EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y) (max 100 pos) (2)
Run 9a940ea3 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
7643
Win rate
52.01%
Avg return
1.11%
Median return
0.48%
Avg abnormal
0.30%
Median abnormal
-0.66%
Best trade
744.34%
Worst trade
-81.63%
Sharpe (per-trade)
0.07
Daily portfolio drawdown
-39.29%
Portfolio (equal_weight)
Total return
84.71%
Max drawdown
-39.29%
Avg trade return
1.11%
Win rate
52.01%
Signals
19621
Configured concurrent
100
Observed concurrent
100
Trades taken
7643
Skipped (no capacity)
11978
Excess vs benchmark
-379.08%
Avg entry slippage
0.00%
Return if filled at market
84.71%
VWAP fills
0
VWAP fallbacks
0
11978 of 19621 qualifying signals were dropped because no position slot or cash was available.
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2006 | 2 | -0.18% | -3.44% | 50.00% |
| 2007 | 4 | -5.07% | -6.19% | 25.00% |
| 2008 | 2 | 3.40% | 4.80% | 50.00% |
| 2009 | 4 | 5.80% | 2.65% | 100.00% |
| 2010 | 5 | -0.10% | 1.00% | 60.00% |
| 2011 | 4 | 2.44% | 3.98% | 75.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2013 | 3 | -9.82% | -10.39% | 0.00% |
| 2015 | 3 | 7.48% | 8.91% | 66.67% |
| 2016 | 280 | 4.02% | 2.50% | 66.79% |
| 2017 | 604 | 0.11% | -1.10% | 48.84% |
| 2018 | 681 | -0.69% | -0.13% | 49.49% |
| 2019 | 661 | -0.56% | -1.56% | 49.92% |
| 2020 | 831 | 1.10% | 0.65% | 50.90% |
| 2021 | 872 | 1.53% | 0.11% | 57.22% |
| 2022 | 831 | 1.03% | 2.07% | 50.90% |
| 2023 | 852 | 1.35% | -0.18% | 48.71% |
| 2024 | 786 | 2.86% | 0.40% | 53.94% |
| 2025 | 786 | 0.53% | -0.08% | 51.53% |
| 2026 | 431 | 2.72% | 2.05% | 51.28% |
Trades (page 7: 500 of 7,643)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/E | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PANW | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 46.41 | 46.41 | 0.00% | market | 22.73% | — | 16.02% | 2.83% | 13.18% |
| 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% |
| LZB | 2020-11-17 | 2020-11-18 | 2020-12-17 | 1 | 40.40 | 40.40 | 0.00% | market | 64.00% | — | -0.47% | 3.14% | -3.61% |
| NIO | 2020-11-17 | 2020-11-18 | 2020-12-17 | 1 | 45.75 | 45.75 | 0.00% | market | 20.00% | — | 0.45% | 3.14% | -2.69% |
| BBWI | 2020-11-18 | 2020-11-19 | 2020-12-18 | 1 | 31.79 | 31.79 | 0.00% | market | 1155.56% | — | -1.89% | 3.82% | -5.71% |
| KC | 2020-11-18 | 2020-11-19 | 2020-12-18 | 1 | 34.20 | 34.20 | 0.00% | market | 31.25% | — | 38.64% | 3.82% | 34.82% |
| KNOP | 2020-11-18 | 2020-11-19 | 2020-12-18 | 1 | 13.32 | 13.32 | 0.00% | market | 16.67% | — | 11.99% | 3.82% | 8.17% |
| TJX | 2020-11-18 | 2020-11-19 | 2020-12-18 | 1 | 60.72 | 60.72 | 0.00% | market | 77.50% | — | 11.40% | 3.82% | 7.58% |
| 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% |
| BJ | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 44.05 | 44.05 | 0.00% | market | 43.75% | — | -13.31% | 2.90% | -16.21% |
| BRC | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 45.24 | 45.24 | 0.00% | market | 12.28% | — | 6.51% | 2.90% | 3.61% |
| 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% |
| ESE | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 97.30 | 97.30 | 0.00% | market | 18.42% | — | 2.48% | 2.90% | -0.42% |
| 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% |
| MMS | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 73.38 | 73.38 | 0.00% | market | 14.61% | — | -1.33% | 2.90% | -4.22% |
| OOMA | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 15.38 | 15.38 | 0.00% | market | 85.71% | — | -4.03% | 2.90% | -6.93% |
| QFIN | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 13.52 | 13.52 | 0.00% | market | 53.75% | — | -17.63% | 2.90% | -20.53% |
| 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% |
| WDAY | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 220.22 | 220.22 | 0.00% | market | 28.36% | — | 9.94% | 2.90% | 7.04% |
| WSM | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 55.85 | 55.85 | 0.00% | market | 68.42% | — | -2.55% | 2.90% | -5.45% |
| BKE | 2020-11-20 | 2020-11-23 | 2020-12-22 | 3 | 28.26 | 28.26 | 0.00% | market | 54.55% | — | 2.48% | 2.79% | -0.30% |
| AMBA | 2020-11-23 | 2020-11-24 | 2020-12-23 | 1 | 70.98 | 70.98 | 0.00% | market | 80.00% | — | 31.44% | 2.04% | 29.40% |
| 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% |
| CANG | 2020-11-23 | 2020-11-24 | 2020-12-23 | 1 | 64.60 | 64.60 | 0.00% | market | 2400.00% | — | -42.36% | 2.04% | -44.40% |
| CBT | 2020-11-23 | 2020-11-24 | 2020-12-23 | 1 | 44.50 | 44.50 | 0.00% | market | 17.24% | — | -0.35% | 2.04% | -2.39% |
| KFY | 2020-11-23 | 2020-11-24 | 2020-12-23 | 1 | 39.59 | 39.59 | 0.00% | market | 980.00% | — | 11.97% | 2.04% | 9.93% |
| NTNX | 2020-11-23 | 2020-11-24 | 2020-12-23 | 1 | 30.56 | 30.56 | 0.00% | market | 22.81% | — | 8.57% | 2.04% | 6.53% |
| TWST | 2020-11-23 | 2020-11-24 | 2020-12-23 | 1 | 120.75 | 120.75 | 0.00% | market | 23.94% | — | 38.00% | 2.04% | 35.96% |
| 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% |
| DELL | 2020-11-24 | 2020-11-25 | 2020-12-24 | 1 | 35.37 | 35.37 | 0.00% | market | 46.04% | — | 4.45% | 1.62% | 2.84% |
| DKS | 2020-11-24 | 2020-11-25 | 2020-12-24 | 1 | 58.50 | 58.50 | 0.00% | market | 99.01% | — | -5.07% | 1.62% | -6.69% |
| DLTR | 2020-11-24 | 2020-11-25 | 2020-12-24 | 1 | 111.06 | 111.06 | 0.00% | market | 20.87% | — | -1.93% | 1.62% | -3.54% |
| HPQ | 2020-11-24 | 2020-11-25 | 2020-12-24 | 1 | 22.88 | 22.88 | 0.00% | market | 19.23% | — | 5.93% | 1.62% | 4.31% |
| 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% |
| P | 2020-11-24 | 2020-11-25 | 2020-12-24 | 1 | 19.28 | 19.28 | 0.00% | market | 200.00% | — | 24.28% | 1.62% | 22.66% |
| 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% |
| MOGU | 2020-11-30 | 2020-12-01 | 2020-12-30 | 1 | 28.32 | 28.32 | 0.00% | market | 42.10% | — | -4.34% | 1.76% | -6.09% |
| BMO | 2020-12-01 | 2020-12-02 | 2020-12-31 | 1 | 74.80 | 74.80 | 0.00% | market | 22.30% | — | 1.54% | 2.48% | -0.94% |
| BNS | 2020-12-01 | 2020-12-02 | 2020-12-31 | 1 | 50.56 | 50.56 | 0.00% | market | 19.57% | — | 6.78% | 2.48% | 4.30% |
| BOX | 2020-12-01 | 2020-12-02 | 2020-12-31 | 1 | 16.92 | 16.92 | 0.00% | market | 42.86% | — | 6.58% | 2.48% | 4.10% |
| NTAP | 2020-12-01 | 2020-12-02 | 2020-12-31 | 1 | 57.86 | 57.86 | 0.00% | market | 45.83% | — | 14.38% | 2.48% | 11.90% |
| CRWD | 2020-12-02 | 2020-12-03 | 2021-01-04 | 1 | 39.88 | 39.88 | 0.00% | market | 14445.45% | — | 25.58% | 0.58% | 25.00% |
| ESTC | 2020-12-02 | 2020-12-03 | 2021-01-04 | 1 | 130.55 | 130.55 | 0.00% | market | 85.00% | — | 8.26% | 0.58% | 7.68% |
| OKTA | 2020-12-02 | 2020-12-03 | 2021-01-04 | 1 | 246.39 | 246.39 | 0.00% | market | 437.63% | — | 1.64% | 0.58% | 1.06% |
| 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% |
| ZS | 2020-12-02 | 2020-12-03 | 2021-01-04 | 1 | 163.45 | 163.45 | 0.00% | market | 133.33% | — | 19.87% | 0.58% | 19.29% |
| 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% |
| DOCU | 2020-12-03 | 2020-12-04 | 2021-01-05 | 1 | 244.83 | 244.83 | 0.00% | market | 83.33% | — | -6.77% | 1.09% | -7.86% |
| MEI | 2020-12-03 | 2020-12-04 | 2021-01-05 | 1 | 36.71 | 36.71 | 0.00% | market | 28.75% | — | 3.58% | 1.09% | 2.49% |
| REX | 2020-12-03 | 2020-12-04 | 2021-01-05 | 1 | 14.86 | 14.86 | 0.00% | market | 500.00% | — | -6.43% | 1.09% | -7.52% |
| TD | 2020-12-03 | 2020-12-04 | 2021-01-05 | 1 | 55.28 | 55.28 | 0.00% | market | 28.72% | — | 3.07% | 1.09% | 1.97% |
| YEXT | 2020-12-03 | 2020-12-04 | 2021-01-05 | 1 | 17.48 | 17.48 | 0.00% | market | 75.00% | — | -7.02% | 1.09% | -8.11% |
| 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% |
