EPS surp.>10 (hold 10d) (lookback 50y) (max 100 pos)
Run 9a92dc5a · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
25159
Win rate
51.14%
Avg return
0.58%
Median return
0.21%
Avg abnormal
0.28%
Median abnormal
-0.23%
Best trade
164.19%
Worst trade
-70.07%
Sharpe (per-trade)
0.05
Daily portfolio drawdown
-21.41%
Portfolio (equal_weight)
Total return
146.12%
Max drawdown
-21.41%
Avg trade return
0.58%
Win rate
51.14%
Signals
50914
Configured concurrent
100
Observed concurrent
100
Trades taken
25159
Skipped (no capacity)
25755
Excess vs benchmark
-340.26%
Avg entry slippage
0.00%
Return if filled at market
146.12%
VWAP fills
0
VWAP fallbacks
0
25755 of 50914 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 | 238 | 2.58% | 1.81% | 65.13% |
| 2007 | 1066 | -0.56% | 0.22% | 46.25% |
| 2008 | 1068 | 1.16% | 1.95% | 56.18% |
| 2009 | 1156 | 2.18% | 1.56% | 54.50% |
| 2010 | 1202 | 0.20% | 0.32% | 49.33% |
| 2011 | 1114 | -1.33% | 0.08% | 43.99% |
| 2012 | 1072 | 0.25% | -0.01% | 48.97% |
| 2013 | 1144 | 1.70% | 0.61% | 59.09% |
| 2014 | 1122 | 0.88% | -0.27% | 53.92% |
| 2015 | 1169 | 0.54% | 0.55% | 52.52% |
| 2016 | 1185 | 2.73% | 1.78% | 58.40% |
| 2017 | 1183 | 0.59% | -0.04% | 49.70% |
| 2018 | 1260 | -0.32% | -0.18% | 48.49% |
| 2019 | 1259 | -0.10% | -0.81% | 51.87% |
| 2020 | 1488 | -0.28% | -0.49% | 47.85% |
| 2021 | 1569 | 0.53% | -0.31% | 51.37% |
| 2022 | 1485 | 0.92% | 1.43% | 51.04% |
| 2023 | 1513 | 0.38% | -0.42% | 48.38% |
| 2024 | 1459 | 1.33% | 0.00% | 51.82% |
| 2025 | 1475 | -0.06% | -0.34% | 48.27% |
| 2026 | 932 | 0.72% | 0.36% | 50.00% |
Trades (page 12: 500 of 25,159)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BHC | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 41.48 | 41.48 | 0.00% | market | 10.61% | -4.49% | -7.49% | 3.00% |
| BKH | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 28.42 | 28.42 | 0.00% | market | 100.00% | 0.04% | -7.49% | 7.53% |
| BKNG | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 21.50 | 21.50 | 0.00% | market | 11.81% | -16.57% | -7.49% | -9.07% |
| BXC | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 19.00 | 19.00 | 0.00% | market | 28.57% | -11.68% | -7.49% | -4.19% |
| CF | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 29.97 | 29.97 | 0.00% | market | 15.13% | 9.88% | -7.49% | 17.37% |
| CI | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 45.64 | 45.64 | 0.00% | market | 18.60% | -8.84% | -7.49% | -1.35% |
| CNQ | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 18.38 | 18.38 | 0.00% | market | 12.00% | -10.38% | -7.49% | -2.89% |
| CNXN | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 7.56 | 7.56 | 0.00% | market | 12.00% | 4.27% | -7.49% | 11.76% |
| COR | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 36.86 | 36.86 | 0.00% | market | 13.33% | 1.74% | -7.49% | 9.23% |
| EBS | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 17.27 | 17.27 | 0.00% | market | 14.71% | -5.83% | -7.49% | 1.66% |
| EOG | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 49.14 | 49.14 | 0.00% | market | 40.00% | -10.99% | -7.49% | -3.50% |
| FCN | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 36.03 | 36.03 | 0.00% | market | 12.28% | -4.35% | -7.49% | 3.14% |
| FLR | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 57.64 | 57.64 | 0.00% | market | 16.05% | -6.10% | -7.49% | 1.39% |
| GIL | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 13.71 | 13.71 | 0.00% | market | 11.43% | -11.70% | -7.49% | -4.21% |
| GLP | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 20.00 | 20.00 | 0.00% | market | 33.33% | -3.70% | -7.49% | 3.79% |
| GM | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 26.07 | 26.07 | 0.00% | market | 28.33% | -15.10% | -7.49% | -7.61% |
| HCI | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 6.90 | 6.90 | 0.00% | market | 100.00% | -8.22% | -7.49% | -0.73% |
| HTGC | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 9.14 | 9.14 | 0.00% | market | 14.29% | -5.24% | -7.49% | 2.25% |
| IONS | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 7.49 | 7.49 | 0.00% | market | 18.18% | -5.97% | -7.49% | 1.52% |
| LAMR | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 22.54 | 22.54 | 0.00% | market | 50.00% | -18.33% | -7.49% | -10.84% |
| LEA | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 44.02 | 44.02 | 0.00% | market | 19.38% | -7.03% | -7.49% | 0.46% |
| LOPE | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 16.44 | 16.44 | 0.00% | market | 26.09% | -8.62% | -7.49% | -1.13% |
| MAA | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 63.21 | 63.21 | 0.00% | market | 244.44% | 3.71% | -7.49% | 11.20% |
| MAIN | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 17.43 | 17.43 | 0.00% | market | 20.59% | 3.11% | -7.49% | 10.60% |
| MPT | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 10.63 | 10.63 | 0.00% | market | 77.78% | -8.66% | -7.49% | -1.17% |
| NHI | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 40.95 | 40.95 | 0.00% | market | 47.54% | 0.63% | -7.49% | 8.12% |
| NNN | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 24.42 | 24.42 | 0.00% | market | 58.33% | -1.04% | -7.49% | 6.45% |
| NRG | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 22.48 | 22.48 | 0.00% | market | 602.78% | -4.99% | -7.49% | 2.50% |
| NVO | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 11.07 | 11.07 | 0.00% | market | 153.95% | -4.07% | -7.49% | 3.42% |
| AER | 2011-08-05 | 2011-08-08 | 2011-08-22 | 3 | 10.53 | 10.53 | 0.00% | market | 13.95% | -4.94% | -3.58% | -1.37% |
| CQP | 2011-08-05 | 2011-08-08 | 2011-08-22 | 3 | 14.70 | 14.70 | 0.00% | market | 1700.00% | 0.10% | -3.58% | 3.68% |
| GHC | 2011-08-05 | 2011-08-08 | 2011-08-22 | 3 | 225.71 | 225.71 | 0.00% | market | 13.63% | -10.33% | -3.58% | -6.75% |
| GNRC | 2011-08-05 | 2011-08-08 | 2011-08-22 | 3 | 12.46 | 12.46 | 0.00% | market | 13.89% | -9.41% | -3.58% | -5.83% |
| AWR | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 16.24 | 16.24 | 0.00% | market | 21.43% | 6.30% | 2.08% | 4.23% |
| BRT | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 6.13 | 6.13 | 0.00% | market | 475.00% | 3.16% | 2.08% | 1.08% |
| DCO | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 17.00 | 17.00 | 0.00% | market | 15.38% | -2.04% | 2.08% | -4.12% |
| FBP | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 3.58 | 3.58 | 0.00% | market | 56.67% | -18.82% | 2.08% | -20.89% |
| GTN | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 1.94 | 1.94 | 0.00% | market | 150.00% | -7.83% | 2.08% | -9.91% |
| IOSP | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 22.39 | 22.39 | 0.00% | market | 16.44% | 7.49% | 2.08% | 5.42% |
| IRDM | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 7.19 | 7.19 | 0.00% | market | 14.29% | 3.10% | 2.08% | 1.02% |
| LTC | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 21.10 | 21.10 | 0.00% | market | 43.24% | 17.29% | 2.08% | 15.22% |
| MGM | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 12.07 | 12.07 | 0.00% | market | 61.54% | -23.46% | 2.08% | -25.54% |
| OLED | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 23.98 | 23.98 | 0.00% | market | 57.14% | 69.46% | 2.08% | 67.38% |
| OTTR | 2011-08-08 | 2011-08-09 | 2011-08-23 | 1 | 19.28 | 19.28 | 0.00% | market | 33.33% | 4.67% | 2.08% | 2.59% |
| AAT | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 18.25 | 18.25 | 0.00% | market | 213.04% | 4.39% | 2.45% | 1.95% |
| AIT | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 26.96 | 26.96 | 0.00% | market | 11.48% | 7.65% | 2.45% | 5.21% |
| EPD | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 20.35 | 20.35 | 0.00% | market | 18.18% | -0.98% | 2.45% | -3.43% |
| GGAL | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 11.97 | 11.97 | 0.00% | market | 19.51% | 0.15% | 2.45% | -2.30% |
| MBI | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 7.09 | 7.09 | 0.00% | market | 871.43% | -5.04% | 2.45% | -7.48% |
