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 6: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CIG-C | 2020-08-14 | 2020-08-17 | 2020-08-31 | 3 | 1.03 | 1.03 | 0.00% | market | 178.33% | — | 4.75% | 3.36% | 1.39% |
| NAT | 2020-08-17 | 2020-08-18 | 2020-09-01 | 1 | 4.38 | 4.38 | 0.00% | market | 17.86% | — | -3.98% | 4.21% | -8.20% |
| SBS | 2020-08-17 | 2020-08-18 | 2020-09-01 | 1 | 2.00 | 2.00 | 0.00% | market | 64.29% | — | -9.10% | 4.21% | -13.31% |
| A | 2020-08-18 | 2020-08-19 | 2020-09-02 | 1 | 95.23 | 95.23 | 0.00% | market | 18.18% | — | 8.50% | 5.50% | 3.00% |
| SFL | 2020-08-18 | 2020-08-19 | 2020-09-02 | 1 | 9.30 | 9.30 | 0.00% | market | 52.94% | — | -5.80% | 5.50% | -11.30% |
| SUPN | 2020-08-18 | 2020-08-19 | 2020-09-02 | 1 | 25.00 | 25.00 | 0.00% | market | 54.76% | — | -13.50% | 5.50% | -19.00% |
| LOW | 2020-08-19 | 2020-08-20 | 2020-09-03 | 1 | 156.58 | 156.58 | 0.00% | market | 27.12% | — | 3.05% | 2.99% | 0.06% |
| SNPS | 2020-08-19 | 2020-08-20 | 2020-09-03 | 1 | 206.50 | 206.50 | 0.00% | market | 28.89% | — | 3.91% | 2.99% | 0.92% |
| KEYS | 2020-08-20 | 2020-08-21 | 2020-09-04 | 1 | 105.62 | 105.62 | 0.00% | market | 43.37% | — | -10.20% | 1.38% | -11.58% |
| MSC | 2020-08-20 | 2020-08-21 | 2020-09-04 | 1 | 17.49 | 17.49 | 0.00% | market | 46.83% | — | -14.34% | 1.38% | -15.71% |
| BKE | 2020-08-21 | 2020-08-24 | 2020-09-08 | 3 | 19.40 | 19.40 | 0.00% | market | 1083.33% | — | 6.39% | -2.60% | 9.00% |
| DE | 2020-08-21 | 2020-08-24 | 2020-09-08 | 3 | 204.37 | 204.37 | 0.00% | market | 103.97% | — | 2.77% | -2.60% | 5.38% |
| QFIN | 2020-08-23 | 2020-08-24 | 2020-09-08 | 1 | 14.71 | 14.71 | 0.00% | market | 20.55% | — | -21.99% | -2.60% | -19.39% |
| CANG | 2020-08-24 | 2020-08-25 | 2020-09-09 | 1 | 30.00 | 30.00 | 0.00% | market | 80.00% | — | -14.77% | -1.09% | -13.68% |
| FLNG | 2020-08-24 | 2020-08-25 | 2020-09-09 | 1 | 5.68 | 5.68 | 0.00% | market | 59.50% | — | 1.48% | -1.09% | 2.57% |
| BMO | 2020-08-25 | 2020-08-26 | 2020-09-10 | 1 | 61.91 | 61.91 | 0.00% | market | 15.38% | — | -2.41% | -3.15% | 0.74% |
| HEI | 2020-08-25 | 2020-08-26 | 2020-09-10 | 1 | 109.00 | 109.00 | 0.00% | market | 25.00% | — | -1.75% | -3.15% | 1.40% |
| INTU | 2020-08-25 | 2020-08-26 | 2020-09-10 | 1 | 356.86 | 356.86 | 0.00% | market | 72.38% | — | -10.32% | -3.15% | -7.17% |
| SJM | 2020-08-25 | 2020-08-26 | 2020-09-10 | 1 | 122.15 | 122.15 | 0.00% | market | 41.92% | — | -7.53% | -3.15% | -4.37% |
| CEPU | 2020-08-26 | 2020-08-27 | 2020-09-11 | 1 | 2.57 | 2.57 | 0.00% | market | 46.67% | — | -5.94% | -4.15% | -1.79% |
| KNOP | 2020-08-26 | 2020-08-27 | 2020-09-11 | 1 | 12.61 | 12.61 | 0.00% | market | 15.79% | — | 1.09% | -4.15% | 5.24% |
| RY | 2020-08-26 | 2020-08-27 | 2020-09-11 | 1 | 77.46 | 77.46 | 0.00% | market | 29.37% | — | -4.93% | -4.15% | -0.78% |
| CM | 2020-08-27 | 2020-08-28 | 2020-09-14 | 1 | 40.00 | 40.00 | 0.00% | market | 24.11% | — | -2.70% | -3.14% | 0.44% |
| OLLI | 2020-08-27 | 2020-08-28 | 2020-09-14 | 1 | 102.60 | 102.60 | 0.00% | market | 19.54% | — | -16.75% | -3.14% | -13.61% |
| TD | 2020-08-27 | 2020-08-28 | 2020-09-14 | 1 | 50.94 | 50.94 | 0.00% | market | 19.74% | — | -5.71% | -3.14% | -2.57% |
| ZM | 2020-08-31 | 2020-09-01 | 2020-09-16 | 1 | 439.51 | 439.51 | 0.00% | market | 104.44% | — | -7.23% | -3.25% | -3.98% |
| HRB | 2020-09-01 | 2020-09-02 | 2020-09-17 | 1 | 14.27 | 14.27 | 0.00% | market | 48.65% | — | 4.95% | -5.31% | 10.25% |
| BF-B | 2020-09-02 | 2020-09-03 | 2020-09-18 | 1 | 79.27 | 79.27 | 0.00% | market | 29.03% | — | -3.77% | -7.09% | 3.32% |
| CPRT | 2020-09-02 | 2020-09-03 | 2020-09-18 | 1 | 27.17 | 27.17 | 0.00% | market | 70.00% | — | -4.70% | -7.09% | 2.39% |
| GWRE | 2020-09-02 | 2020-09-03 | 2020-09-18 | 1 | 120.00 | 120.00 | 0.00% | market | 84.44% | — | -13.97% | -7.09% | -6.88% |
| RKT | 2020-09-02 | 2020-09-03 | 2020-09-18 | 1 | 28.02 | 28.02 | 0.00% | market | 1511.19% | — | -20.62% | -7.09% | -13.53% |
| CIEN | 2020-09-03 | 2020-09-04 | 2020-09-21 | 1 | 45.16 | 45.16 | 0.00% | market | 29.27% | — | -10.22% | -5.54% | -4.68% |
| DLNG | 2020-09-03 | 2020-09-04 | 2020-09-21 | 1 | 2.71 | 2.71 | 0.00% | market | 33.33% | — | -6.00% | -5.54% | -0.47% |
| HTT | 2020-09-07 | 2020-09-08 | 2020-09-22 | 1 | 1.50 | 1.50 | 0.00% | market | 103.77% | — | -10.77% | -1.90% | -8.86% |
| RH | 2020-09-09 | 2020-09-10 | 2020-09-24 | 1 | 398.05 | 398.05 | 0.00% | market | 43.70% | — | -11.87% | -5.36% | -6.51% |
| SLQT | 2020-09-09 | 2020-09-10 | 2020-09-24 | 1 | 23.55 | 23.55 | 0.00% | market | 225.00% | — | -17.59% | -5.36% | -12.24% |
| LEN | 2020-09-14 | 2020-09-15 | 2020-09-29 | 1 | 75.55 | 75.55 | 0.00% | market | 36.77% | — | 4.43% | -2.57% | 6.99% |
| MLKN | 2020-09-16 | 2020-09-17 | 2020-10-01 | 1 | 30.56 | 30.56 | 0.00% | market | 376.92% | — | 4.28% | 1.04% | 3.24% |
| AZO | 2020-09-22 | 2020-09-23 | 2020-10-07 | 1 | 1,174.44 | 1,174.44 | 0.00% | market | 23.67% | — | -3.03% | 2.98% | -6.01% |
| NKE | 2020-09-22 | 2020-09-23 | 2020-10-07 | 1 | 130.22 | 130.22 | 0.00% | market | 102.13% | — | -0.22% | 2.98% | -3.20% |
| CTAS | 2020-09-23 | 2020-09-24 | 2020-10-08 | 1 | 80.48 | 80.48 | 0.00% | market | 27.78% | — | 4.90% | 7.02% | -2.13% |
| JEF | 2020-09-23 | 2020-09-24 | 2020-10-08 | 1 | 18.63 | 18.63 | 0.00% | market | 214.71% | — | 1.46% | 7.02% | -5.57% |
| CAG | 2020-10-01 | 2020-10-02 | 2020-10-16 | 1 | 36.12 | 36.12 | 0.00% | market | 22.81% | — | 4.86% | 4.70% | 0.16% |
| LW | 2020-10-07 | 2020-10-08 | 2020-10-22 | 1 | 72.63 | 72.63 | 0.00% | market | 103.33% | — | 0.24% | 0.51% | -0.27% |
| RPM | 2020-10-07 | 2020-10-08 | 2020-10-22 | 1 | 88.32 | 88.32 | 0.00% | market | 21.01% | — | 0.83% | 0.51% | 0.32% |
| BLK | 2020-10-13 | 2020-10-14 | 2020-10-28 | 1 | 641.83 | 641.83 | 0.00% | market | 18.21% | — | -6.51% | -6.87% | 0.36% |
| C | 2020-10-13 | 2020-10-14 | 2020-10-28 | 1 | 43.52 | 43.52 | 0.00% | market | 66.67% | — | -5.59% | -6.87% | 1.28% |
| JPM | 2020-10-13 | 2020-10-14 | 2020-10-28 | 1 | 101.03 | 101.03 | 0.00% | market | 24.26% | — | -4.54% | -6.87% | 2.32% |
| ASML | 2020-10-14 | 2020-10-15 | 2020-10-29 | 1 | 383.80 | 383.80 | 0.00% | market | 34.50% | — | -3.47% | -3.99% | 0.52% |
| GS | 2020-10-14 | 2020-10-15 | 2020-10-29 | 1 | 209.58 | 209.58 | 0.00% | market | 73.79% | — | -9.47% | -3.99% | -5.48% |
| PNC | 2020-10-14 | 2020-10-15 | 2020-10-29 | 1 | 108.34 | 108.34 | 0.00% | market | 59.91% | — | 1.27% | -3.99% | 5.26% |
| CBAN | 2020-10-15 | 2020-10-16 | 2020-10-30 | 1 | 12.06 | 12.06 | 0.00% | market | 39.29% | — | 3.80% | -6.42% | 10.22% |
| ISRG | 2020-10-15 | 2020-10-16 | 2020-10-30 | 1 | 241.67 | 241.67 | 0.00% | market | 33.33% | — | -8.09% | -6.42% | -1.67% |
| MS | 2020-10-15 | 2020-10-16 | 2020-10-30 | 1 | 51.53 | 51.53 | 0.00% | market | 31.75% | — | -6.66% | -6.42% | -0.23% |
| ALLY | 2020-10-16 | 2020-10-19 | 2020-11-02 | 3 | 29.06 | 29.06 | 0.00% | market | 81.16% | — | -5.12% | -5.29% | 0.17% |
| BMI | 2020-10-16 | 2020-10-19 | 2020-11-02 | 3 | 78.07 | 78.07 | 0.00% | market | 34.21% | — | -5.20% | -5.29% | 0.09% |
| RBCAA | 2020-10-16 | 2020-10-19 | 2020-11-02 | 3 | 32.51 | 32.51 | 0.00% | market | 139.02% | — | 3.99% | -5.29% | 9.28% |
| LOGI | 2020-10-19 | 2020-10-20 | 2020-11-03 | 1 | 93.78 | 93.78 | 0.00% | market | 228.07% | — | -6.11% | -2.16% | -3.95% |
| ONB | 2020-10-19 | 2020-10-20 | 2020-11-03 | 1 | 14.39 | 14.39 | 0.00% | market | 42.42% | — | 1.78% | -2.16% | 3.94% |
| SFNC | 2020-10-19 | 2020-10-20 | 2020-11-03 | 1 | 16.37 | 16.37 | 0.00% | market | 50.00% | — | 9.00% | -2.16% | 11.17% |
| TFIN | 2020-10-19 | 2020-10-20 | 2020-11-03 | 1 | 43.50 | 43.50 | 0.00% | market | 85.71% | — | -4.33% | -2.16% | -2.17% |
| BFC | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 63.85 | 63.85 | 0.00% | market | 37.86% | — | 0.32% | 0.06% | 0.26% |
| CBSH | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 46.37 | 46.37 | 0.00% | market | 50.82% | — | -1.26% | 0.06% | -1.33% |
| DOV | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 113.95 | 113.95 | 0.00% | market | 21.21% | — | 0.01% | 0.06% | -0.06% |
