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 22: 500 of 25,159)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
ALLE2016-02-112016-02-122016-02-29158.0958.090.00%market21.92%8.35%4.65%3.70%
BBAR2016-02-112016-02-122016-02-29119.1019.100.00%market39.13%17.81%4.65%13.16%
CAMT2016-02-112016-02-122016-02-2911.701.700.00%market140.02%12.25%4.65%7.60%
COHU2016-02-112016-02-122016-02-29111.6511.650.00%market50.00%-2.16%4.65%-6.81%
COLM2016-02-112016-02-122016-02-29155.9455.940.00%market20.00%6.30%4.65%1.65%
CTRE2016-02-112016-02-122016-02-2919.949.940.00%market25.00%14.49%4.65%9.84%
FAF2016-02-112016-02-122016-02-29135.2535.250.00%market18.18%4.95%4.65%0.30%
HAPN2016-02-112016-02-122016-02-29135.0035.000.00%market66.67%24.61%4.65%19.96%
HUN2016-02-112016-02-122016-02-2917.987.980.00%market142.86%35.99%4.65%31.34%
INCY2016-02-112016-02-122016-02-29165.5465.540.00%market222.22%12.05%4.65%7.40%
KN2016-02-112016-02-122016-02-29111.9511.950.00%market61.90%-4.87%4.65%-9.52%
LCII2016-02-112016-02-122016-02-29157.1757.170.00%market33.90%5.18%4.65%0.53%
LPX2016-02-112016-02-122016-02-29114.3514.350.00%market187.36%10.63%4.65%5.98%
MANU2016-02-112016-02-122016-02-29114.3614.360.00%market100.00%-1.07%4.65%-5.72%
MOS2016-02-112016-02-122016-02-29124.6824.680.00%market20.45%7.88%4.65%3.23%
NOK2016-02-112016-02-122016-02-2915.865.860.00%market41.67%2.80%4.65%-1.85%
PDFS2016-02-112016-02-122016-02-29111.4011.400.00%market28.57%-0.45%4.65%-5.10%
PDS2016-02-112016-02-122016-02-29155.8055.800.00%market63.64%14.95%4.65%10.30%
SITC2016-02-112016-02-122016-02-291104.53104.530.00%market585.71%5.58%4.65%0.93%
TECK2016-02-112016-02-122016-02-2913.883.880.00%market271.29%49.13%4.65%44.48%
TTE2016-02-112016-02-122016-02-29141.5941.590.00%market31.34%7.40%4.65%2.75%
VRNS2016-02-112016-02-122016-02-2915.315.310.00%market20.00%15.53%4.65%10.88%
WYNN2016-02-112016-02-122016-02-29162.7562.750.00%market35.53%31.34%4.65%26.69%
AORT2016-02-152016-02-162016-03-0119.219.210.00%market80.00%17.71%4.95%12.76%
BN2016-02-122016-02-162016-03-01410.2210.220.00%market238.46%10.37%4.95%5.42%
DCH2016-02-122016-02-162016-03-01414.1214.120.00%market20.59%8.97%4.95%4.02%
GGAL2016-02-122016-02-162016-03-01427.8527.850.00%market44.44%5.68%4.95%0.73%
ATEX2016-02-162016-02-172016-03-02123.8623.860.00%market18.18%17.96%4.10%13.86%
BBW2016-02-162016-02-172016-03-02113.8013.800.00%market21.57%0.12%4.10%-3.98%
BYD2016-02-162016-02-172016-03-02117.0617.060.00%market14.29%5.70%4.10%1.60%
CPAC2016-02-162016-02-172016-03-0216.726.720.00%market13.33%-0.84%4.10%-4.95%
CYTK2016-02-162016-02-172016-03-0217.217.210.00%market25.00%-9.25%4.10%-13.36%
DAC2016-02-162016-02-172016-03-02169.4469.440.00%market10.26%-12.80%4.10%-16.90%
DIOD2016-02-162016-02-172016-03-02119.7919.790.00%market133.33%-2.07%4.10%-6.17%
FANG2016-02-162016-02-172016-03-02169.5269.520.00%market28.89%6.34%4.10%2.24%
