EPS surp.>15 & P/E<15 (hold 10d) (lookback 50y) (max 100 pos)
Run 9a91f048 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
10466
Win rate
51.13%
Avg return
0.85%
Median return
0.24%
Avg abnormal
0.36%
Median abnormal
-0.34%
Best trade
164.19%
Worst trade
-71.15%
Sharpe (per-trade)
0.07
Daily portfolio drawdown
-35.74%
Portfolio (equal_weight)
Total return
88.53%
Max drawdown
-35.74%
Avg trade return
0.85%
Win rate
51.13%
Signals
15956
Configured concurrent
100
Observed concurrent
100
Trades taken
10466
Skipped (no capacity)
5490
Excess vs benchmark
-377.80%
Avg entry slippage
0.00%
Return if filled at market
88.53%
VWAP fills
0
VWAP fallbacks
0
5490 of 15956 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 | 2 | -2.69% | -5.13% | 50.00% |
| 2007 | 3 | 0.58% | -0.31% | 33.33% |
| 2008 | 2 | 2.33% | 2.00% | 50.00% |
| 2009 | 3 | 2.94% | 0.90% | 100.00% |
| 2010 | 5 | -3.21% | -1.27% | 20.00% |
| 2011 | 2 | 3.48% | 3.03% | 50.00% |
| 2012 | 1 | 1.25% | 4.28% | 100.00% |
| 2013 | 3 | -6.43% | -6.26% | 0.00% |
| 2015 | 2 | 9.41% | 12.46% | 100.00% |
| 2016 | 337 | 4.50% | 3.22% | 64.09% |
| 2017 | 722 | -0.02% | -0.45% | 46.95% |
| 2018 | 887 | 0.05% | -0.30% | 47.91% |
| 2019 | 861 | -0.62% | -0.89% | 48.66% |
| 2020 | 1093 | -0.54% | -0.38% | 46.75% |
| 2021 | 1255 | 1.15% | 0.30% | 55.94% |
| 2022 | 1170 | 1.46% | 1.83% | 52.14% |
| 2023 | 1168 | 1.08% | 0.32% | 50.94% |
| 2024 | 1150 | 1.94% | 0.34% | 54.78% |
| 2025 | 1138 | 0.63% | 0.50% | 48.86% |
| 2026 | 662 | 1.61% | 1.00% | 50.91% |
Trades (page 8: 500 of 10,466)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/E | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GKOS | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 48.83 | 48.83 | 0.00% | market | 21.79% | — | -16.93% | 1.86% | -18.79% |
| GLP | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 13.00 | 13.00 | 0.00% | market | 379.75% | — | -1.64% | 1.86% | -3.50% |
| 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% |
| 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% |
| CCO | 2020-08-07 | 2020-08-10 | 2020-08-24 | 3 | 0.95 | 0.95 | 0.00% | market | 21.05% | — | 15.69% | 2.35% | 13.34% |
| CNNE | 2020-08-07 | 2020-08-10 | 2020-08-24 | 3 | 38.35 | 38.35 | 0.00% | market | 29250.00% | — | -3.18% | 2.35% | -5.52% |
| DBRG | 2020-08-07 | 2020-08-10 | 2020-08-24 | 3 | 8.80 | 8.80 | 0.00% | market | 75.00% | — | 31.26% | 2.35% | 28.92% |
| 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% |
| ADEA | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 4.47 | 4.47 | 0.00% | market | 26.67% | — | -21.58% | 2.16% | -23.73% |
| BATRA | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 20.62 | 20.62 | 0.00% | market | 50.66% | — | -0.44% | 2.16% | -2.60% |
| BATRK | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 20.01 | 20.01 | 0.00% | market | 23.47% | — | 2.25% | 2.16% | 0.09% |
| CHMI | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 10.25 | 10.25 | 0.00% | market | 56.67% | — | -5.08% | 2.16% | -7.23% |
| 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% |
| CVLG | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 8.32 | 8.32 | 0.00% | market | 140.10% | — | 13.24% | 2.16% | 11.08% |
| IPAR | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 40.00 | 40.00 | 0.00% | market | 37.50% | — | 15.95% | 2.16% | 13.79% |
| MGNI | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 8.11 | 8.11 | 0.00% | market | 41.18% | — | -2.94% | 2.16% | -5.09% |
| MITT | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 9.75 | 9.75 | 0.00% | market | 850.00% | — | -10.25% | 2.16% | -12.41% |
| RAMP | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 53.37 | 53.37 | 0.00% | market | 105.26% | — | -3.40% | 2.16% | -5.56% |
| RDNT | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 17.54 | 17.54 | 0.00% | market | 61.90% | — | -8.94% | 2.16% | -11.10% |
| VATE | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 31.50 | 31.50 | 0.00% | market | 166.67% | — | -12.16% | 2.16% | -14.32% |
| 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% |
| XPER | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 16.88 | 16.88 | 0.00% | market | 26.67% | — | -21.55% | 2.16% | -23.70% |
| BALY | 2020-08-11 | 2020-08-12 | 2020-08-26 | 1 | 26.52 | 26.52 | 0.00% | market | 25.24% | — | -6.40% | 3.62% | -10.01% |
| GOOS | 2020-08-11 | 2020-08-12 | 2020-08-26 | 1 | 23.61 | 23.61 | 0.00% | market | 16.67% | — | 1.98% | 3.62% | -1.64% |
| HBM | 2020-08-11 | 2020-08-12 | 2020-08-26 | 1 | 3.67 | 3.67 | 0.00% | market | 31.82% | — | 16.25% | 3.62% | 12.63% |
| LITE | 2020-08-11 | 2020-08-12 | 2020-08-26 | 1 | 90.16 | 90.16 | 0.00% | market | 42.17% | — | -4.35% | 3.62% | -7.96% |
| NIO | 2020-08-11 | 2020-08-12 | 2020-08-26 | 1 | 13.37 | 13.37 | 0.00% | market | 43.39% | — | 52.78% | 3.62% | 49.16% |
| SYY | 2020-08-11 | 2020-08-12 | 2020-08-26 | 1 | 61.10 | 61.10 | 0.00% | market | 25.64% | — | -5.99% | 3.62% | -9.61% |
| TXG | 2020-08-11 | 2020-08-12 | 2020-08-26 | 1 | 97.02 | 97.02 | 0.00% | market | 30.51% | — | 13.62% | 3.62% | 10.00% |
| APG | 2020-08-12 | 2020-08-13 | 2020-08-27 | 1 | 9.89 | 9.89 | 0.00% | market | 77.78% | — | -3.34% | 3.48% | -6.82% |
| ARCO | 2020-08-12 | 2020-08-13 | 2020-08-27 | 1 | 4.73 | 4.73 | 0.00% | market | 24.56% | — | -6.44% | 3.48% | -9.92% |
| DDS | 2020-08-13 | 2020-08-14 | 2020-08-28 | 1 | 30.54 | 30.54 | 0.00% | market | 92.32% | — | -0.43% | 4.21% | -4.64% |
| FPH | 2020-08-13 | 2020-08-14 | 2020-08-28 | 1 | 5.30 | 5.30 | 0.00% | market | 266.67% | — | -2.18% | 4.21% | -6.39% |
| 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% |
| 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% |
| TPR | 2020-08-13 | 2020-08-14 | 2020-08-28 | 1 | 15.55 | 15.55 | 0.00% | market | 47.92% | — | -4.41% | 4.21% | -8.62% |
