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 18: 500 of 16,000)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
MOV2018-05-302018-05-312018-06-28149.3049.300.00%market236.36%-0.81%-0.46%-0.35%
NGL2018-05-302018-05-312018-06-28111.9011.900.00%market47.92%4.94%-0.46%5.40%
TLYS2018-05-302018-05-312018-06-28113.5013.500.00%market499.70%12.64%-0.46%13.10%
BURL2018-05-312018-06-012018-06-291147.24147.240.00%market15.60%2.13%-0.41%2.55%
CRVL2018-05-312018-06-012018-06-29116.8716.870.00%market433.33%6.60%-0.41%7.01%
FRO2018-05-312018-06-012018-06-2915.735.730.00%market52.94%1.82%-0.41%2.23%
GHM2018-05-312018-06-012018-06-29125.6425.640.00%market600.00%0.56%-0.41%0.98%
GME2018-05-312018-06-012018-06-2913.203.200.00%market11.11%13.65%-0.41%14.06%
JILL2018-05-312018-06-012018-06-29133.1733.170.00%market49.48%18.11%-0.41%18.52%
LULU2018-05-312018-06-012018-06-291113.95113.950.00%market19.57%9.47%-0.41%9.88%
PAM2018-05-312018-06-012018-06-29147.7347.730.00%market31.09%-25.16%-0.41%-24.74%
SFL2018-05-312018-06-012018-06-29114.4514.450.00%market19.05%3.36%-0.41%3.78%
WDAY2018-05-312018-06-012018-06-291125.83125.830.00%market26.92%-3.84%-0.41%-3.43%
ANF2018-06-012018-06-042018-07-02321.8521.850.00%market29.11%12.03%-0.97%13.00%
DELL2018-06-042018-06-052018-07-03123.9223.920.00%market33.04%11.15%-1.51%12.65%
HQY2018-06-042018-06-052018-07-03178.7478.740.00%market10.71%-2.39%-1.51%-0.88%
NX2018-06-042018-06-052018-07-03117.9017.900.00%market27.27%1.02%-1.51%2.53%
AMBA2018-06-052018-06-062018-07-05144.4544.450.00%market44.44%-12.27%-0.97%-11.30%
CNR2018-06-052018-06-062018-07-05147.4947.490.00%market38.89%-16.19%-0.97%-15.22%
GWRE2018-06-052018-06-062018-07-05191.7091.700.00%market725.08%-1.34%-0.97%-0.37%
JOYY2018-06-052018-06-062018-07-051111.11111.110.00%market10.26%-15.54%-0.97%-14.57%
KNOP2018-06-052018-06-062018-07-05121.3021.300.00%market70.91%4.83%-0.97%5.80%
OLLI2018-06-052018-06-062018-07-05171.6071.600.00%market10.81%1.65%-0.97%2.62%
SMMT2018-06-052018-06-062018-07-05113.3713.370.00%market27.63%-81.63%-0.97%-80.65%
OKTA2018-06-062018-06-072018-07-06157.4557.450.00%market43.75%-8.59%-0.91%-7.68%
SIG2018-06-062018-06-072018-07-06152.5252.520.00%market190.91%12.24%-0.91%13.15%
UNFI2018-06-062018-06-072018-07-06142.7142.710.00%market11.83%-0.12%-0.91%0.79%
ZS2018-06-062018-06-072018-07-06136.0036.000.00%market75.00%5.48%-0.91%6.39%
DOCU2018-06-072018-06-082018-07-09158.2558.250.00%market114.29%-5.08%0.38%-5.46%
HLNE2018-06-072018-06-082018-07-09149.0449.040.00%market41.46%1.86%0.38%1.48%
RH2018-06-112018-06-122018-07-111145.38145.380.00%market30.39%-8.77%-0.78%-7.99%
WLY2018-06-122018-06-132018-07-12170.7570.750.00%market18.99%-6.96%0.06%-7.02%
KFY2018-06-132018-06-142018-07-13163.8863.880.00%market12.33%1.45%0.21%1.24%
LZB2018-06-192018-06-202018-07-19131.0531.050.00%market12.50%4.25%1.35%2.90%
BNED2018-06-202018-06-212018-07-201725.00725.000.00%market2508.70%-26.03%1.35%-27.38%
WGO2018-06-202018-06-212018-07-20146.7546.750.00%market12.09%-10.90%1.35%-12.25%
KR2018-06-212018-06-222018-07-23128.8328.830.00%market15.87%-1.97%1.65%-3.62%
MEI2018-06-212018-06-222018-07-23142.1042.100.00%market32.43%-7.23%1.65%-8.87%
