EPS surp.>10 & Op. margin>12 (hold 20d) (lookback 50y) (max 100 pos)
Run 9a902827 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
6442
Win rate
53.20%
Avg return
0.90%
Median return
0.58%
Avg abnormal
0.03%
Median abnormal
-0.44%
Best trade
744.34%
Worst trade
-73.99%
Sharpe (per-trade)
0.06
Daily portfolio drawdown
-26.60%
Portfolio (equal_weight)
Total return
57.81%
Max drawdown
-26.60%
Avg trade return
0.90%
Win rate
53.20%
Signals
15021
Configured concurrent
100
Observed concurrent
100
Trades taken
6442
Skipped (no capacity)
8579
Excess vs benchmark
-408.52%
Avg entry slippage
0.00%
Return if filled at market
57.81%
VWAP fills
0
VWAP fallbacks
0
8579 of 15021 qualifying signals were dropped because no position slot or cash was available.
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2006 | 2 | -0.18% | -3.44% | 50.00% |
| 2007 | 3 | -7.71% | -8.63% | 0.00% |
| 2008 | 2 | 3.40% | 4.80% | 50.00% |
| 2009 | 2 | 8.39% | 4.79% | 100.00% |
| 2010 | 6 | 2.86% | 1.90% | 83.33% |
| 2011 | 5 | 0.33% | 1.73% | 60.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2013 | 3 | -9.82% | -10.39% | 0.00% |
| 2015 | 5 | 2.39% | 3.59% | 40.00% |
| 2016 | 248 | 3.38% | 1.80% | 65.32% |
| 2017 | 553 | 1.01% | -0.18% | 53.71% |
| 2018 | 578 | -0.34% | 0.16% | 51.04% |
| 2019 | 557 | 0.05% | -0.61% | 50.27% |
| 2020 | 662 | -0.03% | -0.38% | 48.94% |
| 2021 | 739 | 2.19% | 0.64% | 61.57% |
| 2022 | 674 | 1.68% | 1.73% | 55.49% |
| 2023 | 681 | 0.80% | -0.67% | 45.23% |
| 2024 | 666 | 2.14% | -0.47% | 56.91% |
| 2025 | 672 | 0.10% | -0.32% | 52.83% |
| 2026 | 383 | -0.56% | -0.90% | 47.78% |
Trades (page 1: 500 of 6,442)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Op. margin | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UL | 2006-11-02 | 2006-11-03 | 2006-12-04 | 1 | 29.57 | 29.57 | 0.00% | market | 131.11% | — | 2.30% | 2.93% | -0.63% |
| BHP | 2006-11-03 | 2006-11-06 | 2006-12-05 | 3 | 36.02 | 36.02 | 0.00% | market | 18.62% | — | -2.65% | 3.61% | -6.26% |
| UL | 2007-05-03 | 2007-05-04 | 2007-06-04 | 1 | 36.59 | 36.59 | 0.00% | market | 118.75% | — | -4.36% | 2.22% | -6.59% |
| IHG | 2007-05-09 | 2007-05-10 | 2007-06-08 | 1 | 38.01 | 38.01 | 0.00% | market | 19.05% | — | -12.41% | 0.21% | -12.62% |
| IHG | 2007-11-06 | 2007-11-07 | 2007-12-06 | 1 | 26.55 | 26.55 | 0.00% | market | 13.16% | — | -6.35% | 0.33% | -6.68% |
| IHG | 2008-05-07 | 2008-05-08 | 2008-06-06 | 1 | 21.28 | 21.28 | 0.00% | market | 19.23% | — | -8.51% | -2.47% | -6.04% |
| IHG | 2008-11-11 | 2008-11-12 | 2008-12-11 | 1 | 9.41 | 9.41 | 0.00% | market | 33.33% | — | 15.31% | -0.33% | 15.64% |
| IHG | 2009-05-12 | 2009-05-13 | 2009-06-11 | 1 | 12.58 | 12.58 | 0.00% | market | 15.00% | — | 11.98% | 5.66% | 6.32% |
| SNN | 2009-11-06 | 2009-11-09 | 2009-12-08 | 3 | 18.59 | 18.59 | 0.00% | market | 30.77% | — | 4.80% | 1.54% | 3.26% |
| SNN | 2010-05-06 | 2010-05-07 | 2010-06-07 | 1 | 18.91 | 18.91 | 0.00% | market | 11.76% | — | -4.81% | -6.35% | 1.54% |
| IHG | 2010-08-10 | 2010-08-11 | 2010-09-09 | 1 | 21.89 | 21.89 | 0.00% | market | 18.92% | — | 0.22% | 0.24% | -0.02% |
| AU | 2010-08-12 | 2010-08-13 | 2010-09-13 | 1 | 42.99 | 42.99 | 0.00% | market | 183.33% | — | 3.62% | 4.09% | -0.47% |
| GFI | 2010-11-04 | 2010-11-05 | 2010-12-06 | 1 | 14.48 | 14.48 | 0.00% | market | 85.71% | — | 7.70% | 0.34% | 7.36% |
| AU | 2010-11-12 | 2010-11-15 | 2010-12-14 | 3 | 49.54 | 49.54 | 0.00% | market | 127.78% | — | 1.92% | 3.39% | -1.47% |
| SRL | 2010-11-15 | 2010-11-16 | 2010-12-15 | 1 | 33.55 | 33.55 | 0.00% | market | 636.36% | — | 8.51% | 4.03% | 4.48% |
| AU | 2011-02-17 | 2011-02-18 | 2011-03-21 | 1 | 47.30 | 47.30 | 0.00% | market | 16.92% | — | -4.94% | -3.45% | -1.50% |
| IHG | 2011-05-10 | 2011-05-11 | 2011-06-09 | 1 | 27.79 | 27.79 | 0.00% | market | 23.33% | — | -8.66% | -4.62% | -4.04% |
| AU | 2011-06-26 | 2011-06-27 | 2011-07-26 | 1 | 40.02 | 40.02 | 0.00% | market | 16.98% | — | 8.90% | 5.08% | 3.82% |
| AU | 2011-08-04 | 2011-08-05 | 2011-09-02 | 1 | 43.11 | 43.11 | 0.00% | market | 103.33% | — | 5.47% | -3.21% | 8.68% |
| IHG | 2011-11-08 | 2011-11-09 | 2011-12-08 | 1 | 21.64 | 21.64 | 0.00% | market | 12.24% | — | 0.92% | -0.75% | 1.67% |
| HMY | 2012-05-09 | 2012-05-10 | 2012-06-08 | 1 | 9.64 | 9.64 | 0.00% | market | 25.00% | — | 6.12% | -2.62% | 8.74% |
| IHG | 2013-02-19 | 2013-02-20 | 2013-03-20 | 1 | 36.03 | 36.03 | 0.00% | market | 45.95% | — | -1.40% | 1.67% | -3.07% |
| IHG | 2013-08-06 | 2013-08-07 | 2013-09-05 | 1 | 37.02 | 37.02 | 0.00% | market | 217.54% | — | -5.72% | -1.91% | -3.81% |
| AU | 2013-11-06 | 2013-11-07 | 2013-12-06 | 1 | 15.46 | 15.46 | 0.00% | market | 2200.00% | — | -22.35% | 1.94% | -24.29% |
| SNN | 2015-02-05 | 2015-02-06 | 2015-03-09 | 1 | 36.41 | 36.41 | 0.00% | market | 27.50% | — | -7.35% | 0.87% | -8.22% |
| BUD | 2015-02-26 | 2015-02-27 | 2015-03-27 | 1 | 126.42 | 126.42 | 0.00% | market | 10.22% | — | -3.16% | -2.61% | -0.55% |
| BUD | 2015-05-06 | 2015-05-07 | 2015-06-05 | 1 | 119.08 | 119.08 | 0.00% | market | 15.70% | — | 4.45% | 0.89% | 3.56% |
| AU | 2015-08-17 | 2015-08-18 | 2015-09-16 | 1 | 6.62 | 6.62 | 0.00% | market | 100.00% | — | 19.99% | -4.79% | 24.78% |
| GRFS | 2015-11-04 | 2015-11-05 | 2015-12-04 | 1 | 17.93 | 17.93 | 0.00% | market | 18.18% | — | -2.00% | -0.38% | -1.61% |
| PAC | 2016-02-25 | 2016-02-26 | 2016-03-28 | 1 | 80.28 | 80.28 | 0.00% | market | 54.41% | — | 8.25% | 3.39% | 4.85% |
| BBDO | 2016-04-15 | 2016-04-18 | 2016-05-16 | 3 | 6.88 | 6.88 | 0.00% | market | 1446.15% | — | -3.30% | -0.48% | -2.82% |
| RMBS | 2016-07-18 | 2016-07-19 | 2016-08-16 | 1 | 12.56 | 12.56 | 0.00% | market | 15.38% | — | 7.78% | 0.94% | 6.84% |
| MANH | 2016-07-19 | 2016-07-20 | 2016-08-17 | 1 | 66.25 | 66.25 | 0.00% | market | 11.36% | — | -10.26% | 1.01% | -11.27% |
| MSFT | 2016-07-19 | 2016-07-20 | 2016-08-17 | 1 | 56.15 | 56.15 | 0.00% | market | 18.97% | — | 2.41% | 1.01% | 1.40% |
| MTG | 2016-07-19 | 2016-07-20 | 2016-08-17 | 1 | 7.02 | 7.02 | 0.00% | market | 30.00% | — | 10.01% | 1.01% | 9.01% |
| FNF | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 26.29 | 26.29 | 0.00% | market | 12.12% | — | 0.70% | 0.88% | -0.18% |
| QCOM | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 59.80 | 59.80 | 0.00% | market | 19.59% | — | 5.32% | 0.88% | 4.44% |
| BIIB | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 282.09 | 282.09 | 0.00% | market | 11.56% | — | 12.21% | 0.98% | 11.22% |
| GATX | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 44.17 | 44.17 | 0.00% | market | 21.14% | — | 0.60% | 0.98% | -0.38% |
| SIMO | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 53.39 | 53.39 | 0.00% | market | 13.16% | — | 1.32% | 0.98% | 0.34% |
| TRN | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 14.94 | 14.94 | 0.00% | market | 29.17% | — | 18.78% | 0.98% | 17.79% |
| ADC | 2016-07-25 | 2016-07-26 | 2016-08-23 | 1 | 49.90 | 49.90 | 0.00% | market | 29.73% | — | -3.43% | 1.13% | -4.55% |
| BOH | 2016-07-25 | 2016-07-26 | 2016-08-23 | 1 | 69.54 | 69.54 | 0.00% | market | 10.75% | — | 1.27% | 1.13% | 0.14% |
| CR | 2016-07-25 | 2016-07-26 | 2016-08-23 | 1 | 61.36 | 61.36 | 0.00% | market | 18.63% | — | 6.47% | 1.13% | 5.34% |
| ARLP | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 19.62 | 19.62 | 0.00% | market | 49.09% | — | 5.86% | 0.30% | 5.56% |
| AXS | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 54.82 | 54.82 | 0.00% | market | 45.71% | — | 1.92% | 0.30% | 1.62% |
| BVN | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 12.88 | 12.88 | 0.00% | market | 109.09% | — | 2.00% | 0.30% | 1.69% |
| CINF | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 74.88 | 74.88 | 0.00% | market | 32.56% | — | 1.46% | 0.30% | 1.16% |
| ILMN | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 145.45 | 145.45 | 0.00% | market | 17.81% | — | 13.18% | 0.30% | 12.87% |
| KKR | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 14.50 | 14.50 | 0.00% | market | 360.00% | — | 1.97% | 0.30% | 1.67% |
| TRMK | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 25.75 | 25.75 | 0.00% | market | 11.11% | — | 8.02% | 0.30% | 7.71% |
| TRU | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 34.42 | 34.42 | 0.00% | market | 12.12% | — | -4.84% | 0.30% | -5.14% |
| WES | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 37.78 | 37.78 | 0.00% | market | 24.24% | — | -3.70% | 0.30% | -4.00% |
