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 54: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
CCO2015-02-192015-02-202015-02-23110.2510.250.00%market85.71%-2.54%0.83%-3.36%
CCS2015-02-192015-02-202015-02-23118.1218.120.00%market78.95%-3.19%0.83%-4.02%
CGAU2015-02-192015-02-202015-02-2314.844.840.00%market75.00%-6.50%0.83%-7.33%
COHU2015-02-192015-02-202015-02-23111.9411.940.00%market129.41%-12.24%0.83%-13.07%
CYH2015-02-192015-02-202015-02-23149.8649.860.00%market1.65%-4.75%0.83%-5.58%
DAN2015-02-192015-02-202015-02-23122.1822.180.00%market10.42%0.04%0.83%-0.79%
ED2015-02-192015-02-202015-02-23164.1664.160.00%market3.57%0.07%0.83%-0.75%
EGO2015-02-192015-02-202015-02-23125.6025.600.00%market150.00%3.42%0.83%2.59%
ET2015-02-192015-02-202015-02-23130.5930.590.00%market85.00%3.30%0.83%2.47%
HII2015-02-192015-02-202015-02-231133.00133.000.00%market8.96%6.98%0.83%6.15%
HRL2015-02-192015-02-202015-02-23128.8128.810.00%market9.37%0.21%0.83%-0.61%
HST2015-02-192015-02-202015-02-23121.7621.760.00%market17.86%-0.79%0.83%-1.62%
HY2015-02-192015-02-202015-02-23167.2567.250.00%market12.18%0.45%0.83%-0.38%
IDA2015-02-192015-02-202015-02-23163.3063.300.00%market18.97%1.45%0.83%0.62%
IMAX2015-02-192015-02-202015-02-23135.0635.060.00%market13.33%0.73%0.83%-0.10%
INTU2015-02-192015-02-202015-02-23194.9194.910.00%market53.85%1.41%0.83%0.58%
KEYS2015-02-192015-02-202015-02-23137.0937.090.00%market21.74%-1.18%0.83%-2.00%
LPLA2015-02-192015-02-202015-02-23145.2845.280.00%market6.45%0.39%0.83%-0.44%
MHK2015-02-192015-02-202015-02-231182.40182.400.00%market2.71%0.36%0.83%-0.47%
MRVL2015-02-192015-02-202015-02-23116.3116.310.00%market4.17%-1.45%0.83%-2.27%
MTRN2015-02-192015-02-202015-02-23137.5837.580.00%market16.28%-2.18%0.83%-3.00%
NEM2015-02-192015-02-202015-02-23125.1825.180.00%market30.77%3.00%0.83%2.17%
NMIH2015-02-192015-02-202015-02-2318.658.650.00%market26.09%-13.97%0.83%-14.80%
PSA2015-02-192015-02-202015-02-231199.87199.870.00%market15.49%0.47%0.83%-0.36%
PWR2015-02-192015-02-202015-02-23129.5429.540.00%market4.08%-2.74%0.83%-3.57%
TAC2015-02-192015-02-202015-02-2319.169.160.00%market18.18%5.69%0.83%4.86%
TK2015-02-192015-02-202015-02-23145.6545.650.00%market50.00%-2.36%0.83%-3.18%
TMUS2015-02-192015-02-202015-02-23131.9631.960.00%market140.00%-1.98%0.83%-2.80%
TNK2015-02-192015-02-202015-02-23149.5249.520.00%market38.84%0.22%0.83%-0.60%
TTC2015-02-192015-02-202015-02-23134.1634.160.00%market8.00%-1.65%0.83%-2.48%
UAN2015-02-192015-02-202015-02-231136.10136.100.00%market54.55%5.70%0.83%4.88%
CHH2015-02-202015-02-232015-02-24364.6464.640.00%market16.22%-1.65%0.41%-2.06%
CQP2015-02-202015-02-232015-02-24330.6330.630.00%market148.21%1.08%0.41%0.66%
DE2015-02-202015-02-232015-02-24392.0392.030.00%market34.94%-0.68%0.41%-1.09%
ECHO2015-02-202015-02-232015-02-24344.8744.870.00%market55.26%-1.62%0.41%-2.03%
IPGP2015-02-202015-02-232015-02-24394.0894.080.00%market2.88%2.62%0.41%2.20%
IRM2015-02-202015-02-232015-02-24336.7136.710.00%market67.74%-0.45%0.41%-0.87%
LH2015-02-202015-02-232015-02-243106.22106.220.00%market1.23%-1.26%0.41%-1.67%
PEG2015-02-202015-02-232015-02-24341.6441.640.00%market2.08%3.55%0.41%3.14%
TFX2015-02-202015-02-232015-02-243121.20121.200.00%market3.62%1.38%0.41%0.96%
WELL2015-02-202015-02-232015-02-24378.0478.040.00%market72.73%-2.07%0.41%-2.49%
AER2015-02-232015-02-242015-02-25146.0046.000.00%market7.69%-4.01%0.24%-4.25%
AG2015-02-232015-02-242015-02-2515.385.380.00%market33.33%11.42%0.24%11.18%
AWI2015-02-232015-02-242015-02-25147.4247.420.00%market35.71%0.47%0.24%0.23%
BHC2015-02-232015-02-242015-02-251199.50199.500.00%market1.18%-0.85%0.24%-1.09%
CHGG2015-02-232015-02-242015-02-2517.707.700.00%market26.67%8.73%0.24%8.49%
DCH2015-02-232015-02-242015-02-25125.1125.110.00%market16.67%-0.38%0.24%-0.62%
DK2015-02-232015-02-242015-02-25135.5735.570.00%market4.76%-2.71%0.24%-2.96%
DKL2015-02-232015-02-242015-02-25141.0041.000.00%market9.59%-1.71%0.24%-1.95%
FIVN2015-02-232015-02-242015-02-2514.004.000.00%market22.22%-4.60%0.24%-4.84%
HLIO2015-02-232015-02-242015-02-25140.1940.190.00%market2.63%0.67%0.24%0.43%
HVT2015-02-232015-02-242015-02-25125.8925.890.00%market21.05%-10.18%0.24%-10.42%
