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
BucketTradesAvg returnAvg abnormalWin rate
20062382.58%1.81%65.13%
20071066-0.56%0.22%46.25%
200810681.16%1.95%56.18%
200911562.18%1.56%54.50%
201012020.20%0.32%49.33%
20111114-1.33%0.08%43.99%
201210720.25%-0.01%48.97%
201311441.70%0.61%59.09%
201411220.88%-0.27%53.92%
201511690.54%0.55%52.52%
201611852.73%1.78%58.40%
201711830.59%-0.04%49.70%
20181260-0.32%-0.18%48.49%
20191259-0.10%-0.81%51.87%
20201488-0.28%-0.49%47.85%
202115690.53%-0.31%51.37%
202214850.92%1.43%51.04%
202315130.38%-0.42%48.38%
202414591.33%0.00%51.82%
20251475-0.06%-0.34%48.27%
20269320.72%0.36%50.00%
Trades (page 14: 500 of 25,159)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
PRLB2012-07-242012-07-252012-08-08132.3132.310.00%market15.00%13.46%4.68%8.78%
QGEN2012-07-242012-07-252012-08-08117.7617.760.00%market16.67%2.15%4.68%-2.53%
RF2012-07-242012-07-252012-08-0816.726.720.00%market66.67%2.88%4.68%-1.80%
RRC2012-07-242012-07-252012-08-08160.2560.250.00%market120.00%7.98%4.68%3.30%
SPG2012-07-242012-07-252012-08-081149.43149.430.00%market103.23%-0.39%4.68%-5.07%
TAL2012-07-242012-07-252012-08-0811.301.300.00%market92.86%0.67%4.68%-4.01%
UAA2012-07-242012-07-252012-08-08113.2613.260.00%market100.00%6.82%4.68%2.14%
UIS2012-07-242012-07-252012-08-08119.1019.100.00%market106.25%3.46%4.68%-1.22%
USNA2012-07-242012-07-252012-08-08121.5121.510.00%market21.74%2.27%4.68%-2.41%
ACGL2012-07-252012-07-262012-08-09113.1313.130.00%market25.93%-0.25%3.47%-3.73%
AEM2012-07-252012-07-262012-08-09141.6441.640.00%market33.33%8.74%3.47%5.26%
AIZ2012-07-252012-07-262012-08-09134.0034.000.00%market13.67%6.46%3.47%2.99%
AKAM2012-07-252012-07-262012-08-09133.4533.450.00%market16.22%8.15%3.47%4.68%
AVB2012-07-252012-07-262012-08-091142.50142.500.00%market103.75%-2.28%3.47%-5.76%
BA2012-07-252012-07-262012-08-09175.1375.130.00%market13.39%-1.23%3.47%-4.70%
BANR2012-07-252012-07-262012-08-09121.7521.750.00%market107.14%9.92%3.47%6.45%
CAT2012-07-252012-07-262012-08-09183.8483.840.00%market11.40%5.34%3.47%1.87%
CNO2012-07-252012-07-262012-08-0917.897.890.00%market17.65%11.31%3.47%7.83%
CRI2012-07-252012-07-262012-08-09152.2652.260.00%market23.33%-0.21%3.47%-3.69%
CVLG2012-07-252012-07-262012-08-0912.382.380.00%market480.00%13.35%3.47%9.87%
DLR2012-07-252012-07-262012-08-09175.5775.570.00%market194.59%0.73%3.47%-2.74%
DRH2012-07-252012-07-262012-08-0919.379.370.00%market185.71%3.64%3.47%0.16%
EQIX2012-07-252012-07-262012-08-091172.33172.330.00%market21.05%5.59%3.47%2.11%
EQR2012-07-252012-07-262012-08-09164.2564.250.00%market161.54%-6.33%3.47%-9.80%
FBNC2012-07-252012-07-262012-08-0918.928.920.00%market25.00%-1.22%3.47%-4.69%
FCF2012-07-252012-07-262012-08-0916.916.910.00%market20.00%-0.24%3.47%-3.72%
FR2012-07-252012-07-262012-08-09112.0912.090.00%market225.00%4.61%3.47%1.14%
GEN2012-07-252012-07-262012-08-09114.9914.990.00%market126.32%13.31%3.47%9.84%
HMN2012-07-252012-07-262012-08-09118.2018.200.00%market23.08%-2.24%3.47%-5.72%
KALU2012-07-252012-07-262012-08-09151.6051.600.00%market35.90%8.76%3.47%5.28%
KBR2012-07-252012-07-262012-08-09128.5728.570.00%market22.81%-3.50%3.47%-6.97%
LAD2012-07-252012-07-262012-08-09127.7127.710.00%market20.63%5.85%3.47%2.38%