| 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% |
| 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% |
| MSGE | 2020-08-14 | 2020-08-17 | 2020-08-31 | 3 | 67.57 | 67.57 | 0.00% | market | 49.30% | — | 11.15% | 3.36% | 7.78% |
| JD | 2020-08-17 | 2020-08-18 | 2020-09-01 | 1 | 68.19 | 68.19 | 0.00% | market | 28.21% | — | 20.87% | 4.21% | 16.66% |
| 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% |
| TEO | 2020-08-17 | 2020-08-18 | 2020-09-01 | 1 | 7.51 | 7.51 | 0.00% | market | 78.57% | — | -5.96% | 4.21% | -10.17% |
| AAP | 2020-08-18 | 2020-08-19 | 2020-09-02 | 1 | 163.17 | 163.17 | 0.00% | market | 47.47% | — | -3.21% | 5.50% | -8.71% |
| ADCT | 2020-08-18 | 2020-08-19 | 2020-09-02 | 1 | 38.57 | 38.57 | 0.00% | market | 21.54% | — | 3.19% | 5.50% | -2.31% |
| 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% |
| WMT | 2020-08-18 | 2020-08-19 | 2020-09-02 | 1 | 44.74 | 44.74 | 0.00% | market | 26.83% | — | 9.94% | 5.50% | 4.44% |
| BBWI | 2020-08-19 | 2020-08-20 | 2020-09-03 | 1 | 23.69 | 23.69 | 0.00% | market | 159.52% | — | 0.96% | 2.99% | -2.04% |
| LITB | 2020-08-19 | 2020-08-20 | 2020-09-03 | 1 | 14.70 | 14.70 | 0.00% | market | 700.00% | — | -16.83% | 2.99% | -19.83% |
| 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% |
| TGT | 2020-08-19 | 2020-08-20 | 2020-09-03 | 1 | 154.93 | 154.93 | 0.00% | market | 108.64% | — | -5.84% | 2.99% | -8.84% |
| BJ | 2020-08-20 | 2020-08-21 | 2020-09-04 | 1 | 44.80 | 44.80 | 0.00% | market | 28.33% | — | -7.13% | 1.38% | -8.51% |
| CAAP | 2020-08-20 | 2020-08-21 | 2020-09-04 | 1 | 2.60 | 2.60 | 0.00% | market | 30.00% | — | -8.18% | 1.38% | -9.55% |
| MLCO | 2020-08-20 | 2020-08-21 | 2020-09-04 | 1 | 19.50 | 19.50 | 0.00% | market | 37.93% | — | -2.46% | 1.38% | -3.84% |
| 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% |
| SUPV | 2020-08-20 | 2020-08-21 | 2020-09-04 | 1 | 2.60 | 2.60 | 0.00% | market | 133.33% | — | -3.56% | 1.38% | -4.94% |
| 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% |
| MMYT | 2020-08-21 | 2020-08-24 | 2020-09-08 | 3 | 13.75 | 13.75 | 0.00% | market | 36.00% | — | 23.32% | -2.60% | 25.92% |
| PDD | 2020-08-21 | 2020-08-24 | 2020-09-08 | 3 | 85.62 | 85.62 | 0.00% | market | 38.89% | — | -4.67% | -2.60% | -2.06% |
| 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% |
| 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% |
| BBY | 2020-08-25 | 2020-08-26 | 2020-09-10 | 1 | 113.41 | 113.41 | 0.00% | market | 58.33% | — | -5.42% | -3.15% | -2.26% |
| 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% |
| OOMA | 2020-08-25 | 2020-08-26 | 2020-09-10 | 1 | 16.72 | 16.72 | 0.00% | market | 85.71% | — | -21.15% | -3.15% | -18.00% |
| P | 2020-08-25 | 2020-08-26 | 2020-09-10 | 1 | 14.62 | 14.62 | 0.00% | market | 500.00% | — | -1.40% | -3.15% | 1.75% |
| 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% |
| TOL | 2020-08-25 | 2020-08-26 | 2020-09-10 | 1 | 46.72 | 46.72 | 0.00% | market | 26.76% | — | -7.61% | -3.15% | -4.46% |
| URBN | 2020-08-25 | 2020-08-26 | 2020-09-10 | 1 | 25.00 | 25.00 | 0.00% | market | 187.50% | — | -6.84% | -3.15% | -3.69% |
| BOX | 2020-08-26 | 2020-08-27 | 2020-09-11 | 1 | 21.03 | 21.03 | 0.00% | market | 38.46% | — | -15.55% | -4.15% | -11.41% |
| 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% |
| DKS | 2020-08-26 | 2020-08-27 | 2020-09-11 | 1 | 53.56 | 53.56 | 0.00% | market | 140.00% | — | 4.94% | -4.15% | 9.09% |
| DY | 2020-08-26 | 2020-08-27 | 2020-09-11 | 1 | 54.49 | 54.49 | 0.00% | market | 73.53% | — | 1.64% | -4.15% | 5.79% |
| ESTC | 2020-08-26 | 2020-08-27 | 2020-09-11 | 1 | 117.53 | 117.53 | 0.00% | market | 133.33% | — | -14.34% | -4.15% | -10.20% |
| 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% |
| WSM | 2020-08-26 | 2020-08-27 | 2020-09-11 | 1 | 46.19 | 46.19 | 0.00% | market | 80.00% | — | -1.14% | -4.15% | 3.01% |
| BILL | 2020-08-27 | 2020-08-28 | 2020-09-14 | 1 | 103.50 | 103.50 | 0.00% | market | 81.82% | — | -14.33% | -3.14% | -11.19% |
| BURL | 2020-08-27 | 2020-08-28 | 2020-09-14 | 1 | 202.14 | 202.14 | 0.00% | market | 46.15% | — | 2.03% | -3.14% | 5.17% |
| 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% |
| DELL | 2020-08-27 | 2020-08-28 | 2020-09-14 | 1 | 33.20 | 33.20 | 0.00% | market | 30.61% | — | 1.92% | -3.14% | 5.06% |
| MOV | 2020-08-27 | 2020-08-28 | 2020-09-14 | 1 | 11.16 | 11.16 | 0.00% | market | 77.42% | — | 2.86% | -3.14% | 6.00% |
| NTNX | 2020-08-27 | 2020-08-28 | 2020-09-14 | 1 | 23.79 | 23.79 | 0.00% | market | 41.79% | — | 3.45% | -3.14% | 6.59% |
| OKTA | 2020-08-27 | 2020-08-28 | 2020-09-14 | 1 | 212.32 | 212.32 | 0.00% | market | 464.52% | — | -8.40% | -3.14% | -5.26% |
| 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% |
| WDAY | 2020-08-27 | 2020-08-28 | 2020-09-14 | 1 | 240.00 | 240.00 | 0.00% | market | 29.23% | — | -13.26% | -3.14% | -10.12% |
| GAP | 2020-08-31 | 2020-09-01 | 2020-09-16 | 1 | 17.23 | 17.23 | 0.00% | market | 58.76% | — | -0.04% | -3.25% | 3.21% |
| CAL | 2020-09-01 | 2020-09-02 | 2020-09-17 | 1 | 9.08 | 9.08 | 0.00% | market | 28.75% | — | 20.05% | -5.31% | 25.36% |
| 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% |
| AMBA | 2020-09-02 | 2020-09-03 | 2020-09-18 | 1 | 55.63 | 55.63 | 0.00% | market | 372.81% | — | -4.77% | -7.09% | 2.31% |
| CRWD | 2020-09-02 | 2020-09-03 | 2020-09-18 | 1 | 32.75 | 32.75 | 0.00% | market | 175.00% | — | 0.24% | -7.09% | 7.32% |
| M | 2020-09-02 | 2020-09-03 | 2020-09-18 | 1 | 7.08 | 7.08 | 0.00% | market | 54.49% | — | -4.62% | -7.09% | 2.47% |
| MDB | 2020-09-02 | 2020-09-03 | 2020-09-18 | 1 | 241.85 | 241.85 | 0.00% | market | 43.59% | — | -11.47% | -7.09% | -4.38% |
