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 4: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DQ | 2019-05-21 | 2019-05-22 | 2019-06-06 | 1 | 7.28 | 7.28 | 0.00% | market | 128.57% | — | — | 13.80% | -0.23% | 14.03% |
| SKY | 2019-05-21 | 2019-05-22 | 2019-06-06 | 1 | 22.05 | 22.05 | 0.00% | market | 30.00% | — | — | 12.87% | -0.23% | 13.10% |
| CPRT | 2019-05-22 | 2019-05-23 | 2019-06-07 | 1 | 16.91 | 16.91 | 0.00% | market | 13.33% | — | — | 10.25% | 1.59% | 8.66% |
| PLAB | 2019-05-22 | 2019-05-23 | 2019-06-07 | 1 | 8.58 | 8.58 | 0.00% | market | 85.71% | — | — | -0.68% | 1.59% | -2.27% |
| BRC | 2019-05-23 | 2019-05-24 | 2019-06-10 | 1 | 48.11 | 48.11 | 0.00% | market | 16.07% | — | — | -0.31% | 1.84% | -2.15% |
| CVCO | 2019-05-23 | 2019-05-24 | 2019-06-10 | 1 | 145.71 | 145.71 | 0.00% | market | 48.63% | — | — | 5.84% | 1.84% | 3.99% |
| DELL | 2019-05-30 | 2019-05-31 | 2019-06-14 | 1 | 30.73 | 30.73 | 0.00% | market | 20.83% | — | — | -15.49% | 4.73% | -20.22% |
| ZEPP | 2019-06-03 | 2019-06-04 | 2019-06-18 | 1 | 31.68 | 31.68 | 0.00% | market | 132.81% | — | — | 25.53% | 5.51% | 20.02% |
| HQY | 2019-06-04 | 2019-06-05 | 2019-06-19 | 1 | 67.66 | 67.66 | 0.00% | market | 20.59% | — | — | 4.88% | 3.80% | 1.08% |
| CIEN | 2019-06-06 | 2019-06-07 | 2019-06-21 | 1 | 45.30 | 45.30 | 0.00% | market | 20.00% | — | — | -4.03% | 2.82% | -6.85% |
| RH | 2019-06-12 | 2019-06-13 | 2019-06-27 | 1 | 120.00 | 120.00 | 0.00% | market | 27.10% | — | — | -5.55% | 0.73% | -6.28% |
| WGO | 2019-06-19 | 2019-06-20 | 2019-07-05 | 1 | 40.99 | 40.99 | 0.00% | market | 15.15% | — | — | -6.47% | 0.82% | -7.28% |
| MU | 2019-06-25 | 2019-06-26 | 2019-07-11 | 1 | 35.87 | 35.87 | 0.00% | market | 34.62% | — | — | 21.12% | 2.59% | 18.52% |
| MLKN | 2019-06-26 | 2019-06-27 | 2019-07-12 | 1 | 42.05 | 42.05 | 0.00% | market | 12.82% | — | — | 5.54% | 3.21% | 2.33% |
| UNF | 2019-06-26 | 2019-06-27 | 2019-07-12 | 1 | 179.72 | 179.72 | 0.00% | market | 43.86% | — | — | 3.23% | 3.21% | 0.02% |
| PKE | 2019-07-11 | 2019-07-12 | 2019-07-26 | 1 | 16.38 | 16.38 | 0.00% | market | 16.67% | — | — | 5.15% | 0.72% | 4.43% |
| NIC | 2019-07-16 | 2019-07-17 | 2019-07-31 | 1 | 63.83 | 63.83 | 0.00% | market | 24.77% | — | — | 2.85% | -0.77% | 3.62% |
| RLI | 2019-07-17 | 2019-07-18 | 2019-08-01 | 1 | 43.78 | 43.78 | 0.00% | market | 13.79% | — | — | 2.09% | -0.79% | 2.88% |
| NVR | 2019-07-19 | 2019-07-22 | 2019-08-05 | 3 | 3,485.20 | 3,485.20 | 0.00% | market | 18.45% | — | — | -4.26% | -4.63% | 0.37% |
| WSFS | 2019-07-22 | 2019-07-23 | 2019-08-06 | 1 | 40.00 | 40.00 | 0.00% | market | 18.92% | — | — | 1.38% | -3.79% | 5.17% |
| BIIB | 2019-07-23 | 2019-07-24 | 2019-08-07 | 1 | 244.70 | 244.70 | 0.00% | market | 21.51% | — | — | -3.01% | -3.75% | 0.74% |
| RNR | 2019-07-23 | 2019-07-24 | 2019-08-07 | 1 | 189.00 | 189.00 | 0.00% | market | 33.52% | — | — | -1.85% | -3.75% | 1.90% |
| TRMK | 2019-07-23 | 2019-07-24 | 2019-08-07 | 1 | 33.63 | 33.63 | 0.00% | market | 14.04% | — | — | 1.03% | -3.75% | 4.78% |
| WRB | 2019-07-23 | 2019-07-24 | 2019-08-07 | 1 | 30.51 | 30.51 | 0.00% | market | 28.57% | — | — | 2.42% | -3.75% | 6.17% |
| AXTI | 2019-07-24 | 2019-07-25 | 2019-08-08 | 1 | 4.35 | 4.35 | 0.00% | market | 19.40% | — | — | -7.69% | -2.43% | -5.25% |
| BHE | 2019-07-24 | 2019-07-25 | 2019-08-08 | 1 | 26.13 | 26.13 | 0.00% | market | 12.50% | — | — | 2.39% | -2.43% | 4.82% |
| BPOP | 2019-07-24 | 2019-07-25 | 2019-08-08 | 1 | 56.91 | 56.91 | 0.00% | market | 12.82% | — | — | -3.75% | -2.43% | -1.32% |
| EIG | 2019-07-24 | 2019-07-25 | 2019-08-08 | 1 | 44.85 | 44.85 | 0.00% | market | 63.64% | — | — | -5.07% | -2.43% | -2.64% |
| SYBT | 2019-07-24 | 2019-07-25 | 2019-08-08 | 1 | 36.12 | 36.12 | 0.00% | market | 18.03% | — | — | 2.31% | -2.43% | 4.74% |
| TDY | 2019-07-24 | 2019-07-25 | 2019-08-08 | 1 | 299.64 | 299.64 | 0.00% | market | 16.18% | — | — | -0.31% | -2.43% | 2.12% |
| COLB | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 37.24 | 37.24 | 0.00% | market | 12.70% | — | — | -6.14% | -3.04% | -3.10% |
| EQT | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 14.65 | 14.65 | 0.00% | market | 200.00% | — | — | -17.57% | -3.04% | -14.54% |
| FAF | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 57.10 | 57.10 | 0.00% | market | 14.49% | — | — | -0.06% | -3.04% | 2.97% |
| FCN | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 103.40 | 103.40 | 0.00% | market | 78.35% | — | — | 1.74% | -3.04% | 4.78% |
| GOOG | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 61.20 | 61.20 | 0.00% | market | 24.56% | — | — | -3.04% | -3.04% | -0.00% |
| GOOGL | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 61.40 | 61.40 | 0.00% | market | 26.79% | — | — | -3.28% | -3.04% | -0.24% |
| HLI | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 45.31 | 45.31 | 0.00% | market | 21.82% | — | — | -5.13% | -3.04% | -2.09% |
| INTC | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 52.69 | 52.69 | 0.00% | market | 19.10% | — | — | -12.83% | -3.04% | -9.80% |
| MTRN | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 61.27 | 61.27 | 0.00% | market | 14.29% | — | — | -3.82% | -3.04% | -0.78% |
| SMP | 2019-07-25 | 2019-07-26 | 2019-08-09 | 1 | 47.32 | 47.32 | 0.00% | market | 13.58% | — | — | -6.23% | -3.04% | -3.19% |
| PIPR | 2019-07-26 | 2019-07-29 | 2019-08-12 | 3 | 19.57 | 19.57 | 0.00% | market | 25.71% | — | — | -9.45% | -4.57% | -4.88% |
| CVCO | 2019-07-29 | 2019-07-30 | 2019-08-13 | 1 | 167.10 | 167.10 | 0.00% | market | 18.46% | — | — | 10.27% | -2.45% | 12.72% |
| MEDP | 2019-07-29 | 2019-07-30 | 2019-08-13 | 1 | 75.00 | 75.00 | 0.00% | market | 26.56% | — | — | 5.90% | -2.45% | 8.35% |
| NPO | 2019-07-29 | 2019-07-30 | 2019-08-13 | 1 | 65.97 | 65.97 | 0.00% | market | 30.69% | — | — | -3.19% | -2.45% | -0.74% |
| RDY | 2019-07-29 | 2019-07-30 | 2019-08-13 | 1 | 7.38 | 7.38 | 0.00% | market | 56.76% | — | — | -4.30% | -2.45% | -1.85% |
| ALL | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 105.29 | 105.29 | 0.00% | market | 41.56% | — | — | -3.52% | -5.68% | 2.16% |
| AXS | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 61.37 | 61.37 | 0.00% | market | 20.90% | — | — | 3.31% | -5.68% | 8.98% |
| CASH | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 29.00 | 29.00 | 0.00% | market | 53.06% | — | — | -0.31% | -5.68% | 5.37% |
| CGAU | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 8.50 | 8.50 | 0.00% | market | 37.50% | — | — | 3.43% | -5.68% | 9.11% |
| CINF | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 106.09 | 106.09 | 0.00% | market | 32.81% | — | — | 0.70% | -5.68% | 6.38% |
| DHI | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 46.88 | 46.88 | 0.00% | market | 17.76% | — | — | 0.92% | -5.68% | 6.60% |
| EME | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 84.99 | 84.99 | 0.00% | market | 12.03% | — | — | -4.36% | -5.68% | 1.32% |
| GIC | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 21.00 | 21.00 | 0.00% | market | 13.16% | — | — | -4.67% | -5.68% | 1.01% |
| GNW | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 4.16 | 4.16 | 0.00% | market | 42.86% | — | — | 5.19% | -5.68% | 10.87% |
| HUBG | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 22.00 | 22.00 | 0.00% | market | 128.95% | — | — | -7.96% | -5.68% | -2.29% |
| IMAX | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 22.08 | 22.08 | 0.00% | market | 14.29% | — | — | -7.03% | -5.68% | -1.35% |
| LBRT | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 14.00 | 14.00 | 0.00% | market | 14.29% | — | — | -19.46% | -5.68% | -13.78% |
| MC | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 36.00 | 36.00 | 0.00% | market | 33.33% | — | — | -11.91% | -5.68% | -6.23% |
| MKL | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 1,133.00 | 1,133.00 | 0.00% | market | 16.65% | — | — | -1.66% | -5.68% | 4.01% |
| SIRI | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 61.60 | 61.60 | 0.00% | market | 20.00% | — | — | -2.70% | -5.68% | 2.98% |
| SONY | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 11.40 | 11.40 | 0.00% | market | 36.71% | — | — | -4.84% | -5.68% | 0.84% |
| TIMB | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 16.21 | 16.21 | 0.00% | market | 46.67% | — | — | -9.11% | -5.68% | -3.43% |
