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 5: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
INFY2007-07-102007-07-112007-07-1216.396.390.00%market20.00%1.62%2.41%-0.79%
LPL2007-07-102007-07-112007-07-12123.3023.300.00%market1075.05%0.24%2.41%-2.17%
AIR2007-07-112007-07-122007-07-13134.1534.150.00%market2.44%1.98%1.63%0.35%
YUM2007-07-112007-07-122007-07-13124.5124.510.00%market8.33%1.04%1.63%-0.59%
CBSH2007-07-122007-07-132007-07-16118.0118.010.00%market2.86%3.45%0.17%3.29%
FIZZ2007-07-122007-07-132007-07-1616.236.230.00%market20.00%-4.75%0.17%-4.92%
MAR2007-07-122007-07-132007-07-16142.0942.090.00%market5.66%-1.72%0.17%-1.88%
MEI2007-07-122007-07-132007-07-16118.7018.700.00%market120.00%-10.63%0.17%-10.80%
MTB2007-07-122007-07-132007-07-161111.33111.330.00%market4.84%0.61%0.17%0.44%
OZK2007-07-122007-07-132007-07-1617.377.370.00%market9.09%0.04%0.17%-0.13%
SAR2007-07-122007-07-132007-07-161132.80132.800.00%market5.82%-0.70%0.17%-0.87%
GE2007-07-132007-07-162007-07-173189.51189.510.00%market1.44%2.70%-0.15%2.86%
ELS2007-07-162007-07-172007-07-18112.8812.880.00%market300.00%-1.89%-0.30%-1.59%
ETN2007-07-162007-07-172007-07-18150.8950.890.00%market16.44%0.35%-0.30%0.65%
GWW2007-07-162007-07-172007-07-18194.6394.630.00%market1.68%0.65%-0.30%0.95%
SXT2007-07-162007-07-172007-07-18127.4527.450.00%market4.65%-1.63%-0.30%-1.33%
USNA2007-07-162007-07-172007-07-18124.8824.880.00%market3.13%-6.17%-0.30%-5.87%
CCK2007-07-172007-07-182007-07-19126.2126.210.00%market13.33%3.60%0.54%3.06%
CSX2007-07-172007-07-182007-07-1915.585.580.00%market14.29%2.05%0.54%1.51%
FCFS2007-07-172007-07-182007-07-19123.6623.660.00%market3.85%1.63%0.54%1.09%
HWC2007-07-172007-07-182007-07-19137.4737.470.00%market1.64%1.98%0.54%1.44%
INTC2007-07-172007-07-182007-07-19124.9624.960.00%market15.79%1.10%0.54%0.56%
JNJ2007-07-172007-07-182007-07-19162.5162.510.00%market5.00%-0.29%0.54%-0.84%
KEY2007-07-172007-07-182007-07-19136.5036.500.00%market21.43%0.67%0.54%0.12%
KO2007-07-172007-07-182007-07-19126.6626.660.00%market4.88%0.61%0.54%0.07%
MOD2007-07-172007-07-182007-07-19128.0028.000.00%market178.57%0.08%0.54%-0.47%
NVS2007-07-172007-07-182007-07-19144.7444.740.00%market6.41%1.51%0.54%0.96%
PII2007-07-172007-07-182007-07-19128.6328.630.00%market6.90%-1.57%0.54%-2.11%
PLD2007-07-172007-07-182007-07-19154.9254.920.00%market189.47%2.49%0.54%1.94%
RLI2007-07-172007-07-182007-07-19114.9314.930.00%market57.69%0.10%0.54%-0.44%
SSB2007-07-172007-07-182007-07-19135.4635.460.00%market5.26%-1.00%0.54%-1.55%
STBA2007-07-172007-07-182007-07-19133.0033.000.00%market3.70%2.54%0.54%1.99%
STT2007-07-172007-07-182007-07-19172.7172.710.00%market5.94%-1.92%0.54%-2.46%
TRMK2007-07-172007-07-182007-07-19125.8025.800.00%market8.51%7.54%0.54%6.99%
ABT2007-07-182007-07-192007-07-20126.1326.130.00%market1.47%-3.31%-1.10%-2.22%
AOS2007-07-182007-07-192007-07-2018.178.170.00%market16.67%2.59%-1.10%3.69%
APH2007-07-182007-07-192007-07-2014.704.700.00%market9.09%-0.31%-1.10%0.78%
ASML2007-07-182007-07-192007-07-20144.3944.390.00%market14.36%-0.46%-1.10%0.63%
ATR2007-07-182007-07-192007-07-20137.2537.250.00%market4.00%1.78%-1.10%2.87%
