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
BucketTradesAvg returnAvg abnormalWin rate
20061912.62%1.73%63.87%
2007813-0.54%0.29%47.23%
20088001.15%2.08%57.13%
200910181.96%1.22%54.62%
20101048-0.12%0.27%48.00%
2011866-1.56%0.03%44.34%
2012826-0.01%-0.17%47.82%
20138621.93%0.73%61.72%
20148310.98%-0.18%53.67%
20158260.41%0.59%53.27%
20168482.50%1.54%58.25%
20178070.62%0.08%48.57%
20186930.50%0.24%53.10%
2019605-0.05%-0.09%50.91%
20207761.66%0.50%51.29%
20218531.34%0.55%54.16%
20228031.90%2.07%55.29%
20237830.83%-0.01%51.21%
20248552.68%1.09%57.08%
20257811.47%1.09%53.39%
20264601.28%0.42%53.48%
Trades (page 19: 500 of 16,345)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.Curr. earn. vs next-Q est.ReturnBenchmarkAbnormal
TDY2017-02-022017-02-032017-02-171129.43129.430.00%market20.59%16.46%3.42%2.74%0.68%
V2017-02-022017-02-032017-02-17185.7485.740.00%market10.26%70.15%1.91%2.74%-0.83%
VIRT2017-02-022017-02-032017-02-17118.4018.400.00%market14.29%91.67%2.07%2.74%-0.67%
TIMB2017-02-032017-02-062017-02-21314.9714.970.00%market100.00%231.13%6.05%3.33%2.72%
ALSN2017-02-062017-02-072017-02-22137.2037.200.00%market38.46%212.41%-0.34%3.01%-3.35%
TM2017-02-062017-02-072017-02-221113.50113.500.00%market36.45%243.14%0.69%3.01%-2.32%
AIZ2017-02-072017-02-082017-02-23194.9894.980.00%market58.62%363.33%3.96%3.28%0.69%
ATKR2017-02-072017-02-082017-02-23126.3826.380.00%market56.52%83.33%-1.54%3.28%-4.82%
BAP2017-02-072017-02-082017-02-231167.45167.450.00%market11.22%246.24%1.49%3.28%-1.78%
EMR2017-02-072017-02-082017-02-23162.0062.000.00%market16.67%18.37%-2.34%3.28%-5.62%
KFRC2017-02-072017-02-082017-02-23124.4024.400.00%market12.50%9.83%4.41%3.28%1.13%
LITE2017-02-072017-02-082017-02-23142.0042.000.00%market11.76%110.92%15.85%3.28%12.58%
MCHP2017-02-072017-02-082017-02-23138.2538.250.00%market15.56%33.08%-5.07%3.28%-8.34%
TDW2017-02-072017-02-082017-02-23153.5553.550.00%market14.85%97.82%-18.17%3.28%-21.45%
WTM2017-02-072017-02-082017-02-231889.70889.700.00%market228.67%29.36%4.89%3.28%1.62%
CINF2017-02-082017-02-092017-02-24168.2568.250.00%market13.64%15.99%7.58%3.27%4.31%
LPX2017-02-082017-02-092017-02-24121.6721.670.00%market21.05%217.39%7.84%3.27%4.57%
PAYC2017-02-082017-02-092017-02-24148.8548.850.00%market38.46%518.89%13.10%3.27%9.83%
QLYS2017-02-082017-02-092017-02-24132.4532.450.00%market27.78%81.99%12.84%3.27%9.57%
RYN2017-02-082017-02-092017-02-24128.7128.710.00%market36.35%140.00%-0.20%3.27%-3.48%
SU2017-02-082017-02-092017-02-24131.9131.910.00%market38.10%38.45%-1.38%3.27%-4.66%
APPS2017-02-092017-02-102017-02-2710.720.720.00%market11.11%37.50%15.18%2.65%12.53%
CMI2017-02-092017-02-102017-02-271150.50150.500.00%market13.07%58.43%-0.49%2.65%-3.14%
KMPR2017-02-092017-02-102017-02-27144.1044.100.00%market30.23%142.93%-1.01%2.65%-3.65%
LPLA2017-02-092017-02-102017-02-27141.0141.010.00%market27.78%268.96%-3.66%2.65%-6.31%
MFC2017-02-092017-02-102017-02-27118.7618.760.00%market30.56%69.08%-2.61%2.65%-5.25%
PDS2017-02-092017-02-102017-02-271114.80114.800.00%market42.86%47.61%-11.42%2.65%-14.07%
WMS2017-02-092017-02-102017-02-27124.8524.850.00%market14.29%235.61%-8.75%2.65%-11.40%
WTW2017-02-092017-02-102017-02-271122.44122.440.00%market16.77%60.73%4.64%2.65%1.99%
ON2017-02-122017-02-132017-02-28115.1415.140.00%market26.09%35.49%-0.17%1.89%-2.06%
ACGL2017-02-132017-02-142017-03-01130.9430.940.00%market11.76%426.60%3.04%3.10%-0.07%
NTB2017-02-132017-02-142017-03-01132.5032.500.00%market12.73%42.22%2.98%3.10%-0.13%
RNG2017-02-132017-02-142017-03-01123.5523.550.00%market50.00%399.77%13.49%3.10%10.38%
SITC2017-02-132017-02-142017-03-011100.37100.370.00%market128.57%656.25%-7.27%3.10%-10.38%
