2011-08-11 | 2011-08-12 | 2011-08-15 | 1 | 55.12 | 55.12 | 0.00% | market | 12.00% | 1.64% | 1.87% | -0.23% |
| WD | 2011-08-11 | 2011-08-12 | 2011-08-15 | 1 | 12.05 | 12.05 | 0.00% | market | 27.50% | 2.31% | 1.87% | 0.43% |
| CIG | 2011-08-14 | 2011-08-15 | 2011-08-16 | 1 | 7.25 | 7.25 | 0.00% | market | 4.35% | 1.83% | 0.34% | 1.50% |
| CIG-C | 2011-08-14 | 2011-08-15 | 2011-08-16 | 1 | 3.73 | 3.73 | 0.00% | market | 7.69% | 1.51% | 0.34% | 1.17% |
| A | 2011-08-15 | 2011-08-16 | 2011-08-17 | 1 | 26.44 | 26.44 | 0.00% | market | 5.48% | -3.28% | 0.17% | -3.44% |
| DQ | 2011-08-15 | 2011-08-16 | 2011-08-17 | 1 | 6.78 | 6.78 | 0.00% | market | 35.19% | -7.92% | 0.17% | -8.08% |
| EL | 2011-08-15 | 2011-08-16 | 2011-08-17 | 1 | 47.57 | 47.57 | 0.00% | market | 8.33% | -0.14% | 0.17% | -0.31% |
| FN | 2011-08-15 | 2011-08-16 | 2011-08-17 | 1 | 16.15 | 16.15 | 0.00% | market | 8.51% | 1.32% | 0.17% | 1.16% |
| INN | 2011-08-15 | 2011-08-16 | 2011-08-17 | 1 | 8.53 | 8.53 | 0.00% | market | 233.33% | -2.56% | 0.17% | -2.73% |
| LOW | 2011-08-15 | 2011-08-16 | 2011-08-17 | 1 | 19.47 | 19.47 | 0.00% | market | 3.03% | 3.14% | 0.17% | 2.97% |
| PBR | 2011-08-15 | 2011-08-16 | 2011-08-17 | 1 | 28.95 | 28.95 | 0.00% | market | 0.96% | 1.35% | 0.17% | 1.18% |
| URBN | 2011-08-15 | 2011-08-16 | 2011-08-17 | 1 | 26.18 | 26.18 | 0.00% | market | 9.37% | 3.03% | 0.17% | 2.86% |
| DKS | 2011-08-16 | 2011-08-17 | 2011-08-18 | 1 | 33.16 | 33.16 | 0.00% | market | 4.00% | -7.52% | -4.77% | -2.75% |
| HD | 2011-08-16 | 2011-08-17 | 2011-08-18 | 1 | 33.55 | 33.55 | 0.00% | market | 3.61% | -4.24% | -4.77% | 0.53% |
| JKHY | 2011-08-16 | 2011-08-17 | 2011-08-18 | 1 | 27.97 | 27.97 | 0.00% | market | 5.00% | -6.25% | -4.77% | -1.48% |
| JKS | 2011-08-16 | 2011-08-17 | 2011-08-18 | 1 | 17.27 | 17.27 | 0.00% | market | 2.99% | -15.04% | -4.77% | -10.27% |
| PLAB | 2011-08-16 | 2011-08-17 | 2011-08-18 | 1 | 6.34 | 6.34 | 0.00% | market | 21.05% | 6.45% | -4.77% | 11.22% |
| PRGO | 2011-08-16 | 2011-08-17 | 2011-08-18 | 1 | 90.00 | 90.00 | 0.00% | market | 3.03% | -5.64% | -4.77% | -0.87% |
| TJX | 2011-08-16 | 2011-08-17 | 2011-08-18 | 1 | 13.84 | 13.84 | 0.00% | market | 4.55% | -4.58% | -4.77% | 0.19% |
| WMT | 2011-08-16 | 2011-08-17 | 2011-08-18 | 1 | 17.24 | 17.24 | 0.00% | market | 1.00% | 0.02% | -4.77% | 4.79% |
| ANF | 2011-08-17 | 2011-08-18 | 2011-08-19 | 1 | 62.57 | 62.57 | 0.00% | market | 16.67% | -10.02% | -3.31% | -6.71% |
| BBWI | 2011-08-17 | 2011-08-18 | 2011-08-19 | 1 | 25.61 | 25.61 | 0.00% | market | 4.35% | -1.94% | -3.31% | 1.38% |
| CACI | 2011-08-17 | 2011-08-18 | 2011-08-19 | 1 | 49.56 | 49.56 | 0.00% | market | 23.08% | 0.34% | -3.31% | 3.66% |
