EPS surp.>10 (hold 20d) (lookback 50y) (max 100 pos)

Run 9a94331c · view hypothesis

completed

Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.

Trades
16000
Win rate
52.44%
Avg return
0.96%
Median return
0.53%
Avg abnormal
0.31%
Median abnormal
-0.35%
Best trade
744.34%
Worst trade
-81.63%
Sharpe (per-trade)
0.06
Daily portfolio drawdown
-24.66%
Portfolio (equal_weight)
Total return
152.83%
Max drawdown
-24.66%
Avg trade return
0.96%
Win rate
52.44%
Signals
50808
Configured concurrent
100
Observed concurrent
100
Trades taken
16000
Skipped (no capacity)
34808
Excess vs benchmark
-333.55%
Avg entry slippage
0.00%
Return if filled at market
152.83%
VWAP fills
0
VWAP fallbacks
0

34808 of 50808 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20061604.69%2.93%69.38%
2007693-0.95%-0.03%45.31%
20086900.39%2.06%50.87%
20097674.52%2.28%59.97%
20107660.90%0.34%53.92%
2011680-3.03%-1.18%41.47%
20126890.62%-0.35%51.96%
20137313.32%1.43%63.20%
20147091.17%-0.47%55.85%
20157440.51%0.79%50.13%
20167503.52%1.95%62.00%
20177371.17%-0.06%52.37%
2018812-1.10%-0.01%46.67%
20197990.20%-1.36%52.44%
20209560.68%0.30%52.72%
20219811.31%-0.37%57.49%
20229500.41%1.79%49.89%
20239660.78%-0.79%47.31%
20249541.61%-0.38%51.68%
20259590.66%-0.35%50.36%
20265071.53%0.70%48.72%
Trades (page 10: 500 of 16,000)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
BZH2013-01-282013-01-292013-02-27118.3918.390.00%market24.27%-14.18%1.43%-15.61%
ELS2013-01-282013-01-292013-02-27118.0418.040.00%market55.56%3.00%1.43%1.58%
GGG2013-01-282013-01-292013-02-27119.0019.000.00%market15.00%1.79%1.43%0.37%
JJSF2013-01-282013-01-292013-02-27167.0067.000.00%market22.73%3.02%1.43%1.59%
OLN2013-01-282013-01-292013-02-27121.7921.790.00%market22.86%5.09%1.43%3.66%
RYAAY2013-01-282013-01-292013-02-27116.4216.420.00%market200.00%-2.84%1.43%-4.27%
STLD2013-01-282013-01-292013-02-27115.2715.270.00%market42.86%-1.15%1.43%-2.58%
WRB2013-01-282013-01-292013-02-27112.1912.190.00%market26.67%1.38%1.43%-0.05%
ZION2013-01-282013-01-292013-02-27122.9722.970.00%market15.79%4.86%1.43%3.43%
ABCB2013-01-292013-01-302013-02-28113.1513.150.00%market114.29%5.45%0.64%4.81%
ARLP2013-01-292013-01-302013-02-28132.0032.000.00%market42.42%-3.07%0.64%-3.71%
BKU2013-01-292013-01-302013-02-28126.9126.910.00%market58.33%5.29%0.64%4.64%
BSX2013-01-292013-01-302013-02-2817.127.120.00%market63.64%3.69%0.64%3.05%
DHI2013-01-292013-01-302013-02-28123.5423.540.00%market42.86%-5.37%0.64%-6.01%
DHT2013-01-292013-01-302013-02-2814.684.680.00%market192.40%-8.22%0.64%-8.86%
DLB2013-01-292013-01-302013-02-28132.9432.940.00%market11.11%-3.32%0.64%-3.96%
F2013-01-292013-01-302013-02-28113.0113.010.00%market24.00%-3.17%0.64%-3.82%
FFBC2013-01-292013-01-302013-02-28115.3015.300.00%market12.00%0.10%0.64%-0.55%
GNTX2013-01-292013-01-302013-02-2819.769.760.00%market15.38%-3.99%0.64%-4.64%
HZO2013-01-292013-01-302013-02-28111.6511.650.00%market14.29%11.06%0.64%10.41%
MRCY2013-01-292013-01-302013-02-2817.857.850.00%market10.00%-12.84%0.64%-13.48%
NUE2013-01-292013-01-302013-02-28147.0047.000.00%market45.16%-4.25%0.64%-4.89%
QGEN2013-01-292013-01-302013-02-28121.6521.650.00%market12.12%3.50%0.64%2.86%
UIS2013-01-292013-01-302013-02-28120.4320.430.00%market79.57%12.38%0.64%11.74%
VLO2013-01-292013-01-302013-02-28140.4240.420.00%market59.32%2.94%0.64%2.30%
VRTX2013-01-292013-01-302013-02-28146.5146.510.00%market133.33%0.57%0.64%-0.08%
ALGN2013-01-302013-01-312013-03-01132.6232.620.00%market22.73%-4.67%1.48%-6.15%
AMP2013-01-302013-01-312013-03-01166.8666.860.00%market16.33%1.72%1.48%0.24%
ASX2013-01-302013-01-312013-03-0114.114.110.00%market33.33%2.33%1.48%0.85%
AVB2013-01-302013-01-312013-03-011133.96133.960.00%market35.23%-5.89%1.48%-7.37%
AVY2013-01-302013-01-312013-03-01138.4538.450.00%market10.20%6.22%1.48%4.74%
COHU2013-01-302013-01-312013-03-01110.6310.630.00%market66.67%-9.51%1.48%-10.99%
CVLG2013-01-302013-01-312013-03-0112.532.530.00%market25.00%19.27%1.48%17.79%
CVLT2013-01-302013-01-312013-03-01177.1577.150.00%market21.88%-5.10%1.48%-6.58%
