EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 50y) (max 100 pos) (2)
Run 9a93b983 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
6708
Win rate
53.03%
Avg return
1.23%
Median return
0.71%
Avg abnormal
0.38%
Median abnormal
-0.47%
Best trade
744.34%
Worst trade
-81.63%
Sharpe (per-trade)
0.07
Daily portfolio drawdown
-27.20%
Portfolio (equal_weight)
Total return
82.54%
Max drawdown
-27.20%
Avg trade return
1.23%
Win rate
53.03%
Signals
13386
Configured concurrent
100
Observed concurrent
100
Trades taken
6708
Skipped (no capacity)
6678
Excess vs benchmark
-383.78%
Avg entry slippage
0.00%
Return if filled at market
82.54%
VWAP fills
0
VWAP fallbacks
0
6678 of 13386 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 | -0.18% | -3.44% | 50.00% |
| 2007 | 2 | -9.38% | -9.65% | 0.00% |
| 2008 | 3 | -0.03% | -0.57% | 66.67% |
| 2009 | 3 | 6.13% | 2.45% | 100.00% |
| 2010 | 4 | -0.48% | 0.64% | 50.00% |
| 2011 | 2 | 8.75% | 9.14% | 100.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2015 | 1 | -7.35% | -8.22% | 0.00% |
| 2016 | 277 | 4.26% | 2.62% | 65.70% |
| 2017 | 584 | 0.77% | -0.43% | 52.40% |
| 2018 | 610 | 0.88% | 0.75% | 52.13% |
| 2019 | 599 | 0.04% | -0.70% | 51.42% |
| 2020 | 641 | 1.40% | 1.40% | 51.01% |
| 2021 | 733 | 1.50% | -0.09% | 57.98% |
| 2022 | 728 | 1.34% | 2.22% | 52.61% |
| 2023 | 723 | 1.32% | -0.25% | 51.87% |
| 2024 | 704 | 2.16% | -0.32% | 53.41% |
| 2025 | 701 | -0.33% | -0.62% | 50.07% |
| 2026 | 390 | 2.16% | 1.14% | 50.00% |
Trades (page 1: 500 of 6,708)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Debt / equity | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UL | 2006-11-02 | 2006-11-03 | 2006-12-04 | 1 | 29.57 | 29.57 | 0.00% | market | 131.11% | — | 2.30% | 2.93% | -0.63% |
| BHP | 2006-11-03 | 2006-11-06 | 2006-12-05 | 3 | 36.02 | 36.02 | 0.00% | market | 18.62% | — | -2.65% | 3.61% | -6.26% |
| IHG | 2007-05-09 | 2007-05-10 | 2007-06-08 | 1 | 38.01 | 38.01 | 0.00% | market | 19.05% | — | -12.41% | 0.21% | -12.62% |
| IHG | 2007-11-06 | 2007-11-07 | 2007-12-06 | 1 | 26.55 | 26.55 | 0.00% | market | 13.16% | — | -6.35% | 0.33% | -6.68% |
| SRL | 2008-08-13 | 2008-08-14 | 2008-09-12 | 1 | 115.91 | 115.91 | 0.00% | market | 26.42% | — | -20.66% | -1.37% | -19.29% |
| IHG | 2008-11-11 | 2008-11-12 | 2008-12-11 | 1 | 9.41 | 9.41 | 0.00% | market | 33.33% | — | 15.31% | -0.33% | 15.64% |
| SRL | 2008-11-12 | 2008-11-13 | 2008-12-12 | 1 | 38.82 | 38.82 | 0.00% | market | 47.19% | — | 5.26% | 3.32% | 1.94% |
| CCEP | 2009-04-28 | 2009-04-29 | 2009-05-28 | 1 | 16.32 | 16.32 | 0.00% | market | 300.00% | — | 2.29% | 5.09% | -2.80% |
| IHG | 2009-05-12 | 2009-05-13 | 2009-06-11 | 1 | 12.58 | 12.58 | 0.00% | market | 15.00% | — | 11.98% | 5.66% | 6.32% |
| IHG | 2009-11-10 | 2009-11-11 | 2009-12-10 | 1 | 17.75 | 17.75 | 0.00% | market | 27.50% | — | 4.13% | 0.30% | 3.83% |
| SRL | 2010-03-26 | 2010-03-29 | 2010-04-27 | 3 | 63.50 | 63.50 | 0.00% | market | 1126.67% | — | -6.46% | 1.12% | -7.58% |
| CCEP | 2010-04-27 | 2010-04-28 | 2010-05-26 | 1 | 28.28 | 28.28 | 0.00% | market | 22.73% | — | -11.66% | -9.98% | -1.68% |
| GFI | 2010-11-04 | 2010-11-05 | 2010-12-06 | 1 | 14.48 | 14.48 | 0.00% | market | 85.71% | — | 7.70% | 0.34% | 7.36% |
| SRL | 2010-11-15 | 2010-11-16 | 2010-12-15 | 1 | 33.55 | 33.55 | 0.00% | market | 636.36% | — | 8.51% | 4.03% | 4.48% |
| AU | 2011-08-04 | 2011-08-05 | 2011-09-02 | 1 | 43.11 | 43.11 | 0.00% | market | 103.33% | — | 5.47% | -3.21% | 8.68% |
| HMY | 2011-10-31 | 2011-11-01 | 2011-11-30 | 1 | 12.62 | 12.62 | 0.00% | market | 30.00% | — | 12.02% | 2.43% | 9.60% |
| HMY | 2012-05-09 | 2012-05-10 | 2012-06-08 | 1 | 9.64 | 9.64 | 0.00% | market | 25.00% | — | 6.12% | -2.62% | 8.74% |
| SNN | 2015-02-05 | 2015-02-06 | 2015-03-09 | 1 | 36.41 | 36.41 | 0.00% | market | 27.50% | — | -7.35% | 0.87% | -8.22% |
| HUBG | 2016-02-03 | 2016-02-04 | 2016-03-04 | 1 | 15.93 | 15.93 | 0.00% | market | 125.00% | — | 16.66% | 5.10% | 11.56% |
| PAC | 2016-02-25 | 2016-02-26 | 2016-03-28 | 1 | 80.28 | 80.28 | 0.00% | market | 54.41% | — | 8.25% | 3.39% | 4.85% |
| BBDO | 2016-04-15 | 2016-04-18 | 2016-05-16 | 3 | 6.88 | 6.88 | 0.00% | market | 1446.15% | — | -3.30% | -0.48% | -2.82% |
| HUBG | 2016-04-26 | 2016-04-27 | 2016-05-25 | 1 | 20.20 | 20.20 | 0.00% | market | 45.00% | — | -3.02% | 0.39% | -3.41% |
| TLYS | 2016-05-25 | 2016-05-26 | 2016-06-24 | 1 | 6.32 | 6.32 | 0.00% | market | 14.29% | — | -7.38% | -2.96% | -4.42% |
| HWM | 2016-07-11 | 2016-07-12 | 2016-08-09 | 1 | 23.16 | 23.16 | 0.00% | market | 60.71% | — | -3.09% | 1.70% | -4.79% |
| RMBS | 2016-07-18 | 2016-07-19 | 2016-08-16 | 1 | 12.56 | 12.56 | 0.00% | market | 15.38% | — | 7.78% | 0.94% | 6.84% |
| MTG | 2016-07-19 | 2016-07-20 | 2016-08-17 | 1 | 7.02 | 7.02 | 0.00% | market | 30.00% | — | 10.01% | 1.01% | 9.01% |
| FNF | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 26.29 | 26.29 | 0.00% | market | 12.12% | — | 0.70% | 0.88% | -0.18% |
| QCOM | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 59.80 | 59.80 | 0.00% | market | 19.59% | — | 5.32% | 0.88% | 4.44% |
| UFPI | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 34.62 | 34.62 | 0.00% | market | 12.24% | — | 1.78% | 0.88% | 0.90% |
| AMD | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 5.73 | 5.73 | 0.00% | market | 44.44% | — | 32.88% | 0.98% | 31.90% |
| CAMT | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 2.57 | 2.57 | 0.00% | market | 100.00% | — | -0.88% | 0.98% | -1.86% |
| SIMO | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 53.39 | 53.39 | 0.00% | market | 13.16% | — | 1.32% | 0.98% | 0.34% |
| AXS | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 54.82 | 54.82 | 0.00% | market | 45.71% | — | 1.92% | 0.30% | 1.62% |
| BAX | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 48.01 | 48.01 | 0.00% | market | 17.95% | — | -2.08% | 0.30% | -2.38% |
| BVN | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 12.88 | 12.88 | 0.00% | market | 109.09% | — | 2.00% | 0.30% | 1.69% |
| CINF | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 74.88 | 74.88 | 0.00% | market | 32.56% | — | 1.46% | 0.30% | 1.16% |
| CVLT | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 51.81 | 51.81 | 0.00% | market | 23.53% | — | -0.22% | 0.30% | -0.52% |
| ILMN | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 145.45 | 145.45 | 0.00% | market | 17.81% | — | 13.18% | 0.30% | 12.87% |
| KKR | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 14.50 | 14.50 | 0.00% | market | 360.00% | — | 1.97% | 0.30% | 1.67% |
| ACGL | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 23.84 | 23.84 | 0.00% | market | 15.15% | — | 11.02% | 0.65% | 10.36% |
| AXTI | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 4.00 | 4.00 | 0.00% | market | 219.83% | — | 12.15% | 0.65% | 11.50% |
| CRUS | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 46.33 | 46.33 | 0.00% | market | 57.14% | — | 10.91% | 0.65% | 10.26% |
| CSGP | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 21.10 | 21.10 | 0.00% | market | 12.50% | — | -2.14% | 0.65% | -2.79% |
| DLB | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 45.00 | 45.00 | 0.00% | market | 21.57% | — | 11.14% | 0.65% | 10.49% |
| EVR | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 48.25 | 48.25 | 0.00% | market | 36.84% | — | 5.83% | 0.65% | 5.18% |
| GLW | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 21.49 | 21.49 | 0.00% | market | 15.62% | — | 5.44% | 0.65% | 4.79% |
| GRMN | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 52.00 | 52.00 | 0.00% | market | 29.85% | — | -2.95% | 0.65% | -3.60% |
| HMN | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 35.52 | 35.52 | 0.00% | market | 47.06% | — | 2.01% | 0.65% | 1.36% |
| LMAT | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 16.03 | 16.03 | 0.00% | market | 27.27% | — | 7.57% | 0.65% | 6.92% |
| LOGI | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 19.74 | 19.74 | 0.00% | market | 100.00% | — | 9.07% | 0.65% | 8.42% |
| META | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 127.52 | 127.52 | 0.00% | market | 18.29% | — | -2.95% | 0.65% | -3.60% |
| MUR | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 27.73 | 27.73 | 0.00% | market | 12.20% | — | 4.26% | 0.65% | 3.61% |
| SLAB | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 54.73 | 54.73 | 0.00% | market | 17.19% | — | 4.50% | 0.65% | 3.85% |
