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 5: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CEPU | 2019-11-11 | 2019-11-12 | 2019-11-26 | 1 | 3.39 | 3.39 | 0.00% | market | 223.53% | — | 7.86% | 1.73% | 6.14% |
| FNV | 2019-11-11 | 2019-11-12 | 2019-11-26 | 1 | 97.75 | 97.75 | 0.00% | market | 20.00% | — | -0.13% | 1.73% | -1.86% |
| PAM | 2019-11-11 | 2019-11-12 | 2019-11-26 | 1 | 13.60 | 13.60 | 0.00% | market | 179.13% | — | -5.54% | 1.73% | -7.27% |
| LAC | 2019-11-12 | 2019-11-13 | 2019-11-27 | 1 | 1.81 | 1.81 | 0.00% | market | 25.00% | — | -1.76% | 2.46% | -4.22% |
| AGRO | 2019-11-13 | 2019-11-14 | 2019-11-29 | 1 | 6.14 | 6.14 | 0.00% | market | 2698.71% | — | 11.95% | 1.79% | 10.16% |
| GOOS | 2019-11-13 | 2019-11-14 | 2019-11-29 | 1 | 35.52 | 35.52 | 0.00% | market | 22.86% | — | 7.30% | 1.79% | 5.52% |
| MUFG | 2019-11-13 | 2019-11-14 | 2019-11-29 | 1 | 5.30 | 5.30 | 0.00% | market | 20.31% | — | 0.09% | 1.79% | -1.70% |
| NTAP | 2019-11-13 | 2019-11-14 | 2019-11-29 | 1 | 59.86 | 59.86 | 0.00% | market | 15.96% | — | 1.12% | 1.79% | -0.67% |
| SMFG | 2019-11-13 | 2019-11-14 | 2019-11-29 | 1 | 7.25 | 7.25 | 0.00% | market | 53.03% | — | 0.73% | 1.79% | -1.06% |
| TCOM | 2019-11-13 | 2019-11-14 | 2019-11-29 | 1 | 32.49 | 32.49 | 0.00% | market | 85.71% | — | 2.21% | 1.79% | 0.42% |
| NTES | 2019-11-20 | 2019-11-21 | 2019-12-06 | 1 | 59.00 | 59.00 | 0.00% | market | 477.08% | — | 4.87% | 1.28% | 3.59% |
| BRBR | 2019-11-21 | 2019-11-22 | 2019-12-09 | 1 | 18.72 | 18.72 | 0.00% | market | 394.12% | — | 13.36% | 0.90% | 12.46% |
| HQY | 2019-12-03 | 2019-12-04 | 2019-12-18 | 1 | 68.72 | 68.72 | 0.00% | market | 113.64% | — | 10.70% | 2.86% | 7.84% |
| JEF | 2020-01-08 | 2020-01-09 | 2020-01-24 | 1 | 20.47 | 20.47 | 0.00% | market | 31.91% | — | 2.10% | 0.80% | 1.30% |
| STZ | 2020-01-08 | 2020-01-09 | 2020-01-24 | 1 | 191.90 | 191.90 | 0.00% | market | 16.94% | — | -0.28% | 0.80% | -1.08% |
| C | 2020-01-14 | 2020-01-15 | 2020-01-30 | 1 | 81.73 | 81.73 | 0.00% | market | 16.85% | — | -5.36% | 0.10% | -5.46% |
| MS | 2020-01-16 | 2020-01-17 | 2020-02-03 | 1 | 56.26 | 56.26 | 0.00% | market | 30.00% | — | -6.61% | -2.29% | -4.32% |
| HDB | 2020-01-18 | 2020-01-21 | 2020-02-04 | 3 | 30.48 | 30.48 | 0.00% | market | 7877.21% | — | -3.38% | -0.56% | -2.82% |
| STT | 2020-01-17 | 2020-01-21 | 2020-02-04 | 4 | 81.75 | 81.75 | 0.00% | market | 17.16% | — | -5.01% | -0.56% | -4.45% |
| PLD | 2020-01-22 | 2020-01-23 | 2020-02-06 | 1 | 93.54 | 93.54 | 0.00% | market | 51.28% | — | -0.56% | 1.01% | -1.57% |
| RLI | 2020-01-22 | 2020-01-23 | 2020-02-06 | 1 | 45.75 | 45.75 | 0.00% | market | 28.00% | — | 5.52% | 1.01% | 4.50% |
| GATX | 2020-01-23 | 2020-01-24 | 2020-02-07 | 1 | 82.55 | 82.55 | 0.00% | market | 29.52% | — | -7.53% | -0.07% | -7.45% |
| INTC | 2020-01-23 | 2020-01-24 | 2020-02-07 | 1 | 66.57 | 66.57 | 0.00% | market | 21.60% | — | -0.93% | -0.07% | -0.85% |
| ORI | 2020-01-23 | 2020-01-24 | 2020-02-07 | 1 | 22.77 | 22.77 | 0.00% | market | 20.51% | — | 1.09% | -0.07% | 1.16% |
| STM | 2020-01-23 | 2020-01-24 | 2020-02-07 | 1 | 30.68 | 30.68 | 0.00% | market | 16.22% | — | -3.59% | -0.07% | -3.52% |
| GGG | 2020-01-27 | 2020-01-28 | 2020-02-11 | 1 | 54.90 | 54.90 | 0.00% | market | 23.08% | — | 2.21% | 3.14% | -0.92% |
| RDY | 2020-01-27 | 2020-01-28 | 2020-02-11 | 1 | 8.77 | 8.77 | 0.00% | market | 24.71% | — | 1.50% | 3.14% | -1.64% |
| EQR | 2020-01-28 | 2020-01-29 | 2020-02-12 | 1 | 86.20 | 86.20 | 0.00% | market | 120.00% | — | -1.74% | 2.75% | -4.49% |
| UMBF | 2020-01-28 | 2020-01-29 | 2020-02-12 | 1 | 67.99 | 67.99 | 0.00% | market | 15.38% | — | 0.15% | 2.75% | -2.60% |
| CRUS | 2020-01-29 | 2020-01-30 | 2020-02-13 | 1 | 87.68 | 87.68 | 0.00% | market | 23.68% | — | -8.06% | 3.92% | -11.98% |
| EVR | 2020-01-29 | 2020-01-30 | 2020-02-13 | 1 | 80.43 | 80.43 | 0.00% | market | 15.74% | — | 0.27% | 3.92% | -3.64% |
| MAA | 2020-01-29 | 2020-01-30 | 2020-02-13 | 1 | 136.91 | 136.91 | 0.00% | market | 120.34% | — | 5.18% | 3.92% | 1.27% |
| PB | 2020-01-29 | 2020-01-30 | 2020-02-13 | 1 | 69.49 | 69.49 | 0.00% | market | 17.07% | — | 6.23% | 3.92% | 2.32% |
| APO | 2020-01-30 | 2020-01-31 | 2020-02-14 | 1 | 46.00 | 46.00 | 0.00% | market | 50.68% | — | -0.73% | 3.24% | -3.97% |
| FHI | 2020-01-30 | 2020-01-31 | 2020-02-14 | 1 | 35.83 | 35.83 | 0.00% | market | 15.71% | — | -0.83% | 3.24% | -4.07% |
| KIM | 2020-01-30 | 2020-01-31 | 2020-02-14 | 1 | 19.30 | 19.30 | 0.00% | market | 29.41% | — | -0.31% | 3.24% | -3.55% |
| LAZ | 2020-01-30 | 2020-01-31 | 2020-02-14 | 1 | 42.65 | 42.65 | 0.00% | market | 21.33% | — | -0.90% | 3.24% | -4.14% |
| RMD | 2020-01-30 | 2020-01-31 | 2020-02-14 | 1 | 164.38 | 164.38 | 0.00% | market | 18.63% | — | 7.33% | 3.24% | 4.09% |
| SF | 2020-01-30 | 2020-01-31 | 2020-02-14 | 1 | 29.22 | 29.22 | 0.00% | market | 16.82% | — | 2.40% | 3.24% | -0.84% |
| TFSL | 2020-01-30 | 2020-01-31 | 2020-02-14 | 1 | 20.15 | 20.15 | 0.00% | market | 50.00% | — | 9.08% | 3.24% | 5.84% |
| TPL | 2020-01-30 | 2020-01-31 | 2020-02-14 | 1 | 80.04 | 80.04 | 0.00% | market | 24.39% | — | 6.80% | 3.24% | 3.55% |
| VRTX | 2020-01-30 | 2020-01-31 | 2020-02-14 | 1 | 238.65 | 238.65 | 0.00% | market | 40.50% | — | 2.07% | 3.24% | -1.18% |
| CHTR | 2020-01-31 | 2020-02-03 | 2020-02-18 | 3 | 522.84 | 522.84 | 0.00% | market | 31.73% | — | 2.72% | 4.14% | -1.41% |
| IDXX | 2020-01-31 | 2020-02-03 | 2020-02-18 | 3 | 276.08 | 276.08 | 0.00% | market | 15.56% | — | 3.76% | 4.14% | -0.37% |
| OPY | 2020-01-31 | 2020-02-03 | 2020-02-18 | 3 | 27.69 | 27.69 | 0.00% | market | 130.00% | — | -3.03% | 4.14% | -7.16% |
| PIPR | 2020-01-31 | 2020-02-03 | 2020-02-18 | 3 | 20.82 | 20.82 | 0.00% | market | 60.56% | — | 2.88% | 4.14% | -1.26% |
| SMFG | 2020-01-31 | 2020-02-03 | 2020-02-18 | 3 | 7.07 | 7.07 | 0.00% | market | 72.04% | — | -2.79% | 4.14% | -6.93% |
| ARE | 2020-02-03 | 2020-02-04 | 2020-02-19 | 1 | 165.40 | 165.40 | 0.00% | market | 194.92% | — | 2.19% | 3.13% | -0.94% |
| GOOG | 2020-02-03 | 2020-02-04 | 2020-02-19 | 1 | 72.85 | 72.85 | 0.00% | market | 22.22% | — | 4.68% | 3.13% | 1.55% |
| GOOGL | 2020-02-03 | 2020-02-04 | 2020-02-19 | 1 | 72.72 | 72.72 | 0.00% | market | 22.22% | — | 4.74% | 3.13% | 1.61% |
| VVV | 2020-02-03 | 2020-02-04 | 2020-02-19 | 1 | 22.00 | 22.00 | 0.00% | market | 16.67% | — | 0.49% | 3.13% | -2.64% |
| HAE | 2020-02-04 | 2020-02-05 | 2020-02-20 | 1 | 123.85 | 123.85 | 0.00% | market | 23.68% | — | -3.64% | 1.41% | -5.05% |
| LITE | 2020-02-04 | 2020-02-05 | 2020-02-20 | 1 | 87.76 | 87.76 | 0.00% | market | 17.69% | — | -1.76% | 1.41% | -3.17% |
| MANH | 2020-02-04 | 2020-02-05 | 2020-02-20 | 1 | 88.00 | 88.00 | 0.00% | market | 29.03% | — | -10.54% | 1.41% | -11.95% |
| USNA | 2020-02-04 | 2020-02-05 | 2020-02-20 | 1 | 81.96 | 81.96 | 0.00% | market | 42.42% | — | -12.90% | 1.41% | -14.31% |
| CUZ | 2020-02-05 | 2020-02-06 | 2020-02-21 | 1 | 40.98 | 40.98 | 0.00% | market | 471.43% | — | 2.83% | -0.13% | 2.96% |
| ELF | 2020-02-05 | 2020-02-06 | 2020-02-21 | 1 | 19.02 | 19.02 | 0.00% | market | 50.00% | — | 0.16% | -0.13% | 0.29% |
| FMC | 2020-02-05 | 2020-02-06 | 2020-02-21 | 1 | 103.48 | 103.48 | 0.00% | market | 15.03% | — | 2.90% | -0.13% | 3.02% |
| QCOM | 2020-02-05 | 2020-02-06 | 2020-02-21 | 1 | 88.06 | 88.06 | 0.00% | market | 16.47% | — | -1.27% | -0.13% | -1.14% |
| DX | 2020-02-06 | 2020-02-07 | 2020-02-24 | 1 | 18.86 | 18.86 | 0.00% | market | 46.67% | — | 0.91% | -3.12% | 4.03% |
| EGP | 2020-02-06 | 2020-02-07 | 2020-02-24 | 1 | 136.50 | 136.50 | 0.00% | market | 126.32% | — | 2.13% | -3.12% | 5.26% |
| NYT | 2020-02-06 | 2020-02-07 | 2020-02-24 | 1 | 38.65 | 38.65 | 0.00% | market | 48.28% | — | -0.77% | -3.12% | 2.35% |
| PFSI | 2020-02-06 | 2020-02-07 | 2020-02-24 | 1 | 36.71 | 36.71 | 0.00% | market | 16.05% | — | -2.69% | -3.12% | 0.44% |
| RITM | 2020-02-06 | 2020-02-07 | 2020-02-24 | 1 | 17.47 | 17.47 | 0.00% | market | 17.31% | — | -1.76% | -3.12% | 1.36% |
| CCJ | 2020-02-07 | 2020-02-10 | 2020-02-25 | 3 | 8.51 | 8.51 | 0.00% | market | 350.00% | — | 0.96% | -5.61% | 6.57% |
