EPS surp.>12 & P/E<18 (hold 10d) (lookback 50y) (max 100 pos)
Run 9a92a87e · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
11582
Win rate
50.99%
Avg return
0.73%
Median return
0.19%
Avg abnormal
0.25%
Median abnormal
-0.37%
Best trade
998.27%
Worst trade
-71.15%
Sharpe (per-trade)
0.05
Daily portfolio drawdown
-36.92%
Portfolio (equal_weight)
Total return
84.61%
Max drawdown
-36.92%
Avg trade return
0.73%
Win rate
50.99%
Signals
19681
Configured concurrent
100
Observed concurrent
100
Trades taken
11582
Skipped (no capacity)
8099
Excess vs benchmark
-381.72%
Avg entry slippage
0.00%
Return if filled at market
84.61%
VWAP fills
0
VWAP fallbacks
0
8099 of 19681 qualifying signals were dropped because no position slot or cash was available.
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2006 | 2 | -2.69% | -5.13% | 50.00% |
| 2007 | 4 | -2.07% | -1.27% | 25.00% |
| 2008 | 2 | 2.33% | 2.00% | 50.00% |
| 2009 | 4 | 4.39% | 2.53% | 100.00% |
| 2010 | 5 | -3.21% | -1.27% | 20.00% |
| 2011 | 4 | 1.42% | 4.74% | 50.00% |
| 2012 | 1 | 1.25% | 4.28% | 100.00% |
| 2013 | 3 | -6.43% | -6.26% | 0.00% |
| 2015 | 3 | 5.01% | 7.34% | 66.67% |
| 2016 | 383 | 3.06% | 2.03% | 61.88% |
| 2017 | 851 | 0.24% | -0.33% | 48.41% |
| 2018 | 1004 | -0.16% | -0.33% | 48.41% |
| 2019 | 987 | -0.41% | -0.80% | 50.86% |
| 2020 | 1205 | -0.43% | -0.40% | 46.39% |
| 2021 | 1325 | 0.89% | 0.06% | 54.57% |
| 2022 | 1283 | 1.10% | 1.44% | 52.22% |
| 2023 | 1285 | 1.61% | 0.78% | 50.04% |
| 2024 | 1242 | 1.57% | 0.02% | 53.54% |
| 2025 | 1244 | 0.45% | 0.32% | 49.68% |
| 2026 | 745 | 1.34% | 0.90% | 50.74% |
Trades (page 1: 500 of 11,582)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/E | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UL | 2006-11-02 | 2006-11-03 | 2006-11-17 | 1 | 29.57 | 29.57 | 0.00% | market | 131.11% | — | 1.66% | 2.29% | -0.64% |
| BHP | 2006-11-03 | 2006-11-06 | 2006-11-20 | 3 | 36.02 | 36.02 | 0.00% | market | 18.62% | — | -7.04% | 2.58% | -9.63% |
| CCEP | 2007-04-26 | 2007-04-27 | 2007-05-11 | 1 | 22.31 | 22.31 | 0.00% | market | 80.00% | — | -1.85% | 1.19% | -3.04% |
| UL | 2007-05-03 | 2007-05-04 | 2007-05-18 | 1 | 36.59 | 36.59 | 0.00% | market | 118.75% | — | -3.19% | 1.24% | -4.43% |
| IHG | 2007-05-09 | 2007-05-10 | 2007-05-24 | 1 | 38.01 | 38.01 | 0.00% | market | 19.05% | — | 6.77% | 0.22% | 6.55% |
| IHG | 2007-11-06 | 2007-11-07 | 2007-11-21 | 1 | 26.55 | 26.55 | 0.00% | market | 13.16% | — | -10.01% | -5.82% | -4.18% |
| IHG | 2008-05-07 | 2008-05-08 | 2008-05-22 | 1 | 21.28 | 21.28 | 0.00% | market | 19.23% | — | -2.36% | -0.16% | -2.19% |
| IHG | 2008-11-11 | 2008-11-12 | 2008-11-26 | 1 | 9.41 | 9.41 | 0.00% | market | 33.33% | — | 7.02% | 0.84% | 6.18% |
| CCEP | 2009-04-28 | 2009-04-29 | 2009-05-13 | 1 | 16.32 | 16.32 | 0.00% | market | 300.00% | — | 3.15% | 2.50% | 0.65% |
| IHG | 2009-05-12 | 2009-05-13 | 2009-05-28 | 1 | 12.58 | 12.58 | 0.00% | market | 15.00% | — | 8.72% | 1.31% | 7.41% |
| SNN | 2009-11-06 | 2009-11-09 | 2009-11-23 | 3 | 18.59 | 18.59 | 0.00% | market | 30.77% | — | 3.24% | 2.66% | 0.58% |
| IHG | 2009-11-10 | 2009-11-11 | 2009-11-25 | 1 | 17.75 | 17.75 | 0.00% | market | 27.50% | — | 2.44% | 0.97% | 1.47% |
| AU | 2010-02-17 | 2010-02-18 | 2010-03-04 | 1 | 37.95 | 37.95 | 0.00% | market | 1450.07% | — | -1.36% | 2.33% | -3.69% |
| CCEP | 2010-04-27 | 2010-04-28 | 2010-05-12 | 1 | 28.28 | 28.28 | 0.00% | market | 22.73% | — | -1.62% | -1.34% | -0.28% |
| IHG | 2010-05-11 | 2010-05-12 | 2010-05-26 | 1 | 21.59 | 21.59 | 0.00% | market | 62.50% | — | -10.71% | -7.84% | -2.86% |
| IHG | 2010-08-10 | 2010-08-11 | 2010-08-25 | 1 | 21.89 | 21.89 | 0.00% | market | 18.92% | — | -7.59% | -4.26% | -3.34% |
| SRL | 2010-11-15 | 2010-11-16 | 2010-12-01 | 1 | 33.55 | 33.55 | 0.00% | market | 636.36% | — | 5.24% | 1.44% | 3.79% |
| IHG | 2011-05-10 | 2011-05-11 | 2011-05-25 | 1 | 27.79 | 27.79 | 0.00% | market | 23.33% | — | -5.07% | -2.42% | -2.65% |
| AU | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 43.11 | 43.11 | 0.00% | market | 103.33% | — | 6.23% | -7.49% | 13.72% |
| HMY | 2011-10-31 | 2011-11-01 | 2011-11-15 | 1 | 12.62 | 12.62 | 0.00% | market | 30.00% | — | 12.02% | 3.32% | 8.70% |
| IHG | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 21.64 | 21.64 | 0.00% | market | 12.24% | — | -7.49% | -6.67% | -0.82% |
| HMY | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 9.64 | 9.64 | 0.00% | market | 25.00% | — | 1.25% | -3.04% | 4.28% |
| IHG | 2013-02-19 | 2013-02-20 | 2013-03-06 | 1 | 36.03 | 36.03 | 0.00% | market | 45.95% | — | -2.24% | 0.89% | -3.13% |
| IHG | 2013-08-06 | 2013-08-07 | 2013-08-21 | 1 | 37.02 | 37.02 | 0.00% | market | 217.54% | — | -6.85% | -2.74% | -4.12% |
| AU | 2013-11-06 | 2013-11-07 | 2013-11-21 | 1 | 15.46 | 15.46 | 0.00% | market | 2200.00% | — | -10.19% | 1.36% | -11.55% |
| BUD | 2015-05-06 | 2015-05-07 | 2015-05-21 | 1 | 119.08 | 119.08 | 0.00% | market | 15.70% | — | 3.96% | 2.68% | 1.27% |
| AU | 2015-08-17 | 2015-08-18 | 2015-09-01 | 1 | 6.62 | 6.62 | 0.00% | market | 100.00% | — | 14.85% | -8.79% | 23.65% |
| GRFS | 2015-11-04 | 2015-11-05 | 2015-11-19 | 1 | 17.93 | 17.93 | 0.00% | market | 18.18% | — | -3.78% | -0.89% | -2.89% |
| HUBG | 2016-02-03 | 2016-02-04 | 2016-02-19 | 1 | 15.93 | 15.93 | 0.00% | market | 125.00% | — | 13.58% | 0.68% | 12.91% |
| BBDO | 2016-04-15 | 2016-04-18 | 2016-05-02 | 3 | 6.88 | 6.88 | 0.00% | market | 1446.15% | — | -4.46% | 0.09% | -4.55% |
| HUBG | 2016-04-26 | 2016-04-27 | 2016-05-11 | 1 | 20.20 | 20.20 | 0.00% | market | 45.00% | — | -3.66% | -0.94% | -2.72% |
| TLYS | 2016-05-25 | 2016-05-26 | 2016-06-10 | 1 | 6.32 | 6.32 | 0.00% | market | 14.29% | — | -5.32% | 0.30% | -5.62% |
| HWM | 2016-07-11 | 2016-07-12 | 2016-07-26 | 1 | 23.16 | 23.16 | 0.00% | market | 60.71% | — | -0.38% | 1.03% | -1.42% |
| BDC | 2016-07-19 | 2016-07-20 | 2016-08-03 | 1 | 72.82 | 72.82 | 0.00% | market | 22.22% | — | -3.09% | -0.00% | -3.09% |
| MTG | 2016-07-19 | 2016-07-20 | 2016-08-03 | 1 | 7.02 | 7.02 | 0.00% | market | 30.00% | — | 4.74% | -0.00% | 4.75% |
| FNF | 2016-07-20 | 2016-07-21 | 2016-08-04 | 1 | 26.29 | 26.29 | 0.00% | market | 12.12% | — | -1.05% | -0.25% | -0.80% |
| MAT | 2016-07-20 | 2016-07-21 | 2016-08-04 | 1 | 33.03 | 33.03 | 0.00% | market | 66.67% | — | -0.01% | -0.25% | 0.24% |
| QCOM | 2016-07-20 | 2016-07-21 | 2016-08-04 | 1 | 59.80 | 59.80 | 0.00% | market | 19.59% | — | 1.87% | -0.25% | 2.13% |
| UFPI | 2016-07-20 | 2016-07-21 | 2016-08-04 | 1 | 34.62 | 34.62 | 0.00% | market | 12.24% | — | 3.42% | -0.25% | 3.68% |
| AMD | 2016-07-21 | 2016-07-22 | 2016-08-05 | 1 | 5.73 | 5.73 | 0.00% | market | 44.44% | — | 15.26% | 0.82% | 14.44% |
| CAMT | 2016-07-21 | 2016-07-22 | 2016-08-05 | 1 | 2.57 | 2.57 | 0.00% | market | 100.00% | — | 1.07% | 0.82% | 0.25% |
| DAN | 2016-07-21 | 2016-07-22 | 2016-08-05 | 1 | 12.87 | 12.87 | 0.00% | market | 12.77% | — | 4.17% | 0.82% | 3.36% |
| GATX | 2016-07-21 | 2016-07-22 | 2016-08-05 | 1 | 44.17 | 44.17 | 0.00% | market | 21.14% | — | 1.44% | 0.82% | 0.62% |
| SIMO | 2016-07-21 | 2016-07-22 | 2016-08-05 | 1 | 53.39 | 53.39 | 0.00% | market | 13.16% | — | 0.03% | 0.82% | -0.79% |
| TRN | 2016-07-21 | 2016-07-22 | 2016-08-05 | 1 | 14.94 | 14.94 | 0.00% | market | 29.17% | — | 12.89% | 0.82% | 12.07% |
| CR | 2016-07-25 | 2016-07-26 | 2016-08-09 | 1 | 61.36 | 61.36 | 0.00% | market | 18.63% | — | 5.57% | 0.76% | 4.81% |
| ARLP | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 19.62 | 19.62 | 0.00% | market | 49.09% | — | -5.66% | 0.21% | -5.86% |
| ATI | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 18.29 | 18.29 | 0.00% | market | 46.15% | — | -7.15% | 0.21% | -7.36% |
| AXS | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 54.82 | 54.82 | 0.00% | market | 45.71% | — | 3.44% | 0.21% | 3.23% |
| BAX | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 48.01 | 48.01 | 0.00% | market | 17.95% | — | 1.13% | 0.21% | 0.92% |
| BVN | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 12.88 | 12.88 | 0.00% | market | 109.09% | — | 18.15% | 0.21% | 17.94% |
| CIGI | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 39.57 | 39.57 | 0.00% | market | 14.55% | — | 10.49% | 0.21% | 10.28% |