| SPSC | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 32.00 | 32.00 | 0.00% | market | 20.00% | — | 3.56% | 0.65% | 2.90% |
| WIX | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 36.50 | 36.50 | 0.00% | market | 30.77% | — | 10.01% | 0.65% | 9.36% |
| ALGN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 85.25 | 85.25 | 0.00% | market | 29.17% | — | 8.60% | 0.38% | 8.22% |
| ALKS | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 49.00 | 49.00 | 0.00% | market | 90.00% | — | -9.28% | 0.38% | -9.67% |
| AMZN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 38.25 | 38.25 | 0.00% | market | 50.00% | — | 0.42% | 0.38% | 0.04% |
| BEN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 34.91 | 34.91 | 0.00% | market | 14.93% | — | 3.48% | 0.38% | 3.10% |
| BIDU | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 161.01 | 161.01 | 0.00% | market | 29.79% | — | 7.64% | 0.38% | 7.26% |
| CENX | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 7.02 | 7.02 | 0.00% | market | 44.44% | — | -8.08% | 0.38% | -8.46% |
| COLM | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 60.47 | 60.47 | 0.00% | market | 33.33% | — | -5.89% | 0.38% | -6.27% |
| CWST | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 9.14 | 9.14 | 0.00% | market | 140.00% | — | 0.67% | 0.38% | 0.28% |
| DGII | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 11.95 | 11.95 | 0.00% | market | 60.00% | — | -2.02% | 0.38% | -2.41% |
| EME | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 56.22 | 56.22 | 0.00% | market | 33.80% | — | 1.31% | 0.38% | 0.92% |
| NTCT | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 27.63 | 27.63 | 0.00% | market | 12.00% | — | 7.65% | 0.38% | 7.26% |
| OSK | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 54.31 | 54.31 | 0.00% | market | 22.83% | — | 0.14% | 0.38% | -0.24% |
| PENN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 15.06 | 15.06 | 0.00% | market | 37.93% | — | -4.42% | 0.38% | -4.80% |
| POWI | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 28.99 | 28.99 | 0.00% | market | 15.38% | — | 1.00% | 0.38% | 0.62% |
| UCTT | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 6.44 | 6.44 | 0.00% | market | 25.00% | — | 13.10% | 0.38% | 12.72% |
| UTHR | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 118.97 | 118.97 | 0.00% | market | 36.34% | — | 2.25% | 0.38% | 1.86% |
| CVX | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 101.33 | 101.33 | 0.00% | market | 54.84% | — | 0.61% | 0.54% | 0.07% |
| SONY | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 6.60 | 6.60 | 0.00% | market | 153.57% | — | -0.55% | 0.54% | -1.09% |
| CGNX | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 25.75 | 25.75 | 0.00% | market | 13.64% | — | -2.86% | 0.62% | -3.48% |
| GKOS | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 36.50 | 36.50 | 0.00% | market | 220.00% | — | -17.91% | 0.62% | -18.53% |
| VECO | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 20.00 | 20.00 | 0.00% | market | 13.64% | — | -0.75% | 0.62% | -1.37% |
| ACLS | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 11.05 | 11.05 | 0.00% | market | 163.16% | — | 6.05% | 0.88% | 5.17% |
| AVD | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 16.05 | 16.05 | 0.00% | market | 22.22% | — | 4.88% | 0.88% | 4.00% |
| COHR | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 21.26 | 21.26 | 0.00% | market | 66.67% | — | -0.43% | 0.88% | -1.31% |
| EA | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 76.66 | 76.66 | 0.00% | market | 393.65% | — | 5.86% | 0.88% | 4.98% |
| ESE | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 43.23 | 43.23 | 0.00% | market | 13.95% | — | 4.27% | 0.88% | 3.39% |
| FANG | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 87.48 | 87.48 | 0.00% | market | 73.33% | — | 8.78% | 0.88% | 7.90% |
| GNW | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 3.43 | 3.43 | 0.00% | market | 19.05% | — | 37.80% | 0.88% | 36.92% |
| H | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 50.14 | 50.14 | 0.00% | market | 36.17% | — | 6.56% | 0.88% | 5.68% |
| IDXX | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 105.00 | 105.00 | 0.00% | market | 19.35% | — | 7.21% | 0.88% | 6.33% |
| MGNI | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 9.50 | 9.50 | 0.00% | market | 70.00% | — | -10.63% | 0.88% | -11.51% |
| MOD | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 10.00 | 10.00 | 0.00% | market | 16.67% | — | 7.00% | 0.88% | 6.12% |
| MRCY | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 25.66 | 25.66 | 0.00% | market | 50.00% | — | -11.71% | 0.88% | -12.60% |
| NMIH | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 6.60 | 6.60 | 0.00% | market | 562.25% | — | 20.20% | 0.88% | 19.32% |
| NOVT | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 15.80 | 15.80 | 0.00% | market | 12.50% | — | 6.80% | 0.88% | 5.92% |
| PAYC | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 48.89 | 48.89 | 0.00% | market | 61.54% | — | 4.91% | 0.88% | 4.03% |
| POWL | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 12.96 | 12.96 | 0.00% | market | 213.33% | — | 2.14% | 0.88% | 1.26% |
| SUPN | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 23.98 | 23.98 | 0.00% | market | 38.46% | — | -10.94% | 0.88% | -11.82% |
| AGO | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 26.76 | 26.76 | 0.00% | market | 90.74% | — | 3.00% | 0.50% | 2.50% |
| DKL | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 26.02 | 26.02 | 0.00% | market | 13.79% | — | 1.86% | 0.50% | 1.36% |
| EXEL | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 10.03 | 10.03 | 0.00% | market | 40.74% | — | 13.06% | 0.50% | 12.56% |
| FSLR | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 49.48 | 49.48 | 0.00% | market | 50.00% | — | -22.41% | 0.50% | -22.91% |
| HUBS | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 54.96 | 54.96 | 0.00% | market | 53.33% | — | 2.03% | 0.50% | 1.53% |
| IAG | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 5.31 | 5.31 | 0.00% | market | 142.72% | — | -29.29% | 0.50% | -29.79% |
| JOE | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 18.53 | 18.53 | 0.00% | market | 100.00% | — | 2.33% | 0.50% | 1.83% |
| KAI | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 55.85 | 55.85 | 0.00% | market | 35.38% | — | -3.43% | 0.50% | -3.93% |
| KLIC | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 11.90 | 11.90 | 0.00% | market | 21.62% | — | 3.77% | 0.50% | 3.27% |
| LIVN | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 60.84 | 60.84 | 0.00% | market | 27.94% | — | -1.14% | 0.50% | -1.63% |
| MC | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 26.00 | 26.00 | 0.00% | market | 20.69% | — | 1.78% | 0.50% | 1.29% |
| NSIT | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 30.75 | 30.75 | 0.00% | market | 29.33% | — | 0.39% | 0.50% | -0.11% |
| NVMI | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 11.18 | 11.18 | 0.00% | market | 54.55% | — | 5.71% | 0.50% | 5.21% |
| QLYS | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 31.32 | 31.32 | 0.00% | market | 17.65% | — | 11.81% | 0.50% | 11.31% |
| ALNY | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 72.12 | 72.12 | 0.00% | market | 16.67% | — | -4.19% | 0.91% | -5.10% |
| AXON | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 29.60 | 29.60 | 0.00% | market | 63.32% | — | -10.34% | 0.91% | -11.24% |
| GDOT | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 23.98 | 23.98 | 0.00% | market | 12.50% | — | -2.48% | 0.91% | -3.38% |
| HL | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 6.37 | 6.37 | 0.00% | market | 40.00% | — | -7.32% | 0.91% | -8.23% |
| LNTH | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 4.20 | 4.20 | 0.00% | market | 300.00% | — | 123.71% | 0.91% | 122.80% |
| MSI | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 70.37 | 70.37 | 0.00% | market | 14.44% | — | 10.67% | 0.91% | 9.77% |
| TEAM | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 30.50 | 30.50 | 0.00% | market | 40.00% | — | -1.41% | 0.91% | -2.32% |
| BATRK | 2016-08-05 | 2016-08-08 | 2016-09-06 | 3 | 15.67 | 15.67 | 0.00% | market | 57.14% | — | 10.43% | 0.29% | 10.14% |
| FNV | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 77.91 | 77.91 | 0.00% | market | 15.79% | — | -2.49% | 0.40% | -2.89% |