NOC2012-07-252012-07-262012-08-09165.1665.160.00%market16.77%4.87%3.47%1.40%
OMAB2012-07-252012-07-262012-08-09116.8016.800.00%market26.32%2.40%3.47%-1.07%
PDS2012-07-252012-07-262012-08-091149.60149.600.00%market50.00%17.68%3.47%14.21%
PIPR2012-07-252012-07-262012-08-0915.255.250.00%market34.78%4.47%3.47%1.00%
PTC2012-07-252012-07-262012-08-09119.5619.560.00%market23.33%14.68%3.47%11.20%
REGN2012-07-252012-07-262012-08-091130.21130.210.00%market159.26%5.74%3.47%2.26%
RES2012-07-252012-07-262012-08-09112.9212.920.00%market10.00%0.52%3.47%-2.95%
SIGI2012-07-252012-07-262012-08-09117.7517.750.00%market75.25%-0.33%3.47%-3.80%
SLG2012-07-252012-07-262012-08-09182.8082.800.00%market973.68%3.51%3.47%0.04%
TER2012-07-252012-07-262012-08-09113.8913.890.00%market32.76%11.42%3.47%7.95%
TEX2012-07-252012-07-262012-08-09116.0116.010.00%market55.10%36.31%3.47%32.84%
TRN2012-07-252012-07-262012-08-0919.099.090.00%market13.51%14.09%3.47%10.62%
TSLA2012-07-252012-07-262012-08-0911.991.990.00%market80.43%-1.61%3.47%-5.08%
UMC2012-07-252012-07-262012-08-0912.102.100.00%market33.33%4.66%3.47%1.19%
ADC2012-07-262012-07-272012-08-10123.7023.700.00%market42.86%1.38%2.89%-1.51%
ARLP2012-07-272012-07-302012-08-13329.7229.720.00%market13.58%9.19%1.62%7.56%
AEIS2012-07-302012-07-312012-08-14111.7711.770.00%market38.46%15.02%1.66%13.36%
AFG2012-07-302012-07-312012-08-14137.2637.260.00%market16.67%-0.07%1.66%-1.73%
ALSN2012-07-302012-07-312012-08-14118.4218.420.00%market15.00%4.73%1.66%3.07%
ACHC2012-07-312012-08-012012-08-15116.3116.310.00%market20.00%12.96%1.62%11.34%
ALL2012-07-312012-08-012012-08-15135.8635.860.00%market70.59%5.56%1.62%3.94%
AMRX2012-07-312012-08-012012-08-15122.4222.420.00%market33.33%7.08%1.62%5.46%
APTV2012-07-312012-08-012012-08-15121.4321.430.00%market10.99%0.15%1.62%-1.48%
AVNT2012-07-312012-08-012012-08-15114.8614.860.00%market12.12%7.24%1.62%5.61%
CUZ2012-07-312012-08-012012-08-15121.5121.510.00%market333.33%1.06%1.62%-0.56%
CVLT2012-07-312012-08-012012-08-15148.9948.990.00%market30.43%3.04%1.62%1.42%
AAT2012-08-012012-08-022012-08-16125.2525.250.00%market300.00%2.12%3.98%-1.87%
AHT2012-08-012012-08-022012-08-1614,585.774,585.770.00%market577677.78%7.74%3.98%3.76%
AIN2012-08-012012-08-022012-08-16117.6517.650.00%market85.19%16.73%3.98%12.74%
AMT2012-08-012012-08-022012-08-16171.4471.440.00%market87.50%-0.65%3.98%-4.63%
ANIP2012-08-012012-08-022012-08-1617.867.860.00%market12.20%18.22%3.98%14.24%
BOKF2012-08-012012-08-022012-08-16155.7855.780.00%market26.55%3.68%3.98%-0.30%
CAMT2012-08-012012-08-022012-08-1612.072.070.00%market150.00%-6.86%3.98%-10.85%
ACLS2012-08-022012-08-032012-08-1713.843.840.00%market91.25%8.29%2.61%5.68%
ADUS2012-08-022012-08-032012-08-1714.654.650.00%market27.27%-1.82%2.61%-4.43%
AEE2012-08-022012-08-032012-08-17135.0435.040.00%market17.74%-4.27%2.61%-6.88%
AIG2012-08-022012-08-032012-08-17131.2831.280.00%market85.96%11.15%2.61%8.54%
AIV2012-08-022012-08-032012-08-1713.613.610.00%market357.89%-2.87%2.61%-5.48%
AMN2012-08-022012-08-032012-08-1716.456.450.00%market57.14%20.06%2.61%17.44%
APO2012-08-022012-08-032012-08-17113.9413.940.00%market129.41%-4.91%2.61%-7.52%
AVD2012-08-022012-08-032012-08-17126.4326.430.00%market25.00%11.14%2.61%8.52%
AWK2012-08-022012-08-032012-08-17137.5237.520.00%market34.69%0.59%2.61%-2.02%