EVR2013-01-302013-01-312013-03-01137.4537.450.00%market55.77%8.58%1.48%7.10%
FTNT2013-01-302013-01-312013-03-0114.664.660.00%market13.64%3.55%1.48%2.07%
GFF2013-01-302013-01-312013-03-01110.9710.970.00%market400.00%-2.93%1.48%-4.41%
MAN2013-01-302013-01-312013-03-01151.7651.760.00%market18.18%3.78%1.48%2.30%
MEOH2013-01-302013-01-312013-03-01134.2934.290.00%market10.34%9.12%1.48%7.63%
META2013-01-302013-01-312013-03-01129.1529.150.00%market13.33%-4.80%1.48%-6.28%
MUR2013-01-302013-01-312013-03-01153.2253.220.00%market59.23%-2.37%1.48%-3.85%
NOC2013-01-302013-01-312013-03-01166.0066.000.00%market22.99%-0.83%1.48%-2.31%
PIPR2013-01-302013-01-312013-03-0119.749.740.00%market27.54%-1.64%1.48%-3.12%
PSX2013-01-302013-01-312013-03-01160.3760.370.00%market21.89%5.75%1.48%4.27%
QCOM2013-01-302013-01-312013-03-01167.0967.090.00%market11.50%-1.28%1.48%-2.76%
TDW2013-02-012013-02-042013-03-0531,576.771,576.770.00%market56.83%-5.05%2.64%-7.69%
AXS2013-02-042013-02-052013-03-06139.0139.010.00%market80.34%4.44%2.76%1.68%
ACM2013-02-052013-02-062013-03-07127.1527.150.00%market20.00%14.45%2.83%11.62%
AIN2013-02-062013-02-072013-03-08125.1925.190.00%market16.13%16.73%2.80%13.93%
AIZ2013-02-062013-02-072013-03-08139.8239.820.00%market121.88%7.48%2.80%4.69%
AAP2013-02-072013-02-082013-03-11178.3478.340.00%market17.33%-1.13%3.18%-4.31%
AIV2013-02-072013-02-082013-03-1113.653.650.00%market1207.74%10.31%3.18%7.13%
APO2013-02-082013-02-112013-03-12322.8922.890.00%market108.64%4.31%2.60%1.72%
ACGL2013-02-112013-02-122013-03-13116.4816.480.00%market62.50%3.60%2.71%0.89%
BCS2013-02-122013-02-132013-03-14118.7918.790.00%market40.74%-5.42%2.89%-8.31%
AMAT2013-02-132013-02-142013-03-15113.8613.860.00%market88.21%-4.07%2.73%-6.80%
AORT2013-02-142013-02-152013-03-1816.246.240.00%market40.00%-4.75%1.67%-6.41%
GNRC2013-02-142013-02-152013-03-18131.1231.120.00%market26.09%-1.38%1.67%-3.05%
INCY2013-02-142013-02-152013-03-18120.4720.470.00%market830.23%16.12%1.67%14.45%
KOP2013-02-142013-02-152013-03-18142.0642.060.00%market10.00%2.82%1.67%1.16%
ABR2013-02-152013-02-192013-03-1947.757.750.00%market160.00%4.67%1.47%3.20%
AEP2013-02-152013-02-192013-03-19445.2045.200.00%market11.11%5.43%1.47%3.96%
B2013-02-152013-02-192013-03-19431.5031.500.00%market551.06%-8.54%1.47%-10.01%
AAT2013-02-192013-02-202013-03-20130.0030.000.00%market11.76%6.70%1.67%5.03%
ABG2013-02-192013-02-202013-03-20134.5434.540.00%market10.77%9.16%1.67%7.50%
AER2013-02-202013-02-212013-03-21115.5615.560.00%market32.56%1.64%2.25%-0.62%
CGAU2013-02-202013-02-212013-03-2117.507.500.00%market307.69%-16.77%2.25%-19.02%
CLW2013-02-202013-02-212013-03-21146.9246.920.00%market12.00%10.56%2.25%8.30%
ECHO2013-02-202013-02-212013-03-21132.0032.000.00%market133.33%-3.60%2.25%-5.85%
FLR2013-02-202013-02-212013-03-21163.7463.740.00%market83.72%-0.27%2.25%-2.52%
HLX2013-02-202013-02-212013-03-21123.2923.290.00%market162.86%-3.02%2.25%-5.27%
IDCC2013-02-202013-02-212013-03-21145.3645.360.00%market3971.43%2.33%2.25%0.07%
AGI2013-02-212013-02-222013-03-22113.7513.750.00%market14.29%3.90%2.94%0.96%
AIG2013-02-212013-02-222013-03-22139.2939.290.00%market350.00%-3.92%2.94%-6.86%
AMN2013-02-212013-02-222013-03-22112.7212.720.00%market36.36%20.89%2.94%17.95%
CENX2013-02-212013-02-222013-03-2218.858.850.00%market42.86%-9.25%2.94%-12.20%
DAN2013-02-212013-02-222013-03-22116.6416.640.00%market11.76%5.49%2.94%2.54%
EXR2013-02-212013-02-222013-03-22137.8037.800.00%market54.55%3.31%2.94%0.37%
FAF2013-02-212013-02-222013-03-22124.7224.720.00%market37.10%-1.39%2.94%-4.34%
FRO2013-02-212013-02-222013-03-22113.6513.650.00%market106.17%-17.68%2.94%-20.63%
HPQ2013-02-212013-02-222013-03-2218.278.270.00%market15.49%26.38%2.94%23.44%
IDA2013-02-212013-02-222013-03-22146.6946.690.00%market10.00%1.42%2.94%-1.52%
ANF2013-02-222013-02-252013-03-25347.1647.160.00%market12.76%-1.75%1.52%-3.27%
PNW2013-02-222013-02-252013-03-25355.6555.650.00%market41.18%1.68%1.52%0.16%
AMRX2013-02-252013-02-262013-03-26120.5020.500.00%market57.89%-24.05%4.32%-28.37%