| FSM | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 9.49 | 9.49 | 0.00% | market | 130.12% | — | -4.53% | 0.40% | -4.93% |
| GRBK | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 7.69 | 7.69 | 0.00% | market | 175.00% | — | 2.63% | 0.40% | 2.23% |
| TWLO | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 44.32 | 44.32 | 0.00% | market | 46.67% | — | 27.68% | 0.40% | 27.27% |
| WB | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 38.42 | 38.42 | 0.00% | market | 77.78% | — | 27.96% | 0.40% | 27.55% |
| ARWR | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 5.92 | 5.92 | 0.00% | market | 13.51% | — | 29.12% | 0.09% | 29.03% |
| BMA | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 73.73 | 73.73 | 0.00% | market | 26.01% | — | 4.70% | 0.09% | 4.61% |
| FF | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 11.77 | 11.77 | 0.00% | market | 37.50% | — | -3.50% | 0.09% | -3.59% |
| FSK | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 37.92 | 37.92 | 0.00% | market | 125.24% | — | 2.64% | 0.09% | 2.55% |
| ALRM | 2016-08-15 | 2016-08-16 | 2016-09-14 | 1 | 31.35 | 31.35 | 0.00% | market | 36.36% | — | -18.57% | -2.49% | -16.08% |
| DKS | 2016-08-16 | 2016-08-17 | 2016-09-15 | 1 | 58.11 | 58.11 | 0.00% | market | 18.84% | — | 3.77% | -1.25% | 5.02% |
| BBWI | 2016-08-17 | 2016-08-18 | 2016-09-16 | 1 | 62.09 | 62.09 | 0.00% | market | 18.64% | — | -6.54% | -2.28% | -4.27% |
| NTES | 2016-08-17 | 2016-08-18 | 2016-09-16 | 1 | 43.40 | 43.40 | 0.00% | market | 43.14% | — | 9.60% | -2.28% | 11.88% |
| BBY | 2016-08-23 | 2016-08-24 | 2016-09-22 | 1 | 39.20 | 39.20 | 0.00% | market | 32.56% | — | -1.96% | -0.74% | -1.22% |
| TLYS | 2016-08-24 | 2016-08-25 | 2016-09-23 | 1 | 7.90 | 7.90 | 0.00% | market | 273.97% | — | 20.79% | -0.65% | 21.43% |
| BURL | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 81.33 | 81.33 | 0.00% | market | 30.00% | — | 1.68% | -1.69% | 3.37% |
| MESO | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 10.26 | 10.26 | 0.00% | market | 4000.00% | — | -14.14% | -1.69% | -12.45% |
| P | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 13.51 | 13.51 | 0.00% | market | 30.43% | — | -1.21% | -1.69% | 0.48% |
| REX | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 13.42 | 13.42 | 0.00% | market | 70.32% | — | 2.73% | -1.69% | 4.42% |
| DBI | 2016-08-30 | 2016-08-31 | 2016-09-29 | 1 | 23.25 | 23.25 | 0.00% | market | 16.67% | — | -12.83% | -1.35% | -11.48% |
| OOMA | 2016-08-30 | 2016-08-31 | 2016-09-29 | 1 | 8.67 | 8.67 | 0.00% | market | 37.50% | — | 1.51% | -1.35% | 2.86% |
| VEEV | 2016-08-30 | 2016-08-31 | 2016-09-29 | 1 | 40.99 | 40.99 | 0.00% | market | 15.38% | — | 0.92% | -1.35% | 2.27% |
| ASND | 2016-08-31 | 2016-09-01 | 2016-09-30 | 1 | 18.70 | 18.70 | 0.00% | market | 13.04% | — | 7.39% | -0.49% | 7.88% |
| OLLI | 2016-08-31 | 2016-09-01 | 2016-09-30 | 1 | 28.37 | 28.37 | 0.00% | market | 16.67% | — | -7.71% | -0.49% | -7.22% |
| AMBA | 2016-09-01 | 2016-09-02 | 2016-10-03 | 1 | 70.27 | 70.27 | 0.00% | market | 45.95% | — | 5.08% | -1.20% | 6.28% |
| GCO | 2016-09-01 | 2016-09-02 | 2016-10-03 | 1 | 48.04 | 48.04 | 0.00% | market | 30.77% | — | 11.85% | -1.20% | 13.04% |
| AGX | 2016-09-06 | 2016-09-07 | 2016-10-05 | 1 | 50.00 | 50.00 | 0.00% | market | 63.29% | — | 17.42% | -1.47% | 18.89% |
| HQY | 2016-09-06 | 2016-09-07 | 2016-10-05 | 1 | 34.36 | 34.36 | 0.00% | market | 23.08% | — | 10.78% | -1.47% | 12.25% |
| MRVL | 2016-09-06 | 2016-09-07 | 2016-10-05 | 1 | 12.57 | 12.57 | 0.00% | market | 63.64% | — | 4.67% | -1.47% | 6.14% |
| ABM | 2016-09-07 | 2016-09-08 | 2016-10-06 | 1 | 40.00 | 40.00 | 0.00% | market | 35.00% | — | -1.95% | -1.30% | -0.65% |
| GWRE | 2016-09-07 | 2016-09-08 | 2016-10-06 | 1 | 63.17 | 63.17 | 0.00% | market | 21.88% | — | -5.74% | -1.30% | -4.44% |
| BNED | 2016-09-08 | 2016-09-09 | 2016-10-07 | 1 | 1,090.00 | 1,090.00 | 0.00% | market | 12.50% | — | -14.04% | -0.89% | -13.16% |
| BRC | 2016-09-09 | 2016-09-12 | 2016-10-10 | 3 | 34.26 | 34.26 | 0.00% | market | 32.43% | — | 1.51% | 1.78% | -0.27% |
| THO | 2016-09-26 | 2016-09-27 | 2016-10-25 | 1 | 85.86 | 85.86 | 0.00% | market | 18.05% | — | -5.80% | 0.06% | -5.85% |
| EBF | 2016-09-27 | 2016-09-28 | 2016-10-26 | 1 | 17.20 | 17.20 | 0.00% | market | 34.62% | — | -12.02% | -0.97% | -11.05% |
| NKE | 2016-09-27 | 2016-09-28 | 2016-10-26 | 1 | 54.60 | 54.60 | 0.00% | market | 30.36% | — | -4.92% | -0.97% | -3.95% |
| IDT | 2016-09-28 | 2016-09-29 | 2016-10-27 | 1 | 16.50 | 16.50 | 0.00% | market | 72.41% | — | 12.51% | -1.49% | 14.00% |
| MG | 2016-10-06 | 2016-10-07 | 2016-11-04 | 1 | 21.75 | 21.75 | 0.00% | market | 15.00% | — | -5.16% | -3.49% | -1.66% |
| LNN | 2016-10-13 | 2016-10-14 | 2016-11-11 | 1 | 78.28 | 78.28 | 0.00% | market | 78.05% | — | 0.21% | 1.06% | -0.85% |
| ISRG | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 78.44 | 78.44 | 0.00% | market | 21.05% | — | -8.97% | 1.80% | -10.77% |
| MTG | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 8.42 | 8.42 | 0.00% | market | 47.06% | — | 7.38% | 1.80% | 5.58% |
| NIC | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 38.99 | 38.99 | 0.00% | market | 23.21% | — | 10.75% | 1.80% | 8.95% |
| RF | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 10.33 | 10.33 | 0.00% | market | 14.29% | — | 24.68% | 1.80% | 22.88% |
| EXPO | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 26.00 | 26.00 | 0.00% | market | 23.53% | — | 16.82% | 2.39% | 14.43% |
| FTI | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 26.44 | 26.44 | 0.00% | market | 52.17% | — | 8.03% | 2.39% | 5.64% |
| CLS | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 11.00 | 11.00 | 0.00% | market | 43.33% | — | 12.17% | 2.16% | 10.01% |
| IMAX | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 31.32 | 31.32 | 0.00% | market | 33.33% | — | 10.05% | 2.16% | 7.89% |
| NBHC | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 24.95 | 24.95 | 0.00% | market | 42.86% | — | 10.52% | 2.16% | 8.36% |
| STC | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 45.07 | 45.07 | 0.00% | market | 17.31% | — | 3.29% | 2.16% | 1.13% |
| AGNC | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 20.13 | 20.13 | 0.00% | market | 16.36% | — | -4.82% | 2.75% | -7.57% |
| KN | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 15.01 | 15.01 | 0.00% | market | 27.59% | — | 9.56% | 2.75% | 6.81% |
| WFG | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 31.77 | 31.77 | 0.00% | market | 42.16% | — | 14.60% | 2.75% | 11.85% |
| ZION | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 32.65 | 32.65 | 0.00% | market | 14.00% | — | 18.31% | 2.75% | 15.56% |
| BAX | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 49.13 | 49.13 | 0.00% | market | 27.27% | — | -5.33% | 3.51% | -8.84% |
| BKR | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 37.98 | 37.98 | 0.00% | market | 65.91% | — | 14.17% | 3.51% | 10.66% |
| COHR | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 26.40 | 26.40 | 0.00% | market | 52.17% | — | 18.27% | 3.51% | 14.76% |
| CVLT | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 55.16 | 55.16 | 0.00% | market | 25.00% | — | 0.70% | 3.51% | -2.82% |
| LOGI | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 24.71 | 24.71 | 0.00% | market | 40.00% | — | -1.35% | 3.51% | -4.87% |
| MCRI | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 25.20 | 25.20 | 0.00% | market | 12.50% | — | 2.68% | 3.51% | -0.84% |
| NTB | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 25.48 | 25.48 | 0.00% | market | 22.45% | — | 14.42% | 3.51% | 10.91% |
| RNG | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 22.05 | 22.05 | 0.00% | market | 159.97% | — | 3.53% | 3.51% | 0.02% |
| USNA | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 65.23 | 65.23 | 0.00% | market | 12.15% | — | -3.66% | 3.51% | -7.18% |
| VLO | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 58.72 | 58.72 | 0.00% | market | 33.33% | — | 10.12% | 3.51% | 6.61% |
| AEM | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 48.88 | 48.88 | 0.00% | market | 38.89% | — | -16.47% | 3.23% | -19.70% |
| AIT | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 48.35 | 48.35 | 0.00% | market | 14.75% | — | 24.51% | 3.23% | 21.28% |
| AORT | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 17.35 | 17.35 | 0.00% | market | 160.00% | — | 15.75% | 3.23% | 12.52% |
