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 40: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
GNRC2013-02-142013-02-152013-02-19131.1231.120.00%market26.09%4.37%0.54%3.83%
INCY2013-02-142013-02-152013-02-19120.4720.470.00%market830.23%6.69%0.54%6.15%
KOP2013-02-142013-02-152013-02-19142.0642.060.00%market10.00%1.56%0.54%1.03%
LNT2013-02-142013-02-152013-02-19123.5923.590.00%market14.29%1.68%0.54%1.14%
NHI2013-02-142013-02-152013-02-19164.2264.220.00%market1.20%2.94%0.54%2.40%
NWE2013-02-142013-02-152013-02-19138.5138.510.00%market4.00%0.29%0.54%-0.25%
OVV2013-02-142013-02-152013-02-19189.6589.650.00%market17.65%1.91%0.54%1.37%
PDFS2013-02-142013-02-152013-02-19115.9415.940.00%market9.09%6.17%0.54%5.64%
PDS2013-02-142013-02-152013-02-191183.80183.800.00%market250.00%-2.28%0.54%-2.81%
PEP2013-02-142013-02-152013-02-19172.4972.490.00%market3.81%4.05%0.54%3.51%
POOL2013-02-142013-02-152013-02-19146.4646.460.00%market10.53%0.33%0.54%-0.21%
PPC2013-02-142013-02-152013-02-1919.909.900.00%market266.67%-6.26%0.54%-6.80%
PPL2013-02-142013-02-152013-02-19128.3928.390.00%market4.26%-0.52%0.54%-1.06%
RCI2013-02-142013-02-152013-02-19145.5045.500.00%market22.22%5.22%0.54%4.68%
REGN2013-02-142013-02-152013-02-191168.00168.000.00%market37.38%-4.61%0.54%-5.15%
SKYW2013-02-142013-02-152013-02-19112.7912.790.00%market42.11%7.25%0.54%6.71%
SPXC2013-02-142013-02-152013-02-19120.0420.040.00%market0.64%0.47%0.54%-0.07%
SSNC2013-02-142013-02-152013-02-19111.7511.750.00%market5.00%8.07%0.54%7.53%
STC2013-02-142013-02-152013-02-19126.0326.030.00%market27.71%-1.06%0.54%-1.60%
STRA2013-02-142013-02-152013-02-19152.8752.870.00%market2.08%-1.23%0.54%-1.77%
TAP2013-02-142013-02-152013-02-19144.0844.080.00%market7.81%2.21%0.54%1.68%
TG2013-02-142013-02-152013-02-19123.3923.390.00%market42.86%11.14%0.54%10.61%
TRGP2013-02-142013-02-152013-02-19162.4462.440.00%market128.57%2.03%0.54%1.49%
TSEM2013-02-142013-02-152013-02-1917.587.580.00%market169.23%-2.87%0.54%-3.41%
WFG2013-02-142013-02-152013-02-19141.6341.630.00%market10.53%-0.10%0.54%-0.64%
ABR2013-02-152013-02-192013-02-2047.757.750.00%market160.00%3.38%-0.68%4.06%
AEP2013-02-152013-02-192013-02-20445.2045.200.00%market11.11%0.72%-0.68%1.39%
B2013-02-152013-02-192013-02-20431.5031.500.00%market551.06%-4.00%-0.68%-3.33%
BN2013-02-152013-02-192013-02-2048.428.420.00%market146.15%2.99%-0.68%3.66%
CHE2013-02-182013-02-192013-02-20176.1176.110.00%market6.08%3.32%-0.68%3.99%
CPB2013-02-152013-02-192013-02-20439.5039.500.00%market6.06%1.19%-0.68%1.87%
E2013-02-152013-02-192013-02-20447.6047.600.00%market2.83%-2.12%-0.68%-1.44%
EHC2013-02-182013-02-192013-02-20118.0418.040.00%market37.50%8.33%-0.68%9.00%
HE2013-02-152013-02-192013-02-20427.4527.450.00%market21.88%-1.92%-0.68%-1.25%
LECO2013-02-152013-02-192013-02-20455.8655.860.00%market8.22%-0.40%-0.68%0.27%
SJM2013-02-152013-02-192013-02-20492.5392.530.00%market5.76%-1.00%-0.68%-0.32%
VFC2013-02-152013-02-192013-02-20437.2637.260.00%market1.32%1.22%-0.68%1.89%
VTR2013-02-152013-02-192013-02-20460.9160.910.00%market2.06%-0.05%-0.68%0.63%
AAT2013-02-192013-02-202013-02-21130.0030.000.00%market11.76%-1.07%-1.78%0.71%
ABG2013-02-192013-02-202013-02-21134.5434.540.00%market10.77%-4.21%-1.78%-2.44%
ALSN2013-02-192013-02-202013-02-21123.2723.270.00%market257.14%-2.29%-1.78%-0.52%
AWI2013-02-192013-02-202013-02-21147.1547.150.00%market3.03%-6.00%-1.78%-4.22%
BCRX2013-02-192013-02-202013-02-2111.401.400.00%market20.00%-8.67%-1.78%-6.90%
BRKR2013-02-192013-02-202013-02-21118.4618.460.00%market16.67%-2.70%-1.78%-0.92%
CF2013-02-192013-02-202013-02-21143.3943.390.00%market4.32%-6.09%-1.78%-4.32%
FNF2013-02-192013-02-202013-02-21115.1115.110.00%market10.00%-0.76%-1.78%1.01%
GPC2013-02-192013-02-202013-02-21168.7968.790.00%market10.75%-0.32%-1.78%1.46%
HLF2013-02-192013-02-202013-02-21119.6719.670.00%market1.92%-4.04%-1.78%-2.26%