| AIN | 2020-02-10 | 2020-02-11 | 2020-02-26 | 1 | 70.37 | 70.37 | 0.00% | market | 21.25% | — | -1.28% | -7.34% | 6.06% |
| DAC | 2020-02-10 | 2020-02-11 | 2020-02-26 | 1 | 6.45 | 6.45 | 0.00% | market | 20.36% | — | -8.63% | -7.34% | -1.29% |
| ITUB | 2020-02-10 | 2020-02-11 | 2020-02-26 | 1 | 6.08 | 6.08 | 0.00% | market | 22.22% | — | -14.08% | -7.34% | -6.74% |
| REXR | 2020-02-11 | 2020-02-12 | 2020-02-27 | 1 | 51.15 | 51.15 | 0.00% | market | 157.14% | — | -7.98% | -11.67% | 3.69% |
| IRT | 2020-02-12 | 2020-02-13 | 2020-02-28 | 1 | 15.88 | 15.88 | 0.00% | market | 188.89% | — | -16.60% | -11.79% | -4.81% |
| KGC | 2020-02-12 | 2020-02-13 | 2020-02-28 | 1 | 5.14 | 5.14 | 0.00% | market | 30.00% | — | -2.43% | -11.79% | 9.36% |
| TIMB | 2020-02-12 | 2020-02-13 | 2020-02-28 | 1 | 20.10 | 20.10 | 0.00% | market | 80.95% | — | -10.40% | -11.79% | 1.39% |
| AER | 2020-02-13 | 2020-02-14 | 2020-03-02 | 1 | 62.67 | 62.67 | 0.00% | market | 20.00% | — | -16.12% | -8.42% | -7.70% |
| ARES | 2020-02-13 | 2020-02-14 | 2020-03-02 | 1 | 41.42 | 41.42 | 0.00% | market | 34.00% | — | -11.98% | -8.42% | -3.56% |
| BABA | 2020-02-13 | 2020-02-14 | 2020-03-02 | 1 | 221.10 | 221.10 | 0.00% | market | 16.00% | — | -4.68% | -8.42% | 3.74% |
| DLR | 2020-02-13 | 2020-02-14 | 2020-03-02 | 1 | 125.91 | 125.91 | 0.00% | market | 105.48% | — | 3.54% | -8.42% | 11.96% |
| DXCM | 2020-02-13 | 2020-02-14 | 2020-03-02 | 1 | 70.95 | 70.95 | 0.00% | market | 61.11% | — | 0.58% | -8.42% | 9.00% |
| ELME | 2020-02-13 | 2020-02-14 | 2020-03-02 | 1 | 32.17 | 32.17 | 0.00% | market | 1200.00% | — | -14.40% | -8.42% | -5.98% |
| FAF | 2020-02-13 | 2020-02-14 | 2020-03-02 | 1 | 65.74 | 65.74 | 0.00% | market | 21.62% | — | -6.70% | -8.42% | 1.72% |
| IFS | 2020-02-13 | 2020-02-14 | 2020-03-02 | 1 | 41.51 | 41.51 | 0.00% | market | 21.84% | — | -4.99% | -8.42% | 3.43% |
| NVDA | 2020-02-13 | 2020-02-14 | 2020-03-02 | 1 | 7.18 | 7.18 | 0.00% | market | 25.00% | — | -3.86% | -8.42% | 4.56% |
| SITC | 2020-02-13 | 2020-02-14 | 2020-03-02 | 1 | 51.72 | 51.72 | 0.00% | market | 17.86% | — | -8.45% | -8.42% | -0.03% |
| ENPH | 2020-02-18 | 2020-02-19 | 2020-03-04 | 1 | 47.51 | 47.51 | 0.00% | market | 18.18% | — | 12.44% | -7.38% | 19.83% |
| INVH | 2020-02-18 | 2020-02-19 | 2020-03-04 | 1 | 32.28 | 32.28 | 0.00% | market | 66.67% | — | -4.90% | -7.38% | 2.48% |
| USAC | 2020-02-18 | 2020-02-19 | 2020-03-04 | 1 | 15.89 | 15.89 | 0.00% | market | 50.00% | — | -13.44% | -7.38% | -6.06% |
| ALSN | 2020-02-19 | 2020-02-20 | 2020-03-05 | 1 | 43.19 | 43.19 | 0.00% | market | 23.29% | — | -9.32% | -10.45% | 1.13% |
| AROC | 2020-02-19 | 2020-02-20 | 2020-03-05 | 1 | 8.77 | 8.77 | 0.00% | market | 31.25% | — | -26.90% | -10.45% | -16.45% |
| ARR | 2020-02-19 | 2020-02-20 | 2020-03-05 | 1 | 103.75 | 103.75 | 0.00% | market | 409.26% | — | -5.50% | -10.45% | 4.95% |
| GRMN | 2020-02-19 | 2020-02-20 | 2020-03-05 | 1 | 103.50 | 103.50 | 0.00% | market | 29.00% | — | -13.74% | -10.45% | -3.30% |
| H | 2020-02-19 | 2020-02-20 | 2020-03-05 | 1 | 90.00 | 90.00 | 0.00% | market | 135.00% | — | -22.70% | -10.45% | -12.25% |
| LILA | 2020-02-19 | 2020-02-20 | 2020-03-05 | 1 | 10.89 | 10.89 | 0.00% | market | 1250.00% | — | -18.47% | -10.45% | -8.02% |
| PRDO | 2020-02-19 | 2020-02-20 | 2020-03-05 | 1 | 19.49 | 19.49 | 0.00% | market | 17.86% | — | -21.34% | -10.45% | -10.90% |
| SBLK | 2020-02-19 | 2020-02-20 | 2020-03-05 | 1 | 9.26 | 9.26 | 0.00% | market | 71.43% | — | -13.27% | -10.45% | -2.83% |
| EGO | 2020-02-20 | 2020-02-21 | 2020-03-06 | 1 | 8.05 | 8.05 | 0.00% | market | 18.18% | — | 16.55% | -11.33% | 27.88% |
| HCXY | 2020-02-20 | 2020-02-21 | 2020-03-06 | 1 | 27.42 | 27.42 | 0.00% | market | 17.75% | — | -5.90% | -11.33% | 5.43% |
| IDA | 2020-02-20 | 2020-02-21 | 2020-03-06 | 1 | 111.76 | 111.76 | 0.00% | market | 22.37% | — | -4.02% | -11.33% | 7.31% |
| IDCC | 2020-02-20 | 2020-02-21 | 2020-03-06 | 1 | 63.24 | 63.24 | 0.00% | market | 62.96% | — | -19.47% | -11.33% | -8.14% |
| ORC | 2020-02-20 | 2020-02-21 | 2020-03-06 | 1 | 33.45 | 33.45 | 0.00% | market | 47.96% | — | -11.61% | -11.33% | -0.28% |
| SBAC | 2020-02-20 | 2020-02-21 | 2020-03-06 | 1 | 292.43 | 292.43 | 0.00% | market | 51.28% | — | -2.45% | -11.33% | 8.88% |
| ARLO | 2020-02-24 | 2020-02-25 | 2020-03-10 | 1 | 3.70 | 3.70 | 0.00% | market | 16.13% | — | -25.78% | -10.96% | -14.81% |
| AWI | 2020-02-24 | 2020-02-25 | 2020-03-10 | 1 | 106.98 | 106.98 | 0.00% | market | 29.07% | — | -6.19% | -10.96% | 4.77% |
| AWR | 2020-02-24 | 2020-02-25 | 2020-03-10 | 1 | 90.00 | 90.00 | 0.00% | market | 18.42% | — | -7.36% | -10.96% | 3.61% |
| KEYS | 2020-02-24 | 2020-02-25 | 2020-03-10 | 1 | 99.79 | 99.79 | 0.00% | market | 16.67% | — | -5.07% | -10.96% | 5.89% |
| KOS | 2020-02-24 | 2020-02-25 | 2020-03-10 | 1 | 4.11 | 4.11 | 0.00% | market | 18.18% | — | -71.15% | -10.96% | -60.18% |
| TREX | 2020-02-24 | 2020-02-25 | 2020-03-10 | 1 | 51.79 | 51.79 | 0.00% | market | 19.23% | — | -10.31% | -10.96% | 0.65% |
| AFGB | 2020-02-25 | 2020-02-26 | 2020-03-11 | 1 | 27.61 | 27.61 | 0.00% | market | 24.32% | — | -5.53% | -12.67% | 7.14% |
| CQP | 2020-02-25 | 2020-02-26 | 2020-03-11 | 1 | 33.82 | 33.82 | 0.00% | market | 16.00% | — | -15.68% | -12.67% | -3.01% |
| DAR | 2020-02-25 | 2020-02-26 | 2020-03-11 | 1 | 27.00 | 27.00 | 0.00% | market | 554.55% | — | -18.62% | -12.67% | -5.94% |
| EXEL | 2020-02-25 | 2020-02-26 | 2020-03-11 | 1 | 18.53 | 18.53 | 0.00% | market | 29.41% | — | -6.63% | -12.67% | 6.04% |
| GLNG | 2020-02-25 | 2020-02-26 | 2020-03-11 | 1 | 11.92 | 11.92 | 0.00% | market | 100.00% | — | -25.94% | -12.67% | -13.26% |
| HEI | 2020-02-25 | 2020-02-26 | 2020-03-11 | 1 | 114.51 | 114.51 | 0.00% | market | 15.58% | — | -21.45% | -12.67% | -8.78% |
| LNG | 2020-02-25 | 2020-02-26 | 2020-03-11 | 1 | 49.73 | 49.73 | 0.00% | market | 51.06% | — | -20.99% | -12.67% | -8.32% |
| MTDR | 2020-02-25 | 2020-02-26 | 2020-03-11 | 1 | 11.30 | 11.30 | 0.00% | market | 39.29% | — | -82.58% | -12.67% | -69.90% |
| RM | 2020-02-25 | 2020-02-26 | 2020-03-11 | 1 | 29.46 | 29.46 | 0.00% | market | 24.32% | — | -24.34% | -12.67% | -11.66% |
| VLRS | 2020-02-25 | 2020-02-26 | 2020-03-11 | 1 | 12.54 | 12.54 | 0.00% | market | 61.90% | — | -45.16% | -12.67% | -32.48% |
| CRC | 2020-02-26 | 2020-02-27 | 2020-03-12 | 1 | 5.95 | 5.95 | 0.00% | market | 97.30% | — | -50.86% | -18.77% | -32.08% |
| EC | 2020-02-26 | 2020-02-27 | 2020-03-12 | 1 | 18.47 | 18.47 | 0.00% | market | 18.75% | — | -47.64% | -18.77% | -28.86% |
| IONS | 2020-02-26 | 2020-02-27 | 2020-03-12 | 1 | 55.47 | 55.47 | 0.00% | market | 51.61% | — | -20.18% | -18.77% | -1.41% |
| JOE | 2020-02-26 | 2020-02-27 | 2020-03-12 | 1 | 19.67 | 19.67 | 0.00% | market | 162.50% | — | -16.27% | -18.77% | 2.51% |
| MIDD | 2020-02-26 | 2020-02-27 | 2020-03-12 | 1 | 92.80 | 92.80 | 0.00% | market | 16.96% | — | -35.15% | -18.77% | -16.38% |
| PK | 2020-02-26 | 2020-02-27 | 2020-03-12 | 1 | 19.36 | 19.36 | 0.00% | market | 54.55% | — | -55.27% | -18.77% | -36.49% |
| SWX | 2020-02-26 | 2020-02-27 | 2020-03-12 | 1 | 72.20 | 72.20 | 0.00% | market | 15.97% | — | -27.05% | -18.77% | -8.28% |
| TV | 2020-02-26 | 2020-02-27 | 2020-03-12 | 1 | 10.06 | 10.06 | 0.00% | market | 83.33% | — | -37.97% | -18.77% | -19.20% |
| AAON | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 37.49 | 37.49 | 0.00% | market | 22.22% | — | -7.46% | -6.71% | -0.75% |
| ABEV | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 3.11 | 3.11 | 0.00% | market | 16.67% | — | -15.21% | -6.71% | -8.50% |
| AGO | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 41.05 | 41.05 | 0.00% | market | 15.38% | — | -15.91% | -6.71% | -9.20% |
| BRSP | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 12.19 | 12.19 | 0.00% | market | 23.33% | — | -42.02% | -6.71% | -35.31% |
| CCO | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 2.02 | 2.02 | 0.00% | market | 84.22% | — | -48.12% | -6.71% | -41.41% |
| EOG | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 57.30 | 57.30 | 0.00% | market | 17.39% | — | -39.37% | -6.71% | -32.65% |
