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 5: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CASH | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 38.00 | 38.00 | 0.00% | market | 12.00% | — | -13.65% | -8.66% | -4.99% |
| CMPR | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 111.99 | 111.99 | 0.00% | market | 21.33% | — | 3.85% | -8.66% | 12.51% |
| CRUS | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 87.68 | 87.68 | 0.00% | market | 23.68% | — | -21.82% | -8.66% | -13.15% |
| EVR | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 80.43 | 80.43 | 0.00% | market | 15.74% | — | -17.27% | -8.66% | -8.61% |
| LVS | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 63.57 | 63.57 | 0.00% | market | 12.82% | — | -8.37% | -8.66% | 0.29% |
| MAA | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 136.91 | 136.91 | 0.00% | market | 120.34% | — | -5.69% | -8.66% | 2.98% |
| MSFT | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 174.05 | 174.05 | 0.00% | market | 14.39% | — | -7.02% | -8.66% | 1.65% |
| NSC | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 212.19 | 212.19 | 0.00% | market | 11.84% | — | -14.16% | -8.66% | -5.50% |
| PB | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 69.49 | 69.49 | 0.00% | market | 17.07% | — | -7.14% | -8.66% | 1.53% |
| PGR | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 79.74 | 79.74 | 0.00% | market | 58.77% | — | -8.35% | -8.66% | 0.31% |
| QRVO | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 121.61 | 121.61 | 0.00% | market | 11.38% | — | -17.39% | -8.66% | -8.73% |
| APO | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 46.00 | 46.00 | 0.00% | market | 50.68% | — | -5.77% | -5.48% | -0.30% |
| DECK | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 30.93 | 30.93 | 0.00% | market | 10.19% | — | -3.69% | -5.48% | 1.79% |
| EA | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 110.75 | 110.75 | 0.00% | market | 10.71% | — | -3.59% | -5.48% | 1.89% |
| FHI | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 35.83 | 35.83 | 0.00% | market | 15.71% | — | -13.86% | -5.48% | -8.38% |
| KIM | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 19.30 | 19.30 | 0.00% | market | 29.41% | — | -7.77% | -5.48% | -2.29% |
| LAZ | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 42.65 | 42.65 | 0.00% | market | 21.33% | — | -11.12% | -5.48% | -5.64% |
| LLY | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 142.85 | 142.85 | 0.00% | market | 13.82% | — | -7.11% | -5.48% | -1.63% |
| NOC | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 383.33 | 383.33 | 0.00% | market | 17.36% | — | -12.45% | -5.48% | -6.97% |
| NTCT | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 26.90 | 26.90 | 0.00% | market | 23.73% | — | -3.19% | -5.48% | 2.29% |
| PH | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 202.53 | 202.53 | 0.00% | market | 10.92% | — | -5.01% | -5.48% | 0.47% |
| RMD | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 164.38 | 164.38 | 0.00% | market | 18.63% | — | 2.56% | -5.48% | 8.04% |
| SF | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 29.22 | 29.22 | 0.00% | market | 16.82% | — | -11.91% | -5.48% | -6.43% |
| SIGI | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 70.00 | 70.00 | 0.00% | market | 25.69% | — | -17.31% | -5.48% | -11.84% |
| STBA | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 38.31 | 38.31 | 0.00% | market | 10.39% | — | -9.94% | -5.48% | -4.46% |
| TFSL | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 20.15 | 20.15 | 0.00% | market | 50.00% | — | 7.34% | -5.48% | 12.82% |
| TPL | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 80.04 | 80.04 | 0.00% | market | 24.39% | — | -4.22% | -5.48% | 1.25% |
| VRTX | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 238.65 | 238.65 | 0.00% | market | 40.50% | — | -2.76% | -5.48% | 2.71% |
| CAT | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 131.44 | 131.44 | 0.00% | market | 10.97% | — | -5.47% | -7.15% | 1.68% |
| CHTR | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 522.84 | 522.84 | 0.00% | market | 31.73% | — | -5.42% | -7.15% | 1.73% |
| IDXX | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 276.08 | 276.08 | 0.00% | market | 15.56% | — | -9.09% | -7.15% | -1.95% |
| OPY | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 27.69 | 27.69 | 0.00% | market | 130.00% | — | -13.72% | -7.15% | -6.57% |
| PIPR | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 20.82 | 20.82 | 0.00% | market | 60.56% | — | -14.17% | -7.15% | -7.03% |
| SMFG | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 7.07 | 7.07 | 0.00% | market | 72.04% | — | -11.84% | -7.15% | -4.69% |
| AMG | 2020-02-03 | 2020-02-04 | 2020-03-04 | 1 | 81.51 | 81.51 | 0.00% | market | 12.16% | — | -7.57% | -4.64% | -2.94% |
| ARE | 2020-02-03 | 2020-02-04 | 2020-03-04 | 1 | 165.40 | 165.40 | 0.00% | market | 194.92% | — | -1.29% | -4.64% | 3.35% |
| GOOG | 2020-02-03 | 2020-02-04 | 2020-03-04 | 1 | 72.85 | 72.85 | 0.00% | market | 22.22% | — | -4.93% | -4.64% | -0.30% |
| GOOGL | 2020-02-03 | 2020-02-04 | 2020-03-04 | 1 | 72.72 | 72.72 | 0.00% | market | 22.22% | — | -5.11% | -4.64% | -0.47% |
| HLI | 2020-02-03 | 2020-02-04 | 2020-03-04 | 1 | 56.50 | 56.50 | 0.00% | market | 14.29% | — | -6.52% | -4.64% | -1.89% |
| VVV | 2020-02-03 | 2020-02-04 | 2020-03-04 | 1 | 22.00 | 22.00 | 0.00% | market | 16.67% | — | -11.24% | -4.64% | -6.60% |
| BDC | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 53.60 | 53.60 | 0.00% | market | 11.11% | — | -22.82% | -8.97% | -13.85% |
| CLX | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 163.28 | 163.28 | 0.00% | market | 11.45% | — | 7.60% | -8.97% | 16.57% |
| HAE | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 123.85 | 123.85 | 0.00% | market | 23.68% | — | -16.74% | -8.97% | -7.77% |
| LITE | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 87.76 | 87.76 | 0.00% | market | 17.69% | — | -0.97% | -8.97% | 8.01% |
| MANH | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 88.00 | 88.00 | 0.00% | market | 29.03% | — | -23.35% | -8.97% | -14.38% |
| MTG | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 14.38 | 14.38 | 0.00% | market | 13.95% | — | -11.23% | -8.97% | -2.25% |
| MZTI | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 154.94 | 154.94 | 0.00% | market | 11.69% | — | -3.86% | -8.97% | 5.12% |
| RL | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 124.89 | 124.89 | 0.00% | market | 16.73% | — | -13.47% | -8.97% | -4.50% |
| RRR | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 27.07 | 27.07 | 0.00% | market | 63.64% | — | -39.04% | -8.97% | -30.06% |
| SONY | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 14.13 | 14.13 | 0.00% | market | 32.28% | — | -10.29% | -8.97% | -1.32% |
| USNA | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 81.96 | 81.96 | 0.00% | market | 42.42% | — | -11.15% | -8.97% | -2.18% |
| VIAV | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 15.48 | 15.48 | 0.00% | market | 21.05% | — | -15.41% | -8.97% | -6.44% |
| ACLS | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 27.61 | 27.61 | 0.00% | market | 81.25% | — | -15.09% | -10.92% | -4.18% |
| CINF | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 110.72 | 110.72 | 0.00% | market | 10.81% | — | -11.40% | -10.92% | -0.48% |
| CUZ | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 40.98 | 40.98 | 0.00% | market | 471.43% | — | -9.52% | -10.92% | 1.40% |
| ELF | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 19.02 | 19.02 | 0.00% | market | 50.00% | — | -17.82% | -10.92% | -6.90% |
| FMC | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 103.48 | 103.48 | 0.00% | market | 15.03% | — | -12.61% | -10.92% | -1.70% |
| FORM | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 26.06 | 26.06 | 0.00% | market | 28.12% | — | -14.22% | -10.92% | -3.31% |
| PAYC | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 301.08 | 301.08 | 0.00% | market | 11.69% | — | -11.18% | -10.92% | -0.27% |
| QCOM | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 88.06 | 88.06 | 0.00% | market | 16.47% | — | -12.13% | -10.92% | -1.21% |
