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 11: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CRK | 2021-05-04 | 2021-05-05 | 2021-05-19 | 1 | 5.80 | 5.80 | 0.00% | market | 92.31% | — | 1.62% | -1.56% | 3.19% |
| CTVA | 2021-05-04 | 2021-05-05 | 2021-05-19 | 1 | 47.55 | 47.55 | 0.00% | market | 21.54% | — | -5.84% | -1.56% | -4.28% |
| CVS | 2021-05-04 | 2021-05-05 | 2021-05-19 | 1 | 81.50 | 81.50 | 0.00% | market | 18.60% | — | 9.36% | -1.56% | 10.92% |
| CWH | 2021-05-04 | 2021-05-05 | 2021-05-19 | 1 | 48.98 | 48.98 | 0.00% | market | 100.00% | — | -13.94% | -1.56% | -12.38% |
| DD | 2021-05-04 | 2021-05-05 | 2021-05-19 | 1 | 100.38 | 100.38 | 0.00% | market | 18.18% | — | 5.25% | -1.56% | 6.81% |
| DVN | 2021-05-04 | 2021-05-05 | 2021-05-19 | 1 | 24.04 | 24.04 | 0.00% | market | 28.57% | — | 5.06% | -1.56% | 6.62% |
| ERO | 2021-05-04 | 2021-05-05 | 2021-05-19 | 1 | 20.76 | 20.76 | 0.00% | market | 22.00% | — | 9.15% | -1.56% | 10.71% |
| EXPD | 2021-05-04 | 2021-05-05 | 2021-05-19 | 1 | 113.85 | 113.85 | 0.00% | market | 60.58% | — | 4.70% | -1.56% | 6.26% |
| HLF | 2021-05-04 | 2021-05-05 | 2021-05-19 | 1 | 46.87 | 46.87 | 0.00% | market | 30.28% | — | 6.36% | -1.56% | 7.93% |
| ACAD | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 19.55 | 19.55 | 0.00% | market | 20.75% | — | 10.28% | -0.13% | 10.42% |
| ACH | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 31.99 | 31.99 | 0.00% | market | 61.86% | — | 0.12% | -0.13% | 0.25% |
| ADPT | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 35.42 | 35.42 | 0.00% | market | 29.27% | — | 1.93% | -0.13% | 2.07% |
| ALL | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 128.11 | 128.11 | 0.00% | market | 58.70% | — | 6.13% | -0.13% | 6.26% |
| ALNT | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 34.42 | 34.42 | 0.00% | market | 315.00% | — | 3.10% | -0.13% | 3.23% |
| AMPY | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 2.68 | 2.68 | 0.00% | market | 20.00% | — | 31.24% | -0.13% | 31.38% |
| APA | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 21.00 | 21.00 | 0.00% | market | 37.88% | — | -1.86% | -0.13% | -1.73% |
| ARLO | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 6.56 | 6.56 | 0.00% | market | 85.71% | — | -3.45% | -0.13% | -3.32% |
| ATO | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 102.68 | 102.68 | 0.00% | market | 12.20% | — | -4.35% | -0.13% | -4.21% |
| AVA | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 46.61 | 46.61 | 0.00% | market | 16.67% | — | -2.22% | -0.13% | -2.09% |
| AXGN | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 19.52 | 19.52 | 0.00% | market | 52.94% | — | 7.07% | -0.13% | 7.20% |
| BAK | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 19.28 | 19.28 | 0.00% | market | 26.37% | — | -0.88% | -0.13% | -0.75% |
| BE | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 21.10 | 21.10 | 0.00% | market | 12.50% | — | 3.74% | -0.13% | 3.87% |
| BHR | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 7.08 | 7.08 | 0.00% | market | 42.86% | — | -15.78% | -0.13% | -15.65% |
| BKNG | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 91.91 | 91.91 | 0.00% | market | 27.59% | — | 0.26% | -0.13% | 0.39% |
| CCU | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 18.88 | 18.88 | 0.00% | market | 18.18% | — | -3.86% | -0.13% | -3.73% |
| CDNA | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 74.00 | 74.00 | 0.00% | market | 2700.00% | — | -1.92% | -0.13% | -1.79% |
| CENT | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 46.28 | 46.28 | 0.00% | market | 41.94% | — | -5.87% | -0.13% | -5.74% |
| CF | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 48.65 | 48.65 | 0.00% | market | 21.67% | — | 6.95% | -0.13% | 7.08% |
| CIM | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 40.44 | 40.44 | 0.00% | market | 16.13% | — | 2.20% | -0.13% | 2.33% |
| CXW | 2021-05-05 | 2021-05-06 | 2021-05-20 | 1 | 8.16 | 8.16 | 0.00% | market | 100.00% | — | -1.33% | -0.13% | -1.19% |
| AAOI | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 7.16 | 7.16 | 0.00% | market | 22.22% | — | 12.47% | -1.18% | 13.65% |
| ACIW | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 37.74 | 37.74 | 0.00% | market | 266.67% | — | 4.83% | -1.18% | 6.01% |
| ADCT | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 22.62 | 22.62 | 0.00% | market | 25.97% | — | -7.53% | -1.18% | -6.35% |
| ADNT | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 48.15 | 48.15 | 0.00% | market | 94.92% | — | 0.65% | -1.18% | 1.83% |
| AMN | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 88.92 | 88.92 | 0.00% | market | 24.09% | — | 0.50% | -1.18% | 1.67% |
| APPN | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 87.00 | 87.00 | 0.00% | market | 57.14% | — | -5.48% | -1.18% | -4.30% |
| ARW | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 115.03 | 115.03 | 0.00% | market | 23.48% | — | 6.09% | -1.18% | 7.27% |
| AXON | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 138.08 | 138.08 | 0.00% | market | 47.62% | — | -8.07% | -1.18% | -6.89% |
| BCC | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 71.29 | 71.29 | 0.00% | market | 52.85% | — | -8.75% | -1.18% | -7.58% |
| BILL | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 152.29 | 152.29 | 0.00% | market | 75.00% | — | -4.52% | -1.18% | -3.34% |
| BL | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 102.72 | 102.72 | 0.00% | market | 120.00% | — | 1.19% | -1.18% | 2.36% |
| BLDR | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 52.36 | 52.36 | 0.00% | market | 35.80% | — | -16.14% | -1.18% | -14.96% |
| BRT | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 17.88 | 17.88 | 0.00% | market | 20.00% | — | 2.70% | -1.18% | 3.88% |
| CNQ | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 16.47 | 16.47 | 0.00% | market | 20.59% | — | 0.39% | -1.18% | 1.56% |
| CVNA | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 51.80 | 51.80 | 0.00% | market | 86.57% | — | -4.96% | -1.18% | -3.79% |
| CWK | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 18.00 | 18.00 | 0.00% | market | 237.50% | — | 3.01% | -1.18% | 4.19% |
| DDOG | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 79.34 | 79.34 | 0.00% | market | 93.24% | — | 12.01% | -1.18% | 13.19% |
| DRH | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 9.79 | 9.79 | 0.00% | market | 20.00% | — | -3.98% | -1.18% | -2.80% |
| DYN | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 18.23 | 18.23 | 0.00% | market | 16.67% | — | 0.56% | -1.18% | 1.74% |
| ECHO | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 26.54 | 26.54 | 0.00% | market | 200.00% | — | -2.06% | -1.18% | -0.88% |
| EOG | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 77.33 | 77.33 | 0.00% | market | 12.50% | — | 3.44% | -1.18% | 4.62% |
| ET | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 9.53 | 9.53 | 0.00% | market | 365.38% | — | 6.83% | -1.18% | 8.00% |
| EVC | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 4.02 | 4.02 | 0.00% | market | 14.29% | — | 12.59% | -1.18% | 13.77% |
| EVRG | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 63.80 | 63.80 | 0.00% | market | 14.58% | — | -2.09% | -1.18% | -0.91% |
| EXPE | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 175.44 | 175.44 | 0.00% | market | 19.84% | — | -4.31% | -1.18% | -3.13% |
| FNF | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 43.60 | 43.60 | 0.00% | market | 27.87% | — | 2.90% | -1.18% | 4.08% |
| FROG | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 36.57 | 36.57 | 0.00% | market | 95.69% | — | 6.44% | -1.18% | 7.61% |
| FVRR | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 181.44 | 181.44 | 0.00% | market | 85.71% | — | 0.81% | -1.18% | 1.99% |
| GH | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 129.92 | 129.92 | 0.00% | market | 40.24% | — | -6.79% | -1.18% | -5.61% |