| MG | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 16.68 | 16.68 | 0.00% | market | 18.18% | 16.15% | 2.45% | 13.70% |
| MLR | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 17.00 | 17.00 | 0.00% | market | 51.61% | 13.02% | 2.45% | 10.57% |
| PDM | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 17.97 | 17.97 | 0.00% | market | 171.43% | 5.19% | 2.45% | 2.74% |
| PEGA | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 9.45 | 9.45 | 0.00% | market | 14.29% | -1.69% | 2.45% | -4.13% |
| SNEX | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 4.58 | 4.58 | 0.00% | market | 57.18% | 5.80% | 2.45% | 3.35% |
| WPC | 2011-08-09 | 2011-08-10 | 2011-08-24 | 1 | 35.15 | 35.15 | 0.00% | market | 41.18% | 10.31% | 2.45% | 7.87% |
| ACAD | 2011-08-10 | 2011-08-11 | 2011-08-25 | 1 | 1.34 | 1.34 | 0.00% | market | 14.29% | -5.32% | 2.67% | -7.99% |
| BN | 2011-08-10 | 2011-08-11 | 2011-08-25 | 1 | 5.72 | 5.72 | 0.00% | market | 409.09% | 0.07% | 2.67% | -2.59% |
| DXC | 2011-08-10 | 2011-08-11 | 2011-08-25 | 1 | 14.04 | 14.04 | 0.00% | market | 71.01% | 0.15% | 2.67% | -2.52% |
| AQN | 2011-08-11 | 2011-08-12 | 2011-08-26 | 1 | 5.59 | 5.59 | 0.00% | market | 16.67% | -2.25% | -0.36% | -1.88% |
| BAK | 2011-08-11 | 2011-08-12 | 2011-08-26 | 1 | 20.38 | 20.38 | 0.00% | market | 150.28% | 9.76% | -0.36% | 10.13% |
| BTE | 2011-08-11 | 2011-08-12 | 2011-08-26 | 1 | 49.52 | 49.52 | 0.00% | market | 83.08% | -1.82% | -0.36% | -1.45% |
| DQ | 2011-08-15 | 2011-08-16 | 2011-08-30 | 1 | 6.78 | 6.78 | 0.00% | market | 35.19% | -14.70% | 1.85% | -16.55% |
| INN | 2011-08-15 | 2011-08-16 | 2011-08-30 | 1 | 8.53 | 8.53 | 0.00% | market | 233.33% | -8.66% | 1.85% | -10.51% |
| PLAB | 2011-08-16 | 2011-08-17 | 2011-08-31 | 1 | 6.34 | 6.34 | 0.00% | market | 21.05% | 1.79% | 1.64% | 0.15% |
| ANF | 2011-08-17 | 2011-08-18 | 2011-09-01 | 1 | 62.57 | 62.57 | 0.00% | market | 16.67% | 0.03% | 3.81% | -3.78% |
| CACI | 2011-08-17 | 2011-08-18 | 2011-09-01 | 1 | 49.56 | 49.56 | 0.00% | market | 23.08% | 5.00% | 3.81% | 1.19% |
| NTES | 2011-08-17 | 2011-08-18 | 2011-09-01 | 1 | 9.25 | 9.25 | 0.00% | market | 12.50% | 9.95% | 3.81% | 6.14% |
| CRM | 2011-08-18 | 2011-08-19 | 2011-09-02 | 1 | 29.43 | 29.43 | 0.00% | market | 14.29% | 4.89% | 4.33% | 0.57% |
| GME | 2011-08-18 | 2011-08-19 | 2011-09-02 | 1 | 5.27 | 5.27 | 0.00% | market | 20.00% | 5.02% | 4.33% | 0.69% |
| MZTI | 2011-08-18 | 2011-08-19 | 2011-09-02 | 1 | 54.42 | 54.42 | 0.00% | market | 28.92% | 7.01% | 4.33% | 2.68% |
| TROX | 2011-08-18 | 2011-08-19 | 2011-09-02 | 1 | 27.10 | 27.10 | 0.00% | market | 50.77% | -0.47% | 4.33% | -4.80% |
| DY | 2011-08-23 | 2011-08-24 | 2011-09-08 | 1 | 15.95 | 15.95 | 0.00% | market | 58.33% | 10.06% | 2.45% | 7.60% |
| HEI | 2011-08-24 | 2011-08-25 | 2011-09-09 | 1 | 17.35 | 17.35 | 0.00% | market | 23.08% | -8.23% | -2.37% | -5.86% |
| TOL | 2011-08-24 | 2011-08-25 | 2011-09-09 | 1 | 15.62 | 15.62 | 0.00% | market | 849.85% | 0.28% | -2.37% | 2.65% |
| SIG | 2011-08-25 | 2011-08-26 | 2011-09-12 | 1 | 36.07 | 36.07 | 0.00% | market | 28.81% | -1.18% | 0.85% | -2.03% |
| CWST | 2011-08-29 | 2011-08-30 | 2011-09-14 | 1 | 5.65 | 5.65 | 0.00% | market | 25.00% | 3.09% | -1.21% | 4.29% |
| DBI | 2011-08-30 | 2011-08-31 | 2011-09-15 | 1 | 23.77 | 23.77 | 0.00% | market | 19.35% | -0.18% | -0.84% | 0.66% |
| PVH | 2011-08-30 | 2011-08-31 | 2011-09-15 | 1 | 66.66 | 66.66 | 0.00% | market | 12.63% | -1.60% | -0.84% | -0.76% |
| GCO | 2011-08-31 | 2011-09-01 | 2011-09-16 | 1 | 52.86 | 52.86 | 0.00% | market | 120.00% | -0.42% | -0.63% | 0.21% |
| CIEN | 2011-09-01 | 2011-09-02 | 2011-09-19 | 1 | 14.46 | 14.46 | 0.00% | market | 200.00% | -12.96% | 1.60% | -14.56% |
| MOV | 2011-09-01 | 2011-09-02 | 2011-09-19 | 1 | 14.81 | 14.81 | 0.00% | market | 166.67% | -0.37% | 1.60% | -1.97% |
| CPB | 2011-09-02 | 2011-09-06 | 2011-09-20 | 4 | 30.75 | 30.75 | 0.00% | market | 13.16% | 1.46% | 5.05% | -3.59% |
| SXI | 2011-09-07 | 2011-09-08 | 2011-09-22 | 1 | 30.36 | 30.36 | 0.00% | market | 14.67% | 1.45% | -5.61% | 7.06% |
| ULTA | 2011-09-08 | 2011-09-09 | 2011-09-23 | 1 | 62.13 | 62.13 | 0.00% | market | 18.75% | 7.67% | -3.52% | 11.19% |
| IRS | 2011-09-09 | 2011-09-12 | 2011-09-26 | 3 | 10.14 | 10.14 | 0.00% | market | 56.25% | -14.40% | 1.55% | -15.95% |
| LULU | 2011-09-09 | 2011-09-12 | 2011-09-26 | 3 | 53.24 | 53.24 | 0.00% | market | 18.18% | 4.48% | 1.55% | 2.94% |
| BBBY | 2011-09-21 | 2011-09-22 | 2011-10-06 | 1 | 9.13 | 9.13 | 0.00% | market | 10.71% | 5.16% | 2.86% | 2.30% |
| MLKN | 2011-09-21 | 2011-09-22 | 2011-10-06 | 1 | 17.67 | 17.67 | 0.00% | market | 31.25% | 13.99% | 2.86% | 11.13% |
| CTAS | 2011-09-22 | 2011-09-23 | 2011-10-07 | 1 | 7.23 | 7.23 | 0.00% | market | 10.64% | -2.59% | 3.21% | -5.80% |
| NKE | 2011-09-22 | 2011-09-23 | 2011-10-07 | 1 | 21.94 | 21.94 | 0.00% | market | 13.33% | 0.36% | 3.21% | -2.86% |
| KBH | 2011-09-23 | 2011-09-26 | 2011-10-10 | 3 | 5.96 | 5.96 | 0.00% | market | 31.58% | 8.46% | 4.34% | 4.12% |
| JBL | 2011-09-27 | 2011-09-28 | 2011-10-12 | 1 | 18.88 | 18.88 | 0.00% | market | 10.71% | 6.79% | 2.52% | 4.26% |
| PRGS | 2011-09-27 | 2011-09-28 | 2011-10-12 | 1 | 17.70 | 17.70 | 0.00% | market | 10.71% | 16.51% | 2.52% | 13.99% |
| SNX | 2011-09-27 | 2011-09-28 | 2011-10-12 | 1 | 14.04 | 14.04 | 0.00% | market | 11.24% | -1.31% | 2.52% | -3.83% |
| TISI | 2011-10-03 | 2011-10-04 | 2011-10-18 | 1 | 209.40 | 209.40 | 0.00% | market | 30.43% | 23.20% | 13.13% | 10.07% |
| STZ | 2011-10-06 | 2011-10-07 | 2011-10-21 | 1 | 20.59 | 20.59 | 0.00% | market | 16.67% | -2.24% | 5.80% | -8.04% |
| OZK | 2011-10-12 | 2011-10-13 | 2011-10-27 | 1 | 11.69 | 11.69 | 0.00% | market | 33.33% | 7.94% | 7.16% | 0.79% |
| SAR | 2011-10-12 | 2011-10-13 | 2011-10-27 | 1 | 16.10 | 16.10 | 0.00% | market | 66.00% | -0.78% | 7.16% | -7.94% |
| BANF | 2011-10-13 | 2011-10-14 | 2011-10-28 | 1 | 17.83 | 17.83 | 0.00% | market | 13.89% | 12.18% | 5.49% | 6.70% |
| JPM | 2011-10-13 | 2011-10-14 | 2011-10-28 | 1 | 31.87 | 31.87 | 0.00% | market | 20.88% | 15.02% | 5.49% | 9.54% |
| WGO | 2011-10-13 | 2011-10-14 | 2011-10-28 | 1 | 7.56 | 7.56 | 0.00% | market | 215.79% | 14.05% | 5.49% | 8.57% |
| WBS | 2011-10-14 | 2011-10-17 | 2011-10-31 | 3 | 17.59 | 17.59 | 0.00% | market | 12.50% | 11.55% | 2.88% | 8.68% |
| C | 2011-10-17 | 2011-10-18 | 2011-11-01 | 1 | 28.39 | 28.39 | 0.00% | market | 51.85% | 2.65% | 1.55% | 1.10% |
| ELS | 2011-10-17 | 2011-10-18 | 2011-11-01 | 1 | 15.62 | 15.62 | 0.00% | market | 460.00% | 4.06% | 1.55% | 2.51% |
| ICUI | 2011-10-17 | 2011-10-18 | 2011-11-01 | 1 | 38.50 | 38.50 | 0.00% | market | 12.07% | 0.34% | 1.55% | -1.21% |
| WAL | 2011-10-17 | 2011-10-18 | 2011-11-01 | 1 | 5.53 | 5.53 | 0.00% | market | 28.57% | 10.21% | 1.55% | 8.66% |
| WDFC | 2011-10-17 | 2011-10-18 | 2011-11-01 | 1 | 42.69 | 42.69 | 0.00% | market | 12.96% | -1.74% | 1.55% | -3.29% |
| BAC | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 6.68 | 6.68 | 0.00% | market | 63.16% | 0.50% | 1.32% | -0.82% |
| MANH | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 9.75 | 9.75 | 0.00% | market | 41.67% | 6.80% | 1.32% | 5.48% |
| PH | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 77.28 | 77.28 | 0.00% | market | 13.02% | 4.60% | 1.32% | 3.28% |
| PII | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 54.59 | 54.59 | 0.00% | market | 13.10% | 15.78% | 1.32% | 14.47% |
| PNFP | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 13.87 | 13.87 | 0.00% | market | 23.53% | 9.85% | 1.32% | 8.53% |
| RBCAA | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 19.99 | 19.99 | 0.00% | market | 52.00% | 0.40% | 1.32% | -0.92% |
| RLI | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 17.81 | 17.81 | 0.00% | market | 26.53% | -2.40% | 1.32% | -3.72% |
| URI | 2011-10-18 | 2011-10-19 | 2011-11-02 | 1 | 22.94 | 22.94 | 0.00% | market | 21.05% | 2.30% | 1.32% | 0.98% |
| BANR | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 15.05 | 15.05 | 0.00% | market | 260.00% | 17.31% | 3.97% | 13.34% |
