test of data

Run 9a8ee174 · view hypothesis

completed

Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.

Trades
83634
Win rate
49.54%
Avg return
0.13%
Median return
-0.04%
Avg abnormal
0.06%
Median abnormal
-0.12%
Best trade
126.28%
Worst trade
-46.77%
Sharpe (per-trade)
0.02
Daily portfolio drawdown
-21.49%
Portfolio (equal_weight)
Total return
110.64%
Max drawdown
-21.49%
Avg trade return
0.13%
Win rate
49.54%
Signals
88896
Configured concurrent
100
Observed concurrent
100
Trades taken
83634
Skipped (no capacity)
5262
Excess vs benchmark
-375.74%
Avg entry slippage
0.00%
Return if filled at market
110.64%
VWAP fills
0
VWAP fallbacks
0

5262 of 88896 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20067000.27%0.24%52.29%
20072718-0.16%0.14%46.47%
200826460.74%0.69%52.23%
200929870.60%0.41%52.16%
201034260.32%0.24%50.50%
20113265-0.16%0.10%47.41%
201232560.21%0.16%51.26%
201333640.53%0.29%54.85%
201435550.14%-0.02%51.81%
201537820.31%0.30%51.56%
201640270.46%0.33%52.17%
20174171-0.04%-0.14%47.40%
20184614-0.02%0.03%48.81%
201945550.19%0.13%51.37%
20204819-0.72%-0.71%42.87%
202153580.09%-0.09%48.99%
202253630.47%0.45%51.91%
202354960.05%-0.06%48.25%
202457500.20%0.06%49.55%
20255784-0.11%-0.23%47.74%
202639980.02%-0.21%46.87%
Trades (page 33: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
CX2012-02-022012-02-032012-02-0616.366.360.00%market26.67%1.16%0.34%0.82%
CYTK2012-02-022012-02-032012-02-0616.606.600.00%market9.43%-1.01%0.34%-1.34%
EVR2012-02-022012-02-032012-02-06129.5029.500.00%market14.29%-1.39%0.34%-1.72%
EXP2012-02-022012-02-032012-02-06131.9331.930.00%market53.85%2.22%0.34%1.88%
IP2012-02-022012-02-032012-02-06129.7429.740.00%market8.20%-1.31%0.34%-1.65%
LEA2012-02-022012-02-032012-02-06143.6143.610.00%market6.78%4.44%0.34%4.10%
LII2012-02-022012-02-032012-02-06139.0939.090.00%market4.08%0.85%0.34%0.51%
LSTR2012-02-022012-02-032012-02-06152.4452.440.00%market6.06%-0.77%0.34%-1.10%
MA2012-02-022012-02-032012-02-06138.2138.210.00%market2.56%2.31%0.34%1.97%
MAA2012-02-022012-02-032012-02-06164.1464.140.00%market234.38%-0.08%0.34%-0.42%
MD2012-02-022012-02-032012-02-06135.8535.850.00%market1.69%-1.09%0.34%-1.43%
MRK2012-02-022012-02-032012-02-06136.7136.710.00%market2.11%-0.35%0.34%-0.68%
MSCI2012-02-022012-02-032012-02-06133.3833.380.00%market2.27%3.05%0.34%2.71%
MTX2012-02-022012-02-032012-02-06133.0033.000.00%market17.78%2.51%0.34%2.17%
NOV2012-02-022012-02-032012-02-06173.0973.090.00%market5.38%6.17%0.34%5.83%
NUS2012-02-022012-02-032012-02-06152.9652.960.00%market5.56%-0.76%0.34%-1.10%
NVO2012-02-022012-02-032012-02-06112.7112.710.00%market15.38%1.79%0.34%1.45%
NYT2012-02-022012-02-032012-02-0617.677.670.00%market9.76%-1.79%0.34%-2.13%
ODFL2012-02-022012-02-032012-02-0619.729.720.00%market19.23%1.34%0.34%1.00%
R2012-02-022012-02-032012-02-06153.4153.410.00%market1.04%-1.80%0.34%-2.14%
RCL2012-02-022012-02-032012-02-06129.1229.120.00%market13.33%4.85%0.34%4.51%
ROP2012-02-022012-02-032012-02-06195.2595.250.00%market1.65%-1.09%0.34%-1.42%
SBH2012-02-022012-02-032012-02-06122.0122.010.00%market11.54%-0.83%0.34%-1.16%
SIGI2012-02-022012-02-032012-02-06119.0019.000.00%market10.00%-1.68%0.34%-2.01%
SIMO2012-02-022012-02-032012-02-06123.8523.850.00%market38.24%-9.95%0.34%-10.29%
SNA2012-02-022012-02-032012-02-06159.0059.000.00%market8.55%1.26%0.34%0.92%
