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 3: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| YRD | 2018-03-14 | 2018-03-15 | 2018-04-13 | 1 | 42.85 | 42.85 | 0.00% | market | 30.34% | — | -17.93% | -3.89% | -14.04% |
| ZYME | 2018-03-14 | 2018-03-15 | 2018-04-13 | 1 | 10.63 | 10.63 | 0.00% | market | 6701.34% | — | 14.20% | -3.89% | 18.09% |
| FSM | 2018-03-15 | 2018-03-16 | 2018-04-16 | 1 | 4.67 | 4.67 | 0.00% | market | 14.29% | — | 20.46% | -2.61% | 23.07% |
| VHI | 2018-03-15 | 2018-03-16 | 2018-04-16 | 1 | 75.72 | 75.72 | 0.00% | market | 2300.00% | — | 9.25% | -2.61% | 11.86% |
| BKE | 2018-03-16 | 2018-03-19 | 2018-04-17 | 3 | 19.45 | 19.45 | 0.00% | market | 20.83% | — | 16.61% | -1.16% | 17.77% |
| ORA | 2018-03-16 | 2018-03-19 | 2018-04-17 | 3 | 54.20 | 54.20 | 0.00% | market | 126.32% | — | 7.96% | -1.16% | 9.12% |
| ORCL | 2018-03-19 | 2018-03-20 | 2018-04-18 | 1 | 46.80 | 46.80 | 0.00% | market | 15.28% | — | 0.50% | -0.20% | 0.70% |
| LAUR | 2018-03-20 | 2018-03-21 | 2018-04-19 | 1 | 13.66 | 13.66 | 0.00% | market | 54.84% | — | 4.88% | -0.74% | 5.62% |
| WPM | 2018-03-21 | 2018-03-22 | 2018-04-20 | 1 | 19.81 | 19.81 | 0.00% | market | 18.75% | — | 7.47% | -0.49% | 7.96% |
| AVAL | 2018-03-22 | 2018-03-23 | 2018-04-23 | 1 | 8.42 | 8.42 | 0.00% | market | 14.29% | — | 5.48% | 0.91% | 4.57% |
| NEOG | 2018-03-22 | 2018-03-23 | 2018-04-23 | 1 | 31.38 | 31.38 | 0.00% | market | 33.33% | — | 11.18% | 0.91% | 10.27% |
| NKE | 2018-03-22 | 2018-03-23 | 2018-04-23 | 1 | 66.70 | 66.70 | 0.00% | market | 30.77% | — | 0.17% | 0.91% | -0.74% |
| VCTR | 2018-03-26 | 2018-03-27 | 2018-04-25 | 1 | 12.28 | 12.28 | 0.00% | market | 11.43% | — | -13.70% | -0.95% | -12.75% |
| IIPR | 2018-03-28 | 2018-03-29 | 2018-04-27 | 1 | 28.50 | 28.50 | 0.00% | market | 180.01% | — | 17.55% | 2.08% | 15.47% |
| PRGS | 2018-03-28 | 2018-03-29 | 2018-04-27 | 1 | 41.76 | 41.76 | 0.00% | market | 12.50% | — | -11.45% | 2.08% | -13.53% |
| CIG | 2018-03-29 | 2018-04-02 | 2018-04-30 | 4 | 1.98 | 1.98 | 0.00% | market | 62.50% | — | -7.17% | 0.75% | -7.92% |
| CIG-C | 2018-03-29 | 2018-04-02 | 2018-04-30 | 4 | 1.18 | 1.18 | 0.00% | market | 50.00% | — | -6.88% | 0.75% | -7.63% |
| LW | 2018-04-05 | 2018-04-06 | 2018-05-04 | 1 | 61.30 | 61.30 | 0.00% | market | 13.75% | — | 6.08% | 0.99% | 5.10% |
| WDFC | 2018-04-05 | 2018-04-06 | 2018-05-04 | 1 | 129.05 | 129.05 | 0.00% | market | 10.53% | — | 2.96% | 0.99% | 1.97% |
| CBSH | 2018-04-12 | 2018-04-13 | 2018-05-11 | 1 | 43.39 | 43.39 | 0.00% | market | 16.13% | — | 2.02% | 2.03% | -0.01% |
| CE | 2018-04-16 | 2018-04-17 | 2018-05-15 | 1 | 112.07 | 112.07 | 0.00% | market | 20.26% | — | -3.51% | 0.66% | -4.17% |
| BFC | 2018-04-17 | 2018-04-18 | 2018-05-16 | 1 | 51.74 | 51.74 | 0.00% | market | 12.90% | — | 2.82% | 0.57% | 2.25% |
| CSX | 2018-04-17 | 2018-04-18 | 2018-05-16 | 1 | 19.73 | 19.73 | 0.00% | market | 18.18% | — | 6.79% | 0.57% | 6.22% |
| CTO | 2018-04-17 | 2018-04-18 | 2018-05-16 | 1 | 16.29 | 16.29 | 0.00% | market | 55.88% | — | 4.26% | 0.57% | 3.69% |
| GS | 2018-04-17 | 2018-04-18 | 2018-05-16 | 1 | 254.90 | 254.90 | 0.00% | market | 24.55% | — | -5.57% | 0.57% | -6.14% |
| IBKR | 2018-04-17 | 2018-04-18 | 2018-05-16 | 1 | 18.75 | 18.75 | 0.00% | market | 14.29% | — | 4.11% | 0.57% | 3.54% |
| ISRG | 2018-04-17 | 2018-04-18 | 2018-05-16 | 1 | 151.25 | 151.25 | 0.00% | market | 17.39% | — | 1.51% | 0.57% | 0.93% |
| NIC | 2018-04-17 | 2018-04-18 | 2018-05-16 | 1 | 56.50 | 56.50 | 0.00% | market | 17.50% | — | -1.60% | 0.57% | -2.18% |
| NTRS | 2018-04-17 | 2018-04-18 | 2018-05-16 | 1 | 108.03 | 108.03 | 0.00% | market | 10.71% | — | 0.05% | 0.57% | -0.52% |
| OMAB | 2018-04-17 | 2018-04-18 | 2018-05-16 | 1 | 44.00 | 44.00 | 0.00% | market | 11.67% | — | -6.35% | 0.57% | -6.92% |
| PLD | 2018-04-17 | 2018-04-18 | 2018-05-16 | 1 | 65.62 | 65.62 | 0.00% | market | 83.78% | — | -3.48% | 0.57% | -4.06% |
| WSBC | 2018-04-17 | 2018-04-18 | 2018-05-16 | 1 | 44.00 | 44.00 | 0.00% | market | 10.14% | — | 4.72% | 0.57% | 4.15% |
| AA | 2018-04-18 | 2018-04-19 | 2018-05-17 | 1 | 60.54 | 60.54 | 0.00% | market | 10.00% | — | -16.34% | 0.88% | -17.21% |
| ASML | 2018-04-18 | 2018-04-19 | 2018-05-17 | 1 | 203.51 | 203.51 | 0.00% | market | 37.41% | — | -0.66% | 0.88% | -1.53% |
| MS | 2018-04-18 | 2018-04-19 | 2018-05-17 | 1 | 53.36 | 53.36 | 0.00% | market | 16.00% | — | 2.73% | 0.88% | 1.85% |
| URI | 2018-04-18 | 2018-04-19 | 2018-05-17 | 1 | 174.00 | 174.00 | 0.00% | market | 20.59% | — | -2.19% | 0.88% | -3.07% |
| ASB | 2018-04-19 | 2018-04-20 | 2018-05-18 | 1 | 26.70 | 26.70 | 0.00% | market | 21.95% | — | 0.84% | 0.94% | -0.10% |
| BANF | 2018-04-19 | 2018-04-20 | 2018-05-18 | 1 | 52.75 | 52.75 | 0.00% | market | 15.85% | — | 11.75% | 0.94% | 10.81% |
| BNY | 2018-04-19 | 2018-04-20 | 2018-05-18 | 1 | 55.42 | 55.42 | 0.00% | market | 13.40% | — | 2.68% | 0.94% | 1.74% |
| BX | 2018-04-19 | 2018-04-20 | 2018-05-18 | 1 | 32.22 | 32.22 | 0.00% | market | 44.44% | — | -2.99% | 0.94% | -3.92% |
| CHE | 2018-04-19 | 2018-04-20 | 2018-05-18 | 1 | 301.00 | 301.00 | 0.00% | market | 15.25% | — | 10.62% | 0.94% | 9.68% |
| EWBC | 2018-04-19 | 2018-04-20 | 2018-05-18 | 1 | 65.58 | 65.58 | 0.00% | market | 14.14% | — | 7.37% | 0.94% | 6.43% |
| EXPO | 2018-04-19 | 2018-04-20 | 2018-05-18 | 1 | 42.45 | 42.45 | 0.00% | market | 22.58% | — | 10.81% | 0.94% | 9.87% |
| FFBC | 2018-04-19 | 2018-04-20 | 2018-05-18 | 1 | 28.60 | 28.60 | 0.00% | market | 10.64% | — | 10.56% | 0.94% | 9.63% |
| GATX | 2018-04-19 | 2018-04-20 | 2018-05-18 | 1 | 68.67 | 68.67 | 0.00% | market | 72.17% | — | 8.83% | 0.94% | 7.89% |
| GWW | 2018-04-19 | 2018-04-20 | 2018-05-18 | 1 | 302.49 | 302.49 | 0.00% | market | 21.51% | — | 1.59% | 0.94% | 0.66% |
| PM | 2018-04-19 | 2018-04-20 | 2018-05-18 | 1 | 85.71 | 85.71 | 0.00% | market | 11.11% | — | -5.89% | 0.94% | -6.82% |
| RCI | 2018-04-19 | 2018-04-20 | 2018-05-18 | 1 | 47.77 | 47.77 | 0.00% | market | 18.33% | — | 1.53% | 0.94% | 0.60% |
| OFG | 2018-04-20 | 2018-04-23 | 2018-05-21 | 3 | 13.10 | 13.10 | 0.00% | market | 50.00% | — | 9.06% | 2.29% | 6.77% |
| RF | 2018-04-20 | 2018-04-23 | 2018-05-21 | 3 | 18.96 | 18.96 | 0.00% | market | 12.90% | — | 0.90% | 2.29% | -1.38% |
| SYF | 2018-04-20 | 2018-04-23 | 2018-05-21 | 3 | 35.31 | 35.31 | 0.00% | market | 10.67% | — | 1.06% | 2.29% | -1.23% |
| TRU | 2018-04-20 | 2018-04-23 | 2018-05-21 | 3 | 67.33 | 67.33 | 0.00% | market | 11.76% | — | 2.32% | 2.29% | 0.03% |
| ADC | 2018-04-23 | 2018-04-24 | 2018-05-22 | 1 | 49.25 | 49.25 | 0.00% | market | 29.27% | — | 2.11% | 1.82% | 0.29% |
| ASR | 2018-04-23 | 2018-04-24 | 2018-05-22 | 1 | 178.09 | 178.09 | 0.00% | market | 108.87% | — | -7.45% | 1.82% | -9.27% |
| BANR | 2018-04-23 | 2018-04-24 | 2018-05-22 | 1 | 57.74 | 57.74 | 0.00% | market | 10.96% | — | 3.36% | 1.82% | 1.54% |
| BRO | 2018-04-23 | 2018-04-24 | 2018-05-22 | 1 | 26.68 | 26.68 | 0.00% | market | 13.79% | — | 4.02% | 1.82% | 2.20% |
| CSGP | 2018-04-23 | 2018-04-24 | 2018-05-22 | 1 | 38.03 | 38.03 | 0.00% | market | 21.43% | — | -0.84% | 1.82% | -2.66% |
| MC | 2018-04-23 | 2018-04-24 | 2018-05-22 | 1 | 56.25 | 56.25 | 0.00% | market | 16.67% | — | 5.59% | 1.82% | 3.77% |
| MSA | 2018-04-23 | 2018-04-24 | 2018-05-22 | 1 | 90.00 | 90.00 | 0.00% | market | 20.24% | — | -0.12% | 1.82% | -1.94% |
| ONB | 2018-04-23 | 2018-04-24 | 2018-05-22 | 1 | 17.85 | 17.85 | 0.00% | market | 17.24% | — | 1.86% | 1.82% | 0.04% |
| SLM | 2018-04-23 | 2018-04-24 | 2018-05-22 | 1 | 12.06 | 12.06 | 0.00% | market | 16.67% | — | -2.09% | 1.82% | -3.91% |
| ZION | 2018-04-23 | 2018-04-24 | 2018-05-22 | 1 | 56.95 | 56.95 | 0.00% | market | 32.93% | — | 2.69% | 1.82% | 0.87% |
| AUB | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 37.87 | 37.87 | 0.00% | market | 11.32% | — | 9.35% | 3.97% | 5.38% |
