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 2: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OHI | 2017-02-08 | 2017-02-09 | 2017-02-24 | 1 | 32.72 | 32.72 | 0.00% | market | 31.25% | — | -0.62% | 3.27% | -3.89% |
| OII | 2017-02-08 | 2017-02-09 | 2017-02-24 | 1 | 26.40 | 26.40 | 0.00% | market | 1304.82% | — | 8.12% | 3.27% | 4.85% |
| RYN | 2017-02-08 | 2017-02-09 | 2017-02-24 | 1 | 28.71 | 28.71 | 0.00% | market | 36.35% | — | -0.20% | 3.27% | -3.48% |
| TTMI | 2017-02-08 | 2017-02-09 | 2017-02-24 | 1 | 16.50 | 16.50 | 0.00% | market | 28.89% | — | 0.02% | 3.27% | -3.25% |
| VOYA | 2017-02-08 | 2017-02-09 | 2017-02-24 | 1 | 39.91 | 39.91 | 0.00% | market | 15.19% | — | 4.33% | 3.27% | 1.06% |
| WD | 2017-02-08 | 2017-02-09 | 2017-02-24 | 1 | 37.64 | 37.64 | 0.00% | market | 56.76% | — | 6.36% | 3.27% | 3.08% |
| AGYS | 2017-02-09 | 2017-02-10 | 2017-02-27 | 1 | 8.91 | 8.91 | 0.00% | market | 33.33% | — | 4.51% | 2.65% | 1.87% |
| ATEN | 2017-02-09 | 2017-02-10 | 2017-02-27 | 1 | 9.01 | 9.01 | 0.00% | market | 90.96% | — | 7.00% | 2.65% | 4.36% |
| CCJ | 2017-02-09 | 2017-02-10 | 2017-02-27 | 1 | 10.90 | 10.90 | 0.00% | market | 189.47% | — | 3.48% | 2.65% | 0.83% |
| CLF | 2017-02-09 | 2017-02-10 | 2017-02-27 | 1 | 10.92 | 10.92 | 0.00% | market | 47.83% | — | -1.84% | 2.65% | -4.48% |
| CMI | 2017-02-09 | 2017-02-10 | 2017-02-27 | 1 | 150.50 | 150.50 | 0.00% | market | 13.07% | — | -0.49% | 2.65% | -3.14% |
| CX | 2017-02-09 | 2017-02-10 | 2017-02-27 | 1 | 8.67 | 8.67 | 0.00% | market | 44.44% | — | -2.41% | 2.65% | -5.05% |
| DAN | 2017-02-09 | 2017-02-10 | 2017-02-27 | 1 | 19.76 | 19.76 | 0.00% | market | 51.28% | — | -2.58% | 2.65% | -5.22% |
| PDS | 2017-02-09 | 2017-02-10 | 2017-02-27 | 1 | 114.80 | 114.80 | 0.00% | market | 42.86% | — | -11.42% | 2.65% | -14.07% |
| STC | 2017-02-09 | 2017-02-10 | 2017-02-27 | 1 | 45.71 | 45.71 | 0.00% | market | 29.09% | — | -2.31% | 2.65% | -4.95% |
| CBRE | 2017-02-10 | 2017-02-13 | 2017-02-28 | 3 | 34.34 | 34.34 | 0.00% | market | 16.25% | — | 3.63% | 1.89% | 1.74% |
| DCH | 2017-02-10 | 2017-02-13 | 2017-02-28 | 3 | 20.39 | 20.39 | 0.00% | market | 14.71% | — | -2.90% | 1.89% | -4.79% |
| MT | 2017-02-10 | 2017-02-13 | 2017-02-28 | 3 | 27.57 | 27.57 | 0.00% | market | 23.08% | — | -4.56% | 1.89% | -6.45% |
| ON | 2017-02-12 | 2017-02-13 | 2017-02-28 | 1 | 15.14 | 15.14 | 0.00% | market | 26.09% | — | -0.17% | 1.89% | -2.06% |
| AMKR | 2017-02-13 | 2017-02-14 | 2017-03-01 | 1 | 9.35 | 9.35 | 0.00% | market | 55.56% | — | 8.46% | 3.10% | 5.35% |
| BRKR | 2017-02-13 | 2017-02-14 | 2017-03-01 | 1 | 24.28 | 24.28 | 0.00% | market | 24.32% | — | 1.51% | 3.10% | -1.60% |
| NTB | 2017-02-13 | 2017-02-14 | 2017-03-01 | 1 | 32.50 | 32.50 | 0.00% | market | 12.73% | — | 2.98% | 3.10% | -0.13% |
| RNG | 2017-02-13 | 2017-02-14 | 2017-03-01 | 1 | 23.55 | 23.55 | 0.00% | market | 50.00% | — | 13.49% | 3.10% | 10.38% |
| GGAL | 2017-02-14 | 2017-02-15 | 2017-03-02 | 1 | 34.61 | 34.61 | 0.00% | market | 14.29% | — | -5.99% | 2.06% | -8.06% |
| HAPN | 2017-02-14 | 2017-02-15 | 2017-03-02 | 1 | 30.55 | 30.55 | 0.00% | market | 33.33% | — | -14.18% | 2.06% | -16.24% |
| HUBS | 2017-02-14 | 2017-02-15 | 2017-03-02 | 1 | 57.40 | 57.40 | 0.00% | market | 35.00% | — | 1.47% | 2.06% | -0.60% |
| NMM | 2017-02-14 | 2017-02-15 | 2017-03-02 | 1 | 29.99 | 29.99 | 0.00% | market | 980.00% | — | -7.60% | 2.06% | -9.67% |
| ALKS | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 56.82 | 56.82 | 0.00% | market | 289.61% | — | 7.20% | 1.48% | 5.73% |
| CIGI | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 42.45 | 42.45 | 0.00% | market | 16.19% | — | 16.74% | 1.48% | 15.27% |
| DNOW | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 20.99 | 20.99 | 0.00% | market | 19.44% | — | -9.10% | 1.48% | -10.58% |
| DX | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 20.13 | 20.13 | 0.00% | market | 200.00% | — | 3.03% | 1.48% | 1.55% |
| ETR | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 35.44 | 35.44 | 0.00% | market | 220.00% | — | 6.25% | 1.48% | 4.77% |
| GDDY | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 34.87 | 34.87 | 0.00% | market | 25.00% | — | 3.97% | 1.48% | 2.50% |
| HLT | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 59.54 | 59.54 | 0.00% | market | 25.00% | — | -3.11% | 1.48% | -4.58% |
| HUN | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 21.35 | 21.35 | 0.00% | market | 20.00% | — | 6.36% | 1.48% | 4.89% |
| KNOP | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 22.25 | 22.25 | 0.00% | market | 42.86% | — | 1.92% | 1.48% | 0.45% |
| NTES | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 56.68 | 56.68 | 0.00% | market | 17.81% | — | 3.45% | 1.48% | 1.97% |
| WIX | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 61.75 | 61.75 | 0.00% | market | 94.62% | — | -0.67% | 1.48% | -2.14% |
| WMB | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 29.10 | 29.10 | 0.00% | market | 21.43% | — | 1.79% | 1.48% | 0.31% |
| AGIO | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 49.86 | 49.86 | 0.00% | market | 13.55% | — | 0.04% | 1.61% | -1.57% |
| AMN | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 39.75 | 39.75 | 0.00% | market | 14.81% | — | 2.42% | 1.61% | 0.81% |
| CPS | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 110.00 | 110.00 | 0.00% | market | 20.69% | — | 1.62% | 1.61% | 0.01% |
| CYTK | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 11.90 | 11.90 | 0.00% | market | 161.54% | — | -0.52% | 1.61% | -2.13% |
| HII | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 211.00 | 211.00 | 0.00% | market | 71.43% | — | 3.23% | 1.61% | 1.62% |
| LBTYK | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 18.27 | 18.27 | 0.00% | market | 8066.67% | — | -1.03% | 1.61% | -2.64% |
| LILA | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 15.94 | 15.94 | 0.00% | market | 92.05% | — | -6.94% | 1.61% | -8.55% |
| OVV | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 61.65 | 61.65 | 0.00% | market | 246.15% | — | -7.32% | 1.61% | -8.93% |
| STAG | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 24.38 | 24.38 | 0.00% | market | 944.53% | — | 4.74% | 1.61% | 3.13% |
| SUPV | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 15.40 | 15.40 | 0.00% | market | 20.51% | — | -1.79% | 1.61% | -3.40% |
| TRN | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 20.15 | 20.15 | 0.00% | market | 18.92% | — | -4.37% | 1.61% | -5.98% |
| VECO | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 27.05 | 27.05 | 0.00% | market | 80.00% | — | 5.26% | 1.61% | 3.65% |
| CYH | 2017-02-20 | 2017-02-21 | 2017-03-07 | 1 | 8.55 | 8.55 | 0.00% | market | 283.33% | — | 4.46% | 0.63% | 3.83% |
| HLX | 2017-02-20 | 2017-02-21 | 2017-03-07 | 1 | 8.07 | 8.07 | 0.00% | market | 16.67% | — | -6.17% | 0.63% | -6.80% |
| VLRS | 2017-02-17 | 2017-02-21 | 2017-03-07 | 4 | 13.32 | 13.32 | 0.00% | market | 64.29% | — | -7.91% | 0.63% | -8.54% |
| AER | 2017-02-21 | 2017-02-22 | 2017-03-08 | 1 | 47.62 | 47.62 | 0.00% | market | 29.76% | — | -4.95% | 0.23% | -5.18% |
| EHC | 2017-02-21 | 2017-02-22 | 2017-03-08 | 1 | 33.46 | 33.46 | 0.00% | market | 16.13% | — | -0.91% | 0.23% | -1.14% |
| FSLR | 2017-02-21 | 2017-02-22 | 2017-03-08 | 1 | 35.51 | 35.51 | 0.00% | market | 27.84% | — | -8.13% | 0.23% | -8.35% |
| HVT | 2017-02-21 | 2017-02-22 | 2017-03-08 | 1 | 23.40 | 23.40 | 0.00% | market | 18.60% | — | -2.45% | 0.23% | -2.68% |
| LNTH | 2017-02-21 | 2017-02-22 | 2017-03-08 | 1 | 10.00 | 10.00 | 0.00% | market | 38.46% | — | 30.40% | 0.23% | 30.17% |
| RITM | 2017-02-21 | 2017-02-22 | 2017-03-08 | 1 | 16.53 | 16.53 | 0.00% | market | 12.73% | — | 1.59% | 0.23% | 1.37% |
| TEX | 2017-02-21 | 2017-02-22 | 2017-03-08 | 1 | 33.13 | 33.13 | 0.00% | market | 216.67% | — | -6.11% | 0.23% | -6.34% |
| XPO | 2017-02-21 | 2017-02-22 | 2017-03-08 | 1 | 18.26 | 18.26 | 0.00% | market | 20.00% | — | -5.30% | 0.23% | -5.53% |
