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 61: 500 of 83,634)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
ENR2016-02-032016-02-042016-02-05137.1937.190.00%market65.71%-2.14%-1.45%-0.70%
EPC2016-02-032016-02-042016-02-05181.3381.330.00%market4.62%-8.31%-1.45%-6.87%
ETN2016-02-032016-02-042016-02-05152.4752.470.00%market6.36%4.07%-1.45%5.52%
EVR2016-02-032016-02-042016-02-05144.3644.360.00%market11.93%3.66%-1.45%5.11%
EXPO2016-02-032016-02-042016-02-05124.5024.500.00%market12.50%-0.34%-1.45%1.10%
FBIN2016-02-032016-02-042016-02-05138.0038.000.00%market1.82%2.19%-1.45%3.64%
GM2016-02-032016-02-042016-02-05128.9428.940.00%market12.10%-1.48%-1.45%-0.03%
GSK2016-02-032016-02-042016-02-05141.3541.350.00%market6.15%-1.53%-1.45%-0.08%
HUBG2016-02-032016-02-042016-02-05115.9315.930.00%market125.00%7.43%-1.45%8.88%
ICUI2016-02-032016-02-042016-02-051105.00105.000.00%market3.23%-17.75%-1.45%-16.30%
IP2016-02-032016-02-042016-02-05132.4132.410.00%market4.82%2.06%-1.45%3.51%
J2016-02-032016-02-042016-02-05130.7930.790.00%market13.04%-0.55%-1.45%0.89%
KLIC2016-02-032016-02-042016-02-05111.7411.740.00%market99.01%-2.31%-1.45%-0.87%
KMT2016-02-032016-02-042016-02-05117.9017.900.00%market27.27%6.10%-1.45%7.55%
MAA2016-02-032016-02-042016-02-05190.4790.470.00%market4.32%-5.53%-1.45%-4.08%
MAC2016-02-032016-02-042016-02-05176.7376.730.00%market4.67%-0.92%-1.45%0.53%
MAN2016-02-032016-02-042016-02-05171.5171.510.00%market9.21%2.49%-1.45%3.93%
MCHP2016-02-032016-02-042016-02-05121.2221.220.00%market3.23%-0.62%-1.45%0.83%
MPC2016-02-032016-02-042016-02-05136.9836.980.00%market17.91%-12.76%-1.45%-11.31%
MRK2016-02-032016-02-042016-02-05147.3947.390.00%market2.20%-0.73%-1.45%0.71%
MWA2016-02-032016-02-042016-02-0517.787.780.00%market33.33%6.46%-1.45%7.90%
NJR2016-02-032016-02-042016-02-05136.3736.370.00%market1.79%-5.05%-1.45%-3.60%
NXPI2016-02-032016-02-042016-02-05174.2174.210.00%market17.92%-4.83%-1.45%-3.38%
PFGC2016-02-032016-02-042016-02-05124.8224.820.00%market4.00%-6.55%-1.45%-5.10%
PFSI2016-02-032016-02-042016-02-05110.8910.890.00%market1.75%2.01%-1.45%3.46%
RBC2016-02-032016-02-042016-02-05156.1756.170.00%market1.39%0.33%-1.45%1.77%
SEDG2016-02-032016-02-042016-02-05130.1430.140.00%market22.22%-5.21%-1.45%-3.76%
SLAB2016-02-032016-02-042016-02-05142.6342.630.00%market31.25%-5.59%-1.45%-4.14%
SO2016-02-032016-02-042016-02-05148.5048.500.00%market4.76%-0.68%-1.45%0.77%
SPSC2016-02-032016-02-042016-02-05128.9928.990.00%market40.00%-17.17%-1.45%-15.73%
TBI2016-02-032016-02-042016-02-05124.1524.150.00%market10.00%-13.56%-1.45%-12.11%
TKR2016-02-032016-02-042016-02-05127.9327.930.00%market40.48%5.59%-1.45%7.04%
TTWO2016-02-032016-02-042016-02-05136.0036.000.00%market81.63%-7.38%-1.45%-5.93%
YUM2016-02-032016-02-042016-02-05151.7551.750.00%market3.03%-3.17%-1.45%-1.73%
APTV2016-02-042016-02-052016-02-08148.5048.500.00%market0.72%-7.75%-2.92%-4.83%
ARW2016-02-042016-02-052016-02-08155.6555.650.00%market6.01%-2.31%-2.92%0.61%
ATR2016-02-042016-02-052016-02-08172.9872.980.00%market3.08%-0.03%-2.92%2.88%
AZN2016-02-042016-02-052016-02-08159.0059.000.00%market113.64%-3.57%-2.92%-0.66%
BCE2016-02-042016-02-052016-02-08141.7841.780.00%market3.92%0.07%-2.92%2.98%
BCO2016-02-042016-02-052016-02-08129.8529.850.00%market37.50%-1.11%-2.92%1.81%
BR2016-02-042016-02-052016-02-08152.5052.500.00%market11.76%-1.15%-2.92%1.77%
BSX2016-02-042016-02-052016-02-08117.2517.250.00%market4.00%-6.94%-2.92%-4.02%
BZH2016-02-042016-02-052016-02-0818.348.340.00%market58.33%-24.32%-2.92%-21.40%