| BPOP | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 46.50 | 46.50 | 0.00% | market | 17.11% | — | 0.80% | 3.97% | -3.17% |
| BXP | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 118.65 | 118.65 | 0.00% | market | 78.12% | — | 1.01% | 3.97% | -2.96% |
| CAT | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 143.83 | 143.83 | 0.00% | market | 32.39% | — | 9.57% | 3.97% | 5.60% |
| COF | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 94.05 | 94.05 | 0.00% | market | 12.93% | — | 1.62% | 3.97% | -2.35% |
| CPAC | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 12.24 | 12.24 | 0.00% | market | 37.50% | — | -1.49% | 3.97% | -5.46% |
| EQR | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 60.29 | 60.29 | 0.00% | market | 103.57% | — | 2.32% | 3.97% | -1.65% |
| EW | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 41.34 | 41.34 | 0.00% | market | 10.81% | — | 12.04% | 3.97% | 8.06% |
| FBNC | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 37.99 | 37.99 | 0.00% | market | 26.23% | — | 8.72% | 3.97% | 4.74% |
| FITB | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 33.20 | 33.20 | 0.00% | market | 18.75% | — | -6.12% | 3.97% | -10.10% |
| FR | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 29.09 | 29.09 | 0.00% | market | 130.77% | — | 10.21% | 3.97% | 6.24% |
| HDB | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 23.84 | 23.84 | 0.00% | market | 3125.81% | — | 0.15% | 3.97% | -3.82% |
| HOG | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 42.17 | 42.17 | 0.00% | market | 10.75% | — | -0.36% | 3.97% | -4.34% |
| ILMN | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 244.89 | 244.89 | 0.00% | market | 42.16% | — | 7.74% | 3.97% | 3.76% |
| LLY | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 80.27 | 80.27 | 0.00% | market | 18.58% | — | 2.90% | 3.97% | -1.07% |
| LMT | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 336.68 | 336.68 | 0.00% | market | 18.24% | — | -3.47% | 3.97% | -7.45% |
| MANH | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 44.17 | 44.17 | 0.00% | market | 19.35% | — | -0.08% | 3.97% | -4.05% |
| QSR | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 56.11 | 56.11 | 0.00% | market | 17.86% | — | 2.02% | 3.97% | -1.95% |
| RTX | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 72.10 | 72.10 | 0.00% | market | 16.45% | — | 4.27% | 3.97% | 0.29% |
| TRMK | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 32.14 | 32.14 | 0.00% | market | 10.20% | — | 2.30% | 3.97% | -1.68% |
| TXN | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 101.46 | 101.46 | 0.00% | market | 21.62% | — | 9.37% | 3.97% | 5.40% |
| USNA | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 100.05 | 100.05 | 0.00% | market | 12.26% | — | 19.44% | 3.97% | 15.47% |
| UVE | 2018-04-24 | 2018-04-25 | 2018-05-23 | 1 | 32.55 | 32.55 | 0.00% | market | 38.46% | — | 8.96% | 3.97% | 4.99% |
| ALGN | 2018-04-25 | 2018-04-26 | 2018-05-24 | 1 | 261.99 | 261.99 | 0.00% | market | 19.39% | — | 20.91% | 3.03% | 17.89% |
| ALGT | 2018-04-25 | 2018-04-26 | 2018-05-24 | 1 | 150.95 | 150.95 | 0.00% | market | 13.62% | — | 0.46% | 3.03% | -2.56% |
| AR | 2018-04-25 | 2018-04-26 | 2018-05-24 | 1 | 19.35 | 19.35 | 0.00% | market | 12.82% | — | -4.91% | 3.03% | -7.93% |
| AXTI | 2018-04-25 | 2018-04-26 | 2018-05-24 | 1 | 6.25 | 6.25 | 0.00% | market | 40.00% | — | 26.30% | 3.03% | 23.27% |
| BA | 2018-04-25 | 2018-04-26 | 2018-05-24 | 1 | 344.01 | 344.01 | 0.00% | market | 41.09% | — | 4.26% | 3.03% | 1.23% |
| CDE | 2018-04-25 | 2018-04-26 | 2018-05-24 | 1 | 8.45 | 8.45 | 0.00% | market | 113.22% | — | -0.81% | 3.03% | -3.84% |
| DCOM | 2018-04-25 | 2018-04-26 | 2018-05-24 | 1 | 33.80 | 33.80 | 0.00% | market | 74.29% | — | 9.52% | 3.03% | 6.49% |
| EIG | 2018-04-25 | 2018-04-26 | 2018-05-24 | 1 | 40.55 | 40.55 | 0.00% | market | 60.00% | — | -0.35% | 3.03% | -3.37% |
| EVR | 2018-04-25 | 2018-04-26 | 2018-05-24 | 1 | 99.50 | 99.50 | 0.00% | market | 42.68% | — | 10.50% | 3.03% | 7.48% |
| GGG | 2018-04-25 | 2018-04-26 | 2018-05-24 | 1 | 45.39 | 45.39 | 0.00% | market | 17.07% | — | 2.15% | 3.03% | -0.88% |
| LOB | 2018-04-25 | 2018-04-26 | 2018-05-24 | 1 | 29.00 | 29.00 | 0.00% | market | 34.78% | — | 1.97% | 3.03% | -1.06% |
| LVS | 2018-04-25 | 2018-04-26 | 2018-05-24 | 1 | 73.40 | 73.40 | 0.00% | market | 20.93% | — | 7.95% | 3.03% | 4.93% |
| META | 2018-04-25 | 2018-04-26 | 2018-05-24 | 1 | 173.22 | 173.22 | 0.00% | market | 25.19% | — | 7.24% | 3.03% | 4.21% |
| NOC | 2018-04-25 | 2018-04-26 | 2018-05-24 | 1 | 335.00 | 335.00 | 0.00% | market | 16.62% | — | -0.75% | 3.03% | -3.78% |
| SEIC | 2018-04-25 | 2018-04-26 | 2018-05-24 | 1 | 66.62 | 66.62 | 0.00% | market | 13.16% | — | -2.46% | 3.03% | -5.48% |
| SIRI | 2018-04-25 | 2018-04-26 | 2018-05-24 | 1 | 62.80 | 62.80 | 0.00% | market | 20.00% | — | 10.09% | 3.03% | 7.07% |
| TX | 2018-04-25 | 2018-04-26 | 2018-05-24 | 1 | 39.18 | 39.18 | 0.00% | market | 38.52% | — | -1.99% | 3.03% | -5.01% |
| BAX | 2018-04-26 | 2018-04-27 | 2018-05-25 | 1 | 70.04 | 70.04 | 0.00% | market | 12.90% | — | 3.46% | 1.93% | 1.53% |
| BIDU | 2018-04-26 | 2018-04-27 | 2018-05-25 | 1 | 253.95 | 253.95 | 0.00% | market | 50.29% | — | -4.10% | 1.93% | -6.03% |
| BMY | 2018-04-26 | 2018-04-27 | 2018-05-25 | 1 | 52.33 | 52.33 | 0.00% | market | 10.59% | — | 0.74% | 1.93% | -1.19% |
| BYD | 2018-04-26 | 2018-04-27 | 2018-05-25 | 1 | 33.79 | 33.79 | 0.00% | market | 11.43% | — | 9.90% | 1.93% | 7.97% |
| CBZ | 2018-04-26 | 2018-04-27 | 2018-05-25 | 1 | 18.90 | 18.90 | 0.00% | market | 10.34% | — | 9.95% | 1.93% | 8.02% |
| COP | 2018-04-26 | 2018-04-27 | 2018-05-25 | 1 | 66.43 | 66.43 | 0.00% | market | 31.51% | — | -1.55% | 1.93% | -3.47% |
| CTS | 2018-04-26 | 2018-04-27 | 2018-05-25 | 1 | 30.00 | 30.00 | 0.00% | market | 13.33% | — | 7.07% | 1.93% | 5.14% |
| DPZ | 2018-04-26 | 2018-04-27 | 2018-05-25 | 1 | 251.98 | 251.98 | 0.00% | market | 12.99% | — | -0.75% | 1.93% | -2.68% |
| EHC | 2018-04-26 | 2018-04-27 | 2018-05-25 | 1 | 47.71 | 47.71 | 0.00% | market | 14.81% | — | 5.39% | 1.93% | 3.46% |
| ENTG | 2018-04-26 | 2018-04-27 | 2018-05-25 | 1 | 33.80 | 33.80 | 0.00% | market | 11.90% | — | 2.56% | 1.93% | 0.63% |
| ENVA | 2018-04-26 | 2018-04-27 | 2018-05-25 | 1 | 23.75 | 23.75 | 0.00% | market | 50.00% | — | 34.01% | 1.93% | 32.08% |
| ERIE | 2018-04-26 | 2018-04-27 | 2018-05-25 | 1 | 118.90 | 118.90 | 0.00% | market | 12.50% | — | -4.09% | 1.93% | -6.02% |
| D | 2018-04-27 | 2018-04-30 | 2018-05-29 | 3 | 66.53 | 66.53 | 0.00% | market | 10.68% | — | -3.39% | 0.66% | -4.05% |
| E | 2018-04-27 | 2018-04-30 | 2018-05-29 | 3 | 38.74 | 38.74 | 0.00% | market | 11.86% | — | -10.43% | 0.66% | -11.08% |
| AER | 2018-05-03 | 2018-05-04 | 2018-06-04 | 1 | 53.63 | 53.63 | 0.00% | market | 10.19% | — | 2.40% | 5.12% | -2.72% |
| AGO | 2018-05-03 | 2018-05-04 | 2018-06-04 | 1 | 36.24 | 36.24 | 0.00% | market | 77.33% | — | -0.76% | 5.12% | -5.88% |
| AQN | 2018-05-10 | 2018-05-11 | 2018-06-11 | 1 | 10.18 | 10.18 | 0.00% | market | 60.00% | — | -5.90% | 2.35% | -8.25% |
| SAR | 2018-05-14 | 2018-05-15 | 2018-06-13 | 1 | 21.90 | 21.90 | 0.00% | market | 67.92% | — | 11.00% | 2.37% | 8.62% |
| CIG | 2018-05-15 | 2018-05-16 | 2018-06-14 | 1 | 1.68 | 1.68 | 0.00% | market | 25.00% | — | -19.74% | 2.80% | -22.54% |
| GHG | 2018-05-15 | 2018-05-16 | 2018-06-14 | 1 | 13.46 | 13.46 | 0.00% | market | 66.67% | — | 61.94% | 2.80% | 59.14% |
| CIG-C | 2018-05-16 | 2018-05-17 | 2018-06-15 | 1 | 1.05 | 1.05 | 0.00% | market | 150.00% | — | -16.20% | 1.91% | -18.11% |
| DLNG | 2018-05-16 | 2018-05-17 | 2018-06-15 | 1 | 8.10 | 8.10 | 0.00% | market | 14.29% | — | -2.69% | 1.91% | -4.60% |
| TTWO | 2018-05-16 | 2018-05-17 | 2018-06-15 | 1 | 113.33 | 113.33 | 0.00% | market | 38.10% | — | 7.12% | 1.91% | 5.21% |
| AVAL | 2018-05-18 | 2018-05-21 | 2018-06-19 | 3 | 8.43 | 8.43 | 0.00% | market | 20.00% | — | -2.00% | 0.91% | -2.91% |