| UIS | 2019-07-30 | 2019-07-31 | 2019-08-14 | 1 | 12.19 | 12.19 | 0.00% | market | 200.00% | — | — | -31.03% | -5.68% | -25.35% |
| AGI | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 6.45 | 6.45 | 0.00% | market | 34.08% | — | — | 11.22% | -4.35% | 15.57% |
| BTU | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 20.81 | 20.81 | 0.00% | market | 36.00% | — | — | -9.37% | -4.35% | -5.02% |
| FSS | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 31.28 | 31.28 | 0.00% | market | 19.57% | — | — | -4.96% | -4.35% | -0.61% |
| GRMN | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 78.32 | 78.32 | 0.00% | market | 14.85% | — | — | -2.07% | -4.35% | 2.29% |
| JOE | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 19.62 | 19.62 | 0.00% | market | 240.00% | — | — | -13.40% | -4.35% | -9.05% |
| KGC | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 3.99 | 3.99 | 0.00% | market | 107.40% | — | — | 22.96% | -4.35% | 27.31% |
| RDN | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 23.14 | 23.14 | 0.00% | market | 12.68% | — | — | -3.56% | -4.35% | 0.79% |
| SKY | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 30.30 | 30.30 | 0.00% | market | 29.63% | — | — | -2.05% | -4.35% | 2.30% |
| SRI | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 32.81 | 32.81 | 0.00% | market | 38.46% | — | — | -9.15% | -4.35% | -4.80% |
| TS | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 23.46 | 23.46 | 0.00% | market | 17.14% | — | — | -11.35% | -4.35% | -7.00% |
| TTEK | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 15.18 | 15.18 | 0.00% | market | 12.50% | — | — | 2.86% | -4.35% | 7.22% |
| UTHR | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 81.29 | 81.29 | 0.00% | market | 65.06% | — | — | -2.28% | -4.35% | 2.07% |
| VVV | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 20.96 | 20.96 | 0.00% | market | 15.62% | — | — | 4.05% | -4.35% | 8.40% |
| WTI | 2019-07-31 | 2019-08-01 | 2019-08-15 | 1 | 4.67 | 4.67 | 0.00% | market | 212.50% | — | — | -10.81% | -4.35% | -6.46% |
| ACA | 2019-08-01 | 2019-08-02 | 2019-08-16 | 1 | 36.00 | 36.00 | 0.00% | market | 38.30% | — | — | -11.13% | -1.70% | -9.43% |
| BIO | 2019-08-01 | 2019-08-02 | 2019-08-16 | 1 | 338.67 | 338.67 | 0.00% | market | 12.95% | — | — | -3.40% | -1.70% | -1.70% |
| CNXN | 2019-08-01 | 2019-08-02 | 2019-08-16 | 1 | 34.68 | 34.68 | 0.00% | market | 23.61% | — | — | 1.11% | -1.70% | 2.81% |
| CORT | 2019-08-01 | 2019-08-02 | 2019-08-16 | 1 | 11.25 | 11.25 | 0.00% | market | 38.89% | — | — | 15.37% | -1.70% | 17.07% |
| DINO | 2019-08-01 | 2019-08-02 | 2019-08-16 | 1 | 52.07 | 52.07 | 0.00% | market | 32.12% | — | — | -14.93% | -1.70% | -13.22% |
| HIG | 2019-08-01 | 2019-08-02 | 2019-08-16 | 1 | 57.80 | 57.80 | 0.00% | market | 16.67% | — | — | 1.06% | -1.70% | 2.76% |
| NGVC | 2019-08-01 | 2019-08-02 | 2019-08-16 | 1 | 10.00 | 10.00 | 0.00% | market | 28.57% | — | — | -6.10% | -1.70% | -4.40% |
| OSK | 2019-08-01 | 2019-08-02 | 2019-08-16 | 1 | 75.00 | 75.00 | 0.00% | market | 12.86% | — | — | -7.50% | -1.70% | -5.80% |
| AEIS | 2019-08-05 | 2019-08-06 | 2019-08-20 | 1 | 53.99 | 53.99 | 0.00% | market | 28.57% | — | — | -9.79% | 1.46% | -11.25% |
| BHF | 2019-08-05 | 2019-08-06 | 2019-08-20 | 1 | 36.80 | 36.80 | 0.00% | market | 14.80% | — | — | -5.40% | 1.46% | -6.86% |
| HMN | 2019-08-05 | 2019-08-06 | 2019-08-20 | 1 | 41.79 | 41.79 | 0.00% | market | 21.43% | — | — | 3.39% | 1.46% | 1.93% |
| J | 2019-08-05 | 2019-08-06 | 2019-08-20 | 1 | 67.93 | 67.93 | 0.00% | market | 12.90% | — | — | 1.65% | 1.46% | 0.19% |
| THC | 2019-08-05 | 2019-08-06 | 2019-08-20 | 1 | 22.90 | 22.90 | 0.00% | market | 27.27% | — | — | -10.10% | 1.46% | -11.56% |
| LOPE | 2019-08-06 | 2019-08-07 | 2019-08-21 | 1 | 124.09 | 124.09 | 0.00% | market | 15.96% | — | — | 4.26% | 2.83% | 1.43% |
| MMI | 2019-08-06 | 2019-08-07 | 2019-08-21 | 1 | 32.06 | 32.06 | 0.00% | market | 25.58% | — | — | 8.98% | 2.83% | 6.15% |
| POWL | 2019-08-06 | 2019-08-07 | 2019-08-21 | 1 | 12.21 | 12.21 | 0.00% | market | 120.00% | — | — | 2.19% | 2.83% | -0.64% |
| ACMR | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 5.99 | 5.99 | 0.00% | market | 116.66% | — | — | -18.13% | 0.95% | -19.08% |
| AGO | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 44.20 | 44.20 | 0.00% | market | 81.58% | — | — | -1.43% | 0.95% | -2.38% |
| BGSF | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 17.00 | 17.00 | 0.00% | market | 23.33% | — | — | 7.08% | 0.95% | 6.13% |
| BMA | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 66.08 | 66.08 | 0.00% | market | 19.91% | — | — | -49.84% | 0.95% | -50.79% |
| FTDR | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 51.96 | 51.96 | 0.00% | market | 43.14% | — | — | -0.54% | 0.95% | -1.49% |
| GDOT | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 24.30 | 24.30 | 0.00% | market | 42.86% | — | — | 29.24% | 0.95% | 28.30% |
| NL | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 3.98 | 3.98 | 0.00% | market | 120.00% | — | — | -16.18% | 0.95% | -17.13% |
| NTES | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 46.00 | 46.00 | 0.00% | market | 50.00% | — | — | 7.33% | 0.95% | 6.39% |
| NVMI | 2019-08-07 | 2019-08-08 | 2019-08-22 | 1 | 28.17 | 28.17 | 0.00% | market | 23.08% | — | — | 2.56% | 0.95% | 1.62% |
| CNNE | 2019-08-08 | 2019-08-09 | 2019-08-23 | 1 | 30.77 | 30.77 | 0.00% | market | 350.00% | — | — | -7.41% | -2.64% | -4.77% |
| EFXT | 2019-08-08 | 2019-08-09 | 2019-08-23 | 1 | 12.25 | 12.25 | 0.00% | market | 23.36% | — | — | -25.49% | -2.64% | -22.85% |
| GRBK | 2019-08-08 | 2019-08-09 | 2019-08-23 | 1 | 9.40 | 9.40 | 0.00% | market | 20.83% | — | — | 0.43% | -2.64% | 3.07% |
| ROAD | 2019-08-08 | 2019-08-09 | 2019-08-23 | 1 | 13.86 | 13.86 | 0.00% | market | 13.79% | — | — | 0.69% | -2.64% | 3.34% |
| BBAR | 2019-08-12 | 2019-08-13 | 2019-08-27 | 1 | 5.94 | 5.94 | 0.00% | market | 100.00% | — | — | -25.35% | -0.30% | -25.05% |
| PLMR | 2019-08-12 | 2019-08-13 | 2019-08-27 | 1 | 31.73 | 31.73 | 0.00% | market | 20.00% | — | — | 4.88% | -0.30% | 5.18% |
| VIPS | 2019-08-14 | 2019-08-15 | 2019-08-29 | 1 | 7.35 | 7.35 | 0.00% | market | 43.75% | — | — | 13.78% | 2.70% | 11.07% |
| BABA | 2019-08-15 | 2019-08-16 | 2019-08-30 | 1 | 170.00 | 170.00 | 0.00% | market | 22.00% | — | — | 2.86% | 2.08% | 0.77% |
| XYF | 2019-08-18 | 2019-08-19 | 2019-09-03 | 1 | 8.52 | 8.52 | 0.00% | market | 40.91% | — | — | -11.72% | -0.50% | -11.22% |
| BIDU | 2019-08-19 | 2019-08-20 | 2019-09-04 | 1 | 112.08 | 112.08 | 0.00% | market | 56.38% | — | — | -8.61% | 0.78% | -9.39% |
| FINV | 2019-08-20 | 2019-08-21 | 2019-09-05 | 1 | 3.70 | 3.70 | 0.00% | market | 25.60% | — | — | 2.87% | 1.83% | 1.05% |
| LZB | 2019-08-20 | 2019-08-21 | 2019-09-05 | 1 | 32.09 | 32.09 | 0.00% | market | 23.53% | — | — | -2.44% | 1.83% | -4.26% |
| DELL | 2019-08-29 | 2019-08-30 | 2019-09-16 | 1 | 25.76 | 25.76 | 0.00% | market | 47.26% | — | — | 6.31% | 2.02% | 4.29% |
| AVAV | 2019-09-04 | 2019-09-05 | 2019-09-19 | 1 | 57.28 | 57.28 | 0.00% | market | 105.56% | — | — | 6.66% | 1.45% | 5.21% |
| CIEN | 2019-09-05 | 2019-09-06 | 2019-09-20 | 1 | 39.72 | 39.72 | 0.00% | market | 22.41% | — | — | -0.45% | 0.04% | -0.49% |
| RH | 2019-09-10 | 2019-09-11 | 2019-09-25 | 1 | 155.35 | 155.35 | 0.00% | market | 18.52% | — | — | 9.36% | -0.28% | 9.65% |
| MU | 2019-09-26 | 2019-09-27 | 2019-10-11 | 1 | 45.90 | 45.90 | 0.00% | market | 14.29% | — | — | -1.84% | -0.52% | -1.32% |
| NIC | 2019-10-15 | 2019-10-16 | 2019-10-30 | 1 | 67.75 | 67.75 | 0.00% | market | 18.64% | — | — | 1.91% | 1.93% | -0.03% |
| SCHW | 2019-10-15 | 2019-10-16 | 2019-10-30 | 1 | 38.68 | 38.68 | 0.00% | market | 15.62% | — | — | 6.67% | 1.93% | 4.74% |
| BFC | 2019-10-16 | 2019-10-17 | 2019-10-31 | 1 | 66.85 | 66.85 | 0.00% | market | 16.25% | — | — | 4.61% | 1.22% | 3.39% |
| HLX | 2019-10-21 | 2019-10-22 | 2019-11-05 | 1 | 9.22 | 9.22 | 0.00% | market | 31.25% | — | — | -6.50% | 2.15% | -8.64% |
| NWBI | 2019-10-21 | 2019-10-22 | 2019-11-05 | 1 | 17.74 | 17.74 | 0.00% | market | 19.23% | — | — | -4.44% | 2.15% | -6.59% |
| MTG | 2019-10-22 | 2019-10-23 | 2019-11-06 | 1 | 14.13 | 14.13 | 0.00% | market | 14.29% | — | — | -1.09% | 2.80% | -3.89% |
