EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 50y) (max 100 pos)
Run 9a915147 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
20120
Win rate
52.61%
Avg return
0.87%
Median return
0.43%
Avg abnormal
0.54%
Median abnormal
0.00%
Best trade
176.24%
Worst trade
-82.58%
Sharpe (per-trade)
0.09
Daily portfolio drawdown
-17.47%
Portfolio (equal_weight)
Total return
175.70%
Max drawdown
-17.47%
Avg trade return
0.87%
Win rate
52.61%
Signals
27971
Configured concurrent
100
Observed concurrent
100
Trades taken
20120
Skipped (no capacity)
7851
Excess vs benchmark
-310.68%
Avg entry slippage
0.00%
Return if filled at market
175.70%
VWAP fills
0
VWAP fallbacks
0
7851 of 27971 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 | 247 | 2.44% | 1.56% | 61.94% |
| 2007 | 1045 | -0.38% | 0.32% | 47.75% |
| 2008 | 1047 | 1.11% | 1.78% | 55.11% |
| 2009 | 1120 | 1.63% | 0.91% | 53.21% |
| 2010 | 1171 | -0.07% | 0.13% | 49.10% |
| 2011 | 1065 | -1.11% | 0.21% | 44.88% |
| 2012 | 1030 | 0.05% | -0.18% | 49.61% |
| 2013 | 1078 | 1.73% | 0.61% | 60.76% |
| 2014 | 1079 | 0.95% | -0.22% | 53.66% |
| 2015 | 1085 | 0.36% | 0.44% | 52.07% |
| 2016 | 1079 | 2.33% | 1.51% | 56.63% |
| 2017 | 1039 | 0.70% | 0.07% | 50.91% |
| 2018 | 912 | 0.16% | 0.14% | 50.33% |
| 2019 | 767 | -0.11% | -0.27% | 51.11% |
| 2020 | 874 | 1.25% | 0.33% | 50.92% |
| 2021 | 982 | 1.37% | 0.58% | 54.18% |
| 2022 | 964 | 1.90% | 2.14% | 56.12% |
| 2023 | 937 | 0.89% | -0.01% | 51.76% |
| 2024 | 1022 | 2.26% | 0.75% | 56.46% |
| 2025 | 959 | 1.05% | 0.76% | 52.03% |
| 2026 | 618 | 0.93% | 0.31% | 53.07% |
Trades (page 11: 500 of 20,120)
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RUSHA | 2011-04-20 | 2011-04-21 | 2011-05-06 | 1 | 9.38 | 9.38 | 0.00% | market | 8.33% | 181.32% | -4.15% | 0.31% | -4.46% |
| WTFC | 2011-04-20 | 2011-04-21 | 2011-05-06 | 1 | 34.79 | 34.79 | 0.00% | market | 28.57% | 222.22% | -3.49% | 0.31% | -3.80% |
| AIT | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 34.46 | 34.46 | 0.00% | market | 19.61% | 63.93% | 1.82% | 0.78% | 1.04% |
| ASB | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 14.70 | 14.70 | 0.00% | market | 12.50% | 462.26% | -3.43% | 0.78% | -4.21% |
| BFH | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 72.03 | 72.03 | 0.00% | market | 20.83% | 59.38% | 0.51% | 0.78% | -0.27% |
| BLK | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 198.77 | 198.77 | 0.00% | market | 6.86% | 114.89% | -1.16% | 0.78% | -1.93% |
| COF | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 53.40 | 53.40 | 0.00% | market | 42.58% | 22.94% | -0.16% | 0.78% | -0.93% |
| DHR | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 35.79 | 35.79 | 0.00% | market | 7.02% | 47.57% | 2.47% | 0.78% | 1.69% |
| DOV | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 45.49 | 45.49 | 0.00% | market | 6.67% | 14.91% | -2.61% | 0.78% | -3.38% |
| ENTG | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 8.85 | 8.85 | 0.00% | market | 15.00% | 103.83% | 1.03% | 0.78% | 0.25% |
| FFIN | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 8.54 | 8.54 | 0.00% | market | 8.33% | 69.23% | 5.17% | 0.78% | 4.39% |
| FHN | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 10.23 | 10.23 | 0.00% | market | 290.93% | 129.05% | 2.44% | 0.78% | 1.66% |
| HOMB | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 5.69 | 5.69 | 0.00% | market | 22.22% | 263.64% | 3.77% | 0.78% | 2.99% |
| MAN | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 67.49 | 67.49 | 0.00% | market | 34.37% | 216.02% | -4.65% | 0.78% | -5.43% |
| MS | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 26.29 | 26.29 | 0.00% | market | 47.06% | 132.66% | -4.70% | 0.78% | -5.48% |
| NUE | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 45.37 | 45.37 | 0.00% | market | 38.89% | 514.72% | -1.03% | 0.78% | -1.80% |
| NYT | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 8.85 | 8.85 | 0.00% | market | 11.11% | 550.00% | -11.96% | 0.78% | -12.74% |
| PNC | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 61.59 | 61.59 | 0.00% | market | 15.44% | 66.17% | 0.70% | 0.78% | -0.08% |
| POOL | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 29.00 | 29.00 | 0.00% | market | 83.67% | 5000.46% | 3.45% | 0.78% | 2.67% |
| RHI | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 31.03 | 31.03 | 0.00% | market | 5.88% | 428.57% | -7.29% | 0.78% | -8.06% |
| RMBS | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 20.05 | 20.05 | 0.00% | market | 33.33% | 650.00% | -3.99% | 0.78% | -4.77% |
| SHW | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 27.85 | 27.85 | 0.00% | market | 23.53% | 480.66% | 0.55% | 0.78% | -0.23% |
| SYNA | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 27.60 | 27.60 | 0.00% | market | 14.58% | 32.00% | 3.63% | 0.78% | 2.85% |
| TRV | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 61.32 | 61.32 | 0.00% | market | 25.17% | 44.13% | 3.28% | 0.78% | 2.50% |
| TT | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 38.75 | 38.75 | 0.00% | market | 9.37% | 77.03% | 1.73% | 0.78% | 0.95% |
| UNH | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 47.14 | 47.14 | 0.00% | market | 37.08% | 194.80% | 6.96% | 0.78% | 6.19% |
| WCC | 2011-04-21 | 2011-04-25 | 2011-05-09 | 4 | 61.12 | 61.12 | 0.00% | market | 7.25% | 28.99% | -5.32% | 0.78% | -6.10% |
| ACGL | 2011-04-25 | 2011-04-26 | 2011-05-10 | 1 | 11.44 | 11.44 | 0.00% | market | 122.22% | 9905.35% | -0.54% | 1.36% | -1.89% |
| BLDR | 2011-04-25 | 2011-04-26 | 2011-05-10 | 1 | 2.62 | 2.62 | 0.00% | market | 23.53% | 272.32% | -0.86% | 1.36% | -2.22% |
| BPOP | 2011-04-25 | 2011-04-26 | 2011-05-10 | 1 | 32.40 | 32.40 | 0.00% | market | 200.03% | 1352.71% | -4.42% | 1.36% | -5.78% |
| FIBK | 2011-04-25 | 2011-04-26 | 2011-05-10 | 1 | 13.40 | 13.40 | 0.00% | market | 11.11% | 255.00% | 1.69% | 1.36% | 0.33% |
| HOPE | 2011-04-25 | 2011-04-26 | 2011-05-10 | 1 | 9.50 | 9.50 | 0.00% | market | 66.67% | 140.00% | -0.94% | 1.36% | -2.30% |
| HXL | 2011-04-25 | 2011-04-26 | 2011-05-10 | 1 | 21.36 | 21.36 | 0.00% | market | 25.00% | 211.46% | 2.29% | 1.36% | 0.93% |
| LPLA | 2011-04-25 | 2011-04-26 | 2011-05-10 | 1 | 34.61 | 34.61 | 0.00% | market | 8.33% | 226.38% | 5.62% | 1.36% | 4.26% |
| NFLX | 2011-04-25 | 2011-04-26 | 2011-05-10 | 1 | 3.39 | 3.39 | 0.00% | market | 6.67% | 89.94% | -0.10% | 1.36% | -1.46% |
| NWBI | 2011-04-25 | 2011-04-26 | 2011-05-10 | 1 | 12.43 | 12.43 | 0.00% | market | 6.67% | 50.00% | -0.50% | 1.36% | -1.86% |
| PRG | 2011-04-25 | 2011-04-26 | 2011-05-10 | 1 | 27.22 | 27.22 | 0.00% | market | 7.84% | 42.45% | 2.58% | 1.36% | 1.22% |
| SBCF | 2011-04-25 | 2011-04-26 | 2011-05-10 | 1 | 9.15 | 9.15 | 0.00% | market | 82.14% | 900.00% | -3.38% | 1.36% | -4.74% |
| WAL | 2011-04-25 | 2011-04-26 | 2011-05-10 | 1 | 7.90 | 7.90 | 0.00% | market | 340.53% | 3133.33% | 0.41% | 1.36% | -0.95% |
| WWD | 2011-04-25 | 2011-04-26 | 2011-05-10 | 1 | 35.93 | 35.93 | 0.00% | market | 9.52% | 17.39% | 2.77% | 1.36% | 1.41% |
| ABCB | 2011-04-26 | 2011-04-27 | 2011-05-11 | 1 | 9.88 | 9.88 | 0.00% | market | 366.20% | 3550.00% | -7.19% | -0.45% | -6.73% |
| AN | 2011-04-26 | 2011-04-27 | 2011-05-11 | 1 | 33.30 | 33.30 | 0.00% | market | 6.98% | 98.30% | 1.22% | -0.45% | 1.67% |
| ASR | 2011-04-26 | 2011-04-27 | 2011-05-11 | 1 | 58.15 | 58.15 | 0.00% | market | 6.31% | 22962.41% | 6.47% | -0.45% | 6.92% |
| AUB | 2011-04-26 | 2011-04-27 | 2011-05-11 | 1 | 12.56 | 12.56 | 0.00% | market | 22.22% | 231.82% | -3.92% | -0.45% | -3.47% |
| BDX | 2011-04-26 | 2011-04-27 | 2011-05-11 | 1 | 65.05 | 65.05 | 0.00% | market | 6.15% | 82.61% | 3.74% | -0.45% | 4.19% |
| BUSE | 2011-04-26 | 2011-04-27 | 2011-05-11 | 1 | 15.75 | 15.75 | 0.00% | market | 68.75% | 118.52% | -2.20% | -0.45% | -1.74% |
| CBRE | 2011-04-26 | 2011-04-27 | 2011-05-11 | 1 | 27.13 | 27.13 | 0.00% | market | 8.33% | 454.08% | -2.42% | -0.45% | -1.97% |
| CBT | 2011-04-26 | 2011-04-27 | 2011-05-11 | 1 | 47.06 | 47.06 | 0.00% | market | 8.00% | 19.75% | -9.75% | -0.45% | -9.30% |
| CBU | 2011-04-26 | 2011-04-27 | 2011-05-11 | 1 | 24.46 | 24.46 | 0.00% | market | 6.52% | 38.78% | -0.63% | -0.45% | -0.18% |
| CE | 2011-04-26 | 2011-04-27 | 2011-05-11 | 1 | 49.50 | 49.50 | 0.00% | market | 17.07% | 149.31% | 2.20% | -0.45% | 2.65% |
| CMI | 2011-04-26 | 2011-04-27 | 2011-05-11 | 1 | 117.40 | 117.40 | 0.00% | market | 21.53% | 103.69% | -2.96% | -0.45% | -2.51% |
