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 13: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CRL | 2012-02-13 | 2012-02-14 | 2012-02-29 | 1 | 35.41 | 35.41 | 0.00% | market | 23.21% | -0.89% | 1.50% | -2.39% |
| LCII | 2012-02-13 | 2012-02-14 | 2012-02-29 | 1 | 28.58 | 28.58 | 0.00% | market | 50.00% | -4.23% | 1.50% | -5.73% |
| NSIT | 2012-02-13 | 2012-02-14 | 2012-02-29 | 1 | 21.88 | 21.88 | 0.00% | market | 24.49% | -4.58% | 1.50% | -6.08% |
| UCTT | 2012-02-13 | 2012-02-14 | 2012-02-29 | 1 | 9.28 | 9.28 | 0.00% | market | 118.18% | -12.06% | 1.50% | -13.56% |
| ABG | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 26.60 | 26.60 | 0.00% | market | 25.58% | -0.44% | 1.55% | -1.99% |
| ACGL | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 12.69 | 12.69 | 0.00% | market | 47.62% | -1.36% | 1.55% | -2.91% |
| CPRI | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 43.47 | 43.47 | 0.00% | market | 144.44% | 5.10% | 1.55% | 3.55% |
| EFOR | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 13.78 | 13.78 | 0.00% | market | 25.00% | 4.11% | 1.55% | 2.56% |
| EGP | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 49.33 | 49.33 | 0.00% | market | 234.78% | -0.63% | 1.55% | -2.18% |
| GNRC | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 17.00 | 17.00 | 0.00% | market | 22.58% | -3.49% | 1.55% | -5.04% |
| IOSP | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 31.96 | 31.96 | 0.00% | market | 10.23% | -2.60% | 1.55% | -4.15% |
| NRP | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 260.00 | 260.00 | 0.00% | market | 10.64% | -5.29% | 1.55% | -6.84% |
| NSP | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 15.50 | 15.50 | 0.00% | market | 16.67% | -3.00% | 1.55% | -4.55% |
| RUSHA | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 10.48 | 10.48 | 0.00% | market | 22.22% | -0.48% | 1.55% | -2.03% |
| SKT | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 29.07 | 29.07 | 0.00% | market | 147.06% | 1.59% | 1.55% | 0.04% |
| VMI | 2012-02-14 | 2012-02-15 | 2012-03-01 | 1 | 112.45 | 112.45 | 0.00% | market | 10.24% | 0.39% | 1.55% | -1.16% |
| CMCSA | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 14.36 | 14.36 | 0.00% | market | 14.29% | 1.71% | 2.04% | -0.33% |
| CNMD | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 29.94 | 29.94 | 0.00% | market | 15.00% | -3.11% | 2.04% | -5.14% |
| ITRI | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 45.62 | 45.62 | 0.00% | market | 20.20% | -2.60% | 2.04% | -4.64% |
| KDP | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 6.41 | 6.41 | 0.00% | market | 10.81% | -5.09% | 2.04% | -7.13% |
| NVMI | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 8.60 | 8.60 | 0.00% | market | 350.00% | -11.73% | 2.04% | -13.76% |
| PAG | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 23.75 | 23.75 | 0.00% | market | 17.50% | 3.10% | 2.04% | 1.06% |
| SBLK | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 71.25 | 71.25 | 0.00% | market | 15.73% | -0.10% | 2.04% | -2.14% |
| SLF | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 20.25 | 20.25 | 0.00% | market | 17.39% | 9.53% | 2.04% | 7.49% |
| TIMB | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 28.13 | 28.13 | 0.00% | market | 16.28% | 8.01% | 2.04% | 5.97% |
| TRN | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 12.68 | 12.68 | 0.00% | market | 27.27% | -3.25% | 2.04% | -5.29% |
| WSO | 2012-02-15 | 2012-02-16 | 2012-03-02 | 1 | 72.15 | 72.15 | 0.00% | market | 11.43% | -0.70% | 2.04% | -2.73% |
| AAP | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 86.45 | 86.45 | 0.00% | market | 20.00% | 0.35% | 0.17% | 0.18% |
| AORT | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 5.95 | 5.95 | 0.00% | market | 16.67% | -8.00% | 0.17% | -8.17% |
| BLDR | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 3.12 | 3.12 | 0.00% | market | 16.67% | 1.50% | 0.17% | 1.33% |
| DUK | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 63.75 | 63.75 | 0.00% | market | 12.50% | -0.85% | 0.17% | -1.02% |
| EOG | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 59.54 | 59.54 | 0.00% | market | 29.55% | -5.04% | 0.17% | -5.21% |
| GGAL | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 7.28 | 7.28 | 0.00% | market | 29.41% | -4.36% | 0.17% | -4.53% |
| GGB | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 8.21 | 8.21 | 0.00% | market | 80.00% | 0.02% | 0.17% | -0.15% |
| H | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 43.43 | 43.43 | 0.00% | market | 138.46% | -5.93% | 0.17% | -6.09% |
| IRS | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 11.00 | 11.00 | 0.00% | market | 566.67% | 1.90% | 0.17% | 1.73% |
| MYE | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 14.36 | 14.36 | 0.00% | market | 18.75% | -7.27% | 0.17% | -7.44% |
| NWE | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 35.66 | 35.66 | 0.00% | market | 27.40% | -2.26% | 0.17% | -2.43% |
| PDFS | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 6.95 | 6.95 | 0.00% | market | 33.33% | 15.73% | 0.17% | 15.56% |
| ROG | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 41.04 | 41.04 | 0.00% | market | 50.00% | -12.60% | 0.17% | -12.77% |
| RS | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 56.25 | 56.25 | 0.00% | market | 16.67% | -4.37% | 0.17% | -4.54% |
| TAP | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 45.09 | 45.09 | 0.00% | market | 36.62% | -4.00% | 0.17% | -4.17% |
| TSEM | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 13.20 | 13.20 | 0.00% | market | 83.33% | -19.20% | 0.17% | -19.37% |
| VIV | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 29.33 | 29.33 | 0.00% | market | 18.03% | 0.79% | 0.17% | 0.62% |
| VMC | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 48.00 | 48.00 | 0.00% | market | 48.65% | -8.83% | 0.17% | -9.00% |
| WBD | 2012-02-16 | 2012-02-17 | 2012-03-05 | 1 | 23.48 | 23.48 | 0.00% | market | 26.47% | 5.35% | 0.17% | 5.18% |
| AMAT | 2012-02-17 | 2012-02-21 | 2012-03-06 | 4 | 13.01 | 13.01 | 0.00% | market | 50.00% | -7.79% | -1.45% | -6.34% |
| AVNT | 2012-02-17 | 2012-02-21 | 2012-03-06 | 4 | 14.83 | 14.83 | 0.00% | market | 28.57% | -14.60% | -1.45% | -13.15% |
| B | 2012-02-17 | 2012-02-21 | 2012-03-06 | 4 | 47.78 | 47.78 | 0.00% | market | 357.14% | -4.39% | -1.45% | -2.94% |
| BN | 2012-02-17 | 2012-02-21 | 2012-03-06 | 4 | 6.44 | 6.44 | 0.00% | market | 322.22% | -3.52% | -1.45% | -2.07% |
| DLR | 2012-02-17 | 2012-02-21 | 2012-03-06 | 4 | 69.98 | 69.98 | 0.00% | market | 240.00% | 2.84% | -1.45% | 4.29% |
| EEFT | 2012-02-20 | 2012-02-21 | 2012-03-06 | 1 | 20.39 | 20.39 | 0.00% | market | 12.20% | -12.90% | -1.45% | -11.45% |
| ENB | 2012-02-17 | 2012-02-21 | 2012-03-06 | 4 | 38.03 | 38.03 | 0.00% | market | 13.08% | -0.73% | -1.45% | 0.72% |
| TCOM | 2012-02-20 | 2012-02-21 | 2012-03-06 | 1 | 11.38 | 11.38 | 0.00% | market | 1033.21% | 11.85% | -1.45% | 13.30% |
| VTR | 2012-02-17 | 2012-02-21 | 2012-03-06 | 4 | 50.11 | 50.11 | 0.00% | market | 94.12% | -1.84% | -1.45% | -0.39% |
| CUZ | 2012-02-21 | 2012-02-22 | 2012-03-07 | 1 | 20.80 | 20.80 | 0.00% | market | 900.00% | -1.83% | -0.42% | -1.41% |
| DORM | 2012-02-21 | 2012-02-22 | 2012-03-07 | 1 | 22.83 | 22.83 | 0.00% | market | 15.79% | -3.74% | -0.42% | -3.32% |
| EXR | 2012-02-21 | 2012-02-22 | 2012-03-07 | 1 | 27.40 | 27.40 | 0.00% | market | 133.33% | -2.98% | -0.42% | -2.56% |
| FUN | 2012-02-21 | 2012-02-22 | 2012-03-07 | 1 | 28.67 | 28.67 | 0.00% | market | 113.33% | -2.47% | -0.42% | -2.05% |
| HD | 2012-02-21 | 2012-02-22 | 2012-03-07 | 1 | 46.80 | 46.80 | 0.00% | market | 19.05% | 1.16% | -0.42% | 1.58% |
| HLF | 2012-02-21 | 2012-02-22 | 2012-03-07 | 1 | 32.07 | 32.07 | 0.00% | market | 19.44% | 2.68% | -0.42% | 3.09% |
