EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y) (max 100 pos) (2)
Run 9a938dd6 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
11180
Win rate
54.02%
Avg return
1.56%
Median return
0.87%
Avg abnormal
0.95%
Median abnormal
0.09%
Best trade
744.34%
Worst trade
-71.32%
Sharpe (per-trade)
0.10
Daily portfolio drawdown
-23.64%
Portfolio (equal_weight)
Total return
174.88%
Max drawdown
-23.64%
Avg trade return
1.56%
Win rate
54.02%
Signals
16999
Configured concurrent
100
Observed concurrent
100
Trades taken
11180
Skipped (no capacity)
5819
Excess vs benchmark
-307.93%
Avg entry slippage
0.00%
Return if filled at market
174.88%
VWAP fills
0
VWAP fallbacks
0
5819 of 16999 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 | 133 | 4.76% | 2.96% | 69.92% |
| 2007 | 568 | -1.19% | -0.20% | 44.54% |
| 2008 | 556 | 0.42% | 2.59% | 51.62% |
| 2009 | 643 | 3.64% | 2.36% | 57.39% |
| 2010 | 645 | 0.37% | 0.41% | 51.01% |
| 2011 | 563 | -3.56% | -0.94% | 38.37% |
| 2012 | 563 | 0.69% | 0.15% | 53.64% |
| 2013 | 579 | 3.17% | 1.21% | 64.77% |
| 2014 | 562 | 2.19% | 0.06% | 62.28% |
| 2015 | 555 | 0.56% | 1.33% | 53.87% |
| 2016 | 585 | 4.85% | 2.82% | 64.44% |
| 2017 | 565 | 1.01% | -0.21% | 52.57% |
| 2018 | 504 | 0.23% | 0.04% | 50.60% |
| 2019 | 454 | -0.38% | -0.77% | 48.90% |
| 2020 | 539 | 5.75% | 3.80% | 58.44% |
| 2021 | 602 | 0.92% | -0.29% | 50.83% |
| 2022 | 572 | 2.07% | 2.74% | 52.97% |
| 2023 | 562 | 1.72% | -0.11% | 52.49% |
| 2024 | 570 | 3.67% | 0.78% | 57.72% |
| 2025 | 547 | 2.30% | 1.70% | 56.49% |
| 2026 | 313 | 1.46% | 0.59% | 50.48% |
Trades (page 6: 500 of 11,180)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Curr. earn. vs next-Q est. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CDNS | 2010-10-27 | 2010-10-28 | 2010-11-26 | 1 | 8.10 | 8.10 | 0.00% | market | 42.86% | 1128.13% | -0.22% | -0.22% | -0.01% |
| CHH | 2010-10-27 | 2010-10-28 | 2010-11-26 | 1 | 36.71 | 36.71 | 0.00% | market | 19.30% | 10.06% | 3.44% | -0.22% | 3.66% |
| EAT | 2010-10-27 | 2010-10-28 | 2010-11-26 | 1 | 18.49 | 18.49 | 0.00% | market | 40.00% | 104.76% | 8.01% | -0.22% | 8.23% |
| KAI | 2010-10-27 | 2010-10-28 | 2010-11-26 | 1 | 19.36 | 19.36 | 0.00% | market | 63.64% | 136.11% | 5.58% | -0.22% | 5.80% |
| LAD | 2010-10-27 | 2010-10-28 | 2010-11-26 | 1 | 10.21 | 10.21 | 0.00% | market | 32.14% | 484.28% | 32.81% | -0.22% | 33.03% |
| LVS | 2010-10-27 | 2010-10-28 | 2010-11-26 | 1 | 46.05 | 46.05 | 0.00% | market | 47.83% | 154.59% | 8.61% | -0.22% | 8.83% |
| MKTX | 2010-10-27 | 2010-10-28 | 2010-11-26 | 1 | 18.55 | 18.55 | 0.00% | market | 22.22% | 524.24% | 0.92% | -0.22% | 1.14% |
| MTH | 2010-10-27 | 2010-10-28 | 2010-11-26 | 1 | 9.43 | 9.43 | 0.00% | market | 157.14% | 1494.02% | -2.01% | -0.22% | -1.79% |
| NOC | 2010-10-27 | 2010-10-28 | 2010-11-26 | 1 | 56.29 | 56.29 | 0.00% | market | 12.33% | 179.93% | -0.56% | -0.22% | -0.34% |
| ORLY | 2010-10-27 | 2010-10-28 | 2010-11-26 | 1 | 3.67 | 3.67 | 0.00% | market | 16.22% | 370.57% | 9.98% | -0.22% | 10.20% |
| ATO | 2010-11-03 | 2010-11-04 | 2010-12-03 | 1 | 29.95 | 29.95 | 0.00% | market | 128.33% | 9179.18% | 5.81% | 1.33% | 4.48% |
| GGAL | 2010-11-10 | 2010-11-11 | 2010-12-10 | 1 | 15.77 | 15.77 | 0.00% | market | 25.00% | 5838.75% | -2.00% | 2.83% | -4.84% |
| M | 2010-11-10 | 2010-11-11 | 2010-12-10 | 1 | 24.75 | 24.75 | 0.00% | market | 60.00% | 313.90% | 2.89% | 2.83% | 0.06% |
| CPA | 2010-11-11 | 2010-11-12 | 2010-12-13 | 1 | 51.49 | 51.49 | 0.00% | market | 16.94% | 64.14% | 9.42% | 3.10% | 6.32% |
| BBAR | 2010-11-12 | 2010-11-15 | 2010-12-14 | 3 | 12.22 | 12.22 | 0.00% | market | 195.24% | 1158.01% | -4.11% | 3.39% | -7.50% |
| DDS | 2010-11-12 | 2010-11-15 | 2010-12-14 | 3 | 31.09 | 31.09 | 0.00% | market | 340.00% | 772.73% | 15.27% | 3.39% | 11.88% |
| ARL | 2010-11-15 | 2010-11-16 | 2010-12-15 | 1 | 8.30 | 8.30 | 0.00% | market | 28.21% | 100.00% | -0.46% | 4.03% | -4.49% |
| TDG | 2010-11-15 | 2010-11-16 | 2010-12-15 | 1 | 68.10 | 68.10 | 0.00% | market | 13.33% | 92.40% | 4.50% | 4.03% | 0.46% |
| DKS | 2010-11-16 | 2010-11-17 | 2010-12-16 | 1 | 33.42 | 33.42 | 0.00% | market | 29.41% | 165.90% | 10.31% | 5.59% | 4.72% |
| AMAT | 2010-11-17 | 2010-11-18 | 2010-12-17 | 1 | 12.56 | 12.56 | 0.00% | market | 16.13% | 153.84% | 8.26% | 4.14% | 4.12% |
| DCI | 2010-11-18 | 2010-11-19 | 2010-12-20 | 1 | 26.85 | 26.85 | 0.00% | market | 21.43% | 55.88% | 9.55% | 3.92% | 5.63% |
| DLTR | 2010-11-18 | 2010-11-19 | 2010-12-20 | 1 | 26.98 | 26.98 | 0.00% | market | 19.35% | 208.34% | 4.77% | 3.92% | 0.85% |
| SBH | 2010-11-18 | 2010-11-19 | 2010-12-20 | 1 | 12.38 | 12.38 | 0.00% | market | 15.00% | 113.04% | 15.17% | 3.92% | 11.25% |
| DY | 2010-11-22 | 2010-11-23 | 2010-12-22 | 1 | 11.17 | 11.17 | 0.00% | market | 80.00% | 132.14% | 29.62% | 5.90% | 23.72% |
| TSN | 2010-11-22 | 2010-11-23 | 2010-12-22 | 1 | 16.46 | 16.46 | 0.00% | market | 14.29% | 153.97% | 7.13% | 5.90% | 1.23% |
| GCO | 2010-11-23 | 2010-11-24 | 2010-12-23 | 1 | 38.81 | 38.81 | 0.00% | market | 30.51% | 163.64% | -3.96% | 5.37% | -9.33% |
| HRL | 2010-11-23 | 2010-11-24 | 2010-12-23 | 1 | 12.29 | 12.29 | 0.00% | market | 15.00% | 69.57% | 5.27% | 5.37% | -0.10% |
| NJR | 2010-11-23 | 2010-11-24 | 2010-12-23 | 1 | 21.25 | 21.25 | 0.00% | market | 290.75% | 4096.19% | 2.39% | 5.37% | -2.98% |
| SIG | 2010-11-23 | 2010-11-24 | 2010-12-23 | 1 | 40.99 | 40.99 | 0.00% | market | 369.17% | 414.29% | 4.90% | 5.37% | -0.47% |
| DE | 2010-11-24 | 2010-11-26 | 2010-12-27 | 2 | 75.69 | 75.69 | 0.00% | market | 12.63% | 64.11% | 10.31% | 5.45% | 4.86% |
| RJF | 2010-11-24 | 2010-11-26 | 2010-12-27 | 2 | 19.33 | 19.33 | 0.00% | market | 32.14% | 247.54% | 15.11% | 5.45% | 9.66% |
| CWST | 2010-12-01 | 2010-12-02 | 2010-12-31 | 1 | 4.47 | 4.47 | 0.00% | market | 50.00% | 211.33% | 58.51% | 3.75% | 54.76% |
| TOL | 2010-12-02 | 2010-12-03 | 2011-01-03 | 1 | 18.78 | 18.78 | 0.00% | market | 475.00% | 103.63% | 3.95% | 4.02% | -0.07% |
| ULTA | 2010-12-02 | 2010-12-03 | 2011-01-03 | 1 | 34.37 | 34.37 | 0.00% | market | 15.00% | 1231.40% | -0.25% | 4.02% | -4.27% |
| AVAV | 2010-12-07 | 2010-12-08 | 2011-01-06 | 1 | 25.12 | 25.12 | 0.00% | market | 119.82% | 2946.43% | 15.51% | 3.59% | 11.92% |
| TTC | 2010-12-07 | 2010-12-08 | 2011-01-06 | 1 | 16.03 | 16.03 | 0.00% | market | 122.22% | 1566.67% | -3.47% | 3.59% | -7.05% |
| KFY | 2010-12-08 | 2010-12-09 | 2011-01-07 | 1 | 21.62 | 21.62 | 0.00% | market | 37.50% | 130.30% | 3.00% | 2.56% | 0.44% |
| LULU | 2010-12-09 | 2010-12-10 | 2011-01-10 | 1 | 32.73 | 32.73 | 0.00% | market | 38.46% | 290.84% | 4.39% | 2.29% | 2.10% |
| BRT | 2010-12-13 | 2010-12-14 | 2011-01-12 | 1 | 6.73 | 6.73 | 0.00% | market | 38.46% | 475.00% | 7.03% | 3.07% | 3.96% |
| AIR | 2010-12-15 | 2010-12-16 | 2011-01-14 | 1 | 28.00 | 28.00 | 0.00% | market | 28.57% | 11.11% | -0.21% | 4.12% | -4.33% |
| HEI | 2010-12-15 | 2010-12-16 | 2011-01-14 | 1 | 15.47 | 15.47 | 0.00% | market | 20.00% | 289.16% | -7.47% | 4.12% | -11.59% |
| WGO | 2010-12-16 | 2010-12-17 | 2011-01-18 | 1 | 14.96 | 14.96 | 0.00% | market | 622.22% | 346.15% | 4.31% | 4.38% | -0.07% |
| JBL | 2010-12-20 | 2010-12-21 | 2011-01-20 | 1 | 18.89 | 18.89 | 0.00% | market | 12.96% | 40.98% | 9.22% | 2.47% | 6.74% |
| CMC | 2010-12-21 | 2010-12-22 | 2011-01-21 | 1 | 17.53 | 17.53 | 0.00% | market | 60.06% | 5386.73% | -8.77% | 2.30% | -11.07% |
| BBBY | 2010-12-22 | 2010-12-23 | 2011-01-24 | 1 | 16.74 | 16.74 | 0.00% | market | 12.12% | 37.84% | -5.30% | 2.75% | -8.05% |
| NEOG | 2011-01-04 | 2011-01-05 | 2011-02-03 | 1 | 9.94 | 9.94 | 0.00% | market | 16.67% | 110.71% | -6.24% | 3.32% | -9.55% |
| UNF | 2011-01-05 | 2011-01-06 | 2011-02-04 | 1 | 56.91 | 56.91 | 0.00% | market | 29.03% | 54.17% | -0.01% | 2.71% | -2.72% |
| PSMT | 2011-01-07 | 2011-01-10 | 2011-02-08 | 3 | 38.47 | 38.47 | 0.00% | market | 13.64% | 36.29% | -1.79% | 4.73% | -6.52% |
| LEN | 2011-01-11 | 2011-01-12 | 2011-02-10 | 1 | 20.45 | 20.45 | 0.00% | market | 545.90% | 343.31% | 1.76% | 3.21% | -1.45% |
| INFY | 2011-01-12 | 2011-01-13 | 2011-02-11 | 1 | 9.00 | 9.00 | 0.00% | market | 12.50% | 42.34% | -6.88% | 3.48% | -10.36% |
| JPM | 2011-01-14 | 2011-01-18 | 2011-02-15 | 4 | 45.02 | 45.02 | 0.00% | market | 12.00% | 109.89% | 3.90% | 2.96% | 0.93% |
| AAPL | 2011-01-18 | 2011-01-19 | 2011-02-16 | 1 | 12.44 | 12.44 | 0.00% | market | 21.05% | 347.83% | 4.16% | 3.43% | 0.73% |
| EDU | 2011-01-18 | 2011-01-19 | 2011-02-16 | 1 | 26.87 | 26.87 | 0.00% | market | 21.65% | 12597.30% | -9.74% | 3.43% | -13.17% |