| CNC | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 34.38 | 34.38 | 0.00% | market | 20.37% | — | 1.85% | 0.21% | 1.64% |
| CVLT | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 51.81 | 51.81 | 0.00% | market | 23.53% | — | -2.30% | 0.21% | -2.51% |
| KKR | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 14.50 | 14.50 | 0.00% | market | 360.00% | — | 0.80% | 0.21% | 0.59% |
| UA | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 41.50 | 41.50 | 0.00% | market | 101.42% | — | -5.91% | 0.21% | -6.11% |
| UAA | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 41.50 | 41.50 | 0.00% | market | 300.00% | — | -5.91% | 0.21% | -6.11% |
| ACGL | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 23.84 | 23.84 | 0.00% | market | 15.15% | — | 4.93% | 1.09% | 3.84% |
| BA | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 135.40 | 135.40 | 0.00% | market | 50.00% | — | -1.87% | 1.09% | -2.96% |
| BELFB | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 20.39 | 20.39 | 0.00% | market | 70.37% | — | -0.05% | 1.09% | -1.14% |
| ENTG | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 16.65 | 16.65 | 0.00% | market | 40.00% | — | 1.64% | 1.09% | 0.55% |
| FBIN | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 53.38 | 53.38 | 0.00% | market | 12.33% | — | 2.43% | 1.09% | 1.34% |
| GLW | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 21.49 | 21.49 | 0.00% | market | 15.62% | — | 6.55% | 1.09% | 5.46% |
| GRMN | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 52.00 | 52.00 | 0.00% | market | 29.85% | — | 6.23% | 1.09% | 5.14% |
| GSK | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 45.45 | 45.45 | 0.00% | market | 27.54% | — | -2.43% | 1.09% | -3.52% |
| HBM | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 4.69 | 4.69 | 0.00% | market | 150.00% | — | 2.25% | 1.09% | 1.15% |
| KIM | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 31.12 | 31.12 | 0.00% | market | 187.50% | — | -2.35% | 1.09% | -3.44% |
| LRCX | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 9.29 | 9.29 | 0.00% | market | 12.50% | — | -4.41% | 1.09% | -5.50% |
| OC | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 52.84 | 52.84 | 0.00% | market | 50.00% | — | 2.17% | 1.09% | 1.08% |
| TTMI | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 9.14 | 9.14 | 0.00% | market | 47.37% | — | 12.48% | 1.09% | 11.39% |
| WIX | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 36.50 | 36.50 | 0.00% | market | 30.77% | — | 5.93% | 1.09% | 4.84% |
| ALKS | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 49.00 | 49.00 | 0.00% | market | 90.00% | — | -4.86% | 0.92% | -5.78% |
| BBD | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 4.36 | 4.36 | 0.00% | market | 63.64% | — | 8.39% | 0.92% | 7.46% |
| BEN | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 34.91 | 34.91 | 0.00% | market | 14.93% | — | 1.68% | 0.92% | 0.75% |
| CENX | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 7.02 | 7.02 | 0.00% | market | 44.44% | — | -3.52% | 0.92% | -4.44% |
| COLM | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 60.47 | 60.47 | 0.00% | market | 33.33% | — | -9.23% | 0.92% | -10.15% |
| CVE | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 14.15 | 14.15 | 0.00% | market | 20.00% | — | 4.14% | 0.92% | 3.22% |
| CVI | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 11.27 | 11.27 | 0.00% | market | 725.08% | — | 4.78% | 0.92% | 3.86% |
| CWST | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 9.14 | 9.14 | 0.00% | market | 140.00% | — | 3.29% | 0.92% | 2.37% |
| DGII | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 11.95 | 11.95 | 0.00% | market | 60.00% | — | -2.69% | 0.92% | -3.62% |
| EHC | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 33.08 | 33.08 | 0.00% | market | 15.00% | — | -0.22% | 0.92% | -1.14% |
| EME | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 56.22 | 56.22 | 0.00% | market | 33.80% | — | 0.90% | 0.92% | -0.03% |
| KLAC | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 7.72 | 7.72 | 0.00% | market | 28.57% | — | -11.63% | 0.92% | -12.55% |
| LKQ | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 33.66 | 33.66 | 0.00% | market | 12.24% | — | 2.84% | 0.92% | 1.92% |
| LPLA | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 26.26 | 26.26 | 0.00% | market | 20.45% | — | 2.60% | 0.92% | 1.68% |
| MTH | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 18.64 | 18.64 | 0.00% | market | 20.00% | — | -6.43% | 0.92% | -7.35% |
| NTCT | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 27.63 | 27.63 | 0.00% | market | 12.00% | — | 1.49% | 0.92% | 0.57% |
| OSK | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 54.31 | 54.31 | 0.00% | market | 22.83% | — | -2.59% | 0.92% | -3.51% |
| PENN | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 15.06 | 15.06 | 0.00% | market | 37.93% | — | -3.02% | 0.92% | -3.95% |
| RGA | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 94.33 | 94.33 | 0.00% | market | 22.27% | — | 6.91% | 0.92% | 5.98% |
| UTHR | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 118.97 | 118.97 | 0.00% | market | 36.34% | — | 5.13% | 0.92% | 4.20% |
| BCS | 2016-07-29 | 2016-08-01 | 2016-08-15 | 3 | 8.06 | 8.06 | 0.00% | market | 173.68% | — | 5.11% | 0.87% | 4.24% |
| CACC | 2016-07-29 | 2016-08-01 | 2016-08-15 | 3 | 191.90 | 191.90 | 0.00% | market | 13.47% | — | 5.92% | 0.87% | 5.04% |
| CVX | 2016-07-29 | 2016-08-01 | 2016-08-15 | 3 | 101.33 | 101.33 | 0.00% | market | 54.84% | — | 1.32% | 0.87% | 0.45% |
| KT | 2016-07-29 | 2016-08-01 | 2016-08-15 | 3 | 15.33 | 15.33 | 0.00% | market | 24.62% | — | 7.86% | 0.87% | 6.98% |
| MOG-A | 2016-07-29 | 2016-08-01 | 2016-08-15 | 3 | 55.05 | 55.05 | 0.00% | market | 13.64% | — | 10.42% | 0.87% | 9.54% |
| MT | 2016-07-29 | 2016-08-01 | 2016-08-15 | 3 | 19.23 | 19.23 | 0.00% | market | 375.00% | — | -2.13% | 0.87% | -3.00% |
| SONY | 2016-07-29 | 2016-08-01 | 2016-08-15 | 3 | 6.60 | 6.60 | 0.00% | market | 153.57% | — | -0.86% | 0.87% | -1.73% |
| UBS | 2016-07-29 | 2016-08-01 | 2016-08-15 | 3 | 13.70 | 13.70 | 0.00% | market | 14.81% | — | 0.70% | 0.87% | -0.17% |
| BCH | 2016-08-01 | 2016-08-02 | 2016-08-16 | 1 | 21.11 | 21.11 | 0.00% | market | 45.00% | — | 2.65% | 0.60% | 2.04% |
| SBRA | 2016-08-01 | 2016-08-02 | 2016-08-16 | 1 | 23.98 | 23.98 | 0.00% | market | 60.61% | — | 1.32% | 0.60% | 0.71% |
| TEX | 2016-08-01 | 2016-08-02 | 2016-08-16 | 1 | 22.35 | 22.35 | 0.00% | market | 18.52% | — | 7.69% | 0.60% | 7.08% |
| VECO | 2016-08-01 | 2016-08-02 | 2016-08-16 | 1 | 20.00 | 20.00 | 0.00% | market | 13.64% | — | 2.85% | 0.60% | 2.25% |
| ZWS | 2016-08-01 | 2016-08-02 | 2016-08-16 | 1 | 10.43 | 10.43 | 0.00% | market | 16.67% | — | -2.02% | 0.60% | -2.62% |
| AR | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 26.31 | 26.31 | 0.00% | market | 27.27% | — | 2.26% | 1.34% | 0.92% |
| DVN | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 36.12 | 36.12 | 0.00% | market | 127.27% | — | 19.81% | 1.34% | 18.46% |
| EA | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 76.66 | 76.66 | 0.00% | market | 393.65% | — | 3.96% | 1.34% | 2.62% |
| ETR | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 40.35 | 40.35 | 0.00% | market | 203.92% | — | -3.22% | 1.34% | -4.56% |
| FANG | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 87.48 | 87.48 | 0.00% | market | 73.33% | — | 8.84% | 1.34% | 7.50% |
| GNW | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 3.43 | 3.43 | 0.00% | market | 19.05% | — | 11.27% | 1.34% | 9.93% |
| HMC | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 28.03 | 28.03 | 0.00% | market | 32.39% | — | 6.50% | 1.34% | 5.16% |
| IDCC | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 59.87 | 59.87 | 0.00% | market | 84.62% | — | 14.80% | 1.34% | 13.46% |
| MDU | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 8.89 | 8.89 | 0.00% | market | 20.00% | — | -0.89% | 1.34% | -2.23% |
| MGNI | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 9.50 | 9.50 | 0.00% | market | 70.00% | — | -4.84% | 1.34% | -6.18% |
| MOD | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 10.00 | 10.00 | 0.00% | market | 16.67% | — | 2.30% | 1.34% | 0.96% |