| BNY | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 19.57 | 19.57 | 0.00% | market | 13.46% | 8.89% | 3.97% | 4.92% |
| COHU | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 9.96 | 9.96 | 0.00% | market | 75.00% | 14.06% | 3.97% | 10.09% |
| CVBF | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 9.20 | 9.20 | 0.00% | market | 16.67% | 9.68% | 3.97% | 5.71% |
| EXPO | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 10.87 | 10.87 | 0.00% | market | 15.38% | 13.70% | 3.97% | 9.73% |
| HNI | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 22.00 | 22.00 | 0.00% | market | 34.15% | 14.35% | 3.97% | 10.39% |
| IEX | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 37.02 | 37.02 | 0.00% | market | 14.52% | -1.29% | 3.97% | -5.26% |
| MCRI | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 9.12 | 9.12 | 0.00% | market | 29.41% | 12.07% | 3.97% | 8.10% |
| MKSI | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 22.49 | 22.49 | 0.00% | market | 20.83% | 19.29% | 3.97% | 15.32% |
| MS | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 16.61 | 16.61 | 0.00% | market | 280.00% | 1.95% | 3.97% | -2.02% |
| TCBI | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 26.25 | 26.25 | 0.00% | market | 12.00% | 5.35% | 3.97% | 1.38% |
| TSCO | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 6.90 | 6.90 | 0.00% | market | 11.54% | 5.41% | 3.97% | 1.44% |
| TXT | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 18.42 | 18.42 | 0.00% | market | 45.16% | 2.61% | 3.97% | -1.35% |
| WDC | 2011-10-19 | 2011-10-20 | 2011-11-03 | 1 | 17.11 | 17.11 | 0.00% | market | 14.58% | 25.50% | 3.97% | 21.53% |
| BFH | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 75.81 | 75.81 | 0.00% | market | 13.68% | 7.81% | 1.94% | 5.87% |
| BSX | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 5.46 | 5.46 | 0.00% | market | 25.00% | 5.58% | 1.94% | 3.64% |
| CHCO | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 32.33 | 32.33 | 0.00% | market | 15.15% | -0.13% | 1.94% | -2.07% |
| DCOM | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 18.36 | 18.36 | 0.00% | market | 10.53% | 7.47% | 1.94% | 5.53% |
| EGP | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 39.41 | 39.41 | 0.00% | market | 257.14% | 12.21% | 1.94% | 10.26% |
| FITB | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 11.84 | 11.84 | 0.00% | market | 21.21% | 1.34% | 1.94% | -0.61% |
| IBKR | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 3.73 | 3.73 | 0.00% | market | 63.64% | 0.97% | 1.94% | -0.97% |
| LUV | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 9.23 | 9.23 | 0.00% | market | 15.38% | -7.68% | 1.94% | -9.63% |
| MYE | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 12.04 | 12.04 | 0.00% | market | 16.67% | 6.46% | 1.94% | 4.52% |
| NOK | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 6.45 | 6.45 | 0.00% | market | 322.83% | 3.31% | 1.94% | 1.37% |
| NYT | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 7.27 | 7.27 | 0.00% | market | 42.86% | 2.51% | 1.94% | 0.57% |
| OVV | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 102.30 | 102.30 | 0.00% | market | 105.36% | 3.66% | 1.94% | 1.72% |
| PM | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 68.98 | 68.98 | 0.00% | market | 10.48% | 1.68% | 1.94% | -0.26% |
| SBCF | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 8.25 | 8.25 | 0.00% | market | 417.33% | -6.77% | 1.94% | -8.71% |
| SFNC | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 12.71 | 12.71 | 0.00% | market | 10.53% | 0.92% | 1.94% | -1.02% |
| SYNA | 2011-10-20 | 2011-10-21 | 2011-11-04 | 1 | 30.00 | 30.00 | 0.00% | market | 21.28% | 15.37% | 1.94% | 13.42% |
| HON | 2011-10-21 | 2011-10-24 | 2011-11-07 | 3 | 48.69 | 48.69 | 0.00% | market | 10.00% | 5.40% | 1.68% | 3.72% |
| PDS | 2011-10-21 | 2011-10-24 | 2011-11-07 | 3 | 223.00 | 223.00 | 0.00% | market | 36.47% | 3.49% | 1.68% | 1.80% |
| AUB | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 12.38 | 12.38 | 0.00% | market | 43.48% | 6.04% | 2.39% | 3.64% |
| BOH | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 41.25 | 41.25 | 0.00% | market | 10.84% | 4.55% | 2.39% | 2.16% |
| CAT | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 91.36 | 91.36 | 0.00% | market | 11.04% | 4.86% | 2.39% | 2.46% |
| EC | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 43.15 | 43.15 | 0.00% | market | 35.29% | -0.73% | 2.39% | -3.12% |
| ETD | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 20.79 | 20.79 | 0.00% | market | 38.89% | -4.48% | 2.39% | -6.87% |
| FIBK | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 12.82 | 12.82 | 0.00% | market | 13.04% | 0.68% | 2.39% | -1.71% |
| FTNT | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 4.04 | 4.04 | 0.00% | market | 39.73% | 19.70% | 2.39% | 17.31% |
| HOPE | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 7.29 | 7.29 | 0.00% | market | 43.75% | 23.36% | 2.39% | 20.96% |
| HXL | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 26.01 | 26.01 | 0.00% | market | 25.93% | -4.75% | 2.39% | -7.15% |
| NFLX | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 1.07 | 1.07 | 0.00% | market | 30.77% | 20.46% | 2.39% | 18.07% |
| SQNS | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 564.00 | 564.00 | 0.00% | market | 255.56% | -6.84% | 2.39% | -9.23% |
| STBA | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 19.92 | 19.92 | 0.00% | market | 33.33% | -3.16% | 2.39% | -5.56% |
| UIS | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 24.51 | 24.51 | 0.00% | market | 132.86% | 8.47% | 2.39% | 6.07% |
| VECO | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 25.52 | 25.52 | 0.00% | market | 17.70% | 12.24% | 2.39% | 9.85% |
| VFC | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 32.24 | 32.24 | 0.00% | market | 12.50% | -0.88% | 2.39% | -3.27% |
| WTW | 2011-10-24 | 2011-10-25 | 2011-11-08 | 1 | 100.27 | 100.27 | 0.00% | market | 10.81% | -3.04% | 2.39% | -5.44% |
| ACGL | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 12.18 | 12.18 | 0.00% | market | 23.81% | -1.58% | -0.96% | -0.62% |
| ACLS | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 5.08 | 5.08 | 0.00% | market | 100.00% | 4.62% | -0.96% | 5.58% |
| AGCO | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 41.60 | 41.60 | 0.00% | market | 16.00% | 8.15% | -0.96% | 9.10% |
| AIT | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 32.79 | 32.79 | 0.00% | market | 10.91% | 0.11% | -0.96% | 1.07% |
| ARE | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 67.09 | 67.09 | 0.00% | market | 122.00% | 0.09% | -0.96% | 1.05% |
| BXP | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 91.36 | 91.36 | 0.00% | market | 236.84% | 4.76% | -0.96% | 5.72% |
| BYD | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 6.64 | 6.64 | 0.00% | market | 391.16% | -3.41% | -0.96% | -2.46% |
| CB | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 72.12 | 72.12 | 0.00% | market | 24.72% | -2.68% | -0.96% | -1.72% |
| CCI | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 43.18 | 43.18 | 0.00% | market | 33.33% | -4.04% | -0.96% | -3.08% |
| CE | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 42.50 | 42.50 | 0.00% | market | 16.51% | -0.15% | -0.96% | 0.81% |
| COLM | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 27.75 | 27.75 | 0.00% | market | 21.25% | -7.02% | -0.96% | -6.06% |
| CRS | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 53.86 | 53.86 | 0.00% | market | 19.15% | -2.85% | -0.96% | -1.89% |
| CTS | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 8.81 | 8.81 | 0.00% | market | 43.75% | -2.03% | -0.96% | -1.07% |
| DHT | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 19.92 | 19.92 | 0.00% | market | 27.66% | -27.81% | -0.96% | -26.85% |
| MCK | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 82.87 | 82.87 | 0.00% | market | 17.27% | -4.31% | -0.96% | -3.35% |
| NBR | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 820.50 | 820.50 | 0.00% | market | 5400.00% | 18.61% | -0.96% | 19.57% |
