EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 10d) (lookback 50y) (max 100 pos)
Run 9a934044 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
6202
Win rate
54.06%
Avg return
1.13%
Median return
0.75%
Avg abnormal
0.39%
Median abnormal
-0.03%
Best trade
93.96%
Worst trade
-49.84%
Sharpe (per-trade)
0.12
Daily portfolio drawdown
-11.18%
Portfolio (equal_weight)
Total return
70.14%
Max drawdown
-11.18%
Avg trade return
1.13%
Win rate
54.06%
Signals
6715
Configured concurrent
100
Observed concurrent
100
Trades taken
6202
Skipped (no capacity)
513
Excess vs benchmark
-396.18%
Avg entry slippage
0.00%
Return if filled at market
70.14%
VWAP fills
0
VWAP fallbacks
0
513 of 6715 qualifying signals were dropped because no position slot or cash was available.
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2006 | 2 | -2.69% | -5.13% | 50.00% |
| 2007 | 2 | -1.62% | 1.18% | 50.00% |
| 2008 | 1 | 7.02% | 6.18% | 100.00% |
| 2009 | 2 | 5.58% | 4.44% | 100.00% |
| 2010 | 2 | -2.77% | -3.23% | 0.00% |
| 2011 | 1 | 6.23% | 13.72% | 100.00% |
| 2012 | 1 | 1.25% | 4.28% | 100.00% |
| 2015 | 1 | 0.12% | -2.13% | 100.00% |
| 2016 | 208 | 3.65% | 2.32% | 67.79% |
| 2017 | 516 | 0.76% | 0.40% | 49.61% |
| 2018 | 527 | 0.78% | 0.14% | 51.99% |
| 2019 | 463 | -0.07% | -0.31% | 51.62% |
| 2020 | 571 | 0.25% | -1.02% | 51.66% |
| 2021 | 765 | 1.90% | 0.96% | 58.82% |
| 2022 | 692 | 0.84% | 0.88% | 52.31% |
| 2023 | 648 | 1.05% | 0.26% | 52.16% |
| 2024 | 675 | 2.05% | 0.32% | 57.19% |
| 2025 | 716 | 1.41% | 1.01% | 56.42% |
| 2026 | 409 | 0.53% | -0.24% | 48.90% |
Trades (page 1: 500 of 6,202)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Debt / equity | P/E | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UL | 2006-11-02 | 2006-11-03 | 2006-11-17 | 1 | 29.57 | 29.57 | 0.00% | market | 131.11% | — | — | 1.66% | 2.29% | -0.64% |
| BHP | 2006-11-03 | 2006-11-06 | 2006-11-20 | 3 | 36.02 | 36.02 | 0.00% | market | 18.62% | — | — | -7.04% | 2.58% | -9.63% |
| IHG | 2007-05-09 | 2007-05-10 | 2007-05-24 | 1 | 38.01 | 38.01 | 0.00% | market | 19.05% | — | — | 6.77% | 0.22% | 6.55% |
| IHG | 2007-11-06 | 2007-11-07 | 2007-11-21 | 1 | 26.55 | 26.55 | 0.00% | market | 13.16% | — | — | -10.01% | -5.82% | -4.18% |
| IHG | 2008-11-11 | 2008-11-12 | 2008-11-26 | 1 | 9.41 | 9.41 | 0.00% | market | 33.33% | — | — | 7.02% | 0.84% | 6.18% |
| IHG | 2009-05-12 | 2009-05-13 | 2009-05-28 | 1 | 12.58 | 12.58 | 0.00% | market | 15.00% | — | — | 8.72% | 1.31% | 7.41% |
| IHG | 2009-11-10 | 2009-11-11 | 2009-11-25 | 1 | 17.75 | 17.75 | 0.00% | market | 27.50% | — | — | 2.44% | 0.97% | 1.47% |
| SRL | 2010-03-26 | 2010-03-29 | 2010-04-13 | 3 | 63.50 | 63.50 | 0.00% | market | 1126.67% | — | — | -3.91% | 2.27% | -6.18% |
| CCEP | 2010-04-27 | 2010-04-28 | 2010-05-12 | 1 | 28.28 | 28.28 | 0.00% | market | 22.73% | — | — | -1.62% | -1.34% | -0.28% |
| AU | 2011-08-04 | 2011-08-05 | 2011-08-19 | 1 | 43.11 | 43.11 | 0.00% | market | 103.33% | — | — | 6.23% | -7.49% | 13.72% |
| HMY | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 9.64 | 9.64 | 0.00% | market | 25.00% | — | — | 1.25% | -3.04% | 4.28% |
| SNN | 2015-02-05 | 2015-02-06 | 2015-02-23 | 1 | 36.41 | 36.41 | 0.00% | market | 27.50% | — | — | 0.12% | 2.25% | -2.13% |
| HUBG | 2016-02-03 | 2016-02-04 | 2016-02-19 | 1 | 15.93 | 15.93 | 0.00% | market | 125.00% | — | — | 13.58% | 0.68% | 12.91% |
| PAC | 2016-02-25 | 2016-02-26 | 2016-03-11 | 1 | 80.28 | 80.28 | 0.00% | market | 54.41% | — | — | 2.91% | 3.15% | -0.23% |
| HUBG | 2016-04-26 | 2016-04-27 | 2016-05-11 | 1 | 20.20 | 20.20 | 0.00% | market | 45.00% | — | — | -3.66% | -0.94% | -2.72% |
| HWM | 2016-07-11 | 2016-07-12 | 2016-07-26 | 1 | 23.16 | 23.16 | 0.00% | market | 60.71% | — | — | -0.38% | 1.03% | -1.42% |
| MTG | 2016-07-19 | 2016-07-20 | 2016-08-03 | 1 | 7.02 | 7.02 | 0.00% | market | 30.00% | — | — | 4.74% | -0.00% | 4.75% |
| FNF | 2016-07-20 | 2016-07-21 | 2016-08-04 | 1 | 26.29 | 26.29 | 0.00% | market | 12.12% | — | — | -1.05% | -0.25% | -0.80% |
| QCOM | 2016-07-20 | 2016-07-21 | 2016-08-04 | 1 | 59.80 | 59.80 | 0.00% | market | 19.59% | — | — | 1.87% | -0.25% | 2.13% |
| UFPI | 2016-07-20 | 2016-07-21 | 2016-08-04 | 1 | 34.62 | 34.62 | 0.00% | market | 12.24% | — | — | 3.42% | -0.25% | 3.68% |
| AMD | 2016-07-21 | 2016-07-22 | 2016-08-05 | 1 | 5.73 | 5.73 | 0.00% | market | 44.44% | — | — | 15.26% | 0.82% | 14.44% |
| CAMT | 2016-07-21 | 2016-07-22 | 2016-08-05 | 1 | 2.57 | 2.57 | 0.00% | market | 100.00% | — | — | 1.07% | 0.82% | 0.25% |
| SIMO | 2016-07-21 | 2016-07-22 | 2016-08-05 | 1 | 53.39 | 53.39 | 0.00% | market | 13.16% | — | — | 0.03% | 0.82% | -0.79% |
| AXS | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 54.82 | 54.82 | 0.00% | market | 45.71% | — | — | 3.44% | 0.21% | 3.23% |
| BAX | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 48.01 | 48.01 | 0.00% | market | 17.95% | — | — | 1.13% | 0.21% | 0.92% |
| BVN | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 12.88 | 12.88 | 0.00% | market | 109.09% | — | — | 18.15% | 0.21% | 17.94% |
| CINF | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 74.88 | 74.88 | 0.00% | market | 32.56% | — | — | 1.40% | 0.21% | 1.19% |
| KKR | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 14.50 | 14.50 | 0.00% | market | 360.00% | — | — | 0.80% | 0.21% | 0.59% |
| ACGL | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 23.84 | 23.84 | 0.00% | market | 15.15% | — | — | 4.93% | 1.09% | 3.84% |
| AXTI | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 4.00 | 4.00 | 0.00% | market | 219.83% | — | — | -0.60% | 1.09% | -1.69% |
| DLB | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 45.00 | 45.00 | 0.00% | market | 21.57% | — | — | 10.30% | 1.09% | 9.21% |
| EVR | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 48.25 | 48.25 | 0.00% | market | 36.84% | — | — | 6.84% | 1.09% | 5.75% |
| GLW | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 21.49 | 21.49 | 0.00% | market | 15.62% | — | — | 6.55% | 1.09% | 5.46% |
| GRMN | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 52.00 | 52.00 | 0.00% | market | 29.85% | — | — | 6.23% | 1.09% | 5.14% |
| HMN | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 35.52 | 35.52 | 0.00% | market | 47.06% | — | — | -0.72% | 1.09% | -1.81% |
| LMAT | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 16.03 | 16.03 | 0.00% | market | 27.27% | — | — | 7.76% | 1.09% | 6.67% |
| LOGI | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 19.74 | 19.74 | 0.00% | market | 100.00% | — | — | 8.66% | 1.09% | 7.57% |
| BEN | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 34.91 | 34.91 | 0.00% | market | 14.93% | — | — | 1.68% | 0.92% | 0.75% |
| CWST | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 9.14 | 9.14 | 0.00% | market | 140.00% | — | — | 3.29% | 0.92% | 2.37% |
| DGII | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 11.95 | 11.95 | 0.00% | market | 60.00% | — | — | -2.69% | 0.92% | -3.62% |
| EME | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 56.22 | 56.22 | 0.00% | market | 33.80% | — | — | 0.90% | 0.92% | -0.03% |
| OSK | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 54.31 | 54.31 | 0.00% | market | 22.83% | — | — | -2.59% | 0.92% | -3.51% |
| PENN | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 15.06 | 15.06 | 0.00% | market | 37.93% | — | — | -3.02% | 0.92% | -3.95% |
| UTHR | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 118.97 | 118.97 | 0.00% | market | 36.34% | — | — | 5.13% | 0.92% | 4.20% |
| SONY | 2016-07-29 | 2016-08-01 | 2016-08-15 | 3 | 6.60 | 6.60 | 0.00% | market | 153.57% | — | — | -0.86% | 0.87% | -1.73% |
| CGNX | 2016-08-01 | 2016-08-02 | 2016-08-16 | 1 | 25.75 | 25.75 | 0.00% | market | 13.64% | — | — | -3.13% | 0.60% | -3.73% |
| ACLS | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 11.05 | 11.05 | 0.00% | market | 163.16% | — | — | 3.52% | 1.34% | 2.18% |
| COHR | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 21.26 | 21.26 | 0.00% | market | 66.67% | — | — | 1.45% | 1.34% | 0.11% |
| EA | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 76.66 | 76.66 | 0.00% | market | 393.65% | — | — | 3.96% | 1.34% | 2.62% |
| ESE | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 43.23 | 43.23 | 0.00% | market | 13.95% | — | — | 3.37% | 1.34% | 2.03% |
| GNW | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 3.43 | 3.43 | 0.00% | market | 19.05% | — | — | 11.27% | 1.34% | 9.93% |
