EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (2)
Run 9a93f504 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
1816
Win rate
55.78%
Avg return
3.73%
Median return
1.50%
Avg abnormal
2.28%
Median abnormal
0.08%
Best trade
218.49%
Worst trade
-72.87%
Sharpe (per-trade)
0.20
Daily portfolio drawdown
-8.98%
Portfolio (equal_weight)
Total return
67.69%
Max drawdown
-8.98%
Avg trade return
3.73%
Win rate
55.78%
Signals
1868
Configured concurrent
100
Observed concurrent
100
Trades taken
1816
Skipped (no capacity)
52
Excess vs benchmark
-462.29%
Avg entry slippage
0.00%
Return if filled at market
67.69%
VWAP fills
0
VWAP fallbacks
0
52 of 1868 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 | 59 | 6.58% | 4.97% | 69.49% |
| 2017 | 104 | -0.55% | -1.55% | 46.15% |
| 2018 | 116 | -0.53% | -0.94% | 43.97% |
| 2019 | 112 | -0.65% | -2.28% | 46.43% |
| 2020 | 258 | 7.86% | 4.08% | 66.28% |
| 2021 | 288 | 2.55% | 1.30% | 54.86% |
| 2022 | 274 | 5.56% | 6.10% | 62.77% |
| 2023 | 176 | 4.93% | 3.35% | 56.25% |
| 2024 | 159 | 4.85% | 2.10% | 57.86% |
| 2025 | 172 | 2.83% | 1.69% | 51.74% |
| 2026 | 97 | 1.75% | 0.75% | 41.24% |
Trades (page 1: 500 of 1,816)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/S | 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% | — | — | -6.46% | 1.12% | -7.58% |
| 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% |
| 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% |
| TFII | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 18.79 | 18.79 | 0.00% | market | 13.75% | — | — | 8.57% | 0.98% | 7.59% |
| CIGI | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 39.57 | 39.57 | 0.00% | market | 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% | — | — | -0.11% | 0.30% | -0.42% |
| CG | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 16.90 | 16.90 | 0.00% | market | 40.00% | — | — | -5.19% | 0.65% | -5.84% |
| BBD | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 4.36 | 4.36 | 0.00% | market | 63.64% | — | — | 3.34% | 0.38% | 2.96% |
| BG | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 65.20 | 65.20 | 0.00% | market | 107.89% | — | — | -4.29% | 0.38% | -4.67% |
| CVI | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 11.27 | 11.27 | 0.00% | market | 725.08% | — | — | -2.94% | 0.38% | -3.32% |
| 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% |
| 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% |
| LYV | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 26.84 | 26.84 | 0.00% | market | 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% | — | — | -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% | — | — | 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% | — | — | 1.96% | 0.38% | 1.58% |
| RGA | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 94.33 | 94.33 | 0.00% | market | 22.27% | — | — | 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% | — | — | 13.10% | 0.38% | 12.72% |
| MT | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 19.23 | 19.23 | 0.00% | market | 375.00% | — | — | -3.53% | 0.54% | -4.07% |
| TEX | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 22.35 | 22.35 | 0.00% | market | 18.52% | — | — | 9.03% | 0.62% | 8.40% |
| 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% |
| MDU | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 8.89 | 8.89 | 0.00% | market | 20.00% | — | — | 0.57% | 0.88% | -0.31% |
| CDW | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 44.46 | 44.46 | 0.00% | market | 12.05% | — | — | -0.32% | 0.50% | -0.82% |
| DK | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 13.52 | 13.52 | 0.00% | market | 71.43% | — | — | 27.93% | 0.50% | 27.43% |
| MUSA | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 75.37 | 75.37 | 0.00% | market | 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% | — | — | 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% | — | — | 15.69% | 0.50% | 15.19% |
| SNEX | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 5.89 | 5.89 | 0.00% | market | 49.99% | — | — | 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% | — | — | 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% | — | — | 12.81% | 0.91% | 11.91% |
| MTZ | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 25.99 | 25.99 | 0.00% | market | 63.64% | — | — | 13.87% | 0.91% | 12.96% |
| 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% |
| JD | 2016-08-10 | 2016-08-11 | 2016-09-09 | 1 | 23.65 | 23.65 | 0.00% | market | 255.87% | — | — | 11.40% | -2.28% | 13.68% |
| SID | 2016-08-15 | 2016-08-16 | 2016-09-14 | 1 | 3.45 | 3.45 | 0.00% | market | 67.81% | — | — | -29.67% | -2.49% | -27.17% |
| 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% |
| 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% |
| RH | 2016-09-08 | 2016-09-09 | 2016-10-07 | 1 | 39.40 | 39.40 | 0.00% | market | 51.72% | — | — | -14.64% | -0.89% | -13.75% |
| 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% |
| EXC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 23.79 | 23.79 | 0.00% | market | 22.97% | — | — | -2.45% | 3.23% | -5.69% |
| 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% |
| WDC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 44.24 | 44.24 | 0.00% | market | 12.38% | — | — | 5.10% | 3.23% | 1.86% |
| PIPR | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 13.70 | 13.70 | 0.00% | market | 47.31% | — | — | 24.94% | 3.44% | 21.49% |
| 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% |
| ARLP | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 24.40 | 24.40 | 0.00% | market | 24.66% | — | — | -2.15% | 3.75% | -5.90% |
| AMKR | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 9.88 | 9.88 | 0.00% | market | 19.05% | — | — | 19.54% | 3.50% | 16.04% |
| 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% |
| 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% |
| NOA | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 2.95 | 2.95 | 0.00% | market | 42.86% | — | — | 21.93% | 4.23% | 17.70% |
| GNK | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 5.55 | 5.55 | 0.00% | market | 27.34% | — | — | 51.25% | 4.61% | 46.64% |
| LDOS | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 44.36 | 44.36 | 0.00% | market | 31.58% | — | — | 16.85% | 5.79% | 11.07% |
| MTZ | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 30.50 | 30.50 | 0.00% | market | 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% | — | — | 2.75% | 5.79% | -3.04% |
| PLUS | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 23.81 | 23.81 | 0.00% | market | 20.00% | — | — | 18.76% | 5.79% | 12.97% |
| NRG | 2016-11-04 | 2016-11-07 | 2016-12-06 | 3 | 11.26 | 11.26 | 0.00% | market | 35.11% | — | — | 4.87% | 6.31% | -1.43% |
| NMM | 2016-11-14 | 2016-11-15 | 2016-12-14 | 1 | 26.99 | 26.99 | 0.00% | market | 600.00% | — | — | -20.66% | 4.07% | -24.74% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| PHM | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 21.36 | 21.36 | 0.00% | market | 13.56% | — | — | 3.36% | 3.35% | 0.01% |
| AGCO | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 64.01 | 64.01 | 0.00% | market | 18.31% | — | — | -7.63% | 3.46% | -11.09% |
| GOLD | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 9.85 | 9.85 | 0.00% | market | 53.85% | — | — | -6.70% | 3.46% | -10.16% |
| TTMI | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 16.50 | 16.50 | 0.00% | market | 28.89% | — | — | -2.89% | 3.69% | -6.57% |
| 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% |
| CBRE | 2017-02-10 | 2017-02-13 | 2017-03-14 | 3 | 34.34 | 34.34 | 0.00% | market | 16.25% | — | — | 3.19% | 2.08% | 1.11% |
| CIGI | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 42.45 | 42.45 | 0.00% | market | 16.19% | — | — | 12.15% | 0.89% | 11.26% |
