EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (2)
Run 9a93d3b8 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
4368
Win rate
52.54%
Avg return
1.33%
Median return
0.61%
Avg abnormal
0.49%
Median abnormal
-0.61%
Best trade
189.54%
Worst trade
-81.56%
Sharpe (per-trade)
0.09
Daily portfolio drawdown
-20.59%
Portfolio (equal_weight)
Total return
58.06%
Max drawdown
-20.59%
Avg trade return
1.33%
Win rate
52.54%
Signals
5173
Configured concurrent
100
Observed concurrent
100
Trades taken
4368
Skipped (no capacity)
805
Excess vs benchmark
-501.05%
Avg entry slippage
0.00%
Return if filled at market
58.06%
VWAP fills
0
VWAP fallbacks
0
805 of 5173 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 |
|---|---|---|---|---|
| 2010 | 1 | -6.46% | -7.58% | 0.00% |
| 2016 | 198 | 3.31% | 1.31% | 63.64% |
| 2017 | 378 | 1.20% | -0.01% | 54.23% |
| 2018 | 410 | 0.91% | 0.45% | 54.63% |
| 2019 | 379 | 1.05% | 0.08% | 50.92% |
| 2020 | 470 | -1.02% | -1.52% | 53.40% |
| 2021 | 534 | 0.64% | -0.38% | 49.44% |
| 2022 | 498 | 2.82% | 3.26% | 57.03% |
| 2023 | 431 | 1.95% | 0.46% | 48.03% |
| 2024 | 371 | 4.50% | 1.72% | 58.49% |
| 2025 | 441 | 0.37% | 0.36% | 48.75% |
| 2026 | 257 | -0.04% | -0.03% | 42.41% |
Trades (page 1: 500 of 4,368)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Rev. surp. | Rev. growth | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SRL | 2010-03-26 | 2010-03-29 | 2010-04-27 | 3 | 63.50 | 63.50 | 0.00% | market | 1126.67% | 35543.37% | — | -6.46% | 1.12% | -7.58% |
| BDC | 2016-07-19 | 2016-07-20 | 2016-08-17 | 1 | 72.82 | 72.82 | 0.00% | market | 22.22% | 22.23% | — | -1.12% | 1.01% | -2.12% |
| FNF | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 26.29 | 26.29 | 0.00% | market | 12.12% | 41.69% | — | 0.70% | 0.88% | -0.18% |
| UFPI | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 34.62 | 34.62 | 0.00% | market | 12.24% | 12.24% | — | 1.78% | 0.88% | 0.90% |
| CAMT | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 2.57 | 2.57 | 0.00% | market | 100.00% | 25.00% | — | -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% | 15.15% | — | 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% | 78.35% | — | 1.92% | 0.30% | 1.62% |
| CIGI | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 39.57 | 39.57 | 0.00% | market | 14.55% | 14.55% | — | 9.25% | 0.30% | 8.95% |
| CNC | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 34.38 | 34.38 | 0.00% | market | 20.37% | 18.35% | — | -0.11% | 0.30% | -0.42% |
| KKR | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 14.50 | 14.50 | 0.00% | market | 360.00% | 359.97% | — | 1.97% | 0.30% | 1.67% |
| WES | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 37.78 | 37.78 | 0.00% | market | 24.24% | 24.23% | — | -3.70% | 0.30% | -4.00% |
| ACGL | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 23.84 | 23.84 | 0.00% | market | 15.15% | 39.00% | — | 11.02% | 0.65% | 10.36% |
| CDE | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 14.59 | 14.59 | 0.00% | market | 456.40% | 266.68% | — | -8.67% | 0.65% | -9.32% |
| CRUS | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 46.33 | 46.33 | 0.00% | market | 57.14% | 57.16% | — | 10.91% | 0.65% | 10.26% |
| ENTG | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 16.65 | 16.65 | 0.00% | market | 40.00% | 39.98% | — | 3.86% | 0.65% | 3.21% |
| EVR | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 48.25 | 48.25 | 0.00% | market | 36.84% | 9.22% | — | 5.83% | 0.65% | 5.18% |
| FBIN | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 53.38 | 53.38 | 0.00% | market | 12.33% | 12.33% | — | 1.59% | 0.65% | 0.93% |
| GLW | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 21.49 | 21.49 | 0.00% | market | 15.62% | 15.63% | — | 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% | 29.85% | — | -2.95% | 0.65% | -3.60% |
| LMAT | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 16.03 | 16.03 | 0.00% | market | 27.27% | 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% | 53.83% | — | 9.07% | 0.65% | 8.42% |
| LRCX | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 9.29 | 9.29 | 0.00% | market | 12.50% | 9.75% | — | 0.44% | 0.65% | -0.21% |
| META | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 127.52 | 127.52 | 0.00% | market | 18.29% | 18.29% | — | -2.95% | 0.65% | -3.60% |
| MKSI | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 51.50 | 51.50 | 0.00% | market | 50.00% | 49.98% | — | -6.20% | 0.65% | -6.85% |
| OC | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 52.84 | 52.84 | 0.00% | market | 50.00% | 50.00% | — | 2.45% | 0.65% | 1.80% |
| ALGN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 85.25 | 85.25 | 0.00% | market | 29.17% | 29.15% | — | 8.60% | 0.38% | 8.22% |
| CVI | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 11.27 | 11.27 | 0.00% | market | 725.08% | 725.00% | — | -2.94% | 0.38% | -3.32% |
| EME | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 56.22 | 56.22 | 0.00% | market | 33.80% | 33.80% | — | 1.31% | 0.38% | 0.92% |
| EXPE | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 113.74 | 113.74 | 0.00% | market | 13.70% | 6.41% | — | -2.19% | 0.38% | -2.58% |
| FICO | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 120.00 | 120.00 | 0.00% | market | 50.00% | 49.99% | — | 5.53% | 0.38% | 5.14% |
| IDA | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 80.48 | 80.48 | 0.00% | market | 13.13% | 13.11% | — | -6.29% | 0.38% | -6.67% |
| KLAC | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 7.72 | 7.72 | 0.00% | market | 28.57% | 24.64% | — | -12.66% | 0.38% | -13.05% |
| LKQ | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 33.66 | 33.66 | 0.00% | market | 12.24% | 19.35% | — | 5.93% | 0.38% | 5.55% |
| LYV | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 26.84 | 26.84 | 0.00% | market | 62.50% | 62.50% | — | -2.45% | 0.38% | -2.83% |
| MTH | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 18.64 | 18.64 | 0.00% | market | 20.00% | 18.75% | — | -4.34% | 0.38% | -4.72% |
| OSK | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 54.31 | 54.31 | 0.00% | market | 22.83% | 13.00% | — | 0.14% | 0.38% | -0.24% |
| PIPR | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 10.66 | 10.66 | 0.00% | market | 66.04% | 21.75% | — | 1.96% | 0.38% | 1.58% |
| POWI | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 28.99 | 28.99 | 0.00% | market | 15.38% | 17.13% | — | 1.00% | 0.38% | 0.62% |
| RGA | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 94.33 | 94.33 | 0.00% | market | 22.27% | 53.99% | — | 10.80% | 0.38% | 10.41% |
| UCTT | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 6.44 | 6.44 | 0.00% | market | 25.00% | 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% | 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% | 8.81% | — | 0.61% | 0.54% | 0.07% |
| CGNX | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 25.75 | 25.75 | 0.00% | market | 13.64% | 13.62% | — | -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% | 20.00% | — | -17.91% | 0.62% | -18.53% |
| SBRA | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 23.98 | 23.98 | 0.00% | market | 60.61% | 60.71% | — | 6.61% | 0.62% | 5.99% |
| TEX | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 22.35 | 22.35 | 0.00% | market | 18.52% | 18.52% | — | 9.03% | 0.62% | 8.40% |
| COHR | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 21.26 | 21.26 | 0.00% | market | 66.67% | 21.21% | — | -0.43% | 0.88% | -1.31% |
| FANG | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 87.48 | 87.48 | 0.00% | market | 73.33% | 62.48% | — | 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% | 86.54% | — | 37.80% | 0.88% | 36.92% |
| IDXX | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 105.00 | 105.00 | 0.00% | market | 19.35% | 19.35% | — | 7.21% | 0.88% | 6.33% |
| MDU | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 8.89 | 8.89 | 0.00% | market | 20.00% | 19.99% | — | 0.57% | 0.88% | -0.31% |
| MRCY | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 25.66 | 25.66 | 0.00% | market | 50.00% | 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% | 238.18% | — | 20.20% | 0.88% | 19.32% |
| RACE | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 46.43 | 46.43 | 0.00% | market | 18.19% | 31.36% | — | 3.58% | 0.88% | 2.70% |
| SUPN | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 23.98 | 23.98 | 0.00% | market | 38.46% | 35.23% | — | -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% | 125.26% | — | 3.00% | 0.50% | 2.50% |