| SGU | 2020-12-07 | 2020-12-08 | 2021-01-07 | 1 | 9.60 | 9.60 | 0.00% | market | 33.00% | — | -1.97% | 3.09% | -5.07% |
| 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% |
| BNED | 2020-12-08 | 2020-12-09 | 2021-01-08 | 1 | 381.00 | 381.00 | 0.00% | market | 4882.61% | — | 27.46% | 2.80% | 24.66% |
| CHWY | 2020-12-08 | 2020-12-09 | 2021-01-08 | 1 | 78.00 | 78.00 | 0.00% | market | 46.67% | — | 24.09% | 2.80% | 21.29% |
| GME | 2020-12-08 | 2020-12-09 | 2021-01-08 | 1 | 3.48 | 3.48 | 0.00% | market | 35.00% | — | 26.91% | 2.80% | 24.11% |
| GWRE | 2020-12-08 | 2020-12-09 | 2021-01-08 | 1 | 123.19 | 123.19 | 0.00% | market | 383.33% | — | 6.17% | 2.80% | 3.38% |
| MDB | 2020-12-08 | 2020-12-09 | 2021-01-08 | 1 | 280.10 | 280.10 | 0.00% | market | 32.61% | — | 28.38% | 2.80% | 25.58% |
| THO | 2020-12-08 | 2020-12-09 | 2021-01-08 | 1 | 96.91 | 96.91 | 0.00% | market | 31.41% | — | -0.79% | 2.80% | -3.59% |
| WLY | 2020-12-08 | 2020-12-09 | 2021-01-08 | 1 | 41.64 | 41.64 | 0.00% | market | 56.25% | — | 15.15% | 2.80% | 12.35% |
| AGX | 2020-12-09 | 2020-12-10 | 2021-01-11 | 1 | 54.14 | 54.14 | 0.00% | market | 87.50% | — | -15.63% | 3.65% | -19.28% |
| CPB | 2020-12-09 | 2020-12-10 | 2021-01-11 | 1 | 47.21 | 47.21 | 0.00% | market | 12.09% | — | -2.60% | 3.65% | -6.25% |
| 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% |
| NCNO | 2020-12-09 | 2020-12-10 | 2021-01-11 | 1 | 84.83 | 84.83 | 0.00% | market | 66.67% | — | -16.01% | 3.65% | -19.66% |
| OXM | 2020-12-09 | 2020-12-10 | 2021-01-11 | 1 | 64.05 | 64.05 | 0.00% | market | 60.36% | — | 11.97% | 3.65% | 8.32% |
| ASO | 2020-12-10 | 2020-12-11 | 2021-01-12 | 1 | 17.49 | 17.49 | 0.00% | market | 152.78% | — | 28.72% | 3.80% | 24.92% |
| 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% |
| ROAD | 2020-12-11 | 2020-12-14 | 2021-01-13 | 3 | 28.48 | 28.48 | 0.00% | market | 13.33% | — | 20.23% | 3.02% | 17.21% |
| EZPW | 2020-12-14 | 2020-12-15 | 2021-01-14 | 1 | 4.96 | 4.96 | 0.00% | market | 158.33% | — | -3.53% | 3.01% | -6.54% |
| BLBD | 2020-12-16 | 2020-12-17 | 2021-01-19 | 1 | 18.99 | 18.99 | 0.00% | market | 40.00% | — | 30.76% | 1.80% | 28.95% |
| LEN | 2020-12-16 | 2020-12-17 | 2021-01-19 | 1 | 76.99 | 76.99 | 0.00% | market | 18.49% | — | 1.52% | 1.80% | -0.28% |
| MLKN | 2020-12-16 | 2020-12-17 | 2021-01-19 | 1 | 38.84 | 38.84 | 0.00% | market | 58.93% | — | -8.18% | 1.80% | -9.99% |
| BB | 2020-12-17 | 2020-12-18 | 2021-01-20 | 1 | 7.83 | 7.83 | 0.00% | market | 275.23% | — | 63.25% | 3.48% | 59.76% |
| CLSK | 2020-12-17 | 2020-12-18 | 2021-01-20 | 1 | 17.60 | 17.60 | 0.00% | market | 50.00% | — | 60.81% | 3.48% | 57.33% |
| FDX | 2020-12-17 | 2020-12-18 | 2021-01-20 | 1 | 228.29 | 228.29 | 0.00% | market | 23.85% | — | -11.23% | 3.48% | -14.71% |
| JBL | 2020-12-17 | 2020-12-18 | 2021-01-20 | 1 | 43.98 | 43.98 | 0.00% | market | 25.98% | — | 3.38% | 3.48% | -0.10% |
| WOR | 2020-12-17 | 2020-12-18 | 2021-01-20 | 1 | 31.22 | 31.22 | 0.00% | market | 39.71% | — | 9.48% | 3.48% | 5.99% |
| WGO | 2020-12-18 | 2020-12-21 | 2021-01-21 | 3 | 62.08 | 62.08 | 0.00% | market | 72.45% | — | 8.28% | 5.28% | 3.00% |
| KMX | 2020-12-22 | 2020-12-23 | 2021-01-25 | 1 | 92.94 | 92.94 | 0.00% | market | 24.56% | — | 30.05% | 4.37% | 25.67% |
| ORKA | 2020-12-31 | 2021-01-04 | 2021-02-02 | 4 | 48.24 | 48.24 | 0.00% | market | 78.00% | — | 10.10% | 1.66% | 8.44% |
| SSL | 2020-12-31 | 2021-01-04 | 2021-02-02 | 4 | 9.02 | 9.02 | 0.00% | market | 1916.72% | — | 24.84% | 1.66% | 23.18% |
| 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% |
| SAR | 2021-01-06 | 2021-01-07 | 2021-02-05 | 1 | 22.00 | 22.00 | 0.00% | market | 21.28% | — | 8.08% | 3.09% | 4.99% |
| FC | 2021-01-07 | 2021-01-08 | 2021-02-08 | 1 | 24.83 | 24.83 | 0.00% | market | 57.14% | — | 11.66% | 2.61% | 9.05% |
| STZ | 2021-01-07 | 2021-01-08 | 2021-02-08 | 1 | 230.14 | 230.14 | 0.00% | market | 28.22% | — | -0.76% | 2.61% | -3.36% |
| AZZ | 2021-01-11 | 2021-01-12 | 2021-02-10 | 1 | 50.13 | 50.13 | 0.00% | market | 21.21% | — | -1.10% | 2.95% | -4.05% |
| 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% |
| ACI | 2021-01-12 | 2021-01-13 | 2021-02-11 | 1 | 16.89 | 16.89 | 0.00% | market | 57.14% | — | -1.70% | 3.17% | -4.87% |
| 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% |
| WAFD | 2021-01-14 | 2021-01-15 | 2021-02-16 | 1 | 28.27 | 28.27 | 0.00% | market | 21.43% | — | 5.63% | 4.14% | 1.49% |
| C | 2021-01-15 | 2021-01-19 | 2021-02-17 | 4 | 65.20 | 65.20 | 0.00% | market | 55.22% | — | -0.77% | 3.71% | -4.49% |
| JPM | 2021-01-15 | 2021-01-19 | 2021-02-17 | 4 | 139.86 | 139.86 | 0.00% | market | 39.34% | — | 3.65% | 3.71% | -0.07% |
| LOGI | 2021-01-18 | 2021-01-19 | 2021-02-17 | 1 | 102.95 | 102.95 | 0.00% | market | 140.20% | — | 11.71% | 3.71% | 8.00% |
| PNC | 2021-01-15 | 2021-01-19 | 2021-02-17 | 4 | 155.76 | 155.76 | 0.00% | market | 23.02% | — | 7.47% | 3.71% | 3.76% |
| FNB | 2021-01-19 | 2021-01-20 | 2021-02-18 | 1 | 10.93 | 10.93 | 0.00% | market | 16.67% | — | 2.64% | 2.52% | 0.12% |
| GS | 2021-01-19 | 2021-01-20 | 2021-02-18 | 1 | 295.82 | 295.82 | 0.00% | market | 61.71% | — | 4.66% | 2.52% | 2.14% |
| HAL | 2021-01-19 | 2021-01-20 | 2021-02-18 | 1 | 21.39 | 21.39 | 0.00% | market | 20.00% | — | -8.61% | 2.52% | -11.13% |
| ONB | 2021-01-19 | 2021-01-20 | 2021-02-18 | 1 | 18.32 | 18.32 | 0.00% | market | 15.79% | — | -2.99% | 2.52% | -5.51% |
| ZION | 2021-01-19 | 2021-01-20 | 2021-02-18 | 1 | 49.50 | 49.50 | 0.00% | market | 62.75% | — | 0.97% | 2.52% | -1.55% |
| AA | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 20.93 | 20.93 | 0.00% | market | 73.33% | — | 10.41% | 1.44% | 8.97% |
| BOKF | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 79.96 | 79.96 | 0.00% | market | 15.10% | — | 5.98% | 1.44% | 4.54% |
| CBSH | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 53.97 | 53.97 | 0.00% | market | 18.82% | — | 7.27% | 1.44% | 5.83% |
| HWC | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 40.49 | 40.49 | 0.00% | market | 30.00% | — | -6.84% | 1.44% | -8.28% |
| KMI | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 16.00 | 16.00 | 0.00% | market | 12.50% | — | -6.60% | 1.44% | -8.04% |
| MS | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 75.00 | 75.00 | 0.00% | market | 51.18% | — | 1.23% | 1.44% | -0.21% |
| PLXS | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 85.90 | 85.90 | 0.00% | market | 12.84% | — | -3.43% | 1.44% | -4.87% |
| WTFC | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 68.74 | 68.74 | 0.00% | market | 15.60% | — | 0.05% | 1.44% | -1.40% |
| ASB | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 19.16 | 19.16 | 0.00% | market | 29.03% | — | 4.18% | 1.25% | 2.93% |
| BANC | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 17.56 | 17.56 | 0.00% | market | 84.21% | — | 9.92% | 1.25% | 8.67% |
| BANF | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 62.74 | 62.74 | 0.00% | market | 43.24% | — | 5.10% | 1.25% | 3.85% |
| BANR | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 50.50 | 50.50 | 0.00% | market | 19.57% | — | 4.55% | 1.25% | 3.30% |
| BKU | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 36.37 | 36.37 | 0.00% | market | 25.35% | — | 13.73% | 1.25% | 12.48% |
| FITB | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 30.57 | 30.57 | 0.00% | market | 20.29% | — | 14.00% | 1.25% | 12.75% |
| FOR | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 23.97 | 23.97 | 0.00% | market | 24.32% | — | -8.90% | 1.25% | -10.15% |
| HOMB | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 21.25 | 21.25 | 0.00% | market | 25.00% | — | 12.89% | 1.25% | 11.64% |
