EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 50y) (max 100 pos)
Run 9a921dda · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
16345
Win rate
52.84%
Avg return
0.97%
Median return
0.50%
Avg abnormal
0.65%
Median abnormal
0.07%
Best trade
176.24%
Worst trade
-82.58%
Sharpe (per-trade)
0.09
Daily portfolio drawdown
-18.99%
Portfolio (equal_weight)
Total return
158.74%
Max drawdown
-18.99%
Avg trade return
0.97%
Win rate
52.84%
Signals
20253
Configured concurrent
100
Observed concurrent
100
Trades taken
16345
Skipped (no capacity)
3908
Excess vs benchmark
-327.64%
Avg entry slippage
0.00%
Return if filled at market
158.74%
VWAP fills
0
VWAP fallbacks
0
3908 of 20253 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 | 191 | 2.62% | 1.73% | 63.87% |
| 2007 | 813 | -0.54% | 0.29% | 47.23% |
| 2008 | 800 | 1.15% | 2.08% | 57.13% |
| 2009 | 1018 | 1.96% | 1.22% | 54.62% |
| 2010 | 1048 | -0.12% | 0.27% | 48.00% |
| 2011 | 866 | -1.56% | 0.03% | 44.34% |
| 2012 | 826 | -0.01% | -0.17% | 47.82% |
| 2013 | 862 | 1.93% | 0.73% | 61.72% |
| 2014 | 831 | 0.98% | -0.18% | 53.67% |
| 2015 | 826 | 0.41% | 0.59% | 53.27% |
| 2016 | 848 | 2.50% | 1.54% | 58.25% |
| 2017 | 807 | 0.62% | 0.08% | 48.57% |
| 2018 | 693 | 0.50% | 0.24% | 53.10% |
| 2019 | 605 | -0.05% | -0.09% | 50.91% |
| 2020 | 776 | 1.66% | 0.50% | 51.29% |
| 2021 | 853 | 1.34% | 0.55% | 54.16% |
| 2022 | 803 | 1.90% | 2.07% | 55.29% |
| 2023 | 783 | 0.83% | -0.01% | 51.21% |
| 2024 | 855 | 2.68% | 1.09% | 57.08% |
| 2025 | 781 | 1.47% | 1.09% | 53.39% |
| 2026 | 460 | 1.28% | 0.42% | 53.48% |
Trades (page 10: 500 of 16,345)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Curr. earn. vs next-Q est. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OTTR | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 19.28 | 19.28 | 0.00% | market | 33.33% | 331.25% | 4.67% | 2.08% | 2.59% |
| AAT | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 18.25 | 18.25 | 0.00% | market | 213.04% | 23.08% | 4.39% | 2.45% | 1.95% |
| AIT | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 26.96 | 26.96 | 0.00% | market | 11.48% | 47.06% | 7.65% | 2.45% | 5.21% |
| EPD | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 20.35 | 20.35 | 0.00% | market | 18.18% | 85.62% | -0.98% | 2.45% | -3.43% |
| GGAL | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 11.97 | 11.97 | 0.00% | market | 19.51% | 2929.98% | 0.15% | 2.45% | -2.30% |
| PEGA | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 9.45 | 9.45 | 0.00% | market | 14.29% | 45.00% | -1.69% | 2.45% | -4.13% |
| SNEX | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 4.58 | 4.58 | 0.00% | market | 57.18% | 44.53% | 5.80% | 2.45% | 3.35% |
| DXC | 2011-08-10 | 2011-08-11 | 2011-08-25 | 1 | 14.04 | 14.04 | 0.00% | market | 71.01% | 33.05% | 0.15% | 2.67% | -2.52% |
| BAK | 2011-08-11 | 2011-08-12 | 2011-08-26 | 1 | 20.38 | 20.38 | 0.00% | market | 150.28% | 235.78% | 9.76% | -0.36% | 10.13% |
| MFC | 2011-08-11 | 2011-08-12 | 2011-08-26 | 1 | 13.63 | 13.63 | 0.00% | market | 36.84% | 205.65% | -4.94% | -0.36% | -4.58% |
| NOVT | 2011-08-11 | 2011-08-12 | 2011-08-26 | 1 | 9.75 | 9.75 | 0.00% | market | 42.86% | 10.00% | -3.18% | -0.36% | -2.81% |
| TNK | 2011-08-11 | 2011-08-12 | 2011-08-26 | 1 | 55.12 | 55.12 | 0.00% | market | 12.00% | 419.71% | -11.42% | -0.36% | -11.06% |
| WD | 2011-08-11 | 2011-08-12 | 2011-08-26 | 1 | 12.05 | 12.05 | 0.00% | market | 27.50% | 120.92% | -3.75% | -0.36% | -3.39% |
| CACI | 2011-08-17 | 2011-08-18 | 2011-09-01 | 1 | 49.56 | 49.56 | 0.00% | market | 23.08% | 83.01% | 5.00% | 3.81% | 1.19% |
| NTES | 2011-08-17 | 2011-08-18 | 2011-09-01 | 1 | 9.25 | 9.25 | 0.00% | market | 12.50% | 1773.91% | 9.95% | 3.81% | 6.14% |
| CRM | 2011-08-18 | 2011-08-19 | 2011-09-02 | 1 | 29.43 | 29.43 | 0.00% | market | 14.29% | 663.70% | 4.89% | 4.33% | 0.57% |
| GME | 2011-08-18 | 2011-08-19 | 2011-09-02 | 1 | 5.27 | 5.27 | 0.00% | market | 20.00% | 33.33% | 5.02% | 4.33% | 0.69% |
| MZTI | 2011-08-18 | 2011-08-19 | 2011-09-02 | 1 | 54.42 | 54.42 | 0.00% | market | 28.92% | 54.07% | 7.01% | 4.33% | 2.68% |
| DY | 2011-08-23 | 2011-08-24 | 2011-09-08 | 1 | 15.95 | 15.95 | 0.00% | market | 58.33% | 9.96% | 10.06% | 2.45% | 7.60% |
| HEI | 2011-08-24 | 2011-08-25 | 2011-09-09 | 1 | 17.35 | 17.35 | 0.00% | market | 23.08% | 191.87% | -8.23% | -2.37% | -5.86% |
| TOL | 2011-08-24 | 2011-08-25 | 2011-09-09 | 1 | 15.62 | 15.62 | 0.00% | market | 849.85% | 144.35% | 0.28% | -2.37% | 2.65% |
| CWST | 2011-08-29 | 2011-08-30 | 2011-09-14 | 1 | 5.65 | 5.65 | 0.00% | market | 25.00% | 137.11% | 3.09% | -1.21% | 4.29% |
| DBI | 2011-08-30 | 2011-08-31 | 2011-09-15 | 1 | 23.77 | 23.77 | 0.00% | market | 19.35% | 12.29% | -0.18% | -0.84% | 0.66% |
| PVH | 2011-08-30 | 2011-08-31 | 2011-09-15 | 1 | 66.66 | 66.66 | 0.00% | market | 12.63% | 128.58% | -1.60% | -0.84% | -0.76% |
| GCO | 2011-08-31 | 2011-09-01 | 2011-09-16 | 1 | 52.86 | 52.86 | 0.00% | market | 120.00% | 822.73% | -0.42% | -0.63% | 0.21% |
| CIEN | 2011-09-01 | 2011-09-02 | 2011-09-19 | 1 | 14.46 | 14.46 | 0.00% | market | 200.00% | 271.87% | -12.96% | 1.60% | -14.56% |
| MOV | 2011-09-01 | 2011-09-02 | 2011-09-19 | 1 | 14.81 | 14.81 | 0.00% | market | 166.67% | 81.25% | -0.37% | 1.60% | -1.97% |
| CPB | 2011-09-02 | 2011-09-06 | 2011-09-20 | 4 | 30.75 | 30.75 | 0.00% | market | 13.16% | 9.48% | 1.46% | 5.05% | -3.59% |
| SXI | 2011-09-07 | 2011-09-08 | 2011-09-22 | 1 | 30.36 | 30.36 | 0.00% | market | 14.67% | 91.86% | 1.45% | -5.61% | 7.06% |
| ULTA | 2011-09-08 | 2011-09-09 | 2011-09-23 | 1 | 62.13 | 62.13 | 0.00% | market | 18.75% | 705.85% | 7.67% | -3.52% | 11.19% |
| LULU | 2011-09-09 | 2011-09-12 | 2011-09-26 | 3 | 53.24 | 53.24 | 0.00% | market | 18.18% | 170.58% | 4.48% | 1.55% | 2.94% |
| BBBY | 2011-09-21 | 2011-09-22 | 2011-10-06 | 1 | 9.13 | 9.13 | 0.00% | market | 10.71% | 9.68% | 5.16% | 2.86% | 2.30% |
| MLKN | 2011-09-21 | 2011-09-22 | 2011-10-06 | 1 | 17.67 | 17.67 | 0.00% | market | 31.25% | 42.17% | 13.99% | 2.86% | 11.13% |
| NKE | 2011-09-22 | 2011-09-23 | 2011-10-07 | 1 | 21.94 | 21.94 | 0.00% | market | 13.33% | 73.53% | 0.36% | 3.21% | -2.86% |
| KBH | 2011-09-23 | 2011-09-26 | 2011-10-10 | 3 | 5.96 | 5.96 | 0.00% | market | 31.58% | 293.40% | 8.46% | 4.34% | 4.12% |
| JBL | 2011-09-27 | 2011-09-28 | 2011-10-12 | 1 | 18.88 | 18.88 | 0.00% | market | 10.71% | 38.71% | 6.79% | 2.52% | 4.26% |
| PRGS | 2011-09-27 | 2011-09-28 | 2011-10-12 | 1 | 17.70 | 17.70 | 0.00% | market | 10.71% | 51.61% | 16.51% | 2.52% | 13.99% |
| SNX | 2011-09-27 | 2011-09-28 | 2011-10-12 | 1 | 14.04 | 14.04 | 0.00% | market | 11.24% | 38.49% | -1.31% | 2.52% | -3.83% |
| STZ | 2011-10-06 | 2011-10-07 | 2011-10-21 | 1 | 20.59 | 20.59 | 0.00% | market | 16.67% | 166.21% | -2.24% | 5.80% | -8.04% |
| OZK | 2011-10-12 | 2011-10-13 | 2011-10-27 | 1 | 11.69 | 11.69 | 0.00% | market | 33.33% | 199.46% | 7.94% | 7.16% | 0.79% |
| BANF | 2011-10-13 | 2011-10-14 | 2011-10-28 | 1 | 17.83 | 17.83 | 0.00% | market | 13.89% | 68.29% | 12.18% | 5.49% | 6.70% |
| JPM | 2011-10-13 | 2011-10-14 | 2011-10-28 | 1 | 31.87 | 31.87 | 0.00% | market | 20.88% | 113.71% | 15.02% | 5.49% | 9.54% |
| WGO | 2011-10-13 | 2011-10-14 | 2011-10-28 | 1 | 7.56 | 7.56 | 0.00% | market | 215.79% | 383.33% | 14.05% | 5.49% | 8.57% |
| WBS | 2011-10-14 | 2011-10-17 | 2011-10-31 | 3 | 17.59 | 17.59 | 0.00% | market | 12.50% | 124.69% | 11.55% | 2.88% | 8.68% |
| C | 2011-10-17 | 2011-10-18 | 2011-11-01 | 1 | 28.39 | 28.39 | 0.00% | market | 51.85% | 46.13% | 2.65% | 1.55% | 1.10% |
| ELS | 2011-10-17 | 2011-10-18 | 2011-11-01 | 1 | 15.62 | 15.62 | 0.00% | market | 460.00% | 100.00% | 4.06% | 1.55% | 2.51% |
| ICUI | 2011-10-17 | 2011-10-18 | 2011-11-01 | 1 | 38.50 | 38.50 | 0.00% | market | 12.07% | 233.33% | 0.34% | 1.55% | -1.21% |
| WAL | 2011-10-17 | 2011-10-18 | 2011-11-01 | 1 | 5.53 | 5.53 | 0.00% | market | 28.57% | 977.78% | 10.21% | 1.55% | 8.66% |
| WDFC | 2011-10-17 | 2011-10-18 | 2011-11-01 | 1 | 42.69 | 42.69 | 0.00% | market | 12.96% | 55.74% | -1.74% | 1.55% | -3.29% |
| BAC | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 6.68 | 6.68 | 0.00% | market | 63.16% | 111.40% | 0.50% | 1.32% | -0.82% |
| MANH | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 9.75 | 9.75 | 0.00% | market | 41.67% | 100.00% | 6.80% | 1.32% | 5.48% |
| PH | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 77.28 | 77.28 | 0.00% | market | 13.02% | 16.23% | 4.60% | 1.32% | 3.28% |
| PNFP | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 13.87 | 13.87 | 0.00% | market | 23.53% | 474.46% | 9.85% | 1.32% | 8.53% |
