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 53: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
CHCO2015-01-262015-01-272015-01-28143.5943.590.00%market21.79%-2.12%-1.39%-0.72%
DHI2015-01-262015-01-272015-01-28123.9023.900.00%market14.71%-0.18%-1.39%1.21%
GABC2015-01-262015-01-272015-01-28118.6118.610.00%market11.43%0.49%-1.39%1.89%
HOPE2015-01-262015-01-272015-01-28114.0014.000.00%market3.57%-6.67%-1.39%-5.28%
MSFT2015-01-262015-01-272015-01-28142.9542.950.00%market5.63%-4.20%-1.39%-2.80%
MSTR2015-01-262015-01-272015-01-28115.2515.250.00%market85.71%4.16%-1.39%5.56%
NSC2015-01-262015-01-272015-01-281104.88104.880.00%market0.61%-1.89%-1.39%-0.50%
NWBI2015-01-262015-01-272015-01-28112.1012.100.00%market11.76%-2.33%-1.39%-0.94%
OSIS2015-01-262015-01-272015-01-28170.9770.970.00%market2.13%-1.18%-1.39%0.21%
RLI2015-01-262015-01-272015-01-28124.9524.950.00%market20.00%-4.39%-1.39%-2.99%
RMBS2015-01-262015-01-272015-01-28110.3810.380.00%market133.33%8.09%-1.39%9.48%
ROP2015-01-262015-01-272015-01-281153.89153.890.00%market3.35%0.34%-1.39%1.73%
SANM2015-01-262015-01-272015-01-28122.0022.000.00%market5.17%-3.15%-1.39%-1.75%
SIMO2015-01-262015-01-272015-01-28125.1925.190.00%market9.09%7.32%-1.39%8.72%
WAT2015-01-262015-01-272015-01-281116.51116.510.00%market5.29%1.99%-1.39%3.39%
AAL2015-01-272015-01-282015-01-29152.7952.790.00%market0.66%-1.14%-1.07%-0.07%
AAPL2015-01-272015-01-282015-01-29129.4129.410.00%market16.92%0.99%-1.07%2.06%
AMG2015-01-272015-01-282015-01-291207.44207.440.00%market2.90%-1.22%-1.07%-0.16%
AMGN2015-01-272015-01-282015-01-291158.32158.320.00%market5.37%-1.33%-1.07%-0.26%
AOS2015-01-272015-01-282015-01-29129.7529.750.00%market6.67%-0.34%-1.07%0.73%
AVNT2015-01-272015-01-282015-01-29136.1636.160.00%market5.88%-0.82%-1.07%0.25%
BMY2015-01-272015-01-282015-01-29162.4262.420.00%market15.00%-2.15%-1.07%-1.08%
CB2015-01-272015-01-282015-01-291112.03112.030.00%market8.81%-1.80%-1.07%-0.73%
CNI2015-01-272015-01-282015-01-29169.5269.520.00%market6.19%-3.72%-1.07%-2.66%
COHR2015-01-272015-01-282015-01-29116.1316.130.00%market50.00%8.33%-1.07%9.40%
CUBI2015-01-272015-01-282015-01-29119.7719.770.00%market6.82%0.81%-1.07%1.88%
DHR2015-01-272015-01-282015-01-29157.1457.140.00%market0.97%-1.41%-1.07%-0.34%
DOV2015-01-272015-01-282015-01-29157.1857.180.00%market7.45%-1.10%-1.07%-0.03%
DOX2015-01-272015-01-282015-01-29148.8348.830.00%market8.64%-0.14%-1.07%0.93%
EA2015-01-272015-01-282015-01-29151.8651.860.00%market32.61%6.59%-1.07%7.66%
FIBK2015-01-272015-01-282015-01-29125.0825.080.00%market2.08%-1.62%-1.07%-0.55%
FTK2015-01-272015-01-282015-01-29199.0699.060.00%market13.79%-2.58%-1.07%-1.52%
GLW2015-01-272015-01-282015-01-29124.8724.870.00%market18.42%-4.44%-1.07%-3.37%
ILMN2015-01-272015-01-282015-01-291202.86202.860.00%market11.54%-4.29%-1.07%-3.22%
ITW2015-01-272015-01-282015-01-29193.8593.850.00%market4.42%-0.21%-1.07%0.86%
LMT2015-01-272015-01-282015-01-291191.84191.840.00%market5.61%0.24%-1.07%1.31%
MMM2015-01-272015-01-282015-01-291137.63137.630.00%market0.56%0.82%-1.07%1.89%
MRCY2015-01-272015-01-282015-01-29115.2815.280.00%market100.00%6.64%-1.07%7.71%
NUE2015-01-272015-01-282015-01-29145.1145.110.00%market18.18%-3.16%-1.07%-2.09%
NVS2015-01-272015-01-282015-01-29182.3582.350.00%market7.08%0.64%-1.07%1.71%
OSK2015-01-272015-01-282015-01-29144.9444.940.00%market24.24%-4.11%-1.07%-3.04%
PFE2015-01-272015-01-282015-01-29130.8730.870.00%market1.89%-2.37%-1.07%-1.30%
PH2015-01-272015-01-282015-01-291121.28121.280.00%market18.71%-2.31%-1.07%-1.24%
PII2015-01-272015-01-282015-01-291148.15148.150.00%market2.06%-0.19%-1.07%0.87%
PLD2015-01-272015-01-282015-01-29147.3347.330.00%market2.13%-2.40%-1.07%-1.34%
STBA2015-01-272015-01-282015-01-29128.1728.170.00%market4.26%0.96%-1.07%2.03%