| GLOP-PA | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 23.09 | 23.09 | 0.00% | market | 228.34% | — | 3.84% | -1.18% | 5.02% |
| GOLF | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 50.90 | 50.90 | 0.00% | market | 79.37% | — | 0.49% | -1.18% | 1.67% |
| HII | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 216.32 | 216.32 | 0.00% | market | 39.92% | — | -1.33% | -1.18% | -0.15% |
| ICL | 2021-05-06 | 2021-05-07 | 2021-05-21 | 1 | 7.05 | 7.05 | 0.00% | market | 83.33% | — | -3.50% | -1.18% | -2.33% |
| ABR | 2021-05-07 | 2021-05-10 | 2021-05-24 | 3 | 18.02 | 18.02 | 0.00% | market | 25.58% | — | -2.99% | -0.79% | -2.20% |
| AFGB | 2021-05-07 | 2021-05-10 | 2021-05-24 | 3 | 28.03 | 28.03 | 0.00% | market | 192.22% | — | -0.85% | -0.79% | -0.06% |
| AFGC | 2021-05-07 | 2021-05-10 | 2021-05-24 | 3 | 27.03 | 27.03 | 0.00% | market | 197.56% | — | -0.36% | -0.79% | 0.43% |
| COGT | 2021-05-12 | 2021-05-13 | 2021-05-27 | 1 | 7.99 | 7.99 | 0.00% | market | 26.09% | — | 8.16% | 3.00% | 5.16% |
| GOLD | 2021-05-12 | 2021-05-13 | 2021-05-27 | 1 | 22.55 | 22.55 | 0.00% | market | 198.65% | — | 14.45% | 3.00% | 11.44% |
| KNOP | 2021-05-12 | 2021-05-13 | 2021-05-27 | 1 | 18.96 | 18.96 | 0.00% | market | 19.44% | — | -0.21% | 3.00% | -3.21% |
| OSW | 2021-05-12 | 2021-05-13 | 2021-05-27 | 1 | 9.29 | 9.29 | 0.00% | market | 15.00% | — | 19.38% | 3.00% | 16.38% |
| ACVA | 2021-05-13 | 2021-05-14 | 2021-05-28 | 1 | 28.03 | 28.03 | 0.00% | market | 38.55% | — | -7.63% | 1.65% | -9.28% |
| BILI | 2021-05-13 | 2021-05-14 | 2021-05-28 | 1 | 91.00 | 91.00 | 0.00% | market | 19.44% | — | 17.68% | 1.65% | 16.03% |
| BN | 2021-05-13 | 2021-05-14 | 2021-05-28 | 1 | 24.62 | 24.62 | 0.00% | market | 20.31% | — | 9.32% | 1.65% | 7.67% |
| CMPS | 2021-05-13 | 2021-05-14 | 2021-05-28 | 1 | 33.63 | 33.63 | 0.00% | market | 28.57% | — | 3.08% | 1.65% | 1.43% |
| DDS | 2021-05-13 | 2021-05-14 | 2021-05-28 | 1 | 108.05 | 108.05 | 0.00% | market | 577.50% | — | 21.98% | 1.65% | 20.33% |
| EXE | 2021-05-13 | 2021-05-14 | 2021-05-28 | 1 | 49.00 | 49.00 | 0.00% | market | 2024.18% | — | 7.66% | 1.65% | 6.00% |
| FOA | 2021-05-13 | 2021-05-14 | 2021-05-28 | 1 | 93.50 | 93.50 | 0.00% | market | 12.50% | — | 5.35% | 1.65% | 3.70% |
| HUT | 2021-05-13 | 2021-05-14 | 2021-05-28 | 1 | 21.75 | 21.75 | 0.00% | market | 600.00% | — | -6.54% | 1.65% | -8.19% |
| IBRX | 2021-05-14 | 2021-05-17 | 2021-06-01 | 3 | 15.83 | 15.83 | 0.00% | market | 48.78% | — | 11.02% | 1.03% | 9.99% |
| ATLC | 2021-05-17 | 2021-05-18 | 2021-06-02 | 1 | 32.84 | 32.84 | 0.00% | market | 34.51% | — | 16.07% | 1.09% | 14.98% |
| HYMC | 2021-05-17 | 2021-05-18 | 2021-06-02 | 1 | 39.90 | 39.90 | 0.00% | market | 37.25% | — | 0.15% | 1.09% | -0.94% |
| KODK | 2021-05-17 | 2021-05-18 | 2021-06-02 | 1 | 6.88 | 6.88 | 0.00% | market | 113.56% | — | 25.77% | 1.09% | 24.68% |
| AGYS | 2021-05-18 | 2021-05-19 | 2021-06-03 | 1 | 45.50 | 45.50 | 0.00% | market | 31.25% | — | 16.93% | 2.91% | 14.02% |
| BIDU | 2021-05-18 | 2021-05-19 | 2021-06-03 | 1 | 184.81 | 184.81 | 0.00% | market | 31.25% | — | 2.69% | 2.91% | -0.22% |
| DAO | 2021-05-18 | 2021-05-19 | 2021-06-03 | 1 | 22.83 | 22.83 | 0.00% | market | 17.80% | — | 0.47% | 2.91% | -2.44% |
| DQ | 2021-05-18 | 2021-05-19 | 2021-06-03 | 1 | 70.82 | 70.82 | 0.00% | market | 21.35% | — | 8.53% | 2.91% | 5.62% |
| LEGN | 2021-05-18 | 2021-05-19 | 2021-06-03 | 1 | 35.00 | 35.00 | 0.00% | market | 14.29% | — | 13.44% | 2.91% | 10.53% |
| M | 2021-05-18 | 2021-05-19 | 2021-06-03 | 1 | 18.68 | 18.68 | 0.00% | market | 195.12% | — | -2.03% | 2.91% | -4.94% |
| TEO | 2021-05-18 | 2021-05-19 | 2021-06-03 | 1 | 5.32 | 5.32 | 0.00% | market | 91.67% | — | 4.41% | 2.91% | 1.50% |
| CAAP | 2021-05-19 | 2021-05-20 | 2021-06-04 | 1 | 5.80 | 5.80 | 0.00% | market | 33.33% | — | -2.86% | 2.62% | -5.48% |
| LOW | 2021-05-19 | 2021-05-20 | 2021-06-04 | 1 | 191.76 | 191.76 | 0.00% | market | 22.52% | — | -1.06% | 2.62% | -3.69% |
| TGT | 2021-05-19 | 2021-05-20 | 2021-06-04 | 1 | 218.28 | 218.28 | 0.00% | market | 64.00% | — | 5.88% | 2.62% | 3.26% |
| GLNG | 2021-05-20 | 2021-05-21 | 2021-06-07 | 1 | 11.80 | 11.80 | 0.00% | market | 66.67% | — | 7.27% | 1.28% | 6.00% |
| RL | 2021-05-20 | 2021-05-21 | 2021-06-07 | 1 | 121.16 | 121.16 | 0.00% | market | 152.05% | — | -0.27% | 1.28% | -1.55% |
| BKE | 2021-05-21 | 2021-05-24 | 2021-06-08 | 3 | 40.30 | 40.30 | 0.00% | market | 169.77% | — | -2.36% | 1.18% | -3.54% |
| DE | 2021-05-21 | 2021-05-24 | 2021-06-08 | 3 | 361.54 | 361.54 | 0.00% | market | 25.66% | — | -1.47% | 1.18% | -2.66% |
| DSX | 2021-05-21 | 2021-05-24 | 2021-06-08 | 3 | 4.40 | 4.40 | 0.00% | market | 50.00% | — | 9.45% | 1.18% | 8.26% |
| NVTS | 2021-05-24 | 2021-05-25 | 2021-06-09 | 1 | 9.91 | 9.91 | 0.00% | market | 56.47% | — | 0.51% | 0.31% | 0.19% |
| PWP | 2021-05-24 | 2021-05-25 | 2021-06-09 | 1 | 11.73 | 11.73 | 0.00% | market | 17.24% | — | 8.60% | 0.31% | 8.28% |
| AZO | 2021-05-25 | 2021-05-26 | 2021-06-10 | 1 | 1,415.61 | 1,415.61 | 0.00% | market | 31.48% | — | -3.00% | 1.13% | -4.13% |
| HTHT | 2021-05-25 | 2021-05-26 | 2021-06-10 | 1 | 55.84 | 55.84 | 0.00% | market | 36.84% | — | -0.03% | 1.13% | -1.16% |
| RAMP | 2021-05-25 | 2021-05-26 | 2021-06-10 | 1 | 48.02 | 48.02 | 0.00% | market | 72.41% | — | 0.61% | 1.13% | -0.52% |
| TOL | 2021-05-25 | 2021-05-26 | 2021-06-10 | 1 | 62.37 | 62.37 | 0.00% | market | 26.25% | — | -5.86% | 1.13% | -6.99% |
| URBN | 2021-05-25 | 2021-05-26 | 2021-06-10 | 1 | 39.36 | 39.36 | 0.00% | market | 217.65% | — | -3.35% | 1.13% | -4.48% |
| ZS | 2021-05-25 | 2021-05-26 | 2021-06-10 | 1 | 195.00 | 195.00 | 0.00% | market | 114.29% | — | 4.98% | 1.13% | 3.85% |
| ANF | 2021-05-26 | 2021-05-27 | 2021-06-11 | 1 | 41.16 | 41.16 | 0.00% | market | 276.32% | — | 4.61% | 0.99% | 3.63% |
| BBAR | 2021-05-26 | 2021-05-27 | 2021-06-11 | 1 | 3.03 | 3.03 | 0.00% | market | 30.77% | — | 28.28% | 0.99% | 27.30% |
| BBW | 2021-05-26 | 2021-05-27 | 2021-06-11 | 1 | 14.07 | 14.07 | 0.00% | market | 213.21% | — | 29.54% | 0.99% | 28.55% |
| BMO | 2021-05-26 | 2021-05-27 | 2021-06-11 | 1 | 104.37 | 104.37 | 0.00% | market | 14.22% | — | -0.06% | 0.99% | -1.05% |
| CPRI | 2021-05-26 | 2021-05-27 | 2021-06-11 | 1 | 55.06 | 55.06 | 0.00% | market | 2011.11% | — | 1.43% | 0.99% | 0.44% |
| DKS | 2021-05-26 | 2021-05-27 | 2021-06-11 | 1 | 99.98 | 99.98 | 0.00% | market | 238.39% | — | 0.08% | 0.99% | -0.91% |
| ELF | 2021-05-26 | 2021-05-27 | 2021-06-11 | 1 | 28.06 | 28.06 | 0.00% | market | 77.78% | — | 1.36% | 0.99% | 0.38% |
| MOD | 2021-05-26 | 2021-05-27 | 2021-06-11 | 1 | 16.81 | 16.81 | 0.00% | market | 82.14% | — | 2.34% | 0.99% | 1.35% |
| NTNX | 2021-05-26 | 2021-05-27 | 2021-06-11 | 1 | 31.60 | 31.60 | 0.00% | market | 12.77% | — | 10.47% | 0.99% | 9.48% |
| OKTA | 2021-05-26 | 2021-05-27 | 2021-06-11 | 1 | 226.89 | 226.89 | 0.00% | market | 50.00% | — | -0.32% | 0.99% | -1.31% |
| OOMA | 2021-05-26 | 2021-05-27 | 2021-06-11 | 1 | 17.42 | 17.42 | 0.00% | market | 57.14% | — | 37.79% | 0.99% | 36.80% |
| PDD | 2021-05-26 | 2021-05-27 | 2021-06-11 | 1 | 124.46 | 124.46 | 0.00% | market | 47.06% | — | -2.10% | 0.99% | -3.09% |
| REX | 2021-05-26 | 2021-05-27 | 2021-06-11 | 1 | 15.83 | 15.83 | 0.00% | market | 120.00% | — | 1.54% | 0.99% | 0.56% |
| WDAY | 2021-05-26 | 2021-05-27 | 2021-06-11 | 1 | 232.50 | 232.50 | 0.00% | market | 19.18% | — | -1.13% | 0.99% | -2.12% |
| WSM | 2021-05-26 | 2021-05-27 | 2021-06-11 | 1 | 87.00 | 87.00 | 0.00% | market | 58.06% | — | -2.54% | 0.99% | -3.52% |
| ASND | 2021-05-27 | 2021-05-28 | 2021-06-14 | 1 | 136.80 | 136.80 | 0.00% | market | 31.58% | — | -1.85% | 1.02% | -2.87% |
| BBY | 2021-05-27 | 2021-05-28 | 2021-06-14 | 1 | 120.55 | 120.55 | 0.00% | market | 60.43% | — | -5.51% | 1.02% | -6.53% |
| CM | 2021-05-27 | 2021-05-28 | 2021-06-14 | 1 | 58.98 | 58.98 | 0.00% | market | 19.20% | — | 0.73% | 1.02% | -0.29% |
