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 32: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GNW | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 6.38 | 6.38 | 0.00% | market | 16.67% | 9.30% | 0.82% | 8.48% |
| HE | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 26.06 | 26.06 | 0.00% | market | 13.64% | -0.68% | 0.82% | -1.50% |
| ITUB | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 6.33 | 6.33 | 0.00% | market | 13.64% | -0.10% | 0.82% | -0.92% |
| JOE | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 13.64 | 13.64 | 0.00% | market | 11.11% | -3.77% | 0.82% | -4.59% |
| KOP | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 35.82 | 35.82 | 0.00% | market | 6.93% | 0.40% | 0.82% | -0.42% |
| LFUS | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 49.28 | 49.28 | 0.00% | market | 14.29% | 0.96% | 0.82% | 0.13% |
| MAA | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 61.20 | 61.20 | 0.00% | market | 233.33% | -0.05% | 0.82% | -0.87% |
| MAIN | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 18.01 | 18.01 | 0.00% | market | 7.32% | -0.49% | 0.82% | -1.31% |
| MGRC | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 27.03 | 27.03 | 0.00% | market | 31.91% | 3.49% | 0.82% | 2.67% |
| MTD | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 154.00 | 154.00 | 0.00% | market | 4.69% | 6.02% | 0.82% | 5.19% |
| NFG | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 63.25 | 63.25 | 0.00% | market | 2.27% | -4.02% | 0.82% | -4.84% |
| NICE | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 35.50 | 35.50 | 0.00% | market | 1.89% | -3.31% | 0.82% | -4.13% |
| NPO | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 35.38 | 35.38 | 0.00% | market | 8.20% | -3.24% | 0.82% | -4.06% |
| NRG | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 21.50 | 21.50 | 0.00% | market | 26.47% | 2.04% | 0.82% | 1.22% |
| OIS | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 41.26 | 41.26 | 0.00% | market | 12.08% | 2.66% | 0.82% | 1.84% |
| PCG | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 40.50 | 40.50 | 0.00% | market | 1.89% | -0.52% | 0.82% | -1.34% |
| PDM | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 17.30 | 17.30 | 0.00% | market | 233.33% | -1.08% | 0.82% | -1.91% |
| PLUG | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 2.33 | 2.33 | 0.00% | market | 12.50% | -7.40% | 0.82% | -8.22% |
| PPL | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 27.63 | 27.63 | 0.00% | market | 8.57% | 0.15% | 0.82% | -0.67% |
| PSA | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 126.04 | 126.04 | 0.00% | market | 69.51% | -0.53% | 0.82% | -1.35% |
| PSKY | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 24.13 | 24.13 | 0.00% | market | 8.70% | 4.50% | 0.82% | 3.68% |
| REG | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 39.65 | 39.65 | 0.00% | market | 408.33% | -0.93% | 0.82% | -1.75% |
| RGLD | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 78.04 | 78.04 | 0.00% | market | 2.38% | 3.78% | 0.82% | 2.96% |
| SBUX | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 21.46 | 21.46 | 0.00% | market | 5.56% | 2.98% | 0.82% | 2.15% |
| SNY | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 34.80 | 34.80 | 0.00% | market | 4.13% | -2.71% | 0.82% | -3.54% |
| SRE | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 26.66 | 26.66 | 0.00% | market | 1.67% | 0.76% | 0.82% | -0.06% |
| SRPT | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 6.00 | 6.00 | 0.00% | market | 48.57% | -12.10% | 0.82% | -12.92% |
| STN | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 12.64 | 12.64 | 0.00% | market | 3.23% | 0.69% | 0.82% | -0.13% |
| STRA | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 89.71 | 89.71 | 0.00% | market | 11.11% | 1.96% | 0.82% | 1.14% |
| SU | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 32.38 | 32.38 | 0.00% | market | 37.80% | 1.54% | 0.82% | 0.71% |
| SWKS | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 19.56 | 19.56 | 0.00% | market | 1.89% | 8.90% | 0.82% | 8.08% |
| TDC | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 57.28 | 57.28 | 0.00% | market | 7.27% | -1.64% | 0.82% | -2.46% |
| TEL | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 35.37 | 35.37 | 0.00% | market | 3.49% | -0.64% | 0.82% | -1.46% |
| UFPT | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 14.98 | 14.98 | 0.00% | market | 2.94% | 0.17% | 0.82% | -0.66% |
| USPH | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 18.13 | 18.13 | 0.00% | market | 5.56% | 0.18% | 0.82% | -0.65% |
| VC | 2011-11-03 | 2011-11-04 | 2011-11-07 | 1 | 57.16 | 57.16 | 0.00% | market | 30.43% | 1.65% | 0.82% | 0.83% |
| ABR | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 3.55 | 3.55 | 0.00% | market | 75.00% | 9.20% | 1.99% | 7.21% |
| AEE | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 32.17 | 32.17 | 0.00% | market | 21.71% | 3.54% | 1.99% | 1.55% |
| AES | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 11.85 | 11.85 | 0.00% | market | 3.85% | 2.18% | 1.99% | 0.19% |
| AVD | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 12.54 | 12.54 | 0.00% | market | 14.29% | -5.92% | 1.99% | -7.91% |
| BIP | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 10.23 | 10.23 | 0.00% | market | 30.77% | 0.58% | 1.99% | -1.40% |
| BRK-A | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 115,373.00 | 115,373.00 | 0.00% | market | 28.56% | 1.48% | 1.99% | -0.50% |
| BRK-B | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 77.48 | 77.48 | 0.00% | market | 31.62% | 0.78% | 1.99% | -1.21% |
| CHD | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 21.87 | 21.87 | 0.00% | market | 3.85% | -0.33% | 1.99% | -2.31% |
| DTE | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 44.18 | 44.18 | 0.00% | market | 7.00% | 0.60% | 1.99% | -1.38% |
| GHC | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 199.10 | 199.10 | 0.00% | market | 28.57% | 4.32% | 1.99% | 2.34% |
| GTN | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 1.83 | 1.83 | 0.00% | market | 169.48% | 5.91% | 1.99% | 3.93% |
| KKR | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 13.52 | 13.52 | 0.00% | market | 6.19% | 3.97% | 1.99% | 1.98% |
| LEU | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 549.45 | 549.45 | 0.00% | market | 22.57% | -7.10% | 1.99% | -9.09% |
| MOG-A | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 38.66 | 38.66 | 0.00% | market | 13.70% | 3.68% | 1.99% | 1.69% |
| NWN | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 46.04 | 46.04 | 0.00% | market | 3.13% | 1.01% | 1.99% | -0.98% |
| STWD | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 15.19 | 15.19 | 0.00% | market | 2.44% | 0.62% | 1.99% | -1.36% |
| TDS | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 21.60 | 21.60 | 0.00% | market | 57.50% | 8.00% | 1.99% | 6.02% |
| TEO | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 20.23 | 20.23 | 0.00% | market | 8.96% | -0.94% | 1.99% | -2.93% |
| TTI | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 9.83 | 9.83 | 0.00% | market | 5.88% | -4.17% | 1.99% | -6.15% |
| VTR | 2011-11-04 | 2011-11-07 | 2011-11-08 | 3 | 47.67 | 47.67 | 0.00% | market | 166.67% | 0.57% | 1.99% | -1.41% |
| AWR | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 16.95 | 16.95 | 0.00% | market | 16.67% | 2.55% | -2.96% | 5.52% |
| BAP | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 107.89 | 107.89 | 0.00% | market | 1.42% | -3.83% | -2.96% | -0.86% |
| BKNG | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 20.80 | 20.80 | 0.00% | market | 6.99% | 3.07% | -2.96% | 6.04% |
| BWXT | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 16.82 | 16.82 | 0.00% | market | 5.41% | -1.17% | -2.96% | 1.79% |