| IIIN | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 27.28 | 27.28 | 0.00% | market | 50.00% | — | 12.55% | 1.25% | 11.30% |
| INTC | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 58.85 | 58.85 | 0.00% | market | 38.18% | — | 3.06% | 1.25% | 1.81% |
| KEY | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 17.97 | 17.97 | 0.00% | market | 32.56% | — | 13.92% | 1.25% | 12.67% |
| MTB | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 142.83 | 142.83 | 0.00% | market | 16.17% | — | 8.61% | 1.25% | 7.36% |
| NBHC | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 34.23 | 34.23 | 0.00% | market | 33.33% | — | 10.27% | 1.25% | 9.02% |
| OZK | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 35.06 | 35.06 | 0.00% | market | 19.23% | — | 18.01% | 1.25% | 16.76% |
| SRCE | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 42.99 | 42.99 | 0.00% | market | 45.07% | — | 3.30% | 1.25% | 2.05% |
| STX | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 60.51 | 60.51 | 0.00% | market | 14.16% | — | 21.33% | 1.25% | 20.08% |
| TFC | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 50.22 | 50.22 | 0.00% | market | 21.65% | — | 17.52% | 1.25% | 16.27% |
| TFIN | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 57.64 | 57.64 | 0.00% | market | 52.44% | — | 31.82% | 1.25% | 30.57% |
| TRV | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 146.84 | 146.84 | 0.00% | market | 54.40% | — | 0.60% | 1.25% | -0.65% |
| WAL | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 70.87 | 70.87 | 0.00% | market | 46.21% | — | 29.97% | 1.25% | 28.72% |
| WBS | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 49.61 | 49.61 | 0.00% | market | 37.50% | — | 9.56% | 1.25% | 8.30% |
| ALLY | 2021-01-22 | 2021-01-25 | 2021-02-23 | 3 | 40.40 | 40.40 | 0.00% | market | 52.38% | — | 4.58% | 1.00% | 3.58% |
| FHB | 2021-01-22 | 2021-01-25 | 2021-02-23 | 3 | 25.14 | 25.14 | 0.00% | market | 13.64% | — | 14.74% | 1.00% | 13.74% |
| FHN | 2021-01-22 | 2021-01-25 | 2021-02-23 | 3 | 14.56 | 14.56 | 0.00% | market | 39.39% | — | 14.67% | 1.00% | 13.67% |
| RF | 2021-01-22 | 2021-01-25 | 2021-02-23 | 3 | 17.46 | 17.46 | 0.00% | market | 45.24% | — | 21.66% | 1.00% | 20.67% |
| AGNC | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 16.43 | 16.43 | 0.00% | market | 17.19% | — | 0.81% | 1.65% | -0.84% |
| CHCO | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 73.41 | 73.41 | 0.00% | market | 29.63% | — | 5.44% | 1.65% | 3.79% |
| EFSC | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 38.99 | 38.99 | 0.00% | market | 44.93% | — | 12.34% | 1.65% | 10.69% |
| EQBK | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 23.66 | 23.66 | 0.00% | market | 35.19% | — | 12.24% | 1.65% | 10.59% |
| FUL | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 52.27 | 52.27 | 0.00% | market | 20.45% | — | 11.63% | 1.65% | 9.98% |
| GABC | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 33.98 | 33.98 | 0.00% | market | 36.21% | — | 17.68% | 1.65% | 16.02% |
| NWBI | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 13.91 | 13.91 | 0.00% | market | 27.27% | — | 3.93% | 1.65% | 2.28% |
| PHG | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 52.51 | 52.51 | 0.00% | market | 17.28% | — | -0.75% | 1.65% | -2.40% |
| SFBS | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 43.50 | 43.50 | 0.00% | market | 16.05% | — | 17.03% | 1.65% | 15.38% |
| 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% |
| WSFS | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 47.10 | 47.10 | 0.00% | market | 26.09% | — | 15.00% | 1.65% | 13.35% |
| AGYS | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 44.79 | 44.79 | 0.00% | market | 15.00% | — | 31.51% | 0.55% | 30.96% |
| ALK | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 50.97 | 50.97 | 0.00% | market | 12.37% | — | 28.54% | 0.55% | 27.98% |
| ALV | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 89.71 | 89.71 | 0.00% | market | 13.47% | — | -0.62% | 0.55% | -1.18% |
| AXP | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 114.86 | 114.86 | 0.00% | market | 34.35% | — | 19.25% | 0.55% | 18.69% |
| COF | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 103.19 | 103.19 | 0.00% | market | 87.06% | — | 15.45% | 0.55% | 14.90% |
| DHI | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 76.77 | 76.77 | 0.00% | market | 26.63% | — | -3.02% | 0.55% | -3.57% |
| FCF | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 12.20 | 12.20 | 0.00% | market | 17.39% | — | 12.85% | 0.55% | 12.30% |
| IVZ | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 20.60 | 20.60 | 0.00% | market | 26.32% | — | 8.54% | 0.55% | 7.99% |
| 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% |
| LRN | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 24.40 | 24.40 | 0.00% | market | 22.45% | — | 2.73% | 0.55% | 2.17% |
| 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% |
| RNR | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 152.67 | 152.67 | 0.00% | market | 26.05% | — | 7.81% | 0.55% | 7.26% |
| RNST | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 37.08 | 37.08 | 0.00% | market | 18.64% | — | 7.64% | 0.55% | 7.09% |
| ROK | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 245.91 | 245.91 | 0.00% | market | 23.96% | — | -0.71% | 0.55% | -1.26% |
| SFNC | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 25.54 | 25.54 | 0.00% | market | 25.64% | — | 15.95% | 0.55% | 15.40% |
| SLGN | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 38.18 | 38.18 | 0.00% | market | 13.21% | — | -0.13% | 0.55% | -0.68% |
| TRMK | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 29.42 | 29.42 | 0.00% | market | 20.90% | — | 6.12% | 0.55% | 5.57% |
| UBS | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 14.78 | 14.78 | 0.00% | market | 64.29% | — | 6.80% | 0.55% | 6.25% |
| UMBF | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 70.00 | 70.00 | 0.00% | market | 120.27% | — | 23.56% | 0.55% | 23.00% |
| WRB | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 28.60 | 28.60 | 0.00% | market | 17.14% | — | 8.33% | 0.55% | 7.77% |
| WSBC | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 30.20 | 30.20 | 0.00% | market | 24.59% | — | 7.48% | 0.55% | 6.93% |
| BX | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 65.16 | 65.16 | 0.00% | market | 26.97% | — | 6.15% | 1.06% | 5.08% |
| CACI | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 260.62 | 260.62 | 0.00% | market | 16.11% | — | -15.17% | 1.06% | -16.23% |
| CASH | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 36.16 | 36.16 | 0.00% | market | 64.71% | — | 22.38% | 1.06% | 21.32% |
| CATY | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 36.99 | 36.99 | 0.00% | market | 17.11% | — | 1.66% | 1.06% | 0.59% |
| CNS | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 69.29 | 69.29 | 0.00% | market | 13.43% | — | -7.19% | 1.06% | -8.25% |
| CPF | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 19.74 | 19.74 | 0.00% | market | 22.86% | — | 14.54% | 1.06% | 13.48% |
| LOB | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 41.03 | 41.03 | 0.00% | market | 30.77% | — | 34.22% | 1.06% | 33.15% |
| META | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 277.18 | 277.18 | 0.00% | market | 20.50% | — | -7.16% | 1.06% | -8.22% |
| MKSI | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 170.39 | 170.39 | 0.00% | market | 15.84% | — | -3.32% | 1.06% | -4.38% |
| 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% |