BFH2007-07-182007-07-192007-07-20162.1062.100.00%market3.61%-0.31%-1.10%0.79%
BLK2007-07-182007-07-192007-07-201178.65178.650.00%market7.14%-4.10%-1.10%-3.00%
BMI2007-07-182007-07-192007-07-20116.8816.880.00%market42.86%3.28%-1.10%4.37%
CBU2007-07-182007-07-192007-07-20119.1719.170.00%market3.03%-2.92%-1.10%-1.82%
CTAS2007-07-182007-07-192007-07-2019.919.910.00%market5.56%-2.93%-1.10%-1.83%
DAL2007-07-182007-07-192007-07-20121.4821.480.00%market18.64%-0.47%-1.10%0.62%
DOX2007-07-182007-07-192007-07-20139.2539.250.00%market5.88%-3.28%-1.10%-2.19%
EBAY2007-07-182007-07-192007-07-20114.1614.160.00%market6.25%-0.45%-1.10%0.64%
ELME2007-07-182007-07-192007-07-20133.9733.970.00%market5.88%-2.87%-1.10%-1.77%
EWBC2007-07-182007-07-192007-07-20139.5039.500.00%market3.13%-2.88%-1.10%-1.79%
EXPO2007-07-182007-07-192007-07-2015.945.940.00%market14.29%1.75%-1.10%2.85%
GL2007-07-182007-07-192007-07-20129.7629.760.00%market1.69%-2.55%-1.10%-1.46%
HST2007-07-182007-07-192007-07-20124.0124.010.00%market17.39%-1.97%-1.10%-0.88%
HUM2007-07-182007-07-192007-07-20167.3367.330.00%market9.40%-0.78%-1.10%0.31%
IBM2007-07-182007-07-192007-07-201109.94109.940.00%market2.04%-0.26%-1.10%0.83%
JPM2007-07-182007-07-192007-07-20149.5049.500.00%market10.09%-4.02%-1.10%-2.92%
LUV2007-07-182007-07-192007-07-20115.8015.800.00%market13.64%3.38%-1.10%4.48%
MO2007-07-182007-07-192007-07-20170.7570.750.00%market1.77%-1.44%-1.10%-0.35%
NTRS2007-07-182007-07-192007-07-20167.0067.000.00%market4.55%-3.11%-1.10%-2.02%
PKG2007-07-182007-07-192007-07-20129.0729.070.00%market22.22%-5.60%-1.10%-4.51%
PNFP2007-07-182007-07-192007-07-20128.7028.700.00%market3.13%-6.02%-1.10%-4.93%
RIO2007-07-182007-07-192007-07-20177.7577.750.00%market0.99%-0.19%-1.10%0.91%
RTX2007-07-182007-07-192007-07-20144.9344.930.00%market0.87%-0.30%-1.10%0.80%
RUSHA2007-07-182007-07-192007-07-2018.318.310.00%market15.00%3.51%-1.10%4.61%
SLGN2007-07-182007-07-192007-07-20114.7914.790.00%market5.56%-1.93%-1.10%-0.83%
SWKS2007-07-182007-07-192007-07-2018.628.620.00%market22.22%1.76%-1.10%2.85%
SYBT2007-07-182007-07-192007-07-20116.4716.470.00%market3.57%-4.90%-1.10%-3.80%
TBI2007-07-182007-07-192007-07-20126.0026.000.00%market17.14%2.94%-1.10%4.03%
TER2007-07-182007-07-192007-07-20117.6017.600.00%market27.27%-1.01%-1.10%0.09%
VLY2007-07-182007-07-192007-07-20117.2317.230.00%market13.04%2.11%-1.10%3.20%
VMI2007-07-182007-07-192007-07-20181.0081.000.00%market27.16%1.32%-1.10%2.42%
AME2007-07-192007-07-202007-07-23118.5318.530.00%market4.35%-1.61%-0.59%-1.02%
ASB2007-07-192007-07-202007-07-23132.4332.430.00%market5.36%-7.25%-0.59%-6.66%
BAC2007-07-192007-07-202007-07-23149.2649.260.00%market6.67%-2.35%-0.59%-1.76%
BAX2007-07-192007-07-202007-07-23130.1630.160.00%market7.46%1.82%-0.59%2.42%
BLX2007-07-192007-07-202007-07-23121.2921.290.00%market105.56%-3.11%-0.59%-2.51%
BNY2007-07-192007-07-202007-07-23144.3144.310.00%market3.28%0.53%-0.59%1.13%
COF2007-07-192007-07-202007-07-23177.4977.490.00%market16.67%0.62%-0.59%1.22%
CVBF2007-07-192007-07-202007-07-23110.1110.110.00%market5.56%-1.09%-0.59%-0.50%
CX2007-07-192007-07-202007-07-23124.3624.360.00%market1.75%-3.06%-0.59%-2.46%
DHR2007-07-192007-07-202007-07-23126.2126.210.00%market2.17%-0.86%-0.59%-0.27%
