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 38: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
EA2012-10-302012-10-312012-11-01111.9111.910.00%market36.36%9.05%0.69%8.36%
EPR2012-10-302012-10-312012-11-01144.2544.250.00%market2.17%-0.21%0.69%-0.90%
ERIC2012-10-262012-10-312012-11-0158.838.830.00%market36.36%0.13%0.69%-0.56%
EXP2012-10-292012-10-312012-11-01249.3949.390.00%market4.26%5.18%0.69%4.49%
EXR2012-10-292012-10-312012-11-01234.1534.150.00%market68.18%1.60%0.69%0.91%
F2012-10-302012-10-312012-11-01110.7010.700.00%market33.33%5.04%0.69%4.35%
FET2012-10-292012-10-312012-11-012442.00442.000.00%market3.65%5.10%0.69%4.41%
FLS2012-10-292012-10-312012-11-01243.9943.990.00%market1.47%3.58%0.69%2.89%
FMC2012-10-292012-10-312012-11-01246.9046.900.00%market1.28%0.92%0.69%0.23%
GABC2012-10-292012-10-312012-11-01214.8014.800.00%market6.45%2.87%0.69%2.18%
GHM2012-10-262012-10-312012-11-01518.4118.410.00%market44.44%1.31%0.69%0.62%
GNW2012-10-302012-10-312012-11-0115.765.760.00%market31.58%7.89%0.69%7.20%
HAE2012-10-292012-10-312012-11-01238.4438.440.00%market15.38%5.78%0.69%5.09%
HIW2012-10-302012-10-312012-11-01131.6831.680.00%market1.54%2.74%0.69%2.05%
HLF2012-10-292012-10-312012-11-01226.4826.480.00%market4.00%-2.69%0.69%-3.38%
HURN2012-10-302012-10-312012-11-01131.3931.390.00%market13.41%-5.04%0.69%-5.73%
IVR2012-10-302012-10-312012-11-011203.03203.030.00%market9.56%0.60%0.69%-0.09%
JLL2012-10-292012-10-312012-11-01274.6474.640.00%market4.24%6.68%0.69%5.99%
KAI2012-10-292012-10-312012-11-01222.1522.150.00%market34.69%12.23%0.69%11.53%
KFRC2012-10-302012-10-312012-11-01111.0611.060.00%market8.33%4.96%0.69%4.27%
KIM2012-10-302012-10-312012-11-01119.6319.630.00%market416.67%-0.71%0.69%-1.40%
KKR2012-10-262012-10-312012-11-01514.8514.850.00%market32.65%3.67%0.69%2.98%
KWR2012-10-302012-10-312012-11-01148.0448.040.00%market1.19%7.85%0.69%7.16%
L2012-10-292012-10-312012-11-01242.5042.500.00%market19.44%0.89%0.69%0.20%
LEA2012-10-262012-10-312012-11-01541.8241.820.00%market7.50%2.72%0.69%2.03%
LEG2012-10-292012-10-312012-11-01226.5026.500.00%market18.42%3.45%0.69%2.76%
LHX2012-10-292012-10-312012-11-01246.7446.740.00%market1.79%1.87%0.69%1.18%
MAS2012-10-292012-10-312012-11-01212.9912.990.00%market8.33%9.06%0.69%8.37%
MCHB2012-10-292012-10-312012-11-01222.7822.780.00%market51.04%-1.29%0.69%-1.98%
MCO2012-10-262012-10-312012-11-01547.8847.880.00%market17.19%2.07%0.69%1.38%
MCY2012-10-292012-10-312012-11-01240.0040.000.00%market10.71%2.17%0.69%1.48%
MPT2012-10-302012-10-312012-11-01111.7411.740.00%market64.29%-1.55%0.69%-2.24%
MRK2012-10-262012-10-312012-11-01544.2644.260.00%market2.15%-1.14%0.69%-1.83%
MXL2012-10-292012-10-312012-11-0126.046.040.00%market85.71%-2.91%0.69%-3.61%
NWL2012-10-262012-10-312012-11-01520.7520.750.00%market6.82%1.49%0.69%0.80%
ONTO2012-10-302012-10-312012-11-01113.0613.060.00%market599.79%10.39%0.69%9.70%
OSK2012-10-262012-10-312012-11-01530.0030.000.00%market44.44%-0.87%0.69%-1.56%
PCG2012-10-292012-10-312012-11-01242.2242.220.00%market5.68%-0.41%0.69%-1.10%
PPC2012-10-262012-10-312012-11-0155.375.370.00%market200.00%8.47%0.69%7.78%
PSMT2012-10-302012-10-312012-11-01181.0081.000.00%market9.43%0.43%0.69%-0.26%
SANM2012-10-302012-10-312012-11-0117.967.960.00%market44.12%14.60%0.69%13.91%
SBRA2012-10-292012-10-312012-11-01221.7721.770.00%market2.63%2.06%0.69%1.37%
SMP2012-10-302012-10-312012-11-01117.9017.900.00%market14.06%7.72%0.69%7.03%
STNG2012-10-292012-10-312012-11-01253.8053.800.00%market40.00%1.02%0.69%0.32%
