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 2: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BBY | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 113.41 | 113.41 | 0.00% | market | 58.33% | — | — | -7.72% | -6.17% | -1.55% |
| HPE | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 10.10 | 10.10 | 0.00% | market | 28.00% | — | — | -9.70% | -6.17% | -3.54% |
| URBN | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 25.00 | 25.00 | 0.00% | market | 187.50% | — | — | -18.36% | -6.17% | -12.20% |
| CEPU | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 2.57 | 2.57 | 0.00% | market | 46.67% | — | — | -17.22% | -5.68% | -11.55% |
| DKS | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 53.56 | 53.56 | 0.00% | market | 140.00% | — | — | 4.25% | -5.68% | 9.93% |
| ANF | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 12.22 | 12.22 | 0.00% | market | 125.84% | — | — | 20.69% | -4.36% | 25.05% |
| HPQ | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 19.28 | 19.28 | 0.00% | market | 13.95% | — | — | -2.28% | -4.36% | 2.09% |
| MOV | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 11.16 | 11.16 | 0.00% | market | 77.42% | — | — | -7.00% | -4.36% | -2.64% |
| GAP | 2020-08-31 | 2020-09-01 | 2020-09-30 | 1 | 17.23 | 17.23 | 0.00% | market | 58.76% | — | — | -1.26% | -4.37% | 3.11% |
| CAL | 2020-09-01 | 2020-09-02 | 2020-10-01 | 1 | 9.08 | 9.08 | 0.00% | market | 28.75% | — | — | 7.83% | -4.97% | 12.80% |
| M | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 7.08 | 7.08 | 0.00% | market | 54.49% | — | — | -15.21% | -6.19% | -9.02% |
| PVH | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 61.65 | 61.65 | 0.00% | market | 105.33% | — | — | 0.66% | -6.19% | 6.85% |
| RKT | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 28.02 | 28.02 | 0.00% | market | 1511.19% | — | — | -18.02% | -6.19% | -11.83% |
| HOV | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 33.31 | 33.31 | 0.00% | market | 1450.00% | — | — | 4.28% | -1.84% | 6.12% |
| NX | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 19.03 | 19.03 | 0.00% | market | 325.00% | — | — | 1.27% | -1.84% | 3.11% |
| TLYS | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 7.04 | 7.04 | 0.00% | market | 205.88% | — | — | -8.34% | -1.84% | -6.50% |
| HTT | 2020-09-07 | 2020-09-08 | 2020-10-06 | 1 | 1.50 | 1.50 | 0.00% | market | 103.77% | — | — | -11.43% | -0.53% | -10.90% |
| CASY | 2020-09-08 | 2020-09-09 | 2020-10-07 | 1 | 174.37 | 174.37 | 0.00% | market | 52.11% | — | — | 3.70% | 0.95% | 2.75% |
| AEO | 2020-09-09 | 2020-09-10 | 2020-10-08 | 1 | 13.64 | 13.64 | 0.00% | market | 78.57% | — | — | 13.24% | 0.57% | 12.67% |
| GOLD | 2020-09-10 | 2020-09-11 | 2020-10-09 | 1 | 15.01 | 15.01 | 0.00% | market | 204.88% | — | — | 23.15% | 3.28% | 19.87% |
| FDX | 2020-09-15 | 2020-09-16 | 2020-10-14 | 1 | 203.75 | 203.75 | 0.00% | market | 81.04% | — | — | 9.07% | 1.88% | 7.19% |
| MLKN | 2020-09-16 | 2020-09-17 | 2020-10-15 | 1 | 30.56 | 30.56 | 0.00% | market | 376.92% | — | — | 7.00% | 4.18% | 2.82% |
| JEF | 2020-09-23 | 2020-09-24 | 2020-10-22 | 1 | 18.63 | 18.63 | 0.00% | market | 214.71% | — | — | 4.30% | 7.28% | -2.98% |
| JBL | 2020-09-24 | 2020-09-25 | 2020-10-23 | 1 | 34.47 | 34.47 | 0.00% | market | 48.48% | — | — | 3.58% | 7.19% | -3.61% |
| THO | 2020-09-28 | 2020-09-29 | 2020-10-27 | 1 | 95.84 | 95.84 | 0.00% | market | 59.70% | — | — | -9.04% | 1.27% | -10.31% |
| SNX | 2020-09-29 | 2020-09-30 | 2020-10-28 | 1 | 70.92 | 70.92 | 0.00% | market | 47.35% | — | — | -6.22% | -1.93% | -4.29% |
| IDT | 2020-10-01 | 2020-10-02 | 2020-10-30 | 1 | 8.45 | 8.45 | 0.00% | market | 29.17% | — | — | 12.68% | -1.56% | 14.24% |
| AA | 2020-10-14 | 2020-10-15 | 2020-11-12 | 1 | 11.45 | 11.45 | 0.00% | market | 22.52% | — | — | 36.32% | 2.76% | 33.56% |
| HNI | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 37.00 | 37.00 | 0.00% | market | 54.35% | — | — | 3.87% | 5.00% | -1.12% |
| MAN | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 72.19 | 72.19 | 0.00% | market | 90.48% | — | — | 21.25% | 3.77% | 17.47% |
| MLI | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 7.43 | 7.43 | 0.00% | market | 223.40% | — | — | 10.94% | 3.77% | 7.16% |
| THC | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 27.92 | 27.92 | 0.00% | market | 93.94% | — | — | 13.80% | 3.77% | 10.02% |
| AN | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 64.39 | 64.39 | 0.00% | market | 44.24% | — | — | -6.17% | 4.32% | -10.49% |
| RUSHA | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 25.18 | 25.18 | 0.00% | market | 166.67% | — | — | 0.97% | 4.32% | -3.35% |
| STC | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 46.87 | 46.87 | 0.00% | market | 54.55% | — | — | -4.88% | 4.32% | -9.20% |
| UFPI | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 54.66 | 54.66 | 0.00% | market | 38.89% | — | — | -0.85% | 4.32% | -5.17% |
| WGO | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 50.61 | 50.61 | 0.00% | market | 55.91% | — | — | -1.29% | 4.32% | -5.61% |
| WHR | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 203.76 | 203.76 | 0.00% | market | 64.52% | — | — | -5.60% | 4.32% | -9.92% |
| HRI | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 45.58 | 45.58 | 0.00% | market | 58.82% | — | — | 25.55% | 2.72% | 22.83% |
| IIIN | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 21.30 | 21.30 | 0.00% | market | 70.83% | — | — | 18.73% | 2.72% | 16.01% |
| LPL | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 6.76 | 6.76 | 0.00% | market | 118.75% | — | — | 0.49% | 2.72% | -2.23% |
| MAT | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 13.85 | 13.85 | 0.00% | market | 143.59% | — | — | 8.49% | 2.72% | 5.77% |
| NUE | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 50.28 | 50.28 | 0.00% | market | 27.45% | — | — | 4.41% | 2.72% | 1.70% |
| PAG | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 55.63 | 55.63 | 0.00% | market | 86.06% | — | — | 2.06% | 2.72% | -0.66% |
| PDS | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 16.00 | 16.00 | 0.00% | market | 46.67% | — | — | 11.46% | 2.72% | 8.75% |
| RNGR | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 2.65 | 2.65 | 0.00% | market | 15.56% | — | — | 20.65% | 2.72% | 17.94% |
| VLO | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 41.68 | 41.68 | 0.00% | market | 14.07% | — | — | 21.83% | 2.72% | 19.11% |
| CLF | 2020-10-23 | 2020-10-26 | 2020-11-23 | 3 | 8.59 | 8.59 | 0.00% | market | 122.22% | — | — | 15.50% | 4.48% | 11.02% |
| AMKR | 2020-10-26 | 2020-10-27 | 2020-11-24 | 1 | 12.68 | 12.68 | 0.00% | market | 22.58% | — | — | 13.31% | 6.90% | 6.40% |
| ARLP | 2020-10-26 | 2020-10-27 | 2020-11-24 | 1 | 3.38 | 3.38 | 0.00% | market | 520.00% | — | — | 27.12% | 6.90% | 20.21% |
| LRN | 2020-10-26 | 2020-10-27 | 2020-11-24 | 1 | 32.24 | 32.24 | 0.00% | market | 196.77% | — | — | -29.29% | 6.90% | -36.19% |
| TBI | 2020-10-26 | 2020-10-27 | 2020-11-24 | 1 | 16.93 | 16.93 | 0.00% | market | 200.00% | — | — | 20.81% | 6.90% | 13.90% |
| UFI | 2020-10-26 | 2020-10-27 | 2020-11-24 | 1 | 14.28 | 14.28 | 0.00% | market | 147.37% | — | — | 13.07% | 6.90% | 6.16% |
| UIS | 2020-10-26 | 2020-10-27 | 2020-11-24 | 1 | 12.74 | 12.74 | 0.00% | market | 628.57% | — | — | 13.71% | 6.90% | 6.81% |
| WFG | 2020-10-26 | 2020-10-27 | 2020-11-24 | 1 | 47.49 | 47.49 | 0.00% | market | 15.37% | — | — | 20.83% | 6.90% | 13.93% |
| ACCO | 2020-10-27 | 2020-10-28 | 2020-11-25 | 1 | 5.81 | 5.81 | 0.00% | market | 26.67% | — | — | 39.49% | 9.20% | 30.28% |
| AHT | 2020-10-27 | 2020-10-28 | 2020-11-25 | 1 | 147.00 | 147.00 | 0.00% | market | 18.68% | — | — | 102.62% | 9.20% | 93.42% |
| CSTM | 2020-10-27 | 2020-10-28 | 2020-11-25 | 1 | 9.10 | 9.10 | 0.00% | market | 360.09% | — | — | 40.56% | 9.20% | 31.36% |
| CYH | 2020-10-27 | 2020-10-28 | 2020-11-25 | 1 | 4.98 | 4.98 | 0.00% | market | 80.00% | — | — | 71.39% | 9.20% | 62.18% |
| OI | 2020-10-27 | 2020-10-28 | 2020-11-25 | 1 | 10.70 | 10.70 | 0.00% | market | 46.43% | — | — | 16.26% | 9.20% | 7.05% |
| PII | 2020-10-27 | 2020-10-28 | 2020-11-25 | 1 | 90.01 | 90.01 | 0.00% | market | 30.14% | — | — | 6.18% | 9.20% | -3.02% |
