EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 10d) (lookback 50y) (max 100 pos)

Run 9a92d5bd · view hypothesis

completed

Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.

Trades
337
Win rate
55.49%
Avg return
1.81%
Median return
1.05%
Avg abnormal
1.32%
Median abnormal
1.04%
Best trade
64.67%
Worst trade
-36.26%
Sharpe (per-trade)
0.16
Daily portfolio drawdown
-1.07%
Portfolio (equal_weight)
Total return
6.09%
Max drawdown
-1.07%
Avg trade return
1.81%
Win rate
55.49%
Signals
337
Configured concurrent
100
Observed concurrent
12
Trades taken
337
Skipped (no capacity)
0
Excess vs benchmark
-254.72%
Avg entry slippage
0.00%
Return if filled at market
6.09%
VWAP fills
0
VWAP fallbacks
0

0 of 337 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
201676.42%4.87%85.71%
2017182.66%2.51%66.67%
2018241.62%0.43%58.33%
2019221.41%1.08%54.55%
2020361.55%-0.87%52.78%
2021620.07%-0.25%53.23%
2022472.29%2.95%57.45%
2023370.07%-0.04%43.24%
2024298.30%6.79%75.86%
202530-0.52%0.18%46.67%
2026252.02%1.59%48.00%
Trades (337)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ROICDebt / equityReturnBenchmarkAbnormal
BBDO2016-04-152016-04-182016-05-0236.886.880.00%market1446.15%——-4.46%0.09%-4.55%
CINF2016-07-262016-07-272016-08-10174.8874.880.00%market32.56%——1.40%0.21%1.19%
ACGL2016-07-272016-07-282016-08-11123.8423.840.00%market15.15%——4.93%1.09%3.84%
WIX2016-07-272016-07-282016-08-11136.5036.500.00%market30.77%——5.93%1.09%4.84%
CYTK2016-10-272016-10-282016-11-1119.759.750.00%market355.17%——14.77%1.54%13.23%
L2016-10-312016-11-012016-11-15143.0243.020.00%market28.99%——2.04%2.51%-0.47%
MET2016-11-022016-11-032016-11-17140.3040.300.00%market12.28%——20.32%4.29%16.04%
HMN2017-02-062017-02-072017-02-22141.2041.200.00%market30.00%——2.69%3.01%-0.32%
L2017-02-062017-02-072017-02-22146.5946.590.00%market15.87%——1.04%3.01%-1.97%
EIG2017-02-222017-02-232017-03-09139.1039.100.00%market72.73%——-3.94%-0.01%-3.93%
ATHM2017-03-022017-03-032017-03-17133.2133.210.00%market45.12%——0.05%-0.48%0.53%
ELV2017-04-262017-04-272017-05-111180.27180.270.00%market21.24%——1.26%0.26%1.00%
L2017-05-012017-05-022017-05-16147.2647.260.00%market22.73%——-1.96%0.52%-2.48%
PAYC2017-05-022017-05-032017-05-17163.1163.110.00%market14.63%——0.04%-1.24%1.28%
MET2017-05-032017-05-042017-05-18147.0147.010.00%market14.96%——-5.67%-0.86%-4.81%
ATHM2017-05-102017-05-112017-05-25138.7338.730.00%market36.36%——9.76%1.01%8.76%
CORT2017-08-012017-08-022017-08-16113.1813.180.00%market42.86%——16.52%-0.21%16.73%
CINF2017-08-022017-08-032017-08-17181.9881.980.00%market25.49%——-5.38%-1.71%-3.68%
HUM2017-08-022017-08-032017-08-171241.83241.830.00%market13.31%——2.31%-1.71%4.02%
ATHM2017-08-092017-08-102017-08-24154.0354.030.00%market22.41%——21.13%-0.93%22.06%
EIG2017-10-252017-10-262017-11-09145.7045.700.00%market14.04%——4.93%0.85%4.08%
L2017-10-302017-10-312017-11-14149.3049.300.00%market3433.33%——1.20%0.21%0.98%
EXEL2017-11-012017-11-022017-11-16126.5226.520.00%market225.00%——-2.70%0.47%-3.17%
MET2017-11-012017-11-022017-11-16154.8154.810.00%market21.11%——-6.07%0.47%-6.54%
EVC2017-11-022017-11-032017-11-1715.505.500.00%market284.21%——12.63%0.03%12.59%
HMN2018-02-062018-02-072018-02-22137.9037.900.00%market16.07%——9.27%0.71%8.56%
GOOS2018-02-082018-02-092018-02-26132.7532.750.00%market27.78%——2.50%6.56%-4.06%
ACGL2018-02-122018-02-132018-02-28129.0029.000.00%market21.62%——1.31%2.91%-1.60%
L2018-02-122018-02-132018-02-28147.2747.270.00%market15.28%——4.26%2.91%1.35%
ANDE2018-02-142018-02-152018-03-02134.5034.500.00%market63.16%——2.65%-0.92%3.57%