| NBTB | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 34.40 | 34.40 | 0.00% | market | 23.19% | — | 5.22% | 1.06% | 4.16% |
| QCRH | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 38.35 | 38.35 | 0.00% | market | 12.87% | — | 7.85% | 1.06% | 6.79% |
| RES | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 4.54 | 4.54 | 0.00% | market | 66.67% | — | 39.77% | 1.06% | 38.71% |
| RJF | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 64.36 | 64.36 | 0.00% | market | 29.57% | — | 20.83% | 1.06% | 19.77% |
| RLI | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 49.70 | 49.70 | 0.00% | market | 35.71% | — | 4.87% | 1.06% | 3.81% |
| ARLP | 2021-02-01 | 2021-02-02 | 2021-03-03 | 1 | 5.70 | 5.70 | 0.00% | market | 237.50% | — | 4.99% | 0.47% | 4.52% |
| CACC | 2021-02-01 | 2021-02-02 | 2021-03-03 | 1 | 355.39 | 355.39 | 0.00% | market | 30.79% | — | 5.40% | 0.47% | 4.93% |
| ATKR | 2021-02-02 | 2021-02-03 | 2021-03-04 | 1 | 54.25 | 54.25 | 0.00% | market | 56.67% | — | 25.56% | -1.50% | 27.06% |
| AGCO | 2021-02-04 | 2021-02-05 | 2021-03-08 | 1 | 122.04 | 122.04 | 0.00% | market | 38.74% | — | 9.10% | -1.67% | 10.77% |
| ADNT | 2021-02-05 | 2021-02-08 | 2021-03-09 | 3 | 37.00 | 37.00 | 0.00% | market | 90.00% | — | 4.66% | -0.54% | 5.20% |
| BCH | 2021-02-05 | 2021-02-08 | 2021-03-09 | 3 | 20.68 | 20.68 | 0.00% | market | 16.67% | — | 13.97% | -0.54% | 14.51% |
| ACGL | 2021-02-09 | 2021-02-10 | 2021-03-11 | 1 | 35.92 | 35.92 | 0.00% | market | 12.00% | — | 2.88% | 0.36% | 2.52% |
| AMX | 2021-02-09 | 2021-02-10 | 2021-03-11 | 1 | 13.88 | 13.88 | 0.00% | market | 86.21% | — | -2.62% | 0.36% | -2.98% |
| ARCC | 2021-02-10 | 2021-02-11 | 2021-03-12 | 1 | 17.89 | 17.89 | 0.00% | market | 35.00% | — | 3.70% | 0.72% | 2.98% |
| 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% |
| CLSK | 2021-02-12 | 2021-02-16 | 2021-03-16 | 4 | 30.32 | 30.32 | 0.00% | market | 75.00% | — | -25.30% | 0.49% | -25.79% |
| ACCO | 2021-02-16 | 2021-02-17 | 2021-03-17 | 1 | 8.39 | 8.39 | 0.00% | market | 14.29% | — | 3.83% | 1.75% | 2.08% |
| AN | 2021-02-16 | 2021-02-17 | 2021-03-17 | 1 | 78.11 | 78.11 | 0.00% | market | 21.50% | — | 15.03% | 1.75% | 13.28% |
| BYD | 2021-02-16 | 2021-02-17 | 2021-03-17 | 1 | 53.25 | 53.25 | 0.00% | market | 39.39% | — | 21.16% | 1.75% | 19.41% |
| CRK | 2021-02-16 | 2021-02-17 | 2021-03-17 | 1 | 5.70 | 5.70 | 0.00% | market | 55.56% | — | -2.73% | 1.75% | -4.48% |
| ARR | 2021-02-17 | 2021-02-18 | 2021-03-18 | 1 | 59.75 | 59.75 | 0.00% | market | 370.59% | — | 0.74% | 0.49% | 0.25% |
| CSV | 2021-02-17 | 2021-02-18 | 2021-03-18 | 1 | 34.63 | 34.63 | 0.00% | market | 16.33% | — | 6.20% | 0.49% | 5.71% |
| CYH | 2021-02-17 | 2021-02-18 | 2021-03-18 | 1 | 9.38 | 9.38 | 0.00% | market | 433.33% | — | 20.90% | 0.49% | 20.42% |
| EIG | 2021-02-17 | 2021-02-18 | 2021-03-18 | 1 | 36.04 | 36.04 | 0.00% | market | 247.62% | — | 11.44% | 0.49% | 10.96% |
| EQT | 2021-02-17 | 2021-02-18 | 2021-03-18 | 1 | 19.06 | 19.06 | 0.00% | market | 91.67% | — | -7.76% | 0.49% | -8.25% |
| ACRE | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 13.66 | 13.66 | 0.00% | market | 17.14% | — | 4.51% | -0.66% | 5.17% |
| APPN | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 210.99 | 210.99 | 0.00% | market | 82.35% | — | -28.22% | -0.66% | -27.56% |
| BELFB | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 15.24 | 15.24 | 0.00% | market | 42.86% | — | 33.82% | -0.66% | 34.48% |
| CTO | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 16.67 | 16.67 | 0.00% | market | 149.10% | — | 4.16% | -0.66% | 4.82% |
| CWST | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 57.14 | 57.14 | 0.00% | market | 13.33% | — | 11.05% | -0.66% | 11.71% |
| DBX | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 23.55 | 23.55 | 0.00% | market | 21.74% | — | 13.94% | -0.66% | 14.60% |
| EBS | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 106.98 | 106.98 | 0.00% | market | 15.05% | — | -15.06% | -0.66% | -14.40% |
| GFI | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 8.55 | 8.55 | 0.00% | market | 27.76% | — | 17.33% | -0.66% | 17.99% |
| ABR | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 16.30 | 16.30 | 0.00% | market | 77.78% | — | 0.57% | 1.43% | -0.85% |
| AIZN | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 25.59 | 25.59 | 0.00% | market | 15.23% | — | -1.23% | 1.43% | -2.66% |
| 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% |
| FUN | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 46.43 | 46.43 | 0.00% | market | 16.21% | — | 4.40% | 1.43% | 2.97% |
| 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% |
| MITT | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 12.15 | 12.15 | 0.00% | market | 2799.82% | — | 5.83% | 1.43% | 4.40% |
| 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% |
| AXGN | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 22.00 | 22.00 | 0.00% | market | 27.27% | — | -10.60% | 1.26% | -11.86% |
| CNNE | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 38.11 | 38.11 | 0.00% | market | 70.00% | — | 3.36% | 1.26% | 2.11% |
| CSR | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 71.19 | 71.19 | 0.00% | market | 14.61% | — | -2.09% | 1.26% | -3.35% |
| 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% |
| FIVN | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 178.78 | 178.78 | 0.00% | market | 47.83% | — | -6.70% | 1.26% | -7.96% |
| GDOT | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 49.50 | 49.50 | 0.00% | market | 93.75% | — | 0.14% | 1.26% | -1.12% |
| IVR | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 35.96 | 35.96 | 0.00% | market | 42.86% | — | 3.60% | 1.26% | 2.34% |
| KFY | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 60.92 | 60.92 | 0.00% | market | 86.27% | — | -1.00% | 1.26% | -2.26% |
| MGY | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 10.61 | 10.61 | 0.00% | market | 50.00% | — | 1.13% | 1.26% | -0.13% |
| PLOW | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 49.51 | 49.51 | 0.00% | market | 32.20% | — | -9.86% | 1.26% | -11.11% |
| PRIM | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 33.94 | 33.94 | 0.00% | market | 53.49% | — | -5.87% | 1.26% | -7.13% |
| SID | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 6.53 | 6.53 | 0.00% | market | 395.24% | — | -7.91% | 1.26% | -9.17% |
| 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% |
| VNOM | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 15.91 | 15.91 | 0.00% | market | 1543.84% | — | -4.31% | 1.26% | -5.57% |
| 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% |
| ARLO | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 8.32 | 8.32 | 0.00% | market | 55.56% | — | -13.15% | 0.31% | -13.46% |
| BMO | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 84.23 | 84.23 | 0.00% | market | 41.67% | — | 4.20% | 0.31% | 3.89% |
| BNS | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 59.25 | 59.25 | 0.00% | market | 19.75% | — | 4.88% | 0.31% | 4.57% |
| CBRE | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 77.88 | 77.88 | 0.00% | market | 51.04% | — | -4.88% | 0.31% | -5.18% |
| CCU | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 17.11 | 17.11 | 0.00% | market | 62.50% | — | 6.80% | 0.31% | 6.49% |
| CROX | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 80.75 | 80.75 | 0.00% | market | 29.27% | — | -9.39% | 0.31% | -9.70% |
| EQH | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 29.11 | 29.11 | 0.00% | market | 39.83% | — | 5.47% | 0.31% | 5.16% |
| HCXY | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 26.23 | 26.23 | 0.00% | market | 337.38% | — | 1.31% | 0.31% | 1.00% |