| HWC | 2011-01-18 | 2011-01-19 | 2011-02-16 | 1 | 34.03 | 34.03 | 0.00% | market | 15.00% | 91.30% | 1.57% | 3.43% | -1.86% |
| PNFP | 2011-01-18 | 2011-01-19 | 2011-02-16 | 1 | 14.62 | 14.62 | 0.00% | market | 269.00% | 1623.39% | 5.10% | 3.43% | 1.67% |
| FITB | 2011-01-19 | 2011-01-20 | 2011-02-17 | 1 | 14.31 | 14.31 | 0.00% | market | 37.50% | 73.19% | 5.35% | 4.92% | 0.44% |
| RJF | 2011-01-19 | 2011-01-20 | 2011-02-17 | 1 | 22.90 | 22.90 | 0.00% | market | 22.86% | 199.04% | 14.62% | 4.92% | 9.70% |
| ISRG | 2011-01-20 | 2011-01-21 | 2011-02-18 | 1 | 35.91 | 35.91 | 0.00% | market | 36.00% | 164.66% | 5.39% | 4.38% | 1.00% |
| MS | 2011-01-20 | 2011-01-21 | 2011-02-18 | 1 | 29.35 | 29.35 | 0.00% | market | 22.86% | 170.54% | 5.49% | 4.38% | 1.10% |
| PPG | 2011-01-20 | 2011-01-21 | 2011-02-18 | 1 | 41.04 | 41.04 | 0.00% | market | 12.50% | 92.05% | 9.72% | 4.38% | 5.34% |
| UNH | 2011-01-20 | 2011-01-21 | 2011-02-18 | 1 | 40.58 | 40.58 | 0.00% | market | 25.00% | 242.53% | 5.47% | 4.38% | 1.09% |
| TFC | 2011-01-21 | 2011-01-24 | 2011-02-22 | 3 | 28.33 | 28.33 | 0.00% | market | 15.38% | 241.22% | -2.22% | 2.76% | -4.98% |
| BOH | 2011-01-24 | 2011-01-25 | 2011-02-23 | 1 | 46.98 | 46.98 | 0.00% | market | 21.74% | 40.48% | 0.37% | 1.76% | -1.39% |
| CATY | 2011-01-24 | 2011-01-25 | 2011-02-23 | 1 | 16.38 | 16.38 | 0.00% | market | 38.46% | 333.33% | 7.65% | 1.76% | 5.90% |
| ELS | 2011-01-24 | 2011-01-25 | 2011-02-23 | 1 | 13.70 | 13.70 | 0.00% | market | 143.47% | 100.00% | 3.04% | 1.76% | 1.28% |
| ETD | 2011-01-24 | 2011-01-25 | 2011-02-23 | 1 | 24.52 | 24.52 | 0.00% | market | 111.11% | 47.37% | -10.70% | 1.76% | -12.46% |
| FNB | 2011-01-24 | 2011-01-25 | 2011-02-23 | 1 | 10.18 | 10.18 | 0.00% | market | 15.38% | 82.44% | 0.29% | 1.76% | -1.46% |
| HOPE | 2011-01-24 | 2011-01-25 | 2011-02-23 | 1 | 9.26 | 9.26 | 0.00% | market | 206.39% | 176.92% | 11.02% | 1.76% | 9.27% |
| OZK | 2011-01-24 | 2011-01-25 | 2011-02-23 | 1 | 10.56 | 10.56 | 0.00% | market | 47.06% | 235.40% | 0.09% | 1.76% | -1.67% |
| AOS | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 10.53 | 10.53 | 0.00% | market | 21.43% | 237.06% | -4.85% | 1.11% | -5.96% |
| BLK | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 199.16 | 199.16 | 0.00% | market | 17.93% | 85.99% | 0.92% | 1.11% | -0.19% |
| BUSE | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 14.28 | 14.28 | 0.00% | market | 35.00% | 118.52% | 1.79% | 1.11% | 0.68% |
| CBT | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 41.12 | 41.12 | 0.00% | market | 16.42% | 24.36% | 1.09% | 1.11% | -0.02% |
| COHR | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 24.39 | 24.39 | 0.00% | market | 15.38% | 800.00% | 0.84% | 1.11% | -0.27% |
| EAT | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 23.39 | 23.39 | 0.00% | market | 18.75% | 13.16% | -1.21% | 1.11% | -2.32% |
| FTNT | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 3.56 | 3.56 | 0.00% | market | 56.37% | 286.22% | 14.51% | 1.11% | 13.39% |
| HOG | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 39.10 | 39.10 | 0.00% | market | 40.00% | 556.39% | 3.99% | 1.11% | 2.88% |
| KEY | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 8.88 | 8.88 | 0.00% | market | 146.15% | 29.51% | 1.70% | 1.11% | 0.59% |
| MRCY | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 19.48 | 19.48 | 0.00% | market | 15.79% | 40.91% | -2.87% | 1.11% | -3.98% |
| RF | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 6.95 | 6.95 | 0.00% | market | 123.08% | 1128.50% | 6.52% | 1.11% | 5.41% |
| TRV | 2011-01-25 | 2011-01-26 | 2011-02-24 | 1 | 56.39 | 56.39 | 0.00% | market | 13.17% | 44.13% | 5.11% | 1.11% | 4.00% |
| BANR | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 15.89 | 15.89 | 0.00% | market | 33.09% | 162.64% | 8.27% | 2.03% | 6.24% |
| CCI | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 43.95 | 43.95 | 0.00% | market | 50.00% | 237.38% | -3.01% | 2.03% | -5.04% |
| CTS | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 11.81 | 11.81 | 0.00% | market | 13.33% | 52.94% | 0.83% | 2.03% | -1.20% |
| GIB | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 19.51 | 19.51 | 0.00% | market | 14.71% | 182.05% | 1.59% | 2.03% | -0.44% |
| NFLX | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 2.96 | 2.96 | 0.00% | market | 20.00% | 153.26% | 2.26% | 2.03% | 0.24% |
| PIPR | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 10.25 | 10.25 | 0.00% | market | 102.08% | 104.12% | -1.27% | 2.03% | -3.30% |
| ROK | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 81.11 | 81.11 | 0.00% | market | 18.18% | 70.19% | 9.41% | 2.03% | 7.38% |
| SBUX | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 16.16 | 16.16 | 0.00% | market | 15.00% | 139.13% | 0.46% | 2.03% | -1.57% |
| SLAB | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 44.33 | 44.33 | 0.00% | market | 24.32% | 41.30% | 3.06% | 2.03% | 1.03% |
| TBBK | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 9.55 | 9.55 | 0.00% | market | 14.29% | 37.50% | -11.20% | 2.03% | -13.23% |
| TCBI | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 23.61 | 23.61 | 0.00% | market | 23.08% | 312.50% | 5.53% | 2.03% | 3.51% |
| TER | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 16.28 | 16.28 | 0.00% | market | 48.00% | 18.11% | 14.46% | 2.03% | 12.43% |
| TXT | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 26.87 | 26.87 | 0.00% | market | 32.00% | 106.10% | 0.94% | 2.03% | -1.09% |
| WSBC | 2011-01-26 | 2011-01-27 | 2011-02-25 | 1 | 18.24 | 18.24 | 0.00% | market | 34.48% | 58.97% | 13.72% | 2.03% | 11.69% |
| CAT | 2011-01-27 | 2011-01-28 | 2011-02-28 | 1 | 97.01 | 97.01 | 0.00% | market | 15.75% | 92.29% | 6.00% | 2.31% | 3.69% |
| MSFT | 2011-01-27 | 2011-01-28 | 2011-02-28 | 1 | 28.90 | 28.90 | 0.00% | market | 13.24% | 61.71% | -8.13% | 2.31% | -10.44% |
| MZTI | 2011-01-27 | 2011-01-28 | 2011-02-28 | 1 | 57.20 | 57.20 | 0.00% | market | 14.68% | 31.89% | 0.81% | 2.31% | -1.50% |
| NUE | 2011-01-27 | 2011-01-28 | 2011-02-28 | 1 | 46.12 | 46.12 | 0.00% | market | 80.00% | 15468.00% | 3.89% | 2.31% | 1.58% |
| NVR | 2011-01-27 | 2011-01-28 | 2011-02-28 | 1 | 789.83 | 789.83 | 0.00% | market | 34.96% | 245.86% | -7.95% | 2.31% | -10.26% |
| RCL | 2011-01-27 | 2011-01-28 | 2011-02-28 | 1 | 47.04 | 47.04 | 0.00% | market | 53.85% | 454.00% | -7.01% | 2.31% | -9.32% |
| TDY | 2011-01-27 | 2011-01-28 | 2011-02-28 | 1 | 48.24 | 48.24 | 0.00% | market | 23.75% | 92.93% | 8.46% | 2.31% | 6.15% |
| CPF | 2011-01-28 | 2011-01-31 | 2011-03-01 | 3 | 33.00 | 33.00 | 0.00% | market | 55.56% | 115.71% | -31.92% | 2.23% | -34.15% |
| DOV | 2011-01-28 | 2011-01-31 | 2011-03-01 | 3 | 41.96 | 41.96 | 0.00% | market | 14.63% | 17.35% | 1.50% | 2.23% | -0.74% |
| IDXX | 2011-01-28 | 2011-01-31 | 2011-03-01 | 3 | 35.35 | 35.35 | 0.00% | market | 14.81% | 341.47% | 9.73% | 2.23% | 7.50% |
| OSK | 2011-01-28 | 2011-01-31 | 2011-03-01 | 3 | 38.00 | 38.00 | 0.00% | market | 37.08% | 22.95% | -7.71% | 2.23% | -9.94% |
| SXI | 2011-01-28 | 2011-01-31 | 2011-03-01 | 3 | 32.84 | 32.84 | 0.00% | market | 26.79% | 132.39% | 3.07% | 2.23% | 0.83% |
| ICUI | 2011-01-31 | 2011-02-01 | 2011-03-02 | 1 | 43.52 | 43.52 | 0.00% | market | 35.85% | 200.93% | -3.41% | 1.35% | -4.76% |
| MOG-A | 2011-01-31 | 2011-02-01 | 2011-03-02 | 1 | 43.28 | 43.28 | 0.00% | market | 15.87% | 13.70% | 1.56% | 1.35% | 0.21% |
| OLN | 2011-01-31 | 2011-02-01 | 2011-03-02 | 1 | 19.71 | 19.71 | 0.00% | market | 460.00% | 12.65% | -2.79% | 1.35% | -4.14% |
| RGA | 2011-01-31 | 2011-02-01 | 2011-03-02 | 1 | 58.97 | 58.97 | 0.00% | market | 15.59% | 10.02% | -0.32% | 1.35% | -1.67% |
| SIMO | 2011-01-31 | 2011-02-01 | 2011-03-02 | 1 | 6.56 | 6.56 | 0.00% | market | 100.00% | 94.44% | 39.53% | 1.35% | 38.18% |
| TOWN | 2011-01-31 | 2011-02-01 | 2011-03-02 | 1 | 14.56 | 14.56 | 0.00% | market | 125.00% | 144.44% | -2.71% | 1.35% | -4.06% |
| AJG | 2011-02-01 | 2011-02-02 | 2011-03-03 | 1 | 30.02 | 30.02 | 0.00% | market | 65.38% | 274.85% | 4.46% | 2.35% | 2.11% |
| BIIB | 2011-02-01 | 2011-02-02 | 2011-03-03 | 1 | 65.28 | 65.28 | 0.00% | market | 15.45% | 391.01% | 9.31% | 2.35% | 6.95% |
| BSX | 2011-02-01 | 2011-02-02 | 2011-03-03 | 1 | 6.92 | 6.92 | 0.00% | market | 20.00% | 196.61% | 9.15% | 2.35% | 6.79% |
| ENTG | 2011-02-01 | 2011-02-02 | 2011-03-03 | 1 | 8.52 | 8.52 | 0.00% | market | 21.05% | 103.83% | 7.18% | 2.35% | 4.82% |
| EXP | 2011-02-01 | 2011-02-02 | 2011-03-03 | 1 | 29.00 | 29.00 | 0.00% | market | 50.00% | 1350.00% | 11.97% | 2.35% | 9.61% |
