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 45: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
FLR2013-10-312013-11-012013-11-04173.8973.890.00%market0.96%2.50%0.46%2.04%
FSLR2013-10-312013-11-012013-11-04155.6455.640.00%market130.30%11.03%0.46%10.56%
GBX2013-10-312013-11-012013-11-04127.8027.800.00%market13.11%11.95%0.46%11.49%
GDOT2013-10-312013-11-012013-11-04124.8824.880.00%market9.09%-3.48%0.46%-3.94%
GGB2013-10-312013-11-012013-11-0416.336.330.00%market30.00%2.59%0.46%2.13%
IDCC2013-10-312013-11-012013-11-04138.8838.880.00%market9645.13%-14.68%0.46%-15.14%
IQV2013-10-312013-11-012013-11-04142.7542.750.00%market5.88%3.29%0.46%2.83%
IRM2013-10-312013-11-012013-11-04126.5126.510.00%market3.33%-2.14%0.46%-2.60%
ITT2013-10-312013-11-012013-11-04139.9539.950.00%market12.50%2.08%0.46%1.62%
IVZ2013-10-312013-11-012013-11-04133.9133.910.00%market5.77%-1.72%0.46%-2.18%
KMPR2013-10-312013-11-012013-11-04137.9337.930.00%market56.82%2.25%0.46%1.79%
LECO2013-10-312013-11-012013-11-04169.7269.720.00%market2.38%1.38%0.46%0.92%
MA2013-10-312013-11-012013-11-04172.4072.400.00%market5.80%0.51%0.46%0.05%
MD2013-10-312013-11-012013-11-04153.7553.750.00%market2.70%1.83%0.46%1.37%
MDU2013-10-312013-11-012013-11-04111.3811.380.00%market6.52%2.54%0.46%2.08%
MGM2013-10-312013-11-012013-11-04119.0919.090.00%market175.10%0.95%0.46%0.49%
MHK2013-10-312013-11-012013-11-041137.00137.000.00%market6.32%0.37%0.46%-0.09%
MOD2013-10-312013-11-012013-11-04113.1913.190.00%market45.45%2.78%0.46%2.32%
MTX2013-10-312013-11-012013-11-04154.0554.050.00%market3.28%5.41%0.46%4.95%
MTZ2013-10-312013-11-012013-11-04132.0432.040.00%market1.67%3.18%0.46%2.72%
NEM2013-10-312013-11-012013-11-04126.9726.970.00%market43.75%1.23%0.46%0.77%
NI2013-10-312013-11-012013-11-04112.3912.390.00%market12.50%0.38%0.46%-0.08%
NMM2013-10-312013-11-012013-11-041244.68244.680.00%market33.18%3.08%0.46%2.62%
OHI2013-10-312013-11-012013-11-04133.0733.070.00%market1.61%0.84%0.46%0.38%
OMCL2013-10-312013-11-012013-11-04121.6421.640.00%market14.81%5.35%0.46%4.89%
ON2013-10-312013-11-012013-11-0417.267.260.00%market6.25%1.28%0.46%0.82%
ORN2013-10-312013-11-012013-11-04112.5812.580.00%market62.50%-5.66%0.46%-6.12%
PDM2013-10-312013-11-012013-11-04118.5218.520.00%market5.71%-2.15%0.46%-2.61%
PRGO2013-10-312013-11-012013-11-041138.22138.220.00%market8.57%3.89%0.46%3.43%
PRLB2013-10-312013-11-012013-11-04183.8883.880.00%market2.78%3.12%0.46%2.66%
PSA2013-10-312013-11-012013-11-041168.01168.010.00%market5.26%0.28%0.46%-0.18%
PWR2013-10-312013-11-012013-11-04130.2330.230.00%market7.50%0.96%0.46%0.50%
RDY2013-10-312013-11-012013-11-0417.997.990.00%market44.44%-0.85%0.46%-1.31%
RSG2013-10-312013-11-012013-11-04134.3034.300.00%market10.00%-0.57%0.46%-1.03%
SMP2013-10-312013-11-012013-11-04135.0235.020.00%market2.60%-3.24%0.46%-3.70%
SSNC2013-10-312013-11-012013-11-04118.7918.790.00%market4.00%10.70%0.46%10.24%
STN2013-10-312013-11-012013-11-04129.9129.910.00%market22.50%4.88%0.46%4.42%
STRA2013-10-312013-11-012013-11-04137.5137.510.00%market602.08%0.81%0.46%0.35%
TAC2013-10-312013-11-012013-11-04113.4413.440.00%market7.69%0.94%0.46%0.48%
