EPS surp.>12 & ROE>20 (hold 10d) (lookback 50y) (max 100 pos)

Run 9a92d70f · view hypothesis

completed

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

Trades
1354
Win rate
52.66%
Avg return
1.87%
Median return
0.47%
Avg abnormal
1.13%
Median abnormal
-0.17%
Best trade
164.19%
Worst trade
-50.46%
Sharpe (per-trade)
0.12
Daily portfolio drawdown
-2.85%
Portfolio (equal_weight)
Total return
25.27%
Max drawdown
-2.85%
Avg trade return
1.87%
Win rate
52.66%
Signals
1354
Configured concurrent
100
Observed concurrent
51
Trades taken
1354
Skipped (no capacity)
0
Excess vs benchmark
-427.64%
Avg entry slippage
0.00%
Return if filled at market
25.27%
VWAP fills
0
VWAP fallbacks
0

0 of 1354 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20062-2.69%-5.13%50.00%
200721.79%1.06%50.00%
20081-2.36%-2.19%0.00%
200913.15%0.65%100.00%
20102-9.15%-3.10%0.00%
20112-6.28%-1.74%0.00%
20132-4.55%-3.62%0.00%
2016217.19%5.07%76.19%
2017624.57%4.52%59.68%
2018950.25%0.14%51.58%
201964-0.01%-0.39%45.31%
20201484.08%1.68%58.78%
20212391.21%0.62%52.30%
20221741.76%1.89%52.87%
20231631.40%0.64%49.69%
20241512.95%0.76%55.63%
20251421.24%1.29%49.30%
2026830.73%0.62%48.19%
Trades (page 3: 354 of 1,354)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ROEReturnBenchmarkAbnormal
BWMX2024-02-222024-02-232024-03-08115.2615.260.00%market121.43%—20.48%0.48%20.00%
CQP2024-02-222024-02-232024-03-08151.2151.210.00%market62.10%—-4.73%0.48%-5.21%
FTAI2024-02-222024-02-232024-03-08158.0058.000.00%market147.73%—-1.82%0.48%-2.31%
LNG2024-02-222024-02-232024-03-081158.38158.380.00%market113.33%—-2.27%0.48%-2.75%
RHP2024-02-222024-02-232024-03-081120.26120.260.00%market134.65%—-2.13%0.48%-2.61%
CAPL2024-02-262024-02-272024-03-12121.6821.680.00%market90.91%—0.68%1.99%-1.31%
CSAN2024-02-262024-02-272024-03-12114.6214.620.00%market472.22%—-8.58%1.99%-10.57%
VLRS2024-02-262024-02-272024-03-1217.827.820.00%market166.67%—-8.41%1.99%-10.40%
CPNG2024-02-272024-02-282024-03-13118.0218.020.00%market33.27%—8.78%2.11%6.67%
LLYVK2024-02-282024-02-292024-03-14138.9938.990.00%market198.04%—3.05%1.35%1.70%
UGP2024-02-282024-02-292024-03-1415.915.910.00%market81.82%—-2.13%1.35%-3.48%
ESTC2024-02-292024-03-012024-03-151115.96115.960.00%market16.13%—-12.93%0.17%-13.10%
MUX2024-02-292024-03-012024-03-1516.356.350.00%market1006.25%—35.33%0.17%35.17%
NTAP2024-02-292024-03-012024-03-151105.88105.880.00%market14.79%—-3.43%0.17%-3.60%
MANU2024-03-122024-03-132024-03-27114.2714.270.00%market184.22%—-1.15%1.17%-2.32%
BLND2024-03-152024-03-182024-04-0232.882.880.00%market12.50%—4.76%0.94%3.82%
TSHA2024-03-192024-03-202024-04-0412.952.950.00%market488.89%—-9.25%-0.52%-8.73%
ANVS2024-03-292024-04-012024-04-15312.0012.000.00%market19.26%—-7.68%-3.70%-3.98%
KMB2024-04-232024-04-242024-05-081135.66135.660.00%market23.31%—0.10%2.10%-2.00%
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%
NBTX2024-04-242024-04-252024-05-0915.915.910.00%market60.40%—12.76%4.20%8.55%
PI2024-04-242024-04-252024-05-091130.28130.280.00%market110.00%—21.55%4.20%17.35%
BALL2024-04-262024-04-292024-05-13370.2570.250.00%market23.64%—-1.50%2.12%-3.62%
IT2024-04-302024-05-012024-05-151412.16412.160.00%market15.81%—7.18%5.66%1.51%
THC2024-04-302024-05-012024-05-151112.82112.820.00%market122.07%—17.76%5.66%12.10%
ALNY2024-05-022024-05-032024-05-171154.41154.410.00%market85.71%—-3.34%3.58%-6.92%
DVA2024-05-022024-05-032024-05-171143.00143.000.00%market15.90%—-2.32%3.58%-5.90%
FTDR2024-05-022024-05-032024-05-17134.5034.500.00%market120.00%—3.99%3.58%0.41%
GDDY2024-05-022024-05-032024-05-171126.15126.150.00%market13.56%—7.47%3.58%3.89%
OGN2024-05-022024-05-032024-05-17120.0020.000.00%market25.77%—8.90%3.58%5.32%