| H | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 50.14 | 50.14 | 0.00% | market | 36.17% | — | — | 5.66% | 1.34% | 4.32% |
| MOD | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 10.00 | 10.00 | 0.00% | market | 16.67% | — | — | 2.30% | 1.34% | 0.96% |
| MRCY | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 25.66 | 25.66 | 0.00% | market | 50.00% | — | — | -9.88% | 1.34% | -11.22% |
| NOVT | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 15.80 | 15.80 | 0.00% | market | 12.50% | — | — | 4.90% | 1.34% | 3.56% |
| POWL | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 12.96 | 12.96 | 0.00% | market | 213.33% | — | — | 1.60% | 1.34% | 0.26% |
| SUPN | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 23.98 | 23.98 | 0.00% | market | 38.46% | — | — | -7.90% | 1.34% | -9.24% |
| AGO | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 26.76 | 26.76 | 0.00% | market | 90.74% | — | — | 2.40% | 1.18% | 1.22% |
| DKL | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 26.02 | 26.02 | 0.00% | market | 13.79% | — | — | 10.05% | 1.18% | 8.87% |
| KAI | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 55.85 | 55.85 | 0.00% | market | 35.38% | — | — | -4.54% | 1.18% | -5.72% |
| KLIC | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 11.90 | 11.90 | 0.00% | market | 21.62% | — | — | 8.64% | 1.18% | 7.46% |
| MC | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 26.00 | 26.00 | 0.00% | market | 20.69% | — | — | 0.05% | 1.18% | -1.13% |
| NSIT | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 30.75 | 30.75 | 0.00% | market | 29.33% | — | — | 1.30% | 1.18% | 0.12% |
| NVMI | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 11.18 | 11.18 | 0.00% | market | 54.55% | — | — | 5.45% | 1.18% | 4.27% |
| HL | 2016-08-04 | 2016-08-05 | 2016-08-19 | 1 | 6.37 | 6.37 | 0.00% | market | 40.00% | — | — | 6.02% | 0.98% | 5.04% |
| LNTH | 2016-08-04 | 2016-08-05 | 2016-08-19 | 1 | 4.20 | 4.20 | 0.00% | market | 300.00% | — | — | 87.76% | 0.98% | 86.77% |
| MSI | 2016-08-04 | 2016-08-05 | 2016-08-19 | 1 | 70.37 | 70.37 | 0.00% | market | 14.44% | — | — | 8.38% | 0.98% | 7.40% |
| BATRK | 2016-08-05 | 2016-08-08 | 2016-08-22 | 3 | 15.67 | 15.67 | 0.00% | market | 57.14% | — | — | 5.90% | 0.06% | 5.84% |
| GRBK | 2016-08-08 | 2016-08-09 | 2016-08-23 | 1 | 7.69 | 7.69 | 0.00% | market | 175.00% | — | — | 0.55% | 0.39% | 0.17% |
| BMA | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 73.73 | 73.73 | 0.00% | market | 26.01% | — | — | 8.28% | -0.21% | 8.49% |
| FF | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 11.77 | 11.77 | 0.00% | market | 37.50% | — | — | 0.32% | -0.21% | 0.54% |
| FSK | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 37.92 | 37.92 | 0.00% | market | 125.24% | — | — | 1.80% | -0.21% | 2.01% |
| LBRDA | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 66.04 | 66.04 | 0.00% | market | 14066.48% | — | — | 0.94% | -0.21% | 1.16% |
| LITE | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 33.41 | 33.41 | 0.00% | market | 17.14% | — | — | 0.65% | -0.21% | 0.86% |
| YRD | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 30.18 | 30.18 | 0.00% | market | 179.17% | — | — | -18.85% | -0.21% | -18.64% |
| SSRM | 2016-08-10 | 2016-08-11 | 2016-08-25 | 1 | 14.42 | 14.42 | 0.00% | market | 177.78% | — | — | -9.25% | -0.26% | -9.00% |
| HIMX | 2016-08-11 | 2016-08-12 | 2016-08-26 | 1 | 8.90 | 8.90 | 0.00% | market | 20.00% | — | — | 11.36% | -0.46% | 11.82% |
| PAAS | 2016-08-11 | 2016-08-12 | 2016-08-26 | 1 | 20.40 | 20.40 | 0.00% | market | 379.53% | — | — | -12.01% | -0.46% | -11.55% |
| DKS | 2016-08-16 | 2016-08-17 | 2016-08-31 | 1 | 58.11 | 58.11 | 0.00% | market | 18.84% | — | — | 0.74% | -0.28% | 1.03% |
| HTHT | 2016-08-16 | 2016-08-17 | 2016-08-31 | 1 | 10.27 | 10.27 | 0.00% | market | 88.89% | — | — | 8.57% | -0.28% | 8.85% |
| URBN | 2016-08-16 | 2016-08-17 | 2016-08-31 | 1 | 35.37 | 35.37 | 0.00% | market | 17.86% | — | — | 1.26% | -0.28% | 1.54% |
| BBWI | 2016-08-17 | 2016-08-18 | 2016-09-01 | 1 | 62.09 | 62.09 | 0.00% | market | 18.64% | — | — | -2.73% | -0.44% | -2.29% |
| NTES | 2016-08-17 | 2016-08-18 | 2016-09-01 | 1 | 43.40 | 43.40 | 0.00% | market | 43.14% | — | — | -0.61% | -0.44% | -0.17% |
| BBY | 2016-08-23 | 2016-08-24 | 2016-09-08 | 1 | 39.20 | 39.20 | 0.00% | market | 32.56% | — | — | -3.37% | -0.13% | -3.23% |
| TLYS | 2016-08-24 | 2016-08-25 | 2016-09-09 | 1 | 7.90 | 7.90 | 0.00% | market | 273.97% | — | — | 18.63% | -1.90% | 20.53% |
| MESO | 2016-08-25 | 2016-08-26 | 2016-09-12 | 1 | 10.26 | 10.26 | 0.00% | market | 4000.00% | — | — | -11.60% | -0.73% | -10.88% |
| REX | 2016-08-25 | 2016-08-26 | 2016-09-12 | 1 | 13.42 | 13.42 | 0.00% | market | 70.32% | — | — | 7.65% | -0.73% | 8.37% |
| DBI | 2016-08-30 | 2016-08-31 | 2016-09-15 | 1 | 23.25 | 23.25 | 0.00% | market | 16.67% | — | — | 1.49% | -1.07% | 2.56% |
| OLLI | 2016-08-31 | 2016-09-01 | 2016-09-16 | 1 | 28.37 | 28.37 | 0.00% | market | 16.67% | — | — | -12.72% | -1.84% | -10.88% |
| GCO | 2016-09-01 | 2016-09-02 | 2016-09-19 | 1 | 48.04 | 48.04 | 0.00% | market | 30.77% | — | — | 7.77% | -2.28% | 10.05% |
| AGX | 2016-09-06 | 2016-09-07 | 2016-09-21 | 1 | 50.00 | 50.00 | 0.00% | market | 63.29% | — | — | 13.80% | -1.38% | 15.18% |
| MRVL | 2016-09-06 | 2016-09-07 | 2016-09-21 | 1 | 12.57 | 12.57 | 0.00% | market | 63.64% | — | — | 2.68% | -1.38% | 4.06% |
| ABM | 2016-09-07 | 2016-09-08 | 2016-09-22 | 1 | 40.00 | 40.00 | 0.00% | market | 35.00% | — | — | -0.10% | -0.66% | 0.56% |
| BRC | 2016-09-09 | 2016-09-12 | 2016-09-26 | 3 | 34.26 | 34.26 | 0.00% | market | 32.43% | — | — | 1.33% | 0.87% | 0.46% |
| THO | 2016-09-26 | 2016-09-27 | 2016-10-11 | 1 | 85.86 | 85.86 | 0.00% | market | 18.05% | — | — | -2.70% | -0.29% | -2.41% |
| EBF | 2016-09-27 | 2016-09-28 | 2016-10-12 | 1 | 17.20 | 17.20 | 0.00% | market | 34.62% | — | — | -7.25% | -0.98% | -6.27% |
| NKE | 2016-09-27 | 2016-09-28 | 2016-10-12 | 1 | 54.60 | 54.60 | 0.00% | market | 30.36% | — | — | -4.06% | -0.98% | -3.07% |
| IDT | 2016-09-28 | 2016-09-29 | 2016-10-13 | 1 | 16.50 | 16.50 | 0.00% | market | 72.41% | — | — | 5.72% | -1.57% | 7.28% |
| MG | 2016-10-06 | 2016-10-07 | 2016-10-21 | 1 | 21.75 | 21.75 | 0.00% | market | 15.00% | — | — | -3.55% | -0.98% | -2.57% |
| LNN | 2016-10-13 | 2016-10-14 | 2016-10-28 | 1 | 78.28 | 78.28 | 0.00% | market | 78.05% | — | — | 0.04% | -0.75% | 0.79% |
| MTG | 2016-10-18 | 2016-10-19 | 2016-11-02 | 1 | 8.42 | 8.42 | 0.00% | market | 47.06% | — | — | -5.21% | -2.00% | -3.21% |
| NIC | 2016-10-18 | 2016-10-19 | 2016-11-02 | 1 | 38.99 | 38.99 | 0.00% | market | 23.21% | — | — | -2.54% | -2.00% | -0.54% |
| RF | 2016-10-18 | 2016-10-19 | 2016-11-02 | 1 | 10.33 | 10.33 | 0.00% | market | 14.29% | — | — | 1.64% | -2.00% | 3.64% |
| EXPO | 2016-10-19 | 2016-10-20 | 2016-11-03 | 1 | 26.00 | 26.00 | 0.00% | market | 23.53% | — | — | 9.71% | -2.38% | 12.09% |
| FTI | 2016-10-19 | 2016-10-20 | 2016-11-03 | 1 | 26.44 | 26.44 | 0.00% | market | 52.17% | — | — | 0.96% | -2.38% | 3.34% |
| CLS | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 11.00 | 11.00 | 0.00% | market | 43.33% | — | — | 7.54% | -2.49% | 10.03% |
| NBHC | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 24.95 | 24.95 | 0.00% | market | 42.86% | — | — | -5.67% | -2.49% | -3.18% |
| STC | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 45.07 | 45.07 | 0.00% | market | 17.31% | — | — | -4.87% | -2.49% | -2.38% |
| AGNC | 2016-10-24 | 2016-10-25 | 2016-11-08 | 1 | 20.13 | 20.13 | 0.00% | market | 16.36% | — | — | -1.24% | -0.27% | -0.98% |
| WFG | 2016-10-24 | 2016-10-25 | 2016-11-08 | 1 | 31.77 | 31.77 | 0.00% | market | 42.16% | — | — | 10.38% | -0.27% | 10.65% |
| ZION | 2016-10-24 | 2016-10-25 | 2016-11-08 | 1 | 32.65 | 32.65 | 0.00% | market | 14.00% | — | — | -0.87% | -0.27% | -0.60% |
| COHR | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 26.40 | 26.40 | 0.00% | market | 52.17% | — | — | 8.23% | 1.49% | 6.75% |
| LOGI | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 24.71 | 24.71 | 0.00% | market | 40.00% | — | — | -0.55% | 1.49% | -2.03% |
| MCRI | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 25.20 | 25.20 | 0.00% | market | 12.50% | — | — | -6.61% | 1.49% | -8.09% |
| NTB | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 25.48 | 25.48 | 0.00% | market | 22.45% | — | — | 5.67% | 1.49% | 4.18% |
| USNA | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 65.23 | 65.23 | 0.00% | market | 12.15% | — | — | -4.62% | 1.49% | -6.11% |