| APO | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 17.89 | 17.89 | 0.00% | market | 390.00% | 390.00% | — | 4.76% | 0.50% | 4.26% |
| CDW | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 44.46 | 44.46 | 0.00% | market | 12.05% | 9.41% | — | -0.32% | 0.50% | -0.82% |
| FSLR | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 49.48 | 49.48 | 0.00% | market | 50.00% | 58.18% | — | -22.41% | 0.50% | -22.91% |
| JOE | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 18.53 | 18.53 | 0.00% | market | 100.00% | 99.67% | — | 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% | 35.42% | — | -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% | 21.63% | — | 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% | 20.83% | — | -1.14% | 0.50% | -1.63% |
| MUSA | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 75.37 | 75.37 | 0.00% | market | 18.18% | 18.18% | — | -2.86% | 0.50% | -3.36% |
| NSIT | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 30.75 | 30.75 | 0.00% | market | 29.33% | 29.34% | — | 0.39% | 0.50% | -0.11% |
| PFSI | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 14.25 | 14.25 | 0.00% | market | 14.04% | 16.33% | — | 15.69% | 0.50% | 15.19% |
| RYN | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 27.24 | 27.24 | 0.00% | market | 122.72% | 21.24% | — | 1.37% | 0.50% | 0.87% |
| SNEX | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 5.89 | 5.89 | 0.00% | market | 49.99% | 21.21% | — | 21.63% | 0.50% | 21.13% |
| AGCO | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 46.87 | 46.87 | 0.00% | market | 13.33% | 10.87% | — | 1.44% | 0.91% | 0.53% |
| AHT | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 5,962.72 | 5,962.72 | 0.00% | market | 13.21% | 1049.92% | — | 12.81% | 0.91% | 11.91% |
| ANIP | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 68.00 | 68.00 | 0.00% | market | 35.37% | 44.16% | — | -12.07% | 0.91% | -12.98% |
| HL | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 6.37 | 6.37 | 0.00% | market | 40.00% | 40.00% | — | -7.32% | 0.91% | -8.23% |
| MSI | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 70.37 | 70.37 | 0.00% | market | 14.44% | 19.77% | — | 10.67% | 0.91% | 9.77% |
| MTZ | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 25.99 | 25.99 | 0.00% | market | 63.64% | 56.52% | — | 13.87% | 0.91% | 12.96% |
| PLUG | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 1.70 | 1.70 | 0.00% | market | 33.33% | 16.66% | — | -11.28% | 0.91% | -12.18% |
| QSR | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 46.18 | 46.18 | 0.00% | market | 17.14% | 20.59% | — | 4.40% | 0.91% | 3.50% |
| RGEN | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 29.97 | 29.97 | 0.00% | market | 23.08% | 23.07% | — | 4.70% | 0.91% | 3.80% |
| GHI | 2016-08-05 | 2016-08-08 | 2016-09-06 | 3 | 16.70 | 16.70 | 0.00% | market | 87.50% | 43.66% | — | 7.27% | 0.29% | 6.98% |
| BWXT | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 38.05 | 38.05 | 0.00% | market | 15.79% | 15.78% | — | 2.55% | 0.40% | 2.15% |
| FNV | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 77.91 | 77.91 | 0.00% | market | 15.79% | 18.75% | — | -2.49% | 0.40% | -2.89% |
| GRBK | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 7.69 | 7.69 | 0.00% | market | 175.00% | 7.74% | — | 2.63% | 0.40% | 2.23% |
| WB | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 38.42 | 38.42 | 0.00% | market | 77.78% | 11.11% | — | 27.96% | 0.40% | 27.55% |
| ARES | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 16.75 | 16.75 | 0.00% | market | 51.72% | 51.72% | — | 9.27% | 0.09% | 9.18% |
| DQ | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 4.78 | 4.78 | 0.00% | market | 68.00% | 7.74% | — | 5.13% | 0.09% | 5.04% |
| FF | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 11.77 | 11.77 | 0.00% | market | 37.50% | 37.46% | — | -3.50% | 0.09% | -3.59% |
| VNOM | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 16.30 | 16.30 | 0.00% | market | 12.50% | 12.51% | — | 2.29% | 0.09% | 2.20% |
| YRD | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 30.18 | 30.18 | 0.00% | market | 179.17% | 26.14% | — | -29.69% | 0.09% | -29.78% |
| MIDD | 2016-08-10 | 2016-08-11 | 2016-09-09 | 1 | 108.05 | 108.05 | 0.00% | market | 15.32% | 15.31% | — | -8.57% | -2.28% | -6.29% |
| SSRM | 2016-08-10 | 2016-08-11 | 2016-09-09 | 1 | 14.42 | 14.42 | 0.00% | market | 177.78% | 28.57% | — | -16.19% | -2.28% | -13.91% |
| BABA | 2016-08-11 | 2016-08-12 | 2016-09-12 | 1 | 92.98 | 92.98 | 0.00% | market | 21.31% | 21.47% | — | 8.31% | -0.89% | 9.20% |
| HIMX | 2016-08-11 | 2016-08-12 | 2016-09-12 | 1 | 8.90 | 8.90 | 0.00% | market | 20.00% | 19.98% | — | 20.12% | -0.89% | 21.02% |
| PAAS | 2016-08-11 | 2016-08-12 | 2016-09-12 | 1 | 20.40 | 20.40 | 0.00% | market | 379.53% | 333.24% | — | -10.00% | -0.89% | -9.11% |
| SBS | 2016-08-12 | 2016-08-15 | 2016-09-13 | 3 | 1.88 | 1.88 | 0.00% | market | 166.67% | 11.36% | — | -9.14% | -2.59% | -6.56% |
| ATHM | 2016-08-16 | 2016-08-17 | 2016-09-15 | 1 | 26.30 | 26.30 | 0.00% | market | 29.15% | 43.69% | — | -12.69% | -1.25% | -11.44% |
| COTY | 2016-08-16 | 2016-08-17 | 2016-09-15 | 1 | 28.33 | 28.33 | 0.00% | market | 116.67% | 7.74% | — | -14.22% | -1.25% | -12.97% |
| DKS | 2016-08-16 | 2016-08-17 | 2016-09-15 | 1 | 58.11 | 58.11 | 0.00% | market | 18.84% | 18.84% | — | 3.77% | -1.25% | 5.02% |
| URBN | 2016-08-16 | 2016-08-17 | 2016-09-15 | 1 | 35.37 | 35.37 | 0.00% | market | 17.86% | 17.85% | — | 2.70% | -1.25% | 3.95% |
| BBWI | 2016-08-17 | 2016-08-18 | 2016-09-16 | 1 | 62.09 | 62.09 | 0.00% | market | 18.64% | 18.64% | — | -6.54% | -2.28% | -4.27% |
| JOYY | 2016-08-17 | 2016-08-18 | 2016-09-16 | 1 | 49.51 | 49.51 | 0.00% | market | 40.85% | 40.94% | — | 9.94% | -2.28% | 12.21% |
| SQM | 2016-08-24 | 2016-08-25 | 2016-09-23 | 1 | 25.18 | 25.18 | 0.00% | market | 14.81% | 17.39% | — | -0.34% | -0.65% | 0.31% |
| TLYS | 2016-08-24 | 2016-08-25 | 2016-09-23 | 1 | 7.90 | 7.90 | 0.00% | market | 273.97% | 66.68% | — | 20.79% | -0.65% | 21.43% |
| REX | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 13.42 | 13.42 | 0.00% | market | 70.32% | 11.72% | — | 2.73% | -1.69% | 4.42% |
| AMBA | 2016-09-01 | 2016-09-02 | 2016-10-03 | 1 | 70.27 | 70.27 | 0.00% | market | 45.95% | 42.20% | — | 5.08% | -1.20% | 6.28% |
| AGX | 2016-09-06 | 2016-09-07 | 2016-10-05 | 1 | 50.00 | 50.00 | 0.00% | market | 63.29% | 63.29% | — | 17.42% | -1.47% | 18.89% |
| MRVL | 2016-09-06 | 2016-09-07 | 2016-10-05 | 1 | 12.57 | 12.57 | 0.00% | market | 63.64% | 71.61% | — | 4.67% | -1.47% | 6.14% |
| GWRE | 2016-09-07 | 2016-09-08 | 2016-10-06 | 1 | 63.17 | 63.17 | 0.00% | market | 21.88% | 21.86% | — | -5.74% | -1.30% | -4.44% |
| RH | 2016-09-08 | 2016-09-09 | 2016-10-07 | 1 | 39.40 | 39.40 | 0.00% | market | 51.72% | 51.72% | — | -14.64% | -0.89% | -13.75% |
| HAS | 2016-10-17 | 2016-10-18 | 2016-11-15 | 1 | 82.08 | 82.08 | 0.00% | market | 16.67% | 16.66% | — | 3.98% | 1.89% | 2.10% |
| HLX | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 9.99 | 9.99 | 0.00% | market | 214.76% | 233.43% | — | -2.70% | 2.39% | -5.10% |
| PLD | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 52.04 | 52.04 | 0.00% | market | 67.74% | 25.25% | — | -6.00% | 2.16% | -8.16% |
| STC | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 45.07 | 45.07 | 0.00% | market | 17.31% | 10.29% | — | 3.29% | 2.16% | 1.13% |
| ADC | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 47.97 | 47.97 | 0.00% | market | 56.41% | 56.42% | — | -7.73% | 2.75% | -10.48% |
| KN | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 15.01 | 15.01 | 0.00% | market | 27.59% | 23.33% | — | 9.56% | 2.75% | 6.81% |
| ETR | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 36.17 | 36.17 | 0.00% | market | 17.35% | 14.36% | — | -5.93% | 3.51% | -9.45% |
| KEY | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 13.87 | 13.87 | 0.00% | market | 15.38% | 8.79% | — | 26.22% | 3.51% | 22.70% |
| LOGI | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 24.71 | 24.71 | 0.00% | market | 40.00% | 40.00% | — | -1.35% | 3.51% | -4.87% |
| UA | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 32.73 | 32.73 | 0.00% | market | 20.83% | 20.83% | — | -6.27% | 3.51% | -9.78% |
| UAA | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 32.73 | 32.73 | 0.00% | market | 16.00% | 16.00% | — | -6.27% | 3.51% | -9.78% |
| AEM | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 48.88 | 48.88 | 0.00% | market | 38.89% | 38.88% | — | -16.47% | 3.23% | -19.70% |
| AR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 25.97 | 25.97 | 0.00% | market | 50.00% | 50.00% | — | -5.68% | 3.23% | -8.92% |
