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 2: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TX | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 26.66 | 26.66 | 0.00% | market | 64.20% | — | -1.90% | 0.88% | -2.78% |
| UVE | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 24.00 | 24.00 | 0.00% | market | 10.26% | — | 2.61% | 0.88% | 1.73% |
| WIT | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 1.82 | 1.82 | 0.00% | market | 50.00% | — | 9.24% | 0.88% | 8.36% |
| WYNN | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 123.30 | 123.30 | 0.00% | market | 22.77% | — | 0.47% | 0.88% | -0.41% |
| AGNC | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 20.80 | 20.80 | 0.00% | market | 10.34% | — | -0.77% | 1.25% | -2.03% |
| ALSN | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 39.80 | 39.80 | 0.00% | market | 48.57% | — | -3.22% | 1.25% | -4.47% |
| AVB | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 188.40 | 188.40 | 0.00% | market | 57.80% | — | 1.90% | 1.25% | 0.65% |
| BAX | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 55.65 | 55.65 | 0.00% | market | 11.54% | — | 6.17% | 1.25% | 4.92% |
| BOKF | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 86.10 | 86.10 | 0.00% | market | 28.57% | — | -3.42% | 1.25% | -4.67% |
| BSBR | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 8.04 | 8.04 | 0.00% | market | 14.29% | — | -9.55% | 1.25% | -10.80% |
| CPF | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 33.49 | 33.49 | 0.00% | market | 10.53% | — | -7.33% | 1.25% | -8.58% |
| CSGP | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 22.86 | 22.86 | 0.00% | market | 22.22% | — | 13.42% | 1.25% | 12.16% |
| CUBI | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 31.50 | 31.50 | 0.00% | market | 16.39% | — | -7.56% | 1.25% | -8.81% |
| DTE | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 89.07 | 89.07 | 0.00% | market | 14.74% | — | 4.01% | 1.25% | 2.76% |
| EIG | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 40.25 | 40.25 | 0.00% | market | 14.00% | — | 0.15% | 1.25% | -1.10% |
| ELME | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 32.54 | 32.54 | 0.00% | market | 50.00% | — | 0.33% | 1.25% | -0.92% |
| GGG | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 35.63 | 35.63 | 0.00% | market | 40.00% | — | 2.40% | 1.25% | 1.15% |
| LMAT | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 26.57 | 26.57 | 0.00% | market | 23.08% | — | 14.50% | 1.25% | 13.25% |
| LOB | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 24.00 | 24.00 | 0.00% | market | 12.50% | — | 5.11% | 1.25% | 3.86% |
| MKSI | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 80.50 | 80.50 | 0.00% | market | 16.51% | — | -0.91% | 1.25% | -2.16% |
| MKTX | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 195.03 | 195.03 | 0.00% | market | 15.63% | — | 0.17% | 1.25% | -1.08% |
| NEU | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 464.87 | 464.87 | 0.00% | market | 33.42% | — | 1.25% | 1.25% | -0.01% |
| NOC | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 248.96 | 248.96 | 0.00% | market | 23.89% | — | 2.94% | 1.25% | 1.68% |
| OC | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 60.83 | 60.83 | 0.00% | market | 39.34% | — | 1.59% | 1.25% | 0.34% |
| ROG | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 95.00 | 95.00 | 0.00% | market | 46.09% | — | 14.07% | 1.25% | 12.82% |
| ROK | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 160.21 | 160.21 | 0.00% | market | 11.51% | — | -0.69% | 1.25% | -1.95% |
| ROL | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 16.94 | 16.94 | 0.00% | market | 14.29% | — | 13.36% | 1.25% | 12.11% |
| SCI | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 32.53 | 32.53 | 0.00% | market | 26.67% | — | -1.42% | 1.25% | -2.67% |
| SU | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 30.89 | 30.89 | 0.00% | market | 60.87% | — | 1.19% | 1.25% | -0.06% |
| TEL | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 77.42 | 77.42 | 0.00% | market | 10.19% | — | 0.87% | 1.25% | -0.38% |
| TER | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 35.00 | 35.00 | 0.00% | market | 15.79% | — | 0.87% | 1.25% | -0.38% |
| UTHR | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 120.72 | 120.72 | 0.00% | market | 17.52% | — | -2.07% | 1.25% | -3.32% |
| AEM | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 44.62 | 44.62 | 0.00% | market | 154.55% | — | 10.01% | 1.18% | 8.83% |
| ALGN | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 139.79 | 139.79 | 0.00% | market | 26.87% | — | 1.55% | 1.18% | 0.38% |
| AZN | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 59.30 | 59.30 | 0.00% | market | 31.58% | — | 11.49% | 1.18% | 10.31% |
| BBD | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 5.38 | 5.38 | 0.00% | market | 16.67% | — | -9.77% | 1.18% | -10.94% |
| BMY | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 55.70 | 55.70 | 0.00% | market | 13.51% | — | -3.21% | 1.18% | -4.38% |
| CMCSA | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 39.50 | 39.50 | 0.00% | market | 20.45% | — | 3.47% | 1.18% | 2.29% |
| CUZ | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 31.24 | 31.24 | 0.00% | market | 13.33% | — | 9.12% | 1.18% | 7.94% |
| CX | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 8.94 | 8.94 | 0.00% | market | 160.00% | — | -6.36% | 1.18% | -7.54% |
| ENTG | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 25.10 | 25.10 | 0.00% | market | 12.00% | — | -4.68% | 1.18% | -5.86% |
| ENVA | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 15.00 | 15.00 | 0.00% | market | 28.57% | — | -10.77% | 1.18% | -11.94% |
| ESS | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 243.20 | 243.20 | 0.00% | market | 177.55% | — | 5.29% | 1.18% | 4.11% |
| FCFS | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 52.30 | 52.30 | 0.00% | market | 11.48% | — | 2.67% | 1.18% | 1.50% |
| IDCC | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 91.45 | 91.45 | 0.00% | market | 55.00% | — | -9.78% | 1.18% | -10.95% |
| IRDM | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 10.60 | 10.60 | 0.00% | market | 42.86% | — | -5.29% | 1.18% | -6.46% |
| JEF | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 23.32 | 23.32 | 0.00% | market | 11.94% | — | -5.67% | 1.18% | -6.85% |
| KKR | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 19.19 | 19.19 | 0.00% | market | 30.00% | — | -2.81% | 1.18% | -3.99% |
| MGM | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 31.28 | 31.28 | 0.00% | market | 31.03% | — | 1.63% | 1.18% | 0.45% |
| PENN | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 18.87 | 18.87 | 0.00% | market | 200.00% | — | 5.46% | 1.18% | 4.29% |
| APO | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 26.70 | 26.70 | 0.00% | market | 28.12% | — | 2.71% | 1.18% | 1.53% |
| ARLP | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 23.40 | 23.40 | 0.00% | market | 61.76% | — | -8.22% | 1.09% | -9.31% |
| AAOI | 2017-05-04 | 2017-05-05 | 2017-06-05 | 1 | 51.53 | 51.53 | 0.00% | market | 12.24% | — | 40.48% | 2.01% | 38.47% |
| ACR | 2017-05-09 | 2017-05-10 | 2017-06-08 | 1 | 23.98 | 23.98 | 0.00% | market | 258.82% | — | 3.69% | 1.83% | 1.85% |
| CIG | 2017-05-16 | 2017-05-17 | 2017-06-15 | 1 | 2.16 | 2.16 | 0.00% | market | 123.10% | — | -19.08% | 1.54% | -20.62% |
| CIG-C | 2017-05-16 | 2017-05-17 | 2017-06-15 | 1 | 1.52 | 1.52 | 0.00% | market | 91.23% | — | -16.55% | 1.54% | -18.08% |
| WB | 2017-05-16 | 2017-05-17 | 2017-06-15 | 1 | 77.75 | 77.75 | 0.00% | market | 23.81% | — | -7.57% | 1.54% | -9.11% |
| EQNR | 2017-05-17 | 2017-05-18 | 2017-06-16 | 1 | 17.76 | 17.76 | 0.00% | market | 36.00% | — | -3.48% | 2.93% | -6.41% |
| SQM | 2017-05-17 | 2017-05-18 | 2017-06-16 | 1 | 33.55 | 33.55 | 0.00% | market | 11.43% | — | 2.55% | 2.93% | -0.38% |
| ZTO | 2017-05-17 | 2017-05-18 | 2017-06-16 | 1 | 13.41 | 13.41 | 0.00% | market | 11.11% | — | 6.69% | 2.93% | 3.75% |
