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 23: 500 of 25,159)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
MSFT2016-07-192016-07-202016-08-03156.1556.150.00%market18.97%1.36%-0.00%1.36%
MTG2016-07-192016-07-202016-08-0317.027.020.00%market30.00%4.74%-0.00%4.75%
PLD2016-07-192016-07-202016-08-03151.9351.930.00%market246.67%4.00%-0.00%4.01%
FNF2016-07-202016-07-212016-08-04126.2926.290.00%market12.12%-1.05%-0.25%-0.80%
HAL2016-07-202016-07-212016-08-04144.2844.280.00%market26.32%-3.01%-0.25%-2.76%
HWC2016-07-202016-07-212016-08-04128.5028.500.00%market31.11%0.88%-0.25%1.14%
INTC2016-07-202016-07-212016-08-04134.3334.330.00%market11.32%0.63%-0.25%0.88%
MAT2016-07-202016-07-212016-08-04133.0333.030.00%market66.67%-0.01%-0.25%0.24%
MS2016-07-202016-07-212016-08-04128.7228.720.00%market27.12%-1.63%-0.25%-1.38%
NEM2016-07-202016-07-212016-08-04140.2940.290.00%market57.14%11.37%-0.25%11.62%
QCOM2016-07-202016-07-212016-08-04159.8059.800.00%market19.59%1.87%-0.25%2.13%
SCL2016-07-202016-07-212016-08-04163.0063.000.00%market11.97%4.20%-0.25%4.46%
TBI2016-07-202016-07-212016-08-04123.4423.440.00%market18.60%-6.76%-0.25%-6.50%
UFPI2016-07-202016-07-212016-08-04134.6234.620.00%market12.24%3.42%-0.25%3.68%
URI2016-07-202016-07-212016-08-04176.0776.070.00%market12.57%1.03%-0.25%1.28%
AMD2016-07-212016-07-222016-08-0515.735.730.00%market44.44%15.26%0.82%14.44%
BIIB2016-07-212016-07-222016-08-051282.09282.090.00%market11.56%11.91%0.82%11.09%
CAMT2016-07-212016-07-222016-08-0512.572.570.00%market100.00%1.07%0.82%0.25%
CLW2016-07-212016-07-222016-08-05167.7067.700.00%market19.13%-8.79%0.82%-9.60%
DAN2016-07-212016-07-222016-08-05112.8712.870.00%market12.77%4.17%0.82%3.36%
FFIN2016-07-212016-07-222016-08-05117.2817.280.00%market10.53%2.21%0.82%1.40%
GATX2016-07-212016-07-222016-08-05144.1744.170.00%market21.14%1.44%0.82%0.62%
GM2016-07-212016-07-222016-08-05132.1032.100.00%market22.37%-4.15%0.82%-4.97%
HDB2016-07-212016-07-222016-08-05117.2917.290.00%market1550.94%0.65%0.82%-0.17%
IIIN2016-07-212016-07-222016-08-05133.9833.980.00%market36.54%2.28%0.82%1.47%
OVV2016-07-212016-07-222016-08-05141.9041.900.00%market256.25%-0.58%0.82%-1.40%
PDS2016-07-212016-07-222016-08-05190.0090.000.00%market25.00%3.23%0.82%2.42%
PHM2016-07-212016-07-222016-08-05121.7921.790.00%market15.62%-1.25%0.82%-2.07%
SIMO2016-07-212016-07-222016-08-05153.3953.390.00%market13.16%0.03%0.82%-0.79%
TFII2016-07-212016-07-222016-08-05118.7918.790.00%market13.75%3.57%0.82%2.75%
TRN2016-07-212016-07-222016-08-05114.9414.940.00%market29.17%12.89%0.82%12.07%
UTL2016-07-212016-07-222016-08-05144.7844.780.00%market28.57%-6.53%0.82%-7.35%
GE2016-07-222016-07-252016-08-083153.47153.470.00%market10.87%-2.60%0.48%-3.08%
RBCAA2016-07-222016-07-252016-08-08329.8029.800.00%market16.67%4.36%0.48%3.88%
VLRS2016-07-222016-07-252016-08-08319.3719.370.00%market68.97%-4.02%0.48%-4.51%
ADC2016-07-252016-07-262016-08-09149.9049.900.00%market29.73%-1.96%0.76%-2.73%
AORT2016-07-252016-07-262016-08-09112.9912.990.00%market218.18%12.83%0.76%12.07%
AVB2016-07-252016-07-262016-08-091183.87183.870.00%market17.07%1.05%0.76%0.29%
BOH2016-07-252016-07-262016-08-09169.5469.540.00%market10.75%0.95%0.76%0.19%
