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 60: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
SHAK2015-11-052015-11-062015-11-09153.5053.500.00%market71.43%-9.35%-0.79%-8.56%
SSTK2015-11-052015-11-062015-11-09133.2933.290.00%market3.70%13.39%-0.79%14.18%
STN2015-11-052015-11-062015-11-09124.9124.910.00%market2.50%0.18%-0.79%0.97%
STWD2015-11-052015-11-062015-11-09120.6920.690.00%market7.69%-2.08%-0.79%-1.29%
SWKS2015-11-052015-11-062015-11-09184.0484.040.00%market0.66%0.91%-0.79%1.70%
TAP2015-11-052015-11-062015-11-09187.3387.330.00%market9.37%-0.07%-0.79%0.73%
TM2015-11-052015-11-062015-11-091123.17123.170.00%market2.27%-0.87%-0.79%-0.08%
TTWO2015-11-052015-11-062015-11-09135.0035.000.00%market100.00%-5.90%-0.79%-5.11%
UI2015-11-052015-11-062015-11-09134.2534.250.00%market6.25%-2.79%-0.79%-1.99%
USAC2015-11-052015-11-062015-11-09116.1716.170.00%market57.14%-3.87%-0.79%-3.08%
VC2015-11-052015-11-062015-11-091113.97113.970.00%market75.00%2.51%-0.79%3.31%
VRNS2015-11-052015-11-062015-11-0915.635.630.00%market50.00%-0.99%-0.79%-0.20%
WING2015-11-052015-11-062015-11-09124.0024.000.00%market22.22%-7.68%-0.79%-6.89%
WK2015-11-052015-11-062015-11-09116.8616.860.00%market19.44%6.54%-0.79%7.33%
ABR2015-11-062015-11-092015-11-1036.586.580.00%market36.36%3.24%-0.36%3.60%
AEE2015-11-062015-11-092015-11-10342.3542.350.00%market8.46%3.35%-0.36%3.71%
ARR2015-11-062015-11-092015-11-103102.45102.450.00%market9.90%2.00%-0.36%2.36%
BRK-A2015-11-062015-11-092015-11-103203,240.00203,240.000.00%market1.78%-0.83%-0.36%-0.47%
BTE2015-11-062015-11-092015-11-1034.424.420.00%market40.00%3.52%-0.36%3.88%
CI2015-11-062015-11-092015-11-103132.33132.330.00%market3.64%1.35%-0.36%1.71%
FTS2015-11-062015-11-092015-11-10328.8628.860.00%market13.05%-0.10%-0.36%0.26%
HUM2015-11-062015-11-092015-11-103176.70176.700.00%market1.41%-0.25%-0.36%0.11%
TEN2015-11-062015-11-092015-11-10343.5043.500.00%market5.26%0.59%-0.36%0.95%
TTI2015-11-062015-11-092015-11-1037.967.960.00%market142.86%10.45%-0.36%10.81%
VEON2015-11-062015-11-092015-11-10388.0088.000.00%market10.00%1.32%-0.36%1.68%
AGM2015-11-092015-11-102015-11-11130.0030.000.00%market13.59%2.13%0.11%2.02%
ALNY2015-11-092015-11-102015-11-111108.92108.920.00%market3.19%-4.35%0.11%-4.46%
AMG2015-11-092015-11-102015-11-111177.91177.910.00%market2.09%-0.74%0.11%-0.85%
AMRX2015-11-092015-11-102015-11-11137.3837.380.00%market2.56%0.17%0.11%0.06%
APPF2015-11-092015-11-102015-11-11117.9017.900.00%market27.78%-12.78%0.11%-12.89%
APPS2015-11-092015-11-102015-11-1111.551.550.00%market9.09%-1.39%0.11%-1.50%
BKNG2015-11-092015-11-102015-11-11152.0852.080.00%market4.23%2.01%0.11%1.90%
BSM2015-11-092015-11-102015-11-11115.0615.060.00%market92.86%-10.33%0.11%-10.44%
FSLR2015-11-092015-11-102015-11-11158.5258.520.00%market118.06%-6.54%0.11%-6.65%
IFF2015-11-092015-11-102015-11-111112.80112.800.00%market2.96%2.65%0.11%2.54%
IONS2015-11-092015-11-102015-11-11161.7761.770.00%market3.23%0.84%0.11%0.73%
