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 7: 500 of 25,159)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
EFSC2009-07-212009-07-222009-08-05110.1410.140.00%market84.62%10.85%5.74%5.11%
FCX2009-07-212009-07-222009-08-05128.3028.300.00%market97.14%13.79%5.74%8.05%
FULT2009-07-212009-07-222009-08-0515.005.000.00%market189.52%49.30%5.74%43.56%
GILD2009-07-212009-07-222009-08-05123.2123.210.00%market12.90%0.80%5.74%-4.93%
HWC2009-07-212009-07-222009-08-05133.6533.650.00%market10.26%21.12%5.74%15.38%
ILMN2009-07-212009-07-222009-08-05134.5034.500.00%market22.22%3.61%5.74%-2.13%
LUV2009-07-212009-07-222009-08-0516.906.900.00%market14.29%30.77%5.74%25.03%
MANH2009-07-212009-07-222009-08-0514.244.240.00%market11.11%4.74%5.74%-1.00%
NBR2009-07-212009-07-222009-08-051789.00789.000.00%market23.46%11.37%5.74%5.63%
OFG2009-07-212009-07-222009-08-05111.1511.150.00%market218.75%26.54%5.74%20.80%
SBUX2009-07-212009-07-222009-08-0518.008.000.00%market33.33%15.53%5.74%9.79%
SLM2009-07-212009-07-222009-08-0513.293.290.00%market629.41%-0.40%5.74%-6.14%
STX2009-07-212009-07-222009-08-05111.6711.670.00%market150.00%2.47%5.74%-3.27%
UAL2009-07-212009-07-222009-08-0513.603.600.00%market14.56%64.34%5.74%58.61%
VFC2009-07-212009-07-222009-08-05114.7914.790.00%market21.43%5.44%5.74%-0.29%
VMI2009-07-212009-07-222009-08-05181.1181.110.00%market39.67%-7.09%5.74%-12.83%
WIT2009-07-212009-07-222009-08-0511.371.370.00%market50.00%13.04%5.74%7.30%
ALB2009-07-222009-07-232009-08-06127.7227.720.00%market24.24%14.98%4.48%10.50%
BA2009-07-222009-07-232009-08-06142.0042.000.00%market16.53%8.28%4.48%3.80%
CMG2009-07-222009-07-232009-08-0611.741.740.00%market25.00%7.37%4.48%2.89%
CSL2009-07-222009-07-232009-08-06128.7128.710.00%market46.67%12.89%4.48%8.42%
DAL2009-07-222009-07-232009-08-0615.875.870.00%market17.24%24.09%4.48%19.61%
DOX2009-07-222009-07-232009-08-06123.8823.880.00%market10.42%0.70%4.48%-3.78%
ENTG2009-07-222009-07-232009-08-0613.343.340.00%market45.00%13.07%4.48%8.60%
EQIX2009-07-222009-07-232009-08-06180.0080.000.00%market35.48%1.76%4.48%-2.71%
GNTX2009-07-222009-07-232009-08-0617.087.080.00%market92.90%2.87%4.48%-1.61%
HNI2009-07-222009-07-232009-08-06120.5520.550.00%market137.50%5.16%4.48%0.68%
HST2009-07-222009-07-232009-08-0618.128.120.00%market900.00%22.31%4.48%17.84%
ICLR2009-07-222009-07-232009-08-06121.2521.250.00%market11.76%7.19%4.48%2.72%
ISRG2009-07-222009-07-232009-08-06122.1022.100.00%market28.57%14.06%4.48%9.59%
LII2009-07-222009-07-232009-08-06134.4534.450.00%market11.67%1.53%4.48%-2.95%
MCRI2009-07-222009-07-232009-08-0619.299.290.00%market83.33%-0.32%4.48%-4.79%
MKSI2009-07-222009-07-232009-08-06119.7519.750.00%market26.92%-5.67%4.48%-10.15%
MOS2009-07-222009-07-232009-08-06147.7647.760.00%market230.00%13.78%4.48%9.31%
NTRS2009-07-222009-07-232009-08-06158.0258.020.00%market72.73%4.73%4.48%0.25%
NVR2009-07-222009-07-232009-08-061584.17584.170.00%market65.21%2.09%4.48%-2.38%
PDS2009-07-222009-07-232009-08-061101.40101.400.00%market576.92%10.75%4.48%6.27%