CR2016-07-252016-07-262016-08-09161.3661.360.00%market18.63%5.57%0.76%4.81%
CXT2016-07-252016-07-262016-08-09121.3121.310.00%market18.63%5.58%0.76%4.82%
DHR2016-07-252016-07-262016-08-09172.0472.040.00%market14.68%-0.18%0.76%-0.95%
GABC2016-07-252016-07-262016-08-09122.5822.580.00%market10.81%2.42%0.76%1.66%
MCHB2016-07-252016-07-262016-08-09122.0022.000.00%market32.35%4.22%0.76%3.46%
SCCO2016-07-252016-07-262016-08-09124.6924.690.00%market16.00%-0.02%0.76%-0.78%
ARLP2016-07-262016-07-272016-08-10119.6219.620.00%market49.09%-5.66%0.21%-5.86%
ATI2016-07-262016-07-272016-08-10118.2918.290.00%market46.15%-7.15%0.21%-7.36%
AXS2016-07-262016-07-272016-08-10154.8254.820.00%market45.71%3.44%0.21%3.23%
BAX2016-07-262016-07-272016-08-10148.0148.010.00%market17.95%1.13%0.21%0.92%
BVN2016-07-262016-07-272016-08-10112.8812.880.00%market109.09%18.15%0.21%17.94%
CAT2016-07-262016-07-272016-08-10182.7282.720.00%market13.54%-0.18%0.21%-0.39%
CIGI2016-07-262016-07-272016-08-10139.5739.570.00%market14.55%10.49%0.21%10.28%
CINF2016-07-262016-07-272016-08-10174.8874.880.00%market32.56%1.40%0.21%1.19%
CNC2016-07-262016-07-272016-08-10134.3834.380.00%market20.37%1.85%0.21%1.64%
CVLT2016-07-262016-07-272016-08-10151.8151.810.00%market23.53%-2.30%0.21%-2.51%
DTE2016-07-262016-07-272016-08-10183.4183.410.00%market10.11%-2.61%0.21%-2.81%
EQR2016-07-262016-07-272016-08-10166.3766.370.00%market40.48%1.24%0.21%1.03%
FTK2016-07-262016-07-272016-08-10178.7278.720.00%market50.00%14.61%0.21%14.40%
HUBG2016-07-262016-07-272016-08-10120.7620.760.00%market10.91%-0.87%0.21%-1.08%
HURN2016-07-262016-07-272016-08-10165.0065.000.00%market36.25%-6.52%0.21%-6.72%
HZO2016-07-262016-07-272016-08-10120.1020.100.00%market26.67%0.25%0.21%0.04%
ILMN2016-07-262016-07-272016-08-101145.45145.450.00%market17.81%10.80%0.21%10.60%
KKR2016-07-262016-07-272016-08-10114.5014.500.00%market360.00%0.80%0.21%0.59%
KN2016-07-262016-07-272016-08-10114.5714.570.00%market18.18%-6.41%0.21%-6.62%
OIS2016-07-262016-07-272016-08-10129.5129.510.00%market18.52%5.63%0.21%5.42%
RM2016-07-262016-07-272016-08-10117.4117.410.00%market32.50%12.71%0.21%12.50%
RRC2016-07-262016-07-272016-08-10142.4842.480.00%market22.22%-10.27%0.21%-10.48%
SITC2016-07-262016-07-272016-08-101125.99125.990.00%market150.00%0.48%0.21%0.27%
TNC2016-07-262016-07-272016-08-10160.6760.670.00%market18.06%3.87%0.21%3.67%
TRMK2016-07-262016-07-272016-08-10125.7525.750.00%market11.11%3.78%0.21%3.58%
TRU2016-07-262016-07-272016-08-10134.4234.420.00%market12.12%-5.16%0.21%-5.36%
UA2016-07-262016-07-272016-08-10141.5041.500.00%market101.42%-5.91%0.21%-6.11%
UAA2016-07-262016-07-272016-08-10141.5041.500.00%market300.00%-5.91%0.21%-6.11%
UIS2016-07-262016-07-272016-08-1019.229.220.00%market313.16%10.20%0.21%10.00%
WES2016-07-262016-07-272016-08-10137.7837.780.00%market24.24%-3.17%0.21%-3.38%
WNC2016-07-262016-07-272016-08-10113.5313.530.00%market17.02%0.27%0.21%0.06%
ACGL2016-07-272016-07-282016-08-11123.8423.840.00%market15.15%4.93%1.09%3.84%
AXTI2016-07-272016-07-282016-08-1114.004.000.00%market219.83%-0.60%1.09%-1.69%
BA2016-07-272016-07-282016-08-111135.40135.400.00%market50.00%-1.87%1.09%-2.96%