WDC2015-01-272015-01-282015-01-29178.7678.760.00%market7.62%-3.15%-1.07%-2.08%
ALGT2015-01-282015-01-292015-01-301177.50177.500.00%market29.79%2.02%-0.46%2.49%
AME2015-01-282015-01-292015-01-30148.7248.720.00%market1.61%-1.78%-0.46%-1.32%
AMP2015-01-282015-01-292015-01-301129.06129.060.00%market4.07%-3.29%-0.46%-2.83%
BA2015-01-282015-01-292015-01-301139.69139.690.00%market9.48%3.97%-0.46%4.43%
BAH2015-01-282015-01-292015-01-30129.8529.850.00%market5.88%-2.58%-0.46%-2.11%
CACI2015-01-282015-01-292015-01-30184.7084.700.00%market43.93%-0.23%-0.46%0.23%
CBT2015-01-282015-01-292015-01-30142.3042.300.00%market23.08%0.16%-0.46%0.62%
CMPR2015-01-282015-01-292015-01-30173.8273.820.00%market30.86%9.02%-0.46%9.48%
COR2015-01-282015-01-292015-01-30196.8796.870.00%market18.75%-1.98%-0.46%-1.51%
CRUS2015-01-282015-01-292015-01-30127.4827.480.00%market25.97%-3.67%-0.46%-3.20%
DHT2015-01-282015-01-292015-01-3017.847.840.00%market287.50%-6.35%-0.46%-5.89%
EAT2015-01-282015-01-292015-01-30161.0361.030.00%market2.90%-4.36%-0.46%-3.90%
ELV2015-01-282015-01-292015-01-301134.62134.620.00%market0.58%0.15%-0.46%0.62%
EXTR2015-01-282015-01-292015-01-3012.842.840.00%market19.99%3.42%-0.46%3.89%
FLEX2015-01-282015-01-292015-01-30111.0911.090.00%market15.38%0.17%-0.46%0.63%
FTNT2015-01-282015-01-292015-01-3015.905.900.00%market1.59%1.26%-0.46%1.72%
GD2015-01-282015-01-292015-01-301136.32136.320.00%market2.82%-2.38%-0.46%-1.92%
IEX2015-01-282015-01-292015-01-30170.2770.270.00%market2.30%2.86%-0.46%3.32%
KEX2015-01-282015-01-292015-01-30175.8375.830.00%market3.48%-4.50%-0.46%-4.04%
KNX2015-01-282015-01-292015-01-30131.1431.140.00%market24.44%-8.61%-0.46%-8.15%
KRC2015-01-282015-01-292015-01-30185.7085.700.00%market8.33%-13.58%-0.46%-13.11%
LRCX2015-01-282015-01-292015-01-3018.008.000.00%market9.09%-4.60%-0.46%-4.14%
LVS2015-01-282015-01-292015-01-30156.6856.680.00%market15.00%-4.18%-0.46%-3.71%
META2015-01-282015-01-292015-01-30176.8576.850.00%market10.20%-1.32%-0.46%-0.86%
MKC2015-01-282015-01-292015-01-30135.9335.930.00%market1.75%-0.74%-0.46%-0.28%
MKC-V2015-01-282015-01-292015-01-30135.8435.840.00%market1.75%-0.41%-0.46%0.06%
MKSI2015-01-282015-01-292015-01-30135.0135.010.00%market14.89%-0.10%-0.46%0.36%
MKTX2015-01-282015-01-292015-01-30173.6173.610.00%market9.62%3.11%-0.46%3.57%
MUR2015-01-282015-01-292015-01-30143.8343.830.00%market56.00%2.36%-0.46%2.83%
PBR-A2015-01-282015-01-292015-01-3016.686.680.00%market5.00%-8.03%-0.46%-7.57%
PGR2015-01-282015-01-292015-01-30126.5826.580.00%market33.33%-2.47%-0.46%-2.01%
PTC2015-01-282015-01-292015-01-30131.5831.580.00%market2.04%5.69%-0.46%6.16%
QCOM2015-01-282015-01-292015-01-30165.5165.510.00%market7.20%-4.76%-0.46%-4.29%
QRVO2015-01-282015-01-292015-01-30172.7072.700.00%market24.79%1.51%-0.46%1.97%
RES2015-01-282015-01-292015-01-30111.7311.730.00%market12.50%6.21%-0.46%6.67%
ROK2015-01-282015-01-292015-01-301108.78108.780.00%market10.07%0.03%-0.46%0.49%
RYAM2015-01-282015-01-292015-01-30117.9717.970.00%market1.67%-4.83%-0.46%-4.37%
SLG2015-01-282015-01-292015-01-301138.19138.190.00%market1.32%-3.39%-0.46%-2.92%
STM2015-01-282015-01-292015-01-3018.338.330.00%market40.00%-0.46%-0.46%0.00%
TEL2015-01-282015-01-292015-01-30167.4367.430.00%market8.89%-1.64%-0.46%-1.18%
TER2015-01-282015-01-292015-01-30119.2419.240.00%market16.67%-6.03%-0.46%-5.56%
TROW2015-01-282015-01-292015-01-30178.9978.990.00%market3.51%-0.44%-0.46%0.02%
TSCO2015-01-282015-01-292015-01-30116.1916.190.00%market6.67%0.15%-0.46%0.61%
TTEK2015-01-282015-01-292015-01-3014.654.650.00%market14.29%-0.96%-0.46%-0.50%
UMC2015-01-282015-01-292015-01-3012.452.450.00%market100.00%-2.96%-0.46%-2.49%
ABT2015-01-292015-01-302015-02-02145.4045.400.00%market4.41%-0.47%0.67%-1.15%