| FULT | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 10.49 | 10.49 | 0.00% | market | 90.00% | — | -0.86% | 0.06% | -0.92% |
| GATX | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 68.84 | 68.84 | 0.00% | market | 19.77% | — | 1.15% | 0.06% | 1.09% |
| HOPE | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 8.50 | 8.50 | 0.00% | market | 31.58% | — | -7.98% | 0.06% | -8.04% |
| HWC | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 23.00 | 23.00 | 0.00% | market | 28.57% | — | -4.23% | 0.06% | -4.29% |
| NBHC | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 30.59 | 30.59 | 0.00% | market | 56.90% | — | -5.76% | 0.06% | -5.82% |
| NGVT | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 60.18 | 60.18 | 0.00% | market | 82.65% | — | -6.55% | 0.06% | -6.61% |
| NIC | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 60.89 | 60.89 | 0.00% | market | 22.86% | — | -0.53% | 0.06% | -0.59% |
| PNFP | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 41.25 | 41.25 | 0.00% | market | 30.28% | — | 4.72% | 0.06% | 4.66% |
| PNR | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 51.61 | 51.61 | 0.00% | market | 37.25% | — | 0.46% | 0.06% | 0.40% |
| REXR | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 49.75 | 49.75 | 0.00% | market | 162.50% | — | 0.82% | 0.06% | 0.76% |
| RF | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 12.95 | 12.95 | 0.00% | market | 45.45% | — | 1.29% | 0.06% | 1.23% |
| UBS | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 12.37 | 12.37 | 0.00% | market | 115.38% | — | 1.52% | 0.06% | 1.46% |
| WDFC | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 212.28 | 212.28 | 0.00% | market | 25.66% | — | 17.83% | 0.06% | 17.77% |
| ALGN | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 424.32 | 424.32 | 0.00% | market | 251.56% | — | 15.83% | 2.12% | 13.71% |
| APH | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 28.78 | 28.78 | 0.00% | market | 22.73% | — | 3.69% | 2.12% | 1.56% |
| ARR | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 47.75 | 47.75 | 0.00% | market | 414.71% | — | 3.77% | 2.12% | 1.65% |
| BANR | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 38.00 | 38.00 | 0.00% | market | 25.61% | — | -2.73% | 2.12% | -4.85% |
| BOKF | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 59.19 | 59.19 | 0.00% | market | 40.38% | — | 3.48% | 2.12% | 1.36% |
| EFX | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 158.15 | 158.15 | 0.00% | market | 16.88% | — | -4.21% | 2.12% | -6.33% |
| ERIC | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 12.49 | 12.49 | 0.00% | market | 25.00% | — | -3.86% | 2.12% | -5.99% |
| EVR | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 82.05 | 82.05 | 0.00% | market | 192.11% | — | 1.80% | 2.12% | -0.32% |
| EW | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 79.74 | 79.74 | 0.00% | market | 15.91% | — | -2.85% | 2.12% | -4.97% |
| GGG | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 66.00 | 66.00 | 0.00% | market | 40.48% | — | -0.87% | 2.12% | -3.00% |
| LOB | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 33.26 | 33.26 | 0.00% | market | 200.00% | — | 22.42% | 2.12% | 20.30% |
| MCB | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 30.09 | 30.09 | 0.00% | market | 29.59% | — | -1.40% | 2.12% | -3.52% |
| RLI | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 44.31 | 44.31 | 0.00% | market | 520.00% | — | 5.84% | 2.12% | 3.71% |
| SLM | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 9.53 | 9.53 | 0.00% | market | 487.50% | — | 7.66% | 2.12% | 5.54% |
| TCBI | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 39.40 | 39.40 | 0.00% | market | 83.05% | — | 12.97% | 2.12% | 10.85% |
| TMO | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 471.69 | 471.69 | 0.00% | market | 30.63% | — | 9.03% | 2.12% | 6.91% |
| TRN | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 21.63 | 21.63 | 0.00% | market | 142.86% | — | -8.51% | 2.12% | -10.64% |
| WSBC | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 24.12 | 24.12 | 0.00% | market | 24.53% | — | -0.56% | 2.12% | -2.68% |
| WTFC | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 50.98 | 50.98 | 0.00% | market | 49.11% | — | -3.59% | 2.12% | -5.71% |
| ABCB | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 30.00 | 30.00 | 0.00% | market | 83.52% | — | -2.07% | 1.22% | -3.29% |
| ALLE | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 103.15 | 103.15 | 0.00% | market | 36.89% | — | -0.41% | 1.22% | -1.63% |
| ASR | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 121.10 | 121.10 | 0.00% | market | 220.00% | — | 5.88% | 1.22% | 4.66% |
| AUB | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 26.68 | 26.68 | 0.00% | market | 57.45% | — | -6.88% | 1.22% | -8.11% |
| BANC | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 12.24 | 12.24 | 0.00% | market | 60.00% | — | -1.00% | 1.22% | -2.22% |
| BY | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 14.00 | 14.00 | 0.00% | market | 61.90% | — | -5.89% | 1.22% | -7.11% |
| CHCO | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 62.07 | 62.07 | 0.00% | market | 42.05% | — | -5.32% | 1.22% | -6.54% |
| COF | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 80.48 | 80.48 | 0.00% | market | 137.56% | — | -3.47% | 1.22% | -4.69% |
| DGX | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 126.43 | 126.43 | 0.00% | market | 15.55% | — | 0.28% | 1.22% | -0.94% |
| DHR | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 208.47 | 208.47 | 0.00% | market | 25.55% | — | 4.27% | 1.22% | 3.05% |
| EIG | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 33.40 | 33.40 | 0.00% | market | 17.07% | — | -4.17% | 1.22% | -5.39% |
| EWBC | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 39.29 | 39.29 | 0.00% | market | 17.89% | — | -5.52% | 1.22% | -6.74% |
| FCX | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 18.47 | 18.47 | 0.00% | market | 38.10% | — | 3.42% | 1.22% | 2.20% |
| FFBC | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 14.70 | 14.70 | 0.00% | market | 15.79% | — | -4.79% | 1.22% | -6.02% |
| FITB | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 24.31 | 24.31 | 0.00% | market | 41.67% | — | -4.62% | 1.22% | -5.85% |
| GBCI | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 36.94 | 36.94 | 0.00% | market | 28.57% | — | 1.33% | 1.22% | 0.11% |
| HRI | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 45.58 | 45.58 | 0.00% | market | 58.82% | — | 2.64% | 1.22% | 1.42% |
| HTH | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 22.82 | 22.82 | 0.00% | market | 72.45% | — | 0.86% | 1.22% | -0.36% |
| INDB | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 56.25 | 56.25 | 0.00% | market | 32.10% | — | 3.88% | 1.22% | 2.66% |
| KO | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 51.00 | 51.00 | 0.00% | market | 22.22% | — | -3.14% | 1.22% | -4.36% |
| MANH | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 98.00 | 98.00 | 0.00% | market | 27.50% | — | -3.89% | 1.22% | -5.11% |
| MAT | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 13.85 | 13.85 | 0.00% | market | 143.59% | — | 2.68% | 1.22% | 1.46% |
| ORI | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 17.22 | 17.22 | 0.00% | market | 40.91% | — | -0.91% | 1.22% | -2.14% |
| OZK | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 25.20 | 25.20 | 0.00% | market | 44.83% | — | -4.43% | 1.22% | -5.65% |
| PHM | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 43.42 | 43.42 | 0.00% | market | 19.64% | — | 1.49% | 1.22% | 0.27% |
| RCI | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 44.39 | 44.39 | 0.00% | market | 30.65% | — | -4.47% | 1.22% | -5.69% |
| SAM | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 1,009.00 | 1,009.00 | 0.00% | market | 42.76% | — | 5.15% | 1.22% | 3.93% |
| SNA | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 170.92 | 170.92 | 0.00% | market | 51.85% | — | -4.94% | 1.22% | -6.16% |