| RBCAA | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 19.99 | 19.99 | 0.00% | market | 52.00% | 189.47% | 0.40% | 1.32% | -0.92% |
| URI | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 22.94 | 22.94 | 0.00% | market | 21.05% | 228.99% | 2.30% | 1.32% | 0.98% |
| BANR | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 15.05 | 15.05 | 0.00% | market | 260.00% | 137.50% | 17.31% | 3.97% | 13.34% |
| BNY | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 19.57 | 19.57 | 0.00% | market | 13.46% | 141.22% | 8.89% | 3.97% | 4.92% |
| CVBF | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 9.20 | 9.20 | 0.00% | market | 16.67% | 33.33% | 9.68% | 3.97% | 5.71% |
| EXPO | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 10.87 | 10.87 | 0.00% | market | 15.38% | 137.33% | 13.70% | 3.97% | 9.73% |
| IEX | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 37.02 | 37.02 | 0.00% | market | 14.52% | 92.71% | -1.29% | 3.97% | -5.26% |
| MCRI | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 9.12 | 9.12 | 0.00% | market | 29.41% | 69.03% | 12.07% | 3.97% | 8.10% |
| MKSI | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 22.49 | 22.49 | 0.00% | market | 20.83% | 86.81% | 19.29% | 3.97% | 15.32% |
| TCBI | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 26.25 | 26.25 | 0.00% | market | 12.00% | 135.71% | 5.35% | 3.97% | 1.38% |
| TXT | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 18.42 | 18.42 | 0.00% | market | 45.16% | 51.14% | 2.61% | 3.97% | -1.35% |
| BFH | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 75.81 | 75.81 | 0.00% | market | 13.68% | 49.79% | 7.81% | 1.94% | 5.87% |
| BSX | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 5.46 | 5.46 | 0.00% | market | 25.00% | 255.93% | 5.58% | 1.94% | 3.64% |
| CHCO | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 32.33 | 32.33 | 0.00% | market | 15.15% | 30.26% | -0.13% | 1.94% | -2.07% |
| FITB | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 11.84 | 11.84 | 0.00% | market | 21.21% | 42.88% | 1.34% | 1.94% | -0.61% |
| MYE | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 12.04 | 12.04 | 0.00% | market | 16.67% | 37.50% | 6.46% | 1.94% | 4.52% |
| NYT | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 7.27 | 7.27 | 0.00% | market | 42.86% | 160.00% | 2.51% | 1.94% | 0.57% |
| SBCF | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 8.25 | 8.25 | 0.00% | market | 417.33% | 300.00% | -6.77% | 1.94% | -8.71% |
| SFNC | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 12.71 | 12.71 | 0.00% | market | 10.53% | 133.33% | 0.92% | 1.94% | -1.02% |
| SYNA | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 30.00 | 30.00 | 0.00% | market | 21.28% | 27.37% | 15.37% | 1.94% | 13.42% |
| AUB | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 12.38 | 12.38 | 0.00% | market | 43.48% | 121.21% | 6.04% | 2.39% | 3.64% |
| BOH | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 41.25 | 41.25 | 0.00% | market | 10.84% | 28.26% | 4.55% | 2.39% | 2.16% |
| CAT | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 91.36 | 91.36 | 0.00% | market | 11.04% | 65.31% | 4.86% | 2.39% | 2.46% |
| EC | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 43.15 | 43.15 | 0.00% | market | 35.29% | 76466.26% | -0.73% | 2.39% | -3.12% |
| ETD | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 20.79 | 20.79 | 0.00% | market | 38.89% | 12.00% | -4.48% | 2.39% | -6.87% |
| FIBK | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 12.82 | 12.82 | 0.00% | market | 13.04% | 173.08% | 0.68% | 2.39% | -1.71% |
| FTNT | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 4.04 | 4.04 | 0.00% | market | 39.73% | 157.48% | 19.70% | 2.39% | 17.31% |
| HOPE | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 7.29 | 7.29 | 0.00% | market | 43.75% | 56.52% | 23.36% | 2.39% | 20.96% |
| HXL | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 26.01 | 26.01 | 0.00% | market | 25.93% | 129.01% | -4.75% | 2.39% | -7.15% |
| NFLX | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 1.07 | 1.07 | 0.00% | market | 30.77% | 78.77% | 20.46% | 2.39% | 18.07% |
| STBA | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 19.92 | 19.92 | 0.00% | market | 33.33% | 47.73% | -3.16% | 2.39% | -5.56% |
| WTW | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 100.27 | 100.27 | 0.00% | market | 10.81% | 637.00% | -3.04% | 2.39% | -5.44% |
| ACGL | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 12.18 | 12.18 | 0.00% | market | 23.81% | 669.64% | -1.58% | -0.96% | -0.62% |
| ACLS | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 5.08 | 5.08 | 0.00% | market | 100.00% | 775.00% | 4.62% | -0.96% | 5.58% |
| AIT | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 32.79 | 32.79 | 0.00% | market | 10.91% | 63.93% | 0.11% | -0.96% | 1.07% |
| BYD | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 6.64 | 6.64 | 0.00% | market | 391.16% | 726.38% | -3.41% | -0.96% | -2.46% |
| CB | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 72.12 | 72.12 | 0.00% | market | 24.72% | 15.16% | -2.68% | -0.96% | -1.72% |
| CCI | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 43.18 | 43.18 | 0.00% | market | 33.33% | 153.04% | -4.04% | -0.96% | -3.08% |
| CE | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 42.50 | 42.50 | 0.00% | market | 16.51% | 88.45% | -0.15% | -0.96% | 0.81% |
| CRS | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 53.86 | 53.86 | 0.00% | market | 19.15% | 58.93% | -2.85% | -0.96% | -1.89% |
| CTS | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 8.81 | 8.81 | 0.00% | market | 43.75% | 13.04% | -2.03% | -0.96% | -1.07% |
| MCK | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 82.87 | 82.87 | 0.00% | market | 17.27% | 43.97% | -4.31% | -0.96% | -3.35% |
| NUS | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 48.67 | 48.67 | 0.00% | market | 11.48% | 8.82% | -1.78% | -0.96% | -0.83% |
| PCAR | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 28.17 | 28.17 | 0.00% | market | 10.87% | 115.89% | -1.16% | -0.96% | -0.21% |
| RF | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 3.80 | 3.80 | 0.00% | market | 106.03% | 360.69% | 7.27% | -0.96% | 8.23% |
| RHI | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 27.35 | 27.35 | 0.00% | market | 10.71% | 206.91% | -6.61% | -0.96% | -5.65% |
| SKT | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 28.22 | 28.22 | 0.00% | market | 143.75% | 35.08% | -2.26% | -0.96% | -1.30% |
| UBS | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 12.81 | 12.81 | 0.00% | market | 166.67% | 6.25% | -8.77% | -0.96% | -7.81% |
| WTFC | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 29.55 | 29.55 | 0.00% | market | 22.64% | 78.46% | -5.72% | -0.96% | -4.76% |
| ALGT | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 55.19 | 55.19 | 0.00% | market | 11.36% | 430.61% | -8.45% | -2.59% | -5.86% |
| BA | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 68.59 | 68.59 | 0.00% | market | 32.73% | 118.50% | -5.58% | -2.59% | -2.99% |
| BOKF | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 51.00 | 51.00 | 0.00% | market | 22.86% | 10.85% | 4.14% | -2.59% | 6.73% |
| CDNS | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 10.74 | 10.74 | 0.00% | market | 16.67% | 250.89% | 4.74% | -2.59% | 7.34% |
| CHDN | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 7.64 | 7.64 | 0.00% | market | 20.00% | 65.28% | -3.76% | -2.59% | -1.17% |
| CHH | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 33.59 | 33.59 | 0.00% | market | 18.33% | 5.41% | 1.69% | -2.59% | 4.28% |
| CMP | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 78.30 | 78.30 | 0.00% | market | 63.49% | 28.16% | -2.42% | -2.59% | 0.17% |
| EAT | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 23.15 | 23.15 | 0.00% | market | 11.11% | 43.33% | -3.43% | -2.59% | -0.83% |
| FBP | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 3.12 | 3.12 | 0.00% | market | 24.74% | 111.92% | 12.72% | -2.59% | 15.31% |
| FFBC | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 16.82 | 16.82 | 0.00% | market | 14.81% | 62.72% | -5.15% | -2.59% | -2.56% |
| GGG | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 14.10 | 14.10 | 0.00% | market | 11.11% | 147.00% | 1.18% | -2.59% | 3.77% |
| IDCC | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 48.00 | 48.00 | 0.00% | market | 39.02% | 22.81% | -8.37% | -2.59% | -5.78% |
| KAI | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 21.00 | 21.00 | 0.00% | market | 28.57% | 57.41% | 0.90% | -2.59% | 3.49% |