| DE | 2011-08-17 | 2011-08-18 | 2011-08-19 | 1 | 71.31 | 71.31 | 0.00% | market | 1.20% | -3.33% | -3.31% | -0.01% |
| NTES | 2011-08-17 | 2011-08-18 | 2011-08-19 | 1 | 9.25 | 9.25 | 0.00% | market | 12.50% | -7.56% | -3.31% | -4.25% |
| SNPS | 2011-08-17 | 2011-08-18 | 2011-08-19 | 1 | 23.39 | 23.39 | 0.00% | market | 6.98% | -0.10% | -3.31% | 3.21% |
| TGT | 2011-08-17 | 2011-08-18 | 2011-08-19 | 1 | 49.52 | 49.52 | 0.00% | market | 6.19% | 0.71% | -3.31% | 4.02% |
| ADSK | 2011-08-18 | 2011-08-19 | 2011-08-22 | 1 | 27.30 | 27.30 | 0.00% | market | 7.32% | -11.13% | -0.20% | -10.92% |
| CATO | 2011-08-18 | 2011-08-19 | 2011-08-22 | 1 | 23.23 | 23.23 | 0.00% | market | 3.39% | 2.40% | -0.20% | 2.60% |
| CRM | 2011-08-18 | 2011-08-19 | 2011-08-22 | 1 | 29.43 | 29.43 | 0.00% | market | 14.29% | -5.91% | -0.20% | -5.71% |
| DLTR | 2011-08-18 | 2011-08-19 | 2011-08-22 | 1 | 32.51 | 32.51 | 0.00% | market | 2.63% | -0.19% | -0.20% | 0.01% |
| GME | 2011-08-18 | 2011-08-19 | 2011-08-22 | 1 | 5.27 | 5.27 | 0.00% | market | 20.00% | 2.37% | -0.20% | 2.57% |
| HPQ | 2011-08-18 | 2011-08-19 | 2011-08-22 | 1 | 10.71 | 10.71 | 0.00% | market | 0.92% | 3.54% | -0.20% | 3.75% |
| MRVL | 2011-08-18 | 2011-08-19 | 2011-08-22 | 1 | 12.87 | 12.87 | 0.00% | market | 2.70% | -2.51% | -0.20% | -2.31% |
| MZTI | 2011-08-18 | 2011-08-19 | 2011-08-22 | 1 | 54.42 | 54.42 | 0.00% | market | 28.92% | -1.13% | -0.20% | -0.93% |
| SJM | 2011-08-18 | 2011-08-19 | 2011-08-22 | 1 | 69.38 | 69.38 | 0.00% | market | 2.75% | -2.43% | -0.20% | -2.23% |
| TROX | 2011-08-18 | 2011-08-19 | 2011-08-22 | 1 | 27.10 | 27.10 | 0.00% | market | 50.77% | -7.18% | -0.20% | -6.98% |
| BMO | 2011-08-23 | 2011-08-24 | 2011-08-25 | 1 | 60.49 | 60.49 | 0.00% | market | 3.82% | -0.15% | 0.08% | -0.23% |
| DY | 2011-08-23 | 2011-08-24 | 2011-08-25 | 1 | 15.95 | 15.95 | 0.00% | market | 58.33% | 2.53% | 0.08% | 2.46% |
| MLCO | 2011-08-23 | 2011-08-24 | 2011-08-25 | 1 | 9.92 | 9.92 | 0.00% | market | 9.09% | -7.44% | 0.08% | -7.52% |
| WSM | 2011-08-23 | 2011-08-24 | 2011-08-25 | 1 | 14.66 | 14.66 | 0.00% | market | 2.78% | 6.24% | 0.08% | 6.17% |
| AMAT | 2011-08-24 | 2011-08-25 | 2011-08-26 | 1 | 10.84 | 10.84 | 0.00% | market | 6.06% | 1.93% | -0.64% | 2.57% |
| HEI | 2011-08-24 | 2011-08-25 | 2011-08-26 | 1 | 17.35 | 17.35 | 0.00% | market | 23.08% | 3.13% | -0.64% | 3.77% |
| SMTC | 2011-08-24 | 2011-08-25 | 2011-08-26 | 1 | 20.07 | 20.07 | 0.00% | market | 2.08% | 8.42% | -0.64% | 9.06% |
| TOL | 2011-08-24 | 2011-08-25 | 2011-08-26 | 1 | 15.62 | 15.62 | 0.00% | market | 849.85% | 3.10% | -0.64% | 3.74% |