| SUN | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 26.87 | 26.87 | 0.00% | market | 196.43% | — | — | -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% | — | — | 9.76% | -1.20% | 10.96% |
| KTOS | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 8.77 | 8.77 | 0.00% | market | 137.53% | — | — | -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% | — | — | 5.61% | -0.57% | 6.18% |
| PARR | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 15.12 | 15.12 | 0.00% | market | 900.00% | — | — | 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% | — | — | 14.99% | -1.37% | 16.35% |
| TAC | 2017-03-03 | 2017-03-06 | 2017-04-03 | 3 | 5.60 | 5.60 | 0.00% | market | 85.71% | — | — | 2.58% | -0.91% | 3.49% |
| EMBJ | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 23.91 | 23.91 | 0.00% | market | 44.30% | — | — | -8.21% | -1.16% | -7.05% |
| GLP | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 19.15 | 19.15 | 0.00% | market | 79.23% | — | — | 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% | — | — | -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% |
| 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% |
| TX | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 26.66 | 26.66 | 0.00% | market | 64.20% | — | — | -1.90% | 0.88% | -2.78% |
| CSTM | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 6.60 | 6.60 | 0.00% | market | 49.97% | — | — | 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% | — | — | -6.38% | 1.18% | -7.56% |
| TAL | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 19.90 | 19.90 | 0.00% | market | 20.00% | — | — | -0.20% | 1.18% | -1.38% |
| DAN | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 20.22 | 20.22 | 0.00% | market | 70.27% | — | — | 8.95% | 1.92% | 7.03% |
| NOA | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 4.55 | 4.55 | 0.00% | market | 40.90% | — | — | -1.20% | 1.92% | -3.12% |
| CG | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 18.25 | 18.25 | 0.00% | market | 186.84% | — | — | -2.57% | 2.24% | -4.80% |
| DNOW | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 17.75 | 17.75 | 0.00% | market | 34.78% | — | — | -4.27% | 2.24% | -6.50% |
| SRI | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 20.79 | 20.79 | 0.00% | market | 15.15% | — | — | -23.81% | 2.24% | -26.05% |
| BZH | 2017-05-04 | 2017-05-05 | 2017-06-05 | 1 | 12.94 | 12.94 | 0.00% | market | 489.10% | — | — | -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% | — | — | 4.75% | 2.01% | 2.75% |
| SHEL | 2017-05-04 | 2017-05-05 | 2017-06-05 | 1 | 52.93 | 52.93 | 0.00% | market | 22.67% | — | — | 2.36% | 2.01% | 0.35% |
| SPXC | 2017-05-04 | 2017-05-05 | 2017-06-05 | 1 | 24.81 | 24.81 | 0.00% | market | 40.74% | — | — | -0.22% | 2.01% | -2.23% |
| DCH | 2017-05-05 | 2017-05-08 | 2017-06-06 | 3 | 17.59 | 17.59 | 0.00% | market | 17.05% | — | — | -10.79% | 1.44% | -12.23% |
| KOP | 2017-05-05 | 2017-05-08 | 2017-06-06 | 3 | 42.10 | 42.10 | 0.00% | market | 94.29% | — | — | -16.49% | 1.44% | -17.93% |
| EGY | 2017-05-08 | 2017-05-09 | 2017-06-07 | 1 | 1.10 | 1.10 | 0.00% | market | 799.74% | — | — | -15.25% | 1.54% | -16.80% |
| DQ | 2017-05-09 | 2017-05-10 | 2017-06-08 | 1 | 4.45 | 4.45 | 0.00% | market | 58.62% | — | — | -4.06% | 1.83% | -5.89% |
| CROX | 2017-05-10 | 2017-05-11 | 2017-06-09 | 1 | 7.29 | 7.29 | 0.00% | market | 319.05% | — | — | -1.88% | 1.70% | -3.58% |
| ASIX | 2017-05-11 | 2017-05-12 | 2017-06-12 | 1 | 28.95 | 28.95 | 0.00% | market | 104.65% | — | — | 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% | — | — | -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% | — | — | -5.31% | 2.12% | -7.43% |
| HCC | 2017-05-18 | 2017-05-19 | 2017-06-19 | 1 | 8.77 | 8.77 | 0.00% | market | 12.12% | — | — | -12.07% | 3.09% | -15.16% |
| NGL | 2017-05-25 | 2017-05-26 | 2017-06-26 | 1 | 14.35 | 14.35 | 0.00% | market | 63.64% | — | — | -14.39% | 0.72% | -15.11% |
| KMX | 2017-06-21 | 2017-06-22 | 2017-07-21 | 1 | 59.82 | 59.82 | 0.00% | market | 15.31% | — | — | 10.38% | 1.61% | 8.77% |
| WGO | 2017-06-21 | 2017-06-22 | 2017-07-21 | 1 | 33.65 | 33.65 | 0.00% | market | 42.42% | — | — | 3.32% | 1.61% | 1.70% |
| CMC | 2017-06-22 | 2017-06-23 | 2017-07-24 | 1 | 19.00 | 19.00 | 0.00% | market | 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% | — | — | -1.62% | 1.61% | -3.23% |
| KBH | 2017-06-27 | 2017-06-28 | 2017-07-27 | 1 | 22.94 | 22.94 | 0.00% | market | 26.92% | — | — | 0.77% | 1.94% | -1.17% |
| AIR | 2017-07-11 | 2017-07-12 | 2017-08-09 | 1 | 37.13 | 37.13 | 0.00% | market | 16.28% | — | — | -2.60% | 1.62% | -4.23% |
| FTI | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 23.33 | 23.33 | 0.00% | market | 21.62% | — | — | -11.80% | -1.60% | -10.20% |
| RUSHA | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 17.16 | 17.16 | 0.00% | market | 41.18% | — | — | 1.88% | -1.60% | 3.48% |
| CVE | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 8.71 | 8.71 | 0.00% | market | 677.43% | — | — | -14.68% | -0.85% | -13.83% |
| MTRN | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 38.65 | 38.65 | 0.00% | market | 13.51% | — | — | -2.04% | -0.85% | -1.19% |
| UCTT | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 26.02 | 26.02 | 0.00% | market | 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% | — | — | -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% | — | — | -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% | — | — | 7.30% | -1.13% | 8.43% |
| ACCO | 2017-08-01 | 2017-08-02 | 2017-08-30 | 1 | 11.40 | 11.40 | 0.00% | market | 14.81% | — | — | -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% | — | — | 6.40% | -0.59% | 6.99% |
| MTH | 2017-08-01 | 2017-08-02 | 2017-08-30 | 1 | 21.88 | 21.88 | 0.00% | market | 28.95% | — | — | -8.69% | -0.59% | -8.10% |
| TX | 2017-08-01 | 2017-08-02 | 2017-08-30 | 1 | 32.08 | 32.08 | 0.00% | market | 12.39% | — | — | -5.74% | -0.59% | -5.15% |
| DINO | 2017-08-02 | 2017-08-03 | 2017-08-31 | 1 | 30.53 | 30.53 | 0.00% | market | 40.43% | — | — | 2.45% | 0.07% | 2.38% |
| NSIT | 2017-08-02 | 2017-08-03 | 2017-08-31 | 1 | 45.02 | 45.02 | 0.00% | market | 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% | — | — | 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% | — | — | -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% | — | — | 13.17% | 0.07% | 13.10% |
| STRL | 2017-08-02 | 2017-08-03 | 2017-08-31 | 1 | 11.82 | 11.82 | 0.00% | market | 100.00% | — | — | -0.44% | 0.07% | -0.51% |
| BELFB | 2017-08-03 | 2017-08-04 | 2017-09-01 | 1 | 27.55 | 27.55 | 0.00% | market | 96.15% | — | — | -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% | — | — | -1.19% | 0.13% | -1.32% |
| HCC | 2017-08-03 | 2017-08-04 | 2017-09-01 | 1 | 11.37 | 11.37 | 0.00% | market | 27.27% | — | — | 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% | — | — | -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% | — | — | 3.02% | 0.13% | 2.89% |
| WTTR | 2017-08-03 | 2017-08-04 | 2017-09-01 | 1 | 15.86 | 15.86 | 0.00% | market | 1497.44% | — | — | -8.42% | 0.13% | -8.55% |
| APPS | 2017-08-07 | 2017-08-08 | 2017-09-06 | 1 | 1.20 | 1.20 | 0.00% | market | 83.33% | — | — | -2.60% | -0.25% | -2.35% |
| CRK | 2017-08-07 | 2017-08-08 | 2017-09-06 | 1 | 6.37 | 6.37 | 0.00% | market | 35.93% | — | — | 1.00% | -0.25% | 1.25% |
| MTW | 2017-08-07 | 2017-08-08 | 2017-09-06 | 1 | 30.84 | 30.84 | 0.00% | market | 266.67% | — | — | 3.66% | -0.25% | 3.91% |
| CVNA | 2017-08-08 | 2017-08-09 | 2017-09-07 | 1 | 3.66 | 3.66 | 0.00% | market | 80.00% | — | — | 2.36% | 0.16% | 2.20% |
| PRIM | 2017-08-08 | 2017-08-09 | 2017-09-07 | 1 | 25.93 | 25.93 | 0.00% | market | 27.27% | — | — | 7.88% | 0.16% | 7.72% |
| VHI | 2017-08-08 | 2017-08-09 | 2017-09-07 | 1 | 34.08 | 34.08 | 0.00% | market | 3400.00% | — | — | -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% | — | — | 6.52% | 0.12% | 6.40% |
