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 20: 500 of 16,000)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
PDD2019-08-212019-08-222019-09-20129.6429.640.00%market84.00%14.88%1.72%13.16%
TGT2019-08-212019-08-222019-09-201105.39105.390.00%market12.35%1.11%1.72%-0.61%
CRM2019-08-222019-08-232019-09-231157.70157.700.00%market40.43%-2.03%2.51%-4.54%
INTU2019-08-222019-08-232019-09-231290.37290.370.00%market35.71%-7.46%2.51%-9.97%
TTC2019-08-222019-08-232019-09-23171.9671.960.00%market13.70%1.86%2.51%-0.65%
BKE2019-08-232019-08-262019-09-24318.2018.200.00%market13.33%9.41%2.99%6.41%
CAAP2019-08-232019-08-262019-09-2435.785.780.00%market410.00%-19.65%2.99%-22.64%
MOGU2019-08-262019-08-272019-09-25134.6834.680.00%market77.27%-7.02%2.79%-9.81%
HPE2019-08-272019-08-282019-09-26113.5013.500.00%market12.50%8.27%3.80%4.48%
JILL2019-08-272019-08-282019-09-2618.408.400.00%market44.44%11.80%3.80%8.01%
OOMA2019-08-272019-08-282019-09-26113.8013.800.00%market42.86%-24.45%3.80%-28.24%
VEEV2019-08-272019-08-282019-09-261167.61167.610.00%market12.24%-7.84%3.80%-11.64%
DY2019-08-282019-08-292019-09-27145.0545.050.00%market32.93%12.38%1.26%11.11%
ESTC2019-08-282019-08-292019-09-27187.9787.970.00%market23.81%-5.86%1.26%-7.12%
NTNX2019-08-282019-08-292019-09-27124.4024.400.00%market10.94%7.32%1.26%6.06%
OKTA2019-08-282019-08-292019-09-271130.75130.750.00%market50.00%-25.87%1.26%-27.13%
PVH2019-08-282019-08-292019-09-27177.5777.570.00%market11.70%12.98%1.26%11.72%
TLYS2019-08-282019-08-292019-09-2719.809.800.00%market55.00%-3.37%1.26%-4.63%
AMBA2019-08-292019-08-302019-09-30155.9455.940.00%market755.40%12.23%0.87%11.36%
BURL2019-08-292019-08-302019-09-301207.72207.720.00%market19.30%-3.90%0.87%-4.77%
DELL2019-08-292019-08-302019-09-30125.7625.760.00%market47.26%1.88%0.87%1.01%
DG2019-08-292019-08-302019-09-301156.62156.620.00%market10.83%1.38%0.87%0.51%
MESO2019-08-292019-08-302019-09-30110.1410.140.00%market12.50%36.59%0.87%35.72%
WDAY2019-08-292019-08-302019-09-301184.00184.000.00%market25.71%-7.73%0.87%-8.60%
HQY2019-09-032019-09-042019-10-02157.5757.570.00%market28.57%-8.39%-1.73%-6.65%
AEO2019-09-042019-09-052019-10-03114.5614.560.00%market21.88%5.46%-2.15%7.61%
AVAV2019-09-042019-09-052019-10-03157.2857.280.00%market105.56%-7.12%-2.15%-4.97%
DSGX2019-09-042019-09-052019-10-03136.2536.250.00%market25.00%7.79%-2.15%9.94%
DT2019-09-042019-09-052019-10-03122.3122.310.00%market53.85%-14.22%-2.15%-12.07%
CIEN2019-09-052019-09-062019-10-04139.7239.720.00%market22.41%-5.41%-1.28%-4.13%
GWRE2019-09-052019-09-062019-10-04194.8094.800.00%market12.00%11.80%-1.28%13.08%
NX2019-09-052019-09-062019-10-04118.2918.290.00%market13.89%0.17%-1.28%1.45%
PD2019-09-052019-09-062019-10-04133.9533.950.00%market30.00%-18.51%-1.28%-17.23%
SIG2019-09-052019-09-062019-10-04113.8213.820.00%market96.15%17.48%-1.28%18.76%
ZM2019-09-052019-09-062019-10-04192.0092.000.00%market495.24%-16.92%-1.28%-15.63%
BRC2019-09-062019-09-092019-10-07350.5550.550.00%market11.48%2.49%-2.03%4.52%
GCO2019-09-062019-09-092019-10-07336.9936.990.00%market2243.75%-0.18%-2.03%1.84%
AGX2019-09-092019-09-102019-10-08141.6141.610.00%market180.00%-8.75%-2.97%-5.78%
