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 33: 500 of 25,159)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
JNJ2020-07-162020-07-172020-07-311150.00150.000.00%market12.08%-2.93%1.44%-4.37%
MS2020-07-162020-07-172020-07-31152.7852.780.00%market76.79%-7.49%1.44%-8.93%
PPG2020-07-162020-07-172020-07-311118.81118.810.00%market52.31%-9.49%1.44%-10.93%
TFC2020-07-162020-07-172020-07-31137.1537.150.00%market13.89%0.73%1.44%-0.71%
WAL2020-07-162020-07-172020-07-31137.0037.000.00%market19.23%-2.94%1.44%-4.38%
ALLY2020-07-172020-07-202020-08-03321.3921.390.00%market117.86%-4.03%2.29%-6.32%
BLK2020-07-172020-07-202020-08-033580.22580.220.00%market12.30%-0.15%2.29%-2.44%
CFG2020-07-172020-07-202020-08-03325.0425.040.00%market488.89%-3.33%2.29%-5.62%
ERIC2020-07-172020-07-202020-08-03311.1411.140.00%market42.86%5.56%2.29%3.27%
HDB2020-07-182020-07-202020-08-03224.5824.580.00%market26.32%-7.02%2.29%-9.31%
RBCAA2020-07-172020-07-202020-08-03331.8531.850.00%market13.43%-3.33%2.29%-5.62%
STT2020-07-172020-07-202020-08-03361.3361.330.00%market16.77%4.78%2.29%2.49%
CDNS2020-07-202020-07-212020-08-041106.54106.540.00%market26.92%2.34%1.11%1.23%
FBK2020-07-202020-07-212020-08-04123.6023.600.00%market54.17%4.65%1.11%3.54%
HAL2020-07-202020-07-212020-08-04114.0514.050.00%market145.45%7.44%1.11%6.34%
LII2020-07-202020-07-212020-08-041254.57254.570.00%market12.93%7.15%1.11%6.04%
LOGI2020-07-202020-07-212020-08-04171.4371.430.00%market77.78%2.00%1.11%0.89%
MAN2020-07-202020-07-212020-08-04170.0770.070.00%market38.46%-1.64%1.11%-2.75%
ONB2020-07-202020-07-212020-08-04114.3314.330.00%market28.00%-3.66%1.11%-4.76%
STLD2020-07-202020-07-212020-08-04126.7126.710.00%market14.63%4.39%1.11%3.29%
TFIN2020-07-202020-07-212020-08-04126.4526.450.00%market700.00%-1.12%1.11%-2.23%
AIR2020-07-212020-07-222020-08-05119.3719.370.00%market208.33%-6.24%2.31%-8.55%
CALX2020-07-212020-07-222020-08-05118.3718.370.00%market133.33%19.06%2.31%16.75%
CSL2020-07-212020-07-222020-08-051124.15124.150.00%market23.64%-1.70%2.31%-4.01%
FULT2020-07-212020-07-222020-08-05110.2910.290.00%market140.00%-4.18%2.31%-6.49%
GATX2020-07-212020-07-222020-08-05161.1361.130.00%market11.70%3.71%2.31%1.40%
GPK2020-07-212020-07-222020-08-05114.1014.100.00%market36.84%2.74%2.31%0.43%
IBKR2020-07-212020-07-222020-08-05112.3512.350.00%market75.00%4.84%2.31%2.53%
ISRG2020-07-212020-07-222020-08-051223.15223.150.00%market236.36%3.40%2.31%1.09%
MLI2020-07-212020-07-222020-08-0517.057.050.00%market72.41%2.74%2.31%0.43%
MUSA2020-07-212020-07-222020-08-051135.15135.150.00%market19.62%1.82%2.31%-0.49%
NBHC2020-07-212020-07-222020-08-05128.0128.010.00%market100.00%1.40%2.31%-0.91%
NIC2020-07-212020-07-222020-08-05154.0054.000.00%market36.17%6.68%2.31%4.37%
PCAR2020-07-212020-07-222020-08-05155.8955.890.00%market38.10%3.55%2.31%1.24%
PLD2020-07-212020-07-222020-08-05197.1697.160.00%market12.12%7.87%2.31%5.56%
PM2020-07-212020-07-222020-08-05176.2576.250.00%market17.27%0.83%2.31%-1.48%
REXR2020-07-212020-07-222020-08-05140.9240.920.00%market11.11%16.69%2.31%14.38%
SFNC2020-07-212020-07-222020-08-05117.3717.370.00%market74.19%-1.25%2.31%-3.56%
SMBK2020-07-212020-07-222020-08-05115.8515.850.00%market64.00%-10.51%2.31%-12.82%