| HTGC | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 15.74 | 15.74 | 0.00% | market | 12.12% | — | -0.86% | 0.31% | -1.17% |
| HURN | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 48.30 | 48.30 | 0.00% | market | 32.35% | — | 0.48% | 0.31% | 0.17% |
| INSP | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 232.15 | 232.15 | 0.00% | market | 37.78% | — | -16.79% | 0.31% | -17.10% |
| LXFR | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 20.07 | 20.07 | 0.00% | market | 22.73% | — | -1.15% | 0.31% | -1.45% |
| 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% |
| ACAD | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 48.29 | 48.29 | 0.00% | market | 12.50% | — | -46.22% | -0.18% | -46.04% |
| ACH | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 33.72 | 33.72 | 0.00% | market | 32.56% | — | 8.26% | -0.18% | 8.44% |
| AGI | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 7.77 | 7.77 | 0.00% | market | 15.38% | — | -0.49% | -0.18% | -0.30% |
| AUPH | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 15.00 | 15.00 | 0.00% | market | 79.17% | — | -16.40% | -0.18% | -16.22% |
| BHC | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 31.31 | 31.31 | 0.00% | market | 19.82% | — | -0.77% | -0.18% | -0.59% |
| BILI | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 140.69 | 140.69 | 0.00% | market | 14.71% | — | -32.11% | -0.18% | -31.93% |
| BKNG | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 96.80 | 96.80 | 0.00% | market | 90.00% | — | -6.34% | -0.18% | -6.16% |
| CDNA | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 79.04 | 79.04 | 0.00% | market | 272.09% | — | -19.85% | -0.18% | -19.67% |
| DRH | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 10.31 | 10.31 | 0.00% | market | 75.00% | — | 2.13% | -0.18% | 2.31% |
| 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% |
| ELAN | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 31.57 | 31.57 | 0.00% | market | 33.33% | — | -11.22% | -0.18% | -11.04% |
| ESTC | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 147.37 | 147.37 | 0.00% | market | 73.33% | — | -24.26% | -0.18% | -24.08% |
| 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% |
| GNK | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 10.32 | 10.32 | 0.00% | market | 57.14% | — | 3.10% | -0.18% | 3.28% |
| NESR | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 13.21 | 13.21 | 0.00% | market | 42.86% | — | -8.58% | -0.18% | -8.40% |
| NTNX | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 34.10 | 34.10 | 0.00% | market | 21.28% | — | -21.51% | -0.18% | -21.33% |
| OII | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 11.00 | 11.00 | 0.00% | market | 109.09% | — | 3.45% | -0.18% | 3.63% |
| ORN | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 5.92 | 5.92 | 0.00% | market | 50.00% | — | -3.48% | -0.18% | -3.30% |
| P | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 25.60 | 25.60 | 0.00% | market | 44.44% | — | -17.48% | -0.18% | -17.30% |
| PBR | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 8.93 | 8.93 | 0.00% | market | 1266.67% | — | -9.28% | -0.18% | -9.10% |
| PBR-A | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 9.08 | 9.08 | 0.00% | market | 1057.14% | — | -9.79% | -0.18% | -9.61% |
| AAOI | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 10.53 | 10.53 | 0.00% | market | 13.04% | — | -21.37% | 3.03% | -24.40% |
| ABEV | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 2.63 | 2.63 | 0.00% | market | 60.00% | — | 1.80% | 3.03% | -1.22% |
| ACHC | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 52.51 | 52.51 | 0.00% | market | 63.77% | — | 9.80% | 3.03% | 6.78% |
| ACIW | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 38.15 | 38.15 | 0.00% | market | 55.56% | — | 0.06% | 3.03% | -2.97% |
| AFGB | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 26.71 | 26.71 | 0.00% | market | 84.76% | — | 2.15% | 3.03% | -0.88% |
| 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% |
| CM | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 46.66 | 46.66 | 0.00% | market | 27.93% | — | 6.54% | 3.03% | 3.52% |
| CSTM | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 13.50 | 13.50 | 0.00% | market | 1317.18% | — | 11.68% | 3.03% | 8.65% |
| CVNA | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 55.60 | 55.60 | 0.00% | market | 82.98% | — | -6.93% | 3.03% | -9.96% |
| 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% |
| DAO | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 32.15 | 32.15 | 0.00% | market | 17.26% | — | -22.46% | 3.03% | -25.49% |
| DBRG | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 23.84 | 23.84 | 0.00% | market | 31.82% | — | 4.43% | 3.03% | 1.40% |
| AMBA | 2021-03-02 | 2021-03-03 | 2021-03-31 | 1 | 120.25 | 120.25 | 0.00% | market | 75.00% | — | -16.62% | 2.73% | -19.35% |
| 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% |
| BXC | 2021-03-03 | 2021-03-04 | 2021-04-01 | 1 | 44.94 | 44.94 | 0.00% | market | 209.09% | — | -10.16% | 5.09% | -15.24% |
| ELVN | 2021-03-05 | 2021-03-08 | 2021-04-06 | 3 | 43.48 | 43.48 | 0.00% | market | 33.13% | — | -26.50% | 5.58% | -32.08% |
| 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% |
| ABM | 2021-03-09 | 2021-03-10 | 2021-04-08 | 1 | 51.20 | 51.20 | 0.00% | market | 71.19% | — | 1.48% | 4.83% | -3.35% |
| ASAN | 2021-03-10 | 2021-03-11 | 2021-04-09 | 1 | 35.83 | 35.83 | 0.00% | market | 15.38% | — | -5.49% | 4.91% | -10.40% |
| BBW | 2021-03-10 | 2021-03-11 | 2021-04-09 | 1 | 8.41 | 8.41 | 0.00% | market | 193.75% | — | 7.03% | 4.91% | 2.12% |
| AVD | 2021-03-11 | 2021-03-12 | 2021-04-12 | 1 | 21.07 | 21.07 | 0.00% | market | 18.18% | — | -5.27% | 4.99% | -10.26% |
| BGSF | 2021-03-11 | 2021-03-12 | 2021-04-12 | 1 | 15.49 | 15.49 | 0.00% | market | 31.25% | — | -11.14% | 4.99% | -16.13% |
| NRP | 2021-03-15 | 2021-03-16 | 2021-04-14 | 1 | 19.44 | 19.44 | 0.00% | market | 2899.46% | — | -10.03% | 3.62% | -13.65% |
| CEPU | 2021-03-16 | 2021-03-17 | 2021-04-15 | 1 | 2.26 | 2.26 | 0.00% | market | 146.43% | — | -7.62% | 5.41% | -13.03% |
| CRWD | 2021-03-16 | 2021-03-17 | 2021-04-15 | 1 | 49.75 | 49.75 | 0.00% | market | 512.63% | — | 7.00% | 5.41% | 1.59% |
| DBI | 2021-03-16 | 2021-03-17 | 2021-04-15 | 1 | 15.74 | 15.74 | 0.00% | market | 19.70% | — | 10.45% | 5.41% | 5.04% |
| 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% |
| MLKN | 2021-03-17 | 2021-03-18 | 2021-04-16 | 1 | 39.59 | 39.59 | 0.00% | market | 12.07% | — | 11.80% | 5.77% | 6.02% |
| PD | 2021-03-17 | 2021-03-18 | 2021-04-16 | 1 | 37.50 | 37.50 | 0.00% | market | 41.67% | — | 12.65% | 5.77% | 6.87% |
| WSM | 2021-03-17 | 2021-03-18 | 2021-04-16 | 1 | 79.50 | 79.50 | 0.00% | market | 16.47% | — | 9.54% | 5.77% | 3.76% |
| AEVA | 2021-03-18 | 2021-03-19 | 2021-04-19 | 1 | 67.95 | 67.95 | 0.00% | market | 33.68% | — | -29.61% | 6.50% | -36.10% |
| 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% |
| HIMS | 2021-03-18 | 2021-03-19 | 2021-04-19 | 1 | 14.88 | 14.88 | 0.00% | market | 56.25% | — | -24.76% | 6.50% | -31.26% |
| LEGN | 2021-03-18 | 2021-03-19 | 2021-04-19 | 1 | 26.51 | 26.51 | 0.00% | market | 21.43% | — | -1.91% | 6.50% | -8.41% |
| 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% |
| UTZ | 2021-03-18 | 2021-03-19 | 2021-04-19 | 1 | 25.42 | 25.42 | 0.00% | market | 266.67% | — | -3.25% | 6.50% | -9.74% |
| AXIA | 2021-03-19 | 2021-03-22 | 2021-04-20 | 3 | 6.03 | 6.03 | 0.00% | market | 220.00% | — | 7.03% | 5.68% | 1.35% |
| 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% |