| B | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 17.10 | 17.10 | 0.00% | market | 26.32% | 681.17% | — | -13.78% | 3.23% | -17.02% |
| DTE | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 79.49 | 79.49 | 0.00% | market | 20.25% | 20.25% | — | 0.55% | 3.23% | -2.68% |
| EVR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 55.40 | 55.40 | 0.00% | market | 24.49% | 20.51% | — | 21.20% | 3.23% | 17.97% |
| EXC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 23.79 | 23.79 | 0.00% | market | 22.97% | 16.67% | — | -2.45% | 3.23% | -5.69% |
| LOB | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 14.50 | 14.50 | 0.00% | market | 25.00% | 22.49% | — | 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% | 29.39% | — | 8.48% | 3.23% | 5.24% |
| MKSI | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 50.00 | 50.00 | 0.00% | market | 12.82% | 14.27% | — | 15.60% | 3.23% | 12.37% |
| TSLA | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 14.09 | 14.09 | 0.00% | market | 269.00% | 31.48% | — | -7.06% | 3.23% | -10.29% |
| UCTT | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 8.60 | 8.60 | 0.00% | market | 41.67% | 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% | 19.93% | — | -20.91% | 3.23% | -24.15% |
| WDC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 44.24 | 44.24 | 0.00% | market | 12.38% | 13.46% | — | 5.10% | 3.23% | 1.86% |
| BX | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 25.48 | 25.48 | 0.00% | market | 18.75% | 15.66% | — | 1.20% | 3.44% | -2.25% |
| CMS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 41.24 | 41.24 | 0.00% | market | 12.90% | 12.90% | — | 0.58% | 3.44% | -2.86% |
| CRUS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 56.87 | 56.87 | 0.00% | market | 28.57% | 28.58% | — | 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% | 155.16% | — | 26.57% | 3.44% | 23.12% |
| PIPR | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 13.70 | 13.70 | 0.00% | market | 47.31% | 45.86% | — | 24.94% | 3.44% | 21.49% |
| SIMO | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 44.91 | 44.91 | 0.00% | market | 13.83% | 13.82% | — | 1.90% | 3.44% | -1.54% |
| TAL | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 13.68 | 13.68 | 0.00% | market | 33.33% | 11.12% | — | -6.53% | 3.44% | -9.98% |
| VALE | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 6.98 | 6.98 | 0.00% | market | 35.71% | 23.08% | — | 30.27% | 3.44% | 26.83% |
| ARLP | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 24.40 | 24.40 | 0.00% | market | 24.66% | 24.66% | — | -2.15% | 3.75% | -5.90% |
| SNY | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 39.01 | 39.01 | 0.00% | market | 16.28% | 49.58% | — | 3.57% | 3.75% | -0.18% |
| AMKR | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 9.88 | 9.88 | 0.00% | market | 19.05% | 19.05% | — | 19.54% | 3.50% | 16.04% |
| ORC | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 53.65 | 53.65 | 0.00% | market | 114.65% | 43.66% | — | -0.19% | 3.50% | -3.69% |
| AMRC | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 5.40 | 5.40 | 0.00% | market | 33.33% | 33.33% | — | 11.01% | 4.23% | 6.78% |
| CALX | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 6.70 | 6.70 | 0.00% | market | 20.00% | 33.32% | — | 9.60% | 4.23% | 5.37% |
| CORT | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 7.00 | 7.00 | 0.00% | market | 199.85% | 100.01% | — | 13.47% | 4.23% | 9.24% |
| DVN | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 37.33 | 37.33 | 0.00% | market | 80.00% | 34.68% | — | 28.08% | 4.23% | 23.85% |
| MOS | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 24.53 | 24.53 | 0.00% | market | 200.00% | 310.00% | — | 18.49% | 4.23% | 14.25% |
| MTDR | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 22.49 | 22.49 | 0.00% | market | 849.37% | 500.00% | — | 16.93% | 4.23% | 12.70% |
| NMIH | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 8.20 | 8.20 | 0.00% | market | 42.86% | 36.06% | — | 6.61% | 4.23% | 2.37% |
| WES | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 41.76 | 41.76 | 0.00% | market | 15.38% | 15.40% | — | 1.94% | 4.23% | -2.30% |
| FPI | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 10.35 | 10.35 | 0.00% | market | 12.50% | 99.88% | — | 6.76% | 4.61% | 2.15% |
| HBM | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 4.25 | 4.25 | 0.00% | market | 33.33% | 7.75% | — | 59.90% | 4.61% | 55.29% |
| NVMI | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 12.22 | 12.22 | 0.00% | market | 30.77% | 36.00% | — | 7.18% | 4.61% | 2.57% |
| RGLD | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 70.00 | 70.00 | 0.00% | market | 15.00% | 15.05% | — | 0.93% | 4.61% | -3.69% |
| STWD | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 21.89 | 21.89 | 0.00% | market | 18.00% | 15.65% | — | 2.78% | 4.61% | -1.84% |
| TTWO | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 49.22 | 49.22 | 0.00% | market | 55.17% | 46.46% | — | -3.68% | 4.61% | -8.29% |
| WTM | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 838.35 | 838.35 | 0.00% | market | 29.65% | 809.75% | — | 1.59% | 4.61% | -3.03% |
| CQP | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 26.66 | 26.66 | 0.00% | market | 250.00% | 285.72% | — | 10.37% | 5.79% | 4.58% |
| HCI | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 28.35 | 28.35 | 0.00% | market | 87.04% | 38.53% | — | 15.28% | 5.79% | 9.49% |
| LDOS | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 44.36 | 44.36 | 0.00% | market | 31.58% | 30.21% | — | 16.85% | 5.79% | 11.07% |
| LVS | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 59.17 | 59.17 | 0.00% | market | 20.00% | 20.02% | — | 3.20% | 5.79% | -2.59% |
| MITT | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 46.65 | 46.65 | 0.00% | market | 13.64% | 86.22% | — | 14.84% | 5.79% | 9.05% |
| MTZ | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 30.50 | 30.50 | 0.00% | market | 17.39% | 17.39% | — | 27.60% | 5.79% | 21.82% |
| PFSI | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 17.55 | 17.55 | 0.00% | market | 15.22% | 17.95% | — | 2.75% | 5.79% | -3.04% |
| PI | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 27.70 | 27.70 | 0.00% | market | 66.67% | 21.21% | — | -0.89% | 5.79% | -6.68% |
| PLUS | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 23.81 | 23.81 | 0.00% | market | 20.00% | 20.99% | — | 18.76% | 5.79% | 12.97% |
| UI | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 56.61 | 56.61 | 0.00% | market | 14.49% | 14.47% | — | -4.04% | 5.79% | -9.83% |
| CNP | 2016-11-04 | 2016-11-07 | 2016-12-06 | 3 | 23.30 | 23.30 | 0.00% | market | 13.89% | 13.89% | — | 1.96% | 6.31% | -4.35% |
| FE | 2016-11-04 | 2016-11-07 | 2016-12-06 | 3 | 33.89 | 33.89 | 0.00% | market | 15.38% | 13.92% | — | -10.49% | 6.31% | -16.79% |
| HE | 2016-11-04 | 2016-11-07 | 2016-12-06 | 3 | 29.21 | 29.21 | 0.00% | market | 18.37% | 15.99% | — | 5.79% | 6.31% | -0.52% |
| LIND | 2016-11-04 | 2016-11-07 | 2016-12-06 | 3 | 8.53 | 8.53 | 0.00% | market | 14.29% | 14.24% | — | 15.37% | 6.31% | 9.07% |
| BSM | 2016-11-07 | 2016-11-08 | 2016-12-07 | 1 | 18.22 | 18.22 | 0.00% | market | 16.67% | 49.96% | — | 1.71% | 5.60% | -3.89% |
| EBS | 2016-11-07 | 2016-11-08 | 2016-12-07 | 1 | 27.42 | 27.42 | 0.00% | market | 123.08% | 16.72% | — | -3.38% | 5.60% | -8.98% |
| FANG | 2016-11-07 | 2016-11-08 | 2016-12-07 | 1 | 92.70 | 92.70 | 0.00% | market | 54.29% | 58.86% | — | 13.59% | 5.60% | 7.99% |
| FN | 2016-11-07 | 2016-11-08 | 2016-12-07 | 1 | 41.81 | 41.81 | 0.00% | market | 12.68% | 12.69% | — | -3.28% | 5.60% | -8.88% |
| FNV | 2016-11-07 | 2016-11-08 | 2016-12-07 | 1 | 65.97 | 65.97 | 0.00% | market | 20.00% | 20.00% | — | -13.94% | 5.60% | -19.54% |
| IAG | 2016-11-07 | 2016-11-08 | 2016-12-07 | 1 | 4.23 | 4.23 | 0.00% | market | 346.43% | 400.00% | — | -7.67% | 5.60% | -13.26% |
| MGM | 2016-11-07 | 2016-11-08 | 2016-12-07 | 1 | 27.28 | 27.28 | 0.00% | market | 625.00% | 427.28% | — | 9.69% | 5.60% | 4.09% |
| TPVG | 2016-11-07 | 2016-11-08 | 2016-12-07 | 1 | 10.95 | 10.95 | 0.00% | market | 14.29% | 9.99% | — | 18.44% | 5.60% | 12.84% |
| VNOM | 2016-11-07 | 2016-11-08 | 2016-12-07 | 1 | 14.05 | 14.05 | 0.00% | market | 20.00% | 19.98% | — | 11.36% | 5.60% | 5.76% |
| SSRM | 2016-11-08 | 2016-11-09 | 2016-12-08 | 1 | 11.83 | 11.83 | 0.00% | market | 14.81% | 17.39% | — | -16.50% | 6.02% | -22.52% |
| ABR | 2016-11-09 | 2016-11-10 | 2016-12-09 | 1 | 7.29 | 7.29 | 0.00% | market | 31.25% | 47.75% | — | 3.06% | 4.24% | -1.18% |