| FTAI | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 15.10 | 15.10 | 0.00% | market | 71.43% | — | -44.80% | -6.71% | -38.09% |
| GTN | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 17.54 | 17.54 | 0.00% | market | 50.00% | — | -30.37% | -6.71% | -23.66% |
| MITT | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 45.39 | 45.39 | 0.00% | market | 254.55% | — | -27.00% | -6.71% | -20.29% |
| RWT | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 16.99 | 16.99 | 0.00% | market | 25.00% | — | -26.17% | -6.71% | -19.46% |
| SRE | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 69.05 | 69.05 | 0.00% | market | 18.18% | — | -22.68% | -6.71% | -15.96% |
| TTD | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 26.47 | 26.47 | 0.00% | market | 25.00% | — | -24.54% | -6.71% | -17.83% |
| WES | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 12.79 | 12.79 | 0.00% | market | 34.78% | — | -54.75% | -6.71% | -48.04% |
| BSBR | 2020-02-28 | 2020-03-02 | 2020-03-16 | 3 | 8.39 | 8.39 | 0.00% | market | 45.83% | — | -40.51% | -19.57% | -20.94% |
| TAC | 2020-03-04 | 2020-03-05 | 2020-03-19 | 1 | 7.87 | 7.87 | 0.00% | market | 50.00% | — | -48.00% | -21.14% | -26.86% |
| VET | 2020-03-06 | 2020-03-09 | 2020-03-23 | 3 | 4.61 | 4.61 | 0.00% | market | 40.00% | — | -55.85% | -19.02% | -36.83% |
| FNV | 2020-03-09 | 2020-03-10 | 2020-03-24 | 1 | 107.81 | 107.81 | 0.00% | market | 20.41% | — | 2.98% | -14.58% | 17.56% |
| PAM | 2020-03-10 | 2020-03-11 | 2020-03-25 | 1 | 11.41 | 11.41 | 0.00% | market | 119.56% | — | 1.83% | -12.08% | 13.91% |
| DQ | 2020-03-11 | 2020-03-12 | 2020-03-26 | 1 | 10.59 | 10.59 | 0.00% | market | 61.11% | — | 12.54% | 2.03% | 10.51% |
| FPI | 2020-03-11 | 2020-03-12 | 2020-03-26 | 1 | 5.50 | 5.50 | 0.00% | market | 16.67% | — | 11.17% | 2.03% | 9.14% |
| KNOP | 2020-03-11 | 2020-03-12 | 2020-03-26 | 1 | 12.12 | 12.12 | 0.00% | market | 30.36% | — | -12.81% | 2.03% | -14.84% |
| TALO | 2020-03-11 | 2020-03-12 | 2020-03-26 | 1 | 7.72 | 7.72 | 0.00% | market | 147.17% | — | -4.63% | 2.03% | -6.66% |
| ERO | 2020-03-12 | 2020-03-13 | 2020-03-27 | 1 | 8.03 | 8.03 | 0.00% | market | 158.82% | — | -9.69% | -3.68% | -6.01% |
| LAC | 2020-03-13 | 2020-03-16 | 2020-03-30 | 3 | 1.73 | 1.73 | 0.00% | market | 50.00% | — | -3.57% | 8.49% | -12.06% |
| OLP | 2020-03-13 | 2020-03-16 | 2020-03-30 | 3 | 18.41 | 18.41 | 0.00% | market | 17.78% | — | -24.27% | 8.49% | -32.76% |
| TME | 2020-03-16 | 2020-03-17 | 2020-03-31 | 1 | 10.98 | 10.98 | 0.00% | market | 20.00% | — | -8.48% | 5.19% | -13.67% |
| ACMR | 2020-03-18 | 2020-03-19 | 2020-04-02 | 1 | 7.32 | 7.32 | 0.00% | market | 141.62% | — | 25.17% | 5.26% | 19.92% |
| CIG-C | 2020-03-19 | 2020-03-20 | 2020-04-03 | 1 | 0.94 | 0.94 | 0.00% | market | 118.11% | — | -5.72% | 2.33% | -8.05% |
| CANG | 2020-03-23 | 2020-03-24 | 2020-04-07 | 1 | 26.30 | 26.30 | 0.00% | market | 22.22% | — | -3.14% | 13.10% | -16.24% |
| YRD | 2020-03-25 | 2020-03-26 | 2020-04-09 | 1 | 3.88 | 3.88 | 0.00% | market | 72.22% | — | -7.83% | 11.49% | -19.33% |
| HTHT | 2020-03-26 | 2020-03-27 | 2020-04-13 | 1 | 29.50 | 29.50 | 0.00% | market | 50.00% | — | -3.59% | 8.84% | -12.43% |
| JEF | 2020-03-26 | 2020-03-27 | 2020-04-13 | 1 | 13.86 | 13.86 | 0.00% | market | 76.19% | — | -6.67% | 8.84% | -15.51% |
| SBS | 2020-03-27 | 2020-03-30 | 2020-04-14 | 3 | 1.57 | 1.57 | 0.00% | market | 153.29% | — | 3.08% | 10.99% | -7.90% |
| STZ | 2020-04-03 | 2020-04-06 | 2020-04-21 | 3 | 138.05 | 138.05 | 0.00% | market | 24.85% | — | 10.74% | 5.90% | 4.85% |
| USB | 2020-04-15 | 2020-04-16 | 2020-04-30 | 1 | 33.02 | 33.02 | 0.00% | market | 24.14% | — | 10.44% | 4.06% | 6.38% |
| BNY | 2020-04-16 | 2020-04-17 | 2020-05-01 | 1 | 37.47 | 37.47 | 0.00% | market | 16.67% | — | -4.02% | -0.91% | -3.12% |
| WAL | 2020-04-16 | 2020-04-17 | 2020-05-01 | 1 | 29.77 | 29.77 | 0.00% | market | 15.28% | — | 12.83% | -0.91% | 13.74% |
| STT | 2020-04-17 | 2020-04-20 | 2020-05-04 | 3 | 57.54 | 57.54 | 0.00% | market | 23.70% | — | 1.39% | 0.34% | 1.05% |
| BOH | 2020-04-20 | 2020-04-21 | 2020-05-05 | 1 | 59.10 | 59.10 | 0.00% | market | 19.18% | — | 3.57% | 3.42% | 0.15% |
| TFC | 2020-04-20 | 2020-04-21 | 2020-05-05 | 1 | 33.91 | 33.91 | 0.00% | market | 23.88% | — | 3.85% | 3.42% | 0.43% |
| CP | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 43.88 | 43.88 | 0.00% | market | 15.79% | — | 0.67% | 2.12% | -1.44% |
| EMR | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 52.34 | 52.34 | 0.00% | market | 20.27% | — | 4.18% | 2.12% | 2.06% |
| KO | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 46.05 | 46.05 | 0.00% | market | 15.91% | — | -2.92% | 2.12% | -5.04% |
| MANH | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 57.15 | 57.15 | 0.00% | market | 21.21% | — | 25.22% | 2.12% | 23.10% |
| PLD | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 89.67 | 89.67 | 0.00% | market | 133.33% | — | -3.14% | 2.12% | -5.26% |
| SFNC | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 18.00 | 18.00 | 0.00% | market | 58.14% | — | -8.60% | 2.12% | -10.72% |
| TXN | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 109.68 | 109.68 | 0.00% | market | 24.00% | — | 2.40% | 2.12% | 0.28% |
| WTFC | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 35.25 | 35.25 | 0.00% | market | 40.54% | — | 1.26% | 2.12% | -0.86% |
| BIIB | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 293.61 | 293.61 | 0.00% | market | 18.24% | — | 6.85% | 2.56% | 4.28% |
| ELME | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 21.34 | 21.34 | 0.00% | market | 122.22% | — | 0.84% | 2.56% | -1.73% |
| FR | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 34.57 | 34.57 | 0.00% | market | 68.42% | — | 3.52% | 2.56% | 0.95% |
| MC | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 29.10 | 29.10 | 0.00% | market | 32.35% | — | 2.27% | 2.56% | -0.29% |
| SLG | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 47.18 | 47.18 | 0.00% | market | 22.78% | — | 4.99% | 2.56% | 2.42% |
| ASB | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 12.33 | 12.33 | 0.00% | market | 180.00% | — | 14.99% | 4.17% | 10.81% |
| ASR | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 96.49 | 96.49 | 0.00% | market | 20.81% | — | 9.74% | 4.17% | 5.56% |
| DPZ | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 368.98 | 368.98 | 0.00% | market | 32.33% | — | -0.06% | 4.17% | -4.24% |
| FNB | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 7.27 | 7.27 | 0.00% | market | 23.08% | — | 6.09% | 4.17% | 1.92% |
| LLY | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 162.00 | 162.00 | 0.00% | market | 18.24% | — | -5.34% | 4.17% | -9.51% |
| MBIN | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 9.33 | 9.33 | 0.00% | market | 36.11% | — | 6.55% | 4.17% | 2.37% |
| WST | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 190.00 | 190.00 | 0.00% | market | 23.17% | — | 5.17% | 4.17% | 1.00% |
| SNY | 2020-04-24 | 2020-04-27 | 2020-05-11 | 3 | 51.02 | 51.02 | 0.00% | market | 18.42% | — | -5.63% | 2.59% | -8.22% |
| CNI | 2020-04-27 | 2020-04-28 | 2020-05-12 | 1 | 83.26 | 83.26 | 0.00% | market | 19.74% | — | -2.31% | -1.49% | -0.82% |
| SSD | 2020-04-27 | 2020-04-28 | 2020-05-12 | 1 | 69.61 | 69.61 | 0.00% | market | 33.87% | — | -0.23% | -1.49% | 1.27% |
| CHCO | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 70.90 | 70.90 | 0.00% | market | 69.52% | — | -21.26% | -3.41% | -17.85% |
| DTW | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 25.47 | 25.47 | 0.00% | market | 18.92% | — | 2.53% | -3.41% | 5.94% |
| MKSI | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 101.00 | 101.00 | 0.00% | market | 24.19% | — | -6.77% | -3.41% | -3.37% |
| OMAB | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 28.59 | 28.59 | 0.00% | market | 16.67% | — | 4.10% | -3.41% | 7.50% |
| ROK | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 197.00 | 197.00 | 0.00% | market | 32.79% | — | -5.25% | -3.41% | -1.84% |