| PLUS | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 21.39 | 21.39 | 0.00% | market | 18.75% | — | -2.02% | 1.34% | -3.36% |
| RACE | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 46.43 | 46.43 | 0.00% | market | 18.19% | — | 4.10% | 1.34% | 2.76% |
| SM | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 13.18 | 13.18 | 0.00% | market | 36.23% | — | 32.22% | 1.34% | 30.88% |
| WBD | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 26.81 | 26.81 | 0.00% | market | 22.22% | — | 0.50% | 1.34% | -0.84% |
| AGO | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 26.76 | 26.76 | 0.00% | market | 90.74% | — | 2.40% | 1.18% | 1.22% |
| APO | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 17.89 | 17.89 | 0.00% | market | 390.00% | — | 4.09% | 1.18% | 2.91% |
| ARCO | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 5.84 | 5.84 | 0.00% | market | 2200.11% | — | -3.87% | 1.18% | -5.05% |
| ATRO | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 25.07 | 25.07 | 0.00% | market | 20.51% | — | 8.91% | 1.18% | 7.74% |
| BIP | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 19.01 | 19.01 | 0.00% | market | 160.00% | — | 5.11% | 1.18% | 3.93% |
| CDW | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 44.46 | 44.46 | 0.00% | market | 12.05% | — | 0.89% | 1.18% | -0.29% |
| CPA | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 69.19 | 69.19 | 0.00% | market | 121.74% | — | 21.67% | 1.18% | 20.49% |
| DK | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 13.52 | 13.52 | 0.00% | market | 71.43% | — | 24.97% | 1.18% | 23.80% |
| DKL | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 26.02 | 26.02 | 0.00% | market | 13.79% | — | 10.05% | 1.18% | 8.87% |
| EXEL | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 10.03 | 10.03 | 0.00% | market | 40.74% | — | 9.27% | 1.18% | 8.09% |
| HUBS | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 54.96 | 54.96 | 0.00% | market | 53.33% | — | 2.32% | 1.18% | 1.14% |
| IAG | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 5.31 | 5.31 | 0.00% | market | 142.72% | — | -9.14% | 1.18% | -10.32% |
| ITUB | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 4.99 | 4.99 | 0.00% | market | 21.43% | — | 3.11% | 1.18% | 1.93% |
| KAI | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 55.85 | 55.85 | 0.00% | market | 35.38% | — | -4.54% | 1.18% | -5.72% |
| KLIC | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 11.90 | 11.90 | 0.00% | market | 21.62% | — | 8.64% | 1.18% | 7.46% |
| MC | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 26.00 | 26.00 | 0.00% | market | 20.69% | — | 0.05% | 1.18% | -1.13% |
| MTDR | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 19.99 | 19.99 | 0.00% | market | 90.00% | — | 21.31% | 1.18% | 20.13% |
| MUSA | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 75.37 | 75.37 | 0.00% | market | 18.18% | — | -0.30% | 1.18% | -1.48% |
| NSIT | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 30.75 | 30.75 | 0.00% | market | 29.33% | — | 1.30% | 1.18% | 0.12% |
| PFSI | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 14.25 | 14.25 | 0.00% | market | 14.04% | — | 14.22% | 1.18% | 13.04% |
| AHT | 2016-08-04 | 2016-08-05 | 2016-08-19 | 1 | 5,962.72 | 5,962.72 | 0.00% | market | 13.21% | — | 13.48% | 0.98% | 12.49% |
| ALNY | 2016-08-04 | 2016-08-05 | 2016-08-19 | 1 | 72.12 | 72.12 | 0.00% | market | 16.67% | — | 0.82% | 0.98% | -0.17% |
| BAK | 2016-08-04 | 2016-08-05 | 2016-08-19 | 1 | 12.75 | 12.75 | 0.00% | market | 35.44% | — | 6.96% | 0.98% | 5.97% |
| CNQ | 2016-08-04 | 2016-08-05 | 2016-08-19 | 1 | 15.09 | 15.09 | 0.00% | market | 27.27% | — | 7.65% | 0.98% | 6.67% |
| EFXT | 2016-08-04 | 2016-08-05 | 2016-08-19 | 1 | 8.33 | 8.33 | 0.00% | market | 162.50% | — | 24.27% | 0.98% | 23.29% |
| EOG | 2016-08-04 | 2016-08-05 | 2016-08-19 | 1 | 87.23 | 87.23 | 0.00% | market | 22.45% | — | 5.09% | 0.98% | 4.11% |
| BWXT | 2016-08-08 | 2016-08-09 | 2016-08-23 | 1 | 38.05 | 38.05 | 0.00% | market | 15.79% | — | 3.29% | 0.39% | 2.91% |
| ACM | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 35.03 | 35.03 | 0.00% | market | 14.08% | — | -8.24% | -0.21% | -8.03% |
| ARES | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 16.75 | 16.75 | 0.00% | market | 51.72% | — | 4.68% | -0.21% | 4.89% |
| ARWR | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 5.92 | 5.92 | 0.00% | market | 13.51% | — | 16.29% | -0.21% | 16.50% |
| BMA | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 73.73 | 73.73 | 0.00% | market | 26.01% | — | 8.28% | -0.21% | 8.49% |
| DHT | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 5.18 | 5.18 | 0.00% | market | 13.33% | — | -8.98% | -0.21% | -8.77% |
| DQ | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 4.78 | 4.78 | 0.00% | market | 68.00% | — | 2.87% | -0.21% | 3.08% |
| DXPE | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 19.61 | 19.61 | 0.00% | market | 780.00% | — | 49.42% | -0.21% | 49.63% |
| FF | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 11.77 | 11.77 | 0.00% | market | 37.50% | — | 0.32% | -0.21% | 0.54% |
| FSK | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 37.92 | 37.92 | 0.00% | market | 125.24% | — | 1.80% | -0.21% | 2.01% |
| HALO | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 10.70 | 10.70 | 0.00% | market | 19.23% | — | -12.06% | -0.21% | -11.85% |
| LBRDA | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 66.04 | 66.04 | 0.00% | market | 14066.48% | — | 0.94% | -0.21% | 1.16% |
| CAE | 2016-08-10 | 2016-08-11 | 2016-08-25 | 1 | 13.65 | 13.65 | 0.00% | market | 25.00% | — | 3.56% | -0.26% | 3.82% |
| ICL | 2016-08-10 | 2016-08-11 | 2016-08-25 | 1 | 4.14 | 4.14 | 0.00% | market | 66.67% | — | -0.34% | -0.26% | -0.08% |
| JD | 2016-08-10 | 2016-08-11 | 2016-08-25 | 1 | 23.65 | 23.65 | 0.00% | market | 255.87% | — | 7.38% | -0.26% | 7.64% |
| RL | 2016-08-10 | 2016-08-11 | 2016-08-25 | 1 | 104.88 | 104.88 | 0.00% | market | 19.10% | — | 2.01% | -0.26% | 2.26% |
| VKTX | 2016-08-10 | 2016-08-11 | 2016-08-25 | 1 | 1.30 | 1.30 | 0.00% | market | 15.38% | — | 0.67% | -0.26% | 0.93% |
| GPRK | 2016-08-11 | 2016-08-12 | 2016-08-26 | 1 | 3.24 | 3.24 | 0.00% | market | 81.82% | — | 7.62% | -0.46% | 8.07% |
| HIMX | 2016-08-11 | 2016-08-12 | 2016-08-26 | 1 | 8.90 | 8.90 | 0.00% | market | 20.00% | — | 11.36% | -0.46% | 11.82% |
| KSS | 2016-08-11 | 2016-08-12 | 2016-08-26 | 1 | 44.55 | 44.55 | 0.00% | market | 17.31% | — | -0.12% | -0.46% | 0.34% |
| RUN | 2016-08-11 | 2016-08-12 | 2016-08-26 | 1 | 6.39 | 6.39 | 0.00% | market | 177.50% | — | -6.99% | -0.46% | -6.53% |
| SA | 2016-08-11 | 2016-08-12 | 2016-08-26 | 1 | 13.40 | 13.40 | 0.00% | market | 40.00% | — | -17.49% | -0.46% | -17.03% |
| CIG | 2016-08-12 | 2016-08-15 | 2016-08-29 | 3 | 2.25 | 2.25 | 0.00% | market | 667.26% | — | -6.77% | -0.24% | -6.52% |
| SBS | 2016-08-12 | 2016-08-15 | 2016-08-29 | 3 | 1.88 | 1.88 | 0.00% | market | 166.67% | — | -3.82% | -0.24% | -3.58% |
| IBRX | 2016-08-15 | 2016-08-16 | 2016-08-30 | 1 | 7.56 | 7.56 | 0.00% | market | 29.31% | — | 11.80% | -0.27% | 12.08% |
| SID | 2016-08-15 | 2016-08-16 | 2016-08-30 | 1 | 3.45 | 3.45 | 0.00% | market | 67.81% | — | -21.26% | -0.27% | -20.98% |
| ATHM | 2016-08-16 | 2016-08-17 | 2016-08-31 | 1 | 26.30 | 26.30 | 0.00% | market | 29.15% | — | -7.06% | -0.28% | -6.77% |
| CIG-C | 2016-08-16 | 2016-08-17 | 2016-08-31 | 1 | 1.55 | 1.55 | 0.00% | market | 720.00% | — | 3.77% | -0.28% | 4.06% |
| COTY | 2016-08-16 | 2016-08-17 | 2016-08-31 | 1 | 28.33 | 28.33 | 0.00% | market | 116.67% | — | -4.97% | -0.28% | -4.69% |
| DKS | 2016-08-16 | 2016-08-17 | 2016-08-31 | 1 | 58.11 | 58.11 | 0.00% | market | 18.84% | — | 0.74% | -0.28% | 1.03% |
| HTHT | 2016-08-16 | 2016-08-17 | 2016-08-31 | 1 | 10.27 | 10.27 | 0.00% | market | 88.89% | — | 8.57% | -0.28% | 8.85% |
| URBN | 2016-08-16 | 2016-08-17 | 2016-08-31 | 1 | 35.37 | 35.37 | 0.00% | market | 17.86% | — | 1.26% | -0.28% | 1.54% |
| BBWI | 2016-08-17 | 2016-08-18 | 2016-09-01 | 1 | 62.09 | 62.09 | 0.00% | market | 18.64% | — | -2.73% | -0.44% | -2.29% |
| JOYY | 2016-08-17 | 2016-08-18 | 2016-09-01 | 1 | 49.51 | 49.51 | 0.00% | market | 40.85% | — | 4.44% | -0.44% | 4.88% |