TMUS2012-10-302012-10-312012-11-01121.2221.220.00%market46.15%-1.99%0.69%-2.68%
UBS2012-10-302012-10-312012-11-01115.0415.040.00%market28.57%3.36%0.69%2.67%
VIAV2012-10-302012-10-312012-11-0115.835.830.00%market25.00%1.85%0.69%1.16%
VLO2012-10-302012-10-312012-11-01126.8526.850.00%market8.57%-2.26%0.69%-2.95%
VRSK2012-10-302012-10-312012-11-01147.6347.630.00%market8.00%7.71%0.69%7.02%
VTR2012-10-262012-10-312012-11-01555.5755.570.00%market2.13%-0.06%0.69%-0.75%
WFG2012-10-292012-10-312012-11-01229.2229.220.00%market60.00%-0.10%0.69%-0.79%
WSFS2012-10-302012-10-312012-11-01114.1814.180.00%market40.00%-1.51%0.69%-2.20%
WT2012-10-262012-10-312012-11-0156.416.410.00%market26.32%-0.10%0.69%-0.79%
WTI2012-10-302012-10-312012-11-01116.9016.900.00%market5.56%7.59%0.69%6.90%
WTM2012-10-302012-10-312012-11-011512.30512.300.00%market106.92%0.30%0.69%-0.39%
WTS2012-10-302012-10-312012-11-01138.0538.050.00%market8.62%8.60%0.69%7.91%
WU2012-10-302012-10-312012-11-01114.6014.600.00%market2.22%-16.06%0.69%-16.75%
WY2012-10-262012-10-312012-11-01527.6527.650.00%market22.22%0.62%0.69%-0.07%
ALL2012-10-312012-11-012012-11-02140.7440.740.00%market29.20%-5.45%-0.06%-5.39%
AMG2012-10-312012-11-012012-11-021126.46126.460.00%market1.60%0.97%-0.06%1.03%
AMT2012-10-312012-11-012012-11-02175.1775.170.00%market52.63%-1.03%-0.06%-0.97%
ARW2012-10-312012-11-012012-11-02135.1835.180.00%market4.08%2.46%-0.06%2.52%
AXS2012-10-312012-11-012012-11-02138.5938.590.00%market50.93%-8.18%-0.06%-8.12%
BAH2012-10-312012-11-012012-11-02113.6113.610.00%market5.41%3.72%-0.06%3.78%
BOKF2012-10-312012-11-012012-11-02158.8358.830.00%market4.96%-0.25%-0.06%-0.19%
CLMT2012-10-312012-11-012012-11-02131.8631.860.00%market15.00%-0.82%-0.06%-0.76%
CLX2012-10-312012-11-012012-11-02172.4772.470.00%market6.32%0.70%-0.06%0.76%
CORT2012-10-312012-11-012012-11-0212.482.480.00%market11.11%-21.43%-0.06%-21.37%
CRUS2012-10-312012-11-012012-11-02136.9536.950.00%market17.91%-13.20%-0.06%-13.14%
ESS2012-10-312012-11-012012-11-021147.85147.850.00%market1.79%0.23%-0.06%0.29%
EXTR2012-10-312012-11-012012-11-0213.303.300.00%market49.98%7.17%-0.06%7.24%
FBP2012-10-312012-11-012012-11-0214.304.300.00%market125.00%-0.57%-0.06%-0.50%
GM2012-10-312012-11-012012-11-02125.5325.530.00%market55.00%0.92%-0.06%0.98%
GNRC2012-10-312012-11-012012-11-02129.8929.890.00%market9.86%0.78%-0.06%0.85%
GRMN2012-10-312012-11-012012-11-02138.1038.100.00%market21.31%-1.67%-0.06%-1.61%
GTN2012-10-312012-11-012012-11-0212.182.180.00%market13.04%5.40%-0.06%5.47%
H2012-10-312012-11-012012-11-02135.5135.510.00%market5.88%2.63%-0.06%2.70%
HVT2012-10-312012-11-012012-11-02115.0015.000.00%market16.67%0.23%-0.06%0.30%
IPGP2012-10-312012-11-012012-11-02152.2952.290.00%market1.25%5.04%-0.06%5.11%
IPI2012-10-312012-11-012012-11-021217.30217.300.00%market12.09%-0.05%-0.06%0.01%
JKHY2012-10-312012-11-012012-11-02138.4038.400.00%market6.52%1.38%-0.06%1.45%
LECO2012-10-312012-11-012012-11-02143.9343.930.00%market11.11%-1.85%-0.06%-1.79%
LPLA2012-10-312012-11-012012-11-02129.6829.680.00%market9.30%-1.75%-0.06%-1.69%
MA2012-10-312012-11-012012-11-02146.3446.340.00%market5.08%1.19%-0.06%1.26%
MAC2012-10-312012-11-012012-11-02157.1357.130.00%market4.00%0.62%-0.06%0.68%
MATV2012-10-312012-11-012012-11-02135.2535.250.00%market5.56%0.95%-0.06%1.01%
MET2012-10-312012-11-012012-11-02131.5731.570.00%market3.13%-2.16%-0.06%-2.10%
MSM2012-10-312012-11-012012-11-02173.0873.080.00%market3.74%-1.74%-0.06%-1.68%
NICE2012-10-312012-11-012012-11-02133.7433.740.00%market10.34%-0.93%-0.06%-0.87%
NOA2012-10-312012-11-012012-11-0213.103.100.00%market127.21%-1.71%-0.06%-1.65%