HY2013-02-192013-02-202013-02-21149.9949.990.00%market14.53%-1.72%-1.78%0.06%
ICLR2013-02-192013-02-202013-02-21129.5029.500.00%market3.03%-1.90%-1.78%-0.12%
IHG2013-02-192013-02-202013-02-21136.0336.030.00%market45.95%-3.13%-1.78%-1.35%
IRS2013-02-192013-02-202013-02-2118.398.390.00%market55.81%-0.10%-1.78%1.68%
LOPE2013-02-192013-02-202013-02-21126.5026.500.00%market9.52%-5.80%-1.78%-4.02%
LZB2013-02-192013-02-202013-02-21117.1817.180.00%market21.74%3.63%-1.78%5.40%
MAR2013-02-192013-02-202013-02-21139.8739.870.00%market1.82%-1.88%-1.78%-0.10%
MDT2013-02-192013-02-202013-02-21145.8445.840.00%market2.20%-2.52%-1.78%-0.75%
NBR2013-02-192013-02-202013-02-211894.00894.000.00%market5072.41%-8.60%-1.78%-6.82%
NI2013-02-192013-02-202013-02-21110.7210.720.00%market2.33%-1.22%-1.78%0.56%
OMAB2013-02-192013-02-202013-02-21126.9026.900.00%market17.65%-0.32%-1.78%1.45%
SCL2013-02-192013-02-202013-02-21164.0964.090.00%market11.27%-3.92%-1.78%-2.15%
SHO2013-02-192013-02-202013-02-21111.3211.320.00%market7.41%-1.07%-1.78%0.70%
TNC2013-02-192013-02-202013-02-21150.1850.180.00%market6.90%-6.38%-1.78%-4.60%
TXRH2013-02-192013-02-202013-02-21118.0818.080.00%market5.56%3.83%-1.78%5.60%
WAB2013-02-192013-02-202013-02-21149.5849.580.00%market1.52%-2.80%-1.78%-1.03%
WLK2013-02-192013-02-202013-02-21146.4646.460.00%market16.39%-7.78%-1.78%-6.01%
WTS2013-02-192013-02-202013-02-21147.4447.440.00%market5.17%-1.81%-1.78%-0.03%
WWW2013-02-192013-02-202013-02-21122.4622.460.00%market200.00%-4.64%-1.78%-2.87%
AER2013-02-202013-02-212013-02-22115.5615.560.00%market32.56%-0.94%0.62%-1.55%
CGAU2013-02-202013-02-212013-02-2217.507.500.00%market307.69%-10.10%0.62%-10.72%
CLW2013-02-202013-02-212013-02-22146.9246.920.00%market12.00%3.72%0.62%3.10%
CW2013-02-202013-02-212013-02-22135.8035.800.00%market2.15%-2.14%0.62%-2.76%
DVN2013-02-202013-02-212013-02-22156.3556.350.00%market2.63%-2.53%0.62%-3.15%
ECHO2013-02-202013-02-212013-02-22132.0032.000.00%market133.33%-2.94%0.62%-3.56%
FLR2013-02-202013-02-212013-02-22163.7463.740.00%market83.72%0.39%0.62%-0.23%
HLX2013-02-202013-02-212013-02-22123.2923.290.00%market162.86%3.25%0.62%2.63%
HURN2013-02-202013-02-212013-02-22136.2136.210.00%market5.88%5.34%0.62%4.72%
IDCC2013-02-202013-02-212013-02-22145.3645.360.00%market3971.43%-2.13%0.62%-2.74%
KBR2013-02-202013-02-212013-02-22130.3730.370.00%market816.59%1.94%0.62%1.33%
LAD2013-02-202013-02-212013-02-22141.3241.320.00%market12.12%0.41%0.62%-0.21%
OPLN2013-02-202013-02-212013-02-2218.308.300.00%market4.76%-2.84%0.62%-3.45%
PEGA2013-02-202013-02-212013-02-2217.407.400.00%market106.25%-5.51%0.62%-6.12%
SAH2013-02-202013-02-212013-02-22123.1723.170.00%market6.00%-1.39%0.62%-2.01%
SAM2013-02-202013-02-212013-02-221150.00150.000.00%market1.60%1.88%0.62%1.26%
SM2013-02-202013-02-212013-02-22130.3230.320.00%market95.65%1.78%0.62%1.16%
SNPS2013-02-202013-02-212013-02-22136.0036.000.00%market21.82%-2.49%0.62%-3.10%
STAG2013-02-202013-02-212013-02-22120.4120.410.00%market13.79%2.15%0.62%1.54%
TRN2013-02-202013-02-212013-02-22114.7014.700.00%market7.14%5.21%0.62%4.59%
UGP2013-02-202013-02-212013-02-22113.1913.190.00%market40.00%0.89%0.62%0.27%
XRAY2013-02-202013-02-212013-02-22142.8742.870.00%market1.82%-2.64%0.62%-3.26%
AGI2013-02-212013-02-222013-02-25113.7513.750.00%market14.29%5.50%-1.42%6.92%
AIG2013-02-212013-02-222013-02-25139.2939.290.00%market350.00%-5.78%-1.42%-4.35%
AMN2013-02-212013-02-222013-02-25112.7212.720.00%market36.36%0.14%-1.42%1.56%
CENX2013-02-212013-02-222013-02-2518.858.850.00%market42.86%-8.57%-1.42%-7.15%
CHEF2013-02-212013-02-222013-02-25117.4417.440.00%market9.09%5.23%-1.42%6.65%
CMS2013-02-212013-02-222013-02-25126.1926.190.00%market4.17%-0.33%-1.42%1.09%
CUBE2013-02-212013-02-222013-02-25114.5214.520.00%market5.00%-0.58%-1.42%0.84%
DAN2013-02-212013-02-222013-02-25116.6416.640.00%market11.76%-2.80%-1.42%-1.38%
EXR2013-02-212013-02-222013-02-25137.8037.800.00%market54.55%-1.71%-1.42%-0.29%