PIPR2009-07-222009-07-232009-08-06110.7310.730.00%market51.28%10.62%4.48%6.14%
RJF2009-07-222009-07-232009-08-06112.5712.570.00%market60.00%16.13%4.48%11.65%
RRC2009-07-222009-07-232009-08-06144.7744.770.00%market16.67%4.03%4.48%-0.44%
RUSHA2009-07-222009-07-232009-08-0615.615.610.00%market60.00%3.11%4.48%-1.37%
SANM2009-07-222009-07-232009-08-0613.183.180.00%market36.84%37.66%4.48%33.19%
STLD2009-07-222009-07-232009-08-06116.4016.400.00%market27.27%4.53%4.48%0.06%
SWKS2009-07-222009-07-232009-08-06111.6811.680.00%market14.29%-3.27%4.48%-7.74%
SYBT2009-07-222009-07-232009-08-06115.2515.250.00%market10.53%6.46%4.48%1.98%
TBI2009-07-222009-07-232009-08-06110.8410.840.00%market280.00%15.67%4.48%11.20%
USB2009-07-222009-07-232009-08-06118.9918.990.00%market20.00%17.86%4.48%13.38%
WFC2009-07-222009-07-232009-08-06124.3824.380.00%market67.65%14.63%4.48%10.15%
WHR2009-07-222009-07-232009-08-06150.9950.990.00%market103.92%13.31%4.48%8.84%
WSBC2009-07-222009-07-232009-08-06114.8314.830.00%market60.00%17.63%4.48%13.16%
ALGN2009-07-232009-07-242009-08-07111.4911.490.00%market425.13%-11.94%4.12%-16.05%
ALK2009-07-232009-07-242009-08-0715.455.450.00%market38.46%6.33%4.12%2.21%
BALL2009-07-232009-07-242009-08-07112.0912.090.00%market11.11%-2.42%4.12%-6.53%
BG2009-07-232009-07-242009-08-07167.0267.020.00%market213.24%7.14%4.12%3.02%
BIDU2009-07-232009-07-242009-08-07133.9933.990.00%market12.16%2.00%4.12%-2.11%
BLDR2009-07-232009-07-242009-08-0714.574.570.00%market32.61%81.74%4.12%77.62%
BMY2009-07-232009-07-242009-08-07120.8020.800.00%market19.15%5.19%4.12%1.07%
CAKE2009-07-232009-07-242009-08-07118.2618.260.00%market23.08%3.62%4.12%-0.49%
CENX2009-07-232009-07-242009-08-0716.666.660.00%market14.63%64.61%4.12%60.50%
COF2009-07-232009-07-242009-08-07126.5626.560.00%market14.47%28.36%4.12%24.25%
DECK2009-07-232009-07-242009-08-0713.723.720.00%market385.44%3.13%4.12%-0.99%
ASH2009-07-242009-07-272009-08-10314.6814.680.00%market10.99%17.47%3.18%14.30%
ACCO2009-07-272009-07-282009-08-1114.324.320.00%market266.67%9.16%2.12%7.04%
AGCO2009-07-282009-07-292009-08-12130.8930.890.00%market16.36%3.23%3.45%-0.21%
CE2009-07-282009-07-292009-08-12124.4024.400.00%market15.22%11.29%3.45%7.85%
AEM2009-07-292009-07-302009-08-13154.1954.190.00%market33.33%4.53%2.77%1.76%
AGNC2009-07-292009-07-302009-08-13125.0025.000.00%market77.19%-6.58%2.77%-9.35%
AMKR2009-07-292009-07-302009-08-1316.116.110.00%market185.71%-2.06%2.77%-4.84%
ABG2009-07-302009-07-312009-08-14113.1413.140.00%market69.23%-1.01%2.17%-3.18%
AORT2009-07-302009-07-312009-08-1415.405.400.00%market12.50%21.20%2.17%19.03%
APA2009-07-302009-07-312009-08-14181.4381.430.00%market31.78%6.63%2.17%4.46%
AVY2009-07-302009-07-312009-08-14126.6626.660.00%market55.56%6.46%2.17%4.29%
AWI2009-07-302009-07-312009-08-14120.6920.690.00%market48.39%17.01%2.17%14.84%
AXTI2009-07-302009-07-312009-08-1411.921.920.00%market50.00%-5.31%2.17%-7.48%
AZN2009-07-302009-07-312009-08-14146.7646.760.00%market17.14%-1.77%2.17%-3.94%