| ACGL | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 23.84 | 23.84 | 0.00% | market | 15.15% | — | 11.02% | 0.65% | 10.36% |
| CDE | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 14.59 | 14.59 | 0.00% | market | 456.40% | — | -8.67% | 0.65% | -9.32% |
| CG | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 16.90 | 16.90 | 0.00% | market | 40.00% | — | -5.19% | 0.65% | -5.84% |
| CSGP | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 21.10 | 21.10 | 0.00% | market | 12.50% | — | -2.14% | 0.65% | -2.79% |
| DLB | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 45.00 | 45.00 | 0.00% | market | 21.57% | — | 11.14% | 0.65% | 10.49% |
| ENTG | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 16.65 | 16.65 | 0.00% | market | 40.00% | — | 3.86% | 0.65% | 3.21% |
| EVR | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 48.25 | 48.25 | 0.00% | market | 36.84% | — | 5.83% | 0.65% | 5.18% |
| EXR | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 88.62 | 88.62 | 0.00% | market | 22.22% | — | -8.71% | 0.65% | -9.36% |
| FBIN | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 53.38 | 53.38 | 0.00% | market | 12.33% | — | 1.59% | 0.65% | 0.93% |
| GRMN | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 52.00 | 52.00 | 0.00% | market | 29.85% | — | -2.95% | 0.65% | -3.60% |
| HBM | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 4.69 | 4.69 | 0.00% | market | 150.00% | — | -6.71% | 0.65% | -7.36% |
| KIM | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 31.12 | 31.12 | 0.00% | market | 187.50% | — | -4.25% | 0.65% | -4.90% |
| LMAT | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 16.03 | 16.03 | 0.00% | market | 27.27% | — | 7.57% | 0.65% | 6.92% |
| LRCX | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 9.29 | 9.29 | 0.00% | market | 12.50% | — | 0.44% | 0.65% | -0.21% |
| META | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 127.52 | 127.52 | 0.00% | market | 18.29% | — | -2.95% | 0.65% | -3.60% |
| OC | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 52.84 | 52.84 | 0.00% | market | 50.00% | — | 2.45% | 0.65% | 1.80% |
| TILE | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 16.69 | 16.69 | 0.00% | market | 10.34% | — | 4.09% | 0.65% | 3.44% |
| ALGN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 85.25 | 85.25 | 0.00% | market | 29.17% | — | 8.60% | 0.38% | 8.22% |
| BBD | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 4.36 | 4.36 | 0.00% | market | 63.64% | — | 3.34% | 0.38% | 2.96% |
| BEN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 34.91 | 34.91 | 0.00% | market | 14.93% | — | 3.48% | 0.38% | 3.10% |
| BGS | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 49.11 | 49.11 | 0.00% | market | 23.91% | — | -4.23% | 0.38% | -4.62% |
| BIDU | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 161.01 | 161.01 | 0.00% | market | 29.79% | — | 7.64% | 0.38% | 7.26% |
| BUSE | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 23.00 | 23.00 | 0.00% | market | 11.11% | — | 2.51% | 0.38% | 2.13% |
| CMS | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 45.00 | 45.00 | 0.00% | market | 25.00% | — | -6.88% | 0.38% | -7.26% |
| EHC | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 33.08 | 33.08 | 0.00% | market | 15.00% | — | -3.36% | 0.38% | -3.75% |
| ERIE | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 97.81 | 97.81 | 0.00% | market | 11.43% | — | 2.93% | 0.38% | 2.54% |
| FICO | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 120.00 | 120.00 | 0.00% | market | 50.00% | — | 5.53% | 0.38% | 5.14% |
| IDA | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 80.48 | 80.48 | 0.00% | market | 13.13% | — | -6.29% | 0.38% | -6.67% |
| KLAC | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 7.72 | 7.72 | 0.00% | market | 28.57% | — | -12.66% | 0.38% | -13.05% |
| PENN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 15.06 | 15.06 | 0.00% | market | 37.93% | — | -4.42% | 0.38% | -4.80% |
| SSD | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 39.79 | 39.79 | 0.00% | market | 10.20% | — | 9.80% | 0.38% | 9.42% |
| STNG | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 47.80 | 47.80 | 0.00% | market | 33.33% | — | 1.36% | 0.38% | 0.98% |
| UTHR | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 118.97 | 118.97 | 0.00% | market | 36.34% | — | 2.25% | 0.38% | 1.86% |
| WYNN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 96.14 | 96.14 | 0.00% | market | 10.31% | — | -6.64% | 0.38% | -7.03% |
| CACC | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 191.90 | 191.90 | 0.00% | market | 13.47% | — | 6.82% | 0.54% | 6.28% |
| MT | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 19.23 | 19.23 | 0.00% | market | 375.00% | — | -3.53% | 0.54% | -4.07% |
| UBS | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 13.70 | 13.70 | 0.00% | market | 14.81% | — | 2.82% | 0.54% | 2.28% |
| BCH | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 21.11 | 21.11 | 0.00% | market | 45.00% | — | 0.75% | 0.62% | 0.13% |
| CGNX | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 25.75 | 25.75 | 0.00% | market | 13.64% | — | -2.86% | 0.62% | -3.48% |
| OGS | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 64.95 | 64.95 | 0.00% | market | 22.58% | — | -5.21% | 0.62% | -5.83% |
| SBRA | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 23.98 | 23.98 | 0.00% | market | 60.61% | — | 6.61% | 0.62% | 5.99% |
| TREX | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 12.97 | 12.97 | 0.00% | market | 11.11% | — | 21.55% | 0.62% | 20.92% |
| UGI | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 45.57 | 45.57 | 0.00% | market | 187.50% | — | -1.00% | 0.62% | -1.62% |
| CMI | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 120.75 | 120.75 | 0.00% | market | 11.11% | — | 3.92% | 0.88% | 3.04% |
| EA | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 76.66 | 76.66 | 0.00% | market | 393.65% | — | 5.86% | 0.88% | 4.98% |
| ESE | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 43.23 | 43.23 | 0.00% | market | 13.95% | — | 4.27% | 0.88% | 3.39% |
| ETR | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 40.35 | 40.35 | 0.00% | market | 203.92% | — | -3.20% | 0.88% | -4.08% |
| GNW | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 3.43 | 3.43 | 0.00% | market | 19.05% | — | 37.80% | 0.88% | 36.92% |
| H | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 50.14 | 50.14 | 0.00% | market | 36.17% | — | 6.56% | 0.88% | 5.68% |
| IDCC | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 59.87 | 59.87 | 0.00% | market | 84.62% | — | 19.18% | 0.88% | 18.29% |
| IDXX | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 105.00 | 105.00 | 0.00% | market | 19.35% | — | 7.21% | 0.88% | 6.33% |
| MGRC | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 31.40 | 31.40 | 0.00% | market | 11.76% | — | 1.72% | 0.88% | 0.83% |
| NI | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 25.91 | 25.91 | 0.00% | market | 14.29% | — | -7.70% | 0.88% | -8.58% |
| ORA | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 46.90 | 46.90 | 0.00% | market | 19.05% | — | 3.10% | 0.88% | 2.22% |
| PAYC | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 48.89 | 48.89 | 0.00% | market | 61.54% | — | 4.91% | 0.88% | 4.03% |
| RACE | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 46.43 | 46.43 | 0.00% | market | 18.19% | — | 3.58% | 0.88% | 2.70% |
| SUPN | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 23.98 | 23.98 | 0.00% | market | 38.46% | — | -10.94% | 0.88% | -11.82% |
| WBD | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 26.81 | 26.81 | 0.00% | market | 22.22% | — | -4.95% | 0.88% | -5.83% |
| AGO | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 26.76 | 26.76 | 0.00% | market | 90.74% | — | 3.00% | 0.50% | 2.50% |
| APO | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 17.89 | 17.89 | 0.00% | market | 390.00% | — | 4.76% | 0.50% | 4.26% |
| ATO | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 77.94 | 77.94 | 0.00% | market | 13.56% | — | -6.12% | 0.50% | -6.62% |
| ATRO | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 25.07 | 25.07 | 0.00% | market | 20.51% | — | 12.94% | 0.50% | 12.44% |
| BIP | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 19.01 | 19.01 | 0.00% | market | 160.00% | — | 0.85% | 0.50% | 0.35% |