| FORM | 2011-02-01 | 2011-02-02 | 2011-03-03 | 1 | 8.56 | 8.56 | 0.00% | market | 13.95% | 140.54% | 12.17% | 2.35% | 9.81% |
| JKHY | 2011-02-01 | 2011-02-02 | 2011-03-03 | 1 | 29.82 | 29.82 | 0.00% | market | 13.51% | 85.71% | 8.85% | 2.35% | 6.50% |
| LEA | 2011-02-01 | 2011-02-02 | 2011-03-03 | 1 | 53.21 | 53.21 | 0.00% | market | 33.71% | 245.21% | -1.28% | 2.35% | -3.64% |
| MOD | 2011-02-01 | 2011-02-02 | 2011-03-03 | 1 | 16.68 | 16.68 | 0.00% | market | 55.56% | 157.14% | -10.89% | 2.35% | -13.25% |
| AVB | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 114.82 | 114.82 | 0.00% | market | 260.71% | 15.71% | 0.08% | 1.70% | -1.61% |
| CACC | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 58.25 | 58.25 | 0.00% | market | 24.26% | 267.46% | 21.58% | 1.70% | 19.89% |
| CDNS | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 9.33 | 9.33 | 0.00% | market | 59.09% | 601.79% | 5.69% | 1.70% | 3.99% |
| CINF | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 33.66 | 33.66 | 0.00% | market | 94.44% | 24.27% | -1.32% | 1.70% | -3.01% |
| EVR | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 34.83 | 34.83 | 0.00% | market | 12.50% | 307.83% | -4.26% | 1.70% | -5.96% |
| EXPO | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 9.26 | 9.26 | 0.00% | market | 25.00% | 256.00% | 5.84% | 1.70% | 4.14% |
| MKTX | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 21.15 | 21.15 | 0.00% | market | 15.00% | 497.10% | 4.11% | 1.70% | 2.41% |
| SIGI | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 18.29 | 18.29 | 0.00% | market | 26.32% | 94.91% | -3.49% | 1.70% | -5.19% |
| UHAL | 2011-02-02 | 2011-02-03 | 2011-03-04 | 1 | 9.44 | 9.44 | 0.00% | market | 185.71% | 848.75% | 2.89% | 1.70% | 1.19% |
| ALKS | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 13.43 | 13.43 | 0.00% | market | 20.00% | 58.33% | -7.84% | 0.46% | -8.30% |
| AN | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 31.27 | 31.27 | 0.00% | market | 28.57% | 102.70% | 3.29% | 0.46% | 2.83% |
| AVNT | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 13.42 | 13.42 | 0.00% | market | 21.43% | 264.71% | 3.70% | 0.46% | 3.24% |
| BDC | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 38.45 | 38.45 | 0.00% | market | 25.00% | 64.85% | -6.76% | 0.46% | -7.22% |
| BSAC | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 32.57 | 32.57 | 0.00% | market | 17.65% | 56305.22% | -0.47% | 0.46% | -0.93% |
| BX | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 17.22 | 17.22 | 0.00% | market | 53.33% | 10.57% | 0.13% | 0.46% | -0.33% |
| CAH | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 42.08 | 42.08 | 0.00% | market | 19.67% | 55.26% | -0.36% | 0.46% | -0.82% |
| CI | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 43.26 | 43.26 | 0.00% | market | 12.75% | 226.48% | -0.70% | 0.46% | -1.16% |
| EL | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 45.92 | 45.92 | 0.00% | market | 23.61% | 15.73% | -1.12% | 0.46% | -1.58% |
| ENB | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 29.26 | 29.26 | 0.00% | market | 27.24% | 68.68% | 1.54% | 0.46% | 1.08% |
| FIBK | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 13.90 | 13.90 | 0.00% | market | 35.29% | 208.70% | 4.14% | 0.46% | 3.69% |
| MPWR | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 16.48 | 16.48 | 0.00% | market | 28.57% | 366.54% | -12.78% | 0.46% | -13.24% |
| PLD | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 33.11 | 33.11 | 0.00% | market | 100.00% | 13.29% | 6.06% | 0.46% | 5.60% |
| RGLD | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 48.66 | 48.66 | 0.00% | market | 13.79% | 33.33% | 3.06% | 0.46% | 2.61% |
| SBH | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 14.42 | 14.42 | 0.00% | market | 15.79% | 122.73% | -12.10% | 0.46% | -12.56% |
| TRMB | 2011-02-03 | 2011-02-04 | 2011-03-07 | 1 | 23.91 | 23.91 | 0.00% | market | 35.29% | 101.19% | 3.41% | 0.46% | 2.96% |
| COLB | 2011-02-07 | 2011-02-08 | 2011-03-09 | 1 | 20.28 | 20.28 | 0.00% | market | 146.15% | 88.54% | -0.35% | 0.23% | -0.57% |
| BAH | 2011-02-09 | 2011-02-10 | 2011-03-11 | 1 | 18.90 | 18.90 | 0.00% | market | 12.50% | 170.94% | -3.80% | -0.58% | -3.23% |
| CGNX | 2011-02-10 | 2011-02-11 | 2011-03-14 | 1 | 8.45 | 8.45 | 0.00% | market | 20.00% | 36.81% | -21.88% | -1.33% | -20.55% |
| CYTK | 2011-02-14 | 2011-02-15 | 2011-03-16 | 1 | 10.98 | 10.98 | 0.00% | market | 23.31% | 53.92% | -27.97% | -5.14% | -22.83% |
| LCII | 2011-02-15 | 2011-02-16 | 2011-03-17 | 1 | 23.55 | 23.55 | 0.00% | market | 55.56% | 1300.00% | -2.52% | -4.20% | 1.68% |
| LGND | 2011-02-15 | 2011-02-16 | 2011-03-17 | 1 | 5.70 | 5.70 | 0.00% | market | 500.00% | 758.33% | 0.60% | -4.20% | 4.81% |
| RUSHA | 2011-02-15 | 2011-02-16 | 2011-03-17 | 1 | 9.22 | 9.22 | 0.00% | market | 23.08% | 128.57% | -11.05% | -4.20% | -6.85% |
| SF | 2011-02-15 | 2011-02-16 | 2011-03-17 | 1 | 21.33 | 21.33 | 0.00% | market | 28.95% | 86.94% | -2.87% | -4.20% | 1.34% |
| DE | 2011-02-16 | 2011-02-17 | 2011-03-18 | 1 | 96.20 | 96.20 | 0.00% | market | 21.21% | 46.34% | -6.44% | -4.27% | -2.17% |
| ENSG | 2011-02-16 | 2011-02-17 | 2011-03-18 | 1 | 7.34 | 7.34 | 0.00% | market | 21.74% | 77.01% | 9.30% | -4.27% | 13.57% |
| BLDR | 2011-02-17 | 2011-02-18 | 2011-03-21 | 1 | 2.83 | 2.83 | 0.00% | market | 16.67% | 249.35% | -12.47% | -3.45% | -9.02% |
| EFOR | 2011-02-17 | 2011-02-18 | 2011-03-21 | 1 | 9.28 | 9.28 | 0.00% | market | 14.29% | 1559.99% | 5.29% | -3.45% | 8.73% |
| EOG | 2011-02-17 | 2011-02-18 | 2011-03-21 | 1 | 53.42 | 53.42 | 0.00% | market | 38.46% | 455.67% | 4.17% | -3.45% | 7.61% |
| H | 2011-02-17 | 2011-02-18 | 2011-03-21 | 1 | 48.64 | 48.64 | 0.00% | market | 16.67% | 309.71% | -10.89% | -3.45% | -7.45% |
| GGAL | 2011-02-18 | 2011-02-22 | 2011-03-22 | 4 | 15.04 | 15.04 | 0.00% | market | 52.00% | 3807.07% | -14.46% | -2.88% | -11.58% |
| CNO | 2011-02-22 | 2011-02-23 | 2011-03-23 | 1 | 6.76 | 6.76 | 0.00% | market | 12.50% | 123.51% | 4.63% | -1.59% | 6.22% |
| DDS | 2011-02-22 | 2011-02-23 | 2011-03-23 | 1 | 42.35 | 42.35 | 0.00% | market | 12.32% | 23.87% | -7.77% | -1.59% | -6.19% |
| DORM | 2011-02-22 | 2011-02-23 | 2011-03-23 | 1 | 16.68 | 16.68 | 0.00% | market | 21.43% | 223.53% | 13.42% | -1.59% | 15.01% |
| EXEL | 2011-02-22 | 2011-02-23 | 2011-03-23 | 1 | 10.51 | 10.51 | 0.00% | market | 20.00% | 237.50% | 6.94% | -1.59% | 8.53% |
| EXR | 2011-02-22 | 2011-02-23 | 2011-03-23 | 1 | 19.00 | 19.00 | 0.00% | market | 200.00% | 155.56% | 3.85% | -1.59% | 5.43% |
| HD | 2011-02-22 | 2011-02-23 | 2011-03-23 | 1 | 38.01 | 38.01 | 0.00% | market | 16.13% | 506.64% | -3.76% | -1.59% | -2.17% |
| HEI | 2011-02-22 | 2011-02-23 | 2011-03-23 | 1 | 14.21 | 14.21 | 0.00% | market | 18.18% | 259.22% | 9.82% | -1.59% | 11.41% |
| IDA | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 37.76 | 37.76 | 0.00% | market | 13.89% | 96.75% | -1.85% | 0.02% | -1.86% |
| KAI | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 23.61 | 23.61 | 0.00% | market | 50.00% | 102.38% | 6.80% | 0.02% | 6.79% |
| LAD | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 15.49 | 15.49 | 0.00% | market | 75.00% | 929.44% | -6.49% | 0.02% | -6.51% |
| LOW | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 25.67 | 25.67 | 0.00% | market | 16.67% | 533.77% | 6.17% | 0.02% | 6.16% |
| MTZ | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 17.44 | 17.44 | 0.00% | market | 18.92% | 75.15% | 17.10% | 0.02% | 17.09% |
| SKYW | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 15.82 | 15.82 | 0.00% | market | 48.48% | 40.82% | 5.65% | 0.02% | 5.64% |
| TOL | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 21.28 | 21.28 | 0.00% | market | 128.57% | 2954.40% | -4.94% | 0.02% | -4.96% |
| TYL | 2011-02-23 | 2011-02-24 | 2011-03-24 | 1 | 20.99 | 20.99 | 0.00% | market | 16.67% | 482.14% | 11.24% | 0.02% | 11.22% |
| AER | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 14.03 | 14.03 | 0.00% | market | 12.77% | 167.92% | -5.73% | -0.14% | -5.59% |
| CM | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 42.29 | 42.29 | 0.00% | market | 13.94% | 54.70% | 0.73% | -0.14% | 0.86% |
| CRM | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 36.38 | 36.38 | 0.00% | market | 33.33% | 663.70% | -12.52% | -0.14% | -12.39% |
| CROX | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 18.76 | 18.76 | 0.00% | market | 114.32% | 410.00% | -7.08% | -0.14% | -6.95% |
| CUBE | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 9.87 | 9.87 | 0.00% | market | 100.09% | 800.90% | 5.37% | -0.14% | 5.51% |