AIT2015-01-292015-01-302015-02-02143.0543.050.00%market5.88%-4.21%0.67%-4.88%
ALLY2015-01-292015-01-302015-02-02119.4119.410.00%market2.56%-1.80%0.67%-2.47%
ALV2015-01-292015-01-302015-02-02177.9477.940.00%market11.04%0.45%0.67%-0.22%
AMZN2015-01-292015-01-302015-02-02117.3217.320.00%market168.10%5.10%0.67%4.42%
APD2015-01-292015-01-302015-02-021134.65134.650.00%market4.03%1.30%0.67%0.62%
AX2015-01-292015-01-302015-02-02120.9820.980.00%market6.67%2.40%0.67%1.73%
BABA2015-01-292015-01-302015-02-02189.6089.600.00%market8.00%0.49%0.67%-0.18%
BAX2015-01-292015-01-302015-02-02138.5938.590.00%market2.29%-0.80%0.67%-1.47%
BC2015-01-292015-01-302015-02-02154.3854.380.00%market22.22%-0.84%0.67%-1.51%
BIIB2015-01-292015-01-302015-02-021372.75372.750.00%market8.20%4.53%0.67%3.85%
BX2015-01-292015-01-302015-02-02136.3336.330.00%market30.21%0.53%0.67%-0.14%
CACC2015-01-292015-01-302015-02-021143.76143.760.00%market5.18%15.41%0.67%14.73%
CAH2015-01-292015-01-302015-02-02184.5984.590.00%market8.11%-2.19%0.67%-2.87%
CHKP2015-01-292015-01-302015-02-02178.0078.000.00%market1.90%-2.02%0.67%-2.70%
CL2015-01-292015-01-302015-02-02168.3568.350.00%market2.70%0.84%0.67%0.16%
CNXN2015-01-292015-01-302015-02-02123.1423.140.00%market9.76%2.15%0.67%1.47%
CPF2015-01-292015-01-302015-02-02120.7920.790.00%market37.04%4.81%0.67%4.13%
CVCO2015-01-292015-01-302015-02-02175.7275.720.00%market8.33%-2.01%0.67%-2.69%
DB2015-01-292015-01-302015-02-02129.0529.050.00%market29.73%3.76%0.67%3.08%
DD2015-01-292015-01-302015-02-02179.4779.470.00%market25.00%1.52%0.67%0.85%
DGX2015-01-292015-01-302015-02-02170.3170.310.00%market3.85%1.95%0.67%1.27%
EMN2015-01-292015-01-302015-02-02167.8067.800.00%market6.49%2.92%0.67%2.25%
F2015-01-292015-01-302015-02-02114.7514.750.00%market18.18%3.43%0.67%2.75%
FBNC2015-01-292015-01-302015-02-02116.9416.940.00%market13.33%1.85%0.67%1.17%
FFBC2015-01-292015-01-302015-02-02116.4816.480.00%market3.23%2.99%0.67%2.32%
GFF2015-01-292015-01-302015-02-02113.6213.620.00%market23.08%3.79%0.67%3.12%
HAE2015-01-292015-01-302015-02-02139.5139.510.00%market3.92%4.15%0.67%3.48%
HOG2015-01-292015-01-302015-02-02163.6063.600.00%market2.94%-3.12%0.67%-3.79%
HP2015-01-292015-01-302015-02-02157.1557.150.00%market11.84%11.36%0.67%10.69%
HUBB2015-01-292015-01-302015-02-021107.95107.950.00%market9.52%0.70%0.67%0.02%
HZO2015-01-292015-01-302015-02-02125.1225.120.00%market110.00%8.42%0.67%7.75%
IVZ2015-01-292015-01-302015-02-02137.1737.170.00%market1.61%0.57%0.67%-0.10%
JBLU2015-01-292015-01-302015-02-02116.9016.900.00%market8.33%-1.64%0.67%-2.31%
LRN2015-01-292015-01-302015-02-02114.5714.570.00%market13.79%2.78%0.67%2.11%
LSTR2015-01-292015-01-302015-02-02164.0064.000.00%market6.17%2.40%0.67%1.73%
MCHP2015-01-292015-01-302015-02-02123.4023.400.00%market3.23%-4.46%0.67%-5.13%
MD2015-01-292015-01-302015-02-02168.8268.820.00%market3.49%-1.32%0.67%-1.99%
MTH2015-01-292015-01-302015-02-02118.0018.000.00%market15.38%1.07%0.67%0.39%
MTX2015-01-292015-01-302015-02-02160.8360.830.00%market14.95%6.21%0.67%5.54%
NEU2015-01-292015-01-302015-02-021438.99438.990.00%market9.69%1.65%0.67%0.98%
NFG2015-01-292015-01-302015-02-02165.0065.000.00%market13.64%-1.33%0.67%-2.00%
NGVC2015-01-292015-01-302015-02-02130.0730.070.00%market14.29%0.37%0.67%-0.31%
NOC2015-01-292015-01-302015-02-021156.31156.310.00%market1.78%1.74%0.67%1.07%
OXY2015-01-292015-01-302015-02-02177.7977.790.00%market5.88%2.91%0.67%2.24%
PFG2015-01-292015-01-302015-02-02146.8846.880.00%market4.81%2.18%0.67%1.51%
PHM2015-01-292015-01-302015-02-02121.4021.400.00%market7.50%-4.03%0.67%-4.70%
PSX2015-01-292015-01-302015-02-02169.7369.730.00%market18.98%4.30%0.67%3.63%
RHI2015-01-292015-01-302015-02-02157.4357.430.00%market1.64%3.47%0.67%2.80%
