EPS surp.>15 & Op. margin>15 (hold 10d) (lookback 50y) (max 100 pos)
Run 9a91d308 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
7487
Win rate
52.42%
Avg return
0.70%
Median return
0.43%
Avg abnormal
0.11%
Median abnormal
-0.23%
Best trade
121.83%
Worst trade
-82.58%
Sharpe (per-trade)
0.07
Daily portfolio drawdown
-16.37%
Portfolio (equal_weight)
Total return
52.36%
Max drawdown
-16.37%
Avg trade return
0.70%
Win rate
52.42%
Signals
9049
Configured concurrent
100
Observed concurrent
100
Trades taken
7487
Skipped (no capacity)
1562
Excess vs benchmark
-407.65%
Avg entry slippage
0.00%
Return if filled at market
52.36%
VWAP fills
0
VWAP fallbacks
0
1562 of 9049 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 | 1 | -7.04% | -9.63% | 0.00% |
| 2007 | 1 | 6.77% | 6.55% | 100.00% |
| 2008 | 2 | 2.33% | 2.00% | 50.00% |
| 2009 | 1 | 3.24% | 0.58% | 100.00% |
| 2010 | 5 | -1.92% | -0.41% | 20.00% |
| 2011 | 2 | 0.58% | 5.54% | 50.00% |
| 2012 | 1 | 1.25% | 4.28% | 100.00% |
| 2013 | 3 | -6.43% | -6.26% | 0.00% |
| 2015 | 3 | 0.10% | -1.25% | 66.67% |
| 2016 | 242 | 2.55% | 1.05% | 61.57% |
| 2017 | 555 | 0.47% | 0.18% | 48.11% |
| 2018 | 638 | 0.59% | 0.13% | 52.04% |
| 2019 | 559 | 0.01% | 0.01% | 48.48% |
| 2020 | 763 | -0.35% | -1.04% | 49.93% |
| 2021 | 1011 | 1.28% | 0.41% | 57.86% |
| 2022 | 803 | 1.56% | 1.72% | 53.18% |
| 2023 | 750 | 0.27% | -0.31% | 47.60% |
| 2024 | 800 | 1.41% | -0.33% | 57.38% |
| 2025 | 837 | 0.38% | 0.29% | 52.57% |
| 2026 | 510 | 0.14% | -0.63% | 48.82% |
Trades (page 4: 500 of 7,487)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Op. margin | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OMAB | 2019-02-11 | 2019-02-12 | 2019-02-27 | 1 | 44.85 | 44.85 | 0.00% | market | 15.07% | — | 4.78% | 2.49% | 2.29% |
| SBLK | 2019-02-11 | 2019-02-12 | 2019-02-27 | 1 | 8.15 | 8.15 | 0.00% | market | 32.00% | — | -8.69% | 2.49% | -11.18% |
| EXEL | 2019-02-12 | 2019-02-13 | 2019-02-28 | 1 | 23.15 | 23.15 | 0.00% | market | 48.00% | — | -3.38% | 1.33% | -4.71% |
| GTES | 2019-02-12 | 2019-02-13 | 2019-02-28 | 1 | 16.34 | 16.34 | 0.00% | market | 33.33% | — | -1.57% | 1.33% | -2.90% |
| QLYS | 2019-02-12 | 2019-02-13 | 2019-02-28 | 1 | 80.76 | 80.76 | 0.00% | market | 27.50% | — | 3.45% | 1.33% | 2.13% |
| REXR | 2019-02-12 | 2019-02-13 | 2019-02-28 | 1 | 34.84 | 34.84 | 0.00% | market | 160.00% | — | -1.71% | 1.33% | -3.03% |
| SHO | 2019-02-12 | 2019-02-13 | 2019-02-28 | 1 | 13.89 | 13.89 | 0.00% | market | 190.91% | — | 8.25% | 1.33% | 6.92% |
| H | 2019-02-13 | 2019-02-14 | 2019-03-01 | 1 | 72.84 | 72.84 | 0.00% | market | 181.82% | — | 1.59% | 2.43% | -0.84% |
| KAI | 2019-02-13 | 2019-02-14 | 2019-03-01 | 1 | 87.72 | 87.72 | 0.00% | market | 22.96% | — | 0.20% | 2.43% | -2.23% |
| NGVT | 2019-02-13 | 2019-02-14 | 2019-03-01 | 1 | 106.81 | 106.81 | 0.00% | market | 38.96% | — | 9.26% | 2.43% | 6.84% |
| NVMI | 2019-02-13 | 2019-02-14 | 2019-03-01 | 1 | 24.19 | 24.19 | 0.00% | market | 40.48% | — | 2.92% | 2.43% | 0.49% |
| STAG | 2019-02-13 | 2019-02-14 | 2019-03-01 | 1 | 28.17 | 28.17 | 0.00% | market | 1677.78% | — | -2.09% | 2.43% | -4.51% |
| ARR | 2019-02-14 | 2019-02-15 | 2019-03-04 | 1 | 105.50 | 105.50 | 0.00% | market | 416.13% | — | -5.93% | 1.10% | -7.03% |
| AZN | 2019-02-14 | 2019-02-15 | 2019-03-04 | 1 | 80.58 | 80.58 | 0.00% | market | 107.89% | — | 0.55% | 1.10% | -0.55% |
| CGNX | 2019-02-14 | 2019-02-15 | 2019-03-04 | 1 | 52.00 | 52.00 | 0.00% | market | 18.18% | — | 5.02% | 1.10% | 3.92% |
| GOOS | 2019-02-14 | 2019-02-15 | 2019-03-04 | 1 | 52.00 | 52.00 | 0.00% | market | 25.86% | — | 1.05% | 1.10% | -0.05% |
| MANU | 2019-02-14 | 2019-02-15 | 2019-03-04 | 1 | 19.40 | 19.40 | 0.00% | market | 80.00% | — | 3.41% | 1.10% | 2.31% |
| STNG | 2019-02-14 | 2019-02-15 | 2019-03-04 | 1 | 19.85 | 19.85 | 0.00% | market | 19.15% | — | -5.59% | 1.10% | -6.69% |
| TREX | 2019-02-14 | 2019-02-15 | 2019-03-04 | 1 | 37.21 | 37.21 | 0.00% | market | 22.22% | — | 1.49% | 1.10% | 0.39% |
| AROC | 2019-02-19 | 2019-02-20 | 2019-03-06 | 1 | 10.69 | 10.69 | 0.00% | market | 25.00% | — | -11.04% | -0.17% | -10.87% |
| AU | 2019-02-19 | 2019-02-20 | 2019-03-06 | 1 | 15.64 | 15.64 | 0.00% | market | 217.00% | — | -17.30% | -0.17% | -17.13% |
| HBM | 2019-02-19 | 2019-02-20 | 2019-03-06 | 1 | 6.49 | 6.49 | 0.00% | market | 594.44% | — | 3.75% | -0.17% | 3.92% |
| LMAT | 2019-02-19 | 2019-02-20 | 2019-03-06 | 1 | 27.51 | 27.51 | 0.00% | market | 50.00% | — | 9.24% | -0.17% | 9.41% |
| LNTH | 2019-02-19 | 2019-02-20 | 2019-03-06 | 1 | 20.92 | 20.92 | 0.00% | market | 93.33% | — | 7.83% | -0.17% | 8.01% |
| USAC | 2019-02-19 | 2019-02-20 | 2019-03-06 | 1 | 15.65 | 15.65 | 0.00% | market | 114.29% | — | -0.29% | -0.17% | -0.12% |
| EIG | 2019-02-20 | 2019-02-21 | 2019-03-07 | 1 | 47.45 | 47.45 | 0.00% | market | 89.86% | — | -15.19% | -0.97% | -14.22% |
| ESRT | 2019-02-20 | 2019-02-21 | 2019-03-07 | 1 | 15.50 | 15.50 | 0.00% | market | 26.09% | — | 3.13% | -0.97% | 4.09% |
| GRMN | 2019-02-20 | 2019-02-21 | 2019-03-07 | 1 | 82.29 | 82.29 | 0.00% | market | 27.50% | — | 0.77% | -0.97% | 1.74% |
| IVR | 2019-02-20 | 2019-02-21 | 2019-03-07 | 1 | 151.65 | 151.65 | 0.00% | market | 1177.78% | — | -2.55% | -0.97% | -1.58% |
| TSLX | 2019-02-20 | 2019-02-21 | 2019-03-07 | 1 | 20.95 | 20.95 | 0.00% | market | 28.85% | — | -6.26% | -0.97% | -5.29% |
| CRK | 2019-02-21 | 2019-02-22 | 2019-03-08 | 1 | 6.89 | 6.89 | 0.00% | market | 66.67% | — | -4.31% | -1.31% | -3.00% |
| ECVT | 2019-02-21 | 2019-02-22 | 2019-03-08 | 1 | 16.92 | 16.92 | 0.00% | market | 30.77% | — | -9.79% | -1.31% | -8.48% |
| HASI | 2019-02-21 | 2019-02-22 | 2019-03-08 | 1 | 24.00 | 24.00 | 0.00% | market | 19.35% | — | 5.40% | -1.31% | 6.71% |
| INTU | 2019-02-21 | 2019-02-22 | 2019-03-08 | 1 | 236.72 | 236.72 | 0.00% | market | 16.28% | — | 3.77% | -1.31% | 5.08% |
| NEM | 2019-02-21 | 2019-02-22 | 2019-03-08 | 1 | 36.19 | 36.19 | 0.00% | market | 73.91% | — | -6.95% | -1.31% | -5.64% |
| OLED | 2019-02-21 | 2019-02-22 | 2019-03-08 | 1 | 129.95 | 129.95 | 0.00% | market | 37.93% | — | 13.40% | -1.31% | 14.71% |
| PAC | 2019-02-21 | 2019-02-22 | 2019-03-08 | 1 | 94.50 | 94.50 | 0.00% | market | 16.36% | — | -6.78% | -1.31% | -5.46% |
| SID | 2019-02-21 | 2019-02-22 | 2019-03-08 | 1 | 3.23 | 3.23 | 0.00% | market | 72.97% | — | 11.05% | -1.31% | 12.36% |
| TTD | 2019-02-21 | 2019-02-22 | 2019-03-08 | 1 | 17.50 | 17.50 | 0.00% | market | 37.50% | — | 10.93% | -1.31% | 12.24% |
| VIV | 2019-02-21 | 2019-02-22 | 2019-03-08 | 1 | 12.86 | 12.86 | 0.00% | market | 22.22% | — | -6.48% | -1.31% | -5.16% |
| WPC | 2019-02-22 | 2019-02-25 | 2019-03-11 | 3 | 73.11 | 73.11 | 0.00% | market | 221.57% | — | 1.36% | -0.82% | 2.18% |
| ALSN | 2019-02-25 | 2019-02-26 | 2019-03-12 | 1 | 49.39 | 49.39 | 0.00% | market | 16.33% | — | -6.52% | 0.13% | -6.65% |
| BH | 2019-02-25 | 2019-02-26 | 2019-03-12 | 1 | 144.01 | 144.01 | 0.00% | market | 2580.36% | — | -5.92% | 0.13% | -6.05% |
| BSM | 2019-02-25 | 2019-02-26 | 2019-03-12 | 1 | 18.37 | 18.37 | 0.00% | market | 166.67% | — | -6.03% | 0.13% | -6.16% |
| BWXT | 2019-02-25 | 2019-02-26 | 2019-03-12 | 1 | 54.75 | 54.75 | 0.00% | market | 25.42% | — | -9.43% | 0.13% | -9.56% |
| CORT | 2019-02-25 | 2019-02-26 | 2019-03-12 | 1 | 11.59 | 11.59 | 0.00% | market | 20.00% | — | 7.84% | 0.13% | 7.71% |
| RRC | 2019-02-25 | 2019-02-26 | 2019-03-12 | 1 | 11.21 | 11.21 | 0.00% | market | 16.67% | — | -7.41% | 0.13% | -7.54% |
| SAFE | 2019-02-25 | 2019-02-26 | 2019-03-12 | 1 | 19.67 | 19.67 | 0.00% | market | 139.86% | — | -1.22% | 0.13% | -1.35% |
| ASR | 2019-02-26 | 2019-02-27 | 2019-03-13 | 1 | 171.36 | 171.36 | 0.00% | market | 26.67% | — | -8.76% | 1.01% | -9.77% |
| ATHM | 2019-02-26 | 2019-02-27 | 2019-03-13 | 1 | 88.53 | 88.53 | 0.00% | market | 18.02% | — | 3.88% | 1.01% | 2.86% |
| AZO | 2019-02-26 | 2019-02-27 | 2019-03-13 | 1 | 900.00 | 900.00 | 0.00% | market | 15.36% | — | 4.41% | 1.01% | 3.40% |
| CQP | 2019-02-26 | 2019-02-27 | 2019-03-13 | 1 | 42.69 | 42.69 | 0.00% | market | 16.95% | — | 0.35% | 1.01% | -0.67% |