| TEX | 2020-10-27 | 2020-10-28 | 2020-11-25 | 1 | 24.19 | 24.19 | 0.00% | market | 991.93% | — | — | 31.11% | 9.20% | 21.91% |
| AR | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 3.45 | 3.45 | 0.00% | market | 183.33% | — | — | 21.35% | 11.24% | 10.10% |
| AVT | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 24.87 | 24.87 | 0.00% | market | 200.00% | — | — | 23.22% | 11.24% | 11.98% |
| BDC | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 31.07 | 31.07 | 0.00% | market | 24.14% | — | — | 28.03% | 11.24% | 16.79% |
| BHR | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 2.24 | 2.24 | 0.00% | market | 62.50% | — | — | 106.15% | 11.24% | 94.91% |
| BXC | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 25.20 | 25.20 | 0.00% | market | 542.70% | — | — | 4.66% | 11.24% | -6.58% |
| CUBI | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 13.55 | 13.55 | 0.00% | market | 48.00% | — | — | 31.27% | 11.24% | 20.02% |
| CVEO | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 8.88 | 8.88 | 0.00% | market | 175.00% | — | — | 74.79% | 11.24% | 63.54% |
| DAN | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 14.50 | 14.50 | 0.00% | market | 32.14% | — | — | 21.28% | 11.24% | 10.03% |
| E | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 13.54 | 13.54 | 0.00% | market | 19.45% | — | — | 50.86% | 11.24% | 39.62% |
| EAT | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 42.40 | 42.40 | 0.00% | market | 275.00% | — | — | 23.53% | 11.24% | 12.29% |
| F | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 8.17 | 8.17 | 0.00% | market | 242.11% | — | — | 11.16% | 11.24% | -0.08% |
| GE | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 38.14 | 38.14 | 0.00% | market | 200.00% | — | — | 35.66% | 11.24% | 24.42% |
| GGB | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 3.00 | 3.00 | 0.00% | market | 922.90% | — | — | 11.90% | 11.24% | 0.66% |
| HVT | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 25.40 | 25.40 | 0.00% | market | 76.36% | — | — | 11.00% | 11.24% | -0.24% |
| MHO | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 44.19 | 44.19 | 0.00% | market | 74.31% | — | — | 4.54% | 11.24% | -6.71% |
| MYRG | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 43.10 | 43.10 | 0.00% | market | 30.77% | — | — | 20.78% | 11.24% | 9.54% |
| OVV | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 8.19 | 8.19 | 0.00% | market | 81.25% | — | — | 69.25% | 11.24% | 58.01% |
| R | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 50.21 | 50.21 | 0.00% | market | 381.40% | — | — | 21.11% | 11.24% | 9.87% |
| SMP | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 46.00 | 46.00 | 0.00% | market | 57.43% | — | — | 1.51% | 11.24% | -9.74% |
| SRI | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 23.10 | 23.10 | 0.00% | market | 220.00% | — | — | 17.00% | 11.24% | 5.75% |
| STLA | 2020-10-28 | 2020-10-29 | 2020-11-27 | 1 | 12.25 | 12.25 | 0.00% | market | 131.70% | — | — | 29.04% | 11.24% | 17.80% |
| BCO | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 42.68 | 42.68 | 0.00% | market | 95.45% | — | — | 57.12% | 10.29% | 46.83% |
| BLDR | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 32.00 | 32.00 | 0.00% | market | 28.12% | — | — | 16.81% | 10.29% | 6.52% |
| BWA | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 31.16 | 31.16 | 0.00% | market | 17.33% | — | — | 9.56% | 10.29% | -0.73% |
| CAKE | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 31.71 | 31.71 | 0.00% | market | 35.29% | — | — | 18.10% | 10.29% | 7.81% |
| CAR | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 35.21 | 35.21 | 0.00% | market | 253.12% | — | — | -0.21% | 10.29% | -10.50% |
| FLEX | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 15.02 | 15.02 | 0.00% | market | 28.57% | — | — | 7.96% | 10.29% | -2.33% |
| GPI | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 105.84 | 105.84 | 0.00% | market | 13.33% | — | — | 12.15% | 10.29% | 1.86% |
| GRBK | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 17.21 | 17.21 | 0.00% | market | 58.14% | — | — | 26.40% | 10.29% | 16.11% |
| HUBG | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 24.96 | 24.96 | 0.00% | market | 146.67% | — | — | 9.32% | 10.29% | -0.97% |
| KTB | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 35.00 | 35.00 | 0.00% | market | 129.31% | — | — | 18.96% | 10.29% | 8.67% |
| LKQ | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 31.24 | 31.24 | 0.00% | market | 41.51% | — | — | 12.64% | 10.29% | 2.35% |
| MHK | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 105.92 | 105.92 | 0.00% | market | 52.34% | — | — | 18.70% | 10.29% | 8.41% |
| NEXA | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 6.33 | 6.33 | 0.00% | market | 300.00% | — | — | 24.39% | 10.29% | 14.10% |
| OSK | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 68.84 | 68.84 | 0.00% | market | 27.45% | — | — | 16.84% | 10.29% | 6.55% |
| PATK | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 37.83 | 37.83 | 0.00% | market | 24.14% | — | — | 11.00% | 10.29% | 0.71% |
| PWR | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 61.90 | 61.90 | 0.00% | market | 27.27% | — | — | 10.30% | 10.29% | 0.01% |
| SHEL | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 25.23 | 25.23 | 0.00% | market | 1126.37% | — | — | 34.03% | 10.29% | 23.74% |
| SM | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 1.57 | 1.57 | 0.00% | market | 78.26% | — | — | 169.33% | 10.29% | 159.04% |
| TXT | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 34.13 | 34.13 | 0.00% | market | 51.43% | — | — | 32.04% | 10.29% | 21.75% |
| VC | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 88.04 | 88.04 | 0.00% | market | 209.09% | — | — | 37.17% | 10.29% | 26.88% |
| BCC | 2020-10-30 | 2020-11-02 | 2020-12-01 | 3 | 39.32 | 39.32 | 0.00% | market | 54.84% | — | — | 8.75% | 10.85% | -2.10% |
| DCH | 2020-10-30 | 2020-11-02 | 2020-12-01 | 3 | 6.84 | 6.84 | 0.00% | market | 360.00% | — | — | 12.18% | 10.85% | 1.33% |
| GT | 2020-10-30 | 2020-11-02 | 2020-12-01 | 3 | 8.51 | 8.51 | 0.00% | market | 225.00% | — | — | 25.87% | 10.85% | 15.02% |
| LEA | 2020-10-30 | 2020-11-02 | 2020-12-01 | 3 | 122.95 | 122.95 | 0.00% | market | 18.79% | — | — | 19.31% | 10.85% | 8.47% |
| NWL | 2020-10-30 | 2020-11-02 | 2020-12-01 | 3 | 17.80 | 17.80 | 0.00% | market | 90.91% | — | — | 20.35% | 10.85% | 9.50% |
| PSX | 2020-10-30 | 2020-11-02 | 2020-12-01 | 3 | 47.38 | 47.38 | 0.00% | market | 98.75% | — | — | 30.50% | 10.85% | 19.66% |
| ACH | 2020-11-02 | 2020-11-03 | 2020-12-02 | 1 | 26.40 | 26.40 | 0.00% | market | 14.08% | — | — | -4.80% | 9.92% | -14.72% |
| BTE | 2020-11-02 | 2020-11-03 | 2020-12-02 | 1 | 0.34 | 0.34 | 0.00% | market | 62.50% | — | — | 58.72% | 9.92% | 48.80% |
| HRTG | 2020-11-02 | 2020-11-03 | 2020-12-02 | 1 | 10.22 | 10.22 | 0.00% | market | 72.06% | — | — | 0.58% | 9.92% | -9.33% |
| HSIC | 2020-11-02 | 2020-11-03 | 2020-12-02 | 1 | 63.84 | 63.84 | 0.00% | market | 30.38% | — | — | 4.05% | 9.92% | -5.87% |
| JLL | 2020-11-02 | 2020-11-03 | 2020-12-02 | 1 | 119.82 | 119.82 | 0.00% | market | 139.20% | — | — | 12.74% | 9.92% | 2.82% |
| MATX | 2020-11-02 | 2020-11-03 | 2020-12-02 | 1 | 56.23 | 56.23 | 0.00% | market | 17.27% | — | — | 3.03% | 9.92% | -6.89% |
| MPC | 2020-11-02 | 2020-11-03 | 2020-12-02 | 1 | 31.68 | 31.68 | 0.00% | market | 42.86% | — | — | 27.99% | 9.92% | 18.07% |
| PAA | 2020-11-02 | 2020-11-03 | 2020-12-02 | 1 | 6.80 | 6.80 | 0.00% | market | 43.75% | — | — | 21.96% | 9.92% | 12.04% |
| AGCO | 2020-11-03 | 2020-11-04 | 2020-12-03 | 1 | 86.24 | 86.24 | 0.00% | market | 113.27% | — | — | 7.75% | 7.58% | 0.17% |
| ARCB | 2020-11-03 | 2020-11-04 | 2020-12-03 | 1 | 34.44 | 34.44 | 0.00% | market | 54.43% | — | — | 26.47% | 7.58% | 18.89% |
| BHC | 2020-11-03 | 2020-11-04 | 2020-12-03 | 1 | 16.47 | 16.47 | 0.00% | market | 28.43% | — | — | 16.72% | 7.58% | 9.14% |
| CC | 2020-11-03 | 2020-11-04 | 2020-12-03 | 1 | 21.59 | 21.59 | 0.00% | market | 42.42% | — | — | 18.89% | 7.58% | 11.31% |