| LAD | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 21.89 | 21.89 | 0.00% | market | 29.79% | 254.40% | -10.29% | -2.59% | -7.69% |
| LOGI | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 10.66 | 10.66 | 0.00% | market | 11.11% | 238.70% | -22.71% | -2.59% | -20.11% |
| MKTX | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 28.55 | 28.55 | 0.00% | market | 21.43% | 303.92% | -3.29% | -2.59% | -0.69% |
| NOC | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 57.38 | 57.38 | 0.00% | market | 10.71% | 146.82% | 1.09% | -2.59% | 3.68% |
| NSC | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 73.41 | 73.41 | 0.00% | market | 12.77% | 41.41% | 0.42% | -2.59% | 3.01% |
| ORLY | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 4.96 | 4.96 | 0.00% | market | 10.00% | 267.90% | 2.52% | -2.59% | 5.11% |
| RAMP | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 12.73 | 12.73 | 0.00% | market | 11.76% | 100.00% | 0.21% | -2.59% | 2.81% |
| SAIA | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 9.34 | 9.34 | 0.00% | market | 25.00% | 306.31% | -11.16% | -2.59% | -8.57% |
| SAP | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 61.89 | 61.89 | 0.00% | market | 12.50% | 44.95% | -3.65% | -2.59% | -1.06% |
| SLAB | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 42.95 | 42.95 | 0.00% | market | 18.92% | 47.73% | -2.38% | -2.59% | 0.21% |
| TAL | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 1.70 | 1.70 | 0.00% | market | 15.92% | 260.70% | -3.04% | -2.59% | -0.45% |
| TER | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 14.11 | 14.11 | 0.00% | market | 47.83% | 28.53% | -2.08% | -2.59% | 0.51% |
| TEX | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 16.20 | 16.20 | 0.00% | market | 42.86% | 103.87% | -4.11% | -2.59% | -1.52% |
| TYL | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 29.51 | 29.51 | 0.00% | market | 15.00% | 431.52% | 7.22% | -2.59% | 9.81% |
| WRB | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 10.44 | 10.44 | 0.00% | market | 17.65% | 39.33% | -1.44% | -2.59% | 1.15% |
| ALGN | 2011-10-27 | 2011-10-28 | 2011-11-11 | 1 | 21.49 | 21.49 | 0.00% | market | 42.11% | 213.04% | 7.07% | -1.05% | 8.11% |
| BC | 2011-10-27 | 2011-10-28 | 2011-11-11 | 1 | 19.02 | 19.02 | 0.00% | market | 45.82% | 1640.00% | -9.46% | -1.05% | -8.41% |
| BDC | 2011-10-27 | 2011-10-28 | 2011-11-11 | 1 | 33.36 | 33.36 | 0.00% | market | 12.07% | 39.49% | -0.13% | -1.05% | 0.92% |
| BSBR | 2011-10-27 | 2011-10-28 | 2011-11-11 | 1 | 8.82 | 8.82 | 0.00% | market | 13.04% | 230.97% | -7.02% | -1.05% | -5.97% |
| COLB | 2011-10-27 | 2011-10-28 | 2011-11-11 | 1 | 18.62 | 18.62 | 0.00% | market | 77.78% | 25.69% | -0.21% | -1.05% | 0.84% |
| CRI | 2011-10-27 | 2011-10-28 | 2011-11-11 | 1 | 39.42 | 39.42 | 0.00% | market | 13.56% | 29.85% | -4.97% | -1.05% | -3.92% |
| CYTK | 2011-10-27 | 2011-10-28 | 2011-11-11 | 1 | 6.90 | 6.90 | 0.00% | market | 23.08% | 47.78% | 1.64% | -1.05% | 2.69% |
| EFOR | 2011-10-27 | 2011-10-28 | 2011-11-11 | 1 | 11.72 | 11.72 | 0.00% | market | 16.67% | 532.38% | -6.33% | -1.05% | -5.28% |
| EFSC | 2011-10-27 | 2011-10-28 | 2011-11-11 | 1 | 16.05 | 16.05 | 0.00% | market | 32.43% | 67.35% | -4.09% | -1.05% | -3.04% |
| EVR | 2011-10-27 | 2011-10-28 | 2011-11-11 | 1 | 28.35 | 28.35 | 0.00% | market | 35.29% | 139.38% | -1.05% | -1.05% | -0.01% |
| EXR | 2011-10-27 | 2011-10-28 | 2011-11-11 | 1 | 22.62 | 22.62 | 0.00% | market | 135.71% | 109.09% | 1.14% | -1.05% | 2.18% |
| ICLR | 2011-10-27 | 2011-10-28 | 2011-11-11 | 1 | 17.74 | 17.74 | 0.00% | market | 100.00% | 8309.80% | -3.20% | -1.05% | -2.15% |
| ITGR | 2011-10-27 | 2011-10-28 | 2011-11-11 | 1 | 22.38 | 22.38 | 0.00% | market | 17.14% | 92.68% | -2.83% | -1.05% | -1.78% |
| CMC | 2011-10-28 | 2011-10-31 | 2011-11-14 | 3 | 12.93 | 12.93 | 0.00% | market | 70.00% | 82.35% | 0.83% | -1.34% | 2.16% |
| ALL | 2011-10-31 | 2011-11-01 | 2011-11-15 | 1 | 26.39 | 26.39 | 0.00% | market | 100.00% | 1320.09% | 0.81% | 3.32% | -2.51% |
| AXON | 2011-10-31 | 2011-11-01 | 2011-11-15 | 1 | 4.86 | 4.86 | 0.00% | market | 33.33% | 695.85% | 19.24% | 3.32% | 15.92% |
| CNA | 2011-10-31 | 2011-11-01 | 2011-11-15 | 1 | 26.16 | 26.16 | 0.00% | market | 41.67% | 38.24% | 2.27% | 3.32% | -1.05% |
| CRK | 2011-10-31 | 2011-11-01 | 2011-11-15 | 1 | 82.50 | 82.50 | 0.00% | market | 88.37% | 669.76% | 7.05% | 3.32% | 3.73% |
| HLF | 2011-10-31 | 2011-11-01 | 2011-11-15 | 1 | 27.56 | 27.56 | 0.00% | market | 15.79% | 53.90% | 4.96% | 3.32% | 1.64% |
| AEIS | 2011-11-01 | 2011-11-02 | 2011-11-16 | 1 | 8.55 | 8.55 | 0.00% | market | 10.53% | 129.37% | 7.97% | 0.20% | 7.77% |
| CGNX | 2011-11-01 | 2011-11-02 | 2011-11-16 | 1 | 8.01 | 8.01 | 0.00% | market | 22.22% | 49.25% | 8.01% | 0.20% | 7.81% |
| CVLT | 2011-11-01 | 2011-11-02 | 2011-11-16 | 1 | 45.00 | 45.00 | 0.00% | market | 14.29% | 27.60% | 7.92% | 0.20% | 7.72% |
| GNRC | 2011-11-01 | 2011-11-02 | 2011-11-16 | 1 | 14.37 | 14.37 | 0.00% | market | 19.05% | 148.50% | 8.84% | 0.20% | 8.64% |
| HCA | 2011-11-01 | 2011-11-02 | 2011-11-16 | 1 | 24.05 | 24.05 | 0.00% | market | 39.53% | 287.19% | 6.01% | 0.20% | 5.81% |
| NSP | 2011-11-01 | 2011-11-02 | 2011-11-16 | 1 | 12.97 | 12.97 | 0.00% | market | 30.77% | 411.76% | 1.52% | 0.20% | 1.32% |
| CACI | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 59.23 | 59.23 | 0.00% | market | 27.03% | 86.90% | -8.31% | -2.52% | -5.78% |
| CLX | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 65.11 | 65.11 | 0.00% | market | 11.83% | 47.96% | -0.33% | -2.52% | 2.19% |
| CNP | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 20.01 | 20.01 | 0.00% | market | 27.59% | 45.76% | -3.35% | -2.52% | -0.83% |
| EIG | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 17.61 | 17.61 | 0.00% | market | 100.00% | 20.00% | -5.72% | -2.52% | -3.20% |
| H | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 38.29 | 38.29 | 0.00% | market | 128.57% | 79.25% | -9.53% | -2.52% | -7.01% |
| MA | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 35.54 | 35.54 | 0.00% | market | 16.67% | 207.78% | 1.03% | -2.52% | 3.55% |
| MSCI | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 33.24 | 33.24 | 0.00% | market | 11.36% | 186.73% | -1.42% | -2.52% | 1.10% |
| PAG | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 22.13 | 22.13 | 0.00% | market | 19.05% | 144.16% | -10.22% | -2.52% | -7.70% |
| RGR | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 29.62 | 29.62 | 0.00% | market | 40.00% | 41.07% | -0.81% | -2.52% | 1.71% |
| ADEA | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 3.89 | 3.89 | 0.00% | market | 150.00% | 102.23% | 10.44% | -2.60% | 13.04% |
| AMN | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 5.26 | 5.26 | 0.00% | market | 59.08% | 1288.88% | -10.56% | -2.60% | -7.96% |
| ATRO | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 8.42 | 8.42 | 0.00% | market | 37.50% | 75.76% | 6.79% | -2.60% | 9.38% |
| BR | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 22.54 | 22.54 | 0.00% | market | 50.00% | 473.33% | -2.54% | -2.60% | 0.06% |
| COR | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 39.67 | 39.67 | 0.00% | market | 154.55% | 2684.25% | -6.12% | -2.60% | -3.53% |
| CSV | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 5.99 | 5.99 | 0.00% | market | 11.11% | 450.00% | -4.11% | -2.60% | -1.51% |
| CUBE | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 9.51 | 9.51 | 0.00% | market | 51.90% | 5.56% | 1.79% | -2.60% | 4.39% |
| EL | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 58.49 | 58.49 | 0.00% | market | 20.34% | 45.07% | -3.90% | -2.60% | -1.30% |
| ERIE | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 78.27 | 78.27 | 0.00% | market | 20.78% | 6.45% | -5.94% | -2.60% | -3.34% |
| CORT | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 3.15 | 3.15 | 0.00% | market | 20.00% | 325.00% | 3.71% | -6.09% | 9.80% |
| CQP | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 16.50 | 16.50 | 0.00% | market | 680.00% | 27.59% | -0.52% | -6.09% | 5.57% |
| FN | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 13.48 | 13.48 | 0.00% | market | 11.63% | 45.83% | 3.31% | -6.09% | 9.40% |
| HLIO | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 26.20 | 26.20 | 0.00% | market | 12.82% | 13.64% | -12.77% | -6.09% | -6.68% |
| HTH | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 8.00 | 8.00 | 0.00% | market | 102.00% | 8783.83% | 1.27% | -6.09% | 7.37% |