| ELF | 2019-02-26 | 2019-02-27 | 2019-03-13 | 1 | 7.20 | 7.20 | 0.00% | market | 42.86% | — | 18.93% | 1.01% | 17.92% |
| HEI | 2019-02-26 | 2019-02-27 | 2019-03-13 | 1 | 94.69 | 94.69 | 0.00% | market | 23.40% | — | -2.48% | 1.01% | -3.49% |
| JAZZ | 2019-02-26 | 2019-02-27 | 2019-03-13 | 1 | 137.91 | 137.91 | 0.00% | market | 22.15% | — | -2.05% | 1.01% | -3.06% |
| MGRC | 2019-02-26 | 2019-02-27 | 2019-03-13 | 1 | 56.00 | 56.00 | 0.00% | market | 28.57% | — | 2.01% | 1.01% | 0.99% |
| MTDR | 2019-02-26 | 2019-02-27 | 2019-03-13 | 1 | 19.34 | 19.34 | 0.00% | market | 32.14% | — | -3.93% | 1.01% | -4.94% |
| SUPN | 2019-02-26 | 2019-02-27 | 2019-03-13 | 1 | 39.49 | 39.49 | 0.00% | market | 77.78% | — | -2.61% | 1.01% | -3.62% |
| VCEL | 2019-02-26 | 2019-02-27 | 2019-03-13 | 1 | 19.00 | 19.00 | 0.00% | market | 209.52% | — | 4.16% | 1.01% | 3.15% |
| BKNG | 2019-02-27 | 2019-02-28 | 2019-03-14 | 1 | 70.16 | 70.16 | 0.00% | market | 15.38% | — | -0.67% | 0.79% | -1.46% |
| CRC | 2019-02-27 | 2019-02-28 | 2019-03-14 | 1 | 24.87 | 24.87 | 0.00% | market | 2572.72% | — | -3.76% | 0.79% | -4.55% |
| ECPG | 2019-02-27 | 2019-02-28 | 2019-03-14 | 1 | 35.91 | 35.91 | 0.00% | market | 17.89% | — | -11.74% | 0.79% | -12.53% |
| FSK | 2019-02-27 | 2019-02-28 | 2019-03-14 | 1 | 26.04 | 26.04 | 0.00% | market | 16.67% | — | -1.79% | 0.79% | -2.58% |
| GLNG | 2019-02-27 | 2019-02-28 | 2019-03-14 | 1 | 21.35 | 21.35 | 0.00% | market | 113.33% | — | 0.98% | 0.79% | 0.19% |
| UTHR | 2019-02-27 | 2019-02-28 | 2019-03-14 | 1 | 125.34 | 125.34 | 0.00% | market | 31.50% | — | -6.73% | 0.79% | -7.52% |
| WTI | 2019-02-27 | 2019-02-28 | 2019-03-14 | 1 | 5.18 | 5.18 | 0.00% | market | 46.67% | — | 17.08% | 0.79% | 16.29% |
| ABEV | 2019-02-28 | 2019-03-01 | 2019-03-15 | 1 | 4.45 | 4.45 | 0.00% | market | 26.32% | — | -3.02% | 0.31% | -3.33% |
| BEP | 2019-02-28 | 2019-03-01 | 2019-03-15 | 1 | 16.04 | 16.04 | 0.00% | market | 216.67% | — | 4.08% | 0.31% | 3.77% |
| DEA | 2019-02-28 | 2019-03-01 | 2019-03-15 | 1 | 44.78 | 44.78 | 0.00% | market | 416.67% | — | -1.66% | 0.31% | -1.97% |
| LTC | 2019-02-28 | 2019-03-01 | 2019-03-15 | 1 | 44.39 | 44.39 | 0.00% | market | 24.19% | — | 0.42% | 0.31% | 0.11% |
| MBI | 2019-02-28 | 2019-03-01 | 2019-03-15 | 1 | 10.00 | 10.00 | 0.00% | market | 621.74% | — | 2.90% | 0.31% | 2.59% |
| OVV | 2019-02-28 | 2019-03-01 | 2019-03-15 | 1 | 36.80 | 36.80 | 0.00% | market | 88.24% | — | -1.46% | 0.31% | -1.77% |
| VET | 2019-02-28 | 2019-03-01 | 2019-03-15 | 1 | 25.67 | 25.67 | 0.00% | market | 200.00% | — | -3.10% | 0.31% | -3.41% |
| CCO | 2019-03-05 | 2019-03-06 | 2019-03-20 | 1 | 5.55 | 5.55 | 0.00% | market | 799.74% | — | 0.80% | 0.86% | -0.06% |
| GNK | 2019-03-05 | 2019-03-06 | 2019-03-20 | 1 | 8.90 | 8.90 | 0.00% | market | 34.48% | — | -6.17% | 0.86% | -7.03% |
| GPRK | 2019-03-06 | 2019-03-07 | 2019-03-21 | 1 | 18.73 | 18.73 | 0.00% | market | 56.82% | — | -1.33% | 2.85% | -4.18% |
| SCM | 2019-03-06 | 2019-03-07 | 2019-03-21 | 1 | 14.56 | 14.56 | 0.00% | market | 32.43% | — | -3.95% | 2.85% | -6.80% |
| TPVG | 2019-03-06 | 2019-03-07 | 2019-03-21 | 1 | 13.18 | 13.18 | 0.00% | market | 20.59% | — | -2.98% | 2.85% | -5.84% |
| ZYME | 2019-03-06 | 2019-03-07 | 2019-03-21 | 1 | 14.72 | 14.72 | 0.00% | market | 190.00% | — | 3.09% | 2.85% | 0.24% |
| NRP | 2019-03-07 | 2019-03-08 | 2019-03-22 | 1 | 42.50 | 42.50 | 0.00% | market | 38.52% | — | -3.49% | 2.31% | -5.80% |
| SONY | 2019-03-07 | 2019-03-08 | 2019-03-22 | 1 | 9.06 | 9.06 | 0.00% | market | 64.84% | — | -7.27% | 2.31% | -9.59% |
| GGAL | 2019-03-08 | 2019-03-11 | 2019-03-25 | 3 | 26.86 | 26.86 | 0.00% | market | 20.00% | — | -0.06% | 1.37% | -1.44% |
| DNLI | 2019-03-12 | 2019-03-13 | 2019-03-27 | 1 | 23.38 | 23.38 | 0.00% | market | 818.18% | — | -10.07% | -0.30% | -9.77% |
| INSW | 2019-03-12 | 2019-03-13 | 2019-03-27 | 1 | 19.05 | 19.05 | 0.00% | market | 255.56% | — | -6.92% | -0.30% | -6.63% |
| IPI | 2019-03-12 | 2019-03-13 | 2019-03-27 | 1 | 39.20 | 39.20 | 0.00% | market | 100.00% | — | -3.16% | -0.30% | -2.87% |
| NOG | 2019-03-12 | 2019-03-13 | 2019-03-27 | 1 | 23.70 | 23.70 | 0.00% | market | 78.57% | — | 12.56% | -0.30% | 12.85% |
| AMPY | 2019-03-13 | 2019-03-14 | 2019-03-28 | 1 | 7.06 | 7.06 | 0.00% | market | 126.23% | — | 16.96% | -0.23% | 17.19% |
| DQ | 2019-03-13 | 2019-03-14 | 2019-03-28 | 1 | 6.73 | 6.73 | 0.00% | market | 479.93% | — | -3.90% | -0.23% | -3.67% |
| IIPR | 2019-03-13 | 2019-03-14 | 2019-03-28 | 1 | 80.22 | 80.22 | 0.00% | market | 46.15% | — | 5.47% | -0.23% | 5.71% |
| TALO | 2019-03-13 | 2019-03-14 | 2019-03-28 | 1 | 24.24 | 24.24 | 0.00% | market | 42.19% | — | 11.20% | -0.23% | 11.44% |
| WLFC | 2019-03-13 | 2019-03-14 | 2019-03-28 | 1 | 14.27 | 14.27 | 0.00% | market | 2810.00% | — | -1.29% | -0.23% | -1.06% |
| GHG | 2019-03-14 | 2019-03-15 | 2019-03-29 | 1 | 13.10 | 13.10 | 0.00% | market | 21.43% | — | 5.47% | 0.69% | 4.78% |
| HTHT | 2019-03-14 | 2019-03-15 | 2019-03-29 | 1 | 39.02 | 39.02 | 0.00% | market | 28.30% | — | 7.90% | 0.69% | 7.20% |
| AVAL | 2019-03-16 | 2019-03-18 | 2019-04-01 | 2 | 7.61 | 7.61 | 0.00% | market | 44.44% | — | 2.66% | 1.52% | 1.14% |
| HQY | 2019-03-18 | 2019-03-19 | 2019-04-02 | 1 | 81.24 | 81.24 | 0.00% | market | 22.73% | — | -8.46% | 0.87% | -9.33% |
| STNE | 2019-03-18 | 2019-03-19 | 2019-04-02 | 1 | 42.61 | 42.61 | 0.00% | market | 30.77% | — | -1.18% | 0.87% | -2.05% |
| XYF | 2019-03-18 | 2019-03-19 | 2019-04-02 | 1 | 19.05 | 19.05 | 0.00% | market | 1729.17% | — | -11.12% | 0.87% | -11.99% |
| GIS | 2019-03-20 | 2019-03-21 | 2019-04-04 | 1 | 48.23 | 48.23 | 0.00% | market | 20.29% | — | 4.11% | 2.33% | 1.78% |
| WPM | 2019-03-20 | 2019-03-21 | 2019-04-04 | 1 | 23.17 | 23.17 | 0.00% | market | 60.00% | — | 2.14% | 2.33% | -0.19% |
| YRD | 2019-03-25 | 2019-03-26 | 2019-04-09 | 1 | 13.14 | 13.14 | 0.00% | market | 158.82% | — | 12.46% | 2.25% | 10.21% |
| VALE | 2019-03-27 | 2019-03-28 | 2019-04-11 | 1 | 12.70 | 12.70 | 0.00% | market | 40.38% | — | 5.41% | 2.80% | 2.61% |
| CLBK | 2019-03-29 | 2019-04-01 | 2019-04-15 | 3 | 7.18 | 7.18 | 0.00% | market | 44.44% | — | -1.63% | 1.85% | -3.48% |
| SBS | 2019-03-29 | 2019-04-01 | 2019-04-15 | 3 | 2.20 | 2.20 | 0.00% | market | 115.38% | — | -7.37% | 1.85% | -9.22% |
| LW | 2019-04-02 | 2019-04-03 | 2019-04-17 | 1 | 74.54 | 74.54 | 0.00% | market | 15.85% | — | -8.03% | 0.74% | -8.77% |
| EC | 2019-04-05 | 2019-04-08 | 2019-04-23 | 3 | 21.70 | 21.70 | 0.00% | market | 22.86% | — | -10.61% | 1.66% | -12.27% |
| CAAP | 2019-04-11 | 2019-04-12 | 2019-04-29 | 1 | 7.44 | 7.44 | 0.00% | market | 56.25% | — | 0.84% | 1.33% | -0.49% |
| GS | 2019-04-15 | 2019-04-16 | 2019-05-01 | 1 | 199.62 | 199.62 | 0.00% | market | 16.77% | — | 2.46% | 0.30% | 2.16% |
| IBKR | 2019-04-16 | 2019-04-17 | 2019-05-02 | 1 | 13.99 | 13.99 | 0.00% | market | 45.45% | — | -0.17% | -0.08% | -0.10% |
| PLD | 2019-04-16 | 2019-04-17 | 2019-05-02 | 1 | 73.18 | 73.18 | 0.00% | market | 66.67% | — | 4.20% | -0.08% | 4.28% |
| MS | 2019-04-17 | 2019-04-18 | 2019-05-03 | 1 | 47.79 | 47.79 | 0.00% | market | 18.80% | — | 0.46% | 1.35% | -0.89% |
| RLI | 2019-04-17 | 2019-04-18 | 2019-05-03 | 1 | 36.47 | 36.47 | 0.00% | market | 20.00% | — | 13.97% | 1.35% | 12.61% |
| SLM | 2019-04-17 | 2019-04-18 | 2019-05-03 | 1 | 10.26 | 10.26 | 0.00% | market | 16.67% | — | -0.59% | 1.35% | -1.94% |
| TCBI | 2019-04-17 | 2019-04-18 | 2019-05-03 | 1 | 59.98 | 59.98 | 0.00% | market | 18.52% | — | 10.15% | 1.35% | 8.80% |
| BPOP | 2019-04-18 | 2019-04-22 | 2019-05-06 | 4 | 57.12 | 57.12 | 0.00% | market | 16.55% | — | 2.39% | 1.26% | 1.12% |
| EXPO | 2019-04-18 | 2019-04-22 | 2019-05-06 | 4 | 57.94 | 57.94 | 0.00% | market | 16.67% | — | -1.17% | 1.26% | -2.43% |
| HDB | 2019-04-20 | 2019-04-22 | 2019-05-06 | 2 | 28.48 | 28.48 | 0.00% | market | 3454.87% | — | 3.87% | 1.26% | 2.61% |
| CMRE | 2019-04-22 | 2019-04-23 | 2019-05-07 | 1 | 4.41 | 4.41 | 0.00% | market | 33.33% | — | -3.27% | -0.95% | -2.33% |