TEVA2013-10-312013-11-012013-11-04137.3237.320.00%market0.79%-2.06%0.46%-2.52%
TRMB2013-10-312013-11-012013-11-04130.9530.950.00%market8.33%5.54%0.46%5.08%
TTE2013-10-312013-11-012013-11-04160.5660.560.00%market4.64%-0.40%0.46%-0.86%
VTRS2013-10-312013-11-012013-11-04138.1238.120.00%market2.50%3.21%0.46%2.75%
WST2013-10-312013-11-012013-11-04148.2048.200.00%market8.33%-2.57%0.46%-3.03%
XOM2013-10-312013-11-012013-11-04189.7489.740.00%market1.13%2.53%0.46%2.07%
CDW2013-11-012013-11-042013-11-05321.8021.800.00%market6.38%5.40%-0.24%5.64%
CHD2013-11-012013-11-042013-11-05332.5532.550.00%market2.70%0.24%-0.24%0.48%
IRT2013-11-012013-11-042013-11-0538.648.640.00%market6.25%-0.22%-0.24%0.02%
LCII2013-11-012013-11-042013-11-05350.1350.130.00%market12.73%4.23%-0.24%4.47%
NEE2013-11-012013-11-042013-11-05322.1622.160.00%market2.86%-1.63%-0.24%-1.40%
UAN2013-11-012013-11-042013-11-053187.00187.000.00%market5.47%-3.20%-0.24%-2.96%
AEIS2013-11-042013-11-052013-11-06121.7521.750.00%market55.88%10.52%0.58%9.94%
AER2013-11-042013-11-052013-11-06121.7721.770.00%market27.42%-1.20%0.58%-1.79%
AMRX2013-11-042013-11-052013-11-06121.8021.800.00%market457.14%1.00%0.58%0.42%
ARI2013-11-042013-11-052013-11-06116.1716.170.00%market2.94%1.14%0.58%0.55%
AWR2013-11-042013-11-052013-11-06128.4028.400.00%market12.77%1.38%0.58%0.79%
BKH2013-11-042013-11-052013-11-06154.0954.090.00%market6.82%-3.71%0.58%-4.29%
CME2013-11-042013-11-052013-11-06173.9173.910.00%market2.74%1.01%0.58%0.42%
ED2013-11-042013-11-052013-11-06158.4958.490.00%market4.23%0.46%0.58%-0.12%
EXTR2013-11-042013-11-052013-11-0616.296.290.00%market63.62%-2.33%0.58%-2.91%
FANG2013-11-042013-11-052013-11-06158.5358.530.00%market2.94%-8.76%0.58%-9.35%
FN2013-11-042013-11-052013-11-06119.0019.000.00%market21.21%-0.10%0.58%-0.68%
HPP2013-11-042013-11-052013-11-061147.70147.700.00%market15.00%-2.19%0.58%-2.77%
IEP2013-11-042013-11-052013-11-061110.17110.170.00%market157.14%11.55%0.58%10.96%
KAI2013-11-042013-11-052013-11-06136.2136.210.00%market11.76%2.00%0.58%1.41%
LTC2013-11-042013-11-052013-11-06139.7739.770.00%market17.50%-2.06%0.58%-2.65%
NHI2013-11-042013-11-052013-11-06163.1163.110.00%market4.44%-1.15%0.58%-1.73%
OTTR2013-11-042013-11-052013-11-06129.7529.750.00%market5.00%3.23%0.58%2.64%
PAA2013-11-042013-11-052013-11-06150.7550.750.00%market8.16%3.09%0.58%2.51%
QLYS2013-11-042013-11-052013-11-06121.4521.450.00%market60.00%0.55%0.58%-0.03%
SB2013-11-042013-11-052013-11-0618.758.750.00%market23.08%-6.27%0.58%-6.86%
SBAC2013-11-042013-11-052013-11-06190.0090.000.00%market130.00%1.93%0.58%1.35%
STAG2013-11-042013-11-052013-11-06121.7921.790.00%market2.94%0.18%0.58%-0.41%
SYY2013-11-042013-11-052013-11-06133.9333.930.00%market16.67%-0.90%0.58%-1.48%
TDW2013-11-042013-11-052013-11-0612,038.392,038.390.00%market30.29%-1.97%0.58%-2.55%
UNM2013-11-042013-11-052013-11-06133.0033.000.00%market3.66%-2.07%0.58%-2.65%
VMC2013-11-042013-11-052013-11-06157.8057.800.00%market18.52%-2.90%0.58%-3.49%
AAT2013-11-052013-11-062013-11-07133.7033.700.00%market2.63%-5.47%-1.19%-4.28%
ACR2013-11-052013-11-062013-11-07140.2740.270.00%market12.50%-0.59%-1.19%0.59%
AMG2013-11-052013-11-062013-11-071194.91194.910.00%market2.34%-0.00%-1.19%1.18%