TER2020-07-212020-07-222020-08-05189.2489.240.00%market29.13%1.48%2.31%-0.83%
TXN2020-07-212020-07-222020-08-051134.60134.600.00%market68.18%-1.51%2.31%-3.82%
UBS2020-07-212020-07-222020-08-05112.4812.480.00%market57.14%-2.26%2.31%-4.57%
USNA2020-07-212020-07-222020-08-05187.2587.250.00%market22.22%-4.70%2.31%-7.00%
APH2020-07-222020-07-232020-08-06126.1226.120.00%market25.00%3.61%2.41%1.21%
ARR2020-07-222020-07-232020-08-06149.5049.500.00%market265.38%-4.95%2.41%-7.36%
AXTI2020-07-222020-07-232020-08-0615.505.500.00%market230.03%-7.74%2.41%-10.14%
BANR2020-07-222020-07-232020-08-06139.4139.410.00%market97.06%-9.31%2.41%-11.72%
BFC2020-07-222020-07-232020-08-06162.3262.320.00%market70.27%1.62%2.41%-0.79%
BIIB2020-07-222020-07-232020-08-061282.26282.260.00%market27.77%-1.73%2.41%-4.14%
CASH2020-07-222020-07-232020-08-06119.1419.140.00%market152.38%1.62%2.41%-0.78%
CLB2020-07-222020-07-232020-08-06123.0023.000.00%market55.56%3.64%2.41%1.23%
CMG2020-07-222020-07-232020-08-06123.3823.380.00%market13.25%1.44%2.41%-0.97%
CVBF2020-07-222020-07-232020-08-06119.0019.000.00%market14.81%-4.05%2.41%-6.45%
DOV2020-07-222020-07-232020-08-061105.40105.400.00%market21.51%-0.25%2.41%-2.66%
EFX2020-07-222020-07-232020-08-061175.00175.000.00%market22.14%-7.08%2.41%-9.49%
EVR2020-07-222020-07-232020-08-06156.9556.950.00%market10.07%5.91%2.41%3.50%
GGG2020-07-222020-07-232020-08-06153.7653.760.00%market37.04%0.63%2.41%-1.78%
HCA2020-07-222020-07-232020-08-061125.00125.000.00%market259.57%5.76%2.41%3.35%
HLX2020-07-222020-07-232020-08-0614.414.410.00%market316.09%1.03%2.41%-1.37%
HNI2020-07-222020-07-232020-08-06131.6631.660.00%market164.52%-2.31%2.41%-4.72%
IQV2020-07-222020-07-232020-08-061164.70164.700.00%market12.38%-2.32%2.41%-4.73%
KALU2020-07-222020-07-232020-08-06171.4471.440.00%market63.64%-7.56%2.41%-9.97%
KEY2020-07-222020-07-232020-08-06112.0012.000.00%market112.50%1.40%2.41%-1.01%
KNX2020-07-222020-07-232020-08-06145.1345.130.00%market62.86%-6.28%2.41%-8.69%
LAD2020-07-222020-07-232020-08-061212.28212.280.00%market141.56%14.14%2.41%11.73%
LOB2020-07-222020-07-232020-08-06116.0016.000.00%market200.00%12.96%2.41%10.55%
LSTR2020-07-222020-07-232020-08-061122.75122.750.00%market36.11%2.53%2.41%0.12%
MCB2020-07-222020-07-232020-08-06131.2931.290.00%market63.29%-3.84%2.41%-6.25%
MCRI2020-07-222020-07-232020-08-06136.2736.270.00%market60.00%9.63%2.41%7.22%
MTH2020-07-222020-07-232020-08-06147.5047.500.00%market56.58%5.79%2.41%3.39%
NTB2020-07-222020-07-232020-08-06126.2326.230.00%market26.42%-1.28%2.41%-3.69%
PLXS2020-07-222020-07-232020-08-06177.0177.010.00%market60.00%1.51%2.41%-0.90%
RITM2020-07-222020-07-232020-08-0617.957.950.00%market13.33%0.40%2.41%-2.00%
RLI2020-07-222020-07-232020-08-06144.2644.260.00%market69.57%0.94%2.41%-1.47%
RUSHA2020-07-222020-07-232020-08-06120.4420.440.00%market860.61%4.35%2.41%1.94%
SBSI2020-07-222020-07-232020-08-06127.5427.540.00%market75.68%1.57%2.41%-0.84%
SCL2020-07-222020-07-232020-08-061105.00105.000.00%market37.50%7.35%2.41%4.94%
SLGN2020-07-222020-07-232020-08-06138.1838.180.00%market30.77%-0.41%2.41%-2.82%
STC2020-07-222020-07-232020-08-06138.1238.120.00%market240.00%13.15%2.41%10.74%
