EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y) (max 100 pos)
Run 9a904152 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
7643
Win rate
52.01%
Avg return
1.11%
Median return
0.48%
Avg abnormal
0.30%
Median abnormal
-0.66%
Best trade
744.34%
Worst trade
-81.63%
Sharpe (per-trade)
0.07
Daily portfolio drawdown
-39.29%
Portfolio (equal_weight)
Total return
84.71%
Max drawdown
-39.29%
Avg trade return
1.11%
Win rate
52.01%
Signals
19621
Configured concurrent
100
Observed concurrent
100
Trades taken
7643
Skipped (no capacity)
11978
Excess vs benchmark
-379.08%
Avg entry slippage
0.00%
Return if filled at market
84.71%
VWAP fills
0
VWAP fallbacks
0
11978 of 19621 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 | 4 | -5.07% | -6.19% | 25.00% |
| 2008 | 2 | 3.40% | 4.80% | 50.00% |
| 2009 | 4 | 5.80% | 2.65% | 100.00% |
| 2010 | 5 | -0.10% | 1.00% | 60.00% |
| 2011 | 4 | 2.44% | 3.98% | 75.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2013 | 3 | -9.82% | -10.39% | 0.00% |
| 2015 | 3 | 7.48% | 8.91% | 66.67% |
| 2016 | 280 | 4.02% | 2.50% | 66.79% |
| 2017 | 604 | 0.11% | -1.10% | 48.84% |
| 2018 | 681 | -0.69% | -0.13% | 49.49% |
| 2019 | 661 | -0.56% | -1.56% | 49.92% |
| 2020 | 831 | 1.10% | 0.65% | 50.90% |
| 2021 | 872 | 1.53% | 0.11% | 57.22% |
| 2022 | 831 | 1.03% | 2.07% | 50.90% |
| 2023 | 852 | 1.35% | -0.18% | 48.71% |
| 2024 | 786 | 2.86% | 0.40% | 53.94% |
| 2025 | 786 | 0.53% | -0.08% | 51.53% |
| 2026 | 431 | 2.72% | 2.05% | 51.28% |
Trades (page 5: 500 of 7,643)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/E | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% |
| MTH | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 30.50 | 30.50 | 0.00% | market | 26.92% | — | 6.69% | -2.85% | 9.54% |
| 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% |
| SLAB | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 113.61 | 113.61 | 0.00% | market | 12.16% | — | -3.45% | -2.85% | -0.60% |
| 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% |
| 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% |
| WIX | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 151.68 | 151.68 | 0.00% | market | 100.00% | — | -1.31% | -2.85% | 1.54% |
| AGYS | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 23.15 | 23.15 | 0.00% | market | 22.22% | — | 17.35% | -5.29% | 22.64% |
| ALKS | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 20.64 | 20.64 | 0.00% | market | 190.00% | — | -2.86% | -5.29% | 2.43% |
| 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% |
| 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% |
| DECK | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 29.12 | 29.12 | 0.00% | market | 42.11% | — | -22.11% | -5.29% | -16.82% |
| 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% |
| 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% |
| 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% |
| IP | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 43.46 | 43.46 | 0.00% | market | 13.86% | — | -18.55% | -5.29% | -13.26% |
| 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% |
| 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% |
| MAT | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 13.39 | 13.39 | 0.00% | market | 28.57% | — | -29.60% | -5.29% | -24.31% |
| NOK | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 5.69 | 5.69 | 0.00% | market | 125.23% | — | -12.05% | -5.29% | -6.76% |
| NVCR | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 76.08 | 76.08 | 0.00% | market | 85.71% | — | 21.47% | -5.29% | 26.76% |
| PDS | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 32.80 | 32.80 | 0.00% | market | 50.00% | — | -34.86% | -5.29% | -29.57% |
| PTEN | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 10.38 | 10.38 | 0.00% | market | 19.05% | — | -23.99% | -5.29% | -18.70% |
| RRC | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 5.23 | 5.23 | 0.00% | market | 32.01% | — | -28.21% | -5.29% | -22.92% |
| SAH | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 27.25 | 27.25 | 0.00% | market | 31.91% | — | -6.41% | -5.29% | -1.12% |
| SMP | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 47.32 | 47.32 | 0.00% | market | 13.58% | — | -6.99% | -5.29% | -1.70% |
| TEAM | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 136.75 | 136.75 | 0.00% | market | 25.00% | — | 3.04% | -5.29% | 8.33% |
| TFII | 2019-07-25 | 2019-07-26 | 2019-08-23 | 1 | 31.11 | 31.11 | 0.00% | market | 12.50% | — | -10.10% | -5.29% | -4.81% |
| 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% |
| 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% |
| AMKR | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 8.40 | 8.40 | 0.00% | market | 69.23% | — | 1.21% | -4.35% | 5.56% |
| 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% |
| CHGG | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 44.19 | 44.19 | 0.00% | market | 53.33% | — | -9.79% | -4.35% | -5.44% |
| CVCO | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 167.10 | 167.10 | 0.00% | market | 18.46% | — | 4.38% | -4.35% | 8.73% |
| CVEO | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 19.80 | 19.80 | 0.00% | market | 14.29% | — | -23.74% | -4.35% | -19.39% |
| 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% |
| LXU | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 3.71 | 3.71 | 0.00% | market | 88.89% | — | -6.32% | -4.35% | -1.98% |
| NOV | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 20.96 | 20.96 | 0.00% | market | 42.86% | — | -12.03% | -4.35% | -7.68% |
| NPO | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 65.97 | 65.97 | 0.00% | market | 30.69% | — | -9.56% | -4.35% | -5.21% |
| 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% |
| PI | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 34.61 | 34.61 | 0.00% | market | 133.33% | — | 6.14% | -4.35% | 10.49% |
| 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% |
| RNG | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 137.98 | 137.98 | 0.00% | market | 31.25% | — | 3.36% | -4.35% | 7.71% |
| ACCO | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 8.90 | 8.90 | 0.00% | market | 12.50% | — | 4.06% | -4.02% | 8.08% |
| 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% |
| AGCO | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 79.81 | 79.81 | 0.00% | market | 14.47% | — | -15.87% | -4.02% | -11.85% |