IPAR2015-11-092015-11-102015-11-11129.3729.370.00%market15.00%-4.19%0.11%-4.30%
LGND2015-11-092015-11-102015-11-11156.8656.860.00%market33.33%7.09%0.11%6.98%
OLP2015-11-092015-11-102015-11-11122.7422.740.00%market112.50%0.52%0.11%0.40%
OSG2015-11-092015-11-102015-11-11117.3917.390.00%market318.89%-8.09%0.11%-8.20%
RDNT2015-11-092015-11-102015-11-1117.257.250.00%market20.00%-9.34%0.11%-9.45%
RRX2015-11-092015-11-102015-11-11163.0663.060.00%market0.70%2.02%0.11%1.91%
STRL2015-11-092015-11-102015-11-1114.874.870.00%market116.67%-1.54%0.11%-1.65%
TG2015-11-092015-11-102015-11-11115.9915.990.00%market100.00%-9.92%0.11%-10.03%
TGTX2015-11-092015-11-102015-11-11113.6613.660.00%market22.22%-2.81%0.11%-2.92%
UGI2015-11-092015-11-102015-11-11134.2134.210.00%market135.85%1.13%0.11%1.02%
WWD2015-11-092015-11-102015-11-11145.0045.000.00%market2.67%4.97%0.11%4.86%
AER2015-11-102015-11-112015-11-12140.5440.540.00%market11.49%-2.42%-1.93%-0.48%
ALRM2015-11-102015-11-112015-11-12116.9916.990.00%market660.87%-2.75%-1.93%-0.81%
ATRO2015-11-102015-11-112015-11-12126.7426.740.00%market2.63%-13.94%-1.93%-12.00%
BBAR2015-11-102015-11-112015-11-12122.9522.950.00%market12.50%-0.67%-1.93%1.27%
BMA2015-11-102015-11-112015-11-12161.7061.700.00%market10.44%-0.21%-1.93%1.72%
BOOT2015-11-102015-11-112015-11-12112.3012.300.00%market7.70%-10.34%-1.93%-8.41%
BZH2015-11-102015-11-112015-11-12114.2614.260.00%market5.43%-1.71%-1.93%0.22%
DOX2015-11-102015-11-112015-11-12156.9756.970.00%market1.20%-3.79%-1.93%-1.85%
GGAL2015-11-102015-11-112015-11-12126.3026.300.00%market31.08%-0.94%-1.93%1.00%
GKOS2015-11-102015-11-112015-11-12122.8422.840.00%market58.82%-3.82%-1.93%-1.89%
GOLD2015-11-102015-11-112015-11-1217.357.350.00%market171.43%7.93%-1.93%9.86%
HTHT2015-11-102015-11-112015-11-1217.757.750.00%market16.67%-0.75%-1.93%1.19%
LITE2015-11-102015-11-112015-11-12118.2018.200.00%market13.04%-3.40%-1.93%-1.46%
NXRT2015-11-102015-11-112015-11-12113.1013.100.00%market470.00%-0.63%-1.93%1.30%
W2015-11-102015-11-112015-11-12141.9641.960.00%market45.83%-7.37%-1.93%-5.43%
ZBRA2015-11-102015-11-112015-11-12177.8177.810.00%market13.93%-8.80%-1.93%-6.87%
GIB2015-11-112015-11-122015-11-13140.9440.940.00%market3.28%-0.61%-1.92%1.30%
M2015-11-112015-11-122015-11-13140.1240.120.00%market3.70%-2.64%-1.92%-0.72%
NAT2015-11-112015-11-122015-11-13114.9014.900.00%market7.41%-0.30%-1.92%1.62%
NTES2015-11-112015-11-122015-11-13131.6031.600.00%market36.11%-6.37%-1.92%-4.45%
TSEM2015-11-112015-11-122015-11-13115.1015.100.00%market5.08%-1.49%-1.92%0.43%
ASND2015-11-122015-11-132015-11-16117.1017.100.00%market45.00%4.53%0.62%3.90%
BLFS2015-11-122015-11-132015-11-1612.522.520.00%market10.00%-8.43%0.62%-9.05%
CSCO2015-11-122015-11-132015-11-16126.2926.290.00%market5.36%1.80%0.62%1.18%
GFF2015-11-122015-11-132015-11-16115.3315.330.00%market4.55%0.55%0.62%-0.07%
GIL2015-11-122015-11-132015-11-16128.9028.900.00%market1.96%1.91%0.62%1.29%
GRBK2015-11-122015-11-132015-11-1617.957.950.00%market100.00%-6.01%0.62%-6.63%