| VRSN | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 203.71 | 203.71 | 0.00% | market | 19.20% | — | 1.35% | 1.22% | 0.13% |
| WAL | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 40.75 | 40.75 | 0.00% | market | 29.52% | — | 2.70% | 1.22% | 1.47% |
| WSFS | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 32.38 | 32.38 | 0.00% | market | 38.89% | — | -1.21% | 1.22% | -2.43% |
| BCS | 2020-10-23 | 2020-10-26 | 2020-11-09 | 3 | 5.80 | 5.80 | 0.00% | market | 17.65% | — | 18.52% | 3.63% | 14.89% |
| FHB | 2020-10-23 | 2020-10-26 | 2020-11-09 | 3 | 17.65 | 17.65 | 0.00% | market | 78.57% | — | 22.17% | 3.63% | 18.53% |
| FHN | 2020-10-23 | 2020-10-26 | 2020-11-09 | 3 | 10.95 | 10.95 | 0.00% | market | 105.88% | — | 9.76% | 3.63% | 6.13% |
| GNTX | 2020-10-23 | 2020-10-26 | 2020-11-09 | 3 | 28.92 | 28.92 | 0.00% | market | 17.07% | — | 7.33% | 3.63% | 3.70% |
| ITW | 2020-10-23 | 2020-10-26 | 2020-11-09 | 3 | 203.76 | 203.76 | 0.00% | market | 22.82% | — | 4.87% | 3.63% | 1.24% |
| OFG | 2020-10-23 | 2020-10-26 | 2020-11-09 | 3 | 14.74 | 14.74 | 0.00% | market | 42.86% | — | 14.96% | 3.63% | 11.33% |
| SAP | 2020-10-25 | 2020-10-26 | 2020-11-09 | 1 | 118.27 | 118.27 | 0.00% | market | 30.77% | — | -2.68% | 3.63% | -6.31% |
| SBSI | 2020-10-23 | 2020-10-26 | 2020-11-09 | 3 | 26.87 | 26.87 | 0.00% | market | 46.43% | — | 9.06% | 3.63% | 5.42% |
| UBSI | 2020-10-23 | 2020-10-26 | 2020-11-09 | 3 | 25.62 | 25.62 | 0.00% | market | 56.86% | — | 14.26% | 3.63% | 10.63% |
| AGNC | 2020-10-26 | 2020-10-27 | 2020-11-10 | 1 | 14.23 | 14.23 | 0.00% | market | 42.11% | — | 4.33% | 4.20% | 0.12% |
| ARI | 2020-10-26 | 2020-10-27 | 2020-11-10 | 1 | 9.00 | 9.00 | 0.00% | market | 24.14% | — | 22.79% | 4.20% | 18.59% |
| BRO | 2020-10-26 | 2020-10-27 | 2020-11-10 | 1 | 47.25 | 47.25 | 0.00% | market | 20.93% | — | -0.23% | 4.20% | -4.43% |
| BYD | 2020-10-26 | 2020-10-27 | 2020-11-10 | 1 | 35.18 | 35.18 | 0.00% | market | 90.00% | — | -2.66% | 4.20% | -6.86% |
| CATY | 2020-10-26 | 2020-10-27 | 2020-11-10 | 1 | 24.87 | 24.87 | 0.00% | market | 16.39% | — | 13.89% | 4.20% | 9.69% |
| CBU | 2020-10-26 | 2020-10-27 | 2020-11-10 | 1 | 59.82 | 59.82 | 0.00% | market | 23.19% | — | 9.70% | 4.20% | 5.49% |
| FBNC | 2020-10-26 | 2020-10-27 | 2020-11-10 | 1 | 24.35 | 24.35 | 0.00% | market | 88.37% | — | 32.96% | 4.20% | 28.76% |
| HAS | 2020-10-26 | 2020-10-27 | 2020-11-10 | 1 | 84.09 | 84.09 | 0.00% | market | 15.34% | — | 1.76% | 4.20% | -2.45% |
| KOF | 2020-10-26 | 2020-10-27 | 2020-11-10 | 1 | 41.39 | 41.39 | 0.00% | market | 19.70% | — | 4.88% | 4.20% | 0.67% |
| AFL | 2020-10-27 | 2020-10-28 | 2020-11-11 | 1 | 35.84 | 35.84 | 0.00% | market | 24.11% | — | 13.96% | 7.40% | 6.56% |
| AGYS | 2020-10-27 | 2020-10-28 | 2020-11-11 | 1 | 28.55 | 28.55 | 0.00% | market | 141.67% | — | 12.23% | 7.40% | 4.83% |
| AWI | 2020-10-27 | 2020-10-28 | 2020-11-11 | 1 | 59.86 | 59.86 | 0.00% | market | 15.05% | — | 20.35% | 7.40% | 12.95% |
| ADP | 2020-10-28 | 2020-10-29 | 2020-11-12 | 1 | 154.67 | 154.67 | 0.00% | market | 43.88% | — | 9.44% | 8.05% | 1.40% |
| AGI | 2020-10-28 | 2020-10-29 | 2020-11-12 | 1 | 8.36 | 8.36 | 0.00% | market | 25.00% | — | 7.20% | 8.05% | -0.85% |
| AIN | 2020-10-28 | 2020-10-29 | 2020-11-12 | 1 | 52.83 | 52.83 | 0.00% | market | 47.69% | — | 16.46% | 8.05% | 8.42% |
| ABEV | 2020-10-29 | 2020-10-30 | 2020-11-13 | 1 | 2.24 | 2.24 | 0.00% | market | 50.00% | — | 24.90% | 9.08% | 15.82% |
| ACGL | 2020-10-29 | 2020-10-30 | 2020-11-13 | 1 | 30.85 | 30.85 | 0.00% | market | 16.00% | — | 10.60% | 9.08% | 1.51% |
| ACHC | 2020-10-29 | 2020-10-30 | 2020-11-13 | 1 | 33.63 | 33.63 | 0.00% | market | 23.64% | — | 24.16% | 9.08% | 15.08% |
| ABR | 2020-10-30 | 2020-11-02 | 2020-11-16 | 3 | 12.05 | 12.05 | 0.00% | market | 42.86% | — | 8.20% | 9.80% | -1.60% |
| CHTR | 2020-10-30 | 2020-11-02 | 2020-11-16 | 3 | 605.10 | 605.10 | 0.00% | market | 28.71% | — | 5.90% | 9.80% | -3.90% |
| KKR | 2020-10-30 | 2020-11-02 | 2020-11-16 | 3 | 34.80 | 34.80 | 0.00% | market | 20.00% | — | 8.35% | 9.80% | -1.45% |
| AROC | 2020-11-02 | 2020-11-03 | 2020-11-17 | 1 | 6.43 | 6.43 | 0.00% | market | 20.00% | — | 19.03% | 8.07% | 10.96% |
| BRKR | 2020-11-02 | 2020-11-03 | 2020-11-17 | 1 | 43.50 | 43.50 | 0.00% | market | 35.48% | — | 15.03% | 8.07% | 6.96% |
| BWXT | 2020-11-02 | 2020-11-03 | 2020-11-17 | 1 | 55.73 | 55.73 | 0.00% | market | 17.91% | — | 1.59% | 8.07% | -6.48% |
| CLX | 2020-11-02 | 2020-11-03 | 2020-11-17 | 1 | 215.99 | 215.99 | 0.00% | market | 38.79% | — | -3.29% | 8.07% | -11.36% |
| BHC | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 16.47 | 16.47 | 0.00% | market | 28.43% | — | 17.14% | 4.52% | 12.62% |
| EMR | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 68.67 | 68.67 | 0.00% | market | 17.02% | — | 11.87% | 4.52% | 7.35% |
| FOX | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 27.16 | 27.16 | 0.00% | market | 54.05% | — | -0.21% | 4.52% | -4.73% |
| FOXA | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 26.93 | 26.93 | 0.00% | market | 45.68% | — | 2.61% | 4.52% | -1.91% |
| SUPN | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 21.35 | 21.35 | 0.00% | market | 146.67% | — | 0.42% | 4.52% | -4.11% |
| USAC | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 10.39 | 10.39 | 0.00% | market | 25.00% | — | 10.97% | 4.52% | 6.44% |
| WLKP | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 18.32 | 18.32 | 0.00% | market | 15.22% | — | 10.33% | 4.52% | 5.80% |
| ACR | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 6.63 | 6.63 | 0.00% | market | 82.14% | — | 38.36% | 2.45% | 35.92% |
| ALB | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 96.05 | 96.05 | 0.00% | market | 39.74% | — | 30.87% | 2.45% | 28.43% |
| CGAU | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 10.25 | 10.25 | 0.00% | market | 58.14% | — | -10.54% | 2.45% | -12.98% |
| DKL | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 26.51 | 26.51 | 0.00% | market | 23.53% | — | 8.09% | 2.45% | 5.64% |
| FNF | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 32.84 | 32.84 | 0.00% | market | 17.46% | — | 4.41% | 2.45% | 1.96% |
| FNV | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 144.05 | 144.05 | 0.00% | market | 31.15% | — | -11.52% | 2.45% | -13.96% |
| GNW | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 4.30 | 4.30 | 0.00% | market | 271.43% | — | 5.95% | 2.45% | 3.50% |
| HAE | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 98.00 | 98.00 | 0.00% | market | 24.00% | — | 14.82% | 2.45% | 12.37% |
| HLNE | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 73.87 | 73.87 | 0.00% | market | 30.00% | — | -2.04% | 2.45% | -4.48% |
| KGC | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 8.58 | 8.58 | 0.00% | market | 19.05% | — | -12.45% | 2.45% | -14.90% |
| LUMN | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 9.28 | 9.28 | 0.00% | market | 33.33% | — | 5.72% | 2.45% | 3.27% |
| MTG | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 10.92 | 10.92 | 0.00% | market | 38.71% | — | 8.05% | 2.45% | 5.60% |
| OLP | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 16.08 | 16.08 | 0.00% | market | 16.67% | — | 10.16% | 2.45% | 7.72% |
| PAYC | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 393.87 | 393.87 | 0.00% | market | 25.00% | — | -0.41% | 2.45% | -2.86% |
| PRI | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 115.38 | 115.38 | 0.00% | market | 18.30% | — | 12.54% | 2.45% | 10.09% |
| QCOM | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 145.82 | 145.82 | 0.00% | market | 21.85% | — | 1.07% | 2.45% | -1.37% |
| QLYS | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 100.88 | 100.88 | 0.00% | market | 16.67% | — | -11.01% | 2.45% | -13.45% |
| RDN | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 19.07 | 19.07 | 0.00% | market | 22.92% | — | -1.10% | 2.45% | -3.54% |
| TLK | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 18.83 | 18.83 | 0.00% | market | 40.45% | — | 17.37% | 2.45% | 14.93% |
