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 26: 500 of 25,159)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
AIT2017-10-252017-10-262017-11-09165.4565.450.00%market13.16%-6.82%0.85%-7.67%
ALLY2017-10-252017-10-262017-11-09125.9025.900.00%market10.17%-1.64%0.85%-2.50%
ARR2017-10-252017-10-262017-11-091131.55131.550.00%market422.73%-7.70%0.85%-8.55%
AXTI2017-10-252017-10-262017-11-0918.908.900.00%market22.22%-2.35%0.85%-3.20%
BCO2017-10-252017-10-262017-11-09181.1581.150.00%market10.67%-3.12%0.85%-3.97%
CNO2017-10-252017-10-262017-11-09125.0025.000.00%market15.38%-5.26%0.85%-6.11%
CSGP2017-10-252017-10-262017-11-09128.1528.150.00%market27.27%6.22%0.85%5.37%
CW2017-10-252017-10-262017-11-091115.00115.000.00%market18.18%3.65%0.85%2.80%
DLB2017-10-252017-10-262017-11-09156.9556.950.00%market73.08%4.62%0.85%3.77%
EFOR2017-10-252017-10-262017-11-09157.6357.630.00%market10.67%5.82%0.85%4.97%
EIG2017-10-252017-10-262017-11-09145.7045.700.00%market14.04%4.93%0.85%4.08%
FCX2017-10-252017-10-262017-11-09114.8314.830.00%market17.24%-0.84%0.85%-1.69%
FFIV2017-10-252017-10-262017-11-091119.50119.500.00%market10.41%1.12%0.85%0.27%
FR2017-10-252017-10-262017-11-09130.8530.850.00%market106.25%2.23%0.85%1.38%
GHM2017-10-252017-10-262017-11-09120.2220.220.00%market100.00%-9.50%0.85%-10.35%
HDB2017-10-252017-10-262017-11-09123.1323.130.00%market3061.40%2.23%0.85%1.38%
IR2017-10-252017-10-262017-11-09128.4828.480.00%market10.81%-1.29%0.85%-2.15%
KIM2017-10-252017-10-262017-11-09118.5018.500.00%market84.62%2.98%0.85%2.13%
KOF2017-10-252017-10-262017-11-09169.7169.710.00%market20.00%-1.39%0.85%-2.24%
KRC2017-10-252017-10-262017-11-09171.9571.950.00%market123.33%3.05%0.85%2.20%
LOB2017-10-252017-10-262017-11-09123.9523.950.00%market70.00%-2.61%0.85%-3.46%
LPL2017-10-252017-10-262017-11-09112.9412.940.00%market11.32%2.53%0.85%1.68%
LVS2017-10-252017-10-262017-11-09164.0064.000.00%market13.24%5.24%0.85%4.39%
MC2017-10-252017-10-262017-11-09145.0045.000.00%market35.71%-2.54%0.85%-3.40%
NOC2017-10-252017-10-262017-11-091306.00306.000.00%market17.12%-2.34%0.85%-3.19%
OFG2017-10-252017-10-262017-11-0918.958.950.00%market42.86%-10.16%0.85%-11.01%
OII2017-10-252017-10-262017-11-09119.0719.070.00%market134.59%11.80%0.85%10.95%
RJF2017-10-252017-10-262017-11-09157.1557.150.00%market11.36%-2.57%0.85%-3.42%
RUSHA2017-10-252017-10-262017-11-09123.1923.190.00%market52.38%-4.28%0.85%-5.13%
SCI2017-10-252017-10-262017-11-09133.8733.870.00%market22.22%4.36%0.85%3.51%
SEIC2017-10-252017-10-262017-11-09164.2464.240.00%market10.53%0.66%0.85%-0.19%
SIGI2017-10-252017-10-262017-11-09157.2557.250.00%market16.13%1.65%0.85%0.80%
SIRI2017-10-252017-10-262017-11-09156.2056.200.00%market50.00%-5.62%0.85%-6.47%
SLAB2017-10-252017-10-262017-11-09192.4092.400.00%market11.11%-0.97%0.85%-1.82%
SU2017-10-252017-10-262017-11-09133.3733.370.00%market48.57%8.17%0.85%7.32%
TER2017-10-252017-10-262017-11-09141.0041.000.00%market25.58%6.34%0.85%5.49%
TRN2017-10-252017-10-262017-11-09123.0923.090.00%market38.71%0.64%0.85%-0.22%
UMC2017-10-252017-10-262017-11-0912.532.530.00%market150.00%1.88%0.85%1.02%
UTHR2017-10-252017-10-262017-11-091121.80121.800.00%market62.02%-0.57%0.85%-1.42%
VLRS2017-10-252017-10-262017-11-09111.1611.160.00%market90.48%-12.91%0.85%-13.77%
VRTX2017-10-252017-10-262017-11-091144.88144.880.00%market43.24%2.17%0.85%1.32%
ABEV2017-10-262017-10-272017-11-1016.416.410.00%market20.00%-4.62%0.63%-5.26%
ALGN2017-10-262017-10-272017-11-101225.64225.640.00%market23.17%10.46%0.63%9.82%
ALKS2017-10-262017-10-272017-11-10155.0055.000.00%market444.46%-13.10%0.63%-13.73%
ALV2017-10-262017-10-272017-11-10190.5190.510.00%market10.53%-1.86%0.63%-2.49%
AMZN2017-10-262017-10-272017-11-10152.9152.910.00%market1654.39%6.25%0.63%5.62%
ATEN2017-10-262017-10-272017-11-1017.847.840.00%market263.64%-7.50%0.63%-8.13%
BANC2017-10-262017-10-272017-11-10121.3021.300.00%market31.58%-7.61%0.63%-8.24%
BIDU2017-10-262017-10-272017-11-101241.82241.820.00%market77.63%-1.93%0.63%-2.56%
AFG2017-10-312017-11-012017-11-151105.02105.020.00%market24.71%1.24%-0.62%1.86%
