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 4: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VRSN | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 174.00 | 174.00 | 0.00% | market | 30.58% | — | 2.81% | 3.61% | -0.79% |
| CCJ | 2019-02-08 | 2019-02-11 | 2019-03-12 | 3 | 12.49 | 12.49 | 0.00% | market | 105.26% | — | -4.82% | 3.06% | -7.88% |
| EAF | 2019-02-08 | 2019-02-11 | 2019-03-12 | 3 | 134.10 | 134.10 | 0.00% | market | 22.54% | — | -1.67% | 3.06% | -4.72% |
| ESNT | 2019-02-08 | 2019-02-11 | 2019-03-12 | 3 | 41.80 | 41.80 | 0.00% | market | 16.81% | — | 3.56% | 3.06% | 0.50% |
| UI | 2019-02-08 | 2019-02-11 | 2019-03-12 | 3 | 126.39 | 126.39 | 0.00% | market | 22.22% | — | 12.62% | 3.06% | 9.57% |
| OMAB | 2019-02-11 | 2019-02-12 | 2019-03-13 | 1 | 44.85 | 44.85 | 0.00% | market | 15.07% | — | -4.96% | 3.27% | -8.24% |
| SBLK | 2019-02-11 | 2019-02-12 | 2019-03-13 | 1 | 8.15 | 8.15 | 0.00% | market | 32.00% | — | -16.54% | 3.27% | -19.82% |
| EXEL | 2019-02-12 | 2019-02-13 | 2019-03-14 | 1 | 23.15 | 23.15 | 0.00% | market | 48.00% | — | 6.85% | 2.23% | 4.63% |
| GTES | 2019-02-12 | 2019-02-13 | 2019-03-14 | 1 | 16.34 | 16.34 | 0.00% | market | 33.33% | — | -6.34% | 2.23% | -8.57% |
| QLYS | 2019-02-12 | 2019-02-13 | 2019-03-14 | 1 | 80.76 | 80.76 | 0.00% | market | 27.50% | — | 4.88% | 2.23% | 2.65% |
| REXR | 2019-02-12 | 2019-02-13 | 2019-03-14 | 1 | 34.84 | 34.84 | 0.00% | market | 160.00% | — | 1.13% | 2.23% | -1.09% |
| ARES | 2019-02-14 | 2019-02-15 | 2019-03-18 | 1 | 22.74 | 22.74 | 0.00% | market | 32.26% | — | 5.05% | 2.16% | 2.88% |
| ARR | 2019-02-14 | 2019-02-15 | 2019-03-18 | 1 | 105.50 | 105.50 | 0.00% | market | 416.13% | — | -6.55% | 2.16% | -8.71% |
| AZN | 2019-02-14 | 2019-02-15 | 2019-03-18 | 1 | 80.58 | 80.58 | 0.00% | market | 107.89% | — | 4.14% | 2.16% | 1.98% |
| AROC | 2019-02-19 | 2019-02-20 | 2019-03-20 | 1 | 10.69 | 10.69 | 0.00% | market | 25.00% | — | -4.22% | 1.35% | -5.56% |
| AU | 2019-02-19 | 2019-02-20 | 2019-03-20 | 1 | 15.64 | 15.64 | 0.00% | market | 217.00% | — | -11.86% | 1.35% | -13.21% |
| EIG | 2019-02-20 | 2019-02-21 | 2019-03-21 | 1 | 47.45 | 47.45 | 0.00% | market | 89.86% | — | -15.55% | 2.53% | -18.08% |
| ESRT | 2019-02-20 | 2019-02-21 | 2019-03-21 | 1 | 15.50 | 15.50 | 0.00% | market | 26.09% | — | 2.93% | 2.53% | 0.40% |
| ACRE | 2019-02-21 | 2019-02-22 | 2019-03-22 | 1 | 14.90 | 14.90 | 0.00% | market | 12.50% | — | 1.51% | 0.41% | 1.10% |
| CRK | 2019-02-21 | 2019-02-22 | 2019-03-22 | 1 | 6.89 | 6.89 | 0.00% | market | 66.67% | — | 0.92% | 0.41% | 0.51% |
| ECVT | 2019-02-21 | 2019-02-22 | 2019-03-22 | 1 | 16.92 | 16.92 | 0.00% | market | 30.77% | — | -10.86% | 0.41% | -11.27% |
| ERIE | 2019-02-21 | 2019-02-22 | 2019-03-22 | 1 | 171.37 | 171.37 | 0.00% | market | 16.67% | — | 2.64% | 0.41% | 2.23% |
| GMED | 2019-02-21 | 2019-02-22 | 2019-03-22 | 1 | 47.86 | 47.86 | 0.00% | market | 10.26% | — | -0.94% | 0.41% | -1.35% |
| HASI | 2019-02-21 | 2019-02-22 | 2019-03-22 | 1 | 24.00 | 24.00 | 0.00% | market | 19.35% | — | 4.52% | 0.41% | 4.12% |
| WPC | 2019-02-22 | 2019-02-25 | 2019-03-25 | 3 | 73.11 | 73.11 | 0.00% | market | 221.57% | — | 4.25% | -0.60% | 4.85% |
| ALSN | 2019-02-25 | 2019-02-26 | 2019-03-26 | 1 | 49.39 | 49.39 | 0.00% | market | 16.33% | — | -8.56% | 0.71% | -9.28% |
| BH | 2019-02-25 | 2019-02-26 | 2019-03-26 | 1 | 144.01 | 144.01 | 0.00% | market | 2580.36% | — | -1.38% | 0.71% | -2.10% |
| BSM | 2019-02-25 | 2019-02-26 | 2019-03-26 | 1 | 18.37 | 18.37 | 0.00% | market | 166.67% | — | -3.86% | 0.71% | -4.57% |
| BWXT | 2019-02-25 | 2019-02-26 | 2019-03-26 | 1 | 54.75 | 54.75 | 0.00% | market | 25.42% | — | -11.00% | 0.71% | -11.72% |
| CORT | 2019-02-25 | 2019-02-26 | 2019-03-26 | 1 | 11.59 | 11.59 | 0.00% | market | 20.00% | — | -2.86% | 0.71% | -3.57% |
| CRI | 2019-02-25 | 2019-02-26 | 2019-03-26 | 1 | 100.10 | 100.10 | 0.00% | market | 10.94% | — | -2.25% | 0.71% | -2.96% |
| ASR | 2019-02-26 | 2019-02-27 | 2019-03-27 | 1 | 171.36 | 171.36 | 0.00% | market | 26.67% | — | -9.83% | 0.41% | -10.23% |
| APA | 2019-02-27 | 2019-02-28 | 2019-03-28 | 1 | 33.81 | 33.81 | 0.00% | market | 24.00% | — | 3.69% | 0.63% | 3.06% |
| BKNG | 2019-02-27 | 2019-02-28 | 2019-03-28 | 1 | 70.16 | 70.16 | 0.00% | market | 15.38% | — | -1.53% | 0.63% | -2.15% |
| CPB | 2019-02-27 | 2019-02-28 | 2019-03-28 | 1 | 36.21 | 36.21 | 0.00% | market | 10.00% | — | 5.67% | 0.63% | 5.04% |
| CRC | 2019-02-27 | 2019-02-28 | 2019-03-28 | 1 | 24.87 | 24.87 | 0.00% | market | 2572.72% | — | 3.48% | 0.63% | 2.85% |
| ECPG | 2019-02-27 | 2019-02-28 | 2019-03-28 | 1 | 35.91 | 35.91 | 0.00% | market | 17.89% | — | -23.55% | 0.63% | -24.17% |
| FSK | 2019-02-27 | 2019-02-28 | 2019-03-28 | 1 | 26.04 | 26.04 | 0.00% | market | 16.67% | — | -7.01% | 0.63% | -7.64% |
| FTDR | 2019-02-27 | 2019-02-28 | 2019-03-28 | 1 | 31.29 | 31.29 | 0.00% | market | 283.33% | — | 10.09% | 0.63% | 9.47% |
| ABEV | 2019-02-28 | 2019-03-01 | 2019-03-29 | 1 | 4.45 | 4.45 | 0.00% | market | 26.32% | — | -3.47% | 0.73% | -4.20% |
| AGO | 2019-02-28 | 2019-03-01 | 2019-03-29 | 1 | 42.43 | 42.43 | 0.00% | market | 14.47% | — | 4.61% | 0.73% | 3.89% |
| BCPC | 2019-02-28 | 2019-03-01 | 2019-03-29 | 1 | 89.62 | 89.62 | 0.00% | market | 11.59% | — | 3.45% | 0.73% | 2.72% |
| BEP | 2019-02-28 | 2019-03-01 | 2019-03-29 | 1 | 16.04 | 16.04 | 0.00% | market | 216.67% | — | 6.07% | 0.73% | 5.34% |
| CWT | 2019-02-28 | 2019-03-01 | 2019-03-29 | 1 | 52.58 | 52.58 | 0.00% | market | 14.29% | — | 3.13% | 0.73% | 2.41% |
| DAVA | 2019-02-28 | 2019-03-01 | 2019-03-29 | 1 | 29.72 | 29.72 | 0.00% | market | 52.94% | — | -7.57% | 0.73% | -8.30% |
| DEA | 2019-02-28 | 2019-03-01 | 2019-03-29 | 1 | 44.78 | 44.78 | 0.00% | market | 416.67% | — | 0.46% | 0.73% | -0.27% |
| LTC | 2019-02-28 | 2019-03-01 | 2019-03-29 | 1 | 44.39 | 44.39 | 0.00% | market | 24.19% | — | 3.08% | 0.73% | 2.35% |
| MBI | 2019-02-28 | 2019-03-01 | 2019-03-29 | 1 | 10.00 | 10.00 | 0.00% | market | 621.74% | — | -4.90% | 0.73% | -5.63% |
| OVV | 2019-02-28 | 2019-03-01 | 2019-03-29 | 1 | 36.80 | 36.80 | 0.00% | market | 88.24% | — | -1.73% | 0.73% | -2.46% |
| CCO | 2019-03-05 | 2019-03-06 | 2019-04-03 | 1 | 5.55 | 5.55 | 0.00% | market | 799.74% | — | 0.44% | 2.60% | -2.16% |
| COO | 2019-03-05 | 2019-03-06 | 2019-04-03 | 1 | 74.75 | 74.75 | 0.00% | market | 14.29% | — | -0.74% | 2.60% | -3.35% |
| GNK | 2019-03-05 | 2019-03-06 | 2019-04-03 | 1 | 8.90 | 8.90 | 0.00% | market | 34.48% | — | -11.45% | 2.60% | -14.05% |
| ACMR | 2019-03-06 | 2019-03-07 | 2019-04-04 | 1 | 4.32 | 4.32 | 0.00% | market | 77.75% | — | 22.12% | 3.74% | 18.38% |
| GPRK | 2019-03-06 | 2019-03-07 | 2019-04-04 | 1 | 18.73 | 18.73 | 0.00% | market | 56.82% | — | -3.04% | 3.74% | -6.78% |
| SCM | 2019-03-06 | 2019-03-07 | 2019-04-04 | 1 | 14.56 | 14.56 | 0.00% | market | 32.43% | — | -1.75% | 3.74% | -5.49% |
| TPVG | 2019-03-06 | 2019-03-07 | 2019-04-04 | 1 | 13.18 | 13.18 | 0.00% | market | 20.59% | — | 4.38% | 3.74% | 0.64% |
| ZYME | 2019-03-06 | 2019-03-07 | 2019-04-04 | 1 | 14.72 | 14.72 | 0.00% | market | 190.00% | — | 4.11% | 3.74% | 0.37% |
| NRP | 2019-03-07 | 2019-03-08 | 2019-04-05 | 1 | 42.50 | 42.50 | 0.00% | market | 38.52% | — | -1.39% | 5.73% | -7.12% |
| SONY | 2019-03-07 | 2019-03-08 | 2019-04-05 | 1 | 9.06 | 9.06 | 0.00% | market | 64.84% | — | -5.07% | 5.73% | -10.79% |
| TGLS | 2019-03-07 | 2019-03-08 | 2019-04-05 | 1 | 8.82 | 8.82 | 0.00% | market | 58.82% | — | -19.71% | 5.73% | -25.44% |
| USPH | 2019-03-07 | 2019-03-08 | 2019-04-05 | 1 | 108.01 | 108.01 | 0.00% | market | 12.70% | — | -0.46% | 5.73% | -6.19% |
| GGAL | 2019-03-08 | 2019-03-11 | 2019-04-08 | 3 | 26.86 | 26.86 | 0.00% | market | 20.00% | — | -5.27% | 4.92% | -10.19% |
| DNLI | 2019-03-12 | 2019-03-13 | 2019-04-10 | 1 | 23.38 | 23.38 | 0.00% | market | 818.18% | — | 20.26% | 2.78% | 17.47% |
| INSW | 2019-03-12 | 2019-03-13 | 2019-04-10 | 1 | 19.05 | 19.05 | 0.00% | market | 255.56% | — | -1.73% | 2.78% | -4.51% |