HALO2018-02-202018-02-212018-03-07119.0019.000.00%market18.06%——5.53%0.32%5.21%
EIG2018-02-212018-02-222018-03-08143.0043.000.00%market89.29%——-7.31%1.11%-8.42%
PAGS2018-03-092018-03-122018-03-26336.3036.300.00%market16.12%——3.48%-5.05%8.53%
ZYME2018-03-142018-03-152018-03-29110.6310.630.00%market6701.34%——12.98%-4.61%17.59%
MC2018-04-232018-04-242018-05-08156.2556.250.00%market16.67%——-1.26%-0.30%-0.95%
EIG2018-04-252018-04-262018-05-10140.5540.550.00%market60.00%——-0.35%2.73%-3.08%
DPZ2018-04-262018-04-272018-05-111251.98251.980.00%market12.99%——-0.92%2.19%-3.11%
EXEL2018-05-022018-05-032018-05-17122.0922.090.00%market131.25%——-2.50%3.72%-6.22%
HCC2018-05-022018-05-032018-05-17124.7724.770.00%market14.00%——12.33%3.72%8.62%
MET2018-05-022018-05-032018-05-17145.7245.720.00%market16.24%——5.28%3.72%1.56%
MANH2018-07-242018-07-252018-08-08149.6749.670.00%market14.63%——1.93%1.47%0.47%
EIG2018-07-252018-07-262018-08-09143.0043.000.00%market54.10%——1.30%0.66%0.64%
CINF2018-07-262018-07-272018-08-10175.0075.000.00%market50.00%——-0.91%-0.19%-0.72%
EAF2018-08-032018-08-062018-08-203212.40212.400.00%market40.68%——-15.87%0.72%-16.59%
SMMT2018-09-202018-09-212018-10-0512.382.380.00%market383.78%——-13.13%-1.80%-11.33%
MANH2018-10-232018-10-242018-11-07144.8544.850.00%market22.50%——9.24%2.81%6.43%
EIG2018-10-242018-10-252018-11-08141.5041.500.00%market78.18%——13.92%4.91%9.02%
ACGL2018-10-302018-10-312018-11-14128.4028.400.00%market13.46%——-1.90%-0.17%-1.73%
CEPU2018-11-122018-11-132018-11-2819.369.360.00%market116.36%——-2.88%0.55%-3.42%
DECK2019-01-312019-02-012019-02-15124.1724.170.00%market23.60%——0.77%2.67%-1.90%
MANH2019-02-052019-02-062019-02-21153.8153.810.00%market24.32%——0.33%1.70%-1.37%
SONO2019-02-062019-02-072019-02-22111.6511.650.00%market34.15%——-4.22%3.03%-7.25%
VRSN2019-02-072019-02-082019-02-251174.00174.000.00%market30.58%——2.24%4.01%-1.76%
EAF2019-02-082019-02-112019-02-263134.10134.100.00%market22.54%——10.27%2.99%7.27%
GOOS2019-02-142019-02-152019-03-04152.0052.000.00%market25.86%——1.05%1.10%-0.05%
EIG2019-02-202019-02-212019-03-07147.4547.450.00%market89.86%——-15.19%-0.97%-14.22%
ACRE2019-02-212019-02-222019-03-08114.9014.900.00%market12.50%——0.37%-1.31%1.68%
ATHM2019-02-262019-02-272019-03-13188.5388.530.00%market18.02%——3.88%1.01%2.86%
WTI2019-02-272019-02-282019-03-1415.185.180.00%market46.67%——17.08%0.79%16.29%
EIG2019-04-242019-04-252019-05-09143.0043.000.00%market77.36%——-1.96%-1.87%-0.09%
L2019-04-292019-04-302019-05-14151.0451.040.00%market26.32%——-0.24%-3.44%3.20%
ARCC2019-04-302019-05-012019-05-15118.0418.040.00%market14.29%——-2.65%-3.28%0.63%
MET2019-05-012019-05-022019-05-16146.7046.700.00%market16.54%——1.91%-1.36%3.28%
GSHD2019-05-022019-05-032019-05-17131.5031.500.00%market50.00%——26.88%-2.38%29.27%
EIG2019-07-242019-07-252019-08-08144.8544.850.00%market63.64%——-5.07%-2.43%-2.64%
CINF2019-07-302019-07-312019-08-141106.09106.090.00%market32.81%——0.70%-5.68%6.38%
EIG2019-10-232019-10-242019-11-07143.6143.610.00%market31.34%——-2.07%2.42%-4.49%
CINF2019-10-242019-10-252019-11-081116.00116.000.00%market21.35%——-6.39%3.07%-9.46%
CRSP2019-10-282019-10-292019-11-12145.0045.000.00%market352.63%——18.97%1.98%16.99%
LAC2019-11-122019-11-132019-11-2711.811.810.00%market25.00%——-1.76%2.46%-4.22%
PGNY2019-12-042019-12-052019-12-19127.6227.620.00%market57.89%——-13.79%2.78%-16.56%
ORI2020-01-232020-01-242020-02-07122.7722.770.00%market20.51%——1.09%-0.07%1.16%
MET2020-02-052020-02-062020-02-21151.8351.830.00%market41.43%——-1.26%-0.13%-1.13%
TIMB2020-02-122020-02-132020-02-28120.1020.100.00%market80.95%——-10.40%-11.79%1.39%