| ALL | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 105.29 | 105.29 | 0.00% | market | 41.56% | — | -2.84% | -4.02% | 1.18% |
| 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% |
| CGAU | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 8.50 | 8.50 | 0.00% | market | 37.50% | — | 12.02% | -4.02% | 16.04% |
| 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% |
| DHI | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 46.88 | 46.88 | 0.00% | market | 17.76% | — | 4.42% | -4.02% | 8.44% |
| EME | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 84.99 | 84.99 | 0.00% | market | 12.03% | — | -2.95% | -4.02% | 1.07% |
| GIC | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 21.00 | 21.00 | 0.00% | market | 13.16% | — | -6.39% | -4.02% | -2.37% |
| GNW | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 4.16 | 4.16 | 0.00% | market | 42.86% | — | 6.87% | -4.02% | 10.89% |
| HUBG | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 22.00 | 22.00 | 0.00% | market | 128.95% | — | -5.42% | -4.02% | -1.40% |
| HY | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 59.69 | 59.69 | 0.00% | market | 304.17% | — | -10.14% | -4.02% | -6.12% |
| KAI | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 93.00 | 93.00 | 0.00% | market | 26.79% | — | -12.72% | -4.02% | -8.70% |
| LBRT | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 14.00 | 14.00 | 0.00% | market | 14.29% | — | -25.60% | -4.02% | -21.58% |
| ACA | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 36.00 | 36.00 | 0.00% | market | 38.30% | — | -9.85% | -0.48% | -9.37% |
| AEIS | 2019-08-05 | 2019-08-06 | 2019-09-04 | 1 | 53.99 | 53.99 | 0.00% | market | 28.57% | — | -0.91% | 2.84% | -3.76% |
| AAOI | 2019-08-07 | 2019-08-08 | 2019-09-06 | 1 | 11.00 | 11.00 | 0.00% | market | 29.73% | — | -6.46% | 2.91% | -9.37% |
| ESTA | 2019-08-13 | 2019-08-14 | 2019-09-12 | 1 | 22.38 | 22.38 | 0.00% | market | 16.98% | — | -7.16% | 4.59% | -11.75% |
| 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% |
| REAL | 2019-08-13 | 2019-08-14 | 2019-09-12 | 1 | 18.74 | 18.74 | 0.00% | market | 17.65% | — | -9.81% | 4.59% | -14.40% |
| 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% |
| SLS | 2019-08-14 | 2019-08-15 | 2019-09-13 | 1 | 8.50 | 8.50 | 0.00% | market | 27.78% | — | -17.75% | 5.69% | -23.44% |
| VIPS | 2019-08-14 | 2019-08-15 | 2019-09-13 | 1 | 7.35 | 7.35 | 0.00% | market | 43.75% | — | 31.60% | 5.69% | 25.91% |
| 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 | 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% |
| 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% |
| SE | 2019-08-20 | 2019-08-21 | 2019-09-19 | 1 | 33.31 | 33.31 | 0.00% | market | 36.21% | — | -4.18% | 2.94% | -7.12% |
| 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% |
| TOL | 2019-08-20 | 2019-08-21 | 2019-09-19 | 1 | 35.70 | 35.70 | 0.00% | market | 20.48% | — | 9.51% | 2.94% | 6.57% |
| P | 2019-08-21 | 2019-08-22 | 2019-09-20 | 1 | 15.55 | 15.55 | 0.00% | market | 125.00% | — | 11.73% | 1.72% | 10.01% |
| PDD | 2019-08-21 | 2019-08-22 | 2019-09-20 | 1 | 29.64 | 29.64 | 0.00% | market | 84.00% | — | 14.88% | 1.72% | 13.16% |
| TGT | 2019-08-21 | 2019-08-22 | 2019-09-20 | 1 | 105.39 | 105.39 | 0.00% | market | 12.35% | — | 1.11% | 1.72% | -0.61% |
| INTU | 2019-08-22 | 2019-08-23 | 2019-09-23 | 1 | 290.37 | 290.37 | 0.00% | market | 35.71% | — | -7.46% | 2.51% | -9.97% |
| BKE | 2019-08-23 | 2019-08-26 | 2019-09-24 | 3 | 18.20 | 18.20 | 0.00% | market | 13.33% | — | 9.41% | 2.99% | 6.41% |
| 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% |
| MOGU | 2019-08-26 | 2019-08-27 | 2019-09-25 | 1 | 34.68 | 34.68 | 0.00% | market | 77.27% | — | -7.02% | 2.79% | -9.81% |
| HPE | 2019-08-27 | 2019-08-28 | 2019-09-26 | 1 | 13.50 | 13.50 | 0.00% | market | 12.50% | — | 8.27% | 3.80% | 4.48% |
| JILL | 2019-08-27 | 2019-08-28 | 2019-09-26 | 1 | 8.40 | 8.40 | 0.00% | market | 44.44% | — | 11.80% | 3.80% | 8.01% |
| OOMA | 2019-08-27 | 2019-08-28 | 2019-09-26 | 1 | 13.80 | 13.80 | 0.00% | market | 42.86% | — | -24.45% | 3.80% | -28.24% |
| DY | 2019-08-28 | 2019-08-29 | 2019-09-27 | 1 | 45.05 | 45.05 | 0.00% | market | 32.93% | — | 12.38% | 1.26% | 11.11% |
| ESTC | 2019-08-28 | 2019-08-29 | 2019-09-27 | 1 | 87.97 | 87.97 | 0.00% | market | 23.81% | — | -5.86% | 1.26% | -7.12% |
| OKTA | 2019-08-28 | 2019-08-29 | 2019-09-27 | 1 | 130.75 | 130.75 | 0.00% | market | 50.00% | — | -25.87% | 1.26% | -27.13% |
| TLYS | 2019-08-28 | 2019-08-29 | 2019-09-27 | 1 | 9.80 | 9.80 | 0.00% | market | 55.00% | — | -3.37% | 1.26% | -4.63% |
| AMBA | 2019-08-29 | 2019-08-30 | 2019-09-30 | 1 | 55.94 | 55.94 | 0.00% | market | 755.40% | — | 12.23% | 0.87% | 11.36% |
| DELL | 2019-08-29 | 2019-08-30 | 2019-09-30 | 1 | 25.76 | 25.76 | 0.00% | market | 47.26% | — | 1.88% | 0.87% | 1.01% |
| MESO | 2019-08-29 | 2019-08-30 | 2019-09-30 | 1 | 10.14 | 10.14 | 0.00% | market | 12.50% | — | 36.59% | 0.87% | 35.72% |
| WDAY | 2019-08-29 | 2019-08-30 | 2019-09-30 | 1 | 184.00 | 184.00 | 0.00% | market | 25.71% | — | -7.73% | 0.87% | -8.60% |
| AEO | 2019-09-04 | 2019-09-05 | 2019-10-03 | 1 | 14.56 | 14.56 | 0.00% | market | 21.88% | — | 5.46% | -2.15% | 7.61% |
| DT | 2019-09-04 | 2019-09-05 | 2019-10-03 | 1 | 22.31 | 22.31 | 0.00% | market | 53.85% | — | -14.22% | -2.15% | -12.07% |
| NX | 2019-09-05 | 2019-09-06 | 2019-10-04 | 1 | 18.29 | 18.29 | 0.00% | market | 13.89% | — | 0.17% | -1.28% | 1.45% |
| PD | 2019-09-05 | 2019-09-06 | 2019-10-04 | 1 | 33.95 | 33.95 | 0.00% | market | 30.00% | — | -18.51% | -1.28% | -17.23% |
| SIG | 2019-09-05 | 2019-09-06 | 2019-10-04 | 1 | 13.82 | 13.82 | 0.00% | market | 96.15% | — | 17.48% | -1.28% | 18.76% |
| CASY | 2019-09-09 | 2019-09-10 | 2019-10-08 | 1 | 164.77 | 164.77 | 0.00% | market | 13.79% | — | -2.06% | -2.97% | 0.91% |
| 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% |
| ZS | 2019-09-10 | 2019-09-11 | 2019-10-09 | 1 | 48.36 | 48.36 | 0.00% | market | 370.75% | — | -0.39% | -2.41% | 2.02% |
| SNX | 2019-09-24 | 2019-09-25 | 2019-10-23 | 1 | 52.88 | 52.88 | 0.00% | market | 15.38% | — | 11.83% | 1.32% | 10.51% |
| EPAC | 2019-09-26 | 2019-09-27 | 2019-10-25 | 1 | 21.94 | 21.94 | 0.00% | market | 16.67% | — | 10.29% | 1.27% | 9.03% |
| MTN | 2019-09-26 | 2019-09-27 | 2019-10-25 | 1 | 242.26 | 242.26 | 0.00% | market | 12.25% | — | -2.67% | 1.27% | -3.94% |