CASY2019-09-092019-09-102019-10-081164.77164.770.00%market13.79%-2.06%-2.97%0.91%
RH2019-09-102019-09-112019-10-091155.35155.350.00%market18.52%11.99%-2.41%14.40%
ZS2019-09-102019-09-112019-10-09148.3648.360.00%market370.75%-0.39%-2.41%2.02%
NKE2019-09-242019-09-252019-10-23191.7891.780.00%market22.86%0.49%1.32%-0.84%
SNX2019-09-242019-09-252019-10-23152.8852.880.00%market15.38%11.83%1.32%10.51%
DAVA2019-09-252019-09-262019-10-24139.0039.000.00%market18.18%4.46%0.92%3.54%
KBH2019-09-252019-09-262019-10-24133.0033.000.00%market10.61%11.42%0.92%10.49%
CAG2019-09-262019-09-272019-10-25131.0731.070.00%market10.26%-13.46%1.27%-14.72%
EPAC2019-09-262019-09-272019-10-25121.9421.940.00%market16.67%10.29%1.27%9.03%
MTN2019-09-262019-09-272019-10-251242.26242.260.00%market12.25%-2.67%1.27%-3.94%
MU2019-09-262019-09-272019-10-25145.9045.900.00%market14.29%4.54%1.27%3.27%
THO2019-09-302019-10-012019-10-29156.2556.250.00%market18.88%18.48%1.84%16.64%
MKC2019-10-012019-10-022019-10-30182.8382.830.00%market14.06%-1.67%4.34%-6.01%
MKC-V2019-10-012019-10-022019-10-30182.5082.500.00%market13.18%-1.93%4.34%-6.27%
BBBY2019-10-022019-10-032019-10-31110.3310.330.00%market30.77%1.84%5.39%-3.56%
LEN2019-10-022019-10-032019-10-31157.9757.970.00%market20.45%2.71%5.39%-2.68%
LEVI2019-10-082019-10-092019-11-06119.0219.020.00%market10.71%-9.93%5.62%-15.56%
SAR2019-10-092019-10-102019-11-07124.9624.960.00%market13.33%3.07%5.84%-2.77%
FAST2019-10-112019-10-142019-11-11317.6817.680.00%market11.76%4.09%4.20%-0.11%
NIC2019-10-152019-10-162019-11-13167.7567.750.00%market18.64%2.93%3.60%-0.67%
PLD2019-10-152019-10-162019-11-13189.1189.110.00%market47.92%-1.42%3.60%-5.02%
SCHW2019-10-152019-10-162019-11-13138.6838.680.00%market15.62%10.58%3.60%6.98%
BFC2019-10-162019-10-172019-11-14166.8566.850.00%market16.25%3.10%3.29%-0.19%
NFLX2019-10-162019-10-172019-11-14130.4530.450.00%market50.00%-4.99%3.29%-8.29%
RLI2019-10-162019-10-172019-11-14146.1846.180.00%market20.83%5.60%3.29%2.30%
TCBI2019-10-162019-10-172019-11-14159.7559.750.00%market12.58%-2.73%3.29%-6.02%
ISRG2019-10-172019-10-182019-11-151182.33182.330.00%market14.00%4.02%4.39%-0.36%
MS2019-10-172019-10-182019-11-15143.5343.530.00%market14.41%12.44%4.39%8.06%
TEAM2019-10-172019-10-182019-11-151121.12121.120.00%market16.67%1.23%4.39%-3.16%
TXT2019-10-172019-10-182019-11-15147.7547.750.00%market11.76%-1.55%4.39%-5.93%
RBCAA2019-10-182019-10-212019-11-18342.6542.650.00%market10.67%6.63%4.21%2.42%
EQBK2019-10-212019-10-222019-11-19129.0429.040.00%market10.00%-1.48%3.78%-5.25%
HLX2019-10-212019-10-222019-11-1919.229.220.00%market31.25%-11.16%3.78%-14.94%
MCHB2019-10-212019-10-222019-11-19135.4435.440.00%market73.33%-10.79%3.78%-14.57%
NWBI2019-10-212019-10-222019-11-19117.7417.740.00%market19.23%-5.62%3.78%-9.40%
ONB2019-10-212019-10-222019-11-19118.2418.240.00%market20.59%0.56%3.78%-3.22%
WFG2019-10-212019-10-222019-11-19141.0841.080.00%market48.84%9.69%3.78%5.91%
WSFS2019-10-212019-10-222019-11-19145.4945.490.00%market11.36%-3.51%3.78%-7.28%
BIIB2019-10-222019-10-232019-11-201285.24285.240.00%market10.88%-0.04%4.03%-4.07%