| HRL | 2011-08-25 | 2011-08-26 | 2011-08-29 | 1 | 13.21 | 13.21 | 0.00% | market | 5.88% | 4.14% | 4.90% | -0.76% |
| NX | 2011-08-25 | 2011-08-26 | 2011-08-29 | 1 | 10.51 | 10.51 | 0.00% | market | 7.14% | 29.11% | 4.90% | 24.21% |
| OSIS | 2011-08-25 | 2011-08-26 | 2011-08-29 | 1 | 36.22 | 36.22 | 0.00% | market | 1.54% | 8.46% | 4.90% | 3.56% |
| SIG | 2011-08-25 | 2011-08-26 | 2011-08-29 | 1 | 36.07 | 36.07 | 0.00% | market | 28.81% | 7.03% | 4.90% | 2.12% |
| FRO | 2011-08-26 | 2011-08-29 | 2011-08-30 | 3 | 31.60 | 31.60 | 0.00% | market | 1.60% | 21.58% | 1.77% | 19.80% |
| CWST | 2011-08-29 | 2011-08-30 | 2011-08-31 | 1 | 5.65 | 5.65 | 0.00% | market | 25.00% | 1.49% | 1.15% | 0.34% |
| DCI | 2011-08-29 | 2011-08-30 | 2011-08-31 | 1 | 28.49 | 28.49 | 0.00% | market | 5.00% | 3.41% | 1.15% | 2.26% |
| BNS | 2011-08-30 | 2011-08-31 | 2011-09-01 | 1 | 55.26 | 55.26 | 0.00% | market | 2.70% | 0.37% | -1.24% | 1.61% |
| DBI | 2011-08-30 | 2011-08-31 | 2011-09-01 | 1 | 23.77 | 23.77 | 0.00% | market | 19.35% | -4.48% | -1.24% | -3.23% |
| DG | 2011-08-30 | 2011-08-31 | 2011-09-01 | 1 | 36.41 | 36.41 | 0.00% | market | 8.33% | -1.31% | -1.24% | -0.07% |
| PVH | 2011-08-30 | 2011-08-31 | 2011-09-01 | 1 | 66.66 | 66.66 | 0.00% | market | 12.63% | -0.49% | -1.24% | 0.75% |
| COO | 2011-08-31 | 2011-09-01 | 2011-09-02 | 1 | 19.15 | 19.15 | 0.00% | market | 6.48% | -5.11% | -3.63% | -1.48% |
| GCO | 2011-08-31 | 2011-09-01 | 2011-09-02 | 1 | 52.86 | 52.86 | 0.00% | market | 120.00% | -10.66% | -3.63% | -7.03% |
| OXM | 2011-08-31 | 2011-09-01 | 2011-09-02 | 1 | 35.32 | 35.32 | 0.00% | market | 9.62% | 5.39% | -3.63% | 9.02% |
| CIEN | 2011-09-01 | 2011-09-02 | 2011-09-06 | 1 | 14.46 | 14.46 | 0.00% | market | 200.00% | -9.71% | -1.21% | -8.51% |
| MOV | 2011-09-01 | 2011-09-02 | 2011-09-06 | 1 | 14.81 | 14.81 | 0.00% | market | 166.67% | -8.81% | -1.21% | -7.60% |
| TD | 2011-09-01 | 2011-09-02 | 2011-09-06 | 1 | 39.18 | 39.18 | 0.00% | market | 3.61% | -1.53% | -1.21% | -0.32% |
| CPB | 2011-09-02 | 2011-09-06 | 2011-09-07 | 4 | 30.75 | 30.75 | 0.00% | market | 13.16% | 2.83% | 5.16% | -2.33% |
| AVAV | 2011-09-07 | 2011-09-08 | 2011-09-09 | 1 | 29.06 | 29.06 | 0.00% | market | 7.16% | -4.06% | -3.05% | -1.00% |
| HOV | 2011-09-07 | 2011-09-08 | 2011-09-09 | 1 | 42.50 | 42.50 | 0.00% | market | 5.17% | -12.45% | -3.05% | -9.40% |
| SXI | 2011-09-07 | 2011-09-08 | 2011-09-09 | 1 | 30.36 | 30.36 | 0.00% | market | 14.67% | 4.61% | -3.05% | 7.66% |
| ABM | 2011-09-08 | 2011-09-09 | 2011-09-12 | 1 | 17.75 | 17.75 | 0.00% | market | 8.51% | 6.77% | -0.86% | 7.63% |
| ULTA | 2011-09-08 | 2011-09-09 | 2011-09-12 | 1 | 62.13 | 62.13 | 0.00% | market | 18.75% | 14.06% | -0.86% | 14.92% |