| DKL | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 26.02 | 26.02 | 0.00% | market | 13.79% | — | 1.86% | 0.50% | 1.36% |
| EQIX | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 372.86 | 372.86 | 0.00% | market | 11.32% | — | -1.74% | 0.50% | -2.24% |
| HASI | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 22.53 | 22.53 | 0.00% | market | 10.34% | — | 6.91% | 0.50% | 6.41% |
| ITUB | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 4.99 | 4.99 | 0.00% | market | 21.43% | — | 1.30% | 0.50% | 0.80% |
| KLIC | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 11.90 | 11.90 | 0.00% | market | 21.62% | — | 3.77% | 0.50% | 3.27% |
| MC | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 26.00 | 26.00 | 0.00% | market | 20.69% | — | 1.78% | 0.50% | 1.29% |
| PFSI | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 14.25 | 14.25 | 0.00% | market | 14.04% | — | 15.69% | 0.50% | 15.19% |
| RIG | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 11.00 | 11.00 | 0.00% | market | 3628.07% | — | -13.28% | 0.50% | -13.78% |
| RYN | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 27.24 | 27.24 | 0.00% | market | 122.72% | — | 1.37% | 0.50% | 0.87% |
| SR | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 68.77 | 68.77 | 0.00% | market | 22.22% | — | -7.04% | 0.50% | -7.54% |
| ZTS | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 51.53 | 51.53 | 0.00% | market | 11.36% | — | -0.92% | 0.50% | -1.41% |
| AHT | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 5,962.72 | 5,962.72 | 0.00% | market | 13.21% | — | 12.81% | 0.91% | 11.91% |
| ANET | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 4.30 | 4.30 | 0.00% | market | 11.76% | — | 17.57% | 0.91% | 16.67% |
| ANIP | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 68.00 | 68.00 | 0.00% | market | 35.37% | — | -12.07% | 0.91% | -12.98% |
| BAK | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 12.75 | 12.75 | 0.00% | market | 35.44% | — | 18.17% | 0.91% | 17.27% |
| ATHM | 2016-08-16 | 2016-08-17 | 2016-09-15 | 1 | 26.30 | 26.30 | 0.00% | market | 29.15% | — | -12.69% | -1.25% | -11.44% |
| HTHT | 2016-08-16 | 2016-08-17 | 2016-09-15 | 1 | 10.27 | 10.27 | 0.00% | market | 88.89% | — | 11.68% | -1.25% | 12.93% |
| URBN | 2016-08-16 | 2016-08-17 | 2016-09-15 | 1 | 35.37 | 35.37 | 0.00% | market | 17.86% | — | 2.70% | -1.25% | 3.95% |
| BBWI | 2016-08-17 | 2016-08-18 | 2016-09-16 | 1 | 62.09 | 62.09 | 0.00% | market | 18.64% | — | -6.54% | -2.28% | -4.27% |
| JOYY | 2016-08-17 | 2016-08-18 | 2016-09-16 | 1 | 49.51 | 49.51 | 0.00% | market | 40.85% | — | 9.94% | -2.28% | 12.21% |
| NTES | 2016-08-17 | 2016-08-18 | 2016-09-16 | 1 | 43.40 | 43.40 | 0.00% | market | 43.14% | — | 9.60% | -2.28% | 11.88% |
| NDSN | 2016-08-22 | 2016-08-23 | 2016-09-21 | 1 | 97.00 | 97.00 | 0.00% | market | 10.53% | — | 1.70% | -1.56% | 3.27% |
| SQM | 2016-08-24 | 2016-08-25 | 2016-09-23 | 1 | 25.18 | 25.18 | 0.00% | market | 14.81% | — | -0.34% | -0.65% | 0.31% |
| CM | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 40.13 | 40.13 | 0.00% | market | 13.94% | — | -5.46% | -1.69% | -3.77% |
| MESO | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 10.26 | 10.26 | 0.00% | market | 4000.00% | — | -14.14% | -1.69% | -12.45% |
| VEEV | 2016-08-30 | 2016-08-31 | 2016-09-29 | 1 | 40.99 | 40.99 | 0.00% | market | 15.38% | — | 0.92% | -1.35% | 2.27% |
| FRO | 2016-08-31 | 2016-09-01 | 2016-09-30 | 1 | 7.32 | 7.32 | 0.00% | market | 14.81% | — | -2.15% | -0.49% | -1.66% |
| AMBA | 2016-09-01 | 2016-09-02 | 2016-10-03 | 1 | 70.27 | 70.27 | 0.00% | market | 45.95% | — | 5.08% | -1.20% | 6.28% |
| AGX | 2016-09-06 | 2016-09-07 | 2016-10-05 | 1 | 50.00 | 50.00 | 0.00% | market | 63.29% | — | 17.42% | -1.47% | 18.89% |
| HQY | 2016-09-06 | 2016-09-07 | 2016-10-05 | 1 | 34.36 | 34.36 | 0.00% | market | 23.08% | — | 10.78% | -1.47% | 12.25% |
| GWRE | 2016-09-07 | 2016-09-08 | 2016-10-06 | 1 | 63.17 | 63.17 | 0.00% | market | 21.88% | — | -5.74% | -1.30% | -4.44% |
| EBF | 2016-09-27 | 2016-09-28 | 2016-10-26 | 1 | 17.20 | 17.20 | 0.00% | market | 34.62% | — | -12.02% | -0.97% | -11.05% |
| NKE | 2016-09-27 | 2016-09-28 | 2016-10-26 | 1 | 54.60 | 54.60 | 0.00% | market | 30.36% | — | -4.92% | -0.97% | -3.95% |
| CAG | 2016-09-29 | 2016-09-30 | 2016-10-28 | 1 | 36.04 | 36.04 | 0.00% | market | 27.08% | — | 3.17% | -1.44% | 4.62% |
| MKC | 2016-09-30 | 2016-10-03 | 2016-10-31 | 3 | 49.08 | 49.08 | 0.00% | market | 10.64% | — | -2.42% | -1.52% | -0.91% |
| OZK | 2016-10-11 | 2016-10-12 | 2016-11-09 | 1 | 40.05 | 40.05 | 0.00% | market | 10.00% | — | -1.30% | 1.31% | -2.60% |
| JPM | 2016-10-14 | 2016-10-17 | 2016-11-14 | 3 | 67.42 | 67.42 | 0.00% | market | 12.86% | — | 17.83% | 1.64% | 16.19% |
| BAC | 2016-10-17 | 2016-10-18 | 2016-11-15 | 1 | 16.19 | 16.19 | 0.00% | market | 20.59% | — | 24.42% | 1.89% | 22.54% |
| HAS | 2016-10-17 | 2016-10-18 | 2016-11-15 | 1 | 82.08 | 82.08 | 0.00% | market | 16.67% | — | 3.98% | 1.89% | 2.10% |
| SFBS | 2016-10-17 | 2016-10-18 | 2016-11-15 | 1 | 25.00 | 25.00 | 0.00% | market | 11.43% | — | 27.50% | 1.89% | 25.61% |
| GS | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 173.37 | 173.37 | 0.00% | market | 27.75% | — | 18.87% | 1.80% | 17.07% |
| ISRG | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 78.44 | 78.44 | 0.00% | market | 21.05% | — | -8.97% | 1.80% | -10.77% |
| MTG | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 8.42 | 8.42 | 0.00% | market | 47.06% | — | 7.38% | 1.80% | 5.58% |
| NIC | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 38.99 | 38.99 | 0.00% | market | 23.21% | — | 10.75% | 1.80% | 8.95% |
| RF | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 10.33 | 10.33 | 0.00% | market | 14.29% | — | 24.68% | 1.80% | 22.88% |
| AXP | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 65.34 | 65.34 | 0.00% | market | 23.71% | — | 9.76% | 2.39% | 7.36% |
| BANC | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 14.03 | 14.03 | 0.00% | market | 40.48% | — | 1.11% | 2.39% | -1.28% |
| EWBC | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 39.40 | 39.40 | 0.00% | market | 10.14% | — | 18.48% | 2.39% | 16.08% |
| EXPO | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 26.00 | 26.00 | 0.00% | market | 23.53% | — | 16.82% | 2.39% | 14.43% |
| GGG | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 24.75 | 24.75 | 0.00% | market | 10.34% | — | 9.03% | 2.39% | 6.64% |
| HLX | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 9.99 | 9.99 | 0.00% | market | 214.76% | — | -2.70% | 2.39% | -5.10% |
| MS | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 32.84 | 32.84 | 0.00% | market | 26.98% | — | 21.61% | 2.39% | 19.22% |
| WDFC | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 107.32 | 107.32 | 0.00% | market | 20.73% | — | 0.53% | 2.39% | -1.86% |
| AAL | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 39.97 | 39.97 | 0.00% | market | 66.67% | — | 15.64% | 2.16% | 13.48% |
| BNY | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 42.02 | 42.02 | 0.00% | market | 11.11% | — | 12.80% | 2.16% | 10.64% |
| FITB | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 20.87 | 20.87 | 0.00% | market | 58.54% | — | 22.95% | 2.16% | 20.79% |
| GATX | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 46.03 | 46.03 | 0.00% | market | 69.17% | — | 11.09% | 2.16% | 8.93% |
| MSFT | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 60.28 | 60.28 | 0.00% | market | 11.76% | — | 0.02% | 2.16% | -2.14% |
| NBHC | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 24.95 | 24.95 | 0.00% | market | 42.86% | — | 10.52% | 2.16% | 8.36% |
| NWE | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 55.89 | 55.89 | 0.00% | market | 11.86% | — | -0.74% | 2.16% | -2.90% |
| PLD | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 52.04 | 52.04 | 0.00% | market | 67.74% | — | -6.00% | 2.16% | -8.16% |
| STBA | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 28.41 | 28.41 | 0.00% | market | 18.00% | — | 19.89% | 2.16% | 17.73% |
| UTL | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 38.83 | 38.83 | 0.00% | market | 56.25% | — | 10.87% | 2.16% | 8.71% |
| MCO | 2016-10-21 | 2016-10-24 | 2016-11-21 | 3 | 102.98 | 102.98 | 0.00% | market | 11.67% | — | -1.90% | 2.40% | -4.29% |