PKE2018-06-222018-06-252018-07-24323.2523.250.00%market41.67%-0.40%2.99%-3.39%
CCL2018-06-252018-06-262018-07-25158.5458.540.00%market13.33%-1.42%4.55%-5.97%
EBF2018-06-252018-06-262018-07-25120.1020.100.00%market28.57%10.85%4.55%6.29%
AVAV2018-06-262018-06-272018-07-26156.0056.000.00%market42.59%34.19%4.07%30.12%
DAC2018-06-262018-06-272018-07-26130.1030.100.00%market38.89%-21.03%4.07%-25.10%
LEN2018-06-262018-06-272018-07-26152.2052.200.00%market251.11%0.53%4.07%-3.54%
CAG2018-06-272018-06-282018-07-27135.3835.380.00%market16.28%5.30%4.50%0.79%
FC2018-06-272018-06-282018-07-27127.8027.800.00%market21.74%-10.53%4.50%-15.04%
PRGS2018-06-272018-06-282018-07-27137.0737.070.00%market11.11%2.98%4.50%-1.53%
KBH2018-06-282018-06-292018-07-30127.4227.420.00%market18.75%-14.83%2.88%-17.71%
LNN2018-06-282018-06-292018-07-30198.4798.470.00%market19.42%-7.82%2.88%-10.70%
MKC2018-06-282018-06-292018-07-30157.5557.550.00%market10.87%1.27%2.88%-1.60%
GBX2018-06-292018-07-022018-07-31352.4052.400.00%market14.04%8.01%4.39%3.62%
MLKN2018-07-022018-07-032018-08-01138.2538.250.00%market13.79%-0.88%2.93%-3.81%
AZZ2018-07-032018-07-052018-08-02248.8548.850.00%market22.45%10.54%3.76%6.79%
TV2018-07-092018-07-102018-08-07120.0020.000.00%market153.33%-0.30%2.58%-2.88%
SAR2018-07-102018-07-112018-08-08124.6024.600.00%market10.91%-1.93%3.00%-4.93%
FAST2018-07-112018-07-122018-08-09113.6613.660.00%market11.76%5.17%2.44%2.73%
CBSH2018-07-122018-07-132018-08-10146.0946.090.00%market12.86%1.85%1.43%0.42%
BAC2018-07-162018-07-172018-08-14129.8929.890.00%market12.28%2.91%1.95%0.96%
NFLX2018-07-162018-07-172018-08-14134.7034.700.00%market12.50%-2.84%1.95%-4.79%
CSX2018-07-172018-07-182018-08-15122.2222.220.00%market17.24%9.67%0.43%9.23%
FULT2018-07-172018-07-182018-08-15116.8016.800.00%market42.86%5.26%0.43%4.82%
GS2018-07-172018-07-182018-08-151232.34232.340.00%market28.33%-1.43%0.43%-1.86%
NEOG2018-07-172018-07-182018-08-15142.1042.100.00%market13.33%-1.43%0.43%-1.87%
NIC2018-07-172018-07-182018-08-15155.5755.570.00%market12.64%-1.14%0.43%-1.58%
PLD2018-07-172018-07-182018-08-15162.9062.900.00%market63.16%2.46%0.43%2.02%
AA2018-07-182018-07-192018-08-16145.7545.750.00%market14.29%-9.50%1.34%-10.84%
ASML2018-07-182018-07-192018-08-161215.75215.750.00%market15.15%-8.39%1.34%-9.73%
GWW2018-07-182018-07-192018-08-161341.63341.630.00%market17.47%5.26%1.34%3.92%
KMI2018-07-182018-07-192018-08-16117.9917.990.00%market10.53%-1.04%1.34%-2.38%
MS2018-07-182018-07-192018-08-16150.5050.500.00%market12.61%-4.46%1.34%-5.79%
MTG2018-07-182018-07-192018-08-16112.4112.410.00%market36.11%1.11%1.34%-0.23%
PTC2018-07-182018-07-192018-08-16195.6095.600.00%market12.50%-3.96%1.34%-5.30%
TXT2018-07-182018-07-192018-08-16166.3366.330.00%market24.29%-0.30%1.34%-1.63%
URI2018-07-182018-07-192018-08-161150.07150.070.00%market11.59%-0.82%1.34%-2.16%
AEHR2018-07-192018-07-202018-08-1712.692.690.00%market100.00%-10.88%1.89%-12.77%
BX2018-07-192018-07-202018-08-17135.7735.770.00%market20.00%1.10%1.89%-0.79%
CE2018-07-192018-07-202018-08-171114.50114.500.00%market17.89%0.94%1.89%-0.95%
CHCO2018-07-192018-07-202018-08-17177.5077.500.00%market19.47%5.20%1.89%3.31%
COF2018-07-192018-07-202018-08-17198.3698.360.00%market20.15%0.72%1.89%-1.17%