| CORT | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 3.15 | 3.15 | 0.00% | market | 20.00% | 2.44% | -2.96% | 5.40% |
| CQP | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 16.50 | 16.50 | 0.00% | market | 680.00% | -0.40% | -2.96% | 2.56% |
| DAC | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 47.32 | 47.32 | 0.00% | market | 21.74% | -2.47% | -2.96% | 0.50% |
| FN | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 13.48 | 13.48 | 0.00% | market | 11.63% | -0.69% | -2.96% | 2.27% |
| HALO | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 8.54 | 8.54 | 0.00% | market | 221.54% | -2.91% | -2.96% | 0.05% |
| HLIO | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 26.20 | 26.20 | 0.00% | market | 12.82% | -4.30% | -2.96% | -1.34% |
| HPP | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 89.18 | 89.18 | 0.00% | market | 387.50% | -4.18% | -2.96% | -1.22% |
| HTH | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 8.00 | 8.00 | 0.00% | market | 102.00% | -2.72% | -2.96% | 0.24% |
| LNG | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 10.54 | 10.54 | 0.00% | market | 8.33% | -0.38% | -2.96% | 2.58% |
| LOPE | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 16.80 | 16.80 | 0.00% | market | 25.00% | -3.85% | -2.96% | -0.89% |
| MKL | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 396.47 | 396.47 | 0.00% | market | 17.56% | -2.42% | -2.96% | 0.54% |
| NHI | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 44.03 | 44.03 | 0.00% | market | 7.94% | -4.03% | -2.96% | -1.07% |
| NNN | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 26.90 | 26.90 | 0.00% | market | 69.57% | -2.70% | -2.96% | 0.26% |
| SHO | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 7.05 | 7.05 | 0.00% | market | 300.00% | 3.02% | -2.96% | 5.98% |
| SSNC | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 8.01 | 8.01 | 0.00% | market | 7.69% | 0.15% | -2.96% | 3.11% |
| SYY | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 27.81 | 27.81 | 0.00% | market | 5.77% | -1.14% | -2.96% | 1.82% |
| TGS | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 3.15 | 3.15 | 0.00% | market | 40.06% | -0.10% | -2.96% | 2.86% |
| VSAT | 2011-11-07 | 2011-11-08 | 2011-11-09 | 1 | 43.85 | 43.85 | 0.00% | market | 45.45% | 0.42% | -2.96% | 3.39% |
| AAT | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 20.00 | 20.00 | 0.00% | market | 300.00% | -0.85% | -0.46% | -0.39% |
| AER | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 11.30 | 11.30 | 0.00% | market | 13.33% | -0.90% | -0.46% | -0.44% |
| ANDE | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 24.97 | 24.97 | 0.00% | market | 254.55% | 9.59% | -0.46% | 10.05% |
| ARCC | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 15.10 | 15.10 | 0.00% | market | 16.22% | 0.50% | -0.46% | 0.95% |
| ASH | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 25.12 | 25.12 | 0.00% | market | 8.60% | -0.30% | -0.46% | 0.16% |
| BMA | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 21.14 | 21.14 | 0.00% | market | 13.51% | 0.75% | -0.46% | 1.21% |
| CPA | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 68.23 | 68.23 | 0.00% | market | 23.03% | -7.21% | -0.46% | -6.75% |
| DINO | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 31.91 | 31.91 | 0.00% | market | 2.90% | -6.81% | -0.46% | -6.35% |
| FC | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 8.94 | 8.94 | 0.00% | market | 183.33% | -2.90% | -0.46% | -2.44% |
| FCNCA | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 168.09 | 168.09 | 0.00% | market | 10.44% | 1.45% | -0.46% | 1.91% |
| GEL | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 25.86 | 25.86 | 0.00% | market | 12.50% | 2.37% | -0.46% | 2.83% |
| GSAT | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 7.95 | 7.95 | 0.00% | market | 14.29% | -5.76% | -0.46% | -5.30% |
| HCI | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 7.64 | 7.64 | 0.00% | market | 35.00% | 2.39% | -0.46% | 2.84% |
| IHG | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 21.64 | 21.64 | 0.00% | market | 12.24% | 1.42% | -0.46% | 1.88% |
| MATX | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 21.59 | 21.59 | 0.00% | market | 10.53% | -5.80% | -0.46% | -5.34% |
| MIDD | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 22.15 | 22.15 | 0.00% | market | 5.00% | 7.17% | -0.46% | 7.63% |
| MMYT | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 32.41 | 32.41 | 0.00% | market | 25.00% | -7.69% | -0.46% | -7.23% |
| MPT | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 9.83 | 9.83 | 0.00% | market | 80.00% | -2.54% | -0.46% | -2.09% |
| NC | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 5.93 | 5.93 | 0.00% | market | 17.62% | 5.63% | -0.46% | 6.09% |
| NNI | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 21.85 | 21.85 | 0.00% | market | 11.93% | -0.47% | -0.46% | -0.01% |
| OLED | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 52.01 | 52.01 | 0.00% | market | 1683.06% | -5.06% | -0.46% | -4.60% |
| PRIM | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 14.52 | 14.52 | 0.00% | market | 90.00% | -1.89% | -0.46% | -1.43% |
| ROK | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 72.07 | 72.07 | 0.00% | market | 14.88% | 0.02% | -0.46% | 0.48% |
| TM | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 64.22 | 64.22 | 0.00% | market | 60.98% | 0.26% | -0.46% | 0.71% |
| TRNO | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 12.19 | 12.19 | 0.00% | market | 72.73% | -1.90% | -0.46% | -1.45% |
| TTWO | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 15.00 | 15.00 | 0.00% | market | 17.54% | -4.03% | -0.46% | -3.58% |
| VCEL | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 54.20 | 54.20 | 0.00% | market | 75.19% | -5.64% | -0.46% | -5.18% |
| WPC | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 39.65 | 39.65 | 0.00% | market | 60.94% | -1.74% | -0.46% | -1.28% |
| ZBRA | 2011-11-08 | 2011-11-09 | 2011-11-10 | 1 | 36.22 | 36.22 | 0.00% | market | 6.67% | -0.43% | -0.46% | 0.03% |
| AAP | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 67.40 | 67.40 | 0.00% | market | 19.49% | 4.17% | 1.50% | 2.67% |
| AG | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 17.05 | 17.05 | 0.00% | market | 8.33% | 1.19% | 1.50% | -0.31% |
| AHT | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 4,827.44 | 4,827.44 | 0.00% | market | 975.00% | -5.59% | 1.50% | -7.09% |
| AMRC | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 10.32 | 10.32 | 0.00% | market | 3.85% | 5.52% | 1.50% | 4.02% |
| ANIP | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 90.72 | 90.72 | 0.00% | market | 15.29% | -6.05% | 1.50% | -7.55% |
| ATO | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 34.96 | 34.96 | 0.00% | market | 110.53% | 1.02% | 1.50% | -0.48% |
| AU | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 47.26 | 47.26 | 0.00% | market | 5.36% | 3.22% | 1.50% | 1.72% |
| CSCO | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 18.69 | 18.69 | 0.00% | market | 10.26% | 1.67% | 1.50% | 0.17% |
| DXC | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 13.60 | 13.60 | 0.00% | market | 25.00% | -3.35% | 1.50% | -4.85% |
| EFXT | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 11.29 | 11.29 | 0.00% | market | 29.41% | -4.88% | 1.50% | -6.38% |
| ENS | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 24.71 | 24.71 | 0.00% | market | 3.57% | 4.31% | 1.50% | 2.81% |
| FTK | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 49.74 | 49.74 | 0.00% | market | 337.50% | -0.70% | 1.50% | -2.20% |
| GGAL | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 8.21 | 8.21 | 0.00% | market | 8.16% | -2.66% | 1.50% | -4.16% |
