EPS surp.>15 & Debt / equity<1 & Op. margin>10 (hold 20d) (lookback 50y) (max 100 pos)
Run 9a90b44e · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
5290
Win rate
55.56%
Avg return
1.58%
Median return
1.13%
Avg abnormal
0.53%
Median abnormal
-0.16%
Best trade
744.34%
Worst trade
-75.23%
Sharpe (per-trade)
0.10
Daily portfolio drawdown
-20.81%
Portfolio (equal_weight)
Total return
83.78%
Max drawdown
-20.81%
Avg trade return
1.58%
Win rate
55.56%
Signals
8285
Configured concurrent
100
Observed concurrent
100
Trades taken
5290
Skipped (no capacity)
2995
Excess vs benchmark
-382.54%
Avg entry slippage
0.00%
Return if filled at market
83.78%
VWAP fills
0
VWAP fallbacks
0
2995 of 8285 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 | 2 | -8.39% | -9.60% | 0.00% |
| 2008 | 3 | -0.03% | -0.57% | 66.67% |
| 2009 | 1 | 4.80% | 3.26% | 100.00% |
| 2010 | 4 | 5.44% | 2.47% | 100.00% |
| 2011 | 3 | 3.14% | 3.67% | 66.67% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2013 | 1 | -22.35% | -24.29% | 0.00% |
| 2015 | 1 | -7.35% | -8.22% | 0.00% |
| 2016 | 211 | 4.73% | 2.64% | 64.45% |
| 2017 | 469 | 1.13% | -0.07% | 55.44% |
| 2018 | 486 | 1.15% | 0.41% | 56.38% |
| 2019 | 489 | 0.10% | -0.22% | 49.08% |
| 2020 | 531 | 1.00% | 0.31% | 51.98% |
| 2021 | 602 | 2.87% | 1.35% | 63.79% |
| 2022 | 561 | 1.29% | 1.54% | 56.68% |
| 2023 | 552 | 1.01% | -0.28% | 47.46% |
| 2024 | 544 | 3.92% | 0.78% | 61.03% |
| 2025 | 528 | 0.85% | 0.61% | 57.20% |
| 2026 | 299 | 0.43% | -0.78% | 48.16% |
Trades (page 4: 500 of 5,290)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Debt / equity | Op. margin | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UIS | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 12.19 | 12.19 | 0.00% | market | 200.00% | — | — | -43.74% | -4.02% | -39.72% |
| AGI | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 6.45 | 6.45 | 0.00% | market | 34.08% | — | — | 8.27% | -1.69% | 9.96% |
| FSS | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 31.28 | 31.28 | 0.00% | market | 19.57% | — | — | -6.40% | -1.69% | -4.71% |
| H | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 78.00 | 78.00 | 0.00% | market | 68.89% | — | — | -7.65% | -1.69% | -5.96% |
| HCC | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 26.45 | 26.45 | 0.00% | market | 24.14% | — | — | -21.27% | -1.69% | -19.59% |
| INN | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 11.52 | 11.52 | 0.00% | market | 330.00% | — | — | -4.44% | -1.69% | -2.75% |
| JOE | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 19.62 | 19.62 | 0.00% | market | 240.00% | — | — | -8.15% | -1.69% | -6.47% |
| KGC | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 3.99 | 3.99 | 0.00% | market | 107.40% | — | — | 24.96% | -1.69% | 26.65% |
| MTDR | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 17.59 | 17.59 | 0.00% | market | 30.43% | — | — | -9.99% | -1.69% | -8.31% |
| OR | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 11.58 | 11.58 | 0.00% | market | 21.95% | — | — | 9.83% | -1.69% | 11.52% |
| QLYS | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 84.75 | 84.75 | 0.00% | market | 17.02% | — | — | -4.63% | -1.69% | -2.94% |
| SRI | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 32.81 | 32.81 | 0.00% | market | 38.46% | — | — | -7.17% | -1.69% | -5.48% |
| TS | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 23.46 | 23.46 | 0.00% | market | 17.14% | — | — | -7.30% | -1.69% | -5.62% |
| UTHR | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 81.29 | 81.29 | 0.00% | market | 65.06% | — | — | 1.67% | -1.69% | 3.36% |
| VRTX | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 173.42 | 173.42 | 0.00% | market | 17.76% | — | — | 3.11% | -1.69% | 4.79% |
| VVV | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 20.96 | 20.96 | 0.00% | market | 15.62% | — | — | 6.10% | -1.69% | 7.79% |
| WTI | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 4.67 | 4.67 | 0.00% | market | 212.50% | — | — | -2.03% | -1.69% | -0.34% |
| BTE | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 1.47 | 1.47 | 0.00% | market | 57.14% | — | — | -13.03% | -0.48% | -12.55% |
| CORT | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 11.25 | 11.25 | 0.00% | market | 38.89% | — | — | 11.99% | -0.48% | 12.47% |
| CTVA | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 30.94 | 30.94 | 0.00% | market | 42.00% | — | — | -5.34% | -0.48% | -4.86% |
| FTNT | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 17.60 | 17.60 | 0.00% | market | 20.00% | — | — | -10.10% | -0.48% | -9.62% |
| IDCC | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 62.97 | 62.97 | 0.00% | market | 100.00% | — | — | -22.02% | -0.48% | -21.54% |
| ITGR | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 88.02 | 88.02 | 0.00% | market | 16.04% | — | — | -17.85% | -0.48% | -17.37% |
| OLED | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 217.90 | 217.90 | 0.00% | market | 100.00% | — | — | -5.80% | -0.48% | -5.33% |
| PBA | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 37.15 | 37.15 | 0.00% | market | 119.05% | — | — | -1.39% | -0.48% | -0.92% |