| EXC | 2020-11-03 | 2020-11-04 | 2020-12-03 | 1 | 30.44 | 30.44 | 0.00% | market | 19.54% | — | — | -3.94% | 7.58% | -11.52% |
| JELD | 2020-11-03 | 2020-11-04 | 2020-12-03 | 1 | 22.64 | 22.64 | 0.00% | market | 20.93% | — | — | 5.91% | 7.58% | -1.67% |
| PRU | 2020-11-03 | 2020-11-04 | 2020-12-03 | 1 | 67.38 | 67.38 | 0.00% | market | 18.01% | — | — | 16.95% | 7.58% | 9.37% |
| SYY | 2020-11-03 | 2020-11-04 | 2020-12-03 | 1 | 60.91 | 60.91 | 0.00% | market | 36.00% | — | — | 22.51% | 7.58% | 14.93% |
| TX | 2020-11-03 | 2020-11-04 | 2020-12-03 | 1 | 19.91 | 19.91 | 0.00% | market | 165.22% | — | — | 44.40% | 7.58% | 36.82% |
| CAPL | 2020-11-04 | 2020-11-05 | 2020-12-04 | 1 | 14.55 | 14.55 | 0.00% | market | 81.25% | — | — | 15.36% | 5.90% | 9.46% |
| ARCO | 2020-11-11 | 2020-11-12 | 2020-12-11 | 1 | 4.71 | 4.71 | 0.00% | market | 12.50% | — | — | 11.79% | 3.01% | 8.77% |
| TSN | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 63.49 | 63.49 | 0.00% | market | 63.87% | — | — | 2.66% | 2.83% | -0.18% |
| KSS | 2020-11-17 | 2020-11-18 | 2020-12-17 | 1 | 29.61 | 29.61 | 0.00% | market | 102.33% | — | — | 31.48% | 3.14% | 28.34% |
| ATKR | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 34.09 | 34.09 | 0.00% | market | 73.53% | — | — | 21.72% | 2.90% | 18.83% |
| BRBR | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 20.11 | 20.11 | 0.00% | market | 31.58% | — | — | 19.99% | 2.90% | 17.09% |
| CAL | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 14.46 | 14.46 | 0.00% | market | 1100.00% | — | — | -8.54% | 2.90% | -11.43% |
| M | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 9.13 | 9.13 | 0.00% | market | 76.54% | — | — | 14.47% | 2.90% | 11.57% |
| SUPV | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 1.92 | 1.92 | 0.00% | market | 37.50% | — | — | -0.62% | 2.90% | -3.52% |
| AVAL | 2020-11-23 | 2020-11-24 | 2020-12-23 | 1 | 5.40 | 5.40 | 0.00% | market | 88.89% | — | — | 26.94% | 2.04% | 24.89% |
| URBN | 2020-11-23 | 2020-11-24 | 2020-12-23 | 1 | 30.90 | 30.90 | 0.00% | market | 73.33% | — | — | -12.92% | 2.04% | -14.96% |
| ANF | 2020-11-24 | 2020-11-25 | 2020-12-24 | 1 | 22.44 | 22.44 | 0.00% | market | 1620.00% | — | — | -10.57% | 1.62% | -12.19% |
| BBAR | 2020-11-24 | 2020-11-25 | 2020-12-24 | 1 | 3.30 | 3.30 | 0.00% | market | 26.67% | — | — | -4.95% | 1.62% | -6.56% |
| BBY | 2020-11-24 | 2020-11-25 | 2020-12-24 | 1 | 114.06 | 114.06 | 0.00% | market | 17.05% | — | — | -10.19% | 1.62% | -11.81% |
| MOV | 2020-11-24 | 2020-11-25 | 2020-12-24 | 1 | 18.46 | 18.46 | 0.00% | market | 45.83% | — | — | -5.90% | 1.62% | -7.51% |
| ADNT | 2020-11-30 | 2020-12-01 | 2020-12-30 | 1 | 32.99 | 32.99 | 0.00% | market | 19.79% | — | — | 6.57% | 1.76% | 4.81% |
| BMA | 2020-11-30 | 2020-12-01 | 2020-12-30 | 1 | 16.32 | 16.32 | 0.00% | market | 12.07% | — | — | -3.04% | 1.76% | -4.80% |
| PVH | 2020-12-02 | 2020-12-03 | 2021-01-04 | 1 | 83.34 | 83.34 | 0.00% | market | 450.00% | — | — | 15.69% | 0.58% | 15.12% |
| BBW | 2020-12-03 | 2020-12-04 | 2021-01-05 | 1 | 4.56 | 4.56 | 0.00% | market | 374.96% | — | — | -0.76% | 1.09% | -1.85% |
| SIG | 2020-12-03 | 2020-12-04 | 2021-01-05 | 1 | 29.83 | 29.83 | 0.00% | market | 114.29% | — | — | -0.80% | 1.09% | -1.90% |
| GCO | 2020-12-04 | 2020-12-07 | 2021-01-06 | 3 | 32.49 | 32.49 | 0.00% | market | 374.19% | — | — | -0.44% | 1.23% | -1.67% |
| TOL | 2020-12-07 | 2020-12-08 | 2021-01-07 | 1 | 46.78 | 46.78 | 0.00% | market | 25.00% | — | — | -5.57% | 3.09% | -8.67% |
| DBI | 2020-12-09 | 2020-12-10 | 2021-01-11 | 1 | 7.81 | 7.81 | 0.00% | market | 39.53% | — | — | 17.44% | 3.65% | 13.80% |
| NX | 2020-12-10 | 2020-12-11 | 2021-01-12 | 1 | 22.50 | 22.50 | 0.00% | market | 45.65% | — | — | 16.97% | 3.80% | 13.17% |
| JEF | 2021-01-04 | 2021-01-05 | 2021-02-03 | 1 | 24.46 | 24.46 | 0.00% | market | 122.00% | — | — | -3.90% | 3.74% | -7.64% |
| SNX | 2021-01-11 | 2021-01-12 | 2021-02-10 | 1 | 88.95 | 88.95 | 0.00% | market | 167.18% | — | — | -0.22% | 2.95% | -3.18% |
| KBH | 2021-01-12 | 2021-01-13 | 2021-02-11 | 1 | 36.87 | 36.87 | 0.00% | market | 20.43% | — | — | 21.16% | 3.17% | 17.99% |
| STLD | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 38.95 | 38.95 | 0.00% | market | 18.29% | — | — | 12.51% | 1.65% | 10.86% |
| LPL | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 10.23 | 10.23 | 0.00% | market | 144.83% | — | — | -0.49% | 0.55% | -1.05% |
| PII | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 123.44 | 123.44 | 0.00% | market | 15.17% | — | — | -1.79% | 0.55% | -2.34% |
| MTH | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 45.75 | 45.75 | 0.00% | market | 18.45% | — | — | -7.95% | 1.06% | -9.01% |
| TXT | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 46.04 | 46.04 | 0.00% | market | 16.48% | — | — | 9.24% | 1.06% | 8.18% |
| UFI | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 20.00 | 20.00 | 0.00% | market | 400.00% | — | — | 24.55% | 1.06% | 23.49% |
| FLEX | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 18.63 | 18.63 | 0.00% | market | 32.43% | — | — | 1.94% | 3.71% | -1.77% |
| ORI | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 18.42 | 18.42 | 0.00% | market | 87.50% | — | — | 8.21% | 3.71% | 4.49% |
| MAN | 2021-02-02 | 2021-02-03 | 2021-03-04 | 1 | 89.55 | 89.55 | 0.00% | market | 29.82% | — | — | 6.11% | -1.50% | 7.61% |
| PBI | 2021-02-02 | 2021-02-03 | 2021-03-04 | 1 | 8.67 | 8.67 | 0.00% | market | 30.00% | — | — | -3.21% | -1.50% | -1.71% |
| AFG | 2021-02-03 | 2021-02-04 | 2021-03-05 | 1 | 93.83 | 93.83 | 0.00% | market | 70.72% | — | — | 20.78% | 0.17% | 20.60% |
| ALL | 2021-02-03 | 2021-02-04 | 2021-03-05 | 1 | 108.86 | 108.86 | 0.00% | market | 53.66% | — | — | 2.44% | 0.17% | 2.26% |
| MET | 2021-02-03 | 2021-02-04 | 2021-03-05 | 1 | 49.12 | 49.12 | 0.00% | market | 32.68% | — | — | 21.46% | 0.17% | 21.28% |
| SGU | 2021-02-03 | 2021-02-04 | 2021-03-05 | 1 | 9.87 | 9.87 | 0.00% | market | 138.71% | — | — | 5.07% | 0.17% | 4.89% |
| SNDR | 2021-02-03 | 2021-02-04 | 2021-03-05 | 1 | 22.26 | 22.26 | 0.00% | market | 12.82% | — | — | 12.21% | 0.17% | 12.03% |
| WNC | 2021-02-03 | 2021-02-04 | 2021-03-05 | 1 | 16.60 | 16.60 | 0.00% | market | 471.43% | — | — | 7.67% | 0.17% | 7.50% |
| ARW | 2021-02-04 | 2021-02-05 | 2021-03-08 | 1 | 101.97 | 101.97 | 0.00% | market | 18.73% | — | — | -0.06% | -1.67% | 1.61% |
| CCS | 2021-02-04 | 2021-02-05 | 2021-03-08 | 1 | 52.71 | 52.71 | 0.00% | market | 50.27% | — | — | 12.36% | -1.67% | 14.03% |
| NOK | 2021-02-04 | 2021-02-05 | 2021-03-08 | 1 | 4.33 | 4.33 | 0.00% | market | 41.67% | — | — | -10.72% | -1.67% | -9.05% |
| JLL | 2021-02-09 | 2021-02-10 | 2021-03-11 | 1 | 155.61 | 155.61 | 0.00% | market | 34.61% | — | — | 12.53% | 0.36% | 12.17% |
| MTW | 2021-02-09 | 2021-02-10 | 2021-03-11 | 1 | 15.83 | 15.83 | 0.00% | market | 90.00% | — | — | 24.16% | 0.36% | 23.80% |
| BG | 2021-02-10 | 2021-02-11 | 2021-03-12 | 1 | 74.80 | 74.80 | 0.00% | market | 67.58% | — | — | 7.89% | 0.72% | 7.17% |
| STC | 2021-02-10 | 2021-02-11 | 2021-03-12 | 1 | 50.93 | 50.93 | 0.00% | market | 30.62% | — | — | 6.26% | 0.72% | 5.54% |
| TM | 2021-02-10 | 2021-02-11 | 2021-03-12 | 1 | 162.59 | 162.59 | 0.00% | market | 55.34% | — | — | -7.52% | 0.72% | -8.24% |
| XPO | 2021-02-10 | 2021-02-11 | 2021-03-12 | 1 | 42.31 | 42.31 | 0.00% | market | 77.61% | — | — | 2.05% | 0.72% | 1.33% |
| BWA | 2021-02-11 | 2021-02-12 | 2021-03-15 | 1 | 37.45 | 37.45 | 0.00% | market | 26.88% | — | — | 18.62% | 1.68% | 16.94% |
| FAF | 2021-02-11 | 2021-02-12 | 2021-03-15 | 1 | 57.60 | 57.60 | 0.00% | market | 22.67% | — | — | -2.25% | 1.68% | -3.94% |
| HII | 2021-02-11 | 2021-02-12 | 2021-03-15 | 1 | 170.73 | 170.73 | 0.00% | market | 34.87% | — | — | 16.04% | 1.68% | 14.35% |
| NSIT | 2021-02-11 | 2021-02-12 | 2021-03-15 | 1 | 86.35 | 86.35 | 0.00% | market | 17.33% | — | — | 11.79% | 1.68% | 10.11% |
| HVT | 2021-02-17 | 2021-02-18 | 2021-03-18 | 1 | 34.90 | 34.90 | 0.00% | market | 55.68% | — | — | 11.50% | 0.49% | 11.02% |
| NOA | 2021-02-17 | 2021-02-18 | 2021-03-18 | 1 | 10.70 | 10.70 | 0.00% | market | 33.32% | — | — | 3.54% | 0.49% | 3.06% |