SXC2012-02-022012-02-032012-02-06114.6414.640.00%market54.17%3.32%0.34%2.98%
TDW2012-02-022012-02-032012-02-0611,875.811,875.810.00%market19.02%0.05%0.34%-0.28%
TRMB2012-02-022012-02-032012-02-06126.0026.000.00%market12.50%-1.91%0.34%-2.24%
TTWO2012-02-022012-02-032012-02-06116.5016.500.00%market17.39%-1.49%0.34%-1.83%
VRTX2012-02-022012-02-032012-02-06137.5437.540.00%market5.71%1.78%0.34%1.44%
WEC2012-02-022012-02-032012-02-06134.6334.630.00%market2.08%0.02%0.34%-0.32%
WYNN2012-02-022012-02-032012-02-061117.01117.010.00%market20.16%-3.67%0.34%-4.01%
AON2012-02-032012-02-062012-02-07347.9547.950.00%market1.04%0.07%0.60%-0.54%
BAH2012-02-032012-02-062012-02-07317.5017.500.00%market2.56%0.81%0.60%0.21%
BRO2012-02-032012-02-062012-02-07312.0312.030.00%market18.18%1.90%0.60%1.29%
CCU2012-02-032012-02-062012-02-07327.9027.900.00%market12.00%-1.43%0.60%-2.03%
CLX2012-02-032012-02-062012-02-07369.5669.560.00%market16.18%-0.09%0.60%-0.69%
CRVL2012-02-042012-02-062012-02-0728.448.440.00%market145.33%-3.42%0.60%-4.02%
DCH2012-02-032012-02-062012-02-07312.5912.590.00%market20.51%-0.89%0.60%-1.50%
MAC2012-02-032012-02-062012-02-07355.0955.090.00%market260.87%0.64%0.60%0.04%
SPG2012-02-032012-02-062012-02-073130.17130.170.00%market112.22%-0.81%0.60%-1.41%
TSN2012-02-032012-02-062012-02-07319.1919.190.00%market27.27%-0.36%0.60%-0.97%
WTM2012-02-032012-02-062012-02-073472.49472.490.00%market167.25%-0.05%0.60%-0.66%
WY2012-02-032012-02-062012-02-07321.0321.030.00%market133.33%-3.19%0.60%-3.80%
ATRO2012-02-062012-02-072012-02-0819.249.240.00%market32.00%1.85%0.76%1.09%
AZN2012-02-062012-02-072012-02-08147.8547.850.00%market3.85%-0.41%0.76%-1.17%
BAP2012-02-062012-02-072012-02-081116.32116.320.00%market12.32%2.34%0.76%1.58%
CNA2012-02-062012-02-072012-02-08128.3428.340.00%market1.43%1.70%0.76%0.94%
CRK2012-02-062012-02-072012-02-08162.1562.150.00%market44.44%0.38%0.76%-0.38%
FN2012-02-062012-02-072012-02-08118.7618.760.00%market156.25%9.12%0.76%8.36%
G2012-02-062012-02-072012-02-08115.8815.880.00%market33.33%-0.98%0.76%-1.74%
GL2012-02-062012-02-072012-02-08131.3331.330.00%market1.22%0.25%0.76%-0.51%
HAS2012-02-062012-02-072012-02-08136.7036.700.00%market0.95%-2.74%0.76%-3.50%
HCA2012-02-062012-02-072012-02-08128.4828.480.00%market23.68%1.62%0.76%0.86%
IEX2012-02-062012-02-072012-02-08141.8841.880.00%market3.17%-0.46%0.76%-1.22%
LEG2012-02-062012-02-072012-02-08123.0723.070.00%market4.76%-4.95%0.76%-5.72%
NNN2012-02-062012-02-072012-02-08127.3227.320.00%market72.00%0.52%0.76%-0.24%
RRX2012-02-062012-02-072012-02-08162.5362.530.00%market32.86%9.80%0.76%9.04%
UDR2012-02-062012-02-072012-02-08125.9325.930.00%market800.00%-0.29%0.76%-1.05%
VECO2012-02-062012-02-072012-02-08127.3027.300.00%market7.46%0.89%0.76%0.13%
VSAT2012-02-062012-02-072012-02-08147.7047.700.00%market4.00%-5.68%0.76%-6.44%
WNC2012-02-062012-02-072012-02-0819.619.610.00%market22.22%11.97%0.76%11.21%
YUM2012-02-062012-02-072012-02-08146.6646.660.00%market1.35%-0.79%0.76%-1.55%
AGCO2012-02-072012-02-082012-02-09152.7852.780.00%market8.27%-0.27%0.37%-0.64%
ARE2012-02-072012-02-082012-02-09172.5072.500.00%market144.44%-0.10%0.37%-0.47%
AXS2012-02-072012-02-082012-02-09132.6132.610.00%market15.22%0.82%0.37%0.45%
BDX2012-02-072012-02-082012-02-09159.3459.340.00%market3.42%-0.77%0.37%-1.14%