| CAAP | 2018-05-23 | 2018-05-24 | 2018-06-22 | 1 | 11.75 | 11.75 | 0.00% | market | 21.43% | — | -14.23% | 0.67% | -14.90% |
| AMR | 2018-05-24 | 2018-05-25 | 2018-06-25 | 1 | 67.00 | 67.00 | 0.00% | market | 16.49% | — | 9.60% | -0.42% | 10.02% |
| VEEV | 2018-05-24 | 2018-05-25 | 2018-06-25 | 1 | 76.50 | 76.50 | 0.00% | market | 10.00% | — | 2.84% | -0.42% | 3.26% |
| YRD | 2018-05-24 | 2018-05-25 | 2018-06-25 | 1 | 30.67 | 30.67 | 0.00% | market | 73.74% | — | -33.29% | -0.42% | -32.87% |
| CAE | 2018-05-25 | 2018-05-29 | 2018-06-26 | 4 | 20.41 | 20.41 | 0.00% | market | 16.00% | — | -0.79% | 0.48% | -1.26% |
| SB | 2018-05-29 | 2018-05-30 | 2018-06-27 | 1 | 3.20 | 3.20 | 0.00% | market | 38.44% | — | 10.21% | -0.43% | 10.64% |
| LULU | 2018-05-31 | 2018-06-01 | 2018-06-29 | 1 | 113.95 | 113.95 | 0.00% | market | 19.57% | — | 9.47% | -0.41% | 9.88% |
| PAM | 2018-05-31 | 2018-06-01 | 2018-06-29 | 1 | 47.73 | 47.73 | 0.00% | market | 31.09% | — | -25.16% | -0.41% | -24.74% |
| SFL | 2018-05-31 | 2018-06-01 | 2018-06-29 | 1 | 14.45 | 14.45 | 0.00% | market | 19.05% | — | 3.36% | -0.41% | 3.78% |
| HQY | 2018-06-04 | 2018-06-05 | 2018-07-03 | 1 | 78.74 | 78.74 | 0.00% | market | 10.71% | — | -2.39% | -1.51% | -0.88% |
| CNR | 2018-06-05 | 2018-06-06 | 2018-07-05 | 1 | 47.49 | 47.49 | 0.00% | market | 38.89% | — | -16.19% | -0.97% | -15.22% |
| JOYY | 2018-06-05 | 2018-06-06 | 2018-07-05 | 1 | 111.11 | 111.11 | 0.00% | market | 10.26% | — | -15.54% | -0.97% | -14.57% |
| KNOP | 2018-06-05 | 2018-06-06 | 2018-07-05 | 1 | 21.30 | 21.30 | 0.00% | market | 70.91% | — | 4.83% | -0.97% | 5.80% |
| OLLI | 2018-06-05 | 2018-06-06 | 2018-07-05 | 1 | 71.60 | 71.60 | 0.00% | market | 10.81% | — | 1.65% | -0.97% | 2.62% |
| HLNE | 2018-06-07 | 2018-06-08 | 2018-07-09 | 1 | 49.04 | 49.04 | 0.00% | market | 41.46% | — | 1.86% | 0.38% | 1.48% |
| WLY | 2018-06-12 | 2018-06-13 | 2018-07-12 | 1 | 70.75 | 70.75 | 0.00% | market | 18.99% | — | -6.96% | 0.06% | -7.02% |
| KFY | 2018-06-13 | 2018-06-14 | 2018-07-13 | 1 | 63.88 | 63.88 | 0.00% | market | 12.33% | — | 1.45% | 0.21% | 1.24% |
| CCL | 2018-06-25 | 2018-06-26 | 2018-07-25 | 1 | 58.54 | 58.54 | 0.00% | market | 13.33% | — | -1.42% | 4.55% | -5.97% |
| EBF | 2018-06-25 | 2018-06-26 | 2018-07-25 | 1 | 20.10 | 20.10 | 0.00% | market | 28.57% | — | 10.85% | 4.55% | 6.29% |
| AVAV | 2018-06-26 | 2018-06-27 | 2018-07-26 | 1 | 56.00 | 56.00 | 0.00% | market | 42.59% | — | 34.19% | 4.07% | 30.12% |
| DAC | 2018-06-26 | 2018-06-27 | 2018-07-26 | 1 | 30.10 | 30.10 | 0.00% | market | 38.89% | — | -21.03% | 4.07% | -25.10% |
| PRGS | 2018-06-27 | 2018-06-28 | 2018-07-27 | 1 | 37.07 | 37.07 | 0.00% | market | 11.11% | — | 2.98% | 4.50% | -1.53% |
| MKC | 2018-06-28 | 2018-06-29 | 2018-07-30 | 1 | 57.55 | 57.55 | 0.00% | market | 10.87% | — | 1.27% | 2.88% | -1.60% |
| TV | 2018-07-09 | 2018-07-10 | 2018-08-07 | 1 | 20.00 | 20.00 | 0.00% | market | 153.33% | — | -0.30% | 2.58% | -2.88% |
| SAR | 2018-07-10 | 2018-07-11 | 2018-08-08 | 1 | 24.60 | 24.60 | 0.00% | market | 10.91% | — | -1.93% | 3.00% | -4.93% |
| FAST | 2018-07-11 | 2018-07-12 | 2018-08-09 | 1 | 13.66 | 13.66 | 0.00% | market | 11.76% | — | 5.17% | 2.44% | 2.73% |
| CBSH | 2018-07-12 | 2018-07-13 | 2018-08-10 | 1 | 46.09 | 46.09 | 0.00% | market | 12.86% | — | 1.85% | 1.43% | 0.42% |
| BAC | 2018-07-16 | 2018-07-17 | 2018-08-14 | 1 | 29.89 | 29.89 | 0.00% | market | 12.28% | — | 2.91% | 1.95% | 0.96% |
| CSX | 2018-07-17 | 2018-07-18 | 2018-08-15 | 1 | 22.22 | 22.22 | 0.00% | market | 17.24% | — | 9.67% | 0.43% | 9.23% |
| FULT | 2018-07-17 | 2018-07-18 | 2018-08-15 | 1 | 16.80 | 16.80 | 0.00% | market | 42.86% | — | 5.26% | 0.43% | 4.82% |
| GS | 2018-07-17 | 2018-07-18 | 2018-08-15 | 1 | 232.34 | 232.34 | 0.00% | market | 28.33% | — | -1.43% | 0.43% | -1.86% |
| NEOG | 2018-07-17 | 2018-07-18 | 2018-08-15 | 1 | 42.10 | 42.10 | 0.00% | market | 13.33% | — | -1.43% | 0.43% | -1.87% |
| NIC | 2018-07-17 | 2018-07-18 | 2018-08-15 | 1 | 55.57 | 55.57 | 0.00% | market | 12.64% | — | -1.14% | 0.43% | -1.58% |
| PLD | 2018-07-17 | 2018-07-18 | 2018-08-15 | 1 | 62.90 | 62.90 | 0.00% | market | 63.16% | — | 2.46% | 0.43% | 2.02% |
| AA | 2018-07-18 | 2018-07-19 | 2018-08-16 | 1 | 45.75 | 45.75 | 0.00% | market | 14.29% | — | -9.50% | 1.34% | -10.84% |
| ASML | 2018-07-18 | 2018-07-19 | 2018-08-16 | 1 | 215.75 | 215.75 | 0.00% | market | 15.15% | — | -8.39% | 1.34% | -9.73% |
| GWW | 2018-07-18 | 2018-07-19 | 2018-08-16 | 1 | 341.63 | 341.63 | 0.00% | market | 17.47% | — | 5.26% | 1.34% | 3.92% |
| KMI | 2018-07-18 | 2018-07-19 | 2018-08-16 | 1 | 17.99 | 17.99 | 0.00% | market | 10.53% | — | -1.04% | 1.34% | -2.38% |
| MS | 2018-07-18 | 2018-07-19 | 2018-08-16 | 1 | 50.50 | 50.50 | 0.00% | market | 12.61% | — | -4.46% | 1.34% | -5.79% |
| MTG | 2018-07-18 | 2018-07-19 | 2018-08-16 | 1 | 12.41 | 12.41 | 0.00% | market | 36.11% | — | 1.11% | 1.34% | -0.23% |
| URI | 2018-07-18 | 2018-07-19 | 2018-08-16 | 1 | 150.07 | 150.07 | 0.00% | market | 11.59% | — | -0.82% | 1.34% | -2.16% |
| BX | 2018-07-19 | 2018-07-20 | 2018-08-17 | 1 | 35.77 | 35.77 | 0.00% | market | 20.00% | — | 1.10% | 1.89% | -0.79% |
| CE | 2018-07-19 | 2018-07-20 | 2018-08-17 | 1 | 114.50 | 114.50 | 0.00% | market | 17.89% | — | 0.94% | 1.89% | -0.95% |
| CHCO | 2018-07-19 | 2018-07-20 | 2018-08-17 | 1 | 77.50 | 77.50 | 0.00% | market | 19.47% | — | 5.20% | 1.89% | 3.31% |
| COF | 2018-07-19 | 2018-07-20 | 2018-08-17 | 1 | 98.36 | 98.36 | 0.00% | market | 20.15% | — | 0.72% | 1.89% | -1.17% |
| FFBC | 2018-07-19 | 2018-07-20 | 2018-08-17 | 1 | 31.00 | 31.00 | 0.00% | market | 11.76% | — | 2.32% | 1.89% | 0.43% |
| FITB | 2018-07-19 | 2018-07-20 | 2018-08-17 | 1 | 28.46 | 28.46 | 0.00% | market | 10.53% | — | 4.22% | 1.89% | 2.33% |
| GATX | 2018-07-19 | 2018-07-20 | 2018-08-17 | 1 | 85.75 | 85.75 | 0.00% | market | 26.09% | — | -3.30% | 1.89% | -5.19% |
| IIIN | 2018-07-19 | 2018-07-20 | 2018-08-17 | 1 | 40.08 | 40.08 | 0.00% | market | 28.85% | — | 1.15% | 1.89% | -0.74% |
| ISRG | 2018-07-19 | 2018-07-20 | 2018-08-17 | 1 | 178.72 | 178.72 | 0.00% | market | 10.84% | — | -2.20% | 1.89% | -4.09% |
| NWE | 2018-07-19 | 2018-07-20 | 2018-08-17 | 1 | 58.17 | 58.17 | 0.00% | market | 26.00% | — | 6.30% | 1.89% | 4.40% |
| PM | 2018-07-19 | 2018-07-20 | 2018-08-17 | 1 | 80.10 | 80.10 | 0.00% | market | 14.63% | — | 6.08% | 1.89% | 4.19% |
| WFG | 2018-07-19 | 2018-07-20 | 2018-08-17 | 1 | 64.52 | 64.52 | 0.00% | market | 50.43% | — | 8.73% | 1.89% | 6.84% |
| HDB | 2018-07-21 | 2018-07-23 | 2018-08-20 | 2 | 27.75 | 27.75 | 0.00% | market | 3250.97% | — | -9.36% | 2.23% | -11.59% |
| OFG | 2018-07-20 | 2018-07-23 | 2018-08-20 | 3 | 16.20 | 16.20 | 0.00% | market | 16.67% | — | 1.75% | 2.23% | -0.47% |
| RBCAA | 2018-07-20 | 2018-07-23 | 2018-08-20 | 3 | 49.17 | 49.17 | 0.00% | market | 27.59% | — | 1.34% | 2.23% | -0.88% |
| SWK | 2018-07-20 | 2018-07-23 | 2018-08-20 | 3 | 143.50 | 143.50 | 0.00% | market | 26.60% | — | -0.91% | 2.23% | -3.13% |
| ASR | 2018-07-23 | 2018-07-24 | 2018-08-21 | 1 | 176.34 | 176.34 | 0.00% | market | 26.03% | — | 0.84% | 1.61% | -0.77% |
| BPOP | 2018-07-23 | 2018-07-24 | 2018-08-21 | 1 | 51.40 | 51.40 | 0.00% | market | 21.65% | — | 1.36% | 1.61% | -0.26% |
| CDNS | 2018-07-23 | 2018-07-24 | 2018-08-21 | 1 | 45.80 | 45.80 | 0.00% | market | 12.50% | — | -0.97% | 1.61% | -2.59% |
| EFSC | 2018-07-23 | 2018-07-24 | 2018-08-21 | 1 | 56.35 | 56.35 | 0.00% | market | 10.47% | — | 2.56% | 1.61% | 0.95% |
| HLX | 2018-07-23 | 2018-07-24 | 2018-08-21 | 1 | 9.50 | 9.50 | 0.00% | market | 85.71% | — | -4.73% | 1.61% | -6.35% |
| MC | 2018-07-23 | 2018-07-24 | 2018-08-21 | 1 | 65.45 | 65.45 | 0.00% | market | 41.82% | — | -10.57% | 1.61% | -12.18% |
| ONB | 2018-07-23 | 2018-07-24 | 2018-08-21 | 1 | 20.30 | 20.30 | 0.00% | market | 11.54% | — | -0.10% | 1.61% | -1.71% |