AMRX2024-05-032024-05-062024-05-2036.826.820.00%market55.56%—-1.42%3.17%-4.59%
CQP2024-05-032024-05-062024-05-20350.8950.890.00%market21.65%—-3.17%3.17%-6.34%
CPS2024-05-062024-05-072024-05-21116.9716.970.00%market12.94%—-21.43%2.67%-24.10%
SPG2024-05-062024-05-072024-05-211146.76146.760.00%market27.14%—0.72%2.67%-1.94%
DAVE2024-05-072024-05-082024-05-22152.2052.200.00%market321.43%—-14.93%2.83%-17.76%
HALO2024-05-072024-05-082024-05-22141.9541.950.00%market12.86%—8.31%2.83%5.49%
PTGX2024-05-072024-05-082024-05-22127.0827.080.00%market173.95%—17.00%2.83%14.17%
RRR2024-05-072024-05-082024-05-22152.0952.090.00%market36.00%—-6.20%2.83%-9.03%
UIS2024-05-072024-05-082024-05-2215.055.050.00%market117.39%—-7.23%2.83%-10.06%
APP2024-05-082024-05-092024-05-23183.2783.270.00%market17.54%—-4.92%1.66%-6.57%
BLBD2024-05-082024-05-092024-05-23144.3444.340.00%market81.63%—20.83%1.66%19.17%
BLND2024-05-082024-05-092024-05-2312.452.450.00%market25.00%—16.63%1.66%14.98%
CMBT2024-05-082024-05-092024-05-23118.5718.570.00%market339.29%—-13.94%1.66%-15.60%
GFF2024-05-082024-05-092024-05-23173.2773.270.00%market60.71%—-10.24%1.66%-11.90%
OPFI2024-05-082024-05-092024-05-2313.023.020.00%market100.00%—3.21%1.66%1.55%
PRCH2024-05-082024-05-092024-05-2313.133.130.00%market36.36%—-25.66%1.66%-27.32%
GRND2024-05-092024-05-102024-05-24110.7110.710.00%market225.00%—-12.61%1.46%-14.07%
INSM2024-05-092024-05-102024-05-24126.5726.570.00%market14.52%—-17.30%1.46%-18.76%
TEO2024-05-092024-05-102024-05-2419.509.500.00%market1458.33%—-13.47%1.46%-14.93%
VYX2024-05-092024-05-102024-05-24112.2212.220.00%market116.67%—9.97%1.46%8.50%
ANVS2024-05-132024-05-142024-05-2917.037.030.00%market17.24%—-14.75%0.96%-15.71%
PACS2024-05-132024-05-142024-05-29125.7925.790.00%market13.71%—14.09%0.96%13.13%
GLXY2024-05-142024-05-152024-05-3019.199.190.00%market149.29%—17.53%-0.61%18.14%
NXT2024-05-142024-05-152024-05-30149.0049.000.00%market46.79%—15.51%-0.61%16.12%
SEAL-PB2024-05-162024-05-172024-06-03125.8625.860.00%market30.57%—2.26%-0.19%2.45%
CLBT2024-05-232024-05-242024-06-10112.0012.000.00%market45.45%—-2.85%1.48%-4.33%
IBTA2024-05-302024-05-312024-06-141104.33104.330.00%market80.00%—-25.57%3.67%-29.23%
RBRK2024-06-112024-06-122024-06-27136.5736.570.00%market13.66%—-16.29%0.88%-17.16%
AEHR2024-07-162024-07-172024-07-31119.2619.260.00%market663.64%—-2.12%-1.43%-0.70%
PAC2024-07-222024-07-232024-08-061163.30163.300.00%market24.51%—-8.06%-5.84%-2.22%
KMB2024-07-232024-07-242024-08-071134.77134.770.00%market14.62%—3.80%-5.50%9.30%
MANH2024-07-232024-07-242024-08-071247.39247.390.00%market23.30%—-3.36%-5.50%2.14%
MMM2024-07-262024-07-292024-08-123128.00128.000.00%market14.88%—-3.73%-2.34%-1.39%
TNET2024-07-262024-07-292024-08-123110.94110.940.00%market19.53%—-16.67%-2.34%-14.33%
PJT2024-07-302024-07-312024-08-141131.58131.580.00%market45.12%—-8.32%-0.95%-7.37%
NCLH2024-07-312024-08-012024-08-15118.9918.990.00%market14.29%—-14.27%0.09%-14.36%
ALNY2024-08-012024-08-022024-08-161260.18260.180.00%market152.34%—3.00%3.46%-0.47%
APPN2024-08-012024-08-022024-08-16128.2328.230.00%market16.13%—9.75%3.46%6.28%
CLPR2024-08-012024-08-022024-08-1614.054.050.00%market70.00%—10.27%3.46%6.81%
CLX2024-08-012024-08-022024-08-161142.00142.000.00%market16.67%—2.29%3.46%-1.17%
CPS2024-08-012024-08-022024-08-16113.2613.260.00%market69.38%—9.03%3.46%5.56%
FTDR2024-08-012024-08-022024-08-16144.3444.340.00%market27.00%—4.43%3.46%0.97%
ATMU2024-08-022024-08-052024-08-19330.0030.000.00%market21.82%—11.47%9.38%2.09%
PWP2024-08-022024-08-052024-08-19316.4316.430.00%market152.94%—19.99%9.38%10.61%
TDC2024-08-052024-08-062024-08-20125.0025.000.00%market33.33%—9.82%7.60%2.22%
ADCT2024-08-062024-08-072024-08-2112.952.950.00%market13.64%—-0.44%6.08%-6.52%