| IPI | 2019-03-12 | 2019-03-13 | 2019-04-10 | 1 | 39.20 | 39.20 | 0.00% | market | 100.00% | — | 0.67% | 2.78% | -2.12% |
| NOG | 2019-03-12 | 2019-03-13 | 2019-04-10 | 1 | 23.70 | 23.70 | 0.00% | market | 78.57% | — | 12.56% | 2.78% | 9.77% |
| AMPY | 2019-03-13 | 2019-03-14 | 2019-04-11 | 1 | 7.06 | 7.06 | 0.00% | market | 126.23% | — | 24.96% | 2.43% | 22.53% |
| DQ | 2019-03-13 | 2019-03-14 | 2019-04-11 | 1 | 6.73 | 6.73 | 0.00% | market | 479.93% | — | -0.69% | 2.43% | -3.13% |
| IIPR | 2019-03-13 | 2019-03-14 | 2019-04-11 | 1 | 80.22 | 80.22 | 0.00% | market | 46.15% | — | 4.65% | 2.43% | 2.22% |
| TALO | 2019-03-13 | 2019-03-14 | 2019-04-11 | 1 | 24.24 | 24.24 | 0.00% | market | 42.19% | — | 11.82% | 2.43% | 9.39% |
| WLFC | 2019-03-13 | 2019-03-14 | 2019-04-11 | 1 | 14.27 | 14.27 | 0.00% | market | 2810.00% | — | 2.21% | 2.43% | -0.22% |
| GHG | 2019-03-14 | 2019-03-15 | 2019-04-12 | 1 | 13.10 | 13.10 | 0.00% | market | 21.43% | — | 12.19% | 3.43% | 8.76% |
| HTHT | 2019-03-14 | 2019-03-15 | 2019-04-12 | 1 | 39.02 | 39.02 | 0.00% | market | 28.30% | — | 12.41% | 3.43% | 8.98% |
| AVAL | 2019-03-16 | 2019-03-18 | 2019-04-15 | 2 | 7.61 | 7.61 | 0.00% | market | 44.44% | — | 8.44% | 2.99% | 5.45% |
| HQY | 2019-03-18 | 2019-03-19 | 2019-04-16 | 1 | 81.24 | 81.24 | 0.00% | market | 22.73% | — | -12.86% | 2.35% | -15.21% |
| STNE | 2019-03-18 | 2019-03-19 | 2019-04-16 | 1 | 42.61 | 42.61 | 0.00% | market | 30.77% | — | -15.07% | 2.35% | -17.42% |
| XYF | 2019-03-18 | 2019-03-19 | 2019-04-16 | 1 | 19.05 | 19.05 | 0.00% | market | 1729.17% | — | -14.64% | 2.35% | -16.99% |
| GIS | 2019-03-20 | 2019-03-21 | 2019-04-18 | 1 | 48.23 | 48.23 | 0.00% | market | 20.29% | — | 7.14% | 3.34% | 3.79% |
| WPM | 2019-03-20 | 2019-03-21 | 2019-04-18 | 1 | 23.17 | 23.17 | 0.00% | market | 60.00% | — | -5.32% | 3.34% | -8.66% |
| YRD | 2019-03-25 | 2019-03-26 | 2019-04-24 | 1 | 13.14 | 13.14 | 0.00% | market | 158.82% | — | 14.82% | 4.00% | 10.82% |
| VALE | 2019-03-27 | 2019-03-28 | 2019-04-26 | 1 | 12.70 | 12.70 | 0.00% | market | 40.38% | — | 0.84% | 4.66% | -3.81% |
| ACN | 2019-03-28 | 2019-03-29 | 2019-04-29 | 1 | 175.30 | 175.30 | 0.00% | market | 10.19% | — | 3.27% | 4.07% | -0.79% |
| CLBK | 2019-03-29 | 2019-04-01 | 2019-04-30 | 3 | 7.18 | 7.18 | 0.00% | market | 44.44% | — | 0.32% | 3.27% | -2.96% |
| SBS | 2019-03-29 | 2019-04-01 | 2019-04-30 | 3 | 2.20 | 2.20 | 0.00% | market | 115.38% | — | 8.54% | 3.27% | 5.26% |
| LW | 2019-04-02 | 2019-04-03 | 2019-05-02 | 1 | 74.54 | 74.54 | 0.00% | market | 15.85% | — | -11.06% | 1.34% | -12.40% |
| EC | 2019-04-05 | 2019-04-08 | 2019-05-07 | 3 | 21.70 | 21.70 | 0.00% | market | 22.86% | — | -19.13% | -0.06% | -19.07% |
| CAAP | 2019-04-11 | 2019-04-12 | 2019-05-13 | 1 | 7.44 | 7.44 | 0.00% | market | 56.25% | — | 5.81% | -3.15% | 8.97% |
| JPM | 2019-04-12 | 2019-04-15 | 2019-05-14 | 3 | 110.92 | 110.92 | 0.00% | market | 14.22% | — | -0.64% | -2.36% | 1.72% |
| GS | 2019-04-15 | 2019-04-16 | 2019-05-15 | 1 | 199.62 | 199.62 | 0.00% | market | 16.77% | — | -1.71% | -2.02% | 0.31% |
| CSX | 2019-04-16 | 2019-04-17 | 2019-05-16 | 1 | 26.47 | 26.47 | 0.00% | market | 13.33% | — | -1.61% | -1.27% | -0.34% |
| IBKR | 2019-04-16 | 2019-04-17 | 2019-05-16 | 1 | 13.99 | 13.99 | 0.00% | market | 45.45% | — | -0.46% | -1.27% | 0.81% |
| PLD | 2019-04-16 | 2019-04-17 | 2019-05-16 | 1 | 73.18 | 73.18 | 0.00% | market | 66.67% | — | 4.94% | -1.27% | 6.21% |
| MS | 2019-04-17 | 2019-04-18 | 2019-05-17 | 1 | 47.79 | 47.79 | 0.00% | market | 18.80% | — | -8.28% | -1.47% | -6.81% |
| RLI | 2019-04-17 | 2019-04-18 | 2019-05-17 | 1 | 36.47 | 36.47 | 0.00% | market | 20.00% | — | 15.31% | -1.47% | 16.78% |
| SLM | 2019-04-17 | 2019-04-18 | 2019-05-17 | 1 | 10.26 | 10.26 | 0.00% | market | 16.67% | — | -1.95% | -1.47% | -0.48% |
| TCBI | 2019-04-17 | 2019-04-18 | 2019-05-17 | 1 | 59.98 | 59.98 | 0.00% | market | 18.52% | — | 1.02% | -1.47% | 2.49% |
| BPOP | 2019-04-18 | 2019-04-22 | 2019-05-20 | 4 | 57.12 | 57.12 | 0.00% | market | 16.55% | — | -3.39% | -1.81% | -1.59% |
| EXPO | 2019-04-18 | 2019-04-22 | 2019-05-20 | 4 | 57.94 | 57.94 | 0.00% | market | 16.67% | — | -1.29% | -1.81% | 0.51% |
| HDB | 2019-04-20 | 2019-04-22 | 2019-05-20 | 2 | 28.48 | 28.48 | 0.00% | market | 3454.87% | — | 8.64% | -1.81% | 10.45% |
| PM | 2019-04-18 | 2019-04-22 | 2019-05-20 | 4 | 84.14 | 84.14 | 0.00% | market | 12.37% | — | 2.38% | -1.81% | 4.19% |
| PPG | 2019-04-18 | 2019-04-22 | 2019-05-20 | 4 | 118.65 | 118.65 | 0.00% | market | 14.05% | — | -9.30% | -1.81% | -7.49% |
| SYF | 2019-04-18 | 2019-04-22 | 2019-05-20 | 4 | 33.13 | 33.13 | 0.00% | market | 13.64% | — | 5.54% | -1.81% | 7.35% |
| BRO | 2019-04-22 | 2019-04-23 | 2019-05-21 | 1 | 31.81 | 31.81 | 0.00% | market | 13.89% | — | 0.21% | -1.43% | 1.65% |
| CDNS | 2019-04-22 | 2019-04-23 | 2019-05-21 | 1 | 68.50 | 68.50 | 0.00% | market | 10.20% | — | -4.70% | -1.43% | -3.26% |
| CMRE | 2019-04-22 | 2019-04-23 | 2019-05-21 | 1 | 4.41 | 4.41 | 0.00% | market | 33.33% | — | -3.95% | -1.43% | -2.52% |
| ELS | 2019-04-22 | 2019-04-23 | 2019-05-21 | 1 | 57.27 | 57.27 | 0.00% | market | 80.00% | — | 3.10% | -1.43% | 4.53% |
| FBK | 2019-04-22 | 2019-04-23 | 2019-05-21 | 1 | 36.93 | 36.93 | 0.00% | market | 11.86% | — | -4.87% | -1.43% | -3.43% |
| RRC | 2019-04-22 | 2019-04-23 | 2019-05-21 | 1 | 10.01 | 10.01 | 0.00% | market | 50.00% | — | -14.19% | -1.43% | -12.75% |
| ALSN | 2019-04-23 | 2019-04-24 | 2019-05-22 | 1 | 48.08 | 48.08 | 0.00% | market | 16.81% | — | -9.48% | -2.45% | -7.03% |
| HOG | 2019-04-23 | 2019-04-24 | 2019-05-22 | 1 | 37.95 | 37.95 | 0.00% | market | 23.08% | — | -7.40% | -2.45% | -4.95% |
| LMT | 2019-04-23 | 2019-04-24 | 2019-05-22 | 1 | 333.90 | 333.90 | 0.00% | market | 32.03% | — | 2.12% | -2.45% | 4.56% |
| MANH | 2019-04-23 | 2019-04-24 | 2019-05-22 | 1 | 65.39 | 65.39 | 0.00% | market | 20.59% | — | 3.07% | -2.45% | 5.51% |
| NBHC | 2019-04-23 | 2019-04-24 | 2019-05-22 | 1 | 35.72 | 35.72 | 0.00% | market | 17.65% | — | 3.88% | -2.45% | 6.32% |
| SITC | 2019-04-23 | 2019-04-24 | 2019-05-22 | 1 | 53.72 | 53.72 | 0.00% | market | 10.34% | — | 0.72% | -2.45% | 3.16% |
| TER | 2019-04-23 | 2019-04-24 | 2019-05-22 | 1 | 46.71 | 46.71 | 0.00% | market | 22.73% | — | -6.97% | -2.45% | -4.53% |
| CINF | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 87.40 | 87.40 | 0.00% | market | 11.70% | — | 13.42% | -3.42% | 16.84% |
| CPF | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 30.41 | 30.41 | 0.00% | market | 10.00% | — | -6.32% | -3.42% | -2.90% |
| EIG | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 43.00 | 43.00 | 0.00% | market | 77.36% | — | -3.29% | -3.42% | 0.13% |
| HP | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 62.83 | 62.83 | 0.00% | market | 47.37% | — | -18.56% | -3.42% | -15.15% |
| MCB | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 37.15 | 37.15 | 0.00% | market | 34.67% | — | 4.75% | -3.42% | 8.16% |
| META | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 196.98 | 196.98 | 0.00% | market | 15.95% | — | -8.28% | -3.42% | -4.86% |
| MSFT | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 130.06 | 130.06 | 0.00% | market | 14.00% | — | -3.08% | -3.42% | 0.33% |
| NSC | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 205.54 | 205.54 | 0.00% | market | 15.14% | — | -2.82% | -3.42% | 0.60% |
| PYPL | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 108.52 | 108.52 | 0.00% | market | 16.42% | — | 1.17% | -3.42% | 4.59% |
| RJF | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 59.29 | 59.29 | 0.00% | market | 11.01% | — | -4.82% | -3.42% | -1.41% |
| SCI | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 42.01 | 42.01 | 0.00% | market | 14.63% | — | 2.90% | -3.42% | 6.32% |
| SYBT | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 34.25 | 34.25 | 0.00% | market | 15.25% | — | 1.33% | -3.42% | 4.75% |
| TEL | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 95.97 | 95.97 | 0.00% | market | 10.94% | — | -9.73% | -3.42% | -6.31% |
