EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 20d) (lookback 50y) (max 100 pos)
Run 9a90c8f9 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
11890
Win rate
53.62%
Avg return
1.42%
Median return
0.77%
Avg abnormal
0.84%
Median abnormal
0.05%
Best trade
744.34%
Worst trade
-81.56%
Sharpe (per-trade)
0.10
Daily portfolio drawdown
-23.58%
Portfolio (equal_weight)
Total return
168.29%
Max drawdown
-23.58%
Avg trade return
1.42%
Win rate
53.62%
Signals
20238
Configured concurrent
100
Observed concurrent
100
Trades taken
11890
Skipped (no capacity)
8348
Excess vs benchmark
-314.53%
Avg entry slippage
0.00%
Return if filled at market
168.29%
VWAP fills
0
VWAP fallbacks
0
8348 of 20238 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 | 142 | 4.15% | 2.50% | 67.61% |
| 2007 | 595 | -1.18% | -0.22% | 43.70% |
| 2008 | 582 | 0.70% | 2.61% | 52.58% |
| 2009 | 671 | 3.59% | 2.14% | 58.12% |
| 2010 | 686 | 0.50% | 0.30% | 51.31% |
| 2011 | 593 | -3.41% | -0.93% | 39.12% |
| 2012 | 586 | 0.39% | -0.23% | 51.37% |
| 2013 | 610 | 3.33% | 1.35% | 66.23% |
| 2014 | 587 | 1.63% | -0.46% | 60.14% |
| 2015 | 590 | 0.56% | 1.14% | 53.73% |
| 2016 | 615 | 4.21% | 2.46% | 62.60% |
| 2017 | 587 | 1.12% | -0.07% | 52.13% |
| 2018 | 562 | 0.69% | 0.70% | 52.31% |
| 2019 | 491 | -0.04% | -0.53% | 50.10% |
| 2020 | 605 | 4.22% | 3.05% | 55.37% |
| 2021 | 636 | 1.21% | -0.08% | 52.36% |
| 2022 | 605 | 1.41% | 2.42% | 51.90% |
| 2023 | 599 | 1.49% | -0.16% | 51.25% |
| 2024 | 619 | 3.33% | 0.69% | 56.22% |
| 2025 | 586 | 2.00% | 1.44% | 55.80% |
| 2026 | 343 | 0.98% | 0.07% | 49.56% |
Trades (page 7: 500 of 11,890)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Curr. earn. vs next-Q est. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BBBY | 2011-06-22 | 2011-06-23 | 2011-07-22 | 1 | 14.12 | 14.12 | 0.00% | market | 14.29% | 41.67% | 8.97% | 5.84% | 3.13% |
| KMX | 2011-06-22 | 2011-06-23 | 2011-07-22 | 1 | 32.39 | 32.39 | 0.00% | market | 17.02% | 170.52% | 0.24% | 5.84% | -5.60% |
| MLKN | 2011-06-22 | 2011-06-23 | 2011-07-22 | 1 | 25.64 | 25.64 | 0.00% | market | 15.38% | 99.04% | 2.55% | 5.84% | -3.28% |
| LEN | 2011-06-23 | 2011-06-24 | 2011-07-25 | 1 | 18.53 | 18.53 | 0.00% | market | 90.01% | 976.60% | -1.34% | 4.33% | -5.68% |
| MEI | 2011-06-30 | 2011-07-01 | 2011-08-01 | 1 | 11.61 | 11.61 | 0.00% | market | 118.18% | 108.33% | -10.18% | -2.51% | -7.67% |
| WOR | 2011-06-30 | 2011-07-01 | 2011-08-01 | 1 | 14.09 | 14.09 | 0.00% | market | 16.36% | 75.00% | -9.47% | -2.51% | -6.96% |
| PSMT | 2011-07-07 | 2011-07-08 | 2011-08-05 | 1 | 59.85 | 59.85 | 0.00% | market | 19.57% | 23.90% | -3.24% | -10.27% | 7.03% |
| COF | 2011-07-13 | 2011-07-14 | 2011-08-11 | 1 | 50.52 | 50.52 | 0.00% | market | 15.20% | 37.92% | -12.73% | -11.23% | -1.50% |
| OZK | 2011-07-13 | 2011-07-14 | 2011-08-11 | 1 | 13.24 | 13.24 | 0.00% | market | 265.00% | 14.86% | -13.24% | -11.23% | -2.01% |
| UFPI | 2011-07-13 | 2011-07-14 | 2011-08-11 | 1 | 8.09 | 8.09 | 0.00% | market | 120.00% | 350.00% | 9.29% | -11.23% | 20.52% |
| JPM | 2011-07-14 | 2011-07-15 | 2011-08-12 | 1 | 40.61 | 40.61 | 0.00% | market | 13.22% | 71.59% | -11.67% | -10.28% | -1.39% |
| WAFD | 2011-07-14 | 2011-07-15 | 2011-08-12 | 1 | 17.04 | 17.04 | 0.00% | market | 12.50% | 111.11% | -12.66% | -10.28% | -2.37% |
| C | 2011-07-15 | 2011-07-18 | 2011-08-15 | 3 | 38.20 | 38.20 | 0.00% | market | 13.54% | 64.90% | -18.24% | -7.98% | -10.26% |
| FHN | 2011-07-15 | 2011-07-18 | 2011-08-15 | 3 | 9.53 | 9.53 | 0.00% | market | 45.45% | 114.74% | -24.86% | -7.98% | -16.88% |
| EDU | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 30.43 | 30.43 | 0.00% | market | 66.67% | 1169.73% | -1.32% | -8.95% | 7.63% |
| ELS | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 16.38 | 16.38 | 0.00% | market | 233.33% | 80.00% | -1.26% | -8.95% | 7.69% |
| ICUI | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 45.35 | 45.35 | 0.00% | market | 19.64% | 223.38% | -13.02% | -8.95% | -4.08% |
| PKG | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 27.68 | 27.68 | 0.00% | market | 14.71% | 401.39% | -13.90% | -8.95% | -4.95% |
| STLD | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 15.99 | 15.99 | 0.00% | market | 10.26% | 83.73% | -21.74% | -8.95% | -12.79% |
| ZION | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 22.56 | 22.56 | 0.00% | market | 1064.48% | 557.94% | -25.28% | -8.95% | -16.33% |
| AAPL | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 14.15 | 14.15 | 0.00% | market | 33.33% | 267.86% | -4.06% | -10.07% | 6.01% |
| CTAS | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 8.44 | 8.44 | 0.00% | market | 13.95% | 9.81% | -10.53% | -10.07% | -0.46% |
| KEY | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 8.18 | 8.18 | 0.00% | market | 25.00% | 65.77% | -18.32% | -10.07% | -8.25% |
| MANH | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 9.75 | 9.75 | 0.00% | market | 45.45% | 112.50% | -11.85% | -10.07% | -1.78% |
| PII | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 59.15 | 59.15 | 0.00% | market | 16.95% | 32.00% | -14.10% | -10.07% | -4.03% |
| PNFP | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 15.23 | 15.23 | 0.00% | market | 40.00% | 761.69% | -15.73% | -10.07% | -5.66% |
| UNH | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 51.76 | 51.76 | 0.00% | market | 23.40% | 210.05% | -12.14% | -10.07% | -2.07% |
| BANR | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 18.45 | 18.45 | 0.00% | market | 79.63% | 618.18% | -22.86% | -14.16% | -8.70% |
| BMI | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 19.24 | 19.24 | 0.00% | market | 13.04% | 45.38% | -16.21% | -14.16% | -2.05% |
| BPOP | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 25.70 | 25.70 | 0.00% | market | 45.83% | 107.53% | -19.36% | -14.16% | -5.20% |
| CVBF | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 9.56 | 9.56 | 0.00% | market | 42.86% | 40.00% | -17.88% | -14.16% | -3.72% |
| MCRI | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 10.85 | 10.85 | 0.00% | market | 69.23% | 69.03% | -10.61% | -14.16% | 3.55% |
| MKSI | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 23.54 | 23.54 | 0.00% | market | 15.87% | 48.42% | -6.39% | -14.16% | 7.77% |
| MTB | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 87.76 | 87.76 | 0.00% | market | 56.13% | 36.33% | -18.56% | -14.16% | -4.40% |
| PIPR | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 7.71 | 7.71 | 0.00% | market | 12.24% | 260.00% | -28.89% | -14.16% | -14.73% |
| PNC | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 56.05 | 56.05 | 0.00% | market | 14.38% | 56.22% | -19.81% | -14.16% | -5.65% |
| RHI | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 28.95 | 28.95 | 0.00% | market | 13.64% | 280.57% | -25.97% | -14.16% | -11.81% |
| RJF | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 21.89 | 21.89 | 0.00% | market | 13.64% | 414.36% | -24.08% | -14.16% | -9.92% |
| STX | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 14.60 | 14.60 | 0.00% | market | 12.00% | 251.81% | -27.57% | -14.16% | -13.41% |
| TCBI | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 27.71 | 27.71 | 0.00% | market | 19.44% | 206.98% | -16.63% | -14.16% | -2.47% |
| TXT | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 24.46 | 24.46 | 0.00% | market | 20.83% | 134.52% | -36.85% | -14.16% | -22.69% |
| USB | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 26.36 | 26.36 | 0.00% | market | 13.21% | 66.88% | -20.17% | -14.16% | -6.01% |
| WERN | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 25.50 | 25.50 | 0.00% | market | 11.76% | 23.37% | -18.61% | -14.16% | -4.45% |
| ABCB | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 10.30 | 10.30 | 0.00% | market | 233.33% | 1116.67% | -12.43% | -16.27% | 3.84% |
| ALV | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 49.88 | 49.88 | 0.00% | market | 20.31% | 25.97% | -29.45% | -16.27% | -13.19% |
| ASB | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 13.68 | 13.68 | 0.00% | market | 15.38% | 237.35% | -27.15% | -16.27% | -10.88% |
| AUB | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 12.75 | 12.75 | 0.00% | market | 26.32% | 204.17% | -18.77% | -16.27% | -2.50% |
| BLDR | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 2.44 | 2.44 | 0.00% | market | 27.27% | 380.03% | -29.20% | -16.27% | -12.93% |
| BLX | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 18.45 | 18.45 | 0.00% | market | 75.00% | 17.14% | -12.13% | -16.27% | 4.13% |
| CE | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 58.07 | 58.07 | 0.00% | market | 14.48% | 44.18% | -33.85% | -16.27% | -17.59% |
