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 27: 500 of 25,159)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
ALG2018-03-012018-03-022018-03-161107.82107.820.00%market12.24%8.10%3.16%4.94%
AMBA2018-03-012018-03-022018-03-16147.0147.010.00%market21.62%15.28%3.16%12.12%
AMC2018-03-012018-03-022018-03-161147.00147.000.00%market11.11%-3.50%3.16%-6.66%
AQN2018-03-012018-03-022018-03-1619.769.760.00%market33.33%1.23%3.16%-1.93%
BATRA2018-03-012018-03-022018-03-16123.2123.210.00%market128.00%0.20%3.16%-2.96%
BATRK2018-03-012018-03-022018-03-16123.2023.200.00%market75.00%0.89%3.16%-2.27%
BBY2018-03-012018-03-022018-03-16174.8574.850.00%market18.05%-6.94%3.16%-10.10%
CARG2018-03-012018-03-022018-03-16133.3133.310.00%market316.67%6.47%3.16%3.31%
CWT2018-03-012018-03-022018-03-16138.0538.050.00%market31.82%-1.81%3.16%-4.97%
FPI2018-03-012018-03-022018-03-1617.727.720.00%market14.29%9.23%3.16%6.07%
FWONA2018-03-012018-03-022018-03-16129.7229.720.00%market762.96%1.99%3.16%-1.17%
FWONK2018-03-012018-03-022018-03-16130.9930.990.00%market611.43%3.51%3.16%0.35%
ICUI2018-03-012018-03-022018-03-161239.00239.000.00%market186.54%4.84%3.16%1.68%
IEP2018-03-012018-03-022018-03-16156.5156.510.00%market207.14%2.98%3.16%-0.18%
KEYS2018-03-012018-03-022018-03-16147.0547.050.00%market30.77%13.38%3.16%10.21%
MEI2018-03-012018-03-022018-03-16137.3537.350.00%market31.82%11.01%3.16%7.85%
NKTR2018-03-012018-03-022018-03-1611,327.501,327.500.00%market63.16%16.28%3.16%13.12%
NRG2018-03-012018-03-022018-03-16127.0127.010.00%market737.50%12.08%3.16%8.92%
NRP2018-03-012018-03-022018-03-16130.6030.600.00%market32.32%-7.13%3.16%-10.29%
NTNX2018-03-012018-03-022018-03-16136.4136.410.00%market33.33%47.50%3.16%44.34%
P2018-03-012018-03-022018-03-16119.8219.820.00%market85.71%3.94%3.16%0.78%
PGEN2018-03-012018-03-022018-03-16113.2813.280.00%market71.88%28.67%3.16%25.50%
TROX2018-03-012018-03-022018-03-16120.2420.240.00%market100.00%-4.10%3.16%-7.26%
UFPT2018-03-012018-03-022018-03-16126.8026.800.00%market60.87%12.21%3.16%9.05%
FLNG2018-02-272018-03-052018-06-12613.4013.400.00%market100.00%16.39%4.18%12.21%
ACMR2018-03-052018-03-062018-03-2012.682.680.00%market158.88%63.71%-0.86%64.57%
ADMA2018-03-052018-03-062018-03-2013.893.890.00%market52.94%24.84%-0.86%25.70%
ANAB2018-03-052018-03-062018-03-20179.1779.170.00%market26.83%-4.33%-0.86%-3.47%
JOYY2018-03-052018-03-062018-03-201140.21140.210.00%market24.73%-9.21%-0.86%-8.36%
NVGS2018-03-052018-03-062018-03-20111.5011.500.00%market50.00%2.94%-0.86%3.80%
NX2018-03-052018-03-062018-03-20119.0019.000.00%market63.64%-5.63%-0.86%-4.77%
PARR2018-03-052018-03-062018-03-20118.2418.240.00%market165.00%-3.50%-0.86%-2.64%
VCEL2018-03-052018-03-062018-03-20111.1511.150.00%market130.00%1.69%-0.86%2.55%
ADSK2018-03-062018-03-072018-03-211133.01133.010.00%market25.00%1.80%0.00%1.80%
AMRC2018-03-062018-03-072018-03-2119.809.800.00%market242.86%21.33%0.00%21.32%
BTE2018-03-062018-03-072018-03-2112.832.830.00%market328.73%6.61%0.00%6.61%
CARS2018-03-062018-03-072018-03-21129.0529.050.00%market54.84%2.24%0.00%2.24%
CIEN2018-03-062018-03-072018-03-21125.6125.610.00%market25.00%3.65%0.00%3.64%
CNR2018-03-062018-03-072018-03-21131.8231.820.00%market40.00%-6.23%0.00%-6.23%
ACR2018-03-072018-03-082018-03-22123.4523.450.00%market71.43%5.07%-3.61%8.68%
ANF2018-03-072018-03-082018-03-22123.7223.720.00%market25.45%-2.80%-3.61%0.81%
CLDX2018-03-072018-03-082018-03-22138.7038.700.00%market86.96%-5.53%-3.61%-1.91%
CRD-A2018-03-072018-03-082018-03-2218.908.900.00%market57.89%-10.77%-3.61%-7.16%
EGY2018-03-072018-03-082018-03-2211.021.020.00%market20.00%-10.64%-3.61%-7.03%
HRTG2018-03-072018-03-082018-03-22117.5217.520.00%market232.43%-7.86%-3.61%-4.25%
CLMT2018-03-082018-03-092018-03-2317.957.950.00%market29.09%-13.31%-6.40%-6.91%
COO2018-03-082018-03-092018-03-23162.8862.880.00%market11.11%-13.12%-6.40%-6.72%
CRSP2018-03-082018-03-092018-03-23155.6955.690.00%market100.46%-5.00%-6.40%1.40%
FIZZ2018-03-082018-03-092018-03-23149.4349.430.00%market29.41%-11.43%-6.40%-5.03%