SIGI2015-01-292015-01-302015-02-02126.9526.950.00%market12.50%-3.63%0.67%-4.30%
SWK2015-01-292015-01-302015-02-02195.1995.190.00%market1.96%0.27%0.67%-0.41%
SXC2015-01-292015-01-302015-02-02115.1415.140.00%market15.38%-0.23%0.67%-0.91%
SYNA2015-01-292015-01-302015-02-02175.1275.120.00%market19.67%3.57%0.67%2.90%
TDY2015-01-292015-01-302015-02-02196.2596.250.00%market6.52%-1.73%0.67%-2.40%
TKR2015-01-292015-01-302015-02-02138.0138.010.00%market6.56%3.56%0.67%2.88%
TMO2015-01-292015-01-302015-02-021126.81126.810.00%market2.58%-0.83%0.67%-1.50%
TPR2015-01-292015-01-302015-02-02138.5838.580.00%market9.09%-2.80%0.67%-3.47%
V2015-01-292015-01-302015-02-02165.1065.100.00%market1.61%-2.04%0.67%-2.71%
VLO2015-01-292015-01-302015-02-02151.7551.750.00%market37.59%5.10%0.67%4.42%
VRTS2015-01-292015-01-302015-02-021139.91139.910.00%market26.50%-0.14%0.67%-0.82%
WERN2015-01-292015-01-302015-02-02129.2629.260.00%market18.42%-1.91%0.67%-2.58%
XEL2015-01-292015-01-302015-02-02137.8737.870.00%market14.71%-0.89%0.67%-1.57%
ZBH2015-01-292015-01-302015-02-021108.64108.640.00%market0.59%1.68%0.67%1.00%
ABBV2015-01-302015-02-022015-02-03361.4961.490.00%market4.71%0.16%2.39%-2.23%
CNX2015-01-302015-02-022015-02-03329.1929.190.00%market25.00%10.42%2.39%8.02%
CVX2015-01-302015-02-022015-02-033103.98103.980.00%market13.50%5.24%2.39%2.84%
GHM2015-01-302015-02-022015-02-03321.1021.100.00%market21.88%3.26%2.39%0.87%
HMC2015-01-302015-02-022015-02-03331.3531.350.00%market14.55%-0.48%2.39%-2.88%
IDXX2015-01-302015-02-022015-02-03379.5479.540.00%market33.33%-1.46%2.39%-3.85%
LEA2015-01-302015-02-022015-02-033101.77101.770.00%market9.66%5.82%2.39%3.42%
LLY2015-01-302015-02-022015-02-03371.8771.870.00%market1.35%-1.46%2.39%-3.86%
MA2015-01-302015-02-022015-02-03381.7181.710.00%market2.99%2.47%2.39%0.08%
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RNR2015-02-032015-02-042015-02-05195.1195.110.00%market59.47%8.63%1.08%7.55%
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HUBG2015-02-042015-02-052015-02-06117.4817.480.00%market17.14%7.39%0.34%7.06%
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TTMI2015-02-042015-02-052015-02-0617.317.310.00%market12.00%6.33%0.34%5.99%
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ARW2015-02-052015-02-062015-02-09157.6357.630.00%market3.30%0.99%-0.93%1.93%
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BCO2015-02-052015-02-062015-02-09125.4425.440.00%market7.81%-1.59%-0.93%-0.66%
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CMI2015-02-052015-02-062015-02-091138.21138.210.00%market1.99%-2.86%-0.93%-1.92%
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CSL2015-02-052015-02-062015-02-09195.6995.690.00%market8.00%-1.94%-0.93%-1.00%
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GPI2015-02-052015-02-062015-02-09185.2785.270.00%market27.48%-0.40%-0.93%0.53%
GPK2015-02-052015-02-062015-02-09115.0615.060.00%market40.00%-1.89%-0.93%-0.96%
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KMPR2015-02-052015-02-062015-02-09137.3337.330.00%market43.66%-1.28%-0.93%-0.34%
LAZ2015-02-052015-02-062015-02-09151.2351.230.00%market21.70%-2.58%-0.93%-1.64%
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MMS2015-02-052015-02-062015-02-09159.9659.960.00%market10.53%-2.22%-0.93%-1.28%
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OLN2015-02-052015-02-062015-02-09125.8525.850.00%market13.64%5.74%-0.93%6.68%
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PCTY2015-02-052015-02-062015-02-09125.0825.080.00%market37.50%8.11%-0.93%9.05%
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PPL2015-02-052015-02-062015-02-09133.5333.530.00%market13.73%-4.22%-0.93%-3.28%