FCF2007-07-192007-07-202007-07-23110.5110.510.00%market6.67%-5.43%-0.59%-4.83%
FFIN2007-07-192007-07-202007-07-2316.196.190.00%market10.00%-1.23%-0.59%-0.64%
FITB2007-07-192007-07-202007-07-23139.2739.270.00%market2.99%-1.35%-0.59%-0.75%
FNB2007-07-192007-07-202007-07-23115.7315.730.00%market3.57%0.15%-0.59%0.75%
GILD2007-07-192007-07-202007-07-23120.0120.010.00%market5.00%-5.15%-0.59%-4.55%
HNI2007-07-192007-07-202007-07-23144.1044.100.00%market18.75%2.51%-0.59%3.10%
HOG2007-07-192007-07-202007-07-23159.0359.030.00%market0.88%-2.39%-0.59%-1.79%
HON2007-07-192007-07-202007-07-23157.5657.560.00%market4.00%1.53%-0.59%2.13%
HUBG2007-07-192007-07-202007-07-23119.2919.290.00%market6.06%-5.49%-0.59%-4.90%
IIIN2007-07-192007-07-202007-07-23121.4021.400.00%market17.95%1.35%-0.59%1.94%
INDB2007-07-192007-07-202007-07-23129.2029.200.00%market4.08%-2.57%-0.59%-1.97%
ISRG2007-07-192007-07-202007-07-23119.5119.510.00%market28.57%18.35%-0.59%18.95%
ITW2007-07-192007-07-202007-07-23157.1657.160.00%market2.27%-0.26%-0.59%0.34%
MHK2007-07-192007-07-202007-07-23196.5096.500.00%market6.33%-0.28%-0.59%0.32%
MSI2007-07-192007-07-202007-07-23172.4072.400.00%market433.33%-1.59%-0.59%-1.00%
NDAQ2007-07-192007-07-202007-07-23111.2411.240.00%market8.33%-0.72%-0.59%-0.13%
OMCL2007-07-192007-07-202007-07-23124.0024.000.00%market4.35%6.15%-0.59%6.74%
RS2007-07-192007-07-202007-07-23156.3856.380.00%market1.27%1.30%-0.59%1.90%
SAP2007-07-192007-07-202007-07-23155.2055.200.00%market13.64%3.52%-0.59%4.12%
SHW2007-07-192007-07-202007-07-23124.5924.590.00%market6.25%-3.07%-0.59%-2.47%
STX2007-07-192007-07-202007-07-23124.7524.750.00%market5.56%0.43%-0.59%1.02%
TXT2007-07-192007-07-202007-07-23161.0761.070.00%market16.44%2.65%-0.59%3.24%
UNH2007-07-192007-07-202007-07-23151.6751.670.00%market7.41%-1.07%-0.59%-0.47%
UNP2007-07-192007-07-202007-07-23131.1331.130.00%market2.50%2.15%-0.59%2.74%
AUB2007-07-202007-07-232007-07-24320.9820.980.00%market10.53%-6.20%-1.87%-4.33%
C2007-07-202007-07-232007-07-243509.10509.100.00%market9.54%-3.24%-1.87%-1.37%
CBAN2007-07-202007-07-232007-07-24320.2420.240.00%market2.70%-2.67%-1.87%-0.80%
SLB2007-07-202007-07-232007-07-24398.5998.590.00%market7.37%-3.94%-1.87%-2.08%
WHR2007-07-202007-07-232007-07-243108.54108.540.00%market9.29%0.32%-1.87%2.19%
ASR2007-07-232007-07-242007-07-25155.0055.000.00%market19.98%-3.74%-0.99%-2.75%
AXON2007-07-232007-07-242007-07-25116.0716.070.00%market42.86%-8.25%-0.99%-7.27%
AXP2007-07-232007-07-242007-07-25163.0063.000.00%market2.33%-2.12%-0.99%-1.13%
BOH2007-07-232007-07-242007-07-25150.6250.620.00%market2.15%-2.55%-0.99%-1.56%
BRO2007-07-232007-07-242007-07-25112.8812.880.00%market18.75%2.70%-0.99%3.68%
CNI2007-07-232007-07-242007-07-25127.7127.710.00%market2.38%-2.84%-0.99%-1.86%
CR2007-07-232007-07-242007-07-25144.0044.000.00%market7.69%7.35%-0.99%8.34%
CXT2007-07-232007-07-242007-07-25115.2815.280.00%market7.69%7.36%-0.99%8.35%
EFX2007-07-232007-07-242007-07-25144.0044.000.00%market1.79%-3.78%-0.99%-2.80%
GNTX2007-07-232007-07-242007-07-25110.8010.800.00%market10.00%-3.62%-0.99%-2.63%
HAL2007-07-232007-07-242007-07-25137.2437.240.00%market7.14%0.73%-0.99%1.72%