| RDN | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 25.75 | 25.75 | 0.00% | market | 11.69% | — | -12.49% | -10.92% | -1.57% |
| RYN | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 30.91 | 30.91 | 0.00% | market | 33.33% | — | -15.82% | -10.92% | -4.91% |
| SONO | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 15.25 | 15.25 | 0.00% | market | 25.00% | — | -31.38% | -10.92% | -20.46% |
| UGI | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 42.37 | 42.37 | 0.00% | market | 12.50% | — | -13.65% | -10.92% | -2.73% |
| CSL | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 167.95 | 167.95 | 0.00% | market | 11.73% | — | -16.85% | -17.60% | 0.75% |
| DLX | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 46.19 | 46.19 | 0.00% | market | 10.86% | — | -38.48% | -17.60% | -20.88% |
| DX | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 18.86 | 18.86 | 0.00% | market | 46.67% | — | -17.49% | -17.60% | 0.11% |
| EAF | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 102.40 | 102.40 | 0.00% | market | 10.91% | — | -29.20% | -17.60% | -11.60% |
| EGP | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 136.50 | 136.50 | 0.00% | market | 126.32% | — | -14.14% | -17.60% | 3.46% |
| MPT | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 23.20 | 23.20 | 0.00% | market | 13.04% | — | -8.55% | -17.60% | 9.06% |
| CPAC | 2020-02-12 | 2020-02-13 | 2020-03-13 | 1 | 9.20 | 9.20 | 0.00% | market | 11.11% | — | -11.40% | -19.81% | 8.41% |
| CRSP | 2020-02-12 | 2020-02-13 | 2020-03-13 | 1 | 60.91 | 60.91 | 0.00% | market | 180.95% | — | -38.30% | -19.81% | -18.49% |
| AER | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 62.67 | 62.67 | 0.00% | market | 20.00% | — | -66.85% | -28.94% | -37.91% |
| BLX | 2020-02-14 | 2020-02-18 | 2020-03-17 | 4 | 20.59 | 20.59 | 0.00% | market | 12.00% | — | -35.02% | -24.88% | -10.14% |
| ENPH | 2020-02-18 | 2020-02-19 | 2020-03-18 | 1 | 47.51 | 47.51 | 0.00% | market | 18.18% | — | -49.61% | -28.95% | -20.66% |
| INVH | 2020-02-18 | 2020-02-19 | 2020-03-18 | 1 | 32.28 | 32.28 | 0.00% | market | 66.67% | — | -40.31% | -28.95% | -11.36% |
| AGI | 2020-02-19 | 2020-02-20 | 2020-03-19 | 1 | 6.60 | 6.60 | 0.00% | market | 14.29% | — | -19.34% | -28.79% | 9.45% |
| DRH | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 11.29 | 11.29 | 0.00% | market | 12.50% | — | -65.56% | -31.80% | -33.76% |
| EGO | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 8.05 | 8.05 | 0.00% | market | 18.18% | — | -36.12% | -31.80% | -4.33% |
| HASI | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 39.09 | 39.09 | 0.00% | market | 11.11% | — | -55.41% | -31.80% | -23.61% |
| HCXY | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 27.42 | 27.42 | 0.00% | market | 17.75% | — | -34.05% | -31.80% | -2.26% |
| IDA | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 111.76 | 111.76 | 0.00% | market | 22.37% | — | -33.03% | -31.80% | -1.23% |
| IDCC | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 63.24 | 63.24 | 0.00% | market | 62.96% | — | -44.36% | -31.80% | -12.56% |
| ARLO | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 3.70 | 3.70 | 0.00% | market | 16.13% | — | -50.64% | -24.94% | -25.70% |
| AWI | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 106.98 | 106.98 | 0.00% | market | 29.07% | — | -32.61% | -24.94% | -7.67% |
| AWR | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 90.00 | 90.00 | 0.00% | market | 18.42% | — | -11.64% | -24.94% | 13.30% |
| BH | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 120.24 | 120.24 | 0.00% | market | 1055.18% | — | -55.23% | -24.94% | -30.29% |
| BWXT | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 66.00 | 66.00 | 0.00% | market | 10.94% | — | -30.89% | -24.94% | -5.95% |
| HLIO | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 43.54 | 43.54 | 0.00% | market | 45.95% | — | -8.23% | -24.94% | 16.71% |
| INTU | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 297.55 | 297.55 | 0.00% | market | 13.73% | — | -21.52% | -24.94% | 3.42% |
| KEYS | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 99.79 | 99.79 | 0.00% | market | 16.67% | — | -14.86% | -24.94% | 10.08% |
| AFGB | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 27.61 | 27.61 | 0.00% | market | 24.32% | — | -16.18% | -21.45% | 5.27% |
| AGM | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 71.31 | 71.31 | 0.00% | market | 10.19% | — | -29.32% | -21.45% | -7.88% |
| CQP | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 33.82 | 33.82 | 0.00% | market | 16.00% | — | -28.93% | -21.45% | -7.48% |
| AEE | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 85.15 | 85.15 | 0.00% | market | 22.58% | — | -14.62% | -14.49% | -0.13% |
| AVA | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 49.45 | 49.45 | 0.00% | market | 11.76% | — | -18.68% | -14.49% | -4.19% |
| CRC | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 5.95 | 5.95 | 0.00% | market | 97.30% | — | -58.59% | -14.49% | -44.10% |
| EC | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 18.47 | 18.47 | 0.00% | market | 18.75% | — | -45.53% | -14.49% | -31.04% |
| FTDR | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 44.72 | 44.72 | 0.00% | market | 38.89% | — | -20.74% | -14.49% | -6.25% |
| GTY | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 31.48 | 31.48 | 0.00% | market | 13.79% | — | -24.24% | -14.49% | -9.75% |
| AAON | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 37.49 | 37.49 | 0.00% | market | 22.22% | — | -17.84% | -12.22% | -5.62% |
| ABEV | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 3.11 | 3.11 | 0.00% | market | 16.67% | — | -19.39% | -12.22% | -7.17% |
| AGO | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 41.05 | 41.05 | 0.00% | market | 15.38% | — | -37.40% | -12.22% | -25.18% |
| AQN | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 14.77 | 14.77 | 0.00% | market | 11.11% | — | -15.33% | -12.22% | -3.11% |
| BRSP | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 12.19 | 12.19 | 0.00% | market | 23.33% | — | -57.03% | -12.22% | -44.81% |
| CCO | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 2.02 | 2.02 | 0.00% | market | 84.22% | — | -72.87% | -12.22% | -60.65% |
| EOG | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 57.30 | 57.30 | 0.00% | market | 17.39% | — | -37.27% | -12.22% | -25.05% |
| FTAI | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 15.10 | 15.10 | 0.00% | market | 71.43% | — | -51.89% | -12.22% | -39.67% |
| GTN | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 17.54 | 17.54 | 0.00% | market | 50.00% | — | -32.03% | -12.22% | -19.81% |
| MITT | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 45.39 | 45.39 | 0.00% | market | 254.55% | — | -73.99% | -12.22% | -61.77% |
| RBA | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 39.96 | 39.96 | 0.00% | market | 14.63% | — | -17.84% | -12.22% | -5.62% |
| BSBR | 2020-02-28 | 2020-03-02 | 2020-03-30 | 3 | 8.39 | 8.39 | 0.00% | market | 45.83% | — | -38.36% | -12.26% | -26.10% |
| WSC | 2020-03-02 | 2020-03-03 | 2020-03-31 | 1 | 17.16 | 17.16 | 0.00% | market | 25.00% | — | -41.07% | -16.72% | -24.35% |
| INSW | 2020-03-03 | 2020-03-04 | 2020-04-01 | 1 | 22.27 | 22.27 | 0.00% | market | 10.92% | — | 5.56% | -19.59% | 25.15% |
| SCM | 2020-03-03 | 2020-03-04 | 2020-04-01 | 1 | 12.82 | 12.82 | 0.00% | market | 12.12% | — | -52.13% | -19.59% | -32.54% |
| CPB | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 52.70 | 52.70 | 0.00% | market | 10.77% | — | -10.06% | -17.43% | 7.37% |
| TAC | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 7.87 | 7.87 | 0.00% | market | 50.00% | — | -36.44% | -17.43% | -19.01% |
| TPVG | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 13.25 | 13.25 | 0.00% | market | 12.50% | — | -60.63% | -17.43% | -43.20% |
| UFPT | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 52.00 | 52.00 | 0.00% | market | 28.33% | — | -30.91% | -17.43% | -13.48% |
| FIZZ | 2020-03-05 | 2020-03-06 | 2020-04-03 | 1 | 22.42 | 22.42 | 0.00% | market | 12.00% | — | -5.81% | -15.34% | 9.53% |
| MEI | 2020-03-05 | 2020-03-06 | 2020-04-03 | 1 | 29.54 | 29.54 | 0.00% | market | 18.48% | — | -15.54% | -15.34% | -0.20% |