| VLO | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 58.72 | 58.72 | 0.00% | market | 33.33% | — | — | 5.54% | 1.49% | 4.05% |
| AIT | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 48.35 | 48.35 | 0.00% | market | 14.75% | — | — | 11.48% | 1.09% | 10.39% |
| AXS | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 57.46 | 57.46 | 0.00% | market | 69.52% | — | — | 5.89% | 1.09% | 4.80% |
| AXTI | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 5.38 | 5.38 | 0.00% | market | 86.67% | — | — | -9.02% | 1.09% | -10.11% |
| BEN | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 35.22 | 35.22 | 0.00% | market | 18.84% | — | — | 7.37% | 1.09% | 6.28% |
| CAKE | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 54.00 | 54.00 | 0.00% | market | 14.75% | — | — | 5.47% | 1.09% | 4.38% |
| EVR | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 55.40 | 55.40 | 0.00% | market | 24.49% | — | — | 8.84% | 1.09% | 7.74% |
| GRMN | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 50.20 | 50.20 | 0.00% | market | 38.89% | — | — | -1.55% | 1.09% | -2.64% |
| LMAT | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 20.30 | 20.30 | 0.00% | market | 13.33% | — | — | 14.68% | 1.09% | 13.59% |
| MC | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 27.40 | 27.40 | 0.00% | market | 29.41% | — | — | -0.10% | 1.09% | -1.19% |
| TER | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 23.33 | 23.33 | 0.00% | market | 17.86% | — | — | 0.20% | 1.09% | -0.89% |
| UCTT | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 8.60 | 8.60 | 0.00% | market | 41.67% | — | — | 8.39% | 1.09% | 7.30% |
| VLRS | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 19.22 | 19.22 | 0.00% | market | 37.84% | — | — | -17.63% | 1.09% | -18.72% |
| ALV | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 68.86 | 68.86 | 0.00% | market | 17.39% | — | — | 1.19% | 1.54% | -0.35% |
| BMY | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 52.11 | 52.11 | 0.00% | market | 18.46% | — | — | 8.08% | 1.54% | 6.54% |
| CRUS | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 56.87 | 56.87 | 0.00% | market | 28.57% | — | — | -4.07% | 1.54% | -5.61% |
| CYTK | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 9.75 | 9.75 | 0.00% | market | 355.17% | — | — | 14.77% | 1.54% | 13.23% |
| DGII | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 10.00 | 10.00 | 0.00% | market | 27.27% | — | — | 16.40% | 1.54% | 14.86% |
| ENOV | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 55.49 | 55.49 | 0.00% | market | 12.50% | — | — | 12.68% | 1.54% | 11.14% |
| HCA | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 79.33 | 79.33 | 0.00% | market | 13.38% | — | — | -12.39% | 1.54% | -13.93% |
| MSTR | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 19.00 | 19.00 | 0.00% | market | 35.29% | — | — | 3.48% | 1.54% | 1.94% |
| MTRN | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 30.25 | 30.25 | 0.00% | market | 27.78% | — | — | 18.91% | 1.54% | 17.37% |
| ONTO | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 21.96 | 21.96 | 0.00% | market | 17.86% | — | — | 6.60% | 1.54% | 5.06% |
| PENN | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 12.94 | 12.94 | 0.00% | market | 82.14% | — | — | 3.45% | 1.54% | 1.92% |
| SIMO | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 44.91 | 44.91 | 0.00% | market | 13.83% | — | — | -3.31% | 1.54% | -4.85% |
| SMCI | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 2.36 | 2.36 | 0.00% | market | 67.13% | — | — | 7.95% | 1.54% | 6.41% |
| SSD | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 42.11 | 42.11 | 0.00% | market | 14.81% | — | — | 8.40% | 1.54% | 6.86% |
| TAL | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 13.68 | 13.68 | 0.00% | market | 33.33% | — | — | -7.34% | 1.54% | -8.88% |
| UFI | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 30.55 | 30.55 | 0.00% | market | 54.55% | — | — | -0.98% | 1.54% | -2.52% |
| PSX | 2016-10-28 | 2016-10-31 | 2016-11-14 | 3 | 80.20 | 80.20 | 0.00% | market | 19.32% | — | — | 3.84% | 1.72% | 2.12% |
| SNY | 2016-10-28 | 2016-10-31 | 2016-11-14 | 3 | 39.01 | 39.01 | 0.00% | market | 16.28% | — | — | 6.13% | 1.72% | 4.41% |
| CGNX | 2016-10-31 | 2016-11-01 | 2016-11-15 | 1 | 27.58 | 27.58 | 0.00% | market | 21.74% | — | — | 5.92% | 2.51% | 3.41% |
| CNA | 2016-10-31 | 2016-11-01 | 2016-11-15 | 1 | 36.93 | 36.93 | 0.00% | market | 40.24% | — | — | 4.58% | 2.51% | 2.07% |
| HMN | 2016-10-31 | 2016-11-01 | 2016-11-15 | 1 | 35.60 | 35.60 | 0.00% | market | 13.73% | — | — | 7.91% | 2.51% | 5.39% |
| MCY | 2016-10-31 | 2016-11-01 | 2016-11-15 | 1 | 54.92 | 54.92 | 0.00% | market | 26.42% | — | — | 5.64% | 2.51% | 3.12% |
| TIMB | 2016-10-31 | 2016-11-01 | 2016-11-15 | 1 | 14.29 | 14.29 | 0.00% | market | 57.14% | — | — | -14.66% | 2.51% | -17.17% |
| ADM | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 46.75 | 46.75 | 0.00% | market | 25.53% | — | — | -7.57% | 3.43% | -10.99% |
| AMRC | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 5.40 | 5.40 | 0.00% | market | 33.33% | — | — | 8.23% | 3.43% | 4.81% |
| KAI | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 51.40 | 51.40 | 0.00% | market | 24.62% | — | — | 16.63% | 3.43% | 13.20% |
| LNTH | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 9.55 | 9.55 | 0.00% | market | 114.29% | — | — | -5.34% | 3.43% | -8.76% |
| NMIH | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 8.20 | 8.20 | 0.00% | market | 42.86% | — | — | 8.44% | 3.43% | 5.01% |
| OSK | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 54.28 | 54.28 | 0.00% | market | 25.00% | — | — | 22.84% | 3.43% | 19.41% |
| ADP | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 89.97 | 89.97 | 0.00% | market | 13.16% | — | — | 4.80% | 4.29% | 0.52% |
| BABA | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 98.04 | 98.04 | 0.00% | market | 12.86% | — | — | -4.15% | 4.29% | -8.44% |
| FSLR | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 38.50 | 38.50 | 0.00% | market | 64.86% | — | — | -19.16% | 4.29% | -23.45% |
| LNC | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 50.47 | 50.47 | 0.00% | market | 16.67% | — | — | 23.97% | 4.29% | 19.69% |
| MET | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 40.30 | 40.30 | 0.00% | market | 12.28% | — | — | 20.32% | 4.29% | 16.04% |
| MGNI | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 6.21 | 6.21 | 0.00% | market | 255.56% | — | — | 28.24% | 4.29% | 23.96% |
| QCOM | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 67.69 | 67.69 | 0.00% | market | 13.27% | — | — | -1.61% | 4.29% | -5.89% |
| ROG | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 59.12 | 59.12 | 0.00% | market | 39.71% | — | — | 20.20% | 4.29% | 15.91% |
| UVE | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 22.10 | 22.10 | 0.00% | market | 15.38% | — | — | 7.14% | 4.29% | 2.85% |
| WTI | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 1.33 | 1.33 | 0.00% | market | 44.19% | — | — | 14.94% | 4.29% | 10.65% |
| WTM | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 838.35 | 838.35 | 0.00% | market | 29.65% | — | — | -0.07% | 4.29% | -4.35% |
| AGO | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 30.53 | 30.53 | 0.00% | market | 455.07% | — | — | 13.69% | 4.59% | 9.10% |
| ANET | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 5.06 | 5.06 | 0.00% | market | 16.67% | — | — | 8.60% | 4.59% | 4.01% |
| CWST | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 11.32 | 11.32 | 0.00% | market | 63.64% | — | — | 11.21% | 4.59% | 6.62% |
| H | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 51.19 | 51.19 | 0.00% | market | 62.07% | — | — | 4.71% | 4.59% | 0.12% |
| MED | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 37.00 | 37.00 | 0.00% | market | 13.33% | — | — | 9.85% | 4.59% | 5.26% |
| MITT | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 46.65 | 46.65 | 0.00% | market | 13.64% | — | — | 10.21% | 4.59% | 5.62% |
| MSI | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 72.56 | 72.56 | 0.00% | market | 14.17% | — | — | 10.13% | 4.59% | 5.54% |
| SPNT | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 11.95 | 11.95 | 0.00% | market | 17.24% | — | — | 3.25% | 4.59% | -1.34% |
| THG | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 78.63 | 78.63 | 0.00% | market | 15.09% | — | — | 8.14% | 4.59% | 3.55% |
| TX | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 26.06 | 26.06 | 0.00% | market | 25.81% | — | — | -16.79% | 4.59% | -21.38% |