FAF2013-02-212013-02-222013-02-25124.7224.720.00%market37.10%-3.21%-1.42%-1.79%
FRO2013-02-212013-02-222013-02-25113.6513.650.00%market106.17%-25.01%-1.42%-23.59%
GEO2013-02-212013-02-222013-02-25122.3322.330.00%market7.41%-0.49%-1.42%0.93%
HPQ2013-02-212013-02-222013-02-2518.278.270.00%market15.49%4.62%-1.42%6.04%
HST2013-02-212013-02-222013-02-25116.5616.560.00%market8.11%-0.46%-1.42%0.96%
IDA2013-02-212013-02-222013-02-25146.6946.690.00%market10.00%-1.43%-1.42%-0.01%
IMAX2013-02-212013-02-222013-02-25125.9025.900.00%market43.75%-2.42%-1.42%-0.99%
MGRC2013-02-212013-02-222013-02-25129.3029.300.00%market11.90%-1.47%-1.42%-0.04%
MHK2013-02-212013-02-222013-02-251102.22102.220.00%market6.32%-0.80%-1.42%0.62%
MRVL2013-02-212013-02-222013-02-2519.989.980.00%market46.15%-1.40%-1.42%0.02%
NEM2013-02-212013-02-222013-02-25141.5641.560.00%market14.43%-1.54%-1.42%-0.12%
PBF2013-02-212013-02-222013-02-25138.5238.520.00%market4.29%2.00%-1.42%3.43%
PCG2013-02-212013-02-222013-02-25141.4741.470.00%market3.51%-0.00%-1.42%1.42%
PEG2013-02-212013-02-222013-02-25131.8231.820.00%market5.13%0.37%-1.42%1.79%
PSA2013-02-212013-02-222013-02-251152.57152.570.00%market5.68%-1.80%-1.42%-0.38%
PWR2013-02-212013-02-222013-02-25128.6928.690.00%market37.14%-1.95%-1.42%-0.52%
RS2013-02-212013-02-222013-02-25168.2968.290.00%market9.28%-4.77%-1.42%-3.35%
RWT2013-02-212013-02-222013-02-25120.4520.450.00%market72.41%-3.67%-1.42%-2.25%
SBAC2013-02-212013-02-222013-02-25168.0968.090.00%market42.86%2.90%-1.42%4.32%
SSTK2013-02-212013-02-222013-02-25128.8628.860.00%market26.67%20.55%-1.42%21.97%
STN2013-02-212013-02-222013-02-25119.9319.930.00%market9.68%1.96%-1.42%3.38%
TFX2013-02-212013-02-222013-02-25178.7678.760.00%market1.79%-1.08%-1.42%0.34%
TTC2013-02-212013-02-222013-02-25122.9422.940.00%market28.57%-4.33%-1.42%-2.91%
VAC2013-02-212013-02-222013-02-25140.3940.390.00%market22.92%-2.43%-1.42%-1.00%
VIPS2013-02-212013-02-222013-02-2512.222.220.00%market100.00%28.28%-1.42%29.70%
WMT2013-02-212013-02-222013-02-25123.4123.410.00%market7.69%0.20%-1.42%1.62%
WST2013-02-212013-02-222013-02-25130.2630.260.00%market10.71%-0.79%-1.42%0.63%
ANF2013-02-222013-02-252013-02-26347.1647.160.00%market12.76%-3.70%-1.71%-1.99%
EGO2013-02-222013-02-252013-02-26348.7548.750.00%market6.67%6.26%-1.71%7.97%
LNG2013-02-222013-02-252013-02-26321.0021.000.00%market7.69%0.61%-1.71%2.32%
PNW2013-02-222013-02-252013-02-26355.6555.650.00%market41.18%-1.65%-1.71%0.06%
ADSK2013-02-252013-02-262013-02-27135.9235.920.00%market8.16%0.68%1.46%-0.78%
AMRX2013-02-252013-02-262013-02-27120.5020.500.00%market57.89%-3.61%1.46%-5.07%
ASR2013-02-252013-02-262013-02-271125.93125.930.00%market56.88%4.55%1.46%3.08%
FANG2013-02-252013-02-262013-02-27119.8419.840.00%market38.46%5.55%1.46%4.08%
HALO2013-02-252013-02-262013-02-2715.755.750.00%market73.33%-8.27%1.46%-9.74%
HVT2013-02-252013-02-262013-02-27116.6416.640.00%market26.09%8.85%1.46%7.39%
ITGR2013-02-252013-02-262013-02-27125.0225.020.00%market6.00%8.09%1.46%6.63%
KOS2013-02-252013-02-262013-02-27110.3210.320.00%market80.00%4.74%1.46%3.28%
LOW2013-02-252013-02-262013-02-27136.1536.150.00%market13.04%4.22%1.46%2.75%
MELI2013-02-252013-02-262013-02-27185.0285.020.00%market13.11%-0.78%1.46%-2.24%
NOAH2013-02-252013-02-262013-02-2717.857.850.00%market40.00%1.81%1.46%0.35%
OKE2013-02-252013-02-262013-02-27140.2740.270.00%market17.78%-1.96%1.46%-3.43%
SF2013-02-252013-02-262013-02-27116.7916.790.00%market2.50%-6.41%1.46%-7.88%
TV2013-02-252013-02-262013-02-27126.5026.500.00%market5.13%-0.29%1.46%-1.75%
USAC2013-02-252013-02-262013-02-27118.3018.300.00%market50.87%1.38%1.46%-0.09%
WELL2013-02-252013-02-262013-02-27163.2463.240.00%market25.00%1.12%1.46%-0.35%
AROC2013-02-262013-02-272013-02-28114.9814.980.00%market305.04%1.84%1.15%0.69%
AVGO2013-02-262013-02-272013-02-2813.383.380.00%market16.67%1.08%1.15%-0.06%
BIO2013-02-262013-02-272013-02-281117.48117.480.00%market15.67%4.77%1.15%3.62%