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SNN2015-02-052015-02-062015-02-09136.4136.410.00%market27.50%-0.37%-0.93%0.56%
SPSC2015-02-052015-02-062015-02-09131.7931.790.00%market28.57%5.44%-0.93%6.37%
SQNS2015-02-052015-02-062015-02-091125.00125.000.00%market7.69%3.90%-0.93%4.83%
SSD2015-02-052015-02-062015-02-09133.3533.350.00%market10.53%1.91%-0.93%2.84%
SXT2015-02-052015-02-062015-02-09162.0662.060.00%market1.43%-5.18%-0.93%-4.24%
TBI2015-02-052015-02-062015-02-09123.5023.500.00%market15.56%-7.55%-0.93%-6.61%
TDC2015-02-052015-02-062015-02-09141.4941.490.00%market1.11%2.33%-0.93%3.27%
TEVA2015-02-052015-02-062015-02-09158.0158.010.00%market0.77%-2.94%-0.93%-2.01%
TRAK2015-02-052015-02-062015-02-09111.2811.280.00%market150.00%3.98%-0.93%4.91%
UI2015-02-052015-02-062015-02-09129.2029.200.00%market10.42%1.75%-0.93%2.68%
UTI2015-02-052015-02-062015-02-0918.658.650.00%market200.00%-0.56%-0.93%0.37%
VMC2015-02-052015-02-062015-02-09174.5374.530.00%market14.81%2.10%-0.93%3.03%
XYL2015-02-052015-02-062015-02-09134.8734.870.00%market3.33%0.59%-0.93%1.52%
YELP2015-02-052015-02-062015-02-09147.7047.700.00%market242.86%-11.69%-0.93%-10.76%
AON2015-02-062015-02-092015-02-10396.1896.180.00%market1.61%1.99%1.00%0.99%
CCJ2015-02-062015-02-092015-02-10315.1715.170.00%market44.83%4.18%1.00%3.19%
LHX2015-02-062015-02-092015-02-10376.0576.050.00%market11.86%-0.09%1.00%-1.08%
MCO2015-02-062015-02-092015-02-10397.7797.770.00%market17.89%1.00%1.00%0.01%
MRSH2015-02-062015-02-092015-02-10354.4954.490.00%market1.54%1.74%1.00%0.74%
PRG2015-02-062015-02-092015-02-10332.5632.560.00%market11.43%-4.52%1.00%-5.52%
ALSN2015-02-092015-02-102015-02-11130.9430.940.00%market116.67%0.55%0.51%0.04%
AMKR2015-02-092015-02-102015-02-1118.398.390.00%market192.31%3.48%0.51%2.97%
CBZ2015-02-092015-02-102015-02-1118.638.630.00%market283.33%-1.84%0.51%-2.35%
CMP2015-02-092015-02-102015-02-11195.4095.400.00%market20.20%-4.84%0.51%-5.35%
CRK2015-02-092015-02-102015-02-11127.5527.550.00%market9.52%-2.64%0.51%-3.15%
DAC2015-02-092015-02-102015-02-11188.0688.060.00%market40.00%-13.77%0.51%-14.28%
DXC2015-02-092015-02-102015-02-11129.9029.900.00%market5.36%3.16%0.51%2.65%
ESE2015-02-092015-02-102015-02-11137.1637.160.00%market32.26%-1.34%0.51%-1.85%
HAS2015-02-092015-02-102015-02-11160.8760.870.00%market0.83%0.44%0.51%-0.07%
ICUI2015-02-092015-02-102015-02-11189.9989.990.00%market17.24%-1.47%0.51%-1.98%
L2015-02-092015-02-102015-02-11141.5041.500.00%market32.08%-0.17%0.51%-0.68%
MAS2015-02-092015-02-102015-02-11122.8822.880.00%market20.00%0.25%0.51%-0.26%
MOH2015-02-092015-02-102015-02-11151.2851.280.00%market13.11%13.75%0.51%13.24%
MXL2015-02-092015-02-102015-02-1118.518.510.00%market20.69%-1.98%0.51%-2.49%
PRI2015-02-092015-02-102015-02-11154.2954.290.00%market7.06%0.34%0.51%-0.17%
QLYS2015-02-092015-02-102015-02-11143.6043.600.00%market87.50%5.06%0.51%4.55%
SNEX2015-02-092015-02-102015-02-1114.004.000.00%market74.99%2.40%0.51%1.89%
TDW2015-02-092015-02-102015-02-1111,056.771,056.770.00%market22.28%-10.84%0.51%-11.35%
ACGL2015-02-102015-02-112015-02-12120.1520.150.00%market8.57%-1.54%1.12%-2.66%
ACM2015-02-102015-02-112015-02-12126.9926.990.00%market22.41%-0.17%1.12%-1.29%
ADEA2015-02-102015-02-112015-02-12110.9010.900.00%market82.35%-4.69%1.12%-5.81%
AKAM2015-02-102015-02-112015-02-12164.9264.920.00%market3.17%4.01%1.12%2.89%
CDW2015-02-102015-02-112015-02-12136.2636.260.00%market9.26%0.29%1.12%-0.83%
CIGI2015-02-102015-02-112015-02-12136.4836.480.00%market14.85%7.79%1.12%6.68%
CRL2015-02-102015-02-112015-02-12172.2572.250.00%market14.08%2.24%1.12%1.12%
CVS2015-02-102015-02-112015-02-121101.55101.550.00%market0.83%1.33%1.12%0.21%
DOC2015-02-102015-02-112015-02-12142.8842.880.00%market2.60%-0.59%1.12%-1.71%