| UI | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 56.61 | 56.61 | 0.00% | market | 14.49% | — | — | -1.02% | 4.59% | -5.61% |
| BSM | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 18.22 | 18.22 | 0.00% | market | 16.67% | — | — | 2.92% | 3.71% | -0.79% |
| CGAU | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 5.03 | 5.03 | 0.00% | market | 61.54% | — | — | 4.27% | 3.71% | 0.56% |
| EBS | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 27.42 | 27.42 | 0.00% | market | 123.08% | — | — | 4.97% | 3.71% | 1.26% |
| FN | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 41.81 | 41.81 | 0.00% | market | 12.68% | — | — | 4.56% | 3.71% | 0.85% |
| GRBK | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 8.15 | 8.15 | 0.00% | market | 81.82% | — | — | 16.46% | 3.71% | 12.75% |
| IAG | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 4.23 | 4.23 | 0.00% | market | 346.43% | — | — | -8.61% | 3.71% | -12.32% |
| JKHY | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 82.56 | 82.56 | 0.00% | market | 12.86% | — | — | 6.99% | 3.71% | 3.28% |
| NL | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 3.90 | 3.90 | 0.00% | market | 150.00% | — | — | 66.57% | 3.71% | 62.86% |
| FOR | 2016-11-08 | 2016-11-09 | 2016-11-23 | 1 | 12.10 | 12.10 | 0.00% | market | 700.00% | — | — | 5.69% | 3.92% | 1.76% |
| HL | 2016-11-08 | 2016-11-09 | 2016-11-23 | 1 | 7.44 | 7.44 | 0.00% | market | 16.67% | — | — | -20.66% | 3.92% | -24.59% |
| SSRM | 2016-11-08 | 2016-11-09 | 2016-11-23 | 1 | 11.83 | 11.83 | 0.00% | market | 14.81% | — | — | -17.60% | 3.92% | -21.52% |
| ET | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 16.64 | 16.64 | 0.00% | market | 88.00% | — | — | 3.87% | 1.94% | 1.92% |
| FF | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 11.25 | 11.25 | 0.00% | market | 20.83% | — | — | 25.50% | 1.94% | 23.56% |
| ICUI | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 154.25 | 154.25 | 0.00% | market | 15.38% | — | — | -3.21% | 1.94% | -5.15% |
| OR | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 9.88 | 9.88 | 0.00% | market | 33.33% | — | — | -2.93% | 1.94% | -4.88% |
| CWH | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 22.61 | 22.61 | 0.00% | market | 88.00% | — | — | 18.61% | 2.04% | 16.57% |
| HIMX | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 7.30 | 7.30 | 0.00% | market | 20.00% | — | — | 1.27% | 2.04% | -0.77% |
| HTHT | 2016-11-14 | 2016-11-15 | 2016-11-30 | 1 | 11.87 | 11.87 | 0.00% | market | 14.29% | — | — | 10.26% | 1.54% | 8.72% |
| PAAS | 2016-11-14 | 2016-11-15 | 2016-11-30 | 1 | 15.18 | 15.18 | 0.00% | market | 41.18% | — | — | 10.90% | 1.54% | 9.36% |
| A | 2016-11-15 | 2016-11-16 | 2016-12-01 | 1 | 46.30 | 46.30 | 0.00% | market | 13.46% | — | — | -6.77% | 0.92% | -7.70% |
| KLIC | 2016-11-15 | 2016-11-16 | 2016-12-01 | 1 | 14.50 | 14.50 | 0.00% | market | 36.36% | — | — | 4.24% | 0.92% | 3.32% |
| YRD | 2016-11-15 | 2016-11-16 | 2016-12-01 | 1 | 32.88 | 32.88 | 0.00% | market | 373.68% | — | — | -16.89% | 0.92% | -17.81% |
| BBY | 2016-11-17 | 2016-11-18 | 2016-12-05 | 1 | 45.68 | 45.68 | 0.00% | market | 31.91% | — | — | 2.40% | 0.88% | 1.51% |
| CATO | 2016-11-17 | 2016-11-18 | 2016-12-05 | 1 | 31.33 | 31.33 | 0.00% | market | 15.38% | — | — | -2.94% | 0.88% | -3.82% |
| MRVL | 2016-11-17 | 2016-11-18 | 2016-12-05 | 1 | 14.63 | 14.63 | 0.00% | market | 66.67% | — | — | -4.20% | 0.88% | -5.08% |
| ADI | 2016-11-22 | 2016-11-23 | 2016-12-08 | 1 | 73.67 | 73.67 | 0.00% | market | 17.98% | — | — | 0.19% | 2.35% | -2.17% |
| MOV | 2016-11-22 | 2016-11-23 | 2016-12-08 | 1 | 29.35 | 29.35 | 0.00% | market | 26.39% | — | — | 7.91% | 2.35% | 5.56% |
| THO | 2016-11-28 | 2016-11-29 | 2016-12-13 | 1 | 98.09 | 98.09 | 0.00% | market | 21.14% | — | — | 4.93% | 3.28% | 1.64% |
| REX | 2016-11-29 | 2016-11-30 | 2016-12-14 | 1 | 15.50 | 15.50 | 0.00% | market | 81.53% | — | — | 5.64% | 1.92% | 3.72% |
| FIZZ | 2016-11-30 | 2016-12-01 | 2016-12-15 | 1 | 25.47 | 25.47 | 0.00% | market | 35.00% | — | — | -3.01% | 2.75% | -5.76% |
| TLYS | 2016-11-30 | 2016-12-01 | 2016-12-15 | 1 | 11.88 | 11.88 | 0.00% | market | 100.00% | — | — | 20.94% | 2.75% | 18.19% |
| AMBA | 2016-12-01 | 2016-12-02 | 2016-12-16 | 1 | 56.99 | 56.99 | 0.00% | market | 18.09% | — | — | -5.33% | 2.44% | -7.77% |
| GCO | 2016-12-02 | 2016-12-05 | 2016-12-19 | 3 | 66.40 | 66.40 | 0.00% | market | 37.63% | — | — | 0.13% | 2.21% | -2.09% |
| AGX | 2016-12-06 | 2016-12-07 | 2016-12-21 | 1 | 67.75 | 67.75 | 0.00% | market | 56.76% | — | — | 8.90% | 1.92% | 6.99% |
| POWL | 2016-12-06 | 2016-12-07 | 2016-12-21 | 1 | 15.40 | 15.40 | 0.00% | market | 1700.00% | — | — | -13.80% | 1.92% | -15.72% |
| HOV | 2016-12-08 | 2016-12-09 | 2016-12-23 | 1 | 59.75 | 59.75 | 0.00% | market | 22.32% | — | — | 19.98% | 0.13% | 19.85% |
| MEI | 2016-12-08 | 2016-12-09 | 2016-12-23 | 1 | 42.80 | 42.80 | 0.00% | market | 20.00% | — | — | -1.15% | 0.13% | -1.28% |
| BLBD | 2016-12-13 | 2016-12-14 | 2016-12-29 | 1 | 17.40 | 17.40 | 0.00% | market | 16.67% | — | — | -8.15% | -1.35% | -6.80% |
| CCL | 2016-12-20 | 2016-12-21 | 2017-01-06 | 1 | 52.27 | 52.27 | 0.00% | market | 15.52% | — | — | 2.54% | 0.42% | 2.12% |
| NKE | 2016-12-20 | 2016-12-21 | 2017-01-06 | 1 | 52.90 | 52.90 | 0.00% | market | 16.28% | — | — | 1.81% | 0.42% | 1.38% |
| LW | 2017-01-10 | 2017-01-11 | 2017-01-26 | 1 | 36.70 | 36.70 | 0.00% | market | 14.55% | — | — | -1.11% | 1.31% | -2.42% |
| SNX | 2017-01-10 | 2017-01-11 | 2017-01-26 | 1 | 61.76 | 61.76 | 0.00% | market | 22.97% | — | — | -2.50% | 1.31% | -3.81% |
| ASML | 2017-01-18 | 2017-01-19 | 2017-02-02 | 1 | 120.86 | 120.86 | 0.00% | market | 33.33% | — | — | 1.46% | 0.41% | 1.05% |
| CHKP | 2017-01-19 | 2017-01-20 | 2017-02-03 | 1 | 96.99 | 96.99 | 0.00% | market | 16.80% | — | — | 2.38% | 1.16% | 1.22% |
| MTG | 2017-01-19 | 2017-01-20 | 2017-02-03 | 1 | 10.45 | 10.45 | 0.00% | market | 27.27% | — | — | 6.02% | 1.16% | 4.86% |
| TAL | 2017-01-19 | 2017-01-20 | 2017-02-03 | 1 | 13.47 | 13.47 | 0.00% | market | 18.52% | — | — | 1.09% | 1.16% | -0.08% |
| ZION | 2017-01-23 | 2017-01-24 | 2017-02-07 | 1 | 42.42 | 42.42 | 0.00% | market | 15.38% | — | — | 0.84% | 1.12% | -0.28% |
| COHR | 2017-01-24 | 2017-01-25 | 2017-02-08 | 1 | 36.45 | 36.45 | 0.00% | market | 42.31% | — | — | 6.21% | 0.24% | 5.97% |
| DHI | 2017-01-24 | 2017-01-25 | 2017-02-08 | 1 | 30.91 | 30.91 | 0.00% | market | 17.02% | — | — | -3.40% | 0.24% | -3.64% |
| GLW | 2017-01-24 | 2017-01-25 | 2017-02-08 | 1 | 26.14 | 26.14 | 0.00% | market | 13.64% | — | — | 1.20% | 0.24% | 0.96% |
| TRV | 2017-01-24 | 2017-01-25 | 2017-02-08 | 1 | 117.33 | 117.33 | 0.00% | market | 17.22% | — | — | 0.31% | 0.24% | 0.07% |
| DLB | 2017-01-25 | 2017-01-26 | 2017-02-09 | 1 | 50.62 | 50.62 | 0.00% | market | 30.77% | — | — | -3.85% | 0.52% | -4.38% |
| NVR | 2017-01-25 | 2017-01-26 | 2017-02-09 | 1 | 1,870.00 | 1,870.00 | 0.00% | market | 14.23% | — | — | 0.71% | 0.52% | 0.19% |
| PGR | 2017-01-25 | 2017-01-26 | 2017-02-09 | 1 | 37.87 | 37.87 | 0.00% | market | 23.53% | — | — | -1.55% | 0.52% | -2.08% |
| RLI | 2017-01-25 | 2017-01-26 | 2017-02-09 | 1 | 31.00 | 31.00 | 0.00% | market | 16.67% | — | — | -4.00% | 0.52% | -4.53% |
| TEL | 2017-01-25 | 2017-01-26 | 2017-02-09 | 1 | 75.29 | 75.29 | 0.00% | market | 15.00% | — | — | -0.07% | 0.52% | -0.60% |
| TER | 2017-01-25 | 2017-01-26 | 2017-02-09 | 1 | 28.51 | 28.51 | 0.00% | market | 45.45% | — | — | 0.71% | 0.52% | 0.18% |
| CLS | 2017-01-26 | 2017-01-27 | 2017-02-10 | 1 | 13.21 | 13.21 | 0.00% | market | 28.12% | — | — | 2.10% | 0.91% | 1.18% |
| NBHC | 2017-01-26 | 2017-01-27 | 2017-02-10 | 1 | 33.02 | 33.02 | 0.00% | market | 63.64% | — | — | -3.76% | 0.91% | -4.68% |
| ORI | 2017-01-26 | 2017-01-27 | 2017-02-10 | 1 | 20.71 | 20.71 | 0.00% | market | 38.71% | — | — | 0.19% | 0.91% | -0.72% |
| STM | 2017-01-26 | 2017-01-27 | 2017-02-10 | 1 | 13.13 | 13.13 | 0.00% | market | 15.38% | — | — | 3.78% | 0.91% | 2.87% |
| VVV | 2017-01-26 | 2017-01-27 | 2017-02-10 | 1 | 23.49 | 23.49 | 0.00% | market | 16.67% | — | — | -0.48% | 0.91% | -1.39% |
| BEN | 2017-01-27 | 2017-01-30 | 2017-02-13 | 3 | 40.25 | 40.25 | 0.00% | market | 13.24% | — | — | 3.03% | 2.02% | 1.01% |
| AEIS | 2017-01-30 | 2017-01-31 | 2017-02-14 | 1 | 63.50 | 63.50 | 0.00% | market | 30.86% | — | — | -2.56% | 2.96% | -5.52% |