CACC2012-08-022012-08-032012-08-171100.03100.030.00%market12.37%0.16%2.61%-2.45%
DSX2012-08-022012-08-032012-08-1717.197.190.00%market10.53%-2.33%2.61%-4.94%
ECPG2012-08-022012-08-032012-08-17130.1930.190.00%market17.14%-2.98%2.61%-5.59%
EOG2012-08-022012-08-032012-08-17151.5351.530.00%market28.89%7.80%2.61%5.19%
EVC2012-08-022012-08-032012-08-1711.201.200.00%market33.33%11.57%2.61%8.95%
GFF2012-08-022012-08-032012-08-1718.028.020.00%market160.00%15.61%2.61%13.00%
GGB2012-08-022012-08-032012-08-1717.357.350.00%market220.00%8.47%2.61%5.86%
BRK-A2012-08-032012-08-062012-08-203129,000.00129,000.000.00%market26.76%-0.41%1.77%-2.18%
AWR2012-08-062012-08-072012-08-21120.9220.920.00%market25.00%5.68%1.13%4.56%
BXP2012-08-062012-08-072012-08-211112.72112.720.00%market218.60%-1.32%1.13%-2.44%
CNK2012-08-062012-08-072012-08-21123.8723.870.00%market21.62%-2.78%1.13%-3.91%
DCO2012-08-062012-08-072012-08-21110.8710.870.00%market23.33%33.20%1.13%32.08%
HALO2012-08-062012-08-072012-08-2115.025.020.00%market13.33%15.04%1.13%13.91%
HPP2012-08-062012-08-072012-08-211126.42126.420.00%market466.67%-1.32%1.13%-2.45%
IONS2012-08-062012-08-072012-08-21112.3112.310.00%market87.96%10.62%1.13%9.50%
AMRC2012-08-072012-08-082012-08-22111.6211.620.00%market22.22%4.03%1.41%2.62%
BIO2012-08-072012-08-082012-08-22199.8999.890.00%market42.02%2.88%1.41%1.47%
CDE2012-08-072012-08-082012-08-22118.5118.510.00%market30.00%19.29%1.41%17.89%
CODI2012-08-072012-08-082012-08-22113.9813.980.00%market29.73%3.41%1.41%2.00%
CORT2012-08-072012-08-082012-08-2213.293.290.00%market18.18%-11.35%1.41%-12.75%
CRL2012-08-072012-08-082012-08-22135.7235.720.00%market13.64%2.03%1.41%0.62%
ENPH2012-08-072012-08-082012-08-2216.596.590.00%market40.63%-24.23%1.41%-25.64%
MGEE2012-08-072012-08-082012-08-22132.9532.950.00%market10.81%1.60%1.41%0.19%
MGM2012-08-072012-08-082012-08-2219.859.850.00%market25.00%6.50%1.41%5.09%
MITT2012-08-072012-08-082012-08-22167.9367.930.00%market280.00%3.12%1.41%1.72%
MMS2012-08-072012-08-082012-08-22126.5026.500.00%market10.71%-0.55%1.41%-1.96%
MYRG2012-08-072012-08-082012-08-22117.5017.500.00%market36.36%16.24%1.41%14.83%
NAT2012-08-072012-08-082012-08-22112.5212.520.00%market21.05%-3.85%1.41%-5.26%
NXST2012-08-072012-08-082012-08-2218.208.200.00%market26.09%-0.10%1.41%-1.51%
PBH2012-08-072012-08-082012-08-22116.2916.290.00%market20.69%-0.41%1.41%-1.82%
POWL2012-08-072012-08-082012-08-22114.5514.550.00%market131.82%-12.26%1.41%-13.67%
SRPT2012-08-072012-08-082012-08-2218.458.450.00%market266.67%19.19%1.41%17.78%
SWX2012-08-072012-08-082012-08-22144.0944.090.00%market11.11%-2.73%1.41%-4.14%
TAP2012-08-072012-08-082012-08-22143.0043.000.00%market15.97%2.50%1.41%1.10%
TDG2012-08-072012-08-082012-08-221124.74124.740.00%market10.59%9.14%1.41%7.73%
AAON2012-08-082012-08-092012-08-2315.885.880.00%market70.00%-7.92%0.26%-8.19%
ACAD2012-08-082012-08-092012-08-2311.521.520.00%market16.67%17.66%0.26%17.40%
ATO2012-08-082012-08-092012-08-23136.2836.280.00%market93.75%-3.21%0.26%-3.48%
BCE2012-08-082012-08-092012-08-23144.6444.640.00%market25.93%0.12%0.26%-0.14%
CPK2012-08-082012-08-092012-08-23131.1031.100.00%market34.62%-0.39%0.26%-0.65%
DDS2012-08-082012-08-092012-08-23174.8274.820.00%market31.25%-1.48%0.26%-1.74%