BKNG2013-02-262013-02-272013-02-28128.3628.360.00%market3.52%-2.92%1.15%-4.07%
BMO2013-02-262013-02-272013-02-28162.1262.120.00%market4.11%0.08%1.15%-1.07%
DY2013-02-262013-02-272013-02-28121.4821.480.00%market50.00%-2.57%1.15%-3.71%
EIX2013-02-262013-02-272013-02-28148.2448.240.00%market69.23%-0.54%1.15%-1.68%
EME2013-02-262013-02-272013-02-28137.9037.900.00%market13.33%1.67%1.15%0.52%
ENPH2013-02-262013-02-272013-02-2815.005.000.00%market36.84%-1.50%1.15%-2.65%
FMS2013-02-262013-02-272013-02-28134.4634.460.00%market105.77%-0.80%1.15%-1.94%
FSLR2013-02-262013-02-272013-02-28126.8426.840.00%market16.57%-3.83%1.15%-4.97%
GWRE2013-02-262013-02-272013-02-28134.8434.840.00%market800.13%4.81%1.15%3.66%
HD2013-02-262013-02-272013-02-28167.5867.580.00%market4.69%1.26%1.15%0.11%
INN2013-02-262013-02-272013-02-2819.409.400.00%market25.00%2.03%1.15%0.88%
JAZZ2013-02-262013-02-272013-02-28155.5655.560.00%market4.79%4.62%1.15%3.47%
KAI2013-02-262013-02-272013-02-28126.6426.640.00%market7.32%-7.95%1.15%-9.09%
M2013-02-262013-02-272013-02-28139.7539.750.00%market3.02%3.30%1.15%2.15%
MIDD2013-02-262013-02-272013-02-28139.2939.290.00%market13.33%1.81%1.15%0.66%
RRC2013-02-262013-02-272013-02-28171.3771.370.00%market58.62%7.51%1.15%6.36%
SAFE2013-02-262013-02-272013-02-28146.5346.530.00%market20.99%4.41%1.15%3.27%
SHOO2013-02-262013-02-272013-02-28119.9319.930.00%market3.23%-1.76%1.15%-2.90%
SRE2013-02-262013-02-272013-02-28138.5438.540.00%market10.20%0.78%1.15%-0.37%
SWX2013-02-262013-02-272013-02-28144.6444.640.00%market10.00%1.38%1.15%0.23%
UTHR2013-02-262013-02-272013-02-28158.2158.210.00%market28.00%2.65%1.15%1.50%
VRSK2013-02-262013-02-272013-02-28155.4155.410.00%market16.67%5.42%1.15%4.27%
WTI2013-02-262013-02-272013-02-28115.7915.790.00%market4.00%-5.99%1.15%-7.14%
ADC2013-02-272013-02-282013-03-01128.5528.550.00%market10.81%-0.52%0.14%-0.66%
AES2013-02-272013-02-282013-03-01111.6711.670.00%market6.67%2.13%0.14%1.99%
AGO2013-02-272013-02-282013-03-01118.5018.500.00%market40.30%1.85%0.14%1.71%
AHT2013-02-272013-02-282013-03-0116,849.196,849.190.00%market2.63%1.02%0.14%0.88%
BBWI2013-02-272013-02-282013-03-01134.4434.440.00%market1.15%-1.03%0.14%-1.17%
BWXT2013-02-272013-02-282013-03-01121.4221.420.00%market21.43%-9.53%0.14%-9.67%
CNP2013-02-272013-02-282013-03-01121.2821.280.00%market33.33%1.07%0.14%0.94%
CRI2013-02-272013-02-282013-03-01155.5155.510.00%market5.95%0.30%0.14%0.16%
CSGP2013-02-272013-02-282013-03-01110.0110.010.00%market6.27%3.20%0.14%3.06%
CWT2013-02-272013-02-282013-03-01120.1320.130.00%market33.33%1.49%0.14%1.35%
DIN2013-02-272013-02-282013-03-01172.2472.240.00%market1.22%-3.26%0.14%-3.39%
DLTR2013-02-272013-02-282013-03-01145.2545.250.00%market2.02%1.80%0.14%1.66%
DXPE2013-02-272013-02-282013-03-01159.8859.880.00%market10.84%7.53%0.14%7.39%
EVC2013-02-272013-02-282013-03-0111.901.900.00%market12.50%10.95%0.14%10.81%
FMX2013-02-272013-02-282013-03-011113.04113.040.00%market39.60%-3.25%0.14%-3.39%
FWONA2013-02-272013-02-282013-03-01119.6919.690.00%market48.78%-0.10%0.14%-0.24%
GMED2013-02-272013-02-282013-03-01113.8813.880.00%market15.79%2.57%0.14%2.43%
HII2013-02-272013-02-282013-03-01146.7746.770.00%market44.44%2.34%0.14%2.20%
LAMR2013-02-272013-02-282013-03-01146.2546.250.00%market36.36%-0.88%0.14%-1.02%
MBI2013-02-272013-02-282013-03-0119.739.730.00%market418.75%5.86%0.14%5.72%
NRG2013-02-272013-02-282013-03-01124.0724.070.00%market123.33%-0.39%0.14%-0.53%
OGE2013-02-272013-02-282013-03-01128.9028.900.00%market11.11%-0.07%0.14%-0.20%
ORA2013-02-272013-02-282013-03-01120.3720.370.00%market200.00%1.62%0.14%1.48%
PAC2013-02-272013-02-282013-03-01162.0562.050.00%market43.14%-0.68%0.14%-0.82%
PODD2013-02-272013-02-282013-03-01121.3021.300.00%market4.55%9.76%0.14%9.62%
RGR2013-02-272013-02-282013-03-01154.8254.820.00%market24.39%2.22%0.14%2.08%
RM2013-02-272013-02-282013-03-01117.2717.270.00%market22.64%4.82%0.14%4.68%