| THO | 2019-09-30 | 2019-10-01 | 2019-10-29 | 1 | 56.25 | 56.25 | 0.00% | market | 18.88% | — | 18.48% | 1.84% | 16.64% |
| BBBY | 2019-10-02 | 2019-10-03 | 2019-10-31 | 1 | 10.33 | 10.33 | 0.00% | market | 30.77% | — | 1.84% | 5.39% | -3.56% |
| LEN | 2019-10-02 | 2019-10-03 | 2019-10-31 | 1 | 57.97 | 57.97 | 0.00% | market | 20.45% | — | 2.71% | 5.39% | -2.68% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| WFG | 2019-10-21 | 2019-10-22 | 2019-11-19 | 1 | 41.08 | 41.08 | 0.00% | market | 48.84% | — | 9.69% | 3.78% | 5.91% |
| CALX | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 7.47 | 7.47 | 0.00% | market | 50.00% | — | 2.31% | 4.03% | -1.72% |
| JBLU | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 18.76 | 18.76 | 0.00% | market | 15.69% | — | 1.29% | 4.03% | -2.74% |
| 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% |
| MLI | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 7.55 | 7.55 | 0.00% | market | 18.18% | — | 1.49% | 4.03% | -2.54% |
| 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% |
| MTH | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 35.77 | 35.77 | 0.00% | market | 20.00% | — | -3.79% | 4.03% | -7.82% |
| NUE | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 53.15 | 53.15 | 0.00% | market | 12.50% | — | 1.69% | 4.03% | -2.34% |
| 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% |
| SNAP | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 13.91 | 13.91 | 0.00% | market | 20.00% | — | 9.96% | 4.03% | 5.93% |
| 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% |
| 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% |
| VCYT | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 25.90 | 25.90 | 0.00% | market | 71.43% | — | 1.25% | 4.03% | -2.78% |
| VIST | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 4.96 | 4.96 | 0.00% | market | 150.00% | — | 19.46% | 4.03% | 15.43% |
| ALKS | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 18.96 | 18.96 | 0.00% | market | 80.00% | — | 5.81% | 3.11% | 2.70% |
| ARR | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 85.75 | 85.75 | 0.00% | market | 418.87% | — | -1.09% | 3.11% | -4.20% |
| 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% |
| CVI | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 36.01 | 36.01 | 0.00% | market | 34.62% | — | -0.04% | 3.11% | -3.16% |
| 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% |
| 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% |
| 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% |
| MHO | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 43.46 | 43.46 | 0.00% | market | 33.33% | — | -1.14% | 3.11% | -4.25% |
| MX | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 12.85 | 12.85 | 0.00% | market | 81.48% | — | -9.52% | 3.11% | -12.63% |
| RRC | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 3.95 | 3.95 | 0.00% | market | 22.22% | — | -13.01% | 3.11% | -16.12% |
| 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% |
| 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% |
| 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% |
| EQNR | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 18.96 | 18.96 | 0.00% | market | 13.79% | — | 1.17% | 3.74% | -2.58% |
| 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% |
| FET | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 26.80 | 26.80 | 0.00% | market | 140.00% | — | -15.03% | 3.74% | -18.77% |
| FIX | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 48.71 | 48.71 | 0.00% | market | 15.29% | — | 3.37% | 3.74% | -0.37% |
| 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% |
| 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% |
| 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% |
| NOC | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 357.58 | 357.58 | 0.00% | market | 15.09% | — | -2.45% | 3.74% | -6.20% |
| PDS | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 21.00 | 21.00 | 0.00% | market | 75.00% | — | -0.10% | 3.74% | -3.84% |
| RS | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 113.25 | 113.25 | 0.00% | market | 22.56% | — | 2.67% | 3.74% | -1.07% |
| SAH | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 33.27 | 33.27 | 0.00% | market | 17.86% | — | -1.57% | 3.74% | -5.32% |
| 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% |
| BCS | 2019-10-25 | 2019-10-28 | 2019-11-25 | 3 | 8.72 | 8.72 | 0.00% | market | 12.50% | — | 1.05% | 3.44% | -2.40% |
| CVEO | 2019-10-25 | 2019-10-28 | 2019-11-25 | 3 | 13.20 | 13.20 | 0.00% | market | 200.00% | — | -17.37% | 3.44% | -20.82% |
| LEA | 2019-10-25 | 2019-10-28 | 2019-11-25 | 3 | 125.26 | 125.26 | 0.00% | market | 12.74% | — | -3.56% | 3.44% | -7.00% |
| 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% |
| PSX | 2019-10-25 | 2019-10-28 | 2019-11-25 | 3 | 115.00 | 115.00 | 0.00% | market | 19.62% | — | 0.27% | 3.44% | -3.18% |
| AMKR | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 13.46 | 13.46 | 0.00% | market | 187.50% | — | -8.57% | 3.66% | -12.23% |
| 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% |
| KNSA | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 6.77 | 6.77 | 0.00% | market | 33.78% | — | 53.67% | 3.66% | 50.01% |
| LEG | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 47.73 | 47.73 | 0.00% | market | 13.43% | — | 11.13% | 3.66% | 7.47% |
| 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% |
| QURE | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 49.48 | 49.48 | 0.00% | market | 30.12% | — | 13.22% | 3.66% | 9.56% |
| TBI | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 22.68 | 22.68 | 0.00% | market | 15.15% | — | 3.96% | 3.66% | 0.30% |
| VRNS | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 23.43 | 23.43 | 0.00% | market | 54.55% | — | 10.83% | 3.66% | 7.17% |
| XPO | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 27.99 | 27.99 | 0.00% | market | 13.46% | — | 3.79% | 3.66% | 0.14% |
| AFG | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 100.64 | 100.64 | 0.00% | market | 15.38% | — | 9.81% | 3.97% | 5.84% |
| AM | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 7.66 | 7.66 | 0.00% | market | 95.00% | — | -39.26% | 3.97% | -43.24% |
| BP | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 38.55 | 38.55 | 0.00% | market | 24.53% | — | -2.15% | 3.97% | -6.12% |
| CVLT | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 49.80 | 49.80 | 0.00% | market | 44.83% | — | 2.01% | 3.97% | -1.96% |