| AXS | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 57.46 | 57.46 | 0.00% | market | 69.52% | — | 6.91% | 3.23% | 3.68% |
| AXTI | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 5.38 | 5.38 | 0.00% | market | 86.67% | — | -5.30% | 3.23% | -8.54% |
| BEN | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 35.22 | 35.22 | 0.00% | market | 18.84% | — | 11.54% | 3.23% | 8.31% |
| CAKE | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 54.00 | 54.00 | 0.00% | market | 14.75% | — | 10.77% | 3.23% | 7.54% |
| DLB | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 52.64 | 52.64 | 0.00% | market | 15.00% | — | -10.64% | 3.23% | -13.88% |
| EVR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 55.40 | 55.40 | 0.00% | market | 24.49% | — | 21.20% | 3.23% | 17.97% |
| GRMN | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 50.20 | 50.20 | 0.00% | market | 38.89% | — | 5.06% | 3.23% | 1.83% |
| LMAT | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 20.30 | 20.30 | 0.00% | market | 13.33% | — | 18.57% | 3.23% | 15.34% |
| LOB | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 14.50 | 14.50 | 0.00% | market | 25.00% | — | 23.69% | 3.23% | 20.46% |
| MC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 27.40 | 27.40 | 0.00% | market | 29.41% | — | 8.48% | 3.23% | 5.24% |
| RES | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 17.98 | 17.98 | 0.00% | market | 14.29% | — | 1.57% | 3.23% | -1.67% |
| SLAB | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 63.00 | 63.00 | 0.00% | market | 20.31% | — | 7.12% | 3.23% | 3.89% |
| STRA | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 55.09 | 55.09 | 0.00% | market | 13.64% | — | 35.24% | 3.23% | 32.01% |
| SU | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 30.20 | 30.20 | 0.00% | market | 300.00% | — | 3.15% | 3.23% | -0.09% |
| TER | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 23.33 | 23.33 | 0.00% | market | 17.86% | — | 7.74% | 3.23% | 4.51% |
| UCTT | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 8.60 | 8.60 | 0.00% | market | 41.67% | — | 18.74% | 3.23% | 15.50% |
| VLRS | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 19.22 | 19.22 | 0.00% | market | 37.84% | — | -20.91% | 3.23% | -24.15% |
| ALV | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 68.86 | 68.86 | 0.00% | market | 17.39% | — | 7.57% | 3.44% | 4.12% |
| ATRC | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 18.75 | 18.75 | 0.00% | market | 25.00% | — | 0.41% | 3.44% | -3.04% |
| BIDU | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 180.74 | 180.74 | 0.00% | market | 71.26% | — | -7.70% | 3.44% | -11.15% |
| BMRN | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 79.73 | 79.73 | 0.00% | market | 33.33% | — | 10.72% | 3.44% | 7.28% |
| BMY | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 52.11 | 52.11 | 0.00% | market | 18.46% | — | 8.34% | 3.44% | 4.90% |
| COHU | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 11.36 | 11.36 | 0.00% | market | 16.67% | — | 12.14% | 3.44% | 8.69% |
| CRUS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 56.87 | 56.87 | 0.00% | market | 28.57% | — | 1.10% | 3.44% | -2.35% |
| CYTK | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 9.75 | 9.75 | 0.00% | market | 355.17% | — | 26.57% | 3.44% | 23.12% |
| DGII | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 10.00 | 10.00 | 0.00% | market | 27.27% | — | 39.90% | 3.44% | 36.46% |
| EGO | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 16.65 | 16.65 | 0.00% | market | 733.33% | — | -16.62% | 3.44% | -20.06% |
| ENOV | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 55.49 | 55.49 | 0.00% | market | 12.50% | — | 13.80% | 3.44% | 10.35% |
| EQT | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 36.89 | 36.89 | 0.00% | market | 40.91% | — | 3.51% | 3.44% | 0.06% |
| FTNT | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 6.15 | 6.15 | 0.00% | market | 17.16% | — | -1.73% | 3.44% | -5.17% |
| HCA | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 79.33 | 79.33 | 0.00% | market | 13.38% | — | -11.31% | 3.44% | -14.75% |
| MSTR | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 19.00 | 19.00 | 0.00% | market | 35.29% | — | 2.53% | 3.44% | -0.91% |
| MTRN | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 30.25 | 30.25 | 0.00% | market | 27.78% | — | 27.34% | 3.44% | 23.89% |
| OIS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 32.40 | 32.40 | 0.00% | market | 17.39% | — | -0.25% | 3.44% | -3.70% |
| ONTO | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 21.96 | 21.96 | 0.00% | market | 17.86% | — | 11.79% | 3.44% | 8.35% |
| PENN | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 12.94 | 12.94 | 0.00% | market | 82.14% | — | 6.24% | 3.44% | 2.79% |
| POWI | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 32.30 | 32.30 | 0.00% | market | 16.13% | — | 5.69% | 3.44% | 2.25% |
| PRLB | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 46.45 | 46.45 | 0.00% | market | 15.91% | — | 17.55% | 3.44% | 14.11% |
| SIMO | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 44.91 | 44.91 | 0.00% | market | 13.83% | — | 1.90% | 3.44% | -1.54% |
| SMCI | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 2.36 | 2.36 | 0.00% | market | 67.13% | — | 11.76% | 3.44% | 8.32% |
| SRPT | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 40.19 | 40.19 | 0.00% | market | 12.59% | — | -9.83% | 3.44% | -13.27% |
| SSD | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 42.11 | 42.11 | 0.00% | market | 14.81% | — | 12.56% | 3.44% | 9.11% |
| TAL | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 13.68 | 13.68 | 0.00% | market | 33.33% | — | -6.53% | 3.44% | -9.98% |
| TEAM | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 28.02 | 28.02 | 0.00% | market | 42.86% | — | -2.96% | 3.44% | -6.40% |
| UFI | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 30.55 | 30.55 | 0.00% | market | 54.55% | — | 3.76% | 3.44% | 0.32% |
| CTS | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 17.70 | 17.70 | 0.00% | market | 86.67% | — | 25.32% | 3.75% | 21.58% |
| CVX | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 103.82 | 103.82 | 0.00% | market | 32.43% | — | 5.22% | 3.75% | 1.47% |
| PSX | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 80.20 | 80.20 | 0.00% | market | 19.32% | — | 2.63% | 3.75% | -1.12% |
| SNY | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 39.01 | 39.01 | 0.00% | market | 16.28% | — | 3.57% | 3.75% | -0.18% |
| WT | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 9.04 | 9.04 | 0.00% | market | 20.00% | — | 19.70% | 3.75% | 15.95% |
| CGNX | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 27.58 | 27.58 | 0.00% | market | 21.74% | — | 8.17% | 3.50% | 4.67% |
| CNA | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 36.93 | 36.93 | 0.00% | market | 40.24% | — | 3.53% | 3.50% | 0.03% |
| HMN | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 35.60 | 35.60 | 0.00% | market | 13.73% | — | 12.68% | 3.50% | 9.18% |
| MCY | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 54.92 | 54.92 | 0.00% | market | 26.42% | — | 6.24% | 3.50% | 2.74% |
| TIMB | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 14.29 | 14.29 | 0.00% | market | 57.14% | — | -15.01% | 3.50% | -18.50% |
| ADM | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 46.75 | 46.75 | 0.00% | market | 25.53% | — | -5.32% | 4.23% | -9.55% |
| AMRC | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 5.40 | 5.40 | 0.00% | market | 33.33% | — | 11.01% | 4.23% | 6.78% |
| BIO | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 156.88 | 156.88 | 0.00% | market | 21.57% | — | 11.18% | 4.23% | 6.94% |
| CALX | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 6.70 | 6.70 | 0.00% | market | 20.00% | — | 9.60% | 4.23% | 5.37% |
| EA | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 78.83 | 78.83 | 0.00% | market | 30.23% | — | -4.22% | 4.23% | -8.46% |
| FRPT | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 8.65 | 8.65 | 0.00% | market | 385.44% | — | 3.37% | 4.23% | -0.87% |
| GHM | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 18.11 | 18.11 | 0.00% | market | 75.00% | — | 22.54% | 4.23% | 18.30% |
| KAI | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 51.40 | 51.40 | 0.00% | market | 24.62% | — | 22.47% | 4.23% | 18.23% |