GNRC2016-02-162016-02-172016-03-02133.1733.170.00%market10.23%4.24%4.10%0.14%
HRL2016-02-162016-02-172016-03-02144.4644.460.00%market16.22%-2.60%4.10%-6.70%
IOSP2016-02-162016-02-172016-03-02147.7947.790.00%market21.57%-9.01%4.10%-13.12%
NBR2016-02-162016-02-172016-03-021331.00331.000.00%market18.52%12.74%4.10%8.64%
ALB2016-02-172016-02-182016-03-03151.3451.340.00%market55.42%11.35%3.41%7.95%
ATHM2016-02-172016-02-182016-03-03125.5725.570.00%market30.30%0.80%3.41%-2.61%
B2016-02-172016-02-182016-03-03111.7611.760.00%market14.29%18.18%3.41%14.78%
CPA2016-02-172016-02-182016-03-03156.5356.530.00%market10.61%16.30%3.41%12.89%
EIG2016-02-172016-02-182016-03-03128.0628.060.00%market110.00%0.40%3.41%-3.01%
GDDY2016-02-172016-02-182016-03-03128.0028.000.00%market101.33%13.83%3.41%10.42%
GEO2016-02-172016-02-182016-03-03119.1619.160.00%market30.00%6.51%3.41%3.11%
GRMN2016-02-172016-02-182016-03-03140.2240.220.00%market54.17%1.69%3.41%-1.72%
HST2016-02-172016-02-182016-03-03115.0415.040.00%market11.43%7.01%3.41%3.61%
KNOP2016-02-172016-02-182016-03-03113.7713.770.00%market28.57%24.01%3.41%20.60%
MX2016-02-172016-02-182016-03-0313.473.470.00%market131.91%48.60%3.41%45.20%
NVMI2016-02-172016-02-182016-03-0319.909.900.00%market11.76%10.30%3.41%6.90%
OIS2016-02-172016-02-182016-03-03124.6724.670.00%market826.59%16.20%3.41%12.79%
TMUS2016-02-172016-02-182016-03-03137.1137.110.00%market126.67%4.91%3.41%1.51%
UFPI2016-02-172016-02-182016-03-03122.9622.960.00%market14.81%14.62%3.41%11.22%
UGP2016-02-172016-02-182016-03-0317.687.680.00%market40.00%12.27%3.41%8.86%
AMN2016-02-182016-02-192016-03-04128.5528.550.00%market14.63%8.69%4.84%3.85%
ANET2016-02-182016-02-192016-03-0413.873.870.00%market33.33%3.78%4.84%-1.07%
BAK2016-02-182016-02-192016-03-04112.4312.430.00%market301.93%6.74%4.84%1.89%
CBZ2016-02-182016-02-192016-03-04110.6210.620.00%market320.00%-1.51%4.84%-6.36%
CVI2016-02-182016-02-192016-03-04119.0819.080.00%market84.38%-1.36%4.84%-6.20%
ED2016-02-182016-02-192016-03-04171.0071.000.00%market12.96%0.45%4.84%-4.39%
ELME2016-02-182016-02-192016-03-04125.5425.540.00%market2175.00%6.13%4.84%1.28%
FR2016-02-182016-02-192016-03-04120.6820.680.00%market333.33%6.91%4.84%2.07%
FTS2016-02-182016-02-192016-03-04127.4627.460.00%market13.35%5.25%4.84%0.41%
KEYS2016-02-182016-02-192016-03-04122.1722.170.00%market10.00%22.68%4.84%17.83%
LDOS2016-02-182016-02-192016-03-04142.0842.080.00%market18.18%10.40%4.84%5.56%
NHI2016-02-182016-02-192016-03-04158.6558.650.00%market73.49%9.53%4.84%4.69%
BRC2016-02-192016-02-222016-03-07325.4725.470.00%market30.43%6.93%3.47%3.46%
CQP2016-02-192016-02-222016-03-07323.3423.340.00%market781.82%16.57%3.47%13.10%
DE2016-02-192016-02-222016-03-07377.3077.300.00%market14.29%10.74%3.47%7.27%
DXCM2016-02-232016-02-242016-03-09115.0115.010.00%market257.14%7.36%4.59%2.77%