APTV2013-11-052013-11-062013-11-07142.6842.680.00%market3.19%-3.60%-1.19%-2.42%
ARCC2013-11-052013-11-062013-11-07117.6417.640.00%market20.51%-1.40%-1.19%-0.22%
AROC2013-11-052013-11-062013-11-07119.3419.340.00%market61.90%-2.32%-1.19%-1.14%
ASH2013-11-052013-11-062013-11-07143.0743.070.00%market1.99%-0.10%-1.19%1.09%
ATRO2013-11-052013-11-062013-11-07117.4617.460.00%market33.33%3.05%-1.19%4.24%
BDX2013-11-052013-11-062013-11-07181.8981.890.00%market7.48%-0.54%-1.19%0.65%
COKE2013-11-052013-11-062013-11-0716.366.360.00%market12.20%-0.89%-1.19%0.30%
CPRI2013-11-052013-11-062013-11-07180.1280.120.00%market4.41%-2.86%-1.19%-1.67%
CTSH2013-11-052013-11-062013-11-07145.2545.250.00%market6.00%-1.20%-1.19%-0.02%
CVS2013-11-052013-11-062013-11-07163.7863.780.00%market2.94%-0.48%-1.19%0.71%
CWT2013-11-052013-11-062013-11-07121.6021.600.00%market17.31%2.49%-1.19%3.68%
D2013-11-052013-11-062013-11-07164.9064.900.00%market11.11%0.58%-1.19%1.76%
DKL2013-11-052013-11-062013-11-07130.4930.490.00%market2.00%-0.99%-1.19%0.20%
DVA2013-11-052013-11-062013-11-07154.5554.550.00%market2.08%2.12%-1.19%3.30%
EMR2013-11-052013-11-062013-11-07167.2467.240.00%market6.31%-1.87%-1.19%-0.68%
EPC2013-11-052013-11-062013-11-07174.8974.890.00%market4.55%-1.93%-1.19%-0.74%
EPR2013-11-052013-11-062013-11-07151.0051.000.00%market12.86%2.61%-1.19%3.79%
EXK2013-11-052013-11-062013-11-0714.164.160.00%market330.77%-5.15%-1.19%-3.96%
FMS2013-11-052013-11-062013-11-07132.6732.670.00%market4.35%-2.40%-1.19%-1.21%
FNV2013-11-052013-11-062013-11-07143.7843.780.00%market20.00%-0.44%-1.19%0.74%
HCA2013-11-052013-11-062013-11-07146.8346.830.00%market3.95%-5.63%-1.19%-4.44%
HCI2013-11-052013-11-062013-11-07144.3044.300.00%market44.87%-6.15%-1.19%-4.96%
HZO2013-11-052013-11-062013-11-07116.1816.180.00%market577.97%-2.45%-1.19%-1.26%
IAG2013-11-052013-11-062013-11-0715.065.060.00%market16.67%-8.99%-1.19%-7.81%
ICE2013-11-052013-11-062013-11-07139.7639.760.00%market5.41%0.68%-1.19%1.87%
ICFI2013-11-052013-11-062013-11-07136.0336.030.00%market5.77%-8.62%-1.19%-7.43%
IFF2013-11-052013-11-062013-11-07184.6984.690.00%market3.39%0.42%-1.19%1.61%
IONS2013-11-052013-11-062013-11-07133.0033.000.00%market22.22%-5.98%-1.19%-4.79%
JAZZ2013-11-052013-11-062013-11-07194.8994.890.00%market7.23%-1.31%-1.19%-0.13%
JKHY2013-11-052013-11-062013-11-07154.8054.800.00%market3.57%-0.08%-1.19%1.10%
MIDD2013-11-052013-11-062013-11-07164.0964.090.00%market10.61%-9.60%-1.19%-8.42%
MLCO2013-11-052013-11-062013-11-07127.4827.480.00%market13.33%-3.39%-1.19%-2.20%
NNN2013-11-052013-11-062013-11-07133.8833.880.00%market4.26%-0.60%-1.19%0.58%
OKE2013-11-052013-11-062013-11-07148.9948.990.00%market20.69%1.78%-1.19%2.96%
OPLN2013-11-052013-11-062013-11-07111.1711.170.00%market7.41%-6.64%-1.19%-5.45%
RBA2013-11-052013-11-062013-11-07120.8520.850.00%market36.36%-5.33%-1.19%-4.14%
REGN2013-11-052013-11-062013-11-071304.00304.000.00%market142.42%-8.98%-1.19%-7.80%
RGR2013-11-052013-11-062013-11-07172.9972.990.00%market19.01%-1.40%-1.19%-0.22%
RNG2013-11-052013-11-062013-11-07119.2519.250.00%market17.95%-6.39%-1.19%-5.20%
RNR2013-11-052013-11-062013-11-07195.0095.000.00%market32.28%0.52%-1.19%1.71%