| ELS | 2019-04-22 | 2019-04-23 | 2019-05-07 | 1 | 57.27 | 57.27 | 0.00% | market | 80.00% | — | 1.17% | -0.95% | 2.12% |
| RRC | 2019-04-22 | 2019-04-23 | 2019-05-07 | 1 | 10.01 | 10.01 | 0.00% | market | 50.00% | — | -6.09% | -0.95% | -5.15% |
| ALSN | 2019-04-23 | 2019-04-24 | 2019-05-08 | 1 | 48.08 | 48.08 | 0.00% | market | 16.81% | — | -5.76% | -1.80% | -3.96% |
| LMT | 2019-04-23 | 2019-04-24 | 2019-05-08 | 1 | 333.90 | 333.90 | 0.00% | market | 32.03% | — | -0.02% | -1.80% | 1.78% |
| MANH | 2019-04-23 | 2019-04-24 | 2019-05-08 | 1 | 65.39 | 65.39 | 0.00% | market | 20.59% | — | 2.18% | -1.80% | 3.98% |
| NBHC | 2019-04-23 | 2019-04-24 | 2019-05-08 | 1 | 35.72 | 35.72 | 0.00% | market | 17.65% | — | 5.25% | -1.80% | 7.04% |
| TER | 2019-04-23 | 2019-04-24 | 2019-05-08 | 1 | 46.71 | 46.71 | 0.00% | market | 22.73% | — | 3.07% | -1.80% | 4.86% |
| EIG | 2019-04-24 | 2019-04-25 | 2019-05-09 | 1 | 43.00 | 43.00 | 0.00% | market | 77.36% | — | -1.96% | -1.87% | -0.09% |
| MCB | 2019-04-24 | 2019-04-25 | 2019-05-09 | 1 | 37.15 | 37.15 | 0.00% | market | 34.67% | — | 12.04% | -1.87% | 13.91% |
| META | 2019-04-24 | 2019-04-25 | 2019-05-09 | 1 | 196.98 | 196.98 | 0.00% | market | 15.95% | — | -4.33% | -1.87% | -2.46% |
| NSC | 2019-04-24 | 2019-04-25 | 2019-05-09 | 1 | 205.54 | 205.54 | 0.00% | market | 15.14% | — | -1.48% | -1.87% | 0.39% |
| SYBT | 2019-04-24 | 2019-04-25 | 2019-05-09 | 1 | 34.25 | 34.25 | 0.00% | market | 15.25% | — | 1.27% | -1.87% | 3.14% |
| TRN | 2019-04-24 | 2019-04-25 | 2019-05-09 | 1 | 23.21 | 23.21 | 0.00% | market | 20.00% | — | -7.47% | -1.87% | -5.60% |
| TROW | 2019-04-24 | 2019-04-25 | 2019-05-09 | 1 | 109.59 | 109.59 | 0.00% | market | 25.90% | — | -6.26% | -1.87% | -4.39% |
| CASH | 2019-04-25 | 2019-04-26 | 2019-05-10 | 1 | 23.36 | 23.36 | 0.00% | market | 18.07% | — | 15.31% | -1.37% | 16.68% |
| CLBK | 2019-04-25 | 2019-04-26 | 2019-05-10 | 1 | 6.99 | 6.99 | 0.00% | market | 18.18% | — | 2.33% | -1.37% | 3.70% |
| EHC | 2019-04-25 | 2019-04-26 | 2019-05-10 | 1 | 50.52 | 50.52 | 0.00% | market | 16.85% | — | -1.98% | -1.37% | -0.61% |
| ENVA | 2019-04-25 | 2019-04-26 | 2019-05-10 | 1 | 28.64 | 28.64 | 0.00% | market | 23.40% | — | -13.37% | -1.37% | -12.00% |
| FCN | 2019-04-25 | 2019-04-26 | 2019-05-10 | 1 | 84.31 | 84.31 | 0.00% | market | 64.65% | — | -2.57% | -1.37% | -1.20% |
| ILMN | 2019-04-25 | 2019-04-26 | 2019-05-10 | 1 | 306.13 | 306.13 | 0.00% | market | 19.40% | — | 0.15% | -1.37% | 1.52% |
| LAZ | 2019-04-25 | 2019-04-26 | 2019-05-10 | 1 | 40.16 | 40.16 | 0.00% | market | 33.85% | — | -7.84% | -1.37% | -6.47% |
| NEM | 2019-04-25 | 2019-04-26 | 2019-05-10 | 1 | 31.87 | 31.87 | 0.00% | market | 26.92% | — | -5.50% | -1.37% | -4.13% |
| ROP | 2019-04-25 | 2019-04-26 | 2019-05-10 | 1 | 348.75 | 348.75 | 0.00% | market | 18.71% | — | 2.04% | -1.37% | 3.41% |
| TAL | 2019-04-25 | 2019-04-26 | 2019-05-10 | 1 | 36.50 | 36.50 | 0.00% | market | 17.65% | — | -2.62% | -1.37% | -1.25% |
| TBBK | 2019-04-25 | 2019-04-26 | 2019-05-10 | 1 | 9.49 | 9.49 | 0.00% | market | 28.00% | — | 6.01% | -1.37% | 7.38% |
| AZN | 2019-04-26 | 2019-04-29 | 2019-05-13 | 3 | 77.12 | 77.12 | 0.00% | market | 112.62% | — | -3.42% | -4.31% | 0.89% |
| BEN | 2019-04-26 | 2019-04-29 | 2019-05-13 | 3 | 35.00 | 35.00 | 0.00% | market | 16.13% | — | -6.61% | -4.31% | -2.30% |
| OPY | 2019-04-26 | 2019-04-29 | 2019-05-13 | 3 | 26.31 | 26.31 | 0.00% | market | 50.00% | — | -3.48% | -4.31% | 0.83% |
| ARLP | 2019-04-29 | 2019-04-30 | 2019-05-14 | 1 | 19.66 | 19.66 | 0.00% | market | 49.28% | — | -5.85% | -3.44% | -2.41% |
| AROC | 2019-04-29 | 2019-04-30 | 2019-05-14 | 1 | 10.61 | 10.61 | 0.00% | market | 20.00% | — | -7.26% | -3.44% | -3.83% |
| AWI | 2019-04-29 | 2019-04-30 | 2019-05-14 | 1 | 86.50 | 86.50 | 0.00% | market | 15.79% | — | 0.48% | -3.44% | 3.92% |
| AIN | 2019-04-30 | 2019-05-01 | 2019-05-15 | 1 | 75.04 | 75.04 | 0.00% | market | 16.00% | — | -4.02% | -3.28% | -0.74% |
| FOR | 2019-04-30 | 2019-05-01 | 2019-05-15 | 1 | 19.31 | 19.31 | 0.00% | market | 84.62% | — | -4.09% | -3.28% | -0.81% |
| HCA | 2019-04-30 | 2019-05-01 | 2019-05-15 | 1 | 126.80 | 126.80 | 0.00% | market | 27.47% | — | -2.95% | -3.28% | 0.32% |
| MGRC | 2019-04-30 | 2019-05-01 | 2019-05-15 | 1 | 63.26 | 63.26 | 0.00% | market | 17.19% | — | -4.78% | -3.28% | -1.50% |
| MRK | 2019-04-30 | 2019-05-01 | 2019-05-15 | 1 | 75.03 | 75.03 | 0.00% | market | 15.09% | — | -1.54% | -3.28% | 1.74% |
| REXR | 2019-04-30 | 2019-05-01 | 2019-05-15 | 1 | 38.00 | 38.00 | 0.00% | market | 166.67% | — | -0.07% | -3.28% | 3.20% |
| VRTX | 2019-04-30 | 2019-05-01 | 2019-05-15 | 1 | 168.76 | 168.76 | 0.00% | market | 17.53% | — | -1.21% | -3.28% | 2.06% |
| CGAU | 2019-05-01 | 2019-05-02 | 2019-05-16 | 1 | 5.37 | 5.37 | 0.00% | market | 183.33% | — | 3.81% | -1.36% | 5.18% |
| DLB | 2019-05-01 | 2019-05-02 | 2019-05-16 | 1 | 64.40 | 64.40 | 0.00% | market | 23.81% | — | 0.20% | -1.36% | 1.56% |
| EL | 2019-05-01 | 2019-05-02 | 2019-05-16 | 1 | 168.80 | 168.80 | 0.00% | market | 19.23% | — | 1.03% | -1.36% | 2.39% |
| EPD | 2019-05-01 | 2019-05-02 | 2019-05-16 | 1 | 28.86 | 28.86 | 0.00% | market | 18.75% | — | 0.07% | -1.36% | 1.44% |
| GSK | 2019-05-01 | 2019-05-02 | 2019-05-16 | 1 | 40.44 | 40.44 | 0.00% | market | 19.28% | — | -2.82% | -1.36% | -1.46% |
| H | 2019-05-01 | 2019-05-02 | 2019-05-16 | 1 | 78.31 | 78.31 | 0.00% | market | 60.71% | — | -0.07% | -1.36% | 1.29% |
| HCC | 2019-05-01 | 2019-05-02 | 2019-05-16 | 1 | 32.08 | 32.08 | 0.00% | market | 26.37% | — | -12.41% | -1.36% | -11.05% |
| NVMI | 2019-05-01 | 2019-05-02 | 2019-05-16 | 1 | 27.37 | 27.37 | 0.00% | market | 27.59% | — | -2.58% | -1.36% | -1.22% |
| PDM | 2019-05-01 | 2019-05-02 | 2019-05-16 | 1 | 20.89 | 20.89 | 0.00% | market | 300.00% | — | -0.29% | -1.36% | 1.07% |
| QLYS | 2019-05-01 | 2019-05-02 | 2019-05-16 | 1 | 95.99 | 95.99 | 0.00% | market | 16.67% | — | -5.47% | -1.36% | -4.10% |
| RYN | 2019-05-01 | 2019-05-02 | 2019-05-16 | 1 | 32.39 | 32.39 | 0.00% | market | 90.00% | — | -3.50% | -1.36% | -2.13% |
| SU | 2019-05-01 | 2019-05-02 | 2019-05-16 | 1 | 32.60 | 32.60 | 0.00% | market | 48.72% | — | -0.47% | -1.36% | 0.90% |
| TRNO | 2019-05-01 | 2019-05-02 | 2019-05-16 | 1 | 47.00 | 47.00 | 0.00% | market | 38.89% | — | -2.95% | -1.36% | -1.59% |
| UE | 2019-05-01 | 2019-05-02 | 2019-05-16 | 1 | 18.70 | 18.70 | 0.00% | market | 83.33% | — | -2.56% | -1.36% | -1.20% |
| WD | 2019-05-01 | 2019-05-02 | 2019-05-16 | 1 | 57.09 | 57.09 | 0.00% | market | 24.11% | — | -5.97% | -1.36% | -4.60% |
| CRC | 2019-05-02 | 2019-05-03 | 2019-05-17 | 1 | 20.41 | 20.41 | 0.00% | market | 246.51% | — | 4.06% | -2.38% | 6.45% |
| CZR | 2019-05-02 | 2019-05-03 | 2019-05-17 | 1 | 50.01 | 50.01 | 0.00% | market | 22.50% | — | -3.20% | -2.38% | -0.82% |
| EOG | 2019-05-02 | 2019-05-03 | 2019-05-17 | 1 | 91.75 | 91.75 | 0.00% | market | 16.67% | — | 1.28% | -2.38% | 3.67% |
| GNRC | 2019-05-02 | 2019-05-03 | 2019-05-17 | 1 | 58.45 | 58.45 | 0.00% | market | 16.67% | — | -3.35% | -2.38% | -0.97% |
| GSHD | 2019-05-02 | 2019-05-03 | 2019-05-17 | 1 | 31.50 | 31.50 | 0.00% | market | 50.00% | — | 26.88% | -2.38% | 29.27% |
| IDA | 2019-05-02 | 2019-05-03 | 2019-05-17 | 1 | 97.92 | 97.92 | 0.00% | market | 18.31% | — | 5.06% | -2.38% | 7.44% |
| KIM | 2019-05-02 | 2019-05-03 | 2019-05-17 | 1 | 18.10 | 18.10 | 0.00% | market | 50.00% | — | -0.16% | -2.38% | 2.23% |
| KNSL | 2019-05-02 | 2019-05-03 | 2019-05-17 | 1 | 76.00 | 76.00 | 0.00% | market | 28.00% | — | 11.77% | -2.38% | 14.15% |
| LIND | 2019-05-02 | 2019-05-03 | 2019-05-17 | 1 | 16.30 | 16.30 | 0.00% | market | 47.62% | — | -2.49% | -2.38% | -0.11% |
| LPLA | 2019-05-02 | 2019-05-03 | 2019-05-17 | 1 | 78.00 | 78.00 | 0.00% | market | 21.38% | — | 3.52% | -2.38% | 5.90% |
| MITT | 2019-05-02 | 2019-05-03 | 2019-05-17 | 1 | 51.01 | 51.01 | 0.00% | market | 170.00% | — | -4.77% | -2.38% | -2.38% |
| OLED | 2019-05-02 | 2019-05-03 | 2019-05-17 | 1 | 177.12 | 177.12 | 0.00% | market | 127.59% | — | -8.60% | -2.38% | -6.21% |
| STNG | 2019-05-02 | 2019-05-03 | 2019-05-17 | 1 | 28.22 | 28.22 | 0.00% | market | 50.00% | — | -6.37% | -2.38% | -3.99% |