BELFB2016-07-272016-07-282016-08-11120.3920.390.00%market70.37%-0.05%1.09%-1.14%
CDE2016-07-272016-07-282016-08-11114.5914.590.00%market456.40%8.40%1.09%7.31%
CG2016-07-272016-07-282016-08-11116.9016.900.00%market40.00%-5.07%1.09%-6.16%
CMPR2016-07-272016-07-282016-08-11190.1690.160.00%market37.84%6.53%1.09%5.44%
CRUS2016-07-272016-07-282016-08-11146.3346.330.00%market57.14%9.76%1.09%8.67%
CSGP2016-07-272016-07-282016-08-11121.1021.100.00%market12.50%-1.52%1.09%-2.61%
CX2016-07-272016-07-282016-08-1116.826.820.00%market116.67%22.48%1.09%21.39%
DHX2016-07-272016-07-282016-08-1117.497.490.00%market25.00%-5.57%1.09%-6.67%
DLB2016-07-272016-07-282016-08-11145.0045.000.00%market21.57%10.30%1.09%9.21%
DX2016-07-272016-07-282016-08-11120.5520.550.00%market186.36%8.51%1.09%7.42%
ELME2016-07-272016-07-282016-08-11133.4533.450.00%market633.33%0.71%1.09%-0.38%
BCS2016-07-292016-08-012016-08-1538.068.060.00%market173.68%5.11%0.87%4.24%
AMKR2016-08-012016-08-022016-08-1617.337.330.00%market125.00%21.86%0.60%21.26%
BCH2016-08-012016-08-022016-08-16121.1121.110.00%market45.00%2.65%0.60%2.04%
CGNX2016-08-012016-08-022016-08-16125.7525.750.00%market13.64%-3.13%0.60%-3.73%
ACLS2016-08-022016-08-032016-08-17111.0511.050.00%market163.16%3.52%1.34%2.18%
AR2016-08-022016-08-032016-08-17126.3126.310.00%market27.27%2.26%1.34%0.92%
ASC2016-08-022016-08-032016-08-1717.607.600.00%market38.46%3.85%1.34%2.51%
ATKR2016-08-022016-08-032016-08-17115.4715.470.00%market35.48%13.35%1.34%12.00%
AVD2016-08-022016-08-032016-08-17116.0516.050.00%market22.22%5.88%1.34%4.54%
CALX2016-08-022016-08-032016-08-1717.997.990.00%market33.33%-3.98%1.34%-5.32%
CASH2016-08-022016-08-032016-08-17118.3018.300.00%market25.00%4.11%1.34%2.77%
CCS2016-08-022016-08-032016-08-17118.5218.520.00%market14.81%3.52%1.34%2.18%
CENT2016-08-022016-08-032016-08-17118.9818.980.00%market11.63%6.54%1.34%5.20%
AGO2016-08-032016-08-042016-08-18126.7626.760.00%market90.74%2.40%1.18%1.22%
APO2016-08-032016-08-042016-08-18117.8917.890.00%market390.00%4.09%1.18%2.91%
ARCO2016-08-032016-08-042016-08-1815.845.840.00%market2200.11%-3.87%1.18%-5.05%
ATO2016-08-032016-08-042016-08-18177.9477.940.00%market13.56%-2.58%1.18%-3.76%
ATRO2016-08-032016-08-042016-08-18125.0725.070.00%market20.51%8.91%1.18%7.74%
AXGN2016-08-032016-08-042016-08-1818.048.040.00%market25.00%11.47%1.18%10.29%
BIP2016-08-032016-08-042016-08-18119.0119.010.00%market160.00%5.11%1.18%3.93%
CDW2016-08-032016-08-042016-08-18144.4644.460.00%market12.05%0.89%1.18%-0.29%
CPA2016-08-032016-08-042016-08-18169.1969.190.00%market121.74%21.67%1.18%20.49%
DDD2016-08-032016-08-042016-08-18114.5014.500.00%market100.00%6.24%1.18%5.07%
DK2016-08-032016-08-042016-08-18113.5213.520.00%market71.43%24.97%1.18%23.80%
DKL2016-08-032016-08-042016-08-18126.0226.020.00%market13.79%10.05%1.18%8.87%
AAOI2016-08-042016-08-052016-08-19114.6614.660.00%market166.67%-6.38%0.98%-7.36%
AGCO2016-08-042016-08-052016-08-19146.8746.870.00%market13.33%6.26%0.98%5.27%
AHT2016-08-042016-08-052016-08-1915,962.725,962.720.00%market13.21%13.48%0.98%12.49%
ALNY2016-08-042016-08-052016-08-19172.1272.120.00%market16.67%0.82%0.98%-0.17%