ALG2017-10-312017-11-012017-11-151106.07106.070.00%market12.00%4.21%-0.62%4.83%
AMRC2017-10-312017-11-012017-11-1517.807.800.00%market20.00%5.03%-0.62%5.65%
BBD2017-10-312017-11-012017-11-1515.955.950.00%market16.67%-6.15%-0.62%-5.53%
BCC2017-10-312017-11-012017-11-15136.0036.000.00%market17.39%0.18%-0.62%0.80%
BGS2017-10-312017-11-012017-11-15136.3536.350.00%market19.57%-6.15%-0.62%-5.53%
ACRE2017-11-012017-11-022017-11-16113.1513.150.00%market39.29%-0.18%0.47%-0.65%
AGYS2017-11-012017-11-022017-11-16112.2112.210.00%market23.08%-1.16%0.47%-1.63%
ALL2017-11-012017-11-022017-11-16195.8995.890.00%market83.91%3.74%0.47%3.27%
APO2017-11-012017-11-022017-11-16131.6731.670.00%market75.41%-7.49%0.47%-7.96%
AXGN2017-11-012017-11-022017-11-16121.7521.750.00%market25.00%3.81%0.47%3.34%
BHF2017-11-012017-11-022017-11-16157.4957.490.00%market13.95%-3.70%0.47%-4.17%
CF2017-11-012017-11-022017-11-16138.7438.740.00%market29.09%-6.73%0.47%-7.20%
AAPL2017-11-022017-11-032017-11-17143.5043.500.00%market10.64%-2.31%0.03%-2.34%
ACIW2017-11-022017-11-032017-11-17123.2323.230.00%market314.29%-1.86%0.03%-1.90%
ACLS2017-11-022017-11-032017-11-17132.8032.800.00%market35.71%4.47%0.03%4.44%
AER2017-11-022017-11-032017-11-17152.7652.760.00%market10.96%-4.42%0.03%-4.46%
AGI2017-11-022017-11-032017-11-1716.466.460.00%market76.49%-1.18%0.03%-1.22%
AGO2017-11-022017-11-032017-11-17138.5038.500.00%market92.54%-5.06%0.03%-5.10%
AIZ2017-11-022017-11-032017-11-17199.0399.030.00%market21.79%-0.51%0.03%-0.55%
AN2017-11-022017-11-032017-11-17155.3655.360.00%market19.05%-6.68%0.03%-6.71%
ANET2017-11-022017-11-032017-11-17112.6112.610.00%market36.67%15.76%0.03%15.73%
ABR2017-11-032017-11-062017-11-2038.618.610.00%market44.44%-0.33%0.00%-0.33%
ADMA2017-11-032017-11-062017-11-2032.202.200.00%market215.69%30.35%0.00%30.35%
AMC2017-11-062017-11-072017-11-211118.50118.500.00%market10.81%7.07%0.39%6.68%
APPF2017-11-062017-11-072017-11-21148.5048.500.00%market85.71%-7.94%0.39%-8.33%
ASH2017-11-062017-11-072017-11-21169.2169.210.00%market13.04%1.43%0.39%1.04%
CPRI2017-11-062017-11-072017-11-21154.8954.890.00%market60.24%2.52%0.39%2.13%
CRC2017-11-062017-11-072017-11-21115.3515.350.00%market23.27%-5.51%0.39%-5.90%
ETSY2017-11-062017-11-072017-11-21117.5917.590.00%market140.00%-3.85%0.39%-4.25%
FBP2017-11-062017-11-072017-11-2115.185.180.00%market18.18%-4.35%0.39%-4.74%
FMC2017-11-062017-11-072017-11-21179.2679.260.00%market11.11%3.13%0.39%2.74%
FNV2017-11-062017-11-072017-11-21184.3184.310.00%market20.00%-0.37%0.39%-0.77%
ACAD2017-11-072017-11-082017-11-22133.5233.520.00%market15.87%-15.82%0.50%-16.32%
ALNY2017-11-072017-11-082017-11-221131.14131.140.00%market13.82%0.81%0.50%0.31%
BHC2017-11-072017-11-082017-11-22114.0814.080.00%market16.85%17.37%0.50%16.87%
CAPL2017-11-072017-11-082017-11-22125.3325.330.00%market28.57%-2.23%0.50%-2.73%
CLDX2017-11-072017-11-082017-11-22139.7539.750.00%market16.67%8.96%0.50%8.46%
CROX2017-11-072017-11-082017-11-2218.828.820.00%market140.00%25.98%0.50%25.48%
CVNA2017-11-072017-11-082017-11-2212.582.580.00%market80.00%18.50%0.50%18.01%
DXC2017-11-072017-11-082017-11-22197.0097.000.00%market26.14%0.71%0.50%0.22%
ENPH2017-11-072017-11-082017-11-2211.611.610.00%market80.00%74.43%0.50%73.94%
EXPD2017-11-072017-11-082017-11-22160.5960.590.00%market10.00%-1.37%0.50%-1.87%
EXTR2017-11-072017-11-082017-11-22111.3111.310.00%market14.29%19.71%0.50%19.21%
G2017-11-072017-11-082017-11-22131.0031.000.00%market17.95%1.71%0.50%1.21%
GDOT2017-11-072017-11-082017-11-22160.6160.610.00%market30.77%3.76%0.50%3.26%
GKOS2017-11-072017-11-082017-11-22132.3232.320.00%market407.61%-24.30%0.50%-24.79%
HAE2017-11-072017-11-082017-11-22151.8351.830.00%market17.07%12.54%0.50%12.04%
HALO2017-11-072017-11-082017-11-22117.5717.570.00%market120.00%3.71%0.50%3.21%
HL2017-11-072017-11-082017-11-2214.634.630.00%market124.97%-16.30%0.50%-16.80%
ALRM2017-11-082017-11-092017-11-24144.3144.310.00%market35.00%2.13%1.02%1.11%
AXSM2017-11-082017-11-092017-11-2414.554.550.00%market20.59%13.09%1.02%12.07%
BR2017-11-082017-11-092017-11-24190.7590.750.00%market28.57%-1.65%1.02%-2.67%