| ACCO | 2011-04-27 | 2011-04-28 | 2011-05-12 | 1 | 9.87 | 9.87 | 0.00% | market | 20.00% | 250.00% | -3.04% | -0.26% | -2.78% |
| ADEA | 2011-04-28 | 2011-04-29 | 2011-05-13 | 1 | 5.10 | 5.10 | 0.00% | market | 56.25% | 21.34% | -1.67% | -1.56% | -0.11% |
| BALL | 2011-04-28 | 2011-04-29 | 2011-05-13 | 1 | 18.75 | 18.75 | 0.00% | market | 20.83% | 75.04% | 2.46% | -1.56% | 4.02% |
| BC | 2011-04-28 | 2011-04-29 | 2011-05-13 | 1 | 25.12 | 25.12 | 0.00% | market | 200.00% | 190.00% | -13.20% | -1.56% | -11.64% |
| CAT | 2011-04-29 | 2011-05-02 | 2011-05-16 | 3 | 116.24 | 116.24 | 0.00% | market | 40.46% | 53.63% | -8.83% | -2.83% | -6.00% |
| DHI | 2011-04-29 | 2011-05-02 | 2011-05-16 | 3 | 12.55 | 12.55 | 0.00% | market | 280.00% | 788.89% | -7.11% | -2.83% | -4.28% |
| HTH | 2011-04-29 | 2011-05-02 | 2011-05-16 | 3 | 9.74 | 9.74 | 0.00% | market | 100.00% | 1850.00% | 0.21% | -2.83% | 3.04% |
| AEIS | 2011-05-02 | 2011-05-03 | 2011-05-17 | 1 | 15.16 | 15.16 | 0.00% | market | 22.86% | 12.02% | -5.51% | -2.05% | -3.46% |
| AWI | 2011-05-02 | 2011-05-03 | 2011-05-17 | 1 | 40.65 | 40.65 | 0.00% | market | 41.67% | 62.75% | -1.85% | -2.05% | 0.21% |
| CGNX | 2011-05-02 | 2011-05-03 | 2011-05-17 | 1 | 8.66 | 8.66 | 0.00% | market | 33.33% | 105.21% | -4.60% | -2.05% | -2.55% |
| AFG | 2011-05-03 | 2011-05-04 | 2011-05-18 | 1 | 35.74 | 35.74 | 0.00% | market | 8.00% | 170.14% | -1.00% | -0.97% | -0.03% |
| BCH | 2011-05-03 | 2011-05-04 | 2011-05-18 | 1 | 24.67 | 24.67 | 0.00% | market | 6.52% | 61567.52% | 3.22% | -0.97% | 4.19% |
| BKU | 2011-05-03 | 2011-05-04 | 2011-05-18 | 1 | 28.36 | 28.36 | 0.00% | market | 9.76% | 41.69% | -4.90% | -0.97% | -3.93% |
| CRL | 2011-05-03 | 2011-05-04 | 2011-05-18 | 1 | 41.77 | 41.77 | 0.00% | market | 10.91% | 126.47% | -6.54% | -0.97% | -5.57% |
| CTSH | 2011-05-03 | 2011-05-04 | 2011-05-18 | 1 | 38.74 | 38.74 | 0.00% | market | 6.25% | 204.24% | -5.39% | -0.97% | -4.43% |
| DIN | 2011-05-03 | 2011-05-04 | 2011-05-18 | 1 | 52.57 | 52.57 | 0.00% | market | 22.41% | 28.52% | 2.72% | -0.97% | 3.68% |
| ENOV | 2011-05-03 | 2011-05-04 | 2011-05-18 | 1 | 35.94 | 35.94 | 0.00% | market | 15.00% | 23.77% | 3.64% | -0.97% | 4.60% |
| FBNC | 2011-05-03 | 2011-05-04 | 2011-05-18 | 1 | 13.21 | 13.21 | 0.00% | market | 190.91% | 40.63% | -9.26% | -0.97% | -8.29% |
| FIX | 2011-05-03 | 2011-05-04 | 2011-05-18 | 1 | 11.62 | 11.62 | 0.00% | market | 17.65% | 307.14% | -6.30% | -0.97% | -5.33% |
| H | 2011-05-03 | 2011-05-04 | 2011-05-18 | 1 | 42.49 | 42.49 | 0.00% | market | 40.00% | 309.71% | 5.81% | -0.97% | 6.77% |
| INCY | 2011-05-03 | 2011-05-04 | 2011-05-18 | 1 | 20.46 | 20.46 | 0.00% | market | 34.38% | 225.85% | -5.72% | -0.97% | -4.76% |
| ATRO | 2011-05-04 | 2011-05-05 | 2011-05-19 | 1 | 5.97 | 5.97 | 0.00% | market | 44.44% | 123.08% | 7.27% | 0.45% | 6.82% |
| AVNT | 2011-05-04 | 2011-05-05 | 2011-05-19 | 1 | 14.30 | 14.30 | 0.00% | market | 42.86% | 106.67% | 0.04% | 0.45% | -0.41% |
| AWK | 2011-05-04 | 2011-05-05 | 2011-05-19 | 1 | 29.34 | 29.34 | 0.00% | market | 9.09% | 173.48% | -0.13% | 0.45% | -0.58% |
| CACI | 2011-05-04 | 2011-05-05 | 2011-05-19 | 1 | 61.55 | 61.55 | 0.00% | market | 12.62% | 127.18% | 1.18% | 0.45% | 0.74% |
| CB | 2011-05-04 | 2011-05-05 | 2011-05-19 | 1 | 66.35 | 66.35 | 0.00% | market | 27.42% | 223.61% | 4.20% | 0.45% | 3.75% |
| CORT | 2011-05-04 | 2011-05-05 | 2011-05-19 | 1 | 4.03 | 4.03 | 0.00% | market | 10.00% | 300.00% | 9.45% | 0.45% | 9.01% |
| CPA | 2011-05-04 | 2011-05-05 | 2011-05-19 | 1 | 59.70 | 59.70 | 0.00% | market | 32.86% | 27.96% | 4.93% | 0.45% | 4.48% |
| DK | 2011-05-04 | 2011-05-05 | 2011-05-19 | 1 | 13.36 | 13.36 | 0.00% | market | 34.78% | 48.70% | 12.85% | 0.45% | 12.40% |
| ENSG | 2011-05-04 | 2011-05-05 | 2011-05-19 | 1 | 7.26 | 7.26 | 0.00% | market | 11.11% | 65.21% | 6.51% | 0.45% | 6.06% |
| EXPD | 2011-05-04 | 2011-05-05 | 2011-05-19 | 1 | 52.79 | 52.79 | 0.00% | market | 13.51% | 28.57% | 1.07% | 0.45% | 0.63% |
| FELE | 2011-05-04 | 2011-05-05 | 2011-05-19 | 1 | 21.69 | 21.69 | 0.00% | market | 15.00% | 60.87% | 2.62% | 0.45% | 2.17% |
| FTS | 2011-05-04 | 2011-05-05 | 2011-05-19 | 1 | 33.29 | 33.29 | 0.00% | market | 8.07% | 8.27% | 2.66% | 0.45% | 2.22% |
| G | 2011-05-04 | 2011-05-05 | 2011-05-19 | 1 | 16.22 | 16.22 | 0.00% | market | 5.88% | 122.60% | 3.17% | 0.45% | 2.72% |
| AER | 2011-05-05 | 2011-05-06 | 2011-05-20 | 1 | 13.91 | 13.91 | 0.00% | market | 16.28% | 184.00% | -4.13% | -0.99% | -3.14% |
| AMN | 2011-05-05 | 2011-05-06 | 2011-05-20 | 1 | 9.11 | 9.11 | 0.00% | market | 444.32% | 892.06% | -8.33% | -0.99% | -7.35% |
| AROC | 2011-05-05 | 2011-05-06 | 2011-05-20 | 1 | 12.97 | 12.97 | 0.00% | market | 16.67% | 132.59% | -5.42% | -0.99% | -4.43% |
| BKNG | 2011-05-05 | 2011-05-06 | 2011-05-20 | 1 | 21.22 | 21.22 | 0.00% | market | 8.13% | 10487.19% | -2.08% | -0.99% | -1.09% |
| CI | 2011-05-05 | 2011-05-06 | 2011-05-20 | 1 | 47.65 | 47.65 | 0.00% | market | 25.69% | 174.05% | 3.03% | -0.99% | 4.01% |
| CNK | 2011-05-05 | 2011-05-06 | 2011-05-20 | 1 | 21.53 | 21.53 | 0.00% | market | 69.23% | 14.81% | 0.92% | -0.99% | 1.91% |
| CNXN | 2011-05-05 | 2011-05-06 | 2011-05-20 | 1 | 8.48 | 8.48 | 0.00% | market | 41.67% | 76.47% | 1.67% | -0.99% | 2.65% |
| CSV | 2011-05-05 | 2011-05-06 | 2011-05-20 | 1 | 6.39 | 6.39 | 0.00% | market | 11.76% | 189.47% | -4.01% | -0.99% | -3.03% |
| DPZ | 2011-05-05 | 2011-05-06 | 2011-05-20 | 1 | 21.71 | 21.71 | 0.00% | market | 23.53% | 371.43% | 12.84% | -0.99% | 13.83% |
| EL | 2011-05-05 | 2011-05-06 | 2011-05-20 | 1 | 48.64 | 48.64 | 0.00% | market | 28.57% | 186.11% | 3.35% | -0.99% | 4.34% |
| EOG | 2011-05-05 | 2011-05-06 | 2011-05-20 | 1 | 54.50 | 54.50 | 0.00% | market | 25.93% | 194.18% | -2.06% | -0.99% | -1.08% |
| ERIE | 2011-05-05 | 2011-05-06 | 2011-05-20 | 1 | 70.14 | 70.14 | 0.00% | market | 8.45% | 28.57% | 2.42% | -0.99% | 3.41% |
| ES | 2011-05-05 | 2011-05-06 | 2011-05-20 | 1 | 35.52 | 35.52 | 0.00% | market | 9.52% | 58.23% | 1.53% | -0.99% | 2.52% |
| ICFI | 2011-05-05 | 2011-05-06 | 2011-05-20 | 1 | 24.47 | 24.47 | 0.00% | market | 8.33% | 118.38% | 2.07% | -0.99% | 3.05% |
| IDA | 2011-05-05 | 2011-05-06 | 2011-05-20 | 1 | 39.23 | 39.23 | 0.00% | market | 25.00% | 34.45% | -0.10% | -0.99% | 0.89% |
| LNT | 2011-05-05 | 2011-05-06 | 2011-05-20 | 1 | 19.93 | 19.93 | 0.00% | market | 30.77% | 103.36% | 1.61% | -0.99% | 2.59% |
| MAIN | 2011-05-05 | 2011-05-06 | 2011-05-20 | 1 | 18.23 | 18.23 | 0.00% | market | 5.56% | 63.68% | 1.11% | -0.99% | 2.09% |
| ABR | 2011-05-06 | 2011-05-09 | 2011-05-23 | 3 | 5.15 | 5.15 | 0.00% | market | 106.12% | 633.33% | -6.12% | -1.59% | -4.53% |
| AVA | 2011-05-06 | 2011-05-09 | 2011-05-23 | 3 | 24.40 | 24.40 | 0.00% | market | 14.06% | 14.38% | 1.17% | -1.59% | 2.76% |
| FBP | 2011-05-06 | 2011-05-09 | 2011-05-23 | 3 | 4.73 | 4.73 | 0.00% | market | 22.07% | 110.48% | -5.39% | -1.59% | -3.80% |
| IBOC | 2011-05-06 | 2011-05-09 | 2011-05-23 | 3 | 16.52 | 16.52 | 0.00% | market | 15.38% | 8.89% | -1.07% | -1.59% | 0.52% |
| LNG | 2011-05-06 | 2011-05-09 | 2011-05-23 | 3 | 8.14 | 8.14 | 0.00% | market | 31.03% | 133.50% | 44.37% | -1.59% | 45.96% |
| WTRG | 2011-05-06 | 2011-05-09 | 2011-05-23 | 3 | 18.20 | 18.20 | 0.00% | market | 28.57% | 222.48% | -2.63% | -1.59% | -1.04% |
| BLKB | 2011-05-09 | 2011-05-10 | 2011-05-24 | 1 | 27.59 | 27.59 | 0.00% | market | 9.52% | 134.78% | -2.35% | -2.38% | 0.03% |
| BRT | 2011-05-09 | 2011-05-10 | 2011-05-24 | 1 | 6.44 | 6.44 | 0.00% | market | 262.50% | 130.77% | 0.83% | -2.38% | 3.21% |
| CHDN | 2011-05-09 | 2011-05-10 | 2011-05-24 | 1 | 6.94 | 6.94 | 0.00% | market | 40.00% | 430.55% | 1.34% | -2.38% | 3.72% |
| EGY | 2011-05-09 | 2011-05-10 | 2011-05-24 | 1 | 6.80 | 6.80 | 0.00% | market | 5.56% | 47.37% | -0.25% | -2.38% | 2.14% |
| GTN | 2011-05-09 | 2011-05-10 | 2011-05-24 | 1 | 2.50 | 2.50 | 0.00% | market | 30.77% | 211.11% | 9.10% | -2.38% | 11.48% |
| HLIO | 2011-05-09 | 2011-05-10 | 2011-05-24 | 1 | 33.31 | 33.31 | 0.00% | market | 26.67% | 31.58% | -11.27% | -2.38% | -8.89% |
| IPAR | 2011-05-09 | 2011-05-10 | 2011-05-24 | 1 | 18.71 | 18.71 | 0.00% | market | 57.69% | 38.56% | 10.27% | -2.38% | 12.65% |
| LOPE | 2011-05-09 | 2011-05-10 | 2011-05-24 | 1 | 14.22 | 14.22 | 0.00% | market | 8.70% | 404.00% | -10.72% | -2.38% | -8.34% |
| MED | 2011-05-09 | 2011-05-10 | 2011-05-24 | 1 | 21.63 | 21.63 | 0.00% | market | 7.32% | 61.36% | 14.23% | -2.38% | 16.61% |