| GM | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 22.44 | 22.44 | 0.00% | market | 9.57% | 0.21% | 1.50% | -1.29% |
| IPAR | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 19.74 | 19.74 | 0.00% | market | 25.93% | -3.34% | 1.50% | -4.84% |
| M | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 31.02 | 31.02 | 0.00% | market | 100.00% | 0.29% | 1.50% | -1.21% |
| MBI | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 8.15 | 8.15 | 0.00% | market | 653.33% | -0.35% | 1.50% | -1.84% |
| RBC | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 49.21 | 49.21 | 0.00% | market | 4.00% | 4.21% | 1.50% | 2.71% |
| RL | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 152.10 | 152.10 | 0.00% | market | 9.82% | 2.14% | 1.50% | 0.64% |
| SBLK | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 102.00 | 102.00 | 0.00% | market | 73.31% | -3.04% | 1.50% | -4.54% |
| TTEK | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 4.57 | 4.57 | 0.00% | market | 5.00% | -1.41% | 1.50% | -2.91% |
| UGP | 2011-11-09 | 2011-11-10 | 2011-11-11 | 1 | 9.09 | 9.09 | 0.00% | market | 26.22% | 0.12% | 1.50% | -1.38% |
| ACM | 2011-11-10 | 2011-11-11 | 2011-11-14 | 1 | 20.12 | 20.12 | 0.00% | market | 2.74% | 3.38% | -0.29% | 3.67% |
| AQN | 2011-11-10 | 2011-11-11 | 2011-11-14 | 1 | 5.60 | 5.60 | 0.00% | market | 507.14% | 0.08% | -0.29% | 0.37% |
| BTE | 2011-11-10 | 2011-11-11 | 2011-11-14 | 1 | 53.19 | 53.19 | 0.00% | market | 27.38% | -1.13% | -0.29% | -0.84% |
| CAE | 2011-11-10 | 2011-11-11 | 2011-11-14 | 1 | 10.02 | 10.02 | 0.00% | market | 3.14% | -0.90% | -0.29% | -0.60% |
| CECO | 2011-11-10 | 2011-11-11 | 2011-11-14 | 1 | 7.69 | 7.69 | 0.00% | market | 7.69% | 7.31% | -0.29% | 7.61% |
| DIS | 2011-11-10 | 2011-11-11 | 2011-11-14 | 1 | 36.63 | 36.63 | 0.00% | market | 9.26% | -1.49% | -0.29% | -1.20% |
| HII | 2011-11-10 | 2011-11-11 | 2011-11-14 | 1 | 31.15 | 31.15 | 0.00% | market | 23.53% | -2.70% | -0.29% | -2.41% |
| KLIC | 2011-11-10 | 2011-11-11 | 2011-11-14 | 1 | 9.71 | 9.71 | 0.00% | market | 14.81% | 10.61% | -0.29% | 10.90% |
| KOS | 2011-11-10 | 2011-11-11 | 2011-11-14 | 1 | 13.85 | 13.85 | 0.00% | market | 21.43% | -3.64% | -0.29% | -3.34% |
| KSS | 2011-11-10 | 2011-11-11 | 2011-11-14 | 1 | 55.90 | 55.90 | 0.00% | market | 1.27% | -0.33% | -0.29% | -0.04% |
| MLCO | 2011-11-10 | 2011-11-11 | 2011-11-14 | 1 | 8.00 | 8.00 | 0.00% | market | 5.26% | -0.50% | -0.29% | -0.21% |
| MMS | 2011-11-10 | 2011-11-11 | 2011-11-14 | 1 | 20.96 | 20.96 | 0.00% | market | 6.67% | -0.77% | -0.29% | -0.47% |
| NOVT | 2011-11-10 | 2011-11-11 | 2011-11-14 | 1 | 9.11 | 9.11 | 0.00% | market | 13.04% | 1.00% | -0.29% | 1.29% |
| SSRM | 2011-11-10 | 2011-11-11 | 2011-11-14 | 1 | 15.31 | 15.31 | 0.00% | market | 145.45% | 2.38% | -0.29% | 2.68% |
| STAG | 2011-11-10 | 2011-11-11 | 2011-11-14 | 1 | 10.60 | 10.60 | 0.00% | market | 92.31% | -2.08% | -0.29% | -1.79% |
| VIV | 2011-11-10 | 2011-11-11 | 2011-11-14 | 1 | 27.51 | 27.51 | 0.00% | market | 20.00% | 1.68% | -0.29% | 1.98% |
| DDS | 2011-11-11 | 2011-11-14 | 2011-11-15 | 3 | 48.79 | 48.79 | 0.00% | market | 50.00% | 3.51% | -0.09% | 3.59% |
| HMC | 2011-11-11 | 2011-11-14 | 2011-11-15 | 3 | 29.48 | 29.48 | 0.00% | market | 10.26% | 0.10% | -0.09% | 0.19% |
| TCOM | 2011-11-13 | 2011-11-14 | 2011-11-15 | 1 | 14.93 | 14.93 | 0.00% | market | 561.90% | -7.80% | -0.09% | -7.72% |
| CIG | 2011-11-14 | 2011-11-15 | 2011-11-16 | 1 | 7.03 | 7.03 | 0.00% | market | 3.85% | 1.18% | -0.87% | 2.05% |
| CIG-C | 2011-11-14 | 2011-11-15 | 2011-11-16 | 1 | 3.58 | 3.58 | 0.00% | market | 6.67% | 1.86% | -0.87% | 2.73% |
| EDN | 2011-11-14 | 2011-11-15 | 2011-11-16 | 1 | 7.09 | 7.09 | 0.00% | market | 37.50% | -1.79% | -0.87% | -0.92% |
| J | 2011-11-14 | 2011-11-15 | 2011-11-16 | 1 | 31.62 | 31.62 | 0.00% | market | 1.37% | 7.74% | -0.87% | 8.61% |
| LOW | 2011-11-14 | 2011-11-15 | 2011-11-16 | 1 | 23.34 | 23.34 | 0.00% | market | 6.06% | 0.54% | -0.87% | 1.41% |
| MITT | 2011-11-14 | 2011-11-15 | 2011-11-16 | 1 | 56.53 | 56.53 | 0.00% | market | 1604.00% | 1.55% | -0.87% | 2.42% |
| NOAH | 2011-11-14 | 2011-11-15 | 2011-11-16 | 1 | 6.95 | 6.95 | 0.00% | market | 22.22% | 1.77% | -0.87% | 2.64% |
| SLS | 2011-11-14 | 2011-11-15 | 2011-11-16 | 1 | 21,600.00 | 21,600.00 | 0.00% | market | 18.75% | -2.88% | -0.87% | -2.01% |
| URBN | 2011-11-14 | 2011-11-15 | 2011-11-16 | 1 | 25.82 | 25.82 | 0.00% | market | 3.13% | 3.31% | -0.87% | 4.18% |
| WWD | 2011-11-14 | 2011-11-15 | 2011-11-16 | 1 | 34.67 | 34.67 | 0.00% | market | 9.09% | 14.81% | -0.87% | 15.68% |
| A | 2011-11-15 | 2011-11-16 | 2011-11-17 | 1 | 26.70 | 26.70 | 0.00% | market | 3.70% | -0.44% | -2.16% | 1.73% |
| ADSK | 2011-11-15 | 2011-11-16 | 2011-11-17 | 1 | 35.38 | 35.38 | 0.00% | market | 7.32% | -2.73% | -2.16% | -0.57% |
| DKS | 2011-11-15 | 2011-11-16 | 2011-11-17 | 1 | 41.52 | 41.52 | 0.00% | market | 23.08% | -4.27% | -2.16% | -2.10% |
| HD | 2011-11-15 | 2011-11-16 | 2011-11-17 | 1 | 37.65 | 37.65 | 0.00% | market | 3.45% | -0.18% | -2.16% | 1.98% |
| TJX | 2011-11-15 | 2011-11-16 | 2011-11-17 | 1 | 15.13 | 15.13 | 0.00% | market | 3.85% | -2.35% | -2.16% | -0.18% |
| TROX | 2011-11-15 | 2011-11-16 | 2011-11-17 | 1 | 25.00 | 25.00 | 0.00% | market | 19.83% | -6.70% | -2.16% | -4.54% |
| AMAT | 2011-11-16 | 2011-11-17 | 2011-11-18 | 1 | 12.03 | 12.03 | 0.00% | market | 10.53% | -6.75% | -1.51% | -5.24% |
| BBWI | 2011-11-16 | 2011-11-17 | 2011-11-18 | 1 | 32.74 | 32.74 | 0.00% | market | 4.17% | -5.51% | -1.51% | -4.00% |
| GGB | 2011-11-16 | 2011-11-17 | 2011-11-18 | 1 | 6.88 | 6.88 | 0.00% | market | 241.67% | -7.37% | -1.51% | -5.86% |
| JCI | 2011-11-16 | 2011-11-17 | 2011-11-18 | 1 | 21.46 | 21.46 | 0.00% | market | 6.67% | 0.04% | -1.51% | 1.55% |
| NTAP | 2011-11-16 | 2011-11-17 | 2011-11-18 | 1 | 36.38 | 36.38 | 0.00% | market | 6.78% | -4.61% | -1.51% | -3.10% |
| NTES | 2011-11-16 | 2011-11-17 | 2011-11-18 | 1 | 9.52 | 9.52 | 0.00% | market | 11.11% | -3.36% | -1.51% | -1.85% |
| PNNT | 2011-11-16 | 2011-11-17 | 2011-11-18 | 1 | 10.66 | 10.66 | 0.00% | market | 10.00% | -3.57% | -1.51% | -2.06% |
| SBH | 2011-11-16 | 2011-11-17 | 2011-11-18 | 1 | 20.22 | 20.22 | 0.00% | market | 7.41% | -3.27% | -1.51% | -1.76% |
| TGT | 2011-11-16 | 2011-11-17 | 2011-11-18 | 1 | 53.39 | 53.39 | 0.00% | market | 10.81% | -0.83% | -1.51% | 0.68% |
| BKE | 2011-11-17 | 2011-11-18 | 2011-11-21 | 1 | 39.87 | 39.87 | 0.00% | market | 1.25% | -6.52% | -2.32% | -4.20% |
| CATO | 2011-11-17 | 2011-11-18 | 2011-11-21 | 1 | 25.79 | 25.79 | 0.00% | market | 5.00% | -2.74% | -2.32% | -0.42% |
| CRM | 2011-11-17 | 2011-11-18 | 2011-11-21 | 1 | 29.86 | 29.86 | 0.00% | market | 12.50% | -6.33% | -2.32% | -4.01% |
| DCI | 2011-11-17 | 2011-11-18 | 2011-11-21 | 1 | 32.95 | 32.95 | 0.00% | market | 15.38% | -1.74% | -2.32% | 0.58% |
| DLB | 2011-11-17 | 2011-11-18 | 2011-11-21 | 1 | 29.55 | 29.55 | 0.00% | market | 18.33% | 3.11% | -2.32% | 5.43% |
| DLTR | 2011-11-17 | 2011-11-18 | 2011-11-21 | 1 | 38.27 | 38.27 | 0.00% | market | 4.76% | -1.20% | -2.32% | 1.12% |
| HP | 2011-11-17 | 2011-11-18 | 2011-11-21 | 1 | 55.21 | 55.21 | 0.00% | market | 4.81% | -3.07% | -2.32% | -0.75% |
| INTU | 2011-11-17 | 2011-11-18 | 2011-11-21 | 1 | 51.51 | 51.51 | 0.00% | market | 16.67% | -1.56% | -2.32% | 0.76% |
| MRVL | 2011-11-17 | 2011-11-18 | 2011-11-21 | 1 | 14.50 | 14.50 | 0.00% | market | 2.56% | -0.93% | -2.32% | 1.39% |
| ROST | 2011-11-17 | 2011-11-18 | 2011-11-21 | 1 | 21.73 | 21.73 | 0.00% | market | 3.23% | -0.10% | -2.32% | 2.22% |
| TDG | 2011-11-17 | 2011-11-18 | 2011-11-21 | 1 | 93.18 | 93.18 | 0.00% | market | 16.94% | -0.89% | -2.32% | 1.42% |
| WSM | 2011-11-17 | 2011-11-18 | 2011-11-21 | 1 | 18.66 | 18.66 | 0.00% | market | 7.89% | -1.44% | -2.32% | 0.88% |