| BIIB | 2018-07-24 | 2018-07-25 | 2018-08-22 | 1 | 374.10 | 374.10 | 0.00% | market | 11.11% | — | -7.88% | 1.72% | -9.60% |
| BXMT | 2018-07-24 | 2018-07-25 | 2018-08-22 | 1 | 32.90 | 32.90 | 0.00% | market | 23.88% | — | 2.67% | 1.72% | 0.95% |
| CMRE | 2018-07-24 | 2018-07-25 | 2018-08-22 | 1 | 5.53 | 5.53 | 0.00% | market | 11.11% | — | -3.72% | 1.72% | -5.44% |
| CSGP | 2018-07-24 | 2018-07-25 | 2018-08-22 | 1 | 42.87 | 42.87 | 0.00% | market | 30.77% | — | 0.39% | 1.72% | -1.33% |
| CSL | 2018-07-24 | 2018-07-25 | 2018-08-22 | 1 | 116.00 | 116.00 | 0.00% | market | 16.67% | — | 9.28% | 1.72% | 7.56% |
| FBNC | 2018-07-24 | 2018-07-25 | 2018-08-22 | 1 | 42.35 | 42.35 | 0.00% | market | 14.49% | — | 1.34% | 1.72% | -0.38% |
| FCF | 2018-07-24 | 2018-07-25 | 2018-08-22 | 1 | 16.75 | 16.75 | 0.00% | market | 32.00% | — | 2.83% | 1.72% | 1.10% |
| HUBB | 2018-07-24 | 2018-07-25 | 2018-08-22 | 1 | 120.51 | 120.51 | 0.00% | market | 10.06% | — | 2.76% | 1.72% | 1.04% |
| LLY | 2018-07-24 | 2018-07-25 | 2018-08-22 | 1 | 93.16 | 93.16 | 0.00% | market | 14.50% | — | 12.64% | 1.72% | 10.92% |
| MANH | 2018-07-24 | 2018-07-25 | 2018-08-22 | 1 | 49.67 | 49.67 | 0.00% | market | 14.63% | — | 11.25% | 1.72% | 9.53% |
| NBHC | 2018-07-24 | 2018-07-25 | 2018-08-22 | 1 | 38.95 | 38.95 | 0.00% | market | 18.75% | — | 5.91% | 1.72% | 4.19% |
| RNR | 2018-07-24 | 2018-07-25 | 2018-08-22 | 1 | 130.09 | 130.09 | 0.00% | market | 77.89% | — | 0.55% | 1.72% | -1.17% |
| TER | 2018-07-24 | 2018-07-25 | 2018-08-22 | 1 | 44.61 | 44.61 | 0.00% | market | 20.41% | — | -10.59% | 1.72% | -12.31% |
| USNA | 2018-07-24 | 2018-07-25 | 2018-08-22 | 1 | 123.60 | 123.60 | 0.00% | market | 22.52% | — | 6.25% | 1.72% | 4.53% |
| AEP | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 69.78 | 69.78 | 0.00% | market | 14.77% | — | 2.16% | 0.91% | 1.25% |
| ALGN | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 377.61 | 377.61 | 0.00% | market | 19.27% | — | -3.81% | 0.91% | -4.73% |
| ALGT | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 131.00 | 131.00 | 0.00% | market | 14.39% | — | 3.87% | 0.91% | 2.95% |
| ARR | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 115.25 | 115.25 | 0.00% | market | 441.67% | — | 2.76% | 0.91% | 1.85% |
| AXTI | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 8.15 | 8.15 | 0.00% | market | 25.00% | — | -10.22% | 0.91% | -11.14% |
| BANR | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 63.07 | 63.07 | 0.00% | market | 16.28% | — | 4.56% | 0.91% | 3.65% |
| BSX | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 34.50 | 34.50 | 0.00% | market | 20.59% | — | -0.53% | 0.91% | -1.45% |
| CDE | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 7.99 | 7.99 | 0.00% | market | 120.00% | — | -32.77% | 0.91% | -33.68% |
| CW | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 128.70 | 128.70 | 0.00% | market | 40.63% | — | 2.56% | 0.91% | 1.64% |
| EHC | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 58.83 | 58.83 | 0.00% | market | 17.86% | — | 10.22% | 0.91% | 9.30% |
| EIG | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 43.00 | 43.00 | 0.00% | market | 54.10% | — | 2.69% | 0.91% | 1.78% |
| EVR | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 112.25 | 112.25 | 0.00% | market | 12.24% | — | -4.29% | 0.91% | -5.20% |
| FCPT | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 25.00 | 25.00 | 0.00% | market | 62.96% | — | 6.70% | 0.91% | 5.79% |
| FCX | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 15.80 | 15.80 | 0.00% | market | 11.54% | — | -10.35% | 0.91% | -11.27% |
| FR | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 32.09 | 32.09 | 0.00% | market | 111.76% | — | -0.94% | 0.91% | -1.86% |
| GILD | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 77.77 | 77.77 | 0.00% | market | 23.23% | — | -5.80% | 0.91% | -6.71% |
| IMAX | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 21.85 | 21.85 | 0.00% | market | 20.00% | — | 11.34% | 0.91% | 10.43% |
| NGVT | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 91.57 | 91.57 | 0.00% | market | 12.00% | — | 9.01% | 0.91% | 8.09% |
| TRN | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 27.02 | 27.02 | 0.00% | market | 29.73% | — | -3.21% | 0.91% | -4.12% |
| UVE | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 38.80 | 38.80 | 0.00% | market | 25.24% | — | 16.39% | 0.91% | 15.48% |
| V | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 141.61 | 141.61 | 0.00% | market | 10.09% | — | 0.25% | 0.91% | -0.67% |
| VIV | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 11.57 | 11.57 | 0.00% | market | 21.74% | — | -15.57% | 0.91% | -16.49% |
| VRTX | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 178.61 | 178.61 | 0.00% | market | 25.33% | — | -1.55% | 0.91% | -2.46% |
| ACRE | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 14.10 | 14.10 | 0.00% | market | 12.90% | — | 1.81% | 1.34% | 0.48% |
| ALLY | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 27.62 | 27.62 | 0.00% | market | 16.90% | — | -1.55% | 1.34% | -2.89% |
| AZN | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 76.54 | 76.54 | 0.00% | market | 133.33% | — | -0.02% | 1.34% | -1.36% |
| CASH | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 27.33 | 27.33 | 0.00% | market | 21.43% | — | 4.00% | 1.34% | 2.66% |
| CINF | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 75.00 | 75.00 | 0.00% | market | 50.00% | — | 1.89% | 1.34% | 0.55% |
| CMS | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 48.14 | 48.14 | 0.00% | market | 17.07% | — | 2.43% | 1.34% | 1.09% |
| CTS | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 35.70 | 35.70 | 0.00% | market | 21.88% | — | -2.48% | 1.34% | -3.82% |
| CX | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 7.43 | 7.43 | 0.00% | market | 56.25% | — | -6.02% | 1.34% | -7.36% |
| DSX | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 4.46 | 4.46 | 0.00% | market | 99.89% | — | -3.69% | 1.34% | -5.03% |
| EA | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 134.94 | 134.94 | 0.00% | market | 333.33% | — | -4.52% | 1.34% | -5.86% |
| ENVA | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 37.05 | 37.05 | 0.00% | market | 11.32% | — | -4.55% | 1.34% | -5.89% |
| EQNR | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 25.95 | 25.95 | 0.00% | market | 21.43% | — | -0.22% | 1.34% | -1.56% |
| FCN | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 75.94 | 75.94 | 0.00% | market | 80.95% | — | -1.46% | 1.34% | -2.80% |
| KIM | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 16.68 | 16.68 | 0.00% | market | 131.25% | — | 2.60% | 1.34% | 1.26% |
| LAZ | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 53.35 | 53.35 | 0.00% | market | 19.57% | — | -9.34% | 1.34% | -10.68% |
| LPLA | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 69.52 | 69.52 | 0.00% | market | 18.33% | — | -4.65% | 1.34% | -5.98% |
| MCS | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 36.30 | 36.30 | 0.00% | market | 25.00% | — | 7.89% | 1.34% | 6.55% |
| PCG | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 44.45 | 44.45 | 0.00% | market | 22.11% | — | -3.79% | 1.34% | -5.13% |
| PENN | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 32.77 | 32.77 | 0.00% | market | 11.76% | — | 5.33% | 1.34% | 3.99% |
| PHM | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 28.82 | 28.82 | 0.00% | market | 41.33% | — | -1.04% | 1.34% | -2.38% |
| DLNG | 2018-07-27 | 2018-07-30 | 2018-08-27 | 3 | 7.78 | 7.78 | 0.00% | market | 700.00% | — | 14.04% | 2.94% | 11.10% |
| AIN | 2018-08-06 | 2018-08-07 | 2018-09-05 | 1 | 71.10 | 71.10 | 0.00% | market | 51.85% | — | 8.69% | 1.28% | 7.41% |
| DQ | 2018-08-07 | 2018-08-08 | 2018-09-06 | 1 | 8.36 | 8.36 | 0.00% | market | 42.11% | — | -20.36% | 0.97% | -21.33% |
| BATRA | 2018-08-08 | 2018-08-09 | 2018-09-07 | 1 | 26.26 | 26.26 | 0.00% | market | 71.43% | — | -2.08% | 0.72% | -2.81% |