| CYH | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 4.25 | 4.25 | 0.00% | market | 47.27% | — | -27.16% | 3.97% | -31.13% |
| 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% |
| 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% |
| GM | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 38.26 | 38.26 | 0.00% | market | 45.76% | — | -5.64% | 3.97% | -9.61% |
| HLF | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 41.74 | 41.74 | 0.00% | market | 14.06% | — | 9.75% | 3.97% | 5.78% |
| MAT | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 12.75 | 12.75 | 0.00% | market | 62.50% | — | -7.47% | 3.97% | -11.44% |
| 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% |
| MEC | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 10.51 | 10.51 | 0.00% | market | 53.12% | — | -12.09% | 3.97% | -16.06% |
| 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% |
| 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% |
| 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% |
| NOA | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 11.50 | 11.50 | 0.00% | market | 21.74% | — | -3.49% | 3.97% | -7.46% |
| 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% |
| 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% |
| SHOP | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 31.33 | 31.33 | 0.00% | market | 63.67% | — | 8.73% | 3.97% | 4.76% |
| TENB | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 27.69 | 27.69 | 0.00% | market | 36.36% | — | -2.16% | 3.97% | -6.13% |
| ACA | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 36.90 | 36.90 | 0.00% | market | 25.93% | — | 6.16% | 3.35% | 2.81% |
| ACAD | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 42.79 | 42.79 | 0.00% | market | 29.27% | — | 5.74% | 3.35% | 2.40% |
| AGNC | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 16.56 | 16.56 | 0.00% | market | 22.92% | — | 4.49% | 3.35% | 1.14% |
| BELFB | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 15.27 | 15.27 | 0.00% | market | 900.00% | — | 8.41% | 3.35% | 5.07% |
| BG | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 53.00 | 53.00 | 0.00% | market | 161.11% | — | 0.62% | 3.35% | -2.73% |
| CBZ | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 27.73 | 27.73 | 0.00% | market | 28.00% | — | -3.24% | 3.35% | -6.58% |
| CGAU | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 8.11 | 8.11 | 0.00% | market | 100.00% | — | 4.96% | 3.35% | 1.61% |
| CNXN | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 43.27 | 43.27 | 0.00% | market | 57.89% | — | 13.88% | 3.35% | 10.53% |
| COLM | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 91.43 | 91.43 | 0.00% | market | 12.90% | — | 1.07% | 3.35% | -2.28% |
| CROX | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 36.06 | 36.06 | 0.00% | market | 32.56% | — | -3.30% | 3.35% | -6.65% |
| CRUS | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 60.69 | 60.69 | 0.00% | market | 64.89% | — | 18.04% | 3.35% | 14.69% |
| DCO | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 47.50 | 47.50 | 0.00% | market | 12.90% | — | 2.81% | 3.35% | -0.54% |
| DT | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 23.00 | 23.00 | 0.00% | market | 48.33% | — | 15.42% | 3.35% | 12.07% |
| AAOI | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 10.45 | 10.45 | 0.00% | market | 37.50% | — | -0.87% | 2.04% | -2.91% |
| ADPT | 2019-11-12 | 2019-11-13 | 2019-12-12 | 1 | 29.74 | 29.74 | 0.00% | market | 54.17% | — | 6.39% | 2.99% | 3.40% |
| BLFS | 2019-11-12 | 2019-11-13 | 2019-12-12 | 1 | 16.00 | 16.00 | 0.00% | market | 228.53% | — | -3.29% | 2.99% | -6.28% |
| 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% |
| ARCO | 2019-11-13 | 2019-11-14 | 2019-12-13 | 1 | 7.74 | 7.74 | 0.00% | market | 62.50% | — | 0.68% | 2.76% | -2.09% |
| 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% |
| ASND | 2019-11-18 | 2019-11-19 | 2019-12-18 | 1 | 110.50 | 110.50 | 0.00% | market | 55.46% | — | 11.00% | 2.21% | 8.79% |
| 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% |
| OOMA | 2019-11-21 | 2019-11-22 | 2019-12-23 | 1 | 13.30 | 13.30 | 0.00% | market | 120.00% | — | 2.38% | 3.26% | -0.88% |
| P | 2019-11-21 | 2019-11-22 | 2019-12-23 | 1 | 15.95 | 15.95 | 0.00% | market | 44.44% | — | 6.48% | 3.26% | 3.23% |
| POST | 2019-11-21 | 2019-11-22 | 2019-12-23 | 1 | 73.63 | 73.63 | 0.00% | market | 29.91% | — | -2.25% | 3.26% | -5.50% |
| 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% |
| AMBA | 2019-11-25 | 2019-11-26 | 2019-12-26 | 1 | 60.37 | 60.37 | 0.00% | market | 52.38% | — | 0.70% | 3.04% | -2.35% |
| J | 2019-11-25 | 2019-11-26 | 2019-12-26 | 1 | 75.17 | 75.17 | 0.00% | market | 12.12% | — | -0.96% | 3.04% | -4.01% |
| DELL | 2019-11-26 | 2019-11-27 | 2019-12-27 | 1 | 25.86 | 25.86 | 0.00% | market | 12.90% | — | -0.22% | 2.62% | -2.84% |
| DKS | 2019-11-26 | 2019-11-27 | 2019-12-27 | 1 | 47.24 | 47.24 | 0.00% | market | 36.84% | — | 1.97% | 2.62% | -0.65% |
| DY | 2019-11-26 | 2019-11-27 | 2019-12-27 | 1 | 53.86 | 53.86 | 0.00% | market | 22.22% | — | -13.86% | 2.62% | -16.48% |
| CRM | 2019-12-03 | 2019-12-04 | 2020-01-03 | 1 | 160.38 | 160.38 | 0.00% | market | 13.64% | — | 3.51% | 3.77% | -0.26% |
| 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% |
| WDAY | 2019-12-03 | 2019-12-04 | 2020-01-03 | 1 | 164.56 | 164.56 | 0.00% | market | 39.47% | — | 2.26% | 3.77% | -1.51% |
| ZS | 2019-12-03 | 2019-12-04 | 2020-01-03 | 1 | 48.74 | 48.74 | 0.00% | market | 292.16% | — | -2.89% | 3.77% | -6.66% |
| BNED | 2019-12-04 | 2019-12-05 | 2020-01-06 | 1 | 393.00 | 393.00 | 0.00% | market | 8110.53% | — | 10.59% | 3.65% | 6.93% |
| ESTC | 2019-12-04 | 2019-12-05 | 2020-01-06 | 1 | 66.50 | 66.50 | 0.00% | market | 31.25% | — | 1.87% | 3.65% | -1.78% |
| GEF | 2019-12-04 | 2019-12-05 | 2020-01-06 | 1 | 45.70 | 45.70 | 0.00% | market | 13.76% | — | -5.85% | 3.65% | -9.51% |
| PGNY | 2019-12-04 | 2019-12-05 | 2020-01-06 | 1 | 27.62 | 27.62 | 0.00% | market | 57.89% | — | 1.17% | 3.65% | -2.49% |
| POWL | 2019-12-04 | 2019-12-05 | 2020-01-06 | 1 | 14.33 | 14.33 | 0.00% | market | 47.37% | — | 12.88% | 3.65% | 9.23% |
| 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% |
| DOCU | 2019-12-05 | 2019-12-06 | 2020-01-07 | 1 | 74.94 | 74.94 | 0.00% | market | 253.93% | — | 0.30% | 2.74% | -2.44% |