CABO2017-11-082017-11-092017-11-241678.80678.800.00%market10.77%-2.11%1.02%-3.13%
CARS2017-11-082017-11-092017-11-24121.9521.950.00%market54.84%9.74%1.02%8.72%
DK2017-11-082017-11-092017-11-24128.8928.890.00%market19.12%8.69%1.02%7.67%
ELF2017-11-082017-11-092017-11-24118.8918.890.00%market183.33%8.69%1.02%7.67%
ENR2017-11-082017-11-092017-11-24142.2542.250.00%market10.20%6.46%1.02%5.44%
FIVN2017-11-082017-11-092017-11-24126.5026.500.00%market544.12%-6.48%1.02%-7.50%
FLO2017-11-082017-11-092017-11-24118.2018.200.00%market15.00%6.44%1.02%5.42%
FPI2017-11-082017-11-092017-11-2418.508.500.00%market150.00%8.61%1.02%7.59%
GLP2017-11-082017-11-092017-11-24117.8017.800.00%market83.33%-1.79%1.02%-2.81%
GOLF2017-11-082017-11-092017-11-24118.2818.280.00%market33.33%5.10%1.02%4.08%
HII2017-11-082017-11-092017-11-241250.28250.280.00%market17.20%-6.42%1.02%-7.45%
HRI2017-11-082017-11-092017-11-24155.4255.420.00%market200.00%3.27%1.02%2.25%
ICL2017-11-082017-11-092017-11-2414.134.130.00%market12.50%-4.94%1.02%-5.96%
IIPR2017-11-082017-11-092017-11-24119.6219.620.00%market125.01%-2.60%1.02%-3.62%
IPAR2017-11-082017-11-092017-11-24144.7044.700.00%market10.00%-3.46%1.02%-4.48%
KGC2017-11-082017-11-092017-11-2414.354.350.00%market237.35%-3.09%1.02%-4.11%
KRO2017-11-082017-11-092017-11-24126.3626.360.00%market32.56%10.83%1.02%9.81%
NOG2017-11-082017-11-092017-11-24112.7012.700.00%market500.00%-2.46%1.02%-3.48%
PAAS2017-11-082017-11-092017-11-24115.8015.800.00%market15.38%-3.58%1.02%-4.60%
RNG2017-11-082017-11-092017-11-24144.8544.850.00%market47.53%8.48%1.02%7.46%
SEDG2017-11-082017-11-092017-11-24135.7535.750.00%market20.00%10.95%1.02%9.93%
SGRY2017-11-082017-11-092017-11-2418.208.200.00%market77.78%4.17%1.02%3.15%
STWD2017-11-082017-11-092017-11-24121.7221.720.00%market20.37%-0.15%1.02%-1.17%
TROX2017-11-082017-11-092017-11-24126.7426.740.00%market166.67%2.07%1.02%1.05%
UVE2017-11-082017-11-092017-11-24123.4023.400.00%market21.74%12.08%1.02%11.06%
VRDN2017-11-082017-11-092017-11-241120.00120.000.00%market31.36%-0.23%1.02%-1.25%
WTM2017-11-082017-11-092017-11-241888.13888.130.00%market257.18%-1.35%1.02%-2.37%
WWW2017-11-082017-11-092017-11-24127.6427.640.00%market16.22%1.85%1.02%0.83%
ZYME2017-11-082017-11-092017-11-2417.117.110.00%market12.16%14.95%1.02%13.93%
AMRX2017-11-092017-11-102017-11-27116.8516.850.00%market15.00%-2.77%0.97%-3.74%
AZN2017-11-092017-11-102017-11-27165.3865.380.00%market103.64%2.93%0.97%1.96%
BAK2017-11-092017-11-102017-11-27130.2430.240.00%market25.49%-4.83%0.97%-5.80%
BATRK2017-11-092017-11-102017-11-27122.7022.700.00%market542.86%-1.64%0.97%-2.61%
BLFS2017-11-092017-11-102017-11-2715.865.860.00%market50.00%-2.66%0.97%-3.63%
BN2017-11-092017-11-102017-11-27114.8714.870.00%market18.18%0.10%0.97%-0.87%
CDNA2017-11-092017-11-102017-11-2715.555.550.00%market11.76%32.69%0.97%31.72%
COTY2017-11-092017-11-102017-11-27116.3516.350.00%market42.86%3.88%0.97%2.91%
CPK2017-11-092017-11-102017-11-27180.6580.650.00%market20.00%3.00%0.97%2.03%
CWH2017-11-092017-11-102017-11-27142.0342.030.00%market11.59%2.33%0.97%1.36%
DDS2017-11-092017-11-102017-11-27159.0059.000.00%market188.89%-6.88%0.97%-7.85%
FWONK2017-11-092017-11-102017-11-27136.4936.490.00%market22.73%0.26%0.97%-0.71%
GOOS2017-11-092017-11-102017-11-27125.0325.030.00%market43.75%6.77%0.97%5.80%
HIMX2017-11-092017-11-102017-11-27110.5110.510.00%market131.72%22.64%0.97%21.67%
ICUI2017-11-092017-11-102017-11-271204.75204.750.00%market53.42%4.93%0.97%3.96%
KOP2017-11-092017-11-102017-11-27150.6050.600.00%market62.50%-4.25%0.97%-5.22%
LGND2017-11-092017-11-102017-11-27190.0590.050.00%market15.00%-9.87%0.97%-10.84%
M2017-11-092017-11-102017-11-27119.5119.510.00%market21.05%8.61%0.97%7.64%
AAP2017-11-142017-11-152017-11-30193.9393.930.00%market18.18%7.43%3.27%4.16%
AQN2017-11-142017-11-152017-11-30110.6010.600.00%market30.00%3.58%3.27%0.31%
BZH2017-11-142017-11-152017-11-30122.7022.700.00%market74.07%-6.88%3.27%-10.15%
DKS2017-11-142017-11-152017-11-30126.6026.600.00%market15.38%10.65%3.27%7.38%
DQ2017-11-142017-11-152017-11-3018.478.470.00%market62.07%28.75%3.27%25.48%