| LOPE | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 16.80 | 16.80 | 0.00% | market | 25.00% | 320.00% | -11.41% | -6.09% | -5.32% |
| MKL | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 396.47 | 396.47 | 0.00% | market | 17.56% | 103.77% | -2.46% | -6.09% | 3.63% |
| NNN | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 26.90 | 26.90 | 0.00% | market | 69.57% | 5.98% | -1.62% | -6.09% | 4.47% |
| TGS | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 3.15 | 3.15 | 0.00% | market | 40.06% | 31340.50% | -9.62% | -6.09% | -3.53% |
| AAT | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 20.00 | 20.00 | 0.00% | market | 300.00% | 10.34% | -0.85% | -6.67% | 5.82% |
| AER | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 11.30 | 11.30 | 0.00% | market | 13.33% | 178.43% | -13.99% | -6.67% | -7.32% |
| BMA | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 21.14 | 21.14 | 0.00% | market | 13.51% | 2444.48% | -11.41% | -6.67% | -4.74% |
| CPA | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 68.23 | 68.23 | 0.00% | market | 23.03% | 17.24% | -13.25% | -6.67% | -6.58% |
| FCNCA | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 168.09 | 168.09 | 0.00% | market | 10.44% | 334.00% | -5.75% | -6.67% | 0.92% |
| GEL | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 25.86 | 25.86 | 0.00% | market | 12.50% | 40.74% | 0.25% | -6.67% | 6.92% |
| GSAT | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 7.95 | 7.95 | 0.00% | market | 14.29% | 60.17% | -20.85% | -6.67% | -14.18% |
| HCI | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 7.64 | 7.64 | 0.00% | market | 35.00% | 155.01% | 5.27% | -6.67% | 11.94% |
| IHG | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 21.64 | 21.64 | 0.00% | market | 12.24% | 18.55% | -7.49% | -6.67% | -0.82% |
| OLED | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 52.01 | 52.01 | 0.00% | market | 1683.06% | 8.33% | -21.75% | -6.67% | -15.08% |
| ROK | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 72.07 | 72.07 | 0.00% | market | 14.88% | 27.34% | -6.90% | -6.67% | -0.23% |
| TM | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 64.22 | 64.22 | 0.00% | market | 60.98% | 1418.16% | -6.06% | -6.67% | 0.61% |
| TRNO | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 12.19 | 12.19 | 0.00% | market | 72.73% | 693.33% | -6.25% | -6.67% | 0.42% |
| TTWO | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 15.00 | 15.00 | 0.00% | market | 17.54% | 109.58% | -11.63% | -6.67% | -4.96% |
| VCEL | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 54.20 | 54.20 | 0.00% | market | 75.19% | 93.20% | -20.03% | -6.67% | -13.36% |
| ANIP | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 90.72 | 90.72 | 0.00% | market | 15.29% | 128.24% | -12.00% | -6.77% | -5.23% |
| ATO | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 34.96 | 34.96 | 0.00% | market | 110.53% | 1871.83% | -7.19% | -6.77% | -0.42% |
| CSCO | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 18.69 | 18.69 | 0.00% | market | 10.26% | 58.14% | -6.47% | -6.77% | 0.30% |
| DXC | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 13.60 | 13.60 | 0.00% | market | 25.00% | 84.71% | -16.32% | -6.77% | -9.55% |
| EFXT | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 11.29 | 11.29 | 0.00% | market | 29.41% | 45.97% | -1.96% | -6.77% | 4.81% |
| IPAR | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 19.74 | 19.74 | 0.00% | market | 25.93% | 67.09% | -27.15% | -6.77% | -20.38% |
| SBLK | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 102.00 | 102.00 | 0.00% | market | 73.31% | 97.71% | -10.39% | -6.77% | -3.62% |
| UGP | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 9.09 | 9.09 | 0.00% | market | 26.22% | 89.31% | -11.21% | -6.77% | -4.44% |
| HII | 2011-11-10 | 2011-11-11 | 2011-11-28 | 1 | 31.15 | 31.15 | 0.00% | market | 23.53% | 207.35% | -1.77% | -4.86% | 3.09% |
| NOVT | 2011-11-10 | 2011-11-11 | 2011-11-28 | 1 | 9.11 | 9.11 | 0.00% | market | 13.04% | 26.92% | 18.78% | -4.86% | 23.64% |
| VIV | 2011-11-10 | 2011-11-11 | 2011-11-28 | 1 | 27.51 | 27.51 | 0.00% | market | 20.00% | 16.32% | -5.41% | -4.86% | -0.54% |
| DDS | 2011-11-11 | 2011-11-14 | 2011-11-29 | 3 | 48.79 | 48.79 | 0.00% | market | 50.00% | 300.00% | -5.22% | -4.87% | -0.36% |
| TCOM | 2011-11-13 | 2011-11-14 | 2011-11-29 | 1 | 14.93 | 14.93 | 0.00% | market | 561.90% | 896.73% | -12.49% | -4.87% | -7.63% |
| EDN | 2011-11-14 | 2011-11-15 | 2011-11-30 | 1 | 7.09 | 7.09 | 0.00% | market | 37.50% | 8884.78% | -9.13% | -0.14% | -8.98% |
| NOAH | 2011-11-14 | 2011-11-15 | 2011-11-30 | 1 | 6.95 | 6.95 | 0.00% | market | 22.22% | 1023.74% | 20.48% | -0.14% | 20.62% |
| SLS | 2011-11-14 | 2011-11-15 | 2011-11-30 | 1 | 21,600.00 | 21,600.00 | 0.00% | market | 18.75% | 15.38% | -16.77% | -0.14% | -16.62% |
| DKS | 2011-11-15 | 2011-11-16 | 2011-12-01 | 1 | 41.52 | 41.52 | 0.00% | market | 23.08% | 82.81% | -6.12% | 0.13% | -6.25% |
| AMAT | 2011-11-16 | 2011-11-17 | 2011-12-02 | 1 | 12.03 | 12.03 | 0.00% | market | 10.53% | 335.15% | -10.08% | 0.82% | -10.89% |
| NTES | 2011-11-16 | 2011-11-17 | 2011-12-02 | 1 | 9.52 | 9.52 | 0.00% | market | 11.11% | 1586.52% | -2.41% | 0.82% | -3.23% |
| TGT | 2011-11-16 | 2011-11-17 | 2011-12-02 | 1 | 53.39 | 53.39 | 0.00% | market | 10.81% | 74.98% | -1.06% | 0.82% | -1.87% |
| CRM | 2011-11-17 | 2011-11-18 | 2011-12-05 | 1 | 29.86 | 29.86 | 0.00% | market | 12.50% | 578.84% | 4.56% | 3.04% | 1.52% |
| DCI | 2011-11-17 | 2011-11-18 | 2011-12-05 | 1 | 32.95 | 32.95 | 0.00% | market | 15.38% | 17.78% | 3.12% | 3.04% | 0.08% |
| INTU | 2011-11-17 | 2011-11-18 | 2011-12-05 | 1 | 51.51 | 51.51 | 0.00% | market | 16.67% | 354.33% | 5.82% | 3.04% | 2.78% |
| TDG | 2011-11-17 | 2011-11-18 | 2011-12-05 | 1 | 93.18 | 93.18 | 0.00% | market | 16.94% | 35.35% | 3.81% | 3.04% | 0.77% |
| DY | 2011-11-21 | 2011-11-22 | 2011-12-07 | 1 | 18.69 | 18.69 | 0.00% | market | 10.00% | 26.62% | 9.80% | 6.14% | 3.66% |
| XYL | 2011-11-21 | 2011-11-22 | 2011-12-07 | 1 | 25.02 | 25.02 | 0.00% | market | 44.83% | 34.59% | -1.90% | 6.14% | -8.04% |
| FRO | 2011-11-22 | 2011-11-23 | 2011-12-08 | 1 | 14.20 | 14.20 | 0.00% | market | 23.59% | 116.14% | 17.86% | 4.98% | 12.88% |
| GCO | 2011-11-22 | 2011-11-23 | 2011-12-08 | 1 | 57.72 | 57.72 | 0.00% | market | 26.04% | 67.77% | 0.39% | 4.98% | -4.59% |
| SIG | 2011-11-22 | 2011-11-23 | 2011-12-08 | 1 | 43.15 | 43.15 | 0.00% | market | 42.86% | 20.00% | 2.19% | 4.98% | -2.79% |
| DE | 2011-11-23 | 2011-11-25 | 2011-12-09 | 2 | 74.64 | 74.64 | 0.00% | market | 13.29% | 8.40% | 4.86% | 8.31% | -3.45% |
| CPRT | 2011-11-28 | 2011-11-29 | 2011-12-13 | 1 | 2.71 | 2.71 | 0.00% | market | 14.29% | 187.50% | 4.33% | 2.50% | 1.83% |
| TD | 2011-12-01 | 2011-12-02 | 2011-12-16 | 1 | 35.79 | 35.79 | 0.00% | market | 15.58% | 93.35% | -2.31% | -3.59% | 1.28% |
| ULTA | 2011-12-01 | 2011-12-02 | 2011-12-16 | 1 | 70.48 | 70.48 | 0.00% | market | 10.53% | 629.10% | -5.02% | -3.59% | -1.43% |
| AVAV | 2011-12-06 | 2011-12-07 | 2011-12-21 | 1 | 33.00 | 33.00 | 0.00% | market | 50.00% | 20.74% | -3.62% | -1.33% | -2.29% |
| OXM | 2011-12-06 | 2011-12-07 | 2011-12-21 | 1 | 38.01 | 38.01 | 0.00% | market | 14.29% | 658.36% | 15.84% | -1.33% | 17.17% |
| TOL | 2011-12-06 | 2011-12-07 | 2011-12-21 | 1 | 21.09 | 21.09 | 0.00% | market | 80.00% | 578.76% | -2.04% | -1.33% | -0.72% |
| TTC | 2011-12-06 | 2011-12-07 | 2011-12-21 | 1 | 14.13 | 14.13 | 0.00% | market | 77.78% | 1150.00% | 8.75% | -1.33% | 10.07% |
| BRT | 2011-12-12 | 2011-12-13 | 2011-12-28 | 1 | 6.25 | 6.25 | 0.00% | market | 116.67% | 130.77% | 0.86% | -0.02% | 0.88% |
| ADBE | 2011-12-15 | 2011-12-16 | 2012-01-03 | 1 | 27.73 | 27.73 | 0.00% | market | 11.67% | 141.12% | 2.93% | 4.31% | -1.38% |
| UNF | 2012-01-04 | 2012-01-05 | 2012-01-20 | 1 | 59.59 | 59.59 | 0.00% | market | 20.37% | 42.31% | 2.17% | 3.89% | -1.72% |
| CMC | 2012-01-06 | 2012-01-09 | 2012-01-24 | 3 | 16.48 | 16.48 | 0.00% | market | 25.00% | 55.00% | -20.18% | 2.70% | -22.89% |
| GBX | 2012-01-06 | 2012-01-09 | 2012-01-24 | 3 | 25.89 | 25.89 | 0.00% | market | 33.33% | 45.83% | -11.92% | 2.70% | -14.62% |
| AYI | 2012-01-09 | 2012-01-10 | 2012-01-25 | 1 | 54.95 | 54.95 | 0.00% | market | 10.45% | 164.86% | 6.09% | 2.45% | 3.64% |
| EDU | 2012-01-17 | 2012-01-18 | 2012-02-01 | 1 | 22.24 | 22.24 | 0.00% | market | 18.48% | 6248.65% | 9.12% | 2.44% | 6.67% |
| GS | 2012-01-18 | 2012-01-19 | 2012-02-02 | 1 | 106.25 | 106.25 | 0.00% | market | 48.39% | 68.80% | 6.62% | 1.11% | 5.51% |
| WTFC | 2012-01-18 | 2012-01-19 | 2012-02-02 | 1 | 31.95 | 31.95 | 0.00% | market | 10.81% | 182.93% | -3.07% | 1.11% | -4.19% |