| TRNO | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 59.81 | 59.81 | 0.00% | market | 65.00% | — | -1.62% | 2.45% | -4.07% |
| TRTX | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 8.27 | 8.27 | 0.00% | market | 50.00% | — | 16.10% | 2.45% | 13.66% |
| TSLX | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 17.60 | 17.60 | 0.00% | market | 35.56% | — | 13.25% | 2.45% | 10.81% |
| TWO | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 21.76 | 21.76 | 0.00% | market | 19.15% | — | 14.97% | 2.45% | 12.53% |
| UHAL | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 38.45 | 38.45 | 0.00% | market | 195.65% | — | 5.08% | 2.45% | 2.64% |
| VST | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 18.53 | 18.53 | 0.00% | market | 27.63% | — | -0.10% | 2.45% | -2.55% |
| WHD | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 17.86 | 17.86 | 0.00% | market | 691.24% | — | 33.49% | 2.45% | 31.05% |
| ACMR | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 29.73 | 29.73 | 0.00% | market | 16.67% | — | -15.74% | 1.54% | -17.28% |
| AEIS | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 84.00 | 84.00 | 0.00% | market | 41.88% | — | 7.15% | 1.54% | 5.61% |
| B | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 29.56 | 29.56 | 0.00% | market | 24.23% | — | -17.96% | 1.54% | -19.51% |
| CARG | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 23.00 | 23.00 | 0.00% | market | 68.18% | — | -1.45% | 1.54% | -2.99% |
| EFC | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 13.00 | 13.00 | 0.00% | market | 28.12% | — | 11.59% | 1.54% | 10.05% |
| ERO | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 13.68 | 13.68 | 0.00% | market | 17.65% | — | 15.10% | 1.54% | 13.56% |
| EVC | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 2.03 | 2.03 | 0.00% | market | 66.67% | — | 32.41% | 1.54% | 30.87% |
| GTN | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 14.14 | 14.14 | 0.00% | market | 28.09% | — | 25.22% | 1.54% | 23.68% |
| HASI | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 46.84 | 46.84 | 0.00% | market | 16.13% | — | 11.47% | 1.54% | 9.93% |
| HCI | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 49.55 | 49.55 | 0.00% | market | 1700.00% | — | 4.24% | 1.54% | 2.70% |
| IDCC | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 60.43 | 60.43 | 0.00% | market | 21.43% | — | -0.66% | 1.54% | -2.21% |
| KNTK | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 14.26 | 14.26 | 0.00% | market | 112.50% | — | 30.90% | 1.54% | 29.35% |
| MTD | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 1,205.75 | 1,205.75 | 0.00% | market | 17.98% | — | -4.92% | 1.54% | -6.47% |
| NMIH | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 23.30 | 23.30 | 0.00% | market | 34.29% | — | -2.59% | 1.54% | -4.13% |
| NMM | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 6.52 | 6.52 | 0.00% | market | 160.00% | — | 6.65% | 1.54% | 5.11% |
| NXST | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 86.68 | 86.68 | 0.00% | market | 30.77% | — | 20.54% | 1.54% | 19.00% |
| OTEX | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 42.75 | 42.75 | 0.00% | market | 32.84% | — | 0.60% | 1.54% | -0.94% |
| PFSI | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 57.83 | 57.83 | 0.00% | market | 31.65% | — | -3.06% | 1.54% | -4.60% |
| RBA | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 69.94 | 69.94 | 0.00% | market | 46.67% | — | -5.13% | 1.54% | -6.68% |
| REGN | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 589.04 | 589.04 | 0.00% | market | 17.09% | — | -12.03% | 1.54% | -13.58% |
| RGEN | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 200.00 | 200.00 | 0.00% | market | 42.86% | — | -3.35% | 1.54% | -4.89% |
| RSG | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 97.13 | 97.13 | 0.00% | market | 21.95% | — | 1.68% | 1.54% | 0.14% |
| TECH | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 73.78 | 73.78 | 0.00% | market | 28.57% | — | 3.21% | 1.54% | 1.66% |
| TTD | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 73.14 | 73.14 | 0.00% | market | 160.00% | — | 12.97% | 1.54% | 11.43% |
| USPH | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 95.75 | 95.75 | 0.00% | market | 66.67% | — | 11.36% | 1.54% | 9.81% |
| WBD | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 21.37 | 21.37 | 0.00% | market | 22.73% | — | 19.18% | 1.54% | 17.64% |
| YETI | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 61.18 | 61.18 | 0.00% | market | 64.86% | — | 0.88% | 1.54% | -0.66% |
| ZTS | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 172.00 | 172.00 | 0.00% | market | 19.57% | — | -3.47% | 1.54% | -5.02% |
| CUBB | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 25.00 | 25.00 | 0.00% | market | 50.75% | — | 1.50% | -1.79% | 3.29% |
| CWT | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 48.30 | 48.30 | 0.00% | market | 74.77% | — | 4.52% | -1.79% | 6.31% |
| GOLF | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 40.27 | 40.27 | 0.00% | market | 104.88% | — | -6.06% | -1.79% | -4.27% |
| HE | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 34.63 | 34.63 | 0.00% | market | 15.69% | — | 5.44% | -1.79% | 7.23% |
| INSW | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 15.62 | 15.62 | 0.00% | market | 30.67% | — | 13.28% | -1.79% | 15.07% |
| SFB | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 26.65 | 26.65 | 0.00% | market | 17.12% | — | -1.23% | -1.79% | 0.56% |
| TGLS | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 5.79 | 5.79 | 0.00% | market | 64.71% | — | 6.64% | -1.79% | 8.42% |
| UCB | 2020-11-07 | 2020-11-09 | 2020-11-23 | 2 | 23.81 | 23.81 | 0.00% | market | 51.25% | — | 5.53% | -1.79% | 7.32% |
| UI | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 252.58 | 252.58 | 0.00% | market | 70.34% | — | -3.43% | -1.79% | -1.64% |
| ZBH | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 155.14 | 155.14 | 0.00% | market | 72.38% | — | -8.65% | -1.79% | -6.86% |
| DHT | 2020-11-09 | 2020-11-10 | 2020-11-24 | 1 | 5.27 | 5.27 | 0.00% | market | 21.43% | — | 2.18% | 2.75% | -0.58% |
| IPAR | 2020-11-09 | 2020-11-10 | 2020-11-24 | 1 | 54.06 | 54.06 | 0.00% | market | 52.94% | — | 4.82% | 2.75% | 2.07% |
| MCD | 2020-11-09 | 2020-11-10 | 2020-11-24 | 1 | 215.75 | 215.75 | 0.00% | market | 16.84% | — | 1.74% | 2.75% | -1.02% |
| OR | 2020-11-09 | 2020-11-10 | 2020-11-24 | 1 | 11.76 | 11.76 | 0.00% | market | 33.33% | — | -11.15% | 2.75% | -13.91% |
| UNIT | 2020-11-09 | 2020-11-10 | 2020-11-24 | 1 | 15.95 | 15.95 | 0.00% | market | 16.67% | — | 9.74% | 2.75% | 6.99% |
| VET | 2020-11-09 | 2020-11-10 | 2020-11-24 | 1 | 3.29 | 3.29 | 0.00% | market | 55.88% | — | 33.94% | 2.75% | 31.19% |
| DHI | 2020-11-10 | 2020-11-11 | 2020-11-25 | 1 | 72.22 | 72.22 | 0.00% | market | 27.27% | — | 5.22% | 1.76% | 3.46% |
| FICO | 2020-11-10 | 2020-11-11 | 2020-11-25 | 1 | 450.00 | 450.00 | 0.00% | market | 43.81% | — | 5.58% | 1.76% | 3.83% |
| GSL | 2020-11-10 | 2020-11-11 | 2020-11-25 | 1 | 8.80 | 8.80 | 0.00% | market | 18.92% | — | 3.31% | 1.76% | 1.55% |
| RKT | 2020-11-10 | 2020-11-11 | 2020-11-25 | 1 | 21.60 | 21.60 | 0.00% | market | 17.48% | — | -5.56% | 1.76% | -7.32% |
| TME | 2020-11-10 | 2020-11-11 | 2020-11-25 | 1 | 15.15 | 15.15 | 0.00% | market | 20.00% | — | 10.20% | 1.76% | 8.44% |
| PAM | 2020-11-11 | 2020-11-12 | 2020-11-27 | 1 | 13.81 | 13.81 | 0.00% | market | 975.00% | — | 1.86% | 2.28% | -0.42% |
| SB | 2020-11-11 | 2020-11-12 | 2020-11-27 | 1 | 1.05 | 1.05 | 0.00% | market | 100.06% | — | 12.28% | 2.28% | 10.01% |
| AGRO | 2020-11-12 | 2020-11-13 | 2020-11-30 | 1 | 5.08 | 5.08 | 0.00% | market | 88.24% | — | 21.55% | 1.91% | 19.64% |
| IFS | 2020-11-12 | 2020-11-13 | 2020-11-30 | 1 | 20.80 | 20.80 | 0.00% | market | 212.00% | — | 44.13% | 1.91% | 42.22% |
| NVMI | 2020-11-12 | 2020-11-13 | 2020-11-30 | 1 | 60.43 | 60.43 | 0.00% | market | 21.28% | — | 6.70% | 1.91% | 4.79% |