| PD | 2020-09-02 | 2020-09-03 | 2020-09-18 | 1 | 27.00 | 27.00 | 0.00% | market | 33.33% | — | -8.14% | -7.09% | -1.05% |
| PVH | 2020-09-02 | 2020-09-03 | 2020-09-18 | 1 | 61.65 | 61.65 | 0.00% | market | 105.33% | — | 10.98% | -7.09% | 18.07% |
| 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% |
| 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% |
| DOCU | 2020-09-03 | 2020-09-04 | 2020-09-21 | 1 | 233.77 | 233.77 | 0.00% | market | 142.86% | — | -12.40% | -5.54% | -6.86% |
| HOV | 2020-09-03 | 2020-09-04 | 2020-09-21 | 1 | 33.31 | 33.31 | 0.00% | market | 1450.00% | — | -12.86% | -5.54% | -7.32% |
| JILL | 2020-09-03 | 2020-09-04 | 2020-09-21 | 1 | 3.00 | 3.00 | 0.00% | market | 16.22% | — | -3.77% | -5.54% | 1.77% |
| MEI | 2020-09-03 | 2020-09-04 | 2020-09-21 | 1 | 29.71 | 29.71 | 0.00% | market | 57.69% | — | -16.29% | -5.54% | -10.75% |
| NX | 2020-09-03 | 2020-09-04 | 2020-09-21 | 1 | 19.03 | 19.03 | 0.00% | market | 325.00% | — | -7.77% | -5.54% | -2.24% |
| OXM | 2020-09-03 | 2020-09-04 | 2020-09-21 | 1 | 46.50 | 46.50 | 0.00% | market | 37.70% | — | -11.18% | -5.54% | -5.64% |
| SIG | 2020-09-03 | 2020-09-04 | 2020-09-21 | 1 | 18.63 | 18.63 | 0.00% | market | 45.15% | — | -7.13% | -5.54% | -1.60% |
| TLYS | 2020-09-03 | 2020-09-04 | 2020-09-21 | 1 | 7.04 | 7.04 | 0.00% | market | 205.88% | — | -5.78% | -5.54% | -0.25% |
| YEXT | 2020-09-03 | 2020-09-04 | 2020-09-21 | 1 | 18.64 | 18.64 | 0.00% | market | 41.67% | — | -15.07% | -5.54% | -9.53% |
| 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% |
| ABM | 2020-09-08 | 2020-09-09 | 2020-09-23 | 1 | 37.78 | 37.78 | 0.00% | market | 78.57% | — | -4.34% | -4.42% | 0.08% |
| CASY | 2020-09-08 | 2020-09-09 | 2020-09-23 | 1 | 174.37 | 174.37 | 0.00% | market | 52.11% | — | -1.88% | -4.42% | 2.54% |
| HQY | 2020-09-08 | 2020-09-09 | 2020-09-23 | 1 | 59.52 | 59.52 | 0.00% | market | 55.56% | — | -20.82% | -4.42% | -16.40% |
| AEO | 2020-09-09 | 2020-09-10 | 2020-09-24 | 1 | 13.64 | 13.64 | 0.00% | market | 78.57% | — | 2.83% | -5.36% | 8.19% |
| NCNO | 2020-09-09 | 2020-09-10 | 2020-09-24 | 1 | 85.95 | 85.95 | 0.00% | market | 80.00% | — | -8.42% | -5.36% | -3.06% |
| 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% |
| VERX | 2020-09-09 | 2020-09-10 | 2020-09-24 | 1 | 23.69 | 23.69 | 0.00% | market | 100.00% | — | -8.46% | -5.36% | -3.10% |
| ZS | 2020-09-09 | 2020-09-10 | 2020-09-24 | 1 | 140.00 | 140.00 | 0.00% | market | 91.06% | — | -3.99% | -5.36% | 1.37% |
| CHWY | 2020-09-10 | 2020-09-11 | 2020-09-25 | 1 | 58.82 | 58.82 | 0.00% | market | 46.67% | — | -4.89% | -2.11% | -2.78% |
| GOLD | 2020-09-10 | 2020-09-11 | 2020-09-25 | 1 | 15.01 | 15.01 | 0.00% | market | 204.88% | — | 6.56% | -2.11% | 8.67% |
| KR | 2020-09-11 | 2020-09-14 | 2020-09-28 | 3 | 33.68 | 33.68 | 0.00% | market | 43.14% | — | -0.04% | -0.98% | 0.94% |
| HTHT | 2020-09-14 | 2020-09-15 | 2020-09-29 | 1 | 41.39 | 41.39 | 0.00% | market | 25.00% | — | 5.05% | -2.57% | 7.61% |
| 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% |
| FDX | 2020-09-15 | 2020-09-16 | 2020-09-30 | 1 | 203.75 | 203.75 | 0.00% | market | 81.04% | — | -0.69% | -1.94% | 1.24% |
| 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% |
| KBH | 2020-09-22 | 2020-09-23 | 2020-10-07 | 1 | 40.00 | 40.00 | 0.00% | market | 56.60% | — | -4.05% | 2.98% | -7.03% |
| 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% |
| JKS | 2020-09-23 | 2020-09-24 | 2020-10-08 | 1 | 32.39 | 32.39 | 0.00% | market | 132.50% | — | 69.58% | 7.02% | 62.56% |
| AIR | 2020-09-24 | 2020-09-25 | 2020-10-09 | 1 | 18.36 | 18.36 | 0.00% | market | 206.25% | — | 11.45% | 7.52% | 3.92% |
| BB | 2020-09-24 | 2020-09-25 | 2020-10-09 | 1 | 4.81 | 4.81 | 0.00% | market | 421.08% | — | -1.76% | 7.52% | -9.29% |
| KMX | 2020-09-24 | 2020-09-25 | 2020-10-09 | 1 | 95.25 | 95.25 | 0.00% | market | 65.74% | — | -0.40% | 7.52% | -7.93% |
| CALM | 2020-09-28 | 2020-09-29 | 2020-10-13 | 1 | 39.61 | 39.61 | 0.00% | market | 24.53% | — | -4.72% | 4.84% | -9.56% |
| THO | 2020-09-28 | 2020-09-29 | 2020-10-13 | 1 | 95.84 | 95.84 | 0.00% | market | 59.70% | — | -0.47% | 4.84% | -5.30% |
| UNFI | 2020-09-28 | 2020-09-29 | 2020-10-13 | 1 | 17.34 | 17.34 | 0.00% | market | 43.24% | — | 6.07% | 4.84% | 1.23% |
| SNX | 2020-09-29 | 2020-09-30 | 2020-10-14 | 1 | 70.92 | 70.92 | 0.00% | market | 47.35% | — | 2.42% | 4.46% | -2.03% |
| 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% |
| IDT | 2020-10-01 | 2020-10-02 | 2020-10-16 | 1 | 8.45 | 8.45 | 0.00% | market | 29.17% | — | 27.83% | 4.70% | 23.13% |
| AYI | 2020-10-08 | 2020-10-09 | 2020-10-23 | 1 | 102.80 | 102.80 | 0.00% | market | 15.76% | — | -7.99% | 0.06% | -8.05% |
| 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% |
| AA | 2020-10-14 | 2020-10-15 | 2020-10-29 | 1 | 11.45 | 11.45 | 0.00% | market | 22.52% | — | 11.25% | -3.99% | 15.25% |
| 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% |
| CMC | 2020-10-15 | 2020-10-16 | 2020-10-30 | 1 | 21.62 | 21.62 | 0.00% | market | 31.67% | — | -4.59% | -6.42% | 1.84% |
| 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% |
| 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% |
| SLB | 2020-10-16 | 2020-10-19 | 2020-11-02 | 3 | 15.16 | 15.16 | 0.00% | market | 23.08% | — | 2.67% | -5.29% | 7.96% |
| HAL | 2020-10-19 | 2020-10-20 | 2020-11-03 | 1 | 12.44 | 12.44 | 0.00% | market | 37.50% | — | 4.32% | -2.16% | 6.48% |
| HNI | 2020-10-19 | 2020-10-20 | 2020-11-03 | 1 | 37.00 | 37.00 | 0.00% | market | 54.35% | — | -6.15% | -2.16% | -3.99% |
| 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% |
| ACI | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 15.28 | 15.28 | 0.00% | market | 122.22% | — | 1.01% | 0.06% | 0.95% |
| 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% |