| WERN | 2017-01-30 | 2017-01-31 | 2017-02-14 | 1 | 28.90 | 28.90 | 0.00% | market | 15.38% | — | — | -5.46% | 2.96% | -8.42% |
| MMYT | 2017-01-31 | 2017-02-01 | 2017-02-15 | 1 | 33.45 | 33.45 | 0.00% | market | 76.00% | — | — | 1.39% | 3.25% | -1.85% |
| RNR | 2017-01-31 | 2017-02-01 | 2017-02-15 | 1 | 140.00 | 140.00 | 0.00% | market | 105.63% | — | — | 3.12% | 3.25% | -0.13% |
| ACLS | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 16.45 | 16.45 | 0.00% | market | 30.00% | — | — | -4.05% | 3.12% | -7.17% |
| AFG | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 89.35 | 89.35 | 0.00% | market | 22.22% | — | — | 4.57% | 3.12% | 1.45% |
| ALL | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 76.74 | 76.74 | 0.00% | market | 33.13% | — | — | 5.19% | 3.12% | 2.07% |
| AXS | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 66.28 | 66.28 | 0.00% | market | 31.03% | — | — | 3.42% | 3.12% | 0.30% |
| CRUS | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 56.64 | 56.64 | 0.00% | market | 14.72% | — | — | -3.14% | 3.12% | -6.26% |
| FNF | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 25.58 | 25.58 | 0.00% | market | 14.52% | — | — | 3.93% | 3.12% | 0.81% |
| GHM | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 23.00 | 23.00 | 0.00% | market | 171.43% | — | — | -0.67% | 3.12% | -3.78% |
| HLI | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 33.13 | 33.13 | 0.00% | market | 14.00% | — | — | -1.97% | 3.12% | -5.09% |
| KEX | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 65.75 | 65.75 | 0.00% | market | 15.38% | — | — | 7.73% | 3.12% | 4.61% |
| HUBG | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 24.50 | 24.50 | 0.00% | market | 139.13% | — | — | 3.08% | 2.74% | 0.34% |
| KLIC | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 19.43 | 19.43 | 0.00% | market | 120.00% | — | — | 5.61% | 2.74% | 2.87% |
| NOK | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 4.83 | 4.83 | 0.00% | market | 62.50% | — | — | 4.45% | 2.74% | 1.71% |
| NYT | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 13.70 | 13.70 | 0.00% | market | 30.43% | — | — | 12.67% | 2.74% | 9.93% |
| RL | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 75.96 | 75.96 | 0.00% | market | 13.41% | — | — | 3.10% | 2.74% | 0.36% |
| SIGI | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 40.00 | 40.00 | 0.00% | market | 20.97% | — | — | 8.77% | 2.74% | 6.03% |
| TDY | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 129.43 | 129.43 | 0.00% | market | 20.59% | — | — | 3.42% | 2.74% | 0.68% |
| MSGS | 2017-02-03 | 2017-02-06 | 2017-02-21 | 3 | 86.74 | 86.74 | 0.00% | market | 17.73% | — | — | 0.98% | 3.33% | -2.35% |
| TIMB | 2017-02-03 | 2017-02-06 | 2017-02-21 | 3 | 14.97 | 14.97 | 0.00% | market | 100.00% | — | — | 6.05% | 3.33% | 2.72% |
| CVCO | 2017-02-06 | 2017-02-07 | 2017-02-22 | 1 | 106.00 | 106.00 | 0.00% | market | 39.18% | — | — | 8.39% | 3.01% | 5.38% |
| FN | 2017-02-06 | 2017-02-07 | 2017-02-22 | 1 | 44.47 | 44.47 | 0.00% | market | 15.19% | — | — | 5.99% | 3.01% | 2.99% |
| HMN | 2017-02-06 | 2017-02-07 | 2017-02-22 | 1 | 41.20 | 41.20 | 0.00% | market | 30.00% | — | — | 2.69% | 3.01% | -0.32% |
| CTS | 2017-02-07 | 2017-02-08 | 2017-02-23 | 1 | 23.10 | 23.10 | 0.00% | market | 16.00% | — | — | -2.26% | 3.28% | -5.54% |
| ONTO | 2017-02-07 | 2017-02-08 | 2017-02-23 | 1 | 26.52 | 26.52 | 0.00% | market | 22.22% | — | — | 4.16% | 3.28% | 0.88% |
| LPX | 2017-02-08 | 2017-02-09 | 2017-02-24 | 1 | 21.67 | 21.67 | 0.00% | market | 21.05% | — | — | 7.84% | 3.27% | 4.57% |
| MKL | 2017-02-08 | 2017-02-09 | 2017-02-24 | 1 | 922.25 | 922.25 | 0.00% | market | 74.76% | — | — | 5.83% | 3.27% | 2.56% |
| CLF | 2017-02-09 | 2017-02-10 | 2017-02-27 | 1 | 10.92 | 10.92 | 0.00% | market | 47.83% | — | — | -1.84% | 2.65% | -4.48% |
| CMI | 2017-02-09 | 2017-02-10 | 2017-02-27 | 1 | 150.50 | 150.50 | 0.00% | market | 13.07% | — | — | -0.49% | 2.65% | -3.14% |
| KMPR | 2017-02-09 | 2017-02-10 | 2017-02-27 | 1 | 44.10 | 44.10 | 0.00% | market | 30.23% | — | — | -1.01% | 2.65% | -3.65% |
| MMS | 2017-02-09 | 2017-02-10 | 2017-02-27 | 1 | 56.06 | 56.06 | 0.00% | market | 15.87% | — | — | 8.02% | 2.65% | 5.37% |
| PJT | 2017-02-09 | 2017-02-10 | 2017-02-27 | 1 | 33.10 | 33.10 | 0.00% | market | 45.83% | — | — | 12.89% | 2.65% | 10.25% |
| STC | 2017-02-09 | 2017-02-10 | 2017-02-27 | 1 | 45.71 | 45.71 | 0.00% | market | 29.09% | — | — | -2.31% | 2.65% | -4.95% |
| MT | 2017-02-10 | 2017-02-13 | 2017-02-28 | 3 | 27.57 | 27.57 | 0.00% | market | 23.08% | — | — | -4.56% | 1.89% | -6.45% |
| IOSP | 2017-02-14 | 2017-02-15 | 2017-03-02 | 1 | 72.95 | 72.95 | 0.00% | market | 22.47% | — | — | -8.74% | 2.06% | -10.80% |
| VNOM | 2017-02-14 | 2017-02-15 | 2017-03-02 | 1 | 18.50 | 18.50 | 0.00% | market | 26.67% | — | — | -0.69% | 2.06% | -2.76% |
| DX | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 20.13 | 20.13 | 0.00% | market | 200.00% | — | — | 3.03% | 1.48% | 1.55% |
| KNOP | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 22.25 | 22.25 | 0.00% | market | 42.86% | — | — | 1.92% | 1.48% | 0.45% |
| NTES | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 56.68 | 56.68 | 0.00% | market | 17.81% | — | — | 3.45% | 1.48% | 1.97% |
| SNPS | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 71.73 | 71.73 | 0.00% | market | 20.51% | — | — | -1.08% | 1.48% | -2.55% |
| ANET | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 6.94 | 6.94 | 0.00% | market | 30.00% | — | — | 7.39% | 1.61% | 5.79% |
| CYTK | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 11.90 | 11.90 | 0.00% | market | 161.54% | — | — | -0.52% | 1.61% | -2.13% |
| RS | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 87.40 | 87.40 | 0.00% | market | 13.51% | — | — | -4.20% | 1.61% | -5.80% |
| TTD | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 3.40 | 3.40 | 0.00% | market | 45.56% | — | — | 24.31% | 1.61% | 22.70% |
| WFG | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 39.75 | 39.75 | 0.00% | market | 25.49% | — | — | 8.86% | 1.61% | 7.25% |
| PRG | 2017-02-17 | 2017-02-21 | 2017-03-07 | 4 | 27.18 | 27.18 | 0.00% | market | 13.64% | — | — | -0.06% | 0.63% | -0.69% |
| VLRS | 2017-02-17 | 2017-02-21 | 2017-03-07 | 4 | 13.32 | 13.32 | 0.00% | market | 64.29% | — | — | -7.91% | 0.63% | -8.54% |
| HVT | 2017-02-21 | 2017-02-22 | 2017-03-08 | 1 | 23.40 | 23.40 | 0.00% | market | 18.60% | — | — | -2.45% | 0.23% | -2.68% |
| LNTH | 2017-02-21 | 2017-02-22 | 2017-03-08 | 1 | 10.00 | 10.00 | 0.00% | market | 38.46% | — | — | 30.40% | 0.23% | 30.17% |
| UVE | 2017-02-21 | 2017-02-22 | 2017-03-08 | 1 | 27.00 | 27.00 | 0.00% | market | 26.67% | — | — | -5.66% | 0.23% | -5.88% |
| AXTI | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 7.05 | 7.05 | 0.00% | market | 114.29% | — | — | -2.23% | -0.01% | -2.22% |
| DINO | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 29.17 | 29.17 | 0.00% | market | 14.29% | — | — | -7.50% | -0.01% | -7.50% |
| EIG | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 39.10 | 39.10 | 0.00% | market | 72.73% | — | — | -3.94% | -0.01% | -3.93% |
| GRMN | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 54.50 | 54.50 | 0.00% | market | 28.07% | — | — | -4.49% | -0.01% | -4.48% |
| RGR | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 51.40 | 51.40 | 0.00% | market | 12.24% | — | — | -1.66% | -0.01% | -1.65% |
| SAM | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 161.10 | 161.10 | 0.00% | market | 43.44% | — | — | -5.87% | -0.01% | -5.86% |
| UCTT | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 14.00 | 14.00 | 0.00% | market | 33.33% | — | — | -2.60% | -0.01% | -2.59% |
| AGO | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 41.90 | 41.90 | 0.00% | market | 54.41% | — | — | -4.49% | 0.95% | -5.44% |
| BIDU | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 181.00 | 181.00 | 0.00% | market | 105.38% | — | — | -4.66% | 0.95% | -5.61% |
| BRC | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 39.10 | 39.10 | 0.00% | market | 14.29% | — | — | 0.80% | 0.95% | -0.15% |
| CCO | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 4.55 | 4.55 | 0.00% | market | 366.67% | — | — | 28.47% | 0.95% | 27.52% |
| EBS | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 31.11 | 31.11 | 0.00% | market | 54.17% | — | — | -0.29% | 0.95% | -1.24% |
| OLED | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 74.00 | 74.00 | 0.00% | market | 50.00% | — | — | 12.20% | 0.95% | 11.25% |