EIX2016-02-232016-02-242016-03-09166.7566.750.00%market46.67%4.39%4.59%-0.20%
ETSY2016-02-232016-02-242016-03-0918.508.500.00%market600.50%2.72%4.59%-1.87%
FIVN2016-02-232016-02-242016-03-0917.667.660.00%market62.50%6.04%4.59%1.45%
FSLR2016-02-232016-02-242016-03-09163.9663.960.00%market110.53%6.98%4.59%2.39%
HL2016-02-232016-02-242016-03-0912.502.500.00%market233.33%4.70%4.59%0.11%
AR2016-02-242016-02-252016-03-10124.4124.410.00%market33.33%-6.90%3.00%-9.90%
CRK2016-02-242016-02-252016-03-1014.454.450.00%market18.02%13.38%3.00%10.38%
CSGP2016-02-242016-02-252016-03-10117.3417.340.00%market37.50%2.38%3.00%-0.62%
CVEO2016-02-242016-02-252016-03-10110.4610.460.00%market55.00%43.30%3.00%40.30%
CW2016-02-242016-02-252016-03-10166.3066.300.00%market26.45%6.10%3.00%3.10%
DIN2016-02-242016-02-252016-03-10194.1394.130.00%market20.45%-0.80%3.00%-3.80%
ECHO2016-02-242016-02-252016-03-10134.5134.510.00%market77.50%6.39%3.00%3.39%
GDOT2016-02-242016-02-252016-03-10120.0820.080.00%market100.00%9.01%3.00%6.01%
AAON2016-02-252016-02-262016-03-11116.2216.220.00%market23.08%3.78%3.15%0.64%
ADSK2016-02-252016-02-262016-03-11150.9350.930.00%market110.00%11.05%3.15%7.90%
AHT2016-02-252016-02-262016-03-1115,429.635,429.630.00%market92957.14%6.45%3.15%3.30%
ALKS2016-02-252016-02-262016-03-11133.6733.670.00%market21.05%-2.36%3.15%-5.51%
ALRM2016-02-252016-02-262016-03-11120.5520.550.00%market1749.41%4.08%3.15%0.94%
APA2016-02-252016-02-262016-03-11139.0939.090.00%market88.46%25.18%3.15%22.03%
AROC2016-02-252016-02-262016-03-1113.733.730.00%market265.46%77.92%3.15%74.77%
ASPN2016-02-252016-02-262016-03-1114.204.200.00%market104.14%-4.62%3.15%-7.77%
BBY2016-02-252016-02-262016-03-11132.1232.120.00%market10.07%6.13%3.15%2.98%
BIO2016-02-252016-02-262016-03-111134.82134.820.00%market32.28%1.78%3.15%-1.37%
BLFS2016-02-252016-02-262016-03-1111.711.710.00%market10.00%12.18%3.15%9.03%
BW2016-02-252016-02-262016-03-111199.90199.900.00%market11.90%0.00%3.15%-3.15%
DK2016-02-252016-02-262016-03-11114.3614.360.00%market72.00%10.55%3.15%7.41%
EBS2016-02-252016-02-262016-03-11136.3136.310.00%market11.43%-6.46%3.15%-9.61%
EOG2016-02-252016-02-262016-03-11168.0068.000.00%market18.18%10.46%3.15%7.31%
EVH2016-02-252016-02-262016-03-1119.009.000.00%market75.00%13.01%3.15%9.86%
AMT2016-02-262016-02-292016-03-14390.1690.160.00%market10.43%8.66%3.79%4.87%
DXPE2016-02-262016-02-292016-03-14313.8113.810.00%market24.14%23.94%3.79%20.15%
NWN2016-02-262016-02-292016-03-14349.8249.820.00%market12.62%1.77%3.79%-2.02%
SRE2016-02-262016-02-292016-03-14347.7047.700.00%market12.12%4.81%3.79%1.02%
TTI2016-02-262016-02-292016-03-1435.385.380.00%market133.10%22.20%3.79%18.42%
AXON2016-02-292016-03-012016-03-15119.1119.110.00%market133.34%-3.97%3.67%-7.64%
BCPC2016-02-292016-03-012016-03-15163.3863.380.00%market13.79%-8.13%3.67%-11.80%
CRC2016-02-292016-03-012016-03-1516.706.700.00%market16.67%138.71%3.67%135.03%