| NUS | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 48.67 | 48.67 | 0.00% | market | 11.48% | -1.78% | -0.96% | -0.83% |
| OFG | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 10.74 | 10.74 | 0.00% | market | 60.71% | -3.27% | -0.96% | -2.31% |
| PCAR | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 28.17 | 28.17 | 0.00% | market | 10.87% | -1.16% | -0.96% | -0.21% |
| RF | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 3.80 | 3.80 | 0.00% | market | 106.03% | 7.27% | -0.96% | 8.23% |
| RHI | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 27.35 | 27.35 | 0.00% | market | 10.71% | -6.61% | -0.96% | -5.65% |
| RRC | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 73.46 | 73.46 | 0.00% | market | 16.67% | -7.98% | -0.96% | -7.02% |
| RYN | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 29.37 | 29.37 | 0.00% | market | 31.48% | 1.60% | -0.96% | 2.56% |
| SKT | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 28.22 | 28.22 | 0.00% | market | 143.75% | -2.26% | -0.96% | -1.30% |
| SPG | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 114.48 | 114.48 | 0.00% | market | 151.47% | 2.71% | -0.96% | 3.67% |
| SUI | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 37.80 | 37.80 | 0.00% | market | 150.00% | -2.90% | -0.96% | -1.95% |
| UBS | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 12.81 | 12.81 | 0.00% | market | 166.67% | -8.77% | -0.96% | -7.81% |
| WTFC | 2011-10-25 | 2011-10-26 | 2011-11-09 | 1 | 29.55 | 29.55 | 0.00% | market | 22.64% | -5.72% | -0.96% | -4.76% |
| ACCO | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 6.99 | 6.99 | 0.00% | market | 14.29% | 1.19% | -2.59% | 3.78% |
| ALGT | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 55.19 | 55.19 | 0.00% | market | 11.36% | -8.45% | -2.59% | -5.86% |
| BA | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 68.59 | 68.59 | 0.00% | market | 32.73% | -5.58% | -2.59% | -2.99% |
| BOKF | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 51.00 | 51.00 | 0.00% | market | 22.86% | 4.14% | -2.59% | 6.73% |
| CDNS | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 10.74 | 10.74 | 0.00% | market | 16.67% | 4.74% | -2.59% | 7.34% |
| CHDN | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 7.64 | 7.64 | 0.00% | market | 20.00% | -3.76% | -2.59% | -1.17% |
| CHH | 2011-10-26 | 2011-10-27 | 2011-11-10 | 1 | 33.59 | 33.59 | 0.00% | market | 18.33% | 1.69% | -2.59% | 4.28% |
| ACIW | 2011-10-27 | 2011-10-28 | 2011-11-11 | 1 | 10.37 | 10.37 | 0.00% | market | 66.67% | -1.45% | -1.05% | -0.40% |
| ADC | 2011-10-27 | 2011-10-28 | 2011-11-11 | 1 | 21.94 | 21.94 | 0.00% | market | 61.76% | 12.48% | -1.05% | 13.53% |
| ALGN | 2011-10-27 | 2011-10-28 | 2011-11-11 | 1 | 21.49 | 21.49 | 0.00% | market | 42.11% | 7.07% | -1.05% | 8.11% |
| AIV | 2011-10-28 | 2011-10-31 | 2011-11-14 | 3 | 3.19 | 3.19 | 0.00% | market | 292.59% | -5.43% | -1.34% | -4.09% |
| ALL | 2011-10-31 | 2011-11-01 | 2011-11-15 | 1 | 26.39 | 26.39 | 0.00% | market | 100.00% | 0.81% | 3.32% | -2.51% |
| AVB | 2011-10-31 | 2011-11-01 | 2011-11-15 | 1 | 126.05 | 126.05 | 0.00% | market | 143.75% | 1.39% | 3.32% | -1.93% |
| AXON | 2011-10-31 | 2011-11-01 | 2011-11-15 | 1 | 4.86 | 4.86 | 0.00% | market | 33.33% | 19.24% | 3.32% | 15.92% |
| CNA | 2011-10-31 | 2011-11-01 | 2011-11-15 | 1 | 26.16 | 26.16 | 0.00% | market | 41.67% | 2.27% | 3.32% | -1.05% |
| CRK | 2011-10-31 | 2011-11-01 | 2011-11-15 | 1 | 82.50 | 82.50 | 0.00% | market | 88.37% | 7.05% | 3.32% | 3.73% |
| AEIS | 2011-11-01 | 2011-11-02 | 2011-11-16 | 1 | 8.55 | 8.55 | 0.00% | market | 10.53% | 7.97% | 0.20% | 7.77% |
| ALNY | 2011-11-01 | 2011-11-02 | 2011-11-16 | 1 | 7.95 | 7.95 | 0.00% | market | 11.43% | -15.32% | 0.20% | -15.52% |
| AMRX | 2011-11-01 | 2011-11-02 | 2011-11-16 | 1 | 18.41 | 18.41 | 0.00% | market | 30.43% | -10.31% | 0.20% | -10.51% |
| ATRC | 2011-11-01 | 2011-11-02 | 2011-11-16 | 1 | 10.61 | 10.61 | 0.00% | market | 12.50% | -5.76% | 0.20% | -5.96% |
| B | 2011-11-01 | 2011-11-02 | 2011-11-16 | 1 | 50.04 | 50.04 | 0.00% | market | 270.27% | 2.74% | 0.20% | 2.54% |
| CGNX | 2011-11-01 | 2011-11-02 | 2011-11-16 | 1 | 8.01 | 8.01 | 0.00% | market | 22.22% | 8.01% | 0.20% | 7.81% |
| CVLT | 2011-11-01 | 2011-11-02 | 2011-11-16 | 1 | 45.00 | 45.00 | 0.00% | market | 14.29% | 7.92% | 0.20% | 7.72% |
| DEI | 2011-11-01 | 2011-11-02 | 2011-11-16 | 1 | 19.21 | 19.21 | 0.00% | market | 666.67% | -5.77% | 0.20% | -5.98% |
| BBDC | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 16.50 | 16.50 | 0.00% | market | 15.56% | 4.99% | -2.52% | 7.51% |
| CACI | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 59.23 | 59.23 | 0.00% | market | 27.03% | -8.31% | -2.52% | -5.78% |
| CLH | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 59.25 | 59.25 | 0.00% | market | 34.62% | -5.48% | -2.52% | -2.96% |
| CLMT | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 18.42 | 18.42 | 0.00% | market | 24.32% | 1.75% | -2.52% | 4.27% |
| CLX | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 65.11 | 65.11 | 0.00% | market | 11.83% | -0.33% | -2.52% | 2.19% |
| CNP | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 20.01 | 20.01 | 0.00% | market | 27.59% | -3.35% | -2.52% | -0.83% |
| CUZ | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 18.66 | 18.66 | 0.00% | market | 450.00% | -7.39% | -2.52% | -4.87% |
| EIG | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 17.61 | 17.61 | 0.00% | market | 100.00% | -5.72% | -2.52% | -3.20% |
| EPR | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 44.22 | 44.22 | 0.00% | market | 48.15% | -0.08% | -2.52% | 2.45% |
| ESS | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 124.80 | 124.80 | 0.00% | market | 294.44% | 4.59% | -2.52% | 7.11% |
| EXTR | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 3.15 | 3.15 | 0.00% | market | 100.00% | -6.45% | -2.52% | -3.93% |
| FCN | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 42.67 | 42.67 | 0.00% | market | 14.75% | -2.75% | -2.52% | -0.23% |
| GRMN | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 35.89 | 35.89 | 0.00% | market | 42.00% | -2.02% | -2.52% | 0.50% |
| GVA | 2011-11-02 | 2011-11-03 | 2011-11-17 | 1 | 23.33 | 23.33 | 0.00% | market | 30.99% | 5.73% | -2.52% | 8.25% |
| ADEA | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 3.89 | 3.89 | 0.00% | market | 150.00% | 10.44% | -2.60% | 13.04% |
| AGI | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 17.39 | 17.39 | 0.00% | market | 37.50% | -12.06% | -2.60% | -9.47% |
| AMN | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 5.26 | 5.26 | 0.00% | market | 59.08% | -10.56% | -2.60% | -7.96% |
| ATRO | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 8.42 | 8.42 | 0.00% | market | 37.50% | 6.79% | -2.60% | 9.38% |
| BCE | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 38.82 | 38.82 | 0.00% | market | 27.40% | -0.85% | -2.60% | 1.75% |
| BHC | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 43.51 | 43.51 | 0.00% | market | 15.79% | -2.47% | -2.60% | 0.13% |
| BR | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 22.54 | 22.54 | 0.00% | market | 50.00% | -2.54% | -2.60% | 0.06% |
| BXC | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 16.60 | 16.60 | 0.00% | market | 54.55% | 12.55% | -2.60% | 15.15% |
| CAMT | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 2.10 | 2.10 | 0.00% | market | 37.50% | -2.96% | -2.60% | -0.36% |
| CGAU | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 20.72 | 20.72 | 0.00% | market | 13.16% | 2.17% | -2.60% | 4.76% |
| CNQ | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 18.27 | 18.27 | 0.00% | market | 14.04% | -2.78% | -2.60% | -0.19% |
| CNXN | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 9.25 | 9.25 | 0.00% | market | 29.63% | 19.36% | -2.60% | 21.95% |
| COR | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 39.67 | 39.67 | 0.00% | market | 154.55% | -6.12% | -2.60% | -3.53% |