AMN2016-08-042016-08-052016-08-19143.4643.460.00%market15.09%-18.42%0.98%-19.40%
ANET2016-08-042016-08-052016-08-1914.304.300.00%market11.76%15.02%0.98%14.03%
ANIP2016-08-042016-08-052016-08-19168.0068.000.00%market35.37%-0.11%0.98%-1.10%
ATRC2016-08-042016-08-052016-08-19115.2515.250.00%market16.13%-4.76%0.98%-5.74%
AXON2016-08-042016-08-052016-08-19129.6029.600.00%market63.32%-1.76%0.98%-2.74%
BAK2016-08-042016-08-052016-08-19112.7512.750.00%market35.44%6.96%0.98%5.97%
CNQ2016-08-042016-08-052016-08-19115.0915.090.00%market27.27%7.65%0.98%6.67%
DCO2016-08-042016-08-052016-08-19119.7519.750.00%market21.43%13.82%0.98%12.84%
EBS2016-08-042016-08-052016-08-19129.5229.520.00%market21.74%-5.22%0.98%-6.20%
EFXT2016-08-042016-08-052016-08-1918.338.330.00%market162.50%24.27%0.98%23.29%
EOG2016-08-042016-08-052016-08-19187.2387.230.00%market22.45%5.09%0.98%4.11%
EVH2016-08-042016-08-052016-08-19125.0025.000.00%market25.00%-1.98%0.98%-2.96%
GDOT2016-08-042016-08-052016-08-19123.9823.980.00%market12.50%-3.23%0.98%-4.21%
ABR2016-08-052016-08-082016-08-2237.307.300.00%market91.67%2.78%0.06%2.72%
AEE2016-08-052016-08-082016-08-22351.1051.100.00%market17.31%-0.98%0.06%-1.04%
BATRK2016-08-052016-08-082016-08-22315.6715.670.00%market57.14%5.90%0.06%5.84%
APPF2016-08-082016-08-092016-08-23117.0017.000.00%market66.67%7.66%0.39%7.28%
BKD2016-08-082016-08-092016-08-23117.6817.680.00%market11.86%-1.06%0.39%-1.45%
BWXT2016-08-082016-08-092016-08-23138.0538.050.00%market15.79%3.29%0.39%2.91%
CC2016-08-082016-08-092016-08-2319.799.790.00%market107.69%27.68%0.39%27.30%
DXC2016-08-082016-08-092016-08-23141.5241.520.00%market17.78%-1.45%0.39%-1.84%
FNV2016-08-082016-08-092016-08-23177.9177.910.00%market15.79%-2.04%0.39%-2.42%
FSM2016-08-082016-08-092016-08-2319.499.490.00%market130.12%-5.90%0.39%-6.28%
GRBK2016-08-082016-08-092016-08-2317.697.690.00%market175.00%0.55%0.39%0.17%
KOS2016-08-082016-08-092016-08-2315.535.530.00%market15.38%10.57%0.39%10.18%
MBI2016-08-082016-08-092016-08-2318.508.500.00%market20.00%-3.28%0.39%-3.66%
ACM2016-08-092016-08-102016-08-24135.0335.030.00%market14.08%-8.24%-0.21%-8.03%
AMRC2016-08-092016-08-102016-08-2415.085.080.00%market100.00%-10.53%-0.21%-10.32%
ARES2016-08-092016-08-102016-08-24116.7516.750.00%market51.72%4.68%-0.21%4.89%
ARWR2016-08-092016-08-102016-08-2415.925.920.00%market13.51%16.29%-0.21%16.50%
BMA2016-08-092016-08-102016-08-24173.7373.730.00%market26.01%8.28%-0.21%8.49%
CECO2016-08-092016-08-102016-08-2417.337.330.00%market10.53%-3.24%-0.21%-3.03%
CHTR2016-08-092016-08-102016-08-241255.77255.770.00%market350.00%-1.68%-0.21%-1.46%
CQP2016-08-092016-08-102016-08-24127.1027.100.00%market44.74%-0.36%-0.21%-0.15%
DHT2016-08-092016-08-102016-08-2415.185.180.00%market13.33%-8.98%-0.21%-8.77%
DQ2016-08-092016-08-102016-08-2414.784.780.00%market68.00%2.87%-0.21%3.08%
DXPE2016-08-092016-08-102016-08-24119.6119.610.00%market780.00%49.42%-0.21%49.63%
ECHO2016-08-092016-08-102016-08-24131.7531.750.00%market30.43%-1.36%-0.21%-1.15%
EXC2016-08-092016-08-102016-08-24125.6625.660.00%market16.07%-3.65%-0.21%-3.44%
FF2016-08-092016-08-102016-08-24111.7711.770.00%market37.50%0.32%-0.21%0.54%