BCPC2009-07-302009-07-312009-08-14117.6817.680.00%market26.32%-3.10%2.17%-5.27%
BELFB2009-07-302009-07-312009-08-14117.5817.580.00%market22.22%-2.72%2.17%-4.89%
BEN2009-07-302009-07-312009-08-14129.1129.110.00%market48.28%8.18%2.17%6.01%
BMRN2009-07-302009-07-312009-08-14115.0915.090.00%market185.46%3.08%2.17%0.91%
BSAC2009-07-302009-07-312009-08-14118.9318.930.00%market34.37%7.14%2.17%4.97%
AEP2009-07-312009-08-032009-08-17331.3031.300.00%market11.48%-1.41%-1.54%0.13%
AIV2009-07-312009-08-032009-08-1731.271.270.00%market303.57%10.14%-1.54%11.68%
AN2009-07-312009-08-032009-08-17321.1521.150.00%market20.83%-11.59%-1.54%-10.05%
AU2009-07-312009-08-032009-08-17339.5139.510.00%market50.00%-9.36%-1.54%-7.82%
B2009-07-312009-08-032009-08-17335.6835.680.00%market330.77%-7.78%-1.54%-6.24%
DORM2009-07-312009-08-032009-08-1738.308.300.00%market20.00%-11.85%-1.54%-10.31%
BBD2009-08-032009-08-042009-08-1814.824.820.00%market25.00%-2.80%-0.90%-1.90%
BKD2009-08-032009-08-042009-08-18111.6111.610.00%market50.00%30.05%-0.90%30.95%
CNA2009-08-032009-08-042009-08-18119.7419.740.00%market67.65%8.16%-0.90%9.06%
EXR2009-08-032009-08-042009-08-1818.328.320.00%market200.00%12.52%-0.90%13.42%
HLF2009-08-032009-08-042009-08-1817.877.870.00%market11.11%3.24%-0.90%4.14%
KMPR2009-08-032009-08-042009-08-18114.3514.350.00%market89.47%16.90%-0.90%17.80%
LGND2009-08-032009-08-042009-08-18110.7010.700.00%market26.83%-2.16%-0.90%-1.26%
ADEA2009-08-042009-08-052009-08-1917.987.980.00%market71.43%-13.38%-0.80%-12.58%
AMRX2009-08-042009-08-052009-08-1917.447.440.00%market66.67%5.01%-0.80%5.81%
ATO2009-08-042009-08-052009-08-19128.5628.560.00%market122.22%-2.69%-0.80%-1.89%
BIO2009-08-042009-08-052009-08-19181.6481.640.00%market29.25%1.38%-0.80%2.19%
BXMT2009-08-042009-08-052009-08-1918.858.850.00%market48.21%10.07%-0.80%10.87%
CAR2009-08-042009-08-052009-08-1919.099.090.00%market75.00%10.79%-0.80%11.59%
COHR2009-08-042009-08-052009-08-19112.3212.320.00%market37.50%-2.94%-0.80%-2.14%
CRL2009-08-042009-08-052009-08-19132.2732.270.00%market13.79%5.68%-0.80%6.48%
CTSH2009-08-042009-08-052009-08-19116.7716.770.00%market26.32%1.87%-0.80%2.67%
CVLT2009-08-042009-08-052009-08-19117.8017.800.00%market50.00%2.03%-0.80%2.84%
DEI2009-08-042009-08-052009-08-19110.7910.790.00%market500.00%2.22%-0.80%3.02%
EA2009-08-042009-08-052009-08-19121.2321.230.00%market84.62%-10.18%-0.80%-9.38%
EHC2009-08-042009-08-052009-08-19112.1312.130.00%market62.50%3.53%-0.80%4.33%
EQNR2009-08-042009-08-052009-08-19122.1322.130.00%market19.44%-2.27%-0.80%-1.47%
ES2009-08-042009-08-052009-08-19122.7622.760.00%market38.24%4.25%-0.80%5.05%
FR2009-08-042009-08-052009-08-1915.275.270.00%market192.59%-0.29%-0.80%0.51%
IBOC2009-08-042009-08-052009-08-19114.2914.290.00%market51.85%3.12%-0.80%3.92%
IOSP2009-08-042009-08-052009-08-19113.0613.060.00%market100.00%-0.02%-0.80%0.78%
KFRC2009-08-042009-08-052009-08-19110.8910.890.00%market66.67%6.51%-0.80%7.32%
LPX2009-08-042009-08-052009-08-1915.235.230.00%market15.15%13.48%-0.80%14.28%