| MYRG | 2011-05-09 | 2011-05-10 | 2011-05-24 | 1 | 25.88 | 25.88 | 0.00% | market | 31.25% | 169.52% | -15.98% | -2.38% | -13.60% |
| NAT | 2011-05-09 | 2011-05-10 | 2011-05-24 | 1 | 24.70 | 24.70 | 0.00% | market | 6.25% | 305.20% | -6.05% | -2.38% | -3.67% |
| SRE | 2011-05-09 | 2011-05-10 | 2011-05-24 | 1 | 27.59 | 27.59 | 0.00% | market | 8.08% | 21.98% | -0.97% | -2.38% | 1.41% |
| SYY | 2011-05-09 | 2011-05-10 | 2011-05-24 | 1 | 31.21 | 31.21 | 0.00% | market | 12.20% | 110.17% | 2.01% | -2.38% | 4.40% |
| TGS | 2011-05-09 | 2011-05-10 | 2011-05-24 | 1 | 5.31 | 5.31 | 0.00% | market | 30.00% | 2318.50% | -30.23% | -2.38% | -27.85% |
| BAP | 2011-05-10 | 2011-05-11 | 2011-05-25 | 1 | 101.79 | 101.79 | 0.00% | market | 18.38% | 432.80% | 0.78% | -2.42% | 3.20% |
| BR | 2011-05-10 | 2011-05-11 | 2011-05-25 | 1 | 23.04 | 23.04 | 0.00% | market | 25.00% | 244.00% | -1.88% | -2.42% | 0.54% |
| COKE | 2011-05-10 | 2011-05-11 | 2011-05-25 | 1 | 7.02 | 7.02 | 0.00% | market | 8.47% | 134.38% | -2.24% | -2.42% | 0.18% |
| CVLT | 2011-05-10 | 2011-05-11 | 2011-05-25 | 1 | 38.89 | 38.89 | 0.00% | market | 8.70% | 22.50% | -2.16% | -2.42% | 0.26% |
| EPD | 2011-05-10 | 2011-05-11 | 2011-05-25 | 1 | 20.78 | 20.78 | 0.00% | market | 13.64% | 93.04% | -0.34% | -2.42% | 2.08% |
| IFF | 2011-05-10 | 2011-05-11 | 2011-05-25 | 1 | 65.23 | 65.23 | 0.00% | market | 9.57% | 47.22% | -3.32% | -2.42% | -0.90% |
| IHG | 2011-05-10 | 2011-05-11 | 2011-05-25 | 1 | 27.79 | 27.79 | 0.00% | market | 23.33% | 76.22% | -5.07% | -2.42% | -2.65% |
| LGND | 2011-05-10 | 2011-05-11 | 2011-05-25 | 1 | 7.18 | 7.18 | 0.00% | market | 860.00% | 114.58% | -9.85% | -2.42% | -7.43% |
| QUAD | 2011-05-10 | 2011-05-11 | 2011-05-25 | 1 | 41.87 | 41.87 | 0.00% | market | 33.33% | 250.00% | -2.18% | -2.42% | 0.24% |
| STNG | 2011-05-10 | 2011-05-11 | 2011-05-25 | 1 | 110.00 | 110.00 | 0.00% | market | 31.03% | 182.22% | -8.83% | -2.42% | -6.41% |
| CSCO | 2011-05-11 | 2011-05-12 | 2011-05-26 | 1 | 16.96 | 16.96 | 0.00% | market | 13.51% | 61.90% | -4.29% | -0.81% | -3.48% |
| ENB | 2011-05-11 | 2011-05-12 | 2011-05-26 | 1 | 31.21 | 31.21 | 0.00% | market | 22.05% | 35.88% | 4.39% | -0.81% | 5.19% |
| GGAL | 2011-05-11 | 2011-05-12 | 2011-05-26 | 1 | 12.93 | 12.93 | 0.00% | market | 21.05% | 3127.58% | -10.85% | -0.81% | -10.04% |
| M | 2011-05-11 | 2011-05-12 | 2011-05-26 | 1 | 28.29 | 28.29 | 0.00% | market | 66.67% | 10.37% | 1.17% | -0.81% | 1.98% |
| NXST | 2011-05-11 | 2011-05-12 | 2011-05-26 | 1 | 7.62 | 7.62 | 0.00% | market | 12.00% | 613.64% | -11.25% | -0.81% | -10.45% |
| RAMP | 2011-05-11 | 2011-05-12 | 2011-05-26 | 1 | 14.36 | 14.36 | 0.00% | market | 10.53% | 80.95% | -6.44% | -0.81% | -5.63% |
| TR | 2011-05-11 | 2011-05-12 | 2011-05-26 | 1 | 18.16 | 18.16 | 0.00% | market | 42.86% | 210.00% | -1.64% | -0.81% | -0.84% |
| PAM | 2011-05-12 | 2011-05-13 | 2011-05-27 | 1 | 15.03 | 15.03 | 0.00% | market | 200.20% | 3919.07% | -2.36% | -1.21% | -1.15% |
| TNK | 2011-05-12 | 2011-05-13 | 2011-05-27 | 1 | 79.52 | 79.52 | 0.00% | market | 45.45% | 263.80% | -10.26% | -1.21% | -9.05% |
| WD | 2011-05-12 | 2011-05-13 | 2011-05-27 | 1 | 12.18 | 12.18 | 0.00% | market | 10.71% | 263.44% | 9.10% | -1.21% | 10.31% |
| BN | 2011-05-13 | 2011-05-16 | 2011-05-31 | 3 | 6.46 | 6.46 | 0.00% | market | 100.00% | 70.12% | 2.53% | 1.00% | 1.53% |
| DDS | 2011-05-13 | 2011-05-16 | 2011-05-31 | 3 | 55.27 | 55.27 | 0.00% | market | 43.96% | 46.56% | 1.56% | 1.00% | 0.56% |
| PLUG | 2011-05-13 | 2011-05-16 | 2011-05-31 | 3 | 5.50 | 5.50 | 0.00% | market | 21.43% | 84.68% | -55.55% | 1.00% | -56.56% |
| NOVT | 2011-05-16 | 2011-05-17 | 2011-06-01 | 1 | 11.99 | 11.99 | 0.00% | market | 137.50% | 73.68% | -3.77% | -0.62% | -3.15% |
| TCOM | 2011-05-16 | 2011-05-17 | 2011-06-01 | 1 | 21.63 | 21.63 | 0.00% | market | 596.63% | 1311.33% | 4.06% | -0.62% | 4.68% |
| VCEL | 2011-05-16 | 2011-05-17 | 2011-06-01 | 1 | 57.80 | 57.80 | 0.00% | market | 27.78% | 97.38% | 5.09% | -0.62% | 5.71% |
| ADI | 2011-05-17 | 2011-05-18 | 2011-06-02 | 1 | 42.00 | 42.00 | 0.00% | market | 10.29% | 33.20% | -5.24% | -1.13% | -4.11% |
| TFII | 2011-05-17 | 2011-05-18 | 2011-06-02 | 1 | 15.93 | 15.93 | 0.00% | market | 33.31% | 316.29% | 2.16% | -1.13% | 3.29% |
| NTES | 2011-05-18 | 2011-05-19 | 2011-06-03 | 1 | 9.17 | 9.17 | 0.00% | market | 21.43% | 1884.14% | -1.52% | -3.25% | 1.73% |
| TGT | 2011-05-18 | 2011-05-19 | 2011-06-03 | 1 | 49.88 | 49.88 | 0.00% | market | 5.32% | 44.93% | -5.07% | -3.25% | -1.82% |
| ADSK | 2011-05-19 | 2011-05-20 | 2011-06-06 | 1 | 44.36 | 44.36 | 0.00% | market | 8.11% | 17.19% | -9.30% | -3.94% | -5.36% |
| DLTR | 2011-05-19 | 2011-05-20 | 2011-06-06 | 1 | 31.69 | 31.69 | 0.00% | market | 10.81% | 178.26% | -3.05% | -3.94% | 0.89% |
| FLO | 2011-05-19 | 2011-05-20 | 2011-06-06 | 1 | 14.23 | 14.23 | 0.00% | market | 10.00% | 45.45% | -0.45% | -3.94% | 3.49% |
| NDSN | 2011-05-19 | 2011-05-20 | 2011-06-06 | 1 | 50.96 | 50.96 | 0.00% | market | 7.95% | 18.42% | -0.92% | -3.94% | 3.01% |
| TTC | 2011-05-19 | 2011-05-20 | 2011-06-06 | 1 | 16.37 | 16.37 | 0.00% | market | 17.50% | 6.38% | -8.47% | -3.94% | -4.53% |
| WSM | 2011-05-19 | 2011-05-20 | 2011-06-06 | 1 | 20.49 | 20.49 | 0.00% | market | 7.14% | 14.67% | -8.20% | -3.94% | -4.26% |
| DCI | 2011-05-20 | 2011-05-23 | 2011-06-07 | 3 | 29.70 | 29.70 | 0.00% | market | 11.11% | 32.50% | -6.36% | -2.29% | -4.07% |
| RYAAY | 2011-05-23 | 2011-05-24 | 2011-06-08 | 1 | 11.84 | 11.84 | 0.00% | market | 24.00% | 663.15% | 3.11% | -3.04% | 6.14% |
| AZO | 2011-05-24 | 2011-05-25 | 2011-06-09 | 1 | 294.44 | 294.44 | 0.00% | market | 6.22% | 182.61% | -0.95% | -1.54% | 0.59% |
| DY | 2011-05-24 | 2011-05-25 | 2011-06-09 | 1 | 17.00 | 17.00 | 0.00% | market | 100.00% | 317.85% | -13.63% | -1.54% | -12.09% |
| HEI | 2011-05-24 | 2011-05-25 | 2011-06-09 | 1 | 16.71 | 16.71 | 0.00% | market | 8.33% | 259.22% | 1.34% | -1.54% | 2.87% |
| TTWO | 2011-05-24 | 2011-05-25 | 2011-06-09 | 1 | 16.13 | 16.13 | 0.00% | market | 53.85% | 125.01% | -2.58% | -1.54% | -1.04% |
| CAL | 2011-05-25 | 2011-05-26 | 2011-06-10 | 1 | 10.62 | 10.62 | 0.00% | market | 23.08% | 119.35% | -14.60% | -3.36% | -11.25% |
| FRO | 2011-05-25 | 2011-05-26 | 2011-06-10 | 1 | 88.20 | 88.20 | 0.00% | market | 50.00% | 215.00% | -10.30% | -3.36% | -6.95% |
| PBA | 2011-05-25 | 2011-05-26 | 2011-06-10 | 1 | 24.55 | 24.55 | 0.00% | market | 38.11% | 127.64% | 1.41% | -3.36% | 4.76% |
| GCO | 2011-05-26 | 2011-05-27 | 2011-06-13 | 1 | 45.98 | 45.98 | 0.00% | market | 39.58% | 202.99% | -8.17% | -4.25% | -3.92% |
| RBC | 2011-05-26 | 2011-05-27 | 2011-06-13 | 1 | 68.47 | 68.47 | 0.00% | market | 9.30% | 150.46% | -5.12% | -4.25% | -0.87% |
| BNS | 2011-05-31 | 2011-06-01 | 2011-06-15 | 1 | 61.37 | 61.37 | 0.00% | market | 26.61% | 32.31% | -4.96% | -5.57% | 0.61% |
| ENS | 2011-05-31 | 2011-06-01 | 2011-06-15 | 1 | 35.82 | 35.82 | 0.00% | market | 5.63% | 75.56% | -12.83% | -5.57% | -7.26% |
| PVH | 2011-05-31 | 2011-06-01 | 2011-06-15 | 1 | 68.40 | 68.40 | 0.00% | market | 6.03% | 98.84% | -9.28% | -5.57% | -3.71% |
| MOV | 2011-06-02 | 2011-06-03 | 2011-06-17 | 1 | 16.22 | 16.22 | 0.00% | market | 166.67% | 1350.00% | -0.47% | -2.38% | 1.91% |
| BAH | 2011-06-07 | 2011-06-08 | 2011-06-22 | 1 | 17.82 | 17.82 | 0.00% | market | 28.57% | 103.21% | 7.53% | -0.07% | 7.60% |
| MOD | 2011-06-07 | 2011-06-08 | 2011-06-22 | 1 | 14.84 | 14.84 | 0.00% | market | 37.50% | 63.64% | -1.72% | -0.07% | -1.65% |
| OXM | 2011-06-07 | 2011-06-08 | 2011-06-22 | 1 | 36.01 | 36.01 | 0.00% | market | 7.00% | 13.40% | -10.79% | -0.07% | -10.72% |
| ULTA | 2011-06-07 | 2011-06-08 | 2011-06-22 | 1 | 56.33 | 56.33 | 0.00% | market | 19.35% | 727.63% | 9.06% | -0.07% | 9.13% |
| THO | 2011-06-08 | 2011-06-09 | 2011-06-23 | 1 | 30.22 | 30.22 | 0.00% | market | 7.46% | 231.94% | -5.63% | -0.36% | -5.26% |
| UHAL | 2011-06-08 | 2011-06-09 | 2011-06-23 | 1 | 9.32 | 9.32 | 0.00% | market | 208.33% | 1359.62% | 1.36% | -0.36% | 1.72% |
| BF-B | 2011-06-09 | 2011-06-10 | 2011-06-24 | 1 | 19.09 | 19.09 | 0.00% | market | 76.47% | 23.60% | 2.83% | -1.58% | 4.42% |
| LULU | 2011-06-10 | 2011-06-13 | 2011-06-27 | 3 | 45.48 | 45.48 | 0.00% | market | 10.00% | 219.78% | 19.28% | 0.04% | 19.25% |
| CASY | 2011-06-13 | 2011-06-14 | 2011-06-28 | 1 | 41.62 | 41.62 | 0.00% | market | 20.00% | 35.00% | 5.69% | 0.57% | 5.12% |
| BBY | 2011-06-14 | 2011-06-15 | 2011-06-29 | 1 | 29.89 | 29.89 | 0.00% | market | 6.06% | 147.93% | 5.86% | 1.93% | 3.92% |