TCOM2013-11-052013-11-062013-11-07127.5027.500.00%market755.53%-8.83%-1.19%-7.64%
TRP2013-11-052013-11-062013-11-07141.1741.170.00%market7.14%1.04%-1.19%2.23%
TSLA2013-11-052013-11-062013-11-07110.3210.320.00%market9.89%-9.79%-1.19%-8.60%
TX2013-11-052013-11-062013-11-07126.8726.870.00%market4.17%3.70%-1.19%4.88%
UFPT2013-11-052013-11-062013-11-07125.4925.490.00%market10.81%-0.26%-1.19%0.93%
VRSK2013-11-052013-11-062013-11-07161.0061.000.00%market3.33%0.34%-1.19%1.53%
WPC2013-11-052013-11-062013-11-07165.4965.490.00%market28.75%-3.11%-1.19%-1.92%
ZBRA2013-11-052013-11-062013-11-07152.9852.980.00%market15.15%-4.37%-1.19%-3.18%
ALNY2013-11-062013-11-072013-11-08154.9354.930.00%market10.53%-3.65%-0.12%-3.53%
ANDE2013-11-062013-11-072013-11-08153.9353.930.00%market48.78%-2.25%-0.12%-2.13%
AR2013-11-062013-11-072013-11-08154.7054.700.00%market119.05%1.62%-0.12%1.74%
ATO2013-11-062013-11-072013-11-08145.0045.000.00%market9.09%0.97%-0.12%1.08%
AU2013-11-062013-11-072013-11-08115.4615.460.00%market2200.00%-0.23%-0.12%-0.11%
AVA2013-11-062013-11-072013-11-08128.1928.190.00%market18.75%-1.34%-0.12%-1.22%
BBDC2013-11-062013-11-072013-11-08130.0030.000.00%market15.09%-4.70%-0.12%-4.58%
BEP2013-11-062013-11-072013-11-08114.7614.760.00%market313.22%-1.05%-0.12%-0.93%
CIA2013-11-062013-11-072013-11-0818.608.600.00%market100.00%3.27%-0.12%3.39%
DVN2013-11-062013-11-072013-11-08161.3261.320.00%market7.50%-2.07%-0.12%-1.95%
EIG2013-11-062013-11-072013-11-08131.2331.230.00%market90.91%0.76%-0.12%0.88%
ENS2013-11-062013-11-072013-11-08168.0068.000.00%market3.57%-1.75%-0.12%-1.63%
EOG2013-11-062013-11-072013-11-08189.6689.660.00%market14.85%-4.76%-0.12%-4.64%
FSS2013-11-062013-11-072013-11-08114.3414.340.00%market52.94%4.29%-0.12%4.41%
FTK2013-11-062013-11-072013-11-081130.32130.320.00%market11.76%-1.99%-0.12%-1.87%
G2013-11-062013-11-072013-11-08118.0018.000.00%market26.92%-1.21%-0.12%-1.09%
GEO2013-11-062013-11-072013-11-08122.7222.720.00%market2.13%-1.83%-0.12%-1.71%
GNE2013-11-062013-11-072013-11-08110.8610.860.00%market100.00%4.96%-0.12%5.08%
HUM2013-11-062013-11-072013-11-08197.0097.000.00%market7.44%-1.97%-0.12%-1.85%
IPAR2013-11-062013-11-072013-11-08136.1236.120.00%market177.78%-2.98%-0.12%-2.86%
JOYY2013-11-062013-11-072013-11-08149.8949.890.00%market74.07%-4.95%-0.12%-4.83%
MAA2013-11-062013-11-072013-11-08163.5063.500.00%market129.41%-2.73%-0.12%-2.61%
MDLZ2013-11-062013-11-072013-11-08133.2333.230.00%market2.50%-1.76%-0.12%-1.64%
MGA2013-11-062013-11-072013-11-08143.4143.410.00%market14.93%-2.82%-0.12%-2.70%
MTDR2013-11-062013-11-072013-11-08117.9817.980.00%market50.00%13.47%-0.12%13.59%
MUSA2013-11-062013-11-072013-11-08145.4945.490.00%market128.21%-7.64%-0.12%-7.52%
MYRG2013-11-062013-11-072013-11-08125.8125.810.00%market2.27%-8.39%-0.12%-8.27%
OGE2013-11-062013-11-072013-11-08138.0838.080.00%market14.89%-0.86%-0.12%-0.74%
PRI2013-11-062013-11-072013-11-08142.3342.330.00%market2.63%0.63%-0.12%0.75%
PRU2013-11-062013-11-072013-11-08182.2382.230.00%market40.00%5.58%-0.12%5.70%
PTC2013-11-062013-11-072013-11-08129.2629.260.00%market11.32%7.01%-0.12%7.13%
RIG2013-11-062013-11-072013-11-08150.7150.710.00%market28.04%5.30%-0.12%5.42%