ASR2013-02-252013-02-262013-03-261125.93125.930.00%market56.88%9.02%4.32%4.70%
FANG2013-02-252013-02-262013-03-26119.8419.840.00%market38.46%29.18%4.32%24.86%
HALO2013-02-252013-02-262013-03-2615.755.750.00%market73.33%4.60%4.32%0.27%
HVT2013-02-252013-02-262013-03-26116.6416.640.00%market26.09%23.76%4.32%19.44%
KOS2013-02-252013-02-262013-03-26110.3210.320.00%market80.00%9.30%4.32%4.98%
LOW2013-02-252013-02-262013-03-26136.1536.150.00%market13.04%5.63%4.32%1.30%
MELI2013-02-252013-02-262013-03-26185.0285.020.00%market13.11%11.98%4.32%7.66%
NOAH2013-02-252013-02-262013-03-2617.857.850.00%market40.00%-12.20%4.32%-16.52%
OKE2013-02-252013-02-262013-03-26140.2740.270.00%market17.78%0.99%4.32%-3.33%
USAC2013-02-252013-02-262013-03-26118.3018.300.00%market50.87%6.29%4.32%1.97%
WELL2013-02-252013-02-262013-03-26163.2463.240.00%market25.00%5.73%4.32%1.41%
AROC2013-02-262013-02-272013-03-27114.9814.980.00%market305.04%10.05%4.20%5.84%
AVGO2013-02-262013-02-272013-03-2713.383.380.00%market16.67%5.23%4.20%1.02%
BIO2013-02-262013-02-272013-03-271117.48117.480.00%market15.67%6.30%4.20%2.10%
DY2013-02-262013-02-272013-03-27121.4821.480.00%market50.00%-8.62%4.20%-12.82%
EIX2013-02-262013-02-272013-03-27148.2448.240.00%market69.23%4.36%4.20%0.15%
EME2013-02-262013-02-272013-03-27137.9037.900.00%market13.33%11.69%4.20%7.49%
ENPH2013-02-262013-02-272013-03-2715.005.000.00%market36.84%28.30%4.20%24.10%
FMS2013-02-262013-02-272013-03-27134.4634.460.00%market105.77%-1.99%4.20%-6.19%
FSLR2013-02-262013-02-272013-03-27126.8426.840.00%market16.57%2.10%4.20%-2.10%
GWRE2013-02-262013-02-272013-03-27134.8434.840.00%market800.13%11.12%4.20%6.92%
INN2013-02-262013-02-272013-03-2719.409.400.00%market25.00%9.69%4.20%5.48%
MIDD2013-02-262013-02-272013-03-27139.2939.290.00%market13.33%2.67%4.20%-1.53%
RRC2013-02-262013-02-272013-03-27171.3771.370.00%market58.62%14.91%4.20%10.70%
ADC2013-02-272013-02-282013-03-28128.5528.550.00%market10.81%5.33%3.14%2.19%
AGO2013-02-272013-02-282013-03-28118.5018.500.00%market40.30%11.31%3.14%8.17%
BWXT2013-02-272013-02-282013-03-28121.4221.420.00%market21.43%-5.19%3.14%-8.33%
CNP2013-02-272013-02-282013-03-28121.2821.280.00%market33.33%12.49%3.14%9.35%
CWT2013-02-272013-02-282013-03-28120.1320.130.00%market33.33%-1.24%3.14%-4.38%
DXPE2013-02-272013-02-282013-03-28159.8859.880.00%market10.84%24.65%3.14%21.51%
EVC2013-02-272013-02-282013-03-2811.901.900.00%market12.50%67.79%3.14%64.65%
FMX2013-02-272013-02-282013-03-281113.04113.040.00%market39.60%0.31%3.14%-2.83%
FWONA2013-02-272013-02-282013-03-28119.6919.690.00%market48.78%3.25%3.14%0.11%
GMED2013-02-272013-02-282013-03-28113.8813.880.00%market15.79%5.66%3.14%2.52%
HII2013-02-272013-02-282013-03-28146.7746.770.00%market44.44%13.93%3.14%10.79%
LAMR2013-02-272013-02-282013-03-28146.2546.250.00%market36.36%4.94%3.14%1.80%
MBI2013-02-272013-02-282013-03-2819.739.730.00%market418.75%5.45%3.14%2.31%
NRG2013-02-272013-02-282013-03-28124.0724.070.00%market123.33%9.95%3.14%6.81%
OGE2013-02-272013-02-282013-03-28128.9028.900.00%market11.11%20.97%3.14%17.83%
ORA2013-02-272013-02-282013-03-28120.3720.370.00%market200.00%1.27%3.14%-1.87%
PAC2013-02-272013-02-282013-03-28162.0562.050.00%market43.14%-5.64%3.14%-8.78%
ACIW2013-02-282013-03-012013-04-01114.9214.920.00%market13.89%6.31%3.28%3.03%
AVD2013-02-282013-03-012013-04-01130.8830.880.00%market11.43%-4.70%3.28%-7.98%
AWR2013-02-282013-03-012013-04-01126.5026.500.00%market50.00%5.45%3.28%2.16%
CRM2013-02-282013-03-012013-04-01144.3844.380.00%market30.00%-1.29%3.28%-4.58%
DRH2013-02-282013-03-012013-04-0118.858.850.00%market16.00%5.10%3.28%1.81%
EFXT2013-02-282013-03-012013-04-01112.2612.260.00%market29.63%5.28%3.28%2.00%
EVRG2013-02-282013-03-012013-04-01131.2631.260.00%market80.00%5.69%3.28%2.41%
FCN2013-02-282013-03-012013-04-01134.4434.440.00%market11.67%7.51%3.28%4.22%
LXU2013-02-282013-03-012013-04-01129.9929.990.00%market153.33%-13.54%3.28%-16.82%
MEI2013-02-282013-03-012013-04-01113.2513.250.00%market350.00%-5.08%3.28%-8.36%
MTRN2013-02-282013-03-012013-04-01127.3827.380.00%market36.67%2.09%3.28%-1.19%