| SSRM | 2020-11-12 | 2020-11-13 | 2020-11-30 | 1 | 20.38 | 20.38 | 0.00% | market | 75.00% | — | -9.77% | 1.91% | -11.68% |
| TDG | 2020-11-12 | 2020-11-13 | 2020-11-30 | 1 | 558.74 | 558.74 | 0.00% | market | 52.11% | — | 3.56% | 1.91% | 1.65% |
| MUFG | 2020-11-13 | 2020-11-16 | 2020-12-01 | 3 | 4.49 | 4.49 | 0.00% | market | 58.57% | — | -2.55% | 1.40% | -3.95% |
| SMFG | 2020-11-13 | 2020-11-16 | 2020-12-01 | 3 | 6.12 | 6.12 | 0.00% | market | 43.60% | — | -4.51% | 1.40% | -5.91% |
| BIDU | 2020-11-16 | 2020-11-17 | 2020-12-02 | 1 | 145.00 | 145.00 | 0.00% | market | 62.16% | — | -1.00% | 1.89% | -2.89% |
| EBC | 2020-11-16 | 2020-11-17 | 2020-12-02 | 1 | 13.89 | 13.89 | 0.00% | market | 21.43% | — | 8.25% | 1.89% | 6.36% |
| KB | 2020-11-16 | 2020-11-17 | 2020-12-02 | 1 | 41.84 | 41.84 | 0.00% | market | 55.63% | — | 2.07% | 1.89% | 0.18% |
| BBWI | 2020-11-18 | 2020-11-19 | 2020-12-04 | 1 | 31.79 | 31.79 | 0.00% | market | 1155.56% | — | -2.87% | 4.01% | -6.88% |
| CPRT | 2020-11-18 | 2020-11-19 | 2020-12-04 | 1 | 29.16 | 29.16 | 0.00% | market | 17.65% | — | -4.01% | 4.01% | -8.02% |
| KNOP | 2020-11-18 | 2020-11-19 | 2020-12-04 | 1 | 13.32 | 13.32 | 0.00% | market | 16.67% | — | 17.77% | 4.01% | 13.76% |
| NVDA | 2020-11-18 | 2020-11-19 | 2020-12-04 | 1 | 13.21 | 13.21 | 0.00% | market | 16.67% | — | 2.55% | 4.01% | -1.46% |
| ATKR | 2020-11-19 | 2020-11-20 | 2020-12-07 | 1 | 34.09 | 34.09 | 0.00% | market | 73.53% | — | 19.20% | 3.24% | 15.96% |
| BRBR | 2020-11-19 | 2020-11-20 | 2020-12-07 | 1 | 20.11 | 20.11 | 0.00% | market | 31.58% | — | 13.18% | 3.24% | 9.94% |
| ESE | 2020-11-19 | 2020-11-20 | 2020-12-07 | 1 | 97.30 | 97.30 | 0.00% | market | 18.42% | — | 3.10% | 3.24% | -0.15% |
| INTU | 2020-11-19 | 2020-11-20 | 2020-12-07 | 1 | 358.85 | 358.85 | 0.00% | market | 154.05% | — | 3.62% | 3.24% | 0.38% |
| NTES | 2020-11-19 | 2020-11-20 | 2020-12-07 | 1 | 91.02 | 91.02 | 0.00% | market | 146.15% | — | -1.87% | 3.24% | -5.11% |
| QFIN | 2020-11-19 | 2020-11-20 | 2020-12-07 | 1 | 13.52 | 13.52 | 0.00% | market | 53.75% | — | -12.45% | 3.24% | -15.69% |
| WSM | 2020-11-19 | 2020-11-20 | 2020-12-07 | 1 | 55.85 | 55.85 | 0.00% | market | 68.42% | — | -4.86% | 3.24% | -8.10% |
| BKE | 2020-11-20 | 2020-11-23 | 2020-12-08 | 3 | 28.26 | 28.26 | 0.00% | market | 54.55% | — | 9.95% | 3.61% | 6.34% |
| AVAL | 2020-11-23 | 2020-11-24 | 2020-12-09 | 1 | 5.40 | 5.40 | 0.00% | market | 88.89% | — | 21.20% | 1.84% | 19.35% |
| CANG | 2020-11-23 | 2020-11-24 | 2020-12-09 | 1 | 64.60 | 64.60 | 0.00% | market | 2400.00% | — | -37.72% | 1.84% | -39.56% |
| ZM | 2020-11-30 | 2020-12-01 | 2020-12-15 | 1 | 434.72 | 434.72 | 0.00% | market | 32.00% | — | -8.22% | 1.10% | -9.32% |
| BMO | 2020-12-01 | 2020-12-02 | 2020-12-16 | 1 | 74.80 | 74.80 | 0.00% | market | 22.30% | — | 2.09% | 1.47% | 0.63% |
| BNS | 2020-12-01 | 2020-12-02 | 2020-12-16 | 1 | 50.56 | 50.56 | 0.00% | market | 19.57% | — | 5.58% | 1.47% | 4.11% |
| TD | 2020-12-03 | 2020-12-04 | 2020-12-18 | 1 | 55.28 | 55.28 | 0.00% | market | 28.72% | — | 1.44% | 0.51% | 0.93% |
| LULU | 2020-12-10 | 2020-12-11 | 2020-12-28 | 1 | 366.33 | 366.33 | 0.00% | market | 31.82% | — | -4.19% | 1.99% | -6.18% |
| LEN | 2020-12-16 | 2020-12-17 | 2021-01-04 | 1 | 76.99 | 76.99 | 0.00% | market | 18.49% | — | -3.63% | -0.85% | -2.79% |
| CTAS | 2020-12-22 | 2020-12-23 | 2021-01-08 | 1 | 88.74 | 88.74 | 0.00% | market | 18.18% | — | -1.45% | 3.52% | -4.98% |
| SSL | 2020-12-31 | 2021-01-04 | 2021-01-19 | 4 | 9.02 | 9.02 | 0.00% | market | 1916.72% | — | 25.73% | 0.89% | 24.84% |
| JEF | 2021-01-04 | 2021-01-05 | 2021-01-20 | 1 | 24.46 | 24.46 | 0.00% | market | 122.00% | — | 0.96% | 4.29% | -3.33% |
| SAR | 2021-01-06 | 2021-01-07 | 2021-01-22 | 1 | 22.00 | 22.00 | 0.00% | market | 21.28% | — | 8.08% | 1.80% | 6.28% |
| STZ | 2021-01-07 | 2021-01-08 | 2021-01-25 | 1 | 230.14 | 230.14 | 0.00% | market | 28.22% | — | -3.56% | 1.00% | -4.56% |
| WDFC | 2021-01-07 | 2021-01-08 | 2021-01-25 | 1 | 309.79 | 309.79 | 0.00% | market | 66.99% | — | -2.75% | 1.00% | -3.75% |
| WIT | 2021-01-13 | 2021-01-14 | 2021-01-29 | 1 | 3.25 | 3.25 | 0.00% | market | 33.33% | — | -5.33% | -2.76% | -2.57% |
| PRGS | 2021-01-14 | 2021-01-15 | 2021-02-01 | 1 | 47.24 | 47.24 | 0.00% | market | 18.18% | — | -14.60% | -0.13% | -14.47% |
| WAFD | 2021-01-14 | 2021-01-15 | 2021-02-01 | 1 | 28.27 | 28.27 | 0.00% | market | 21.43% | — | -6.93% | -0.13% | -6.80% |
| C | 2021-01-15 | 2021-01-19 | 2021-02-02 | 4 | 65.20 | 65.20 | 0.00% | market | 55.22% | — | -8.72% | 0.85% | -9.57% |
| HDB | 2021-01-16 | 2021-01-19 | 2021-02-02 | 3 | 38.06 | 38.06 | 0.00% | market | 18.52% | — | 5.10% | 0.85% | 4.25% |
| JPM | 2021-01-15 | 2021-01-19 | 2021-02-02 | 4 | 139.86 | 139.86 | 0.00% | market | 39.34% | — | -4.57% | 0.85% | -5.42% |
| LOGI | 2021-01-18 | 2021-01-19 | 2021-02-02 | 1 | 102.95 | 102.95 | 0.00% | market | 140.20% | — | 6.61% | 0.85% | 5.76% |
| PNC | 2021-01-15 | 2021-01-19 | 2021-02-02 | 4 | 155.76 | 155.76 | 0.00% | market | 23.02% | — | -3.54% | 0.85% | -4.39% |
| FNB | 2021-01-19 | 2021-01-20 | 2021-02-03 | 1 | 10.93 | 10.93 | 0.00% | market | 16.67% | — | -6.05% | 0.19% | -6.24% |
| GS | 2021-01-19 | 2021-01-20 | 2021-02-03 | 1 | 295.82 | 295.82 | 0.00% | market | 61.71% | — | -2.56% | 0.19% | -2.75% |
| ONB | 2021-01-19 | 2021-01-20 | 2021-02-03 | 1 | 18.32 | 18.32 | 0.00% | market | 15.79% | — | -6.43% | 0.19% | -6.63% |
| ZION | 2021-01-19 | 2021-01-20 | 2021-02-03 | 1 | 49.50 | 49.50 | 0.00% | market | 62.75% | — | -7.11% | 0.19% | -7.30% |
| ASML | 2021-01-20 | 2021-01-21 | 2021-02-04 | 1 | 568.00 | 568.00 | 0.00% | market | 26.49% | — | -2.31% | 0.44% | -2.75% |
| BOKF | 2021-01-20 | 2021-01-21 | 2021-02-04 | 1 | 79.96 | 79.96 | 0.00% | market | 15.10% | — | 1.08% | 0.44% | 0.63% |
| CBSH | 2021-01-20 | 2021-01-21 | 2021-02-04 | 1 | 53.97 | 53.97 | 0.00% | market | 18.82% | — | 2.27% | 0.44% | 1.83% |
| HWC | 2021-01-20 | 2021-01-21 | 2021-02-04 | 1 | 40.49 | 40.49 | 0.00% | market | 30.00% | — | -8.60% | 0.44% | -9.04% |
| MS | 2021-01-20 | 2021-01-21 | 2021-02-04 | 1 | 75.00 | 75.00 | 0.00% | market | 51.18% | — | -3.71% | 0.44% | -4.16% |
| WTFC | 2021-01-20 | 2021-01-21 | 2021-02-04 | 1 | 68.74 | 68.74 | 0.00% | market | 15.60% | — | -4.90% | 0.44% | -5.34% |
| ASB | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 19.16 | 19.16 | 0.00% | market | 29.03% | — | -0.05% | 1.43% | -1.48% |
| BANC | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 17.56 | 17.56 | 0.00% | market | 84.21% | — | 2.52% | 1.43% | 1.09% |
| BANF | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 62.74 | 62.74 | 0.00% | market | 43.24% | — | -0.79% | 1.43% | -2.21% |
| BANR | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 50.50 | 50.50 | 0.00% | market | 19.57% | — | -4.04% | 1.43% | -5.47% |
| BKU | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 36.37 | 36.37 | 0.00% | market | 25.35% | — | 2.98% | 1.43% | 1.55% |
| FITB | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 30.57 | 30.57 | 0.00% | market | 20.29% | — | 4.90% | 1.43% | 3.48% |
| HOMB | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 21.25 | 21.25 | 0.00% | market | 25.00% | — | 5.17% | 1.43% | 3.74% |
| IBM | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 115.39 | 115.39 | 0.00% | market | 16.29% | — | 0.80% | 1.43% | -0.63% |
| INTC | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 58.85 | 58.85 | 0.00% | market | 38.18% | — | -1.24% | 1.43% | -2.67% |
| KEY | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 17.97 | 17.97 | 0.00% | market | 32.56% | — | 3.24% | 1.43% | 1.81% |
| MTB | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 142.83 | 142.83 | 0.00% | market | 16.17% | — | -1.80% | 1.43% | -3.23% |
| NBHC | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 34.23 | 34.23 | 0.00% | market | 33.33% | — | 2.21% | 1.43% | 0.78% |
| OZK | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 35.06 | 35.06 | 0.00% | market | 19.23% | — | 8.20% | 1.43% | 6.77% |