IVR2015-02-232015-02-242015-02-251147.28147.280.00%market6.52%2.87%0.24%2.63%
OKE2015-02-232015-02-242015-02-25146.2046.200.00%market25.00%-1.85%0.24%-2.09%
OMAB2015-02-232015-02-242015-02-25135.2435.240.00%market14.71%4.18%0.24%3.94%
QUAD2015-02-232015-02-242015-02-25122.7522.750.00%market7.87%4.52%0.24%4.27%
TSEM2015-02-232015-02-242015-02-25115.4515.450.00%market80.43%2.68%0.24%2.44%
ALKS2015-02-242015-02-252015-02-26169.9369.930.00%market207.43%1.76%-0.13%1.89%
AMRX2015-02-242015-02-252015-02-26140.7440.740.00%market33.33%-0.20%-0.13%-0.07%
AWK2015-02-242015-02-252015-02-26154.6454.640.00%market1.96%-1.93%-0.13%-1.80%
CPS2015-02-242015-02-252015-02-26152.4952.490.00%market35.29%2.76%-0.13%2.89%
DY2015-02-242015-02-252015-02-26141.9041.900.00%market170.00%5.08%-0.13%5.21%
EIX2015-02-242015-02-252015-02-26165.6465.640.00%market30.12%-2.45%-0.13%-2.31%
EPR2015-02-242015-02-252015-02-26160.6260.620.00%market10.96%-0.68%-0.13%-0.55%
EXEL2015-02-242015-02-252015-02-2612.502.500.00%market3.23%17.10%-0.13%17.23%
EXLS2015-02-242015-02-252015-02-2616.806.800.00%market11.11%4.61%-0.13%4.74%
EXPD2015-02-242015-02-252015-02-26147.5147.510.00%market4.08%2.59%-0.13%2.73%
FELE2015-02-242015-02-252015-02-26135.5935.590.00%market3.33%2.93%-0.13%3.07%
FSLR2015-02-242015-02-252015-02-26156.1556.150.00%market148.68%4.41%-0.13%4.54%
HD2015-02-242015-02-252015-02-261117.35117.350.00%market12.36%-1.78%-0.13%-1.65%
HPQ2015-02-242015-02-252015-02-26116.0516.050.00%market1.10%-3.90%-0.13%-3.77%
HURN2015-02-242015-02-252015-02-26170.0070.000.00%market2.78%-5.80%-0.13%-5.67%
ITGR2015-02-242015-02-252015-02-26153.9953.990.00%market10.17%0.33%-0.13%0.46%
JAZZ2015-02-242015-02-252015-02-261170.86170.860.00%market4.27%2.43%-0.13%2.57%
LCII2015-02-242015-02-252015-02-26157.1357.130.00%market8.89%4.77%-0.13%4.90%
M2015-02-242015-02-252015-02-26162.1562.150.00%market1.67%2.20%-0.13%2.33%
MATX2015-02-242015-02-252015-02-26139.4239.420.00%market8.62%2.77%-0.13%2.90%
MGNI2015-02-242015-02-252015-02-26119.9019.900.00%market900.00%-4.67%-0.13%-4.54%
MMSI2015-02-242015-02-252015-02-26118.0618.060.00%market23.81%8.93%-0.13%9.06%
NDSN2015-02-242015-02-252015-02-26177.7277.720.00%market2.99%-0.32%-0.13%-0.19%
NKTR2015-02-242015-02-252015-02-261206.40206.400.00%market5.41%-5.77%-0.13%-5.64%
RRC2015-02-242015-02-252015-02-26153.9953.990.00%market34.48%-5.97%-0.13%-5.84%
SAH2015-02-242015-02-252015-02-26124.8624.860.00%market1.61%0.50%-0.13%0.64%
SAM2015-02-242015-02-252015-02-261268.50268.500.00%market2.19%3.73%-0.13%3.86%
TNC2015-02-242015-02-252015-02-26170.3570.350.00%market12.05%-4.90%-0.13%-4.77%
TOL2015-02-242015-02-252015-02-26138.7138.710.00%market46.67%-1.80%-0.13%-1.67%
TREX2015-02-242015-02-252015-02-26112.3012.300.00%market9.86%4.43%-0.13%4.57%
TSLX2015-02-242015-02-252015-02-26117.8617.860.00%market42.50%3.37%-0.13%3.50%
UTHR2015-02-242015-02-252015-02-261156.14156.140.00%market16.75%-0.46%-0.13%-0.33%
VIV2015-02-242015-02-252015-02-26119.0119.010.00%market25.71%-4.36%-0.13%-4.23%
VRSK2015-02-242015-02-252015-02-26170.0070.000.00%market3.17%3.14%-0.13%3.28%
AAOI2015-02-252015-02-262015-02-27110.6510.650.00%market17.39%17.08%-0.41%17.49%
AEE2015-02-252015-02-262015-02-27143.3743.370.00%market35.71%-2.31%-0.41%-1.91%
AR2015-02-252015-02-262015-02-27141.0041.000.00%market11.11%-3.88%-0.41%-3.47%
ARI2015-02-252015-02-262015-02-27116.7316.730.00%market2.27%2.05%-0.41%2.46%
AVGO2015-02-252015-02-262015-02-27112.3212.320.00%market10.53%3.47%-0.41%3.88%
AWR2015-02-252015-02-262015-02-27140.4040.400.00%market34.62%-0.77%-0.41%-0.36%
BBWI2015-02-252015-02-262015-02-27172.6572.650.00%market5.00%-0.38%-0.41%0.03%
BMRN2015-02-252015-02-262015-02-271108.25108.250.00%market20.34%-1.19%-0.41%-0.78%
BWXT2015-02-252015-02-262015-02-27121.3021.300.00%market45.45%4.17%-0.41%4.58%
CLH2015-02-252015-02-262015-02-27156.2456.240.00%market43.75%-1.08%-0.41%-0.67%
CSV2015-02-252015-02-262015-02-27123.1923.190.00%market8.57%-0.96%-0.41%-0.56%
CWST2015-02-252015-02-262015-02-2714.204.200.00%market25.00%4.66%-0.41%5.07%
CWT2015-02-252015-02-262015-02-27125.0025.000.00%market41.18%1.62%-0.41%2.03%
DIN2015-02-252015-02-262015-02-271110.42110.420.00%market1.75%-1.81%-0.41%-1.41%
DLTR2015-02-252015-02-262015-02-27178.7978.790.00%market0.87%1.03%-0.41%1.44%