| CHEF | 2017-08-09 | 2017-08-10 | 2017-09-08 | 1 | 16.00 | 16.00 | 0.00% | market | 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% | — | — | 8.98% | 0.12% | 8.86% |
| LYV | 2017-08-09 | 2017-08-10 | 2017-09-08 | 1 | 40.90 | 40.90 | 0.00% | market | 52.63% | — | — | -0.81% | 0.12% | -0.93% |
| CWH | 2017-08-10 | 2017-08-11 | 2017-09-11 | 1 | 34.60 | 34.60 | 0.00% | market | 33.82% | — | — | 12.10% | 2.13% | 9.97% |
| URBN | 2017-08-15 | 2017-08-16 | 2017-09-14 | 1 | 20.84 | 20.84 | 0.00% | market | 18.92% | — | — | 9.16% | 1.21% | 7.96% |
| AEO | 2017-08-23 | 2017-08-24 | 2017-09-22 | 1 | 12.25 | 12.25 | 0.00% | market | 18.75% | — | — | 12.96% | 1.81% | 11.15% |
| ANF | 2017-08-24 | 2017-08-25 | 2017-09-25 | 1 | 11.57 | 11.57 | 0.00% | market | 52.94% | — | — | 23.50% | 1.65% | 21.85% |
| ENVA | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 15.20 | 15.20 | 0.00% | market | 78.57% | — | — | -5.36% | 1.47% | -6.83% |
| GPI | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 79.30 | 79.30 | 0.00% | market | 21.20% | — | — | -1.05% | 1.47% | -2.51% |
| HUBG | 2017-10-26 | 2017-10-27 | 2017-11-27 | 1 | 21.63 | 21.63 | 0.00% | market | 130.00% | — | — | 1.98% | 1.47% | 0.51% |
| AMKR | 2017-10-30 | 2017-10-31 | 2017-11-29 | 1 | 11.09 | 11.09 | 0.00% | market | 30.00% | — | — | -3.53% | 2.15% | -5.68% |
| SID | 2017-10-30 | 2017-10-31 | 2017-11-29 | 1 | 2.58 | 2.58 | 0.00% | market | 469.73% | — | — | -11.73% | 2.15% | -13.88% |
| STRL | 2017-10-30 | 2017-10-31 | 2017-11-29 | 1 | 16.50 | 16.50 | 0.00% | market | 18.18% | — | — | 3.78% | 2.15% | 1.63% |
| AMRC | 2017-10-31 | 2017-11-01 | 2017-11-30 | 1 | 7.80 | 7.80 | 0.00% | market | 20.00% | — | — | 8.87% | 2.70% | 6.17% |
| NOA | 2017-10-31 | 2017-11-01 | 2017-11-30 | 1 | 4.10 | 4.10 | 0.00% | market | 60.00% | — | — | 7.22% | 2.70% | 4.52% |
| SONY | 2017-10-31 | 2017-11-01 | 2017-11-30 | 1 | 8.71 | 8.71 | 0.00% | market | 72.22% | — | — | 7.36% | 2.70% | 4.66% |
| CCS | 2017-11-02 | 2017-11-03 | 2017-12-04 | 1 | 28.30 | 28.30 | 0.00% | market | 82.50% | — | — | 7.67% | 2.47% | 5.20% |
| DD | 2017-11-02 | 2017-11-03 | 2017-12-04 | 1 | 128.76 | 128.76 | 0.00% | market | 22.22% | — | — | -0.03% | 2.47% | -2.50% |
| EVC | 2017-11-02 | 2017-11-03 | 2017-12-04 | 1 | 5.50 | 5.50 | 0.00% | market | 284.21% | — | — | 36.26% | 2.47% | 33.79% |
| DK | 2017-11-08 | 2017-11-09 | 2017-12-08 | 1 | 28.89 | 28.89 | 0.00% | market | 19.12% | — | — | 13.30% | 3.02% | 10.28% |
| BN | 2017-11-09 | 2017-11-10 | 2017-12-11 | 1 | 14.87 | 14.87 | 0.00% | market | 18.18% | — | — | 4.00% | 3.33% | 0.67% |
| BZH | 2017-11-14 | 2017-11-15 | 2017-12-14 | 1 | 22.70 | 22.70 | 0.00% | market | 74.07% | — | — | -17.37% | 3.52% | -20.89% |
| ANF | 2017-11-17 | 2017-11-20 | 2017-12-19 | 3 | 15.70 | 15.70 | 0.00% | market | 25.00% | — | — | 13.08% | 3.50% | 9.59% |
| TLYS | 2017-11-29 | 2017-11-30 | 2017-12-29 | 1 | 14.60 | 14.60 | 0.00% | market | 42.86% | — | — | 1.00% | 1.18% | -0.18% |
| HOV | 2017-12-21 | 2017-12-22 | 2018-01-24 | 1 | 71.50 | 71.50 | 0.00% | market | 733.33% | — | — | -11.29% | 5.82% | -17.11% |
| CMC | 2018-01-03 | 2018-01-04 | 2018-02-02 | 1 | 24.36 | 24.36 | 0.00% | market | 82.35% | — | — | -3.96% | 1.57% | -5.53% |
| ENVA | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 19.10 | 19.10 | 0.00% | market | 23.81% | — | — | 16.65% | -2.82% | 19.47% |
| OPY | 2018-02-01 | 2018-02-02 | 2018-03-05 | 1 | 28.25 | 28.25 | 0.00% | market | 23.19% | — | — | -5.76% | -2.82% | -2.95% |
| PSX | 2018-02-02 | 2018-02-05 | 2018-03-06 | 3 | 95.82 | 95.82 | 0.00% | market | 24.42% | — | — | -2.07% | -0.21% | -1.86% |
| SONY | 2018-02-02 | 2018-02-05 | 2018-03-06 | 3 | 10.14 | 10.14 | 0.00% | market | 79.13% | — | — | -1.18% | -0.21% | -0.98% |
| GM | 2018-02-06 | 2018-02-07 | 2018-03-08 | 1 | 41.80 | 41.80 | 0.00% | market | 23.13% | — | — | -9.57% | 2.09% | -11.66% |
| BHE | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 28.75 | 28.75 | 0.00% | market | 32.43% | — | — | 10.51% | 4.05% | 6.46% |
| JLL | 2018-02-07 | 2018-02-08 | 2018-03-09 | 1 | 152.58 | 152.58 | 0.00% | market | 15.22% | — | — | 12.42% | 4.05% | 8.37% |
| HUBG | 2018-02-08 | 2018-02-09 | 2018-03-12 | 1 | 23.35 | 23.35 | 0.00% | market | 476.92% | — | — | -4.17% | 6.79% | -10.96% |
| UIS | 2018-02-08 | 2018-02-09 | 2018-03-12 | 1 | 10.10 | 10.10 | 0.00% | market | 327.78% | — | — | 12.77% | 6.79% | 5.98% |
| NGL | 2018-02-09 | 2018-02-12 | 2018-03-13 | 3 | 12.40 | 12.40 | 0.00% | market | 68.42% | — | — | -5.34% | 4.89% | -10.23% |
| CCS | 2018-02-13 | 2018-02-14 | 2018-03-15 | 1 | 32.00 | 32.00 | 0.00% | market | 62.90% | — | — | -5.73% | 4.04% | -9.77% |
| NOA | 2018-02-13 | 2018-02-14 | 2018-03-15 | 1 | 4.65 | 4.65 | 0.00% | market | 28.57% | — | — | 12.80% | 4.04% | 8.76% |
| ANDE | 2018-02-14 | 2018-02-15 | 2018-03-16 | 1 | 34.50 | 34.50 | 0.00% | market | 63.16% | — | — | 2.65% | 0.97% | 1.69% |
| BBW | 2018-02-15 | 2018-02-16 | 2018-03-19 | 1 | 9.15 | 9.15 | 0.00% | market | 26.47% | — | — | -2.83% | -0.67% | -2.16% |
| PATK | 2018-02-15 | 2018-02-16 | 2018-03-19 | 1 | 45.53 | 45.53 | 0.00% | market | 18.37% | — | — | -3.24% | -0.67% | -2.57% |
| E | 2018-02-16 | 2018-02-20 | 2018-03-20 | 4 | 33.81 | 33.81 | 0.00% | market | 45.45% | — | — | 2.38% | -0.40% | 2.78% |
| RYAM | 2018-02-20 | 2018-02-21 | 2018-03-21 | 1 | 20.64 | 20.64 | 0.00% | market | 233.33% | — | — | 0.82% | -0.54% | 1.36% |
| TFII | 2018-02-20 | 2018-02-21 | 2018-03-21 | 1 | 26.33 | 26.33 | 0.00% | market | 24.99% | — | — | -4.43% | -0.54% | -3.89% |
| TX | 2018-02-20 | 2018-02-21 | 2018-03-21 | 1 | 37.35 | 37.35 | 0.00% | market | 100.00% | — | — | -9.42% | -0.54% | -8.88% |
| SUN | 2018-02-21 | 2018-02-22 | 2018-03-22 | 1 | 30.89 | 30.89 | 0.00% | market | 474.29% | — | — | -15.51% | -2.74% | -12.77% |
| TNK | 2018-02-22 | 2018-02-23 | 2018-03-23 | 1 | 9.76 | 9.76 | 0.00% | market | 50.00% | — | — | -0.92% | -5.06% | 4.14% |
| CRC | 2018-02-26 | 2018-02-27 | 2018-03-27 | 1 | 18.65 | 18.65 | 0.00% | market | 42.11% | — | — | -13.02% | -6.30% | -6.73% |
| PR | 2018-02-26 | 2018-02-27 | 2018-03-27 | 1 | 18.77 | 18.77 | 0.00% | market | 20.00% | — | — | -6.81% | -6.30% | -0.52% |
| DDS | 2018-02-27 | 2018-02-28 | 2018-03-28 | 1 | 84.09 | 84.09 | 0.00% | market | 54.95% | — | — | -5.46% | -5.75% | 0.29% |
| TDAY | 2018-02-28 | 2018-03-01 | 2018-03-29 | 1 | 17.19 | 17.19 | 0.00% | market | 56.25% | — | — | -0.39% | -3.04% | 2.65% |
| BBY | 2018-03-01 | 2018-03-02 | 2018-04-02 | 1 | 74.85 | 74.85 | 0.00% | market | 18.05% | — | — | -8.02% | -3.13% | -4.89% |
| ANF | 2018-03-07 | 2018-03-08 | 2018-04-06 | 1 | 23.72 | 23.72 | 0.00% | market | 25.45% | — | — | 15.20% | -5.06% | 20.26% |
| ORN | 2018-03-08 | 2018-03-09 | 2018-04-09 | 1 | 6.83 | 6.83 | 0.00% | market | 171.43% | — | — | -8.30% | -5.33% | -2.97% |
| PAM | 2018-03-12 | 2018-03-13 | 2018-04-11 | 1 | 65.62 | 65.62 | 0.00% | market | 86.49% | — | — | -11.33% | -5.75% | -5.59% |
| TISI | 2018-03-13 | 2018-03-14 | 2018-04-12 | 1 | 200.00 | 200.00 | 0.00% | market | 1175.00% | — | — | -16.35% | -4.28% | -12.07% |
| JILL | 2018-03-15 | 2018-03-16 | 2018-04-16 | 1 | 20.45 | 20.45 | 0.00% | market | 62.50% | — | — | 0.49% | -2.61% | 3.10% |
| LAUR | 2018-03-20 | 2018-03-21 | 2018-04-19 | 1 | 13.66 | 13.66 | 0.00% | market | 54.84% | — | — | 4.88% | -0.74% | 5.62% |
| CATO | 2018-03-22 | 2018-03-23 | 2018-04-23 | 1 | 13.66 | 13.66 | 0.00% | market | 76.67% | — | — | 19.96% | 0.91% | 19.05% |
| CIG | 2018-03-29 | 2018-04-02 | 2018-04-30 | 4 | 1.98 | 1.98 | 0.00% | market | 62.50% | — | — | -7.17% | 0.75% | -7.92% |
| CIG-C | 2018-03-29 | 2018-04-02 | 2018-04-30 | 4 | 1.18 | 1.18 | 0.00% | market | 50.00% | — | — | -6.88% | 0.75% | -7.63% |