HAS2007-07-232007-07-242007-07-25130.5530.550.00%market33.33%-3.57%-0.99%-2.58%
HXL2007-07-232007-07-242007-07-25122.1322.130.00%market5.88%3.88%-0.99%4.86%
J2007-07-232007-07-242007-07-25154.9754.970.00%market7.02%-5.98%-0.99%-4.99%
MRK2007-07-232007-07-242007-07-25150.4950.490.00%market13.89%0.71%-0.99%1.70%
NFLX2007-07-232007-07-242007-07-2510.240.240.00%market63.67%0.61%-0.99%1.60%
RGA2007-07-232007-07-242007-07-25157.3057.300.00%market4.80%-1.50%-0.99%-0.51%
RPM2007-07-232007-07-242007-07-25124.4524.450.00%market8.33%-0.02%-0.99%0.97%
SLG2007-07-232007-07-242007-07-251141.18141.180.00%market1503.45%-5.21%-0.99%-4.23%
WCN2007-07-232007-07-242007-07-25114.2314.230.00%market3.13%0.74%-0.99%1.73%
WWD2007-07-232007-07-242007-07-25130.2630.260.00%market6.25%0.07%-0.99%1.05%
ALB2007-07-242007-07-252007-07-26140.7540.750.00%market9.26%0.02%-2.63%2.65%
AMZN2007-07-242007-07-252007-07-2614.234.230.00%market20.37%-0.81%-2.63%1.82%
BIIB2007-07-242007-07-252007-07-26156.9456.940.00%market11.11%2.10%-2.63%4.73%
BP2007-07-242007-07-252007-07-26172.1472.140.00%market39.63%-1.82%-2.63%0.81%
BXP2007-07-242007-07-252007-07-26198.2598.250.00%market15.62%-1.42%-2.63%1.21%
CAKE2007-07-242007-07-252007-07-26125.8525.850.00%market6.45%-5.01%-2.63%-2.38%
CB2007-07-242007-07-252007-07-26159.5059.500.00%market7.61%-1.48%-2.63%1.15%
CHH2007-07-242007-07-252007-07-26138.3238.320.00%market4.88%-3.26%-2.63%-0.63%
CHKP2007-07-242007-07-252007-07-26125.5025.500.00%market5.56%-0.77%-2.63%1.86%
CME2007-07-242007-07-252007-07-261110.40110.400.00%market1.37%-2.73%-2.63%-0.10%
CRI2007-07-242007-07-252007-07-26123.5023.500.00%market18.18%-6.23%-2.63%-3.60%
DGX2007-07-242007-07-252007-07-26156.8256.820.00%market7.35%-1.77%-2.63%0.86%
DPZ2007-07-242007-07-252007-07-26121.2521.250.00%market16.67%-6.17%-2.63%-3.54%
ECL2007-07-242007-07-252007-07-26143.6943.690.00%market2.44%-2.92%-2.63%-0.28%
EPC2007-07-242007-07-252007-07-26182.1682.160.00%market21.25%-7.05%-2.63%-4.42%
FBNC2007-07-242007-07-252007-07-26117.7117.710.00%market5.71%-4.45%-2.63%-1.82%
FR2007-07-242007-07-252007-07-26142.7042.700.00%market24.07%-6.47%-2.63%-3.84%
ILMN2007-07-242007-07-252007-07-26122.1122.110.00%market50.00%4.20%-2.63%6.83%
INGR2007-07-242007-07-252007-07-26145.9545.950.00%market15.79%-1.95%-2.63%0.68%
JLL2007-07-242007-07-252007-07-261122.00122.000.00%market125.24%-7.73%-2.63%-5.10%
KMB2007-07-242007-07-252007-07-26166.1366.130.00%market0.97%-0.70%-2.63%1.93%
KRC2007-07-242007-07-252007-07-26167.8567.850.00%market29.03%-4.12%-2.63%-1.49%
LLY2007-07-242007-07-252007-07-26157.0057.000.00%market9.76%-0.63%-2.63%2.00%
LMT2007-07-242007-07-252007-07-261104.23104.230.00%market18.95%-3.60%-2.63%-0.97%
NBR2007-07-242007-07-252007-07-2611,578.001,578.000.00%market4776.54%-4.06%-2.63%-1.43%
NEOG2007-07-242007-07-252007-07-2613.493.490.00%market1.04%-9.27%-2.63%-6.64%
NOC2007-07-242007-07-252007-07-26170.8670.860.00%market5.65%0.44%-2.63%3.07%
OMC2007-07-242007-07-252007-07-26153.9953.990.00%market3.70%-2.16%-2.63%0.48%
OXY2007-07-242007-07-252007-07-26157.3257.320.00%market7.27%-2.75%-2.63%-0.12%
PCAR2007-07-242007-07-252007-07-26140.5040.500.00%market6.00%-9.16%-2.63%-6.53%