GLP2016-02-292016-03-012016-03-15113.1413.140.00%market22.22%3.25%3.67%-0.42%
HALO2016-02-292016-03-012016-03-1518.728.720.00%market142.86%-3.54%3.67%-7.21%
ITGR2016-02-292016-03-012016-03-15137.3837.380.00%market15.00%-15.13%3.67%-18.81%
NRG2016-02-292016-03-012016-03-15110.8710.870.00%market47.37%22.26%3.67%18.58%
NVCR2016-02-292016-03-012016-03-15111.7011.700.00%market893.75%5.11%3.67%1.44%
OMAB2016-02-292016-03-012016-03-15138.2638.260.00%market35.29%6.20%3.67%2.53%
PRDO2016-02-292016-03-012016-03-1513.003.000.00%market3566.67%45.57%3.67%41.90%
TG2016-02-292016-03-012016-03-15113.7813.780.00%market112.50%10.06%3.67%6.39%
TPC2016-02-292016-03-012016-03-15113.9013.900.00%market125.00%6.66%3.67%2.99%
WDAY2016-02-292016-03-012016-03-15165.1965.190.00%market75.00%7.69%3.67%4.02%
ACRE2016-03-012016-03-022016-03-16110.2410.240.00%market14.81%2.15%2.83%-0.69%
AVD2016-03-012016-03-022016-03-16114.1414.140.00%market42.86%12.98%2.83%10.15%
CORT2016-03-012016-03-022016-03-1613.933.930.00%market200.30%0.41%2.83%-2.42%
DAR2016-03-012016-03-022016-03-16110.7810.780.00%market124.00%11.77%2.83%8.94%
GKOS2016-03-012016-03-022016-03-16116.3716.370.00%market46.15%-4.44%2.83%-7.27%
GSL2016-03-012016-03-022016-03-16110.4010.400.00%market116.67%-13.95%2.83%-16.78%
GWRE2016-03-012016-03-022016-03-16155.7055.700.00%market60.00%-3.78%2.83%-6.61%
JKS2016-03-012016-03-022016-03-16124.3324.330.00%market46.09%-2.48%2.83%-5.32%
MIDD2016-03-012016-03-022016-03-16176.6476.640.00%market18.37%7.32%2.83%4.49%
SRI2016-03-012016-03-022016-03-16112.8312.830.00%market13.64%14.48%2.83%11.64%
VEEV2016-03-012016-03-022016-03-16124.3324.330.00%market36.36%4.01%2.83%1.18%
WK2016-03-012016-03-022016-03-16112.6512.650.00%market25.00%-7.37%2.83%-10.20%
CABO2016-03-022016-03-032016-03-171429.50429.500.00%market21.64%2.01%2.94%-0.93%
GSBD2016-03-022016-03-032016-03-17118.8718.870.00%market19.23%5.46%2.94%2.53%
NOG2016-03-022016-03-032016-03-17137.0037.000.00%market25.00%16.39%2.94%13.45%
NOVT2016-03-022016-03-032016-03-17112.9612.960.00%market38.10%4.61%2.94%1.67%
P2016-03-022016-03-032016-03-17116.4016.400.00%market25.00%-20.71%2.94%-23.65%
SMTC2016-03-022016-03-032016-03-17122.0022.000.00%market13.33%-2.55%2.94%-5.49%
SUPN2016-03-022016-03-032016-03-17114.0414.040.00%market133.33%-1.17%2.94%-4.11%
WB2016-03-022016-03-032016-03-17114.7114.710.00%market25.00%22.95%2.94%20.01%
AMBA2016-03-032016-03-042016-03-18142.8442.840.00%market36.17%-6.92%2.18%-9.10%
CIEN2016-03-032016-03-042016-03-18117.1717.170.00%market28.57%5.96%2.18%3.77%
CNQ2016-03-032016-03-042016-03-18112.2112.210.00%market87.50%10.79%2.18%8.61%
COO2016-03-032016-03-042016-03-18137.7537.750.00%market15.00%-0.76%2.18%-2.95%
GHI2016-03-032016-03-042016-03-18115.1215.120.00%market100.00%3.47%2.18%1.29%
PLNT2016-03-032016-03-042016-03-18115.5515.550.00%market13.33%-1.00%2.18%-3.19%