SYBT2020-07-222020-07-232020-08-06141.5541.550.00%market25.53%-1.95%2.41%-4.36%
TCBI2020-07-222020-07-232020-08-06128.0128.010.00%market62.50%18.89%2.41%16.49%
TDY2020-07-222020-07-232020-08-061338.88338.880.00%market24.62%-5.10%2.41%-7.51%
TMO2020-07-222020-07-232020-08-061418.14418.140.00%market45.69%-0.68%2.41%-3.08%
TSLA2020-07-222020-07-232020-08-061111.93111.930.00%market1283.76%-11.37%2.41%-13.78%
AN2020-07-232020-07-242020-08-07153.6553.650.00%market291.67%-0.72%4.24%-4.96%
AXP2020-07-242020-07-272020-08-10394.6494.640.00%market363.64%7.28%4.33%2.94%
AAT2020-07-282020-07-292020-08-12127.0027.000.00%market29.73%2.34%4.76%-2.41%
ACGL2020-07-292020-07-302020-08-13130.0430.040.00%market115.38%7.62%4.64%2.98%
ADM2020-07-292020-07-302020-08-13143.0043.000.00%market66.67%3.23%4.64%-1.41%
ADP2020-07-292020-07-302020-08-131134.27134.270.00%market18.75%3.62%4.64%-1.02%
AER2020-07-292020-07-302020-08-13127.7027.700.00%market32.85%14.34%4.64%9.70%
AIN2020-07-292020-07-302020-08-13151.7651.760.00%market62.69%2.08%4.64%-2.55%
AAPL2020-07-302020-07-312020-08-141102.88102.880.00%market25.49%11.59%3.36%8.24%
ACA2020-07-302020-07-312020-08-14142.5542.550.00%market21.67%5.94%3.36%2.58%
AGCO2020-07-302020-07-312020-08-14167.4467.440.00%market1287.50%8.97%3.36%5.62%
AJG2020-07-302020-07-312020-08-141106.00106.000.00%market30.56%0.83%3.36%-2.52%
AMZN2020-07-302020-07-312020-08-141162.20162.200.00%market642.86%-3.06%3.36%-6.42%
AORT2020-07-302020-07-312020-08-14119.8519.850.00%market85.71%4.18%3.36%0.83%
APTV2020-07-302020-07-312020-08-14180.2780.270.00%market23.08%9.95%3.36%6.60%
ARI2020-07-302020-07-312020-08-1419.459.450.00%market35.71%-0.31%3.36%-3.67%
AROC2020-07-302020-07-312020-08-1416.646.640.00%market20.00%8.03%3.36%4.68%
ATR2020-07-302020-07-312020-08-141115.00115.000.00%market19.40%2.93%3.36%-0.42%
AZN2020-07-302020-07-312020-08-141117.50117.500.00%market110.90%-6.48%3.36%-9.84%
BBD2020-07-302020-07-312020-08-1413.643.640.00%market16.67%-11.91%3.36%-15.27%
BC2020-07-302020-07-312020-08-14169.4069.400.00%market120.00%-6.90%3.36%-10.26%
ABR2020-07-312020-08-032020-08-17310.2510.250.00%market48.15%8.10%2.92%5.17%
ASIX2020-07-312020-08-032020-08-17312.7912.790.00%market32.26%8.97%2.92%6.05%
BCC2020-07-312020-08-032020-08-17348.2048.200.00%market57.41%-1.22%2.92%-4.14%
BCPC2020-07-312020-08-032020-08-173101.00101.000.00%market51.79%-0.10%2.92%-3.02%
BELFB2020-07-312020-08-032020-08-17313.0013.000.00%market253.33%1.28%2.92%-1.64%
CAT2020-07-312020-08-032020-08-173132.30132.300.00%market60.94%4.75%2.92%1.83%
CBRE2020-07-312020-08-032020-08-17343.6243.620.00%market16.67%3.27%2.92%0.35%
ALX2020-08-032020-08-042020-08-181253.75253.750.00%market55.31%2.35%3.29%-0.94%
AMRC2020-08-032020-08-042020-08-18129.8429.840.00%market90.00%2.75%3.29%-0.54%
APPF2020-08-032020-08-042020-08-181146.85146.850.00%market315.38%12.08%3.29%8.79%
BRKR2020-08-032020-08-042020-08-18148.0148.010.00%market320.00%-11.51%3.29%-14.80%
BWXT2020-08-032020-08-042020-08-18157.5857.580.00%market26.79%0.99%3.29%-2.29%
BXC2020-08-032020-08-042020-08-18117.9517.950.00%market273.17%15.50%3.29%12.21%
CLX2020-08-032020-08-042020-08-181231.90231.900.00%market21.11%-1.71%3.29%-5.00%
CMS2020-08-032020-08-042020-08-18162.8062.800.00%market16.67%-3.09%3.29%-6.38%