| TRN | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 23.21 | 23.21 | 0.00% | market | 20.00% | — | -12.16% | -3.42% | -8.75% |
| TROW | 2019-04-24 | 2019-04-25 | 2019-05-23 | 1 | 109.59 | 109.59 | 0.00% | market | 25.90% | — | -6.30% | -3.42% | -2.89% |
| AEM | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 41.81 | 41.81 | 0.00% | market | 133.33% | — | -1.70% | -3.19% | 1.49% |
| BAX | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 76.16 | 76.16 | 0.00% | market | 11.76% | — | -1.49% | -3.19% | 1.70% |
| BBD | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 6.81 | 6.81 | 0.00% | market | 14.29% | — | -6.41% | -3.19% | -3.22% |
| BY | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 19.73 | 19.73 | 0.00% | market | 11.76% | — | -3.04% | -3.19% | 0.15% |
| CASH | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 23.36 | 23.36 | 0.00% | market | 18.07% | — | 17.62% | -3.19% | 20.81% |
| CLBK | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 6.99 | 6.99 | 0.00% | market | 18.18% | — | 0.33% | -3.19% | 3.52% |
| CMCSA | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 43.93 | 43.93 | 0.00% | market | 11.76% | — | -2.97% | -3.19% | 0.22% |
| COLM | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 106.00 | 106.00 | 0.00% | market | 28.92% | — | -8.48% | -3.19% | -5.29% |
| DLX | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 43.36 | 43.36 | 0.00% | market | 38.74% | — | -9.12% | -3.19% | -5.93% |
| EHC | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 50.52 | 50.52 | 0.00% | market | 16.85% | — | -6.67% | -3.19% | -3.48% |
| ENVA | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 28.64 | 28.64 | 0.00% | market | 23.40% | — | -20.49% | -3.19% | -17.30% |
| FCN | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 84.31 | 84.31 | 0.00% | market | 64.65% | — | -3.61% | -3.19% | -0.42% |
| HTH | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 21.10 | 21.10 | 0.00% | market | 57.69% | — | -4.46% | -3.19% | -1.27% |
| ILMN | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 306.13 | 306.13 | 0.00% | market | 19.40% | — | -0.91% | -3.19% | 2.28% |
| LAZ | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 40.16 | 40.16 | 0.00% | market | 33.85% | — | -17.26% | -3.19% | -14.07% |
| NEM | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 31.87 | 31.87 | 0.00% | market | 26.92% | — | 0.06% | -3.19% | 3.25% |
| ORI | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 21.25 | 21.25 | 0.00% | market | 14.29% | — | 6.06% | -3.19% | 9.26% |
| ROP | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 348.75 | 348.75 | 0.00% | market | 18.71% | — | -0.29% | -3.19% | 2.90% |
| SKYW | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 59.97 | 59.97 | 0.00% | market | 15.65% | — | -0.13% | -3.19% | 3.06% |
| TAL | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 36.50 | 36.50 | 0.00% | market | 17.65% | — | -7.00% | -3.19% | -3.81% |
| TBBK | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 9.49 | 9.49 | 0.00% | market | 28.00% | — | -0.10% | -3.19% | 3.09% |
| TMUS | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 74.73 | 74.73 | 0.00% | market | 16.48% | — | 3.30% | -3.19% | 6.49% |
| WST | 2019-04-25 | 2019-04-26 | 2019-05-24 | 1 | 122.62 | 122.62 | 0.00% | market | 12.12% | — | -5.26% | -3.19% | -2.07% |
| AZN | 2019-04-26 | 2019-04-29 | 2019-05-28 | 3 | 77.12 | 77.12 | 0.00% | market | 112.62% | — | -1.53% | -4.55% | 3.03% |
| BEN | 2019-04-26 | 2019-04-29 | 2019-05-28 | 3 | 35.00 | 35.00 | 0.00% | market | 16.13% | — | -6.76% | -4.55% | -2.21% |
| OPY | 2019-04-26 | 2019-04-29 | 2019-05-28 | 3 | 26.31 | 26.31 | 0.00% | market | 50.00% | — | -1.81% | -4.55% | 2.74% |
| PIPR | 2019-04-26 | 2019-04-29 | 2019-05-28 | 3 | 20.00 | 20.00 | 0.00% | market | 31.93% | — | -8.40% | -4.55% | -3.85% |
| VRTS | 2019-04-26 | 2019-04-29 | 2019-05-28 | 3 | 124.45 | 124.45 | 0.00% | market | 14.23% | — | -11.33% | -4.55% | -6.78% |
| ARLP | 2019-04-29 | 2019-04-30 | 2019-05-29 | 1 | 19.66 | 19.66 | 0.00% | market | 49.28% | — | -12.92% | -5.19% | -7.73% |
| AROC | 2019-04-29 | 2019-04-30 | 2019-05-29 | 1 | 10.61 | 10.61 | 0.00% | market | 20.00% | — | -13.11% | -5.19% | -7.92% |
| AWI | 2019-04-29 | 2019-04-30 | 2019-05-29 | 1 | 86.50 | 86.50 | 0.00% | market | 15.79% | — | 0.24% | -5.19% | 5.42% |
| CGNX | 2019-04-29 | 2019-04-30 | 2019-05-29 | 1 | 45.46 | 45.46 | 0.00% | market | 11.76% | — | -8.39% | -5.19% | -3.21% |
| GOOG | 2019-04-29 | 2019-04-30 | 2019-05-29 | 1 | 59.25 | 59.25 | 0.00% | market | 13.21% | — | -5.89% | -5.19% | -0.70% |
| GOOGL | 2019-04-29 | 2019-04-30 | 2019-05-29 | 1 | 59.53 | 59.53 | 0.00% | market | 13.21% | — | -6.03% | -5.19% | -0.84% |
| L | 2019-04-29 | 2019-04-30 | 2019-05-29 | 1 | 51.04 | 51.04 | 0.00% | market | 26.32% | — | 0.31% | -5.19% | 5.50% |
| MCY | 2019-04-29 | 2019-04-30 | 2019-05-29 | 1 | 52.82 | 52.82 | 0.00% | market | 12.99% | — | 7.81% | -5.19% | 13.00% |
| WWD | 2019-04-29 | 2019-04-30 | 2019-05-29 | 1 | 110.61 | 110.61 | 0.00% | market | 33.33% | — | -1.77% | -5.19% | 3.41% |
| AIN | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 75.04 | 75.04 | 0.00% | market | 16.00% | — | -7.39% | -5.32% | -2.07% |
| ARCC | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 18.04 | 18.04 | 0.00% | market | 14.29% | — | -1.76% | -5.32% | 3.56% |
| CMI | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 166.51 | 166.51 | 0.00% | market | 11.20% | — | -4.89% | -5.32% | 0.43% |
| FOR | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 19.31 | 19.31 | 0.00% | market | 84.62% | — | -5.43% | -5.32% | -0.11% |
| GEO | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 20.16 | 20.16 | 0.00% | market | 42.55% | — | 7.14% | -5.32% | 12.47% |
| HCA | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 126.80 | 126.80 | 0.00% | market | 27.47% | — | -3.44% | -5.32% | 1.89% |
| HMN | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 39.99 | 39.99 | 0.00% | market | 18.87% | — | 1.53% | -5.32% | 6.85% |
| INCY | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 77.17 | 77.17 | 0.00% | market | 55.00% | — | 1.93% | -5.32% | 7.26% |
| IR | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 33.87 | 33.87 | 0.00% | market | 11.76% | — | 2.41% | -5.32% | 7.73% |
| LNTH | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 24.59 | 24.59 | 0.00% | market | 12.00% | — | 1.08% | -5.32% | 6.40% |
| LSCC | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 13.78 | 13.78 | 0.00% | market | 22.22% | — | -10.48% | -5.32% | -5.15% |
| MGRC | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 63.26 | 63.26 | 0.00% | market | 17.19% | — | -10.12% | -5.32% | -4.80% |
| MRCY | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 77.97 | 77.97 | 0.00% | market | 11.11% | — | -10.68% | -5.32% | -5.36% |
| MRK | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 75.03 | 75.03 | 0.00% | market | 15.09% | — | 1.17% | -5.32% | 6.49% |
| OKE | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 67.97 | 67.97 | 0.00% | market | 10.96% | — | -5.75% | -5.32% | -0.43% |
| PFE | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 38.48 | 38.48 | 0.00% | market | 13.33% | — | 3.12% | -5.32% | 8.45% |
| REXR | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 38.00 | 38.00 | 0.00% | market | 166.67% | — | -1.07% | -5.32% | 4.25% |
| APA | 2019-05-01 | 2019-05-02 | 2019-05-31 | 1 | 30.80 | 30.80 | 0.00% | market | 11.11% | — | -15.46% | -5.63% | -9.83% |
| BHC | 2019-05-06 | 2019-05-07 | 2019-06-05 | 1 | 25.31 | 25.31 | 0.00% | market | 15.73% | — | -15.86% | -2.48% | -13.39% |
| ENB | 2019-05-10 | 2019-05-13 | 2019-06-11 | 3 | 36.87 | 36.87 | 0.00% | market | 17.31% | — | -5.80% | 2.29% | -8.09% |
| DAC | 2019-05-13 | 2019-05-14 | 2019-06-12 | 1 | 10.89 | 10.89 | 0.00% | market | 12.95% | — | -5.89% | 2.27% | -8.15% |
| NTES | 2019-05-15 | 2019-05-16 | 2019-06-14 | 1 | 55.00 | 55.00 | 0.00% | market | 48.65% | — | -3.39% | 1.20% | -4.59% |