SCM2016-03-032016-03-042016-03-1818.508.500.00%market11.43%17.43%2.18%15.24%
WING2016-03-032016-03-042016-03-18126.0026.000.00%market18.18%-11.45%2.18%-13.63%
EXK2016-03-042016-03-072016-03-2132.262.260.00%market60.00%16.27%2.67%13.60%
BGSF2016-03-072016-03-082016-03-22113.3213.320.00%market42.86%-2.35%2.63%-4.98%
BSM2016-03-072016-03-082016-03-22113.5813.580.00%market160.00%2.55%2.63%-0.08%
GEF2016-03-072016-03-082016-03-22128.8328.830.00%market21.21%10.10%2.63%7.47%
NIC2016-03-072016-03-082016-03-22131.5031.500.00%market12.28%13.23%2.63%10.60%
NX2016-03-072016-03-082016-03-22118.9618.960.00%market83.33%-9.01%2.63%-11.64%
PLOW2016-03-072016-03-082016-03-22122.0422.040.00%market17.86%1.71%2.63%-0.91%
SHAK2016-03-072016-03-082016-03-22138.4338.430.00%market14.29%-12.23%2.63%-14.85%
THO2016-03-072016-03-082016-03-22160.5760.570.00%market56.45%2.84%2.63%0.21%
URBN2016-03-072016-03-082016-03-22130.7430.740.00%market17.86%6.70%2.63%4.07%
WLFC2016-03-072016-03-082016-03-2216.816.810.00%market192.31%8.12%2.63%5.49%
ABM2016-03-082016-03-092016-03-23132.1532.150.00%market46.15%-2.06%1.93%-3.99%
AVAV2016-03-082016-03-092016-03-23127.2527.250.00%market440.00%0.34%1.93%-1.59%
NTRA2016-03-082016-03-092016-03-2319.509.500.00%market16.07%-7.78%1.93%-9.72%
PEN2016-03-082016-03-092016-03-23147.7547.750.00%market150.00%-7.64%1.93%-9.57%
WTI2016-03-082016-03-092016-03-2313.173.170.00%market48.84%-23.44%1.93%-25.38%
BOX2016-03-092016-03-102016-03-24114.1614.160.00%market10.34%-14.08%1.58%-15.66%
FRPT2016-03-092016-03-102016-03-2417.707.700.00%market506.06%-7.24%1.58%-8.82%
HOV2016-03-092016-03-102016-03-24137.2537.250.00%market40.00%-2.11%1.58%-3.69%
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MDGL2016-03-152016-03-162016-03-3118.758.750.00%market50.00%-4.10%1.94%-6.04%
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HAS2016-04-182016-04-192016-05-03187.7187.710.00%market58.33%-3.32%-1.71%-1.61%
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RMBS2016-04-182016-04-192016-05-03112.1012.100.00%market18.18%-4.60%-1.71%-2.90%
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HWC2016-04-192016-04-202016-05-04124.7524.750.00%market80.00%-0.54%-2.35%1.81%
IBKR2016-04-192016-04-202016-05-04110.2510.250.00%market18.18%-10.05%-2.35%-7.70%
INTC2016-04-192016-04-202016-05-04131.3231.320.00%market14.89%-4.79%-2.35%-2.44%
LECO2016-04-192016-04-202016-05-04162.8362.830.00%market11.76%-3.70%-2.35%-1.34%
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EWBC2016-04-202016-04-212016-05-05137.1037.100.00%market10.45%-3.09%-2.45%-0.64%
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FBIN2016-04-202016-04-212016-05-05150.9650.960.00%market14.71%-6.85%-2.45%-4.40%
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SLG2016-04-202016-04-212016-05-051112.96112.960.00%market12.00%-1.78%-2.45%0.67%
SLM2016-04-202016-04-212016-05-0517.217.210.00%market27.27%-9.39%-2.45%-6.94%