| RBCAA | 2016-10-21 | 2016-10-24 | 2016-11-21 | 3 | 30.84 | 30.84 | 0.00% | market | 23.68% | — | 16.76% | 2.40% | 14.37% |
| ADC | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 47.97 | 47.97 | 0.00% | market | 56.41% | — | -7.73% | 2.75% | -10.48% |
| AGNC | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 20.13 | 20.13 | 0.00% | market | 16.36% | — | -4.82% | 2.75% | -7.57% |
| AVB | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 164.93 | 164.93 | 0.00% | market | 123.28% | — | -1.63% | 2.75% | -4.38% |
| CHCO | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 51.39 | 51.39 | 0.00% | market | 11.39% | — | 19.40% | 2.75% | 16.65% |
| MCHB | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 26.00 | 26.00 | 0.00% | market | 55.56% | — | 21.63% | 2.75% | 18.88% |
| WFG | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 31.77 | 31.77 | 0.00% | market | 42.16% | — | 14.60% | 2.75% | 11.85% |
| ZION | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 32.65 | 32.65 | 0.00% | market | 14.00% | — | 18.31% | 2.75% | 15.56% |
| AKAM | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 64.36 | 64.36 | 0.00% | market | 11.48% | — | 3.19% | 3.51% | -0.32% |
| CB | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 124.36 | 124.36 | 0.00% | market | 11.63% | — | 1.77% | 3.51% | -1.74% |
| CINF | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 72.63 | 72.63 | 0.00% | market | 10.26% | — | 4.40% | 3.51% | 0.89% |
| CNOB | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 18.50 | 18.50 | 0.00% | market | 11.43% | — | 30.17% | 3.51% | 26.66% |
| CSV | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 25.25 | 25.25 | 0.00% | market | 13.16% | — | 6.91% | 3.51% | 3.40% |
| EQR | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 61.44 | 61.44 | 0.00% | market | 40.00% | — | -3.73% | 3.51% | -7.24% |
| ETR | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 36.17 | 36.17 | 0.00% | market | 17.35% | — | -5.93% | 3.51% | -9.45% |
| GLW | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 22.91 | 22.91 | 0.00% | market | 10.53% | — | 5.49% | 3.51% | 1.97% |
| HDB | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 17.54 | 17.54 | 0.00% | market | 1443.21% | — | -10.48% | 3.51% | -13.99% |
| KEY | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 13.87 | 13.87 | 0.00% | market | 15.38% | — | 26.22% | 3.51% | 22.70% |
| LMT | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 248.60 | 248.60 | 0.00% | market | 26.22% | — | 6.26% | 3.51% | 2.74% |
| MCRI | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 25.20 | 25.20 | 0.00% | market | 12.50% | — | 2.68% | 3.51% | -0.84% |
| NTB | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 25.48 | 25.48 | 0.00% | market | 22.45% | — | 14.42% | 3.51% | 10.91% |
| SKT | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 36.00 | 36.00 | 0.00% | market | 176.92% | — | -4.38% | 3.51% | -7.89% |
| UA | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 32.73 | 32.73 | 0.00% | market | 20.83% | — | -6.27% | 3.51% | -9.78% |
| UAA | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 32.73 | 32.73 | 0.00% | market | 16.00% | — | -6.27% | 3.51% | -9.78% |
| USNA | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 65.23 | 65.23 | 0.00% | market | 12.15% | — | -3.66% | 3.51% | -7.18% |
| ACGL | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 26.46 | 26.46 | 0.00% | market | 11.76% | — | 3.38% | 3.23% | 0.14% |
| AEM | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 48.88 | 48.88 | 0.00% | market | 38.89% | — | -16.47% | 3.23% | -19.70% |
| AORT | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 17.35 | 17.35 | 0.00% | market | 160.00% | — | 15.75% | 3.23% | 12.52% |
| AR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 25.97 | 25.97 | 0.00% | market | 50.00% | — | -5.68% | 3.23% | -8.92% |
| AXS | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 57.46 | 57.46 | 0.00% | market | 69.52% | — | 6.91% | 3.23% | 3.68% |
| AXTI | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 5.38 | 5.38 | 0.00% | market | 86.67% | — | -5.30% | 3.23% | -8.54% |
| B | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 17.10 | 17.10 | 0.00% | market | 26.32% | — | -13.78% | 3.23% | -17.02% |
| BEN | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 35.22 | 35.22 | 0.00% | market | 18.84% | — | 11.54% | 3.23% | 8.31% |
| CDE | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 11.21 | 11.21 | 0.00% | market | 320.00% | — | -14.91% | 3.23% | -18.14% |
| DLB | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 52.64 | 52.64 | 0.00% | market | 15.00% | — | -10.64% | 3.23% | -13.88% |
| DTE | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 79.49 | 79.49 | 0.00% | market | 20.25% | — | 0.55% | 3.23% | -2.68% |
| EVR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 55.40 | 55.40 | 0.00% | market | 24.49% | — | 21.20% | 3.23% | 17.97% |
| EXC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 23.79 | 23.79 | 0.00% | market | 22.97% | — | -2.45% | 3.23% | -5.69% |
| EXR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 74.47 | 74.47 | 0.00% | market | 47.62% | — | -5.99% | 3.23% | -9.23% |
| FCF | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 10.00 | 10.00 | 0.00% | market | 11.76% | — | 25.20% | 3.23% | 21.97% |
| GRMN | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 50.20 | 50.20 | 0.00% | market | 38.89% | — | 5.06% | 3.23% | 1.83% |
| LMAT | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 20.30 | 20.30 | 0.00% | market | 13.33% | — | 18.57% | 3.23% | 15.34% |
| LOB | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 14.50 | 14.50 | 0.00% | market | 25.00% | — | 23.69% | 3.23% | 20.46% |
| MC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 27.40 | 27.40 | 0.00% | market | 29.41% | — | 8.48% | 3.23% | 5.24% |
| MKSI | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 50.00 | 50.00 | 0.00% | market | 12.82% | — | 15.60% | 3.23% | 12.37% |
| NEU | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 401.59 | 401.59 | 0.00% | market | 14.94% | — | 2.24% | 3.23% | -0.99% |
| OC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 49.60 | 49.60 | 0.00% | market | 10.10% | — | 8.19% | 3.23% | 4.95% |
| PLNT | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 22.00 | 22.00 | 0.00% | market | 23.08% | — | -1.87% | 3.23% | -5.11% |
| RJF | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 40.13 | 40.13 | 0.00% | market | 28.79% | — | 20.33% | 3.23% | 17.10% |
| SLAB | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 63.00 | 63.00 | 0.00% | market | 20.31% | — | 7.12% | 3.23% | 3.89% |
| SU | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 30.20 | 30.20 | 0.00% | market | 300.00% | — | 3.15% | 3.23% | -0.09% |
| TCBK | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 26.95 | 26.95 | 0.00% | market | 10.42% | — | 18.79% | 3.23% | 15.55% |
| TER | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 23.33 | 23.33 | 0.00% | market | 17.86% | — | 7.74% | 3.23% | 4.51% |
| VLRS | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 19.22 | 19.22 | 0.00% | market | 37.84% | — | -20.91% | 3.23% | -24.15% |
| WEC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 58.88 | 58.88 | 0.00% | market | 13.11% | — | -4.04% | 3.23% | -7.27% |
| BIDU | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 180.74 | 180.74 | 0.00% | market | 71.26% | — | -7.70% | 3.44% | -11.15% |
| BMY | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 52.11 | 52.11 | 0.00% | market | 18.46% | — | 8.34% | 3.44% | 4.90% |
| BX | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 25.48 | 25.48 | 0.00% | market | 18.75% | — | 1.20% | 3.44% | -2.25% |
| CMS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 41.24 | 41.24 | 0.00% | market | 12.90% | — | 0.58% | 3.44% | -2.86% |
| CRUS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 56.87 | 56.87 | 0.00% | market | 28.57% | — | 1.10% | 3.44% | -2.35% |
| CX | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 8.63 | 8.63 | 0.00% | market | 122.22% | — | -12.50% | 3.44% | -15.94% |
| CYTK | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 9.75 | 9.75 | 0.00% | market | 355.17% | — | 26.57% | 3.44% | 23.12% |
| DD | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 97.38 | 97.38 | 0.00% | market | 13.75% | — | -0.47% | 3.44% | -3.91% |