NSIT2012-10-312012-11-012012-11-02116.3916.390.00%market10.26%-2.36%-0.06%-2.30%
NUS2012-10-312012-11-012012-11-02147.3047.300.00%market12.99%-2.09%-0.06%-2.02%
NVMI2012-10-312012-11-012012-11-0217.537.530.00%market40.00%3.49%-0.06%3.55%
OIS2012-10-312012-11-012012-11-02140.5940.590.00%market1.55%-1.92%-0.06%-1.86%
OTEX2012-10-312012-11-012012-11-02112.8112.810.00%market13.79%3.18%-0.06%3.24%
PSX2012-10-312012-11-012012-11-02147.0047.000.00%market26.38%-1.78%-0.06%-1.72%
PTC2012-10-312012-11-012012-11-02119.5219.520.00%market4.17%8.66%-0.06%8.72%
PWR2012-10-312012-11-012012-11-02126.0826.080.00%market16.67%-2.52%-0.06%-2.45%
RGR2012-10-312012-11-012012-11-02143.7743.770.00%market10.00%-4.56%-0.06%-4.49%
SM2012-10-312012-11-012012-11-02128.5528.550.00%market100.00%-1.96%-0.06%-1.89%
STE2012-10-312012-11-012012-11-02134.9834.980.00%market3.92%-1.44%-0.06%-1.38%
SU2012-10-312012-11-012012-11-02134.0434.040.00%market14.86%2.22%-0.06%2.28%
TFX2012-10-312012-11-012012-11-02168.5968.590.00%market4.00%-0.22%-0.06%-0.15%
THG2012-10-312012-11-012012-11-02136.0536.050.00%market7.46%-1.90%-0.06%-1.84%
TTE2012-10-312012-11-012012-11-02150.5450.540.00%market7.56%-0.34%-0.06%-0.27%
TTWO2012-10-312012-11-012012-11-02111.1611.160.00%market164.71%-1.18%-0.06%-1.11%
UNM2012-10-312012-11-012012-11-02120.3720.370.00%market3.90%1.27%-0.06%1.34%
V2012-10-312012-11-012012-11-02135.2135.210.00%market5.41%1.72%-0.06%1.78%
VRTS2012-10-312012-11-012012-11-02196.1696.160.00%market8.53%8.05%-0.06%8.12%
WEC2012-10-312012-11-012012-11-02138.6338.630.00%market17.54%-1.21%-0.06%-1.15%
ACLS2012-11-012012-11-022012-11-0513.723.720.00%market12.50%5.28%-1.27%6.55%
ADEA2012-11-012012-11-022012-11-0513.863.860.00%market150.00%2.75%-1.27%4.02%
AIG2012-11-012012-11-022012-11-05133.9533.950.00%market16.28%-3.49%-1.27%-2.21%
AIV2012-11-012012-11-022012-11-0513.603.600.00%market13.46%-3.99%-1.27%-2.72%
AMN2012-11-012012-11-022012-11-05110.2610.260.00%market20.00%0.97%-1.27%2.25%
APTV2012-11-012012-11-022012-11-05124.9024.900.00%market21.92%-2.58%-1.27%-1.31%
ARI2012-11-012012-11-022012-11-05116.8016.800.00%market10.00%-2.78%-1.27%-1.50%
AROC2012-11-012012-11-022012-11-05113.0313.030.00%market118.18%-1.02%-1.27%0.25%
AVD2012-11-012012-11-022012-11-05133.1733.170.00%market16.67%-4.59%-1.27%-3.32%
AXTI2012-11-012012-11-022012-11-0512.902.900.00%market20.00%0.24%-1.27%1.52%
BKNG2012-11-012012-11-022012-11-05126.0026.000.00%market5.00%-2.45%-1.27%-1.17%
BLKB2012-11-012012-11-022012-11-05122.7922.790.00%market8.33%-3.35%-1.27%-2.07%
CENX2012-11-012012-11-022012-11-0517.757.750.00%market48.15%0.55%-1.27%1.82%
CI2012-11-012012-11-022012-11-05153.7153.710.00%market24.26%-0.86%-1.27%0.41%
CNXN2012-11-012012-11-022012-11-05110.9910.990.00%market5.71%4.36%-1.27%5.63%
CSV2012-11-012012-11-022012-11-05111.2211.220.00%market6.67%0.35%-1.27%1.62%
DGII2012-11-012012-11-022012-11-0519.319.310.00%market28.57%0.33%-1.27%1.60%
DORM2012-11-012012-11-022012-11-05133.1633.160.00%market12.50%1.68%-1.27%2.95%
DXPE2012-11-012012-11-022012-11-05150.3350.330.00%market8.86%1.47%-1.27%2.74%
EBS2012-11-012012-11-022012-11-05113.6213.620.00%market28.57%6.43%-1.27%7.71%
ECPG2012-11-012012-11-022012-11-05129.1829.180.00%market2.50%-9.80%-1.27%-8.52%
EL2012-11-012012-11-022012-11-05161.6161.610.00%market2.60%-3.69%-1.27%-2.41%
EPD2012-11-012012-11-022012-11-05126.5726.570.00%market10.00%-0.29%-1.27%0.99%
ERIE2012-11-012012-11-022012-11-05163.4763.470.00%market12.05%4.75%-1.27%6.03%
ES2012-11-012012-11-022012-11-05139.5239.520.00%market6.06%-1.34%-1.27%-0.07%