| NMM | 2019-05-03 | 2019-05-06 | 2019-05-20 | 3 | 14.84 | 14.84 | 0.00% | market | 75.00% | — | -11.22% | -1.83% | -9.39% |
| INVH | 2019-05-06 | 2019-05-07 | 2019-05-21 | 1 | 24.86 | 24.86 | 0.00% | market | 100.00% | — | 2.23% | -1.25% | 3.49% |
| KOS | 2019-05-06 | 2019-05-07 | 2019-05-21 | 1 | 6.32 | 6.32 | 0.00% | market | 33.33% | — | 5.28% | -1.25% | 6.53% |
| PK | 2019-05-06 | 2019-05-07 | 2019-05-21 | 1 | 31.70 | 31.70 | 0.00% | market | 60.00% | — | -3.70% | -1.25% | -2.44% |
| WLFC | 2019-05-06 | 2019-05-07 | 2019-05-21 | 1 | 16.38 | 16.38 | 0.00% | market | 1870.59% | — | 7.23% | -1.25% | 8.48% |
| DEA | 2019-05-07 | 2019-05-08 | 2019-05-22 | 1 | 44.65 | 44.65 | 0.00% | market | 520.00% | — | 4.04% | -0.66% | 4.70% |
| EA | 2019-05-07 | 2019-05-08 | 2019-05-22 | 1 | 99.11 | 99.11 | 0.00% | market | 45.36% | — | -5.42% | -0.66% | -4.76% |
| EFC | 2019-05-07 | 2019-05-08 | 2019-05-22 | 1 | 17.97 | 17.97 | 0.00% | market | 15.38% | — | 1.35% | -0.66% | 2.01% |
| GSL | 2019-05-07 | 2019-05-08 | 2019-05-22 | 1 | 5.89 | 5.89 | 0.00% | market | 15.79% | — | 11.78% | -0.66% | 12.45% |
| GTX | 2019-05-07 | 2019-05-08 | 2019-05-22 | 1 | 19.05 | 19.05 | 0.00% | market | 48.81% | — | -10.60% | -0.66% | -9.94% |
| ICL | 2019-05-07 | 2019-05-08 | 2019-05-22 | 1 | 5.48 | 5.48 | 0.00% | market | 20.00% | — | -3.57% | -0.66% | -2.91% |
| JAZZ | 2019-05-07 | 2019-05-08 | 2019-05-22 | 1 | 134.10 | 134.10 | 0.00% | market | 16.14% | — | 4.99% | -0.66% | 5.65% |
| MSC | 2019-05-07 | 2019-05-08 | 2019-05-22 | 1 | 18.75 | 18.75 | 0.00% | market | 117.57% | — | -4.10% | -0.66% | -3.44% |
| NWN | 2019-05-07 | 2019-05-08 | 2019-05-22 | 1 | 69.51 | 69.51 | 0.00% | market | 23.74% | — | 0.43% | -0.66% | 1.09% |
| RACE | 2019-05-07 | 2019-05-08 | 2019-05-22 | 1 | 138.51 | 138.51 | 0.00% | market | 16.43% | — | 3.05% | -0.66% | 3.71% |
| VPG | 2019-05-07 | 2019-05-08 | 2019-05-22 | 1 | 40.90 | 40.90 | 0.00% | market | 17.31% | — | -6.46% | -0.66% | -5.80% |
| WING | 2019-05-07 | 2019-05-08 | 2019-05-22 | 1 | 76.25 | 76.25 | 0.00% | market | 15.79% | — | 4.70% | -0.66% | 5.36% |
| ARWR | 2019-05-08 | 2019-05-09 | 2019-05-23 | 1 | 18.23 | 18.23 | 0.00% | market | 26.32% | — | 20.42% | -1.08% | 21.50% |
| CPA | 2019-05-08 | 2019-05-09 | 2019-05-23 | 1 | 88.30 | 88.30 | 0.00% | market | 37.01% | — | 4.02% | -1.08% | 5.11% |
| DHT | 2019-05-08 | 2019-05-09 | 2019-05-23 | 1 | 5.70 | 5.70 | 0.00% | market | 33.33% | — | -1.68% | -1.08% | -0.60% |
| ECPG | 2019-05-08 | 2019-05-09 | 2019-05-23 | 1 | 29.07 | 29.07 | 0.00% | market | 21.67% | — | 23.02% | -1.08% | 24.10% |
| ETSY | 2019-05-08 | 2019-05-09 | 2019-05-23 | 1 | 63.25 | 63.25 | 0.00% | market | 71.43% | — | 0.01% | -1.08% | 1.09% |
| FNV | 2019-05-08 | 2019-05-09 | 2019-05-23 | 1 | 71.08 | 71.08 | 0.00% | market | 25.00% | — | 3.30% | -1.08% | 4.39% |
| GPRK | 2019-05-08 | 2019-05-09 | 2019-05-23 | 1 | 14.44 | 14.44 | 0.00% | market | 57.89% | — | 4.47% | -1.08% | 5.55% |
| HLI | 2019-05-08 | 2019-05-09 | 2019-05-23 | 1 | 50.00 | 50.00 | 0.00% | market | 24.64% | — | -8.36% | -1.08% | -7.28% |
| IIPR | 2019-05-08 | 2019-05-09 | 2019-05-23 | 1 | 81.13 | 81.13 | 0.00% | market | 63.64% | — | 6.65% | -1.08% | 7.74% |
| IVR | 2019-05-08 | 2019-05-09 | 2019-05-23 | 1 | 153.65 | 153.65 | 0.00% | market | 1136.84% | — | -1.46% | -1.08% | -0.38% |
| NRP | 2019-05-08 | 2019-05-09 | 2019-05-23 | 1 | 41.18 | 41.18 | 0.00% | market | 34.62% | — | -6.03% | -1.08% | -4.94% |
| TRI | 2019-05-08 | 2019-05-09 | 2019-05-23 | 1 | 65.86 | 65.86 | 0.00% | market | 54.17% | — | 3.36% | -1.08% | 4.45% |
| BAK | 2019-05-09 | 2019-05-10 | 2019-05-24 | 1 | 20.48 | 20.48 | 0.00% | market | 848.54% | — | -0.00% | -0.99% | 0.99% |
| BBAR | 2019-05-09 | 2019-05-10 | 2019-05-24 | 1 | 9.04 | 9.04 | 0.00% | market | 105.41% | — | 5.76% | -0.99% | 6.76% |
| BN | 2019-05-09 | 2019-05-10 | 2019-05-24 | 1 | 16.61 | 16.61 | 0.00% | market | 457.14% | — | 0.38% | -0.99% | 1.38% |
| CNQ | 2019-05-09 | 2019-05-10 | 2019-05-24 | 1 | 14.19 | 14.19 | 0.00% | market | 36.84% | — | -8.49% | -0.99% | -7.49% |
| CQP | 2019-05-09 | 2019-05-10 | 2019-05-24 | 1 | 42.46 | 42.46 | 0.00% | market | 33.93% | — | -1.04% | -0.99% | -0.05% |
| DSX | 2019-05-09 | 2019-05-10 | 2019-05-24 | 1 | 3.16 | 3.16 | 0.00% | market | 17.17% | — | 1.80% | -0.99% | 2.79% |
| GGAL | 2019-05-09 | 2019-05-10 | 2019-05-24 | 1 | 25.22 | 25.22 | 0.00% | market | 120.27% | — | 5.37% | -0.99% | 6.37% |
| GSBD | 2019-05-09 | 2019-05-10 | 2019-05-24 | 1 | 20.90 | 20.90 | 0.00% | market | 19.57% | — | -5.65% | -0.99% | -4.66% |
| IONS | 2019-05-09 | 2019-05-10 | 2019-05-24 | 1 | 67.19 | 67.19 | 0.00% | market | 113.95% | — | -3.78% | -0.99% | -2.78% |
| LNG | 2019-05-09 | 2019-05-10 | 2019-05-24 | 1 | 64.63 | 64.63 | 0.00% | market | 100.00% | — | -0.21% | -0.99% | 0.79% |
| RGEN | 2019-05-09 | 2019-05-10 | 2019-05-24 | 1 | 69.85 | 69.85 | 0.00% | market | 33.33% | — | -1.52% | -0.99% | -0.52% |
| SSRM | 2019-05-09 | 2019-05-10 | 2019-05-24 | 1 | 11.13 | 11.13 | 0.00% | market | 100.00% | — | -1.45% | -0.99% | -0.45% |
| ENB | 2019-05-10 | 2019-05-13 | 2019-05-28 | 3 | 36.87 | 36.87 | 0.00% | market | 17.31% | — | 1.64% | -0.80% | 2.44% |
| FOX | 2019-05-10 | 2019-05-13 | 2019-05-28 | 3 | 37.48 | 37.48 | 0.00% | market | 28.98% | — | -3.62% | -0.80% | -2.82% |
| NTES | 2019-05-15 | 2019-05-16 | 2019-05-31 | 1 | 55.00 | 55.00 | 0.00% | market | 48.65% | — | -9.70% | -3.70% | -6.00% |
| SMFG | 2019-05-15 | 2019-05-16 | 2019-05-31 | 1 | 7.02 | 7.02 | 0.00% | market | 15.97% | — | -1.24% | -3.70% | 2.46% |
| CIG | 2019-05-16 | 2019-05-17 | 2019-06-03 | 1 | 2.38 | 2.38 | 0.00% | market | 65.32% | — | 20.91% | -3.71% | 24.62% |
| CIG-C | 2019-05-16 | 2019-05-17 | 2019-06-03 | 1 | 2.07 | 2.07 | 0.00% | market | 90.18% | — | 16.81% | -3.71% | 20.52% |
| PKE | 2019-05-17 | 2019-05-20 | 2019-06-04 | 3 | 16.87 | 16.87 | 0.00% | market | 35.71% | — | -8.87% | -1.24% | -7.63% |
| HTT | 2019-05-20 | 2019-05-21 | 2019-06-05 | 1 | 6.31 | 6.31 | 0.00% | market | 25.64% | — | 10.04% | -1.00% | 11.05% |
| TSM | 2019-05-20 | 2019-05-21 | 2019-06-05 | 1 | 39.15 | 39.15 | 0.00% | market | 361.20% | — | -2.45% | -1.00% | -1.45% |
| AGRO | 2019-05-21 | 2019-05-22 | 2019-06-06 | 1 | 6.51 | 6.51 | 0.00% | market | 54.55% | — | 8.04% | -0.23% | 8.27% |
| CAAP | 2019-05-21 | 2019-05-22 | 2019-06-06 | 1 | 7.71 | 7.71 | 0.00% | market | 914.42% | — | -7.36% | -0.23% | -7.14% |
| HEI | 2019-05-28 | 2019-05-29 | 2019-06-12 | 1 | 113.51 | 113.51 | 0.00% | market | 22.45% | — | 11.96% | 3.40% | 8.56% |
| SB | 2019-05-28 | 2019-05-29 | 2019-06-12 | 1 | 1.51 | 1.51 | 0.00% | market | 116.92% | — | -8.71% | 3.40% | -12.11% |
| KEYS | 2019-05-29 | 2019-05-30 | 2019-06-13 | 1 | 79.76 | 79.76 | 0.00% | market | 24.49% | — | 6.26% | 3.75% | 2.51% |
| HQY | 2019-06-04 | 2019-06-05 | 2019-06-19 | 1 | 67.66 | 67.66 | 0.00% | market | 20.59% | — | 4.88% | 3.80% | 1.08% |
| DLNG | 2019-06-06 | 2019-06-07 | 2019-06-21 | 1 | 1.55 | 1.55 | 0.00% | market | 25.00% | — | -2.04% | 2.82% | -4.86% |
| MU | 2019-06-25 | 2019-06-26 | 2019-07-11 | 1 | 35.87 | 35.87 | 0.00% | market | 34.62% | — | 21.12% | 2.59% | 18.52% |
| JEF | 2019-07-03 | 2019-07-05 | 2019-07-19 | 2 | 18.67 | 18.67 | 0.00% | market | 70.83% | — | 0.38% | -0.09% | 0.47% |
| PKE | 2019-07-11 | 2019-07-12 | 2019-07-26 | 1 | 16.38 | 16.38 | 0.00% | market | 16.67% | — | 5.15% | 0.72% | 4.43% |
| PLD | 2019-07-15 | 2019-07-16 | 2019-07-30 | 1 | 80.25 | 80.25 | 0.00% | market | 66.67% | — | 2.09% | 0.02% | 2.07% |
| GS | 2019-07-16 | 2019-07-17 | 2019-07-31 | 1 | 213.83 | 213.83 | 0.00% | market | 18.81% | — | 2.85% | -0.77% | 3.62% |
| NIC | 2019-07-16 | 2019-07-17 | 2019-07-31 | 1 | 63.83 | 63.83 | 0.00% | market | 24.77% | — | 2.85% | -0.77% | 3.62% |
| CPAC | 2019-07-17 | 2019-07-18 | 2019-08-01 | 1 | 8.49 | 8.49 | 0.00% | market | 33.33% | — | 4.14% | -0.79% | 4.93% |
| SLG | 2019-07-17 | 2019-07-18 | 2019-08-01 | 1 | 86.98 | 86.98 | 0.00% | market | 368.18% | — | -2.68% | -0.79% | -1.88% |