| LNTH | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 9.55 | 9.55 | 0.00% | market | 114.29% | — | -3.76% | 4.23% | -8.00% |
| MOS | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 24.53 | 24.53 | 0.00% | market | 200.00% | — | 18.49% | 4.23% | 14.25% |
| NMIH | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 8.20 | 8.20 | 0.00% | market | 42.86% | — | 6.61% | 4.23% | 2.37% |
| OSK | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 54.28 | 54.28 | 0.00% | market | 25.00% | — | 29.40% | 4.23% | 25.16% |
| PAYC | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 42.48 | 42.48 | 0.00% | market | 36.36% | — | 0.21% | 4.23% | -4.03% |
| VECO | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 23.50 | 23.50 | 0.00% | market | 72.22% | — | 10.54% | 4.23% | 6.30% |
| VTOL | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 22.74 | 22.74 | 0.00% | market | 94.74% | — | 56.10% | 4.23% | 51.87% |
| Z | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 32.95 | 32.95 | 0.00% | market | 30.77% | — | 2.63% | 4.23% | -1.60% |
| AGO | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 30.53 | 30.53 | 0.00% | market | 455.07% | — | 20.93% | 5.79% | 15.14% |
| ADMA | 2016-11-10 | 2016-11-11 | 2016-12-12 | 1 | 5.62 | 5.62 | 0.00% | market | 15.00% | — | -6.15% | 4.71% | -10.86% |
| A | 2016-11-15 | 2016-11-16 | 2016-12-15 | 1 | 46.30 | 46.30 | 0.00% | market | 13.46% | — | 0.46% | 4.25% | -3.79% |
| DKS | 2016-11-15 | 2016-11-16 | 2016-12-15 | 1 | 57.08 | 57.08 | 0.00% | market | 14.29% | — | 1.83% | 4.25% | -2.42% |
| KLIC | 2016-11-15 | 2016-11-16 | 2016-12-15 | 1 | 14.50 | 14.50 | 0.00% | market | 36.36% | — | 11.28% | 4.25% | 7.03% |
| YRD | 2016-11-15 | 2016-11-16 | 2016-12-15 | 1 | 32.88 | 32.88 | 0.00% | market | 373.68% | — | -18.65% | 4.25% | -22.90% |
| BBY | 2016-11-17 | 2016-11-18 | 2016-12-19 | 1 | 45.68 | 45.68 | 0.00% | market | 31.91% | — | 1.83% | 2.95% | -1.12% |
| CATO | 2016-11-17 | 2016-11-18 | 2016-12-19 | 1 | 31.33 | 31.33 | 0.00% | market | 15.38% | — | -3.10% | 2.95% | -6.05% |
| CRM | 2016-11-17 | 2016-11-18 | 2016-12-19 | 1 | 79.57 | 79.57 | 0.00% | market | 14.29% | — | -12.74% | 2.95% | -15.69% |
| HP | 2016-11-17 | 2016-11-18 | 2016-12-19 | 1 | 67.53 | 67.53 | 0.00% | market | 23.26% | — | 16.07% | 2.95% | 13.12% |
| MRVL | 2016-11-17 | 2016-11-18 | 2016-12-19 | 1 | 14.63 | 14.63 | 0.00% | market | 66.67% | — | -3.04% | 2.95% | -5.99% |
| WB | 2016-11-21 | 2016-11-22 | 2016-12-21 | 1 | 45.53 | 45.53 | 0.00% | market | 14.29% | — | -6.34% | 2.39% | -8.72% |
| ADI | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 73.67 | 73.67 | 0.00% | market | 17.98% | — | -0.40% | 2.45% | -2.85% |
| BURL | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 86.98 | 86.98 | 0.00% | market | 54.55% | — | -1.47% | 2.45% | -3.92% |
| MOV | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 29.35 | 29.35 | 0.00% | market | 26.39% | — | -1.97% | 2.45% | -4.43% |
| QURE | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 6.54 | 6.54 | 0.00% | market | 30.23% | — | -13.56% | 2.45% | -16.01% |
| VEEV | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 44.33 | 44.33 | 0.00% | market | 37.50% | — | -6.46% | 2.45% | -8.92% |
| THO | 2016-11-28 | 2016-11-29 | 2016-12-28 | 1 | 98.09 | 98.09 | 0.00% | market | 21.14% | — | 2.67% | 1.76% | 0.91% |
| VNET | 2016-11-28 | 2016-11-29 | 2016-12-28 | 1 | 7.74 | 7.74 | 0.00% | market | 80.00% | — | -8.50% | 1.76% | -10.26% |
| GWRE | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 58.86 | 58.86 | 0.00% | market | 140.00% | — | -15.17% | 1.23% | -16.40% |
| NTNX | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 34.44 | 34.44 | 0.00% | market | 15.91% | — | -24.08% | 1.23% | -25.31% |
| OOMA | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 9.90 | 9.90 | 0.00% | market | 60.00% | — | -11.21% | 1.23% | -12.44% |
| REX | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 15.50 | 15.50 | 0.00% | market | 81.53% | — | 6.80% | 1.23% | 5.58% |
| UTI | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 2.60 | 2.60 | 0.00% | market | 55.17% | — | 18.36% | 1.23% | 17.13% |
| BL | 2016-11-30 | 2016-12-01 | 2016-12-30 | 1 | 26.06 | 26.06 | 0.00% | market | 66.67% | — | 5.92% | 1.27% | 4.66% |
| FIZZ | 2016-11-30 | 2016-12-01 | 2016-12-30 | 1 | 25.47 | 25.47 | 0.00% | market | 35.00% | — | 0.17% | 1.27% | -1.09% |
| P | 2016-11-30 | 2016-12-01 | 2016-12-30 | 1 | 13.91 | 13.91 | 0.00% | market | 33.33% | — | -18.79% | 1.27% | -20.06% |
| TLYS | 2016-11-30 | 2016-12-01 | 2016-12-30 | 1 | 11.88 | 11.88 | 0.00% | market | 100.00% | — | 10.93% | 1.27% | 9.66% |
| AMBA | 2016-12-01 | 2016-12-02 | 2017-01-03 | 1 | 56.99 | 56.99 | 0.00% | market | 18.09% | — | -7.91% | 2.54% | -10.44% |
| WDAY | 2016-12-01 | 2016-12-02 | 2017-01-03 | 1 | 68.92 | 68.92 | 0.00% | market | 175.00% | — | -0.88% | 2.54% | -3.42% |
| GCO | 2016-12-02 | 2016-12-05 | 2017-01-04 | 3 | 66.40 | 66.40 | 0.00% | market | 37.63% | — | -4.62% | 2.69% | -7.31% |
| AGX | 2016-12-06 | 2016-12-07 | 2017-01-06 | 1 | 67.75 | 67.75 | 0.00% | market | 56.76% | — | 8.09% | 2.57% | 5.52% |
| OXM | 2016-12-06 | 2016-12-07 | 2017-01-06 | 1 | 62.36 | 62.36 | 0.00% | market | 22.22% | — | -6.88% | 2.57% | -9.45% |
| PLAB | 2016-12-06 | 2016-12-07 | 2017-01-06 | 1 | 10.40 | 10.40 | 0.00% | market | 100.00% | — | 6.15% | 2.57% | 3.58% |
| POWL | 2016-12-06 | 2016-12-07 | 2017-01-06 | 1 | 15.40 | 15.40 | 0.00% | market | 1700.00% | — | -14.91% | 2.57% | -17.47% |
| OLLI | 2016-12-07 | 2016-12-08 | 2017-01-09 | 1 | 31.00 | 31.00 | 0.00% | market | 21.43% | — | -5.75% | 0.84% | -6.59% |
| HOV | 2016-12-08 | 2016-12-09 | 2017-01-10 | 1 | 59.75 | 59.75 | 0.00% | market | 22.32% | — | 14.96% | 0.47% | 14.50% |
| MEI | 2016-12-08 | 2016-12-09 | 2017-01-10 | 1 | 42.80 | 42.80 | 0.00% | market | 20.00% | — | -4.66% | 0.47% | -5.12% |
| BLBD | 2016-12-13 | 2016-12-14 | 2017-01-13 | 1 | 17.40 | 17.40 | 0.00% | market | 16.67% | — | -7.86% | -0.16% | -7.70% |
| SMMT | 2016-12-15 | 2016-12-16 | 2017-01-18 | 1 | 8.35 | 8.35 | 0.00% | market | 43.75% | — | 25.05% | 0.33% | 24.72% |
| BB | 2016-12-20 | 2016-12-21 | 2017-01-23 | 1 | 7.52 | 7.52 | 0.00% | market | 373.93% | — | -5.29% | -0.04% | -5.24% |
| CCL | 2016-12-20 | 2016-12-21 | 2017-01-23 | 1 | 52.27 | 52.27 | 0.00% | market | 15.52% | — | 2.77% | -0.04% | 2.81% |
| NKE | 2016-12-20 | 2016-12-21 | 2017-01-23 | 1 | 52.90 | 52.90 | 0.00% | market | 16.28% | — | 0.54% | -0.04% | 0.59% |
| LW | 2017-01-10 | 2017-01-11 | 2017-02-09 | 1 | 36.70 | 36.70 | 0.00% | market | 14.55% | — | 6.39% | 1.87% | 4.51% |
| SNX | 2017-01-10 | 2017-01-11 | 2017-02-09 | 1 | 61.76 | 61.76 | 0.00% | market | 22.97% | — | -3.37% | 1.87% | -5.24% |
| ASML | 2017-01-18 | 2017-01-19 | 2017-02-16 | 1 | 120.86 | 120.86 | 0.00% | market | 33.33% | — | 5.20% | 3.47% | 1.73% |
| CHKP | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 96.99 | 96.99 | 0.00% | market | 16.80% | — | 4.25% | 3.70% | 0.55% |
| MTG | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 10.45 | 10.45 | 0.00% | market | 27.27% | — | 2.48% | 3.70% | -1.22% |
| TAL | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 13.47 | 13.47 | 0.00% | market | 18.52% | — | 3.39% | 3.70% | -0.31% |
| TEAM | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 27.21 | 27.21 | 0.00% | market | 12.50% | — | 9.75% | 3.70% | 6.05% |
| JJSF | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 134.60 | 134.60 | 0.00% | market | 16.13% | — | -1.97% | 4.36% | -6.34% |
| MRCY | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 34.29 | 34.29 | 0.00% | market | 18.18% | — | 10.63% | 4.36% | 6.27% |
| ZION | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 42.42 | 42.42 | 0.00% | market | 15.38% | — | 5.37% | 4.36% | 1.01% |
| BABA | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 102.46 | 102.46 | 0.00% | market | 13.04% | — | -0.10% | 3.38% | -3.48% |
| COHR | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 36.45 | 36.45 | 0.00% | market | 42.31% | — | 2.51% | 3.38% | -0.88% |
| DHI | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 30.91 | 30.91 | 0.00% | market | 17.02% | — | 0.13% | 3.38% | -3.26% |
| GLW | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 26.14 | 26.14 | 0.00% | market | 13.64% | — | 5.33% | 3.38% | 1.95% |