| CSV | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 5.99 | 5.99 | 0.00% | market | 11.11% | -4.11% | -2.60% | -1.51% |
| CUBE | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 9.51 | 9.51 | 0.00% | market | 51.90% | 1.79% | -2.60% | 4.39% |
| EL | 2011-11-03 | 2011-11-04 | 2011-11-18 | 1 | 58.49 | 58.49 | 0.00% | market | 20.34% | -3.90% | -2.60% | -1.30% |
| ABR | 2011-11-04 | 2011-11-07 | 2011-11-21 | 3 | 3.55 | 3.55 | 0.00% | market | 75.00% | 0.46% | -4.57% | 5.03% |
| AEE | 2011-11-04 | 2011-11-07 | 2011-11-21 | 3 | 32.17 | 32.17 | 0.00% | market | 21.71% | -0.81% | -4.57% | 3.75% |
| AWR | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 16.95 | 16.95 | 0.00% | market | 16.67% | 2.08% | -6.09% | 8.17% |
| CORT | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 3.15 | 3.15 | 0.00% | market | 20.00% | 3.71% | -6.09% | 9.80% |
| CQP | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 16.50 | 16.50 | 0.00% | market | 680.00% | -0.52% | -6.09% | 5.57% |
| DAC | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 47.32 | 47.32 | 0.00% | market | 21.74% | -2.17% | -6.09% | 3.92% |
| FN | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 13.48 | 13.48 | 0.00% | market | 11.63% | 3.31% | -6.09% | 9.40% |
| HALO | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 8.54 | 8.54 | 0.00% | market | 221.54% | -4.55% | -6.09% | 1.54% |
| HLIO | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 26.20 | 26.20 | 0.00% | market | 12.82% | -12.77% | -6.09% | -6.68% |
| HPP | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 89.18 | 89.18 | 0.00% | market | 387.50% | -3.55% | -6.09% | 2.54% |
| HTH | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 8.00 | 8.00 | 0.00% | market | 102.00% | 1.27% | -6.09% | 7.37% |
| LOPE | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 16.80 | 16.80 | 0.00% | market | 25.00% | -11.41% | -6.09% | -5.32% |
| MKL | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 396.47 | 396.47 | 0.00% | market | 17.56% | -2.46% | -6.09% | 3.63% |
| NNN | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 26.90 | 26.90 | 0.00% | market | 69.57% | -1.62% | -6.09% | 4.47% |
| SHO | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 7.05 | 7.05 | 0.00% | market | 300.00% | -2.80% | -6.09% | 3.30% |
| TGS | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 3.15 | 3.15 | 0.00% | market | 40.06% | -9.62% | -6.09% | -3.53% |
| VSAT | 2011-11-07 | 2011-11-08 | 2011-11-22 | 1 | 43.85 | 43.85 | 0.00% | market | 45.45% | 0.79% | -6.09% | 6.88% |
| AAT | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 20.00 | 20.00 | 0.00% | market | 300.00% | -0.85% | -6.67% | 5.82% |
| AER | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 11.30 | 11.30 | 0.00% | market | 13.33% | -13.99% | -6.67% | -7.32% |
| ANDE | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 24.97 | 24.97 | 0.00% | market | 254.55% | 4.99% | -6.67% | 11.66% |
| ARCC | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 15.10 | 15.10 | 0.00% | market | 16.22% | -5.66% | -6.67% | 1.01% |
| BMA | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 21.14 | 21.14 | 0.00% | market | 13.51% | -11.41% | -6.67% | -4.74% |
| CPA | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 68.23 | 68.23 | 0.00% | market | 23.03% | -13.25% | -6.67% | -6.58% |
| FC | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 8.94 | 8.94 | 0.00% | market | 183.33% | -5.58% | -6.67% | 1.09% |
| FCNCA | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 168.09 | 168.09 | 0.00% | market | 10.44% | -5.75% | -6.67% | 0.92% |
| GEL | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 25.86 | 25.86 | 0.00% | market | 12.50% | 0.25% | -6.67% | 6.92% |
| GSAT | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 7.95 | 7.95 | 0.00% | market | 14.29% | -20.85% | -6.67% | -14.18% |
| HCI | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 7.64 | 7.64 | 0.00% | market | 35.00% | 5.27% | -6.67% | 11.94% |
| IHG | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 21.64 | 21.64 | 0.00% | market | 12.24% | -7.49% | -6.67% | -0.82% |
| MATX | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 21.59 | 21.59 | 0.00% | market | 10.53% | -17.05% | -6.67% | -10.38% |
| MMYT | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 32.41 | 32.41 | 0.00% | market | 25.00% | -20.37% | -6.67% | -13.70% |
| MPT | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 9.83 | 9.83 | 0.00% | market | 80.00% | -8.54% | -6.67% | -1.87% |
| NC | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 5.93 | 5.93 | 0.00% | market | 17.62% | -7.52% | -6.67% | -0.85% |
| NNI | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 21.85 | 21.85 | 0.00% | market | 11.93% | -3.12% | -6.67% | 3.55% |
| OLED | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 52.01 | 52.01 | 0.00% | market | 1683.06% | -21.75% | -6.67% | -15.08% |
| PRIM | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 14.52 | 14.52 | 0.00% | market | 90.00% | -9.33% | -6.67% | -2.66% |
| ROK | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 72.07 | 72.07 | 0.00% | market | 14.88% | -6.90% | -6.67% | -0.23% |
| TM | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 64.22 | 64.22 | 0.00% | market | 60.98% | -6.06% | -6.67% | 0.61% |
| TRNO | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 12.19 | 12.19 | 0.00% | market | 72.73% | -6.25% | -6.67% | 0.42% |
| TTWO | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 15.00 | 15.00 | 0.00% | market | 17.54% | -11.63% | -6.67% | -4.96% |
| VCEL | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 54.20 | 54.20 | 0.00% | market | 75.19% | -20.03% | -6.67% | -13.36% |
| WPC | 2011-11-08 | 2011-11-09 | 2011-11-23 | 1 | 39.65 | 39.65 | 0.00% | market | 60.94% | -5.62% | -6.67% | 1.05% |
| AAP | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 67.40 | 67.40 | 0.00% | market | 19.49% | -0.49% | -6.77% | 6.29% |
| AHT | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 4,827.44 | 4,827.44 | 0.00% | market | 975.00% | -9.75% | -6.77% | -2.97% |
| ANIP | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 90.72 | 90.72 | 0.00% | market | 15.29% | -12.00% | -6.77% | -5.23% |
| ATO | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 34.96 | 34.96 | 0.00% | market | 110.53% | -7.19% | -6.77% | -0.42% |
| CSCO | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 18.69 | 18.69 | 0.00% | market | 10.26% | -6.47% | -6.77% | 0.30% |
| DXC | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 13.60 | 13.60 | 0.00% | market | 25.00% | -16.32% | -6.77% | -9.55% |
| EFXT | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 11.29 | 11.29 | 0.00% | market | 29.41% | -1.96% | -6.77% | 4.81% |
| FTK | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 49.74 | 49.74 | 0.00% | market | 337.50% | -2.63% | -6.77% | 4.14% |
| IPAR | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 19.74 | 19.74 | 0.00% | market | 25.93% | -27.15% | -6.77% | -20.38% |
| M | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 31.02 | 31.02 | 0.00% | market | 100.00% | -5.16% | -6.77% | 1.61% |
| MBI | 2011-11-09 | 2011-11-10 | 2011-11-25 | 1 | 8.15 | 8.15 | 0.00% | market | 653.33% | -9.06% | -6.77% | -2.29% |
| AQN | 2011-11-10 | 2011-11-11 | 2011-11-28 | 1 | 5.60 | 5.60 | 0.00% | market | 507.14% | 0.97% | -4.86% | 5.84% |
| BTE | 2011-11-10 | 2011-11-11 | 2011-11-28 | 1 | 53.19 | 53.19 | 0.00% | market | 27.38% | -8.71% | -4.86% | -3.85% |
| HII | 2011-11-10 | 2011-11-11 | 2011-11-28 | 1 | 31.15 | 31.15 | 0.00% | market | 23.53% | -1.77% | -4.86% | 3.09% |
| DDS | 2011-11-11 | 2011-11-14 | 2011-11-29 | 3 | 48.79 | 48.79 | 0.00% | market | 50.00% | -5.22% | -4.87% | -0.36% |
| EDN | 2011-11-14 | 2011-11-15 | 2011-11-30 | 1 | 7.09 | 7.09 | 0.00% | market | 37.50% | -9.13% | -0.14% | -8.98% |
| MITT | 2011-11-14 | 2011-11-15 | 2011-11-30 | 1 | 56.53 | 56.53 | 0.00% | market | 1604.00% | -4.82% | -0.14% | -4.68% |
| NOAH | 2011-11-14 | 2011-11-15 | 2011-11-30 | 1 | 6.95 | 6.95 | 0.00% | market | 22.22% | 20.48% | -0.14% | 20.62% |