| CALX | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 26.04 | 26.04 | 0.00% | market | 110.53% | — | -6.55% | 0.06% | -6.61% |
| 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% |
| EQBK | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 16.73 | 16.73 | 0.00% | market | 20.00% | — | 9.28% | 0.06% | 9.22% |
| 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% |
| IRDM | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 29.23 | 29.23 | 0.00% | market | 75.00% | — | -6.60% | 0.06% | -6.66% |
| MLI | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 7.43 | 7.43 | 0.00% | market | 223.40% | — | 3.26% | 0.06% | 3.20% |
| 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% |
| 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% |
| SNAP | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 34.97 | 34.97 | 0.00% | market | 116.67% | — | 19.97% | 0.06% | 19.91% |
| THC | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 27.92 | 27.92 | 0.00% | market | 93.94% | — | -6.01% | 0.06% | -6.07% |
| 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% |
| AN | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 64.39 | 64.39 | 0.00% | market | 44.24% | — | -7.00% | 2.12% | -9.12% |
| 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% |
| KNX | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 40.64 | 40.64 | 0.00% | market | 23.44% | — | -5.34% | 2.12% | -7.46% |
| 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% |
| MTH | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 52.21 | 52.21 | 0.00% | market | 17.36% | — | -7.63% | 2.12% | -9.75% |
| RUSHA | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 25.18 | 25.18 | 0.00% | market | 166.67% | — | 0.22% | 2.12% | -1.90% |
| 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% |
| STC | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 46.87 | 46.87 | 0.00% | market | 54.55% | — | -5.90% | 2.12% | -8.03% |
| 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% |
| UFPI | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 54.66 | 54.66 | 0.00% | market | 38.89% | — | -1.31% | 2.12% | -3.43% |
| WGO | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 50.61 | 50.61 | 0.00% | market | 55.91% | — | 5.06% | 2.12% | 2.93% |
| WHR | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 203.76 | 203.76 | 0.00% | market | 64.52% | — | -2.55% | 2.12% | -4.68% |
| 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% |
| ASB | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 14.20 | 14.20 | 0.00% | market | 26.32% | — | -5.45% | 1.22% | -6.67% |
| 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% |
| DOW | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 49.52 | 49.52 | 0.00% | market | 51.52% | — | -2.71% | 1.22% | -3.93% |
| 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% |
| EQT | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 15.77 | 15.77 | 0.00% | market | 31.82% | — | -10.37% | 1.22% | -11.60% |
| 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% |
| 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% |
| IIIN | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 21.30 | 21.30 | 0.00% | market | 70.83% | — | 4.50% | 1.22% | 3.28% |
| 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% |
| LUV | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 42.04 | 42.04 | 0.00% | market | 18.44% | — | -4.93% | 1.22% | -6.15% |
| 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% |
| PAG | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 55.63 | 55.63 | 0.00% | market | 86.06% | — | -1.09% | 1.22% | -2.31% |
| PDS | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 16.00 | 16.00 | 0.00% | market | 46.67% | — | -16.35% | 1.22% | -17.57% |
| 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% |
| RNGR | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 2.65 | 2.65 | 0.00% | market | 15.56% | — | 5.56% | 1.22% | 4.34% |
| 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% |
| TFII | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 49.45 | 49.45 | 0.00% | market | 34.29% | — | -4.23% | 1.22% | -5.45% |
| 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% |
| CLF | 2020-10-23 | 2020-10-26 | 2020-11-09 | 3 | 8.59 | 8.59 | 0.00% | market | 122.22% | — | -0.68% | 3.63% | -4.32% |
| CRI | 2020-10-23 | 2020-10-26 | 2020-11-09 | 3 | 86.54 | 86.54 | 0.00% | market | 24.84% | — | -4.09% | 3.63% | -7.72% |
| 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% |
| 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% |
| 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% |
| AMKR | 2020-10-26 | 2020-10-27 | 2020-11-10 | 1 | 12.68 | 12.68 | 0.00% | market | 22.58% | — | 0.53% | 4.20% | -3.67% |
| 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% |
| ARLP | 2020-10-26 | 2020-10-27 | 2020-11-10 | 1 | 3.38 | 3.38 | 0.00% | market | 520.00% | — | 3.15% | 4.20% | -1.05% |
| 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% |
| CHGG | 2020-10-26 | 2020-10-27 | 2020-11-10 | 1 | 80.34 | 80.34 | 0.00% | market | 41.67% | — | -17.84% | 4.20% | -22.04% |
| ACCO | 2020-10-27 | 2020-10-28 | 2020-11-11 | 1 | 5.81 | 5.81 | 0.00% | market | 26.67% | — | 15.73% | 7.40% | 8.34% |
| 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% |
| AFG | 2020-10-28 | 2020-10-29 | 2020-11-12 | 1 | 73.05 | 73.05 | 0.00% | market | 58.06% | — | 13.81% | 8.05% | 5.76% |
| 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% |
| 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% |
| ACRE | 2020-10-29 | 2020-10-30 | 2020-11-13 | 1 | 9.41 | 9.41 | 0.00% | market | 47.62% | — | 10.00% | 9.08% | 0.91% |
| ALKS | 2020-10-29 | 2020-10-30 | 2020-11-13 | 1 | 16.48 | 16.48 | 0.00% | market | 12900.00% | — | 7.91% | 9.08% | -1.17% |