NOG2013-02-282013-03-012013-04-011135.30135.300.00%market25.00%4.41%3.28%1.13%
ORN2013-02-282013-03-012013-04-0119.479.470.00%market250.00%2.65%3.28%-0.64%
PANW2013-02-282013-03-012013-04-0119.769.760.00%market23.76%-5.63%3.28%-8.92%
SSRM2013-02-282013-03-012013-04-01110.3010.300.00%market847.27%-0.68%3.28%-3.97%
TEO2013-02-282013-03-012013-04-01112.1212.120.00%market28.36%19.87%3.28%16.58%
UFPT2013-02-282013-03-012013-04-01118.8418.840.00%market18.42%3.46%3.28%0.17%
VC2013-02-282013-03-012013-04-01158.7958.790.00%market20.62%-2.50%3.28%-5.78%
EXLS2013-03-012013-03-042013-04-0236.146.140.00%market12.50%4.13%3.33%0.80%
ABM2013-03-042013-03-052013-04-03123.2323.230.00%market18.18%-7.16%1.02%-8.18%
AMPY2013-03-052013-03-062013-04-04161.4761.470.00%market1433.33%-9.97%0.66%-10.63%
ALG2013-03-062013-03-072013-04-05137.5937.590.00%market33.33%3.62%0.30%3.33%
AMBA2013-03-072013-03-082013-04-08113.4513.450.00%market38.46%6.67%0.48%6.18%
CIEN2013-03-072013-03-082013-04-08117.7017.700.00%market192.31%-12.47%0.48%-12.96%
QCRH2013-03-102013-03-112013-04-09116.2416.240.00%market13.95%-2.50%0.92%-3.42%
GSL2013-03-112013-03-122013-04-10131.0431.040.00%market142.86%8.92%1.76%7.16%
LXFR2013-03-112013-03-122013-04-10113.7113.710.00%market43.75%12.96%1.76%11.19%
CSR2013-03-122013-03-132013-04-11197.0097.000.00%market50.00%0.62%2.20%-1.58%
ADUS2013-03-132013-03-142013-04-1219.759.750.00%market66.67%30.67%1.59%29.08%
AAON2013-03-142013-03-152013-04-1517.737.730.00%market50.00%4.43%-0.47%4.90%
CAL2013-03-152013-03-182013-04-16317.3017.300.00%market75.00%-3.97%1.99%-5.96%
CCL2013-03-152013-03-182013-04-16333.9533.950.00%market239.41%-1.99%1.99%-3.97%
HTH2013-03-152013-03-182013-04-16312.9712.970.00%market85.71%0.44%1.99%-1.55%
AGM2013-03-182013-03-192013-04-17132.6932.690.00%market12.96%-6.34%-0.12%-6.22%
VCEL2013-03-182013-03-192013-04-17125.0025.000.00%market20.70%-44.10%-0.12%-43.98%
ADBE2013-03-192013-03-202013-04-18142.7042.700.00%market12.90%4.02%-0.89%4.91%
SBLK2013-03-192013-03-202013-04-18131.5031.500.00%market110.42%-1.53%-0.89%-0.64%
FSM2013-03-202013-03-212013-04-1914.384.380.00%market40.00%-32.52%0.47%-32.99%
GIS2013-03-202013-03-212013-04-19147.5547.550.00%market12.28%5.77%0.47%5.30%
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MLKN2013-03-202013-03-212013-04-19125.3025.300.00%market14.29%-4.49%0.47%-4.95%
KBH2013-03-212013-03-222013-04-22122.1222.120.00%market27.27%-5.07%0.85%-5.93%
MOV2013-03-212013-03-222013-04-22133.1833.180.00%market70.83%-7.91%0.85%-8.76%
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NKE2013-03-212013-03-222013-04-22129.0029.000.00%market12.12%5.69%0.85%4.84%
SBS2013-03-212013-03-222013-04-2213.003.000.00%market48.65%-2.77%0.85%-3.62%
TGTX2013-03-212013-03-222013-04-2215.935.930.00%market73.33%1.08%0.85%0.23%
CAPL2013-03-252013-03-262013-04-24122.2022.200.00%market169.44%6.61%1.47%5.14%
LNN2013-03-272013-03-282013-04-26190.4290.420.00%market15.38%-15.76%1.38%-17.14%
UNF2013-03-272013-03-282013-04-26190.6690.660.00%market17.70%0.20%1.38%-1.18%
BB2013-03-282013-04-012013-04-29414.6614.660.00%market175.86%6.38%1.73%4.65%
WGO2013-03-282013-04-012013-04-29420.6420.640.00%market57.14%-7.90%1.73%-9.63%
GBX2013-04-042013-04-052013-05-03120.5020.500.00%market21.62%8.53%4.82%3.71%
RPM2013-04-042013-04-052013-05-03129.9829.980.00%market16.67%9.51%4.82%4.69%
WDFC2013-04-042013-04-052013-05-03154.9554.950.00%market17.86%1.10%4.82%-3.72%
HWM2013-04-082013-04-092013-05-07117.3317.330.00%market43.48%4.00%3.90%0.10%
AGX2013-04-102013-04-112013-05-09115.2915.290.00%market15.00%13.77%2.63%11.13%
CUBI2013-04-102013-04-112013-05-09114.0114.010.00%market16.67%-2.81%2.63%-5.45%
INFY2013-04-122013-04-152013-05-1335.335.330.00%market11.11%0.28%3.51%-3.23%
JPM2013-04-122013-04-152013-05-13348.3948.390.00%market15.22%2.55%3.51%-0.96%
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PNFP2013-04-152013-04-162013-05-14123.0023.000.00%market18.18%12.42%5.72%6.70%
BANF2013-04-162013-04-172013-05-15120.7520.750.00%market10.26%2.26%6.29%-4.03%