| DELL | 2021-05-27 | 2021-05-28 | 2021-06-14 | 1 | 49.99 | 49.99 | 0.00% | market | 37.42% | — | 4.02% | 1.02% | 3.00% |
| DLTR | 2021-05-27 | 2021-05-28 | 2021-06-14 | 1 | 100.60 | 100.60 | 0.00% | market | 14.29% | — | -0.50% | 1.02% | -1.52% |
| FRO | 2021-05-27 | 2021-05-28 | 2021-06-14 | 1 | 8.39 | 8.39 | 0.00% | market | 166.67% | — | 3.95% | 1.02% | 2.93% |
| JOYY | 2021-05-27 | 2021-05-28 | 2021-06-14 | 1 | 81.81 | 81.81 | 0.00% | market | 23.08% | — | -9.48% | 1.02% | -10.49% |
| QFIN | 2021-05-27 | 2021-05-28 | 2021-06-14 | 1 | 29.20 | 29.20 | 0.00% | market | 71.79% | — | 44.59% | 1.02% | 43.57% |
| RY | 2021-05-27 | 2021-05-28 | 2021-06-14 | 1 | 104.85 | 104.85 | 0.00% | market | 13.41% | — | -0.72% | 1.02% | -1.74% |
| TD | 2021-05-27 | 2021-05-28 | 2021-06-14 | 1 | 72.35 | 72.35 | 0.00% | market | 15.25% | — | -1.15% | 1.02% | -2.17% |
| YEXT | 2021-05-27 | 2021-05-28 | 2021-06-14 | 1 | 14.90 | 14.90 | 0.00% | market | 66.67% | — | 0.44% | 1.02% | -0.58% |
| AMBA | 2021-06-01 | 2021-06-02 | 2021-06-16 | 1 | 103.55 | 103.55 | 0.00% | market | 35.29% | — | -2.27% | 0.41% | -2.69% |
| IMVT | 2021-06-01 | 2021-06-02 | 2021-06-16 | 1 | 9.80 | 9.80 | 0.00% | market | 12.12% | — | 11.02% | 0.41% | 10.61% |
| AI | 2021-06-02 | 2021-06-03 | 2021-06-17 | 1 | 68.00 | 68.00 | 0.00% | market | 17.24% | — | -12.01% | 0.99% | -13.00% |
| ESTC | 2021-06-02 | 2021-06-03 | 2021-06-17 | 1 | 129.55 | 129.55 | 0.00% | market | 50.00% | — | 10.06% | 0.99% | 9.07% |
| GWRE | 2021-06-02 | 2021-06-03 | 2021-06-17 | 1 | 99.60 | 99.60 | 0.00% | market | 33.33% | — | 13.60% | 0.99% | 12.62% |
| NCNO | 2021-06-02 | 2021-06-03 | 2021-06-17 | 1 | 60.61 | 60.61 | 0.00% | market | 20.00% | — | 5.08% | 0.99% | 4.09% |
| ASAN | 2021-06-03 | 2021-06-04 | 2021-06-18 | 1 | 40.32 | 40.32 | 0.00% | market | 22.22% | — | 43.25% | -1.39% | 44.64% |
| CRWD | 2021-06-03 | 2021-06-04 | 2021-06-18 | 1 | 54.25 | 54.25 | 0.00% | market | 66.67% | — | 12.77% | -1.39% | 14.15% |
| DOCU | 2021-06-03 | 2021-06-04 | 2021-06-18 | 1 | 209.93 | 209.93 | 0.00% | market | 62.96% | — | 30.62% | -1.39% | 32.01% |
| IDT | 2021-06-03 | 2021-06-04 | 2021-06-18 | 1 | 30.60 | 30.60 | 0.00% | market | 27.03% | — | 12.71% | -1.39% | 14.10% |
| MDB | 2021-06-03 | 2021-06-04 | 2021-06-18 | 1 | 287.50 | 287.50 | 0.00% | market | 58.33% | — | 33.47% | -1.39% | 34.86% |
| NX | 2021-06-03 | 2021-06-04 | 2021-06-18 | 1 | 27.61 | 27.61 | 0.00% | market | 43.33% | — | -10.35% | -1.39% | -8.96% |
| PD | 2021-06-03 | 2021-06-04 | 2021-06-18 | 1 | 38.64 | 38.64 | 0.00% | market | 20.00% | — | 13.05% | -1.39% | 14.43% |
| SAIC | 2021-06-03 | 2021-06-04 | 2021-06-18 | 1 | 93.25 | 93.25 | 0.00% | market | 30.20% | — | -1.89% | -1.39% | -0.51% |
| TLYS | 2021-06-03 | 2021-06-04 | 2021-06-18 | 1 | 15.59 | 15.59 | 0.00% | market | 2157.05% | — | -1.45% | -1.39% | -0.06% |
| HQY | 2021-06-07 | 2021-06-08 | 2021-06-22 | 1 | 76.94 | 76.94 | 0.00% | market | 22.58% | — | 6.79% | 0.00% | 6.79% |
| ASO | 2021-06-08 | 2021-06-09 | 2021-06-23 | 1 | 39.68 | 39.68 | 0.00% | market | 125.00% | — | 4.99% | -0.14% | 5.13% |
| PATH | 2021-06-08 | 2021-06-09 | 2021-06-23 | 1 | 69.89 | 69.89 | 0.00% | market | 140.00% | — | -1.02% | -0.14% | -0.88% |
| THO | 2021-06-08 | 2021-06-09 | 2021-06-23 | 1 | 116.67 | 116.67 | 0.00% | market | 40.60% | — | -7.51% | -0.14% | -7.38% |
| GME | 2021-06-09 | 2021-06-10 | 2021-06-24 | 1 | 70.50 | 70.50 | 0.00% | market | 35.29% | — | -24.81% | 0.51% | -25.32% |
| OXM | 2021-06-09 | 2021-06-10 | 2021-06-24 | 1 | 107.14 | 107.14 | 0.00% | market | 78.30% | — | -6.58% | 0.51% | -7.08% |
| SIG | 2021-06-10 | 2021-06-11 | 2021-06-25 | 1 | 68.85 | 68.85 | 0.00% | market | 75.59% | — | 13.20% | 0.57% | 12.64% |
| FRHC | 2021-06-15 | 2021-06-16 | 2021-06-30 | 1 | 61.97 | 61.97 | 0.00% | market | 26.39% | — | 5.03% | 0.81% | 4.22% |
| LZB | 2021-06-15 | 2021-06-16 | 2021-06-30 | 1 | 41.15 | 41.15 | 0.00% | market | 17.57% | — | -10.09% | 0.81% | -10.90% |
| ORCL | 2021-06-15 | 2021-06-16 | 2021-06-30 | 1 | 77.99 | 77.99 | 0.00% | market | 17.56% | — | -0.29% | 0.81% | -1.10% |
| STEP | 2021-06-15 | 2021-06-16 | 2021-06-30 | 1 | 31.83 | 31.83 | 0.00% | market | 56.25% | — | 7.97% | 0.81% | 7.17% |
| XYF | 2021-06-15 | 2021-06-16 | 2021-06-30 | 1 | 9.65 | 9.65 | 0.00% | market | 95.43% | — | 40.94% | 0.81% | 40.13% |
| CMC | 2021-06-17 | 2021-06-18 | 2021-07-02 | 1 | 29.98 | 29.98 | 0.00% | market | 25.30% | — | 2.87% | 3.99% | -1.12% |
| JBL | 2021-06-17 | 2021-06-18 | 2021-07-02 | 1 | 57.30 | 57.30 | 0.00% | market | 25.00% | — | 1.78% | 3.99% | -2.20% |
| KFY | 2021-06-22 | 2021-06-23 | 2021-07-08 | 1 | 71.43 | 71.43 | 0.00% | market | 23.47% | — | -6.40% | 1.83% | -8.23% |
| KBH | 2021-06-23 | 2021-06-24 | 2021-07-09 | 1 | 41.75 | 41.75 | 0.00% | market | 13.64% | — | -4.70% | 2.50% | -7.20% |
| WGO | 2021-06-23 | 2021-06-24 | 2021-07-09 | 1 | 67.31 | 67.31 | 0.00% | market | 22.03% | — | -0.09% | 2.50% | -2.59% |
| WOR | 2021-06-23 | 2021-06-24 | 2021-07-09 | 1 | 36.38 | 36.38 | 0.00% | market | 33.14% | — | 4.19% | 2.50% | 1.69% |
| BB | 2021-06-24 | 2021-06-25 | 2021-07-12 | 1 | 12.21 | 12.21 | 0.00% | market | 16.67% | — | -7.96% | 2.63% | -10.59% |
| DRI | 2021-06-24 | 2021-06-25 | 2021-07-12 | 1 | 141.62 | 141.62 | 0.00% | market | 13.41% | — | 5.78% | 2.63% | 3.16% |
| MEI | 2021-06-24 | 2021-06-25 | 2021-07-12 | 1 | 49.55 | 49.55 | 0.00% | market | 14.08% | — | -1.73% | 2.63% | -4.36% |
| KMX | 2021-06-25 | 2021-06-28 | 2021-07-13 | 3 | 127.56 | 127.56 | 0.00% | market | 61.35% | — | 3.18% | 1.97% | 1.21% |
| JEF | 2021-06-28 | 2021-06-29 | 2021-07-14 | 1 | 32.06 | 32.06 | 0.00% | market | 44.44% | — | 0.15% | 1.95% | -1.80% |
| EPAC | 2021-06-29 | 2021-06-30 | 2021-07-15 | 1 | 27.14 | 27.14 | 0.00% | market | 64.71% | — | -3.86% | 1.76% | -5.62% |
| FC | 2021-06-30 | 2021-07-01 | 2021-07-16 | 1 | 35.31 | 35.31 | 0.00% | market | 357.14% | — | 0.41% | 0.58% | -0.17% |
| ORKA | 2021-06-30 | 2021-07-01 | 2021-07-16 | 1 | 42.00 | 42.00 | 0.00% | market | 85.85% | — | -17.24% | 0.58% | -17.82% |
| INTA | 2021-07-01 | 2021-07-02 | 2021-07-19 | 1 | 26.50 | 26.50 | 0.00% | market | 37.78% | — | 5.64% | -1.55% | 7.19% |
| BBAR | 2021-07-08 | 2021-07-09 | 2021-07-23 | 1 | 3.06 | 3.06 | 0.00% | market | 25.85% | — | -1.73% | 1.71% | -3.45% |
| AZZ | 2021-07-09 | 2021-07-12 | 2021-07-26 | 3 | 57.85 | 57.85 | 0.00% | market | 41.94% | — | -8.74% | 1.28% | -10.03% |
| AMX | 2021-07-13 | 2021-07-14 | 2021-07-28 | 1 | 15.17 | 15.17 | 0.00% | market | 77.78% | — | 9.39% | 0.33% | 9.07% |
| GS | 2021-07-13 | 2021-07-14 | 2021-07-28 | 1 | 378.75 | 378.75 | 0.00% | market | 46.68% | — | -1.29% | 0.33% | -1.62% |
| JPM | 2021-07-13 | 2021-07-14 | 2021-07-28 | 1 | 155.95 | 155.95 | 0.00% | market | 21.94% | — | -2.83% | 0.33% | -3.15% |
| WAFD | 2021-07-13 | 2021-07-14 | 2021-07-28 | 1 | 30.32 | 30.32 | 0.00% | market | 19.61% | — | 5.94% | 0.33% | 5.61% |
| C | 2021-07-14 | 2021-07-15 | 2021-07-29 | 1 | 67.54 | 67.54 | 0.00% | market | 34.18% | — | 1.78% | 1.34% | 0.44% |
| DAL | 2021-07-14 | 2021-07-15 | 2021-07-29 | 1 | 41.19 | 41.19 | 0.00% | market | 24.11% | — | -0.00% | 1.34% | -1.35% |
| WFC | 2021-07-14 | 2021-07-15 | 2021-07-29 | 1 | 44.59 | 44.59 | 0.00% | market | 42.27% | — | 4.18% | 1.34% | 2.84% |
| BANF | 2021-07-15 | 2021-07-16 | 2021-07-30 | 1 | 60.36 | 60.36 | 0.00% | market | 28.32% | — | -8.18% | 0.57% | -8.76% |
| MS | 2021-07-15 | 2021-07-16 | 2021-07-30 | 1 | 93.15 | 93.15 | 0.00% | market | 12.12% | — | 2.94% | 0.57% | 2.36% |
| TFC | 2021-07-15 | 2021-07-16 | 2021-07-30 | 1 | 56.20 | 56.20 | 0.00% | market | 32.48% | — | -3.25% | 0.57% | -3.82% |
| USB | 2021-07-15 | 2021-07-16 | 2021-07-30 | 1 | 58.95 | 58.95 | 0.00% | market | 12.28% | — | -5.88% | 0.57% | -6.46% |
| VLRS | 2021-07-15 | 2021-07-16 | 2021-07-30 | 1 | 22.53 | 22.53 | 0.00% | market | 1057.14% | — | -2.10% | 0.57% | -2.67% |