| SRCE | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 42.99 | 42.99 | 0.00% | market | 45.07% | — | -2.52% | 1.43% | -3.95% |
| TFC | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 50.22 | 50.22 | 0.00% | market | 21.65% | — | 4.82% | 1.43% | 3.39% |
| TFIN | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 57.64 | 57.64 | 0.00% | market | 52.44% | — | 11.04% | 1.43% | 9.61% |
| TRV | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 146.84 | 146.84 | 0.00% | market | 54.40% | — | -1.46% | 1.43% | -2.89% |
| WAL | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 70.87 | 70.87 | 0.00% | market | 46.21% | — | 4.13% | 1.43% | 2.70% |
| WBS | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 49.61 | 49.61 | 0.00% | market | 37.50% | — | -0.08% | 1.43% | -1.51% |
| ALLY | 2021-01-22 | 2021-01-25 | 2021-02-08 | 3 | 40.40 | 40.40 | 0.00% | market | 52.38% | — | 3.29% | 1.78% | 1.51% |
| FHN | 2021-01-22 | 2021-01-25 | 2021-02-08 | 3 | 14.56 | 14.56 | 0.00% | market | 39.39% | — | 6.56% | 1.78% | 4.78% |
| RF | 2021-01-22 | 2021-01-25 | 2021-02-08 | 3 | 17.46 | 17.46 | 0.00% | market | 45.24% | — | 11.81% | 1.78% | 10.03% |
| AGNC | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 16.43 | 16.43 | 0.00% | market | 17.19% | — | -0.95% | 1.26% | -2.21% |
| CHCO | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 73.41 | 73.41 | 0.00% | market | 29.63% | — | -0.02% | 1.26% | -1.27% |
| EFSC | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 38.99 | 38.99 | 0.00% | market | 44.93% | — | 2.13% | 1.26% | 0.88% |
| EQBK | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 23.66 | 23.66 | 0.00% | market | 35.19% | — | 4.51% | 1.26% | 3.25% |
| GABC | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 33.98 | 33.98 | 0.00% | market | 36.21% | — | 5.02% | 1.26% | 3.76% |
| GGG | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 75.10 | 75.10 | 0.00% | market | 19.61% | — | -4.03% | 1.26% | -5.28% |
| MCHB | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 36.94 | 36.94 | 0.00% | market | 37.38% | — | 12.43% | 1.26% | 11.18% |
| NWBI | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 13.91 | 13.91 | 0.00% | market | 27.27% | — | -1.25% | 1.26% | -2.51% |
| SFBS | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 43.50 | 43.50 | 0.00% | market | 16.05% | — | 4.29% | 1.26% | 3.03% |
| WSFS | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 47.10 | 47.10 | 0.00% | market | 26.09% | — | -1.52% | 1.26% | -2.78% |
| AXP | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 114.86 | 114.86 | 0.00% | market | 34.35% | — | 11.54% | 2.59% | 8.95% |
| COF | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 103.19 | 103.19 | 0.00% | market | 87.06% | — | 13.88% | 2.59% | 11.29% |
| DHI | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 76.77 | 76.77 | 0.00% | market | 26.63% | — | 7.44% | 2.59% | 4.85% |
| FCF | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 12.20 | 12.20 | 0.00% | market | 17.39% | — | 4.49% | 2.59% | 1.90% |
| MSFT | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 238.00 | 238.00 | 0.00% | market | 23.78% | — | 1.93% | 2.59% | -0.67% |
| RNST | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 37.08 | 37.08 | 0.00% | market | 18.64% | — | 5.08% | 2.59% | 2.48% |
| ROK | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 245.91 | 245.91 | 0.00% | market | 23.96% | — | -0.57% | 2.59% | -3.16% |
| SFNC | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 25.54 | 25.54 | 0.00% | market | 25.64% | — | 4.79% | 2.59% | 2.20% |
| TRMK | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 29.42 | 29.42 | 0.00% | market | 20.90% | — | 2.21% | 2.59% | -0.38% |
| TXN | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 166.45 | 166.45 | 0.00% | market | 22.39% | — | 4.65% | 2.59% | 2.06% |
| UBS | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 14.78 | 14.78 | 0.00% | market | 64.29% | — | 4.30% | 2.59% | 1.70% |
| UMBF | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 70.00 | 70.00 | 0.00% | market | 120.27% | — | 11.29% | 2.59% | 8.69% |
| WRB | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 28.60 | 28.60 | 0.00% | market | 17.14% | — | 4.87% | 2.59% | 2.27% |
| WSBC | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 30.20 | 30.20 | 0.00% | market | 24.59% | — | 2.91% | 2.59% | 0.32% |
| AAPL | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 139.52 | 139.52 | 0.00% | market | 19.15% | — | -3.25% | 3.81% | -7.06% |
| ADP | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 169.85 | 169.85 | 0.00% | market | 17.83% | — | -1.90% | 3.81% | -5.71% |
| BX | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 65.16 | 65.16 | 0.00% | market | 26.97% | — | 8.34% | 3.81% | 4.53% |
| CASH | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 36.16 | 36.16 | 0.00% | market | 64.71% | — | 16.88% | 3.81% | 13.07% |
| CATY | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 36.99 | 36.99 | 0.00% | market | 17.11% | — | 0.58% | 3.81% | -3.24% |
| CCI | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 157.45 | 157.45 | 0.00% | market | 41.21% | — | 2.79% | 3.81% | -1.02% |
| CLBK | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 7.20 | 7.20 | 0.00% | market | 35.70% | — | 0.59% | 3.81% | -3.22% |
| CPF | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 19.74 | 19.74 | 0.00% | market | 22.86% | — | 9.42% | 3.81% | 5.61% |
| META | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 277.18 | 277.18 | 0.00% | market | 20.50% | — | -2.55% | 3.81% | -6.36% |
| MKSI | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 170.39 | 170.39 | 0.00% | market | 15.84% | — | -4.53% | 3.81% | -8.34% |
| MTH | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 45.75 | 45.75 | 0.00% | market | 18.45% | — | -3.40% | 3.81% | -7.21% |
| NBTB | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 34.40 | 34.40 | 0.00% | market | 23.19% | — | 3.04% | 3.81% | -0.77% |
| PTC | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 131.00 | 131.00 | 0.00% | market | 44.78% | — | 9.56% | 3.81% | 5.74% |
| RJF | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 64.36 | 64.36 | 0.00% | market | 29.57% | — | 17.41% | 3.81% | 13.60% |
| RLI | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 49.70 | 49.70 | 0.00% | market | 35.71% | — | 5.71% | 3.81% | 1.90% |
| SBSI | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 32.13 | 32.13 | 0.00% | market | 39.06% | — | 7.49% | 3.81% | 3.68% |
| SLM | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 13.15 | 13.15 | 0.00% | market | 228.57% | — | 13.89% | 3.81% | 10.08% |
| SYBT | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 47.98 | 47.98 | 0.00% | market | 41.82% | — | -0.58% | 3.81% | -4.39% |
| URI | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 245.70 | 245.70 | 0.00% | market | 19.15% | — | 13.79% | 3.81% | 9.97% |
| ABCB | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 40.67 | 40.67 | 0.00% | market | 16.24% | — | 12.83% | 4.53% | 8.30% |
| AOS | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 56.32 | 56.32 | 0.00% | market | 25.42% | — | 7.09% | 4.53% | 2.56% |
| BFH | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 56.62 | 56.62 | 0.00% | market | 37.34% | — | 17.08% | 4.53% | 12.56% |
| BPOP | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 59.85 | 59.85 | 0.00% | market | 36.36% | — | 3.99% | 4.53% | -0.53% |
| BY | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 15.91 | 15.91 | 0.00% | market | 31.03% | — | 22.46% | 4.53% | 17.94% |
| CNOB | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 21.85 | 21.85 | 0.00% | market | 20.37% | — | 3.42% | 4.53% | -1.10% |
| COLB | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 39.35 | 39.35 | 0.00% | market | 34.43% | — | 9.40% | 4.53% | 4.88% |
| DLB | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 89.90 | 89.90 | 0.00% | market | 42.31% | — | 4.95% | 4.53% | 0.42% |
| FHI | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 28.79 | 28.79 | 0.00% | market | 17.72% | — | -2.25% | 4.53% | -6.78% |