| HCC | 2017-05-18 | 2017-05-19 | 2017-06-19 | 1 | 8.77 | 8.77 | 0.00% | market | 12.12% | — | -12.07% | 3.09% | -15.16% |
| DE | 2017-05-19 | 2017-05-22 | 2017-06-20 | 3 | 122.08 | 122.08 | 0.00% | market | 48.21% | — | 3.14% | 1.72% | 1.42% |
| YRD | 2017-05-21 | 2017-05-22 | 2017-06-20 | 1 | 25.50 | 25.50 | 0.00% | market | 34.92% | — | -5.90% | 1.72% | -7.62% |
| A | 2017-05-22 | 2017-05-23 | 2017-06-21 | 1 | 59.80 | 59.80 | 0.00% | market | 20.83% | — | -0.12% | 1.25% | -1.37% |
| TTWO | 2017-05-23 | 2017-05-24 | 2017-06-22 | 1 | 73.76 | 73.76 | 0.00% | market | 40.68% | — | -1.06% | 1.05% | -2.11% |
| FSM | 2017-05-24 | 2017-05-25 | 2017-06-23 | 1 | 4.50 | 4.50 | 0.00% | market | 80.00% | — | 13.46% | 0.80% | 12.66% |
| MRVL | 2017-05-25 | 2017-05-26 | 2017-06-26 | 1 | 17.39 | 17.39 | 0.00% | market | 14.29% | — | 1.40% | 0.72% | 0.67% |
| VEEV | 2017-05-25 | 2017-05-26 | 2017-06-26 | 1 | 66.39 | 66.39 | 0.00% | market | 22.22% | — | -6.22% | 0.72% | -6.94% |
| AVAL | 2017-05-30 | 2017-05-31 | 2017-06-28 | 1 | 8.41 | 8.41 | 0.00% | market | 20.00% | — | -4.02% | 0.68% | -4.71% |
| DAC | 2017-05-30 | 2017-05-31 | 2017-06-28 | 1 | 21.00 | 21.00 | 0.00% | market | 22.22% | — | 13.23% | 0.68% | 12.55% |
| ADI | 2017-05-31 | 2017-06-01 | 2017-06-29 | 1 | 86.28 | 86.28 | 0.00% | market | 21.18% | — | -10.00% | -0.26% | -9.74% |
| COO | 2017-06-01 | 2017-06-02 | 2017-06-30 | 1 | 56.91 | 56.91 | 0.00% | market | 12.50% | — | 5.08% | -0.67% | 5.75% |
| HQY | 2017-06-06 | 2017-06-07 | 2017-07-06 | 1 | 48.80 | 48.80 | 0.00% | market | 18.75% | — | -1.12% | -1.25% | 0.13% |
| AGX | 2017-06-07 | 2017-06-08 | 2017-07-07 | 1 | 64.50 | 64.50 | 0.00% | market | 40.86% | — | -5.68% | -0.68% | -5.00% |
| WLY | 2017-06-13 | 2017-06-14 | 2017-07-13 | 1 | 54.20 | 54.20 | 0.00% | market | 51.85% | — | -2.87% | -0.18% | -2.69% |
| LPG | 2017-06-14 | 2017-06-15 | 2017-07-14 | 1 | 7.36 | 7.36 | 0.00% | market | 116.67% | — | 13.22% | 1.19% | 12.03% |
| ORCL | 2017-06-21 | 2017-06-22 | 2017-07-21 | 1 | 51.61 | 51.61 | 0.00% | market | 14.10% | — | -1.67% | 1.61% | -3.28% |
| CCL | 2017-06-22 | 2017-06-23 | 2017-07-24 | 1 | 65.85 | 65.85 | 0.00% | market | 10.64% | — | 1.63% | 1.61% | 0.02% |
| EBF | 2017-06-26 | 2017-06-27 | 2017-07-26 | 1 | 18.10 | 18.10 | 0.00% | market | 24.00% | — | 6.25% | 1.81% | 4.45% |
| AVAV | 2017-06-27 | 2017-06-28 | 2017-07-27 | 1 | 30.37 | 30.37 | 0.00% | market | 26.21% | — | 23.90% | 1.94% | 21.97% |
| CSR | 2017-06-28 | 2017-06-29 | 2017-07-28 | 1 | 61.10 | 61.10 | 0.00% | market | 2200.00% | — | 2.85% | 1.33% | 1.51% |
| PRGS | 2017-06-28 | 2017-06-29 | 2017-07-28 | 1 | 31.77 | 31.77 | 0.00% | market | 13.51% | — | 1.06% | 1.33% | -0.27% |
| GBX | 2017-06-29 | 2017-06-30 | 2017-07-31 | 1 | 48.30 | 48.30 | 0.00% | market | 25.61% | — | -6.93% | 1.85% | -8.79% |
| NKE | 2017-06-29 | 2017-06-30 | 2017-07-31 | 1 | 56.60 | 56.60 | 0.00% | market | 20.00% | — | 4.23% | 1.85% | 2.38% |
| STZ | 2017-06-29 | 2017-06-30 | 2017-07-31 | 1 | 194.63 | 194.63 | 0.00% | market | 18.18% | — | -0.76% | 1.85% | -2.61% |
| WDFC | 2017-07-10 | 2017-07-11 | 2017-08-08 | 1 | 111.05 | 111.05 | 0.00% | market | 12.09% | — | -5.19% | 2.02% | -7.21% |
| SAR | 2017-07-12 | 2017-07-13 | 2017-08-10 | 1 | 22.49 | 22.49 | 0.00% | market | 27.66% | — | -8.24% | -0.11% | -8.13% |
| JPM | 2017-07-14 | 2017-07-17 | 2017-08-14 | 3 | 91.82 | 91.82 | 0.00% | market | 15.92% | — | 0.63% | 0.44% | 0.19% |
| EXPO | 2017-07-18 | 2017-07-19 | 2017-08-16 | 1 | 33.05 | 33.05 | 0.00% | market | 23.81% | — | -1.82% | 0.37% | -2.20% |
| GS | 2017-07-18 | 2017-07-19 | 2017-08-16 | 1 | 222.91 | 222.91 | 0.00% | market | 16.52% | — | 1.11% | 0.37% | 0.74% |
| NIC | 2017-07-18 | 2017-07-19 | 2017-08-16 | 1 | 54.70 | 54.70 | 0.00% | market | 12.16% | — | -2.55% | 0.37% | -2.92% |
| WTFC | 2017-07-18 | 2017-07-19 | 2017-08-16 | 1 | 80.00 | 80.00 | 0.00% | market | 12.12% | — | -8.10% | 0.37% | -8.47% |
| ASML | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 152.24 | 152.24 | 0.00% | market | 14.17% | — | -1.14% | -1.69% | 0.55% |
| CCI | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 98.70 | 98.70 | 0.00% | market | 328.57% | — | 5.41% | -1.69% | 7.11% |
| CTO | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 15.46 | 15.46 | 0.00% | market | 157.14% | — | -6.76% | -1.69% | -5.07% |
| FPI | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 9.15 | 9.15 | 0.00% | market | 66.67% | — | -8.52% | -1.69% | -6.82% |
| MS | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 46.35 | 46.35 | 0.00% | market | 14.47% | — | -2.82% | -1.69% | -1.12% |
| RLI | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 28.35 | 28.35 | 0.00% | market | 14.81% | — | -5.18% | -1.69% | -3.48% |
| TFIN | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 27.35 | 27.35 | 0.00% | market | 59.38% | — | -0.83% | -1.69% | 0.86% |
| TMUS | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 63.85 | 63.85 | 0.00% | market | 76.32% | — | -1.45% | -1.69% | 0.25% |
| BANF | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 56.53 | 56.53 | 0.00% | market | 22.41% | — | -13.42% | -1.51% | -11.91% |
| GATX | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 63.24 | 63.24 | 0.00% | market | 18.92% | — | -4.46% | -1.51% | -2.95% |
| MSFT | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 73.45 | 73.45 | 0.00% | market | 38.03% | — | -1.41% | -1.51% | 0.11% |
| MTG | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 11.92 | 11.92 | 0.00% | market | 20.00% | — | -5.13% | -1.51% | -3.62% |
| WFG | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 51.93 | 51.93 | 0.00% | market | 20.22% | — | -3.45% | -1.51% | -1.94% |
| WIT | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 2.16 | 2.16 | 0.00% | market | 50.00% | — | 3.60% | -1.51% | 5.12% |
| MCO | 2017-07-21 | 2017-07-24 | 2017-08-21 | 3 | 133.15 | 133.15 | 0.00% | market | 12.69% | — | -1.86% | -1.58% | -0.28% |
| NVR | 2017-07-21 | 2017-07-24 | 2017-08-21 | 3 | 2,652.61 | 2,652.61 | 0.00% | market | 21.81% | — | 1.80% | -1.58% | 3.37% |
| OFG | 2017-07-21 | 2017-07-24 | 2017-08-21 | 3 | 10.05 | 10.05 | 0.00% | market | 11.11% | — | -10.55% | -1.58% | -8.97% |
| OVV | 2017-07-21 | 2017-07-24 | 2017-08-21 | 3 | 49.70 | 49.70 | 0.00% | market | 429.41% | — | -9.76% | -1.58% | -8.18% |
| CHCO | 2017-07-24 | 2017-07-25 | 2017-08-22 | 1 | 68.99 | 68.99 | 0.00% | market | 13.25% | — | -10.65% | -0.90% | -9.75% |
| GOOG | 2017-07-24 | 2017-07-25 | 2017-08-22 | 1 | 47.69 | 47.69 | 0.00% | market | 13.64% | — | -3.16% | -0.90% | -2.26% |
| GOOGL | 2017-07-24 | 2017-07-25 | 2017-08-22 | 1 | 48.54 | 48.54 | 0.00% | market | 13.64% | — | -3.23% | -0.90% | -2.33% |
| MC | 2017-07-24 | 2017-07-25 | 2017-08-22 | 1 | 43.10 | 43.10 | 0.00% | market | 40.43% | — | -10.19% | -0.90% | -9.29% |
| RYAAY | 2017-07-24 | 2017-07-25 | 2017-08-22 | 1 | 45.49 | 45.49 | 0.00% | market | 20.34% | — | 1.55% | -0.90% | 2.45% |
| WWD | 2017-07-24 | 2017-07-25 | 2017-08-22 | 1 | 71.58 | 71.58 | 0.00% | market | 11.84% | — | -4.99% | -0.90% | -4.09% |
| BIIB | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 288.55 | 288.55 | 0.00% | market | 14.29% | — | -2.15% | -1.29% | -0.86% |
| CMRE | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 5.13 | 5.13 | 0.00% | market | 10.53% | — | -7.31% | -1.29% | -6.02% |
| DLB | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 52.96 | 52.96 | 0.00% | market | 12.31% | — | -7.41% | -1.29% | -6.12% |
| EGP | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 84.74 | 84.74 | 0.00% | market | 140.00% | — | 2.20% | -1.29% | 3.49% |
| FBNC | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 32.00 | 32.00 | 0.00% | market | 11.63% | — | -4.26% | -1.29% | -2.97% |
| HLI | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 38.91 | 38.91 | 0.00% | market | 13.64% | — | -8.38% | -1.29% | -7.09% |
| JBLU | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 22.61 | 22.61 | 0.00% | market | 12.28% | — | -13.24% | -1.29% | -11.95% |
| NEM | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 35.93 | 35.93 | 0.00% | market | 64.29% | — | 2.82% | -1.29% | 4.11% |