BYD2017-02-142017-02-152017-03-02121.2521.250.00%market65.22%8.73%-7.44%2.06%-9.51%
DVN2017-02-142017-02-152017-03-02146.3046.300.00%market31.58%10.85%-6.21%2.06%-8.28%
FANG2017-02-142017-02-152017-03-021111.84111.840.00%market66.67%51.10%-7.27%2.06%-9.34%
GGAL2017-02-142017-02-152017-03-02134.6134.610.00%market14.29%1587.15%-5.99%2.06%-8.06%
HAPN2017-02-142017-02-152017-03-02130.5530.550.00%market33.33%139.55%-14.18%2.06%-16.24%
HUBS2017-02-142017-02-152017-03-02157.4057.400.00%market35.00%288.66%1.47%2.06%-0.60%
ITT2017-02-142017-02-152017-03-02142.0042.000.00%market14.29%43.75%-1.31%2.06%-3.38%
TMUS2017-02-142017-02-152017-03-02161.4761.470.00%market50.00%101.28%1.64%2.06%-0.42%
TRU2017-02-142017-02-152017-03-02137.6337.630.00%market22.22%32.75%0.35%2.06%-1.71%
WBD2017-02-142017-02-152017-03-02128.4728.470.00%market10.64%23.86%-0.03%2.06%-2.09%
ADI2017-02-152017-02-162017-03-03181.0081.000.00%market28.77%6.28%2.59%1.48%1.11%
DNOW2017-02-152017-02-162017-03-03120.9920.990.00%market19.44%91.54%-9.10%1.48%-10.58%
ETR2017-02-152017-02-162017-03-03135.4435.440.00%market220.00%266.72%6.25%1.48%4.77%
HLT2017-02-152017-02-162017-03-03159.5459.540.00%market25.00%6.45%-3.11%1.48%-4.58%
HUN2017-02-152017-02-162017-03-03121.3521.350.00%market20.00%35.22%6.36%1.48%4.89%
NTES2017-02-152017-02-162017-03-03156.6856.680.00%market17.81%292.21%3.45%1.48%1.97%
WMB2017-02-152017-02-162017-03-03129.1029.100.00%market21.43%72.46%1.79%1.48%0.31%
AMN2017-02-162017-02-172017-03-06139.7539.750.00%market14.81%12.01%2.42%1.61%0.81%
ANET2017-02-162017-02-172017-03-0616.946.940.00%market30.00%99.05%7.39%1.61%5.79%
CVI2017-02-162017-02-172017-03-06118.5418.540.00%market135.71%701.66%-7.49%1.61%-9.10%
FIVN2017-02-162017-02-172017-03-06117.0517.050.00%market100.00%1645.15%-4.03%1.61%-5.64%
FTS2017-02-162017-02-172017-03-06132.8332.830.00%market33.33%57.00%-3.69%1.61%-5.30%
RS2017-02-162017-02-172017-03-06187.4087.400.00%market13.51%318.89%-4.20%1.61%-5.80%
SUPV2017-02-162017-02-172017-03-06115.4015.400.00%market20.51%1146.21%-1.79%1.61%-3.40%
DE2017-02-172017-02-212017-03-074110.24110.240.00%market10.91%187.87%-0.10%0.63%-0.73%
LBRDA2017-02-172017-02-212017-03-07485.1185.110.00%market66.67%72.00%-1.82%0.63%-2.44%
POR2017-02-172017-02-212017-03-07442.7442.740.00%market11.48%42.86%4.93%0.63%4.30%
PRG2017-02-172017-02-212017-03-07427.1827.180.00%market13.64%56.70%-0.06%0.63%-0.69%
EHC2017-02-212017-02-222017-03-08133.4633.460.00%market16.13%23.51%-0.91%0.23%-1.14%
HCI2017-02-212017-02-222017-03-08144.0344.030.00%market393.75%46.49%7.92%0.23%7.69%
LNTH2017-02-212017-02-222017-03-08110.0010.000.00%market38.46%37.50%30.40%0.23%30.17%
MMSI2017-02-212017-02-222017-03-08129.0029.000.00%market10.71%15.73%2.49%0.23%2.26%
TEX2017-02-212017-02-222017-03-08133.1333.130.00%market216.67%773.73%-6.11%0.23%-6.34%
UVE2017-02-212017-02-222017-03-08127.0027.000.00%market26.67%84.21%-5.66%0.23%-5.88%
WLK2017-02-212017-02-222017-03-08165.4365.430.00%market12.50%35.64%-1.60%0.23%-1.83%
DINO2017-02-222017-02-232017-03-09129.1729.170.00%market14.29%741.85%-7.50%-0.01%-7.50%
GDOT2017-02-222017-02-232017-03-09127.8027.800.00%market26.67%521.05%7.35%-0.01%7.35%
NGVT2017-02-222017-02-232017-03-09157.0057.000.00%market13.33%185.71%2.79%-0.01%2.80%
RGEN2017-02-222017-02-232017-03-09132.4532.450.00%market14.29%158.92%-1.43%-0.01%-1.42%
SM2017-02-222017-02-232017-03-09113.8613.860.00%market20.51%7.59%-18.93%-0.01%-18.92%
TOL2017-02-222017-02-232017-03-09134.0534.050.00%market20.00%45.45%4.36%-0.01%4.37%
WB2017-02-222017-02-232017-03-09155.7055.700.00%market13.33%52.94%-12.81%-0.01%-12.80%
WES2017-02-222017-02-232017-03-09146.4746.470.00%market13.89%11.78%-1.63%-0.01%-1.62%