| AXTI | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 7.05 | 7.05 | 0.00% | market | 114.29% | — | -2.23% | -0.01% | -2.22% |
| EIG | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 39.10 | 39.10 | 0.00% | market | 72.73% | — | -3.94% | -0.01% | -3.93% |
| FPI | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 11.00 | 11.00 | 0.00% | market | 940.00% | — | -3.65% | -0.01% | -3.64% |
| GDOT | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 27.80 | 27.80 | 0.00% | market | 26.67% | — | 7.35% | -0.01% | 7.35% |
| GEO | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 31.83 | 31.83 | 0.00% | market | 35.29% | — | -8.73% | -0.01% | -8.72% |
| GGB | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 3.40 | 3.40 | 0.00% | market | 88.89% | — | -13.34% | -0.01% | -13.33% |
| GRMN | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 54.50 | 54.50 | 0.00% | market | 28.07% | — | -4.49% | -0.01% | -4.48% |
| HBM | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 7.95 | 7.95 | 0.00% | market | 50.00% | — | -15.82% | -0.01% | -15.81% |
| RGR | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 51.40 | 51.40 | 0.00% | market | 12.24% | — | -1.66% | -0.01% | -1.65% |
| RRC | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 30.65 | 30.65 | 0.00% | market | 130.00% | — | -9.40% | -0.01% | -9.39% |
| SM | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 13.86 | 13.86 | 0.00% | market | 20.51% | — | -18.93% | -0.01% | -18.92% |
| SUN | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 26.87 | 26.87 | 0.00% | market | 196.43% | — | -13.20% | -0.01% | -13.19% |
| UCTT | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 14.00 | 14.00 | 0.00% | market | 33.33% | — | -2.60% | -0.01% | -2.59% |
| AGO | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 41.90 | 41.90 | 0.00% | market | 54.41% | — | -4.49% | 0.95% | -5.44% |
| BIO | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 189.10 | 189.10 | 0.00% | market | 25.00% | — | 4.21% | 0.95% | 3.26% |
| BL | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 30.02 | 30.02 | 0.00% | market | 33.33% | — | -9.66% | 0.95% | -10.61% |
| CCO | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 4.55 | 4.55 | 0.00% | market | 366.67% | — | 28.47% | 0.95% | 27.52% |
| CENX | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 13.04 | 13.04 | 0.00% | market | 25.00% | — | -5.28% | 0.95% | -6.22% |
| CM | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 45.40 | 45.40 | 0.00% | market | 12.02% | — | -2.50% | 0.95% | -3.45% |
| CNK | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 42.71 | 42.71 | 0.00% | market | 50.00% | — | 2.66% | 0.95% | 1.72% |
| EBS | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 31.11 | 31.11 | 0.00% | market | 54.17% | — | -0.29% | 0.95% | -1.24% |
| FTAI | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 13.24 | 13.24 | 0.00% | market | 211.04% | — | -2.52% | 0.95% | -3.46% |
| JELD | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 30.75 | 30.75 | 0.00% | market | 390.53% | — | 4.29% | 0.95% | 3.34% |
| MTZ | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 40.00 | 40.00 | 0.00% | market | 32.08% | — | -0.60% | 0.95% | -1.55% |
| NVCR | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 7.10 | 7.10 | 0.00% | market | 35.00% | — | -1.51% | 0.95% | -2.46% |
| OEC | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 21.25 | 21.25 | 0.00% | market | 21.88% | — | -1.98% | 0.95% | -2.93% |
| RIG | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 13.99 | 13.99 | 0.00% | market | 687.50% | — | -12.47% | 0.95% | -13.41% |
| SPNT | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 12.20 | 12.20 | 0.00% | market | 13.46% | — | -0.51% | 0.95% | -1.46% |
| SPXC | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 24.30 | 24.30 | 0.00% | market | 13.11% | — | 0.97% | 0.95% | 0.02% |
| W | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 37.55 | 37.55 | 0.00% | market | 32.00% | — | -3.96% | 0.95% | -4.91% |
| WK | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 13.30 | 13.30 | 0.00% | market | 57.14% | — | 13.81% | 0.95% | 12.86% |
| ARES | 2017-02-24 | 2017-02-27 | 2017-03-13 | 3 | 23.25 | 23.25 | 0.00% | market | 18.92% | — | -18.16% | 0.49% | -18.66% |
| APPF | 2017-02-27 | 2017-02-28 | 2017-03-14 | 1 | 26.00 | 26.00 | 0.00% | market | 45.29% | — | -5.87% | 0.10% | -5.97% |
| BCRX | 2017-02-27 | 2017-02-28 | 2017-03-14 | 1 | 5.47 | 5.47 | 0.00% | market | 76.00% | — | 52.73% | 0.10% | 52.64% |
| CCU | 2017-02-27 | 2017-02-28 | 2017-03-14 | 1 | 23.43 | 23.43 | 0.00% | market | 32.35% | — | 0.92% | 0.10% | 0.83% |
| DK | 2017-02-27 | 2017-02-28 | 2017-03-14 | 1 | 22.69 | 22.69 | 0.00% | market | 22.81% | — | 8.19% | 0.10% | 8.09% |
| EOG | 2017-02-27 | 2017-02-28 | 2017-03-14 | 1 | 99.50 | 99.50 | 0.00% | market | 92.86% | — | -5.03% | 0.10% | -5.13% |
| JEF | 2017-02-27 | 2017-02-28 | 2017-03-14 | 1 | 23.38 | 23.38 | 0.00% | market | 60.87% | — | 2.38% | 0.10% | 2.28% |
| KTOS | 2017-02-27 | 2017-02-28 | 2017-03-14 | 1 | 8.77 | 8.77 | 0.00% | market | 137.53% | — | -15.72% | 0.10% | -15.82% |
| OMAB | 2017-02-27 | 2017-02-28 | 2017-03-14 | 1 | 37.58 | 37.58 | 0.00% | market | 26.53% | — | 4.16% | 0.10% | 4.06% |
| STGW | 2017-02-27 | 2017-02-28 | 2017-03-14 | 1 | 8.75 | 8.75 | 0.00% | market | 150.00% | — | -0.67% | 0.10% | -0.77% |
| VEON | 2017-02-27 | 2017-02-28 | 2017-03-14 | 1 | 102.50 | 102.50 | 0.00% | market | 2385.00% | — | -1.32% | 0.10% | -1.42% |
| WDAY | 2017-02-27 | 2017-02-28 | 2017-03-14 | 1 | 82.20 | 82.20 | 0.00% | market | 800.00% | — | 2.04% | 0.10% | 1.94% |
| AR | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 24.40 | 24.40 | 0.00% | market | 15.79% | — | -2.23% | 0.23% | -2.47% |
| ATRC | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 18.03 | 18.03 | 0.00% | market | 15.62% | — | 4.78% | 0.23% | 4.55% |
| CRM | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 82.87 | 82.87 | 0.00% | market | 12.00% | — | 0.64% | 0.23% | 0.40% |
| DAR | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 14.10 | 14.10 | 0.00% | market | 38.89% | — | 0.96% | 0.23% | 0.73% |
| ETSY | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 11.46 | 11.46 | 0.00% | market | 1207.01% | — | -10.83% | 0.23% | -11.07% |
| FRO | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 7.00 | 7.00 | 0.00% | market | 175.00% | — | -2.53% | 0.23% | -2.76% |
| GIC | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 8.09 | 8.09 | 0.00% | market | 700.00% | — | -0.47% | 0.23% | -0.71% |
| HALO | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 13.28 | 13.28 | 0.00% | market | 30.00% | — | 4.27% | 0.23% | 4.03% |
| MITT | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 54.19 | 54.19 | 0.00% | market | 18.75% | — | -1.93% | 0.23% | -2.16% |
| NRG | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 16.86 | 16.86 | 0.00% | market | 1000.00% | — | 3.46% | 0.23% | 3.22% |
| PARR | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 15.12 | 15.12 | 0.00% | market | 900.00% | — | 6.18% | 0.23% | 5.95% |
| PEN | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 76.20 | 76.20 | 0.00% | market | 33.33% | — | 3.38% | 0.23% | 3.14% |
| XHR | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 17.61 | 17.61 | 0.00% | market | 266.67% | — | -3.39% | 0.23% | -3.63% |
| BBY | 2017-03-01 | 2017-03-02 | 2017-03-16 | 1 | 42.22 | 42.22 | 0.00% | market | 16.77% | — | 5.30% | -0.45% | 5.75% |
| BOX | 2017-03-01 | 2017-03-02 | 2017-03-16 | 1 | 17.86 | 17.86 | 0.00% | market | 23.08% | — | -6.76% | -0.45% | -6.31% |
| CWST | 2017-03-01 | 2017-03-02 | 2017-03-16 | 1 | 12.37 | 12.37 | 0.00% | market | 261.13% | — | 2.33% | -0.45% | 2.78% |
| NVGS | 2017-03-01 | 2017-03-02 | 2017-03-16 | 1 | 11.70 | 11.70 | 0.00% | market | 133.33% | — | 11.87% | -0.45% | 12.32% |
| P | 2017-03-01 | 2017-03-02 | 2017-03-16 | 1 | 10.60 | 10.60 | 0.00% | market | 71.43% | — | -2.08% | -0.45% | -1.63% |
| VCYT | 2017-03-01 | 2017-03-02 | 2017-03-16 | 1 | 8.08 | 8.08 | 0.00% | market | 46.15% | — | 13.89% | -0.45% | 14.34% |