| TRV | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 117.33 | 117.33 | 0.00% | market | 17.22% | — | 4.19% | 3.38% | 0.80% |
| DLB | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 50.62 | 50.62 | 0.00% | market | 30.77% | — | -3.22% | 3.20% | -6.42% |
| NVR | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 1,870.00 | 1,870.00 | 0.00% | market | 14.23% | — | 3.03% | 3.20% | -0.17% |
| PGR | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 37.87 | 37.87 | 0.00% | market | 23.53% | — | 3.02% | 3.20% | -0.18% |
| RES | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 23.04 | 23.04 | 0.00% | market | 23.08% | — | -15.55% | 3.20% | -18.75% |
| RLI | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 31.00 | 31.00 | 0.00% | market | 16.67% | — | -5.13% | 3.20% | -8.33% |
| ROL | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 15.65 | 15.65 | 0.00% | market | 14.29% | — | 4.69% | 3.20% | 1.49% |
| TEL | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 75.29 | 75.29 | 0.00% | market | 15.00% | — | -1.41% | 3.20% | -4.61% |
| TER | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 28.51 | 28.51 | 0.00% | market | 45.45% | — | 1.41% | 3.20% | -1.79% |
| CLS | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 13.21 | 13.21 | 0.00% | market | 28.12% | — | 2.85% | 3.35% | -0.50% |
| DGII | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 13.70 | 13.70 | 0.00% | market | 28.57% | — | -7.03% | 3.35% | -10.39% |
| NBHC | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 33.02 | 33.02 | 0.00% | market | 63.64% | — | 0.32% | 3.35% | -3.03% |
| ORI | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 20.71 | 20.71 | 0.00% | market | 38.71% | — | 0.53% | 3.35% | -2.82% |
| OSK | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 72.14 | 72.14 | 0.00% | market | 136.36% | — | -5.78% | 3.35% | -9.14% |
| STM | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 13.13 | 13.13 | 0.00% | market | 15.38% | — | 18.18% | 3.35% | 14.83% |
| VVV | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 23.49 | 23.49 | 0.00% | market | 16.67% | — | -3.89% | 3.35% | -7.24% |
| BEN | 2017-01-27 | 2017-01-30 | 2017-02-28 | 3 | 40.25 | 40.25 | 0.00% | market | 13.24% | — | 6.83% | 3.64% | 3.19% |
| AEIS | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 63.50 | 63.50 | 0.00% | market | 30.86% | — | -0.60% | 5.64% | -6.24% |
| WERN | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 28.90 | 28.90 | 0.00% | market | 15.38% | — | -1.31% | 5.64% | -6.95% |
| MMYT | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 33.45 | 33.45 | 0.00% | market | 76.00% | — | -4.29% | 4.72% | -9.01% |
| RAMP | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 28.00 | 28.00 | 0.00% | market | 60.00% | — | 1.90% | 4.72% | -2.82% |
| RNR | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 140.00 | 140.00 | 0.00% | market | 105.63% | — | 6.57% | 4.72% | 1.85% |
| XOM | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 84.00 | 84.00 | 0.00% | market | 25.00% | — | -0.93% | 4.72% | -5.65% |
| ACLS | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 16.45 | 16.45 | 0.00% | market | 30.00% | — | -7.39% | 4.74% | -12.14% |
| AFG | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 89.35 | 89.35 | 0.00% | market | 22.22% | — | 6.41% | 4.74% | 1.67% |
| ALL | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 76.74 | 76.74 | 0.00% | market | 33.13% | — | 6.57% | 4.74% | 1.83% |
| AXS | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 66.28 | 66.28 | 0.00% | market | 31.03% | — | 5.09% | 4.74% | 0.35% |
| CRUS | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 56.64 | 56.64 | 0.00% | market | 14.72% | — | -5.38% | 4.74% | -10.12% |
| FNF | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 25.58 | 25.58 | 0.00% | market | 14.52% | — | 4.98% | 4.74% | 0.24% |
| GHM | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 23.00 | 23.00 | 0.00% | market | 171.43% | — | -0.10% | 4.74% | -4.84% |
| HLI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 33.13 | 33.13 | 0.00% | market | 14.00% | — | -2.91% | 4.74% | -7.65% |
| KEX | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 65.75 | 65.75 | 0.00% | market | 15.38% | — | 6.67% | 4.74% | 1.92% |
| SLAB | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 69.50 | 69.50 | 0.00% | market | 13.64% | — | -0.89% | 4.74% | -5.64% |
| FTNT | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 7.43 | 7.43 | 0.00% | market | 46.09% | — | -2.25% | 3.89% | -6.14% |
| HIG | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 48.00 | 48.00 | 0.00% | market | 12.50% | — | 1.55% | 3.89% | -2.34% |
| HUBG | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 24.50 | 24.50 | 0.00% | market | 139.13% | — | 3.17% | 3.89% | -0.72% |
| IDXX | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 139.53 | 139.53 | 0.00% | market | 13.73% | — | 5.31% | 3.89% | 1.43% |
| KLIC | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 19.43 | 19.43 | 0.00% | market | 120.00% | — | 3.81% | 3.89% | -0.07% |
| NOK | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 4.83 | 4.83 | 0.00% | market | 62.50% | — | 9.22% | 3.89% | 5.33% |
| NYT | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 13.70 | 13.70 | 0.00% | market | 30.43% | — | 6.10% | 3.89% | 2.22% |
| PCTY | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 34.77 | 34.77 | 0.00% | market | 302.25% | — | 6.34% | 3.89% | 2.46% |
| PENN | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 14.44 | 14.44 | 0.00% | market | 135.71% | — | 2.19% | 3.89% | -1.70% |
| RL | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 75.96 | 75.96 | 0.00% | market | 13.41% | — | 4.86% | 3.89% | 0.98% |
| SIGI | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 40.00 | 40.00 | 0.00% | market | 20.97% | — | 15.53% | 3.89% | 11.64% |
| TDY | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 129.43 | 129.43 | 0.00% | market | 20.59% | — | 1.81% | 3.89% | -2.08% |
| MSGS | 2017-02-03 | 2017-02-06 | 2017-03-07 | 3 | 86.74 | 86.74 | 0.00% | market | 17.73% | — | 8.62% | 3.55% | 5.07% |
| TIMB | 2017-02-03 | 2017-02-06 | 2017-03-07 | 3 | 14.97 | 14.97 | 0.00% | market | 100.00% | — | 3.91% | 3.55% | 0.36% |
| CVCO | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 106.00 | 106.00 | 0.00% | market | 39.18% | — | 10.04% | 3.13% | 6.91% |
| FN | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 44.47 | 44.47 | 0.00% | market | 15.19% | — | -7.43% | 3.13% | -10.56% |
| HMN | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 41.20 | 41.20 | 0.00% | market | 30.00% | — | 0.75% | 3.13% | -2.38% |
| NOV | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 38.02 | 38.02 | 0.00% | market | 48.28% | — | -0.31% | 3.13% | -3.44% |
| AIZ | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 94.98 | 94.98 | 0.00% | market | 58.62% | — | 5.15% | 3.46% | 1.69% |
| CTS | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 23.10 | 23.10 | 0.00% | market | 16.00% | — | -7.89% | 3.46% | -11.35% |
| MOS | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 32.23 | 32.23 | 0.00% | market | 116.67% | — | -10.12% | 3.46% | -13.58% |
| ONTO | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 26.52 | 26.52 | 0.00% | market | 22.22% | — | 5.29% | 3.46% | 1.83% |
| WTM | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 889.70 | 889.70 | 0.00% | market | 228.67% | — | 3.42% | 3.46% | -0.04% |
| ZG | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 34.41 | 34.41 | 0.00% | market | 27.27% | — | 1.09% | 3.46% | -2.37% |
| CINF | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 68.25 | 68.25 | 0.00% | market | 13.64% | — | 8.28% | 3.69% | 4.59% |
| LPX | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 21.67 | 21.67 | 0.00% | market | 21.05% | — | 9.78% | 3.69% | 6.09% |
| MKL | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 922.25 | 922.25 | 0.00% | market | 74.76% | — | 5.72% | 3.69% | 2.04% |
| PAYC | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 48.85 | 48.85 | 0.00% | market | 38.46% | — | 14.91% | 3.69% | 11.22% |
| QLYS | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 32.45 | 32.45 | 0.00% | market | 27.78% | — | 7.45% | 3.69% | 3.76% |
| SU | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 31.91 | 31.91 | 0.00% | market | 38.10% | — | -5.90% | 3.69% | -9.58% |
| VOYA | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 39.91 | 39.91 | 0.00% | market | 15.19% | — | 1.50% | 3.69% | -2.18% |