MAC2009-08-042009-08-052009-08-19121.4621.460.00%market1300.00%9.69%-0.80%10.49%
MDGL2009-08-042009-08-052009-08-19194.8594.850.00%market25.34%9.13%-0.80%9.93%
MLM2009-08-042009-08-052009-08-19189.2089.200.00%market10.39%-3.01%-0.80%-2.21%
MRCY2009-08-042009-08-052009-08-19110.7010.700.00%market100.00%-6.27%-0.80%-5.46%
ALG2009-08-052009-08-062009-08-20114.4214.420.00%market60.00%3.78%0.12%3.66%
CENT2009-08-052009-08-062009-08-20110.3010.300.00%market51.72%-0.97%0.12%-1.09%
CPA2009-08-052009-08-062009-08-20144.7044.700.00%market96.88%-6.52%0.12%-6.64%
CVI2009-08-052009-08-062009-08-2017.497.490.00%market40.00%0.30%0.12%0.18%
DVN2009-08-052009-08-062009-08-20163.1063.100.00%market44.07%0.53%0.12%0.41%
ENS2009-08-052009-08-062009-08-20120.0520.050.00%market53.33%4.19%0.12%4.07%
ESS2009-08-052009-08-062009-08-20173.7073.700.00%market495.83%-1.76%0.12%-1.87%
FOR2009-08-052009-08-062009-08-20114.8114.810.00%market150.00%-6.51%0.12%-6.63%
GRMN2009-08-052009-08-062009-08-20132.9032.900.00%market62.75%-10.53%0.12%-10.64%
HVT2009-08-052009-08-062009-08-20110.9810.980.00%market13.89%0.54%0.12%0.42%
KAI2009-08-052009-08-062009-08-20111.7111.710.00%market63.64%11.17%0.12%11.05%
LTC2009-08-052009-08-062009-08-20126.0226.020.00%market50.00%-4.60%0.12%-4.72%
MATV2009-08-052009-08-062009-08-20119.7019.700.00%market121.74%17.56%0.12%17.45%
MBI2009-08-052009-08-062009-08-2016.746.740.00%market314.29%-21.61%0.12%-21.73%
MELI2009-08-052009-08-062009-08-20131.2431.240.00%market25.00%-2.47%0.12%-2.59%
MLR2009-08-052009-08-062009-08-2018.948.940.00%market50.00%8.74%0.12%8.62%
MUR2009-08-052009-08-062009-08-20150.9950.990.00%market38.46%-2.26%0.12%-2.38%
OC2009-08-052009-08-062009-08-20121.3621.360.00%market444.44%-3.24%0.12%-3.36%
OGE2009-08-052009-08-062009-08-20115.1715.170.00%market28.57%3.53%0.12%3.41%
ON2009-08-052009-08-062009-08-2017.857.850.00%market137.53%-1.63%0.12%-1.75%
ORA2009-08-052009-08-062009-08-20141.4341.430.00%market25.00%-12.24%0.12%-12.36%
PAA2009-08-052009-08-062009-08-20123.9623.960.00%market15.62%-2.60%0.12%-2.72%
PRU2009-08-052009-08-062009-08-20147.0047.000.00%market56.67%2.24%0.12%2.12%
RDN2009-08-052009-08-062009-08-2016.736.730.00%market278.48%22.78%0.12%22.66%
SCI2009-08-052009-08-062009-08-2016.996.990.00%market71.43%6.34%0.12%6.22%
SHO2009-08-052009-08-062009-08-2015.985.980.00%market204.76%5.75%0.12%5.63%
SMP2009-08-052009-08-062009-08-20111.2511.250.00%market187.50%4.70%0.12%4.58%
SNEX2009-08-052009-08-062009-08-2013.613.610.00%market18.75%-7.86%0.12%-7.98%
TFSL2009-08-052009-08-062009-08-20111.8511.850.00%market100.00%-3.64%0.12%-3.76%
TS2009-08-052009-08-062009-08-20130.9030.900.00%market45.00%-3.72%0.12%-3.84%
WELL2009-08-052009-08-062009-08-20142.9942.990.00%market26.19%-2.43%0.12%-2.55%
WNC2009-08-052009-08-062009-08-2011.751.750.00%market37.89%14.76%0.12%14.64%
AEE2009-08-062009-08-072009-08-21126.4426.440.00%market11.94%2.21%2.01%0.20%
AER2009-08-062009-08-072009-08-2118.918.910.00%market36.73%-0.32%2.01%-2.34%
