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 8: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TPVG | 2020-03-04 | 2020-03-05 | 2020-03-19 | 1 | 13.25 | 13.25 | 0.00% | market | 12.50% | — | -40.02% | -21.14% | -18.89% |
| UFPT | 2020-03-04 | 2020-03-05 | 2020-03-19 | 1 | 52.00 | 52.00 | 0.00% | market | 28.33% | — | -31.25% | -21.14% | -10.11% |
| WLY | 2020-03-04 | 2020-03-05 | 2020-03-19 | 1 | 38.00 | 38.00 | 0.00% | market | 33.33% | — | -8.97% | -21.14% | 12.17% |
| BCRX | 2020-03-05 | 2020-03-06 | 2020-03-20 | 1 | 3.76 | 3.76 | 0.00% | market | 92.00% | — | -50.37% | -21.95% | -28.41% |
| MEI | 2020-03-05 | 2020-03-06 | 2020-03-20 | 1 | 29.54 | 29.54 | 0.00% | market | 18.48% | — | -20.99% | -21.95% | 0.96% |
| OKTA | 2020-03-05 | 2020-03-06 | 2020-03-20 | 1 | 129.15 | 129.15 | 0.00% | market | 80.00% | — | -10.71% | -21.95% | 11.24% |
| OOMA | 2020-03-05 | 2020-03-06 | 2020-03-20 | 1 | 13.75 | 13.75 | 0.00% | market | 868.52% | — | -36.83% | -21.95% | -14.88% |
| RCUS | 2020-03-05 | 2020-03-06 | 2020-03-20 | 1 | 19.43 | 19.43 | 0.00% | market | 22.45% | — | -46.06% | -21.95% | -24.11% |
| VIPS | 2020-03-05 | 2020-03-06 | 2020-03-20 | 1 | 16.14 | 16.14 | 0.00% | market | 30.88% | — | -9.64% | -21.95% | 12.31% |
| GLP | 2020-03-06 | 2020-03-09 | 2020-03-23 | 3 | 11.96 | 11.96 | 0.00% | market | 35.29% | — | -28.36% | -19.02% | -9.35% |
| PAM | 2020-03-10 | 2020-03-11 | 2020-03-25 | 1 | 11.41 | 11.41 | 0.00% | market | 119.56% | — | 1.83% | -12.08% | 13.91% |
| AP | 2020-03-11 | 2020-03-12 | 2020-03-26 | 1 | 2.20 | 2.20 | 0.00% | market | 1300.56% | — | 20.35% | 2.03% | 18.32% |
| BBW | 2020-03-11 | 2020-03-12 | 2020-03-26 | 1 | 2.39 | 2.39 | 0.00% | market | 50.00% | — | -32.32% | 2.03% | -34.35% |
| DQ | 2020-03-11 | 2020-03-12 | 2020-03-26 | 1 | 10.59 | 10.59 | 0.00% | market | 61.11% | — | 12.54% | 2.03% | 10.51% |
| FPI | 2020-03-11 | 2020-03-12 | 2020-03-26 | 1 | 5.50 | 5.50 | 0.00% | market | 16.67% | — | 11.17% | 2.03% | 9.14% |
| KNOP | 2020-03-11 | 2020-03-12 | 2020-03-26 | 1 | 12.12 | 12.12 | 0.00% | market | 30.36% | — | -12.81% | 2.03% | -14.84% |
| NL | 2020-03-11 | 2020-03-12 | 2020-03-26 | 1 | 2.90 | 2.90 | 0.00% | market | 18.18% | — | 2.31% | 2.03% | 0.28% |
| PDD | 2020-03-11 | 2020-03-12 | 2020-03-26 | 1 | 33.90 | 33.90 | 0.00% | market | 23.08% | — | 9.07% | 2.03% | 7.04% |
| UNFI | 2020-03-11 | 2020-03-12 | 2020-03-26 | 1 | 5.80 | 5.80 | 0.00% | market | 18.52% | — | 61.80% | 2.03% | 59.77% |
| CELC | 2020-03-12 | 2020-03-13 | 2020-03-27 | 1 | 6.57 | 6.57 | 0.00% | market | 26.32% | — | -1.47% | -3.68% | 2.21% |
| DOCU | 2020-03-12 | 2020-03-13 | 2020-03-27 | 1 | 75.02 | 75.02 | 0.00% | market | 140.00% | — | 9.96% | -3.68% | 13.64% |
| ERO | 2020-03-12 | 2020-03-13 | 2020-03-27 | 1 | 8.03 | 8.03 | 0.00% | market | 158.82% | — | -9.69% | -3.68% | -6.01% |
| GCO | 2020-03-12 | 2020-03-13 | 2020-03-27 | 1 | 24.06 | 24.06 | 0.00% | market | 12.77% | — | -44.36% | -3.68% | -40.69% |
| SRRK | 2020-03-12 | 2020-03-13 | 2020-03-27 | 1 | 16.09 | 16.09 | 0.00% | market | 31.58% | — | -16.69% | -3.68% | -13.02% |
| LAC | 2020-03-13 | 2020-03-16 | 2020-03-30 | 3 | 1.73 | 1.73 | 0.00% | market | 50.00% | — | -3.57% | 8.49% | -12.06% |
| BE | 2020-03-16 | 2020-03-17 | 2020-03-31 | 1 | 4.64 | 4.64 | 0.00% | market | 2412.14% | — | 12.62% | 5.19% | 7.43% |
| ESTA | 2020-03-16 | 2020-03-17 | 2020-03-31 | 1 | 12.74 | 12.74 | 0.00% | market | 54.24% | — | 13.32% | 5.19% | 8.14% |
| HQY | 2020-03-16 | 2020-03-17 | 2020-03-31 | 1 | 40.91 | 40.91 | 0.00% | market | 14.71% | — | 23.56% | 5.19% | 18.37% |
| TRVI | 2020-03-16 | 2020-03-17 | 2020-03-31 | 1 | 3.72 | 3.72 | 0.00% | market | 62.75% | — | -11.66% | 5.19% | -16.85% |
| TSQ | 2020-03-16 | 2020-03-17 | 2020-03-31 | 1 | 3.90 | 3.90 | 0.00% | market | 196.00% | — | 18.11% | 5.19% | 12.92% |
| DBI | 2020-03-17 | 2020-03-18 | 2020-04-01 | 1 | 3.81 | 3.81 | 0.00% | market | 16.67% | — | 6.99% | 4.19% | 2.80% |
| ARCO | 2020-03-18 | 2020-03-19 | 2020-04-02 | 1 | 3.20 | 3.20 | 0.00% | market | 157.14% | — | -6.04% | 5.26% | -11.30% |
| PD | 2020-03-18 | 2020-03-19 | 2020-04-02 | 1 | 14.47 | 14.47 | 0.00% | market | 50.00% | — | 9.71% | 5.26% | 4.46% |
| TCOM | 2020-03-18 | 2020-03-19 | 2020-04-02 | 1 | 21.40 | 21.40 | 0.00% | market | 154.55% | — | 4.39% | 5.26% | -0.87% |
| TEO | 2020-03-18 | 2020-03-19 | 2020-04-02 | 1 | 7.79 | 7.79 | 0.00% | market | 135.71% | — | 12.61% | 5.26% | 7.35% |
| ARQT | 2020-03-19 | 2020-03-20 | 2020-04-03 | 1 | 25.95 | 25.95 | 0.00% | market | 32.90% | — | -2.41% | 2.33% | -4.75% |
| CIG-C | 2020-03-19 | 2020-03-20 | 2020-04-03 | 1 | 0.94 | 0.94 | 0.00% | market | 118.11% | — | -5.72% | 2.33% | -8.05% |
| LEN | 2020-03-19 | 2020-03-20 | 2020-04-03 | 1 | 32.26 | 32.26 | 0.00% | market | 51.19% | — | 3.40% | 2.33% | 1.07% |
| CIG | 2020-03-20 | 2020-03-23 | 2020-04-06 | 3 | 1.25 | 1.25 | 0.00% | market | 81.42% | — | -2.50% | 16.07% | -18.57% |
| IBRX | 2020-03-25 | 2020-03-26 | 2020-04-09 | 1 | 3.03 | 3.03 | 0.00% | market | 20.00% | — | -1.42% | 11.49% | -12.91% |
| YRD | 2020-03-25 | 2020-03-26 | 2020-04-09 | 1 | 3.88 | 3.88 | 0.00% | market | 72.22% | — | -7.83% | 11.49% | -19.33% |
| CLDX | 2020-03-26 | 2020-03-27 | 2020-04-13 | 1 | 1.70 | 1.70 | 0.00% | market | 28.89% | — | 8.72% | 8.84% | -0.12% |
| COGT | 2020-03-26 | 2020-03-27 | 2020-04-13 | 1 | 2.08 | 2.08 | 0.00% | market | 124.56% | — | -23.18% | 8.84% | -32.02% |
| GME | 2020-03-26 | 2020-03-27 | 2020-04-13 | 1 | 1.24 | 1.24 | 0.00% | market | 52.38% | — | -4.13% | 8.84% | -12.97% |
| JEF | 2020-03-26 | 2020-03-27 | 2020-04-13 | 1 | 13.86 | 13.86 | 0.00% | market | 76.19% | — | -6.67% | 8.84% | -15.51% |
| KBH | 2020-03-26 | 2020-03-27 | 2020-04-13 | 1 | 19.51 | 19.51 | 0.00% | market | 40.00% | — | 2.41% | 8.84% | -6.43% |
| SBS | 2020-03-27 | 2020-03-30 | 2020-04-14 | 3 | 1.57 | 1.57 | 0.00% | market | 153.29% | — | 3.08% | 10.99% | -7.90% |
| CHWY | 2020-04-02 | 2020-04-03 | 2020-04-20 | 1 | 35.23 | 35.23 | 0.00% | market | 76.47% | — | 26.84% | 12.29% | 14.54% |
| KMX | 2020-04-02 | 2020-04-03 | 2020-04-20 | 1 | 48.75 | 48.75 | 0.00% | market | 15.04% | — | 32.33% | 12.29% | 20.04% |
| GBX | 2020-04-07 | 2020-04-08 | 2020-04-23 | 1 | 16.80 | 16.80 | 0.00% | market | 58.62% | — | -2.36% | 4.15% | -6.51% |
| LEVI | 2020-04-07 | 2020-04-08 | 2020-04-23 | 1 | 12.75 | 12.75 | 0.00% | market | 14.29% | — | -3.16% | 4.15% | -7.31% |
| JNJ | 2020-04-14 | 2020-04-15 | 2020-04-29 | 1 | 145.55 | 145.55 | 0.00% | market | 15.00% | — | 3.12% | 5.63% | -2.51% |
| BBBY | 2020-04-15 | 2020-04-16 | 2020-04-30 | 1 | 8.56 | 8.56 | 0.00% | market | 80.95% | — | 47.33% | 4.06% | 43.27% |
| PGR | 2020-04-15 | 2020-04-16 | 2020-04-30 | 1 | 79.12 | 79.12 | 0.00% | market | 26.32% | — | -2.40% | 4.06% | -6.46% |
| PNC | 2020-04-15 | 2020-04-16 | 2020-04-30 | 1 | 92.83 | 92.83 | 0.00% | market | 14.04% | — | 14.81% | 4.06% | 10.75% |
| USB | 2020-04-15 | 2020-04-16 | 2020-04-30 | 1 | 33.02 | 33.02 | 0.00% | market | 24.14% | — | 10.44% | 4.06% | 6.38% |
| BNY | 2020-04-16 | 2020-04-17 | 2020-05-01 | 1 | 37.47 | 37.47 | 0.00% | market | 16.67% | — | -4.02% | -0.91% | -3.12% |
| IIIN | 2020-04-16 | 2020-04-17 | 2020-05-01 | 1 | 17.89 | 17.89 | 0.00% | market | 140.00% | — | -3.12% | -0.91% | -2.21% |
| SON | 2020-04-16 | 2020-04-17 | 2020-05-01 | 1 | 50.00 | 50.00 | 0.00% | market | 13.25% | — | -2.56% | -0.91% | -1.65% |
| WAL | 2020-04-16 | 2020-04-17 | 2020-05-01 | 1 | 29.77 | 29.77 | 0.00% | market | 15.28% | — | 12.83% | -0.91% | 13.74% |
| MUSA | 2020-04-17 | 2020-04-20 | 2020-05-04 | 3 | 108.60 | 108.60 | 0.00% | market | 31.53% | — | 1.70% | 0.34% | 1.36% |
| STT | 2020-04-17 | 2020-04-20 | 2020-05-04 | 3 | 57.54 | 57.54 | 0.00% | market | 23.70% | — | 1.39% | 0.34% | 1.05% |
| BOH | 2020-04-20 | 2020-04-21 | 2020-05-05 | 1 | 59.10 | 59.10 | 0.00% | market | 19.18% | — | 3.57% | 3.42% | 0.15% |
| HAL | 2020-04-20 | 2020-04-21 | 2020-05-05 | 1 | 7.31 | 7.31 | 0.00% | market | 24.00% | — | 34.78% | 3.42% | 31.37% |