SBRA2013-02-272013-02-282013-03-01127.0327.030.00%market2.70%-0.43%0.14%-0.57%
STWD2013-02-272013-02-282013-03-01122.2122.210.00%market14.29%1.43%0.14%1.29%
TJX2013-02-272013-02-282013-03-01122.4222.420.00%market2.50%0.21%0.14%0.07%
UAN2013-02-272013-02-282013-03-011258.30258.300.00%market17.98%3.11%0.14%2.98%
VSEC2013-02-272013-02-282013-03-01111.3511.350.00%market369.23%-0.63%0.14%-0.77%
VTRS2013-02-272013-02-282013-03-01129.3429.340.00%market1.56%2.49%0.14%2.35%
WES2013-02-272013-02-282013-03-01134.0934.090.00%market69.23%-1.45%0.14%-1.59%
ACIW2013-02-282013-03-012013-03-04114.9214.920.00%market13.89%3.30%1.21%2.08%
AVD2013-02-282013-03-012013-03-04130.8830.880.00%market11.43%0.61%1.21%-0.60%
AWR2013-02-282013-03-012013-03-04126.5026.500.00%market50.00%4.35%1.21%3.14%
BHC2013-02-282013-03-012013-03-04167.3567.350.00%market1.67%2.96%1.21%1.75%
CM2013-02-282013-03-012013-03-04140.2240.220.00%market3.96%0.25%1.21%-0.96%
CRM2013-02-282013-03-012013-03-04144.3844.380.00%market30.00%4.61%1.21%3.40%
DECK2013-02-282013-03-012013-03-0417.377.370.00%market6.98%6.96%1.21%5.74%
DPZ2013-02-282013-03-012013-03-04147.4947.490.00%market6.67%2.30%1.21%1.09%
DRH2013-02-282013-03-012013-03-0418.858.850.00%market16.00%3.29%1.21%2.08%
EFXT2013-02-282013-03-012013-03-04112.2612.260.00%market29.63%-0.10%1.21%-1.31%
EVRG2013-02-282013-03-012013-03-04131.2631.260.00%market80.00%1.88%1.21%0.67%
FCN2013-02-282013-03-012013-03-04134.4434.440.00%market11.67%-3.50%1.21%-4.71%
HTGC2013-02-282013-03-012013-03-04112.5112.510.00%market8.70%1.58%1.21%0.37%
KSS2013-02-282013-03-012013-03-04146.0046.000.00%market1.84%0.75%1.21%-0.46%
LXU2013-02-282013-03-012013-03-04129.9929.990.00%market153.33%-2.61%1.21%-3.82%
MEI2013-02-282013-03-012013-03-04113.2513.250.00%market350.00%0.88%1.21%-0.33%
MTRN2013-02-282013-03-012013-03-04127.3827.380.00%market36.67%-0.72%1.21%-1.93%
MTZ2013-02-282013-03-012013-03-04129.5729.570.00%market2.22%1.32%1.21%0.11%
NOG2013-02-282013-03-012013-03-041135.30135.300.00%market25.00%0.57%1.21%-0.65%
ORN2013-02-282013-03-012013-03-0419.479.470.00%market250.00%2.96%1.21%1.75%
PANW2013-02-282013-03-012013-03-0419.769.760.00%market23.76%-4.51%1.21%-5.72%
RY2013-02-282013-03-012013-03-04161.9161.910.00%market9.77%-0.02%1.21%-1.23%
SSRM2013-02-282013-03-012013-03-04110.3010.300.00%market847.27%-9.13%1.21%-10.34%
TD2013-02-282013-03-012013-03-04141.1841.180.00%market2.04%0.39%1.21%-0.83%
TEO2013-02-282013-03-012013-03-04112.1212.120.00%market28.36%16.57%1.21%15.36%
UFPT2013-02-282013-03-012013-03-04118.8418.840.00%market18.42%-0.74%1.21%-1.95%
UHS2013-02-282013-03-012013-03-04157.4057.400.00%market7.53%-0.20%1.21%-1.42%
VC2013-02-282013-03-012013-03-04158.7958.790.00%market20.62%-0.83%1.21%-2.04%
BBY2013-03-012013-03-042013-03-05317.0817.080.00%market5.13%7.63%1.67%5.96%
BRK-B2013-03-012013-03-042013-03-053101.66101.660.00%market0.88%0.88%1.67%-0.78%
EXLS2013-03-012013-03-042013-03-0536.146.140.00%market12.50%4.62%1.67%2.96%
MGA2013-03-012013-03-042013-03-05327.8127.810.00%market47.37%-0.96%1.67%-2.63%
RIG2013-03-012013-03-042013-03-05354.2554.250.00%market10.98%-2.35%1.67%-4.02%
ABM2013-03-042013-03-052013-03-06123.2323.230.00%market18.18%-5.61%0.55%-6.16%
CWST2013-03-042013-03-052013-03-0613.963.960.00%market50.00%7.48%0.55%6.93%
HLIO2013-03-042013-03-052013-03-06129.4329.430.00%market13.04%8.77%0.55%8.22%
SMP2013-03-042013-03-052013-03-06125.5025.500.00%market33.33%7.23%0.55%6.69%
AMPY2013-03-052013-03-062013-03-07161.4761.470.00%market1433.33%14.62%-0.04%14.66%
HCI2013-03-052013-03-062013-03-07123.8523.850.00%market75.00%5.06%-0.04%5.10%
ALG2013-03-062013-03-072013-03-08137.5937.590.00%market33.33%4.95%0.48%4.48%
BBDC2013-03-062013-03-072013-03-08130.4330.430.00%market1.79%-1.64%0.48%-2.12%
BF-B2013-03-062013-03-072013-03-08127.2027.200.00%market3.57%-0.87%0.48%-1.35%
CODI2013-03-062013-03-072013-03-08115.6215.620.00%market14.81%0.16%0.48%-0.32%