KSS2015-11-122015-11-132015-11-16144.6744.670.00%market8.70%-1.73%0.62%-2.36%
MANU2015-11-122015-11-132015-11-16118.7718.770.00%market200.00%-0.21%0.62%-0.83%
MMS2015-11-122015-11-132015-11-16152.9652.960.00%market1.92%-0.93%0.62%-1.55%
NTRA2015-11-122015-11-132015-11-1619.159.150.00%market15.22%0.99%0.62%0.37%
OVV2015-11-122015-11-132015-11-16137.6537.650.00%market16.67%10.66%0.62%10.04%
PAAS2015-11-122015-11-132015-11-1616.706.700.00%market45.45%5.27%0.62%4.65%
PEN2015-11-122015-11-132015-11-16141.9241.920.00%market116.67%18.67%0.62%18.05%
PFLT2015-11-122015-11-132015-11-16111.4711.470.00%market80.00%0.86%0.62%0.24%
PLNT2015-11-122015-11-132015-11-16116.8716.870.00%market11.11%-6.03%0.62%-6.65%
RUN2015-11-122015-11-132015-11-1616.396.390.00%market36.92%9.45%0.62%8.82%
SA2015-11-122015-11-132015-11-1617.477.470.00%market20.00%6.73%0.62%6.11%
SGRY2015-11-122015-11-132015-11-16118.1418.140.00%market300.00%3.81%0.62%3.19%
SPH2015-11-122015-11-132015-11-16131.1131.110.00%market11.69%-0.74%0.62%-1.36%
TDG2015-11-122015-11-132015-11-161228.95228.950.00%market10.55%0.90%0.62%0.28%
XHR2015-11-122015-11-132015-11-16117.1117.110.00%market280.00%-1.56%0.62%-2.18%
AUPH2015-11-132015-11-162015-11-1732.732.730.00%market21.74%-1.20%1.56%-2.76%
SID2015-11-132015-11-162015-11-1731.251.250.00%market42.83%-0.10%1.56%-1.66%
TSM2015-11-132015-11-162015-11-17321.8321.830.00%market7.50%3.06%1.56%1.50%
A2015-11-162015-11-172015-11-18136.5036.500.00%market6.38%7.68%1.33%6.35%
EDN2015-11-162015-11-172015-11-18119.9419.940.00%market325.93%-3.26%1.33%-4.59%
MARA2015-11-162015-11-172015-11-18124.0024.000.00%market97.50%13.23%1.33%11.90%
TGLS2015-11-162015-11-172015-11-18115.0015.000.00%market4.17%-0.63%1.33%-1.96%
HD2015-11-172015-11-182015-11-191126.44126.440.00%market3.03%0.23%1.22%-0.99%
TJX2015-11-172015-11-182015-11-19134.2134.210.00%market2.38%-1.15%1.22%-2.37%
WMT2015-11-172015-11-182015-11-19120.0120.010.00%market6.25%1.00%1.22%-0.22%
ARMK2015-11-182015-11-192015-11-20123.6223.620.00%market10.00%-0.31%0.35%-0.66%
BBWI2015-11-182015-11-192015-11-20171.9671.960.00%market5.77%2.87%0.35%2.53%
CRM2015-11-182015-11-192015-11-20181.0581.050.00%market10.53%-0.17%0.35%-0.52%
DQ2015-11-182015-11-192015-11-2012.792.790.00%market323.13%7.86%0.35%7.52%
LOW2015-11-182015-11-192015-11-20173.4873.480.00%market2.56%3.02%0.35%2.67%
NTAP2015-11-182015-11-192015-11-20131.3531.350.00%market8.93%-1.06%0.35%-1.40%
TCOM2015-11-182015-11-192015-11-20153.0853.080.00%market1189.25%5.10%0.35%4.75%
WB2015-11-182015-11-192015-11-20118.0018.000.00%market66.67%-0.99%0.35%-1.33%
ADSK2015-11-192015-11-202015-11-23160.5560.550.00%market75.00%3.47%-0.18%3.65%
BBY2015-11-192015-11-202015-11-23131.0631.060.00%market17.14%-1.00%-0.18%-0.82%
BRC2015-11-192015-11-202015-11-23125.3925.390.00%market32.14%3.37%-0.18%3.55%
CATO2015-11-192015-11-202015-11-23138.7738.770.00%market15.38%-1.21%-0.18%-1.03%