| FHN | 2021-07-16 | 2021-07-19 | 2021-08-02 | 3 | 15.25 | 15.25 | 0.00% | market | 34.88% | — | 0.29% | 2.67% | -2.38% |
| AN | 2021-07-19 | 2021-07-20 | 2021-08-03 | 1 | 108.37 | 108.37 | 0.00% | market | 71.89% | — | 10.08% | 3.63% | 6.44% |
| EQBK | 2021-07-19 | 2021-07-20 | 2021-08-03 | 1 | 28.64 | 28.64 | 0.00% | market | 66.13% | — | 6.32% | 3.63% | 2.69% |
| FBK | 2021-07-19 | 2021-07-20 | 2021-08-03 | 1 | 35.39 | 35.39 | 0.00% | market | 20.00% | — | 7.19% | 3.63% | 3.56% |
| ZION | 2021-07-19 | 2021-07-20 | 2021-08-03 | 1 | 48.46 | 48.46 | 0.00% | market | 61.24% | — | 8.73% | 3.63% | 5.10% |
| ALLY | 2021-07-20 | 2021-07-21 | 2021-08-04 | 1 | 51.72 | 51.72 | 0.00% | market | 57.43% | — | -2.69% | 1.54% | -4.23% |
| CFG | 2021-07-20 | 2021-07-21 | 2021-08-04 | 1 | 43.21 | 43.21 | 0.00% | market | 29.73% | — | -2.55% | 1.54% | -4.09% |
| FOR | 2021-07-20 | 2021-07-21 | 2021-08-04 | 1 | 20.21 | 20.21 | 0.00% | market | 35.56% | — | 1.04% | 1.54% | -0.50% |
| FULT | 2021-07-20 | 2021-07-21 | 2021-08-04 | 1 | 15.49 | 15.49 | 0.00% | market | 15.15% | — | -1.71% | 1.54% | -3.25% |
| HCA | 2021-07-20 | 2021-07-21 | 2021-08-04 | 1 | 250.99 | 250.99 | 0.00% | market | 38.29% | — | -1.19% | 1.54% | -2.72% |
| HOPE | 2021-07-20 | 2021-07-21 | 2021-08-04 | 1 | 13.28 | 13.28 | 0.00% | market | 13.16% | — | -0.18% | 1.54% | -1.71% |
| HWC | 2021-07-20 | 2021-07-21 | 2021-08-04 | 1 | 44.44 | 44.44 | 0.00% | market | 19.13% | — | -4.74% | 1.54% | -6.27% |
| KEY | 2021-07-20 | 2021-07-21 | 2021-08-04 | 1 | 19.32 | 19.32 | 0.00% | market | 35.19% | — | 1.50% | 1.54% | -0.03% |
| MAN | 2021-07-20 | 2021-07-21 | 2021-08-04 | 1 | 109.65 | 109.65 | 0.00% | market | 42.25% | — | 5.04% | 1.54% | 3.51% |
| MLI | 2021-07-20 | 2021-07-21 | 2021-08-04 | 1 | 10.57 | 10.57 | 0.00% | market | 89.72% | — | -1.14% | 1.54% | -2.68% |
| PNFP | 2021-07-20 | 2021-07-21 | 2021-08-04 | 1 | 92.23 | 92.23 | 0.00% | market | 16.55% | — | -2.04% | 1.54% | -3.58% |
| RUSHA | 2021-07-20 | 2021-07-21 | 2021-08-04 | 1 | 30.63 | 30.63 | 0.00% | market | 17.54% | — | -2.25% | 1.54% | -3.79% |
| SMBK | 2021-07-20 | 2021-07-21 | 2021-08-04 | 1 | 24.30 | 24.30 | 0.00% | market | 26.09% | — | -1.01% | 1.54% | -2.54% |
| SYF | 2021-07-20 | 2021-07-21 | 2021-08-04 | 1 | 46.43 | 46.43 | 0.00% | market | 48.25% | — | 1.49% | 1.54% | -0.04% |
| TRV | 2021-07-20 | 2021-07-21 | 2021-08-04 | 1 | 152.36 | 152.36 | 0.00% | market | 44.35% | — | -1.96% | 1.54% | -3.50% |
| UBS | 2021-07-20 | 2021-07-21 | 2021-08-04 | 1 | 15.59 | 15.59 | 0.00% | market | 25.00% | — | 6.38% | 1.54% | 4.84% |
| ZWS | 2021-07-20 | 2021-07-21 | 2021-08-04 | 1 | 25.07 | 25.07 | 0.00% | market | 16.00% | — | 8.87% | 1.54% | 7.34% |
| AMTB | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 22.40 | 22.40 | 0.00% | market | 18.42% | — | 1.24% | 1.61% | -0.38% |
| BANR | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 52.86 | 52.86 | 0.00% | market | 40.54% | — | 1.39% | 1.61% | -0.22% |
| BOKF | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 83.28 | 83.28 | 0.00% | market | 31.87% | — | 3.62% | 1.61% | 2.01% |
| CVLG | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 10.47 | 10.47 | 0.00% | market | 50.00% | — | -3.21% | 1.61% | -4.82% |
| HOG | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 40.63 | 40.63 | 0.00% | market | 13.68% | — | -3.50% | 1.61% | -5.11% |
| KMI | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 17.71 | 17.71 | 0.00% | market | 21.05% | — | -4.00% | 1.61% | -5.61% |
| LAD | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 371.07 | 371.07 | 0.00% | market | 80.23% | — | -0.44% | 1.61% | -2.06% |
| LOB | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 61.74 | 61.74 | 0.00% | market | 147.37% | — | -3.00% | 1.61% | -4.61% |
| MC | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 56.87 | 56.87 | 0.00% | market | 43.37% | — | 4.56% | 1.61% | 2.94% |
| NVR | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 4,860.00 | 4,860.00 | 0.00% | market | 13.68% | — | 9.23% | 1.61% | 7.62% |
| OFG | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 22.28 | 22.28 | 0.00% | market | 47.17% | — | 4.57% | 1.61% | 2.95% |
| OMF | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 62.56 | 62.56 | 0.00% | market | 21.46% | — | -6.83% | 1.61% | -8.44% |
| RLI | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 53.38 | 53.38 | 0.00% | market | 48.65% | — | 1.55% | 1.61% | -0.07% |
| SLG | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 80.42 | 80.42 | 0.00% | market | 8959.23% | — | -7.31% | 1.61% | -8.93% |
| SLM | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 20.50 | 20.50 | 0.00% | market | 21.62% | — | -7.76% | 1.61% | -9.37% |
| STC | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 58.31 | 58.31 | 0.00% | market | 70.43% | — | 0.65% | 1.61% | -0.96% |
| THC | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 69.87 | 69.87 | 0.00% | market | 45.87% | — | -1.02% | 1.61% | -2.63% |
| UFPI | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 72.88 | 72.88 | 0.00% | market | 53.59% | — | 0.42% | 1.61% | -1.19% |
| WHR | 2021-07-21 | 2021-07-22 | 2021-08-05 | 1 | 216.90 | 216.90 | 0.00% | market | 12.35% | — | 2.17% | 1.61% | 0.55% |
| AUB | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 35.00 | 35.00 | 0.00% | market | 40.00% | — | 6.16% | 1.14% | 5.02% |
| BANC | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 17.69 | 17.69 | 0.00% | market | 25.93% | — | 0.75% | 1.14% | -0.39% |
| BKU | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 38.60 | 38.60 | 0.00% | market | 29.07% | — | 9.74% | 1.14% | 8.61% |
| BPOP | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 73.47 | 73.47 | 0.00% | market | 31.03% | — | 2.54% | 1.14% | 1.40% |
| CBSH | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 55.51 | 55.51 | 0.00% | market | 35.87% | — | -0.14% | 1.14% | -1.27% |
| CE | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 153.46 | 153.46 | 0.00% | market | 12.81% | — | 1.20% | 1.14% | 0.07% |
| CHCO | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 73.56 | 73.56 | 0.00% | market | 21.55% | — | 6.40% | 1.14% | 5.26% |
| COF | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 157.00 | 157.00 | 0.00% | market | 64.22% | — | 5.60% | 1.14% | 4.46% |
| CROX | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 133.00 | 133.00 | 0.00% | market | 37.65% | — | 5.77% | 1.14% | 4.64% |
| EWBC | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 73.47 | 73.47 | 0.00% | market | 12.95% | — | 2.51% | 1.14% | 1.38% |
| FAF | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 65.99 | 65.99 | 0.00% | market | 27.54% | — | 3.29% | 1.14% | 2.16% |
| FITB | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 36.25 | 36.25 | 0.00% | market | 16.05% | — | 3.98% | 1.14% | 2.85% |
| GBCI | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 52.40 | 52.40 | 0.00% | market | 12.50% | — | 3.37% | 1.14% | 2.24% |
| HRI | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 120.00 | 120.00 | 0.00% | market | 26.61% | — | 3.59% | 1.14% | 2.46% |
| HTH | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 32.53 | 32.53 | 0.00% | market | 14.15% | — | 2.67% | 1.14% | 1.53% |
| HZO | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 52.44 | 52.44 | 0.00% | market | 30.15% | — | -0.37% | 1.14% | -1.50% |
| IIIN | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 34.73 | 34.73 | 0.00% | market | 31.58% | — | 13.35% | 1.14% | 12.21% |
| INTC | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 54.58 | 54.58 | 0.00% | market | 20.75% | — | -1.31% | 1.14% | -2.45% |
| ORI | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 24.58 | 24.58 | 0.00% | market | 46.00% | — | 1.41% | 1.14% | 0.27% |
| OZK | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 40.53 | 40.53 | 0.00% | market | 26.09% | — | 6.39% | 1.14% | 5.25% |
| POOL | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 454.11 | 454.11 | 0.00% | market | 16.24% | — | 5.84% | 1.14% | 4.71% |