| NUE | 2019-10-22 | 2019-10-23 | 2019-11-06 | 1 | 53.15 | 53.15 | 0.00% | market | 12.50% | — | — | 3.64% | 2.80% | 0.84% |
| STC | 2019-10-22 | 2019-10-23 | 2019-11-06 | 1 | 42.55 | 42.55 | 0.00% | market | 25.49% | — | — | -3.60% | 2.80% | -6.40% |
| USNA | 2019-10-22 | 2019-10-23 | 2019-11-06 | 1 | 74.53 | 74.53 | 0.00% | market | 26.74% | — | — | 0.54% | 2.80% | -2.26% |
| VIST | 2019-10-22 | 2019-10-23 | 2019-11-06 | 1 | 4.96 | 4.96 | 0.00% | market | 150.00% | — | — | 14.21% | 2.80% | 11.41% |
| WRB | 2019-10-22 | 2019-10-23 | 2019-11-06 | 1 | 31.91 | 31.91 | 0.00% | market | 27.59% | — | — | -4.30% | 2.80% | -7.10% |
| EIG | 2019-10-23 | 2019-10-24 | 2019-11-07 | 1 | 43.61 | 43.61 | 0.00% | market | 31.34% | — | — | -2.07% | 2.42% | -4.49% |
| MKSI | 2019-10-23 | 2019-10-24 | 2019-11-07 | 1 | 104.67 | 104.67 | 0.00% | market | 30.23% | — | — | 7.05% | 2.42% | 4.63% |
| SYBT | 2019-10-23 | 2019-10-24 | 2019-11-07 | 1 | 38.75 | 38.75 | 0.00% | market | 16.92% | — | — | 6.30% | 2.42% | 3.88% |
| TDY | 2019-10-23 | 2019-10-24 | 2019-11-07 | 1 | 329.79 | 329.79 | 0.00% | market | 12.25% | — | — | 2.34% | 2.42% | -0.07% |
| UNF | 2019-10-23 | 2019-10-24 | 2019-11-07 | 1 | 207.33 | 207.33 | 0.00% | market | 22.45% | — | — | 0.40% | 2.42% | -2.02% |
| CINF | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 116.00 | 116.00 | 0.00% | market | 21.35% | — | — | -6.39% | 3.07% | -9.46% |
| COLB | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 37.95 | 37.95 | 0.00% | market | 14.75% | — | — | 7.17% | 3.07% | 4.10% |
| DECK | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 25.86 | 25.86 | 0.00% | market | 15.38% | — | — | 5.24% | 3.07% | 2.17% |
| FAF | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 62.07 | 62.07 | 0.00% | market | 13.10% | — | — | 0.98% | 3.07% | -2.09% |
| FCN | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 112.76 | 112.76 | 0.00% | market | 68.04% | — | — | -5.70% | 3.07% | -8.77% |
| FRME | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 38.16 | 38.16 | 0.00% | market | 12.82% | — | — | 8.29% | 3.07% | 5.22% |
| INTC | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 54.19 | 54.19 | 0.00% | market | 14.52% | — | — | 7.43% | 3.07% | 4.36% |
| LUV | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 56.07 | 56.07 | 0.00% | market | 13.89% | — | — | 3.66% | 3.07% | 0.59% |
| RS | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 113.25 | 113.25 | 0.00% | market | 22.56% | — | — | 3.51% | 3.07% | 0.44% |
| STM | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 22.46 | 22.46 | 0.00% | market | 17.24% | — | — | 6.18% | 3.07% | 3.11% |
| TBBK | 2019-10-24 | 2019-10-25 | 2019-11-08 | 1 | 10.44 | 10.44 | 0.00% | market | 40.74% | — | — | 8.52% | 3.07% | 5.45% |
| GRC | 2019-10-25 | 2019-10-28 | 2019-11-11 | 3 | 36.28 | 36.28 | 0.00% | market | 17.14% | — | — | -0.24% | 1.79% | -2.02% |
| PSX | 2019-10-25 | 2019-10-28 | 2019-11-11 | 3 | 115.00 | 115.00 | 0.00% | market | 19.62% | — | — | 2.87% | 1.79% | 1.08% |
| CRSP | 2019-10-28 | 2019-10-29 | 2019-11-12 | 1 | 45.00 | 45.00 | 0.00% | market | 352.63% | — | — | 18.97% | 1.98% | 16.99% |
| CVCO | 2019-10-28 | 2019-10-29 | 2019-11-12 | 1 | 210.00 | 210.00 | 0.00% | market | 12.50% | — | — | -7.26% | 1.98% | -9.24% |
| SANM | 2019-10-28 | 2019-10-29 | 2019-11-12 | 1 | 28.78 | 28.78 | 0.00% | market | 13.51% | — | — | 12.83% | 1.98% | 10.85% |
| SPOT | 2019-10-28 | 2019-10-29 | 2019-11-12 | 1 | 137.87 | 137.87 | 0.00% | market | 202.50% | — | — | 6.08% | 1.98% | 4.10% |
| TBI | 2019-10-28 | 2019-10-29 | 2019-11-12 | 1 | 22.68 | 22.68 | 0.00% | market | 15.15% | — | — | 2.41% | 1.98% | 0.43% |
| AFG | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 100.64 | 100.64 | 0.00% | market | 15.38% | — | — | 9.28% | 1.87% | 7.41% |
| EA | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 94.25 | 94.25 | 0.00% | market | 12.94% | — | — | 1.76% | 1.87% | -0.11% |
| FNF | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 43.43 | 43.43 | 0.00% | market | 20.88% | — | — | 4.41% | 1.87% | 2.54% |
| HLF | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 41.74 | 41.74 | 0.00% | market | 14.06% | — | — | 4.84% | 1.87% | 2.97% |
| MEC | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 10.51 | 10.51 | 0.00% | market | 53.12% | — | — | -10.47% | 1.87% | -12.34% |
| MKL | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 1,121.12 | 1,121.12 | 0.00% | market | 34.95% | — | — | 1.18% | 1.87% | -0.69% |
| PSMT | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 75.00 | 75.00 | 0.00% | market | 36.73% | — | — | -0.63% | 1.87% | -2.50% |
| SAM | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 380.33 | 380.33 | 0.00% | market | 24.57% | — | — | -3.69% | 1.87% | -5.56% |
| SHOO | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 41.10 | 41.10 | 0.00% | market | 13.56% | — | — | 5.74% | 1.87% | 3.87% |
| UFI | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 27.52 | 27.52 | 0.00% | market | 17.65% | — | — | -11.11% | 1.87% | -12.98% |
| VSH | 2019-10-29 | 2019-10-30 | 2019-11-13 | 1 | 20.30 | 20.30 | 0.00% | market | 13.04% | — | — | -6.11% | 1.87% | -7.98% |
| ACA | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 36.90 | 36.90 | 0.00% | market | 25.93% | — | — | 3.67% | 1.78% | 1.88% |
| CBZ | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 27.73 | 27.73 | 0.00% | market | 28.00% | — | — | -3.45% | 1.78% | -5.24% |
| CNXN | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 43.27 | 43.27 | 0.00% | market | 57.89% | — | — | 16.42% | 1.78% | 14.64% |
| COLM | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 91.43 | 91.43 | 0.00% | market | 12.90% | — | — | 3.19% | 1.78% | 1.41% |
| CRUS | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 60.69 | 60.69 | 0.00% | market | 64.89% | — | — | 18.96% | 1.78% | 17.18% |
| EXEL | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 17.00 | 17.00 | 0.00% | market | 63.16% | — | — | -2.10% | 1.78% | -3.88% |
| GHC | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 628.89 | 628.89 | 0.00% | market | 20.30% | — | — | 0.40% | 1.78% | -1.38% |
| GRMN | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 95.25 | 95.25 | 0.00% | market | 33.68% | — | — | 1.47% | 1.78% | -0.31% |
| MC | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 34.92 | 34.92 | 0.00% | market | 33.33% | — | — | -4.11% | 1.78% | -5.89% |
| OSK | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 87.02 | 87.02 | 0.00% | market | 15.43% | — | — | 4.15% | 1.78% | 2.37% |
| RGA | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 161.78 | 161.78 | 0.00% | market | 14.86% | — | — | 2.41% | 1.78% | 0.63% |
| SONY | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 12.22 | 12.22 | 0.00% | market | 21.05% | — | — | 1.13% | 1.78% | -0.65% |
| UTHR | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 91.07 | 91.07 | 0.00% | market | 29.51% | — | — | -1.79% | 1.78% | -3.57% |
| UVE | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 29.79 | 29.79 | 0.00% | market | 22.00% | — | — | 0.94% | 1.78% | -0.84% |
| WTI | 2019-10-30 | 2019-10-31 | 2019-11-14 | 1 | 4.12 | 4.12 | 0.00% | market | 245.65% | — | — | 9.37% | 1.78% | 7.58% |
| ADM | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 42.27 | 42.27 | 0.00% | market | 14.93% | — | — | 1.32% | 2.25% | -0.93% |
| ARCB | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 31.77 | 31.77 | 0.00% | market | 14.61% | — | — | -8.22% | 2.25% | -10.47% |
| BWA | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 37.09 | 37.09 | 0.00% | market | 12.94% | — | — | 5.64% | 2.25% | 3.39% |
| CRC | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 7.26 | 7.26 | 0.00% | market | 209.37% | — | — | 19.32% | 2.25% | 17.07% |
| CVE | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 8.57 | 8.57 | 0.00% | market | 12.50% | — | — | 8.07% | 2.25% | 5.81% |
| DINO | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 55.15 | 55.15 | 0.00% | market | 18.31% | — | — | -4.83% | 2.25% | -7.09% |
| GOLF | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 28.83 | 28.83 | 0.00% | market | 39.29% | — | — | 6.63% | 2.25% | 4.38% |