| BX | 2019-07-18 | 2019-07-19 | 2019-08-02 | 1 | 45.88 | 45.88 | 0.00% | market | 18.75% | — | 1.51% | -2.47% | 3.99% |
| EXPO | 2019-07-18 | 2019-07-19 | 2019-08-02 | 1 | 64.54 | 64.54 | 0.00% | market | 18.18% | — | 4.21% | -2.47% | 6.68% |
| GATX | 2019-07-18 | 2019-07-19 | 2019-08-02 | 1 | 77.71 | 77.71 | 0.00% | market | 33.83% | — | -2.60% | -2.47% | -0.12% |
| WSFS | 2019-07-22 | 2019-07-23 | 2019-08-06 | 1 | 40.00 | 40.00 | 0.00% | market | 18.92% | — | 1.38% | -3.79% | 5.17% |
| BIIB | 2019-07-23 | 2019-07-24 | 2019-08-07 | 1 | 244.70 | 244.70 | 0.00% | market | 21.51% | — | -3.01% | -3.75% | 0.74% |
| MANH | 2019-07-23 | 2019-07-24 | 2019-08-07 | 1 | 80.00 | 80.00 | 0.00% | market | 23.53% | — | 4.12% | -3.75% | 7.88% |
| NWE | 2019-07-23 | 2019-07-24 | 2019-08-07 | 1 | 70.44 | 70.44 | 0.00% | market | 46.87% | — | -2.20% | -3.75% | 1.55% |
| RNR | 2019-07-23 | 2019-07-24 | 2019-08-07 | 1 | 189.00 | 189.00 | 0.00% | market | 33.52% | — | -1.85% | -3.75% | 1.90% |
| BKU | 2019-07-24 | 2019-07-25 | 2019-08-08 | 1 | 35.32 | 35.32 | 0.00% | market | 19.12% | — | -8.11% | -2.43% | -5.68% |
| CMRE | 2019-07-24 | 2019-07-25 | 2019-08-08 | 1 | 4.45 | 4.45 | 0.00% | market | 69.23% | — | -8.19% | -2.43% | -5.76% |
| EIG | 2019-07-24 | 2019-07-25 | 2019-08-08 | 1 | 44.85 | 44.85 | 0.00% | market | 63.64% | — | -5.07% | -2.43% | -2.64% |
| EVR | 2019-07-24 | 2019-07-25 | 2019-08-08 | 1 | 90.73 | 90.73 | 0.00% | market | 19.65% | — | -10.46% | -2.43% | -8.03% |
| FR | 2019-07-24 | 2019-07-25 | 2019-08-08 | 1 | 38.02 | 38.02 | 0.00% | market | 29.17% | — | 1.27% | -2.43% | 3.70% |
| GSK | 2019-07-24 | 2019-07-25 | 2019-08-08 | 1 | 41.80 | 41.80 | 0.00% | market | 21.25% | — | -3.21% | -2.43% | -0.78% |
| MSC | 2019-07-24 | 2019-07-25 | 2019-08-08 | 1 | 21.10 | 21.10 | 0.00% | market | 106.12% | — | -7.68% | -2.43% | -5.25% |
| SYBT | 2019-07-24 | 2019-07-25 | 2019-08-08 | 1 | 36.12 | 36.12 | 0.00% | market | 18.03% | — | 2.31% | -2.43% | 4.74% |
| TDY | 2019-07-24 | 2019-07-25 | 2019-08-08 | 1 | 299.64 | 299.64 | 0.00% | market | 16.18% | — | -0.31% | -2.43% | 2.12% |
| UAN | 2019-07-24 | 2019-07-25 | 2019-08-08 | 1 | 40.00 | 40.00 | 0.00% | market | 240.00% | — | -6.60% | -2.43% | -4.17% |
| BANC | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 15.46 | 15.46 | 0.00% | market | 35.29% | — | -5.34% | -3.04% | -2.30% |
| EIX | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 70.16 | 70.16 | 0.00% | market | 37.39% | — | 5.91% | -3.04% | 8.95% |
| ENVA | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 22.79 | 22.79 | 0.00% | market | 26.56% | — | 15.30% | -3.04% | 18.34% |
| EQT | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 14.65 | 14.65 | 0.00% | market | 200.00% | — | -17.57% | -3.04% | -14.54% |
| GOOG | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 61.20 | 61.20 | 0.00% | market | 24.56% | — | -3.04% | -3.04% | -0.00% |
| GOOGL | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 61.40 | 61.40 | 0.00% | market | 26.79% | — | -3.28% | -3.04% | -0.24% |
| HLI | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 45.31 | 45.31 | 0.00% | market | 21.82% | — | -5.13% | -3.04% | -2.09% |
| HTH | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 22.53 | 22.53 | 0.00% | market | 58.97% | — | -0.81% | -3.04% | 2.23% |
| INTC | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 52.69 | 52.69 | 0.00% | market | 19.10% | — | -12.83% | -3.04% | -9.80% |
| KIM | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 18.81 | 18.81 | 0.00% | market | 17.65% | — | 0.64% | -3.04% | 3.68% |
| LAZ | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 38.59 | 38.59 | 0.00% | market | 15.87% | — | -12.54% | -3.04% | -9.50% |
| WST | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 134.30 | 134.30 | 0.00% | market | 23.61% | — | 7.06% | -3.04% | 10.10% |
| BSAC | 2019-07-26 | 2019-07-29 | 2019-08-12 | 3 | 29.67 | 29.67 | 0.00% | market | 17.39% | — | -5.29% | -4.57% | -0.72% |
| OPY | 2019-07-26 | 2019-07-29 | 2019-08-12 | 3 | 29.13 | 29.13 | 0.00% | market | 67.92% | — | -7.38% | -4.57% | -2.80% |
| BCH | 2019-07-29 | 2019-07-30 | 2019-08-13 | 1 | 29.48 | 29.48 | 0.00% | market | 16.67% | — | -0.41% | -2.45% | 2.05% |
| CGNX | 2019-07-29 | 2019-07-30 | 2019-08-13 | 1 | 41.82 | 41.82 | 0.00% | market | 21.74% | — | 7.60% | -2.45% | 10.05% |
| MEDP | 2019-07-29 | 2019-07-30 | 2019-08-13 | 1 | 75.00 | 75.00 | 0.00% | market | 26.56% | — | 5.90% | -2.45% | 8.35% |
| NBIX | 2019-07-29 | 2019-07-30 | 2019-08-13 | 1 | 91.75 | 91.75 | 0.00% | market | 54.17% | — | 3.24% | -2.45% | 5.69% |
| OGS | 2019-07-29 | 2019-07-30 | 2019-08-13 | 1 | 91.98 | 91.98 | 0.00% | market | 17.95% | — | -2.87% | -2.45% | -0.42% |
| OMF | 2019-07-29 | 2019-07-30 | 2019-08-13 | 1 | 39.12 | 39.12 | 0.00% | market | 20.90% | — | -0.25% | -2.45% | 2.20% |
| RDY | 2019-07-29 | 2019-07-30 | 2019-08-13 | 1 | 7.38 | 7.38 | 0.00% | market | 56.76% | — | -4.30% | -2.45% | -1.85% |
| SBAC | 2019-07-29 | 2019-07-30 | 2019-08-13 | 1 | 248.86 | 248.86 | 0.00% | market | 27.27% | — | 4.28% | -2.45% | 6.74% |
| AER | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 54.53 | 54.53 | 0.00% | market | 45.78% | — | -6.02% | -5.68% | -0.35% |
| AIN | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 81.85 | 81.85 | 0.00% | market | 28.24% | — | -0.77% | -5.68% | 4.91% |
| CASH | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 29.00 | 29.00 | 0.00% | market | 53.06% | — | -0.31% | -5.68% | 5.37% |
| CINF | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 106.09 | 106.09 | 0.00% | market | 32.81% | — | 0.70% | -5.68% | 6.38% |
| EQR | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 79.93 | 79.93 | 0.00% | market | 137.14% | — | -0.24% | -5.68% | 5.44% |
| INCY | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 85.50 | 85.50 | 0.00% | market | 53.06% | — | -5.29% | -5.68% | 0.38% |
| INVH | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 28.07 | 28.07 | 0.00% | market | 180.00% | — | -1.74% | -5.68% | 3.94% |
| MC | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 36.00 | 36.00 | 0.00% | market | 33.33% | — | -11.91% | -5.68% | -6.23% |
| MKL | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 1,133.00 | 1,133.00 | 0.00% | market | 16.65% | — | -1.66% | -5.68% | 4.01% |
| REXR | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 41.40 | 41.40 | 0.00% | market | 200.00% | — | 1.52% | -5.68% | 7.20% |
| SIRI | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 61.60 | 61.60 | 0.00% | market | 20.00% | — | -2.70% | -5.68% | 2.98% |
| SMFG | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 6.89 | 6.89 | 0.00% | market | 41.34% | — | -6.63% | -5.68% | -0.95% |
| TIMB | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 16.21 | 16.21 | 0.00% | market | 46.67% | — | -9.11% | -5.68% | -3.43% |
| ACR | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 32.58 | 32.58 | 0.00% | market | 21.74% | — | -1.51% | -4.35% | 2.84% |
| AGI | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 6.45 | 6.45 | 0.00% | market | 34.08% | — | 11.22% | -4.35% | 15.57% |
| ALSN | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 46.70 | 46.70 | 0.00% | market | 22.69% | — | -10.21% | -4.35% | -5.86% |
| APA | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 23.07 | 23.07 | 0.00% | market | 75.16% | — | -13.71% | -4.35% | -9.36% |
| CF | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 52.24 | 52.24 | 0.00% | market | 30.23% | — | -10.25% | -4.35% | -5.89% |
| CG | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 24.44 | 24.44 | 0.00% | market | 58.33% | — | -13.89% | -4.35% | -9.54% |
| FICO | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 358.21 | 358.21 | 0.00% | market | 32.98% | — | -4.91% | -4.35% | -0.56% |
| H | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 78.00 | 78.00 | 0.00% | market | 68.89% | — | -6.31% | -4.35% | -1.95% |
| HCC | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 26.45 | 26.45 | 0.00% | market | 24.14% | — | -22.94% | -4.35% | -18.58% |