CALX2019-10-222019-10-232019-11-2017.477.470.00%market50.00%2.31%4.03%-1.72%
CMG2019-10-222019-10-232019-11-20116.2916.290.00%market33.33%-4.83%4.03%-8.86%
EQR2019-10-222019-10-232019-11-20188.3088.300.00%market91.89%-1.96%4.03%-5.99%
JBLU2019-10-222019-10-232019-11-20118.7618.760.00%market15.69%1.29%4.03%-2.74%
LMT2019-10-222019-10-232019-11-201373.78373.780.00%market12.75%4.96%4.03%0.93%
MANH2019-10-222019-10-232019-11-20180.4680.460.00%market41.67%-0.47%4.03%-4.50%
MLI2019-10-222019-10-232019-11-2017.557.550.00%market18.18%1.49%4.03%-2.54%
MTG2019-10-222019-10-232019-11-20114.1314.130.00%market14.29%-0.31%4.03%-4.34%
MTH2019-10-222019-10-232019-11-20135.7735.770.00%market20.00%-3.79%4.03%-7.82%
NUE2019-10-222019-10-232019-11-20153.1553.150.00%market12.50%1.69%4.03%-2.34%
PG2019-10-222019-10-232019-11-201121.99121.990.00%market10.48%0.15%4.03%-3.88%
SFNC2019-10-222019-10-232019-11-20124.3724.370.00%market31.25%2.65%4.03%-1.38%
SNAP2019-10-222019-10-232019-11-20113.9113.910.00%market20.00%9.96%4.03%5.93%
STC2019-10-222019-10-232019-11-20142.5542.550.00%market25.49%1.45%4.03%-2.58%
TER2019-10-222019-10-232019-11-20163.5563.550.00%market10.00%0.37%4.03%-3.66%
USNA2019-10-222019-10-232019-11-20174.5374.530.00%market26.74%-4.41%4.03%-8.44%
VCYT2019-10-222019-10-232019-11-20125.9025.900.00%market71.43%1.25%4.03%-2.78%
VIST2019-10-222019-10-232019-11-2014.964.960.00%market150.00%19.46%4.03%15.43%
WRB2019-10-222019-10-232019-11-20131.9131.910.00%market27.59%-2.98%4.03%-7.01%
AEM2019-10-232019-10-242019-11-21155.3855.380.00%market37.04%8.55%3.11%5.44%
ALGN2019-10-232019-10-242019-11-211237.30237.300.00%market12.28%14.58%3.11%11.47%
ALKS2019-10-232019-10-242019-11-21118.9618.960.00%market80.00%5.81%3.11%2.70%
ARR2019-10-232019-10-242019-11-21185.7585.750.00%market418.87%-1.09%3.11%-4.20%
BKU2019-10-232019-10-242019-11-21134.9034.900.00%market13.89%-1.05%3.11%-4.16%
BMRN2019-10-232019-10-242019-11-21171.0771.070.00%market26.47%8.34%3.11%5.23%
CLF2019-10-232019-10-242019-11-2116.836.830.00%market37.50%9.86%3.11%6.75%
CMRE2019-10-232019-10-242019-11-2115.575.570.00%market44.44%8.34%3.11%5.23%
CUBI2019-10-232019-10-242019-11-21122.5122.510.00%market11.27%5.99%3.11%2.88%
CVI2019-10-232019-10-242019-11-21136.0136.010.00%market34.62%-0.04%3.11%-3.16%
EIG2019-10-232019-10-242019-11-21143.6143.610.00%market31.34%-4.62%3.11%-7.73%
EW2019-10-232019-10-242019-11-21178.5178.510.00%market14.63%3.01%3.11%-0.10%
F2019-10-232019-10-242019-11-2118.878.870.00%market30.77%-1.90%3.11%-5.01%
IVZ2019-10-232019-10-242019-11-21117.3917.390.00%market22.81%-1.94%3.11%-5.05%
LMAT2019-10-232019-10-242019-11-21137.0137.010.00%market19.05%-5.53%3.11%-8.64%
MCB2019-10-232019-10-242019-11-21141.5041.500.00%market15.38%8.53%3.11%5.42%
MHO2019-10-232019-10-242019-11-21143.4643.460.00%market33.33%-1.14%3.11%-4.25%
MKSI2019-10-232019-10-242019-11-211104.67104.670.00%market30.23%-1.56%3.11%-4.67%
MSFT2019-10-232019-10-242019-11-211139.39139.390.00%market10.40%7.14%3.11%4.03%
MX2019-10-232019-10-242019-11-21112.8512.850.00%market81.48%-9.52%3.11%-12.63%
PTC2019-10-232019-10-242019-11-21177.0077.000.00%market42.22%-2.59%3.11%-5.70%