DXCM2015-02-252015-02-262015-02-27115.8415.840.00%market169.54%-4.20%-0.41%-3.80%
EPAM2015-02-252015-02-262015-02-27157.6057.600.00%market1.64%6.98%-0.41%7.39%
ESRT2015-02-252015-02-262015-02-27118.2018.200.00%market10.00%-2.85%-0.41%-2.44%
FMS2015-02-252015-02-262015-02-27139.6639.660.00%market12.24%2.67%-0.41%3.08%
FWONA2015-02-252015-02-262015-02-27126.6126.610.00%market31.25%-0.10%-0.41%0.31%
FWONK2015-02-252015-02-262015-02-27127.5027.500.00%market162.50%0.95%-0.41%1.36%
GMED2015-02-252015-02-262015-02-27126.0026.000.00%market20.00%-6.72%-0.41%-6.31%
ICLR2015-02-252015-02-262015-02-27168.0668.060.00%market14.47%1.30%-0.41%1.70%
IRT2015-02-252015-02-262015-02-2719.139.130.00%market440.00%1.76%-0.41%2.17%
KAI2015-02-252015-02-262015-02-27141.6041.600.00%market9.46%6.25%-0.41%6.65%
LAD2015-02-252015-02-262015-02-27193.4693.460.00%market19.33%0.97%-0.41%1.38%
LAMR2015-02-252015-02-262015-02-27157.6457.640.00%market142.11%0.70%-0.41%1.10%
LMAT2015-02-252015-02-262015-02-2718.008.000.00%market57.14%-4.85%-0.41%-4.44%
LOW2015-02-252015-02-262015-02-27174.5174.510.00%market6.98%-0.66%-0.41%-0.26%
MCRI2015-02-252015-02-262015-02-27118.2818.280.00%market57.14%-0.54%-0.41%-0.13%
MGA2015-02-252015-02-262015-02-27154.5854.580.00%market12.50%-0.28%-0.41%0.12%
MYE2015-02-252015-02-262015-02-27119.2519.250.00%market18.18%3.28%-0.41%3.68%
RGR2015-02-252015-02-262015-02-27146.4146.410.00%market26.19%11.86%-0.41%12.27%
RIG2015-02-252015-02-262015-02-27116.5616.560.00%market20.25%-2.70%-0.41%-2.29%
RY2015-02-252015-02-262015-02-27162.5762.570.00%market5.70%-0.02%-0.41%0.39%
SFM2015-02-252015-02-262015-02-27136.5036.500.00%market33.33%0.75%-0.41%1.16%
SMP2015-02-252015-02-262015-02-27142.3142.310.00%market8.89%-1.02%-0.41%-0.62%
STWD2015-02-252015-02-262015-02-27124.4024.400.00%market2.04%-0.10%-0.41%0.31%
TDS2015-02-252015-02-262015-02-27126.2526.250.00%market44.00%-3.19%-0.41%-2.78%
TGT2015-02-252015-02-262015-02-27177.1477.140.00%market2.74%-0.50%-0.41%-0.10%
TJX2015-02-252015-02-262015-02-27134.2834.280.00%market4.44%0.02%-0.41%0.42%
TROX2015-02-252015-02-262015-02-27121.7221.720.00%market20.00%-0.47%-0.41%-0.06%
UVE2015-02-252015-02-262015-02-27123.3623.360.00%market13.46%6.49%-0.41%6.90%
VLRS2015-02-252015-02-262015-02-2719.799.790.00%market571.43%2.56%-0.41%2.96%
ADSK2015-02-262015-02-272015-03-02163.0563.050.00%market4.17%1.41%0.35%1.06%
AES2015-02-262015-02-272015-03-02112.6812.680.00%market10.81%-0.34%0.35%-0.68%
AHT2015-02-262015-02-272015-03-0219,964.819,964.810.00%market30.77%-4.26%0.35%-4.60%
ARCC2015-02-262015-02-272015-03-02117.3417.340.00%market5.13%-0.04%0.35%-0.39%
ASPN2015-02-262015-02-272015-03-0218.008.000.00%market14.29%1.02%0.35%0.68%
BHR2015-02-262015-02-272015-03-02116.1716.170.00%market27.27%0.95%0.35%0.61%
BIO2015-02-262015-02-272015-03-021121.91121.910.00%market13.56%8.56%0.35%8.22%
BUD2015-02-262015-02-272015-03-021126.42126.420.00%market10.22%0.18%0.35%-0.17%
CM2015-02-262015-02-272015-03-02138.0238.020.00%market2.61%0.06%0.35%-0.29%
CNP2015-02-262015-02-272015-03-02121.0021.000.00%market38.46%-1.58%0.35%-1.92%
CRI2015-02-262015-02-272015-03-02187.7987.790.00%market3.94%2.75%0.35%2.40%
CUBE2015-02-262015-02-272015-03-02123.4123.410.00%market3.70%-0.44%0.35%-0.79%
ECPG2015-02-262015-02-272015-03-02142.9042.900.00%market3.54%-7.42%0.35%-7.76%
FIX2015-02-262015-02-272015-03-02118.5018.500.00%market31.25%1.20%0.35%0.85%
HLF2015-02-262015-02-272015-03-02117.1917.190.00%market16.39%-11.56%0.35%-11.91%
HPP2015-02-262015-02-272015-03-021218.33218.330.00%market6.67%2.18%0.35%1.83%
IRDM2015-02-262015-02-272015-03-0219.799.790.00%market46.15%-3.57%0.35%-3.92%
JOE2015-02-262015-02-272015-03-02117.0817.080.00%market25.00%0.02%0.35%-0.33%
KSS2015-02-262015-02-272015-03-02172.1672.160.00%market1.67%2.81%0.35%2.46%
LTC2015-02-262015-02-272015-03-02144.5044.500.00%market16.33%0.75%0.35%0.41%
MAIN2015-02-262015-02-272015-03-02130.7630.760.00%market3.51%0.94%0.35%0.59%
MGRC2015-02-262015-02-272015-03-02131.9531.950.00%market6.00%0.03%0.35%-0.32%
MITT2015-02-262015-02-272015-03-02157.0157.010.00%market5.98%-0.57%0.35%-0.92%
MNST2015-02-262015-02-272015-03-02123.1923.190.00%market20.00%1.41%0.35%1.06%