| ISRG | 2012-01-19 | 2012-01-20 | 2012-02-03 | 1 | 49.44 | 49.44 | 0.00% | market | 13.51% | 114.25% | 10.48% | 2.51% | 7.96% |
| MS | 2012-01-19 | 2012-01-20 | 2012-02-03 | 1 | 17.90 | 17.90 | 0.00% | market | 75.44% | 930.94% | 13.36% | 2.51% | 10.85% |
| PGR | 2012-01-19 | 2012-01-20 | 2012-02-03 | 1 | 20.68 | 20.68 | 0.00% | market | 11.43% | 249.91% | 3.14% | 2.51% | 0.63% |
| UNH | 2012-01-19 | 2012-01-20 | 2012-02-03 | 1 | 52.34 | 52.34 | 0.00% | market | 12.50% | 207.40% | -2.07% | 2.51% | -4.58% |
| TXN | 2012-01-23 | 2012-01-24 | 2012-02-07 | 1 | 33.34 | 33.34 | 0.00% | market | 23.08% | 134.62% | 0.17% | 3.05% | -2.88% |
| AAPL | 2012-01-24 | 2012-01-25 | 2012-02-08 | 1 | 16.23 | 16.23 | 0.00% | market | 38.89% | 106.00% | 4.77% | 2.99% | 1.77% |
| DGX | 2012-01-24 | 2012-01-25 | 2012-02-08 | 1 | 60.13 | 60.13 | 0.00% | market | 16.04% | 10.94% | -3.41% | 2.99% | -6.40% |
| MRCY | 2012-01-24 | 2012-01-25 | 2012-02-08 | 1 | 13.82 | 13.82 | 0.00% | market | 16.00% | 6.90% | 5.69% | 2.99% | 2.69% |
| MTG | 2012-01-24 | 2012-01-25 | 2012-02-08 | 1 | 4.04 | 4.04 | 0.00% | market | 18.29% | 158.83% | 9.55% | 2.99% | 6.56% |
| RF | 2012-01-24 | 2012-01-25 | 2012-02-08 | 1 | 5.21 | 5.21 | 0.00% | market | 50.00% | 309.50% | 5.85% | 2.99% | 2.86% |
| STLD | 2012-01-24 | 2012-01-25 | 2012-02-08 | 1 | 15.98 | 15.98 | 0.00% | market | 27.27% | 464.32% | -0.73% | 2.99% | -3.72% |
| BA | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 75.84 | 75.84 | 0.00% | market | 29.70% | 143.52% | -0.02% | 1.66% | -1.68% |
| FFBC | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 17.94 | 17.94 | 0.00% | market | 10.71% | 62.72% | -2.72% | 1.66% | -4.38% |
| HXL | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 25.67 | 25.67 | 0.00% | market | 10.00% | 135.95% | 3.83% | 1.66% | 2.17% |
| MEOH | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 28.24 | 28.24 | 0.00% | market | 21.43% | 26.02% | 5.35% | 1.66% | 3.69% |
| NFLX | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 1.63 | 1.63 | 0.00% | market | 25.00% | 203.91% | 9.10% | 1.66% | 7.44% |
| SLAB | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 47.00 | 47.00 | 0.00% | market | 13.95% | 32.65% | -2.48% | 1.66% | -4.14% |
| TCBI | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 32.67 | 32.67 | 0.00% | market | 11.67% | 97.01% | 0.14% | 1.66% | -1.51% |
| TER | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 17.25 | 17.25 | 0.00% | market | 45.45% | 173.12% | -2.82% | 1.66% | -4.48% |
| TXT | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 24.56 | 24.56 | 0.00% | market | 44.12% | 38.80% | 9.79% | 1.66% | 8.13% |
| URI | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 37.83 | 37.83 | 0.00% | market | 32.26% | 269.12% | 7.65% | 1.66% | 5.99% |
| ADEA | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 4.63 | 4.63 | 0.00% | market | 62.50% | 133.34% | 8.11% | 2.38% | 5.73% |
| APTV | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 20.33 | 20.33 | 0.00% | market | 57.14% | 14.46% | 11.32% | 2.38% | 8.95% |
| BC | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 20.92 | 20.92 | 0.00% | market | 17.50% | 363.64% | 9.56% | 2.38% | 7.18% |
| CAT | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 110.53 | 110.53 | 0.00% | market | 34.10% | 21.84% | 1.00% | 2.38% | -1.37% |
| COLB | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 21.00 | 21.00 | 0.00% | market | 19.35% | 63.06% | 0.47% | 2.38% | -1.91% |
| CRS | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 54.88 | 54.88 | 0.00% | market | 11.76% | 56.14% | -2.74% | 2.38% | -5.12% |
| FICO | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 37.98 | 37.98 | 0.00% | market | 30.65% | 71.60% | 1.43% | 2.38% | -0.95% |
| LMT | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 82.00 | 82.00 | 0.00% | market | 10.31% | 102.66% | 6.62% | 2.38% | 4.24% |
| NUE | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 43.31 | 43.31 | 0.00% | market | 32.14% | 730.70% | 2.58% | 2.38% | 0.20% |
| OMCL | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 16.45 | 16.45 | 0.00% | market | 18.75% | 113.53% | -1.19% | 2.38% | -3.57% |
| RMD | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 29.04 | 29.04 | 0.00% | market | 15.79% | 98.73% | 2.28% | 2.38% | -0.10% |
| TDY | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 56.15 | 56.15 | 0.00% | market | 15.12% | 92.93% | 6.28% | 2.38% | 3.90% |
| AEP | 2012-01-27 | 2012-01-30 | 2012-02-13 | 3 | 39.88 | 39.88 | 0.00% | market | 60.00% | 82.25% | -0.53% | 3.72% | -4.24% |
| DHI | 2012-01-27 | 2012-01-30 | 2012-02-13 | 3 | 14.23 | 14.23 | 0.00% | market | 106.23% | 788.89% | 3.41% | 3.72% | -0.30% |
| ALGN | 2012-01-30 | 2012-01-31 | 2012-02-14 | 1 | 24.08 | 24.08 | 0.00% | market | 27.27% | 201.86% | 9.83% | 2.40% | 7.42% |
| FIBK | 2012-01-30 | 2012-01-31 | 2012-02-14 | 1 | 13.90 | 13.90 | 0.00% | market | 11.54% | 144.83% | 3.43% | 2.40% | 1.02% |
| ICUI | 2012-01-30 | 2012-01-31 | 2012-02-14 | 1 | 44.00 | 44.00 | 0.00% | market | 12.90% | 209.52% | 4.79% | 2.40% | 2.39% |
| RYAAY | 2012-01-30 | 2012-01-31 | 2012-02-14 | 1 | 13.75 | 13.75 | 0.00% | market | 133.33% | 1428.54% | 1.65% | 2.40% | -0.76% |
| AJG | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 33.86 | 33.86 | 0.00% | market | 18.18% | 313.29% | 2.38% | 1.72% | 0.66% |
| AMZN | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 8.69 | 8.69 | 0.00% | market | 127.01% | 1076.00% | 6.00% | 1.72% | 4.28% |
| BSBR | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 9.00 | 9.00 | 0.00% | market | 26.32% | 258.55% | 12.68% | 1.72% | 10.96% |
| FTNT | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 5.02 | 5.02 | 0.00% | market | 14.94% | 157.48% | 2.69% | 1.72% | 0.97% |
| GABC | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 13.74 | 13.74 | 0.00% | market | 11.54% | 55.17% | 4.49% | 1.72% | 2.77% |
| KLIC | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 10.96 | 10.96 | 0.00% | market | 175.00% | 36.36% | 2.00% | 1.72% | 0.28% |
| MANH | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 11.25 | 11.25 | 0.00% | market | 25.00% | 126.67% | 2.72% | 1.72% | 1.01% |
| OSK | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 24.50 | 24.50 | 0.00% | market | 24.24% | 265.85% | -3.45% | 1.72% | -5.16% |
| PCAR | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 30.12 | 30.12 | 0.00% | market | 15.09% | 80.50% | -1.96% | 1.72% | -3.68% |
| SAIA | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 10.13 | 10.13 | 0.00% | market | 11.11% | 712.63% | 8.33% | 1.72% | 6.61% |
| SPGI | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 46.32 | 46.32 | 0.00% | market | 10.53% | 236.62% | -1.72% | 1.72% | -3.44% |
| TOWN | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 12.90 | 12.90 | 0.00% | market | 15.79% | 100.00% | 1.84% | 1.72% | 0.12% |
| AFG | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 38.00 | 38.00 | 0.00% | market | 10.42% | 106.43% | -0.99% | 2.50% | -3.50% |
| AIZ | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 41.69 | 41.69 | 0.00% | market | 21.32% | 29.17% | 5.25% | 2.50% | 2.75% |
| ALL | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 30.54 | 30.54 | 0.00% | market | 55.79% | 53.52% | 1.83% | 2.50% | -0.67% |
| CACI | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 59.78 | 59.78 | 0.00% | market | 16.15% | 74.52% | -0.74% | 2.50% | -3.24% |
| CBT | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 38.07 | 38.07 | 0.00% | market | 14.55% | 53.97% | 7.52% | 2.50% | 5.02% |
| CDNS | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 11.21 | 11.21 | 0.00% | market | 13.33% | 188.97% | 7.21% | 2.50% | 4.71% |
| ENTG | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 9.50 | 9.50 | 0.00% | market | 23.08% | 193.01% | 0.11% | 2.50% | -2.39% |
| EPD | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 25.21 | 25.21 | 0.00% | market | 46.43% | 17.71% | 3.11% | 2.50% | 0.61% |
| EXPO | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 11.49 | 11.49 | 0.00% | market | 27.27% | 154.29% | 5.73% | 2.50% | 3.23% |
| MAN | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 45.88 | 45.88 | 0.00% | market | 12.64% | 38.66% | -1.54% | 2.50% | -4.04% |
| MKSI | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 34.99 | 34.99 | 0.00% | market | 58.33% | 185.13% | -8.93% | 2.50% | -11.43% |
| NOC | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 58.24 | 58.24 | 0.00% | market | 25.15% | 119.65% | 2.37% | 2.50% | -0.13% |