| ES | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 33.04 | 33.04 | 0.00% | market | 12.31% | 49.56% | 3.26% | -0.14% | 3.40% |
| FAF | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 15.36 | 15.36 | 0.00% | market | 46.67% | 52.27% | 8.17% | -0.14% | 8.31% |
| GPK | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 4.82 | 4.82 | 0.00% | market | 259.93% | 203.92% | 9.86% | -0.14% | 10.00% |
| PAC | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 37.06 | 37.06 | 0.00% | market | 88.24% | 1905.40% | 10.45% | -0.14% | 10.59% |
| SAFE | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 46.44 | 46.44 | 0.00% | market | 23.64% | 156.01% | -5.76% | -0.14% | -5.63% |
| SRE | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 26.53 | 26.53 | 0.00% | market | 25.53% | 10.61% | -1.16% | -0.14% | -1.02% |
| TMUS | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 27.20 | 27.20 | 0.00% | market | 27.27% | 115.66% | 14.16% | -0.14% | 14.30% |
| UGP | 2011-02-24 | 2011-02-25 | 2011-03-25 | 1 | 7.98 | 7.98 | 0.00% | market | 16.67% | 53.61% | 4.54% | -0.14% | 4.67% |
| PSA | 2011-02-25 | 2011-02-28 | 2011-03-28 | 3 | 110.80 | 110.80 | 0.00% | market | 84.72% | 28.86% | -2.75% | -1.39% | -1.37% |
| EXLS | 2011-02-28 | 2011-03-01 | 2011-03-29 | 1 | 4.49 | 4.49 | 0.00% | market | 35.00% | 137.04% | -11.90% | -1.28% | -10.62% |
| IONS | 2011-02-28 | 2011-03-01 | 2011-03-29 | 1 | 9.27 | 9.27 | 0.00% | market | 36.36% | 70.07% | -5.17% | -1.28% | -3.89% |
| LMAT | 2011-02-28 | 2011-03-01 | 2011-03-29 | 1 | 7.00 | 7.00 | 0.00% | market | 83.33% | 71.43% | -3.10% | -1.28% | -1.82% |
| MSA | 2011-02-28 | 2011-03-01 | 2011-03-29 | 1 | 36.37 | 36.37 | 0.00% | market | 13.16% | 155.23% | -1.42% | -1.28% | -0.14% |
| TM | 2011-02-28 | 2011-03-01 | 2011-03-29 | 1 | 93.72 | 93.72 | 0.00% | market | 37.04% | 1254.03% | -15.05% | -1.28% | -13.77% |
| TREX | 2011-02-28 | 2011-03-01 | 2011-03-29 | 1 | 3.73 | 3.73 | 0.00% | market | 142.86% | 888.63% | 8.18% | -1.28% | 9.46% |
| BGS | 2011-03-01 | 2011-03-02 | 2011-03-30 | 1 | 15.59 | 15.59 | 0.00% | market | 40.00% | 75.08% | 19.98% | 1.54% | 18.43% |
| BWXT | 2011-03-01 | 2011-03-02 | 2011-03-30 | 1 | 24.14 | 24.14 | 0.00% | market | 25.00% | 57.45% | -1.22% | 1.54% | -2.76% |
| FIX | 2011-03-01 | 2011-03-02 | 2011-03-30 | 1 | 13.37 | 13.37 | 0.00% | market | 112.50% | 70.59% | 4.61% | 1.54% | 3.07% |
| JOE | 2011-03-01 | 2011-03-02 | 2011-03-30 | 1 | 25.71 | 25.71 | 0.00% | market | 66.67% | 66.67% | -2.63% | 1.54% | -4.17% |
| HTGC | 2011-03-03 | 2011-03-04 | 2011-04-01 | 1 | 11.21 | 11.21 | 0.00% | market | 14.29% | 30.00% | -0.10% | -0.16% | 0.06% |
| MEI | 2011-03-03 | 2011-03-04 | 2011-04-01 | 1 | 12.51 | 12.51 | 0.00% | market | 60.00% | 212.50% | -3.70% | -0.16% | -3.53% |
| RY | 2011-03-03 | 2011-03-04 | 2011-04-01 | 1 | 61.45 | 61.45 | 0.00% | market | 22.55% | 75.30% | 2.39% | -0.16% | 2.55% |
| SMP | 2011-03-03 | 2011-03-04 | 2011-04-01 | 1 | 12.54 | 12.54 | 0.00% | market | 260.04% | 683.33% | 8.19% | -0.16% | 8.36% |
| TD | 2011-03-03 | 2011-03-04 | 2011-04-01 | 1 | 43.29 | 43.29 | 0.00% | market | 12.99% | 97.80% | 2.97% | -0.16% | 3.14% |
| USPH | 2011-03-03 | 2011-03-04 | 2011-04-01 | 1 | 20.25 | 20.25 | 0.00% | market | 12.00% | 78.57% | 10.22% | -0.16% | 10.39% |
| CIEN | 2011-03-07 | 2011-03-08 | 2011-04-05 | 1 | 26.39 | 26.39 | 0.00% | market | 12.50% | 312.50% | 0.51% | 1.22% | -0.71% |
| CPK | 2011-03-07 | 2011-03-08 | 2011-04-05 | 1 | 27.78 | 27.78 | 0.00% | market | 28.95% | 223.98% | 2.02% | 1.22% | 0.81% |
| BF-B | 2011-03-08 | 2011-03-09 | 2011-04-06 | 1 | 18.85 | 18.85 | 0.00% | market | 13.04% | 42.62% | -2.91% | 1.01% | -3.92% |
| HCI | 2011-03-08 | 2011-03-09 | 2011-04-06 | 1 | 8.50 | 8.50 | 0.00% | market | 92.86% | 155.01% | -4.81% | 1.01% | -5.82% |
| MYRG | 2011-03-08 | 2011-03-09 | 2011-04-06 | 1 | 23.98 | 23.98 | 0.00% | market | 61.11% | 95.17% | 0.23% | 1.01% | -0.78% |
| HTHT | 2011-03-09 | 2011-03-10 | 2011-04-07 | 1 | 4.97 | 4.97 | 0.00% | market | 12.55% | 3488.89% | -2.11% | 1.77% | -3.88% |
| MAIN | 2011-03-10 | 2011-03-11 | 2011-04-08 | 1 | 19.10 | 19.10 | 0.00% | market | 25.93% | 82.94% | -2.09% | 2.58% | -4.67% |
| NXST | 2011-03-10 | 2011-03-11 | 2011-04-08 | 1 | 7.02 | 7.02 | 0.00% | market | 56.25% | 126.00% | 21.84% | 2.58% | 19.26% |
| PAM | 2011-03-11 | 2011-03-14 | 2011-04-11 | 3 | 14.31 | 14.31 | 0.00% | market | 675.39% | 1386.15% | 1.72% | 1.90% | -0.18% |
| LULU | 2011-03-17 | 2011-03-18 | 2011-04-15 | 1 | 38.70 | 38.70 | 0.00% | market | 14.29% | 119.85% | 20.42% | 2.48% | 17.93% |
| WGO | 2011-03-17 | 2011-03-18 | 2011-04-15 | 1 | 13.38 | 13.38 | 0.00% | market | 83.33% | 427.27% | -10.56% | 2.48% | -13.05% |
| CTAS | 2011-03-22 | 2011-03-23 | 2011-04-20 | 1 | 7.49 | 7.49 | 0.00% | market | 13.89% | 31.24% | 2.70% | 3.23% | -0.53% |
| MU | 2011-03-23 | 2011-03-24 | 2011-04-21 | 1 | 11.33 | 11.33 | 0.00% | market | 190.22% | 2219.64% | 1.58% | 2.59% | -1.02% |
| FSM | 2011-03-24 | 2011-03-25 | 2011-04-25 | 1 | 5.72 | 5.72 | 0.00% | market | 32.76% | 47.90% | 7.59% | 1.83% | 5.76% |
| PVH | 2011-03-28 | 2011-03-29 | 2011-04-27 | 1 | 62.32 | 62.32 | 0.00% | market | 13.41% | 162.99% | 14.69% | 3.67% | 11.03% |
| LEN | 2011-03-29 | 2011-03-30 | 2011-04-28 | 1 | 18.84 | 18.84 | 0.00% | market | 380.00% | 438.30% | 0.54% | 2.69% | -2.15% |
| OXM | 2011-03-29 | 2011-03-30 | 2011-04-28 | 1 | 28.31 | 28.31 | 0.00% | market | 12.90% | 246.68% | 21.06% | 2.69% | 18.37% |
| WOR | 2011-03-31 | 2011-04-01 | 2011-05-02 | 1 | 12.98 | 12.98 | 0.00% | market | 29.63% | 220.00% | -0.72% | 2.11% | -2.82% |
| MOV | 2011-04-07 | 2011-04-08 | 2011-05-09 | 1 | 16.89 | 16.89 | 0.00% | market | 649.63% | 480.00% | -4.84% | 0.60% | -5.44% |
| RPM | 2011-04-07 | 2011-04-08 | 2011-05-09 | 1 | 25.32 | 25.32 | 0.00% | market | 116.94% | 10643.80% | -8.99% | 0.60% | -9.59% |
| STZ | 2011-04-07 | 2011-04-08 | 2011-05-09 | 1 | 21.88 | 21.88 | 0.00% | market | 29.63% | 485.65% | 1.96% | 0.60% | 1.35% |
| JPM | 2011-04-13 | 2011-04-14 | 2011-05-13 | 1 | 45.68 | 45.68 | 0.00% | market | 18.97% | 70.35% | -5.64% | 2.56% | -8.19% |
| OZK | 2011-04-13 | 2011-04-14 | 2011-05-13 | 1 | 10.92 | 10.92 | 0.00% | market | 23.53% | 299.28% | 10.16% | 2.56% | 7.60% |
| MMSI | 2011-04-14 | 2011-04-15 | 2011-05-16 | 1 | 17.26 | 17.26 | 0.00% | market | 29.41% | 63.07% | 9.43% | 1.05% | 8.38% |
| WBS | 2011-04-15 | 2011-04-18 | 2011-05-17 | 3 | 21.61 | 21.61 | 0.00% | market | 24.14% | 180.86% | -3.52% | 1.98% | -5.50% |
| BOH | 2011-04-18 | 2011-04-19 | 2011-05-18 | 1 | 47.71 | 47.71 | 0.00% | market | 22.22% | 34.09% | 0.99% | 2.75% | -1.76% |
| CR | 2011-04-18 | 2011-04-19 | 2011-05-18 | 1 | 50.95 | 50.95 | 0.00% | market | 16.92% | 77.63% | -6.48% | 2.75% | -9.23% |
| GWW | 2011-04-18 | 2011-04-19 | 2011-05-18 | 1 | 145.86 | 145.86 | 0.00% | market | 21.11% | 103.56% | 3.93% | 2.75% | 1.18% |
| ICUI | 2011-04-18 | 2011-04-19 | 2011-05-18 | 1 | 44.57 | 44.57 | 0.00% | market | 21.28% | 280.12% | -4.86% | 2.75% | -7.61% |
| KEY | 2011-04-18 | 2011-04-19 | 2011-05-18 | 1 | 8.63 | 8.63 | 0.00% | market | 26.67% | 118.12% | -0.91% | 2.75% | -3.66% |
| MOH | 2011-04-18 | 2011-04-19 | 2011-05-18 | 1 | 27.63 | 27.63 | 0.00% | market | 19.35% | 556.76% | -2.39% | 2.75% | -5.15% |
| MTB | 2011-04-18 | 2011-04-19 | 2011-05-18 | 1 | 87.61 | 87.61 | 0.00% | market | 12.77% | 107.50% | 1.92% | 2.75% | -0.83% |
| PNFP | 2011-04-18 | 2011-04-19 | 2011-05-18 | 1 | 15.90 | 15.90 | 0.00% | market | 71.43% | 1910.62% | -2.55% | 2.75% | -5.31% |
| STLD | 2011-04-18 | 2011-04-19 | 2011-05-18 | 1 | 18.18 | 18.18 | 0.00% | market | 12.20% | 71.75% | -5.00% | 2.75% | -7.75% |
| ZION | 2011-04-18 | 2011-04-19 | 2011-05-18 | 1 | 24.54 | 24.54 | 0.00% | market | 144.44% | 1215.88% | -3.20% | 2.75% | -5.95% |
| CCK | 2011-04-19 | 2011-04-20 | 2011-05-19 | 1 | 39.29 | 39.29 | 0.00% | market | 14.29% | 118.81% | 4.74% | 1.35% | 3.38% |
| ELS | 2011-04-19 | 2011-04-20 | 2011-05-19 | 1 | 14.49 | 14.49 | 0.00% | market | 115.38% | 28.57% | 1.69% | 1.35% | 0.34% |
| GS | 2011-04-19 | 2011-04-20 | 2011-05-19 | 1 | 153.17 | 153.17 | 0.00% | market | 90.24% | 99.10% | -9.13% | 1.35% | -10.48% |
| INTC | 2011-04-19 | 2011-04-20 | 2011-05-19 | 1 | 21.21 | 21.21 | 0.00% | market | 21.74% | 104.64% | 10.89% | 1.35% | 9.53% |
| OMC | 2011-04-19 | 2011-04-20 | 2011-05-19 | 1 | 47.59 | 47.59 | 0.00% | market | 16.95% | 56.02% | 0.80% | 1.35% | -0.55% |
| RF | 2011-04-19 | 2011-04-20 | 2011-05-19 | 1 | 7.26 | 7.26 | 0.00% | market | 110.00% | 3585.50% | -2.30% | 1.35% | -3.66% |