RL2013-11-062013-11-072013-11-081180.25180.250.00%market1.36%-3.89%-0.12%-3.77%
RWT2013-11-062013-11-072013-11-08117.5017.500.00%market56.25%2.81%-0.12%2.93%
SKYW2013-11-062013-11-072013-11-08116.0216.020.00%market8.70%-1.79%-0.12%-1.67%
SLF2013-11-062013-11-072013-11-08134.1834.180.00%market4.76%3.12%-0.12%3.24%
SWX2013-11-062013-11-072013-11-08154.8254.820.00%market50.00%-1.40%-0.12%-1.28%
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TOL2013-12-102013-12-112013-12-12133.3633.360.00%market25.58%-2.26%-1.49%-0.77%
WLY2013-12-102013-12-112013-12-12151.1351.130.00%market15.07%2.89%-1.49%4.38%
HOV2013-12-122013-12-132013-12-161133.13133.130.00%market28.99%1.87%0.40%1.47%
LULU2013-12-122013-12-132013-12-16159.8959.890.00%market9.76%-3.46%0.40%-3.86%
RH2013-12-122013-12-132013-12-16160.6260.620.00%market14.29%5.57%0.40%5.17%
HEI2013-12-172013-12-182013-12-19131.8731.870.00%market9.52%-5.75%1.44%-7.18%
DLNG2013-12-182013-12-192013-12-20120.3020.300.00%market139.39%3.64%0.21%3.43%
MLKN2013-12-182013-12-192013-12-20129.0029.000.00%market5.00%-0.82%0.21%-1.03%
NX2013-12-182013-12-192013-12-20118.0218.020.00%market64.71%10.22%0.21%10.01%
ORCL2013-12-182013-12-192013-12-20135.5235.520.00%market2.99%2.29%0.21%2.08%
PAYX2013-12-182013-12-192013-12-20144.2544.250.00%market2.38%1.93%0.21%1.72%
ACN2013-12-192013-12-202013-12-23179.7279.720.00%market3.67%2.20%1.02%1.18%
AIR2013-12-192013-12-202013-12-23130.5830.580.00%market4.17%-5.30%1.02%-6.32%
CAG2013-12-192013-12-202013-12-23125.8925.890.00%market12.73%-0.52%1.02%-1.54%
NKE2013-12-192013-12-202013-12-23138.7238.720.00%market3.45%-0.51%1.02%-1.53%
WGO2013-12-192013-12-202013-12-23127.5927.590.00%market8.11%-0.93%1.02%-1.95%
WOR2013-12-192013-12-202013-12-23127.1527.150.00%market5.36%-4.89%1.02%-5.91%
CALM2013-12-302013-12-312014-01-02130.2430.240.00%market3.77%-5.19%-0.62%-4.57%
CMC2014-01-072014-01-082014-01-09120.0120.010.00%market28.57%1.65%0.10%1.55%
MU2014-01-072014-01-082014-01-09124.2024.200.00%market79.07%-4.07%0.10%-4.17%
GPN2014-01-082014-01-092014-01-10132.9432.940.00%market5.88%3.94%0.02%3.92%
MG2014-01-082014-01-092014-01-10123.8123.810.00%market6.90%4.06%0.02%4.04%
MSM2014-01-082014-01-092014-01-10184.6384.630.00%market4.21%0.81%0.02%0.79%
RPM2014-01-082014-01-092014-01-10142.4242.420.00%market6.67%1.48%0.02%1.46%
UNF2014-01-082014-01-092014-01-101111.52111.520.00%market5.56%-2.36%0.02%-2.38%
WDFC2014-01-082014-01-092014-01-10174.2174.210.00%market1.37%-1.41%0.02%-1.42%
AYI2014-01-092014-01-102014-01-131128.22128.220.00%market14.29%1.12%-1.23%2.35%
PRGS2014-01-092014-01-102014-01-13123.0423.040.00%market4.88%3.33%-1.23%4.56%
SNX2014-01-092014-01-102014-01-13131.5631.560.00%market1.69%-9.64%-1.23%-8.41%
STZ2014-01-092014-01-102014-01-13177.6077.600.00%market20.88%3.07%-1.23%4.30%
INFY2014-01-102014-01-132014-01-1437.507.500.00%market11.11%0.83%0.00%0.83%
JPM2014-01-142014-01-152014-01-16157.7357.730.00%market3.70%2.08%0.17%1.91%
SAR2014-01-142014-01-152014-01-16115.9415.940.00%market36.36%3.60%0.17%3.43%
WAFD2014-01-142014-01-152014-01-16123.6723.670.00%market5.41%-2.68%0.17%-2.85%
WFC2014-01-142014-01-152014-01-16145.9445.940.00%market2.04%0.88%0.17%0.71%