| AIR | 2021-03-23 | 2021-03-24 | 2021-04-22 | 1 | 41.27 | 41.27 | 0.00% | market | 19.35% | — | -3.61% | 5.44% | -9.05% |
| 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% |
| NMM | 2021-03-24 | 2021-03-25 | 2021-04-23 | 1 | 22.71 | 22.71 | 0.00% | market | 49.33% | — | 39.93% | 7.97% | 31.96% |
| WGO | 2021-03-24 | 2021-03-25 | 2021-04-23 | 1 | 70.40 | 70.40 | 0.00% | market | 49.30% | — | 9.89% | 7.97% | 1.92% |
| HRMY | 2021-03-25 | 2021-03-26 | 2021-04-26 | 1 | 29.42 | 29.42 | 0.00% | market | 127.27% | — | -0.17% | 6.82% | -6.99% |
| HUT | 2021-03-25 | 2021-03-26 | 2021-04-26 | 1 | 37.75 | 37.75 | 0.00% | market | 357.14% | — | -19.62% | 6.82% | -26.45% |
| IH | 2021-03-25 | 2021-03-26 | 2021-04-26 | 1 | 13.68 | 13.68 | 0.00% | market | 181.69% | — | 2.60% | 6.82% | -4.22% |
| IMCR | 2021-03-25 | 2021-03-26 | 2021-04-26 | 1 | 42.91 | 42.91 | 0.00% | market | 21.90% | — | -7.70% | 6.82% | -14.52% |
| MOV | 2021-03-25 | 2021-03-26 | 2021-04-26 | 1 | 26.15 | 26.15 | 0.00% | market | 86.67% | — | 19.63% | 6.82% | 12.81% |
| NEXT | 2021-03-25 | 2021-03-26 | 2021-04-26 | 1 | 2.40 | 2.40 | 0.00% | market | 22.22% | — | -1.35% | 6.82% | -8.17% |
| 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% |
| SBS | 2021-03-26 | 2021-03-29 | 2021-04-27 | 3 | 1.43 | 1.43 | 0.00% | market | 21.08% | — | 5.49% | 5.86% | -0.37% |
| BOC | 2021-03-29 | 2021-03-30 | 2021-04-28 | 1 | 33.22 | 33.22 | 0.00% | market | 1360.00% | — | -16.14% | 5.83% | -21.97% |
| CIG | 2021-03-29 | 2021-03-30 | 2021-04-28 | 1 | 1.68 | 1.68 | 0.00% | market | 300.00% | — | 18.35% | 5.83% | 12.53% |
| CLDX | 2021-03-29 | 2021-03-30 | 2021-04-28 | 1 | 19.17 | 19.17 | 0.00% | market | 29.73% | — | 61.51% | 5.83% | 55.68% |
| IRON | 2021-03-29 | 2021-03-30 | 2021-04-28 | 1 | 147.70 | 147.70 | 0.00% | market | 150.17% | — | -21.70% | 5.83% | -27.52% |
| PCVX | 2021-03-29 | 2021-03-30 | 2021-04-28 | 1 | 19.00 | 19.00 | 0.00% | market | 14.58% | — | 3.32% | 5.83% | -2.51% |
| 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% |
| BNTX | 2021-03-30 | 2021-03-31 | 2021-04-29 | 1 | 109.47 | 109.47 | 0.00% | market | 428.07% | — | 64.01% | 6.25% | 57.76% |
| CAAP | 2021-03-30 | 2021-03-31 | 2021-04-29 | 1 | 4.99 | 4.99 | 0.00% | market | 61.90% | — | 15.73% | 6.25% | 9.48% |
| PRCH | 2021-03-30 | 2021-03-31 | 2021-04-29 | 1 | 17.00 | 17.00 | 0.00% | market | 47.06% | — | -21.45% | 6.25% | -27.71% |
| ORKA | 2021-03-31 | 2021-04-01 | 2021-04-30 | 1 | 45.00 | 45.00 | 0.00% | market | 82.26% | — | -8.37% | 4.74% | -13.11% |
| SPRU | 2021-03-31 | 2021-04-01 | 2021-04-30 | 1 | 64.80 | 64.80 | 0.00% | market | 33.33% | — | -16.15% | 4.74% | -20.89% |
| FC | 2021-04-01 | 2021-04-05 | 2021-05-03 | 4 | 29.80 | 29.80 | 0.00% | market | 98.17% | — | 3.22% | 3.65% | -0.43% |
| GBX | 2021-04-06 | 2021-04-07 | 2021-05-05 | 1 | 46.38 | 46.38 | 0.00% | market | 28.21% | — | 6.02% | 2.42% | 3.61% |
| LEVI | 2021-04-08 | 2021-04-09 | 2021-05-07 | 1 | 26.89 | 26.89 | 0.00% | market | 36.00% | — | 11.95% | 3.36% | 8.59% |
| JKS | 2021-04-09 | 2021-04-12 | 2021-05-10 | 3 | 36.66 | 36.66 | 0.00% | market | 94.66% | — | -17.56% | 1.73% | -19.28% |
| AGX | 2021-04-14 | 2021-04-15 | 2021-05-13 | 1 | 54.20 | 54.20 | 0.00% | market | 27.66% | — | -10.47% | -0.84% | -9.63% |
| GS | 2021-04-14 | 2021-04-15 | 2021-05-13 | 1 | 338.90 | 338.90 | 0.00% | market | 82.00% | — | 5.77% | -0.84% | 6.61% |
| JPM | 2021-04-14 | 2021-04-15 | 2021-05-13 | 1 | 151.25 | 151.25 | 0.00% | market | 47.54% | — | 6.68% | -0.84% | 7.51% |
| WFC | 2021-04-14 | 2021-04-15 | 2021-05-13 | 1 | 42.10 | 42.10 | 0.00% | market | 50.00% | — | 10.11% | -0.84% | 10.95% |
| 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% |
| BAC | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 39.31 | 39.31 | 0.00% | market | 30.30% | — | 7.66% | -0.16% | 7.82% |
| BANF | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 70.00 | 70.00 | 0.00% | market | 30.93% | — | 4.76% | -0.16% | 4.92% |
| C | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 73.32 | 73.32 | 0.00% | market | 39.23% | — | 4.32% | -0.16% | 4.48% |
| CBSH | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 59.94 | 59.94 | 0.00% | market | 16.09% | — | 4.64% | -0.16% | 4.80% |
| HOMB | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 27.87 | 27.87 | 0.00% | market | 25.00% | — | 0.55% | -0.16% | 0.71% |
| USB | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 56.91 | 56.91 | 0.00% | market | 51.04% | — | 8.69% | -0.16% | 8.85% |
| WAL | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 92.50 | 92.50 | 0.00% | market | 29.25% | — | 12.84% | -0.16% | 13.00% |
| ALLY | 2021-04-16 | 2021-04-19 | 2021-05-17 | 3 | 47.48 | 47.48 | 0.00% | market | 81.74% | — | 14.01% | -0.18% | 14.19% |
| CFG | 2021-04-16 | 2021-04-19 | 2021-05-17 | 3 | 44.91 | 44.91 | 0.00% | market | 45.36% | — | 12.88% | -0.18% | 13.06% |
| MS | 2021-04-16 | 2021-04-19 | 2021-05-17 | 3 | 78.30 | 78.30 | 0.00% | market | 28.82% | — | 12.40% | -0.18% | 12.58% |
| PNC | 2021-04-16 | 2021-04-19 | 2021-05-17 | 3 | 179.35 | 179.35 | 0.00% | market | 49.09% | — | 10.87% | -0.18% | 11.05% |
| HOG | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 44.79 | 44.79 | 0.00% | market | 90.91% | — | 11.96% | -0.48% | 12.43% |
| HXL | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 57.27 | 57.27 | 0.00% | market | 37.50% | — | -9.60% | -0.48% | -9.12% |
| MTB | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 153.21 | 153.21 | 0.00% | market | 13.00% | — | 7.10% | -0.48% | 7.58% |
| ONB | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 19.12 | 19.12 | 0.00% | market | 26.83% | — | 0.58% | -0.48% | 1.06% |
| PNFP | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 91.68 | 91.68 | 0.00% | market | 15.83% | — | -1.28% | -0.48% | -0.80% |
| WBS | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 53.27 | 53.27 | 0.00% | market | 35.87% | — | 6.94% | -0.48% | 7.42% |
| WTFC | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 76.55 | 76.55 | 0.00% | market | 80.14% | — | 2.29% | -0.48% | 2.77% |
| ZION | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 55.13 | 55.13 | 0.00% | market | 63.79% | — | 5.56% | -0.48% | 6.04% |
| AN | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 92.54 | 92.54 | 0.00% | market | 48.40% | — | 8.10% | -0.16% | 8.26% |
| EQBK | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 28.11 | 28.11 | 0.00% | market | 18.18% | — | 13.20% | -0.16% | 13.36% |
| FITB | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 36.40 | 36.40 | 0.00% | market | 34.78% | — | 14.43% | -0.16% | 14.59% |
| FOR | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 26.46 | 26.46 | 0.00% | market | 40.48% | — | -13.48% | -0.16% | -13.32% |
| FULT | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 16.75 | 16.75 | 0.00% | market | 22.86% | — | 3.48% | -0.16% | 3.64% |
| HWC | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 42.87 | 42.87 | 0.00% | market | 24.74% | — | 14.39% | -0.16% | 14.54% |
| IBKR | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 18.58 | 18.58 | 0.00% | market | 13.64% | — | -10.54% | -0.16% | -10.38% |
| IRDM | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 35.52 | 35.52 | 0.00% | market | 20.00% | — | 4.52% | -0.16% | 4.68% |
| KEY | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 19.73 | 19.73 | 0.00% | market | 27.08% | — | 15.97% | -0.16% | 16.12% |
| LRN | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 29.90 | 29.90 | 0.00% | market | 21.28% | — | -7.42% | -0.16% | -7.27% |
| 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% |