| VET | 2020-03-06 | 2020-03-09 | 2020-04-06 | 3 | 4.61 | 4.61 | 0.00% | market | 40.00% | — | -21.36% | -3.79% | -17.57% |
| FNV | 2020-03-09 | 2020-03-10 | 2020-04-07 | 1 | 107.81 | 107.81 | 0.00% | market | 20.41% | — | -0.38% | -6.85% | 6.48% |
| PAM | 2020-03-10 | 2020-03-11 | 2020-04-08 | 1 | 11.41 | 11.41 | 0.00% | market | 119.56% | — | -3.87% | -2.38% | -1.49% |
| DQ | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 10.59 | 10.59 | 0.00% | market | 61.11% | — | -5.82% | 8.67% | -14.50% |
| FPI | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 5.50 | 5.50 | 0.00% | market | 16.67% | — | 18.45% | 8.67% | 9.77% |
| KNOP | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 12.12 | 12.12 | 0.00% | market | 30.36% | — | -1.09% | 8.67% | -9.76% |
| MCRI | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 23.82 | 23.82 | 0.00% | market | 42.50% | — | 20.85% | 8.67% | 12.18% |
| TALO | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 7.72 | 7.72 | 0.00% | market | 147.17% | — | -12.28% | 8.67% | -20.95% |
| ERO | 2020-03-12 | 2020-03-13 | 2020-04-13 | 1 | 8.03 | 8.03 | 0.00% | market | 158.82% | — | 7.00% | 4.78% | 2.22% |
| BKE | 2020-03-13 | 2020-03-16 | 2020-04-14 | 3 | 13.24 | 13.24 | 0.00% | market | 10.34% | — | 14.48% | 17.67% | -3.19% |
| LAC | 2020-03-13 | 2020-03-16 | 2020-04-14 | 3 | 1.73 | 1.73 | 0.00% | market | 50.00% | — | 10.88% | 17.67% | -6.78% |
| OLP | 2020-03-13 | 2020-03-16 | 2020-04-14 | 3 | 18.41 | 18.41 | 0.00% | market | 17.78% | — | -13.46% | 17.67% | -31.13% |
| HQY | 2020-03-16 | 2020-03-17 | 2020-04-15 | 1 | 40.91 | 40.91 | 0.00% | market | 14.71% | — | 11.93% | 13.35% | -1.43% |
| TME | 2020-03-16 | 2020-03-17 | 2020-04-15 | 1 | 10.98 | 10.98 | 0.00% | market | 20.00% | — | -1.47% | 13.35% | -14.82% |
| BAX | 2020-03-17 | 2020-03-18 | 2020-04-16 | 1 | 76.20 | 76.20 | 0.00% | market | 10.23% | — | 18.71% | 18.14% | 0.57% |
| ACMR | 2020-03-18 | 2020-03-19 | 2020-04-17 | 1 | 7.32 | 7.32 | 0.00% | market | 141.62% | — | 64.11% | 19.81% | 44.30% |
| FUTU | 2020-03-18 | 2020-03-19 | 2020-04-17 | 1 | 8.90 | 8.90 | 0.00% | market | 95.00% | — | 20.12% | 19.81% | 0.32% |
| ACN | 2020-03-19 | 2020-03-20 | 2020-04-20 | 1 | 157.53 | 157.53 | 0.00% | market | 11.05% | — | 10.82% | 16.11% | -5.28% |
| CIG-C | 2020-03-19 | 2020-03-20 | 2020-04-20 | 1 | 0.94 | 0.94 | 0.00% | market | 118.11% | — | 9.99% | 16.11% | -6.11% |
| CANG | 2020-03-23 | 2020-03-24 | 2020-04-22 | 1 | 26.30 | 26.30 | 0.00% | market | 22.22% | — | -2.76% | 19.06% | -21.82% |
| YRD | 2020-03-25 | 2020-03-26 | 2020-04-24 | 1 | 3.88 | 3.88 | 0.00% | market | 72.22% | — | -12.99% | 13.41% | -26.39% |
| COGT | 2020-03-26 | 2020-03-27 | 2020-04-27 | 1 | 2.08 | 2.08 | 0.00% | market | 124.56% | — | -23.18% | 13.34% | -36.51% |
| HTHT | 2020-03-26 | 2020-03-27 | 2020-04-27 | 1 | 29.50 | 29.50 | 0.00% | market | 50.00% | — | 3.49% | 13.34% | -9.84% |
| JEF | 2020-03-26 | 2020-03-27 | 2020-04-27 | 1 | 13.86 | 13.86 | 0.00% | market | 76.19% | — | -11.72% | 13.34% | -25.05% |
| SBS | 2020-03-27 | 2020-03-30 | 2020-04-28 | 3 | 1.57 | 1.57 | 0.00% | market | 153.29% | — | -3.28% | 11.74% | -15.03% |
| STZ | 2020-04-03 | 2020-04-06 | 2020-05-05 | 3 | 138.05 | 138.05 | 0.00% | market | 24.85% | — | 17.98% | 11.00% | 6.99% |
| JNJ | 2020-04-14 | 2020-04-15 | 2020-05-13 | 1 | 145.55 | 145.55 | 0.00% | market | 15.00% | — | 0.99% | 1.45% | -0.47% |
| PNC | 2020-04-15 | 2020-04-16 | 2020-05-14 | 1 | 92.83 | 92.83 | 0.00% | market | 14.04% | — | 5.30% | 2.08% | 3.21% |
| USB | 2020-04-15 | 2020-04-16 | 2020-05-14 | 1 | 33.02 | 33.02 | 0.00% | market | 24.14% | — | -5.70% | 2.08% | -7.79% |
| BMI | 2020-04-16 | 2020-04-17 | 2020-05-15 | 1 | 58.74 | 58.74 | 0.00% | market | 10.81% | — | -4.76% | 0.32% | -5.08% |
| BNY | 2020-04-16 | 2020-04-17 | 2020-05-15 | 1 | 37.47 | 37.47 | 0.00% | market | 16.67% | — | -14.54% | 0.32% | -14.85% |
| WAL | 2020-04-16 | 2020-04-17 | 2020-05-15 | 1 | 29.77 | 29.77 | 0.00% | market | 15.28% | — | -1.78% | 0.32% | -2.09% |
| HDB | 2020-04-18 | 2020-04-20 | 2020-05-18 | 2 | 20.41 | 20.41 | 0.00% | market | 13.04% | — | -10.59% | 4.38% | -14.97% |
| STT | 2020-04-17 | 2020-04-20 | 2020-05-18 | 3 | 57.54 | 57.54 | 0.00% | market | 23.70% | — | 1.50% | 4.38% | -2.89% |
| BOH | 2020-04-20 | 2020-04-21 | 2020-05-19 | 1 | 59.10 | 59.10 | 0.00% | market | 19.18% | — | -1.76% | 5.51% | -7.27% |
| CDNS | 2020-04-20 | 2020-04-21 | 2020-05-19 | 1 | 76.43 | 76.43 | 0.00% | market | 11.11% | — | 11.69% | 5.51% | 6.18% |
| KALU | 2020-04-20 | 2020-04-21 | 2020-05-19 | 1 | 74.11 | 74.11 | 0.00% | market | 20.25% | — | -12.89% | 5.51% | -18.40% |
| TFC | 2020-04-20 | 2020-04-21 | 2020-05-19 | 1 | 33.91 | 33.91 | 0.00% | market | 23.88% | — | -4.73% | 5.51% | -10.24% |
| CP | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 43.88 | 43.88 | 0.00% | market | 15.79% | — | 11.18% | 6.68% | 4.51% |
| DOV | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 86.81 | 86.81 | 0.00% | market | 14.88% | — | 4.77% | 6.68% | -1.90% |
| EDU | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 118.23 | 118.23 | 0.00% | market | 17.72% | — | 1.87% | 6.68% | -4.80% |
| EMR | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 52.34 | 52.34 | 0.00% | market | 20.27% | — | 8.44% | 6.68% | 1.77% |
| KO | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 46.05 | 46.05 | 0.00% | market | 15.91% | — | -0.45% | 6.68% | -7.12% |
| MANH | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 57.15 | 57.15 | 0.00% | market | 21.21% | — | 28.86% | 6.68% | 22.18% |
| PLD | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 89.67 | 89.67 | 0.00% | market | 133.33% | — | -2.94% | 6.68% | -9.62% |
| SFNC | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 18.00 | 18.00 | 0.00% | market | 58.14% | — | -9.99% | 6.68% | -16.66% |
| TER | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 66.28 | 66.28 | 0.00% | market | 13.64% | — | -4.25% | 6.68% | -10.92% |
| TXN | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 109.68 | 109.68 | 0.00% | market | 24.00% | — | 7.01% | 6.68% | 0.34% |
| USNA | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 75.77 | 75.77 | 0.00% | market | 46.43% | — | 11.09% | 6.68% | 4.42% |
| WTFC | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 35.25 | 35.25 | 0.00% | market | 40.54% | — | 7.93% | 6.68% | 1.25% |
| BIIB | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 293.61 | 293.61 | 0.00% | market | 18.24% | — | 3.60% | 5.13% | -1.53% |
| ELME | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 21.34 | 21.34 | 0.00% | market | 122.22% | — | -3.66% | 5.13% | -8.79% |
| EVR | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 48.47 | 48.47 | 0.00% | market | 17.48% | — | 7.68% | 5.13% | 2.55% |
| FR | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 34.57 | 34.57 | 0.00% | market | 68.42% | — | 4.70% | 5.13% | -0.43% |
| MC | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 29.10 | 29.10 | 0.00% | market | 32.35% | — | 0.79% | 5.13% | -4.34% |
| SLG | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 47.18 | 47.18 | 0.00% | market | 22.78% | — | -15.98% | 5.13% | -21.11% |
| ASB | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 12.33 | 12.33 | 0.00% | market | 180.00% | — | 5.74% | 5.24% | 0.50% |
| ASR | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 96.49 | 96.49 | 0.00% | market | 20.81% | — | 3.27% | 5.24% | -1.97% |
| DPZ | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 368.98 | 368.98 | 0.00% | market | 32.33% | — | 0.75% | 5.24% | -4.49% |
| EW | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 78.43 | 78.43 | 0.00% | market | 13.64% | — | -7.10% | 5.24% | -12.34% |
| FNB | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 7.27 | 7.27 | 0.00% | market | 23.08% | — | -3.54% | 5.24% | -8.78% |
| INTC | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 56.20 | 56.20 | 0.00% | market | 13.28% | — | 10.68% | 5.24% | 5.44% |
| LLY | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 162.00 | 162.00 | 0.00% | market | 18.24% | — | -6.79% | 5.24% | -12.03% |
| MBIN | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 9.33 | 9.33 | 0.00% | market | 36.11% | — | 21.55% | 5.24% | 16.31% |