| GWRE | 2019-12-05 | 2019-12-06 | 2020-01-07 | 1 | 117.21 | 117.21 | 0.00% | market | 289.22% | — | -5.11% | 2.74% | -7.85% |
| HOV | 2019-12-05 | 2019-12-06 | 2020-01-07 | 1 | 25.30 | 25.30 | 0.00% | market | 64.41% | — | -17.25% | 2.74% | -20.00% |
| OKTA | 2019-12-05 | 2019-12-06 | 2020-01-07 | 1 | 119.36 | 119.36 | 0.00% | market | 41.67% | — | 2.86% | 2.74% | 0.12% |
| SIG | 2019-12-05 | 2019-12-06 | 2020-01-07 | 1 | 18.39 | 18.39 | 0.00% | market | 28.97% | — | 0.34% | 2.74% | -2.41% |
| GCO | 2019-12-06 | 2019-12-09 | 2020-01-08 | 3 | 49.80 | 49.80 | 0.00% | market | 23.15% | — | -3.07% | 3.18% | -6.26% |
| PHR | 2019-12-09 | 2019-12-10 | 2020-01-09 | 1 | 30.10 | 30.10 | 0.00% | market | 30.00% | — | -11.13% | 4.09% | -15.22% |
| THO | 2019-12-09 | 2019-12-10 | 2020-01-09 | 1 | 63.61 | 63.61 | 0.00% | market | 21.95% | — | 8.59% | 4.09% | 4.51% |
| LITB | 2019-12-10 | 2019-12-11 | 2020-01-10 | 1 | 5.46 | 5.46 | 0.00% | market | 633.33% | — | 18.58% | 3.72% | 14.86% |
| MESO | 2019-12-16 | 2019-12-17 | 2020-01-16 | 1 | 13.74 | 13.74 | 0.00% | market | 60.00% | — | 20.86% | 3.44% | 17.42% |
| WOR | 2019-12-17 | 2019-12-18 | 2020-01-17 | 1 | 27.01 | 27.01 | 0.00% | market | 18.97% | — | -7.54% | 3.73% | -11.28% |
| BB | 2019-12-20 | 2019-12-23 | 2020-01-23 | 3 | 6.55 | 6.55 | 0.00% | market | 83.37% | — | 1.58% | 3.15% | -1.57% |
| RTO | 2019-12-31 | 2020-01-02 | 2020-01-31 | 2 | 29.98 | 29.98 | 0.00% | market | 20.83% | — | 4.34% | -0.56% | 4.90% |
| CMC | 2020-01-06 | 2020-01-07 | 2020-02-05 | 1 | 21.99 | 21.99 | 0.00% | market | 35.19% | — | -1.51% | 3.05% | -4.56% |
| 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% |
| SNX | 2020-01-09 | 2020-01-10 | 2020-02-10 | 1 | 71.31 | 71.31 | 0.00% | market | 18.01% | — | -1.43% | 2.26% | -3.69% |
| 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% |
| 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% |
| 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% |
| STLD | 2020-01-22 | 2020-01-23 | 2020-02-21 | 1 | 32.85 | 32.85 | 0.00% | market | 12.73% | — | -9.72% | 0.86% | -10.58% |
| FOR | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 22.96 | 22.96 | 0.00% | market | 169.23% | — | -6.81% | -3.01% | -3.79% |
| 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% |
| HZO | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 22.15 | 22.15 | 0.00% | market | 485.71% | — | -11.30% | -3.01% | -8.28% |
| 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% |
| MOG-A | 2020-01-24 | 2020-01-27 | 2020-02-25 | 3 | 88.78 | 88.78 | 0.00% | market | 19.01% | — | -8.16% | -3.21% | -4.95% |
| 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% |
| 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% |
| SANM | 2020-01-27 | 2020-01-28 | 2020-02-26 | 1 | 34.96 | 34.96 | 0.00% | market | 16.18% | — | -22.38% | -4.17% | -18.21% |
| WHR | 2020-01-27 | 2020-01-28 | 2020-02-26 | 1 | 151.00 | 151.00 | 0.00% | market | 14.99% | — | -9.17% | -4.17% | -4.99% |
| AVNT | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 35.89 | 35.89 | 0.00% | market | 13.33% | — | -32.11% | -9.40% | -22.71% |
| 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% |
| LEA | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 126.41 | 126.41 | 0.00% | market | 17.86% | — | -12.75% | -9.40% | -3.35% |
| MTSI | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 30.53 | 30.53 | 0.00% | market | 137.29% | — | -21.03% | -9.40% | -11.63% |
| 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% |
| ADM | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 45.62 | 45.62 | 0.00% | market | 96.40% | — | -17.57% | -8.66% | -8.91% |
| 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% |
| CLS | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 9.18 | 9.18 | 0.00% | market | 20.00% | — | -31.25% | -8.66% | -22.59% |
| 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% |
| CVLT | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 44.40 | 44.40 | 0.00% | market | 17.50% | — | -6.18% | -8.66% | 2.48% |
| 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% |
| MTH | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 36.99 | 36.99 | 0.00% | market | 38.54% | — | -14.32% | -8.66% | -5.66% |
| 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% |
| RES | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 4.98 | 4.98 | 0.00% | market | 30.00% | — | -31.02% | -8.66% | -22.36% |
| 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% |
| ARCB | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 26.14 | 26.14 | 0.00% | market | 24.44% | — | -23.40% | -5.48% | -17.92% |
| CNX | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 6.92 | 6.92 | 0.00% | market | 340.00% | — | -22.79% | -5.48% | -17.31% |
| CTVA | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 28.78 | 28.78 | 0.00% | market | 158.33% | — | -1.98% | -5.48% | 3.50% |
| 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% |
| FLEX | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 14.00 | 14.00 | 0.00% | market | 15.15% | — | -16.39% | -5.48% | -10.91% |
| 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% |
| LEVI | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 19.66 | 19.66 | 0.00% | market | 23.81% | — | -9.20% | -5.48% | -3.73% |
| MUR | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 20.89 | 20.89 | 0.00% | market | 33.33% | — | -8.86% | -5.48% | -3.38% |
| 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% |
| 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% |
| VLO | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 87.56 | 87.56 | 0.00% | market | 31.48% | — | -22.59% | -5.48% | -17.11% |
| ADNT | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 25.87 | 25.87 | 0.00% | market | 209.68% | — | -15.79% | -7.15% | -8.65% |
| 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% |
| 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% |
| SGU | 2020-02-03 | 2020-02-04 | 2020-03-04 | 1 | 9.60 | 9.60 | 0.00% | market | 15.15% | — | -6.04% | -4.64% | -1.40% |
| 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% |
| ATI | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 20.09 | 20.09 | 0.00% | market | 12.50% | — | -19.11% | -8.97% | -10.14% |
| ATKR | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 42.14 | 42.14 | 0.00% | market | 14.63% | — | -12.04% | -8.97% | -3.06% |