| OTEX | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 14.75 | 14.75 | 0.00% | market | 12.90% | 65.71% | 3.29% | 2.50% | 0.79% |
| VIAV | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 7.72 | 7.72 | 0.00% | market | 50.00% | 5.33% | 8.01% | 2.50% | 5.50% |
| ACLS | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 7.56 | 7.56 | 0.00% | market | 75.00% | 975.00% | -5.39% | 1.80% | -7.19% |
| ALKS | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 19.53 | 19.53 | 0.00% | market | 47.62% | 54.55% | -5.99% | 1.80% | -7.79% |
| BFH | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 90.88 | 90.88 | 0.00% | market | 14.09% | 90.32% | 4.88% | 1.80% | 3.09% |
| BHE | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 18.49 | 18.49 | 0.00% | market | 112.50% | 82.35% | -4.43% | 1.80% | -6.23% |
| BKH | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 34.80 | 34.80 | 0.00% | market | 10.71% | 167.97% | -1.71% | 1.80% | -3.51% |
| CMI | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 115.46 | 115.46 | 0.00% | market | 14.80% | 39.24% | 5.62% | 1.80% | 3.83% |
| CX | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 6.36 | 6.36 | 0.00% | market | 26.67% | 163.64% | 5.72% | 1.80% | 3.92% |
| EVR | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 29.50 | 29.50 | 0.00% | market | 14.29% | 244.11% | -2.61% | 1.80% | -4.41% |
| EXP | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 31.93 | 31.93 | 0.00% | market | 53.85% | 770.00% | 3.38% | 1.80% | 1.58% |
| MTX | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 33.00 | 33.00 | 0.00% | market | 17.78% | 109.43% | 0.81% | 1.80% | -0.99% |
| NVO | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 12.71 | 12.71 | 0.00% | market | 15.38% | 7333.15% | 8.55% | 1.80% | 6.76% |
| ODFL | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 9.72 | 9.72 | 0.00% | market | 19.23% | 68.71% | 1.55% | 1.80% | -0.25% |
| RCL | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 29.12 | 29.12 | 0.00% | market | 13.33% | 551.76% | 5.70% | 1.80% | 3.91% |
| SBH | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 22.01 | 22.01 | 0.00% | market | 11.54% | 68.97% | 7.21% | 1.80% | 5.42% |
| SIGI | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 19.00 | 19.00 | 0.00% | market | 10.00% | 183.51% | -5.15% | 1.80% | -6.95% |
| TRMB | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 26.00 | 26.00 | 0.00% | market | 12.50% | 71.38% | -0.74% | 1.80% | -2.54% |
| BRO | 2012-02-03 | 2012-02-06 | 2012-02-21 | 3 | 12.03 | 12.03 | 0.00% | market | 18.18% | 181.85% | -0.18% | 1.86% | -2.04% |
| CCU | 2012-02-03 | 2012-02-06 | 2012-02-21 | 3 | 27.90 | 27.90 | 0.00% | market | 12.00% | 37671.35% | -1.21% | 1.86% | -3.07% |
| CLX | 2012-02-03 | 2012-02-06 | 2012-02-21 | 3 | 69.56 | 69.56 | 0.00% | market | 16.18% | 94.79% | -2.76% | 1.86% | -4.62% |
| CRVL | 2012-02-04 | 2012-02-06 | 2012-02-21 | 2 | 8.44 | 8.44 | 0.00% | market | 145.33% | 457.07% | -3.42% | 1.86% | -5.28% |
| TSN | 2012-02-03 | 2012-02-06 | 2012-02-21 | 3 | 19.19 | 19.19 | 0.00% | market | 27.27% | 287.00% | -2.18% | 1.86% | -4.04% |
| WY | 2012-02-03 | 2012-02-06 | 2012-02-21 | 3 | 21.03 | 21.03 | 0.00% | market | 133.33% | 128.57% | -1.48% | 1.86% | -3.34% |
| ATRO | 2012-02-06 | 2012-02-07 | 2012-02-22 | 1 | 9.24 | 9.24 | 0.00% | market | 32.00% | 75.76% | -5.19% | 1.39% | -6.57% |
| BAP | 2012-02-06 | 2012-02-07 | 2012-02-22 | 1 | 116.32 | 116.32 | 0.00% | market | 12.32% | 392.34% | 5.64% | 1.39% | 4.26% |
| CRK | 2012-02-06 | 2012-02-07 | 2012-02-22 | 1 | 62.15 | 62.15 | 0.00% | market | 44.44% | 181.39% | 18.40% | 1.39% | 17.02% |
| FN | 2012-02-06 | 2012-02-07 | 2012-02-22 | 1 | 18.76 | 18.76 | 0.00% | market | 156.25% | 288.89% | -3.51% | 1.39% | -4.90% |
| G | 2012-02-06 | 2012-02-07 | 2012-02-22 | 1 | 15.88 | 15.88 | 0.00% | market | 33.33% | 25.21% | -1.36% | 1.39% | -2.75% |
| HCA | 2012-02-06 | 2012-02-07 | 2012-02-22 | 1 | 28.48 | 28.48 | 0.00% | market | 23.68% | 147.14% | -10.21% | 1.39% | -11.60% |
| RRX | 2012-02-06 | 2012-02-07 | 2012-02-22 | 1 | 62.53 | 62.53 | 0.00% | market | 32.86% | 53.47% | 11.33% | 1.39% | 9.95% |
| WNC | 2012-02-06 | 2012-02-07 | 2012-02-22 | 1 | 9.61 | 9.61 | 0.00% | market | 22.22% | 245.45% | 9.79% | 1.39% | 8.40% |
| AXS | 2012-02-07 | 2012-02-08 | 2012-02-23 | 1 | 32.61 | 32.61 | 0.00% | market | 15.22% | 165.78% | -1.39% | 1.31% | -2.70% |
| HIG | 2012-02-07 | 2012-02-08 | 2012-02-23 | 1 | 19.40 | 19.40 | 0.00% | market | 30.19% | 80.45% | 6.09% | 1.31% | 4.77% |
| ILMN | 2012-02-07 | 2012-02-08 | 2012-02-23 | 1 | 50.57 | 50.57 | 0.00% | market | 12.90% | 271.57% | -1.52% | 1.31% | -2.84% |
| LGND | 2012-02-07 | 2012-02-08 | 2012-02-23 | 1 | 8.75 | 8.75 | 0.00% | market | 242.86% | 329.17% | 5.61% | 1.31% | 4.30% |
| NJR | 2012-02-07 | 2012-02-08 | 2012-02-23 | 1 | 24.48 | 24.48 | 0.00% | market | 48.65% | 40.00% | -2.51% | 1.31% | -3.82% |
| TDG | 2012-02-07 | 2012-02-08 | 2012-02-23 | 1 | 114.97 | 114.97 | 0.00% | market | 13.60% | 38.21% | 1.73% | 1.31% | 0.41% |
| AKAM | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 38.92 | 38.92 | 0.00% | market | 12.50% | 126.46% | -4.49% | 1.12% | -5.62% |
| DXC | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 15.63 | 15.63 | 0.00% | market | 136.84% | 16.30% | 1.90% | 1.12% | 0.78% |
| ENS | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 33.13 | 33.13 | 0.00% | market | 15.94% | 64.58% | 1.65% | 1.12% | 0.53% |
| FMC | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 41.16 | 41.16 | 0.00% | market | 14.49% | 105.37% | 3.67% | 1.12% | 2.54% |
| HOPE | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 10.64 | 10.64 | 0.00% | market | 26.67% | 89.47% | -1.79% | 1.12% | -2.91% |
| KIM | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 18.88 | 18.88 | 0.00% | market | 37.50% | 40.10% | -1.05% | 1.12% | -2.18% |
| ON | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 9.70 | 9.70 | 0.00% | market | 116.67% | 202.25% | -7.73% | 1.12% | -8.85% |
| PRU | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 60.83 | 60.83 | 0.00% | market | 11.93% | 40.90% | 0.33% | 1.12% | -0.80% |
| THG | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 38.31 | 38.31 | 0.00% | market | 25.00% | 74.43% | 6.27% | 1.12% | 5.15% |
| UHAL | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 11.10 | 11.10 | 0.00% | market | 89.66% | 360.00% | -4.17% | 1.12% | -5.29% |
| MFC | 2012-02-09 | 2012-02-10 | 2012-02-27 | 1 | 11.73 | 11.73 | 0.00% | market | 37.50% | 1689.36% | 5.61% | 2.24% | 3.38% |
| MLCO | 2012-02-09 | 2012-02-10 | 2012-02-27 | 1 | 9.16 | 9.16 | 0.00% | market | 25.00% | 17.40% | 6.89% | 2.24% | 4.65% |
| MPWR | 2012-02-09 | 2012-02-10 | 2012-02-27 | 1 | 16.42 | 16.42 | 0.00% | market | 36.36% | 459.85% | 19.08% | 2.24% | 16.85% |
| RSG | 2012-02-09 | 2012-02-10 | 2012-02-27 | 1 | 29.90 | 29.90 | 0.00% | market | 17.78% | 59.65% | -0.43% | 2.24% | -2.67% |
| SQNS | 2012-02-09 | 2012-02-10 | 2012-02-27 | 1 | 286.00 | 286.00 | 0.00% | market | 30.43% | 41.67% | 11.09% | 2.24% | 8.85% |
| CRL | 2012-02-13 | 2012-02-14 | 2012-02-29 | 1 | 35.41 | 35.41 | 0.00% | market | 23.21% | 100.21% | -0.89% | 1.50% | -2.39% |
| LCII | 2012-02-13 | 2012-02-14 | 2012-02-29 | 1 | 28.58 | 28.58 | 0.00% | market | 50.00% | 553.33% | -4.23% | 1.50% | -5.73% |
| UCTT | 2012-02-13 | 2012-02-14 | 2012-02-29 | 1 | 9.28 | 9.28 | 0.00% | market | 118.18% | 120.00% | -12.06% | 1.50% | -13.56% |
| ABG | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 26.60 | 26.60 | 0.00% | market | 25.58% | 256.49% | -0.44% | 1.55% | -1.99% |
| ACGL | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 12.69 | 12.69 | 0.00% | market | 47.62% | 545.51% | -1.36% | 1.55% | -2.91% |
| CPRI | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 43.47 | 43.47 | 0.00% | market | 144.44% | 163.64% | 5.10% | 1.55% | 3.55% |
| EFOR | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 13.78 | 13.78 | 0.00% | market | 25.00% | 564.00% | 4.11% | 1.55% | 2.56% |
| GNRC | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 17.00 | 17.00 | 0.00% | market | 22.58% | 145.23% | -3.49% | 1.55% | -5.04% |
| NSP | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 15.50 | 15.50 | 0.00% | market | 16.67% | 314.29% | -3.00% | 1.55% | -4.55% |
| RUSHA | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 10.48 | 10.48 | 0.00% | market | 22.22% | 10.82% | -0.48% | 1.55% | -2.03% |
| SKT | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 29.07 | 29.07 | 0.00% | market | 147.06% | 25.44% | 1.59% | 1.55% | 0.04% |