BIDU2017-02-232017-02-242017-03-101181.00181.000.00%market105.38%37.71%-4.66%0.95%-5.61%
BL2017-02-232017-02-242017-03-10130.0230.020.00%market33.33%91.67%-9.66%0.95%-10.61%
BRC2017-02-232017-02-242017-03-10139.1039.100.00%market14.29%17.50%0.80%0.95%-0.15%
CM2017-02-232017-02-242017-03-10145.4045.400.00%market12.02%40.21%-2.50%0.95%-3.45%
FTAI2017-02-232017-02-242017-03-10113.2413.240.00%market211.04%49.20%-2.52%0.95%-3.46%
KOP2017-02-232017-02-242017-03-10142.7542.750.00%market53.85%46.50%-2.44%0.95%-3.39%
MTZ2017-02-232017-02-242017-03-10140.0040.000.00%market32.08%10.09%-0.60%0.95%-1.55%
NVCR2017-02-232017-02-242017-03-1017.107.100.00%market35.00%57.69%-1.51%0.95%-2.46%
OEC2017-02-232017-02-242017-03-10121.2521.250.00%market21.88%22.41%-1.98%0.95%-2.93%
SPNT2017-02-232017-02-242017-03-10112.2012.200.00%market13.46%418.25%-0.51%0.95%-1.46%
TTC2017-02-232017-02-242017-03-10160.2060.200.00%market13.89%21.95%0.45%0.95%-0.50%
W2017-02-232017-02-242017-03-10137.5537.550.00%market32.00%176.25%-3.96%0.95%-4.91%
WK2017-02-232017-02-242017-03-10113.3013.300.00%market57.14%51.85%13.81%0.95%12.86%
ZBRA2017-02-232017-02-242017-03-10189.9989.990.00%market11.56%49.11%-0.89%0.95%-1.84%
BCC2017-02-242017-02-272017-03-13325.9525.950.00%market183.29%1633.33%6.45%0.49%5.96%
APPF2017-02-272017-02-282017-03-14126.0026.000.00%market45.29%535.17%-5.87%0.10%-5.97%
BWXT2017-02-272017-02-282017-03-14144.5044.500.00%market24.32%54.03%4.24%0.10%4.14%
CCU2017-02-272017-02-282017-03-14123.4323.430.00%market32.35%46904.35%0.92%0.10%0.83%
DK2017-02-272017-02-282017-03-14122.6922.690.00%market22.81%204.77%8.19%0.10%8.09%
EOG2017-02-272017-02-282017-03-14199.5099.500.00%market92.86%10102.00%-5.03%0.10%-5.13%
EXEL2017-02-272017-02-282017-03-14121.7021.700.00%market1900.00%83.33%0.08%0.10%-0.01%
OMAB2017-02-272017-02-282017-03-14137.5837.580.00%market26.53%1290.73%4.16%0.10%4.06%
STGW2017-02-272017-02-282017-03-1418.758.750.00%market150.00%86.67%-0.67%0.10%-0.77%
WDAY2017-02-272017-02-282017-03-14182.2082.200.00%market800.00%476.03%2.04%0.10%1.94%
ATRC2017-02-282017-03-012017-03-15118.0318.030.00%market15.62%9.88%4.78%0.23%4.55%
BLDR2017-02-282017-03-012017-03-15113.9913.990.00%market100.00%40.01%10.19%0.23%9.96%
BMO2017-02-282017-03-012017-03-15176.9976.990.00%market10.64%8.12%-1.35%0.23%-1.58%
CRM2017-02-282017-03-012017-03-15182.8782.870.00%market12.00%118.20%0.64%0.23%0.40%
DAR2017-02-282017-03-012017-03-15114.1014.100.00%market38.89%65.24%0.96%0.23%0.73%
ETSY2017-02-282017-03-012017-03-15111.4611.460.00%market1207.01%368.63%-10.83%0.23%-11.07%
EVH2017-02-282017-03-012017-03-15119.6019.600.00%market10.00%27.16%8.32%0.23%8.08%
GIC2017-02-282017-03-012017-03-1518.098.090.00%market700.00%337.50%-0.47%0.23%-0.71%
GLNG2017-02-282017-03-012017-03-15127.6227.620.00%market10.81%36.26%-2.42%0.23%-2.65%
LNG2017-02-282017-03-012017-03-15148.3248.320.00%market180.65%87.63%-7.22%0.23%-7.45%
MIDD2017-02-282017-03-012017-03-151116.65116.650.00%market10.16%24.98%-2.61%0.23%-2.85%
PEN2017-02-282017-03-012017-03-15176.2076.200.00%market33.33%252.50%3.38%0.23%3.14%
VEEV2017-02-282017-03-012017-03-15143.0643.060.00%market29.41%102.84%11.07%0.23%10.84%
BOX2017-03-012017-03-022017-03-16117.8617.860.00%market23.08%48.18%-6.76%-0.45%-6.31%
E2017-03-012017-03-022017-03-16131.8731.870.00%market316.67%141.50%1.09%-0.45%1.54%
KNSL2017-03-012017-03-022017-03-16130.2630.260.00%market22.22%52.52%6.91%-0.45%7.36%
MNST2017-03-012017-03-022017-03-16123.9223.920.00%market20.00%33.68%-2.11%-0.45%-1.66%
P2017-03-012017-03-022017-03-16110.6010.600.00%market71.43%558.48%-2.08%-0.45%-1.63%
VCYT2017-03-012017-03-022017-03-1618.088.080.00%market46.15%28.57%13.89%-0.45%14.34%