| VRNS | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 10.28 | 10.28 | 0.00% | market | 14.29% | — | -11.29% | 3.69% | -14.97% |
| AGYS | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 8.91 | 8.91 | 0.00% | market | 33.33% | — | 1.03% | 2.95% | -1.91% |
| ATEN | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 9.01 | 9.01 | 0.00% | market | 90.96% | — | 0.90% | 2.95% | -2.05% |
| CCJ | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 10.90 | 10.90 | 0.00% | market | 189.47% | — | 0.82% | 2.95% | -2.13% |
| CLF | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 10.92 | 10.92 | 0.00% | market | 47.83% | — | -17.22% | 2.95% | -20.17% |
| CMI | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 150.50 | 150.50 | 0.00% | market | 13.07% | — | 1.43% | 2.95% | -1.52% |
| KMPR | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 44.10 | 44.10 | 0.00% | market | 30.23% | — | -7.13% | 2.95% | -10.08% |
| MFC | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 18.76 | 18.76 | 0.00% | market | 30.56% | — | -3.24% | 2.95% | -6.19% |
| MMS | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 56.06 | 56.06 | 0.00% | market | 15.87% | — | 9.16% | 2.95% | 6.21% |
| PJT | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 33.10 | 33.10 | 0.00% | market | 45.83% | — | 16.24% | 2.95% | 13.30% |
| STC | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 45.71 | 45.71 | 0.00% | market | 29.09% | — | -6.73% | 2.95% | -9.68% |
| WTW | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 122.44 | 122.44 | 0.00% | market | 16.77% | — | 5.20% | 2.95% | 2.25% |
| YELP | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 37.53 | 37.53 | 0.00% | market | 354.55% | — | -7.96% | 2.95% | -10.91% |
| MT | 2017-02-10 | 2017-02-13 | 2017-03-14 | 3 | 27.57 | 27.57 | 0.00% | market | 23.08% | — | -5.65% | 2.08% | -7.73% |
| NTB | 2017-02-13 | 2017-02-14 | 2017-03-15 | 1 | 32.50 | 32.50 | 0.00% | market | 12.73% | — | 1.72% | 2.75% | -1.03% |
| RNG | 2017-02-13 | 2017-02-14 | 2017-03-15 | 1 | 23.55 | 23.55 | 0.00% | market | 50.00% | — | 14.97% | 2.75% | 12.23% |
| FANG | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 111.84 | 111.84 | 0.00% | market | 66.67% | — | -7.61% | 2.15% | -9.77% |
| HUBS | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 57.40 | 57.40 | 0.00% | market | 35.00% | — | 13.75% | 2.15% | 11.60% |
| IOSP | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 72.95 | 72.95 | 0.00% | market | 22.47% | — | -14.42% | 2.15% | -16.58% |
| ITT | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 42.00 | 42.00 | 0.00% | market | 14.29% | — | -1.77% | 2.15% | -3.92% |
| VNOM | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 18.50 | 18.50 | 0.00% | market | 26.67% | — | -4.37% | 2.15% | -6.52% |
| AEM | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 48.12 | 48.12 | 0.00% | market | 100.00% | — | -12.05% | 0.89% | -12.93% |
| ALKS | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 56.82 | 56.82 | 0.00% | market | 289.61% | — | 4.28% | 0.89% | 3.40% |
| AORT | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 19.10 | 19.10 | 0.00% | market | 33.33% | — | -11.62% | 0.89% | -12.50% |
| DNOW | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 20.99 | 20.99 | 0.00% | market | 19.44% | — | -19.92% | 0.89% | -20.80% |
| AGIO | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 49.86 | 49.86 | 0.00% | market | 13.55% | — | 12.54% | 1.21% | 11.33% |
| ANET | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 6.94 | 6.94 | 0.00% | market | 30.00% | — | 17.34% | 1.21% | 16.13% |
| CGNX | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 36.70 | 36.70 | 0.00% | market | 46.67% | — | 10.01% | 1.21% | 8.80% |
| COHU | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 15.92 | 15.92 | 0.00% | market | 166.67% | — | 9.13% | 1.21% | 7.93% |
| FSLR | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 35.51 | 35.51 | 0.00% | market | 27.84% | — | -18.80% | -0.74% | -18.06% |
| HVT | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 23.40 | 23.40 | 0.00% | market | 18.60% | — | -2.02% | -0.74% | -1.29% |
| LNTH | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 10.00 | 10.00 | 0.00% | market | 38.46% | — | 17.90% | -0.74% | 18.64% |
| AXTI | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 7.05 | 7.05 | 0.00% | market | 114.29% | — | -19.25% | -1.20% | -18.05% |
| DINO | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 29.17 | 29.17 | 0.00% | market | 14.29% | — | -7.40% | -1.20% | -6.20% |
| EIG | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 39.10 | 39.10 | 0.00% | market | 72.73% | — | -6.49% | -1.20% | -5.29% |
| GDOT | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 27.80 | 27.80 | 0.00% | market | 26.67% | — | 18.64% | -1.20% | 19.84% |
| GRMN | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 54.50 | 54.50 | 0.00% | market | 28.07% | — | -5.64% | -1.20% | -4.44% |
| AGO | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 41.90 | 41.90 | 0.00% | market | 54.41% | — | -12.15% | -0.68% | -11.47% |
| BIDU | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 181.00 | 181.00 | 0.00% | market | 105.38% | — | -7.14% | -0.68% | -6.46% |
| BIO | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 189.10 | 189.10 | 0.00% | market | 25.00% | — | 5.88% | -0.68% | 6.56% |
| BL | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 30.02 | 30.02 | 0.00% | market | 33.33% | — | -4.00% | -0.68% | -3.32% |
| BRC | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 39.10 | 39.10 | 0.00% | market | 14.29% | — | -2.15% | -0.68% | -1.47% |
| CCO | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 4.55 | 4.55 | 0.00% | market | 366.67% | — | 31.99% | -0.68% | 32.67% |
| CENX | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 13.04 | 13.04 | 0.00% | market | 25.00% | — | -9.61% | -0.68% | -8.93% |
| EBS | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 31.11 | 31.11 | 0.00% | market | 54.17% | — | -7.46% | -0.68% | -6.78% |
| APPF | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 26.00 | 26.00 | 0.00% | market | 45.29% | — | 0.09% | -0.57% | 0.66% |
| CCU | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 23.43 | 23.43 | 0.00% | market | 32.35% | — | 6.34% | -0.57% | 6.92% |
| EOG | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 99.50 | 99.50 | 0.00% | market | 92.86% | — | -4.33% | -0.57% | -3.76% |
| STGW | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 8.75 | 8.75 | 0.00% | market | 150.00% | — | 5.61% | -0.57% | 6.18% |
| WDAY | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 82.20 | 82.20 | 0.00% | market | 800.00% | — | 1.76% | -0.57% | 2.33% |
| AMBA | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 60.54 | 60.54 | 0.00% | market | 22.67% | — | -8.59% | -1.20% | -7.39% |
| ATRC | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 18.03 | 18.03 | 0.00% | market | 15.62% | — | 4.78% | -1.20% | 5.98% |
| CRM | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 82.87 | 82.87 | 0.00% | market | 12.00% | — | -0.69% | -1.20% | 0.50% |
| DDD | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 15.27 | 15.27 | 0.00% | market | 25.00% | — | -2.52% | -1.20% | -1.33% |
| ETSY | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 11.46 | 11.46 | 0.00% | market | 1207.01% | — | -9.79% | -1.20% | -8.59% |
| BBY | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 42.22 | 42.22 | 0.00% | market | 16.77% | — | 14.99% | -1.37% | 16.35% |
| CWST | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 12.37 | 12.37 | 0.00% | market | 261.13% | — | 12.59% | -1.37% | 13.96% |
| KNSL | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 30.26 | 30.26 | 0.00% | market | 22.22% | — | 6.28% | -1.37% | 7.64% |
| MNST | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 23.92 | 23.92 | 0.00% | market | 20.00% | — | -3.40% | -1.37% | -2.04% |
| ABEV | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 5.42 | 5.42 | 0.00% | market | 12.50% | — | 6.17% | -1.02% | 7.19% |
| ATHM | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 33.21 | 33.21 | 0.00% | market | 45.12% | — | -4.44% | -1.02% | -3.42% |
| GWRE | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 58.26 | 58.26 | 0.00% | market | 100.00% | — | -3.41% | -1.02% | -2.39% |