| RHI | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 93.45 | 93.45 | 0.00% | market | 26.67% | — | 6.68% | 1.14% | 5.55% |
| RNR | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 153.00 | 153.00 | 0.00% | market | 16.29% | — | 1.48% | 1.14% | 0.35% |
| SNA | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 223.03 | 223.03 | 0.00% | market | 16.77% | — | 0.53% | 1.14% | -0.60% |
| SNAP | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 74.14 | 74.14 | 0.00% | market | 1536.66% | — | 2.38% | 1.14% | 1.25% |
| SRCE | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 42.60 | 42.60 | 0.00% | market | 14.42% | — | 10.35% | 1.14% | 9.21% |
| WBS | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 48.09 | 48.09 | 0.00% | market | 21.00% | — | 5.41% | 1.14% | 4.27% |
| WRB | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 33.55 | 33.55 | 0.00% | market | 20.93% | — | -2.78% | 1.14% | -3.92% |
| WSFS | 2021-07-22 | 2021-07-23 | 2021-08-06 | 1 | 45.12 | 45.12 | 0.00% | market | 124.72% | — | 0.01% | 1.14% | -1.13% |
| AXP | 2021-07-23 | 2021-07-26 | 2021-08-09 | 3 | 173.25 | 173.25 | 0.00% | market | 67.66% | — | -1.53% | 0.64% | -2.17% |
| FBP | 2021-07-23 | 2021-07-26 | 2021-08-09 | 3 | 11.74 | 11.74 | 0.00% | market | 33.33% | — | 7.48% | 0.64% | 6.84% |
| FHB | 2021-07-23 | 2021-07-26 | 2021-08-09 | 3 | 27.69 | 27.69 | 0.00% | market | 44.68% | — | 0.84% | 0.64% | 0.20% |
| RF | 2021-07-23 | 2021-07-26 | 2021-08-09 | 3 | 19.29 | 19.29 | 0.00% | market | 45.28% | — | 3.01% | 0.64% | 2.37% |
| SSB | 2021-07-23 | 2021-07-26 | 2021-08-09 | 3 | 69.80 | 69.80 | 0.00% | market | 14.72% | — | 2.98% | 0.64% | 2.34% |
| AGNC | 2021-07-26 | 2021-07-27 | 2021-08-10 | 1 | 16.11 | 16.11 | 0.00% | market | 18.75% | — | -0.04% | 0.63% | -0.67% |
| AMKR | 2021-07-26 | 2021-07-27 | 2021-08-10 | 1 | 23.03 | 23.03 | 0.00% | market | 21.43% | — | 16.23% | 0.63% | 15.60% |
| ARLP | 2021-07-26 | 2021-07-27 | 2021-08-10 | 1 | 7.67 | 7.67 | 0.00% | market | 61.90% | — | 3.42% | 0.63% | 2.79% |
| BOH | 2021-07-26 | 2021-07-27 | 2021-08-10 | 1 | 82.66 | 82.66 | 0.00% | market | 28.24% | — | 3.20% | 0.63% | 2.57% |
| CATY | 2021-07-26 | 2021-07-27 | 2021-08-10 | 1 | 36.26 | 36.26 | 0.00% | market | 16.87% | — | 9.00% | 0.63% | 8.37% |
| CLS | 2021-07-26 | 2021-07-27 | 2021-08-10 | 1 | 7.76 | 7.76 | 0.00% | market | 20.00% | — | 12.92% | 0.63% | 12.29% |
| CR | 2021-07-26 | 2021-07-27 | 2021-08-10 | 1 | 95.00 | 95.00 | 0.00% | market | 32.61% | — | 4.97% | 0.63% | 4.34% |
| CXT | 2021-07-26 | 2021-07-27 | 2021-08-10 | 1 | 33.00 | 33.00 | 0.00% | market | 31.65% | — | 4.96% | 0.63% | 4.33% |
| GABC | 2021-07-26 | 2021-07-27 | 2021-08-10 | 1 | 36.40 | 36.40 | 0.00% | market | 42.86% | — | 6.63% | 0.63% | 6.00% |
| HAS | 2021-07-26 | 2021-07-27 | 2021-08-10 | 1 | 102.82 | 102.82 | 0.00% | market | 110.00% | — | -4.13% | 0.63% | -4.76% |
| KOF | 2021-07-26 | 2021-07-27 | 2021-08-10 | 1 | 54.73 | 54.73 | 0.00% | market | 16.18% | — | 4.29% | 0.63% | 3.66% |
| LXFR | 2021-07-26 | 2021-07-27 | 2021-08-10 | 1 | 19.96 | 19.96 | 0.00% | market | 24.14% | — | 2.05% | 0.63% | 1.42% |
| NBTB | 2021-07-26 | 2021-07-27 | 2021-08-10 | 1 | 32.77 | 32.77 | 0.00% | market | 19.48% | — | 12.81% | 0.63% | 12.18% |
| ABG | 2021-07-27 | 2021-07-28 | 2021-08-11 | 1 | 200.00 | 200.00 | 0.00% | market | 52.85% | — | -0.40% | 0.93% | -1.33% |
| ADM | 2021-07-27 | 2021-07-28 | 2021-08-11 | 1 | 58.70 | 58.70 | 0.00% | market | 31.68% | — | 4.67% | 0.93% | 3.74% |
| AXS | 2021-07-27 | 2021-07-28 | 2021-08-11 | 1 | 50.91 | 50.91 | 0.00% | market | 37.93% | — | 4.34% | 0.93% | 3.41% |
| BUSE | 2021-07-27 | 2021-07-28 | 2021-08-11 | 1 | 23.37 | 23.37 | 0.00% | market | 14.58% | — | 2.60% | 0.93% | 1.66% |
| ACCO | 2021-07-28 | 2021-07-29 | 2021-08-12 | 1 | 9.10 | 9.10 | 0.00% | market | 65.38% | — | 2.76% | 1.20% | 1.55% |
| AFL | 2021-07-28 | 2021-07-29 | 2021-08-12 | 1 | 55.65 | 55.65 | 0.00% | market | 25.20% | — | 2.97% | 1.20% | 1.77% |
| AHT | 2021-07-28 | 2021-07-29 | 2021-08-12 | 1 | 168.00 | 168.00 | 0.00% | market | 101.86% | — | -15.22% | 1.20% | -16.42% |
| ACI | 2021-07-29 | 2021-07-30 | 2021-08-13 | 1 | 21.82 | 21.82 | 0.00% | market | 30.88% | — | 36.70% | 1.83% | 34.87% |
| AER | 2021-07-29 | 2021-07-30 | 2021-08-13 | 1 | 52.61 | 52.61 | 0.00% | market | 39.13% | — | 5.70% | 1.83% | 3.87% |
| AGCO | 2021-07-29 | 2021-07-30 | 2021-08-13 | 1 | 127.41 | 127.41 | 0.00% | market | 30.91% | — | 10.45% | 1.83% | 8.62% |
| AORT | 2021-07-29 | 2021-07-30 | 2021-08-13 | 1 | 27.01 | 27.01 | 0.00% | market | 340.00% | — | -7.02% | 1.83% | -8.85% |
| ASPN | 2021-07-29 | 2021-07-30 | 2021-08-13 | 1 | 40.00 | 40.00 | 0.00% | market | 17.86% | — | -12.15% | 1.83% | -13.98% |
| ABR | 2021-07-30 | 2021-08-02 | 2021-08-16 | 3 | 18.35 | 18.35 | 0.00% | market | 21.43% | — | -0.70% | 1.51% | -2.21% |
| ARCB | 2021-08-02 | 2021-08-03 | 2021-08-17 | 1 | 61.01 | 61.01 | 0.00% | market | 21.60% | — | 11.96% | 1.28% | 10.69% |
| BCC | 2021-08-02 | 2021-08-03 | 2021-08-17 | 1 | 50.69 | 50.69 | 0.00% | market | 57.76% | — | 4.67% | 1.28% | 3.40% |
| CVI | 2021-08-02 | 2021-08-03 | 2021-08-17 | 1 | 13.59 | 13.59 | 0.00% | market | 57.33% | — | -8.56% | 1.28% | -9.84% |
| DRS | 2021-08-02 | 2021-08-03 | 2021-08-17 | 1 | 12.10 | 12.10 | 0.00% | market | 122.22% | — | -7.87% | 1.28% | -9.15% |
| ADEA | 2021-08-03 | 2021-08-04 | 2021-08-18 | 1 | 5.56 | 5.56 | 0.00% | market | 45.24% | — | -3.16% | -0.14% | -3.02% |
| AFG | 2021-08-03 | 2021-08-04 | 2021-08-18 | 1 | 126.44 | 126.44 | 0.00% | market | 45.73% | — | 6.92% | -0.14% | 7.06% |
| AIZ | 2021-08-03 | 2021-08-04 | 2021-08-18 | 1 | 156.88 | 156.88 | 0.00% | market | 19.60% | — | 5.10% | -0.14% | 5.23% |
| ANDE | 2021-08-03 | 2021-08-04 | 2021-08-18 | 1 | 29.11 | 29.11 | 0.00% | market | 114.75% | — | 4.50% | -0.14% | 4.64% |
| ATI | 2021-08-03 | 2021-08-04 | 2021-08-18 | 1 | 19.57 | 19.57 | 0.00% | market | 40.00% | — | -3.93% | -0.14% | -3.80% |
| ATKR | 2021-08-03 | 2021-08-04 | 2021-08-18 | 1 | 84.00 | 84.00 | 0.00% | market | 28.57% | — | 5.88% | -0.14% | 6.01% |
| BEN | 2021-08-03 | 2021-08-04 | 2021-08-18 | 1 | 30.47 | 30.47 | 0.00% | market | 24.68% | — | 1.67% | -0.14% | 1.81% |
| BP | 2021-08-03 | 2021-08-04 | 2021-08-18 | 1 | 25.38 | 25.38 | 0.00% | market | 36.07% | — | -4.16% | -0.14% | -4.02% |
| BXC | 2021-08-03 | 2021-08-04 | 2021-08-18 | 1 | 48.78 | 48.78 | 0.00% | market | 134.07% | — | 12.43% | -0.14% | 12.56% |
| CAR | 2021-08-03 | 2021-08-04 | 2021-08-18 | 1 | 88.00 | 88.00 | 0.00% | market | 387.60% | — | 6.22% | -0.14% | 6.35% |
| CHRD | 2021-08-03 | 2021-08-04 | 2021-08-18 | 1 | 88.23 | 88.23 | 0.00% | market | 15.00% | — | -6.12% | -0.14% | -5.98% |
| COP | 2021-08-03 | 2021-08-04 | 2021-08-18 | 1 | 55.33 | 55.33 | 0.00% | market | 15.45% | — | -3.35% | -0.14% | -3.22% |
| COUR | 2021-08-03 | 2021-08-04 | 2021-08-18 | 1 | 39.70 | 39.70 | 0.00% | market | 54.55% | — | -8.36% | -0.14% | -8.23% |
| CRD-A | 2021-08-03 | 2021-08-04 | 2021-08-18 | 1 | 10.25 | 10.25 | 0.00% | market | 23.81% | — | -0.78% | -0.14% | -0.65% |
| CRK | 2021-08-03 | 2021-08-04 | 2021-08-18 | 1 | 5.81 | 5.81 | 0.00% | market | 22.22% | — | -9.05% | -0.14% | -8.91% |
| DD | 2021-08-03 | 2021-08-04 | 2021-08-18 | 1 | 93.45 | 93.45 | 0.00% | market | 12.77% | — | -0.84% | -0.14% | -0.70% |
| DINO | 2021-08-03 | 2021-08-04 | 2021-08-18 | 1 | 28.61 | 28.61 | 0.00% | market | 42.62% | — | 0.74% | -0.14% | 0.88% |
| ADPT | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 38.00 | 38.00 | 0.00% | market | 18.60% | — | -21.10% | -0.08% | -21.02% |
| ALG | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 150.00 | 150.00 | 0.00% | market | 25.48% | — | -3.31% | -0.08% | -3.22% |
| ALL | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 127.75 | 127.75 | 0.00% | market | 19.56% | — | 4.82% | -0.08% | 4.90% |