LOMA2018-03-082018-03-092018-03-23122.3722.370.00%market128.25%-7.03%-6.40%-0.63%
MMI2018-03-082018-03-092018-03-23134.0034.000.00%market21.43%3.19%-6.40%9.60%
MTN2018-03-082018-03-092018-03-231228.50228.500.00%market14.53%-2.23%-6.40%4.17%
OCUL2018-03-082018-03-092018-03-2315.885.880.00%market24.14%14.53%-6.40%20.93%
OPCH2018-03-082018-03-092018-03-23110.7210.720.00%market74.19%-8.31%-6.40%-1.91%
ORN2018-03-082018-03-092018-03-2316.836.830.00%market171.43%0.78%-6.40%7.18%
UNFI2018-03-082018-03-092018-03-23148.2848.280.00%market29.09%-14.04%-6.40%-7.64%
YEXT2018-03-082018-03-092018-03-23113.2113.210.00%market16.67%-4.41%-6.40%1.99%
EDN2018-03-092018-03-122018-03-26359.0059.000.00%market166.67%-2.47%-5.05%2.57%
PAGS2018-03-092018-03-122018-03-26336.3036.300.00%market16.12%3.48%-5.05%8.53%
WHD2018-03-092018-03-122018-03-26326.3826.380.00%market123157.14%3.01%-5.05%8.05%
KRO2018-03-122018-03-132018-03-27123.7923.790.00%market71.43%-6.57%-6.88%0.30%
PAM2018-03-122018-03-132018-03-27165.6265.620.00%market86.49%-7.86%-6.88%-0.98%
RYTM2018-03-122018-03-132018-03-27127.8827.880.00%market25.45%-28.08%-6.88%-21.20%
TEN2018-03-122018-03-132018-03-27118.4518.450.00%market175.00%-8.23%-6.88%-1.35%
VNET2018-03-122018-03-132018-03-2718.658.650.00%market150.00%-19.29%-6.88%-12.42%
DBI2018-03-132018-03-142018-03-28121.7521.750.00%market40.74%2.47%-6.47%8.95%
GTES2018-03-132018-03-142018-03-28118.7218.720.00%market69.23%-9.18%-6.47%-2.71%
TISI2018-03-132018-03-142018-03-281200.00200.000.00%market1175.00%-34.10%-6.47%-27.63%
DDD2018-03-142018-03-152018-03-29113.0013.000.00%market400.00%-10.95%-4.61%-6.33%
YRD2018-03-142018-03-152018-03-29142.8542.850.00%market30.34%-6.21%-4.61%-1.60%
ZYME2018-03-142018-03-152018-03-29110.6310.630.00%market6701.34%12.98%-4.61%17.59%
AUPH2018-03-152018-03-162018-04-0215.685.680.00%market71.43%-11.02%-6.20%-4.81%
FSM2018-03-152018-03-162018-04-0214.674.670.00%market14.29%11.68%-6.20%17.88%
IMOS2018-03-152018-03-162018-04-02117.6217.620.00%market15.38%-10.03%-6.20%-3.83%
JILL2018-03-152018-03-162018-04-02120.4520.450.00%market62.50%-9.98%-6.20%-3.77%
PBR2018-03-152018-03-162018-04-02114.0614.060.00%market11.11%-2.52%-6.20%3.69%
PBR-A2018-03-152018-03-162018-04-02113.0013.000.00%market152.94%-3.33%-6.20%2.87%
VHI2018-03-152018-03-162018-04-02175.7275.720.00%market2300.00%-6.91%-6.20%-0.71%
BKE2018-03-162018-03-192018-04-03319.4519.450.00%market20.83%14.04%-4.60%18.64%
ORA2018-03-162018-03-192018-04-03354.2054.200.00%market126.32%5.10%-4.60%9.71%
ORCL2018-03-192018-03-202018-04-04146.8046.800.00%market15.28%-2.86%-2.72%-0.13%
DXPE2018-03-202018-03-212018-04-05134.0434.040.00%market314.29%10.77%-1.94%12.71%
FDX2018-03-202018-03-212018-04-051203.13203.130.00%market20.78%-4.54%-1.94%-2.59%
LAUR2018-03-202018-03-212018-04-05113.6613.660.00%market54.84%4.88%-1.94%6.82%
ARCO2018-03-212018-03-222018-04-0619.429.420.00%market190.91%-4.88%-3.06%-1.82%
ECVT2018-03-212018-03-222018-04-06114.1114.110.00%market72.73%-2.30%-3.06%0.76%
WPM2018-03-212018-03-222018-04-06119.8119.810.00%market18.75%3.89%-3.06%6.94%
AVAL2018-03-222018-03-232018-04-0918.428.420.00%market14.29%4.06%-1.20%5.26%
CATO2018-03-222018-03-232018-04-09113.6613.660.00%market76.67%19.15%-1.20%20.35%
CCL2018-03-222018-03-232018-04-09167.3567.350.00%market20.93%-3.80%-1.20%-2.60%
CDNA2018-03-222018-03-232018-04-0916.356.350.00%market40.00%37.22%-1.20%38.42%
KBH2018-03-222018-03-232018-04-09131.3931.390.00%market33.33%-8.99%-1.20%-7.79%
NEOG2018-03-222018-03-232018-04-09131.3831.380.00%market33.33%7.20%-1.20%8.40%
NKE2018-03-222018-03-232018-04-09166.7066.700.00%market30.77%0.62%-1.20%1.82%
VCTR2018-03-262018-03-272018-04-11112.2812.280.00%market11.43%-13.05%-0.91%-12.14%
ZEPP2018-03-272018-03-282018-04-12143.0843.080.00%market60.87%-11.61%1.99%-13.60%
BB2018-03-282018-03-292018-04-13112.1012.100.00%market886.19%-13.32%1.54%-14.87%
IIPR2018-03-282018-03-292018-04-13128.5028.500.00%market180.01%22.53%1.54%20.99%
PRGS2018-03-282018-03-292018-04-13141.7641.760.00%market12.50%-9.30%1.54%-10.84%