MTZ2015-02-262015-02-272015-03-02122.0022.000.00%market5.26%-0.24%0.35%-0.58%
NNI2015-02-262015-02-272015-03-02147.8247.820.00%market8.11%-1.81%0.35%-2.16%
NOG2015-02-262015-02-272015-03-02182.5082.500.00%market5.00%-6.77%0.35%-7.11%
NXST2015-02-262015-02-272015-03-02155.1055.100.00%market17.07%-0.64%0.35%-0.99%
OGE2015-02-262015-02-272015-03-02132.7032.700.00%market7.41%-2.85%0.35%-3.20%
ORN2015-02-262015-02-272015-03-02110.2810.280.00%market72.73%-4.38%0.35%-4.73%
OUT2015-02-262015-02-272015-03-02129.2929.290.00%market68.57%2.12%0.35%1.77%
PEGA2015-02-262015-02-272015-03-02110.2510.250.00%market3.13%-0.10%0.35%-0.45%
RHP2015-02-262015-02-272015-03-02158.9958.990.00%market8.25%2.97%0.35%2.62%
ROST2015-02-262015-02-272015-03-02152.3752.370.00%market7.14%1.10%0.35%0.76%
SRE2015-02-262015-02-272015-03-02154.2454.240.00%market12.73%-1.34%0.35%-1.68%
UHS2015-02-262015-02-272015-03-021112.49112.490.00%market0.67%1.68%0.35%1.33%
VAC2015-02-262015-02-272015-03-02175.6875.680.00%market9.84%4.33%0.35%3.98%
VC2015-02-262015-02-272015-03-021101.80101.800.00%market41.53%0.08%0.35%-0.27%
WCN2015-02-262015-02-272015-03-02131.4131.410.00%market4.35%-0.39%0.35%-0.73%
WTRG2015-02-262015-02-272015-03-02126.2426.240.00%market3.70%0.43%0.35%0.09%
CLMT2015-02-272015-03-022015-03-03327.6027.600.00%market1333.33%2.04%0.16%1.88%
DBRG2015-02-272015-03-022015-03-03396.8096.800.00%market33.33%-0.80%0.16%-0.96%
IEP2015-02-272015-03-022015-03-03397.3197.310.00%market118.18%-4.64%0.16%-4.80%
INSM2015-02-272015-03-022015-03-03318.8518.850.00%market36.84%-2.38%0.16%-2.54%
IONS2015-02-272015-03-022015-03-03366.3166.310.00%market928.28%3.44%0.16%3.28%
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RITM2015-02-272015-03-022015-03-03315.1015.100.00%market2.50%0.30%0.16%0.14%
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TTI2015-02-272015-03-022015-03-0335.945.940.00%market12.50%-4.31%0.16%-4.47%
BBDC2015-03-022015-03-032015-03-04124.5624.560.00%market7.84%0.06%-0.59%0.65%
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GSAT2015-03-022015-03-032015-03-04137.9537.950.00%market400.00%6.22%-0.59%6.81%
GWRE2015-03-022015-03-032015-03-04154.4654.460.00%market54.55%-2.10%-0.59%-1.52%
HALO2015-03-022015-03-032015-03-04115.5215.520.00%market55.56%1.06%-0.59%1.65%
INN2015-03-022015-03-032015-03-04113.4213.420.00%market150.00%2.28%-0.59%2.87%
MBI2015-03-022015-03-032015-03-0418.888.880.00%market499.88%5.42%-0.59%6.00%
OSG2015-03-022015-03-032015-03-04124.7824.780.00%market4424.00%-0.58%-0.59%0.00%
PANW2015-03-022015-03-032015-03-04123.6923.690.00%market12.91%0.87%-0.59%1.46%
PGEN2015-03-022015-03-032015-03-04141.2941.290.00%market212.50%11.16%-0.59%11.75%
SBSI2015-03-022015-03-032015-03-04126.8526.850.00%market6.38%-1.07%-0.59%-0.48%
TFII2015-03-022015-03-032015-03-04124.4224.420.00%market2.25%-2.27%-0.59%-1.68%
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AZO2015-03-032015-03-042015-03-051653.47653.470.00%market2.04%-0.48%0.03%-0.51%
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BCS2015-03-032015-03-042015-03-05115.9115.910.00%market14.29%1.53%0.03%1.51%
DKS2015-03-032015-03-042015-03-05155.4455.440.00%market6.56%1.45%0.03%1.42%
FRO2015-03-032015-03-042015-03-05112.6012.600.00%market190.70%1.49%0.03%1.46%
GGAL2015-03-032015-03-042015-03-05120.7520.750.00%market21.21%4.77%0.03%4.74%
GSL2015-03-032015-03-042015-03-05143.2843.280.00%market88.54%1.01%0.03%0.98%
HASI2015-03-032015-03-042015-03-05116.7516.750.00%market12.50%5.99%0.03%5.96%
JD2015-03-032015-03-042015-03-05128.0028.000.00%market155.10%3.47%0.03%3.44%
NX2015-03-032015-03-042015-03-05120.3920.390.00%market35.71%-1.62%0.03%-1.65%
PRDO2015-03-032015-03-042015-03-0515.275.270.00%market75.86%13.75%0.03%13.72%
SQM2015-03-032015-03-042015-03-05125.6225.620.00%market7.14%-0.92%0.03%-0.95%
VEEV2015-03-032015-03-042015-03-05127.7027.700.00%market33.33%-10.82%0.03%-10.85%
AEO2015-03-042015-03-052015-03-06116.3316.330.00%market5.88%2.04%-1.48%3.52%
ALG2015-03-042015-03-052015-03-06153.6653.660.00%market51.39%5.77%-1.48%7.25%
ANF2015-03-042015-03-052015-03-06119.7319.730.00%market1.77%2.13%-1.48%3.61%
ATHM2015-03-042015-03-052015-03-06143.5043.500.00%market35.71%0.68%-1.48%2.16%