| INN | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 11.52 | 11.52 | 0.00% | market | 330.00% | — | -4.44% | -4.35% | -0.09% |
| IRT | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 12.35 | 12.35 | 0.00% | market | 300.00% | — | 7.11% | -4.35% | 11.46% |
| JOE | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 19.62 | 19.62 | 0.00% | market | 240.00% | — | -13.40% | -4.35% | -9.05% |
| KGC | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 3.99 | 3.99 | 0.00% | market | 107.40% | — | 22.96% | -4.35% | 27.31% |
| MTDR | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 17.59 | 17.59 | 0.00% | market | 30.43% | — | -22.04% | -4.35% | -17.69% |
| MUFG | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 4.93 | 4.93 | 0.00% | market | 57.71% | — | -4.97% | -4.35% | -0.62% |
| NEU | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 439.78 | 439.78 | 0.00% | market | 28.49% | — | 5.20% | -4.35% | 9.55% |
| QLYS | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 84.75 | 84.75 | 0.00% | market | 17.02% | — | -2.94% | -4.35% | 1.41% |
| SRI | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 32.81 | 32.81 | 0.00% | market | 38.46% | — | -9.15% | -4.35% | -4.80% |
| UE | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 16.80 | 16.80 | 0.00% | market | 83.33% | — | 0.79% | -4.35% | 5.14% |
| UTHR | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 81.29 | 81.29 | 0.00% | market | 65.06% | — | -2.28% | -4.35% | 2.07% |
| VRTX | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 173.42 | 173.42 | 0.00% | market | 17.76% | — | 4.34% | -4.35% | 8.69% |
| VVV | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 20.96 | 20.96 | 0.00% | market | 15.62% | — | 4.05% | -4.35% | 8.40% |
| WTI | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 4.67 | 4.67 | 0.00% | market | 212.50% | — | -10.81% | -4.35% | -6.46% |
| CLPR | 2019-08-01 | 2019-08-02 | 2019-08-16 | 1 | 11.41 | 11.41 | 0.00% | market | 16.67% | — | -3.52% | -1.70% | -1.82% |
| CORT | 2019-08-01 | 2019-08-02 | 2019-08-16 | 1 | 11.25 | 11.25 | 0.00% | market | 38.89% | — | 15.37% | -1.70% | 17.07% |
| CTVA | 2019-08-01 | 2019-08-02 | 2019-08-16 | 1 | 30.94 | 30.94 | 0.00% | market | 42.00% | — | -2.36% | -1.70% | -0.66% |
| ITGR | 2019-08-01 | 2019-08-02 | 2019-08-16 | 1 | 88.02 | 88.02 | 0.00% | market | 16.04% | — | -12.04% | -1.70% | -10.34% |
| OLED | 2019-08-01 | 2019-08-02 | 2019-08-16 | 1 | 217.90 | 217.90 | 0.00% | market | 100.00% | — | -3.37% | -1.70% | -1.67% |
| PBA | 2019-08-01 | 2019-08-02 | 2019-08-16 | 1 | 37.15 | 37.15 | 0.00% | market | 119.05% | — | -0.72% | -1.70% | 0.98% |
| PFSI | 2019-08-01 | 2019-08-02 | 2019-08-16 | 1 | 27.00 | 27.00 | 0.00% | market | 17.95% | — | -0.95% | -1.70% | 0.75% |
| RGEN | 2019-08-01 | 2019-08-02 | 2019-08-16 | 1 | 95.01 | 95.01 | 0.00% | market | 24.00% | — | -2.59% | -1.70% | -0.89% |
| SM | 2019-08-01 | 2019-08-02 | 2019-08-16 | 1 | 4.75 | 4.75 | 0.00% | market | 118.18% | — | 3.27% | -1.70% | 4.97% |
| TRI | 2019-08-01 | 2019-08-02 | 2019-08-16 | 1 | 71.58 | 71.58 | 0.00% | market | 76.47% | — | -0.78% | -1.70% | 0.92% |
| BH | 2019-08-02 | 2019-08-05 | 2019-08-19 | 3 | 90.02 | 90.02 | 0.00% | market | 3687.57% | — | 4.42% | 1.47% | 2.95% |
| ENB | 2019-08-02 | 2019-08-05 | 2019-08-19 | 3 | 33.10 | 33.10 | 0.00% | market | 19.05% | — | 1.74% | 1.47% | 0.27% |
| FTS | 2019-08-02 | 2019-08-05 | 2019-08-19 | 3 | 39.60 | 39.60 | 0.00% | market | 25.00% | — | 3.41% | 1.47% | 1.94% |
| HWM | 2019-08-02 | 2019-08-05 | 2019-08-19 | 3 | 23.33 | 23.33 | 0.00% | market | 16.00% | — | 7.19% | 1.47% | 5.71% |
| PBR-A | 2019-08-02 | 2019-08-05 | 2019-08-19 | 3 | 13.17 | 13.17 | 0.00% | market | 131.25% | — | -10.65% | 1.47% | -12.13% |
| BWXT | 2019-08-05 | 2019-08-06 | 2019-08-20 | 1 | 55.00 | 55.00 | 0.00% | market | 19.23% | — | 2.94% | 1.46% | 1.47% |
| HMN | 2019-08-05 | 2019-08-06 | 2019-08-20 | 1 | 41.79 | 41.79 | 0.00% | market | 21.43% | — | 3.39% | 1.46% | 1.93% |
| MWA | 2019-08-05 | 2019-08-06 | 2019-08-20 | 1 | 10.65 | 10.65 | 0.00% | market | 20.00% | — | -2.17% | 1.46% | -3.63% |
| PBR | 2019-08-05 | 2019-08-06 | 2019-08-20 | 1 | 14.48 | 14.48 | 0.00% | market | 111.76% | — | -9.77% | 1.46% | -11.23% |
| PLOW | 2019-08-05 | 2019-08-06 | 2019-08-20 | 1 | 42.50 | 42.50 | 0.00% | market | 17.53% | — | -0.17% | 1.46% | -1.63% |
| DVN | 2019-08-06 | 2019-08-07 | 2019-08-21 | 1 | 23.13 | 23.13 | 0.00% | market | 19.44% | — | 0.98% | 2.83% | -1.85% |
| EPC | 2019-08-06 | 2019-08-07 | 2019-08-21 | 1 | 30.81 | 30.81 | 0.00% | market | 18.09% | — | -3.80% | 2.83% | -6.63% |
| HST | 2019-08-06 | 2019-08-07 | 2019-08-21 | 1 | 16.48 | 16.48 | 0.00% | market | 25.81% | — | -3.38% | 2.83% | -6.21% |
| LOPE | 2019-08-06 | 2019-08-07 | 2019-08-21 | 1 | 124.09 | 124.09 | 0.00% | market | 15.96% | — | 4.26% | 2.83% | 1.43% |
| USAC | 2019-08-06 | 2019-08-07 | 2019-08-21 | 1 | 16.33 | 16.33 | 0.00% | market | 240.14% | — | -2.24% | 2.83% | -5.07% |
| WLFC | 2019-08-06 | 2019-08-07 | 2019-08-21 | 1 | 19.67 | 19.67 | 0.00% | market | 682.35% | — | 2.75% | 2.83% | -0.08% |
| ACMR | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 5.99 | 5.99 | 0.00% | market | 116.66% | — | -18.13% | 0.95% | -19.08% |
| AGO | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 44.20 | 44.20 | 0.00% | market | 81.58% | — | -1.43% | 0.95% | -2.38% |
| FTDR | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 51.96 | 51.96 | 0.00% | market | 43.14% | — | -0.54% | 0.95% | -1.49% |
| FUN | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 51.94 | 51.94 | 0.00% | market | 27.59% | — | 5.12% | 0.95% | 4.17% |
| GDOT | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 24.30 | 24.30 | 0.00% | market | 42.86% | — | 29.24% | 0.95% | 28.30% |
| IIPR | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 107.58 | 107.58 | 0.00% | market | 96.67% | — | -1.25% | 0.95% | -2.20% |
| IVR | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 153.55 | 153.55 | 0.00% | market | 1079.49% | — | -2.89% | 0.95% | -3.83% |
| LPG | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 9.20 | 9.20 | 0.00% | market | 69.23% | — | 8.81% | 0.95% | 7.87% |
| NTES | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 46.00 | 46.00 | 0.00% | market | 50.00% | — | 7.33% | 0.95% | 6.39% |
| ORA | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 69.63 | 69.63 | 0.00% | market | 29.03% | — | 3.94% | 0.95% | 2.99% |
| RYN | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 27.64 | 27.64 | 0.00% | market | 16.67% | — | -2.92% | 0.95% | -3.87% |
| SBRA | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 20.97 | 20.97 | 0.00% | market | 24.32% | — | 4.91% | 0.95% | 3.96% |
| TALO | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 21.40 | 21.40 | 0.00% | market | 21.36% | — | -2.58% | 0.95% | -3.52% |
| BATRA | 2019-08-08 | 2019-08-09 | 2019-08-23 | 1 | 28.84 | 28.84 | 0.00% | market | 50.00% | — | -5.37% | -2.64% | -2.73% |
| ECVT | 2019-08-08 | 2019-08-09 | 2019-08-23 | 1 | 14.73 | 14.73 | 0.00% | market | 34.78% | — | -4.78% | -2.64% | -2.14% |
| GEN | 2019-08-08 | 2019-08-09 | 2019-08-23 | 1 | 22.97 | 22.97 | 0.00% | market | 34.37% | — | 0.99% | -2.64% | 3.63% |
| MUR | 2019-08-08 | 2019-08-09 | 2019-08-23 | 1 | 20.19 | 20.19 | 0.00% | market | 16.67% | — | -11.39% | -2.64% | -8.75% |
| NRP | 2019-08-08 | 2019-08-09 | 2019-08-23 | 1 | 28.99 | 28.99 | 0.00% | market | 92.96% | — | -5.24% | -2.64% | -2.60% |
| TTD | 2019-08-08 | 2019-08-09 | 2019-08-23 | 1 | 27.16 | 27.16 | 0.00% | market | 28.57% | — | -9.38% | -2.64% | -6.74% |
| TGLS | 2019-08-09 | 2019-08-12 | 2019-08-26 | 3 | 7.31 | 7.31 | 0.00% | market | 17.65% | — | -3.79% | -0.68% | -3.12% |
| BBAR | 2019-08-12 | 2019-08-13 | 2019-08-27 | 1 | 5.94 | 5.94 | 0.00% | market | 100.00% | — | -25.35% | -0.30% | -25.05% |
| PLMR | 2019-08-12 | 2019-08-13 | 2019-08-27 | 1 | 31.73 | 31.73 | 0.00% | market | 20.00% | — | 4.88% | -0.30% | 5.18% |
| GGAL | 2019-08-14 | 2019-08-15 | 2019-08-29 | 1 | 17.98 | 17.98 | 0.00% | market | 88.78% | — | -33.92% | 2.70% | -36.62% |
| BABA | 2019-08-15 | 2019-08-16 | 2019-08-30 | 1 | 170.00 | 170.00 | 0.00% | market | 22.00% | — | 2.86% | 2.08% | 0.77% |