| SIMO | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 44.00 | 44.00 | 0.00% | market | 19.40% | — | -2.28% | -3.41% | 1.12% |
| SIRI | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 59.20 | 59.20 | 0.00% | market | 40.00% | — | -11.92% | -3.41% | -8.52% |
| SPGI | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 303.26 | 303.26 | 0.00% | market | 18.70% | — | -3.02% | -3.41% | 0.38% |
| TEL | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 76.04 | 76.04 | 0.00% | market | 30.30% | — | -9.69% | -3.41% | -6.28% |
| AGI | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 8.35 | 8.35 | 0.00% | market | 60.00% | — | -2.02% | -2.31% | 0.29% |
| AIN | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 52.03 | 52.03 | 0.00% | market | 27.87% | — | -4.54% | -2.31% | -2.23% |
| AZN | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 106.00 | 106.00 | 0.00% | market | 125.53% | — | -0.05% | -2.31% | 2.26% |
| BMRN | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 97.00 | 97.00 | 0.00% | market | 90.91% | — | -5.47% | -2.31% | -3.16% |
| EPD | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 18.48 | 18.48 | 0.00% | market | 17.31% | — | -7.30% | -2.31% | -4.99% |
| FICO | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 362.06 | 362.06 | 0.00% | market | 21.59% | — | -3.45% | -2.31% | -1.14% |
| GSK | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 42.90 | 42.90 | 0.00% | market | 22.22% | — | -4.86% | -2.31% | -2.54% |
| MSA | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 110.27 | 110.27 | 0.00% | market | 20.41% | — | 3.04% | -2.31% | 5.35% |
| MTDR | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 7.35 | 7.35 | 0.00% | market | 233.33% | — | -6.90% | -2.31% | -4.59% |
| NGVT | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 49.41 | 49.41 | 0.00% | market | 40.00% | — | -7.59% | -2.31% | -5.28% |
| NSC | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 174.20 | 174.20 | 0.00% | market | 17.81% | — | -4.47% | -2.31% | -2.16% |
| PAC | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 61.54 | 61.54 | 0.00% | market | 29.01% | — | -4.81% | -2.31% | -2.50% |
| PB | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 60.05 | 60.05 | 0.00% | market | 16.95% | — | -6.26% | -2.31% | -3.95% |
| URI | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 126.22 | 126.22 | 0.00% | market | 43.16% | — | -8.15% | -2.31% | -5.84% |
| VRTX | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 257.75 | 257.75 | 0.00% | market | 38.38% | — | 7.37% | -2.31% | 9.68% |
| WHD | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 18.17 | 18.17 | 0.00% | market | 17.14% | — | -12.70% | -2.31% | -10.39% |
| AAPL | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 71.56 | 71.56 | 0.00% | market | 23.08% | — | 7.40% | 0.34% | 7.06% |
| AEM | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 57.77 | 57.77 | 0.00% | market | 27.78% | — | 19.22% | 0.34% | 18.88% |
| BEN | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 18.13 | 18.13 | 0.00% | market | 50.00% | — | -2.14% | 0.34% | -2.48% |
| CG | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 23.04 | 23.04 | 0.00% | market | 23.08% | — | 1.81% | 0.34% | 1.47% |
| CQP | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 34.25 | 34.25 | 0.00% | market | 23.53% | — | -6.46% | 0.34% | -6.80% |
| EMN | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 62.61 | 62.61 | 0.00% | market | 18.71% | — | -4.32% | 0.34% | -4.66% |
| EXPO | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 68.57 | 68.57 | 0.00% | market | 16.67% | — | -6.01% | 0.34% | -6.35% |
| HTH | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 20.40 | 20.40 | 0.00% | market | 41.03% | — | -30.30% | 0.34% | -30.64% |
| ILMN | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 308.23 | 308.23 | 0.00% | market | 30.16% | — | 5.52% | 0.34% | 5.18% |
| LNG | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 44.94 | 44.94 | 0.00% | market | 186.00% | — | -8.27% | 0.34% | -8.61% |
| LPLA | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 65.63 | 65.63 | 0.00% | market | 21.18% | — | -4.49% | 0.34% | -4.83% |
| MCO | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 241.40 | 241.40 | 0.00% | market | 22.97% | — | 4.01% | 0.34% | 3.67% |
| ORC | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 19.20 | 19.20 | 0.00% | market | 17.39% | — | 1.72% | 0.34% | 1.38% |
| RMD | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 157.00 | 157.00 | 0.00% | market | 22.86% | — | 4.44% | 0.34% | 4.10% |
| SPSC | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 54.87 | 54.87 | 0.00% | market | 18.75% | — | 5.60% | 0.34% | 5.26% |
| STAG | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 25.53 | 25.53 | 0.00% | market | 320.00% | — | -9.38% | 0.34% | -9.72% |
| TECH | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 51.12 | 51.12 | 0.00% | market | 25.00% | — | 30.63% | 0.34% | 30.29% |
| TFX | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 329.37 | 329.37 | 0.00% | market | 15.74% | — | 1.82% | 0.34% | 1.48% |
| ARR | 2020-05-01 | 2020-05-04 | 2020-05-18 | 3 | 39.10 | 39.10 | 0.00% | market | 313.46% | — | -0.23% | 5.08% | -5.31% |
| BCPC | 2020-05-01 | 2020-05-04 | 2020-05-18 | 3 | 87.09 | 87.09 | 0.00% | market | 37.29% | — | 4.18% | 5.08% | -0.90% |
| HON | 2020-05-01 | 2020-05-04 | 2020-05-18 | 3 | 133.90 | 133.90 | 0.00% | market | 123.23% | — | 1.50% | 5.08% | -3.58% |
| TRP | 2020-05-01 | 2020-05-04 | 2020-05-18 | 3 | 40.17 | 40.17 | 0.00% | market | 18.92% | — | 1.47% | 5.08% | -3.61% |
| WT | 2020-05-01 | 2020-05-04 | 2020-05-18 | 3 | 2.96 | 2.96 | 0.00% | market | 40.00% | — | -3.14% | 5.08% | -8.22% |
| ALSN | 2020-05-04 | 2020-05-05 | 2020-05-19 | 1 | 36.16 | 36.16 | 0.00% | market | 20.00% | — | -2.42% | 1.86% | -4.28% |
| BWXT | 2020-05-04 | 2020-05-05 | 2020-05-19 | 1 | 52.83 | 52.83 | 0.00% | market | 31.67% | — | 8.59% | 1.86% | 6.73% |
| JKHY | 2020-05-04 | 2020-05-05 | 2020-05-19 | 1 | 164.36 | 164.36 | 0.00% | market | 20.00% | — | 14.74% | 1.86% | 12.88% |
| SRE | 2020-05-04 | 2020-05-05 | 2020-05-19 | 1 | 61.46 | 61.46 | 0.00% | market | 32.76% | — | 2.49% | 1.86% | 0.63% |
| TREX | 2020-05-04 | 2020-05-05 | 2020-05-19 | 1 | 53.34 | 53.34 | 0.00% | market | 19.35% | — | 11.62% | 1.86% | 9.76% |
| VNOM | 2020-05-04 | 2020-05-05 | 2020-05-19 | 1 | 8.92 | 8.92 | 0.00% | market | 450.00% | — | 8.42% | 1.86% | 6.56% |
| WWD | 2020-05-04 | 2020-05-05 | 2020-05-19 | 1 | 63.09 | 63.09 | 0.00% | market | 47.71% | — | -5.01% | 1.86% | -6.87% |
| AER | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 28.70 | 28.70 | 0.00% | market | 22.29% | — | -1.63% | 3.09% | -4.72% |
| ASC | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 6.05 | 6.05 | 0.00% | market | 42.86% | — | -15.80% | 3.09% | -18.89% |
| CMP | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 48.60 | 48.60 | 0.00% | market | 42.86% | — | -1.03% | 3.09% | -4.11% |
| DVA | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 81.68 | 81.68 | 0.00% | market | 24.49% | — | -2.19% | 3.09% | -5.28% |
| DVN | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 11.90 | 11.90 | 0.00% | market | 172.22% | — | 4.27% | 3.09% | 1.18% |
| ENPH | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 47.00 | 47.00 | 0.00% | market | 18.75% | — | 36.43% | 3.09% | 33.35% |
| EQR | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 62.67 | 62.67 | 0.00% | market | 151.52% | — | -6.07% | 3.09% | -9.15% |
| EXEL | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 25.86 | 25.86 | 0.00% | market | 15.38% | — | -3.43% | 3.09% | -6.51% |
| HWM | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 12.27 | 12.27 | 0.00% | market | 40.91% | — | 3.81% | 3.09% | 0.73% |
| IPGP | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 145.85 | 145.85 | 0.00% | market | 150.00% | — | 8.42% | 3.09% | 5.34% |
| KGC | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 6.90 | 6.90 | 0.00% | market | 25.00% | — | 6.28% | 3.09% | 3.19% |
| PLMR | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 61.00 | 61.00 | 0.00% | market | 21.95% | — | 1.95% | 3.09% | -1.14% |