PYPL2019-10-232019-10-242019-11-211106.08106.080.00%market17.31%-3.42%3.11%-6.53%
RRC2019-10-232019-10-242019-11-2113.953.950.00%market22.22%-13.01%3.11%-16.12%
SLAB2019-10-232019-10-242019-11-211111.55111.550.00%market14.29%-7.71%3.11%-10.82%
SLM2019-10-232019-10-242019-11-2119.119.110.00%market16.00%-6.69%3.11%-9.80%
SYBT2019-10-232019-10-242019-11-21138.7538.750.00%market16.92%4.80%3.11%1.69%
TDY2019-10-232019-10-242019-11-211329.79329.790.00%market12.25%4.91%3.11%1.80%
TRN2019-10-232019-10-242019-11-21118.6118.610.00%market11.43%12.10%3.11%8.99%
TSLA2019-10-232019-10-242019-11-21119.8919.890.00%market542.74%18.85%3.11%15.74%
UFPI2019-10-232019-10-242019-11-21143.0043.000.00%market10.53%12.99%3.11%9.88%
UNF2019-10-232019-10-242019-11-211207.33207.330.00%market22.45%-0.77%3.11%-3.88%
AEP2019-10-242019-10-252019-11-22195.6995.690.00%market10.61%-4.44%3.74%-8.18%
ALGT2019-10-242019-10-252019-11-221165.00165.000.00%market23.85%2.46%3.74%-1.29%
ALLE2019-10-242019-10-252019-11-221114.05114.050.00%market11.36%4.28%3.74%0.54%
AXTA2019-10-242019-10-252019-11-22129.7129.710.00%market15.56%-5.86%3.74%-9.60%
BC2019-10-242019-10-252019-11-22158.4458.440.00%market11.11%-1.42%3.74%-5.16%
CINF2019-10-242019-10-252019-11-221116.00116.000.00%market21.35%-8.94%3.74%-12.68%
CLBK2019-10-242019-10-252019-11-2217.507.500.00%market44.44%-1.43%3.74%-5.18%
COF2019-10-242019-10-252019-11-22191.5091.500.00%market10.07%7.11%3.74%3.37%
COLB2019-10-242019-10-252019-11-22137.9537.950.00%market14.75%3.22%3.74%-0.52%
CRI2019-10-242019-10-252019-11-22197.9197.910.00%market10.65%3.57%3.74%-0.18%
DECK2019-10-242019-10-252019-11-22125.8625.860.00%market15.38%2.72%3.74%-1.02%
DOW2019-10-242019-10-252019-11-22149.7849.780.00%market26.39%8.78%3.74%5.04%
ENTG2019-10-242019-10-252019-11-22147.4047.400.00%market11.11%-2.08%3.74%-5.83%
EQNR2019-10-242019-10-252019-11-22118.9618.960.00%market13.79%1.17%3.74%-2.58%
FAF2019-10-242019-10-252019-11-22162.0762.070.00%market13.10%0.77%3.74%-2.97%
FCN2019-10-242019-10-252019-11-221112.76112.760.00%market68.04%-5.55%3.74%-9.29%
FET2019-10-242019-10-252019-11-22126.8026.800.00%market140.00%-15.03%3.74%-18.77%
FHI2019-10-242019-10-252019-11-22132.4032.400.00%market10.77%1.75%3.74%-1.99%
FIX2019-10-242019-10-252019-11-22148.7148.710.00%market15.29%3.37%3.74%-0.37%
FRME2019-10-242019-10-252019-11-22138.1638.160.00%market12.82%6.58%3.74%2.84%
GPI2019-10-242019-10-252019-11-221105.18105.180.00%market11.03%-3.24%3.74%-6.98%
ILMN2019-10-242019-10-252019-11-221290.43290.430.00%market37.86%5.51%3.74%1.77%
AKAM2019-10-282019-10-292019-11-26191.0091.000.00%market10.00%-2.64%3.66%-6.30%
AFG2019-10-292019-10-302019-11-271100.64100.640.00%market15.38%9.81%3.97%5.84%
AIN2019-10-292019-10-302019-11-27186.0086.000.00%market48.10%-2.33%3.97%-6.30%
ACA2019-10-302019-10-312019-11-29136.9036.900.00%market25.93%6.16%3.35%2.81%
ACAD2019-10-302019-10-312019-11-29142.7942.790.00%market29.27%5.74%3.35%2.40%
ALRM2019-11-052019-11-062019-12-05151.6551.650.00%market12.12%-17.66%1.63%-19.29%
AAOI2019-11-062019-11-072019-12-06110.4510.450.00%market37.50%-0.87%2.04%-2.91%
BMA2019-11-082019-11-112019-12-10323.7323.730.00%market74.63%13.98%1.99%11.99%