| RGEN | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 95.01 | 95.01 | 0.00% | market | 24.00% | — | — | -2.42% | -0.48% | -1.94% |
| SM | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 4.75 | 4.75 | 0.00% | market | 118.18% | — | — | -0.31% | -0.48% | 0.17% |
| TRI | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 71.58 | 71.58 | 0.00% | market | 76.47% | — | — | 1.06% | -0.48% | 1.54% |
| BH | 2019-08-02 | 2019-08-05 | 2019-09-03 | 3 | 90.02 | 90.02 | 0.00% | market | 3687.57% | — | — | -4.79% | 0.92% | -5.71% |
| ENB | 2019-08-02 | 2019-08-05 | 2019-09-03 | 3 | 33.10 | 33.10 | 0.00% | market | 19.05% | — | — | 1.02% | 0.92% | 0.10% |
| PBR-A | 2019-08-02 | 2019-08-05 | 2019-09-03 | 3 | 13.17 | 13.17 | 0.00% | market | 131.25% | — | — | -7.84% | 0.92% | -8.76% |
| HMN | 2019-08-05 | 2019-08-06 | 2019-09-04 | 1 | 41.79 | 41.79 | 0.00% | market | 21.43% | — | — | 5.00% | 2.84% | 2.15% |
| MWA | 2019-08-05 | 2019-08-06 | 2019-09-04 | 1 | 10.65 | 10.65 | 0.00% | market | 20.00% | — | — | -4.70% | 2.84% | -7.54% |
| PBR | 2019-08-05 | 2019-08-06 | 2019-09-04 | 1 | 14.48 | 14.48 | 0.00% | market | 111.76% | — | — | -3.55% | 2.84% | -6.40% |
| DVN | 2019-08-06 | 2019-08-07 | 2019-09-05 | 1 | 23.13 | 23.13 | 0.00% | market | 19.44% | — | — | 1.50% | 4.72% | -3.22% |
| EPC | 2019-08-06 | 2019-08-07 | 2019-09-05 | 1 | 30.81 | 30.81 | 0.00% | market | 18.09% | — | — | -3.51% | 4.72% | -8.23% |
| HST | 2019-08-06 | 2019-08-07 | 2019-09-05 | 1 | 16.48 | 16.48 | 0.00% | market | 25.81% | — | — | 1.36% | 4.72% | -3.36% |
| LOPE | 2019-08-06 | 2019-08-07 | 2019-09-05 | 1 | 124.09 | 124.09 | 0.00% | market | 15.96% | — | — | -6.73% | 4.72% | -11.45% |
| MMI | 2019-08-06 | 2019-08-07 | 2019-09-05 | 1 | 32.06 | 32.06 | 0.00% | market | 25.58% | — | — | 11.88% | 4.72% | 7.16% |
| ACMR | 2019-08-07 | 2019-08-08 | 2019-09-06 | 1 | 5.99 | 5.99 | 0.00% | market | 116.66% | — | — | -20.30% | 2.91% | -23.21% |
| AGO | 2019-08-07 | 2019-08-08 | 2019-09-06 | 1 | 44.20 | 44.20 | 0.00% | market | 81.58% | — | — | -1.48% | 2.91% | -4.39% |
| AIG | 2019-08-07 | 2019-08-08 | 2019-09-06 | 1 | 56.92 | 56.92 | 0.00% | market | 24.35% | — | — | -3.74% | 2.91% | -6.65% |
| ELF | 2019-08-07 | 2019-08-08 | 2019-09-06 | 1 | 17.40 | 17.40 | 0.00% | market | 133.33% | — | — | 0.59% | 2.91% | -2.32% |
| ALRM | 2019-08-08 | 2019-08-09 | 2019-09-09 | 1 | 56.00 | 56.00 | 0.00% | market | 25.00% | — | — | -15.89% | 1.92% | -17.81% |
| BBAR | 2019-08-12 | 2019-08-13 | 2019-09-11 | 1 | 5.94 | 5.94 | 0.00% | market | 100.00% | — | — | -25.18% | 4.35% | -29.53% |
| BABA | 2019-08-15 | 2019-08-16 | 2019-09-16 | 1 | 170.00 | 170.00 | 0.00% | market | 22.00% | — | — | 4.06% | 4.78% | -0.72% |
| CIG-C | 2019-08-15 | 2019-08-16 | 2019-09-16 | 1 | 2.30 | 2.30 | 0.00% | market | 552.05% | — | — | -10.97% | 4.78% | -15.74% |
| CIG | 2019-08-16 | 2019-08-19 | 2019-09-17 | 3 | 2.81 | 2.81 | 0.00% | market | 395.95% | — | — | -5.44% | 2.99% | -8.43% |
| XYF | 2019-08-18 | 2019-08-19 | 2019-09-17 | 1 | 8.52 | 8.52 | 0.00% | market | 40.91% | — | — | 5.53% | 2.99% | 2.55% |
| FINV | 2019-08-20 | 2019-08-21 | 2019-09-19 | 1 | 3.70 | 3.70 | 0.00% | market | 25.60% | — | — | -6.86% | 2.94% | -9.80% |
| KEYS | 2019-08-21 | 2019-08-22 | 2019-09-20 | 1 | 94.44 | 94.44 | 0.00% | market | 22.55% | — | — | 4.48% | 1.72% | 2.76% |
| HQY | 2019-09-03 | 2019-09-04 | 2019-10-02 | 1 | 57.57 | 57.57 | 0.00% | market | 28.57% | — | — | -8.39% | -1.73% | -6.65% |
| AVAV | 2019-09-04 | 2019-09-05 | 2019-10-03 | 1 | 57.28 | 57.28 | 0.00% | market | 105.56% | — | — | -7.12% | -2.15% | -4.97% |
| DSGX | 2019-09-04 | 2019-09-05 | 2019-10-03 | 1 | 36.25 | 36.25 | 0.00% | market | 25.00% | — | — | 7.79% | -2.15% | 9.94% |
| CIEN | 2019-09-05 | 2019-09-06 | 2019-10-04 | 1 | 39.72 | 39.72 | 0.00% | market | 22.41% | — | — | -5.41% | -1.28% | -4.13% |
| RH | 2019-09-10 | 2019-09-11 | 2019-10-09 | 1 | 155.35 | 155.35 | 0.00% | market | 18.52% | — | — | 11.99% | -2.41% | 14.40% |
| NKE | 2019-09-24 | 2019-09-25 | 2019-10-23 | 1 | 91.78 | 91.78 | 0.00% | market | 22.86% | — | — | 0.49% | 1.32% | -0.84% |
| DAVA | 2019-09-25 | 2019-09-26 | 2019-10-24 | 1 | 39.00 | 39.00 | 0.00% | market | 18.18% | — | — | 4.46% | 0.92% | 3.54% |
| 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% |
| NIC | 2019-10-15 | 2019-10-16 | 2019-11-13 | 1 | 67.75 | 67.75 | 0.00% | market | 18.64% | — | — | 2.93% | 3.60% | -0.67% |
| PLD | 2019-10-15 | 2019-10-16 | 2019-11-13 | 1 | 89.11 | 89.11 | 0.00% | market | 47.92% | — | — | -1.42% | 3.60% | -5.02% |
| SCHW | 2019-10-15 | 2019-10-16 | 2019-11-13 | 1 | 38.68 | 38.68 | 0.00% | market | 15.62% | — | — | 10.58% | 3.60% | 6.98% |
| BFC | 2019-10-16 | 2019-10-17 | 2019-11-14 | 1 | 66.85 | 66.85 | 0.00% | market | 16.25% | — | — | 3.10% | 3.29% | -0.19% |
| RLI | 2019-10-16 | 2019-10-17 | 2019-11-14 | 1 | 46.18 | 46.18 | 0.00% | market | 20.83% | — | — | 5.60% | 3.29% | 2.30% |
| HLX | 2019-10-21 | 2019-10-22 | 2019-11-19 | 1 | 9.22 | 9.22 | 0.00% | market | 31.25% | — | — | -11.16% | 3.78% | -14.94% |
| MCHB | 2019-10-21 | 2019-10-22 | 2019-11-19 | 1 | 35.44 | 35.44 | 0.00% | market | 73.33% | — | — | -10.79% | 3.78% | -14.57% |