| KALU | 2020-04-20 | 2020-04-21 | 2020-05-05 | 1 | 74.11 | 74.11 | 0.00% | market | 20.25% | — | -9.60% | 3.42% | -13.02% |
| TFC | 2020-04-20 | 2020-04-21 | 2020-05-05 | 1 | 33.91 | 33.91 | 0.00% | market | 23.88% | — | 3.85% | 3.42% | 0.43% |
| DOV | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 86.81 | 86.81 | 0.00% | market | 14.88% | — | 4.00% | 2.12% | 1.88% |
| EMR | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 52.34 | 52.34 | 0.00% | market | 20.27% | — | 4.18% | 2.12% | 2.06% |
| GPK | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 13.26 | 13.26 | 0.00% | market | 24.00% | — | -5.45% | 2.12% | -7.57% |
| KO | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 46.05 | 46.05 | 0.00% | market | 15.91% | — | -2.92% | 2.12% | -5.04% |
| MLI | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 5.88 | 5.88 | 0.00% | market | 25.49% | — | 1.94% | 2.12% | -0.18% |
| SFNC | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 18.00 | 18.00 | 0.00% | market | 58.14% | — | -8.60% | 2.12% | -10.72% |
| SYF | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 15.63 | 15.63 | 0.00% | market | 550.00% | — | 10.58% | 2.12% | 8.46% |
| TER | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 66.28 | 66.28 | 0.00% | market | 13.64% | — | -8.82% | 2.12% | -10.94% |
| TFII | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 23.18 | 23.18 | 0.00% | market | 26.53% | — | 14.70% | 2.12% | 12.58% |
| USNA | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 75.77 | 75.77 | 0.00% | market | 46.43% | — | 9.24% | 2.12% | 7.12% |
| WTFC | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 35.25 | 35.25 | 0.00% | market | 40.54% | — | 1.26% | 2.12% | -0.86% |
| AA | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 7.91 | 7.91 | 0.00% | market | 20.69% | — | -5.41% | 2.56% | -7.97% |
| AXTI | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 4.20 | 4.20 | 0.00% | market | 80.00% | — | 33.23% | 2.56% | 30.67% |
| BIIB | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 293.61 | 293.61 | 0.00% | market | 18.24% | — | 6.85% | 2.56% | 4.28% |
| BKR | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 13.16 | 13.16 | 0.00% | market | 22.22% | — | 6.43% | 2.56% | 3.87% |
| DAL | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 22.65 | 22.65 | 0.00% | market | 29.17% | — | -4.38% | 2.56% | -6.95% |
| EVR | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 48.47 | 48.47 | 0.00% | market | 17.48% | — | 3.78% | 2.56% | 1.22% |
| FNF | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 24.55 | 24.55 | 0.00% | market | 32.73% | — | -1.93% | 2.56% | -4.50% |
| HNI | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 22.54 | 22.54 | 0.00% | market | 520.00% | — | -0.50% | 2.56% | -3.06% |
| LVS | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 45.17 | 45.17 | 0.00% | market | 62.50% | — | 4.77% | 2.56% | 2.21% |
| MC | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 29.10 | 29.10 | 0.00% | market | 32.35% | — | 2.27% | 2.56% | -0.29% |
| RUSHA | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 15.53 | 15.53 | 0.00% | market | 64.71% | — | 5.24% | 2.56% | 2.68% |
| SLG | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 47.18 | 47.18 | 0.00% | market | 22.78% | — | 4.99% | 2.56% | 2.42% |
| SLGN | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 33.57 | 33.57 | 0.00% | market | 14.00% | — | 0.02% | 2.56% | -2.54% |
| VMI | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 116.02 | 116.02 | 0.00% | market | 43.17% | — | -6.16% | 2.56% | -8.72% |
| ASB | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 12.33 | 12.33 | 0.00% | market | 180.00% | — | 14.99% | 4.17% | 10.81% |
| ASR | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 96.49 | 96.49 | 0.00% | market | 20.81% | — | 9.74% | 4.17% | 5.56% |
| FNB | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 7.27 | 7.27 | 0.00% | market | 23.08% | — | 6.09% | 4.17% | 1.92% |
| FOR | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 11.77 | 11.77 | 0.00% | market | 25.00% | — | 16.72% | 4.17% | 12.55% |
| HRI | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 22.60 | 22.60 | 0.00% | market | 114.81% | — | 12.86% | 4.17% | 8.69% |
| HZO | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 13.34 | 13.34 | 0.00% | market | 21.05% | — | 16.99% | 4.17% | 12.82% |
| INTC | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 56.20 | 56.20 | 0.00% | market | 13.28% | — | 6.07% | 4.17% | 1.90% |
| MBIN | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 9.33 | 9.33 | 0.00% | market | 36.11% | — | 6.55% | 4.17% | 2.37% |
| MMSI | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 43.00 | 43.00 | 0.00% | market | 40.74% | — | -3.19% | 4.17% | -7.36% |
| ORI | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 15.06 | 15.06 | 0.00% | market | 104.35% | — | 4.48% | 4.17% | 0.31% |
| UNP | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 156.48 | 156.48 | 0.00% | market | 13.16% | — | 1.04% | 4.17% | -3.13% |
| VLRS | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 3.80 | 3.80 | 0.00% | market | 60.00% | — | 21.48% | 4.17% | 17.31% |
| FCX | 2020-04-24 | 2020-04-27 | 2020-05-11 | 3 | 8.62 | 8.62 | 0.00% | market | 27.27% | — | 4.08% | 2.59% | 1.49% |
| MOG-A | 2020-04-24 | 2020-04-27 | 2020-05-11 | 3 | 48.24 | 48.24 | 0.00% | market | 12.12% | — | -3.85% | 2.59% | -6.44% |
| SNY | 2020-04-24 | 2020-04-27 | 2020-05-11 | 3 | 51.02 | 51.02 | 0.00% | market | 18.42% | — | -5.63% | 2.59% | -8.22% |
| AMKR | 2020-04-27 | 2020-04-28 | 2020-05-12 | 1 | 10.65 | 10.65 | 0.00% | market | 62.50% | — | -6.58% | -1.49% | -5.08% |
| AVT | 2020-04-27 | 2020-04-28 | 2020-05-12 | 1 | 30.91 | 30.91 | 0.00% | market | 31.03% | — | -11.55% | -1.49% | -10.06% |
| CNX | 2020-04-27 | 2020-04-28 | 2020-05-12 | 1 | 12.34 | 12.34 | 0.00% | market | 72.73% | — | -17.77% | -1.49% | -16.27% |
| LXFR | 2020-04-27 | 2020-04-28 | 2020-05-12 | 1 | 15.83 | 15.83 | 0.00% | market | 36.36% | — | -21.26% | -1.49% | -19.77% |
| NOV | 2020-04-27 | 2020-04-28 | 2020-05-12 | 1 | 12.39 | 12.39 | 0.00% | market | 40.00% | — | 3.94% | -1.49% | 5.43% |
| NXPI | 2020-04-27 | 2020-04-28 | 2020-05-12 | 1 | 105.02 | 105.02 | 0.00% | market | 48.91% | — | -6.47% | -1.49% | -4.98% |
| PI | 2020-04-27 | 2020-04-28 | 2020-05-12 | 1 | 23.79 | 23.79 | 0.00% | market | 316.67% | — | -0.23% | -1.49% | 1.27% |
| PKG | 2020-04-27 | 2020-04-28 | 2020-05-12 | 1 | 93.96 | 93.96 | 0.00% | market | 22.95% | — | 1.18% | -1.49% | 2.67% |
| ACA | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 42.17 | 42.17 | 0.00% | market | 39.22% | — | -23.58% | -3.41% | -20.17% |
| CALX | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 10.86 | 10.86 | 0.00% | market | 42.86% | — | 3.21% | -3.41% | 6.62% |
| CCEP | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 39.89 | 39.89 | 0.00% | market | 370.00% | — | -12.21% | -3.41% | -8.80% |
| CHCO | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 70.90 | 70.90 | 0.00% | market | 69.52% | — | -21.26% | -3.41% | -17.85% |
| CMI | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 165.89 | 165.89 | 0.00% | market | 45.87% | — | -11.08% | -3.41% | -7.67% |
| DHI | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 47.10 | 47.10 | 0.00% | market | 16.07% | — | -3.09% | -3.41% | 0.31% |
| DTW | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 25.47 | 25.47 | 0.00% | market | 18.92% | — | 2.53% | -3.41% | 5.94% |
| GLW | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 22.37 | 22.37 | 0.00% | market | 17.65% | — | -12.35% | -3.41% | -8.94% |
| IRDM | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 22.47 | 22.47 | 0.00% | market | 62.50% | — | -8.64% | -3.41% | -5.24% |
| KNSA | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 21.10 | 21.10 | 0.00% | market | 22.58% | — | -10.10% | -3.41% | -6.69% |
| LUV | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 29.49 | 29.49 | 0.00% | market | 68.75% | — | -18.72% | -3.41% | -15.31% |