| FITB | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 12.86 | 12.86 | 0.00% | market | 29.63% | 63.29% | -27.94% | -16.27% | -11.67% |
| HWC | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 31.14 | 31.14 | 0.00% | market | 17.07% | 83.33% | -14.78% | -16.27% | 1.49% |
| LECO | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 38.39 | 38.39 | 0.00% | market | 23.64% | 47.54% | -22.92% | -16.27% | -6.65% |
| MAN | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 54.89 | 54.89 | 0.00% | market | 10.13% | 56.19% | -34.46% | -16.27% | -18.19% |
| MS | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 23.90 | 23.90 | 0.00% | market | 40.63% | 406.14% | -33.15% | -16.27% | -16.89% |
| MSFT | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 26.86 | 26.86 | 0.00% | market | 18.97% | 80.46% | -10.56% | -16.27% | 5.70% |
| MYE | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 12.21 | 12.21 | 0.00% | market | 55.56% | 37.50% | -20.90% | -16.27% | -4.64% |
| NUE | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 40.67 | 40.67 | 0.00% | market | 16.05% | 226.98% | -22.62% | -16.27% | -6.36% |
| PAG | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 23.31 | 23.31 | 0.00% | market | 13.16% | 183.91% | -30.95% | -16.27% | -14.68% |
| RMBS | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 15.15 | 15.15 | 0.00% | market | 28.57% | 320.00% | -30.27% | -16.27% | -14.00% |
| SBSI | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 16.44 | 16.44 | 0.00% | market | 42.11% | 25.93% | -7.83% | -16.27% | 8.44% |
| WAL | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 7.22 | 7.22 | 0.00% | market | 43.88% | 1840.00% | -24.62% | -16.27% | -8.35% |
| IDXX | 2011-07-22 | 2011-07-25 | 2011-08-22 | 3 | 42.95 | 42.95 | 0.00% | market | 16.67% | 225.85% | -15.04% | -15.43% | 0.40% |
| ACGL | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 11.11 | 11.11 | 0.00% | market | 150.00% | 1234.05% | -2.44% | -12.94% | 10.50% |
| ANIP | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 124.56 | 124.56 | 0.00% | market | 11.11% | 121.18% | -30.45% | -12.94% | -17.51% |
| FNF | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 9.19 | 9.19 | 0.00% | market | 16.13% | 16.67% | 2.08% | -12.94% | 15.01% |
| HXL | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 25.18 | 25.18 | 0.00% | market | 14.29% | 143.32% | -19.24% | -12.94% | -6.31% |
| NFLX | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 3.65 | 3.65 | 0.00% | market | 12.50% | 68.84% | -14.07% | -12.94% | -1.14% |
| SANM | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 10.69 | 10.69 | 0.00% | market | 20.00% | 40.48% | -29.01% | -12.94% | -16.07% |
| STBA | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 18.58 | 18.58 | 0.00% | market | 71.43% | 35.42% | -11.51% | -12.94% | 1.43% |
| ABG | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 21.15 | 21.15 | 0.00% | market | 18.60% | 277.46% | -16.32% | -10.94% | -5.37% |
| AMZN | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 11.22 | 11.22 | 0.00% | market | 17.30% | 1076.00% | -13.74% | -10.94% | -2.79% |
| CB | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 67.50 | 67.50 | 0.00% | market | 21.08% | 27.19% | -7.37% | -10.94% | 3.57% |
| CBU | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 24.51 | 24.51 | 0.00% | market | 14.29% | 21.43% | -2.63% | -10.94% | 8.31% |
| CMI | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 109.38 | 109.38 | 0.00% | market | 19.90% | 47.91% | -20.94% | -10.94% | -10.00% |
| CNC | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 9.25 | 9.25 | 0.00% | market | 14.29% | 745.24% | -18.19% | -10.94% | -7.24% |
| CVLG | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 3.03 | 3.03 | 0.00% | market | 22.22% | 100.00% | -33.76% | -10.94% | -22.82% |
| DPZ | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 27.45 | 27.45 | 0.00% | market | 11.11% | 395.00% | -1.74% | -10.94% | 9.20% |
| FORM | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 9.62 | 9.62 | 0.00% | market | 33.33% | 175.00% | -16.32% | -10.94% | -5.37% |
| GABC | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 11.43 | 11.43 | 0.00% | market | 23.81% | 73.08% | -1.76% | -10.94% | 9.18% |
| GPI | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 49.15 | 49.15 | 0.00% | market | 30.86% | 73.97% | -20.89% | -10.94% | -9.95% |
| KIM | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 19.94 | 19.94 | 0.00% | market | 58.67% | 61.88% | -16.35% | -10.94% | -5.41% |
| LMT | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 80.28 | 80.28 | 0.00% | market | 10.88% | 102.66% | -8.84% | -10.94% | 2.10% |
| LVS | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 48.31 | 48.31 | 0.00% | market | 22.73% | 60.29% | -9.85% | -10.94% | 1.09% |
| RUSHA | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 9.68 | 9.68 | 0.00% | market | 10.53% | 74.15% | -20.86% | -10.94% | -9.92% |
| TAL | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 2.13 | 2.13 | 0.00% | market | 92.86% | 441.05% | -8.55% | -10.94% | 2.39% |
| TCBK | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 15.07 | 15.07 | 0.00% | market | 30.77% | 276.47% | -10.85% | -10.94% | 0.09% |
| WAB | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 34.93 | 34.93 | 0.00% | market | 11.90% | 79.31% | -19.02% | -10.94% | -8.08% |
| WSBC | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 19.70 | 19.70 | 0.00% | market | 18.42% | 37.78% | -6.45% | -10.94% | 4.50% |
| BA | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 71.00 | 71.00 | 0.00% | market | 28.87% | 155.21% | -14.04% | -10.96% | -3.08% |
| CBZ | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 7.26 | 7.26 | 0.00% | market | 16.67% | 396.43% | -6.85% | -10.96% | 4.12% |
| CINF | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 27.76 | 27.76 | 0.00% | market | 10.94% | 252.62% | -4.67% | -10.96% | 6.29% |
| CNO | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 7.42 | 7.42 | 0.00% | market | 11.11% | 101.16% | -20.72% | -10.96% | -9.76% |
| CPF | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 13.74 | 13.74 | 0.00% | market | 53.85% | 120.00% | -13.56% | -10.96% | -2.60% |
| CSGP | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 5.74 | 5.74 | 0.00% | market | 260.74% | 1973.89% | -17.52% | -10.96% | -6.56% |
| EQIX | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 104.75 | 104.75 | 0.00% | market | 33.33% | 139.51% | -18.90% | -10.96% | -7.93% |
| HURN | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 31.16 | 31.16 | 0.00% | market | 15.79% | 56.82% | -3.82% | -10.96% | 7.14% |
| KAI | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 29.77 | 29.77 | 0.00% | market | 11.32% | 44.07% | -27.64% | -10.96% | -16.68% |
| KALU | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 53.75 | 53.75 | 0.00% | market | 18.87% | 183.60% | -10.85% | -10.96% | 0.11% |
| LAD | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 21.58 | 21.58 | 0.00% | market | 54.29% | 300.34% | -21.88% | -10.96% | -10.91% |
| MCO | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 35.45 | 35.45 | 0.00% | market | 38.60% | 144.29% | -17.56% | -10.96% | -6.60% |
| MKTX | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 24.94 | 24.94 | 0.00% | market | 15.38% | 357.78% | 14.21% | -10.96% | 25.18% |
| NEE | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 14.09 | 14.09 | 0.00% | market | 11.11% | 103.22% | -2.16% | -10.96% | 8.81% |
| R | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 59.63 | 59.63 | 0.00% | market | 19.48% | 8.26% | -29.08% | -10.96% | -18.11% |
| BANC | 2011-07-29 | 2011-08-01 | 2011-08-29 | 3 | 14.78 | 14.78 | 0.00% | market | 33.33% | 55.15% | -20.67% | -7.25% | -13.42% |
| COLB | 2011-07-29 | 2011-08-01 | 2011-08-29 | 3 | 17.75 | 17.75 | 0.00% | market | 15.79% | 174.24% | -8.16% | -7.25% | -0.91% |
| ACLS | 2011-08-04 | 2011-08-05 | 2011-09-02 | 1 | 6.32 | 6.32 | 0.00% | market | 166.67% | 118.75% | -17.19% | -3.21% | -13.98% |
| DXC | 2011-08-10 | 2011-08-11 | 2011-09-09 | 1 | 14.04 | 14.04 | 0.00% | market | 71.01% | 33.05% | -2.33% | 2.35% | -4.68% |
| BAK | 2011-08-11 | 2011-08-12 | 2011-09-12 | 1 | 20.38 | 20.38 | 0.00% | market | 150.28% | 235.78% | -3.78% | -1.46% | -2.32% |
| MFC | 2011-08-11 | 2011-08-12 | 2011-09-12 | 1 | 13.63 | 13.63 | 0.00% | market | 36.84% | 205.65% | -10.96% | -1.46% | -9.50% |
| NOVT | 2011-08-11 | 2011-08-12 | 2011-09-12 | 1 | 9.75 | 9.75 | 0.00% | market | 42.86% | 10.00% | -14.77% | -1.46% | -13.31% |
| TNK | 2011-08-11 | 2011-08-12 | 2011-09-12 | 1 | 55.12 | 55.12 | 0.00% | market | 12.00% | 419.71% | -16.79% | -1.46% | -15.33% |
| CACI | 2011-08-17 | 2011-08-18 | 2011-09-16 | 1 | 49.56 | 49.56 | 0.00% | market | 23.08% | 83.01% | 5.11% | 4.31% | 0.80% |