| NTRS | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 106.49 | 106.49 | 0.00% | market | 14.09% | — | 10.09% | -0.16% | 10.25% |
| OMC | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 78.37 | 78.37 | 0.00% | market | 17.70% | — | 4.74% | -0.16% | 4.89% |
| PM | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 94.00 | 94.00 | 0.00% | market | 12.14% | — | 2.36% | -0.16% | 2.52% |
| SFNC | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 27.31 | 27.31 | 0.00% | market | 19.23% | — | 11.36% | -0.16% | 11.52% |
| SMBK | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 22.63 | 22.63 | 0.00% | market | 20.37% | — | 3.26% | -0.16% | 3.42% |
| THC | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 53.00 | 53.00 | 0.00% | market | 62.50% | — | 16.26% | -0.16% | 16.42% |
| TRV | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 156.28 | 156.28 | 0.00% | market | 15.19% | — | 0.36% | -0.16% | 0.52% |
| WRB | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 36.24 | 36.24 | 0.00% | market | 20.00% | — | -3.52% | -0.16% | -3.36% |
| ARR | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 60.15 | 60.15 | 0.00% | market | 270.97% | — | -0.43% | -0.15% | -0.29% |
| BANR | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 55.49 | 55.49 | 0.00% | market | 30.39% | — | 4.91% | -0.15% | 5.06% |
| CACI | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 255.61 | 255.61 | 0.00% | market | 29.19% | — | 0.24% | -0.15% | 0.38% |
| CHCO | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 78.91 | 78.91 | 0.00% | market | 12.61% | — | 0.79% | -0.15% | 0.93% |
| CSV | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 36.90 | 36.90 | 0.00% | market | 42.11% | — | 2.75% | -0.15% | 2.89% |
| CVBF | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 21.96 | 21.96 | 0.00% | market | 30.56% | — | 1.81% | -0.15% | 1.96% |
| FHN | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 17.79 | 17.79 | 0.00% | market | 37.84% | — | 4.85% | -0.15% | 4.99% |
| KMI | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 16.69 | 16.69 | 0.00% | market | 150.00% | — | 11.94% | -0.15% | 12.09% |
| KNX | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 46.56 | 46.56 | 0.00% | market | 20.29% | — | 2.76% | -0.15% | 2.90% |
| 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% |
| OFG | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 24.25 | 24.25 | 0.00% | market | 24.44% | — | 2.87% | -0.15% | 3.02% |
| PLXS | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 93.32 | 93.32 | 0.00% | market | 19.20% | — | 6.37% | -0.15% | 6.52% |
| RLI | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 58.92 | 58.92 | 0.00% | market | 18.92% | — | -9.35% | -0.15% | -9.20% |
| RUSHA | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 33.33 | 33.33 | 0.00% | market | 51.43% | — | -4.66% | -0.15% | -4.51% |
| SLM | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 19.56 | 19.56 | 0.00% | market | 65.42% | — | 0.05% | -0.15% | 0.20% |
| STC | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 59.16 | 59.16 | 0.00% | market | 86.41% | — | 2.38% | -0.15% | 2.53% |
| SYBT | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 51.25 | 51.25 | 0.00% | market | 33.78% | — | 0.17% | -0.15% | 0.32% |
| TCBI | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 62.01 | 62.01 | 0.00% | market | 20.91% | — | 10.09% | -0.15% | 10.24% |
| TFIN | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 92.95 | 92.95 | 0.00% | market | 45.05% | — | -12.66% | -0.15% | -12.51% |
| 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% |
| WHR | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 239.40 | 239.40 | 0.00% | market | 33.09% | — | -1.10% | -0.15% | -0.96% |
| ABCB | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 47.97 | 47.97 | 0.00% | market | 55.65% | — | 21.89% | 0.50% | 21.39% |
| ARI | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 14.88 | 14.88 | 0.00% | market | 14.71% | — | 3.06% | 0.50% | 2.56% |
| ASB | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 20.79 | 20.79 | 0.00% | market | 34.88% | — | 11.40% | 0.50% | 10.89% |
| BKU | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 43.26 | 43.26 | 0.00% | market | 43.24% | — | 10.02% | 0.50% | 9.52% |
| BW | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 7.60 | 7.60 | 0.00% | market | 27.47% | — | 8.06% | 0.50% | 7.56% |
| BX | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 83.15 | 83.15 | 0.00% | market | 33.33% | — | 9.03% | 0.50% | 8.53% |
| CBAN | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 15.23 | 15.23 | 0.00% | market | 43.24% | — | 17.96% | 0.50% | 17.46% |
| CE | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 151.37 | 151.37 | 0.00% | market | 16.89% | — | 8.34% | 0.50% | 7.84% |
| DHI | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 95.70 | 95.70 | 0.00% | market | 17.67% | — | -5.50% | 0.50% | -6.00% |
| DOW | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 61.10 | 61.10 | 0.00% | market | 16.24% | — | 12.55% | 0.50% | 12.05% |
| EIG | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 41.67 | 41.67 | 0.00% | market | 15.91% | — | 1.39% | 0.50% | 0.89% |
| EWBC | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 74.27 | 74.27 | 0.00% | market | 14.29% | — | 2.98% | 0.50% | 2.48% |
| FAF | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 62.30 | 62.30 | 0.00% | market | 22.39% | — | 5.33% | 0.50% | 4.82% |
| ALV | 2021-04-23 | 2021-04-26 | 2021-05-24 | 3 | 106.41 | 106.41 | 0.00% | market | 26.06% | — | -2.57% | 0.41% | -2.99% |
| AXP | 2021-04-23 | 2021-04-26 | 2021-05-24 | 3 | 146.80 | 146.80 | 0.00% | market | 70.19% | — | 7.97% | 0.41% | 7.55% |
| RF | 2021-04-23 | 2021-04-26 | 2021-05-24 | 3 | 20.80 | 20.80 | 0.00% | market | 34.04% | — | 9.85% | 0.41% | 9.44% |
| SBSI | 2021-04-23 | 2021-04-26 | 2021-05-24 | 3 | 40.87 | 40.87 | 0.00% | market | 50.72% | — | 4.21% | 0.41% | 3.79% |
| UBSI | 2021-04-23 | 2021-04-26 | 2021-05-24 | 3 | 40.00 | 40.00 | 0.00% | market | 13.70% | — | 2.40% | 0.41% | 1.99% |
| ACI | 2021-04-26 | 2021-04-27 | 2021-05-25 | 1 | 18.39 | 18.39 | 0.00% | market | 20.00% | — | 2.13% | 0.07% | 2.06% |
| AGNC | 2021-04-26 | 2021-04-27 | 2021-05-25 | 1 | 17.52 | 17.52 | 0.00% | market | 18.75% | — | 5.66% | 0.07% | 5.59% |
| AMP | 2021-04-26 | 2021-04-27 | 2021-05-25 | 1 | 250.99 | 250.99 | 0.00% | market | 14.80% | — | 0.90% | 0.07% | 0.83% |
| ABG | 2021-04-27 | 2021-04-28 | 2021-05-26 | 1 | 207.69 | 207.69 | 0.00% | market | 28.93% | — | -5.89% | 0.30% | -6.19% |
| ACCO | 2021-04-27 | 2021-04-28 | 2021-05-26 | 1 | 8.98 | 8.98 | 0.00% | market | 100.00% | — | 0.46% | 0.30% | 0.16% |
| ACGL | 2021-04-27 | 2021-04-28 | 2021-05-26 | 1 | 40.85 | 40.85 | 0.00% | market | 18.00% | — | -4.65% | 0.30% | -4.95% |
| ADM | 2021-04-27 | 2021-04-28 | 2021-05-26 | 1 | 62.30 | 62.30 | 0.00% | market | 39.00% | — | 6.63% | 0.30% | 6.32% |
| BP | 2021-04-27 | 2021-04-28 | 2021-05-26 | 1 | 25.30 | 25.30 | 0.00% | market | 79.07% | — | 3.89% | 0.30% | 3.59% |
| AER | 2021-04-28 | 2021-04-29 | 2021-05-27 | 1 | 60.20 | 60.20 | 0.00% | market | 72.32% | — | -2.09% | -0.25% | -1.85% |
| AFL | 2021-04-28 | 2021-04-29 | 2021-05-27 | 1 | 54.11 | 54.11 | 0.00% | market | 26.45% | — | 4.91% | -0.25% | 5.15% |
| ALKS | 2021-04-28 | 2021-04-29 | 2021-05-27 | 1 | 22.27 | 22.27 | 0.00% | market | 320.00% | — | 1.21% | -0.25% | 1.45% |
| ALSN | 2021-04-28 | 2021-04-29 | 2021-05-27 | 1 | 43.02 | 43.02 | 0.00% | market | 15.05% | — | -0.45% | -0.25% | -0.20% |
| AGCO | 2021-04-29 | 2021-04-30 | 2021-05-28 | 1 | 147.01 | 147.01 | 0.00% | market | 76.99% | — | -5.98% | 0.58% | -6.55% |