BP2012-02-072012-02-082012-02-09146.4146.410.00%market51.57%0.68%0.37%0.30%
BR2012-02-072012-02-082012-02-09124.2724.270.00%market9.09%-0.18%0.37%-0.55%
CBRE2012-02-072012-02-082012-02-09118.5718.570.00%market4.55%-1.39%0.37%-1.76%
CHD2012-02-072012-02-082012-02-09123.7023.700.00%market8.00%0.32%0.37%-0.05%
CMP2012-02-072012-02-082012-02-09173.2673.260.00%market1.85%0.16%0.37%-0.21%
DEI2012-02-072012-02-082012-02-09121.1421.140.00%market355.31%-0.01%0.37%-0.38%
DIS2012-02-072012-02-082012-02-09141.3741.370.00%market12.68%0.29%0.37%-0.08%
GSK2012-02-072012-02-082012-02-09144.1844.180.00%market18.07%1.89%0.37%1.52%
HIG2012-02-072012-02-082012-02-09119.4019.400.00%market30.19%5.16%0.37%4.79%
HIW2012-02-072012-02-082012-02-09132.8932.890.00%market233.33%1.42%0.37%1.05%
HMN2012-02-072012-02-082012-02-09116.2216.220.00%market35.85%4.34%0.37%3.97%
HNI2012-02-072012-02-082012-02-09125.7825.780.00%market2.50%2.62%0.37%2.24%
ILMN2012-02-072012-02-082012-02-09150.5750.570.00%market12.90%2.08%0.37%1.70%
KFRC2012-02-072012-02-082012-02-09113.5513.550.00%market5.26%3.37%0.37%3.00%
KO2012-02-072012-02-082012-02-09134.4234.420.00%market2.56%-1.35%0.37%-1.72%
LFUS2012-02-072012-02-082012-02-09156.1456.140.00%market4.69%-3.15%0.37%-3.52%
LGND2012-02-072012-02-082012-02-0918.758.750.00%market242.86%3.10%0.37%2.73%
NJR2012-02-072012-02-082012-02-09124.4824.480.00%market48.65%-1.57%0.37%-1.94%
OHI2012-02-072012-02-082012-02-09121.9621.960.00%market138.10%-0.24%0.37%-0.61%
PRGO2012-02-072012-02-082012-02-09194.6094.600.00%market3.45%-0.68%0.37%-1.05%
RNR2012-02-072012-02-082012-02-09175.9575.950.00%market8.82%-2.35%0.37%-2.72%
SMG2012-02-072012-02-082012-02-09152.8452.840.00%market3.28%-3.36%0.37%-3.73%
SXT2012-02-072012-02-082012-02-09139.3539.350.00%market1.79%-2.79%0.37%-3.16%
TDG2012-02-072012-02-082012-02-091114.97114.970.00%market13.60%0.89%0.37%0.52%
TTMI2012-02-072012-02-082012-02-09112.5412.540.00%market13.33%0.46%0.37%0.09%
USNA2012-02-072012-02-082012-02-09117.5017.500.00%market2.33%7.64%0.37%7.27%
WCN2012-02-072012-02-082012-02-09121.7221.720.00%market2.08%-3.14%0.37%-3.51%
AIV2012-02-082012-02-092012-02-1013.383.380.00%market280.00%-1.28%-0.78%-0.51%
AKAM2012-02-082012-02-092012-02-10138.9238.920.00%market12.50%-1.36%-0.78%-0.58%
ALV2012-02-082012-02-092012-02-10147.0447.040.00%market0.59%0.07%-0.78%0.85%
ANDE2012-02-082012-02-092012-02-10129.0029.000.00%market20.00%-1.10%-0.78%-0.32%
CAE2012-02-082012-02-092012-02-10110.9910.990.00%market4.18%-3.01%-0.78%-2.24%
CALX2012-02-082012-02-092012-02-10110.6210.620.00%market14.29%11.29%-0.78%12.07%
CINF2012-02-082012-02-092012-02-10133.6033.600.00%market48.28%2.43%-0.78%3.21%
CSCO2012-02-082012-02-092012-02-10120.2320.230.00%market9.30%-1.73%-0.78%-0.96%
CTSH2012-02-082012-02-092012-02-10135.5035.500.00%market2.63%-1.40%-0.78%-0.62%
CXW2012-02-082012-02-092012-02-10123.8323.830.00%market10.81%-1.74%-0.78%-0.96%
DXC2012-02-082012-02-092012-02-10115.6315.630.00%market136.84%3.11%-0.78%3.89%
EFX2012-02-082012-02-092012-02-10139.7039.700.00%market1.49%7.28%-0.78%8.06%
ENS2012-02-082012-02-092012-02-10133.1333.130.00%market15.94%0.75%-0.78%1.52%
EQNR2012-02-082012-02-092012-02-10126.9626.960.00%market9.72%0.42%-0.78%1.19%
EXEL2012-02-082012-02-092012-02-1016.226.220.00%market418.18%-1.39%-0.78%-0.61%