KLIC2017-11-142017-11-152017-11-30128.4028.400.00%market45.71%-12.67%3.27%-15.94%
EZPW2017-11-152017-11-162017-12-01111.0011.000.00%market90.91%9.90%2.69%7.21%
NTAP2017-11-152017-11-162017-12-01151.4151.410.00%market17.39%9.63%2.69%6.93%
NTES2017-11-152017-11-162017-12-01162.1662.160.00%market13.11%4.11%2.69%1.42%
SR2017-11-152017-11-162017-12-01178.4078.400.00%market18.52%4.17%2.69%1.48%
EDN2017-11-162017-11-172017-12-04144.3344.330.00%market153.32%-1.63%2.29%-3.93%
HP2017-11-162017-11-172017-12-04155.1755.170.00%market38.10%5.81%2.29%3.52%
MANU2017-11-162017-11-172017-12-04118.9018.900.00%market266.67%6.78%2.29%4.49%
NGVC2017-11-162017-11-172017-12-0415.855.850.00%market20.00%40.24%2.29%37.95%
ANF2017-11-172017-11-202017-12-05315.7015.700.00%market25.00%9.07%1.96%7.12%
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BRO2018-01-222018-01-232018-02-06126.7726.770.00%market14.29%-3.61%-4.81%1.20%
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CMRE2018-01-232018-01-242018-02-0714.564.560.00%market13.33%3.41%-5.76%9.17%
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TRV2018-01-232018-01-242018-02-071146.91146.910.00%market50.99%-3.35%-5.76%2.41%
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CCI2018-01-242018-01-252018-02-081109.38109.380.00%market17.92%-5.19%-9.34%4.14%
DLB2018-01-242018-01-252018-02-08170.3070.300.00%market79.55%-14.78%-9.34%-5.44%
FFIV2018-01-242018-01-252018-02-081144.27144.270.00%market10.78%-4.97%-9.34%4.37%
GWW2018-01-242018-01-252018-02-081275.00275.000.00%market33.64%-6.06%-9.34%3.27%
HZO2018-01-242018-01-252018-02-08124.2524.250.00%market3482.55%-14.53%-9.34%-5.20%
LRCX2018-01-242018-01-252018-02-08121.6021.600.00%market16.22%-25.01%-9.34%-15.67%
LVS2018-01-242018-01-252018-02-08177.0977.090.00%market14.29%-8.01%-9.34%1.32%
RCL2018-01-242018-01-252018-02-081132.52132.520.00%market11.67%-7.70%-9.34%1.64%
RJF2018-01-242018-01-252018-02-08165.3365.330.00%market12.63%-12.28%-9.34%-2.95%
ROK2018-01-242018-01-252018-02-081201.10201.100.00%market12.64%-11.22%-9.34%-1.89%
TEL2018-01-242018-01-252018-02-081102.79102.790.00%market12.00%-7.42%-9.34%1.92%
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AIT2018-01-252018-01-262018-02-09174.0574.050.00%market25.35%-5.77%-8.00%2.23%
BANC2018-01-252018-01-262018-02-09120.4520.450.00%market30.43%-6.70%-8.00%1.30%
CAT2018-01-252018-01-262018-02-091168.81168.810.00%market22.03%-11.71%-8.00%-3.71%
CLF2018-01-252018-01-262018-02-0917.887.880.00%market73.33%-16.09%-8.00%-8.09%
CNOB2018-01-252018-01-262018-02-09129.1529.150.00%market27.50%-1.82%-8.00%6.19%
FICO2018-01-252018-01-262018-02-091170.99170.990.00%market19.27%-7.80%-8.00%0.20%
HP2018-01-252018-01-262018-02-09174.2574.250.00%market85.71%-14.42%-8.00%-6.41%
INTC2018-01-252018-01-262018-02-09148.3848.380.00%market25.58%-9.26%-8.00%-1.25%
ISRG2018-01-252018-01-262018-02-091145.96145.960.00%market11.84%-10.37%-8.00%-2.37%
KLAC2018-01-252018-01-262018-02-09111.1011.100.00%market17.65%-9.20%-8.00%-1.20%
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MSTR2018-01-252018-01-262018-02-09113.7813.780.00%market14.29%-5.32%-8.00%2.68%
ORI2018-01-252018-01-262018-02-09121.4121.410.00%market17.86%-7.15%-8.00%0.85%
OSK2018-01-252018-01-262018-02-09195.7495.740.00%market52.73%-9.73%-8.00%-1.73%
SBUX2018-01-252018-01-262018-02-09157.9457.940.00%market14.04%-5.90%-8.00%2.10%
TAL2018-01-252018-01-262018-02-09132.8932.890.00%market28.57%-7.49%-8.00%0.52%
UFI2018-01-252018-01-262018-02-09136.8936.890.00%market10.26%-4.36%-8.00%3.65%
HLI2018-01-292018-01-302018-02-13151.6051.600.00%market13.11%-8.86%-5.87%-2.99%
MCB2018-01-292018-01-302018-02-13143.3843.380.00%market116.67%3.63%-5.87%9.51%
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EAT2018-01-302018-01-312018-02-14136.8336.830.00%market22.54%-7.54%-4.65%-2.89%
HCA2018-01-302018-01-312018-02-141102.00102.000.00%market13.37%-2.15%-4.65%2.50%
HOG2018-01-302018-01-312018-02-14150.8150.810.00%market17.39%-5.75%-4.65%-1.10%
ILMN2018-01-302018-01-312018-02-141240.48240.480.00%market18.03%-9.93%-4.65%-5.29%
KNX2018-01-302018-01-312018-02-14151.6651.660.00%market33.33%-5.89%-4.65%-1.24%