FSK2016-08-092016-08-102016-08-24137.9237.920.00%market125.24%1.80%-0.21%2.01%
HALO2016-08-092016-08-102016-08-24110.7010.700.00%market19.23%-12.06%-0.21%-11.85%
INCY2016-08-092016-08-102016-08-24186.9686.960.00%market1196.04%-5.30%-0.21%-5.09%
IONS2016-08-092016-08-102016-08-24136.3136.310.00%market11.32%-12.96%-0.21%-12.75%
LBRDA2016-08-092016-08-102016-08-24166.0466.040.00%market14066.48%0.94%-0.21%1.16%
LITE2016-08-092016-08-102016-08-24133.4133.410.00%market17.14%0.65%-0.21%0.86%
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AXS2016-10-262016-10-272016-11-10157.4657.460.00%market69.52%5.89%1.09%4.80%
AXTI2016-10-262016-10-272016-11-1015.385.380.00%market86.67%-9.02%1.09%-10.11%
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BA2016-10-262016-10-272016-11-101145.83145.830.00%market33.97%1.18%1.09%0.08%
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BOOT2016-10-262016-10-272016-11-10112.7012.700.00%market16.69%18.96%1.09%17.86%
CACI2016-10-262016-10-272016-11-101105.00105.000.00%market17.60%12.33%1.09%11.24%
CAKE2016-10-262016-10-272016-11-10154.0054.000.00%market14.75%5.47%1.09%4.38%
CDE2016-10-262016-10-272016-11-10111.2111.210.00%market320.00%-10.80%1.09%-11.90%
DLB2016-10-262016-10-272016-11-10152.6452.640.00%market15.00%-10.70%1.09%-11.79%
DTE2016-10-262016-10-272016-11-10179.4979.490.00%market20.25%-2.39%1.09%-3.48%
EVR2016-10-262016-10-272016-11-10155.4055.400.00%market24.49%8.84%1.09%7.74%
EXC2016-10-262016-10-272016-11-10123.7923.790.00%market22.97%-9.60%1.09%-10.69%
EXR2016-10-262016-10-272016-11-10174.4774.470.00%market47.62%-1.48%1.09%-2.57%
ALV2016-10-272016-10-282016-11-11168.8668.860.00%market17.39%1.19%1.54%-0.35%
APO2016-10-282016-10-312016-11-14318.4018.400.00%market28.89%3.43%1.72%1.71%
AMKR2016-10-312016-11-012016-11-1519.889.880.00%market19.05%14.27%2.51%11.76%
CGNX2016-10-312016-11-012016-11-15127.5827.580.00%market21.74%5.92%2.51%3.41%
CNA2016-10-312016-11-012016-11-15136.9336.930.00%market40.24%4.58%2.51%2.07%
EMBJ2016-10-312016-11-012016-11-15122.1922.190.00%market59.26%-5.73%2.51%-8.25%
ADEA2016-11-012016-11-022016-11-16110.0510.050.00%market11.76%5.57%3.43%2.14%
ADM2016-11-012016-11-022016-11-16146.7546.750.00%market25.53%-7.57%3.43%-10.99%
AMRC2016-11-012016-11-022016-11-1615.405.400.00%market33.33%8.23%3.43%4.81%
BIO2016-11-012016-11-022016-11-161156.88156.880.00%market21.57%9.59%3.43%6.16%
BP2016-11-012016-11-022016-11-16134.3334.330.00%market36.36%-3.10%3.43%-6.53%
BYD2016-11-012016-11-022016-11-16117.3417.340.00%market16.67%7.57%3.43%4.14%
ACLS2016-11-022016-11-032016-11-17112.7512.750.00%market59.09%8.92%4.29%4.63%
ADP2016-11-022016-11-032016-11-17189.9789.970.00%market13.16%4.80%4.29%0.52%
ARCC2016-11-022016-11-032016-11-17115.1915.190.00%market10.26%2.86%4.29%-1.42%
AXGN2016-11-022016-11-032016-11-1718.758.750.00%market11.11%-0.10%4.29%-4.39%
BABA2016-11-022016-11-032016-11-17198.0498.040.00%market12.86%-4.15%4.29%-8.44%
BKH2016-11-022016-11-032016-11-17159.2959.290.00%market14.29%-1.79%4.29%-6.07%
BRKR2016-11-022016-11-032016-11-17122.6522.650.00%market60.00%2.15%4.29%-2.13%
CF2016-11-022016-11-032016-11-17123.5723.570.00%market160.00%14.83%4.29%10.55%