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TSCO2016-04-202016-04-212016-05-05119.0019.000.00%market11.11%-1.84%-2.45%0.61%
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DHI2016-04-212016-04-222016-05-06131.5431.540.00%market10.64%-6.44%-1.36%-5.08%
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FAF2016-04-212016-04-222016-05-06135.9135.910.00%market18.92%1.85%-1.36%3.21%
GATX2016-04-212016-04-222016-05-06143.9743.970.00%market37.29%0.42%-1.36%1.78%
GM2016-04-212016-04-222016-05-06132.6632.660.00%market26.00%-5.31%-1.36%-3.95%
HNI2016-04-212016-04-222016-05-06141.5141.510.00%market82.35%3.59%-1.36%4.94%
IMAX2016-04-212016-04-222016-05-06132.8132.810.00%market37.50%0.14%-1.36%1.50%
NBHC2016-04-212016-04-222016-05-06119.9519.950.00%market15.00%-1.15%-1.36%0.20%
NSC2016-04-212016-04-222016-05-06189.3189.310.00%market32.99%0.29%-1.36%1.65%
PHM2016-04-212016-04-222016-05-06119.2519.250.00%market20.00%-5.40%-1.36%-4.04%
POOL2016-04-212016-04-222016-05-06190.0990.090.00%market52.00%-1.70%-1.36%-0.34%
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RS2016-04-212016-04-222016-05-06171.9771.970.00%market17.05%1.79%-1.36%3.15%
SHW2016-04-212016-04-222016-05-06199.3999.390.00%market11.11%-2.68%-1.36%-1.32%
SSD2016-04-212016-04-222016-05-06139.5239.520.00%market25.93%-3.49%-1.36%-2.13%
SWK2016-04-212016-04-222016-05-061112.65112.650.00%market12.28%-1.30%-1.36%0.06%
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UAA2016-04-212016-04-222016-05-06147.2047.200.00%market100.00%-18.11%-1.36%-16.75%
ALSN2016-04-252016-04-262016-05-10128.9428.940.00%market10.53%-2.48%-0.28%-2.20%
BOH2016-04-252016-04-262016-05-10168.7368.730.00%market18.37%-0.30%-0.28%-0.02%
CMP2016-04-252016-04-262016-05-10174.4174.410.00%market10.61%3.81%-0.28%4.09%
FBP2016-04-252016-04-262016-05-1013.613.610.00%market50.00%4.61%-0.28%4.89%
KN2016-04-252016-04-262016-05-10116.2216.220.00%market199.96%-19.03%-0.28%-18.75%
MCHB2016-04-252016-04-262016-05-10122.9022.900.00%market36.67%-7.00%-0.28%-6.72%
MKSI2016-04-252016-04-262016-05-10138.3138.310.00%market15.15%-3.83%-0.28%-3.55%
PDS2016-04-252016-04-262016-05-10191.4091.400.00%market53.85%-8.42%-0.28%-8.13%
SANM2016-04-252016-04-262016-05-10124.3524.350.00%market16.67%1.09%-0.28%1.37%
AIZ2016-04-262016-04-272016-05-11180.6680.660.00%market16.92%7.00%-0.94%7.95%
AVNT2016-04-262016-04-272016-05-11135.6935.690.00%market14.29%2.84%-0.94%3.79%
BAX2016-04-262016-04-272016-05-11144.3444.340.00%market24.14%4.52%-0.94%5.47%
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BXP2016-04-262016-04-272016-05-111130.30130.300.00%market59.46%0.36%-0.94%1.31%
BYD2016-04-262016-04-272016-05-11120.1520.150.00%market20.00%-4.86%-0.94%-3.92%
CIGI2016-04-262016-04-272016-05-11139.8539.850.00%market46.15%-1.38%-0.94%-0.43%
CINF2016-04-262016-04-272016-05-11166.0066.000.00%market27.14%1.78%-0.94%2.72%