CI2016-02-042016-02-052016-02-081133.66133.660.00%market3.89%-6.61%-2.92%-3.69%
CLX2016-02-042016-02-052016-02-081124.95124.950.00%market8.57%1.57%-2.92%4.49%
COR2016-02-042016-02-052016-02-08184.0084.000.00%market1.60%-0.55%-2.92%2.36%
COTY2016-02-042016-02-052016-02-08128.3628.360.00%market11.76%-5.99%-2.92%-3.07%
CSL2016-02-042016-02-052016-02-08187.7087.700.00%market11.71%-1.43%-2.92%1.48%
CX2016-02-042016-02-052016-02-0814.764.760.00%market200.00%-11.23%-2.92%-8.32%
DECK2016-02-042016-02-052016-02-0817.037.030.00%market2.56%13.27%-2.92%16.19%
ENOV2016-02-042016-02-052016-02-08142.8442.840.00%market18.60%0.34%-2.92%3.26%
ENVA2016-02-042016-02-052016-02-0815.805.800.00%market5.56%6.45%-2.92%9.37%
EQT2016-02-042016-02-052016-02-08132.3932.390.00%market70.00%0.36%-2.92%3.28%
ESS2016-02-042016-02-052016-02-081209.86209.860.00%market4.37%-5.67%-2.92%-2.75%
FORM2016-02-042016-02-052016-02-0816.956.950.00%market11.11%-3.27%-2.92%-0.35%
G2016-02-042016-02-052016-02-08124.9824.980.00%market9.68%0.02%-2.92%2.94%
GEN2016-02-042016-02-052016-02-08120.7420.740.00%market8.33%-7.33%-2.92%-4.42%
GLPI2016-02-042016-02-052016-02-08127.4427.440.00%market1.49%-5.02%-2.92%-2.10%
HIG2016-02-042016-02-052016-02-08140.7740.770.00%market9.18%-2.99%-2.92%-0.08%
HIMX2016-02-042016-02-052016-02-0818.098.090.00%market44.77%-0.22%-2.92%2.69%
HZO2016-02-042016-02-052016-02-08117.6417.640.00%market227.87%-14.95%-2.92%-12.04%
ICE2016-02-042016-02-052016-02-08148.9348.930.00%market8.33%-2.41%-2.92%0.51%
IT2016-02-042016-02-052016-02-08183.5783.570.00%market4.55%-4.30%-2.92%-1.38%
LITE2016-02-042016-02-052016-02-08123.7523.750.00%market10.71%-0.90%-2.92%2.02%
MD2016-02-042016-02-052016-02-08163.3863.380.00%market2.73%1.90%-2.92%4.82%
MPWR2016-02-042016-02-052016-02-08161.2061.200.00%market4.08%-8.01%-2.92%-5.09%
MSCI2016-02-042016-02-052016-02-08166.8366.830.00%market11.86%-5.59%-2.92%-2.68%
MSGS2016-02-042016-02-052016-02-08174.4874.480.00%market41.46%-6.20%-2.92%-3.28%
MTD2016-02-042016-02-052016-02-081313.68313.680.00%market0.87%-5.05%-2.92%-2.14%
MTX2016-02-042016-02-052016-02-08139.9239.920.00%market5.26%4.66%-2.92%7.58%
NYT2016-02-042016-02-052016-02-08112.7912.790.00%market23.33%-2.84%-2.92%0.08%
OMCL2016-02-042016-02-052016-02-08129.0929.090.00%market2.56%-4.05%-2.92%-1.14%
PBH2016-02-042016-02-052016-02-08149.8049.800.00%market8.16%-2.51%-2.92%0.41%
PCTY2016-02-042016-02-052016-02-08136.1636.160.00%market385.73%-27.84%-2.92%-24.92%
PIPR2016-02-042016-02-052016-02-0819.619.610.00%market60.92%0.11%-2.92%3.02%
POST2016-02-042016-02-052016-02-08140.0340.030.00%market108.00%7.02%-2.92%9.94%
POWI2016-02-042016-02-052016-02-08120.0020.000.00%market11.54%5.25%-2.92%8.17%
PRLB2016-02-042016-02-052016-02-08159.7259.720.00%market6.38%-3.18%-2.92%-0.26%
PTEN2016-02-042016-02-052016-02-08114.1514.150.00%market16.67%-6.32%-2.92%-3.40%
QRVO2016-02-042016-02-052016-02-08136.6036.600.00%market5.10%-0.59%-2.92%2.32%
RAMP2016-02-042016-02-052016-02-08120.6520.650.00%market50.00%-4.41%-2.92%-1.49%
RL2016-02-042016-02-052016-02-08188.5388.530.00%market7.58%-3.83%-2.92%-0.91%
SBH2016-02-042016-02-052016-02-08130.1330.130.00%market19.44%1.19%-2.92%4.11%
SHEL2016-02-042016-02-052016-02-08144.9144.910.00%market5.66%-1.01%-2.92%1.90%
SIGI2016-02-042016-02-052016-02-08133.0033.000.00%market17.39%0.35%-2.92%3.27%
SKYW2016-02-042016-02-052016-02-08116.3216.320.00%market11.36%-12.78%-2.92%-9.87%
SNA2016-02-042016-02-052016-02-081144.72144.720.00%market1.83%-6.53%-2.92%-3.62%
SPGI2016-02-042016-02-052016-02-08186.9086.900.00%market2.97%-4.16%-2.92%-1.25%