BL2024-08-062024-08-072024-08-21148.8048.800.00%market16.00%—4.20%6.08%-1.88%
FTNT2024-08-062024-08-072024-08-21165.6865.680.00%market39.02%—14.73%6.08%8.65%
HALO2024-08-062024-08-072024-08-21156.0056.000.00%market19.74%—10.92%6.08%4.83%
LEU2024-08-062024-08-072024-08-21143.7943.790.00%market142.31%—-9.55%6.08%-15.64%
USAC2024-08-062024-08-072024-08-21121.8621.860.00%market27.78%—-0.28%6.08%-6.37%
APP2024-08-072024-08-082024-08-22170.0570.050.00%market18.67%—26.95%6.17%20.79%
BLBD2024-08-072024-08-082024-08-22145.2045.200.00%market78.43%—2.78%6.17%-3.39%
CORZ2024-08-072024-08-082024-08-2219.739.730.00%market20.00%—1.44%6.17%-4.73%
GH2024-08-072024-08-082024-08-22132.0632.060.00%market15.79%—-13.17%6.17%-19.34%
SEZL2024-08-072024-08-082024-08-22115.5015.500.00%market157.14%—36.55%6.17%30.38%
WMG2024-08-072024-08-082024-08-22129.0029.000.00%market18.52%—-0.31%6.17%-6.47%
ZIP2024-08-072024-08-082024-08-2218.078.070.00%market187.50%—11.55%6.17%5.38%
EXPE2024-08-082024-08-092024-08-231130.00130.000.00%market14.71%—6.15%6.10%0.05%
GRND2024-08-082024-08-092024-08-23111.5511.550.00%market40.00%—7.52%6.10%1.42%
LLY2024-08-082024-08-092024-08-231860.00860.000.00%market50.77%—10.68%6.10%4.58%
UP2024-08-082024-08-092024-08-23133.8033.800.00%market95.22%—18.24%6.10%12.14%
ANVS2024-08-142024-08-152024-08-2918.208.200.00%market30.16%—7.46%1.61%5.85%
CLBT2024-08-152024-08-162024-08-30114.8814.880.00%market25.00%—14.55%2.22%12.33%
CHWY2024-08-282024-08-292024-09-13128.7228.720.00%market257.14%—11.25%0.30%10.95%
DOCU2024-09-052024-09-062024-09-20160.2460.240.00%market20.20%—-3.87%3.33%-7.20%
RBRK2024-09-092024-09-102024-09-24129.8529.850.00%market17.70%—12.30%4.18%8.11%
MANH2024-10-222024-10-232024-11-061280.00280.000.00%market27.36%—0.27%1.68%-1.41%
BAH2024-10-252024-10-282024-11-113184.08184.080.00%market23.13%—-0.47%2.78%-3.25%
FER2024-10-292024-10-302024-11-13140.3440.340.00%market751.91%—-5.55%2.74%-8.29%
CLX2024-10-302024-10-312024-11-141161.83161.830.00%market31.91%—2.32%3.09%-0.77%
EAT2024-10-302024-10-312024-11-141103.21103.210.00%market37.68%—12.77%3.09%9.68%
CNK2024-10-312024-11-012024-11-15129.8229.820.00%market112.50%—6.67%2.53%4.15%
HALO2024-10-312024-11-012024-11-15155.6655.660.00%market29.59%—-18.08%2.53%-20.61%
FTDR2024-11-042024-11-052024-11-19153.0153.010.00%market31.43%—1.96%3.43%-1.47%
ILMN2024-11-042024-11-052024-11-191148.13148.130.00%market29.69%—-8.96%3.43%-12.39%
TDC2024-11-042024-11-052024-11-19130.4230.420.00%market23.21%—-3.12%3.43%-6.55%
SQNS2024-11-052024-11-062024-11-20126.0026.000.00%market865.79%—7.21%0.22%6.99%
APP2024-11-062024-11-072024-11-211230.00230.000.00%market35.87%—38.27%0.10%38.17%
DDL2024-11-062024-11-072024-11-2114.434.430.00%market266.67%—-7.32%0.10%-7.42%
EBS2024-11-062024-11-072024-11-21111.4311.430.00%market179.59%—-17.86%0.10%-17.96%
FOA2024-11-062024-11-072024-11-21115.0015.000.00%market415.38%—38.17%0.10%38.07%
GH2024-11-062024-11-072024-11-21132.3932.390.00%market18.18%—-4.45%0.10%-4.55%
AVAH2024-11-072024-11-082024-11-2215.775.770.00%market253.98%—1.11%-0.11%1.22%
BAK2024-11-072024-11-082024-11-2215.675.670.00%market300.00%—-6.63%-0.11%-6.51%
FTNT2024-11-072024-11-082024-11-22184.5084.500.00%market21.15%—9.69%-0.11%9.80%
INOD2024-11-072024-11-082024-11-22130.3430.340.00%market400.00%—47.46%-0.11%47.57%
SEZL2024-11-072024-11-082024-11-22158.3358.330.00%market226.67%—32.47%-0.11%32.58%
UP2024-11-072024-11-082024-11-22141.0041.000.00%market96.82%—8.19%-0.11%8.30%
VST2024-11-072024-11-082024-11-221135.24135.240.00%market350.00%—19.63%-0.11%19.74%
MSGE2024-11-082024-11-112024-11-25338.5938.590.00%market48.72%—-4.61%-0.38%-4.23%
UI2024-11-082024-11-112024-11-253316.99316.990.00%market31.29%—14.33%-0.38%14.71%