| EGO | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 16.65 | 16.65 | 0.00% | market | 733.33% | — | -16.62% | 3.44% | -20.06% |
| ELME | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 29.96 | 29.96 | 0.00% | market | 1237.50% | — | 3.47% | 3.44% | 0.03% |
| EMN | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 70.04 | 70.04 | 0.00% | market | 11.38% | — | 5.71% | 3.44% | 2.27% |
| EQT | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 36.89 | 36.89 | 0.00% | market | 40.91% | — | 3.51% | 3.44% | 0.06% |
| FR | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 26.37 | 26.37 | 0.00% | market | 125.00% | — | 0.28% | 3.44% | -3.16% |
| FTV | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 31.68 | 31.68 | 0.00% | market | 13.56% | — | 10.57% | 3.44% | 7.13% |
| HCA | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 79.33 | 79.33 | 0.00% | market | 13.38% | — | -11.31% | 3.44% | -14.75% |
| APO | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 18.40 | 18.40 | 0.00% | market | 28.89% | — | 4.74% | 3.75% | 0.99% |
| AER | 2016-11-08 | 2016-11-09 | 2016-12-08 | 1 | 41.52 | 41.52 | 0.00% | market | 18.31% | — | 7.15% | 6.02% | 1.13% |
| BN | 2016-11-11 | 2016-11-14 | 2016-12-13 | 3 | 11.69 | 11.69 | 0.00% | market | 360.00% | — | 3.66% | 4.94% | -1.28% |
| HTHT | 2016-11-14 | 2016-11-15 | 2016-12-14 | 1 | 11.87 | 11.87 | 0.00% | market | 14.29% | — | 6.89% | 4.07% | 2.82% |
| PAAS | 2016-11-14 | 2016-11-15 | 2016-12-14 | 1 | 15.18 | 15.18 | 0.00% | market | 41.18% | — | 5.50% | 4.07% | 1.43% |
| A | 2016-11-15 | 2016-11-16 | 2016-12-15 | 1 | 46.30 | 46.30 | 0.00% | market | 13.46% | — | 0.46% | 4.25% | -3.79% |
| YRD | 2016-11-15 | 2016-11-16 | 2016-12-15 | 1 | 32.88 | 32.88 | 0.00% | market | 373.68% | — | -18.65% | 4.25% | -22.90% |
| MRVL | 2016-11-17 | 2016-11-18 | 2016-12-19 | 1 | 14.63 | 14.63 | 0.00% | market | 66.67% | — | -3.04% | 2.95% | -5.99% |
| ROST | 2016-11-17 | 2016-11-18 | 2016-12-19 | 1 | 67.72 | 67.72 | 0.00% | market | 10.71% | — | 0.92% | 2.95% | -2.03% |
| JOYY | 2016-11-21 | 2016-11-22 | 2016-12-21 | 1 | 44.00 | 44.00 | 0.00% | market | 46.21% | — | -2.33% | 2.39% | -4.71% |
| WB | 2016-11-21 | 2016-11-22 | 2016-12-21 | 1 | 45.53 | 45.53 | 0.00% | market | 14.29% | — | -6.34% | 2.39% | -8.72% |
| ADI | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 73.67 | 73.67 | 0.00% | market | 17.98% | — | -0.40% | 2.45% | -2.85% |
| MOV | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 29.35 | 29.35 | 0.00% | market | 26.39% | — | -1.97% | 2.45% | -4.43% |
| VEEV | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 44.33 | 44.33 | 0.00% | market | 37.50% | — | -6.46% | 2.45% | -8.92% |
| REX | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 15.50 | 15.50 | 0.00% | market | 81.53% | — | 6.80% | 1.23% | 5.58% |
| SFL | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 14.40 | 14.40 | 0.00% | market | 12.90% | — | 2.68% | 1.23% | 1.45% |
| FIZZ | 2016-11-30 | 2016-12-01 | 2016-12-30 | 1 | 25.47 | 25.47 | 0.00% | market | 35.00% | — | 0.17% | 1.27% | -1.09% |
| AMBA | 2016-12-01 | 2016-12-02 | 2017-01-03 | 1 | 56.99 | 56.99 | 0.00% | market | 18.09% | — | -7.91% | 2.54% | -10.44% |
| AGX | 2016-12-06 | 2016-12-07 | 2017-01-06 | 1 | 67.75 | 67.75 | 0.00% | market | 56.76% | — | 8.09% | 2.57% | 5.52% |
| BMO | 2016-12-06 | 2016-12-07 | 2017-01-06 | 1 | 69.80 | 69.80 | 0.00% | market | 15.94% | — | 5.60% | 2.57% | 3.03% |
| HQY | 2016-12-06 | 2016-12-07 | 2017-01-06 | 1 | 39.48 | 39.48 | 0.00% | market | 11.11% | — | 2.38% | 2.57% | -0.19% |
| WLY | 2016-12-07 | 2016-12-08 | 2017-01-09 | 1 | 56.15 | 56.15 | 0.00% | market | 15.15% | — | -0.63% | 0.84% | -1.48% |
| MEI | 2016-12-08 | 2016-12-09 | 2017-01-10 | 1 | 42.80 | 42.80 | 0.00% | market | 20.00% | — | -4.66% | 0.47% | -5.12% |
| CSR | 2016-12-12 | 2016-12-13 | 2017-01-12 | 1 | 64.30 | 64.30 | 0.00% | market | 600.00% | — | 5.50% | -0.22% | 5.71% |
| NDSN | 2016-12-13 | 2016-12-14 | 2017-01-13 | 1 | 110.56 | 110.56 | 0.00% | market | 12.10% | — | 2.61% | -0.16% | 2.77% |
| CCL | 2016-12-20 | 2016-12-21 | 2017-01-23 | 1 | 52.27 | 52.27 | 0.00% | market | 15.52% | — | 2.77% | -0.04% | 2.81% |
| NKE | 2016-12-20 | 2016-12-21 | 2017-01-23 | 1 | 52.90 | 52.90 | 0.00% | market | 16.28% | — | 0.54% | -0.04% | 0.59% |
| STZ | 2017-01-05 | 2017-01-06 | 2017-02-06 | 1 | 146.99 | 146.99 | 0.00% | market | 13.95% | — | 1.79% | 1.06% | 0.73% |
| LW | 2017-01-10 | 2017-01-11 | 2017-02-09 | 1 | 36.70 | 36.70 | 0.00% | market | 14.55% | — | 6.39% | 1.87% | 4.51% |
| JPM | 2017-01-13 | 2017-01-17 | 2017-02-14 | 4 | 84.93 | 84.93 | 0.00% | market | 18.75% | — | 5.35% | 3.27% | 2.09% |
| MS | 2017-01-17 | 2017-01-18 | 2017-02-15 | 1 | 42.29 | 42.29 | 0.00% | market | 24.62% | — | 9.83% | 3.70% | 6.13% |
| ASML | 2017-01-18 | 2017-01-19 | 2017-02-16 | 1 | 120.86 | 120.86 | 0.00% | market | 33.33% | — | 5.20% | 3.47% | 1.73% |
| FAST | 2017-01-18 | 2017-01-19 | 2017-02-16 | 1 | 12.72 | 12.72 | 0.00% | market | 11.11% | — | -0.57% | 3.47% | -4.05% |
| CHCO | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 65.82 | 65.82 | 0.00% | market | 11.49% | — | 0.30% | 3.70% | -3.41% |
| CHKP | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 96.99 | 96.99 | 0.00% | market | 16.80% | — | 4.25% | 3.70% | 0.55% |
| MTG | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 10.45 | 10.45 | 0.00% | market | 27.27% | — | 2.48% | 3.70% | -1.22% |
| ABCB | 2017-01-20 | 2017-01-23 | 2017-02-21 | 3 | 43.00 | 43.00 | 0.00% | market | 23.53% | — | 13.74% | 4.30% | 9.44% |
| EFSC | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 39.10 | 39.10 | 0.00% | market | 21.31% | — | 17.67% | 4.36% | 13.31% |
| ZION | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 42.42 | 42.42 | 0.00% | market | 15.38% | — | 5.37% | 4.36% | 1.01% |
| BABA | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 102.46 | 102.46 | 0.00% | market | 13.04% | — | -0.10% | 3.38% | -3.48% |
| FITB | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 26.80 | 26.80 | 0.00% | market | 13.95% | — | 2.40% | 3.38% | -0.98% |
| GLW | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 26.14 | 26.14 | 0.00% | market | 13.64% | — | 5.33% | 3.38% | 1.95% |
| HDB | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 16.80 | 16.80 | 0.00% | market | 1708.51% | — | 7.22% | 3.38% | 3.84% |
| ONB | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 18.00 | 18.00 | 0.00% | market | 25.00% | — | 4.62% | 3.38% | 1.24% |
| STX | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 42.45 | 42.45 | 0.00% | market | 28.97% | — | 11.54% | 3.38% | 8.15% |
| TRV | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 117.33 | 117.33 | 0.00% | market | 17.22% | — | 4.19% | 3.38% | 0.80% |
| DLB | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 50.62 | 50.62 | 0.00% | market | 30.77% | — | -3.22% | 3.20% | -6.42% |
| NVR | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 1,870.00 | 1,870.00 | 0.00% | market | 14.23% | — | 3.03% | 3.20% | -0.17% |
| RLI | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 31.00 | 31.00 | 0.00% | market | 16.67% | — | -5.13% | 3.20% | -8.33% |
| ROK | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 153.67 | 153.67 | 0.00% | market | 21.53% | — | -1.75% | 3.20% | -4.95% |
| ROL | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 15.65 | 15.65 | 0.00% | market | 14.29% | — | 4.69% | 3.20% | 1.49% |
| TEL | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 75.29 | 75.29 | 0.00% | market | 15.00% | — | -1.41% | 3.20% | -4.61% |
| TER | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 28.51 | 28.51 | 0.00% | market | 45.45% | — | 1.41% | 3.20% | -1.79% |
| URI | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 123.42 | 123.42 | 0.00% | market | 16.09% | — | 0.49% | 3.20% | -2.71% |
| AEP | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 62.78 | 62.78 | 0.00% | market | 21.82% | — | 6.14% | 3.35% | 2.79% |
| FRME | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 38.61 | 38.61 | 0.00% | market | 10.00% | — | 6.35% | 3.35% | 3.00% |
| LUV | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 54.08 | 54.08 | 0.00% | market | 10.29% | — | 7.94% | 3.35% | 4.59% |
| NBHC | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 33.02 | 33.02 | 0.00% | market | 63.64% | — | 0.32% | 3.35% | -3.03% |
| NOC | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 227.03 | 227.03 | 0.00% | market | 18.88% | — | 9.40% | 3.35% | 6.05% |