| KFY | 2011-06-15 | 2011-06-16 | 2011-06-30 | 1 | 22.27 | 22.27 | 0.00% | market | 21.88% | 94.87% | -1.36% | 3.86% | -5.22% |
| KR | 2011-06-16 | 2011-06-17 | 2011-07-01 | 1 | 12.03 | 12.03 | 0.00% | market | 9.37% | 80.00% | 4.14% | 4.68% | -0.54% |
| ADBE | 2011-06-21 | 2011-06-22 | 2011-07-07 | 1 | 30.30 | 30.30 | 0.00% | market | 7.84% | 193.73% | 5.74% | 4.89% | 0.85% |
| CCL | 2011-06-21 | 2011-06-22 | 2011-07-07 | 1 | 37.10 | 37.10 | 0.00% | market | 13.04% | 69.44% | 2.60% | 4.89% | -2.29% |
| LZB | 2011-06-21 | 2011-06-22 | 2011-07-07 | 1 | 11.03 | 11.03 | 0.00% | market | 26.32% | 133.33% | -8.17% | 4.89% | -13.06% |
| BBBY | 2011-06-22 | 2011-06-23 | 2011-07-08 | 1 | 14.12 | 14.12 | 0.00% | market | 14.29% | 41.67% | 10.66% | 5.69% | 4.97% |
| KMX | 2011-06-22 | 2011-06-23 | 2011-07-08 | 1 | 32.39 | 32.39 | 0.00% | market | 17.02% | 170.52% | 6.20% | 5.69% | 0.50% |
| MLKN | 2011-06-22 | 2011-06-23 | 2011-07-08 | 1 | 25.64 | 25.64 | 0.00% | market | 15.38% | 99.04% | 11.09% | 5.69% | 5.40% |
| LEN | 2011-06-23 | 2011-06-24 | 2011-07-11 | 1 | 18.53 | 18.53 | 0.00% | market | 90.01% | 976.60% | -1.88% | 2.88% | -4.77% |
| ORCL | 2011-06-23 | 2011-06-24 | 2011-07-11 | 1 | 31.49 | 31.49 | 0.00% | market | 5.63% | 14.77% | 5.14% | 2.88% | 2.26% |
| NKE | 2011-06-27 | 2011-06-28 | 2011-07-13 | 1 | 21.32 | 21.32 | 0.00% | market | 6.90% | 90.32% | 7.83% | 2.64% | 5.19% |
| SNX | 2011-06-28 | 2011-06-29 | 2011-07-14 | 1 | 14.70 | 14.70 | 0.00% | market | 6.25% | 61.30% | 2.49% | 0.56% | 1.92% |
| UNF | 2011-06-29 | 2011-06-30 | 2011-07-15 | 1 | 54.76 | 54.76 | 0.00% | market | 9.41% | 98.92% | 5.83% | 0.42% | 5.42% |
| MEI | 2011-06-30 | 2011-07-01 | 2011-07-18 | 1 | 11.61 | 11.61 | 0.00% | market | 118.18% | 108.33% | -10.09% | -1.12% | -8.97% |
| STZ | 2011-06-30 | 2011-07-01 | 2011-07-18 | 1 | 20.81 | 20.81 | 0.00% | market | 5.41% | 425.59% | -2.45% | -1.12% | -1.33% |
| WOR | 2011-06-30 | 2011-07-01 | 2011-07-18 | 1 | 14.09 | 14.09 | 0.00% | market | 16.36% | 75.00% | -2.30% | -1.12% | -1.18% |
| PSMT | 2011-07-07 | 2011-07-08 | 2011-07-22 | 1 | 59.85 | 59.85 | 0.00% | market | 19.57% | 23.90% | 2.16% | 0.56% | 1.60% |
| FAST | 2011-07-12 | 2011-07-13 | 2011-07-27 | 1 | 8.73 | 8.73 | 0.00% | market | 6.67% | 108.87% | -4.80% | -1.13% | -3.67% |
| COF | 2011-07-13 | 2011-07-14 | 2011-07-28 | 1 | 50.52 | 50.52 | 0.00% | market | 15.20% | 37.92% | -5.82% | -1.48% | -4.35% |
| OZK | 2011-07-13 | 2011-07-14 | 2011-07-28 | 1 | 13.24 | 13.24 | 0.00% | market | 265.00% | 14.86% | -3.35% | -1.48% | -1.87% |
| UFPI | 2011-07-13 | 2011-07-14 | 2011-07-28 | 1 | 8.09 | 8.09 | 0.00% | market | 120.00% | 350.00% | 20.42% | -1.48% | 21.89% |
| YUM | 2011-07-13 | 2011-07-14 | 2011-07-28 | 1 | 40.92 | 40.92 | 0.00% | market | 8.20% | 22.63% | -7.53% | -1.48% | -6.05% |
| CBSH | 2011-07-14 | 2011-07-15 | 2011-07-29 | 1 | 20.56 | 20.56 | 0.00% | market | 10.00% | 53.56% | -4.38% | -1.77% | -2.61% |
| GOOGL | 2011-07-14 | 2011-07-15 | 2011-07-29 | 1 | 14.95 | 14.95 | 0.00% | market | 10.00% | 140.97% | 0.97% | -1.77% | 2.74% |
| JPM | 2011-07-14 | 2011-07-15 | 2011-07-29 | 1 | 40.61 | 40.61 | 0.00% | market | 13.22% | 71.59% | -0.49% | -1.77% | 1.28% |
| WAFD | 2011-07-14 | 2011-07-15 | 2011-07-29 | 1 | 17.04 | 17.04 | 0.00% | market | 12.50% | 111.11% | -0.86% | -1.77% | 0.91% |
| C | 2011-07-15 | 2011-07-18 | 2011-08-01 | 3 | 38.20 | 38.20 | 0.00% | market | 13.54% | 64.90% | 0.63% | -1.75% | 2.39% |
| FHN | 2011-07-15 | 2011-07-18 | 2011-08-01 | 3 | 9.53 | 9.53 | 0.00% | market | 45.45% | 114.74% | -7.03% | -1.75% | -5.27% |
| FIZZ | 2011-07-15 | 2011-07-18 | 2011-08-01 | 3 | 7.70 | 7.70 | 0.00% | market | 9.09% | 214.13% | -0.75% | -1.75% | 1.01% |
| GPC | 2011-07-15 | 2011-07-18 | 2011-08-01 | 3 | 56.82 | 56.82 | 0.00% | market | 7.87% | 35.81% | -7.61% | -1.75% | -5.86% |
| EDU | 2011-07-18 | 2011-07-19 | 2011-08-02 | 1 | 30.43 | 30.43 | 0.00% | market | 66.67% | 1169.73% | -5.92% | -4.45% | -1.46% |
| ELS | 2011-07-18 | 2011-07-19 | 2011-08-02 | 1 | 16.38 | 16.38 | 0.00% | market | 233.33% | 80.00% | -3.70% | -4.45% | 0.75% |
| ICUI | 2011-07-18 | 2011-07-19 | 2011-08-02 | 1 | 45.35 | 45.35 | 0.00% | market | 19.64% | 223.38% | -6.60% | -4.45% | -2.15% |
| PKG | 2011-07-18 | 2011-07-19 | 2011-08-02 | 1 | 27.68 | 27.68 | 0.00% | market | 14.71% | 401.39% | -6.71% | -4.45% | -2.26% |
| SCHW | 2011-07-18 | 2011-07-19 | 2011-08-02 | 1 | 15.02 | 15.02 | 0.00% | market | 5.26% | 212.45% | -3.23% | -4.45% | 1.22% |
| STLD | 2011-07-18 | 2011-07-19 | 2011-08-02 | 1 | 15.99 | 15.99 | 0.00% | market | 10.26% | 83.73% | -5.23% | -4.45% | -0.77% |
| ZION | 2011-07-18 | 2011-07-19 | 2011-08-02 | 1 | 22.56 | 22.56 | 0.00% | market | 1064.48% | 557.94% | -7.72% | -4.45% | -3.27% |
| AAPL | 2011-07-19 | 2011-07-20 | 2011-08-03 | 1 | 14.15 | 14.15 | 0.00% | market | 33.33% | 267.86% | -1.02% | -5.19% | 4.17% |
| BNY | 2011-07-19 | 2011-07-20 | 2011-08-03 | 1 | 24.80 | 24.80 | 0.00% | market | 7.27% | 141.22% | -0.70% | -5.19% | 4.48% |
| CTAS | 2011-07-19 | 2011-07-20 | 2011-08-03 | 1 | 8.44 | 8.44 | 0.00% | market | 13.95% | 9.81% | -7.68% | -5.19% | -2.50% |
| FTNT | 2011-07-19 | 2011-07-20 | 2011-08-03 | 1 | 4.47 | 4.47 | 0.00% | market | 8.23% | 286.22% | -5.69% | -5.19% | -0.51% |
| FULT | 2011-07-19 | 2011-07-20 | 2011-08-03 | 1 | 10.40 | 10.40 | 0.00% | market | 5.88% | 55.56% | -2.60% | -5.19% | 2.59% |
| GWW | 2011-07-19 | 2011-07-20 | 2011-08-03 | 1 | 157.45 | 157.45 | 0.00% | market | 5.21% | 99.89% | -9.42% | -5.19% | -4.23% |
| ISRG | 2011-07-19 | 2011-07-20 | 2011-08-03 | 1 | 43.57 | 43.57 | 0.00% | market | 6.67% | 181.20% | -3.36% | -5.19% | 1.83% |
| KEY | 2011-07-19 | 2011-07-20 | 2011-08-03 | 1 | 8.18 | 8.18 | 0.00% | market | 25.00% | 65.77% | -3.28% | -5.19% | 1.91% |
| MANH | 2011-07-19 | 2011-07-20 | 2011-08-03 | 1 | 9.75 | 9.75 | 0.00% | market | 45.45% | 112.50% | -5.46% | -5.19% | -0.28% |
| PII | 2011-07-19 | 2011-07-20 | 2011-08-03 | 1 | 59.15 | 59.15 | 0.00% | market | 16.95% | 32.00% | -5.61% | -5.19% | -0.43% |
| PNFP | 2011-07-19 | 2011-07-20 | 2011-08-03 | 1 | 15.23 | 15.23 | 0.00% | market | 40.00% | 761.69% | -0.63% | -5.19% | 4.56% |
| UNH | 2011-07-19 | 2011-07-20 | 2011-08-03 | 1 | 51.76 | 51.76 | 0.00% | market | 23.40% | 210.05% | -8.95% | -5.19% | -3.76% |
| APH | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 6.29 | 6.29 | 0.00% | market | 5.26% | 10.13% | -13.45% | -9.85% | -3.60% |
| AXP | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 52.23 | 52.23 | 0.00% | market | 8.08% | 85.67% | -10.42% | -9.85% | -0.57% |
| BANR | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 18.45 | 18.45 | 0.00% | market | 79.63% | 618.18% | -6.17% | -9.85% | 3.68% |
| BMI | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 19.24 | 19.24 | 0.00% | market | 13.04% | 45.38% | -6.96% | -9.85% | 2.89% |
| BPOP | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 25.70 | 25.70 | 0.00% | market | 45.83% | 107.53% | -10.22% | -9.85% | -0.37% |
| CVBF | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 9.56 | 9.56 | 0.00% | market | 42.86% | 40.00% | -4.70% | -9.85% | 5.15% |
| EWBC | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 19.75 | 19.75 | 0.00% | market | 5.41% | 211.81% | -8.51% | -9.85% | 1.35% |
| EXPO | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 11.26 | 11.26 | 0.00% | market | 7.69% | 154.29% | -11.82% | -9.85% | -1.97% |
| FFIV | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 102.81 | 102.81 | 0.00% | market | 6.59% | 150.34% | -15.94% | -9.85% | -6.09% |
| INTC | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 22.35 | 22.35 | 0.00% | market | 5.88% | 112.22% | -6.81% | -9.85% | 3.04% |
| MCRI | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 10.85 | 10.85 | 0.00% | market | 69.23% | 69.03% | 0.73% | -9.85% | 10.58% |
| MKSI | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 23.54 | 23.54 | 0.00% | market | 15.87% | 48.42% | 1.56% | -9.85% | 11.41% |
| MTB | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 87.76 | 87.76 | 0.00% | market | 56.13% | 36.33% | -7.71% | -9.85% | 2.14% |
| PIPR | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 7.71 | 7.71 | 0.00% | market | 12.24% | 260.00% | -12.03% | -9.85% | -2.18% |
| PLXS | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 30.85 | 30.85 | 0.00% | market | 5.45% | 53.45% | -7.88% | -9.85% | 1.97% |