| NWBI | 2019-10-21 | 2019-10-22 | 2019-11-19 | 1 | 17.74 | 17.74 | 0.00% | market | 19.23% | — | — | -5.62% | 3.78% | -9.40% |
| EQR | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 88.30 | 88.30 | 0.00% | market | 91.89% | — | — | -1.96% | 4.03% | -5.99% |
| 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% |
| MANH | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 80.46 | 80.46 | 0.00% | market | 41.67% | — | — | -0.47% | 4.03% | -4.50% |
| SFNC | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 24.37 | 24.37 | 0.00% | market | 31.25% | — | — | 2.65% | 4.03% | -1.38% |
| STC | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 42.55 | 42.55 | 0.00% | market | 25.49% | — | — | 1.45% | 4.03% | -2.58% |
| 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% |
| WRB | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 31.91 | 31.91 | 0.00% | market | 27.59% | — | — | -2.98% | 4.03% | -7.01% |
| AEM | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 55.38 | 55.38 | 0.00% | market | 37.04% | — | — | 8.55% | 3.11% | 5.44% |
| 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% |
| LMAT | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 37.01 | 37.01 | 0.00% | market | 19.05% | — | — | -5.53% | 3.11% | -8.64% |
| MCB | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 41.50 | 41.50 | 0.00% | market | 15.38% | — | — | 8.53% | 3.11% | 5.42% |
| MKSI | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 104.67 | 104.67 | 0.00% | market | 30.23% | — | — | -1.56% | 3.11% | -4.67% |
| 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% |
| PTC | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 77.00 | 77.00 | 0.00% | market | 42.22% | — | — | -2.59% | 3.11% | -5.70% |
| PYPL | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 106.08 | 106.08 | 0.00% | market | 17.31% | — | — | -3.42% | 3.11% | -6.53% |
| 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% |
| UNF | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 207.33 | 207.33 | 0.00% | market | 22.45% | — | — | -0.77% | 3.11% | -3.88% |
| CINF | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 116.00 | 116.00 | 0.00% | market | 21.35% | — | — | -8.94% | 3.74% | -12.68% |
| 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% |
| 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% |
| ILMN | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 290.43 | 290.43 | 0.00% | market | 37.86% | — | — | 5.51% | 3.74% | 1.77% |
| SPSC | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 53.38 | 53.38 | 0.00% | market | 17.86% | — | — | 4.86% | 3.74% | 1.12% |
| STM | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 22.46 | 22.46 | 0.00% | market | 17.24% | — | — | 6.18% | 3.74% | 2.43% |
| TBBK | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 10.44 | 10.44 | 0.00% | market | 40.74% | — | — | 2.15% | 3.74% | -1.59% |
| GRC | 2019-10-25 | 2019-10-28 | 2019-11-25 | 3 | 36.28 | 36.28 | 0.00% | market | 17.14% | — | — | 2.08% | 3.44% | -1.37% |
| WT | 2019-10-25 | 2019-10-28 | 2019-11-25 | 3 | 5.49 | 5.49 | 0.00% | market | 20.00% | — | — | -8.11% | 3.44% | -11.56% |
| AVB | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 216.70 | 216.70 | 0.00% | market | 66.67% | — | — | -0.60% | 3.66% | -4.26% |
| 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% |
| AIN | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 86.00 | 86.00 | 0.00% | market | 48.10% | — | — | -2.33% | 3.97% | -6.30% |
| ENPH | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 21.69 | 21.69 | 0.00% | market | 20.00% | — | — | 6.15% | 3.97% | 2.18% |
| FNF | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 43.43 | 43.43 | 0.00% | market | 20.88% | — | — | 5.59% | 3.97% | 1.62% |
| INCY | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 83.06 | 83.06 | 0.00% | market | 26.15% | — | — | 13.22% | 3.97% | 9.24% |
| 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% |
| MKL | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 1,121.12 | 1,121.12 | 0.00% | market | 34.95% | — | — | 1.89% | 3.97% | -2.08% |
| MTDR | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 15.26 | 15.26 | 0.00% | market | 28.00% | — | — | -4.88% | 3.97% | -8.86% |
| PFE | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 36.41 | 36.41 | 0.00% | market | 19.05% | — | — | 0.48% | 3.97% | -3.49% |
| REXR | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 48.30 | 48.30 | 0.00% | market | 50.00% | — | — | -0.87% | 3.97% | -4.84% |
| SAM | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 380.33 | 380.33 | 0.00% | market | 24.57% | — | — | 2.60% | 3.97% | -1.37% |
| 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% |
| 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% |
| EXEL | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 17.00 | 17.00 | 0.00% | market | 63.16% | — | — | -2.28% | 3.35% | -5.62% |
| GRMN | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 95.25 | 95.25 | 0.00% | market | 33.68% | — | — | 2.46% | 3.35% | -0.89% |
| H | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 72.80 | 72.80 | 0.00% | market | 42.31% | — | — | 10.89% | 3.35% | 7.54% |