UNF2018-03-282018-03-292018-04-131161.75161.750.00%market28.97%-2.08%1.54%-3.62%
CIG2018-03-292018-04-022018-04-1641.981.980.00%market62.50%-10.20%1.82%-12.02%
CIG-C2018-03-292018-04-022018-04-1641.181.180.00%market50.00%-4.34%1.82%-6.16%
FPH2018-03-302018-04-022018-04-16314.5514.550.00%market57.14%-4.43%1.82%-6.25%
MOV2018-03-292018-04-022018-04-16438.3538.350.00%market100.00%4.07%1.82%2.25%
SAIC2018-03-292018-04-022018-04-16479.4979.490.00%market43.21%4.63%1.82%2.81%
FC2018-04-042018-04-052018-04-19128.5028.500.00%market33.33%-7.47%1.26%-8.73%
LEN2018-04-042018-04-052018-04-19163.4663.460.00%market20.65%-12.45%1.26%-13.71%
LW2018-04-052018-04-062018-04-20161.3061.300.00%market13.75%6.52%1.21%5.31%
RPM2018-04-052018-04-062018-04-20148.2748.270.00%market16.67%1.31%1.21%0.10%
WDFC2018-04-052018-04-062018-04-201129.05129.050.00%market10.53%1.88%1.21%0.66%
CBSH2018-04-122018-04-132018-04-27143.3943.390.00%market16.13%0.06%-0.32%0.38%
SLS2018-04-132018-04-162018-04-303283.00283.000.00%market104.30%-0.45%-0.93%0.48%
CE2018-04-162018-04-172018-05-011112.07112.070.00%market20.26%-6.03%-1.62%-4.42%
BFC2018-04-172018-04-182018-05-02151.7451.740.00%market12.90%10.07%-2.77%12.83%
CSX2018-04-172018-04-182018-05-02119.7319.730.00%market18.18%0.20%-2.77%2.97%
CTO2018-04-172018-04-182018-05-02116.2916.290.00%market55.88%3.52%-2.77%6.29%
GS2018-04-172018-04-182018-05-021254.90254.900.00%market24.55%-8.28%-2.77%-5.51%
IBKR2018-04-172018-04-182018-05-02118.7518.750.00%market14.29%-2.02%-2.77%0.75%
ISRG2018-04-172018-04-182018-05-021151.25151.250.00%market17.39%-1.14%-2.77%1.62%
NIC2018-04-172018-04-182018-05-02156.5056.500.00%market17.50%-0.33%-2.77%2.44%
NTRS2018-04-172018-04-182018-05-021108.03108.030.00%market10.71%-3.31%-2.77%-0.55%
OMAB2018-04-172018-04-182018-05-02144.0044.000.00%market11.67%-4.28%-2.77%-1.51%
PLD2018-04-172018-04-182018-05-02165.6265.620.00%market83.78%-1.43%-2.77%1.34%
UAL2018-04-172018-04-182018-05-02169.5069.500.00%market16.28%-2.37%-2.77%0.39%
WSBC2018-04-172018-04-182018-05-02144.0044.000.00%market10.14%0.45%-2.77%3.21%
AA2018-04-182018-04-192018-05-03160.5460.540.00%market10.00%-12.09%-2.61%-9.48%
ASML2018-04-182018-04-192018-05-031203.51203.510.00%market37.41%-5.39%-2.61%-2.78%
CCK2018-04-182018-04-192018-05-03153.9953.990.00%market17.50%-15.94%-2.61%-13.33%
MS2018-04-182018-04-192018-05-03153.3653.360.00%market16.00%-4.37%-2.61%-1.77%
RLI2018-04-182018-04-192018-05-03132.0032.000.00%market15.38%-1.44%-2.61%1.16%
TXT2018-04-182018-04-192018-05-03164.9864.980.00%market50.00%-3.81%-2.61%-1.20%
URI2018-04-182018-04-192018-05-031174.00174.000.00%market20.59%-14.01%-2.61%-11.40%
ASB2018-04-192018-04-202018-05-04126.7026.700.00%market21.95%-1.41%-1.04%-0.37%
BANF2018-04-192018-04-202018-05-04152.7552.750.00%market15.85%9.09%-1.04%10.13%
BNY2018-04-192018-04-202018-05-04155.4255.420.00%market13.40%-1.78%-1.04%-0.74%
BX2018-04-192018-04-202018-05-04132.2232.220.00%market44.44%-1.37%-1.04%-0.33%
CHE2018-04-192018-04-202018-05-041301.00301.000.00%market15.25%4.97%-1.04%6.01%
EWBC2018-04-192018-04-202018-05-04165.5865.580.00%market14.14%2.68%-1.04%3.71%
EXPO2018-04-192018-04-202018-05-04142.4542.450.00%market22.58%3.32%-1.04%4.35%
FFBC2018-04-192018-04-202018-05-04128.6028.600.00%market10.64%9.17%-1.04%10.20%
GATX2018-04-192018-04-202018-05-04168.6768.670.00%market72.17%0.58%-1.04%1.62%
GWW2018-04-192018-04-202018-05-041302.49302.490.00%market21.51%-5.30%-1.04%-4.26%
NVR2018-04-192018-04-202018-05-0413,083.003,083.000.00%market19.16%2.35%-1.04%3.39%
PM2018-04-192018-04-202018-05-04185.7185.710.00%market11.11%-4.58%-1.04%-3.54%
RCI2018-04-192018-04-202018-05-04147.7747.770.00%market18.33%-1.29%-1.04%-0.26%
TEAM2018-04-192018-04-202018-05-04154.6154.610.00%market25.00%9.75%-1.04%10.79%
BKR2018-04-202018-04-232018-05-07334.0234.020.00%market50.00%4.63%-0.13%4.76%
CLF2018-04-202018-04-232018-05-0737.747.740.00%market61.90%-0.23%-0.13%-0.10%
ERIC2018-04-202018-04-232018-05-0737.687.680.00%market150.00%1.85%-0.13%1.98%
GE2018-04-202018-04-232018-05-07370.5970.590.00%market45.45%-4.72%-0.13%-4.59%