HPP2013-03-062013-03-072013-03-081158.55158.550.00%market9.52%0.92%0.48%0.44%
KFY2013-03-062013-03-072013-03-08118.2218.220.00%market3.33%-0.32%0.48%-0.80%
KWR2013-03-062013-03-072013-03-08159.7059.700.00%market38.16%3.08%0.48%2.60%
MYRG2013-03-062013-03-072013-03-08124.1024.100.00%market9.52%-0.22%0.48%-0.70%
SMTC2013-03-062013-03-072013-03-08133.6233.620.00%market13.95%-0.87%0.48%-1.35%
VEON2013-03-062013-03-072013-03-081319.75319.750.00%market52.82%-4.40%0.48%-4.88%
AMBA2013-03-072013-03-082013-03-11113.4513.450.00%market38.46%2.06%0.37%1.69%
CIEN2013-03-072013-03-082013-03-11117.7017.700.00%market192.31%-2.53%0.37%-2.90%
COO2013-03-072013-03-082013-03-11126.0826.080.00%market3.33%1.74%0.37%1.37%
CPK2013-03-072013-03-082013-03-11132.5932.590.00%market17.24%1.19%0.37%0.82%
DK2013-03-072013-03-082013-03-11139.1239.120.00%market6.00%3.43%0.37%3.06%
DSGX2013-03-072013-03-082013-03-1119.519.510.00%market14.29%3.37%0.37%3.00%
KR2013-03-072013-03-082013-03-11115.1315.130.00%market25.71%2.21%0.37%1.85%
MAIN2013-03-072013-03-082013-03-11133.2033.200.00%market14.29%2.28%0.37%1.91%
MED2013-03-072013-03-082013-03-11122.0122.010.00%market12.00%7.76%0.37%7.39%
PRIM2013-03-072013-03-082013-03-11120.3020.300.00%market13.79%-1.73%0.37%-2.09%
RGEN2013-03-072013-03-082013-03-1116.806.800.00%market342.86%-1.86%0.37%-2.23%
USPH2013-03-072013-03-082013-03-11123.6123.610.00%market3.03%-1.46%0.37%-1.82%
WDAY2013-03-072013-03-082013-03-11160.2560.250.00%market23.81%2.69%0.37%2.32%
WLY2013-03-072013-03-082013-03-11139.6039.600.00%market12.05%-3.18%0.37%-3.55%
GCO2013-03-082013-03-112013-03-12360.4860.480.00%market1.41%-1.47%0.23%-1.70%
QCRH2013-03-102013-03-112013-03-12116.2416.240.00%market13.95%1.62%0.23%1.39%
GSL2013-03-112013-03-122013-03-13131.0431.040.00%market142.86%3.51%-0.01%3.52%
LXFR2013-03-112013-03-122013-03-13113.7113.710.00%market43.75%6.39%-0.01%6.40%
COST2013-03-122013-03-132013-03-141103.99103.990.00%market3.77%-1.14%0.62%-1.76%
CSR2013-03-122013-03-132013-03-14197.0097.000.00%market50.00%-0.82%0.62%-1.44%
CVI2013-03-122013-03-132013-03-14145.9445.940.00%market23.71%-6.24%0.62%-6.86%
IPAR2013-03-122013-03-132013-03-14124.8024.800.00%market16.67%-3.53%0.62%-4.15%
KTOS2013-03-122013-03-132013-03-1414.444.440.00%market314.29%-1.00%0.62%-1.62%
NOVT2013-03-122013-03-132013-03-1419.429.420.00%market287.75%-5.41%0.62%-6.03%
SLS2013-03-122013-03-132013-03-14164,500.0064,500.000.00%market60.56%-8.01%0.62%-8.63%
ADUS2013-03-132013-03-142013-03-1519.759.750.00%market66.67%8.93%-0.31%9.23%
ESLT2013-03-132013-03-142013-03-15139.0139.010.00%market25.69%1.80%-0.31%2.10%
FTK2013-03-132013-03-142013-03-15187.1887.180.00%market5.88%7.81%-0.31%8.12%
VATE2013-03-132013-03-142013-03-151120.00120.000.00%market45.45%-5.60%-0.31%-5.29%
AAON2013-03-142013-03-152013-03-1817.737.730.00%market50.00%0.55%-0.56%1.11%
BKE2013-03-142013-03-152013-03-18147.6247.620.00%market2.40%-1.00%-0.56%-0.44%
GLP2013-03-142013-03-152013-03-18137.0037.000.00%market62.00%0.55%-0.56%1.11%
NGS2013-03-142013-03-152013-03-18118.0518.050.00%market26.09%4.39%-0.56%4.95%
SUPN2013-03-142013-03-152013-03-1816.816.810.00%market30.14%-26.68%-0.56%-26.11%
ULTA2013-03-142013-03-152013-03-18175.9675.960.00%market2.04%-2.73%-0.56%-2.17%
CAL2013-03-152013-03-182013-03-19317.3017.300.00%market75.00%-1.08%0.17%-1.26%
CCL2013-03-152013-03-182013-03-19333.9533.950.00%market239.41%-2.28%0.17%-2.45%
HTH2013-03-152013-03-182013-03-19312.9712.970.00%market85.71%4.29%0.17%4.12%
AGM2013-03-182013-03-192013-03-20132.6932.690.00%market12.96%-1.54%0.25%-1.79%
VCEL2013-03-182013-03-192013-03-20125.0025.000.00%market20.70%-6.50%0.25%-6.75%
ADBE2013-03-192013-03-202013-03-21142.7042.700.00%market12.90%-1.32%-0.75%-0.57%
AIR2013-03-192013-03-202013-03-21118.2718.270.00%market6.98%2.97%-0.75%3.71%
FDS2013-03-192013-03-202013-03-21192.7592.750.00%market1.79%-3.16%-0.75%-2.42%