FMC2012-02-082012-02-092012-02-10141.1641.160.00%market14.49%-4.11%-0.78%-3.33%
HOPE2012-02-082012-02-092012-02-10110.6410.640.00%market26.67%-2.17%-0.78%-1.39%
ICE2012-02-082012-02-092012-02-10126.1726.170.00%market2.94%2.96%-0.78%3.73%
KIM2012-02-082012-02-092012-02-10118.8818.880.00%market37.50%-2.75%-0.78%-1.97%
MTD2012-02-082012-02-092012-02-101182.57182.570.00%market3.23%-0.88%-0.78%-0.11%
NBIX2012-02-082012-02-092012-02-1018.508.500.00%market33.33%1.31%-0.78%2.09%
ON2012-02-082012-02-092012-02-1019.709.700.00%market116.67%-3.30%-0.78%-2.52%
ORLY2012-02-082012-02-092012-02-1015.465.460.00%market8.14%1.73%-0.78%2.51%
PAA2012-02-082012-02-092012-02-10139.3939.390.00%market10.67%0.03%-0.78%0.80%
PNNT2012-02-082012-02-092012-02-10110.7010.700.00%market6.45%-0.19%-0.78%0.58%
PRU2012-02-082012-02-092012-02-10160.8360.830.00%market11.93%-3.11%-0.78%-2.33%
RBC2012-02-082012-02-092012-02-10168.7468.740.00%market8.00%-0.26%-0.78%0.52%
RL2012-02-082012-02-092012-02-101171.60171.600.00%market6.59%0.48%-0.78%1.26%
SCI2012-02-082012-02-092012-02-10110.9610.960.00%market5.56%1.27%-0.78%2.04%
SPSC2012-02-082012-02-092012-02-10113.9813.980.00%market6.67%-9.54%-0.78%-8.77%
TBI2012-02-082012-02-092012-02-10117.9917.990.00%market18.75%-6.21%-0.78%-5.44%
THG2012-02-082012-02-092012-02-10138.3138.310.00%market25.00%3.84%-0.78%4.62%
TNL2012-02-082012-02-092012-02-10119.7319.730.00%market6.82%0.91%-0.78%1.69%
TT2012-02-082012-02-092012-02-10129.8429.840.00%market15.15%-1.37%-0.78%-0.60%
UHAL2012-02-082012-02-092012-02-10111.1011.100.00%market89.66%2.95%-0.78%3.72%
V2012-02-082012-02-092012-02-10128.2728.270.00%market2.78%0.61%-0.78%1.38%
WEX2012-02-082012-02-092012-02-10161.2061.200.00%market7.69%-1.00%-0.78%-0.22%
AMKR2012-02-092012-02-102012-02-1315.945.940.00%market57.14%5.96%0.89%5.07%
BDC2012-02-092012-02-102012-02-13138.4738.470.00%market7.55%2.66%0.89%1.76%
BG2012-02-092012-02-102012-02-13162.5062.500.00%market5.10%2.22%0.89%1.33%
CCJ2012-02-092012-02-102012-02-13123.8723.870.00%market68.54%-4.54%0.89%-5.44%
CGNX2012-02-092012-02-102012-02-13110.5010.500.00%market10.00%6.47%0.89%5.58%
ECPG2012-02-092012-02-102012-02-13123.5323.530.00%market4.69%1.43%0.89%0.54%
EXPE2012-02-092012-02-102012-02-13131.9131.910.00%market9.43%7.73%0.89%6.84%
GPI2012-02-092012-02-102012-02-13156.4156.410.00%market8.05%-5.84%0.89%-6.74%
IFF2012-02-092012-02-102012-02-13157.2557.250.00%market4.23%-1.76%0.89%-2.65%
INGR2012-02-092012-02-102012-02-13155.9055.900.00%market2.78%2.01%0.89%1.12%
MFC2012-02-092012-02-102012-02-13111.7311.730.00%market37.50%2.20%0.89%1.31%
MLCO2012-02-092012-02-102012-02-1319.169.160.00%market25.00%4.97%0.89%4.07%
MPWR2012-02-092012-02-102012-02-13116.4216.420.00%market36.36%6.84%0.89%5.95%
PBI2012-02-092012-02-102012-02-13119.4919.490.00%market1.67%-5.28%0.89%-6.18%
PDM2012-02-092012-02-102012-02-13118.6918.690.00%market216.67%-3.42%0.89%-4.31%
PDS2012-02-092012-02-102012-02-131221.00221.000.00%market6.98%2.25%0.89%1.36%
PEP2012-02-092012-02-102012-02-13164.1264.120.00%market1.77%-0.77%0.89%-1.67%
PM2012-02-092012-02-102012-02-13180.0880.080.00%market0.92%1.81%0.89%0.92%
RSG2012-02-092012-02-102012-02-13129.9029.900.00%market17.78%1.74%0.89%0.85%
SCCO2012-02-092012-02-102012-02-13132.3732.370.00%market1.61%-2.60%0.89%-3.50%