| APA | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 17.34 | 17.34 | 0.00% | market | 22.81% | — | -7.83% | -0.08% | -7.75% |
| APO | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 61.33 | 61.33 | 0.00% | market | 48.05% | — | -8.84% | -0.08% | -8.76% |
| ARLO | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 6.08 | 6.08 | 0.00% | market | 73.33% | — | -8.65% | -0.08% | -8.57% |
| AXGN | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 19.00 | 19.00 | 0.00% | market | 25.00% | — | -19.05% | -0.08% | -18.97% |
| BDC | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 54.70 | 54.70 | 0.00% | market | 30.11% | — | -3.50% | -0.08% | -3.42% |
| BOOT | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 90.65 | 90.65 | 0.00% | market | 53.41% | — | -9.54% | -0.08% | -9.46% |
| BRSP | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 9.43 | 9.43 | 0.00% | market | 25.00% | — | 1.07% | -0.08% | 1.15% |
| BWA | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 41.48 | 41.48 | 0.00% | market | 33.33% | — | -9.94% | -0.08% | -9.85% |
| CENT | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 36.49 | 36.49 | 0.00% | market | 34.31% | — | 1.05% | -0.08% | 1.13% |
| CIGI | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 134.20 | 134.20 | 0.00% | market | 85.88% | — | -4.85% | -0.08% | -4.77% |
| CIM | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 44.01 | 44.01 | 0.00% | market | 45.95% | — | 1.13% | -0.08% | 1.21% |
| CLW | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 30.03 | 30.03 | 0.00% | market | 30.07% | — | 3.40% | -0.08% | 3.48% |
| CPS | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 24.00 | 24.00 | 0.00% | market | 13.79% | — | -9.10% | -0.08% | -9.02% |
| CVS | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 81.36 | 81.36 | 0.00% | market | 17.48% | — | 3.43% | -0.08% | 3.51% |
| DFIN | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 32.94 | 32.94 | 0.00% | market | 48.39% | — | -6.17% | -0.08% | -6.09% |
| DOX | 2021-08-04 | 2021-08-05 | 2021-08-19 | 1 | 77.96 | 77.96 | 0.00% | market | 14.41% | — | -0.48% | -0.08% | -0.40% |
| AAOI | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 7.27 | 7.27 | 0.00% | market | 16.67% | — | -9.04% | 0.29% | -9.33% |
| AGO | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 49.15 | 49.15 | 0.00% | market | 109.21% | — | 0.80% | 0.29% | 0.51% |
| AMN | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 109.65 | 109.65 | 0.00% | market | 14.69% | — | -1.64% | 0.29% | -1.93% |
| ARW | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 119.36 | 119.36 | 0.00% | market | 12.84% | — | -0.79% | 0.29% | -1.07% |
| AXON | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 196.39 | 196.39 | 0.00% | market | 72.73% | — | -4.97% | 0.29% | -5.25% |
| BBIO | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 56.19 | 56.19 | 0.00% | market | 29.03% | — | -12.84% | 0.29% | -13.13% |
| BCH | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 17.31 | 17.31 | 0.00% | market | 15.38% | — | 5.56% | 0.29% | 5.28% |
| BGSF | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 12.98 | 12.98 | 0.00% | market | 106.25% | — | 3.60% | 0.29% | 3.31% |
| BL | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 116.68 | 116.68 | 0.00% | market | 87.50% | — | -8.90% | 0.29% | -9.19% |
| BLDR | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 48.02 | 48.02 | 0.00% | market | 57.71% | — | 2.17% | 0.29% | 1.88% |
| BRT | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 17.70 | 17.70 | 0.00% | market | 47.83% | — | 5.21% | 0.29% | 4.93% |
| CLDX | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 48.05 | 48.05 | 0.00% | market | 15.00% | — | -1.14% | 0.29% | -1.43% |
| CNNE | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 32.70 | 32.70 | 0.00% | market | 19300.00% | — | -6.58% | 0.29% | -6.87% |
| CNP | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 26.27 | 26.27 | 0.00% | market | 44.00% | — | 0.17% | 0.29% | -0.12% |
| CNQ | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 16.44 | 16.44 | 0.00% | market | 31.58% | — | -6.37% | 0.29% | -6.65% |
| CQP | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 39.84 | 39.84 | 0.00% | market | 19.67% | — | 3.16% | 0.29% | 2.88% |
| DDOG | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 129.82 | 129.82 | 0.00% | market | 201.71% | — | 0.92% | 0.29% | 0.64% |
| DHX | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 3.77 | 3.77 | 0.00% | market | 12600.00% | — | 0.17% | 0.29% | -0.12% |
| DIN | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 78.24 | 78.24 | 0.00% | market | 13.45% | — | -7.56% | 0.29% | -7.85% |
| DOCN | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 59.41 | 59.41 | 0.00% | market | 40.00% | — | -10.60% | 0.29% | -10.89% |
| DRH | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 8.51 | 8.51 | 0.00% | market | 41.16% | — | -1.75% | 0.29% | -2.03% |
| ECVT | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 16.00 | 16.00 | 0.00% | market | 57.14% | — | -23.72% | 0.29% | -24.01% |
| EFC | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 18.27 | 18.27 | 0.00% | market | 15.91% | — | 0.34% | 0.29% | 0.05% |
| EXEL | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 17.94 | 17.94 | 0.00% | market | 400.00% | — | 2.69% | 0.29% | 2.40% |
| FVRR | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 176.76 | 176.76 | 0.00% | market | 46.15% | — | -7.13% | 0.29% | -7.42% |
| GIL | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 35.97 | 35.97 | 0.00% | market | 33.33% | — | 5.35% | 0.29% | 5.06% |
| GKOS | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 48.70 | 48.70 | 0.00% | market | 54.17% | — | 0.39% | 0.29% | 0.11% |
| GOLF | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 53.00 | 53.00 | 0.00% | market | 42.11% | — | -3.35% | 0.29% | -3.63% |
| GSAT | 2021-08-05 | 2021-08-06 | 2021-08-20 | 1 | 20.25 | 20.25 | 0.00% | market | 50.00% | — | -8.99% | 0.29% | -9.27% |
| AFGB | 2021-08-06 | 2021-08-09 | 2021-08-23 | 3 | 28.30 | 28.30 | 0.00% | market | 533.87% | — | -0.91% | 1.08% | -2.00% |
| AFGC | 2021-08-06 | 2021-08-09 | 2021-08-23 | 3 | 27.67 | 27.67 | 0.00% | market | 605.39% | — | -0.50% | 1.08% | -1.58% |
| AFGD | 2021-08-06 | 2021-08-09 | 2021-08-23 | 3 | 29.22 | 29.22 | 0.00% | market | 605.39% | — | -2.53% | 1.08% | -3.61% |
| AFGE | 2021-08-06 | 2021-08-09 | 2021-08-23 | 3 | 27.93 | 27.93 | 0.00% | market | 605.39% | — | -0.78% | 1.08% | -1.87% |
| BATRA | 2021-08-06 | 2021-08-09 | 2021-08-23 | 3 | 26.00 | 26.00 | 0.00% | market | 1699.78% | — | -0.45% | 1.08% | -1.53% |
| AMC | 2021-08-09 | 2021-08-10 | 2021-08-24 | 1 | 369.00 | 369.00 | 0.00% | market | 21.98% | — | 19.85% | 1.21% | 18.63% |
| AMRX | 2021-08-09 | 2021-08-10 | 2021-08-24 | 1 | 5.17 | 5.17 | 0.00% | market | 38.89% | — | 7.06% | 1.21% | 5.85% |
| ANAB | 2021-08-09 | 2021-08-10 | 2021-08-24 | 1 | 16.12 | 16.12 | 0.00% | market | 86.67% | — | 3.68% | 1.21% | 2.47% |
| BFLY | 2021-08-09 | 2021-08-10 | 2021-08-24 | 1 | 11.61 | 11.61 | 0.00% | market | 20.83% | — | 1.88% | 1.21% | 0.67% |
| BNTX | 2021-08-09 | 2021-08-10 | 2021-08-24 | 1 | 458.00 | 458.00 | 0.00% | market | 55.45% | — | -19.71% | 1.21% | -20.92% |
| CBT | 2021-08-09 | 2021-08-10 | 2021-08-24 | 1 | 51.69 | 51.69 | 0.00% | market | 14.41% | — | 3.92% | 1.21% | 2.71% |
| COMP | 2021-08-09 | 2021-08-10 | 2021-08-24 | 1 | 16.63 | 16.63 | 0.00% | market | 87.50% | — | -5.39% | 1.21% | -6.60% |
| EVCM | 2021-08-09 | 2021-08-10 | 2021-08-24 | 1 | 19.03 | 19.03 | 0.00% | market | 5100.00% | — | 7.31% | 1.21% | 6.10% |
| FSK | 2021-08-09 | 2021-08-10 | 2021-08-24 | 1 | 22.48 | 22.48 | 0.00% | market | 21.31% | — | 1.55% | 1.21% | 0.33% |
| FTK | 2021-08-09 | 2021-08-10 | 2021-08-24 | 1 | 9.24 | 9.24 | 0.00% | market | 25.00% | — | -9.84% | 1.21% | -11.05% |
| GPOR | 2021-08-09 | 2021-08-10 | 2021-08-24 | 1 | 67.00 | 67.00 | 0.00% | market | 35451.60% | — | -2.77% | 1.21% | -3.98% |