FAF2020-02-132020-02-142020-03-02165.7465.740.00%market21.62%——-6.70%-8.42%1.72%
AGO2020-02-272020-02-282020-03-13141.0541.050.00%market15.38%——-15.91%-6.71%-9.20%
TME2020-03-162020-03-172020-03-31110.9810.980.00%market20.00%——-8.48%5.19%-13.67%
SBS2020-03-272020-03-302020-04-1431.571.570.00%market153.29%——3.08%10.99%-7.90%
CHWY2020-04-022020-04-032020-04-20135.2335.230.00%market76.47%——26.84%12.29%14.54%
ASR2020-04-232020-04-242020-05-08196.4996.490.00%market20.81%——9.74%4.17%5.56%
DPZ2020-04-232020-04-242020-05-081368.98368.980.00%market32.33%——-0.06%4.17%-4.24%
UI2020-05-082020-05-112020-05-263185.44185.440.00%market21.05%——-3.01%3.01%-6.02%
RDY2020-05-202020-05-212020-06-05110.1810.180.00%market24.49%——4.12%7.60%-3.47%
CEPU2020-05-272020-05-282020-06-1113.093.090.00%market469.15%——-16.28%-1.33%-14.96%
FAF2020-07-232020-07-242020-08-07155.3355.330.00%market26.51%——-2.63%4.24%-6.87%
PFG2020-07-272020-07-282020-08-11146.9946.990.00%market12.31%——-1.82%3.22%-5.04%
ACGL2020-07-292020-07-302020-08-13130.0430.040.00%market115.38%——7.62%4.64%2.98%
KNSL2020-07-302020-07-312020-08-141169.00169.000.00%market20.00%——16.43%3.36%13.07%
AIZ2020-08-042020-08-052020-08-191114.80114.800.00%market31.58%——7.51%1.74%5.78%
HMN2020-08-062020-08-072020-08-21139.9039.900.00%market71.79%——-5.21%1.86%-7.07%
JD2020-08-172020-08-182020-09-01168.1968.190.00%market28.21%——20.87%4.21%16.66%
LITB2020-08-192020-08-202020-09-03114.7014.700.00%market700.00%——-16.83%2.99%-19.83%
VERX2020-09-092020-09-102020-09-24123.6923.690.00%market100.00%——-8.46%-5.36%-3.10%
CHWY2020-09-102020-09-112020-09-25158.8258.820.00%market46.67%——-4.89%-2.11%-2.78%
BBBY2020-10-012020-10-022020-10-16178.9478.940.00%market394.12%——-2.54%4.70%-7.24%
IDT2020-10-012020-10-022020-10-1618.458.450.00%market29.17%——27.83%4.70%23.13%
VRSN2020-10-222020-10-232020-11-061203.71203.710.00%market19.20%——1.35%1.22%0.13%
ACGL2020-10-292020-10-302020-11-13130.8530.850.00%market16.00%——10.60%9.08%1.51%
HMN2020-11-022020-11-032020-11-17135.5335.530.00%market20.59%——12.40%8.07%4.33%
KMPR2020-11-022020-11-032020-11-17166.4966.490.00%market37.37%——8.41%8.07%0.34%
MED2020-11-022020-11-032020-11-171166.34166.340.00%market18.29%——4.08%8.07%-3.99%
PRU2020-11-032020-11-042020-11-18167.3867.380.00%market18.01%——12.35%4.52%7.83%
HCI2020-11-052020-11-062020-11-20149.5549.550.00%market1700.00%——4.24%1.54%2.70%
PFH2020-11-052020-11-062020-11-20125.3725.370.00%market43.97%——0.18%1.54%-1.37%
ESNT2020-11-062020-11-092020-11-23344.8844.880.00%market12.12%——0.23%-1.79%2.02%
UI2020-11-062020-11-092020-11-233252.58252.580.00%market70.34%——-3.43%-1.79%-1.64%
IH2020-12-022020-12-032020-12-17125.0025.000.00%market82.15%——-15.14%1.52%-16.66%
LOGI2021-01-182021-01-192021-02-021102.95102.950.00%market140.20%——6.61%0.85%5.76%
ORI2021-01-282021-01-292021-02-12118.4218.420.00%market87.50%——7.45%4.53%2.92%
HMN2021-02-022021-02-032021-02-18140.0840.080.00%market24.18%——-3.77%2.17%-5.93%
MET2021-02-032021-02-042021-02-19149.1249.120.00%market32.68%——14.05%1.85%12.20%
PRU2021-02-042021-02-052021-02-22183.8183.810.00%market17.20%——2.64%-0.30%2.95%
UI2021-02-052021-02-082021-02-233342.57342.570.00%market42.94%——-4.43%-0.45%-3.97%
ACGL2021-02-092021-02-102021-02-25135.9235.920.00%market12.00%——-1.30%-2.50%1.20%
STEP2021-02-092021-02-102021-02-25138.9938.990.00%market64.71%——-8.90%-2.50%-6.40%
CINF2021-02-102021-02-112021-02-26190.9990.990.00%market37.61%——7.46%-2.78%10.24%
MC2021-02-102021-02-112021-02-26154.6154.610.00%market48.51%——-5.54%-2.78%-2.76%
SONO2021-02-102021-02-112021-02-26137.0037.000.00%market14.77%——5.14%-2.78%7.92%