COKE2015-03-042015-03-052015-03-06110.4310.430.00%market392.31%-2.31%-1.48%-0.82%
CORT2015-03-042015-03-052015-03-0613.503.500.00%market66.67%-2.39%-1.48%-0.90%
DAR2015-03-042015-03-052015-03-06116.8416.840.00%market104.76%-12.45%-1.48%-10.97%
GTY2015-03-042015-03-052015-03-06118.3018.300.00%market70.00%-6.71%-1.48%-5.23%
HRB2015-03-042015-03-052015-03-06132.8432.840.00%market53.57%-2.29%-1.48%-0.81%
HRTG2015-03-042015-03-052015-03-06121.0021.000.00%market43.48%7.80%-1.48%9.29%
NOVT2015-03-042015-03-052015-03-06112.8512.850.00%market26.32%-4.61%-1.48%-3.13%
SMTC2015-03-042015-03-052015-03-06128.0528.050.00%market3.03%-3.63%-1.48%-2.15%
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ACRE2015-03-052015-03-062015-03-09111.7311.730.00%market10.71%-1.46%-0.51%-0.96%
ADUS2015-03-052015-03-062015-03-09122.0522.050.00%market20.00%0.76%-0.51%1.27%
AMRC2015-03-052015-03-062015-03-0916.756.750.00%market28.57%3.31%-0.51%3.81%
BANC2015-03-052015-03-062015-03-09111.3311.330.00%market31.58%3.52%-0.51%4.02%
CIEN2015-03-052015-03-062015-03-09120.9620.960.00%market344.44%1.33%-0.51%1.84%
COO2015-03-052015-03-062015-03-09143.5843.580.00%market15.79%5.13%-0.51%5.64%
COST2015-03-052015-03-062015-03-091149.29149.290.00%market5.93%0.83%-0.51%1.34%
CPK2015-03-052015-03-062015-03-09145.5145.510.00%market3.03%3.04%-0.51%3.55%
EBS2015-03-052015-03-062015-03-09128.0028.000.00%market8.70%3.47%-0.51%3.98%
FOR2015-03-052015-03-062015-03-09115.3715.370.00%market633.33%1.40%-0.51%1.90%
HCI2015-03-052015-03-062015-03-09145.5045.500.00%market7.44%3.11%-0.51%3.61%
JOYY2015-03-052015-03-062015-03-09160.0060.000.00%market20.93%-5.23%-0.51%-4.73%
KR2015-03-052015-03-062015-03-09136.9236.920.00%market15.56%1.55%-0.51%2.06%
MEI2015-03-052015-03-062015-03-09142.1742.170.00%market38.78%5.09%-0.51%5.60%
SLS2015-03-052015-03-062015-03-09163,000.0063,000.000.00%market42.86%-15.81%-0.51%-15.31%
THO2015-03-052015-03-062015-03-09163.0063.000.00%market35.71%-2.59%-0.51%-2.09%
USPH2015-03-052015-03-062015-03-09144.9344.930.00%market2.50%0.10%-0.51%0.61%
ADMA2015-03-092015-03-102015-03-1118.868.860.00%market7.32%-3.03%-1.07%-1.97%
CASY2015-03-092015-03-102015-03-11186.5086.500.00%market20.24%0.88%-1.07%1.95%
LITB2015-03-092015-03-102015-03-11132.8232.820.00%market14.29%-12.35%-1.07%-11.28%
URBN2015-03-092015-03-102015-03-11141.9541.950.00%market3.45%5.57%-1.07%6.64%
OCUL2015-03-102015-03-112015-03-12140.3140.310.00%market20.00%5.95%0.88%5.07%
SUPN2015-03-102015-03-112015-03-12110.4810.480.00%market183.33%8.77%0.88%7.89%
WB2015-03-102015-03-112015-03-12114.1014.100.00%market5.82%5.36%0.88%4.48%
WLY2015-03-102015-03-112015-03-12161.1561.150.00%market2.06%-1.24%0.88%-2.13%
CAL2015-03-112015-03-122015-03-13130.6330.630.00%market25.00%-1.96%0.28%-2.24%
CHMI2015-03-112015-03-122015-03-13117.6017.600.00%market4.26%-0.27%0.28%-0.55%
IPAR2015-03-112015-03-122015-03-13128.3228.320.00%market22.22%3.75%0.28%3.47%
LXFR2015-03-112015-03-122015-03-13113.4913.490.00%market6.67%-1.36%0.28%-1.64%
MYRG2015-03-112015-03-122015-03-13128.5028.500.00%market78.38%2.67%0.28%2.39%
PARR2015-03-112015-03-122015-03-13118.9618.960.00%market117.02%5.75%0.28%5.48%
PLOW2015-03-112015-03-122015-03-13123.7523.750.00%market46.51%-4.35%0.28%-4.63%
RC2015-03-112015-03-122015-03-13118.0418.040.00%market15.00%-0.93%0.28%-1.21%
UMH2015-03-112015-03-122015-03-1319.449.440.00%market420.00%0.75%0.28%0.47%
WK2015-03-112015-03-122015-03-13114.8014.800.00%market5.71%-11.79%0.28%-12.07%
CSR2015-03-122015-03-132015-03-16171.3071.300.00%market66.67%2.42%0.88%1.55%
CSTM2015-03-122015-03-132015-03-16120.0420.040.00%market23.33%0.05%0.88%-0.83%
CVEO2015-03-122015-03-132015-03-16140.4440.440.00%market46.15%-19.09%0.88%-19.97%
FBP2015-03-122015-03-132015-03-1616.666.660.00%market27.27%-3.85%0.88%-4.73%
FF2015-03-122015-03-132015-03-16112.8212.820.00%market68.75%-4.86%0.88%-5.73%
GLP2015-03-122015-03-132015-03-16134.8034.800.00%market102.17%-2.40%0.88%-3.27%
IMOS2015-03-122015-03-132015-03-16122.0322.030.00%market51.92%8.12%0.88%7.24%
KRO2015-03-122015-03-132015-03-16112.2712.270.00%market21.43%4.06%0.88%3.18%
KTOS2015-03-122015-03-132015-03-1615.465.460.00%market120.00%-2.66%0.88%-3.54%
LBRDA2015-03-122015-03-132015-03-16155.5955.590.00%market41.18%-0.51%0.88%-1.39%