HNI2018-04-202018-04-232018-05-07335.0035.000.00%market300.00%0.27%-0.13%0.40%
OFG2018-04-202018-04-232018-05-07313.1013.100.00%market50.00%6.39%-0.13%6.52%
RF2018-04-202018-04-232018-05-07318.9618.960.00%market12.90%-1.21%-0.13%-1.08%
SYF2018-04-202018-04-232018-05-07335.3135.310.00%market10.67%-7.44%-0.13%-7.31%
TRU2018-04-202018-04-232018-05-07367.3367.330.00%market11.76%0.61%-0.13%0.74%
ADC2018-04-232018-04-242018-05-08149.2549.250.00%market29.27%1.95%-0.30%2.25%
ALK2018-04-232018-04-242018-05-08168.4168.410.00%market27.27%-10.01%-0.30%-9.71%
ASR2018-04-232018-04-242018-05-081178.09178.090.00%market108.87%-4.65%-0.30%-4.35%
BANR2018-04-232018-04-242018-05-08157.7457.740.00%market10.96%1.70%-0.30%2.00%
BRO2018-04-232018-04-242018-05-08126.6826.680.00%market13.79%2.60%-0.30%2.90%
CSGP2018-04-232018-04-242018-05-08138.0338.030.00%market21.43%1.53%-0.30%1.83%
HLX2018-04-232018-04-242018-05-0816.606.600.00%market66.67%17.63%-0.30%17.93%
MC2018-04-232018-04-242018-05-08156.2556.250.00%market16.67%-1.26%-0.30%-0.95%
MSA2018-04-232018-04-242018-05-08190.0090.000.00%market20.24%0.04%-0.30%0.35%
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CPAC2018-04-242018-04-252018-05-09112.2412.240.00%market37.50%6.11%2.51%3.60%
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FBNC2018-04-242018-04-252018-05-09137.9937.990.00%market26.23%5.43%2.51%2.92%
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GPK2018-04-242018-04-252018-05-09114.9214.920.00%market11.76%-7.14%2.51%-9.64%
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HOG2018-04-242018-04-252018-05-09142.1742.170.00%market10.75%-5.01%2.51%-7.52%
ILMN2018-04-242018-04-252018-05-091244.89244.890.00%market42.16%4.08%2.51%1.57%
JBLU2018-04-242018-04-252018-05-09119.4719.470.00%market22.73%-4.00%2.51%-6.51%
LLY2018-04-242018-04-252018-05-09180.2780.270.00%market18.58%-1.35%2.51%-3.85%
LMT2018-04-242018-04-252018-05-091336.68336.680.00%market18.24%-3.24%2.51%-5.74%
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PCAR2018-04-242018-04-252018-05-09143.0343.030.00%market11.49%-0.87%2.51%-3.37%
PHM2018-04-242018-04-252018-05-09130.4030.400.00%market31.11%1.08%2.51%-1.42%
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TRMK2018-04-242018-04-252018-05-09132.1432.140.00%market10.20%0.55%2.51%-1.95%
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ALGT2018-04-252018-04-262018-05-101150.95150.950.00%market13.62%6.62%2.73%3.89%
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AIT2018-04-262018-04-272018-05-11166.4066.400.00%market13.41%5.25%2.19%3.06%
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AKAM2018-04-302018-05-012018-05-15174.0074.000.00%market12.86%2.99%2.74%0.25%
AAT2018-05-012018-05-022018-05-16133.2933.290.00%market200.00%3.68%2.83%0.86%
ACCO2018-05-012018-05-022018-05-16111.6011.600.00%market14.29%6.37%2.83%3.54%
ACRE2018-05-012018-05-022018-05-16112.4412.440.00%market10.00%8.74%2.83%5.92%
ADM2018-05-012018-05-022018-05-16145.1745.170.00%market44.68%-1.54%2.83%-4.36%
AGCO2018-05-012018-05-022018-05-16160.8660.860.00%market191.67%6.83%2.83%4.01%
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AMRC2018-05-012018-05-022018-05-16111.7511.750.00%market799.82%-4.78%2.83%-7.61%
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BP2018-05-012018-05-022018-05-16144.8244.820.00%market16.42%4.12%2.83%1.29%
CG2018-05-012018-05-022018-05-16120.7520.750.00%market51.61%5.44%2.83%2.62%
CGAU2018-05-012018-05-022018-05-1616.156.150.00%market13.64%-7.09%2.83%-9.92%
CIGI2018-05-012018-05-022018-05-16173.7573.750.00%market12.50%3.63%2.83%0.80%
AFG2018-05-022018-05-032018-05-171117.37117.370.00%market24.74%-6.08%3.72%-9.80%
BG2018-05-022018-05-032018-05-17173.0073.000.00%market62.50%-3.26%3.72%-6.98%
BHR2018-05-022018-05-032018-05-17110.1810.180.00%market22.22%1.18%3.72%-2.54%
BIP2018-05-022018-05-032018-05-17123.7023.700.00%market12.00%-2.59%3.72%-6.31%
BZH2018-05-022018-05-032018-05-17116.0416.040.00%market140.00%-5.84%3.72%-9.55%
CACI2018-05-022018-05-032018-05-171152.75152.750.00%market36.17%7.40%3.72%3.68%