| IRS | 2011-09-09 | 2011-09-12 | 2011-09-13 | 3 | 10.14 | 10.14 | 0.00% | market | 56.25% | 0.49% | 2.86% | -2.36% |
| KR | 2011-09-09 | 2011-09-12 | 2011-09-13 | 3 | 10.86 | 10.86 | 0.00% | market | 4.55% | 1.10% | 2.86% | -1.76% |
| LULU | 2011-09-09 | 2011-09-12 | 2011-09-13 | 3 | 53.24 | 53.24 | 0.00% | market | 18.18% | 7.43% | 2.86% | 4.58% |
| MCS | 2011-09-15 | 2011-09-16 | 2011-09-19 | 1 | 10.01 | 10.01 | 0.00% | market | 5.00% | 9.29% | -0.81% | 10.10% |
| LEN | 2011-09-19 | 2011-09-20 | 2011-09-21 | 1 | 14.59 | 14.59 | 0.00% | market | 10.00% | -4.83% | -3.47% | -1.36% |
| ADBE | 2011-09-20 | 2011-09-21 | 2011-09-22 | 1 | 25.95 | 25.95 | 0.00% | market | 1.85% | -6.42% | -6.13% | -0.29% |
| AZO | 2011-09-20 | 2011-09-21 | 2011-09-22 | 1 | 327.29 | 327.29 | 0.00% | market | 3.01% | -3.51% | -6.13% | 2.62% |
| CCL | 2011-09-20 | 2011-09-21 | 2011-09-22 | 1 | 33.98 | 33.98 | 0.00% | market | 3.68% | -8.08% | -6.13% | -1.95% |
| ORCL | 2011-09-20 | 2011-09-21 | 2011-09-22 | 1 | 29.81 | 29.81 | 0.00% | market | 4.35% | -5.03% | -6.13% | 1.10% |
| BBBY | 2011-09-21 | 2011-09-22 | 2011-09-23 | 1 | 9.13 | 9.13 | 0.00% | market | 10.71% | 4.28% | 0.26% | 4.03% |
| GIS | 2011-09-21 | 2011-09-22 | 2011-09-23 | 1 | 37.87 | 37.87 | 0.00% | market | 3.23% | 2.54% | 0.26% | 2.28% |
| MLKN | 2011-09-21 | 2011-09-22 | 2011-09-23 | 1 | 17.67 | 17.67 | 0.00% | market | 31.25% | -0.61% | 0.26% | -0.87% |
| CTAS | 2011-09-22 | 2011-09-23 | 2011-09-26 | 1 | 7.23 | 7.23 | 0.00% | market | 10.64% | -0.10% | 3.68% | -3.78% |
| FDX | 2011-09-22 | 2011-09-23 | 2011-09-26 | 1 | 53.84 | 53.84 | 0.00% | market | 0.69% | 4.23% | 3.68% | 0.54% |
| MTN | 2011-09-22 | 2011-09-23 | 2011-09-26 | 1 | 36.50 | 36.50 | 0.00% | market | 1.32% | 9.00% | 3.68% | 5.31% |
| NKE | 2011-09-22 | 2011-09-23 | 2011-09-26 | 1 | 21.94 | 21.94 | 0.00% | market | 13.33% | 1.68% | 3.68% | -2.01% |
| KBH | 2011-09-23 | 2011-09-26 | 2011-09-27 | 3 | 5.96 | 5.96 | 0.00% | market | 31.58% | -1.11% | 2.56% | -3.66% |
| EBF | 2011-09-26 | 2011-09-27 | 2011-09-28 | 1 | 14.56 | 14.56 | 0.00% | market | 5.71% | -11.84% | -2.86% | -8.98% |
| ACN | 2011-09-27 | 2011-09-28 | 2011-09-29 | 1 | 55.12 | 55.12 | 0.00% | market | 3.41% | -1.33% | -1.47% | 0.14% |
| JBL | 2011-09-27 | 2011-09-28 | 2011-09-29 | 1 | 18.88 | 18.88 | 0.00% | market | 10.71% | -1.32% | -1.47% | 0.15% |
| PAYX | 2011-09-27 | 2011-09-28 | 2011-09-29 | 1 | 27.40 | 27.40 | 0.00% | market | 7.89% | -1.16% | -1.47% | 0.31% |
| PRGS | 2011-09-27 | 2011-09-28 | 2011-09-29 | 1 | 17.70 | 17.70 | 0.00% | market | 10.71% | 1.20% | -1.47% | 2.67% |
| SNX | 2011-09-27 | 2011-09-28 | 2011-09-29 | 1 | 14.04 | 14.04 | 0.00% | market | 11.24% | -1.10% | -1.47% | 0.37% |