| FICO | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 478.47 | 478.47 | 0.00% | market | 20.70% | — | -1.08% | 4.53% | -5.61% |
| FRME | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 38.71 | 38.71 | 0.00% | market | 25.76% | — | 7.57% | 4.53% | 3.04% |
| GBCI | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 48.51 | 48.51 | 0.00% | market | 16.22% | — | 5.84% | 4.53% | 1.31% |
| HLI | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 70.85 | 70.85 | 0.00% | market | 77.00% | — | -5.18% | 4.53% | -9.71% |
| MBIN | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 20.81 | 20.81 | 0.00% | market | 31.31% | — | 1.34% | 4.53% | -3.19% |
| ORI | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 18.42 | 18.42 | 0.00% | market | 87.50% | — | 7.45% | 4.53% | 2.92% |
| PHM | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 45.00 | 45.00 | 0.00% | market | 15.71% | — | 7.63% | 4.53% | 3.10% |
| SIGI | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 68.17 | 68.17 | 0.00% | market | 53.33% | — | -0.76% | 4.53% | -5.29% |
| STBA | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 26.21 | 26.21 | 0.00% | market | 21.57% | — | 6.12% | 4.53% | 1.59% |
| CHTR | 2021-01-29 | 2021-02-01 | 2021-02-16 | 3 | 611.01 | 611.01 | 0.00% | market | 23.72% | — | 1.12% | 4.97% | -3.85% |
| FBP | 2021-01-29 | 2021-02-01 | 2021-02-16 | 3 | 9.16 | 9.16 | 0.00% | market | 22.73% | — | 13.44% | 4.97% | 8.47% |
| CACC | 2021-02-01 | 2021-02-02 | 2021-02-17 | 1 | 355.39 | 355.39 | 0.00% | market | 30.79% | — | 0.78% | 3.36% | -2.58% |
| CBT | 2021-02-01 | 2021-02-02 | 2021-02-17 | 1 | 47.25 | 47.25 | 0.00% | market | 34.09% | — | 4.75% | 3.36% | 1.39% |
| ITUB | 2021-02-01 | 2021-02-02 | 2021-02-17 | 1 | 4.05 | 4.05 | 0.00% | market | 18.18% | — | -3.31% | 3.36% | -6.67% |
| NXPI | 2021-02-01 | 2021-02-02 | 2021-02-17 | 1 | 180.00 | 180.00 | 0.00% | market | 27.01% | — | 5.28% | 3.36% | 1.93% |
| ATKR | 2021-02-02 | 2021-02-03 | 2021-02-18 | 1 | 54.25 | 54.25 | 0.00% | market | 56.67% | — | 12.90% | 2.17% | 10.73% |
| EMR | 2021-02-02 | 2021-02-03 | 2021-02-18 | 1 | 83.60 | 83.60 | 0.00% | market | 22.06% | — | 0.83% | 2.17% | -1.33% |
| GOOG | 2021-02-02 | 2021-02-03 | 2021-02-18 | 1 | 103.65 | 103.65 | 0.00% | market | 40.00% | — | 2.03% | 2.17% | -0.13% |
| GOOGL | 2021-02-02 | 2021-02-03 | 2021-02-18 | 1 | 103.28 | 103.28 | 0.00% | market | 40.00% | — | 1.85% | 2.17% | -0.32% |
| HAE | 2021-02-02 | 2021-02-03 | 2021-02-18 | 1 | 131.43 | 131.43 | 0.00% | market | 24.62% | — | 0.18% | 2.17% | -1.98% |
| AFG | 2021-02-03 | 2021-02-04 | 2021-02-19 | 1 | 93.83 | 93.83 | 0.00% | market | 70.72% | — | 14.46% | 1.85% | 12.61% |
| ALGN | 2021-02-03 | 2021-02-04 | 2021-02-19 | 1 | 607.50 | 607.50 | 0.00% | market | 21.96% | — | -1.46% | 1.85% | -3.30% |
| ALL | 2021-02-03 | 2021-02-04 | 2021-02-19 | 1 | 108.86 | 108.86 | 0.00% | market | 53.66% | — | -5.07% | 1.85% | -6.92% |
| APO | 2021-02-03 | 2021-02-04 | 2021-02-19 | 1 | 50.60 | 50.60 | 0.00% | market | 38.46% | — | 2.33% | 1.85% | 0.48% |
| APPS | 2021-02-03 | 2021-02-04 | 2021-02-19 | 1 | 75.90 | 75.90 | 0.00% | market | 31.25% | — | 11.85% | 1.85% | 10.00% |
| AVB | 2021-02-03 | 2021-02-04 | 2021-02-19 | 1 | 165.92 | 165.92 | 0.00% | market | 183.72% | — | 7.19% | 1.85% | 5.34% |
| BBD | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 4.02 | 4.02 | 0.00% | market | 20.00% | — | -13.28% | -0.30% | -12.98% |
| BDX | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 195.80 | 195.80 | 0.00% | market | 44.90% | — | -3.73% | -0.30% | -3.43% |
| BSAC | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 21.09 | 21.09 | 0.00% | market | 30.95% | — | 9.29% | -0.30% | 9.59% |
| CG | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 37.23 | 37.23 | 0.00% | market | 45.45% | — | -2.97% | -0.30% | -2.67% |
| DECK | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 53.51 | 53.51 | 0.00% | market | 28.21% | — | 2.07% | -0.30% | 2.37% |
| ENVA | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 26.50 | 26.50 | 0.00% | market | 121.30% | — | 11.22% | -0.30% | 11.52% |
| EXPO | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 90.09 | 90.09 | 0.00% | market | 46.43% | — | 6.92% | -0.30% | 7.22% |
| MUFG | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 4.84 | 4.84 | 0.00% | market | 40.98% | — | 12.92% | -0.30% | 13.22% |
| MZTI | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 181.73 | 181.73 | 0.00% | market | 28.47% | — | -2.99% | -0.30% | -2.69% |
| NBIX | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 113.80 | 113.80 | 0.00% | market | 506.78% | — | -2.53% | -0.30% | -2.22% |
| PH | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 274.55 | 274.55 | 0.00% | market | 32.31% | — | 2.73% | -0.30% | 3.03% |
| PINS | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 86.20 | 86.20 | 0.00% | market | 34.37% | — | -6.14% | -0.30% | -5.84% |
| PIPR | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 25.27 | 25.27 | 0.00% | market | 81.30% | — | 6.75% | -0.30% | 7.05% |
| SNA | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 190.00 | 190.00 | 0.00% | market | 30.17% | — | 2.09% | -0.30% | 2.39% |
| WD | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 97.83 | 97.83 | 0.00% | market | 93.28% | — | 8.17% | -0.30% | 8.47% |
| WMS | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 105.02 | 105.02 | 0.00% | market | 31.91% | — | -1.05% | -0.30% | -0.75% |
| EL | 2021-02-05 | 2021-02-08 | 2021-02-23 | 3 | 280.25 | 280.25 | 0.00% | market | 54.44% | — | 4.06% | -0.45% | 4.51% |
| LAZ | 2021-02-05 | 2021-02-08 | 2021-02-23 | 3 | 42.60 | 42.60 | 0.00% | market | 71.13% | — | -4.63% | -0.45% | -4.18% |
| UI | 2021-02-05 | 2021-02-08 | 2021-02-23 | 3 | 342.57 | 342.57 | 0.00% | market | 42.94% | — | -4.43% | -0.45% | -3.97% |
| BAP | 2021-02-08 | 2021-02-09 | 2021-02-24 | 1 | 157.93 | 157.93 | 0.00% | market | 26.67% | — | 3.98% | 0.55% | 3.43% |
| CNA | 2021-02-08 | 2021-02-09 | 2021-02-24 | 1 | 42.76 | 42.76 | 0.00% | market | 24.24% | — | 4.23% | 0.55% | 3.67% |
| ENR | 2021-02-08 | 2021-02-09 | 2021-02-24 | 1 | 47.98 | 47.98 | 0.00% | market | 31.46% | — | -10.58% | 0.55% | -11.14% |
| KKR | 2021-02-08 | 2021-02-09 | 2021-02-24 | 1 | 45.00 | 45.00 | 0.00% | market | 19.51% | — | 0.88% | 0.55% | 0.32% |
| OMF | 2021-02-08 | 2021-02-09 | 2021-02-24 | 1 | 57.22 | 57.22 | 0.00% | market | 38.50% | — | -11.69% | 0.55% | -12.24% |
| TTWO | 2021-02-08 | 2021-02-09 | 2021-02-24 | 1 | 202.69 | 202.69 | 0.00% | market | 30.21% | — | -7.85% | 0.55% | -8.40% |
| AMX | 2021-02-09 | 2021-02-10 | 2021-02-25 | 1 | 13.88 | 13.88 | 0.00% | market | 86.21% | — | -7.45% | -2.50% | -4.95% |
| COHR | 2021-02-09 | 2021-02-10 | 2021-02-25 | 1 | 95.75 | 95.75 | 0.00% | market | 17.39% | — | -13.93% | -2.50% | -11.43% |
| ENPH | 2021-02-09 | 2021-02-10 | 2021-02-25 | 1 | 214.00 | 214.00 | 0.00% | market | 27.50% | — | -21.89% | -2.50% | -19.39% |
| HIW | 2021-02-09 | 2021-02-10 | 2021-02-25 | 1 | 40.83 | 40.83 | 0.00% | market | 119.44% | — | 0.05% | -2.50% | 2.54% |
| IT | 2021-02-09 | 2021-02-10 | 2021-02-25 | 1 | 183.44 | 183.44 | 0.00% | market | 93.90% | — | -3.14% | -2.50% | -0.65% |
| MLM | 2021-02-09 | 2021-02-10 | 2021-02-25 | 1 | 309.02 | 309.02 | 0.00% | market | 27.39% | — | 8.73% | -2.50% | 11.23% |
| RRR | 2021-02-09 | 2021-02-10 | 2021-02-25 | 1 | 28.68 | 28.68 | 0.00% | market | 30.00% | — | 2.90% | -2.50% | 5.40% |
| STEP | 2021-02-09 | 2021-02-10 | 2021-02-25 | 1 | 38.99 | 38.99 | 0.00% | market | 64.71% | — | -8.90% | -2.50% | -6.40% |
| THC | 2021-02-09 | 2021-02-10 | 2021-02-25 | 1 | 50.06 | 50.06 | 0.00% | market | 41.82% | — | 1.94% | -2.50% | 4.43% |
| TWO | 2021-02-09 | 2021-02-10 | 2021-02-25 | 1 | 26.28 | 26.28 | 0.00% | market | 30.43% | — | 7.21% | -2.50% | 9.70% |
| USNA | 2021-02-09 | 2021-02-10 | 2021-02-25 | 1 | 95.86 | 95.86 | 0.00% | market | 30.77% | — | 0.49% | -2.50% | 2.99% |