| 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% |
| ATRO | 2020-10-30 | 2020-11-02 | 2020-11-16 | 3 | 5.43 | 5.43 | 0.00% | market | 41.67% | — | 42.07% | 9.80% | 32.27% |
| BCC | 2020-10-30 | 2020-11-02 | 2020-11-16 | 3 | 39.32 | 39.32 | 0.00% | market | 54.84% | — | 8.34% | 9.80% | -1.46% |
| AIZ | 2020-11-02 | 2020-11-03 | 2020-11-17 | 1 | 130.49 | 130.49 | 0.00% | market | 50.00% | — | 6.11% | 8.07% | -1.96% |
| 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% |
| BTE | 2020-11-02 | 2020-11-03 | 2020-11-17 | 1 | 0.34 | 0.34 | 0.00% | market | 62.50% | — | 35.19% | 8.07% | 27.12% |
| CNA | 2020-11-02 | 2020-11-03 | 2020-11-17 | 1 | 32.00 | 32.00 | 0.00% | market | 18.33% | — | 11.09% | 8.07% | 3.02% |
| CNO | 2020-11-02 | 2020-11-03 | 2020-11-17 | 1 | 18.68 | 18.68 | 0.00% | market | 61.22% | — | 12.53% | 8.07% | 4.46% |
| CSR | 2020-11-02 | 2020-11-03 | 2020-11-17 | 1 | 70.00 | 70.00 | 0.00% | market | 376.00% | — | 6.20% | 8.07% | -1.87% |
| AGCO | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 86.24 | 86.24 | 0.00% | market | 113.27% | — | 7.40% | 4.52% | 2.88% |
| ANDE | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 21.75 | 21.75 | 0.00% | market | 41.67% | — | -1.16% | 4.52% | -5.68% |
| ARCB | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 34.44 | 34.44 | 0.00% | market | 54.43% | — | 11.20% | 4.52% | 6.67% |
| 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% |
| CC | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 21.59 | 21.59 | 0.00% | market | 42.42% | — | 8.42% | 4.52% | 3.90% |
| CLW | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 35.50 | 35.50 | 0.00% | market | 15.22% | — | 4.94% | 4.52% | 0.42% |
| COKE | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 24.00 | 24.00 | 0.00% | market | 109.62% | — | 11.69% | 4.52% | 7.17% |
| DAR | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 44.48 | 44.48 | 0.00% | market | 38.64% | — | 5.59% | 4.52% | 1.06% |
| 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% |
| EXC | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 30.44 | 30.44 | 0.00% | market | 19.54% | — | -0.07% | 4.52% | -4.59% |
| 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% |
| HBM | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 5.05 | 5.05 | 0.00% | market | 16.67% | — | 12.97% | 4.52% | 8.45% |
| INN | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 5.88 | 5.88 | 0.00% | market | 23.08% | — | 37.66% | 4.52% | 33.13% |
| MCK | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 164.50 | 164.50 | 0.00% | market | 24.03% | — | 7.21% | 4.52% | 2.69% |
| NPO | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 61.76 | 61.76 | 0.00% | market | 109.38% | — | 12.03% | 4.52% | 7.50% |
| NSIT | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 61.04 | 61.04 | 0.00% | market | 21.05% | — | 15.02% | 4.52% | 10.50% |
| PRU | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 67.38 | 67.38 | 0.00% | market | 18.01% | — | 12.35% | 4.52% | 7.83% |
| SMCI | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 2.69 | 2.69 | 0.00% | market | 236.70% | — | 9.94% | 4.52% | 5.41% |
| 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% |
| ALL | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 93.26 | 93.26 | 0.00% | market | 77.11% | — | 7.52% | 2.45% | 5.08% |
| AORT | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 19.41 | 19.41 | 0.00% | market | 388.91% | — | 2.84% | 2.45% | 0.39% |
| APA | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 9.19 | 9.19 | 0.00% | market | 56.76% | — | 23.40% | 2.45% | 20.96% |
| CAPL | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 14.55 | 14.55 | 0.00% | market | 81.25% | — | 14.13% | 2.45% | 11.68% |
| 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% |
| CLH | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 64.99 | 64.99 | 0.00% | market | 233.33% | — | 10.36% | 2.45% | 7.92% |
| CYTK | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 18.01 | 18.01 | 0.00% | market | 91.53% | — | -12.15% | 2.45% | -14.59% |
| DHX | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 1.85 | 1.85 | 0.00% | market | 100.00% | — | 2.06% | 2.45% | -0.38% |
| DK | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 10.58 | 10.58 | 0.00% | market | 25.19% | — | 28.35% | 2.45% | 25.90% |
| 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% |
| DNOW | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 4.68 | 4.68 | 0.00% | market | 30.43% | — | 19.34% | 2.45% | 16.90% |
| ET | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 5.52 | 5.52 | 0.00% | market | 30.43% | — | 10.77% | 2.45% | 8.32% |
| EXPE | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 102.01 | 102.01 | 0.00% | market | 76.09% | — | 21.42% | 2.45% | 18.97% |
| 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% |
| GDOT | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 56.67 | 56.67 | 0.00% | market | 127.27% | — | -4.00% | 2.45% | -6.45% |
| GFL | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 21.69 | 21.69 | 0.00% | market | 51.68% | — | 17.14% | 2.45% | 14.70% |
| AAOI | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 8.11 | 8.11 | 0.00% | market | 25.00% | — | -2.48% | 1.54% | -4.03% |
| 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% |
| APPN | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 82.84 | 82.84 | 0.00% | market | 69.61% | — | 50.87% | 1.54% | 49.32% |
| ARLO | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 5.47 | 5.47 | 0.00% | market | 60.00% | — | -1.93% | 1.54% | -3.47% |
| ATRC | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 39.85 | 39.85 | 0.00% | market | 67.65% | — | 6.45% | 1.54% | 4.91% |