ADPT2019-11-122019-11-132019-12-12129.7429.740.00%market54.17%6.39%2.99%3.40%
AEIS2019-11-122019-11-132019-12-12165.4265.420.00%market45.95%6.15%2.99%3.16%
BATRK2019-11-122019-11-132019-12-12128.4528.450.00%market120.00%1.97%2.99%-1.02%
AGRO2019-11-132019-11-142019-12-1316.146.140.00%market2698.71%27.42%2.76%24.66%
ARCO2019-11-132019-11-142019-12-1317.747.740.00%market62.50%0.68%2.76%-2.09%
BZH2019-11-132019-11-142019-12-13113.7213.720.00%market14.81%12.44%2.76%9.67%
CAE2019-11-132019-11-142019-12-13126.8826.880.00%market10.53%-3.45%2.76%-6.21%
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DELL2019-11-262019-11-272019-12-27125.8625.860.00%market12.90%-0.22%2.62%-2.84%
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KEYS2019-11-262019-11-272019-12-271107.46107.460.00%market12.71%-4.04%2.62%-6.66%
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CRM2019-12-032019-12-042020-01-031160.38160.380.00%market13.64%3.51%3.77%-0.26%
HQY2019-12-032019-12-042020-01-03168.7268.720.00%market113.64%4.41%3.77%0.64%
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BNED2019-12-042019-12-052020-01-061393.00393.000.00%market8110.53%10.59%3.65%6.93%
CPB2019-12-042019-12-052020-01-06148.5148.510.00%market13.04%-0.10%3.65%-3.75%
ESTC2019-12-042019-12-052020-01-06166.5066.500.00%market31.25%1.87%3.65%-1.78%
GEF2019-12-042019-12-052020-01-06145.7045.700.00%market13.76%-5.85%3.65%-9.51%
PGNY2019-12-042019-12-052020-01-06127.6227.620.00%market57.89%1.17%3.65%-2.49%
POWL2019-12-042019-12-052020-01-06114.3314.330.00%market47.37%12.88%3.65%9.23%
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WLY2019-12-042019-12-052020-01-06148.2448.240.00%market28.79%-1.14%3.65%-4.79%
BF-B2019-12-052019-12-062020-01-07163.6863.680.00%market13.46%5.07%2.74%2.33%
DOCU2019-12-052019-12-062020-01-07174.9474.940.00%market253.93%0.30%2.74%-2.44%
EZPW2019-12-052019-12-062020-01-0715.805.800.00%market11.76%13.00%2.74%10.26%
GWRE2019-12-052019-12-062020-01-071117.21117.210.00%market289.22%-5.11%2.74%-7.85%
HOV2019-12-052019-12-062020-01-07125.3025.300.00%market64.41%-17.25%2.74%-20.00%
OKTA2019-12-052019-12-062020-01-071119.36119.360.00%market41.67%2.86%2.74%0.12%
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ZM2019-12-052019-12-062020-01-07164.2664.260.00%market220.74%11.79%2.74%9.05%
GCO2019-12-062019-12-092020-01-08349.8049.800.00%market23.15%-3.07%3.18%-6.26%
MTN2019-12-092019-12-102020-01-091235.00235.000.00%market11.41%7.59%4.09%3.50%
PHR2019-12-092019-12-102020-01-09130.1030.100.00%market30.00%-11.13%4.09%-15.22%
THO2019-12-092019-12-102020-01-09163.6163.610.00%market21.95%8.59%4.09%4.51%
LITB2019-12-102019-12-112020-01-1015.465.460.00%market633.33%18.58%3.72%14.86%
OXM2019-12-112019-12-122020-01-13172.6172.610.00%market25.00%1.17%4.30%-3.13%
MESO2019-12-162019-12-172020-01-16113.7413.740.00%market60.00%20.86%3.44%17.42%
CTAS2019-12-172019-12-182020-01-17165.7965.790.00%market11.76%7.91%3.73%4.18%
JBL2019-12-172019-12-182020-01-17143.0043.000.00%market11.70%0.41%3.73%-3.32%
WOR2019-12-172019-12-182020-01-17127.0127.010.00%market18.97%-7.54%3.73%-11.28%