| CIG-C | 2019-08-15 | 2019-08-16 | 2019-08-30 | 1 | 2.30 | 2.30 | 0.00% | market | 552.05% | — | -3.14% | 2.08% | -5.23% |
| CIG | 2019-08-16 | 2019-08-19 | 2019-09-03 | 3 | 2.81 | 2.81 | 0.00% | market | 395.95% | — | -5.79% | -0.50% | -5.30% |
| XYF | 2019-08-18 | 2019-08-19 | 2019-09-03 | 1 | 8.52 | 8.52 | 0.00% | market | 40.91% | — | -11.72% | -0.50% | -11.22% |
| FINV | 2019-08-20 | 2019-08-21 | 2019-09-05 | 1 | 3.70 | 3.70 | 0.00% | market | 25.60% | — | 2.87% | 1.83% | 1.05% |
| SFL | 2019-08-20 | 2019-08-21 | 2019-09-05 | 1 | 13.30 | 13.30 | 0.00% | market | 18.18% | — | 8.17% | 1.83% | 6.34% |
| HTHT | 2019-08-21 | 2019-08-22 | 2019-09-06 | 1 | 31.50 | 31.50 | 0.00% | market | 25.00% | — | 11.30% | 1.64% | 9.65% |
| KEYS | 2019-08-21 | 2019-08-22 | 2019-09-06 | 1 | 94.44 | 94.44 | 0.00% | market | 22.55% | — | 3.72% | 1.64% | 2.08% |
| CAAP | 2019-08-23 | 2019-08-26 | 2019-09-10 | 3 | 5.78 | 5.78 | 0.00% | market | 410.00% | — | -7.54% | 3.78% | -11.32% |
| HQY | 2019-09-03 | 2019-09-04 | 2019-09-18 | 1 | 57.57 | 57.57 | 0.00% | market | 28.57% | — | 6.38% | 2.72% | 3.66% |
| AVAV | 2019-09-04 | 2019-09-05 | 2019-09-19 | 1 | 57.28 | 57.28 | 0.00% | market | 105.56% | — | 6.66% | 1.45% | 5.21% |
| DSGX | 2019-09-04 | 2019-09-05 | 2019-09-19 | 1 | 36.25 | 36.25 | 0.00% | market | 25.00% | — | 9.31% | 1.45% | 7.86% |
| RH | 2019-09-10 | 2019-09-11 | 2019-09-25 | 1 | 155.35 | 155.35 | 0.00% | market | 18.52% | — | 9.36% | -0.28% | 9.65% |
| NIC | 2019-10-15 | 2019-10-16 | 2019-10-30 | 1 | 67.75 | 67.75 | 0.00% | market | 18.64% | — | 1.91% | 1.93% | -0.03% |
| PLD | 2019-10-15 | 2019-10-16 | 2019-10-30 | 1 | 89.11 | 89.11 | 0.00% | market | 47.92% | — | -1.70% | 1.93% | -3.64% |
| SCHW | 2019-10-15 | 2019-10-16 | 2019-10-30 | 1 | 38.68 | 38.68 | 0.00% | market | 15.62% | — | 6.67% | 1.93% | 4.74% |
| BFC | 2019-10-16 | 2019-10-17 | 2019-10-31 | 1 | 66.85 | 66.85 | 0.00% | market | 16.25% | — | 4.61% | 1.22% | 3.39% |
| NFLX | 2019-10-16 | 2019-10-17 | 2019-10-31 | 1 | 30.45 | 30.45 | 0.00% | market | 50.00% | — | -5.72% | 1.22% | -6.93% |
| RLI | 2019-10-16 | 2019-10-17 | 2019-10-31 | 1 | 46.18 | 46.18 | 0.00% | market | 20.83% | — | 5.27% | 1.22% | 4.05% |
| HLX | 2019-10-21 | 2019-10-22 | 2019-11-05 | 1 | 9.22 | 9.22 | 0.00% | market | 31.25% | — | -6.50% | 2.15% | -8.64% |
| MCHB | 2019-10-21 | 2019-10-22 | 2019-11-05 | 1 | 35.44 | 35.44 | 0.00% | market | 73.33% | — | -11.95% | 2.15% | -14.10% |
| NWBI | 2019-10-21 | 2019-10-22 | 2019-11-05 | 1 | 17.74 | 17.74 | 0.00% | market | 19.23% | — | -4.44% | 2.15% | -6.59% |
| ONB | 2019-10-21 | 2019-10-22 | 2019-11-05 | 1 | 18.24 | 18.24 | 0.00% | market | 20.59% | — | 0.94% | 2.15% | -1.20% |
| EQR | 2019-10-22 | 2019-10-23 | 2019-11-06 | 1 | 88.30 | 88.30 | 0.00% | market | 91.89% | — | -3.18% | 2.80% | -5.98% |
| MANH | 2019-10-22 | 2019-10-23 | 2019-11-06 | 1 | 80.46 | 80.46 | 0.00% | market | 41.67% | — | -6.30% | 2.80% | -9.10% |
| SFNC | 2019-10-22 | 2019-10-23 | 2019-11-06 | 1 | 24.37 | 24.37 | 0.00% | market | 31.25% | — | 4.99% | 2.80% | 2.19% |
| STC | 2019-10-22 | 2019-10-23 | 2019-11-06 | 1 | 42.55 | 42.55 | 0.00% | market | 25.49% | — | -3.60% | 2.80% | -6.40% |
| AEM | 2019-10-23 | 2019-10-24 | 2019-11-07 | 1 | 55.38 | 55.38 | 0.00% | market | 37.04% | — | 5.35% | 2.42% | 2.94% |
| CLF | 2019-10-23 | 2019-10-24 | 2019-11-07 | 1 | 6.83 | 6.83 | 0.00% | market | 37.50% | — | 7.66% | 2.42% | 5.24% |
| CMRE | 2019-10-23 | 2019-10-24 | 2019-11-07 | 1 | 5.57 | 5.57 | 0.00% | market | 44.44% | — | 0.26% | 2.42% | -2.16% |
| EIG | 2019-10-23 | 2019-10-24 | 2019-11-07 | 1 | 43.61 | 43.61 | 0.00% | market | 31.34% | — | -2.07% | 2.42% | -4.49% |
| IVZ | 2019-10-23 | 2019-10-24 | 2019-11-07 | 1 | 17.39 | 17.39 | 0.00% | market | 22.81% | — | 4.44% | 2.42% | 2.03% |
| LMAT | 2019-10-23 | 2019-10-24 | 2019-11-07 | 1 | 37.01 | 37.01 | 0.00% | market | 19.05% | — | -9.72% | 2.42% | -12.14% |
| MCB | 2019-10-23 | 2019-10-24 | 2019-11-07 | 1 | 41.50 | 41.50 | 0.00% | market | 15.38% | — | 8.07% | 2.42% | 5.65% |
| PYPL | 2019-10-23 | 2019-10-24 | 2019-11-07 | 1 | 106.08 | 106.08 | 0.00% | market | 17.31% | — | -5.38% | 2.42% | -7.80% |
| SLM | 2019-10-23 | 2019-10-24 | 2019-11-07 | 1 | 9.11 | 9.11 | 0.00% | market | 16.00% | — | -0.65% | 2.42% | -3.06% |
| SYBT | 2019-10-23 | 2019-10-24 | 2019-11-07 | 1 | 38.75 | 38.75 | 0.00% | market | 16.92% | — | 6.30% | 2.42% | 3.88% |
| ALGT | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 165.00 | 165.00 | 0.00% | market | 23.85% | — | 1.91% | 3.07% | -1.16% |
| CINF | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 116.00 | 116.00 | 0.00% | market | 21.35% | — | -6.39% | 3.07% | -9.46% |
| CLBK | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 7.50 | 7.50 | 0.00% | market | 44.44% | — | 0.17% | 3.07% | -2.90% |
| DECK | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 25.86 | 25.86 | 0.00% | market | 15.38% | — | 5.24% | 3.07% | 2.17% |
| ILMN | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 290.43 | 290.43 | 0.00% | market | 37.86% | — | -1.92% | 3.07% | -4.99% |
| KIM | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 21.18 | 21.18 | 0.00% | market | 117.65% | — | -1.66% | 3.07% | -4.73% |
| SPSC | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 53.38 | 53.38 | 0.00% | market | 17.86% | — | 0.71% | 3.07% | -2.36% |
| TBBK | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 10.44 | 10.44 | 0.00% | market | 40.74% | — | 8.52% | 3.07% | 5.45% |
| PBR-A | 2019-10-25 | 2019-10-28 | 2019-11-11 | 3 | 14.66 | 14.66 | 0.00% | market | 80.95% | — | -0.37% | 1.79% | -2.16% |
| WT | 2019-10-25 | 2019-10-28 | 2019-11-11 | 3 | 5.49 | 5.49 | 0.00% | market | 20.00% | — | -4.65% | 1.79% | -6.44% |
| AVB | 2019-10-28 | 2019-10-29 | 2019-11-12 | 1 | 216.70 | 216.70 | 0.00% | market | 66.67% | — | -3.66% | 1.98% | -5.64% |
| CRSP | 2019-10-28 | 2019-10-29 | 2019-11-12 | 1 | 45.00 | 45.00 | 0.00% | market | 352.63% | — | 18.97% | 1.98% | 16.99% |
| AIN | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 86.00 | 86.00 | 0.00% | market | 48.10% | — | -1.31% | 1.87% | -3.18% |
| ENPH | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 21.69 | 21.69 | 0.00% | market | 20.00% | — | -12.83% | 1.87% | -14.70% |
| FMC | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 88.59 | 88.59 | 0.00% | market | 17.50% | — | 8.65% | 1.87% | 6.78% |
| INCY | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 83.06 | 83.06 | 0.00% | market | 26.15% | — | 5.16% | 1.87% | 3.29% |
| INVH | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 30.70 | 30.70 | 0.00% | market | 77.78% | — | -2.93% | 1.87% | -4.80% |
| MGRC | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 74.50 | 74.50 | 0.00% | market | 28.16% | — | -2.45% | 1.87% | -4.32% |
| MRK | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 81.05 | 81.05 | 0.00% | market | 20.80% | — | -0.31% | 1.87% | -2.18% |
| MTDR | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 15.26 | 15.26 | 0.00% | market | 28.00% | — | -6.26% | 1.87% | -8.13% |
| PFE | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 36.41 | 36.41 | 0.00% | market | 19.05% | — | -4.82% | 1.87% | -6.69% |
| REXR | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 48.30 | 48.30 | 0.00% | market | 50.00% | — | -4.45% | 1.87% | -6.32% |
| SAM | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 380.33 | 380.33 | 0.00% | market | 24.57% | — | -3.69% | 1.87% | -5.56% |
| AGNC | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 16.56 | 16.56 | 0.00% | market | 22.92% | — | 4.13% | 1.78% | 2.34% |
| CRUS | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 60.69 | 60.69 | 0.00% | market | 64.89% | — | 18.96% | 1.78% | 17.18% |
| EXEL | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 17.00 | 17.00 | 0.00% | market | 63.16% | — | -2.10% | 1.78% | -3.88% |
| GRMN | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 95.25 | 95.25 | 0.00% | market | 33.68% | — | 1.47% | 1.78% | -0.31% |