| RNST | 2011-04-19 | 2011-04-20 | 2011-05-19 | 1 | 16.25 | 16.25 | 0.00% | market | 66.67% | 120.00% | -8.04% | 1.35% | -9.39% |
| WYNN | 2011-04-19 | 2011-04-20 | 2011-05-19 | 1 | 143.76 | 143.76 | 0.00% | market | 89.04% | 14.99% | 2.16% | 1.35% | 0.81% |
| AAPL | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 12.68 | 12.68 | 0.00% | market | 21.05% | 347.83% | -5.70% | -0.13% | -5.56% |
| ALGN | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 24.00 | 24.00 | 0.00% | market | 23.53% | 302.48% | -0.23% | -0.13% | -0.09% |
| BSX | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 7.29 | 7.29 | 0.00% | market | 250.00% | 154.24% | -6.82% | -0.13% | -6.69% |
| CATY | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 17.20 | 17.20 | 0.00% | market | 27.78% | 239.13% | -9.05% | -0.13% | -8.92% |
| CVBF | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 9.43 | 9.43 | 0.00% | market | 33.33% | 75.00% | -3.39% | -0.13% | -3.25% |
| EW | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 14.58 | 14.58 | 0.00% | market | 28.57% | 353.02% | 0.96% | -0.13% | 1.10% |
| HBAN | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 6.48 | 6.48 | 0.00% | market | 16.67% | 126.28% | -1.80% | -0.13% | -1.66% |
| HNI | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 29.95 | 29.95 | 0.00% | market | 60.00% | 300.00% | -18.90% | -0.13% | -18.76% |
| NEU | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 162.00 | 162.00 | 0.00% | market | 21.72% | 72.80% | 6.60% | -0.13% | 6.73% |
| PII | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 54.51 | 54.51 | 0.00% | market | 91.43% | 35.94% | -4.94% | -0.13% | -4.81% |
| PLD | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 35.77 | 35.77 | 0.00% | market | 400.00% | 13.29% | -1.39% | -0.13% | -1.25% |
| WTFC | 2011-04-20 | 2011-04-21 | 2011-05-20 | 1 | 34.79 | 34.79 | 0.00% | market | 28.57% | 222.22% | -5.39% | -0.13% | -5.25% |
| AIT | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 34.46 | 34.46 | 0.00% | market | 19.61% | 63.93% | -0.36% | -1.21% | 0.85% |
| ASB | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 14.70 | 14.70 | 0.00% | market | 12.50% | 462.26% | -4.32% | -1.21% | -3.11% |
| BFH | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 72.03 | 72.03 | 0.00% | market | 20.83% | 59.38% | -1.79% | -1.21% | -0.58% |
| COF | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 53.40 | 53.40 | 0.00% | market | 42.58% | 22.94% | 1.19% | -1.21% | 2.40% |
| ENTG | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 8.85 | 8.85 | 0.00% | market | 15.00% | 103.83% | -3.38% | -1.21% | -2.16% |
| FHN | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 10.23 | 10.23 | 0.00% | market | 290.93% | 129.05% | 0.29% | -1.21% | 1.50% |
| HOMB | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 5.69 | 5.69 | 0.00% | market | 22.22% | 263.64% | 0.95% | -1.21% | 2.17% |
| MAN | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 67.49 | 67.49 | 0.00% | market | 34.37% | 216.02% | -11.01% | -1.21% | -9.79% |
| MS | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 26.29 | 26.29 | 0.00% | market | 47.06% | 132.66% | -9.99% | -1.21% | -8.78% |
| NUE | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 45.37 | 45.37 | 0.00% | market | 38.89% | 514.72% | -8.52% | -1.21% | -7.31% |
| PNC | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 61.59 | 61.59 | 0.00% | market | 15.44% | 66.17% | -0.91% | -1.21% | 0.30% |
| POOL | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 29.00 | 29.00 | 0.00% | market | 83.67% | 5000.46% | 0.00% | -1.21% | 1.22% |
| RMBS | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 20.05 | 20.05 | 0.00% | market | 33.33% | 650.00% | -30.62% | -1.21% | -29.41% |
| SHW | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 27.85 | 27.85 | 0.00% | market | 23.53% | 480.66% | 2.02% | -1.21% | 3.23% |
| SYNA | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 27.60 | 27.60 | 0.00% | market | 14.58% | 32.00% | 2.73% | -1.21% | 3.94% |
| TRV | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 61.32 | 61.32 | 0.00% | market | 25.17% | 44.13% | 0.10% | -1.21% | 1.31% |
| UNH | 2011-04-21 | 2011-04-25 | 2011-05-23 | 4 | 47.14 | 47.14 | 0.00% | market | 37.08% | 194.80% | 4.19% | -1.21% | 5.40% |
| ACGL | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 11.44 | 11.44 | 0.00% | market | 122.22% | 9905.35% | -2.02% | -1.57% | -0.46% |
| BLDR | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 2.62 | 2.62 | 0.00% | market | 23.53% | 272.32% | -20.33% | -1.57% | -18.76% |
| BPOP | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 32.40 | 32.40 | 0.00% | market | 200.03% | 1352.71% | -13.53% | -1.57% | -11.96% |
| HOPE | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 9.50 | 9.50 | 0.00% | market | 66.67% | 140.00% | -11.89% | -1.57% | -10.32% |
| HXL | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 21.36 | 21.36 | 0.00% | market | 25.00% | 211.46% | -4.08% | -1.57% | -2.51% |
| SBCF | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 9.15 | 9.15 | 0.00% | market | 82.14% | 900.00% | -0.65% | -1.57% | 0.92% |
| WAL | 2011-04-25 | 2011-04-26 | 2011-05-24 | 1 | 7.90 | 7.90 | 0.00% | market | 340.53% | 3133.33% | -7.69% | -1.57% | -6.13% |
| ABCB | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 9.88 | 9.88 | 0.00% | market | 366.20% | 3550.00% | -11.94% | -1.97% | -9.97% |
| AUB | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 12.56 | 12.56 | 0.00% | market | 22.22% | 231.82% | -0.82% | -1.97% | 1.15% |
| BUSE | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 15.75 | 15.75 | 0.00% | market | 68.75% | 118.52% | -3.72% | -1.97% | -1.75% |
| CE | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 49.50 | 49.50 | 0.00% | market | 17.07% | 149.31% | -0.52% | -1.97% | 1.45% |
| CMI | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 117.40 | 117.40 | 0.00% | market | 21.53% | 103.69% | -10.57% | -1.97% | -8.60% |
| CNC | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 8.65 | 8.65 | 0.00% | market | 20.00% | 1026.99% | -1.52% | -1.97% | 0.45% |
| COHR | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 29.52 | 29.52 | 0.00% | market | 33.33% | 650.00% | -5.32% | -1.97% | -3.35% |
| CRS | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 49.39 | 49.39 | 0.00% | market | 47.22% | 67.92% | 3.14% | -1.97% | 5.11% |
| CSL | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 47.81 | 47.81 | 0.00% | market | 17.78% | 107.55% | -0.33% | -1.97% | 1.64% |
| ILMN | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 70.74 | 70.74 | 0.00% | market | 12.90% | 271.57% | -0.86% | -1.97% | 1.11% |
| KWR | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 44.00 | 44.00 | 0.00% | market | 33.82% | 23.08% | -5.62% | -1.97% | -3.65% |
| LECO | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 38.98 | 38.98 | 0.00% | market | 13.64% | 100.65% | -7.05% | -1.97% | -5.08% |
| MLI | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 4.87 | 4.87 | 0.00% | market | 95.65% | 162.22% | -9.55% | -1.97% | -7.58% |
| MRCY | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 20.30 | 20.30 | 0.00% | market | 33.33% | 55.00% | -9.66% | -1.97% | -7.69% |
| R | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 52.75 | 52.75 | 0.00% | market | 15.91% | 95.29% | 2.63% | -1.97% | 4.60% |
| SKT | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 26.64 | 26.64 | 0.00% | market | 135.71% | 59.65% | 0.43% | -1.97% | 2.40% |
| UHS | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 54.43 | 54.43 | 0.00% | market | 22.34% | 127.49% | -1.07% | -1.97% | 0.90% |
| UMBF | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 41.35 | 41.35 | 0.00% | market | 12.07% | 238.32% | 1.01% | -1.97% | 2.98% |
| VLY | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 12.72 | 12.72 | 0.00% | market | 16.67% | 14.29% | -0.41% | -1.97% | 1.56% |
| WSBC | 2011-04-26 | 2011-04-27 | 2011-05-25 | 1 | 19.82 | 19.82 | 0.00% | market | 14.71% | 58.97% | -3.28% | -1.97% | -1.31% |
| ACCO | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 9.87 | 9.87 | 0.00% | market | 20.00% | 250.00% | -19.35% | -1.79% | -17.56% |
| AIZ | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 38.72 | 38.72 | 0.00% | market | 12.30% | 55.57% | -4.36% | -1.79% | -2.57% |
| ALL | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 33.25 | 33.25 | 0.00% | market | 36.76% | 144.32% | -6.42% | -1.79% | -4.62% |
| BANR | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 17.78 | 17.78 | 0.00% | market | 41.12% | 190.48% | 5.41% | -1.79% | 7.21% |