| AIN | 2021-02-10 | 2021-02-11 | 2021-02-26 | 1 | 74.15 | 74.15 | 0.00% | market | 34.85% | — | 6.51% | -2.78% | 9.29% |
| ARCC | 2021-02-10 | 2021-02-11 | 2021-02-26 | 1 | 17.89 | 17.89 | 0.00% | market | 35.00% | — | 2.36% | -2.78% | 5.14% |
| CINF | 2021-02-10 | 2021-02-11 | 2021-02-26 | 1 | 90.99 | 90.99 | 0.00% | market | 37.61% | — | 7.46% | -2.78% | 10.24% |
| EQR | 2021-02-10 | 2021-02-11 | 2021-02-26 | 1 | 67.39 | 67.39 | 0.00% | market | 183.33% | — | -3.04% | -2.78% | -0.26% |
| KGC | 2021-02-10 | 2021-02-11 | 2021-02-26 | 1 | 7.40 | 7.40 | 0.00% | market | 22.73% | — | -15.91% | -2.78% | -13.13% |
| MC | 2021-02-10 | 2021-02-11 | 2021-02-26 | 1 | 54.61 | 54.61 | 0.00% | market | 48.51% | — | -5.54% | -2.78% | -2.76% |
| NGVT | 2021-02-10 | 2021-02-11 | 2021-02-26 | 1 | 75.00 | 75.00 | 0.00% | market | 72.73% | — | -7.46% | -2.78% | -4.68% |
| NTB | 2021-02-10 | 2021-02-11 | 2021-02-26 | 1 | 33.38 | 33.38 | 0.00% | market | 15.07% | — | 9.22% | -2.78% | 12.00% |
| REXR | 2021-02-10 | 2021-02-11 | 2021-02-26 | 1 | 50.50 | 50.50 | 0.00% | market | 42.86% | — | -5.60% | -2.78% | -2.82% |
| RM | 2021-02-10 | 2021-02-11 | 2021-02-26 | 1 | 31.41 | 31.41 | 0.00% | market | 50.59% | — | 2.96% | -2.78% | 5.74% |
| RWT | 2021-02-10 | 2021-02-11 | 2021-02-26 | 1 | 9.69 | 9.69 | 0.00% | market | 23.81% | — | 1.45% | -2.78% | 4.23% |
| STAG | 2021-02-10 | 2021-02-11 | 2021-02-26 | 1 | 31.97 | 31.97 | 0.00% | market | 600.00% | — | -1.41% | -2.78% | 1.37% |
| ARES | 2021-02-11 | 2021-02-12 | 2021-03-01 | 1 | 51.17 | 51.17 | 0.00% | market | 17.39% | — | 2.48% | -0.07% | 2.55% |
| BIO | 2021-02-11 | 2021-02-12 | 2021-03-01 | 1 | 650.00 | 650.00 | 0.00% | market | 29.35% | — | -8.21% | -0.07% | -8.14% |
| BN | 2021-02-11 | 2021-02-12 | 2021-03-01 | 1 | 22.70 | 22.70 | 0.00% | market | 900.00% | — | -2.74% | -0.07% | -2.67% |
| CARG | 2021-02-11 | 2021-02-12 | 2021-03-01 | 1 | 31.66 | 31.66 | 0.00% | market | 18.52% | — | -16.68% | -0.07% | -16.61% |
| FAF | 2021-02-11 | 2021-02-12 | 2021-03-01 | 1 | 57.60 | 57.60 | 0.00% | market | 22.67% | — | -6.28% | -0.07% | -6.21% |
| IFS | 2021-02-11 | 2021-02-12 | 2021-03-01 | 1 | 32.56 | 32.56 | 0.00% | market | 43.08% | — | 5.21% | -0.07% | 5.28% |
| KIM | 2021-02-11 | 2021-02-12 | 2021-03-01 | 1 | 17.90 | 17.90 | 0.00% | market | 342.48% | — | 3.64% | -0.07% | 3.71% |
| LH | 2021-02-11 | 2021-02-12 | 2021-03-01 | 1 | 205.14 | 205.14 | 0.00% | market | 30.21% | — | 1.04% | -0.07% | 1.11% |
| SPSC | 2021-02-11 | 2021-02-12 | 2021-03-01 | 1 | 106.50 | 106.50 | 0.00% | market | 17.65% | — | -3.02% | -0.07% | -2.95% |
| SSTK | 2021-02-11 | 2021-02-12 | 2021-03-01 | 1 | 88.92 | 88.92 | 0.00% | market | 55.00% | — | 0.24% | -0.07% | 0.31% |
| VIRT | 2021-02-11 | 2021-02-12 | 2021-03-01 | 1 | 27.84 | 27.84 | 0.00% | market | 45.68% | — | -1.21% | -0.07% | -1.14% |
| YETI | 2021-02-11 | 2021-02-12 | 2021-03-01 | 1 | 74.25 | 74.25 | 0.00% | market | 17.46% | — | -4.25% | -0.07% | -4.18% |
| ZBRA | 2021-02-11 | 2021-02-12 | 2021-03-01 | 1 | 470.46 | 470.46 | 0.00% | market | 17.37% | — | 8.62% | -0.07% | 8.69% |
| CPAC | 2021-02-15 | 2021-02-16 | 2021-03-02 | 1 | 8.34 | 8.34 | 0.00% | market | 192.28% | — | 1.82% | -1.88% | 3.70% |
| HUN | 2021-02-12 | 2021-02-16 | 2021-03-02 | 4 | 29.00 | 29.00 | 0.00% | market | 15.91% | — | -4.38% | -1.88% | -2.49% |
| ING | 2021-02-12 | 2021-02-16 | 2021-03-02 | 4 | 10.73 | 10.73 | 0.00% | market | 187.50% | — | 5.77% | -1.88% | 7.65% |
| SB | 2021-02-15 | 2021-02-16 | 2021-03-02 | 1 | 3.00 | 3.00 | 0.00% | market | 70.21% | — | -4.77% | -1.88% | -2.88% |
| SCI | 2021-02-15 | 2021-02-16 | 2021-03-02 | 1 | 54.26 | 54.26 | 0.00% | market | 24.18% | — | -12.48% | -1.88% | -10.60% |
| A | 2021-02-16 | 2021-02-17 | 2021-03-03 | 1 | 132.80 | 132.80 | 0.00% | market | 19.10% | — | -10.27% | -2.31% | -7.96% |
| ALLE | 2021-02-16 | 2021-02-17 | 2021-03-03 | 1 | 108.89 | 108.89 | 0.00% | market | 27.35% | — | 2.89% | -2.31% | 5.20% |
| ALX | 2021-02-16 | 2021-02-17 | 2021-03-03 | 1 | 266.02 | 266.02 | 0.00% | market | 39.72% | — | 6.25% | -2.31% | 8.55% |
| BYD | 2021-02-16 | 2021-02-17 | 2021-03-03 | 1 | 53.25 | 53.25 | 0.00% | market | 39.39% | — | 14.27% | -2.31% | 16.57% |
| CRK | 2021-02-16 | 2021-02-17 | 2021-03-03 | 1 | 5.70 | 5.70 | 0.00% | market | 55.56% | — | 1.83% | -2.31% | 4.14% |
| GNW | 2021-02-16 | 2021-02-17 | 2021-03-03 | 1 | 3.48 | 3.48 | 0.00% | market | 54.55% | — | -6.13% | -2.31% | -3.83% |
| INVH | 2021-02-16 | 2021-02-17 | 2021-03-03 | 1 | 30.93 | 30.93 | 0.00% | market | 116.67% | — | -7.47% | -2.31% | -5.17% |
| LPX | 2021-02-16 | 2021-02-17 | 2021-03-03 | 1 | 44.55 | 44.55 | 0.00% | market | 15.52% | — | 5.87% | -2.31% | 8.18% |
| MCY | 2021-02-16 | 2021-02-17 | 2021-03-03 | 1 | 55.02 | 55.02 | 0.00% | market | 155.56% | — | 10.17% | -2.31% | 12.47% |
| NMIH | 2021-02-16 | 2021-02-17 | 2021-03-03 | 1 | 22.53 | 22.53 | 0.00% | market | 18.00% | — | 6.11% | -2.31% | 8.42% |
| ARR | 2021-02-17 | 2021-02-18 | 2021-03-04 | 1 | 59.75 | 59.75 | 0.00% | market | 370.59% | — | -0.77% | -3.31% | 2.54% |
| AXTA | 2021-02-17 | 2021-02-18 | 2021-03-04 | 1 | 27.50 | 27.50 | 0.00% | market | 31.82% | — | 1.86% | -3.31% | 5.17% |
| BIDU | 2021-02-17 | 2021-02-18 | 2021-03-04 | 1 | 296.30 | 296.30 | 0.00% | market | 22.71% | — | -12.15% | -3.31% | -8.84% |
| CSV | 2021-02-17 | 2021-02-18 | 2021-03-04 | 1 | 34.63 | 34.63 | 0.00% | market | 16.33% | — | -4.14% | -3.31% | -0.83% |
| EIG | 2021-02-17 | 2021-02-18 | 2021-03-04 | 1 | 36.04 | 36.04 | 0.00% | market | 247.62% | — | -3.32% | -3.31% | -0.01% |
| EQT | 2021-02-17 | 2021-02-18 | 2021-03-04 | 1 | 19.06 | 19.06 | 0.00% | market | 91.67% | — | -4.03% | -3.31% | -0.73% |
| GRMN | 2021-02-17 | 2021-02-18 | 2021-03-04 | 1 | 129.55 | 129.55 | 0.00% | market | 24.46% | — | -7.58% | -3.31% | -4.27% |
| OC | 2021-02-17 | 2021-02-18 | 2021-03-04 | 1 | 83.49 | 83.49 | 0.00% | market | 37.68% | — | -7.30% | -3.31% | -3.99% |
| PAAS | 2021-02-17 | 2021-02-18 | 2021-03-04 | 1 | 32.15 | 32.15 | 0.00% | market | 46.15% | — | -3.96% | -3.31% | -0.65% |
| RGR | 2021-02-17 | 2021-02-18 | 2021-03-04 | 1 | 68.06 | 68.06 | 0.00% | market | 49.58% | — | -4.36% | -3.31% | -1.05% |
| SBLK | 2021-02-17 | 2021-02-18 | 2021-03-04 | 1 | 13.65 | 13.65 | 0.00% | market | 30.43% | — | -1.20% | -3.31% | 2.11% |
| EBS | 2021-02-18 | 2021-02-19 | 2021-03-05 | 1 | 106.98 | 106.98 | 0.00% | market | 15.05% | — | -13.81% | -2.15% | -11.66% |
| GFI | 2021-02-18 | 2021-02-19 | 2021-03-05 | 1 | 8.55 | 8.55 | 0.00% | market | 27.76% | — | 9.49% | -2.15% | 11.64% |
| GLPI | 2021-02-18 | 2021-02-19 | 2021-03-05 | 1 | 42.65 | 42.65 | 0.00% | market | 29.82% | — | 1.10% | -2.15% | 3.25% |
| KNSL | 2021-02-18 | 2021-02-19 | 2021-03-05 | 1 | 200.00 | 200.00 | 0.00% | market | 48.05% | — | -18.82% | -2.15% | -16.66% |
| OLED | 2021-02-18 | 2021-02-19 | 2021-03-05 | 1 | 242.27 | 242.27 | 0.00% | market | 76.56% | — | -22.05% | -2.15% | -19.90% |
| OMC | 2021-02-18 | 2021-02-19 | 2021-03-05 | 1 | 67.04 | 67.04 | 0.00% | market | 15.15% | — | 11.04% | -2.15% | 13.20% |
| TTD | 2021-02-18 | 2021-02-19 | 2021-03-05 | 1 | 84.10 | 84.10 | 0.00% | market | 94.74% | — | -22.31% | -2.15% | -20.16% |
| TV | 2021-02-18 | 2021-02-19 | 2021-03-05 | 1 | 8.22 | 8.22 | 0.00% | market | 128.57% | — | -9.59% | -2.15% | -7.44% |
| WST | 2021-02-18 | 2021-02-19 | 2021-03-05 | 1 | 297.68 | 297.68 | 0.00% | market | 18.58% | — | -11.95% | -2.15% | -9.80% |
| ABR | 2021-02-19 | 2021-02-22 | 2021-03-08 | 3 | 16.30 | 16.30 | 0.00% | market | 77.78% | — | -2.74% | -1.38% | -1.36% |
| DE | 2021-02-19 | 2021-02-22 | 2021-03-08 | 3 | 329.50 | 329.50 | 0.00% | market | 79.17% | — | 7.24% | -1.38% | 8.62% |
| MITT | 2021-02-19 | 2021-02-22 | 2021-03-08 | 3 | 12.15 | 12.15 | 0.00% | market | 2799.82% | — | 1.63% | -1.38% | 3.01% |
| SFB | 2021-02-19 | 2021-02-22 | 2021-03-08 | 3 | 25.62 | 25.62 | 0.00% | market | 29.77% | — | -0.22% | -1.38% | 1.16% |
| DORM | 2021-02-22 | 2021-02-23 | 2021-03-09 | 1 | 102.62 | 102.62 | 0.00% | market | 29.35% | — | 6.78% | 0.65% | 6.13% |