| UCTT | 2018-04-25 | 2018-04-26 | 2018-05-24 | 1 | 17.70 | 17.70 | 0.00% | market | 16.95% | — | — | -4.79% | 3.03% | -7.81% |
| HZO | 2018-04-26 | 2018-04-27 | 2018-05-25 | 1 | 22.35 | 22.35 | 0.00% | market | 78.57% | — | — | 4.37% | 1.93% | 2.45% |
| KBR | 2018-04-26 | 2018-04-27 | 2018-05-25 | 1 | 17.11 | 17.11 | 0.00% | market | 36.00% | — | — | 2.12% | 1.93% | 0.19% |
| PATK | 2018-04-26 | 2018-04-27 | 2018-05-25 | 1 | 39.87 | 39.87 | 0.00% | market | 26.98% | — | — | -0.53% | 1.93% | -2.46% |
| RS | 2018-04-26 | 2018-04-27 | 2018-05-25 | 1 | 92.81 | 92.81 | 0.00% | market | 14.43% | — | — | -0.00% | 1.93% | -1.93% |
| NSP | 2018-04-30 | 2018-05-01 | 2018-05-30 | 1 | 80.85 | 80.85 | 0.00% | market | 23.68% | — | — | 13.32% | 3.31% | 10.01% |
| CYH | 2018-05-01 | 2018-05-02 | 2018-05-31 | 1 | 4.31 | 4.31 | 0.00% | market | 150.00% | — | — | -5.20% | 2.33% | -7.54% |
| BHR | 2018-05-02 | 2018-05-03 | 2018-06-01 | 1 | 10.18 | 10.18 | 0.00% | market | 22.22% | — | — | 5.70% | 4.32% | 1.37% |
| BZH | 2018-05-02 | 2018-05-03 | 2018-06-01 | 1 | 16.04 | 16.04 | 0.00% | market | 140.00% | — | — | -5.65% | 4.32% | -9.97% |
| DFIN | 2018-05-02 | 2018-05-03 | 2018-06-01 | 1 | 19.24 | 19.24 | 0.00% | market | 18.42% | — | — | -20.53% | 4.32% | -24.85% |
| DNOW | 2018-05-02 | 2018-05-03 | 2018-06-01 | 1 | 13.86 | 13.86 | 0.00% | market | 164.55% | — | — | -0.61% | 4.32% | -4.93% |
| HCC | 2018-05-02 | 2018-05-03 | 2018-06-01 | 1 | 24.77 | 24.77 | 0.00% | market | 14.00% | — | — | 14.47% | 4.32% | 10.15% |
| KOP | 2018-05-03 | 2018-05-04 | 2018-06-04 | 1 | 42.10 | 42.10 | 0.00% | market | 35.63% | — | — | -2.48% | 5.12% | -7.59% |
| SM | 2018-05-03 | 2018-05-04 | 2018-06-04 | 1 | 11.54 | 11.54 | 0.00% | market | 85.63% | — | — | -7.55% | 5.12% | -12.67% |
| TWI | 2018-05-03 | 2018-05-04 | 2018-06-04 | 1 | 11.60 | 11.60 | 0.00% | market | 1050.00% | — | — | 1.11% | 5.12% | -4.01% |
| NOG | 2018-05-07 | 2018-05-08 | 2018-06-06 | 1 | 19.10 | 19.10 | 0.00% | market | 41.67% | — | — | 30.79% | 4.09% | 26.70% |
| J | 2018-05-08 | 2018-05-09 | 2018-06-07 | 1 | 52.28 | 52.28 | 0.00% | market | 14.94% | — | — | 4.40% | 3.62% | 0.78% |
| PARR | 2018-05-08 | 2018-05-09 | 2018-06-07 | 1 | 17.60 | 17.60 | 0.00% | market | 350.00% | — | — | 3.71% | 3.62% | 0.09% |
| RNGR | 2018-05-08 | 2018-05-09 | 2018-06-07 | 1 | 8.43 | 8.43 | 0.00% | market | 355.56% | — | — | 3.70% | 3.62% | 0.08% |
| CVNA | 2018-05-09 | 2018-05-10 | 2018-06-08 | 1 | 5.80 | 5.80 | 0.00% | market | 80.00% | — | — | 24.21% | 2.90% | 21.31% |
| GLP | 2018-05-09 | 2018-05-10 | 2018-06-08 | 1 | 16.60 | 16.60 | 0.00% | market | 35.29% | — | — | 3.51% | 2.90% | 0.61% |
| LUMN | 2018-05-09 | 2018-05-10 | 2018-06-08 | 1 | 18.95 | 18.95 | 0.00% | market | 31.58% | — | — | -6.96% | 2.90% | -9.86% |
| TALO | 2018-05-07 | 2018-05-10 | 2018-06-08 | 3 | 35.00 | 35.00 | 0.00% | market | 71.70% | — | — | -10.27% | 2.90% | -13.18% |
| WTTR | 2018-05-10 | 2018-05-11 | 2018-06-11 | 1 | 16.67 | 16.67 | 0.00% | market | 171.43% | — | — | -17.26% | 2.35% | -19.61% |
| AMR | 2018-05-24 | 2018-05-25 | 2018-06-25 | 1 | 67.00 | 67.00 | 0.00% | market | 16.49% | — | — | 9.60% | -0.42% | 10.02% |
| NGL | 2018-05-30 | 2018-05-31 | 2018-06-28 | 1 | 11.90 | 11.90 | 0.00% | market | 47.92% | — | — | 4.94% | -0.46% | 5.40% |
| NX | 2018-06-04 | 2018-06-05 | 2018-07-03 | 1 | 17.90 | 17.90 | 0.00% | market | 27.27% | — | — | 1.02% | -1.51% | 2.53% |
| CNR | 2018-06-05 | 2018-06-06 | 2018-07-05 | 1 | 47.49 | 47.49 | 0.00% | market | 38.89% | — | — | -16.19% | -0.97% | -15.22% |
| WGO | 2018-06-20 | 2018-06-21 | 2018-07-20 | 1 | 46.75 | 46.75 | 0.00% | market | 12.09% | — | — | -10.90% | 1.35% | -12.25% |
| KR | 2018-06-21 | 2018-06-22 | 2018-07-23 | 1 | 28.83 | 28.83 | 0.00% | market | 15.87% | — | — | -1.97% | 1.65% | -3.62% |
| KBH | 2018-06-28 | 2018-06-29 | 2018-07-30 | 1 | 27.42 | 27.42 | 0.00% | market | 18.75% | — | — | -14.83% | 2.88% | -17.71% |
| AA | 2018-07-18 | 2018-07-19 | 2018-08-16 | 1 | 45.75 | 45.75 | 0.00% | market | 14.29% | — | — | -9.50% | 1.34% | -10.84% |
| MTH | 2018-07-25 | 2018-07-26 | 2018-08-23 | 1 | 21.18 | 21.18 | 0.00% | market | 20.00% | — | — | 2.26% | 0.91% | 1.35% |
| TFII | 2018-07-26 | 2018-07-27 | 2018-08-24 | 1 | 32.00 | 32.00 | 0.00% | market | 41.50% | — | — | 14.15% | 1.34% | 12.81% |
| PSX | 2018-07-27 | 2018-07-30 | 2018-08-27 | 3 | 119.57 | 119.57 | 0.00% | market | 27.85% | — | — | 0.28% | 2.94% | -2.65% |
| MCY | 2018-07-30 | 2018-07-31 | 2018-08-28 | 1 | 49.54 | 49.54 | 0.00% | market | 66.04% | — | — | 5.47% | 3.24% | 2.23% |
| MX | 2018-07-30 | 2018-07-31 | 2018-08-28 | 1 | 13.00 | 13.00 | 0.00% | market | 64.29% | — | — | -12.02% | 3.24% | -15.27% |
| TBI | 2018-07-30 | 2018-07-31 | 2018-08-28 | 1 | 29.30 | 29.30 | 0.00% | market | 16.33% | — | — | 0.24% | 3.24% | -3.00% |
| ARCB | 2018-07-31 | 2018-08-01 | 2018-08-29 | 1 | 46.05 | 46.05 | 0.00% | market | 13.13% | — | — | 5.11% | 3.52% | 1.59% |
| LBRT | 2018-08-01 | 2018-08-02 | 2018-08-30 | 1 | 19.71 | 19.71 | 0.00% | market | 18.33% | — | — | -1.42% | 3.90% | -5.32% |
| MUSA | 2018-08-01 | 2018-08-02 | 2018-08-30 | 1 | 80.90 | 80.90 | 0.00% | market | 30.43% | — | — | 2.20% | 3.90% | -1.71% |
| BELFB | 2018-08-02 | 2018-08-03 | 2018-08-31 | 1 | 24.35 | 24.35 | 0.00% | market | 106.67% | — | — | 17.56% | 2.75% | 14.81% |
| CCS | 2018-08-02 | 2018-08-03 | 2018-08-31 | 1 | 32.65 | 32.65 | 0.00% | market | 25.00% | — | — | -10.51% | 2.75% | -13.27% |
| ORN | 2018-08-02 | 2018-08-03 | 2018-08-31 | 1 | 9.12 | 9.12 | 0.00% | market | 700.00% | — | — | -5.58% | 2.75% | -8.34% |
| STRL | 2018-08-02 | 2018-08-03 | 2018-08-31 | 1 | 14.00 | 14.00 | 0.00% | market | 20.00% | — | — | 3.83% | 2.75% | 1.07% |
| BCC | 2018-08-06 | 2018-08-07 | 2018-09-05 | 1 | 44.55 | 44.55 | 0.00% | market | 21.70% | — | — | -0.10% | 1.28% | -1.38% |
| MTW | 2018-08-06 | 2018-08-07 | 2018-09-05 | 1 | 27.12 | 27.12 | 0.00% | market | 37.93% | — | — | -14.11% | 1.28% | -15.39% |
| AMRC | 2018-08-07 | 2018-08-08 | 2018-09-06 | 1 | 14.60 | 14.60 | 0.00% | market | 90.00% | — | — | -5.92% | 0.97% | -6.89% |
| ATKR | 2018-08-07 | 2018-08-08 | 2018-09-06 | 1 | 26.00 | 26.00 | 0.00% | market | 32.31% | — | — | 4.02% | 0.97% | 3.04% |
| PARR | 2018-08-07 | 2018-08-08 | 2018-09-06 | 1 | 17.58 | 17.58 | 0.00% | market | 20.83% | — | — | 15.71% | 0.97% | 14.74% |
| PRIM | 2018-08-07 | 2018-08-08 | 2018-09-06 | 1 | 25.19 | 25.19 | 0.00% | market | 14.81% | — | — | -0.85% | 0.97% | -1.82% |
| BLBD | 2018-08-08 | 2018-08-09 | 2018-09-07 | 1 | 20.50 | 20.50 | 0.00% | market | 40.00% | — | — | 12.10% | 0.72% | 11.37% |
| CVNA | 2018-08-08 | 2018-08-09 | 2018-09-07 | 1 | 10.65 | 10.65 | 0.00% | market | 78.79% | — | — | 15.39% | 0.72% | 14.67% |
| SUN | 2018-08-08 | 2018-08-09 | 2018-09-07 | 1 | 27.00 | 27.00 | 0.00% | market | 60.71% | — | — | -0.36% | 0.72% | -1.08% |
| TSQ | 2018-08-08 | 2018-08-09 | 2018-09-07 | 1 | 7.55 | 7.55 | 0.00% | market | 46.15% | — | — | 22.68% | 0.72% | 21.96% |
| CLMT | 2018-08-09 | 2018-08-10 | 2018-09-10 | 1 | 7.35 | 7.35 | 0.00% | market | 33.33% | — | — | -4.18% | 1.64% | -5.82% |
| GLP | 2018-08-09 | 2018-08-10 | 2018-09-10 | 1 | 19.45 | 19.45 | 0.00% | market | 58.33% | — | — | -6.27% | 1.64% | -7.91% |
| TTI | 2018-08-09 | 2018-08-10 | 2018-09-10 | 1 | 4.70 | 4.70 | 0.00% | market | 200.00% | — | — | -8.40% | 1.64% | -10.04% |
| TOL | 2018-08-21 | 2018-08-22 | 2018-09-20 | 1 | 39.61 | 39.61 | 0.00% | market | 22.33% | — | — | -9.57% | 2.69% | -12.26% |
| DBI | 2018-08-28 | 2018-08-29 | 2018-09-27 | 1 | 32.73 | 32.73 | 0.00% | market | 36.96% | — | — | 4.09% | 0.18% | 3.90% |
| DKS | 2018-08-29 | 2018-08-30 | 2018-09-28 | 1 | 35.87 | 35.87 | 0.00% | market | 13.21% | — | — | -1.19% | -0.08% | -1.11% |