| NMRK | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 9.44 | 9.44 | 0.00% | market | 20.00% | — | — | 14.73% | -0.66% | 15.39% |
| ASIX | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 28.77 | 28.77 | 0.00% | market | 91.84% | — | — | -6.29% | 1.43% | -7.72% |
| E | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 22.59 | 22.59 | 0.00% | market | 25.00% | — | — | 6.50% | 1.43% | 5.07% |
| MGA | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 82.60 | 82.60 | 0.00% | market | 39.41% | — | — | 9.65% | 1.43% | 8.22% |
| SFB | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 25.62 | 25.62 | 0.00% | market | 29.77% | — | — | 0.33% | 1.43% | -1.10% |
| DDS | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 78.04 | 78.04 | 0.00% | market | 28.95% | — | — | 14.25% | 1.26% | 12.99% |
| UIS | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 25.36 | 25.36 | 0.00% | market | 62.22% | — | — | -0.34% | 1.26% | -1.59% |
| ADEA | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 5.35 | 5.35 | 0.00% | market | 14.13% | — | — | 7.00% | 0.31% | 6.69% |
| M | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 16.06 | 16.06 | 0.00% | market | 321.05% | — | — | -5.08% | 0.31% | -5.39% |
| TX | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 32.50 | 32.50 | 0.00% | market | 83.48% | — | — | 10.36% | 0.31% | 10.05% |
| XPER | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 20.21 | 20.21 | 0.00% | market | 14.13% | — | — | 7.12% | 0.31% | 6.82% |
| EFXT | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 7.00 | 7.00 | 0.00% | market | 200.00% | — | — | -2.24% | -0.18% | -2.06% |
| FNF | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 39.80 | 39.80 | 0.00% | market | 52.27% | — | — | -3.04% | -0.18% | -2.86% |
| HY | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 97.40 | 97.40 | 0.00% | market | 50.00% | — | — | -12.75% | -0.18% | -12.57% |
| UGP | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 3.75 | 3.75 | 0.00% | market | 16.18% | — | — | -4.63% | -0.18% | -4.45% |
| AFGC | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 25.49 | 25.49 | 0.00% | market | 276.06% | — | — | 4.14% | 3.03% | 1.11% |
| AFGD | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 26.34 | 26.34 | 0.00% | market | 276.06% | — | — | 4.38% | 3.03% | 1.35% |
| AFGE | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 25.02 | 25.02 | 0.00% | market | 276.06% | — | — | 4.38% | 3.03% | 1.35% |
| CCO | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 1.87 | 1.87 | 0.00% | market | 61.11% | — | — | -0.63% | 3.03% | -3.66% |
| CWK | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 16.41 | 16.41 | 0.00% | market | 26.47% | — | — | 0.88% | 3.03% | -2.15% |
| DELL | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 40.87 | 40.87 | 0.00% | market | 23.29% | — | — | 10.20% | 3.03% | 7.18% |
| GTN | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 18.37 | 18.37 | 0.00% | market | 23.40% | — | — | -1.24% | 3.03% | -4.27% |
| VIST | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 2.69 | 2.69 | 0.00% | market | 16.67% | — | — | -2.70% | 3.03% | -5.73% |
| BLDR | 2021-02-26 | 2021-03-01 | 2021-03-29 | 3 | 44.63 | 44.63 | 0.00% | market | 36.96% | — | — | 0.19% | 2.64% | -2.45% |
| LILA | 2021-03-01 | 2021-03-02 | 2021-03-30 | 1 | 7.69 | 7.69 | 0.00% | market | 40.00% | — | — | 5.10% | 1.26% | 3.84% |
| ANF | 2021-03-02 | 2021-03-03 | 2021-03-31 | 1 | 27.63 | 27.63 | 0.00% | market | 22.95% | — | — | 24.08% | 2.73% | 21.34% |
| KSS | 2021-03-02 | 2021-03-03 | 2021-03-31 | 1 | 57.84 | 57.84 | 0.00% | market | 113.46% | — | — | 2.96% | 2.73% | 0.23% |
| STLA | 2021-03-03 | 2021-03-04 | 2021-04-01 | 1 | 16.69 | 16.69 | 0.00% | market | 59.22% | — | — | 7.21% | 5.09% | 2.12% |
| SUPV | 2021-03-08 | 2021-03-09 | 2021-04-07 | 1 | 1.65 | 1.65 | 0.00% | market | 160.00% | — | — | 6.57% | 5.38% | 1.19% |
| BW | 2021-03-09 | 2021-03-10 | 2021-04-08 | 1 | 7.10 | 7.10 | 0.00% | market | 156.25% | — | — | 25.53% | 4.83% | 20.70% |
| GCO | 2021-03-11 | 2021-03-12 | 2021-04-12 | 1 | 50.08 | 50.08 | 0.00% | market | 42.27% | — | — | 1.86% | 4.99% | -3.13% |
| TLYS | 2021-03-11 | 2021-03-12 | 2021-04-12 | 1 | 12.58 | 12.58 | 0.00% | market | 52.63% | — | — | -1.05% | 4.99% | -6.05% |
| VHI | 2021-03-11 | 2021-03-12 | 2021-04-12 | 1 | 19.57 | 19.57 | 0.00% | market | 44.90% | — | — | 17.73% | 4.99% | 12.74% |
| GAP | 2021-03-16 | 2021-03-17 | 2021-04-15 | 1 | 31.12 | 31.12 | 0.00% | market | 229.79% | — | — | 5.84% | 5.41% | 0.44% |
| ALTG | 2021-03-18 | 2021-03-19 | 2021-04-19 | 1 | 12.19 | 12.19 | 0.00% | market | 25.00% | — | — | 5.56% | 6.50% | -0.94% |
| AP | 2021-03-18 | 2021-03-19 | 2021-04-19 | 1 | 7.29 | 7.29 | 0.00% | market | 160.00% | — | — | -4.76% | 6.50% | -11.26% |
| LEU | 2021-03-18 | 2021-03-19 | 2021-04-19 | 1 | 27.49 | 27.49 | 0.00% | market | 117.91% | — | — | -23.45% | 6.50% | -29.95% |
| SIG | 2021-03-18 | 2021-03-19 | 2021-04-19 | 1 | 61.23 | 61.23 | 0.00% | market | 17.23% | — | — | -0.49% | 6.50% | -6.99% |
| EMBJ | 2021-03-19 | 2021-03-22 | 2021-04-20 | 3 | 10.27 | 10.27 | 0.00% | market | 75.00% | — | — | 5.06% | 5.68% | -0.62% |
| JEF | 2021-03-24 | 2021-03-25 | 2021-04-23 | 1 | 31.14 | 31.14 | 0.00% | market | 71.77% | — | — | -0.39% | 7.97% | -8.36% |
| QXO | 2021-03-25 | 2021-03-26 | 2021-04-26 | 1 | 50.40 | 50.40 | 0.00% | market | 67.50% | — | — | 3.07% | 6.82% | -3.75% |
| ASO | 2021-03-30 | 2021-03-31 | 2021-04-29 | 1 | 25.78 | 25.78 | 0.00% | market | 105.66% | — | — | 19.37% | 6.25% | 13.12% |
| AA | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 34.03 | 34.03 | 0.00% | market | 71.74% | — | — | 16.56% | -0.16% | 16.72% |
| MLI | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 11.05 | 11.05 | 0.00% | market | 64.71% | — | — | 3.70% | -0.16% | 3.86% |
| LAD | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 391.22 | 391.22 | 0.00% | market | 23.74% | — | — | -13.51% | -0.15% | -13.37% |
| UFPI | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 85.30 | 85.30 | 0.00% | market | 91.95% | — | — | -6.93% | -0.15% | -6.79% |
| HZO | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 51.38 | 51.38 | 0.00% | market | 128.38% | — | — | 3.95% | 0.50% | 3.45% |
| TX | 2021-04-27 | 2021-04-28 | 2021-05-26 | 1 | 41.90 | 41.90 | 0.00% | market | 23.29% | — | — | -12.32% | 0.30% | -12.62% |
| AR | 2021-04-28 | 2021-04-29 | 2021-05-27 | 1 | 10.42 | 10.42 | 0.00% | market | 34.78% | — | — | 23.89% | -0.25% | 24.14% |
| DB | 2021-04-28 | 2021-04-29 | 2021-05-27 | 1 | 13.87 | 13.87 | 0.00% | market | 44.74% | — | — | 8.26% | -0.25% | 8.51% |
| MOH | 2021-04-28 | 2021-04-29 | 2021-05-27 | 1 | 252.00 | 252.00 | 0.00% | market | 20.65% | — | — | -0.78% | -0.25% | -0.54% |
| MUSA | 2021-04-28 | 2021-04-29 | 2021-05-27 | 1 | 142.97 | 142.97 | 0.00% | market | 53.06% | — | — | -6.49% | -0.25% | -6.25% |
| NOA | 2021-04-28 | 2021-04-29 | 2021-05-27 | 1 | 11.84 | 11.84 | 0.00% | market | 41.33% | — | — | 11.05% | -0.25% | 11.29% |
| SXC | 2021-04-28 | 2021-04-29 | 2021-05-27 | 1 | 7.34 | 7.34 | 0.00% | market | 100.00% | — | — | 4.12% | -0.25% | 4.37% |
| BZH | 2021-04-29 | 2021-04-30 | 2021-05-28 | 1 | 21.74 | 21.74 | 0.00% | market | 44.64% | — | — | 9.42% | 0.58% | 8.84% |
| PATK | 2021-04-29 | 2021-04-30 | 2021-05-28 | 1 | 61.99 | 61.99 | 0.00% | market | 36.36% | — | — | -7.94% | 0.58% | -8.52% |
| ASIX | 2021-04-30 | 2021-05-03 | 2021-06-01 | 3 | 30.07 | 30.07 | 0.00% | market | 36.11% | — | — | 8.81% | 0.06% | 8.76% |
| PSX | 2021-04-30 | 2021-05-03 | 2021-06-01 | 3 | 82.22 | 82.22 | 0.00% | market | 17.73% | — | — | 5.53% | 0.06% | 5.47% |
| NSP | 2021-05-03 | 2021-05-04 | 2021-06-02 | 1 | 89.01 | 89.01 | 0.00% | market | 16.67% | — | — | -0.36% | 1.02% | -1.38% |
| AHT | 2021-05-04 | 2021-05-05 | 2021-06-03 | 1 | 306.00 | 306.00 | 0.00% | market | 60.00% | — | — | 67.22% | 0.33% | 66.89% |
| BXC | 2021-05-04 | 2021-05-05 | 2021-06-03 | 1 | 57.00 | 57.00 | 0.00% | market | 200.48% | — | — | -16.78% | 0.33% | -17.12% |
| CWH | 2021-05-04 | 2021-05-05 | 2021-06-03 | 1 | 48.98 | 48.98 | 0.00% | market | 100.00% | — | — | -16.29% | 0.33% | -16.62% |