| AG | 2016-11-09 | 2016-11-10 | 2016-12-09 | 1 | 9.24 | 9.24 | 0.00% | market | 16.67% | 5.86% | — | -4.97% | 4.24% | -9.21% |
| ATO | 2016-11-09 | 2016-11-10 | 2016-12-09 | 1 | 72.39 | 72.39 | 0.00% | market | 21.88% | 90.72% | — | 1.06% | 4.24% | -3.18% |
| OR | 2016-11-09 | 2016-11-10 | 2016-12-09 | 1 | 9.88 | 9.88 | 0.00% | market | 33.33% | 10.38% | — | 1.11% | 4.24% | -3.12% |
| ELF | 2016-11-10 | 2016-11-11 | 2016-12-12 | 1 | 27.23 | 27.23 | 0.00% | market | 700.00% | 800.03% | — | 12.61% | 4.71% | 7.90% |
| NVDA | 2016-11-10 | 2016-11-11 | 2016-12-12 | 1 | 1.99 | 1.99 | 0.00% | market | 100.00% | 45.61% | — | 12.46% | 4.71% | 7.76% |
| TTD | 2016-11-10 | 2016-11-11 | 2016-12-12 | 1 | 2.50 | 2.50 | 0.00% | market | 13.38% | 16.67% | — | 17.50% | 4.71% | 12.79% |
| NMM | 2016-11-14 | 2016-11-15 | 2016-12-14 | 1 | 26.99 | 26.99 | 0.00% | market | 600.00% | 600.01% | — | -20.66% | 4.07% | -24.74% |
| PAAS | 2016-11-14 | 2016-11-15 | 2016-12-14 | 1 | 15.18 | 15.18 | 0.00% | market | 41.18% | 41.20% | — | 5.50% | 4.07% | 1.43% |
| WB | 2016-11-21 | 2016-11-22 | 2016-12-21 | 1 | 45.53 | 45.53 | 0.00% | market | 14.29% | 25.00% | — | -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% | 17.98% | — | -0.40% | 2.45% | -2.85% |
| MOV | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 29.35 | 29.35 | 0.00% | market | 26.39% | 26.39% | — | -1.97% | 2.45% | -4.43% |
| THO | 2016-11-28 | 2016-11-29 | 2016-12-28 | 1 | 98.09 | 98.09 | 0.00% | market | 21.14% | 21.14% | — | 2.67% | 1.76% | 0.91% |
| TLYS | 2016-11-30 | 2016-12-01 | 2016-12-30 | 1 | 11.88 | 11.88 | 0.00% | market | 100.00% | 100.01% | — | 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% | 18.07% | — | -7.91% | 2.54% | -10.44% |
| GCO | 2016-12-02 | 2016-12-05 | 2017-01-04 | 3 | 66.40 | 66.40 | 0.00% | market | 37.63% | 37.64% | — | -4.62% | 2.69% | -7.31% |
| HOV | 2016-12-08 | 2016-12-09 | 2017-01-10 | 1 | 59.75 | 59.75 | 0.00% | market | 22.32% | 23.07% | — | 14.96% | 0.47% | 14.50% |
| CHKP | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 96.99 | 96.99 | 0.00% | market | 16.80% | 16.80% | — | 4.25% | 3.70% | 0.55% |
| MRCY | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 34.29 | 34.29 | 0.00% | market | 18.18% | 172.73% | — | 10.63% | 4.36% | 6.27% |
| BABA | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 102.46 | 102.46 | 0.00% | market | 13.04% | 22.73% | — | -0.10% | 3.38% | -3.48% |
| ONB | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 18.00 | 18.00 | 0.00% | market | 25.00% | 23.56% | — | 4.62% | 3.38% | 1.24% |
| DLB | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 50.62 | 50.62 | 0.00% | market | 30.77% | 30.75% | — | -3.22% | 3.20% | -6.42% |
| MEOH | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 48.50 | 48.50 | 0.00% | market | 206.67% | 34.68% | — | 7.01% | 3.20% | 3.81% |
| NVR | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 1,870.00 | 1,870.00 | 0.00% | market | 14.23% | 14.16% | — | 3.03% | 3.20% | -0.17% |
| VRTX | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 85.75 | 85.75 | 0.00% | market | 34.62% | 20.69% | — | 0.27% | 3.20% | -2.93% |
| PHM | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 21.36 | 21.36 | 0.00% | market | 13.56% | 40.68% | — | 3.36% | 3.35% | 0.01% |
| BANC | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 15.25 | 15.25 | 0.00% | market | 12.50% | 14.29% | — | 34.65% | 5.64% | 29.01% |
| DHT | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 4.78 | 4.78 | 0.00% | market | 80.00% | 34.68% | — | 3.25% | 5.64% | -2.39% |
| BIP | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 21.04 | 21.04 | 0.00% | market | 42.11% | 37.93% | — | 1.90% | 4.74% | -2.85% |
| CRUS | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 56.64 | 56.64 | 0.00% | market | 14.72% | 14.73% | — | -5.38% | 4.74% | -10.12% |
| ENR | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 52.63 | 52.63 | 0.00% | market | 22.76% | 22.76% | — | 5.37% | 4.74% | 0.63% |
| EXTR | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 5.35 | 5.35 | 0.00% | market | 71.43% | 41.41% | — | 14.85% | 4.74% | 10.11% |
| FNF | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 25.58 | 25.58 | 0.00% | market | 14.52% | 215.83% | — | 4.98% | 4.74% | 0.24% |
| HLI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 33.13 | 33.13 | 0.00% | market | 14.00% | 13.99% | — | -2.91% | 4.74% | -7.65% |
| UGI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 46.13 | 46.13 | 0.00% | market | 21.33% | 19.74% | — | 4.65% | 4.74% | -0.10% |
| AMZN | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 40.34 | 40.34 | 0.00% | market | 14.29% | 14.07% | — | 4.83% | 3.89% | 0.95% |
| EQT | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 34.40 | 34.40 | 0.00% | market | 350.00% | 1079.64% | — | -4.98% | 3.89% | -8.87% |
| FTNT | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 7.43 | 7.43 | 0.00% | market | 46.09% | 42.87% | — | -2.25% | 3.89% | -6.14% |
| NFG | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 57.10 | 57.10 | 0.00% | market | 19.54% | 19.54% | — | 6.06% | 3.89% | 2.18% |
| NOK | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 4.83 | 4.83 | 0.00% | market | 62.50% | 12.75% | — | 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% | 24.99% | — | 6.10% | 3.89% | 2.22% |
| PIPR | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 19.10 | 19.10 | 0.00% | market | 29.63% | 28.51% | — | -8.58% | 3.89% | -12.47% |
| APO | 2017-02-03 | 2017-02-06 | 2017-03-07 | 3 | 22.33 | 22.33 | 0.00% | market | 28.95% | 27.27% | — | 1.78% | 3.55% | -1.77% |
| MSGS | 2017-02-03 | 2017-02-06 | 2017-03-07 | 3 | 86.74 | 86.74 | 0.00% | market | 17.73% | 21.56% | — | 8.62% | 3.55% | 5.07% |
| AGCO | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 64.01 | 64.01 | 0.00% | market | 18.31% | 18.31% | — | -7.63% | 3.46% | -11.09% |
| EMR | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 62.00 | 62.00 | 0.00% | market | 16.67% | 33.33% | — | -4.49% | 3.46% | -7.95% |
| GOLD | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 9.85 | 9.85 | 0.00% | market | 53.85% | 50.00% | — | -6.70% | 3.46% | -10.16% |
| WTM | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 889.70 | 889.70 | 0.00% | market | 228.67% | 29158.18% | — | 3.42% | 3.46% | -0.04% |
| CMP | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 83.25 | 83.25 | 0.00% | market | 15.38% | 21.62% | — | -12.29% | 3.69% | -15.98% |
| PAYC | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 48.85 | 48.85 | 0.00% | market | 38.46% | 38.48% | — | 14.91% | 3.69% | 11.22% |
| RYN | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 28.71 | 28.71 | 0.00% | market | 36.35% | 11.09% | — | -0.17% | 3.69% | -3.86% |
| TTMI | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 16.50 | 16.50 | 0.00% | market | 28.89% | 28.89% | — | -2.89% | 3.69% | -6.57% |
| VRNS | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 10.28 | 10.28 | 0.00% | market | 14.29% | 14.29% | — | -11.29% | 3.69% | -14.97% |
| WD | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 37.64 | 37.64 | 0.00% | market | 56.76% | 56.75% | — | 8.51% | 3.69% | 4.82% |
| ATEN | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 9.01 | 9.01 | 0.00% | market | 90.96% | 56.61% | — | 0.90% | 2.95% | -2.05% |
| CLF | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 10.92 | 10.92 | 0.00% | market | 47.83% | 47.83% | — | -17.22% | 2.95% | -20.17% |
| MANU | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 15.10 | 15.10 | 0.00% | market | 30.00% | 61.37% | — | 9.50% | 2.95% | 6.55% |
| PJT | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 33.10 | 33.10 | 0.00% | market | 45.83% | 45.83% | — | 16.24% | 2.95% | 13.30% |
| ON | 2017-02-12 | 2017-02-13 | 2017-03-14 | 1 | 15.14 | 15.14 | 0.00% | market | 26.09% | 26.09% | — | 1.29% | 2.08% | -0.79% |
| BRKR | 2017-02-13 | 2017-02-14 | 2017-03-15 | 1 | 24.28 | 24.28 | 0.00% | market | 24.32% | 24.32% | — | -0.43% | 2.75% | -3.18% |
| USAC | 2017-02-13 | 2017-02-14 | 2017-03-15 | 1 | 18.16 | 18.16 | 0.00% | market | 73.10% | 34.70% | — | -7.92% | 2.75% | -10.67% |
| FANG | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 111.84 | 111.84 | 0.00% | market | 66.67% | 14.48% | — | -7.61% | 2.15% | -9.77% |
| IOSP | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 72.95 | 72.95 | 0.00% | market | 22.47% | 22.47% | — | -14.42% | 2.15% | -16.58% |
| VNOM | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 18.50 | 18.50 | 0.00% | market | 26.67% | 26.68% | — | -4.37% | 2.15% | -6.52% |
| CIGI | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 42.45 | 42.45 | 0.00% | market | 16.19% | 16.20% | — | 12.15% | 0.89% | 11.26% |