SQNS2012-02-092012-02-102012-02-131286.00286.000.00%market30.43%7.94%0.89%7.05%
TDC2012-02-092012-02-102012-02-13161.7761.770.00%market6.45%-0.34%0.89%-1.24%
TRI2012-02-092012-02-102012-02-13131.3931.390.00%market6.56%-0.29%0.89%-1.19%
LH2012-02-102012-02-132012-02-14377.5777.570.00%market1.96%-1.31%-0.10%-1.22%
PPL2012-02-102012-02-132012-02-14326.4026.400.00%market12.90%-2.22%-0.10%-2.13%
CRL2012-02-132012-02-142012-02-15135.4135.410.00%market23.21%0.49%-0.33%0.82%
FIS2012-02-132012-02-142012-02-15129.6629.660.00%market1.54%5.90%-0.33%6.23%
LCII2012-02-132012-02-142012-02-15128.5828.580.00%market50.00%0.32%-0.33%0.65%
NSIT2012-02-132012-02-142012-02-15121.8821.880.00%market24.49%-0.05%-0.33%0.27%
REGN2012-02-132012-02-142012-02-151113.25113.250.00%market10.00%-4.17%-0.33%-3.84%
SXI2012-02-132012-02-142012-02-15141.7241.720.00%market3.75%-4.75%-0.33%-4.42%
UCTT2012-02-132012-02-142012-02-1519.289.280.00%market118.18%-7.75%-0.33%-7.42%
ABG2012-02-142012-02-152012-02-16126.6026.600.00%market25.58%-2.09%0.31%-2.40%
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TTC2012-02-232012-02-242012-02-27116.3116.310.00%market6.67%1.00%0.17%0.84%
UFPT2012-02-232012-02-242012-02-27116.0516.050.00%market13.16%7.50%0.17%7.33%
WTI2012-02-232012-02-242012-02-27126.5926.590.00%market53.33%-1.12%0.17%-1.28%
CQP2012-02-242012-02-272012-02-28321.9621.960.00%market650.00%5.23%1.13%4.10%
GHC2012-02-242012-02-272012-02-283239.57239.570.00%market67.16%-1.46%1.13%-2.59%
GTN2012-02-242012-02-272012-02-2832.222.220.00%market150.00%-1.45%1.13%-2.58%
PNW2012-02-242012-02-272012-02-28347.2247.220.00%market120.00%-0.23%1.13%-1.36%
AES2012-02-272012-02-282012-02-29113.7413.740.00%market4.55%-1.41%-0.13%-1.28%
AWK2012-02-272012-02-282012-02-29134.1834.180.00%market53.12%0.19%-0.13%0.32%
BHC2012-02-272012-02-282012-02-29150.9450.940.00%market10.59%3.77%-0.13%3.90%
BKNG2012-02-272012-02-282012-02-29125.3925.390.00%market6.34%-1.32%-0.13%-1.19%
FAF2012-02-272012-02-282012-02-29115.6515.650.00%market5.56%-1.70%-0.13%-1.57%
FRO2012-02-272012-02-282012-02-29129.6529.650.00%market36.71%-9.71%-0.13%-9.58%
IBOC2012-02-272012-02-282012-02-29119.1919.190.00%market33.33%-1.19%-0.13%-1.06%
JAZZ2012-02-272012-02-282012-02-29151.4451.440.00%market7.34%1.90%-0.13%2.03%
LOW2012-02-272012-02-282012-02-29127.3427.340.00%market20.83%3.70%-0.13%3.84%
LTC2012-02-272012-02-282012-02-29131.2431.240.00%market2.63%-1.32%-0.13%-1.19%
PAC2012-02-272012-02-282012-02-29138.0038.000.00%market44.90%-1.73%-0.13%-1.60%
PRDO2012-02-272012-02-282012-02-29110.5010.500.00%market19.23%-18.00%-0.13%-17.87%
RIG2012-02-272012-02-282012-02-29153.2053.200.00%market20.00%0.16%-0.13%0.29%
UHS2012-02-272012-02-282012-02-29143.3243.320.00%market1.11%2.88%-0.13%3.01%
VC2012-02-272012-02-282012-02-29153.6053.600.00%market26.58%0.12%-0.13%0.26%
AGO2012-02-282012-02-292012-03-01117.9017.900.00%market37.68%-4.96%-0.02%-4.94%
AMRX2012-02-282012-02-292012-03-01123.7523.750.00%market63.64%-1.11%-0.02%-1.09%
ARCC2012-02-282012-02-292012-03-01116.6216.620.00%market23.08%-0.04%-0.02%-0.02%
ARI2012-02-282012-02-292012-03-01115.1815.180.00%market5.13%-1.48%-0.02%-1.46%
AZO2012-02-282012-02-292012-03-011374.97374.970.00%market2.72%0.83%-0.02%0.85%
BMO2012-02-282012-02-292012-03-01159.2659.260.00%market2.90%-1.18%-0.02%-1.16%