| NTES | 2016-08-17 | 2016-08-18 | 2016-09-01 | 1 | 43.40 | 43.40 | 0.00% | market | 43.14% | — | -0.61% | -0.44% | -0.17% |
| DE | 2016-08-19 | 2016-08-22 | 2016-09-06 | 3 | 86.90 | 86.90 | 0.00% | market | 64.89% | — | -2.90% | 0.35% | -3.25% |
| BBY | 2016-08-23 | 2016-08-24 | 2016-09-08 | 1 | 39.20 | 39.20 | 0.00% | market | 32.56% | — | -3.37% | -0.13% | -3.23% |
| INTU | 2016-08-23 | 2016-08-24 | 2016-09-08 | 1 | 108.38 | 108.38 | 0.00% | market | 541.54% | — | 2.28% | -0.13% | 2.41% |
| ADSK | 2016-08-25 | 2016-08-26 | 2016-09-12 | 1 | 66.00 | 66.00 | 0.00% | market | 138.46% | — | 1.95% | -0.73% | 2.67% |
| CM | 2016-08-25 | 2016-08-26 | 2016-09-12 | 1 | 40.13 | 40.13 | 0.00% | market | 13.94% | — | -2.54% | -0.73% | -1.82% |
| MESO | 2016-08-25 | 2016-08-26 | 2016-09-12 | 1 | 10.26 | 10.26 | 0.00% | market | 4000.00% | — | -11.60% | -0.73% | -10.88% |
| P | 2016-08-25 | 2016-08-26 | 2016-09-12 | 1 | 13.51 | 13.51 | 0.00% | market | 30.43% | — | -7.06% | -0.73% | -6.33% |
| REX | 2016-08-25 | 2016-08-26 | 2016-09-12 | 1 | 13.42 | 13.42 | 0.00% | market | 70.32% | — | 7.65% | -0.73% | 8.37% |
| OOMA | 2016-08-30 | 2016-08-31 | 2016-09-15 | 1 | 8.67 | 8.67 | 0.00% | market | 37.50% | — | 7.51% | -1.07% | 8.58% |
| PKX | 2016-08-30 | 2016-08-31 | 2016-09-15 | 1 | 50.56 | 50.56 | 0.00% | market | 37.93% | — | -5.06% | -1.07% | -3.99% |
| ASND | 2016-08-31 | 2016-09-01 | 2016-09-16 | 1 | 18.70 | 18.70 | 0.00% | market | 13.04% | — | 8.46% | -1.84% | 10.30% |
| BOX | 2016-08-31 | 2016-09-01 | 2016-09-16 | 1 | 13.25 | 13.25 | 0.00% | market | 30.00% | — | 11.22% | -1.84% | 13.06% |
| GEF | 2016-08-31 | 2016-09-01 | 2016-09-16 | 1 | 43.39 | 43.39 | 0.00% | market | 26.39% | — | 9.10% | -1.84% | 10.94% |
| PI | 2016-08-31 | 2016-09-01 | 2016-09-16 | 1 | 26.52 | 26.52 | 0.00% | market | 275.00% | — | 39.30% | -1.84% | 41.14% |
| TCOM | 2016-08-31 | 2016-09-01 | 2016-09-16 | 1 | 47.05 | 47.05 | 0.00% | market | 14.71% | — | -7.28% | -1.84% | -5.44% |
| AGX | 2016-09-06 | 2016-09-07 | 2016-09-21 | 1 | 50.00 | 50.00 | 0.00% | market | 63.29% | — | 13.80% | -1.38% | 15.18% |
| ABM | 2016-09-07 | 2016-09-08 | 2016-09-22 | 1 | 40.00 | 40.00 | 0.00% | market | 35.00% | — | -0.10% | -0.66% | 0.56% |
| BNED | 2016-09-08 | 2016-09-09 | 2016-09-23 | 1 | 1,090.00 | 1,090.00 | 0.00% | market | 12.50% | — | -9.82% | -0.45% | -9.37% |
| BRC | 2016-09-09 | 2016-09-12 | 2016-09-26 | 3 | 34.26 | 34.26 | 0.00% | market | 32.43% | — | 1.33% | 0.87% | 0.46% |
| LEN | 2016-09-20 | 2016-09-21 | 2016-10-05 | 1 | 43.43 | 43.43 | 0.00% | market | 13.48% | — | -3.76% | 0.65% | -4.41% |
| THO | 2016-09-26 | 2016-09-27 | 2016-10-11 | 1 | 85.86 | 85.86 | 0.00% | market | 18.05% | — | -2.70% | -0.29% | -2.41% |
| EBF | 2016-09-27 | 2016-09-28 | 2016-10-12 | 1 | 17.20 | 17.20 | 0.00% | market | 34.62% | — | -7.25% | -0.98% | -6.27% |
| IDT | 2016-09-28 | 2016-09-29 | 2016-10-13 | 1 | 16.50 | 16.50 | 0.00% | market | 72.41% | — | 5.72% | -1.57% | 7.28% |
| WOR | 2016-09-28 | 2016-09-29 | 2016-10-13 | 1 | 28.88 | 28.88 | 0.00% | market | 33.77% | — | 1.32% | -1.57% | 2.89% |
| MU | 2016-10-04 | 2016-10-05 | 2016-10-19 | 1 | 17.55 | 17.55 | 0.00% | market | 58.33% | — | -1.98% | -0.52% | -1.46% |
| WMS | 2016-10-06 | 2016-10-07 | 2016-10-21 | 1 | 21.81 | 21.81 | 0.00% | market | 54.17% | — | -6.11% | -0.98% | -5.13% |
| JPM | 2016-10-14 | 2016-10-17 | 2016-10-31 | 3 | 67.42 | 67.42 | 0.00% | market | 12.86% | — | 2.63% | -0.25% | 2.88% |
| BAC | 2016-10-17 | 2016-10-18 | 2016-11-01 | 1 | 16.19 | 16.19 | 0.00% | market | 20.59% | — | 2.49% | -1.51% | 4.00% |
| HAS | 2016-10-17 | 2016-10-18 | 2016-11-01 | 1 | 82.08 | 82.08 | 0.00% | market | 16.67% | — | 0.06% | -1.51% | 1.57% |
| GS | 2016-10-18 | 2016-10-19 | 2016-11-02 | 1 | 173.37 | 173.37 | 0.00% | market | 27.75% | — | 1.75% | -2.00% | 3.75% |
| MTG | 2016-10-18 | 2016-10-19 | 2016-11-02 | 1 | 8.42 | 8.42 | 0.00% | market | 47.06% | — | -5.21% | -2.00% | -3.21% |
| NIC | 2016-10-18 | 2016-10-19 | 2016-11-02 | 1 | 38.99 | 38.99 | 0.00% | market | 23.21% | — | -2.54% | -2.00% | -0.54% |
| RF | 2016-10-18 | 2016-10-19 | 2016-11-02 | 1 | 10.33 | 10.33 | 0.00% | market | 14.29% | — | 1.64% | -2.00% | 3.64% |
| AXP | 2016-10-19 | 2016-10-20 | 2016-11-03 | 1 | 65.34 | 65.34 | 0.00% | market | 23.71% | — | -0.12% | -2.38% | 2.26% |
| BANC | 2016-10-19 | 2016-10-20 | 2016-11-03 | 1 | 14.03 | 14.03 | 0.00% | market | 40.48% | — | -9.58% | -2.38% | -7.20% |
| CVLG | 2016-10-19 | 2016-10-20 | 2016-11-03 | 1 | 7.63 | 7.63 | 0.00% | market | 14.29% | — | 8.03% | -2.38% | 10.41% |
| FTI | 2016-10-19 | 2016-10-20 | 2016-11-03 | 1 | 26.44 | 26.44 | 0.00% | market | 52.17% | — | 0.96% | -2.38% | 3.34% |
| MS | 2016-10-19 | 2016-10-20 | 2016-11-03 | 1 | 32.84 | 32.84 | 0.00% | market | 26.98% | — | -0.19% | -2.38% | 2.19% |
| AAL | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 39.97 | 39.97 | 0.00% | market | 66.67% | — | -0.68% | -2.49% | 1.82% |
| CLS | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 11.00 | 11.00 | 0.00% | market | 43.33% | — | 7.54% | -2.49% | 10.03% |
| DAN | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 14.88 | 14.88 | 0.00% | market | 13.95% | — | 1.31% | -2.49% | 3.80% |
| FITB | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 20.87 | 20.87 | 0.00% | market | 58.54% | — | 1.53% | -2.49% | 4.02% |
| GATX | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 46.03 | 46.03 | 0.00% | market | 69.17% | — | -3.12% | -2.49% | -0.63% |
| STBA | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 28.41 | 28.41 | 0.00% | market | 18.00% | — | 4.26% | -2.49% | 6.76% |
| STC | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 45.07 | 45.07 | 0.00% | market | 17.31% | — | -4.87% | -2.49% | -2.38% |
| TFII | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 20.07 | 20.07 | 0.00% | market | 13.21% | — | 12.26% | -2.49% | 14.75% |
| PDS | 2016-10-21 | 2016-10-24 | 2016-11-07 | 3 | 98.60 | 98.60 | 0.00% | market | 23.53% | — | -10.85% | -0.86% | -9.99% |
| RBCAA | 2016-10-21 | 2016-10-24 | 2016-11-07 | 3 | 30.84 | 30.84 | 0.00% | market | 23.68% | — | 2.82% | -0.86% | 3.68% |
| AGNC | 2016-10-24 | 2016-10-25 | 2016-11-08 | 1 | 20.13 | 20.13 | 0.00% | market | 16.36% | — | -1.24% | -0.27% | -0.98% |
| AVB | 2016-10-24 | 2016-10-25 | 2016-11-08 | 1 | 164.93 | 164.93 | 0.00% | market | 123.28% | — | 4.74% | -0.27% | 5.01% |
| KN | 2016-10-24 | 2016-10-25 | 2016-11-08 | 1 | 15.01 | 15.01 | 0.00% | market | 27.59% | — | -1.50% | -0.27% | -1.23% |
| WFG | 2016-10-24 | 2016-10-25 | 2016-11-08 | 1 | 31.77 | 31.77 | 0.00% | market | 42.16% | — | 10.38% | -0.27% | 10.65% |
| ZION | 2016-10-24 | 2016-10-25 | 2016-11-08 | 1 | 32.65 | 32.65 | 0.00% | market | 14.00% | — | -0.87% | -0.27% | -0.60% |
| BKR | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 37.98 | 37.98 | 0.00% | market | 65.91% | — | 8.64% | 1.49% | 7.15% |
| CSV | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 25.25 | 25.25 | 0.00% | market | 13.16% | — | -1.53% | 1.49% | -3.01% |
| CVLT | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 55.16 | 55.16 | 0.00% | market | 25.00% | — | -5.38% | 1.49% | -6.86% |
| ETR | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 36.17 | 36.17 | 0.00% | market | 17.35% | — | -4.94% | 1.49% | -6.43% |
| GM | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 31.22 | 31.22 | 0.00% | market | 18.62% | — | -0.93% | 1.49% | -2.42% |
| KEY | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 13.87 | 13.87 | 0.00% | market | 15.38% | — | 9.71% | 1.49% | 8.22% |
| LMT | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 248.60 | 248.60 | 0.00% | market | 26.22% | — | 1.85% | 1.49% | 0.37% |
| MCRI | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 25.20 | 25.20 | 0.00% | market | 12.50% | — | -6.61% | 1.49% | -8.09% |
| NTB | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 25.48 | 25.48 | 0.00% | market | 22.45% | — | 5.67% | 1.49% | 4.18% |
| RNG | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 22.05 | 22.05 | 0.00% | market | 159.97% | — | -4.64% | 1.49% | -6.12% |