| AQN | 2018-08-09 | 2018-08-10 | 2018-09-10 | 1 | 10.21 | 10.21 | 0.00% | market | 22.22% | — | 2.05% | 1.64% | 0.41% |
| JOYY | 2018-08-13 | 2018-08-14 | 2018-09-12 | 1 | 80.80 | 80.80 | 0.00% | market | 12.15% | — | -11.72% | 2.19% | -13.91% |
| WPM | 2018-08-14 | 2018-08-15 | 2018-09-13 | 1 | 19.53 | 19.53 | 0.00% | market | 14.29% | — | -19.20% | 2.99% | -22.19% |
| NTAP | 2018-08-15 | 2018-08-16 | 2018-09-14 | 1 | 79.49 | 79.49 | 0.00% | market | 30.00% | — | 7.80% | 2.64% | 5.16% |
| AGRO | 2018-08-16 | 2018-08-17 | 2018-09-17 | 1 | 8.30 | 8.30 | 0.00% | market | 755.56% | — | -9.86% | 1.94% | -11.80% |
| AMR | 2018-08-16 | 2018-08-17 | 2018-09-17 | 1 | 69.10 | 69.10 | 0.00% | market | 41.12% | — | 6.27% | 1.94% | 4.33% |
| AVAL | 2018-08-16 | 2018-08-17 | 2018-09-17 | 1 | 7.76 | 7.76 | 0.00% | market | 29.41% | — | -0.87% | 1.94% | -2.81% |
| ZEPP | 2018-08-20 | 2018-08-21 | 2018-09-19 | 1 | 44.04 | 44.04 | 0.00% | market | 82.95% | — | -5.64% | 1.74% | -7.38% |
| JKHY | 2018-08-21 | 2018-08-22 | 2018-09-20 | 1 | 147.81 | 147.81 | 0.00% | market | 15.79% | — | 8.34% | 2.69% | 5.64% |
| TOL | 2018-08-21 | 2018-08-22 | 2018-09-20 | 1 | 39.61 | 39.61 | 0.00% | market | 22.33% | — | -9.57% | 2.69% | -12.26% |
| PLAB | 2018-08-22 | 2018-08-23 | 2018-09-21 | 1 | 10.25 | 10.25 | 0.00% | market | 13.33% | — | -3.51% | 2.11% | -5.62% |
| SFL | 2018-08-22 | 2018-08-23 | 2018-09-21 | 1 | 14.55 | 14.55 | 0.00% | market | 29.17% | — | -5.25% | 2.11% | -7.36% |
| BBAR | 2018-08-23 | 2018-08-24 | 2018-09-24 | 1 | 9.94 | 9.94 | 0.00% | market | 22.22% | — | 14.49% | 1.60% | 12.89% |
| HTHT | 2018-08-23 | 2018-08-24 | 2018-09-24 | 1 | 33.05 | 33.05 | 0.00% | market | 64.71% | — | -6.39% | 1.60% | -7.99% |
| VEEV | 2018-08-23 | 2018-08-24 | 2018-09-24 | 1 | 91.15 | 91.15 | 0.00% | market | 14.71% | — | 15.25% | 1.60% | 13.65% |
| HTT | 2018-08-24 | 2018-08-27 | 2018-09-25 | 3 | 6.11 | 6.11 | 0.00% | market | 25.93% | — | -18.10% | 0.65% | -18.76% |
| LULU | 2018-08-30 | 2018-08-31 | 2018-10-01 | 1 | 153.30 | 153.30 | 0.00% | market | 44.90% | — | 5.34% | 0.65% | 4.69% |
| HQY | 2018-09-04 | 2018-09-05 | 2018-10-03 | 1 | 92.89 | 92.89 | 0.00% | market | 21.43% | — | 0.49% | 0.80% | -0.31% |
| KNOP | 2018-09-04 | 2018-09-05 | 2018-10-03 | 1 | 21.90 | 21.90 | 0.00% | market | 27.66% | — | -0.83% | 0.80% | -1.63% |
| RH | 2018-09-04 | 2018-09-05 | 2018-10-03 | 1 | 142.84 | 142.84 | 0.00% | market | 17.14% | — | -16.51% | 0.80% | -17.31% |
| AGX | 2018-09-05 | 2018-09-06 | 2018-10-04 | 1 | 39.75 | 39.75 | 0.00% | market | 170.00% | — | 5.79% | 0.10% | 5.69% |
| AVAV | 2018-09-05 | 2018-09-06 | 2018-10-04 | 1 | 96.12 | 96.12 | 0.00% | market | 883.33% | — | 8.40% | 0.10% | 8.30% |
| OLLI | 2018-09-05 | 2018-09-06 | 2018-10-04 | 1 | 89.10 | 89.10 | 0.00% | market | 11.11% | — | 0.11% | 0.10% | 0.01% |
| GIS | 2018-09-18 | 2018-09-19 | 2018-10-17 | 1 | 44.34 | 44.34 | 0.00% | market | 10.94% | — | -0.73% | -3.62% | 2.88% |
| SMMT | 2018-09-20 | 2018-09-21 | 2018-10-19 | 1 | 2.38 | 2.38 | 0.00% | market | 383.78% | — | -21.11% | -5.75% | -15.36% |
| DAC | 2018-09-24 | 2018-09-25 | 2018-10-23 | 1 | 21.70 | 21.70 | 0.00% | market | 17.39% | — | -25.26% | -6.15% | -19.11% |
| BB | 2018-09-28 | 2018-10-01 | 2018-10-29 | 3 | 11.47 | 11.47 | 0.00% | market | 268.32% | — | -23.29% | -9.67% | -13.62% |
| STZ | 2018-10-04 | 2018-10-05 | 2018-11-02 | 1 | 224.17 | 224.17 | 0.00% | market | 11.24% | — | -10.29% | -6.14% | -4.15% |
| SAR | 2018-10-10 | 2018-10-11 | 2018-11-08 | 1 | 23.31 | 23.31 | 0.00% | market | 27.78% | — | -6.62% | 1.23% | -7.86% |
| DPZ | 2018-10-16 | 2018-10-17 | 2018-11-14 | 1 | 261.34 | 261.34 | 0.00% | market | 11.43% | — | 1.73% | -3.65% | 5.38% |
| FULT | 2018-10-16 | 2018-10-17 | 2018-11-14 | 1 | 17.36 | 17.36 | 0.00% | market | 12.12% | — | -6.03% | -3.65% | -2.38% |
| GS | 2018-10-16 | 2018-10-17 | 2018-11-14 | 1 | 220.53 | 220.53 | 0.00% | market | 16.73% | — | -8.28% | -3.65% | -4.63% |
| MS | 2018-10-16 | 2018-10-17 | 2018-11-14 | 1 | 45.96 | 45.96 | 0.00% | market | 15.84% | — | -4.69% | -3.65% | -1.04% |
| NFLX | 2018-10-16 | 2018-10-17 | 2018-11-14 | 1 | 37.83 | 37.83 | 0.00% | market | 28.57% | — | -24.31% | -3.65% | -20.66% |
| NIC | 2018-10-16 | 2018-10-17 | 2018-11-14 | 1 | 53.95 | 53.95 | 0.00% | market | 13.54% | — | -4.09% | -3.65% | -0.43% |
| PGR | 2018-10-16 | 2018-10-17 | 2018-11-14 | 1 | 70.33 | 70.33 | 0.00% | market | 19.82% | — | -7.96% | -3.65% | -4.31% |
| PLD | 2018-10-16 | 2018-10-17 | 2018-11-14 | 1 | 63.55 | 63.55 | 0.00% | market | 71.43% | — | 6.21% | -3.65% | 9.86% |
| AA | 2018-10-17 | 2018-10-18 | 2018-11-15 | 1 | 38.61 | 38.61 | 0.00% | market | 152.00% | — | -7.02% | -2.28% | -4.73% |
| BMI | 2018-10-17 | 2018-10-18 | 2018-11-15 | 1 | 49.82 | 49.82 | 0.00% | market | 12.20% | — | 5.44% | -2.28% | 7.72% |
| MTG | 2018-10-17 | 2018-10-18 | 2018-11-15 | 1 | 12.95 | 12.95 | 0.00% | market | 36.11% | — | -6.28% | -2.28% | -3.99% |
| EXPO | 2018-10-18 | 2018-10-19 | 2018-11-16 | 1 | 45.01 | 45.01 | 0.00% | market | 10.34% | — | 17.61% | -1.23% | 18.83% |
| PM | 2018-10-18 | 2018-10-19 | 2018-11-16 | 1 | 88.33 | 88.33 | 0.00% | market | 12.50% | — | -2.36% | -1.23% | -1.14% |
| HDB | 2018-10-20 | 2018-10-22 | 2018-11-19 | 2 | 22.22 | 22.22 | 0.00% | market | 3583.24% | — | 7.96% | -2.85% | 10.81% |
| OFG | 2018-10-19 | 2018-10-22 | 2018-11-19 | 3 | 17.42 | 17.42 | 0.00% | market | 16.67% | — | 4.03% | -2.85% | 6.89% |
| RBCAA | 2018-10-19 | 2018-10-22 | 2018-11-19 | 3 | 43.33 | 43.33 | 0.00% | market | 36.07% | — | 2.05% | -2.85% | 4.90% |
| SYF | 2018-10-19 | 2018-10-22 | 2018-11-19 | 3 | 31.51 | 31.51 | 0.00% | market | 13.75% | — | -19.08% | -2.85% | -16.23% |
| BRO | 2018-10-22 | 2018-10-23 | 2018-11-20 | 1 | 28.69 | 28.69 | 0.00% | market | 11.76% | — | -1.01% | -2.52% | 1.51% |
| CDNS | 2018-10-22 | 2018-10-23 | 2018-11-20 | 1 | 43.90 | 43.90 | 0.00% | market | 19.51% | — | -2.88% | -2.52% | -0.36% |
| CHCO | 2018-10-22 | 2018-10-23 | 2018-11-20 | 1 | 70.78 | 70.78 | 0.00% | market | 11.76% | — | 6.78% | -2.52% | 9.30% |
| CR | 2018-10-22 | 2018-10-23 | 2018-11-20 | 1 | 89.69 | 89.69 | 0.00% | market | 10.96% | — | -3.12% | -2.52% | -0.60% |
| HLX | 2018-10-22 | 2018-10-23 | 2018-11-20 | 1 | 10.55 | 10.55 | 0.00% | market | 63.64% | — | -27.68% | -2.52% | -25.16% |
| MCHB | 2018-10-22 | 2018-10-23 | 2018-11-20 | 1 | 26.72 | 26.72 | 0.00% | market | 22.22% | — | -5.68% | -2.52% | -3.16% |
| WFG | 2018-10-22 | 2018-10-23 | 2018-11-20 | 1 | 47.77 | 47.77 | 0.00% | market | 16.67% | — | 11.96% | -2.52% | 14.48% |
| BXMT | 2018-10-23 | 2018-10-24 | 2018-11-21 | 1 | 32.51 | 32.51 | 0.00% | market | 11.94% | — | 7.16% | -3.04% | 10.20% |
| DCOM | 2018-10-23 | 2018-10-24 | 2018-11-21 | 1 | 29.72 | 29.72 | 0.00% | market | 105.88% | — | -1.65% | -3.04% | 1.39% |
| EQR | 2018-10-23 | 2018-10-24 | 2018-11-21 | 1 | 64.04 | 64.04 | 0.00% | market | 71.43% | — | 8.43% | -3.04% | 11.47% |
| GATX | 2018-10-23 | 2018-10-24 | 2018-11-21 | 1 | 78.41 | 78.41 | 0.00% | market | 14.02% | — | 1.58% | -3.04% | 4.62% |
| ILMN | 2018-10-23 | 2018-10-24 | 2018-11-21 | 1 | 301.83 | 301.83 | 0.00% | market | 20.63% | — | -0.33% | -3.04% | 2.71% |
| LMT | 2018-10-23 | 2018-10-24 | 2018-11-21 | 1 | 328.11 | 328.11 | 0.00% | market | 19.26% | — | -10.41% | -3.04% | -7.37% |
| MANH | 2018-10-23 | 2018-10-24 | 2018-11-21 | 1 | 44.85 | 44.85 | 0.00% | market | 22.50% | — | 5.47% | -3.04% | 8.51% |
| RRC | 2018-10-23 | 2018-10-24 | 2018-11-21 | 1 | 17.30 | 17.30 | 0.00% | market | 44.44% | — | -7.09% | -3.04% | -4.05% |
| TER | 2018-10-23 | 2018-10-24 | 2018-11-21 | 1 | 30.96 | 30.96 | 0.00% | market | 12.70% | — | 15.57% | -3.04% | 18.61% |
| USNA | 2018-10-23 | 2018-10-24 | 2018-11-21 | 1 | 111.78 | 111.78 | 0.00% | market | 10.71% | — | 6.74% | -3.04% | 9.78% |