| ORI | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 20.71 | 20.71 | 0.00% | market | 38.71% | — | 0.53% | 3.35% | -2.82% |
| PHM | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 21.36 | 21.36 | 0.00% | market | 13.56% | — | 3.36% | 3.35% | 0.01% |
| VVV | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 23.49 | 23.49 | 0.00% | market | 16.67% | — | -3.89% | 3.35% | -7.24% |
| BEN | 2017-01-27 | 2017-01-30 | 2017-02-28 | 3 | 40.25 | 40.25 | 0.00% | market | 13.24% | — | 6.83% | 3.64% | 3.19% |
| AEIS | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 63.50 | 63.50 | 0.00% | market | 30.86% | — | -0.60% | 5.64% | -6.24% |
| ARLP | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 24.45 | 24.45 | 0.00% | market | 54.76% | — | -3.99% | 5.64% | -9.62% |
| BANC | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 15.25 | 15.25 | 0.00% | market | 12.50% | — | 34.65% | 5.64% | 29.01% |
| DHT | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 4.78 | 4.78 | 0.00% | market | 80.00% | — | 3.25% | 5.64% | -2.39% |
| EQR | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 60.74 | 60.74 | 0.00% | market | 87.50% | — | 4.05% | 4.72% | -0.67% |
| FICO | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 124.32 | 124.32 | 0.00% | market | 73.13% | — | 5.82% | 4.72% | 1.10% |
| RNR | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 140.00 | 140.00 | 0.00% | market | 105.63% | — | 6.57% | 4.72% | 1.85% |
| SPG | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 185.38 | 185.38 | 0.00% | market | 15.94% | — | -2.39% | 4.72% | -7.11% |
| AFG | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 89.35 | 89.35 | 0.00% | market | 22.22% | — | 6.41% | 4.74% | 1.67% |
| ALL | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 76.74 | 76.74 | 0.00% | market | 33.13% | — | 6.57% | 4.74% | 1.83% |
| AMP | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 116.18 | 116.18 | 0.00% | market | 12.35% | — | 14.43% | 4.74% | 9.68% |
| AVB | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 171.34 | 171.34 | 0.00% | market | 49.15% | — | 5.64% | 4.74% | 0.89% |
| AXS | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 66.28 | 66.28 | 0.00% | market | 31.03% | — | 5.09% | 4.74% | 0.35% |
| BIP | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 21.04 | 21.04 | 0.00% | market | 42.11% | — | 1.90% | 4.74% | -2.85% |
| CBT | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 57.63 | 57.63 | 0.00% | market | 20.00% | — | 1.22% | 4.74% | -3.53% |
| CRUS | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 56.64 | 56.64 | 0.00% | market | 14.72% | — | -5.38% | 4.74% | -10.12% |
| ENR | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 52.63 | 52.63 | 0.00% | market | 22.76% | — | 5.37% | 4.74% | 0.63% |
| FNF | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 25.58 | 25.58 | 0.00% | market | 14.52% | — | 4.98% | 4.74% | 0.24% |
| HLI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 33.13 | 33.13 | 0.00% | market | 14.00% | — | -2.91% | 4.74% | -7.65% |
| KEX | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 65.75 | 65.75 | 0.00% | market | 15.38% | — | 6.67% | 4.74% | 1.92% |
| MTCH | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 16.39 | 16.39 | 0.00% | market | 45.26% | — | -1.14% | 4.74% | -5.88% |
| PFSI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 17.00 | 17.00 | 0.00% | market | 21.95% | — | 4.90% | 4.74% | 0.16% |
| PPL | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 35.09 | 35.09 | 0.00% | market | 20.00% | — | 4.43% | 4.74% | -0.31% |
| UGI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 46.13 | 46.13 | 0.00% | market | 21.33% | — | 4.65% | 4.74% | -0.10% |
| APTV | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 59.43 | 59.43 | 0.00% | market | 14.37% | — | 2.44% | 3.89% | -1.45% |
| AZN | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 55.10 | 55.10 | 0.00% | market | 106.78% | — | 4.44% | 3.89% | 0.55% |
| ENTG | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 19.75 | 19.75 | 0.00% | market | 14.29% | — | 7.75% | 3.89% | 3.86% |
| ESS | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 222.84 | 222.84 | 0.00% | market | 198.00% | — | 3.75% | 3.89% | -0.13% |
| FTNT | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 7.43 | 7.43 | 0.00% | market | 46.09% | — | -2.25% | 3.89% | -6.14% |
| IDXX | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 139.53 | 139.53 | 0.00% | market | 13.73% | — | 5.31% | 3.89% | 1.43% |
| KIM | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 25.10 | 25.10 | 0.00% | market | 14.29% | — | -7.83% | 3.89% | -11.71% |
| KLIC | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 19.43 | 19.43 | 0.00% | market | 120.00% | — | 3.81% | 3.89% | -0.07% |
| LAZ | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 43.61 | 43.61 | 0.00% | market | 11.88% | — | -2.46% | 3.89% | -6.35% |
| NFG | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 57.10 | 57.10 | 0.00% | market | 19.54% | — | 6.06% | 3.89% | 2.18% |
| NYT | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 13.70 | 13.70 | 0.00% | market | 30.43% | — | 6.10% | 3.89% | 2.22% |
| PENN | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 14.44 | 14.44 | 0.00% | market | 135.71% | — | 2.19% | 3.89% | -1.70% |
| POST | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 56.71 | 56.71 | 0.00% | market | 14.81% | — | -1.76% | 3.89% | -5.64% |
| RACE | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 65.49 | 65.49 | 0.00% | market | 11.21% | — | -0.53% | 3.89% | -4.41% |
| TDY | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 129.43 | 129.43 | 0.00% | market | 20.59% | — | 1.81% | 3.89% | -2.08% |
| V | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 85.74 | 85.74 | 0.00% | market | 10.26% | — | 3.63% | 3.89% | -0.25% |
| VIRT | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 18.40 | 18.40 | 0.00% | market | 14.29% | — | -5.53% | 3.89% | -9.42% |
| APO | 2017-02-03 | 2017-02-06 | 2017-03-07 | 3 | 22.33 | 22.33 | 0.00% | market | 28.95% | — | 1.78% | 3.55% | -1.77% |
| MSGS | 2017-02-03 | 2017-02-06 | 2017-03-07 | 3 | 86.74 | 86.74 | 0.00% | market | 17.73% | — | 8.62% | 3.55% | 5.07% |
| TIMB | 2017-02-03 | 2017-02-06 | 2017-03-07 | 3 | 14.97 | 14.97 | 0.00% | market | 100.00% | — | 3.91% | 3.55% | 0.36% |
| ALSN | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 37.20 | 37.20 | 0.00% | market | 38.46% | — | -2.79% | 3.13% | -5.92% |
| HAS | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 94.28 | 94.28 | 0.00% | market | 29.13% | — | 3.19% | 3.13% | 0.06% |
| L | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 46.59 | 46.59 | 0.00% | market | 15.87% | — | 1.34% | 3.13% | -1.79% |
| ATKR | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 26.38 | 26.38 | 0.00% | market | 56.52% | — | -4.50% | 3.46% | -7.96% |
| BAP | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 167.45 | 167.45 | 0.00% | market | 11.22% | — | -4.98% | 3.46% | -8.44% |
| CTS | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 23.10 | 23.10 | 0.00% | market | 16.00% | — | -7.89% | 3.46% | -11.35% |
| EMR | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 62.00 | 62.00 | 0.00% | market | 16.67% | — | -4.49% | 3.46% | -7.95% |
| MCHP | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 38.25 | 38.25 | 0.00% | market | 15.56% | — | -4.05% | 3.46% | -7.51% |
| ALK | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 97.08 | 97.08 | 0.00% | market | 10.64% | — | -0.58% | 3.69% | -4.27% |
| CMP | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 83.25 | 83.25 | 0.00% | market | 15.38% | — | -12.29% | 3.69% | -15.98% |
| CXW | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 30.68 | 30.68 | 0.00% | market | 20.93% | — | 3.65% | 3.69% | -0.04% |
| MKL | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 922.25 | 922.25 | 0.00% | market | 74.76% | — | 5.72% | 3.69% | 2.04% |
| OHI | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 32.72 | 32.72 | 0.00% | market | 31.25% | — | -4.81% | 3.69% | -8.49% |
| PAYC | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 48.85 | 48.85 | 0.00% | market | 38.46% | — | 14.91% | 3.69% | 11.22% |
| QLYS | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 32.45 | 32.45 | 0.00% | market | 27.78% | — | 7.45% | 3.69% | 3.76% |