EVC2012-11-012012-11-022012-11-0511.451.450.00%market33.33%-3.55%-1.27%-2.27%
EXC2012-11-012012-11-022012-11-05123.8023.800.00%market6.94%-4.18%-1.27%-2.90%
FICO2012-11-012012-11-022012-11-05147.1647.160.00%market11.29%-7.37%-1.27%-6.10%
FIX2012-11-012012-11-022012-11-05110.8410.840.00%market15.38%-1.21%-1.27%0.07%
FORM2012-11-012012-11-022012-11-0514.994.990.00%market51.61%-8.92%-1.27%-7.64%
FSLR2012-11-012012-11-022012-11-05122.8522.850.00%market22.12%1.98%-1.27%3.25%
GDOT2012-11-012012-11-022012-11-05110.5010.500.00%market16.00%4.09%-1.27%5.36%
GIC2012-11-012012-11-022012-11-05110.1210.120.00%market121.41%3.95%-1.27%5.23%
HZO2012-11-012012-11-022012-11-0518.078.070.00%market46.15%-1.71%-1.27%-0.44%
ICLR2012-11-012012-11-022012-11-05124.9824.980.00%market7.41%5.30%-1.27%6.58%
IDA2012-11-012012-11-022012-11-05145.0045.000.00%market18.71%-1.90%-1.27%-0.63%
INCY2012-11-012012-11-022012-11-05117.4717.470.00%market52.38%0.07%-1.27%1.35%
ITRI2012-11-012012-11-022012-11-05139.6139.610.00%market3.19%0.43%-1.27%1.70%
JOE2012-11-012012-11-022012-11-05120.5820.580.00%market1800.00%8.35%-1.27%9.63%
LFUS2012-11-012012-11-022012-11-05154.0254.020.00%market5.61%0.01%-1.27%1.28%
LNC2012-11-012012-11-022012-11-05125.9825.980.00%market15.69%-2.56%-1.27%-1.29%
LOPE2012-11-012012-11-022012-11-05124.9924.990.00%market20.59%-5.06%-1.27%-3.79%
MAA2012-11-012012-11-022012-11-05164.9864.980.00%market0.91%-1.67%-1.27%-0.40%
MD2012-11-012012-11-022012-11-05137.2037.200.00%market3.13%0.63%-1.27%1.90%
MHK2012-11-012012-11-022012-11-05186.0086.000.00%market1.96%3.26%-1.27%4.53%
MPC2012-11-012012-11-022012-11-05127.2827.280.00%market2.47%0.27%-1.27%1.54%
MPWR2012-11-012012-11-022012-11-05117.1717.170.00%market3.85%13.18%-1.27%14.45%
MTD2012-11-012012-11-022012-11-051173.00173.000.00%market6.67%3.40%-1.27%4.67%
MTX2012-11-012012-11-022012-11-05137.1437.140.00%market3.92%-3.47%-1.27%-2.19%
MTZ2012-11-012012-11-022012-11-05122.5022.500.00%market1.92%4.21%-1.27%5.48%
MX2012-11-012012-11-022012-11-05113.2313.230.00%market28.57%-2.97%-1.27%-1.70%
NBHC2012-11-012012-11-022012-11-05119.0319.030.00%market20.00%2.95%-1.27%4.22%
NFG2012-11-012012-11-022012-11-05154.4754.470.00%market10.26%-1.59%-1.27%-0.31%
NSP2012-11-012012-11-022012-11-05114.1814.180.00%market35.29%-1.72%-1.27%-0.45%
ORN2012-11-012012-11-022012-11-0517.097.090.00%market40.00%4.41%-1.27%5.69%
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TPC2012-11-012012-11-022012-11-05110.3410.340.00%market12.50%22.72%-1.27%24.00%
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CCO2012-11-022012-11-052012-11-0636.656.650.00%market242.94%2.31%1.14%1.17%
CIB2012-11-022012-11-052012-11-06362.8862.880.00%market28.41%1.35%1.14%0.21%
CQP2012-11-022012-11-052012-11-06320.6420.640.00%market200.00%1.69%1.14%0.55%
GHC2012-11-022012-11-052012-11-063215.13215.130.00%market418.32%-3.09%1.14%-4.23%
HUN2012-11-022012-11-052012-11-06316.4416.440.00%market37.25%3.73%1.14%2.59%
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ICFI2012-11-022012-11-052012-11-06320.6420.640.00%market2.13%3.73%1.14%2.59%
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FNV2012-11-062012-11-072012-11-08158.2858.280.00%market3.33%2.87%-2.56%5.42%
GEL2012-11-062012-11-072012-11-08133.3733.370.00%market3.57%0.17%-2.56%2.73%
HCI2012-11-062012-11-072012-11-08120.3020.300.00%market3.85%5.07%-2.56%7.63%
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IHG2012-11-062012-11-072012-11-08129.7429.740.00%market7.55%-0.77%-2.56%1.78%
MGEE2012-11-062012-11-072012-11-08134.6134.610.00%market15.25%-4.17%-2.56%-1.62%