| RITM | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 6.50 | 6.50 | 0.00% | market | 382.35% | — | 2.67% | 3.09% | -0.42% |
| SUPN | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 24.29 | 24.29 | 0.00% | market | 42.86% | — | -1.95% | 3.09% | -5.04% |
| TDG | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 329.17 | 329.17 | 0.00% | market | 16.97% | — | 10.89% | 3.09% | 7.80% |
| ADEA | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 4.19 | 4.19 | 0.00% | market | 20.29% | — | -4.63% | 2.48% | -7.11% |
| ALB | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 59.90 | 59.90 | 0.00% | market | 20.48% | — | 13.37% | 2.48% | 10.89% |
| AMP | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 117.88 | 117.88 | 0.00% | market | 39.43% | — | 11.98% | 2.48% | 9.50% |
| CRK | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 7.82 | 7.82 | 0.00% | market | 100.00% | — | -34.12% | 2.48% | -36.59% |
| FOX | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 26.25 | 26.25 | 0.00% | market | 32.10% | — | 3.63% | 2.48% | 1.16% |
| FOXA | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 26.46 | 26.46 | 0.00% | market | 29.17% | — | 4.28% | 2.48% | 1.81% |
| FTNT | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 24.19 | 24.19 | 0.00% | market | 20.00% | — | 18.46% | 2.48% | 15.98% |
| INVH | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 23.00 | 23.00 | 0.00% | market | 80.00% | — | 9.60% | 2.48% | 7.12% |
| KNTK | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 6.70 | 6.70 | 0.00% | market | 4275.00% | — | -7.56% | 2.48% | -10.04% |
| MYE | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 10.97 | 10.97 | 0.00% | market | 15.79% | — | 17.40% | 2.48% | 14.92% |
| NBIX | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 105.00 | 105.00 | 0.00% | market | 46.43% | — | 15.30% | 2.48% | 12.82% |
| NOA | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 4.65 | 4.65 | 0.00% | market | 18.65% | — | 25.71% | 2.48% | 23.23% |
| NXST | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 74.72 | 74.72 | 0.00% | market | 17.02% | — | 4.53% | 2.48% | 2.05% |
| RGEN | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 127.85 | 127.85 | 0.00% | market | 45.45% | — | 9.65% | 2.48% | 7.17% |
| RGLD | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 128.73 | 128.73 | 0.00% | market | 17.24% | — | 6.11% | 2.48% | 3.64% |
| RGR | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 56.44 | 56.44 | 0.00% | market | 20.83% | — | 5.96% | 2.48% | 3.48% |
| STNG | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 19.46 | 19.46 | 0.00% | market | 64.00% | — | -11.61% | 2.48% | -14.09% |
| VVV | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 16.91 | 16.91 | 0.00% | market | 18.18% | — | 7.47% | 2.48% | 4.99% |
| WELL | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 43.55 | 43.55 | 0.00% | market | 102.70% | — | 6.49% | 2.48% | 4.01% |
| AAON | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 32.71 | 32.71 | 0.00% | market | 17.39% | — | 5.28% | 1.49% | 3.79% |
| EFC | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 10.19 | 10.19 | 0.00% | market | 39.39% | — | 1.47% | 1.49% | -0.02% |
| HASI | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 30.00 | 30.00 | 0.00% | market | 18.92% | — | -1.90% | 1.49% | -3.39% |
| LNT | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 47.47 | 47.47 | 0.00% | market | 29.63% | — | -2.40% | 1.49% | -3.89% |
| MSI | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 130.49 | 130.49 | 0.00% | market | 16.41% | — | 2.74% | 1.49% | 1.24% |
| OLED | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 155.00 | 155.00 | 0.00% | market | 25.00% | — | -4.71% | 1.49% | -6.21% |
| OLP | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 15.42 | 15.42 | 0.00% | market | 116.67% | — | -3.47% | 1.49% | -4.97% |
| PCTY | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 123.14 | 123.14 | 0.00% | market | 18.57% | — | -4.40% | 1.49% | -5.89% |
| UI | 2020-05-08 | 2020-05-11 | 2020-05-26 | 3 | 185.44 | 185.44 | 0.00% | market | 21.05% | — | -3.01% | 3.01% | -6.02% |
| BHF | 2020-05-11 | 2020-05-12 | 2020-05-27 | 1 | 32.50 | 32.50 | 0.00% | market | 32.65% | — | -2.50% | 3.32% | -5.82% |
| CABO | 2020-05-11 | 2020-05-12 | 2020-05-27 | 1 | 2,044.41 | 2,044.41 | 0.00% | market | 20.00% | — | -10.05% | 3.32% | -13.37% |
| HLI | 2020-05-12 | 2020-05-13 | 2020-05-28 | 1 | 59.55 | 59.55 | 0.00% | market | 24.68% | — | 0.20% | 5.91% | -5.71% |
| XP | 2020-05-12 | 2020-05-13 | 2020-05-28 | 1 | 27.00 | 27.00 | 0.00% | market | 54.55% | — | 12.60% | 5.91% | 6.69% |
| AGRO | 2020-05-14 | 2020-05-15 | 2020-06-01 | 1 | 3.62 | 3.62 | 0.00% | market | 3900.00% | — | 20.34% | 8.21% | 12.13% |
| FUTU | 2020-05-14 | 2020-05-15 | 2020-06-01 | 1 | 12.85 | 12.85 | 0.00% | market | 83.05% | — | 30.95% | 8.21% | 22.74% |
| NVMI | 2020-05-14 | 2020-05-15 | 2020-06-01 | 1 | 43.00 | 43.00 | 0.00% | market | 30.56% | — | 11.85% | 8.21% | 3.64% |
| SBS | 2020-05-15 | 2020-05-18 | 2020-06-02 | 3 | 1.36 | 1.36 | 0.00% | market | 368.20% | — | 52.84% | 5.13% | 47.71% |
| SMFG | 2020-05-15 | 2020-05-18 | 2020-06-02 | 3 | 5.24 | 5.24 | 0.00% | market | 43.74% | — | 12.69% | 5.13% | 7.56% |
| DQ | 2020-05-20 | 2020-05-21 | 2020-06-05 | 1 | 11.87 | 11.87 | 0.00% | market | 43.75% | — | -0.88% | 7.60% | -8.47% |
| NDSN | 2020-05-20 | 2020-05-21 | 2020-06-05 | 1 | 177.36 | 177.36 | 0.00% | market | 25.40% | — | 13.03% | 7.60% | 5.43% |
| TTWO | 2020-05-20 | 2020-05-21 | 2020-06-05 | 1 | 142.14 | 142.14 | 0.00% | market | 88.64% | — | -9.41% | 7.60% | -17.01% |
| TK | 2020-05-21 | 2020-05-22 | 2020-06-08 | 1 | 3.06 | 3.06 | 0.00% | market | 127.27% | — | 8.72% | 9.72% | -1.00% |
| SLQT | 2020-05-22 | 2020-05-26 | 2020-06-09 | 4 | 26.70 | 26.70 | 0.00% | market | 290.04% | — | 1.02% | 6.25% | -5.22% |
| HEI | 2020-05-26 | 2020-05-27 | 2020-06-10 | 1 | 109.00 | 109.00 | 0.00% | market | 30.95% | — | 1.85% | 5.59% | -3.73% |
| CEPU | 2020-05-27 | 2020-05-28 | 2020-06-11 | 1 | 3.09 | 3.09 | 0.00% | market | 469.15% | — | -16.28% | -1.33% | -14.96% |
| FINV | 2020-05-27 | 2020-05-28 | 2020-06-11 | 1 | 1.56 | 1.56 | 0.00% | market | 111.11% | — | 6.31% | -1.33% | 7.64% |
| LPG | 2020-05-27 | 2020-05-28 | 2020-06-11 | 1 | 8.83 | 8.83 | 0.00% | market | 28.57% | — | -13.12% | -1.33% | -11.80% |
| HLNE | 2020-05-28 | 2020-05-29 | 2020-06-12 | 1 | 72.55 | 72.55 | 0.00% | market | 20.41% | — | -13.69% | 0.58% | -14.27% |
| FRO | 2020-05-29 | 2020-06-01 | 2020-06-15 | 3 | 9.42 | 9.42 | 0.00% | market | 27.19% | — | -14.33% | 1.13% | -15.45% |
| DLNG | 2020-06-04 | 2020-06-05 | 2020-06-19 | 1 | 2.04 | 2.04 | 0.00% | market | 33.33% | — | 65.59% | -2.71% | 68.29% |
| WTI | 2020-06-22 | 2020-06-23 | 2020-07-08 | 1 | 2.66 | 2.66 | 0.00% | market | 1376.01% | — | -15.14% | 0.86% | -16.00% |
| CRC | 2020-06-25 | 2020-06-26 | 2020-07-13 | 1 | 1.35 | 1.35 | 0.00% | market | 90.64% | — | -15.66% | 2.84% | -18.49% |
| FDS | 2020-06-25 | 2020-06-26 | 2020-07-13 | 1 | 337.29 | 337.29 | 0.00% | market | 17.70% | — | 1.34% | 2.84% | -1.50% |
| MKC | 2020-06-25 | 2020-06-26 | 2020-07-13 | 1 | 90.25 | 90.25 | 0.00% | market | 27.59% | — | 1.24% | 2.84% | -1.59% |
| MKC-V | 2020-06-25 | 2020-06-26 | 2020-07-13 | 1 | 89.48 | 89.48 | 0.00% | market | 26.72% | — | 2.44% | 2.84% | -0.40% |
| JEF | 2020-06-29 | 2020-06-30 | 2020-07-15 | 1 | 15.11 | 15.11 | 0.00% | market | 633.27% | — | 8.77% | 5.88% | 2.89% |
| TLK | 2020-06-30 | 2020-07-01 | 2020-07-16 | 1 | 21.64 | 21.64 | 0.00% | market | 22.94% | — | -2.23% | 3.62% | -5.85% |
| FIZZ | 2020-07-01 | 2020-07-02 | 2020-07-17 | 1 | 34.34 | 34.34 | 0.00% | market | 30.00% | — | -1.99% | 2.38% | -4.37% |
| FAST | 2020-07-14 | 2020-07-15 | 2020-07-29 | 1 | 21.81 | 21.81 | 0.00% | market | 16.67% | — | 6.64% | 0.84% | 5.80% |
| ASML | 2020-07-15 | 2020-07-16 | 2020-07-30 | 1 | 374.10 | 374.10 | 0.00% | market | 33.93% | — | -3.14% | 1.30% | -4.44% |
| BAC | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 23.88 | 23.88 | 0.00% | market | 37.04% | — | 4.09% | 1.44% | 2.65% |