BVN2012-02-282012-02-292012-03-01142.1542.150.00%market3.41%-3.26%-0.02%-3.23%
CPRT2012-02-282012-02-292012-03-0113.043.040.00%market28.57%4.51%-0.02%4.53%
DPZ2012-02-282012-02-292012-03-01138.2738.270.00%market6.12%0.24%-0.02%0.26%
DSX2012-02-282012-02-292012-03-0118.978.970.00%market4.17%2.91%-0.02%2.93%
DY2012-02-282012-02-292012-03-01122.1622.160.00%market100.00%-3.30%-0.02%-3.28%
EXLS2012-02-282012-02-292012-03-0115.395.390.00%market19.35%3.05%-0.02%3.08%
FE2012-02-282012-02-292012-03-01143.6143.610.00%market1.32%1.57%-0.02%1.60%
INN2012-02-282012-02-292012-03-0119.909.900.00%market184.62%-9.80%-0.02%-9.78%
LXU2012-02-282012-02-292012-03-01130.4930.490.00%market39.39%3.96%-0.02%3.98%
NNI2012-02-282012-02-292012-03-01126.7026.700.00%market20.56%-3.21%-0.02%-3.19%
NRG2012-02-282012-02-292012-03-01117.4717.470.00%market2.04%-1.65%-0.02%-1.62%
NWN2012-02-282012-02-292012-03-01146.5646.560.00%market3.81%-2.78%-0.02%-2.76%
OLED2012-02-282012-02-292012-03-01143.2743.270.00%market166.67%-6.69%-0.02%-6.66%
RBA2012-02-282012-02-292012-03-01124.2924.290.00%market4.17%0.15%-0.02%0.17%
SAFE2012-02-282012-02-292012-03-01134.0734.070.00%market8.51%2.34%-0.02%2.36%
SAH2012-02-282012-02-292012-03-01117.7017.700.00%market13.16%-0.38%-0.02%-0.36%
SRE2012-02-282012-02-292012-03-01129.6229.620.00%market14.15%0.00%-0.02%0.02%
SWX2012-02-282012-02-292012-03-01142.4642.460.00%market19.00%0.16%-0.02%0.18%
TGS2012-02-282012-02-292012-03-0112.812.810.00%market75.00%3.46%-0.02%3.48%
VRSK2012-02-282012-02-292012-03-01144.3844.380.00%market13.64%-2.76%-0.02%-2.74%
WPC2012-02-282012-02-292012-03-01145.7245.720.00%market66.04%-3.10%-0.02%-3.07%
ADC2012-02-292012-03-012012-03-02124.0324.030.00%market71.43%-2.26%0.00%-2.26%
BWXT2012-02-292012-03-012012-03-02120.0120.010.00%market31.71%-3.85%0.00%-3.85%
CNP2012-02-292012-03-012012-03-02119.3819.380.00%market42.11%0.67%0.00%0.67%
COST2012-02-292012-03-012012-03-02186.5486.540.00%market3.45%-0.46%0.00%-0.46%
CRI2012-02-292012-03-012012-03-02148.8848.880.00%market43.18%-1.20%0.00%-1.20%
DRH2012-02-292012-03-012012-03-0219.799.790.00%market300.00%0.51%0.00%0.51%
DXPE2012-02-292012-03-012012-03-02137.9637.960.00%market12.96%2.17%0.00%2.17%
EIX2012-02-292012-03-012012-03-02142.2742.270.00%market63.04%1.18%0.00%1.18%
HTGC2012-02-292012-03-012012-03-02110.5710.570.00%market8.70%-1.24%0.00%-1.24%
MGRC2012-02-292012-03-012012-03-02132.1132.110.00%market23.26%-2.47%0.00%-2.47%
MTZ2012-02-292012-03-012012-03-02118.0118.010.00%market7.14%5.06%0.00%5.06%
NC2012-02-292012-03-012012-03-0217.417.410.00%market25.15%-1.85%0.00%-1.85%
NKTR2012-02-292012-03-012012-03-021111.00111.000.00%market31.25%3.55%0.00%3.55%
PEGA2012-02-292012-03-012012-03-0217.887.880.00%market229.35%13.61%0.00%13.61%
SBRA2012-02-292012-03-012012-03-02114.8414.840.00%market164.29%1.45%0.00%1.45%
TFII2012-02-292012-03-012012-03-02118.0318.030.00%market21.44%0.79%0.00%0.79%
ADUS2012-03-012012-03-022012-03-0513.703.700.00%market105.88%14.49%-0.65%15.14%
DIN2012-03-012012-03-022012-03-05153.7553.750.00%market7.06%-5.83%-0.65%-5.18%
KOS2012-03-012012-03-022012-03-05114.0614.060.00%market45.45%-3.37%-0.65%-2.73%
PRIM2012-03-012012-03-022012-03-05115.2815.280.00%market59.09%2.32%-0.65%2.97%
RY2012-03-012012-03-022012-03-05157.3457.340.00%market6.14%-0.36%-0.65%0.29%