| NTES | 2011-08-17 | 2011-08-18 | 2011-09-16 | 1 | 9.25 | 9.25 | 0.00% | market | 12.50% | 1773.91% | -3.13% | 4.31% | -7.44% |
| CRM | 2011-08-18 | 2011-08-19 | 2011-09-19 | 1 | 29.43 | 29.43 | 0.00% | market | 14.29% | 663.70% | 15.50% | 6.51% | 8.99% |
| GME | 2011-08-18 | 2011-08-19 | 2011-09-19 | 1 | 5.27 | 5.27 | 0.00% | market | 20.00% | 33.33% | 14.89% | 6.51% | 8.38% |
| MZTI | 2011-08-18 | 2011-08-19 | 2011-09-19 | 1 | 54.42 | 54.42 | 0.00% | market | 28.92% | 54.07% | 9.95% | 6.51% | 3.44% |
| DY | 2011-08-23 | 2011-08-24 | 2011-09-22 | 1 | 15.95 | 15.95 | 0.00% | market | 58.33% | 9.96% | 0.84% | -2.87% | 3.71% |
| HEI | 2011-08-24 | 2011-08-25 | 2011-09-23 | 1 | 17.35 | 17.35 | 0.00% | market | 23.08% | 191.87% | -10.99% | -4.37% | -6.62% |
| TOL | 2011-08-24 | 2011-08-25 | 2011-09-23 | 1 | 15.62 | 15.62 | 0.00% | market | 849.85% | 144.35% | -8.04% | -4.37% | -3.67% |
| CWST | 2011-08-29 | 2011-08-30 | 2011-09-28 | 1 | 5.65 | 5.65 | 0.00% | market | 25.00% | 137.11% | -6.12% | -4.71% | -1.41% |
| DBI | 2011-08-30 | 2011-08-31 | 2011-09-29 | 1 | 23.77 | 23.77 | 0.00% | market | 19.35% | 12.29% | -1.49% | -5.23% | 3.75% |
| PVH | 2011-08-30 | 2011-08-31 | 2011-09-29 | 1 | 66.66 | 66.66 | 0.00% | market | 12.63% | 128.58% | -6.78% | -5.23% | -1.54% |
| GCO | 2011-08-31 | 2011-09-01 | 2011-09-30 | 1 | 52.86 | 52.86 | 0.00% | market | 120.00% | 822.73% | -2.62% | -7.47% | 4.86% |
| CIEN | 2011-09-01 | 2011-09-02 | 2011-10-03 | 1 | 14.46 | 14.46 | 0.00% | market | 200.00% | 271.87% | -29.01% | -7.17% | -21.84% |
| MOV | 2011-09-01 | 2011-09-02 | 2011-10-03 | 1 | 14.81 | 14.81 | 0.00% | market | 166.67% | 81.25% | -20.83% | -7.17% | -13.66% |
| CPB | 2011-09-02 | 2011-09-06 | 2011-10-04 | 4 | 30.75 | 30.75 | 0.00% | market | 13.16% | 9.48% | 7.02% | -1.79% | 8.81% |
| SXI | 2011-09-07 | 2011-09-08 | 2011-10-06 | 1 | 30.36 | 30.36 | 0.00% | market | 14.67% | 91.86% | 14.52% | -2.58% | 17.10% |
| ULTA | 2011-09-08 | 2011-09-09 | 2011-10-07 | 1 | 62.13 | 62.13 | 0.00% | market | 18.75% | 705.85% | 5.45% | -1.67% | 7.13% |
| LULU | 2011-09-09 | 2011-09-12 | 2011-10-10 | 3 | 53.24 | 53.24 | 0.00% | market | 18.18% | 170.58% | 0.44% | 4.46% | -4.02% |
| BBBY | 2011-09-21 | 2011-09-22 | 2011-10-20 | 1 | 9.13 | 9.13 | 0.00% | market | 10.71% | 9.68% | 11.29% | 7.43% | 3.86% |
| MLKN | 2011-09-21 | 2011-09-22 | 2011-10-20 | 1 | 17.67 | 17.67 | 0.00% | market | 31.25% | 42.17% | 13.99% | 7.43% | 6.57% |
| NKE | 2011-09-22 | 2011-09-23 | 2011-10-21 | 1 | 21.94 | 21.94 | 0.00% | market | 13.33% | 73.53% | 7.42% | 10.58% | -3.16% |
| KBH | 2011-09-23 | 2011-09-26 | 2011-10-24 | 3 | 5.96 | 5.96 | 0.00% | market | 31.58% | 293.40% | 30.44% | 9.49% | 20.94% |
| JBL | 2011-09-27 | 2011-09-28 | 2011-10-26 | 1 | 18.88 | 18.88 | 0.00% | market | 10.71% | 38.71% | 6.68% | 5.54% | 1.14% |
| PRGS | 2011-09-27 | 2011-09-28 | 2011-10-26 | 1 | 17.70 | 17.70 | 0.00% | market | 10.71% | 51.61% | 18.94% | 5.54% | 13.40% |
| SNX | 2011-09-27 | 2011-09-28 | 2011-10-26 | 1 | 14.04 | 14.04 | 0.00% | market | 11.24% | 38.49% | 1.25% | 5.54% | -4.28% |
| STZ | 2011-10-06 | 2011-10-07 | 2011-11-04 | 1 | 20.59 | 20.59 | 0.00% | market | 16.67% | 166.21% | -3.26% | 7.09% | -10.35% |
| OZK | 2011-10-12 | 2011-10-13 | 2011-11-10 | 1 | 11.69 | 11.69 | 0.00% | market | 33.33% | 199.46% | 10.76% | 3.57% | 7.20% |
| BANF | 2011-10-13 | 2011-10-14 | 2011-11-11 | 1 | 17.83 | 17.83 | 0.00% | market | 13.89% | 68.29% | 4.39% | 3.90% | 0.49% |
| JPM | 2011-10-13 | 2011-10-14 | 2011-11-11 | 1 | 31.87 | 31.87 | 0.00% | market | 20.88% | 113.71% | 4.32% | 3.90% | 0.43% |
| WGO | 2011-10-13 | 2011-10-14 | 2011-11-11 | 1 | 7.56 | 7.56 | 0.00% | market | 215.79% | 383.33% | -4.99% | 3.90% | -8.89% |
| WBS | 2011-10-14 | 2011-10-17 | 2011-11-14 | 3 | 17.59 | 17.59 | 0.00% | market | 12.50% | 124.69% | 7.46% | 2.84% | 4.62% |
| C | 2011-10-17 | 2011-10-18 | 2011-11-15 | 1 | 28.39 | 28.39 | 0.00% | market | 51.85% | 46.13% | -1.40% | 4.94% | -6.35% |
| ELS | 2011-10-17 | 2011-10-18 | 2011-11-15 | 1 | 15.62 | 15.62 | 0.00% | market | 460.00% | 100.00% | 0.99% | 4.94% | -3.96% |
| ICUI | 2011-10-17 | 2011-10-18 | 2011-11-15 | 1 | 38.50 | 38.50 | 0.00% | market | 12.07% | 233.33% | 11.09% | 4.94% | 6.15% |
| WAL | 2011-10-17 | 2011-10-18 | 2011-11-15 | 1 | 5.53 | 5.53 | 0.00% | market | 28.57% | 977.78% | 14.00% | 4.94% | 9.06% |
| WDFC | 2011-10-17 | 2011-10-18 | 2011-11-15 | 1 | 42.69 | 42.69 | 0.00% | market | 12.96% | 55.74% | -2.02% | 4.94% | -6.97% |
| BAC | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 6.68 | 6.68 | 0.00% | market | 63.16% | 111.40% | -11.78% | 1.39% | -13.17% |
| MANH | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 9.75 | 9.75 | 0.00% | market | 41.67% | 100.00% | 14.52% | 1.39% | 13.13% |
| PH | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 77.28 | 77.28 | 0.00% | market | 13.02% | 16.23% | 7.53% | 1.39% | 6.15% |
| PNFP | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 13.87 | 13.87 | 0.00% | market | 23.53% | 474.46% | 5.74% | 1.39% | 4.35% |
| RBCAA | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 19.99 | 19.99 | 0.00% | market | 52.00% | 189.47% | 2.45% | 1.39% | 1.06% |
| URI | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 22.94 | 22.94 | 0.00% | market | 21.05% | 228.99% | 15.24% | 1.39% | 13.86% |
| BANR | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 15.05 | 15.05 | 0.00% | market | 260.00% | 137.50% | 9.73% | 0.56% | 9.17% |
| BNY | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 19.57 | 19.57 | 0.00% | market | 13.46% | 141.22% | -3.32% | 0.56% | -3.88% |
| CVBF | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 9.20 | 9.20 | 0.00% | market | 16.67% | 33.33% | 5.44% | 0.56% | 4.88% |
| EXPO | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 10.87 | 10.87 | 0.00% | market | 15.38% | 137.33% | 8.09% | 0.56% | 7.53% |
| IEX | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 37.02 | 37.02 | 0.00% | market | 14.52% | 92.71% | -8.01% | 0.56% | -8.57% |
| MCRI | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 9.12 | 9.12 | 0.00% | market | 29.41% | 69.03% | 1.00% | 0.56% | 0.44% |
| MKSI | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 22.49 | 22.49 | 0.00% | market | 20.83% | 86.81% | 16.04% | 0.56% | 15.48% |
| TCBI | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 26.25 | 26.25 | 0.00% | market | 12.00% | 135.71% | 4.89% | 0.56% | 4.33% |
| TXT | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 18.42 | 18.42 | 0.00% | market | 45.16% | 51.14% | -2.33% | 0.56% | -2.89% |
| BFH | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 75.81 | 75.81 | 0.00% | market | 13.68% | 49.79% | 0.73% | -0.90% | 1.63% |
| BSX | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 5.46 | 5.46 | 0.00% | market | 25.00% | 255.93% | -0.83% | -0.90% | 0.07% |
| CHCO | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 32.33 | 32.33 | 0.00% | market | 15.15% | 30.26% | -0.78% | -0.90% | 0.12% |
| FITB | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 11.84 | 11.84 | 0.00% | market | 21.21% | 42.88% | 0.32% | -0.90% | 1.22% |
| MYE | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 12.04 | 12.04 | 0.00% | market | 16.67% | 37.50% | 2.23% | -0.90% | 3.13% |
| NYT | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 7.27 | 7.27 | 0.00% | market | 42.86% | 160.00% | -1.20% | -0.90% | -0.30% |
| SBCF | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 8.25 | 8.25 | 0.00% | market | 417.33% | 300.00% | -11.62% | -0.90% | -10.71% |
| SFNC | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 12.71 | 12.71 | 0.00% | market | 10.53% | 133.33% | -1.83% | -0.90% | -0.93% |
| SYNA | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 30.00 | 30.00 | 0.00% | market | 21.28% | 27.37% | 10.87% | -0.90% | 11.77% |
| AUB | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 12.38 | 12.38 | 0.00% | market | 43.48% | 121.21% | 0.14% | -4.56% | 4.71% |
| BOH | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 41.25 | 41.25 | 0.00% | market | 10.84% | 28.26% | -1.14% | -4.56% | 3.42% |
| CAT | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 91.36 | 91.36 | 0.00% | market | 11.04% | 65.31% | -1.60% | -4.56% | 2.96% |
| EC | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 43.15 | 43.15 | 0.00% | market | 35.29% | 76466.26% | -5.11% | -4.56% | -0.54% |
| ETD | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 20.79 | 20.79 | 0.00% | market | 38.89% | 12.00% | -12.08% | -4.56% | -7.51% |
| FIBK | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 12.82 | 12.82 | 0.00% | market | 13.04% | 173.08% | -13.44% | -4.56% | -8.87% |