INTU2015-11-192015-11-202015-11-231106.28106.280.00%market345.32%-5.04%-0.18%-4.86%
KEYS2015-11-192015-11-202015-11-23129.8929.890.00%market12.70%0.54%-0.18%0.72%
ROST2015-11-192015-11-202015-11-23150.4050.400.00%market6.00%1.35%-0.18%1.53%
SJM2015-11-192015-11-202015-11-231122.15122.150.00%market7.28%0.22%-0.18%0.40%
WSM2015-11-192015-11-202015-11-23132.2032.200.00%market8.33%-1.28%-0.18%-1.10%
ANF2015-11-202015-11-232015-11-24324.4524.450.00%market152.63%7.34%-0.01%7.36%
DY2015-11-232015-11-242015-11-25189.5089.500.00%market22.77%-3.26%0.70%-3.96%
J2015-11-232015-11-242015-11-25135.9835.980.00%market3.90%-0.68%0.70%-1.38%
PANW2015-11-232015-11-242015-11-25129.9229.920.00%market20.00%1.40%0.70%0.71%
ADI2015-11-242015-11-252015-11-27160.4660.460.00%market24.10%-0.12%0.03%-0.15%
BURL2015-11-242015-11-252015-11-27147.2347.230.00%market8.70%4.56%0.03%4.53%
CAL2015-11-242015-11-252015-11-27129.9529.950.00%market2.56%-1.74%0.03%-1.76%
CPB2015-11-242015-11-252015-11-27151.4651.460.00%market25.00%3.09%0.03%3.06%
DBI2015-11-242015-11-252015-11-27123.5323.530.00%market2.33%0.45%0.03%0.42%
FRO2015-11-242015-11-252015-11-27115.2015.200.00%market48.00%-2.40%0.03%-2.43%
HPE2015-11-242015-11-252015-11-2718.088.080.00%market5.77%3.12%0.03%3.09%
HRL2015-11-242015-11-252015-11-27136.1236.120.00%market5.71%3.75%0.03%3.72%
NJR2015-11-242015-11-252015-11-27130.5530.550.00%market25.00%-1.11%0.03%-1.14%
SFL2015-11-242015-11-252015-11-27117.0417.040.00%market8.33%3.71%0.03%3.69%
VEEV2015-11-242015-11-252015-11-27127.8427.840.00%market9.09%3.31%0.03%3.28%
DCI2015-11-252015-11-272015-11-30231.2931.290.00%market3.03%0.25%-0.35%0.60%
DE2015-11-252015-11-272015-11-30280.0880.080.00%market44.00%-0.74%-0.35%-0.38%
GLNG2015-11-302015-12-012015-12-02127.2827.280.00%market12.12%-9.30%-0.43%-8.87%
THO2015-11-302015-12-012015-12-02161.4861.480.00%market16.87%-4.51%-0.43%-4.07%
BMO2015-12-012015-12-022015-12-03158.6158.610.00%market9.09%1.20%-2.38%3.58%
BNS2015-12-012015-12-022015-12-03145.5445.540.00%market1.83%-2.54%-2.38%-0.16%
GWRE2015-12-012015-12-022015-12-03164.0564.050.00%market110.02%-7.73%-2.38%-5.36%
KEN2015-12-012015-12-022015-12-03110.8910.890.00%market11.67%-3.77%-2.38%-1.39%
OOMA2015-12-012015-12-022015-12-0317.507.500.00%market14.29%-6.77%-2.38%-4.39%
AEO2015-12-022015-12-032015-12-04116.1216.120.00%market11.76%-2.09%0.38%-2.46%
AVGO2015-12-022015-12-032015-12-04114.4914.490.00%market4.17%1.76%0.38%1.39%
P2015-12-022015-12-032015-12-04116.1016.100.00%market41.94%4.00%0.38%3.62%
PLAB2015-12-022015-12-032015-12-04112.0912.090.00%market38.89%2.79%0.38%2.42%
PVH2015-12-022015-12-032015-12-04192.2992.290.00%market7.69%-11.44%0.38%-11.82%
REX2015-12-022015-12-032015-12-0419.289.280.00%market92.86%-6.35%0.38%-6.73%
RY2015-12-022015-12-032015-12-04157.9857.980.00%market7.32%-1.24%0.38%-1.62%
SAIC2015-12-022015-12-032015-12-04151.7751.770.00%market12.31%-3.87%0.38%-4.24%
SNPS2015-12-022015-12-032015-12-04146.7646.760.00%market1.52%1.20%0.38%0.83%