| MKSI | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 101.00 | 101.00 | 0.00% | market | 24.19% | — | -6.77% | -3.41% | -3.37% |
| MTH | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 25.44 | 25.44 | 0.00% | market | 46.03% | — | 5.60% | -3.41% | 9.01% |
| OMAB | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 28.59 | 28.59 | 0.00% | market | 16.67% | — | 4.10% | -3.41% | 7.50% |
| PFE | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 36.46 | 36.46 | 0.00% | market | 12.68% | — | -3.78% | -3.41% | -0.37% |
| SIMO | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 44.00 | 44.00 | 0.00% | market | 19.40% | — | -2.28% | -3.41% | 1.12% |
| SIRI | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 59.20 | 59.20 | 0.00% | market | 40.00% | — | -11.92% | -3.41% | -8.52% |
| TEL | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 76.04 | 76.04 | 0.00% | market | 30.30% | — | -9.69% | -3.41% | -6.28% |
| TENB | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 25.98 | 25.98 | 0.00% | market | 52.63% | — | 8.52% | -3.41% | 11.93% |
| TNET | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 50.00 | 50.00 | 0.00% | market | 54.95% | — | -10.22% | -3.41% | -6.81% |
| TX | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 13.43 | 13.43 | 0.00% | market | 309.09% | — | -2.56% | -3.41% | 0.85% |
| UIS | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 12.87 | 12.87 | 0.00% | market | 105.26% | — | -21.31% | -3.41% | -17.91% |
| ADM | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 38.40 | 38.40 | 0.00% | market | 20.75% | — | -11.14% | -2.31% | -8.83% |
| AGI | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 8.35 | 8.35 | 0.00% | market | 60.00% | — | -2.02% | -2.31% | 0.29% |
| ALKS | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 14.61 | 14.61 | 0.00% | market | 112.50% | — | 1.82% | -2.31% | 4.13% |
| AM | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 4.31 | 4.31 | 0.00% | market | 15.00% | — | -17.27% | -2.31% | -14.96% |
| BA | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 137.67 | 137.67 | 0.00% | market | 16.67% | — | -11.10% | -2.31% | -8.79% |
| CCS | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 22.78 | 22.78 | 0.00% | market | 21.88% | — | 0.51% | -2.31% | 2.83% |
| CLS | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 6.09 | 6.09 | 0.00% | market | 128.57% | — | -9.30% | -2.31% | -6.98% |
| DB | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 7.32 | 7.32 | 0.00% | market | 116.67% | — | -9.12% | -2.31% | -6.81% |
| EAT | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 24.43 | 24.43 | 0.00% | market | 166.67% | — | -22.65% | -2.31% | -20.34% |
| EPD | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 18.48 | 18.48 | 0.00% | market | 17.31% | — | -7.30% | -2.31% | -4.99% |
| FSS | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 27.48 | 27.48 | 0.00% | market | 18.18% | — | -5.85% | -2.31% | -3.54% |
| GSK | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 42.90 | 42.90 | 0.00% | market | 22.22% | — | -4.86% | -2.31% | -2.54% |
| JOE | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 17.87 | 17.87 | 0.00% | market | 81.25% | — | -3.96% | -2.31% | -1.65% |
| KAI | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 85.42 | 85.42 | 0.00% | market | 23.86% | — | 2.52% | -2.31% | 4.83% |
| LH | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 144.90 | 144.90 | 0.00% | market | 34.66% | — | -3.02% | -2.31% | -0.71% |
| MAS | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 40.98 | 40.98 | 0.00% | market | 27.78% | — | 0.90% | -2.31% | 3.21% |
| MHO | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 26.20 | 26.20 | 0.00% | market | 31.33% | — | -4.22% | -2.31% | -1.91% |
| MTDR | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 7.35 | 7.35 | 0.00% | market | 233.33% | — | -6.90% | -2.31% | -4.59% |
| MTSI | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 31.55 | 31.55 | 0.00% | market | 70.00% | — | -7.71% | -2.31% | -5.40% |
| MYRG | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 28.64 | 28.64 | 0.00% | market | 13.46% | — | -16.06% | -2.31% | -13.75% |
| AEM | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 57.77 | 57.77 | 0.00% | market | 27.78% | — | 19.22% | 0.34% | 18.88% |
| AGIO | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 40.47 | 40.47 | 0.00% | market | 65.29% | — | 14.28% | 0.34% | 13.94% |
| AMGN | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 233.00 | 233.00 | 0.00% | market | 12.70% | — | 2.99% | 0.34% | 2.65% |
| ASPN | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 5.47 | 5.47 | 0.00% | market | 43.48% | — | 7.58% | 0.34% | 7.24% |
| ARR | 2020-05-01 | 2020-05-04 | 2020-05-18 | 3 | 39.10 | 39.10 | 0.00% | market | 313.46% | — | -0.23% | 5.08% | -5.31% |
| ASIX | 2020-05-01 | 2020-05-04 | 2020-05-18 | 3 | 12.00 | 12.00 | 0.00% | market | 93.75% | — | -4.93% | 5.08% | -10.01% |
| ALSN | 2020-05-04 | 2020-05-05 | 2020-05-19 | 1 | 36.16 | 36.16 | 0.00% | market | 20.00% | — | -2.42% | 1.86% | -4.28% |
| BSM | 2020-05-04 | 2020-05-05 | 2020-05-19 | 1 | 6.20 | 6.20 | 0.00% | market | 15.00% | — | 4.90% | 1.86% | 3.04% |
| BWXT | 2020-05-04 | 2020-05-05 | 2020-05-19 | 1 | 52.83 | 52.83 | 0.00% | market | 31.67% | — | 8.59% | 1.86% | 6.73% |
| CAR | 2020-05-04 | 2020-05-05 | 2020-05-19 | 1 | 14.31 | 14.31 | 0.00% | market | 26.70% | — | -4.29% | 1.86% | -6.15% |
| ACLS | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 25.31 | 25.31 | 0.00% | market | 32.00% | — | -0.02% | 3.09% | -3.11% |
| ADNT | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 15.97 | 15.97 | 0.00% | market | 93.75% | — | 4.35% | 3.09% | 1.26% |
| AER | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 28.70 | 28.70 | 0.00% | market | 22.29% | — | -1.63% | 3.09% | -4.72% |
| AGCO | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 49.79 | 49.79 | 0.00% | market | 104.76% | — | 2.51% | 3.09% | -0.58% |
| ALK | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 28.88 | 28.88 | 0.00% | market | 35.43% | — | 4.68% | 3.09% | 1.59% |
| ALL | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 102.33 | 102.33 | 0.00% | market | 13.46% | — | -5.32% | 3.09% | -8.40% |
| APTV | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 68.33 | 68.33 | 0.00% | market | 112.50% | — | 4.85% | 3.09% | 1.76% |
| ASC | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 6.05 | 6.05 | 0.00% | market | 42.86% | — | -15.80% | 3.09% | -18.89% |
| ATI | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 7.79 | 7.79 | 0.00% | market | 100.00% | — | 0.54% | 3.09% | -2.54% |
| ATKR | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 23.95 | 23.95 | 0.00% | market | 16.47% | — | 5.62% | 3.09% | 2.53% |
| BKD | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 3.10 | 3.10 | 0.00% | market | 61.29% | — | 11.51% | 3.09% | 8.43% |
| ADEA | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 4.19 | 4.19 | 0.00% | market | 20.29% | — | -4.63% | 2.48% | -7.11% |
| ALB | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 59.90 | 59.90 | 0.00% | market | 20.48% | — | 13.37% | 2.48% | 10.89% |
| ALNY | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 144.14 | 144.14 | 0.00% | market | 14.29% | — | -1.68% | 2.48% | -4.16% |
| AMP | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 117.88 | 117.88 | 0.00% | market | 39.43% | — | 11.98% | 2.48% | 9.50% |
| ANAB | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 12.09 | 12.09 | 0.00% | market | 53.13% | — | 7.01% | 2.48% | 4.54% |
| AP | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 3.10 | 3.10 | 0.00% | market | 145.45% | — | 2.80% | 2.48% | 0.33% |
| APA | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 11.44 | 11.44 | 0.00% | market | 56.67% | — | 5.23% | 2.48% | 2.75% |
| ARES | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 34.50 | 34.50 | 0.00% | market | 12.50% | — | 1.12% | 2.48% | -1.36% |
| AXGN | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 9.36 | 9.36 | 0.00% | market | 24.00% | — | -13.78% | 2.48% | -16.25% |