| CMCSA | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 14.36 | 14.36 | 0.00% | market | 14.29% | 145.12% | 1.71% | 2.04% | -0.33% |
| CNMD | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 29.94 | 29.94 | 0.00% | market | 15.00% | 16.67% | -3.11% | 2.04% | -5.14% |
| NVMI | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 8.60 | 8.60 | 0.00% | market | 350.00% | 211.11% | -11.73% | 2.04% | -13.76% |
| PAG | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 23.75 | 23.75 | 0.00% | market | 17.50% | 159.74% | 3.10% | 2.04% | 1.06% |
| SBLK | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 71.25 | 71.25 | 0.00% | market | 15.73% | 98.86% | -0.10% | 2.04% | -2.14% |
| SLF | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 20.25 | 20.25 | 0.00% | market | 17.39% | 391.40% | 9.53% | 2.04% | 7.49% |
| TIMB | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 28.13 | 28.13 | 0.00% | market | 16.28% | 45.70% | 8.01% | 2.04% | 5.97% |
| WSO | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 72.15 | 72.15 | 0.00% | market | 11.43% | 124.53% | -0.70% | 2.04% | -2.73% |
| AAP | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 86.45 | 86.45 | 0.00% | market | 20.00% | 31.11% | 0.35% | 0.17% | 0.18% |
| BLDR | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 3.12 | 3.12 | 0.00% | market | 16.67% | 324.02% | 1.50% | 0.17% | 1.33% |
| DUK | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 63.75 | 63.75 | 0.00% | market | 12.50% | 67.46% | -0.85% | 0.17% | -1.02% |
| EOG | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 59.54 | 59.54 | 0.00% | market | 29.55% | 75.47% | -5.04% | 0.17% | -5.21% |
| GGAL | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 7.28 | 7.28 | 0.00% | market | 29.41% | 2149.53% | -4.36% | 0.17% | -4.53% |
| NWE | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 35.66 | 35.66 | 0.00% | market | 27.40% | 25.40% | -2.26% | 0.17% | -2.43% |
| ROG | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 41.04 | 41.04 | 0.00% | market | 50.00% | 209.52% | -12.60% | 0.17% | -12.77% |
| RS | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 56.25 | 56.25 | 0.00% | market | 16.67% | 286.67% | -4.37% | 0.17% | -4.54% |
| VIV | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 29.33 | 29.33 | 0.00% | market | 18.03% | 16.32% | 0.79% | 0.17% | 0.62% |
| VMC | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 48.00 | 48.00 | 0.00% | market | 48.65% | 285.90% | -8.83% | 0.17% | -9.00% |
| WBD | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 23.48 | 23.48 | 0.00% | market | 26.47% | 49.79% | 5.35% | 0.17% | 5.18% |
| AMAT | 2012-02-17 | 2012-02-21 | 2012-03-06 | 4 | 13.01 | 13.01 | 0.00% | market | 50.00% | 407.67% | -7.79% | -1.45% | -6.34% |
| AVNT | 2012-02-17 | 2012-02-21 | 2012-03-06 | 4 | 14.83 | 14.83 | 0.00% | market | 28.57% | 244.44% | -14.60% | -1.45% | -13.15% |
| EEFT | 2012-02-20 | 2012-02-21 | 2012-03-06 | 1 | 20.39 | 20.39 | 0.00% | market | 12.20% | 58.70% | -12.90% | -1.45% | -11.45% |
| ENB | 2012-02-17 | 2012-02-21 | 2012-03-06 | 4 | 38.03 | 38.03 | 0.00% | market | 13.08% | 65.46% | -0.73% | -1.45% | 0.72% |
| TCOM | 2012-02-20 | 2012-02-21 | 2012-03-06 | 1 | 11.38 | 11.38 | 0.00% | market | 1033.21% | 560.27% | 11.85% | -1.45% | 13.30% |
| DORM | 2012-02-21 | 2012-02-22 | 2012-03-07 | 1 | 22.83 | 22.83 | 0.00% | market | 15.79% | 150.00% | -3.74% | -0.42% | -3.32% |
| EXR | 2012-02-21 | 2012-02-22 | 2012-03-07 | 1 | 27.40 | 27.40 | 0.00% | market | 133.33% | 97.14% | -2.98% | -0.42% | -2.56% |
| HD | 2012-02-21 | 2012-02-22 | 2012-03-07 | 1 | 46.80 | 46.80 | 0.00% | market | 19.05% | 336.78% | 1.16% | -0.42% | 1.58% |
| HLF | 2012-02-21 | 2012-02-22 | 2012-03-07 | 1 | 32.07 | 32.07 | 0.00% | market | 19.44% | 57.48% | 2.68% | -0.42% | 3.09% |
| LOPE | 2012-02-21 | 2012-02-22 | 2012-03-07 | 1 | 17.87 | 17.87 | 0.00% | market | 21.43% | 270.59% | -5.53% | -0.42% | -5.11% |
| AER | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 12.90 | 12.90 | 0.00% | market | 18.75% | 149.12% | -7.00% | 0.79% | -7.79% |
| CNK | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 20.94 | 20.94 | 0.00% | market | 27.78% | 9.82% | 3.20% | 0.79% | 2.40% |
| CNO | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 7.57 | 7.57 | 0.00% | market | 15.79% | 82.87% | -0.36% | 0.79% | -1.16% |
| FOR | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 16.38 | 16.38 | 0.00% | market | 342.86% | 1223.53% | -4.37% | 0.79% | -5.17% |
| LAD | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 23.41 | 23.41 | 0.00% | market | 28.95% | 341.19% | 5.07% | 0.79% | 4.27% |
| LAMR | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 34.13 | 34.13 | 0.00% | market | 1201.12% | 1071.43% | -8.13% | 0.79% | -8.92% |
| RGR | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 42.09 | 42.09 | 0.00% | market | 17.39% | 46.30% | -4.85% | 0.79% | -5.65% |
| TRNO | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 14.10 | 14.10 | 0.00% | market | 66.67% | 990.00% | -1.73% | 0.79% | -2.53% |
| AIG | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 29.82 | 29.82 | 0.00% | market | 30.16% | 29.02% | -5.36% | 0.47% | -5.83% |
| AMT | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 64.02 | 64.02 | 0.00% | market | 70.00% | 67.35% | -2.91% | 0.47% | -3.38% |
| AROC | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 8.52 | 8.52 | 0.00% | market | 69.57% | 204.76% | -1.16% | 0.47% | -1.62% |
| ASR | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 68.31 | 68.31 | 0.00% | market | 24.99% | 30256.21% | 2.20% | 0.47% | 1.73% |
| COR | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 37.38 | 37.38 | 0.00% | market | 133.24% | 171.19% | 1.18% | 0.47% | 0.72% |
| CROX | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 18.61 | 18.61 | 0.00% | market | 44.82% | 325.00% | 0.17% | 0.47% | -0.30% |
| CUBE | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 10.86 | 10.86 | 0.00% | market | 377.66% | 11.76% | 6.07% | 0.47% | 5.60% |
| EHC | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 15.99 | 15.99 | 0.00% | market | 56.25% | 77.86% | 2.90% | 0.47% | 2.43% |
| EPR | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 42.88 | 42.88 | 0.00% | market | 11.48% | 11.86% | 5.92% | 0.47% | 5.45% |
| MGA | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 23.63 | 23.63 | 0.00% | market | 43.14% | 133.91% | 0.70% | 0.47% | 0.24% |
| MOH | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 33.85 | 33.85 | 0.00% | market | 84.62% | 237.50% | -1.52% | 0.47% | -1.99% |
| OMAB | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 16.10 | 16.10 | 0.00% | market | 36.84% | 3216.36% | 2.88% | 0.47% | 2.41% |
| RDN | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 3.75 | 3.75 | 0.00% | market | 30.30% | 173.32% | 4.43% | 0.47% | 3.97% |
| TK | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 28.00 | 28.00 | 0.00% | market | 108.00% | 1550.00% | 3.51% | 0.47% | 3.04% |
| TMUS | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 23.74 | 23.74 | 0.00% | market | 56.25% | 81.15% | -14.42% | 0.47% | -14.89% |
| CQP | 2012-02-24 | 2012-02-27 | 2012-03-12 | 3 | 21.96 | 21.96 | 0.00% | market | 650.00% | 23.33% | 10.69% | 1.15% | 9.55% |
| PNW | 2012-02-24 | 2012-02-27 | 2012-03-12 | 3 | 47.22 | 47.22 | 0.00% | market | 120.00% | 132.57% | 1.59% | 1.15% | 0.45% |
| AWK | 2012-02-27 | 2012-02-28 | 2012-03-13 | 1 | 34.18 | 34.18 | 0.00% | market | 53.12% | 33.95% | 0.51% | 2.08% | -1.57% |
| FRO | 2012-02-27 | 2012-02-28 | 2012-03-13 | 1 | 29.65 | 29.65 | 0.00% | market | 36.71% | 123.00% | -8.19% | 2.08% | -10.28% |
| IBOC | 2012-02-27 | 2012-02-28 | 2012-03-13 | 1 | 19.19 | 19.19 | 0.00% | market | 33.33% | 22.50% | 4.49% | 2.08% | 2.40% |
| LOW | 2012-02-27 | 2012-02-28 | 2012-03-13 | 1 | 27.34 | 27.34 | 0.00% | market | 20.83% | 358.94% | 10.47% | 2.08% | 8.39% |
| PAC | 2012-02-27 | 2012-02-28 | 2012-03-13 | 1 | 38.00 | 38.00 | 0.00% | market | 44.90% | 1707.68% | 0.64% | 2.08% | -1.45% |
| CPRT | 2012-02-28 | 2012-02-29 | 2012-03-14 | 1 | 3.04 | 3.04 | 0.00% | market | 28.57% | 155.56% | 8.45% | 1.56% | 6.89% |
| DY | 2012-02-28 | 2012-02-29 | 2012-03-14 | 1 | 22.16 | 22.16 | 0.00% | market | 100.00% | 317.85% | 3.51% | 1.56% | 1.95% |
| EXLS | 2012-02-28 | 2012-02-29 | 2012-03-14 | 1 | 5.39 | 5.39 | 0.00% | market | 19.35% | 72.97% | 2.13% | 1.56% | 0.57% |
| SRE | 2012-02-28 | 2012-02-29 | 2012-03-14 | 1 | 29.62 | 29.62 | 0.00% | market | 14.15% | 7.87% | -0.37% | 1.56% | -1.93% |
| SWX | 2012-02-28 | 2012-02-29 | 2012-03-14 | 1 | 42.46 | 42.46 | 0.00% | market | 19.00% | 32.69% | 1.15% | 1.56% | -0.41% |