| GTES | 2021-08-09 | 2021-08-10 | 2021-08-24 | 1 | 18.20 | 18.20 | 0.00% | market | 13.51% | — | -10.15% | 1.21% | -11.37% |
| HALO | 2021-08-09 | 2021-08-10 | 2021-08-24 | 1 | 46.11 | 46.11 | 0.00% | market | 53.49% | — | -12.37% | 1.21% | -13.59% |
| CGAU | 2021-08-10 | 2021-08-11 | 2021-08-25 | 1 | 7.39 | 7.39 | 0.00% | market | 21.43% | — | 1.52% | 1.15% | 0.38% |
| COIN | 2021-08-10 | 2021-08-11 | 2021-08-25 | 1 | 282.34 | 282.34 | 0.00% | market | 157.83% | — | -9.16% | 1.15% | -10.30% |
| DAR | 2021-08-10 | 2021-08-11 | 2021-08-25 | 1 | 75.17 | 75.17 | 0.00% | market | 32.95% | — | -0.06% | 1.15% | -1.21% |
| FUBO | 2021-08-10 | 2021-08-11 | 2021-08-25 | 1 | 395.52 | 395.52 | 0.00% | market | 29.63% | — | -16.91% | 1.15% | -18.06% |
| ACVA | 2021-08-11 | 2021-08-12 | 2021-08-26 | 1 | 24.45 | 24.45 | 0.00% | market | 62.50% | — | -22.35% | 0.60% | -22.94% |
| AMWL | 2021-08-11 | 2021-08-12 | 2021-08-26 | 1 | 202.60 | 202.60 | 0.00% | market | 21.05% | — | -1.58% | 0.60% | -2.18% |
| AVAL | 2021-08-11 | 2021-08-12 | 2021-08-26 | 1 | 5.27 | 5.27 | 0.00% | market | 76.92% | — | 9.20% | 0.60% | 8.60% |
| ABNB | 2021-08-12 | 2021-08-13 | 2021-08-27 | 1 | 146.66 | 146.66 | 0.00% | market | 76.60% | — | 5.03% | 1.05% | 3.98% |
| BIDU | 2021-08-12 | 2021-08-13 | 2021-08-27 | 1 | 157.72 | 157.72 | 0.00% | market | 23.83% | — | -2.93% | 1.05% | -3.97% |
| CTOS | 2021-08-12 | 2021-08-13 | 2021-08-27 | 1 | 7.73 | 7.73 | 0.00% | market | 29.03% | — | 11.28% | 1.05% | 10.24% |
| DDS | 2021-08-12 | 2021-08-13 | 2021-08-27 | 1 | 194.79 | 194.79 | 0.00% | market | 1974.47% | — | 3.29% | 1.05% | 2.24% |
| ESLT | 2021-08-12 | 2021-08-13 | 2021-08-27 | 1 | 141.25 | 141.25 | 0.00% | market | 38.82% | — | 3.12% | 1.05% | 2.08% |
| EMBJ | 2021-08-13 | 2021-08-16 | 2021-08-30 | 3 | 15.25 | 15.25 | 0.00% | market | 180.00% | — | 16.29% | 1.73% | 14.56% |
| ASTS | 2021-08-16 | 2021-08-17 | 2021-08-31 | 1 | 9.10 | 9.10 | 0.00% | market | 62.14% | — | 35.61% | 1.65% | 33.97% |
| GLBE | 2021-08-16 | 2021-08-17 | 2021-08-31 | 1 | 68.51 | 68.51 | 0.00% | market | 1298.60% | — | 15.15% | 1.65% | 13.51% |
| PRCH | 2021-08-16 | 2021-08-17 | 2021-08-31 | 1 | 18.27 | 18.27 | 0.00% | market | 26.09% | — | 9.37% | 1.65% | 7.72% |
| VERA | 2021-08-16 | 2021-08-17 | 2021-08-31 | 1 | 16.68 | 16.68 | 0.00% | market | 15.38% | — | -11.73% | 1.65% | -13.38% |
| AIT | 2021-08-17 | 2021-08-18 | 2021-09-01 | 1 | 89.85 | 89.85 | 0.00% | market | 25.22% | — | -2.53% | 2.00% | -4.52% |
| MNDY | 2021-08-17 | 2021-08-18 | 2021-09-01 | 1 | 305.88 | 305.88 | 0.00% | market | 73.47% | — | 32.79% | 2.00% | 30.80% |
| WF | 2021-08-17 | 2021-08-18 | 2021-09-01 | 1 | 28.40 | 28.40 | 0.00% | market | 36.14% | — | 4.97% | 2.00% | 2.97% |
| CAAP | 2021-08-18 | 2021-08-19 | 2021-09-02 | 1 | 5.11 | 5.11 | 0.00% | market | 36.36% | — | 8.31% | 3.88% | 4.44% |
| CIG | 2021-08-18 | 2021-08-19 | 2021-09-02 | 1 | 1.66 | 1.66 | 0.00% | market | 1713.11% | — | 20.38% | 3.88% | 16.50% |
| HOOD | 2021-08-18 | 2021-08-19 | 2021-09-02 | 1 | 45.06 | 45.06 | 0.00% | market | 37.50% | — | -1.36% | 3.88% | -5.24% |
| ZIM | 2021-08-18 | 2021-08-19 | 2021-09-02 | 1 | 46.00 | 46.00 | 0.00% | market | 41.30% | — | 15.12% | 3.88% | 11.24% |
| BILI | 2021-08-19 | 2021-08-20 | 2021-09-03 | 1 | 65.13 | 65.13 | 0.00% | market | 27.08% | — | 31.87% | 2.92% | 28.95% |
| BJ | 2021-08-19 | 2021-08-20 | 2021-09-03 | 1 | 54.88 | 54.88 | 0.00% | market | 26.15% | — | 7.73% | 2.92% | 4.81% |
| CANG | 2021-08-19 | 2021-08-20 | 2021-09-03 | 1 | 18.70 | 18.70 | 0.00% | market | 140.00% | — | 20.22% | 2.92% | 17.30% |
| KSS | 2021-08-19 | 2021-08-20 | 2021-09-03 | 1 | 55.57 | 55.57 | 0.00% | market | 104.96% | — | 0.22% | 2.92% | -2.70% |
| M | 2021-08-19 | 2021-08-20 | 2021-09-03 | 1 | 21.69 | 21.69 | 0.00% | market | 578.95% | — | 0.04% | 2.92% | -2.88% |
| PAX | 2021-08-19 | 2021-08-20 | 2021-09-03 | 1 | 16.21 | 16.21 | 0.00% | market | 323.08% | — | -0.16% | 2.92% | -3.08% |
| QFIN | 2021-08-19 | 2021-08-20 | 2021-09-03 | 1 | 18.70 | 18.70 | 0.00% | market | 31.36% | — | 33.64% | 2.92% | 30.72% |
| ZEPP | 2021-08-19 | 2021-08-20 | 2021-09-03 | 1 | 37.96 | 37.96 | 0.00% | market | 436.80% | — | 16.34% | 2.92% | 13.42% |
| BKE | 2021-08-20 | 2021-08-23 | 2021-09-07 | 3 | 41.96 | 41.96 | 0.00% | market | 20.93% | — | -6.51% | 1.42% | -7.93% |
| DE | 2021-08-20 | 2021-08-23 | 2021-09-07 | 3 | 354.15 | 354.15 | 0.00% | market | 14.63% | — | 4.87% | 1.42% | 3.45% |
| PANW | 2021-08-23 | 2021-08-24 | 2021-09-08 | 1 | 70.61 | 70.61 | 0.00% | market | 12.50% | — | 9.83% | 0.66% | 9.17% |
| BBAR | 2021-08-24 | 2021-08-25 | 2021-09-09 | 1 | 3.68 | 3.68 | 0.00% | market | 137.50% | — | 14.57% | 0.18% | 14.39% |
| BBY | 2021-08-24 | 2021-08-25 | 2021-09-09 | 1 | 122.44 | 122.44 | 0.00% | market | 61.08% | — | -8.31% | 0.18% | -8.49% |
| BMO | 2021-08-24 | 2021-08-25 | 2021-09-09 | 1 | 104.00 | 104.00 | 0.00% | market | 17.01% | — | -2.65% | 0.18% | -2.83% |
| TOL | 2021-08-24 | 2021-08-25 | 2021-09-09 | 1 | 61.33 | 61.33 | 0.00% | market | 21.43% | — | -0.10% | 0.18% | -0.28% |
| URBN | 2021-08-24 | 2021-08-25 | 2021-09-09 | 1 | 38.15 | 38.15 | 0.00% | market | 66.23% | — | -15.46% | 0.18% | -15.64% |
| VNET | 2021-08-24 | 2021-08-25 | 2021-09-09 | 1 | 18.41 | 18.41 | 0.00% | market | 220.00% | — | 16.79% | 0.18% | 16.61% |
| BOX | 2021-08-25 | 2021-08-26 | 2021-09-10 | 1 | 24.36 | 24.36 | 0.00% | market | 23.53% | — | -6.34% | -0.71% | -5.63% |
| DKS | 2021-08-25 | 2021-08-26 | 2021-09-10 | 1 | 131.00 | 131.00 | 0.00% | market | 81.43% | — | 0.71% | -0.71% | 1.42% |
| ESTC | 2021-08-25 | 2021-08-26 | 2021-09-10 | 1 | 158.03 | 158.03 | 0.00% | market | 136.36% | — | 0.93% | -0.71% | 1.64% |
| P | 2021-08-25 | 2021-08-26 | 2021-09-10 | 1 | 23.41 | 23.41 | 0.00% | market | 180.00% | — | 12.72% | -0.71% | 13.42% |
| SNOW | 2021-08-25 | 2021-08-26 | 2021-09-10 | 1 | 299.00 | 299.00 | 0.00% | market | 73.33% | — | 6.44% | -0.71% | 7.14% |
| WSM | 2021-08-25 | 2021-08-26 | 2021-09-10 | 1 | 99.82 | 99.82 | 0.00% | market | 26.56% | — | -10.23% | -0.71% | -9.52% |
| ANF | 2021-08-26 | 2021-08-27 | 2021-09-13 | 1 | 35.99 | 35.99 | 0.00% | market | 120.78% | — | -1.07% | -0.12% | -0.95% |
| BBW | 2021-08-26 | 2021-08-27 | 2021-09-13 | 1 | 18.06 | 18.06 | 0.00% | market | 315.00% | — | -3.31% | -0.12% | -3.19% |
| CM | 2021-08-26 | 2021-08-27 | 2021-09-13 | 1 | 58.44 | 58.44 | 0.00% | market | 15.56% | — | -0.73% | -0.12% | -0.61% |
| MOV | 2021-08-26 | 2021-08-27 | 2021-09-13 | 1 | 36.75 | 36.75 | 0.00% | market | 183.33% | — | -12.54% | -0.12% | -12.41% |
| SBSW | 2021-08-26 | 2021-08-27 | 2021-09-13 | 1 | 15.72 | 15.72 | 0.00% | market | 859.86% | — | -8.31% | -0.12% | -8.19% |
| BZ | 2021-08-27 | 2021-08-30 | 2021-09-14 | 3 | 35.15 | 35.15 | 0.00% | market | 185.71% | — | 3.80% | -1.51% | 5.31% |
| GGAL | 2021-08-27 | 2021-08-30 | 2021-09-14 | 3 | 10.25 | 10.25 | 0.00% | market | 20.75% | — | 9.56% | -1.51% | 11.07% |
| AMBA | 2021-08-31 | 2021-09-01 | 2021-09-16 | 1 | 116.75 | 116.75 | 0.00% | market | 40.00% | — | 30.44% | -1.19% | 31.63% |
| CAL | 2021-08-31 | 2021-09-01 | 2021-09-16 | 1 | 26.50 | 26.50 | 0.00% | market | 120.37% | — | -16.14% | -1.19% | -14.95% |
| DBI | 2021-08-31 | 2021-09-01 | 2021-09-16 | 1 | 14.47 | 14.47 | 0.00% | market | 133.33% | — | -11.71% | -1.19% | -10.52% |
| PVH | 2021-08-31 | 2021-09-01 | 2021-09-16 | 1 | 118.84 | 118.84 | 0.00% | market | 126.67% | — | -7.38% | -1.19% | -6.19% |
| AI | 2021-09-01 | 2021-09-02 | 2021-09-17 | 1 | 48.40 | 48.40 | 0.00% | market | 28.13% | — | 3.45% | -2.63% | 6.08% |
| CPB | 2021-09-01 | 2021-09-02 | 2021-09-17 | 1 | 42.42 | 42.42 | 0.00% | market | 17.02% | — | 1.72% | -2.63% | 4.34% |
| GEF | 2021-09-01 | 2021-09-02 | 2021-09-17 | 1 | 64.48 | 64.48 | 0.00% | market | 25.32% | — | -3.82% | -2.63% | -1.19% |