WTI2017-03-012017-03-022017-03-1612.792.790.00%market125.00%77.00%2.77%-0.45%3.22%
ABEV2017-03-022017-03-032017-03-1715.425.420.00%market12.50%83.97%1.56%-0.48%2.04%
ADSK2017-03-022017-03-032017-03-17187.0087.000.00%market15.15%267.41%-1.00%-0.48%-0.52%
AMRC2017-03-022017-03-032017-03-1715.905.900.00%market61.55%7.14%1.59%-0.48%2.07%
AQN2017-03-022017-03-032017-03-1719.359.350.00%market100.00%35.71%0.65%-0.48%1.13%
ATHM2017-03-022017-03-032017-03-17133.2133.210.00%market45.12%518.18%0.05%-0.48%0.53%
CNQ2017-03-022017-03-032017-03-17115.2215.220.00%market55.56%38.26%7.46%-0.48%7.93%
GWRE2017-03-022017-03-032017-03-17158.2658.260.00%market100.00%146.43%-2.35%-0.48%-1.87%
JD2017-03-022017-03-032017-03-17131.3231.320.00%market220.00%1290.77%0.67%-0.48%1.14%
SRI2017-03-022017-03-032017-03-17118.9018.900.00%market17.24%17.65%-0.10%-0.48%0.38%
GHI2017-03-032017-03-062017-03-20317.0317.030.00%market33.33%56.47%1.66%-0.31%1.97%
ADUS2017-03-062017-03-072017-03-21134.2534.250.00%market13.16%6.98%-11.63%-1.53%-10.10%
NX2017-03-062017-03-072017-03-21117.4517.450.00%market20.00%625.00%11.93%-1.53%13.46%
AVAV2017-03-072017-03-082017-03-22127.5027.500.00%market73.53%502.47%-1.05%-1.29%0.24%
CWH2017-03-082017-03-092017-03-23133.6633.660.00%market55.56%35.71%-7.14%-1.13%-6.01%
BLFS2017-03-092017-03-102017-03-2412.412.410.00%market50.00%175.00%-15.45%-1.73%-13.73%
FIZZ2017-03-092017-03-102017-03-24133.9633.960.00%market36.84%44.98%18.13%-1.73%19.85%
GLP2017-03-092017-03-102017-03-24119.1519.150.00%market79.23%117.63%-0.36%-1.73%1.37%
MYRG2017-03-092017-03-102017-03-24141.1541.150.00%market20.00%17.92%-6.05%-1.73%-4.33%
YPF2017-03-092017-03-102017-03-24120.9420.940.00%market33.44%221.23%13.46%-1.73%15.19%
KRO2017-03-102017-03-132017-03-27315.1515.150.00%market183.33%17.65%2.94%-1.68%4.62%
TEO2017-03-102017-03-132017-03-27322.4922.490.00%market35.14%2495.97%-1.12%-1.68%0.56%
VCEL2017-03-102017-03-132017-03-2732.852.850.00%market36.36%51.43%-0.10%-1.68%1.58%
ACR2017-03-132017-03-142017-03-28121.0021.000.00%market71.74%276.00%18.47%-0.78%19.26%
IPAR2017-03-132017-03-142017-03-28137.8537.850.00%market33.33%255.06%-2.66%-0.78%-1.88%
DBI2017-03-142017-03-152017-03-29119.6719.670.00%market25.00%107.75%4.27%-0.85%5.12%
HTHT2017-03-142017-03-152017-03-29114.1614.160.00%market16.67%1054.09%10.42%-0.85%11.27%
JOYY2017-03-142017-03-152017-03-29146.7546.750.00%market41.75%246.12%0.58%-0.85%1.43%
ALRM2017-03-152017-03-162017-03-30133.0033.000.00%market46.15%65.55%-9.19%-1.18%-8.01%
IBRX2017-03-152017-03-162017-03-3013.783.780.00%market32.56%18.99%-5.66%-1.18%-4.48%
ORCL2017-03-152017-03-162017-03-30146.3946.390.00%market11.29%24.75%-3.79%-1.18%-2.61%
YRD2017-03-152017-03-162017-03-30128.1428.140.00%market178.79%1995.42%-11.12%-1.18%-9.94%
PTCT2017-03-162017-03-172017-03-3118.918.910.00%market21.21%48.72%10.34%-0.85%11.18%
TEN2017-03-172017-03-202017-04-03324.7024.700.00%market66.67%353.33%-3.74%-0.72%-3.03%
VKTX2017-03-212017-03-222017-04-0511.211.210.00%market18.18%38.89%11.47%0.43%11.04%
FNV2017-03-222017-03-232017-04-06164.6964.690.00%market20.00%16.95%3.90%0.50%3.41%
MLKN2017-03-222017-03-232017-04-06131.8031.800.00%market21.88%53.11%-1.04%0.50%-1.54%
CMC2017-03-232017-03-242017-04-07118.7218.720.00%market150.00%24.00%-0.90%0.35%-1.25%
KBH2017-03-232017-03-242017-04-07119.8519.850.00%market15.38%67.61%-0.65%0.35%-1.00%
OLLI2017-03-282017-03-292017-04-12134.0034.000.00%market11.43%12.18%-0.98%-0.41%-0.57%
PRGS2017-03-292017-03-302017-04-13130.2230.220.00%market21.43%38.24%-3.84%-1.26%-2.58%
SMMT2017-03-292017-03-302017-04-13113.4613.460.00%market29.58%180.00%-16.00%-1.26%-14.74%
UNF2017-03-292017-03-302017-04-131140.80140.800.00%market10.00%68.18%-5.21%-1.26%-3.96%