| UNP | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 156.48 | 156.48 | 0.00% | market | 13.16% | — | 5.45% | 5.24% | 0.21% |
| VRSN | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 218.99 | 218.99 | 0.00% | market | 11.81% | — | -2.51% | 5.24% | -7.75% |
| WST | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 190.00 | 190.00 | 0.00% | market | 23.17% | — | 11.18% | 5.24% | 5.94% |
| SNY | 2020-04-24 | 2020-04-27 | 2020-05-26 | 3 | 51.02 | 51.02 | 0.00% | market | 18.42% | — | -7.45% | 4.90% | -12.35% |
| BRO | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 36.01 | 36.01 | 0.00% | market | 10.87% | — | 10.87% | 4.30% | 6.57% |
| CGNX | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 53.72 | 53.72 | 0.00% | market | 37.50% | — | 17.42% | 4.30% | 13.12% |
| CNI | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 83.26 | 83.26 | 0.00% | market | 19.74% | — | 3.34% | 4.30% | -0.96% |
| FFIV | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 147.85 | 147.85 | 0.00% | market | 12.06% | — | -1.85% | 4.30% | -6.14% |
| PKG | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 93.96 | 93.96 | 0.00% | market | 22.95% | — | 8.95% | 4.30% | 4.65% |
| SSD | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 69.61 | 69.61 | 0.00% | market | 33.87% | — | 17.68% | 4.30% | 13.39% |
| CCEP | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 39.89 | 39.89 | 0.00% | market | 370.00% | — | -1.35% | 3.92% | -5.28% |
| CHCO | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 70.90 | 70.90 | 0.00% | market | 69.52% | — | -8.87% | 3.92% | -12.80% |
| CMI | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 165.89 | 165.89 | 0.00% | market | 45.87% | — | 2.25% | 3.92% | -1.67% |
| DHI | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 47.10 | 47.10 | 0.00% | market | 16.07% | — | 18.60% | 3.92% | 14.68% |
| DTW | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 25.47 | 25.47 | 0.00% | market | 18.92% | — | 2.45% | 3.92% | -1.47% |
| MKSI | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 101.00 | 101.00 | 0.00% | market | 24.19% | — | 2.12% | 3.92% | -1.81% |
| MRCY | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 93.98 | 93.98 | 0.00% | market | 15.38% | — | -5.68% | 3.92% | -9.60% |
| MRK | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 78.37 | 78.37 | 0.00% | market | 11.94% | — | -3.93% | 3.92% | -7.85% |
| MSCI | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 326.80 | 326.80 | 0.00% | market | 13.10% | — | -1.36% | 3.92% | -5.28% |
| NVS | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 82.65 | 82.65 | 0.00% | market | 13.14% | — | -1.32% | 3.92% | -5.25% |
| OMAB | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 28.59 | 28.59 | 0.00% | market | 16.67% | — | 22.18% | 3.92% | 18.26% |
| PFE | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 36.46 | 36.46 | 0.00% | market | 12.68% | — | -0.84% | 3.92% | -4.76% |
| ROK | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 197.00 | 197.00 | 0.00% | market | 32.79% | — | 9.75% | 3.92% | 5.82% |
| SIMO | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 44.00 | 44.00 | 0.00% | market | 19.40% | — | 2.74% | 3.92% | -1.18% |
| SIRI | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 59.20 | 59.20 | 0.00% | market | 40.00% | — | -4.15% | 3.92% | -8.08% |
| SPGI | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 303.26 | 303.26 | 0.00% | market | 18.70% | — | 5.02% | 3.92% | 1.10% |
| TEL | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 76.04 | 76.04 | 0.00% | market | 30.30% | — | 8.76% | 3.92% | 4.84% |
| AGI | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 8.35 | 8.35 | 0.00% | market | 60.00% | — | -3.09% | 4.32% | -7.42% |
| AIN | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 52.03 | 52.03 | 0.00% | market | 27.87% | — | 15.79% | 4.32% | 11.47% |
| AZN | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 106.00 | 106.00 | 0.00% | market | 125.53% | — | 1.09% | 4.32% | -3.23% |
| BMRN | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 97.00 | 97.00 | 0.00% | market | 90.91% | — | 9.75% | 4.32% | 5.42% |
| EPD | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 18.48 | 18.48 | 0.00% | market | 17.31% | — | 3.25% | 4.32% | -1.07% |
| FICO | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 362.06 | 362.06 | 0.00% | market | 21.59% | — | 11.11% | 4.32% | 6.79% |
| GSK | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 42.90 | 42.90 | 0.00% | market | 22.22% | — | -2.38% | 4.32% | -6.71% |
| KAI | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 85.42 | 85.42 | 0.00% | market | 23.86% | — | 13.26% | 4.32% | 8.93% |
| LFUS | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 151.49 | 151.49 | 0.00% | market | 32.99% | — | 7.16% | 4.32% | 2.84% |
| MAS | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 40.98 | 40.98 | 0.00% | market | 27.78% | — | 13.74% | 4.32% | 9.41% |
| MSA | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 110.27 | 110.27 | 0.00% | market | 20.41% | — | 7.76% | 4.32% | 3.44% |
| MSFT | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 180.00 | 180.00 | 0.00% | market | 11.11% | — | 1.71% | 4.32% | -2.62% |
| MTDR | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 7.35 | 7.35 | 0.00% | market | 233.33% | — | 6.57% | 4.32% | 2.24% |
| NGVT | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 49.41 | 49.41 | 0.00% | market | 40.00% | — | 6.50% | 4.32% | 2.18% |
| NSC | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 174.20 | 174.20 | 0.00% | market | 17.81% | — | 2.25% | 4.32% | -2.07% |
| PAC | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 61.54 | 61.54 | 0.00% | market | 29.01% | — | 7.81% | 4.32% | 3.49% |
| PB | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 60.05 | 60.05 | 0.00% | market | 16.95% | — | 8.79% | 4.32% | 4.47% |
| PTC | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 70.11 | 70.11 | 0.00% | market | 28.26% | — | 8.84% | 4.32% | 4.52% |
| QCOM | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 80.27 | 80.27 | 0.00% | market | 11.39% | — | 0.66% | 4.32% | -3.66% |
| RYN | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 25.55 | 25.55 | 0.00% | market | 299.80% | — | -7.15% | 4.32% | -11.47% |
| SXT | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 48.38 | 48.38 | 0.00% | market | 16.13% | — | 3.50% | 4.32% | -0.83% |
| URI | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 126.22 | 126.22 | 0.00% | market | 43.16% | — | 9.94% | 4.32% | 5.62% |
| UTHR | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 108.18 | 108.18 | 0.00% | market | 13.45% | — | 8.93% | 4.32% | 4.61% |
| VRTX | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 257.75 | 257.75 | 0.00% | market | 38.38% | — | 11.62% | 4.32% | 7.30% |
| WHD | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 18.17 | 18.17 | 0.00% | market | 17.14% | — | 4.91% | 4.32% | 0.59% |
| AAPL | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 71.56 | 71.56 | 0.00% | market | 23.08% | — | 12.34% | 7.09% | 5.24% |
| AEM | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 57.77 | 57.77 | 0.00% | market | 27.78% | — | 10.87% | 7.09% | 3.78% |
| AMGN | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 233.00 | 233.00 | 0.00% | market | 12.70% | — | -2.71% | 7.09% | -9.81% |
| BAX | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 88.51 | 88.51 | 0.00% | market | 13.89% | — | 2.02% | 7.09% | -5.07% |
| BEN | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 18.13 | 18.13 | 0.00% | market | 50.00% | — | 7.40% | 7.09% | 0.31% |
| CG | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 23.04 | 23.04 | 0.00% | market | 23.08% | — | 21.95% | 7.09% | 14.85% |
| CQP | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 34.25 | 34.25 | 0.00% | market | 23.53% | — | 1.83% | 7.09% | -5.27% |
| EMN | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 62.61 | 62.61 | 0.00% | market | 18.71% | — | 9.40% | 7.09% | 2.31% |
| ESI | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 10.02 | 10.02 | 0.00% | market | 25.00% | — | 8.98% | 7.09% | 1.89% |