CMSC2020-08-032020-08-042020-08-18127.4027.400.00%market10.17%0.92%3.29%-2.37%
ACHC2020-08-042020-08-052020-08-19130.9630.960.00%market35.00%-3.17%1.74%-4.91%
ACLS2020-08-042020-08-052020-08-19129.0029.000.00%market44.44%-11.72%1.74%-13.46%
ACM2020-08-042020-08-052020-08-19138.4038.400.00%market12.24%0.13%1.74%-1.60%
AIZ2020-08-042020-08-052020-08-191114.80114.800.00%market31.58%7.51%1.74%5.78%
ALL2020-08-042020-08-052020-08-19198.1998.190.00%market74.47%-4.08%1.74%-5.82%
AME2020-08-042020-08-052020-08-19195.8195.810.00%market16.67%5.33%1.74%3.59%
ANDE2020-08-042020-08-052020-08-19115.8415.840.00%market414.29%12.53%1.74%10.79%
ATI2020-08-042020-08-052020-08-1919.339.330.00%market80.00%-7.39%1.74%-9.13%
ATKR2020-08-042020-08-052020-08-19129.5329.530.00%market39.58%1.93%1.74%0.19%
BMRN2020-08-042020-08-052020-08-191119.99119.990.00%market100.00%-36.16%1.74%-37.90%
BOOT2020-08-042020-08-052020-08-19122.9022.900.00%market89.47%9.03%1.74%7.29%
CDNA2020-08-042020-08-052020-08-19134.7734.770.00%market166.67%-0.65%1.74%-2.38%
CLSK2020-08-042020-08-052020-08-1916.906.900.00%market25.24%93.23%1.74%91.50%
CLW2020-08-042020-08-052020-08-19141.3241.320.00%market15.97%-12.98%1.74%-14.71%
CMP2020-08-042020-08-052020-08-19155.0155.010.00%market120.00%3.70%1.74%1.96%
CNO2020-08-042020-08-052020-08-19116.0116.010.00%market111.54%2.34%1.74%0.60%
COKE2020-08-042020-08-052020-08-19123.2323.230.00%market68.93%17.33%1.74%15.60%
CPS2020-08-042020-08-052020-08-19112.5012.500.00%market15.04%23.58%1.74%21.84%
DIS2020-08-042020-08-052020-08-191123.37123.370.00%market118.60%3.47%1.74%1.73%
DKL2020-08-042020-08-052020-08-19131.5031.500.00%market43.90%9.14%1.74%7.40%
DVN2020-08-042020-08-052020-08-19111.8611.860.00%market30.77%-6.59%1.74%-8.33%
EMR2020-08-042020-08-052020-08-19163.1363.130.00%market33.33%8.12%1.74%6.38%
ACAD2020-08-052020-08-062020-08-20143.0043.000.00%market38.64%-8.77%2.05%-10.83%
ACMR2020-08-052020-08-062020-08-20134.9334.930.00%market66.67%-7.17%2.05%-9.22%
ACR2020-08-052020-08-062020-08-2017.657.650.00%market33.33%-2.85%2.05%-4.90%
AEIS2020-08-052020-08-062020-08-20179.4979.490.00%market43.90%-4.52%2.05%-6.57%
ALB2020-08-052020-08-062020-08-20186.6486.640.00%market17.81%4.99%2.05%2.94%
ALNT2020-08-052020-08-062020-08-20140.4040.400.00%market462.43%7.75%2.05%5.70%
ALRM2020-08-052020-08-062020-08-20163.2863.280.00%market32.26%-7.23%2.05%-9.28%
AP2020-08-052020-08-062020-08-2012.902.900.00%market110.42%34.38%2.05%32.33%
APPS2020-08-052020-08-062020-08-20120.0720.070.00%market44.44%40.11%2.05%38.06%
ARLO2020-08-052020-08-062020-08-2015.625.620.00%market24.39%7.20%2.05%5.14%
AXGN2020-08-052020-08-062020-08-20113.0013.000.00%market40.00%-15.25%2.05%-17.31%
BFAM2020-08-052020-08-062020-08-201126.13126.130.00%market172.13%0.76%2.05%-1.30%
BGSF2020-08-052020-08-062020-08-2019.689.680.00%market220.00%4.55%2.05%2.50%
BV2020-08-052020-08-062020-08-20112.2912.290.00%market27.27%-1.16%2.05%-3.21%
BWA2020-08-052020-08-062020-08-20133.8633.860.00%market70.21%5.51%2.05%3.46%
CDW2020-08-052020-08-062020-08-201115.90115.900.00%market13.04%-3.19%2.05%-5.24%
CECO2020-08-052020-08-062020-08-2017.597.590.00%market75.00%11.10%2.05%9.05%