| MDU | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 11.51 | 11.51 | 0.00% | market | 20.51% | — | -1.32% | -8.97% | 7.66% |
| MLI | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 8.38 | 8.38 | 0.00% | market | 66.67% | — | -18.72% | -8.97% | -9.74% |
| 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% |
| MUFG | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 5.26 | 5.26 | 0.00% | market | 790.29% | — | -12.08% | -8.97% | -3.11% |
| OLN | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 15.72 | 15.72 | 0.00% | market | 20.00% | — | -11.04% | -8.97% | -2.07% |
| PAA | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 17.15 | 17.15 | 0.00% | market | 28.57% | — | -23.72% | -8.97% | -14.74% |
| PBI | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 4.04 | 4.04 | 0.00% | market | 27.27% | — | -21.63% | -8.97% | -12.66% |
| PRU | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 95.33 | 95.33 | 0.00% | market | 15.35% | — | -24.30% | -8.97% | -15.33% |
| 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% |
| SNAP | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 18.02 | 18.02 | 0.00% | market | 314.94% | — | -23.24% | -8.97% | -14.27% |
| 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% |
| TENB | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 28.94 | 28.94 | 0.00% | market | 15.38% | — | -18.90% | -8.97% | -9.93% |
| 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% |
| BTU | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 9.45 | 9.45 | 0.00% | market | 43.30% | — | -50.89% | -10.92% | -39.98% |
| CENT | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 25.24 | 25.24 | 0.00% | market | 40.00% | — | -14.28% | -10.92% | -3.37% |
| COTY | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 12.31 | 12.31 | 0.00% | market | 12.50% | — | -30.24% | -10.92% | -19.32% |
| 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% |
| DHX | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 2.87 | 2.87 | 0.00% | market | 16.67% | — | -23.10% | -10.92% | -12.18% |
| 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% |
| GM | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 35.05 | 35.05 | 0.00% | market | 145.45% | — | -18.25% | -10.92% | -7.33% |
| PLUS | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 45.00 | 45.00 | 0.00% | market | 20.59% | — | -19.61% | -10.92% | -8.69% |
| PTON | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 29.94 | 29.94 | 0.00% | market | 37.50% | — | -16.67% | -10.92% | -5.75% |
| RAMP | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 45.38 | 45.38 | 0.00% | market | 62.50% | — | -23.94% | -10.92% | -13.03% |
| 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% |
| TTMI | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 16.00 | 16.00 | 0.00% | market | 51.85% | — | -20.04% | -10.92% | -9.12% |
| TWLO | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 120.60 | 120.60 | 0.00% | market | 170.27% | — | -15.71% | -10.92% | -4.80% |
| 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% |
| WERN | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 39.64 | 39.64 | 0.00% | market | 13.56% | — | -16.27% | -10.92% | -5.35% |
| BILL | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 56.88 | 56.88 | 0.00% | market | 33.33% | — | -21.48% | -17.60% | -3.87% |
| CAH | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 59.09 | 59.09 | 0.00% | market | 25.62% | — | -18.99% | -17.60% | -1.38% |
| CCS | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 34.67 | 34.67 | 0.00% | market | 18.11% | — | -13.89% | -17.60% | 3.72% |
| 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% |
| GEN | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 19.04 | 19.04 | 0.00% | market | 212.50% | — | -9.82% | -17.60% | 7.79% |
| GOLD | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 4.47 | 4.47 | 0.00% | market | 80.00% | — | 3.70% | -17.60% | 21.31% |
| HUBG | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 28.01 | 28.01 | 0.00% | market | 100.00% | — | -25.52% | -17.60% | -7.92% |
| MT | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 17.51 | 17.51 | 0.00% | market | 52.17% | — | -40.53% | -17.60% | -22.93% |
| MTW | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 14.10 | 14.10 | 0.00% | market | 25.00% | — | -37.40% | -17.60% | -19.80% |
| NGL | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 9.85 | 9.85 | 0.00% | market | 15.79% | — | -65.58% | -17.60% | -47.98% |
| NOK | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 4.28 | 4.28 | 0.00% | market | 30.77% | — | -22.76% | -17.60% | -5.16% |
| PFSI | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 36.71 | 36.71 | 0.00% | market | 16.05% | — | -2.25% | -17.60% | 15.35% |
| PINS | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 26.99 | 26.99 | 0.00% | market | 71.43% | — | -40.04% | -17.60% | -22.44% |
| PJT | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 51.32 | 51.32 | 0.00% | market | 12.09% | — | -21.90% | -17.60% | -4.30% |
| CCJ | 2020-02-07 | 2020-02-10 | 2020-03-10 | 3 | 8.51 | 8.51 | 0.00% | market | 350.00% | — | -12.79% | -12.92% | 0.13% |
| AM | 2020-02-12 | 2020-02-13 | 2020-03-13 | 1 | 4.50 | 4.50 | 0.00% | market | 52.17% | — | -29.88% | -19.81% | -10.07% |
| AR | 2020-02-12 | 2020-02-13 | 2020-03-13 | 1 | 1.78 | 1.78 | 0.00% | market | 81.82% | — | -29.31% | -19.81% | -9.50% |
| 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% |
| ADEA | 2020-02-18 | 2020-02-19 | 2020-03-18 | 1 | 4.10 | 4.10 | 0.00% | market | 15.69% | — | -31.32% | -28.95% | -2.37% |
| APPN | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 56.12 | 56.12 | 0.00% | market | 21.43% | — | -36.99% | -31.80% | -5.19% |
| 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% |
| 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% |
| HPQ | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 22.98 | 22.98 | 0.00% | market | 20.37% | — | -32.78% | -24.94% | -7.84% |
| KOS | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 4.11 | 4.11 | 0.00% | market | 18.18% | — | -80.36% | -24.94% | -55.42% |
| MMSI | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 43.26 | 43.26 | 0.00% | market | 17.65% | — | -30.36% | -24.94% | -5.42% |
| OII | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 13.50 | 13.50 | 0.00% | market | 118.75% | — | -69.14% | -24.94% | -44.20% |