LHX2018-01-302018-01-312018-02-141157.36157.360.00%market20.14%-1.62%-4.65%3.03%
MOD2018-01-302018-01-312018-02-14124.6024.600.00%market20.69%-5.59%-4.65%-0.94%
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SAP2018-01-302018-01-312018-02-141112.35112.350.00%market14.19%-6.53%-4.65%-1.88%
SF2018-01-302018-01-312018-02-14129.7129.710.00%market60.66%-6.16%-4.65%-1.51%
TFSL2018-01-302018-01-312018-02-14114.5314.530.00%market12.50%4.92%-4.65%9.57%
TROW2018-01-302018-01-312018-02-141112.46112.460.00%market12.24%-3.78%-4.65%0.87%
AFG2018-01-312018-02-012018-02-151117.00117.000.00%market30.95%-4.51%-2.86%-1.65%
ALGT2018-01-312018-02-012018-02-151159.65159.650.00%market52.25%4.82%-2.86%7.68%
ARCB2018-01-312018-02-012018-02-15135.2035.200.00%market20.00%-6.49%-2.86%-3.63%
AVB2018-01-312018-02-012018-02-151169.91169.910.00%market44.54%-5.29%-2.86%-2.42%
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CACI2018-01-312018-02-012018-02-151145.00145.000.00%market21.95%3.69%-2.86%6.55%
DHI2018-01-312018-02-012018-02-15148.4648.460.00%market20.31%-7.01%-2.86%-4.15%
EVR2018-01-312018-02-012018-02-151100.60100.600.00%market17.42%-3.93%-2.86%-1.07%
EXP2018-01-312018-02-012018-02-151112.06112.060.00%market45.45%-4.99%-2.86%-2.13%
EZPW2018-01-312018-02-012018-02-15112.5012.500.00%market47.37%2.70%-2.86%5.56%
GEN2018-01-312018-02-012018-02-15126.3526.350.00%market11.36%5.02%-2.86%7.88%
IBN2018-01-312018-02-012018-02-15110.6910.690.00%market28.57%-2.72%-2.86%0.14%
KLIC2018-01-312018-02-012018-02-15123.2023.200.00%market96.15%-4.02%-2.86%-1.16%
MEOH2018-01-312018-02-012018-02-15163.5063.500.00%market42.86%-10.02%-2.86%-7.16%
META2018-01-312018-02-012018-02-151188.22188.220.00%market13.33%-4.49%-2.86%-1.63%
MSFT2018-01-312018-02-012018-02-15194.7994.790.00%market11.63%-2.35%-2.86%0.51%
MT2018-01-312018-02-012018-02-15135.9235.920.00%market12.50%-1.85%-2.86%1.01%
MUR2018-01-312018-02-012018-02-15131.6631.660.00%market14.29%-14.47%-2.86%-11.61%
OTEX2018-01-312018-02-012018-02-15137.5037.500.00%market20.63%-5.83%-2.86%-2.97%
RNR2018-01-312018-02-012018-02-151130.83130.830.00%market38.16%-0.75%-2.86%2.11%
SEIC2018-01-312018-02-012018-02-15175.8575.850.00%market11.67%-3.30%-2.86%-0.44%
SXC2018-01-312018-02-012018-02-15111.1011.100.00%market27.27%-4.51%-2.86%-1.65%
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TTEK2018-01-312018-02-012018-02-15110.1910.190.00%market30.00%-6.28%-2.86%-3.42%
ZWS2018-01-312018-02-012018-02-15115.1415.140.00%market32.14%-11.06%-2.86%-8.20%
AMZN2018-02-012018-02-022018-02-16173.8773.870.00%market22.22%-2.05%-2.49%0.44%
AN2018-02-012018-02-022018-02-16157.9757.970.00%market10.87%-8.48%-2.49%-6.00%
APO2018-02-012018-02-022018-02-16136.6336.630.00%market82.09%-7.25%-2.49%-4.76%
CPT2018-02-012018-02-022018-02-16183.6683.660.00%market82.00%-0.46%-2.49%2.03%
DECK2018-02-012018-02-022018-02-16115.7615.760.00%market29.69%-0.04%-2.49%2.45%
EMN2018-02-012018-02-022018-02-161102.27102.270.00%market52.83%-2.19%-2.49%0.30%
ENVA2018-02-012018-02-022018-02-16119.1019.100.00%market23.81%20.06%-2.49%22.55%
EXPO2018-02-012018-02-022018-02-16136.7036.700.00%market14.29%2.76%-2.49%5.25%
FCFS2018-02-012018-02-022018-02-16174.4574.450.00%market11.90%-3.19%-2.49%-0.70%
AZN2018-02-022018-02-052018-02-20367.8067.800.00%market44.44%-0.87%-0.75%-0.12%
BAH2018-02-052018-02-062018-02-21135.9235.920.00%market11.63%5.97%3.89%2.08%
BAP2018-02-052018-02-062018-02-211213.93213.930.00%market14.80%1.57%3.89%-2.32%
HWM2018-02-052018-02-062018-02-21126.1926.190.00%market29.17%-5.94%3.89%-9.83%
NMM2018-02-052018-02-062018-02-21130.7330.730.00%market133.33%-6.41%3.89%-10.30%
TIMB2018-02-052018-02-062018-02-21120.6120.610.00%market50.00%3.68%3.89%-0.20%
ABG2018-02-062018-02-072018-02-22168.5568.550.00%market13.84%-1.49%0.71%-2.19%
ACLS2018-02-062018-02-072018-02-22125.4025.400.00%market20.51%-3.84%0.71%-4.55%
ADM2018-02-062018-02-072018-02-22142.3142.310.00%market17.14%-1.40%0.71%-2.11%
ATKR2018-02-062018-02-072018-02-22121.3121.310.00%market31.43%-0.29%0.71%-1.00%
ATO2018-02-062018-02-072018-02-22179.3179.310.00%market22.81%1.85%0.71%1.15%