SBS2024-11-122024-11-132024-11-2713.323.320.00%market122.22%—-1.30%0.24%-1.55%
GFF2024-11-132024-11-142024-11-29180.4980.490.00%market24.58%—4.63%0.88%3.76%
OWLT2024-11-132024-11-142024-11-2915.605.600.00%market112.46%—-13.31%0.88%-14.19%
EVTL2024-11-152024-11-182024-12-0334.574.570.00%market30.27%—64.67%3.02%61.65%
ZIM2024-11-202024-11-212024-12-06126.0026.000.00%market32.48%—-19.48%2.43%-21.91%
RBRK2024-12-052024-12-062024-12-20165.6865.680.00%market47.50%—0.57%-2.68%3.25%
EAT2025-01-292025-01-302025-02-131183.00183.000.00%market104.38%—-12.55%0.96%-13.51%
LII2025-01-292025-01-302025-02-131599.84599.840.00%market35.92%—3.25%0.96%2.30%
BEPC2025-01-312025-02-032025-02-18325.9425.940.00%market81.82%—9.19%3.18%6.02%
IT2025-02-042025-02-052025-02-201541.76541.760.00%market67.18%—-7.22%1.62%-8.85%
PJT2025-02-042025-02-052025-02-201174.42174.420.00%market59.66%—-4.86%1.62%-6.49%
SPG2025-02-042025-02-052025-02-201178.56178.560.00%market85.86%—4.46%1.62%2.84%
MC2025-02-052025-02-062025-02-21181.5481.540.00%market202.56%—-12.70%-1.00%-11.70%
UBER2025-02-052025-02-062025-02-21165.6765.670.00%market542.00%—20.03%-1.00%21.03%
AAMI2025-02-062025-02-072025-02-24124.8624.860.00%market26.21%—0.18%-1.60%1.78%
FTNT2025-02-062025-02-072025-02-241109.49109.490.00%market23.33%—-0.83%-1.60%0.76%
LEU2025-02-062025-02-072025-02-24194.9094.900.00%market140.60%—-5.71%-1.60%-4.11%
TPR2025-02-062025-02-072025-02-24183.5383.530.00%market17.65%—0.93%-1.60%2.52%
WMG2025-02-062025-02-072025-02-24132.1132.110.00%market32.35%—10.74%-1.60%12.33%
CAR2025-02-112025-02-122025-02-27188.6088.600.00%market54.00%—-9.56%-2.36%-7.20%
RRR2025-02-112025-02-122025-02-27153.1153.110.00%market80.95%—-6.60%-2.36%-4.23%
APP2025-02-122025-02-132025-02-281499.34499.340.00%market54.46%—-34.87%-1.70%-33.16%
ASND2025-02-122025-02-132025-02-281138.75138.750.00%market43.33%—12.75%-1.70%14.45%
GH2025-02-202025-02-212025-03-07148.5048.500.00%market17.33%—-19.03%-5.61%-13.42%
LYV2025-02-202025-02-212025-03-071156.77156.770.00%market160.22%—-18.76%-5.61%-13.15%
TDAY2025-02-202025-02-212025-03-0714.644.640.00%market333.33%—-25.32%-5.61%-19.70%
AIV2025-02-242025-02-252025-03-1118.988.980.00%market33.33%—-0.88%-6.90%6.02%
GSHD2025-02-242025-02-252025-03-111114.87114.870.00%market92.68%—1.57%-6.90%8.48%
AMT2025-02-252025-02-262025-03-121204.59204.590.00%market29.61%—0.93%-6.22%7.15%
SEZL2025-02-252025-02-262025-03-12155.8355.830.00%market42.21%—-29.24%-6.22%-23.02%
BCO2025-02-262025-02-272025-03-13194.7894.780.00%market13.98%—-12.12%-7.61%-4.51%
CDNA2025-02-262025-02-272025-03-13122.3822.380.00%market260.00%—-21.28%-7.61%-13.67%
CORZ2025-02-262025-02-272025-03-13111.8711.870.00%market90.00%—-27.14%-7.61%-19.53%
NRG2025-02-262025-02-272025-03-131116.20116.200.00%market46.15%—-21.86%-7.61%-14.24%
YOU2025-02-262025-02-272025-03-13122.2322.230.00%market221.43%—12.00%-7.61%19.61%
FER2025-02-282025-03-032025-03-17344.4444.440.00%market1325.55%—-1.45%-4.87%3.42%
OWLT2025-03-042025-03-052025-03-1914.854.850.00%market86.27%—-13.09%-1.66%-11.43%
VSXY2025-03-052025-03-062025-03-20120.8620.860.00%market13.04%—4.17%-1.74%5.90%
BBAI2025-03-062025-03-072025-03-2113.533.530.00%market20.00%—-15.96%-1.21%-14.75%
GRND2025-03-072025-03-102025-03-24314.7814.780.00%market28.57%—22.50%1.14%21.35%
PRSU2025-03-112025-03-122025-03-26137.0237.020.00%market42.25%—1.74%1.14%0.59%
UP2025-03-112025-03-122025-03-26123.4023.400.00%market96.82%—-8.65%1.14%-9.79%
RBRK2025-03-132025-03-142025-03-28167.8067.800.00%market53.70%—-6.21%-0.08%-6.13%
TMC2025-03-272025-03-282025-04-1111.981.980.00%market16.67%—-1.62%-5.59%3.97%
LMT2025-04-222025-04-232025-05-071467.00467.000.00%market14.83%—0.83%3.83%-3.01%
MANH2025-04-222025-04-232025-05-071178.47178.470.00%market15.53%—2.95%3.83%-0.89%