DK2012-08-082012-08-092012-08-23124.4924.490.00%market13.59%3.33%0.26%3.07%
DXC2012-08-082012-08-092012-08-23114.7014.700.00%market63.64%10.85%0.26%10.59%
FOR2012-08-082012-08-092012-08-23112.0512.050.00%market333.44%13.18%0.26%12.91%
FTK2012-08-082012-08-092012-08-23165.1065.100.00%market25.00%11.24%0.26%10.97%
GLP2012-08-082012-08-092012-08-23123.4723.470.00%market230.00%1.14%0.26%0.87%
HII2012-08-082012-08-092012-08-23140.6340.630.00%market44.93%-1.72%0.26%-1.99%
LXU2012-08-082012-08-092012-08-23127.4527.450.00%market21.43%7.83%0.26%7.57%
MBI2012-08-082012-08-092012-08-2319.829.820.00%market1886.67%7.03%0.26%6.76%
MIDD2012-08-082012-08-092012-08-23128.1628.160.00%market19.15%6.65%0.26%6.38%
MKL2012-08-082012-08-092012-08-231434.51434.510.00%market121.69%0.13%0.26%-0.14%
NNI2012-08-082012-08-092012-08-23123.8023.800.00%market12.38%-1.02%0.26%-1.29%
NRG2012-08-082012-08-092012-08-23120.1720.170.00%market620.00%5.06%0.26%4.79%
PDFS2012-08-082012-08-092012-08-23110.5010.500.00%market29.41%14.09%0.26%13.83%
PPL2012-08-082012-08-092012-08-23127.2627.260.00%market24.39%-1.16%0.26%-1.43%
RL2012-08-082012-08-092012-08-231148.45148.450.00%market14.04%5.31%0.26%5.05%
SKYW2012-08-082012-08-092012-08-2318.078.070.00%market135.71%5.97%0.26%5.71%
STRL2012-08-082012-08-092012-08-23110.7810.780.00%market150.00%-10.12%0.26%-10.38%
VPG2012-08-082012-08-092012-08-23113.4213.420.00%market10.53%-0.77%0.26%-1.03%
ACCO2012-08-092012-08-102012-08-2417.287.280.00%market30.00%-6.69%1.05%-7.74%
AGO2012-08-092012-08-102012-08-24112.2812.280.00%market24.49%10.81%1.05%9.76%
AX2012-08-092012-08-102012-08-2415.755.750.00%market23.08%-1.40%1.05%-2.45%
BDC2012-08-092012-08-102012-08-24135.6635.660.00%market26.03%-0.60%1.05%-1.65%
EFXT2012-08-092012-08-102012-08-24111.0711.070.00%market25.00%-0.10%1.05%-1.15%
FUN2012-08-092012-08-102012-08-24132.0532.050.00%market90.00%-0.26%1.05%-1.31%
GSAT2012-08-092012-08-102012-08-2415.395.390.00%market20.00%-17.17%1.05%-18.22%
INN2012-08-092012-08-102012-08-2417.997.990.00%market300.00%6.78%1.05%5.73%
KRO2012-08-092012-08-102012-08-24118.6418.640.00%market36.36%-7.45%1.05%-8.50%
MGA2012-08-092012-08-102012-08-24121.6021.600.00%market15.62%4.21%1.05%3.16%
MPT2012-08-092012-08-102012-08-2419.709.700.00%market69.23%4.13%1.05%3.08%
NJR2012-08-092012-08-102012-08-24122.6022.600.00%market50.02%0.30%1.05%-0.75%
NKTR2012-08-092012-08-102012-08-241124.50124.500.00%market11.76%4.00%1.05%2.95%
OSIS2012-08-092012-08-102012-08-24171.3071.300.00%market18.75%3.04%1.05%1.99%
BBAR2012-08-102012-08-132012-08-2733.843.840.00%market36.67%-7.65%0.67%-8.32%
AMPY2012-08-132012-08-142012-08-28165.4565.450.00%market233.33%3.08%0.08%3.00%
GSL2012-08-132012-08-142012-08-28125.0425.040.00%market23.08%3.73%0.08%3.66%
AXGN2012-08-142012-08-152012-08-2912.952.950.00%market11.11%3.29%0.62%2.67%
BTE2012-08-142012-08-152012-08-29145.2445.240.00%market92.54%1.12%0.62%0.50%
CPRI2012-08-142012-08-152012-08-29149.9349.930.00%market70.00%7.03%0.62%6.41%
SID2012-08-142012-08-152012-08-2915.155.150.00%market375.00%-6.31%0.62%-6.93%
SLS2012-08-142012-08-152012-08-29147,400.0047,400.000.00%market95.63%9.39%0.62%8.78%
VIAV2012-08-142012-08-152012-08-2916.426.420.00%market25.00%3.97%0.62%3.36%