| RRC | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 36.80 | 36.80 | 0.00% | market | 60.00% | — | -9.45% | 1.49% | -10.93% |
| SKT | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 36.00 | 36.00 | 0.00% | market | 176.92% | — | -5.29% | 1.49% | -6.78% |
| USNA | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 65.23 | 65.23 | 0.00% | market | 12.15% | — | -4.62% | 1.49% | -6.11% |
| VLO | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 58.72 | 58.72 | 0.00% | market | 33.33% | — | 5.54% | 1.49% | 4.05% |
| AIT | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 48.35 | 48.35 | 0.00% | market | 14.75% | — | 11.48% | 1.09% | 10.39% |
| AR | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 25.97 | 25.97 | 0.00% | market | 50.00% | — | -6.34% | 1.09% | -7.43% |
| AXS | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 57.46 | 57.46 | 0.00% | market | 69.52% | — | 5.89% | 1.09% | 4.80% |
| BA | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 145.83 | 145.83 | 0.00% | market | 33.97% | — | 1.18% | 1.09% | 0.08% |
| BEN | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 35.22 | 35.22 | 0.00% | market | 18.84% | — | 7.37% | 1.09% | 6.28% |
| CACI | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 105.00 | 105.00 | 0.00% | market | 17.60% | — | 12.33% | 1.09% | 11.24% |
| CAKE | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 54.00 | 54.00 | 0.00% | market | 14.75% | — | 5.47% | 1.09% | 4.38% |
| CDE | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 11.21 | 11.21 | 0.00% | market | 320.00% | — | -10.80% | 1.09% | -11.90% |
| DTE | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 79.49 | 79.49 | 0.00% | market | 20.25% | — | -2.39% | 1.09% | -3.48% |
| EVR | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 55.40 | 55.40 | 0.00% | market | 24.49% | — | 8.84% | 1.09% | 7.74% |
| EXC | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 23.79 | 23.79 | 0.00% | market | 22.97% | — | -9.60% | 1.09% | -10.69% |
| MC | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 27.40 | 27.40 | 0.00% | market | 29.41% | — | -0.10% | 1.09% | -1.19% |
| MEOH | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 38.32 | 38.32 | 0.00% | market | 93.75% | — | 2.46% | 1.09% | 1.37% |
| MUR | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 29.40 | 29.40 | 0.00% | market | 14.29% | — | -2.45% | 1.09% | -3.54% |
| NEU | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 401.59 | 401.59 | 0.00% | market | 14.94% | — | 2.44% | 1.09% | 1.35% |
| RES | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 17.98 | 17.98 | 0.00% | market | 14.29% | — | -4.27% | 1.09% | -5.36% |
| RJF | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 40.13 | 40.13 | 0.00% | market | 28.79% | — | 11.76% | 1.09% | 10.67% |
| RUSHA | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 11.07 | 11.07 | 0.00% | market | 23.08% | — | 8.03% | 1.09% | 6.94% |
| TER | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 23.33 | 23.33 | 0.00% | market | 17.86% | — | 0.20% | 1.09% | -0.89% |
| TTMI | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 12.20 | 12.20 | 0.00% | market | 21.88% | — | 13.67% | 1.09% | 12.58% |
| VLRS | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 19.22 | 19.22 | 0.00% | market | 37.84% | — | -17.63% | 1.09% | -18.72% |
| WDC | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 44.24 | 44.24 | 0.00% | market | 12.38% | — | -3.02% | 1.09% | -4.11% |
| ALV | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 68.86 | 68.86 | 0.00% | market | 17.39% | — | 1.19% | 1.54% | -0.35% |
| ATRC | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 18.75 | 18.75 | 0.00% | market | 25.00% | — | 6.30% | 1.54% | 4.76% |
| BELFB | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 23.45 | 23.45 | 0.00% | market | 43.48% | — | 24.21% | 1.54% | 22.67% |
| BMRN | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 79.73 | 79.73 | 0.00% | market | 33.33% | — | 14.61% | 1.54% | 13.07% |
| BX | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 25.48 | 25.48 | 0.00% | market | 18.75% | — | -5.12% | 1.54% | -6.66% |
| CMS | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 41.24 | 41.24 | 0.00% | market | 12.90% | — | -3.71% | 1.54% | -5.25% |
| CRUS | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 56.87 | 56.87 | 0.00% | market | 28.57% | — | -4.07% | 1.54% | -5.61% |
| CX | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 8.63 | 8.63 | 0.00% | market | 122.22% | — | -17.37% | 1.54% | -18.90% |
| CYTK | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 9.75 | 9.75 | 0.00% | market | 355.17% | — | 14.77% | 1.54% | 13.23% |
| DD | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 97.38 | 97.38 | 0.00% | market | 13.75% | — | -1.70% | 1.54% | -3.24% |
| ELME | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 29.96 | 29.96 | 0.00% | market | 1237.50% | — | -2.70% | 1.54% | -4.24% |
| EQT | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 36.89 | 36.89 | 0.00% | market | 40.91% | — | -3.14% | 1.54% | -4.67% |
| F | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 11.74 | 11.74 | 0.00% | market | 30.00% | — | 4.50% | 1.54% | 2.96% |
| FTV | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 31.68 | 31.68 | 0.00% | market | 13.56% | — | 6.18% | 1.54% | 4.64% |
| HCA | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 79.33 | 79.33 | 0.00% | market | 13.38% | — | -12.39% | 1.54% | -13.93% |
| MCS | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 25.70 | 25.70 | 0.00% | market | 21.43% | — | 10.60% | 1.54% | 9.06% |
| NSIT | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 33.55 | 33.55 | 0.00% | market | 16.98% | — | -2.25% | 1.54% | -3.78% |
| OIS | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 32.40 | 32.40 | 0.00% | market | 17.39% | — | -3.50% | 1.54% | -5.03% |
| PENN | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 12.94 | 12.94 | 0.00% | market | 82.14% | — | 3.45% | 1.54% | 1.92% |
| PIPR | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 13.70 | 13.70 | 0.00% | market | 47.31% | — | 19.97% | 1.54% | 18.43% |
| SIMO | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 44.91 | 44.91 | 0.00% | market | 13.83% | — | -3.31% | 1.54% | -4.85% |
| SRPT | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 40.19 | 40.19 | 0.00% | market | 12.59% | — | -1.77% | 1.54% | -3.31% |
| SSD | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 42.11 | 42.11 | 0.00% | market | 14.81% | — | 8.40% | 1.54% | 6.86% |
| TAL | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 13.68 | 13.68 | 0.00% | market | 33.33% | — | -7.34% | 1.54% | -8.88% |
| TEAM | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 28.02 | 28.02 | 0.00% | market | 42.86% | — | -1.99% | 1.54% | -3.53% |
| UFI | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 30.55 | 30.55 | 0.00% | market | 54.55% | — | -0.98% | 1.54% | -2.52% |
| VALE | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 6.98 | 6.98 | 0.00% | market | 35.71% | — | 10.07% | 1.54% | 8.53% |
| APO | 2016-10-28 | 2016-10-31 | 2016-11-14 | 3 | 18.40 | 18.40 | 0.00% | market | 28.89% | — | 3.43% | 1.72% | 1.71% |
| ARLP | 2016-10-28 | 2016-10-31 | 2016-11-14 | 3 | 24.40 | 24.40 | 0.00% | market | 24.66% | — | 0.72% | 1.72% | -1.00% |
| OPY | 2016-10-28 | 2016-10-31 | 2016-11-14 | 3 | 13.95 | 13.95 | 0.00% | market | 33.33% | — | 17.82% | 1.72% | 16.10% |
| SNY | 2016-10-28 | 2016-10-31 | 2016-11-14 | 3 | 39.01 | 39.01 | 0.00% | market | 16.28% | — | 6.13% | 1.72% | 4.41% |
| AMKR | 2016-10-31 | 2016-11-01 | 2016-11-15 | 1 | 9.88 | 9.88 | 0.00% | market | 19.05% | — | 14.27% | 2.51% | 11.76% |
| CNA | 2016-10-31 | 2016-11-01 | 2016-11-15 | 1 | 36.93 | 36.93 | 0.00% | market | 40.24% | — | 4.58% | 2.51% | 2.07% |
| EMBJ | 2016-10-31 | 2016-11-01 | 2016-11-15 | 1 | 22.19 | 22.19 | 0.00% | market | 59.26% | — | -5.73% | 2.51% | -8.25% |
| HMC | 2016-10-31 | 2016-11-01 | 2016-11-15 | 1 | 29.40 | 29.40 | 0.00% | market | 64.41% | — | -2.72% | 2.51% | -5.23% |
| HMN | 2016-10-31 | 2016-11-01 | 2016-11-15 | 1 | 35.60 | 35.60 | 0.00% | market | 13.73% | — | 7.91% | 2.51% | 5.39% |
| L | 2016-10-31 | 2016-11-01 | 2016-11-15 | 1 | 43.02 | 43.02 | 0.00% | market | 28.99% | — | 2.04% | 2.51% | -0.47% |