| ACHC | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 24.10 | 24.10 | 0.00% | market | 10.53% | — | 17.99% | 8.91% | 9.08% |
| HLI | 2020-05-12 | 2020-05-13 | 2020-06-11 | 1 | 59.55 | 59.55 | 0.00% | market | 24.68% | — | -4.37% | 5.09% | -9.45% |
| CSCO | 2020-05-13 | 2020-05-14 | 2020-06-12 | 1 | 43.43 | 43.43 | 0.00% | market | 14.49% | — | 3.68% | 9.06% | -5.38% |
| AGRO | 2020-05-14 | 2020-05-15 | 2020-06-15 | 1 | 3.62 | 3.62 | 0.00% | market | 3900.00% | — | 24.21% | 8.74% | 15.47% |
| FUTU | 2020-05-14 | 2020-05-15 | 2020-06-15 | 1 | 12.85 | 12.85 | 0.00% | market | 83.05% | — | 60.60% | 8.74% | 51.86% |
| NVMI | 2020-05-14 | 2020-05-15 | 2020-06-15 | 1 | 43.00 | 43.00 | 0.00% | market | 30.56% | — | 11.34% | 8.74% | 2.60% |
| SSRM | 2020-05-14 | 2020-05-15 | 2020-06-15 | 1 | 19.70 | 19.70 | 0.00% | market | 14.81% | — | -4.77% | 8.74% | -13.51% |
| SBS | 2020-05-15 | 2020-05-18 | 2020-06-16 | 3 | 1.36 | 1.36 | 0.00% | market | 368.20% | — | 52.11% | 6.79% | 45.31% |
| SMFG | 2020-05-15 | 2020-05-18 | 2020-06-16 | 3 | 5.24 | 5.24 | 0.00% | market | 43.74% | — | 14.21% | 6.79% | 7.42% |
| DAC | 2020-05-18 | 2020-05-19 | 2020-06-17 | 1 | 4.54 | 4.54 | 0.00% | market | 12.61% | — | -6.93% | 5.88% | -12.81% |
| EXP | 2020-05-19 | 2020-05-20 | 2020-06-18 | 1 | 63.22 | 63.22 | 0.00% | market | 50.59% | — | 15.40% | 5.40% | 10.01% |
| NTES | 2020-05-19 | 2020-05-20 | 2020-06-18 | 1 | 77.80 | 77.80 | 0.00% | market | 10.00% | — | 5.12% | 5.40% | -0.28% |
| DQ | 2020-05-20 | 2020-05-21 | 2020-06-19 | 1 | 11.87 | 11.87 | 0.00% | market | 43.75% | — | 0.98% | 3.99% | -3.01% |
| NDSN | 2020-05-20 | 2020-05-21 | 2020-06-19 | 1 | 177.36 | 177.36 | 0.00% | market | 25.40% | — | 9.15% | 3.99% | 5.15% |
| RDY | 2020-05-20 | 2020-05-21 | 2020-06-19 | 1 | 10.18 | 10.18 | 0.00% | market | 24.49% | — | 4.42% | 3.99% | 0.43% |
| SNPS | 2020-05-20 | 2020-05-21 | 2020-06-19 | 1 | 167.00 | 167.00 | 0.00% | market | 23.23% | — | 10.35% | 3.99% | 6.36% |
| TTWO | 2020-05-20 | 2020-05-21 | 2020-06-19 | 1 | 142.14 | 142.14 | 0.00% | market | 88.64% | — | 0.23% | 3.99% | -3.76% |
| DAVA | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 46.89 | 46.89 | 0.00% | market | 11.54% | — | 4.78% | 5.45% | -0.66% |
| ECC | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 6.15 | 6.15 | 0.00% | market | 12.50% | — | 12.91% | 5.45% | 7.46% |
| TK | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 3.06 | 3.06 | 0.00% | market | 127.27% | — | -18.73% | 5.45% | -24.18% |
| DE | 2020-05-22 | 2020-05-26 | 2020-06-23 | 4 | 144.46 | 144.46 | 0.00% | market | 30.25% | — | 6.48% | 3.35% | 3.12% |
| SLQT | 2020-05-22 | 2020-05-26 | 2020-06-23 | 4 | 26.70 | 26.70 | 0.00% | market | 290.04% | — | -4.14% | 3.35% | -7.50% |
| HEI | 2020-05-26 | 2020-05-27 | 2020-06-24 | 1 | 109.00 | 109.00 | 0.00% | market | 30.95% | — | -9.30% | 0.65% | -9.95% |
| CEPU | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 3.09 | 3.09 | 0.00% | market | 469.15% | — | -15.31% | 0.89% | -16.20% |
| FINV | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 1.56 | 1.56 | 0.00% | market | 111.11% | — | 11.44% | 0.89% | 10.55% |
| LPG | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 8.83 | 8.83 | 0.00% | market | 28.57% | — | -11.43% | 0.89% | -12.31% |
| NTAP | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 44.78 | 44.78 | 0.00% | market | 14.42% | — | -6.69% | 0.89% | -7.57% |
| HLNE | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 72.55 | 72.55 | 0.00% | market | 20.41% | — | -12.59% | -0.80% | -11.79% |
| OLLI | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 91.36 | 91.36 | 0.00% | market | 48.48% | — | 7.69% | -0.80% | 8.49% |
| VEEV | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 211.11 | 211.11 | 0.00% | market | 13.79% | — | 11.18% | -0.80% | 11.98% |
| FRO | 2020-05-29 | 2020-06-01 | 2020-06-29 | 3 | 9.42 | 9.42 | 0.00% | market | 27.19% | — | -24.62% | 0.28% | -24.90% |
| DCI | 2020-06-02 | 2020-06-03 | 2020-07-01 | 1 | 49.97 | 49.97 | 0.00% | market | 31.58% | — | -9.33% | 0.09% | -9.42% |
| CIEN | 2020-06-04 | 2020-06-05 | 2020-07-06 | 1 | 55.00 | 55.00 | 0.00% | market | 55.10% | — | 2.75% | -0.06% | 2.81% |
| DLNG | 2020-06-04 | 2020-06-05 | 2020-07-06 | 1 | 2.04 | 2.04 | 0.00% | market | 33.33% | — | 72.94% | -0.06% | 73.00% |
| MTN | 2020-06-04 | 2020-06-05 | 2020-07-06 | 1 | 211.81 | 211.81 | 0.00% | market | 14.02% | — | -12.38% | -0.06% | -12.32% |
| SJM | 2020-06-04 | 2020-06-05 | 2020-07-06 | 1 | 109.00 | 109.00 | 0.00% | market | 12.23% | — | -2.97% | -0.06% | -2.91% |
| LEN | 2020-06-15 | 2020-06-16 | 2020-07-15 | 1 | 64.46 | 64.46 | 0.00% | market | 39.83% | — | 5.89% | 2.02% | 3.87% |
| WTI | 2020-06-22 | 2020-06-23 | 2020-07-22 | 1 | 2.66 | 2.66 | 0.00% | market | 1376.01% | — | -6.87% | 4.26% | -11.13% |
| CRC | 2020-06-25 | 2020-06-26 | 2020-11-06 | 1 | 1.35 | 1.35 | 0.00% | market | 90.64% | — | 744.34% | 14.37% | 729.97% |
| FDS | 2020-06-25 | 2020-06-26 | 2020-07-27 | 1 | 337.29 | 337.29 | 0.00% | market | 17.70% | — | 3.48% | 5.57% | -2.09% |
| MKC | 2020-06-25 | 2020-06-26 | 2020-07-27 | 1 | 90.25 | 90.25 | 0.00% | market | 27.59% | — | 8.50% | 5.57% | 2.93% |
| MKC-V | 2020-06-25 | 2020-06-26 | 2020-07-27 | 1 | 89.48 | 89.48 | 0.00% | market | 26.72% | — | 8.04% | 5.57% | 2.46% |
| JEF | 2020-06-29 | 2020-06-30 | 2020-07-29 | 1 | 15.11 | 15.11 | 0.00% | market | 633.27% | — | 5.99% | 6.95% | -0.96% |
| TLK | 2020-06-30 | 2020-07-01 | 2020-07-30 | 1 | 21.64 | 21.64 | 0.00% | market | 22.94% | — | -4.67% | 4.65% | -9.32% |
| FIZZ | 2020-07-01 | 2020-07-02 | 2020-07-31 | 1 | 34.34 | 34.34 | 0.00% | market | 30.00% | — | -6.68% | 3.91% | -10.59% |
| STZ | 2020-07-01 | 2020-07-02 | 2020-07-31 | 1 | 189.18 | 189.18 | 0.00% | market | 13.30% | — | -5.90% | 3.91% | -9.81% |
| TV | 2020-07-07 | 2020-07-08 | 2020-08-05 | 1 | 5.43 | 5.43 | 0.00% | market | 160.00% | — | 20.89% | 5.56% | 15.33% |
| MSM | 2020-07-08 | 2020-07-09 | 2020-08-06 | 1 | 68.35 | 68.35 | 0.00% | market | 20.69% | — | -0.41% | 5.52% | -5.93% |
| FAST | 2020-07-14 | 2020-07-15 | 2020-08-12 | 1 | 21.81 | 21.81 | 0.00% | market | 16.67% | — | 10.26% | 4.66% | 5.60% |
| ASML | 2020-07-15 | 2020-07-16 | 2020-08-13 | 1 | 374.10 | 374.10 | 0.00% | market | 33.93% | — | 0.08% | 5.33% | -5.25% |
| UNH | 2020-07-15 | 2020-07-16 | 2020-08-13 | 1 | 305.01 | 305.01 | 0.00% | market | 34.85% | — | 5.31% | 5.33% | -0.02% |
| USB | 2020-07-15 | 2020-07-16 | 2020-08-13 | 1 | 37.17 | 37.17 | 0.00% | market | 86.36% | — | 0.44% | 5.33% | -4.89% |
| BAC | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 23.88 | 23.88 | 0.00% | market | 37.04% | — | 10.75% | 4.65% | 6.10% |
| BANF | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 39.31 | 39.31 | 0.00% | market | 31.25% | — | 15.85% | 4.65% | 11.20% |
| DPZ | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 410.00 | 410.00 | 0.00% | market | 33.48% | — | -2.79% | 4.65% | -7.43% |
| FNB | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 7.97 | 7.97 | 0.00% | market | 116.67% | — | 0.03% | 4.65% | -4.62% |
| HOMB | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 16.36 | 16.36 | 0.00% | market | 46.15% | — | 6.62% | 4.65% | 1.98% |
| JNJ | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 150.00 | 150.00 | 0.00% | market | 12.08% | — | -1.27% | 4.65% | -5.92% |
| MS | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 52.78 | 52.78 | 0.00% | market | 76.79% | — | -1.01% | 4.65% | -5.66% |
| TFC | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 37.15 | 37.15 | 0.00% | market | 13.89% | — | 6.23% | 4.65% | 1.58% |
| WAL | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 37.00 | 37.00 | 0.00% | market | 19.23% | — | 3.93% | 4.65% | -0.72% |
| ALLY | 2020-07-17 | 2020-07-20 | 2020-08-17 | 3 | 21.39 | 21.39 | 0.00% | market | 117.86% | — | 2.47% | 5.13% | -2.66% |
| BLK | 2020-07-17 | 2020-07-20 | 2020-08-17 | 3 | 580.22 | 580.22 | 0.00% | market | 12.30% | — | 1.94% | 5.13% | -3.19% |
| CFG | 2020-07-17 | 2020-07-20 | 2020-08-17 | 3 | 25.04 | 25.04 | 0.00% | market | 488.89% | — | 1.50% | 5.13% | -3.63% |
| HDB | 2020-07-18 | 2020-07-20 | 2020-08-17 | 2 | 24.58 | 24.58 | 0.00% | market | 26.32% | — | -6.77% | 5.13% | -11.90% |