ANF2012-08-152012-08-162012-08-30135.3035.300.00%market11.76%1.57%-0.47%2.04%
NTAP2012-08-152012-08-162012-08-30133.0433.040.00%market10.53%3.20%-0.47%3.67%
SA2012-08-152012-08-162012-08-30114.9614.960.00%market16.67%6.65%-0.47%7.12%
GGAL2012-08-162012-08-172012-08-3115.005.000.00%market15.09%-2.30%-0.75%-1.55%
DQ2012-08-172012-08-202012-09-0430.990.990.00%market31.03%-15.55%-0.67%-14.89%
SJM2012-08-172012-08-202012-09-04383.1683.160.00%market17.00%3.36%-0.67%4.03%
FN2012-08-202012-08-212012-09-05113.7213.720.00%market19.23%-12.86%-1.14%-11.71%
URBN2012-08-202012-08-212012-09-05136.9136.910.00%market27.27%3.53%-1.14%4.67%
SNPS2012-08-222012-08-232012-09-07133.6933.690.00%market10.00%0.02%2.02%-2.00%
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AGM2012-11-082012-11-092012-11-26127.6627.660.00%market36.70%24.77%2.49%22.28%
AGO2012-11-082012-11-092012-11-26113.3313.330.00%market18.06%6.28%2.49%3.78%
BCRX2012-11-082012-11-092012-11-2611.401.400.00%market24.00%5.61%2.49%3.12%
DDS2012-11-082012-11-092012-11-26183.5583.550.00%market33.33%2.64%2.49%0.15%
EPC2012-11-082012-11-092012-11-26156.6556.650.00%market13.55%1.67%2.49%-0.83%
FC2012-11-082012-11-092012-11-26112.0312.030.00%market12.50%5.05%2.49%2.56%
FF2012-11-082012-11-092012-11-26111.3811.380.00%market25.00%2.18%2.49%-0.31%
KMPR2012-11-082012-11-092012-11-26129.4529.450.00%market23.53%-0.47%2.49%-2.97%
KTOS2012-11-082012-11-092012-11-2615.205.200.00%market143.46%-11.06%2.49%-13.55%
MKL2012-11-082012-11-092012-11-261488.00488.000.00%market11.96%0.19%2.49%-2.31%
RGEN2012-11-082012-11-092012-11-2615.485.480.00%market250.00%12.86%2.49%10.36%
TK2012-11-082012-11-092012-11-26130.9030.900.00%market34.09%3.49%2.49%1.00%
UGI2012-11-082012-11-092012-11-26120.9020.900.00%market14.29%3.73%2.49%1.24%
VCEL2012-11-082012-11-092012-11-26130.0030.000.00%market27.19%-19.43%2.49%-21.93%
WD2012-11-082012-11-092012-11-26116.6216.620.00%market40.00%-0.82%2.49%-3.31%
APO2012-11-092012-11-122012-11-27314.2214.220.00%market36.11%7.78%1.26%6.52%
BN2012-11-092012-11-122012-11-2737.697.690.00%market110.00%0.68%1.26%-0.58%
FSS2012-11-092012-11-122012-11-2735.615.610.00%market25.00%0.26%1.26%-1.00%
STRA2012-11-092012-11-122012-11-27344.2744.270.00%market12.50%12.01%1.26%10.75%
BBAR2012-11-122012-11-132012-11-2813.723.720.00%market35.14%8.77%2.85%5.92%
BZH2012-11-122012-11-132012-11-28113.6513.650.00%market36.94%9.06%2.85%6.21%
CYD2012-11-122012-11-132012-11-28114.3514.350.00%market135.00%7.01%2.85%4.16%
EFXT2012-11-122012-11-132012-11-28111.1911.190.00%market12.50%-2.42%2.85%-5.27%
CPRI2012-11-132012-11-142012-11-29151.4251.420.00%market22.50%3.05%2.83%0.22%
GFF2012-11-132012-11-142012-11-2918.118.110.00%market33.33%14.82%2.83%11.99%
WWD2012-11-132012-11-142012-11-29134.7534.750.00%market15.79%5.63%2.83%2.80%
ANF2012-11-142012-11-152012-11-30141.8041.800.00%market47.46%9.68%4.54%5.15%
GSL2012-11-142012-11-152012-11-30121.3621.360.00%market50.00%15.26%4.54%10.72%
MANU2012-11-142012-11-152012-11-30112.9812.980.00%market109.93%2.60%4.54%-1.94%
NOAH2012-11-142012-11-152012-11-3015.045.040.00%market36.36%5.06%4.54%0.52%
PFLT2012-11-142012-11-152012-11-30112.3512.350.00%market29.41%4.43%4.54%-0.10%
AMAT2012-11-152012-11-162012-12-03110.3210.320.00%market89.45%3.19%4.08%-0.89%