TLYS2015-12-022015-12-032015-12-0416.466.460.00%market23.08%-5.21%0.38%-5.59%
AMBA2015-12-032015-12-042015-12-07154.6954.690.00%market25.58%-0.36%1.33%-1.69%
CM2015-12-032015-12-042015-12-07136.8436.840.00%market0.80%-4.01%1.33%-5.34%
DG2015-12-032015-12-042015-12-07168.1968.190.00%market1.15%1.97%1.33%0.64%
FIVE2015-12-032015-12-042015-12-07130.8230.820.00%market14.29%-6.46%1.33%-7.79%
KR2015-12-032015-12-042015-12-07139.9039.900.00%market10.26%3.73%1.33%2.40%
MDT2015-12-032015-12-042015-12-07176.9976.990.00%market3.00%1.15%1.33%-0.19%
TD2015-12-032015-12-042015-12-07140.6840.680.00%market2.35%-1.82%1.33%-3.15%
TTC2015-12-032015-12-042015-12-07137.3837.380.00%market10.53%3.40%1.33%2.07%
ULTA2015-12-032015-12-042015-12-071174.50174.500.00%market5.71%5.48%1.33%4.15%
GCO2015-12-042015-12-072015-12-08357.1057.100.00%market7.69%-1.52%-1.09%-0.43%
HOV2015-12-042015-12-072015-12-08346.0046.000.00%market73.91%-4.45%-1.09%-3.36%
CASY2015-12-072015-12-082015-12-091120.75120.750.00%market33.33%3.73%-0.56%4.28%
CENT2015-12-072015-12-082015-12-09112.1412.140.00%market111.11%-1.50%-0.56%-0.94%
HQY2015-12-072015-12-082015-12-09133.5033.500.00%market14.29%-11.89%-0.56%-11.33%
MTN2015-12-072015-12-082015-12-091125.54125.540.00%market6.86%1.34%-0.56%1.90%
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MSM2016-01-062016-01-072016-01-08158.8658.860.00%market2.30%0.46%-1.75%2.21%
RPM2016-01-062016-01-072016-01-08141.7741.770.00%market8.77%-1.44%-1.75%0.31%
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GBX2016-01-072016-01-082016-01-11126.1126.110.00%market32.72%-7.91%-1.58%-6.34%
SNX2016-01-072016-01-082016-01-11139.5339.530.00%market2.27%3.16%-1.58%4.74%
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WDFC2016-01-072016-01-082016-01-11198.9998.990.00%market3.75%0.04%-1.58%1.62%
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GPN2016-01-112016-01-122016-01-13159.1259.120.00%market1.33%-4.70%-2.57%-2.13%
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CSX2016-01-122016-01-132016-01-1417.847.840.00%market6.67%-1.25%-1.30%0.05%
PRGS2016-01-122016-01-132016-01-14123.0723.070.00%market1.92%8.31%-1.30%9.61%
INFY2016-01-142016-01-152016-01-1918.668.660.00%market9.09%0.82%0.69%0.13%
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TSM2016-01-142016-01-152016-01-19120.5620.560.00%market1.25%5.25%0.69%4.56%
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WFC2016-01-152016-01-192016-01-20449.2549.250.00%market0.98%-2.90%-2.27%-0.63%
BAC2016-01-192016-01-202016-01-21113.7913.790.00%market11.54%-3.22%0.90%-4.12%
EDU2016-01-192016-01-202016-01-21128.6128.610.00%market333.33%0.81%0.90%-0.09%
IBM2016-01-192016-01-202016-01-211113.25113.250.00%market0.62%3.65%0.90%2.76%
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MTB2016-01-192016-01-202016-01-211104.12104.120.00%market4.59%-1.91%0.90%-2.80%
PNFP2016-01-192016-01-202016-01-21146.4446.440.00%market1.47%2.03%0.90%1.13%
UNH2016-01-192016-01-202016-01-211112.09112.090.00%market1.45%1.16%0.90%0.26%