| HRTG | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 14.05 | 14.05 | 0.00% | market | 100.00% | — | — | -0.38% | 2.25% | -2.64% |
| NMM | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 20.15 | 20.15 | 0.00% | market | 391.18% | — | — | -9.58% | 2.25% | -11.83% |
| QRVO | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 91.88 | 91.88 | 0.00% | market | 16.92% | — | — | 12.82% | 2.25% | 10.57% |
| SHEL | 2019-10-31 | 2019-11-01 | 2019-11-15 | 1 | 58.22 | 58.22 | 0.00% | market | 13.46% | — | — | 2.22% | 2.25% | -0.03% |
| BABA | 2019-11-01 | 2019-11-04 | 2019-11-18 | 3 | 180.66 | 180.66 | 0.00% | market | 18.06% | — | — | 2.09% | 1.35% | 0.73% |
| RDY | 2019-11-01 | 2019-11-04 | 2019-11-18 | 3 | 7.94 | 7.94 | 0.00% | market | 89.81% | — | — | -3.63% | 1.35% | -4.98% |
| DKL | 2019-11-04 | 2019-11-05 | 2019-11-19 | 1 | 31.20 | 31.20 | 0.00% | market | 12.66% | — | — | 2.72% | 1.41% | 1.31% |
| HIG | 2019-11-04 | 2019-11-05 | 2019-11-19 | 1 | 59.33 | 59.33 | 0.00% | market | 20.97% | — | — | 4.65% | 1.41% | 3.24% |
| KMPR | 2019-11-04 | 2019-11-05 | 2019-11-19 | 1 | 75.17 | 75.17 | 0.00% | market | 38.85% | — | — | -1.43% | 1.41% | -2.84% |
| MZTI | 2019-11-04 | 2019-11-05 | 2019-11-19 | 1 | 161.99 | 161.99 | 0.00% | market | 27.42% | — | — | -0.96% | 1.41% | -2.37% |
| SSRM | 2019-11-05 | 2019-11-06 | 2019-11-20 | 1 | 14.35 | 14.35 | 0.00% | market | 64.29% | — | — | 6.73% | 1.22% | 5.51% |
| UFPT | 2019-11-05 | 2019-11-06 | 2019-11-20 | 1 | 42.58 | 42.58 | 0.00% | market | 33.93% | — | — | 5.23% | 1.22% | 4.01% |
| ACMR | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 5.20 | 5.20 | 0.00% | market | 157.14% | — | — | -8.37% | 0.55% | -8.92% |
| B | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 16.90 | 16.90 | 0.00% | market | 50.00% | — | — | -1.64% | 0.55% | -2.19% |
| NMIH | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 31.00 | 31.00 | 0.00% | market | 14.52% | — | — | 6.25% | 0.55% | 5.70% |
| PAAS | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 16.79 | 16.79 | 0.00% | market | 250.00% | — | — | 10.26% | 0.55% | 9.71% |
| PRDO | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 17.00 | 17.00 | 0.00% | market | 32.00% | — | — | -4.63% | 0.55% | -5.18% |
| TIMB | 2019-11-06 | 2019-11-07 | 2019-11-21 | 1 | 15.28 | 15.28 | 0.00% | market | 65.00% | — | — | 5.20% | 0.55% | 4.65% |
| BBAR | 2019-11-07 | 2019-11-08 | 2019-11-22 | 1 | 3.53 | 3.53 | 0.00% | market | 189.19% | — | — | 5.00% | 1.03% | 3.97% |
| DHX | 2019-11-07 | 2019-11-08 | 2019-11-22 | 1 | 3.07 | 3.07 | 0.00% | market | 33.33% | — | — | 1.53% | 1.03% | 0.50% |
| EFXT | 2019-11-07 | 2019-11-08 | 2019-11-22 | 1 | 8.37 | 8.37 | 0.00% | market | 16.89% | — | — | 3.96% | 1.03% | 2.94% |
| GRBK | 2019-11-07 | 2019-11-08 | 2019-11-22 | 1 | 10.49 | 10.49 | 0.00% | market | 14.81% | — | — | 8.19% | 1.03% | 7.17% |
| NVMI | 2019-11-07 | 2019-11-08 | 2019-11-22 | 1 | 36.00 | 36.00 | 0.00% | market | 42.86% | — | — | -5.32% | 1.03% | -6.35% |
| BMA | 2019-11-08 | 2019-11-11 | 2019-11-25 | 3 | 23.73 | 23.73 | 0.00% | market | 74.63% | — | — | 6.22% | 1.94% | 4.29% |
| BLFS | 2019-11-12 | 2019-11-13 | 2019-11-27 | 1 | 16.00 | 16.00 | 0.00% | market | 228.53% | — | — | 2.65% | 2.46% | 0.19% |
| CNNE | 2019-11-12 | 2019-11-13 | 2019-11-27 | 1 | 34.40 | 34.40 | 0.00% | market | 320.69% | — | — | 11.59% | 2.46% | 9.13% |
| PSN | 2019-11-12 | 2019-11-13 | 2019-11-27 | 1 | 37.84 | 37.84 | 0.00% | market | 65.63% | — | — | 5.42% | 2.46% | 2.96% |
| ZEPP | 2019-11-12 | 2019-11-13 | 2019-11-27 | 1 | 40.60 | 40.60 | 0.00% | market | 20.37% | — | — | 4.92% | 2.46% | 2.47% |
| VIPS | 2019-11-13 | 2019-11-14 | 2019-11-29 | 1 | 11.51 | 11.51 | 0.00% | market | 38.89% | — | — | 10.93% | 1.79% | 9.15% |
| HP | 2019-11-14 | 2019-11-15 | 2019-12-02 | 1 | 40.32 | 40.32 | 0.00% | market | 65.22% | — | — | -1.39% | 0.20% | -1.59% |
| OPRA | 2019-11-14 | 2019-11-15 | 2019-12-02 | 1 | 11.34 | 11.34 | 0.00% | market | 285.71% | — | — | -13.86% | 0.20% | -14.06% |
| DAVA | 2019-11-19 | 2019-11-20 | 2019-12-05 | 1 | 44.24 | 44.24 | 0.00% | market | 15.38% | — | — | 3.88% | 0.24% | 3.64% |
| NTES | 2019-11-20 | 2019-11-21 | 2019-12-06 | 1 | 59.00 | 59.00 | 0.00% | market | 477.08% | — | — | 4.87% | 1.28% | 3.59% |
| BRBR | 2019-11-21 | 2019-11-22 | 2019-12-09 | 1 | 18.72 | 18.72 | 0.00% | market | 394.12% | — | — | 13.36% | 0.90% | 12.46% |
| J | 2019-11-25 | 2019-11-26 | 2019-12-11 | 1 | 75.17 | 75.17 | 0.00% | market | 12.12% | — | — | -3.17% | 0.32% | -3.50% |
| DELL | 2019-11-26 | 2019-11-27 | 2019-12-12 | 1 | 25.86 | 25.86 | 0.00% | market | 12.90% | — | — | -3.12% | 0.80% | -3.92% |
| POWL | 2019-12-04 | 2019-12-05 | 2019-12-19 | 1 | 14.33 | 14.33 | 0.00% | market | 47.37% | — | — | 15.18% | 2.78% | 12.41% |
| RH | 2019-12-04 | 2019-12-05 | 2019-12-19 | 1 | 210.00 | 210.00 | 0.00% | market | 25.11% | — | — | 6.12% | 2.78% | 3.34% |
| LITB | 2019-12-10 | 2019-12-11 | 2019-12-26 | 1 | 5.46 | 5.46 | 0.00% | market | 633.33% | — | — | 2.10% | 2.84% | -0.74% |
| CCL | 2019-12-20 | 2019-12-23 | 2020-01-08 | 3 | 50.32 | 50.32 | 0.00% | market | 24.00% | — | — | -3.20% | 0.89% | -4.09% |
| UNF | 2020-01-08 | 2020-01-09 | 2020-01-24 | 1 | 216.12 | 216.12 | 0.00% | market | 25.37% | — | — | -2.70% | 0.80% | -3.50% |
| RLI | 2020-01-22 | 2020-01-23 | 2020-02-06 | 1 | 45.75 | 45.75 | 0.00% | market | 28.00% | — | — | 5.52% | 1.01% | 4.50% |
| INTC | 2020-01-23 | 2020-01-24 | 2020-02-07 | 1 | 66.57 | 66.57 | 0.00% | market | 21.60% | — | — | -0.93% | -0.07% | -0.85% |
| ORI | 2020-01-23 | 2020-01-24 | 2020-02-07 | 1 | 22.77 | 22.77 | 0.00% | market | 20.51% | — | — | 1.09% | -0.07% | 1.16% |
| STM | 2020-01-23 | 2020-01-24 | 2020-02-07 | 1 | 30.68 | 30.68 | 0.00% | market | 16.22% | — | — | -3.59% | -0.07% | -3.52% |
| TOWN | 2020-01-23 | 2020-01-24 | 2020-02-07 | 1 | 27.99 | 27.99 | 0.00% | market | 13.95% | — | — | -1.74% | -0.07% | -1.67% |
| DHI | 2020-01-27 | 2020-01-28 | 2020-02-11 | 1 | 60.28 | 60.28 | 0.00% | market | 16.30% | — | — | 2.52% | 3.14% | -0.62% |
| GGG | 2020-01-27 | 2020-01-28 | 2020-02-11 | 1 | 54.90 | 54.90 | 0.00% | market | 23.08% | — | — | 2.21% | 3.14% | -0.92% |
| SANM | 2020-01-27 | 2020-01-28 | 2020-02-11 | 1 | 34.96 | 34.96 | 0.00% | market | 16.18% | — | — | -11.63% | 3.14% | -14.77% |
| MSTR | 2020-01-28 | 2020-01-29 | 2020-02-12 | 1 | 15.70 | 15.70 | 0.00% | market | 33.33% | — | — | -4.69% | 2.75% | -7.44% |
| CASH | 2020-01-29 | 2020-01-30 | 2020-02-13 | 1 | 38.00 | 38.00 | 0.00% | market | 12.00% | — | — | 4.51% | 3.92% | 0.59% |
| CMPR | 2020-01-29 | 2020-01-30 | 2020-02-13 | 1 | 111.99 | 111.99 | 0.00% | market | 21.33% | — | — | 3.73% | 3.92% | -0.18% |
| CRUS | 2020-01-29 | 2020-01-30 | 2020-02-13 | 1 | 87.68 | 87.68 | 0.00% | market | 23.68% | — | — | -8.06% | 3.92% | -11.98% |
| PB | 2020-01-29 | 2020-01-30 | 2020-02-13 | 1 | 69.49 | 69.49 | 0.00% | market | 17.07% | — | — | 6.23% | 3.92% | 2.32% |
| PGR | 2020-01-29 | 2020-01-30 | 2020-02-13 | 1 | 79.74 | 79.74 | 0.00% | market | 58.77% | — | — | 5.07% | 3.92% | 1.15% |
| CVCO | 2020-01-30 | 2020-01-31 | 2020-02-14 | 1 | 235.00 | 235.00 | 0.00% | market | 16.58% | — | — | -2.30% | 3.24% | -5.54% |
| FHI | 2020-01-30 | 2020-01-31 | 2020-02-14 | 1 | 35.83 | 35.83 | 0.00% | market | 15.71% | — | — | -0.83% | 3.24% | -4.07% |
| NTCT | 2020-01-30 | 2020-01-31 | 2020-02-14 | 1 | 26.90 | 26.90 | 0.00% | market | 23.73% | — | — | 9.08% | 3.24% | 5.84% |
| SIGI | 2020-01-30 | 2020-01-31 | 2020-02-14 | 1 | 70.00 | 70.00 | 0.00% | market | 25.69% | — | — | -0.13% | 3.24% | -3.37% |
| TPL | 2020-01-30 | 2020-01-31 | 2020-02-14 | 1 | 80.04 | 80.04 | 0.00% | market | 24.39% | — | — | 6.80% | 3.24% | 3.55% |
| VRTX | 2020-01-30 | 2020-01-31 | 2020-02-14 | 1 | 238.65 | 238.65 | 0.00% | market | 40.50% | — | — | 2.07% | 3.24% | -1.18% |
| PIPR | 2020-01-31 | 2020-02-03 | 2020-02-18 | 3 | 20.82 | 20.82 | 0.00% | market | 60.56% | — | — | 2.88% | 4.14% | -1.26% |
| GOOG | 2020-02-03 | 2020-02-04 | 2020-02-19 | 1 | 72.85 | 72.85 | 0.00% | market | 22.22% | — | — | 4.68% | 3.13% | 1.55% |
| GOOGL | 2020-02-03 | 2020-02-04 | 2020-02-19 | 1 | 72.72 | 72.72 | 0.00% | market | 22.22% | — | — | 4.74% | 3.13% | 1.61% |
| HLI | 2020-02-03 | 2020-02-04 | 2020-02-19 | 1 | 56.50 | 56.50 | 0.00% | market | 14.29% | — | — | 2.41% | 3.13% | -0.72% |