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MRSH2012-11-062012-11-072012-11-08134.6034.600.00%market2.63%-1.43%-2.56%1.13%
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NXST2012-11-062012-11-072012-11-08111.3811.380.00%market34.78%-3.09%-2.56%-0.53%
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TX2012-11-062012-11-072012-11-08121.3321.330.00%market6.90%-3.38%-2.56%-0.83%
VSAT2012-11-062012-11-072012-11-08139.3939.390.00%market66.67%-9.47%-2.56%-6.91%
ZBRA2012-11-062012-11-072012-11-08138.0038.000.00%market9.52%-0.55%-2.56%2.01%
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ATO2012-11-072012-11-082012-11-09134.7034.700.00%market12.50%0.53%-1.10%1.64%
AWK2012-11-072012-11-082012-11-09136.4436.440.00%market6.10%0.20%-1.10%1.30%
BAP2012-11-072012-11-082012-11-091130.44130.440.00%market19.75%4.01%-1.10%5.11%
BBDC2012-11-072012-11-082012-11-09124.8424.840.00%market5.45%0.99%-1.10%2.09%
BDX2012-11-072012-11-082012-11-09157.9257.920.00%market1.43%-0.48%-1.10%0.62%
BIP2012-11-072012-11-082012-11-09113.5913.590.00%market6.67%-1.42%-1.10%-0.32%
BMA2012-11-072012-11-082012-11-09113.6313.630.00%market19.05%3.05%-1.10%4.16%
CECO2012-11-072012-11-082012-11-0913.563.560.00%market26.67%-17.80%-1.10%-16.69%
CGAU2012-11-072012-11-082012-11-09110.5010.500.00%market52.38%1.61%-1.10%2.72%
CLH2012-11-072012-11-082012-11-09159.4659.460.00%market3.85%-4.22%-1.10%-3.12%
CNP2012-11-072012-11-082012-11-09120.5520.550.00%market17.65%-2.05%-1.10%-0.94%
CPA2012-11-072012-11-082012-11-09195.8595.850.00%market1.38%-0.51%-1.10%0.60%
CPK2012-11-072012-11-082012-11-09129.9129.910.00%market37.50%-0.97%-1.10%0.13%
CTSH2012-11-072012-11-082012-11-09133.0733.070.00%market6.98%-0.31%-1.10%0.79%
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DCO2012-11-072012-11-082012-11-09114.4014.400.00%market29.73%-2.67%-1.10%-1.57%
DINO2012-11-072012-11-082012-11-09140.2740.270.00%market22.50%1.09%-1.10%2.19%
DVN2012-11-072012-11-082012-11-09155.0455.040.00%market29.41%-2.30%-1.10%-1.20%
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INSM2012-11-072012-11-082012-11-0916.706.700.00%market9.52%2.59%-1.10%3.69%
IPAR2012-11-072012-11-082012-11-09120.1420.140.00%market10.00%-14.70%-1.10%-13.60%
KGC2012-11-072012-11-082012-11-0919.829.820.00%market15.79%4.99%-1.10%6.09%
LUMN2012-11-072012-11-082012-11-09139.8039.800.00%market13.79%-2.59%-1.10%-1.49%
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MLCO2012-11-072012-11-082012-11-09111.6011.600.00%market11.76%-0.10%-1.10%1.00%
OGE2012-11-072012-11-082012-11-09128.1428.140.00%market3.30%-0.24%-1.10%0.86%
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PRI2012-11-072012-11-082012-11-09127.5427.540.00%market5.88%3.68%-1.10%4.78%
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SKYW2012-11-072012-11-082012-11-09111.2311.230.00%market29.03%0.79%-1.10%1.89%
SLF2012-11-072012-11-082012-11-09124.6424.640.00%market7.92%5.78%-1.10%6.89%
STAG2012-11-072012-11-082012-11-09117.0317.030.00%market649.97%0.19%-1.10%1.30%
STWD2012-11-072012-11-082012-11-09118.4018.400.00%market13.64%-2.22%-1.10%-1.12%
SUPN2012-11-072012-11-082012-11-09111.9711.970.00%market3.51%1.74%-1.10%2.84%
TAP2012-11-072012-11-082012-11-09141.2041.200.00%market2.24%-0.15%-1.10%0.95%
TRNO2012-11-072012-11-082012-11-09114.6014.600.00%market66.67%0.45%-1.10%1.55%
TS2012-11-072012-11-082012-11-09136.0236.020.00%market4.23%1.79%-1.10%2.89%
UGP2012-11-072012-11-082012-11-09110.7510.750.00%market16.67%-0.84%-1.10%0.26%