| BIO | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 464.46 | 464.46 | 0.00% | market | 36.43% | — | 0.40% | 2.48% | -2.08% |
| BWA | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 25.37 | 25.37 | 0.00% | market | 54.00% | — | 3.57% | 2.48% | 1.09% |
| CARS | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 6.41 | 6.41 | 0.00% | market | 45.45% | — | -4.94% | 2.48% | -7.41% |
| CECO | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 4.83 | 4.83 | 0.00% | market | 50.00% | — | 4.87% | 2.48% | 2.39% |
| CIM | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 23.88 | 23.88 | 0.00% | market | 78.13% | — | 1.66% | 2.48% | -0.82% |
| ANIP | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 33.98 | 33.98 | 0.00% | market | 16.85% | — | -7.19% | 1.49% | -8.69% |
| APPN | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 49.76 | 49.76 | 0.00% | market | 42.86% | — | 24.58% | 1.49% | 23.08% |
| ATEN | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 7.23 | 7.23 | 0.00% | market | 212.50% | — | -8.12% | 1.49% | -9.62% |
| BATRA | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 20.46 | 20.46 | 0.00% | market | 14.81% | — | 6.30% | 1.49% | 4.81% |
| BATRK | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 20.47 | 20.47 | 0.00% | market | 25.00% | — | 3.61% | 1.49% | 2.12% |
| BGSF | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 9.45 | 9.45 | 0.00% | market | 47.37% | — | 9.74% | 1.49% | 8.25% |
| BILL | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 67.27 | 67.27 | 0.00% | market | 63.64% | — | -1.14% | 1.49% | -2.63% |
| BMY | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 61.83 | 61.83 | 0.00% | market | 16.22% | — | -1.78% | 1.49% | -3.28% |
| BRSP | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 4.93 | 4.93 | 0.00% | market | 117.24% | — | -6.79% | 1.49% | -8.29% |
| CELC | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 5.60 | 5.60 | 0.00% | market | 15.00% | — | 65.44% | 1.49% | 63.94% |
| CLMT | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 1.90 | 1.90 | 0.00% | market | 28.00% | — | 35.16% | 1.49% | 33.67% |
| CNNE | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 33.18 | 33.18 | 0.00% | market | 16240.00% | — | 4.99% | 1.49% | 3.50% |
| DCH | 2020-05-08 | 2020-05-11 | 2020-05-26 | 3 | 5.75 | 5.75 | 0.00% | market | 225.00% | — | 30.33% | 3.01% | 27.32% |
| DXPE | 2020-05-08 | 2020-05-11 | 2020-05-26 | 3 | 15.66 | 15.66 | 0.00% | market | 55.00% | — | 8.33% | 3.01% | 5.32% |
| LEA | 2020-05-08 | 2020-05-11 | 2020-05-26 | 3 | 100.14 | 100.14 | 0.00% | market | 89.81% | — | 9.26% | 3.01% | 6.25% |
| ACEL | 2020-05-11 | 2020-05-12 | 2020-05-27 | 1 | 8.08 | 8.08 | 0.00% | market | 175.00% | — | 17.23% | 3.32% | 13.91% |
| AMR | 2020-05-11 | 2020-05-12 | 2020-05-27 | 1 | 3.79 | 3.79 | 0.00% | market | 79.50% | — | 12.56% | 3.32% | 9.25% |
| AMRX | 2020-05-11 | 2020-05-12 | 2020-05-27 | 1 | 4.65 | 4.65 | 0.00% | market | 150.00% | — | 6.35% | 3.32% | 3.04% |
| AN | 2020-05-11 | 2020-05-12 | 2020-05-27 | 1 | 40.00 | 40.00 | 0.00% | market | 30.00% | — | 5.13% | 3.32% | 1.81% |
| BE | 2020-05-11 | 2020-05-12 | 2020-05-27 | 1 | 8.70 | 8.70 | 0.00% | market | 19.05% | — | -4.24% | 3.32% | -7.55% |
| BHF | 2020-05-11 | 2020-05-12 | 2020-05-27 | 1 | 32.50 | 32.50 | 0.00% | market | 32.65% | — | -2.50% | 3.32% | -5.82% |
| CAH | 2020-05-11 | 2020-05-12 | 2020-05-27 | 1 | 53.46 | 53.46 | 0.00% | market | 13.29% | — | 0.44% | 3.32% | -2.87% |
| CLF | 2020-05-11 | 2020-05-12 | 2020-05-27 | 1 | 4.73 | 4.73 | 0.00% | market | 122.22% | — | 14.91% | 3.32% | 11.60% |
| ALC | 2020-05-12 | 2020-05-13 | 2020-05-28 | 1 | 58.02 | 58.02 | 0.00% | market | 15.38% | — | 6.91% | 5.91% | 1.00% |
| ALGT | 2020-05-12 | 2020-05-13 | 2020-05-28 | 1 | 79.55 | 79.55 | 0.00% | market | 253.45% | — | 33.07% | 5.91% | 27.16% |
| BNTX | 2020-05-12 | 2020-05-13 | 2020-05-28 | 1 | 50.50 | 50.50 | 0.00% | market | 13.33% | — | -7.29% | 5.91% | -13.20% |
| CLSK | 2020-05-12 | 2020-05-13 | 2020-05-28 | 1 | 2.06 | 2.06 | 0.00% | market | 19.81% | — | 1.84% | 5.91% | -4.07% |
| HLI | 2020-05-12 | 2020-05-13 | 2020-05-28 | 1 | 59.55 | 59.55 | 0.00% | market | 24.68% | — | 0.20% | 5.91% | -5.71% |
| PAM | 2020-05-12 | 2020-05-13 | 2020-05-28 | 1 | 11.46 | 11.46 | 0.00% | market | 210.53% | — | -6.47% | 5.91% | -12.38% |
| VSH | 2020-05-12 | 2020-05-13 | 2020-05-28 | 1 | 14.94 | 14.94 | 0.00% | market | 50.00% | — | 8.47% | 5.91% | 2.56% |
| CSCO | 2020-05-13 | 2020-05-14 | 2020-05-29 | 1 | 43.43 | 43.43 | 0.00% | market | 14.49% | — | 10.01% | 9.09% | 0.91% |
| FLO | 2020-05-13 | 2020-05-14 | 2020-05-29 | 1 | 22.89 | 22.89 | 0.00% | market | 20.59% | — | 2.96% | 9.09% | -6.14% |
| JMIA | 2020-05-13 | 2020-05-14 | 2020-05-29 | 1 | 3.95 | 3.95 | 0.00% | market | 26.39% | — | 13.57% | 9.09% | 4.48% |
| OII | 2020-05-13 | 2020-05-14 | 2020-05-29 | 1 | 4.54 | 4.54 | 0.00% | market | 121.05% | — | 41.31% | 9.09% | 32.21% |
| SA | 2020-05-13 | 2020-05-14 | 2020-05-29 | 1 | 14.50 | 14.50 | 0.00% | market | 20.00% | — | 6.87% | 9.09% | -2.23% |
| VEL | 2020-05-13 | 2020-05-14 | 2020-05-29 | 1 | 2.98 | 2.98 | 0.00% | market | 262.50% | — | 30.44% | 9.09% | 21.34% |
| AG | 2020-05-14 | 2020-05-15 | 2020-06-01 | 1 | 8.40 | 8.40 | 0.00% | market | 86.65% | — | 27.64% | 8.21% | 19.43% |
| AGRO | 2020-05-14 | 2020-05-15 | 2020-06-01 | 1 | 3.62 | 3.62 | 0.00% | market | 3900.00% | — | 20.34% | 8.21% | 12.13% |
| AUPH | 2020-05-14 | 2020-05-15 | 2020-06-01 | 1 | 17.00 | 17.00 | 0.00% | market | 25.00% | — | -7.45% | 8.21% | -15.66% |
| BLFS | 2020-05-14 | 2020-05-15 | 2020-06-01 | 1 | 15.79 | 15.79 | 0.00% | market | 38.47% | — | 4.59% | 8.21% | -3.62% |
| FUTU | 2020-05-14 | 2020-05-15 | 2020-06-01 | 1 | 12.85 | 12.85 | 0.00% | market | 83.05% | — | 30.95% | 8.21% | 22.74% |
| GEN | 2020-05-14 | 2020-05-15 | 2020-06-01 | 1 | 20.77 | 20.77 | 0.00% | market | 36.84% | — | 4.43% | 8.21% | -3.78% |
| MSC | 2020-05-14 | 2020-05-15 | 2020-06-01 | 1 | 15.50 | 15.50 | 0.00% | market | 18.84% | — | 7.80% | 8.21% | -0.41% |
| SID | 2020-05-14 | 2020-05-15 | 2020-06-01 | 1 | 1.32 | 1.32 | 0.00% | market | 57.14% | — | 42.32% | 8.21% | 34.12% |
| SSRM | 2020-05-14 | 2020-05-15 | 2020-06-01 | 1 | 19.70 | 19.70 | 0.00% | market | 14.81% | — | 4.06% | 8.21% | -4.15% |
| WNC | 2020-05-14 | 2020-05-15 | 2020-06-01 | 1 | 7.63 | 7.63 | 0.00% | market | 66.67% | — | 19.03% | 8.21% | 10.83% |
| BRT | 2020-05-15 | 2020-05-18 | 2020-06-02 | 3 | 9.35 | 9.35 | 0.00% | market | 218.75% | — | 20.54% | 5.13% | 15.41% |
| MUFG | 2020-05-15 | 2020-05-18 | 2020-06-02 | 3 | 3.88 | 3.88 | 0.00% | market | 257.55% | — | 6.86% | 5.13% | 1.73% |
| SBS | 2020-05-15 | 2020-05-18 | 2020-06-02 | 3 | 1.36 | 1.36 | 0.00% | market | 368.20% | — | 52.84% | 5.13% | 47.71% |
| SMFG | 2020-05-15 | 2020-05-18 | 2020-06-02 | 3 | 5.24 | 5.24 | 0.00% | market | 43.74% | — | 12.69% | 5.13% | 7.56% |
| DAC | 2020-05-18 | 2020-05-19 | 2020-06-03 | 1 | 4.54 | 4.54 | 0.00% | market | 12.61% | — | -4.51% | 6.06% | -10.56% |
| MSGE | 2020-05-18 | 2020-05-19 | 2020-06-03 | 1 | 77.31 | 77.31 | 0.00% | market | 71.25% | — | 0.91% | 6.06% | -5.15% |
| NEXT | 2020-05-18 | 2020-05-19 | 2020-06-03 | 1 | 1.40 | 1.40 | 0.00% | market | 80.00% | — | 19.19% | 6.06% | 13.13% |
| TEO | 2020-05-18 | 2020-05-19 | 2020-06-03 | 1 | 8.02 | 8.02 | 0.00% | market | 1500.00% | — | 17.11% | 6.06% | 11.05% |
| CSV | 2020-05-19 | 2020-05-20 | 2020-06-04 | 1 | 17.36 | 17.36 | 0.00% | market | 12.90% | — | 11.08% | 5.25% | 5.82% |
| DY | 2020-05-19 | 2020-05-20 | 2020-06-04 | 1 | 38.13 | 38.13 | 0.00% | market | 739.94% | — | 11.10% | 5.25% | 5.85% |
| EXP | 2020-05-19 | 2020-05-20 | 2020-06-04 | 1 | 63.22 | 63.22 | 0.00% | market | 50.59% | — | 16.29% | 5.25% | 11.03% |
| DQ | 2020-05-20 | 2020-05-21 | 2020-06-05 | 1 | 11.87 | 11.87 | 0.00% | market | 43.75% | — | -0.88% | 7.60% | -8.47% |
| LOW | 2020-05-20 | 2020-05-21 | 2020-06-05 | 1 | 118.90 | 118.90 | 0.00% | market | 34.09% | — | 10.05% | 7.60% | 2.45% |