| DX | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 20.13 | 20.13 | 0.00% | market | 200.00% | 216.69% | — | 2.73% | 0.89% | 1.85% |
| HLT | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 59.54 | 59.54 | 0.00% | market | 25.00% | 204.42% | — | -2.82% | 0.89% | -3.71% |
| ANET | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 6.94 | 6.94 | 0.00% | market | 30.00% | 26.83% | — | 17.34% | 1.21% | 16.13% |
| HII | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 211.00 | 211.00 | 0.00% | market | 71.43% | 41.41% | — | 0.05% | 1.21% | -1.16% |
| TTD | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 3.40 | 3.40 | 0.00% | market | 45.56% | 43.48% | — | 11.96% | 1.21% | 10.75% |
| WLK | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 65.43 | 65.43 | 0.00% | market | 12.50% | 12.50% | — | -1.06% | -0.74% | -0.33% |
| FPI | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 11.00 | 11.00 | 0.00% | market | 940.00% | 766.80% | — | -0.74% | -1.20% | 0.47% |
| GRMN | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 54.50 | 54.50 | 0.00% | market | 28.07% | 28.07% | — | -5.64% | -1.20% | -4.44% |
| RRC | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 30.65 | 30.65 | 0.00% | market | 130.00% | 34.68% | — | -11.26% | -1.20% | -10.06% |
| SUN | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 26.87 | 26.87 | 0.00% | market | 196.43% | 2473.10% | — | -9.55% | -1.20% | -8.35% |
| UCTT | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 14.00 | 14.00 | 0.00% | market | 33.33% | 33.33% | — | 9.76% | -1.20% | 10.96% |
| WB | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 55.70 | 55.70 | 0.00% | market | 13.33% | 27.27% | — | -11.86% | -1.20% | -10.66% |
| AGO | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 41.90 | 41.90 | 0.00% | market | 54.41% | 125.76% | — | -12.15% | -0.68% | -11.47% |
| MELI | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 201.00 | 201.00 | 0.00% | market | 24.73% | 24.72% | — | 4.81% | -0.68% | 5.48% |
| OLED | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 74.00 | 74.00 | 0.00% | market | 50.00% | 49.95% | — | 12.60% | -0.68% | 13.28% |
| TTC | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 60.20 | 60.20 | 0.00% | market | 13.89% | 13.90% | — | 1.20% | -0.68% | 1.88% |
| CCU | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 23.43 | 23.43 | 0.00% | market | 32.35% | 45.11% | — | 6.34% | -0.57% | 6.92% |
| EXEL | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 21.70 | 21.70 | 0.00% | market | 1900.00% | 1100.00% | — | -2.04% | -0.57% | -1.47% |
| KTOS | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 8.77 | 8.77 | 0.00% | market | 137.53% | 31.72% | — | -10.25% | -0.57% | -9.68% |
| STGW | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 8.75 | 8.75 | 0.00% | market | 150.00% | 150.03% | — | 5.61% | -0.57% | 6.18% |
| AR | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 24.40 | 24.40 | 0.00% | market | 15.79% | 15.79% | — | -5.30% | -1.20% | -4.11% |
| ETSY | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 11.46 | 11.46 | 0.00% | market | 1207.01% | 850.08% | — | -9.79% | -1.20% | -8.59% |
| FRO | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 7.00 | 7.00 | 0.00% | market | 175.00% | 16.74% | — | -1.24% | -1.20% | -0.05% |
| IONS | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 49.52 | 49.52 | 0.00% | market | 300.00% | 75.00% | — | -22.17% | -1.20% | -20.98% |
| PARR | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 15.12 | 15.12 | 0.00% | market | 900.00% | 328.60% | — | 7.84% | -1.20% | 9.03% |
| BBY | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 42.22 | 42.22 | 0.00% | market | 16.77% | 16.77% | — | 14.99% | -1.37% | 16.35% |
| KNSL | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 30.26 | 30.26 | 0.00% | market | 22.22% | 28.24% | — | 6.28% | -1.37% | 7.64% |
| ATHM | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 33.21 | 33.21 | 0.00% | market | 45.12% | 116.68% | — | -4.44% | -1.02% | -3.42% |
| CNQ | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 15.22 | 15.22 | 0.00% | market | 55.56% | 176.75% | — | 7.65% | -1.02% | 8.67% |
| GWRE | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 58.26 | 58.26 | 0.00% | market | 100.00% | 100.04% | — | -3.41% | -1.02% | -2.39% |
| TAC | 2017-03-03 | 2017-03-06 | 2017-04-03 | 3 | 5.60 | 5.60 | 0.00% | market | 85.71% | 10.11% | — | 2.58% | -0.91% | 3.49% |
| ELF | 2017-03-08 | 2017-03-09 | 2017-04-06 | 1 | 31.03 | 31.03 | 0.00% | market | 35.71% | 35.71% | — | -11.93% | -0.53% | -11.39% |
| GLP | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 19.15 | 19.15 | 0.00% | market | 79.23% | 43.71% | — | 3.29% | -1.16% | 4.46% |
| MYRG | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 41.15 | 41.15 | 0.00% | market | 20.00% | 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% | 2888.09% | — | -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% | 27.80% | — | -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% | 14.25% | — | 7.43% | -0.89% | 8.32% |
| WPM | 2017-03-21 | 2017-03-22 | 2017-04-20 | 1 | 20.01 | 20.01 | 0.00% | market | 18.75% | 55.03% | — | 6.10% | 0.67% | 5.43% |
| LNN | 2017-03-30 | 2017-03-31 | 2017-05-01 | 1 | 88.92 | 88.92 | 0.00% | market | 20.51% | 20.54% | — | -2.06% | 1.18% | -3.24% |
| AGX | 2017-04-10 | 2017-04-11 | 2017-05-10 | 1 | 69.05 | 69.05 | 0.00% | market | 59.26% | 59.23% | — | 2.36% | 2.12% | 0.25% |
| BAC | 2017-04-18 | 2017-04-19 | 2017-05-17 | 1 | 22.92 | 22.92 | 0.00% | market | 17.14% | 17.14% | — | -1.63% | 0.55% | -2.18% |
| LRCX | 2017-04-18 | 2017-04-19 | 2017-05-17 | 1 | 13.39 | 13.39 | 0.00% | market | 12.00% | 9.80% | — | 9.91% | 0.55% | 9.35% |
| HDB | 2017-04-21 | 2017-04-24 | 2017-05-22 | 3 | 19.98 | 19.98 | 0.00% | market | 1375.69% | 96.82% | — | 6.11% | 0.99% | 5.12% |
| CHCO | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 72.67 | 72.67 | 0.00% | market | 30.00% | 27.48% | — | -9.29% | 0.90% | -10.19% |
| RRC | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 27.15 | 27.15 | 0.00% | market | 31.58% | 31.58% | — | -7.69% | 0.90% | -8.59% |
| EW | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 36.37 | 36.37 | 0.00% | market | 14.81% | 14.63% | — | 4.55% | 0.88% | 3.67% |
| SCL | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 88.00 | 88.00 | 0.00% | market | 14.29% | 14.28% | — | -3.42% | 0.88% | -4.30% |
| TX | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 26.66 | 26.66 | 0.00% | market | 64.20% | 45.28% | — | -1.90% | 0.88% | -2.78% |
| WYNN | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 123.30 | 123.30 | 0.00% | market | 22.77% | 27.25% | — | 0.47% | 0.88% | -0.41% |
| BOKF | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 86.10 | 86.10 | 0.00% | market | 28.57% | 24.06% | — | -3.42% | 1.25% | -4.67% |
| BSBR | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 8.04 | 8.04 | 0.00% | market | 14.29% | 16.79% | — | -9.55% | 1.25% | -10.80% |
| CUBI | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 31.50 | 31.50 | 0.00% | market | 16.39% | 9.17% | — | -7.56% | 1.25% | -8.81% |
| DTE | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 89.07 | 89.07 | 0.00% | market | 14.74% | 14.74% | — | 4.01% | 1.25% | 2.76% |
| FTI | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 24.63 | 24.63 | 0.00% | market | 115.15% | 39.17% | — | -2.45% | 1.25% | -3.71% |
| LOB | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 24.00 | 24.00 | 0.00% | market | 12.50% | 9.75% | — | 5.11% | 1.25% | 3.86% |
| MKTX | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 195.03 | 195.03 | 0.00% | market | 15.63% | 16.63% | — | 0.17% | 1.25% | -1.08% |
| ROG | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 95.00 | 95.00 | 0.00% | market | 46.09% | 46.11% | — | 14.07% | 1.25% | 12.82% |
| TER | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 35.00 | 35.00 | 0.00% | market | 15.79% | 15.79% | — | 0.87% | 1.25% | -0.38% |
| AIT | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 67.10 | 67.10 | 0.00% | market | 19.05% | 19.05% | — | -8.22% | 1.18% | -9.40% |
| COHU | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 20.80 | 20.80 | 0.00% | market | 45.83% | 45.83% | — | -12.60% | 1.18% | -13.78% |
| CRS | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 40.01 | 40.01 | 0.00% | market | 33.33% | 33.33% | — | -8.85% | 1.18% | -10.02% |
| CSTM | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 6.60 | 6.60 | 0.00% | market | 49.97% | 29.82% | — | 0.66% | 1.18% | -0.52% |