AXTA2018-02-062018-02-072018-02-22130.2730.270.00%market15.62%1.98%0.71%1.27%
ALL2018-02-072018-02-082018-02-23196.0396.030.00%market39.33%-1.83%2.50%-4.33%
ASC2018-02-072018-02-082018-02-2316.756.750.00%market20.00%13.23%2.50%10.73%
BALL2018-02-072018-02-082018-02-23139.0939.090.00%market15.38%1.54%2.50%-0.96%
BHE2018-02-072018-02-082018-02-23128.7528.750.00%market32.43%4.25%2.50%1.75%
BTU2018-02-072018-02-082018-02-23140.0040.000.00%market14.29%2.20%2.50%-0.30%
CDE2018-02-072018-02-082018-02-2317.907.900.00%market60.00%-0.10%2.50%-2.60%
CENT2018-02-072018-02-082018-02-23130.2630.260.00%market25.00%3.24%2.50%0.74%
CG2018-02-072018-02-082018-02-23124.4524.450.00%market68.33%-5.42%2.50%-7.92%
CPRI2018-02-072018-02-082018-02-23165.8465.840.00%market37.21%-1.80%2.50%-4.30%
DHX2018-02-072018-02-082018-02-2311.701.700.00%market74.98%-3.04%2.50%-5.54%
FLO2018-02-072018-02-082018-02-23119.1919.190.00%market21.43%10.58%2.50%8.08%
HAS2018-02-072018-02-082018-02-231101.01101.010.00%market26.37%-3.60%2.50%-6.10%
AIZ2018-02-082018-02-092018-02-26186.5086.500.00%market16.46%2.14%6.56%-4.41%
BR2018-02-082018-02-092018-02-26191.7891.780.00%market36.21%9.91%6.56%3.36%
CAH2018-02-082018-02-092018-02-26167.3667.360.00%market14.91%4.67%6.56%-1.89%
COLM2018-02-082018-02-092018-02-26176.2476.240.00%market18.02%1.42%6.56%-5.14%
COTY2018-02-082018-02-092018-02-26119.6119.610.00%market33.33%5.15%6.56%-1.40%
CSL2018-02-082018-02-092018-02-261107.96107.960.00%market18.18%-3.16%6.56%-9.71%
GOLD2018-02-082018-02-092018-02-2616.006.000.00%market125.23%-7.60%6.56%-14.16%
GOOS2018-02-082018-02-092018-02-26132.7532.750.00%market27.78%2.50%6.56%-4.06%
GPI2018-02-082018-02-092018-02-26176.3976.390.00%market12.83%-1.36%6.56%-7.91%
GT2018-02-082018-02-092018-02-26130.9830.980.00%market30.26%-3.84%6.56%-10.40%
HUBG2018-02-082018-02-092018-02-26123.3523.350.00%market476.92%-2.33%6.56%-8.88%
MBIN2018-02-082018-02-092018-02-26113.7213.720.00%market14.81%0.70%6.56%-5.85%
MMS2018-02-082018-02-092018-02-26164.8564.850.00%market20.27%5.45%6.56%-1.11%
MMYT2018-02-082018-02-092018-02-26132.7032.700.00%market38.78%-8.51%6.56%-15.07%
NJR2018-02-082018-02-092018-02-26136.4536.450.00%market162.71%8.27%6.56%1.71%
NVDA2018-02-082018-02-092018-02-2615.965.960.00%market33.33%3.26%6.56%-3.30%
NWSA2018-02-082018-02-092018-02-26115.7915.790.00%market26.32%5.28%6.56%-1.27%
NYT2018-02-082018-02-092018-02-26124.7024.700.00%market30.00%2.53%6.56%-4.03%
ACGL2018-02-122018-02-132018-02-28129.0029.000.00%market21.62%1.31%2.91%-1.60%
AMKR2018-02-122018-02-132018-02-2819.509.500.00%market26.32%5.69%2.91%2.78%
AR2018-02-132018-02-142018-03-01117.1017.100.00%market21.05%13.88%1.28%12.59%
BIDU2018-02-132018-02-142018-03-011236.04236.040.00%market11.71%5.71%1.28%4.43%
CCS2018-02-132018-02-142018-03-01132.0032.000.00%market62.90%-6.97%1.28%-8.26%
CMP2018-02-132018-02-142018-03-01168.2068.200.00%market11.41%-13.74%1.28%-15.02%
CNO2018-02-132018-02-142018-03-01122.3422.340.00%market48.78%-1.49%1.28%-2.77%
CRL2018-02-132018-02-142018-03-011110.72110.720.00%market11.11%-5.32%1.28%-6.60%
DAN2018-02-132018-02-142018-03-01128.5328.530.00%market16.98%-7.22%1.28%-8.50%
GNRC2018-02-132018-02-142018-03-01146.6446.640.00%market15.13%-7.18%1.28%-8.46%
HUBS2018-02-132018-02-142018-03-01198.0098.000.00%market71.43%14.34%1.28%13.06%
IOSP2018-02-132018-02-142018-03-01170.4070.400.00%market30.09%-8.20%1.28%-9.48%
KMPR2018-02-132018-02-142018-03-01155.9055.900.00%market95.65%1.33%1.28%0.05%
LPX2018-02-132018-02-142018-03-01130.3730.370.00%market25.86%-8.96%1.28%-10.24%
MLM2018-02-132018-02-142018-03-011215.56215.560.00%market32.39%-5.44%1.28%-6.72%
NOA2018-02-132018-02-142018-03-0114.654.650.00%market28.57%5.28%1.28%3.99%
NVMI2018-02-132018-02-142018-03-01125.8125.810.00%market18.42%3.62%1.28%2.34%
REXR2018-02-132018-02-142018-03-01126.9126.910.00%market328.57%0.98%1.28%-0.30%
RITM2018-02-132018-02-142018-03-01116.8616.860.00%market12.96%-3.60%1.28%-4.88%
SCI2018-02-132018-02-142018-03-01137.6037.600.00%market11.11%-0.61%1.28%-1.89%
SQNS2018-02-132018-02-142018-03-011154.00154.000.00%market12.50%3.80%1.28%2.51%