EEFT2015-02-102015-02-112015-02-12154.4054.400.00%market2.78%0.76%1.12%-0.35%
FTI2015-02-102015-02-112015-02-12131.3731.370.00%market1.28%3.73%1.12%2.61%
KO2015-02-102015-02-112015-02-12142.1042.100.00%market4.76%0.07%1.12%-1.05%
MLM2015-02-102015-02-112015-02-121137.61137.610.00%market20.73%3.15%1.12%2.03%
NSP2015-02-102015-02-112015-02-12122.7022.700.00%market38.46%5.01%1.12%3.89%
OMC2015-02-102015-02-112015-02-12174.8674.860.00%market3.17%2.05%1.12%0.93%
PAYC2015-02-102015-02-112015-02-12134.1334.130.00%market41.58%-3.18%1.12%-4.29%
RUSHA2015-02-102015-02-112015-02-12113.4413.440.00%market26.09%-3.08%1.12%-4.19%
SCI2015-02-102015-02-112015-02-12123.3623.360.00%market2.78%5.81%1.12%4.69%
SKT2015-02-102015-02-112015-02-12138.0438.040.00%market23.26%-2.81%1.12%-3.93%
TNL2015-02-102015-02-112015-02-12140.1740.170.00%market7.14%0.62%1.12%-0.50%
TRMB2015-02-102015-02-112015-02-12125.7425.740.00%market3.57%5.81%1.12%4.69%
VSAT2015-02-102015-02-112015-02-12163.1763.170.00%market58.06%-1.67%1.12%-2.79%
WTW2015-02-102015-02-112015-02-121119.42119.420.00%market2.52%7.22%1.12%6.10%
WU2015-02-102015-02-112015-02-12118.0518.050.00%market23.53%1.34%1.12%0.22%
ACCO2015-02-112015-02-122015-02-1317.527.520.00%market2.86%3.62%0.91%2.71%
AEM2015-02-112015-02-122015-02-13132.0032.000.00%market886.44%1.81%0.91%0.90%
CG2015-02-112015-02-122015-02-13127.4527.450.00%market21.74%2.56%0.91%1.65%
CPA2015-02-112015-02-122015-02-131116.15116.150.00%market46.63%2.46%0.91%1.55%
CSCO2015-02-112015-02-122015-02-13128.9928.990.00%market3.92%1.42%0.91%0.51%
CXW2015-02-112015-02-122015-02-13138.6738.670.00%market1.52%3.13%0.91%2.22%
DIOD2015-02-112015-02-122015-02-13129.0029.000.00%market11.76%-4.20%0.91%-5.11%
EFX2015-02-112015-02-122015-02-13187.3387.330.00%market0.99%5.89%0.91%4.98%
ES2015-02-112015-02-122015-02-13153.4053.400.00%market4.35%-4.56%0.91%-5.47%
GLOB2015-02-112015-02-122015-02-13114.7214.720.00%market26.32%-2.48%0.91%-3.39%
GNRC2015-02-112015-02-122015-02-13149.3349.330.00%market25.64%1.04%0.91%0.13%
HSIC2015-02-112015-02-122015-02-13156.1456.140.00%market4.00%-0.08%0.91%-0.99%
HUBS2015-02-112015-02-122015-02-13137.7037.700.00%market3.85%14.73%0.91%13.82%
MATV2015-02-112015-02-122015-02-13142.1742.170.00%market8.45%2.22%0.91%1.31%
MDLZ2015-02-112015-02-122015-02-13136.9836.980.00%market9.30%-0.64%0.91%-1.55%
MET2015-02-112015-02-122015-02-13145.1345.130.00%market0.73%0.32%0.91%-0.59%
MKL2015-02-112015-02-122015-02-131706.44706.440.00%market25.96%3.51%0.91%2.60%
MORN2015-02-112015-02-122015-02-13169.9569.950.00%market7.58%11.75%0.91%10.84%
MOS2015-02-112015-02-122015-02-13152.3452.340.00%market1.16%-0.12%0.91%-1.03%
OC2015-02-112015-02-122015-02-13138.8538.850.00%market11.90%-0.43%0.91%-1.34%
PEP2015-02-112015-02-122015-02-131100.05100.050.00%market3.70%-1.02%0.91%-1.93%
REG2015-02-112015-02-122015-02-13167.0467.040.00%market145.83%-0.50%0.91%-1.41%
TEO2015-02-112015-02-122015-02-13120.7620.760.00%market16.67%1.39%0.91%0.48%
TRNO2015-02-112015-02-122015-02-13122.3922.390.00%market300.00%3.21%0.91%2.30%
VOYA2015-02-112015-02-122015-02-13143.2143.210.00%market32.00%-0.15%0.91%-1.06%
WIX2015-02-112015-02-122015-02-13119.3519.350.00%market19.35%-2.74%0.91%-3.64%
ZTS2015-02-112015-02-122015-02-13147.2447.240.00%market11.11%-3.87%0.91%-4.78%
AAP2015-02-122015-02-132015-02-171151.02151.020.00%market4.05%-0.62%0.50%-1.12%
ALNY2015-02-122015-02-132015-02-17196.0096.000.00%market80.70%0.61%0.50%0.11%
APA2015-02-122015-02-132015-02-17165.8665.860.00%market40.79%1.31%0.50%0.81%
BFAM2015-02-122015-02-132015-02-17149.1749.170.00%market2.63%0.04%0.50%-0.46%
CGNX2015-02-122015-02-132015-02-17120.4920.490.00%market23.08%0.58%0.50%0.09%
COLM2015-02-122015-02-132015-02-17149.3049.300.00%market17.91%10.53%0.50%10.03%