CNX2016-04-262016-04-272016-05-11114.2914.290.00%market22.22%6.48%-0.94%7.42%
COHR2016-04-262016-04-272016-05-11123.0823.080.00%market29.63%-12.75%-0.94%-11.81%
CRUS2016-04-262016-04-272016-05-11133.1333.130.00%market80.95%-1.04%-0.94%-0.09%
EHC2016-04-262016-04-272016-05-11131.1231.120.00%market10.91%4.08%-0.94%5.02%
ENTG2016-04-262016-04-272016-05-11113.7813.780.00%market13.33%-4.67%-0.94%-3.73%
ETR2016-04-262016-04-272016-05-11137.2437.240.00%market17.24%2.75%-0.94%3.69%
FCX2016-04-262016-04-272016-05-11111.6911.690.00%market20.00%-0.78%-0.94%0.16%
FTNT2016-04-262016-04-272016-05-1116.606.600.00%market33.33%-1.62%-0.94%-0.67%
GPK2016-04-262016-04-272016-05-11113.1113.110.00%market11.11%0.66%-0.94%1.61%
HUBG2016-04-262016-04-272016-05-11120.2020.200.00%market45.00%-3.66%-0.94%-2.72%
HZO2016-04-262016-04-272016-05-11119.9919.990.00%market42.86%-11.56%-0.94%-10.61%
JBLU2016-04-262016-04-272016-05-11120.3320.330.00%market11.32%-6.35%-0.94%-5.40%
MAS2016-04-262016-04-272016-05-11131.7931.790.00%market23.08%-0.73%-0.94%0.22%
MLI2016-04-262016-04-272016-05-1118.108.100.00%market11.11%-6.27%-0.94%-5.33%
MWA2016-04-262016-04-272016-05-11110.6110.610.00%market11.11%1.41%-0.94%2.35%
NMIH2016-04-262016-04-272016-05-1115.905.900.00%market22.22%0.41%-0.94%1.35%
ONTO2016-04-262016-04-272016-05-11116.9916.990.00%market166.67%4.73%-0.94%5.67%
SCL2016-04-262016-04-272016-05-11162.7262.720.00%market31.63%-6.03%-0.94%-5.09%
TECK2016-04-262016-04-272016-05-11110.8910.890.00%market188.74%-10.20%-0.94%-9.26%
TMUS2016-04-262016-04-272016-05-11139.4539.450.00%market460.00%3.37%-0.94%4.32%
TRI2016-04-262016-04-272016-05-11148.4848.480.00%market25.00%-1.89%-0.94%-0.95%
TROW2016-04-262016-04-272016-05-11177.1977.190.00%market11.65%-2.48%-0.94%-1.54%
TRU2016-04-262016-04-272016-05-11128.3828.380.00%market23.08%10.79%-0.94%11.73%
TT2016-04-262016-04-272016-05-11150.8650.860.00%market35.14%0.47%-0.94%1.42%
TX2016-04-262016-04-272016-05-11118.7518.750.00%market50.00%-5.38%-0.94%-4.44%
UMBF2016-04-262016-04-272016-05-11154.7554.750.00%market10.45%0.81%-0.94%1.76%
WNC2016-04-262016-04-272016-05-11114.1614.160.00%market75.00%-0.10%-0.94%0.84%
ACCO2016-04-272016-04-282016-05-1219.119.110.00%market80.00%8.13%-0.91%9.04%
AMC2016-04-292016-05-022016-05-163281.90281.900.00%market22.73%3.94%-0.07%4.01%
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ACLS2016-05-022016-05-032016-05-17110.6410.640.00%market150.00%-14.01%-0.81%-13.20%
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AXTI2016-05-022016-05-032016-05-1712.852.850.00%market98.48%18.50%-0.81%19.31%
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CC2016-05-022016-05-032016-05-1719.709.700.00%market281.92%7.53%-0.81%8.34%
CGNX2016-05-022016-05-032016-05-17119.8319.830.00%market50.00%-0.10%-0.81%0.71%