| AXON | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 116.01 | 116.01 | 0.00% | market | 100.00% | — | 7.49% | 1.54% | 5.94% |
| 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% |
| BABA | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 291.49 | 291.49 | 0.00% | market | 29.90% | — | -7.22% | 1.54% | -8.76% |
| BATRK | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 22.12 | 22.12 | 0.00% | market | 70.53% | — | 8.99% | 1.54% | 7.44% |
| BFAM | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 162.00 | 162.00 | 0.00% | market | 104.35% | — | 3.06% | 1.54% | 1.52% |
| BGSF | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 9.50 | 9.50 | 0.00% | market | 78.57% | — | 18.43% | 1.54% | 16.88% |
| BHF | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 31.86 | 31.86 | 0.00% | market | 26.59% | — | 6.65% | 1.54% | 5.11% |
| BILL | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 105.88 | 105.88 | 0.00% | market | 50.00% | — | 3.13% | 1.54% | 1.59% |
| BMRN | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 74.00 | 74.00 | 0.00% | market | 116.00% | — | 2.54% | 1.54% | 0.99% |
| BRT | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 12.67 | 12.67 | 0.00% | market | 16.67% | — | 4.64% | 1.54% | 3.09% |
| CAH | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 53.23 | 53.23 | 0.00% | market | 32.46% | — | -2.67% | 1.54% | -4.22% |
| CPRI | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 25.08 | 25.08 | 0.00% | market | 2097.80% | — | 38.30% | 1.54% | 36.75% |
| CPS | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 23.74 | 23.74 | 0.00% | market | 112.80% | — | 51.80% | 1.54% | 50.25% |
| DDD | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 6.54 | 6.54 | 0.00% | market | 62.50% | — | 13.36% | 1.54% | 11.81% |
| DINO | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 18.52 | 18.52 | 0.00% | market | 22.64% | — | 19.50% | 1.54% | 17.96% |
| DLX | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 25.00 | 25.00 | 0.00% | market | 42.72% | — | 3.10% | 1.54% | 1.56% |
| DXC | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 20.24 | 20.24 | 0.00% | market | 68.42% | — | 5.93% | 1.54% | 4.38% |
| 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% |
| EFXT | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 4.05 | 4.05 | 0.00% | market | 71.43% | — | 7.55% | 1.54% | 6.01% |
| EOG | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 36.30 | 36.30 | 0.00% | market | 168.75% | — | 24.94% | 1.54% | 23.40% |
| 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% |
| EVH | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 11.53 | 11.53 | 0.00% | market | 50.00% | — | 19.33% | 1.54% | 17.78% |
| FOR | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 19.42 | 19.42 | 0.00% | market | 117.39% | — | -1.44% | 1.54% | -2.98% |
| FOUR | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 56.12 | 56.12 | 0.00% | market | 66.67% | — | 2.18% | 1.54% | 0.64% |
| GKOS | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 58.64 | 58.64 | 0.00% | market | 80.43% | — | 9.54% | 1.54% | 7.99% |
| GLP | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 15.75 | 15.75 | 0.00% | market | 291.67% | — | 4.41% | 1.54% | 2.86% |
| AMRX | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 4.27 | 4.27 | 0.00% | market | 23.08% | — | -4.32% | -1.79% | -2.53% |
| COTY | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 4.46 | 4.46 | 0.00% | market | 257.14% | — | 53.71% | -1.79% | 55.50% |
| 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% |
| DXPE | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 17.84 | 17.84 | 0.00% | market | 169.57% | — | 18.17% | -1.79% | 19.96% |
| 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% |
| HMC | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 27.95 | 27.95 | 0.00% | market | 125.86% | — | 4.05% | -1.79% | 5.84% |
| 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% |
| APPF | 2020-11-09 | 2020-11-10 | 2020-11-24 | 1 | 147.15 | 147.15 | 0.00% | market | 2170.59% | — | -2.09% | 2.75% | -4.84% |
| BTU | 2020-11-09 | 2020-11-10 | 2020-11-24 | 1 | 1.08 | 1.08 | 0.00% | market | 23.26% | — | 38.79% | 2.75% | 36.04% |
| CARS | 2020-11-09 | 2020-11-10 | 2020-11-24 | 1 | 9.01 | 9.01 | 0.00% | market | 42.86% | — | 24.32% | 2.75% | 21.56% |
| CHMI | 2020-11-09 | 2020-11-10 | 2020-11-24 | 1 | 9.15 | 9.15 | 0.00% | market | 45.45% | — | 1.98% | 2.75% | -0.78% |
| CTOS | 2020-11-09 | 2020-11-10 | 2020-11-24 | 1 | 3.97 | 3.97 | 0.00% | market | 29.17% | — | 17.03% | 2.75% | 14.28% |
| 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% |
| ALC | 2020-11-10 | 2020-11-11 | 2020-11-25 | 1 | 66.54 | 66.54 | 0.00% | market | 116.67% | — | -5.15% | 1.76% | -6.91% |
| CAE | 2020-11-10 | 2020-11-11 | 2020-11-25 | 1 | 22.85 | 22.85 | 0.00% | market | 400.00% | — | 11.15% | 1.76% | 9.39% |
| 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% |
| RVLV | 2020-11-11 | 2020-11-12 | 2020-11-27 | 1 | 19.11 | 19.11 | 0.00% | market | 92.86% | — | 23.92% | 2.28% | 21.64% |
| ADCT | 2020-11-12 | 2020-11-13 | 2020-11-30 | 1 | 34.37 | 34.37 | 0.00% | market | 24.68% | — | 8.45% | 1.91% | 6.54% |
| BW | 2020-11-12 | 2020-11-13 | 2020-11-30 | 1 | 2.75 | 2.75 | 0.00% | market | 260.78% | — | 52.63% | 1.91% | 50.72% |
| BZH | 2020-11-12 | 2020-11-13 | 2020-11-30 | 1 | 13.98 | 13.98 | 0.00% | market | 37.93% | — | 5.84% | 1.91% | 3.93% |
| DDS | 2020-11-12 | 2020-11-13 | 2020-11-30 | 1 | 48.81 | 48.81 | 0.00% | market | 273.26% | — | -4.30% | 1.91% | -6.21% |
| 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% |
| SPB | 2020-11-13 | 2020-11-16 | 2020-12-01 | 3 | 65.75 | 65.75 | 0.00% | market | 44.54% | — | 1.03% | 1.40% | -0.37% |
| AP | 2020-11-16 | 2020-11-17 | 2020-12-02 | 1 | 4.07 | 4.07 | 0.00% | market | 16.67% | — | 2.85% | 1.89% | 0.95% |