| ANF | 2018-08-30 | 2018-08-31 | 2018-10-01 | 1 | 22.37 | 22.37 | 0.00% | market | 220.00% | — | — | -8.10% | 0.65% | -8.75% |
| CASY | 2018-09-10 | 2018-09-11 | 2018-10-09 | 1 | 120.00 | 120.00 | 0.00% | market | 13.77% | — | — | 3.41% | 0.01% | 3.40% |
| SMMT | 2018-09-20 | 2018-09-21 | 2018-10-19 | 1 | 2.38 | 2.38 | 0.00% | market | 383.78% | — | — | -21.11% | -5.75% | -15.36% |
| KBH | 2018-09-25 | 2018-09-26 | 2018-10-24 | 1 | 26.73 | 26.73 | 0.00% | market | 12.99% | — | — | -30.66% | -8.80% | -21.87% |
| TAL | 2018-10-25 | 2018-10-26 | 2018-11-26 | 1 | 24.89 | 24.89 | 0.00% | market | 23.08% | — | — | 14.20% | 0.59% | 13.61% |
| ASX | 2018-10-30 | 2018-10-31 | 2018-11-29 | 1 | 4.00 | 4.00 | 0.00% | market | 12.50% | — | — | -2.60% | 1.23% | -3.83% |
| HBB | 2018-10-30 | 2018-10-31 | 2018-11-29 | 1 | 22.58 | 22.58 | 0.00% | market | 37.21% | — | — | 1.10% | 1.23% | -0.13% |
| CRC | 2018-11-01 | 2018-11-02 | 2018-12-03 | 1 | 33.92 | 33.92 | 0.00% | market | 125.00% | — | — | -26.57% | 1.66% | -28.23% |
| FTK | 2018-11-06 | 2018-11-07 | 2018-12-07 | 1 | 11.82 | 11.82 | 0.00% | market | 45.45% | — | — | -32.08% | -5.04% | -27.04% |
| RNGR | 2018-11-06 | 2018-11-07 | 2018-12-07 | 1 | 6.84 | 6.84 | 0.00% | market | 70.59% | — | — | 18.17% | -5.04% | 23.22% |
| ADEA | 2018-11-07 | 2018-11-08 | 2018-12-10 | 1 | 3.56 | 3.56 | 0.00% | market | 16.67% | — | — | 36.42% | -5.73% | 42.14% |
| BZH | 2018-11-13 | 2018-11-14 | 2018-12-14 | 1 | 11.02 | 11.02 | 0.00% | market | 22.34% | — | — | -4.27% | -4.99% | 0.72% |
| EDN | 2018-11-13 | 2018-11-14 | 2018-12-14 | 1 | 22.69 | 22.69 | 0.00% | market | 1300.00% | — | — | 17.75% | -4.99% | 22.74% |
| SUPV | 2018-11-15 | 2018-11-16 | 2018-12-18 | 1 | 8.29 | 8.29 | 0.00% | market | 60.00% | — | — | -3.24% | -6.15% | 2.91% |
| JKS | 2018-11-26 | 2018-11-27 | 2018-12-27 | 1 | 10.45 | 10.45 | 0.00% | market | 24.59% | — | — | -4.88% | -6.86% | 1.97% |
| GME | 2018-11-29 | 2018-11-30 | 2019-01-02 | 1 | 3.25 | 3.25 | 0.00% | market | 21.43% | — | — | 0.52% | -8.63% | 9.15% |
| TOL | 2018-12-04 | 2018-12-06 | 2019-01-07 | 2 | 32.50 | 32.50 | 0.00% | market | 13.66% | — | — | 8.61% | -4.34% | 12.95% |
| HOV | 2018-12-06 | 2018-12-07 | 2019-01-08 | 1 | 30.00 | 30.00 | 0.00% | market | 52.63% | — | — | -31.01% | -4.71% | -26.30% |
| POWL | 2018-12-11 | 2018-12-12 | 2019-01-11 | 1 | 8.49 | 8.49 | 0.00% | market | 28.57% | — | — | 12.62% | -3.17% | 15.80% |
| SNX | 2019-01-10 | 2019-01-11 | 2019-02-11 | 1 | 46.79 | 46.79 | 0.00% | market | 12.31% | — | — | 5.26% | 5.02% | 0.24% |
| CVLG | 2019-01-23 | 2019-01-24 | 2019-02-22 | 1 | 12.22 | 12.22 | 0.00% | market | 21.05% | — | — | 0.72% | 6.05% | -5.33% |
| TXT | 2019-01-24 | 2019-01-25 | 2019-02-25 | 1 | 52.69 | 52.69 | 0.00% | market | 17.35% | — | — | 4.34% | 5.24% | -0.90% |
| SANM | 2019-01-28 | 2019-01-29 | 2019-02-27 | 1 | 33.00 | 33.00 | 0.00% | market | 16.90% | — | — | -3.07% | 5.79% | -8.86% |
| MTH | 2019-01-30 | 2019-01-31 | 2019-03-01 | 1 | 22.18 | 22.18 | 0.00% | market | 26.32% | — | — | -2.08% | 4.83% | -6.91% |
| MHO | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 28.89 | 28.89 | 0.00% | market | 20.00% | — | — | -10.97% | 0.81% | -11.78% |
| SGU | 2019-02-05 | 2019-02-06 | 2019-03-07 | 1 | 9.39 | 9.39 | 0.00% | market | 38.89% | — | — | 3.41% | 0.81% | 2.60% |
| SONO | 2019-02-06 | 2019-02-07 | 2019-03-08 | 1 | 11.65 | 11.65 | 0.00% | market | 34.15% | — | — | -14.43% | 1.30% | -15.73% |
| MPC | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 63.39 | 63.39 | 0.00% | market | 21.72% | — | — | -6.71% | 3.61% | -10.32% |
| MTW | 2019-02-07 | 2019-02-08 | 2019-03-11 | 1 | 16.78 | 16.78 | 0.00% | market | 220.00% | — | — | 6.04% | 3.61% | 2.43% |
| JLL | 2019-02-12 | 2019-02-13 | 2019-03-14 | 1 | 167.21 | 167.21 | 0.00% | market | 26.37% | — | — | -3.38% | 2.23% | -5.61% |
| UIS | 2019-02-12 | 2019-02-13 | 2019-03-14 | 1 | 14.57 | 14.57 | 0.00% | market | 46.97% | — | — | -8.82% | 2.23% | -11.05% |
| AR | 2019-02-13 | 2019-02-14 | 2019-03-15 | 1 | 9.01 | 9.01 | 0.00% | market | 21.05% | — | — | -6.65% | 2.75% | -9.40% |
| RUSHA | 2019-02-13 | 2019-02-14 | 2019-03-15 | 1 | 17.78 | 17.78 | 0.00% | market | 29.27% | — | — | 2.77% | 2.75% | 0.02% |
| PDS | 2019-02-14 | 2019-02-15 | 2019-03-18 | 1 | 49.00 | 49.00 | 0.00% | market | 130.77% | — | — | -2.14% | 2.16% | -4.30% |
| FLR | 2019-02-21 | 2019-02-22 | 2019-03-22 | 1 | 38.13 | 38.13 | 0.00% | market | 26.23% | — | — | -6.76% | 0.41% | -7.17% |
| DDS | 2019-02-25 | 2019-02-26 | 2019-03-26 | 1 | 75.33 | 75.33 | 0.00% | market | 21.05% | — | — | -2.70% | 0.71% | -3.41% |
| RRC | 2019-02-25 | 2019-02-26 | 2019-03-26 | 1 | 11.21 | 11.21 | 0.00% | market | 16.67% | — | — | -1.44% | 0.71% | -2.15% |
| FSK | 2019-02-27 | 2019-02-28 | 2019-03-28 | 1 | 26.04 | 26.04 | 0.00% | market | 16.67% | — | — | -7.01% | 0.63% | -7.64% |
| OVV | 2019-02-28 | 2019-03-01 | 2019-03-29 | 1 | 36.80 | 36.80 | 0.00% | market | 88.24% | — | — | -1.73% | 0.73% | -2.46% |
| CCO | 2019-03-05 | 2019-03-06 | 2019-04-03 | 1 | 5.55 | 5.55 | 0.00% | market | 799.74% | — | — | 0.44% | 2.60% | -2.16% |
| GNK | 2019-03-05 | 2019-03-06 | 2019-04-03 | 1 | 8.90 | 8.90 | 0.00% | market | 34.48% | — | — | -11.45% | 2.60% | -14.05% |
| UNFI | 2019-03-05 | 2019-03-06 | 2019-04-03 | 1 | 14.19 | 14.19 | 0.00% | market | 91.30% | — | — | -9.54% | 2.60% | -12.15% |
| ANF | 2019-03-06 | 2019-03-07 | 2019-04-04 | 1 | 25.75 | 25.75 | 0.00% | market | 17.39% | — | — | 3.36% | 3.74% | -0.38% |
| MYRG | 2019-03-06 | 2019-03-07 | 2019-04-04 | 1 | 37.18 | 37.18 | 0.00% | market | 23.08% | — | — | -2.09% | 3.74% | -5.83% |
| LPL | 2019-03-07 | 2019-03-08 | 2019-04-05 | 1 | 9.33 | 9.33 | 0.00% | market | 172627.27% | — | — | -3.64% | 5.73% | -9.36% |
| SONY | 2019-03-07 | 2019-03-08 | 2019-04-05 | 1 | 9.06 | 9.06 | 0.00% | market | 64.84% | — | — | -5.07% | 5.73% | -10.79% |
| BMA | 2019-03-08 | 2019-03-11 | 2019-04-08 | 3 | 46.08 | 46.08 | 0.00% | market | 33.33% | — | — | 2.92% | 4.92% | -2.00% |
| YPF | 2019-03-08 | 2019-03-11 | 2019-04-08 | 3 | 13.34 | 13.34 | 0.00% | market | 249.61% | — | — | 12.87% | 4.92% | 7.95% |
| AVAL | 2019-03-16 | 2019-03-18 | 2019-04-15 | 2 | 7.61 | 7.61 | 0.00% | market | 44.44% | — | — | 8.44% | 2.99% | 5.45% |
| MCY | 2019-04-29 | 2019-04-30 | 2019-05-29 | 1 | 52.82 | 52.82 | 0.00% | market | 12.99% | — | — | 7.81% | -5.19% | 13.00% |
| LBRT | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 15.37 | 15.37 | 0.00% | market | 23.81% | — | — | -13.05% | -5.32% | -7.72% |
| OSK | 2019-04-30 | 2019-05-01 | 2019-05-30 | 1 | 82.20 | 82.20 | 0.00% | market | 12.35% | — | — | -8.70% | -5.32% | -3.38% |
| OPCH | 2019-05-02 | 2019-05-03 | 2019-06-03 | 1 | 7.84 | 7.84 | 0.00% | market | 18.37% | — | — | 1.43% | -6.23% | 7.66% |
| SFM | 2019-05-02 | 2019-05-03 | 2019-06-03 | 1 | 22.50 | 22.50 | 0.00% | market | 12.20% | — | — | -10.63% | -6.23% | -4.40% |
| GNE | 2019-05-06 | 2019-05-07 | 2019-06-05 | 1 | 8.69 | 8.69 | 0.00% | market | 320.00% | — | — | 10.26% | -2.48% | 12.73% |
| GSL | 2019-05-07 | 2019-05-08 | 2019-06-06 | 1 | 5.89 | 5.89 | 0.00% | market | 15.79% | — | — | 18.75% | -0.95% | 19.69% |
| POWL | 2019-05-07 | 2019-05-08 | 2019-06-06 | 1 | 11.20 | 11.20 | 0.00% | market | 132.00% | — | — | 6.60% | -0.95% | 7.55% |
| STGW | 2019-05-07 | 2019-05-08 | 2019-06-06 | 1 | 2.39 | 2.39 | 0.00% | market | 81.82% | — | — | 19.15% | -0.95% | 20.10% |
| BV | 2019-05-08 | 2019-05-09 | 2019-06-07 | 1 | 16.22 | 16.22 | 0.00% | market | 15.38% | — | — | 12.48% | 0.85% | 11.63% |
| BBAR | 2019-05-09 | 2019-05-10 | 2019-06-10 | 1 | 9.04 | 9.04 | 0.00% | market | 105.41% | — | — | 5.43% | 1.17% | 4.26% |
| BMA | 2019-05-09 | 2019-05-10 | 2019-06-10 | 1 | 46.07 | 46.07 | 0.00% | market | 30.54% | — | — | 25.51% | 1.17% | 24.34% |