| JOE | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 18.68 | 18.68 | 0.00% | market | 150.00% | — | — | 1.61% | 3.35% | -1.73% |
| MC | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 34.92 | 34.92 | 0.00% | market | 33.33% | — | — | -5.71% | 3.35% | -9.06% |
| OLED | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 194.00 | 194.00 | 0.00% | market | 34.48% | — | — | 0.01% | 3.35% | -3.33% |
| QLYS | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 85.03 | 85.03 | 0.00% | market | 24.53% | — | — | 2.82% | 3.35% | -0.53% |
| SONY | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 12.22 | 12.22 | 0.00% | market | 21.05% | — | — | 3.83% | 3.35% | 0.48% |
| UTHR | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 91.07 | 91.07 | 0.00% | market | 29.51% | — | — | 1.21% | 3.35% | -2.14% |
| UVE | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 29.79 | 29.79 | 0.00% | market | 22.00% | — | — | -2.42% | 3.35% | -5.76% |
| WING | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 86.09 | 86.09 | 0.00% | market | 17.65% | — | — | -7.17% | 3.35% | -10.52% |
| WTI | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 4.12 | 4.12 | 0.00% | market | 245.65% | — | — | 3.78% | 3.35% | 0.44% |
| BIO | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 329.00 | 329.00 | 0.00% | market | 18.38% | — | — | 12.87% | 2.20% | 10.67% |
| CRC | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 7.26 | 7.26 | 0.00% | market | 209.37% | — | — | -8.36% | 2.20% | -10.57% |
| FTNT | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 17.73 | 17.73 | 0.00% | market | 18.18% | — | — | 17.10% | 2.20% | 14.90% |
| GOLF | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 28.83 | 28.83 | 0.00% | market | 39.29% | — | — | 4.20% | 2.20% | 2.00% |
| HTH | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 24.28 | 24.28 | 0.00% | market | 79.17% | — | — | -0.06% | 2.20% | -2.26% |
| KHC | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 32.12 | 32.12 | 0.00% | market | 27.78% | — | — | -3.74% | 2.20% | -5.95% |
| LITE | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 63.48 | 63.48 | 0.00% | market | 20.00% | — | — | 16.57% | 2.20% | 14.36% |
| LPG | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 12.56 | 12.56 | 0.00% | market | 27.12% | — | — | 12.88% | 2.20% | 10.67% |
| LTC | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 52.10 | 52.10 | 0.00% | market | 30.77% | — | — | -11.02% | 2.20% | -13.23% |
| MUR | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 20.92 | 20.92 | 0.00% | market | 63.64% | — | — | 12.04% | 2.20% | 9.84% |
| NMM | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 20.15 | 20.15 | 0.00% | market | 391.18% | — | — | -11.27% | 2.20% | -13.47% |
| QRVO | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 91.88 | 91.88 | 0.00% | market | 16.92% | — | — | 11.97% | 2.20% | 9.77% |
| RGEN | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 81.99 | 81.99 | 0.00% | market | 30.00% | — | — | 7.35% | 2.20% | 5.15% |
| TRI | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 71.25 | 71.25 | 0.00% | market | 55.56% | — | — | 3.59% | 2.20% | 1.39% |
| BABA | 2019-11-01 | 2019-11-04 | 2019-12-03 | 3 | 180.66 | 180.66 | 0.00% | market | 18.06% | — | — | 7.78% | 0.55% | 7.23% |
| HAE | 2019-11-01 | 2019-11-04 | 2019-12-03 | 3 | 130.45 | 130.45 | 0.00% | market | 26.09% | — | — | -9.47% | 0.55% | -10.02% |
| PBA | 2019-11-01 | 2019-11-04 | 2019-12-03 | 3 | 35.30 | 35.30 | 0.00% | market | 16.28% | — | — | -3.02% | 0.55% | -3.57% |
| RDY | 2019-11-01 | 2019-11-04 | 2019-12-03 | 3 | 7.94 | 7.94 | 0.00% | market | 89.81% | — | — | 0.66% | 0.55% | 0.10% |
| HIG | 2019-11-04 | 2019-11-05 | 2019-12-04 | 1 | 59.33 | 59.33 | 0.00% | market | 20.97% | — | — | 2.38% | 1.26% | 1.12% |
| KMPR | 2019-11-04 | 2019-11-05 | 2019-12-04 | 1 | 75.17 | 75.17 | 0.00% | market | 38.85% | — | — | -1.23% | 1.26% | -2.49% |
| MATV | 2019-11-04 | 2019-11-05 | 2019-12-04 | 1 | 41.22 | 41.22 | 0.00% | market | 21.69% | — | — | 6.69% | 1.26% | 5.43% |
| MZTI | 2019-11-04 | 2019-11-05 | 2019-12-04 | 1 | 161.99 | 161.99 | 0.00% | market | 27.42% | — | — | -2.23% | 1.26% | -3.49% |
| DVN | 2019-11-05 | 2019-11-06 | 2019-12-05 | 1 | 24.00 | 24.00 | 0.00% | market | 81.25% | — | — | -8.14% | 1.63% | -9.77% |
| HCI | 2019-11-05 | 2019-11-06 | 2019-12-05 | 1 | 44.83 | 44.83 | 0.00% | market | 19.64% | — | — | 1.33% | 1.63% | -0.30% |
| SSRM | 2019-11-05 | 2019-11-06 | 2019-12-05 | 1 | 14.35 | 14.35 | 0.00% | market | 64.29% | — | — | 19.76% | 1.63% | 18.14% |
| UFPT | 2019-11-05 | 2019-11-06 | 2019-12-05 | 1 | 42.58 | 42.58 | 0.00% | market | 33.93% | — | — | 5.77% | 1.63% | 4.15% |
| VCEL | 2019-11-05 | 2019-11-06 | 2019-12-05 | 1 | 18.50 | 18.50 | 0.00% | market | 520.02% | — | — | -0.91% | 1.63% | -2.54% |
| WLK | 2019-11-05 | 2019-11-06 | 2019-12-05 | 1 | 74.91 | 74.91 | 0.00% | market | 28.87% | — | — | -9.85% | 1.63% | -11.47% |
| ACMR | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 5.20 | 5.20 | 0.00% | market | 157.14% | — | — | -1.25% | 2.04% | -3.30% |