CAR2018-05-022018-05-032018-05-17149.0049.000.00%market28.85%-8.77%3.72%-12.49%
AER2018-05-032018-05-042018-05-18153.6353.630.00%market10.19%3.37%3.75%-0.38%
AGO2018-05-032018-05-042018-05-18136.2436.240.00%market77.33%-1.76%3.75%-5.51%
ALRM2018-05-032018-05-042018-05-18143.7743.770.00%market25.93%-3.55%3.75%-7.30%
ANET2018-05-032018-05-042018-05-18115.2415.240.00%market10.53%1.67%3.75%-2.08%
APPN2018-05-032018-05-042018-05-18128.9928.990.00%market33.33%8.52%3.75%4.77%
AROC2018-05-032018-05-042018-05-18110.3010.300.00%market733.33%15.92%3.75%12.17%
BALL2018-05-032018-05-042018-05-18137.6137.610.00%market11.11%0.83%3.75%-2.92%
BL2018-05-032018-05-042018-05-18140.7040.700.00%market138.10%0.98%3.75%-2.77%
CARG2018-05-032018-05-042018-05-18133.0033.000.00%market200.00%-3.46%3.75%-7.21%
CC2018-05-032018-05-042018-05-18150.5050.500.00%market15.57%3.21%3.75%-0.54%
CENX2018-05-032018-05-042018-05-18114.7414.740.00%market82.61%18.62%3.75%14.87%
CI2018-05-032018-05-042018-05-181172.75172.750.00%market19.48%2.98%3.75%-0.77%
CNX2018-05-032018-05-042018-05-18114.9014.900.00%market58.33%9.56%3.75%5.81%
CNXN2018-05-032018-05-042018-05-18129.1029.100.00%market16.67%1.62%3.75%-2.13%
ABR2018-05-042018-05-072018-05-2139.179.170.00%market13.64%1.86%2.43%-0.57%
ACAD2018-05-042018-05-072018-05-21317.7717.770.00%market21.43%-0.66%2.43%-3.09%
ACR2018-05-042018-05-072018-05-21326.3026.300.00%market141.10%-0.80%2.43%-3.23%
ASIX2018-05-042018-05-072018-05-21336.5736.570.00%market42.31%7.72%2.43%5.29%
BCC2018-05-042018-05-072018-05-21342.1042.100.00%market100.00%10.71%2.43%8.28%
CNP2018-05-042018-05-072018-05-21326.7226.720.00%market25.00%-5.71%2.43%-8.14%
CQP2018-05-042018-05-072018-05-21331.4231.420.00%market28.85%5.85%2.43%3.42%
DCH2018-05-042018-05-072018-05-21315.0315.030.00%market19.51%8.15%2.43%5.72%
ENIC2018-05-042018-05-072018-05-2135.945.940.00%market180.17%-4.98%2.43%-7.41%
AIN2018-05-072018-05-082018-05-22161.8561.850.00%market14.89%0.14%2.29%-2.15%
AMC2018-05-072018-05-082018-05-221176.00176.000.00%market250.00%-11.46%2.29%-13.76%
BHF2018-05-072018-05-082018-05-22150.1050.100.00%market15.69%-4.89%2.29%-7.18%
BKD2018-05-072018-05-082018-05-2216.936.930.00%market31.82%9.28%2.29%6.99%
BSM2018-05-072018-05-082018-05-22118.0018.000.00%market27.78%2.62%2.29%0.33%
DHT2018-05-072018-05-082018-05-2213.573.570.00%market45.45%5.22%2.29%2.93%
DK2018-05-072018-05-082018-05-22147.9747.970.00%market335.71%5.47%2.29%3.17%
GHI2018-05-072018-05-082018-05-22119.1219.120.00%market12.50%-2.72%2.29%-5.01%
HRTG2018-05-072018-05-082018-05-22115.3315.330.00%market30.95%15.29%2.29%13.00%
IAG2018-05-072018-05-082018-05-2215.905.900.00%market248.03%0.75%2.29%-1.55%
KOS2018-05-072018-05-082018-05-2217.037.030.00%market53.85%6.73%2.29%4.44%
KRYS2018-05-072018-05-082018-05-22110.4310.430.00%market56.25%0.57%2.29%-1.72%
MTW2018-05-072018-05-082018-05-22127.5027.500.00%market47.83%-2.43%2.29%-4.72%
MWA2018-05-072018-05-082018-05-22110.8610.860.00%market20.00%8.28%2.29%5.99%
MYE2018-05-072018-05-082018-05-22121.4021.400.00%market26.32%-14.12%2.29%-16.41%
AES2018-05-082018-05-092018-05-23111.8711.870.00%market12.00%2.60%2.12%0.47%
ANIP2018-05-082018-05-092018-05-23161.7961.790.00%market10.92%0.97%2.12%-1.15%
ATKR2018-05-082018-05-092018-05-23119.0219.020.00%market36.96%9.42%2.12%7.29%
AVD2018-05-082018-05-092018-05-23122.9022.900.00%market23.08%-5.56%2.12%-7.68%
AXON2018-05-082018-05-092018-05-23150.4050.400.00%market380.00%18.55%2.12%16.43%
AXSM2018-05-082018-05-092018-05-2313.353.350.00%market32.14%-0.10%2.12%-2.22%
BHC2018-05-082018-05-092018-05-23119.8519.850.00%market46.67%11.74%2.12%9.62%
BIO2018-05-082018-05-092018-05-231262.00262.000.00%market30.00%10.17%2.12%8.05%
BR2018-05-082018-05-092018-05-231112.60112.600.00%market26.58%2.95%2.12%0.82%
BRSP2018-05-082018-05-092018-05-23118.6718.670.00%market12.82%1.88%2.12%-0.24%
BRT2018-05-082018-05-092018-05-23112.3012.300.00%market47.06%0.71%2.12%-1.41%
CCS2018-05-082018-05-092018-05-23133.2033.200.00%market28.85%-7.63%2.12%-9.75%