| BANF | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 39.31 | 39.31 | 0.00% | market | 31.25% | — | 10.71% | 1.44% | 9.27% |
| DPZ | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 410.00 | 410.00 | 0.00% | market | 33.48% | — | -5.80% | 1.44% | -7.25% |
| FNB | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 7.97 | 7.97 | 0.00% | market | 116.67% | — | -7.13% | 1.44% | -8.57% |
| HOMB | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 16.36 | 16.36 | 0.00% | market | 46.15% | — | -0.28% | 1.44% | -1.72% |
| MS | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 52.78 | 52.78 | 0.00% | market | 76.79% | — | -7.49% | 1.44% | -8.93% |
| WAL | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 37.00 | 37.00 | 0.00% | market | 19.23% | — | -2.94% | 1.44% | -4.38% |
| CFG | 2020-07-17 | 2020-07-20 | 2020-08-03 | 3 | 25.04 | 25.04 | 0.00% | market | 488.89% | — | -3.33% | 2.29% | -5.62% |
| HDB | 2020-07-18 | 2020-07-20 | 2020-08-03 | 2 | 24.58 | 24.58 | 0.00% | market | 26.32% | — | -7.02% | 2.29% | -9.31% |
| STT | 2020-07-17 | 2020-07-20 | 2020-08-03 | 3 | 61.33 | 61.33 | 0.00% | market | 16.77% | — | 4.78% | 2.29% | 2.49% |
| CDNS | 2020-07-20 | 2020-07-21 | 2020-08-04 | 1 | 106.54 | 106.54 | 0.00% | market | 26.92% | — | 2.34% | 1.11% | 1.23% |
| FBK | 2020-07-20 | 2020-07-21 | 2020-08-04 | 1 | 23.60 | 23.60 | 0.00% | market | 54.17% | — | 4.65% | 1.11% | 3.54% |
| ONB | 2020-07-20 | 2020-07-21 | 2020-08-04 | 1 | 14.33 | 14.33 | 0.00% | market | 28.00% | — | -3.66% | 1.11% | -4.76% |
| TFIN | 2020-07-20 | 2020-07-21 | 2020-08-04 | 1 | 26.45 | 26.45 | 0.00% | market | 700.00% | — | -1.12% | 1.11% | -2.23% |
| FULT | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 10.29 | 10.29 | 0.00% | market | 140.00% | — | -4.18% | 2.31% | -6.49% |
| IBKR | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 12.35 | 12.35 | 0.00% | market | 75.00% | — | 4.84% | 2.31% | 2.53% |
| NBHC | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 28.01 | 28.01 | 0.00% | market | 100.00% | — | 1.40% | 2.31% | -0.91% |
| NIC | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 54.00 | 54.00 | 0.00% | market | 36.17% | — | 6.68% | 2.31% | 4.37% |
| PM | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 76.25 | 76.25 | 0.00% | market | 17.27% | — | 0.83% | 2.31% | -1.48% |
| SFNC | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 17.37 | 17.37 | 0.00% | market | 74.19% | — | -1.25% | 2.31% | -3.56% |
| SMBK | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 15.85 | 15.85 | 0.00% | market | 64.00% | — | -10.51% | 2.31% | -12.82% |
| TER | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 89.24 | 89.24 | 0.00% | market | 29.13% | — | 1.48% | 2.31% | -0.83% |
| TXN | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 134.60 | 134.60 | 0.00% | market | 68.18% | — | -1.51% | 2.31% | -3.82% |
| UBS | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 12.48 | 12.48 | 0.00% | market | 57.14% | — | -2.26% | 2.31% | -4.57% |
| USNA | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 87.25 | 87.25 | 0.00% | market | 22.22% | — | -4.70% | 2.31% | -7.00% |
| APH | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 26.12 | 26.12 | 0.00% | market | 25.00% | — | 3.61% | 2.41% | 1.21% |
| BANR | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 39.41 | 39.41 | 0.00% | market | 97.06% | — | -9.31% | 2.41% | -11.72% |
| BFC | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 62.32 | 62.32 | 0.00% | market | 70.27% | — | 1.62% | 2.41% | -0.79% |
| BIIB | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 282.26 | 282.26 | 0.00% | market | 27.77% | — | -1.73% | 2.41% | -4.14% |
| CASH | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 19.14 | 19.14 | 0.00% | market | 152.38% | — | 1.62% | 2.41% | -0.78% |
| EFX | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 175.00 | 175.00 | 0.00% | market | 22.14% | — | -7.08% | 2.41% | -9.49% |
| HCA | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 125.00 | 125.00 | 0.00% | market | 259.57% | — | 5.76% | 2.41% | 3.35% |
| MCB | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 31.29 | 31.29 | 0.00% | market | 63.29% | — | -3.84% | 2.41% | -6.25% |
| RLI | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 44.26 | 44.26 | 0.00% | market | 69.57% | — | 0.94% | 2.41% | -1.47% |
| SBSI | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 27.54 | 27.54 | 0.00% | market | 75.68% | — | 1.57% | 2.41% | -0.84% |
| SYBT | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 41.55 | 41.55 | 0.00% | market | 25.53% | — | -1.95% | 2.41% | -4.36% |
| TMO | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 418.14 | 418.14 | 0.00% | market | 45.69% | — | -0.68% | 2.41% | -3.08% |
| WAFD | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 24.66 | 24.66 | 0.00% | market | 21.05% | — | -4.11% | 2.41% | -6.52% |
| ASB | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 13.73 | 13.73 | 0.00% | market | 261.54% | — | 0.92% | 4.24% | -3.32% |
| AUB | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 24.11 | 24.11 | 0.00% | market | 50.00% | — | 0.85% | 4.24% | -3.39% |
| BFH | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 37.09 | 37.09 | 0.00% | market | 72.22% | — | -0.85% | 4.24% | -5.10% |
| BPOP | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 39.51 | 39.51 | 0.00% | market | 61.96% | — | -6.33% | 4.24% | -10.57% |
| BY | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 13.39 | 13.39 | 0.00% | market | 500.00% | — | 0.65% | 4.24% | -3.60% |
| CHCO | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 63.32 | 63.32 | 0.00% | market | 72.31% | — | 4.78% | 4.24% | 0.54% |
| COLB | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 30.76 | 30.76 | 0.00% | market | 116.67% | — | -2.02% | 4.24% | -6.26% |
| DHR | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 174.78 | 174.78 | 0.00% | market | 32.11% | — | 4.07% | 4.24% | -0.17% |
| EIG | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 33.75 | 33.75 | 0.00% | market | 157.58% | — | 0.91% | 4.24% | -3.34% |
| ENTG | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 67.44 | 67.44 | 0.00% | market | 22.45% | — | 4.08% | 4.24% | -0.16% |
| EW | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 80.00 | 80.00 | 0.00% | market | 126.67% | — | -3.93% | 4.24% | -8.17% |
| FBNC | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 23.09 | 23.09 | 0.00% | market | 88.89% | — | -5.51% | 4.24% | -9.76% |
| FFBC | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 14.64 | 14.64 | 0.00% | market | 60.00% | — | 0.17% | 4.24% | -4.07% |
| FFIN | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 30.00 | 30.00 | 0.00% | market | 46.15% | — | 6.07% | 4.24% | 1.82% |
| FRME | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 26.26 | 26.26 | 0.00% | market | 31.91% | — | -0.37% | 4.24% | -4.61% |
| GBCI | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 36.00 | 36.00 | 0.00% | market | 32.00% | — | 2.21% | 4.24% | -2.04% |
| HSY | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 147.03 | 147.03 | 0.00% | market | 15.93% | — | -2.22% | 4.24% | -6.46% |
| INDB | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 68.00 | 68.00 | 0.00% | market | 22.58% | — | 0.66% | 4.24% | -3.58% |
| KMB | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 147.77 | 147.77 | 0.00% | market | 22.22% | — | 6.32% | 4.24% | 2.08% |
| LMAT | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 31.99 | 31.99 | 0.00% | market | 3048.43% | — | -7.38% | 4.24% | -11.63% |
| ORI | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 16.91 | 16.91 | 0.00% | market | 20.00% | — | -0.93% | 4.24% | -5.17% |
| OZK | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 24.75 | 24.75 | 0.00% | market | 18.18% | — | 2.45% | 4.24% | -1.80% |
| PHM | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 41.78 | 41.78 | 0.00% | market | 32.18% | — | 5.84% | 4.24% | 1.59% |
| PNR | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 42.60 | 42.60 | 0.00% | market | 22.92% | — | 3.23% | 4.24% | -1.01% |