AMR2017-03-312017-04-032017-04-18358.8558.850.00%market1442.86%11.11%3.43%-0.82%4.25%
YUMC2017-04-052017-04-062017-04-21131.4531.450.00%market18.92%23.51%4.03%-0.15%4.18%
RPM2017-04-062017-04-072017-04-24151.5151.510.00%market27.27%550.00%2.11%0.86%1.25%
BAC2017-04-182017-04-192017-05-03122.9222.920.00%market17.14%59.84%3.61%1.69%1.92%
LECO2017-04-182017-04-192017-05-03187.5087.500.00%market11.39%14.01%2.88%1.69%1.19%
LRCX2017-04-182017-04-192017-05-03113.3913.390.00%market12.00%7.43%12.00%1.69%10.31%
RCI2017-04-182017-04-192017-05-03146.5146.510.00%market11.63%25.00%-2.23%1.69%-3.92%
WTFC2017-04-182017-04-192017-05-03167.5167.510.00%market11.11%16.00%6.58%1.69%4.89%
ABT2017-04-192017-04-202017-05-04143.6943.690.00%market11.63%27.61%1.96%1.97%-0.01%
BMI2017-04-192017-04-202017-05-04138.1038.100.00%market15.38%26.00%-0.36%1.97%-2.33%
CSX2017-04-192017-04-202017-05-04116.7316.730.00%market21.43%84.26%2.95%1.97%0.98%
EWBC2017-04-192017-04-202017-05-04152.4952.490.00%market18.92%38.19%5.92%1.97%3.95%
IEX2017-04-192017-04-202017-05-04196.9996.990.00%market10.75%32.84%7.10%1.97%5.13%
KALU2017-04-192017-04-202017-05-04183.5783.570.00%market34.51%17.55%-2.53%1.97%-4.50%
MS2017-04-192017-04-202017-05-04142.6142.610.00%market13.64%16.33%1.47%1.97%-0.50%
PLXS2017-04-192017-04-202017-05-04151.0451.040.00%market10.53%5.95%-0.71%1.97%-2.68%
SLM2017-04-192017-04-202017-05-04112.9012.900.00%market40.00%43.00%-2.97%1.97%-4.94%
ASR2017-04-202017-04-212017-05-051181.05181.050.00%market13.40%972.40%9.73%1.89%7.84%
CFG2017-04-202017-04-212017-05-05135.2835.280.00%market11.76%56.17%4.69%1.89%2.80%
CVLG2017-04-202017-04-212017-05-0518.528.520.00%market33.33%633.33%6.47%1.89%4.58%
DOV2017-04-202017-04-212017-05-05164.5364.530.00%market12.90%57.59%-1.59%1.89%-3.48%
FFBC2017-04-202017-04-212017-05-05127.8027.800.00%market11.43%29.34%0.08%1.89%-1.81%
KEY2017-04-202017-04-212017-05-05118.0918.090.00%market14.29%29.51%3.44%1.89%1.55%
MTG2017-04-202017-04-212017-05-05111.0311.030.00%market29.17%27.15%-4.91%1.89%-6.80%
NVR2017-04-202017-04-212017-05-0512,047.012,047.010.00%market19.45%37.13%5.59%1.89%3.70%
SHW2017-04-202017-04-212017-05-051107.81107.810.00%market10.14%60.44%4.48%1.89%2.59%
SRCE2017-04-202017-04-212017-05-05146.6746.670.00%market12.73%33.87%4.25%1.89%2.36%
STC2017-04-202017-04-212017-05-05145.2945.290.00%market162.50%80.00%0.85%1.89%-1.04%
SXC2017-04-202017-04-212017-05-0519.909.900.00%market120.00%400.00%-18.69%1.89%-20.58%
HDB2017-04-212017-04-242017-05-08319.9819.980.00%market1375.69%15658.54%3.15%1.05%2.11%
NEE2017-04-212017-04-242017-05-08333.1633.160.00%market12.82%38.56%1.65%1.05%0.60%
FBK2017-04-242017-04-252017-05-09136.3736.370.00%market16.67%47.62%5.59%0.64%4.95%
HAL2017-04-242017-04-252017-05-09146.8846.880.00%market37.93%320.22%-4.05%0.64%-4.69%
LII2017-04-242017-04-252017-05-091168.33168.330.00%market16.88%62.27%-0.92%0.64%-1.56%
PDS2017-04-242017-04-252017-05-09183.8083.800.00%market45.45%30.14%-12.51%0.64%-13.15%
RMBS2017-04-242017-04-252017-05-09113.2813.280.00%market13.33%29.41%-6.12%0.64%-6.77%
RUSHA2017-04-242017-04-252017-05-09116.5216.520.00%market33.33%128.57%-0.64%0.64%-1.29%
TMUS2017-04-242017-04-252017-05-09166.0066.000.00%market31.43%96.91%-0.86%0.64%-1.50%
WNC2017-04-242017-04-252017-05-09120.6720.670.00%market14.81%22.58%5.61%0.64%4.97%
ZION2017-04-242017-04-252017-05-09140.9140.910.00%market12.96%72.57%-0.05%0.64%-0.69%
CAT2017-04-252017-04-262017-05-101103.80103.800.00%market106.45%120.84%-3.41%0.57%-3.98%
CMG2017-04-252017-04-262017-05-1019.499.490.00%market25.58%100.87%2.43%0.57%1.86%
EW2017-04-252017-04-262017-05-10136.3736.370.00%market14.81%31.52%1.27%0.57%0.70%