| CCI | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 44.17 | 44.17 | 0.00% | market | 50.00% | 237.38% | -6.28% | -1.79% | -4.49% |
| CDNS | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 10.26 | 10.26 | 0.00% | market | 12.50% | 445.83% | 3.60% | -1.79% | 5.40% |
| CSGP | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 6.10 | 6.10 | 0.00% | market | 27.23% | 1119.45% | 2.85% | -1.79% | 4.65% |
| DAN | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 18.57 | 18.57 | 0.00% | market | 25.93% | 38.00% | -5.59% | -1.79% | -3.80% |
| EDU | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 31.99 | 31.99 | 0.00% | market | 25.00% | 746.49% | -10.29% | -1.79% | -8.50% |
| ELV | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 74.75 | 74.75 | 0.00% | market | 25.67% | 148.53% | 3.47% | -1.79% | 5.27% |
| EQIX | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 100.00 | 100.00 | 0.00% | market | 78.57% | 187.41% | -0.40% | -1.79% | 1.39% |
| EXR | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 21.66 | 21.66 | 0.00% | market | 257.14% | 176.00% | -1.85% | -1.79% | -0.06% |
| FTNT | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 4.49 | 4.49 | 0.00% | market | 24.53% | 286.22% | 5.25% | -1.79% | 7.04% |
| GGG | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 15.82 | 15.82 | 0.00% | market | 33.33% | 147.00% | 3.82% | -1.79% | 5.61% |
| KAI | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 32.61 | 32.61 | 0.00% | market | 27.03% | 80.85% | -10.56% | -1.79% | -8.76% |
| LAD | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 16.90 | 16.90 | 0.00% | market | 70.00% | 535.83% | 3.69% | -1.79% | 5.48% |
| LNC | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 31.04 | 31.04 | 0.00% | market | 17.39% | 101.36% | -7.45% | -1.79% | -5.65% |
| MCO | 2011-04-27 | 2011-04-28 | 2011-05-26 | 1 | 38.37 | 38.37 | 0.00% | market | 24.07% | 188.04% | 1.26% | -1.79% | 3.05% |
| CAT | 2011-04-29 | 2011-05-02 | 2011-05-31 | 3 | 116.24 | 116.24 | 0.00% | market | 40.46% | 53.63% | -9.08% | -1.58% | -7.50% |
| ABR | 2011-05-06 | 2011-05-09 | 2011-06-07 | 3 | 5.15 | 5.15 | 0.00% | market | 106.12% | 633.33% | -3.01% | -3.90% | 0.88% |
| AVA | 2011-05-06 | 2011-05-09 | 2011-06-07 | 3 | 24.40 | 24.40 | 0.00% | market | 14.06% | 14.38% | -0.92% | -3.90% | 2.98% |
| FBP | 2011-05-06 | 2011-05-09 | 2011-06-07 | 3 | 4.73 | 4.73 | 0.00% | market | 22.07% | 110.48% | 0.96% | -3.90% | 4.85% |
| PAM | 2011-05-12 | 2011-05-13 | 2011-06-13 | 1 | 15.03 | 15.03 | 0.00% | market | 200.20% | 3919.07% | -0.70% | -5.51% | 4.81% |
| TNK | 2011-05-12 | 2011-05-13 | 2011-06-13 | 1 | 79.52 | 79.52 | 0.00% | market | 45.45% | 263.80% | -13.88% | -5.51% | -8.37% |
| BN | 2011-05-13 | 2011-05-16 | 2011-06-14 | 3 | 6.46 | 6.46 | 0.00% | market | 100.00% | 70.12% | 0.36% | -3.17% | 3.54% |
| NOVT | 2011-05-16 | 2011-05-17 | 2011-06-15 | 1 | 11.99 | 11.99 | 0.00% | market | 137.50% | 73.68% | -0.43% | -4.27% | 3.84% |
| TFII | 2011-05-17 | 2011-05-18 | 2011-06-16 | 1 | 15.93 | 15.93 | 0.00% | market | 33.31% | 316.29% | -9.14% | -4.46% | -4.68% |
| NTES | 2011-05-18 | 2011-05-19 | 2011-06-17 | 1 | 9.17 | 9.17 | 0.00% | market | 21.43% | 1884.14% | -8.06% | -5.75% | -2.31% |
| RYAAY | 2011-05-23 | 2011-05-24 | 2011-06-22 | 1 | 11.84 | 11.84 | 0.00% | market | 24.00% | 663.15% | 3.11% | -2.85% | 5.96% |
| DY | 2011-05-24 | 2011-05-25 | 2011-06-23 | 1 | 17.00 | 17.00 | 0.00% | market | 100.00% | 317.85% | -10.10% | -2.37% | -7.73% |
| TTWO | 2011-05-24 | 2011-05-25 | 2011-06-23 | 1 | 16.13 | 16.13 | 0.00% | market | 53.85% | 125.01% | -5.80% | -2.37% | -3.43% |
| CAL | 2011-05-25 | 2011-05-26 | 2011-06-24 | 1 | 10.62 | 10.62 | 0.00% | market | 23.08% | 119.35% | -3.40% | -3.95% | 0.56% |
| FRO | 2011-05-25 | 2011-05-26 | 2011-06-24 | 1 | 88.20 | 88.20 | 0.00% | market | 50.00% | 215.00% | -15.63% | -3.95% | -11.68% |
| PBA | 2011-05-25 | 2011-05-26 | 2011-06-24 | 1 | 24.55 | 24.55 | 0.00% | market | 38.11% | 127.64% | 1.94% | -3.95% | 5.89% |
| GCO | 2011-05-26 | 2011-05-27 | 2011-06-27 | 1 | 45.98 | 45.98 | 0.00% | market | 39.58% | 202.99% | 13.47% | -4.07% | 17.54% |
| BNS | 2011-05-31 | 2011-06-01 | 2011-06-29 | 1 | 61.37 | 61.37 | 0.00% | market | 26.61% | 32.31% | -2.45% | -2.82% | 0.37% |
| MOV | 2011-06-02 | 2011-06-03 | 2011-07-01 | 1 | 16.22 | 16.22 | 0.00% | market | 166.67% | 1350.00% | 6.62% | 2.90% | 3.72% |
| BAH | 2011-06-07 | 2011-06-08 | 2011-07-07 | 1 | 17.82 | 17.82 | 0.00% | market | 28.57% | 103.21% | 6.80% | 5.13% | 1.68% |
| MOD | 2011-06-07 | 2011-06-08 | 2011-07-07 | 1 | 14.84 | 14.84 | 0.00% | market | 37.50% | 63.64% | 7.72% | 5.13% | 2.59% |
| ULTA | 2011-06-07 | 2011-06-08 | 2011-07-07 | 1 | 56.33 | 56.33 | 0.00% | market | 19.35% | 727.63% | 18.29% | 5.13% | 13.17% |
| UHAL | 2011-06-08 | 2011-06-09 | 2011-07-08 | 1 | 9.32 | 9.32 | 0.00% | market | 208.33% | 1359.62% | 2.83% | 4.37% | -1.54% |
| BF-B | 2011-06-09 | 2011-06-10 | 2011-07-11 | 1 | 19.09 | 19.09 | 0.00% | market | 76.47% | 23.60% | 3.67% | 2.42% | 1.25% |
| CASY | 2011-06-13 | 2011-06-14 | 2011-07-13 | 1 | 41.62 | 41.62 | 0.00% | market | 20.00% | 35.00% | 9.70% | 2.30% | 7.40% |
| KFY | 2011-06-15 | 2011-06-16 | 2011-07-15 | 1 | 22.27 | 22.27 | 0.00% | market | 21.88% | 94.87% | -0.91% | 3.64% | -4.55% |
| CCL | 2011-06-21 | 2011-06-22 | 2011-07-21 | 1 | 37.10 | 37.10 | 0.00% | market | 13.04% | 69.44% | -2.31% | 4.22% | -6.53% |
| LZB | 2011-06-21 | 2011-06-22 | 2011-07-21 | 1 | 11.03 | 11.03 | 0.00% | market | 26.32% | 133.33% | -13.43% | 4.22% | -17.64% |
| BBBY | 2011-06-22 | 2011-06-23 | 2011-07-22 | 1 | 14.12 | 14.12 | 0.00% | market | 14.29% | 41.67% | 8.97% | 5.84% | 3.13% |
| KMX | 2011-06-22 | 2011-06-23 | 2011-07-22 | 1 | 32.39 | 32.39 | 0.00% | market | 17.02% | 170.52% | 0.24% | 5.84% | -5.60% |
| MLKN | 2011-06-22 | 2011-06-23 | 2011-07-22 | 1 | 25.64 | 25.64 | 0.00% | market | 15.38% | 99.04% | 2.55% | 5.84% | -3.28% |
| LEN | 2011-06-23 | 2011-06-24 | 2011-07-25 | 1 | 18.53 | 18.53 | 0.00% | market | 90.01% | 976.60% | -1.34% | 4.33% | -5.68% |
| MEI | 2011-06-30 | 2011-07-01 | 2011-08-01 | 1 | 11.61 | 11.61 | 0.00% | market | 118.18% | 108.33% | -10.18% | -2.51% | -7.67% |
| WOR | 2011-06-30 | 2011-07-01 | 2011-08-01 | 1 | 14.09 | 14.09 | 0.00% | market | 16.36% | 75.00% | -9.47% | -2.51% | -6.96% |
| PSMT | 2011-07-07 | 2011-07-08 | 2011-08-05 | 1 | 59.85 | 59.85 | 0.00% | market | 19.57% | 23.90% | -3.24% | -10.27% | 7.03% |
| COF | 2011-07-13 | 2011-07-14 | 2011-08-11 | 1 | 50.52 | 50.52 | 0.00% | market | 15.20% | 37.92% | -12.73% | -11.23% | -1.50% |
| OZK | 2011-07-13 | 2011-07-14 | 2011-08-11 | 1 | 13.24 | 13.24 | 0.00% | market | 265.00% | 14.86% | -13.24% | -11.23% | -2.01% |
| UFPI | 2011-07-13 | 2011-07-14 | 2011-08-11 | 1 | 8.09 | 8.09 | 0.00% | market | 120.00% | 350.00% | 9.29% | -11.23% | 20.52% |
| JPM | 2011-07-14 | 2011-07-15 | 2011-08-12 | 1 | 40.61 | 40.61 | 0.00% | market | 13.22% | 71.59% | -11.67% | -10.28% | -1.39% |
| WAFD | 2011-07-14 | 2011-07-15 | 2011-08-12 | 1 | 17.04 | 17.04 | 0.00% | market | 12.50% | 111.11% | -12.66% | -10.28% | -2.37% |
| C | 2011-07-15 | 2011-07-18 | 2011-08-15 | 3 | 38.20 | 38.20 | 0.00% | market | 13.54% | 64.90% | -18.24% | -7.98% | -10.26% |
| FHN | 2011-07-15 | 2011-07-18 | 2011-08-15 | 3 | 9.53 | 9.53 | 0.00% | market | 45.45% | 114.74% | -24.86% | -7.98% | -16.88% |
| EDU | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 30.43 | 30.43 | 0.00% | market | 66.67% | 1169.73% | -1.32% | -8.95% | 7.63% |
| ELS | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 16.38 | 16.38 | 0.00% | market | 233.33% | 80.00% | -1.26% | -8.95% | 7.69% |
| ICUI | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 45.35 | 45.35 | 0.00% | market | 19.64% | 223.38% | -13.02% | -8.95% | -4.08% |
| PKG | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 27.68 | 27.68 | 0.00% | market | 14.71% | 401.39% | -13.90% | -8.95% | -4.95% |
| ZION | 2011-07-18 | 2011-07-19 | 2011-08-16 | 1 | 22.56 | 22.56 | 0.00% | market | 1064.48% | 557.94% | -25.28% | -8.95% | -16.33% |
| AAPL | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 14.15 | 14.15 | 0.00% | market | 33.33% | 267.86% | -4.06% | -10.07% | 6.01% |
| KEY | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 8.18 | 8.18 | 0.00% | market | 25.00% | 65.77% | -18.32% | -10.07% | -8.25% |
| MANH | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 9.75 | 9.75 | 0.00% | market | 45.45% | 112.50% | -11.85% | -10.07% | -1.78% |
| PII | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 59.15 | 59.15 | 0.00% | market | 16.95% | 32.00% | -14.10% | -10.07% | -4.03% |