| WTI | 2017-03-01 | 2017-03-02 | 2017-03-16 | 1 | 2.79 | 2.79 | 0.00% | market | 125.00% | — | 2.77% | -0.45% | 3.22% |
| ABEV | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 5.42 | 5.42 | 0.00% | market | 12.50% | — | 1.56% | -0.48% | 2.04% |
| ADSK | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 87.00 | 87.00 | 0.00% | market | 15.15% | — | -1.00% | -0.48% | -0.52% |
| ATHM | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 33.21 | 33.21 | 0.00% | market | 45.12% | — | 0.05% | -0.48% | 0.53% |
| GDS | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 7.97 | 7.97 | 0.00% | market | 54.51% | — | 5.80% | -0.48% | 6.28% |
| JD | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 31.32 | 31.32 | 0.00% | market | 220.00% | — | 0.67% | -0.48% | 1.14% |
| MEI | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 44.65 | 44.65 | 0.00% | market | 18.87% | — | 3.60% | -0.48% | 4.07% |
| MRVL | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 16.25 | 16.25 | 0.00% | market | 15.79% | — | -0.90% | -0.48% | -0.42% |
| NTNX | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 25.52 | 25.52 | 0.00% | market | 20.00% | — | -20.12% | -0.48% | -19.64% |
| SNDX | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 12.13 | 12.13 | 0.00% | market | 23.38% | — | 21.17% | -0.48% | 21.65% |
| SRI | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 18.90 | 18.90 | 0.00% | market | 17.24% | — | -0.10% | -0.48% | 0.38% |
| GHI | 2017-03-03 | 2017-03-06 | 2017-03-20 | 3 | 17.03 | 17.03 | 0.00% | market | 33.33% | — | 1.66% | -0.31% | 1.97% |
| TAC | 2017-03-03 | 2017-03-06 | 2017-03-20 | 3 | 5.60 | 5.60 | 0.00% | market | 85.71% | — | -2.78% | -0.31% | -2.47% |
| ADUS | 2017-03-06 | 2017-03-07 | 2017-03-21 | 1 | 34.25 | 34.25 | 0.00% | market | 13.16% | — | -11.63% | -1.53% | -10.10% |
| BGSF | 2017-03-06 | 2017-03-07 | 2017-03-21 | 1 | 13.87 | 13.87 | 0.00% | market | 18.18% | — | 2.28% | -1.53% | 3.81% |
| NX | 2017-03-06 | 2017-03-07 | 2017-03-21 | 1 | 17.45 | 17.45 | 0.00% | market | 20.00% | — | 11.93% | -1.53% | 13.46% |
| AVAV | 2017-03-07 | 2017-03-08 | 2017-03-22 | 1 | 27.50 | 27.50 | 0.00% | market | 73.53% | — | -1.05% | -1.29% | 0.24% |
| HRB | 2017-03-07 | 2017-03-08 | 2017-03-22 | 1 | 22.81 | 22.81 | 0.00% | market | 30.99% | — | 2.27% | -1.29% | 3.56% |
| WLY | 2017-03-07 | 2017-03-08 | 2017-03-22 | 1 | 50.50 | 50.50 | 0.00% | market | 17.95% | — | 5.25% | -1.29% | 6.54% |
| RUN | 2017-03-08 | 2017-03-09 | 2017-03-23 | 1 | 5.02 | 5.02 | 0.00% | market | 440.00% | — | -3.69% | -1.13% | -2.56% |
| VTOL | 2017-03-08 | 2017-03-09 | 2017-03-23 | 1 | 38.19 | 38.19 | 0.00% | market | 59.09% | — | -5.28% | -1.13% | -4.16% |
| XENE | 2017-03-08 | 2017-03-09 | 2017-03-23 | 1 | 8.10 | 8.10 | 0.00% | market | 23.81% | — | 21.50% | -1.13% | 22.63% |
| BLFS | 2017-03-09 | 2017-03-10 | 2017-03-24 | 1 | 2.41 | 2.41 | 0.00% | market | 50.00% | — | -15.45% | -1.73% | -13.73% |
| CECO | 2017-03-09 | 2017-03-10 | 2017-03-24 | 1 | 8.31 | 8.31 | 0.00% | market | 75.00% | — | 4.11% | -1.73% | 5.84% |
| EMBJ | 2017-03-09 | 2017-03-10 | 2017-03-24 | 1 | 23.91 | 23.91 | 0.00% | market | 44.30% | — | -4.87% | -1.73% | -3.14% |
| GLP | 2017-03-09 | 2017-03-10 | 2017-03-24 | 1 | 19.15 | 19.15 | 0.00% | market | 79.23% | — | -0.36% | -1.73% | 1.37% |
| YPF | 2017-03-09 | 2017-03-10 | 2017-03-24 | 1 | 20.94 | 20.94 | 0.00% | market | 33.44% | — | 13.46% | -1.73% | 15.19% |
| GCO | 2017-03-10 | 2017-03-13 | 2017-03-27 | 3 | 61.10 | 61.10 | 0.00% | market | 20.79% | — | -7.63% | -1.68% | -5.95% |
| KRO | 2017-03-10 | 2017-03-13 | 2017-03-27 | 3 | 15.15 | 15.15 | 0.00% | market | 183.33% | — | 2.94% | -1.68% | 4.62% |
| TEO | 2017-03-10 | 2017-03-13 | 2017-03-27 | 3 | 22.49 | 22.49 | 0.00% | market | 35.14% | — | -1.12% | -1.68% | 0.56% |
| VCEL | 2017-03-10 | 2017-03-13 | 2017-03-27 | 3 | 2.85 | 2.85 | 0.00% | market | 36.36% | — | -0.10% | -1.68% | 1.58% |
| ACR | 2017-03-13 | 2017-03-14 | 2017-03-28 | 1 | 21.00 | 21.00 | 0.00% | market | 71.74% | — | 18.47% | -0.78% | 19.26% |
| CSR | 2017-03-13 | 2017-03-14 | 2017-03-28 | 1 | 57.80 | 57.80 | 0.00% | market | 433.33% | — | -0.10% | -0.78% | 0.68% |
| GRBK | 2017-03-13 | 2017-03-14 | 2017-03-28 | 1 | 9.30 | 9.30 | 0.00% | market | 100.00% | — | 7.43% | -0.78% | 8.21% |
| TPB | 2017-03-13 | 2017-03-14 | 2017-03-28 | 1 | 13.92 | 13.92 | 0.00% | market | 180.65% | — | 10.68% | -0.78% | 11.46% |
| DBI | 2017-03-14 | 2017-03-15 | 2017-03-29 | 1 | 19.67 | 19.67 | 0.00% | market | 25.00% | — | 4.27% | -0.85% | 5.12% |
| JOYY | 2017-03-14 | 2017-03-15 | 2017-03-29 | 1 | 46.75 | 46.75 | 0.00% | market | 41.75% | — | 0.58% | -0.85% | 1.43% |
| MGNI | 2017-03-14 | 2017-03-15 | 2017-03-29 | 1 | 6.70 | 6.70 | 0.00% | market | 214.29% | — | -16.52% | -0.85% | -15.67% |
| PAM | 2017-03-14 | 2017-03-15 | 2017-03-29 | 1 | 46.87 | 46.87 | 0.00% | market | 443.96% | — | 15.54% | -0.85% | 16.39% |
| ARCO | 2017-03-15 | 2017-03-16 | 2017-03-30 | 1 | 7.59 | 7.59 | 0.00% | market | 66.67% | — | 5.83% | -1.18% | 7.01% |
| HRTG | 2017-03-15 | 2017-03-16 | 2017-03-30 | 1 | 14.20 | 14.20 | 0.00% | market | 59.09% | — | -10.45% | -1.18% | -9.27% |
| IBRX | 2017-03-15 | 2017-03-16 | 2017-03-30 | 1 | 3.78 | 3.78 | 0.00% | market | 32.56% | — | -5.66% | -1.18% | -4.48% |
| YRD | 2017-03-15 | 2017-03-16 | 2017-03-30 | 1 | 28.14 | 28.14 | 0.00% | market | 178.79% | — | -11.12% | -1.18% | -9.94% |
| PTCT | 2017-03-16 | 2017-03-17 | 2017-03-31 | 1 | 8.91 | 8.91 | 0.00% | market | 21.21% | — | 10.34% | -0.85% | 11.18% |
| TEN | 2017-03-17 | 2017-03-20 | 2017-04-03 | 3 | 24.70 | 24.70 | 0.00% | market | 66.67% | — | -3.74% | -0.72% | -3.03% |
| DB | 2017-03-20 | 2017-03-21 | 2017-04-04 | 1 | 17.71 | 17.71 | 0.00% | market | 350.07% | — | -6.09% | -0.84% | -5.25% |
| VKTX | 2017-03-21 | 2017-03-22 | 2017-04-05 | 1 | 1.21 | 1.21 | 0.00% | market | 18.18% | — | 11.47% | 0.43% | 11.04% |
| FNV | 2017-03-22 | 2017-03-23 | 2017-04-06 | 1 | 64.69 | 64.69 | 0.00% | market | 20.00% | — | 3.90% | 0.50% | 3.41% |
| REX | 2017-03-24 | 2017-03-27 | 2017-04-10 | 3 | 13.65 | 13.65 | 0.00% | market | 210.00% | — | 7.52% | 1.47% | 6.05% |
| LPL | 2017-03-29 | 2017-03-30 | 2017-04-13 | 1 | 13.48 | 13.48 | 0.00% | market | 92.00% | — | 0.35% | -1.26% | 1.60% |
| PRGS | 2017-03-29 | 2017-03-30 | 2017-04-13 | 1 | 30.22 | 30.22 | 0.00% | market | 21.43% | — | -3.84% | -1.26% | -2.58% |
| SMMT | 2017-03-29 | 2017-03-30 | 2017-04-13 | 1 | 13.46 | 13.46 | 0.00% | market | 29.58% | — | -16.00% | -1.26% | -14.74% |
| CLPR | 2017-03-30 | 2017-03-31 | 2017-04-17 | 1 | 13.41 | 13.41 | 0.00% | market | 40.00% | — | -15.83% | -0.56% | -15.27% |
| AMR | 2017-03-31 | 2017-04-03 | 2017-04-18 | 3 | 58.85 | 58.85 | 0.00% | market | 1442.86% | — | 3.43% | -0.82% | 4.25% |
| GBX | 2017-04-05 | 2017-04-06 | 2017-04-21 | 1 | 47.85 | 47.85 | 0.00% | market | 29.76% | — | -7.21% | -0.15% | -7.06% |
| YUMC | 2017-04-05 | 2017-04-06 | 2017-04-21 | 1 | 31.45 | 31.45 | 0.00% | market | 18.92% | — | 4.03% | -0.15% | 4.18% |
| AGX | 2017-04-10 | 2017-04-11 | 2017-04-26 | 1 | 69.05 | 69.05 | 0.00% | market | 59.26% | — | -2.56% | 1.49% | -4.05% |
| BAC | 2017-04-18 | 2017-04-19 | 2017-05-03 | 1 | 22.92 | 22.92 | 0.00% | market | 17.14% | — | 3.61% | 1.69% | 1.92% |
| LRCX | 2017-04-18 | 2017-04-19 | 2017-05-03 | 1 | 13.39 | 13.39 | 0.00% | market | 12.00% | — | 12.00% | 1.69% | 10.31% |
| EWBC | 2017-04-19 | 2017-04-20 | 2017-05-04 | 1 | 52.49 | 52.49 | 0.00% | market | 18.92% | — | 5.92% | 1.97% | 3.95% |
| KALU | 2017-04-19 | 2017-04-20 | 2017-05-04 | 1 | 83.57 | 83.57 | 0.00% | market | 34.51% | — | -2.53% | 1.97% | -4.50% |
| MS | 2017-04-19 | 2017-04-20 | 2017-05-04 | 1 | 42.61 | 42.61 | 0.00% | market | 13.64% | — | 1.47% | 1.97% | -0.50% |
| SLM | 2017-04-19 | 2017-04-20 | 2017-05-04 | 1 | 12.90 | 12.90 | 0.00% | market | 40.00% | — | -2.97% | 1.97% | -4.94% |