| RDY | 2020-05-20 | 2020-05-21 | 2020-06-05 | 1 | 10.18 | 10.18 | 0.00% | market | 24.49% | — | 4.12% | 7.60% | -3.47% |
| BJ | 2020-05-21 | 2020-05-22 | 2020-06-08 | 1 | 35.54 | 35.54 | 0.00% | market | 86.49% | — | -4.83% | 9.72% | -14.55% |
| CAAP | 2020-05-21 | 2020-05-22 | 2020-06-08 | 1 | 2.38 | 2.38 | 0.00% | market | 80.00% | — | 44.86% | 9.72% | 35.14% |
| ECC | 2020-05-21 | 2020-05-22 | 2020-06-08 | 1 | 6.15 | 6.15 | 0.00% | market | 12.50% | — | 30.79% | 9.72% | 21.08% |
| ELF | 2020-05-21 | 2020-05-22 | 2020-06-08 | 1 | 15.87 | 15.87 | 0.00% | market | 100.00% | — | 17.80% | 9.72% | 8.08% |
| PANW | 2020-05-21 | 2020-05-22 | 2020-06-08 | 1 | 40.00 | 40.00 | 0.00% | market | 26.67% | — | -1.02% | 9.72% | -10.74% |
| PLUS | 2020-05-21 | 2020-05-22 | 2020-06-08 | 1 | 41.50 | 41.50 | 0.00% | market | 29.17% | — | -8.03% | 9.72% | -17.75% |
| RAMP | 2020-05-21 | 2020-05-22 | 2020-06-08 | 1 | 42.63 | 42.63 | 0.00% | market | 64.29% | — | 9.14% | 9.72% | -0.58% |
| SNDA | 2020-05-21 | 2020-05-22 | 2020-06-08 | 1 | 8.40 | 8.40 | 0.00% | market | 58.33% | — | 164.19% | 9.72% | 154.47% |
| TK | 2020-05-21 | 2020-05-22 | 2020-06-08 | 1 | 3.06 | 3.06 | 0.00% | market | 127.27% | — | 8.72% | 9.72% | -1.00% |
| XENE | 2020-05-21 | 2020-05-22 | 2020-06-08 | 1 | 14.69 | 14.69 | 0.00% | market | 29.03% | — | -17.66% | 9.72% | -27.38% |
| DE | 2020-05-22 | 2020-05-26 | 2020-06-09 | 4 | 144.46 | 144.46 | 0.00% | market | 30.25% | — | 13.99% | 6.25% | 7.74% |
| OOMA | 2020-05-26 | 2020-05-27 | 2020-06-10 | 1 | 14.69 | 14.69 | 0.00% | market | 345.89% | — | -10.24% | 5.59% | -15.83% |
| BOX | 2020-05-27 | 2020-05-28 | 2020-06-11 | 1 | 20.09 | 20.09 | 0.00% | market | 100.00% | — | -10.60% | -1.33% | -9.28% |
| CANG | 2020-05-27 | 2020-05-28 | 2020-06-11 | 1 | 24.60 | 24.60 | 0.00% | market | 73.81% | — | -3.76% | -1.33% | -2.43% |
| CEPU | 2020-05-27 | 2020-05-28 | 2020-06-11 | 1 | 3.09 | 3.09 | 0.00% | market | 469.15% | — | -16.28% | -1.33% | -14.96% |
| FINV | 2020-05-27 | 2020-05-28 | 2020-06-11 | 1 | 1.56 | 1.56 | 0.00% | market | 111.11% | — | 6.31% | -1.33% | 7.64% |
| HPQ | 2020-05-27 | 2020-05-28 | 2020-06-11 | 1 | 15.70 | 15.70 | 0.00% | market | 15.91% | — | -0.35% | -1.33% | 0.97% |
| LPG | 2020-05-27 | 2020-05-28 | 2020-06-11 | 1 | 8.83 | 8.83 | 0.00% | market | 28.57% | — | -13.12% | -1.33% | -11.80% |
| NTAP | 2020-05-27 | 2020-05-28 | 2020-06-11 | 1 | 44.78 | 44.78 | 0.00% | market | 14.42% | — | -8.23% | -1.33% | -6.90% |
| NTNX | 2020-05-27 | 2020-05-28 | 2020-06-11 | 1 | 23.15 | 23.15 | 0.00% | market | 18.82% | — | -8.48% | -1.33% | -7.15% |
| TOL | 2020-05-27 | 2020-05-28 | 2020-06-11 | 1 | 35.06 | 35.06 | 0.00% | market | 31.11% | — | -13.11% | -1.33% | -11.78% |
| UHAL | 2020-05-27 | 2020-05-28 | 2020-06-11 | 1 | 33.50 | 33.50 | 0.00% | market | 58.62% | — | -7.51% | -1.33% | -6.19% |
| DG | 2020-05-28 | 2020-05-29 | 2020-06-12 | 1 | 184.98 | 184.98 | 0.00% | market | 47.13% | — | -0.63% | 0.58% | -1.21% |
| DXC | 2020-05-28 | 2020-05-29 | 2020-06-12 | 1 | 14.95 | 14.95 | 0.00% | market | 23.71% | — | 8.73% | 0.58% | 8.15% |
| MOD | 2020-05-28 | 2020-05-29 | 2020-06-12 | 1 | 4.91 | 4.91 | 0.00% | market | 84.62% | — | 8.86% | 0.58% | 8.28% |
| MRVL | 2020-05-28 | 2020-05-29 | 2020-06-12 | 1 | 32.57 | 32.57 | 0.00% | market | 28.57% | — | 3.46% | 0.58% | 2.88% |
| NIO | 2020-05-28 | 2020-05-29 | 2020-06-12 | 1 | 3.82 | 3.82 | 0.00% | market | 15.03% | — | 59.59% | 0.58% | 59.01% |
| NVGS | 2020-05-28 | 2020-05-29 | 2020-06-12 | 1 | 5.27 | 5.27 | 0.00% | market | 20100.00% | — | 30.83% | 0.58% | 30.25% |
| OKTA | 2020-05-28 | 2020-05-29 | 2020-06-12 | 1 | 184.32 | 184.32 | 0.00% | market | 61.11% | — | -2.86% | 0.58% | -3.43% |
| P | 2020-05-28 | 2020-05-29 | 2020-06-12 | 1 | 17.00 | 17.00 | 0.00% | market | 87.50% | — | -6.04% | 0.58% | -6.62% |
| QFIN | 2020-05-28 | 2020-05-29 | 2020-06-12 | 1 | 9.50 | 9.50 | 0.00% | market | 260.00% | — | 1.79% | 0.58% | 1.22% |
| SUPV | 2020-05-28 | 2020-05-29 | 2020-06-12 | 1 | 2.16 | 2.16 | 0.00% | market | 36.84% | — | 19.34% | 0.58% | 18.77% |
| ZS | 2020-05-28 | 2020-05-29 | 2020-06-12 | 1 | 87.08 | 87.08 | 0.00% | market | 213.48% | — | 17.57% | 0.58% | 16.99% |
| FRO | 2020-05-29 | 2020-06-01 | 2020-06-15 | 3 | 9.42 | 9.42 | 0.00% | market | 27.19% | — | -14.33% | 1.13% | -15.45% |
| MOGU | 2020-05-29 | 2020-06-01 | 2020-06-15 | 3 | 14.76 | 14.76 | 0.00% | market | 21.51% | — | 32.42% | 1.13% | 31.29% |
| EMBJ | 2020-06-01 | 2020-06-02 | 2020-06-16 | 1 | 5.78 | 5.78 | 0.00% | market | 14.93% | — | 20.32% | 2.09% | 18.22% |
| PUMP | 2020-06-01 | 2020-06-02 | 2020-06-16 | 1 | 4.90 | 4.90 | 0.00% | market | 23.53% | — | 21.94% | 2.09% | 19.85% |
| AMBA | 2020-06-02 | 2020-06-03 | 2020-06-17 | 1 | 58.19 | 58.19 | 0.00% | market | 445.70% | — | -11.77% | 0.46% | -12.23% |
| APG | 2020-06-02 | 2020-06-03 | 2020-06-17 | 1 | 8.07 | 8.07 | 0.00% | market | 44.44% | — | 13.41% | 0.46% | 12.95% |
| CRWD | 2020-06-02 | 2020-06-03 | 2020-06-17 | 1 | 25.00 | 25.00 | 0.00% | market | 133.33% | — | -1.42% | 0.46% | -1.88% |
| BAK | 2020-06-03 | 2020-06-04 | 2020-06-18 | 1 | 10.95 | 10.95 | 0.00% | market | 65.84% | — | -13.07% | 0.22% | -13.28% |
| ESTC | 2020-06-03 | 2020-06-04 | 2020-06-18 | 1 | 83.14 | 83.14 | 0.00% | market | 61.29% | — | 7.56% | 0.22% | 7.35% |
| GWRE | 2020-06-03 | 2020-06-04 | 2020-06-18 | 1 | 113.99 | 113.99 | 0.00% | market | 250.00% | — | -6.18% | 0.22% | -6.39% |
| DLNG | 2020-06-04 | 2020-06-05 | 2020-06-19 | 1 | 2.04 | 2.04 | 0.00% | market | 33.33% | — | 65.59% | -2.71% | 68.29% |
| HOV | 2020-06-04 | 2020-06-05 | 2020-06-19 | 1 | 23.71 | 23.71 | 0.00% | market | 145.45% | — | -1.79% | -2.71% | 0.92% |
| MDB | 2020-06-04 | 2020-06-05 | 2020-06-19 | 1 | 201.14 | 201.14 | 0.00% | market | 48.00% | — | 2.29% | -2.71% | 4.99% |
| MTN | 2020-06-04 | 2020-06-05 | 2020-06-19 | 1 | 211.81 | 211.81 | 0.00% | market | 14.02% | — | -14.01% | -2.71% | -11.31% |
| PD | 2020-06-04 | 2020-06-05 | 2020-06-19 | 1 | 25.31 | 25.31 | 0.00% | market | 55.56% | — | 20.72% | -2.71% | 23.43% |
| RH | 2020-06-04 | 2020-06-05 | 2020-06-19 | 1 | 261.01 | 261.01 | 0.00% | market | 58.75% | — | -4.27% | -2.71% | -1.56% |
| SJM | 2020-06-04 | 2020-06-05 | 2020-06-19 | 1 | 109.00 | 109.00 | 0.00% | market | 12.23% | — | -0.16% | -2.71% | 2.55% |
| YEXT | 2020-06-04 | 2020-06-05 | 2020-06-19 | 1 | 15.82 | 15.82 | 0.00% | market | 23.08% | — | 3.00% | -2.71% | 5.71% |
| PHR | 2020-06-08 | 2020-06-09 | 2020-06-23 | 1 | 31.86 | 31.86 | 0.00% | market | 30.43% | — | -10.58% | -2.58% | -8.01% |
| AGX | 2020-06-09 | 2020-06-10 | 2020-06-24 | 1 | 43.00 | 43.00 | 0.00% | market | 37.50% | — | -4.50% | -5.39% | 0.90% |
| SIG | 2020-06-09 | 2020-06-10 | 2020-06-24 | 1 | 14.19 | 14.19 | 0.00% | market | 35.10% | — | -26.95% | -5.39% | -21.56% |
| UNFI | 2020-06-10 | 2020-06-11 | 2020-06-25 | 1 | 17.00 | 17.00 | 0.00% | market | 22.81% | — | 6.72% | -1.32% | 8.04% |
| WLY | 2020-06-11 | 2020-06-12 | 2020-06-26 | 1 | 36.88 | 36.88 | 0.00% | market | 53.49% | — | 5.32% | -2.66% | 7.98% |
| LEN | 2020-06-15 | 2020-06-16 | 2020-06-30 | 1 | 64.46 | 64.46 | 0.00% | market | 39.83% | — | -4.51% | -2.26% | -2.25% |
| ABM | 2020-06-17 | 2020-06-18 | 2020-07-02 | 1 | 35.40 | 35.40 | 0.00% | market | 122.22% | — | -0.13% | 0.72% | -0.84% |
| CMC | 2020-06-18 | 2020-06-19 | 2020-07-06 | 1 | 20.82 | 20.82 | 0.00% | market | 43.90% | — | -3.51% | 0.92% | -4.43% |
| IVR | 2020-06-22 | 2020-06-23 | 2020-07-08 | 1 | 41.39 | 41.39 | 0.00% | market | 1941.67% | — | -25.40% | 0.86% | -26.25% |
| SID | 2020-06-22 | 2020-06-23 | 2020-07-08 | 1 | 2.16 | 2.16 | 0.00% | market | 44.61% | — | -3.34% | 0.86% | -4.20% |
| WTI | 2020-06-22 | 2020-06-23 | 2020-07-08 | 1 | 2.66 | 2.66 | 0.00% | market | 1376.01% | — | -15.14% | 0.86% | -16.00% |
| BB | 2020-06-24 | 2020-06-25 | 2020-07-10 | 1 | 4.63 | 4.63 | 0.00% | market | 220.00% | — | 2.06% | 4.65% | -2.59% |
| FUL | 2020-06-24 | 2020-06-25 | 2020-07-10 | 1 | 42.33 | 42.33 | 0.00% | market | 23.64% | — | 1.74% | 4.65% | -2.91% |