FFBC2018-07-192018-07-202018-08-17131.0031.000.00%market11.76%2.32%1.89%0.43%
FITB2018-07-192018-07-202018-08-17128.4628.460.00%market10.53%4.22%1.89%2.33%
GATX2018-07-192018-07-202018-08-17185.7585.750.00%market26.09%-3.30%1.89%-5.19%
IIIN2018-07-192018-07-202018-08-17140.0840.080.00%market28.85%1.15%1.89%-0.74%
ISRG2018-07-192018-07-202018-08-171178.72178.720.00%market10.84%-2.20%1.89%-4.09%
NWE2018-07-192018-07-202018-08-17158.1758.170.00%market26.00%6.30%1.89%4.40%
PM2018-07-192018-07-202018-08-17180.1080.100.00%market14.63%6.08%1.89%4.19%
WFG2018-07-192018-07-202018-08-17164.5264.520.00%market50.43%8.73%1.89%6.84%
HDB2018-07-212018-07-232018-08-20227.7527.750.00%market3250.97%-9.36%2.23%-11.59%
OFG2018-07-202018-07-232018-08-20316.2016.200.00%market16.67%1.75%2.23%-0.47%
RBCAA2018-07-202018-07-232018-08-20349.1749.170.00%market27.59%1.34%2.23%-0.88%
SWK2018-07-202018-07-232018-08-203143.50143.500.00%market26.60%-0.91%2.23%-3.13%
VFC2018-07-202018-07-232018-08-20387.8787.870.00%market30.30%-0.63%2.23%-2.86%
VLRS2018-07-202018-07-232018-08-2036.616.610.00%market113.33%7.01%2.23%4.78%
ASR2018-07-232018-07-242018-08-211176.34176.340.00%market26.03%0.84%1.61%-0.77%
BPOP2018-07-232018-07-242018-08-21151.4051.400.00%market21.65%1.36%1.61%-0.26%
CDNS2018-07-232018-07-242018-08-21145.8045.800.00%market12.50%-0.97%1.61%-2.59%
EFSC2018-07-232018-07-242018-08-21156.3556.350.00%market10.47%2.56%1.61%0.95%
GOOG2018-07-232018-07-242018-08-21163.1363.130.00%market23.69%-4.93%1.61%-6.55%
GOOGL2018-07-232018-07-242018-08-21163.5563.550.00%market25.53%-4.32%1.61%-5.93%
HAS2018-07-232018-07-242018-08-211105.19105.190.00%market65.52%-4.91%1.61%-6.53%
HLX2018-07-232018-07-242018-08-2119.509.500.00%market85.71%-4.73%1.61%-6.35%
HNI2018-07-232018-07-242018-08-21138.9838.980.00%market29.41%12.70%1.61%11.09%
MC2018-07-232018-07-242018-08-21165.4565.450.00%market41.82%-10.57%1.61%-12.18%
MCHB2018-07-232018-07-242018-08-21130.0030.000.00%market31.43%-0.27%1.61%-1.88%
ONB2018-07-232018-07-242018-08-21120.3020.300.00%market11.54%-0.10%1.61%-1.71%
VCYT2018-07-232018-07-242018-08-21111.0011.000.00%market33.33%7.17%1.61%5.56%
WERN2018-07-232018-07-242018-08-21142.4542.450.00%market22.00%-13.06%1.61%-14.67%
ATI2018-07-242018-07-252018-08-22128.7428.740.00%market44.44%-8.00%1.72%-9.72%
BIIB2018-07-242018-07-252018-08-221374.10374.100.00%market11.11%-7.88%1.72%-9.60%
BXMT2018-07-242018-07-252018-08-22132.9032.900.00%market23.88%2.67%1.72%0.95%
CMRE2018-07-242018-07-252018-08-2215.535.530.00%market11.11%-3.72%1.72%-5.44%
CSGP2018-07-242018-07-252018-08-22142.8742.870.00%market30.77%0.39%1.72%-1.33%
CSL2018-07-242018-07-252018-08-221116.00116.000.00%market16.67%9.28%1.72%7.56%
CSTM2018-07-242018-07-252018-08-22112.5512.550.00%market50.00%-8.47%1.72%-10.19%
CVLT2018-07-242018-07-252018-08-22165.7565.750.00%market33.33%0.05%1.72%-1.67%
FBNC2018-07-242018-07-252018-08-22142.3542.350.00%market14.49%1.34%1.72%-0.38%
FCF2018-07-242018-07-252018-08-22116.7516.750.00%market32.00%2.83%1.72%1.10%
HUBB2018-07-242018-07-252018-08-221120.51120.510.00%market10.06%2.76%1.72%1.04%
KN2018-07-242018-07-252018-08-22116.3916.390.00%market28.57%6.86%1.72%5.14%