| ORC | 2016-10-31 | 2016-11-01 | 2016-11-15 | 1 | 53.65 | 53.65 | 0.00% | market | 114.65% | — | 0.55% | 2.51% | -1.96% |
| RYAM | 2016-10-31 | 2016-11-01 | 2016-11-15 | 1 | 14.10 | 14.10 | 0.00% | market | 91.30% | — | -2.80% | 2.51% | -5.31% |
| TGLS | 2016-10-31 | 2016-11-01 | 2016-11-15 | 1 | 12.09 | 12.09 | 0.00% | market | 35.00% | — | 4.53% | 2.51% | 2.02% |
| AMRC | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 5.40 | 5.40 | 0.00% | market | 33.33% | — | 8.23% | 3.43% | 4.81% |
| BP | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 34.33 | 34.33 | 0.00% | market | 36.36% | — | -3.10% | 3.43% | -6.53% |
| BYD | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 17.34 | 17.34 | 0.00% | market | 16.67% | — | 7.57% | 3.43% | 4.14% |
| CIM | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 49.56 | 49.56 | 0.00% | market | 21.43% | — | -0.22% | 3.43% | -3.65% |
| BABA | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 98.04 | 98.04 | 0.00% | market | 12.86% | — | -4.15% | 4.29% | -8.44% |
| CF | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 23.57 | 23.57 | 0.00% | market | 160.00% | — | 14.83% | 4.29% | 10.55% |
| CODI | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 18.60 | 18.60 | 0.00% | market | 75.61% | — | 0.44% | 4.29% | -3.85% |
| DNOW | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 18.30 | 18.30 | 0.00% | market | 12.82% | — | 7.55% | 4.29% | 3.26% |
| FMC | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 41.92 | 41.92 | 0.00% | market | 13.56% | — | 11.11% | 4.29% | 6.83% |
| AAOI | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 23.30 | 23.30 | 0.00% | market | 35.71% | — | 14.19% | 4.59% | 9.60% |
| AGO | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 30.53 | 30.53 | 0.00% | market | 455.07% | — | 13.69% | 4.59% | 9.10% |
| AHT | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 5,459.24 | 5,459.24 | 0.00% | market | 17.65% | — | 17.26% | 4.59% | 12.67% |
| AMN | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 34.00 | 34.00 | 0.00% | market | 14.81% | — | -1.86% | 4.59% | -6.46% |
| APA | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 55.20 | 55.20 | 0.00% | market | 72.73% | — | 12.36% | 4.59% | 7.77% |
| BAP | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 149.27 | 149.27 | 0.00% | market | 19.80% | — | 2.20% | 4.59% | -2.39% |
| BLDR | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 9.29 | 9.29 | 0.00% | market | 69.44% | — | 20.35% | 4.59% | 15.76% |
| CNQ | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 15.20 | 15.20 | 0.00% | market | 50.00% | — | 4.83% | 4.59% | 0.24% |
| CC | 2016-11-06 | 2016-11-07 | 2016-11-21 | 1 | 18.60 | 18.60 | 0.00% | market | 74.29% | — | 24.85% | 5.56% | 19.28% |
| CNP | 2016-11-04 | 2016-11-07 | 2016-11-21 | 3 | 23.30 | 23.30 | 0.00% | market | 13.89% | — | 0.84% | 5.56% | -4.72% |
| APPF | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 19.25 | 19.25 | 0.00% | market | 58.15% | — | 14.19% | 3.71% | 10.48% |
| ARES | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 15.15 | 15.15 | 0.00% | market | 21.05% | — | 19.37% | 3.71% | 15.66% |
| BCRX | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 4.62 | 4.62 | 0.00% | market | 30.43% | — | 27.61% | 3.71% | 23.90% |
| CGAU | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 5.03 | 5.03 | 0.00% | market | 61.54% | — | 4.27% | 3.71% | 0.56% |
| EBS | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 27.42 | 27.42 | 0.00% | market | 123.08% | — | 4.97% | 3.71% | 1.26% |
| AER | 2016-11-08 | 2016-11-09 | 2016-11-23 | 1 | 41.52 | 41.52 | 0.00% | market | 18.31% | — | 5.63% | 3.92% | 1.71% |
| CECO | 2016-11-08 | 2016-11-09 | 2016-11-23 | 1 | 7.08 | 7.08 | 0.00% | market | 20.00% | — | 41.85% | 3.92% | 37.93% |
| FOR | 2016-11-08 | 2016-11-09 | 2016-11-23 | 1 | 12.10 | 12.10 | 0.00% | market | 700.00% | — | 5.69% | 3.92% | 1.76% |
| JCI | 2016-11-08 | 2016-11-09 | 2016-11-23 | 1 | 43.70 | 43.70 | 0.00% | market | 18.63% | — | 4.27% | 3.92% | 0.35% |
| SSRM | 2016-11-08 | 2016-11-09 | 2016-11-23 | 1 | 11.83 | 11.83 | 0.00% | market | 14.81% | — | -17.60% | 3.92% | -21.52% |
| TM | 2016-11-08 | 2016-11-09 | 2016-11-23 | 1 | 110.35 | 110.35 | 0.00% | market | 18.40% | — | 3.67% | 3.92% | -0.25% |
| ABR | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 7.29 | 7.29 | 0.00% | market | 31.25% | — | 2.23% | 1.94% | 0.29% |
| AGM | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 48.70 | 48.70 | 0.00% | market | 13.33% | — | 7.81% | 1.94% | 5.86% |
| CDNA | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 3.80 | 3.80 | 0.00% | market | 37.50% | — | 1.22% | 1.94% | -0.73% |
| CHMI | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 16.49 | 16.49 | 0.00% | market | 17.78% | — | 8.39% | 1.94% | 6.45% |
| CROX | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 7.50 | 7.50 | 0.00% | market | 50.00% | — | 11.90% | 1.94% | 9.96% |
| EVH | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 21.30 | 21.30 | 0.00% | market | 15.38% | — | -1.27% | 1.94% | -3.22% |
| FF | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 11.25 | 11.25 | 0.00% | market | 20.83% | — | 25.50% | 1.94% | 23.56% |
| FSK | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 38.00 | 38.00 | 0.00% | market | 118.60% | — | 8.85% | 1.94% | 6.91% |
| NNI | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 43.00 | 43.00 | 0.00% | market | 20.35% | — | 22.97% | 1.94% | 21.03% |
| OCUL | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 6.14 | 6.14 | 0.00% | market | 35.29% | — | 87.20% | 1.94% | 85.25% |
| SGRY | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 15.10 | 15.10 | 0.00% | market | 50.00% | — | 8.18% | 1.94% | 6.24% |
| SLS | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 6,000.00 | 6,000.00 | 0.00% | market | 33.33% | — | -11.60% | 1.94% | -13.54% |
| WK | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 14.60 | 14.60 | 0.00% | market | 32.35% | — | 9.49% | 1.94% | 7.55% |
| ADMA | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 5.62 | 5.62 | 0.00% | market | 15.00% | — | 8.44% | 2.04% | 6.40% |
| BAK | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 16.94 | 16.94 | 0.00% | market | 107.79% | — | -4.00% | 2.04% | -6.03% |
| CWH | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 22.61 | 22.61 | 0.00% | market | 88.00% | — | 18.61% | 2.04% | 16.57% |
| ELF | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 27.23 | 27.23 | 0.00% | market | 700.00% | — | 14.11% | 2.04% | 12.08% |
| IBRX | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 7.62 | 7.62 | 0.00% | market | 13.33% | — | -7.45% | 2.04% | -9.49% |
| KSS | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 50.97 | 50.97 | 0.00% | market | 14.29% | — | 5.94% | 2.04% | 3.91% |
| NAT | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 9.05 | 9.05 | 0.00% | market | 50.00% | — | -2.97% | 2.04% | -5.01% |
| NVDA | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 1.99 | 1.99 | 0.00% | market | 100.00% | — | 17.99% | 2.04% | 15.95% |
| NXRT | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 18.42 | 18.42 | 0.00% | market | 1220.00% | — | 11.35% | 2.04% | 9.32% |
| PBR | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 9.95 | 9.95 | 0.00% | market | 33.33% | — | 2.92% | 2.04% | 0.88% |
| RUN | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 5.21 | 5.21 | 0.00% | market | 214.29% | — | 3.16% | 2.04% | 1.13% |
| SUPV | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 14.74 | 14.74 | 0.00% | market | 17.65% | — | -2.00% | 2.04% | -4.04% |
| VKTX | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 1.16 | 1.16 | 0.00% | market | 16.67% | — | -0.10% | 2.04% | -2.14% |
| WIX | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 47.60 | 47.60 | 0.00% | market | 42.86% | — | 7.15% | 2.04% | 5.11% |
| BN | 2016-11-11 | 2016-11-14 | 2016-11-29 | 3 | 11.69 | 11.69 | 0.00% | market | 360.00% | — | 2.55% | 1.79% | 0.76% |
| HTHT | 2016-11-14 | 2016-11-15 | 2016-11-30 | 1 | 11.87 | 11.87 | 0.00% | market | 14.29% | — | 10.26% | 1.54% | 8.72% |
| NMM | 2016-11-14 | 2016-11-15 | 2016-11-30 | 1 | 26.99 | 26.99 | 0.00% | market | 600.00% | — | -6.21% | 1.54% | -7.75% |