| WGO | 2020-06-24 | 2020-06-25 | 2020-07-10 | 1 | 66.00 | 66.00 | 0.00% | market | 36.59% | — | -7.96% | 4.65% | -12.62% |
| CRC | 2020-06-25 | 2020-06-26 | 2020-07-13 | 1 | 1.35 | 1.35 | 0.00% | market | 90.64% | — | -15.66% | 2.84% | -18.49% |
| DRI | 2020-06-25 | 2020-06-26 | 2020-07-13 | 1 | 74.58 | 74.58 | 0.00% | market | 25.30% | — | -2.35% | 2.84% | -5.19% |
| SNX | 2020-06-25 | 2020-06-26 | 2020-07-13 | 1 | 55.55 | 55.55 | 0.00% | market | 258.82% | — | 6.49% | 2.84% | 3.65% |
| WOR | 2020-06-25 | 2020-06-26 | 2020-07-13 | 1 | 22.43 | 22.43 | 0.00% | market | 88.46% | — | -1.53% | 2.84% | -4.36% |
| IMVT | 2020-06-29 | 2020-06-30 | 2020-07-15 | 1 | 25.07 | 25.07 | 0.00% | market | 28.30% | — | -2.41% | 5.88% | -8.29% |
| MLKN | 2020-06-29 | 2020-06-30 | 2020-07-15 | 1 | 26.17 | 26.17 | 0.00% | market | 210.00% | — | -12.02% | 5.88% | -17.90% |
| AYI | 2020-06-30 | 2020-07-01 | 2020-07-16 | 1 | 96.68 | 96.68 | 0.00% | market | 59.02% | — | 2.39% | 3.62% | -1.23% |
| FDX | 2020-06-30 | 2020-07-01 | 2020-07-16 | 1 | 127.92 | 127.92 | 0.00% | market | 78.17% | — | 4.46% | 3.62% | 0.83% |
| SPHR | 2020-06-30 | 2020-07-01 | 2020-07-16 | 1 | 34.76 | 34.76 | 0.00% | market | 556.94% | — | 1.17% | 3.62% | -2.46% |
| TLK | 2020-06-30 | 2020-07-01 | 2020-07-16 | 1 | 21.64 | 21.64 | 0.00% | market | 22.94% | — | -2.23% | 3.62% | -5.85% |
| FIZZ | 2020-07-01 | 2020-07-02 | 2020-07-17 | 1 | 34.34 | 34.34 | 0.00% | market | 30.00% | — | -1.99% | 2.38% | -4.37% |
| M | 2020-07-01 | 2020-07-02 | 2020-07-17 | 1 | 6.74 | 6.74 | 0.00% | market | 14.35% | — | -1.44% | 2.38% | -3.82% |
| STZ | 2020-07-01 | 2020-07-02 | 2020-07-17 | 1 | 189.18 | 189.18 | 0.00% | market | 13.30% | — | -4.63% | 2.38% | -7.01% |
| KFY | 2020-07-02 | 2020-07-06 | 2020-07-20 | 4 | 31.00 | 31.00 | 0.00% | market | 87.50% | — | -5.84% | 2.51% | -8.35% |
| TV | 2020-07-07 | 2020-07-08 | 2020-07-22 | 1 | 5.43 | 5.43 | 0.00% | market | 160.00% | — | 1.56% | 3.89% | -2.34% |
| MSM | 2020-07-08 | 2020-07-09 | 2020-07-23 | 1 | 68.35 | 68.35 | 0.00% | market | 20.69% | — | -0.47% | 1.93% | -2.40% |
| GBX | 2020-07-10 | 2020-07-13 | 2020-07-27 | 3 | 25.79 | 25.79 | 0.00% | market | 650.00% | — | 3.31% | 0.97% | 2.35% |
| AA | 2020-07-15 | 2020-07-16 | 2020-07-30 | 1 | 12.81 | 12.81 | 0.00% | market | 66.67% | — | 2.79% | 1.30% | 1.48% |
| UNH | 2020-07-15 | 2020-07-16 | 2020-07-30 | 1 | 305.01 | 305.01 | 0.00% | market | 34.85% | — | -0.03% | 1.30% | -1.33% |
| BAC | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 23.88 | 23.88 | 0.00% | market | 37.04% | — | 4.09% | 1.44% | 2.65% |
| BANF | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 39.31 | 39.31 | 0.00% | market | 31.25% | — | 10.71% | 1.44% | 9.27% |
| FNB | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 7.97 | 7.97 | 0.00% | market | 116.67% | — | -7.13% | 1.44% | -8.57% |
| HOMB | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 16.36 | 16.36 | 0.00% | market | 46.15% | — | -0.28% | 1.44% | -1.72% |
| IIIN | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 19.09 | 19.09 | 0.00% | market | 111.11% | — | -2.46% | 1.44% | -3.90% |
| MS | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 52.78 | 52.78 | 0.00% | market | 76.79% | — | -7.49% | 1.44% | -8.93% |
| TFC | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 37.15 | 37.15 | 0.00% | market | 13.89% | — | 0.73% | 1.44% | -0.71% |
| WAL | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 37.00 | 37.00 | 0.00% | market | 19.23% | — | -2.94% | 1.44% | -4.38% |
| ALLY | 2020-07-17 | 2020-07-20 | 2020-08-03 | 3 | 21.39 | 21.39 | 0.00% | market | 117.86% | — | -4.03% | 2.29% | -6.32% |
| BLK | 2020-07-17 | 2020-07-20 | 2020-08-03 | 3 | 580.22 | 580.22 | 0.00% | market | 12.30% | — | -0.15% | 2.29% | -2.44% |
| CFG | 2020-07-17 | 2020-07-20 | 2020-08-03 | 3 | 25.04 | 25.04 | 0.00% | market | 488.89% | — | -3.33% | 2.29% | -5.62% |
| RBCAA | 2020-07-17 | 2020-07-20 | 2020-08-03 | 3 | 31.85 | 31.85 | 0.00% | market | 13.43% | — | -3.33% | 2.29% | -5.62% |
| STT | 2020-07-17 | 2020-07-20 | 2020-08-03 | 3 | 61.33 | 61.33 | 0.00% | market | 16.77% | — | 4.78% | 2.29% | 2.49% |
| FBK | 2020-07-20 | 2020-07-21 | 2020-08-04 | 1 | 23.60 | 23.60 | 0.00% | market | 54.17% | — | 4.65% | 1.11% | 3.54% |
| HAL | 2020-07-20 | 2020-07-21 | 2020-08-04 | 1 | 14.05 | 14.05 | 0.00% | market | 145.45% | — | 7.44% | 1.11% | 6.34% |
| MAN | 2020-07-20 | 2020-07-21 | 2020-08-04 | 1 | 70.07 | 70.07 | 0.00% | market | 38.46% | — | -1.64% | 1.11% | -2.75% |
| ONB | 2020-07-20 | 2020-07-21 | 2020-08-04 | 1 | 14.33 | 14.33 | 0.00% | market | 28.00% | — | -3.66% | 1.11% | -4.76% |
| TFIN | 2020-07-20 | 2020-07-21 | 2020-08-04 | 1 | 26.45 | 26.45 | 0.00% | market | 700.00% | — | -1.12% | 1.11% | -2.23% |
| AIR | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 19.37 | 19.37 | 0.00% | market | 208.33% | — | -6.24% | 2.31% | -8.55% |
| CALX | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 18.37 | 18.37 | 0.00% | market | 133.33% | — | 19.06% | 2.31% | 16.75% |
| FULT | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 10.29 | 10.29 | 0.00% | market | 140.00% | — | -4.18% | 2.31% | -6.49% |
| MLI | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 7.05 | 7.05 | 0.00% | market | 72.41% | — | 2.74% | 2.31% | 0.43% |
| MUSA | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 135.15 | 135.15 | 0.00% | market | 19.62% | — | 1.82% | 2.31% | -0.49% |
| NBHC | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 28.01 | 28.01 | 0.00% | market | 100.00% | — | 1.40% | 2.31% | -0.91% |
| NIC | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 54.00 | 54.00 | 0.00% | market | 36.17% | — | 6.68% | 2.31% | 4.37% |
| PM | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 76.25 | 76.25 | 0.00% | market | 17.27% | — | 0.83% | 2.31% | -1.48% |
| SFNC | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 17.37 | 17.37 | 0.00% | market | 74.19% | — | -1.25% | 2.31% | -3.56% |
| SMBK | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 15.85 | 15.85 | 0.00% | market | 64.00% | — | -10.51% | 2.31% | -12.82% |
| UBS | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 12.48 | 12.48 | 0.00% | market | 57.14% | — | -2.26% | 2.31% | -4.57% |
| USNA | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 87.25 | 87.25 | 0.00% | market | 22.22% | — | -4.70% | 2.31% | -7.00% |
| ARR | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 49.50 | 49.50 | 0.00% | market | 265.38% | — | -4.95% | 2.41% | -7.36% |
| BANR | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 39.41 | 39.41 | 0.00% | market | 97.06% | — | -9.31% | 2.41% | -11.72% |
| BFC | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 62.32 | 62.32 | 0.00% | market | 70.27% | — | 1.62% | 2.41% | -0.79% |
| BIIB | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 282.26 | 282.26 | 0.00% | market | 27.77% | — | -1.73% | 2.41% | -4.14% |
| CASH | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 19.14 | 19.14 | 0.00% | market | 152.38% | — | 1.62% | 2.41% | -0.78% |
| CLB | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 23.00 | 23.00 | 0.00% | market | 55.56% | — | 3.64% | 2.41% | 1.23% |
| CVBF | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 19.00 | 19.00 | 0.00% | market | 14.81% | — | -4.05% | 2.41% | -6.45% |
| HCA | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 125.00 | 125.00 | 0.00% | market | 259.57% | — | 5.76% | 2.41% | 3.35% |
| IQV | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 164.70 | 164.70 | 0.00% | market | 12.38% | — | -2.32% | 2.41% | -4.73% |
| KALU | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 71.44 | 71.44 | 0.00% | market | 63.64% | — | -7.56% | 2.41% | -9.97% |
| KEY | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 12.00 | 12.00 | 0.00% | market | 112.50% | — | 1.40% | 2.41% | -1.01% |
| LAD | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 212.28 | 212.28 | 0.00% | market | 141.56% | — | 14.14% | 2.41% | 11.73% |
| MCB | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 31.29 | 31.29 | 0.00% | market | 63.29% | — | -3.84% | 2.41% | -6.25% |