LLY2018-07-242018-07-252018-08-22193.1693.160.00%market14.50%12.64%1.72%10.92%
MANH2018-07-242018-07-252018-08-22149.6749.670.00%market14.63%11.25%1.72%9.53%
NBHC2018-07-242018-07-252018-08-22138.9538.950.00%market18.75%5.91%1.72%4.19%
PCAR2018-07-242018-07-252018-08-22141.3741.370.00%market11.58%9.11%1.72%7.39%
RNR2018-07-242018-07-252018-08-221130.09130.090.00%market77.89%0.55%1.72%-1.17%
RUSHA2018-07-242018-07-252018-08-22119.1619.160.00%market24.24%1.00%1.72%-0.72%
TER2018-07-242018-07-252018-08-22144.6144.610.00%market20.41%-10.59%1.72%-12.31%
USNA2018-07-242018-07-252018-08-221123.60123.600.00%market22.52%6.25%1.72%4.53%
WRB2018-07-242018-07-252018-08-22122.2222.220.00%market20.83%2.74%1.72%1.01%
AEP2018-07-252018-07-262018-08-23169.7869.780.00%market14.77%2.16%0.91%1.25%
ALGN2018-07-252018-07-262018-08-231377.61377.610.00%market19.27%-3.81%0.91%-4.73%
ALGT2018-07-252018-07-262018-08-231131.00131.000.00%market14.39%3.87%0.91%2.95%
ARR2018-07-252018-07-262018-08-231115.25115.250.00%market441.67%2.76%0.91%1.85%
AXTI2018-07-252018-07-262018-08-2318.158.150.00%market25.00%-10.22%0.91%-11.14%
BANR2018-07-252018-07-262018-08-23163.0763.070.00%market16.28%4.56%0.91%3.65%
BBD2018-07-252018-07-262018-08-2315.235.230.00%market25.00%-18.65%0.91%-19.56%
BSX2018-07-252018-07-262018-08-23134.5034.500.00%market20.59%-0.53%0.91%-1.45%
CDE2018-07-252018-07-262018-08-2317.997.990.00%market120.00%-32.77%0.91%-33.68%
CW2018-07-252018-07-262018-08-231128.70128.700.00%market40.63%2.56%0.91%1.64%
DLB2018-07-252018-07-262018-08-23166.4866.480.00%market13.04%5.19%0.91%4.28%
DTE2018-07-252018-07-262018-08-23192.7692.760.00%market20.35%2.11%0.91%1.20%
EHC2018-07-252018-07-262018-08-23158.8358.830.00%market17.86%10.22%0.91%9.30%
EIG2018-07-252018-07-262018-08-23143.0043.000.00%market54.10%2.69%0.91%1.78%
ETD2018-07-252018-07-262018-08-23123.3523.350.00%market10.26%-2.24%0.91%-3.16%
ACRE2018-07-262018-07-272018-08-24114.1014.100.00%market12.90%1.81%1.34%0.48%
ALKS2018-07-262018-07-272018-08-24144.6844.680.00%market190.00%0.28%1.34%-1.06%
ALLY2018-07-262018-07-272018-08-24127.6227.620.00%market16.90%-1.55%1.34%-2.89%
ALV2018-07-272018-07-302018-08-273102.05102.050.00%market18.09%-10.43%2.94%-13.37%
BGSF2018-07-272018-07-302018-08-27324.6924.690.00%market80.00%11.85%2.94%8.91%
DLNG2018-07-272018-07-302018-08-2737.787.780.00%market700.00%14.04%2.94%11.10%
AER2018-07-302018-07-312018-08-28154.9954.990.00%market15.65%3.92%3.24%0.67%
AAT2018-07-312018-08-012018-08-29138.4338.430.00%market13.73%2.16%3.52%-1.36%
ACR2018-08-012018-08-022018-08-30128.3028.300.00%market87.50%13.04%3.90%9.13%
AIN2018-08-062018-08-072018-09-05171.1071.100.00%market51.85%8.69%1.28%7.41%
AAOI2018-08-072018-08-082018-09-06146.0046.000.00%market45.45%-30.01%0.97%-30.98%
ADEA2018-08-082018-08-092018-09-0714.554.550.00%market22.22%-8.45%0.72%-9.18%
AQN2018-08-092018-08-102018-09-10110.2110.210.00%market22.22%2.05%1.64%0.41%
COGT2018-08-132018-08-142018-09-12163.3263.320.00%market10.14%-27.90%2.19%-30.09%
JOYY2018-08-132018-08-142018-09-12180.8080.800.00%market12.15%-11.72%2.19%-13.91%
ECC2018-08-142018-08-152018-09-13118.3018.300.00%market12.12%-1.36%2.99%-4.35%
ESTA2018-08-142018-08-152018-09-13125.5125.510.00%market30.00%3.00%2.99%0.00%