| RNR | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 148.00 | 148.00 | 0.00% | market | 19.74% | — | -1.50% | -1.29% | -0.21% |
| TRN | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 20.54 | 20.54 | 0.00% | market | 13.79% | — | 0.97% | -1.29% | 2.26% |
| TROW | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 84.11 | 84.11 | 0.00% | market | 15.38% | — | -1.60% | -1.29% | -0.31% |
| ZION | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 46.00 | 46.00 | 0.00% | market | 17.74% | — | -4.60% | -1.29% | -3.31% |
| AEM | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 48.52 | 48.52 | 0.00% | market | 60.00% | — | -3.29% | -1.60% | -1.69% |
| AGNC | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 21.24 | 21.24 | 0.00% | market | 13.56% | — | 1.88% | -1.60% | 3.48% |
| APH | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 18.74 | 18.74 | 0.00% | market | 11.11% | — | 5.82% | -1.60% | 7.42% |
| ARR | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 125.90 | 125.90 | 0.00% | market | 447.62% | — | 5.50% | -1.60% | 7.10% |
| BAX | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 61.64 | 61.64 | 0.00% | market | 10.53% | — | -0.31% | -1.60% | 1.29% |
| CNO | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 22.35 | 22.35 | 0.00% | market | 21.62% | — | -0.06% | -1.60% | 1.55% |
| CW | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 99.00 | 99.00 | 0.00% | market | 16.49% | — | -3.80% | -1.60% | -2.20% |
| ENIC | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 5.65 | 5.65 | 0.00% | market | 36.07% | — | -1.52% | -1.60% | 0.09% |
| EW | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 39.84 | 39.84 | 0.00% | market | 10.34% | — | -5.76% | -1.60% | -4.16% |
| FCF | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 12.90 | 12.90 | 0.00% | market | 10.53% | — | -2.19% | -1.60% | -0.59% |
| FR | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 30.08 | 30.08 | 0.00% | market | 128.57% | — | 1.23% | -1.60% | 2.83% |
| GGG | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 37.38 | 37.38 | 0.00% | market | 31.43% | — | 0.09% | -1.60% | 1.69% |
| GILD | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 75.43 | 75.43 | 0.00% | market | 19.07% | — | -1.97% | -1.60% | -0.37% |
| GTY | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 25.54 | 25.54 | 0.00% | market | 59.26% | — | 6.63% | -1.60% | 8.24% |
| HSY | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 106.06 | 106.06 | 0.00% | market | 21.11% | — | -0.61% | -1.60% | 0.99% |
| KIM | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 20.10 | 20.10 | 0.00% | market | 121.43% | — | -2.59% | -1.60% | -0.99% |
| LOB | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 24.95 | 24.95 | 0.00% | market | 16.67% | — | -9.72% | -1.60% | -8.12% |
| LVS | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 61.46 | 61.46 | 0.00% | market | 23.73% | — | -2.09% | -1.60% | -0.48% |
| META | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 174.70 | 174.70 | 0.00% | market | 16.81% | — | -4.08% | -1.60% | -2.48% |
| MKL | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 1,033.10 | 1,033.10 | 0.00% | market | 56.62% | — | 1.02% | -1.60% | 2.62% |
| OC | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 68.58 | 68.58 | 0.00% | market | 13.21% | — | 0.73% | -1.60% | 2.33% |
| PAC | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 119.00 | 119.00 | 0.00% | market | 14.74% | — | -7.34% | -1.60% | -5.74% |
| RES | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 21.39 | 21.39 | 0.00% | market | 53.85% | — | -13.52% | -1.60% | -11.92% |
| SCI | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 35.08 | 35.08 | 0.00% | market | 16.67% | — | 0.47% | -1.60% | 2.07% |
| SITC | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 69.40 | 69.40 | 0.00% | market | 1400.00% | — | -7.05% | -1.60% | -5.44% |
| AFL | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 38.74 | 38.74 | 0.00% | market | 10.84% | — | 4.34% | -0.85% | 5.19% |
| ALGN | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 168.10 | 168.10 | 0.00% | market | 16.44% | — | 2.55% | -0.85% | 3.39% |
| ALLE | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 81.31 | 81.31 | 0.00% | market | 11.00% | — | -4.64% | -0.85% | -3.79% |
| ALLY | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 22.75 | 22.75 | 0.00% | market | 11.54% | — | -0.10% | -0.85% | 0.75% |
| AZN | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 59.10 | 59.10 | 0.00% | market | 109.52% | — | -1.15% | -0.85% | -0.30% |
| BBD | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 5.34 | 5.34 | 0.00% | market | 16.67% | — | 14.13% | -0.85% | 14.98% |
| BIDU | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 211.01 | 211.01 | 0.00% | market | 66.20% | — | 6.79% | -0.85% | 7.64% |
| CLF | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 7.25 | 7.25 | 0.00% | market | 44.44% | — | 7.76% | -0.85% | 8.61% |
| CNOB | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 23.25 | 23.25 | 0.00% | market | 10.53% | — | -1.82% | -0.85% | -0.97% |
| COHU | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 20.27 | 20.27 | 0.00% | market | 23.08% | — | -13.62% | -0.85% | -12.77% |
| CWT | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 38.20 | 38.20 | 0.00% | market | 21.88% | — | -4.16% | -0.85% | -3.31% |
| EA | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 114.00 | 114.00 | 0.00% | market | 71.43% | — | 2.47% | -0.85% | 3.32% |
| ENTG | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 26.55 | 26.55 | 0.00% | market | 13.33% | — | -8.20% | -0.85% | -7.35% |
| ENVA | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 14.60 | 14.60 | 0.00% | market | 13.89% | — | -21.33% | -0.85% | -20.49% |
| EQT | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 36.54 | 36.54 | 0.00% | market | 20.00% | — | -9.13% | -0.85% | -8.28% |
| EVR | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 79.35 | 79.35 | 0.00% | market | 32.50% | — | -5.46% | -0.85% | -4.61% |
| HTH | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 26.71 | 26.71 | 0.00% | market | 46.51% | — | -7.21% | -0.85% | -6.37% |
| IRDM | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 10.95 | 10.95 | 0.00% | market | 11.11% | — | -6.04% | -0.85% | -5.19% |
| KKR | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 19.26 | 19.26 | 0.00% | market | 32.84% | — | -4.36% | -0.85% | -3.51% |
| LAZ | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 46.21 | 46.21 | 0.00% | market | 24.05% | — | -8.80% | -0.85% | -7.95% |
| LMAT | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 30.38 | 30.38 | 0.00% | market | 35.29% | — | 12.05% | -0.85% | 12.89% |
| LPLA | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 45.44 | 45.44 | 0.00% | market | 12.12% | — | 1.62% | -0.85% | 2.46% |
| MPLX | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 36.26 | 36.26 | 0.00% | market | 30.00% | — | -6.80% | -0.85% | -5.95% |
| NMM | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 25.94 | 25.94 | 0.00% | market | 600.00% | — | 20.10% | -0.85% | 20.95% |
| ODFL | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 32.14 | 32.14 | 0.00% | market | 11.11% | — | -1.13% | -0.85% | -0.28% |
| PCG | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 67.48 | 67.48 | 0.00% | market | 10.26% | — | 3.75% | -0.85% | 4.60% |
| SAM | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 150.05 | 150.05 | 0.00% | market | 66.67% | — | -1.30% | -0.85% | -0.45% |
| TBBK | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 7.54 | 7.54 | 0.00% | market | 57.14% | — | 4.94% | -0.85% | 5.79% |
| TCBK | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 35.71 | 35.71 | 0.00% | market | 13.73% | — | 0.40% | -0.85% | 1.25% |
| BSBR | 2017-07-28 | 2017-07-31 | 2017-08-28 | 3 | 7.79 | 7.79 | 0.00% | market | 12.50% | — | 8.50% | -1.13% | 9.63% |
| FBP | 2017-07-28 | 2017-07-31 | 2017-08-28 | 3 | 6.08 | 6.08 | 0.00% | market | 18.18% | — | -6.84% | -1.13% | -5.71% |