UHAL2012-11-072012-11-082012-11-09111.4511.450.00%market1.81%3.03%-1.10%4.13%
ZWS2012-11-072012-11-082012-11-0918.908.900.00%market20.00%-2.91%-1.10%-1.81%
AAON2012-11-082012-11-092012-11-1215.805.800.00%market10.00%-1.48%0.47%-1.95%
AGM2012-11-082012-11-092012-11-12127.6627.660.00%market36.70%4.82%0.47%4.34%
AGO2012-11-082012-11-092012-11-12113.3313.330.00%market18.06%-0.48%0.47%-0.95%
ANIP2012-11-082012-11-092012-11-1216.906.900.00%market10.00%3.38%0.47%2.91%
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FLO2012-11-082012-11-092012-11-12112.6012.600.00%market6.25%4.11%0.47%3.63%
JJSF2012-11-082012-11-092012-11-12156.4956.490.00%market5.10%4.33%0.47%3.85%
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MGA2012-11-082012-11-092012-11-12122.2222.220.00%market9.80%1.25%0.47%0.78%
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NOG2012-11-082012-11-092012-11-121145.00145.000.00%market3.85%-2.44%0.47%-2.92%
OLP2012-11-082012-11-092012-11-12118.0718.070.00%market2.50%1.56%0.47%1.09%
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QUAD2012-11-082012-11-092012-11-12115.9915.990.00%market1.59%-1.66%0.47%-2.14%
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UGI2012-11-082012-11-092012-11-12120.9020.900.00%market14.29%-0.29%0.47%-0.76%
USPH2012-11-082012-11-092012-11-12124.6824.680.00%market2.63%1.08%0.47%0.60%
VCEL2012-11-082012-11-092012-11-12130.0030.000.00%market27.19%-3.43%0.47%-3.91%
WD2012-11-082012-11-092012-11-12116.6216.620.00%market40.00%-0.76%0.47%-1.23%
WLK2012-11-082012-11-092012-11-12136.3736.370.00%market8.82%0.01%0.47%-0.46%
APO2012-11-092012-11-122012-11-13314.2214.220.00%market36.11%2.64%-0.58%3.22%
BN2012-11-092012-11-122012-11-1337.697.690.00%market110.00%0.16%-0.58%0.74%
FSS2012-11-092012-11-122012-11-1335.615.610.00%market25.00%-2.06%-0.58%-1.48%
GGAL2012-11-092012-11-122012-11-1334.874.870.00%market3.57%-2.56%-0.58%-1.99%
LNT2012-11-092012-11-122012-11-13321.8721.870.00%market4.62%-0.74%-0.58%-0.16%
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DHI2012-11-122012-11-132012-11-14119.0819.080.00%market7.14%-3.72%-1.17%-2.55%
EFXT2012-11-122012-11-132012-11-14111.1911.190.00%market12.50%-0.01%-1.17%1.16%
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ACM2012-11-132012-11-142012-11-15119.0419.040.00%market1.22%3.47%-1.82%5.29%
CPRI2012-11-132012-11-142012-11-15151.4251.420.00%market22.50%-5.80%-1.82%-3.98%
CSCO2012-11-132012-11-142012-11-15118.0518.050.00%market4.35%-0.71%-1.82%1.11%
DKS2012-11-132012-11-142012-11-15151.3551.350.00%market8.11%-2.83%-1.82%-1.01%
ESLT2012-11-132012-11-142012-11-15134.8234.820.00%market4.40%-2.60%-1.82%-0.78%
GFF2012-11-132012-11-142012-11-1518.118.110.00%market33.33%-6.88%-1.82%-5.07%
HD2012-11-132012-11-142012-11-15163.2463.240.00%market5.71%-3.25%-1.82%-1.43%
MTSI2012-11-132012-11-142012-11-15110.8810.880.00%market10.00%6.70%-1.82%8.52%
NKTR2012-11-132012-11-142012-11-151101.10101.100.00%market2.56%-10.34%-1.82%-8.52%
WWD2012-11-132012-11-142012-11-15134.7534.750.00%market15.79%-3.01%-1.82%-1.19%
ANF2012-11-142012-11-152012-11-16141.8041.800.00%market47.46%-2.32%0.29%-2.61%
BBWI2012-11-142012-11-152012-11-16134.7334.730.00%market8.33%0.71%0.29%0.42%
GSL2012-11-142012-11-152012-11-16121.3621.360.00%market50.00%5.89%0.29%5.61%
MANU2012-11-142012-11-152012-11-16112.9812.980.00%market109.93%-0.41%0.29%-0.69%
NOAH2012-11-142012-11-152012-11-1615.045.040.00%market36.36%15.38%0.29%15.09%
NTAP2012-11-142012-11-152012-11-16130.2230.220.00%market8.51%0.03%0.29%-0.25%
PFLT2012-11-142012-11-152012-11-16112.3512.350.00%market29.41%1.20%0.29%0.91%