| FTNT | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 4.04 | 4.04 | 0.00% | market | 39.73% | 157.48% | 16.73% | -4.56% | 21.30% |
| HOPE | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 7.29 | 7.29 | 0.00% | market | 43.75% | 56.52% | 14.58% | -4.56% | 19.14% |
| HXL | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 26.01 | 26.01 | 0.00% | market | 25.93% | 129.01% | -11.71% | -4.56% | -7.15% |
| NFLX | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 1.07 | 1.07 | 0.00% | market | 30.77% | 78.77% | -5.71% | -4.56% | -1.14% |
| STBA | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 19.92 | 19.92 | 0.00% | market | 33.33% | 47.73% | -13.40% | -4.56% | -8.84% |
| WTW | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 100.27 | 100.27 | 0.00% | market | 10.81% | 637.00% | -9.40% | -4.56% | -4.84% |
| ACGL | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 12.18 | 12.18 | 0.00% | market | 23.81% | 669.64% | -4.70% | -6.26% | 1.57% |
| ACLS | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 5.08 | 5.08 | 0.00% | market | 100.00% | 775.00% | -13.49% | -6.26% | -7.22% |
| AIT | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 32.79 | 32.79 | 0.00% | market | 10.91% | 63.93% | -4.58% | -6.26% | 1.68% |
| BYD | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 6.64 | 6.64 | 0.00% | market | 391.16% | 726.38% | -15.31% | -6.26% | -9.05% |
| CB | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 72.12 | 72.12 | 0.00% | market | 24.72% | 15.16% | -10.57% | -6.26% | -4.30% |
| CCI | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 43.18 | 43.18 | 0.00% | market | 33.33% | 153.04% | -8.97% | -6.26% | -2.71% |
| CE | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 42.50 | 42.50 | 0.00% | market | 16.51% | 88.45% | -5.89% | -6.26% | 0.38% |
| CRS | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 53.86 | 53.86 | 0.00% | market | 19.15% | 58.93% | -12.71% | -6.26% | -6.44% |
| CTS | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 8.81 | 8.81 | 0.00% | market | 43.75% | 13.04% | -12.02% | -6.26% | -5.75% |
| MCK | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 82.87 | 82.87 | 0.00% | market | 17.27% | 43.97% | -6.85% | -6.26% | -0.58% |
| NUS | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 48.67 | 48.67 | 0.00% | market | 11.48% | 8.82% | -7.37% | -6.26% | -1.11% |
| PCAR | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 28.17 | 28.17 | 0.00% | market | 10.87% | 115.89% | -12.42% | -6.26% | -6.15% |
| RF | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 3.80 | 3.80 | 0.00% | market | 106.03% | 360.69% | -3.26% | -6.26% | 3.01% |
| RHI | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 27.35 | 27.35 | 0.00% | market | 10.71% | 206.91% | -12.28% | -6.26% | -6.01% |
| SKT | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 28.22 | 28.22 | 0.00% | market | 143.75% | 35.08% | -7.47% | -6.26% | -1.21% |
| UBS | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 12.81 | 12.81 | 0.00% | market | 166.67% | 6.25% | -17.04% | -6.26% | -10.78% |
| WTFC | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 29.55 | 29.55 | 0.00% | market | 22.64% | 78.46% | -12.99% | -6.26% | -6.73% |
| ALGT | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 55.19 | 55.19 | 0.00% | market | 11.36% | 430.61% | -13.27% | -8.85% | -4.43% |
| BA | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 68.59 | 68.59 | 0.00% | market | 32.73% | 118.50% | -8.57% | -8.85% | 0.28% |
| BOKF | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 51.00 | 51.00 | 0.00% | market | 22.86% | 10.85% | 1.19% | -8.85% | 10.04% |
| CDNS | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 10.74 | 10.74 | 0.00% | market | 16.67% | 250.89% | -5.31% | -8.85% | 3.53% |
| CHDN | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 7.64 | 7.64 | 0.00% | market | 20.00% | 65.28% | -3.63% | -8.85% | 5.21% |
| CHH | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 33.59 | 33.59 | 0.00% | market | 18.33% | 5.41% | -0.07% | -8.85% | 8.78% |
| CMP | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 78.30 | 78.30 | 0.00% | market | 63.49% | 28.16% | -11.44% | -8.85% | -2.60% |
| EAT | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 23.15 | 23.15 | 0.00% | market | 11.11% | 43.33% | -5.46% | -8.85% | 3.39% |
| FBP | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 3.12 | 3.12 | 0.00% | market | 24.74% | 111.92% | 10.16% | -8.85% | 19.00% |
| FFBC | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 16.82 | 16.82 | 0.00% | market | 14.81% | 62.72% | -13.83% | -8.85% | -4.99% |
| GGG | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 14.10 | 14.10 | 0.00% | market | 11.11% | 147.00% | -9.53% | -8.85% | -0.69% |
| IDCC | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 48.00 | 48.00 | 0.00% | market | 39.02% | 22.81% | -15.31% | -8.85% | -6.46% |
| KAI | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 21.00 | 21.00 | 0.00% | market | 28.57% | 57.41% | -13.67% | -8.85% | -4.83% |
| LAD | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 21.89 | 21.89 | 0.00% | market | 29.79% | 254.40% | -12.07% | -8.85% | -3.22% |
| LOGI | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 10.66 | 10.66 | 0.00% | market | 11.11% | 238.70% | -30.49% | -8.85% | -21.65% |
| MKTX | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 28.55 | 28.55 | 0.00% | market | 21.43% | 303.92% | -7.74% | -8.85% | 1.11% |
| NOC | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 57.38 | 57.38 | 0.00% | market | 10.71% | 146.82% | -7.00% | -8.85% | 1.84% |
| NSC | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 73.41 | 73.41 | 0.00% | market | 12.77% | 41.41% | -4.15% | -8.85% | 4.70% |
| ORLY | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 4.96 | 4.96 | 0.00% | market | 10.00% | 267.90% | 1.31% | -8.85% | 10.16% |
| RAMP | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 12.73 | 12.73 | 0.00% | market | 11.76% | 100.00% | -12.12% | -8.85% | -3.27% |
| SAIA | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 9.34 | 9.34 | 0.00% | market | 25.00% | 306.31% | -26.01% | -8.85% | -17.16% |
| SAP | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 61.89 | 61.89 | 0.00% | market | 12.50% | 44.95% | -11.01% | -8.85% | -2.16% |
| SLAB | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 42.95 | 42.95 | 0.00% | market | 18.92% | 47.73% | -6.27% | -8.85% | 2.58% |
| TAL | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 1.70 | 1.70 | 0.00% | market | 15.92% | 260.70% | -3.04% | -8.85% | 5.80% |
| TER | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 14.11 | 14.11 | 0.00% | market | 47.83% | 28.53% | -17.32% | -8.85% | -8.48% |
| TEX | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 16.20 | 16.20 | 0.00% | market | 42.86% | 103.87% | -21.89% | -8.85% | -13.04% |
| TYL | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 29.51 | 29.51 | 0.00% | market | 15.00% | 431.52% | -2.68% | -8.85% | 6.17% |
| WRB | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 10.44 | 10.44 | 0.00% | market | 17.65% | 39.33% | -6.33% | -8.85% | 2.52% |
| ALGN | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 21.49 | 21.49 | 0.00% | market | 42.11% | 213.04% | 6.37% | -6.48% | 12.84% |
| BC | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 19.02 | 19.02 | 0.00% | market | 45.82% | 1640.00% | -12.30% | -6.48% | -5.82% |
| BDC | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 33.36 | 33.36 | 0.00% | market | 12.07% | 39.49% | -4.99% | -6.48% | 1.49% |
| BSBR | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 8.82 | 8.82 | 0.00% | market | 13.04% | 230.97% | -22.66% | -6.48% | -16.19% |
| COLB | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 18.62 | 18.62 | 0.00% | market | 77.78% | 25.69% | -10.47% | -6.48% | -3.99% |
| CRI | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 39.42 | 39.42 | 0.00% | market | 13.56% | 29.85% | -2.08% | -6.48% | 4.40% |
| CYTK | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 6.90 | 6.90 | 0.00% | market | 23.08% | 47.78% | -14.01% | -6.48% | -7.54% |
| EFOR | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 11.72 | 11.72 | 0.00% | market | 16.67% | 532.38% | -14.26% | -6.48% | -7.79% |
| ADEA | 2011-11-03 | 2011-11-04 | 2011-12-05 | 1 | 3.89 | 3.89 | 0.00% | market | 150.00% | 102.23% | 16.61% | 0.79% | 15.82% |
| ANIP | 2011-11-09 | 2011-11-10 | 2011-12-09 | 1 | 90.72 | 90.72 | 0.00% | market | 15.29% | 128.24% | -2.88% | 1.01% | -3.89% |
| HII | 2011-11-10 | 2011-11-11 | 2011-12-12 | 1 | 31.15 | 31.15 | 0.00% | market | 23.53% | 207.35% | -3.41% | -1.29% | -2.12% |
| NOVT | 2011-11-10 | 2011-11-11 | 2011-12-12 | 1 | 9.11 | 9.11 | 0.00% | market | 13.04% | 26.92% | 12.19% | -1.29% | 13.48% |