| ARR | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 103.35 | 103.35 | 0.00% | market | 516.67% | — | 5.85% | -1.54% | 7.40% |
| B | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 12.90 | 12.90 | 0.00% | market | 33.33% | — | 1.37% | -1.54% | 2.92% |
| BANR | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 55.48 | 55.48 | 0.00% | market | 26.32% | — | 6.05% | -1.54% | 7.59% |
| BCS | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 8.79 | 8.79 | 0.00% | market | 41.67% | — | -4.76% | -1.54% | -3.22% |
| BPOP | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 50.04 | 50.04 | 0.00% | market | 16.95% | — | 6.91% | -1.54% | 8.46% |
| CPF | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 24.31 | 24.31 | 0.00% | market | 10.64% | — | 13.35% | -1.54% | 14.90% |
| DTE | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 99.14 | 99.14 | 0.00% | market | 20.34% | — | 0.03% | -1.54% | 1.58% |
| EIG | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 41.50 | 41.50 | 0.00% | market | 78.18% | — | 6.84% | -1.54% | 8.38% |
| EVR | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 81.67 | 81.67 | 0.00% | market | 26.80% | — | -1.07% | -1.54% | 0.48% |
| FFIV | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 174.86 | 174.86 | 0.00% | market | 10.27% | — | -3.95% | -1.54% | -2.41% |
| KN | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 15.48 | 15.48 | 0.00% | market | 13.33% | — | -3.78% | -1.54% | -2.24% |
| LOB | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 20.46 | 20.46 | 0.00% | market | 11.11% | — | -10.22% | -1.54% | -8.67% |
| MSA | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 96.81 | 96.81 | 0.00% | market | 11.54% | — | 9.67% | -1.54% | 11.22% |
| MSFT | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 106.55 | 106.55 | 0.00% | market | 18.75% | — | -3.37% | -1.54% | -1.82% |
| NGVT | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 84.17 | 84.17 | 0.00% | market | 11.54% | — | 13.50% | -1.54% | 15.05% |
| NOC | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 286.23 | 286.23 | 0.00% | market | 32.72% | — | -6.96% | -1.54% | -5.42% |
| OMAB | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 49.11 | 49.11 | 0.00% | market | 11.43% | — | -27.14% | -1.54% | -25.60% |
| SIRI | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 57.40 | 57.40 | 0.00% | market | 16.67% | — | 5.47% | -1.54% | 7.02% |
| SITC | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 48.32 | 48.32 | 0.00% | market | 10.00% | — | -6.64% | -1.54% | -5.10% |
| STM | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 13.76 | 13.76 | 0.00% | market | 10.81% | — | 2.23% | -1.54% | 3.77% |
| TDY | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 222.62 | 222.62 | 0.00% | market | 18.54% | — | -3.07% | -1.54% | -1.52% |
| VALE | 2018-10-24 | 2018-10-25 | 2018-11-23 | 1 | 14.94 | 14.94 | 0.00% | market | 11.43% | — | -11.34% | -1.54% | -9.80% |
| ALLY | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 24.76 | 24.76 | 0.00% | market | 13.75% | — | 4.02% | 0.59% | 3.43% |
| BMY | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 49.21 | 49.21 | 0.00% | market | 19.78% | — | 7.05% | 0.59% | 6.46% |
| BY | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 20.40 | 20.40 | 0.00% | market | 17.65% | — | 1.81% | 0.59% | 1.22% |
| CINF | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 74.01 | 74.01 | 0.00% | market | 12.00% | — | 7.94% | 0.59% | 7.35% |
| CNOB | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 19.99 | 19.99 | 0.00% | market | 10.71% | — | 0.10% | 0.59% | -0.49% |
| COLM | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 89.23 | 89.23 | 0.00% | market | 11.02% | — | 2.26% | 0.59% | 1.67% |
| COP | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 66.96 | 66.96 | 0.00% | market | 15.25% | — | -3.48% | 0.59% | -4.07% |
| CSTM | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 8.78 | 8.78 | 0.00% | market | 17.39% | — | -9.44% | 0.59% | -10.03% |
| DECK | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 18.83 | 18.83 | 0.00% | market | 37.93% | — | 13.28% | 0.59% | 12.69% |
| ERIE | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 128.50 | 128.50 | 0.00% | market | 17.56% | — | 3.67% | 0.59% | 3.07% |
| EXPE | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 122.66 | 122.66 | 0.00% | market | 16.99% | — | -5.06% | 0.59% | -5.65% |
| GILD | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 66.79 | 66.79 | 0.00% | market | 12.88% | — | 0.12% | 0.59% | -0.47% |
| GOOG | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 51.85 | 51.85 | 0.00% | market | 25.00% | — | 1.02% | 0.59% | 0.42% |
| GOOGL | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 52.42 | 52.42 | 0.00% | market | 25.00% | — | 0.62% | 0.59% | 0.03% |
| INTC | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 45.59 | 45.59 | 0.00% | market | 21.74% | — | 3.98% | 0.59% | 3.39% |
| KIM | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 15.79 | 15.79 | 0.00% | market | 46.15% | — | -1.43% | 0.59% | -2.02% |
| KOF | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 59.26 | 59.26 | 0.00% | market | 14.29% | — | 0.14% | 0.59% | -0.46% |
| MCB | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 36.00 | 36.00 | 0.00% | market | 14.86% | — | 6.84% | 0.59% | 6.25% |
| MCS | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 38.95 | 38.95 | 0.00% | market | 19.15% | — | 8.24% | 0.59% | 7.65% |
| MZTI | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 159.87 | 159.87 | 0.00% | market | 11.81% | — | 16.01% | 0.59% | 15.42% |
| NEM | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 29.85 | 29.85 | 0.00% | market | 50.00% | — | 8.68% | 0.59% | 8.08% |
| ORI | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 21.30 | 21.30 | 0.00% | market | 27.27% | — | 2.15% | 0.59% | 1.56% |
| PAC | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 96.08 | 96.08 | 0.00% | market | 12.75% | — | -31.54% | 0.59% | -32.14% |
| PRLB | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 119.94 | 119.94 | 0.00% | market | 16.22% | — | 4.08% | 0.59% | 3.48% |
| RITM | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 17.89 | 17.89 | 0.00% | market | 14.55% | — | -4.85% | 0.59% | -5.45% |
| SPSC | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 46.05 | 46.05 | 0.00% | market | 30.00% | — | -9.42% | 0.59% | -10.01% |
| TBBK | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 9.16 | 9.16 | 0.00% | market | 27.78% | — | 7.21% | 0.59% | 6.62% |
| TROW | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 94.07 | 94.07 | 0.00% | market | 19.17% | — | 1.91% | 0.59% | 1.31% |
| CHTR | 2018-10-26 | 2018-10-29 | 2018-11-27 | 3 | 299.13 | 299.13 | 0.00% | market | 102.88% | — | 6.09% | -0.15% | 6.24% |
| E | 2018-10-26 | 2018-10-29 | 2018-11-27 | 3 | 35.03 | 35.03 | 0.00% | market | 33.82% | — | -8.86% | -0.15% | -8.72% |
| GRC | 2018-10-26 | 2018-10-29 | 2018-11-27 | 3 | 35.44 | 35.44 | 0.00% | market | 25.00% | — | -10.12% | -0.15% | -9.97% |
| ON | 2018-10-28 | 2018-10-29 | 2018-11-27 | 1 | 16.15 | 16.15 | 0.00% | market | 14.00% | — | 13.40% | -0.15% | 13.55% |
| PFS | 2018-10-26 | 2018-10-29 | 2018-11-27 | 3 | 24.38 | 24.38 | 0.00% | market | 17.39% | — | 1.21% | -0.15% | 1.36% |
| PIPR | 2018-10-26 | 2018-10-29 | 2018-11-27 | 3 | 17.50 | 17.50 | 0.00% | market | 23.18% | — | 0.47% | -0.15% | 0.62% |
| POR | 2018-10-26 | 2018-10-29 | 2018-11-27 | 3 | 44.85 | 44.85 | 0.00% | market | 20.41% | — | 6.90% | -0.15% | 7.05% |
| VIV | 2018-10-26 | 2018-10-29 | 2018-11-27 | 3 | 10.68 | 10.68 | 0.00% | market | 140.00% | — | 12.35% | -0.15% | 12.50% |
| WT | 2018-10-26 | 2018-10-29 | 2018-11-27 | 3 | 7.62 | 7.62 | 0.00% | market | 44.44% | — | -2.20% | -0.15% | -2.05% |
| AKAM | 2018-10-29 | 2018-10-30 | 2018-11-28 | 1 | 69.97 | 69.97 | 0.00% | market | 13.25% | — | -0.63% | 4.14% | -4.77% |