CODI2016-11-022016-11-032016-11-17118.6018.600.00%market75.61%0.44%4.29%-3.85%
DNOW2016-11-022016-11-032016-11-17118.3018.300.00%market12.82%7.55%4.29%3.26%
FMC2016-11-022016-11-032016-11-17141.9241.920.00%market13.56%11.11%4.29%6.83%
FPI2016-11-022016-11-032016-11-17110.3510.350.00%market12.50%12.65%4.29%8.37%
AAOI2016-11-032016-11-042016-11-18123.3023.300.00%market35.71%14.19%4.59%9.60%
AGO2016-11-032016-11-042016-11-18130.5330.530.00%market455.07%13.69%4.59%9.10%
AHT2016-11-032016-11-042016-11-1815,459.245,459.240.00%market17.65%17.26%4.59%12.67%
AMN2016-11-032016-11-042016-11-18134.0034.000.00%market14.81%-1.86%4.59%-6.46%
ANET2016-11-032016-11-042016-11-1815.065.060.00%market16.67%8.60%4.59%4.01%
APA2016-11-032016-11-042016-11-18155.2055.200.00%market72.73%12.36%4.59%7.77%
BAP2016-11-032016-11-042016-11-181149.27149.270.00%market19.80%2.20%4.59%-2.39%
BEP2016-11-032016-11-042016-11-18115.3915.390.00%market11.11%-1.85%4.59%-6.44%
BLDR2016-11-032016-11-042016-11-1819.299.290.00%market69.44%20.35%4.59%15.76%
CNQ2016-11-032016-11-042016-11-18115.2015.200.00%market50.00%4.83%4.59%0.24%
CQP2016-11-032016-11-042016-11-18126.6626.660.00%market250.00%6.58%4.59%1.99%
CWST2016-11-032016-11-042016-11-18111.3211.320.00%market63.64%11.21%4.59%6.62%
DDD2016-11-032016-11-042016-11-18114.0014.000.00%market75.00%1.69%4.59%-2.90%
DXC2016-11-032016-11-042016-11-18145.2245.220.00%market29.79%18.87%4.59%14.28%
EXEL2016-11-032016-11-042016-11-18110.9010.900.00%market107.69%55.50%4.59%50.91%
FLR2016-11-032016-11-042016-11-18144.1844.180.00%market29.89%16.11%4.59%11.52%
GEN2016-11-032016-11-042016-11-18123.2623.260.00%market50.00%2.01%4.59%-2.58%
AEE2016-11-042016-11-072016-11-21349.7549.750.00%market10.14%-1.93%5.56%-7.49%
CC2016-11-062016-11-072016-11-21118.6018.600.00%market74.29%24.85%5.56%19.28%
CNP2016-11-042016-11-072016-11-21323.3023.300.00%market13.89%0.84%5.56%-4.72%
ADUS2016-11-072016-11-082016-11-22127.0527.050.00%market25.81%24.30%3.71%20.59%
ALB2016-11-072016-11-082016-11-22185.9985.990.00%market12.35%-2.07%3.71%-5.77%
ALGN2016-11-072016-11-082016-11-22189.8989.890.00%market23.08%4.98%3.71%1.27%
AMC2016-11-072016-11-082016-11-221323.50323.500.00%market10.71%7.16%3.71%3.45%
APPF2016-11-072016-11-082016-11-22119.2519.250.00%market58.15%14.19%3.71%10.48%
ARES2016-11-072016-11-082016-11-22115.1515.150.00%market21.05%19.37%3.71%15.66%
BCRX2016-11-072016-11-082016-11-2214.624.620.00%market30.43%27.61%3.71%23.90%
BSM2016-11-072016-11-082016-11-22118.2218.220.00%market16.67%2.92%3.71%-0.79%
CGAU2016-11-072016-11-082016-11-2215.035.030.00%market61.54%4.27%3.71%0.56%
AER2016-11-082016-11-092016-11-23141.5241.520.00%market18.31%5.63%3.92%1.71%
CECO2016-11-082016-11-092016-11-2317.087.080.00%market20.00%41.85%3.92%37.93%
CVCO2016-11-082016-11-092016-11-23191.3591.350.00%market11.96%3.62%3.92%-0.30%
FOR2016-11-082016-11-092016-11-23112.1012.100.00%market700.00%5.69%3.92%1.76%
FWONA2016-11-082016-11-092016-11-23127.6327.630.00%market209.09%12.68%3.92%8.75%
FWONK2016-11-082016-11-092016-11-23127.1627.160.00%market785.71%14.74%3.92%10.82%
HL2016-11-082016-11-092016-11-2317.447.440.00%market16.67%-20.66%3.92%-24.59%