BAC2014-01-152014-01-162014-01-17117.0917.090.00%market11.54%-0.57%-0.35%-0.22%
BANF2014-01-162014-01-172014-01-21127.5927.590.00%market4.76%3.67%0.04%3.63%
GS2014-01-162014-01-172014-01-211175.01175.010.00%market9.00%-1.13%0.04%-1.18%
HBAN2014-01-162014-01-172014-01-2119.689.680.00%market5.88%1.86%0.04%1.82%
IIIN2014-01-162014-01-172014-01-21120.9020.900.00%market50.00%-3.74%0.04%-3.78%
OZK2014-01-162014-01-172014-01-21128.3228.320.00%market3.13%4.88%0.04%4.84%
PPG2014-01-162014-01-172014-01-21194.2594.250.00%market5.81%0.70%0.04%0.65%
SWKS2014-01-162014-01-172014-01-21131.5531.550.00%market1.52%-1.15%0.04%-1.19%
TFC2014-01-162014-01-172014-01-21139.0439.040.00%market1.41%0.59%0.04%0.55%
UNH2014-01-162014-01-172014-01-21173.1273.120.00%market0.71%-0.05%0.04%-0.09%
BNY2014-01-172014-01-212014-01-22432.9932.990.00%market1.85%1.17%-0.22%1.39%
MS2014-01-172014-01-212014-01-22433.2133.210.00%market13.64%-2.87%-0.22%-2.65%
SLB2014-01-172014-01-212014-01-22491.2091.200.00%market2.27%-0.09%-0.22%0.13%
BKR2014-01-212014-01-222014-01-23139.7739.770.00%market1.64%0.13%-0.92%1.05%
CBU2014-01-212014-01-222014-01-23139.1439.140.00%market1.89%-3.06%-0.92%-2.14%
DAL2014-01-212014-01-222014-01-23132.3832.380.00%market3.17%0.27%-0.92%1.19%
EDU2014-01-212014-01-222014-01-23133.6533.650.00%market236.32%-8.87%-0.92%-7.95%
HAL2014-01-212014-01-222014-01-23150.1550.150.00%market4.49%-0.18%-0.92%0.74%
IBM2014-01-212014-01-222014-01-231173.31173.310.00%market2.34%0.70%-0.92%1.62%
JNJ2014-01-212014-01-222014-01-23193.9993.990.00%market3.33%-1.43%-0.92%-0.51%
PNFP2014-01-212014-01-222014-01-23133.7733.770.00%market2.33%2.59%-0.92%3.52%
RF2014-01-212014-01-222014-01-23110.8810.880.00%market10.00%0.27%-0.92%1.19%
SMCI2014-01-212014-01-222014-01-2312.032.030.00%market32.89%8.27%-0.92%9.20%
TRV2014-01-212014-01-222014-01-23184.9084.900.00%market24.07%-2.26%-0.92%-1.33%
UFI2014-01-212014-01-222014-01-23125.1025.100.00%market68.42%-4.96%-0.92%-4.04%
VZ2014-01-212014-01-222014-01-23147.4447.440.00%market3.13%0.79%-0.92%1.71%
APH2014-01-222014-01-232014-01-24111.3311.330.00%market8.33%-5.31%-2.44%-2.86%
ASML2014-01-222014-01-232014-01-24190.1790.170.00%market15.87%-2.96%-2.44%-0.52%
ATI2014-01-222014-01-232014-01-24132.4032.400.00%market60.00%-1.55%-2.44%0.89%
CCI2014-01-222014-01-232014-01-24174.0574.050.00%market43.75%-3.72%-2.44%-1.28%
CNS2014-01-222014-01-232014-01-24138.0738.070.00%market4.88%-6.67%-2.44%-4.22%
CVBF2014-01-222014-01-232014-01-24116.9216.920.00%market9.09%-6.66%-2.44%-4.22%
DHT2014-01-222014-01-232014-01-2418.308.300.00%market382.35%-2.63%-2.44%-0.19%
EAT2014-01-222014-01-232014-01-24149.7849.780.00%market1.72%-0.46%-2.44%1.98%
EBAY2014-01-222014-01-232014-01-24123.4523.450.00%market1.25%-2.53%-2.44%-0.09%
ETD2014-01-222014-01-232014-01-24125.4525.450.00%market2.50%3.12%-2.44%5.57%
FCX2014-01-222014-01-232014-01-24134.3734.370.00%market5.00%-4.76%-2.44%-2.31%
FFIV2014-01-222014-01-232014-01-241107.99107.990.00%market2.52%-2.95%-2.44%-0.51%
FICO2014-01-222014-01-232014-01-24159.8659.860.00%market21.67%-5.38%-2.44%-2.94%
GD2014-01-222014-01-232014-01-24199.9699.960.00%market0.57%-1.75%-2.44%0.69%