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AROC2016-05-032016-05-042016-05-1815.985.980.00%market1479.67%14.11%-0.04%14.15%
AVD2016-05-032016-05-042016-05-18115.1515.150.00%market66.67%-13.24%-0.04%-13.20%
BCC2016-05-032016-05-042016-05-18121.7921.790.00%market733.33%-1.34%-0.04%-1.30%
BKH2016-05-032016-05-042016-05-18159.8959.890.00%market29.47%-2.97%-0.04%-2.93%
BTE2016-05-032016-05-042016-05-1814.744.740.00%market100.72%-2.21%-0.04%-2.17%
AGO2016-05-042016-05-052016-05-19125.7025.700.00%market28.12%-0.80%-0.66%-0.14%
ALL2016-05-042016-05-052016-05-19168.0968.090.00%market12.00%-1.94%-0.66%-1.27%
AVA2016-05-042016-05-052016-05-19141.6541.650.00%market11.25%-5.02%-0.66%-4.36%
AXON2016-05-042016-05-052016-05-19118.2418.240.00%market82.59%15.69%-0.66%16.35%
BEP2016-05-042016-05-052016-05-19115.6815.680.00%market37.50%-1.95%-0.66%-1.29%
BRKR2016-05-042016-05-052016-05-19127.0027.000.00%market50.00%-3.47%-0.66%-2.81%
CABO2016-05-042016-05-052016-05-191475.00475.000.00%market32.86%2.04%-0.66%2.70%
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BBY2016-05-242016-05-252016-06-09130.3030.300.00%market25.71%-0.76%1.63%-2.39%
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GCO2016-05-262016-05-272016-06-13164.4964.490.00%market55.00%0.61%-0.52%1.13%
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MOV2016-05-262016-05-272016-06-13121.4821.480.00%market18.75%-10.39%-0.52%-9.87%
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NX2016-05-312016-06-012016-06-15119.7919.790.00%market25.00%-3.38%-0.66%-2.73%
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AGX2016-06-072016-06-082016-06-22135.5035.500.00%market26.56%16.75%-1.77%18.51%
HQY2016-06-072016-06-082016-06-22129.5029.500.00%market15.38%-2.95%-1.77%-1.18%
ABM2016-06-082016-06-092016-06-23135.7335.730.00%market10.71%2.84%-0.33%3.17%
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SJM2016-06-092016-06-102016-06-241142.36142.360.00%market20.00%1.99%-3.43%5.42%
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KBH2016-06-212016-06-222016-07-07114.7414.740.00%market21.43%4.92%0.42%4.50%
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BNED2016-06-282016-06-292016-07-141962.00962.000.00%market163.64%19.96%5.51%14.46%
CCL2016-06-282016-06-292016-07-14143.8143.810.00%market25.64%5.63%5.51%0.12%
CSR2016-06-292016-06-302016-07-15165.4065.400.00%market150.00%-1.63%4.16%-5.79%
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BAC2016-07-182016-07-192016-08-02114.0614.060.00%market12.12%0.40%-0.17%0.57%
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RMBS2016-07-182016-07-192016-08-02112.5612.560.00%market15.38%4.68%-0.17%4.85%
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ISRG2016-07-192016-07-202016-08-03179.1279.120.00%market12.73%-3.53%-0.00%-3.52%
LMT2016-07-192016-07-202016-08-031259.32259.320.00%market11.95%-1.05%-0.00%-1.05%
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