WAFD2016-01-192016-01-202016-01-21120.9120.910.00%market5.00%-1.44%0.90%-2.34%
WWD2016-01-192016-01-202016-01-21143.5043.500.00%market3.70%1.12%0.90%0.22%
APH2016-01-202016-01-212016-01-22111.7311.730.00%market6.67%3.74%2.31%1.42%
ASML2016-01-202016-01-212016-01-22186.7586.750.00%market4.28%4.06%2.31%1.75%
CUBI2016-01-202016-01-212016-01-22125.0025.000.00%market16.00%2.70%2.31%0.39%
CVBF2016-01-202016-01-212016-01-22114.9514.950.00%market8.00%-3.38%2.31%-5.69%
EAT2016-01-202016-01-212016-01-22146.8646.860.00%market4.00%6.37%2.31%4.05%
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KMI2016-01-202016-01-212016-01-22112.8312.830.00%market58.82%19.46%2.31%17.15%
LOGI2016-01-202016-01-212016-01-22114.8314.830.00%market14.71%2.26%2.31%-0.05%
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PLXS2016-01-202016-01-212016-01-22133.2933.290.00%market4.44%3.41%2.31%1.10%
PTC2016-01-202016-01-212016-01-22131.3331.330.00%market13.64%0.28%2.31%-2.03%
SLM2016-01-202016-01-212016-01-2215.455.450.00%market11.11%11.09%2.31%8.78%
TEL2016-01-202016-01-212016-01-22157.0557.050.00%market10.53%1.57%2.31%-0.75%
ALK2016-01-212016-01-222016-01-25174.3874.380.00%market4.29%-6.27%-1.13%-5.14%
ASB2016-01-212016-01-222016-01-25116.2816.280.00%market3.85%-5.01%-1.13%-3.89%
AXP2016-01-212016-01-222016-01-25158.3958.390.00%market8.85%-5.87%-1.13%-4.74%
BNY2016-01-212016-01-222016-01-25134.8234.820.00%market6.25%-0.53%-1.13%0.60%
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DGII2016-01-212016-01-222016-01-2519.509.500.00%market71.43%-9.36%-1.13%-8.24%
GATX2016-01-212016-01-222016-01-25138.8538.850.00%market3.60%-4.71%-1.13%-3.58%
HWC2016-01-212016-01-222016-01-25121.3021.300.00%market18.75%-1.13%-1.13%-0.01%
HXL2016-01-212016-01-222016-01-25139.3239.320.00%market1.82%4.30%-1.13%5.43%
IIIN2016-01-212016-01-222016-01-25123.4923.490.00%market2.86%-5.04%-1.13%-3.91%
INDB2016-01-212016-01-222016-01-25148.1548.150.00%market5.71%-11.00%-1.13%-9.88%
ISRG2016-01-212016-01-222016-01-25163.2163.210.00%market16.07%-1.98%-1.13%-0.85%
JBHT2016-01-212016-01-222016-01-25167.6867.680.00%market2.02%1.60%-1.13%2.73%
PPG2016-01-212016-01-222016-01-25192.7992.790.00%market0.82%-1.91%-1.13%-0.78%
RMD2016-01-212016-01-222016-01-25157.6257.620.00%market4.55%1.70%-1.13%2.83%
SBUX2016-01-212016-01-222016-01-25157.5557.550.00%market2.22%0.18%-1.13%1.31%
SLB2016-01-212016-01-222016-01-25164.5264.520.00%market3.17%-1.99%-1.13%-0.86%
SRCE2016-01-212016-01-222016-01-25128.3628.360.00%market1.85%-2.89%-1.13%-1.76%
TRV2016-01-212016-01-222016-01-251103.63103.630.00%market9.43%-1.60%-1.13%-0.47%
VZ2016-01-212016-01-222016-01-25146.4146.410.00%market1.14%1.24%-1.13%2.36%
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GE2016-01-222016-01-252016-01-263135.53135.530.00%market5.32%-0.14%0.15%-0.28%
SAP2016-01-222016-01-252016-01-26378.5578.550.00%market1.45%0.40%0.15%0.25%
SYF2016-01-222016-01-252016-01-26329.0829.080.00%market3.17%-1.54%0.15%-1.69%