| JOE | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 16.65 | 16.65 | 0.00% | market | 300.00% | — | 2.30% | -1.02% | 3.32% |
| MEI | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 44.65 | 44.65 | 0.00% | market | 18.87% | — | 2.03% | -1.02% | 3.05% |
| MRVL | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 16.25 | 16.25 | 0.00% | market | 15.79% | — | -6.19% | -1.02% | -5.17% |
| NTNX | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 25.52 | 25.52 | 0.00% | market | 20.00% | — | -26.55% | -1.02% | -25.53% |
| SNDX | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 12.13 | 12.13 | 0.00% | market | 23.38% | — | 13.01% | -1.02% | 14.03% |
| SRI | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 18.90 | 18.90 | 0.00% | market | 17.24% | — | -4.12% | -1.02% | -3.10% |
| ADUS | 2017-03-06 | 2017-03-07 | 2017-04-04 | 1 | 34.25 | 34.25 | 0.00% | market | 13.16% | — | -8.71% | -0.79% | -7.92% |
| NOVT | 2017-03-06 | 2017-03-07 | 2017-04-04 | 1 | 24.50 | 24.50 | 0.00% | market | 25.00% | — | 6.84% | -0.79% | 7.63% |
| ABM | 2017-03-07 | 2017-03-08 | 2017-04-05 | 1 | 41.00 | 41.00 | 0.00% | market | 15.15% | — | 2.12% | -1.08% | 3.20% |
| AVAV | 2017-03-07 | 2017-03-08 | 2017-04-05 | 1 | 27.50 | 27.50 | 0.00% | market | 73.53% | — | -0.90% | -1.08% | 0.18% |
| HRB | 2017-03-07 | 2017-03-08 | 2017-04-05 | 1 | 22.81 | 22.81 | 0.00% | market | 30.99% | — | 0.51% | -1.08% | 1.59% |
| XENE | 2017-03-08 | 2017-03-09 | 2017-04-06 | 1 | 8.10 | 8.10 | 0.00% | market | 23.81% | — | -52.57% | -0.53% | -52.04% |
| FIZZ | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 33.96 | 33.96 | 0.00% | market | 36.84% | — | 25.14% | -1.16% | 26.30% |
| MYRG | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 41.15 | 41.15 | 0.00% | market | 20.00% | — | -1.00% | -1.16% | 0.16% |
| GCO | 2017-03-10 | 2017-03-13 | 2017-04-10 | 3 | 61.10 | 61.10 | 0.00% | market | 20.79% | — | -14.83% | -0.96% | -13.87% |
| VCEL | 2017-03-10 | 2017-03-13 | 2017-04-10 | 3 | 2.85 | 2.85 | 0.00% | market | 36.36% | — | -7.12% | -0.96% | -6.16% |
| GRBK | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 9.30 | 9.30 | 0.00% | market | 100.00% | — | 7.43% | -0.89% | 8.32% |
| IPAR | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 37.85 | 37.85 | 0.00% | market | 33.33% | — | -7.37% | -0.89% | -6.47% |
| DBI | 2017-03-14 | 2017-03-15 | 2017-04-12 | 1 | 19.67 | 19.67 | 0.00% | market | 25.00% | — | 0.61% | -1.49% | 2.10% |
| HTHT | 2017-03-14 | 2017-03-15 | 2017-04-12 | 1 | 14.16 | 14.16 | 0.00% | market | 16.67% | — | 4.42% | -1.49% | 5.91% |
| MGNI | 2017-03-14 | 2017-03-15 | 2017-04-12 | 1 | 6.70 | 6.70 | 0.00% | market | 214.29% | — | -16.82% | -1.49% | -15.33% |
| ALRM | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 33.00 | 33.00 | 0.00% | market | 46.15% | — | -6.04% | -2.76% | -3.28% |
| HRTG | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 14.20 | 14.20 | 0.00% | market | 59.09% | — | -19.75% | -2.76% | -16.99% |
| IBRX | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 3.78 | 3.78 | 0.00% | market | 32.56% | — | -9.36% | -2.76% | -6.60% |
| YRD | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 28.14 | 28.14 | 0.00% | market | 178.79% | — | -14.78% | -2.76% | -12.02% |
| HQY | 2017-03-21 | 2017-03-22 | 2017-04-20 | 1 | 46.03 | 46.03 | 0.00% | market | 57.52% | — | -1.16% | 0.67% | -1.84% |
| NKE | 2017-03-21 | 2017-03-22 | 2017-04-20 | 1 | 54.76 | 54.76 | 0.00% | market | 28.30% | — | 2.89% | 0.67% | 2.22% |
| VKTX | 2017-03-21 | 2017-03-22 | 2017-04-20 | 1 | 1.21 | 1.21 | 0.00% | market | 18.18% | — | 13.12% | 0.67% | 12.45% |
| WPM | 2017-03-21 | 2017-03-22 | 2017-04-20 | 1 | 20.01 | 20.01 | 0.00% | market | 18.75% | — | 6.10% | 0.67% | 5.43% |
| FNV | 2017-03-22 | 2017-03-23 | 2017-04-21 | 1 | 64.69 | 64.69 | 0.00% | market | 20.00% | — | 6.69% | 0.13% | 6.55% |
| MLKN | 2017-03-22 | 2017-03-23 | 2017-04-21 | 1 | 31.80 | 31.80 | 0.00% | market | 21.88% | — | 0.53% | 0.13% | 0.40% |
| REX | 2017-03-24 | 2017-03-27 | 2017-04-25 | 3 | 13.65 | 13.65 | 0.00% | market | 210.00% | — | 14.77% | 2.85% | 11.92% |
| LPL | 2017-03-29 | 2017-03-30 | 2017-04-28 | 1 | 13.48 | 13.48 | 0.00% | market | 92.00% | — | -4.63% | 1.11% | -5.73% |
| PRGS | 2017-03-29 | 2017-03-30 | 2017-04-28 | 1 | 30.22 | 30.22 | 0.00% | market | 21.43% | — | -1.75% | 1.11% | -2.86% |
| SMMT | 2017-03-29 | 2017-03-30 | 2017-04-28 | 1 | 13.46 | 13.46 | 0.00% | market | 29.58% | — | -18.38% | 1.11% | -19.48% |
| LNN | 2017-03-30 | 2017-03-31 | 2017-05-01 | 1 | 88.92 | 88.92 | 0.00% | market | 20.51% | — | -2.06% | 1.18% | -3.24% |
| YUMC | 2017-04-05 | 2017-04-06 | 2017-05-05 | 1 | 31.45 | 31.45 | 0.00% | market | 18.92% | — | 7.47% | 2.03% | 5.44% |
| AGX | 2017-04-10 | 2017-04-11 | 2017-05-10 | 1 | 69.05 | 69.05 | 0.00% | market | 59.26% | — | 2.36% | 2.12% | 0.25% |
| LRCX | 2017-04-18 | 2017-04-19 | 2017-05-17 | 1 | 13.39 | 13.39 | 0.00% | market | 12.00% | — | 9.91% | 0.55% | 9.35% |
| BHE | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 30.95 | 30.95 | 0.00% | market | 30.77% | — | -0.58% | 1.12% | -1.70% |
| BMI | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 38.10 | 38.10 | 0.00% | market | 15.38% | — | -0.89% | 1.12% | -2.01% |
| EWBC | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 52.49 | 52.49 | 0.00% | market | 18.92% | — | 2.91% | 1.12% | 1.79% |
| KALU | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 83.57 | 83.57 | 0.00% | market | 34.51% | — | -3.77% | 1.12% | -4.89% |
| ASR | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 181.05 | 181.05 | 0.00% | market | 13.40% | — | 6.35% | 1.30% | 5.04% |
| BANF | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 46.90 | 46.90 | 0.00% | market | 19.30% | — | -1.64% | 1.30% | -2.94% |
| NBHC | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 32.48 | 32.48 | 0.00% | market | 30.43% | — | -4.56% | 1.30% | -5.87% |
| NVR | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 2,047.01 | 2,047.01 | 0.00% | market | 19.45% | — | 13.53% | 1.30% | 12.23% |
| STC | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 45.29 | 45.29 | 0.00% | market | 162.50% | — | -3.21% | 1.30% | -4.51% |
| MAN | 2017-04-21 | 2017-04-24 | 2017-05-22 | 3 | 103.00 | 103.00 | 0.00% | market | 24.11% | — | 0.84% | 0.99% | -0.14% |
| AA | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 34.23 | 34.23 | 0.00% | market | 14.55% | — | -2.93% | 0.90% | -3.83% |
| CHCO | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 72.67 | 72.67 | 0.00% | market | 30.00% | — | -9.29% | 0.90% | -10.19% |
| FBK | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 36.37 | 36.37 | 0.00% | market | 16.67% | — | 4.08% | 0.90% | 3.18% |
| LII | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 168.33 | 168.33 | 0.00% | market | 16.88% | — | 4.09% | 0.90% | 3.19% |
| RMBS | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 13.28 | 13.28 | 0.00% | market | 13.33% | — | -8.76% | 0.90% | -9.66% |
| TNC | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 74.60 | 74.60 | 0.00% | market | 24.00% | — | -5.33% | 0.90% | -6.23% |
| WFG | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 43.27 | 43.27 | 0.00% | market | 15.54% | — | -0.77% | 0.90% | -1.67% |
| WNC | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 20.67 | 20.67 | 0.00% | market | 14.81% | — | 4.45% | 0.90% | 3.55% |
| ZION | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 40.91 | 40.91 | 0.00% | market | 12.96% | — | 0.95% | 0.90% | 0.05% |
| CENX | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 13.86 | 13.86 | 0.00% | market | 66.67% | — | 7.33% | 0.88% | 6.45% |
| CMG | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 9.49 | 9.49 | 0.00% | market | 25.58% | — | 0.85% | 0.88% | -0.03% |
| EBF | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 17.10 | 17.10 | 0.00% | market | 16.67% | — | -6.24% | 0.88% | -7.12% |
| EW | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 36.37 | 36.37 | 0.00% | market | 14.81% | — | 4.55% | 0.88% | 3.67% |
| LOGI | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 33.99 | 33.99 | 0.00% | market | 16.67% | — | 5.34% | 0.88% | 4.46% |
| MAS | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 37.05 | 37.05 | 0.00% | market | 13.89% | — | 0.01% | 0.88% | -0.87% |
| MC | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 38.75 | 38.75 | 0.00% | market | 31.71% | — | -6.68% | 0.88% | -7.56% |