PNNT2012-11-142012-11-152012-11-1619.989.980.00%market7.14%3.91%0.29%3.62%
SB2012-11-142012-11-152012-11-1614.274.270.00%market3.45%-13.92%0.29%-14.20%
VEON2012-11-142012-11-152012-11-161269.00269.000.00%market3.13%-1.31%0.29%-1.59%
WSM2012-11-142012-11-152012-11-16122.2922.290.00%market8.70%-3.11%0.29%-3.39%
ADSK2012-11-152012-11-162012-11-19130.8230.820.00%market9.30%1.52%2.38%-0.85%
AMAT2012-11-152012-11-162012-11-19110.3210.320.00%market89.45%0.29%2.38%-2.09%
BKE2012-11-152012-11-162012-11-19147.0547.050.00%market4.76%1.60%2.38%-0.78%
BRC2012-11-152012-11-162012-11-19130.7830.780.00%market7.27%0.06%2.38%-2.31%
CAMT2012-11-152012-11-162012-11-1911.371.370.00%market42.86%0.63%2.38%-1.75%
CATO2012-11-152012-11-162012-11-19127.6027.600.00%market6.67%2.15%2.38%-0.23%
DLTR2012-11-152012-11-162012-11-19139.7939.790.00%market4.08%1.56%2.38%-0.82%
GME2012-11-152012-11-162012-11-1916.166.160.00%market25.00%5.09%2.38%2.72%
HP2012-11-152012-11-162012-11-19148.6348.630.00%market9.68%6.09%2.38%3.71%
MMS2012-11-152012-11-162012-11-19128.6228.620.00%market8.82%3.11%2.38%0.74%
NGL2012-11-152012-11-162012-11-19123.2323.230.00%market100.00%2.14%2.38%-0.24%
SBH2012-11-152012-11-162012-11-19124.3024.300.00%market8.33%0.68%2.38%-1.69%
SSTK2012-11-152012-11-162012-11-19123.2723.270.00%market78.95%11.72%2.38%9.34%
TGT2012-11-152012-11-162012-11-19162.3762.370.00%market5.19%0.93%2.38%-1.45%
VNET2012-11-152012-11-162012-11-1919.889.880.00%market16.67%0.51%2.38%-1.87%
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DY2012-11-192012-11-202012-11-21115.9915.990.00%market5.88%8.97%0.39%8.58%
LOW2012-11-192012-11-202012-11-21133.9633.960.00%market14.29%1.64%0.39%1.25%
SR2012-11-192012-11-202012-11-21139.2539.250.00%market112.50%-1.76%0.39%-2.14%
TSN2012-11-192012-11-202012-11-21118.6518.650.00%market25.00%1.72%0.39%1.33%
CAL2012-11-202012-11-212012-11-23116.8216.820.00%market30.43%3.17%1.46%1.71%
CPB2012-11-202012-11-212012-11-23136.1736.170.00%market3.53%1.37%1.46%-0.10%
DBI2012-11-202012-11-212012-11-23133.5633.560.00%market15.91%1.39%1.46%-0.07%
DSX2012-11-202012-11-212012-11-2317.417.410.00%market7.14%3.00%1.46%1.54%
EDN2012-11-202012-11-212012-11-2311.761.760.00%market46.15%10.13%1.46%8.66%
HPQ2012-11-202012-11-212012-11-2315.295.290.00%market1.75%6.71%1.46%5.24%
IMOS2012-11-202012-11-212012-11-2319.469.460.00%market25.45%8.15%1.46%6.68%
JKS2012-11-202012-11-212012-11-2313.403.400.00%market74.68%2.84%1.46%1.38%
SIG2012-11-202012-11-212012-11-23151.5051.500.00%market16.22%1.38%1.46%-0.09%
DCI2012-11-212012-11-232012-11-26233.4333.430.00%market5.88%0.65%0.66%-0.01%
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ADI2012-11-272012-11-282012-11-29138.8938.890.00%market3.57%4.30%1.69%2.61%
GWRE2012-11-272012-11-282012-11-29125.4825.480.00%market842.59%20.78%1.69%19.09%
PVH2012-11-272012-11-282012-11-291110.33110.330.00%market1.74%3.99%1.69%2.30%
AEO2012-11-282012-11-292012-11-30120.8320.830.00%market5.13%1.68%0.11%1.56%
MOV2012-11-282012-11-292012-11-30135.9435.940.00%market6.35%-3.58%0.11%-3.69%
SMTC2012-11-282012-11-292012-11-30128.4128.410.00%market23.26%-3.83%0.11%-3.94%
AVGO2012-11-292012-11-302012-12-0313.463.460.00%market14.29%0.48%-0.49%0.96%
FIVE2012-11-292012-11-302012-12-03134.2734.270.00%market130.77%2.15%-0.49%2.63%
KR2012-11-292012-11-302012-12-03113.0113.010.00%market4.55%2.82%-0.49%3.31%
RY2012-11-292012-11-302012-12-03158.9558.950.00%market1.60%0.00%-0.49%0.49%
ULTA2012-11-292012-11-302012-12-03198.0098.000.00%market5.36%2.86%-0.49%3.34%
GCO2012-11-302012-12-032012-12-04355.3355.330.00%market8.27%-2.23%-1.09%-1.15%