| SMFG | 2019-05-15 | 2019-05-16 | 2019-06-14 | 1 | 7.02 | 7.02 | 0.00% | market | 15.97% | — | -1.95% | 1.20% | -3.15% |
| CIG | 2019-05-16 | 2019-05-17 | 2019-06-17 | 1 | 2.38 | 2.38 | 0.00% | market | 65.32% | — | 20.07% | 1.48% | 18.58% |
| CIG-C | 2019-05-16 | 2019-05-17 | 2019-06-17 | 1 | 2.07 | 2.07 | 0.00% | market | 90.18% | — | 14.88% | 1.48% | 13.39% |
| FRO | 2019-05-16 | 2019-05-17 | 2019-06-17 | 1 | 9.20 | 9.20 | 0.00% | market | 12.50% | — | -17.38% | 1.48% | -18.87% |
| WF | 2019-05-16 | 2019-05-17 | 2019-06-17 | 1 | 34.79 | 34.79 | 0.00% | market | 10.68% | — | 2.98% | 1.48% | 1.49% |
| PKE | 2019-05-17 | 2019-05-20 | 2019-06-18 | 3 | 16.87 | 16.87 | 0.00% | market | 35.71% | — | -6.56% | 2.94% | -9.50% |
| HTT | 2019-05-20 | 2019-05-21 | 2019-06-19 | 1 | 6.31 | 6.31 | 0.00% | market | 25.64% | — | 24.31% | 2.53% | 21.78% |
| TSM | 2019-05-20 | 2019-05-21 | 2019-06-19 | 1 | 39.15 | 39.15 | 0.00% | market | 361.20% | — | 0.54% | 2.53% | -1.99% |
| AGRO | 2019-05-21 | 2019-05-22 | 2019-06-20 | 1 | 6.51 | 6.51 | 0.00% | market | 54.55% | — | 7.89% | 3.65% | 4.24% |
| CAAP | 2019-05-21 | 2019-05-22 | 2019-06-20 | 1 | 7.71 | 7.71 | 0.00% | market | 914.42% | — | 2.88% | 3.65% | -0.76% |
| CPRT | 2019-05-22 | 2019-05-23 | 2019-06-21 | 1 | 16.91 | 16.91 | 0.00% | market | 13.33% | — | 9.24% | 3.83% | 5.42% |
| BRC | 2019-05-23 | 2019-05-24 | 2019-06-24 | 1 | 48.11 | 48.11 | 0.00% | market | 16.07% | — | -0.37% | 3.49% | -3.86% |
| HEI | 2019-05-28 | 2019-05-29 | 2019-06-26 | 1 | 113.51 | 113.51 | 0.00% | market | 22.45% | — | 14.70% | 4.14% | 10.56% |
| SB | 2019-05-28 | 2019-05-29 | 2019-06-26 | 1 | 1.51 | 1.51 | 0.00% | market | 116.92% | — | -0.10% | 4.14% | -4.24% |
| KEYS | 2019-05-29 | 2019-05-30 | 2019-06-27 | 1 | 79.76 | 79.76 | 0.00% | market | 24.49% | — | 9.13% | 4.44% | 4.69% |
| VEEV | 2019-05-29 | 2019-05-30 | 2019-06-27 | 1 | 147.60 | 147.60 | 0.00% | market | 11.11% | — | 8.65% | 4.44% | 4.21% |
| HQY | 2019-06-04 | 2019-06-05 | 2019-07-03 | 1 | 67.66 | 67.66 | 0.00% | market | 20.59% | — | -7.45% | 5.83% | -13.28% |
| BF-B | 2019-06-05 | 2019-06-06 | 2019-07-05 | 1 | 54.37 | 54.37 | 0.00% | market | 10.00% | — | 5.03% | 5.35% | -0.32% |
| DLNG | 2019-06-06 | 2019-06-07 | 2019-07-08 | 1 | 1.55 | 1.55 | 0.00% | market | 25.00% | — | -2.68% | 3.81% | -6.49% |
| FDS | 2019-06-25 | 2019-06-26 | 2019-07-25 | 1 | 285.00 | 285.00 | 0.00% | market | 10.55% | — | -2.62% | 2.83% | -5.45% |
| MU | 2019-06-25 | 2019-06-26 | 2019-07-25 | 1 | 35.87 | 35.87 | 0.00% | market | 34.62% | — | 33.08% | 2.83% | 30.25% |
| EPAC | 2019-06-26 | 2019-06-27 | 2019-07-26 | 1 | 22.85 | 22.85 | 0.00% | market | 12.50% | — | 0.38% | 3.67% | -3.29% |
| UNF | 2019-06-26 | 2019-06-27 | 2019-07-26 | 1 | 179.72 | 179.72 | 0.00% | market | 43.86% | — | 8.36% | 3.67% | 4.69% |
| PRGS | 2019-06-27 | 2019-06-28 | 2019-07-29 | 1 | 46.12 | 46.12 | 0.00% | market | 10.17% | — | -6.04% | 3.04% | -9.08% |
| JEF | 2019-07-03 | 2019-07-05 | 2019-08-02 | 2 | 18.67 | 18.67 | 0.00% | market | 70.83% | — | -3.47% | -1.62% | -1.85% |
| PKE | 2019-07-11 | 2019-07-12 | 2019-08-09 | 1 | 16.38 | 16.38 | 0.00% | market | 16.67% | — | 16.20% | -2.74% | 18.95% |
| PLD | 2019-07-15 | 2019-07-16 | 2019-08-13 | 1 | 80.25 | 80.25 | 0.00% | market | 66.67% | — | 1.86% | -2.69% | 4.55% |
| FHN | 2019-07-16 | 2019-07-17 | 2019-08-14 | 1 | 15.95 | 15.95 | 0.00% | market | 13.51% | — | -3.99% | -5.29% | 1.30% |
| GS | 2019-07-16 | 2019-07-17 | 2019-08-14 | 1 | 213.83 | 213.83 | 0.00% | market | 18.81% | — | -8.64% | -5.29% | -3.36% |
| NIC | 2019-07-16 | 2019-07-17 | 2019-08-14 | 1 | 63.83 | 63.83 | 0.00% | market | 24.77% | — | -3.05% | -5.29% | 2.24% |
| PNFP | 2019-07-16 | 2019-07-17 | 2019-08-14 | 1 | 56.00 | 56.00 | 0.00% | market | 11.81% | — | -4.14% | -5.29% | 1.15% |
| WFC | 2019-07-16 | 2019-07-17 | 2019-08-14 | 1 | 45.20 | 45.20 | 0.00% | market | 13.04% | — | -2.82% | -5.29% | 2.47% |
| ASML | 2019-07-17 | 2019-07-18 | 2019-08-15 | 1 | 221.69 | 221.69 | 0.00% | market | 12.60% | — | -5.44% | -4.22% | -1.22% |
| CPAC | 2019-07-17 | 2019-07-18 | 2019-08-15 | 1 | 8.49 | 8.49 | 0.00% | market | 33.33% | — | -0.92% | -4.22% | 3.30% |
| RLI | 2019-07-17 | 2019-07-18 | 2019-08-15 | 1 | 43.78 | 43.78 | 0.00% | market | 13.79% | — | 2.85% | -4.22% | 7.07% |
| SLG | 2019-07-17 | 2019-07-18 | 2019-08-15 | 1 | 86.98 | 86.98 | 0.00% | market | 368.18% | — | -4.70% | -4.22% | -0.48% |
| ALLY | 2019-07-18 | 2019-07-19 | 2019-08-16 | 1 | 33.67 | 33.67 | 0.00% | market | 10.23% | — | -8.74% | -3.73% | -5.01% |
| BX | 2019-07-18 | 2019-07-19 | 2019-08-16 | 1 | 45.88 | 45.88 | 0.00% | market | 18.75% | — | 2.84% | -3.73% | 6.57% |
| EXPO | 2019-07-18 | 2019-07-19 | 2019-08-16 | 1 | 64.54 | 64.54 | 0.00% | market | 18.18% | — | 10.51% | -3.73% | 14.24% |
| GATX | 2019-07-18 | 2019-07-19 | 2019-08-16 | 1 | 77.71 | 77.71 | 0.00% | market | 33.83% | — | -4.72% | -3.73% | -0.99% |
| ISRG | 2019-07-18 | 2019-07-19 | 2019-08-16 | 1 | 177.75 | 177.75 | 0.00% | market | 12.50% | — | -7.19% | -3.73% | -3.46% |
| MSFT | 2019-07-18 | 2019-07-19 | 2019-08-16 | 1 | 140.22 | 140.22 | 0.00% | market | 13.22% | — | -3.02% | -3.73% | 0.71% |
| NVS | 2019-07-18 | 2019-07-19 | 2019-08-16 | 1 | 89.71 | 89.71 | 0.00% | market | 10.00% | — | -5.73% | -3.73% | -2.00% |
| PM | 2019-07-18 | 2019-07-19 | 2019-08-16 | 1 | 88.36 | 88.36 | 0.00% | market | 10.61% | — | -4.00% | -3.73% | -0.27% |
| NVR | 2019-07-19 | 2019-07-22 | 2019-08-19 | 3 | 3,485.20 | 3,485.20 | 0.00% | market | 18.45% | — | 1.80% | -1.77% | 3.57% |
| RBCAA | 2019-07-19 | 2019-07-22 | 2019-08-19 | 3 | 48.38 | 48.38 | 0.00% | market | 10.26% | — | -9.42% | -1.77% | -7.65% |
| ASR | 2019-07-22 | 2019-07-23 | 2019-08-20 | 1 | 160.73 | 160.73 | 0.00% | market | 10.22% | — | -12.10% | -3.03% | -9.07% |
| BRO | 2019-07-22 | 2019-07-23 | 2019-08-20 | 1 | 35.00 | 35.00 | 0.00% | market | 14.29% | — | 2.27% | -3.03% | 5.30% |
| ONB | 2019-07-22 | 2019-07-23 | 2019-08-20 | 1 | 17.24 | 17.24 | 0.00% | market | 12.50% | — | -1.72% | -3.03% | 1.30% |
| WSFS | 2019-07-22 | 2019-07-23 | 2019-08-20 | 1 | 40.00 | 40.00 | 0.00% | market | 18.92% | — | 5.53% | -3.03% | 8.55% |
| BIIB | 2019-07-23 | 2019-07-24 | 2019-08-21 | 1 | 244.70 | 244.70 | 0.00% | market | 21.51% | — | -4.81% | -2.25% | -2.56% |
| CSL | 2019-07-23 | 2019-07-24 | 2019-08-21 | 1 | 142.95 | 142.95 | 0.00% | market | 12.77% | — | -1.38% | -2.25% | 0.87% |
| HAS | 2019-07-23 | 2019-07-24 | 2019-08-21 | 1 | 118.61 | 118.61 | 0.00% | market | 52.94% | — | -2.72% | -2.25% | -0.47% |
| MANH | 2019-07-23 | 2019-07-24 | 2019-08-21 | 1 | 80.00 | 80.00 | 0.00% | market | 23.53% | — | 7.54% | -2.25% | 9.79% |
| NWE | 2019-07-23 | 2019-07-24 | 2019-08-21 | 1 | 70.44 | 70.44 | 0.00% | market | 46.87% | — | 1.73% | -2.25% | 3.98% |
| RNR | 2019-07-23 | 2019-07-24 | 2019-08-21 | 1 | 189.00 | 189.00 | 0.00% | market | 33.52% | — | -0.44% | -2.25% | 1.81% |
| TRMK | 2019-07-23 | 2019-07-24 | 2019-08-21 | 1 | 33.63 | 33.63 | 0.00% | market | 14.04% | — | 0.49% | -2.25% | 2.75% |
| TXN | 2019-07-23 | 2019-07-24 | 2019-08-21 | 1 | 126.50 | 126.50 | 0.00% | market | 11.48% | — | -0.46% | -2.25% | 1.79% |
| WRB | 2019-07-23 | 2019-07-24 | 2019-08-21 | 1 | 30.51 | 30.51 | 0.00% | market | 28.57% | — | 4.65% | -2.25% | 6.91% |
| AEM | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 53.39 | 53.39 | 0.00% | market | 124.52% | — | 11.12% | -2.85% | 13.97% |
| BANR | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 56.99 | 56.99 | 0.00% | market | 10.68% | — | -3.24% | -2.85% | -0.39% |
| BKU | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 35.32 | 35.32 | 0.00% | market | 19.12% | — | -9.95% | -2.85% | -7.10% |
| BPOP | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 56.91 | 56.91 | 0.00% | market | 12.82% | — | -7.95% | -2.85% | -5.10% |
| CMRE | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 4.45 | 4.45 | 0.00% | market | 69.23% | — | -3.47% | -2.85% | -0.62% |