| MEC | 2021-05-04 | 2021-05-05 | 2021-06-03 | 1 | 14.77 | 14.77 | 0.00% | market | 20.00% | — | — | 28.40% | 0.33% | 28.07% |
| MPC | 2021-05-04 | 2021-05-05 | 2021-06-03 | 1 | 57.95 | 57.95 | 0.00% | market | 72.22% | — | — | 9.06% | 0.33% | 8.73% |
| PAGP | 2021-05-04 | 2021-05-05 | 2021-06-03 | 1 | 9.47 | 9.47 | 0.00% | market | 125.00% | — | — | 24.72% | 0.33% | 24.38% |
| AMPY | 2021-05-05 | 2021-05-06 | 2021-06-04 | 1 | 2.68 | 2.68 | 0.00% | market | 20.00% | — | — | 39.83% | 1.63% | 38.20% |
| BAK | 2021-05-05 | 2021-05-06 | 2021-06-04 | 1 | 19.28 | 19.28 | 0.00% | market | 26.37% | — | — | 21.27% | 1.63% | 19.64% |
| BHR | 2021-05-05 | 2021-05-06 | 2021-06-04 | 1 | 7.08 | 7.08 | 0.00% | market | 42.86% | — | — | -14.79% | 1.63% | -16.42% |
| CENT | 2021-05-05 | 2021-05-06 | 2021-06-04 | 1 | 46.28 | 46.28 | 0.00% | market | 41.94% | — | — | -7.40% | 1.63% | -9.03% |
| GGB | 2021-05-05 | 2021-05-06 | 2021-06-04 | 1 | 5.20 | 5.20 | 0.00% | market | 16.67% | — | — | -1.45% | 1.63% | -3.07% |
| JLL | 2021-05-05 | 2021-05-06 | 2021-06-04 | 1 | 190.50 | 190.50 | 0.00% | market | 218.18% | — | — | 6.21% | 1.63% | 4.59% |
| BCC | 2021-05-06 | 2021-05-07 | 2021-06-07 | 1 | 71.29 | 71.29 | 0.00% | market | 52.85% | — | — | -10.10% | 0.55% | -10.65% |
| BLDR | 2021-05-06 | 2021-05-07 | 2021-06-07 | 1 | 52.36 | 52.36 | 0.00% | market | 35.80% | — | — | -20.02% | 0.55% | -20.57% |
| BV | 2021-05-06 | 2021-05-07 | 2021-06-07 | 1 | 18.33 | 18.33 | 0.00% | market | 116.67% | — | — | -4.68% | 0.55% | -5.23% |
| ET | 2021-05-06 | 2021-05-07 | 2021-06-07 | 1 | 9.53 | 9.53 | 0.00% | market | 365.38% | — | — | 14.38% | 0.55% | 13.83% |
| MT | 2021-05-06 | 2021-05-07 | 2021-06-07 | 1 | 32.56 | 32.56 | 0.00% | market | 22.93% | — | — | 0.24% | 0.55% | -0.31% |
| SPH | 2021-05-06 | 2021-05-07 | 2021-06-07 | 1 | 14.65 | 14.65 | 0.00% | market | 18.82% | — | — | 3.31% | 0.55% | 2.77% |
| SUN | 2021-05-06 | 2021-05-07 | 2021-06-07 | 1 | 36.00 | 36.00 | 0.00% | market | 162.30% | — | — | 2.26% | 0.55% | 1.71% |
| TRGP | 2021-05-06 | 2021-05-07 | 2021-06-07 | 1 | 37.17 | 37.17 | 0.00% | market | 211.76% | — | — | 27.26% | 0.55% | 26.71% |
| TWI | 2021-05-06 | 2021-05-07 | 2021-06-07 | 1 | 10.94 | 10.94 | 0.00% | market | 16.67% | — | — | -12.17% | 0.55% | -12.71% |
| WFG | 2021-05-06 | 2021-05-07 | 2021-06-07 | 1 | 87.40 | 87.40 | 0.00% | market | 15.58% | — | — | -17.62% | 0.55% | -18.16% |
| CVE | 2021-05-07 | 2021-05-10 | 2021-06-08 | 3 | 8.05 | 8.05 | 0.00% | market | 357.14% | — | — | 22.14% | -0.05% | 22.19% |
| SNEX | 2021-05-10 | 2021-05-11 | 2021-06-09 | 1 | 12.87 | 12.87 | 0.00% | market | 44.64% | — | — | 2.70% | 2.07% | 0.63% |
| SPNT | 2021-05-10 | 2021-05-11 | 2021-06-09 | 1 | 10.25 | 10.25 | 0.00% | market | 75.00% | — | — | 3.51% | 2.07% | 1.44% |
| CNR | 2021-05-11 | 2021-05-12 | 2021-06-10 | 1 | 13.72 | 13.72 | 0.00% | market | 212.50% | — | — | 29.93% | 3.01% | 26.92% |
| VVX | 2021-05-11 | 2021-05-12 | 2021-06-10 | 1 | 52.70 | 52.70 | 0.00% | market | 37.84% | — | — | -6.04% | 3.01% | -9.05% |
| GOLD | 2021-05-12 | 2021-05-13 | 2021-06-11 | 1 | 22.55 | 22.55 | 0.00% | market | 198.65% | — | — | 5.89% | 4.24% | 1.65% |
| PAM | 2021-05-12 | 2021-05-13 | 2021-06-11 | 1 | 14.14 | 14.14 | 0.00% | market | 262.50% | — | — | 18.50% | 4.24% | 14.26% |
| YPF | 2021-05-12 | 2021-05-13 | 2021-06-11 | 1 | 4.16 | 4.16 | 0.00% | market | 45.35% | — | — | 29.23% | 4.24% | 24.99% |
| EXE | 2021-05-13 | 2021-05-14 | 2021-06-14 | 1 | 49.00 | 49.00 | 0.00% | market | 2024.18% | — | — | 13.84% | 2.92% | 10.92% |
| TEO | 2021-05-18 | 2021-05-19 | 2021-06-17 | 1 | 5.32 | 5.32 | 0.00% | market | 91.67% | — | — | 9.49% | 3.70% | 5.79% |
| BBAR | 2021-05-26 | 2021-05-27 | 2021-06-25 | 1 | 3.03 | 3.03 | 0.00% | market | 30.77% | — | — | 14.42% | 1.53% | 12.89% |
| DBI | 2021-05-26 | 2021-05-27 | 2021-06-25 | 1 | 18.92 | 18.92 | 0.00% | market | 150.00% | — | — | -7.02% | 1.53% | -8.56% |
| REX | 2021-05-26 | 2021-05-27 | 2021-06-25 | 1 | 15.83 | 15.83 | 0.00% | market | 120.00% | — | — | -2.94% | 1.53% | -4.48% |
| CAL | 2021-05-28 | 2021-06-01 | 2021-06-29 | 4 | 26.02 | 26.02 | 0.00% | market | 1900.00% | — | — | 1.82% | 1.21% | 0.61% |
| IDT | 2021-06-03 | 2021-06-04 | 2021-07-02 | 1 | 30.60 | 30.60 | 0.00% | market | 27.03% | — | — | 48.20% | 3.08% | 45.12% |
| THO | 2021-06-08 | 2021-06-09 | 2021-07-08 | 1 | 116.67 | 116.67 | 0.00% | market | 40.60% | — | — | -7.64% | 1.83% | -9.47% |
| XYF | 2021-06-15 | 2021-06-16 | 2021-07-15 | 1 | 9.65 | 9.65 | 0.00% | market | 95.43% | — | — | 23.32% | 2.38% | 20.94% |
| CMC | 2021-06-17 | 2021-06-18 | 2021-07-19 | 1 | 29.98 | 29.98 | 0.00% | market | 25.30% | — | — | -1.43% | 1.89% | -3.32% |
| KR | 2021-06-17 | 2021-06-18 | 2021-07-19 | 1 | 39.05 | 39.05 | 0.00% | market | 17.82% | — | — | 5.07% | 1.89% | 3.18% |
| WGO | 2021-06-23 | 2021-06-24 | 2021-07-23 | 1 | 67.31 | 67.31 | 0.00% | market | 22.03% | — | — | 2.04% | 3.54% | -1.50% |
| WOR | 2021-06-23 | 2021-06-24 | 2021-07-23 | 1 | 36.38 | 36.38 | 0.00% | market | 33.14% | — | — | 4.08% | 3.54% | 0.54% |
| KMX | 2021-06-25 | 2021-06-28 | 2021-07-27 | 3 | 127.56 | 127.56 | 0.00% | market | 61.35% | — | — | 5.71% | 2.77% | 2.94% |
| BBAR | 2021-07-08 | 2021-07-09 | 2021-08-06 | 1 | 3.06 | 3.06 | 0.00% | market | 25.85% | — | — | 1.21% | 2.30% | -1.10% |
| AN | 2021-07-19 | 2021-07-20 | 2021-08-17 | 1 | 108.37 | 108.37 | 0.00% | market | 71.89% | — | — | 5.77% | 4.31% | 1.46% |
| MLI | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 10.57 | 10.57 | 0.00% | market | 89.72% | — | — | 4.82% | 1.58% | 3.24% |
| CVLG | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 10.47 | 10.47 | 0.00% | market | 50.00% | — | — | 4.87% | 1.18% | 3.69% |
| LAD | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 371.07 | 371.07 | 0.00% | market | 80.23% | — | — | -10.15% | 1.18% | -11.33% |
| STC | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 58.31 | 58.31 | 0.00% | market | 70.43% | — | — | 0.21% | 1.18% | -0.97% |
| UFPI | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 72.88 | 72.88 | 0.00% | market | 53.59% | — | — | -0.00% | 1.18% | -1.18% |
| HZO | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 52.44 | 52.44 | 0.00% | market | 30.15% | — | — | -6.98% | 1.33% | -8.32% |
| ARLP | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 7.67 | 7.67 | 0.00% | market | 61.90% | — | — | 5.38% | 1.83% | 3.54% |
| CLS | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 7.76 | 7.76 | 0.00% | market | 20.00% | — | — | 17.04% | 1.83% | 15.21% |
| TBI | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 26.51 | 26.51 | 0.00% | market | 20.51% | — | — | -1.91% | 1.83% | -3.74% |
| ABG | 2021-07-27 | 2021-07-28 | 2021-08-25 | 1 | 200.00 | 200.00 | 0.00% | market | 52.85% | — | — | -4.83% | 2.10% | -6.93% |
| ADM | 2021-07-27 | 2021-07-28 | 2021-08-25 | 1 | 58.70 | 58.70 | 0.00% | market | 31.68% | — | — | 2.63% | 2.10% | 0.53% |
| VIST | 2021-07-27 | 2021-07-28 | 2021-08-25 | 1 | 4.36 | 4.36 | 0.00% | market | 20.00% | — | — | 6.78% | 2.10% | 4.68% |
| ACCO | 2021-07-28 | 2021-07-29 | 2021-08-26 | 1 | 9.10 | 9.10 | 0.00% | market | 65.38% | — | — | -1.75% | 1.46% | -3.21% |
| BG | 2021-07-28 | 2021-07-29 | 2021-08-26 | 1 | 79.28 | 79.28 | 0.00% | market | 63.12% | — | — | -5.12% | 1.46% | -6.58% |
| CHEF | 2021-07-28 | 2021-07-29 | 2021-08-26 | 1 | 30.21 | 30.21 | 0.00% | market | 111.43% | — | — | -3.34% | 1.46% | -4.81% |
| CSTM | 2021-07-28 | 2021-07-29 | 2021-08-26 | 1 | 19.60 | 19.60 | 0.00% | market | 322.01% | — | — | -0.61% | 1.46% | -2.07% |
| MHO | 2021-07-28 | 2021-07-29 | 2021-08-26 | 1 | 61.89 | 61.89 | 0.00% | market | 43.78% | — | — | 2.74% | 1.46% | 1.28% |
| MTH | 2021-07-28 | 2021-07-29 | 2021-08-26 | 1 | 52.33 | 52.33 | 0.00% | market | 26.01% | — | — | 4.70% | 1.46% | 3.23% |
| MUSA | 2021-07-28 | 2021-07-29 | 2021-08-26 | 1 | 149.50 | 149.50 | 0.00% | market | 66.32% | — | — | 1.87% | 1.46% | 0.41% |
| PAG | 2021-07-28 | 2021-07-29 | 2021-08-26 | 1 | 83.16 | 83.16 | 0.00% | market | 53.61% | — | — | 4.33% | 1.46% | 2.86% |
| WNC | 2021-07-28 | 2021-07-29 | 2021-08-26 | 1 | 14.29 | 14.29 | 0.00% | market | 75.00% | — | — | 5.43% | 1.46% | 3.96% |