SBLK2012-11-302012-12-032012-12-04334.1034.100.00%market18.60%3.71%-1.09%4.80%
CWST2012-12-032012-12-042012-12-0514.004.000.00%market30.77%-0.10%0.04%-0.14%
AVAV2012-12-042012-12-052012-12-06122.5622.560.00%market77.27%1.19%0.43%0.75%
BMO2012-12-042012-12-052012-12-06160.1160.110.00%market16.20%-0.22%0.43%-0.65%
PLAB2012-12-042012-12-052012-12-0615.015.010.00%market84.21%8.48%0.43%8.05%
POWL2012-12-042012-12-052012-12-06114.2814.280.00%market47.76%-4.79%0.43%-5.22%
TOL2012-12-042012-12-052012-12-06131.9131.910.00%market45.83%-3.99%0.43%-4.42%
AMBA2012-12-052012-12-062012-12-0719.049.040.00%market19.23%-0.32%0.74%-1.06%
BF-B2012-12-052012-12-062012-12-07127.3727.370.00%market3.23%0.12%0.74%-0.62%
REX2012-12-052012-12-062012-12-0713.043.040.00%market141.75%-2.40%0.74%-3.14%
CM2012-12-062012-12-072012-12-10140.6540.650.00%market3.10%0.32%-0.04%0.36%
HRB2012-12-062012-12-072012-12-10118.2218.220.00%market7.50%1.16%-0.04%1.20%
KFY2012-12-062012-12-072012-12-10114.3614.360.00%market31.58%0.87%-0.04%0.92%
LULU2012-12-062012-12-072012-12-10173.2073.200.00%market5.41%-1.36%-0.04%-1.31%
MEI2012-12-062012-12-072012-12-1019.179.170.00%market8.33%-4.46%-0.04%-4.42%
PANW2012-12-062012-12-072012-12-1018.338.330.00%market23.15%-2.38%-0.04%-2.34%
TD2012-12-062012-12-072012-12-10141.0241.020.00%market2.22%-1.00%-0.04%-0.96%
BNS2012-12-072012-12-102012-12-11356.4256.420.00%market1.68%1.44%0.86%0.58%
ABM2012-12-102012-12-112012-12-12120.0020.000.00%market25.00%1.50%0.31%1.19%
CSR2012-12-102012-12-112012-12-12187.8087.800.00%market100.00%-1.58%0.31%-1.90%
DG2012-12-112012-12-122012-12-13142.7542.750.00%market5.00%5.05%-0.95%6.00%
GEF2012-12-112012-12-122012-12-13141.2541.250.00%market18.87%7.80%-0.95%8.75%
COST2012-12-122012-12-132012-12-14198.0598.050.00%market2.15%-1.25%-0.92%-0.33%
RH2012-12-122012-12-132012-12-14133.5033.500.00%market75.00%2.91%-0.92%3.84%
SNEX2012-12-122012-12-132012-12-1413.533.530.00%market100.00%-2.08%-0.92%-1.16%
ADBE2012-12-132012-12-142012-12-17137.2037.200.00%market7.02%0.49%1.02%-0.53%
HOV2012-12-132012-12-142012-12-171130.00130.000.00%market133.33%11.44%1.02%10.42%
NDSN2012-12-132012-12-142012-12-17164.5064.500.00%market3.88%-5.37%1.02%-6.39%
AIR2012-12-182012-12-192012-12-20117.3517.350.00%market7.32%6.47%-0.28%6.75%
ORCL2012-12-182012-12-192012-12-20133.8633.860.00%market4.92%0.14%-0.28%0.42%
ACN2012-12-192012-12-202012-12-21167.1967.190.00%market1.92%0.24%-1.10%1.34%
BBBY2012-12-192012-12-202012-12-21114.0114.010.00%market0.98%-0.67%-1.10%0.43%
GIS2012-12-192012-12-202012-12-21141.4741.470.00%market8.86%-0.99%-1.10%0.11%
JBL2012-12-192012-12-202012-12-21119.6919.690.00%market8.93%-1.62%-1.10%-0.52%
BB2012-12-202012-12-212012-12-24111.8411.840.00%market37.14%-10.49%0.13%-10.62%
CAG2012-12-202012-12-212012-12-24123.2223.220.00%market3.64%-0.83%0.13%-0.96%
CCL2012-12-202012-12-212012-12-24137.5037.500.00%market18.18%-1.22%0.13%-1.35%
KMX2012-12-202012-12-212012-12-24137.6037.600.00%market5.13%-0.37%0.13%-0.49%
MCS2012-12-202012-12-212012-12-24111.8911.890.00%market13.33%3.10%0.13%2.97%
NKE2012-12-202012-12-212012-12-24125.6325.630.00%market12.00%2.90%0.13%2.78%
WGO2012-12-202012-12-212012-12-24116.2516.250.00%market160.00%1.81%0.13%1.68%
CASH2012-12-212012-12-242012-12-2637.837.830.00%market12.50%-0.10%-0.51%0.41%
EBF2012-12-212012-12-242012-12-26315.4715.470.00%market4.35%-1.52%-0.51%-1.01%
FC2013-01-032013-01-042013-01-07113.1613.160.00%market7.14%-0.56%0.00%-0.56%
UNF2013-01-032013-01-042013-01-07182.6182.610.00%market15.79%-0.67%0.00%-0.67%