| 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% |
| JOYY | 2020-11-16 | 2020-11-17 | 2020-12-02 | 1 | 105.00 | 105.00 | 0.00% | market | 28.43% | — | -18.48% | 1.89% | -20.38% |
| 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% |
| LAC | 2020-11-16 | 2020-11-17 | 2020-12-02 | 1 | 7.38 | 7.38 | 0.00% | market | 30.00% | — | -9.31% | 1.89% | -11.21% |
| MSGE | 2020-11-16 | 2020-11-17 | 2020-12-02 | 1 | 79.00 | 79.00 | 0.00% | market | 35.59% | — | 0.09% | 1.89% | -1.80% |
| KSS | 2020-11-17 | 2020-11-18 | 2020-12-03 | 1 | 29.61 | 29.61 | 0.00% | market | 102.33% | — | 30.36% | 1.60% | 28.76% |
| LZB | 2020-11-17 | 2020-11-18 | 2020-12-03 | 1 | 40.40 | 40.40 | 0.00% | market | 64.00% | — | -5.05% | 1.60% | -6.65% |
| NIO | 2020-11-17 | 2020-11-18 | 2020-12-03 | 1 | 45.75 | 45.75 | 0.00% | market | 20.00% | — | -0.97% | 1.60% | -2.58% |
| 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% |
| KC | 2020-11-18 | 2020-11-19 | 2020-12-04 | 1 | 34.20 | 34.20 | 0.00% | market | 31.25% | — | 18.20% | 4.01% | 14.20% |
| 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% |
| 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% |
| BJ | 2020-11-19 | 2020-11-20 | 2020-12-07 | 1 | 44.05 | 44.05 | 0.00% | market | 43.75% | — | -12.56% | 3.24% | -15.81% |
| CAL | 2020-11-19 | 2020-11-20 | 2020-12-07 | 1 | 14.46 | 14.46 | 0.00% | market | 1100.00% | — | -12.62% | 3.24% | -15.86% |
| 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% |
| M | 2020-11-19 | 2020-11-20 | 2020-12-07 | 1 | 9.13 | 9.13 | 0.00% | market | 76.54% | — | 27.72% | 3.24% | 24.48% |
| OOMA | 2020-11-19 | 2020-11-20 | 2020-12-07 | 1 | 15.38 | 15.38 | 0.00% | market | 85.71% | — | 8.84% | 3.24% | 5.60% |
| 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% |
| SUPV | 2020-11-19 | 2020-11-20 | 2020-12-07 | 1 | 1.92 | 1.92 | 0.00% | market | 37.50% | — | 8.75% | 3.24% | 5.51% |
| WDAY | 2020-11-19 | 2020-11-20 | 2020-12-07 | 1 | 220.22 | 220.22 | 0.00% | market | 28.36% | — | 3.11% | 3.24% | -0.14% |
| 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% |
| AMBA | 2020-11-23 | 2020-11-24 | 2020-12-09 | 1 | 70.98 | 70.98 | 0.00% | market | 80.00% | — | 21.03% | 1.84% | 19.18% |
| 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% |
| CBT | 2020-11-23 | 2020-11-24 | 2020-12-09 | 1 | 44.50 | 44.50 | 0.00% | market | 17.24% | — | -6.35% | 1.84% | -8.19% |
| KFY | 2020-11-23 | 2020-11-24 | 2020-12-09 | 1 | 39.59 | 39.59 | 0.00% | market | 980.00% | — | 4.57% | 1.84% | 2.73% |
| NTNX | 2020-11-23 | 2020-11-24 | 2020-12-09 | 1 | 30.56 | 30.56 | 0.00% | market | 22.81% | — | -2.82% | 1.84% | -4.66% |
| TWST | 2020-11-23 | 2020-11-24 | 2020-12-09 | 1 | 120.75 | 120.75 | 0.00% | market | 23.94% | — | 16.42% | 1.84% | 14.58% |
| URBN | 2020-11-23 | 2020-11-24 | 2020-12-09 | 1 | 30.90 | 30.90 | 0.00% | market | 73.33% | — | -11.88% | 1.84% | -13.72% |
| ANF | 2020-11-24 | 2020-11-25 | 2020-12-10 | 1 | 22.44 | 22.44 | 0.00% | market | 1620.00% | — | -3.89% | 0.99% | -4.88% |
| BBAR | 2020-11-24 | 2020-11-25 | 2020-12-10 | 1 | 3.30 | 3.30 | 0.00% | market | 26.67% | — | 4.14% | 0.99% | 3.15% |
| DELL | 2020-11-24 | 2020-11-25 | 2020-12-10 | 1 | 35.37 | 35.37 | 0.00% | market | 46.04% | — | 3.24% | 0.99% | 2.24% |
| DKS | 2020-11-24 | 2020-11-25 | 2020-12-10 | 1 | 58.50 | 58.50 | 0.00% | market | 99.01% | — | -6.78% | 0.99% | -7.78% |
| HPQ | 2020-11-24 | 2020-11-25 | 2020-12-10 | 1 | 22.88 | 22.88 | 0.00% | market | 19.23% | — | 1.17% | 0.99% | 0.18% |
| MOV | 2020-11-24 | 2020-11-25 | 2020-12-10 | 1 | 18.46 | 18.46 | 0.00% | market | 45.83% | — | -8.17% | 0.99% | -9.16% |
| P | 2020-11-24 | 2020-11-25 | 2020-12-10 | 1 | 19.28 | 19.28 | 0.00% | market | 200.00% | — | 13.18% | 0.99% | 12.19% |
| ADNT | 2020-11-30 | 2020-12-01 | 2020-12-15 | 1 | 32.99 | 32.99 | 0.00% | market | 19.79% | — | 10.12% | 1.10% | 9.02% |
| MOGU | 2020-11-30 | 2020-12-01 | 2020-12-15 | 1 | 28.32 | 28.32 | 0.00% | market | 42.10% | — | -5.18% | 1.10% | -6.28% |
| 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% |
| BOX | 2020-12-01 | 2020-12-02 | 2020-12-16 | 1 | 16.92 | 16.92 | 0.00% | market | 42.86% | — | 11.31% | 1.47% | 9.84% |
| CRWD | 2020-12-02 | 2020-12-03 | 2020-12-17 | 1 | 39.88 | 39.88 | 0.00% | market | 14445.45% | — | 16.02% | 1.52% | 14.51% |
| ESTC | 2020-12-02 | 2020-12-03 | 2020-12-17 | 1 | 130.55 | 130.55 | 0.00% | market | 85.00% | — | 12.91% | 1.52% | 11.39% |
| OKTA | 2020-12-02 | 2020-12-03 | 2020-12-17 | 1 | 246.39 | 246.39 | 0.00% | market | 437.63% | — | 10.04% | 1.52% | 8.52% |
| ZS | 2020-12-02 | 2020-12-03 | 2020-12-17 | 1 | 163.45 | 163.45 | 0.00% | market | 133.33% | — | 14.77% | 1.52% | 13.26% |
| BBW | 2020-12-03 | 2020-12-04 | 2020-12-18 | 1 | 4.56 | 4.56 | 0.00% | market | 374.96% | — | -3.83% | 0.51% | -4.33% |
| DOCU | 2020-12-03 | 2020-12-04 | 2020-12-18 | 1 | 244.83 | 244.83 | 0.00% | market | 83.33% | — | -1.66% | 0.51% | -2.17% |
| MEI | 2020-12-03 | 2020-12-04 | 2020-12-18 | 1 | 36.71 | 36.71 | 0.00% | market | 28.75% | — | 3.33% | 0.51% | 2.83% |
| REX | 2020-12-03 | 2020-12-04 | 2020-12-18 | 1 | 14.86 | 14.86 | 0.00% | market | 500.00% | — | -12.55% | 0.51% | -13.06% |
| 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% |
| YEXT | 2020-12-03 | 2020-12-04 | 2020-12-18 | 1 | 17.48 | 17.48 | 0.00% | market | 75.00% | — | -8.97% | 0.51% | -9.47% |
| GCO | 2020-12-04 | 2020-12-07 | 2020-12-21 | 3 | 32.49 | 32.49 | 0.00% | market | 374.19% | — | -13.27% | -0.31% | -12.96% |
| SGU | 2020-12-07 | 2020-12-08 | 2020-12-22 | 1 | 9.60 | 9.60 | 0.00% | market | 33.00% | — | -1.77% | -0.13% | -1.64% |
| TOL | 2020-12-07 | 2020-12-08 | 2020-12-22 | 1 | 46.78 | 46.78 | 0.00% | market | 25.00% | — | -1.51% | -0.13% | -1.38% |