| EPAC | 2011-09-28 | 2011-09-29 | 2011-09-30 | 1 | 20.46 | 20.46 | 0.00% | market | 8.70% | -3.57% | -3.33% | -0.24% |
| MKC | 2011-09-28 | 2011-09-29 | 2011-09-30 | 1 | 23.43 | 23.43 | 0.00% | market | 9.37% | -1.59% | -3.33% | 1.74% |
| MKC-V | 2011-09-28 | 2011-09-29 | 2011-09-30 | 1 | 23.09 | 23.09 | 0.00% | market | 7.81% | -0.49% | -3.33% | 2.84% |
| THO | 2011-09-28 | 2011-09-29 | 2011-09-30 | 1 | 22.17 | 22.17 | 0.00% | market | 8.20% | -0.19% | -3.33% | 3.14% |
| TISI | 2011-10-03 | 2011-10-04 | 2011-10-05 | 1 | 209.40 | 209.40 | 0.00% | market | 30.43% | 16.76% | 5.60% | 11.16% |
| WWW | 2011-10-03 | 2011-10-04 | 2011-10-05 | 1 | 17.00 | 17.00 | 0.00% | market | 7.89% | 6.49% | 5.60% | 0.89% |
| GPN | 2011-10-04 | 2011-10-05 | 2011-10-06 | 1 | 22.14 | 22.14 | 0.00% | market | 8.11% | -5.07% | 3.44% | -8.50% |
| MAR | 2011-10-05 | 2011-10-06 | 2011-10-07 | 1 | 26.77 | 26.77 | 0.00% | market | 7.41% | -0.92% | 1.18% | -2.10% |
| RPM | 2011-10-05 | 2011-10-06 | 2011-10-07 | 1 | 20.55 | 20.55 | 0.00% | market | 1.72% | -1.71% | 1.18% | -2.89% |
| STZ | 2011-10-06 | 2011-10-07 | 2011-10-10 | 1 | 20.59 | 20.59 | 0.00% | market | 16.67% | 0.97% | 2.06% | -1.09% |
| MG | 2011-10-10 | 2011-10-11 | 2011-10-12 | 1 | 20.21 | 20.21 | 0.00% | market | 10.00% | 1.24% | 1.58% | -0.35% |
| OZK | 2011-10-12 | 2011-10-13 | 2011-10-14 | 1 | 11.69 | 11.69 | 0.00% | market | 33.33% | 1.01% | 2.11% | -1.10% |
| PEP | 2011-10-12 | 2011-10-13 | 2011-10-14 | 1 | 62.19 | 62.19 | 0.00% | market | 0.77% | -0.02% | 2.11% | -2.13% |
| PGR | 2011-10-12 | 2011-10-13 | 2011-10-14 | 1 | 18.30 | 18.30 | 0.00% | market | 3.57% | -2.01% | 2.11% | -4.12% |
| SAR | 2011-10-12 | 2011-10-13 | 2011-10-14 | 1 | 16.10 | 16.10 | 0.00% | market | 66.00% | -1.78% | 2.11% | -3.88% |
| BANF | 2011-10-13 | 2011-10-14 | 2011-10-17 | 1 | 17.83 | 17.83 | 0.00% | market | 13.89% | -0.21% | -1.38% | 1.17% |
| FAST | 2011-10-13 | 2011-10-14 | 2011-10-17 | 1 | 8.49 | 8.49 | 0.00% | market | 6.25% | -1.75% | -1.38% | -0.37% |
| GOOGL | 2011-10-13 | 2011-10-14 | 2011-10-17 | 1 | 15.00 | 15.00 | 0.00% | market | 9.09% | -2.97% | -1.38% | -1.59% |
| JBHT | 2011-10-13 | 2011-10-14 | 2011-10-17 | 1 | 40.15 | 40.15 | 0.00% | market | 1.79% | 2.14% | -1.38% | 3.52% |
| JPM | 2011-10-13 | 2011-10-14 | 2011-10-17 | 1 | 31.87 | 31.87 | 0.00% | market | 20.88% | -2.70% | -1.38% | -1.33% |
| VMI | 2011-10-13 | 2011-10-14 | 2011-10-17 | 1 | 88.50 | 88.50 | 0.00% | market | 3.92% | -3.23% | -1.38% | -1.85% |
| WGO | 2011-10-13 | 2011-10-14 | 2011-10-17 | 1 | 7.56 | 7.56 | 0.00% | market | 215.79% | -2.75% | -1.38% | -1.37% |