| MCRI | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 36.27 | 36.27 | 0.00% | market | 60.00% | — | 9.63% | 2.41% | 7.22% |
| MTH | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 47.50 | 47.50 | 0.00% | market | 56.58% | — | 5.79% | 2.41% | 3.39% |
| NTB | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 26.23 | 26.23 | 0.00% | market | 26.42% | — | -1.28% | 2.41% | -3.69% |
| PLXS | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 77.01 | 77.01 | 0.00% | market | 60.00% | — | 1.51% | 2.41% | -0.90% |
| RLI | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 44.26 | 44.26 | 0.00% | market | 69.57% | — | 0.94% | 2.41% | -1.47% |
| RUSHA | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 20.44 | 20.44 | 0.00% | market | 860.61% | — | 4.35% | 2.41% | 1.94% |
| SBSI | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 27.54 | 27.54 | 0.00% | market | 75.68% | — | 1.57% | 2.41% | -0.84% |
| SCL | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 105.00 | 105.00 | 0.00% | market | 37.50% | — | 7.35% | 2.41% | 4.94% |
| SLGN | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 38.18 | 38.18 | 0.00% | market | 30.77% | — | -0.41% | 2.41% | -2.82% |
| STC | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 38.12 | 38.12 | 0.00% | market | 240.00% | — | 13.15% | 2.41% | 10.74% |
| SYBT | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 41.55 | 41.55 | 0.00% | market | 25.53% | — | -1.95% | 2.41% | -4.36% |
| TCBI | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 28.01 | 28.01 | 0.00% | market | 62.50% | — | 18.89% | 2.41% | 16.49% |
| UFPI | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 56.74 | 56.74 | 0.00% | market | 86.21% | — | 5.73% | 2.41% | 3.33% |
| WAFD | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 24.66 | 24.66 | 0.00% | market | 21.05% | — | -4.11% | 2.41% | -6.52% |
| AN | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 53.65 | 53.65 | 0.00% | market | 291.67% | — | -0.72% | 4.24% | -4.96% |
| ASB | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 13.73 | 13.73 | 0.00% | market | 261.54% | — | 0.92% | 4.24% | -3.32% |
| AUB | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 24.11 | 24.11 | 0.00% | market | 50.00% | — | 0.85% | 4.24% | -3.39% |
| BANC | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 10.84 | 10.84 | 0.00% | market | 94.87% | — | 6.91% | 4.24% | 2.67% |
| BFH | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 37.09 | 37.09 | 0.00% | market | 72.22% | — | -0.85% | 4.24% | -5.10% |
| BPOP | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 39.51 | 39.51 | 0.00% | market | 61.96% | — | -6.33% | 4.24% | -10.57% |
| BY | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 13.39 | 13.39 | 0.00% | market | 500.00% | — | 0.65% | 4.24% | -3.60% |
| CHCO | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 63.32 | 63.32 | 0.00% | market | 72.31% | — | 4.78% | 4.24% | 0.54% |
| CVE | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 4.96 | 4.96 | 0.00% | market | 43.18% | — | -1.91% | 4.24% | -6.16% |
| DOW | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 42.82 | 42.82 | 0.00% | market | 13.33% | — | -0.54% | 4.24% | -4.79% |
| EIG | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 33.75 | 33.75 | 0.00% | market | 157.58% | — | 0.91% | 4.24% | -3.34% |
| EW | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 80.00 | 80.00 | 0.00% | market | 126.67% | — | -3.93% | 4.24% | -8.17% |
| FAF | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 55.33 | 55.33 | 0.00% | market | 26.51% | — | -2.63% | 4.24% | -6.87% |
| FBNC | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 23.09 | 23.09 | 0.00% | market | 88.89% | — | -5.51% | 4.24% | -9.76% |
| FFBC | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 14.64 | 14.64 | 0.00% | market | 60.00% | — | 0.17% | 4.24% | -4.07% |
| FOR | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 17.49 | 17.49 | 0.00% | market | 1226.70% | — | 3.79% | 4.24% | -0.46% |
| FRME | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 26.26 | 26.26 | 0.00% | market | 31.91% | — | -0.37% | 4.24% | -4.61% |
| GBCI | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 36.00 | 36.00 | 0.00% | market | 32.00% | — | 2.21% | 4.24% | -2.04% |
| HBAN | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 9.76 | 9.76 | 0.00% | market | 198.44% | — | -1.12% | 4.24% | -5.37% |
| HZO | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 28.45 | 28.45 | 0.00% | market | 119.44% | — | 9.60% | 4.24% | 5.36% |
| KMB | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 147.77 | 147.77 | 0.00% | market | 22.22% | — | 6.32% | 4.24% | 2.08% |
| MAT | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 11.94 | 11.94 | 0.00% | market | 31.58% | — | -4.96% | 4.24% | -9.20% |
| MXL | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 27.68 | 27.68 | 0.00% | market | 12.50% | — | -5.66% | 4.24% | -9.91% |
| ORI | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 16.91 | 16.91 | 0.00% | market | 20.00% | — | -0.93% | 4.24% | -5.17% |
| OZK | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 24.75 | 24.75 | 0.00% | market | 18.18% | — | 2.45% | 4.24% | -1.80% |
| PHM | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 41.78 | 41.78 | 0.00% | market | 32.18% | — | 5.84% | 4.24% | 1.59% |
| POOL | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 298.00 | 298.00 | 0.00% | market | 24.84% | — | 10.17% | 4.24% | 5.92% |
| SBCF | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 20.37 | 20.37 | 0.00% | market | 38.24% | — | 2.75% | 4.24% | -1.50% |
| SRCE | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 35.21 | 35.21 | 0.00% | market | 26.32% | — | 0.72% | 4.24% | -3.52% |
| TECK | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 11.58 | 11.58 | 0.00% | market | 500.00% | — | -4.33% | 4.24% | -8.58% |
| TOWN | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 18.85 | 18.85 | 0.00% | market | 71.43% | — | 1.33% | 4.24% | -2.91% |
| WBS | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 27.55 | 27.55 | 0.00% | market | 21.28% | — | 2.59% | 4.24% | -1.66% |
| EQNR | 2020-07-24 | 2020-07-27 | 2020-08-10 | 3 | 15.68 | 15.68 | 0.00% | market | 246.15% | — | 3.03% | 4.33% | -1.31% |
| MOG-A | 2020-07-24 | 2020-07-27 | 2020-08-10 | 3 | 55.00 | 55.00 | 0.00% | market | 165.71% | — | 11.77% | 4.33% | 7.44% |
| OFG | 2020-07-24 | 2020-07-27 | 2020-08-10 | 3 | 13.97 | 13.97 | 0.00% | market | 77.27% | — | -1.53% | 4.33% | -5.87% |
| PAC | 2020-07-24 | 2020-07-27 | 2020-08-10 | 3 | 65.27 | 65.27 | 0.00% | market | 31.25% | — | 15.33% | 4.33% | 10.99% |
| SLB | 2020-07-24 | 2020-07-27 | 2020-08-10 | 3 | 19.70 | 19.70 | 0.00% | market | 495.95% | — | 2.54% | 4.33% | -1.79% |
| AGNC | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 13.81 | 13.81 | 0.00% | market | 26.09% | — | -0.39% | 3.22% | -3.61% |
| AMKR | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 15.40 | 15.40 | 0.00% | market | 766.62% | — | -17.05% | 3.22% | -20.26% |
| ARLP | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 3.38 | 3.38 | 0.00% | market | 17.78% | — | -5.43% | 3.22% | -8.64% |
| CATY | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 26.07 | 26.07 | 0.00% | market | 19.30% | — | 5.19% | 3.22% | 1.98% |
| ACGL | 2020-07-29 | 2020-07-30 | 2020-08-13 | 1 | 30.04 | 30.04 | 0.00% | market | 115.38% | — | 7.62% | 4.64% | 2.98% |
| ADM | 2020-07-29 | 2020-07-30 | 2020-08-13 | 1 | 43.00 | 43.00 | 0.00% | market | 66.67% | — | 3.23% | 4.64% | -1.41% |
| ACA | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 42.55 | 42.55 | 0.00% | market | 21.67% | — | 5.94% | 3.36% | 2.58% |
| AGCO | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 67.44 | 67.44 | 0.00% | market | 1287.50% | — | 8.97% | 3.36% | 5.62% |
| AORT | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 19.85 | 19.85 | 0.00% | market | 85.71% | — | 4.18% | 3.36% | 0.83% |
| APTV | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 80.27 | 80.27 | 0.00% | market | 23.08% | — | 9.95% | 3.36% | 6.60% |