CENT2020-08-052020-08-062020-08-20131.0431.040.00%market65.00%4.64%2.05%2.58%
CF2020-08-052020-08-062020-08-20133.8133.810.00%market36.92%-2.20%2.05%-4.25%
CIM2020-08-052020-08-062020-08-20125.5025.500.00%market10.34%3.66%2.05%1.61%
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KBH2020-09-222020-09-232020-10-07140.0040.000.00%market56.60%-4.05%2.98%-7.03%
NKE2020-09-222020-09-232020-10-071130.22130.220.00%market102.13%-0.22%2.98%-3.20%
CTAS2020-09-232020-09-242020-10-08180.4880.480.00%market27.78%4.90%7.02%-2.13%
GIS2020-09-232020-09-242020-10-08158.1058.100.00%market14.94%5.56%7.02%-1.46%
JEF2020-09-232020-09-242020-10-08118.6318.630.00%market214.71%1.46%7.02%-5.57%
JKS2020-09-232020-09-242020-10-08132.3932.390.00%market132.50%69.58%7.02%62.56%
AIR2020-09-242020-09-252020-10-09118.3618.360.00%market206.25%11.45%7.52%3.92%
BB2020-09-242020-09-252020-10-0914.814.810.00%market421.08%-1.76%7.52%-9.29%
DRI2020-09-242020-09-252020-10-09198.6098.600.00%market1020.00%3.34%7.52%-4.19%
FDS2020-09-242020-09-252020-10-091332.65332.650.00%market13.39%-1.66%7.52%-9.18%
JBL2020-09-242020-09-252020-10-09134.4734.470.00%market48.48%5.41%7.52%-2.11%
KMX2020-09-242020-09-252020-10-09195.2595.250.00%market65.74%-0.40%7.52%-7.93%
CALM2020-09-282020-09-292020-10-13139.6139.610.00%market24.53%-4.72%4.84%-9.56%
THO2020-09-282020-09-292020-10-13195.8495.840.00%market59.70%-0.47%4.84%-5.30%
UNFI2020-09-282020-09-292020-10-13117.3417.340.00%market43.24%6.07%4.84%1.23%
SNX2020-09-292020-09-302020-10-14170.9270.920.00%market47.35%2.42%4.46%-2.03%
BBBY2020-10-012020-10-022020-10-16178.9478.940.00%market394.12%-2.54%4.70%-7.24%
CAG2020-10-012020-10-022020-10-16136.1236.120.00%market22.81%4.86%4.70%0.16%
IDT2020-10-012020-10-022020-10-1618.458.450.00%market29.17%27.83%4.70%23.13%
PEP2020-10-012020-10-022020-10-161139.28139.280.00%market11.41%1.66%4.70%-3.04%
LEVI2020-10-062020-10-072020-10-21116.8116.810.00%market136.36%-3.19%1.36%-4.56%
PAYX2020-10-062020-10-072020-10-21180.4380.430.00%market12.50%2.62%1.36%1.26%
LW2020-10-072020-10-082020-10-22172.6372.630.00%market103.33%0.24%0.51%-0.27%
RPM2020-10-072020-10-082020-10-22188.3288.320.00%market21.01%0.83%0.51%0.32%
AYI2020-10-082020-10-092020-10-231102.80102.800.00%market15.76%-7.99%0.06%-8.05%
BLK2020-10-132020-10-142020-10-281641.83641.830.00%market18.21%-6.51%-6.87%0.36%
C2020-10-132020-10-142020-10-28143.5243.520.00%market66.67%-5.59%-6.87%1.28%
EDU2020-10-132020-10-142020-10-281165.81165.810.00%market13.86%-0.05%-6.87%6.82%
JNJ2020-10-132020-10-142020-10-281148.82148.820.00%market10.55%-7.13%-6.87%-0.26%
JPM2020-10-132020-10-142020-10-281101.03101.030.00%market24.26%-4.54%-6.87%2.32%
AA2020-10-142020-10-152020-10-29111.4511.450.00%market22.52%11.25%-3.99%15.25%
ASML2020-10-142020-10-152020-10-291383.80383.800.00%market34.50%-3.47%-3.99%0.52%
GS2020-10-142020-10-152020-10-291209.58209.580.00%market73.79%-9.47%-3.99%-5.48%
PGR2020-10-142020-10-152020-10-29196.1496.140.00%market10.65%-5.38%-3.99%-1.39%
PNC2020-10-142020-10-152020-10-291108.34108.340.00%market59.91%1.27%-3.99%5.26%
UNH2020-10-142020-10-152020-10-291318.85318.850.00%market13.59%-4.86%-3.99%-0.86%
CBAN2020-10-152020-10-162020-10-30112.0612.060.00%market39.29%3.80%-6.42%10.22%