| BANF | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 46.90 | 46.90 | 0.00% | market | 19.30% | — | 3.38% | 1.89% | 1.48% |
| BX | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 30.59 | 30.59 | 0.00% | market | 20.59% | — | -1.11% | 1.89% | -3.01% |
| DOV | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 64.53 | 64.53 | 0.00% | market | 12.90% | — | -1.59% | 1.89% | -3.48% |
| GATX | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 62.26 | 62.26 | 0.00% | market | 29.73% | — | -3.94% | 1.89% | -5.83% |
| KEY | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 18.09 | 18.09 | 0.00% | market | 14.29% | — | 3.44% | 1.89% | 1.55% |
| MTG | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 11.03 | 11.03 | 0.00% | market | 29.17% | — | -4.91% | 1.89% | -6.80% |
| CDNA | 2017-04-21 | 2017-04-24 | 2017-05-08 | 3 | 1.05 | 1.05 | 0.00% | market | 23.53% | — | -5.80% | 1.05% | -6.85% |
| GE | 2017-04-21 | 2017-04-24 | 2017-05-08 | 3 | 142.85 | 142.85 | 0.00% | market | 23.53% | — | -2.72% | 1.05% | -3.76% |
| NEE | 2017-04-21 | 2017-04-24 | 2017-05-08 | 3 | 33.16 | 33.16 | 0.00% | market | 12.82% | — | 1.65% | 1.05% | 0.60% |
| AA | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 34.23 | 34.23 | 0.00% | market | 14.55% | — | -10.06% | 0.64% | -10.71% |
| CHCO | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 72.67 | 72.67 | 0.00% | market | 30.00% | — | -4.76% | 0.64% | -5.41% |
| HAL | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 46.88 | 46.88 | 0.00% | market | 37.93% | — | -4.05% | 0.64% | -4.69% |
| PDS | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 83.80 | 83.80 | 0.00% | market | 45.45% | — | -12.51% | 0.64% | -13.15% |
| RRC | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 27.15 | 27.15 | 0.00% | market | 31.58% | — | -7.54% | 0.64% | -8.18% |
| RUSHA | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 16.52 | 16.52 | 0.00% | market | 33.33% | — | -0.64% | 0.64% | -1.29% |
| TNC | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 74.60 | 74.60 | 0.00% | market | 24.00% | — | -1.78% | 0.64% | -2.42% |
| WFG | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 43.27 | 43.27 | 0.00% | market | 15.54% | — | 0.25% | 0.64% | -0.40% |
| WNC | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 20.67 | 20.67 | 0.00% | market | 14.81% | — | 5.61% | 0.64% | 4.97% |
| ZION | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 40.91 | 40.91 | 0.00% | market | 12.96% | — | -0.05% | 0.64% | -0.69% |
| CENX | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 13.86 | 13.86 | 0.00% | market | 66.67% | — | -6.45% | 0.57% | -7.02% |
| EBF | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 17.10 | 17.10 | 0.00% | market | 16.67% | — | 1.95% | 0.57% | 1.38% |
| HWM | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 27.05 | 27.05 | 0.00% | market | 37.50% | — | 0.75% | 0.57% | 0.18% |
| MC | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 38.75 | 38.75 | 0.00% | market | 31.71% | — | -1.39% | 0.57% | -1.96% |
| RNG | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 30.75 | 30.75 | 0.00% | market | 43.47% | — | 3.31% | 0.57% | 2.74% |
| SCL | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 88.00 | 88.00 | 0.00% | market | 14.29% | — | -3.12% | 0.57% | -3.69% |
| TRMK | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 33.26 | 33.26 | 0.00% | market | 12.20% | — | -0.79% | 0.57% | -1.36% |
| TROW | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 69.50 | 69.50 | 0.00% | market | 18.33% | — | 3.57% | 0.57% | 3.00% |
| TX | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 26.66 | 26.66 | 0.00% | market | 64.20% | — | -8.35% | 0.57% | -8.92% |
| WIT | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 1.82 | 1.82 | 0.00% | market | 50.00% | — | 3.75% | 0.57% | 3.18% |
| ALSN | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 39.80 | 39.80 | 0.00% | market | 48.57% | — | -4.04% | 0.26% | -4.30% |
| AMX | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 15.32 | 15.32 | 0.00% | market | 103.85% | — | -0.10% | 0.26% | -0.36% |
| BOKF | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 86.10 | 86.10 | 0.00% | market | 28.57% | — | -4.35% | 0.26% | -4.61% |
| CNO | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 21.35 | 21.35 | 0.00% | market | 13.33% | — | -0.19% | 0.26% | -0.45% |
| CUBI | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 31.50 | 31.50 | 0.00% | market | 16.39% | — | -4.64% | 0.26% | -4.90% |
| DTE | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 89.07 | 89.07 | 0.00% | market | 14.74% | — | -0.03% | 0.26% | -0.29% |
| EIG | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 40.25 | 40.25 | 0.00% | market | 14.00% | — | -0.10% | 0.26% | -0.36% |
| ELV | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 180.27 | 180.27 | 0.00% | market | 21.24% | — | 1.26% | 0.26% | 1.00% |
| FTI | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 24.63 | 24.63 | 0.00% | market | 115.15% | — | 4.69% | 0.26% | 4.44% |
| KOF | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 72.47 | 72.47 | 0.00% | market | 145.61% | — | 2.65% | 0.26% | 2.39% |
| MHO | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 28.42 | 28.42 | 0.00% | market | 27.91% | — | 0.89% | 0.26% | 0.63% |
| MKSI | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 80.50 | 80.50 | 0.00% | market | 16.51% | — | -0.10% | 0.26% | -0.36% |
| NOC | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 248.96 | 248.96 | 0.00% | market | 23.89% | — | -0.68% | 0.26% | -0.93% |
| NOV | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 35.50 | 35.50 | 0.00% | market | 15.00% | — | -4.89% | 0.26% | -5.14% |
| OC | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 60.83 | 60.83 | 0.00% | market | 39.34% | — | 1.68% | 0.26% | 1.42% |
| OII | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 26.15 | 26.15 | 0.00% | market | 60.00% | — | 1.70% | 0.26% | 1.44% |
| ROG | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 95.00 | 95.00 | 0.00% | market | 46.09% | — | 13.66% | 0.26% | 13.40% |
| SCI | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 32.53 | 32.53 | 0.00% | market | 26.67% | — | -1.73% | 0.26% | -1.98% |
| SIGI | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 50.10 | 50.10 | 0.00% | market | 22.86% | — | -0.50% | 0.26% | -0.75% |
| STNG | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 40.80 | 40.80 | 0.00% | market | 12.50% | — | 2.84% | 0.26% | 2.59% |
| SU | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 30.89 | 30.89 | 0.00% | market | 60.87% | — | 2.10% | 0.26% | 1.85% |
| TER | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 35.00 | 35.00 | 0.00% | market | 15.79% | — | 1.73% | 0.26% | 1.47% |
| UFI | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 29.08 | 29.08 | 0.00% | market | 61.29% | — | -4.16% | 0.26% | -4.41% |
| UTHR | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 120.72 | 120.72 | 0.00% | market | 17.52% | — | 1.15% | 0.26% | 0.90% |
| BBD | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 5.38 | 5.38 | 0.00% | market | 16.67% | — | 8.08% | 0.03% | 8.04% |
| BBW | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 9.60 | 9.60 | 0.00% | market | 410.05% | — | 11.36% | 0.03% | 11.32% |
| BMY | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 55.70 | 55.70 | 0.00% | market | 13.51% | — | -1.30% | 0.03% | -1.34% |
| BVN | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 11.72 | 11.72 | 0.00% | market | 47.06% | — | 7.49% | 0.03% | 7.46% |
| CMCSA | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 39.50 | 39.50 | 0.00% | market | 20.45% | — | -1.42% | 0.03% | -1.45% |
| COHU | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 20.80 | 20.80 | 0.00% | market | 45.83% | — | -10.39% | 0.03% | -10.42% |
| CSTM | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 6.60 | 6.60 | 0.00% | market | 49.97% | — | -3.89% | 0.03% | -3.92% |
| CVI | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 17.51 | 17.51 | 0.00% | market | 620.00% | — | -0.90% | 0.03% | -0.93% |