| INTU | 2012-02-21 | 2012-02-22 | 2012-03-07 | 1 | 59.08 | 59.08 | 0.00% | market | 13.33% | -3.40% | -0.42% | -2.98% |
| LOPE | 2012-02-21 | 2012-02-22 | 2012-03-07 | 1 | 17.87 | 17.87 | 0.00% | market | 21.43% | -5.53% | -0.42% | -5.11% |
| NBR | 2012-02-21 | 2012-02-22 | 2012-03-07 | 1 | 1,001.00 | 1,001.00 | 0.00% | market | 5100.00% | -1.35% | -0.42% | -0.93% |
| SHO | 2012-02-21 | 2012-02-22 | 2012-03-07 | 1 | 9.92 | 9.92 | 0.00% | market | 462.50% | -10.38% | -0.42% | -9.96% |
| AER | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 12.90 | 12.90 | 0.00% | market | 18.75% | -7.00% | 0.79% | -7.79% |
| AHT | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 5,122.15 | 5,122.15 | 0.00% | market | 524900.00% | -2.29% | 0.79% | -3.08% |
| CLH | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 69.72 | 69.72 | 0.00% | market | 25.00% | -0.86% | 0.79% | -1.65% |
| CNK | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 20.94 | 20.94 | 0.00% | market | 27.78% | 3.20% | 0.79% | 2.40% |
| CNO | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 7.57 | 7.57 | 0.00% | market | 15.79% | -0.36% | 0.79% | -1.16% |
| FOR | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 16.38 | 16.38 | 0.00% | market | 342.86% | -4.37% | 0.79% | -5.17% |
| FR | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 11.98 | 11.98 | 0.00% | market | 276.92% | -0.02% | 0.79% | -0.81% |
| GRMN | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 48.86 | 48.86 | 0.00% | market | 45.45% | -3.03% | 0.79% | -3.82% |
| GVA | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 28.00 | 28.00 | 0.00% | market | 26.32% | 0.94% | 0.79% | 0.14% |
| HLX | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 18.73 | 18.73 | 0.00% | market | 88.57% | -3.20% | 0.79% | -3.99% |
| LAD | 2012-02-22 | 2012-02-23 | 2012-03-08 | 1 | 23.41 | 23.41 | 0.00% | market | 28.95% | 5.07% | 0.79% | 4.27% |
| AIG | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 29.82 | 29.82 | 0.00% | market | 30.16% | -5.36% | 0.47% | -5.83% |
| AMT | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 64.02 | 64.02 | 0.00% | market | 70.00% | -2.91% | 0.47% | -3.38% |
| AROC | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 8.52 | 8.52 | 0.00% | market | 69.57% | -1.16% | 0.47% | -1.62% |
| ASR | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 68.31 | 68.31 | 0.00% | market | 24.99% | 2.20% | 0.47% | 1.73% |
| BIO | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 100.10 | 100.10 | 0.00% | market | 24.55% | 3.62% | 0.47% | 3.15% |
| CDE | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 29.19 | 29.19 | 0.00% | market | 12.50% | -9.90% | 0.47% | -10.37% |
| COR | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 37.38 | 37.38 | 0.00% | market | 133.24% | 1.18% | 0.47% | 0.72% |
| CROX | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 18.61 | 18.61 | 0.00% | market | 44.82% | 0.17% | 0.47% | -0.30% |
| CUBE | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 10.86 | 10.86 | 0.00% | market | 377.66% | 6.07% | 0.47% | 5.60% |
| EHC | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 15.99 | 15.99 | 0.00% | market | 56.25% | 2.90% | 0.47% | 2.43% |
| EPR | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 42.88 | 42.88 | 0.00% | market | 11.48% | 5.92% | 0.47% | 5.45% |
| IRM | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 30.24 | 30.24 | 0.00% | market | 11.11% | -4.93% | 0.47% | -5.40% |
| MGA | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 23.63 | 23.63 | 0.00% | market | 43.14% | 0.70% | 0.47% | 0.24% |
| MOH | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 33.85 | 33.85 | 0.00% | market | 84.62% | -1.52% | 0.47% | -1.99% |
| MRVL | 2012-02-23 | 2012-02-24 | 2012-03-09 | 1 | 16.31 | 16.31 | 0.00% | market | 23.53% | -8.93% | 0.47% | -9.40% |
| CQP | 2012-02-24 | 2012-02-27 | 2012-03-12 | 3 | 21.96 | 21.96 | 0.00% | market | 650.00% | 10.69% | 1.15% | 9.55% |
| GHC | 2012-02-24 | 2012-02-27 | 2012-03-12 | 3 | 239.57 | 239.57 | 0.00% | market | 67.16% | -1.68% | 1.15% | -2.82% |
| GTN | 2012-02-24 | 2012-02-27 | 2012-03-12 | 3 | 2.22 | 2.22 | 0.00% | market | 150.00% | -12.71% | 1.15% | -13.86% |
| PNW | 2012-02-24 | 2012-02-27 | 2012-03-12 | 3 | 47.22 | 47.22 | 0.00% | market | 120.00% | 1.59% | 1.15% | 0.45% |
| AWK | 2012-02-27 | 2012-02-28 | 2012-03-13 | 1 | 34.18 | 34.18 | 0.00% | market | 53.12% | 0.51% | 2.08% | -1.57% |
| BHC | 2012-02-27 | 2012-02-28 | 2012-03-13 | 1 | 50.94 | 50.94 | 0.00% | market | 10.59% | 7.03% | 2.08% | 4.94% |
| FRO | 2012-02-27 | 2012-02-28 | 2012-03-13 | 1 | 29.65 | 29.65 | 0.00% | market | 36.71% | -8.19% | 2.08% | -10.28% |
| IBOC | 2012-02-27 | 2012-02-28 | 2012-03-13 | 1 | 19.19 | 19.19 | 0.00% | market | 33.33% | 4.49% | 2.08% | 2.40% |
| LOW | 2012-02-27 | 2012-02-28 | 2012-03-13 | 1 | 27.34 | 27.34 | 0.00% | market | 20.83% | 10.47% | 2.08% | 8.39% |
| AGO | 2012-02-28 | 2012-02-29 | 2012-03-14 | 1 | 17.90 | 17.90 | 0.00% | market | 37.68% | 2.97% | 1.56% | 1.41% |
| AMRX | 2012-02-28 | 2012-02-29 | 2012-03-14 | 1 | 23.75 | 23.75 | 0.00% | market | 63.64% | -2.84% | 1.56% | -4.40% |
| ARCC | 2012-02-28 | 2012-02-29 | 2012-03-14 | 1 | 16.62 | 16.62 | 0.00% | market | 23.08% | -1.72% | 1.56% | -3.29% |
| CPRT | 2012-02-28 | 2012-02-29 | 2012-03-14 | 1 | 3.04 | 3.04 | 0.00% | market | 28.57% | 8.45% | 1.56% | 6.89% |
| ADC | 2012-02-29 | 2012-03-01 | 2012-03-15 | 1 | 24.03 | 24.03 | 0.00% | market | 71.43% | -3.22% | 2.48% | -5.70% |
| BWXT | 2012-02-29 | 2012-03-01 | 2012-03-15 | 1 | 20.01 | 20.01 | 0.00% | market | 31.71% | -4.80% | 2.48% | -7.28% |
| CNP | 2012-02-29 | 2012-03-01 | 2012-03-15 | 1 | 19.38 | 19.38 | 0.00% | market | 42.11% | -0.93% | 2.48% | -3.41% |
| CRI | 2012-02-29 | 2012-03-01 | 2012-03-15 | 1 | 48.88 | 48.88 | 0.00% | market | 43.18% | -1.20% | 2.48% | -3.69% |
| DRH | 2012-02-29 | 2012-03-01 | 2012-03-15 | 1 | 9.79 | 9.79 | 0.00% | market | 300.00% | 1.64% | 2.48% | -0.85% |
| DXPE | 2012-02-29 | 2012-03-01 | 2012-03-15 | 1 | 37.96 | 37.96 | 0.00% | market | 12.96% | 10.73% | 2.48% | 8.24% |
| EIX | 2012-02-29 | 2012-03-01 | 2012-03-15 | 1 | 42.27 | 42.27 | 0.00% | market | 63.04% | 1.63% | 2.48% | -0.86% |
| MGRC | 2012-02-29 | 2012-03-01 | 2012-03-15 | 1 | 32.11 | 32.11 | 0.00% | market | 23.26% | -0.44% | 2.48% | -2.93% |
| NC | 2012-02-29 | 2012-03-01 | 2012-03-15 | 1 | 7.41 | 7.41 | 0.00% | market | 25.15% | 7.86% | 2.48% | 5.38% |
| NKTR | 2012-02-29 | 2012-03-01 | 2012-03-15 | 1 | 111.00 | 111.00 | 0.00% | market | 31.25% | 2.87% | 2.48% | 0.39% |
| PEGA | 2012-02-29 | 2012-03-01 | 2012-03-15 | 1 | 7.88 | 7.88 | 0.00% | market | 229.35% | 21.35% | 2.48% | 18.86% |
| SBRA | 2012-02-29 | 2012-03-01 | 2012-03-15 | 1 | 14.84 | 14.84 | 0.00% | market | 164.29% | 9.33% | 2.48% | 6.85% |
| ADUS | 2012-03-01 | 2012-03-02 | 2012-03-16 | 1 | 3.70 | 3.70 | 0.00% | market | 105.88% | 21.25% | 1.93% | 19.32% |
| KOS | 2012-03-01 | 2012-03-02 | 2012-03-16 | 1 | 14.06 | 14.06 | 0.00% | market | 45.45% | -1.02% | 1.93% | -2.96% |
| PRIM | 2012-03-01 | 2012-03-02 | 2012-03-16 | 1 | 15.28 | 15.28 | 0.00% | market | 59.09% | 5.27% | 1.93% | 3.33% |
| SRPT | 2012-03-01 | 2012-03-02 | 2012-03-16 | 1 | 6.42 | 6.42 | 0.00% | market | 81.82% | 28.87% | 1.93% | 26.94% |
| TG | 2012-03-01 | 2012-03-02 | 2012-03-16 | 1 | 22.87 | 22.87 | 0.00% | market | 16.67% | -9.94% | 1.93% | -11.87% |
| GCO | 2012-03-02 | 2012-03-05 | 2012-03-19 | 3 | 73.68 | 73.68 | 0.00% | market | 17.96% | -0.33% | 2.74% | -3.07% |
| KOF | 2012-03-05 | 2012-03-06 | 2012-03-20 | 1 | 100.31 | 100.31 | 0.00% | market | 20.59% | -0.26% | 3.76% | -4.02% |
| AAT | 2012-03-06 | 2012-03-07 | 2012-03-21 | 1 | 21.63 | 21.63 | 0.00% | market | 660.00% | 5.12% | 3.81% | 1.31% |