| B | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 16.90 | 16.90 | 0.00% | market | 50.00% | — | — | -0.16% | 2.04% | -2.20% |
| DEA | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 56.38 | 56.38 | 0.00% | market | 150.00% | — | — | 3.16% | 2.04% | 1.12% |
| EBS | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 60.00 | 60.00 | 0.00% | market | 92.06% | — | — | -8.47% | 2.04% | -10.51% |
| ELAN | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 27.11 | 27.11 | 0.00% | market | 15.38% | — | — | -0.17% | 2.04% | -2.22% |
| ELF | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 19.75 | 19.75 | 0.00% | market | 66.67% | — | — | -22.83% | 2.04% | -24.88% |
| EPRT | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 25.01 | 25.01 | 0.00% | market | 28.57% | — | — | 3.50% | 2.04% | 1.46% |
| FOX | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 33.15 | 33.15 | 0.00% | market | 19.08% | — | — | 4.27% | 2.04% | 2.23% |
| FOXA | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 33.95 | 33.95 | 0.00% | market | 20.29% | — | — | 4.23% | 2.04% | 2.19% |
| GMAB | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 22.13 | 22.13 | 0.00% | market | 1475.00% | — | — | 7.45% | 2.04% | 5.40% |
| LAC | 2019-11-12 | 2019-11-13 | 2019-12-12 | 1 | 1.81 | 1.81 | 0.00% | market | 25.00% | — | — | 7.08% | 2.99% | 4.09% |
| ZEPP | 2019-11-12 | 2019-11-13 | 2019-12-12 | 1 | 40.60 | 40.60 | 0.00% | market | 20.37% | — | — | 13.30% | 2.99% | 10.30% |
| NVGS | 2019-11-13 | 2019-11-14 | 2019-12-13 | 1 | 11.31 | 11.31 | 0.00% | market | 62.50% | — | — | 10.33% | 2.76% | 7.57% |
| TCOM | 2019-11-13 | 2019-11-14 | 2019-12-13 | 1 | 32.49 | 32.49 | 0.00% | market | 85.71% | — | — | 3.87% | 2.76% | 1.11% |
| CCEP | 2019-11-15 | 2019-11-18 | 2019-12-17 | 3 | 51.20 | 51.20 | 0.00% | market | 69.14% | — | — | -2.81% | 2.58% | -5.40% |
| DAVA | 2019-11-19 | 2019-11-20 | 2019-12-19 | 1 | 44.24 | 44.24 | 0.00% | market | 15.38% | — | — | 5.94% | 3.09% | 2.84% |
| NTES | 2019-11-20 | 2019-11-21 | 2019-12-20 | 1 | 59.00 | 59.00 | 0.00% | market | 477.08% | — | — | 3.36% | 3.17% | 0.19% |
| 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% |
| 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% |
| 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% |
| EPAC | 2019-12-19 | 2019-12-20 | 2020-01-22 | 1 | 27.00 | 27.00 | 0.00% | market | 33.33% | — | — | -12.06% | 3.40% | -15.46% |
| NKE | 2019-12-19 | 2019-12-20 | 2020-01-22 | 1 | 101.00 | 101.00 | 0.00% | market | 20.69% | — | — | 3.36% | 3.40% | -0.04% |
| CCL | 2019-12-20 | 2019-12-23 | 2020-01-23 | 3 | 50.32 | 50.32 | 0.00% | market | 24.00% | — | — | -1.83% | 3.15% | -4.98% |
| UNF | 2020-01-08 | 2020-01-09 | 2020-02-07 | 1 | 216.12 | 216.12 | 0.00% | market | 25.37% | — | — | -6.81% | 1.85% | -8.67% |
| LNN | 2020-01-09 | 2020-01-10 | 2020-02-10 | 1 | 105.41 | 105.41 | 0.00% | market | 54.00% | — | — | 1.18% | 2.26% | -1.08% |
| HDB | 2020-01-18 | 2020-01-21 | 2020-02-19 | 3 | 30.48 | 30.48 | 0.00% | market | 7877.21% | — | — | -4.23% | 2.25% | -6.48% |
| STT | 2020-01-17 | 2020-01-21 | 2020-02-19 | 4 | 81.75 | 81.75 | 0.00% | market | 17.16% | — | — | -3.76% | 2.25% | -6.01% |
| PLD | 2020-01-22 | 2020-01-23 | 2020-02-21 | 1 | 93.54 | 93.54 | 0.00% | market | 51.28% | — | — | 5.98% | 0.86% | 5.12% |
| RLI | 2020-01-22 | 2020-01-23 | 2020-02-21 | 1 | 45.75 | 45.75 | 0.00% | market | 28.00% | — | — | -0.52% | 0.86% | -1.38% |
| 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% |
| 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% |
| GGG | 2020-01-27 | 2020-01-28 | 2020-02-26 | 1 | 54.90 | 54.90 | 0.00% | market | 23.08% | — | — | -2.30% | -4.17% | 1.87% |
| RDY | 2020-01-27 | 2020-01-28 | 2020-02-26 | 1 | 8.77 | 8.77 | 0.00% | market | 24.71% | — | — | -1.81% | -4.17% | 2.36% |
| EQR | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 86.20 | 86.20 | 0.00% | market | 120.00% | — | — | -9.08% | -9.40% | 0.32% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| NYT | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 38.65 | 38.65 | 0.00% | market | 48.28% | — | — | -12.49% | -17.60% | 5.11% |
| 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% |
| AIN | 2020-02-10 | 2020-02-11 | 2020-03-11 | 1 | 70.37 | 70.37 | 0.00% | market | 21.25% | — | — | -18.10% | -18.38% | 0.28% |
| AMKR | 2020-02-10 | 2020-02-11 | 2020-03-11 | 1 | 13.92 | 13.92 | 0.00% | market | 78.26% | — | — | -37.96% | -18.38% | -19.58% |
| REXR | 2020-02-11 | 2020-02-12 | 2020-03-12 | 1 | 51.15 | 51.15 | 0.00% | market | 157.14% | — | — | -22.72% | -26.34% | 3.62% |
| 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% |
| KGC | 2020-02-12 | 2020-02-13 | 2020-03-13 | 1 | 5.14 | 5.14 | 0.00% | market | 30.00% | — | — | -32.59% | -19.81% | -12.78% |
| TAP | 2020-02-12 | 2020-02-13 | 2020-03-13 | 1 | 55.28 | 55.28 | 0.00% | market | 34.21% | — | — | -23.11% | -19.81% | -3.30% |
| TIMB | 2020-02-12 | 2020-02-13 | 2020-03-13 | 1 | 20.10 | 20.10 | 0.00% | market | 80.95% | — | — | -27.51% | -19.81% | -7.70% |
| BABA | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 221.10 | 221.10 | 0.00% | market | 16.00% | — | — | -19.21% | -28.94% | 9.73% |