| BRC | 2011-11-18 | 2011-11-21 | 2011-11-22 | 3 | 29.75 | 29.75 | 0.00% | market | 5.08% | -6.32% | -0.84% | -5.48% |
| DY | 2011-11-21 | 2011-11-22 | 2011-11-23 | 1 | 18.69 | 18.69 | 0.00% | market | 10.00% | -2.13% | -2.38% | 0.25% |
| HPQ | 2011-11-21 | 2011-11-22 | 2011-11-23 | 1 | 11.92 | 11.92 | 0.00% | market | 3.54% | -1.95% | -2.38% | 0.43% |
| XYL | 2011-11-21 | 2011-11-22 | 2011-11-23 | 1 | 25.02 | 25.02 | 0.00% | market | 44.83% | -5.46% | -2.38% | -3.08% |
| CPB | 2011-11-22 | 2011-11-23 | 2011-11-25 | 1 | 31.59 | 31.59 | 0.00% | market | 3.80% | 0.72% | -1.47% | 2.19% |
| DBI | 2011-11-22 | 2011-11-23 | 2011-11-25 | 1 | 22.34 | 22.34 | 0.00% | market | 10.00% | -3.90% | -1.47% | -2.44% |
| FRO | 2011-11-22 | 2011-11-23 | 2011-11-25 | 1 | 14.20 | 14.20 | 0.00% | market | 23.59% | -2.92% | -1.47% | -1.45% |
| GCO | 2011-11-22 | 2011-11-23 | 2011-11-25 | 1 | 57.72 | 57.72 | 0.00% | market | 26.04% | -5.99% | -1.47% | -4.53% |
| HRL | 2011-11-22 | 2011-11-23 | 2011-11-25 | 1 | 14.37 | 14.37 | 0.00% | market | 4.76% | -0.24% | -1.47% | 1.23% |
| MDT | 2011-11-22 | 2011-11-23 | 2011-11-25 | 1 | 34.67 | 34.67 | 0.00% | market | 2.44% | -2.96% | -1.47% | -1.49% |
| SIG | 2011-11-22 | 2011-11-23 | 2011-11-25 | 1 | 43.15 | 43.15 | 0.00% | market | 42.86% | -3.95% | -1.47% | -2.48% |
| DE | 2011-11-23 | 2011-11-25 | 2011-11-28 | 2 | 74.64 | 74.64 | 0.00% | market | 13.29% | 2.39% | 2.86% | -0.47% |
| DSX | 2011-11-23 | 2011-11-25 | 2011-11-28 | 2 | 7.28 | 7.28 | 0.00% | market | 3.13% | 1.69% | 2.86% | -1.18% |
| CPRT | 2011-11-28 | 2011-11-29 | 2011-11-30 | 1 | 2.71 | 2.71 | 0.00% | market | 14.29% | 3.59% | 4.11% | -0.52% |
| LZB | 2011-11-30 | 2011-12-01 | 2011-12-02 | 1 | 10.22 | 10.22 | 0.00% | market | 7.14% | 16.14% | 0.01% | 16.13% |
| REX | 2011-11-30 | 2011-12-01 | 2011-12-02 | 1 | 3.06 | 3.06 | 0.00% | market | 135.22% | 5.46% | 0.01% | 5.45% |
| SMTC | 2011-11-30 | 2011-12-01 | 2011-12-02 | 1 | 24.90 | 24.90 | 0.00% | market | 13.04% | -4.44% | 0.01% | -4.45% |
| CM | 2011-12-01 | 2011-12-02 | 2011-12-05 | 1 | 35.81 | 35.81 | 0.00% | market | 1.10% | -0.80% | 0.08% | -0.88% |
| GIL | 2011-12-01 | 2011-12-02 | 2011-12-05 | 1 | 8.27 | 8.27 | 0.00% | market | 5.00% | 10.42% | 0.08% | 10.34% |
| KR | 2011-12-01 | 2011-12-02 | 2011-12-05 | 1 | 11.70 | 11.70 | 0.00% | market | 6.25% | 1.10% | 0.08% | 1.02% |
| LULU | 2011-12-01 | 2011-12-02 | 2011-12-05 | 1 | 48.66 | 48.66 | 0.00% | market | 8.00% | -0.72% | 0.08% | -0.80% |
| MOV | 2011-12-01 | 2011-12-02 | 2011-12-05 | 1 | 18.05 | 18.05 | 0.00% | market | 51.16% | 5.88% | 0.08% | 5.80% |
| PVH | 2011-12-01 | 2011-12-02 | 2011-12-05 | 1 | 72.25 | 72.25 | 0.00% | market | 4.42% | 3.47% | 0.08% | 3.39% |
| TD | 2011-12-01 | 2011-12-02 | 2011-12-05 | 1 | 35.79 | 35.79 | 0.00% | market | 15.58% | 0.85% | 0.08% | 0.77% |
| ULTA | 2011-12-01 | 2011-12-02 | 2011-12-05 | 1 | 70.48 | 70.48 | 0.00% | market | 10.53% | 4.75% | 0.08% | 4.67% |
| RY | 2011-12-02 | 2011-12-05 | 2011-12-06 | 3 | 48.49 | 48.49 | 0.00% | market | 9.18% | -0.88% | -0.46% | -0.43% |
| DG | 2011-12-05 | 2011-12-06 | 2011-12-07 | 1 | 40.25 | 40.25 | 0.00% | market | 4.17% | -2.04% | 0.41% | -2.45% |
| AVAV | 2011-12-06 | 2011-12-07 | 2011-12-08 | 1 | 33.00 | 33.00 | 0.00% | market | 50.00% | -5.83% | -1.50% | -4.33% |
| AZO | 2011-12-06 | 2011-12-07 | 2011-12-08 | 1 | 337.75 | 337.75 | 0.00% | market | 5.41% | -2.49% | -1.50% | -0.99% |
| LDOS | 2011-12-06 | 2011-12-07 | 2011-12-08 | 1 | 33.51 | 33.51 | 0.00% | market | 2.94% | 1.54% | -1.50% | 3.04% |
| OXM | 2011-12-06 | 2011-12-07 | 2011-12-08 | 1 | 38.01 | 38.01 | 0.00% | market | 14.29% | 7.19% | -1.50% | 8.69% |
| PLAB | 2011-12-06 | 2011-12-07 | 2011-12-08 | 1 | 5.83 | 5.83 | 0.00% | market | 16.67% | 2.13% | -1.50% | 3.63% |
| TOL | 2011-12-06 | 2011-12-07 | 2011-12-08 | 1 | 21.09 | 21.09 | 0.00% | market | 80.00% | -3.42% | -1.50% | -1.92% |
| TTC | 2011-12-06 | 2011-12-07 | 2011-12-08 | 1 | 14.13 | 14.13 | 0.00% | market | 77.78% | 0.82% | -1.50% | 2.32% |
| GEF | 2011-12-07 | 2011-12-08 | 2011-12-09 | 1 | 46.39 | 46.39 | 0.00% | market | 4.92% | -1.11% | 0.12% | -1.23% |
| COO | 2011-12-08 | 2011-12-09 | 2011-12-12 | 1 | 15.87 | 15.87 | 0.00% | market | 20.66% | 5.45% | -0.24% | 5.69% |
| BRT | 2011-12-12 | 2011-12-13 | 2011-12-14 | 1 | 6.25 | 6.25 | 0.00% | market | 116.67% | -0.10% | -2.50% | 2.40% |
| CSR | 2011-12-12 | 2011-12-13 | 2011-12-14 | 1 | 72.30 | 72.30 | 0.00% | market | 152.80% | -2.45% | -2.50% | 0.05% |
| ABM | 2011-12-13 | 2011-12-14 | 2011-12-15 | 1 | 20.45 | 20.45 | 0.00% | market | 2.78% | 0.39% | -0.31% | 0.70% |
| FDS | 2011-12-13 | 2011-12-14 | 2011-12-15 | 1 | 88.17 | 88.17 | 0.00% | market | 3.03% | -0.98% | -0.31% | -0.67% |
| NDSN | 2011-12-14 | 2011-12-15 | 2011-12-16 | 1 | 43.93 | 43.93 | 0.00% | market | 6.17% | -8.48% | -1.17% | -7.31% |
| ACN | 2011-12-15 | 2011-12-16 | 2011-12-19 | 1 | 54.51 | 54.51 | 0.00% | market | 2.13% | -1.95% | -1.59% | -0.37% |
| ADBE | 2011-12-15 | 2011-12-16 | 2011-12-19 | 1 | 27.73 | 27.73 | 0.00% | market | 11.67% | -0.91% | -1.59% | 0.68% |
| BB | 2011-12-15 | 2011-12-16 | 2011-12-19 | 1 | 13.20 | 13.20 | 0.00% | market | 6.72% | -2.45% | -1.59% | -0.86% |
| FDX | 2011-12-15 | 2011-12-16 | 2011-12-19 | 1 | 67.72 | 67.72 | 0.00% | market | 3.29% | -3.36% | -1.59% | -1.78% |
| GLNG | 2011-12-15 | 2011-12-16 | 2011-12-19 | 1 | 43.59 | 43.59 | 0.00% | market | 43.48% | -3.93% | -1.59% | -2.34% |
| MCS | 2011-12-15 | 2011-12-16 | 2011-12-19 | 1 | 12.50 | 12.50 | 0.00% | market | 11.11% | -1.54% | -1.59% | 0.05% |
| EBF | 2011-12-19 | 2011-12-20 | 2011-12-21 | 1 | 13.28 | 13.28 | 0.00% | market | 3.85% | 6.00% | 1.63% | 4.37% |
| CAG | 2011-12-20 | 2011-12-21 | 2011-12-22 | 1 | 20.37 | 20.37 | 0.00% | market | 9.30% | 0.10% | 1.08% | -0.98% |
| CTAS | 2011-12-20 | 2011-12-21 | 2011-12-22 | 1 | 8.44 | 8.44 | 0.00% | market | 18.75% | 3.69% | 1.08% | 2.61% |
| NKE | 2011-12-20 | 2011-12-21 | 2011-12-22 | 1 | 23.96 | 23.96 | 0.00% | market | 4.17% | -1.19% | 1.08% | -2.27% |
| PAYX | 2011-12-20 | 2011-12-21 | 2011-12-22 | 1 | 30.06 | 30.06 | 0.00% | market | 2.63% | -2.03% | 1.08% | -3.11% |
| BBBY | 2011-12-21 | 2011-12-22 | 2011-12-23 | 1 | 7.82 | 7.82 | 0.00% | market | 7.95% | -0.74% | 1.41% | -2.15% |
| EPAC | 2011-12-21 | 2011-12-22 | 2011-12-23 | 1 | 22.56 | 22.56 | 0.00% | market | 16.28% | 1.32% | 1.41% | -0.09% |
| LNN | 2011-12-21 | 2011-12-22 | 2011-12-23 | 1 | 53.97 | 53.97 | 0.00% | market | 33.33% | 2.03% | 1.41% | 0.62% |
| MLKN | 2011-12-21 | 2011-12-22 | 2011-12-23 | 1 | 21.24 | 21.24 | 0.00% | market | 2.50% | -13.28% | 1.41% | -14.69% |
| CALM | 2011-12-27 | 2011-12-28 | 2011-12-29 | 1 | 17.79 | 17.79 | 0.00% | market | 8.89% | 2.71% | -0.31% | 3.02% |
| PRGS | 2012-01-03 | 2012-01-04 | 2012-01-05 | 1 | 18.60 | 18.60 | 0.00% | market | 3.03% | -2.79% | 0.66% | -3.45% |
| TISI | 2012-01-03 | 2012-01-04 | 2012-01-05 | 1 | 295.50 | 295.50 | 0.00% | market | 8.16% | 4.57% | 0.66% | 3.91% |
| MOS | 2012-01-04 | 2012-01-05 | 2012-01-06 | 1 | 52.10 | 52.10 | 0.00% | market | 9.37% | 0.99% | 0.55% | 0.44% |
| UNF | 2012-01-04 | 2012-01-05 | 2012-01-06 | 1 | 59.59 | 59.59 | 0.00% | market | 20.37% | 1.96% | 0.55% | 1.41% |
| FC | 2012-01-05 | 2012-01-06 | 2012-01-09 | 1 | 8.85 | 8.85 | 0.00% | market | 125.00% | -6.99% | -0.14% | -6.85% |
| MSM | 2012-01-05 | 2012-01-06 | 2012-01-09 | 1 | 72.50 | 72.50 | 0.00% | market | 2.15% | 0.89% | -0.14% | 1.03% |
| AZZ | 2012-01-06 | 2012-01-09 | 2012-01-10 | 3 | 22.73 | 22.73 | 0.00% | market | 2.56% | 4.21% | 0.88% | 3.33% |
| CMC | 2012-01-06 | 2012-01-09 | 2012-01-10 | 3 | 16.48 | 16.48 | 0.00% | market | 25.00% | -10.54% | 0.88% | -11.42% |
| GBX | 2012-01-06 | 2012-01-09 | 2012-01-10 | 3 | 25.89 | 25.89 | 0.00% | market | 33.33% | 0.87% | 0.88% | -0.02% |