| PNC | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 56.05 | 56.05 | 0.00% | market | 14.38% | 56.22% | -8.52% | -9.85% | 1.33% |
| RHI | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 28.95 | 28.95 | 0.00% | market | 13.64% | 280.57% | -14.64% | -9.85% | -4.79% |
| RJF | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 21.89 | 21.89 | 0.00% | market | 13.64% | 414.36% | -10.10% | -9.85% | -0.25% |
| STX | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 14.60 | 14.60 | 0.00% | market | 12.00% | 251.81% | -17.43% | -9.85% | -7.58% |
| TCBI | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 27.71 | 27.71 | 0.00% | market | 19.44% | 206.98% | -5.26% | -9.85% | 4.59% |
| TEL | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 36.49 | 36.49 | 0.00% | market | 9.86% | 62.82% | -15.39% | -9.85% | -5.54% |
| TXT | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 24.46 | 24.46 | 0.00% | market | 20.83% | 134.52% | -22.42% | -9.85% | -12.57% |
| USB | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 26.36 | 26.36 | 0.00% | market | 13.21% | 66.88% | -8.48% | -9.85% | 1.37% |
| WERN | 2011-07-20 | 2011-07-21 | 2011-08-04 | 1 | 25.50 | 25.50 | 0.00% | market | 11.76% | 23.37% | -16.18% | -9.85% | -6.33% |
| ABCB | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 10.30 | 10.30 | 0.00% | market | 233.33% | 1116.67% | -4.08% | -10.73% | 6.65% |
| ALV | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 49.88 | 49.88 | 0.00% | market | 20.31% | 25.97% | -19.49% | -10.73% | -8.75% |
| ASB | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 13.68 | 13.68 | 0.00% | market | 15.38% | 237.35% | -8.73% | -10.73% | 2.01% |
| AUB | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 12.75 | 12.75 | 0.00% | market | 26.32% | 204.17% | -5.12% | -10.73% | 5.61% |
| BLDR | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 2.44 | 2.44 | 0.00% | market | 27.27% | 380.03% | -23.05% | -10.73% | -12.32% |
| BLX | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 18.45 | 18.45 | 0.00% | market | 75.00% | 17.14% | -3.84% | -10.73% | 6.89% |
| CE | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 58.07 | 58.07 | 0.00% | market | 14.48% | 44.18% | -24.66% | -10.73% | -13.92% |
| FITB | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 12.86 | 12.86 | 0.00% | market | 29.63% | 63.29% | -12.54% | -10.73% | -1.81% |
| GPN | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 25.77 | 25.77 | 0.00% | market | 5.56% | 302.15% | -13.49% | -10.73% | -2.75% |
| HBAN | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 6.04 | 6.04 | 0.00% | market | 6.67% | 97.99% | -10.86% | -10.73% | -0.13% |
| HWC | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 31.14 | 31.14 | 0.00% | market | 17.07% | 83.33% | -0.84% | -10.73% | 9.90% |
| LECO | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 38.39 | 38.39 | 0.00% | market | 23.64% | 47.54% | -18.62% | -10.73% | -7.89% |
| LSTR | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 46.94 | 46.94 | 0.00% | market | 5.08% | 144.30% | -11.07% | -10.73% | -0.34% |
| MAN | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 54.89 | 54.89 | 0.00% | market | 10.13% | 56.19% | -21.40% | -10.73% | -10.66% |
| MS | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 23.90 | 23.90 | 0.00% | market | 40.63% | 406.14% | -16.33% | -10.73% | -5.60% |
| MSFT | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 26.86 | 26.86 | 0.00% | market | 18.97% | 80.46% | -4.49% | -10.73% | 6.24% |
| MYE | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 12.21 | 12.21 | 0.00% | market | 55.56% | 37.50% | -7.96% | -10.73% | 2.77% |
| NUE | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 40.67 | 40.67 | 0.00% | market | 16.05% | 226.98% | -14.16% | -10.73% | -3.43% |
| PAG | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 23.31 | 23.31 | 0.00% | market | 13.16% | 183.91% | -17.82% | -10.73% | -7.08% |
| RMBS | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 15.15 | 15.15 | 0.00% | market | 28.57% | 320.00% | -23.66% | -10.73% | -12.93% |
| SBSI | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 16.44 | 16.44 | 0.00% | market | 42.11% | 25.93% | 0.75% | -10.73% | 11.49% |
| SNA | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 61.91 | 61.91 | 0.00% | market | 5.56% | 154.50% | -15.99% | -10.73% | -5.26% |
| SWKS | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 25.00 | 25.00 | 0.00% | market | 6.52% | 277.55% | -17.38% | -10.73% | -6.65% |
| SXT | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 39.10 | 39.10 | 0.00% | market | 6.35% | 14.93% | -13.99% | -10.73% | -3.25% |
| WAL | 2011-07-21 | 2011-07-22 | 2011-08-05 | 1 | 7.22 | 7.22 | 0.00% | market | 43.88% | 1840.00% | -6.61% | -10.73% | 4.12% |
| IDXX | 2011-07-22 | 2011-07-25 | 2011-08-08 | 3 | 42.95 | 42.95 | 0.00% | market | 16.67% | 225.85% | -17.29% | -15.78% | -1.51% |
| MCD | 2011-07-22 | 2011-07-25 | 2011-08-08 | 3 | 87.96 | 87.96 | 0.00% | market | 5.47% | 29.81% | -6.75% | -15.78% | 9.03% |
| ACGL | 2011-07-25 | 2011-07-26 | 2011-08-09 | 1 | 11.11 | 11.11 | 0.00% | market | 150.00% | 1234.05% | -3.34% | -12.16% | 8.82% |
| ANIP | 2011-07-25 | 2011-07-26 | 2011-08-09 | 1 | 124.56 | 124.56 | 0.00% | market | 11.11% | 121.18% | -33.34% | -12.16% | -21.18% |
| BIDU | 2011-07-25 | 2011-07-26 | 2011-08-09 | 1 | 163.56 | 163.56 | 0.00% | market | 9.07% | 2252.60% | -12.28% | -12.16% | -0.12% |
| CALM | 2011-07-25 | 2011-07-26 | 2011-08-09 | 1 | 17.70 | 17.70 | 0.00% | market | 7.14% | 333.33% | -11.12% | -12.16% | 1.04% |
| FNB | 2011-07-25 | 2011-07-26 | 2011-08-09 | 1 | 10.18 | 10.18 | 0.00% | market | 5.88% | 52.03% | -11.30% | -12.16% | 0.86% |
| FNF | 2011-07-25 | 2011-07-26 | 2011-08-09 | 1 | 9.19 | 9.19 | 0.00% | market | 16.13% | 16.67% | -0.86% | -12.16% | 11.30% |
| HXL | 2011-07-25 | 2011-07-26 | 2011-08-09 | 1 | 25.18 | 25.18 | 0.00% | market | 14.29% | 143.32% | -22.58% | -12.16% | -10.42% |
| NFLX | 2011-07-25 | 2011-07-26 | 2011-08-09 | 1 | 3.65 | 3.65 | 0.00% | market | 12.50% | 68.84% | -6.95% | -12.16% | 5.21% |
| ROP | 2011-07-25 | 2011-07-26 | 2011-08-09 | 1 | 87.01 | 87.01 | 0.00% | market | 9.09% | 157.14% | -18.27% | -12.16% | -6.11% |
| SANM | 2011-07-25 | 2011-07-26 | 2011-08-09 | 1 | 10.69 | 10.69 | 0.00% | market | 20.00% | 40.48% | -20.68% | -12.16% | -8.52% |
| STBA | 2011-07-25 | 2011-07-26 | 2011-08-09 | 1 | 18.58 | 18.58 | 0.00% | market | 71.43% | 35.42% | -4.46% | -12.16% | 7.70% |
| TXN | 2011-07-25 | 2011-07-26 | 2011-08-09 | 1 | 31.50 | 31.50 | 0.00% | market | 5.66% | 101.11% | -14.10% | -12.16% | -1.94% |
| ABG | 2011-07-26 | 2011-07-27 | 2011-08-10 | 1 | 21.15 | 21.15 | 0.00% | market | 18.60% | 277.46% | -18.07% | -15.31% | -2.76% |
| AME | 2011-07-26 | 2011-07-27 | 2011-08-10 | 1 | 30.41 | 30.41 | 0.00% | market | 5.41% | 148.72% | -22.46% | -15.31% | -7.15% |
| AMZN | 2011-07-26 | 2011-07-27 | 2011-08-10 | 1 | 11.22 | 11.22 | 0.00% | market | 17.30% | 1076.00% | -13.56% | -15.31% | 1.75% |
| CB | 2011-07-26 | 2011-07-27 | 2011-08-10 | 1 | 67.50 | 67.50 | 0.00% | market | 21.08% | 27.19% | -12.17% | -15.31% | 3.14% |
| CBU | 2011-07-26 | 2011-07-27 | 2011-08-10 | 1 | 24.51 | 24.51 | 0.00% | market | 14.29% | 21.43% | -7.81% | -15.31% | 7.50% |
| CMI | 2011-07-26 | 2011-07-27 | 2011-08-10 | 1 | 109.38 | 109.38 | 0.00% | market | 19.90% | 47.91% | -21.25% | -15.31% | -5.94% |
| AN | 2011-07-27 | 2011-07-28 | 2011-08-11 | 1 | 38.50 | 38.50 | 0.00% | market | 6.52% | 86.16% | -10.59% | -10.16% | -0.43% |
| BA | 2011-07-27 | 2011-07-28 | 2011-08-11 | 1 | 71.00 | 71.00 | 0.00% | market | 28.87% | 155.21% | -17.21% | -10.16% | -7.05% |
| CBZ | 2011-07-27 | 2011-07-28 | 2011-08-11 | 1 | 7.26 | 7.26 | 0.00% | market | 16.67% | 396.43% | -11.67% | -10.16% | -1.51% |
| CINF | 2011-07-27 | 2011-07-28 | 2011-08-11 | 1 | 27.76 | 27.76 | 0.00% | market | 10.94% | 252.62% | -7.77% | -10.16% | 2.39% |
| BC | 2011-07-28 | 2011-07-29 | 2011-08-12 | 1 | 21.36 | 21.36 | 0.00% | market | 56.25% | 16.00% | -24.16% | -8.37% | -15.79% |
| BDC | 2011-07-28 | 2011-07-29 | 2011-08-12 | 1 | 36.60 | 36.60 | 0.00% | market | 20.00% | 25.93% | -15.48% | -8.37% | -7.11% |
| BSX | 2011-07-28 | 2011-07-29 | 2011-08-12 | 1 | 7.16 | 7.16 | 0.00% | market | 50.00% | 196.61% | -10.57% | -8.37% | -2.20% |
| BWA | 2011-07-28 | 2011-07-29 | 2011-08-12 | 1 | 34.60 | 34.60 | 0.00% | market | 14.29% | 48.21% | -11.52% | -8.37% | -3.15% |
| AMGN | 2011-07-29 | 2011-08-01 | 2011-08-15 | 3 | 55.02 | 55.02 | 0.00% | market | 7.03% | 154.32% | -6.32% | -7.81% | 1.50% |