| SHAK | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 62.38 | 62.38 | 0.00% | market | 1204.35% | — | -29.37% | -24.94% | -4.43% |
| STOK | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 25.00 | 25.00 | 0.00% | market | 70.97% | — | -14.70% | -24.94% | 10.24% |
| 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% |
| AHT | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 2,300.00 | 2,300.00 | 0.00% | market | 22.22% | — | -67.84% | -21.45% | -46.39% |
| 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% |
| CRM | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 176.54 | 176.54 | 0.00% | market | 20.00% | — | -16.80% | -21.45% | 4.65% |
| ADPT | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 29.09 | 29.09 | 0.00% | market | 15.00% | — | -10.10% | -14.49% | 4.39% |
| AMRX | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 3.90 | 3.90 | 0.00% | market | 60.00% | — | -11.64% | -14.49% | 2.85% |
| APA | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 23.81 | 23.81 | 0.00% | market | 229.22% | — | -75.91% | -14.49% | -61.42% |
| ATRO | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 17.38 | 17.38 | 0.00% | market | 245.45% | — | -53.38% | -14.49% | -38.89% |
| BOX | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 15.20 | 15.20 | 0.00% | market | 58.48% | — | -8.98% | -14.49% | 5.51% |
| CARS | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 8.58 | 8.58 | 0.00% | market | 103.23% | — | -50.22% | -14.49% | -35.73% |
| AAOI | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 8.95 | 8.95 | 0.00% | market | 21.74% | — | -16.52% | -12.22% | -4.30% |
| 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% |
| AMC | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 65.10 | 65.10 | 0.00% | market | 337.50% | — | -44.80% | -12.22% | -32.58% |
| 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% |
| CDNA | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 19.50 | 19.50 | 0.00% | market | 166.67% | — | 11.95% | -12.22% | 24.17% |
| FSS | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 29.24 | 29.24 | 0.00% | market | 14.29% | — | -8.99% | -12.22% | 3.23% |
| 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% |
| GKOS | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 43.25 | 43.25 | 0.00% | market | 64.71% | — | -23.01% | -12.22% | -10.79% |
| 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% |
| 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% |
| DBRG | 2020-02-28 | 2020-03-02 | 2020-03-30 | 3 | 15.92 | 15.92 | 0.00% | market | 63.64% | — | -54.12% | -12.26% | -41.86% |
| AMRC | 2020-03-02 | 2020-03-03 | 2020-03-31 | 1 | 24.20 | 24.20 | 0.00% | market | 17.95% | — | -29.73% | -16.72% | -13.01% |
| ANAB | 2020-03-02 | 2020-03-03 | 2020-03-31 | 1 | 11.41 | 11.41 | 0.00% | market | 37.50% | — | -17.54% | -16.72% | -0.82% |
| PI | 2020-03-02 | 2020-03-03 | 2020-03-31 | 1 | 27.40 | 27.40 | 0.00% | market | 798.20% | — | -39.11% | -16.72% | -22.39% |
| RYTM | 2020-03-02 | 2020-03-03 | 2020-03-31 | 1 | 21.19 | 21.19 | 0.00% | market | 14.29% | — | -28.27% | -16.72% | -11.55% |
| AMBA | 2020-03-03 | 2020-03-04 | 2020-04-01 | 1 | 62.15 | 62.15 | 0.00% | market | 16.67% | — | -24.51% | -19.59% | -4.92% |
| SE | 2020-03-03 | 2020-03-04 | 2020-04-01 | 1 | 51.00 | 51.00 | 0.00% | market | 14.52% | — | -15.45% | -19.59% | 4.14% |
| TGTX | 2020-03-03 | 2020-03-04 | 2020-04-01 | 1 | 13.90 | 13.90 | 0.00% | market | 15.56% | — | -36.07% | -19.59% | -16.48% |
| YEXT | 2020-03-03 | 2020-03-04 | 2020-04-01 | 1 | 16.07 | 16.07 | 0.00% | market | 20.00% | — | -40.11% | -19.59% | -20.52% |
| GWRE | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 94.78 | 94.78 | 0.00% | market | 61.54% | — | -22.05% | -17.43% | -4.62% |
| JILL | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 4.40 | 4.40 | 0.00% | market | 54.55% | — | -53.51% | -17.43% | -36.08% |
| MYRG | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 26.58 | 26.58 | 0.00% | market | 26.67% | — | -16.54% | -17.43% | 0.89% |
| 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% |
| WLY | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 38.00 | 38.00 | 0.00% | market | 33.33% | — | -0.49% | -17.43% | 16.93% |
| BCRX | 2020-03-05 | 2020-03-06 | 2020-04-03 | 1 | 3.76 | 3.76 | 0.00% | market | 92.00% | — | -48.24% | -15.34% | -32.90% |
| 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% |
| OKTA | 2020-03-05 | 2020-03-06 | 2020-04-03 | 1 | 129.15 | 129.15 | 0.00% | market | 80.00% | — | -8.01% | -15.34% | 7.33% |
| OOMA | 2020-03-05 | 2020-03-06 | 2020-04-03 | 1 | 13.75 | 13.75 | 0.00% | market | 868.52% | — | -19.66% | -15.34% | -4.33% |
| RCUS | 2020-03-05 | 2020-03-06 | 2020-04-03 | 1 | 19.43 | 19.43 | 0.00% | market | 22.45% | — | -25.78% | -15.34% | -10.45% |
| VIPS | 2020-03-05 | 2020-03-06 | 2020-04-03 | 1 | 16.14 | 16.14 | 0.00% | market | 30.88% | — | -12.68% | -15.34% | 2.66% |
| GLP | 2020-03-06 | 2020-03-09 | 2020-04-06 | 3 | 11.96 | 11.96 | 0.00% | market | 35.29% | — | -29.03% | -3.79% | -25.24% |
| 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% |
| AP | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 2.20 | 2.20 | 0.00% | market | 1300.56% | — | 30.81% | 8.67% | 22.14% |
| BBW | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 2.39 | 2.39 | 0.00% | market | 50.00% | — | -28.97% | 8.67% | -37.64% |
| 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% |
| NL | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 2.90 | 2.90 | 0.00% | market | 18.18% | — | 2.31% | 8.67% | -6.36% |
| PDD | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 33.90 | 33.90 | 0.00% | market | 23.08% | — | 20.96% | 8.67% | 12.29% |
| UNFI | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 5.80 | 5.80 | 0.00% | market | 18.52% | — | 72.14% | 8.67% | 63.47% |
| CELC | 2020-03-12 | 2020-03-13 | 2020-04-13 | 1 | 6.57 | 6.57 | 0.00% | market | 26.32% | — | -17.60% | 4.78% | -22.38% |
| DOCU | 2020-03-12 | 2020-03-13 | 2020-04-13 | 1 | 75.02 | 75.02 | 0.00% | market | 140.00% | — | 25.16% | 4.78% | 20.38% |
| 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% |
| GCO | 2020-03-12 | 2020-03-13 | 2020-04-13 | 1 | 24.06 | 24.06 | 0.00% | market | 12.77% | — | -29.32% | 4.78% | -34.10% |
| SRRK | 2020-03-12 | 2020-03-13 | 2020-04-13 | 1 | 16.09 | 16.09 | 0.00% | market | 31.58% | — | -5.01% | 4.78% | -9.79% |
| 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% |