| PAAS | 2016-11-14 | 2016-11-15 | 2016-11-30 | 1 | 15.18 | 15.18 | 0.00% | market | 41.18% | — | 10.90% | 1.54% | 9.36% |
| YRD | 2016-11-15 | 2016-11-16 | 2016-12-01 | 1 | 32.88 | 32.88 | 0.00% | market | 373.68% | — | -16.89% | 0.92% | -17.81% |
| JKS | 2016-11-16 | 2016-11-17 | 2016-12-02 | 1 | 14.54 | 14.54 | 0.00% | market | 27.38% | — | -1.89% | 0.75% | -2.64% |
| TGT | 2016-11-16 | 2016-11-17 | 2016-12-02 | 1 | 76.18 | 76.18 | 0.00% | market | 25.30% | — | 2.21% | 0.75% | 1.46% |
| BBY | 2016-11-17 | 2016-11-18 | 2016-12-05 | 1 | 45.68 | 45.68 | 0.00% | market | 31.91% | — | 2.40% | 0.88% | 1.51% |
| CRM | 2016-11-17 | 2016-11-18 | 2016-12-05 | 1 | 79.57 | 79.57 | 0.00% | market | 14.29% | — | -11.12% | 0.88% | -12.00% |
| HP | 2016-11-17 | 2016-11-18 | 2016-12-05 | 1 | 67.53 | 67.53 | 0.00% | market | 23.26% | — | 20.31% | 0.88% | 19.42% |
| INTU | 2016-11-17 | 2016-11-18 | 2016-12-05 | 1 | 113.74 | 113.74 | 0.00% | market | 100.33% | — | 0.91% | 0.88% | 0.03% |
| POST | 2016-11-17 | 2016-11-18 | 2016-12-05 | 1 | 49.95 | 49.95 | 0.00% | market | 41.86% | — | 3.74% | 0.88% | 2.86% |
| JOYY | 2016-11-21 | 2016-11-22 | 2016-12-07 | 1 | 44.00 | 44.00 | 0.00% | market | 46.21% | — | -6.92% | 1.85% | -8.77% |
| SBLK | 2016-11-21 | 2016-11-22 | 2016-12-07 | 1 | 5.49 | 5.49 | 0.00% | market | 32.31% | — | -1.19% | 1.85% | -3.05% |
| ADI | 2016-11-22 | 2016-11-23 | 2016-12-08 | 1 | 73.67 | 73.67 | 0.00% | market | 17.98% | — | 0.19% | 2.35% | -2.17% |
| MOV | 2016-11-22 | 2016-11-23 | 2016-12-08 | 1 | 29.35 | 29.35 | 0.00% | market | 26.39% | — | 7.91% | 2.35% | 5.56% |
| QURE | 2016-11-22 | 2016-11-23 | 2016-12-08 | 1 | 6.54 | 6.54 | 0.00% | market | 30.23% | — | -5.30% | 2.35% | -7.65% |
| THO | 2016-11-28 | 2016-11-29 | 2016-12-13 | 1 | 98.09 | 98.09 | 0.00% | market | 21.14% | — | 4.93% | 3.28% | 1.64% |
| VNET | 2016-11-28 | 2016-11-29 | 2016-12-13 | 1 | 7.74 | 7.74 | 0.00% | market | 80.00% | — | 3.91% | 3.28% | 0.62% |
| ADSK | 2016-11-29 | 2016-11-30 | 2016-12-14 | 1 | 72.71 | 72.71 | 0.00% | market | 25.00% | — | 5.57% | 1.92% | 3.65% |
| GWRE | 2016-11-29 | 2016-11-30 | 2016-12-14 | 1 | 58.86 | 58.86 | 0.00% | market | 140.00% | — | -11.01% | 1.92% | -12.92% |
| NTNX | 2016-11-29 | 2016-11-30 | 2016-12-14 | 1 | 34.44 | 34.44 | 0.00% | market | 15.91% | — | -26.70% | 1.92% | -28.61% |
| OOMA | 2016-11-29 | 2016-11-30 | 2016-12-14 | 1 | 9.90 | 9.90 | 0.00% | market | 60.00% | — | -7.17% | 1.92% | -9.09% |
| REX | 2016-11-29 | 2016-11-30 | 2016-12-14 | 1 | 15.50 | 15.50 | 0.00% | market | 81.53% | — | 5.64% | 1.92% | 3.72% |
| SFL | 2016-11-29 | 2016-11-30 | 2016-12-14 | 1 | 14.40 | 14.40 | 0.00% | market | 12.90% | — | -0.10% | 1.92% | -2.02% |
| UTI | 2016-11-29 | 2016-11-30 | 2016-12-14 | 1 | 2.60 | 2.60 | 0.00% | market | 55.17% | — | 21.05% | 1.92% | 19.14% |
| BL | 2016-11-30 | 2016-12-01 | 2016-12-15 | 1 | 26.06 | 26.06 | 0.00% | market | 66.67% | — | -5.51% | 2.75% | -8.27% |
| BOX | 2016-11-30 | 2016-12-01 | 2016-12-15 | 1 | 15.60 | 15.60 | 0.00% | market | 26.32% | — | -8.69% | 2.75% | -11.44% |
| GLNG | 2016-11-30 | 2016-12-01 | 2016-12-15 | 1 | 25.27 | 25.27 | 0.00% | market | 53.66% | — | -7.62% | 2.75% | -10.37% |
| P | 2016-11-30 | 2016-12-01 | 2016-12-15 | 1 | 13.91 | 13.91 | 0.00% | market | 33.33% | — | -13.26% | 2.75% | -16.01% |
| TLYS | 2016-11-30 | 2016-12-01 | 2016-12-15 | 1 | 11.88 | 11.88 | 0.00% | market | 100.00% | — | 20.94% | 2.75% | 18.19% |
| AMBA | 2016-12-01 | 2016-12-02 | 2016-12-16 | 1 | 56.99 | 56.99 | 0.00% | market | 18.09% | — | -5.33% | 2.44% | -7.77% |
| CENT | 2016-12-01 | 2016-12-02 | 2016-12-16 | 1 | 23.49 | 23.49 | 0.00% | market | 160.01% | — | 8.50% | 2.44% | 6.05% |
| WDAY | 2016-12-01 | 2016-12-02 | 2016-12-16 | 1 | 68.92 | 68.92 | 0.00% | market | 175.00% | — | 0.02% | 2.44% | -2.43% |
| GCO | 2016-12-02 | 2016-12-05 | 2016-12-19 | 3 | 66.40 | 66.40 | 0.00% | market | 37.63% | — | 0.13% | 2.21% | -2.09% |
| AGX | 2016-12-06 | 2016-12-07 | 2016-12-21 | 1 | 67.75 | 67.75 | 0.00% | market | 56.76% | — | 8.90% | 1.92% | 6.99% |
| BMO | 2016-12-06 | 2016-12-07 | 2016-12-21 | 1 | 69.80 | 69.80 | 0.00% | market | 15.94% | — | 3.61% | 1.92% | 1.69% |
| OXM | 2016-12-06 | 2016-12-07 | 2016-12-21 | 1 | 62.36 | 62.36 | 0.00% | market | 22.22% | — | -1.08% | 1.92% | -3.00% |
| WLY | 2016-12-07 | 2016-12-08 | 2016-12-22 | 1 | 56.15 | 56.15 | 0.00% | market | 15.15% | — | -3.48% | 0.36% | -3.84% |
| HOV | 2016-12-08 | 2016-12-09 | 2016-12-23 | 1 | 59.75 | 59.75 | 0.00% | market | 22.32% | — | 19.98% | 0.13% | 19.85% |
| MEI | 2016-12-08 | 2016-12-09 | 2016-12-23 | 1 | 42.80 | 42.80 | 0.00% | market | 20.00% | — | -1.15% | 0.13% | -1.28% |
| BLBD | 2016-12-13 | 2016-12-14 | 2016-12-29 | 1 | 17.40 | 17.40 | 0.00% | market | 16.67% | — | -8.15% | -1.35% | -6.80% |
| SMMT | 2016-12-15 | 2016-12-16 | 2017-01-03 | 1 | 8.35 | 8.35 | 0.00% | market | 43.75% | — | 1.34% | -0.34% | 1.68% |
| BB | 2016-12-20 | 2016-12-21 | 2017-01-06 | 1 | 7.52 | 7.52 | 0.00% | market | 373.93% | — | -4.89% | 0.42% | -5.31% |
| CCL | 2016-12-20 | 2016-12-21 | 2017-01-06 | 1 | 52.27 | 52.27 | 0.00% | market | 15.52% | — | 2.54% | 0.42% | 2.12% |
| LW | 2017-01-10 | 2017-01-11 | 2017-01-26 | 1 | 36.70 | 36.70 | 0.00% | market | 14.55% | — | -1.11% | 1.31% | -2.42% |
| SNX | 2017-01-10 | 2017-01-11 | 2017-01-26 | 1 | 61.76 | 61.76 | 0.00% | market | 22.97% | — | -2.50% | 1.31% | -3.81% |
| JPM | 2017-01-13 | 2017-01-17 | 2017-01-31 | 4 | 84.93 | 84.93 | 0.00% | market | 18.75% | — | -0.45% | 0.54% | -0.99% |
| MS | 2017-01-17 | 2017-01-18 | 2017-02-01 | 1 | 42.29 | 42.29 | 0.00% | market | 24.62% | — | 0.87% | 0.48% | 0.39% |
| CHKP | 2017-01-19 | 2017-01-20 | 2017-02-03 | 1 | 96.99 | 96.99 | 0.00% | market | 16.80% | — | 2.38% | 1.16% | 1.22% |
| MTG | 2017-01-19 | 2017-01-20 | 2017-02-03 | 1 | 10.45 | 10.45 | 0.00% | market | 27.27% | — | 6.02% | 1.16% | 4.86% |
| TAL | 2017-01-19 | 2017-01-20 | 2017-02-03 | 1 | 13.47 | 13.47 | 0.00% | market | 18.52% | — | 1.09% | 1.16% | -0.08% |
| TEAM | 2017-01-19 | 2017-01-20 | 2017-02-03 | 1 | 27.21 | 27.21 | 0.00% | market | 12.50% | — | 3.39% | 1.16% | 2.23% |
| EFSC | 2017-01-23 | 2017-01-24 | 2017-02-07 | 1 | 39.10 | 39.10 | 0.00% | market | 21.31% | — | 7.57% | 1.12% | 6.45% |
| HAL | 2017-01-23 | 2017-01-24 | 2017-02-07 | 1 | 55.24 | 55.24 | 0.00% | market | 113.68% | — | -0.75% | 1.12% | -1.87% |
| ZION | 2017-01-23 | 2017-01-24 | 2017-02-07 | 1 | 42.42 | 42.42 | 0.00% | market | 15.38% | — | 0.84% | 1.12% | -0.28% |
| BABA | 2017-01-24 | 2017-01-25 | 2017-02-08 | 1 | 102.46 | 102.46 | 0.00% | market | 13.04% | — | 0.98% | 0.24% | 0.75% |
| DHI | 2017-01-24 | 2017-01-25 | 2017-02-08 | 1 | 30.91 | 30.91 | 0.00% | market | 17.02% | — | -3.40% | 0.24% | -3.64% |
| FITB | 2017-01-24 | 2017-01-25 | 2017-02-08 | 1 | 26.80 | 26.80 | 0.00% | market | 13.95% | — | -3.50% | 0.24% | -3.73% |
| GLW | 2017-01-24 | 2017-01-25 | 2017-02-08 | 1 | 26.14 | 26.14 | 0.00% | market | 13.64% | — | 1.20% | 0.24% | 0.96% |
| STX | 2017-01-24 | 2017-01-25 | 2017-02-08 | 1 | 42.45 | 42.45 | 0.00% | market | 28.97% | — | 7.79% | 0.24% | 7.56% |
| TRV | 2017-01-24 | 2017-01-25 | 2017-02-08 | 1 | 117.33 | 117.33 | 0.00% | market | 17.22% | — | 0.31% | 0.24% | 0.07% |
| MUR | 2017-01-25 | 2017-01-26 | 2017-02-09 | 1 | 30.59 | 30.59 | 0.00% | market | 15.79% | — | -7.78% | 0.52% | -8.31% |
| NVR | 2017-01-25 | 2017-01-26 | 2017-02-09 | 1 | 1,870.00 | 1,870.00 | 0.00% | market | 14.23% | — | 0.71% | 0.52% | 0.19% |
| PGR | 2017-01-25 | 2017-01-26 | 2017-02-09 | 1 | 37.87 | 37.87 | 0.00% | market | 23.53% | — | -1.55% | 0.52% | -2.08% |
| RES | 2017-01-25 | 2017-01-26 | 2017-02-09 | 1 | 23.04 | 23.04 | 0.00% | market | 23.08% | — | -5.61% | 0.52% | -6.14% |
| TEL | 2017-01-25 | 2017-01-26 | 2017-02-09 | 1 | 75.29 | 75.29 | 0.00% | market | 15.00% | — | -0.07% | 0.52% | -0.60% |
| URI | 2017-01-25 | 2017-01-26 | 2017-02-09 | 1 | 123.42 | 123.42 | 0.00% | market | 16.09% | — | 1.54% | 0.52% | 1.01% |
| ASH | 2017-01-26 | 2017-01-27 | 2017-02-10 | 1 | 57.81 | 57.81 | 0.00% | market | 16.00% | — | 0.33% | 0.91% | -0.58% |
| CAT | 2017-01-26 | 2017-01-27 | 2017-02-10 | 1 | 97.69 | 97.69 | 0.00% | market | 27.69% | — | -1.51% | 0.91% | -2.42% |