| NCNO | 2021-09-01 | 2021-09-02 | 2021-09-17 | 1 | 69.05 | 69.05 | 0.00% | market | 66.67% | — | 11.92% | -2.63% | 14.55% |
| NTNX | 2021-09-01 | 2021-09-02 | 2021-09-17 | 1 | 39.53 | 39.53 | 0.00% | market | 39.53% | — | 4.07% | -2.63% | 6.70% |
| OKTA | 2021-09-01 | 2021-09-02 | 2021-09-17 | 1 | 262.32 | 262.32 | 0.00% | market | 68.57% | — | -1.69% | -2.63% | 0.94% |
| REX | 2021-09-01 | 2021-09-02 | 2021-09-17 | 1 | 14.67 | 14.67 | 0.00% | market | 37.50% | — | -16.39% | -2.63% | -13.76% |
| CIEN | 2021-09-02 | 2021-09-03 | 2021-09-20 | 1 | 58.20 | 58.20 | 0.00% | market | 16.46% | — | -11.30% | -3.97% | -7.33% |
| DOCU | 2021-09-02 | 2021-09-03 | 2021-09-20 | 1 | 296.05 | 296.05 | 0.00% | market | 20.51% | — | -8.46% | -3.97% | -4.49% |
| GWRE | 2021-09-02 | 2021-09-03 | 2021-09-20 | 1 | 123.49 | 123.49 | 0.00% | market | 32.14% | — | -6.36% | -3.97% | -2.39% |
| MDB | 2021-09-02 | 2021-09-03 | 2021-09-20 | 1 | 462.77 | 462.77 | 0.00% | market | 41.46% | — | 5.63% | -3.97% | 9.60% |
| OOMA | 2021-09-02 | 2021-09-03 | 2021-09-20 | 1 | 21.42 | 21.42 | 0.00% | market | 44.44% | — | -13.08% | -3.97% | -9.11% |
| OXM | 2021-09-02 | 2021-09-03 | 2021-09-20 | 1 | 96.35 | 96.35 | 0.00% | market | 39.06% | — | -11.71% | -3.97% | -7.74% |
| PD | 2021-09-02 | 2021-09-03 | 2021-09-20 | 1 | 49.88 | 49.88 | 0.00% | market | 18.75% | — | -7.74% | -3.97% | -3.77% |
| SAIC | 2021-09-02 | 2021-09-03 | 2021-09-20 | 1 | 86.84 | 86.84 | 0.00% | market | 34.01% | — | -3.51% | -3.97% | 0.46% |
| SIG | 2021-09-02 | 2021-09-03 | 2021-09-20 | 1 | 83.58 | 83.58 | 0.00% | market | 121.74% | — | -4.78% | -3.97% | -0.81% |
| TLYS | 2021-09-02 | 2021-09-03 | 2021-09-20 | 1 | 15.67 | 15.67 | 0.00% | market | 29.41% | — | -10.76% | -3.97% | -6.79% |
| YEXT | 2021-09-02 | 2021-09-03 | 2021-09-20 | 1 | 11.98 | 11.98 | 0.00% | market | 14.29% | — | 2.57% | -3.97% | 6.54% |
| AGX | 2021-09-07 | 2021-09-08 | 2021-09-22 | 1 | 48.10 | 48.10 | 0.00% | market | 68.75% | — | -9.50% | -2.89% | -6.61% |
| PATH | 2021-09-07 | 2021-09-08 | 2021-09-22 | 1 | 56.58 | 56.58 | 0.00% | market | 116.67% | — | -6.43% | -2.89% | -3.54% |
| ABM | 2021-09-08 | 2021-09-09 | 2021-09-23 | 1 | 45.52 | 45.52 | 0.00% | market | 12.50% | — | -1.44% | -1.67% | 0.23% |
| AVAV | 2021-09-08 | 2021-09-09 | 2021-09-23 | 1 | 105.43 | 105.43 | 0.00% | market | 34.62% | — | -20.05% | -1.67% | -18.38% |
| CURV | 2021-09-08 | 2021-09-09 | 2021-09-23 | 1 | 21.93 | 21.93 | 0.00% | market | 125.00% | — | -17.25% | -1.67% | -15.58% |
| GENI | 2021-09-08 | 2021-09-09 | 2021-09-23 | 1 | 23.74 | 23.74 | 0.00% | market | 24.18% | — | -16.82% | -1.67% | -15.15% |
| INTA | 2021-09-08 | 2021-09-09 | 2021-09-23 | 1 | 39.07 | 39.07 | 0.00% | market | 51.28% | — | -23.78% | -1.67% | -22.11% |
| KFY | 2021-09-08 | 2021-09-09 | 2021-09-23 | 1 | 74.31 | 74.31 | 0.00% | market | 28.04% | — | 0.29% | -1.67% | 1.96% |
| RH | 2021-09-08 | 2021-09-09 | 2021-09-23 | 1 | 706.28 | 706.28 | 0.00% | market | 30.86% | — | -2.94% | -1.67% | -1.27% |
| ASO | 2021-09-09 | 2021-09-10 | 2021-09-24 | 1 | 45.49 | 45.49 | 0.00% | market | 64.79% | — | -7.53% | -1.58% | -5.95% |
| BUR | 2021-09-09 | 2021-09-10 | 2021-09-24 | 1 | 10.96 | 10.96 | 0.00% | market | 59.38% | — | -0.74% | -1.58% | 0.84% |
| COOK | 2021-09-09 | 2021-09-10 | 2021-09-24 | 1 | 1,187.50 | 1,187.50 | 0.00% | market | 305.41% | — | -4.35% | -1.58% | -2.77% |
| CXM | 2021-09-09 | 2021-09-10 | 2021-09-24 | 1 | 18.72 | 18.72 | 0.00% | market | 30.77% | — | -0.69% | -1.58% | 0.89% |
| GOLD | 2021-09-09 | 2021-09-10 | 2021-09-24 | 1 | 29.00 | 29.00 | 0.00% | market | 94.55% | — | -1.93% | -1.58% | -0.35% |
| ZS | 2021-09-09 | 2021-09-10 | 2021-09-24 | 1 | 289.03 | 289.03 | 0.00% | market | 55.56% | — | -3.23% | -1.58% | -1.65% |
| KR | 2021-09-10 | 2021-09-13 | 2021-09-27 | 3 | 42.80 | 42.80 | 0.00% | market | 25.00% | — | -6.20% | -1.34% | -4.86% |
| JKS | 2021-09-15 | 2021-09-16 | 2021-09-30 | 1 | 47.28 | 47.28 | 0.00% | market | 486.96% | — | -3.21% | -4.06% | 0.86% |
| JXN | 2021-09-17 | 2021-09-20 | 2021-10-04 | 3 | 24.51 | 24.51 | 0.00% | market | 29.87% | — | 7.65% | -1.43% | 9.09% |
| AZO | 2021-09-21 | 2021-09-22 | 2021-10-06 | 1 | 1,655.00 | 1,655.00 | 0.00% | market | 19.39% | — | 0.43% | -0.26% | 0.70% |
| GIS | 2021-09-22 | 2021-09-23 | 2021-10-07 | 1 | 60.18 | 60.18 | 0.00% | market | 12.50% | — | 1.79% | -0.27% | 2.06% |
| GHRS | 2021-09-23 | 2021-09-24 | 2021-10-08 | 1 | 20.97 | 20.97 | 0.00% | market | 37.50% | — | -13.26% | -0.81% | -12.45% |
| PRGS | 2021-09-23 | 2021-09-24 | 2021-10-08 | 1 | 49.84 | 49.84 | 0.00% | market | 42.17% | — | -1.62% | -0.81% | -0.81% |
| TCOM | 2021-09-23 | 2021-09-24 | 2021-10-08 | 1 | 29.09 | 29.09 | 0.00% | market | 1174.79% | — | 9.28% | -0.81% | 10.10% |
| CALM | 2021-09-28 | 2021-09-29 | 2021-10-13 | 1 | 35.96 | 35.96 | 0.00% | market | 27.45% | — | -4.05% | -0.00% | -4.05% |
| THO | 2021-09-28 | 2021-09-29 | 2021-10-13 | 1 | 123.67 | 123.67 | 0.00% | market | 41.10% | — | -1.85% | -0.00% | -1.84% |
| UNFI | 2021-09-28 | 2021-09-29 | 2021-10-13 | 1 | 46.39 | 46.39 | 0.00% | market | 45.68% | — | -4.00% | -0.00% | -4.00% |
| WOR | 2021-09-29 | 2021-09-30 | 2021-10-14 | 1 | 33.60 | 33.60 | 0.00% | market | 28.80% | — | -4.12% | 1.49% | -5.60% |
| JEF | 2021-09-30 | 2021-10-01 | 2021-10-15 | 1 | 35.63 | 35.63 | 0.00% | market | 51.52% | — | 11.55% | 3.45% | 8.09% |
| ORKA | 2021-09-30 | 2021-10-01 | 2021-10-15 | 1 | 35.28 | 35.28 | 0.00% | market | 85.78% | — | -5.20% | 3.45% | -8.66% |
| SAR | 2021-10-05 | 2021-10-06 | 2021-10-20 | 1 | 30.00 | 30.00 | 0.00% | market | 47.92% | — | -2.43% | 5.39% | -7.82% |
| AYI | 2021-10-06 | 2021-10-07 | 2021-10-21 | 1 | 201.39 | 201.39 | 0.00% | market | 14.74% | — | 1.70% | 3.47% | -1.76% |
| LEVI | 2021-10-06 | 2021-10-07 | 2021-10-21 | 1 | 25.53 | 25.53 | 0.00% | market | 29.73% | — | 0.72% | 3.47% | -2.74% |
| AZZ | 2021-10-12 | 2021-10-13 | 2021-10-27 | 1 | 56.22 | 56.22 | 0.00% | market | 22.58% | — | -7.93% | 4.42% | -12.35% |
| PNFP | 2021-10-12 | 2021-10-13 | 2021-10-27 | 1 | 97.86 | 97.86 | 0.00% | market | 12.90% | — | -2.70% | 4.42% | -7.12% |
| DAL | 2021-10-13 | 2021-10-14 | 2021-10-28 | 1 | 41.18 | 41.18 | 0.00% | market | 100.00% | — | -5.03% | 4.38% | -9.41% |
| JPM | 2021-10-13 | 2021-10-14 | 2021-10-28 | 1 | 161.75 | 161.75 | 0.00% | market | 24.67% | — | 5.22% | 4.38% | 0.84% |
| AA | 2021-10-14 | 2021-10-15 | 2021-10-29 | 1 | 51.92 | 51.92 | 0.00% | market | 13.89% | — | -11.60% | 3.26% | -14.86% |
| BAC | 2021-10-14 | 2021-10-15 | 2021-10-29 | 1 | 45.77 | 45.77 | 0.00% | market | 19.72% | — | 4.29% | 3.26% | 1.03% |
| C | 2021-10-14 | 2021-10-15 | 2021-10-29 | 1 | 71.82 | 71.82 | 0.00% | market | 30.30% | — | -3.80% | 3.26% | -7.06% |
| MS | 2021-10-14 | 2021-10-15 | 2021-10-29 | 1 | 102.46 | 102.46 | 0.00% | market | 17.86% | — | 0.21% | 3.26% | -3.05% |
| USB | 2021-10-14 | 2021-10-15 | 2021-10-29 | 1 | 60.24 | 60.24 | 0.00% | market | 12.07% | — | 0.12% | 3.26% | -3.14% |
| WFC | 2021-10-14 | 2021-10-15 | 2021-10-29 | 1 | 45.72 | 45.72 | 0.00% | market | 23.23% | — | 11.80% | 3.26% | 8.54% |
| GS | 2021-10-15 | 2021-10-18 | 2021-11-01 | 3 | 408.01 | 408.01 | 0.00% | market | 46.66% | — | 2.03% | 3.62% | -1.59% |
| TFC | 2021-10-15 | 2021-10-18 | 2021-11-01 | 3 | 61.28 | 61.28 | 0.00% | market | 17.36% | — | 5.04% | 3.62% | 1.42% |
| ACI | 2021-10-18 | 2021-10-19 | 2021-11-02 | 1 | 28.53 | 28.53 | 0.00% | market | 42.22% | — | 10.70% | 2.89% | 7.80% |
| FBK | 2021-10-18 | 2021-10-19 | 2021-11-02 | 1 | 45.77 | 45.77 | 0.00% | market | 16.05% | — | -0.32% | 2.89% | -3.21% |
| FNB | 2021-10-18 | 2021-10-19 | 2021-11-02 | 1 | 12.35 | 12.35 | 0.00% | market | 13.33% | — | -2.21% | 2.89% | -5.10% |
| FULT | 2021-10-19 | 2021-10-20 | 2021-11-03 | 1 | 15.88 | 15.88 | 0.00% | market | 40.63% | — | 6.26% | 3.01% | 3.25% |
| HWC | 2021-10-19 | 2021-10-20 | 2021-11-03 | 1 | 50.00 | 50.00 | 0.00% | market | 13.95% | — | 5.32% | 3.01% | 2.31% |