GPK2017-04-252017-04-262017-05-10113.6813.680.00%market16.67%30.25%3.34%0.57%2.77%
LOGI2017-04-252017-04-262017-05-10133.9933.990.00%market16.67%61.29%1.78%0.57%1.21%
MAS2017-04-252017-04-262017-05-10137.0537.050.00%market13.89%15.59%-0.88%0.57%-1.45%
MCD2017-04-252017-04-262017-05-101141.70141.700.00%market10.53%19.22%1.89%0.57%1.32%
MSA2017-04-252017-04-262017-05-10175.0875.080.00%market16.00%89.22%3.63%0.57%3.06%
RNG2017-04-252017-04-262017-05-10130.7530.750.00%market43.47%399.77%3.31%0.57%2.74%
SCL2017-04-252017-04-262017-05-10188.0088.000.00%market14.29%13.97%-3.12%0.57%-3.69%
SPGI2017-04-252017-04-262017-05-101135.97135.970.00%market16.55%30.91%1.30%0.57%0.73%
TROW2017-04-252017-04-262017-05-10169.5069.500.00%market18.33%17.11%3.57%0.57%3.00%
TRU2017-04-252017-04-262017-05-10139.0239.020.00%market10.53%39.08%5.95%0.57%5.38%
TX2017-04-252017-04-262017-05-10126.6626.660.00%market64.20%93.35%-8.35%0.57%-8.92%
WIT2017-04-252017-04-262017-05-1011.821.820.00%market50.00%6402.93%3.75%0.57%3.18%
WYNN2017-04-252017-04-262017-05-101123.30123.300.00%market22.77%27.97%-0.12%0.57%-0.69%
ALSN2017-04-262017-04-272017-05-11139.8039.800.00%market48.57%116.29%-4.04%0.26%-4.30%
AMX2017-04-262017-04-272017-05-11115.3215.320.00%market103.85%959.27%-0.10%0.26%-0.36%
BAX2017-04-262017-04-272017-05-11155.6555.650.00%market11.54%17.42%1.16%0.26%0.90%
BCO2017-04-262017-04-272017-05-11160.6560.650.00%market46.15%7.02%3.03%0.26%2.78%
BOKF2017-04-262017-04-272017-05-11186.1086.100.00%market28.57%5.93%-4.35%0.26%-4.61%
BSBR2017-04-262017-04-272017-05-1118.048.040.00%market14.29%437.83%3.76%0.26%3.50%
CNMD2017-04-262017-04-272017-05-11144.0144.010.00%market11.76%41.23%14.62%0.26%14.37%
CNO2017-04-262017-04-272017-05-11121.3521.350.00%market13.33%18.33%-0.19%0.26%-0.45%
CSGP2017-04-262017-04-272017-05-11122.8622.860.00%market22.22%121.72%10.53%0.26%10.27%
ELV2017-04-262017-04-272017-05-111180.27180.270.00%market21.24%24.80%1.26%0.26%1.00%
FSV2017-04-262017-04-272017-05-11161.8761.870.00%market88.89%82.21%-1.36%0.26%-1.62%
GGG2017-04-262017-04-272017-05-11135.6335.630.00%market40.00%41.14%3.04%0.26%2.79%
KOF2017-04-262017-04-272017-05-11172.4772.470.00%market145.61%1007.53%2.65%0.26%2.39%
LMAT2017-04-262017-04-272017-05-11126.5726.570.00%market23.08%17.86%15.86%0.26%15.60%
LOGI2017-04-262017-04-272017-05-11132.9232.920.00%market23.53%61.29%4.79%0.26%4.54%
MHO2017-04-262017-04-272017-05-11128.4228.420.00%market27.91%41.82%0.89%0.26%0.63%
MKTX2017-04-262017-04-272017-05-111195.03195.030.00%market15.63%23.72%-3.54%0.26%-3.79%
NEU2017-04-262017-04-272017-05-111464.87464.870.00%market33.42%14.47%-1.87%0.26%-2.12%
NOC2017-04-262017-04-272017-05-111248.96248.960.00%market23.89%26.47%-0.68%0.26%-0.93%
RES2017-04-262017-04-272017-05-11118.6118.610.00%market150.00%3100.00%-2.84%0.26%-3.10%
RJF2017-04-262017-04-272017-05-11150.5450.540.00%market14.86%51.28%-1.23%0.26%-1.48%
ROK2017-04-262017-04-272017-05-111160.21160.210.00%market11.51%14.19%-2.18%0.26%-2.44%
ROL2017-04-262017-04-272017-05-11116.9416.940.00%market14.29%25.00%5.92%0.26%5.67%
SAM2017-04-262017-04-272017-05-111139.00139.000.00%market80.00%116.22%4.14%0.26%3.89%
SCI2017-04-262017-04-272017-05-11132.5332.530.00%market26.67%8.55%-1.73%0.26%-1.98%
SIGI2017-04-262017-04-272017-05-11150.1050.100.00%market22.86%8.79%-0.50%0.26%-0.75%
SLGN2017-04-262017-04-272017-05-11131.5731.570.00%market14.81%39.13%-1.49%0.26%-1.75%
STNG2017-04-262017-04-272017-05-11140.8040.800.00%market12.50%170.47%2.84%0.26%2.59%
SU2017-04-262017-04-272017-05-11130.8930.890.00%market60.87%8.52%2.10%0.26%1.85%
TEL2017-04-262017-04-272017-05-11177.4277.420.00%market10.19%6.72%-1.33%0.26%-1.58%
TKR2017-04-262017-04-272017-05-11149.6549.650.00%market27.91%118.57%-3.02%0.26%-3.28%