| CGNX | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 52.50 | 52.50 | 0.00% | market | 253.85% | — | — | -26.84% | -28.94% | 2.09% |
| ELME | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 32.17 | 32.17 | 0.00% | market | 1200.00% | — | — | -29.51% | -28.94% | -0.57% |
| FAF | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 65.74 | 65.74 | 0.00% | market | 21.62% | — | — | -32.18% | -28.94% | -3.25% |
| NVDA | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 7.18 | 7.18 | 0.00% | market | 25.00% | — | — | -31.72% | -28.94% | -2.78% |
| SITC | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 51.72 | 51.72 | 0.00% | market | 17.86% | — | — | -52.07% | -28.94% | -23.14% |
| SPSC | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 62.00 | 62.00 | 0.00% | market | 16.67% | — | — | -38.68% | -28.94% | -9.75% |
| 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% |
| GRMN | 2020-02-19 | 2020-02-20 | 2020-03-19 | 1 | 103.50 | 103.50 | 0.00% | market | 29.00% | — | — | -32.36% | -28.79% | -3.57% |
| H | 2020-02-19 | 2020-02-20 | 2020-03-19 | 1 | 90.00 | 90.00 | 0.00% | market | 135.00% | — | — | -55.89% | -28.79% | -27.10% |
| PRDO | 2020-02-19 | 2020-02-20 | 2020-03-19 | 1 | 19.49 | 19.49 | 0.00% | market | 17.86% | — | — | -56.54% | -28.79% | -27.75% |
| SEDG | 2020-02-19 | 2020-02-20 | 2020-03-19 | 1 | 138.25 | 138.25 | 0.00% | market | 26.92% | — | — | -44.54% | -28.79% | -15.75% |
| 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% |
| 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% |
| SBAC | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 292.43 | 292.43 | 0.00% | market | 51.28% | — | — | -21.68% | -31.80% | 10.12% |
| 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% |
| 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% |
| 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% |
| 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% |
| TREX | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 51.79 | 51.79 | 0.00% | market | 19.23% | — | — | -22.06% | -24.94% | 2.88% |
| 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% |
| ALRM | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 47.82 | 47.82 | 0.00% | market | 30.30% | — | — | -16.81% | -21.45% | 4.64% |
| DAR | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 27.00 | 27.00 | 0.00% | market | 554.55% | — | — | -34.47% | -21.45% | -13.02% |
| EXEL | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 18.53 | 18.53 | 0.00% | market | 29.41% | — | — | -14.99% | -21.45% | 6.45% |
| HEI | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 114.51 | 114.51 | 0.00% | market | 15.58% | — | — | -32.27% | -21.45% | -10.82% |
| LNG | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 49.73 | 49.73 | 0.00% | market | 51.06% | — | — | -33.12% | -21.45% | -11.67% |
| MTDR | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 11.30 | 11.30 | 0.00% | market | 39.29% | — | — | -75.23% | -21.45% | -53.78% |
| TRI | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 85.08 | 85.08 | 0.00% | market | 18.75% | — | — | -25.21% | -21.45% | -3.76% |
| 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% |
| IONS | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 55.47 | 55.47 | 0.00% | market | 51.61% | — | — | -10.41% | -14.49% | 4.08% |
| JOE | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 19.67 | 19.67 | 0.00% | market | 162.50% | — | — | -13.93% | -14.49% | 0.56% |
| MIDD | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 92.80 | 92.80 | 0.00% | market | 16.96% | — | — | -47.19% | -14.49% | -32.70% |
| PK | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 19.36 | 19.36 | 0.00% | market | 54.55% | — | — | -48.81% | -14.49% | -34.32% |
| 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% |
| 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% |
| TTD | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 26.47 | 26.47 | 0.00% | market | 25.00% | — | — | -24.66% | -12.22% | -12.44% |
| 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% |
| 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% |
| WTI | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 2.48 | 2.48 | 0.00% | market | 250.01% | — | — | -32.36% | -17.43% | -14.93% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| NKE | 2020-03-24 | 2020-03-25 | 2020-04-23 | 1 | 80.11 | 80.11 | 0.00% | market | 44.44% | — | — | 8.94% | 13.97% | -5.03% |
| 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% |
| 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% |
| ABT | 2020-04-16 | 2020-04-17 | 2020-05-15 | 1 | 97.45 | 97.45 | 0.00% | market | 18.18% | — | — | -7.86% | 0.32% | -8.17% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| LXFR | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 15.83 | 15.83 | 0.00% | market | 36.36% | — | — | -6.73% | 4.30% | -11.03% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| FSS | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 27.48 | 27.48 | 0.00% | market | 18.18% | — | — | 5.94% | 4.32% | 1.62% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| EXPO | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 68.57 | 68.57 | 0.00% | market | 16.67% | — | — | 9.15% | 7.09% | 2.05% |