| SSRM | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 11.23 | 11.23 | 0.00% | market | 44.44% | — | — | -11.14% | 0.95% | -12.09% |
| CCU | 2017-02-27 | 2017-02-28 | 2017-03-14 | 1 | 23.43 | 23.43 | 0.00% | market | 32.35% | — | — | 0.92% | 0.10% | 0.83% |
| STGW | 2017-02-27 | 2017-02-28 | 2017-03-14 | 1 | 8.75 | 8.75 | 0.00% | market | 150.00% | — | — | -0.67% | 0.10% | -0.77% |
| AMBA | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 60.54 | 60.54 | 0.00% | market | 22.67% | — | — | -8.08% | 0.23% | -8.31% |
| LNG | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 48.32 | 48.32 | 0.00% | market | 180.65% | — | — | -7.22% | 0.23% | -7.45% |
| BBY | 2017-03-01 | 2017-03-02 | 2017-03-16 | 1 | 42.22 | 42.22 | 0.00% | market | 16.77% | — | — | 5.30% | -0.45% | 5.75% |
| KNSL | 2017-03-01 | 2017-03-02 | 2017-03-16 | 1 | 30.26 | 30.26 | 0.00% | market | 22.22% | — | — | 6.91% | -0.45% | 7.36% |
| WTI | 2017-03-01 | 2017-03-02 | 2017-03-16 | 1 | 2.79 | 2.79 | 0.00% | market | 125.00% | — | — | 2.77% | -0.45% | 3.22% |
| ABEV | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 5.42 | 5.42 | 0.00% | market | 12.50% | — | — | 1.56% | -0.48% | 2.04% |
| ATHM | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 33.21 | 33.21 | 0.00% | market | 45.12% | — | — | 0.05% | -0.48% | 0.53% |
| MEI | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 44.65 | 44.65 | 0.00% | market | 18.87% | — | — | 3.60% | -0.48% | 4.07% |
| SRI | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 18.90 | 18.90 | 0.00% | market | 17.24% | — | — | -0.10% | -0.48% | 0.38% |
| ADUS | 2017-03-06 | 2017-03-07 | 2017-03-21 | 1 | 34.25 | 34.25 | 0.00% | market | 13.16% | — | — | -11.63% | -1.53% | -10.10% |
| NOVT | 2017-03-06 | 2017-03-07 | 2017-03-21 | 1 | 24.50 | 24.50 | 0.00% | market | 25.00% | — | — | 9.90% | -1.53% | 11.43% |
| FIZZ | 2017-03-09 | 2017-03-10 | 2017-03-24 | 1 | 33.96 | 33.96 | 0.00% | market | 36.84% | — | — | 18.13% | -1.73% | 19.85% |
| MYRG | 2017-03-09 | 2017-03-10 | 2017-03-24 | 1 | 41.15 | 41.15 | 0.00% | market | 20.00% | — | — | -6.05% | -1.73% | -4.33% |
| GCO | 2017-03-10 | 2017-03-13 | 2017-03-27 | 3 | 61.10 | 61.10 | 0.00% | market | 20.79% | — | — | -7.63% | -1.68% | -5.95% |
| GRBK | 2017-03-13 | 2017-03-14 | 2017-03-28 | 1 | 9.30 | 9.30 | 0.00% | market | 100.00% | — | — | 7.43% | -0.78% | 8.21% |
| DBI | 2017-03-14 | 2017-03-15 | 2017-03-29 | 1 | 19.67 | 19.67 | 0.00% | market | 25.00% | — | — | 4.27% | -0.85% | 5.12% |
| YRD | 2017-03-15 | 2017-03-16 | 2017-03-30 | 1 | 28.14 | 28.14 | 0.00% | market | 178.79% | — | — | -11.12% | -1.18% | -9.94% |
| NKE | 2017-03-21 | 2017-03-22 | 2017-04-05 | 1 | 54.76 | 54.76 | 0.00% | market | 28.30% | — | — | 0.30% | 0.43% | -0.13% |
| MLKN | 2017-03-22 | 2017-03-23 | 2017-04-06 | 1 | 31.80 | 31.80 | 0.00% | market | 21.88% | — | — | -1.04% | 0.50% | -1.54% |
| REX | 2017-03-24 | 2017-03-27 | 2017-04-10 | 3 | 13.65 | 13.65 | 0.00% | market | 210.00% | — | — | 7.52% | 1.47% | 6.05% |
| LPL | 2017-03-29 | 2017-03-30 | 2017-04-13 | 1 | 13.48 | 13.48 | 0.00% | market | 92.00% | — | — | 0.35% | -1.26% | 1.60% |
| AGX | 2017-04-10 | 2017-04-11 | 2017-04-26 | 1 | 69.05 | 69.05 | 0.00% | market | 59.26% | — | — | -2.56% | 1.49% | -4.05% |
| LRCX | 2017-04-18 | 2017-04-19 | 2017-05-03 | 1 | 13.39 | 13.39 | 0.00% | market | 12.00% | — | — | 12.00% | 1.69% | 10.31% |
| EWBC | 2017-04-19 | 2017-04-20 | 2017-05-04 | 1 | 52.49 | 52.49 | 0.00% | market | 18.92% | — | — | 5.92% | 1.97% | 3.95% |
| KALU | 2017-04-19 | 2017-04-20 | 2017-05-04 | 1 | 83.57 | 83.57 | 0.00% | market | 34.51% | — | — | -2.53% | 1.97% | -4.50% |
| ASR | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 181.05 | 181.05 | 0.00% | market | 13.40% | — | — | 9.73% | 1.89% | 7.84% |
| BANF | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 46.90 | 46.90 | 0.00% | market | 19.30% | — | — | 3.38% | 1.89% | 1.48% |
| NBHC | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 32.48 | 32.48 | 0.00% | market | 30.43% | — | — | -2.50% | 1.89% | -4.39% |
| NVR | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 2,047.01 | 2,047.01 | 0.00% | market | 19.45% | — | — | 5.59% | 1.89% | 3.70% |
| MAN | 2017-04-21 | 2017-04-24 | 2017-05-08 | 3 | 103.00 | 103.00 | 0.00% | market | 24.11% | — | — | -0.18% | 1.05% | -1.22% |
| AA | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 34.23 | 34.23 | 0.00% | market | 14.55% | — | — | -10.06% | 0.64% | -10.71% |
| CHCO | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 72.67 | 72.67 | 0.00% | market | 30.00% | — | — | -4.76% | 0.64% | -5.41% |
| FBK | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 36.37 | 36.37 | 0.00% | market | 16.67% | — | — | 5.59% | 0.64% | 4.95% |
| WFG | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 43.27 | 43.27 | 0.00% | market | 15.54% | — | — | 0.25% | 0.64% | -0.40% |
| WNC | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 20.67 | 20.67 | 0.00% | market | 14.81% | — | — | 5.61% | 0.64% | 4.97% |
| ZION | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 40.91 | 40.91 | 0.00% | market | 12.96% | — | — | -0.05% | 0.64% | -0.69% |
| EBF | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 17.10 | 17.10 | 0.00% | market | 16.67% | — | — | 1.95% | 0.57% | 1.38% |
| EW | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 36.37 | 36.37 | 0.00% | market | 14.81% | — | — | 1.27% | 0.57% | 0.70% |
| MAS | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 37.05 | 37.05 | 0.00% | market | 13.89% | — | — | -0.88% | 0.57% | -1.45% |
| MC | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 38.75 | 38.75 | 0.00% | market | 31.71% | — | — | -1.39% | 0.57% | -1.96% |
| SCL | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 88.00 | 88.00 | 0.00% | market | 14.29% | — | — | -3.12% | 0.57% | -3.69% |
| TROW | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 69.50 | 69.50 | 0.00% | market | 18.33% | — | — | 3.57% | 0.57% | 3.00% |
| TX | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 26.66 | 26.66 | 0.00% | market | 64.20% | — | — | -8.35% | 0.57% | -8.92% |
| VLO | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 65.41 | 65.41 | 0.00% | market | 13.33% | — | — | 1.84% | 0.57% | 1.27% |
| WIT | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 1.82 | 1.82 | 0.00% | market | 50.00% | — | — | 3.75% | 0.57% | 3.18% |
| EIG | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 40.25 | 40.25 | 0.00% | market | 14.00% | — | — | -0.10% | 0.26% | -0.36% |
| MKSI | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 80.50 | 80.50 | 0.00% | market | 16.51% | — | — | -0.10% | 0.26% | -0.36% |
| RJF | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 50.54 | 50.54 | 0.00% | market | 14.86% | — | — | -1.23% | 0.26% | -1.48% |
| ROG | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 95.00 | 95.00 | 0.00% | market | 46.09% | — | — | 13.66% | 0.26% | 13.40% |
| SIGI | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 50.10 | 50.10 | 0.00% | market | 22.86% | — | — | -0.50% | 0.26% | -0.75% |
| SU | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 30.89 | 30.89 | 0.00% | market | 60.87% | — | — | 2.10% | 0.26% | 1.85% |
| TER | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 35.00 | 35.00 | 0.00% | market | 15.79% | — | — | 1.73% | 0.26% | 1.47% |
| TKR | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 49.65 | 49.65 | 0.00% | market | 27.91% | — | — | -3.02% | 0.26% | -3.28% |
| UFI | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 29.08 | 29.08 | 0.00% | market | 61.29% | — | — | -4.16% | 0.26% | -4.41% |
| UTHR | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 120.72 | 120.72 | 0.00% | market | 17.52% | — | — | 1.15% | 0.26% | 0.90% |
| AIT | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 67.10 | 67.10 | 0.00% | market | 19.05% | — | — | -8.52% | 0.03% | -8.55% |
| BBW | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 9.60 | 9.60 | 0.00% | market | 410.05% | — | — | 11.36% | 0.03% | 11.32% |
| BGSF | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 15.35 | 15.35 | 0.00% | market | 25.00% | — | — | 6.94% | 0.03% | 6.90% |
| BVN | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 11.72 | 11.72 | 0.00% | market | 47.06% | — | — | 7.49% | 0.03% | 7.46% |
| COHU | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 20.80 | 20.80 | 0.00% | market | 45.83% | — | — | -10.39% | 0.03% | -10.42% |
| COLM | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 56.26 | 56.26 | 0.00% | market | 24.39% | — | — | -1.33% | 0.03% | -1.36% |