| RBCAA | 2020-07-17 | 2020-07-20 | 2020-08-17 | 3 | 31.85 | 31.85 | 0.00% | market | 13.43% | — | 0.09% | 5.13% | -5.04% |
| STT | 2020-07-17 | 2020-07-20 | 2020-08-17 | 3 | 61.33 | 61.33 | 0.00% | market | 16.77% | — | 12.75% | 5.13% | 7.62% |
| CDNS | 2020-07-20 | 2020-07-21 | 2020-08-18 | 1 | 106.54 | 106.54 | 0.00% | market | 26.92% | — | 2.35% | 3.73% | -1.38% |
| FBK | 2020-07-20 | 2020-07-21 | 2020-08-18 | 1 | 23.60 | 23.60 | 0.00% | market | 54.17% | — | 15.75% | 3.73% | 12.01% |
| LII | 2020-07-20 | 2020-07-21 | 2020-08-18 | 1 | 254.57 | 254.57 | 0.00% | market | 12.93% | — | 9.20% | 3.73% | 5.47% |
| ONB | 2020-07-20 | 2020-07-21 | 2020-08-18 | 1 | 14.33 | 14.33 | 0.00% | market | 28.00% | — | -0.24% | 3.73% | -3.97% |
| TFIN | 2020-07-20 | 2020-07-21 | 2020-08-18 | 1 | 26.45 | 26.45 | 0.00% | market | 700.00% | — | 3.61% | 3.73% | -0.13% |
| FULT | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 10.29 | 10.29 | 0.00% | market | 140.00% | — | -2.82% | 3.88% | -6.71% |
| GATX | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 61.13 | 61.13 | 0.00% | market | 11.70% | — | 6.77% | 3.88% | 2.89% |
| IBKR | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 12.35 | 12.35 | 0.00% | market | 75.00% | — | 6.13% | 3.88% | 2.25% |
| NBHC | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 28.01 | 28.01 | 0.00% | market | 100.00% | — | 2.79% | 3.88% | -1.09% |
| NIC | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 54.00 | 54.00 | 0.00% | market | 36.17% | — | 11.10% | 3.88% | 7.22% |
| PLD | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 97.16 | 97.16 | 0.00% | market | 12.12% | — | 4.61% | 3.88% | 0.73% |
| PM | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 76.25 | 76.25 | 0.00% | market | 17.27% | — | 3.11% | 3.88% | -0.77% |
| REXR | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 40.92 | 40.92 | 0.00% | market | 11.11% | — | 13.46% | 3.88% | 9.58% |
| SFNC | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 17.37 | 17.37 | 0.00% | market | 74.19% | — | 0.19% | 3.88% | -3.70% |
| SMBK | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 15.85 | 15.85 | 0.00% | market | 64.00% | — | -9.94% | 3.88% | -13.83% |
| TER | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 89.24 | 89.24 | 0.00% | market | 29.13% | — | 1.02% | 3.88% | -2.86% |
| TXN | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 134.60 | 134.60 | 0.00% | market | 68.18% | — | 2.78% | 3.88% | -1.10% |
| UBS | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 12.48 | 12.48 | 0.00% | market | 57.14% | — | -2.74% | 3.88% | -6.63% |
| USNA | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 87.25 | 87.25 | 0.00% | market | 22.22% | — | -5.53% | 3.88% | -9.42% |
| APH | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 26.12 | 26.12 | 0.00% | market | 25.00% | — | 2.62% | 3.62% | -1.00% |
| BANR | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 39.41 | 39.41 | 0.00% | market | 97.06% | — | -11.11% | 3.62% | -14.73% |
| BFC | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 62.32 | 62.32 | 0.00% | market | 70.27% | — | -0.02% | 3.62% | -3.64% |
| BIIB | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 282.26 | 282.26 | 0.00% | market | 27.77% | — | -1.78% | 3.62% | -5.40% |
| CASH | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 19.14 | 19.14 | 0.00% | market | 152.38% | — | 0.06% | 3.62% | -3.56% |
| CVBF | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 19.00 | 19.00 | 0.00% | market | 14.81% | — | -4.21% | 3.62% | -7.82% |
| DOV | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 105.40 | 105.40 | 0.00% | market | 21.51% | — | 4.25% | 3.62% | 0.64% |
| EFX | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 175.00 | 175.00 | 0.00% | market | 22.14% | — | -7.84% | 3.62% | -11.45% |
| EVR | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 56.95 | 56.95 | 0.00% | market | 10.07% | — | 9.12% | 3.62% | 5.50% |
| GGG | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 53.76 | 53.76 | 0.00% | market | 37.04% | — | 5.93% | 3.62% | 2.31% |
| HCA | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 125.00 | 125.00 | 0.00% | market | 259.57% | — | 4.82% | 3.62% | 1.20% |
| MCB | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 31.29 | 31.29 | 0.00% | market | 63.29% | — | -4.22% | 3.62% | -7.84% |
| RITM | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 7.95 | 7.95 | 0.00% | market | 13.33% | — | -1.23% | 3.62% | -4.85% |
| RLI | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 44.26 | 44.26 | 0.00% | market | 69.57% | — | 3.83% | 3.62% | 0.21% |
| SBSI | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 27.54 | 27.54 | 0.00% | market | 75.68% | — | 0.41% | 3.62% | -3.21% |
| SYBT | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 41.55 | 41.55 | 0.00% | market | 25.53% | — | 1.92% | 3.62% | -1.70% |
| TDY | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 338.88 | 338.88 | 0.00% | market | 24.62% | — | -7.67% | 3.62% | -11.28% |
| TMO | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 418.14 | 418.14 | 0.00% | market | 45.69% | — | 0.85% | 3.62% | -2.77% |
| WAFD | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 24.66 | 24.66 | 0.00% | market | 21.05% | — | -2.74% | 3.62% | -6.35% |
| ASB | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 13.73 | 13.73 | 0.00% | market | 261.54% | — | -3.96% | 5.77% | -9.73% |
| AUB | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 24.11 | 24.11 | 0.00% | market | 50.00% | — | -3.54% | 5.77% | -9.32% |
| BFH | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 37.09 | 37.09 | 0.00% | market | 72.22% | — | -7.22% | 5.77% | -12.99% |
| BPOP | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 39.51 | 39.51 | 0.00% | market | 61.96% | — | -6.68% | 5.77% | -12.45% |
| BY | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 13.39 | 13.39 | 0.00% | market | 500.00% | — | -7.27% | 5.77% | -13.04% |
| CHCO | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 63.32 | 63.32 | 0.00% | market | 72.31% | — | -0.12% | 5.77% | -5.89% |
| COLB | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 30.76 | 30.76 | 0.00% | market | 116.67% | — | -9.66% | 5.77% | -15.43% |
| DHR | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 174.78 | 174.78 | 0.00% | market | 32.11% | — | 5.28% | 5.77% | -0.49% |
| EIG | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 33.75 | 33.75 | 0.00% | market | 157.58% | — | -4.72% | 5.77% | -10.50% |
| ENTG | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 67.44 | 67.44 | 0.00% | market | 22.45% | — | 2.85% | 5.77% | -2.92% |
| EW | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 80.00 | 80.00 | 0.00% | market | 126.67% | — | -1.71% | 5.77% | -7.49% |
| FAF | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 55.33 | 55.33 | 0.00% | market | 26.51% | — | -8.20% | 5.77% | -13.97% |
| FBNC | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 23.09 | 23.09 | 0.00% | market | 88.89% | — | -11.92% | 5.77% | -17.70% |
| FCX | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 12.98 | 12.98 | 0.00% | market | 240.14% | — | 10.53% | 5.77% | 4.76% |
| FFBC | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 14.64 | 14.64 | 0.00% | market | 60.00% | — | -3.72% | 5.77% | -9.49% |
| FFIN | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 30.00 | 30.00 | 0.00% | market | 46.15% | — | 1.80% | 5.77% | -3.97% |
| FITB | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 19.55 | 19.55 | 0.00% | market | 15.38% | — | -0.05% | 5.77% | -5.82% |
| FRME | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 26.26 | 26.26 | 0.00% | market | 31.91% | — | -5.01% | 5.77% | -10.79% |
| GBCI | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 36.00 | 36.00 | 0.00% | market | 32.00% | — | -3.24% | 5.77% | -9.01% |
| HBAN | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 9.76 | 9.76 | 0.00% | market | 198.44% | — | -6.76% | 5.77% | -12.53% |
| HSY | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 147.03 | 147.03 | 0.00% | market | 15.93% | — | 0.17% | 5.77% | -5.60% |
| IEX | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 170.34 | 170.34 | 0.00% | market | 10.00% | — | 4.90% | 5.77% | -0.88% |