| CMRE | 2017-01-26 | 2017-01-27 | 2017-02-10 | 1 | 4.45 | 4.45 | 0.00% | market | 16.67% | — | -7.07% | 0.91% | -7.98% |
| CNOB | 2017-01-26 | 2017-01-27 | 2017-02-10 | 1 | 26.00 | 26.00 | 0.00% | market | 600.00% | — | -4.14% | 0.91% | -5.05% |
| DD | 2017-01-26 | 2017-01-27 | 2017-02-10 | 1 | 109.68 | 109.68 | 0.00% | market | 12.50% | — | -0.46% | 0.91% | -1.37% |
| ORI | 2017-01-26 | 2017-01-27 | 2017-02-10 | 1 | 20.71 | 20.71 | 0.00% | market | 38.71% | — | 0.19% | 0.91% | -0.72% |
| PHM | 2017-01-26 | 2017-01-27 | 2017-02-10 | 1 | 21.36 | 21.36 | 0.00% | market | 13.56% | — | 1.12% | 0.91% | 0.21% |
| VVV | 2017-01-26 | 2017-01-27 | 2017-02-10 | 1 | 23.49 | 23.49 | 0.00% | market | 16.67% | — | -0.48% | 0.91% | -1.39% |
| BEN | 2017-01-27 | 2017-01-30 | 2017-02-13 | 3 | 40.25 | 40.25 | 0.00% | market | 13.24% | — | 3.03% | 2.02% | 1.01% |
| AEIS | 2017-01-30 | 2017-01-31 | 2017-02-14 | 1 | 63.50 | 63.50 | 0.00% | market | 30.86% | — | -2.56% | 2.96% | -5.52% |
| ARLP | 2017-01-30 | 2017-01-31 | 2017-02-14 | 1 | 24.45 | 24.45 | 0.00% | market | 54.76% | — | -5.21% | 2.96% | -8.17% |
| BANC | 2017-01-30 | 2017-01-31 | 2017-02-14 | 1 | 15.25 | 15.25 | 0.00% | market | 12.50% | — | 31.70% | 2.96% | 28.74% |
| DHT | 2017-01-30 | 2017-01-31 | 2017-02-14 | 1 | 4.78 | 4.78 | 0.00% | market | 80.00% | — | 1.78% | 2.96% | -1.18% |
| GGG | 2017-01-30 | 2017-01-31 | 2017-02-14 | 1 | 30.00 | 30.00 | 0.00% | market | 17.86% | — | 0.80% | 2.96% | -2.16% |
| MMYT | 2017-01-31 | 2017-02-01 | 2017-02-15 | 1 | 33.45 | 33.45 | 0.00% | market | 76.00% | — | 1.39% | 3.25% | -1.85% |
| SMG | 2017-01-31 | 2017-02-01 | 2017-02-15 | 1 | 92.55 | 92.55 | 0.00% | market | 23.20% | — | 1.92% | 3.25% | -1.33% |
| VIAV | 2017-01-31 | 2017-02-01 | 2017-02-15 | 1 | 9.15 | 9.15 | 0.00% | market | 42.86% | — | 17.50% | 3.25% | 14.25% |
| AFG | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 89.35 | 89.35 | 0.00% | market | 22.22% | — | 4.57% | 3.12% | 1.45% |
| ALL | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 76.74 | 76.74 | 0.00% | market | 33.13% | — | 5.19% | 3.12% | 2.07% |
| AMP | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 116.18 | 116.18 | 0.00% | market | 12.35% | — | 11.07% | 3.12% | 7.95% |
| AXS | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 66.28 | 66.28 | 0.00% | market | 31.03% | — | 3.42% | 3.12% | 0.30% |
| CACI | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 131.45 | 131.45 | 0.00% | market | 15.75% | — | -3.03% | 3.12% | -6.15% |
| CBT | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 57.63 | 57.63 | 0.00% | market | 20.00% | — | 1.13% | 3.12% | -1.99% |
| CRUS | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 56.64 | 56.64 | 0.00% | market | 14.72% | — | -3.14% | 3.12% | -6.26% |
| ENR | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 52.63 | 52.63 | 0.00% | market | 22.76% | — | 1.86% | 3.12% | -1.26% |
| EXTR | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 5.35 | 5.35 | 0.00% | market | 71.43% | — | 15.04% | 3.12% | 11.92% |
| FNF | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 25.58 | 25.58 | 0.00% | market | 14.52% | — | 3.93% | 3.12% | 0.81% |
| HLI | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 33.13 | 33.13 | 0.00% | market | 14.00% | — | -1.97% | 3.12% | -5.09% |
| MDU | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 10.50 | 10.50 | 0.00% | market | 17.86% | — | -4.67% | 3.12% | -7.79% |
| MTCH | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 16.39 | 16.39 | 0.00% | market | 45.26% | — | 3.87% | 3.12% | 0.75% |
| NXPI | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 98.10 | 98.10 | 0.00% | market | 18.18% | — | 4.38% | 3.12% | 1.26% |
| PFSI | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 17.00 | 17.00 | 0.00% | market | 21.95% | — | 8.43% | 3.12% | 5.31% |
| UGI | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 46.13 | 46.13 | 0.00% | market | 21.33% | — | 2.87% | 3.12% | -0.25% |
| APTV | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 59.43 | 59.43 | 0.00% | market | 14.37% | — | 1.82% | 2.74% | -0.92% |
| AZN | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 55.10 | 55.10 | 0.00% | market | 106.78% | — | 2.08% | 2.74% | -0.66% |
| COP | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 48.85 | 48.85 | 0.00% | market | 31.58% | — | -2.84% | 2.74% | -5.58% |
| EQT | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 34.40 | 34.40 | 0.00% | market | 350.00% | — | -1.87% | 2.74% | -4.61% |
| HIG | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 48.00 | 48.00 | 0.00% | market | 12.50% | — | 0.65% | 2.74% | -2.09% |
| HUBG | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 24.50 | 24.50 | 0.00% | market | 139.13% | — | 3.08% | 2.74% | 0.34% |
| NFG | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 57.10 | 57.10 | 0.00% | market | 19.54% | — | 4.61% | 2.74% | 1.87% |
| NOK | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 4.83 | 4.83 | 0.00% | market | 62.50% | — | 4.45% | 2.74% | 1.71% |
| NYT | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 13.70 | 13.70 | 0.00% | market | 30.43% | — | 12.67% | 2.74% | 9.93% |
| PCTY | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 34.77 | 34.77 | 0.00% | market | 302.25% | — | 4.21% | 2.74% | 1.47% |
| PIPR | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 19.10 | 19.10 | 0.00% | market | 29.63% | — | -0.57% | 2.74% | -3.31% |
| PLUS | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 28.53 | 28.53 | 0.00% | market | 15.38% | — | 6.63% | 2.74% | 3.89% |
| POST | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 56.71 | 56.71 | 0.00% | market | 14.81% | — | -2.11% | 2.74% | -4.85% |
| SIGI | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 40.00 | 40.00 | 0.00% | market | 20.97% | — | 8.77% | 2.74% | 6.03% |
| APO | 2017-02-03 | 2017-02-06 | 2017-02-21 | 3 | 22.33 | 22.33 | 0.00% | market | 28.95% | — | -0.68% | 3.33% | -4.01% |
| HMC | 2017-02-03 | 2017-02-06 | 2017-02-21 | 3 | 30.95 | 30.95 | 0.00% | market | 63.27% | — | 2.58% | 3.33% | -0.75% |
| MSGS | 2017-02-03 | 2017-02-06 | 2017-02-21 | 3 | 86.74 | 86.74 | 0.00% | market | 17.73% | — | 0.98% | 3.33% | -2.35% |
| TIMB | 2017-02-03 | 2017-02-06 | 2017-02-21 | 3 | 14.97 | 14.97 | 0.00% | market | 100.00% | — | 6.05% | 3.33% | 2.72% |
| FN | 2017-02-06 | 2017-02-07 | 2017-02-22 | 1 | 44.47 | 44.47 | 0.00% | market | 15.19% | — | 5.99% | 3.01% | 2.99% |
| HAS | 2017-02-06 | 2017-02-07 | 2017-02-22 | 1 | 94.28 | 94.28 | 0.00% | market | 29.13% | — | 4.72% | 3.01% | 1.71% |
| L | 2017-02-06 | 2017-02-07 | 2017-02-22 | 1 | 46.59 | 46.59 | 0.00% | market | 15.87% | — | 1.04% | 3.01% | -1.97% |
| NOV | 2017-02-06 | 2017-02-07 | 2017-02-22 | 1 | 38.02 | 38.02 | 0.00% | market | 48.28% | — | 2.11% | 3.01% | -0.90% |
| TM | 2017-02-06 | 2017-02-07 | 2017-02-22 | 1 | 113.50 | 113.50 | 0.00% | market | 36.45% | — | 0.69% | 3.01% | -2.32% |
| TSN | 2017-02-06 | 2017-02-07 | 2017-02-22 | 1 | 63.41 | 63.41 | 0.00% | market | 26.19% | — | -0.40% | 3.01% | -3.41% |
| GOLD | 2017-02-07 | 2017-02-08 | 2017-02-23 | 1 | 9.85 | 9.85 | 0.00% | market | 53.85% | — | 0.81% | 3.28% | -2.46% |
| KFRC | 2017-02-07 | 2017-02-08 | 2017-02-23 | 1 | 24.40 | 24.40 | 0.00% | market | 12.50% | — | 4.41% | 3.28% | 1.13% |
| TDW | 2017-02-07 | 2017-02-08 | 2017-02-23 | 1 | 53.55 | 53.55 | 0.00% | market | 14.85% | — | -18.17% | 3.28% | -21.45% |
| WTM | 2017-02-07 | 2017-02-08 | 2017-02-23 | 1 | 889.70 | 889.70 | 0.00% | market | 228.67% | — | 4.89% | 3.28% | 1.62% |
| ZG | 2017-02-07 | 2017-02-08 | 2017-02-23 | 1 | 34.41 | 34.41 | 0.00% | market | 27.27% | — | 1.03% | 3.28% | -2.24% |
| CMP | 2017-02-08 | 2017-02-09 | 2017-02-24 | 1 | 83.25 | 83.25 | 0.00% | market | 15.38% | — | -9.17% | 3.27% | -12.44% |
| CXW | 2017-02-08 | 2017-02-09 | 2017-02-24 | 1 | 30.68 | 30.68 | 0.00% | market | 20.93% | — | 14.08% | 3.27% | 10.81% |
| LPX | 2017-02-08 | 2017-02-09 | 2017-02-24 | 1 | 21.67 | 21.67 | 0.00% | market | 21.05% | — | 7.84% | 3.27% | 4.57% |
| OC | 2017-02-08 | 2017-02-09 | 2017-02-24 | 1 | 54.86 | 54.86 | 0.00% | market | 20.00% | — | 5.17% | 3.27% | 1.90% |