| VIV | 2011-11-10 | 2011-11-11 | 2011-12-12 | 1 | 27.51 | 27.51 | 0.00% | market | 20.00% | 16.32% | -5.70% | -1.29% | -4.41% |
| DDS | 2011-11-11 | 2011-11-14 | 2011-12-13 | 3 | 48.79 | 48.79 | 0.00% | market | 50.00% | 300.00% | -5.39% | -2.49% | -2.90% |
| EDN | 2011-11-14 | 2011-11-15 | 2011-12-14 | 1 | 7.09 | 7.09 | 0.00% | market | 37.50% | 8884.78% | -16.88% | -2.74% | -14.14% |
| NOAH | 2011-11-14 | 2011-11-15 | 2011-12-14 | 1 | 6.95 | 6.95 | 0.00% | market | 22.22% | 1023.74% | 7.96% | -2.74% | 10.70% |
| SLS | 2011-11-14 | 2011-11-15 | 2011-12-14 | 1 | 21,600.00 | 21,600.00 | 0.00% | market | 18.75% | 15.38% | -33.43% | -2.74% | -30.69% |
| DKS | 2011-11-15 | 2011-11-16 | 2011-12-15 | 1 | 41.52 | 41.52 | 0.00% | market | 23.08% | 82.81% | -15.15% | -2.11% | -13.05% |
| AMAT | 2011-11-16 | 2011-11-17 | 2011-12-16 | 1 | 12.03 | 12.03 | 0.00% | market | 10.53% | 335.15% | -14.23% | -1.82% | -12.41% |
| NTES | 2011-11-16 | 2011-11-17 | 2011-12-16 | 1 | 9.52 | 9.52 | 0.00% | market | 11.11% | 1586.52% | -1.05% | -1.82% | 0.78% |
| TGT | 2011-11-16 | 2011-11-17 | 2011-12-16 | 1 | 53.39 | 53.39 | 0.00% | market | 10.81% | 74.98% | -2.33% | -1.82% | -0.50% |
| CRM | 2011-11-17 | 2011-11-18 | 2011-12-19 | 1 | 29.86 | 29.86 | 0.00% | market | 12.50% | 578.84% | -13.46% | -1.80% | -11.66% |
| DCI | 2011-11-17 | 2011-11-18 | 2011-12-19 | 1 | 32.95 | 32.95 | 0.00% | market | 15.38% | 17.78% | 1.51% | -1.80% | 3.31% |
| INTU | 2011-11-17 | 2011-11-18 | 2011-12-19 | 1 | 51.51 | 51.51 | 0.00% | market | 16.67% | 354.33% | -1.05% | -1.80% | 0.75% |
| TDG | 2011-11-17 | 2011-11-18 | 2011-12-19 | 1 | 93.18 | 93.18 | 0.00% | market | 16.94% | 35.35% | 2.45% | -1.80% | 4.26% |
| DY | 2011-11-21 | 2011-11-22 | 2011-12-21 | 1 | 18.69 | 18.69 | 0.00% | market | 10.00% | 26.62% | 7.07% | 3.99% | 3.07% |
| XYL | 2011-11-21 | 2011-11-22 | 2011-12-21 | 1 | 25.02 | 25.02 | 0.00% | market | 44.83% | 34.59% | -0.50% | 3.99% | -4.49% |
| FRO | 2011-11-22 | 2011-11-23 | 2011-12-22 | 1 | 14.20 | 14.20 | 0.00% | market | 23.59% | 116.14% | 38.98% | 6.10% | 32.89% |
| GCO | 2011-11-22 | 2011-11-23 | 2011-12-22 | 1 | 57.72 | 57.72 | 0.00% | market | 26.04% | 67.77% | 6.93% | 6.10% | 0.84% |
| SIG | 2011-11-22 | 2011-11-23 | 2011-12-22 | 1 | 43.15 | 43.15 | 0.00% | market | 42.86% | 20.00% | -0.03% | 6.10% | -6.13% |
| DE | 2011-11-23 | 2011-11-25 | 2011-12-23 | 2 | 74.64 | 74.64 | 0.00% | market | 13.29% | 8.40% | 5.33% | 8.60% | -3.28% |
| CPRT | 2011-11-28 | 2011-11-29 | 2011-12-28 | 1 | 2.71 | 2.71 | 0.00% | market | 14.29% | 187.50% | 9.86% | 3.98% | 5.88% |
| TD | 2011-12-01 | 2011-12-02 | 2012-01-03 | 1 | 35.79 | 35.79 | 0.00% | market | 15.58% | 93.35% | 5.54% | 1.09% | 4.45% |
| ULTA | 2011-12-01 | 2011-12-02 | 2012-01-03 | 1 | 70.48 | 70.48 | 0.00% | market | 10.53% | 629.10% | -9.15% | 1.09% | -10.25% |
| AVAV | 2011-12-06 | 2011-12-07 | 2012-01-06 | 1 | 33.00 | 33.00 | 0.00% | market | 50.00% | 20.74% | -9.34% | 1.49% | -10.83% |
| OXM | 2011-12-06 | 2011-12-07 | 2012-01-06 | 1 | 38.01 | 38.01 | 0.00% | market | 14.29% | 658.36% | 13.40% | 1.49% | 11.91% |
| TOL | 2011-12-06 | 2011-12-07 | 2012-01-06 | 1 | 21.09 | 21.09 | 0.00% | market | 80.00% | 578.76% | 2.93% | 1.49% | 1.45% |
| TTC | 2011-12-06 | 2011-12-07 | 2012-01-06 | 1 | 14.13 | 14.13 | 0.00% | market | 77.78% | 1150.00% | 11.58% | 1.49% | 10.09% |
| BRT | 2011-12-12 | 2011-12-13 | 2012-01-12 | 1 | 6.25 | 6.25 | 0.00% | market | 116.67% | 130.77% | 0.86% | 3.72% | -2.86% |
| ADBE | 2011-12-15 | 2011-12-16 | 2012-01-18 | 1 | 27.73 | 27.73 | 0.00% | market | 11.67% | 141.12% | 7.69% | 6.99% | 0.70% |
| UNF | 2012-01-04 | 2012-01-05 | 2012-02-03 | 1 | 59.59 | 59.59 | 0.00% | market | 20.37% | 42.31% | 4.75% | 5.93% | -1.18% |
| CMC | 2012-01-06 | 2012-01-09 | 2012-02-07 | 3 | 16.48 | 16.48 | 0.00% | market | 25.00% | 55.00% | -10.78% | 5.30% | -16.08% |
| GBX | 2012-01-06 | 2012-01-09 | 2012-02-07 | 3 | 25.89 | 25.89 | 0.00% | market | 33.33% | 45.83% | -1.45% | 5.30% | -6.76% |
| AYI | 2012-01-09 | 2012-01-10 | 2012-02-08 | 1 | 54.95 | 54.95 | 0.00% | market | 10.45% | 164.86% | 9.84% | 4.48% | 5.35% |
| EDU | 2012-01-17 | 2012-01-18 | 2012-02-15 | 1 | 22.24 | 22.24 | 0.00% | market | 18.48% | 6248.65% | 19.37% | 4.06% | 15.31% |
| GS | 2012-01-18 | 2012-01-19 | 2012-02-16 | 1 | 106.25 | 106.25 | 0.00% | market | 48.39% | 68.80% | 7.89% | 3.68% | 4.21% |
| WTFC | 2012-01-18 | 2012-01-19 | 2012-02-16 | 1 | 31.95 | 31.95 | 0.00% | market | 10.81% | 182.93% | 6.13% | 3.68% | 2.45% |
| ISRG | 2012-01-19 | 2012-01-20 | 2012-02-17 | 1 | 49.44 | 49.44 | 0.00% | market | 13.51% | 114.25% | 13.61% | 3.94% | 9.67% |
| MS | 2012-01-19 | 2012-01-20 | 2012-02-17 | 1 | 17.90 | 17.90 | 0.00% | market | 75.44% | 930.94% | 6.94% | 3.94% | 3.00% |
| PGR | 2012-01-19 | 2012-01-20 | 2012-02-17 | 1 | 20.68 | 20.68 | 0.00% | market | 11.43% | 249.91% | 3.58% | 3.94% | -0.36% |
| UNH | 2012-01-19 | 2012-01-20 | 2012-02-17 | 1 | 52.34 | 52.34 | 0.00% | market | 12.50% | 207.40% | 4.37% | 3.94% | 0.43% |
| TXN | 2012-01-23 | 2012-01-24 | 2012-02-22 | 1 | 33.34 | 33.34 | 0.00% | market | 23.08% | 134.62% | -1.24% | 4.00% | -5.24% |
| AAPL | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 16.23 | 16.23 | 0.00% | market | 38.89% | 106.00% | 13.52% | 4.09% | 9.43% |
| DGX | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 60.13 | 60.13 | 0.00% | market | 16.04% | 10.94% | -4.91% | 4.09% | -9.00% |
| MRCY | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 13.82 | 13.82 | 0.00% | market | 16.00% | 6.90% | 6.85% | 4.09% | 2.76% |
| MTG | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 4.04 | 4.04 | 0.00% | market | 18.29% | 158.83% | 15.99% | 4.09% | 11.90% |
| RF | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 5.21 | 5.21 | 0.00% | market | 50.00% | 309.50% | 13.34% | 4.09% | 9.24% |
| STLD | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 15.98 | 15.98 | 0.00% | market | 27.27% | 464.32% | -7.98% | 4.09% | -12.08% |
| BA | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 75.84 | 75.84 | 0.00% | market | 29.70% | 143.52% | 0.19% | 2.84% | -2.65% |
| FFBC | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 17.94 | 17.94 | 0.00% | market | 10.71% | 62.72% | -6.40% | 2.84% | -9.24% |
| HXL | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 25.67 | 25.67 | 0.00% | market | 10.00% | 135.95% | -0.72% | 2.84% | -3.56% |
| MEOH | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 28.24 | 28.24 | 0.00% | market | 21.43% | 26.02% | 10.03% | 2.84% | 7.19% |
| NFLX | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 1.63 | 1.63 | 0.00% | market | 25.00% | 203.91% | -1.94% | 2.84% | -4.78% |
| SLAB | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 47.00 | 47.00 | 0.00% | market | 13.95% | 32.65% | -2.65% | 2.84% | -5.49% |
| TCBI | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 32.67 | 32.67 | 0.00% | market | 11.67% | 97.01% | 0.30% | 2.84% | -2.54% |
| TER | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 17.25 | 17.25 | 0.00% | market | 45.45% | 173.12% | -5.14% | 2.84% | -7.98% |
| TXT | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 24.56 | 24.56 | 0.00% | market | 44.12% | 38.80% | 12.48% | 2.84% | 9.64% |
| URI | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 37.83 | 37.83 | 0.00% | market | 32.26% | 269.12% | 13.28% | 2.84% | 10.44% |
| ADEA | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 4.63 | 4.63 | 0.00% | market | 62.50% | 133.34% | -3.56% | 4.51% | -8.07% |
| APTV | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 20.33 | 20.33 | 0.00% | market | 57.14% | 14.46% | 15.96% | 4.51% | 11.45% |
| BC | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 20.92 | 20.92 | 0.00% | market | 17.50% | 363.64% | 14.43% | 4.51% | 9.92% |
| CAT | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 110.53 | 110.53 | 0.00% | market | 34.10% | 21.84% | 4.51% | 4.51% | 0.00% |
| COLB | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 21.00 | 21.00 | 0.00% | market | 19.35% | 63.06% | 3.09% | 4.51% | -1.42% |
| CRS | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 54.88 | 54.88 | 0.00% | market | 11.76% | 56.14% | -7.17% | 4.51% | -11.68% |
| FICO | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 37.98 | 37.98 | 0.00% | market | 30.65% | 71.60% | 5.75% | 4.51% | 1.23% |
| LMT | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 82.00 | 82.00 | 0.00% | market | 10.31% | 102.66% | 8.94% | 4.51% | 4.43% |
| NUE | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 43.31 | 43.31 | 0.00% | market | 32.14% | 730.70% | 1.84% | 4.51% | -2.67% |
| OMCL | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 16.45 | 16.45 | 0.00% | market | 18.75% | 113.53% | -6.91% | 4.51% | -11.42% |