CMC2020-10-152020-10-162020-10-30121.6221.620.00%market31.67%-4.59%-6.42%1.84%
ISRG2020-10-152020-10-162020-10-301241.67241.670.00%market33.33%-8.09%-6.42%-1.67%
MS2020-10-152020-10-162020-10-30151.5351.530.00%market31.75%-6.66%-6.42%-0.23%
ALLY2020-10-162020-10-192020-11-02329.0629.060.00%market81.16%-5.12%-5.29%0.17%
BMI2020-10-162020-10-192020-11-02378.0778.070.00%market34.21%-5.20%-5.29%0.09%
RBCAA2020-10-162020-10-192020-11-02332.5132.510.00%market139.02%3.99%-5.29%9.28%
SLB2020-10-162020-10-192020-11-02315.1615.160.00%market23.08%2.67%-5.29%7.96%
SXT2020-10-162020-10-192020-11-02368.3668.360.00%market13.24%-1.65%-5.29%3.64%
VFC2020-10-162020-10-192020-11-02374.5074.500.00%market36.73%-7.79%-5.29%-2.50%
CCK2020-10-192020-10-202020-11-03187.5887.580.00%market24.05%5.24%-2.16%7.41%
CDNS2020-10-192020-10-202020-11-031115.35115.350.00%market14.75%-1.63%-2.16%0.54%
FNB2020-10-192020-10-202020-11-0317.507.500.00%market13.04%6.70%-2.16%8.86%
HAL2020-10-192020-10-202020-11-03112.4412.440.00%market37.50%4.32%-2.16%6.48%
HNI2020-10-192020-10-202020-11-03137.0037.000.00%market54.35%-6.15%-2.16%-3.99%
LII2020-10-192020-10-202020-11-031283.35283.350.00%market12.06%2.69%-2.16%4.85%
LOGI2020-10-192020-10-202020-11-03193.7893.780.00%market228.07%-6.11%-2.16%-3.95%
ONB2020-10-192020-10-202020-11-03114.3914.390.00%market42.42%1.78%-2.16%3.94%
PHG2020-10-192020-10-202020-11-03147.3947.390.00%market53.78%-5.57%-2.16%-3.40%
SFBS2020-10-192020-10-202020-11-03138.1338.130.00%market12.68%1.79%-2.16%3.95%
SFNC2020-10-192020-10-202020-11-03116.3716.370.00%market50.00%9.00%-2.16%11.17%
TFIN2020-10-192020-10-202020-11-03143.5043.500.00%market85.71%-4.33%-2.16%-2.17%
ZION2020-10-192020-10-202020-11-03131.5831.580.00%market14.77%9.02%-2.16%11.18%
ACI2020-10-202020-10-212020-11-04115.2815.280.00%market122.22%1.01%0.06%0.95%
BFC2020-10-202020-10-212020-11-04163.8563.850.00%market37.86%0.32%0.06%0.26%
CALX2020-10-202020-10-212020-11-04126.0426.040.00%market110.53%-6.55%0.06%-6.61%
CBSH2020-10-202020-10-212020-11-04146.3746.370.00%market50.82%-1.26%0.06%-1.33%
CSL2020-10-202020-10-212020-11-041126.67126.670.00%market11.98%1.96%0.06%1.90%
DOV2020-10-202020-10-212020-11-041113.95113.950.00%market21.21%0.01%0.06%-0.06%
EQBK2020-10-202020-10-212020-11-04116.7316.730.00%market20.00%9.28%0.06%9.22%
FULT2020-10-202020-10-212020-11-04110.4910.490.00%market90.00%-0.86%0.06%-0.92%
GATX2020-10-202020-10-212020-11-04168.8468.840.00%market19.77%1.15%0.06%1.09%
GPK2020-10-202020-10-212020-11-04113.8813.880.00%market18.18%-0.68%0.06%-0.74%
HOPE2020-10-202020-10-212020-11-0418.508.500.00%market31.58%-7.98%0.06%-8.04%
HWC2020-10-202020-10-212020-11-04123.0023.000.00%market28.57%-4.23%0.06%-4.29%
IRDM2020-10-202020-10-212020-11-04129.2329.230.00%market75.00%-6.60%0.06%-6.66%
MAN2020-10-202020-10-212020-11-04172.1972.190.00%market90.48%1.30%0.06%1.24%
MLI2020-10-202020-10-212020-11-0417.437.430.00%market223.40%3.26%0.06%3.20%
NBHC2020-10-202020-10-212020-11-04130.5930.590.00%market56.90%-5.76%0.06%-5.82%
NGVT2020-10-202020-10-212020-11-04160.1860.180.00%market82.65%-6.55%0.06%-6.61%
NIC2020-10-202020-10-212020-11-04160.8960.890.00%market22.86%-0.53%0.06%-0.59%
PCAR2020-10-202020-10-212020-11-04160.0660.060.00%market13.85%-1.58%0.06%-1.64%