| WBS | 2011-10-14 | 2011-10-17 | 2011-10-18 | 3 | 17.59 | 17.59 | 0.00% | market | 12.50% | 5.13% | 0.48% | 4.65% |
| ASML | 2011-10-17 | 2011-10-18 | 2011-10-19 | 1 | 51.64 | 51.64 | 0.00% | market | 9.18% | -0.78% | 0.82% | -1.60% |
| BRO | 2011-10-17 | 2011-10-18 | 2011-10-19 | 1 | 9.13 | 9.13 | 0.00% | market | 6.67% | 9.43% | 0.82% | 8.60% |
| C | 2011-10-17 | 2011-10-18 | 2011-10-19 | 1 | 28.39 | 28.39 | 0.00% | market | 51.85% | 3.42% | 0.82% | 2.60% |
| ELS | 2011-10-17 | 2011-10-18 | 2011-10-19 | 1 | 15.62 | 15.62 | 0.00% | market | 460.00% | 0.28% | 0.82% | -0.54% |
| HAL | 2011-10-17 | 2011-10-18 | 2011-10-19 | 1 | 34.54 | 34.54 | 0.00% | market | 2.17% | -2.01% | 0.82% | -2.83% |
| IBM | 2011-10-17 | 2011-10-18 | 2011-10-19 | 1 | 170.17 | 170.17 | 0.00% | market | 1.86% | -0.44% | 0.82% | -1.26% |
| ICUI | 2011-10-17 | 2011-10-18 | 2011-10-19 | 1 | 38.50 | 38.50 | 0.00% | market | 12.07% | 2.19% | 0.82% | 1.36% |
| SB | 2011-10-17 | 2011-10-18 | 2011-10-19 | 1 | 6.30 | 6.30 | 0.00% | market | 8.82% | 2.92% | 0.82% | 2.09% |
| SWK | 2011-10-17 | 2011-10-18 | 2011-10-19 | 1 | 57.28 | 57.28 | 0.00% | market | 0.75% | 4.30% | 0.82% | 3.48% |
| WAL | 2011-10-17 | 2011-10-18 | 2011-10-19 | 1 | 5.53 | 5.53 | 0.00% | market | 28.57% | 6.05% | 0.82% | 5.22% |
| WDFC | 2011-10-17 | 2011-10-18 | 2011-10-19 | 1 | 42.69 | 42.69 | 0.00% | market | 12.96% | 4.80% | 0.82% | 3.97% |
| BAC | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 6.68 | 6.68 | 0.00% | market | 63.16% | -3.24% | -0.59% | -2.66% |
| CCK | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 33.50 | 33.50 | 0.00% | market | 3.06% | -1.09% | -0.59% | -0.50% |
| CHKP | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 59.15 | 59.15 | 0.00% | market | 2.86% | 0.37% | -0.59% | 0.96% |
| DPZ | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 30.03 | 30.03 | 0.00% | market | 6.06% | 1.60% | -0.59% | 2.19% |
| EDU | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 26.44 | 26.44 | 0.00% | market | 1.75% | -3.43% | -0.59% | -2.84% |
| FULT | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 8.80 | 8.80 | 0.00% | market | 5.26% | 7.29% | -0.59% | 7.87% |
| GPC | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 56.37 | 56.37 | 0.00% | market | 3.19% | -1.41% | -0.59% | -0.82% |
| GWW | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 166.94 | 166.94 | 0.00% | market | 7.73% | -1.19% | -0.59% | -0.60% |
| HOG | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 34.51 | 34.51 | 0.00% | market | 2.63% | 2.07% | -0.59% | 2.66% |
| INTC | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 24.01 | 24.01 | 0.00% | market | 6.56% | -1.77% | -0.59% | -1.18% |