SBLK2013-03-192013-03-202013-03-21131.5031.500.00%market110.42%2.44%-0.75%3.19%
WSM2013-03-192013-03-202013-03-21123.9523.950.00%market3.08%3.37%-0.75%4.11%
EPAC2013-03-202013-03-212013-03-22130.8030.800.00%market2.70%-0.39%0.54%-0.93%
FSM2013-03-202013-03-212013-03-2214.384.380.00%market40.00%-0.56%0.54%-1.10%
GIS2013-03-202013-03-212013-03-22147.5547.550.00%market12.28%1.16%0.54%0.62%
LEN2013-03-202013-03-212013-03-22143.3043.300.00%market73.33%-2.83%0.54%-3.37%
MLKN2013-03-202013-03-212013-03-22125.3025.300.00%market14.29%8.24%0.54%7.70%
TLYS2013-03-202013-03-212013-03-22112.5012.500.00%market6.67%1.18%0.54%0.64%
KBH2013-03-212013-03-222013-03-25122.1222.120.00%market27.27%-0.69%0.06%-0.75%
LULU2013-03-212013-03-222013-03-25164.4664.460.00%market1.35%-2.24%0.06%-2.31%
MOV2013-03-212013-03-222013-03-25133.1833.180.00%market70.83%-2.72%0.06%-2.79%
MU2013-03-212013-03-222013-03-2519.759.750.00%market15.79%1.23%0.06%1.17%
NKE2013-03-212013-03-222013-03-25129.0029.000.00%market12.12%2.59%0.06%2.53%
ROST2013-03-212013-03-222013-03-25128.9228.920.00%market1.89%1.97%0.06%1.91%
SBS2013-03-212013-03-222013-03-2513.003.000.00%market48.65%3.57%0.06%3.50%
TGTX2013-03-212013-03-222013-03-2515.935.930.00%market73.33%-11.74%0.06%-11.80%
WOR2013-03-212013-03-222013-03-25118.4318.430.00%market6.12%-0.53%0.06%-0.60%
WPM2013-03-212013-03-222013-03-25131.1131.110.00%market2.04%0.35%0.06%0.29%
DRI2013-03-222013-03-252013-03-26344.9644.960.00%market0.99%0.86%0.12%0.74%
CAPL2013-03-252013-03-262013-03-27122.2022.200.00%market169.44%4.72%0.39%4.33%
DG2013-03-252013-03-262013-03-27151.2351.230.00%market7.78%-0.65%0.39%-1.03%
LDOS2013-03-262013-03-272013-03-28136.9736.970.00%market4.85%0.58%0.91%-0.33%
FIVE2013-03-272013-03-282013-04-01136.1536.150.00%market2.63%4.96%-0.03%4.99%
LNN2013-03-272013-03-282013-04-01190.4290.420.00%market15.38%-3.68%-0.03%-3.66%
PAYX2013-03-272013-03-282013-04-01134.8334.830.00%market2.56%1.34%-0.03%1.36%
PVH2013-03-272013-03-282013-04-011109.28109.280.00%market6.67%-2.92%-0.03%-2.89%
UNF2013-03-272013-03-282013-04-01190.6690.660.00%market17.70%-0.44%-0.03%-0.42%
ACN2013-03-282013-04-012013-04-02476.0776.070.00%market3.09%0.69%0.15%0.54%
BB2013-03-282013-04-012013-04-02414.6614.660.00%market175.86%3.17%0.15%3.03%
GME2013-03-282013-04-012013-04-0247.007.000.00%market3.85%7.90%0.15%7.75%
SIG2013-03-282013-04-012013-04-02467.0067.000.00%market1.44%1.71%0.15%1.56%
WGO2013-03-282013-04-012013-04-02420.6420.640.00%market57.14%-1.41%0.15%-1.56%
MKC-V2013-04-022013-04-032013-04-04136.1536.150.00%market1.79%-1.15%-0.67%-0.48%
GBX2013-04-042013-04-052013-04-08120.5020.500.00%market21.62%1.95%1.47%0.48%
RPM2013-04-042013-04-052013-04-08129.9829.980.00%market16.67%1.10%1.47%-0.37%
WDFC2013-04-042013-04-052013-04-08154.9554.950.00%market17.86%-3.30%1.47%-4.77%
AZZ2013-04-082013-04-092013-04-10146.5146.510.00%market4.17%-0.12%1.39%-1.51%
HWM2013-04-082013-04-092013-04-10117.3317.330.00%market43.48%0.02%1.39%-1.37%
PSMT2013-04-092013-04-102013-04-11182.5082.500.00%market6.49%2.91%1.29%1.62%
AGX2013-04-102013-04-112013-04-12115.2915.290.00%market15.00%-3.44%0.06%-3.50%
CUBI2013-04-102013-04-112013-04-12114.0114.010.00%market16.67%-5.70%0.06%-5.77%
STZ2013-04-102013-04-112013-04-12148.0348.030.00%market4.44%2.32%0.06%2.25%
INFY2013-04-122013-04-152013-04-1635.335.330.00%market11.11%0.09%-0.37%0.46%
JPM2013-04-122013-04-152013-04-16348.3948.390.00%market15.22%0.11%-0.37%0.48%
WFC2013-04-122013-04-152013-04-16337.0237.020.00%market4.55%0.01%-0.37%0.38%
BRO2013-04-152013-04-162013-04-17115.9615.960.00%market5.00%-4.61%-0.76%-3.86%
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MTB2013-04-152013-04-162013-04-17198.0998.090.00%market1.02%-1.67%-0.76%-0.91%
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OMC2013-04-182013-04-192013-04-22158.4258.420.00%market1.33%0.12%1.08%-0.96%
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PPG2013-04-182013-04-192013-04-22170.3370.330.00%market1.28%1.96%1.08%0.88%