CAG2019-12-192019-12-202020-01-22133.6733.670.00%market10.53%-4.20%3.40%-7.59%
EPAC2019-12-192019-12-202020-01-22127.0027.000.00%market33.33%-12.06%3.40%-15.46%
NKE2019-12-192019-12-202020-01-221101.00101.000.00%market20.69%3.36%3.40%-0.04%
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CCL2019-12-202019-12-232020-01-23350.3250.320.00%market24.00%-1.83%3.15%-4.98%
RTO2019-12-312020-01-022020-01-31229.9829.980.00%market20.83%4.34%-0.56%4.90%
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CMC2020-01-062020-01-072020-02-05121.9921.990.00%market35.19%-1.51%3.05%-4.56%
JEF2020-01-082020-01-092020-02-07120.4720.470.00%market31.91%7.57%1.85%5.72%
LEN2020-01-082020-01-092020-02-07158.1258.120.00%market12.11%18.60%1.85%16.75%
STZ2020-01-082020-01-092020-02-071191.90191.900.00%market16.94%4.30%1.85%2.45%
UNF2020-01-082020-01-092020-02-071216.12216.120.00%market25.37%-6.81%1.85%-8.67%
AEHR2020-01-092020-01-102020-02-1012.152.150.00%market100.00%-6.61%2.26%-8.87%
LNN2020-01-092020-01-102020-02-101105.41105.410.00%market54.00%1.18%2.26%-1.08%
SNX2020-01-092020-01-102020-02-10171.3171.310.00%market18.01%-1.43%2.26%-3.69%
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DAL2020-01-142020-01-152020-02-13161.5461.540.00%market21.43%-4.02%2.97%-6.98%
BAC2020-01-152020-01-162020-02-14134.9034.900.00%market10.29%-0.24%2.40%-2.64%
IIIN2020-01-162020-01-172020-02-18124.4324.430.00%market127.27%-10.33%1.52%-11.85%
MS2020-01-162020-01-172020-02-18156.2656.260.00%market30.00%-1.42%1.52%-2.93%
EDU2020-01-202020-01-212020-02-191131.29131.290.00%market71.43%7.87%2.25%5.63%
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STT2020-01-172020-01-212020-02-19481.7581.750.00%market17.16%-3.76%2.25%-6.01%
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NFLX2020-01-212020-01-222020-02-20133.2633.260.00%market160.00%15.96%1.42%14.54%
SFBS2020-01-212020-01-222020-02-20137.4637.460.00%market10.14%7.94%1.42%6.52%
ASML2020-01-222020-01-232020-02-211296.93296.930.00%market11.53%2.95%0.86%2.09%
PLD2020-01-222020-01-232020-02-21193.5493.540.00%market51.28%5.98%0.86%5.12%
PTC2020-01-222020-01-232020-02-21185.5185.510.00%market26.67%3.54%0.86%2.68%
RLI2020-01-222020-01-232020-02-21145.7545.750.00%market28.00%-0.52%0.86%-1.38%
SLM2020-01-222020-01-232020-02-21111.1511.150.00%market10.00%7.88%0.86%7.02%
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TDY2020-01-222020-01-232020-02-211370.53370.530.00%market11.68%3.98%0.86%3.12%
TER2020-01-222020-01-232020-02-21179.0579.050.00%market11.39%-16.61%0.86%-17.47%
BY2020-01-232020-01-242020-02-24120.6420.640.00%market10.53%-7.27%-3.01%-4.26%
EWBC2020-01-232020-01-242020-02-24151.3151.310.00%market10.34%-15.44%-3.01%-12.42%
FCX2020-01-232020-01-242020-02-24111.8711.870.00%market838.97%-5.41%-3.01%-2.39%
FOR2020-01-232020-01-242020-02-24122.9622.960.00%market169.23%-6.81%-3.01%-3.79%
GATX2020-01-232020-01-242020-02-24182.5582.550.00%market29.52%-7.82%-3.01%-4.80%
HZO2020-01-232020-01-242020-02-24122.1522.150.00%market485.71%-11.30%-3.01%-8.28%
INTC2020-01-232020-01-242020-02-24166.5766.570.00%market21.60%-7.33%-3.01%-4.31%
ORI2020-01-232020-01-242020-02-24122.7722.770.00%market20.51%-0.32%-3.01%2.69%