| ISRG | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 45.98 | 45.98 | 0.00% | market | 9.68% | 1.01% | -0.59% | 1.60% |
| JNJ | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 64.51 | 64.51 | 0.00% | market | 2.48% | -3.17% | -0.59% | -2.58% |
| KO | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 33.50 | 33.50 | 0.00% | market | 1.96% | 0.08% | -0.59% | 0.67% |
| MANH | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 9.75 | 9.75 | 0.00% | market | 41.67% | 4.87% | -0.59% | 5.46% |
| OMC | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 42.16 | 42.16 | 0.00% | market | 2.86% | -0.03% | -0.59% | 0.56% |
| PH | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 77.28 | 77.28 | 0.00% | market | 13.02% | -0.38% | -0.59% | 0.20% |
| PII | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 54.59 | 54.59 | 0.00% | market | 13.10% | 2.34% | -0.59% | 2.92% |
| PNFP | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 13.87 | 13.87 | 0.00% | market | 23.53% | 4.08% | -0.59% | 4.67% |
| RBCAA | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 19.99 | 19.99 | 0.00% | market | 52.00% | -0.80% | -0.59% | -0.21% |
| RLI | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 17.81 | 17.81 | 0.00% | market | 26.53% | -2.18% | -0.59% | -1.59% |
| RNST | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 14.15 | 14.15 | 0.00% | market | 4.00% | -3.28% | -0.59% | -2.69% |
| SON | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 30.59 | 30.59 | 0.00% | market | 4.76% | -2.52% | -0.59% | -1.93% |
| STT | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 37.30 | 37.30 | 0.00% | market | 9.09% | 2.26% | -0.59% | 2.85% |
| UNF | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 51.07 | 51.07 | 0.00% | market | 7.14% | -1.08% | -0.59% | -0.49% |
| UNH | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 45.40 | 45.40 | 0.00% | market | 4.46% | 3.16% | -0.59% | 3.75% |
| URI | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 22.94 | 22.94 | 0.00% | market | 21.05% | 5.04% | -0.59% | 5.63% |
| WCN | 2011-10-18 | 2011-10-19 | 2011-10-20 | 1 | 22.05 | 22.05 | 0.00% | market | 3.57% | 2.08% | -0.59% | 2.67% |
| ABT | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 25.59 | 25.59 | 0.00% | market | 0.85% | 0.60% | 2.09% | -1.49% |
| AXP | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 45.50 | 45.50 | 0.00% | market | 7.29% | 6.41% | 2.09% | 4.31% |
| BANR | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 15.05 | 15.05 | 0.00% | market | 260.00% | 12.86% | 2.09% | 10.77% |
| BLK | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 149.04 | 149.04 | 0.00% | market | 7.60% | 3.44% | 2.09% | 1.35% |