| INDB | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 68.00 | 68.00 | 0.00% | market | 22.58% | — | -6.53% | 5.77% | -12.30% |
| INTC | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 52.15 | 52.15 | 0.00% | market | 10.81% | — | -5.60% | 5.77% | -11.38% |
| KMB | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 147.77 | 147.77 | 0.00% | market | 22.22% | — | 6.35% | 5.77% | 0.58% |
| LMAT | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 31.99 | 31.99 | 0.00% | market | 3048.43% | — | -8.60% | 5.77% | -14.38% |
| MANH | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 100.42 | 100.42 | 0.00% | market | 14.29% | — | -6.36% | 5.77% | -12.14% |
| ORI | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 16.91 | 16.91 | 0.00% | market | 20.00% | — | -5.24% | 5.77% | -11.02% |
| OZK | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 24.75 | 24.75 | 0.00% | market | 18.18% | — | -7.53% | 5.77% | -13.31% |
| PHM | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 41.78 | 41.78 | 0.00% | market | 32.18% | — | 13.54% | 5.77% | 7.77% |
| PNR | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 42.60 | 42.60 | 0.00% | market | 22.92% | — | 7.93% | 5.77% | 2.15% |
| POOL | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 298.00 | 298.00 | 0.00% | market | 24.84% | — | 11.77% | 5.77% | 6.00% |
| SAFE | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 50.25 | 50.25 | 0.00% | market | 108.92% | — | 2.29% | 5.77% | -3.49% |
| IBN | 2020-07-25 | 2020-07-27 | 2020-08-24 | 2 | 9.69 | 9.69 | 0.00% | market | 116.67% | — | 7.02% | 6.62% | 0.40% |
| OFG | 2020-07-24 | 2020-07-27 | 2020-08-24 | 3 | 13.97 | 13.97 | 0.00% | market | 77.27% | — | -5.04% | 6.62% | -11.66% |
| AGNC | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 13.81 | 13.81 | 0.00% | market | 26.09% | — | 2.51% | 6.73% | -4.22% |
| AAT | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 27.00 | 27.00 | 0.00% | market | 29.73% | — | -6.36% | 7.90% | -14.26% |
| ACGL | 2020-07-29 | 2020-07-30 | 2020-08-27 | 1 | 30.04 | 30.04 | 0.00% | market | 115.38% | — | 7.46% | 8.21% | -0.75% |
| AAPL | 2020-07-30 | 2020-07-31 | 2020-08-28 | 1 | 102.88 | 102.88 | 0.00% | market | 25.49% | — | 21.22% | 7.57% | 13.64% |
| AJG | 2020-07-30 | 2020-07-31 | 2020-08-28 | 1 | 106.00 | 106.00 | 0.00% | market | 30.56% | — | -1.00% | 7.57% | -8.57% |
| ACHC | 2020-08-04 | 2020-08-05 | 2020-09-02 | 1 | 30.96 | 30.96 | 0.00% | market | 35.00% | — | 0.42% | 7.91% | -7.50% |
| ACMR | 2020-08-05 | 2020-08-06 | 2020-09-03 | 1 | 34.93 | 34.93 | 0.00% | market | 66.67% | — | -19.94% | 4.20% | -24.14% |
| PAM | 2020-08-11 | 2020-08-12 | 2020-09-10 | 1 | 11.02 | 11.02 | 0.00% | market | 100.00% | — | 7.89% | -0.46% | 8.35% |
| AXIA | 2020-08-12 | 2020-08-13 | 2020-09-11 | 1 | 6.66 | 6.66 | 0.00% | market | 155.92% | — | -2.50% | -0.76% | -1.74% |
| RPRX | 2020-08-12 | 2020-08-13 | 2020-09-11 | 1 | 44.99 | 44.99 | 0.00% | market | 19.67% | — | -14.39% | -0.76% | -13.63% |
| RVLV | 2020-08-12 | 2020-08-13 | 2020-09-11 | 1 | 23.76 | 23.76 | 0.00% | market | 739.28% | — | -25.39% | -0.76% | -24.64% |
| AMAT | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 67.39 | 67.39 | 0.00% | market | 11.58% | — | -16.32% | 0.61% | -16.93% |
| BIDU | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 118.40 | 118.40 | 0.00% | market | 49.64% | — | 2.84% | 0.61% | 2.23% |
| FUTU | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 34.00 | 34.00 | 0.00% | market | 151.69% | — | -5.39% | 0.61% | -6.00% |
| GLNG | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 9.53 | 9.53 | 0.00% | market | 20.00% | — | 23.72% | 0.61% | 23.11% |
| NTES | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 93.02 | 93.02 | 0.00% | market | 30.67% | — | -0.02% | 0.61% | -0.63% |
| NVGS | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 9.42 | 9.42 | 0.00% | market | 120.00% | — | 1.07% | 0.61% | 0.46% |
| TK | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 2.69 | 2.69 | 0.00% | market | 400.00% | — | -6.79% | 0.61% | -7.40% |
| CIG | 2020-08-14 | 2020-08-17 | 2020-09-15 | 3 | 1.50 | 1.50 | 0.00% | market | 22.06% | — | 5.90% | 0.66% | 5.24% |
| CIG-C | 2020-08-14 | 2020-08-17 | 2020-09-15 | 3 | 1.03 | 1.03 | 0.00% | market | 178.33% | — | 12.52% | 0.66% | 11.86% |
| NAT | 2020-08-17 | 2020-08-18 | 2020-09-16 | 1 | 4.38 | 4.38 | 0.00% | market | 17.86% | — | -10.83% | 0.14% | -10.97% |
| SBS | 2020-08-17 | 2020-08-18 | 2020-09-16 | 1 | 2.00 | 2.00 | 0.00% | market | 64.29% | — | -11.60% | 0.14% | -11.74% |
| TEO | 2020-08-17 | 2020-08-18 | 2020-09-16 | 1 | 7.51 | 7.51 | 0.00% | market | 78.57% | — | -3.43% | 0.14% | -3.57% |
| A | 2020-08-18 | 2020-08-19 | 2020-09-17 | 1 | 95.23 | 95.23 | 0.00% | market | 18.18% | — | 4.49% | -0.95% | 5.44% |
| SFL | 2020-08-18 | 2020-08-19 | 2020-09-17 | 1 | 9.30 | 9.30 | 0.00% | market | 52.94% | — | -4.62% | -0.95% | -3.67% |
| SUPN | 2020-08-18 | 2020-08-19 | 2020-09-17 | 1 | 25.00 | 25.00 | 0.00% | market | 54.76% | — | -10.18% | -0.95% | -9.23% |
| LOW | 2020-08-19 | 2020-08-20 | 2020-09-18 | 1 | 156.58 | 156.58 | 0.00% | market | 27.12% | — | 2.15% | -1.40% | 3.55% |
| SNPS | 2020-08-19 | 2020-08-20 | 2020-09-18 | 1 | 206.50 | 206.50 | 0.00% | market | 28.89% | — | -4.25% | -1.40% | -2.85% |
| KEYS | 2020-08-20 | 2020-08-21 | 2020-09-21 | 1 | 105.62 | 105.62 | 0.00% | market | 43.37% | — | -7.50% | -3.24% | -4.26% |
| MSC | 2020-08-20 | 2020-08-21 | 2020-09-21 | 1 | 17.49 | 17.49 | 0.00% | market | 46.83% | — | -6.68% | -3.24% | -3.43% |
| BKE | 2020-08-21 | 2020-08-24 | 2020-09-22 | 3 | 19.40 | 19.40 | 0.00% | market | 1083.33% | — | 6.14% | -3.45% | 9.59% |
| DE | 2020-08-21 | 2020-08-24 | 2020-09-22 | 3 | 204.37 | 204.37 | 0.00% | market | 103.97% | — | 6.36% | -3.45% | 9.82% |
| QFIN | 2020-08-23 | 2020-08-24 | 2020-09-22 | 1 | 14.71 | 14.71 | 0.00% | market | 20.55% | — | -20.83% | -3.45% | -17.38% |
| CANG | 2020-08-24 | 2020-08-25 | 2020-09-23 | 1 | 30.00 | 30.00 | 0.00% | market | 80.00% | — | -19.43% | -6.08% | -13.35% |
| FLNG | 2020-08-24 | 2020-08-25 | 2020-09-23 | 1 | 5.68 | 5.68 | 0.00% | market | 59.50% | — | -6.79% | -6.08% | -0.71% |
| BMO | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 61.91 | 61.91 | 0.00% | market | 15.38% | — | -5.77% | -6.17% | 0.40% |
| HEI | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 109.00 | 109.00 | 0.00% | market | 25.00% | — | -7.00% | -6.17% | -0.83% |
| INTU | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 356.86 | 356.86 | 0.00% | market | 72.38% | — | -13.63% | -6.17% | -7.46% |
| SJM | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 122.15 | 122.15 | 0.00% | market | 41.92% | — | -9.33% | -6.17% | -3.17% |
| CEPU | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 2.57 | 2.57 | 0.00% | market | 46.67% | — | -17.22% | -5.68% | -11.55% |
| DKS | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 53.56 | 53.56 | 0.00% | market | 140.00% | — | 4.25% | -5.68% | 9.93% |
| KNOP | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 12.61 | 12.61 | 0.00% | market | 15.79% | — | -1.84% | -5.68% | 3.83% |
| RY | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 77.46 | 77.46 | 0.00% | market | 29.37% | — | -8.93% | -5.68% | -3.25% |
| WSM | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 46.19 | 46.19 | 0.00% | market | 80.00% | — | -6.08% | -5.68% | -0.40% |
| CM | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 40.00 | 40.00 | 0.00% | market | 24.11% | — | -5.55% | -4.36% | -1.19% |
| DG | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 202.25 | 202.25 | 0.00% | market | 27.87% | — | 3.63% | -4.36% | 8.00% |
| MZTI | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 173.64 | 173.64 | 0.00% | market | 30.21% | — | 5.30% | -4.36% | 9.67% |
| OLLI | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 102.60 | 102.60 | 0.00% | market | 19.54% | — | -14.80% | -4.36% | -10.43% |
| PLAB | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 10.37 | 10.37 | 0.00% | market | 13.33% | — | -2.90% | -4.36% | 1.47% |
| TD | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 50.94 | 50.94 | 0.00% | market | 19.74% | — | -8.56% | -4.36% | -4.20% |