STC2021-02-102021-02-112021-02-26150.9350.930.00%market30.62%——-7.42%-2.78%-4.64%
FAF2021-02-112021-02-122021-03-01157.6057.600.00%market22.67%——-6.28%-0.07%-6.21%
KNSL2021-02-182021-02-192021-03-051200.00200.000.00%market48.05%——-18.82%-2.15%-16.66%
CCU2021-02-232021-02-242021-03-10117.1117.110.00%market62.50%——7.32%0.84%6.48%
XPER2021-02-232021-02-242021-03-10120.2120.210.00%market14.13%——13.31%0.84%12.47%
DAO2021-02-252021-02-262021-03-12132.1532.150.00%market17.26%——2.70%2.53%0.17%
DNLI2021-02-252021-02-262021-03-12166.1166.110.00%market24450.13%——-2.25%2.53%-4.77%
RSI2021-03-102021-03-112021-03-25119.1619.160.00%market98.85%——-16.80%-0.65%-16.16%
LEU2021-03-182021-03-192021-04-05127.4927.490.00%market117.91%——-12.72%4.23%-16.95%
PAX2021-03-182021-03-192021-04-05117.1717.170.00%market15.38%——-3.94%4.23%-8.17%
IRON2021-03-292021-03-302021-04-141147.70147.700.00%market150.17%——-21.97%4.32%-26.29%
FAF2021-04-222021-04-232021-05-07162.3062.300.00%market22.39%——6.66%2.24%4.42%
KOF2021-04-262021-04-272021-05-11149.8049.800.00%market17.46%——-2.97%-0.89%-2.08%
ACGL2021-04-272021-04-282021-05-12140.8540.850.00%market18.00%——-4.31%-2.97%-1.34%
PFG2021-04-272021-04-282021-05-12163.6063.600.00%market14.18%——-0.38%-2.97%2.58%
CINF2021-04-282021-04-292021-05-131110.05110.050.00%market30.48%——8.98%-2.39%11.37%
HMN2021-05-042021-05-052021-05-19141.3041.300.00%market37.50%——-7.44%-1.56%-5.87%
MED2021-05-042021-05-052021-05-191248.78248.780.00%market26.74%——27.35%-1.56%28.91%
LNC2021-05-052021-05-062021-05-20166.9566.950.00%market22.97%——1.95%-0.13%2.08%
HCI2021-05-062021-05-072021-05-21180.5380.530.00%market26.23%——-5.03%-1.18%-3.85%
MRNA2021-05-062021-05-072021-05-211165.78165.780.00%market18.83%——-2.71%-1.18%-1.53%
BNTX2021-05-102021-05-112021-05-251186.61186.610.00%market22.74%——5.74%1.24%4.49%
STEP2021-06-152021-06-162021-06-30131.8331.830.00%market56.25%——7.97%0.81%7.17%
MC2021-07-212021-07-222021-08-05156.8756.870.00%market43.37%——4.56%1.61%2.94%
ASR2021-07-222021-07-232021-08-061179.42179.420.00%market34.64%——-0.92%1.14%-2.06%
FAF2021-07-222021-07-232021-08-06165.9965.990.00%market27.54%——3.29%1.14%2.16%
POOL2021-07-222021-07-232021-08-061454.11454.110.00%market16.24%——5.84%1.14%4.71%
KOF2021-07-262021-07-272021-08-10154.7354.730.00%market16.18%——4.29%0.63%3.66%
QURE2021-07-262021-07-272021-08-10127.3027.300.00%market187.50%——8.40%0.63%7.77%
PFG2021-07-272021-07-282021-08-11162.9662.960.00%market12.58%——6.25%0.93%5.32%
CINF2021-07-282021-07-292021-08-121116.01116.010.00%market80.81%——4.93%1.20%3.72%
CRSP2021-07-292021-07-302021-08-131122.44122.440.00%market168.18%——3.43%1.83%1.60%
BCC2021-08-022021-08-032021-08-17150.6950.690.00%market57.76%——4.67%1.28%3.40%
LNC2021-08-042021-08-052021-08-19164.1164.110.00%market30.99%——1.91%-0.08%1.99%
MED2021-08-042021-08-052021-08-191295.38295.380.00%market19.28%——-26.22%-0.08%-26.14%
NVO2021-08-042021-08-052021-08-19150.6650.660.00%market13.16%——4.14%-0.08%4.23%
ESNT2021-08-062021-08-092021-08-23347.9247.920.00%market12.70%——-2.46%1.08%-3.54%
BNTX2021-08-092021-08-102021-08-241458.00458.000.00%market55.45%——-19.71%1.21%-20.92%
PAX2021-08-192021-08-202021-09-03116.2116.210.00%market323.08%——-0.16%2.92%-3.08%
SBSW2021-08-262021-08-272021-09-13115.7215.720.00%market859.86%——-8.31%-0.12%-8.19%
FAF2021-10-212021-10-222021-11-05175.3575.350.00%market29.52%——-0.02%3.40%-3.42%
ASR2021-10-252021-10-262021-11-091198.13198.130.00%market35.98%——5.92%2.23%3.69%
MC2021-10-272021-10-282021-11-11174.3074.300.00%market31.11%——-4.74%1.82%-6.57%
LPX2021-11-022021-11-032021-11-17164.4364.430.00%market13.16%——3.80%1.48%2.31%