EAF2025-04-252025-04-282025-05-1237.057.050.00%market13.33%—15.93%5.73%10.20%
TNET2025-04-252025-04-282025-05-12377.6377.630.00%market19.16%—8.71%5.73%2.98%
LTM2025-04-292025-04-302025-05-14131.7531.750.00%market93.44%—14.23%7.31%6.92%
CCI2025-04-302025-05-012025-05-151105.99105.990.00%market456.40%—-5.02%5.37%-10.39%
GH2025-04-302025-05-012025-05-15152.6552.650.00%market19.67%—-23.25%5.37%-28.62%
AMGN2025-05-012025-05-022025-05-161291.50291.500.00%market14.75%—-6.65%5.22%-11.87%
LYV2025-05-012025-05-022025-05-161131.68131.680.00%market21.32%—12.05%5.22%6.83%
WK2025-05-012025-05-022025-05-16171.0071.000.00%market100.00%—0.55%5.22%-4.67%
FUBO2025-05-022025-05-052025-05-19328.6828.680.00%market50.00%—40.49%5.74%34.75%
HALO2025-05-062025-05-072025-05-21163.6963.690.00%market16.84%—-15.42%4.05%-19.48%
MSGE2025-05-062025-05-072025-05-21135.5335.530.00%market32.00%—2.91%4.05%-1.14%
TDC2025-05-062025-05-072025-05-21121.5121.510.00%market15.79%—1.34%4.05%-2.71%
APP2025-05-072025-05-082025-05-221344.00344.000.00%market15.97%—2.07%3.16%-1.09%
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%
ZIP2025-05-082025-05-092025-05-2314.514.510.00%market23.53%—20.30%2.23%18.07%
UI2025-05-092025-05-122025-05-273429.00429.000.00%market52.28%—-5.55%1.66%-7.22%
ARWR2025-05-122025-05-132025-05-28115.7515.750.00%market4683.33%—-1.31%0.74%-2.05%
BCO2025-05-122025-05-132025-05-28192.9092.900.00%market36.13%—-10.35%0.74%-11.09%
CLPR2025-05-122025-05-132025-05-2814.054.050.00%market18.75%—-4.79%0.74%-5.53%
NRG2025-05-122025-05-132025-05-281149.63149.630.00%market49.71%—4.20%0.74%3.46%
TISI2025-05-122025-05-132025-05-28120.8120.810.00%market48.28%—-10.53%0.74%-11.27%
STOK2025-05-132025-05-142025-05-2918.718.710.00%market613.51%—11.61%0.38%11.23%
PGEN2025-05-142025-05-152025-05-3011.271.270.00%market12.50%—3.84%0.65%3.18%
VIK2025-05-202025-05-212025-06-05144.5744.570.00%market18.36%—7.42%0.78%6.63%
JOYY2025-05-262025-05-272025-06-10142.0042.000.00%market29.10%—18.00%2.90%15.09%
MANH2025-07-222025-07-232025-08-061245.00245.000.00%market15.93%—-11.94%0.19%-12.14%
LII2025-07-232025-07-242025-08-071662.50662.500.00%market13.99%—-10.46%-0.37%-10.09%
LVS2025-07-232025-07-242025-08-07151.2751.270.00%market48.78%—3.29%-0.37%3.66%
BWMX2025-07-242025-07-252025-08-08110.1510.150.00%market50.00%—31.62%0.33%31.30%
RELX2025-07-242025-07-252025-08-08153.1553.150.00%market28.06%—-9.79%0.33%-10.12%
TNET2025-07-252025-07-282025-08-11369.2869.280.00%market15.00%—-9.41%-0.24%-9.17%
LTM2025-07-282025-07-292025-08-12141.4341.430.00%market22.73%—4.41%0.68%3.73%
FTAI2025-07-292025-07-302025-08-131126.45126.450.00%market21.71%—15.36%1.41%13.95%
QURE2025-07-292025-07-302025-08-13114.8614.860.00%market22.47%—-1.85%1.41%-3.26%
RRR2025-07-292025-07-302025-08-13157.3657.360.00%market137.50%—6.11%1.41%4.70%
GH2025-07-302025-07-312025-08-14144.8644.860.00%market15.38%—34.45%0.86%33.59%
AAMI2025-07-312025-08-012025-08-15140.6840.680.00%market23.08%—15.53%2.74%12.80%
CLX2025-07-312025-08-012025-08-151127.26127.260.00%market30.45%—-4.10%2.74%-6.84%
LUMN2025-07-312025-08-012025-08-1514.024.020.00%market87.50%—10.10%2.74%7.36%
TDAY2025-07-312025-08-012025-08-1513.733.730.00%market509.09%—13.30%2.74%10.57%
WK2025-07-312025-08-012025-08-15174.4074.400.00%market280.00%—0.37%2.74%-2.37%
KMB2025-08-012025-08-042025-08-183131.36131.360.00%market14.97%—-0.12%2.82%-2.94%
ENR2025-08-042025-08-052025-08-19128.2028.200.00%market85.25%—0.64%1.27%-0.62%
WTI2025-08-042025-08-052025-08-1911.681.680.00%market42.86%—-0.10%1.27%-1.37%
FTDR2025-08-052025-08-062025-08-20156.3556.350.00%market13.19%—4.35%1.44%2.91%
HALO2025-08-052025-08-062025-08-20163.0563.050.00%market25.20%—12.72%1.44%11.27%