| AVD | 2012-03-06 | 2012-03-07 | 2012-03-21 | 1 | 17.61 | 17.61 | 0.00% | market | 35.29% | 14.89% | 3.81% | 11.08% |
| IRDM | 2012-03-06 | 2012-03-07 | 2012-03-21 | 1 | 8.25 | 8.25 | 0.00% | market | 22.22% | 11.17% | 3.81% | 7.36% |
| KRO | 2012-03-06 | 2012-03-07 | 2012-03-21 | 1 | 23.60 | 23.60 | 0.00% | market | 57.45% | 2.06% | 3.81% | -1.75% |
| SMP | 2012-03-06 | 2012-03-07 | 2012-03-21 | 1 | 20.55 | 20.55 | 0.00% | market | 21.43% | -10.71% | 3.81% | -14.52% |
| CPK | 2012-03-07 | 2012-03-08 | 2012-03-22 | 1 | 27.83 | 27.83 | 0.00% | market | 10.00% | -1.43% | 1.96% | -3.39% |
| DK | 2012-03-07 | 2012-03-08 | 2012-03-22 | 1 | 14.03 | 14.03 | 0.00% | market | 56.25% | -1.31% | 1.96% | -3.27% |
| HBM | 2012-03-07 | 2012-03-08 | 2012-03-22 | 1 | 11.53 | 11.53 | 0.00% | market | 61.54% | -5.30% | 1.96% | -7.27% |
| HOV | 2012-03-07 | 2012-03-08 | 2012-03-22 | 1 | 63.75 | 63.75 | 0.00% | market | 64.14% | 6.17% | 1.96% | 4.21% |
| SNDA | 2012-03-07 | 2012-03-08 | 2012-03-22 | 1 | 126.15 | 126.15 | 0.00% | market | 33.33% | 5.73% | 1.96% | 3.76% |
| AMN | 2012-03-08 | 2012-03-09 | 2012-03-23 | 1 | 5.21 | 5.21 | 0.00% | market | 27.27% | 13.53% | 1.71% | 11.82% |
| CECO | 2012-03-08 | 2012-03-09 | 2012-03-23 | 1 | 7.89 | 7.89 | 0.00% | market | 30.77% | 8.14% | 1.71% | 6.43% |
| GLP | 2012-03-08 | 2012-03-09 | 2012-03-23 | 1 | 22.28 | 22.28 | 0.00% | market | 15.38% | 4.79% | 1.71% | 3.08% |
| HCI | 2012-03-08 | 2012-03-09 | 2012-03-23 | 1 | 11.15 | 11.15 | 0.00% | market | 100.00% | 12.01% | 1.71% | 10.30% |
| HPP | 2012-03-08 | 2012-03-09 | 2012-03-23 | 1 | 107.59 | 107.59 | 0.00% | market | 457.14% | 0.23% | 1.71% | -1.49% |
| NGS | 2012-03-08 | 2012-03-09 | 2012-03-23 | 1 | 13.43 | 13.43 | 0.00% | market | 13.64% | 0.12% | 1.71% | -1.59% |
| RDNT | 2012-03-08 | 2012-03-09 | 2012-03-23 | 1 | 3.12 | 3.12 | 0.00% | market | 266.67% | 3.75% | 1.71% | 2.03% |
| STAG | 2012-03-08 | 2012-03-09 | 2012-03-23 | 1 | 13.07 | 13.07 | 0.00% | market | 428.57% | 6.79% | 1.71% | 5.07% |
| WD | 2012-03-08 | 2012-03-09 | 2012-03-23 | 1 | 12.49 | 12.49 | 0.00% | market | 19.05% | 0.14% | 1.71% | -1.57% |
| HTH | 2012-03-09 | 2012-03-12 | 2012-03-26 | 3 | 8.26 | 8.26 | 0.00% | market | 350.00% | 3.17% | 2.95% | 0.22% |
| MIDD | 2012-03-09 | 2012-03-12 | 2012-03-26 | 3 | 25.38 | 25.38 | 0.00% | market | 44.19% | 8.02% | 2.95% | 5.06% |
| OPCH | 2012-03-09 | 2012-03-12 | 2012-03-26 | 3 | 28.00 | 28.00 | 0.00% | market | 33.33% | -4.10% | 2.95% | -7.05% |
| GSAT | 2012-03-12 | 2012-03-13 | 2012-03-27 | 1 | 12.45 | 12.45 | 0.00% | market | 16.67% | -10.94% | 2.06% | -13.00% |
| PLOW | 2012-03-12 | 2012-03-13 | 2012-03-27 | 1 | 13.24 | 13.24 | 0.00% | market | 31.82% | 3.37% | 2.06% | 1.31% |
| SSRM | 2012-03-12 | 2012-03-13 | 2012-03-27 | 1 | 15.46 | 15.46 | 0.00% | market | 25.00% | -3.85% | 2.06% | -5.91% |
| VCEL | 2012-03-12 | 2012-03-13 | 2012-03-27 | 1 | 42.40 | 42.40 | 0.00% | market | 69.57% | -8.12% | 2.06% | -10.18% |
| WLFC | 2012-03-12 | 2012-03-13 | 2012-03-27 | 1 | 4.71 | 4.71 | 0.00% | market | 19.36% | -8.80% | 2.06% | -10.87% |
| ANIP | 2012-03-13 | 2012-03-14 | 2012-03-28 | 1 | 27.00 | 27.00 | 0.00% | market | 46.67% | -5.43% | 0.26% | -5.70% |
| CSR | 2012-03-13 | 2012-03-14 | 2012-03-28 | 1 | 79.20 | 79.20 | 0.00% | market | 33.33% | -2.50% | 0.26% | -2.76% |
| INSM | 2012-03-13 | 2012-03-14 | 2012-03-28 | 1 | 4.06 | 4.06 | 0.00% | market | 21.05% | -8.23% | 0.26% | -8.49% |
| REX | 2012-03-13 | 2012-03-14 | 2012-03-28 | 1 | 5.59 | 5.59 | 0.00% | market | 65.52% | -9.40% | 0.26% | -9.67% |
| BAK | 2012-03-14 | 2012-03-15 | 2012-03-29 | 1 | 17.20 | 17.20 | 0.00% | market | 518.29% | -7.31% | 0.08% | -7.39% |
| NOVT | 2012-03-14 | 2012-03-15 | 2012-03-29 | 1 | 11.10 | 11.10 | 0.00% | market | 37.50% | 7.92% | 0.08% | 7.84% |
| TM | 2012-03-14 | 2012-03-15 | 2012-03-29 | 1 | 85.10 | 85.10 | 0.00% | market | 32.00% | 1.03% | 0.08% | 0.95% |
| FF | 2012-03-15 | 2012-03-16 | 2012-03-30 | 1 | 11.49 | 11.49 | 0.00% | market | 44.44% | -4.54% | 0.32% | -4.86% |
| CTAS | 2012-03-20 | 2012-03-21 | 2012-04-04 | 1 | 10.09 | 10.09 | 0.00% | market | 11.54% | -3.57% | -0.47% | -3.10% |
| ORCL | 2012-03-20 | 2012-03-21 | 2012-04-04 | 1 | 30.87 | 30.87 | 0.00% | market | 10.71% | -5.64% | -0.47% | -5.17% |
| DQ | 2012-03-21 | 2012-03-22 | 2012-04-05 | 1 | 2.51 | 2.51 | 0.00% | market | 66.67% | -18.43% | 0.44% | -18.86% |
| EPAC | 2012-03-21 | 2012-03-22 | 2012-04-05 | 1 | 29.38 | 29.38 | 0.00% | market | 13.16% | -2.14% | 0.44% | -2.58% |
| ACN | 2012-03-22 | 2012-03-23 | 2012-04-09 | 1 | 64.01 | 64.01 | 0.00% | market | 12.79% | -0.52% | -0.79% | 0.27% |
| FDX | 2012-03-22 | 2012-03-23 | 2012-04-09 | 1 | 74.34 | 74.34 | 0.00% | market | 14.81% | -4.27% | -0.79% | -3.48% |
| SBS | 2012-03-23 | 2012-03-26 | 2012-04-10 | 3 | 2.50 | 2.50 | 0.00% | market | 42.86% | 0.30% | -3.38% | 3.68% |
| LEN | 2012-03-27 | 2012-03-28 | 2012-04-12 | 1 | 27.61 | 27.61 | 0.00% | market | 102.17% | -4.12% | -1.64% | -2.48% |
| NEOG | 2012-03-27 | 2012-03-28 | 2012-04-12 | 1 | 9.91 | 9.91 | 0.00% | market | 20.00% | -3.43% | -1.64% | -1.79% |
| OXM | 2012-03-27 | 2012-03-28 | 2012-04-12 | 1 | 48.95 | 48.95 | 0.00% | market | 12.96% | -7.13% | -1.64% | -5.49% |
| SNX | 2012-03-27 | 2012-03-28 | 2012-04-12 | 1 | 19.49 | 19.49 | 0.00% | market | 10.87% | -3.69% | -1.64% | -2.05% |
| CMC | 2012-03-28 | 2012-03-29 | 2012-04-13 | 1 | 14.33 | 14.33 | 0.00% | market | 166.67% | 0.88% | -1.79% | 2.67% |
| FUL | 2012-03-28 | 2012-03-29 | 2012-04-13 | 1 | 31.66 | 31.66 | 0.00% | market | 18.92% | 1.45% | -1.79% | 3.24% |
| HII | 2012-03-28 | 2012-03-29 | 2012-04-13 | 1 | 40.33 | 40.33 | 0.00% | market | 26.60% | -4.07% | -1.79% | -2.28% |
| LNN | 2012-03-28 | 2012-03-29 | 2012-04-13 | 1 | 66.47 | 66.47 | 0.00% | market | 20.48% | -2.48% | -1.79% | -0.69% |
| PRGS | 2012-03-28 | 2012-03-29 | 2012-04-13 | 1 | 23.61 | 23.61 | 0.00% | market | 12.00% | -4.00% | -1.79% | -2.21% |
| SLS | 2012-03-28 | 2012-03-29 | 2012-04-13 | 1 | 69,000.00 | 69,000.00 | 0.00% | market | 126.67% | -24.88% | -1.79% | -23.09% |
| FC | 2012-03-29 | 2012-03-30 | 2012-04-16 | 1 | 9.70 | 9.70 | 0.00% | market | 66.67% | -9.79% | -2.75% | -7.04% |
| MOV | 2012-03-29 | 2012-03-30 | 2012-04-16 | 1 | 24.76 | 24.76 | 0.00% | market | 140.00% | 1.88% | -2.75% | 4.63% |
| BBBY | 2012-04-04 | 2012-04-05 | 2012-04-20 | 1 | 5.41 | 5.41 | 0.00% | market | 11.28% | 6.18% | -1.03% | 7.21% |
| RPM | 2012-04-05 | 2012-04-09 | 2012-04-23 | 4 | 25.81 | 25.81 | 0.00% | market | 400.00% | 0.33% | -0.90% | 1.22% |
| STZ | 2012-04-05 | 2012-04-09 | 2012-04-23 | 4 | 21.37 | 21.37 | 0.00% | market | 76.92% | -0.76% | -0.90% | 0.14% |
| WDFC | 2012-04-05 | 2012-04-09 | 2012-04-23 | 4 | 45.10 | 45.10 | 0.00% | market | 20.37% | -2.74% | -0.90% | -1.84% |
| GBX | 2012-04-09 | 2012-04-10 | 2012-04-24 | 1 | 18.10 | 18.10 | 0.00% | market | 21.28% | -6.79% | -0.46% | -6.32% |
| HWM | 2012-04-10 | 2012-04-11 | 2012-04-25 | 1 | 20.46 | 20.46 | 0.00% | market | 350.00% | -1.26% | 1.38% | -2.64% |
| CBSH | 2012-04-12 | 2012-04-13 | 2012-04-27 | 1 | 20.32 | 20.32 | 0.00% | market | 10.26% | 0.59% | 1.39% | -0.80% |
| INDB | 2012-04-12 | 2012-04-13 | 2012-04-27 | 1 | 28.15 | 28.15 | 0.00% | market | 12.00% | 1.75% | 1.39% | 0.36% |
| BBY | 2012-04-14 | 2012-04-16 | 2012-04-30 | 2 | 22.05 | 22.05 | 0.00% | market | 14.35% | -0.01% | 1.47% | -1.48% |
| JPM | 2012-04-13 | 2012-04-16 | 2012-04-30 | 3 | 43.38 | 43.38 | 0.00% | market | 11.02% | -1.02% | 1.47% | -2.49% |
| BANF | 2012-04-16 | 2012-04-17 | 2012-05-01 | 1 | 21.52 | 21.52 | 0.00% | market | 13.89% | -4.89% | 2.10% | -6.99% |
| C | 2012-04-16 | 2012-04-17 | 2012-05-01 | 1 | 34.82 | 34.82 | 0.00% | market | 11.00% | -3.60% | 2.10% | -5.71% |