ASH2016-01-252016-01-262016-01-27145.0745.070.00%market1.44%2.27%-0.15%2.43%
BOH2016-01-252016-01-262016-01-27155.4855.480.00%market6.45%3.81%-0.15%3.97%
BRO2016-01-252016-01-262016-01-27114.6514.650.00%market16.67%-0.85%-0.15%-0.70%
CHCO2016-01-252016-01-262016-01-27141.4741.470.00%market18.92%2.09%-0.15%2.25%
CR2016-01-252016-01-262016-01-27142.6842.680.00%market1.82%7.59%-0.15%7.74%
CVLG2016-01-252016-01-262016-01-2718.158.150.00%market8.96%9.35%-0.15%9.50%
CXT2016-01-252016-01-262016-01-27114.8214.820.00%market1.82%7.59%-0.15%7.75%
DHI2016-01-252016-01-262016-01-27127.0727.070.00%market2.44%-1.02%-0.15%-0.87%
GABC2016-01-252016-01-262016-01-27121.3321.330.00%market8.33%-4.32%-0.15%-4.17%
GGG2016-01-252016-01-262016-01-27122.0322.030.00%market19.23%4.35%-0.15%4.50%
HAL2016-01-252016-01-262016-01-27129.5429.540.00%market29.17%-1.72%-0.15%-1.57%
JJSF2016-01-252016-01-262016-01-271107.45107.450.00%market1.54%-2.38%-0.15%-2.23%
KNX2016-01-252016-01-262016-01-27123.0223.020.00%market13.85%3.59%-0.15%3.75%
MCD2016-01-252016-01-262016-01-271119.60119.600.00%market6.50%0.96%-0.15%1.12%
PKG2016-01-252016-01-262016-01-27149.8749.870.00%market4.85%-0.24%-0.15%-0.09%
RMBS2016-01-252016-01-262016-01-27112.2812.280.00%market20.00%-2.34%-0.15%-2.19%
SFBS2016-01-252016-01-262016-01-27119.2519.250.00%market15.62%-0.88%-0.15%-0.73%
STLD2016-01-252016-01-262016-01-27116.2016.200.00%market12.50%2.99%-0.15%3.14%
ZION2016-01-252016-01-262016-01-27120.7420.740.00%market4.88%4.91%-0.15%5.07%
AAPL2016-01-262016-01-272016-01-28124.0124.010.00%market1.23%-2.14%-0.25%-1.89%
BPOP2016-01-262016-01-272016-01-28124.3524.350.00%market3.26%1.30%-0.25%1.54%
CB2016-01-262016-01-272016-01-281108.15108.150.00%market4.39%1.17%-0.25%1.41%
CNI2016-01-262016-01-272016-01-28151.8751.870.00%market8.64%1.65%-0.25%1.90%
COHR2016-01-262016-01-272016-01-28119.8219.820.00%market11.11%-0.25%-0.25%-0.00%
DOV2016-01-262016-01-272016-01-28145.0145.010.00%market9.46%1.43%-0.25%1.68%
ETD2016-01-262016-01-272016-01-28128.6528.650.00%market22.22%-6.21%-0.25%-5.96%
FCX2016-01-262016-01-272016-01-2814.064.060.00%market85.71%8.77%-0.25%9.01%
GLW2016-01-262016-01-272016-01-28117.6117.610.00%market9.68%2.06%-0.25%2.31%
GWW2016-01-262016-01-272016-01-281186.77186.770.00%market11.16%2.80%-0.25%3.04%
JNJ2016-01-262016-01-272016-01-281100.49100.490.00%market1.41%1.67%-0.25%1.92%
MMM2016-01-262016-01-272016-01-281121.19121.190.00%market1.84%1.53%-0.25%1.78%
MRCY2016-01-262016-01-272016-01-28118.4818.480.00%market36.36%3.25%-0.25%3.50%
MTSI2016-01-262016-01-272016-01-28139.6139.610.00%market2.56%0.10%-0.25%0.35%
NVR2016-01-262016-01-272016-01-2811,636.991,636.990.00%market7.55%-0.65%-0.25%-0.40%
PG2016-01-262016-01-272016-01-28178.5378.530.00%market6.12%1.54%-0.25%1.79%
PH2016-01-262016-01-272016-01-28191.5091.500.00%market28.81%2.72%-0.25%2.97%
PII2016-01-262016-01-272016-01-28172.8472.840.00%market1.22%-4.53%-0.25%-4.29%