| POOL | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 298.00 | 298.00 | 0.00% | market | 24.84% | — | 10.17% | 4.24% | 5.92% |
| SAFE | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 50.25 | 50.25 | 0.00% | market | 108.92% | — | 1.53% | 4.24% | -2.71% |
| SAM | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 711.20 | 711.20 | 0.00% | market | 100.82% | — | 16.01% | 4.24% | 11.77% |
| SBCF | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 20.37 | 20.37 | 0.00% | market | 38.24% | — | 2.75% | 4.24% | -1.50% |
| SRCE | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 35.21 | 35.21 | 0.00% | market | 26.32% | — | 0.72% | 4.24% | -3.52% |
| TOWN | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 18.85 | 18.85 | 0.00% | market | 71.43% | — | 1.33% | 4.24% | -2.91% |
| WBS | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 27.55 | 27.55 | 0.00% | market | 21.28% | — | 2.59% | 4.24% | -1.66% |
| WST | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 260.00 | 260.00 | 0.00% | market | 37.36% | — | 5.11% | 4.24% | 0.87% |
| OFG | 2020-07-24 | 2020-07-27 | 2020-08-10 | 3 | 13.97 | 13.97 | 0.00% | market | 77.27% | — | -1.53% | 4.33% | -5.87% |
| AGNC | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 13.81 | 13.81 | 0.00% | market | 26.09% | — | -0.39% | 3.22% | -3.61% |
| ARE | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 172.24 | 172.24 | 0.00% | market | 243.40% | — | -0.21% | 3.22% | -3.43% |
| BRO | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 46.21 | 46.21 | 0.00% | market | 21.43% | — | -1.29% | 3.22% | -4.51% |
| CATY | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 26.07 | 26.07 | 0.00% | market | 19.30% | — | 5.19% | 3.22% | 1.98% |
| CBU | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 57.49 | 57.49 | 0.00% | market | 26.67% | — | 6.30% | 3.22% | 3.08% |
| GABC | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 29.47 | 29.47 | 0.00% | market | 50.00% | — | 3.12% | 3.22% | -0.09% |
| MCHB | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 25.00 | 25.00 | 0.00% | market | 177.42% | — | 15.58% | 3.22% | 12.36% |
| NBTB | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 30.68 | 30.68 | 0.00% | market | 21.74% | — | 5.21% | 3.22% | 2.00% |
| QCRH | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 29.95 | 29.95 | 0.00% | market | 36.51% | — | 10.75% | 3.22% | 7.54% |
| SSD | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 91.97 | 91.97 | 0.00% | market | 121.82% | — | 10.81% | 3.22% | 7.59% |
| TNET | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 69.00 | 69.00 | 0.00% | market | 87.96% | — | 0.54% | 3.22% | -2.68% |
| VET | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 4.65 | 4.65 | 0.00% | market | 46.77% | — | -2.04% | 3.22% | -5.25% |
| AAT | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 27.00 | 27.00 | 0.00% | market | 29.73% | — | 2.34% | 4.76% | -2.41% |
| AFL | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 36.34 | 36.34 | 0.00% | market | 19.63% | — | 3.42% | 4.76% | -1.33% |
| APAM | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 34.50 | 34.50 | 0.00% | market | 16.39% | — | 12.86% | 4.76% | 8.10% |
| BUSE | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 17.19 | 17.19 | 0.00% | market | 80.77% | — | 8.57% | 4.76% | 3.81% |
| BXP | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 91.00 | 91.00 | 0.00% | market | 242.00% | — | -3.21% | 4.76% | -7.97% |
| CSV | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 21.87 | 21.87 | 0.00% | market | 28.57% | — | 7.08% | 4.76% | 2.32% |
| DXCM | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 107.46 | 107.46 | 0.00% | market | 150.00% | — | -0.56% | 4.76% | -5.31% |
| ENIC | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 4.12 | 4.12 | 0.00% | market | 93.57% | — | -6.17% | 4.76% | -10.92% |
| ENVA | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 14.07 | 14.07 | 0.00% | market | 82.61% | — | 30.39% | 4.76% | 25.63% |
| EQR | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 54.26 | 54.26 | 0.00% | market | 94.44% | — | 0.93% | 4.76% | -3.82% |
| FBP | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 5.80 | 5.80 | 0.00% | market | 66.67% | — | -0.44% | 4.76% | -5.20% |
| FCF | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 7.96 | 7.96 | 0.00% | market | 166.67% | — | 8.95% | 4.76% | 4.19% |
| MBIN | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 11.97 | 11.97 | 0.00% | market | 171.88% | — | 10.68% | 4.76% | 5.92% |
| MKL | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 1,022.81 | 1,022.81 | 0.00% | market | 71.15% | — | 4.77% | 4.76% | 0.02% |
| MLM | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 214.03 | 214.03 | 0.00% | market | 15.56% | — | 3.21% | 4.76% | -1.54% |
| NBR | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 43.73 | 43.73 | 0.00% | market | 45.27% | — | 26.01% | 4.76% | 21.26% |
| ACGL | 2020-07-29 | 2020-07-30 | 2020-08-13 | 1 | 30.04 | 30.04 | 0.00% | market | 115.38% | — | 7.62% | 4.64% | 2.98% |
| AAPL | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 102.88 | 102.88 | 0.00% | market | 25.49% | — | 11.59% | 3.36% | 8.24% |
| ARI | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 9.45 | 9.45 | 0.00% | market | 35.71% | — | -0.31% | 3.36% | -3.67% |
| AROC | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 6.64 | 6.64 | 0.00% | market | 20.00% | — | 8.03% | 3.36% | 4.68% |
| AZN | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 117.50 | 117.50 | 0.00% | market | 110.90% | — | -6.48% | 3.36% | -9.84% |
| BGS | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 28.50 | 28.50 | 0.00% | market | 16.39% | — | 2.25% | 3.36% | -1.11% |
| CFR | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 73.13 | 73.13 | 0.00% | market | 90.91% | — | 3.37% | 3.36% | 0.02% |
| CG | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 29.24 | 29.24 | 0.00% | market | 47.22% | — | -7.28% | 3.36% | -10.64% |
| ABR | 2020-07-31 | 2020-08-03 | 2020-08-17 | 3 | 10.25 | 10.25 | 0.00% | market | 48.15% | — | 8.10% | 2.92% | 5.17% |
| BCPC | 2020-07-31 | 2020-08-03 | 2020-08-17 | 3 | 101.00 | 101.00 | 0.00% | market | 51.79% | — | -0.10% | 2.92% | -3.02% |
| CGAU | 2020-07-31 | 2020-08-03 | 2020-08-17 | 3 | 12.56 | 12.56 | 0.00% | market | 65.00% | — | 5.15% | 2.92% | 2.23% |
| ALX | 2020-08-03 | 2020-08-04 | 2020-08-18 | 1 | 253.75 | 253.75 | 0.00% | market | 55.31% | — | 2.35% | 3.29% | -0.94% |
| BWXT | 2020-08-03 | 2020-08-04 | 2020-08-18 | 1 | 57.58 | 57.58 | 0.00% | market | 26.79% | — | 0.99% | 3.29% | -2.29% |
| CLX | 2020-08-03 | 2020-08-04 | 2020-08-18 | 1 | 231.90 | 231.90 | 0.00% | market | 21.11% | — | -1.71% | 3.29% | -5.00% |
| CMS | 2020-08-03 | 2020-08-04 | 2020-08-18 | 1 | 62.80 | 62.80 | 0.00% | market | 16.67% | — | -3.09% | 3.29% | -6.38% |
| ACHC | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 30.96 | 30.96 | 0.00% | market | 35.00% | — | -3.17% | 1.74% | -4.91% |
| AME | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 95.81 | 95.81 | 0.00% | market | 16.67% | — | 5.33% | 1.74% | 3.59% |
| DKL | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 31.50 | 31.50 | 0.00% | market | 43.90% | — | 9.14% | 1.74% | 7.40% |
| EMR | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 63.13 | 63.13 | 0.00% | market | 33.33% | — | 8.12% | 1.74% | 6.38% |
| EVTC | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 32.86 | 32.86 | 0.00% | market | 18.75% | — | 9.21% | 1.74% | 7.47% |
| FNF | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 32.20 | 32.20 | 0.00% | market | 55.71% | — | -3.83% | 1.74% | -5.56% |
| INCY | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 100.00 | 100.00 | 0.00% | market | 42.53% | — | -3.83% | 1.74% | -5.57% |
| IPGP | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 171.10 | 171.10 | 0.00% | market | 21.67% | — | -9.95% | 1.74% | -11.69% |
| LOPE | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 97.88 | 97.88 | 0.00% | market | 15.73% | — | -6.24% | 1.74% | -7.98% |