EYE2018-08-142018-08-152018-09-13143.8343.830.00%market10.53%2.32%2.99%-0.67%
VIAV2018-08-142018-08-152018-09-13110.5510.550.00%market27.27%7.01%2.99%4.02%
WPM2018-08-142018-08-152018-09-13119.5319.530.00%market14.29%-19.20%2.99%-22.19%
CACI2018-08-152018-08-162018-09-141183.00183.000.00%market14.53%6.92%2.64%4.28%
M2018-08-152018-08-162018-09-14135.5235.520.00%market37.25%2.01%2.64%-0.63%
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CPF2018-10-242018-10-252018-11-23124.3124.310.00%market10.64%13.35%-1.54%14.90%
CVI2018-10-242018-10-252018-11-23130.1130.110.00%market13.10%-4.68%-1.54%-3.14%
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OMAB2018-10-242018-10-252018-11-23149.1149.110.00%market11.43%-27.14%-1.54%-25.60%
PLXS2018-10-242018-10-252018-11-23157.7157.710.00%market10.34%1.89%-1.54%3.44%
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SIRI2018-10-242018-10-252018-11-23157.4057.400.00%market16.67%5.47%-1.54%7.02%
SITC2018-10-242018-10-252018-11-23148.3248.320.00%market10.00%-6.64%-1.54%-5.10%
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TNC2018-10-242018-10-252018-11-23162.2262.220.00%market38.46%-4.89%-1.54%-3.34%
TSLA2018-10-242018-10-252018-11-23121.1521.150.00%market530.39%2.60%-1.54%4.14%
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WHR2018-10-242018-10-252018-11-231109.83109.830.00%market23.64%10.11%-1.54%11.65%
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ARGX2018-10-252018-10-262018-11-26172.6672.660.00%market13.56%30.70%0.59%30.11%
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AXTA2018-10-252018-10-262018-11-26124.4724.470.00%market10.34%0.59%0.59%0.00%
BMY2018-10-252018-10-262018-11-26149.2149.210.00%market19.78%7.05%0.59%6.46%
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CENX2018-10-252018-10-262018-11-2619.019.010.00%market1900.00%1.56%0.59%0.97%
CINF2018-10-252018-10-262018-11-26174.0174.010.00%market12.00%7.94%0.59%7.35%
CMC2018-10-252018-10-262018-11-26118.4518.450.00%market21.43%2.61%0.59%2.02%
CNOB2018-10-252018-10-262018-11-26119.9919.990.00%market10.71%0.10%0.59%-0.49%
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CHTR2018-10-262018-10-292018-11-273299.13299.130.00%market102.88%6.09%-0.15%6.24%
ACLS2018-11-012018-11-022018-12-03116.1116.110.00%market44.44%24.61%1.66%22.95%
AAOI2018-11-072018-11-082018-12-10118.0018.000.00%market840.86%9.57%-5.73%15.29%
CEPU2018-11-122018-11-132018-12-1319.369.360.00%market116.36%-0.10%-2.83%2.73%
BZH2018-11-132018-11-142018-12-14111.0211.020.00%market22.34%-4.27%-4.99%0.72%
CELC2018-11-132018-11-142018-12-14128.7628.760.00%market16.67%-22.42%-4.99%-17.43%
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JD2018-11-192018-11-202018-12-20120.4820.480.00%market50.00%-2.88%-6.85%3.97%
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CPB2018-11-202018-11-212018-12-21140.4340.430.00%market12.86%-11.68%-9.46%-2.21%
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CANG2018-11-222018-11-232018-12-24144.9044.900.00%market33.33%-15.47%-10.96%-4.51%
BBAR2018-11-232018-11-262018-12-26312.1112.110.00%market53.33%-13.23%-7.37%-5.86%
DSX2018-11-262018-11-272018-12-2713.293.290.00%market225.00%-3.75%-6.86%3.11%