| AYI | 2012-01-09 | 2012-01-10 | 2012-01-11 | 1 | 54.95 | 54.95 | 0.00% | market | 10.45% | 5.94% | -0.15% | 6.09% |
| MG | 2012-01-09 | 2012-01-10 | 2012-01-11 | 1 | 24.00 | 24.00 | 0.00% | market | 8.00% | -7.14% | -0.15% | -6.99% |
| SNX | 2012-01-10 | 2012-01-11 | 2012-01-12 | 1 | 16.92 | 16.92 | 0.00% | market | 20.18% | 3.51% | 0.61% | 2.90% |
| WAFD | 2012-01-11 | 2012-01-12 | 2012-01-13 | 1 | 14.64 | 14.64 | 0.00% | market | 6.90% | 3.32% | -0.56% | 3.88% |
| CHKP | 2012-01-17 | 2012-01-18 | 2012-01-19 | 1 | 55.16 | 55.16 | 0.00% | market | 2.44% | -1.46% | 1.66% | -3.12% |
| EDU | 2012-01-17 | 2012-01-18 | 2012-01-19 | 1 | 22.24 | 22.24 | 0.00% | market | 18.48% | 2.82% | 1.66% | 1.16% |
| OZK | 2012-01-17 | 2012-01-18 | 2012-01-19 | 1 | 15.09 | 15.09 | 0.00% | market | 4.00% | -0.70% | 1.66% | -2.36% |
| WFC | 2012-01-17 | 2012-01-18 | 2012-01-19 | 1 | 29.61 | 29.61 | 0.00% | market | 1.39% | 1.72% | 1.66% | 0.06% |
| ASML | 2012-01-18 | 2012-01-19 | 2012-01-20 | 1 | 55.25 | 55.25 | 0.00% | market | 28.33% | 1.44% | 0.56% | 0.88% |
| EBAY | 2012-01-18 | 2012-01-19 | 2012-01-20 | 1 | 13.17 | 13.17 | 0.00% | market | 5.26% | 1.95% | 0.56% | 1.39% |
| FFIV | 2012-01-18 | 2012-01-19 | 2012-01-20 | 1 | 118.47 | 118.47 | 0.00% | market | 1.98% | 1.42% | 0.56% | 0.86% |
| FUL | 2012-01-18 | 2012-01-19 | 2012-01-20 | 1 | 25.26 | 25.26 | 0.00% | market | 10.17% | 7.66% | 0.56% | 7.10% |
| GS | 2012-01-18 | 2012-01-19 | 2012-01-20 | 1 | 106.25 | 106.25 | 0.00% | market | 48.39% | 2.24% | 0.56% | 1.69% |
| KMI | 2012-01-18 | 2012-01-19 | 2012-01-20 | 1 | 32.50 | 32.50 | 0.00% | market | 37.93% | 0.73% | 0.56% | 0.17% |
| PLXS | 2012-01-18 | 2012-01-19 | 2012-01-20 | 1 | 36.48 | 36.48 | 0.00% | market | 6.25% | 1.65% | 0.56% | 1.10% |
| SLM | 2012-01-18 | 2012-01-19 | 2012-01-20 | 1 | 5.16 | 5.16 | 0.00% | market | 4.08% | 1.06% | 0.56% | 0.51% |
| USB | 2012-01-18 | 2012-01-19 | 2012-01-20 | 1 | 29.13 | 29.13 | 0.00% | market | 1.59% | -1.44% | 0.56% | -2.00% |
| WTFC | 2012-01-18 | 2012-01-19 | 2012-01-20 | 1 | 31.95 | 31.95 | 0.00% | market | 10.81% | -2.98% | 0.56% | -3.54% |
| AXP | 2012-01-19 | 2012-01-20 | 2012-01-23 | 1 | 49.13 | 49.13 | 0.00% | market | 3.06% | 0.53% | 0.28% | 0.25% |
| DGII | 2012-01-19 | 2012-01-20 | 2012-01-23 | 1 | 11.92 | 11.92 | 0.00% | market | 79.96% | -7.69% | 0.28% | -7.97% |
| ED | 2012-01-19 | 2012-01-20 | 2012-01-23 | 1 | 58.71 | 58.71 | 0.00% | market | 2.78% | -0.25% | 0.28% | -0.54% |
| FCX | 2012-01-19 | 2012-01-20 | 2012-01-23 | 1 | 44.17 | 44.17 | 0.00% | market | 11.67% | -0.76% | 0.28% | -1.04% |
| GATX | 2012-01-19 | 2012-01-20 | 2012-01-23 | 1 | 42.94 | 42.94 | 0.00% | market | 12.73% | -0.24% | 0.28% | -0.52% |
| IBM | 2012-01-19 | 2012-01-20 | 2012-01-23 | 1 | 177.60 | 177.60 | 0.00% | market | 1.95% | 2.17% | 0.28% | 1.89% |
| INTC | 2012-01-19 | 2012-01-20 | 2012-01-23 | 1 | 25.87 | 25.87 | 0.00% | market | 4.92% | 3.15% | 0.28% | 2.87% |
| ISRG | 2012-01-19 | 2012-01-20 | 2012-01-23 | 1 | 49.44 | 49.44 | 0.00% | market | 13.51% | -0.22% | 0.28% | -0.50% |
| LUV | 2012-01-19 | 2012-01-20 | 2012-01-23 | 1 | 9.54 | 9.54 | 0.00% | market | 12.50% | -2.83% | 0.28% | -3.11% |
| MS | 2012-01-19 | 2012-01-20 | 2012-01-23 | 1 | 17.90 | 17.90 | 0.00% | market | 75.44% | 1.63% | 0.28% | 1.35% |
| MSFT | 2012-01-19 | 2012-01-20 | 2012-01-23 | 1 | 28.82 | 28.82 | 0.00% | market | 2.63% | 3.06% | 0.28% | 2.78% |
| NTCT | 2012-01-19 | 2012-01-20 | 2012-01-23 | 1 | 20.00 | 20.00 | 0.00% | market | 6.06% | 2.45% | 0.28% | 2.17% |
| PGR | 2012-01-19 | 2012-01-20 | 2012-01-23 | 1 | 20.68 | 20.68 | 0.00% | market | 11.43% | -0.05% | 0.28% | -0.33% |
| PPG | 2012-01-19 | 2012-01-20 | 2012-01-23 | 1 | 43.85 | 43.85 | 0.00% | market | 3.13% | 0.63% | 0.28% | 0.35% |
| SWKS | 2012-01-19 | 2012-01-20 | 2012-01-23 | 1 | 20.36 | 20.36 | 0.00% | market | 2.00% | 4.47% | 0.28% | 4.19% |
| TFC | 2012-01-19 | 2012-01-20 | 2012-01-23 | 1 | 27.08 | 27.08 | 0.00% | market | 3.77% | 2.34% | 0.28% | 2.06% |
| UNH | 2012-01-19 | 2012-01-20 | 2012-01-23 | 1 | 52.34 | 52.34 | 0.00% | market | 12.50% | 0.07% | 0.28% | -0.21% |
| UNP | 2012-01-19 | 2012-01-20 | 2012-01-23 | 1 | 56.35 | 56.35 | 0.00% | market | 9.89% | -1.41% | 0.28% | -1.70% |
| GE | 2012-01-20 | 2012-01-23 | 2012-01-24 | 3 | 91.36 | 91.36 | 0.00% | market | 2.97% | -1.41% | -0.04% | -1.38% |
| PB | 2012-01-20 | 2012-01-23 | 2012-01-24 | 3 | 41.97 | 41.97 | 0.00% | market | 1.32% | 0.90% | -0.04% | 0.94% |
| SLB | 2012-01-20 | 2012-01-23 | 2012-01-24 | 3 | 74.22 | 74.22 | 0.00% | market | 2.78% | 0.40% | -0.04% | 0.44% |
| ALB | 2012-01-23 | 2012-01-24 | 2012-01-25 | 1 | 60.01 | 60.01 | 0.00% | market | 1.83% | 3.37% | 1.35% | 2.02% |
| BOH | 2012-01-23 | 2012-01-24 | 2012-01-25 | 1 | 46.65 | 46.65 | 0.00% | market | 3.66% | 0.31% | 1.35% | -1.04% |
| DHT | 2012-01-23 | 2012-01-24 | 2012-01-25 | 1 | 10.92 | 10.92 | 0.00% | market | 35.85% | -12.28% | 1.35% | -13.63% |
| HAL | 2012-01-23 | 2012-01-24 | 2012-01-25 | 1 | 35.15 | 35.15 | 0.00% | market | 1.01% | 3.48% | 1.35% | 2.14% |
| PKG | 2012-01-23 | 2012-01-24 | 2012-01-25 | 1 | 27.57 | 27.57 | 0.00% | market | 8.11% | 1.10% | 1.35% | -0.25% |
| TXN | 2012-01-23 | 2012-01-24 | 2012-01-25 | 1 | 33.34 | 33.34 | 0.00% | market | 23.08% | -1.72% | 1.35% | -3.07% |
| WDC | 2012-01-23 | 2012-01-24 | 2012-01-25 | 1 | 27.23 | 27.23 | 0.00% | market | 112.68% | 3.68% | 1.35% | 2.34% |
| AAPL | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 16.23 | 16.23 | 0.00% | market | 38.89% | -2.26% | 0.47% | -2.73% |
| AMD | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 6.28 | 6.28 | 0.00% | market | 18.75% | 7.70% | 0.47% | 7.23% |
| ASH | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 31.00 | 31.00 | 0.00% | market | 21.21% | 0.84% | 0.47% | 0.36% |
| CNI | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 37.75 | 37.75 | 0.00% | market | 3.17% | 1.07% | 0.47% | 0.59% |
| COHR | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 22.92 | 22.92 | 0.00% | market | 5.00% | 1.47% | 0.47% | 1.00% |
| DGX | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 60.13 | 60.13 | 0.00% | market | 16.04% | -2.00% | 0.47% | -2.47% |
| EAT | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 25.97 | 25.97 | 0.00% | market | 4.44% | 1.02% | 0.47% | 0.54% |
| ETD | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 23.55 | 23.55 | 0.00% | market | 11.11% | 2.83% | 0.47% | 2.36% |
| HOG | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 42.69 | 42.69 | 0.00% | market | 4.35% | 4.26% | 0.47% | 3.78% |
| JNJ | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 64.83 | 64.83 | 0.00% | market | 3.67% | 1.24% | 0.47% | 0.77% |
| MCD | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 98.41 | 98.41 | 0.00% | market | 2.31% | 0.68% | 0.47% | 0.21% |
| MRCY | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 13.82 | 13.82 | 0.00% | market | 16.00% | -2.85% | 0.47% | -3.32% |
| MTG | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 4.04 | 4.04 | 0.00% | market | 18.29% | -4.31% | 0.47% | -4.78% |
| NSC | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 73.75 | 73.75 | 0.00% | market | 1.43% | 1.42% | 0.47% | 0.95% |
| OSIS | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 56.70 | 56.70 | 0.00% | market | 3.39% | -4.12% | 0.47% | -4.59% |
| RF | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 5.21 | 5.21 | 0.00% | market | 50.00% | -0.87% | 0.47% | -1.34% |
| STLD | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 15.98 | 15.98 | 0.00% | market | 27.27% | -0.66% | 0.47% | -1.14% |
| TPR | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 67.24 | 67.24 | 0.00% | market | 2.61% | 2.35% | 0.47% | 1.88% |