CORT2018-05-082018-05-092018-05-23116.9016.900.00%market18.75%6.41%2.12%4.29%
CROX2018-05-082018-05-092018-05-23115.8615.860.00%market36.36%5.39%2.12%3.26%
CTRE2018-05-082018-05-092018-05-23114.5014.500.00%market11.76%9.21%2.12%7.09%
DIOD2018-05-082018-05-092018-05-23132.0532.050.00%market20.00%4.17%2.12%2.05%
EA2018-05-082018-05-092018-05-231127.99127.990.00%market13.91%4.21%2.12%2.08%
ESE2018-05-082018-05-092018-05-23157.9057.900.00%market20.00%-2.86%2.12%-4.99%
ETSY2018-05-082018-05-092018-05-23130.6930.690.00%market66.67%-4.37%2.12%-6.49%
EXPD2018-05-082018-05-092018-05-23167.0267.020.00%market16.92%9.66%2.12%7.54%
FSS2018-05-082018-05-092018-05-23123.0923.090.00%market15.00%4.45%2.12%2.33%
GDDY2018-05-082018-05-092018-05-23168.3468.340.00%market44.40%3.63%2.12%1.51%
GNK2018-05-082018-05-092018-05-23117.4517.450.00%market599.30%5.75%2.12%3.62%
GTN2018-05-082018-05-092018-05-23111.3511.350.00%market37.50%1.66%2.12%-0.46%
HAPN2018-05-082018-05-092018-05-23115.0015.000.00%market233.33%9.23%2.12%7.11%
IOSP2018-05-082018-05-092018-05-23179.9079.900.00%market12.09%-4.86%2.12%-6.98%
IT2018-05-082018-05-092018-05-231130.84130.840.00%market24.14%0.60%2.12%-1.52%
J2018-05-082018-05-092018-05-23152.2852.280.00%market14.94%0.30%2.12%-1.82%
JELD2018-05-082018-05-092018-05-23129.1329.130.00%market20.00%-3.46%2.12%-5.59%
JLL2018-05-082018-05-092018-05-231176.90176.900.00%market61.67%-3.46%2.12%-5.59%
KGC2018-05-082018-05-092018-05-2313.853.850.00%market100.00%-6.59%2.12%-8.72%
LGND2018-05-082018-05-092018-05-231105.36105.360.00%market20.16%12.84%2.12%10.71%
LOMA2018-05-082018-05-092018-05-23117.9717.970.00%market76.99%-27.81%2.12%-29.93%
MDGL2018-05-082018-05-092018-05-231118.72118.720.00%market40.00%2.08%2.12%-0.04%
MFA2018-05-082018-05-092018-05-23130.1230.120.00%market15.94%3.35%2.12%1.23%
MMI2018-05-082018-05-092018-05-23136.5036.500.00%market21.05%3.16%2.12%1.04%
BKNG2018-05-092018-05-102018-05-24182.0082.000.00%market14.29%1.77%0.91%0.86%
BLDR2018-05-092018-05-102018-05-24119.5719.570.00%market41.18%-1.48%0.91%-2.39%
CCU2018-05-092018-05-102018-05-24126.9126.910.00%market18.60%-2.03%0.91%-2.94%
AP2018-05-102018-05-112018-05-25110.0010.000.00%market33.33%-2.10%-0.00%-2.10%
CELC2018-05-142018-05-152018-05-30119.4519.450.00%market15.79%-1.39%0.38%-1.76%
SAR2018-05-142018-05-152018-05-30121.9021.900.00%market67.92%4.01%0.38%3.63%
CIG2018-05-152018-05-162018-05-3111.681.680.00%market25.00%-7.84%-0.07%-7.76%
CLMT2018-05-152018-05-162018-05-3118.458.450.00%market91.11%-6.61%-0.07%-6.54%
FINV2018-05-152018-05-162018-05-3117.777.770.00%market125.00%-4.48%-0.07%-4.40%
GHG2018-05-152018-05-162018-05-31113.4613.460.00%market66.67%38.98%-0.07%39.05%
CIG-C2018-05-162018-05-172018-06-0111.051.050.00%market150.00%-2.96%0.61%-3.57%
DLNG2018-05-162018-05-172018-06-0118.108.100.00%market14.29%-2.20%0.61%-2.81%
M2018-05-162018-05-172018-06-01133.2633.260.00%market29.73%6.82%0.61%6.20%
NAT2018-05-162018-05-172018-06-0112.052.050.00%market35.00%14.53%0.61%13.92%
RAMP2018-05-162018-05-172018-06-01125.6625.660.00%market28.57%14.01%0.61%13.40%
TTWO2018-05-162018-05-172018-06-011113.33113.330.00%market38.10%1.01%0.61%0.40%
MANU2018-05-172018-05-182018-06-04121.0521.050.00%market296.83%0.61%1.21%-0.59%
VNET2018-05-172018-05-182018-06-0416.706.700.00%market633.50%24.68%1.21%23.47%
AVAL2018-05-182018-05-212018-06-0538.438.430.00%market20.00%3.46%0.77%2.69%
CPB2018-05-182018-05-212018-06-05333.7733.770.00%market16.67%-1.40%0.77%-2.17%
P2018-05-212018-05-222018-06-06122.7522.750.00%market41.67%3.72%1.26%2.47%
RYAAY2018-05-212018-05-222018-06-06146.9046.900.00%market20.00%2.91%1.26%1.65%
ZEPP2018-05-212018-05-222018-06-06140.4440.440.00%market102.60%16.62%1.26%15.36%
KSS2018-05-222018-05-232018-06-07160.2160.210.00%market30.61%29.15%2.29%26.86%
OOMA2018-05-222018-05-232018-06-07112.1512.150.00%market20.00%-0.51%2.29%-2.80%
PLAB2018-05-222018-05-232018-06-0719.309.300.00%market114.29%-7.09%2.29%-9.38%
TCOM2018-05-222018-05-232018-06-07145.1145.110.00%market79.29%6.46%2.29%4.18%
URBN2018-05-222018-05-232018-06-07141.7541.750.00%market22.58%11.04%2.29%8.75%