| ALSN | 2018-10-29 | 2018-10-30 | 2018-11-28 | 1 | 45.50 | 45.50 | 0.00% | market | 16.51% | — | 5.26% | 4.14% | 1.12% |
| ARE | 2018-10-29 | 2018-10-30 | 2018-11-28 | 1 | 124.22 | 124.22 | 0.00% | market | 306.12% | — | -0.10% | 4.14% | -4.24% |
| BRX | 2018-10-29 | 2018-10-30 | 2018-11-28 | 1 | 15.66 | 15.66 | 0.00% | market | 250.00% | — | 2.07% | 4.14% | -2.07% |
| CACC | 2018-10-29 | 2018-10-30 | 2018-11-28 | 1 | 409.70 | 409.70 | 0.00% | market | 12.32% | — | 0.51% | 4.14% | -3.63% |
| ANET | 2018-11-01 | 2018-11-02 | 2018-12-03 | 1 | 16.31 | 16.31 | 0.00% | market | 15.22% | — | -6.66% | 1.66% | -8.32% |
| ACMR | 2018-11-07 | 2018-11-08 | 2018-12-10 | 1 | 3.43 | 3.43 | 0.00% | market | 360.03% | — | 0.77% | -5.73% | 6.50% |
| HD | 2018-11-13 | 2018-11-14 | 2018-12-14 | 1 | 182.61 | 182.61 | 0.00% | market | 11.06% | — | -5.75% | -4.99% | -0.76% |
| NMM | 2018-11-13 | 2018-11-14 | 2018-12-14 | 1 | 20.09 | 20.09 | 0.00% | market | 66.67% | — | -15.03% | -4.99% | -10.04% |
| DAC | 2018-11-14 | 2018-11-15 | 2018-12-17 | 1 | 15.40 | 15.40 | 0.00% | market | 53.33% | — | -22.83% | -4.99% | -17.83% |
| GOOS | 2018-11-14 | 2018-11-15 | 2018-12-17 | 1 | 65.00 | 65.00 | 0.00% | market | 84.21% | — | -22.64% | -4.99% | -17.65% |
| ZTO | 2018-11-14 | 2018-11-15 | 2018-12-17 | 1 | 16.39 | 16.39 | 0.00% | market | 11.11% | — | -1.63% | -4.99% | 3.37% |
| AGRO | 2018-11-15 | 2018-11-16 | 2018-12-18 | 1 | 7.24 | 7.24 | 0.00% | market | 131.58% | — | -7.28% | -6.15% | -1.13% |
| AVAL | 2018-11-15 | 2018-11-16 | 2018-12-18 | 1 | 7.24 | 7.24 | 0.00% | market | 41.18% | — | -16.67% | -6.15% | -10.53% |
| BRC | 2018-11-15 | 2018-11-16 | 2018-12-18 | 1 | 42.49 | 42.49 | 0.00% | market | 11.54% | — | -2.19% | -6.15% | 3.95% |
| DLNG | 2018-11-15 | 2018-11-16 | 2018-12-18 | 1 | 7.55 | 7.55 | 0.00% | market | 33.33% | — | -57.19% | -6.15% | -51.04% |
| PNNT | 2018-11-15 | 2018-11-16 | 2018-12-18 | 1 | 7.04 | 7.04 | 0.00% | market | 11.11% | — | -5.36% | -6.15% | 0.79% |
| FRO | 2018-11-16 | 2018-11-19 | 2018-12-19 | 3 | 6.50 | 6.50 | 0.00% | market | 61.54% | — | -10.10% | -7.98% | -2.12% |
| A | 2018-11-19 | 2018-11-20 | 2018-12-20 | 1 | 66.25 | 66.25 | 0.00% | market | 10.96% | — | -1.70% | -6.85% | 5.15% |
| KLIC | 2018-11-19 | 2018-11-20 | 2018-12-20 | 1 | 17.50 | 17.50 | 0.00% | market | 45.16% | — | 7.56% | -6.85% | 14.41% |
| XYF | 2018-11-19 | 2018-11-20 | 2018-12-20 | 1 | 22.05 | 22.05 | 0.00% | market | 118.18% | — | -20.92% | -6.85% | -14.06% |
| CPB | 2018-11-20 | 2018-11-21 | 2018-12-21 | 1 | 40.43 | 40.43 | 0.00% | market | 12.86% | — | -11.68% | -9.46% | -2.21% |
| SFL | 2018-11-20 | 2018-11-21 | 2018-12-21 | 1 | 12.18 | 12.18 | 0.00% | market | 26.92% | — | -10.12% | -9.46% | -0.65% |
| CANG | 2018-11-22 | 2018-11-23 | 2018-12-24 | 1 | 44.90 | 44.90 | 0.00% | market | 33.33% | — | -15.47% | -10.96% | -4.51% |
| BBAR | 2018-11-23 | 2018-11-26 | 2018-12-26 | 3 | 12.11 | 12.11 | 0.00% | market | 53.33% | — | -13.23% | -7.37% | -5.86% |
| DSX | 2018-11-26 | 2018-11-27 | 2018-12-27 | 1 | 3.29 | 3.29 | 0.00% | market | 225.00% | — | -3.75% | -6.86% | 3.11% |
| KNOP | 2018-11-26 | 2018-11-27 | 2018-12-27 | 1 | 20.11 | 20.11 | 0.00% | market | 18.52% | — | -12.58% | -6.86% | -5.72% |
| GGAL | 2018-11-28 | 2018-11-29 | 2018-12-31 | 1 | 25.96 | 25.96 | 0.00% | market | 29.17% | — | 6.10% | -8.69% | 14.79% |
| VEEV | 2018-11-28 | 2018-11-29 | 2018-12-31 | 1 | 97.50 | 97.50 | 0.00% | market | 18.42% | — | -8.49% | -8.69% | 0.20% |
| PAGS | 2018-11-29 | 2018-11-30 | 2019-01-02 | 1 | 22.41 | 22.41 | 0.00% | market | 20.00% | — | -13.13% | -8.63% | -4.50% |
| HQY | 2018-12-04 | 2018-12-06 | 2019-01-07 | 2 | 76.78 | 76.78 | 0.00% | market | 12.00% | — | -30.43% | -4.34% | -26.09% |
| TOL | 2018-12-04 | 2018-12-06 | 2019-01-07 | 2 | 32.50 | 32.50 | 0.00% | market | 13.66% | — | 8.61% | -4.34% | 12.95% |
| AGX | 2018-12-06 | 2018-12-07 | 2019-01-08 | 1 | 43.18 | 43.18 | 0.00% | market | 508.82% | — | -8.55% | -4.71% | -3.84% |
| BB | 2018-12-20 | 2018-12-21 | 2019-01-23 | 1 | 7.60 | 7.60 | 0.00% | market | 105.90% | — | 1.48% | 6.76% | -5.28% |
| EBF | 2018-12-21 | 2018-12-24 | 2019-01-24 | 3 | 18.70 | 18.70 | 0.00% | market | 11.11% | — | 6.05% | 10.25% | -4.20% |
| PKE | 2019-01-03 | 2019-01-04 | 2019-02-04 | 1 | 20.66 | 20.66 | 0.00% | market | 42.86% | — | -12.49% | 9.84% | -22.33% |
| LW | 2019-01-04 | 2019-01-07 | 2019-02-05 | 3 | 75.59 | 75.59 | 0.00% | market | 14.29% | — | -5.33% | 8.08% | -13.40% |
| STZ | 2019-01-09 | 2019-01-10 | 2019-02-08 | 1 | 156.50 | 156.50 | 0.00% | market | 16.18% | — | 11.86% | 5.55% | 6.32% |
| AA | 2019-01-16 | 2019-01-17 | 2019-02-15 | 1 | 28.21 | 28.21 | 0.00% | market | 106.25% | — | 0.11% | 6.68% | -6.56% |
| BAC | 2019-01-16 | 2019-01-17 | 2019-02-15 | 1 | 28.34 | 28.34 | 0.00% | market | 11.11% | — | 2.62% | 6.68% | -4.06% |
| GS | 2019-01-16 | 2019-01-17 | 2019-02-15 | 1 | 195.95 | 195.95 | 0.00% | market | 35.73% | — | 1.20% | 6.68% | -5.48% |
| LOGI | 2019-01-21 | 2019-01-22 | 2019-02-20 | 1 | 33.62 | 33.62 | 0.00% | market | 17.91% | — | 9.83% | 5.13% | 4.70% |
| VFC | 2019-01-18 | 2019-01-22 | 2019-02-20 | 4 | 77.37 | 77.37 | 0.00% | market | 19.09% | — | 4.97% | 5.13% | -0.17% |
| GATX | 2019-01-22 | 2019-01-23 | 2019-02-21 | 1 | 71.34 | 71.34 | 0.00% | market | 15.07% | — | 7.90% | 5.08% | 2.82% |
| PLD | 2019-01-22 | 2019-01-23 | 2019-02-21 | 1 | 64.88 | 64.88 | 0.00% | market | 123.81% | — | 9.38% | 5.08% | 4.30% |
| CMRE | 2019-01-23 | 2019-01-24 | 2019-02-22 | 1 | 3.67 | 3.67 | 0.00% | market | 20.00% | — | 8.07% | 6.05% | 2.02% |
| LOB | 2019-01-23 | 2019-01-24 | 2019-02-22 | 1 | 15.12 | 15.12 | 0.00% | market | 116.67% | — | 9.69% | 6.05% | 3.64% |
| SLM | 2019-01-23 | 2019-01-24 | 2019-02-22 | 1 | 10.15 | 10.15 | 0.00% | market | 22.22% | — | 11.82% | 6.05% | 5.77% |
| SYF | 2019-01-23 | 2019-01-24 | 2019-02-22 | 1 | 29.73 | 29.73 | 0.00% | market | 17.20% | — | 7.13% | 6.05% | 1.08% |
| TDY | 2019-01-23 | 2019-01-24 | 2019-02-22 | 1 | 221.59 | 221.59 | 0.00% | market | 12.39% | — | 6.20% | 6.05% | 0.15% |
| TER | 2019-01-23 | 2019-01-24 | 2019-02-22 | 1 | 34.70 | 34.70 | 0.00% | market | 26.00% | — | 18.75% | 6.05% | 12.70% |
| BMY | 2019-01-24 | 2019-01-25 | 2019-02-25 | 1 | 49.57 | 49.57 | 0.00% | market | 10.59% | — | 2.08% | 5.24% | -3.16% |
| BY | 2019-01-24 | 2019-01-25 | 2019-02-25 | 1 | 17.51 | 17.51 | 0.00% | market | 25.64% | — | 16.12% | 5.24% | 10.88% |
| FHB | 2019-01-24 | 2019-01-25 | 2019-02-25 | 1 | 25.55 | 25.55 | 0.00% | market | 11.54% | — | 6.04% | 5.24% | 0.81% |
| LUV | 2019-01-24 | 2019-01-25 | 2019-02-25 | 1 | 55.00 | 55.00 | 0.00% | market | 10.38% | — | -1.99% | 5.24% | -7.23% |
| NSC | 2019-01-24 | 2019-01-25 | 2019-02-25 | 1 | 161.00 | 161.00 | 0.00% | market | 12.23% | — | 12.58% | 5.24% | 7.34% |
| TAL | 2019-01-24 | 2019-01-25 | 2019-02-25 | 1 | 30.00 | 30.00 | 0.00% | market | 140.00% | — | 18.33% | 5.24% | 13.10% |
| NVR | 2019-01-25 | 2019-01-28 | 2019-02-26 | 3 | 2,470.00 | 2,470.00 | 0.00% | market | 15.59% | — | 6.50% | 6.05% | 0.45% |
| NBTB | 2019-01-28 | 2019-01-29 | 2019-02-27 | 1 | 36.16 | 36.16 | 0.00% | market | 24.62% | — | 7.37% | 5.79% | 1.58% |
| DOV | 2019-01-29 | 2019-01-30 | 2019-02-28 | 1 | 87.11 | 87.11 | 0.00% | market | 10.85% | — | 3.83% | 5.12% | -1.30% |
| FBP | 2019-01-29 | 2019-01-30 | 2019-02-28 | 1 | 10.52 | 10.52 | 0.00% | market | 25.00% | — | 9.31% | 5.12% | 4.19% |
| HCA | 2019-01-29 | 2019-01-30 | 2019-02-28 | 1 | 138.23 | 138.23 | 0.00% | market | 15.89% | — | 0.49% | 5.12% | -4.64% |
| HLI | 2019-01-29 | 2019-01-30 | 2019-02-28 | 1 | 45.81 | 45.81 | 0.00% | market | 10.00% | — | 0.27% | 5.12% | -4.85% |
| MRCY | 2019-01-29 | 2019-01-30 | 2019-02-28 | 1 | 55.89 | 55.89 | 0.00% | market | 11.90% | — | 13.55% | 5.12% | 8.43% |
| ROK | 2019-01-29 | 2019-01-30 | 2019-02-28 | 1 | 173.79 | 173.79 | 0.00% | market | 11.62% | — | 2.64% | 5.12% | -2.48% |