PEP2007-07-242007-07-252007-07-26166.8266.820.00%market5.62%-0.07%-2.63%2.56%
PNR2007-07-242007-07-252007-07-26126.6326.630.00%market6.90%-8.17%-2.63%-5.54%
RGR2007-07-242007-07-252007-07-26116.6716.670.00%market13.33%4.58%-2.63%7.21%
RHI2007-07-242007-07-252007-07-26134.9934.990.00%market2.33%1.10%-2.63%3.73%
RJF2007-07-242007-07-252007-07-26120.7020.700.00%market8.57%1.40%-2.63%4.03%
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AON2007-07-312007-08-012007-08-02140.4840.480.00%market10.45%3.61%1.67%1.94%
AORT2007-07-312007-08-012007-08-0219.389.380.00%market75.00%-3.51%1.67%-5.18%
AROC2007-07-312007-08-012007-08-02144.1144.110.00%market244.44%0.19%1.67%-1.47%
BXMT2007-07-312007-08-012007-08-021161.30161.300.00%market64.75%1.08%1.67%-0.59%
CCI2007-07-312007-08-012007-08-02136.1536.150.00%market31.58%3.75%1.67%2.08%
CIGI2007-07-312007-08-012007-08-02122.4522.450.00%market11.54%0.70%1.67%-0.97%
CMG2007-07-312007-08-012007-08-0211.881.880.00%market33.33%6.28%1.67%4.62%
CYTK2007-07-312007-08-012007-08-02130.0030.000.00%market25.35%1.10%1.67%-0.57%
EQR2007-07-312007-08-012007-08-02137.8937.890.00%market60.00%6.89%1.67%5.23%
FSLR2007-07-312007-08-012007-08-021102.87102.870.00%market151.98%1.51%1.67%-0.15%
FUN2007-07-312007-08-012007-08-02127.7527.750.00%market471.43%-0.14%1.67%-1.80%
GPI2007-07-312007-08-012007-08-02137.5337.530.00%market5.10%0.01%1.67%-1.66%
JOE2007-07-312007-08-012007-08-02141.6141.610.00%market78.95%-3.01%1.67%-4.67%
LCII2007-07-312007-08-012007-08-02136.9036.900.00%market21.28%11.01%1.67%9.34%
LNC2007-07-312007-08-012007-08-02157.8357.830.00%market5.22%4.97%1.67%3.30%
MAS2007-07-312007-08-012007-08-02123.9123.910.00%market17.02%2.83%1.67%1.16%
MET2007-07-312007-08-012007-08-02154.3254.320.00%market28.36%4.41%1.67%2.74%
MKL2007-07-312007-08-012007-08-021465.29465.290.00%market2.09%0.32%1.67%-1.35%
MPWR2007-07-312007-08-012007-08-02117.4517.450.00%market20.00%8.67%1.67%7.00%
NBIX2007-07-312007-08-012007-08-02110.3510.350.00%market5.48%-3.48%1.67%-5.15%
OIS2007-07-312007-08-012007-08-02124.8324.830.00%market1.18%-0.70%1.67%-2.37%
ON2007-07-312007-08-012007-08-02111.7411.740.00%market16.67%1.60%1.67%-0.06%
PDFS2007-07-312007-08-012007-08-0219.979.970.00%market13.33%-0.40%1.67%-2.07%
PPC2007-07-312007-08-012007-08-02133.9033.900.00%market49.21%-4.85%1.67%-6.52%
PSKY2007-07-312007-08-012007-08-02131.6031.600.00%market5.88%2.84%1.67%1.18%
RCI2007-07-312007-08-012007-08-02144.9744.970.00%market21.88%-0.14%1.67%-1.81%
RNR2007-07-312007-08-012007-08-02157.9557.950.00%market11.16%-2.53%1.67%-4.20%
RRX2007-07-312007-08-012007-08-02150.4250.420.00%market1.92%0.69%1.67%-0.97%
RYAAY2007-07-312007-08-012007-08-02116.9416.940.00%market10.71%1.79%1.67%0.12%
SIRI2007-07-312007-08-012007-08-02130.0030.000.00%market10.00%-0.43%1.67%-2.10%
SLF2007-07-312007-08-012007-08-02146.6246.620.00%market8.01%4.45%1.67%2.78%
TEVA2007-07-312007-08-012007-08-02141.6741.670.00%market12.50%4.00%1.67%2.34%
TNC2007-07-312007-08-012007-08-02138.5038.500.00%market14.58%7.85%1.67%6.18%
TPR2007-07-312007-08-012007-08-02145.8345.830.00%market2.44%4.55%1.67%2.88%
TREX2007-07-312007-08-012007-08-0212.092.090.00%market2.99%1.04%1.67%-0.63%