JKS2018-11-262018-11-272018-12-27110.4510.450.00%market24.59%-4.88%-6.86%1.97%
KNOP2018-11-262018-11-272018-12-27120.1120.110.00%market18.52%-12.58%-6.86%-5.72%
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CENT2018-11-272018-11-282018-12-28125.5325.530.00%market14.29%4.80%-8.10%12.90%
CRM2018-11-272018-11-282018-12-281138.48138.480.00%market22.00%-2.84%-8.10%5.26%
NTNX2018-11-272018-11-282018-12-28144.9044.900.00%market51.85%-10.41%-8.10%-2.31%
OOMA2018-11-272018-11-282018-12-28115.2515.250.00%market50.00%-9.80%-8.10%-1.70%
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ATKR2018-11-282018-11-292018-12-31120.9820.980.00%market11.27%-5.53%-8.69%3.16%
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DKS2018-11-282018-11-292018-12-31136.2636.260.00%market50.00%-14.05%-8.69%-5.36%
GGAL2018-11-282018-11-292018-12-31125.9625.960.00%market29.17%6.10%-8.69%14.79%
JILL2018-11-282018-11-292018-12-31125.1525.150.00%market63.04%-11.11%-8.69%-2.42%
REX2018-11-282018-11-292018-12-31110.8210.820.00%market85.96%4.80%-8.69%13.49%
VEEV2018-11-282018-11-292018-12-31197.5097.500.00%market18.42%-8.49%-8.69%0.20%
AMBA2018-11-292018-11-302019-01-02138.5038.500.00%market133.33%-6.52%-8.63%2.11%
ANF2018-11-292018-11-302019-01-02120.7320.730.00%market65.00%-0.53%-8.63%8.10%
AVAV2018-11-292018-11-302019-01-02189.7789.770.00%market81.25%-23.79%-8.63%-15.16%
DAVA2018-11-292018-11-302019-01-02124.8024.800.00%market57.14%-4.33%-8.63%4.30%
GME2018-11-292018-11-302019-01-0213.253.250.00%market21.43%0.52%-8.63%9.15%
PAGS2018-11-292018-11-302019-01-02122.4122.410.00%market20.00%-13.13%-8.63%-4.50%
PANW2018-11-292018-11-302019-01-02130.7430.740.00%market11.76%-0.78%-8.63%7.85%
WDAY2018-11-292018-11-302019-01-021155.15155.150.00%market106.67%2.86%-8.63%11.49%
RH2018-12-032018-12-042019-01-041145.45145.450.00%market36.22%-19.08%-9.33%-9.75%
BNED2018-12-042018-12-062019-01-072463.00463.000.00%market10313.22%-0.75%-4.34%3.59%
ESTC2018-12-042018-12-062019-01-07273.5273.520.00%market19.15%-0.67%-4.34%3.67%
FIVE2018-12-052018-12-062019-01-071105.38105.380.00%market26.32%9.58%-4.34%13.92%
GWRE2018-12-042018-12-062019-01-07279.8479.840.00%market80.00%3.43%-4.34%7.77%
HQY2018-12-042018-12-062019-01-07276.7876.780.00%market12.00%-30.43%-4.34%-26.09%
MDB2018-12-042018-12-062019-01-07283.0083.000.00%market25.00%3.15%-4.34%7.49%
OKTA2018-12-052018-12-062019-01-07160.1060.100.00%market63.64%10.17%-4.34%14.51%
TOL2018-12-042018-12-062019-01-07232.5032.500.00%market13.66%8.61%-4.34%12.95%
ZS2018-12-042018-12-062019-01-07238.3038.300.00%market120.00%13.63%-4.34%17.97%
AGX2018-12-062018-12-072019-01-08143.1843.180.00%market508.82%-8.55%-4.71%-3.84%
GCO2018-12-062018-12-072019-01-08144.3044.300.00%market10.47%12.97%-4.71%17.68%
HOV2018-12-062018-12-072019-01-08130.0030.000.00%market52.63%-31.01%-4.71%-26.30%
KR2018-12-062018-12-072019-01-08129.5229.520.00%market11.63%-3.69%-4.71%1.02%
MEI2018-12-062018-12-072019-01-08125.0025.000.00%market11.94%-1.86%-4.71%2.85%
SAIC2018-12-062018-12-072019-01-08170.3970.390.00%market15.38%-7.05%-4.71%-2.34%
SGU2018-12-062018-12-072019-01-0819.709.700.00%market64.91%-2.47%-4.71%2.24%
CASY2018-12-102018-12-112019-01-101116.79116.790.00%market11.80%11.47%-3.28%14.75%