| BANC | 2011-07-29 | 2011-08-01 | 2011-08-15 | 3 | 14.78 | 14.78 | 0.00% | market | 33.33% | 55.15% | -18.23% | -7.81% | -10.42% |
| COLB | 2011-07-29 | 2011-08-01 | 2011-08-15 | 3 | 17.75 | 17.75 | 0.00% | market | 15.79% | 174.24% | -11.14% | -7.81% | -3.33% |
| LYB | 2011-07-29 | 2011-08-01 | 2011-08-15 | 3 | 40.96 | 40.96 | 0.00% | market | 18.25% | 47.11% | -17.24% | -7.81% | -9.43% |
| AFG | 2011-08-01 | 2011-08-02 | 2011-08-16 | 1 | 34.47 | 34.47 | 0.00% | market | 34.48% | 180.53% | -5.15% | -6.43% | 1.28% |
| ALGT | 2011-08-01 | 2011-08-02 | 2011-08-16 | 1 | 41.62 | 41.62 | 0.00% | market | 6.90% | 319.35% | 6.63% | -6.43% | 13.06% |
| ALL | 2011-08-01 | 2011-08-02 | 2011-08-16 | 1 | 27.91 | 27.91 | 0.00% | market | 21.15% | 284.73% | -8.13% | -6.43% | -1.69% |
| BSAC | 2011-08-01 | 2011-08-02 | 2011-08-16 | 1 | 36.19 | 36.19 | 0.00% | market | 8.47% | 52779.90% | -10.85% | -6.43% | -4.42% |
| CGNX | 2011-08-01 | 2011-08-02 | 2011-08-16 | 1 | 8.75 | 8.75 | 0.00% | market | 22.22% | 49.25% | -5.70% | -6.43% | 0.73% |
| CRK | 2011-08-01 | 2011-08-02 | 2011-08-16 | 1 | 167.15 | 167.15 | 0.00% | market | 23.08% | 242.44% | -26.51% | -6.43% | -20.08% |
| EXLS | 2011-08-01 | 2011-08-02 | 2011-08-16 | 1 | 4.90 | 4.90 | 0.00% | market | 40.00% | 82.86% | -0.71% | -6.43% | 5.72% |
| AMT | 2011-08-02 | 2011-08-03 | 2011-08-17 | 1 | 51.00 | 51.00 | 0.00% | market | 26.09% | 194.31% | -0.39% | -4.77% | 4.37% |
| ARCB | 2011-08-02 | 2011-08-03 | 2011-08-17 | 1 | 23.99 | 23.99 | 0.00% | market | 300.00% | 47.11% | -14.98% | -4.77% | -10.21% |
| BDX | 2011-08-02 | 2011-08-03 | 2011-08-17 | 1 | 61.41 | 61.41 | 0.00% | market | 5.59% | 66.89% | -0.43% | -4.77% | 4.34% |
| CRL | 2011-08-02 | 2011-08-03 | 2011-08-17 | 1 | 38.56 | 38.56 | 0.00% | market | 16.67% | 97.35% | -13.04% | -4.77% | -8.27% |
| CVLT | 2011-08-02 | 2011-08-03 | 2011-08-17 | 1 | 41.43 | 41.43 | 0.00% | market | 23.53% | 45.83% | -7.39% | -4.77% | -2.62% |
| DUK | 2011-08-02 | 2011-08-03 | 2011-08-17 | 1 | 55.56 | 55.56 | 0.00% | market | 7.61% | 21.79% | -0.37% | -4.77% | 4.40% |
| ERIE | 2011-08-02 | 2011-08-03 | 2011-08-17 | 1 | 75.25 | 75.25 | 0.00% | market | 14.47% | 13.79% | -5.18% | -4.77% | -0.41% |
| FIX | 2011-08-02 | 2011-08-03 | 2011-08-17 | 1 | 11.35 | 11.35 | 0.00% | market | 90.48% | 262.50% | -14.90% | -4.77% | -10.13% |
| G | 2011-08-02 | 2011-08-03 | 2011-08-17 | 1 | 17.09 | 17.09 | 0.00% | market | 15.79% | 82.13% | -7.71% | -4.77% | -2.94% |
| H | 2011-08-02 | 2011-08-03 | 2011-08-17 | 1 | 36.75 | 36.75 | 0.00% | market | 80.00% | 6.22% | -7.88% | -4.77% | -3.12% |
| IPGP | 2011-08-02 | 2011-08-03 | 2011-08-17 | 1 | 63.11 | 63.11 | 0.00% | market | 14.55% | 75.53% | -9.34% | -4.77% | -4.57% |
| LNC | 2011-08-02 | 2011-08-03 | 2011-08-17 | 1 | 26.16 | 26.16 | 0.00% | market | 15.96% | 99.52% | -15.96% | -4.77% | -11.20% |
| AVNT | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 14.30 | 14.30 | 0.00% | market | 6.90% | 100.00% | -16.74% | -7.96% | -8.78% |
| AXS | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 31.23 | 31.23 | 0.00% | market | 32.65% | 116.71% | -10.12% | -7.96% | -2.16% |
| BCH | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 23.86 | 23.86 | 0.00% | market | 6.67% | 62852.26% | -2.41% | -7.96% | 5.56% |
| CLX | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 68.19 | 68.19 | 0.00% | market | 5.88% | 22.13% | -6.07% | -7.96% | 1.90% |
| CPA | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 66.40 | 66.40 | 0.00% | market | 29.29% | 85.94% | -4.17% | -7.96% | 3.80% |
| CSV | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 5.50 | 5.50 | 0.00% | market | 14.29% | 243.75% | -5.19% | -7.96% | 2.77% |
| EFOR | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 10.90 | 10.90 | 0.00% | market | 23.08% | 729.99% | -29.82% | -7.96% | -21.86% |
| ENSG | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 5.86 | 5.86 | 0.00% | market | 6.90% | 59.88% | -2.49% | -7.96% | 5.48% |
| FICO | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 29.56 | 29.56 | 0.00% | market | 7.41% | 139.66% | -14.75% | -7.96% | -6.78% |
| HVT | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 10.62 | 10.62 | 0.00% | market | 69.23% | 425.00% | -6.88% | -7.96% | 1.09% |
| KMPR | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 26.69 | 26.69 | 0.00% | market | 44.44% | 780.19% | -7.26% | -7.96% | 0.71% |
| MA | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 33.38 | 33.38 | 0.00% | market | 14.29% | 259.08% | -8.76% | -7.96% | -0.79% |
| MATV | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 27.59 | 27.59 | 0.00% | market | 17.65% | 6.67% | -3.36% | -7.96% | 4.60% |
| MTZ | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 20.35 | 20.35 | 0.00% | market | 10.71% | 148.60% | -14.30% | -7.96% | -6.34% |
| NEU | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 160.00 | 160.00 | 0.00% | market | 6.47% | 54.43% | -9.28% | -7.96% | -1.31% |
| NJR | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 21.61 | 21.61 | 0.00% | market | 9.09% | 541.67% | 0.69% | -7.96% | 8.65% |
| NWN | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 43.61 | 43.61 | 0.00% | market | 13.64% | 459.79% | -2.44% | -7.96% | 5.53% |
| ORA | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 19.87 | 19.87 | 0.00% | market | 595.79% | 125.71% | -15.65% | -7.96% | -7.69% |
| PBA | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 26.11 | 26.11 | 0.00% | market | 34.50% | 101.87% | -2.17% | -7.96% | 5.80% |
| PEG | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 31.47 | 31.47 | 0.00% | market | 7.27% | 90.09% | 1.68% | -7.96% | 9.64% |
| PRU | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 57.46 | 57.46 | 0.00% | market | 10.32% | 62.32% | -18.04% | -7.96% | -10.08% |
| SLF | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 27.14 | 27.14 | 0.00% | market | 40.41% | 48.59% | -3.67% | -7.96% | 4.29% |
| TEO | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 25.21 | 25.21 | 0.00% | market | 5.80% | 1678.06% | -8.03% | -7.96% | -0.07% |
| TFSL | 2011-08-03 | 2011-08-04 | 2011-08-18 | 1 | 9.10 | 9.10 | 0.00% | market | 100.00% | 350.00% | -8.67% | -7.96% | -0.71% |
| ACLS | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 6.32 | 6.32 | 0.00% | market | 166.67% | 118.75% | -17.82% | -7.49% | -10.33% |
| ADUS | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 5.00 | 5.00 | 0.00% | market | 9.09% | 283.33% | -10.10% | -7.49% | -2.61% |
| BKH | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 28.42 | 28.42 | 0.00% | market | 100.00% | 419.20% | 0.04% | -7.49% | 7.53% |
| BKNG | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 21.50 | 21.50 | 0.00% | market | 11.81% | 5029.68% | -16.57% | -7.49% | -9.07% |
| BLKB | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 27.29 | 27.29 | 0.00% | market | 8.00% | 100.00% | -18.35% | -7.49% | -10.86% |
| BXC | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 19.00 | 19.00 | 0.00% | market | 28.57% | 10.00% | -11.68% | -7.49% | -4.19% |
| CI | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 45.64 | 45.64 | 0.00% | market | 18.60% | 145.39% | -8.84% | -7.49% | -1.35% |
| CNXN | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 7.56 | 7.56 | 0.00% | market | 12.00% | 7.14% | 4.27% | -7.49% | 11.76% |
| COR | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 36.86 | 36.86 | 0.00% | market | 13.33% | 1385.04% | 1.74% | -7.49% | 9.23% |
| EBS | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 17.27 | 17.27 | 0.00% | market | 14.71% | 7.69% | -5.83% | -7.49% | 1.66% |
| ED | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 52.79 | 52.79 | 0.00% | market | 7.55% | 138.14% | 2.87% | -7.49% | 10.36% |
| EIX | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 35.32 | 35.32 | 0.00% | market | 8.00% | 32.59% | 1.43% | -7.49% | 8.92% |
| EOG | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 49.14 | 49.14 | 0.00% | market | 40.00% | 78.61% | -10.99% | -7.49% | -3.50% |
| EXEL | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 7.00 | 7.00 | 0.00% | market | 5.88% | 237.50% | -12.24% | -7.49% | -4.75% |
| GLP | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 20.00 | 20.00 | 0.00% | market | 33.33% | 267.50% | -3.70% | -7.49% | 3.79% |
| HCI | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 6.90 | 6.90 | 0.00% | market | 100.00% | 129.51% | -8.22% | -7.49% | -0.73% |