AIT2017-04-272017-04-282017-05-12167.1067.100.00%market19.05%33.33%-8.52%0.03%-8.55%
AMZN2017-04-272017-04-282017-05-12147.4447.440.00%market40.00%236.00%1.23%0.03%1.19%
BBD2017-04-272017-04-282017-05-1215.385.380.00%market16.67%323.60%8.08%0.03%8.04%
BGSF2017-04-272017-04-282017-05-12115.3515.350.00%market25.00%53.33%6.94%0.03%6.90%
BIDU2017-04-272017-04-282017-05-121181.08181.080.00%market17.65%163.02%3.08%0.03%3.04%
BMY2017-04-272017-04-282017-05-12155.7055.700.00%market13.51%29.39%-1.30%0.03%-1.34%
BVN2017-04-272017-04-282017-05-12111.7211.720.00%market47.06%100.00%7.49%0.03%7.46%
CBRE2017-04-272017-04-282017-05-12135.8935.890.00%market30.30%67.51%-3.42%0.03%-3.45%
CMCSA2017-04-272017-04-282017-05-12139.5039.500.00%market20.45%11.00%-1.42%0.03%-1.45%
CRS2017-04-272017-04-282017-05-12140.0140.010.00%market33.33%102.27%-11.52%0.03%-11.56%
CSTM2017-04-272017-04-282017-05-1216.606.600.00%market49.97%72.02%-3.89%0.03%-3.92%
CVI2017-04-272017-04-282017-05-12117.5117.510.00%market620.00%54.17%-0.90%0.03%-0.93%
EME2017-04-272017-04-282017-05-12167.8067.800.00%market35.38%23.64%-4.95%0.03%-4.99%
ENTG2017-04-272017-04-282017-05-12125.1025.100.00%market12.00%67.44%-4.68%0.03%-4.72%
ENVA2017-04-272017-04-282017-05-12115.0015.000.00%market28.57%110.56%-7.10%0.03%-7.13%
FAF2017-04-272017-04-282017-05-12143.5243.520.00%market20.93%28.85%-4.37%0.03%-4.41%
AIZ2017-05-022017-05-032017-05-17199.9999.990.00%market23.03%13.98%0.07%-1.24%1.31%
ALL2017-05-022017-05-032017-05-17183.4783.470.00%market49.09%38.55%0.97%-1.24%2.20%
CIGI2017-05-022017-05-032017-05-17154.5054.500.00%market37.50%43.70%-5.51%-1.24%-4.28%
CMI2017-05-022017-05-032017-05-171159.45159.450.00%market30.39%51.04%-3.95%-1.24%-2.72%
DXCM2017-05-022017-05-032017-05-17118.6318.630.00%market14.29%68.19%-8.80%-1.24%-7.56%
ACCO2017-05-032017-05-042017-05-18113.8013.800.00%market366.74%50.00%-16.04%-0.86%-15.18%
ADEA2017-05-032017-05-042017-05-1818.538.530.00%market36.36%533.34%-0.57%-0.86%0.29%
AFG2017-05-032017-05-042017-05-18197.3897.380.00%market23.36%29.48%-0.49%-0.86%0.37%
ALB2017-05-032017-05-042017-05-181111.99111.990.00%market10.53%18.31%-1.88%-0.86%-1.01%
ALG2017-05-032017-05-042017-05-18180.5580.550.00%market36.36%61.90%3.23%-0.86%4.09%
ASC2017-05-032017-05-042017-05-1817.607.600.00%market40.00%379.92%1.22%-0.86%2.08%
BCC2017-05-032017-05-042017-05-18129.8529.850.00%market188.89%100.00%-9.82%-0.86%-8.95%
CMP2017-05-032017-05-042017-05-18164.4564.450.00%market26.00%109.52%4.01%-0.86%4.87%
CVLT2017-05-032017-05-042017-05-18156.3556.350.00%market11.54%5.60%-2.50%-0.86%-1.63%
ACLS2017-05-042017-05-052017-05-19120.5020.500.00%market38.10%20.69%4.29%-0.37%4.66%
ATRO2017-05-042017-05-052017-05-19124.0124.010.00%market33.33%81.25%-9.72%-0.37%-9.35%
BIO2017-05-042017-05-052017-05-191223.00223.000.00%market40.00%163.10%-1.80%-0.37%-1.43%
BL2017-05-042017-05-052017-05-19132.7532.750.00%market33.33%88.89%-1.38%-0.37%-1.01%
CCO2017-05-042017-05-052017-05-1914.954.950.00%market46.67%37.50%-23.33%-0.37%-22.96%
CHD2017-05-042017-05-052017-05-19150.8550.850.00%market13.04%26.99%-2.28%-0.37%-1.91%
CWST2017-05-042017-05-052017-05-19115.2115.210.00%market114.29%345.31%-9.76%-0.37%-9.40%
EFC2017-05-042017-05-052017-05-19116.6016.600.00%market16.13%5.56%1.89%-0.37%2.26%
EFXT2017-05-042017-05-052017-05-19113.6313.630.00%market16.67%14.69%-0.25%-0.37%0.12%
GIC2017-05-042017-05-052017-05-19114.1114.110.00%market300.00%45.83%13.01%-0.37%13.38%
HAPN2017-05-042017-05-052017-05-19129.3529.350.00%market50.00%139.55%-3.68%-0.37%-3.31%
HLF2017-05-042017-05-052017-05-19132.9332.930.00%market37.78%9.22%8.95%-0.37%9.32%
APPF2017-05-052017-05-082017-05-22327.0027.000.00%market330.11%316.68%3.05%-0.10%3.14%