J2014-01-222014-01-232014-01-24150.8750.870.00%market4.11%2.34%-2.44%4.78%
LOGI2014-01-222014-01-232014-01-24115.3215.320.00%market66.67%0.81%-2.44%3.26%
MSI2014-01-222014-01-232014-01-24164.6864.680.00%market3.09%-0.50%-2.44%1.94%
NSC2014-01-222014-01-232014-01-24193.8193.810.00%market9.33%-4.58%-2.44%-2.13%
PH2014-01-222014-01-232014-01-241120.92120.920.00%market0.81%-5.30%-2.44%-2.86%
PTC2014-01-222014-01-232014-01-24137.9537.950.00%market13.64%-5.95%-2.44%-3.51%
RJF2014-01-222014-01-232014-01-24136.0636.060.00%market10.20%-2.93%-2.44%-0.49%
RLI2014-01-222014-01-232014-01-24122.5522.550.00%market28.57%-4.53%-2.44%-2.09%
RTX2014-01-222014-01-232014-01-24167.8867.880.00%market3.27%-2.96%-2.44%-0.51%
SYK2014-01-222014-01-232014-01-24177.5477.540.00%market0.82%-1.92%-2.44%0.52%
TAL2014-01-222014-01-232014-01-2414.044.040.00%market63.67%-3.07%-2.44%-0.63%
TEL2014-01-222014-01-232014-01-24160.0060.000.00%market6.49%-4.57%-2.44%-2.12%
TER2014-01-222014-01-232014-01-24119.5319.530.00%market75.53%-1.99%-2.44%0.45%
TXT2014-01-222014-01-232014-01-24137.7237.720.00%market1.69%-3.57%-2.44%-1.13%
URI2014-01-222014-01-232014-01-24180.9280.920.00%market8.16%-1.85%-2.44%0.59%
USB2014-01-222014-01-232014-01-24141.2641.260.00%market1.33%-2.81%-2.44%-0.37%
WDC2014-01-222014-01-232014-01-24165.6465.640.00%market5.29%-2.25%-2.44%0.20%
AVT2014-01-232014-01-242014-01-27142.8142.810.00%market6.36%-3.86%-1.98%-1.88%
BAX2014-01-232014-01-242014-01-27137.2337.230.00%market0.80%-1.04%-1.98%0.94%
BKU2014-01-232014-01-242014-01-27133.7233.720.00%market8.70%-2.98%-1.98%-1.00%
CE2014-01-232014-01-242014-01-27152.5952.590.00%market1.96%-2.31%-1.98%-0.33%
COR2014-01-232014-01-242014-01-27169.2769.270.00%market1.27%-3.65%-1.98%-1.67%
DLB2014-01-232014-01-242014-01-27142.0042.000.00%market26.47%-2.15%-1.98%-0.17%
DLX2014-01-232014-01-242014-01-27152.5652.560.00%market5.05%-8.41%-1.98%-6.44%
FHI2014-01-232014-01-242014-01-27128.1128.110.00%market5.41%-2.95%-1.98%-0.97%
FITB2014-01-232014-01-242014-01-27121.3521.350.00%market2.38%-1.13%-1.98%0.85%
GATX2014-01-232014-01-242014-01-27160.2460.240.00%market22.58%-1.84%-1.98%0.13%
ISRG2014-01-232014-01-242014-01-27145.8245.820.00%market11.63%-1.02%-1.98%0.96%
KEY2014-01-232014-01-242014-01-27113.6113.610.00%market4.17%-5.61%-1.98%-3.63%
KLAC2014-01-232014-01-242014-01-2716.356.350.00%market12.50%-2.93%-1.98%-0.96%
LEG2014-01-232014-01-242014-01-27130.5630.560.00%market6.06%-3.60%-1.98%-1.62%
LMT2014-01-232014-01-242014-01-271151.33151.330.00%market33.85%-2.95%-1.98%-0.97%
LPL2014-01-232014-01-242014-01-27112.3512.350.00%market50.00%-1.64%-1.98%0.34%
LUV2014-01-232014-01-242014-01-27121.3021.300.00%market13.79%-3.34%-1.98%-1.36%
MCD2014-01-232014-01-242014-01-27194.7394.730.00%market0.72%-0.80%-1.98%1.18%
MSFT2014-01-232014-01-242014-01-27137.4537.450.00%market14.71%-3.89%-1.98%-1.91%
NOK2014-01-232014-01-242014-01-2717.067.060.00%market83.33%-1.94%-1.98%0.04%
NTCT2014-01-232014-01-242014-01-27136.1436.140.00%market19.05%-4.58%-1.98%-2.61%
ORI2014-01-232014-01-242014-01-27116.3616.360.00%market83.33%-4.44%-1.98%-2.46%
OTEX2014-01-232014-01-242014-01-27124.9224.920.00%market5.26%-4.51%-1.98%-2.54%
TDY2014-01-232014-01-242014-01-27194.5994.590.00%market18.03%-2.50%-1.98%-0.52%