| WAT | 2012-01-24 | 2012-01-25 | 2012-01-26 | 1 | 86.35 | 86.35 | 0.00% | market | 4.00% | 0.59% | 0.47% | 0.12% |
| ABT | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 26.52 | 26.52 | 0.00% | market | 0.69% | -0.85% | -1.00% | 0.14% |
| AIT | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 37.71 | 37.71 | 0.00% | market | 3.70% | 0.80% | -1.00% | 1.80% |
| BA | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 75.84 | 75.84 | 0.00% | market | 29.70% | -1.80% | -1.00% | -0.80% |
| BKU | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 22.76 | 22.76 | 0.00% | market | 7.89% | 3.20% | -1.00% | 4.19% |
| CFR | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 57.99 | 57.99 | 0.00% | market | 3.45% | -2.63% | -1.00% | -1.64% |
| CNS | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 32.04 | 32.04 | 0.00% | market | 9.09% | 6.86% | -1.00% | 7.86% |
| COP | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 54.33 | 54.33 | 0.00% | market | 14.77% | -1.63% | -1.00% | -0.63% |
| DAL | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 10.28 | 10.28 | 0.00% | market | 18.42% | 0.97% | -1.00% | 1.97% |
| DOV | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 41.79 | 41.79 | 0.00% | market | 8.74% | 1.98% | -1.00% | 2.98% |
| FCFS | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 39.97 | 39.97 | 0.00% | market | 1.45% | 1.70% | -1.00% | 2.70% |
| FFBC | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 17.94 | 17.94 | 0.00% | market | 10.71% | -2.22% | -1.00% | -1.22% |
| GD | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 70.58 | 70.58 | 0.00% | market | 1.51% | -0.43% | -1.00% | 0.57% |
| GEN | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 17.12 | 17.12 | 0.00% | market | 2.44% | -0.33% | -1.00% | 0.67% |
| HXL | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 25.67 | 25.67 | 0.00% | market | 10.00% | -2.52% | -1.00% | -1.52% |
| KNX | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 16.78 | 16.78 | 0.00% | market | 6.90% | 5.62% | -1.00% | 6.62% |
| LRCX | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 4.32 | 4.32 | 0.00% | market | 13.33% | -0.33% | -1.00% | 0.67% |
| MEOH | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 28.24 | 28.24 | 0.00% | market | 21.43% | -2.15% | -1.00% | -1.15% |
| MSI | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 44.88 | 44.88 | 0.00% | market | 6.10% | 1.95% | -1.00% | 2.95% |
| NFLX | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 1.63 | 1.63 | 0.00% | market | 25.00% | 8.49% | -1.00% | 9.49% |
| NVS | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 45.69 | 45.69 | 0.00% | market | 2.50% | -0.47% | -1.00% | 0.53% |
| OI | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 23.32 | 23.32 | 0.00% | market | 4.35% | 5.69% | -1.00% | 6.69% |
| OXY | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 99.20 | 99.20 | 0.00% | market | 3.59% | -3.15% | -1.00% | -2.16% |
| PII | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 65.36 | 65.36 | 0.00% | market | 2.27% | -1.65% | -1.00% | -0.65% |
| PTC | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 23.10 | 23.10 | 0.00% | market | 12.90% | 11.59% | -1.00% | 12.59% |
| RLI | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 18.64 | 18.64 | 0.00% | market | 21.43% | -4.87% | -1.00% | -3.88% |
| ROK | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 80.00 | 80.00 | 0.00% | market | 4.96% | -3.97% | -1.00% | -2.98% |
| ROL | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 6.78 | 6.78 | 0.00% | market | 3.04% | -4.97% | -1.00% | -3.97% |
| RTX | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 46.51 | 46.51 | 0.00% | market | 0.68% | -1.67% | -1.00% | -0.67% |
| SAP | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 59.74 | 59.74 | 0.00% | market | 2.86% | 0.92% | -1.00% | 1.92% |
| SLAB | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 47.00 | 47.00 | 0.00% | market | 13.95% | -4.04% | -1.00% | -3.04% |
| SWK | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 72.04 | 72.04 | 0.00% | market | 5.43% | -0.38% | -1.00% | 0.62% |
| SYBT | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 14.25 | 14.25 | 0.00% | market | 3.33% | 2.29% | -1.00% | 3.28% |
| TCBI | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 32.67 | 32.67 | 0.00% | market | 11.67% | -3.25% | -1.00% | -2.25% |
| TER | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 17.25 | 17.25 | 0.00% | market | 45.45% | -1.84% | -1.00% | -0.84% |
| TXT | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 24.56 | 24.56 | 0.00% | market | 44.12% | 2.55% | -1.00% | 3.55% |
| URI | 2012-01-25 | 2012-01-26 | 2012-01-27 | 1 | 37.83 | 37.83 | 0.00% | market | 32.26% | 1.49% | -1.00% | 2.48% |
| ADEA | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 4.63 | 4.63 | 0.00% | market | 62.50% | 13.29% | 0.10% | 13.19% |
| AME | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 31.17 | 31.17 | 0.00% | market | 2.44% | 0.61% | 0.10% | 0.51% |
| AN | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 36.65 | 36.65 | 0.00% | market | 4.08% | -0.86% | 0.10% | -0.96% |
| APTV | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 20.33 | 20.33 | 0.00% | market | 57.14% | 0.35% | 0.10% | 0.25% |
| AVT | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 33.56 | 33.56 | 0.00% | market | 10.58% | 3.62% | 0.10% | 3.53% |
| BC | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 20.92 | 20.92 | 0.00% | market | 17.50% | 0.14% | 0.10% | 0.04% |
| CAT | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 110.53 | 110.53 | 0.00% | market | 34.10% | -0.21% | 0.10% | -0.31% |
| CLS | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 7.88 | 7.88 | 0.00% | market | 32.00% | 4.09% | 0.10% | 3.99% |
| CMPR | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 32.71 | 32.71 | 0.00% | market | 22.78% | 10.81% | 0.10% | 10.72% |
| CNX | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 35.98 | 35.98 | 0.00% | market | 7.69% | 0.54% | 0.10% | 0.44% |
| COLB | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 21.00 | 21.00 | 0.00% | market | 19.35% | -0.15% | 0.10% | -0.25% |
| CRS | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 54.88 | 54.88 | 0.00% | market | 11.76% | -2.96% | 0.10% | -3.06% |
| DLX | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 24.58 | 24.58 | 0.00% | market | 2.47% | 4.42% | 0.10% | 4.32% |
| EQT | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 26.22 | 26.22 | 0.00% | market | 17.65% | 2.99% | 0.10% | 2.89% |
| FICO | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 37.98 | 37.98 | 0.00% | market | 30.65% | -4.00% | 0.10% | -4.10% |
| HUBB | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 72.46 | 72.46 | 0.00% | market | 6.36% | 0.15% | 0.10% | 0.05% |
| HUBG | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 17.18 | 17.18 | 0.00% | market | 4.35% | -0.74% | 0.10% | -0.84% |
| IVZ | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 22.66 | 22.66 | 0.00% | market | 5.00% | -0.59% | 0.10% | -0.68% |
| JBHT | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 50.51 | 50.51 | 0.00% | market | 5.17% | 0.38% | 0.10% | 0.28% |
| JBLU | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 5.80 | 5.80 | 0.00% | market | 109.81% | 1.97% | 0.10% | 1.87% |
| KLAC | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 5.15 | 5.15 | 0.00% | market | 9.09% | -0.88% | 0.10% | -0.98% |
| KMT | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 43.71 | 43.71 | 0.00% | market | 16.67% | 0.13% | 0.10% | 0.03% |
| LMT | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 82.00 | 82.00 | 0.00% | market | 10.31% | -0.09% | 0.10% | -0.19% |
| LSCC | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 6.80 | 6.80 | 0.00% | market | 580.00% | 0.64% | 0.10% | 0.54% |