PLD2016-01-262016-01-272016-01-28139.5739.570.00%market3.23%-1.84%-0.25%-1.60%
SYK2016-01-262016-01-272016-01-28197.8297.820.00%market0.65%-0.62%-0.25%-0.37%
TPR2016-01-262016-01-272016-01-28133.3533.350.00%market3.03%7.31%-0.25%7.55%
TRMK2016-01-262016-01-272016-01-28121.3821.380.00%market5.13%-0.71%-0.25%-0.46%
WAT2016-01-262016-01-272016-01-281121.70121.700.00%market0.51%-3.59%-0.25%-3.34%
WSBC2016-01-262016-01-272016-01-28129.0929.090.00%market1.69%-2.71%-0.25%-2.46%
ALGT2016-01-272016-01-282016-01-291141.00141.000.00%market7.64%13.71%1.98%11.73%
AMP2016-01-272016-01-282016-01-29190.8090.800.00%market5.11%-0.27%1.98%-2.24%
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BAH2016-01-272016-01-282016-01-29127.7027.700.00%market2.50%2.03%1.98%0.05%
BIIB2016-01-272016-01-282016-01-291275.77275.770.00%market10.29%-1.08%1.98%-3.06%
CLF2016-01-272016-01-282016-01-2911.551.550.00%market17.65%3.77%1.98%1.79%
CMPR2016-01-272016-01-282016-01-29181.5181.510.00%market7.78%-3.77%1.98%-5.75%
CMRE2016-01-272016-01-282016-01-2915.225.220.00%market15.79%3.16%1.98%1.18%
CNMD2016-01-272016-01-282016-01-29141.7541.750.00%market1.96%-11.62%1.98%-13.60%
CRUS2016-01-272016-01-282016-01-29130.3730.370.00%market1.23%14.22%1.98%12.24%
CVLT2016-01-272016-01-282016-01-29137.4837.480.00%market40.00%0.01%1.98%-1.97%
DLB2016-01-272016-01-282016-01-29134.0034.000.00%market7.14%5.81%1.98%3.83%
FTK2016-01-272016-01-282016-01-29135.5835.580.00%market200.00%12.55%1.98%10.57%
GD2016-01-272016-01-282016-01-291128.85128.850.00%market0.84%3.72%1.98%1.74%
GIB2016-01-272016-01-282016-01-29141.5941.590.00%market6.78%3.05%1.98%1.07%
IEX2016-01-272016-01-282016-01-29170.9670.960.00%market4.44%2.08%1.98%0.10%
ITW2016-01-272016-01-282016-01-29187.1187.110.00%market1.65%3.30%1.98%1.32%
LRCX2016-01-272016-01-282016-01-2916.856.850.00%market14.29%4.72%1.98%2.74%
MCK2016-01-272016-01-282016-01-291154.79154.790.00%market1.60%3.90%1.98%1.92%
META2016-01-272016-01-282016-01-291107.20107.200.00%market16.18%4.57%1.98%2.59%
MKSI2016-01-272016-01-282016-01-29135.4035.400.00%market25.93%0.01%1.98%-1.97%
MKTX2016-01-272016-01-282016-01-291109.20109.200.00%market4.84%6.34%1.98%4.36%
MSTR2016-01-272016-01-282016-01-29116.0816.080.00%market47.83%7.18%1.98%5.20%
MUR2016-01-272016-01-282016-01-29119.5819.580.00%market37.19%0.05%1.98%-1.93%
PB2016-01-272016-01-282016-01-29139.5039.500.00%market2.02%7.24%1.98%5.26%
PGR2016-01-272016-01-282016-01-29130.6230.620.00%market12.77%1.96%1.98%-0.02%
PYPL2016-01-272016-01-282016-01-29133.6333.630.00%market2.86%7.36%1.98%5.38%
QCOM2016-01-272016-01-282016-01-29145.8045.800.00%market7.78%-1.10%1.98%-3.08%
ROK2016-01-272016-01-282016-01-29193.8693.860.00%market12.03%1.72%1.98%-0.26%
SLG2016-01-272016-01-282016-01-291111.37111.370.00%market0.58%-8.09%1.98%-10.07%
STT2016-01-272016-01-282016-01-29152.1052.100.00%market2.54%6.87%1.98%4.89%
SYBT2016-01-272016-01-282016-01-29124.7324.730.00%market4.88%5.24%1.98%3.26%
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