| RYN | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 28.71 | 28.71 | 0.00% | market | 36.35% | — | -0.17% | 3.69% | -3.86% |
| SU | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 31.91 | 31.91 | 0.00% | market | 38.10% | — | -5.90% | 3.69% | -9.58% |
| WD | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 37.64 | 37.64 | 0.00% | market | 56.76% | — | 8.51% | 3.69% | 4.82% |
| CLF | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 10.92 | 10.92 | 0.00% | market | 47.83% | — | -17.22% | 2.95% | -20.17% |
| CX | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 8.67 | 8.67 | 0.00% | market | 44.44% | — | -3.33% | 2.95% | -6.28% |
| MANU | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 15.10 | 15.10 | 0.00% | market | 30.00% | — | 9.50% | 2.95% | 6.55% |
| MMS | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 56.06 | 56.06 | 0.00% | market | 15.87% | — | 9.16% | 2.95% | 6.21% |
| AMKR | 2017-02-13 | 2017-02-14 | 2017-03-15 | 1 | 9.35 | 9.35 | 0.00% | market | 55.56% | — | 16.37% | 2.75% | 13.62% |
| CAE | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 14.73 | 14.73 | 0.00% | market | 17.65% | — | 0.10% | 2.15% | -2.05% |
| ADI | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 81.00 | 81.00 | 0.00% | market | 28.77% | — | 2.69% | 0.89% | 1.80% |
| CIGI | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 42.45 | 42.45 | 0.00% | market | 16.19% | — | 12.15% | 0.89% | 11.26% |
| ANET | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 6.94 | 6.94 | 0.00% | market | 30.00% | — | 17.34% | 1.21% | 16.13% |
| CGNX | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 36.70 | 36.70 | 0.00% | market | 46.67% | — | 10.01% | 1.21% | 8.80% |
| CVE | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 13.81 | 13.81 | 0.00% | market | 583.33% | — | -9.44% | 1.21% | -10.65% |
| NHI | 2017-02-17 | 2017-02-21 | 2017-03-21 | 4 | 74.31 | 74.31 | 0.00% | market | 18.39% | — | -4.97% | -0.76% | -4.21% |
| AER | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 47.62 | 47.62 | 0.00% | market | 29.76% | — | -7.01% | -0.74% | -6.27% |
| EHC | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 33.46 | 33.46 | 0.00% | market | 16.13% | — | -1.83% | -0.74% | -1.10% |
| EIG | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 39.10 | 39.10 | 0.00% | market | 72.73% | — | -6.49% | -1.20% | -5.29% |
| ESRT | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 21.64 | 21.64 | 0.00% | market | 13.64% | — | -3.80% | -1.20% | -2.59% |
| FPI | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 11.00 | 11.00 | 0.00% | market | 940.00% | — | -0.74% | -1.20% | 0.47% |
| GEO | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 31.83 | 31.83 | 0.00% | market | 35.29% | — | -3.12% | -1.20% | -1.91% |
| GRMN | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 54.50 | 54.50 | 0.00% | market | 28.07% | — | -5.64% | -1.20% | -4.44% |
| HBM | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 7.95 | 7.95 | 0.00% | market | 50.00% | — | -12.05% | -1.20% | -10.85% |
| NGVT | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 57.00 | 57.00 | 0.00% | market | 13.33% | — | 6.34% | -1.20% | 7.54% |
| AAOI | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 42.11 | 42.11 | 0.00% | market | 12.00% | — | 30.56% | -0.68% | 31.24% |
| ADC | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 48.96 | 48.96 | 0.00% | market | 31.58% | — | -1.77% | -0.68% | -1.10% |
| AGO | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 41.90 | 41.90 | 0.00% | market | 54.41% | — | -12.15% | -0.68% | -11.47% |
| AMH | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 23.38 | 23.38 | 0.00% | market | 73.33% | — | -0.10% | -0.68% | 0.58% |
| CCO | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 4.55 | 4.55 | 0.00% | market | 366.67% | — | 31.99% | -0.68% | 32.67% |
| CM | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 45.40 | 45.40 | 0.00% | market | 12.02% | — | -4.64% | -0.68% | -3.96% |
| CNK | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 42.71 | 42.71 | 0.00% | market | 50.00% | — | 1.19% | -0.68% | 1.87% |
| CWT | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 36.25 | 36.25 | 0.00% | market | 55.00% | — | -3.41% | -0.68% | -2.73% |
| ARES | 2017-02-24 | 2017-02-27 | 2017-03-27 | 3 | 23.25 | 23.25 | 0.00% | market | 18.92% | — | -21.61% | -1.28% | -20.33% |
| ARI | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 18.06 | 18.06 | 0.00% | market | 11.36% | — | 4.72% | -0.57% | 5.29% |
| CCU | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 23.43 | 23.43 | 0.00% | market | 32.35% | — | 6.34% | -0.57% | 6.92% |
| EXEL | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 21.70 | 21.70 | 0.00% | market | 1900.00% | — | -2.04% | -0.57% | -1.47% |
| JEF | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 23.38 | 23.38 | 0.00% | market | 60.87% | — | -0.23% | -0.57% | 0.34% |
| OMAB | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 37.58 | 37.58 | 0.00% | market | 26.53% | — | 13.13% | -0.57% | 13.70% |
| AMBA | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 60.54 | 60.54 | 0.00% | market | 22.67% | — | -8.59% | -1.20% | -7.39% |
| BMO | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 76.99 | 76.99 | 0.00% | market | 10.64% | — | -2.58% | -1.20% | -1.39% |
| CQP | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 33.19 | 33.19 | 0.00% | market | 657.14% | — | -2.51% | -1.20% | -1.31% |
| IONS | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 49.52 | 49.52 | 0.00% | market | 300.00% | — | -22.17% | -1.20% | -20.98% |
| LNG | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 48.32 | 48.32 | 0.00% | market | 180.65% | — | -3.66% | -1.20% | -2.46% |
| MIDD | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 116.65 | 116.65 | 0.00% | market | 10.16% | — | -5.15% | -1.20% | -3.95% |
| ORA | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 56.49 | 56.49 | 0.00% | market | 27.27% | — | 0.96% | -1.20% | 2.16% |
| KNSL | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 30.26 | 30.26 | 0.00% | market | 22.22% | — | 6.28% | -1.37% | 7.64% |
| MNST | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 23.92 | 23.92 | 0.00% | market | 20.00% | — | -3.40% | -1.37% | -2.04% |
| NVGS | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 11.70 | 11.70 | 0.00% | market | 133.33% | — | 17.42% | -1.37% | 18.79% |
| WTI | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 2.79 | 2.79 | 0.00% | market | 125.00% | — | -0.82% | -1.37% | 0.55% |
| ABEV | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 5.42 | 5.42 | 0.00% | market | 12.50% | — | 6.17% | -1.02% | 7.19% |
| AQN | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 9.35 | 9.35 | 0.00% | market | 100.00% | — | 2.36% | -1.02% | 3.38% |
| ATHM | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 33.21 | 33.21 | 0.00% | market | 45.12% | — | -4.44% | -1.02% | -3.42% |
| MEI | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 44.65 | 44.65 | 0.00% | market | 18.87% | — | 2.03% | -1.02% | 3.05% |
| GHI | 2017-03-03 | 2017-03-06 | 2017-04-03 | 3 | 17.03 | 17.03 | 0.00% | market | 33.33% | — | -0.98% | -0.91% | -0.07% |
| TAC | 2017-03-03 | 2017-03-06 | 2017-04-03 | 3 | 5.60 | 5.60 | 0.00% | market | 85.71% | — | 2.58% | -0.91% | 3.49% |
| PLOW | 2017-03-06 | 2017-03-07 | 2017-04-04 | 1 | 33.70 | 33.70 | 0.00% | market | 18.92% | — | -9.15% | -0.79% | -8.36% |
| WLY | 2017-03-07 | 2017-03-08 | 2017-04-05 | 1 | 50.50 | 50.50 | 0.00% | market | 17.95% | — | 4.16% | -1.08% | 5.24% |
| ELF | 2017-03-08 | 2017-03-09 | 2017-04-06 | 1 | 31.03 | 31.03 | 0.00% | market | 35.71% | — | -11.93% | -0.53% | -11.39% |
| UMH | 2017-03-08 | 2017-03-09 | 2017-04-06 | 1 | 14.01 | 14.01 | 0.00% | market | 460.00% | — | 8.82% | -0.53% | 9.35% |
| FIZZ | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 33.96 | 33.96 | 0.00% | market | 36.84% | — | 25.14% | -1.16% | 26.30% |
| KRO | 2017-03-10 | 2017-03-13 | 2017-04-10 | 3 | 15.15 | 15.15 | 0.00% | market | 183.33% | — | 6.57% | -0.96% | 7.53% |
| OLP | 2017-03-10 | 2017-03-13 | 2017-04-10 | 3 | 22.56 | 22.56 | 0.00% | market | 112.50% | — | 3.40% | -0.96% | 4.36% |
| TEO | 2017-03-10 | 2017-03-13 | 2017-04-10 | 3 | 22.49 | 22.49 | 0.00% | market | 35.14% | — | 0.12% | -0.96% | 1.08% |
| ACR | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 21.00 | 21.00 | 0.00% | market | 71.74% | — | 18.33% | -0.89% | 19.22% |