CSX2013-04-162013-04-172013-05-1517.967.960.00%market15.38%8.32%6.29%2.03%
GS2013-04-162013-04-172013-05-151142.99142.990.00%market10.57%8.73%6.29%2.44%
URI2013-04-162013-04-172013-05-15150.9050.900.00%market13.73%15.18%6.29%8.90%
WWW2013-04-162013-04-172013-05-15123.6323.630.00%market51.85%9.25%6.29%2.96%
EXPO2013-04-172013-04-182013-05-16112.7312.730.00%market27.27%6.97%6.42%0.55%
HNI2013-04-172013-04-182013-05-16132.6032.600.00%market287.60%10.85%6.42%4.43%
MAT2013-04-172013-04-182013-05-16143.7543.750.00%market22.22%5.48%6.42%-0.94%
PIPR2013-04-172013-04-182013-05-1617.987.980.00%market20.00%11.30%6.42%4.89%
PNC2013-04-172013-04-182013-05-16165.2665.260.00%market13.38%7.87%6.42%1.45%
WTFC2013-04-172013-04-182013-05-16135.6035.600.00%market10.17%4.14%6.42%-2.28%
AAL2013-04-182013-04-192013-05-17116.1016.100.00%market122.22%17.97%8.05%9.92%
ALGN2013-04-182013-04-192013-05-17129.5629.560.00%market13.04%27.07%8.05%19.01%
AMD2013-04-182013-04-192013-05-1712.442.440.00%market23.53%66.70%8.05%58.65%
CE2013-04-182013-04-192013-05-17148.1848.180.00%market44.30%2.49%8.05%-5.56%
CMG2013-04-182013-04-192013-05-1716.906.900.00%market10.11%8.60%8.05%0.54%
COF2013-04-182013-04-192013-05-17154.9754.970.00%market11.87%10.56%8.05%2.51%
FITB2013-04-182013-04-192013-05-17116.0316.030.00%market17.95%13.75%8.05%5.70%
IIIN2013-04-182013-04-192013-05-17115.5015.500.00%market66.67%19.45%8.05%11.40%
ISRG2013-04-182013-04-192013-05-17152.1152.110.00%market15.91%3.10%8.05%-4.95%
LSCC2013-04-182013-04-192013-05-1715.155.150.00%market42.86%-2.43%8.05%-10.48%
NOK2013-04-182013-04-192013-05-1713.093.090.00%market20.00%20.61%8.05%12.56%
POOL2013-04-182013-04-192013-05-17147.8747.870.00%market40.00%10.64%8.05%2.59%
RMBS2013-04-182013-04-192013-05-1716.466.460.00%market157.14%23.27%8.05%15.22%
SBSI2013-04-182013-04-192013-05-17117.7117.710.00%market35.48%9.89%8.05%1.84%
TSM2013-04-182013-04-192013-05-17118.6118.610.00%market23.81%4.74%8.05%-3.32%
WAL2013-04-182013-04-192013-05-17113.6513.650.00%market19.05%9.06%8.05%1.01%
WSO2013-04-182013-04-192013-05-17180.4780.470.00%market18.18%9.79%8.05%1.74%
AMX2013-04-192013-04-222013-05-20320.2020.200.00%market36.59%2.08%7.16%-5.08%
HLX2013-04-212013-04-222013-05-20121.2121.210.00%market38.89%21.73%7.16%14.57%
HON2013-04-192013-04-222013-05-20370.7370.730.00%market112.28%8.30%7.16%1.14%
KMB2013-04-192013-04-222013-05-203100.86100.860.00%market10.45%-2.34%7.16%-9.50%
MAN2013-04-192013-04-222013-05-20353.9353.930.00%market40.00%7.04%7.16%-0.12%
UAA2013-04-192013-04-222013-05-20313.9613.960.00%market100.00%11.11%7.16%3.96%
BCC2013-04-222013-04-232013-05-21132.3732.370.00%market146.15%-8.90%6.51%-15.42%
CB2013-04-222013-04-232013-05-21190.4790.470.00%market11.86%-0.61%6.51%-7.12%
EBF2013-04-222013-04-232013-05-21115.1715.170.00%market17.39%9.33%6.51%2.81%
FIBK2013-04-222013-04-232013-05-21118.4418.440.00%market27.78%12.81%6.51%6.30%
HAL2013-04-222013-04-232013-05-21139.4539.450.00%market17.54%13.54%6.51%7.03%
HAS2013-04-222013-04-232013-05-21147.0047.000.00%market36.35%3.01%6.51%-3.51%
ICUI2013-04-222013-04-232013-05-21161.1061.100.00%market31.82%12.08%6.51%5.57%
ILMN2013-04-222013-04-232013-05-21158.3158.310.00%market21.05%20.87%6.51%14.36%
LII2013-04-222013-04-232013-05-21162.4262.420.00%market22.22%4.16%6.51%-2.35%
NFLX2013-04-222013-04-232013-05-2113.083.080.00%market59.55%9.96%6.51%3.45%
NXPI2013-04-222013-04-232013-05-21126.4526.450.00%market46.94%13.32%6.51%6.81%
PKG2013-04-222013-04-232013-05-21144.1644.160.00%market10.71%14.01%6.51%7.50%
QCRH2013-04-222013-04-232013-05-21116.2016.200.00%market19.51%-7.45%6.51%-13.96%
ZION2013-04-222013-04-232013-05-21123.9623.960.00%market30.77%14.97%6.51%8.46%
AOS2013-04-232013-04-242013-05-22118.6518.650.00%market26.32%3.92%5.13%-1.21%
CNC2013-04-232013-04-242013-05-22111.8111.810.00%market22.22%7.60%5.13%2.47%
DAL2013-04-232013-04-242013-05-22116.6216.620.00%market42.86%9.29%5.13%4.15%
ENTG2013-04-232013-04-242013-05-2219.599.590.00%market30.00%2.82%5.13%-2.31%
KALU2013-04-232013-04-242013-05-22159.3859.380.00%market22.62%9.47%5.13%4.33%