| ELS | 2012-04-16 | 2012-04-17 | 2012-05-01 | 1 | 17.08 | 17.08 | 0.00% | market | 357.14% | 2.89% | 2.10% | 0.78% |
| ICUI | 2012-04-16 | 2012-04-17 | 2012-05-01 | 1 | 50.00 | 50.00 | 0.00% | market | 10.42% | 4.44% | 2.10% | 2.34% |
| PNFP | 2012-04-16 | 2012-04-17 | 2012-05-01 | 1 | 16.97 | 16.97 | 0.00% | market | 31.25% | 7.27% | 2.10% | 5.16% |
| GS | 2012-04-17 | 2012-04-18 | 2012-05-02 | 1 | 114.76 | 114.76 | 0.00% | market | 10.42% | -0.96% | 1.34% | -2.31% |
| ISRG | 2012-04-17 | 2012-04-18 | 2012-05-02 | 1 | 63.79 | 63.79 | 0.00% | market | 11.43% | 2.00% | 1.34% | 0.66% |
| STX | 2012-04-17 | 2012-04-18 | 2012-05-02 | 1 | 28.60 | 28.60 | 0.00% | market | 25.12% | 12.52% | 1.34% | 11.18% |
| URI | 2012-04-17 | 2012-04-18 | 2012-05-02 | 1 | 44.38 | 44.38 | 0.00% | market | 620.00% | 1.61% | 1.34% | 0.27% |
| BLX | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 21.69 | 21.69 | 0.00% | market | 56.36% | -8.86% | 0.45% | -9.31% |
| BMI | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 19.30 | 19.30 | 0.00% | market | 61.54% | -4.61% | 0.45% | -5.06% |
| HBAN | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 6.43 | 6.43 | 0.00% | market | 21.43% | 3.32% | 0.45% | 2.87% |
| KMI | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 37.45 | 37.45 | 0.00% | market | 80.65% | -4.64% | 0.45% | -5.09% |
| PII | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 80.42 | 80.42 | 0.00% | market | 10.39% | 1.22% | 0.45% | 0.77% |
| TXT | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 26.80 | 26.80 | 0.00% | market | 17.14% | -2.75% | 0.45% | -3.20% |
| WTFC | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 34.25 | 34.25 | 0.00% | market | 21.95% | 4.60% | 0.45% | 4.15% |
| AAL | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 9.77 | 9.77 | 0.00% | market | 48.25% | 9.42% | -0.96% | 10.38% |
| ALK | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 17.55 | 17.55 | 0.00% | market | 11.11% | -5.71% | -0.96% | -4.75% |
| AMD | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 8.16 | 8.16 | 0.00% | market | 33.33% | -12.11% | -0.96% | -11.15% |
| BAC | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 8.78 | 8.78 | 0.00% | market | 100.00% | -11.95% | -0.96% | -10.98% |
| BLDR | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 4.31 | 4.31 | 0.00% | market | 21.43% | -11.70% | -0.96% | -10.74% |
| BSX | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 5.89 | 5.89 | 0.00% | market | 87.50% | 4.99% | -0.96% | 5.95% |
| COF | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 54.78 | 54.78 | 0.00% | market | 12.23% | -0.57% | -0.96% | 0.39% |
| EGP | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 51.86 | 51.86 | 0.00% | market | 230.43% | -3.28% | -0.96% | -2.32% |
| FCX | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 38.45 | 38.45 | 0.00% | market | 11.63% | -5.43% | -0.96% | -4.47% |
| LSCC | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 6.25 | 6.25 | 0.00% | market | 28.57% | -20.74% | -0.96% | -19.78% |
| LUV | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 8.22 | 8.22 | 0.00% | market | 60.00% | -1.56% | -0.96% | -0.60% |
| MS | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 18.13 | 18.13 | 0.00% | market | 68.89% | -11.85% | -0.96% | -10.89% |
| MYE | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 17.11 | 17.11 | 0.00% | market | 30.43% | -7.29% | -0.96% | -6.33% |
| NYT | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 6.48 | 6.48 | 0.00% | market | 300.00% | -7.82% | -0.96% | -6.85% |
| PENN | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 10.09 | 10.09 | 0.00% | market | 23.33% | -1.49% | -0.96% | -0.53% |
| POOL | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 39.41 | 39.41 | 0.00% | market | 814.29% | -8.50% | -0.96% | -7.54% |
| RBCAA | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 24.27 | 24.27 | 0.00% | market | 11.68% | -6.77% | -0.96% | -5.81% |
| RMBS | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 5.64 | 5.64 | 0.00% | market | 113.04% | -18.54% | -0.96% | -17.58% |
| SHW | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 38.96 | 38.96 | 0.00% | market | 10.34% | 3.52% | -0.96% | 4.48% |
| TRV | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 61.91 | 61.91 | 0.00% | market | 32.24% | 4.08% | -0.96% | 5.04% |
| UNH | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 59.16 | 59.16 | 0.00% | market | 11.97% | -7.61% | -0.96% | -6.64% |
| VMI | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 126.12 | 126.12 | 0.00% | market | 28.10% | -6.34% | -0.96% | -5.38% |
| AOS | 2012-04-20 | 2012-04-23 | 2012-05-07 | 3 | 11.90 | 11.90 | 0.00% | market | 13.33% | -2.54% | 0.41% | -2.95% |
| BPOP | 2012-04-20 | 2012-04-23 | 2012-05-07 | 3 | 18.30 | 18.30 | 0.00% | market | 51.52% | -5.56% | 0.41% | -5.97% |
| HLX | 2012-04-22 | 2012-04-23 | 2012-05-07 | 1 | 17.47 | 17.47 | 0.00% | market | 69.77% | 12.49% | 0.41% | 12.08% |
| MAN | 2012-04-20 | 2012-04-23 | 2012-05-07 | 3 | 44.02 | 44.02 | 0.00% | market | 42.86% | -9.66% | 0.41% | -10.07% |
| RCL | 2012-04-20 | 2012-04-23 | 2012-05-07 | 3 | 26.49 | 26.49 | 0.00% | market | 40.00% | 1.67% | 0.41% | 1.26% |
| TT | 2012-04-20 | 2012-04-23 | 2012-05-07 | 3 | 31.02 | 31.02 | 0.00% | market | 24.00% | 6.61% | 0.41% | 6.20% |
| UAA | 2012-04-20 | 2012-04-23 | 2012-05-07 | 3 | 12.51 | 12.51 | 0.00% | market | 33.33% | -3.35% | 0.41% | -3.76% |
| UFPI | 2012-04-20 | 2012-04-23 | 2012-05-07 | 3 | 11.43 | 11.43 | 0.00% | market | 530.06% | 7.07% | 0.41% | 6.66% |
| ALGN | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 32.86 | 32.86 | 0.00% | market | 28.57% | -4.36% | -0.26% | -4.10% |
| BANR | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 21.25 | 21.25 | 0.00% | market | 81.82% | -2.88% | -0.26% | -2.61% |
| BOH | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 48.31 | 48.31 | 0.00% | market | 17.28% | 2.36% | -0.26% | 2.63% |
| CNI | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 40.55 | 40.55 | 0.00% | market | 15.69% | 1.38% | -0.26% | 1.64% |
| DHI | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 15.19 | 15.19 | 0.00% | market | 236.44% | 8.92% | -0.26% | 9.18% |
| EBF | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 15.20 | 15.20 | 0.00% | market | 160.00% | -3.72% | -0.26% | -3.46% |
| HOPE | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 10.35 | 10.35 | 0.00% | market | 135.29% | 10.72% | -0.26% | 10.98% |
| HXL | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 27.78 | 27.78 | 0.00% | market | 18.18% | -3.84% | -0.26% | -3.58% |
| JJSF | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 53.63 | 53.63 | 0.00% | market | 30.95% | 2.68% | -0.26% | 2.94% |
| MTG | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 3.41 | 3.41 | 0.00% | market | 78.26% | -7.14% | -0.26% | -6.88% |
| OFG | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 11.57 | 11.57 | 0.00% | market | 27.78% | -1.48% | -0.26% | -1.22% |
| QCRH | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 11.38 | 11.38 | 0.00% | market | 84.62% | 5.35% | -0.26% | 5.61% |
| TXN | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 32.71 | 32.71 | 0.00% | market | 10.34% | -6.46% | -0.26% | -6.20% |
| UCTT | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 7.06 | 7.06 | 0.00% | market | 17.65% | -6.47% | -0.26% | -6.21% |
| AAPL | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 21.99 | 21.99 | 0.00% | market | 22.22% | -7.65% | -2.10% | -5.55% |
| ABCB | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 12.17 | 12.17 | 0.00% | market | 533.33% | 0.72% | -2.10% | 2.82% |
| AMGN | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 69.12 | 69.12 | 0.00% | market | 11.03% | 0.62% | -2.10% | 2.72% |
| ASR | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 77.91 | 77.91 | 0.00% | market | 11.11% | -0.01% | -2.10% | 2.09% |