| FTS | 2017-07-28 | 2017-07-31 | 2017-08-28 | 3 | 36.30 | 36.30 | 0.00% | market | 15.09% | — | 0.97% | -1.13% | 2.11% |
| BSM | 2017-08-07 | 2017-08-08 | 2017-09-06 | 1 | 17.00 | 17.00 | 0.00% | market | 77.78% | — | 2.43% | -0.25% | 2.68% |
| AMRX | 2017-08-09 | 2017-08-10 | 2017-09-08 | 1 | 16.30 | 16.30 | 0.00% | market | 28.57% | — | 29.35% | 0.12% | 29.23% |
| TEO | 2017-08-11 | 2017-08-14 | 2017-09-12 | 3 | 28.74 | 28.74 | 0.00% | market | 68.75% | — | 10.16% | 1.82% | 8.35% |
| A | 2017-08-15 | 2017-08-16 | 2017-09-14 | 1 | 62.15 | 62.15 | 0.00% | market | 13.46% | — | 5.58% | 1.21% | 4.37% |
| AGRO | 2017-08-15 | 2017-08-16 | 2017-09-14 | 1 | 10.43 | 10.43 | 0.00% | market | 160.00% | — | -2.69% | 1.21% | -3.89% |
| BABA | 2017-08-17 | 2017-08-18 | 2017-09-18 | 1 | 165.36 | 165.36 | 0.00% | market | 25.81% | — | 8.74% | 2.81% | 5.93% |
| BAK | 2017-08-17 | 2017-08-18 | 2017-09-18 | 1 | 23.64 | 23.64 | 0.00% | market | 412.46% | — | 11.36% | 2.81% | 8.56% |
| NOMD | 2017-08-24 | 2017-08-25 | 2017-09-25 | 1 | 14.92 | 14.92 | 0.00% | market | 13.64% | — | -2.98% | 1.65% | -4.63% |
| TRTX | 2017-08-24 | 2017-08-25 | 2017-09-25 | 1 | 19.63 | 19.63 | 0.00% | market | 16.36% | — | -0.10% | 1.65% | -1.75% |
| VEEV | 2017-08-24 | 2017-08-25 | 2017-09-25 | 1 | 58.51 | 58.51 | 0.00% | market | 15.00% | — | -6.22% | 1.65% | -7.86% |
| BF-B | 2017-08-30 | 2017-08-31 | 2017-09-29 | 1 | 42.70 | 42.70 | 0.00% | market | 19.35% | — | 1.63% | 1.83% | -0.19% |
| MEI | 2017-08-31 | 2017-09-01 | 2017-10-02 | 1 | 40.85 | 40.85 | 0.00% | market | 27.08% | — | 5.16% | 1.77% | 3.39% |
| HQY | 2017-09-05 | 2017-09-06 | 2017-10-04 | 1 | 45.50 | 45.50 | 0.00% | market | 80.00% | — | 14.47% | 2.56% | 11.91% |
| GWRE | 2017-09-06 | 2017-09-07 | 2017-10-05 | 1 | 74.40 | 74.40 | 0.00% | market | 51.28% | — | 4.03% | 3.00% | 1.03% |
| AGX | 2017-09-07 | 2017-09-08 | 2017-10-06 | 1 | 66.90 | 66.90 | 0.00% | market | 66.99% | — | 1.62% | 3.18% | -1.56% |
| FIZZ | 2017-09-07 | 2017-09-08 | 2017-10-06 | 1 | 60.00 | 60.00 | 0.00% | market | 10.81% | — | -9.10% | 3.18% | -12.28% |
| CPRT | 2017-09-19 | 2017-09-20 | 2017-10-18 | 1 | 8.67 | 8.67 | 0.00% | market | 12.50% | — | 4.97% | 2.26% | 2.72% |
| EBF | 2017-09-25 | 2017-09-26 | 2017-10-24 | 1 | 19.70 | 19.70 | 0.00% | market | 13.33% | — | 1.93% | 2.86% | -0.93% |
| CTAS | 2017-09-26 | 2017-09-27 | 2017-10-25 | 1 | 35.85 | 35.85 | 0.00% | market | 15.62% | — | 4.61% | 2.17% | 2.45% |
| MU | 2017-09-26 | 2017-09-27 | 2017-10-25 | 1 | 36.26 | 36.26 | 0.00% | market | 10.38% | — | 13.14% | 2.17% | 10.97% |
| NKE | 2017-09-26 | 2017-09-27 | 2017-10-25 | 1 | 52.17 | 52.17 | 0.00% | market | 18.75% | — | 5.21% | 2.17% | 3.04% |
| CAG | 2017-09-28 | 2017-09-29 | 2017-10-27 | 1 | 34.19 | 34.19 | 0.00% | market | 15.00% | — | -1.56% | 2.94% | -4.51% |
| LW | 2017-10-04 | 2017-10-05 | 2017-11-02 | 1 | 48.84 | 48.84 | 0.00% | market | 14.00% | — | 5.96% | 1.60% | 4.36% |
| STZ | 2017-10-05 | 2017-10-06 | 2017-11-03 | 1 | 209.28 | 209.28 | 0.00% | market | 14.35% | — | 3.07% | 1.69% | 1.38% |
| SAR | 2017-10-11 | 2017-10-12 | 2017-11-09 | 1 | 21.83 | 21.83 | 0.00% | market | 21.57% | — | 3.47% | 1.38% | 2.09% |
| GS | 2017-10-17 | 2017-10-18 | 2017-11-15 | 1 | 236.87 | 236.87 | 0.00% | market | 20.38% | — | 0.21% | 0.21% | 0.00% |
| IBKR | 2017-10-17 | 2017-10-18 | 2017-11-15 | 1 | 12.25 | 12.25 | 0.00% | market | 22.22% | — | 10.27% | 0.21% | 10.06% |
| NIC | 2017-10-17 | 2017-10-18 | 2017-11-15 | 1 | 58.38 | 58.38 | 0.00% | market | 12.35% | — | -3.58% | 0.21% | -3.79% |
| WIT | 2017-10-17 | 2017-10-18 | 2017-11-15 | 1 | 2.06 | 2.06 | 0.00% | market | 50.00% | — | -6.90% | 0.21% | -7.11% |
| ASML | 2017-10-18 | 2017-10-19 | 2017-11-16 | 1 | 174.03 | 174.03 | 0.00% | market | 17.76% | — | 4.36% | 1.49% | 2.87% |
| BFC | 2017-10-18 | 2017-10-19 | 2017-11-16 | 1 | 39.50 | 39.50 | 0.00% | market | 13.85% | — | 3.82% | 1.49% | 2.34% |
| EXPO | 2017-10-18 | 2017-10-19 | 2017-11-16 | 1 | 38.05 | 38.05 | 0.00% | market | 22.73% | — | -3.39% | 1.49% | -4.87% |
| MTG | 2017-10-18 | 2017-10-19 | 2017-11-16 | 1 | 13.47 | 13.47 | 0.00% | market | 23.08% | — | 6.28% | 1.49% | 4.80% |
| ASB | 2017-10-19 | 2017-10-20 | 2017-11-17 | 1 | 25.00 | 25.00 | 0.00% | market | 13.89% | — | -2.30% | 0.45% | -2.75% |
| BX | 2017-10-19 | 2017-10-20 | 2017-11-17 | 1 | 34.25 | 34.25 | 0.00% | market | 27.78% | — | -7.31% | 0.45% | -7.76% |
| GATX | 2017-10-19 | 2017-10-20 | 2017-11-17 | 1 | 61.73 | 61.73 | 0.00% | market | 28.87% | — | -6.84% | 0.45% | -7.29% |
| ISRG | 2017-10-19 | 2017-10-20 | 2017-11-17 | 1 | 119.16 | 119.16 | 0.00% | market | 39.39% | — | 9.69% | 0.45% | 9.24% |
| MSA | 2017-10-19 | 2017-10-20 | 2017-11-17 | 1 | 85.60 | 85.60 | 0.00% | market | 15.00% | — | -7.37% | 0.45% | -7.82% |
| CLF | 2017-10-20 | 2017-10-23 | 2017-11-20 | 3 | 6.82 | 6.82 | 0.00% | market | 20.00% | — | -9.63% | 0.32% | -9.95% |
| RBCAA | 2017-10-20 | 2017-10-23 | 2017-11-20 | 3 | 41.20 | 41.20 | 0.00% | market | 13.33% | — | -3.30% | 0.32% | -3.62% |
| FBK | 2017-10-23 | 2017-10-24 | 2017-11-21 | 1 | 38.90 | 38.90 | 0.00% | market | 27.66% | — | 2.83% | 1.32% | 1.51% |
| ITW | 2017-10-23 | 2017-10-24 | 2017-11-21 | 1 | 156.63 | 156.63 | 0.00% | market | 12.12% | — | 1.71% | 1.32% | 0.39% |
| MCHB | 2017-10-23 | 2017-10-24 | 2017-11-21 | 1 | 29.75 | 29.75 | 0.00% | market | 41.86% | — | 1.75% | 1.32% | 0.43% |
| RMBS | 2017-10-23 | 2017-10-24 | 2017-11-21 | 1 | 13.99 | 13.99 | 0.00% | market | 11.76% | — | 9.62% | 1.32% | 8.30% |
| TMUS | 2017-10-23 | 2017-10-24 | 2017-11-21 | 1 | 61.74 | 61.74 | 0.00% | market | 36.96% | — | -2.25% | 1.32% | -3.58% |
| WFG | 2017-10-23 | 2017-10-24 | 2017-11-21 | 1 | 63.15 | 63.15 | 0.00% | market | 61.02% | — | 2.20% | 1.32% | 0.87% |
| AMP | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 156.15 | 156.15 | 0.00% | market | 26.52% | — | 2.10% | 1.40% | 0.70% |
| BIIB | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 317.96 | 317.96 | 0.00% | market | 10.12% | — | -2.67% | 1.40% | -4.06% |
| CAT | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 137.21 | 137.21 | 0.00% | market | 53.54% | — | 0.48% | 1.40% | -0.91% |
| COF | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 91.10 | 91.10 | 0.00% | market | 15.35% | — | -4.32% | 1.40% | -5.71% |
| FBNC | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 35.98 | 35.98 | 0.00% | market | 16.33% | — | 2.48% | 1.40% | 1.09% |
| HLI | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 44.15 | 44.15 | 0.00% | market | 33.33% | — | -0.46% | 1.40% | -1.86% |
| ILMN | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 208.00 | 208.00 | 0.00% | market | 12.12% | — | 0.52% | 1.40% | -0.88% |
| ONB | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 18.75 | 18.75 | 0.00% | market | 11.54% | — | -6.23% | 1.40% | -7.63% |
| TXN | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 95.00 | 95.00 | 0.00% | market | 12.50% | — | 3.14% | 1.40% | 1.74% |
| AEM | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 45.69 | 45.69 | 0.00% | market | 81.25% | — | -2.29% | 1.71% | -4.00% |
| ALLY | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 25.90 | 25.90 | 0.00% | market | 10.17% | — | 2.29% | 1.71% | 0.59% |
| ARR | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 131.55 | 131.55 | 0.00% | market | 422.73% | — | -3.37% | 1.71% | -5.08% |
| AXTI | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 8.90 | 8.90 | 0.00% | market | 22.22% | — | 15.91% | 1.71% | 14.20% |
| CNO | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 25.00 | 25.00 | 0.00% | market | 15.38% | — | -3.66% | 1.71% | -5.37% |
| CSGP | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 28.15 | 28.15 | 0.00% | market | 27.27% | — | 10.10% | 1.71% | 8.39% |
| CW | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 115.00 | 115.00 | 0.00% | market | 18.18% | — | 5.09% | 1.71% | 3.38% |
| DLB | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 56.95 | 56.95 | 0.00% | market | 73.08% | — | 10.96% | 1.71% | 9.26% |