| RMD | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 29.04 | 29.04 | 0.00% | market | 15.79% | 98.73% | 1.21% | 4.51% | -3.30% |
| TDY | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 56.15 | 56.15 | 0.00% | market | 15.12% | 92.93% | 7.91% | 4.51% | 3.40% |
| AEP | 2012-01-27 | 2012-01-30 | 2012-02-28 | 3 | 39.88 | 39.88 | 0.00% | market | 60.00% | 82.25% | -4.91% | 5.40% | -10.32% |
| DHI | 2012-01-27 | 2012-01-30 | 2012-02-28 | 3 | 14.23 | 14.23 | 0.00% | market | 106.23% | 788.89% | -2.49% | 5.40% | -7.89% |
| ALGN | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 24.08 | 24.08 | 0.00% | market | 27.27% | 201.86% | 6.25% | 3.79% | 2.47% |
| FIBK | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 13.90 | 13.90 | 0.00% | market | 11.54% | 144.83% | -2.26% | 3.79% | -6.05% |
| ICUI | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 44.00 | 44.00 | 0.00% | market | 12.90% | 209.52% | 4.17% | 3.79% | 0.39% |
| RYAAY | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 13.75 | 13.75 | 0.00% | market | 133.33% | 1428.54% | -0.10% | 3.79% | -3.89% |
| AJG | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 33.86 | 33.86 | 0.00% | market | 18.18% | 313.29% | 2.23% | 4.11% | -1.88% |
| AMZN | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 8.69 | 8.69 | 0.00% | market | 127.01% | 1076.00% | 3.47% | 4.11% | -0.64% |
| BSBR | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 9.00 | 9.00 | 0.00% | market | 26.32% | 258.55% | 16.90% | 4.11% | 12.79% |
| FTNT | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 5.02 | 5.02 | 0.00% | market | 14.94% | 157.48% | 10.86% | 4.11% | 6.74% |
| GABC | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 13.74 | 13.74 | 0.00% | market | 11.54% | 55.17% | -6.14% | 4.11% | -10.25% |
| KLIC | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 10.96 | 10.96 | 0.00% | market | 175.00% | 36.36% | 4.28% | 4.11% | 0.17% |
| MANH | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 11.25 | 11.25 | 0.00% | market | 25.00% | 126.67% | 4.30% | 4.11% | 0.19% |
| OSK | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 24.50 | 24.50 | 0.00% | market | 24.24% | 265.85% | -5.00% | 4.11% | -9.11% |
| PCAR | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 30.12 | 30.12 | 0.00% | market | 15.09% | 80.50% | 1.79% | 4.11% | -2.32% |
| SAIA | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 10.13 | 10.13 | 0.00% | market | 11.11% | 712.63% | 8.19% | 4.11% | 4.08% |
| SPGI | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 46.32 | 46.32 | 0.00% | market | 10.53% | 236.62% | 0.42% | 4.11% | -3.69% |
| TOWN | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 12.90 | 12.90 | 0.00% | market | 15.79% | 100.00% | -3.12% | 4.11% | -7.24% |
| AFG | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 38.00 | 38.00 | 0.00% | market | 10.42% | 106.43% | -2.23% | 3.45% | -5.68% |
| AIZ | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 41.69 | 41.69 | 0.00% | market | 21.32% | 29.17% | 2.63% | 3.45% | -0.82% |
| ALL | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 30.54 | 30.54 | 0.00% | market | 55.79% | 53.52% | 2.19% | 3.45% | -1.26% |
| CACI | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 59.78 | 59.78 | 0.00% | market | 16.15% | 74.52% | -1.29% | 3.45% | -4.74% |
| CBT | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 38.07 | 38.07 | 0.00% | market | 14.55% | 53.97% | 5.57% | 3.45% | 2.12% |
| CDNS | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 11.21 | 11.21 | 0.00% | market | 13.33% | 188.97% | 3.65% | 3.45% | 0.20% |
| ENTG | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 9.50 | 9.50 | 0.00% | market | 23.08% | 193.01% | -5.47% | 3.45% | -8.92% |
| EPD | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 25.21 | 25.21 | 0.00% | market | 46.43% | 17.71% | 3.59% | 3.45% | 0.14% |
| EXPO | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 11.49 | 11.49 | 0.00% | market | 27.27% | 154.29% | -0.36% | 3.45% | -3.81% |
| MAN | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 45.88 | 45.88 | 0.00% | market | 12.64% | 38.66% | -6.16% | 3.45% | -9.61% |
| MKSI | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 34.99 | 34.99 | 0.00% | market | 58.33% | 185.13% | -16.39% | 3.45% | -19.84% |
| NOC | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 58.24 | 58.24 | 0.00% | market | 25.15% | 119.65% | 2.51% | 3.45% | -0.94% |
| OTEX | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 14.75 | 14.75 | 0.00% | market | 12.90% | 65.71% | 3.49% | 3.45% | 0.04% |
| VIAV | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 7.72 | 7.72 | 0.00% | market | 50.00% | 5.33% | -1.28% | 3.45% | -4.73% |
| ACLS | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 7.56 | 7.56 | 0.00% | market | 75.00% | 975.00% | -17.03% | 2.05% | -19.08% |
| ALKS | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 19.53 | 19.53 | 0.00% | market | 47.62% | 54.55% | -12.54% | 2.05% | -14.59% |
| BFH | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 90.88 | 90.88 | 0.00% | market | 14.09% | 90.32% | 6.62% | 2.05% | 4.57% |
| BHE | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 18.49 | 18.49 | 0.00% | market | 112.50% | 82.35% | -10.65% | 2.05% | -12.70% |
| BKH | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 34.80 | 34.80 | 0.00% | market | 10.71% | 167.97% | -5.79% | 2.05% | -7.84% |
| CMI | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 115.46 | 115.46 | 0.00% | market | 14.80% | 39.24% | 4.07% | 2.05% | 2.02% |
| CX | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 6.36 | 6.36 | 0.00% | market | 26.67% | 163.64% | -1.20% | 2.05% | -3.25% |
| EVR | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 29.50 | 29.50 | 0.00% | market | 14.29% | 244.11% | -6.81% | 2.05% | -8.86% |
| EXP | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 31.93 | 31.93 | 0.00% | market | 53.85% | 770.00% | -3.58% | 2.05% | -5.63% |
| MTX | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 33.00 | 33.00 | 0.00% | market | 17.78% | 109.43% | -4.74% | 2.05% | -6.79% |
| NVO | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 12.71 | 12.71 | 0.00% | market | 15.38% | 7333.15% | 11.07% | 2.05% | 9.02% |
| ODFL | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 9.72 | 9.72 | 0.00% | market | 19.23% | 68.71% | 3.91% | 2.05% | 1.86% |
| RCL | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 29.12 | 29.12 | 0.00% | market | 13.33% | 551.76% | -5.66% | 2.05% | -7.72% |
| SBH | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 22.01 | 22.01 | 0.00% | market | 11.54% | 68.97% | 10.71% | 2.05% | 8.66% |
| SIGI | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 19.00 | 19.00 | 0.00% | market | 10.00% | 183.51% | -9.63% | 2.05% | -11.68% |
| TRMB | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 26.00 | 26.00 | 0.00% | market | 12.50% | 71.38% | -5.31% | 2.05% | -7.36% |
| BRO | 2012-02-03 | 2012-02-06 | 2012-03-06 | 3 | 12.03 | 12.03 | 0.00% | market | 18.18% | 181.85% | -1.76% | 0.57% | -2.34% |
| CCU | 2012-02-03 | 2012-02-06 | 2012-03-06 | 3 | 27.90 | 27.90 | 0.00% | market | 12.00% | 37671.35% | -0.64% | 0.57% | -1.21% |
| CLX | 2012-02-03 | 2012-02-06 | 2012-03-06 | 3 | 69.56 | 69.56 | 0.00% | market | 16.18% | 94.79% | -2.63% | 0.57% | -3.20% |
| CRVL | 2012-02-04 | 2012-02-06 | 2012-03-06 | 2 | 8.44 | 8.44 | 0.00% | market | 145.33% | 457.07% | -13.01% | 0.57% | -13.59% |
| TSN | 2012-02-03 | 2012-02-06 | 2012-03-06 | 3 | 19.19 | 19.19 | 0.00% | market | 27.27% | 287.00% | -0.15% | 0.57% | -0.73% |
| WY | 2012-02-03 | 2012-02-06 | 2012-03-06 | 3 | 21.03 | 21.03 | 0.00% | market | 133.33% | 128.57% | -2.29% | 0.57% | -2.86% |
| ATRO | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 9.24 | 9.24 | 0.00% | market | 32.00% | 75.76% | -7.57% | 1.13% | -8.70% |
| BAP | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 116.32 | 116.32 | 0.00% | market | 12.32% | 392.34% | 8.12% | 1.13% | 6.99% |
| CRK | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 62.15 | 62.15 | 0.00% | market | 44.44% | 181.39% | 20.66% | 1.13% | 19.52% |
| FN | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 18.76 | 18.76 | 0.00% | market | 156.25% | 288.89% | -14.23% | 1.13% | -15.36% |
| G | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 15.88 | 15.88 | 0.00% | market | 33.33% | 25.21% | -3.56% | 1.13% | -4.70% |
| HCA | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 28.48 | 28.48 | 0.00% | market | 23.68% | 147.14% | -10.95% | 1.13% | -12.08% |
| RRX | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 62.53 | 62.53 | 0.00% | market | 32.86% | 53.47% | 3.35% | 1.13% | 2.22% |