| BNY | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 19.57 | 19.57 | 0.00% | market | 13.46% | 5.67% | 2.09% | 3.58% |
| CLB | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 96.79 | 96.79 | 0.00% | market | 1.01% | 1.62% | 2.09% | -0.48% |
| COHU | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 9.96 | 9.96 | 0.00% | market | 75.00% | 17.37% | 2.09% | 15.28% |
| CVBF | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 9.20 | 9.20 | 0.00% | market | 16.67% | 4.90% | 2.09% | 2.81% |
| EWBC | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 16.76 | 16.76 | 0.00% | market | 5.13% | 7.42% | 2.09% | 5.33% |
| EXPO | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 10.87 | 10.87 | 0.00% | market | 15.38% | 6.43% | 2.09% | 4.34% |
| FCFS | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 40.55 | 40.55 | 0.00% | market | 7.27% | 1.03% | 2.09% | -1.06% |
| FCX | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 34.65 | 34.65 | 0.00% | market | 7.84% | 5.47% | 2.09% | 3.38% |
| FNB | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 9.50 | 9.50 | 0.00% | market | 5.56% | 4.43% | 2.09% | 2.33% |
| HNI | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 22.00 | 22.00 | 0.00% | market | 34.15% | 6.26% | 2.09% | 4.17% |
| IEX | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 37.02 | 37.02 | 0.00% | market | 14.52% | -6.56% | 2.09% | -8.65% |
| MCRI | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 9.12 | 9.12 | 0.00% | market | 29.41% | 2.20% | 2.09% | 0.11% |
| MKSI | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 22.49 | 22.49 | 0.00% | market | 20.83% | 11.91% | 2.09% | 9.81% |
| MS | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 16.61 | 16.61 | 0.00% | market | 280.00% | 2.37% | 2.09% | 0.28% |
| NTRS | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 37.91 | 37.91 | 0.00% | market | 2.90% | 5.39% | 2.09% | 3.29% |
| PNC | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 51.79 | 51.79 | 0.00% | market | 4.03% | 4.28% | 2.09% | 2.19% |
| RTX | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 43.40 | 43.40 | 0.00% | market | 2.08% | 2.60% | 2.09% | 0.50% |
| SLM | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 4.64 | 4.64 | 0.00% | market | 5.88% | 7.44% | 2.09% | 5.35% |
| SYK | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 49.03 | 49.03 | 0.00% | market | 2.25% | 0.19% | 2.09% | -1.91% |
| TCBI | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 26.25 | 26.25 | 0.00% | market | 12.00% | 1.23% | 2.09% | -0.86% |
| TSCO | 2011-10-19 | 2011-10-20 | 2011-10-21 | 1 | 6.90 | 6.90 | 0.00% | market | 11.54% | 6.42% | 2.09% | 4.33% |