CAMT2012-11-152012-11-162012-12-0311.371.370.00%market42.86%5.01%4.08%0.93%
GME2012-11-152012-11-162012-12-0316.166.160.00%market25.00%4.77%4.08%0.69%
NGL2012-11-152012-11-162012-12-03123.2323.230.00%market100.00%-4.23%4.08%-8.32%
SSTK2012-11-152012-11-162012-12-03123.2723.270.00%market78.95%11.37%4.08%7.29%
VNET2012-11-152012-11-162012-12-0319.889.880.00%market16.67%-3.12%4.08%-7.21%
LOW2012-11-192012-11-202012-12-05133.9633.960.00%market14.29%3.55%1.86%1.69%
SR2012-11-192012-11-202012-12-05139.2539.250.00%market112.50%3.77%1.86%1.91%
TSN2012-11-192012-11-202012-12-05118.6518.650.00%market25.00%4.99%1.86%3.13%
CAL2012-11-202012-11-212012-12-06116.8216.820.00%market30.43%13.28%1.92%11.36%
DBI2012-11-202012-11-212012-12-06133.5633.560.00%market15.91%1.51%1.92%-0.41%
EDN2012-11-202012-11-212012-12-0611.761.760.00%market46.15%7.85%1.92%5.94%
IMOS2012-11-202012-11-212012-12-0619.469.460.00%market25.45%10.68%1.92%8.77%
JKS2012-11-202012-11-212012-12-0613.403.400.00%market74.68%21.08%1.92%19.16%
SIG2012-11-202012-11-212012-12-06151.5051.500.00%market16.22%4.73%1.92%2.82%
GWRE2012-11-272012-11-282012-12-12125.4825.480.00%market842.59%20.07%2.68%17.39%
SMTC2012-11-282012-11-292012-12-13128.4128.410.00%market23.26%-1.37%0.45%-1.82%
AVGO2012-11-292012-11-302012-12-1413.463.460.00%market14.29%-10.22%-0.03%-10.19%
FIVE2012-11-292012-11-302012-12-14134.2734.270.00%market130.77%0.72%-0.03%0.75%
SBLK2012-11-302012-12-032012-12-17334.1034.100.00%market18.60%-12.12%0.68%-12.80%
CWST2012-12-032012-12-042012-12-1814.004.000.00%market30.77%9.90%2.78%7.12%
AVAV2012-12-042012-12-052012-12-19122.5622.560.00%market77.27%-2.36%2.07%-4.43%
BMO2012-12-042012-12-052012-12-19160.1160.110.00%market16.20%2.46%2.07%0.40%
PLAB2012-12-042012-12-052012-12-1915.015.010.00%market84.21%8.48%2.07%6.42%
POWL2012-12-042012-12-052012-12-19114.2814.280.00%market47.76%-5.49%2.07%-7.56%
TOL2012-12-042012-12-052012-12-19131.9131.910.00%market45.83%0.43%2.07%-1.63%
AMBA2012-12-052012-12-062012-12-2019.049.040.00%market19.23%10.52%2.65%7.87%
REX2012-12-052012-12-062012-12-2013.043.040.00%market141.75%3.85%2.65%1.19%
KFY2012-12-062012-12-072012-12-21114.3614.360.00%market31.58%10.62%0.18%10.44%
PANW2012-12-062012-12-072012-12-2118.338.330.00%market23.15%9.26%0.18%9.08%
ABM2012-12-102012-12-112012-12-26120.0020.000.00%market25.00%0.20%-0.92%1.12%
CSR2012-12-102012-12-112012-12-26187.8087.800.00%market100.00%2.06%-0.92%2.98%
GEF2012-12-112012-12-122012-12-27141.2541.250.00%market18.87%8.36%-1.69%10.06%
RH2012-12-122012-12-132012-12-28133.5033.500.00%market75.00%1.06%-2.36%3.43%
SNEX2012-12-122012-12-132012-12-2813.533.530.00%market100.00%-2.93%-2.36%-0.57%
HOV2012-12-132012-12-142012-12-311130.00130.000.00%market133.33%34.52%0.06%34.45%
BB2012-12-202012-12-212013-01-08111.8411.840.00%market37.14%0.49%2.38%-1.89%
CCL2012-12-202012-12-212013-01-08137.5037.500.00%market18.18%-1.43%2.38%-3.81%
MCS2012-12-202012-12-212013-01-08111.8911.890.00%market13.33%11.25%2.38%8.88%
NKE2012-12-202012-12-212013-01-08125.6325.630.00%market12.00%2.12%2.38%-0.25%
WGO2012-12-202012-12-212013-01-08116.2516.250.00%market160.00%11.10%2.38%8.72%
CASH2012-12-212012-12-242013-01-0937.837.830.00%market12.50%-2.53%2.41%-4.94%
UNF2013-01-032013-01-042013-01-18182.6182.610.00%market15.79%-1.19%1.62%-2.81%