CCU2021-11-032021-11-042021-11-18117.3817.380.00%market15.38%——2.26%0.94%1.32%
MED2021-11-042021-11-052021-11-191212.61212.610.00%market15.58%——3.77%-0.08%3.85%
ESNT2021-11-052021-11-082021-11-22348.3048.300.00%market36.30%——-6.79%-0.45%-6.33%
CUBB2021-11-082021-11-092021-11-23127.3027.300.00%market133.33%——0.16%-0.24%0.40%
BNTX2021-11-092021-11-102021-11-241233.16233.160.00%market23.49%——30.61%0.83%29.78%
LEU2021-11-102021-11-112021-11-26168.9068.900.00%market602.38%——-14.35%-1.34%-13.01%
ZIM2021-11-172021-11-182021-12-03153.5053.500.00%market31.46%——1.49%-3.37%4.86%
ORI2022-01-272022-01-282022-02-11125.2025.200.00%market23.94%——4.82%1.80%3.02%
CB2022-02-012022-02-022022-02-161205.00205.000.00%market15.81%——-0.14%-1.95%1.81%
PFG2022-02-072022-02-082022-02-23176.5076.500.00%market12.12%——-9.17%-5.55%-3.62%
WTM2022-02-082022-02-092022-02-2411,047.001,047.000.00%market1044.21%——-0.98%-5.91%4.94%
FAF2022-02-102022-02-112022-02-28171.0371.030.00%market28.09%——-5.72%-2.84%-2.87%
CINF2022-02-152022-02-162022-03-031123.26123.260.00%market31.33%——0.79%-1.85%2.64%
KNSL2022-02-172022-02-182022-03-071192.60192.600.00%market26.62%——6.89%-4.09%10.99%
RCUS2022-02-232022-02-242022-03-10128.7228.720.00%market601.35%——20.16%3.52%16.65%
ASR2022-02-242022-02-252022-03-111211.78211.780.00%market29.13%——-10.01%-2.22%-7.79%
KOF2022-02-242022-02-252022-03-11153.7153.710.00%market64.20%——-4.03%-2.22%-1.81%
MRNA2022-02-242022-02-252022-03-111156.02156.020.00%market14.04%——-11.52%-2.22%-9.30%
EXE2022-02-252022-02-282022-03-14375.0575.050.00%market47.58%——1.51%-3.48%4.99%
SNDX2022-03-012022-03-022022-03-16116.9516.950.00%market546.43%——0.61%0.75%-0.14%
SBSW2022-03-032022-03-042022-03-18118.7318.730.00%market1224.37%——-6.03%2.96%-8.98%
AMR2022-03-072022-03-082022-03-221117.81117.810.00%market17.57%——5.33%7.14%-1.81%
TMC2022-03-242022-03-252022-04-0811.961.960.00%market25.00%——12.66%-0.80%13.45%
BNTX2022-03-302022-03-312022-04-141173.00173.000.00%market64.66%——1.22%-4.39%5.61%
ASR2022-04-252022-04-262022-05-101203.79203.790.00%market21.52%——-0.10%-6.28%6.18%
NLY2022-04-272022-04-282022-05-12125.6425.640.00%market21.74%——1.93%-7.09%9.02%
EGY2022-05-032022-05-042022-05-1816.916.910.00%market16.67%——-10.09%-6.05%-4.04%
CCU2022-05-042022-05-052022-05-19113.4813.480.00%market19.44%——-0.99%-8.27%7.28%
HCI2022-05-042022-05-052022-05-19167.9867.980.00%market126.67%——-2.94%-8.27%5.33%
MRNA2022-05-042022-05-052022-05-191151.87151.870.00%market64.68%——-5.69%-8.27%2.57%
ESNT2022-05-062022-05-092022-05-23341.7441.740.00%market72.60%——-1.90%-2.02%0.12%
BNTX2022-05-092022-05-102022-05-241139.34139.340.00%market57.59%——10.78%-2.62%13.40%
TMC2022-05-092022-05-102022-05-2411.351.350.00%market36.36%——-1.58%-2.62%1.04%
STG2022-05-312022-06-012022-06-1514.764.760.00%market281.29%——8.81%-8.66%17.47%
ASR2022-07-252022-07-262022-08-091186.48186.480.00%market26.44%——9.67%4.45%5.22%
KOF2022-07-252022-07-262022-08-09156.5956.590.00%market32.53%——6.31%4.45%1.87%
CB2022-07-262022-07-272022-08-101190.16190.160.00%market16.99%——0.66%6.50%-5.84%
NLY2022-07-272022-07-282022-08-11126.2826.280.00%market20.00%——2.64%4.50%-1.86%
FAF2022-07-282022-07-292022-08-12158.0958.090.00%market21.60%——1.93%4.79%-2.86%
HCC2022-08-032022-08-042022-08-18130.8030.800.00%market18.11%——13.80%3.26%10.53%
ESNT2022-08-052022-08-082022-08-22343.1843.180.00%market43.05%——-2.62%-0.46%-2.17%
PFG2022-08-082022-08-092022-08-23171.1071.100.00%market18.71%——6.93%0.03%6.90%
BHP2022-08-162022-08-172022-08-31156.2756.270.00%market87.58%——-2.55%-7.22%4.66%
PAGS2022-08-252022-08-262022-09-12116.4516.450.00%market113.64%——0.39%-2.01%2.39%