| MNST | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 41.01 | 41.01 | 0.00% | market | 25.00% | — | 0.68% | 1.74% | -1.06% |
| MTCH | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 119.00 | 119.00 | 0.00% | market | 18.60% | — | -4.18% | 1.74% | -5.91% |
| ACMR | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 34.93 | 34.93 | 0.00% | market | 66.67% | — | -7.17% | 2.05% | -9.22% |
| ALB | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 86.64 | 86.64 | 0.00% | market | 17.81% | — | 4.99% | 2.05% | 2.94% |
| APPS | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 20.07 | 20.07 | 0.00% | market | 44.44% | — | 40.11% | 2.05% | 38.06% |
| CF | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 33.81 | 33.81 | 0.00% | market | 36.92% | — | -2.20% | 2.05% | -4.25% |
| ECPG | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 42.54 | 42.54 | 0.00% | market | 88.70% | — | 5.71% | 2.05% | 3.65% |
| ETSY | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 133.68 | 133.68 | 0.00% | market | 92.31% | — | -2.79% | 2.05% | -4.84% |
| LUMN | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 10.16 | 10.16 | 0.00% | market | 31.25% | — | 8.17% | 2.05% | 6.12% |
| NMIH | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 16.04 | 16.04 | 0.00% | market | 17.65% | — | 0.27% | 2.05% | -1.78% |
| NXST | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 86.52 | 86.52 | 0.00% | market | 28.95% | — | 4.29% | 2.05% | 2.24% |
| PRI | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 128.90 | 128.90 | 0.00% | market | 17.31% | — | -0.01% | 2.05% | -2.06% |
| REGN | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 628.88 | 628.88 | 0.00% | market | 19.73% | — | -2.01% | 2.05% | -4.06% |
| RMD | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 190.00 | 190.00 | 0.00% | market | 23.15% | — | -4.85% | 2.05% | -6.90% |
| UHAL | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 34.16 | 34.16 | 0.00% | market | 150.00% | — | 3.50% | 2.05% | 1.45% |
| BRSP | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 6.35 | 6.35 | 0.00% | market | 44.44% | — | -3.88% | 1.86% | -5.74% |
| CABO | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 1,863.98 | 1,863.98 | 0.00% | market | 19.71% | — | -2.12% | 1.86% | -3.98% |
| CQP | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 36.72 | 36.72 | 0.00% | market | 21.88% | — | 6.14% | 1.86% | 4.28% |
| EAF | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 68.40 | 68.40 | 0.00% | market | 59.09% | — | -3.75% | 1.86% | -5.62% |
| EFC | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 12.40 | 12.40 | 0.00% | market | 62.50% | — | 0.46% | 1.86% | -1.40% |
| ERO | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 13.19 | 13.19 | 0.00% | market | 15.79% | — | 8.16% | 1.86% | 6.30% |
| EXEL | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 23.15 | 23.15 | 0.00% | market | 75.00% | — | -3.99% | 1.86% | -5.85% |
| FTNT | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 26.19 | 26.19 | 0.00% | market | 23.08% | — | 0.47% | 1.86% | -1.39% |
| GEN | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 23.04 | 23.04 | 0.00% | market | 47.62% | — | -2.05% | 1.86% | -3.91% |
| GSL | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 4.66 | 4.66 | 0.00% | market | 46.87% | — | 20.50% | 1.86% | 18.64% |
| LNG | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 53.25 | 53.25 | 0.00% | market | 30.00% | — | -3.10% | 1.86% | -4.96% |
| LNT | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 52.57 | 52.57 | 0.00% | market | 17.39% | — | 2.77% | 1.86% | 0.91% |
| NFG | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 43.00 | 43.00 | 0.00% | market | 21.28% | — | 3.16% | 1.86% | 1.30% |
| OLP | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 17.25 | 17.25 | 0.00% | market | 113.64% | — | -0.10% | 1.86% | -1.96% |
| OTEX | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 47.52 | 47.52 | 0.00% | market | 31.15% | — | -6.67% | 1.86% | -8.53% |
| PBH | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 39.81 | 39.81 | 0.00% | market | 22.86% | — | -6.63% | 1.86% | -8.49% |
| PFSI | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 55.99 | 55.99 | 0.00% | market | 51.38% | — | -12.96% | 1.86% | -14.82% |
| PH | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 194.99 | 194.99 | 0.00% | market | 68.87% | — | 5.71% | 1.86% | 3.85% |
| PNW | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 80.50 | 80.50 | 0.00% | market | 16.33% | — | -7.85% | 1.86% | -9.71% |
| RBA | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 49.17 | 49.17 | 0.00% | market | 50.00% | — | 28.17% | 1.86% | 26.31% |
| RSG | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 88.71 | 88.71 | 0.00% | market | 37.29% | — | 1.14% | 1.86% | -0.72% |
| SFB | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 26.52 | 26.52 | 0.00% | market | 38.18% | — | 0.73% | 1.86% | -1.13% |
| TGLS | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 5.75 | 5.75 | 0.00% | market | 53.85% | — | -7.40% | 1.86% | -9.26% |
| WMS | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 53.61 | 53.61 | 0.00% | market | 22.06% | — | 6.48% | 1.86% | 4.62% |
| YETI | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 51.74 | 51.74 | 0.00% | market | 156.25% | — | -0.14% | 1.86% | -2.00% |
| ZTS | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 161.95 | 161.95 | 0.00% | market | 39.06% | — | -2.31% | 1.86% | -4.17% |
| AGO | 2020-08-07 | 2020-08-10 | 2020-08-24 | 3 | 23.14 | 23.14 | 0.00% | market | 97.10% | — | -2.82% | 2.35% | -5.17% |
| IEP | 2020-08-07 | 2020-08-10 | 2020-08-24 | 3 | 55.55 | 55.55 | 0.00% | market | 402.22% | — | -9.28% | 2.35% | -11.63% |
| KIM | 2020-08-07 | 2020-08-10 | 2020-08-24 | 3 | 11.96 | 11.96 | 0.00% | market | 2342.86% | — | -1.02% | 2.35% | -3.37% |
| SII | 2020-08-07 | 2020-08-10 | 2020-08-24 | 3 | 37.90 | 37.90 | 0.00% | market | 57.69% | — | 6.50% | 2.35% | 4.15% |
| B | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 27.10 | 27.10 | 0.00% | market | 21.05% | — | 5.99% | 2.16% | 3.83% |
| CUBB | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 21.70 | 21.70 | 0.00% | market | 54.55% | — | 5.71% | 2.16% | 3.55% |
| QLYS | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 107.31 | 107.31 | 0.00% | market | 15.62% | — | -0.33% | 2.16% | -2.49% |
| WES | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 10.71 | 10.71 | 0.00% | market | 20.00% | — | -13.27% | 2.16% | -15.42% |
| WSC | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 17.83 | 17.83 | 0.00% | market | 42.86% | — | 0.80% | 2.16% | -1.36% |
| ZD | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 64.25 | 64.25 | 0.00% | market | 17.12% | — | -1.29% | 2.16% | -3.45% |
| PAM | 2020-08-11 | 2020-08-12 | 2020-08-26 | 1 | 11.02 | 11.02 | 0.00% | market | 100.00% | — | 3.71% | 3.62% | 0.10% |
| XP | 2020-08-11 | 2020-08-12 | 2020-08-26 | 1 | 50.13 | 50.13 | 0.00% | market | 58.33% | — | -4.81% | 3.62% | -8.42% |
| AXIA | 2020-08-12 | 2020-08-13 | 2020-08-27 | 1 | 6.66 | 6.66 | 0.00% | market | 155.92% | — | -3.40% | 3.48% | -6.89% |
| RPRX | 2020-08-12 | 2020-08-13 | 2020-08-27 | 1 | 44.99 | 44.99 | 0.00% | market | 19.67% | — | -8.97% | 3.48% | -12.45% |
| WPM | 2020-08-12 | 2020-08-13 | 2020-08-27 | 1 | 50.58 | 50.58 | 0.00% | market | 15.79% | — | 1.54% | 3.48% | -1.94% |
| FUTU | 2020-08-13 | 2020-08-14 | 2020-08-28 | 1 | 34.00 | 34.00 | 0.00% | market | 151.69% | — | -6.10% | 4.21% | -10.31% |
| GLNG | 2020-08-13 | 2020-08-14 | 2020-08-28 | 1 | 9.53 | 9.53 | 0.00% | market | 20.00% | — | -1.99% | 4.21% | -6.20% |
| NTES | 2020-08-13 | 2020-08-14 | 2020-08-28 | 1 | 93.02 | 93.02 | 0.00% | market | 30.67% | — | 8.30% | 4.21% | 4.08% |
| NVGS | 2020-08-13 | 2020-08-14 | 2020-08-28 | 1 | 9.42 | 9.42 | 0.00% | market | 120.00% | — | -2.22% | 4.21% | -6.44% |
| TK | 2020-08-13 | 2020-08-14 | 2020-08-28 | 1 | 2.69 | 2.69 | 0.00% | market | 400.00% | — | -2.33% | 4.21% | -6.54% |
| CIG | 2020-08-14 | 2020-08-17 | 2020-08-31 | 3 | 1.50 | 1.50 | 0.00% | market | 22.06% | — | 0.57% | 3.36% | -2.80% |