| CX | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 8.94 | 8.94 | 0.00% | market | 160.00% | — | -2.45% | 0.03% | -2.48% |
| EME | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 67.80 | 67.80 | 0.00% | market | 35.38% | — | -4.95% | 0.03% | -4.99% |
| ENVA | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 15.00 | 15.00 | 0.00% | market | 28.57% | — | -7.10% | 0.03% | -7.13% |
| FET | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 372.00 | 372.00 | 0.00% | market | 12.50% | — | -15.42% | 0.03% | -15.46% |
| IRDM | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 10.60 | 10.60 | 0.00% | market | 42.86% | — | -5.29% | 0.03% | -5.32% |
| KKR | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 19.19 | 19.19 | 0.00% | market | 30.00% | — | -4.43% | 0.03% | -4.46% |
| MTH | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 20.15 | 20.15 | 0.00% | market | 33.33% | — | -0.35% | 0.03% | -0.38% |
| NVCR | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 11.40 | 11.40 | 0.00% | market | 16.00% | — | 3.41% | 0.03% | 3.38% |
| ORI | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 20.90 | 20.90 | 0.00% | market | 16.13% | — | -6.61% | 0.03% | -6.64% |
| PATK | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 32.40 | 32.40 | 0.00% | market | 31.58% | — | -4.64% | 0.03% | -4.67% |
| SKYW | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 37.00 | 37.00 | 0.00% | market | 25.00% | — | -5.64% | 0.03% | -5.67% |
| SRPT | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 38.00 | 38.00 | 0.00% | market | 14.12% | — | -9.86% | 0.03% | -9.90% |
| TAL | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 19.90 | 19.90 | 0.00% | market | 20.00% | — | 7.09% | 0.03% | 7.05% |
| TBBK | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 5.60 | 5.60 | 0.00% | market | 100.00% | — | 16.86% | 0.03% | 16.83% |
| TEAM | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 34.20 | 34.20 | 0.00% | market | 33.33% | — | 7.62% | 0.03% | 7.59% |
| UAA | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 21.83 | 21.83 | 0.00% | market | 75.00% | — | -5.83% | 0.03% | -5.86% |
| VC | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 104.16 | 104.16 | 0.00% | market | 20.98% | — | -0.66% | 0.03% | -0.69% |
| AGCO | 2017-04-28 | 2017-05-01 | 2017-05-15 | 3 | 65.40 | 65.40 | 0.00% | market | 88.24% | — | -2.03% | 0.68% | -2.71% |
| APO | 2017-04-28 | 2017-05-01 | 2017-05-15 | 3 | 26.70 | 26.70 | 0.00% | market | 28.12% | — | 1.44% | 0.68% | 0.76% |
| GM | 2017-04-28 | 2017-05-01 | 2017-05-15 | 3 | 34.63 | 34.63 | 0.00% | market | 14.86% | — | -2.44% | 0.68% | -3.12% |
| GT | 2017-04-28 | 2017-05-01 | 2017-05-15 | 3 | 36.36 | 36.36 | 0.00% | market | 17.46% | — | -6.07% | 0.68% | -6.75% |
| PRG | 2017-04-28 | 2017-05-01 | 2017-05-15 | 3 | 36.40 | 36.40 | 0.00% | market | 21.21% | — | -4.36% | 0.68% | -5.04% |
| UBS | 2017-04-28 | 2017-05-01 | 2017-05-15 | 3 | 17.00 | 17.00 | 0.00% | market | 18.18% | — | -4.34% | 0.68% | -5.01% |
| AMD | 2017-05-01 | 2017-05-02 | 2017-05-16 | 1 | 11.73 | 11.73 | 0.00% | market | 20.00% | — | 8.60% | 0.52% | 8.08% |
| ARLP | 2017-05-01 | 2017-05-02 | 2017-05-16 | 1 | 23.40 | 23.40 | 0.00% | market | 61.76% | — | -2.66% | 0.52% | -3.18% |
| ARR | 2017-05-01 | 2017-05-02 | 2017-05-16 | 1 | 123.50 | 123.50 | 0.00% | market | 456.45% | — | 1.28% | 0.52% | 0.76% |
| CC | 2017-05-01 | 2017-05-02 | 2017-05-16 | 1 | 41.85 | 41.85 | 0.00% | market | 50.00% | — | 8.33% | 0.52% | 7.82% |
| CGAU | 2017-05-01 | 2017-05-02 | 2017-05-16 | 1 | 5.30 | 5.30 | 0.00% | market | 81.82% | — | 12.54% | 0.52% | 12.02% |
| CHGG | 2017-05-01 | 2017-05-02 | 2017-05-16 | 1 | 9.92 | 9.92 | 0.00% | market | 100.00% | — | 17.34% | 0.52% | 16.82% |
| CYH | 2017-05-01 | 2017-05-02 | 2017-05-16 | 1 | 9.05 | 9.05 | 0.00% | market | 33.33% | — | 8.30% | 0.52% | 7.78% |
| EIX | 2017-05-01 | 2017-05-02 | 2017-05-16 | 1 | 80.43 | 80.43 | 0.00% | market | 22.22% | — | -3.28% | 0.52% | -3.80% |
| L | 2017-05-01 | 2017-05-02 | 2017-05-16 | 1 | 47.26 | 47.26 | 0.00% | market | 22.73% | — | -1.96% | 0.52% | -2.48% |
| THC | 2017-05-01 | 2017-05-02 | 2017-05-16 | 1 | 17.48 | 17.48 | 0.00% | market | 49.06% | — | 1.33% | 0.52% | 0.81% |
| AIZ | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 99.99 | 99.99 | 0.00% | market | 23.03% | — | 0.07% | -1.24% | 1.31% |
| ALL | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 83.47 | 83.47 | 0.00% | market | 49.09% | — | 0.97% | -1.24% | 2.20% |
| ADEA | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 8.53 | 8.53 | 0.00% | market | 36.36% | — | -0.57% | -0.86% | 0.29% |
| AFG | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 97.38 | 97.38 | 0.00% | market | 23.36% | — | -0.49% | -0.86% | 0.37% |
| AIG | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 62.92 | 62.92 | 0.00% | market | 25.93% | — | -2.53% | -0.86% | -1.67% |
| ALG | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 80.55 | 80.55 | 0.00% | market | 36.36% | — | 3.23% | -0.86% | 4.09% |
| AAOI | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 51.53 | 51.53 | 0.00% | market | 12.24% | — | 23.21% | -0.37% | 23.57% |
| ACIW | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 22.40 | 22.40 | 0.00% | market | 122.22% | — | 0.35% | -0.37% | 0.71% |
| ACLS | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 20.50 | 20.50 | 0.00% | market | 38.10% | — | 4.29% | -0.37% | 4.66% |
| AGIO | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 47.22 | 47.22 | 0.00% | market | 12.85% | — | 4.01% | -0.37% | 4.38% |
| AGO | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 38.50 | 38.50 | 0.00% | market | 219.40% | — | 0.37% | -0.37% | 0.74% |
| AHT | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 6,229.26 | 6,229.26 | 0.00% | market | 14.29% | — | 0.38% | -0.37% | 0.74% |
| ABR | 2017-05-05 | 2017-05-08 | 2017-05-22 | 3 | 8.90 | 8.90 | 0.00% | market | 73.68% | — | -7.85% | -0.10% | -7.76% |
| CI | 2017-05-05 | 2017-05-08 | 2017-05-22 | 3 | 160.66 | 160.66 | 0.00% | market | 13.06% | — | -0.92% | -0.10% | -0.82% |
| DCH | 2017-05-05 | 2017-05-08 | 2017-05-22 | 3 | 17.59 | 17.59 | 0.00% | market | 17.05% | — | -11.07% | -0.10% | -10.98% |
| AMPY | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 14.94 | 14.94 | 0.00% | market | 60.00% | — | -2.55% | 0.04% | -2.58% |
| AR | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 21.81 | 21.81 | 0.00% | market | 100.00% | — | 0.36% | 0.04% | 0.32% |
| BSM | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 16.77 | 16.77 | 0.00% | market | 111.76% | — | 0.38% | 0.04% | 0.34% |
| EGY | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 1.10 | 1.10 | 0.00% | market | 799.74% | — | -1.01% | 0.04% | -1.05% |
| ESI | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 13.60 | 13.60 | 0.00% | market | 14.29% | — | -4.14% | 0.04% | -4.18% |
| IBRX | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 2.93 | 2.93 | 0.00% | market | 16.67% | — | 40.51% | 0.04% | 40.48% |
| KRO | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 17.29 | 17.29 | 0.00% | market | 16.67% | — | 12.57% | 0.04% | 12.53% |
| LXFR | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 12.48 | 12.48 | 0.00% | market | 22.73% | — | -0.66% | 0.04% | -0.70% |
| NOG | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 22.50 | 22.50 | 0.00% | market | 1806.25% | — | -17.88% | 0.04% | -17.92% |
| NOVT | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 30.50 | 30.50 | 0.00% | market | 29.17% | — | 7.11% | 0.04% | 7.08% |
| ACM | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 34.20 | 34.20 | 0.00% | market | 61.82% | — | -4.95% | 0.51% | -5.46% |
| AER | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 46.00 | 46.00 | 0.00% | market | 12.50% | — | -2.06% | 0.51% | -2.57% |
| CAMT | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 4.40 | 4.40 | 0.00% | market | 100.00% | — | 30.13% | 0.51% | 29.62% |
| CHMI | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 16.85 | 16.85 | 0.00% | market | 31.25% | — | 8.21% | 0.51% | 7.70% |