MDGL2015-03-122015-03-132015-03-16181.9081.900.00%market8.65%-0.10%0.88%-0.98%
MTN2015-03-122015-03-132015-03-16193.8793.870.00%market34.78%6.96%0.88%6.09%
NGS2015-03-122015-03-132015-03-16119.5619.560.00%market3.33%-4.96%0.88%-5.83%
OMF2015-03-122015-03-132015-03-16150.8350.830.00%market5.56%1.24%0.88%0.36%
SID2015-03-122015-03-132015-03-1611.701.700.00%market115.86%2.84%0.88%1.97%
ULTA2015-03-122015-03-132015-03-161155.09155.090.00%market6.30%-3.27%0.88%-4.14%
XENE2015-03-122015-03-132015-03-16118.8518.850.00%market1844.44%-6.47%0.88%-7.34%
BKE2015-03-132015-03-162015-03-17348.1048.100.00%market0.81%2.23%0.60%1.62%
AGM2015-03-162015-03-172015-03-18130.3930.390.00%market29.23%-6.68%1.33%-8.01%
AMPY2015-03-162015-03-172015-03-1816.646.640.00%market900.00%16.17%1.33%14.83%
AQN2015-03-162015-03-172015-03-1817.367.360.00%market40.00%-0.10%1.33%-1.43%
CZR2015-03-162015-03-172015-03-1814.934.930.00%market85.45%-4.16%1.33%-5.49%
NOAH2015-03-162015-03-172015-03-18120.6120.610.00%market3.85%8.97%1.33%7.64%
STRL2015-03-162015-03-172015-03-1813.903.900.00%market2.50%13.23%1.33%11.90%
TPVG2015-03-162015-03-172015-03-18114.7814.780.00%market47.50%-1.66%1.33%-2.99%
TSQ2015-03-162015-03-172015-03-18113.4813.480.00%market173.91%-0.55%1.33%-1.88%
VVX2015-03-162015-03-172015-03-18129.8829.880.00%market26.92%-10.37%1.33%-11.71%
ADBE2015-03-172015-03-182015-03-19175.5075.500.00%market12.82%2.07%1.02%1.05%
BURL2015-03-172015-03-182015-03-19159.0959.090.00%market8.33%1.07%1.02%0.05%
CDNA2015-03-172015-03-182015-03-1916.646.640.00%market99.63%-9.44%1.02%-10.45%
DBI2015-03-172015-03-182015-03-19138.0038.000.00%market25.00%-0.65%1.02%-1.67%
FDS2015-03-172015-03-182015-03-191159.19159.190.00%market7.86%-1.82%1.02%-2.84%
ZBRA2015-03-172015-03-182015-03-19185.4685.460.00%market21.05%0.61%1.02%-0.40%
CTAS2015-03-182015-03-192015-03-20121.9921.990.00%market5.00%-6.24%0.21%-6.45%
FDX2015-03-182015-03-192015-03-201139.78139.780.00%market6.91%-0.99%0.21%-1.20%
GIS2015-03-182015-03-192015-03-20152.7352.730.00%market4.48%1.27%0.21%1.05%
JBL2015-03-182015-03-192015-03-20122.1522.150.00%market11.11%6.67%0.21%6.46%
MLKN2015-03-182015-03-192015-03-20129.0129.010.00%market8.82%-2.13%0.21%-2.35%
TLYS2015-03-182015-03-192015-03-20113.6013.600.00%market13.64%22.69%0.21%22.48%
CATO2015-03-192015-03-202015-03-23138.3938.390.00%market22.22%-0.65%0.14%-0.79%
LEN2015-03-192015-03-202015-03-23150.0550.050.00%market11.11%-1.12%0.14%-1.26%
MCS2015-03-192015-03-202015-03-23120.6120.610.00%market140.00%1.70%0.14%1.56%
NKE2015-03-192015-03-202015-03-23151.3151.310.00%market7.14%-1.23%0.14%-1.37%
TEN2015-03-192015-03-202015-03-23139.3539.350.00%market43.75%-1.12%0.14%-1.25%
DRI2015-03-202015-03-232015-03-24360.6760.670.00%market17.86%2.82%-0.76%3.58%
KBH2015-03-202015-03-232015-03-24315.2115.210.00%market242.91%-0.49%-0.76%0.27%
GPRK2015-03-232015-03-242015-03-2514.174.170.00%market154.55%-3.70%-1.95%-1.75%
VCEL2015-03-232015-03-242015-03-2514.154.150.00%market5.56%-4.92%-1.95%-2.97%
HQY2015-03-242015-03-252015-03-26126.5026.500.00%market55.52%-4.29%-1.82%-2.47%
MKC2015-03-242015-03-252015-03-26137.9337.930.00%market9.37%1.19%-1.82%3.01%
MKC-V2015-03-242015-03-252015-03-26138.6638.660.00%market9.37%-0.44%-1.82%1.38%
FIVE2015-03-252015-03-262015-03-27135.1835.180.00%market1.67%0.07%0.38%-0.31%
LDOS2015-03-252015-03-262015-03-27141.0041.000.00%market43.75%2.31%0.38%1.93%
PVH2015-03-252015-03-262015-03-271104.67104.670.00%market2.33%-0.83%0.38%-1.21%
RARE2015-03-252015-03-262015-03-27156.2156.210.00%market1.89%0.52%0.38%0.14%
REX2015-03-252015-03-262015-03-27110.5910.590.00%market71.85%-5.67%0.38%-6.05%
ACN2015-03-262015-03-272015-03-30193.9293.920.00%market0.93%0.43%1.52%-1.09%
CAG2015-03-262015-03-272015-03-30126.9726.970.00%market11.32%5.80%1.52%4.27%
CMC2015-03-262015-03-272015-03-30115.2715.270.00%market173.68%6.58%1.52%5.06%
LULU2015-03-262015-03-272015-03-30163.7463.740.00%market6.85%1.61%1.52%0.09%
OXM2015-03-262015-03-272015-03-30168.8968.890.00%market4.85%4.65%1.52%3.13%
RH2015-03-262015-03-272015-03-30190.7290.720.00%market0.99%9.10%1.52%7.58%
SIG2015-03-262015-03-272015-03-301135.17135.170.00%market0.66%3.31%1.52%1.79%
BB2015-03-272015-03-302015-03-3139.419.410.00%market189.65%-5.20%-0.27%-4.94%