TEX2018-02-132018-02-142018-03-01143.3443.340.00%market32.00%-7.74%1.28%-9.02%
TWLO2018-02-132018-02-142018-03-01129.0929.090.00%market50.00%20.08%1.28%18.80%
VOYA2018-02-132018-02-142018-03-01148.0348.030.00%market20.83%4.69%1.28%3.41%
A2018-02-142018-02-152018-03-02174.9474.940.00%market13.79%-10.01%-0.92%-9.10%
AEM2018-02-142018-02-152018-03-02145.7645.760.00%market10.53%-16.77%-0.92%-15.86%
AER2018-02-142018-02-152018-03-02152.9352.930.00%market16.78%-6.88%-0.92%-5.97%
ALKS2018-02-142018-02-152018-03-02159.8659.860.00%market47.62%0.22%-0.92%1.13%
ALSN2018-02-142018-02-152018-03-02141.0741.070.00%market37.29%-6.87%-0.92%-5.95%
ANDE2018-02-142018-02-152018-03-02134.5034.500.00%market63.16%2.65%-0.92%3.57%
ARI2018-02-142018-02-152018-03-02118.0118.010.00%market71.43%2.18%-0.92%3.09%
ARR2018-02-142018-02-152018-03-021112.15112.150.00%market415.15%-3.04%-0.92%-2.13%
CC2018-02-142018-02-152018-03-02150.8850.880.00%market22.68%-3.44%-0.92%-2.52%
CF2018-02-142018-02-152018-03-02140.9040.900.00%market81.82%2.27%-0.92%3.19%
CIGI2018-02-142018-02-152018-03-02167.3567.350.00%market14.63%-5.82%-0.92%-4.90%
DNOW2018-02-142018-02-152018-03-0219.959.950.00%market116.67%-0.10%-0.92%0.82%
EFOR2018-02-142018-02-152018-03-02175.9675.960.00%market11.84%3.09%-0.92%4.00%
FUN2018-02-142018-02-152018-03-02167.8967.890.00%market363.64%-1.93%-0.92%-1.01%
GEO2018-02-142018-02-152018-03-02119.6019.600.00%market34.00%12.09%-0.92%13.01%
H2018-02-142018-02-152018-03-02178.6478.640.00%market21.05%-2.74%-0.92%-1.83%
HCC2018-02-142018-02-152018-03-02124.5024.500.00%market16.00%0.43%-0.92%1.35%
HLT2018-02-142018-02-152018-03-02186.0986.090.00%market22.73%-8.45%-0.92%-7.53%
ICL2018-02-142018-02-152018-03-0214.154.150.00%market37.50%3.03%-0.92%3.95%
MAR2018-02-142018-02-152018-03-021142.12142.120.00%market12.00%-1.89%-0.92%-0.97%
OIS2018-02-142018-02-152018-03-02129.5029.500.00%market21.74%-16.03%-0.92%-15.12%
PLAB2018-02-142018-02-152018-03-0218.108.100.00%market50.00%-1.95%-0.92%-1.03%
PPC2018-02-142018-02-152018-03-02125.7925.790.00%market17.65%-2.74%-0.92%-1.82%
QTWO2018-02-142018-02-152018-03-02143.2043.200.00%market268.46%5.80%-0.92%6.72%
RUSHA2018-02-142018-02-152018-03-02122.4222.420.00%market16.67%-15.80%-0.92%-14.88%
ANET2018-02-152018-02-162018-03-05116.1316.130.00%market22.86%9.14%-0.05%9.19%
ARES2018-02-152018-02-162018-03-05123.9023.900.00%market12.50%5.55%-0.05%5.60%
BBW2018-02-152018-02-162018-03-0519.159.150.00%market26.47%-0.65%-0.05%-0.60%
BN2018-02-152018-02-162018-03-05114.1314.130.00%market580.00%-1.02%-0.05%-0.97%
CBZ2018-02-152018-02-162018-03-05118.0018.000.00%market300.00%1.57%-0.05%1.61%
CGNX2018-02-152018-02-162018-03-05152.7552.750.00%market20.00%-0.54%-0.05%-0.49%
EQT2018-02-152018-02-162018-03-05128.8428.840.00%market245.45%-2.15%-0.05%-2.10%
HL2018-02-152018-02-162018-03-0513.873.870.00%market28.00%-4.49%-0.05%-4.45%
INCY2018-02-152018-02-162018-03-05185.5585.550.00%market103.85%6.24%-0.05%6.28%
AEE2018-02-162018-02-202018-03-06456.0256.020.00%market14.71%-3.81%0.31%-4.13%
ALLE2018-02-202018-02-212018-03-07186.1386.130.00%market18.09%-2.65%0.32%-2.98%
DIN2018-02-202018-02-212018-03-07163.7563.750.00%market15.62%21.05%0.32%20.72%
EXPD2018-02-202018-02-212018-03-07162.1062.100.00%market12.70%1.41%0.32%1.09%
FCPT2018-02-202018-02-212018-03-07121.9921.990.00%market25.00%2.81%0.32%2.49%
FLR2018-02-202018-02-212018-03-07159.7059.700.00%market11.11%-3.52%0.32%-3.84%
AAP2018-02-212018-02-222018-03-081115.10115.100.00%market18.46%0.46%1.11%-0.64%
ACHC2018-02-212018-02-222018-03-08137.3237.320.00%market12.96%9.09%1.11%7.98%
CAR2018-02-212018-02-222018-03-08143.8043.800.00%market136.84%5.15%1.11%4.04%
CQP2018-02-212018-02-222018-03-08129.8329.830.00%market61.70%4.02%1.11%2.92%
ECPG2018-02-212018-02-222018-03-08143.5543.550.00%market12.90%4.38%1.11%3.27%
EIG2018-02-212018-02-222018-03-08143.0043.000.00%market89.29%-7.31%1.11%-8.42%
ACIW2018-02-222018-02-232018-03-09124.0524.050.00%market48.84%8.09%2.60%5.49%
ADC2018-02-222018-02-232018-03-09146.1546.150.00%market35.90%6.08%2.60%3.47%
AGO2018-02-222018-02-232018-03-09137.2337.230.00%market16.67%-4.75%2.60%-7.35%