MOS2013-01-042013-01-072013-01-22358.2458.240.00%market12.90%2.54%2.25%0.30%
CMC2013-01-072013-01-082013-01-23116.0116.010.00%market64.71%3.71%2.51%1.20%
LNN2013-01-082013-01-092013-01-24186.5786.570.00%market53.33%7.91%2.43%5.48%
WDFC2013-01-082013-01-092013-01-24151.7451.740.00%market23.21%3.77%2.43%1.34%
GBX2013-01-092013-01-102013-01-25118.0518.050.00%market12.90%6.66%2.40%4.26%
STZ2013-01-092013-01-102013-01-25136.3336.330.00%market14.55%5.87%2.40%3.47%
SNX2013-01-102013-01-112013-01-28118.0318.030.00%market11.54%1.56%2.06%-0.50%
INFY2013-01-112013-01-142013-01-2936.446.440.00%market11.11%1.76%2.57%-0.80%
SAR2013-01-142013-01-152013-01-30115.5015.500.00%market28.57%15.77%2.58%13.19%
LEN2013-01-152013-01-162013-01-31140.7540.750.00%market27.27%1.84%2.00%-0.16%
AAL2013-01-162013-01-172013-02-01114.8314.830.00%market55.77%-4.89%2.40%-7.28%
FUL2013-01-162013-01-172013-02-01136.6336.630.00%market14.29%8.85%2.40%6.46%
GS2013-01-162013-01-172013-02-011140.89140.890.00%market48.15%6.30%2.40%3.90%
JPM2013-01-162013-01-172013-02-01146.4046.400.00%market19.83%3.03%2.40%0.63%
BAC2013-01-172013-01-182013-02-04111.2611.260.00%market34.71%1.85%1.06%0.79%
HBAN2013-01-172013-01-182013-02-0417.077.070.00%market11.76%-0.81%1.06%-1.87%
IIIN2013-01-172013-01-182013-02-04113.6313.630.00%market254.51%10.91%1.06%9.84%
MS2013-01-182013-01-222013-02-05422.1322.130.00%market66.67%5.64%1.83%3.81%
STT2013-01-182013-01-222013-02-05453.4253.420.00%market11.00%5.05%1.83%3.21%
ALB2013-01-222013-01-232013-02-06165.7365.730.00%market18.18%-5.73%1.36%-7.09%
AMD2013-01-222013-01-232013-02-0612.622.620.00%market30.00%-0.86%1.36%-2.22%
CLS2013-01-222013-01-232013-02-0618.648.640.00%market38.89%-5.89%1.36%-7.25%
FCX2013-01-222013-01-232013-02-06135.1635.160.00%market11.43%2.55%1.36%1.18%
SMCI2013-01-222013-01-232013-02-0611.151.150.00%market28.53%10.33%1.36%8.97%
TAL2013-01-222013-01-232013-02-0611.481.480.00%market135.57%1.93%1.36%0.57%
TRV2013-01-222013-01-232013-02-06178.0678.060.00%market414.29%1.05%1.36%-0.31%
CCI2013-01-232013-01-242013-02-07174.9174.910.00%market57.14%-6.23%1.21%-7.44%
CMRE2013-01-232013-01-242013-02-07111.5011.500.00%market10.34%-2.01%1.21%-3.23%
CNS2013-01-232013-01-242013-02-07132.7332.730.00%market16.67%0.42%1.21%-0.79%
GEN2013-01-232013-01-242013-02-07121.2021.200.00%market18.42%4.81%1.21%3.59%
KNX2013-01-232013-01-242013-02-07116.1716.170.00%market47.22%-2.70%1.21%-3.91%
NFLX2013-01-232013-01-242013-02-0712.062.060.00%market203.49%26.11%1.21%24.90%
RLI2013-01-232013-01-242013-02-07117.3517.350.00%market100.00%-1.08%1.21%-2.29%
TER2013-01-232013-01-242013-02-07115.9015.900.00%market1213.32%6.50%1.21%5.29%
URI2013-01-232013-01-242013-02-07149.1949.190.00%market23.30%6.53%1.21%5.31%
WDC2013-01-232013-01-242013-02-07135.7035.700.00%market14.84%0.66%1.21%-0.56%
AOS2013-01-242013-01-252013-02-08117.3817.380.00%market15.00%0.53%1.28%-0.75%
AVT2013-01-242013-01-252013-02-08134.9134.910.00%market21.69%4.14%1.28%2.86%
BC2013-01-242013-01-252013-02-08135.1835.180.00%market125.00%2.23%1.28%0.95%
BPOP2013-01-242013-01-252013-02-08126.0626.060.00%market58.82%9.30%1.28%8.02%
CRUS2013-01-242013-01-252013-02-08127.7827.780.00%market16.31%-0.68%1.28%-1.96%