SSD2016-02-042016-02-052016-02-08133.9933.990.00%market25.00%-3.78%-2.92%-0.86%
STRA2016-02-042016-02-052016-02-08146.2146.210.00%market1.68%-1.20%-2.92%1.71%
TDY2016-02-042016-02-052016-02-08180.2080.200.00%market22.66%-2.57%-2.92%0.35%
TEAM2016-02-042016-02-052016-02-08124.0024.000.00%market166.67%-25.43%-2.92%-22.52%
THG2016-02-042016-02-052016-02-08180.5480.540.00%market13.75%0.86%-2.92%3.77%
TTMI2016-02-042016-02-052016-02-0814.914.910.00%market24.00%31.06%-2.92%33.98%
UI2016-02-042016-02-052016-02-08133.8533.850.00%market13.73%-11.27%-2.92%-8.35%
VMC2016-02-042016-02-052016-02-08193.9093.900.00%market21.31%-5.08%-2.92%-2.17%
AON2016-02-052016-02-082016-02-09392.2792.270.00%market9.13%0.56%-0.18%0.74%
CIGI2016-02-052016-02-082016-02-09332.1332.130.00%market10.42%-0.69%-0.18%-0.51%
CME2016-02-052016-02-082016-02-09388.4188.410.00%market2.22%5.44%-0.18%5.63%
EL2016-02-052016-02-082016-02-09389.8189.810.00%market9.91%0.60%-0.18%0.78%
GRC2016-02-052016-02-082016-02-09323.1923.190.00%market22.22%2.31%-0.18%2.50%
MCO2016-02-052016-02-082016-02-09381.6881.680.00%market3.81%-2.12%-0.18%-1.94%
MT2016-02-052016-02-082016-02-09310.5910.590.00%market23.08%-8.60%-0.18%-8.42%
SAIA2016-02-052016-02-082016-02-09325.3625.360.00%market50.00%8.14%-0.18%8.32%
TIMB2016-02-052016-02-082016-02-0937.627.620.00%market56.25%-1.94%-0.18%-1.75%
TSN2016-02-052016-02-082016-02-09357.1057.100.00%market29.21%6.47%-0.18%6.65%
WTM2016-02-052016-02-082016-02-093720.54720.540.00%market300.25%-1.49%-0.18%-1.31%
ACH2016-02-082016-02-092016-02-10135.4235.420.00%market14.29%6.90%1.04%5.86%
AIN2016-02-082016-02-092016-02-10133.3733.370.00%market9.52%5.17%1.04%4.13%
ALSN2016-02-082016-02-092016-02-10120.6120.610.00%market33.33%7.03%1.04%5.99%
BAP2016-02-082016-02-092016-02-10196.9696.960.00%market6.54%7.38%1.04%6.34%
BFAM2016-02-082016-02-092016-02-10162.9462.940.00%market6.82%-1.50%1.04%-2.54%
CMP2016-02-082016-02-092016-02-10170.2370.230.00%market12.42%-0.81%1.04%-1.85%
CTSH2016-02-082016-02-092016-02-10153.2753.270.00%market2.56%-0.01%1.04%-1.05%
HAS2016-02-082016-02-092016-02-10174.0274.020.00%market6.92%-2.60%1.04%-3.64%
MCY2016-02-082016-02-092016-02-10149.3149.310.00%market8.33%-0.40%1.04%-1.45%
MOH2016-02-082016-02-092016-02-10150.3650.360.00%market14.75%2.12%1.04%1.08%
MXL2016-02-082016-02-092016-02-10114.7614.760.00%market6.98%-5.25%1.04%-6.29%
QLYS2016-02-082016-02-092016-02-10118.8918.890.00%market23.53%5.72%1.04%4.68%
RRX2016-02-082016-02-092016-02-10150.5050.500.00%market6.36%-1.78%1.04%-2.82%
WEX2016-02-082016-02-092016-02-10158.9058.900.00%market10.58%0.58%1.04%-0.46%
ACGL2016-02-092016-02-102016-02-11123.7123.710.00%market5.56%-6.30%-1.90%-4.40%
ACM2016-02-092016-02-102016-02-11124.2624.260.00%market11.48%-4.68%-1.90%-2.77%
AKAM2016-02-092016-02-102016-02-11146.9946.990.00%market16.13%4.48%-1.90%6.38%
ARI2016-02-092016-02-102016-02-11115.6415.640.00%market4.35%-2.40%-1.90%-0.50%
ARWR2016-02-092016-02-102016-02-1113.403.400.00%market15.79%-3.04%-1.90%-1.14%
ATEN2016-02-092016-02-102016-02-1115.645.640.00%market14.29%-3.11%-1.90%-1.21%
BDC2016-02-092016-02-102016-02-11146.3646.360.00%market9.40%-3.98%-1.90%-2.08%
BHE2016-02-092016-02-102016-02-11121.3121.310.00%market12.50%-0.33%-1.90%1.57%
CNC2016-02-092016-02-102016-02-11127.7527.750.00%market11.63%-3.31%-1.90%-1.40%
DIS2016-02-092016-02-102016-02-11188.0088.000.00%market12.41%2.53%-1.90%4.43%
DOC2016-02-092016-02-102016-02-11128.3428.340.00%market2.56%-7.90%-1.90%-5.99%