| ARI | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 9.45 | 9.45 | 0.00% | market | 35.71% | — | -0.31% | 3.36% | -3.67% |
| AROC | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 6.64 | 6.64 | 0.00% | market | 20.00% | — | 8.03% | 3.36% | 4.68% |
| BBD | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 3.64 | 3.64 | 0.00% | market | 16.67% | — | -11.91% | 3.36% | -15.27% |
| BC | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 69.40 | 69.40 | 0.00% | market | 120.00% | — | -6.90% | 3.36% | -10.26% |
| ABR | 2020-07-31 | 2020-08-03 | 2020-08-17 | 3 | 10.25 | 10.25 | 0.00% | market | 48.15% | — | 8.10% | 2.92% | 5.17% |
| ASIX | 2020-07-31 | 2020-08-03 | 2020-08-17 | 3 | 12.79 | 12.79 | 0.00% | market | 32.26% | — | 8.97% | 2.92% | 6.05% |
| BCC | 2020-07-31 | 2020-08-03 | 2020-08-17 | 3 | 48.20 | 48.20 | 0.00% | market | 57.41% | — | -1.22% | 2.92% | -4.14% |
| BELFB | 2020-07-31 | 2020-08-03 | 2020-08-17 | 3 | 13.00 | 13.00 | 0.00% | market | 253.33% | — | 1.28% | 2.92% | -1.64% |
| CGAU | 2020-07-31 | 2020-08-03 | 2020-08-17 | 3 | 12.56 | 12.56 | 0.00% | market | 65.00% | — | 5.15% | 2.92% | 2.23% |
| BXC | 2020-08-03 | 2020-08-04 | 2020-08-18 | 1 | 17.95 | 17.95 | 0.00% | market | 273.17% | — | 15.50% | 3.29% | 12.21% |
| DAC | 2020-08-03 | 2020-08-04 | 2020-08-18 | 1 | 4.38 | 4.38 | 0.00% | market | 20.42% | — | 23.64% | 3.29% | 20.36% |
| EME | 2020-08-03 | 2020-08-04 | 2020-08-18 | 1 | 71.41 | 71.41 | 0.00% | market | 56.52% | — | 5.42% | 3.29% | 2.13% |
| FANG | 2020-08-03 | 2020-08-04 | 2020-08-18 | 1 | 39.77 | 39.77 | 0.00% | market | 861.54% | — | 11.77% | 3.29% | 8.48% |
| FIVN | 2020-08-03 | 2020-08-04 | 2020-08-18 | 1 | 130.50 | 130.50 | 0.00% | market | 40.00% | — | -4.36% | 3.29% | -7.65% |
| ACHC | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 30.96 | 30.96 | 0.00% | market | 35.00% | — | -3.17% | 1.74% | -4.91% |
| ACLS | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 29.00 | 29.00 | 0.00% | market | 44.44% | — | -11.72% | 1.74% | -13.46% |
| ACM | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 38.40 | 38.40 | 0.00% | market | 12.24% | — | 0.13% | 1.74% | -1.60% |
| AIZ | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 114.80 | 114.80 | 0.00% | market | 31.58% | — | 7.51% | 1.74% | 5.78% |
| ALL | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 98.19 | 98.19 | 0.00% | market | 74.47% | — | -4.08% | 1.74% | -5.82% |
| ANDE | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 15.84 | 15.84 | 0.00% | market | 414.29% | — | 12.53% | 1.74% | 10.79% |
| ATI | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 9.33 | 9.33 | 0.00% | market | 80.00% | — | -7.39% | 1.74% | -9.13% |
| ATKR | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 29.53 | 29.53 | 0.00% | market | 39.58% | — | 1.93% | 1.74% | 0.19% |
| BMRN | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 119.99 | 119.99 | 0.00% | market | 100.00% | — | -36.16% | 1.74% | -37.90% |
| BOOT | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 22.90 | 22.90 | 0.00% | market | 89.47% | — | 9.03% | 1.74% | 7.29% |
| CDNA | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 34.77 | 34.77 | 0.00% | market | 166.67% | — | -0.65% | 1.74% | -2.38% |
| CLSK | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 6.90 | 6.90 | 0.00% | market | 25.24% | — | 93.23% | 1.74% | 91.50% |
| ACAD | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 43.00 | 43.00 | 0.00% | market | 38.64% | — | -8.77% | 2.05% | -10.83% |
| ACMR | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 34.93 | 34.93 | 0.00% | market | 66.67% | — | -7.17% | 2.05% | -9.22% |
| ACR | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 7.65 | 7.65 | 0.00% | market | 33.33% | — | -2.85% | 2.05% | -4.90% |
| AP | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 2.90 | 2.90 | 0.00% | market | 110.42% | — | 34.38% | 2.05% | 32.33% |
| ARLO | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 5.62 | 5.62 | 0.00% | market | 24.39% | — | 7.20% | 2.05% | 5.14% |
| AXGN | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 13.00 | 13.00 | 0.00% | market | 40.00% | — | -15.25% | 2.05% | -17.31% |
| BGSF | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 9.68 | 9.68 | 0.00% | market | 220.00% | — | 4.55% | 2.05% | 2.50% |
| BV | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 12.29 | 12.29 | 0.00% | market | 27.27% | — | -1.16% | 2.05% | -3.21% |
| BWA | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 33.86 | 33.86 | 0.00% | market | 70.21% | — | 5.51% | 2.05% | 3.46% |
| CENT | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 31.04 | 31.04 | 0.00% | market | 65.00% | — | 4.64% | 2.05% | 2.58% |
| CF | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 33.81 | 33.81 | 0.00% | market | 36.92% | — | -2.20% | 2.05% | -4.25% |
| COR | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 103.71 | 103.71 | 0.00% | market | 17.09% | — | -4.60% | 2.05% | -6.65% |
| CPA | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 43.15 | 43.15 | 0.00% | market | 20.12% | — | 12.51% | 2.05% | 10.46% |
| CVNA | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 34.60 | 34.60 | 0.00% | market | 85.28% | — | 17.01% | 2.05% | 14.96% |
| CVS | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 64.55 | 64.55 | 0.00% | market | 36.79% | — | -1.39% | 2.05% | -3.44% |
| CWH | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 40.90 | 40.90 | 0.00% | market | 149.23% | — | -19.20% | 2.05% | -21.25% |
| CXW | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 8.90 | 8.90 | 0.00% | market | 16.67% | — | 4.51% | 2.05% | 2.46% |
| DAR | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 30.74 | 30.74 | 0.00% | market | 34.48% | — | 5.76% | 2.05% | 3.70% |
| DFIN | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 11.60 | 11.60 | 0.00% | market | 102.33% | — | -5.36% | 2.05% | -7.41% |
| DNOW | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 9.04 | 9.04 | 0.00% | market | 50.00% | — | -7.95% | 2.05% | -10.01% |
| ECPG | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 42.54 | 42.54 | 0.00% | market | 88.70% | — | 5.71% | 2.05% | 3.65% |
| ENSG | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 51.00 | 51.00 | 0.00% | market | 44.44% | — | 12.74% | 2.05% | 10.69% |
| EXTR | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 5.11 | 5.11 | 0.00% | market | 210.56% | — | -12.23% | 2.05% | -14.28% |
| FSLY | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 89.81 | 89.81 | 0.00% | market | 251.49% | — | -1.30% | 2.05% | -3.35% |
| FVRR | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 125.50 | 125.50 | 0.00% | market | 267.11% | — | -2.91% | 2.05% | -4.96% |
| GDDY | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 83.58 | 83.58 | 0.00% | market | 17.65% | — | -1.24% | 2.05% | -3.29% |
| GFL | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 22.65 | 22.65 | 0.00% | market | 128.57% | — | -14.63% | 2.05% | -16.68% |
| ACEL | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 9.10 | 9.10 | 0.00% | market | 19.05% | — | 33.86% | 1.86% | 32.00% |
| ACRE | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 9.36 | 9.36 | 0.00% | market | 28.00% | — | 2.46% | 1.86% | 0.60% |
| AEE | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 79.34 | 79.34 | 0.00% | market | 12.64% | — | 1.64% | 1.86% | -0.22% |
| AFGC | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 26.66 | 26.66 | 0.00% | market | 37.50% | — | 1.21% | 1.86% | -0.65% |
| ALNY | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 145.26 | 145.26 | 0.00% | market | 12.85% | — | -6.06% | 1.86% | -7.92% |
| AMRX | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 4.64 | 4.64 | 0.00% | market | 30.00% | — | -10.88% | 1.86% | -12.74% |
| APPN | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 54.89 | 54.89 | 0.00% | market | 52.00% | — | -2.41% | 1.86% | -4.27% |
| AVT | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 30.09 | 30.09 | 0.00% | market | 1403.76% | — | -11.47% | 1.86% | -13.33% |