| WNC | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 9.61 | 9.61 | 0.00% | market | 22.22% | 245.45% | 2.40% | 1.13% | 1.26% |
| AXS | 2012-02-07 | 2012-02-08 | 2012-03-08 | 1 | 32.61 | 32.61 | 0.00% | market | 15.22% | 165.78% | -2.95% | 1.62% | -4.57% |
| HIG | 2012-02-07 | 2012-02-08 | 2012-03-08 | 1 | 19.40 | 19.40 | 0.00% | market | 30.19% | 80.45% | 2.58% | 1.62% | 0.96% |
| ABG | 2012-02-14 | 2012-02-15 | 2012-03-15 | 1 | 26.60 | 26.60 | 0.00% | market | 25.58% | 256.49% | 4.45% | 3.75% | 0.70% |
| CMCSA | 2012-02-15 | 2012-02-16 | 2012-03-16 | 1 | 14.36 | 14.36 | 0.00% | market | 14.29% | 145.12% | 2.62% | 4.26% | -1.64% |
| CNMD | 2012-02-15 | 2012-02-16 | 2012-03-16 | 1 | 29.94 | 29.94 | 0.00% | market | 15.00% | 16.67% | -1.87% | 4.26% | -6.13% |
| AAP | 2012-02-16 | 2012-02-17 | 2012-03-19 | 1 | 86.45 | 86.45 | 0.00% | market | 20.00% | 31.11% | 2.27% | 3.17% | -0.90% |
| BLDR | 2012-02-16 | 2012-02-17 | 2012-03-19 | 1 | 3.12 | 3.12 | 0.00% | market | 16.67% | 324.02% | 33.55% | 3.17% | 30.38% |
| DUK | 2012-02-16 | 2012-02-17 | 2012-03-19 | 1 | 63.75 | 63.75 | 0.00% | market | 12.50% | 67.46% | -1.56% | 3.17% | -4.73% |
| EOG | 2012-02-16 | 2012-02-17 | 2012-03-19 | 1 | 59.54 | 59.54 | 0.00% | market | 29.55% | 75.47% | -1.51% | 3.17% | -4.68% |
| DORM | 2012-02-21 | 2012-02-22 | 2012-03-21 | 1 | 22.83 | 22.83 | 0.00% | market | 15.79% | 150.00% | 2.22% | 2.90% | -0.68% |
| AER | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 12.90 | 12.90 | 0.00% | market | 18.75% | 149.12% | -11.57% | 2.38% | -13.96% |
| CNK | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 20.94 | 20.94 | 0.00% | market | 27.78% | 9.82% | 4.44% | 2.38% | 2.05% |
| CNO | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 7.57 | 7.57 | 0.00% | market | 15.79% | 82.87% | 3.07% | 2.38% | 0.69% |
| FOR | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 16.38 | 16.38 | 0.00% | market | 342.86% | 1223.53% | -5.23% | 2.38% | -7.61% |
| LAD | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 23.41 | 23.41 | 0.00% | market | 28.95% | 341.19% | 9.00% | 2.38% | 6.62% |
| LAMR | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 34.13 | 34.13 | 0.00% | market | 1201.12% | 1071.43% | -2.82% | 2.38% | -5.21% |
| AIG | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 29.82 | 29.82 | 0.00% | market | 30.16% | 29.02% | -5.30% | 1.99% | -7.28% |
| AMT | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 64.02 | 64.02 | 0.00% | market | 70.00% | 67.35% | -3.65% | 1.99% | -5.63% |
| AROC | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 8.52 | 8.52 | 0.00% | market | 69.57% | 204.76% | -0.57% | 1.99% | -2.56% |
| ASR | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 68.31 | 68.31 | 0.00% | market | 24.99% | 30256.21% | 3.63% | 1.99% | 1.65% |
| COR | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 37.38 | 37.38 | 0.00% | market | 133.24% | 171.19% | 4.13% | 1.99% | 2.14% |
| CROX | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 18.61 | 18.61 | 0.00% | market | 44.82% | 325.00% | 9.14% | 1.99% | 7.16% |
| CUBE | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 10.86 | 10.86 | 0.00% | market | 377.66% | 11.76% | 10.21% | 1.99% | 8.23% |
| EHC | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 15.99 | 15.99 | 0.00% | market | 56.25% | 77.86% | 0.59% | 1.99% | -1.40% |
| EPR | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 42.88 | 42.88 | 0.00% | market | 11.48% | 11.86% | 8.11% | 1.99% | 6.12% |
| MGA | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 23.63 | 23.63 | 0.00% | market | 43.14% | 133.91% | 0.24% | 1.99% | -1.75% |
| CQP | 2012-02-24 | 2012-02-27 | 2012-03-26 | 3 | 21.96 | 21.96 | 0.00% | market | 650.00% | 23.33% | 4.68% | 4.11% | 0.57% |
| PNW | 2012-02-24 | 2012-02-27 | 2012-03-26 | 3 | 47.22 | 47.22 | 0.00% | market | 120.00% | 132.57% | 0.94% | 4.11% | -3.17% |
| AWK | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 34.18 | 34.18 | 0.00% | market | 53.12% | 33.95% | -0.51% | 2.89% | -3.40% |
| FRO | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 29.65 | 29.65 | 0.00% | market | 36.71% | 123.00% | 18.28% | 2.89% | 15.39% |
| IBOC | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 19.19 | 19.19 | 0.00% | market | 33.33% | 22.50% | 13.08% | 2.89% | 10.19% |
| LOW | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 27.34 | 27.34 | 0.00% | market | 20.83% | 358.94% | 13.95% | 2.89% | 11.05% |
| PAC | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 38.00 | 38.00 | 0.00% | market | 44.90% | 1707.68% | 3.93% | 2.89% | 1.03% |
| CPRT | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 3.04 | 3.04 | 0.00% | market | 28.57% | 155.56% | 8.45% | 1.97% | 6.49% |
| DY | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 22.16 | 22.16 | 0.00% | market | 100.00% | 317.85% | 5.32% | 1.97% | 3.35% |
| EXLS | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 5.39 | 5.39 | 0.00% | market | 19.35% | 72.97% | 1.94% | 1.97% | -0.03% |
| SRE | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 29.62 | 29.62 | 0.00% | market | 14.15% | 7.87% | -1.59% | 1.97% | -3.55% |
| SWX | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 42.46 | 42.46 | 0.00% | market | 19.00% | 32.69% | 0.21% | 1.97% | -1.76% |
| TGS | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 2.81 | 2.81 | 0.00% | market | 75.00% | 2145.75% | -0.46% | 1.97% | -2.42% |
| VRSK | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 44.38 | 44.38 | 0.00% | market | 13.64% | 106.78% | 5.29% | 1.97% | 3.32% |
| BWXT | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 20.01 | 20.01 | 0.00% | market | 31.71% | 31.21% | -7.15% | 2.13% | -9.27% |
| CNP | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 19.38 | 19.38 | 0.00% | market | 42.11% | 99.75% | -0.25% | 2.13% | -2.38% |
| CRI | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 48.88 | 48.88 | 0.00% | market | 43.18% | 38.10% | 0.86% | 2.13% | -1.27% |
| PEGA | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 7.88 | 7.88 | 0.00% | market | 229.35% | 45.00% | 20.33% | 2.13% | 18.20% |
| TFII | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 18.03 | 18.03 | 0.00% | market | 21.44% | 49.76% | -7.25% | 2.13% | -9.38% |
| ADUS | 2012-03-01 | 2012-03-02 | 2012-03-30 | 1 | 3.70 | 3.70 | 0.00% | market | 105.88% | 31.43% | 33.68% | 2.30% | 31.38% |
| TG | 2012-03-01 | 2012-03-02 | 2012-03-30 | 1 | 22.87 | 22.87 | 0.00% | market | 16.67% | 52.38% | -14.44% | 2.30% | -16.75% |
| KOF | 2012-03-05 | 2012-03-06 | 2012-04-03 | 1 | 100.31 | 100.31 | 0.00% | market | 20.59% | 1160.61% | 7.29% | 4.37% | 2.92% |
| AAT | 2012-03-06 | 2012-03-07 | 2012-04-04 | 1 | 21.63 | 21.63 | 0.00% | market | 660.00% | 14.29% | 6.23% | 3.55% | 2.68% |
| SMP | 2012-03-06 | 2012-03-07 | 2012-04-04 | 1 | 20.55 | 20.55 | 0.00% | market | 21.43% | 452.94% | -21.90% | 3.55% | -25.45% |
| CPK | 2012-03-07 | 2012-03-08 | 2012-04-05 | 1 | 27.83 | 27.83 | 0.00% | market | 10.00% | 188.64% | -1.29% | 2.40% | -3.68% |
| DK | 2012-03-07 | 2012-03-08 | 2012-04-05 | 1 | 14.03 | 14.03 | 0.00% | market | 56.25% | 758.54% | 7.60% | 2.40% | 5.20% |
| HOV | 2012-03-07 | 2012-03-08 | 2012-04-05 | 1 | 63.75 | 63.75 | 0.00% | market | 64.14% | 97.41% | -20.88% | 2.40% | -23.28% |
| AMN | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 5.21 | 5.21 | 0.00% | market | 27.27% | 1636.10% | 12.57% | 0.67% | 11.90% |
| HCI | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 11.15 | 11.15 | 0.00% | market | 100.00% | 11.05% | 12.10% | 0.67% | 11.43% |
| WD | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 12.49 | 12.49 | 0.00% | market | 19.05% | 125.33% | 3.82% | 0.67% | 3.15% |
| HTH | 2012-03-09 | 2012-03-12 | 2012-04-10 | 3 | 8.26 | 8.26 | 0.00% | market | 350.00% | 333.33% | -4.10% | -1.20% | -2.90% |
| MIDD | 2012-03-09 | 2012-03-12 | 2012-04-10 | 3 | 25.38 | 25.38 | 0.00% | market | 44.19% | 184.22% | 0.25% | -1.20% | 1.45% |
| GSAT | 2012-03-12 | 2012-03-13 | 2012-04-11 | 1 | 12.45 | 12.45 | 0.00% | market | 16.67% | 52.21% | -27.89% | -0.95% | -26.94% |
| SSRM | 2012-03-12 | 2012-03-13 | 2012-04-11 | 1 | 15.46 | 15.46 | 0.00% | market | 25.00% | 197.74% | -10.51% | -0.95% | -9.56% |
| VCEL | 2012-03-12 | 2012-03-13 | 2012-04-11 | 1 | 42.40 | 42.40 | 0.00% | market | 69.57% | 95.14% | -1.99% | -0.95% | -1.03% |
| ANIP | 2012-03-13 | 2012-03-14 | 2012-04-12 | 1 | 27.00 | 27.00 | 0.00% | market | 46.67% | 156.48% | -18.77% | -0.94% | -17.83% |
| BAK | 2012-03-14 | 2012-03-15 | 2012-04-13 | 1 | 17.20 | 17.20 | 0.00% | market | 518.29% | 973.01% | -11.20% | -2.13% | -9.08% |
| NOVT | 2012-03-14 | 2012-03-15 | 2012-04-13 | 1 | 11.10 | 11.10 | 0.00% | market | 37.50% | 200.00% | 6.03% | -2.13% | 8.15% |
| TM | 2012-03-14 | 2012-03-15 | 2012-04-13 | 1 | 85.10 | 85.10 | 0.00% | market | 32.00% | 2936.31% | -4.42% | -2.13% | -2.30% |