| MKC | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 25.49 | 25.49 | 0.00% | market | 2.08% | -0.81% | 0.10% | -0.91% |
| MKC-V | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 25.43 | 25.43 | 0.00% | market | 1.03% | -0.89% | 0.10% | -0.99% |
| MMM | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 72.86 | 72.86 | 0.00% | market | 3.05% | 0.12% | 0.10% | 0.02% |
| NMM | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 242.88 | 242.88 | 0.00% | market | 2.54% | -0.41% | 0.10% | -0.51% |
| NOK | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 5.23 | 5.23 | 0.00% | market | 33.33% | -3.54% | 0.10% | -3.64% |
| NUE | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 43.31 | 43.31 | 0.00% | market | 32.14% | 2.88% | 0.10% | 2.78% |
| OMCL | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 16.45 | 16.45 | 0.00% | market | 18.75% | -8.49% | 0.10% | -8.59% |
| RMD | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 29.04 | 29.04 | 0.00% | market | 15.79% | 0.76% | 0.10% | 0.66% |
| SBUX | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 23.95 | 23.95 | 0.00% | market | 4.17% | 1.11% | 0.10% | 1.01% |
| SYNA | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 34.25 | 34.25 | 0.00% | market | 9.68% | 8.51% | 0.10% | 8.41% |
| TDY | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 56.15 | 56.15 | 0.00% | market | 15.12% | -1.36% | 0.10% | -1.46% |
| TKR | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 33.19 | 33.19 | 0.00% | market | 4.72% | 3.49% | 0.10% | 3.39% |
| UAL | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 21.58 | 21.58 | 0.00% | market | 150.00% | 6.43% | 0.10% | 6.33% |
| WCC | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 63.78 | 63.78 | 0.00% | market | 15.46% | -0.51% | 0.10% | -0.61% |
| WERN | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 26.35 | 26.35 | 0.00% | market | 2.56% | -2.00% | 0.10% | -2.10% |
| ZBH | 2012-01-26 | 2012-01-27 | 2012-01-30 | 1 | 57.79 | 57.79 | 0.00% | market | 1.49% | 2.22% | 0.10% | 2.12% |
| AEP | 2012-01-27 | 2012-01-30 | 2012-01-31 | 3 | 39.88 | 39.88 | 0.00% | market | 60.00% | -0.90% | 0.62% | -1.52% |
| AOS | 2012-01-27 | 2012-01-30 | 2012-01-31 | 3 | 10.41 | 10.41 | 0.00% | market | 6.25% | 1.92% | 0.62% | 1.30% |
| ARLP | 2012-01-27 | 2012-01-30 | 2012-01-31 | 3 | 39.13 | 39.13 | 0.00% | market | 8.99% | 1.31% | 0.62% | 0.68% |
| DHI | 2012-01-27 | 2012-01-30 | 2012-01-31 | 3 | 14.23 | 14.23 | 0.00% | market | 106.23% | -2.28% | 0.62% | -2.90% |
| HON | 2012-01-27 | 2012-01-30 | 2012-01-31 | 3 | 55.17 | 55.17 | 0.00% | market | 0.96% | 0.05% | 0.62% | -0.58% |
| MO | 2012-01-27 | 2012-01-30 | 2012-01-31 | 3 | 28.02 | 28.02 | 0.00% | market | 2.04% | 1.26% | 0.62% | 0.64% |
| MOG-A | 2012-01-27 | 2012-01-30 | 2012-01-31 | 3 | 43.17 | 43.17 | 0.00% | market | 8.11% | -1.37% | 0.62% | -1.99% |
| NWL | 2012-01-27 | 2012-01-30 | 2012-01-31 | 3 | 18.55 | 18.55 | 0.00% | market | 5.26% | -0.53% | 0.62% | -1.15% |
| PG | 2012-01-27 | 2012-01-30 | 2012-01-31 | 3 | 63.80 | 63.80 | 0.00% | market | 1.85% | -1.29% | 0.62% | -1.91% |
| TROW | 2012-01-27 | 2012-01-30 | 2012-01-31 | 3 | 59.17 | 59.17 | 0.00% | market | 5.80% | -2.35% | 0.62% | -2.97% |
| ALGN | 2012-01-30 | 2012-01-31 | 2012-02-01 | 1 | 24.08 | 24.08 | 0.00% | market | 27.27% | 1.15% | 0.34% | 0.80% |
| FIBK | 2012-01-30 | 2012-01-31 | 2012-02-01 | 1 | 13.90 | 13.90 | 0.00% | market | 11.54% | 0.19% | 0.34% | -0.15% |
| HAE | 2012-01-30 | 2012-01-31 | 2012-02-01 | 1 | 32.52 | 32.52 | 0.00% | market | 7.50% | 3.47% | 0.34% | 3.13% |
| HMC | 2012-01-30 | 2012-01-31 | 2012-02-01 | 1 | 33.96 | 33.96 | 0.00% | market | 30.77% | 3.52% | 0.34% | 3.18% |
| ICUI | 2012-01-30 | 2012-01-31 | 2012-02-01 | 1 | 44.00 | 44.00 | 0.00% | market | 12.90% | 5.65% | 0.34% | 5.31% |
| KRC | 2012-01-30 | 2012-01-31 | 2012-02-01 | 1 | 41.14 | 41.14 | 0.00% | market | 157.14% | 1.12% | 0.34% | 0.77% |
| LPL | 2012-01-30 | 2012-01-31 | 2012-02-01 | 1 | 13.15 | 13.15 | 0.00% | market | 108.83% | 2.87% | 0.34% | 2.52% |
| MCK | 2012-01-30 | 2012-01-31 | 2012-02-01 | 1 | 82.91 | 82.91 | 0.00% | market | 2.19% | -0.23% | 0.34% | -0.57% |
| ONB | 2012-01-30 | 2012-01-31 | 2012-02-01 | 1 | 11.99 | 11.99 | 0.00% | market | 4.55% | 1.40% | 0.34% | 1.06% |
| RGA | 2012-01-30 | 2012-01-31 | 2012-02-01 | 1 | 55.99 | 55.99 | 0.00% | market | 3.80% | -0.14% | 0.34% | -0.48% |
| RYAAY | 2012-01-30 | 2012-01-31 | 2012-02-01 | 1 | 13.75 | 13.75 | 0.00% | market | 133.33% | 2.15% | 0.34% | 1.81% |
| SLG | 2012-01-30 | 2012-01-31 | 2012-02-01 | 1 | 78.05 | 78.05 | 0.00% | market | 1471.43% | 1.22% | 0.34% | 0.88% |
| WWW | 2012-01-30 | 2012-01-31 | 2012-02-01 | 1 | 19.27 | 19.27 | 0.00% | market | 4.35% | 2.34% | 0.34% | 2.00% |
| AJG | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 33.86 | 33.86 | 0.00% | market | 18.18% | 2.29% | 0.29% | 2.00% |
| AMG | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 99.66 | 99.66 | 0.00% | market | 1.73% | 4.10% | 0.29% | 3.81% |
| AMZN | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 8.69 | 8.69 | 0.00% | market | 127.01% | 4.50% | 0.29% | 4.21% |
| BIIB | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 118.46 | 118.46 | 0.00% | market | 1.34% | 2.26% | 0.29% | 1.97% |
| BSBR | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 9.00 | 9.00 | 0.00% | market | 26.32% | 3.79% | 0.29% | 3.49% |
| BXP | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 104.24 | 104.24 | 0.00% | market | 236.11% | 1.79% | 0.29% | 1.50% |
| CB | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 71.14 | 71.14 | 0.00% | market | 8.99% | 1.78% | 0.29% | 1.49% |
| DHR | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 35.47 | 35.47 | 0.00% | market | 3.85% | -0.38% | 0.29% | -0.68% |
| DLB | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 36.35 | 36.35 | 0.00% | market | 8.06% | 4.74% | 0.29% | 4.45% |
| ETR | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 34.77 | 34.77 | 0.00% | market | 4.44% | -0.36% | 0.29% | -0.65% |
| FTNT | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 5.02 | 5.02 | 0.00% | market | 14.94% | 1.69% | 0.29% | 1.40% |
| GABC | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 13.74 | 13.74 | 0.00% | market | 11.54% | 0.70% | 0.29% | 0.41% |
| GFF | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 9.39 | 9.39 | 0.00% | market | 40.00% | 3.84% | 0.29% | 3.55% |
| HP | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 62.75 | 62.75 | 0.00% | market | 11.21% | -1.60% | 0.29% | -1.89% |
| HZO | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 8.25 | 8.25 | 0.00% | market | 5.00% | 8.02% | 0.29% | 7.73% |
| ITW | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 54.09 | 54.09 | 0.00% | market | 2.27% | 1.55% | 0.29% | 1.25% |
| JCI | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 23.53 | 23.53 | 0.00% | market | 7.32% | -1.37% | 0.29% | -1.67% |
| JKHY | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 34.21 | 34.21 | 0.00% | market | 2.33% | 0.19% | 0.29% | -0.10% |
| JLL | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 78.80 | 78.80 | 0.00% | market | 15.84% | 1.89% | 0.29% | 1.60% |
| KLIC | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 10.96 | 10.96 | 0.00% | market | 175.00% | 3.82% | 0.29% | 3.53% |
| LHX | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 41.21 | 41.21 | 0.00% | market | 2.52% | -0.32% | 0.29% | -0.61% |
| LLY | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 39.82 | 39.82 | 0.00% | market | 7.41% | -0.65% | 0.29% | -0.95% |
| MANH | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 11.25 | 11.25 | 0.00% | market | 25.00% | 3.68% | 0.29% | 3.38% |