| DQ | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 4.45 | 4.45 | 0.00% | market | 58.62% | — | 3.36% | 0.51% | 2.85% |
| EVH | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 24.05 | 24.05 | 0.00% | market | 22.22% | — | -0.72% | 0.51% | -1.23% |
| FOR | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 14.10 | 14.10 | 0.00% | market | 480.00% | — | 0.25% | 0.51% | -0.26% |
| GDOT | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 35.17 | 35.17 | 0.00% | market | 19.05% | — | 3.26% | 0.51% | 2.75% |
| GLP | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 18.75 | 18.75 | 0.00% | market | 1336.66% | — | 4.97% | 0.51% | 4.46% |
| HLI | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 35.00 | 35.00 | 0.00% | market | 31.11% | — | -4.27% | 0.51% | -4.78% |
| AGM | 2017-05-10 | 2017-05-11 | 2017-05-25 | 1 | 64.33 | 64.33 | 0.00% | market | 12.40% | — | -2.45% | 1.01% | -3.45% |
| COTY | 2017-05-10 | 2017-05-11 | 2017-05-25 | 1 | 19.97 | 19.97 | 0.00% | market | 36.36% | — | -6.31% | 1.01% | -7.32% |
| E | 2017-05-10 | 2017-05-11 | 2017-05-25 | 1 | 32.37 | 32.37 | 0.00% | market | 104.55% | — | 0.76% | 1.01% | -0.24% |
| FSK | 2017-05-10 | 2017-05-11 | 2017-05-25 | 1 | 38.20 | 38.20 | 0.00% | market | 30.00% | — | -4.29% | 1.01% | -5.30% |
| ICUI | 2017-05-10 | 2017-05-11 | 2017-05-25 | 1 | 169.00 | 169.00 | 0.00% | market | 273.33% | — | -5.63% | 1.01% | -6.64% |
| JOYY | 2017-05-10 | 2017-05-11 | 2017-05-25 | 1 | 53.86 | 53.86 | 0.00% | market | 68.67% | — | 3.50% | 1.01% | 2.50% |
| MBI | 2017-05-10 | 2017-05-11 | 2017-05-25 | 1 | 8.11 | 8.11 | 0.00% | market | 16.67% | — | -0.35% | 1.01% | -1.35% |
| PEGA | 2017-05-10 | 2017-05-11 | 2017-05-25 | 1 | 27.73 | 27.73 | 0.00% | market | 56.00% | — | 1.96% | 1.01% | 0.95% |
| SD | 2017-05-10 | 2017-05-11 | 2017-05-25 | 1 | 19.25 | 19.25 | 0.00% | market | 178.57% | — | 1.93% | 1.01% | 0.92% |
| TEO | 2017-05-10 | 2017-05-11 | 2017-05-25 | 1 | 23.62 | 23.62 | 0.00% | market | 88.24% | — | 3.58% | 1.01% | 2.58% |
| TM | 2017-05-10 | 2017-05-11 | 2017-05-25 | 1 | 106.74 | 106.74 | 0.00% | market | 22.11% | — | 0.42% | 1.01% | -0.58% |
| TTI | 2017-05-10 | 2017-05-11 | 2017-05-25 | 1 | 3.75 | 3.75 | 0.00% | market | 16.67% | — | -13.17% | 1.01% | -14.17% |
| ASIX | 2017-05-11 | 2017-05-12 | 2017-05-26 | 1 | 28.95 | 28.95 | 0.00% | market | 104.65% | — | 1.52% | 1.10% | 0.43% |
| IMOS | 2017-05-11 | 2017-05-12 | 2017-05-26 | 1 | 18.05 | 18.05 | 0.00% | market | 55.17% | — | 10.92% | 1.10% | 9.83% |
| MDGL | 2017-05-11 | 2017-05-12 | 2017-05-26 | 1 | 15.74 | 15.74 | 0.00% | market | 64.03% | — | -3.02% | 1.10% | -4.12% |
| MGA | 2017-05-11 | 2017-05-12 | 2017-05-26 | 1 | 44.93 | 44.93 | 0.00% | market | 14.93% | — | 0.03% | 1.10% | -1.06% |
| PAM | 2017-05-11 | 2017-05-12 | 2017-05-26 | 1 | 59.37 | 59.37 | 0.00% | market | 1122.74% | — | 6.03% | 1.10% | 4.94% |
| PBR-A | 2017-05-11 | 2017-05-12 | 2017-05-26 | 1 | 9.78 | 9.78 | 0.00% | market | 144.44% | — | -14.93% | 1.10% | -16.02% |
| BBAR | 2017-05-12 | 2017-05-15 | 2017-05-30 | 3 | 18.05 | 18.05 | 0.00% | market | 39.02% | — | 10.15% | 0.85% | 9.30% |
| GOLF | 2017-05-12 | 2017-05-15 | 2017-05-30 | 3 | 19.59 | 19.59 | 0.00% | market | 21.43% | — | -4.39% | 0.85% | -5.24% |
| MT | 2017-05-12 | 2017-05-15 | 2017-05-30 | 3 | 22.28 | 22.28 | 0.00% | market | 84.91% | — | 0.21% | 0.85% | -0.63% |
| TEN | 2017-05-12 | 2017-05-15 | 2017-05-30 | 3 | 24.10 | 24.10 | 0.00% | market | 33.33% | — | -8.81% | 0.85% | -9.66% |
| BAK | 2017-05-15 | 2017-05-16 | 2017-05-31 | 1 | 21.45 | 21.45 | 0.00% | market | 593.12% | — | -4.06% | 0.33% | -4.40% |
| CLPR | 2017-05-15 | 2017-05-16 | 2017-05-31 | 1 | 11.02 | 11.02 | 0.00% | market | 42.86% | — | -3.55% | 0.33% | -3.88% |
| HESM | 2017-05-15 | 2017-05-16 | 2017-05-31 | 1 | 26.05 | 26.05 | 0.00% | market | 404.35% | — | -10.89% | 0.33% | -11.22% |
| LPL | 2017-05-15 | 2017-05-16 | 2017-05-31 | 1 | 12.86 | 12.86 | 0.00% | market | 42.59% | — | 13.20% | 0.33% | 12.86% |
| MARA | 2017-05-15 | 2017-05-16 | 2017-05-31 | 1 | 5.76 | 5.76 | 0.00% | market | 13.33% | — | -36.21% | 0.33% | -36.54% |
| CIG | 2017-05-16 | 2017-05-17 | 2017-06-01 | 1 | 2.16 | 2.16 | 0.00% | market | 123.10% | — | -19.08% | 1.37% | -20.45% |
| CIG-C | 2017-05-16 | 2017-05-17 | 2017-06-01 | 1 | 1.52 | 1.52 | 0.00% | market | 91.23% | — | -15.23% | 1.37% | -16.60% |
| EQNR | 2017-05-17 | 2017-05-18 | 2017-06-02 | 1 | 17.76 | 17.76 | 0.00% | market | 36.00% | — | -2.52% | 3.58% | -6.10% |
| TGT | 2017-05-17 | 2017-05-18 | 2017-06-02 | 1 | 55.25 | 55.25 | 0.00% | market | 32.97% | — | 0.39% | 3.58% | -3.19% |
| ADSK | 2017-05-18 | 2017-05-19 | 2017-06-05 | 1 | 108.00 | 108.00 | 0.00% | market | 27.27% | — | 2.57% | 2.81% | -0.24% |
| HCC | 2017-05-18 | 2017-05-19 | 2017-06-05 | 1 | 8.77 | 8.77 | 0.00% | market | 12.12% | — | -3.29% | 2.81% | -6.10% |
| RL | 2017-05-18 | 2017-05-19 | 2017-06-05 | 1 | 71.24 | 71.24 | 0.00% | market | 12.66% | — | -3.02% | 2.81% | -5.83% |
| SB | 2017-05-18 | 2017-05-19 | 2017-06-05 | 1 | 2.17 | 2.17 | 0.00% | market | 22.22% | — | -16.69% | 2.81% | -19.50% |
| DE | 2017-05-19 | 2017-05-22 | 2017-06-06 | 3 | 122.08 | 122.08 | 0.00% | market | 48.21% | — | 2.33% | 1.80% | 0.53% |
| MMYT | 2017-05-19 | 2017-05-22 | 2017-06-06 | 3 | 34.85 | 34.85 | 0.00% | market | 16.00% | — | -10.57% | 1.80% | -12.38% |
| YRD | 2017-05-21 | 2017-05-22 | 2017-06-06 | 1 | 25.50 | 25.50 | 0.00% | market | 34.92% | — | -4.49% | 1.80% | -6.30% |
| NMM | 2017-05-22 | 2017-05-23 | 2017-06-07 | 1 | 26.54 | 26.54 | 0.00% | market | 120.00% | — | -11.97% | 1.55% | -13.52% |
| TLYS | 2017-05-23 | 2017-05-24 | 2017-06-08 | 1 | 10.75 | 10.75 | 0.00% | market | 90.00% | — | -4.75% | 1.44% | -6.19% |
| TOL | 2017-05-23 | 2017-05-24 | 2017-06-08 | 1 | 37.45 | 37.45 | 0.00% | market | 15.87% | — | 0.99% | 1.44% | -0.44% |
| TTWO | 2017-05-23 | 2017-05-24 | 2017-06-08 | 1 | 73.76 | 73.76 | 0.00% | market | 40.68% | — | 7.44% | 1.44% | 6.00% |
| FSM | 2017-05-24 | 2017-05-25 | 2017-06-09 | 1 | 4.50 | 4.50 | 0.00% | market | 80.00% | — | 7.90% | 0.92% | 6.98% |
| P | 2017-05-24 | 2017-05-25 | 2017-06-09 | 1 | 11.97 | 11.97 | 0.00% | market | 39.13% | — | 3.07% | 0.92% | 2.16% |
| DECK | 2017-05-25 | 2017-05-26 | 2017-06-12 | 1 | 10.90 | 10.90 | 0.00% | market | 281.68% | — | 6.87% | 0.75% | 6.12% |
| DXC | 2017-05-25 | 2017-05-26 | 2017-06-12 | 1 | 79.51 | 79.51 | 0.00% | market | 35.29% | — | -5.08% | 0.75% | -5.83% |
| GME | 2017-05-25 | 2017-05-26 | 2017-06-12 | 1 | 5.53 | 5.53 | 0.00% | market | 23.08% | — | -1.91% | 0.75% | -2.66% |
| AVAL | 2017-05-30 | 2017-05-31 | 2017-06-14 | 1 | 8.41 | 8.41 | 0.00% | market | 20.00% | — | 0.38% | 0.99% | -0.62% |
| DAC | 2017-05-30 | 2017-05-31 | 2017-06-14 | 1 | 21.00 | 21.00 | 0.00% | market | 22.22% | — | -10.10% | 0.99% | -11.09% |
| JILL | 2017-05-31 | 2017-06-01 | 2017-06-15 | 1 | 53.19 | 53.19 | 0.00% | market | 31.87% | — | 3.85% | 0.74% | 3.10% |
| COO | 2017-06-01 | 2017-06-02 | 2017-06-16 | 1 | 56.91 | 56.91 | 0.00% | market | 12.50% | — | 4.87% | -0.32% | 5.19% |
| GWRE | 2017-06-01 | 2017-06-02 | 2017-06-16 | 1 | 64.75 | 64.75 | 0.00% | market | 667.75% | — | 3.75% | -0.32% | 4.07% |
| WDAY | 2017-06-01 | 2017-06-02 | 2017-06-16 | 1 | 99.27 | 99.27 | 0.00% | market | 81.25% | — | -0.99% | -0.32% | -0.67% |
| YEXT | 2017-06-01 | 2017-06-02 | 2017-06-16 | 1 | 13.90 | 13.90 | 0.00% | market | 13.33% | — | -3.91% | -0.32% | -3.59% |
| AGX | 2017-06-07 | 2017-06-08 | 2017-06-22 | 1 | 64.50 | 64.50 | 0.00% | market | 40.86% | — | -7.00% | -0.38% | -6.62% |
| OKTA | 2017-06-07 | 2017-06-08 | 2017-06-22 | 1 | 27.60 | 27.60 | 0.00% | market | 18.03% | — | -4.81% | -0.38% | -4.43% |
| TDW | 2017-06-12 | 2017-06-13 | 2017-06-27 | 1 | 26.13 | 26.13 | 0.00% | market | 27.59% | — | -6.27% | -1.09% | -5.19% |
| WLY | 2017-06-13 | 2017-06-14 | 2017-06-28 | 1 | 54.20 | 54.20 | 0.00% | market | 51.85% | — | -0.84% | -0.56% | -0.28% |