| GGAL | 2019-05-09 | 2019-05-10 | 2019-06-10 | 1 | 25.22 | 25.22 | 0.00% | market | 120.27% | — | — | 13.10% | 1.17% | 11.93% |
| GOLD | 2019-05-09 | 2019-05-10 | 2019-06-10 | 1 | 6.00 | 6.00 | 0.00% | market | 16.67% | — | — | 8.23% | 1.17% | 7.06% |
| DY | 2019-05-21 | 2019-05-22 | 2019-06-20 | 1 | 57.14 | 57.14 | 0.00% | market | 26.19% | — | — | 0.18% | 3.65% | -3.47% |
| GCO | 2019-05-31 | 2019-06-03 | 2019-07-01 | 3 | 44.99 | 44.99 | 0.00% | market | 714.81% | — | — | -6.59% | 7.39% | -13.98% |
| NX | 2019-06-04 | 2019-06-05 | 2019-07-03 | 1 | 17.48 | 17.48 | 0.00% | market | 46.15% | — | — | 6.54% | 5.83% | 0.70% |
| SAIC | 2019-06-06 | 2019-06-07 | 2019-07-08 | 1 | 84.80 | 84.80 | 0.00% | market | 12.40% | — | — | 3.00% | 3.81% | -0.81% |
| WGO | 2019-06-19 | 2019-06-20 | 2019-07-19 | 1 | 40.99 | 40.99 | 0.00% | market | 15.15% | — | — | -4.15% | 0.38% | -4.53% |
| LEN | 2019-06-25 | 2019-06-26 | 2019-07-25 | 1 | 47.75 | 47.75 | 0.00% | market | 14.04% | — | — | -0.08% | 2.83% | -2.91% |
| KBH | 2019-06-26 | 2019-06-27 | 2019-07-26 | 1 | 25.21 | 25.21 | 0.00% | market | 27.50% | — | — | 6.25% | 3.67% | 2.57% |
| MHO | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 31.85 | 31.85 | 0.00% | market | 31.71% | — | — | 15.91% | -2.85% | 18.76% |
| MTH | 2019-07-24 | 2019-07-25 | 2019-08-22 | 1 | 30.50 | 30.50 | 0.00% | market | 26.92% | — | — | 6.69% | -2.85% | 9.54% |
| CVEO | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 19.80 | 19.80 | 0.00% | market | 14.29% | — | — | -23.74% | -4.35% | -19.39% |
| LXU | 2019-07-29 | 2019-07-30 | 2019-08-27 | 1 | 3.71 | 3.71 | 0.00% | market | 88.89% | — | — | -6.32% | -4.35% | -1.98% |
| ACCO | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 8.90 | 8.90 | 0.00% | market | 12.50% | — | — | 4.06% | -4.02% | 8.08% |
| AGCO | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 79.81 | 79.81 | 0.00% | market | 14.47% | — | — | -15.87% | -4.02% | -11.85% |
| MDU | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 10.22 | 10.22 | 0.00% | market | 14.81% | — | — | -1.57% | -4.02% | 2.45% |
| MX | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 11.79 | 11.79 | 0.00% | market | 188.89% | — | — | -15.11% | -4.02% | -11.09% |
| ORN | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 4.30 | 4.30 | 0.00% | market | 107.14% | — | — | -6.84% | -1.69% | -5.16% |
| WNC | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 15.84 | 15.84 | 0.00% | market | 14.29% | — | — | -13.55% | -1.69% | -11.86% |
| BLDR | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 17.96 | 17.96 | 0.00% | market | 31.25% | — | — | 8.20% | -0.48% | 8.67% |
| BZH | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 11.80 | 11.80 | 0.00% | market | 123.53% | — | — | 6.09% | -0.48% | 6.56% |
| CNXN | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 34.68 | 34.68 | 0.00% | market | 23.61% | — | — | 1.49% | -0.48% | 1.96% |
| DINO | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 52.07 | 52.07 | 0.00% | market | 32.12% | — | — | -14.91% | -0.48% | -14.43% |
| MPC | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 55.10 | 55.10 | 0.00% | market | 30.08% | — | — | -10.79% | -0.48% | -10.31% |
| MTZ | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 54.33 | 54.33 | 0.00% | market | 42.86% | — | — | 15.62% | -0.48% | 16.10% |
| OSK | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 75.00 | 75.00 | 0.00% | market | 12.86% | — | — | -6.41% | -0.48% | -5.93% |
| SM | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 4.75 | 4.75 | 0.00% | market | 118.18% | — | — | -0.31% | -0.48% | 0.17% |
| BCC | 2019-08-05 | 2019-08-06 | 2019-09-04 | 1 | 29.44 | 29.44 | 0.00% | market | 47.92% | — | — | 2.28% | 2.84% | -0.57% |
| BHF | 2019-08-05 | 2019-08-06 | 2019-09-04 | 1 | 36.80 | 36.80 | 0.00% | market | 14.80% | — | — | -4.80% | 2.84% | -7.64% |
| DK | 2019-08-05 | 2019-08-06 | 2019-09-04 | 1 | 38.59 | 38.59 | 0.00% | market | 39.29% | — | — | -12.59% | 2.84% | -15.43% |
| MG | 2019-08-05 | 2019-08-06 | 2019-09-04 | 1 | 14.93 | 14.93 | 0.00% | market | 22.22% | — | — | -3.25% | 2.84% | -6.09% |
| ANDE | 2019-08-06 | 2019-08-07 | 2019-09-05 | 1 | 27.35 | 27.35 | 0.00% | market | 88.46% | — | — | -18.38% | 4.72% | -23.10% |
| COKE | 2019-08-06 | 2019-08-07 | 2019-09-05 | 1 | 30.14 | 30.14 | 0.00% | market | 217.61% | — | — | 1.36% | 4.72% | -3.36% |
| EPC | 2019-08-06 | 2019-08-07 | 2019-09-05 | 1 | 30.81 | 30.81 | 0.00% | market | 18.09% | — | — | -3.51% | 4.72% | -8.23% |
| JLL | 2019-08-06 | 2019-08-07 | 2019-09-05 | 1 | 139.08 | 139.08 | 0.00% | market | 27.27% | — | — | -1.71% | 4.72% | -6.43% |
| PRIM | 2019-08-06 | 2019-08-07 | 2019-09-05 | 1 | 19.37 | 19.37 | 0.00% | market | 25.00% | — | — | -1.29% | 4.72% | -6.01% |
| TISI | 2019-08-06 | 2019-08-07 | 2019-09-05 | 1 | 166.70 | 166.70 | 0.00% | market | 100.00% | — | — | 0.50% | 4.72% | -4.22% |
| TROX | 2019-08-06 | 2019-08-07 | 2019-09-05 | 1 | 9.18 | 9.18 | 0.00% | market | 188.89% | — | — | -11.97% | 4.72% | -16.69% |
| TSQ | 2019-08-06 | 2019-08-07 | 2019-09-05 | 1 | 5.98 | 5.98 | 0.00% | market | 14.71% | — | — | 1.91% | 4.72% | -2.81% |
| PLUS | 2019-08-07 | 2019-08-08 | 2019-09-06 | 1 | 39.08 | 39.08 | 0.00% | market | 24.14% | — | — | 4.22% | 2.91% | 1.31% |
| GLP | 2019-08-08 | 2019-08-09 | 2019-09-09 | 1 | 19.80 | 19.80 | 0.00% | market | 2150.00% | — | — | -3.13% | 1.92% | -5.05% |
| MTW | 2019-08-08 | 2019-08-09 | 2019-09-09 | 1 | 17.74 | 17.74 | 0.00% | market | 91.84% | — | — | -26.09% | 1.92% | -28.01% |
| BBAR | 2019-08-12 | 2019-08-13 | 2019-09-11 | 1 | 5.94 | 5.94 | 0.00% | market | 100.00% | — | — | -25.18% | 4.35% | -29.53% |
| PAM | 2019-08-12 | 2019-08-13 | 2019-09-11 | 1 | 16.86 | 16.86 | 0.00% | market | 152.44% | — | — | -7.69% | 4.35% | -12.04% |
| JD | 2019-08-13 | 2019-08-14 | 2019-09-12 | 1 | 29.70 | 29.70 | 0.00% | market | 266.67% | — | — | 6.03% | 4.59% | 1.44% |
| CIG-C | 2019-08-15 | 2019-08-16 | 2019-09-16 | 1 | 2.30 | 2.30 | 0.00% | market | 552.05% | — | — | -10.97% | 4.78% | -15.74% |
| BBWI | 2019-08-21 | 2019-08-22 | 2019-09-20 | 1 | 14.72 | 14.72 | 0.00% | market | 20.00% | — | — | 3.50% | 1.72% | 1.78% |
| EMBJ | 2019-08-21 | 2019-08-22 | 2019-09-20 | 1 | 17.86 | 17.86 | 0.00% | market | 122.22% | — | — | 4.66% | 1.72% | 2.94% |
| TLYS | 2019-08-28 | 2019-08-29 | 2019-09-27 | 1 | 9.80 | 9.80 | 0.00% | market | 55.00% | — | — | -3.37% | 1.26% | -4.63% |
| AEO | 2019-09-04 | 2019-09-05 | 2019-10-03 | 1 | 14.56 | 14.56 | 0.00% | market | 21.88% | — | — | 5.46% | -2.15% | 7.61% |
| CASY | 2019-09-09 | 2019-09-10 | 2019-10-08 | 1 | 164.77 | 164.77 | 0.00% | market | 13.79% | — | — | -2.06% | -2.97% | 0.91% |
| STC | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 42.55 | 42.55 | 0.00% | market | 25.49% | — | — | 1.45% | 4.03% | -2.58% |
| MX | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 12.85 | 12.85 | 0.00% | market | 81.48% | — | — | -9.52% | 3.11% | -12.63% |
| CVEO | 2019-10-25 | 2019-10-28 | 2019-11-25 | 3 | 13.20 | 13.20 | 0.00% | market | 200.00% | — | — | -17.37% | 3.44% | -20.82% |
| AMKR | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 13.46 | 13.46 | 0.00% | market | 187.50% | — | — | -8.57% | 3.66% | -12.23% |
| MAT | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 12.75 | 12.75 | 0.00% | market | 62.50% | — | — | -7.47% | 3.97% | -11.44% |
| MDU | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 10.81 | 10.81 | 0.00% | market | 13.11% | — | — | 2.21% | 3.97% | -1.76% |
| ASX | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 5.13 | 5.13 | 0.00% | market | 50.00% | — | — | -4.78% | 3.35% | -8.13% |
| ORN | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 5.08 | 5.08 | 0.00% | market | 366.67% | — | — | 8.36% | 3.35% | 5.02% |
| FLR | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 16.35 | 16.35 | 0.00% | market | 86.84% | — | — | 4.55% | 2.20% | 2.34% |