ARWR2018-12-112018-12-122019-01-11113.5013.500.00%market29.41%10.05%-3.17%13.22%
DBI2018-12-112018-12-122019-01-11125.1825.180.00%market37.25%1.65%-3.17%4.82%
POWL2018-12-112018-12-122019-01-1118.498.490.00%market28.57%12.62%-3.17%15.80%
CIEN2018-12-132018-12-142019-01-15134.4534.450.00%market10.42%9.13%-0.99%10.12%
BB2018-12-202018-12-212019-01-2317.607.600.00%market105.90%1.48%6.76%-5.28%
CAG2018-12-202018-12-212019-01-23124.0124.010.00%market21.82%-10.68%6.76%-17.44%
EPAC2018-12-202018-12-212019-01-23120.3520.350.00%market12.50%7.52%6.76%0.76%
NKE2018-12-202018-12-212019-01-23173.2973.290.00%market13.04%9.74%6.76%2.98%
EBF2018-12-212018-12-242019-01-24318.7018.700.00%market11.11%6.05%10.25%-4.20%
PKE2019-01-032019-01-042019-02-04120.6620.660.00%market42.86%-12.49%9.84%-22.33%
LW2019-01-042019-01-072019-02-05375.5975.590.00%market14.29%-5.33%8.08%-13.40%
FC2019-01-092019-01-102019-02-08124.0124.010.00%market47.37%0.82%5.55%-4.73%
GBX2019-01-092019-01-102019-02-08138.8638.860.00%market14.89%4.38%5.55%-1.17%
PSMT2019-01-092019-01-102019-02-08164.1464.140.00%market32.69%-7.77%5.55%-13.32%
STZ2019-01-092019-01-102019-02-081156.50156.500.00%market16.18%11.86%5.55%6.32%
SNX2019-01-102019-01-112019-02-11146.7946.790.00%market12.31%5.26%5.02%0.24%
UAL2019-01-152019-01-162019-02-14186.8586.850.00%market29.57%1.40%5.19%-3.80%
AA2019-01-162019-01-172019-02-15128.2128.210.00%market106.25%0.11%6.68%-6.56%
BAC2019-01-162019-01-172019-02-15128.3428.340.00%market11.11%2.62%6.68%-4.06%
GS2019-01-162019-01-172019-02-151195.95195.950.00%market35.73%1.20%6.68%-5.48%
IIIN2019-01-172019-01-182019-02-19121.8021.800.00%market35.71%2.10%4.86%-2.76%
NFLX2019-01-172019-01-182019-02-19135.2035.200.00%market25.42%2.71%4.86%-2.14%
TEAM2019-01-172019-01-182019-02-191100.00100.000.00%market19.05%3.81%4.86%-1.05%
LOGI2019-01-212019-01-222019-02-20133.6233.620.00%market17.91%9.83%5.13%4.70%
VFC2019-01-182019-01-222019-02-20477.3777.370.00%market19.09%4.97%5.13%-0.17%
GATX2019-01-222019-01-232019-02-21171.3471.340.00%market15.07%7.90%5.08%2.82%
HAL2019-01-222019-01-232019-02-21131.3231.320.00%market10.81%0.09%5.08%-4.99%
PLD2019-01-222019-01-232019-02-21164.8864.880.00%market123.81%9.38%5.08%4.30%
CMRE2019-01-232019-01-242019-02-2213.673.670.00%market20.00%8.07%6.05%2.02%
CVLG2019-01-232019-01-242019-02-22112.2212.220.00%market21.05%0.72%6.05%-5.33%
HZO2019-01-232019-01-242019-02-22119.4119.410.00%market50.00%-2.37%6.05%-8.42%
LOB2019-01-232019-01-242019-02-22115.1215.120.00%market116.67%9.69%6.05%3.64%
PTC2019-01-232019-01-242019-02-22179.3179.310.00%market36.59%17.14%6.05%11.08%
RLI2019-01-232019-01-242019-02-22133.7333.730.00%market336.40%5.62%6.05%-0.43%
RTX2019-01-232019-01-242019-02-22169.4569.450.00%market27.45%8.41%6.05%2.36%
SLM2019-01-232019-01-242019-02-22110.1510.150.00%market22.22%11.82%6.05%5.77%
SYF2019-01-232019-01-242019-02-22129.7329.730.00%market17.20%7.13%6.05%1.08%
TDY2019-01-232019-01-242019-02-221221.59221.590.00%market12.39%6.20%6.05%0.15%
TER2019-01-232019-01-242019-02-22134.7034.700.00%market26.00%18.75%6.05%12.70%
BMY2019-01-242019-01-252019-02-25149.5749.570.00%market10.59%2.08%5.24%-3.16%
BY2019-01-242019-01-252019-02-25117.5117.510.00%market25.64%16.12%5.24%10.88%