SRPT2012-03-012012-03-022012-03-0516.426.420.00%market81.82%-1.97%-0.65%-1.32%
TD2012-03-012012-03-022012-03-05141.5641.560.00%market8.14%-0.94%-0.65%-0.30%
TG2012-03-012012-03-022012-03-05122.8722.870.00%market16.67%-8.54%-0.65%-7.89%
GCO2012-03-022012-03-052012-03-06373.6873.680.00%market17.96%-0.68%-1.71%1.03%
ARCO2012-03-052012-03-062012-03-07118.4818.480.00%market4.55%3.42%0.25%3.17%
KOF2012-03-052012-03-062012-03-071100.31100.310.00%market20.59%-2.49%0.25%-2.74%
AAT2012-03-062012-03-072012-03-08121.6321.630.00%market660.00%-0.01%1.47%-1.47%
AVD2012-03-062012-03-072012-03-08117.6117.610.00%market35.29%9.55%1.47%8.09%
BNS2012-03-062012-03-072012-03-08153.0553.050.00%market7.89%1.50%1.47%0.04%
CHEF2012-03-062012-03-072012-03-08121.2721.270.00%market4.00%0.79%1.47%-0.67%
IRDM2012-03-062012-03-072012-03-0818.258.250.00%market22.22%6.45%1.47%4.98%
KRO2012-03-062012-03-072012-03-08123.6023.600.00%market57.45%4.90%1.47%3.43%
SMP2012-03-062012-03-072012-03-08120.5520.550.00%market21.43%0.09%1.47%-1.37%
SQM2012-03-062012-03-072012-03-08156.8356.830.00%market1.69%2.06%1.47%0.60%
UNFI2012-03-062012-03-072012-03-08144.8144.810.00%market2.27%2.42%1.47%0.96%
BBDC2012-03-072012-03-082012-03-09119.8619.860.00%market6.00%1.21%0.77%0.44%
CPK2012-03-072012-03-082012-03-09127.8327.830.00%market10.00%0.62%0.77%-0.15%
DK2012-03-072012-03-082012-03-09114.0314.030.00%market56.25%0.54%0.77%-0.23%
HBM2012-03-072012-03-082012-03-09111.5311.530.00%market61.54%6.49%0.77%5.72%
HOV2012-03-072012-03-082012-03-09163.7563.750.00%market64.14%12.06%0.77%11.29%
MYRG2012-03-072012-03-082012-03-09120.9120.910.00%market7.69%-9.47%0.77%-10.24%
SMTC2012-03-072012-03-082012-03-09127.1327.130.00%market3.23%-0.06%0.77%-0.83%
SNDA2012-03-072012-03-082012-03-091126.15126.150.00%market33.33%7.15%0.77%6.38%
AMN2012-03-082012-03-092012-03-1215.215.210.00%market27.27%-4.13%0.20%-4.33%
BKE2012-03-082012-03-092012-03-12147.2147.210.00%market3.51%1.49%0.20%1.28%
CECO2012-03-082012-03-092012-03-1217.897.890.00%market30.77%-0.23%0.20%-0.43%
CNQ2012-03-082012-03-092012-03-12117.6817.680.00%market2.33%-3.44%0.20%-3.64%
COO2012-03-082012-03-092012-03-12120.7920.790.00%market7.69%-4.38%0.20%-4.58%
EBS2012-03-082012-03-092012-03-12115.5515.550.00%market8.33%1.70%0.20%1.50%
GLP2012-03-082012-03-092012-03-12122.2822.280.00%market15.38%3.00%0.20%2.79%
HCI2012-03-082012-03-092012-03-12111.1511.150.00%market100.00%13.80%0.20%13.60%
HPP2012-03-082012-03-092012-03-121107.59107.590.00%market457.14%-2.51%0.20%-2.71%
MAIN2012-03-082012-03-092012-03-12124.3924.390.00%market9.76%0.84%0.20%0.64%
NGS2012-03-082012-03-092012-03-12113.4313.430.00%market13.64%1.54%0.20%1.33%
RDNT2012-03-082012-03-092012-03-1213.123.120.00%market266.67%8.23%0.20%8.03%
STAG2012-03-082012-03-092012-03-12113.0713.070.00%market428.57%1.58%0.20%1.38%
THO2012-03-082012-03-092012-03-12131.2631.260.00%market4.17%2.36%0.20%2.16%
ULTA2012-03-082012-03-092012-03-12190.4490.440.00%market7.35%-2.29%0.20%-2.49%
USPH2012-03-082012-03-092012-03-12119.8319.830.00%market3.57%-0.20%0.20%-0.40%
WD2012-03-082012-03-092012-03-12112.4912.490.00%market19.05%1.66%0.20%1.46%
WSM2012-03-082012-03-092012-03-12117.7417.740.00%market3.54%0.52%0.20%0.32%
HTH2012-03-092012-03-122012-03-1338.268.260.00%market350.00%4.98%1.82%3.16%
MIDD2012-03-092012-03-122012-03-13325.3825.380.00%market44.19%4.94%1.82%3.12%