DXC2016-02-092016-02-102016-02-11120.9920.990.00%market2.90%11.35%-1.90%13.26%
ENTG2016-02-092016-02-102016-02-11111.6311.630.00%market25.00%-0.96%-1.90%0.94%
ESE2016-02-092016-02-102016-02-11136.2436.240.00%market27.03%-6.58%-1.90%-4.68%
GOLD2016-02-092016-02-102016-02-1118.948.940.00%market11.11%7.62%-1.90%9.52%
GPK2016-02-092016-02-102016-02-11111.9311.930.00%market18.75%-3.45%-1.90%-1.55%
GT2016-02-092016-02-102016-02-11128.2028.200.00%market25.68%1.35%-1.90%3.26%
HIW2016-02-092016-02-102016-02-11140.6440.640.00%market1.23%1.57%-1.90%3.48%
ICL2016-02-092016-02-102016-02-1114.184.180.00%market16.67%-4.41%-1.90%-2.50%
KO2016-02-092016-02-102016-02-11143.3443.340.00%market2.70%-2.25%-1.90%-0.34%
MAS2016-02-092016-02-102016-02-11125.6825.680.00%market11.54%-2.86%-1.90%-0.96%
MC2016-02-092016-02-102016-02-11125.2525.250.00%market7.84%-6.24%-1.90%-4.33%
MPT2016-02-092016-02-102016-02-11110.2310.230.00%market2.94%-3.72%-1.90%-1.81%
OMC2016-02-092016-02-102016-02-11172.3972.390.00%market1.50%-0.79%-1.90%1.11%
OTEX2016-02-092016-02-102016-02-11122.6622.660.00%market13.33%3.08%-1.90%4.98%
PAYC2016-02-092016-02-102016-02-11127.3327.330.00%market25.00%-10.97%-1.90%-9.06%
SKT2016-02-092016-02-102016-02-11131.0231.020.00%market1.75%-4.45%-1.90%-2.55%
SNY2016-02-092016-02-102016-02-11138.4338.430.00%market4.35%-0.26%-1.90%1.65%
STE2016-02-092016-02-102016-02-11167.0267.020.00%market6.52%-6.89%-1.90%-4.98%
TNL2016-02-092016-02-102016-02-11128.8228.820.00%market1.03%-0.41%-1.90%1.49%
TRMB2016-02-092016-02-102016-02-11122.5322.530.00%market8.00%-6.36%-1.90%-4.45%
TT2016-02-092016-02-102016-02-11138.7238.720.00%market1.08%-1.93%-1.90%-0.03%
VSH2016-02-092016-02-102016-02-11111.3011.300.00%market16.67%-0.63%-1.90%1.27%
ACCO2016-02-102016-02-112016-02-1216.496.490.00%market7.14%3.44%2.35%1.09%
ARMK2016-02-102016-02-112016-02-12122.4422.440.00%market4.17%-2.64%2.35%-4.99%
BGC2016-02-102016-02-112016-02-1215.405.400.00%market5.26%2.31%2.35%-0.05%
BRKR2016-02-102016-02-112016-02-12124.9924.990.00%market40.74%-5.06%2.35%-7.41%
CAE2016-02-102016-02-112016-02-1219.709.700.00%market6.25%1.65%2.35%-0.70%
CGNX2016-02-102016-02-112016-02-12115.0415.040.00%market37.50%11.07%2.35%8.72%
CNO2016-02-102016-02-112016-02-12114.9814.980.00%market2.70%6.58%2.35%4.22%
CRL2016-02-102016-02-112016-02-12170.7970.790.00%market6.38%1.71%2.35%-0.64%
CSCO2016-02-102016-02-112016-02-12124.0924.090.00%market5.56%4.13%2.35%1.78%
CUZ2016-02-102016-02-112016-02-12121.2621.260.00%market800.00%10.39%2.35%8.04%
CXW2016-02-102016-02-112016-02-12127.4227.420.00%market10.26%-0.57%2.35%-2.93%
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NOK2016-02-112016-02-122016-02-1615.865.860.00%market41.67%1.09%2.61%-1.51%
PBF2016-02-112016-02-122016-02-16128.9728.970.00%market7.69%-2.38%2.61%-4.98%
PDFS2016-02-112016-02-122016-02-16111.4011.400.00%market28.57%-9.66%2.61%-12.27%
PDS2016-02-112016-02-122016-02-16155.8055.800.00%market63.64%8.86%2.61%6.25%
RSG2016-02-112016-02-122016-02-16144.0044.000.00%market2.04%3.15%2.61%0.54%
SITC2016-02-112016-02-122016-02-161104.53104.530.00%market585.71%2.55%2.61%-0.06%
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SSNC2016-02-112016-02-122016-02-16127.6527.650.00%market2.86%0.66%2.61%-1.95%
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TTE2016-02-112016-02-122016-02-16141.5941.590.00%market31.34%2.42%2.61%-0.18%
VRNS2016-02-112016-02-122016-02-1615.315.310.00%market20.00%6.68%2.61%4.07%
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DCH2016-02-122016-02-162016-02-17414.1214.120.00%market20.59%6.98%2.18%4.80%