| VVV | 2020-02-03 | 2020-02-04 | 2020-02-19 | 1 | 22.00 | 22.00 | 0.00% | market | 16.67% | — | — | 0.49% | 3.13% | -2.64% |
| MTG | 2020-02-04 | 2020-02-05 | 2020-02-20 | 1 | 14.38 | 14.38 | 0.00% | market | 13.95% | — | — | -6.36% | 1.41% | -7.77% |
| PRU | 2020-02-04 | 2020-02-05 | 2020-02-20 | 1 | 95.33 | 95.33 | 0.00% | market | 15.35% | — | — | -1.73% | 1.41% | -3.13% |
| SONY | 2020-02-04 | 2020-02-05 | 2020-02-20 | 1 | 14.13 | 14.13 | 0.00% | market | 32.28% | — | — | -5.62% | 1.41% | -7.03% |
| USNA | 2020-02-04 | 2020-02-05 | 2020-02-20 | 1 | 81.96 | 81.96 | 0.00% | market | 42.42% | — | — | -12.90% | 1.41% | -14.31% |
| ACLS | 2020-02-05 | 2020-02-06 | 2020-02-21 | 1 | 27.61 | 27.61 | 0.00% | market | 81.25% | — | — | -5.37% | -0.13% | -5.24% |
| DHX | 2020-02-05 | 2020-02-06 | 2020-02-21 | 1 | 2.87 | 2.87 | 0.00% | market | 16.67% | — | — | -0.80% | -0.13% | -0.67% |
| FORM | 2020-02-05 | 2020-02-06 | 2020-02-21 | 1 | 26.06 | 26.06 | 0.00% | market | 28.12% | — | — | -6.70% | -0.13% | -6.57% |
| MC | 2020-02-05 | 2020-02-06 | 2020-02-21 | 1 | 39.12 | 39.12 | 0.00% | market | 52.00% | — | — | -6.64% | -0.13% | -6.52% |
| MET | 2020-02-05 | 2020-02-06 | 2020-02-21 | 1 | 51.83 | 51.83 | 0.00% | market | 41.43% | — | — | -1.26% | -0.13% | -1.13% |
| PLUS | 2020-02-05 | 2020-02-06 | 2020-02-21 | 1 | 45.00 | 45.00 | 0.00% | market | 20.59% | — | — | -4.86% | -0.13% | -4.73% |
| SONO | 2020-02-05 | 2020-02-06 | 2020-02-21 | 1 | 15.25 | 15.25 | 0.00% | market | 25.00% | — | — | -15.25% | -0.13% | -15.12% |
| WERN | 2020-02-05 | 2020-02-06 | 2020-02-21 | 1 | 39.64 | 39.64 | 0.00% | market | 13.56% | — | — | -4.49% | -0.13% | -4.36% |
| DX | 2020-02-06 | 2020-02-07 | 2020-02-24 | 1 | 18.86 | 18.86 | 0.00% | market | 46.67% | — | — | 0.91% | -3.12% | 4.03% |
| HUBG | 2020-02-06 | 2020-02-07 | 2020-02-24 | 1 | 28.01 | 28.01 | 0.00% | market | 100.00% | — | — | -5.63% | -3.12% | -2.51% |
| NOK | 2020-02-06 | 2020-02-07 | 2020-02-24 | 1 | 4.28 | 4.28 | 0.00% | market | 30.77% | — | — | -6.17% | -3.12% | -3.05% |
| NWSA | 2020-02-06 | 2020-02-07 | 2020-02-24 | 1 | 13.97 | 13.97 | 0.00% | market | 20.00% | — | — | -2.68% | -3.12% | 0.45% |
| NYT | 2020-02-06 | 2020-02-07 | 2020-02-24 | 1 | 38.65 | 38.65 | 0.00% | market | 48.28% | — | — | -0.77% | -3.12% | 2.35% |
| SIMO | 2020-02-06 | 2020-02-07 | 2020-02-24 | 1 | 49.44 | 49.44 | 0.00% | market | 12.94% | — | — | -10.90% | -3.12% | -7.78% |
| CCJ | 2020-02-07 | 2020-02-10 | 2020-02-25 | 3 | 8.51 | 8.51 | 0.00% | market | 350.00% | — | — | 0.96% | -5.61% | 6.57% |
| MSGS | 2020-02-07 | 2020-02-10 | 2020-02-25 | 3 | 144.96 | 144.96 | 0.00% | market | 49.43% | — | — | -1.41% | -5.61% | 4.20% |
| MCY | 2020-02-10 | 2020-02-11 | 2020-02-26 | 1 | 53.36 | 53.36 | 0.00% | market | 16.67% | — | — | -10.50% | -7.34% | -3.17% |
| CRSP | 2020-02-12 | 2020-02-13 | 2020-02-28 | 1 | 60.91 | 60.91 | 0.00% | market | 180.95% | — | — | -12.35% | -11.79% | -0.56% |
| KGC | 2020-02-12 | 2020-02-13 | 2020-02-28 | 1 | 5.14 | 5.14 | 0.00% | market | 30.00% | — | — | -2.43% | -11.79% | 9.36% |
| TIMB | 2020-02-12 | 2020-02-13 | 2020-02-28 | 1 | 20.10 | 20.10 | 0.00% | market | 80.95% | — | — | -10.40% | -11.79% | 1.39% |
| BABA | 2020-02-13 | 2020-02-14 | 2020-03-02 | 1 | 221.10 | 221.10 | 0.00% | market | 16.00% | — | — | -4.68% | -8.42% | 3.74% |
| BWA | 2020-02-13 | 2020-02-14 | 2020-03-02 | 1 | 30.57 | 30.57 | 0.00% | market | 13.59% | — | — | -7.07% | -8.42% | 1.35% |
| CGNX | 2020-02-13 | 2020-02-14 | 2020-03-02 | 1 | 52.50 | 52.50 | 0.00% | market | 253.85% | — | — | -11.81% | -8.42% | -3.39% |
| FAF | 2020-02-13 | 2020-02-14 | 2020-03-02 | 1 | 65.74 | 65.74 | 0.00% | market | 21.62% | — | — | -6.70% | -8.42% | 1.72% |
| ENPH | 2020-02-18 | 2020-02-19 | 2020-03-04 | 1 | 47.51 | 47.51 | 0.00% | market | 18.18% | — | — | 12.44% | -7.38% | 19.83% |
| HLF | 2020-02-18 | 2020-02-19 | 2020-03-04 | 1 | 41.50 | 41.50 | 0.00% | market | 29.82% | — | — | -15.62% | -7.38% | -8.24% |
| LZB | 2020-02-18 | 2020-02-19 | 2020-03-04 | 1 | 34.92 | 34.92 | 0.00% | market | 12.50% | — | — | -15.11% | -7.38% | -7.73% |
| AGI | 2020-02-19 | 2020-02-20 | 2020-03-05 | 1 | 6.60 | 6.60 | 0.00% | market | 14.29% | — | — | -4.65% | -10.45% | 5.80% |
| BMA | 2020-02-19 | 2020-02-20 | 2020-03-05 | 1 | 33.00 | 33.00 | 0.00% | market | 41.06% | — | — | -7.01% | -10.45% | 3.44% |
| GRMN | 2020-02-19 | 2020-02-20 | 2020-03-05 | 1 | 103.50 | 103.50 | 0.00% | market | 29.00% | — | — | -13.74% | -10.45% | -3.30% |
| IMAX | 2020-02-19 | 2020-02-20 | 2020-03-05 | 1 | 17.60 | 17.60 | 0.00% | market | 12.90% | — | — | -15.90% | -10.45% | -5.45% |
| MX | 2020-02-19 | 2020-02-20 | 2020-03-05 | 1 | 15.42 | 15.42 | 0.00% | market | 60.00% | — | — | -29.54% | -10.45% | -19.10% |
| PAAS | 2020-02-19 | 2020-02-20 | 2020-03-05 | 1 | 24.53 | 24.53 | 0.00% | market | 32.00% | — | — | -9.11% | -10.45% | 1.34% |
| PRDO | 2020-02-19 | 2020-02-20 | 2020-03-05 | 1 | 19.49 | 19.49 | 0.00% | market | 17.86% | — | — | -21.34% | -10.45% | -10.90% |
| SEDG | 2020-02-19 | 2020-02-20 | 2020-03-05 | 1 | 138.25 | 138.25 | 0.00% | market | 26.92% | — | — | -0.61% | -10.45% | 9.83% |
| CSTM | 2020-02-20 | 2020-02-21 | 2020-03-06 | 1 | 14.35 | 14.35 | 0.00% | market | 100.05% | — | — | -33.76% | -11.33% | -22.43% |
| EGO | 2020-02-20 | 2020-02-21 | 2020-03-06 | 1 | 8.05 | 8.05 | 0.00% | market | 18.18% | — | — | 16.55% | -11.33% | 27.88% |
| RS | 2020-02-20 | 2020-02-21 | 2020-03-06 | 1 | 108.47 | 108.47 | 0.00% | market | 41.04% | — | — | -5.42% | -11.33% | 5.91% |
| SCL | 2020-02-20 | 2020-02-21 | 2020-03-06 | 1 | 101.85 | 101.85 | 0.00% | market | 25.00% | — | — | -15.84% | -11.33% | -4.51% |
| CNNE | 2020-02-21 | 2020-02-24 | 2020-03-09 | 3 | 40.61 | 40.61 | 0.00% | market | 1920.00% | — | — | -19.16% | -15.14% | -4.02% |
| ARLO | 2020-02-24 | 2020-02-25 | 2020-03-10 | 1 | 3.70 | 3.70 | 0.00% | market | 16.13% | — | — | -25.78% | -10.96% | -14.81% |
| HPQ | 2020-02-24 | 2020-02-25 | 2020-03-10 | 1 | 22.98 | 22.98 | 0.00% | market | 20.37% | — | — | -13.98% | -10.96% | -3.02% |
| MEDP | 2020-02-24 | 2020-02-25 | 2020-03-10 | 1 | 103.97 | 103.97 | 0.00% | market | 13.33% | — | — | -10.67% | -10.96% | 0.29% |
| AFGB | 2020-02-25 | 2020-02-26 | 2020-03-11 | 1 | 27.61 | 27.61 | 0.00% | market | 24.32% | — | — | -5.53% | -12.67% | 7.14% |
| EXEL | 2020-02-25 | 2020-02-26 | 2020-03-11 | 1 | 18.53 | 18.53 | 0.00% | market | 29.41% | — | — | -6.63% | -12.67% | 6.04% |
| GIC | 2020-02-25 | 2020-02-26 | 2020-03-11 | 1 | 23.00 | 23.00 | 0.00% | market | 20.00% | — | — | -23.10% | -12.67% | -10.43% |
| LNG | 2020-02-25 | 2020-02-26 | 2020-03-11 | 1 | 49.73 | 49.73 | 0.00% | market | 51.06% | — | — | -20.99% | -12.67% | -8.32% |
| MGRC | 2020-02-25 | 2020-02-26 | 2020-03-11 | 1 | 80.00 | 80.00 | 0.00% | market | 13.83% | — | — | -33.70% | -12.67% | -21.03% |
| OPRA | 2020-02-25 | 2020-02-26 | 2020-03-11 | 1 | 7.61 | 7.61 | 0.00% | market | 100.00% | — | — | -14.29% | -12.67% | -1.62% |
| TRI | 2020-02-25 | 2020-02-26 | 2020-03-11 | 1 | 85.08 | 85.08 | 0.00% | market | 18.75% | — | — | -14.70% | -12.67% | -2.02% |
| GHC | 2020-02-26 | 2020-02-27 | 2020-03-12 | 1 | 469.94 | 469.94 | 0.00% | market | 16.60% | — | — | -14.14% | -18.77% | 4.64% |
| ABEV | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 3.11 | 3.11 | 0.00% | market | 16.67% | — | — | -15.21% | -6.71% | -8.50% |
| AGO | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 41.05 | 41.05 | 0.00% | market | 15.38% | — | — | -15.91% | -6.71% | -9.20% |
| CCO | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 2.02 | 2.02 | 0.00% | market | 84.22% | — | — | -48.12% | -6.71% | -41.41% |
| EOG | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 57.30 | 57.30 | 0.00% | market | 17.39% | — | — | -39.37% | -6.71% | -32.65% |
| EXLS | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 15.04 | 15.04 | 0.00% | market | 14.29% | — | — | -22.37% | -6.71% | -15.66% |
| FSS | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 29.24 | 29.24 | 0.00% | market | 14.29% | — | — | -1.50% | -6.71% | 5.21% |
| GKOS | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 43.25 | 43.25 | 0.00% | market | 64.71% | — | — | -7.04% | -6.71% | -0.32% |