| MAT | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 30.44 | 30.44 | 0.00% | market | 5.94% | 1.94% | 0.29% | 1.64% |
| MPT | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 10.29 | 10.29 | 0.00% | market | 46.15% | -5.06% | 0.29% | -5.35% |
| OSK | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 24.50 | 24.50 | 0.00% | market | 24.24% | 3.98% | 0.29% | 3.69% |
| PCAR | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 30.12 | 30.12 | 0.00% | market | 15.09% | -4.38% | 0.29% | -4.68% |
| PFE | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 20.14 | 20.14 | 0.00% | market | 6.38% | -0.75% | 0.29% | -1.04% |
| PNR | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 25.22 | 25.22 | 0.00% | market | 3.70% | 0.14% | 0.29% | -0.16% |
| RAMP | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 13.27 | 13.27 | 0.00% | market | 10.00% | 3.52% | 0.29% | 3.22% |
| SAIA | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 10.13 | 10.13 | 0.00% | market | 11.11% | 8.52% | 0.29% | 8.23% |
| SLGN | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 20.59 | 20.59 | 0.00% | market | 3.70% | 2.77% | 0.29% | 2.47% |
| SPGI | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 46.32 | 46.32 | 0.00% | market | 10.53% | -0.77% | 0.29% | -1.06% |
| STX | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 23.59 | 23.59 | 0.00% | market | 22.22% | 9.06% | 0.29% | 8.76% |
| SU | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 34.76 | 34.76 | 0.00% | market | 1.11% | -1.37% | 0.29% | -1.66% |
| TOWN | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 12.90 | 12.90 | 0.00% | market | 15.79% | 8.04% | 0.29% | 7.74% |
| UI | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 23.99 | 23.99 | 0.00% | market | 8.00% | 6.28% | 0.29% | 5.98% |
| UIS | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 18.96 | 18.96 | 0.00% | market | 29.33% | -6.32% | 0.29% | -6.62% |
| UPS | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 76.37 | 76.37 | 0.00% | market | 1.59% | -0.09% | 0.29% | -0.38% |
| UTL | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 27.18 | 27.18 | 0.00% | market | 48.39% | 2.55% | 0.29% | 2.25% |
| WRB | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 10.24 | 10.24 | 0.00% | market | 9.09% | 4.20% | 0.29% | 3.90% |
| XOM | 2012-01-31 | 2012-02-01 | 2012-02-02 | 1 | 84.23 | 84.23 | 0.00% | market | 0.51% | -0.93% | 0.29% | -1.23% |
| AFG | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 38.00 | 38.00 | 0.00% | market | 10.42% | -0.18% | 1.36% | -1.54% |
| AIZ | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 41.69 | 41.69 | 0.00% | market | 21.32% | -0.41% | 1.36% | -1.78% |
| ALL | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 30.54 | 30.54 | 0.00% | market | 55.79% | 0.39% | 1.36% | -0.97% |
| ARW | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 42.89 | 42.89 | 0.00% | market | 6.15% | -1.50% | 1.36% | -2.86% |
| AVB | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 135.98 | 135.98 | 0.00% | market | 108.77% | 2.72% | 1.36% | 1.36% |
| BEN | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 37.29 | 37.29 | 0.00% | market | 4.29% | 3.95% | 1.36% | 2.59% |
| CACI | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 59.78 | 59.78 | 0.00% | market | 16.15% | -0.23% | 1.36% | -1.60% |
| CBT | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 38.07 | 38.07 | 0.00% | market | 14.55% | 10.07% | 1.36% | 8.70% |
| CCK | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 35.44 | 35.44 | 0.00% | market | 2.13% | 2.30% | 1.36% | 0.93% |
| CDNS | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 11.21 | 11.21 | 0.00% | market | 13.33% | 4.54% | 1.36% | 3.18% |
| CLB | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 110.28 | 110.28 | 0.00% | market | 0.93% | 5.54% | 1.36% | 4.18% |
| CMRE | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 11.02 | 11.02 | 0.00% | market | 17.39% | 2.17% | 1.36% | 0.80% |
| CVLT | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 51.09 | 51.09 | 0.00% | market | 8.00% | 2.23% | 1.36% | 0.87% |
| EA | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 19.76 | 19.76 | 0.00% | market | 6.45% | -2.73% | 1.36% | -4.10% |
| ENTG | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 9.50 | 9.50 | 0.00% | market | 23.08% | 3.79% | 1.36% | 2.43% |
| EPC | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 56.95 | 56.95 | 0.00% | market | 6.77% | -0.93% | 1.36% | -2.29% |
| EPD | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 25.21 | 25.21 | 0.00% | market | 46.43% | -1.01% | 1.36% | -2.38% |
| EQR | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 58.37 | 58.37 | 0.00% | market | 364.29% | 3.12% | 1.36% | 1.76% |
| ESS | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 146.17 | 146.17 | 0.00% | market | 297.37% | 1.91% | 1.36% | 0.55% |
| EXPO | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 11.49 | 11.49 | 0.00% | market | 27.27% | 15.22% | 1.36% | 13.85% |
| MAN | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 45.88 | 45.88 | 0.00% | market | 12.64% | 1.93% | 1.36% | 0.56% |
| MATV | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 34.01 | 34.01 | 0.00% | market | 50.54% | 3.22% | 1.36% | 1.86% |
| MDU | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 8.18 | 8.18 | 0.00% | market | 21.88% | 0.02% | 1.36% | -1.34% |
| MKL | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 403.42 | 403.42 | 0.00% | market | 2.54% | 1.29% | 1.36% | -0.07% |
| MKSI | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 34.99 | 34.99 | 0.00% | market | 58.33% | -8.16% | 1.36% | -9.52% |
| NDAQ | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 8.18 | 8.18 | 0.00% | market | 3.30% | 2.10% | 1.36% | 0.74% |
| NOC | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 58.24 | 58.24 | 0.00% | market | 25.15% | 0.02% | 1.36% | -1.34% |
| OTEX | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 14.75 | 14.75 | 0.00% | market | 12.90% | 2.95% | 1.36% | 1.59% |
| QCOM | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 61.03 | 61.03 | 0.00% | market | 7.78% | -0.05% | 1.36% | -1.41% |
| REG | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 41.56 | 41.56 | 0.00% | market | 320.00% | 4.23% | 1.36% | 2.87% |
| ST | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 30.99 | 30.99 | 0.00% | market | 2.27% | -0.07% | 1.36% | -1.43% |
| TMO | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 54.93 | 54.93 | 0.00% | market | 2.61% | 2.38% | 1.36% | 1.01% |
| TSCO | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 8.09 | 8.09 | 0.00% | market | 4.35% | 0.27% | 1.36% | -1.09% |
| VIAV | 2012-02-01 | 2012-02-02 | 2012-02-03 | 1 | 7.72 | 7.72 | 0.00% | market | 50.00% | -8.80% | 1.36% | -10.16% |
| ACLS | 2012-02-02 | 2012-02-03 | 2012-02-06 | 1 | 7.56 | 7.56 | 0.00% | market | 75.00% | -3.80% | 0.34% | -4.14% |
| ALKS | 2012-02-02 | 2012-02-03 | 2012-02-06 | 1 | 19.53 | 19.53 | 0.00% | market | 47.62% | -0.25% | 0.34% | -0.59% |
| BFH | 2012-02-02 | 2012-02-03 | 2012-02-06 | 1 | 90.88 | 90.88 | 0.00% | market | 14.09% | 1.68% | 0.34% | 1.35% |
| BHE | 2012-02-02 | 2012-02-03 | 2012-02-06 | 1 | 18.49 | 18.49 | 0.00% | market | 112.50% | -4.16% | 0.34% | -4.49% |
| BKH | 2012-02-02 | 2012-02-03 | 2012-02-06 | 1 | 34.80 | 34.80 | 0.00% | market | 10.71% | 0.88% | 0.34% | 0.54% |
| CACC | 2012-02-02 | 2012-02-03 | 2012-02-06 | 1 | 89.94 | 89.94 | 0.00% | market | 2.69% | 1.55% | 0.34% | 1.21% |
| CAH | 2012-02-02 | 2012-02-03 | 2012-02-06 | 1 | 42.56 | 42.56 | 0.00% | market | 6.58% | -1.89% | 0.34% | -2.22% |
| CMI | 2012-02-02 | 2012-02-03 | 2012-02-06 | 1 | 115.46 | 115.46 | 0.00% | market | 14.80% | 3.66% | 0.34% | 3.32% |
| COLM | 2012-02-02 | 2012-02-03 | 2012-02-06 | 1 | 23.50 | 23.50 | 0.00% | market | 3.85% | 6.50% | 0.34% | 6.16% |