ESNT2016-02-122016-02-162016-02-17417.1517.150.00%market2.13%5.61%2.18%3.44%
GGAL2016-02-122016-02-162016-02-17427.8527.850.00%market44.44%2.66%2.18%0.49%
IPGP2016-02-122016-02-162016-02-17476.6576.650.00%market4.59%7.83%2.18%5.65%
ITT2016-02-122016-02-162016-02-17432.4932.490.00%market5.45%4.09%2.18%1.91%
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AAT2016-02-162016-02-172016-02-18135.9535.950.00%market2.27%0.87%0.49%0.39%
ATEX2016-02-162016-02-172016-02-18123.8623.860.00%market18.18%0.44%0.49%-0.04%
BBW2016-02-162016-02-172016-02-18113.8013.800.00%market21.57%0.91%0.49%0.43%
BXMT2016-02-162016-02-172016-02-18123.7623.760.00%market1.49%0.99%0.49%0.51%
BYD2016-02-162016-02-172016-02-18117.0617.060.00%market14.29%-0.04%0.49%-0.53%
CAKE2016-02-162016-02-172016-02-18148.6448.640.00%market3.85%2.65%0.49%2.17%
CPAC2016-02-162016-02-172016-02-1816.726.720.00%market13.33%-0.40%0.49%-0.88%
CYTK2016-02-162016-02-172016-02-1817.217.210.00%market25.00%-9.81%0.49%-10.30%
DAC2016-02-162016-02-172016-02-18169.4469.440.00%market10.26%-5.54%0.49%-6.03%
DIOD2016-02-162016-02-172016-02-18119.7919.790.00%market133.33%-12.99%0.49%-13.47%
DVN2016-02-162016-02-172016-02-18120.4120.410.00%market4.05%-3.58%0.49%-4.07%
FANG2016-02-162016-02-172016-02-18169.5269.520.00%market28.89%0.95%0.49%0.46%
GNRC2016-02-162016-02-172016-02-18133.1733.170.00%market10.23%2.34%0.49%1.86%
GPC2016-02-162016-02-172016-02-18189.1789.170.00%market5.94%1.72%0.49%1.23%
HRL2016-02-162016-02-172016-02-18144.4644.460.00%market16.22%-3.63%0.49%-4.12%
IOSP2016-02-162016-02-172016-02-18147.7947.790.00%market21.57%-8.68%0.49%-9.17%
NBR2016-02-162016-02-172016-02-181331.00331.000.00%market18.52%5.34%0.49%4.85%
PSA2016-02-162016-02-172016-02-181242.96242.960.00%market1.75%1.45%0.49%0.96%
QSR2016-02-162016-02-172016-02-18133.9633.960.00%market12.90%-1.81%0.49%-2.29%
TRU2016-02-162016-02-172016-02-18123.9523.950.00%market24.00%7.75%0.49%7.26%
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ZTS2016-02-162016-02-172016-02-18140.7840.780.00%market10.26%2.94%0.49%2.45%
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ALB2016-02-172016-02-182016-02-19151.3451.340.00%market55.42%6.02%-0.62%6.64%
ATHM2016-02-172016-02-182016-02-19125.5725.570.00%market30.30%-6.55%-0.62%-5.93%
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BKNG2016-02-172016-02-182016-02-19149.8049.800.00%market6.99%3.01%-0.62%3.63%
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CPA2016-02-172016-02-182016-02-19156.5356.530.00%market10.61%2.22%-0.62%2.84%
DORM2016-02-172016-02-182016-02-19148.0448.040.00%market4.69%1.42%-0.62%2.04%
DX2016-02-172016-02-182016-02-19117.6717.670.00%market8.70%3.97%-0.62%4.60%
EFOR2016-02-172016-02-182016-02-19132.4032.400.00%market2.70%0.80%-0.62%1.42%
EIG2016-02-172016-02-182016-02-19128.0628.060.00%market110.00%-3.13%-0.62%-2.51%
EPAM2016-02-172016-02-182016-02-19162.7862.780.00%market6.85%5.71%-0.62%6.34%
GDDY2016-02-172016-02-182016-02-19128.0028.000.00%market101.33%4.69%-0.62%5.31%
GEO2016-02-172016-02-182016-02-19119.1619.160.00%market30.00%-2.67%-0.62%-2.05%
GLOB2016-02-172016-02-182016-02-19129.9329.930.00%market8.33%-6.18%-0.62%-5.56%
GRMN2016-02-172016-02-182016-02-19140.2240.220.00%market54.17%-0.72%-0.62%-0.10%
HST2016-02-172016-02-182016-02-19115.0415.040.00%market11.43%0.03%-0.62%0.65%
HY2016-02-172016-02-182016-02-19158.6458.640.00%market1.94%-1.70%-0.62%-1.08%
ITRI2016-02-172016-02-182016-02-19138.4838.480.00%market2.70%2.37%-0.62%2.99%
KDP2016-02-172016-02-182016-02-19114.4314.430.00%market2.04%0.94%-0.62%1.56%