| AIT | 2021-04-29 | 2021-04-30 | 2021-05-28 | 1 | 96.95 | 96.95 | 0.00% | market | 33.01% | — | 0.94% | 0.58% | 0.36% |
| 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% |
| AFG | 2021-05-04 | 2021-05-05 | 2021-06-03 | 1 | 123.89 | 123.89 | 0.00% | market | 36.78% | — | 11.37% | 0.33% | 11.04% |
| AAOI | 2021-05-06 | 2021-05-07 | 2021-06-07 | 1 | 7.16 | 7.16 | 0.00% | market | 22.22% | — | 21.13% | 0.55% | 20.58% |
| ABR | 2021-05-07 | 2021-05-10 | 2021-06-08 | 3 | 18.02 | 18.02 | 0.00% | market | 25.58% | — | 6.34% | -0.05% | 6.39% |
| COGT | 2021-05-12 | 2021-05-13 | 2021-06-11 | 1 | 7.99 | 7.99 | 0.00% | market | 26.09% | — | 1.65% | 4.24% | -2.58% |
| 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% |
| KNOP | 2021-05-12 | 2021-05-13 | 2021-06-11 | 1 | 18.96 | 18.96 | 0.00% | market | 19.44% | — | 1.01% | 4.24% | -3.23% |
| OSW | 2021-05-12 | 2021-05-13 | 2021-06-11 | 1 | 9.29 | 9.29 | 0.00% | market | 15.00% | — | 21.21% | 4.24% | 16.98% |
| ACVA | 2021-05-13 | 2021-05-14 | 2021-06-14 | 1 | 28.03 | 28.03 | 0.00% | market | 38.55% | — | -12.69% | 2.92% | -15.61% |
| BILI | 2021-05-13 | 2021-05-14 | 2021-06-14 | 1 | 91.00 | 91.00 | 0.00% | market | 19.44% | — | 26.77% | 2.92% | 23.85% |
| BN | 2021-05-13 | 2021-05-14 | 2021-06-14 | 1 | 24.62 | 24.62 | 0.00% | market | 20.31% | — | 7.70% | 2.92% | 4.78% |
| CMPS | 2021-05-13 | 2021-05-14 | 2021-06-14 | 1 | 33.63 | 33.63 | 0.00% | market | 28.57% | — | 16.11% | 2.92% | 13.19% |
| DDS | 2021-05-13 | 2021-05-14 | 2021-06-14 | 1 | 108.05 | 108.05 | 0.00% | market | 577.50% | — | 50.30% | 2.92% | 47.39% |
| 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% |
| FOA | 2021-05-13 | 2021-05-14 | 2021-06-14 | 1 | 93.50 | 93.50 | 0.00% | market | 12.50% | — | -22.03% | 2.92% | -24.94% |
| HUT | 2021-05-13 | 2021-05-14 | 2021-06-14 | 1 | 21.75 | 21.75 | 0.00% | market | 600.00% | — | -0.15% | 2.92% | -3.06% |
| IBRX | 2021-05-14 | 2021-05-17 | 2021-06-15 | 3 | 15.83 | 15.83 | 0.00% | market | 48.78% | — | -8.88% | 2.19% | -11.07% |
| ATLC | 2021-05-17 | 2021-05-18 | 2021-06-16 | 1 | 32.84 | 32.84 | 0.00% | market | 34.51% | — | 24.63% | 1.52% | 23.11% |
| HYMC | 2021-05-17 | 2021-05-18 | 2021-06-16 | 1 | 39.90 | 39.90 | 0.00% | market | 37.25% | — | -15.64% | 1.52% | -17.16% |
| KODK | 2021-05-17 | 2021-05-18 | 2021-06-16 | 1 | 6.88 | 6.88 | 0.00% | market | 113.56% | — | 32.31% | 1.52% | 30.80% |
| AGYS | 2021-05-18 | 2021-05-19 | 2021-06-17 | 1 | 45.50 | 45.50 | 0.00% | market | 31.25% | — | 19.39% | 3.70% | 15.70% |
| BIDU | 2021-05-18 | 2021-05-19 | 2021-06-17 | 1 | 184.81 | 184.81 | 0.00% | market | 31.25% | — | 0.31% | 3.70% | -3.39% |
| DAO | 2021-05-18 | 2021-05-19 | 2021-06-17 | 1 | 22.83 | 22.83 | 0.00% | market | 17.80% | — | -4.52% | 3.70% | -8.22% |
| DQ | 2021-05-18 | 2021-05-19 | 2021-06-17 | 1 | 70.82 | 70.82 | 0.00% | market | 21.35% | — | -13.39% | 3.70% | -17.09% |
| LEGN | 2021-05-18 | 2021-05-19 | 2021-06-17 | 1 | 35.00 | 35.00 | 0.00% | market | 14.29% | — | 10.64% | 3.70% | 6.94% |
| M | 2021-05-18 | 2021-05-19 | 2021-06-17 | 1 | 18.68 | 18.68 | 0.00% | market | 195.12% | — | -3.04% | 3.70% | -6.74% |
| 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% |
| CAAP | 2021-05-19 | 2021-05-20 | 2021-06-18 | 1 | 5.80 | 5.80 | 0.00% | market | 33.33% | — | -8.55% | 0.76% | -9.31% |
| LOW | 2021-05-19 | 2021-05-20 | 2021-06-18 | 1 | 191.76 | 191.76 | 0.00% | market | 22.52% | — | -2.64% | 0.76% | -3.40% |
| TGT | 2021-05-19 | 2021-05-20 | 2021-06-18 | 1 | 218.28 | 218.28 | 0.00% | market | 64.00% | — | 5.51% | 0.76% | 4.75% |
| GLNG | 2021-05-20 | 2021-05-21 | 2021-06-21 | 1 | 11.80 | 11.80 | 0.00% | market | 66.67% | — | 11.43% | 0.96% | 10.47% |
| RL | 2021-05-20 | 2021-05-21 | 2021-06-21 | 1 | 121.16 | 121.16 | 0.00% | market | 152.05% | — | -4.83% | 0.96% | -5.79% |
| BKE | 2021-05-21 | 2021-05-24 | 2021-06-22 | 3 | 40.30 | 40.30 | 0.00% | market | 169.77% | — | 6.25% | 1.38% | 4.87% |
| DE | 2021-05-21 | 2021-05-24 | 2021-06-22 | 3 | 361.54 | 361.54 | 0.00% | market | 25.66% | — | -5.48% | 1.38% | -6.86% |
| DSX | 2021-05-21 | 2021-05-24 | 2021-06-22 | 3 | 4.40 | 4.40 | 0.00% | market | 50.00% | — | 19.67% | 1.38% | 18.29% |
| NVTS | 2021-05-24 | 2021-05-25 | 2021-06-23 | 1 | 9.91 | 9.91 | 0.00% | market | 56.47% | — | 0.20% | 0.54% | -0.34% |
| PWP | 2021-05-24 | 2021-05-25 | 2021-06-23 | 1 | 11.73 | 11.73 | 0.00% | market | 17.24% | — | 12.77% | 0.54% | 12.23% |
| AZO | 2021-05-25 | 2021-05-26 | 2021-06-24 | 1 | 1,415.61 | 1,415.61 | 0.00% | market | 31.48% | — | 2.65% | 1.49% | 1.16% |
| HTHT | 2021-05-25 | 2021-05-26 | 2021-06-24 | 1 | 55.84 | 55.84 | 0.00% | market | 36.84% | — | -4.68% | 1.49% | -6.17% |
| RAMP | 2021-05-25 | 2021-05-26 | 2021-06-24 | 1 | 48.02 | 48.02 | 0.00% | market | 72.41% | — | -0.66% | 1.49% | -2.15% |
| TOL | 2021-05-25 | 2021-05-26 | 2021-06-24 | 1 | 62.37 | 62.37 | 0.00% | market | 26.25% | — | -8.90% | 1.49% | -10.39% |
| URBN | 2021-05-25 | 2021-05-26 | 2021-06-24 | 1 | 39.36 | 39.36 | 0.00% | market | 217.65% | — | 2.57% | 1.49% | 1.08% |
| ZS | 2021-05-25 | 2021-05-26 | 2021-06-24 | 1 | 195.00 | 195.00 | 0.00% | market | 114.29% | — | 12.54% | 1.49% | 11.05% |
| ANF | 2021-05-26 | 2021-05-27 | 2021-06-25 | 1 | 41.16 | 41.16 | 0.00% | market | 276.32% | — | 12.24% | 1.53% | 10.71% |
| 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% |
| BBW | 2021-05-26 | 2021-05-27 | 2021-06-25 | 1 | 14.07 | 14.07 | 0.00% | market | 213.21% | — | 40.41% | 1.53% | 38.88% |
| BMO | 2021-05-26 | 2021-05-27 | 2021-06-25 | 1 | 104.37 | 104.37 | 0.00% | market | 14.22% | — | 0.15% | 1.53% | -1.38% |
| CPRI | 2021-05-26 | 2021-05-27 | 2021-06-25 | 1 | 55.06 | 55.06 | 0.00% | market | 2011.11% | — | 2.08% | 1.53% | 0.55% |
| DKS | 2021-05-26 | 2021-05-27 | 2021-06-25 | 1 | 99.98 | 99.98 | 0.00% | market | 238.39% | — | 1.13% | 1.53% | -0.40% |
| ELF | 2021-05-26 | 2021-05-27 | 2021-06-25 | 1 | 28.06 | 28.06 | 0.00% | market | 77.78% | — | -0.31% | 1.53% | -1.85% |
| MOD | 2021-05-26 | 2021-05-27 | 2021-06-25 | 1 | 16.81 | 16.81 | 0.00% | market | 82.14% | — | -2.66% | 1.53% | -4.19% |
| NTNX | 2021-05-26 | 2021-05-27 | 2021-06-25 | 1 | 31.60 | 31.60 | 0.00% | market | 12.77% | — | 26.32% | 1.53% | 24.79% |
| OKTA | 2021-05-26 | 2021-05-27 | 2021-06-25 | 1 | 226.89 | 226.89 | 0.00% | market | 50.00% | — | 8.38% | 1.53% | 6.85% |
| OOMA | 2021-05-26 | 2021-05-27 | 2021-06-25 | 1 | 17.42 | 17.42 | 0.00% | market | 57.14% | — | 20.45% | 1.53% | 18.92% |
| PDD | 2021-05-26 | 2021-05-27 | 2021-06-25 | 1 | 124.46 | 124.46 | 0.00% | market | 47.06% | — | 2.42% | 1.53% | 0.89% |
| 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% |
| WDAY | 2021-05-26 | 2021-05-27 | 2021-06-25 | 1 | 232.50 | 232.50 | 0.00% | market | 19.18% | — | 4.42% | 1.53% | 2.89% |
| WSM | 2021-05-26 | 2021-05-27 | 2021-06-25 | 1 | 87.00 | 87.00 | 0.00% | market | 58.06% | — | -8.57% | 1.53% | -10.10% |
| ASND | 2021-05-27 | 2021-05-28 | 2021-06-28 | 1 | 136.80 | 136.80 | 0.00% | market | 31.58% | — | -0.02% | 1.54% | -1.56% |
| BBY | 2021-05-27 | 2021-05-28 | 2021-06-28 | 1 | 120.55 | 120.55 | 0.00% | market | 60.43% | — | -4.84% | 1.54% | -6.39% |
| CM | 2021-05-27 | 2021-05-28 | 2021-06-28 | 1 | 58.98 | 58.98 | 0.00% | market | 19.20% | — | -2.93% | 1.54% | -4.48% |
| DELL | 2021-05-27 | 2021-05-28 | 2021-06-28 | 1 | 49.99 | 49.99 | 0.00% | market | 37.42% | — | 0.98% | 1.54% | -0.56% |
| DLTR | 2021-05-27 | 2021-05-28 | 2021-06-28 | 1 | 100.60 | 100.60 | 0.00% | market | 14.29% | — | -1.31% | 1.54% | -2.86% |
| FRO | 2021-05-27 | 2021-05-28 | 2021-06-28 | 1 | 8.39 | 8.39 | 0.00% | market | 166.67% | — | 2.40% | 1.54% | 0.86% |