| SLS | 2011-11-14 | 2011-11-15 | 2011-11-30 | 1 | 21,600.00 | 21,600.00 | 0.00% | market | 18.75% | -16.77% | -0.14% | -16.62% |
| DKS | 2011-11-15 | 2011-11-16 | 2011-12-01 | 1 | 41.52 | 41.52 | 0.00% | market | 23.08% | -6.12% | 0.13% | -6.25% |
| TROX | 2011-11-15 | 2011-11-16 | 2011-12-01 | 1 | 25.00 | 25.00 | 0.00% | market | 19.83% | -12.10% | 0.13% | -12.23% |
| AMAT | 2011-11-16 | 2011-11-17 | 2011-12-02 | 1 | 12.03 | 12.03 | 0.00% | market | 10.53% | -10.08% | 0.82% | -10.89% |
| GGB | 2011-11-16 | 2011-11-17 | 2011-12-02 | 1 | 6.88 | 6.88 | 0.00% | market | 241.67% | -10.71% | 0.82% | -11.53% |
| NTES | 2011-11-16 | 2011-11-17 | 2011-12-02 | 1 | 9.52 | 9.52 | 0.00% | market | 11.11% | -2.41% | 0.82% | -3.23% |
| PNNT | 2011-11-16 | 2011-11-17 | 2011-12-02 | 1 | 10.66 | 10.66 | 0.00% | market | 10.00% | 0.18% | 0.82% | -0.63% |
| TGT | 2011-11-16 | 2011-11-17 | 2011-12-02 | 1 | 53.39 | 53.39 | 0.00% | market | 10.81% | -1.06% | 0.82% | -1.87% |
| CRM | 2011-11-17 | 2011-11-18 | 2011-12-05 | 1 | 29.86 | 29.86 | 0.00% | market | 12.50% | 4.56% | 3.04% | 1.52% |
| DCI | 2011-11-17 | 2011-11-18 | 2011-12-05 | 1 | 32.95 | 32.95 | 0.00% | market | 15.38% | 3.12% | 3.04% | 0.08% |
| DLB | 2011-11-17 | 2011-11-18 | 2011-12-05 | 1 | 29.55 | 29.55 | 0.00% | market | 18.33% | 8.80% | 3.04% | 5.76% |
| INTU | 2011-11-17 | 2011-11-18 | 2011-12-05 | 1 | 51.51 | 51.51 | 0.00% | market | 16.67% | 5.82% | 3.04% | 2.78% |
| TDG | 2011-11-17 | 2011-11-18 | 2011-12-05 | 1 | 93.18 | 93.18 | 0.00% | market | 16.94% | 3.81% | 3.04% | 0.77% |
| DY | 2011-11-21 | 2011-11-22 | 2011-12-07 | 1 | 18.69 | 18.69 | 0.00% | market | 10.00% | 9.80% | 6.14% | 3.66% |
| XYL | 2011-11-21 | 2011-11-22 | 2011-12-07 | 1 | 25.02 | 25.02 | 0.00% | market | 44.83% | -1.90% | 6.14% | -8.04% |
| FRO | 2011-11-22 | 2011-11-23 | 2011-12-08 | 1 | 14.20 | 14.20 | 0.00% | market | 23.59% | 17.86% | 4.98% | 12.88% |
| GCO | 2011-11-22 | 2011-11-23 | 2011-12-08 | 1 | 57.72 | 57.72 | 0.00% | market | 26.04% | 0.39% | 4.98% | -4.59% |
| SIG | 2011-11-22 | 2011-11-23 | 2011-12-08 | 1 | 43.15 | 43.15 | 0.00% | market | 42.86% | 2.19% | 4.98% | -2.79% |
| DE | 2011-11-23 | 2011-11-25 | 2011-12-09 | 2 | 74.64 | 74.64 | 0.00% | market | 13.29% | 4.86% | 8.31% | -3.45% |
| CPRT | 2011-11-28 | 2011-11-29 | 2011-12-13 | 1 | 2.71 | 2.71 | 0.00% | market | 14.29% | 4.33% | 2.50% | 1.83% |
| REX | 2011-11-30 | 2011-12-01 | 2011-12-15 | 1 | 3.06 | 3.06 | 0.00% | market | 135.22% | 14.93% | -2.14% | 17.07% |
| SMTC | 2011-11-30 | 2011-12-01 | 2011-12-15 | 1 | 24.90 | 24.90 | 0.00% | market | 13.04% | -8.29% | -2.14% | -6.15% |
| MOV | 2011-12-01 | 2011-12-02 | 2011-12-16 | 1 | 18.05 | 18.05 | 0.00% | market | 51.16% | -1.60% | -3.59% | 2.00% |
| TD | 2011-12-01 | 2011-12-02 | 2011-12-16 | 1 | 35.79 | 35.79 | 0.00% | market | 15.58% | -2.31% | -3.59% | 1.28% |
| ULTA | 2011-12-01 | 2011-12-02 | 2011-12-16 | 1 | 70.48 | 70.48 | 0.00% | market | 10.53% | -5.02% | -3.59% | -1.43% |
| AVAV | 2011-12-06 | 2011-12-07 | 2011-12-21 | 1 | 33.00 | 33.00 | 0.00% | market | 50.00% | -3.62% | -1.33% | -2.29% |
| OXM | 2011-12-06 | 2011-12-07 | 2011-12-21 | 1 | 38.01 | 38.01 | 0.00% | market | 14.29% | 15.84% | -1.33% | 17.17% |
| PLAB | 2011-12-06 | 2011-12-07 | 2011-12-21 | 1 | 5.83 | 5.83 | 0.00% | market | 16.67% | 5.39% | -1.33% | 6.72% |
| TOL | 2011-12-06 | 2011-12-07 | 2011-12-21 | 1 | 21.09 | 21.09 | 0.00% | market | 80.00% | -2.04% | -1.33% | -0.72% |
| TTC | 2011-12-06 | 2011-12-07 | 2011-12-21 | 1 | 14.13 | 14.13 | 0.00% | market | 77.78% | 8.75% | -1.33% | 10.07% |
| COO | 2011-12-08 | 2011-12-09 | 2011-12-23 | 1 | 15.87 | 15.87 | 0.00% | market | 20.66% | 10.49% | 1.51% | 8.98% |
| BRT | 2011-12-12 | 2011-12-13 | 2011-12-28 | 1 | 6.25 | 6.25 | 0.00% | market | 116.67% | 0.86% | -0.02% | 0.88% |
| CSR | 2011-12-12 | 2011-12-13 | 2011-12-28 | 1 | 72.30 | 72.30 | 0.00% | market | 152.80% | 4.46% | -0.02% | 4.49% |
| ADBE | 2011-12-15 | 2011-12-16 | 2012-01-03 | 1 | 27.73 | 27.73 | 0.00% | market | 11.67% | 2.93% | 4.31% | -1.38% |
| GLNG | 2011-12-15 | 2011-12-16 | 2012-01-03 | 1 | 43.59 | 43.59 | 0.00% | market | 43.48% | 1.39% | 4.31% | -2.92% |
| MCS | 2011-12-15 | 2011-12-16 | 2012-01-03 | 1 | 12.50 | 12.50 | 0.00% | market | 11.11% | 3.74% | 4.31% | -0.57% |
| CTAS | 2011-12-20 | 2011-12-21 | 2012-01-06 | 1 | 8.44 | 8.44 | 0.00% | market | 18.75% | 10.45% | 3.05% | 7.39% |
| EPAC | 2011-12-21 | 2011-12-22 | 2012-01-09 | 1 | 22.56 | 22.56 | 0.00% | market | 16.28% | 1.27% | 2.72% | -1.45% |
| LNN | 2011-12-21 | 2011-12-22 | 2012-01-09 | 1 | 53.97 | 53.97 | 0.00% | market | 33.33% | 2.59% | 2.72% | -0.13% |
| UNF | 2012-01-04 | 2012-01-05 | 2012-01-20 | 1 | 59.59 | 59.59 | 0.00% | market | 20.37% | 2.17% | 3.89% | -1.72% |
| FC | 2012-01-05 | 2012-01-06 | 2012-01-23 | 1 | 8.85 | 8.85 | 0.00% | market | 125.00% | -2.59% | 2.66% | -5.25% |
| CMC | 2012-01-06 | 2012-01-09 | 2012-01-24 | 3 | 16.48 | 16.48 | 0.00% | market | 25.00% | -20.18% | 2.70% | -22.89% |
| GBX | 2012-01-06 | 2012-01-09 | 2012-01-24 | 3 | 25.89 | 25.89 | 0.00% | market | 33.33% | -11.92% | 2.70% | -14.62% |
| AYI | 2012-01-09 | 2012-01-10 | 2012-01-25 | 1 | 54.95 | 54.95 | 0.00% | market | 10.45% | 6.09% | 2.45% | 3.64% |
| SNX | 2012-01-10 | 2012-01-11 | 2012-01-26 | 1 | 16.92 | 16.92 | 0.00% | market | 20.18% | 4.98% | 2.45% | 2.54% |
| EDU | 2012-01-17 | 2012-01-18 | 2012-02-01 | 1 | 22.24 | 22.24 | 0.00% | market | 18.48% | 9.12% | 2.44% | 6.67% |
| ASML | 2012-01-18 | 2012-01-19 | 2012-02-02 | 1 | 55.25 | 55.25 | 0.00% | market | 28.33% | 4.33% | 1.11% | 3.22% |
| FUL | 2012-01-18 | 2012-01-19 | 2012-02-02 | 1 | 25.26 | 25.26 | 0.00% | market | 10.17% | 16.17% | 1.11% | 15.06% |
| GS | 2012-01-18 | 2012-01-19 | 2012-02-02 | 1 | 106.25 | 106.25 | 0.00% | market | 48.39% | 6.62% | 1.11% | 5.51% |
| KMI | 2012-01-18 | 2012-01-19 | 2012-02-02 | 1 | 32.50 | 32.50 | 0.00% | market | 37.93% | -1.08% | 1.11% | -2.20% |
| WTFC | 2012-01-18 | 2012-01-19 | 2012-02-02 | 1 | 31.95 | 31.95 | 0.00% | market | 10.81% | -3.07% | 1.11% | -4.19% |
| DGII | 2012-01-19 | 2012-01-20 | 2012-02-03 | 1 | 11.92 | 11.92 | 0.00% | market | 79.96% | 0.15% | 2.51% | -2.36% |
| FCX | 2012-01-19 | 2012-01-20 | 2012-02-03 | 1 | 44.17 | 44.17 | 0.00% | market | 11.67% | 5.13% | 2.51% | 2.62% |
| GATX | 2012-01-19 | 2012-01-20 | 2012-02-03 | 1 | 42.94 | 42.94 | 0.00% | market | 12.73% | 0.97% | 2.51% | -1.54% |
| ISRG | 2012-01-19 | 2012-01-20 | 2012-02-03 | 1 | 49.44 | 49.44 | 0.00% | market | 13.51% | 10.48% | 2.51% | 7.96% |
| LUV | 2012-01-19 | 2012-01-20 | 2012-02-03 | 1 | 9.54 | 9.54 | 0.00% | market | 12.50% | 5.14% | 2.51% | 2.63% |
| MS | 2012-01-19 | 2012-01-20 | 2012-02-03 | 1 | 17.90 | 17.90 | 0.00% | market | 75.44% | 13.36% | 2.51% | 10.85% |
| PGR | 2012-01-19 | 2012-01-20 | 2012-02-03 | 1 | 20.68 | 20.68 | 0.00% | market | 11.43% | 3.14% | 2.51% | 0.63% |
| UNH | 2012-01-19 | 2012-01-20 | 2012-02-03 | 1 | 52.34 | 52.34 | 0.00% | market | 12.50% | -2.07% | 2.51% | -4.58% |
| DHT | 2012-01-23 | 2012-01-24 | 2012-02-07 | 1 | 10.92 | 10.92 | 0.00% | market | 35.85% | 26.27% | 3.05% | 23.22% |
| TXN | 2012-01-23 | 2012-01-24 | 2012-02-07 | 1 | 33.34 | 33.34 | 0.00% | market | 23.08% | 0.17% | 3.05% | -2.88% |
| WDC | 2012-01-23 | 2012-01-24 | 2012-02-07 | 1 | 27.23 | 27.23 | 0.00% | market | 112.68% | 7.80% | 3.05% | 4.75% |
| AAPL | 2012-01-24 | 2012-01-25 | 2012-02-08 | 1 | 16.23 | 16.23 | 0.00% | market | 38.89% | 4.77% | 2.99% | 1.77% |
| AMD | 2012-01-24 | 2012-01-25 | 2012-02-08 | 1 | 6.28 | 6.28 | 0.00% | market | 18.75% | 15.35% | 2.99% | 12.35% |
| ASH | 2012-01-24 | 2012-01-25 | 2012-02-08 | 1 | 31.00 | 31.00 | 0.00% | market | 21.21% | 3.74% | 2.99% | 0.74% |
| DGX | 2012-01-24 | 2012-01-25 | 2012-02-08 | 1 | 60.13 | 60.13 | 0.00% | market | 16.04% | -3.41% | 2.99% | -6.40% |
| ETD | 2012-01-24 | 2012-01-25 | 2012-02-08 | 1 | 23.55 | 23.55 | 0.00% | market | 11.11% | 8.22% | 2.99% | 5.23% |