| EIG | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 45.70 | 45.70 | 0.00% | market | 14.04% | — | 6.25% | 1.71% | 4.54% |
| FCX | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 14.83 | 14.83 | 0.00% | market | 17.24% | — | -3.34% | 1.71% | -5.04% |
| FFIV | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 119.50 | 119.50 | 0.00% | market | 10.41% | — | 2.99% | 1.71% | 1.28% |
| FR | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 30.85 | 30.85 | 0.00% | market | 106.25% | — | 5.57% | 1.71% | 3.87% |
| HDB | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 23.13 | 23.13 | 0.00% | market | 3061.40% | — | 6.30% | 1.71% | 4.59% |
| IR | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 28.48 | 28.48 | 0.00% | market | 10.81% | — | 9.24% | 1.71% | 7.53% |
| KIM | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 18.50 | 18.50 | 0.00% | market | 84.62% | — | 1.52% | 1.71% | -0.19% |
| KOF | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 69.71 | 69.71 | 0.00% | market | 20.00% | — | -0.26% | 1.71% | -1.96% |
| KRC | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 71.95 | 71.95 | 0.00% | market | 123.33% | — | 3.68% | 1.71% | 1.97% |
| LOB | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 23.95 | 23.95 | 0.00% | market | 70.00% | — | 1.15% | 1.71% | -0.55% |
| LVS | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 64.00 | 64.00 | 0.00% | market | 13.24% | — | 5.60% | 1.71% | 3.90% |
| MC | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 45.00 | 45.00 | 0.00% | market | 35.71% | — | 4.01% | 1.71% | 2.30% |
| NOC | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 306.00 | 306.00 | 0.00% | market | 17.12% | — | -1.17% | 1.71% | -2.88% |
| RJF | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 57.15 | 57.15 | 0.00% | market | 11.36% | — | -1.01% | 1.71% | -2.72% |
| SCI | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 33.87 | 33.87 | 0.00% | market | 22.22% | — | 5.45% | 1.71% | 3.74% |
| SEIC | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 64.24 | 64.24 | 0.00% | market | 10.53% | — | 6.50% | 1.71% | 4.79% |
| SIRI | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 56.20 | 56.20 | 0.00% | market | 50.00% | — | -3.30% | 1.71% | -5.01% |
| SLAB | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 92.40 | 92.40 | 0.00% | market | 11.11% | — | 2.61% | 1.71% | 0.90% |
| SU | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 33.37 | 33.37 | 0.00% | market | 48.57% | — | 5.80% | 1.71% | 4.10% |
| TER | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 41.00 | 41.00 | 0.00% | market | 25.58% | — | 6.34% | 1.71% | 4.63% |
| TRN | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 23.09 | 23.09 | 0.00% | market | 38.71% | — | 6.01% | 1.71% | 4.30% |
| UTHR | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 121.80 | 121.80 | 0.00% | market | 62.02% | — | 2.54% | 1.71% | 0.83% |
| ABEV | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 6.41 | 6.41 | 0.00% | market | 20.00% | — | -0.88% | 1.47% | -2.35% |
| ALGN | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 225.64 | 225.64 | 0.00% | market | 23.17% | — | 16.20% | 1.47% | 14.73% |
| BANC | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 21.30 | 21.30 | 0.00% | market | 31.58% | — | -1.27% | 1.47% | -2.74% |
| BIDU | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 241.82 | 241.82 | 0.00% | market | 77.63% | — | 2.05% | 1.47% | 0.58% |
| CMS | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 47.94 | 47.94 | 0.00% | market | 10.71% | — | 3.68% | 1.47% | 2.21% |
| CNOB | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 26.55 | 26.55 | 0.00% | market | 24.24% | — | -0.66% | 1.47% | -2.13% |
| COLB | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 43.51 | 43.51 | 0.00% | market | 32.08% | — | 0.04% | 1.47% | -1.43% |
| CPAC | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 12.67 | 12.67 | 0.00% | market | 55.56% | — | -1.52% | 1.47% | -2.99% |
| CX | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 8.12 | 8.12 | 0.00% | market | 18.75% | — | -4.78% | 1.47% | -6.25% |
| DECK | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 11.98 | 11.98 | 0.00% | market | 52.94% | — | 0.65% | 1.47% | -0.81% |
| ELME | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 31.51 | 31.51 | 0.00% | market | 11.11% | — | 2.88% | 1.47% | 1.42% |
| ENTG | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 32.30 | 32.30 | 0.00% | market | 17.65% | — | -0.72% | 1.47% | -2.19% |
| ENVA | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 15.20 | 15.20 | 0.00% | market | 78.57% | — | -5.36% | 1.47% | -6.83% |
| EQNR | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 19.85 | 19.85 | 0.00% | market | 19.05% | — | 1.51% | 1.47% | 0.05% |
| EQT | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 32.42 | 32.42 | 0.00% | market | 431.21% | — | -4.57% | 1.47% | -6.04% |
| EVR | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 76.90 | 76.90 | 0.00% | market | 10.91% | — | 10.37% | 1.47% | 8.90% |
| FE | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 32.10 | 32.10 | 0.00% | market | 11.49% | — | 5.63% | 1.47% | 4.17% |
| FMX | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 88.88 | 88.88 | 0.00% | market | 293.70% | — | 2.63% | 1.47% | 1.17% |
| FSLR | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 52.10 | 52.10 | 0.00% | market | 132.14% | — | 18.23% | 1.47% | 16.76% |
| GOOG | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 50.46 | 50.46 | 0.00% | market | 14.29% | — | 4.36% | 1.47% | 2.89% |
| GOOGL | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 51.55 | 51.55 | 0.00% | market | 14.29% | — | 3.88% | 1.47% | 2.41% |
| HESM | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 20.76 | 20.76 | 0.00% | market | 12.50% | — | -9.16% | 1.47% | -10.62% |
| HLT | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 71.80 | 71.80 | 0.00% | market | 12.00% | — | 5.75% | 1.47% | 4.28% |
| IDCC | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 75.90 | 75.90 | 0.00% | market | 51.52% | — | -2.21% | 1.47% | -3.67% |
| INTC | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 43.30 | 43.30 | 0.00% | market | 26.25% | — | 2.65% | 1.47% | 1.18% |
| IRDM | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 12.10 | 12.10 | 0.00% | market | 27.78% | — | -1.34% | 1.47% | -2.81% |
| JEF | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 22.70 | 22.70 | 0.00% | market | 58.82% | — | 1.05% | 1.47% | -0.42% |
| KLAC | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 10.82 | 10.82 | 0.00% | market | 12.50% | — | -3.61% | 1.47% | -5.08% |
| LAZ | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 45.98 | 45.98 | 0.00% | market | 13.33% | — | 3.53% | 1.47% | 2.07% |
| LMAT | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 35.01 | 35.01 | 0.00% | market | 25.00% | — | -3.41% | 1.47% | -4.88% |
| MSFT | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 84.37 | 84.37 | 0.00% | market | 16.67% | — | -0.69% | 1.47% | -2.16% |
| MSTR | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 14.13 | 14.13 | 0.00% | market | 60.00% | — | -3.64% | 1.47% | -5.10% |
| ORC | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 50.20 | 50.20 | 0.00% | market | 18.60% | — | -1.79% | 1.47% | -3.26% |
| PENN | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 24.35 | 24.35 | 0.00% | market | 17.39% | — | 13.29% | 1.47% | 11.82% |
| QSR | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 66.03 | 66.03 | 0.00% | market | 18.37% | — | -0.30% | 1.47% | -1.76% |
| SAM | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 174.25 | 174.25 | 0.00% | market | 39.70% | — | 2.08% | 1.47% | 0.61% |
| SPGI | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 164.78 | 164.78 | 0.00% | market | 11.76% | — | -0.33% | 1.47% | -1.80% |
| ACRE | 2017-11-01 | 2017-11-02 | 2017-12-01 | 1 | 13.15 | 13.15 | 0.00% | market | 39.29% | — | 1.95% | 2.74% | -0.79% |
| AAPL | 2017-11-02 | 2017-11-03 | 2017-12-04 | 1 | 43.50 | 43.50 | 0.00% | market | 10.64% | — | -2.51% | 2.47% | -4.98% |