YOU2025-08-052025-08-062025-08-20131.8831.880.00%market13.04%—5.23%1.44%3.79%
APP2025-08-062025-08-072025-08-211397.25397.250.00%market15.31%—5.31%-0.11%5.42%
ASND2025-08-072025-08-082025-08-221197.58197.580.00%market34.51%—-1.76%1.77%-3.53%
CYTK2025-08-072025-08-082025-08-22135.8535.850.00%market16.42%—6.85%1.77%5.07%
GPGI2025-08-072025-08-082025-08-22115.4615.460.00%market19.05%—28.23%1.77%26.46%
LLY2025-08-072025-08-082025-08-221655.00655.000.00%market12.68%—8.55%1.77%6.78%
LNG2025-08-072025-08-082025-08-221235.30235.300.00%market193.17%—0.86%1.77%-0.91%
OWLT2025-08-072025-08-082025-08-2219.009.000.00%market76.19%—-16.43%1.77%-18.21%
PTCT2025-08-072025-08-082025-08-22145.0045.000.00%market22.43%—12.28%1.77%10.50%
SEZL2025-08-072025-08-082025-08-221103.51103.510.00%market18.97%—-7.67%1.77%-9.45%
TRGP2025-08-072025-08-082025-08-221168.38168.380.00%market54.30%—-3.14%1.77%-4.92%
VEON2025-08-072025-08-082025-08-22155.5155.510.00%market773.68%—5.65%1.77%3.87%
CORZ2025-08-082025-08-112025-08-25314.2914.290.00%market42.86%—-4.37%0.79%-5.15%
DDD2025-08-112025-08-122025-08-2611.881.880.00%market46.15%—14.26%1.08%13.19%
INR2025-08-112025-08-122025-08-26114.2014.200.00%market162.22%—-0.45%1.08%-1.53%
USAR2025-08-112025-08-122025-08-26115.7515.750.00%market38.46%—-0.54%1.08%-1.62%
PGEN2025-08-122025-08-132025-08-2711.831.830.00%market21.43%—150.72%0.27%150.45%
SRFM2025-08-122025-08-132025-08-2714.644.640.00%market14.68%—-3.12%0.27%-3.38%
UI2025-08-222025-08-252025-09-093513.01513.010.00%market58.74%—16.60%0.98%15.63%
NIO2025-09-022025-09-032025-09-1716.386.380.00%market16.57%—16.67%2.57%14.10%
LUXE2025-09-112025-09-122025-09-2619.099.090.00%market3261.11%—-8.57%0.64%-9.21%
LVS2025-10-222025-10-232025-11-06154.5654.560.00%market26.42%—14.98%0.33%14.66%
CVI2025-10-292025-10-302025-11-13140.1340.130.00%market100.00%—-9.44%-1.73%-7.71%
GH2025-10-292025-10-302025-11-13189.9989.990.00%market18.75%—4.50%-1.73%6.23%
OPFI2025-10-292025-10-302025-11-13110.2110.210.00%market48.39%—-5.39%-1.73%-3.65%
TNET2025-10-292025-10-302025-11-13158.4858.480.00%market54.17%—-4.48%-1.73%-2.74%
WOLF2025-10-292025-10-302025-11-13125.9425.940.00%market22.90%—-29.98%-1.73%-28.24%
ALNY2025-10-302025-10-312025-11-141449.00449.000.00%market416.93%—-0.06%-1.91%1.85%
LLY2025-10-302025-10-312025-11-141839.16839.160.00%market23.37%—22.08%-1.91%23.99%
LUMN2025-10-302025-10-312025-11-1418.708.700.00%market35.48%—-8.26%-1.91%-6.35%
TVTX2025-10-302025-10-312025-11-14134.6034.600.00%market190.32%—-0.39%-1.91%1.52%
TGTX2025-11-032025-11-042025-11-18133.0733.070.00%market912.50%—-5.72%-2.37%-3.35%
AMGN2025-11-042025-11-052025-11-191303.13303.130.00%market12.35%—12.85%-1.83%14.68%
DAVE2025-11-042025-11-052025-11-191239.52239.520.00%market85.15%—-20.72%-1.83%-18.89%
UBER2025-11-042025-11-052025-11-19195.0195.010.00%market350.72%—-5.87%-1.83%-4.04%
UNIT2025-11-042025-11-052025-11-1916.006.000.00%market188.89%—-0.77%-1.83%1.06%
DUOL2025-11-052025-11-062025-11-201194.24194.240.00%market25.16%—-13.60%-3.54%-10.06%
FTNT2025-11-052025-11-062025-11-20176.0576.050.00%market17.27%—2.52%-3.54%6.06%
HIPO2025-11-052025-11-062025-11-20138.2838.280.00%market1650.00%—-17.60%-3.54%-14.06%
NGVT2025-11-052025-11-062025-11-20153.0953.090.00%market92.65%—-10.67%-3.54%-7.13%
UIS2025-11-052025-11-062025-11-2012.722.720.00%market70.37%—-12.23%-3.54%-8.69%
WTI2025-11-052025-11-062025-11-2011.961.960.00%market58.33%—-3.67%-3.54%-0.13%
AVAH2025-11-062025-11-072025-11-2118.638.630.00%market87.50%—1.17%-1.33%2.50%
CBL2025-11-062025-11-072025-11-21131.5731.570.00%market1600.00%—4.62%-1.33%5.95%
GRND2025-11-062025-11-072025-11-21114.8114.810.00%market33.33%—-6.65%-1.33%-5.32%
HRB2025-11-062025-11-072025-11-21151.8151.810.00%market14.29%—-15.41%-1.33%-14.08%