STM2020-01-232020-01-242020-02-24130.6830.680.00%market16.22%-7.73%-3.01%-4.71%
TEAM2020-01-232020-01-242020-02-241145.00145.000.00%market37.04%1.36%-3.01%4.37%
TOWN2020-01-232020-01-242020-02-24127.9927.990.00%market13.95%-4.64%-3.01%-1.62%
IBN2020-01-252020-01-272020-02-25214.8114.810.00%market11.11%-2.73%-3.21%0.48%
MOG-A2020-01-242020-01-272020-02-25388.7888.780.00%market19.01%-8.16%-3.21%-4.95%
ASH2020-01-272020-01-282020-02-26177.6477.640.00%market30.00%-2.35%-4.17%1.82%
DHI2020-01-272020-01-282020-02-26160.2860.280.00%market16.30%-6.25%-4.17%-2.08%
GGG2020-01-272020-01-282020-02-26154.9054.900.00%market23.08%-2.30%-4.17%1.87%
RDY2020-01-272020-01-282020-02-2618.778.770.00%market24.71%-1.81%-4.17%2.36%
SANM2020-01-272020-01-282020-02-26134.9634.960.00%market16.18%-22.38%-4.17%-18.21%
WHR2020-01-272020-01-282020-02-261151.00151.000.00%market14.99%-9.17%-4.17%-4.99%
AAPL2020-01-282020-01-292020-02-27181.1181.110.00%market10.62%-15.79%-9.40%-6.39%
AVNT2020-01-282020-01-292020-02-27135.8935.890.00%market13.33%-32.11%-9.40%-22.71%
CALX2020-01-282020-01-292020-02-2719.219.210.00%market12.50%-3.47%-9.40%5.93%
CMRE2020-01-282020-01-292020-02-2716.496.490.00%market14.29%-27.53%-9.40%-18.13%
EQR2020-01-282020-01-292020-02-27186.2086.200.00%market120.00%-9.08%-9.40%0.32%
LEA2020-01-282020-01-292020-02-271126.41126.410.00%market17.86%-12.75%-9.40%-3.35%
MKSI2020-01-282020-01-292020-02-271110.01110.010.00%market13.21%-11.12%-9.40%-1.72%
MRCY2020-01-282020-01-292020-02-27177.5877.580.00%market12.50%2.30%-9.40%11.70%
MSTR2020-01-282020-01-292020-02-27115.7015.700.00%market33.33%-13.35%-9.40%-3.95%
MTSI2020-01-282020-01-292020-02-27130.5330.530.00%market137.29%-21.03%-9.40%-11.63%
NUE2020-01-282020-01-292020-02-27149.2849.280.00%market52.94%-15.26%-9.40%-5.86%
UMBF2020-01-282020-01-292020-02-27167.9967.990.00%market15.38%-10.29%-9.40%-0.89%
ZWS2020-01-282020-01-292020-02-27116.8316.830.00%market14.29%-14.06%-9.40%-4.66%
ADM2020-01-292020-01-302020-02-28145.6245.620.00%market96.40%-17.57%-8.66%-8.91%
CACI2020-01-292020-01-302020-02-281280.54280.540.00%market11.47%-12.76%-8.66%-4.10%
CASH2020-01-292020-01-302020-02-28138.0038.000.00%market12.00%-13.65%-8.66%-4.99%
CLS2020-01-292020-01-302020-02-2819.189.180.00%market20.00%-31.25%-8.66%-22.59%
CMPR2020-01-292020-01-302020-02-281111.99111.990.00%market21.33%3.85%-8.66%12.51%
CRUS2020-01-292020-01-302020-02-28187.6887.680.00%market23.68%-21.82%-8.66%-13.15%
CVLT2020-01-292020-01-302020-02-28144.4044.400.00%market17.50%-6.18%-8.66%2.48%
DT2020-01-292020-01-302020-02-28131.0031.000.00%market66.67%4.09%-8.66%12.76%
EVR2020-01-292020-01-302020-02-28180.4380.430.00%market15.74%-17.27%-8.66%-8.61%
GE2020-01-292020-01-302020-02-28164.1864.180.00%market16.67%-15.70%-8.66%-7.03%
KLIC2020-01-292020-01-302020-02-28127.7427.740.00%market71.43%-17.80%-8.66%-9.14%
LVS2020-01-292020-01-302020-02-28163.5763.570.00%market12.82%-8.37%-8.66%0.29%
MAA2020-01-292020-01-302020-02-281136.91136.910.00%market120.34%-5.69%-8.66%2.98%
MEOH2020-01-292020-01-302020-02-28137.0537.050.00%market514.95%-22.23%-8.66%-13.57%