DGII2013-01-242013-01-252013-02-0819.489.480.00%market17.65%5.39%1.28%4.10%
DLX2013-01-242013-01-252013-02-08136.3436.340.00%market11.76%3.70%1.28%2.42%
EQT2013-01-242013-01-252013-02-08133.3033.300.00%market11.63%0.98%1.28%-0.30%
LSCC2013-01-242013-01-252013-02-0814.454.450.00%market66.67%7.54%1.28%6.26%
LUV2013-01-242013-01-252013-02-08111.4611.460.00%market12.50%1.47%1.28%0.19%
NOK2013-01-242013-01-252013-02-0814.214.210.00%market33.33%-3.43%1.28%-4.71%
OTEX2013-01-242013-01-252013-02-08114.1614.160.00%market17.65%1.88%1.28%0.60%
RMBS2013-01-242013-01-252013-02-0815.205.200.00%market158.33%6.05%1.28%4.77%
SYNA2013-01-242013-01-252013-02-08137.3437.340.00%market15.22%-5.83%1.28%-7.11%
TKR2013-01-242013-01-252013-02-08137.5137.510.00%market29.03%4.75%1.28%3.47%
VRSN2013-01-242013-01-252013-02-08140.9840.980.00%market15.69%10.66%1.28%9.38%
OSK2013-01-252013-01-282013-02-11340.2440.240.00%market93.55%-1.57%0.98%-2.55%
WY2013-01-252013-01-282013-02-11330.8930.890.00%market23.81%-2.53%0.98%-3.51%
BZH2013-01-282013-01-292013-02-12118.3918.390.00%market24.27%-5.76%1.50%-7.26%
ELS2013-01-282013-01-292013-02-12118.0418.040.00%market55.56%2.84%1.50%1.34%
GGG2013-01-282013-01-292013-02-12119.0019.000.00%market15.00%2.37%1.50%0.87%
JJSF2013-01-282013-01-292013-02-12167.0067.000.00%market22.73%2.39%1.50%0.89%
OLN2013-01-282013-01-292013-02-12121.7921.790.00%market22.86%6.32%1.50%4.82%
RYAAY2013-01-282013-01-292013-02-12116.4216.420.00%market200.00%1.06%1.50%-0.45%
STLD2013-01-282013-01-292013-02-12115.2715.270.00%market42.86%3.44%1.50%1.93%
WRB2013-01-282013-01-292013-02-12112.1912.190.00%market26.67%0.97%1.50%-0.54%
ZION2013-01-282013-01-292013-02-12122.9722.970.00%market15.79%6.52%1.50%5.02%
ABCB2013-01-292013-01-302013-02-13113.1513.150.00%market114.29%3.47%1.00%2.47%
ARLP2013-01-292013-01-302013-02-13132.0032.000.00%market42.42%-1.66%1.00%-2.66%
BKU2013-01-292013-01-302013-02-13126.9126.910.00%market58.33%2.13%1.00%1.13%
BSX2013-01-292013-01-302013-02-1317.127.120.00%market63.64%4.53%1.00%3.53%
DHI2013-01-292013-01-302013-02-13123.5423.540.00%market42.86%1.13%1.00%0.13%
DHT2013-01-292013-01-302013-02-1314.684.680.00%market192.40%-5.01%1.00%-6.02%
DLB2013-01-292013-01-302013-02-13132.9432.940.00%market11.11%-4.35%1.00%-5.35%
F2013-01-292013-01-302013-02-13113.0113.010.00%market24.00%0.13%1.00%-0.87%
FFBC2013-01-292013-01-302013-02-13115.3015.300.00%market12.00%2.25%1.00%1.25%
GNTX2013-01-292013-01-302013-02-1319.769.760.00%market15.38%0.62%1.00%-0.39%
HZO2013-01-292013-01-302013-02-13111.6511.650.00%market14.29%11.49%1.00%10.49%
MRCY2013-01-292013-01-302013-02-1317.857.850.00%market10.00%-11.69%1.00%-12.69%
NUE2013-01-292013-01-302013-02-13147.0047.000.00%market45.16%0.90%1.00%-0.10%
QGEN2013-01-292013-01-302013-02-13121.6521.650.00%market12.12%0.27%1.00%-0.73%
UIS2013-01-292013-01-302013-02-13120.4320.430.00%market79.57%18.21%1.00%17.20%
VLO2013-01-292013-01-302013-02-13140.4240.420.00%market59.32%4.40%1.00%3.40%
VRTX2013-01-292013-01-302013-02-13146.5146.510.00%market133.33%-0.16%1.00%-1.17%
ALGN2013-01-302013-01-312013-02-14132.6232.620.00%market22.73%-0.28%1.60%-1.89%
AMP2013-01-302013-01-312013-02-14166.8666.860.00%market16.33%3.16%1.60%1.56%
ASX2013-01-302013-01-312013-02-1414.114.110.00%market33.33%-3.99%1.60%-5.59%