CUZ2015-02-122015-02-132015-02-17131.1931.190.00%market14.29%1.63%0.50%1.13%
CYTK2015-02-122015-02-132015-02-1717.437.430.00%market235.29%9.86%0.50%9.36%
DLR2015-02-122015-02-132015-02-17170.6370.630.00%market1.61%-4.81%0.50%-5.31%
DVA2015-02-122015-02-132015-02-17175.0075.000.00%market7.87%-3.06%0.50%-3.56%
FAF2015-02-122015-02-132015-02-17137.1237.120.00%market22.81%-0.29%0.50%-0.79%
FLO2015-02-122015-02-132015-02-17121.2121.210.00%market17.65%1.79%0.50%1.29%
HE2015-02-122015-02-132015-02-17133.2333.230.00%market12.50%-0.49%0.50%-0.99%
IFF2015-02-122015-02-132015-02-171115.34115.340.00%market3.88%1.51%0.50%1.02%
IQV2015-02-122015-02-132015-02-17164.0264.020.00%market5.97%-0.12%0.50%-0.61%
MANU2015-02-122015-02-132015-02-17117.3417.340.00%market98.80%-2.35%0.50%-2.85%
MFA2015-02-122015-02-132015-02-17131.4431.440.00%market17.65%0.79%0.50%0.29%
NNN2015-02-122015-02-132015-02-17140.7240.720.00%market3.77%1.35%0.50%0.85%
PBF2015-02-122015-02-132015-02-17130.0130.010.00%market37.80%-0.20%0.50%-0.70%
POOL2015-02-122015-02-132015-02-17169.8069.800.00%market28.57%-0.54%0.50%-1.04%
PSKY2015-02-122015-02-132015-02-17160.1060.100.00%market1.32%0.07%0.50%-0.43%
RSG2015-02-122015-02-132015-02-17141.0041.000.00%market4.17%-2.88%0.50%-3.38%
SKYW2015-02-122015-02-132015-02-17112.5312.530.00%market210.00%7.72%0.50%7.22%
SON2015-02-122015-02-132015-02-17146.5846.580.00%market3.13%0.69%0.50%0.20%
SPGI2015-02-122015-02-132015-02-171101.43101.430.00%market5.56%1.65%0.50%1.15%
SPXC2015-02-122015-02-132015-02-17122.6422.640.00%market6.79%-5.24%0.50%-5.74%
SSTK2015-02-122015-02-132015-02-17159.5159.510.00%market9.37%-4.32%0.50%-4.82%
TTE2015-02-122015-02-132015-02-17154.0354.030.00%market15.09%0.58%0.50%0.09%
WD2015-02-122015-02-132015-02-17116.8216.820.00%market2.04%-2.95%0.50%-3.45%
WSO2015-02-122015-02-132015-02-171116.90116.900.00%market9.52%0.34%0.50%-0.15%
ZD2015-02-122015-02-132015-02-17157.3957.390.00%market8.89%0.66%0.50%0.16%
BN2015-02-132015-02-172015-02-18412.8212.820.00%market407.14%-0.72%0.35%-1.07%
DTE2015-02-132015-02-172015-02-18469.2769.270.00%market12.50%3.70%0.35%3.35%
ESNT2015-02-132015-02-172015-02-18424.5424.540.00%market6.45%-2.38%0.35%-2.73%
ITT2015-02-132015-02-172015-02-18441.7241.720.00%market3.51%-1.66%0.35%-2.01%
MSA2015-02-162015-02-172015-02-18148.8648.860.00%market30.99%1.72%0.35%1.37%
POR2015-02-132015-02-172015-02-18436.7936.790.00%market5.77%0.99%0.35%0.64%
SJM2015-02-132015-02-172015-02-184113.28113.280.00%market1.99%0.80%0.35%0.45%
TRP2015-02-132015-02-172015-02-18442.1842.180.00%market18.75%-1.71%0.35%-2.06%
VIPS2015-02-162015-02-172015-02-18124.1524.150.00%market33.33%6.57%0.35%6.22%
VTR2015-02-132015-02-172015-02-18467.2267.220.00%market1.77%1.33%0.35%0.98%
AAT2015-02-172015-02-182015-02-19142.5642.560.00%market2.44%-0.59%0.15%-0.75%
ADI2015-02-172015-02-182015-02-19158.4058.400.00%market3.28%0.33%0.15%0.18%
AMC2015-02-172015-02-182015-02-191313.50313.500.00%market66.67%3.50%0.15%3.35%
AORT2015-02-172015-02-182015-02-19110.5810.580.00%market40.00%3.87%0.15%3.72%
BXMT2015-02-172015-02-182015-02-19128.9528.950.00%market1.96%-2.24%0.15%-2.39%
CHE2015-02-172015-02-182015-02-191112.90112.900.00%market6.51%0.82%0.15%0.67%
CPAC2015-02-172015-02-182015-02-1918.588.580.00%market35.71%1.07%0.15%0.91%
ENPH2015-02-172015-02-182015-02-19115.2015.200.00%market150.00%-10.76%0.15%-10.91%
FE2015-02-172015-02-182015-02-19136.1536.150.00%market5.26%0.12%0.15%-0.03%
FLS2015-02-172015-02-182015-02-19160.8560.850.00%market2.65%2.73%0.15%2.57%
GPC2015-02-172015-02-182015-02-19196.2896.280.00%market0.94%-0.69%0.15%-0.84%
GT2015-02-172015-02-182015-02-19126.6426.640.00%market1.72%2.53%0.15%2.37%
IOSP2015-02-172015-02-182015-02-19144.0044.000.00%market31.82%-0.15%0.15%-0.30%