OPCH2012-03-092012-03-122012-03-13328.0028.000.00%market33.33%-2.81%1.82%-4.64%
GSAT2012-03-122012-03-132012-03-14112.4512.450.00%market16.67%-9.74%1.15%-10.89%
PLOW2012-03-122012-03-132012-03-14113.2413.240.00%market31.82%1.26%1.15%0.11%
SSRM2012-03-122012-03-132012-03-14115.4615.460.00%market25.00%-3.01%1.15%-4.16%
VCEL2012-03-122012-03-132012-03-14142.4042.400.00%market69.57%-3.87%1.15%-5.02%
WLFC2012-03-122012-03-132012-03-1414.714.710.00%market19.36%0.11%1.15%-1.04%
ANIP2012-03-132012-03-142012-03-15127.0027.000.00%market46.67%-4.10%0.44%-4.54%
CSR2012-03-132012-03-142012-03-15179.2079.200.00%market33.33%-2.25%0.44%-2.69%
FDS2012-03-132012-03-142012-03-15198.3198.310.00%market6.00%0.37%0.44%-0.07%
INSM2012-03-132012-03-142012-03-1514.064.060.00%market21.05%-2.07%0.44%-2.51%
REX2012-03-132012-03-142012-03-1515.595.590.00%market65.52%-0.10%0.44%-0.54%
BAK2012-03-142012-03-152012-03-16117.2017.200.00%market518.29%0.54%0.13%0.41%
NOVT2012-03-142012-03-152012-03-16111.1011.100.00%market37.50%4.76%0.13%4.64%
TM2012-03-142012-03-152012-03-16185.1085.100.00%market32.00%0.25%0.13%0.12%
CATO2012-03-152012-03-162012-03-19127.7427.740.00%market9.37%-1.22%0.35%-1.57%
FF2012-03-152012-03-162012-03-19111.4911.490.00%market44.44%-4.36%0.35%-4.71%
CTAS2012-03-202012-03-212012-03-22110.0910.090.00%market11.54%-1.98%-0.94%-1.04%
DBI2012-03-202012-03-212012-03-22128.0728.070.00%market4.00%-2.17%-0.94%-1.23%
ORCL2012-03-202012-03-212012-03-22130.8730.870.00%market10.71%-7.36%-0.94%-6.42%
DQ2012-03-212012-03-222012-03-2312.512.510.00%market66.67%-3.69%0.34%-4.02%
EPAC2012-03-212012-03-222012-03-23129.3829.380.00%market13.16%-1.36%0.34%-1.70%
ACN2012-03-222012-03-232012-03-26164.0164.010.00%market12.79%2.84%1.64%1.19%
CAG2012-03-222012-03-232012-03-26120.2620.260.00%market4.08%-0.49%1.64%-2.14%
DG2012-03-222012-03-232012-03-26147.4247.420.00%market6.10%-0.44%1.64%-2.08%
FDX2012-03-222012-03-232012-03-26174.3474.340.00%market14.81%0.38%1.64%-1.26%
LULU2012-03-222012-03-232012-03-26176.3476.340.00%market4.08%-1.55%1.64%-3.20%
NKE2012-03-222012-03-232012-03-26127.8027.800.00%market3.45%-2.47%1.64%-4.12%
SIG2012-03-222012-03-232012-03-26148.9648.960.00%market1.13%2.74%1.64%1.10%
DRI2012-03-232012-03-262012-03-27346.2446.240.00%market0.81%-1.68%0.37%-2.05%
SBS2012-03-232012-03-262012-03-2732.502.500.00%market42.86%0.30%0.37%-0.07%
LEN2012-03-272012-03-282012-03-29127.6127.610.00%market102.17%-1.55%-0.62%-0.93%
MKC2012-03-272012-03-282012-03-29127.1027.100.00%market7.69%-0.28%-0.62%0.33%
MKC-V2012-03-272012-03-282012-03-29127.1227.120.00%market3.77%-0.65%-0.62%-0.04%
NEOG2012-03-272012-03-282012-03-2919.919.910.00%market20.00%0.51%-0.62%1.12%
OXM2012-03-272012-03-282012-03-29148.9548.950.00%market12.96%3.07%-0.62%3.68%
PVH2012-03-272012-03-282012-03-29190.8490.840.00%market7.27%-1.59%-0.62%-0.97%
SNX2012-03-272012-03-282012-03-29119.4919.490.00%market10.87%-2.51%-0.62%-1.89%
CMC2012-03-282012-03-292012-03-30114.3314.330.00%market166.67%3.32%0.84%2.48%
FUL2012-03-282012-03-292012-03-30131.6631.660.00%market18.92%3.60%0.84%2.76%
HII2012-03-282012-03-292012-03-30140.3340.330.00%market26.60%-0.32%0.84%-1.16%
LNN2012-03-282012-03-292012-03-30166.4766.470.00%market20.48%-0.40%0.84%-1.24%
PRGS2012-03-282012-03-292012-03-30123.6123.610.00%market12.00%-0.06%0.84%-0.90%