| NMM | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 20.15 | 20.15 | 0.00% | market | 391.18% | — | — | -11.27% | 2.20% | -13.47% |
| PFSI | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 31.80 | 31.80 | 0.00% | market | 15.27% | — | — | 6.22% | 2.20% | 4.02% |
| EVH | 2019-11-05 | 2019-11-06 | 2019-12-05 | 1 | 8.62 | 8.62 | 0.00% | market | 40.00% | — | — | -22.61% | 1.63% | -24.23% |
| GRBK | 2019-11-07 | 2019-11-08 | 2019-12-09 | 1 | 10.49 | 10.49 | 0.00% | market | 14.81% | — | — | 9.34% | 1.98% | 7.36% |
| PCG | 2019-11-07 | 2019-11-08 | 2019-12-09 | 1 | 6.28 | 6.28 | 0.00% | market | 12.12% | — | — | 77.93% | 1.98% | 75.95% |
| BMA | 2019-11-08 | 2019-11-11 | 2019-12-10 | 3 | 23.73 | 23.73 | 0.00% | market | 74.63% | — | — | 13.98% | 1.99% | 11.99% |
| ZEPP | 2019-11-12 | 2019-11-13 | 2019-12-12 | 1 | 40.60 | 40.60 | 0.00% | market | 20.37% | — | — | 13.30% | 2.99% | 10.30% |
| BZH | 2019-11-13 | 2019-11-14 | 2019-12-13 | 1 | 13.72 | 13.72 | 0.00% | market | 14.81% | — | — | 12.44% | 2.76% | 9.67% |
| HOV | 2019-12-05 | 2019-12-06 | 2020-01-07 | 1 | 25.30 | 25.30 | 0.00% | market | 64.41% | — | — | -17.25% | 2.74% | -20.00% |
| GCO | 2019-12-06 | 2019-12-09 | 2020-01-08 | 3 | 49.80 | 49.80 | 0.00% | market | 23.15% | — | — | -3.07% | 3.18% | -6.26% |
| LEN | 2020-01-08 | 2020-01-09 | 2020-02-07 | 1 | 58.12 | 58.12 | 0.00% | market | 12.11% | — | — | 18.60% | 1.85% | 16.75% |
| GE | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 64.18 | 64.18 | 0.00% | market | 16.67% | — | — | -15.70% | -8.66% | -7.03% |
| MEOH | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 37.05 | 37.05 | 0.00% | market | 514.95% | — | — | -22.23% | -8.66% | -13.57% |
| MPC | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 52.78 | 52.78 | 0.00% | market | 83.53% | — | — | -10.26% | -8.66% | -1.59% |
| MTH | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 36.99 | 36.99 | 0.00% | market | 38.54% | — | — | -14.32% | -8.66% | -5.66% |
| SF | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 29.22 | 29.22 | 0.00% | market | 16.82% | — | — | -11.91% | -5.48% | -6.43% |
| OPY | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 27.69 | 27.69 | 0.00% | market | 130.00% | — | — | -13.72% | -7.15% | -6.57% |
| SMFG | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 7.07 | 7.07 | 0.00% | market | 72.04% | — | — | -11.84% | -7.15% | -4.69% |
| SGU | 2020-02-03 | 2020-02-04 | 2020-03-04 | 1 | 9.60 | 9.60 | 0.00% | market | 15.15% | — | — | -6.04% | -4.64% | -1.40% |
| PAA | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 17.15 | 17.15 | 0.00% | market | 28.57% | — | — | -23.72% | -8.97% | -14.74% |
| PRU | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 95.33 | 95.33 | 0.00% | market | 15.35% | — | — | -24.30% | -8.97% | -15.33% |
| SONO | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 15.25 | 15.25 | 0.00% | market | 25.00% | — | — | -31.38% | -10.92% | -20.46% |
| TTMI | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 16.00 | 16.00 | 0.00% | market | 51.85% | — | — | -20.04% | -10.92% | -9.12% |
| CCS | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 34.67 | 34.67 | 0.00% | market | 18.11% | — | — | -13.89% | -17.60% | 3.72% |
| NOK | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 4.28 | 4.28 | 0.00% | market | 30.77% | — | — | -22.76% | -17.60% | -5.16% |
| ADEA | 2020-02-18 | 2020-02-19 | 2020-03-18 | 1 | 4.10 | 4.10 | 0.00% | market | 15.69% | — | — | -31.32% | -28.95% | -2.37% |
| QUAD | 2020-02-18 | 2020-02-19 | 2020-03-18 | 1 | 6.48 | 6.48 | 0.00% | market | 1166.67% | — | — | -45.01% | -28.95% | -16.06% |
| SM | 2020-02-19 | 2020-02-20 | 2020-03-19 | 1 | 4.79 | 4.79 | 0.00% | market | 60.00% | — | — | -71.08% | -28.79% | -42.29% |
| ARLO | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 3.70 | 3.70 | 0.00% | market | 16.13% | — | — | -50.64% | -24.94% | -25.70% |
| OII | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 13.50 | 13.50 | 0.00% | market | 118.75% | — | — | -69.14% | -24.94% | -44.20% |
| CCO | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 2.02 | 2.02 | 0.00% | market | 84.22% | — | — | -72.87% | -12.22% | -60.65% |
| TDAY | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 4.61 | 4.61 | 0.00% | market | 507.41% | — | — | -56.93% | -12.22% | -44.71% |
| AMRC | 2020-03-02 | 2020-03-03 | 2020-03-31 | 1 | 24.20 | 24.20 | 0.00% | market | 17.95% | — | — | -29.73% | -16.72% | -13.01% |
| JD | 2020-03-02 | 2020-03-03 | 2020-03-31 | 1 | 43.56 | 43.56 | 0.00% | market | 14.29% | — | — | -7.12% | -16.72% | 9.60% |
| VIPS | 2020-03-05 | 2020-03-06 | 2020-04-03 | 1 | 16.14 | 16.14 | 0.00% | market | 30.88% | — | — | -12.68% | -15.34% | 2.66% |
| GCO | 2020-03-12 | 2020-03-13 | 2020-04-13 | 1 | 24.06 | 24.06 | 0.00% | market | 12.77% | — | — | -29.32% | 4.78% | -34.10% |
| YRD | 2020-03-25 | 2020-03-26 | 2020-04-24 | 1 | 3.88 | 3.88 | 0.00% | market | 72.22% | — | — | -12.99% | 13.41% | -26.39% |
| COGT | 2020-03-26 | 2020-03-27 | 2020-04-27 | 1 | 2.08 | 2.08 | 0.00% | market | 124.56% | — | — | -23.18% | 13.34% | -36.51% |
| GME | 2020-03-26 | 2020-03-27 | 2020-04-27 | 1 | 1.24 | 1.24 | 0.00% | market | 52.38% | — | — | 17.64% | 13.34% | 4.30% |
| IIIN | 2020-04-16 | 2020-04-17 | 2020-05-15 | 1 | 17.89 | 17.89 | 0.00% | market | 140.00% | — | — | -15.30% | 0.32% | -15.62% |
| MLI | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 5.88 | 5.88 | 0.00% | market | 25.49% | — | — | 9.42% | 6.68% | 2.75% |
| TFII | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 23.18 | 23.18 | 0.00% | market | 26.53% | — | — | 24.66% | 6.68% | 17.99% |
| DHI | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 47.10 | 47.10 | 0.00% | market | 16.07% | — | — | 18.60% | 3.92% | 14.68% |
| LBRT | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 3.95 | 3.95 | 0.00% | market | 133.33% | — | — | 37.37% | 3.92% | 33.44% |
| DB | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 7.32 | 7.32 | 0.00% | market | 116.67% | — | — | 14.65% | 4.32% | 10.33% |
| UCTT | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 21.21 | 21.21 | 0.00% | market | 26.83% | — | — | -2.36% | 4.32% | -6.69% |
| BZH | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 6.95 | 6.95 | 0.00% | market | 34.62% | — | — | 44.50% | 7.09% | 37.41% |
| PFGC | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 26.64 | 26.64 | 0.00% | market | 107.14% | — | — | 7.93% | 8.91% | -0.98% |
| BKD | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 3.10 | 3.10 | 0.00% | market | 61.29% | — | — | 28.29% | 8.10% | 20.19% |
| DVN | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 11.90 | 11.90 | 0.00% | market | 172.22% | — | — | 6.79% | 8.10% | -1.31% |
| POWL | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 8.93 | 8.93 | 0.00% | market | 68.42% | — | — | 10.31% | 8.10% | 2.22% |
| SFM | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 22.41 | 22.41 | 0.00% | market | 44.44% | — | — | 11.14% | 8.10% | 3.05% |
| ADEA | 2020-05-06 | 2020-05-07 | 2020-06-05 | 1 | 4.19 | 4.19 | 0.00% | market | 20.29% | — | — | -13.47% | 10.98% | -24.44% |
| KRO | 2020-05-06 | 2020-05-07 | 2020-06-05 | 1 | 9.52 | 9.52 | 0.00% | market | 53.33% | — | — | 15.97% | 10.98% | 4.99% |
| DFIN | 2020-05-07 | 2020-05-08 | 2020-06-08 | 1 | 7.91 | 7.91 | 0.00% | market | 75.00% | — | — | 26.58% | 11.03% | 15.54% |
| GOLD | 2020-05-07 | 2020-05-08 | 2020-06-08 | 1 | 8.51 | 8.51 | 0.00% | market | 912.50% | — | — | 0.72% | 11.03% | -10.31% |
| PFSI | 2020-05-07 | 2020-05-08 | 2020-06-08 | 1 | 30.26 | 30.26 | 0.00% | market | 33.69% | — | — | 19.30% | 11.03% | 8.27% |
| VHI | 2020-05-07 | 2020-05-08 | 2020-06-08 | 1 | 9.72 | 9.72 | 0.00% | market | 16.67% | — | — | 27.16% | 11.03% | 16.13% |