| VEEV | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 287.91 | 287.91 | 0.00% | market | 12.50% | — | -2.18% | -4.36% | 2.18% |
| ZM | 2020-08-31 | 2020-09-01 | 2020-09-30 | 1 | 439.51 | 439.51 | 0.00% | market | 104.44% | — | 6.86% | -4.37% | 11.24% |
| HRB | 2020-09-01 | 2020-09-02 | 2020-10-01 | 1 | 14.27 | 14.27 | 0.00% | market | 48.65% | — | 16.65% | -4.97% | 21.62% |
| BF-B | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 79.27 | 79.27 | 0.00% | market | 29.03% | — | -4.69% | -6.19% | 1.50% |
| CPRT | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 27.17 | 27.17 | 0.00% | market | 70.00% | — | -1.35% | -6.19% | 4.84% |
| GWRE | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 120.00 | 120.00 | 0.00% | market | 84.44% | — | -14.14% | -6.19% | -7.95% |
| RKT | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 28.02 | 28.02 | 0.00% | market | 1511.19% | — | -18.02% | -6.19% | -11.83% |
| CIEN | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 45.16 | 45.16 | 0.00% | market | 29.27% | — | -8.51% | -1.84% | -6.67% |
| COO | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 80.00 | 80.00 | 0.00% | market | 42.50% | — | 7.04% | -1.84% | 8.88% |
| DCI | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 48.20 | 48.20 | 0.00% | market | 13.64% | — | 4.59% | -1.84% | 6.43% |
| DLNG | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 2.71 | 2.71 | 0.00% | market | 33.33% | — | -11.54% | -1.84% | -9.70% |
| TTC | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 78.33 | 78.33 | 0.00% | market | 49.09% | — | 8.80% | -1.84% | 10.64% |
| HTT | 2020-09-07 | 2020-09-08 | 2020-10-06 | 1 | 1.50 | 1.50 | 0.00% | market | 103.77% | — | -11.43% | -0.53% | -10.90% |
| LULU | 2020-09-08 | 2020-09-09 | 2020-10-07 | 1 | 334.83 | 334.83 | 0.00% | market | 25.45% | — | 1.12% | 0.95% | 0.17% |
| RH | 2020-09-09 | 2020-09-10 | 2020-10-08 | 1 | 398.05 | 398.05 | 0.00% | market | 43.70% | — | -5.62% | 0.57% | -6.19% |
| SLQT | 2020-09-09 | 2020-09-10 | 2020-10-08 | 1 | 23.55 | 23.55 | 0.00% | market | 225.00% | — | -16.92% | 0.57% | -17.49% |
| FIZZ | 2020-09-10 | 2020-09-11 | 2020-10-09 | 1 | 39.70 | 39.70 | 0.00% | market | 14.58% | — | -0.20% | 3.28% | -3.49% |
| PTON | 2020-09-10 | 2020-09-11 | 2020-10-09 | 1 | 98.11 | 98.11 | 0.00% | market | 170.00% | — | 25.29% | 3.28% | 22.01% |
| LEN | 2020-09-14 | 2020-09-15 | 2020-10-13 | 1 | 75.55 | 75.55 | 0.00% | market | 36.77% | — | 9.80% | 2.64% | 7.16% |
| MLKN | 2020-09-16 | 2020-09-17 | 2020-10-15 | 1 | 30.56 | 30.56 | 0.00% | market | 376.92% | — | 7.00% | 4.18% | 2.82% |
| AZO | 2020-09-22 | 2020-09-23 | 2020-10-21 | 1 | 1,174.44 | 1,174.44 | 0.00% | market | 23.67% | — | 0.21% | 3.58% | -3.36% |
| NKE | 2020-09-22 | 2020-09-23 | 2020-10-21 | 1 | 130.22 | 130.22 | 0.00% | market | 102.13% | — | -0.71% | 3.58% | -4.28% |
| CTAS | 2020-09-23 | 2020-09-24 | 2020-10-22 | 1 | 80.48 | 80.48 | 0.00% | market | 27.78% | — | 5.06% | 7.28% | -2.23% |
| GIS | 2020-09-23 | 2020-09-24 | 2020-10-22 | 1 | 58.10 | 58.10 | 0.00% | market | 14.94% | — | 5.42% | 7.28% | -1.86% |
| JEF | 2020-09-23 | 2020-09-24 | 2020-10-22 | 1 | 18.63 | 18.63 | 0.00% | market | 214.71% | — | 4.30% | 7.28% | -2.98% |
| FDS | 2020-09-24 | 2020-09-25 | 2020-10-23 | 1 | 332.65 | 332.65 | 0.00% | market | 13.39% | — | -1.35% | 7.19% | -8.55% |
| CAG | 2020-10-01 | 2020-10-02 | 2020-10-30 | 1 | 36.12 | 36.12 | 0.00% | market | 22.81% | — | -2.95% | -1.56% | -1.40% |
| PEP | 2020-10-01 | 2020-10-02 | 2020-10-30 | 1 | 139.28 | 139.28 | 0.00% | market | 11.41% | — | -4.40% | -1.56% | -2.85% |
| PAYX | 2020-10-06 | 2020-10-07 | 2020-11-04 | 1 | 80.43 | 80.43 | 0.00% | market | 12.50% | — | 6.19% | 1.60% | 4.59% |
| LW | 2020-10-07 | 2020-10-08 | 2020-11-05 | 1 | 72.63 | 72.63 | 0.00% | market | 103.33% | — | -6.81% | 2.16% | -8.96% |
| RPM | 2020-10-07 | 2020-10-08 | 2020-11-05 | 1 | 88.32 | 88.32 | 0.00% | market | 21.01% | — | 3.51% | 2.16% | 1.36% |
| BLK | 2020-10-13 | 2020-10-14 | 2020-11-11 | 1 | 641.83 | 641.83 | 0.00% | market | 18.21% | — | 4.39% | 1.69% | 2.70% |
| C | 2020-10-13 | 2020-10-14 | 2020-11-11 | 1 | 43.52 | 43.52 | 0.00% | market | 66.67% | — | 12.33% | 1.69% | 10.64% |
| EDU | 2020-10-13 | 2020-10-14 | 2020-11-11 | 1 | 165.81 | 165.81 | 0.00% | market | 13.86% | — | 5.00% | 1.69% | 3.31% |
| JNJ | 2020-10-13 | 2020-10-14 | 2020-11-11 | 1 | 148.82 | 148.82 | 0.00% | market | 10.55% | — | -0.79% | 1.69% | -2.47% |
| JPM | 2020-10-13 | 2020-10-14 | 2020-11-11 | 1 | 101.03 | 101.03 | 0.00% | market | 24.26% | — | 13.51% | 1.69% | 11.82% |
| ASML | 2020-10-14 | 2020-10-15 | 2020-11-12 | 1 | 383.80 | 383.80 | 0.00% | market | 34.50% | — | 7.44% | 2.76% | 4.67% |
| GS | 2020-10-14 | 2020-10-15 | 2020-11-12 | 1 | 209.58 | 209.58 | 0.00% | market | 73.79% | — | 2.25% | 2.76% | -0.51% |
| PGR | 2020-10-14 | 2020-10-15 | 2020-11-12 | 1 | 96.14 | 96.14 | 0.00% | market | 10.65% | — | -1.62% | 2.76% | -4.38% |
| PNC | 2020-10-14 | 2020-10-15 | 2020-11-12 | 1 | 108.34 | 108.34 | 0.00% | market | 59.91% | — | 11.59% | 2.76% | 8.82% |
| CBAN | 2020-10-15 | 2020-10-16 | 2020-11-13 | 1 | 12.06 | 12.06 | 0.00% | market | 39.29% | — | 7.69% | 2.62% | 5.08% |
| ISRG | 2020-10-15 | 2020-10-16 | 2020-11-13 | 1 | 241.67 | 241.67 | 0.00% | market | 33.33% | — | 3.81% | 2.62% | 1.20% |
| MS | 2020-10-15 | 2020-10-16 | 2020-11-13 | 1 | 51.53 | 51.53 | 0.00% | market | 31.75% | — | 9.76% | 2.62% | 7.14% |
| ALLY | 2020-10-16 | 2020-10-19 | 2020-11-16 | 3 | 29.06 | 29.06 | 0.00% | market | 81.16% | — | 5.58% | 3.99% | 1.59% |
| BMI | 2020-10-16 | 2020-10-19 | 2020-11-16 | 3 | 78.07 | 78.07 | 0.00% | market | 34.21% | — | 2.08% | 3.99% | -1.92% |
| RBCAA | 2020-10-16 | 2020-10-19 | 2020-11-16 | 3 | 32.51 | 32.51 | 0.00% | market | 139.02% | — | 16.36% | 3.99% | 12.36% |
| SXT | 2020-10-16 | 2020-10-19 | 2020-11-16 | 3 | 68.36 | 68.36 | 0.00% | market | 13.24% | — | 7.35% | 3.99% | 3.35% |
| VFC | 2020-10-16 | 2020-10-19 | 2020-11-16 | 3 | 74.50 | 74.50 | 0.00% | market | 36.73% | — | 10.34% | 3.99% | 6.35% |
| CCK | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 87.58 | 87.58 | 0.00% | market | 24.05% | — | 9.05% | 5.00% | 4.05% |
| CDNS | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 115.35 | 115.35 | 0.00% | market | 14.75% | — | -1.72% | 5.00% | -6.72% |
| FNB | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 7.50 | 7.50 | 0.00% | market | 13.04% | — | 18.70% | 5.00% | 13.70% |
| LII | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 283.35 | 283.35 | 0.00% | market | 12.06% | — | 5.45% | 5.00% | 0.46% |
| LOGI | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 93.78 | 93.78 | 0.00% | market | 228.07% | — | -13.80% | 5.00% | -18.80% |
| ONB | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 14.39 | 14.39 | 0.00% | market | 42.42% | — | 15.47% | 5.00% | 10.47% |
| SFBS | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 38.13 | 38.13 | 0.00% | market | 12.68% | — | 4.59% | 5.00% | -0.40% |
| SFNC | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 16.37 | 16.37 | 0.00% | market | 50.00% | — | 24.58% | 5.00% | 19.58% |
| TFIN | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 43.50 | 43.50 | 0.00% | market | 85.71% | — | 10.59% | 5.00% | 5.59% |
| ZION | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 31.58 | 31.58 | 0.00% | market | 14.77% | — | 25.30% | 5.00% | 20.30% |
| BFC | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 63.85 | 63.85 | 0.00% | market | 37.86% | — | 4.44% | 3.77% | 0.67% |
| CALX | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 26.04 | 26.04 | 0.00% | market | 110.53% | — | -7.01% | 3.77% | -10.78% |
| CBSH | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 46.37 | 46.37 | 0.00% | market | 50.82% | — | 9.50% | 3.77% | 5.72% |
| CSL | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 126.67 | 126.67 | 0.00% | market | 11.98% | — | 14.20% | 3.77% | 10.43% |
| DOV | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 113.95 | 113.95 | 0.00% | market | 21.21% | — | 9.04% | 3.77% | 5.26% |
| FULT | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 10.49 | 10.49 | 0.00% | market | 90.00% | — | 22.49% | 3.77% | 18.72% |