| HTH | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 20.40 | 20.40 | 0.00% | market | 41.03% | — | — | -11.03% | 7.09% | -18.13% |
| ILMN | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 308.23 | 308.23 | 0.00% | market | 30.16% | — | — | 15.11% | 7.09% | 8.02% |
| MTX | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 43.89 | 43.89 | 0.00% | market | 18.95% | — | — | 13.50% | 7.09% | 6.41% |
| PNR | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 33.94 | 33.94 | 0.00% | market | 18.18% | — | — | 14.75% | 7.09% | 7.66% |
| PRLB | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 99.10 | 99.10 | 0.00% | market | 60.53% | — | — | 25.80% | 7.09% | 18.71% |
| RMD | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 157.00 | 157.00 | 0.00% | market | 22.86% | — | — | 2.52% | 7.09% | -4.57% |
| SPSC | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 54.87 | 54.87 | 0.00% | market | 18.75% | — | — | 25.80% | 7.09% | 18.70% |
| STAG | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 25.53 | 25.53 | 0.00% | market | 320.00% | — | — | 5.81% | 7.09% | -1.28% |
| TECH | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 51.12 | 51.12 | 0.00% | market | 25.00% | — | — | 28.07% | 7.09% | 20.97% |
| TFX | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 329.37 | 329.37 | 0.00% | market | 15.74% | — | — | 10.86% | 7.09% | 3.77% |
| BCPC | 2020-05-01 | 2020-05-04 | 2020-06-02 | 3 | 87.09 | 87.09 | 0.00% | market | 37.29% | — | — | 13.54% | 9.74% | 3.80% |
| HON | 2020-05-01 | 2020-05-04 | 2020-06-02 | 3 | 133.90 | 133.90 | 0.00% | market | 123.23% | — | — | 10.69% | 9.74% | 0.95% |
| WT | 2020-05-01 | 2020-05-04 | 2020-06-02 | 3 | 2.96 | 2.96 | 0.00% | market | 40.00% | — | — | 14.76% | 9.74% | 5.03% |
| WY | 2020-05-01 | 2020-05-04 | 2020-06-02 | 3 | 17.60 | 17.60 | 0.00% | market | 38.46% | — | — | 23.20% | 9.74% | 13.46% |
| JKHY | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 164.36 | 164.36 | 0.00% | market | 20.00% | — | — | 8.44% | 8.91% | -0.47% |
| MWA | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 10.26 | 10.26 | 0.00% | market | 25.00% | — | — | -5.56% | 8.91% | -14.47% |
| RRX | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 73.25 | 73.25 | 0.00% | market | 20.18% | — | — | 14.62% | 8.91% | 5.71% |
| TREX | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 53.34 | 53.34 | 0.00% | market | 19.35% | — | — | 9.41% | 8.91% | 0.50% |
| VNOM | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 8.92 | 8.92 | 0.00% | market | 450.00% | — | — | 27.03% | 8.91% | 18.12% |
| WWD | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 63.09 | 63.09 | 0.00% | market | 47.71% | — | — | 21.09% | 8.91% | 12.18% |
| ACLS | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 25.31 | 25.31 | 0.00% | market | 32.00% | — | — | 5.51% | 8.10% | -2.59% |
| EQR | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 62.67 | 62.67 | 0.00% | market | 151.52% | — | — | -1.71% | 8.10% | -9.81% |
| EXEL | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 25.86 | 25.86 | 0.00% | market | 15.38% | — | — | -12.78% | 8.10% | -20.88% |
| IOSP | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 72.00 | 72.00 | 0.00% | market | 15.45% | — | — | 13.01% | 8.10% | 4.92% |
| IPGP | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 145.85 | 145.85 | 0.00% | market | 150.00% | — | — | 10.49% | 8.10% | 2.39% |
| KGC | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 6.90 | 6.90 | 0.00% | market | 25.00% | — | — | -8.51% | 8.10% | -16.60% |
| LITE | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 82.50 | 82.50 | 0.00% | market | 18.87% | — | — | -7.37% | 8.10% | -15.47% |
| MED | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 82.86 | 82.86 | 0.00% | market | 45.11% | — | — | 30.06% | 8.10% | 21.96% |
| PLMR | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 61.00 | 61.00 | 0.00% | market | 21.95% | — | — | 35.65% | 8.10% | 27.56% |
| SLF | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 32.48 | 32.48 | 0.00% | market | 24.05% | — | — | 16.34% | 8.10% | 8.24% |
| SUPN | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 24.29 | 24.29 | 0.00% | market | 42.86% | — | — | -1.83% | 8.10% | -9.93% |
| TDG | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 329.17 | 329.17 | 0.00% | market | 16.97% | — | — | 46.25% | 8.10% | 38.15% |
| ADEA | 2020-05-06 | 2020-05-07 | 2020-06-05 | 1 | 4.19 | 4.19 | 0.00% | market | 20.29% | — | — | -13.47% | 10.98% | -24.44% |
| ALB | 2020-05-06 | 2020-05-07 | 2020-06-05 | 1 | 59.90 | 59.90 | 0.00% | market | 20.48% | — | — | 40.65% | 10.98% | 29.67% |
| AMP | 2020-05-06 | 2020-05-07 | 2020-06-05 | 1 | 117.88 | 117.88 | 0.00% | market | 39.43% | — | — | 31.87% | 10.98% | 20.89% |
| BIO | 2020-05-06 | 2020-05-07 | 2020-06-05 | 1 | 464.46 | 464.46 | 0.00% | market | 36.43% | — | — | -2.67% | 10.98% | -13.65% |
| BWA | 2020-05-06 | 2020-05-07 | 2020-06-05 | 1 | 25.37 | 25.37 | 0.00% | market | 54.00% | — | — | 29.19% | 10.98% | 18.21% |