AMN2009-08-062009-08-072009-08-2117.357.350.00%market183.33%27.11%2.01%25.10%
ARE2009-08-062009-08-072009-08-21147.9347.930.00%market120.83%7.12%2.01%5.11%
AROC2009-08-062009-08-072009-08-21111.2411.240.00%market25.81%-4.01%2.01%-6.03%
AWR2009-08-062009-08-072009-08-21117.4817.480.00%market39.13%-2.96%2.01%-4.97%
BKH2009-08-062009-08-072009-08-21126.1326.130.00%market166.67%2.85%2.01%0.84%
BX2009-08-062009-08-072009-08-21114.2314.230.00%market77.78%-6.35%2.01%-8.37%
BZH2009-08-062009-08-072009-08-21118.5018.500.00%market53.06%7.74%2.01%5.73%
CMCSA2009-08-062009-08-072009-08-2117.517.510.00%market30.77%0.30%2.01%-1.71%
DAN2009-08-062009-08-072009-08-2114.234.230.00%market276.00%34.89%2.01%32.88%
DIOD2009-08-062009-08-072009-08-21119.0319.030.00%market566.67%9.10%2.01%7.08%
AES2009-08-072009-08-102009-08-24313.8313.830.00%market40.00%4.17%2.20%1.96%
BKNG2009-08-102009-08-112009-08-2515.965.960.00%market14.12%2.08%2.61%-0.52%
AMAT2009-08-112009-08-122009-08-26113.4213.420.00%market62.50%-0.85%3.63%-4.47%
BBAR2009-08-112009-08-122009-08-2614.484.480.00%market121.43%5.93%3.63%2.30%
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AVT2009-10-292009-10-302009-11-13125.3325.330.00%market29.41%8.59%3.12%5.46%
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AZN2009-10-292009-10-302009-11-13145.2445.240.00%market21.74%1.45%3.12%-1.68%
BCPC2009-10-292009-10-302009-11-13118.3318.330.00%market26.32%9.61%3.12%6.49%
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LPX2009-11-032009-11-042009-11-1815.525.520.00%market26.32%15.48%5.46%10.02%
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MATV2009-11-032009-11-042009-11-18126.8926.890.00%market52.17%17.82%5.46%12.37%
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NWN2009-11-032009-11-042009-11-18142.1042.100.00%market30.56%4.86%5.46%-0.59%
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AGYS2009-11-042009-11-052009-11-1916.286.280.00%market166.67%29.36%3.94%25.42%
ALG2009-11-042009-11-052009-11-19113.5013.500.00%market64.29%15.46%3.94%11.52%
ATRC2009-11-042009-11-052009-11-1915.195.190.00%market40.00%11.27%3.94%7.33%
AVNT2009-11-042009-11-052009-11-1916.366.360.00%market180.00%6.66%3.94%2.72%
BBDC2009-11-042009-11-052009-11-19111.6811.680.00%market13.89%7.09%3.94%3.15%
BMA2009-11-042009-11-052009-11-19132.4132.410.00%market29.23%-11.98%3.94%-15.92%
CLDX2009-11-042009-11-052009-11-19175.1575.150.00%market18.87%-2.10%3.94%-6.03%
CMCSA2009-11-042009-11-052009-11-1917.137.130.00%market30.77%5.37%3.94%1.43%
CNO2009-11-042009-11-052009-11-1915.565.560.00%market31.82%-6.93%3.94%-10.87%
CSCO2009-11-042009-11-052009-11-19124.0524.050.00%market16.13%-1.64%3.94%-5.58%
CUZ2009-11-042009-11-052009-11-19120.6120.610.00%market22.87%-4.90%3.94%-8.84%
DVN2009-11-042009-11-052009-11-19167.6167.610.00%market22.22%2.21%3.94%-1.73%
DXCM2009-11-042009-11-052009-11-1911.751.750.00%market12.50%3.90%3.94%-0.04%
EIG2009-11-042009-11-052009-11-19115.3015.300.00%market62.50%-0.95%3.94%-4.89%
ENB2009-11-042009-11-052009-11-19120.1420.140.00%market103.00%2.68%3.94%-1.26%