| PNFP | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 15.23 | 15.23 | 0.00% | market | 40.00% | 761.69% | -15.73% | -10.07% | -5.66% |
| UNH | 2011-07-19 | 2011-07-20 | 2011-08-17 | 1 | 51.76 | 51.76 | 0.00% | market | 23.40% | 210.05% | -12.14% | -10.07% | -2.07% |
| BANR | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 18.45 | 18.45 | 0.00% | market | 79.63% | 618.18% | -22.86% | -14.16% | -8.70% |
| BMI | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 19.24 | 19.24 | 0.00% | market | 13.04% | 45.38% | -16.21% | -14.16% | -2.05% |
| BPOP | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 25.70 | 25.70 | 0.00% | market | 45.83% | 107.53% | -19.36% | -14.16% | -5.20% |
| CVBF | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 9.56 | 9.56 | 0.00% | market | 42.86% | 40.00% | -17.88% | -14.16% | -3.72% |
| MCRI | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 10.85 | 10.85 | 0.00% | market | 69.23% | 69.03% | -10.61% | -14.16% | 3.55% |
| MKSI | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 23.54 | 23.54 | 0.00% | market | 15.87% | 48.42% | -6.39% | -14.16% | 7.77% |
| MTB | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 87.76 | 87.76 | 0.00% | market | 56.13% | 36.33% | -18.56% | -14.16% | -4.40% |
| PIPR | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 7.71 | 7.71 | 0.00% | market | 12.24% | 260.00% | -28.89% | -14.16% | -14.73% |
| PNC | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 56.05 | 56.05 | 0.00% | market | 14.38% | 56.22% | -19.81% | -14.16% | -5.65% |
| RHI | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 28.95 | 28.95 | 0.00% | market | 13.64% | 280.57% | -25.97% | -14.16% | -11.81% |
| RJF | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 21.89 | 21.89 | 0.00% | market | 13.64% | 414.36% | -24.08% | -14.16% | -9.92% |
| STX | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 14.60 | 14.60 | 0.00% | market | 12.00% | 251.81% | -27.57% | -14.16% | -13.41% |
| TCBI | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 27.71 | 27.71 | 0.00% | market | 19.44% | 206.98% | -16.63% | -14.16% | -2.47% |
| TXT | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 24.46 | 24.46 | 0.00% | market | 20.83% | 134.52% | -36.85% | -14.16% | -22.69% |
| USB | 2011-07-20 | 2011-07-21 | 2011-08-18 | 1 | 26.36 | 26.36 | 0.00% | market | 13.21% | 66.88% | -20.17% | -14.16% | -6.01% |
| ABCB | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 10.30 | 10.30 | 0.00% | market | 233.33% | 1116.67% | -12.43% | -16.27% | 3.84% |
| ALV | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 49.88 | 49.88 | 0.00% | market | 20.31% | 25.97% | -29.45% | -16.27% | -13.19% |
| ASB | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 13.68 | 13.68 | 0.00% | market | 15.38% | 237.35% | -27.15% | -16.27% | -10.88% |
| AUB | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 12.75 | 12.75 | 0.00% | market | 26.32% | 204.17% | -18.77% | -16.27% | -2.50% |
| BLDR | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 2.44 | 2.44 | 0.00% | market | 27.27% | 380.03% | -29.20% | -16.27% | -12.93% |
| BLX | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 18.45 | 18.45 | 0.00% | market | 75.00% | 17.14% | -12.13% | -16.27% | 4.13% |
| CE | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 58.07 | 58.07 | 0.00% | market | 14.48% | 44.18% | -33.85% | -16.27% | -17.59% |
| FITB | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 12.86 | 12.86 | 0.00% | market | 29.63% | 63.29% | -27.94% | -16.27% | -11.67% |
| HWC | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 31.14 | 31.14 | 0.00% | market | 17.07% | 83.33% | -14.78% | -16.27% | 1.49% |
| LECO | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 38.39 | 38.39 | 0.00% | market | 23.64% | 47.54% | -22.92% | -16.27% | -6.65% |
| MS | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 23.90 | 23.90 | 0.00% | market | 40.63% | 406.14% | -33.15% | -16.27% | -16.89% |
| MSFT | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 26.86 | 26.86 | 0.00% | market | 18.97% | 80.46% | -10.56% | -16.27% | 5.70% |
| MYE | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 12.21 | 12.21 | 0.00% | market | 55.56% | 37.50% | -20.90% | -16.27% | -4.64% |
| NUE | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 40.67 | 40.67 | 0.00% | market | 16.05% | 226.98% | -22.62% | -16.27% | -6.36% |
| PAG | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 23.31 | 23.31 | 0.00% | market | 13.16% | 183.91% | -30.95% | -16.27% | -14.68% |
| RMBS | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 15.15 | 15.15 | 0.00% | market | 28.57% | 320.00% | -30.27% | -16.27% | -14.00% |
| SBSI | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 16.44 | 16.44 | 0.00% | market | 42.11% | 25.93% | -7.83% | -16.27% | 8.44% |
| WAL | 2011-07-21 | 2011-07-22 | 2011-08-19 | 1 | 7.22 | 7.22 | 0.00% | market | 43.88% | 1840.00% | -24.62% | -16.27% | -8.35% |
| IDXX | 2011-07-22 | 2011-07-25 | 2011-08-22 | 3 | 42.95 | 42.95 | 0.00% | market | 16.67% | 225.85% | -15.04% | -15.43% | 0.40% |
| ACGL | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 11.11 | 11.11 | 0.00% | market | 150.00% | 1234.05% | -2.44% | -12.94% | 10.50% |
| FNF | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 9.19 | 9.19 | 0.00% | market | 16.13% | 16.67% | 2.08% | -12.94% | 15.01% |
| HXL | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 25.18 | 25.18 | 0.00% | market | 14.29% | 143.32% | -19.24% | -12.94% | -6.31% |
| NFLX | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 3.65 | 3.65 | 0.00% | market | 12.50% | 68.84% | -14.07% | -12.94% | -1.14% |
| SANM | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 10.69 | 10.69 | 0.00% | market | 20.00% | 40.48% | -29.01% | -12.94% | -16.07% |
| STBA | 2011-07-25 | 2011-07-26 | 2011-08-23 | 1 | 18.58 | 18.58 | 0.00% | market | 71.43% | 35.42% | -11.51% | -12.94% | 1.43% |
| ABG | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 21.15 | 21.15 | 0.00% | market | 18.60% | 277.46% | -16.32% | -10.94% | -5.37% |
| AMZN | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 11.22 | 11.22 | 0.00% | market | 17.30% | 1076.00% | -13.74% | -10.94% | -2.79% |
| CB | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 67.50 | 67.50 | 0.00% | market | 21.08% | 27.19% | -7.37% | -10.94% | 3.57% |
| CBU | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 24.51 | 24.51 | 0.00% | market | 14.29% | 21.43% | -2.63% | -10.94% | 8.31% |
| CMI | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 109.38 | 109.38 | 0.00% | market | 19.90% | 47.91% | -20.94% | -10.94% | -10.00% |
| CNC | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 9.25 | 9.25 | 0.00% | market | 14.29% | 745.24% | -18.19% | -10.94% | -7.24% |
| CVLG | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 3.03 | 3.03 | 0.00% | market | 22.22% | 100.00% | -33.76% | -10.94% | -22.82% |
| FORM | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 9.62 | 9.62 | 0.00% | market | 33.33% | 175.00% | -16.32% | -10.94% | -5.37% |
| GABC | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 11.43 | 11.43 | 0.00% | market | 23.81% | 73.08% | -1.76% | -10.94% | 9.18% |
| GPI | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 49.15 | 49.15 | 0.00% | market | 30.86% | 73.97% | -20.89% | -10.94% | -9.95% |
| KIM | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 19.94 | 19.94 | 0.00% | market | 58.67% | 61.88% | -16.35% | -10.94% | -5.41% |
| LVS | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 48.31 | 48.31 | 0.00% | market | 22.73% | 60.29% | -9.85% | -10.94% | 1.09% |
| TAL | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 2.13 | 2.13 | 0.00% | market | 92.86% | 441.05% | -8.55% | -10.94% | 2.39% |
| TCBK | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 15.07 | 15.07 | 0.00% | market | 30.77% | 276.47% | -10.85% | -10.94% | 0.09% |
| WSBC | 2011-07-26 | 2011-07-27 | 2011-08-24 | 1 | 19.70 | 19.70 | 0.00% | market | 18.42% | 37.78% | -6.45% | -10.94% | 4.50% |
| BA | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 71.00 | 71.00 | 0.00% | market | 28.87% | 155.21% | -14.04% | -10.96% | -3.08% |
| CBZ | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 7.26 | 7.26 | 0.00% | market | 16.67% | 396.43% | -6.85% | -10.96% | 4.12% |
| CPF | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 13.74 | 13.74 | 0.00% | market | 53.85% | 120.00% | -13.56% | -10.96% | -2.60% |
| CSGP | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 5.74 | 5.74 | 0.00% | market | 260.74% | 1973.89% | -17.52% | -10.96% | -6.56% |