APA2018-02-222018-02-232018-03-09135.0035.000.00%market57.14%0.81%2.60%-1.79%
APLE2018-02-222018-02-232018-03-09117.8717.870.00%market111.76%-2.84%2.60%-5.45%
APPN2018-02-222018-02-232018-03-09130.8030.800.00%market50.00%-8.28%2.60%-10.89%
AROC2018-02-222018-02-232018-03-0919.909.900.00%market1071.43%-7.68%2.60%-10.28%
ASPN2018-02-222018-02-232018-03-0914.304.300.00%market46.15%6.64%2.60%4.04%
ASR2018-02-222018-02-232018-03-091183.61183.610.00%market109.84%-1.32%2.60%-3.92%
CENX2018-02-222018-02-232018-03-09121.9821.980.00%market13.04%-8.43%2.60%-11.03%
CM2018-02-222018-02-232018-03-09146.5446.540.00%market11.61%-1.20%2.60%-3.80%
CNP2018-02-222018-02-232018-03-09127.0927.090.00%market10.00%0.05%2.60%-2.56%
ABR2018-02-232018-02-262018-03-1238.598.590.00%market25.00%2.93%0.94%1.99%
ASIX2018-02-232018-02-262018-03-12343.0043.000.00%market20.00%1.99%0.94%1.05%
CGAU2018-02-232018-02-262018-03-1235.325.320.00%market12.50%0.09%0.94%-0.85%
CNK2018-02-232018-02-262018-03-12342.4842.480.00%market70.83%-2.67%0.94%-3.60%
ETR2018-02-232018-02-262018-03-12338.9838.980.00%market80.95%-1.02%0.94%-1.96%
HUN2018-02-232018-02-262018-03-12333.7933.790.00%market15.15%-2.76%0.94%-3.70%
PNW2018-02-232018-02-262018-03-12379.9779.970.00%market58.33%-4.66%0.94%-5.60%
TDS2018-02-232018-02-262018-03-12327.7627.760.00%market216.26%3.39%0.94%2.46%
TWI2018-02-232018-02-262018-03-12314.3314.330.00%market23.08%-5.54%0.94%-6.48%
WPC2018-02-232018-02-262018-03-12359.8559.850.00%market16.96%1.29%0.94%0.35%
APPF2018-02-262018-02-272018-03-13143.0043.000.00%market33.33%-4.40%-0.50%-3.90%
ATRC2018-02-262018-02-272018-03-13118.3218.320.00%market61.90%9.02%-0.50%9.52%
CPRT2018-02-262018-02-272018-03-13111.8411.840.00%market20.00%7.16%-0.50%7.66%
CRC2018-02-262018-02-272018-03-13118.6518.650.00%market42.11%-23.37%-0.50%-22.87%
CRK2018-02-262018-02-272018-03-1317.087.080.00%market67.02%3.85%-0.50%4.35%
DK2018-02-262018-02-272018-03-13137.4037.400.00%market25.00%-2.29%-0.50%-1.79%
LXU2018-02-262018-02-272018-03-1315.865.860.00%market70.89%-5.87%-0.50%-5.37%
PEGA2018-02-262018-02-272018-03-13130.0030.000.00%market80.00%3.07%-0.50%3.57%
AES2018-02-272018-02-282018-03-14111.2811.280.00%market34.37%-5.24%-0.14%-5.10%
ALB2018-02-272018-02-282018-03-141112.60112.600.00%market10.74%-11.00%-0.14%-10.86%
ADI2018-02-282018-03-012018-03-15189.8989.890.00%market10.08%4.41%1.32%3.08%
AXGN2018-02-282018-03-012018-03-15131.0031.000.00%market22.22%19.58%1.32%18.25%
BBDC2018-02-282018-03-012018-03-15111.2511.250.00%market12.12%2.74%1.32%1.42%
BHR2018-02-282018-03-012018-03-1518.488.480.00%market75.00%16.29%1.32%14.97%
BLDR2018-02-282018-03-012018-03-15120.9820.980.00%market135.29%0.19%1.32%-1.14%
BOX2018-02-282018-03-012018-03-15120.6020.600.00%market25.00%2.28%1.32%0.96%
DCO2018-02-282018-03-012018-03-15127.8027.800.00%market220.59%6.66%1.32%5.34%
DQ2018-02-282018-03-012018-03-1519.759.750.00%market23.53%-6.93%1.32%-8.26%
FRO2018-02-282018-03-012018-03-1513.873.870.00%market137.50%16.18%1.32%14.86%
FSS2018-02-282018-03-012018-03-15121.4621.460.00%market20.00%3.30%1.32%1.98%
GGB2018-02-282018-03-012018-03-1514.124.120.00%market157.14%-10.05%1.32%-11.37%
GHI2018-02-282018-03-012018-03-15118.6218.620.00%market294.44%0.97%1.32%-0.35%
GKOS2018-02-282018-03-012018-03-15131.3131.310.00%market221.54%2.49%1.32%1.16%
GLNG2018-02-282018-03-012018-03-15127.0927.090.00%market63.33%4.85%1.32%3.52%
GTY2018-02-282018-03-012018-03-15124.3924.390.00%market17.86%0.88%1.32%-0.44%
KTOS2018-02-282018-03-012018-03-15111.5011.500.00%market28.57%-9.23%1.32%-10.55%
LIVN2018-02-282018-03-012018-03-15190.4790.470.00%market12.82%-2.93%1.32%-4.25%
SRI2018-02-282018-03-012018-03-15122.9322.930.00%market20.00%9.58%1.32%8.26%
STWD2018-02-282018-03-012018-03-15120.2720.270.00%market11.76%4.73%1.32%3.41%
TDAY2018-02-282018-03-012018-03-15117.1917.190.00%market56.25%1.47%1.32%0.15%
WTI2018-02-282018-03-012018-03-1513.883.880.00%market13.33%0.16%1.32%-1.16%
ABEV2018-03-012018-03-022018-03-1616.736.730.00%market12.50%5.84%3.16%2.68%
AHT2018-03-012018-03-022018-03-1615,676.435,676.430.00%market14.29%16.25%3.16%13.09%