| HTGC | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 9.14 | 9.14 | 0.00% | market | 14.29% | 30.00% | -5.24% | -7.49% | 2.25% |
| IONS | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 7.49 | 7.49 | 0.00% | market | 18.18% | 76.72% | -5.97% | -7.49% | 1.52% |
| LAMR | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 22.54 | 22.54 | 0.00% | market | 50.00% | 583.33% | -18.33% | -7.49% | -10.84% |
| LEA | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 44.02 | 44.02 | 0.00% | market | 19.38% | 166.75% | -7.03% | -7.49% | 0.46% |
| LOPE | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 16.44 | 16.44 | 0.00% | market | 26.09% | 334.48% | -8.62% | -7.49% | -1.13% |
| MAIN | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 17.43 | 17.43 | 0.00% | market | 20.59% | 51.71% | 3.11% | -7.49% | 10.60% |
| MMS | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 19.36 | 19.36 | 0.00% | market | 7.69% | 110.71% | -4.90% | -7.49% | 2.59% |
| MNST | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 5.92 | 5.92 | 0.00% | market | 7.14% | 60.41% | 11.89% | -7.49% | 19.38% |
| MSCI | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 34.42 | 34.42 | 0.00% | market | 6.82% | 198.93% | -9.08% | -7.49% | -1.59% |
| AER | 2011-08-05 | 2011-08-08 | 2011-08-22 | 3 | 10.53 | 10.53 | 0.00% | market | 13.95% | 189.80% | -4.94% | -3.58% | -1.37% |
| CQP | 2011-08-05 | 2011-08-08 | 2011-08-22 | 3 | 14.70 | 14.70 | 0.00% | market | 1700.00% | 15.62% | 0.10% | -3.58% | 3.68% |
| AWR | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 16.24 | 16.24 | 0.00% | market | 21.43% | 5.96% | 6.30% | 2.08% | 4.23% |
| BRT | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 6.13 | 6.13 | 0.00% | market | 475.00% | 30.43% | 3.16% | 2.08% | 1.08% |
| BWXT | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 15.00 | 15.00 | 0.00% | market | 5.41% | 81.67% | 0.03% | 2.08% | -2.04% |
| EGY | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 5.11 | 5.11 | 0.00% | market | 5.26% | 40.00% | 20.25% | 2.08% | 18.17% |
| FBP | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 3.58 | 3.58 | 0.00% | market | 56.67% | 116.73% | -18.82% | 2.08% | -20.89% |
| GTN | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 1.94 | 1.94 | 0.00% | market | 150.00% | 123.21% | -7.83% | 2.08% | -9.91% |
| MGM | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 12.07 | 12.07 | 0.00% | market | 61.54% | 531.08% | -23.46% | 2.08% | -25.54% |
| OLED | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 23.98 | 23.98 | 0.00% | market | 57.14% | 533.33% | 69.46% | 2.08% | 67.38% |
| OTTR | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 19.28 | 19.28 | 0.00% | market | 33.33% | 331.25% | 4.67% | 2.08% | 2.59% |
| SWX | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 33.21 | 33.21 | 0.00% | market | 485.94% | 1654.52% | 5.92% | 2.08% | 3.84% |
| TSN | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 15.96 | 15.96 | 0.00% | market | 15.00% | 253.35% | 7.48% | 2.08% | 5.40% |
| AAT | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 18.25 | 18.25 | 0.00% | market | 213.04% | 23.08% | 4.39% | 2.45% | 1.95% |
| AIT | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 26.96 | 26.96 | 0.00% | market | 11.48% | 47.06% | 7.65% | 2.45% | 5.21% |
| BAH | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 16.42 | 16.42 | 0.00% | market | 5.13% | 78.43% | -2.60% | 2.45% | -5.04% |
| EPD | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 20.35 | 20.35 | 0.00% | market | 18.18% | 85.62% | -0.98% | 2.45% | -3.43% |
| GGAL | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 11.97 | 11.97 | 0.00% | market | 19.51% | 2929.98% | 0.15% | 2.45% | -2.30% |
| PEGA | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 9.45 | 9.45 | 0.00% | market | 14.29% | 45.00% | -1.69% | 2.45% | -4.13% |
| SNEX | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 4.58 | 4.58 | 0.00% | market | 57.18% | 44.53% | 5.80% | 2.45% | 3.35% |
| BAP | 2011-08-10 | 2011-08-11 | 2011-08-25 | 1 | 83.44 | 83.44 | 0.00% | market | 8.46% | 435.25% | 12.27% | 2.67% | 9.60% |
| CSCO | 2011-08-10 | 2011-08-11 | 2011-08-25 | 1 | 15.45 | 15.45 | 0.00% | market | 5.26% | 70.00% | -2.49% | 2.67% | -5.16% |
| DXC | 2011-08-10 | 2011-08-11 | 2011-08-25 | 1 | 14.04 | 14.04 | 0.00% | market | 71.01% | 33.05% | 0.15% | 2.67% | -2.52% |
| BAK | 2011-08-11 | 2011-08-12 | 2011-08-26 | 1 | 20.38 | 20.38 | 0.00% | market | 150.28% | 235.78% | 9.76% | -0.36% | 10.13% |
| MFC | 2011-08-11 | 2011-08-12 | 2011-08-26 | 1 | 13.63 | 13.63 | 0.00% | market | 36.84% | 205.65% | -4.94% | -0.36% | -4.58% |
| NOVT | 2011-08-11 | 2011-08-12 | 2011-08-26 | 1 | 9.75 | 9.75 | 0.00% | market | 42.86% | 10.00% | -3.18% | -0.36% | -2.81% |
| TNK | 2011-08-11 | 2011-08-12 | 2011-08-26 | 1 | 55.12 | 55.12 | 0.00% | market | 12.00% | 419.71% | -11.42% | -0.36% | -11.06% |
| WD | 2011-08-11 | 2011-08-12 | 2011-08-26 | 1 | 12.05 | 12.05 | 0.00% | market | 27.50% | 120.92% | -3.75% | -0.36% | -3.39% |
| EL | 2011-08-15 | 2011-08-16 | 2011-08-30 | 1 | 47.57 | 47.57 | 0.00% | market | 8.33% | 692.31% | 2.42% | 1.85% | 0.57% |
| FN | 2011-08-15 | 2011-08-16 | 2011-08-30 | 1 | 16.15 | 16.15 | 0.00% | market | 8.51% | 37.25% | 4.85% | 1.85% | 3.00% |
| URBN | 2011-08-15 | 2011-08-16 | 2011-08-30 | 1 | 26.18 | 26.18 | 0.00% | market | 9.37% | 82.86% | -1.82% | 1.85% | -3.67% |
| CACI | 2011-08-17 | 2011-08-18 | 2011-09-01 | 1 | 49.56 | 49.56 | 0.00% | market | 23.08% | 83.01% | 5.00% | 3.81% | 1.19% |
| NTES | 2011-08-17 | 2011-08-18 | 2011-09-01 | 1 | 9.25 | 9.25 | 0.00% | market | 12.50% | 1773.91% | 9.95% | 3.81% | 6.14% |
| SNPS | 2011-08-17 | 2011-08-18 | 2011-09-01 | 1 | 23.39 | 23.39 | 0.00% | market | 6.98% | 99.41% | 8.75% | 3.81% | 4.94% |
| TGT | 2011-08-17 | 2011-08-18 | 2011-09-01 | 1 | 49.52 | 49.52 | 0.00% | market | 6.19% | 39.30% | 3.01% | 3.81% | -0.80% |
| ADSK | 2011-08-18 | 2011-08-19 | 2011-09-02 | 1 | 27.30 | 27.30 | 0.00% | market | 7.32% | 6.53% | -3.47% | 4.33% | -7.80% |
| CRM | 2011-08-18 | 2011-08-19 | 2011-09-02 | 1 | 29.43 | 29.43 | 0.00% | market | 14.29% | 663.70% | 4.89% | 4.33% | 0.57% |
| GME | 2011-08-18 | 2011-08-19 | 2011-09-02 | 1 | 5.27 | 5.27 | 0.00% | market | 20.00% | 33.33% | 5.02% | 4.33% | 0.69% |
| MZTI | 2011-08-18 | 2011-08-19 | 2011-09-02 | 1 | 54.42 | 54.42 | 0.00% | market | 28.92% | 54.07% | 7.01% | 4.33% | 2.68% |
| DY | 2011-08-23 | 2011-08-24 | 2011-09-08 | 1 | 15.95 | 15.95 | 0.00% | market | 58.33% | 9.96% | 10.06% | 2.45% | 7.60% |
| MLCO | 2011-08-23 | 2011-08-24 | 2011-09-08 | 1 | 9.92 | 9.92 | 0.00% | market | 9.09% | 95.67% | 1.67% | 2.45% | -0.78% |
| AMAT | 2011-08-24 | 2011-08-25 | 2011-09-09 | 1 | 10.84 | 10.84 | 0.00% | market | 6.06% | 161.09% | -1.11% | -2.37% | 1.25% |
| HEI | 2011-08-24 | 2011-08-25 | 2011-09-09 | 1 | 17.35 | 17.35 | 0.00% | market | 23.08% | 191.87% | -8.23% | -2.37% | -5.86% |
| TOL | 2011-08-24 | 2011-08-25 | 2011-09-09 | 1 | 15.62 | 15.62 | 0.00% | market | 849.85% | 144.35% | 0.28% | -2.37% | 2.65% |
| HRL | 2011-08-25 | 2011-08-26 | 2011-09-12 | 1 | 13.21 | 13.21 | 0.00% | market | 5.88% | 116.67% | 1.72% | 0.85% | 0.87% |
| CWST | 2011-08-29 | 2011-08-30 | 2011-09-14 | 1 | 5.65 | 5.65 | 0.00% | market | 25.00% | 137.11% | 3.09% | -1.21% | 4.29% |
| DBI | 2011-08-30 | 2011-08-31 | 2011-09-15 | 1 | 23.77 | 23.77 | 0.00% | market | 19.35% | 12.29% | -0.18% | -0.84% | 0.66% |
| DG | 2011-08-30 | 2011-08-31 | 2011-09-15 | 1 | 36.41 | 36.41 | 0.00% | market | 8.33% | 166.66% | 2.59% | -0.84% | 3.43% |
| PVH | 2011-08-30 | 2011-08-31 | 2011-09-15 | 1 | 66.66 | 66.66 | 0.00% | market | 12.63% | 128.58% | -1.60% | -0.84% | -0.76% |
| GCO | 2011-08-31 | 2011-09-01 | 2011-09-16 | 1 | 52.86 | 52.86 | 0.00% | market | 120.00% | 822.73% | -0.42% | -0.63% | 0.21% |
| OXM | 2011-08-31 | 2011-09-01 | 2011-09-16 | 1 | 35.32 | 35.32 | 0.00% | market | 9.62% | 112.87% | 15.87% | -0.63% | 16.50% |
| CIEN | 2011-09-01 | 2011-09-02 | 2011-09-19 | 1 | 14.46 | 14.46 | 0.00% | market | 200.00% | 271.87% | -12.96% | 1.60% | -14.56% |
| MOV | 2011-09-01 | 2011-09-02 | 2011-09-19 | 1 | 14.81 | 14.81 | 0.00% | market | 166.67% | 81.25% | -0.37% | 1.60% | -1.97% |
| CPB | 2011-09-02 | 2011-09-06 | 2011-09-20 | 4 | 30.75 | 30.75 | 0.00% | market | 13.16% | 9.48% | 1.46% | 5.05% | -3.59% |
| AVAV | 2011-09-07 | 2011-09-08 | 2011-09-22 | 1 | 29.06 | 29.06 | 0.00% | market | 7.16% | 2370.80% | -7.50% | -5.61% | -1.89% |