| ACI | 2021-07-29 | 2021-07-30 | 2021-08-27 | 1 | 21.82 | 21.82 | 0.00% | market | 30.88% | — | — | 30.01% | 2.82% | 27.19% |
| BTU | 2021-07-29 | 2021-07-30 | 2021-08-27 | 1 | 11.61 | 11.61 | 0.00% | market | 53.95% | — | — | 34.27% | 2.82% | 31.45% |
| GPI | 2021-07-29 | 2021-07-30 | 2021-08-27 | 1 | 171.28 | 171.28 | 0.00% | market | 44.60% | — | — | -3.06% | 2.82% | -5.88% |
| GVA | 2021-07-29 | 2021-07-30 | 2021-08-27 | 1 | 39.00 | 39.00 | 0.00% | market | 75.00% | — | — | 6.49% | 2.82% | 3.67% |
| MT | 2021-07-29 | 2021-07-30 | 2021-08-27 | 1 | 35.24 | 35.24 | 0.00% | market | 39.52% | — | — | -1.60% | 2.82% | -4.42% |
| NEXA | 2021-07-29 | 2021-07-30 | 2021-08-27 | 1 | 9.00 | 9.00 | 0.00% | market | 115.79% | — | — | -9.77% | 2.82% | -12.58% |
| PATK | 2021-07-29 | 2021-07-30 | 2021-08-27 | 1 | 54.95 | 54.95 | 0.00% | market | 37.70% | — | — | 4.63% | 2.82% | 1.81% |
| SAH | 2021-07-29 | 2021-07-30 | 2021-08-27 | 1 | 53.24 | 53.24 | 0.00% | market | 68.59% | — | — | -4.57% | 2.82% | -7.39% |
| SNDR | 2021-07-29 | 2021-07-30 | 2021-08-27 | 1 | 22.47 | 22.47 | 0.00% | market | 42.86% | — | — | 1.32% | 2.82% | -1.49% |
| VLO | 2021-07-29 | 2021-07-30 | 2021-08-27 | 1 | 66.87 | 66.87 | 0.00% | market | 242.86% | — | — | 0.26% | 2.82% | -2.56% |
| ASIX | 2021-07-30 | 2021-08-02 | 2021-08-30 | 3 | 33.61 | 33.61 | 0.00% | market | 41.67% | — | — | 7.46% | 2.70% | 4.76% |
| BELFB | 2021-07-30 | 2021-08-02 | 2021-08-30 | 3 | 13.65 | 13.65 | 0.00% | market | 1799.97% | — | — | 1.51% | 2.70% | -1.19% |
| CVEO | 2021-07-30 | 2021-08-02 | 2021-08-30 | 3 | 22.51 | 22.51 | 0.00% | market | 341.18% | — | — | -4.81% | 2.70% | -7.51% |
| E | 2021-07-30 | 2021-08-02 | 2021-08-30 | 3 | 23.79 | 23.79 | 0.00% | market | 38.10% | — | — | 2.88% | 2.70% | 0.18% |
| ARCB | 2021-08-02 | 2021-08-03 | 2021-08-31 | 1 | 61.01 | 61.01 | 0.00% | market | 21.60% | — | — | 9.28% | 2.99% | 6.28% |
| BCC | 2021-08-02 | 2021-08-03 | 2021-08-31 | 1 | 50.69 | 50.69 | 0.00% | market | 57.76% | — | — | 14.03% | 2.99% | 11.03% |
| CVI | 2021-08-02 | 2021-08-03 | 2021-08-31 | 1 | 13.59 | 13.59 | 0.00% | market | 57.33% | — | — | 5.86% | 2.99% | 2.87% |
| MG | 2021-08-02 | 2021-08-03 | 2021-08-31 | 1 | 10.72 | 10.72 | 0.00% | market | 83.33% | — | — | -1.13% | 2.99% | -4.12% |
| STRL | 2021-08-02 | 2021-08-03 | 2021-08-31 | 1 | 22.29 | 22.29 | 0.00% | market | 46.81% | — | — | 3.35% | 2.99% | 0.36% |
| ANDE | 2021-08-03 | 2021-08-04 | 2021-09-01 | 1 | 29.11 | 29.11 | 0.00% | market | 114.75% | — | — | 2.65% | 2.73% | -0.08% |
| BXC | 2021-08-03 | 2021-08-04 | 2021-09-01 | 1 | 48.78 | 48.78 | 0.00% | market | 134.07% | — | — | 17.80% | 2.73% | 15.06% |
| CAR | 2021-08-03 | 2021-08-04 | 2021-09-01 | 1 | 88.00 | 88.00 | 0.00% | market | 387.60% | — | — | 5.78% | 2.73% | 3.04% |
| DINO | 2021-08-03 | 2021-08-04 | 2021-09-01 | 1 | 28.61 | 28.61 | 0.00% | market | 42.62% | — | — | 8.92% | 2.73% | 6.18% |
| OI | 2021-08-03 | 2021-08-04 | 2021-09-01 | 1 | 15.18 | 15.18 | 0.00% | market | 12.50% | — | — | 1.09% | 2.73% | -1.65% |
| PSX | 2021-08-03 | 2021-08-04 | 2021-09-01 | 1 | 73.76 | 73.76 | 0.00% | market | 23.33% | — | — | -6.27% | 2.73% | -9.00% |
| SUN | 2021-08-03 | 2021-08-04 | 2021-09-01 | 1 | 38.80 | 38.80 | 0.00% | market | 78.35% | — | — | -4.97% | 2.73% | -7.70% |
| TX | 2021-08-03 | 2021-08-04 | 2021-09-01 | 1 | 50.11 | 50.11 | 0.00% | market | 36.39% | — | — | 7.90% | 2.73% | 5.17% |
| WLKP | 2021-08-03 | 2021-08-04 | 2021-09-01 | 1 | 26.95 | 26.95 | 0.00% | market | 31.48% | — | — | -2.22% | 2.73% | -4.95% |
| CENT | 2021-08-04 | 2021-08-05 | 2021-09-02 | 1 | 36.49 | 36.49 | 0.00% | market | 34.31% | — | — | -3.31% | 2.95% | -6.25% |
| JLL | 2021-08-04 | 2021-08-05 | 2021-09-02 | 1 | 245.56 | 245.56 | 0.00% | market | 148.52% | — | — | -1.04% | 2.95% | -3.99% |
| MET | 2021-08-04 | 2021-08-05 | 2021-09-02 | 1 | 58.49 | 58.49 | 0.00% | market | 47.20% | — | — | 5.32% | 2.95% | 2.37% |
| MPC | 2021-08-04 | 2021-08-05 | 2021-09-02 | 1 | 55.16 | 55.16 | 0.00% | market | 48.89% | — | — | 4.87% | 2.95% | 1.92% |
| PLUS | 2021-08-04 | 2021-08-05 | 2021-09-02 | 1 | 46.53 | 46.53 | 0.00% | market | 25.64% | — | — | 18.21% | 2.95% | 15.26% |
| SMHI | 2021-08-04 | 2021-08-05 | 2021-09-02 | 1 | 3.85 | 3.85 | 0.00% | market | 27.85% | — | — | 10.29% | 2.95% | 7.34% |
| SMP | 2021-08-04 | 2021-08-05 | 2021-09-02 | 1 | 42.13 | 42.13 | 0.00% | market | 90.91% | — | — | 2.61% | 2.95% | -0.34% |
| BGSF | 2021-08-05 | 2021-08-06 | 2021-09-03 | 1 | 12.98 | 12.98 | 0.00% | market | 106.25% | — | — | -0.25% | 2.48% | -2.74% |
| BHF | 2021-08-05 | 2021-08-06 | 2021-09-03 | 1 | 44.50 | 44.50 | 0.00% | market | 70.51% | — | — | 9.23% | 2.48% | 6.74% |
| BLDR | 2021-08-05 | 2021-08-06 | 2021-09-03 | 1 | 48.02 | 48.02 | 0.00% | market | 57.71% | — | — | 13.37% | 2.48% | 10.89% |
| CWK | 2021-08-05 | 2021-08-06 | 2021-09-03 | 1 | 18.36 | 18.36 | 0.00% | market | 117.39% | — | — | -0.92% | 2.48% | -3.40% |
| MTW | 2021-08-05 | 2021-08-06 | 2021-09-03 | 1 | 24.99 | 24.99 | 0.00% | market | 566.67% | — | — | -7.74% | 2.48% | -10.23% |
| OEC | 2021-08-05 | 2021-08-06 | 2021-09-03 | 1 | 18.33 | 18.33 | 0.00% | market | 16.98% | — | — | -1.68% | 2.48% | -4.17% |
| VOYA | 2021-08-05 | 2021-08-06 | 2021-09-03 | 1 | 66.16 | 66.16 | 0.00% | market | 56.03% | — | — | -2.71% | 2.48% | -5.20% |
| WCC | 2021-08-05 | 2021-08-06 | 2021-09-03 | 1 | 115.55 | 115.55 | 0.00% | market | 36.79% | — | — | -0.11% | 2.48% | -2.59% |
| FLR | 2021-08-06 | 2021-08-09 | 2021-09-07 | 3 | 16.55 | 16.55 | 0.00% | market | 433.33% | — | — | -1.97% | 2.03% | -4.01% |
| GT | 2021-08-06 | 2021-08-09 | 2021-09-07 | 3 | 16.48 | 16.48 | 0.00% | market | 77.78% | — | — | -2.38% | 2.03% | -4.41% |
| COMP | 2021-08-09 | 2021-08-10 | 2021-09-08 | 1 | 16.63 | 16.63 | 0.00% | market | 87.50% | — | — | -10.14% | 1.88% | -12.02% |
| TSN | 2021-08-09 | 2021-08-10 | 2021-09-08 | 1 | 77.59 | 77.59 | 0.00% | market | 66.67% | — | — | -1.93% | 1.88% | -3.81% |
| USFD | 2021-08-09 | 2021-08-10 | 2021-09-08 | 1 | 33.56 | 33.56 | 0.00% | market | 70.59% | — | — | -1.83% | 1.88% | -3.70% |
| COKE | 2021-08-10 | 2021-08-11 | 2021-09-09 | 1 | 39.00 | 39.00 | 0.00% | market | 51.73% | — | — | 0.95% | 1.16% | -0.21% |
| SYY | 2021-08-10 | 2021-08-11 | 2021-09-09 | 1 | 78.70 | 78.70 | 0.00% | market | 24.56% | — | — | -1.03% | 1.16% | -2.19% |
| UGP | 2021-08-11 | 2021-08-12 | 2021-09-10 | 1 | 2.99 | 2.99 | 0.00% | market | 111.28% | — | — | -9.13% | 0.41% | -9.54% |
| DDS | 2021-08-12 | 2021-08-13 | 2021-09-13 | 1 | 194.79 | 194.79 | 0.00% | market | 1974.47% | — | — | 2.13% | 0.22% | 1.91% |
| PWP | 2021-08-12 | 2021-08-13 | 2021-09-13 | 1 | 13.99 | 13.99 | 0.00% | market | 200.00% | — | — | 0.33% | 0.22% | 0.11% |
| EMBJ | 2021-08-13 | 2021-08-16 | 2021-09-14 | 3 | 15.25 | 15.25 | 0.00% | market | 180.00% | — | — | 6.46% | -0.08% | 6.54% |
| DXPE | 2021-08-16 | 2021-08-17 | 2021-09-15 | 1 | 31.45 | 31.45 | 0.00% | market | 110.53% | — | — | -11.17% | 0.82% | -11.98% |
| ZIM | 2021-08-18 | 2021-08-19 | 2021-09-17 | 1 | 46.00 | 46.00 | 0.00% | market | 41.30% | — | — | 29.05% | 1.18% | 27.88% |
| KSS | 2021-08-19 | 2021-08-20 | 2021-09-20 | 1 | 55.57 | 55.57 | 0.00% | market | 104.96% | — | — | -5.14% | -1.41% | -3.73% |
| M | 2021-08-19 | 2021-08-20 | 2021-09-20 | 1 | 21.69 | 21.69 | 0.00% | market | 578.95% | — | — | -0.65% | -1.41% | 0.75% |
| PFGC | 2021-08-19 | 2021-08-20 | 2021-09-20 | 1 | 41.80 | 41.80 | 0.00% | market | 12.00% | — | — | 8.03% | -1.41% | 9.44% |
| ZEPP | 2021-08-19 | 2021-08-20 | 2021-09-20 | 1 | 37.96 | 37.96 | 0.00% | market | 436.80% | — | — | -5.68% | -1.41% | -4.28% |
| BBAR | 2021-08-24 | 2021-08-25 | 2021-09-23 | 1 | 3.68 | 3.68 | 0.00% | market | 137.50% | — | — | 0.44% | -1.11% | 1.56% |
| DKS | 2021-08-25 | 2021-08-26 | 2021-09-24 | 1 | 131.00 | 131.00 | 0.00% | market | 81.43% | — | — | 0.18% | -1.05% | 1.23% |
| ANF | 2021-08-26 | 2021-08-27 | 2021-09-27 | 1 | 35.99 | 35.99 | 0.00% | market | 120.78% | — | — | 12.07% | -1.00% | 13.07% |
| SBSW | 2021-08-26 | 2021-08-27 | 2021-09-27 | 1 | 15.72 | 15.72 | 0.00% | market | 859.86% | — | — | -19.06% | -1.00% | -18.05% |