LECO2013-04-232013-04-242013-05-22152.8652.860.00%market16.46%11.10%5.13%5.97%
LMT2013-04-232013-04-242013-05-22197.6397.630.00%market14.22%8.98%5.13%3.84%
MANH2013-04-232013-04-242013-05-22117.1917.190.00%market11.76%6.66%5.13%1.53%
NBR2013-04-232013-04-242013-05-221749.50749.500.00%market5792.86%11.77%5.13%6.64%
OII2013-04-232013-04-242013-05-22165.0065.000.00%market15.00%14.22%5.13%9.09%
OVV2013-04-232013-04-242013-05-22192.4592.450.00%market215.79%4.33%5.13%-0.80%
RF2013-04-232013-04-242013-05-2218.028.020.00%market15.00%12.37%5.13%7.24%
SMCI2013-04-232013-04-242013-05-2211.001.000.00%market15.01%2.90%5.13%-2.23%
TAL2013-04-232013-04-242013-05-2211.581.580.00%market15.81%7.49%5.13%2.36%
TECK2013-04-232013-04-242013-05-22125.2825.280.00%market51.35%12.12%5.13%6.99%
TRMK2013-04-232013-04-242013-05-22124.2124.210.00%market12.20%7.05%5.13%1.91%
TRV2013-04-232013-04-242013-05-22186.3686.360.00%market14.36%-3.10%5.13%-8.23%
UMBF2013-04-232013-04-242013-05-22149.2449.240.00%market35.94%6.13%5.13%1.00%
USNA2013-04-232013-04-242013-05-22124.8524.850.00%market10.34%37.03%5.13%31.90%
YUM2013-04-232013-04-242013-05-22149.1849.180.00%market16.67%1.99%5.13%-3.14%
ABG2013-04-242013-04-252013-05-23139.6039.600.00%market14.93%3.84%4.49%-0.65%
ALGT2013-04-242013-04-252013-05-23192.6792.670.00%market11.49%-0.15%4.49%-4.64%
ASH2013-04-242013-04-252013-05-23142.0742.070.00%market14.10%3.51%4.49%-0.98%
BA2013-04-242013-04-252013-05-23191.3591.350.00%market16.89%9.10%4.49%4.61%
BYD2013-04-242013-04-252013-05-23110.8910.890.00%market114.29%16.98%4.49%12.49%
CAKE2013-04-242013-04-252013-05-23139.8839.880.00%market11.90%1.23%4.49%-3.26%
CCI2013-04-242013-04-252013-05-23175.2675.260.00%market57.04%-2.60%4.49%-7.09%
CDNS2013-04-242013-04-252013-05-23112.8612.860.00%market10.53%14.29%4.49%9.80%
CLF2013-04-242013-04-252013-05-23119.7119.710.00%market76.47%4.52%4.49%0.03%
CMRE2013-04-242013-04-252013-05-23111.6811.680.00%market20.83%5.21%4.49%0.72%
EDU2013-04-242013-04-252013-05-23118.9018.900.00%market50.00%6.62%4.49%2.13%
EFOR2013-04-242013-04-252013-05-23125.9425.940.00%market100.00%3.02%4.49%-1.47%
ELV2013-04-242013-04-252013-05-23173.6573.650.00%market23.53%5.78%4.49%1.29%
ERIC2013-04-242013-04-252013-05-23112.1612.160.00%market50.00%-3.88%4.49%-8.37%
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GGG2013-04-242013-04-252013-05-23119.3319.330.00%market16.67%5.23%4.49%0.74%
GLW2013-04-242013-04-252013-05-23113.9213.920.00%market25.00%13.05%4.49%8.56%
KDP2013-04-242013-04-252013-05-2317.777.770.00%market15.22%-1.39%4.49%-5.88%
AGI2013-04-252013-04-262013-05-24113.7013.700.00%market23.81%-1.12%4.41%-5.53%
ALK2013-04-252013-04-262013-05-24130.2130.210.00%market10.71%-3.06%4.41%-7.47%
ARLP2013-04-262013-04-292013-05-28334.8434.840.00%market42.03%10.06%4.81%5.25%
CPF2013-04-262013-04-292013-05-28316.7016.700.00%market95.24%11.88%4.81%7.07%
ADUS2013-05-022013-05-032013-06-03112.7112.710.00%market42.86%40.81%1.99%38.82%
AIG2013-05-022013-05-032013-06-03143.6343.630.00%market54.02%2.47%1.99%0.47%
AMN2013-05-022013-05-032013-06-03113.5013.500.00%market23.08%-2.54%1.99%-4.54%
ALNY2013-05-062013-05-072013-06-05124.3124.310.00%market67.74%22.11%-0.53%22.64%
AFG2013-05-082013-05-092013-06-07148.9748.970.00%market10.84%-0.04%0.94%-0.98%
BANC2013-05-082013-05-092013-06-07112.2012.200.00%market94.48%10.15%0.94%9.21%
AWR2013-05-102013-05-132013-06-11326.9726.970.00%market34.62%-1.81%-0.06%-1.74%
DRH2013-05-102013-05-132013-06-1139.969.960.00%market55.56%-7.83%-0.06%-7.77%
CPA2013-05-132013-05-142013-06-121137.36137.360.00%market21.74%-1.79%-1.17%-0.62%
CYD2013-05-132013-05-142013-06-12116.3716.370.00%market29.82%8.57%-1.17%9.75%
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PLUG2013-05-142013-05-152013-06-1310.240.240.00%market12.50%89.33%-0.45%89.78%
VIPS2013-05-142013-05-152013-06-1313.743.740.00%market240.14%-10.26%-0.45%-9.81%
DDS2013-05-152013-05-162013-06-14192.0092.000.00%market14.22%-8.99%-1.57%-7.42%
RAMP2013-05-152013-05-162013-06-14120.4920.490.00%market18.75%10.30%-1.57%11.86%