| MRCY | 2012-01-24 | 2012-01-25 | 2012-02-08 | 1 | 13.82 | 13.82 | 0.00% | market | 16.00% | 5.69% | 2.99% | 2.69% |
| MTG | 2012-01-24 | 2012-01-25 | 2012-02-08 | 1 | 4.04 | 4.04 | 0.00% | market | 18.29% | 9.55% | 2.99% | 6.56% |
| RF | 2012-01-24 | 2012-01-25 | 2012-02-08 | 1 | 5.21 | 5.21 | 0.00% | market | 50.00% | 5.85% | 2.99% | 2.86% |
| STLD | 2012-01-24 | 2012-01-25 | 2012-02-08 | 1 | 15.98 | 15.98 | 0.00% | market | 27.27% | -0.73% | 2.99% | -3.72% |
| BA | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 75.84 | 75.84 | 0.00% | market | 29.70% | -0.02% | 1.66% | -1.68% |
| COP | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 54.33 | 54.33 | 0.00% | market | 14.77% | 1.43% | 1.66% | -0.23% |
| DAL | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 10.28 | 10.28 | 0.00% | market | 18.42% | 8.07% | 1.66% | 6.41% |
| FFBC | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 17.94 | 17.94 | 0.00% | market | 10.71% | -2.72% | 1.66% | -4.38% |
| HXL | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 25.67 | 25.67 | 0.00% | market | 10.00% | 3.83% | 1.66% | 2.17% |
| LRCX | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 4.32 | 4.32 | 0.00% | market | 13.33% | -0.33% | 1.66% | -1.99% |
| MEOH | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 28.24 | 28.24 | 0.00% | market | 21.43% | 5.35% | 1.66% | 3.69% |
| NFLX | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 1.63 | 1.63 | 0.00% | market | 25.00% | 9.10% | 1.66% | 7.44% |
| PTC | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 23.10 | 23.10 | 0.00% | market | 12.90% | 16.57% | 1.66% | 14.91% |
| RLI | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 18.64 | 18.64 | 0.00% | market | 21.43% | -2.73% | 1.66% | -4.39% |
| SLAB | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 47.00 | 47.00 | 0.00% | market | 13.95% | -2.48% | 1.66% | -4.14% |
| TCBI | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 32.67 | 32.67 | 0.00% | market | 11.67% | 0.14% | 1.66% | -1.51% |
| TER | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 17.25 | 17.25 | 0.00% | market | 45.45% | -2.82% | 1.66% | -4.48% |
| TXT | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 24.56 | 24.56 | 0.00% | market | 44.12% | 9.79% | 1.66% | 8.13% |
| URI | 2012-01-25 | 2012-01-26 | 2012-02-09 | 1 | 37.83 | 37.83 | 0.00% | market | 32.26% | 7.65% | 1.66% | 5.99% |
| ADEA | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 4.63 | 4.63 | 0.00% | market | 62.50% | 8.11% | 2.38% | 5.73% |
| APTV | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 20.33 | 20.33 | 0.00% | market | 57.14% | 11.32% | 2.38% | 8.95% |
| AVT | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 33.56 | 33.56 | 0.00% | market | 10.58% | 6.37% | 2.38% | 3.99% |
| BC | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 20.92 | 20.92 | 0.00% | market | 17.50% | 9.56% | 2.38% | 7.18% |
| CAT | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 110.53 | 110.53 | 0.00% | market | 34.10% | 1.00% | 2.38% | -1.37% |
| CLS | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 7.88 | 7.88 | 0.00% | market | 32.00% | 10.05% | 2.38% | 7.67% |
| CMPR | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 32.71 | 32.71 | 0.00% | market | 22.78% | 19.83% | 2.38% | 17.46% |
| COLB | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 21.00 | 21.00 | 0.00% | market | 19.35% | 0.47% | 2.38% | -1.91% |
| CRS | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 54.88 | 54.88 | 0.00% | market | 11.76% | -2.74% | 2.38% | -5.12% |
| EQT | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 26.22 | 26.22 | 0.00% | market | 17.65% | 1.65% | 2.38% | -0.72% |
| FICO | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 37.98 | 37.98 | 0.00% | market | 30.65% | 1.43% | 2.38% | -0.95% |
| JBLU | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 5.80 | 5.80 | 0.00% | market | 109.81% | 0.93% | 2.38% | -1.44% |
| KMT | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 43.71 | 43.71 | 0.00% | market | 16.67% | 0.52% | 2.38% | -1.86% |
| LMT | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 82.00 | 82.00 | 0.00% | market | 10.31% | 6.62% | 2.38% | 4.24% |
| LSCC | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 6.80 | 6.80 | 0.00% | market | 580.00% | 0.05% | 2.38% | -2.33% |
| NOK | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 5.23 | 5.23 | 0.00% | market | 33.33% | -5.26% | 2.38% | -7.64% |
| NUE | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 43.31 | 43.31 | 0.00% | market | 32.14% | 2.58% | 2.38% | 0.20% |
| OMCL | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 16.45 | 16.45 | 0.00% | market | 18.75% | -1.19% | 2.38% | -3.57% |
| RMD | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 29.04 | 29.04 | 0.00% | market | 15.79% | 2.28% | 2.38% | -0.10% |
| TDY | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 56.15 | 56.15 | 0.00% | market | 15.12% | 6.28% | 2.38% | 3.90% |
| UAL | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 21.58 | 21.58 | 0.00% | market | 150.00% | 9.96% | 2.38% | 7.58% |
| WCC | 2012-01-26 | 2012-01-27 | 2012-02-10 | 1 | 63.78 | 63.78 | 0.00% | market | 15.46% | 0.81% | 2.38% | -1.57% |
| AEP | 2012-01-27 | 2012-01-30 | 2012-02-13 | 3 | 39.88 | 39.88 | 0.00% | market | 60.00% | -0.53% | 3.72% | -4.24% |
| DHI | 2012-01-27 | 2012-01-30 | 2012-02-13 | 3 | 14.23 | 14.23 | 0.00% | market | 106.23% | 3.41% | 3.72% | -0.30% |
| ALGN | 2012-01-30 | 2012-01-31 | 2012-02-14 | 1 | 24.08 | 24.08 | 0.00% | market | 27.27% | 9.83% | 2.40% | 7.42% |
| FIBK | 2012-01-30 | 2012-01-31 | 2012-02-14 | 1 | 13.90 | 13.90 | 0.00% | market | 11.54% | 3.43% | 2.40% | 1.02% |
| HMC | 2012-01-30 | 2012-01-31 | 2012-02-14 | 1 | 33.96 | 33.96 | 0.00% | market | 30.77% | 5.55% | 2.40% | 3.15% |
| ICUI | 2012-01-30 | 2012-01-31 | 2012-02-14 | 1 | 44.00 | 44.00 | 0.00% | market | 12.90% | 4.79% | 2.40% | 2.39% |
| KRC | 2012-01-30 | 2012-01-31 | 2012-02-14 | 1 | 41.14 | 41.14 | 0.00% | market | 157.14% | 4.91% | 2.40% | 2.51% |
| LPL | 2012-01-30 | 2012-01-31 | 2012-02-14 | 1 | 13.15 | 13.15 | 0.00% | market | 108.83% | 0.05% | 2.40% | -2.35% |
| RYAAY | 2012-01-30 | 2012-01-31 | 2012-02-14 | 1 | 13.75 | 13.75 | 0.00% | market | 133.33% | 1.65% | 2.40% | -0.76% |
| SLG | 2012-01-30 | 2012-01-31 | 2012-02-14 | 1 | 78.05 | 78.05 | 0.00% | market | 1471.43% | 1.32% | 2.40% | -1.08% |
| AJG | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 33.86 | 33.86 | 0.00% | market | 18.18% | 2.38% | 1.72% | 0.66% |
| AMZN | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 8.69 | 8.69 | 0.00% | market | 127.01% | 6.00% | 1.72% | 4.28% |
| BSBR | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 9.00 | 9.00 | 0.00% | market | 26.32% | 12.68% | 1.72% | 10.96% |
| BXP | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 104.24 | 104.24 | 0.00% | market | 236.11% | -1.50% | 1.72% | -3.22% |
| FTNT | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 5.02 | 5.02 | 0.00% | market | 14.94% | 2.69% | 1.72% | 0.97% |
| GABC | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 13.74 | 13.74 | 0.00% | market | 11.54% | 4.49% | 1.72% | 2.77% |
| GFF | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 9.39 | 9.39 | 0.00% | market | 40.00% | 4.37% | 1.72% | 2.66% |
| HP | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 62.75 | 62.75 | 0.00% | market | 11.21% | -6.35% | 1.72% | -8.06% |
| JLL | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 78.80 | 78.80 | 0.00% | market | 15.84% | 1.97% | 1.72% | 0.25% |
| KLIC | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 10.96 | 10.96 | 0.00% | market | 175.00% | 2.00% | 1.72% | 0.28% |
| MANH | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 11.25 | 11.25 | 0.00% | market | 25.00% | 2.72% | 1.72% | 1.01% |
| MPT | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 10.29 | 10.29 | 0.00% | market | 46.15% | -5.54% | 1.72% | -7.26% |
| OSK | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 24.50 | 24.50 | 0.00% | market | 24.24% | -3.45% | 1.72% | -5.16% |