| GGAL | 2021-08-27 | 2021-08-30 | 2021-09-28 | 3 | 10.25 | 10.25 | 0.00% | market | 20.75% | — | — | -6.44% | -3.83% | -2.62% |
| DBI | 2021-08-31 | 2021-09-01 | 2021-09-30 | 1 | 14.47 | 14.47 | 0.00% | market | 133.33% | — | — | -3.83% | -5.18% | 1.34% |
| GEF | 2021-09-01 | 2021-09-02 | 2021-10-01 | 1 | 64.48 | 64.48 | 0.00% | market | 25.32% | — | — | 2.27% | -4.21% | 6.48% |
| REX | 2021-09-01 | 2021-09-02 | 2021-10-01 | 1 | 14.67 | 14.67 | 0.00% | market | 37.50% | — | — | -7.05% | -4.21% | -2.84% |
| TLYS | 2021-09-02 | 2021-09-03 | 2021-10-04 | 1 | 15.67 | 15.67 | 0.00% | market | 29.41% | — | — | -9.29% | -5.16% | -4.13% |
| ASO | 2021-09-09 | 2021-09-10 | 2021-10-08 | 1 | 45.49 | 45.49 | 0.00% | market | 64.79% | — | — | -10.67% | -2.92% | -7.75% |
| WOR | 2021-09-29 | 2021-09-30 | 2021-10-28 | 1 | 33.60 | 33.60 | 0.00% | market | 28.80% | — | — | -0.34% | 5.11% | -5.45% |
| DAL | 2021-10-13 | 2021-10-14 | 2021-11-11 | 1 | 41.18 | 41.18 | 0.00% | market | 100.00% | — | — | 5.41% | 5.62% | -0.21% |
| UAL | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 46.90 | 46.90 | 0.00% | market | 38.18% | — | — | 3.82% | 3.77% | 0.05% |
| FAF | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 75.35 | 75.35 | 0.00% | market | 29.52% | — | — | 2.89% | 3.48% | -0.59% |
| CXT | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 34.73 | 34.73 | 0.00% | market | 38.97% | — | — | 5.20% | 2.40% | 2.79% |
| AHT | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 132.70 | 132.70 | 0.00% | market | 222.22% | — | — | -4.70% | 2.85% | -7.54% |
| CHRW | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 98.49 | 98.49 | 0.00% | market | 30.28% | — | — | -0.33% | 2.85% | -3.18% |
| GBX | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 42.33 | 42.33 | 0.00% | market | 32.43% | — | — | -1.92% | 2.85% | -4.76% |
| JBLU | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 14.60 | 14.60 | 0.00% | market | 36.84% | — | — | -1.06% | 2.85% | -3.90% |
| CHEF | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 33.30 | 33.30 | 0.00% | market | 23.08% | — | — | -5.42% | 0.77% | -6.19% |
| F | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 16.86 | 16.86 | 0.00% | market | 88.89% | — | — | 17.04% | 0.77% | 16.27% |
| GGB | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 3.86 | 3.86 | 0.00% | market | 63.33% | — | — | -6.58% | 0.77% | -7.35% |
| ATI | 2021-10-28 | 2021-10-29 | 2021-11-29 | 1 | 16.75 | 16.75 | 0.00% | market | 350.05% | — | — | -13.47% | 1.92% | -15.39% |
| KBR | 2021-10-28 | 2021-10-29 | 2021-11-29 | 1 | 44.00 | 44.00 | 0.00% | market | 12.28% | — | — | 3.33% | 1.92% | 1.42% |
| TTE | 2021-10-28 | 2021-10-29 | 2021-11-29 | 1 | 50.58 | 50.58 | 0.00% | market | 15.03% | — | — | -8.17% | 1.92% | -10.08% |
| E | 2021-10-29 | 2021-11-01 | 2021-11-30 | 3 | 29.42 | 29.42 | 0.00% | market | 14.81% | — | — | -10.40% | -1.03% | -9.37% |
| PSX | 2021-10-29 | 2021-11-01 | 2021-11-30 | 3 | 75.41 | 75.41 | 0.00% | market | 63.08% | — | — | -8.37% | -1.03% | -7.35% |
| CAR | 2021-11-01 | 2021-11-02 | 2021-12-01 | 1 | 174.30 | 174.30 | 0.00% | market | 64.72% | — | — | 45.21% | -2.11% | 47.32% |
| LDI | 2021-11-01 | 2021-11-02 | 2021-12-01 | 1 | 7.69 | 7.69 | 0.00% | market | 17.95% | — | — | -40.41% | -2.11% | -38.30% |
| CLW | 2021-11-02 | 2021-11-03 | 2021-12-02 | 1 | 43.87 | 43.87 | 0.00% | market | 83.33% | — | — | -5.62% | -0.85% | -4.77% |
| PRU | 2021-11-02 | 2021-11-03 | 2021-12-02 | 1 | 109.00 | 109.00 | 0.00% | market | 37.96% | — | — | -5.22% | -0.85% | -4.37% |
| STRL | 2021-11-02 | 2021-11-03 | 2021-12-02 | 1 | 25.49 | 25.49 | 0.00% | market | 28.57% | — | — | 1.90% | -0.85% | 2.75% |
| TX | 2021-11-02 | 2021-11-03 | 2021-12-02 | 1 | 43.83 | 43.83 | 0.00% | market | 15.25% | — | — | -8.54% | -0.85% | -7.70% |
| BGSF | 2021-11-03 | 2021-11-04 | 2021-12-03 | 1 | 13.10 | 13.10 | 0.00% | market | 40.63% | — | — | 7.61% | -2.57% | 10.18% |
| CENX | 2021-11-03 | 2021-11-04 | 2021-12-03 | 1 | 13.88 | 13.88 | 0.00% | market | 40.00% | — | — | -5.00% | -2.57% | -2.43% |
| EGY | 2021-11-03 | 2021-11-04 | 2021-12-03 | 1 | 3.50 | 3.50 | 0.00% | market | 88.89% | — | — | -16.39% | -2.57% | -13.82% |
| SPNT | 2021-11-03 | 2021-11-04 | 2021-12-03 | 1 | 10.00 | 10.00 | 0.00% | market | 43.33% | — | — | -24.00% | -2.57% | -21.43% |
| UGP | 2021-11-03 | 2021-11-04 | 2021-12-03 | 1 | 2.33 | 2.33 | 0.00% | market | 74.88% | — | — | 11.49% | -2.57% | 14.05% |
| BHF | 2021-11-04 | 2021-11-05 | 2021-12-06 | 1 | 56.07 | 56.07 | 0.00% | market | 88.11% | — | — | -9.46% | -2.24% | -7.23% |
| CIG | 2021-11-04 | 2021-11-05 | 2021-12-06 | 1 | 1.79 | 1.79 | 0.00% | market | 26.05% | — | — | 2.13% | -2.24% | 4.37% |
| DK | 2021-11-04 | 2021-11-05 | 2021-12-06 | 1 | 18.99 | 18.99 | 0.00% | market | 137.14% | — | — | -12.26% | -2.24% | -10.03% |
| FOR | 2021-11-04 | 2021-11-05 | 2021-12-06 | 1 | 21.10 | 21.10 | 0.00% | market | 14.86% | — | — | 1.04% | -2.24% | 3.27% |
| NRG | 2021-11-04 | 2021-11-05 | 2021-12-06 | 1 | 35.79 | 35.79 | 0.00% | market | 193.33% | — | — | 6.33% | -2.24% | 8.56% |
| PFH | 2021-11-04 | 2021-11-05 | 2021-12-06 | 1 | 26.15 | 26.15 | 0.00% | market | 67.52% | — | — | -0.75% | -2.24% | 1.49% |
| PRS | 2021-11-04 | 2021-11-05 | 2021-12-06 | 1 | 27.43 | 27.43 | 0.00% | market | 67.52% | — | — | -2.69% | -2.24% | -0.45% |
| RKT | 2021-11-04 | 2021-11-05 | 2021-12-06 | 1 | 17.59 | 17.59 | 0.00% | market | 18.75% | — | — | -9.76% | -2.24% | -7.53% |
| TRGP | 2021-11-04 | 2021-11-05 | 2021-12-06 | 1 | 56.74 | 56.74 | 0.00% | market | 24.53% | — | — | -8.01% | -2.24% | -5.78% |
| AFGC | 2021-11-05 | 2021-11-08 | 2021-12-07 | 3 | 27.65 | 27.65 | 0.00% | market | 38.17% | — | — | -4.01% | -0.30% | -3.70% |
| AFGD | 2021-11-05 | 2021-11-08 | 2021-12-07 | 3 | 29.48 | 29.48 | 0.00% | market | 38.17% | — | — | -2.58% | -0.30% | -2.27% |
| AFGE | 2021-11-05 | 2021-11-08 | 2021-12-07 | 3 | 27.77 | 27.77 | 0.00% | market | 38.17% | — | — | -4.13% | -0.30% | -3.83% |
| GT | 2021-11-05 | 2021-11-08 | 2021-12-07 | 3 | 24.22 | 24.22 | 0.00% | market | 213.04% | — | — | -10.55% | -0.30% | -10.24% |
| FOA | 2021-11-08 | 2021-11-09 | 2021-12-08 | 1 | 52.90 | 52.90 | 0.00% | market | 30.00% | — | — | -7.28% | 0.04% | -7.33% |
| NGL | 2021-11-09 | 2021-11-10 | 2021-12-09 | 1 | 2.37 | 2.37 | 0.00% | market | 28.57% | — | — | -14.87% | 0.17% | -15.03% |
| UWMC | 2021-11-09 | 2021-11-10 | 2021-12-09 | 1 | 7.19 | 7.19 | 0.00% | market | 60.00% | — | — | -4.41% | 0.17% | -4.58% |
| ARCO | 2021-11-10 | 2021-11-11 | 2021-12-10 | 1 | 5.36 | 5.36 | 0.00% | market | 100.00% | — | — | 2.14% | 1.19% | 0.95% |
| OPAD | 2021-11-10 | 2021-11-11 | 2021-12-10 | 1 | 1,183.50 | 1,183.50 | 0.00% | market | 88.24% | — | — | -0.10% | 1.19% | -1.29% |
| PAM | 2021-11-10 | 2021-11-11 | 2021-12-10 | 1 | 19.20 | 19.20 | 0.00% | market | 108.85% | — | — | -3.22% | 1.19% | -4.41% |
| OPFI | 2021-11-11 | 2021-11-12 | 2021-12-13 | 1 | 8.20 | 8.20 | 0.00% | market | 31.25% | — | — | -39.49% | 0.31% | -39.80% |
| SNDA | 2021-11-11 | 2021-11-12 | 2021-12-13 | 1 | 32.47 | 32.47 | 0.00% | market | 512.26% | — | — | -4.50% | 0.31% | -4.82% |
| AMPY | 2021-11-15 | 2021-11-16 | 2021-12-15 | 1 | 3.02 | 3.02 | 0.00% | market | 134.62% | — | — | -0.76% | 0.74% | -1.50% |
| EZPW | 2021-11-17 | 2021-11-18 | 2021-12-17 | 1 | 8.10 | 8.10 | 0.00% | market | 466.72% | — | — | -10.84% | -2.00% | -8.84% |
| ZIM | 2021-11-17 | 2021-11-18 | 2021-12-17 | 1 | 53.50 | 53.50 | 0.00% | market | 31.46% | — | — | -4.85% | -2.00% | -2.85% |
| CAL | 2021-11-18 | 2021-11-19 | 2021-12-20 | 1 | 28.40 | 28.40 | 0.00% | market | 38.26% | — | — | -25.87% | -3.12% | -22.76% |
| POWL | 2021-12-07 | 2021-12-08 | 2022-01-06 | 1 | 9.26 | 9.26 | 0.00% | market | 800.00% | — | — | 7.24% | -0.16% | 7.41% |
| TOL | 2021-12-07 | 2021-12-08 | 2022-01-06 | 1 | 71.29 | 71.29 | 0.00% | market | 21.29% | — | — | -3.92% | -0.16% | -3.75% |
| THO | 2021-12-08 | 2021-12-09 | 2022-01-07 | 1 | 104.45 | 104.45 | 0.00% | market | 33.95% | — | — | 1.79% | -0.44% | 2.23% |
| WOR | 2021-12-16 | 2021-12-17 | 2022-01-18 | 1 | 31.38 | 31.38 | 0.00% | market | 23.26% | — | — | 13.22% | -1.10% | 14.32% |