TRMB2007-07-312007-08-012007-08-02117.4717.470.00%market20.00%9.81%1.67%8.14%
VALE2007-07-312007-08-012007-08-02124.1024.100.00%market23.19%1.77%1.67%0.10%
VLO2007-07-312007-08-012007-08-02161.0661.060.00%market3.46%-3.47%1.67%-5.14%
WEC2007-07-312007-08-012007-08-02121.4421.440.00%market38.89%4.61%1.67%2.94%
WM2007-07-312007-08-012007-08-02138.8038.800.00%market7.69%-0.51%1.67%-2.18%
XRAY2007-07-312007-08-012007-08-02137.1437.140.00%market2.33%-0.26%1.67%-1.93%
AEM2007-08-012007-08-022007-08-03142.1442.140.00%market10.00%1.66%-2.02%3.67%
ANDE2007-08-012007-08-022007-08-03132.7832.780.00%market52.46%-8.21%-2.02%-6.20%
BCE2007-08-012007-08-022007-08-03138.1738.170.00%market4.08%-1.96%-2.02%0.06%
BCPC2007-08-012007-08-022007-08-03111.8311.830.00%market15.38%-4.16%-2.02%-2.14%
CCU2007-08-012007-08-022007-08-03114.5014.500.00%market33.33%0.45%-2.02%2.47%
CHE2007-08-012007-08-022007-08-03163.7563.750.00%market5.48%-10.12%-2.02%-8.11%
CI2007-08-012007-08-022007-08-03149.3349.330.00%market9.09%-3.06%-2.02%-1.04%
CTSH2007-08-012007-08-022007-08-03120.3420.340.00%market7.69%1.72%-2.02%3.74%
CWT2007-08-012007-08-022007-08-03119.4319.430.00%market5.56%-9.00%-2.02%-6.99%
D2007-08-012007-08-022007-08-03142.3942.390.00%market2.27%-1.02%-2.02%1.00%
DIS2007-08-012007-08-022007-08-03133.9833.980.00%market5.45%-0.34%-2.02%1.68%
DLB2007-08-012007-08-022007-08-03136.9436.940.00%market30.00%-0.02%-2.02%2.00%
DVN2007-08-012007-08-022007-08-03178.9878.980.00%market15.75%-2.46%-2.02%-0.44%
EA2007-08-012007-08-022007-08-03148.7948.790.00%market37.14%2.46%-2.02%4.48%
EFOR2007-08-012007-08-022007-08-03110.5010.500.00%market14.29%3.33%-2.02%5.35%
ENB2007-08-012007-08-022007-08-03117.7717.770.00%market5.06%-3.87%-2.02%-1.85%
ERIE2007-08-012007-08-022007-08-03151.8151.810.00%market34.57%3.45%-2.02%5.47%
EXR2007-08-012007-08-022007-08-03114.3514.350.00%market8.33%-0.73%-2.02%1.29%
FIX2007-08-012007-08-022007-08-03113.1113.110.00%market25.00%8.37%-2.02%10.38%
GRMN2007-08-012007-08-022007-08-03194.0094.000.00%market35.14%4.86%-2.02%6.87%
HIW2007-08-012007-08-022007-08-03133.2533.250.00%market77.78%-3.59%-2.02%-1.57%
HLX2007-08-012007-08-022007-08-03138.1038.100.00%market7.69%-4.82%-2.02%-2.81%
HMN2007-08-012007-08-022007-08-03118.6818.680.00%market6.25%-4.11%-2.02%-2.10%
HP2007-08-012007-08-022007-08-03133.4033.400.00%market7.32%-3.87%-2.02%-1.86%
IOSP2007-08-012007-08-022007-08-03129.9129.910.00%market12.50%-14.24%-2.02%-12.23%
IRM2007-08-012007-08-022007-08-03128.1828.180.00%market12.50%-0.67%-2.02%1.35%
ITRI2007-08-012007-08-022007-08-03179.4979.490.00%market48.33%3.90%-2.02%5.92%
KGC2007-08-012007-08-022007-08-03112.6412.640.00%market12.50%0.30%-2.02%2.31%
KWR2007-08-012007-08-022007-08-03123.3023.300.00%market20.59%3.76%-2.02%5.78%
LAZ2007-08-012007-08-022007-08-03141.1641.160.00%market15.56%-4.79%-2.02%-2.77%
LEU2007-08-012007-08-022007-08-0314,810.444,810.440.00%market18.19%-4.15%-2.02%-2.14%
LMAT2007-08-012007-08-022007-08-0316.286.280.00%market128.57%1.65%-2.02%3.67%
MA2007-08-012007-08-022007-08-03114.7014.700.00%market7.69%-10.78%-2.02%-8.76%
MCO2007-08-012007-08-022007-08-03154.4954.490.00%market10.14%-2.36%-2.02%-0.34%
MDLZ2007-08-012007-08-022007-08-03121.3621.360.00%market6.38%-2.21%-2.02%-0.19%