PG2020-10-202020-10-212020-11-041142.49142.490.00%market14.79%-1.40%0.06%-1.46%
PNFP2020-10-202020-10-212020-11-04141.2541.250.00%market30.28%4.72%0.06%4.66%
PNR2020-10-202020-10-212020-11-04151.6151.610.00%market37.25%0.46%0.06%0.40%
REXR2020-10-202020-10-212020-11-04149.7549.750.00%market162.50%0.82%0.06%0.76%
RF2020-10-202020-10-212020-11-04112.9512.950.00%market45.45%1.29%0.06%1.23%
SNAP2020-10-202020-10-212020-11-04134.9734.970.00%market116.67%19.97%0.06%19.91%
THC2020-10-202020-10-212020-11-04127.9227.920.00%market93.94%-6.01%0.06%-6.07%
TXN2020-10-202020-10-212020-11-041149.10149.100.00%market13.28%1.87%0.06%1.80%
UBS2020-10-202020-10-212020-11-04112.3712.370.00%market115.38%1.52%0.06%1.46%
USNA2020-10-202020-10-212020-11-04180.3180.310.00%market14.29%-4.51%0.06%-4.57%
WDFC2020-10-202020-10-212020-11-041212.28212.280.00%market25.66%17.83%0.06%17.77%
ALGN2020-10-212020-10-222020-11-051424.32424.320.00%market251.56%15.83%2.12%13.71%
AN2020-10-212020-10-222020-11-05164.3964.390.00%market44.24%-7.00%2.12%-9.12%
APH2020-10-212020-10-222020-11-05128.7828.780.00%market22.73%3.69%2.12%1.56%
ARR2020-10-212020-10-222020-11-05147.7547.750.00%market414.71%3.77%2.12%1.65%
AVY2020-10-212020-10-222020-11-051138.59138.590.00%market24.84%6.00%2.12%3.87%
AXTA2020-10-212020-10-222020-11-05127.5027.500.00%market78.79%-3.63%2.12%-5.75%
BANR2020-10-212020-10-222020-11-05138.0038.000.00%market25.61%-2.73%2.12%-4.85%
BKR2020-10-212020-10-222020-11-05114.1714.170.00%market10.99%10.91%2.12%8.79%
BOKF2020-10-212020-10-222020-11-05159.1959.190.00%market40.38%3.48%2.12%1.36%
CLB2020-10-212020-10-222020-11-05115.0015.000.00%market14.29%4.17%2.12%2.04%
CMG2020-10-212020-10-222020-11-05125.8425.840.00%market14.29%1.33%2.12%-0.79%
CNS2020-10-212020-10-222020-11-05158.3258.320.00%market11.67%2.93%2.12%0.81%
EFX2020-10-212020-10-222020-11-051158.15158.150.00%market16.88%-4.21%2.12%-6.33%
ERIC2020-10-212020-10-222020-11-05112.4912.490.00%market25.00%-3.86%2.12%-5.99%
EVR2020-10-212020-10-222020-11-05182.0582.050.00%market192.11%1.80%2.12%-0.32%
EW2020-10-212020-10-222020-11-05179.7479.740.00%market15.91%-2.85%2.12%-4.97%
FCFS2020-10-212020-10-222020-11-05159.2459.240.00%market18.00%-4.46%2.12%-6.58%
GGG2020-10-212020-10-222020-11-05166.0066.000.00%market40.48%-0.87%2.12%-3.00%
ICLR2020-10-212020-10-222020-11-051203.61203.610.00%market12.42%-1.66%2.12%-3.78%
KALU2020-10-212020-10-222020-11-05163.4863.480.00%market83.33%4.03%2.12%1.90%
KEY2020-10-212020-10-222020-11-05112.4812.480.00%market10.81%5.35%2.12%3.23%
KNX2020-10-212020-10-222020-11-05140.6440.640.00%market23.44%-5.34%2.12%-7.46%
LAD2020-10-212020-10-222020-11-051262.58262.580.00%market10.59%0.86%2.12%-1.26%
LOB2020-10-212020-10-222020-11-05133.2633.260.00%market200.00%22.42%2.12%20.30%
LSTR2020-10-212020-10-222020-11-051135.98135.980.00%market17.52%-8.12%2.12%-10.25%
MCB2020-10-212020-10-222020-11-05130.0930.090.00%market29.59%-1.40%2.12%-3.52%
MTH2020-10-212020-10-222020-11-05152.2152.210.00%market17.36%-7.63%2.12%-9.75%
RLI2020-10-212020-10-222020-11-05144.3144.310.00%market520.00%5.84%2.12%3.71%
RUSHA2020-10-212020-10-222020-11-05125.1825.180.00%market166.67%0.22%2.12%-1.90%