| CVI | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 17.51 | 17.51 | 0.00% | market | 620.00% | 440.00% | — | -6.38% | 1.18% | -7.56% |
| KKR | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 19.19 | 19.19 | 0.00% | market | 30.00% | 29.99% | — | -2.81% | 1.18% | -3.99% |
| MGM | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 31.28 | 31.28 | 0.00% | market | 31.03% | 30.58% | — | 1.63% | 1.18% | 0.45% |
| PH | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 162.17 | 162.17 | 0.00% | market | 13.44% | 13.44% | — | -1.89% | 1.18% | -3.07% |
| PRLB | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 58.75 | 58.75 | 0.00% | market | 13.33% | 13.29% | — | 8.84% | 1.18% | 7.66% |
| SRPT | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 38.00 | 38.00 | 0.00% | market | 14.12% | 368.81% | — | -21.13% | 1.18% | -22.30% |
| TAL | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 19.90 | 19.90 | 0.00% | market | 20.00% | 20.01% | — | -0.20% | 1.18% | -1.38% |
| TBBK | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 5.60 | 5.60 | 0.00% | market | 100.00% | 57.13% | — | 9.19% | 1.18% | 8.01% |
| VRTX | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 119.50 | 119.50 | 0.00% | market | 41.38% | 5.13% | — | 0.25% | 1.18% | -0.92% |
| CORT | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 10.53 | 10.53 | 0.00% | market | 33.33% | 33.33% | — | 7.31% | 1.09% | 6.22% |
| DAN | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 20.22 | 20.22 | 0.00% | market | 70.27% | 35.90% | — | 8.95% | 1.92% | 7.03% |
| FSLR | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 32.50 | 32.50 | 0.00% | market | 292.31% | 92.31% | — | 17.81% | 1.92% | 15.89% |
| PAYC | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 63.11 | 63.11 | 0.00% | market | 14.63% | 14.64% | — | 6.24% | 1.92% | 4.32% |
| VNOM | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 17.89 | 17.89 | 0.00% | market | 15.79% | 15.80% | — | -4.46% | 1.92% | -6.38% |
| WLK | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 64.11 | 64.11 | 0.00% | market | 18.09% | 27.71% | — | -2.72% | 1.92% | -4.64% |
| CG | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 18.25 | 18.25 | 0.00% | market | 186.84% | 63.97% | — | -2.57% | 2.24% | -4.80% |
| EXK | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 3.06 | 3.06 | 0.00% | market | 150.00% | 150.01% | — | -5.00% | 2.24% | -7.24% |
| KLIC | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 21.00 | 21.00 | 0.00% | market | 25.00% | 25.01% | — | 6.80% | 2.24% | 4.57% |
| MET | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 47.01 | 47.01 | 0.00% | market | 14.96% | 930.16% | — | -2.59% | 2.24% | -4.82% |
| MTDR | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 22.21 | 22.21 | 0.00% | market | 70.00% | 7.74% | — | 4.27% | 2.24% | 2.03% |
| SMP | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 52.81 | 52.81 | 0.00% | market | 15.62% | 15.62% | — | -5.21% | 2.24% | -7.45% |
| SRI | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 20.79 | 20.79 | 0.00% | market | 15.15% | 15.16% | — | -23.81% | 2.24% | -26.05% |
| ACLS | 2017-05-04 | 2017-05-05 | 2017-06-05 | 1 | 20.50 | 20.50 | 0.00% | market | 38.10% | 38.08% | — | 16.00% | 2.01% | 13.99% |
| BZH | 2017-05-04 | 2017-05-05 | 2017-06-05 | 1 | 12.94 | 12.94 | 0.00% | market | 489.10% | 249.97% | — | -6.13% | 2.01% | -8.13% |
| DFIN | 2017-05-04 | 2017-05-05 | 2017-06-05 | 1 | 21.84 | 21.84 | 0.00% | market | 44.83% | 44.83% | — | 4.75% | 2.01% | 2.75% |
| EFC | 2017-05-04 | 2017-05-05 | 2017-06-05 | 1 | 16.60 | 16.60 | 0.00% | market | 16.13% | 5.59% | — | -0.28% | 2.01% | -2.29% |
| LNG | 2017-05-04 | 2017-05-05 | 2017-06-05 | 1 | 44.89 | 44.89 | 0.00% | market | 162.16% | 35.29% | — | 9.63% | 2.01% | 7.63% |
| RGEN | 2017-05-04 | 2017-05-05 | 2017-06-05 | 1 | 38.25 | 38.25 | 0.00% | market | 15.38% | 15.38% | — | 3.82% | 2.01% | 1.81% |
| SPXC | 2017-05-04 | 2017-05-05 | 2017-06-05 | 1 | 24.81 | 24.81 | 0.00% | market | 40.74% | 40.74% | — | -0.22% | 2.01% | -2.23% |
| WING | 2017-05-04 | 2017-05-05 | 2017-06-05 | 1 | 32.80 | 32.80 | 0.00% | market | 37.50% | 9.35% | — | -10.71% | 2.01% | -12.72% |
| APPF | 2017-05-05 | 2017-05-08 | 2017-06-06 | 3 | 27.00 | 27.00 | 0.00% | market | 330.11% | 150.00% | — | 17.31% | 1.44% | 15.86% |
| DCH | 2017-05-05 | 2017-05-08 | 2017-06-06 | 3 | 17.59 | 17.59 | 0.00% | market | 17.05% | 17.05% | — | -10.79% | 1.44% | -12.23% |
| GHI | 2017-05-05 | 2017-05-08 | 2017-06-06 | 3 | 17.18 | 17.18 | 0.00% | market | 66.67% | 21.21% | — | 3.39% | 1.44% | 1.95% |
| KOP | 2017-05-05 | 2017-05-08 | 2017-06-06 | 3 | 42.10 | 42.10 | 0.00% | market | 94.29% | 7.74% | — | -16.49% | 1.44% | -17.93% |
| NJR | 2017-05-05 | 2017-05-08 | 2017-06-06 | 3 | 40.75 | 40.75 | 0.00% | market | 21.00% | 21.01% | — | 4.44% | 1.44% | 3.00% |
| AMC | 2017-05-08 | 2017-05-09 | 2017-06-07 | 1 | 293.00 | 293.00 | 0.00% | market | 462.50% | 40.00% | — | -19.04% | 1.54% | -20.58% |
| AR | 2017-05-08 | 2017-05-09 | 2017-06-07 | 1 | 21.81 | 21.81 | 0.00% | market | 100.00% | 100.00% | — | -7.02% | 1.54% | -8.57% |
| BSM | 2017-05-08 | 2017-05-09 | 2017-06-07 | 1 | 16.77 | 16.77 | 0.00% | market | 111.76% | 35.27% | — | -5.23% | 1.54% | -6.77% |
| EGY | 2017-05-08 | 2017-05-09 | 2017-06-07 | 1 | 1.10 | 1.10 | 0.00% | market | 799.74% | 599.87% | — | -15.25% | 1.54% | -16.80% |
| KRO | 2017-05-08 | 2017-05-09 | 2017-06-07 | 1 | 17.29 | 17.29 | 0.00% | market | 16.67% | 16.67% | — | 6.26% | 1.54% | 4.72% |
| NOVT | 2017-05-08 | 2017-05-09 | 2017-06-07 | 1 | 30.50 | 30.50 | 0.00% | market | 29.17% | 29.14% | — | 24.49% | 1.54% | 22.95% |
| WLFC | 2017-05-08 | 2017-05-09 | 2017-06-07 | 1 | 7.98 | 7.98 | 0.00% | market | 1278.95% | 98.33% | — | 12.56% | 1.54% | 11.01% |
| DQ | 2017-05-09 | 2017-05-10 | 2017-06-08 | 1 | 4.45 | 4.45 | 0.00% | market | 58.62% | 43.22% | — | -4.06% | 1.83% | -5.89% |
| FNV | 2017-05-09 | 2017-05-10 | 2017-06-08 | 1 | 68.90 | 68.90 | 0.00% | market | 13.64% | 13.64% | — | 7.42% | 1.83% | 5.58% |
| GDOT | 2017-05-09 | 2017-05-10 | 2017-06-08 | 1 | 35.17 | 35.17 | 0.00% | market | 19.05% | 20.39% | — | 11.47% | 1.83% | 9.64% |
| BR | 2017-05-10 | 2017-05-11 | 2017-06-09 | 1 | 70.69 | 70.69 | 0.00% | market | 15.00% | 15.00% | — | 4.92% | 1.70% | 3.23% |
| CROX | 2017-05-10 | 2017-05-11 | 2017-06-09 | 1 | 7.29 | 7.29 | 0.00% | market | 319.05% | 266.68% | — | -1.88% | 1.70% | -3.58% |
| ICUI | 2017-05-10 | 2017-05-11 | 2017-06-09 | 1 | 169.00 | 169.00 | 0.00% | market | 273.33% | 265.27% | — | -0.66% | 1.70% | -2.36% |
| MBI | 2017-05-10 | 2017-05-11 | 2017-06-09 | 1 | 8.11 | 8.11 | 0.00% | market | 16.67% | 36.44% | — | 8.28% | 1.70% | 6.59% |
| PEGA | 2017-05-10 | 2017-05-11 | 2017-06-09 | 1 | 27.73 | 27.73 | 0.00% | market | 56.00% | 32.76% | — | 10.36% | 1.70% | 8.66% |
| PR | 2017-05-10 | 2017-05-11 | 2017-06-09 | 1 | 16.89 | 16.89 | 0.00% | market | 72.86% | 99.99% | — | -10.99% | 1.70% | -12.69% |
| TCOM | 2017-05-10 | 2017-05-11 | 2017-06-09 | 1 | 53.86 | 53.86 | 0.00% | market | 132.09% | 133.94% | — | 3.56% | 1.70% | 1.86% |
| ASIX | 2017-05-11 | 2017-05-12 | 2017-06-12 | 1 | 28.95 | 28.95 | 0.00% | market | 104.65% | 14.39% | — | 1.18% | 1.79% | -0.61% |
| GOLF | 2017-05-12 | 2017-05-15 | 2017-06-13 | 3 | 19.59 | 19.59 | 0.00% | market | 21.43% | 21.43% | — | -1.73% | 2.12% | -3.85% |
| MT | 2017-05-12 | 2017-05-15 | 2017-06-13 | 3 | 22.28 | 22.28 | 0.00% | market | 84.91% | 18.97% | — | -5.31% | 2.12% | -7.43% |
| DE | 2017-05-19 | 2017-05-22 | 2017-06-20 | 3 | 122.08 | 122.08 | 0.00% | market | 48.21% | 41.74% | — | 3.14% | 1.72% | 1.42% |
| TOL | 2017-05-23 | 2017-05-24 | 2017-06-22 | 1 | 37.45 | 37.45 | 0.00% | market | 15.87% | 15.87% | — | 3.75% | 1.05% | 2.70% |
| FSM | 2017-05-24 | 2017-05-25 | 2017-06-23 | 1 | 4.50 | 4.50 | 0.00% | market | 80.00% | 60.01% | — | 13.46% | 0.80% | 12.66% |
| FND | 2017-05-25 | 2017-05-26 | 2017-06-26 | 1 | 39.00 | 39.00 | 0.00% | market | 30.00% | 42.86% | — | 12.69% | 0.72% | 11.97% |
| NGL | 2017-05-25 | 2017-05-26 | 2017-06-26 | 1 | 14.35 | 14.35 | 0.00% | market | 63.64% | 63.64% | — | -14.39% | 0.72% | -15.11% |
| ADI | 2017-05-31 | 2017-06-01 | 2017-06-29 | 1 | 86.28 | 86.28 | 0.00% | market | 21.18% | 22.62% | — | -10.00% | -0.26% | -9.74% |
| CIEN | 2017-06-01 | 2017-06-02 | 2017-06-30 | 1 | 27.00 | 27.00 | 0.00% | market | 21.62% | 21.63% | — | -7.43% | -0.67% | -6.77% |
| GHM | 2017-06-01 | 2017-06-02 | 2017-06-30 | 1 | 20.07 | 20.07 | 0.00% | market | 200.00% | 200.05% | — | -2.14% | -0.67% | -1.48% |
| HQY | 2017-06-06 | 2017-06-07 | 2017-07-06 | 1 | 48.80 | 48.80 | 0.00% | market | 18.75% | 18.75% | — | -1.12% | -1.25% | 0.13% |