| AUB | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 13.66 | 13.66 | 0.00% | market | 24.00% | -1.93% | -2.10% | 0.17% |
| BOKF | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 56.00 | 56.00 | 0.00% | market | 18.45% | 2.24% | -2.10% | 4.34% |
| BUSE | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 14.19 | 14.19 | 0.00% | market | 33.33% | -3.91% | -2.10% | -1.81% |
| BYD | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 7.87 | 7.87 | 0.00% | market | 11.11% | -9.38% | -2.10% | -7.28% |
| CENX | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 8.70 | 8.70 | 0.00% | market | 18.18% | -7.80% | -2.10% | -5.70% |
| CLS | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 9.14 | 9.14 | 0.00% | market | 19.05% | -14.10% | -2.10% | -12.01% |
| COHR | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 21.50 | 21.50 | 0.00% | market | 12.00% | -8.15% | -2.10% | -6.05% |
| CSL | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 56.05 | 56.05 | 0.00% | market | 54.10% | -3.92% | -2.10% | -1.82% |
| EW | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 12.67 | 12.67 | 0.00% | market | 12.50% | 12.32% | -2.10% | 14.42% |
| FCF | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 6.32 | 6.32 | 0.00% | market | 22.22% | 1.17% | -2.10% | 3.26% |
| HSY | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 66.19 | 66.19 | 0.00% | market | 18.52% | 2.54% | -2.10% | 4.64% |
| LECO | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 47.94 | 47.94 | 0.00% | market | 15.15% | 2.09% | -2.10% | 4.19% |
| MANH | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 11.86 | 11.86 | 0.00% | market | 15.38% | 2.87% | -2.10% | 4.97% |
| MLI | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 5.74 | 5.74 | 0.00% | market | 25.00% | -0.62% | -2.10% | 1.48% |
| MMSI | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 13.01 | 13.01 | 0.00% | market | 13.33% | 3.13% | -2.10% | 5.23% |
| MRCY | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 12.00 | 12.00 | 0.00% | market | 70.00% | 1.73% | -2.10% | 3.83% |
| NBR | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 834.00 | 834.00 | 0.00% | market | 6400.00% | -8.67% | -2.10% | -6.57% |
| PCAR | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 28.52 | 28.52 | 0.00% | market | 17.31% | -5.46% | -2.10% | -3.37% |
| PH | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 87.39 | 87.39 | 0.00% | market | 17.54% | -2.22% | -2.10% | -0.12% |
| PNR | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 29.60 | 29.60 | 0.00% | market | 14.29% | -3.31% | -2.10% | -1.21% |
| RF | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 6.61 | 6.61 | 0.00% | market | 75.00% | -0.86% | -2.10% | 1.24% |
| RHI | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 31.31 | 31.31 | 0.00% | market | 21.43% | -8.40% | -2.10% | -6.31% |
| RNST | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 15.78 | 15.78 | 0.00% | market | 17.39% | -2.13% | -2.10% | -0.03% |
| RYN | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 32.82 | 32.82 | 0.00% | market | 13.51% | -0.25% | -2.10% | 1.85% |
| SCL | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 44.98 | 44.98 | 0.00% | market | 10.53% | 0.43% | -2.10% | 2.53% |
| SKT | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 30.69 | 30.69 | 0.00% | market | 260.00% | 4.98% | -2.10% | 7.08% |
| TBBK | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 10.39 | 10.39 | 0.00% | market | 25.00% | -4.33% | -2.10% | -2.24% |
| TKR | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 38.99 | 38.99 | 0.00% | market | 26.40% | -4.18% | -2.10% | -2.08% |
| TRMK | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 25.74 | 25.74 | 0.00% | market | 15.38% | -1.27% | -2.10% | 0.83% |
| UIS | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 18.86 | 18.86 | 0.00% | market | 42.86% | -2.11% | -2.10% | -0.02% |
| UMBF | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 47.90 | 47.90 | 0.00% | market | 88.52% | -0.73% | -2.10% | 1.37% |
| USNA | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 20.01 | 20.01 | 0.00% | market | 28.57% | -3.40% | -2.10% | -1.30% |
| ABG | 2012-04-26 | 2012-04-27 | 2012-05-11 | 1 | 27.85 | 27.85 | 0.00% | market | 16.33% | -6.49% | -3.54% | -2.96% |
| AEM | 2012-04-26 | 2012-04-27 | 2012-05-11 | 1 | 37.97 | 37.97 | 0.00% | market | 59.46% | -3.16% | -3.54% | 0.38% |
| BELFB | 2012-04-27 | 2012-04-30 | 2012-05-14 | 3 | 17.93 | 17.93 | 0.00% | market | 100.00% | -3.06% | -4.28% | 1.23% |
| E | 2012-04-27 | 2012-04-30 | 2012-05-14 | 3 | 44.54 | 44.54 | 0.00% | market | 13.38% | -5.47% | -4.28% | -1.18% |
| AEIS | 2012-04-30 | 2012-05-01 | 2012-05-15 | 1 | 12.80 | 12.80 | 0.00% | market | 574.92% | 4.74% | -4.61% | 9.36% |
| BANC | 2012-04-30 | 2012-05-01 | 2012-05-15 | 1 | 11.04 | 11.04 | 0.00% | market | 107.41% | -3.45% | -4.61% | 1.16% |
| CNA | 2012-04-30 | 2012-05-01 | 2012-05-15 | 1 | 30.81 | 30.81 | 0.00% | market | 21.74% | -4.58% | -4.61% | 0.03% |
| DRH | 2012-04-30 | 2012-05-01 | 2012-05-15 | 1 | 10.74 | 10.74 | 0.00% | market | 228.57% | -3.08% | -4.61% | 1.53% |
| EXR | 2012-04-30 | 2012-05-01 | 2012-05-15 | 1 | 30.50 | 30.50 | 0.00% | market | 120.00% | -3.74% | -4.61% | 0.87% |
| AAT | 2012-05-01 | 2012-05-02 | 2012-05-16 | 1 | 23.56 | 23.56 | 0.00% | market | 599.93% | 0.28% | -5.07% | 5.35% |
| ADM | 2012-05-01 | 2012-05-02 | 2012-05-16 | 1 | 33.08 | 33.08 | 0.00% | market | 32.20% | -2.46% | -5.07% | 2.61% |
| AGCO | 2012-05-01 | 2012-05-02 | 2012-05-16 | 1 | 49.07 | 49.07 | 0.00% | market | 40.70% | -18.03% | -5.07% | -12.97% |
| AGI | 2012-05-01 | 2012-05-02 | 2012-05-16 | 1 | 18.99 | 18.99 | 0.00% | market | 47.06% | -16.79% | -5.07% | -11.73% |
| AGNC | 2012-05-02 | 2012-05-03 | 2012-05-17 | 1 | 31.50 | 31.50 | 0.00% | market | 123.53% | -1.75% | -6.76% | 5.00% |
| ALL | 2012-05-02 | 2012-05-03 | 2012-05-17 | 1 | 34.38 | 34.38 | 0.00% | market | 26.79% | -4.23% | -6.76% | 2.52% |
| ARR | 2012-05-02 | 2012-05-03 | 2012-05-17 | 1 | 280.00 | 280.00 | 0.00% | market | 15.70% | -3.39% | -6.76% | 3.37% |
| ATRC | 2012-05-02 | 2012-05-03 | 2012-05-17 | 1 | 8.11 | 8.11 | 0.00% | market | 28.57% | 2.74% | -6.76% | 9.49% |
| CCU | 2012-05-02 | 2012-05-03 | 2012-05-17 | 1 | 28.82 | 28.82 | 0.00% | market | 10.64% | -8.46% | -6.76% | -1.71% |
| DHT | 2012-05-02 | 2012-05-03 | 2012-05-17 | 1 | 9.42 | 9.42 | 0.00% | market | 71.43% | -23.67% | -6.76% | -16.91% |
| DXPE | 2012-05-02 | 2012-05-03 | 2012-05-17 | 1 | 48.38 | 48.38 | 0.00% | market | 24.19% | -5.83% | -6.76% | 0.93% |
| ACIW | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 13.40 | 13.40 | 0.00% | market | 80.00% | -3.41% | -6.34% | 2.93% |
| AIG | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 32.88 | 32.88 | 0.00% | market | 47.32% | -13.94% | -6.34% | -7.60% |
| AIV | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 3.60 | 3.60 | 0.00% | market | 264.52% | -4.82% | -6.34% | 1.52% |
| ALNY | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 10.39 | 10.39 | 0.00% | market | 30.56% | -4.72% | -6.34% | 1.62% |
| AMN | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 6.95 | 6.95 | 0.00% | market | 61.55% | -14.92% | -6.34% | -8.58% |
| AMT | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 66.79 | 66.79 | 0.00% | market | 40.00% | -3.65% | -6.34% | 2.69% |
| AROC | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 8.06 | 8.06 | 0.00% | market | 17.31% | -13.25% | -6.34% | -6.91% |
| AVD | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 25.02 | 25.02 | 0.00% | market | 29.17% | -4.98% | -6.34% | 1.36% |
| AVNT | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 13.39 | 13.39 | 0.00% | market | 11.54% | -5.40% | -6.34% | 0.94% |