| PWR | 2020-02-27 | 2020-02-28 | 2020-03-13 | 1 | 38.59 | 38.59 | 0.00% | market | 12.05% | — | — | -16.01% | -6.71% | -9.30% |
| JD | 2020-03-02 | 2020-03-03 | 2020-03-17 | 1 | 43.56 | 43.56 | 0.00% | market | 14.29% | — | — | -12.06% | -18.32% | 6.26% |
| CECO | 2020-03-04 | 2020-03-05 | 2020-03-19 | 1 | 6.88 | 6.88 | 0.00% | market | 92.86% | — | — | -37.89% | -21.14% | -16.75% |
| UFPT | 2020-03-04 | 2020-03-05 | 2020-03-19 | 1 | 52.00 | 52.00 | 0.00% | market | 28.33% | — | — | -31.25% | -21.14% | -10.11% |
| WTI | 2020-03-04 | 2020-03-05 | 2020-03-19 | 1 | 2.48 | 2.48 | 0.00% | market | 250.01% | — | — | -34.37% | -21.14% | -13.24% |
| CIEN | 2020-03-05 | 2020-03-06 | 2020-03-20 | 1 | 41.59 | 41.59 | 0.00% | market | 36.84% | — | — | -13.37% | -21.95% | 8.58% |
| FIZZ | 2020-03-05 | 2020-03-06 | 2020-03-20 | 1 | 22.42 | 22.42 | 0.00% | market | 12.00% | — | — | -9.11% | -21.95% | 12.84% |
| MEI | 2020-03-05 | 2020-03-06 | 2020-03-20 | 1 | 29.54 | 29.54 | 0.00% | market | 18.48% | — | — | -20.99% | -21.95% | 0.96% |
| VIPS | 2020-03-05 | 2020-03-06 | 2020-03-20 | 1 | 16.14 | 16.14 | 0.00% | market | 30.88% | — | — | -9.64% | -21.95% | 12.31% |
| NL | 2020-03-11 | 2020-03-12 | 2020-03-26 | 1 | 2.90 | 2.90 | 0.00% | market | 18.18% | — | — | 2.31% | 2.03% | 0.28% |
| ACMR | 2020-03-18 | 2020-03-19 | 2020-04-02 | 1 | 7.32 | 7.32 | 0.00% | market | 141.62% | — | — | 25.17% | 5.26% | 19.92% |
| TCOM | 2020-03-18 | 2020-03-19 | 2020-04-02 | 1 | 21.40 | 21.40 | 0.00% | market | 154.55% | — | — | 4.39% | 5.26% | -0.87% |
| YRD | 2020-03-25 | 2020-03-26 | 2020-04-09 | 1 | 3.88 | 3.88 | 0.00% | market | 72.22% | — | — | -7.83% | 11.49% | -19.33% |
| COGT | 2020-03-26 | 2020-03-27 | 2020-04-13 | 1 | 2.08 | 2.08 | 0.00% | market | 124.56% | — | — | -23.18% | 8.84% | -32.02% |
| REX | 2020-03-26 | 2020-03-27 | 2020-04-13 | 1 | 7.92 | 7.92 | 0.00% | market | 468.45% | — | — | 9.12% | 8.84% | 0.28% |
| JNJ | 2020-04-14 | 2020-04-15 | 2020-04-29 | 1 | 145.55 | 145.55 | 0.00% | market | 15.00% | — | — | 3.12% | 5.63% | -2.51% |
| PGR | 2020-04-15 | 2020-04-16 | 2020-04-30 | 1 | 79.12 | 79.12 | 0.00% | market | 26.32% | — | — | -2.40% | 4.06% | -6.46% |
| IIIN | 2020-04-16 | 2020-04-17 | 2020-05-01 | 1 | 17.89 | 17.89 | 0.00% | market | 140.00% | — | — | -3.12% | -0.91% | -2.21% |
| WAL | 2020-04-16 | 2020-04-17 | 2020-05-01 | 1 | 29.77 | 29.77 | 0.00% | market | 15.28% | — | — | 12.83% | -0.91% | 13.74% |
| SCL | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 92.09 | 92.09 | 0.00% | market | 33.33% | — | — | 0.87% | 2.12% | -1.25% |
| TER | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 66.28 | 66.28 | 0.00% | market | 13.64% | — | — | -8.82% | 2.12% | -10.94% |
| USNA | 2020-04-21 | 2020-04-22 | 2020-05-06 | 1 | 75.77 | 75.77 | 0.00% | market | 46.43% | — | — | 9.24% | 2.12% | 7.12% |
| AA | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 7.91 | 7.91 | 0.00% | market | 20.69% | — | — | -5.41% | 2.56% | -7.97% |
| KNX | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 35.41 | 35.41 | 0.00% | market | 25.71% | — | — | 5.24% | 2.56% | 2.67% |
| MC | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 29.10 | 29.10 | 0.00% | market | 32.35% | — | — | 2.27% | 2.56% | -0.29% |
| PLXS | 2020-04-22 | 2020-04-23 | 2020-05-07 | 1 | 61.44 | 61.44 | 0.00% | market | 12.96% | — | — | -1.89% | 2.56% | -4.45% |
| ASR | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 96.49 | 96.49 | 0.00% | market | 20.81% | — | — | 9.74% | 4.17% | 5.56% |
| DPZ | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 368.98 | 368.98 | 0.00% | market | 32.33% | — | — | -0.06% | 4.17% | -4.24% |
| RS | 2020-04-23 | 2020-04-24 | 2020-05-08 | 1 | 88.98 | 88.98 | 0.00% | market | 16.67% | — | — | 4.27% | 4.17% | 0.10% |
| SNY | 2020-04-24 | 2020-04-27 | 2020-05-11 | 3 | 51.02 | 51.02 | 0.00% | market | 18.42% | — | — | -5.63% | 2.59% | -8.22% |
| FFIV | 2020-04-27 | 2020-04-28 | 2020-05-12 | 1 | 147.85 | 147.85 | 0.00% | market | 12.06% | — | — | -5.13% | -1.49% | -3.64% |
| LRN | 2020-04-27 | 2020-04-28 | 2020-05-12 | 1 | 25.07 | 25.07 | 0.00% | market | 15.79% | — | — | -6.72% | -1.49% | -5.23% |
| SSD | 2020-04-27 | 2020-04-28 | 2020-05-12 | 1 | 69.61 | 69.61 | 0.00% | market | 33.87% | — | — | -0.23% | -1.49% | 1.27% |
| ACA | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 42.17 | 42.17 | 0.00% | market | 39.22% | — | — | -23.58% | -3.41% | -20.17% |
| CHCO | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 70.90 | 70.90 | 0.00% | market | 69.52% | — | — | -21.26% | -3.41% | -17.85% |
| DHI | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 47.10 | 47.10 | 0.00% | market | 16.07% | — | — | -3.09% | -3.41% | 0.31% |
| MKSI | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 101.00 | 101.00 | 0.00% | market | 24.19% | — | — | -6.77% | -3.41% | -3.37% |
| OMAB | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 28.59 | 28.59 | 0.00% | market | 16.67% | — | — | 4.10% | -3.41% | 7.50% |
| SIMO | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 44.00 | 44.00 | 0.00% | market | 19.40% | — | — | -2.28% | -3.41% | 1.12% |
| SIRI | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 59.20 | 59.20 | 0.00% | market | 40.00% | — | — | -11.92% | -3.41% | -8.52% |
| SPGI | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 303.26 | 303.26 | 0.00% | market | 18.70% | — | — | -3.02% | -3.41% | 0.38% |
| UIS | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 12.87 | 12.87 | 0.00% | market | 105.26% | — | — | -21.31% | -3.41% | -17.91% |
| WERN | 2020-04-28 | 2020-04-29 | 2020-05-13 | 1 | 43.85 | 43.85 | 0.00% | market | 14.29% | — | — | -5.50% | -3.41% | -2.10% |
| EAT | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 24.43 | 24.43 | 0.00% | market | 166.67% | — | — | -22.65% | -2.31% | -20.34% |
| FSS | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 27.48 | 27.48 | 0.00% | market | 18.18% | — | — | -5.85% | -2.31% | -3.54% |
| KLIC | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 25.40 | 25.40 | 0.00% | market | 22.22% | — | — | -16.44% | -2.31% | -14.13% |
| MAS | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 40.98 | 40.98 | 0.00% | market | 27.78% | — | — | 0.90% | -2.31% | 3.21% |
| MYRG | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 28.64 | 28.64 | 0.00% | market | 13.46% | — | — | -16.06% | -2.31% | -13.75% |
| PAC | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 61.54 | 61.54 | 0.00% | market | 29.01% | — | — | -4.81% | -2.31% | -2.50% |
| PB | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 60.05 | 60.05 | 0.00% | market | 16.95% | — | — | -6.26% | -2.31% | -3.95% |
| SAIA | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 97.85 | 97.85 | 0.00% | market | 29.27% | — | — | -3.33% | -2.31% | -1.02% |
| UTHR | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 108.18 | 108.18 | 0.00% | market | 13.45% | — | — | 4.75% | -2.31% | 7.06% |
| VRTX | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 257.75 | 257.75 | 0.00% | market | 38.38% | — | — | 7.37% | -2.31% | 9.68% |
| WHD | 2020-04-29 | 2020-04-30 | 2020-05-14 | 1 | 18.17 | 18.17 | 0.00% | market | 17.14% | — | — | -12.70% | -2.31% | -10.39% |
| BEN | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 18.13 | 18.13 | 0.00% | market | 50.00% | — | — | -2.14% | 0.34% | -2.48% |
| HUBG | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 18.80 | 18.80 | 0.00% | market | 29.03% | — | — | 4.16% | 0.34% | 3.82% |
| SNDR | 2020-04-30 | 2020-05-01 | 2020-05-15 | 1 | 21.51 | 21.51 | 0.00% | market | 26.32% | — | — | -2.33% | 0.34% | -2.67% |
| CVX | 2020-05-01 | 2020-05-04 | 2020-05-18 | 3 | 88.76 | 88.76 | 0.00% | market | 101.56% | — | — | 4.17% | 5.08% | -0.91% |
| BSM | 2020-05-04 | 2020-05-05 | 2020-05-19 | 1 | 6.20 | 6.20 | 0.00% | market | 15.00% | — | — | 4.90% | 1.86% | 3.04% |
| CORT | 2020-05-04 | 2020-05-05 | 2020-05-19 | 1 | 13.75 | 13.75 | 0.00% | market | 13.64% | — | — | 7.75% | 1.86% | 5.90% |
| HRTG | 2020-05-04 | 2020-05-05 | 2020-05-19 | 1 | 11.64 | 11.64 | 0.00% | market | 13.04% | — | — | -1.65% | 1.86% | -3.51% |
| THC | 2020-05-04 | 2020-05-05 | 2020-05-19 | 1 | 19.00 | 19.00 | 0.00% | market | 433.33% | — | — | 8.64% | 1.86% | 6.78% |