| LEN | 2017-06-20 | 2017-06-21 | 2017-07-06 | 1 | 53.79 | 53.79 | 0.00% | market | 16.67% | — | -3.67% | -1.20% | -2.47% |
| LZB | 2017-06-20 | 2017-06-21 | 2017-07-06 | 1 | 29.40 | 29.40 | 0.00% | market | 23.91% | — | 7.21% | -1.20% | 8.41% |
| KMX | 2017-06-21 | 2017-06-22 | 2017-07-07 | 1 | 59.82 | 59.82 | 0.00% | market | 15.31% | — | 6.80% | -0.35% | 7.15% |
| ORCL | 2017-06-21 | 2017-06-22 | 2017-07-07 | 1 | 51.61 | 51.61 | 0.00% | market | 14.10% | — | -4.48% | -0.35% | -4.13% |
| WGO | 2017-06-21 | 2017-06-22 | 2017-07-07 | 1 | 33.65 | 33.65 | 0.00% | market | 42.42% | — | 3.17% | -0.35% | 3.52% |
| CMC | 2017-06-22 | 2017-06-23 | 2017-07-10 | 1 | 19.00 | 19.00 | 0.00% | market | 41.67% | — | 1.27% | -0.22% | 1.49% |
| SNX | 2017-06-22 | 2017-06-23 | 2017-07-10 | 1 | 61.26 | 61.26 | 0.00% | market | 16.20% | — | -3.01% | -0.22% | -2.78% |
| SMHI | 2017-06-23 | 2017-06-26 | 2017-07-11 | 3 | 18.46 | 18.46 | 0.00% | market | 45.45% | — | 2.77% | -0.70% | 3.47% |
| EBF | 2017-06-26 | 2017-06-27 | 2017-07-12 | 1 | 18.10 | 18.10 | 0.00% | market | 24.00% | — | 4.60% | 0.40% | 4.20% |
| AVAV | 2017-06-27 | 2017-06-28 | 2017-07-13 | 1 | 30.37 | 30.37 | 0.00% | market | 26.21% | — | 29.50% | 0.79% | 28.71% |
| KBH | 2017-06-27 | 2017-06-28 | 2017-07-13 | 1 | 22.94 | 22.94 | 0.00% | market | 26.92% | — | 3.30% | 0.79% | 2.51% |
| CSR | 2017-06-28 | 2017-06-29 | 2017-07-14 | 1 | 61.10 | 61.10 | 0.00% | market | 2200.00% | — | 0.72% | 0.78% | -0.06% |
| GBX | 2017-06-29 | 2017-06-30 | 2017-07-17 | 1 | 48.30 | 48.30 | 0.00% | market | 25.61% | — | -9.42% | 1.34% | -10.76% |
| MLKN | 2017-07-05 | 2017-07-06 | 2017-07-20 | 1 | 33.00 | 33.00 | 0.00% | market | 16.36% | — | 3.38% | 2.15% | 1.23% |
| AIR | 2017-07-11 | 2017-07-12 | 2017-07-26 | 1 | 37.13 | 37.13 | 0.00% | market | 16.28% | — | -1.26% | 1.70% | -2.96% |
| JPM | 2017-07-14 | 2017-07-17 | 2017-07-31 | 3 | 91.82 | 91.82 | 0.00% | market | 15.92% | — | -0.12% | 0.53% | -0.65% |
| GS | 2017-07-18 | 2017-07-19 | 2017-08-02 | 1 | 222.91 | 222.91 | 0.00% | market | 16.52% | — | 1.41% | 0.58% | 0.83% |
| NIC | 2017-07-18 | 2017-07-19 | 2017-08-02 | 1 | 54.70 | 54.70 | 0.00% | market | 12.16% | — | -2.26% | 0.58% | -2.83% |
| WTFC | 2017-07-18 | 2017-07-19 | 2017-08-02 | 1 | 80.00 | 80.00 | 0.00% | market | 12.12% | — | -5.98% | 0.58% | -6.55% |
| CTO | 2017-07-19 | 2017-07-20 | 2017-08-03 | 1 | 15.46 | 15.46 | 0.00% | market | 157.14% | — | -3.72% | -0.13% | -3.59% |
| MS | 2017-07-19 | 2017-07-20 | 2017-08-03 | 1 | 46.35 | 46.35 | 0.00% | market | 14.47% | — | 1.86% | -0.13% | 1.99% |
| TFIN | 2017-07-19 | 2017-07-20 | 2017-08-03 | 1 | 27.35 | 27.35 | 0.00% | market | 59.38% | — | 3.01% | -0.13% | 3.14% |
| BANF | 2017-07-20 | 2017-07-21 | 2017-08-04 | 1 | 56.53 | 56.53 | 0.00% | market | 22.41% | — | -6.96% | 0.39% | -7.36% |
| GATX | 2017-07-20 | 2017-07-21 | 2017-08-04 | 1 | 63.24 | 63.24 | 0.00% | market | 18.92% | — | -0.83% | 0.39% | -1.22% |
| MSFT | 2017-07-20 | 2017-07-21 | 2017-08-04 | 1 | 73.45 | 73.45 | 0.00% | market | 38.03% | — | -1.15% | 0.39% | -1.54% |
| MTG | 2017-07-20 | 2017-07-21 | 2017-08-04 | 1 | 11.92 | 11.92 | 0.00% | market | 20.00% | — | -2.20% | 0.39% | -2.59% |
| WFG | 2017-07-20 | 2017-07-21 | 2017-08-04 | 1 | 51.93 | 51.93 | 0.00% | market | 20.22% | — | 2.65% | 0.39% | 2.26% |
| NVR | 2017-07-21 | 2017-07-24 | 2017-08-07 | 3 | 2,652.61 | 2,652.61 | 0.00% | market | 21.81% | — | 1.52% | 0.44% | 1.08% |
| OVV | 2017-07-21 | 2017-07-24 | 2017-08-07 | 3 | 49.70 | 49.70 | 0.00% | market | 429.41% | — | -2.21% | 0.44% | -2.65% |
| SLB | 2017-07-21 | 2017-07-24 | 2017-08-07 | 3 | 66.68 | 66.68 | 0.00% | market | 16.67% | — | -0.29% | 0.44% | -0.73% |
| CHCO | 2017-07-24 | 2017-07-25 | 2017-08-08 | 1 | 68.99 | 68.99 | 0.00% | market | 13.25% | — | -6.61% | -0.17% | -6.44% |
| HWM | 2017-07-24 | 2017-07-25 | 2017-08-08 | 1 | 25.50 | 25.50 | 0.00% | market | 23.08% | — | -2.10% | -0.17% | -1.93% |
| MC | 2017-07-24 | 2017-07-25 | 2017-08-08 | 1 | 43.10 | 43.10 | 0.00% | market | 40.43% | — | -8.22% | -0.17% | -8.05% |
| RYAAY | 2017-07-24 | 2017-07-25 | 2017-08-08 | 1 | 45.49 | 45.49 | 0.00% | market | 20.34% | — | 1.94% | -0.17% | 2.11% |
| BIIB | 2017-07-25 | 2017-07-26 | 2017-08-09 | 1 | 288.55 | 288.55 | 0.00% | market | 14.29% | — | -0.03% | -0.20% | 0.17% |
| CHE | 2017-07-25 | 2017-07-26 | 2017-08-09 | 1 | 200.90 | 200.90 | 0.00% | market | 14.36% | — | -2.86% | -0.20% | -2.66% |
| CHGG | 2017-07-25 | 2017-07-26 | 2017-08-09 | 1 | 13.43 | 13.43 | 0.00% | market | 50.00% | — | 11.29% | -0.20% | 11.49% |
| CNC | 2017-07-25 | 2017-07-26 | 2017-08-09 | 1 | 41.43 | 41.43 | 0.00% | market | 21.21% | — | -0.24% | -0.20% | -0.04% |
| CVLT | 2017-07-25 | 2017-07-26 | 2017-08-09 | 1 | 63.30 | 63.30 | 0.00% | market | 16.67% | — | -8.00% | -0.20% | -7.80% |
| DLB | 2017-07-25 | 2017-07-26 | 2017-08-09 | 1 | 52.96 | 52.96 | 0.00% | market | 12.31% | — | -3.65% | -0.20% | -3.45% |
| HLI | 2017-07-25 | 2017-07-26 | 2017-08-09 | 1 | 38.91 | 38.91 | 0.00% | market | 13.64% | — | -9.22% | -0.20% | -9.02% |
| JBLU | 2017-07-25 | 2017-07-26 | 2017-08-09 | 1 | 22.61 | 22.61 | 0.00% | market | 12.28% | — | -3.46% | -0.20% | -3.26% |
| RNR | 2017-07-25 | 2017-07-26 | 2017-08-09 | 1 | 148.00 | 148.00 | 0.00% | market | 19.74% | — | 0.06% | -0.20% | 0.26% |
| TRN | 2017-07-25 | 2017-07-26 | 2017-08-09 | 1 | 20.54 | 20.54 | 0.00% | market | 13.79% | — | 0.87% | -0.20% | 1.08% |
| TROW | 2017-07-25 | 2017-07-26 | 2017-08-09 | 1 | 84.11 | 84.11 | 0.00% | market | 15.38% | — | -1.21% | -0.20% | -1.00% |
| ZION | 2017-07-25 | 2017-07-26 | 2017-08-09 | 1 | 46.00 | 46.00 | 0.00% | market | 17.74% | — | -1.64% | -0.20% | -1.44% |
| ARR | 2017-07-26 | 2017-07-27 | 2017-08-10 | 1 | 125.90 | 125.90 | 0.00% | market | 447.62% | — | 2.76% | -1.69% | 4.45% |
| CMPR | 2017-07-26 | 2017-07-27 | 2017-08-10 | 1 | 80.61 | 80.61 | 0.00% | market | 322.22% | — | 7.68% | -1.69% | 9.37% |
| CNO | 2017-07-26 | 2017-07-27 | 2017-08-10 | 1 | 22.35 | 22.35 | 0.00% | market | 21.62% | — | 5.18% | -1.69% | 6.87% |
| ENIC | 2017-07-26 | 2017-07-27 | 2017-08-10 | 1 | 5.65 | 5.65 | 0.00% | market | 36.07% | — | -3.64% | -1.69% | -1.95% |
| F | 2017-07-26 | 2017-07-27 | 2017-08-10 | 1 | 11.08 | 11.08 | 0.00% | market | 30.23% | — | -2.90% | -1.69% | -1.20% |
| FTI | 2017-07-26 | 2017-07-27 | 2017-08-10 | 1 | 23.33 | 23.33 | 0.00% | market | 21.62% | — | -5.80% | -1.69% | -4.11% |
| GILD | 2017-07-26 | 2017-07-27 | 2017-08-10 | 1 | 75.43 | 75.43 | 0.00% | market | 19.07% | — | -3.72% | -1.69% | -2.03% |
| GTY | 2017-07-26 | 2017-07-27 | 2017-08-10 | 1 | 25.54 | 25.54 | 0.00% | market | 59.26% | — | 2.17% | -1.69% | 3.86% |
| HUBG | 2017-07-26 | 2017-07-27 | 2017-08-10 | 1 | 19.30 | 19.30 | 0.00% | market | 52.63% | — | -9.53% | -1.69% | -7.84% |
| KIM | 2017-07-26 | 2017-07-27 | 2017-08-10 | 1 | 20.10 | 20.10 | 0.00% | market | 121.43% | — | 1.69% | -1.69% | 3.38% |
| KN | 2017-07-26 | 2017-07-27 | 2017-08-10 | 1 | 15.91 | 15.91 | 0.00% | market | 18.18% | — | -5.88% | -1.69% | -4.19% |
| RUSHA | 2017-07-26 | 2017-07-27 | 2017-08-10 | 1 | 17.16 | 17.16 | 0.00% | market | 41.18% | — | 1.36% | -1.69% | 3.05% |
| ACIW | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 24.05 | 24.05 | 0.00% | market | 125.00% | — | -11.24% | -1.03% | -10.22% |
| ADEA | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 7.79 | 7.79 | 0.00% | market | 24.14% | — | -12.94% | -1.03% | -11.91% |
| ALKS | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 54.68 | 54.68 | 0.00% | market | 207.69% | — | -5.17% | -1.03% | -4.14% |
| ATEN | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 6.15 | 6.15 | 0.00% | market | 33.33% | — | 2.50% | -1.03% | 3.53% |
| ATRC | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 22.73 | 22.73 | 0.00% | market | 16.00% | — | 0.21% | -1.03% | 1.23% |
| BBD | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 5.34 | 5.34 | 0.00% | market | 16.67% | — | 6.45% | -1.03% | 7.48% |