CCL2015-03-272015-03-302015-03-31347.4447.440.00%market122.22%0.74%-0.27%1.01%
CIG2015-03-272015-03-302015-03-3133.083.080.00%market20.00%2.17%-0.27%2.44%
CIG-C2015-03-272015-03-302015-03-3132.152.150.00%market20.69%-2.43%-0.27%-2.16%
AIR2015-03-302015-03-312015-04-01131.0631.060.00%market129.27%-0.45%-0.75%0.30%
MOV2015-03-312015-04-012015-04-02128.7928.790.00%market100.00%9.42%0.02%9.39%
SAIC2015-03-312015-04-012015-04-02151.6751.670.00%market5.63%0.48%0.02%0.46%
AYI2015-04-012015-04-022015-04-061168.66168.660.00%market2.86%0.14%1.07%-0.94%
MU2015-04-012015-04-022015-04-06127.7527.750.00%market10.96%-1.25%1.07%-2.33%
PRGS2015-04-012015-04-022015-04-06126.3526.350.00%market20.83%-2.34%1.07%-3.41%
UNF2015-04-012015-04-022015-04-061119.82119.820.00%market5.38%0.92%1.07%-0.16%
KMX2015-04-022015-04-062015-04-07474.1674.160.00%market11.67%-1.10%0.93%-2.03%
GBX2015-04-072015-04-082015-04-09163.6363.630.00%market30.83%-0.89%0.65%-1.54%
TISI2015-04-072015-04-082015-04-091394.50394.500.00%market22.22%-0.89%0.65%-1.54%
GPN2015-04-082015-04-092015-04-10149.6149.610.00%market3.64%0.36%1.09%-0.72%
HWM2015-04-082015-04-092015-04-10128.6128.610.00%market9.09%-2.11%1.09%-3.20%
RPM2015-04-082015-04-092015-04-10147.1947.190.00%market53.85%0.37%1.09%-0.72%
WDFC2015-04-082015-04-092015-04-10183.8483.840.00%market5.56%-0.24%1.09%-1.33%
DCO2015-04-092015-04-102015-04-13127.5727.570.00%market53.33%15.32%-0.05%15.37%
STZ2015-04-092015-04-102015-04-131120.88120.880.00%market9.57%-0.89%-0.05%-0.84%
CBSH2015-04-132015-04-142015-04-15124.8524.850.00%market5.13%1.23%0.76%0.47%
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FCFS2015-04-162015-04-172015-04-20148.1748.170.00%market27.59%2.25%0.44%1.81%
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CBU2015-04-202015-04-212015-04-22135.7435.740.00%market1.85%-0.07%-0.02%-0.05%
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CNI2015-04-202015-04-212015-04-22167.9667.960.00%market1.18%-2.79%-0.02%-2.77%
ELS2015-04-202015-04-212015-04-22127.0027.000.00%market2.50%0.94%-0.02%0.96%
FTNT2015-04-202015-04-212015-04-2217.607.600.00%market27.96%0.03%-0.02%0.05%
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HAS2015-04-202015-04-212015-04-22174.1974.190.00%market162.50%-3.42%-0.02%-3.40%
HLX2015-04-202015-04-212015-04-22117.7117.710.00%market216.67%-5.52%-0.02%-5.50%
HXL2015-04-202015-04-212015-04-22152.6252.620.00%market3.57%-3.56%-0.02%-3.54%
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IEX2015-04-202015-04-212015-04-22175.4475.440.00%market2.44%0.72%-0.02%0.74%
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MS2015-04-202015-04-212015-04-22136.9636.960.00%market11.84%0.55%-0.02%0.57%
NWBI2015-04-202015-04-212015-04-22112.3312.330.00%market12.50%0.63%-0.02%0.65%
PNFP2015-04-202015-04-212015-04-22146.1646.160.00%market10.71%3.32%-0.02%3.34%
RCL2015-04-202015-04-212015-04-22173.6873.680.00%market53.85%-0.71%-0.02%-0.69%
RMBS2015-04-202015-04-212015-04-22113.1413.140.00%market100.00%9.49%-0.02%9.51%
STLD2015-04-202015-04-212015-04-22120.9220.920.00%market13.33%1.67%-0.02%1.69%
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ABG2015-04-212015-04-222015-04-23187.2487.240.00%market10.17%0.30%0.55%-0.25%
AMGN2015-04-212015-04-222015-04-231173.04173.040.00%market18.10%-2.34%0.55%-2.88%
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CMG2015-04-212015-04-222015-04-23113.1013.100.00%market14.29%-3.08%0.55%-3.62%
CP2015-04-212015-04-222015-04-23138.0638.060.00%market5.71%3.66%0.55%3.11%
DLB2015-04-212015-04-222015-04-23138.8738.870.00%market16.67%6.05%0.55%5.50%
EDU2015-04-212015-04-222015-04-23125.5425.540.00%market18.18%4.40%0.55%3.86%
EWBC2015-04-212015-04-222015-04-23142.5642.560.00%market7.81%-2.24%0.55%-2.79%
FITB2015-04-212015-04-222015-04-23119.4519.450.00%market18.92%1.19%0.55%0.64%
FTI2015-04-212015-04-222015-04-23130.8130.810.00%market5.00%9.96%0.55%9.41%
FULT2015-04-212015-04-222015-04-23112.4912.490.00%market10.00%-2.42%0.55%-2.97%
HOG2015-04-212015-04-222015-04-23155.7655.760.00%market1.60%2.03%0.55%1.49%
ILMN2015-04-212015-04-222015-04-231193.18193.180.00%market26.39%-3.21%0.55%-3.75%