| AX | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 4.48 | 4.48 | 0.00% | market | 27.27% | 3.87% | -6.34% | 10.20% |
| B | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 37.95 | 37.95 | 0.00% | market | 121.28% | -2.29% | -6.34% | 4.05% |
| BBW | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 4.33 | 4.33 | 0.00% | market | 70.00% | 7.52% | -6.34% | 13.86% |
| CF | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 38.85 | 38.85 | 0.00% | market | 24.74% | -19.28% | -6.34% | -12.94% |
| DK | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 16.28 | 16.28 | 0.00% | market | 29.51% | -2.31% | -6.34% | 4.03% |
| DSX | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 7.68 | 7.68 | 0.00% | market | 25.00% | -6.35% | -6.34% | -0.01% |
| EBS | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 13.71 | 13.71 | 0.00% | market | 86.67% | 1.36% | -6.34% | 7.70% |
| GIL | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 13.85 | 13.85 | 0.00% | market | 20.00% | -10.57% | -6.34% | -4.23% |
| GM | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 22.20 | 22.20 | 0.00% | market | 10.59% | -4.69% | -6.34% | 1.64% |
| KTOS | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 5.53 | 5.53 | 0.00% | market | 25.00% | -5.89% | -6.34% | 0.45% |
| LAMR | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 28.66 | 28.66 | 0.00% | market | 150.00% | -15.70% | -6.34% | -9.36% |
| LCII | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 28.89 | 28.89 | 0.00% | market | 12.77% | -9.83% | -6.34% | -3.49% |
| LEA | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 41.58 | 41.58 | 0.00% | market | 13.11% | -7.22% | -6.34% | -0.88% |
| ABR | 2012-05-04 | 2012-05-07 | 2012-05-21 | 3 | 5.87 | 5.87 | 0.00% | market | 105.41% | 2.11% | -3.33% | 5.44% |
| AES | 2012-05-04 | 2012-05-07 | 2012-05-21 | 3 | 12.00 | 12.00 | 0.00% | market | 37.04% | 1.82% | -3.33% | 5.14% |
| CHD | 2012-05-04 | 2012-05-07 | 2012-05-21 | 3 | 25.68 | 25.68 | 0.00% | market | 10.00% | 2.55% | -3.33% | 5.87% |
| EL | 2012-05-04 | 2012-05-07 | 2012-05-21 | 3 | 60.74 | 60.74 | 0.00% | market | 15.15% | -9.45% | -3.33% | -6.13% |
| FSS | 2012-05-04 | 2012-05-07 | 2012-05-21 | 3 | 5.00 | 5.00 | 0.00% | market | 50.00% | -3.10% | -3.33% | 0.23% |
| ITT | 2012-05-04 | 2012-05-07 | 2012-05-21 | 3 | 21.91 | 21.91 | 0.00% | market | 21.88% | -5.03% | -3.33% | -1.70% |
| KOP | 2012-05-04 | 2012-05-07 | 2012-05-21 | 3 | 39.50 | 39.50 | 0.00% | market | 29.82% | -11.04% | -3.33% | -7.71% |
| TDS | 2012-05-04 | 2012-05-07 | 2012-05-21 | 3 | 22.69 | 22.69 | 0.00% | market | 37.14% | -11.74% | -3.33% | -8.41% |
| ANDE | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 32.07 | 32.07 | 0.00% | market | 12.07% | -7.55% | -2.99% | -4.56% |
| AWR | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 18.29 | 18.29 | 0.00% | market | 35.00% | -0.32% | -2.99% | 2.68% |
| BCRX | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 3.67 | 3.67 | 0.00% | market | 50.00% | -10.18% | -2.99% | -7.19% |
| BEP | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 14.80 | 14.80 | 0.00% | market | 22.22% | -6.45% | -2.99% | -3.46% |
| CAR | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 16.50 | 16.50 | 0.00% | market | 1150.00% | -12.52% | -2.99% | -9.53% |
| CDE | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 18.36 | 18.36 | 0.00% | market | 70.37% | -8.49% | -2.99% | -5.49% |
| CHDN | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 10.24 | 10.24 | 0.00% | market | 127.42% | -2.44% | -2.99% | 0.55% |
| EFC | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 20.90 | 20.90 | 0.00% | market | 179.41% | 2.15% | -2.99% | 5.14% |
| FN | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 14.24 | 14.24 | 0.00% | market | 21.74% | -17.52% | -2.99% | -14.52% |
| HPP | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 108.64 | 108.64 | 0.00% | market | 122.22% | 0.35% | -2.99% | 3.34% |
| IBOC | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 18.96 | 18.96 | 0.00% | market | 13.51% | -2.37% | -2.99% | 0.63% |
| IOSP | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 29.02 | 29.02 | 0.00% | market | 36.99% | -7.06% | -2.99% | -4.07% |
| IVR | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 170.01 | 170.01 | 0.00% | market | 11.13% | -0.88% | -2.99% | 2.11% |
| LOPE | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 17.59 | 17.59 | 0.00% | market | 23.08% | 1.43% | -2.99% | 4.43% |
| AAON | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 5.65 | 5.65 | 0.00% | market | 12.50% | -0.10% | -2.09% | 1.99% |
| APO | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 12.80 | 12.80 | 0.00% | market | 41.03% | -8.85% | -2.09% | -6.76% |
| BR | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 21.58 | 21.58 | 0.00% | market | 12.00% | -4.64% | -2.09% | -2.55% |
| CVLT | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 53.71 | 53.71 | 0.00% | market | 11.54% | -0.44% | -2.09% | 1.66% |
| ENOV | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 53.32 | 53.32 | 0.00% | market | 15.00% | -7.01% | -2.09% | -4.91% |
| EXK | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 7.93 | 7.93 | 0.00% | market | 37.50% | 10.49% | -2.09% | 12.59% |
| GNRC | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 18.40 | 18.40 | 0.00% | market | 35.21% | -9.97% | -2.09% | -7.87% |
| HCI | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 16.05 | 16.05 | 0.00% | market | 44.26% | -14.18% | -2.09% | -12.09% |
| HE | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 26.58 | 26.58 | 0.00% | market | 11.11% | 0.46% | -2.09% | 2.56% |
| HL | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 4.03 | 4.03 | 0.00% | market | 20.00% | 6.85% | -2.09% | 8.94% |
| INSM | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 3.44 | 3.44 | 0.00% | market | 26.32% | -11.44% | -2.09% | -9.34% |
| MITT | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 59.05 | 59.05 | 0.00% | market | 13.24% | -0.10% | -2.09% | 1.99% |
| NXST | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 6.95 | 6.95 | 0.00% | market | 900.00% | -4.13% | -2.09% | -2.03% |
| OHI | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 21.14 | 21.14 | 0.00% | market | 120.00% | -0.90% | -2.09% | 1.19% |
| ORA | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 21.37 | 21.37 | 0.00% | market | 301.25% | -3.84% | -2.09% | -1.75% |
| POWL | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 11.07 | 11.07 | 0.00% | market | 186.36% | 6.68% | -2.09% | 8.77% |
| PRGO | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 99.32 | 99.32 | 0.00% | market | 16.53% | 1.81% | -2.09% | 3.91% |
| RHP | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 34.43 | 34.43 | 0.00% | market | 50.00% | 0.83% | -2.09% | 2.92% |
| STWD | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 16.30 | 16.30 | 0.00% | market | 13.73% | -0.84% | -2.09% | 1.26% |
| TAP | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 40.93 | 40.93 | 0.00% | market | 11.90% | -4.20% | -2.09% | -2.11% |
| TDG | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 128.51 | 128.51 | 0.00% | market | 13.01% | -2.57% | -2.09% | -0.48% |
| THC | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 20.08 | 20.08 | 0.00% | market | 422.22% | -7.87% | -2.09% | -5.77% |
| CODI | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 13.54 | 13.54 | 0.00% | market | 41.67% | -2.98% | -3.04% | 0.06% |
| CUZ | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 21.93 | 21.93 | 0.00% | market | 225.00% | -5.75% | -3.04% | -2.72% |
| DAC | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 56.42 | 56.42 | 0.00% | market | 166.67% | -0.84% | -3.04% | 2.19% |
| FF | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 9.84 | 9.84 | 0.00% | market | 13.33% | 0.51% | -3.04% | 3.55% |