JCI2016-11-082016-11-092016-11-23143.7043.700.00%market18.63%4.27%3.92%0.35%
OLP2016-11-082016-11-092016-11-23123.9523.950.00%market194.44%1.40%3.92%-2.52%
SSRM2016-11-082016-11-092016-11-23111.8311.830.00%market14.81%-17.60%3.92%-21.52%
TM2016-11-082016-11-092016-11-231110.35110.350.00%market18.40%3.67%3.92%-0.25%
TSQ2016-11-082016-11-092016-11-2318.498.490.00%market10.61%4.49%3.92%0.57%
USFD2016-11-082016-11-092016-11-23123.4623.460.00%market11.43%-0.10%3.92%-4.02%
VPG2016-11-082016-11-092016-11-23116.5016.500.00%market16.67%14.75%3.92%10.83%
VSAT2016-11-082016-11-092016-11-23172.5072.500.00%market42.86%1.84%3.92%-2.08%
ABR2016-11-092016-11-102016-11-2517.297.290.00%market31.25%2.23%1.94%0.29%
AG2016-11-092016-11-102016-11-2519.249.240.00%market16.67%-10.27%1.94%-12.22%
AGM2016-11-092016-11-102016-11-25148.7048.700.00%market13.33%7.81%1.94%5.86%
ATO2016-11-092016-11-102016-11-25172.3972.390.00%market21.88%0.59%1.94%-1.35%
AXON2016-11-092016-11-102016-11-25126.3426.340.00%market16.67%6.47%1.94%4.53%
CDNA2016-11-092016-11-102016-11-2513.803.800.00%market37.50%1.22%1.94%-0.73%
CHMI2016-11-092016-11-102016-11-25116.4916.490.00%market17.78%8.39%1.94%6.45%
CROX2016-11-092016-11-102016-11-2517.507.500.00%market50.00%11.90%1.94%9.96%
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EVH2016-11-092016-11-102016-11-25121.3021.300.00%market15.38%-1.27%1.94%-3.22%
FF2016-11-092016-11-102016-11-25111.2511.250.00%market20.83%25.50%1.94%23.56%
FSK2016-11-092016-11-102016-11-25138.0038.000.00%market118.60%8.85%1.94%6.91%
GDOT2016-11-092016-11-102016-11-25122.9522.950.00%market23.53%6.70%1.94%4.76%
GGB2016-11-092016-11-102016-11-2513.003.000.00%market100.00%9.23%1.94%7.29%
ICUI2016-11-092016-11-102016-11-251154.25154.250.00%market15.38%-3.21%1.94%-5.15%
LFT2016-11-092016-11-102016-11-2515.525.520.00%market10.53%-7.17%1.94%-9.11%
NNI2016-11-092016-11-102016-11-25143.0043.000.00%market20.35%22.97%1.94%21.03%
OCUL2016-11-092016-11-102016-11-2516.146.140.00%market35.29%87.20%1.94%85.25%
OR2016-11-092016-11-102016-11-2519.889.880.00%market33.33%-2.93%1.94%-4.88%
SGRY2016-11-092016-11-102016-11-25115.1015.100.00%market50.00%8.18%1.94%6.24%
SLF2016-11-092016-11-102016-11-25135.8235.820.00%market11.87%10.45%1.94%8.51%
SLS2016-11-092016-11-102016-11-2516,000.006,000.000.00%market33.33%-11.60%1.94%-13.54%
WK2016-11-092016-11-102016-11-25114.6014.600.00%market32.35%9.49%1.94%7.55%
ADMA2016-11-102016-11-112016-11-2815.625.620.00%market15.00%8.44%2.04%6.40%
AQN2016-11-102016-11-112016-11-2818.008.000.00%market263.07%0.53%2.04%-1.51%
AZN2016-11-102016-11-112016-11-28155.2255.220.00%market37.50%-5.75%2.04%-7.79%
BAK2016-11-102016-11-112016-11-28116.9416.940.00%market107.79%-4.00%2.04%-6.03%
CWH2016-11-102016-11-112016-11-28122.6122.610.00%market88.00%18.61%2.04%16.57%
ELF2016-11-102016-11-112016-11-28127.2327.230.00%market700.00%14.11%2.04%12.08%
EPC2016-11-102016-11-112016-11-28179.8679.860.00%market10.42%1.01%2.04%-1.02%
GKOS2016-11-102016-11-112016-11-28134.3134.310.00%market1100.00%-8.73%2.04%-10.76%
HIMX2016-11-102016-11-112016-11-2817.307.300.00%market20.00%1.27%2.04%-0.77%
IBRX2016-11-102016-11-112016-11-2817.627.620.00%market13.33%-7.45%2.04%-9.49%