| TCBK | 2019-01-29 | 2019-01-30 | 2019-02-28 | 1 | 36.00 | 36.00 | 0.00% | market | 10.14% | — | 11.62% | 5.12% | 6.50% |
| ADP | 2019-01-30 | 2019-01-31 | 2019-03-01 | 1 | 138.83 | 138.83 | 0.00% | market | 13.56% | — | 10.76% | 4.83% | 5.93% |
| ALLY | 2019-01-30 | 2019-01-31 | 2019-03-01 | 1 | 26.65 | 26.65 | 0.00% | market | 12.20% | — | 1.33% | 4.83% | -3.50% |
| BA | 2019-01-30 | 2019-01-31 | 2019-03-01 | 1 | 387.16 | 387.16 | 0.00% | market | 19.91% | — | 13.71% | 4.83% | 8.88% |
| BOKF | 2019-01-30 | 2019-01-31 | 2019-03-01 | 1 | 84.38 | 84.38 | 0.00% | market | 17.19% | — | 7.48% | 4.83% | 2.66% |
| CPF | 2019-01-30 | 2019-01-31 | 2019-03-01 | 1 | 29.22 | 29.22 | 0.00% | market | 10.20% | — | -0.58% | 4.83% | -5.41% |
| CRUS | 2019-01-30 | 2019-01-31 | 2019-03-01 | 1 | 36.55 | 36.55 | 0.00% | market | 16.67% | — | 12.27% | 4.83% | 7.44% |
| DLB | 2019-01-30 | 2019-01-31 | 2019-03-01 | 1 | 65.00 | 65.00 | 0.00% | market | 66.07% | — | -0.15% | 4.83% | -4.97% |
| EVR | 2019-01-30 | 2019-01-31 | 2019-03-01 | 1 | 90.84 | 90.84 | 0.00% | market | 80.28% | — | 2.94% | 4.83% | -1.89% |
| QCOM | 2019-01-30 | 2019-01-31 | 2019-03-01 | 1 | 51.20 | 51.20 | 0.00% | market | 11.11% | — | 5.76% | 4.83% | 0.93% |
| ZWS | 2019-01-30 | 2019-01-31 | 2019-03-01 | 1 | 12.83 | 12.83 | 0.00% | market | 17.50% | — | 1.69% | 4.83% | -3.13% |
| CLBK | 2019-01-31 | 2019-02-01 | 2019-03-04 | 1 | 6.82 | 6.82 | 0.00% | market | 18.18% | — | 6.64% | 3.42% | 3.22% |
| CNX | 2019-01-31 | 2019-02-01 | 2019-03-04 | 1 | 12.00 | 12.00 | 0.00% | market | 139.29% | — | -8.43% | 3.42% | -11.86% |
| COP | 2019-01-31 | 2019-02-01 | 2019-03-04 | 1 | 68.34 | 68.34 | 0.00% | market | 14.14% | — | 2.18% | 3.42% | -1.24% |
| DECK | 2019-01-31 | 2019-02-01 | 2019-03-04 | 1 | 24.17 | 24.17 | 0.00% | market | 23.60% | — | -0.14% | 3.42% | -3.57% |
| EPD | 2019-01-31 | 2019-02-01 | 2019-03-04 | 1 | 27.83 | 27.83 | 0.00% | market | 18.00% | — | 0.44% | 3.42% | -2.99% |
| GEN | 2019-01-31 | 2019-02-01 | 2019-03-04 | 1 | 22.48 | 22.48 | 0.00% | market | 12.82% | — | -1.83% | 3.42% | -5.26% |
| KIM | 2019-01-31 | 2019-02-01 | 2019-03-04 | 1 | 17.15 | 17.15 | 0.00% | market | 13.33% | — | 0.42% | 3.42% | -3.00% |
| MUR | 2019-01-31 | 2019-02-01 | 2019-03-04 | 1 | 27.46 | 27.46 | 0.00% | market | 19.23% | — | 9.73% | 3.42% | 6.31% |
| OTEX | 2019-01-31 | 2019-02-01 | 2019-03-04 | 1 | 37.49 | 37.49 | 0.00% | market | 11.11% | — | 0.89% | 3.42% | -2.54% |
| POST | 2019-01-31 | 2019-02-01 | 2019-03-04 | 1 | 66.40 | 66.40 | 0.00% | market | 11.00% | — | 0.89% | 3.42% | -2.53% |
| RACE | 2019-01-31 | 2019-02-01 | 2019-03-04 | 1 | 126.07 | 126.07 | 0.00% | market | 20.00% | — | 3.65% | 3.42% | 0.23% |
| SKYW | 2019-01-31 | 2019-02-01 | 2019-03-04 | 1 | 52.80 | 52.80 | 0.00% | market | 18.52% | — | -0.21% | 3.42% | -3.64% |
| KKR | 2019-02-01 | 2019-02-04 | 2019-03-05 | 3 | 23.64 | 23.64 | 0.00% | market | 12.24% | — | -3.36% | 3.30% | -6.66% |
| MSGS | 2019-02-01 | 2019-02-04 | 2019-03-05 | 3 | 138.38 | 138.38 | 0.00% | market | 25.27% | — | 4.50% | 3.30% | 1.20% |
| ON | 2019-02-01 | 2019-02-04 | 2019-03-05 | 3 | 21.17 | 21.17 | 0.00% | market | 10.42% | — | 3.06% | 3.30% | -0.23% |
| PFS | 2019-02-01 | 2019-02-04 | 2019-03-05 | 3 | 26.57 | 26.57 | 0.00% | market | 12.24% | — | 2.42% | 3.30% | -0.88% |
| PIPR | 2019-02-01 | 2019-02-04 | 2019-03-05 | 3 | 17.66 | 17.66 | 0.00% | market | 21.34% | — | -0.38% | 3.30% | -3.68% |
| SPG | 2019-02-01 | 2019-02-04 | 2019-03-05 | 3 | 179.00 | 179.00 | 0.00% | market | 21.05% | — | -1.55% | 3.30% | -4.85% |
| TAK | 2019-02-01 | 2019-02-04 | 2019-03-05 | 3 | 20.19 | 20.19 | 0.00% | market | 310.24% | — | 3.71% | 3.30% | 0.42% |
| AVB | 2019-02-04 | 2019-02-05 | 2019-03-06 | 1 | 195.00 | 195.00 | 0.00% | market | 144.74% | — | 0.14% | 1.79% | -1.65% |
| GOOG | 2019-02-04 | 2019-02-05 | 2019-03-06 | 1 | 56.24 | 56.24 | 0.00% | market | 18.52% | — | 2.83% | 1.79% | 1.04% |
| GOOGL | 2019-02-04 | 2019-02-05 | 2019-03-06 | 1 | 56.48 | 56.48 | 0.00% | market | 18.52% | — | 3.03% | 1.79% | 1.24% |
| STX | 2019-02-04 | 2019-02-05 | 2019-03-06 | 1 | 43.50 | 43.50 | 0.00% | market | 11.02% | — | 6.24% | 1.79% | 4.45% |
| BMI | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 57.07 | 57.07 | 0.00% | market | 11.11% | — | -0.15% | 0.81% | -0.97% |
| DIS | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 113.85 | 113.85 | 0.00% | market | 18.71% | — | 0.04% | 0.81% | -0.77% |
| EL | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 149.81 | 149.81 | 0.00% | market | 12.26% | — | 3.63% | 0.81% | 2.82% |
| EMR | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 67.07 | 67.07 | 0.00% | market | 12.12% | — | 0.24% | 0.81% | -0.57% |
| HLNE | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 41.36 | 41.36 | 0.00% | market | 55.00% | — | 10.73% | 0.81% | 9.92% |
| MANH | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 53.81 | 53.81 | 0.00% | market | 24.32% | — | -0.49% | 0.81% | -1.30% |
| ONTO | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 29.76 | 29.76 | 0.00% | market | 32.50% | — | -5.01% | 0.81% | -5.82% |
| PAA | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 23.49 | 23.49 | 0.00% | market | 15.94% | — | 1.94% | 0.81% | 1.13% |
| PAGP | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 23.96 | 23.96 | 0.00% | market | 119.61% | — | -0.43% | 0.81% | -1.25% |
| PDM | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 19.76 | 19.76 | 0.00% | market | 191.67% | — | 2.13% | 0.81% | 1.31% |
| TDG | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 419.38 | 419.38 | 0.00% | market | 12.24% | — | 1.90% | 0.81% | 1.08% |
| VRTX | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 193.00 | 193.00 | 0.00% | market | 23.81% | — | -7.56% | 0.81% | -8.37% |
| VSH | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 21.33 | 21.33 | 0.00% | market | 13.73% | — | -5.91% | 0.81% | -6.73% |
| CPRI | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 47.75 | 47.75 | 0.00% | market | 12.10% | — | -8.83% | 1.30% | -10.13% |
| FTNT | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 16.20 | 16.20 | 0.00% | market | 20.00% | — | -0.53% | 1.30% | -1.83% |
| GSK | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 41.08 | 41.08 | 0.00% | market | 12.50% | — | -2.44% | 1.30% | -3.74% |
| MC | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 46.82 | 46.82 | 0.00% | market | 14.93% | — | -7.15% | 1.30% | -8.45% |
| NYT | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 29.62 | 29.62 | 0.00% | market | 14.29% | — | 12.46% | 1.30% | 11.16% |
| REGN | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 408.29 | 408.29 | 0.00% | market | 22.14% | — | -1.48% | 1.30% | -2.78% |
| SONO | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 11.65 | 11.65 | 0.00% | market | 34.15% | — | -14.43% | 1.30% | -15.73% |
| TRNO | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 41.75 | 41.75 | 0.00% | market | 111.11% | — | -2.81% | 1.30% | -4.11% |
| UHAL | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 36.66 | 36.66 | 0.00% | market | 17.65% | — | -0.32% | 1.30% | -1.61% |
| BKH | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 69.54 | 69.54 | 0.00% | market | 14.13% | — | 5.22% | 3.61% | 1.62% |
| COLM | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 102.80 | 102.80 | 0.00% | market | 31.25% | — | -0.12% | 3.61% | -3.73% |
| LGND | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 74.86 | 74.86 | 0.00% | market | 33.86% | — | -7.62% | 3.61% | -11.23% |
| MAS | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 35.73 | 35.73 | 0.00% | market | 14.29% | — | 10.00% | 3.61% | 6.40% |
| ODFL | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 47.71 | 47.71 | 0.00% | market | 12.07% | — | 2.10% | 3.61% | -1.50% |
| PFSI | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 21.60 | 21.60 | 0.00% | market | 16.67% | — | 3.60% | 3.61% | -0.00% |