MKTX2007-08-012007-08-022007-08-03117.1517.150.00%market25.00%-1.03%-2.02%0.98%
MT2007-08-012007-08-022007-08-031192.35192.350.00%market13.92%-1.69%-2.02%0.33%
MTZ2007-08-012007-08-022007-08-03113.9113.910.00%market4.35%5.36%-2.02%7.38%
NICE2007-08-012007-08-022007-08-03133.9333.930.00%market2.86%-0.78%-2.02%1.24%
NJR2007-08-012007-08-022007-08-03116.5016.500.00%market40.00%-5.25%-2.02%-3.23%
NSP2007-08-012007-08-022007-08-03118.3818.380.00%market31.58%-1.02%-2.02%0.99%
OC2007-08-012007-08-022007-08-03130.3330.330.00%market42.31%-1.95%-2.02%0.07%
OII2007-08-012007-08-022007-08-03129.6429.640.00%market19.44%2.53%-2.02%4.55%
ONTO2007-08-012007-08-022007-08-0317.257.250.00%market269.09%2.52%-2.02%4.54%
OSK2007-08-012007-08-022007-08-03160.4860.480.00%market18.63%-4.81%-2.02%-2.80%
PEG2007-08-012007-08-022007-08-03142.2542.250.00%market18.75%-2.59%-2.02%-0.57%
PH2007-08-012007-08-022007-08-03167.0367.030.00%market4.24%-1.14%-2.02%0.87%
POWI2007-08-012007-08-022007-08-03113.2513.250.00%market7.14%4.43%-2.02%6.45%
PRU2007-08-012007-08-022007-08-03189.2889.280.00%market8.72%-4.69%-2.02%-2.68%
REG2007-08-012007-08-022007-08-03165.2565.250.00%market23.08%1.05%-2.02%3.07%
REGN2007-08-012007-08-022007-08-03114.1814.180.00%market4.65%-1.23%-2.02%0.79%
RIG2007-08-012007-08-022007-08-031105.62105.620.00%market6.98%-5.36%-2.02%-3.35%
SPXC2007-08-012007-08-022007-08-03121.1521.150.00%market2.56%-0.00%-2.02%2.01%
SRI2007-08-012007-08-022007-08-03112.0012.000.00%market10.00%-5.27%-2.02%-3.25%
STGW2007-08-012007-08-022007-08-0316.926.920.00%market71.43%1.73%-2.02%3.75%
TK2007-08-012007-08-022007-08-03156.2056.200.00%market7.14%-0.12%-2.02%1.90%
TNL2007-08-012007-08-022007-08-03115.1615.160.00%market6.52%-8.94%-2.02%-6.92%
TRN2007-08-012007-08-022007-08-03114.1414.140.00%market19.44%-14.53%-2.02%-12.51%
TTEK2007-08-012007-08-022007-08-0314.314.310.00%market5.00%-6.83%-2.02%-4.81%
UMC2007-08-012007-08-022007-08-0314.384.380.00%market100.00%-5.12%-2.02%-3.11%
UNM2007-08-012007-08-022007-08-03125.1525.150.00%market8.51%-5.91%-2.02%-3.89%
WPC2007-08-012007-08-022007-08-03130.3530.350.00%market8.91%-1.12%-2.02%0.90%
AAON2007-08-022007-08-032007-08-0614.374.370.00%market10.00%0.59%-0.73%1.31%
ADC2007-08-022007-08-032007-08-06130.3330.330.00%market2.17%0.79%-0.73%1.52%
AIV2007-08-022007-08-032007-08-0615.635.630.00%market108.82%-2.23%-0.73%-1.50%
AIZ2007-08-022007-08-032007-08-06150.7750.770.00%market8.73%-4.18%-0.73%-3.45%
ALKS2007-08-022007-08-032007-08-06114.9814.980.00%market86.65%11.65%-0.73%12.38%
ATRO2007-08-022007-08-032007-08-0618.498.490.00%market118.18%-6.58%-0.73%-5.85%
CLDX2007-08-022007-08-032007-08-061106.20106.200.00%market30.00%-13.66%-0.73%-12.93%
CNQ2007-08-022007-08-032007-08-06117.0117.010.00%market13.64%-4.27%-0.73%-3.55%
CVS2007-08-022007-08-032007-08-06137.0037.000.00%market2.17%0.68%-0.73%1.41%
DSX2007-08-022007-08-032007-08-06126.0226.020.00%market5.13%-6.98%-0.73%-6.25%
DVA2007-08-022007-08-032007-08-06127.9327.930.00%market7.69%3.07%-0.73%3.80%
ED2007-08-022007-08-032007-08-06145.4645.460.00%market11.76%0.49%-0.73%1.22%
EOG2007-08-022007-08-032007-08-06135.9035.900.00%market13.46%-1.88%-0.73%-1.16%