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LECO2015-04-212015-04-222015-04-23166.2466.240.00%market5.95%2.03%0.55%1.48%
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MANH2015-04-212015-04-222015-04-23157.8957.890.00%market17.24%-5.40%0.55%-5.95%
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NTRS2015-04-212015-04-222015-04-23172.2672.260.00%market8.05%2.02%0.55%1.47%
OMC2015-04-212015-04-222015-04-23176.6476.640.00%market1.22%1.41%0.55%0.87%
PCAR2015-04-212015-04-222015-04-23144.8444.840.00%market5.97%-1.24%0.55%-1.78%
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ASR2015-04-222015-04-232015-04-241143.65143.650.00%market16.43%5.39%0.71%4.68%
AZZ2015-04-222015-04-232015-04-24145.9745.970.00%market6.78%4.38%0.71%3.67%
BA2015-04-222015-04-232015-04-241150.83150.830.00%market8.84%-1.71%0.71%-2.42%
BNY2015-04-222015-04-232015-04-24142.5142.510.00%market13.56%-1.14%0.71%-1.85%
CAKE2015-04-222015-04-232015-04-24153.9253.920.00%market14.29%-1.84%0.71%-2.56%
CATY2015-04-222015-04-232015-04-24128.9028.900.00%market4.65%-0.69%0.71%-1.40%
CCI2015-04-222015-04-232015-04-24185.6085.600.00%market228.57%0.34%0.71%-0.37%
CFG2015-04-222015-04-232015-04-24125.6625.660.00%market11.76%-0.45%0.71%-1.16%
CLB2015-04-222015-04-232015-04-241117.50117.500.00%market1.18%6.02%0.71%5.31%
CLW2015-04-222015-04-232015-04-24163.0063.000.00%market16.13%2.09%0.71%1.38%
CNMD2015-04-222015-04-232015-04-24151.6851.680.00%market2.44%3.23%0.71%2.51%
COLB2015-04-222015-04-232015-04-24129.3829.380.00%market4.65%1.47%0.71%0.75%
CVBF2015-04-222015-04-232015-04-24115.8615.860.00%market50.00%-0.42%0.71%-1.13%
DHI2015-04-222015-04-232015-04-24126.9226.920.00%market5.26%-1.40%0.71%-2.11%
EBAY2015-04-222015-04-232015-04-24125.0025.000.00%market8.45%-0.42%0.71%-1.13%
EFX2015-04-222015-04-232015-04-24198.0998.090.00%market4.90%0.31%0.71%-0.41%
EXPO2015-04-222015-04-232015-04-24124.0624.060.00%market5.56%-1.01%0.71%-1.73%
FFIV2015-04-222015-04-232015-04-241117.71117.710.00%market6.00%4.55%0.71%3.83%
GNTX2015-04-222015-04-232015-04-24118.3418.340.00%market4.00%-2.28%0.71%-2.99%
HMN2015-04-222015-04-232015-04-24135.7635.760.00%market22.03%-1.02%0.71%-1.74%
KO2015-04-222015-04-232015-04-24141.2341.230.00%market11.63%-0.92%0.71%-1.64%
LAD2015-04-222015-04-232015-04-241102.90102.900.00%market12.10%3.94%0.71%3.23%
LPL2015-04-222015-04-232015-04-24114.6114.610.00%market38.10%-0.85%0.71%-1.57%
MCRI2015-04-222015-04-232015-04-24119.5619.560.00%market9.09%-0.66%0.71%-1.38%
META2015-04-222015-04-232015-04-24184.1084.100.00%market5.00%-3.16%0.71%-3.87%
MKSI2015-04-222015-04-232015-04-24136.2536.250.00%market24.53%-0.96%0.71%-1.67%
MKTX2015-04-222015-04-232015-04-24188.3988.390.00%market1.56%-0.62%0.71%-1.33%
MPWR2015-04-222015-04-232015-04-24154.4354.430.00%market2.78%-8.31%0.71%-9.03%
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OC2015-04-222015-04-232015-04-24141.5541.550.00%market46.15%0.60%0.71%-0.12%
OII2015-04-222015-04-232015-04-24156.7256.720.00%market12.90%-4.72%0.71%-5.43%
ORLY2015-04-222015-04-232015-04-24115.0015.000.00%market6.19%1.83%0.71%1.12%
PBR2015-04-222015-04-232015-04-2418.468.460.00%market50.00%17.99%0.71%17.27%
QCOM2015-04-222015-04-232015-04-24167.3567.350.00%market5.26%1.22%0.71%0.51%
QCRH2015-04-222015-04-232015-04-24118.2418.240.00%market13.04%2.97%0.71%2.26%
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SLG2015-04-222015-04-232015-04-241136.31136.310.00%market1.27%0.14%0.71%-0.57%
SLM2015-04-222015-04-232015-04-24110.4310.430.00%market42.86%-1.83%0.71%-2.54%
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TMO2015-04-222015-04-232015-04-241130.28130.280.00%market1.24%-0.30%0.71%-1.01%
TYL2015-04-222015-04-232015-04-241132.00132.000.00%market7.27%-0.01%0.71%-0.72%
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VLRS2015-04-222015-04-232015-04-24113.3813.380.00%market185.71%-1.00%0.71%-1.71%
WAB2015-04-222015-04-232015-04-24198.6398.630.00%market4.21%-1.81%0.71%-2.53%
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AEP2015-04-232015-04-242015-04-27157.1557.150.00%market16.36%0.88%-0.42%1.30%
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AOS2015-04-232015-04-242015-04-27133.2633.260.00%market6.45%-0.79%-0.42%-0.37%
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