| AGX | 2017-06-07 | 2017-06-08 | 2017-07-07 | 1 | 64.50 | 64.50 | 0.00% | market | 40.86% | 40.85% | — | -5.68% | -0.68% | -5.00% |
| LEN | 2017-06-20 | 2017-06-21 | 2017-07-20 | 1 | 53.79 | 53.79 | 0.00% | market | 16.67% | 16.35% | — | -1.09% | 1.50% | -2.58% |
| KMX | 2017-06-21 | 2017-06-22 | 2017-07-21 | 1 | 59.82 | 59.82 | 0.00% | market | 15.31% | 15.31% | — | 10.38% | 1.61% | 8.77% |
| ORCL | 2017-06-21 | 2017-06-22 | 2017-07-21 | 1 | 51.61 | 51.61 | 0.00% | market | 14.10% | 14.09% | — | -1.67% | 1.61% | -3.28% |
| CMC | 2017-06-22 | 2017-06-23 | 2017-07-24 | 1 | 19.00 | 19.00 | 0.00% | market | 41.67% | 41.67% | — | 5.16% | 1.61% | 3.55% |
| SNX | 2017-06-22 | 2017-06-23 | 2017-07-24 | 1 | 61.26 | 61.26 | 0.00% | market | 16.20% | 16.20% | — | -1.62% | 1.61% | -3.23% |
| AVAV | 2017-06-27 | 2017-06-28 | 2017-07-27 | 1 | 30.37 | 30.37 | 0.00% | market | 26.21% | 69.06% | — | 23.90% | 1.94% | 21.97% |
| KBH | 2017-06-27 | 2017-06-28 | 2017-07-27 | 1 | 22.94 | 22.94 | 0.00% | market | 26.92% | 26.92% | — | 0.77% | 1.94% | -1.17% |
| STZ | 2017-06-29 | 2017-06-30 | 2017-07-31 | 1 | 194.63 | 194.63 | 0.00% | market | 18.18% | 18.61% | — | -0.76% | 1.85% | -2.61% |
| AIR | 2017-07-11 | 2017-07-12 | 2017-08-09 | 1 | 37.13 | 37.13 | 0.00% | market | 16.28% | 81.44% | — | -2.60% | 1.62% | -4.23% |
| WTFC | 2017-07-18 | 2017-07-19 | 2017-08-16 | 1 | 80.00 | 80.00 | 0.00% | market | 12.12% | 11.72% | — | -8.10% | 0.37% | -8.47% |
| FPI | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 9.15 | 9.15 | 0.00% | market | 66.67% | 100.00% | — | -8.52% | -1.69% | -6.82% |
| TFIN | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 27.35 | 27.35 | 0.00% | market | 59.38% | 59.37% | — | -0.83% | -1.69% | 0.86% |
| GATX | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 63.24 | 63.24 | 0.00% | market | 18.92% | 18.92% | — | -4.46% | -1.51% | -2.95% |
| MSFT | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 73.45 | 73.45 | 0.00% | market | 38.03% | 38.03% | — | -1.41% | -1.51% | 0.11% |
| NVR | 2017-07-21 | 2017-07-24 | 2017-08-21 | 3 | 2,652.61 | 2,652.61 | 0.00% | market | 21.81% | 21.65% | — | 1.80% | -1.58% | 3.37% |
| HAL | 2017-07-24 | 2017-07-25 | 2017-08-22 | 1 | 42.89 | 42.89 | 0.00% | market | 21.05% | 27.78% | — | -9.96% | -0.90% | -9.06% |
| HAS | 2017-07-24 | 2017-07-25 | 2017-08-22 | 1 | 107.39 | 107.39 | 0.00% | market | 15.22% | 15.22% | — | -12.06% | -0.90% | -11.15% |
| RYAAY | 2017-07-24 | 2017-07-25 | 2017-08-22 | 1 | 45.49 | 45.49 | 0.00% | market | 20.34% | 39.18% | — | 1.55% | -0.90% | 2.45% |
| CAT | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 114.25 | 114.25 | 0.00% | market | 18.25% | 18.25% | — | 0.34% | -1.29% | 1.63% |
| DLB | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 52.96 | 52.96 | 0.00% | market | 12.31% | 12.29% | — | -7.41% | -1.29% | -6.12% |
| JBLU | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 22.61 | 22.61 | 0.00% | market | 12.28% | 12.65% | — | -13.24% | -1.29% | -11.95% |
| NEM | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 35.93 | 35.93 | 0.00% | market | 64.29% | 16.72% | — | 2.82% | -1.29% | 4.11% |
| FTI | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 23.33 | 23.33 | 0.00% | market | 21.62% | 21.62% | — | -11.80% | -1.60% | -10.20% |
| GGG | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 37.38 | 37.38 | 0.00% | market | 31.43% | 8.57% | — | 0.09% | -1.60% | 1.69% |
| LOB | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 24.95 | 24.95 | 0.00% | market | 16.67% | 14.02% | — | -9.72% | -1.60% | -8.12% |
| META | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 174.70 | 174.70 | 0.00% | market | 16.81% | 16.81% | — | -4.08% | -1.60% | -2.48% |
| RES | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 21.39 | 21.39 | 0.00% | market | 53.85% | 53.85% | — | -13.52% | -1.60% | -11.92% |
| RUSHA | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 17.16 | 17.16 | 0.00% | market | 41.18% | 45.95% | — | 1.88% | -1.60% | 3.48% |
| ALGN | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 168.10 | 168.10 | 0.00% | market | 16.44% | 16.43% | — | 2.55% | -0.85% | 3.39% |
| BIDU | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 211.01 | 211.01 | 0.00% | market | 66.20% | 55.48% | — | 6.79% | -0.85% | 7.64% |
| CCJ | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 10.41 | 10.41 | 0.00% | market | 27.27% | 427.29% | — | -4.13% | -0.85% | -3.29% |
| COHU | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 20.27 | 20.27 | 0.00% | market | 23.08% | 23.03% | — | -13.62% | -0.85% | -12.77% |
| CWT | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 38.20 | 38.20 | 0.00% | market | 21.88% | 21.90% | — | -4.16% | -0.85% | -3.31% |
| KKR | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 19.26 | 19.26 | 0.00% | market | 32.84% | 32.84% | — | -4.36% | -0.85% | -3.51% |
| LAZ | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 46.21 | 46.21 | 0.00% | market | 24.05% | 24.06% | — | -8.80% | -0.85% | -7.95% |
| MTRN | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 38.65 | 38.65 | 0.00% | market | 13.51% | 13.51% | — | -2.04% | -0.85% | -1.19% |
| NMM | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 25.94 | 25.94 | 0.00% | market | 600.00% | 399.98% | — | 20.10% | -0.85% | 20.95% |
| OMCL | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 44.05 | 44.05 | 0.00% | market | 29.17% | 34.70% | — | 9.66% | -0.85% | 10.51% |
| SAM | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 150.05 | 150.05 | 0.00% | market | 66.67% | 66.69% | — | -1.30% | -0.85% | -0.45% |
| UAN | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 35.00 | 35.00 | 0.00% | market | 25.00% | 199.99% | — | -24.10% | -0.85% | -23.25% |
| UCTT | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 26.02 | 26.02 | 0.00% | market | 21.57% | 21.57% | — | -14.28% | -0.85% | -13.43% |
| ARCB | 2017-07-28 | 2017-07-31 | 2017-08-28 | 3 | 27.25 | 27.25 | 0.00% | market | 18.75% | 18.75% | — | -0.83% | -1.13% | 0.30% |
| DCH | 2017-07-28 | 2017-07-31 | 2017-08-28 | 3 | 15.16 | 15.16 | 0.00% | market | 15.12% | 19.28% | — | -8.81% | -1.13% | -7.68% |
| EMBJ | 2017-07-28 | 2017-07-31 | 2017-08-28 | 3 | 20.00 | 20.00 | 0.00% | market | 36.73% | 70.02% | — | 7.30% | -1.13% | 8.43% |
| FBP | 2017-07-28 | 2017-07-31 | 2017-08-28 | 3 | 6.08 | 6.08 | 0.00% | market | 18.18% | 8.58% | — | -6.84% | -1.13% | -5.71% |
| AEIS | 2017-07-31 | 2017-08-01 | 2017-08-29 | 1 | 74.98 | 74.98 | 0.00% | market | 14.02% | 14.00% | — | -4.25% | -1.05% | -3.19% |
| ALSN | 2017-07-31 | 2017-08-01 | 2017-08-29 | 1 | 39.23 | 39.23 | 0.00% | market | 34.04% | 34.04% | — | -9.25% | -1.05% | -8.20% |
| CBU | 2017-07-31 | 2017-08-01 | 2017-08-29 | 1 | 55.72 | 55.72 | 0.00% | market | 21.67% | 11.71% | — | -7.37% | -1.05% | -6.31% |
| CGNX | 2017-07-31 | 2017-08-01 | 2017-08-29 | 1 | 52.44 | 52.44 | 0.00% | market | 18.52% | 15.06% | — | 0.85% | -1.05% | 1.91% |
| RITM | 2017-07-31 | 2017-08-01 | 2017-08-29 | 1 | 17.01 | 17.01 | 0.00% | market | 94.34% | 40.71% | — | -3.22% | -1.05% | -2.16% |
| ACCO | 2017-08-01 | 2017-08-02 | 2017-08-30 | 1 | 11.40 | 11.40 | 0.00% | market | 14.81% | 19.23% | — | -4.49% | -0.59% | -3.90% |
| BZH | 2017-08-01 | 2017-08-02 | 2017-08-30 | 1 | 13.85 | 13.85 | 0.00% | market | 22.22% | 22.22% | — | 6.40% | -0.59% | 6.99% |
| CORT | 2017-08-01 | 2017-08-02 | 2017-08-30 | 1 | 13.18 | 13.18 | 0.00% | market | 42.86% | 42.86% | — | 17.81% | -0.59% | 18.40% |
| FANG | 2017-08-01 | 2017-08-02 | 2017-08-30 | 1 | 97.99 | 97.99 | 0.00% | market | 37.36% | 37.38% | — | -9.82% | -0.59% | -9.23% |
| ILMN | 2017-08-01 | 2017-08-02 | 2017-08-30 | 1 | 182.70 | 182.70 | 0.00% | market | 18.84% | 18.84% | — | 6.15% | -0.59% | 6.74% |
| IPGP | 2017-08-01 | 2017-08-02 | 2017-08-30 | 1 | 166.90 | 166.90 | 0.00% | market | 16.46% | 16.45% | — | 3.01% | -0.59% | 3.60% |
| MOS | 2017-08-01 | 2017-08-02 | 2017-08-30 | 1 | 22.80 | 22.80 | 0.00% | market | 26.09% | 26.09% | — | -13.17% | -0.59% | -12.58% |
| MTH | 2017-08-01 | 2017-08-02 | 2017-08-30 | 1 | 21.88 | 21.88 | 0.00% | market | 28.95% | 30.67% | — | -8.69% | -0.59% | -8.10% |
| TEX | 2017-08-01 | 2017-08-02 | 2017-08-30 | 1 | 39.68 | 39.68 | 0.00% | market | 21.43% | 18.60% | — | -2.19% | -0.59% | -1.60% |
| TX | 2017-08-01 | 2017-08-02 | 2017-08-30 | 1 | 32.08 | 32.08 | 0.00% | market | 12.39% | 35.11% | — | -5.74% | -0.59% | -5.15% |
| CWST | 2017-08-02 | 2017-08-03 | 2017-08-31 | 1 | 16.13 | 16.13 | 0.00% | market | 19.05% | 8.70% | — | 4.12% | 0.07% | 4.04% |