VEON2013-05-152013-05-162013-06-141273.50273.500.00%market18.18%-6.50%-1.57%-4.93%
AMAT2013-05-162013-05-172013-06-17114.5614.560.00%market23.08%8.28%-0.91%9.19%
CAE2013-05-162013-05-172013-06-17110.8110.810.00%market10.53%-4.45%-0.91%-3.54%
CIG2013-05-162013-05-172013-06-1716.416.410.00%market111.11%-13.20%-0.91%-12.29%
IMOS2013-05-162013-05-172013-06-17117.0917.090.00%market225.00%10.26%-0.91%11.17%
KSS2013-05-162013-05-172013-06-17151.7951.790.00%market17.86%1.75%-0.91%2.66%
VSAT2013-05-162013-05-172013-06-17161.4561.450.00%market733.33%16.29%-0.91%17.20%
CPB2013-05-202013-05-212013-06-19145.8645.860.00%market10.71%-2.54%-2.17%-0.37%
RYAAY2013-05-202013-05-212013-06-19119.4919.490.00%market20.00%4.93%-2.17%7.10%
URBN2013-05-202013-05-212013-06-19143.6543.650.00%market10.34%-8.69%-2.17%-6.52%
BBY2013-05-212013-05-222013-06-20125.6425.640.00%market28.00%3.61%-4.74%8.35%
DY2013-05-212013-05-222013-06-20123.6523.650.00%market23.53%-4.07%-4.74%0.67%
TDW2013-05-212013-05-222013-06-2011,896.131,896.130.00%market45.47%-4.18%-4.74%0.56%
REX2013-05-222013-05-232013-06-2114.054.050.00%market1476.58%33.48%-3.10%36.58%
WDAY2013-05-222013-05-232013-06-21165.8365.830.00%market16.67%-4.41%-3.10%-1.31%
GME2013-05-232013-05-242013-06-2418.808.800.00%market20.00%13.20%-4.51%17.70%
HASI2013-05-232013-05-242013-06-24112.0512.050.00%market727.40%-3.83%-4.51%0.67%
MRVL2013-05-232013-05-242013-06-24111.8511.850.00%market35.71%-7.19%-4.51%-2.68%
TTC2013-05-232013-05-242013-06-24124.0224.020.00%market13.79%-7.18%-4.51%-2.67%
VOYA2013-05-232013-05-242013-06-24126.5026.500.00%market186.90%-2.10%-4.51%2.41%
WSM2013-05-232013-05-242013-06-24128.0528.050.00%market11.11%-3.81%-4.51%0.70%
GWRE2013-05-282013-05-292013-06-26143.4043.400.00%market60.00%-1.28%-3.19%1.92%
SBLK2013-05-282013-05-292013-06-26129.3529.350.00%market666.67%-3.17%-3.19%0.03%
AVGO2013-05-292013-05-302013-06-2713.623.620.00%market20.00%2.94%-2.58%5.52%
CAL2013-05-292013-05-302013-06-27120.8920.890.00%market45.45%2.15%-2.58%4.73%
CPRI2013-05-292013-05-302013-06-27164.5464.540.00%market28.21%-5.15%-2.58%-2.57%
DBI2013-05-292013-05-302013-06-27136.0136.010.00%market11.11%3.18%-2.58%5.76%
MOV2013-05-292013-05-302013-06-27134.6834.680.00%market27.27%-2.84%-2.58%-0.26%
TLYS2013-05-292013-05-302013-06-27117.0017.000.00%market14.29%-6.69%-2.58%-4.11%
CRVL2013-05-302013-05-312013-06-2818.468.460.00%market300.00%15.27%-2.99%18.26%
FRO2013-05-302013-05-312013-06-2819.609.600.00%market62.03%-7.91%-2.99%-4.92%
GLNG2013-05-302013-05-312013-06-28134.0034.000.00%market51.43%-6.31%-2.99%-3.31%
PANW2013-05-302013-05-312013-06-2817.937.930.00%market14.94%-11.45%-2.99%-8.46%
GCO2013-05-312013-06-032013-07-01367.5167.510.00%market10.59%0.03%-1.51%1.54%
GHM2013-05-312013-06-032013-07-01327.7327.730.00%market32.26%14.51%-1.51%16.01%
LDOS2013-06-032013-06-042013-07-02139.5339.530.00%market13.73%-3.31%-1.96%-1.35%
AMBA2013-06-042013-06-052013-07-03117.3517.350.00%market40.00%-1.71%-1.11%-0.60%
HOV2013-06-052013-06-062013-07-051152.00152.000.00%market118.66%-11.78%1.13%-12.91%
UHAL2013-06-052013-06-062013-07-05117.7017.700.00%market35.71%-3.20%1.13%-4.33%
CIEN2013-06-062013-06-072013-07-08119.1219.120.00%market309.00%4.92%0.06%4.86%
COO2013-06-062013-06-072013-07-08129.1529.150.00%market11.76%5.66%0.06%5.60%
SJM2013-06-062013-06-072013-07-08198.9898.980.00%market11.21%5.35%0.06%5.28%
THO2013-06-062013-06-072013-07-08143.2543.250.00%market10.23%17.47%0.06%17.41%
JKS2013-06-072013-06-102013-07-0939.179.170.00%market66.27%6.01%-0.11%6.12%
AGYS2013-06-122013-06-132013-07-12113.9113.910.00%market150.00%-16.78%3.62%-20.40%
FIVE2013-06-122013-06-132013-07-12136.4036.400.00%market36.35%7.65%3.62%4.03%
PVH2013-06-122013-06-132013-07-121121.48121.480.00%market39.42%7.88%3.62%4.27%
RH2013-06-132013-06-142013-07-15167.1767.170.00%market58.81%3.89%2.51%1.38%
MU2013-06-192013-06-202013-07-19113.4813.480.00%market72.34%1.75%4.52%-2.76%
MEI2013-06-202013-06-212013-07-22115.0315.030.00%market60.00%31.84%6.18%25.66%