MSGE2025-11-062025-11-072025-11-21144.9844.980.00%market22.03%—6.17%-1.33%7.50%
DK2025-11-072025-11-102025-11-24341.5841.580.00%market442.86%—-8.59%-1.26%-7.33%
UI2025-11-072025-11-102025-11-243632.82632.820.00%market18.09%—-12.18%-1.26%-10.92%
BHVN2025-11-102025-11-112025-11-2517.737.730.00%market14.14%—21.63%-0.73%22.36%
ARCO2025-11-122025-11-132025-11-2817.607.600.00%market20.00%—-0.23%0.42%-0.66%
ATEX2025-11-122025-11-132025-11-28119.9419.940.00%market78.46%—3.01%0.42%2.58%
PD2025-11-252025-11-262025-12-11112.9612.960.00%market32.53%—0.44%1.70%-1.26%
ORCL2025-12-102025-12-112025-12-261190.62190.620.00%market37.80%—3.77%0.75%3.01%
XZO2025-12-102025-12-112025-12-26118.2818.280.00%market19.05%—23.31%0.75%22.56%
BA2026-01-272026-01-282026-02-111244.09244.090.00%market2362.05%—-3.30%-0.73%-2.57%
EAT2026-01-282026-01-292026-02-121158.25158.250.00%market13.44%—2.61%-2.17%4.78%
GEV2026-01-282026-01-292026-02-121717.00717.000.00%market357.00%—13.79%-2.17%15.96%
SMG2026-01-282026-01-292026-02-12162.6362.630.00%market25.96%—6.51%-2.17%8.68%
MA2026-01-292026-01-302026-02-131541.01541.010.00%market12.26%—-4.29%-1.45%-2.84%
SPG2026-02-022026-02-032026-02-181190.54190.540.00%market392.11%—4.67%-1.42%6.10%
APAM2026-02-032026-02-042026-02-19146.0046.000.00%market13.51%—-9.17%-0.85%-8.31%
IT2026-02-032026-02-042026-02-191157.18157.180.00%market12.57%—-0.25%-0.85%0.60%
LTM2026-02-032026-02-042026-02-19167.7167.710.00%market25.19%—-14.23%-0.85%-13.38%
SONO2026-02-032026-02-042026-02-19116.1016.100.00%market26.56%—-2.83%-0.85%-1.98%
MUSA2026-02-042026-02-052026-02-201436.86436.860.00%market12.89%—-10.83%1.25%-12.08%
TPR2026-02-052026-02-062026-02-231145.43145.430.00%market21.17%—5.08%0.14%4.95%
UI2026-02-062026-02-092026-02-243617.57617.570.00%market25.97%—22.75%-0.30%23.05%
GCMG2026-02-102026-02-112026-02-26111.5511.550.00%market29.17%—2.93%-1.02%3.95%
HAS2026-02-102026-02-112026-02-261103.79103.790.00%market52.53%—-3.40%-1.02%-2.39%
LYFT2026-02-102026-02-112026-02-26114.2214.220.00%market53.85%—-0.94%-1.02%0.07%
RRR2026-02-102026-02-112026-02-26167.5067.500.00%market82.93%—-7.48%-1.02%-6.46%
CVNA2026-02-182026-02-192026-03-05168.3868.380.00%market265.22%—-3.24%-0.37%-2.87%
MATV2026-02-182026-02-192026-03-05114.4214.420.00%market66.67%—-31.58%-0.37%-31.21%
VRSK2026-02-182026-02-192026-03-051184.69184.690.00%market13.04%—14.26%-0.37%14.63%
VAL2026-02-192026-02-202026-03-06189.5689.560.00%market54.90%—-2.39%-1.46%-0.93%
LKFT2026-02-232026-02-242026-03-10135.7335.730.00%market11077.73%—-7.15%-0.69%-6.46%
MAX2026-02-232026-02-242026-03-1018.808.800.00%market100.00%—10.01%-0.69%10.71%
AMT2026-02-242026-02-252026-03-111191.60191.600.00%market18.24%—-4.67%-2.01%-2.66%
ATRO2026-02-242026-02-252026-03-11164.7164.710.00%market21.15%—-5.85%-2.01%-3.84%
GDDY2026-02-242026-02-252026-03-11176.8976.890.00%market13.92%—12.45%-2.01%14.46%
TMDX2026-02-242026-02-252026-03-111140.00140.000.00%market39.02%—-7.98%-2.01%-5.97%
ACAD2026-02-252026-02-262026-03-12123.6423.640.00%market1067.88%—-10.13%-3.93%-6.20%
SEZL2026-02-252026-02-262026-03-12178.3078.300.00%market26.04%—-16.72%-3.93%-12.79%
AUPH2026-02-262026-02-272026-03-13113.9813.980.00%market23.81%—-0.31%-3.04%2.73%
CQP2026-02-262026-02-272026-03-13160.7660.760.00%market114.41%—5.38%-3.04%8.43%
LNG2026-02-262026-02-272026-03-131231.10231.100.00%market181.84%—9.06%-3.04%12.11%
NATL2026-02-262026-02-272026-03-13145.5745.570.00%market12.88%—-3.39%-3.04%-0.35%
SITC2026-02-262026-02-272026-03-1316.726.720.00%market120.83%—-15.72%-3.04%-12.68%
DK2026-02-272026-03-022026-03-16338.7738.770.00%market327.14%—5.99%-1.42%7.41%
AIV2026-03-022026-03-032026-03-1714.364.360.00%market1063.64%—-2.85%-0.63%-2.22%