| ORCL | 2012-03-20 | 2012-03-21 | 2012-04-19 | 1 | 30.87 | 30.87 | 0.00% | market | 10.71% | 38.84% | -6.13% | -1.99% | -4.13% |
| DQ | 2012-03-21 | 2012-03-22 | 2012-04-20 | 1 | 2.51 | 2.51 | 0.00% | market | 66.67% | 430.00% | -29.18% | -0.88% | -28.30% |
| ACN | 2012-03-22 | 2012-03-23 | 2012-04-23 | 1 | 64.01 | 64.01 | 0.00% | market | 12.79% | 81.44% | -1.63% | -1.82% | 0.18% |
| FDX | 2012-03-22 | 2012-03-23 | 2012-04-23 | 1 | 74.34 | 74.34 | 0.00% | market | 14.81% | 73.95% | -4.66% | -1.82% | -2.84% |
| SBS | 2012-03-23 | 2012-03-26 | 2012-04-24 | 3 | 2.50 | 2.50 | 0.00% | market | 42.86% | 11.01% | 1.10% | -2.37% | 3.47% |
| LEN | 2012-03-27 | 2012-03-28 | 2012-04-26 | 1 | 27.61 | 27.61 | 0.00% | market | 102.17% | 842.02% | -0.93% | -0.67% | -0.27% |
| NEOG | 2012-03-27 | 2012-03-28 | 2012-04-26 | 1 | 9.91 | 9.91 | 0.00% | market | 20.00% | 145.83% | -1.71% | -0.67% | -1.05% |
| OXM | 2012-03-27 | 2012-03-28 | 2012-04-26 | 1 | 48.95 | 48.95 | 0.00% | market | 12.96% | 98.91% | -0.96% | -0.67% | -0.29% |
| SNX | 2012-03-27 | 2012-03-28 | 2012-04-26 | 1 | 19.49 | 19.49 | 0.00% | market | 10.87% | 34.41% | -2.25% | -0.67% | -1.59% |
| CMC | 2012-03-28 | 2012-03-29 | 2012-04-27 | 1 | 14.33 | 14.33 | 0.00% | market | 166.67% | 29.17% | 2.41% | 0.54% | 1.88% |
| HII | 2012-03-28 | 2012-03-29 | 2012-04-27 | 1 | 40.33 | 40.33 | 0.00% | market | 26.60% | 171.19% | -2.31% | 0.54% | -2.84% |
| PRGS | 2012-03-28 | 2012-03-29 | 2012-04-27 | 1 | 23.61 | 23.61 | 0.00% | market | 12.00% | 67.86% | 0.37% | 0.54% | -0.17% |
| MOV | 2012-03-29 | 2012-03-30 | 2012-04-30 | 1 | 24.76 | 24.76 | 0.00% | market | 140.00% | 20.83% | 14.40% | -0.75% | 15.14% |
| RPM | 2012-04-05 | 2012-04-09 | 2012-05-07 | 4 | 25.81 | 25.81 | 0.00% | market | 400.00% | 1720.00% | 2.26% | -0.67% | 2.94% |
| STZ | 2012-04-05 | 2012-04-09 | 2012-05-07 | 4 | 21.37 | 21.37 | 0.00% | market | 76.92% | 197.07% | -3.09% | -0.67% | -2.42% |
| WDFC | 2012-04-05 | 2012-04-09 | 2012-05-07 | 4 | 45.10 | 45.10 | 0.00% | market | 20.37% | 46.15% | -1.30% | -0.67% | -0.62% |
| GBX | 2012-04-09 | 2012-04-10 | 2012-05-08 | 1 | 18.10 | 18.10 | 0.00% | market | 21.28% | 22.81% | -15.02% | -1.01% | -14.00% |
| CBSH | 2012-04-12 | 2012-04-13 | 2012-05-11 | 1 | 20.32 | 20.32 | 0.00% | market | 10.26% | 57.13% | -0.44% | -2.07% | 1.62% |
| INDB | 2012-04-12 | 2012-04-13 | 2012-05-11 | 1 | 28.15 | 28.15 | 0.00% | market | 12.00% | 96.43% | 0.01% | -2.07% | 2.07% |
| JPM | 2012-04-13 | 2012-04-16 | 2012-05-14 | 3 | 43.38 | 43.38 | 0.00% | market | 11.02% | 79.45% | -17.60% | -2.71% | -14.89% |
| BANF | 2012-04-16 | 2012-04-17 | 2012-05-15 | 1 | 21.52 | 21.52 | 0.00% | market | 13.89% | 68.29% | -8.74% | -3.26% | -5.48% |
| C | 2012-04-16 | 2012-04-17 | 2012-05-15 | 1 | 34.82 | 34.82 | 0.00% | market | 11.00% | 61.92% | -20.29% | -3.26% | -17.02% |
| ELS | 2012-04-16 | 2012-04-17 | 2012-05-15 | 1 | 17.08 | 17.08 | 0.00% | market | 357.14% | 12.50% | 0.43% | -3.26% | 3.69% |
| ICUI | 2012-04-16 | 2012-04-17 | 2012-05-15 | 1 | 50.00 | 50.00 | 0.00% | market | 10.42% | 308.81% | 7.20% | -3.26% | 10.46% |
| PNFP | 2012-04-16 | 2012-04-17 | 2012-05-15 | 1 | 16.97 | 16.97 | 0.00% | market | 31.25% | 474.46% | 3.02% | -3.26% | 6.29% |
| ISRG | 2012-04-17 | 2012-04-18 | 2012-05-16 | 1 | 63.79 | 63.79 | 0.00% | market | 11.43% | 130.73% | -6.53% | -4.07% | -2.46% |
| URI | 2012-04-17 | 2012-04-18 | 2012-05-16 | 1 | 44.38 | 44.38 | 0.00% | market | 620.00% | 740.76% | -14.52% | -4.07% | -10.45% |
| BMI | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 19.30 | 19.30 | 0.00% | market | 61.54% | 80.00% | -5.18% | -5.60% | 0.43% |
| HBAN | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 6.43 | 6.43 | 0.00% | market | 21.43% | 86.35% | -3.37% | -5.60% | 2.24% |
| PII | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 80.42 | 80.42 | 0.00% | market | 10.39% | 7.16% | -8.82% | -5.60% | -3.21% |
| TXT | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 26.80 | 26.80 | 0.00% | market | 17.14% | 65.88% | -17.19% | -5.60% | -11.58% |
| WTFC | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 34.25 | 34.25 | 0.00% | market | 21.95% | 132.00% | -1.79% | -5.60% | 3.81% |
| BAC | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 8.78 | 8.78 | 0.00% | market | 100.00% | 173.06% | -20.15% | -6.21% | -13.94% |
| BLDR | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 4.31 | 4.31 | 0.00% | market | 21.43% | 303.65% | -17.73% | -6.21% | -11.52% |
| BSX | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 5.89 | 5.89 | 0.00% | market | 87.50% | 137.29% | 1.09% | -6.21% | 7.30% |
| COF | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 54.78 | 54.78 | 0.00% | market | 12.23% | 74.16% | -10.41% | -6.21% | -4.20% |
| LSCC | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 6.25 | 6.25 | 0.00% | market | 28.57% | 277.14% | -26.18% | -6.21% | -19.97% |
| MS | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 18.13 | 18.13 | 0.00% | market | 68.89% | 53.07% | -26.47% | -6.21% | -20.26% |
| NYT | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 6.48 | 6.48 | 0.00% | market | 300.00% | 62.50% | -4.58% | -6.21% | 1.63% |
| POOL | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 39.41 | 39.41 | 0.00% | market | 814.29% | 700.00% | -10.93% | -6.21% | -4.73% |
| RMBS | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 5.64 | 5.64 | 0.00% | market | 113.04% | 633.33% | -25.45% | -6.21% | -19.24% |
| SHW | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 38.96 | 38.96 | 0.00% | market | 10.34% | 281.06% | -0.79% | -6.21% | 5.42% |
| TRV | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 61.91 | 61.91 | 0.00% | market | 32.24% | 35.52% | 0.34% | -6.21% | 6.55% |
| UNH | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 59.16 | 59.16 | 0.00% | market | 11.97% | 174.55% | -8.84% | -6.21% | -2.63% |
| AOS | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 11.90 | 11.90 | 0.00% | market | 13.33% | 237.06% | -6.40% | -3.35% | -3.06% |
| BPOP | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 18.30 | 18.30 | 0.00% | market | 51.52% | 190.54% | -20.87% | -3.35% | -17.52% |
| MAN | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 44.02 | 44.02 | 0.00% | market | 42.86% | 171.78% | -16.71% | -3.35% | -13.36% |
| RCL | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 26.49 | 26.49 | 0.00% | market | 40.00% | 427.62% | -8.48% | -3.35% | -5.13% |
| TT | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 31.02 | 31.02 | 0.00% | market | 24.00% | 99.87% | 3.70% | -3.35% | 7.05% |
| UFPI | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 11.43 | 11.43 | 0.00% | market | 530.06% | 607.14% | 7.51% | -3.35% | 10.86% |
| ALGN | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 32.86 | 32.86 | 0.00% | market | 28.57% | 213.04% | -5.12% | -3.44% | -1.68% |
| BANR | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 21.25 | 21.25 | 0.00% | market | 81.82% | 42.50% | -10.08% | -3.44% | -6.64% |
| BOH | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 48.31 | 48.31 | 0.00% | market | 17.28% | 24.21% | -2.71% | -3.44% | 0.73% |
| CNI | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 40.55 | 40.55 | 0.00% | market | 15.69% | 101.82% | 0.52% | -3.44% | 3.96% |
| DHI | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 15.19 | 15.19 | 0.00% | market | 236.44% | 515.38% | 9.12% | -3.44% | 12.56% |
| EBF | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 15.20 | 15.20 | 0.00% | market | 160.00% | 46.15% | -7.60% | -3.44% | -4.16% |
| HXL | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 27.78 | 27.78 | 0.00% | market | 18.18% | 99.65% | -8.85% | -3.44% | -5.41% |
| JJSF | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 53.63 | 53.63 | 0.00% | market | 30.95% | 60.00% | 1.82% | -3.44% | 5.26% |
| MTG | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 3.41 | 3.41 | 0.00% | market | 78.26% | 494.16% | -27.08% | -3.44% | -23.64% |
| QCRH | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 11.38 | 11.38 | 0.00% | market | 84.62% | 41.67% | 6.23% | -3.44% | 9.67% |
| TXN | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 32.71 | 32.71 | 0.00% | market | 10.34% | 251.93% | -10.34% | -3.44% | -6.90% |
| AAPL | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 21.99 | 21.99 | 0.00% | market | 22.22% | 134.09% | -7.42% | -4.60% | -2.82% |
| ABCB | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 12.17 | 12.17 | 0.00% | market | 533.33% | 284.21% | -7.41% | -4.60% | -2.81% |
| AMGN | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 69.12 | 69.12 | 0.00% | market | 11.03% | 116.41% | -1.17% | -4.60% | 3.43% |