RLI2022-10-192022-10-202022-11-03154.7654.760.00%market47.06%——16.76%0.81%15.95%
KOF2022-10-242022-10-252022-11-08160.8160.810.00%market24.10%——8.02%0.85%7.18%
PFG2022-10-272022-10-282022-11-11183.0083.000.00%market16.55%——14.36%4.91%9.45%
AMPY2022-11-012022-11-022022-11-1619.829.820.00%market588.24%——-11.40%3.01%-14.41%
TPL2022-11-022022-11-032022-11-171256.11256.110.00%market16.88%——14.72%6.13%8.59%
MED2022-11-032022-11-042022-11-18196.3796.370.00%market71.20%——28.62%5.05%23.57%
CCU2022-11-082022-11-092022-11-23111.3211.320.00%market599.79%——4.58%5.92%-1.34%
CIG-C2022-11-112022-11-142022-11-2932.382.380.00%market21.11%——9.56%-0.36%9.92%
CIFR2022-11-142022-11-152022-11-3010.960.960.00%market14.29%——-18.90%1.63%-20.52%
SQM2022-11-162022-11-172022-12-021100.26100.260.00%market13.91%——-0.51%4.21%-4.72%
RDY2023-01-252023-01-262023-02-09110.5410.540.00%market32.35%——3.03%0.98%2.05%
RLI2023-01-252023-01-262023-02-09167.7267.720.00%market42.59%——-4.13%0.98%-5.11%
ORI2023-01-262023-01-272023-02-10126.5026.500.00%market63.27%——-0.67%1.09%-1.75%
UI2023-02-032023-02-062023-02-213282.50282.500.00%market44.96%——-3.02%-2.61%-0.41%
AIZ2023-02-072023-02-082023-02-231131.00131.000.00%market24.71%——-2.23%-3.02%0.79%
EXE2023-02-212023-02-222023-03-08180.5080.500.00%market44.03%——-2.67%-0.15%-2.52%
CQP2023-02-232023-02-242023-03-10152.5552.550.00%market37.50%——-8.51%-2.41%-6.11%
DAO2023-02-232023-02-242023-03-1018.268.260.00%market189.44%——-1.07%-2.41%1.34%
KOF2023-02-232023-02-242023-03-10171.7971.790.00%market55.86%——5.79%-2.41%8.20%
GPOR2023-02-282023-03-012023-03-15172.3872.380.00%market43.89%——-1.27%-1.55%0.28%
CIG2023-03-242023-03-272023-04-1131.551.550.00%market87.59%——17.32%2.91%14.41%
CALM2023-03-282023-03-292023-04-13156.8956.890.00%market21.02%——-1.52%3.39%-4.91%
RLI2023-04-192023-04-202023-05-04169.4469.440.00%market34.43%——-1.74%-1.48%-0.26%
MANH2023-04-252023-04-262023-05-101166.00166.000.00%market25.00%——3.32%1.51%1.81%
CINF2023-04-272023-04-282023-05-121106.78106.780.00%market30.88%——-3.11%0.02%-3.13%
MED2023-05-012023-05-022023-05-16184.7784.770.00%market52.92%——5.90%-1.09%6.99%
AIZ2023-05-022023-05-032023-05-171126.24126.240.00%market18.53%——2.94%0.94%2.00%
PAGS2023-05-252023-05-262023-06-12111.3911.390.00%market15.00%——-11.25%4.45%-15.70%
STG2023-05-252023-05-262023-06-1214.644.640.00%market32.87%——-26.39%4.45%-30.84%
MANH2023-07-252023-07-262023-08-091195.00195.000.00%market22.22%——-5.22%-1.92%-3.30%
ALKS2023-07-262023-07-272023-08-10130.2230.220.00%market14.58%——-8.27%-2.86%-5.42%
CINF2023-07-272023-07-282023-08-111107.92107.920.00%market68.06%——-0.43%-2.24%1.81%
FAF2023-07-272023-07-282023-08-11163.1963.190.00%market33.66%——1.31%-2.24%3.55%
UVE2023-07-272023-07-282023-08-11116.5916.590.00%market12.99%——-14.75%-2.24%-12.50%
AIZ2023-08-012023-08-022023-08-161140.00140.000.00%market49.62%——1.16%-3.00%4.17%
AIZN2023-08-012023-08-022023-08-16118.7418.740.00%market54.98%——1.77%-3.00%4.77%
IMOS2023-08-032023-08-042023-08-18122.9522.950.00%market68.37%——-1.67%-3.15%1.49%
IHG2023-08-082023-08-092023-08-23176.7076.700.00%market59.04%——-0.50%-1.34%0.83%
TEO2023-08-092023-08-102023-08-2415.705.700.00%market25.00%——-2.38%-2.52%0.14%
CEPU2023-08-112023-08-142023-08-2836.836.830.00%market366.67%——8.68%-0.44%9.12%
DAO2023-08-242023-08-252023-09-1113.713.710.00%market12.68%——7.45%2.23%5.22%
KOF2023-10-242023-10-252023-11-08172.4072.400.00%market19.05%——14.38%3.64%10.73%
MANH2023-10-242023-10-252023-11-081183.13183.130.00%market36.36%——15.58%3.64%11.94%
PLMR2023-11-012023-11-022023-11-16156.8056.800.00%market24.32%——3.05%5.54%-2.49%