CAAP2018-05-232018-05-242018-06-08111.7511.750.00%market21.43%-4.10%1.93%-6.03%
WSM2018-05-232018-05-242018-06-08127.0627.060.00%market17.24%14.50%1.93%12.56%
ADSK2018-05-242018-05-252018-06-111132.71132.710.00%market89.45%2.36%2.36%0.00%
AMR2018-05-242018-05-252018-06-11167.0067.000.00%market16.49%5.87%2.36%3.51%
BBY2018-05-242018-05-252018-06-11171.0071.000.00%market10.81%3.62%2.36%1.26%
DECK2018-05-242018-05-252018-06-11118.0018.000.00%market161.18%12.18%2.36%9.82%
VEEV2018-05-242018-05-252018-06-11176.5076.500.00%market10.00%4.02%2.36%1.66%
YRD2018-05-242018-05-252018-06-11130.6730.670.00%market73.74%-20.93%2.36%-23.29%
CAE2018-05-252018-05-292018-06-12420.4120.410.00%market16.00%5.14%3.19%1.96%
BAH2018-05-292018-05-302018-06-13144.6044.600.00%market13.04%1.27%2.78%-1.52%
CRM2018-05-292018-05-302018-06-131132.30132.300.00%market60.87%3.07%2.78%0.29%
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MEI2018-06-212018-06-222018-07-09142.1042.100.00%market32.43%-2.83%0.81%-3.64%
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CCL2018-06-252018-06-262018-07-11158.5458.540.00%market13.33%-1.04%1.92%-2.96%
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CAG2018-06-272018-06-282018-07-13135.3835.380.00%market16.28%1.85%3.82%-1.97%
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PRGS2018-06-272018-06-282018-07-13137.0737.070.00%market11.11%4.35%3.82%0.53%
KBH2018-06-282018-06-292018-07-16127.4227.420.00%market18.75%-1.60%2.65%-4.25%
LNN2018-06-282018-06-292018-07-16198.4798.470.00%market19.42%-4.67%2.65%-7.32%
MKC2018-06-282018-06-292018-07-16157.5557.550.00%market10.87%2.84%2.65%0.18%
GBX2018-06-292018-07-022018-07-17352.4052.400.00%market14.04%5.05%4.07%0.99%
MLKN2018-07-022018-07-032018-07-18138.2538.250.00%market13.79%-0.75%3.00%-3.76%
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SAR2018-07-102018-07-112018-07-25124.6024.600.00%market10.91%-0.14%2.48%-2.62%
FAST2018-07-112018-07-122018-07-26113.6613.660.00%market11.76%3.78%1.82%1.96%
CBSH2018-07-122018-07-132018-07-27146.0946.090.00%market12.86%-0.14%0.81%-0.95%
BAC2018-07-162018-07-172018-07-31129.8929.890.00%market12.28%3.21%1.03%2.19%
NFLX2018-07-162018-07-172018-07-31134.7034.700.00%market12.50%-2.87%1.03%-3.89%
CSX2018-07-172018-07-182018-08-01122.2222.220.00%market17.24%5.84%0.11%5.73%
FULT2018-07-172018-07-182018-08-01116.8016.800.00%market42.86%3.65%0.11%3.54%
GS2018-07-172018-07-182018-08-011232.34232.340.00%market28.33%1.49%0.11%1.39%
NEOG2018-07-172018-07-182018-08-01142.1042.100.00%market13.33%-1.43%0.11%-1.54%
NIC2018-07-172018-07-182018-08-01155.5755.570.00%market12.64%-0.89%0.11%-1.00%
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ASML2018-07-182018-07-192018-08-021215.75215.750.00%market15.15%-0.07%0.74%-0.81%
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PTC2018-07-182018-07-192018-08-02195.6095.600.00%market12.50%-2.61%0.74%-3.35%
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CHCO2018-07-192018-07-202018-08-03177.5077.500.00%market19.47%3.25%1.37%1.89%
COF2018-07-192018-07-202018-08-03198.3698.360.00%market20.15%-1.81%1.37%-3.18%
FFBC2018-07-192018-07-202018-08-03131.0031.000.00%market11.76%-1.39%1.37%-2.76%
FITB2018-07-192018-07-202018-08-03128.4628.460.00%market10.53%4.29%1.37%2.92%
GATX2018-07-192018-07-202018-08-03185.7585.750.00%market26.09%-2.63%1.37%-4.00%
IIIN2018-07-192018-07-202018-08-03140.0840.080.00%market28.85%5.41%1.37%4.04%
ISRG2018-07-192018-07-202018-08-031178.72178.720.00%market10.84%-2.63%1.37%-4.00%
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RBCAA2018-07-202018-07-232018-08-06349.1749.170.00%market27.59%-3.09%1.86%-4.95%
SWK2018-07-202018-07-232018-08-063143.50143.500.00%market26.60%0.95%1.86%-0.91%
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VLRS2018-07-202018-07-232018-08-0636.616.610.00%market113.33%7.92%1.86%6.06%
ASR2018-07-232018-07-242018-08-071176.34176.340.00%market26.03%6.04%1.34%4.70%
BPOP2018-07-232018-07-242018-08-07151.4051.400.00%market21.65%-1.99%1.34%-3.33%