KNOP2016-02-172016-02-182016-02-19113.7713.770.00%market28.57%8.47%-0.62%9.09%
LOPE2016-02-172016-02-182016-02-19138.9838.980.00%market3.80%-2.08%-0.62%-1.45%
LZB2016-02-172016-02-182016-02-19121.4921.490.00%market7.50%13.86%-0.62%14.48%
MAR2016-02-172016-02-182016-02-19164.1064.100.00%market1.32%2.41%-0.62%3.03%
MATV2016-02-172016-02-182016-02-19136.7436.740.00%market2.25%-10.63%-0.62%-10.01%
MORN2016-02-172016-02-182016-02-19180.0680.060.00%market6.25%-1.46%-0.62%-0.84%
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NTAP2016-02-172016-02-182016-02-19122.9722.970.00%market2.94%7.17%-0.62%7.79%
NVMI2016-02-172016-02-182016-02-1919.909.900.00%market11.76%0.41%-0.62%1.03%
OGS2016-02-172016-02-182016-02-19157.3357.330.00%market1.37%1.12%-0.62%1.74%
OIS2016-02-172016-02-182016-02-19124.6724.670.00%market826.59%-1.28%-0.62%-0.65%
SNPS2016-02-172016-02-182016-02-19146.0546.050.00%market9.68%-3.51%-0.62%-2.89%
TMUS2016-02-172016-02-182016-02-19137.1137.110.00%market126.67%-5.92%-0.62%-5.30%
UFPI2016-02-172016-02-182016-02-19122.9622.960.00%market14.81%-0.58%-0.62%0.04%
UGP2016-02-172016-02-182016-02-1917.687.680.00%market40.00%-1.40%-0.62%-0.78%
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AMN2016-02-182016-02-192016-02-22128.5528.550.00%market14.63%1.30%1.89%-0.59%
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ARR2016-02-182016-02-192016-02-22195.5595.550.00%market0.99%2.78%1.89%0.89%
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CBZ2016-02-182016-02-192016-02-22110.6210.620.00%market320.00%-1.32%1.89%-3.21%
CENX2016-02-182016-02-192016-02-2215.335.330.00%market1.85%35.36%1.89%33.47%
CHEF2016-02-182016-02-192016-02-22117.9617.960.00%market4.00%-2.16%1.89%-4.05%
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ELME2016-02-182016-02-192016-02-22125.5425.540.00%market2175.00%2.25%1.89%0.36%
ETR2016-02-182016-02-192016-02-22136.9036.900.00%market6.76%0.20%1.89%-1.69%
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FTS2016-02-182016-02-192016-02-22127.4627.460.00%market13.35%2.38%1.89%0.49%
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LDOS2016-02-182016-02-192016-02-22142.0842.080.00%market18.18%1.66%1.89%-0.23%
MTRN2016-02-182016-02-192016-02-22123.8123.810.00%market9.09%5.70%1.89%3.81%
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OSG2016-02-182016-02-192016-02-22114.4014.400.00%market825.22%7.68%1.89%5.79%
PCG2016-02-182016-02-192016-02-22156.0856.080.00%market11.11%0.61%1.89%-1.28%
POOL2016-02-182016-02-192016-02-22180.0980.090.00%market633.50%0.96%1.89%-0.93%
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REXR2016-02-182016-02-192016-02-22117.4417.440.00%market199.85%-1.48%1.89%-3.36%
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TRN2016-02-182016-02-192016-02-22112.5612.560.00%market19.27%-6.31%1.89%-8.20%
TTC2016-02-182016-02-192016-02-22138.8238.820.00%market20.69%2.60%1.89%0.72%
UAN2016-02-182016-02-192016-02-22165.0065.000.00%market17.39%12.98%1.89%11.09%
VPG2016-02-182016-02-192016-02-22111.1511.150.00%market33.33%2.50%1.89%0.61%
WM2016-02-182016-02-192016-02-22155.2555.250.00%market4.41%1.58%1.89%-0.31%
BRC2016-02-192016-02-222016-02-23325.4725.470.00%market30.43%1.12%-0.80%1.92%
CQP2016-02-192016-02-222016-02-23323.3423.340.00%market781.82%3.80%-0.80%4.60%
DE2016-02-192016-02-222016-02-23377.3077.300.00%market14.29%-0.31%-0.80%0.49%
JEF2016-02-192016-02-222016-02-23313.4113.410.00%market800.00%-1.67%-0.80%-0.87%
PNW2016-02-192016-02-222016-02-23368.9368.930.00%market42.31%1.29%-0.80%2.09%