LIF2026-03-022026-03-032026-03-17143.4943.490.00%market533.78%—-4.49%-0.63%-3.86%
ANAB2026-03-032026-03-042026-03-18137.3937.390.00%market77.53%—15.31%-2.96%18.27%
VIK2026-03-032026-03-042026-03-18176.9976.990.00%market23.16%—-7.50%-2.96%-4.54%
LQDA2026-03-052026-03-062026-03-20134.6534.650.00%market87.50%—4.98%-3.69%8.67%
SRFM2026-03-122026-03-132026-03-2711.811.810.00%market46.67%—-39.33%-5.26%-34.07%
IHS2026-03-162026-03-172026-03-3118.178.170.00%market476.47%—0.63%-3.28%3.91%
BOBS2026-03-172026-03-182026-04-01113.6413.640.00%market16.67%—-12.64%-1.96%-10.67%
BAK2026-03-272026-03-302026-04-1433.593.590.00%market51.02%—11.32%8.49%2.83%
MANH2026-04-212026-04-222026-05-061149.00149.000.00%market12.73%—-7.62%3.48%-11.10%
GEV2026-04-222026-04-232026-05-0711,147.891,147.890.00%market794.36%—-9.01%3.11%-12.12%
LVS2026-04-222026-04-232026-05-07151.3251.320.00%market20.37%—4.69%3.11%1.58%
AMT2026-04-282026-04-292026-05-131177.54177.540.00%market15.00%—-2.17%4.40%-6.57%
CVLT2026-04-282026-04-292026-05-13198.4798.470.00%market17.43%—1.26%4.40%-3.14%
STX2026-04-282026-04-292026-05-131667.98667.980.00%market16.81%—22.26%4.40%17.86%
MUSA2026-04-292026-04-302026-05-141528.61528.610.00%market35.57%—8.90%4.69%4.21%
RRR2026-04-292026-04-302026-05-14154.0854.080.00%market35.19%—-4.76%4.69%-9.45%
LLY2026-04-302026-05-012026-05-151948.95948.950.00%market22.67%—5.80%2.48%3.31%
SNDK2026-04-302026-05-012026-05-1511,059.021,059.020.00%market60.12%—32.82%2.48%30.33%
TNET2026-04-302026-05-012026-05-15146.0046.000.00%market34.78%—-12.01%2.48%-14.50%
WDC2026-04-302026-05-012026-05-151406.22406.220.00%market13.81%—18.56%2.48%16.08%
DAVE2026-05-052026-05-062026-05-201245.12245.120.00%market40.56%—-0.64%1.80%-2.44%
LTM2026-05-052026-05-062026-05-20150.4750.470.00%market48.89%—-0.30%1.80%-2.10%
PRH2026-05-052026-05-062026-05-20123.8323.830.00%market16.83%—-2.87%1.80%-4.67%
SUN2026-05-052026-05-062026-05-20168.4868.480.00%market65.70%—5.01%1.80%3.21%
TDC2026-05-052026-05-062026-05-20127.2027.200.00%market14.29%—21.59%1.80%19.79%
FTNT2026-05-062026-05-072026-05-211105.26105.260.00%market32.47%—22.89%1.04%21.85%
NGVT2026-05-062026-05-072026-05-21175.5475.540.00%market36.90%—-13.77%1.04%-14.82%
NVO2026-05-062026-05-072026-05-21146.5546.550.00%market19.54%—-4.74%1.04%-5.78%
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%
SRPT2026-05-062026-05-072026-05-21122.2622.260.00%market223.77%—-23.91%1.04%-24.95%
WBX2026-05-062026-05-072026-05-2112.902.900.00%market40.39%—-5.27%1.04%-6.32%
ASND2026-05-072026-05-082026-05-221246.14246.140.00%market70.58%—0.27%1.46%-1.19%
TPR2026-05-072026-05-082026-05-221134.96134.960.00%market27.69%—2.52%1.46%1.06%
WMG2026-05-072026-05-082026-05-22132.2532.250.00%market27.25%—7.56%1.46%6.10%
LQDA2026-05-112026-05-122026-05-27153.8053.800.00%market52.94%—15.20%1.84%13.36%
SRFM2026-05-112026-05-122026-05-2711.401.400.00%market28.21%—-7.96%1.84%-9.80%
MAIR2026-05-122026-05-132026-05-28140.9840.980.00%market31.71%—2.95%2.18%0.77%
CMPS2026-05-132026-05-142026-05-29110.7410.740.00%market33.33%—21.50%1.73%19.78%
ONDS2026-05-142026-05-152026-06-01110.9110.910.00%market1597.67%—23.27%2.26%21.02%
TMC2026-05-142026-05-152026-06-0115.635.630.00%market16.67%—12.87%2.26%10.61%
HAS2026-05-202026-05-212026-06-05188.4388.430.00%market22.50%—-4.91%-0.15%-4.76%
EMAT2026-05-222026-05-262026-06-0948.208.200.00%market33.33%—-18.51%-1.73%-16.79%
CHPT2026-06-032026-06-042026-06-1817.477.470.00%market33.33%—11.14%-0.71%11.86%
SKIL2026-06-092026-06-102026-06-2515.905.900.00%market2220.00%—4.14%0.12%4.01%
ANGX2026-06-112026-06-122026-06-2912.902.900.00%market41.43%—22.66%0.04%22.62%
MU2026-06-242026-06-252026-07-1011,233.001,233.000.00%market19.69%—-20.68%2.17%-22.85%