| EIG | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 44.85 | 44.85 | 0.00% | market | 63.64% | — | -4.00% | -2.85% | -1.15% |
| EVR | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 90.73 | 90.73 | 0.00% | market | 19.65% | — | -12.97% | -2.85% | -10.12% |
| FR | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 38.02 | 38.02 | 0.00% | market | 29.17% | — | 2.50% | -2.85% | 5.35% |
| GSK | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 41.80 | 41.80 | 0.00% | market | 21.25% | — | -2.06% | -2.85% | 0.79% |
| MLCO | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 24.90 | 24.90 | 0.00% | market | 20.00% | — | -18.13% | -2.85% | -15.28% |
| MSC | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 21.10 | 21.10 | 0.00% | market | 106.12% | — | -7.68% | -2.85% | -4.83% |
| OC | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 59.00 | 59.00 | 0.00% | market | 12.93% | — | -3.71% | -2.85% | -0.86% |
| PYPL | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 116.75 | 116.75 | 0.00% | market | 14.67% | — | -6.94% | -2.85% | -4.08% |
| SYBT | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 36.12 | 36.12 | 0.00% | market | 18.03% | — | 0.15% | -2.85% | 3.00% |
| TDY | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 299.64 | 299.64 | 0.00% | market | 16.18% | — | 2.63% | -2.85% | 5.48% |
| UAN | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 40.00 | 40.00 | 0.00% | market | 240.00% | — | -6.85% | -2.85% | -4.00% |
| AXTA | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 30.89 | 30.89 | 0.00% | market | 20.93% | — | -13.50% | -5.29% | -8.21% |
| BANC | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 15.46 | 15.46 | 0.00% | market | 35.29% | — | -9.28% | -5.29% | -4.00% |
| BMY | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 45.98 | 45.98 | 0.00% | market | 11.32% | — | 1.20% | -5.29% | 6.49% |
| COLB | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 37.24 | 37.24 | 0.00% | market | 12.70% | — | -9.15% | -5.29% | -3.86% |
| EIX | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 70.16 | 70.16 | 0.00% | market | 37.39% | — | 2.68% | -5.29% | 7.97% |
| ENVA | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 22.79 | 22.79 | 0.00% | market | 26.56% | — | 6.00% | -5.29% | 11.29% |
| EQT | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 14.65 | 14.65 | 0.00% | market | 200.00% | — | -29.45% | -5.29% | -24.16% |
| FAF | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 57.10 | 57.10 | 0.00% | market | 14.49% | — | 0.90% | -5.29% | 6.19% |
| FCN | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 103.40 | 103.40 | 0.00% | market | 78.35% | — | 0.44% | -5.29% | 5.73% |
| GOOG | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 61.20 | 61.20 | 0.00% | market | 24.56% | — | -6.05% | -5.29% | -0.76% |
| GOOGL | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 61.40 | 61.40 | 0.00% | market | 26.79% | — | -6.16% | -5.29% | -0.87% |
| HLI | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 45.31 | 45.31 | 0.00% | market | 21.82% | — | -6.10% | -5.29% | -0.81% |
| HSY | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 150.95 | 150.95 | 0.00% | market | 11.02% | — | 3.93% | -5.29% | 9.22% |
| HTH | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 22.53 | 22.53 | 0.00% | market | 58.97% | — | 1.32% | -5.29% | 6.61% |
| INTC | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 52.69 | 52.69 | 0.00% | market | 19.10% | — | -14.77% | -5.29% | -9.48% |
| KIM | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 18.81 | 18.81 | 0.00% | market | 17.65% | — | -3.61% | -5.29% | 1.68% |
| KKR | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 27.44 | 27.44 | 0.00% | market | 14.71% | — | -7.32% | -5.29% | -2.03% |
| KOF | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 60.94 | 60.94 | 0.00% | market | 12.99% | — | -6.02% | -5.29% | -0.73% |
| LAZ | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 38.59 | 38.59 | 0.00% | market | 15.87% | — | -13.37% | -5.29% | -8.08% |
| SPSC | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 54.75 | 54.75 | 0.00% | market | 15.38% | — | -9.38% | -5.29% | -4.09% |
| TBBK | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 9.38 | 9.38 | 0.00% | market | 11.11% | — | -2.87% | -5.29% | 2.42% |
| TMUS | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 81.10 | 81.10 | 0.00% | market | 12.37% | — | -5.80% | -5.29% | -0.51% |
| UHS | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 145.60 | 145.60 | 0.00% | market | 10.40% | — | -1.56% | -5.29% | 3.73% |
| UTL | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 59.32 | 59.32 | 0.00% | market | 999.80% | — | -1.43% | -5.29% | 3.86% |
| WST | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 134.30 | 134.30 | 0.00% | market | 23.61% | — | 6.62% | -5.29% | 11.91% |
| ACRE | 2019-07-26 | 2019-07-29 | 2019-08-26 | 3 | 15.18 | 15.18 | 0.00% | market | 11.76% | — | 0.76% | -4.60% | 5.35% |
| AMTB | 2019-07-26 | 2019-07-29 | 2019-08-26 | 3 | 17.90 | 17.90 | 0.00% | market | 12.90% | — | -8.20% | -4.60% | -3.60% |
| BSAC | 2019-07-26 | 2019-07-29 | 2019-08-26 | 3 | 29.67 | 29.67 | 0.00% | market | 17.39% | — | -6.54% | -4.60% | -1.94% |
| OPY | 2019-07-26 | 2019-07-29 | 2019-08-26 | 3 | 29.13 | 29.13 | 0.00% | market | 67.92% | — | -6.86% | -4.60% | -2.26% |
| PIPR | 2019-07-26 | 2019-07-29 | 2019-08-26 | 3 | 19.57 | 19.57 | 0.00% | market | 25.71% | — | -9.81% | -4.60% | -5.21% |
| ACGL | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 38.66 | 38.66 | 0.00% | market | 11.59% | — | 1.06% | -4.35% | 5.41% |
| BCH | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 29.48 | 29.48 | 0.00% | market | 16.67% | — | -5.19% | -4.35% | -0.84% |
| CGNX | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 41.82 | 41.82 | 0.00% | market | 21.74% | — | 2.82% | -4.35% | 7.17% |
| EHC | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 50.94 | 50.94 | 0.00% | market | 11.34% | — | -8.80% | -4.35% | -4.45% |
| GABC | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 30.86 | 30.86 | 0.00% | market | 12.50% | — | -3.21% | -4.35% | 1.14% |
| MEDP | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 75.00 | 75.00 | 0.00% | market | 26.56% | — | 7.05% | -4.35% | 11.39% |
| NBIX | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 91.75 | 91.75 | 0.00% | market | 54.17% | — | 6.64% | -4.35% | 10.98% |
| OGS | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 91.98 | 91.98 | 0.00% | market | 17.95% | — | -2.55% | -4.35% | 1.80% |
| OMF | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 39.12 | 39.12 | 0.00% | market | 20.90% | — | -9.71% | -4.35% | -5.36% |
| RDY | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 7.38 | 7.38 | 0.00% | market | 56.76% | — | -5.11% | -4.35% | -0.77% |
| SBAC | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 248.86 | 248.86 | 0.00% | market | 27.27% | — | 6.32% | -4.35% | 10.67% |
| SITC | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 56.20 | 56.20 | 0.00% | market | 10.71% | — | -4.09% | -4.35% | 0.26% |
| AER | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 54.53 | 54.53 | 0.00% | market | 45.78% | — | -5.38% | -4.02% | -1.36% |
| AIN | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 81.85 | 81.85 | 0.00% | market | 28.24% | — | -2.52% | -4.02% | 1.50% |
| AMGN | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 180.00 | 180.00 | 0.00% | market | 10.58% | — | 15.19% | -4.02% | 19.21% |
| ARCC | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 18.74 | 18.74 | 0.00% | market | 11.36% | — | -0.37% | -4.02% | 3.65% |
| AXS | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 61.37 | 61.37 | 0.00% | market | 20.90% | — | 2.65% | -4.02% | 6.67% |
| CASH | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 29.00 | 29.00 | 0.00% | market | 53.06% | — | 6.69% | -4.02% | 10.71% |
| CINF | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 106.09 | 106.09 | 0.00% | market | 32.81% | — | 4.62% | -4.02% | 8.64% |