| HOV | 2011-09-07 | 2011-09-08 | 2011-09-22 | 1 | 42.50 | 42.50 | 0.00% | market | 5.17% | 99.06% | -27.75% | -5.61% | -22.14% |
| SXI | 2011-09-07 | 2011-09-08 | 2011-09-22 | 1 | 30.36 | 30.36 | 0.00% | market | 14.67% | 91.86% | 1.45% | -5.61% | 7.06% |
| ULTA | 2011-09-08 | 2011-09-09 | 2011-09-23 | 1 | 62.13 | 62.13 | 0.00% | market | 18.75% | 705.85% | 7.67% | -3.52% | 11.19% |
| LULU | 2011-09-09 | 2011-09-12 | 2011-09-26 | 3 | 53.24 | 53.24 | 0.00% | market | 18.18% | 170.58% | 4.48% | 1.55% | 2.94% |
| LEN | 2011-09-19 | 2011-09-20 | 2011-10-04 | 1 | 14.59 | 14.59 | 0.00% | market | 10.00% | 585.11% | -9.70% | -7.02% | -2.68% |
| BBBY | 2011-09-21 | 2011-09-22 | 2011-10-06 | 1 | 9.13 | 9.13 | 0.00% | market | 10.71% | 9.68% | 5.16% | 2.86% | 2.30% |
| MLKN | 2011-09-21 | 2011-09-22 | 2011-10-06 | 1 | 17.67 | 17.67 | 0.00% | market | 31.25% | 42.17% | 13.99% | 2.86% | 11.13% |
| NKE | 2011-09-22 | 2011-09-23 | 2011-10-07 | 1 | 21.94 | 21.94 | 0.00% | market | 13.33% | 73.53% | 0.36% | 3.21% | -2.86% |
| KBH | 2011-09-23 | 2011-09-26 | 2011-10-10 | 3 | 5.96 | 5.96 | 0.00% | market | 31.58% | 293.40% | 8.46% | 4.34% | 4.12% |
| JBL | 2011-09-27 | 2011-09-28 | 2011-10-12 | 1 | 18.88 | 18.88 | 0.00% | market | 10.71% | 38.71% | 6.79% | 2.52% | 4.26% |
| PAYX | 2011-09-27 | 2011-09-28 | 2011-10-12 | 1 | 27.40 | 27.40 | 0.00% | market | 7.89% | 67.84% | 3.15% | 2.52% | 0.63% |
| PRGS | 2011-09-27 | 2011-09-28 | 2011-10-12 | 1 | 17.70 | 17.70 | 0.00% | market | 10.71% | 51.61% | 16.51% | 2.52% | 13.99% |
| SNX | 2011-09-27 | 2011-09-28 | 2011-10-12 | 1 | 14.04 | 14.04 | 0.00% | market | 11.24% | 38.49% | -1.31% | 2.52% | -3.83% |
| MKC | 2011-09-28 | 2011-09-29 | 2011-10-13 | 1 | 23.43 | 23.43 | 0.00% | market | 9.37% | 48.57% | -0.36% | 2.96% | -3.31% |
| THO | 2011-09-28 | 2011-09-29 | 2011-10-13 | 1 | 22.17 | 22.17 | 0.00% | market | 8.20% | 262.12% | 16.68% | 2.96% | 13.72% |
| GPN | 2011-10-04 | 2011-10-05 | 2011-10-19 | 1 | 22.14 | 22.14 | 0.00% | market | 8.11% | 282.04% | -3.53% | 7.56% | -11.09% |
| MAR | 2011-10-05 | 2011-10-06 | 2011-10-20 | 1 | 26.77 | 26.77 | 0.00% | market | 7.41% | 360.63% | 6.03% | 6.38% | -0.36% |
| STZ | 2011-10-06 | 2011-10-07 | 2011-10-21 | 1 | 20.59 | 20.59 | 0.00% | market | 16.67% | 166.21% | -2.24% | 5.80% | -8.04% |
| MG | 2011-10-10 | 2011-10-11 | 2011-10-25 | 1 | 20.21 | 20.21 | 0.00% | market | 10.00% | 54.55% | 10.19% | 3.52% | 6.68% |
| OZK | 2011-10-12 | 2011-10-13 | 2011-10-27 | 1 | 11.69 | 11.69 | 0.00% | market | 33.33% | 199.46% | 7.94% | 7.16% | 0.79% |
| BANF | 2011-10-13 | 2011-10-14 | 2011-10-28 | 1 | 17.83 | 17.83 | 0.00% | market | 13.89% | 68.29% | 12.18% | 5.49% | 6.70% |
| FAST | 2011-10-13 | 2011-10-14 | 2011-10-28 | 1 | 8.49 | 8.49 | 0.00% | market | 6.25% | 96.58% | 13.56% | 5.49% | 8.08% |
| GOOGL | 2011-10-13 | 2011-10-14 | 2011-10-28 | 1 | 15.00 | 15.00 | 0.00% | market | 9.09% | 120.89% | 0.03% | 5.49% | -5.45% |
| JPM | 2011-10-13 | 2011-10-14 | 2011-10-28 | 1 | 31.87 | 31.87 | 0.00% | market | 20.88% | 113.71% | 15.02% | 5.49% | 9.54% |
| WGO | 2011-10-13 | 2011-10-14 | 2011-10-28 | 1 | 7.56 | 7.56 | 0.00% | market | 215.79% | 383.33% | 14.05% | 5.49% | 8.57% |
| WBS | 2011-10-14 | 2011-10-17 | 2011-10-31 | 3 | 17.59 | 17.59 | 0.00% | market | 12.50% | 124.69% | 11.55% | 2.88% | 8.68% |
| BRO | 2011-10-17 | 2011-10-18 | 2011-11-01 | 1 | 9.13 | 9.13 | 0.00% | market | 6.67% | 129.01% | 17.53% | 1.55% | 15.99% |
| C | 2011-10-17 | 2011-10-18 | 2011-11-01 | 1 | 28.39 | 28.39 | 0.00% | market | 51.85% | 46.13% | 2.65% | 1.55% | 1.10% |
| ELS | 2011-10-17 | 2011-10-18 | 2011-11-01 | 1 | 15.62 | 15.62 | 0.00% | market | 460.00% | 100.00% | 4.06% | 1.55% | 2.51% |
| ICUI | 2011-10-17 | 2011-10-18 | 2011-11-01 | 1 | 38.50 | 38.50 | 0.00% | market | 12.07% | 233.33% | 0.34% | 1.55% | -1.21% |
| WAL | 2011-10-17 | 2011-10-18 | 2011-11-01 | 1 | 5.53 | 5.53 | 0.00% | market | 28.57% | 977.78% | 10.21% | 1.55% | 8.66% |
| WDFC | 2011-10-17 | 2011-10-18 | 2011-11-01 | 1 | 42.69 | 42.69 | 0.00% | market | 12.96% | 55.74% | -1.74% | 1.55% | -3.29% |
| BAC | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 6.68 | 6.68 | 0.00% | market | 63.16% | 111.40% | 0.50% | 1.32% | -0.82% |
| DPZ | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 30.03 | 30.03 | 0.00% | market | 6.06% | 465.71% | 5.59% | 1.32% | 4.28% |
| FULT | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 8.80 | 8.80 | 0.00% | market | 5.26% | 40.00% | 5.35% | 1.32% | 4.04% |
| GWW | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 166.94 | 166.94 | 0.00% | market | 7.73% | 76.79% | 4.46% | 1.32% | 3.14% |
| INTC | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 24.01 | 24.01 | 0.00% | market | 6.56% | 76.30% | -0.77% | 1.32% | -2.08% |
| ISRG | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 45.98 | 45.98 | 0.00% | market | 9.68% | 164.66% | 3.12% | 1.32% | 1.80% |
| MANH | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 9.75 | 9.75 | 0.00% | market | 41.67% | 100.00% | 6.80% | 1.32% | 5.48% |
| PH | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 77.28 | 77.28 | 0.00% | market | 13.02% | 16.23% | 4.60% | 1.32% | 3.28% |
| PNFP | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 13.87 | 13.87 | 0.00% | market | 23.53% | 474.46% | 9.85% | 1.32% | 8.53% |
| RBCAA | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 19.99 | 19.99 | 0.00% | market | 52.00% | 189.47% | 0.40% | 1.32% | -0.92% |
| STT | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 37.30 | 37.30 | 0.00% | market | 9.09% | 40.05% | 7.76% | 1.32% | 6.44% |
| UNF | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 51.07 | 51.07 | 0.00% | market | 7.14% | 105.56% | 2.09% | 1.32% | 0.78% |
| URI | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 22.94 | 22.94 | 0.00% | market | 21.05% | 228.99% | 2.30% | 1.32% | 0.98% |
| AXP | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 45.50 | 45.50 | 0.00% | market | 7.29% | 92.88% | 13.48% | 3.97% | 9.51% |
| BANR | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 15.05 | 15.05 | 0.00% | market | 260.00% | 137.50% | 17.31% | 3.97% | 13.34% |
| BLK | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 149.04 | 149.04 | 0.00% | market | 7.60% | 124.76% | 6.76% | 3.97% | 2.79% |
| BNY | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 19.57 | 19.57 | 0.00% | market | 13.46% | 141.22% | 8.89% | 3.97% | 4.92% |
| CVBF | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 9.20 | 9.20 | 0.00% | market | 16.67% | 33.33% | 9.68% | 3.97% | 5.71% |
| EWBC | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 16.76 | 16.76 | 0.00% | market | 5.13% | 196.60% | 19.65% | 3.97% | 15.68% |
| EXPO | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 10.87 | 10.87 | 0.00% | market | 15.38% | 137.33% | 13.70% | 3.97% | 9.73% |
| FCFS | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 40.55 | 40.55 | 0.00% | market | 7.27% | 52.83% | 3.72% | 3.97% | -0.25% |
| FNB | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 9.50 | 9.50 | 0.00% | market | 5.56% | 44.03% | 12.43% | 3.97% | 8.46% |
| IEX | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 37.02 | 37.02 | 0.00% | market | 14.52% | 92.71% | -1.29% | 3.97% | -5.26% |
| MCRI | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 9.12 | 9.12 | 0.00% | market | 29.41% | 69.03% | 12.07% | 3.97% | 8.10% |
| MKSI | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 22.49 | 22.49 | 0.00% | market | 20.83% | 86.81% | 19.29% | 3.97% | 15.32% |
| TCBI | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 26.25 | 26.25 | 0.00% | market | 12.00% | 135.71% | 5.35% | 3.97% | 1.38% |
| TXT | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 18.42 | 18.42 | 0.00% | market | 45.16% | 51.14% | 2.61% | 3.97% | -1.35% |
| BFH | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 75.81 | 75.81 | 0.00% | market | 13.68% | 49.79% | 7.81% | 1.94% | 5.87% |
| BSX | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 5.46 | 5.46 | 0.00% | market | 25.00% | 255.93% | 5.58% | 1.94% | 3.64% |
| CHCO | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 32.33 | 32.33 | 0.00% | market | 15.15% | 30.26% | -0.13% | 1.94% | -2.07% |
| COF | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 41.33 | 41.33 | 0.00% | market | 5.36% | 53.50% | 11.59% | 1.94% | 9.64% |
| FFIN | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 7.69 | 7.69 | 0.00% | market | 7.69% | 57.14% | 3.80% | 1.94% | 1.86% |