TGTX2023-11-012023-11-022023-11-16110.1210.120.00%market508.33%——11.16%5.54%5.62%
BAM2023-11-062023-11-072023-11-21131.0731.070.00%market12.90%——7.27%4.03%3.24%
NVDA2023-11-212023-11-222023-12-07149.8549.850.00%market17.65%——-6.62%0.71%-7.33%
CB2024-01-302024-01-312024-02-141247.20247.200.00%market63.71%——0.27%2.04%-1.76%
MANH2024-01-302024-01-312024-02-141255.65255.650.00%market28.75%——-2.78%2.04%-4.82%
RDY2024-01-312024-02-012024-02-15114.3214.320.00%market13.25%——4.65%3.59%1.06%
DECK2024-02-012024-02-022024-02-161139.29139.290.00%market32.63%——3.16%2.01%1.15%
CINF2024-02-062024-02-072024-02-221107.97107.970.00%market18.13%——3.73%2.26%1.48%
ROIV2024-02-132024-02-142024-02-29110.8010.800.00%market32.04%——5.83%2.27%3.55%
PLMR2024-02-142024-02-152024-03-01166.9366.930.00%market18.09%——12.64%2.72%9.93%
NVDA2024-02-212024-02-222024-03-07175.0375.030.00%market13.04%——23.41%2.14%21.27%
UVE2024-02-222024-02-232024-03-08118.6718.670.00%market86.96%——8.42%0.48%7.94%
UGP2024-02-282024-02-292024-03-1415.915.910.00%market81.82%——-2.13%1.35%-3.48%
GPGI2024-03-062024-03-072024-03-2114.984.980.00%market12.98%——13.96%1.77%12.19%
HCI2024-03-072024-03-082024-03-221113.52113.520.00%market128.37%——4.48%1.12%3.37%
HRTG2024-03-112024-03-122024-03-2618.858.850.00%market150.00%——21.59%1.04%20.55%
MANH2024-04-232024-04-242024-05-081208.49208.490.00%market18.39%——2.84%2.10%0.74%
KOF2024-04-242024-04-252024-05-09196.1896.180.00%market16.67%——5.04%4.20%0.83%
MCY2024-04-302024-05-012024-05-15153.1053.100.00%market420.00%——8.02%5.66%2.35%
PTGX2024-05-072024-05-082024-05-22127.0827.080.00%market173.95%——17.00%2.83%14.17%
MANH2024-07-232024-07-242024-08-071247.39247.390.00%market23.30%——-3.36%-5.50%2.14%
CINF2024-07-252024-07-262024-08-091116.00116.000.00%market34.24%——10.40%-1.71%12.11%
ORI2024-07-252024-07-262024-08-09133.0533.050.00%market24.59%——2.29%-1.71%4.00%
HCI2024-08-082024-08-092024-08-23192.9892.980.00%market20.98%——2.09%6.10%-4.01%
GCTS2024-08-142024-08-152024-08-2913.353.350.00%market87.50%——-15.92%1.61%-17.53%
DAO2024-08-222024-08-232024-09-0913.293.290.00%market57.87%——-1.01%-2.34%1.33%
MANH2024-10-222024-10-232024-11-061280.00280.000.00%market27.36%——0.27%1.68%-1.41%
FPI2024-10-302024-10-312024-11-14111.2411.240.00%market152.53%——7.37%3.09%4.28%
ABXL2024-11-072024-11-082024-11-22126.9426.940.00%market47.93%——-2.25%-0.11%-2.14%
INOD2024-11-072024-11-082024-11-22130.3430.340.00%market400.00%——47.46%-0.11%47.57%
SBS2024-11-122024-11-132024-11-2713.323.320.00%market122.22%——-1.30%0.24%-1.55%
EVTL2024-11-152024-11-182024-12-0334.574.570.00%market30.27%——64.67%3.02%61.65%
PTGX2025-02-212025-02-242025-03-10338.7538.750.00%market3200.00%——44.29%-6.88%51.17%
ACAD2025-02-262025-02-272025-03-13119.4419.440.00%market30.77%——-13.78%-7.61%-6.17%
CDNA2025-02-262025-02-272025-03-13122.3822.380.00%market260.00%——-21.28%-7.61%-13.67%
HCI2025-02-272025-02-282025-03-141126.00126.000.00%market111.27%——9.96%-3.89%13.85%
HIPO2025-03-052025-03-062025-03-20131.7631.760.00%market53.33%——-17.35%-1.74%-15.62%
SRFM2025-03-182025-03-192025-04-0214.014.010.00%market149.58%——-36.26%0.30%-36.56%
GCTS2025-03-252025-03-262025-04-0912.032.030.00%market26.67%——-35.08%-4.62%-30.46%
MANH2025-04-222025-04-232025-05-071178.47178.470.00%market15.53%——2.95%3.83%-0.89%
PTCT2025-05-062025-05-072025-05-21139.4039.400.00%market1029.63%——17.18%4.05%13.13%
SEZL2025-05-072025-05-082025-05-22168.8268.820.00%market212.50%——47.62%3.16%44.46%
SOUN2025-05-082025-05-092025-05-2319.709.700.00%market542.86%——-1.34%2.23%-3.57%
UI2025-05-092025-05-122025-05-273429.00429.000.00%market52.28%——-5.55%1.66%-7.22%