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AVAV2013-06-252013-06-262013-07-25120.4520.450.00%market55.56%11.68%5.67%6.02%
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LLY2013-07-242013-07-252013-08-22152.4152.410.00%market16.00%-0.00%-1.28%1.28%
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MKTX2013-07-242013-07-252013-08-22154.1254.120.00%market13.33%-2.22%-1.28%-0.94%
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EBS2013-08-052013-08-062013-09-04118.1018.100.00%market38.10%1.83%-2.71%4.55%
AROC2013-08-062013-08-072013-09-05118.0018.000.00%market210.00%-5.71%-1.91%-3.80%
ATO2013-08-062013-08-072013-09-05143.7243.720.00%market13.51%-9.98%-1.91%-8.07%
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BLFS2013-08-122013-08-132013-09-1117.147.140.00%market59.68%50.88%-0.01%50.89%
NVGS2013-08-092013-08-142013-12-11516.0816.080.00%market208.33%46.60%5.42%41.18%
PTCT2013-08-132013-08-142013-09-12115.1815.180.00%market82.91%34.42%-0.34%34.76%
SBS2013-08-132013-08-142013-09-1211.911.910.00%market29.41%-0.62%-0.34%-0.28%
SUPN2013-08-132013-08-142013-09-1216.366.360.00%market14.93%3.36%-0.34%3.70%
AGRO2013-08-142013-08-152013-09-1317.007.000.00%market20.00%2.04%1.15%0.90%
AQN2013-08-142013-08-152013-09-1316.556.550.00%market60.00%-7.12%1.15%-8.27%
DE2013-08-142013-08-152013-09-13181.2381.230.00%market17.97%1.45%1.15%0.30%
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OSG2013-08-142013-08-152013-09-13124.6224.620.00%market5909.09%-18.78%1.15%-19.93%
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HTHT2013-08-152013-08-162013-09-1614.804.800.00%market40.00%-0.31%2.56%-2.87%
IMOS2013-08-152013-08-162013-09-16116.8616.860.00%market28.21%0.08%2.56%-2.48%
LITB2013-08-192013-08-202013-09-18169.4869.480.00%market66.67%7.67%4.85%2.82%
BBY2013-08-202013-08-212013-09-19134.6634.660.00%market166.67%12.71%4.63%8.08%
LZB2013-08-202013-08-212013-09-19121.2321.230.00%market20.00%10.50%4.63%5.87%
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NOAH2013-08-212013-08-222013-09-20118.3018.300.00%market16.00%-9.33%3.53%-12.86%
TOL2013-08-212013-08-222013-09-20131.7131.710.00%market40.74%4.06%3.53%0.53%
GME2013-08-222013-08-232013-09-23113.1513.150.00%market111.19%-5.42%2.03%-7.45%
MRVL2013-08-222013-08-232013-09-23112.6612.660.00%market21.05%-5.08%2.03%-7.11%
TTC2013-08-222013-08-232013-09-23126.2426.240.00%market21.43%3.29%2.03%1.26%
KNOP2013-08-262013-08-272013-09-25124.2624.260.00%market119.05%3.90%2.85%1.05%
AVGO2013-08-272013-08-282013-09-2613.893.890.00%market16.67%8.64%3.94%4.70%
CAL2013-08-272013-08-282013-09-26122.4022.400.00%market50.00%2.31%3.94%-1.63%
DBI2013-08-272013-08-282013-09-26143.5043.500.00%market22.50%-2.31%3.94%-6.25%
HEI2013-08-272013-08-282013-09-26124.9924.990.00%market15.79%13.27%3.94%9.33%
MOV2013-08-272013-08-282013-09-26142.1142.110.00%market37.50%4.03%3.94%0.09%
SBLK2013-08-272013-08-282013-09-26141.9541.950.00%market1275.00%18.49%3.94%14.56%
WDAY2013-08-272013-08-282013-09-26176.4276.420.00%market27.78%7.69%3.94%3.75%
CWST2013-08-282013-08-292013-09-2715.205.200.00%market83.33%11.05%3.28%7.78%
FRO2013-08-282013-08-292013-09-27112.8012.800.00%market27.42%2.24%3.28%-1.03%
SFL2013-08-282013-08-292013-09-27115.7515.750.00%market16.00%-2.83%3.28%-6.11%
TLYS2013-08-282013-08-292013-09-27114.5014.500.00%market15.38%0.80%3.28%-2.48%
CRM2013-08-292013-08-302013-09-30147.6747.670.00%market12.50%8.79%2.13%6.67%
GLNG2013-08-292013-08-302013-09-30138.4638.460.00%market221.74%-2.15%2.13%-4.28%
LRN2013-08-292013-08-302013-09-30135.6335.630.00%market140.00%-13.43%2.13%-15.56%
MEI2013-08-292013-08-302013-09-30124.0624.060.00%market71.43%16.28%2.13%14.15%
DOC2013-08-302013-09-032013-10-01441.0941.090.00%market1275.00%1.90%2.49%-0.59%
GWRE2013-09-032013-09-042013-10-02143.8543.850.00%market78.57%9.39%2.89%6.50%
CIEN2013-09-042013-09-052013-10-03123.5923.590.00%market35.29%9.01%1.07%7.95%
NX2013-09-042013-09-052013-10-03117.6217.620.00%market18.18%3.19%1.07%2.12%
REX2013-09-042013-09-052013-10-0315.155.150.00%market200.00%-5.34%1.07%-6.41%