| TREX | 2020-05-04 | 2020-05-05 | 2020-05-19 | 1 | 53.34 | 53.34 | 0.00% | market | 19.35% | — | — | 11.62% | 1.86% | 9.76% |
| ACLS | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 25.31 | 25.31 | 0.00% | market | 32.00% | — | — | -0.02% | 3.09% | -3.11% |
| ALL | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 102.33 | 102.33 | 0.00% | market | 13.46% | — | — | -5.32% | 3.09% | -8.40% |
| ANET | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 12.91 | 12.91 | 0.00% | market | 13.33% | — | — | 8.65% | 3.09% | 5.57% |
| EXEL | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 25.86 | 25.86 | 0.00% | market | 15.38% | — | — | -3.43% | 3.09% | -6.51% |
| IOSP | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 72.00 | 72.00 | 0.00% | market | 15.45% | — | — | 3.61% | 3.09% | 0.52% |
| KGC | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 6.90 | 6.90 | 0.00% | market | 25.00% | — | — | 6.28% | 3.09% | 3.19% |
| MED | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 82.86 | 82.86 | 0.00% | market | 45.11% | — | — | 13.42% | 3.09% | 10.33% |
| PLMR | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 61.00 | 61.00 | 0.00% | market | 21.95% | — | — | 1.95% | 3.09% | -1.14% |
| POWL | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 8.93 | 8.93 | 0.00% | market | 68.42% | — | — | -1.33% | 3.09% | -4.42% |
| SLF | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 32.48 | 32.48 | 0.00% | market | 24.05% | — | — | 3.75% | 3.09% | 0.66% |
| TDG | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 329.17 | 329.17 | 0.00% | market | 16.97% | — | — | 10.89% | 3.09% | 7.80% |
| VPG | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 22.62 | 22.62 | 0.00% | market | 107.14% | — | — | -0.59% | 3.09% | -3.67% |
| VTOL | 2020-05-05 | 2020-05-06 | 2020-05-20 | 1 | 14.16 | 14.16 | 0.00% | market | 33.33% | — | — | 10.92% | 3.09% | 7.83% |
| BIO | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 464.46 | 464.46 | 0.00% | market | 36.43% | — | — | 0.40% | 2.48% | -2.08% |
| BWA | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 25.37 | 25.37 | 0.00% | market | 54.00% | — | — | 3.57% | 2.48% | 1.09% |
| CTVA | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 25.97 | 25.97 | 0.00% | market | 51.28% | — | — | -5.57% | 2.48% | -8.05% |
| ESE | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 75.16 | 75.16 | 0.00% | market | 19.30% | — | — | 6.10% | 2.48% | 3.62% |
| FORM | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 24.78 | 24.78 | 0.00% | market | 57.14% | — | — | -1.96% | 2.48% | -4.43% |
| IIPR | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 75.50 | 75.50 | 0.00% | market | 13.13% | — | — | 6.52% | 2.48% | 4.04% |
| MYE | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 10.97 | 10.97 | 0.00% | market | 15.79% | — | — | 17.40% | 2.48% | 14.92% |
| RGR | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 56.44 | 56.44 | 0.00% | market | 20.83% | — | — | 5.96% | 2.48% | 3.48% |
| VVV | 2020-05-06 | 2020-05-07 | 2020-05-21 | 1 | 16.91 | 16.91 | 0.00% | market | 18.18% | — | — | 7.47% | 2.48% | 4.99% |
| AAON | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 32.71 | 32.71 | 0.00% | market | 17.39% | — | — | 5.28% | 1.49% | 3.79% |
| CNNE | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 33.18 | 33.18 | 0.00% | market | 16240.00% | — | — | 4.99% | 1.49% | 3.50% |
| EFXT | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 3.79 | 3.79 | 0.00% | market | 107.00% | — | — | -6.96% | 1.49% | -8.45% |
| FSLR | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 45.40 | 45.40 | 0.00% | market | 214.81% | — | — | -4.35% | 1.49% | -5.85% |
| HLF | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 40.67 | 40.67 | 0.00% | market | 50.91% | — | — | 2.31% | 1.49% | 0.82% |
| HMN | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 34.99 | 34.99 | 0.00% | market | 16.42% | — | — | 0.41% | 1.49% | -1.08% |
| KMPR | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 65.34 | 65.34 | 0.00% | market | 16.83% | — | — | -4.55% | 1.49% | -6.05% |
| MGA | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 39.13 | 39.13 | 0.00% | market | 16.22% | — | — | 0.85% | 1.49% | -0.65% |
| MSI | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 130.49 | 130.49 | 0.00% | market | 16.41% | — | — | 2.74% | 1.49% | 1.24% |
| NGS | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 6.16 | 6.16 | 0.00% | market | 33.33% | — | — | 4.45% | 1.49% | 2.95% |
| PCTY | 2020-05-07 | 2020-05-08 | 2020-05-22 | 1 | 123.14 | 123.14 | 0.00% | market | 18.57% | — | — | -4.40% | 1.49% | -5.89% |
| UI | 2020-05-08 | 2020-05-11 | 2020-05-26 | 3 | 185.44 | 185.44 | 0.00% | market | 21.05% | — | — | -3.01% | 3.01% | -6.02% |
| BHF | 2020-05-11 | 2020-05-12 | 2020-05-27 | 1 | 32.50 | 32.50 | 0.00% | market | 32.65% | — | — | -2.50% | 3.32% | -5.82% |
| GDOT | 2020-05-11 | 2020-05-12 | 2020-05-27 | 1 | 33.77 | 33.77 | 0.00% | market | 18.95% | — | — | 11.42% | 3.32% | 8.10% |
| GTX | 2020-05-11 | 2020-05-12 | 2020-05-27 | 1 | 5.68 | 5.68 | 0.00% | market | 223.81% | — | — | -7.85% | 3.32% | -11.16% |
| LOGI | 2020-05-11 | 2020-05-12 | 2020-05-27 | 1 | 53.98 | 53.98 | 0.00% | market | 16.67% | — | — | 1.51% | 3.32% | -1.80% |
| HLI | 2020-05-12 | 2020-05-13 | 2020-05-28 | 1 | 59.55 | 59.55 | 0.00% | market | 24.68% | — | — | 0.20% | 5.91% | -5.71% |
| VSH | 2020-05-12 | 2020-05-13 | 2020-05-28 | 1 | 14.94 | 14.94 | 0.00% | market | 50.00% | — | — | 8.47% | 5.91% | 2.56% |
| CSCO | 2020-05-13 | 2020-05-14 | 2020-05-29 | 1 | 43.43 | 43.43 | 0.00% | market | 14.49% | — | — | 10.01% | 9.09% | 0.91% |
| BLFS | 2020-05-14 | 2020-05-15 | 2020-06-01 | 1 | 15.79 | 15.79 | 0.00% | market | 38.47% | — | — | 4.59% | 8.21% | -3.62% |
| NVMI | 2020-05-14 | 2020-05-15 | 2020-06-01 | 1 | 43.00 | 43.00 | 0.00% | market | 30.56% | — | — | 11.85% | 8.21% | 3.64% |
| SSRM | 2020-05-14 | 2020-05-15 | 2020-06-01 | 1 | 19.70 | 19.70 | 0.00% | market | 14.81% | — | — | 4.06% | 8.21% | -4.15% |
| JOYY | 2020-05-20 | 2020-05-21 | 2020-06-05 | 1 | 62.10 | 62.10 | 0.00% | market | 15.25% | — | — | 20.83% | 7.60% | 13.24% |
| RDY | 2020-05-20 | 2020-05-21 | 2020-06-05 | 1 | 10.18 | 10.18 | 0.00% | market | 24.49% | — | — | 4.12% | 7.60% | -3.47% |
| TTWO | 2020-05-20 | 2020-05-21 | 2020-06-05 | 1 | 142.14 | 142.14 | 0.00% | market | 88.64% | — | — | -9.41% | 7.60% | -17.01% |
| PLUS | 2020-05-21 | 2020-05-22 | 2020-06-08 | 1 | 41.50 | 41.50 | 0.00% | market | 29.17% | — | — | -8.03% | 9.72% | -17.75% |
| FINV | 2020-05-27 | 2020-05-28 | 2020-06-11 | 1 | 1.56 | 1.56 | 0.00% | market | 111.11% | — | — | 6.31% | -1.33% | 7.64% |
| HPQ | 2020-05-27 | 2020-05-28 | 2020-06-11 | 1 | 15.70 | 15.70 | 0.00% | market | 15.91% | — | — | -0.35% | -1.33% | 0.97% |
| VIPS | 2020-05-27 | 2020-05-28 | 2020-06-11 | 1 | 16.24 | 16.24 | 0.00% | market | 122.22% | — | — | 6.73% | -1.33% | 8.06% |
| DELL | 2020-05-28 | 2020-05-29 | 2020-06-12 | 1 | 24.82 | 24.82 | 0.00% | market | 32.67% | — | — | -4.37% | 0.58% | -4.95% |
| QFIN | 2020-05-28 | 2020-05-29 | 2020-06-12 | 1 | 9.50 | 9.50 | 0.00% | market | 260.00% | — | — | 1.79% | 0.58% | 1.22% |
| SUPV | 2020-05-28 | 2020-05-29 | 2020-06-12 | 1 | 2.16 | 2.16 | 0.00% | market | 36.84% | — | — | 19.34% | 0.58% | 18.77% |
| CIEN | 2020-06-04 | 2020-06-05 | 2020-06-19 | 1 | 55.00 | 55.00 | 0.00% | market | 55.10% | — | — | -2.61% | -2.71% | 0.10% |
| HOV | 2020-06-04 | 2020-06-05 | 2020-06-19 | 1 | 23.71 | 23.71 | 0.00% | market | 145.45% | — | — | -1.79% | -2.71% | 0.92% |
| EBF | 2020-06-22 | 2020-06-23 | 2020-07-08 | 1 | 17.79 | 17.79 | 0.00% | market | 33.33% | — | — | -7.35% | 0.86% | -8.21% |
| WTI | 2020-06-22 | 2020-06-23 | 2020-07-08 | 1 | 2.66 | 2.66 | 0.00% | market | 1376.01% | — | — | -15.14% | 0.86% | -16.00% |
| AYI | 2020-06-30 | 2020-07-01 | 2020-07-16 | 1 | 96.68 | 96.68 | 0.00% | market | 59.02% | — | — | 2.39% | 3.62% | -1.23% |
| PSO | 2020-06-30 | 2020-07-01 | 2020-07-16 | 1 | 7.14 | 7.14 | 0.00% | market | 206.03% | — | — | -1.92% | 3.62% | -5.55% |
| SPHR | 2020-06-30 | 2020-07-01 | 2020-07-16 | 1 | 34.76 | 34.76 | 0.00% | market | 556.94% | — | — | 1.17% | 3.62% | -2.46% |
| FIZZ | 2020-07-01 | 2020-07-02 | 2020-07-17 | 1 | 34.34 | 34.34 | 0.00% | market | 30.00% | — | — | -1.99% | 2.38% | -4.37% |