EPR2009-11-042009-11-052009-11-19133.7833.780.00%market48.28%-8.63%3.94%-12.56%
FBNC2009-11-042009-11-052009-11-19112.2212.220.00%market10.34%12.67%3.94%8.73%
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GRMN2009-11-042009-11-052009-11-19127.1127.110.00%market47.83%16.09%3.94%12.16%
IAG2009-11-042009-11-052009-11-19115.6115.610.00%market40.00%22.51%3.94%18.58%
IFF2009-11-042009-11-052009-11-19139.7239.720.00%market13.89%1.81%3.94%-2.12%
KAI2009-11-042009-11-052009-11-19113.8013.800.00%market129.41%4.32%3.94%0.38%
MDGL2009-11-042009-11-052009-11-19199.0599.050.00%market98.86%34.88%3.94%30.95%
MELI2009-11-042009-11-052009-11-19140.7540.750.00%market29.41%12.12%3.94%8.18%
MKL2009-11-042009-11-052009-11-191326.75326.750.00%market77.33%-0.04%3.94%-3.98%
MRSH2009-11-042009-11-052009-11-19123.0523.050.00%market84.62%-2.05%3.94%-5.99%
NKTR2009-11-042009-11-052009-11-191125.85125.850.00%market13.16%3.95%3.94%0.02%
NRP2009-11-042009-11-052009-11-191218.60218.600.00%market80.90%2.00%3.94%-1.93%
NSIT2009-11-042009-11-052009-11-19110.4110.410.00%market100.00%8.16%3.94%4.22%
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ORA2009-11-042009-11-052009-11-19138.1538.150.00%market40.54%6.35%3.94%2.41%
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BAP2009-11-052009-11-062009-11-20171.1771.170.00%market20.47%3.64%2.98%0.65%
CAH2009-11-052009-11-062009-11-20128.8628.860.00%market25.58%9.98%2.98%7.00%
COKE2009-11-052009-11-062009-11-2014.414.410.00%market500.00%4.21%2.98%1.23%
CPK2009-11-052009-11-062009-11-20121.3921.390.00%market271.29%-3.05%2.98%-6.03%
AIG2009-11-062009-11-092009-11-23332.0532.050.00%market43.94%-2.69%2.66%-5.35%
BANC2009-11-062009-11-092009-11-2336.406.400.00%market100.00%-2.44%2.66%-5.10%
BBAR2009-11-102009-11-112009-11-2517.067.060.00%market221.43%-7.61%0.97%-8.58%
BZH2009-11-102009-11-112009-11-25126.5026.500.00%market167.52%-10.85%0.97%-11.82%
AMAT2009-11-112009-11-122009-11-27112.9912.990.00%market280.75%-5.49%-0.39%-5.10%
DAC2009-11-112009-11-122009-11-27164.1264.120.00%market16.99%-3.81%-0.39%-3.42%
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TCOM2009-11-112009-11-122009-11-27117.4717.470.00%market727.05%0.24%-0.39%0.63%
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AG2009-11-122009-11-132009-11-3013.133.130.00%market100.00%11.08%0.58%10.51%
BCE2009-11-122009-11-132009-11-30125.6925.690.00%market23.53%3.05%0.58%2.48%
DAR2009-11-122009-11-132009-11-3016.856.850.00%market26.67%3.84%0.58%3.27%
DIS2009-11-122009-11-132009-11-30129.7529.750.00%market12.20%1.48%0.58%0.90%
GBX2009-11-122009-11-132009-11-3019.759.750.00%market1522.81%9.95%0.58%9.37%
PRIM2009-11-122009-11-132009-11-3017.797.790.00%market43.75%-3.05%0.58%-3.63%
A2009-11-132009-11-162009-12-01320.2020.200.00%market39.13%4.11%0.83%3.27%
ANF2009-11-132009-11-162009-12-01340.7740.770.00%market175.00%-1.84%0.83%-2.67%
ARL2009-11-132009-11-162009-12-0138.908.900.00%market30.83%14.73%0.83%13.90%
CIG2009-11-132009-11-162009-12-0137.137.130.00%market37.50%7.05%0.83%6.22%