| EQIX | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 104.75 | 104.75 | 0.00% | market | 33.33% | 139.51% | -18.90% | -10.96% | -7.93% |
| HURN | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 31.16 | 31.16 | 0.00% | market | 15.79% | 56.82% | -3.82% | -10.96% | 7.14% |
| KALU | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 53.75 | 53.75 | 0.00% | market | 18.87% | 183.60% | -10.85% | -10.96% | 0.11% |
| LAD | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 21.58 | 21.58 | 0.00% | market | 54.29% | 300.34% | -21.88% | -10.96% | -10.91% |
| MCO | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 35.45 | 35.45 | 0.00% | market | 38.60% | 144.29% | -17.56% | -10.96% | -6.60% |
| MKTX | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 24.94 | 24.94 | 0.00% | market | 15.38% | 357.78% | 14.21% | -10.96% | 25.18% |
| RGEN | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 3.68 | 3.68 | 0.00% | market | 82.00% | 11607.78% | -10.43% | -10.96% | 0.54% |
| RGR | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 23.15 | 23.15 | 0.00% | market | 33.33% | 41.07% | 24.78% | -10.96% | 35.75% |
| TNL | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 15.82 | 15.82 | 0.00% | market | 14.29% | 41.38% | -17.99% | -10.96% | -7.02% |
| VTRS | 2011-07-27 | 2011-07-28 | 2011-08-25 | 1 | 22.91 | 22.91 | 0.00% | market | 15.56% | 84.62% | -20.35% | -10.96% | -9.39% |
| BC | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 21.36 | 21.36 | 0.00% | market | 56.25% | 16.00% | -31.23% | -8.49% | -22.75% |
| BDC | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 36.60 | 36.60 | 0.00% | market | 20.00% | 25.93% | -21.52% | -8.49% | -13.03% |
| BSX | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 7.16 | 7.16 | 0.00% | market | 50.00% | 196.61% | -11.13% | -8.49% | -2.65% |
| BWA | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 34.60 | 34.60 | 0.00% | market | 14.29% | 48.21% | -13.11% | -8.49% | -4.62% |
| CDNS | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 10.46 | 10.46 | 0.00% | market | 20.00% | 309.38% | -15.30% | -8.49% | -6.81% |
| COLM | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 30.20 | 30.20 | 0.00% | market | 16.67% | 295.00% | -17.62% | -8.49% | -9.13% |
| CRI | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 33.72 | 33.72 | 0.00% | market | 76.92% | 278.26% | -12.73% | -8.49% | -4.25% |
| CW | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 30.81 | 30.81 | 0.00% | market | 15.25% | 71.26% | -5.88% | -8.49% | 2.61% |
| DHI | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 11.75 | 11.75 | 0.00% | market | 80.00% | 788.89% | -17.72% | -8.49% | -9.23% |
| DTE | 2011-07-28 | 2011-07-29 | 2011-08-26 | 1 | 42.98 | 42.98 | 0.00% | market | 22.64% | 184.74% | -2.36% | -8.49% | 6.13% |
| BANC | 2011-07-29 | 2011-08-01 | 2011-08-29 | 3 | 14.78 | 14.78 | 0.00% | market | 33.33% | 55.15% | -20.67% | -7.25% | -13.42% |
| COLB | 2011-07-29 | 2011-08-01 | 2011-08-29 | 3 | 17.75 | 17.75 | 0.00% | market | 15.79% | 174.24% | -8.16% | -7.25% | -0.91% |
| ACLS | 2011-08-04 | 2011-08-05 | 2011-09-02 | 1 | 6.32 | 6.32 | 0.00% | market | 166.67% | 118.75% | -17.19% | -3.21% | -13.98% |
| DXC | 2011-08-10 | 2011-08-11 | 2011-09-09 | 1 | 14.04 | 14.04 | 0.00% | market | 71.01% | 33.05% | -2.33% | 2.35% | -4.68% |
| BAK | 2011-08-11 | 2011-08-12 | 2011-09-12 | 1 | 20.38 | 20.38 | 0.00% | market | 150.28% | 235.78% | -3.78% | -1.46% | -2.32% |
| MFC | 2011-08-11 | 2011-08-12 | 2011-09-12 | 1 | 13.63 | 13.63 | 0.00% | market | 36.84% | 205.65% | -10.96% | -1.46% | -9.50% |
| NOVT | 2011-08-11 | 2011-08-12 | 2011-09-12 | 1 | 9.75 | 9.75 | 0.00% | market | 42.86% | 10.00% | -14.77% | -1.46% | -13.31% |
| TNK | 2011-08-11 | 2011-08-12 | 2011-09-12 | 1 | 55.12 | 55.12 | 0.00% | market | 12.00% | 419.71% | -16.79% | -1.46% | -15.33% |
| CACI | 2011-08-17 | 2011-08-18 | 2011-09-16 | 1 | 49.56 | 49.56 | 0.00% | market | 23.08% | 83.01% | 5.11% | 4.31% | 0.80% |
| NTES | 2011-08-17 | 2011-08-18 | 2011-09-16 | 1 | 9.25 | 9.25 | 0.00% | market | 12.50% | 1773.91% | -3.13% | 4.31% | -7.44% |
| CRM | 2011-08-18 | 2011-08-19 | 2011-09-19 | 1 | 29.43 | 29.43 | 0.00% | market | 14.29% | 663.70% | 15.50% | 6.51% | 8.99% |
| GME | 2011-08-18 | 2011-08-19 | 2011-09-19 | 1 | 5.27 | 5.27 | 0.00% | market | 20.00% | 33.33% | 14.89% | 6.51% | 8.38% |
| MZTI | 2011-08-18 | 2011-08-19 | 2011-09-19 | 1 | 54.42 | 54.42 | 0.00% | market | 28.92% | 54.07% | 9.95% | 6.51% | 3.44% |
| HEI | 2011-08-24 | 2011-08-25 | 2011-09-23 | 1 | 17.35 | 17.35 | 0.00% | market | 23.08% | 191.87% | -10.99% | -4.37% | -6.62% |
| TOL | 2011-08-24 | 2011-08-25 | 2011-09-23 | 1 | 15.62 | 15.62 | 0.00% | market | 849.85% | 144.35% | -8.04% | -4.37% | -3.67% |
| CWST | 2011-08-29 | 2011-08-30 | 2011-09-28 | 1 | 5.65 | 5.65 | 0.00% | market | 25.00% | 137.11% | -6.12% | -4.71% | -1.41% |
| DBI | 2011-08-30 | 2011-08-31 | 2011-09-29 | 1 | 23.77 | 23.77 | 0.00% | market | 19.35% | 12.29% | -1.49% | -5.23% | 3.75% |
| PVH | 2011-08-30 | 2011-08-31 | 2011-09-29 | 1 | 66.66 | 66.66 | 0.00% | market | 12.63% | 128.58% | -6.78% | -5.23% | -1.54% |
| GCO | 2011-08-31 | 2011-09-01 | 2011-09-30 | 1 | 52.86 | 52.86 | 0.00% | market | 120.00% | 822.73% | -2.62% | -7.47% | 4.86% |
| CIEN | 2011-09-01 | 2011-09-02 | 2011-10-03 | 1 | 14.46 | 14.46 | 0.00% | market | 200.00% | 271.87% | -29.01% | -7.17% | -21.84% |
| MOV | 2011-09-01 | 2011-09-02 | 2011-10-03 | 1 | 14.81 | 14.81 | 0.00% | market | 166.67% | 81.25% | -20.83% | -7.17% | -13.66% |
| SXI | 2011-09-07 | 2011-09-08 | 2011-10-06 | 1 | 30.36 | 30.36 | 0.00% | market | 14.67% | 91.86% | 14.52% | -2.58% | 17.10% |
| ULTA | 2011-09-08 | 2011-09-09 | 2011-10-07 | 1 | 62.13 | 62.13 | 0.00% | market | 18.75% | 705.85% | 5.45% | -1.67% | 7.13% |
| LULU | 2011-09-09 | 2011-09-12 | 2011-10-10 | 3 | 53.24 | 53.24 | 0.00% | market | 18.18% | 170.58% | 0.44% | 4.46% | -4.02% |
| MLKN | 2011-09-21 | 2011-09-22 | 2011-10-20 | 1 | 17.67 | 17.67 | 0.00% | market | 31.25% | 42.17% | 13.99% | 7.43% | 6.57% |
| NKE | 2011-09-22 | 2011-09-23 | 2011-10-21 | 1 | 21.94 | 21.94 | 0.00% | market | 13.33% | 73.53% | 7.42% | 10.58% | -3.16% |
| KBH | 2011-09-23 | 2011-09-26 | 2011-10-24 | 3 | 5.96 | 5.96 | 0.00% | market | 31.58% | 293.40% | 30.44% | 9.49% | 20.94% |
| STZ | 2011-10-06 | 2011-10-07 | 2011-11-04 | 1 | 20.59 | 20.59 | 0.00% | market | 16.67% | 166.21% | -3.26% | 7.09% | -10.35% |
| OZK | 2011-10-12 | 2011-10-13 | 2011-11-10 | 1 | 11.69 | 11.69 | 0.00% | market | 33.33% | 199.46% | 10.76% | 3.57% | 7.20% |
| BANF | 2011-10-13 | 2011-10-14 | 2011-11-11 | 1 | 17.83 | 17.83 | 0.00% | market | 13.89% | 68.29% | 4.39% | 3.90% | 0.49% |
| JPM | 2011-10-13 | 2011-10-14 | 2011-11-11 | 1 | 31.87 | 31.87 | 0.00% | market | 20.88% | 113.71% | 4.32% | 3.90% | 0.43% |
| WGO | 2011-10-13 | 2011-10-14 | 2011-11-11 | 1 | 7.56 | 7.56 | 0.00% | market | 215.79% | 383.33% | -4.99% | 3.90% | -8.89% |
| WBS | 2011-10-14 | 2011-10-17 | 2011-11-14 | 3 | 17.59 | 17.59 | 0.00% | market | 12.50% | 124.69% | 7.46% | 2.84% | 4.62% |
| C | 2011-10-17 | 2011-10-18 | 2011-11-15 | 1 | 28.39 | 28.39 | 0.00% | market | 51.85% | 46.13% | -1.40% | 4.94% | -6.35% |
| ELS | 2011-10-17 | 2011-10-18 | 2011-11-15 | 1 | 15.62 | 15.62 | 0.00% | market | 460.00% | 100.00% | 0.99% | 4.94% | -3.96% |
| ICUI | 2011-10-17 | 2011-10-18 | 2011-11-15 | 1 | 38.50 | 38.50 | 0.00% | market | 12.07% | 233.33% | 11.09% | 4.94% | 6.15% |
| WAL | 2011-10-17 | 2011-10-18 | 2011-11-15 | 1 | 5.53 | 5.53 | 0.00% | market | 28.57% | 977.78% | 14.00% | 4.94% | 9.06% |
| WDFC | 2011-10-17 | 2011-10-18 | 2011-11-15 | 1 | 42.69 | 42.69 | 0.00% | market | 12.96% | 55.74% | -2.02% | 4.94% | -6.97% |
| BAC | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 6.68 | 6.68 | 0.00% | market | 63.16% | 111.40% | -11.78% | 1.39% | -13.17% |
| MANH | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 9.75 | 9.75 | 0.00% | market | 41.67% | 100.00% | 14.52% | 1.39% | 13.13% |
| PH | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 77.28 | 77.28 | 0.00% | market | 13.02% | 16.23% | 7.53% | 1.39% | 6.15% |
| PNFP | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 13.87 | 13.87 | 0.00% | market | 23.53% | 474.46% | 5.74% | 1.39% | 4.35% |
| RBCAA | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 19.99 | 19.99 | 0.00% | market | 52.00% | 189.47% | 2.45% | 1.39% | 1.06% |
| URI | 2011-10-18 | 2011-10-19 | 2011-11-16 | 1 | 22.94 | 22.94 | 0.00% | market | 21.05% | 228.99% | 15.24% | 1.39% | 13.86% |