| HMY | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 9.64 | 9.64 | 0.00% | market | 25.00% | 1.25% | -3.04% | 4.28% |
| HTHT | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 3.18 | 3.18 | 0.00% | market | 93.84% | -12.99% | -3.04% | -9.96% |
| IPAR | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 16.00 | 16.00 | 0.00% | market | 30.77% | -1.29% | -3.04% | 1.75% |
| KRO | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 20.50 | 20.50 | 0.00% | market | 59.46% | -13.27% | -3.04% | -10.23% |
| LUMN | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 39.16 | 39.16 | 0.00% | market | 17.24% | -1.27% | -3.04% | 1.76% |
| LXU | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 27.08 | 27.08 | 0.00% | market | 27.03% | -19.96% | -3.04% | -16.92% |
| LYV | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 8.66 | 8.66 | 0.00% | market | 15.91% | 8.79% | -3.04% | 11.83% |
| MKL | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 443.44 | 443.44 | 0.00% | market | 26.46% | -0.53% | -3.04% | 2.51% |
| MLCO | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 11.40 | 11.40 | 0.00% | market | 29.41% | -13.85% | -3.04% | -10.82% |
| MYRG | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 16.38 | 16.38 | 0.00% | market | 31.82% | -1.08% | -3.04% | 1.96% |
| AGM | 2012-05-10 | 2012-05-11 | 2012-05-25 | 1 | 24.95 | 24.95 | 0.00% | market | 94.29% | -2.14% | -2.27% | 0.13% |
| BN | 2012-05-10 | 2012-05-11 | 2012-05-25 | 1 | 7.37 | 7.37 | 0.00% | market | 107.69% | -2.41% | -2.27% | -0.14% |
| BBAR | 2012-05-11 | 2012-05-14 | 2012-05-29 | 3 | 4.51 | 4.51 | 0.00% | market | 14.81% | -11.41% | -0.45% | -10.95% |
| NVDA | 2012-05-11 | 2012-05-14 | 2012-05-29 | 3 | 0.33 | 0.33 | 0.00% | market | 50.00% | -3.00% | -0.45% | -2.55% |
| CYD | 2012-05-14 | 2012-05-15 | 2012-05-30 | 1 | 13.55 | 13.55 | 0.00% | market | 33.33% | -7.70% | -1.69% | -6.02% |
| PLAB | 2012-05-14 | 2012-05-15 | 2012-05-30 | 1 | 5.92 | 5.92 | 0.00% | market | 16.67% | 3.11% | -1.69% | 4.80% |
| CGAU | 2012-05-15 | 2012-05-16 | 2012-05-31 | 1 | 9.61 | 9.61 | 0.00% | market | 39.13% | 5.21% | -1.84% | 7.05% |
| DKS | 2012-05-15 | 2012-05-16 | 2012-05-31 | 1 | 50.42 | 50.42 | 0.00% | market | 18.42% | -7.87% | -1.84% | -6.03% |
| INN | 2012-05-15 | 2012-05-16 | 2012-05-31 | 1 | 8.04 | 8.04 | 0.00% | market | 287.50% | -0.97% | -1.84% | 0.87% |
| IRS | 2012-05-15 | 2012-05-16 | 2012-05-31 | 1 | 7.91 | 7.91 | 0.00% | market | 10.00% | -12.62% | -1.84% | -10.77% |
| PBR | 2012-05-15 | 2012-05-16 | 2012-05-31 | 1 | 20.53 | 20.53 | 0.00% | market | 14.29% | -4.82% | -1.84% | -2.98% |
| PBR-A | 2012-05-15 | 2012-05-16 | 2012-05-31 | 1 | 19.63 | 19.63 | 0.00% | market | 29.03% | -3.82% | -1.84% | -1.97% |
| RAMP | 2012-05-15 | 2012-05-16 | 2012-05-31 | 1 | 13.59 | 13.59 | 0.00% | market | 15.79% | 3.43% | -1.84% | 5.28% |
| ANF | 2012-05-16 | 2012-05-17 | 2012-06-01 | 1 | 38.87 | 38.87 | 0.00% | market | 32.10% | -17.41% | -3.54% | -13.88% |
| NTES | 2012-05-16 | 2012-05-17 | 2012-06-01 | 1 | 12.40 | 12.40 | 0.00% | market | 15.00% | -3.25% | -3.54% | 0.29% |
| PAAS | 2012-05-16 | 2012-05-17 | 2012-06-01 | 1 | 15.31 | 15.31 | 0.00% | market | 26.09% | 12.11% | -3.54% | 15.65% |
| TCOM | 2012-05-16 | 2012-05-17 | 2012-06-01 | 1 | 10.69 | 10.69 | 0.00% | market | 663.18% | -16.66% | -3.54% | -13.12% |
| AMAT | 2012-05-17 | 2012-05-18 | 2012-06-04 | 1 | 10.46 | 10.46 | 0.00% | market | 12.50% | -3.54% | -2.49% | -1.05% |
| MRVL | 2012-05-17 | 2012-05-18 | 2012-06-04 | 1 | 13.81 | 13.81 | 0.00% | market | 15.00% | -13.06% | -2.49% | -10.57% |
| PBH | 2012-05-17 | 2012-05-18 | 2012-06-04 | 1 | 13.98 | 13.98 | 0.00% | market | 13.04% | -3.25% | -2.49% | -0.76% |
| CAL | 2012-05-18 | 2012-05-21 | 2012-06-05 | 3 | 10.85 | 10.85 | 0.00% | market | 155.56% | 5.80% | -0.84% | 6.64% |
| TSEM | 2012-05-18 | 2012-05-21 | 2012-06-05 | 3 | 13.35 | 13.35 | 0.00% | market | 400.00% | -14.02% | -0.84% | -13.18% |
| RYAAY | 2012-05-21 | 2012-05-22 | 2012-06-06 | 1 | 12.46 | 12.46 | 0.00% | market | 29.73% | -0.50% | -0.26% | -0.24% |
| URBN | 2012-05-21 | 2012-05-22 | 2012-06-06 | 1 | 26.17 | 26.17 | 0.00% | market | 15.00% | 5.33% | -0.26% | 5.58% |
| BBY | 2012-05-22 | 2012-05-23 | 2012-06-07 | 1 | 18.27 | 18.27 | 0.00% | market | 22.03% | 7.73% | 0.61% | 7.12% |
| DY | 2012-05-22 | 2012-05-23 | 2012-06-07 | 1 | 21.21 | 21.21 | 0.00% | market | 33.33% | -8.73% | 0.61% | -9.34% |
| RL | 2012-05-22 | 2012-05-23 | 2012-06-07 | 1 | 147.50 | 147.50 | 0.00% | market | 17.86% | -2.29% | 0.61% | -2.90% |
| CAE | 2012-05-23 | 2012-05-24 | 2012-06-08 | 1 | 9.94 | 9.94 | 0.00% | market | 10.89% | -4.22% | 0.35% | -4.58% |
| GCO | 2012-05-23 | 2012-05-24 | 2012-06-08 | 1 | 70.58 | 70.58 | 0.00% | market | 32.43% | -8.20% | 0.35% | -8.56% |
| HRL | 2012-05-23 | 2012-05-24 | 2012-06-08 | 1 | 14.82 | 14.82 | 0.00% | market | 14.29% | 0.30% | 0.35% | -0.05% |
| SAR | 2012-05-23 | 2012-05-24 | 2012-06-08 | 1 | 17.13 | 17.13 | 0.00% | market | 83.72% | -1.91% | 0.35% | -2.26% |
| TOL | 2012-05-23 | 2012-05-24 | 2012-06-08 | 1 | 27.92 | 27.92 | 0.00% | market | 172.70% | -7.62% | 0.35% | -7.98% |
| MMYT | 2012-05-24 | 2012-05-25 | 2012-06-11 | 1 | 15.45 | 15.45 | 0.00% | market | 33.33% | -4.50% | -0.81% | -3.69% |
| SFL | 2012-05-24 | 2012-05-25 | 2012-06-11 | 1 | 15.10 | 15.10 | 0.00% | market | 52.50% | 0.56% | -0.81% | 1.37% |
| FRO | 2012-05-25 | 2012-05-29 | 2012-06-12 | 4 | 26.60 | 26.60 | 0.00% | market | 50.00% | -23.60% | -0.18% | -23.42% |
| GGAL | 2012-05-25 | 2012-05-29 | 2012-06-12 | 4 | 5.00 | 5.00 | 0.00% | market | 44.44% | -14.70% | -0.18% | -14.52% |
| REX | 2012-05-30 | 2012-05-31 | 2012-06-14 | 1 | 3.10 | 3.10 | 0.00% | market | 800.90% | -1.07% | 1.34% | -2.40% |
| TLYS | 2012-05-30 | 2012-05-31 | 2012-06-14 | 1 | 17.00 | 17.00 | 0.00% | market | 28.57% | -10.10% | 1.34% | -11.44% |
| CIEN | 2012-05-31 | 2012-06-01 | 2012-06-15 | 1 | 13.29 | 13.29 | 0.00% | market | 240.14% | 16.60% | 3.66% | 12.95% |
| SBLK | 2012-05-31 | 2012-06-01 | 2012-06-15 | 1 | 54.75 | 54.75 | 0.00% | market | 300.00% | 1.27% | 3.66% | -2.39% |
| GHM | 2012-06-01 | 2012-06-04 | 2012-06-18 | 3 | 17.65 | 17.65 | 0.00% | market | 33.33% | 2.96% | 4.68% | -1.72% |
| MOD | 2012-06-01 | 2012-06-04 | 2012-06-18 | 3 | 5.50 | 5.50 | 0.00% | market | 47.83% | 18.08% | 4.68% | 13.40% |
| NX | 2012-06-04 | 2012-06-05 | 2012-06-19 | 1 | 15.58 | 15.58 | 0.00% | market | 14.29% | 15.43% | 6.14% | 9.29% |
| GWRE | 2012-06-05 | 2012-06-06 | 2012-06-20 | 1 | 26.20 | 26.20 | 0.00% | market | 561.38% | 11.96% | 4.24% | 7.72% |
| HOV | 2012-06-06 | 2012-06-07 | 2012-06-21 | 1 | 50.75 | 50.75 | 0.00% | market | 106.22% | 22.56% | -0.77% | 23.33% |
| UHAL | 2012-06-06 | 2012-06-07 | 2012-06-21 | 1 | 9.46 | 9.46 | 0.00% | market | 330.00% | -7.15% | -0.77% | -6.38% |
| IDT | 2012-06-07 | 2012-06-08 | 2012-06-22 | 1 | 6.07 | 6.07 | 0.00% | market | 216.67% | 12.26% | 1.33% | 10.93% |
| SJM | 2012-06-07 | 2012-06-08 | 2012-06-22 | 1 | 75.92 | 75.92 | 0.00% | market | 11.11% | -0.52% | 1.33% | -1.85% |
| CPRI | 2012-06-12 | 2012-06-13 | 2012-06-27 | 1 | 40.84 | 40.84 | 0.00% | market | 37.50% | 5.70% | 0.48% | 5.22% |
| NGL | 2012-06-16 | 2012-06-18 | 2012-07-02 | 2 | 22.58 | 22.58 | 0.00% | market | 10.61% | -2.18% | 2.19% | -4.37% |
| CCL | 2012-06-22 | 2012-06-25 | 2012-07-10 | 3 | 33.37 | 33.37 | 0.00% | market | 150.00% | -1.39% | 1.58% | -2.97% |
| FUL | 2012-06-25 | 2012-06-26 | 2012-07-11 | 1 | 29.60 | 29.60 | 0.00% | market | 14.81% | 1.56% | 1.87% | -0.31% |
| AVAV | 2012-06-26 | 2012-06-27 | 2012-07-12 | 1 | 27.50 | 27.50 | 0.00% | market | 11.11% | -13.81% | 0.82% | -14.63% |
| CWST | 2012-06-27 | 2012-06-28 | 2012-07-13 | 1 | 5.35 | 5.35 | 0.00% | market | 18.92% | 2.14% | 2.62% | -0.47% |