| H | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 72.80 | 72.80 | 0.00% | market | 42.31% | — | 5.57% | 1.78% | 3.79% |
| JOE | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 18.68 | 18.68 | 0.00% | market | 150.00% | — | -4.06% | 1.78% | -5.84% |
| MC | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 34.92 | 34.92 | 0.00% | market | 33.33% | — | -4.11% | 1.78% | -5.89% |
| MSC | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 18.85 | 18.85 | 0.00% | market | 109.09% | — | 0.85% | 1.78% | -0.93% |
| OLED | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 194.00 | 194.00 | 0.00% | market | 34.48% | — | 2.70% | 1.78% | 0.92% |
| QLYS | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 85.03 | 85.03 | 0.00% | market | 24.53% | — | -0.42% | 1.78% | -2.20% |
| SO | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 62.57 | 62.57 | 0.00% | market | 17.54% | — | -0.39% | 1.78% | -2.17% |
| TFSL | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 19.49 | 19.49 | 0.00% | market | 33.33% | — | 1.13% | 1.78% | -0.65% |
| UTHR | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 91.07 | 91.07 | 0.00% | market | 29.51% | — | -1.79% | 1.78% | -3.57% |
| WING | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 86.09 | 86.09 | 0.00% | market | 17.65% | — | -12.44% | 1.78% | -14.22% |
| WTI | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 4.12 | 4.12 | 0.00% | market | 245.65% | — | 9.37% | 1.78% | 7.58% |
| CRC | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 7.26 | 7.26 | 0.00% | market | 209.37% | — | 19.32% | 2.25% | 17.07% |
| FTNT | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 17.73 | 17.73 | 0.00% | market | 18.18% | — | 14.45% | 2.25% | 12.20% |
| HGV | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 35.03 | 35.03 | 0.00% | market | 20.41% | — | 0.24% | 2.25% | -2.01% |
| HTH | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 24.28 | 24.28 | 0.00% | market | 79.17% | — | 1.18% | 2.25% | -1.08% |
| KHC | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 32.12 | 32.12 | 0.00% | market | 27.78% | — | -2.65% | 2.25% | -4.91% |
| LPG | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 12.56 | 12.56 | 0.00% | market | 27.12% | — | 2.77% | 2.25% | 0.51% |
| LTC | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 52.10 | 52.10 | 0.00% | market | 30.77% | — | -10.93% | 2.25% | -13.18% |
| MUR | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 20.92 | 20.92 | 0.00% | market | 63.64% | — | 16.20% | 2.25% | 13.95% |
| NMM | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 20.15 | 20.15 | 0.00% | market | 391.18% | — | -9.58% | 2.25% | -11.83% |
| PFSI | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 31.80 | 31.80 | 0.00% | market | 15.27% | — | 0.21% | 2.25% | -2.04% |
| TRI | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 71.25 | 71.25 | 0.00% | market | 55.56% | — | 4.10% | 2.25% | 1.84% |
| BABA | 2019-11-01 | 2019-11-04 | 2019-11-18 | 3 | 180.66 | 180.66 | 0.00% | market | 18.06% | — | 2.09% | 1.35% | 0.73% |
| HAE | 2019-11-01 | 2019-11-04 | 2019-11-18 | 3 | 130.45 | 130.45 | 0.00% | market | 26.09% | — | -8.79% | 1.35% | -10.14% |
| PBA | 2019-11-01 | 2019-11-04 | 2019-11-18 | 3 | 35.30 | 35.30 | 0.00% | market | 16.28% | — | 2.39% | 1.35% | 1.04% |
| RDY | 2019-11-01 | 2019-11-04 | 2019-11-18 | 3 | 7.94 | 7.94 | 0.00% | market | 89.81% | — | -3.63% | 1.35% | -4.98% |
| BWXT | 2019-11-04 | 2019-11-05 | 2019-11-19 | 1 | 60.00 | 60.00 | 0.00% | market | 23.44% | — | 1.22% | 1.41% | -0.19% |
| FICO | 2019-11-04 | 2019-11-05 | 2019-11-19 | 1 | 319.63 | 319.63 | 0.00% | market | 19.64% | — | 11.59% | 1.41% | 10.18% |
| KOS | 2019-11-04 | 2019-11-05 | 2019-11-19 | 1 | 6.73 | 6.73 | 0.00% | market | 104.39% | — | 2.13% | 1.41% | 0.72% |
| MITT | 2019-11-04 | 2019-11-05 | 2019-11-19 | 1 | 46.65 | 46.65 | 0.00% | market | 179.07% | — | -1.58% | 1.41% | -2.99% |
| MZTI | 2019-11-04 | 2019-11-05 | 2019-11-19 | 1 | 161.99 | 161.99 | 0.00% | market | 27.42% | — | -0.96% | 1.41% | -2.37% |
| WLFC | 2019-11-04 | 2019-11-05 | 2019-11-19 | 1 | 19.13 | 19.13 | 0.00% | market | 556.90% | — | 6.17% | 1.41% | 4.76% |
| DVN | 2019-11-05 | 2019-11-06 | 2019-11-20 | 1 | 24.00 | 24.00 | 0.00% | market | 81.25% | — | -8.64% | 1.22% | -9.86% |
| MBI | 2019-11-05 | 2019-11-06 | 2019-11-20 | 1 | 10.00 | 10.00 | 0.00% | market | 529.41% | — | -5.40% | 1.22% | -6.62% |
| OHI | 2019-11-05 | 2019-11-06 | 2019-11-20 | 1 | 43.00 | 43.00 | 0.00% | market | 57.50% | — | -3.31% | 1.22% | -4.53% |
| SSRM | 2019-11-05 | 2019-11-06 | 2019-11-20 | 1 | 14.35 | 14.35 | 0.00% | market | 64.29% | — | 6.73% | 1.22% | 5.51% |
| USAC | 2019-11-05 | 2019-11-06 | 2019-11-20 | 1 | 18.07 | 18.07 | 0.00% | market | 153.81% | — | -7.40% | 1.22% | -8.62% |
| ACMR | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 5.20 | 5.20 | 0.00% | market | 157.14% | — | -8.37% | 0.55% | -8.92% |
| AES | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 17.73 | 17.73 | 0.00% | market | 20.00% | — | 4.24% | 0.55% | 3.69% |
| B | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 16.90 | 16.90 | 0.00% | market | 50.00% | — | -1.64% | 0.55% | -2.19% |
| DEA | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 56.38 | 56.38 | 0.00% | market | 150.00% | — | 1.00% | 0.55% | 0.45% |
| EBS | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 60.00 | 60.00 | 0.00% | market | 92.06% | — | -12.75% | 0.55% | -13.30% |
| ECPG | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 35.80 | 35.80 | 0.00% | market | 20.59% | — | -0.77% | 0.55% | -1.32% |
| EPRT | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 25.01 | 25.01 | 0.00% | market | 28.57% | — | 4.82% | 0.55% | 4.27% |
| FOX | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 33.15 | 33.15 | 0.00% | market | 19.08% | — | 4.82% | 0.55% | 4.27% |
| FOXA | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 33.95 | 33.95 | 0.00% | market | 20.29% | — | 5.05% | 0.55% | 4.50% |
| GMAB | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 22.13 | 22.13 | 0.00% | market | 1475.00% | — | 1.66% | 0.55% | 1.11% |
| GSL | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 7.37 | 7.37 | 0.00% | market | 16.22% | — | 5.06% | 0.55% | 4.51% |
| IIPR | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 78.84 | 78.84 | 0.00% | market | 79.17% | — | 1.18% | 0.55% | 0.63% |
| NRP | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 24.50 | 24.50 | 0.00% | market | 37.40% | — | -8.39% | 0.55% | -8.94% |
| PRDO | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 17.00 | 17.00 | 0.00% | market | 32.00% | — | -4.63% | 0.55% | -5.18% |
| TALO | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 24.13 | 24.13 | 0.00% | market | 26.56% | — | -1.14% | 0.55% | -1.69% |
| TIMB | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 15.28 | 15.28 | 0.00% | market | 65.00% | — | 5.20% | 0.55% | 4.65% |
| VVV | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 22.74 | 22.74 | 0.00% | market | 21.21% | — | 1.04% | 0.55% | 0.49% |
| ACIW | 2019-11-07 | 2019-11-08 | 2019-11-22 | 1 | 34.03 | 34.03 | 0.00% | market | 107.69% | — | 7.54% | 1.03% | 6.51% |
| BBAR | 2019-11-07 | 2019-11-08 | 2019-11-22 | 1 | 3.53 | 3.53 | 0.00% | market | 189.19% | — | 5.00% | 1.03% | 3.97% |
| CNP | 2019-11-07 | 2019-11-08 | 2019-11-22 | 1 | 28.85 | 28.85 | 0.00% | market | 23.26% | — | -14.31% | 1.03% | -15.34% |
| CNQ | 2019-11-07 | 2019-11-08 | 2019-11-22 | 1 | 13.69 | 13.69 | 0.00% | market | 33.33% | — | 2.16% | 1.03% | 1.14% |
| CRK | 2019-11-07 | 2019-11-08 | 2019-11-22 | 1 | 7.32 | 7.32 | 0.00% | market | 21.43% | — | -8.57% | 1.03% | -9.60% |
| EFXT | 2019-11-07 | 2019-11-08 | 2019-11-22 | 1 | 8.37 | 8.37 | 0.00% | market | 16.89% | — | 3.96% | 1.03% | 2.94% |
| FSK | 2019-11-07 | 2019-11-08 | 2019-11-22 | 1 | 23.60 | 23.60 | 0.00% | market | 15.79% | — | 3.12% | 1.03% | 2.09% |
| GTN | 2019-11-07 | 2019-11-08 | 2019-11-22 | 1 | 19.15 | 19.15 | 0.00% | market | 48.39% | — | 3.56% | 1.03% | 2.53% |
| OSG | 2019-11-07 | 2019-11-08 | 2019-11-22 | 1 | 21.00 | 21.00 | 0.00% | market | 176.27% | — | -2.81% | 1.03% | -3.84% |