| FAST | 2020-07-14 | 2020-07-15 | 2020-07-29 | 1 | 21.81 | 21.81 | 0.00% | market | 16.67% | — | — | 6.64% | 0.84% | 5.80% |
| BANF | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 39.31 | 39.31 | 0.00% | market | 31.25% | — | — | 10.71% | 1.44% | 9.27% |
| HOMB | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 16.36 | 16.36 | 0.00% | market | 46.15% | — | — | -0.28% | 1.44% | -1.72% |
| IIIN | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 19.09 | 19.09 | 0.00% | market | 111.11% | — | — | -2.46% | 1.44% | -3.90% |
| JNJ | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 150.00 | 150.00 | 0.00% | market | 12.08% | — | — | -2.93% | 1.44% | -4.37% |
| WAL | 2020-07-16 | 2020-07-17 | 2020-07-31 | 1 | 37.00 | 37.00 | 0.00% | market | 19.23% | — | — | -2.94% | 1.44% | -4.38% |
| BLK | 2020-07-17 | 2020-07-20 | 2020-08-03 | 3 | 580.22 | 580.22 | 0.00% | market | 12.30% | — | — | -0.15% | 2.29% | -2.44% |
| CFG | 2020-07-17 | 2020-07-20 | 2020-08-03 | 3 | 25.04 | 25.04 | 0.00% | market | 488.89% | — | — | -3.33% | 2.29% | -5.62% |
| RBCAA | 2020-07-17 | 2020-07-20 | 2020-08-03 | 3 | 31.85 | 31.85 | 0.00% | market | 13.43% | — | — | -3.33% | 2.29% | -5.62% |
| FBK | 2020-07-20 | 2020-07-21 | 2020-08-04 | 1 | 23.60 | 23.60 | 0.00% | market | 54.17% | — | — | 4.65% | 1.11% | 3.54% |
| LII | 2020-07-20 | 2020-07-21 | 2020-08-04 | 1 | 254.57 | 254.57 | 0.00% | market | 12.93% | — | — | 7.15% | 1.11% | 6.04% |
| NBHC | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 28.01 | 28.01 | 0.00% | market | 100.00% | — | — | 1.40% | 2.31% | -0.91% |
| NIC | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 54.00 | 54.00 | 0.00% | market | 36.17% | — | — | 6.68% | 2.31% | 4.37% |
| PM | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 76.25 | 76.25 | 0.00% | market | 17.27% | — | — | 0.83% | 2.31% | -1.48% |
| SMBK | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 15.85 | 15.85 | 0.00% | market | 64.00% | — | — | -10.51% | 2.31% | -12.82% |
| TER | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 89.24 | 89.24 | 0.00% | market | 29.13% | — | — | 1.48% | 2.31% | -0.83% |
| USNA | 2020-07-21 | 2020-07-22 | 2020-08-05 | 1 | 87.25 | 87.25 | 0.00% | market | 22.22% | — | — | -4.70% | 2.31% | -7.00% |
| BANR | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 39.41 | 39.41 | 0.00% | market | 97.06% | — | — | -9.31% | 2.41% | -11.72% |
| BFC | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 62.32 | 62.32 | 0.00% | market | 70.27% | — | — | 1.62% | 2.41% | -0.79% |
| CASH | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 19.14 | 19.14 | 0.00% | market | 152.38% | — | — | 1.62% | 2.41% | -0.78% |
| CVBF | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 19.00 | 19.00 | 0.00% | market | 14.81% | — | — | -4.05% | 2.41% | -6.45% |
| HCA | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 125.00 | 125.00 | 0.00% | market | 259.57% | — | — | 5.76% | 2.41% | 3.35% |
| HLX | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 4.41 | 4.41 | 0.00% | market | 316.09% | — | — | 1.03% | 2.41% | -1.37% |
| HNI | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 31.66 | 31.66 | 0.00% | market | 164.52% | — | — | -2.31% | 2.41% | -4.72% |
| KNX | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 45.13 | 45.13 | 0.00% | market | 62.86% | — | — | -6.28% | 2.41% | -8.69% |
| NTB | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 26.23 | 26.23 | 0.00% | market | 26.42% | — | — | -1.28% | 2.41% | -3.69% |
| PLXS | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 77.01 | 77.01 | 0.00% | market | 60.00% | — | — | 1.51% | 2.41% | -0.90% |
| RLI | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 44.26 | 44.26 | 0.00% | market | 69.57% | — | — | 0.94% | 2.41% | -1.47% |
| SCL | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 105.00 | 105.00 | 0.00% | market | 37.50% | — | — | 7.35% | 2.41% | 4.94% |
| STC | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 38.12 | 38.12 | 0.00% | market | 240.00% | — | — | 13.15% | 2.41% | 10.74% |
| SYBT | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 41.55 | 41.55 | 0.00% | market | 25.53% | — | — | -1.95% | 2.41% | -4.36% |
| TDY | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 338.88 | 338.88 | 0.00% | market | 24.62% | — | — | -5.10% | 2.41% | -7.51% |
| UFPI | 2020-07-22 | 2020-07-23 | 2020-08-06 | 1 | 56.74 | 56.74 | 0.00% | market | 86.21% | — | — | 5.73% | 2.41% | 3.33% |
| AUB | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 24.11 | 24.11 | 0.00% | market | 50.00% | — | — | 0.85% | 4.24% | -3.39% |
| BPOP | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 39.51 | 39.51 | 0.00% | market | 61.96% | — | — | -6.33% | 4.24% | -10.57% |
| BY | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 13.39 | 13.39 | 0.00% | market | 500.00% | — | — | 0.65% | 4.24% | -3.60% |
| CHCO | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 63.32 | 63.32 | 0.00% | market | 72.31% | — | — | 4.78% | 4.24% | 0.54% |
| EIG | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 33.75 | 33.75 | 0.00% | market | 157.58% | — | — | 0.91% | 4.24% | -3.34% |
| FAF | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 55.33 | 55.33 | 0.00% | market | 26.51% | — | — | -2.63% | 4.24% | -6.87% |
| FBNC | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 23.09 | 23.09 | 0.00% | market | 88.89% | — | — | -5.51% | 4.24% | -9.76% |
| FFBC | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 14.64 | 14.64 | 0.00% | market | 60.00% | — | — | 0.17% | 4.24% | -4.07% |
| FFIN | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 30.00 | 30.00 | 0.00% | market | 46.15% | — | — | 6.07% | 4.24% | 1.82% |
| FRME | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 26.26 | 26.26 | 0.00% | market | 31.91% | — | — | -0.37% | 4.24% | -4.61% |
| GBCI | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 36.00 | 36.00 | 0.00% | market | 32.00% | — | — | 2.21% | 4.24% | -2.04% |
| HZO | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 28.45 | 28.45 | 0.00% | market | 119.44% | — | — | 9.60% | 4.24% | 5.36% |
| INDB | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 68.00 | 68.00 | 0.00% | market | 22.58% | — | — | 0.66% | 4.24% | -3.58% |
| ORI | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 16.91 | 16.91 | 0.00% | market | 20.00% | — | — | -0.93% | 4.24% | -5.17% |
| OZK | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 24.75 | 24.75 | 0.00% | market | 18.18% | — | — | 2.45% | 4.24% | -1.80% |
| RS | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 100.75 | 100.75 | 0.00% | market | 240.00% | — | — | 3.26% | 4.24% | -0.98% |
| SAM | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 711.20 | 711.20 | 0.00% | market | 100.82% | — | — | 16.01% | 4.24% | 11.77% |
| SBCF | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 20.37 | 20.37 | 0.00% | market | 38.24% | — | — | 2.75% | 4.24% | -1.50% |
| SRCE | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 35.21 | 35.21 | 0.00% | market | 26.32% | — | — | 0.72% | 4.24% | -3.52% |
| WSO | 2020-07-23 | 2020-07-24 | 2020-08-07 | 1 | 228.44 | 228.44 | 0.00% | market | 20.21% | — | — | 3.88% | 4.24% | -0.36% |
| OFG | 2020-07-24 | 2020-07-27 | 2020-08-10 | 3 | 13.97 | 13.97 | 0.00% | market | 77.27% | — | — | -1.53% | 4.33% | -5.87% |
| CATY | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 26.07 | 26.07 | 0.00% | market | 19.30% | — | — | 5.19% | 3.22% | 1.98% |
| CBU | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 57.49 | 57.49 | 0.00% | market | 26.67% | — | — | 6.30% | 3.22% | 3.08% |
| FIBK | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 29.81 | 29.81 | 0.00% | market | 13.73% | — | — | 10.77% | 3.22% | 7.55% |
| GABC | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 29.47 | 29.47 | 0.00% | market | 50.00% | — | — | 3.12% | 3.22% | -0.09% |
| PFG | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 46.99 | 46.99 | 0.00% | market | 12.31% | — | — | -1.82% | 3.22% | -5.04% |
| QCRH | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 29.95 | 29.95 | 0.00% | market | 36.51% | — | — | 10.75% | 3.22% | 7.54% |
| RNST | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 25.50 | 25.50 | 0.00% | market | 73.33% | — | — | 4.37% | 3.22% | 1.15% |