BN2016-11-112016-11-142016-11-29311.6911.690.00%market360.00%2.55%1.79%0.76%
ALRM2016-11-142016-11-152016-11-30133.9733.970.00%market72.73%-12.91%1.54%-14.44%
HTHT2016-11-142016-11-152016-11-30111.8711.870.00%market14.29%10.26%1.54%8.72%
NMM2016-11-142016-11-152016-11-30126.9926.990.00%market600.00%-6.21%1.54%-7.75%
PAAS2016-11-142016-11-152016-11-30115.1815.180.00%market41.18%10.90%1.54%9.36%
A2016-11-152016-11-162016-12-01146.3046.300.00%market13.46%-6.77%0.92%-7.70%
DKS2016-11-152016-11-162016-12-01157.0857.080.00%market14.29%3.47%0.92%2.55%
KLIC2016-11-152016-11-162016-12-01114.5014.500.00%market36.36%4.24%0.92%3.32%
YRD2016-11-152016-11-162016-12-01132.8832.880.00%market373.68%-16.89%0.92%-17.81%
JKS2016-11-162016-11-172016-12-02114.5414.540.00%market27.38%-1.89%0.75%-2.64%
NTAP2016-11-162016-11-172016-12-02138.4538.450.00%market11.11%-6.58%0.75%-7.32%
TGT2016-11-162016-11-172016-12-02176.1876.180.00%market25.30%2.21%0.75%1.46%
BBY2016-11-172016-11-182016-12-05145.6845.680.00%market31.91%2.40%0.88%1.51%
CATO2016-11-172016-11-182016-12-05131.3331.330.00%market15.38%-2.94%0.88%-3.82%
CRM2016-11-172016-11-182016-12-05179.5779.570.00%market14.29%-11.12%0.88%-12.00%
HP2016-11-172016-11-182016-12-05167.5367.530.00%market23.26%20.31%0.88%19.42%
INTU2016-11-172016-11-182016-12-051113.74113.740.00%market100.33%0.91%0.88%0.03%
MANU2016-11-172016-11-182016-12-05115.0015.000.00%market114.29%-2.10%0.88%-2.98%
MRVL2016-11-172016-11-182016-12-05114.6314.630.00%market66.67%-4.20%0.88%-5.08%
POST2016-11-172016-11-182016-12-05149.9549.950.00%market41.86%3.74%0.88%2.86%
ROST2016-11-172016-11-182016-12-05167.7267.720.00%market10.71%-0.94%0.88%-1.82%
JOYY2016-11-212016-11-222016-12-07144.0044.000.00%market46.21%-6.92%1.85%-8.77%
SBLK2016-11-212016-11-222016-12-0715.495.490.00%market32.31%-1.19%1.85%-3.05%
WB2016-11-212016-11-222016-12-07145.5345.530.00%market14.29%3.74%1.85%1.89%
ADI2016-11-222016-11-232016-12-08173.6773.670.00%market17.98%0.19%2.35%-2.17%
BURL2016-11-222016-11-232016-12-08186.9886.980.00%market54.55%1.61%2.35%-0.74%
MOV2016-11-222016-11-232016-12-08129.3529.350.00%market26.39%7.91%2.35%5.56%
QURE2016-11-222016-11-232016-12-0816.546.540.00%market30.23%-5.30%2.35%-7.65%
SIG2016-11-222016-11-232016-12-08190.9190.910.00%market57.89%7.75%2.35%5.40%
VEEV2016-11-222016-11-232016-12-08144.3344.330.00%market37.50%-1.52%2.35%-3.87%
DE2016-11-232016-11-252016-12-092101.68101.680.00%market125.00%1.81%2.45%-0.64%
TCOM2016-11-232016-11-252016-12-09245.0145.010.00%market108.57%-3.61%2.45%-6.06%
THO2016-11-282016-11-292016-12-13198.0998.090.00%market21.14%4.93%3.28%1.64%
VNET2016-11-282016-11-292016-12-1317.747.740.00%market80.00%3.91%3.28%0.62%
ADSK2016-11-292016-11-302016-12-14172.7172.710.00%market25.00%5.57%1.92%3.65%
GWRE2016-11-292016-11-302016-12-14158.8658.860.00%market140.00%-11.01%1.92%-12.92%
NTNX2016-11-292016-11-302016-12-14134.4434.440.00%market15.91%-26.70%1.92%-28.61%
OOMA2016-11-292016-11-302016-12-1419.909.900.00%market60.00%-7.17%1.92%-9.09%
REX2016-11-292016-11-302016-12-14115.5015.500.00%market81.53%5.64%1.92%3.72%
SFL2016-11-292016-11-302016-12-14114.4014.400.00%market12.90%-0.10%1.92%-2.02%