| PCAR | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 30.12 | 30.12 | 0.00% | market | 15.09% | -1.96% | 1.72% | -3.68% |
| SAIA | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 10.13 | 10.13 | 0.00% | market | 11.11% | 8.33% | 1.72% | 6.61% |
| SPGI | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 46.32 | 46.32 | 0.00% | market | 10.53% | -1.72% | 1.72% | -3.44% |
| STX | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 23.59 | 23.59 | 0.00% | market | 22.22% | 10.96% | 1.72% | 9.25% |
| TOWN | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 12.90 | 12.90 | 0.00% | market | 15.79% | 1.84% | 1.72% | 0.12% |
| UIS | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 18.96 | 18.96 | 0.00% | market | 29.33% | 1.80% | 1.72% | 0.08% |
| UTL | 2012-01-31 | 2012-02-01 | 2012-02-15 | 1 | 27.18 | 27.18 | 0.00% | market | 48.39% | -1.02% | 1.72% | -2.74% |
| AFG | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 38.00 | 38.00 | 0.00% | market | 10.42% | -0.99% | 2.50% | -3.50% |
| AIZ | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 41.69 | 41.69 | 0.00% | market | 21.32% | 5.25% | 2.50% | 2.75% |
| ALL | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 30.54 | 30.54 | 0.00% | market | 55.79% | 1.83% | 2.50% | -0.67% |
| AVB | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 135.98 | 135.98 | 0.00% | market | 108.77% | -2.33% | 2.50% | -4.83% |
| CACI | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 59.78 | 59.78 | 0.00% | market | 16.15% | -0.74% | 2.50% | -3.24% |
| CBT | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 38.07 | 38.07 | 0.00% | market | 14.55% | 7.52% | 2.50% | 5.02% |
| CDNS | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 11.21 | 11.21 | 0.00% | market | 13.33% | 7.21% | 2.50% | 4.71% |
| CMRE | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 11.02 | 11.02 | 0.00% | market | 17.39% | 0.63% | 2.50% | -1.88% |
| ENTG | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 9.50 | 9.50 | 0.00% | market | 23.08% | 0.11% | 2.50% | -2.39% |
| EPD | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 25.21 | 25.21 | 0.00% | market | 46.43% | 3.11% | 2.50% | 0.61% |
| EQR | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 58.37 | 58.37 | 0.00% | market | 364.29% | -0.36% | 2.50% | -2.86% |
| ESS | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 146.17 | 146.17 | 0.00% | market | 297.37% | -2.73% | 2.50% | -5.23% |
| EXPO | 2012-02-01 | 2012-02-02 | 2012-02-16 | 1 | 11.49 | 11.49 | 0.00% | market | 27.27% | 5.73% | 2.50% | 3.23% |
| ACLS | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 7.56 | 7.56 | 0.00% | market | 75.00% | -5.39% | 1.80% | -7.19% |
| ALKS | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 19.53 | 19.53 | 0.00% | market | 47.62% | -5.99% | 1.80% | -7.79% |
| BFH | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 90.88 | 90.88 | 0.00% | market | 14.09% | 4.88% | 1.80% | 3.09% |
| BHE | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 18.49 | 18.49 | 0.00% | market | 112.50% | -4.43% | 1.80% | -6.23% |
| BKH | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 34.80 | 34.80 | 0.00% | market | 10.71% | -1.71% | 1.80% | -3.51% |
| CMI | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 115.46 | 115.46 | 0.00% | market | 14.80% | 5.62% | 1.80% | 3.83% |
| CX | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 6.36 | 6.36 | 0.00% | market | 26.67% | 5.72% | 1.80% | 3.92% |
| EVR | 2012-02-02 | 2012-02-03 | 2012-02-17 | 1 | 29.50 | 29.50 | 0.00% | market | 14.29% | -2.61% | 1.80% | -4.41% |
| ATRO | 2012-02-06 | 2012-02-07 | 2012-02-22 | 1 | 9.24 | 9.24 | 0.00% | market | 32.00% | -5.19% | 1.39% | -6.57% |
| BAP | 2012-02-06 | 2012-02-07 | 2012-02-22 | 1 | 116.32 | 116.32 | 0.00% | market | 12.32% | 5.64% | 1.39% | 4.26% |
| CRK | 2012-02-06 | 2012-02-07 | 2012-02-22 | 1 | 62.15 | 62.15 | 0.00% | market | 44.44% | 18.40% | 1.39% | 17.02% |
| ARE | 2012-02-07 | 2012-02-08 | 2012-02-23 | 1 | 72.50 | 72.50 | 0.00% | market | 144.44% | -2.11% | 1.31% | -3.43% |
| AXS | 2012-02-07 | 2012-02-08 | 2012-02-23 | 1 | 32.61 | 32.61 | 0.00% | market | 15.22% | -1.39% | 1.31% | -2.70% |
| BP | 2012-02-07 | 2012-02-08 | 2012-02-23 | 1 | 46.41 | 46.41 | 0.00% | market | 51.57% | 1.75% | 1.31% | 0.44% |
| DEI | 2012-02-07 | 2012-02-08 | 2012-02-23 | 1 | 21.14 | 21.14 | 0.00% | market | 355.31% | -0.29% | 1.31% | -1.60% |
| DIS | 2012-02-07 | 2012-02-08 | 2012-02-23 | 1 | 41.37 | 41.37 | 0.00% | market | 12.68% | 0.17% | 1.31% | -1.15% |
| GSK | 2012-02-07 | 2012-02-08 | 2012-02-23 | 1 | 44.18 | 44.18 | 0.00% | market | 18.07% | 1.05% | 1.31% | -0.26% |
| HIG | 2012-02-07 | 2012-02-08 | 2012-02-23 | 1 | 19.40 | 19.40 | 0.00% | market | 30.19% | 6.09% | 1.31% | 4.77% |
| HIW | 2012-02-07 | 2012-02-08 | 2012-02-23 | 1 | 32.89 | 32.89 | 0.00% | market | 233.33% | -1.62% | 1.31% | -2.93% |
| HMN | 2012-02-07 | 2012-02-08 | 2012-02-23 | 1 | 16.22 | 16.22 | 0.00% | market | 35.85% | 5.82% | 1.31% | 4.51% |
| AIV | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 3.38 | 3.38 | 0.00% | market | 280.00% | 0.20% | 1.12% | -0.93% |
| AKAM | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 38.92 | 38.92 | 0.00% | market | 12.50% | -4.49% | 1.12% | -5.62% |
| ANDE | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 29.00 | 29.00 | 0.00% | market | 20.00% | 3.90% | 1.12% | 2.78% |
| CALX | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 10.62 | 10.62 | 0.00% | market | 14.29% | -4.15% | 1.12% | -5.27% |
| CINF | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 33.60 | 33.60 | 0.00% | market | 48.28% | 6.33% | 1.12% | 5.21% |
| CXW | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 23.83 | 23.83 | 0.00% | market | 10.81% | -0.65% | 1.12% | -1.77% |
| DXC | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 15.63 | 15.63 | 0.00% | market | 136.84% | 1.90% | 1.12% | 0.78% |
| ENS | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 33.13 | 33.13 | 0.00% | market | 15.94% | 1.65% | 1.12% | 0.53% |
| EXEL | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 6.22 | 6.22 | 0.00% | market | 418.18% | -7.33% | 1.12% | -8.46% |
| FMC | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 41.16 | 41.16 | 0.00% | market | 14.49% | 3.67% | 1.12% | 2.54% |
| HOPE | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 10.64 | 10.64 | 0.00% | market | 26.67% | -1.79% | 1.12% | -2.91% |
| KIM | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 18.88 | 18.88 | 0.00% | market | 37.50% | -1.05% | 1.12% | -2.18% |
| NBIX | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 8.50 | 8.50 | 0.00% | market | 33.33% | -4.57% | 1.12% | -5.69% |
| ON | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 9.70 | 9.70 | 0.00% | market | 116.67% | -7.73% | 1.12% | -8.85% |
| PAA | 2012-02-08 | 2012-02-09 | 2012-02-24 | 1 | 39.39 | 39.39 | 0.00% | market | 10.67% | 4.29% | 1.12% | 3.17% |
| AMKR | 2012-02-09 | 2012-02-10 | 2012-02-27 | 1 | 5.94 | 5.94 | 0.00% | market | 57.14% | 10.67% | 2.24% | 8.44% |
| CCJ | 2012-02-09 | 2012-02-10 | 2012-02-27 | 1 | 23.87 | 23.87 | 0.00% | market | 68.54% | 4.34% | 2.24% | 2.10% |
| MFC | 2012-02-09 | 2012-02-10 | 2012-02-27 | 1 | 11.73 | 11.73 | 0.00% | market | 37.50% | 5.61% | 2.24% | 3.38% |
| MLCO | 2012-02-09 | 2012-02-10 | 2012-02-27 | 1 | 9.16 | 9.16 | 0.00% | market | 25.00% | 6.89% | 2.24% | 4.65% |
| MPWR | 2012-02-09 | 2012-02-10 | 2012-02-27 | 1 | 16.42 | 16.42 | 0.00% | market | 36.36% | 19.08% | 2.24% | 16.85% |
| PDM | 2012-02-09 | 2012-02-10 | 2012-02-27 | 1 | 18.69 | 18.69 | 0.00% | market | 216.67% | -4.43% | 2.24% | -6.67% |
| RSG | 2012-02-09 | 2012-02-10 | 2012-02-27 | 1 | 29.90 | 29.90 | 0.00% | market | 17.78% | -0.43% | 2.24% | -2.67% |
| SQNS | 2012-02-09 | 2012-02-10 | 2012-02-27 | 1 | 286.00 | 286.00 | 0.00% | market | 30.43% | 11.09% | 2.24% | 8.85% |
| PPL | 2012-02-10 | 2012-02-13 | 2012-02-28 | 3 | 26.40 | 26.40 | 0.00% | market | 12.90% | 0.70% | 1.66% | -0.96% |