| BBW | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 9.60 | 9.60 | 0.00% | market | 25.00% | — | -5.31% | -1.03% | -4.28% |
| CBRE | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 37.79 | 37.79 | 0.00% | market | 22.64% | — | -5.45% | -1.03% | -4.42% |
| CCJ | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 10.41 | 10.41 | 0.00% | market | 27.27% | — | -6.82% | -1.03% | -5.80% |
| CLF | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 7.25 | 7.25 | 0.00% | market | 44.44% | — | -0.93% | -1.03% | 0.10% |
| COHU | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 20.27 | 20.27 | 0.00% | market | 23.08% | — | -14.11% | -1.03% | -13.09% |
| COLM | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 57.65 | 57.65 | 0.00% | market | 15.00% | — | 0.87% | -1.03% | 1.90% |
| COP | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 44.73 | 44.73 | 0.00% | market | 1033.60% | — | 0.03% | -1.03% | 1.06% |
| CRS | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 40.10 | 40.10 | 0.00% | market | 16.00% | — | -5.59% | -1.03% | -4.56% |
| CVE | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 8.71 | 8.71 | 0.00% | market | 677.43% | — | -8.14% | -1.03% | -7.11% |
| CVI | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 15.58 | 15.58 | 0.00% | market | 63.64% | — | -12.81% | -1.03% | -11.78% |
| DECK | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 10.65 | 10.65 | 0.00% | market | 25.00% | — | 1.03% | -1.03% | 2.05% |
| EA | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 114.00 | 114.00 | 0.00% | market | 71.43% | — | 1.17% | -1.03% | 2.20% |
| EME | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 68.32 | 68.32 | 0.00% | market | 13.10% | — | -4.74% | -1.03% | -3.71% |
| ENVA | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 14.60 | 14.60 | 0.00% | market | 13.89% | — | -13.46% | -1.03% | -12.43% |
| HP | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 51.70 | 51.70 | 0.00% | market | 41.94% | — | -10.78% | -1.03% | -9.75% |
| HTH | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 26.71 | 26.71 | 0.00% | market | 46.51% | — | -5.27% | -1.03% | -4.24% |
| HUN | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 26.76 | 26.76 | 0.00% | market | 28.79% | — | -6.12% | -1.03% | -5.09% |
| KKR | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 19.26 | 19.26 | 0.00% | market | 32.84% | — | -4.88% | -1.03% | -3.85% |
| LAZ | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 46.21 | 46.21 | 0.00% | market | 24.05% | — | -6.74% | -1.03% | -5.72% |
| LPLA | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 45.44 | 45.44 | 0.00% | market | 12.12% | — | 0.41% | -1.03% | 1.43% |
| NMM | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 25.94 | 25.94 | 0.00% | market | 600.00% | — | 9.73% | -1.03% | 10.76% |
| NOK | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 6.31 | 6.31 | 0.00% | market | 96.46% | — | -0.89% | -1.03% | 0.13% |
| PTEN | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 19.36 | 19.36 | 0.00% | market | 25.00% | — | -13.17% | -1.03% | -12.14% |
| RGA | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 135.56 | 135.56 | 0.00% | market | 18.95% | — | 2.06% | -1.03% | 3.09% |
| SAM | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 150.05 | 150.05 | 0.00% | market | 66.67% | — | -1.70% | -1.03% | -0.67% |
| SXC | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 9.35 | 9.35 | 0.00% | market | 50.00% | — | -8.55% | -1.03% | -7.52% |
| TAL | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 24.75 | 24.75 | 0.00% | market | 14.27% | — | 11.58% | -1.03% | 12.60% |
| TBBK | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 7.54 | 7.54 | 0.00% | market | 57.14% | — | -2.49% | -1.03% | -1.46% |
| TCBK | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 35.71 | 35.71 | 0.00% | market | 13.73% | — | 1.66% | -1.03% | 2.69% |
| TEAM | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 37.21 | 37.21 | 0.00% | market | 12.50% | — | -4.80% | -1.03% | -3.78% |
| TFII | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 23.86 | 23.86 | 0.00% | market | 33.30% | — | -2.07% | -1.03% | -1.04% |
| UAN | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 35.00 | 35.00 | 0.00% | market | 25.00% | — | -9.53% | -1.03% | -8.50% |
| UCTT | 2017-07-27 | 2017-07-28 | 2017-08-11 | 1 | 26.02 | 26.02 | 0.00% | market | 21.57% | — | -15.24% | -1.03% | -14.22% |
| ARCB | 2017-07-28 | 2017-07-31 | 2017-08-14 | 3 | 27.25 | 27.25 | 0.00% | market | 18.75% | — | -1.02% | -0.34% | -0.68% |
| ASX | 2017-07-28 | 2017-07-31 | 2017-08-14 | 3 | 6.61 | 6.61 | 0.00% | market | 100.00% | — | -6.30% | -0.34% | -5.97% |
| DCH | 2017-07-28 | 2017-07-31 | 2017-08-14 | 3 | 15.16 | 15.16 | 0.00% | market | 15.12% | — | -4.98% | -0.34% | -4.65% |
| EMBJ | 2017-07-28 | 2017-07-31 | 2017-08-14 | 3 | 20.00 | 20.00 | 0.00% | market | 36.73% | — | 4.95% | -0.34% | 5.29% |
| FBP | 2017-07-28 | 2017-07-31 | 2017-08-14 | 3 | 6.08 | 6.08 | 0.00% | market | 18.18% | — | -5.86% | -0.34% | -5.52% |
| MOG-A | 2017-07-28 | 2017-07-31 | 2017-08-14 | 3 | 76.95 | 76.95 | 0.00% | market | 26.14% | — | -0.97% | -0.34% | -0.64% |
| AEIS | 2017-07-31 | 2017-08-01 | 2017-08-15 | 1 | 74.98 | 74.98 | 0.00% | market | 14.02% | — | -4.29% | -0.38% | -3.90% |
| ALSN | 2017-07-31 | 2017-08-01 | 2017-08-15 | 1 | 39.23 | 39.23 | 0.00% | market | 34.04% | — | -5.33% | -0.38% | -4.94% |
| AMKR | 2017-07-31 | 2017-08-01 | 2017-08-15 | 1 | 10.15 | 10.15 | 0.00% | market | 27.27% | — | -14.48% | -0.38% | -14.10% |
| ARLP | 2017-07-31 | 2017-08-01 | 2017-08-15 | 1 | 20.20 | 20.20 | 0.00% | market | 19.23% | — | -9.26% | -0.38% | -8.87% |
| CGAU | 2017-07-31 | 2017-08-01 | 2017-08-15 | 1 | 5.50 | 5.50 | 0.00% | market | 88.89% | — | -0.10% | -0.38% | 0.28% |
| CNA | 2017-07-31 | 2017-08-01 | 2017-08-15 | 1 | 52.45 | 52.45 | 0.00% | market | 17.33% | — | -0.10% | -0.38% | 0.28% |
| DAC | 2017-07-31 | 2017-08-01 | 2017-08-15 | 1 | 29.40 | 29.40 | 0.00% | market | 13.04% | — | -29.86% | -0.38% | -29.48% |
| DAN | 2017-07-31 | 2017-08-01 | 2017-08-15 | 1 | 23.90 | 23.90 | 0.00% | market | 33.33% | — | -1.27% | -0.38% | -0.89% |
| MATX | 2017-07-31 | 2017-08-01 | 2017-08-15 | 1 | 29.85 | 29.85 | 0.00% | market | 25.00% | — | 1.47% | -0.38% | 1.86% |
| MCY | 2017-07-31 | 2017-08-01 | 2017-08-15 | 1 | 60.40 | 60.40 | 0.00% | market | 33.33% | — | -2.75% | -0.38% | -2.37% |
| PDS | 2017-07-31 | 2017-08-01 | 2017-08-15 | 1 | 58.80 | 58.80 | 0.00% | market | 43.75% | — | -5.88% | -0.38% | -5.50% |
| RITM | 2017-07-31 | 2017-08-01 | 2017-08-15 | 1 | 17.01 | 17.01 | 0.00% | market | 94.34% | — | -1.92% | -0.38% | -1.54% |
| SF | 2017-07-31 | 2017-08-01 | 2017-08-15 | 1 | 22.86 | 22.86 | 0.00% | market | 20.00% | — | -2.20% | -0.38% | -1.82% |
| ACCO | 2017-08-01 | 2017-08-02 | 2017-08-16 | 1 | 11.40 | 11.40 | 0.00% | market | 14.81% | — | -4.05% | -0.21% | -3.83% |
| AFG | 2017-08-01 | 2017-08-02 | 2017-08-16 | 1 | 103.38 | 103.38 | 0.00% | market | 20.15% | — | 0.95% | -0.21% | 1.17% |
| ALL | 2017-08-01 | 2017-08-02 | 2017-08-16 | 1 | 93.14 | 93.14 | 0.00% | market | 56.82% | — | 1.23% | -0.21% | 1.45% |
| AGO | 2017-08-02 | 2017-08-03 | 2017-08-17 | 1 | 45.30 | 45.30 | 0.00% | market | 84.13% | — | -5.57% | -1.71% | -3.87% |
| AIG | 2017-08-02 | 2017-08-03 | 2017-08-17 | 1 | 66.08 | 66.08 | 0.00% | market | 27.50% | — | -6.77% | -1.71% | -5.07% |
| AXGN | 2017-08-02 | 2017-08-03 | 2017-08-17 | 1 | 16.25 | 16.25 | 0.00% | market | 25.00% | — | -3.79% | -1.71% | -2.09% |
| AAOI | 2017-08-03 | 2017-08-04 | 2017-08-18 | 1 | 75.00 | 75.00 | 0.00% | market | 16.67% | — | -14.63% | -1.94% | -12.69% |
| AER | 2017-08-03 | 2017-08-04 | 2017-08-18 | 1 | 49.83 | 49.83 | 0.00% | market | 18.44% | — | -3.85% | -1.94% | -1.91% |
| AGYS | 2017-08-03 | 2017-08-04 | 2017-08-18 | 1 | 10.30 | 10.30 | 0.00% | market | 13.33% | — | 0.19% | -1.94% | 2.13% |
| APPN | 2017-08-03 | 2017-08-04 | 2017-08-18 | 1 | 19.00 | 19.00 | 0.00% | market | 52.94% | — | 7.90% | -1.94% | 9.84% |