KALU2015-02-172015-02-182015-02-19171.7771.770.00%market3.66%1.49%0.15%1.34%
LECO2015-02-172015-02-182015-02-19168.4068.400.00%market5.49%1.44%0.15%1.28%
MDT2015-02-172015-02-182015-02-19178.0078.000.00%market4.12%0.07%0.15%-0.09%
MGM2015-02-172015-02-182015-02-19121.9621.960.00%market1249.43%2.09%0.15%1.93%
OPLN2015-02-172015-02-182015-02-19113.6513.650.00%market37.93%1.95%0.15%1.80%
PLAB2015-02-172015-02-182015-02-1918.858.850.00%market16.67%-2.25%0.15%-2.40%
ROG2015-02-172015-02-182015-02-19180.5980.590.00%market23.61%-1.85%0.15%-2.00%
TEX2015-02-172015-02-182015-02-19124.7524.750.00%market5.88%2.45%0.15%2.29%
UCTT2015-02-172015-02-182015-02-1919.379.370.00%market25.00%-7.68%0.15%-7.83%
USAC2015-02-172015-02-182015-02-19119.2219.220.00%market40.00%3.23%0.15%3.08%
VECO2015-02-172015-02-182015-02-19131.9931.990.00%market160.00%-7.04%0.15%-7.19%
VNOM2015-02-172015-02-182015-02-19119.2519.250.00%market16.67%-5.71%0.15%-5.86%
VRNS2015-02-172015-02-182015-02-19111.9211.920.00%market38.50%-13.69%0.15%-13.84%
WM2015-02-172015-02-182015-02-19154.0854.080.00%market9.84%0.47%0.15%0.32%
ALLE2015-02-182015-02-192015-02-20155.9455.940.00%market8.57%4.66%0.87%3.78%
B2015-02-182015-02-192015-02-20112.5512.550.00%market25.00%2.61%0.87%1.74%
BCRX2015-02-182015-02-192015-02-20110.0610.060.00%market20.00%0.79%0.87%-0.08%
CAR2015-02-182015-02-192015-02-20163.0063.000.00%market15.00%-0.97%0.87%-1.85%
CDE2015-02-182015-02-192015-02-2016.536.530.00%market13.95%-10.67%0.87%-11.54%
CNK2015-02-182015-02-192015-02-20141.2041.200.00%market24.24%1.62%0.87%0.75%
DLNG2015-02-182015-02-192015-02-20120.1920.190.00%market2.38%-1.29%0.87%-2.16%
DORM2015-02-182015-02-192015-02-20145.1845.180.00%market6.78%-0.76%0.87%-1.64%
EFOR2015-02-182015-02-192015-02-20137.7937.790.00%market13.21%3.34%0.87%2.47%
EIG2015-02-182015-02-192015-02-20122.1122.110.00%market51.72%7.68%0.87%6.81%
FLR2015-02-182015-02-192015-02-20158.2558.250.00%market28.18%1.75%0.87%0.88%
FNF2015-02-182015-02-192015-02-20126.8426.840.00%market6.38%0.12%0.87%-0.75%
H2015-02-182015-02-192015-02-20159.5359.530.00%market40.91%-0.54%0.87%-1.41%
IAG2015-02-182015-02-192015-02-2012.412.410.00%market275.00%-3.42%0.87%-4.29%
IPI2015-02-182015-02-192015-02-201140.00140.000.00%market247.83%0.40%0.87%-0.47%
LOPE2015-02-182015-02-192015-02-20145.9345.930.00%market4.48%1.53%0.87%0.66%
MAR2015-02-182015-02-192015-02-20183.7883.780.00%market4.62%-1.03%0.87%-1.90%
NVMI2015-02-182015-02-192015-02-20111.2011.200.00%market100.00%2.13%0.87%1.26%
OGS2015-02-182015-02-192015-02-20142.3742.370.00%market4.55%-0.62%0.87%-1.49%
OIS2015-02-182015-02-192015-02-20140.7840.780.00%market10.10%1.18%0.87%0.30%
SCL2015-02-182015-02-192015-02-20140.6540.650.00%market8.57%-0.05%0.87%-0.92%
SNPS2015-02-182015-02-192015-02-20146.0646.060.00%market26.98%1.83%0.87%0.96%
SUN2015-02-182015-02-192015-02-20150.4350.430.00%market69.49%2.04%0.87%1.17%
TILE2015-02-182015-02-192015-02-20118.8418.840.00%market41.18%0.27%0.87%-0.60%
TRN2015-02-182015-02-192015-02-20122.3122.310.00%market3.61%5.95%0.87%5.08%
WAB2015-02-182015-02-192015-02-20192.8592.850.00%market1.06%2.25%0.87%1.37%
XPO2015-02-182015-02-192015-02-20114.7514.750.00%market16.67%-1.59%0.87%-2.47%
AMN2015-02-192015-02-202015-02-23121.1721.170.00%market16.67%8.26%0.83%7.44%
ANET2015-02-192015-02-202015-02-2314.514.510.00%market30.00%-4.31%0.83%-5.14%
ANIP2015-02-192015-02-202015-02-23165.1965.190.00%market6.35%6.37%0.83%5.55%
ATRO2015-02-192015-02-202015-02-23137.6037.600.00%market35.29%-3.58%0.83%-4.41%
BBW2015-02-192015-02-202015-02-23120.5020.500.00%market7.35%-0.78%0.83%-1.61%
BKNG2015-02-192015-02-202015-02-23148.6848.680.00%market7.43%-0.88%0.83%-1.71%
BRKR2015-02-192015-02-202015-02-23118.5818.580.00%market3.45%2.59%0.83%1.77%