CIG-C2009-11-132009-11-162009-12-0133.213.210.00%market44.44%9.25%0.83%8.41%
TK2009-11-132009-11-162009-12-01323.2323.230.00%market20.00%7.86%0.83%7.03%
TNK2009-11-132009-11-162009-12-01365.7665.760.00%market135.29%-2.53%0.83%-3.37%
AGO2009-11-162009-11-172009-12-02124.9124.910.00%market41.94%-11.98%0.30%-12.28%
ARI2009-11-162009-11-172009-12-02117.7517.750.00%market87.50%-1.90%0.30%-2.20%
IRDM2009-11-162009-11-172009-12-0218.748.740.00%market12700.00%-8.57%0.30%-8.86%
ADSK2009-11-172009-11-182009-12-03125.0225.020.00%market17.39%-4.54%-0.79%-3.75%
DDS2009-11-172009-11-182009-12-03114.4014.400.00%market94.00%16.15%-0.79%16.94%
HD2009-11-172009-11-182009-12-03126.8626.860.00%market13.89%3.88%-0.79%4.67%
MLCO2009-11-172009-11-182009-12-0313.753.750.00%market11.11%-6.07%-0.79%-5.28%
TGT2009-11-172009-11-182009-12-03148.2548.250.00%market16.00%-4.04%-0.79%-3.25%
BBWI2009-11-182009-11-192009-12-04113.8213.820.00%market263.64%0.33%0.45%-0.12%
DCI2009-11-182009-11-192009-12-04122.0822.080.00%market35.29%-3.27%0.45%-3.72%
ESLT2009-11-182009-11-192009-12-04160.3060.300.00%market18.42%3.50%0.45%3.05%
NTAP2009-11-182009-11-192009-12-04130.7330.730.00%market23.33%6.44%0.45%5.99%
PVH2009-11-182009-11-192009-12-04142.8642.860.00%market21.35%-3.95%0.45%-4.40%
SMTC2009-11-182009-11-192009-12-04115.6315.630.00%market19.05%7.77%0.45%7.32%
BRC2009-11-192009-11-202009-12-07130.2930.290.00%market12.20%2.51%1.46%1.05%
CATO2009-11-192009-11-202009-12-07120.6220.620.00%market11.11%-3.54%1.46%-5.00%
DKS2009-11-192009-11-202009-12-07122.4022.400.00%market77.78%-2.11%1.46%-3.56%
GFF2009-11-192009-11-202009-12-0718.608.600.00%market31.25%24.90%1.46%23.44%
INTU2009-11-192009-11-202009-12-07129.5329.530.00%market37.50%0.14%1.46%-1.32%
KLIC2009-11-192009-11-202009-12-0714.604.600.00%market128.57%12.94%1.46%11.49%
WSM2009-11-192009-11-202009-12-07110.9210.920.00%market220.00%-3.12%1.46%-4.58%
SJM2009-11-202009-11-232009-12-08357.7757.770.00%market17.31%1.94%-1.00%2.95%
ADI2009-11-232009-11-242009-12-09129.1529.150.00%market38.46%4.50%-0.88%5.38%
PPC2009-11-232009-11-242009-12-0915.755.750.00%market118.37%24.60%-0.88%25.48%
SBLK2009-11-232009-11-242009-12-091261.75261.750.00%market425.00%-14.71%-0.88%-13.83%
BMO2009-11-242009-11-252009-12-10151.0051.000.00%market10.78%-0.57%-0.48%-0.09%
DBI2009-11-242009-11-252009-12-10111.6411.640.00%market30.43%1.70%-0.48%2.18%
DLTR2009-11-242009-11-252009-12-10117.0617.060.00%market13.64%-6.06%-0.48%-5.58%
GCO2009-11-242009-11-252009-12-10126.2726.270.00%market17.78%-10.19%-0.48%-9.71%
HRL2009-11-242009-11-252009-12-1019.579.570.00%market11.76%0.53%-0.48%1.00%
SIG2009-11-242009-11-252009-12-10126.2826.280.00%market50.00%-5.81%-0.48%-5.33%
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GGAL2009-11-252009-11-272009-12-1125.385.380.00%market83.33%1.76%2.50%-0.74%
THO2009-11-302009-12-012009-12-15128.4928.490.00%market20.00%-1.82%0.39%-2.21%
UTI2009-12-012009-12-022009-12-16118.3018.300.00%market68.42%4.54%0.22%4.33%