| VIRT | 2020-05-07 | 2020-05-08 | 2020-06-08 | 1 | 25.76 | 25.76 | 0.00% | market | 47.48% | — | — | -12.87% | 11.03% | -23.90% |
| AMRX | 2020-05-11 | 2020-05-12 | 2020-06-10 | 1 | 4.65 | 4.65 | 0.00% | market | 150.00% | — | — | 8.72% | 8.58% | 0.14% |
| BHF | 2020-05-11 | 2020-05-12 | 2020-06-10 | 1 | 32.50 | 32.50 | 0.00% | market | 32.65% | — | — | 6.79% | 8.58% | -1.79% |
| PAM | 2020-05-12 | 2020-05-13 | 2020-06-11 | 1 | 11.46 | 11.46 | 0.00% | market | 210.53% | — | — | -8.30% | 5.09% | -13.39% |
| TEO | 2020-05-18 | 2020-05-19 | 2020-06-17 | 1 | 8.02 | 8.02 | 0.00% | market | 1500.00% | — | — | 16.98% | 5.88% | 11.10% |
| DY | 2020-05-19 | 2020-05-20 | 2020-06-18 | 1 | 38.13 | 38.13 | 0.00% | market | 739.94% | — | — | 4.28% | 5.40% | -1.12% |
| FINV | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 1.56 | 1.56 | 0.00% | market | 111.11% | — | — | 11.44% | 0.89% | 10.55% |
| TOL | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 35.06 | 35.06 | 0.00% | market | 31.11% | — | — | -13.05% | 0.89% | -13.94% |
| SUPV | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 2.16 | 2.16 | 0.00% | market | 36.84% | — | — | 8.23% | -0.80% | 9.03% |
| GBX | 2020-07-10 | 2020-07-13 | 2020-08-10 | 3 | 25.79 | 25.79 | 0.00% | market | 650.00% | — | — | 11.30% | 4.82% | 6.48% |
| ARR | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 49.50 | 49.50 | 0.00% | market | 265.38% | — | — | -3.03% | 3.62% | -6.65% |
| HLX | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 4.41 | 4.41 | 0.00% | market | 316.09% | — | — | -10.98% | 3.62% | -14.60% |
| MTH | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 47.50 | 47.50 | 0.00% | market | 56.58% | — | — | 7.29% | 3.62% | 3.67% |
| PLXS | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 77.01 | 77.01 | 0.00% | market | 60.00% | — | — | -0.66% | 3.62% | -4.28% |
| STC | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 38.12 | 38.12 | 0.00% | market | 240.00% | — | — | 8.61% | 3.62% | 4.99% |
| UFPI | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 56.74 | 56.74 | 0.00% | market | 86.21% | — | — | 8.47% | 3.62% | 4.85% |
| HZO | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 28.45 | 28.45 | 0.00% | market | 119.44% | — | — | 10.97% | 5.77% | 5.20% |
| ORI | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 16.91 | 16.91 | 0.00% | market | 20.00% | — | — | -5.24% | 5.77% | -11.02% |
| WFG | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 47.36 | 47.36 | 0.00% | market | 242.42% | — | — | 13.98% | 6.73% | 7.26% |
| CCS | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 38.00 | 38.00 | 0.00% | market | 75.36% | — | — | -0.10% | 7.90% | -8.00% |
| SID | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 2.55 | 2.55 | 0.00% | market | 266.67% | — | — | 0.68% | 7.90% | -7.22% |
| CLS | 2020-07-29 | 2020-07-30 | 2020-08-27 | 1 | 8.27 | 8.27 | 0.00% | market | 66.67% | — | — | -4.33% | 8.21% | -12.54% |
| DX | 2020-07-29 | 2020-07-30 | 2020-08-27 | 1 | 15.70 | 15.70 | 0.00% | market | 56.52% | — | — | 0.15% | 8.21% | -8.06% |
| LXU | 2020-07-29 | 2020-07-30 | 2020-08-27 | 1 | 0.92 | 0.92 | 0.00% | market | 54.39% | — | — | 77.40% | 8.21% | 69.19% |
| MHO | 2020-07-29 | 2020-07-30 | 2020-08-27 | 1 | 41.90 | 41.90 | 0.00% | market | 112.36% | — | — | 4.43% | 8.21% | -3.78% |
| TTMI | 2020-07-29 | 2020-07-30 | 2020-08-27 | 1 | 12.73 | 12.73 | 0.00% | market | 121.43% | — | — | -8.74% | 8.21% | -16.95% |
| CLF | 2020-07-30 | 2020-07-31 | 2020-08-28 | 1 | 5.48 | 5.48 | 0.00% | market | 39.22% | — | — | 18.15% | 7.57% | 10.58% |
| GFF | 2020-07-30 | 2020-07-31 | 2020-08-28 | 1 | 20.12 | 20.12 | 0.00% | market | 156.52% | — | — | 4.87% | 7.57% | -2.70% |
| HTH | 2020-07-30 | 2020-07-31 | 2020-08-28 | 1 | 21.24 | 21.24 | 0.00% | market | 120.41% | — | — | -2.88% | 7.57% | -10.45% |
| MTZ | 2020-07-30 | 2020-07-31 | 2020-08-28 | 1 | 39.21 | 39.21 | 0.00% | market | 18.75% | — | — | 18.90% | 7.57% | 11.33% |
| TAP | 2020-07-30 | 2020-07-31 | 2020-08-28 | 1 | 37.53 | 37.53 | 0.00% | market | 138.46% | — | — | 0.86% | 7.57% | -6.71% |
| BELFB | 2020-07-31 | 2020-08-03 | 2020-08-31 | 3 | 13.00 | 13.00 | 0.00% | market | 253.33% | — | — | -7.64% | 6.39% | -14.03% |
| PIPR | 2020-07-31 | 2020-08-03 | 2020-08-31 | 3 | 15.61 | 15.61 | 0.00% | market | 250.91% | — | — | 20.72% | 6.39% | 14.33% |
| DAC | 2020-08-03 | 2020-08-04 | 2020-09-01 | 1 | 4.38 | 4.38 | 0.00% | market | 20.42% | — | — | 9.72% | 7.55% | 2.17% |
| MCY | 2020-08-03 | 2020-08-04 | 2020-09-01 | 1 | 43.30 | 43.30 | 0.00% | market | 447.06% | — | — | 3.71% | 7.55% | -3.84% |
| MOS | 2020-08-03 | 2020-08-04 | 2020-09-01 | 1 | 14.92 | 14.92 | 0.00% | market | 1078.99% | — | — | 25.24% | 7.55% | 17.69% |
| STRL | 2020-08-03 | 2020-08-04 | 2020-09-01 | 1 | 12.37 | 12.37 | 0.00% | market | 109.68% | — | — | 18.74% | 7.55% | 11.19% |
| CNO | 2020-08-04 | 2020-08-05 | 2020-09-02 | 1 | 16.01 | 16.01 | 0.00% | market | 111.54% | — | — | 7.33% | 7.91% | -0.58% |
| MDU | 2020-08-04 | 2020-08-05 | 2020-09-02 | 1 | 8.57 | 8.57 | 0.00% | market | 72.41% | — | — | 7.72% | 7.91% | -0.20% |
| PRIM | 2020-08-04 | 2020-08-05 | 2020-09-02 | 1 | 18.97 | 18.97 | 0.00% | market | 134.48% | — | — | 5.22% | 7.91% | -2.69% |
| RGA | 2020-08-04 | 2020-08-05 | 2020-09-02 | 1 | 91.00 | 91.00 | 0.00% | market | 233.33% | — | — | 2.49% | 7.91% | -5.42% |
| CENT | 2020-08-05 | 2020-08-06 | 2020-09-03 | 1 | 31.04 | 31.04 | 0.00% | market | 65.00% | — | — | 1.25% | 4.20% | -2.94% |
| CWH | 2020-08-05 | 2020-08-06 | 2020-09-03 | 1 | 40.90 | 40.90 | 0.00% | market | 149.23% | — | — | -24.53% | 4.20% | -28.72% |
| DFIN | 2020-08-05 | 2020-08-06 | 2020-09-03 | 1 | 11.60 | 11.60 | 0.00% | market | 102.33% | — | — | -5.36% | 4.20% | -9.55% |
| ECPG | 2020-08-05 | 2020-08-06 | 2020-09-03 | 1 | 42.54 | 42.54 | 0.00% | market | 88.70% | — | — | 9.63% | 4.20% | 5.44% |
| HBB | 2020-08-05 | 2020-08-06 | 2020-09-03 | 1 | 17.00 | 17.00 | 0.00% | market | 216.67% | — | — | 28.19% | 4.20% | 24.00% |
| MFC | 2020-08-05 | 2020-08-06 | 2020-09-03 | 1 | 14.39 | 14.39 | 0.00% | market | 30.23% | — | — | 1.64% | 4.20% | -2.56% |
| AFGC | 2020-08-06 | 2020-08-07 | 2020-09-04 | 1 | 26.66 | 26.66 | 0.00% | market | 37.50% | — | — | -0.70% | 2.79% | -3.49% |
| IEP | 2020-08-07 | 2020-08-10 | 2020-09-08 | 3 | 55.55 | 55.55 | 0.00% | market | 402.22% | — | — | -12.04% | -0.55% | -11.48% |
| ADEA | 2020-08-10 | 2020-08-11 | 2020-09-09 | 1 | 4.47 | 4.47 | 0.00% | market | 26.67% | — | — | -31.42% | 0.87% | -32.29% |
| CHMI | 2020-08-10 | 2020-08-11 | 2020-09-09 | 1 | 10.25 | 10.25 | 0.00% | market | 56.67% | — | — | -7.71% | 0.87% | -8.58% |
| MITT | 2020-08-10 | 2020-08-11 | 2020-09-09 | 1 | 9.75 | 9.75 | 0.00% | market | 850.00% | — | — | -17.33% | 0.87% | -18.20% |
| DRS | 2020-08-11 | 2020-08-12 | 2020-09-10 | 1 | 7.06 | 7.06 | 0.00% | market | 300.00% | — | — | -8.32% | -0.46% | -7.85% |
| SMCI | 2020-08-11 | 2020-08-12 | 2020-09-10 | 1 | 2.78 | 2.78 | 0.00% | market | 40.00% | — | — | -8.73% | -0.46% | -8.27% |
| CYD | 2020-08-12 | 2020-08-13 | 2020-09-11 | 1 | 14.66 | 14.66 | 0.00% | market | 39.34% | — | — | 18.32% | -0.76% | 19.08% |
| DDS | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 30.54 | 30.54 | 0.00% | market | 92.32% | — | — | 14.18% | 0.61% | 13.57% |
| KSS | 2020-08-18 | 2020-08-19 | 2020-09-17 | 1 | 19.71 | 19.71 | 0.00% | market | 72.83% | — | — | 17.91% | -0.95% | 18.86% |
| BBWI | 2020-08-19 | 2020-08-20 | 2020-09-18 | 1 | 23.69 | 23.69 | 0.00% | market | 159.52% | — | — | 2.77% | -1.40% | 4.17% |
| LITB | 2020-08-19 | 2020-08-20 | 2020-09-18 | 1 | 14.70 | 14.70 | 0.00% | market | 700.00% | — | — | -28.26% | -1.40% | -26.86% |
| TGT | 2020-08-19 | 2020-08-20 | 2020-09-18 | 1 | 154.93 | 154.93 | 0.00% | market | 108.64% | — | — | -4.04% | -1.40% | -2.64% |