| TGS | 2012-02-28 | 2012-02-29 | 2012-03-14 | 1 | 2.81 | 2.81 | 0.00% | market | 75.00% | 2145.75% | 3.10% | 1.56% | 1.54% |
| VRSK | 2012-02-28 | 2012-02-29 | 2012-03-14 | 1 | 44.38 | 44.38 | 0.00% | market | 13.64% | 106.78% | 0.51% | 1.56% | -1.05% |
| BWXT | 2012-02-29 | 2012-03-01 | 2012-03-15 | 1 | 20.01 | 20.01 | 0.00% | market | 31.71% | 31.21% | -4.80% | 2.48% | -7.28% |
| CNP | 2012-02-29 | 2012-03-01 | 2012-03-15 | 1 | 19.38 | 19.38 | 0.00% | market | 42.11% | 99.75% | -0.93% | 2.48% | -3.41% |
| CRI | 2012-02-29 | 2012-03-01 | 2012-03-15 | 1 | 48.88 | 48.88 | 0.00% | market | 43.18% | 38.10% | -1.20% | 2.48% | -3.69% |
| PEGA | 2012-02-29 | 2012-03-01 | 2012-03-15 | 1 | 7.88 | 7.88 | 0.00% | market | 229.35% | 45.00% | 21.35% | 2.48% | 18.86% |
| TFII | 2012-02-29 | 2012-03-01 | 2012-03-15 | 1 | 18.03 | 18.03 | 0.00% | market | 21.44% | 49.76% | -3.87% | 2.48% | -6.35% |
| ADUS | 2012-03-01 | 2012-03-02 | 2012-03-16 | 1 | 3.70 | 3.70 | 0.00% | market | 105.88% | 31.43% | 21.25% | 1.93% | 19.32% |
| TG | 2012-03-01 | 2012-03-02 | 2012-03-16 | 1 | 22.87 | 22.87 | 0.00% | market | 16.67% | 52.38% | -9.94% | 1.93% | -11.87% |
| KOF | 2012-03-05 | 2012-03-06 | 2012-03-20 | 1 | 100.31 | 100.31 | 0.00% | market | 20.59% | 1160.61% | -0.26% | 3.76% | -4.02% |
| AAT | 2012-03-06 | 2012-03-07 | 2012-03-21 | 1 | 21.63 | 21.63 | 0.00% | market | 660.00% | 14.29% | 5.12% | 3.81% | 1.31% |
| SMP | 2012-03-06 | 2012-03-07 | 2012-03-21 | 1 | 20.55 | 20.55 | 0.00% | market | 21.43% | 452.94% | -10.71% | 3.81% | -14.52% |
| CPK | 2012-03-07 | 2012-03-08 | 2012-03-22 | 1 | 27.83 | 27.83 | 0.00% | market | 10.00% | 188.64% | -1.43% | 1.96% | -3.39% |
| DK | 2012-03-07 | 2012-03-08 | 2012-03-22 | 1 | 14.03 | 14.03 | 0.00% | market | 56.25% | 758.54% | -1.31% | 1.96% | -3.27% |
| HOV | 2012-03-07 | 2012-03-08 | 2012-03-22 | 1 | 63.75 | 63.75 | 0.00% | market | 64.14% | 97.41% | 6.17% | 1.96% | 4.21% |
| AMN | 2012-03-08 | 2012-03-09 | 2012-03-23 | 1 | 5.21 | 5.21 | 0.00% | market | 27.27% | 1636.10% | 13.53% | 1.71% | 11.82% |
| HCI | 2012-03-08 | 2012-03-09 | 2012-03-23 | 1 | 11.15 | 11.15 | 0.00% | market | 100.00% | 11.05% | 12.01% | 1.71% | 10.30% |
| WD | 2012-03-08 | 2012-03-09 | 2012-03-23 | 1 | 12.49 | 12.49 | 0.00% | market | 19.05% | 125.33% | 0.14% | 1.71% | -1.57% |
| HTH | 2012-03-09 | 2012-03-12 | 2012-03-26 | 3 | 8.26 | 8.26 | 0.00% | market | 350.00% | 333.33% | 3.17% | 2.95% | 0.22% |
| MIDD | 2012-03-09 | 2012-03-12 | 2012-03-26 | 3 | 25.38 | 25.38 | 0.00% | market | 44.19% | 184.22% | 8.02% | 2.95% | 5.06% |
| GSAT | 2012-03-12 | 2012-03-13 | 2012-03-27 | 1 | 12.45 | 12.45 | 0.00% | market | 16.67% | 52.21% | -10.94% | 2.06% | -13.00% |
| SSRM | 2012-03-12 | 2012-03-13 | 2012-03-27 | 1 | 15.46 | 15.46 | 0.00% | market | 25.00% | 197.74% | -3.85% | 2.06% | -5.91% |
| VCEL | 2012-03-12 | 2012-03-13 | 2012-03-27 | 1 | 42.40 | 42.40 | 0.00% | market | 69.57% | 95.14% | -8.12% | 2.06% | -10.18% |
| ANIP | 2012-03-13 | 2012-03-14 | 2012-03-28 | 1 | 27.00 | 27.00 | 0.00% | market | 46.67% | 156.48% | -5.43% | 0.26% | -5.70% |
| BAK | 2012-03-14 | 2012-03-15 | 2012-03-29 | 1 | 17.20 | 17.20 | 0.00% | market | 518.29% | 973.01% | -7.31% | 0.08% | -7.39% |
| NOVT | 2012-03-14 | 2012-03-15 | 2012-03-29 | 1 | 11.10 | 11.10 | 0.00% | market | 37.50% | 200.00% | 7.92% | 0.08% | 7.84% |
| TM | 2012-03-14 | 2012-03-15 | 2012-03-29 | 1 | 85.10 | 85.10 | 0.00% | market | 32.00% | 2936.31% | 1.03% | 0.08% | 0.95% |
| ORCL | 2012-03-20 | 2012-03-21 | 2012-04-04 | 1 | 30.87 | 30.87 | 0.00% | market | 10.71% | 38.84% | -5.64% | -0.47% | -5.17% |
| DQ | 2012-03-21 | 2012-03-22 | 2012-04-05 | 1 | 2.51 | 2.51 | 0.00% | market | 66.67% | 430.00% | -18.43% | 0.44% | -18.86% |
| ACN | 2012-03-22 | 2012-03-23 | 2012-04-09 | 1 | 64.01 | 64.01 | 0.00% | market | 12.79% | 81.44% | -0.52% | -0.79% | 0.27% |
| FDX | 2012-03-22 | 2012-03-23 | 2012-04-09 | 1 | 74.34 | 74.34 | 0.00% | market | 14.81% | 73.95% | -4.27% | -0.79% | -3.48% |
| SBS | 2012-03-23 | 2012-03-26 | 2012-04-10 | 3 | 2.50 | 2.50 | 0.00% | market | 42.86% | 11.01% | 0.30% | -3.38% | 3.68% |
| LEN | 2012-03-27 | 2012-03-28 | 2012-04-12 | 1 | 27.61 | 27.61 | 0.00% | market | 102.17% | 842.02% | -4.12% | -1.64% | -2.48% |
| NEOG | 2012-03-27 | 2012-03-28 | 2012-04-12 | 1 | 9.91 | 9.91 | 0.00% | market | 20.00% | 145.83% | -3.43% | -1.64% | -1.79% |
| OXM | 2012-03-27 | 2012-03-28 | 2012-04-12 | 1 | 48.95 | 48.95 | 0.00% | market | 12.96% | 98.91% | -7.13% | -1.64% | -5.49% |
| SNX | 2012-03-27 | 2012-03-28 | 2012-04-12 | 1 | 19.49 | 19.49 | 0.00% | market | 10.87% | 34.41% | -3.69% | -1.64% | -2.05% |
| CMC | 2012-03-28 | 2012-03-29 | 2012-04-13 | 1 | 14.33 | 14.33 | 0.00% | market | 166.67% | 29.17% | 0.88% | -1.79% | 2.67% |
| HII | 2012-03-28 | 2012-03-29 | 2012-04-13 | 1 | 40.33 | 40.33 | 0.00% | market | 26.60% | 171.19% | -4.07% | -1.79% | -2.28% |
| PRGS | 2012-03-28 | 2012-03-29 | 2012-04-13 | 1 | 23.61 | 23.61 | 0.00% | market | 12.00% | 67.86% | -4.00% | -1.79% | -2.21% |
| MOV | 2012-03-29 | 2012-03-30 | 2012-04-16 | 1 | 24.76 | 24.76 | 0.00% | market | 140.00% | 20.83% | 1.88% | -2.75% | 4.63% |
| RPM | 2012-04-05 | 2012-04-09 | 2012-04-23 | 4 | 25.81 | 25.81 | 0.00% | market | 400.00% | 1720.00% | 0.33% | -0.90% | 1.22% |
| STZ | 2012-04-05 | 2012-04-09 | 2012-04-23 | 4 | 21.37 | 21.37 | 0.00% | market | 76.92% | 197.07% | -0.76% | -0.90% | 0.14% |
| WDFC | 2012-04-05 | 2012-04-09 | 2012-04-23 | 4 | 45.10 | 45.10 | 0.00% | market | 20.37% | 46.15% | -2.74% | -0.90% | -1.84% |
| GBX | 2012-04-09 | 2012-04-10 | 2012-04-24 | 1 | 18.10 | 18.10 | 0.00% | market | 21.28% | 22.81% | -6.79% | -0.46% | -6.32% |
| CBSH | 2012-04-12 | 2012-04-13 | 2012-04-27 | 1 | 20.32 | 20.32 | 0.00% | market | 10.26% | 57.13% | 0.59% | 1.39% | -0.80% |
| INDB | 2012-04-12 | 2012-04-13 | 2012-04-27 | 1 | 28.15 | 28.15 | 0.00% | market | 12.00% | 96.43% | 1.75% | 1.39% | 0.36% |
| JPM | 2012-04-13 | 2012-04-16 | 2012-04-30 | 3 | 43.38 | 43.38 | 0.00% | market | 11.02% | 79.45% | -1.02% | 1.47% | -2.49% |
| BANF | 2012-04-16 | 2012-04-17 | 2012-05-01 | 1 | 21.52 | 21.52 | 0.00% | market | 13.89% | 68.29% | -4.89% | 2.10% | -6.99% |
| C | 2012-04-16 | 2012-04-17 | 2012-05-01 | 1 | 34.82 | 34.82 | 0.00% | market | 11.00% | 61.92% | -3.60% | 2.10% | -5.71% |
| ELS | 2012-04-16 | 2012-04-17 | 2012-05-01 | 1 | 17.08 | 17.08 | 0.00% | market | 357.14% | 12.50% | 2.89% | 2.10% | 0.78% |
| ICUI | 2012-04-16 | 2012-04-17 | 2012-05-01 | 1 | 50.00 | 50.00 | 0.00% | market | 10.42% | 308.81% | 4.44% | 2.10% | 2.34% |
| PNFP | 2012-04-16 | 2012-04-17 | 2012-05-01 | 1 | 16.97 | 16.97 | 0.00% | market | 31.25% | 474.46% | 7.27% | 2.10% | 5.16% |
| ISRG | 2012-04-17 | 2012-04-18 | 2012-05-02 | 1 | 63.79 | 63.79 | 0.00% | market | 11.43% | 130.73% | 2.00% | 1.34% | 0.66% |
| URI | 2012-04-17 | 2012-04-18 | 2012-05-02 | 1 | 44.38 | 44.38 | 0.00% | market | 620.00% | 740.76% | 1.61% | 1.34% | 0.27% |
| BMI | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 19.30 | 19.30 | 0.00% | market | 61.54% | 80.00% | -4.61% | 0.45% | -5.06% |
| HBAN | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 6.43 | 6.43 | 0.00% | market | 21.43% | 86.35% | 3.32% | 0.45% | 2.87% |
| PII | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 80.42 | 80.42 | 0.00% | market | 10.39% | 7.16% | 1.22% | 0.45% | 0.77% |
| TXT | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 26.80 | 26.80 | 0.00% | market | 17.14% | 65.88% | -2.75% | 0.45% | -3.20% |
| WTFC | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 34.25 | 34.25 | 0.00% | market | 21.95% | 132.00% | 4.60% | 0.45% | 4.15% |
| BAC | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 8.78 | 8.78 | 0.00% | market | 100.00% | 173.06% | -11.95% | -0.96% | -10.98% |
| BLDR | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 4.31 | 4.31 | 0.00% | market | 21.43% | 303.65% | -11.70% | -0.96% | -10.74% |
| BSX | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 5.89 | 5.89 | 0.00% | market | 87.50% | 137.29% | 4.99% | -0.96% | 5.95% |
| COF | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 54.78 | 54.78 | 0.00% | market | 12.23% | 74.16% | -0.57% | -0.96% | 0.39% |
| LSCC | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 6.25 | 6.25 | 0.00% | market | 28.57% | 277.14% | -20.74% | -0.96% | -19.78% |
| MS | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 18.13 | 18.13 | 0.00% | market | 68.89% | 53.07% | -11.85% | -0.96% | -10.89% |
| NYT | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 6.48 | 6.48 | 0.00% | market | 300.00% | 62.50% | -7.82% | -0.96% | -6.85% |