| CABO | 2017-11-08 | 2017-11-09 | 2017-12-08 | 1 | 678.80 | 678.80 | 0.00% | market | 10.77% | — | -0.39% | 3.02% | -3.41% |
| AQN | 2017-11-14 | 2017-11-15 | 2017-12-14 | 1 | 10.60 | 10.60 | 0.00% | market | 30.00% | — | 4.62% | 3.52% | 1.09% |
| DQ | 2017-11-14 | 2017-11-15 | 2017-12-14 | 1 | 8.47 | 8.47 | 0.00% | market | 62.07% | — | 10.45% | 3.52% | 6.93% |
| KLIC | 2017-11-14 | 2017-11-15 | 2017-12-14 | 1 | 28.40 | 28.40 | 0.00% | market | 45.71% | — | -14.43% | 3.52% | -17.95% |
| NMM | 2017-11-14 | 2017-11-15 | 2017-12-14 | 1 | 29.99 | 29.99 | 0.00% | market | 100.00% | — | 12.37% | 3.52% | 8.85% |
| NTAP | 2017-11-15 | 2017-11-16 | 2017-12-15 | 1 | 51.41 | 51.41 | 0.00% | market | 17.39% | — | 11.30% | 3.49% | 7.81% |
| NTES | 2017-11-15 | 2017-11-16 | 2017-12-15 | 1 | 62.16 | 62.16 | 0.00% | market | 13.11% | — | 14.38% | 3.49% | 10.89% |
| CPRT | 2017-11-21 | 2017-11-22 | 2017-12-21 | 1 | 9.66 | 9.66 | 0.00% | market | 14.29% | — | 12.22% | 2.92% | 9.30% |
| MOV | 2017-11-21 | 2017-11-22 | 2017-12-21 | 1 | 32.40 | 32.40 | 0.00% | market | 20.93% | — | -1.33% | 2.92% | -4.25% |
| SFL | 2017-11-22 | 2017-11-24 | 2017-12-22 | 2 | 15.30 | 15.30 | 0.00% | market | 14.81% | — | -0.43% | 2.76% | -3.19% |
| NOMD | 2017-11-28 | 2017-11-29 | 2017-12-28 | 1 | 16.41 | 16.41 | 0.00% | market | 26.32% | — | 2.40% | 1.84% | 0.55% |
| SNPS | 2017-11-29 | 2017-11-30 | 2017-12-29 | 1 | 94.70 | 94.70 | 0.00% | market | 21.05% | — | -10.09% | 1.18% | -11.26% |
| AMBA | 2017-11-30 | 2017-12-01 | 2018-01-02 | 1 | 58.90 | 58.90 | 0.00% | market | 13.64% | — | 5.72% | 1.51% | 4.21% |
| AVAV | 2017-12-05 | 2017-12-06 | 2018-01-05 | 1 | 52.52 | 52.52 | 0.00% | market | 583.33% | — | 1.58% | 3.84% | -2.27% |
| HQY | 2017-12-05 | 2017-12-06 | 2018-01-05 | 1 | 47.00 | 47.00 | 0.00% | market | 30.77% | — | 2.96% | 3.84% | -0.88% |
| VEEV | 2017-12-05 | 2017-12-06 | 2018-01-05 | 1 | 54.75 | 54.75 | 0.00% | market | 13.64% | — | 4.81% | 3.84% | 0.97% |
| BF-B | 2017-12-06 | 2017-12-07 | 2018-01-08 | 1 | 52.64 | 52.64 | 0.00% | market | 16.28% | — | 4.16% | 3.73% | 0.43% |
| WLY | 2017-12-06 | 2017-12-07 | 2018-01-08 | 1 | 61.30 | 61.30 | 0.00% | market | 25.61% | — | 8.22% | 3.73% | 4.49% |
| CCL | 2017-12-19 | 2017-12-20 | 2018-01-22 | 1 | 68.50 | 68.50 | 0.00% | market | 23.53% | — | 0.43% | 5.38% | -4.95% |
| MU | 2017-12-19 | 2017-12-20 | 2018-01-22 | 1 | 46.65 | 46.65 | 0.00% | market | 10.86% | — | -8.18% | 5.38% | -13.56% |
| EBF | 2017-12-22 | 2017-12-26 | 2018-01-25 | 4 | 20.60 | 20.60 | 0.00% | market | 22.22% | — | -2.04% | 6.09% | -8.13% |
| UNF | 2018-01-03 | 2018-01-04 | 2018-02-02 | 1 | 171.45 | 171.45 | 0.00% | market | 13.48% | — | -4.94% | 1.57% | -6.51% |
| CSX | 2018-01-16 | 2018-01-17 | 2018-02-14 | 1 | 19.05 | 19.05 | 0.00% | market | 10.53% | — | -3.62% | -3.04% | -0.58% |
| OZK | 2018-01-16 | 2018-01-17 | 2018-02-14 | 1 | 51.80 | 51.80 | 0.00% | market | 52.00% | — | -1.05% | -3.04% | 1.99% |
| ASML | 2018-01-17 | 2018-01-18 | 2018-02-15 | 1 | 202.18 | 202.18 | 0.00% | market | 35.22% | — | -3.70% | -2.31% | -1.39% |
| BFC | 2018-01-17 | 2018-01-18 | 2018-02-15 | 1 | 44.10 | 44.10 | 0.00% | market | 20.90% | — | 3.07% | -2.31% | 5.38% |
| GS | 2018-01-17 | 2018-01-18 | 2018-02-15 | 1 | 254.49 | 254.49 | 0.00% | market | 15.92% | — | 5.08% | -2.31% | 7.39% |
| KMI | 2018-01-17 | 2018-01-18 | 2018-02-15 | 1 | 19.50 | 19.50 | 0.00% | market | 16.67% | — | -11.33% | -2.31% | -9.02% |
| WAFD | 2018-01-17 | 2018-01-18 | 2018-02-15 | 1 | 36.95 | 36.95 | 0.00% | market | 15.69% | — | -2.40% | -2.31% | -0.09% |
| MTB | 2018-01-18 | 2018-01-19 | 2018-02-16 | 1 | 187.43 | 187.43 | 0.00% | market | 10.83% | — | 2.15% | -2.39% | 4.54% |
| MTG | 2018-01-18 | 2018-01-19 | 2018-02-16 | 1 | 15.66 | 15.66 | 0.00% | market | 59.26% | — | -8.21% | -2.39% | -5.82% |
| SYF | 2018-01-19 | 2018-01-22 | 2018-02-20 | 3 | 38.18 | 38.18 | 0.00% | market | 11.11% | — | -4.34% | -3.13% | -1.21% |
| BRO | 2018-01-22 | 2018-01-23 | 2018-02-21 | 1 | 26.77 | 26.77 | 0.00% | market | 14.29% | — | -2.04% | -4.49% | 2.45% |
| LOGI | 2018-01-22 | 2018-01-23 | 2018-02-21 | 1 | 40.07 | 40.07 | 0.00% | market | 16.07% | — | -0.20% | -4.49% | 4.29% |
| RMD | 2018-01-22 | 2018-01-23 | 2018-02-21 | 1 | 98.73 | 98.73 | 0.00% | market | 28.21% | — | -5.70% | -4.49% | -1.21% |
| CHCO | 2018-01-23 | 2018-01-24 | 2018-02-22 | 1 | 69.07 | 69.07 | 0.00% | market | 11.34% | — | -0.20% | -4.80% | 4.59% |
| CMRE | 2018-01-23 | 2018-01-24 | 2018-02-22 | 1 | 4.56 | 4.56 | 0.00% | market | 13.33% | — | 1.22% | -4.80% | 6.01% |
| PLD | 2018-01-23 | 2018-01-24 | 2018-02-22 | 1 | 64.96 | 64.96 | 0.00% | market | 61.76% | — | -7.83% | -4.80% | -3.03% |
| UMBF | 2018-01-23 | 2018-01-24 | 2018-02-22 | 1 | 77.00 | 77.00 | 0.00% | market | 10.99% | — | -2.70% | -4.80% | 2.10% |
| CCI | 2018-01-24 | 2018-01-25 | 2018-02-23 | 1 | 109.38 | 109.38 | 0.00% | market | 17.92% | — | 0.87% | -3.33% | 4.19% |
| DLB | 2018-01-24 | 2018-01-25 | 2018-02-23 | 1 | 70.30 | 70.30 | 0.00% | market | 79.55% | — | -11.54% | -3.33% | -8.21% |
| FFIV | 2018-01-24 | 2018-01-25 | 2018-02-23 | 1 | 144.27 | 144.27 | 0.00% | market | 10.78% | — | 2.02% | -3.33% | 5.35% |
| LRCX | 2018-01-24 | 2018-01-25 | 2018-02-23 | 1 | 21.60 | 21.60 | 0.00% | market | 16.22% | — | -10.70% | -3.33% | -7.38% |
| LVS | 2018-01-24 | 2018-01-25 | 2018-02-23 | 1 | 77.09 | 77.09 | 0.00% | market | 14.29% | — | -3.68% | -3.33% | -0.35% |
| RCL | 2018-01-24 | 2018-01-25 | 2018-02-23 | 1 | 132.52 | 132.52 | 0.00% | market | 11.67% | — | -1.85% | -3.33% | 1.47% |
| RJF | 2018-01-24 | 2018-01-25 | 2018-02-23 | 1 | 65.33 | 65.33 | 0.00% | market | 12.63% | — | -6.76% | -3.33% | -3.43% |
| ROK | 2018-01-24 | 2018-01-25 | 2018-02-23 | 1 | 201.10 | 201.10 | 0.00% | market | 12.64% | — | -7.87% | -3.33% | -4.55% |
| TEL | 2018-01-24 | 2018-01-25 | 2018-02-23 | 1 | 102.79 | 102.79 | 0.00% | market | 12.00% | — | -0.61% | -3.33% | 2.72% |
| TER | 2018-01-24 | 2018-01-25 | 2018-02-23 | 1 | 46.75 | 46.75 | 0.00% | market | 35.29% | — | -5.08% | -3.33% | -1.76% |
| CLF | 2018-01-25 | 2018-01-26 | 2018-02-26 | 1 | 7.88 | 7.88 | 0.00% | market | 73.33% | — | -3.78% | -2.23% | -1.55% |
| CNOB | 2018-01-25 | 2018-01-26 | 2018-02-26 | 1 | 29.15 | 29.15 | 0.00% | market | 27.50% | — | 0.24% | -2.23% | 2.48% |
| FICO | 2018-01-25 | 2018-01-26 | 2018-02-26 | 1 | 170.99 | 170.99 | 0.00% | market | 19.27% | — | 2.39% | -2.23% | 4.63% |
| INTC | 2018-01-25 | 2018-01-26 | 2018-02-26 | 1 | 48.38 | 48.38 | 0.00% | market | 25.58% | — | 1.41% | -2.23% | 3.64% |
| ISRG | 2018-01-25 | 2018-01-26 | 2018-02-26 | 1 | 145.96 | 145.96 | 0.00% | market | 11.84% | — | -1.44% | -2.23% | 0.79% |
| KLAC | 2018-01-25 | 2018-01-26 | 2018-02-26 | 1 | 11.10 | 11.10 | 0.00% | market | 17.65% | — | 3.23% | -2.23% | 5.47% |
| MSTR | 2018-01-25 | 2018-01-26 | 2018-02-26 | 1 | 13.78 | 13.78 | 0.00% | market | 14.29% | — | -0.17% | -2.23% | 2.06% |
| ORI | 2018-01-25 | 2018-01-26 | 2018-02-26 | 1 | 21.41 | 21.41 | 0.00% | market | 17.86% | — | -3.32% | -2.23% | -1.09% |
| SBUX | 2018-01-25 | 2018-01-26 | 2018-02-26 | 1 | 57.94 | 57.94 | 0.00% | market | 14.04% | — | -1.43% | -2.23% | 0.80% |
| HLI | 2018-01-29 | 2018-01-30 | 2018-02-28 | 1 | 51.60 | 51.60 | 0.00% | market | 13.11% | — | -10.14% | -3.87% | -6.26% |
| MCB | 2018-01-29 | 2018-01-30 | 2018-02-28 | 1 | 43.38 | 43.38 | 0.00% | market | 116.67% | — | 2.30% | -3.87% | 6.17% |
| ALGN | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 261.01 | 261.01 | 0.00% | market | 23.96% | — | -6.02% | -5.32% | -0.71% |
| ALLY | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 30.67 | 30.67 | 0.00% | market | 18.64% | — | -10.76% | -5.32% | -5.45% |
| AX | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 33.99 | 33.99 | 0.00% | market | 17.31% | — | 11.34% | -5.32% | 16.66% |
| BEN | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 42.92 | 42.92 | 0.00% | market | 17.33% | — | -10.72% | -5.32% | -5.41% |
| CASH | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 37.12 | 37.12 | 0.00% | market | 33.33% | — | -2.71% | -5.32% | 2.60% |