| CSTM | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 6.60 | 6.60 | 0.00% | market | 49.97% | — | — | -3.89% | 0.03% | -3.92% |
| EME | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 67.80 | 67.80 | 0.00% | market | 35.38% | — | — | -4.95% | 0.03% | -4.99% |
| FAF | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 43.52 | 43.52 | 0.00% | market | 20.93% | — | — | -4.37% | 0.03% | -4.41% |
| FSS | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 15.73 | 15.73 | 0.00% | market | 16.67% | — | — | 5.43% | 0.03% | 5.40% |
| IDCC | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 91.45 | 91.45 | 0.00% | market | 55.00% | — | — | -6.11% | 0.03% | -6.15% |
| KKR | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 19.19 | 19.19 | 0.00% | market | 30.00% | — | — | -4.43% | 0.03% | -4.46% |
| LRN | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 20.56 | 20.56 | 0.00% | market | 61.54% | — | — | 0.87% | 0.03% | 0.84% |
| MMSI | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 33.20 | 33.20 | 0.00% | market | 21.74% | — | — | 0.58% | 0.03% | 0.54% |
| ORI | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 20.90 | 20.90 | 0.00% | market | 16.13% | — | — | -6.61% | 0.03% | -6.64% |
| PRLB | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 58.75 | 58.75 | 0.00% | market | 13.33% | — | — | 7.64% | 0.03% | 7.61% |
| SRPT | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 38.00 | 38.00 | 0.00% | market | 14.12% | — | — | -9.86% | 0.03% | -9.90% |
| TBBK | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 5.60 | 5.60 | 0.00% | market | 100.00% | — | — | 16.86% | 0.03% | 16.83% |
| VRTX | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 119.50 | 119.50 | 0.00% | market | 41.38% | — | — | -4.20% | 0.03% | -4.23% |
| CVX | 2017-04-28 | 2017-05-01 | 2017-05-15 | 3 | 106.26 | 106.26 | 0.00% | market | 44.71% | — | — | 0.46% | 0.68% | -0.22% |
| PRG | 2017-04-28 | 2017-05-01 | 2017-05-15 | 3 | 36.40 | 36.40 | 0.00% | market | 21.21% | — | — | -4.36% | 0.68% | -5.04% |
| PSX | 2017-04-28 | 2017-05-01 | 2017-05-15 | 3 | 79.52 | 79.52 | 0.00% | market | 994.18% | — | — | 0.65% | 0.68% | -0.02% |
| CGAU | 2017-05-01 | 2017-05-02 | 2017-05-16 | 1 | 5.30 | 5.30 | 0.00% | market | 81.82% | — | — | 12.54% | 0.52% | 12.02% |
| HVT | 2017-05-01 | 2017-05-02 | 2017-05-16 | 1 | 23.50 | 23.50 | 0.00% | market | 21.74% | — | — | 2.45% | 0.52% | 1.93% |
| AIZ | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 99.99 | 99.99 | 0.00% | market | 23.03% | — | — | 0.07% | -1.24% | 1.31% |
| ALL | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 83.47 | 83.47 | 0.00% | market | 49.09% | — | — | 0.97% | -1.24% | 2.20% |
| CMI | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 159.45 | 159.45 | 0.00% | market | 30.39% | — | — | -3.95% | -1.24% | -2.72% |
| ENIC | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 5.56 | 5.56 | 0.00% | market | 62.65% | — | — | -1.72% | -1.24% | -0.48% |
| FANG | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 99.00 | 99.00 | 0.00% | market | 73.33% | — | — | 2.72% | -1.24% | 3.95% |
| GNW | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 3.95 | 3.95 | 0.00% | market | 26.09% | — | — | -7.19% | -1.24% | -5.95% |
| HY | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 69.00 | 69.00 | 0.00% | market | 107.55% | — | — | 5.09% | -1.24% | 6.32% |
| IPGP | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 136.00 | 136.00 | 0.00% | market | 15.00% | — | — | -0.36% | -1.24% | 0.87% |
| KAI | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 67.50 | 67.50 | 0.00% | market | 14.29% | — | — | 1.53% | -1.24% | 2.77% |
| KGC | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 3.43 | 3.43 | 0.00% | market | 100.00% | — | — | 24.68% | -1.24% | 25.92% |
| LNTH | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 13.45 | 13.45 | 0.00% | market | 47.37% | — | — | 17.37% | -1.24% | 18.61% |
| SHO | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 15.43 | 15.43 | 0.00% | market | 50.00% | — | — | -0.75% | -1.24% | 0.49% |
| VNOM | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 17.89 | 17.89 | 0.00% | market | 15.79% | — | — | -0.44% | -1.24% | 0.80% |
| AFG | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 97.38 | 97.38 | 0.00% | market | 23.36% | — | — | -0.49% | -0.86% | 0.37% |
| AIG | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 62.92 | 62.92 | 0.00% | market | 25.93% | — | — | -2.53% | -0.86% | -1.67% |
| ALG | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 80.55 | 80.55 | 0.00% | market | 36.36% | — | — | 3.23% | -0.86% | 4.09% |
| CRUS | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 65.00 | 65.00 | 0.00% | market | 21.43% | — | — | -2.33% | -0.86% | -1.47% |
| EXK | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 3.06 | 3.06 | 0.00% | market | 150.00% | — | — | 3.49% | -0.86% | 4.36% |
| GRMN | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 50.19 | 50.19 | 0.00% | market | 15.56% | — | — | 1.51% | -0.86% | 2.38% |
| KLIC | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 21.00 | 21.00 | 0.00% | market | 25.00% | — | — | 0.95% | -0.86% | 1.81% |
| LNC | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 67.56 | 67.56 | 0.00% | market | 19.25% | — | — | -4.50% | -0.86% | -3.63% |
| MET | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 47.01 | 47.01 | 0.00% | market | 14.96% | — | — | -5.67% | -0.86% | -4.81% |
| MX | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 8.35 | 8.35 | 0.00% | market | 111.11% | — | — | 2.30% | -0.86% | 3.16% |
| PRDO | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 11.15 | 11.15 | 0.00% | market | 100.00% | — | — | -14.81% | -0.86% | -13.95% |
| SMP | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 52.81 | 52.81 | 0.00% | market | 15.62% | — | — | -7.20% | -0.86% | -6.34% |
| SSRM | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 9.62 | 9.62 | 0.00% | market | 41.67% | — | — | 6.14% | -0.86% | 7.00% |
| UFPT | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 27.50 | 27.50 | 0.00% | market | 30.43% | — | — | -2.83% | -0.86% | -1.96% |
| VSH | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 16.95 | 16.95 | 0.00% | market | 21.74% | — | — | -4.82% | -0.86% | -3.96% |
| WTI | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 2.04 | 2.04 | 0.00% | market | 526.71% | — | — | 6.27% | -0.86% | 7.14% |
| AAOI | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 51.53 | 51.53 | 0.00% | market | 12.24% | — | — | 23.21% | -0.37% | 23.57% |
| ACLS | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 20.50 | 20.50 | 0.00% | market | 38.10% | — | — | 4.29% | -0.37% | 4.66% |
| AGO | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 38.50 | 38.50 | 0.00% | market | 219.40% | — | — | 0.37% | -0.37% | 0.74% |
| ATRO | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 24.01 | 24.01 | 0.00% | market | 33.33% | — | — | -9.72% | -0.37% | -9.35% |
| CRC | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 11.30 | 11.30 | 0.00% | market | 18.40% | — | — | 12.02% | -0.37% | 12.39% |
| EFC | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 16.60 | 16.60 | 0.00% | market | 16.13% | — | — | 1.89% | -0.37% | 2.26% |
| EFXT | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 13.63 | 13.63 | 0.00% | market | 16.67% | — | — | -0.25% | -0.37% | 0.12% |
| LOPE | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 77.04 | 77.04 | 0.00% | market | 14.85% | — | — | -0.77% | -0.37% | -0.41% |
| SHEL | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 52.93 | 52.93 | 0.00% | market | 22.67% | — | — | 4.74% | -0.37% | 5.10% |
| CI | 2017-05-05 | 2017-05-08 | 2017-05-22 | 3 | 160.66 | 160.66 | 0.00% | market | 13.06% | — | — | -0.92% | -0.10% | -0.82% |
| ENOV | 2017-05-05 | 2017-05-08 | 2017-05-22 | 3 | 69.04 | 69.04 | 0.00% | market | 17.98% | — | — | 0.15% | -0.10% | 0.25% |
| MCO | 2017-05-05 | 2017-05-08 | 2017-05-22 | 3 | 118.02 | 118.02 | 0.00% | market | 18.55% | — | — | -2.68% | -0.10% | -2.59% |
| AMPY | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 14.94 | 14.94 | 0.00% | market | 60.00% | — | — | -2.55% | 0.04% | -2.58% |
| GRBK | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 10.20 | 10.20 | 0.00% | market | 110.00% | — | — | 1.86% | 0.04% | 1.82% |
| HL | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 5.35 | 5.35 | 0.00% | market | 36.57% | — | — | 9.62% | 0.04% | 9.58% |