| ANET | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 15.92 | 15.92 | 0.00% | market | 10.91% | — | -11.16% | -0.48% | -10.68% |
| BATRA | 2019-08-08 | 2019-08-09 | 2019-09-09 | 1 | 28.84 | 28.84 | 0.00% | market | 50.00% | — | -3.46% | 1.92% | -5.38% |
| BBAR | 2019-08-12 | 2019-08-13 | 2019-09-11 | 1 | 5.94 | 5.94 | 0.00% | market | 100.00% | — | -25.18% | 4.35% | -29.53% |
| GDS | 2019-08-13 | 2019-08-14 | 2019-09-12 | 1 | 39.45 | 39.45 | 0.00% | market | 21.43% | — | 9.38% | 4.59% | 4.79% |
| GGAL | 2019-08-14 | 2019-08-15 | 2019-09-13 | 1 | 17.98 | 17.98 | 0.00% | market | 88.78% | — | -38.20% | 5.69% | -43.89% |
| BABA | 2019-08-15 | 2019-08-16 | 2019-09-16 | 1 | 170.00 | 170.00 | 0.00% | market | 22.00% | — | 4.06% | 4.78% | -0.72% |
| CIG-C | 2019-08-15 | 2019-08-16 | 2019-09-16 | 1 | 2.30 | 2.30 | 0.00% | market | 552.05% | — | -10.97% | 4.78% | -15.74% |
| CIG | 2019-08-16 | 2019-08-19 | 2019-09-17 | 3 | 2.81 | 2.81 | 0.00% | market | 395.95% | — | -5.44% | 2.99% | -8.43% |
| HTT | 2019-08-16 | 2019-08-19 | 2019-09-17 | 3 | 9.06 | 9.06 | 0.00% | market | 11.32% | — | -21.29% | 2.99% | -24.28% |
| XYF | 2019-08-18 | 2019-08-19 | 2019-09-17 | 1 | 8.52 | 8.52 | 0.00% | market | 40.91% | — | 5.53% | 2.99% | 2.55% |
| FINV | 2019-08-20 | 2019-08-21 | 2019-09-19 | 1 | 3.70 | 3.70 | 0.00% | market | 25.60% | — | -6.86% | 2.94% | -9.80% |
| SFL | 2019-08-20 | 2019-08-21 | 2019-09-19 | 1 | 13.30 | 13.30 | 0.00% | market | 18.18% | — | 5.99% | 2.94% | 3.05% |
| HTHT | 2019-08-21 | 2019-08-22 | 2019-09-20 | 1 | 31.50 | 31.50 | 0.00% | market | 25.00% | — | 9.93% | 1.72% | 8.21% |
| KEYS | 2019-08-21 | 2019-08-22 | 2019-09-20 | 1 | 94.44 | 94.44 | 0.00% | market | 22.55% | — | 4.48% | 1.72% | 2.76% |
| CAAP | 2019-08-23 | 2019-08-26 | 2019-09-24 | 3 | 5.78 | 5.78 | 0.00% | market | 410.00% | — | -19.65% | 2.99% | -22.64% |
| VEEV | 2019-08-27 | 2019-08-28 | 2019-09-26 | 1 | 167.61 | 167.61 | 0.00% | market | 12.24% | — | -7.84% | 3.80% | -11.64% |
| HQY | 2019-09-03 | 2019-09-04 | 2019-10-02 | 1 | 57.57 | 57.57 | 0.00% | market | 28.57% | — | -8.39% | -1.73% | -6.65% |
| AVAV | 2019-09-04 | 2019-09-05 | 2019-10-03 | 1 | 57.28 | 57.28 | 0.00% | market | 105.56% | — | -7.12% | -2.15% | -4.97% |
| DSGX | 2019-09-04 | 2019-09-05 | 2019-10-03 | 1 | 36.25 | 36.25 | 0.00% | market | 25.00% | — | 7.79% | -2.15% | 9.94% |
| CIEN | 2019-09-05 | 2019-09-06 | 2019-10-04 | 1 | 39.72 | 39.72 | 0.00% | market | 22.41% | — | -5.41% | -1.28% | -4.13% |
| BRC | 2019-09-06 | 2019-09-09 | 2019-10-07 | 3 | 50.55 | 50.55 | 0.00% | market | 11.48% | — | 2.49% | -2.03% | 4.52% |
| RH | 2019-09-10 | 2019-09-11 | 2019-10-09 | 1 | 155.35 | 155.35 | 0.00% | market | 18.52% | — | 11.99% | -2.41% | 14.40% |
| NKE | 2019-09-24 | 2019-09-25 | 2019-10-23 | 1 | 91.78 | 91.78 | 0.00% | market | 22.86% | — | 0.49% | 1.32% | -0.84% |
| MU | 2019-09-26 | 2019-09-27 | 2019-10-25 | 1 | 45.90 | 45.90 | 0.00% | market | 14.29% | — | 4.54% | 1.27% | 3.27% |
| MKC | 2019-10-01 | 2019-10-02 | 2019-10-30 | 1 | 82.83 | 82.83 | 0.00% | market | 14.06% | — | -1.67% | 4.34% | -6.01% |
| MKC-V | 2019-10-01 | 2019-10-02 | 2019-10-30 | 1 | 82.50 | 82.50 | 0.00% | market | 13.18% | — | -1.93% | 4.34% | -6.27% |
| SAR | 2019-10-09 | 2019-10-10 | 2019-11-07 | 1 | 24.96 | 24.96 | 0.00% | market | 13.33% | — | 3.07% | 5.84% | -2.77% |
| FAST | 2019-10-11 | 2019-10-14 | 2019-11-11 | 3 | 17.68 | 17.68 | 0.00% | market | 11.76% | — | 4.09% | 4.20% | -0.11% |
| NIC | 2019-10-15 | 2019-10-16 | 2019-11-13 | 1 | 67.75 | 67.75 | 0.00% | market | 18.64% | — | 2.93% | 3.60% | -0.67% |
| PLD | 2019-10-15 | 2019-10-16 | 2019-11-13 | 1 | 89.11 | 89.11 | 0.00% | market | 47.92% | — | -1.42% | 3.60% | -5.02% |
| SCHW | 2019-10-15 | 2019-10-16 | 2019-11-13 | 1 | 38.68 | 38.68 | 0.00% | market | 15.62% | — | 10.58% | 3.60% | 6.98% |
| BFC | 2019-10-16 | 2019-10-17 | 2019-11-14 | 1 | 66.85 | 66.85 | 0.00% | market | 16.25% | — | 3.10% | 3.29% | -0.19% |
| NFLX | 2019-10-16 | 2019-10-17 | 2019-11-14 | 1 | 30.45 | 30.45 | 0.00% | market | 50.00% | — | -4.99% | 3.29% | -8.29% |
| RLI | 2019-10-16 | 2019-10-17 | 2019-11-14 | 1 | 46.18 | 46.18 | 0.00% | market | 20.83% | — | 5.60% | 3.29% | 2.30% |
| TCBI | 2019-10-16 | 2019-10-17 | 2019-11-14 | 1 | 59.75 | 59.75 | 0.00% | market | 12.58% | — | -2.73% | 3.29% | -6.02% |
| ISRG | 2019-10-17 | 2019-10-18 | 2019-11-15 | 1 | 182.33 | 182.33 | 0.00% | market | 14.00% | — | 4.02% | 4.39% | -0.36% |
| MS | 2019-10-17 | 2019-10-18 | 2019-11-15 | 1 | 43.53 | 43.53 | 0.00% | market | 14.41% | — | 12.44% | 4.39% | 8.06% |
| RBCAA | 2019-10-18 | 2019-10-21 | 2019-11-18 | 3 | 42.65 | 42.65 | 0.00% | market | 10.67% | — | 6.63% | 4.21% | 2.42% |
| EQBK | 2019-10-21 | 2019-10-22 | 2019-11-19 | 1 | 29.04 | 29.04 | 0.00% | market | 10.00% | — | -1.48% | 3.78% | -5.25% |
| HLX | 2019-10-21 | 2019-10-22 | 2019-11-19 | 1 | 9.22 | 9.22 | 0.00% | market | 31.25% | — | -11.16% | 3.78% | -14.94% |
| MCHB | 2019-10-21 | 2019-10-22 | 2019-11-19 | 1 | 35.44 | 35.44 | 0.00% | market | 73.33% | — | -10.79% | 3.78% | -14.57% |
| NWBI | 2019-10-21 | 2019-10-22 | 2019-11-19 | 1 | 17.74 | 17.74 | 0.00% | market | 19.23% | — | -5.62% | 3.78% | -9.40% |
| ONB | 2019-10-21 | 2019-10-22 | 2019-11-19 | 1 | 18.24 | 18.24 | 0.00% | market | 20.59% | — | 0.56% | 3.78% | -3.22% |
| WSFS | 2019-10-21 | 2019-10-22 | 2019-11-19 | 1 | 45.49 | 45.49 | 0.00% | market | 11.36% | — | -3.51% | 3.78% | -7.28% |
| BIIB | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 285.24 | 285.24 | 0.00% | market | 10.88% | — | -0.04% | 4.03% | -4.07% |
| EQR | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 88.30 | 88.30 | 0.00% | market | 91.89% | — | -1.96% | 4.03% | -5.99% |
| LMT | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 373.78 | 373.78 | 0.00% | market | 12.75% | — | 4.96% | 4.03% | 0.93% |
| MANH | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 80.46 | 80.46 | 0.00% | market | 41.67% | — | -0.47% | 4.03% | -4.50% |
| MTG | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 14.13 | 14.13 | 0.00% | market | 14.29% | — | -0.31% | 4.03% | -4.34% |
| PG | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 121.99 | 121.99 | 0.00% | market | 10.48% | — | 0.15% | 4.03% | -3.88% |
| SFNC | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 24.37 | 24.37 | 0.00% | market | 31.25% | — | 2.65% | 4.03% | -1.38% |
| STC | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 42.55 | 42.55 | 0.00% | market | 25.49% | — | 1.45% | 4.03% | -2.58% |
| TER | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 63.55 | 63.55 | 0.00% | market | 10.00% | — | 0.37% | 4.03% | -3.66% |
| USNA | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 74.53 | 74.53 | 0.00% | market | 26.74% | — | -4.41% | 4.03% | -8.44% |
| AEM | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 55.38 | 55.38 | 0.00% | market | 37.04% | — | 8.55% | 3.11% | 5.44% |
| ALGN | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 237.30 | 237.30 | 0.00% | market | 12.28% | — | 14.58% | 3.11% | 11.47% |
| BKU | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 34.90 | 34.90 | 0.00% | market | 13.89% | — | -1.05% | 3.11% | -4.16% |
| CLF | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 6.83 | 6.83 | 0.00% | market | 37.50% | — | 9.86% | 3.11% | 6.75% |
| CMRE | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 5.57 | 5.57 | 0.00% | market | 44.44% | — | 8.34% | 3.11% | 5.23% |
| CUBI | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 22.51 | 22.51 | 0.00% | market | 11.27% | — | 5.99% | 3.11% | 2.88% |
| EIG | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 43.61 | 43.61 | 0.00% | market | 31.34% | — | -4.62% | 3.11% | -7.73% |
| EW | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 78.51 | 78.51 | 0.00% | market | 14.63% | — | 3.01% | 3.11% | -0.10% |
| IVZ | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 17.39 | 17.39 | 0.00% | market | 22.81% | — | -1.94% | 3.11% | -5.05% |