EVC2007-08-022007-08-032007-08-0619.859.850.00%market60.00%-10.66%-0.73%-9.93%
EXPE2007-08-022007-08-032007-08-06127.9427.940.00%market4.48%-1.39%-0.73%-0.66%
FMS2007-08-022007-08-032007-08-06123.8923.890.00%market3.45%5.17%-0.73%5.90%
FTK2007-08-022007-08-032007-08-061193.50193.500.00%market8.70%-4.22%-0.73%-3.50%
GIL2007-08-022007-08-032007-08-06116.7716.770.00%market4.35%-1.59%-0.73%-0.86%
HTGC2007-08-022007-08-032007-08-06112.1212.120.00%market20.83%0.56%-0.73%1.29%
INSM2007-08-022007-08-032007-08-0617.307.300.00%market60.00%-8.32%-0.73%-7.59%
KBR2007-08-022007-08-032007-08-06134.3534.350.00%market7.14%-5.51%-0.73%-4.79%
LUMN2007-08-022007-08-032007-08-06146.4146.410.00%market4.48%-0.32%-0.73%0.41%
MAA2007-08-022007-08-032007-08-06146.9246.920.00%market175.00%-1.81%-0.73%-1.08%
MAC2007-08-022007-08-032007-08-06175.8475.840.00%market80.00%0.89%-0.73%1.62%
MGM2007-08-022007-08-032007-08-06174.6074.600.00%market6.90%-0.23%-0.73%0.49%
MGRC2007-08-022007-08-032007-08-06130.1630.160.00%market2.86%4.84%-0.73%5.57%
MOH2007-08-022007-08-032007-08-06121.9021.900.00%market7.14%1.91%-0.73%2.64%
MORN2007-08-022007-08-032007-08-06157.1257.120.00%market8.57%9.09%-0.73%9.82%
NEM2007-08-022007-08-032007-08-06141.8041.800.00%market9.09%-2.83%-0.73%-2.10%
NFG2007-08-022007-08-032007-08-06144.5644.560.00%market4.26%-2.01%-0.73%-1.28%
NI2007-08-022007-08-032007-08-0618.048.040.00%market9.09%-6.19%-0.73%-5.47%
NOK2007-08-022007-08-032007-08-06130.4430.440.00%market16.22%-0.99%-0.73%-0.26%
NRG2007-08-022007-08-032007-08-06140.7540.750.00%market43.90%-3.66%-0.73%-2.93%
NUS2007-08-022007-08-032007-08-06115.4015.400.00%market4.35%-4.91%-0.73%-4.18%
OPCH2007-08-022007-08-032007-08-06121.2021.200.00%market300.00%2.35%-0.73%3.08%
PPL2007-08-022007-08-032007-08-06146.4346.430.00%market23.53%-0.12%-0.73%0.60%
PTEN2007-08-022007-08-032007-08-06122.9422.940.00%market18.52%-5.07%-0.73%-4.34%
RHP2007-08-022007-08-032007-08-06150.6150.610.00%market12500.00%-0.22%-0.73%0.51%
SKT2007-08-022007-08-032007-08-06117.2517.250.00%market140.02%2.10%-0.73%2.83%
SM2007-08-022007-08-032007-08-06117.0017.000.00%market26.87%-2.10%-0.73%-1.37%
SRE2007-08-022007-08-032007-08-06128.7828.780.00%market27.71%-3.33%-0.73%-2.60%
TX2007-08-022007-08-032007-08-06130.8030.800.00%market20.41%-4.16%-0.73%-3.43%
WLK2007-08-022007-08-032007-08-06112.5512.550.00%market16.00%2.29%-0.73%3.02%
WMB2007-08-022007-08-032007-08-06126.7326.730.00%market19.44%-5.56%-0.73%-4.84%
ABR2007-08-032007-08-062007-08-07319.3219.320.00%market193.22%-2.64%2.47%-5.10%
B2007-08-032007-08-062007-08-07333.0133.010.00%market2.22%1.90%2.47%-0.57%
BRK-A2007-08-032007-08-062007-08-073110,300.00110,300.000.00%market11.47%2.07%2.47%-0.40%
BRK-B2007-08-032007-08-062007-08-07372.6072.600.00%market11.47%1.61%2.47%-0.86%
EGO2007-08-032007-08-062007-08-07324.5024.500.00%market66.67%0.51%2.47%-1.96%
FCN2007-08-032007-08-062007-08-07346.9046.900.00%market20.45%4.44%2.47%1.97%
MTRN2007-08-032007-08-062007-08-07337.1237.120.00%market15.56%3.59%2.47%1.12%
NPO2007-08-032007-08-062007-08-07340.8440.840.00%market10.99%-6.71%2.47%-9.18%
PG2007-08-032007-08-062007-08-07363.0063.000.00%market1.52%3.44%2.47%0.97%