| EXEL | 2017-08-02 | 2017-08-03 | 2017-08-31 | 1 | 26.16 | 26.16 | 0.00% | market | 68.73% | 50.00% | — | 11.67% | 0.07% | 11.60% |
| FORM | 2017-08-02 | 2017-08-03 | 2017-08-31 | 1 | 14.35 | 14.35 | 0.00% | market | 42.86% | 48.12% | — | 5.13% | 0.07% | 5.05% |
| HGV | 2017-08-02 | 2017-08-03 | 2017-08-31 | 1 | 36.91 | 36.91 | 0.00% | market | 13.33% | 13.33% | — | -1.89% | 0.07% | -1.96% |
| IR | 2017-08-02 | 2017-08-03 | 2017-08-31 | 1 | 23.83 | 23.83 | 0.00% | market | 33.33% | 10.00% | — | -1.53% | 0.07% | -1.60% |
| MGRC | 2017-08-02 | 2017-08-03 | 2017-08-31 | 1 | 37.29 | 37.29 | 0.00% | market | 23.08% | 23.06% | — | 8.16% | 0.07% | 8.09% |
| NSIT | 2017-08-02 | 2017-08-03 | 2017-08-31 | 1 | 45.02 | 45.02 | 0.00% | market | 20.00% | 20.00% | — | -11.07% | 0.07% | -11.15% |
| OSK | 2017-08-02 | 2017-08-03 | 2017-08-31 | 1 | 73.24 | 73.24 | 0.00% | market | 38.35% | 34.31% | — | 1.76% | 0.07% | 1.68% |
| PLUS | 2017-08-02 | 2017-08-03 | 2017-08-31 | 1 | 42.40 | 42.40 | 0.00% | market | 17.07% | 9.25% | — | -1.40% | 0.07% | -1.47% |
| PPC | 2017-08-02 | 2017-08-03 | 2017-08-31 | 1 | 26.00 | 26.00 | 0.00% | market | 13.25% | 12.05% | — | 13.17% | 0.07% | 13.10% |
| QSR | 2017-08-02 | 2017-08-03 | 2017-08-31 | 1 | 60.40 | 60.40 | 0.00% | market | 13.33% | 13.33% | — | 0.94% | 0.07% | 0.87% |
| SEDG | 2017-08-02 | 2017-08-03 | 2017-08-31 | 1 | 25.85 | 25.85 | 0.00% | market | 44.74% | 44.74% | — | 3.38% | 0.07% | 3.31% |
| STRL | 2017-08-02 | 2017-08-03 | 2017-08-31 | 1 | 11.82 | 11.82 | 0.00% | market | 100.00% | 30.01% | — | -0.44% | 0.07% | -0.51% |
| SUPN | 2017-08-02 | 2017-08-03 | 2017-08-31 | 1 | 42.95 | 42.95 | 0.00% | market | 33.33% | 33.33% | — | 6.54% | 0.07% | 6.46% |
| ANET | 2017-08-03 | 2017-08-04 | 2017-09-01 | 1 | 10.48 | 10.48 | 0.00% | market | 41.67% | 41.05% | — | 5.72% | 0.13% | 5.59% |
| ANIP | 2017-08-03 | 2017-08-04 | 2017-09-01 | 1 | 43.73 | 43.73 | 0.00% | market | 12.64% | 13.95% | — | 9.73% | 0.13% | 9.60% |
| BELFB | 2017-08-03 | 2017-08-04 | 2017-09-01 | 1 | 27.55 | 27.55 | 0.00% | market | 96.15% | 38.34% | — | -8.45% | 0.13% | -8.58% |
| BLBD | 2017-08-03 | 2017-08-04 | 2017-09-01 | 1 | 18.40 | 18.40 | 0.00% | market | 16.95% | 16.95% | — | -1.19% | 0.13% | -1.32% |
| EPR | 2017-08-03 | 2017-08-04 | 2017-09-01 | 1 | 69.45 | 69.45 | 0.00% | market | 37.35% | 22.88% | — | 0.86% | 0.13% | 0.74% |
| HCC | 2017-08-03 | 2017-08-04 | 2017-09-01 | 1 | 11.37 | 11.37 | 0.00% | market | 27.27% | 27.26% | — | 16.79% | 0.13% | 16.66% |
| MTZ | 2017-08-03 | 2017-08-04 | 2017-09-01 | 1 | 49.00 | 49.00 | 0.00% | market | 58.46% | 58.46% | — | -14.49% | 0.13% | -14.62% |
| NRG | 2017-08-03 | 2017-08-04 | 2017-09-01 | 1 | 24.06 | 24.06 | 0.00% | market | 820.00% | 408.66% | — | 3.02% | 0.13% | 2.89% |
| OLED | 2017-08-03 | 2017-08-04 | 2017-09-01 | 1 | 117.05 | 117.05 | 0.00% | market | 37.50% | 37.52% | — | 8.36% | 0.13% | 8.23% |
| PNW | 2017-08-03 | 2017-08-04 | 2017-09-01 | 1 | 88.54 | 88.54 | 0.00% | market | 27.35% | 27.36% | — | 1.39% | 0.13% | 1.26% |
| REGN | 2017-08-03 | 2017-08-04 | 2017-09-01 | 1 | 469.32 | 469.32 | 0.00% | market | 31.55% | 31.55% | — | 7.29% | 0.13% | 7.16% |
| SHAK | 2017-08-03 | 2017-08-04 | 2017-09-01 | 1 | 32.82 | 32.82 | 0.00% | market | 25.00% | 25.00% | — | -5.77% | 0.13% | -5.90% |
| TDY | 2017-08-03 | 2017-08-04 | 2017-09-01 | 1 | 148.62 | 148.62 | 0.00% | market | 33.87% | 33.87% | — | 1.20% | 0.13% | 1.07% |
| VECO | 2017-08-03 | 2017-08-04 | 2017-09-01 | 1 | 24.15 | 24.15 | 0.00% | market | 257.14% | 284.58% | — | -19.77% | 0.13% | -19.90% |
| WTTR | 2017-08-03 | 2017-08-04 | 2017-09-01 | 1 | 15.86 | 15.86 | 0.00% | market | 1497.44% | 700.00% | — | -8.42% | 0.13% | -8.55% |
| APPF | 2017-08-07 | 2017-08-08 | 2017-09-06 | 1 | 37.00 | 37.00 | 0.00% | market | 497.83% | 550.00% | — | 17.60% | -0.25% | 17.85% |
| COHR | 2017-08-07 | 2017-08-08 | 2017-09-06 | 1 | 38.45 | 38.45 | 0.00% | market | 42.86% | 42.87% | — | -5.30% | -0.25% | -5.06% |
| MTW | 2017-08-07 | 2017-08-08 | 2017-09-06 | 1 | 30.84 | 30.84 | 0.00% | market | 266.67% | 33.33% | — | 3.66% | -0.25% | 3.91% |
| PLOW | 2017-08-07 | 2017-08-08 | 2017-09-06 | 1 | 33.45 | 33.45 | 0.00% | market | 30.19% | 20.73% | — | 5.43% | -0.25% | 5.68% |
| PR | 2017-08-07 | 2017-08-08 | 2017-09-06 | 1 | 16.56 | 16.56 | 0.00% | market | 389.85% | 599.72% | — | 6.66% | -0.25% | 6.91% |
| ALRM | 2017-08-08 | 2017-08-09 | 2017-09-07 | 1 | 41.00 | 41.00 | 0.00% | market | 120.00% | 34.68% | — | 8.80% | 0.16% | 8.64% |
| DXC | 2017-08-08 | 2017-08-09 | 2017-09-07 | 1 | 79.68 | 79.68 | 0.00% | market | 26.19% | 43.65% | — | 5.74% | 0.16% | 5.57% |
| FSS | 2017-08-08 | 2017-08-09 | 2017-09-07 | 1 | 18.89 | 18.89 | 0.00% | market | 15.00% | 15.00% | — | -3.28% | 0.16% | -3.44% |
| GDDY | 2017-08-08 | 2017-08-09 | 2017-09-07 | 1 | 43.06 | 43.06 | 0.00% | market | 789.19% | 1200.00% | — | 2.15% | 0.16% | 1.99% |
| HLNE | 2017-08-08 | 2017-08-09 | 2017-09-07 | 1 | 22.61 | 22.61 | 0.00% | market | 22.22% | 22.22% | — | 0.70% | 0.16% | 0.53% |
| MMI | 2017-08-08 | 2017-08-09 | 2017-09-07 | 1 | 26.45 | 26.45 | 0.00% | market | 21.21% | 21.21% | — | -2.82% | 0.16% | -2.98% |
| MXL | 2017-08-08 | 2017-08-09 | 2017-09-07 | 1 | 22.59 | 22.59 | 0.00% | market | 12.90% | 9.38% | — | -1.69% | 0.16% | -1.86% |
| PRIM | 2017-08-08 | 2017-08-09 | 2017-09-07 | 1 | 25.93 | 25.93 | 0.00% | market | 27.27% | 27.27% | — | 7.88% | 0.16% | 7.72% |
| PUMP | 2017-08-08 | 2017-08-09 | 2017-09-07 | 1 | 13.40 | 13.40 | 0.00% | market | 111.94% | 100.00% | — | -12.34% | 0.16% | -12.50% |
| VHI | 2017-08-08 | 2017-08-09 | 2017-09-07 | 1 | 34.08 | 34.08 | 0.00% | market | 3400.00% | 12.92% | — | -20.17% | 0.16% | -20.33% |
| AMRC | 2017-08-09 | 2017-08-10 | 2017-09-08 | 1 | 6.80 | 6.80 | 0.00% | market | 116.67% | 7.74% | — | 6.52% | 0.12% | 6.40% |
| AMRX | 2017-08-09 | 2017-08-10 | 2017-09-08 | 1 | 16.30 | 16.30 | 0.00% | market | 28.57% | 40.00% | — | 29.35% | 0.12% | 29.23% |
| ATHM | 2017-08-09 | 2017-08-10 | 2017-09-08 | 1 | 54.03 | 54.03 | 0.00% | market | 22.41% | 33.80% | — | 21.04% | 0.12% | 20.92% |
| CHEF | 2017-08-09 | 2017-08-10 | 2017-09-08 | 1 | 16.00 | 16.00 | 0.00% | market | 16.67% | 16.67% | — | 3.65% | 0.12% | 3.53% |
| CROX | 2017-08-09 | 2017-08-10 | 2017-09-08 | 1 | 8.59 | 8.59 | 0.00% | market | 64.29% | 13.13% | — | 8.98% | 0.12% | 8.86% |
| URBN | 2017-08-15 | 2017-08-16 | 2017-09-14 | 1 | 20.84 | 20.84 | 0.00% | market | 18.92% | 18.92% | — | 9.16% | 1.21% | 7.96% |
| BABA | 2017-08-17 | 2017-08-18 | 2017-09-18 | 1 | 165.36 | 165.36 | 0.00% | market | 25.81% | 27.53% | — | 8.74% | 2.81% | 5.93% |
| AEO | 2017-08-23 | 2017-08-24 | 2017-09-22 | 1 | 12.25 | 12.25 | 0.00% | market | 18.75% | 18.74% | — | 12.96% | 1.81% | 11.15% |
| MOV | 2017-08-29 | 2017-08-30 | 2017-09-28 | 1 | 28.55 | 28.55 | 0.00% | market | 72.00% | 37.67% | — | -1.85% | 2.25% | -4.11% |
| FIVE | 2017-08-30 | 2017-08-31 | 2017-09-29 | 1 | 48.52 | 48.52 | 0.00% | market | 15.38% | 15.39% | — | 13.01% | 1.83% | 11.18% |
| PANW | 2017-08-31 | 2017-09-01 | 2017-10-02 | 1 | 24.13 | 24.13 | 0.00% | market | 15.38% | 17.96% | — | -0.22% | 1.77% | -2.00% |
| GWRE | 2017-09-06 | 2017-09-07 | 2017-10-05 | 1 | 74.40 | 74.40 | 0.00% | market | 51.28% | 55.40% | — | 4.03% | 3.00% | 1.03% |
| AGX | 2017-09-07 | 2017-09-08 | 2017-10-06 | 1 | 66.90 | 66.90 | 0.00% | market | 66.99% | 22.40% | — | 1.62% | 3.18% | -1.56% |
| SAR | 2017-10-11 | 2017-10-12 | 2017-11-09 | 1 | 21.83 | 21.83 | 0.00% | market | 21.57% | 5.67% | — | 3.47% | 1.38% | 2.09% |
| ASML | 2017-10-18 | 2017-10-19 | 2017-11-16 | 1 | 174.03 | 174.03 | 0.00% | market | 17.76% | 43.29% | — | 4.36% | 1.49% | 2.87% |
| TEAM | 2017-10-19 | 2017-10-20 | 2017-11-17 | 1 | 45.98 | 45.98 | 0.00% | market | 33.33% | 50.00% | — | 13.80% | 0.45% | 13.35% |
| FBK | 2017-10-23 | 2017-10-24 | 2017-11-21 | 1 | 38.90 | 38.90 | 0.00% | market | 27.66% | 27.66% | — | 2.83% | 1.32% | 1.51% |
| AMD | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 12.95 | 12.95 | 0.00% | market | 25.00% | 25.00% | — | -12.30% | 1.40% | -13.70% |
| HLI | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 44.15 | 44.15 | 0.00% | market | 33.33% | 33.32% | — | -0.46% | 1.40% | -1.86% |
| TXN | 2017-10-24 | 2017-10-25 | 2017-11-22 | 1 | 95.00 | 95.00 | 0.00% | market | 12.50% | 12.50% | — | 3.14% | 1.40% | 1.74% |
| AXTI | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 8.90 | 8.90 | 0.00% | market | 22.22% | 22.22% | — | 15.91% | 1.71% | 14.20% |
| EIG | 2017-10-25 | 2017-10-26 | 2017-11-24 | 1 | 45.70 | 45.70 | 0.00% | market | 14.04% | 27.72% | — | 6.25% | 1.71% | 4.54% |