| CB | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 154.35 | 154.35 | 0.00% | market | 37.23% | — | -9.52% | -5.32% | -4.20% |
| HCA | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 102.00 | 102.00 | 0.00% | market | 13.37% | — | -2.62% | -5.32% | 2.70% |
| ILMN | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 240.48 | 240.48 | 0.00% | market | 18.03% | — | -9.36% | -5.32% | -4.04% |
| PFE | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 35.95 | 35.95 | 0.00% | market | 10.71% | — | -6.14% | -5.32% | -0.82% |
| SAP | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 112.35 | 112.35 | 0.00% | market | 14.19% | — | -9.31% | -5.32% | -4.00% |
| TFSL | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 14.53 | 14.53 | 0.00% | market | 12.50% | — | 1.21% | -5.32% | 6.52% |
| TROW | 2018-01-30 | 2018-01-31 | 2018-03-01 | 1 | 112.46 | 112.46 | 0.00% | market | 12.24% | — | -2.22% | -5.32% | 3.10% |
| AFG | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 117.00 | 117.00 | 0.00% | market | 30.95% | — | -5.42% | -4.27% | -1.16% |
| AVB | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 169.91 | 169.91 | 0.00% | market | 44.54% | — | -9.52% | -4.27% | -5.26% |
| EVR | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 100.60 | 100.60 | 0.00% | market | 17.42% | — | -8.80% | -4.27% | -4.53% |
| EXP | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 112.06 | 112.06 | 0.00% | market | 45.45% | — | -9.66% | -4.27% | -5.39% |
| IBN | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 10.69 | 10.69 | 0.00% | market | 28.57% | — | -11.89% | -4.27% | -7.62% |
| KLIC | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 23.20 | 23.20 | 0.00% | market | 96.15% | — | -1.09% | -4.27% | 3.17% |
| MEOH | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 63.50 | 63.50 | 0.00% | market | 42.86% | — | -15.06% | -4.27% | -10.79% |
| META | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 188.22 | 188.22 | 0.00% | market | 13.33% | — | -6.26% | -4.27% | -2.00% |
| MSFT | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 94.79 | 94.79 | 0.00% | market | 11.63% | — | -1.94% | -4.27% | 2.33% |
| OTEX | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 37.50 | 37.50 | 0.00% | market | 20.63% | — | -7.19% | -4.27% | -2.93% |
| SEIC | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 75.85 | 75.85 | 0.00% | market | 11.67% | — | -3.36% | -4.27% | 0.91% |
| ZWS | 2018-01-31 | 2018-02-01 | 2018-03-02 | 1 | 15.14 | 15.14 | 0.00% | market | 32.14% | — | -10.80% | -4.27% | -6.53% |
| APO | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 36.63 | 36.63 | 0.00% | market | 82.09% | — | -11.51% | -2.82% | -8.69% |
| CPT | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 83.66 | 83.66 | 0.00% | market | 82.00% | — | -4.95% | -2.82% | -2.14% |
| DECK | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 15.76 | 15.76 | 0.00% | market | 29.69% | — | 0.03% | -2.82% | 2.84% |
| EMN | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 102.27 | 102.27 | 0.00% | market | 52.83% | — | 0.73% | -2.82% | 3.55% |
| ENVA | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 19.10 | 19.10 | 0.00% | market | 23.81% | — | 16.65% | -2.82% | 19.47% |
| FCFS | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 74.45 | 74.45 | 0.00% | market | 11.90% | — | 1.24% | -2.82% | 4.06% |
| LAZ | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 59.11 | 59.11 | 0.00% | market | 21.74% | — | -8.80% | -2.82% | -5.98% |
| LPG | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 7.91 | 7.91 | 0.00% | market | 78.95% | — | -4.15% | -2.82% | -1.33% |
| MO | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 69.90 | 69.90 | 0.00% | market | 13.75% | — | -8.35% | -2.82% | -5.54% |
| MRSH | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 84.99 | 84.99 | 0.00% | market | 10.53% | — | -2.05% | -2.82% | 0.76% |
| MSCI | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 146.95 | 146.95 | 0.00% | market | 16.16% | — | -0.79% | -2.82% | 2.02% |
| NFG | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 56.29 | 56.29 | 0.00% | market | 24.39% | — | -10.37% | -2.82% | -7.55% |
| OPY | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 28.25 | 28.25 | 0.00% | market | 23.19% | — | -5.76% | -2.82% | -2.95% |
| QCRH | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 45.40 | 45.40 | 0.00% | market | 38.46% | — | 0.23% | -2.82% | 3.05% |
| RDN | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 22.87 | 22.87 | 0.00% | market | 15.91% | — | -9.15% | -2.82% | -6.33% |
| SR | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 62.50 | 62.50 | 0.00% | market | 12.26% | — | 9.26% | -2.82% | 12.08% |
| MSGS | 2018-02-02 | 2018-02-05 | 2018-03-06 | 3 | 109.12 | 109.12 | 0.00% | market | 288.29% | — | 10.16% | -0.21% | 10.37% |
| SONY | 2018-02-02 | 2018-02-05 | 2018-03-06 | 3 | 10.14 | 10.14 | 0.00% | market | 79.13% | — | -1.18% | -0.21% | -0.98% |
| BAP | 2018-02-05 | 2018-02-06 | 2018-03-07 | 1 | 213.93 | 213.93 | 0.00% | market | 14.80% | — | 4.26% | 4.94% | -0.68% |
| NMM | 2018-02-05 | 2018-02-06 | 2018-03-07 | 1 | 30.73 | 30.73 | 0.00% | market | 133.33% | — | 0.39% | 4.94% | -4.55% |
| TIMB | 2018-02-05 | 2018-02-06 | 2018-03-07 | 1 | 20.61 | 20.61 | 0.00% | market | 50.00% | — | 7.71% | 4.94% | 2.77% |
| ATO | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 79.31 | 79.31 | 0.00% | market | 22.81% | — | 0.54% | 2.09% | -1.54% |
| CBT | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 64.47 | 64.47 | 0.00% | market | 19.23% | — | -6.26% | 2.09% | -8.34% |
| DIS | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 107.83 | 107.83 | 0.00% | market | 16.67% | — | -3.62% | 2.09% | -5.71% |
| ENTG | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 32.60 | 32.60 | 0.00% | market | 13.51% | — | 9.87% | 2.09% | 7.78% |
| HLNE | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 35.31 | 35.31 | 0.00% | market | 58.62% | — | 1.88% | 2.09% | -0.20% |
| LITE | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 52.50 | 52.50 | 0.00% | market | 46.49% | — | 24.38% | 2.09% | 22.29% |
| ONTO | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 24.42 | 24.42 | 0.00% | market | 12.77% | — | 16.81% | 2.09% | 14.73% |
| PAYC | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 86.88 | 86.88 | 0.00% | market | 26.09% | — | 25.75% | 2.09% | 23.67% |
| RBC | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 74.25 | 74.25 | 0.00% | market | 20.69% | — | -2.12% | 2.09% | -4.21% |
| SPGI | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 179.79 | 179.79 | 0.00% | market | 13.50% | — | 6.97% | 2.09% | 4.88% |
| TECH | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 34.55 | 34.55 | 0.00% | market | 13.04% | — | 4.07% | 2.09% | 1.98% |
| TPR | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 48.93 | 48.93 | 0.00% | market | 24.42% | — | 6.09% | 2.09% | 4.01% |
| USNA | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 77.00 | 77.00 | 0.00% | market | 11.00% | — | 5.42% | 2.09% | 3.33% |
| VNOM | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 24.25 | 24.25 | 0.00% | market | 23.33% | — | -6.41% | 2.09% | -8.49% |
| BALL | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 39.09 | 39.09 | 0.00% | market | 15.38% | — | 6.86% | 4.05% | 2.81% |
| BTU | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 40.00 | 40.00 | 0.00% | market | 14.29% | — | -3.83% | 4.05% | -7.88% |
| CDE | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 7.90 | 7.90 | 0.00% | market | 60.00% | — | 3.44% | 4.05% | -0.61% |
| AR | 2018-02-13 | 2018-02-14 | 2018-03-15 | 1 | 17.10 | 17.10 | 0.00% | market | 21.05% | — | 18.26% | 4.04% | 14.22% |
| BIDU | 2018-02-13 | 2018-02-14 | 2018-03-15 | 1 | 236.04 | 236.04 | 0.00% | market | 11.71% | — | 11.20% | 4.04% | 7.15% |
| A | 2018-02-14 | 2018-02-15 | 2018-03-16 | 1 | 74.94 | 74.94 | 0.00% | market | 13.79% | — | -6.83% | 0.97% | -7.79% |
| AEM | 2018-02-14 | 2018-02-15 | 2018-03-16 | 1 | 45.76 | 45.76 | 0.00% | market | 10.53% | — | -13.89% | 0.97% | -14.86% |