UAL2014-01-232014-01-242014-01-27148.0948.090.00%market11.43%-5.96%-1.98%-3.99%
UNP2014-01-232014-01-242014-01-27186.0886.080.00%market2.42%-0.65%-1.98%1.33%
WAL2014-01-232014-01-242014-01-27123.4123.410.00%market9.09%0.75%-1.98%2.73%
BMY2014-01-242014-01-272014-01-28351.0851.080.00%market18.60%-0.12%0.01%-0.13%
HON2014-01-242014-01-272014-01-28384.9584.950.00%market1.64%1.27%0.01%1.26%
KMB2014-01-242014-01-272014-01-283103.35103.350.00%market3.60%0.66%0.01%0.66%
NWBI2014-01-242014-01-272014-01-28314.7514.750.00%market29.41%0.31%0.01%0.30%
PB2014-01-242014-01-272014-01-28364.6664.660.00%market7.69%-0.46%0.01%-0.46%
PG2014-01-242014-01-272014-01-28379.2479.240.00%market0.83%-0.26%0.01%-0.27%
SWK2014-01-242014-01-272014-01-28378.0678.060.00%market1.54%-0.27%0.01%-0.27%
AAPL2014-01-272014-01-282014-01-29118.1718.170.00%market4.00%-1.70%-0.44%-1.25%
AEP2014-01-272014-01-282014-01-29147.2547.250.00%market5.26%0.62%-0.44%1.06%
ASH2014-01-272014-01-282014-01-29145.9145.910.00%market8.40%0.14%-0.44%0.58%
BOH2014-01-272014-01-282014-01-29158.3658.360.00%market2.33%-1.39%-0.44%-0.94%
CAT2014-01-272014-01-282014-01-29191.4091.400.00%market23.44%-0.95%-0.44%-0.51%
CMRE2014-01-272014-01-282014-01-29113.3513.350.00%market7.89%2.75%-0.44%3.19%
CR2014-01-272014-01-282014-01-29166.0466.040.00%market2.97%-2.95%-0.44%-2.50%
CVLG2014-01-272014-01-282014-01-2914.404.400.00%market4.76%1.49%-0.44%1.93%
CXT2014-01-272014-01-282014-01-29122.9422.940.00%market2.97%-2.93%-0.44%-2.49%
ELS2014-01-272014-01-282014-01-29118.4918.490.00%market6.90%3.90%-0.44%4.35%
JJSF2014-01-272014-01-282014-01-29187.7087.700.00%market17.54%-0.11%-0.44%0.33%
KNX2014-01-272014-01-282014-01-29120.9120.910.00%market6.06%-0.67%-0.44%-0.23%
MSTR2014-01-272014-01-282014-01-29113.0213.020.00%market40.00%-7.17%-0.44%-6.72%
NVR2014-01-272014-01-282014-01-2911,050.101,050.100.00%market30.07%5.83%-0.44%6.27%
RCL2014-01-272014-01-282014-01-29148.4048.400.00%market27.78%1.12%-0.44%1.56%
RMBS2014-01-272014-01-282014-01-2919.259.250.00%market639.92%-2.59%-0.44%-2.14%
ROP2014-01-272014-01-282014-01-291135.76135.760.00%market3.12%0.21%-0.44%0.65%
RYN2014-01-272014-01-282014-01-29133.0933.090.00%market23.08%-2.40%-0.44%-1.95%
SANM2014-01-272014-01-282014-01-29117.0117.010.00%market7.89%-3.74%-0.44%-3.30%
SIMO2014-01-272014-01-282014-01-29116.0016.000.00%market50.00%5.52%-0.44%5.97%
SYBT2014-01-272014-01-282014-01-29119.6519.650.00%market3.13%0.10%-0.44%0.55%
ZION2014-01-272014-01-282014-01-29129.4229.420.00%market180.00%-0.92%-0.44%-0.47%
AAL2014-01-282014-01-292014-01-30132.2432.240.00%market179.63%4.74%0.93%3.81%
ALB2014-01-282014-01-292014-01-30163.8363.830.00%market3.85%1.14%0.93%0.21%
AMGN2014-01-282014-01-292014-01-301117.00117.000.00%market8.98%3.22%0.93%2.30%
APD2014-01-282014-01-292014-01-30198.4398.430.00%market0.75%-0.62%0.93%-1.55%
ARLP2014-01-282014-01-292014-01-30139.2739.270.00%market19.23%4.28%0.93%3.35%
AVNT2014-01-282014-01-292014-01-30133.4533.450.00%market4.00%6.15%0.93%5.22%
BXP2014-01-282014-01-292014-01-301104.86104.860.00%market3.20%2.89%0.93%1.97%
CB2014-01-282014-01-292014-01-30193.8993.890.00%market18.91%1.23%0.93%0.30%