| BE | 2020-03-16 | 2020-03-17 | 2020-04-15 | 1 | 4.64 | 4.64 | 0.00% | market | 2412.14% | — | 41.06% | 13.35% | 27.71% |
| ESTA | 2020-03-16 | 2020-03-17 | 2020-04-15 | 1 | 12.74 | 12.74 | 0.00% | market | 54.24% | — | 9.79% | 13.35% | -3.56% |
| 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% |
| TRVI | 2020-03-16 | 2020-03-17 | 2020-04-15 | 1 | 3.72 | 3.72 | 0.00% | market | 62.75% | — | -23.35% | 13.35% | -36.71% |
| TSQ | 2020-03-16 | 2020-03-17 | 2020-04-15 | 1 | 3.90 | 3.90 | 0.00% | market | 196.00% | — | 11.69% | 13.35% | -1.66% |
| DBI | 2020-03-17 | 2020-03-18 | 2020-04-16 | 1 | 3.81 | 3.81 | 0.00% | market | 16.67% | — | 25.62% | 18.14% | 7.48% |
| ARCO | 2020-03-18 | 2020-03-19 | 2020-04-17 | 1 | 3.20 | 3.20 | 0.00% | market | 157.14% | — | 17.71% | 19.81% | -2.10% |
| PD | 2020-03-18 | 2020-03-19 | 2020-04-17 | 1 | 14.47 | 14.47 | 0.00% | market | 50.00% | — | 44.41% | 19.81% | 24.60% |
| TCOM | 2020-03-18 | 2020-03-19 | 2020-04-17 | 1 | 21.40 | 21.40 | 0.00% | market | 154.55% | — | 11.35% | 19.81% | -8.46% |
| TEO | 2020-03-18 | 2020-03-19 | 2020-04-17 | 1 | 7.79 | 7.79 | 0.00% | market | 135.71% | — | -0.74% | 19.81% | -20.55% |
| ARQT | 2020-03-19 | 2020-03-20 | 2020-04-20 | 1 | 25.95 | 25.95 | 0.00% | market | 32.90% | — | 5.49% | 16.11% | -10.62% |
| 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% |
| LEN | 2020-03-19 | 2020-03-20 | 2020-04-20 | 1 | 32.26 | 32.26 | 0.00% | market | 51.19% | — | 23.83% | 16.11% | 7.73% |
| CIG | 2020-03-20 | 2020-03-23 | 2020-04-21 | 3 | 1.25 | 1.25 | 0.00% | market | 81.42% | — | 11.90% | 19.65% | -7.75% |
| IBRX | 2020-03-25 | 2020-03-26 | 2020-04-24 | 1 | 3.03 | 3.03 | 0.00% | market | 20.00% | — | 19.70% | 13.41% | 6.30% |
| 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% |
| CLDX | 2020-03-26 | 2020-03-27 | 2020-04-27 | 1 | 1.70 | 1.70 | 0.00% | market | 28.89% | — | 49.31% | 13.34% | 35.97% |
| 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% |
| GME | 2020-03-26 | 2020-03-27 | 2020-04-27 | 1 | 1.24 | 1.24 | 0.00% | market | 52.38% | — | 17.64% | 13.34% | 4.30% |
| 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% |
| KBH | 2020-03-26 | 2020-03-27 | 2020-04-27 | 1 | 19.51 | 19.51 | 0.00% | market | 40.00% | — | 20.15% | 13.34% | 6.81% |
| 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% |
| CHWY | 2020-04-02 | 2020-04-03 | 2020-05-04 | 1 | 35.23 | 35.23 | 0.00% | market | 76.47% | — | 11.28% | 13.08% | -1.80% |
| KMX | 2020-04-02 | 2020-04-03 | 2020-05-04 | 1 | 48.75 | 48.75 | 0.00% | market | 15.04% | — | 46.94% | 13.08% | 33.85% |
| GBX | 2020-04-07 | 2020-04-08 | 2020-05-07 | 1 | 16.80 | 16.80 | 0.00% | market | 58.62% | — | -3.55% | 7.36% | -10.91% |
| LEVI | 2020-04-07 | 2020-04-08 | 2020-05-07 | 1 | 12.75 | 12.75 | 0.00% | market | 14.29% | — | -7.39% | 7.36% | -14.75% |
| 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% |
| BBBY | 2020-04-15 | 2020-04-16 | 2020-05-14 | 1 | 8.56 | 8.56 | 0.00% | market | 80.95% | — | 117.42% | 2.08% | 115.34% |
| PGR | 2020-04-15 | 2020-04-16 | 2020-05-14 | 1 | 79.12 | 79.12 | 0.00% | market | 26.32% | — | -6.90% | 2.08% | -8.98% |
| 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% |
| 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% |
| IIIN | 2020-04-16 | 2020-04-17 | 2020-05-15 | 1 | 17.89 | 17.89 | 0.00% | market | 140.00% | — | -15.30% | 0.32% | -15.62% |
| SON | 2020-04-16 | 2020-04-17 | 2020-05-15 | 1 | 50.00 | 50.00 | 0.00% | market | 13.25% | — | -9.44% | 0.32% | -9.76% |
| 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% |
| MUSA | 2020-04-17 | 2020-04-20 | 2020-05-18 | 3 | 108.60 | 108.60 | 0.00% | market | 31.53% | — | 6.70% | 4.38% | 2.31% |
| 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% |
| HAL | 2020-04-20 | 2020-04-21 | 2020-05-19 | 1 | 7.31 | 7.31 | 0.00% | market | 24.00% | — | 52.43% | 5.51% | 46.92% |
| 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% |
| 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% |
| 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% |
| GPK | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 13.26 | 13.26 | 0.00% | market | 24.00% | — | 1.63% | 6.68% | -5.04% |
| 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% |
| MLI | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 5.88 | 5.88 | 0.00% | market | 25.49% | — | 9.42% | 6.68% | 2.75% |
| 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% |
| SYF | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 15.63 | 15.63 | 0.00% | market | 550.00% | — | 15.77% | 6.68% | 9.09% |
| 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% |
| TFII | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 23.18 | 23.18 | 0.00% | market | 26.53% | — | 24.66% | 6.68% | 17.99% |
| 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% |
| AA | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 7.91 | 7.91 | 0.00% | market | 20.69% | — | 4.58% | 5.13% | -0.55% |
| AXTI | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 4.20 | 4.20 | 0.00% | market | 80.00% | — | 30.85% | 5.13% | 25.72% |
| 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% |
| BKR | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 13.16 | 13.16 | 0.00% | market | 22.22% | — | 17.07% | 5.13% | 11.94% |
| DAL | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 22.65 | 22.65 | 0.00% | market | 29.17% | — | 2.15% | 5.13% | -2.98% |
| 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% |
| FNF | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 24.55 | 24.55 | 0.00% | market | 32.73% | — | 7.31% | 5.13% | 2.18% |
| HNI | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 22.54 | 22.54 | 0.00% | market | 520.00% | — | 5.31% | 5.13% | 0.18% |
| LVS | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 45.17 | 45.17 | 0.00% | market | 62.50% | — | 7.43% | 5.13% | 2.30% |
| 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% |
| RUSHA | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 15.53 | 15.53 | 0.00% | market | 64.71% | — | 13.23% | 5.13% | 8.10% |
| 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% |
| SLGN | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 33.57 | 33.57 | 0.00% | market | 14.00% | — | -3.64% | 5.13% | -8.78% |
| VMI | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 116.02 | 116.02 | 0.00% | market | 43.17% | — | -7.83% | 5.13% | -12.96% |
| 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% |