| AER | 2018-02-14 | 2018-02-15 | 2018-03-16 | 1 | 52.93 | 52.93 | 0.00% | market | 16.78% | — | -4.67% | 0.97% | -5.64% |
| ALSN | 2018-02-14 | 2018-02-15 | 2018-03-16 | 1 | 41.07 | 41.07 | 0.00% | market | 37.29% | — | -5.12% | 0.97% | -6.08% |
| ARI | 2018-02-14 | 2018-02-15 | 2018-03-16 | 1 | 18.01 | 18.01 | 0.00% | market | 71.43% | — | 2.45% | 0.97% | 1.49% |
| ANET | 2018-02-15 | 2018-02-16 | 2018-03-19 | 1 | 16.13 | 16.13 | 0.00% | market | 22.86% | — | 7.40% | -0.67% | 8.07% |
| ARES | 2018-02-15 | 2018-02-16 | 2018-03-19 | 1 | 23.90 | 23.90 | 0.00% | market | 12.50% | — | -12.65% | -0.67% | -11.98% |
| AEE | 2018-02-16 | 2018-02-20 | 2018-03-20 | 4 | 56.02 | 56.02 | 0.00% | market | 14.71% | — | -1.69% | -0.40% | -1.29% |
| ALLE | 2018-02-20 | 2018-02-21 | 2018-03-21 | 1 | 86.13 | 86.13 | 0.00% | market | 18.09% | — | -0.32% | -0.54% | 0.22% |
| DIN | 2018-02-20 | 2018-02-21 | 2018-03-21 | 1 | 63.75 | 63.75 | 0.00% | market | 15.62% | — | 2.19% | -0.54% | 2.73% |
| HALO | 2018-02-20 | 2018-02-21 | 2018-03-21 | 1 | 19.00 | 19.00 | 0.00% | market | 18.06% | — | 10.11% | -0.54% | 10.65% |
| ACHC | 2018-02-21 | 2018-02-22 | 2018-03-22 | 1 | 37.32 | 37.32 | 0.00% | market | 12.96% | — | 8.53% | -2.74% | 11.27% |
| CQP | 2018-02-21 | 2018-02-22 | 2018-03-22 | 1 | 29.83 | 29.83 | 0.00% | market | 61.70% | — | -5.70% | -2.74% | -2.96% |
| ECPG | 2018-02-21 | 2018-02-22 | 2018-03-22 | 1 | 43.55 | 43.55 | 0.00% | market | 12.90% | — | 1.62% | -2.74% | 4.36% |
| EIG | 2018-02-21 | 2018-02-22 | 2018-03-22 | 1 | 43.00 | 43.00 | 0.00% | market | 89.29% | — | -7.08% | -2.74% | -4.34% |
| ACIW | 2018-02-22 | 2018-02-23 | 2018-03-23 | 1 | 24.05 | 24.05 | 0.00% | market | 48.84% | — | 0.23% | -5.06% | 5.29% |
| ADC | 2018-02-22 | 2018-02-23 | 2018-03-23 | 1 | 46.15 | 46.15 | 0.00% | market | 35.90% | — | 0.66% | -5.06% | 5.71% |
| AGO | 2018-02-22 | 2018-02-23 | 2018-03-23 | 1 | 37.23 | 37.23 | 0.00% | market | 16.67% | — | -6.25% | -5.06% | -1.20% |
| APA | 2018-02-22 | 2018-02-23 | 2018-03-23 | 1 | 35.00 | 35.00 | 0.00% | market | 57.14% | — | 5.64% | -5.06% | 10.70% |
| AROC | 2018-02-22 | 2018-02-23 | 2018-03-23 | 1 | 9.90 | 9.90 | 0.00% | market | 1071.43% | — | -8.18% | -5.06% | -3.13% |
| CM | 2018-02-22 | 2018-02-23 | 2018-03-23 | 1 | 46.54 | 46.54 | 0.00% | market | 11.61% | — | -4.91% | -5.06% | 0.14% |
| EC | 2018-02-22 | 2018-02-23 | 2018-03-23 | 1 | 18.18 | 18.18 | 0.00% | market | 115.38% | — | 4.74% | -5.06% | 9.80% |
| HLF | 2018-02-22 | 2018-02-23 | 2018-03-23 | 1 | 41.93 | 41.93 | 0.00% | market | 35.42% | — | 16.66% | -5.06% | 21.71% |
| IDA | 2018-02-22 | 2018-02-23 | 2018-03-23 | 1 | 83.13 | 83.13 | 0.00% | market | 14.93% | — | 1.36% | -5.06% | 6.41% |
| IDCC | 2018-02-22 | 2018-02-23 | 2018-03-23 | 1 | 72.65 | 72.65 | 0.00% | market | 10.74% | — | -0.99% | -5.06% | 4.06% |
| ABR | 2018-02-23 | 2018-02-26 | 2018-03-26 | 3 | 8.59 | 8.59 | 0.00% | market | 25.00% | — | 1.88% | -3.92% | 5.80% |
| CGAU | 2018-02-23 | 2018-02-26 | 2018-03-26 | 3 | 5.32 | 5.32 | 0.00% | market | 12.50% | — | 7.23% | -3.92% | 11.15% |
| WPC | 2018-02-23 | 2018-02-26 | 2018-03-26 | 3 | 59.85 | 59.85 | 0.00% | market | 16.96% | — | 0.23% | -3.92% | 4.16% |
| CPRT | 2018-02-26 | 2018-02-27 | 2018-03-27 | 1 | 11.84 | 11.84 | 0.00% | market | 20.00% | — | 5.47% | -6.30% | 11.77% |
| CRC | 2018-02-26 | 2018-02-27 | 2018-03-27 | 1 | 18.65 | 18.65 | 0.00% | market | 42.11% | — | -13.02% | -6.30% | -6.73% |
| PR | 2018-02-26 | 2018-02-27 | 2018-03-27 | 1 | 18.77 | 18.77 | 0.00% | market | 20.00% | — | -6.81% | -6.30% | -0.52% |
| RBA | 2018-02-26 | 2018-02-27 | 2018-03-27 | 1 | 34.05 | 34.05 | 0.00% | market | 30.00% | — | -8.88% | -6.30% | -2.59% |
| SBAC | 2018-02-26 | 2018-02-27 | 2018-03-27 | 1 | 161.82 | 161.82 | 0.00% | market | 27.78% | — | 5.02% | -6.30% | 11.31% |
| AES | 2018-02-27 | 2018-02-28 | 2018-03-28 | 1 | 11.28 | 11.28 | 0.00% | market | 34.37% | — | -0.54% | -5.75% | 5.21% |
| ALB | 2018-02-27 | 2018-02-28 | 2018-03-28 | 1 | 112.60 | 112.60 | 0.00% | market | 10.74% | — | -20.56% | -5.75% | -14.81% |
| BKNG | 2018-02-27 | 2018-02-28 | 2018-03-28 | 1 | 82.04 | 82.04 | 0.00% | market | 19.64% | — | 0.08% | -5.75% | 5.83% |
| ADI | 2018-02-28 | 2018-03-01 | 2018-03-29 | 1 | 89.89 | 89.89 | 0.00% | market | 10.08% | — | 1.28% | -3.04% | 4.32% |
| BBDC | 2018-02-28 | 2018-03-01 | 2018-03-29 | 1 | 11.25 | 11.25 | 0.00% | market | 12.12% | — | -1.17% | -3.04% | 1.88% |
| DQ | 2018-02-28 | 2018-03-01 | 2018-03-29 | 1 | 9.75 | 9.75 | 0.00% | market | 23.53% | — | 0.35% | -3.04% | 3.39% |
| GHI | 2018-02-28 | 2018-03-01 | 2018-03-29 | 1 | 18.62 | 18.62 | 0.00% | market | 294.44% | — | -0.91% | -3.04% | 2.14% |
| GTY | 2018-02-28 | 2018-03-01 | 2018-03-29 | 1 | 24.39 | 24.39 | 0.00% | market | 17.86% | — | 3.30% | -3.04% | 6.35% |
| STWD | 2018-02-28 | 2018-03-01 | 2018-03-29 | 1 | 20.27 | 20.27 | 0.00% | market | 11.76% | — | 3.25% | -3.04% | 6.30% |
| WTI | 2018-02-28 | 2018-03-01 | 2018-03-29 | 1 | 3.88 | 3.88 | 0.00% | market | 13.33% | — | 14.08% | -3.04% | 17.12% |
| ABEV | 2018-03-01 | 2018-03-02 | 2018-04-02 | 1 | 6.73 | 6.73 | 0.00% | market | 12.50% | — | 5.55% | -3.13% | 8.68% |
| AQN | 2018-03-01 | 2018-03-02 | 2018-04-02 | 1 | 9.76 | 9.76 | 0.00% | market | 33.33% | — | 1.64% | -3.13% | 4.78% |
| CWT | 2018-03-01 | 2018-03-02 | 2018-04-02 | 1 | 38.05 | 38.05 | 0.00% | market | 31.82% | — | -6.41% | -3.13% | -3.27% |
| FPI | 2018-03-01 | 2018-03-02 | 2018-04-02 | 1 | 7.72 | 7.72 | 0.00% | market | 14.29% | — | 3.92% | -3.13% | 7.05% |
| MEI | 2018-03-01 | 2018-03-02 | 2018-04-02 | 1 | 37.35 | 37.35 | 0.00% | market | 31.82% | — | 3.38% | -3.13% | 6.51% |
| NRP | 2018-03-01 | 2018-03-02 | 2018-04-02 | 1 | 30.60 | 30.60 | 0.00% | market | 32.32% | — | -5.49% | -3.13% | -2.36% |
| TROX | 2018-03-01 | 2018-03-02 | 2018-04-02 | 1 | 20.24 | 20.24 | 0.00% | market | 100.00% | — | -11.96% | -3.13% | -8.82% |
| UNIT | 2018-03-01 | 2018-03-02 | 2018-04-02 | 1 | 25.35 | 25.35 | 0.00% | market | 33.33% | — | 3.69% | -3.13% | 6.82% |
| FLNG | 2018-02-27 | 2018-03-05 | 2018-08-22 | 6 | 13.40 | 13.40 | 0.00% | market | 100.00% | — | -1.59% | 6.89% | -8.48% |
| ACMR | 2018-03-05 | 2018-03-06 | 2018-04-04 | 1 | 2.68 | 2.68 | 0.00% | market | 158.88% | — | 52.89% | -3.56% | 56.45% |
| JOYY | 2018-03-05 | 2018-03-06 | 2018-04-04 | 1 | 140.21 | 140.21 | 0.00% | market | 24.73% | — | -26.40% | -3.56% | -22.84% |
| NVGS | 2018-03-05 | 2018-03-06 | 2018-04-04 | 1 | 11.50 | 11.50 | 0.00% | market | 50.00% | — | -3.58% | -3.56% | -0.01% |
| CARS | 2018-03-06 | 2018-03-07 | 2018-04-05 | 1 | 29.05 | 29.05 | 0.00% | market | 54.84% | — | -1.86% | -1.77% | -0.09% |
| HCI | 2018-03-06 | 2018-03-07 | 2018-04-05 | 1 | 39.69 | 39.69 | 0.00% | market | 39.02% | — | -2.14% | -1.77% | -0.37% |
| MED | 2018-03-06 | 2018-03-07 | 2018-04-05 | 1 | 79.89 | 79.89 | 0.00% | market | 25.00% | — | 20.93% | -1.77% | 22.70% |
| ACR | 2018-03-07 | 2018-03-08 | 2018-04-06 | 1 | 23.45 | 23.45 | 0.00% | market | 71.43% | — | 8.56% | -5.06% | 13.62% |
| EGY | 2018-03-07 | 2018-03-08 | 2018-04-06 | 1 | 1.02 | 1.02 | 0.00% | market | 20.00% | — | -19.39% | -5.06% | -14.34% |
| COO | 2018-03-08 | 2018-03-09 | 2018-04-09 | 1 | 62.88 | 62.88 | 0.00% | market | 11.11% | — | -12.70% | -5.33% | -7.36% |
| FIZZ | 2018-03-08 | 2018-03-09 | 2018-04-09 | 1 | 49.43 | 49.43 | 0.00% | market | 29.41% | — | -11.09% | -5.33% | -5.75% |
| MMI | 2018-03-08 | 2018-03-09 | 2018-04-09 | 1 | 34.00 | 34.00 | 0.00% | market | 21.43% | — | 3.37% | -5.33% | 8.70% |
| MTN | 2018-03-08 | 2018-03-09 | 2018-04-09 | 1 | 228.50 | 228.50 | 0.00% | market | 14.53% | — | -1.58% | -5.33% | 3.75% |
| PAGS | 2018-03-09 | 2018-03-12 | 2018-04-10 | 3 | 36.30 | 36.30 | 0.00% | market | 16.12% | — | -3.16% | -5.03% | 1.87% |
| WHD | 2018-03-09 | 2018-03-12 | 2018-04-10 | 3 | 26.38 | 26.38 | 0.00% | market | 123157.14% | — | 3.61% | -5.03% | 8.65% |
| KRO | 2018-03-12 | 2018-03-13 | 2018-04-11 | 1 | 23.79 | 23.79 | 0.00% | market | 71.43% | — | -3.67% | -5.75% | 2.07% |