TDS2016-02-192016-02-222016-02-23322.8922.890.00%market77.42%8.77%-0.80%9.57%
AMRX2016-02-222016-02-232016-02-24133.0233.020.00%market40.91%-3.16%-0.41%-2.75%
APPF2016-02-222016-02-232016-02-24114.2114.210.00%market28.57%-15.79%-0.41%-15.38%
ASR2016-02-222016-02-232016-02-241138.21138.210.00%market7.41%-0.09%-0.41%0.33%
CHGG2016-02-222016-02-232016-02-2413.783.780.00%market7.69%8.89%-0.41%9.31%
CPS2016-02-222016-02-232016-02-24170.0570.050.00%market77.06%2.56%-0.41%2.97%
ESRT2016-02-222016-02-232016-02-24115.6515.650.00%market8.70%-0.04%-0.41%0.38%
HLX2016-02-222016-02-232016-02-2413.103.100.00%market45.45%16.35%-0.41%16.76%
HURN2016-02-222016-02-232016-02-24146.0046.000.00%market10.59%14.57%-0.41%14.99%
IVR2016-02-222016-02-232016-02-241101.23101.230.00%market5.00%3.00%-0.41%3.41%
KOS2016-02-222016-02-232016-02-2414.644.640.00%market180.00%-3.98%-0.41%-3.57%
LNTH2016-02-222016-02-232016-02-2412.962.960.00%market450.85%-27.80%-0.41%-27.39%
LTC2016-02-222016-02-232016-02-24143.2343.230.00%market1.37%0.29%-0.41%0.71%
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MSI2016-02-222016-02-232016-02-24170.0470.040.00%market11.27%3.90%-0.41%4.31%
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ARCC2016-02-242016-02-252016-02-26112.9512.950.00%market2.56%4.22%0.70%3.52%
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CRK2016-02-242016-02-252016-02-2614.454.450.00%market18.02%-3.47%0.70%-4.17%
CSGP2016-02-242016-02-252016-02-26117.3417.340.00%market37.50%3.24%0.70%2.54%
CVEO2016-02-242016-02-252016-02-26110.4610.460.00%market55.00%8.12%0.70%7.42%
CW2016-02-242016-02-252016-02-26166.3066.300.00%market26.45%6.31%0.70%5.61%
DIN2016-02-242016-02-252016-02-26194.1394.130.00%market20.45%-3.53%0.70%-4.23%
ECHO2016-02-242016-02-252016-02-26134.5134.510.00%market77.50%5.06%0.70%4.36%
EPR2016-02-242016-02-252016-02-26164.9064.900.00%market1.72%-4.88%0.70%-5.58%
GDOT2016-02-242016-02-252016-02-26120.0820.080.00%market100.00%3.83%0.70%3.13%
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HVT2016-02-242016-02-252016-02-26120.5420.540.00%market2.50%-6.92%0.70%-7.62%
INN2016-02-242016-02-252016-02-26110.7610.760.00%market12.50%0.27%0.70%-0.43%
KAI2016-02-242016-02-252016-02-26137.5037.500.00%market18.75%1.77%0.70%1.06%
LAD2016-02-242016-02-252016-02-26194.4994.490.00%market6.10%-0.90%0.70%-1.61%
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MCRI2016-02-242016-02-252016-02-26119.5019.500.00%market45.00%3.49%0.70%2.79%
MTDR2016-02-242016-02-252016-02-26115.8015.800.00%market200.00%4.58%0.70%3.88%
NLY2016-02-242016-02-252016-02-26140.6040.600.00%market6.90%0.20%0.70%-0.51%
NTES2016-02-242016-02-252016-02-26129.3829.380.00%market41.03%-7.93%0.70%-8.63%
OVV2016-02-242016-02-252016-02-26118.4018.400.00%market1081.82%7.24%0.70%6.53%
PLAB2016-02-242016-02-252016-02-2619.929.920.00%market6.25%3.13%0.70%2.42%
RGR2016-02-242016-02-252016-02-26165.6465.640.00%market17.33%6.41%0.70%5.70%
RIG2016-02-242016-02-252016-02-2618.118.110.00%market130.14%6.56%0.70%5.86%
RITM2016-02-242016-02-252016-02-26111.6011.600.00%market6.12%0.59%0.70%-0.11%
SCL2016-02-242016-02-252016-02-26149.0949.090.00%market39.62%3.00%0.70%2.29%
SSTK2016-02-242016-02-252016-02-26134.6634.660.00%market11.76%-0.04%0.70%-0.74%
SWX2016-02-242016-02-252016-02-26161.1561.150.00%market2.99%-2.68%0.70%-3.39%
TJX2016-02-242016-02-252016-02-26136.9836.980.00%market6.38%2.17%0.70%1.47%
TSEM2016-02-242016-02-252016-02-26113.5113.510.00%market32.81%0.94%0.70%0.23%
TSLX2016-02-242016-02-252016-02-26115.8315.830.00%market2.33%1.23%0.70%0.52%