FHB2019-01-242019-01-252019-02-25125.5525.550.00%market11.54%6.04%5.24%0.81%
GWW2019-01-242019-01-252019-02-251287.90287.900.00%market10.31%8.06%5.24%2.82%
JBLU2019-01-242019-01-252019-02-25118.2118.210.00%market19.05%-5.37%5.24%-10.61%
LUV2019-01-242019-01-252019-02-25155.0055.000.00%market10.38%-1.99%5.24%-7.23%
MMYT2019-01-242019-01-252019-02-25127.8027.800.00%market22.22%2.02%5.24%-3.21%
NSC2019-01-242019-01-252019-02-251161.00161.000.00%market12.23%12.58%5.24%7.34%
OSIS2019-01-242019-01-252019-02-25184.5084.500.00%market23.96%3.73%5.24%-1.50%
TAL2019-01-242019-01-252019-02-25130.0030.000.00%market140.00%18.33%5.24%13.10%
TXT2019-01-242019-01-252019-02-25152.6952.690.00%market17.35%4.34%5.24%-0.90%
MOG-A2019-01-252019-01-282019-02-26382.2882.280.00%market10.62%13.79%6.05%7.74%
NVR2019-01-252019-01-282019-02-2632,470.002,470.000.00%market15.59%6.50%6.05%0.45%
NBTB2019-01-282019-01-292019-02-27136.1636.160.00%market24.62%7.37%5.79%1.58%
SANM2019-01-282019-01-292019-02-27133.0033.000.00%market16.90%-3.07%5.79%-8.86%
WHR2019-01-282019-01-292019-02-271117.94117.940.00%market10.47%21.10%5.79%15.31%
WWD2019-01-282019-01-292019-02-27185.0085.000.00%market28.00%13.39%5.79%7.60%
CHRW2019-01-292019-01-302019-02-28187.5187.510.00%market10.74%3.18%5.12%-1.94%
CVLT2019-01-292019-01-302019-02-28164.6164.610.00%market28.57%4.20%5.12%-0.92%
DOV2019-01-292019-01-302019-02-28187.1187.110.00%market10.85%3.83%5.12%-1.30%
EXTR2019-01-292019-01-302019-02-2817.087.080.00%market30.00%16.00%5.12%10.88%
FBP2019-01-292019-01-302019-02-28110.5210.520.00%market25.00%9.31%5.12%4.19%
GPK2019-01-292019-01-302019-02-28112.3212.320.00%market21.05%-1.24%5.12%-6.36%
HCA2019-01-292019-01-302019-02-281138.23138.230.00%market15.89%0.49%5.12%-4.64%
HLI2019-01-292019-01-302019-02-28145.8145.810.00%market10.00%0.27%5.12%-4.85%
HP2019-01-292019-01-302019-02-28154.6754.670.00%market14.29%-0.96%5.12%-6.08%
MRCY2019-01-292019-01-302019-02-28155.8955.890.00%market11.90%13.55%5.12%8.43%
RNR2019-01-292019-01-302019-02-281135.50135.500.00%market101.04%8.42%5.12%3.30%
ROK2019-01-292019-01-302019-02-281173.79173.790.00%market11.62%2.64%5.12%-2.48%
TCBK2019-01-292019-01-302019-02-28136.0036.000.00%market10.14%11.62%5.12%6.50%
WRB2019-01-292019-01-302019-02-28122.3822.380.00%market17.39%10.67%5.12%5.55%
ADP2019-01-302019-01-312019-03-011138.83138.830.00%market13.56%10.76%4.83%5.93%
ALLY2019-01-302019-01-312019-03-01126.6526.650.00%market12.20%1.33%4.83%-3.50%
BA2019-01-302019-01-312019-03-011387.16387.160.00%market19.91%13.71%4.83%8.88%
BOKF2019-01-302019-01-312019-03-01184.3884.380.00%market17.19%7.48%4.83%2.66%
CACI2019-01-302019-01-312019-03-011167.63167.630.00%market18.86%9.85%4.83%5.02%
CPF2019-01-302019-01-312019-03-01129.2229.220.00%market10.20%-0.58%4.83%-5.41%
CRUS2019-01-302019-01-312019-03-01136.5536.550.00%market16.67%12.27%4.83%7.44%
DLB2019-01-302019-01-312019-03-01165.0065.000.00%market66.07%-0.15%4.83%-4.97%
ELV2019-01-302019-01-312019-03-011297.71297.710.00%market10.91%3.25%4.83%-1.58%
EVR2019-01-302019-01-312019-03-01190.8490.840.00%market80.28%2.94%4.83%-1.89%
EZPW2019-01-302019-01-312019-03-0119.939.930.00%market34.78%-0.10%4.83%-4.93%