| LEN | 2012-06-27 | 2012-06-28 | 2012-07-13 | 1 | 28.52 | 28.52 | 0.00% | market | 23.53% | 8.67% | 2.62% | 6.05% |
| PRGS | 2012-06-27 | 2012-06-28 | 2012-07-13 | 1 | 19.84 | 19.84 | 0.00% | market | 23.53% | -0.20% | 2.62% | -2.82% |
| UNF | 2012-06-27 | 2012-06-28 | 2012-07-13 | 1 | 62.50 | 62.50 | 0.00% | market | 17.17% | 9.79% | 2.62% | 7.17% |
| AZZ | 2012-06-28 | 2012-06-29 | 2012-07-16 | 1 | 30.45 | 30.45 | 0.00% | market | 27.50% | 6.24% | 0.17% | 6.07% |
| FC | 2012-06-28 | 2012-06-29 | 2012-07-16 | 1 | 9.85 | 9.85 | 0.00% | market | 12.50% | -0.51% | 0.17% | -0.68% |
| MEI | 2012-06-28 | 2012-06-29 | 2012-07-16 | 1 | 8.67 | 8.67 | 0.00% | market | 114.29% | 1.75% | 0.17% | 1.58% |
| WOR | 2012-06-28 | 2012-06-29 | 2012-07-16 | 1 | 12.08 | 12.08 | 0.00% | market | 41.51% | 14.64% | 0.17% | 14.46% |
| CSR | 2012-06-29 | 2012-07-02 | 2012-07-17 | 3 | 81.10 | 81.10 | 0.00% | market | 11.11% | 2.37% | -0.09% | 2.45% |
| HWM | 2012-07-09 | 2012-07-10 | 2012-07-24 | 1 | 18.23 | 18.23 | 0.00% | market | 20.00% | -9.17% | -1.53% | -7.64% |
| CBSH | 2012-07-12 | 2012-07-13 | 2012-07-27 | 1 | 19.99 | 19.99 | 0.00% | market | 11.90% | 0.45% | 3.60% | -3.15% |
| JPM | 2012-07-13 | 2012-07-16 | 2012-07-30 | 3 | 35.76 | 35.76 | 0.00% | market | 70.42% | 0.96% | 2.39% | -1.43% |
| C | 2012-07-16 | 2012-07-17 | 2012-07-31 | 1 | 27.13 | 27.13 | 0.00% | market | 12.36% | -0.10% | 1.28% | -1.38% |
| ELS | 2012-07-16 | 2012-07-17 | 2012-07-31 | 1 | 17.74 | 17.74 | 0.00% | market | 150.00% | 1.25% | 1.28% | -0.03% |
| SAR | 2012-07-16 | 2012-07-17 | 2012-07-31 | 1 | 17.04 | 17.04 | 0.00% | market | 95.24% | -1.22% | 1.28% | -2.49% |
| FIS | 2012-07-17 | 2012-07-18 | 2012-08-01 | 1 | 33.79 | 33.79 | 0.00% | market | 11.86% | -9.22% | 1.14% | -10.35% |
| GS | 2012-07-17 | 2012-07-18 | 2012-08-01 | 1 | 97.35 | 97.35 | 0.00% | market | 53.45% | 2.71% | 1.14% | 1.58% |
| HST | 2012-07-17 | 2012-07-18 | 2012-08-01 | 1 | 15.43 | 15.43 | 0.00% | market | 161.54% | -5.22% | 1.14% | -6.36% |
| MAT | 2012-07-17 | 2012-07-18 | 2012-08-01 | 1 | 33.97 | 33.97 | 0.00% | market | 33.33% | 2.23% | 1.14% | 1.09% |
| PNFP | 2012-07-17 | 2012-07-18 | 2012-08-01 | 1 | 19.35 | 19.35 | 0.00% | market | 28.57% | -1.19% | 1.14% | -2.32% |
| SCHW | 2012-07-17 | 2012-07-18 | 2012-08-01 | 1 | 12.99 | 12.99 | 0.00% | market | 11.11% | -4.26% | 1.14% | -5.40% |
| URI | 2012-07-17 | 2012-07-18 | 2012-08-01 | 1 | 33.02 | 33.02 | 0.00% | market | 15.79% | -15.97% | 1.14% | -17.11% |
| AAL | 2012-07-18 | 2012-07-19 | 2012-08-02 | 1 | 13.58 | 13.58 | 0.00% | market | 758.90% | -21.45% | -0.73% | -20.72% |
| AOS | 2012-07-18 | 2012-07-19 | 2012-08-02 | 1 | 12.78 | 12.78 | 0.00% | market | 11.76% | -4.01% | -0.73% | -3.28% |
| BAC | 2012-07-18 | 2012-07-19 | 2012-08-02 | 1 | 7.56 | 7.56 | 0.00% | market | 21.43% | -5.13% | -0.73% | -4.39% |
| BPOP | 2012-07-18 | 2012-07-19 | 2012-08-02 | 1 | 15.06 | 15.06 | 0.00% | market | 53.66% | -3.42% | -0.73% | -2.69% |
| EXPO | 2012-07-18 | 2012-07-19 | 2012-08-02 | 1 | 13.55 | 13.55 | 0.00% | market | 20.00% | -4.38% | -0.73% | -3.65% |
| HON | 2012-07-18 | 2012-07-19 | 2012-08-02 | 1 | 55.45 | 55.45 | 0.00% | market | 105.41% | -1.69% | -0.73% | -0.95% |
| WTFC | 2012-07-18 | 2012-07-19 | 2012-08-02 | 1 | 36.69 | 36.69 | 0.00% | market | 10.64% | -2.58% | -0.73% | -1.85% |
| ALGN | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 31.21 | 31.21 | 0.00% | market | 21.43% | 9.80% | 1.75% | 8.05% |
| AN | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 40.25 | 40.25 | 0.00% | market | 11.86% | -3.63% | 1.75% | -5.38% |
| BFH | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 104.60 | 104.60 | 0.00% | market | 11.52% | -1.51% | 1.75% | -3.26% |
| BX | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 12.74 | 12.74 | 0.00% | market | 72.73% | 6.96% | 1.75% | 5.21% |
| EGP | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 53.11 | 53.11 | 0.00% | market | 250.00% | 0.39% | 1.75% | -1.36% |
| FITB | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 13.75 | 13.75 | 0.00% | market | 14.29% | 2.23% | 1.75% | 0.47% |
| GATX | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 41.25 | 41.25 | 0.00% | market | 31.15% | 0.51% | 1.75% | -1.25% |
| HBAN | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 6.49 | 6.49 | 0.00% | market | 13.33% | -2.72% | 1.75% | -4.47% |
| KEY | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 7.91 | 7.91 | 0.00% | market | 33.33% | 4.07% | 1.75% | 2.32% |
| LUV | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 9.18 | 9.18 | 0.00% | market | 12.50% | -0.64% | 1.75% | -2.40% |
| RBCAA | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 23.16 | 23.16 | 0.00% | market | 21.05% | 1.89% | 1.75% | 0.13% |
| RMBS | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 4.75 | 4.75 | 0.00% | market | 94.74% | -11.47% | 1.75% | -13.22% |
| TXT | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 26.50 | 26.50 | 0.00% | market | 31.82% | -0.25% | 1.75% | -2.00% |
| VFC | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 35.99 | 35.99 | 0.00% | market | 16.67% | -2.66% | 1.75% | -4.41% |
| WAL | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 9.51 | 9.51 | 0.00% | market | 15.38% | -2.10% | 1.75% | -3.85% |
| WFG | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 25.22 | 25.22 | 0.00% | market | 118.18% | 5.09% | 1.75% | 3.34% |
| BKR | 2012-07-20 | 2012-07-23 | 2012-08-06 | 3 | 31.14 | 31.14 | 0.00% | market | 29.87% | 5.94% | 3.83% | 2.11% |
| BIDU | 2012-07-23 | 2012-07-24 | 2012-08-07 | 1 | 113.92 | 113.92 | 0.00% | market | 11.74% | 14.30% | 3.79% | 10.51% |
| CTS | 2012-07-23 | 2012-07-24 | 2012-08-07 | 1 | 8.93 | 8.93 | 0.00% | market | 12.50% | 8.30% | 3.79% | 4.50% |
| HAS | 2012-07-23 | 2012-07-24 | 2012-08-07 | 1 | 35.38 | 35.38 | 0.00% | market | 43.48% | 3.91% | 3.79% | 0.12% |
| HLX | 2012-07-23 | 2012-07-24 | 2012-08-07 | 1 | 16.98 | 16.98 | 0.00% | market | 21.43% | 7.61% | 3.79% | 3.82% |
| OFG | 2012-07-23 | 2012-07-24 | 2012-08-07 | 1 | 10.39 | 10.39 | 0.00% | market | 21.43% | 2.40% | 3.79% | -1.39% |
| OLN | 2012-07-23 | 2012-07-24 | 2012-08-07 | 1 | 20.99 | 20.99 | 0.00% | market | 11.32% | -0.00% | 3.79% | -3.80% |
| QCRH | 2012-07-23 | 2012-07-24 | 2012-08-07 | 1 | 13.72 | 13.72 | 0.00% | market | 25.71% | -5.93% | 3.79% | -9.73% |
| ABCB | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 11.76 | 11.76 | 0.00% | market | 100.00% | -0.36% | 4.68% | -5.03% |
| AUB | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 15.14 | 15.14 | 0.00% | market | 10.34% | -1.42% | 4.68% | -6.10% |
| BIIB | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 139.24 | 139.24 | 0.00% | market | 16.67% | 4.07% | 4.68% | -0.61% |
| CB | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 71.20 | 71.20 | 0.00% | market | 13.61% | 2.85% | 4.68% | -1.83% |
| CENX | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 5.93 | 5.93 | 0.00% | market | 33.33% | 7.32% | 4.68% | 2.64% |
| CMRE | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 9.66 | 9.66 | 0.00% | market | 14.29% | -0.41% | 4.68% | -5.09% |
| CSL | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 50.79 | 50.79 | 0.00% | market | 11.20% | 0.43% | 4.68% | -4.25% |
| LMT | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 88.12 | 88.12 | 0.00% | market | 24.61% | 3.04% | 4.68% | -1.64% |
| MANH | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 11.23 | 11.23 | 0.00% | market | 18.75% | 7.73% | 4.68% | 3.06% |
| NBR | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 701.00 | 701.00 | 0.00% | market | 4900.00% | 8.39% | 4.68% | 3.71% |
| NXPI | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 22.28 | 22.28 | 0.00% | market | 12.50% | 6.77% | 4.68% | 2.09% |