| BNED | 2020-12-08 | 2020-12-09 | 2020-12-23 | 1 | 381.00 | 381.00 | 0.00% | market | 4882.61% | — | 29.03% | -0.89% | 29.93% |
| CHWY | 2020-12-08 | 2020-12-09 | 2020-12-23 | 1 | 78.00 | 78.00 | 0.00% | market | 46.67% | — | 30.77% | -0.89% | 31.66% |
| GME | 2020-12-08 | 2020-12-09 | 2020-12-23 | 1 | 3.48 | 3.48 | 0.00% | market | 35.00% | — | 47.60% | -0.89% | 48.49% |
| GWRE | 2020-12-08 | 2020-12-09 | 2020-12-23 | 1 | 123.19 | 123.19 | 0.00% | market | 383.33% | — | 4.25% | -0.89% | 5.14% |
| MDB | 2020-12-08 | 2020-12-09 | 2020-12-23 | 1 | 280.10 | 280.10 | 0.00% | market | 32.61% | — | 34.22% | -0.89% | 35.11% |
| THO | 2020-12-08 | 2020-12-09 | 2020-12-23 | 1 | 96.91 | 96.91 | 0.00% | market | 31.41% | — | 5.41% | -0.89% | 6.30% |
| WLY | 2020-12-08 | 2020-12-09 | 2020-12-23 | 1 | 41.64 | 41.64 | 0.00% | market | 56.25% | — | 7.87% | -0.89% | 8.77% |
| DBI | 2020-12-09 | 2020-12-10 | 2020-12-24 | 1 | 7.81 | 7.81 | 0.00% | market | 39.53% | — | -8.68% | 0.99% | -9.67% |
| NCNO | 2020-12-09 | 2020-12-10 | 2020-12-24 | 1 | 84.83 | 84.83 | 0.00% | market | 66.67% | — | -7.35% | 0.99% | -8.34% |
| OXM | 2020-12-09 | 2020-12-10 | 2020-12-24 | 1 | 64.05 | 64.05 | 0.00% | market | 60.36% | — | -1.74% | 0.99% | -2.73% |
| ASO | 2020-12-10 | 2020-12-11 | 2020-12-28 | 1 | 17.49 | 17.49 | 0.00% | market | 152.78% | — | 19.28% | 1.99% | 17.29% |
| NX | 2020-12-10 | 2020-12-11 | 2020-12-28 | 1 | 22.50 | 22.50 | 0.00% | market | 45.65% | — | 0.70% | 1.99% | -1.29% |
| EZPW | 2020-12-14 | 2020-12-15 | 2020-12-30 | 1 | 4.96 | 4.96 | 0.00% | market | 158.33% | — | -4.33% | 1.25% | -5.58% |
| BLBD | 2020-12-16 | 2020-12-17 | 2021-01-04 | 1 | 18.99 | 18.99 | 0.00% | market | 40.00% | — | -6.05% | -0.85% | -5.20% |
| 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% |
| MLKN | 2020-12-16 | 2020-12-17 | 2021-01-04 | 1 | 38.84 | 38.84 | 0.00% | market | 58.93% | — | -14.88% | -0.85% | -14.03% |
| BB | 2020-12-17 | 2020-12-18 | 2021-01-05 | 1 | 7.83 | 7.83 | 0.00% | market | 275.23% | — | -13.64% | 0.10% | -13.73% |
| CLSK | 2020-12-17 | 2020-12-18 | 2021-01-05 | 1 | 17.60 | 17.60 | 0.00% | market | 50.00% | — | 56.55% | 0.10% | 56.45% |
| FDX | 2020-12-17 | 2020-12-18 | 2021-01-05 | 1 | 228.29 | 228.29 | 0.00% | market | 23.85% | — | -10.79% | 0.10% | -10.89% |
| JBL | 2020-12-17 | 2020-12-18 | 2021-01-05 | 1 | 43.98 | 43.98 | 0.00% | market | 25.98% | — | -2.19% | 0.10% | -2.29% |
| WOR | 2020-12-17 | 2020-12-18 | 2021-01-05 | 1 | 31.22 | 31.22 | 0.00% | market | 39.71% | — | 5.83% | 0.10% | 5.73% |
| WGO | 2020-12-18 | 2020-12-21 | 2021-01-06 | 3 | 62.08 | 62.08 | 0.00% | market | 72.45% | — | 6.23% | 2.35% | 3.88% |
| ORKA | 2020-12-31 | 2021-01-04 | 2021-01-19 | 4 | 48.24 | 48.24 | 0.00% | market | 78.00% | — | 18.06% | 0.89% | 17.17% |
| 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% |
| FC | 2021-01-07 | 2021-01-08 | 2021-01-25 | 1 | 24.83 | 24.83 | 0.00% | market | 57.14% | — | 0.75% | 1.00% | -0.25% |
| 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% |
| AZZ | 2021-01-11 | 2021-01-12 | 2021-01-27 | 1 | 50.13 | 50.13 | 0.00% | market | 21.21% | — | -3.83% | -1.18% | -2.65% |
| SNX | 2021-01-11 | 2021-01-12 | 2021-01-27 | 1 | 88.95 | 88.95 | 0.00% | market | 167.18% | — | -3.42% | -1.18% | -2.23% |
| KBH | 2021-01-12 | 2021-01-13 | 2021-01-28 | 1 | 36.87 | 36.87 | 0.00% | market | 20.43% | — | 14.41% | -0.28% | 14.69% |
| 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% |
| 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% |
| HAL | 2021-01-19 | 2021-01-20 | 2021-02-03 | 1 | 21.39 | 21.39 | 0.00% | market | 20.00% | — | -12.16% | 0.19% | -12.36% |
| 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% |
| AA | 2021-01-20 | 2021-01-21 | 2021-02-04 | 1 | 20.93 | 20.93 | 0.00% | market | 73.33% | — | -2.82% | 0.44% | -3.27% |
| 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% |
| FOR | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 23.97 | 23.97 | 0.00% | market | 24.32% | — | -4.23% | 1.43% | -5.66% |
| 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% |
| IIIN | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 27.28 | 27.28 | 0.00% | market | 50.00% | — | 0.38% | 1.43% | -1.05% |
| 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% |
| 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% |
| 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% |
| STLD | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 38.95 | 38.95 | 0.00% | market | 18.29% | — | -1.41% | 1.26% | -2.67% |
| 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% |
| 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% |
| IVZ | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 20.60 | 20.60 | 0.00% | market | 26.32% | — | 10.19% | 2.59% | 7.60% |
| LPL | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 10.23 | 10.23 | 0.00% | market | 144.83% | — | 3.71% | 2.59% | 1.12% |
| LRN | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 24.40 | 24.40 | 0.00% | market | 22.45% | — | 16.99% | 2.59% | 14.40% |
| PII | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 123.44 | 123.44 | 0.00% | market | 15.17% | — | -0.13% | 2.59% | -2.73% |
| RNR | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 152.67 | 152.67 | 0.00% | market | 26.05% | — | 3.93% | 2.59% | 1.34% |
| 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% |
| 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% |
| CACI | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 260.62 | 260.62 | 0.00% | market | 16.11% | — | -7.63% | 3.81% | -11.44% |
| 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% |
| 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% |
| 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% |