EVTL2025-05-132025-05-142025-05-2915.025.020.00%market1210.00%——7.87%0.38%7.49%
STOK2025-05-132025-05-142025-05-2918.718.710.00%market613.51%——11.61%0.38%11.23%
P2025-05-282025-05-292025-06-12151.5851.580.00%market17.98%——5.54%1.80%3.74%
EVTL2025-06-102025-06-112025-06-2615.825.820.00%market2165.00%——6.43%1.27%5.16%
MANH2025-07-222025-07-232025-08-061245.00245.000.00%market15.93%——-11.94%0.19%-12.14%
STRD2025-07-312025-08-012025-08-15185.1185.110.00%market33253.67%——-0.37%2.74%-3.11%
HG2025-08-062025-08-072025-08-21122.3522.350.00%market53.47%——7.69%-0.11%7.79%
UI2025-08-222025-08-252025-09-093513.01513.010.00%market58.74%——16.60%0.98%15.63%
LUXE2025-09-112025-09-122025-09-2619.099.090.00%market3261.11%——-8.57%0.64%-9.21%
MANH2025-10-212025-10-222025-11-051198.79198.790.00%market14.29%——-9.49%0.83%-10.32%
QCRH2025-10-222025-10-232025-11-06174.2174.210.00%market25.43%——2.69%0.33%2.36%
MAX2025-10-292025-10-302025-11-13113.2413.240.00%market23.81%——-3.65%-1.73%-1.92%
INDV2025-10-302025-10-312025-11-14129.6829.680.00%market89.47%——2.63%-1.91%4.54%
AFL2025-11-042025-11-052025-11-191110.74110.740.00%market40.68%——-1.31%-1.83%0.52%
HLNE2025-11-042025-11-052025-11-191124.17124.170.00%market42.59%——0.79%-1.83%2.62%
HIPO2025-11-052025-11-062025-11-20138.2838.280.00%market1650.00%——-17.60%-3.54%-14.06%
CLMT2025-11-072025-11-102025-11-24319.2819.280.00%market30.00%——-3.83%-1.26%-2.58%
UI2025-11-072025-11-102025-11-243632.82632.820.00%market18.09%——-12.18%-1.26%-10.92%
QCRH2026-01-272026-01-282026-02-11189.0889.080.00%market12.76%——2.74%-0.73%3.47%
DECK2026-01-292026-01-302026-02-131114.90114.900.00%market20.22%——0.62%-1.45%2.07%
SONO2026-02-032026-02-042026-02-19116.1016.100.00%market26.56%——-2.83%-0.85%-1.98%
UI2026-02-062026-02-092026-02-243617.57617.570.00%market25.97%——22.75%-0.30%23.05%
LYFT2026-02-102026-02-112026-02-26114.2214.220.00%market53.85%——-0.94%-1.02%0.07%
STAG2026-02-112026-02-122026-02-27139.8039.800.00%market175.00%——-1.56%-1.19%-0.37%
FPI2026-02-182026-02-192026-03-05112.1212.120.00%market19.05%——5.76%-0.37%6.13%
IIPR2026-02-232026-02-242026-03-10147.6047.600.00%market79.05%——12.44%-0.69%13.13%
LKFT2026-02-232026-02-242026-03-10135.7335.730.00%market11077.73%——-7.15%-0.69%-6.46%
BCRX2026-02-262026-02-272026-03-1317.957.950.00%market1500.00%——3.30%-3.04%6.34%
INDV2026-02-262026-02-272026-03-13133.1533.150.00%market26.15%——-6.25%-3.04%-3.21%
ANRO2026-03-162026-03-172026-03-31124.3224.320.00%market19.64%——-7.67%-3.28%-4.39%
ANDG2026-03-172026-03-182026-04-01126.2226.220.00%market53.57%——11.27%-1.96%13.23%
MU2026-03-182026-03-192026-04-021424.97424.970.00%market32.75%——-13.92%-0.17%-13.75%
GCTS2026-03-252026-03-262026-04-1011.111.110.00%market31.82%——16.12%4.20%11.91%
MANH2026-04-212026-04-222026-05-061149.00149.000.00%market12.73%——-7.62%3.48%-11.10%
FICO2026-04-282026-04-292026-05-1311,088.781,088.780.00%market14.78%——-2.32%4.40%-6.72%
IRT2026-04-292026-04-302026-05-14115.9515.950.00%market766.67%——1.78%4.69%-2.91%
INDV2026-04-302026-05-012026-05-15137.3937.390.00%market50.00%——-1.78%2.48%-4.27%
KIM2026-04-302026-05-012026-05-15123.6523.650.00%market19.36%——-2.85%2.48%-5.33%
SNDK2026-04-302026-05-012026-05-1511,059.021,059.020.00%market60.12%——32.82%2.48%30.33%
OSCR2026-05-062026-05-072026-05-21119.7919.790.00%market71.07%——11.77%1.04%10.73%
SEZL2026-05-062026-05-072026-05-211100.66100.660.00%market15.32%——4.66%1.04%3.62%
TRNO2026-05-062026-05-072026-05-21166.3366.330.00%market112.50%——-0.05%1.04%-1.10%
MU2026-06-242026-06-252026-07-1011,233.001,233.000.00%market19.69%——-20.68%2.17%-22.85%