CDNS2018-07-232018-07-242018-08-07145.8045.800.00%market12.50%-1.50%1.34%-2.84%
EFSC2018-07-232018-07-242018-08-07156.3556.350.00%market10.47%-0.90%1.34%-2.24%
GOOG2018-07-232018-07-242018-08-07163.1363.130.00%market23.69%-1.72%1.34%-3.06%
GOOGL2018-07-232018-07-242018-08-07163.5563.550.00%market25.53%-1.30%1.34%-2.64%
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HLX2018-07-232018-07-242018-08-0719.509.500.00%market85.71%-2.31%1.34%-3.66%
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MCHB2018-07-232018-07-242018-08-07130.0030.000.00%market31.43%-1.10%1.34%-2.44%
ONB2018-07-232018-07-242018-08-07120.3020.300.00%market11.54%-4.29%1.34%-5.63%
VCYT2018-07-232018-07-242018-08-07111.0011.000.00%market33.33%3.17%1.34%1.83%
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ATI2018-07-242018-07-252018-08-08128.7428.740.00%market44.44%-5.70%1.47%-7.17%
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BXMT2018-07-242018-07-252018-08-08132.9032.900.00%market23.88%0.02%1.47%-1.45%
CMRE2018-07-242018-07-252018-08-0815.535.530.00%market11.11%-3.54%1.47%-5.00%
CSGP2018-07-242018-07-252018-08-08142.8742.870.00%market30.77%-1.76%1.47%-3.22%
CSL2018-07-242018-07-252018-08-081116.00116.000.00%market16.67%8.85%1.47%7.38%
CSTM2018-07-242018-07-252018-08-08112.5512.550.00%market50.00%-1.69%1.47%-3.16%
CVLT2018-07-242018-07-252018-08-08165.7565.750.00%market33.33%1.42%1.47%-0.05%
FBNC2018-07-242018-07-252018-08-08142.3542.350.00%market14.49%-2.15%1.47%-3.62%
FCF2018-07-242018-07-252018-08-08116.7516.750.00%market32.00%0.38%1.47%-1.09%
HUBB2018-07-242018-07-252018-08-081120.51120.510.00%market10.06%-2.09%1.47%-3.56%
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LLY2018-07-242018-07-252018-08-08193.1693.160.00%market14.50%9.68%1.47%8.21%
MANH2018-07-242018-07-252018-08-08149.6749.670.00%market14.63%1.93%1.47%0.47%
NBHC2018-07-242018-07-252018-08-08138.9538.950.00%market18.75%3.91%1.47%2.44%
PCAR2018-07-242018-07-252018-08-08141.3741.370.00%market11.58%3.74%1.47%2.28%
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RUSHA2018-07-242018-07-252018-08-08119.1619.160.00%market24.24%0.27%1.47%-1.20%
TER2018-07-242018-07-252018-08-08144.6144.610.00%market20.41%-1.62%1.47%-3.09%
USNA2018-07-242018-07-252018-08-081123.60123.600.00%market22.52%6.33%1.47%4.86%
WRB2018-07-242018-07-252018-08-08122.2222.220.00%market20.83%0.71%1.47%-0.76%
AEP2018-07-252018-07-262018-08-09169.7869.780.00%market14.77%1.62%0.66%0.96%
ALGN2018-07-252018-07-262018-08-091377.61377.610.00%market19.27%-2.94%0.66%-3.60%
ALGT2018-07-252018-07-262018-08-091131.00131.000.00%market14.39%-0.60%0.66%-1.26%
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AXTI2018-07-252018-07-262018-08-0918.158.150.00%market25.00%-3.47%0.66%-4.13%
BANR2018-07-252018-07-262018-08-09163.0763.070.00%market16.28%3.01%0.66%2.35%
BBD2018-07-252018-07-262018-08-0915.235.230.00%market25.00%-4.88%0.66%-5.54%
BSX2018-07-252018-07-262018-08-09134.5034.500.00%market20.59%-1.98%0.66%-2.64%
CDE2018-07-252018-07-262018-08-0917.997.990.00%market120.00%-19.12%0.66%-19.78%
CW2018-07-252018-07-262018-08-091128.70128.700.00%market40.63%2.15%0.66%1.49%
DLB2018-07-252018-07-262018-08-09166.4866.480.00%market13.04%-1.72%0.66%-2.38%
DTE2018-07-252018-07-262018-08-09192.7692.760.00%market20.35%1.46%0.66%0.80%
EHC2018-07-252018-07-262018-08-09158.8358.830.00%market17.86%6.00%0.66%5.34%
EIG2018-07-252018-07-262018-08-09143.0043.000.00%market54.10%1.30%0.66%0.64%
ETD2018-07-252018-07-262018-08-09123.3523.350.00%market10.26%-5.03%0.66%-5.69%
EVR2018-07-252018-07-262018-08-091112.25112.250.00%market12.24%-0.46%0.66%-1.12%
FCPT2018-07-252018-07-262018-08-09125.0025.000.00%market62.96%4.58%0.66%3.92%
FCX2018-07-252018-07-262018-08-09115.8015.800.00%market11.54%-3.20%0.66%-3.86%
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GD2018-07-252018-07-262018-08-091202.02202.020.00%market13.25%-4.78%0.66%-5.44%
GILD2018-07-252018-07-262018-08-09177.7777.770.00%market23.23%0.25%0.66%-0.41%
IMAX2018-07-252018-07-262018-08-09121.8521.850.00%market20.00%2.65%0.66%1.99%