| CTVA | 2020-05-06 | 2020-05-07 | 2020-06-05 | 1 | 25.97 | 25.97 | 0.00% | market | 51.28% | — | — | 17.92% | 10.98% | 6.94% |
| DAR | 2020-05-06 | 2020-05-07 | 2020-06-05 | 1 | 21.91 | 21.91 | 0.00% | market | 27.50% | — | — | 17.56% | 10.98% | 6.58% |
| ESE | 2020-05-06 | 2020-05-07 | 2020-06-05 | 1 | 75.16 | 75.16 | 0.00% | market | 19.30% | — | — | 19.84% | 10.98% | 8.87% |
| FORM | 2020-05-06 | 2020-05-07 | 2020-06-05 | 1 | 24.78 | 24.78 | 0.00% | market | 57.14% | — | — | 10.11% | 10.98% | -0.87% |
| FOX | 2020-05-06 | 2020-05-07 | 2020-06-05 | 1 | 26.25 | 26.25 | 0.00% | market | 32.10% | — | — | 15.14% | 10.98% | 4.16% |
| FOXA | 2020-05-06 | 2020-05-07 | 2020-06-05 | 1 | 26.46 | 26.46 | 0.00% | market | 29.17% | — | — | 16.49% | 10.98% | 5.51% |
| FTDR | 2020-05-06 | 2020-05-07 | 2020-06-05 | 1 | 42.29 | 42.29 | 0.00% | market | 23.53% | — | — | 5.43% | 10.98% | -5.55% |
| 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% |
| 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% |
| SNDA | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 8.40 | 8.40 | 0.00% | market | 58.33% | — | — | 42.76% | 5.45% | 37.31% |
| 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% |
| 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% |
| NVGS | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 5.27 | 5.27 | 0.00% | market | 20100.00% | — | — | 18.50% | -0.80% | 19.29% |
| 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% |
| 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% |
| 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% |
| AYI | 2020-06-30 | 2020-07-01 | 2020-07-30 | 1 | 96.68 | 96.68 | 0.00% | market | 59.02% | — | — | 4.41% | 4.65% | -0.24% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| LOGI | 2020-07-20 | 2020-07-21 | 2020-08-18 | 1 | 71.43 | 71.43 | 0.00% | market | 77.78% | — | — | 4.30% | 3.73% | 0.56% |
| 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% |
| CSL | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 124.15 | 124.15 | 0.00% | market | 23.64% | — | — | 1.70% | 3.88% | -2.19% |
| 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% |
| MLI | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 7.05 | 7.05 | 0.00% | market | 72.41% | — | — | 8.13% | 3.88% | 4.24% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| KEY | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 12.00 | 12.00 | 0.00% | market | 112.50% | — | — | -0.18% | 3.62% | -3.80% |
| 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% |
| MTH | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 47.50 | 47.50 | 0.00% | market | 56.58% | — | — | 7.29% | 3.62% | 3.67% |
| 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% |
| 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% |
| 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% |
| 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% |
| CVE | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 4.96 | 4.96 | 0.00% | market | 43.18% | — | — | -5.75% | 5.77% | -11.52% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| SAM | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 711.20 | 711.20 | 0.00% | market | 100.82% | — | — | 24.09% | 5.77% | 18.32% |
| SBCF | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 20.37 | 20.37 | 0.00% | market | 38.24% | — | — | -4.86% | 5.77% | -10.64% |
| SRCE | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 35.21 | 35.21 | 0.00% | market | 26.32% | — | — | -3.76% | 5.77% | -9.54% |
| TOWN | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 18.85 | 18.85 | 0.00% | market | 71.43% | — | — | -4.98% | 5.77% | -10.75% |
| WBS | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 27.55 | 27.55 | 0.00% | market | 21.28% | — | — | -0.61% | 5.77% | -6.38% |
| WST | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 260.00 | 260.00 | 0.00% | market | 37.36% | — | — | 4.32% | 5.77% | -1.46% |
| GRC | 2020-07-24 | 2020-07-27 | 2020-08-24 | 3 | 32.02 | 32.02 | 0.00% | market | 47.37% | — | — | 2.27% | 6.62% | -4.35% |
| 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% |
| ARE | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 172.24 | 172.24 | 0.00% | market | 243.40% | — | — | -0.97% | 6.73% | -7.70% |
| BRO | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 46.21 | 46.21 | 0.00% | market | 21.43% | — | — | -0.53% | 6.73% | -7.26% |
| CATY | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 26.07 | 26.07 | 0.00% | market | 19.30% | — | — | -1.37% | 6.73% | -8.09% |
| CBU | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 57.49 | 57.49 | 0.00% | market | 26.67% | — | — | 5.67% | 6.73% | -1.05% |
| GABC | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 29.47 | 29.47 | 0.00% | market | 50.00% | — | — | -0.47% | 6.73% | -7.20% |
| MEDP | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 131.99 | 131.99 | 0.00% | market | 65.85% | — | — | -5.82% | 6.73% | -12.55% |
| NBTB | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 30.68 | 30.68 | 0.00% | market | 21.74% | — | — | 1.79% | 6.73% | -4.94% |
| QCRH | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 29.95 | 29.95 | 0.00% | market | 36.51% | — | — | 4.34% | 6.73% | -2.39% |