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IEX2013-04-222013-04-232013-04-24152.9552.950.00%market2.78%-2.84%0.59%-3.43%
ILMN2013-04-222013-04-232013-04-24158.3158.310.00%market21.05%4.34%0.59%3.75%
KNX2013-04-222013-04-232013-04-24115.4015.400.00%market4.00%-1.01%0.59%-1.60%
LII2013-04-222013-04-232013-04-24162.4262.420.00%market22.22%-0.05%0.59%-0.64%
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NXPI2013-04-222013-04-232013-04-24126.4526.450.00%market46.94%2.55%0.59%1.95%
PKG2013-04-222013-04-232013-04-24144.1644.160.00%market10.71%4.07%0.59%3.47%
QCRH2013-04-222013-04-232013-04-24116.2016.200.00%market19.51%-0.10%0.59%-0.69%
RCI2013-04-222013-04-232013-04-24149.5549.550.00%market5.26%-1.86%0.59%-2.45%
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ABCB2013-04-232013-04-242013-04-25113.9313.930.00%market5.26%0.69%0.44%0.25%
ACH2013-04-232013-04-242013-04-25131.4731.470.00%market2.33%2.89%0.44%2.45%
AMGN2013-04-232013-04-242013-04-251106.67106.670.00%market6.52%1.77%0.44%1.33%
AOS2013-04-232013-04-242013-04-25118.6518.650.00%market26.32%0.65%0.44%0.21%
CHCO2013-04-232013-04-242013-04-25138.6538.650.00%market4.23%-2.25%0.44%-2.68%
CLS2013-04-232013-04-242013-04-2518.008.000.00%market6.67%4.03%0.44%3.59%
CNC2013-04-232013-04-242013-04-25111.8111.810.00%market22.22%0.73%0.44%0.29%
COHR2013-04-232013-04-242013-04-25114.8514.850.00%market4.00%4.34%0.44%3.91%
DAL2013-04-232013-04-242013-04-25116.6216.620.00%market42.86%-2.09%0.44%-2.52%
EAT2013-04-232013-04-242013-04-25137.8037.800.00%market4.35%0.56%0.44%0.12%
EEFT2013-04-232013-04-242013-04-25128.1528.150.00%market2.70%5.19%0.44%4.76%
ENTG2013-04-232013-04-242013-04-2519.599.590.00%market30.00%0.84%0.44%0.40%
GL2013-04-232013-04-242013-04-25140.2940.290.00%market2.20%1.54%0.44%1.10%
GNTX2013-04-232013-04-242013-04-25110.8810.880.00%market6.67%1.65%0.44%1.21%
KALU2013-04-232013-04-242013-04-25159.3859.380.00%market22.62%6.30%0.44%5.86%
LECO2013-04-232013-04-242013-04-25152.8652.860.00%market16.46%-0.57%0.44%-1.01%
LMT2013-04-232013-04-242013-04-25197.6397.630.00%market14.22%0.56%0.44%0.12%
MANH2013-04-232013-04-242013-04-25117.1917.190.00%market11.76%-0.20%0.44%-0.64%
MLI2013-04-232013-04-242013-04-2516.516.510.00%market10.00%-1.79%0.44%-2.23%
NBR2013-04-232013-04-242013-04-251749.50749.500.00%market5792.86%-2.57%0.44%-3.01%
NSC2013-04-232013-04-242013-04-25176.2576.250.00%market4.27%-0.64%0.44%-1.07%
OI2013-04-232013-04-242013-04-25125.7025.700.00%market7.14%-1.03%0.44%-1.47%
OII2013-04-232013-04-242013-04-25165.0065.000.00%market15.00%2.18%0.44%1.74%
OVV2013-04-232013-04-242013-04-25192.4592.450.00%market215.79%0.77%0.44%0.33%
PII2013-04-232013-04-242013-04-25186.1486.140.00%market5.94%0.77%0.44%0.33%
PNR2013-04-232013-04-242013-04-25135.5635.560.00%market3.57%2.57%0.44%2.13%
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RF2013-04-232013-04-242013-04-2518.028.020.00%market15.00%3.64%0.44%3.20%
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RTX2013-04-232013-04-242013-04-25154.6954.690.00%market7.75%-0.76%0.44%-1.20%
SLG2013-04-232013-04-242013-04-25193.6193.610.00%market0.78%0.35%0.44%-0.09%
SMCI2013-04-232013-04-242013-04-2511.001.000.00%market15.01%-2.00%0.44%-2.44%
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TECK2013-04-232013-04-242013-04-25125.2825.280.00%market51.35%4.69%0.44%4.25%
TPR2013-04-232013-04-242013-04-25155.2255.220.00%market5.00%4.08%0.44%3.65%
TRMK2013-04-232013-04-242013-04-25124.2124.210.00%market12.20%1.22%0.44%0.78%
TRV2013-04-232013-04-242013-04-25186.3686.360.00%market14.36%-1.36%0.44%-1.80%
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YUM2013-04-232013-04-242013-04-25149.1849.180.00%market16.67%-1.85%0.44%-2.29%
ABG2013-04-242013-04-252013-04-26139.6039.600.00%market14.93%-0.33%-0.06%-0.26%
AFL2013-04-242013-04-252013-04-26125.6225.620.00%market4.94%3.73%-0.06%3.79%