CI2017-05-052017-05-082017-05-223160.66160.660.00%market13.06%35.54%-0.92%-0.10%-0.82%
BLDR2017-05-082017-05-092017-05-23115.8915.890.00%market120.00%103.65%-12.37%0.04%-12.41%
DK2017-05-082017-05-092017-05-23125.2525.250.00%market148.48%188.11%3.86%0.04%3.82%
ESI2017-05-082017-05-092017-05-23113.6013.600.00%market14.29%20.76%-4.14%0.04%-4.18%
IBRX2017-05-082017-05-092017-05-2312.932.930.00%market16.67%21.69%40.51%0.04%40.48%
JD2017-05-082017-05-092017-05-23138.8438.840.00%market925.29%456.31%4.74%0.04%4.70%
KRO2017-05-082017-05-092017-05-23117.2917.290.00%market16.67%39.29%12.57%0.04%12.53%
MAR2017-05-082017-05-092017-05-231101.20101.200.00%market10.99%32.26%4.14%0.04%4.10%
MYE2017-05-082017-05-092017-05-23116.9016.900.00%market18.18%48.08%-0.10%0.04%-0.14%
NOVT2017-05-082017-05-092017-05-23130.5030.500.00%market29.17%6.45%7.11%0.04%7.08%
ACR2017-05-092017-05-102017-05-24123.9823.980.00%market258.82%154.22%4.45%0.51%3.94%
ALRM2017-05-092017-05-102017-05-24132.8032.800.00%market53.33%36.76%-1.81%0.51%-2.32%
AON2017-05-092017-05-102017-05-241124.22124.220.00%market13.28%152.41%3.90%0.51%3.39%
AXON2017-05-092017-05-102017-05-24126.9726.970.00%market145.01%127.39%-8.22%0.51%-8.73%
BKNG2017-05-092017-05-102017-05-24174.1574.150.00%market11.14%2750.40%-0.37%0.51%-0.88%
DIOD2017-05-092017-05-102017-05-24124.5524.550.00%market180.00%328.57%5.07%0.51%4.56%
EVH2017-05-092017-05-102017-05-24124.0524.050.00%market22.22%6.35%-0.72%0.51%-1.23%
FNV2017-05-092017-05-102017-05-24168.9068.900.00%market13.64%12.27%6.34%0.51%5.83%
FOR2017-05-092017-05-102017-05-24114.1014.100.00%market480.00%72.41%0.25%0.51%-0.26%
GDOT2017-05-092017-05-102017-05-24135.1735.170.00%market19.05%18.00%3.26%0.51%2.75%
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FANG2017-08-012017-08-022017-08-16197.9997.990.00%market37.36%8.79%-10.23%-0.21%-10.02%
GNW2017-08-012017-08-022017-08-1613.603.600.00%market25.00%10.00%-2.88%-0.21%-2.66%
IDXX2017-08-012017-08-022017-08-161154.52154.520.00%market11.76%44.06%0.35%-0.21%0.56%
ILMN2017-08-012017-08-022017-08-161182.70182.700.00%market18.84%58.60%3.17%-0.21%3.39%
CF2017-08-022017-08-032017-08-17128.3928.390.00%market225.00%250.50%2.61%-1.71%4.32%
CINF2017-08-022017-08-032017-08-17181.9881.980.00%market25.49%35.92%-5.38%-1.71%-3.68%
ENR2017-08-022017-08-032017-08-17143.4343.430.00%market19.44%216.28%-3.95%-1.71%-2.24%
EXEL2017-08-022017-08-032017-08-17126.1626.160.00%market68.73%266.67%2.65%-1.71%4.36%
HGV2017-08-022017-08-032017-08-17136.9136.910.00%market13.33%20.50%-5.55%-1.71%-3.84%
ACR2017-08-032017-08-042017-08-18128.6728.670.00%market135.29%1043.98%-7.02%-1.94%-5.07%
AGYS2017-08-032017-08-042017-08-18110.3010.300.00%market13.33%34.62%0.19%-1.94%2.13%
ANET2017-08-032017-08-042017-08-18110.4810.480.00%market41.67%52.21%2.48%-1.94%4.42%
BEP2017-08-042017-08-072017-08-21318.1718.170.00%market50.00%31.07%1.94%-1.85%3.79%
APPF2017-08-072017-08-082017-08-22137.0037.000.00%market497.83%51.52%13.95%-0.84%14.79%
BAH2017-08-072017-08-082017-08-22133.4633.460.00%market12.77%38.03%2.80%-0.84%3.64%
BWXT2017-08-072017-08-082017-08-22152.7052.700.00%market19.15%26.52%1.30%-0.84%2.14%
COHR2017-08-072017-08-082017-08-22138.4538.450.00%market42.86%440.00%-7.77%-0.84%-6.94%
CRK2017-08-072017-08-082017-08-2216.376.370.00%market35.93%126.62%-4.18%-0.84%-3.35%
GHI2017-08-072017-08-082017-08-22117.9317.930.00%market50.00%108.63%0.74%-0.84%1.57%
AES2017-08-082017-08-092017-08-23111.4511.450.00%market19.05%19.42%-0.97%-0.77%-0.20%
AP2017-08-082017-08-092017-08-23114.3514.350.00%market20.00%31.25%-6.37%-0.77%-5.60%
AXON2017-08-082017-08-092017-08-23124.3024.300.00%market14.29%297.93%-11.05%-0.77%-10.27%