UVE2016-02-242016-02-252016-02-26119.8119.810.00%market13.89%0.15%0.70%-0.55%
VIV2016-02-242016-02-252016-02-2619.469.460.00%market6.67%-2.64%0.70%-3.34%
WCN2016-02-242016-02-252016-02-26141.4941.490.00%market16.28%0.79%0.70%0.09%
AAON2016-02-252016-02-262016-02-29116.2216.220.00%market23.08%1.81%-1.53%3.34%
ADSK2016-02-252016-02-262016-02-29150.9350.930.00%market110.00%1.49%-1.53%3.02%
AGO2016-02-252016-02-262016-02-29125.2525.250.00%market9.21%-1.84%-1.53%-0.31%
AHT2016-02-252016-02-262016-02-2915,429.635,429.630.00%market92957.14%0.45%-1.53%1.98%
ALKS2016-02-252016-02-262016-02-29133.6733.670.00%market21.05%-4.26%-1.53%-2.73%
ALRM2016-02-252016-02-262016-02-29120.5520.550.00%market1749.41%-3.02%-1.53%-1.49%
APA2016-02-252016-02-262016-02-29139.0939.090.00%market88.46%-2.17%-1.53%-0.64%
AROC2016-02-252016-02-262016-02-2913.733.730.00%market265.46%6.87%-1.53%8.40%
ASPN2016-02-252016-02-262016-02-2914.204.200.00%market104.14%-13.20%-1.53%-11.66%
BBY2016-02-252016-02-262016-02-29132.1232.120.00%market10.07%0.74%-1.53%2.27%
BIO2016-02-252016-02-262016-02-291134.82134.820.00%market32.28%-0.23%-1.53%1.30%
BLFS2016-02-252016-02-262016-02-2911.711.710.00%market10.00%1.07%-1.53%2.60%
BUD2016-02-252016-02-262016-02-291112.53112.530.00%market0.68%-1.02%-1.53%0.52%
BW2016-02-252016-02-262016-02-291199.90199.900.00%market11.90%-2.40%-1.53%-0.87%
CM2016-02-252016-02-262016-02-29133.4733.470.00%market4.95%-1.06%-1.53%0.48%
CPB2016-02-252016-02-262016-02-29162.6262.620.00%market8.75%-1.49%-1.53%0.04%
CPK2016-02-252016-02-262016-02-29163.7863.780.00%market4.29%-2.42%-1.53%-0.89%
CRI2016-02-252016-02-262016-02-29199.7099.700.00%market8.53%1.84%-1.53%3.37%
DK2016-02-252016-02-262016-02-29114.3614.360.00%market72.00%10.07%-1.53%11.60%
DLR2016-02-252016-02-262016-02-29181.6181.610.00%market7.81%-3.21%-1.53%-1.68%
DPZ2016-02-252016-02-262016-02-291133.03133.030.00%market4.55%-0.09%-1.53%1.44%
EBS2016-02-252016-02-262016-02-29136.3136.310.00%market11.43%-6.93%-1.53%-5.40%
EME2016-02-252016-02-262016-02-29145.0745.070.00%market3.90%1.68%-1.53%3.21%
EOG2016-02-252016-02-262016-02-29168.0068.000.00%market18.18%-4.89%-1.53%-3.36%
EVH2016-02-252016-02-262016-02-2919.009.000.00%market75.00%11.57%-1.53%13.10%
GVA2016-02-252016-02-262016-02-29139.7239.720.00%market14.81%4.26%-1.53%5.79%
HLF2016-02-252016-02-262016-02-29125.9725.970.00%market27.66%5.31%-1.53%6.84%
HPP2016-02-252016-02-262016-02-291176.47176.470.00%market4.76%1.05%-1.53%2.58%
HTGC2016-02-252016-02-262016-02-29110.7610.760.00%market3.70%3.52%-1.53%5.06%
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IRM2016-02-252016-02-262016-02-29129.8529.850.00%market1.79%-1.67%-1.53%-0.14%
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KSS2016-02-252016-02-262016-02-29147.0747.070.00%market1.28%-0.95%-1.53%0.58%
KWR2016-02-252016-02-262016-02-29176.8976.890.00%market9.43%1.10%-1.53%2.63%
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PAC2016-02-252016-02-262016-02-29180.2880.280.00%market54.41%-1.84%-1.53%-0.31%
PANW2016-02-252016-02-262016-02-29124.9724.970.00%market16.67%-3.46%-1.53%-1.93%
PEGA2016-02-252016-02-262016-02-29112.3812.380.00%market5.71%-1.72%-1.53%-0.18%
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AMC2016-02-292016-03-012016-03-021240.30240.300.00%market7.50%5.39%2.05%3.35%
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CRC2016-02-292016-03-012016-03-0216.706.700.00%market16.67%26.77%2.05%24.72%
FSS2016-02-292016-03-012016-03-02111.8111.810.00%market4.17%-1.88%2.05%-3.92%