| NOG | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 22.50 | 22.50 | 0.00% | market | 1806.25% | — | — | -17.88% | 0.04% | -17.92% |
| NOVT | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 30.50 | 30.50 | 0.00% | market | 29.17% | — | — | 7.11% | 0.04% | 7.08% |
| RBC | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 80.15 | 80.15 | 0.00% | market | 12.63% | — | — | 0.21% | 0.04% | 0.17% |
| RGR | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 60.65 | 60.65 | 0.00% | market | 17.48% | — | — | 5.01% | 0.04% | 4.97% |
| TSEM | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 24.06 | 24.06 | 0.00% | market | 13.95% | — | — | 3.81% | 0.04% | 3.77% |
| CAMT | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 4.40 | 4.40 | 0.00% | market | 100.00% | — | — | 30.13% | 0.51% | 29.62% |
| FOR | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 14.10 | 14.10 | 0.00% | market | 480.00% | — | — | 0.25% | 0.51% | -0.26% |
| GDOT | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 35.17 | 35.17 | 0.00% | market | 19.05% | — | — | 3.26% | 0.51% | 2.75% |
| HLI | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 35.00 | 35.00 | 0.00% | market | 31.11% | — | — | -4.27% | 0.51% | -4.78% |
| IPAR | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 38.50 | 38.50 | 0.00% | market | 16.22% | — | — | -11.01% | 0.51% | -11.52% |
| NVMI | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 22.76 | 22.76 | 0.00% | market | 21.95% | — | — | 8.99% | 0.51% | 8.49% |
| SEDG | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 16.80 | 16.80 | 0.00% | market | 12.50% | — | — | 11.51% | 0.51% | 11.00% |
| ATHM | 2017-05-10 | 2017-05-11 | 2017-05-25 | 1 | 38.73 | 38.73 | 0.00% | market | 36.36% | — | — | 9.76% | 1.01% | 8.76% |
| CROX | 2017-05-10 | 2017-05-11 | 2017-05-25 | 1 | 7.29 | 7.29 | 0.00% | market | 319.05% | — | — | -11.35% | 1.01% | -12.36% |
| ICUI | 2017-05-10 | 2017-05-11 | 2017-05-25 | 1 | 169.00 | 169.00 | 0.00% | market | 273.33% | — | — | -5.63% | 1.01% | -6.64% |
| PEGA | 2017-05-10 | 2017-05-11 | 2017-05-25 | 1 | 27.73 | 27.73 | 0.00% | market | 56.00% | — | — | 1.96% | 1.01% | 0.95% |
| SD | 2017-05-10 | 2017-05-11 | 2017-05-25 | 1 | 19.25 | 19.25 | 0.00% | market | 178.57% | — | — | 1.93% | 1.01% | 0.92% |
| TEO | 2017-05-10 | 2017-05-11 | 2017-05-25 | 1 | 23.62 | 23.62 | 0.00% | market | 88.24% | — | — | 3.58% | 1.01% | 2.58% |
| MGA | 2017-05-11 | 2017-05-12 | 2017-05-26 | 1 | 44.93 | 44.93 | 0.00% | market | 14.93% | — | — | 0.03% | 1.10% | -1.06% |
| BBAR | 2017-05-12 | 2017-05-15 | 2017-05-30 | 3 | 18.05 | 18.05 | 0.00% | market | 39.02% | — | — | 10.15% | 0.85% | 9.30% |
| MT | 2017-05-12 | 2017-05-15 | 2017-05-30 | 3 | 22.28 | 22.28 | 0.00% | market | 84.91% | — | — | 0.21% | 0.85% | -0.63% |
| HESM | 2017-05-15 | 2017-05-16 | 2017-05-31 | 1 | 26.05 | 26.05 | 0.00% | market | 404.35% | — | — | -10.89% | 0.33% | -11.22% |
| LPL | 2017-05-15 | 2017-05-16 | 2017-05-31 | 1 | 12.86 | 12.86 | 0.00% | market | 42.59% | — | — | 13.20% | 0.33% | 12.86% |
| HCC | 2017-05-18 | 2017-05-19 | 2017-06-05 | 1 | 8.77 | 8.77 | 0.00% | market | 12.12% | — | — | -3.29% | 2.81% | -6.10% |
| YRD | 2017-05-21 | 2017-05-22 | 2017-06-06 | 1 | 25.50 | 25.50 | 0.00% | market | 34.92% | — | — | -4.49% | 1.80% | -6.30% |
| A | 2017-05-22 | 2017-05-23 | 2017-06-07 | 1 | 59.80 | 59.80 | 0.00% | market | 20.83% | — | — | 1.29% | 1.55% | -0.26% |
| TLYS | 2017-05-23 | 2017-05-24 | 2017-06-08 | 1 | 10.75 | 10.75 | 0.00% | market | 90.00% | — | — | -4.75% | 1.44% | -6.19% |
| TTWO | 2017-05-23 | 2017-05-24 | 2017-06-08 | 1 | 73.76 | 73.76 | 0.00% | market | 40.68% | — | — | 7.44% | 1.44% | 6.00% |
| FSM | 2017-05-24 | 2017-05-25 | 2017-06-09 | 1 | 4.50 | 4.50 | 0.00% | market | 80.00% | — | — | 7.90% | 0.92% | 6.98% |
| BBY | 2017-05-25 | 2017-05-26 | 2017-06-12 | 1 | 60.41 | 60.41 | 0.00% | market | 42.50% | — | — | -5.55% | 0.75% | -6.30% |
| GME | 2017-05-25 | 2017-05-26 | 2017-06-12 | 1 | 5.53 | 5.53 | 0.00% | market | 23.08% | — | — | -1.91% | 0.75% | -2.66% |
| MRVL | 2017-05-25 | 2017-05-26 | 2017-06-12 | 1 | 17.39 | 17.39 | 0.00% | market | 14.29% | — | — | 0.25% | 0.75% | -0.51% |
| NGL | 2017-05-25 | 2017-05-26 | 2017-06-12 | 1 | 14.35 | 14.35 | 0.00% | market | 63.64% | — | — | -8.11% | 0.75% | -8.87% |
| COO | 2017-06-01 | 2017-06-02 | 2017-06-16 | 1 | 56.91 | 56.91 | 0.00% | market | 12.50% | — | — | 4.87% | -0.32% | 5.19% |
| CRVL | 2017-06-01 | 2017-06-02 | 2017-06-16 | 1 | 15.97 | 15.97 | 0.00% | market | 366.67% | — | — | -4.61% | -0.32% | -4.29% |
| ABM | 2017-06-07 | 2017-06-08 | 2017-06-22 | 1 | 43.88 | 43.88 | 0.00% | market | 13.95% | — | — | -5.48% | -0.38% | -5.10% |
| AGX | 2017-06-07 | 2017-06-08 | 2017-06-22 | 1 | 64.50 | 64.50 | 0.00% | market | 40.86% | — | — | -7.00% | -0.38% | -6.62% |
| CVCO | 2017-06-12 | 2017-06-13 | 2017-06-27 | 1 | 128.50 | 128.50 | 0.00% | market | 16.67% | — | — | -0.76% | -1.09% | 0.32% |
| WLY | 2017-06-13 | 2017-06-14 | 2017-06-28 | 1 | 54.20 | 54.20 | 0.00% | market | 51.85% | — | — | -0.84% | -0.56% | -0.28% |
| LZB | 2017-06-20 | 2017-06-21 | 2017-07-06 | 1 | 29.40 | 29.40 | 0.00% | market | 23.91% | — | — | 7.21% | -1.20% | 8.41% |
| EBF | 2017-06-26 | 2017-06-27 | 2017-07-12 | 1 | 18.10 | 18.10 | 0.00% | market | 24.00% | — | — | 4.60% | 0.40% | 4.20% |
| AVAV | 2017-06-27 | 2017-06-28 | 2017-07-13 | 1 | 30.37 | 30.37 | 0.00% | market | 26.21% | — | — | 29.50% | 0.79% | 28.71% |
| NKE | 2017-06-29 | 2017-06-30 | 2017-07-17 | 1 | 56.60 | 56.60 | 0.00% | market | 20.00% | — | — | 2.00% | 1.34% | 0.66% |
| MLKN | 2017-07-05 | 2017-07-06 | 2017-07-20 | 1 | 33.00 | 33.00 | 0.00% | market | 16.36% | — | — | 3.38% | 2.15% | 1.23% |
| YUMC | 2017-07-05 | 2017-07-06 | 2017-07-20 | 1 | 36.44 | 36.44 | 0.00% | market | 12.50% | — | — | 2.75% | 2.15% | 0.60% |
| AIR | 2017-07-11 | 2017-07-12 | 2017-07-26 | 1 | 37.13 | 37.13 | 0.00% | market | 16.28% | — | — | -1.26% | 1.70% | -2.96% |
| EXPO | 2017-07-18 | 2017-07-19 | 2017-08-02 | 1 | 33.05 | 33.05 | 0.00% | market | 23.81% | — | — | -1.52% | 0.58% | -2.10% |
| NIC | 2017-07-18 | 2017-07-19 | 2017-08-02 | 1 | 54.70 | 54.70 | 0.00% | market | 12.16% | — | — | -2.26% | 0.58% | -2.83% |
| WTFC | 2017-07-18 | 2017-07-19 | 2017-08-02 | 1 | 80.00 | 80.00 | 0.00% | market | 12.12% | — | — | -5.98% | 0.58% | -6.55% |
| ASML | 2017-07-19 | 2017-07-20 | 2017-08-03 | 1 | 152.24 | 152.24 | 0.00% | market | 14.17% | — | — | -0.15% | -0.13% | -0.02% |
| RLI | 2017-07-19 | 2017-07-20 | 2017-08-03 | 1 | 28.35 | 28.35 | 0.00% | market | 14.81% | — | — | -0.38% | -0.13% | -0.25% |
| BANF | 2017-07-20 | 2017-07-21 | 2017-08-04 | 1 | 56.53 | 56.53 | 0.00% | market | 22.41% | — | — | -6.96% | 0.39% | -7.36% |
| MTG | 2017-07-20 | 2017-07-21 | 2017-08-04 | 1 | 11.92 | 11.92 | 0.00% | market | 20.00% | — | — | -2.20% | 0.39% | -2.59% |
| WFG | 2017-07-20 | 2017-07-21 | 2017-08-04 | 1 | 51.93 | 51.93 | 0.00% | market | 20.22% | — | — | 2.65% | 0.39% | 2.26% |
| WIT | 2017-07-20 | 2017-07-21 | 2017-08-04 | 1 | 2.16 | 2.16 | 0.00% | market | 50.00% | — | — | 7.77% | 0.39% | 7.38% |
| MCO | 2017-07-21 | 2017-07-24 | 2017-08-07 | 3 | 133.15 | 133.15 | 0.00% | market | 12.69% | — | — | -3.16% | 0.44% | -3.60% |
| NVR | 2017-07-21 | 2017-07-24 | 2017-08-07 | 3 | 2,652.61 | 2,652.61 | 0.00% | market | 21.81% | — | — | 1.52% | 0.44% | 1.08% |
| CHCO | 2017-07-24 | 2017-07-25 | 2017-08-08 | 1 | 68.99 | 68.99 | 0.00% | market | 13.25% | — | — | -6.61% | -0.17% | -6.44% |
| MC | 2017-07-24 | 2017-07-25 | 2017-08-08 | 1 | 43.10 | 43.10 | 0.00% | market | 40.43% | — | — | -8.22% | -0.17% | -8.05% |
| WERN | 2017-07-24 | 2017-07-25 | 2017-08-08 | 1 | 32.45 | 32.45 | 0.00% | market | 18.52% | — | — | -7.34% | -0.17% | -7.17% |
| DLB | 2017-07-25 | 2017-07-26 | 2017-08-09 | 1 | 52.96 | 52.96 | 0.00% | market | 12.31% | — | — | -3.65% | -0.20% | -3.45% |
| HLI | 2017-07-25 | 2017-07-26 | 2017-08-09 | 1 | 38.91 | 38.91 | 0.00% | market | 13.64% | — | — | -9.22% | -0.20% | -9.02% |
| JBLU | 2017-07-25 | 2017-07-26 | 2017-08-09 | 1 | 22.61 | 22.61 | 0.00% | market | 12.28% | — | — | -3.46% | -0.20% | -3.26% |
| NEM | 2017-07-25 | 2017-07-26 | 2017-08-09 | 1 | 35.93 | 35.93 | 0.00% | market | 64.29% | — | — | 0.37% | -0.20% | 0.57% |
| RNR | 2017-07-25 | 2017-07-26 | 2017-08-09 | 1 | 148.00 | 148.00 | 0.00% | market | 19.74% | — | — | 0.06% | -0.20% | 0.26% |
| TROW | 2017-07-25 | 2017-07-26 | 2017-08-09 | 1 | 84.11 | 84.11 | 0.00% | market | 15.38% | — | — | -1.21% | -0.20% | -1.00% |