| WGO | 2021-12-17 | 2021-12-20 | 2022-01-19 | 3 | 68.70 | 68.70 | 0.00% | market | 55.31% | — | — | 4.75% | -0.60% | 5.35% |
| CMPR | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 73.42 | 73.42 | 0.00% | market | 31.65% | — | — | -15.40% | -0.12% | -15.28% |
| ORI | 2022-01-27 | 2022-01-28 | 2022-02-28 | 1 | 25.20 | 25.20 | 0.00% | market | 23.94% | — | — | 4.46% | 0.91% | 3.55% |
| VLO | 2022-01-27 | 2022-01-28 | 2022-02-28 | 1 | 81.47 | 81.47 | 0.00% | market | 34.24% | — | — | 2.40% | 0.91% | 1.49% |
| ARCB | 2022-02-01 | 2022-02-02 | 2022-03-03 | 1 | 96.56 | 96.56 | 0.00% | market | 24.55% | — | — | -2.17% | -4.34% | 2.17% |
| GFF | 2022-02-01 | 2022-02-02 | 2022-03-03 | 1 | 21.03 | 21.03 | 0.00% | market | 178.57% | — | — | 3.94% | -4.34% | 8.29% |
| GM | 2022-02-01 | 2022-02-02 | 2022-03-03 | 1 | 54.92 | 54.92 | 0.00% | market | 13.45% | — | — | -18.34% | -4.34% | -14.00% |
| SMCI | 2022-02-01 | 2022-02-02 | 2022-03-03 | 1 | 4.35 | 4.35 | 0.00% | market | 12.50% | — | — | -3.32% | -4.34% | 1.03% |
| CCS | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 68.56 | 68.56 | 0.00% | market | 17.44% | — | — | -5.25% | -4.16% | -1.08% |
| EZPW | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 6.53 | 6.53 | 0.00% | market | 15.79% | — | — | -12.96% | -4.16% | -8.80% |
| MET | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 70.00 | 70.00 | 0.00% | market | 52.82% | — | — | -8.70% | -4.16% | -4.54% |
| MHO | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 52.53 | 52.53 | 0.00% | market | 13.31% | — | — | -2.16% | -4.16% | 2.01% |
| SMFG | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 7.34 | 7.34 | 0.00% | market | 26.51% | — | — | -6.37% | -4.16% | -2.20% |
| BHE | 2022-02-03 | 2022-02-04 | 2022-03-07 | 1 | 25.48 | 25.48 | 0.00% | market | 17.07% | — | — | 1.59% | -6.03% | 7.62% |
| SHEL | 2022-02-03 | 2022-02-04 | 2022-03-07 | 1 | 54.77 | 54.77 | 0.00% | market | 17.73% | — | — | -5.96% | -6.03% | 0.07% |
| SNEX | 2022-02-07 | 2022-02-08 | 2022-03-09 | 1 | 13.83 | 13.83 | 0.00% | market | 158.33% | — | — | 0.33% | -4.32% | 4.66% |
| AGCO | 2022-02-08 | 2022-02-09 | 2022-03-10 | 1 | 128.58 | 128.58 | 0.00% | market | 74.01% | — | — | 0.79% | -6.53% | 7.32% |
| CNO | 2022-02-08 | 2022-02-09 | 2022-03-10 | 1 | 26.20 | 26.20 | 0.00% | market | 42.62% | — | — | -11.47% | -6.53% | -4.94% |
| HUBG | 2022-02-08 | 2022-02-09 | 2022-03-10 | 1 | 41.73 | 41.73 | 0.00% | market | 74.65% | — | — | -2.11% | -6.53% | 4.42% |
| LEA | 2022-02-08 | 2022-02-09 | 2022-03-10 | 1 | 166.33 | 166.33 | 0.00% | market | 14.02% | — | — | -17.03% | -6.53% | -10.50% |
| BG | 2022-02-09 | 2022-02-10 | 2022-03-11 | 1 | 99.60 | 99.60 | 0.00% | market | 14.43% | — | — | 10.27% | -6.93% | 17.20% |
| CHEF | 2022-02-09 | 2022-02-10 | 2022-03-11 | 1 | 35.01 | 35.01 | 0.00% | market | 36.84% | — | — | -18.69% | -6.93% | -11.77% |
| EQNR | 2022-02-09 | 2022-02-10 | 2022-03-11 | 1 | 30.01 | 30.01 | 0.00% | market | 106.35% | — | — | 7.50% | -6.93% | 14.43% |
| PAGP | 2022-02-09 | 2022-02-10 | 2022-03-11 | 1 | 11.95 | 11.95 | 0.00% | market | 95.45% | — | — | -3.11% | -6.93% | 3.82% |
| PFGC | 2022-02-09 | 2022-02-10 | 2022-03-11 | 1 | 51.09 | 51.09 | 0.00% | market | 21.28% | — | — | -6.95% | -6.93% | -0.02% |
| STC | 2022-02-09 | 2022-02-10 | 2022-03-11 | 1 | 73.00 | 73.00 | 0.00% | market | 46.27% | — | — | -10.26% | -6.93% | -3.34% |
| ASX | 2022-02-10 | 2022-02-11 | 2022-03-14 | 1 | 7.42 | 7.42 | 0.00% | market | 114.22% | — | — | -6.03% | -7.21% | 1.18% |
| BTU | 2022-02-10 | 2022-02-11 | 2022-03-14 | 1 | 14.98 | 14.98 | 0.00% | market | 252.17% | — | — | 32.48% | -7.21% | 39.69% |
| DTB | 2022-02-10 | 2022-02-11 | 2022-03-14 | 1 | 23.29 | 23.29 | 0.00% | market | 67.20% | — | — | -6.54% | -7.21% | 0.67% |
| PBF | 2022-02-10 | 2022-02-11 | 2022-03-14 | 1 | 19.24 | 19.24 | 0.00% | market | 88.24% | — | — | 18.82% | -7.21% | 26.03% |
| MGA | 2022-02-11 | 2022-02-14 | 2022-03-15 | 3 | 75.37 | 75.37 | 0.00% | market | 51.16% | — | — | -22.71% | -3.13% | -19.58% |
| SLVM | 2022-02-11 | 2022-02-14 | 2022-03-15 | 3 | 36.88 | 36.88 | 0.00% | market | 35.71% | — | — | -5.50% | -3.13% | -2.37% |
| TIGO | 2022-02-11 | 2022-02-14 | 2022-03-15 | 3 | 26.90 | 26.90 | 0.00% | market | 1351.21% | — | — | -14.23% | -3.13% | -11.10% |
| ABG | 2022-02-15 | 2022-02-16 | 2022-03-17 | 1 | 176.20 | 176.20 | 0.00% | market | 23.31% | — | — | 10.30% | -0.64% | 10.94% |
| ANDE | 2022-02-15 | 2022-02-16 | 2022-03-17 | 1 | 40.97 | 40.97 | 0.00% | market | 96.55% | — | — | 9.88% | -0.64% | 10.53% |
| GCMG | 2022-02-15 | 2022-02-16 | 2022-03-17 | 1 | 10.07 | 10.07 | 0.00% | market | 20.00% | — | — | 5.26% | -0.64% | 5.91% |
| MTW | 2022-02-21 | 2022-02-22 | 2022-03-22 | 1 | 17.25 | 17.25 | 0.00% | market | 934.48% | — | — | -6.30% | 4.10% | -10.40% |
| SFB | 2022-02-18 | 2022-02-22 | 2022-03-22 | 4 | 24.68 | 24.68 | 0.00% | market | 24.34% | — | — | -0.79% | 4.10% | -4.89% |
| UIS | 2022-02-21 | 2022-02-22 | 2022-03-22 | 1 | 20.35 | 20.35 | 0.00% | market | 37.84% | — | — | 8.60% | 4.10% | 4.50% |
| DDS | 2022-02-22 | 2022-02-23 | 2022-03-23 | 1 | 239.00 | 239.00 | 0.00% | market | 45.32% | — | — | 14.46% | 2.57% | 11.89% |
| M | 2022-02-22 | 2022-02-23 | 2022-03-23 | 1 | 24.13 | 24.13 | 0.00% | market | 22.50% | — | — | 6.53% | 2.57% | 3.96% |
| VIST | 2022-02-22 | 2022-02-23 | 2022-03-23 | 1 | 7.10 | 7.10 | 0.00% | market | 90.00% | — | — | 29.34% | 2.57% | 26.76% |
| WLKP | 2022-02-22 | 2022-02-23 | 2022-03-23 | 1 | 26.67 | 26.67 | 0.00% | market | 100.00% | — | — | -0.74% | 2.57% | -3.31% |
| BMA | 2022-02-23 | 2022-02-24 | 2022-03-24 | 1 | 14.83 | 14.83 | 0.00% | market | 107.79% | — | — | 14.26% | 9.60% | 4.66% |
| LXU | 2022-02-23 | 2022-02-24 | 2022-03-24 | 1 | 12.39 | 12.39 | 0.00% | market | 94.59% | — | — | 97.88% | 9.60% | 88.28% |
| OPAD | 2022-02-23 | 2022-02-24 | 2022-03-24 | 1 | 562.50 | 562.50 | 0.00% | market | 155.56% | — | — | 52.97% | 9.60% | 43.36% |
| CCO | 2022-02-24 | 2022-02-25 | 2022-03-25 | 1 | 4.02 | 4.02 | 0.00% | market | 205.59% | — | — | -8.81% | 5.37% | -14.18% |
| CENX | 2022-02-24 | 2022-02-25 | 2022-03-25 | 1 | 20.69 | 20.69 | 0.00% | market | 440.00% | — | — | 36.87% | 5.37% | 31.50% |
| CWK | 2022-02-24 | 2022-02-25 | 2022-03-25 | 1 | 23.00 | 23.00 | 0.00% | market | 51.61% | — | — | -12.58% | 5.37% | -17.95% |
| OPEN | 2022-02-24 | 2022-02-25 | 2022-03-25 | 1 | 9.70 | 9.70 | 0.00% | market | 18.75% | — | — | -10.92% | 5.37% | -16.30% |
| TALO | 2022-02-24 | 2022-02-25 | 2022-03-25 | 1 | 13.14 | 13.14 | 0.00% | market | 73.08% | — | — | 26.23% | 5.37% | 20.86% |
| CNK | 2022-02-25 | 2022-02-28 | 2022-03-28 | 3 | 17.41 | 17.41 | 0.00% | market | 138.46% | — | — | 1.16% | 5.53% | -4.36% |
| EXE | 2022-02-25 | 2022-02-28 | 2022-03-28 | 3 | 75.05 | 75.05 | 0.00% | market | 47.58% | — | — | 17.09% | 5.53% | 11.56% |
| GLP | 2022-02-28 | 2022-03-01 | 2022-03-29 | 1 | 26.66 | 26.66 | 0.00% | market | 91.30% | — | — | 2.83% | 6.09% | -3.27% |
| GPOR | 2022-02-28 | 2022-03-01 | 2022-03-29 | 1 | 69.75 | 69.75 | 0.00% | market | 20.55% | — | — | 24.01% | 6.09% | 17.92% |
| JLL | 2022-02-28 | 2022-03-01 | 2022-03-29 | 1 | 246.94 | 246.94 | 0.00% | market | 27.17% | — | — | -0.46% | 6.09% | -6.55% |
| CNR | 2022-03-01 | 2022-03-02 | 2022-03-30 | 1 | 32.65 | 32.65 | 0.00% | market | 56.36% | — | — | 15.00% | 6.09% | 8.91% |
| YPF | 2022-03-03 | 2022-03-04 | 2022-04-01 | 1 | 4.60 | 4.60 | 0.00% | market | 234.98% | — | — | 9.68% | 4.90% | 4.78% |
| AMR | 2022-03-07 | 2022-03-08 | 2022-04-05 | 1 | 117.81 | 117.81 | 0.00% | market | 17.57% | — | — | 1.35% | 7.49% | -6.13% |
| ABM | 2022-03-08 | 2022-03-09 | 2022-04-06 | 1 | 47.04 | 47.04 | 0.00% | market | 20.51% | — | — | -1.44% | 5.03% | -6.47% |
| EMBJ | 2022-03-09 | 2022-03-10 | 2022-04-07 | 1 | 11.77 | 11.77 | 0.00% | market | 244.44% | — | — | 1.60% | 6.21% | -4.61% |
| GCO | 2022-03-10 | 2022-03-11 | 2022-04-08 | 1 | 71.23 | 71.23 | 0.00% | market | 31.82% | — | — | -9.35% | 4.54% | -13.89% |
| JD | 2022-03-10 | 2022-03-11 | 2022-04-08 | 1 | 53.90 | 53.90 | 0.00% | market | 29.63% | — | — | 4.80% | 4.54% | 0.25% |