| LMAT | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 37.01 | 37.01 | 0.00% | market | 19.05% | — | -5.53% | 3.11% | -8.64% |
| MCB | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 41.50 | 41.50 | 0.00% | market | 15.38% | — | 8.53% | 3.11% | 5.42% |
| MKSI | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 104.67 | 104.67 | 0.00% | market | 30.23% | — | -1.56% | 3.11% | -4.67% |
| MSFT | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 139.39 | 139.39 | 0.00% | market | 10.40% | — | 7.14% | 3.11% | 4.03% |
| PTC | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 77.00 | 77.00 | 0.00% | market | 42.22% | — | -2.59% | 3.11% | -5.70% |
| PYPL | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 106.08 | 106.08 | 0.00% | market | 17.31% | — | -3.42% | 3.11% | -6.53% |
| SLM | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 9.11 | 9.11 | 0.00% | market | 16.00% | — | -6.69% | 3.11% | -9.80% |
| SYBT | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 38.75 | 38.75 | 0.00% | market | 16.92% | — | 4.80% | 3.11% | 1.69% |
| TDY | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 329.79 | 329.79 | 0.00% | market | 12.25% | — | 4.91% | 3.11% | 1.80% |
| TRN | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 18.61 | 18.61 | 0.00% | market | 11.43% | — | 12.10% | 3.11% | 8.99% |
| UNF | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 207.33 | 207.33 | 0.00% | market | 22.45% | — | -0.77% | 3.11% | -3.88% |
| AEP | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 95.69 | 95.69 | 0.00% | market | 10.61% | — | -4.44% | 3.74% | -8.18% |
| ALGT | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 165.00 | 165.00 | 0.00% | market | 23.85% | — | 2.46% | 3.74% | -1.29% |
| ALLE | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 114.05 | 114.05 | 0.00% | market | 11.36% | — | 4.28% | 3.74% | 0.54% |
| BC | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 58.44 | 58.44 | 0.00% | market | 11.11% | — | -1.42% | 3.74% | -5.16% |
| CINF | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 116.00 | 116.00 | 0.00% | market | 21.35% | — | -8.94% | 3.74% | -12.68% |
| CLBK | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 7.50 | 7.50 | 0.00% | market | 44.44% | — | -1.43% | 3.74% | -5.18% |
| COF | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 91.50 | 91.50 | 0.00% | market | 10.07% | — | 7.11% | 3.74% | 3.37% |
| COLB | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 37.95 | 37.95 | 0.00% | market | 14.75% | — | 3.22% | 3.74% | -0.52% |
| DECK | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 25.86 | 25.86 | 0.00% | market | 15.38% | — | 2.72% | 3.74% | -1.02% |
| ENTG | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 47.40 | 47.40 | 0.00% | market | 11.11% | — | -2.08% | 3.74% | -5.83% |
| FAF | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 62.07 | 62.07 | 0.00% | market | 13.10% | — | 0.77% | 3.74% | -2.97% |
| FCN | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 112.76 | 112.76 | 0.00% | market | 68.04% | — | -5.55% | 3.74% | -9.29% |
| FHI | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 32.40 | 32.40 | 0.00% | market | 10.77% | — | 1.75% | 3.74% | -1.99% |
| FRME | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 38.16 | 38.16 | 0.00% | market | 12.82% | — | 6.58% | 3.74% | 2.84% |
| ILMN | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 290.43 | 290.43 | 0.00% | market | 37.86% | — | 5.51% | 3.74% | 1.77% |
| INTC | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 54.19 | 54.19 | 0.00% | market | 14.52% | — | 6.21% | 3.74% | 2.47% |
| KIM | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 21.18 | 21.18 | 0.00% | market | 117.65% | — | 0.47% | 3.74% | -3.28% |
| LUV | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 56.07 | 56.07 | 0.00% | market | 13.89% | — | 1.58% | 3.74% | -2.17% |
| SPSC | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 53.38 | 53.38 | 0.00% | market | 17.86% | — | 4.86% | 3.74% | 1.12% |
| STM | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 22.46 | 22.46 | 0.00% | market | 17.24% | — | 6.18% | 3.74% | 2.43% |
| TBBK | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 10.44 | 10.44 | 0.00% | market | 40.74% | — | 2.15% | 3.74% | -1.59% |
| WST | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 138.95 | 138.95 | 0.00% | market | 11.27% | — | 5.26% | 3.74% | 1.52% |
| PBR-A | 2019-10-25 | 2019-10-28 | 2019-11-25 | 3 | 14.66 | 14.66 | 0.00% | market | 80.95% | — | -4.33% | 3.44% | -7.77% |
| TILE | 2019-10-25 | 2019-10-28 | 2019-11-25 | 3 | 16.14 | 16.14 | 0.00% | market | 11.90% | — | 6.96% | 3.44% | 3.52% |
| WT | 2019-10-25 | 2019-10-28 | 2019-11-25 | 3 | 5.49 | 5.49 | 0.00% | market | 20.00% | — | -8.11% | 3.44% | -11.56% |
| AKAM | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 91.00 | 91.00 | 0.00% | market | 10.00% | — | -2.64% | 3.66% | -6.30% |
| AVB | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 216.70 | 216.70 | 0.00% | market | 66.67% | — | -0.60% | 3.66% | -4.26% |
| CGNX | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 52.48 | 52.48 | 0.00% | market | 14.29% | — | -3.83% | 3.66% | -7.49% |
| CRSP | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 45.00 | 45.00 | 0.00% | market | 352.63% | — | 52.70% | 3.66% | 49.04% |
| IR | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 31.88 | 31.88 | 0.00% | market | 10.81% | — | 6.36% | 3.66% | 2.70% |
| OMF | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 39.23 | 39.23 | 0.00% | market | 12.03% | — | 10.30% | 3.66% | 6.64% |
| AIN | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 86.00 | 86.00 | 0.00% | market | 48.10% | — | -2.33% | 3.97% | -6.30% |
| EA | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 94.25 | 94.25 | 0.00% | market | 12.94% | — | 6.84% | 3.97% | 2.87% |
| ENPH | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 21.69 | 21.69 | 0.00% | market | 20.00% | — | 6.15% | 3.97% | 2.18% |
| FMC | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 88.59 | 88.59 | 0.00% | market | 17.50% | — | 11.40% | 3.97% | 7.43% |
| FNF | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 43.43 | 43.43 | 0.00% | market | 20.88% | — | 5.59% | 3.97% | 1.62% |
| INCY | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 83.06 | 83.06 | 0.00% | market | 26.15% | — | 13.22% | 3.97% | 9.24% |
| INVH | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 30.70 | 30.70 | 0.00% | market | 77.78% | — | -1.24% | 3.97% | -5.21% |
| KAI | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 89.23 | 89.23 | 0.00% | market | 11.02% | — | 9.64% | 3.97% | 5.67% |
| LSCC | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 17.76 | 17.76 | 0.00% | market | 13.33% | — | 7.84% | 3.97% | 3.87% |
| MDU | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 10.81 | 10.81 | 0.00% | market | 13.11% | — | 2.21% | 3.97% | -1.76% |
| MGRC | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 74.50 | 74.50 | 0.00% | market | 28.16% | — | -1.42% | 3.97% | -5.39% |
| MKL | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 1,121.12 | 1,121.12 | 0.00% | market | 34.95% | — | 1.89% | 3.97% | -2.08% |
| MLM | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 266.81 | 266.81 | 0.00% | market | 12.82% | — | 1.80% | 3.97% | -2.17% |
| MRK | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 81.05 | 81.05 | 0.00% | market | 20.80% | — | 2.97% | 3.97% | -1.00% |
| MTDR | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 15.26 | 15.26 | 0.00% | market | 28.00% | — | -4.88% | 3.97% | -8.86% |
| PFE | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 36.41 | 36.41 | 0.00% | market | 19.05% | — | 0.48% | 3.97% | -3.49% |
| PJT | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 43.00 | 43.00 | 0.00% | market | 11.11% | — | 0.02% | 3.97% | -3.95% |
| REXR | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 48.30 | 48.30 | 0.00% | market | 50.00% | — | -0.87% | 3.97% | -4.84% |