SCL2020-10-212020-10-222020-11-051117.38117.380.00%market11.43%1.95%2.12%-0.17%
SLG2020-10-212020-10-222020-11-05149.8849.880.00%market14.11%-3.59%2.12%-5.71%
SLM2020-10-212020-10-222020-11-0519.539.530.00%market487.50%7.66%2.12%5.54%
STC2020-10-212020-10-222020-11-05146.8746.870.00%market54.55%-5.90%2.12%-8.03%
SUI2020-10-212020-10-222020-11-051145.57145.570.00%market11.89%-3.66%2.12%-5.78%
TCBI2020-10-212020-10-222020-11-05139.4039.400.00%market83.05%12.97%2.12%10.85%
ABCB2020-10-222020-10-232020-11-06130.0030.000.00%market83.52%-2.07%1.22%-3.29%
ACCO2020-10-272020-10-282020-11-1115.815.810.00%market26.67%15.73%7.40%8.34%
AFL2020-10-272020-10-282020-11-11135.8435.840.00%market24.11%13.96%7.40%6.56%
AGYS2020-10-272020-10-282020-11-11128.5528.550.00%market141.67%12.23%7.40%4.83%
AHT2020-10-272020-10-282020-11-111147.00147.000.00%market18.68%106.02%7.40%98.62%
AMD2020-10-272020-10-282020-11-11178.7378.730.00%market13.89%3.14%7.40%-4.26%
ADP2020-10-282020-10-292020-11-121154.67154.670.00%market43.88%9.44%8.05%1.40%
AEM2020-10-282020-10-292020-11-12175.9775.970.00%market14.71%-1.97%8.05%-10.01%
AFG2020-10-282020-10-292020-11-12173.0573.050.00%market58.06%13.81%8.05%5.76%
AGI2020-10-282020-10-292020-11-1218.368.360.00%market25.00%7.20%8.05%-0.85%
AIN2020-10-282020-10-292020-11-12152.8352.830.00%market47.69%16.46%8.05%8.42%
AIT2020-10-282020-10-292020-11-12159.7859.780.00%market39.06%15.64%8.05%7.60%
ABEV2020-10-292020-10-302020-11-1312.242.240.00%market50.00%24.90%9.08%15.82%
ACGL2020-10-292020-10-302020-11-13130.8530.850.00%market16.00%10.60%9.08%1.51%
ACHC2020-10-292020-10-302020-11-13133.6333.630.00%market23.64%24.16%9.08%15.08%
ACRE2020-10-292020-10-302020-11-1319.419.410.00%market47.62%10.00%9.08%0.91%
ABR2020-10-302020-11-022020-11-16312.0512.050.00%market42.86%8.20%9.80%-1.60%
ATRO2020-10-302020-11-022020-11-1635.435.430.00%market41.67%42.07%9.80%32.27%
BAH2020-10-302020-11-022020-11-16379.2979.290.00%market11.96%12.63%9.80%2.82%
BCC2020-10-302020-11-022020-11-16339.3239.320.00%market54.84%8.34%9.80%-1.46%
BELFB2020-10-302020-11-022020-11-16311.8911.890.00%market416.67%21.68%9.80%11.88%
BR2020-10-302020-11-022020-11-163138.34138.340.00%market55.56%7.25%9.80%-2.55%
ACH2020-11-022020-11-032020-11-17126.4026.400.00%market14.08%-11.05%8.07%-19.12%
ADUS2020-11-022020-11-032020-11-171105.65105.650.00%market16.92%-5.73%8.07%-13.80%
AIZ2020-11-022020-11-032020-11-171130.49130.490.00%market50.00%6.11%8.07%-1.96%
AMRC2020-11-022020-11-032020-11-17141.4041.400.00%market52.00%4.22%8.07%-3.85%
ANET2020-11-022020-11-032020-11-17115.2015.200.00%market10.91%14.11%8.07%6.04%
AROC2020-11-022020-11-032020-11-1716.436.430.00%market20.00%19.03%8.07%10.96%
BRKR2020-11-022020-11-032020-11-17143.5043.500.00%market35.48%15.03%8.07%6.96%
BTE2020-11-022020-11-032020-11-1710.340.340.00%market62.50%35.19%8.07%27.12%
BWXT2020-11-022020-11-032020-11-17155.7355.730.00%market17.91%1.59%8.07%-6.48%
CDW2020-11-022020-11-032020-11-171130.05130.050.00%market22.00%5.07%8.07%-3.00%
CLX2020-11-022020-11-032020-11-171215.99215.990.00%market38.79%-3.29%8.07%-11.36%
CNA2020-11-022020-11-032020-11-17132.0032.000.00%market18.33%11.09%8.07%3.02%
CNO2020-11-022020-11-032020-11-17118.6818.680.00%market61.22%12.53%8.07%4.46%