| CSR | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 57.80 | 57.80 | 0.00% | market | 433.33% | — | 6.65% | -0.89% | 7.54% |
| GRBK | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 9.30 | 9.30 | 0.00% | market | 100.00% | — | 7.43% | -0.89% | 8.32% |
| TPB | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 13.92 | 13.92 | 0.00% | market | 180.65% | — | 15.35% | -0.89% | 16.24% |
| JOYY | 2017-03-14 | 2017-03-15 | 2017-04-12 | 1 | 46.75 | 46.75 | 0.00% | market | 41.75% | — | -5.36% | -1.49% | -3.88% |
| NXRT | 2017-03-14 | 2017-03-15 | 2017-04-12 | 1 | 22.49 | 22.49 | 0.00% | market | 140.00% | — | 10.93% | -1.49% | 12.41% |
| PAM | 2017-03-14 | 2017-03-15 | 2017-04-12 | 1 | 46.87 | 46.87 | 0.00% | market | 443.96% | — | 24.18% | -1.49% | 25.67% |
| ORCL | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 46.39 | 46.39 | 0.00% | market | 11.29% | — | -5.25% | -2.76% | -2.49% |
| YRD | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 28.14 | 28.14 | 0.00% | market | 178.79% | — | -14.78% | -2.76% | -12.02% |
| HQY | 2017-03-21 | 2017-03-22 | 2017-04-20 | 1 | 46.03 | 46.03 | 0.00% | market | 57.52% | — | -1.16% | 0.67% | -1.84% |
| NKE | 2017-03-21 | 2017-03-22 | 2017-04-20 | 1 | 54.76 | 54.76 | 0.00% | market | 28.30% | — | 2.89% | 0.67% | 2.22% |
| WPM | 2017-03-21 | 2017-03-22 | 2017-04-20 | 1 | 20.01 | 20.01 | 0.00% | market | 18.75% | — | 6.10% | 0.67% | 5.43% |
| PBR-A | 2017-03-22 | 2017-03-23 | 2017-04-21 | 1 | 8.66 | 8.66 | 0.00% | market | 180.00% | — | 0.94% | 0.13% | 0.81% |
| REX | 2017-03-24 | 2017-03-27 | 2017-04-25 | 3 | 13.65 | 13.65 | 0.00% | market | 210.00% | — | 14.77% | 2.85% | 11.92% |
| OLLI | 2017-03-28 | 2017-03-29 | 2017-04-27 | 1 | 34.00 | 34.00 | 0.00% | market | 11.43% | — | 11.37% | 1.54% | 9.83% |
| CLPR | 2017-03-30 | 2017-03-31 | 2017-05-01 | 1 | 13.41 | 13.41 | 0.00% | market | 40.00% | — | -16.36% | 1.18% | -17.53% |
| AMR | 2017-03-31 | 2017-04-03 | 2017-05-02 | 3 | 58.85 | 58.85 | 0.00% | market | 1442.86% | — | 5.13% | 1.26% | 3.87% |
| GBX | 2017-04-05 | 2017-04-06 | 2017-05-05 | 1 | 47.85 | 47.85 | 0.00% | market | 29.76% | — | -9.92% | 2.03% | -11.95% |
| AGX | 2017-04-10 | 2017-04-11 | 2017-05-10 | 1 | 69.05 | 69.05 | 0.00% | market | 59.26% | — | 2.36% | 2.12% | 0.25% |
| BAC | 2017-04-18 | 2017-04-19 | 2017-05-17 | 1 | 22.92 | 22.92 | 0.00% | market | 17.14% | — | -1.63% | 0.55% | -2.18% |
| LECO | 2017-04-18 | 2017-04-19 | 2017-05-17 | 1 | 87.50 | 87.50 | 0.00% | market | 11.39% | — | -1.27% | 0.55% | -1.82% |
| LRCX | 2017-04-18 | 2017-04-19 | 2017-05-17 | 1 | 13.39 | 13.39 | 0.00% | market | 12.00% | — | 9.91% | 0.55% | 9.35% |
| RCI | 2017-04-18 | 2017-04-19 | 2017-05-17 | 1 | 46.51 | 46.51 | 0.00% | market | 11.63% | — | -2.85% | 0.55% | -3.41% |
| WTFC | 2017-04-18 | 2017-04-19 | 2017-05-17 | 1 | 67.51 | 67.51 | 0.00% | market | 11.11% | — | 1.84% | 0.55% | 1.29% |
| ASML | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 130.10 | 130.10 | 0.00% | market | 10.09% | — | 2.90% | 1.12% | 1.78% |
| BMI | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 38.10 | 38.10 | 0.00% | market | 15.38% | — | -0.89% | 1.12% | -2.01% |
| CSX | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 16.73 | 16.73 | 0.00% | market | 21.43% | — | -0.04% | 1.12% | -1.16% |
| EWBC | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 52.49 | 52.49 | 0.00% | market | 18.92% | — | 2.91% | 1.12% | 1.79% |
| IEX | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 96.99 | 96.99 | 0.00% | market | 10.75% | — | 8.75% | 1.12% | 7.63% |
| KALU | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 83.57 | 83.57 | 0.00% | market | 34.51% | — | -3.77% | 1.12% | -4.89% |
| MS | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 42.61 | 42.61 | 0.00% | market | 13.64% | — | -3.15% | 1.12% | -4.27% |
| QCOM | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 53.22 | 53.22 | 0.00% | market | 11.67% | — | 5.35% | 1.12% | 4.23% |
| SLM | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 12.90 | 12.90 | 0.00% | market | 40.00% | — | -17.93% | 1.12% | -19.05% |
| ASR | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 181.05 | 181.05 | 0.00% | market | 13.40% | — | 6.35% | 1.30% | 5.04% |
| BANF | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 46.90 | 46.90 | 0.00% | market | 19.30% | — | -1.64% | 1.30% | -2.94% |
| BX | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 30.59 | 30.59 | 0.00% | market | 20.59% | — | -2.45% | 1.30% | -3.75% |
| CFG | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 35.28 | 35.28 | 0.00% | market | 11.76% | — | -2.11% | 1.30% | -3.41% |
| DGX | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 104.20 | 104.20 | 0.00% | market | 12.71% | — | 1.52% | 1.30% | 0.22% |
| FFBC | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 27.80 | 27.80 | 0.00% | market | 11.43% | — | -8.37% | 1.30% | -9.67% |
| GATX | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 62.26 | 62.26 | 0.00% | market | 29.73% | — | -4.95% | 1.30% | -6.25% |
| KEY | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 18.09 | 18.09 | 0.00% | market | 14.29% | — | -2.09% | 1.30% | -3.39% |
| MANH | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 47.89 | 47.89 | 0.00% | market | 10.53% | — | -0.91% | 1.30% | -2.22% |
| MTG | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 11.03 | 11.03 | 0.00% | market | 29.17% | — | -4.00% | 1.30% | -5.30% |
| NBHC | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 32.48 | 32.48 | 0.00% | market | 30.43% | — | -4.56% | 1.30% | -5.87% |
| SRCE | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 46.67 | 46.67 | 0.00% | market | 12.73% | — | -2.56% | 1.30% | -3.86% |
| HDB | 2017-04-21 | 2017-04-24 | 2017-05-22 | 3 | 19.98 | 19.98 | 0.00% | market | 1375.69% | — | 6.11% | 0.99% | 5.12% |
| NEE | 2017-04-21 | 2017-04-24 | 2017-05-22 | 3 | 33.16 | 33.16 | 0.00% | market | 12.82% | — | 4.21% | 0.99% | 3.23% |
| AA | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 34.23 | 34.23 | 0.00% | market | 14.55% | — | -2.93% | 0.90% | -3.83% |
| ADC | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 50.64 | 50.64 | 0.00% | market | 43.59% | — | -9.54% | 0.90% | -10.44% |
| BOH | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 83.34 | 83.34 | 0.00% | market | 11.11% | — | -4.50% | 0.90% | -5.40% |
| CHCO | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 72.67 | 72.67 | 0.00% | market | 30.00% | — | -9.29% | 0.90% | -10.19% |
| FBK | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 36.37 | 36.37 | 0.00% | market | 16.67% | — | 4.08% | 0.90% | 3.18% |
| RMBS | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 13.28 | 13.28 | 0.00% | market | 13.33% | — | -8.76% | 0.90% | -9.66% |
| RRC | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 27.15 | 27.15 | 0.00% | market | 31.58% | — | -7.69% | 0.90% | -8.59% |
| WFG | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 43.27 | 43.27 | 0.00% | market | 15.54% | — | -0.77% | 0.90% | -1.67% |
| ZION | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 40.91 | 40.91 | 0.00% | market | 12.96% | — | 0.95% | 0.90% | 0.05% |
| EW | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 36.37 | 36.37 | 0.00% | market | 14.81% | — | 4.55% | 0.88% | 3.67% |
| GLW | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 28.63 | 28.63 | 0.00% | market | 11.43% | — | 1.79% | 0.88% | 0.91% |
| MAS | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 37.05 | 37.05 | 0.00% | market | 13.89% | — | 0.01% | 0.88% | -0.87% |
| MC | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 38.75 | 38.75 | 0.00% | market | 31.71% | — | -6.68% | 0.88% | -7.56% |
| MCD | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 141.70 | 141.70 | 0.00% | market | 10.53% | — | 5.40% | 0.88% | 4.52% |
| SPGI | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 135.97 | 135.97 | 0.00% | market | 16.55% | — | 2.50% | 0.88% | 1.62% |
| TRMK | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 33.26 | 33.26 | 0.00% | market | 12.20% | — | -5.66% | 0.88% | -6.54% |
| TROW | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 69.50 | 69.50 | 0.00% | market | 18.33% | — | -1.28% | 0.88% | -2.16% |
| TRU | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 39.02 | 39.02 | 0.00% | market | 10.53% | — | 8.05% | 0.88% | 7.17% |