| SAM | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 380.33 | 380.33 | 0.00% | market | 24.57% | — | 2.60% | 3.97% | -1.37% |
| SHOO | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 41.10 | 41.10 | 0.00% | market | 13.56% | — | 4.52% | 3.97% | 0.55% |
| WH | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 52.44 | 52.44 | 0.00% | market | 11.11% | — | 11.32% | 3.97% | 7.35% |
| ACMR | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 5.20 | 5.20 | 0.00% | market | 157.14% | — | -1.25% | 2.04% | -3.30% |
| UI | 2019-11-08 | 2019-11-11 | 2019-12-10 | 3 | 175.00 | 175.00 | 0.00% | market | 11.63% | — | 9.84% | 1.99% | 7.85% |
| LAC | 2019-11-12 | 2019-11-13 | 2019-12-12 | 1 | 1.81 | 1.81 | 0.00% | market | 25.00% | — | 7.08% | 2.99% | 4.09% |
| AGRO | 2019-11-13 | 2019-11-14 | 2019-12-13 | 1 | 6.14 | 6.14 | 0.00% | market | 2698.71% | — | 27.42% | 2.76% | 24.66% |
| CAE | 2019-11-13 | 2019-11-14 | 2019-12-13 | 1 | 26.88 | 26.88 | 0.00% | market | 10.53% | — | -3.45% | 2.76% | -6.21% |
| ENR | 2019-11-13 | 2019-11-14 | 2019-12-13 | 1 | 49.00 | 49.00 | 0.00% | market | 14.81% | — | 2.21% | 2.76% | -0.56% |
| GOOS | 2019-11-13 | 2019-11-14 | 2019-12-13 | 1 | 35.52 | 35.52 | 0.00% | market | 22.86% | — | 9.30% | 2.76% | 6.54% |
| MUFG | 2019-11-13 | 2019-11-14 | 2019-12-13 | 1 | 5.30 | 5.30 | 0.00% | market | 20.31% | — | 3.11% | 2.76% | 0.35% |
| NTAP | 2019-11-13 | 2019-11-14 | 2019-12-13 | 1 | 59.86 | 59.86 | 0.00% | market | 15.96% | — | 5.55% | 2.76% | 2.78% |
| BN | 2019-11-14 | 2019-11-15 | 2019-12-16 | 1 | 20.53 | 20.53 | 0.00% | market | 103.33% | — | 0.53% | 2.73% | -2.19% |
| CCEP | 2019-11-15 | 2019-11-18 | 2019-12-17 | 3 | 51.20 | 51.20 | 0.00% | market | 69.14% | — | -2.81% | 2.58% | -5.40% |
| DAVA | 2019-11-19 | 2019-11-20 | 2019-12-19 | 1 | 44.24 | 44.24 | 0.00% | market | 15.38% | — | 5.94% | 3.09% | 2.84% |
| NTES | 2019-11-20 | 2019-11-21 | 2019-12-20 | 1 | 59.00 | 59.00 | 0.00% | market | 477.08% | — | 3.36% | 3.17% | 0.19% |
| UBS | 2019-11-20 | 2019-11-21 | 2019-12-20 | 1 | 12.08 | 12.08 | 0.00% | market | 24.00% | — | 2.47% | 3.17% | -0.70% |
| BRBR | 2019-11-21 | 2019-11-22 | 2019-12-23 | 1 | 18.72 | 18.72 | 0.00% | market | 394.12% | — | 22.76% | 3.26% | 19.51% |
| BRC | 2019-11-21 | 2019-11-22 | 2019-12-23 | 1 | 55.90 | 55.90 | 0.00% | market | 11.11% | — | 2.30% | 3.26% | -0.96% |
| BKE | 2019-11-22 | 2019-11-25 | 2019-12-24 | 3 | 26.89 | 26.89 | 0.00% | market | 23.26% | — | -0.99% | 2.96% | -3.96% |
| KEYS | 2019-11-26 | 2019-11-27 | 2019-12-27 | 1 | 107.46 | 107.46 | 0.00% | market | 12.71% | — | -4.04% | 2.62% | -6.66% |
| VEEV | 2019-11-26 | 2019-11-27 | 2019-12-27 | 1 | 165.17 | 165.17 | 0.00% | market | 11.11% | — | -14.95% | 2.62% | -17.57% |
| HQY | 2019-12-03 | 2019-12-04 | 2020-01-03 | 1 | 68.72 | 68.72 | 0.00% | market | 113.64% | — | 4.41% | 3.77% | 0.64% |
| CPB | 2019-12-04 | 2019-12-05 | 2020-01-06 | 1 | 48.51 | 48.51 | 0.00% | market | 13.04% | — | -0.10% | 3.65% | -3.75% |
| RH | 2019-12-04 | 2019-12-05 | 2020-01-06 | 1 | 210.00 | 210.00 | 0.00% | market | 25.11% | — | 1.22% | 3.65% | -2.44% |
| WLY | 2019-12-04 | 2019-12-05 | 2020-01-06 | 1 | 48.24 | 48.24 | 0.00% | market | 28.79% | — | -1.14% | 3.65% | -4.79% |
| BF-B | 2019-12-05 | 2019-12-06 | 2020-01-07 | 1 | 63.68 | 63.68 | 0.00% | market | 13.46% | — | 5.07% | 2.74% | 2.33% |
| CTAS | 2019-12-17 | 2019-12-18 | 2020-01-17 | 1 | 65.79 | 65.79 | 0.00% | market | 11.76% | — | 7.91% | 3.73% | 4.18% |
| CAG | 2019-12-19 | 2019-12-20 | 2020-01-22 | 1 | 33.67 | 33.67 | 0.00% | market | 10.53% | — | -4.20% | 3.40% | -7.59% |
| LW | 2020-01-03 | 2020-01-06 | 2020-02-04 | 3 | 92.45 | 92.45 | 0.00% | market | 11.76% | — | -0.28% | 2.67% | -2.96% |
| JEF | 2020-01-08 | 2020-01-09 | 2020-02-07 | 1 | 20.47 | 20.47 | 0.00% | market | 31.91% | — | 7.57% | 1.85% | 5.72% |
| LEN | 2020-01-08 | 2020-01-09 | 2020-02-07 | 1 | 58.12 | 58.12 | 0.00% | market | 12.11% | — | 18.60% | 1.85% | 16.75% |
| STZ | 2020-01-08 | 2020-01-09 | 2020-02-07 | 1 | 191.90 | 191.90 | 0.00% | market | 16.94% | — | 4.30% | 1.85% | 2.45% |
| UNF | 2020-01-08 | 2020-01-09 | 2020-02-07 | 1 | 216.12 | 216.12 | 0.00% | market | 25.37% | — | -6.81% | 1.85% | -8.67% |
| C | 2020-01-14 | 2020-01-15 | 2020-02-13 | 1 | 81.73 | 81.73 | 0.00% | market | 16.85% | — | -3.44% | 2.97% | -6.41% |
| DAL | 2020-01-14 | 2020-01-15 | 2020-02-13 | 1 | 61.54 | 61.54 | 0.00% | market | 21.43% | — | -4.02% | 2.97% | -6.98% |
| BAC | 2020-01-15 | 2020-01-16 | 2020-02-14 | 1 | 34.90 | 34.90 | 0.00% | market | 10.29% | — | -0.24% | 2.40% | -2.64% |
| MS | 2020-01-16 | 2020-01-17 | 2020-02-18 | 1 | 56.26 | 56.26 | 0.00% | market | 30.00% | — | -1.42% | 1.52% | -2.93% |
| HDB | 2020-01-18 | 2020-01-21 | 2020-02-19 | 3 | 30.48 | 30.48 | 0.00% | market | 7877.21% | — | -4.23% | 2.25% | -6.48% |
| STT | 2020-01-17 | 2020-01-21 | 2020-02-19 | 4 | 81.75 | 81.75 | 0.00% | market | 17.16% | — | -3.76% | 2.25% | -6.01% |
| SFBS | 2020-01-21 | 2020-01-22 | 2020-02-20 | 1 | 37.46 | 37.46 | 0.00% | market | 10.14% | — | 7.94% | 1.42% | 6.52% |
| ASML | 2020-01-22 | 2020-01-23 | 2020-02-21 | 1 | 296.93 | 296.93 | 0.00% | market | 11.53% | — | 2.95% | 0.86% | 2.09% |
| PLD | 2020-01-22 | 2020-01-23 | 2020-02-21 | 1 | 93.54 | 93.54 | 0.00% | market | 51.28% | — | 5.98% | 0.86% | 5.12% |
| RLI | 2020-01-22 | 2020-01-23 | 2020-02-21 | 1 | 45.75 | 45.75 | 0.00% | market | 28.00% | — | -0.52% | 0.86% | -1.38% |
| SLM | 2020-01-22 | 2020-01-23 | 2020-02-21 | 1 | 11.15 | 11.15 | 0.00% | market | 10.00% | — | 7.88% | 0.86% | 7.02% |
| TDY | 2020-01-22 | 2020-01-23 | 2020-02-21 | 1 | 370.53 | 370.53 | 0.00% | market | 11.68% | — | 3.98% | 0.86% | 3.12% |
| TER | 2020-01-22 | 2020-01-23 | 2020-02-21 | 1 | 79.05 | 79.05 | 0.00% | market | 11.39% | — | -16.61% | 0.86% | -17.47% |
| BY | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 20.64 | 20.64 | 0.00% | market | 10.53% | — | -7.27% | -3.01% | -4.26% |
| EWBC | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 51.31 | 51.31 | 0.00% | market | 10.34% | — | -15.44% | -3.01% | -12.42% |
| GATX | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 82.55 | 82.55 | 0.00% | market | 29.52% | — | -7.82% | -3.01% | -4.80% |
| INTC | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 66.57 | 66.57 | 0.00% | market | 21.60% | — | -7.33% | -3.01% | -4.31% |
| ORI | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 22.77 | 22.77 | 0.00% | market | 20.51% | — | -0.32% | -3.01% | 2.69% |
| STM | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 30.68 | 30.68 | 0.00% | market | 16.22% | — | -7.73% | -3.01% | -4.71% |
| TOWN | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 27.99 | 27.99 | 0.00% | market | 13.95% | — | -4.64% | -3.01% | -1.62% |
| IBN | 2020-01-25 | 2020-01-27 | 2020-02-25 | 2 | 14.81 | 14.81 | 0.00% | market | 11.11% | — | -2.73% | -3.21% | 0.48% |
| DHI | 2020-01-27 | 2020-01-28 | 2020-02-26 | 1 | 60.28 | 60.28 | 0.00% | market | 16.30% | — | -6.25% | -4.17% | -2.08% |
| GGG | 2020-01-27 | 2020-01-28 | 2020-02-26 | 1 | 54.90 | 54.90 | 0.00% | market | 23.08% | — | -2.30% | -4.17% | 1.87% |
| RDY | 2020-01-27 | 2020-01-28 | 2020-02-26 | 1 | 8.77 | 8.77 | 0.00% | market | 24.71% | — | -1.81% | -4.17% | 2.36% |
| AAPL | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 81.11 | 81.11 | 0.00% | market | 10.62% | — | -15.79% | -9.40% | -6.39% |
| CMRE | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 6.49 | 6.49 | 0.00% | market | 14.29% | — | -27.53% | -9.40% | -18.13% |
| EQR | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 86.20 | 86.20 | 0.00% | market | 120.00% | — | -9.08% | -9.40% | 0.32% |
| MKSI | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 110.01 | 110.01 | 0.00% | market | 13.21% | — | -11.12% | -9.40% | -1.72% |
| UMBF | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 67.99 | 67.99 | 0.00% | market | 15.38% | — | -10.29% | -9.40% | -0.89% |
| ZWS | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 16.83 | 16.83 | 0.00% | market | 14.29% | — | -14.06% | -9.40% | -4.66% |