MPC2020-01-292020-01-302020-02-28152.7852.780.00%market83.53%-10.26%-8.66%-1.59%
MSFT2020-01-292020-01-302020-02-281174.05174.050.00%market14.39%-7.02%-8.66%1.65%
MTH2020-01-292020-01-302020-02-28136.9936.990.00%market38.54%-14.32%-8.66%-5.66%
NOW2020-01-292020-01-302020-02-28166.7566.750.00%market247.70%-2.39%-8.66%6.27%
NSC2020-01-292020-01-302020-02-281212.19212.190.00%market11.84%-14.16%-8.66%-5.50%
PB2020-01-292020-01-302020-02-28169.4969.490.00%market17.07%-7.14%-8.66%1.53%
PGR2020-01-292020-01-302020-02-28179.7479.740.00%market58.77%-8.35%-8.66%0.31%
QRVO2020-01-292020-01-302020-02-281121.61121.610.00%market11.38%-17.39%-8.66%-8.73%
RES2020-01-292020-01-302020-02-2814.984.980.00%market30.00%-31.02%-8.66%-22.36%
SMG2020-01-292020-01-302020-02-281114.76114.760.00%market11.81%-7.74%-8.66%0.92%
TSLA2020-01-292020-01-302020-02-28142.1642.160.00%market27.27%5.52%-8.66%14.18%
TTEK2020-01-292020-01-302020-02-28117.8917.890.00%market13.33%-9.71%-8.66%-1.05%
AIV2020-01-302020-01-312020-03-0217.077.070.00%market405.56%-6.89%-5.48%-1.41%
AJG2020-01-302020-01-312020-03-021103.00103.000.00%market11.54%0.40%-5.48%5.87%
AMZN2020-01-302020-01-312020-03-021102.57102.570.00%market60.00%-4.85%-5.48%0.63%
APO2020-01-302020-01-312020-03-02146.0046.000.00%market50.68%-5.77%-5.48%-0.30%
APTV2020-01-302020-01-312020-03-02186.7486.740.00%market12.75%-5.37%-5.48%0.11%
ARCB2020-01-302020-01-312020-03-02126.1426.140.00%market24.44%-23.40%-5.48%-17.92%
BZH2020-01-302020-01-312020-03-02115.9115.910.00%market12.50%-19.08%-5.48%-13.60%
CNX2020-01-302020-01-312020-03-0216.926.920.00%market340.00%-22.79%-5.48%-17.31%
CTVA2020-01-302020-01-312020-03-02128.7828.780.00%market158.33%-1.98%-5.48%3.50%
CVCO2020-01-302020-01-312020-03-021235.00235.000.00%market16.58%-12.62%-5.48%-7.15%
DECK2020-01-302020-01-312020-03-02130.9330.930.00%market10.19%-3.69%-5.48%1.79%
DGII2020-01-302020-01-312020-03-02116.0516.050.00%market75.13%-17.11%-5.48%-11.63%
EA2020-01-302020-01-312020-03-021110.75110.750.00%market10.71%-3.59%-5.48%1.89%
FHI2020-01-302020-01-312020-03-02135.8335.830.00%market15.71%-13.86%-5.48%-8.38%
AMG2020-02-032020-02-042020-03-04181.5181.510.00%market12.16%-7.57%-4.64%-2.94%
ATI2020-02-042020-02-052020-03-05120.0920.090.00%market12.50%-19.11%-8.97%-10.14%
BILL2020-02-062020-02-072020-03-09156.8856.880.00%market33.33%-21.48%-17.60%-3.87%
BV2020-02-062020-02-072020-03-09115.9415.940.00%market11.11%-22.81%-17.60%-5.21%
CAH2020-02-062020-02-072020-03-09159.0959.090.00%market25.62%-18.99%-17.60%-1.38%
CCS2020-02-062020-02-072020-03-09134.6734.670.00%market18.11%-13.89%-17.60%3.72%
ASX2020-02-072020-02-102020-03-1035.035.030.00%market11.11%-8.25%-12.92%4.67%
AVTR2020-02-072020-02-102020-03-10317.3817.380.00%market18.75%-20.53%-12.92%-7.60%
CCJ2020-02-072020-02-102020-03-1038.518.510.00%market350.00%-12.79%-12.92%0.13%
AM2020-02-122020-02-132020-03-1314.504.500.00%market52.17%-29.88%-19.81%-10.07%
ANDE2020-02-122020-02-132020-03-13124.5424.540.00%market10.00%-30.50%-19.81%-10.69%
AER2020-02-132020-02-142020-03-16162.6762.670.00%market20.00%-66.85%-28.94%-37.91%
BLX2020-02-142020-02-182020-03-17420.5920.590.00%market12.00%-35.02%-24.88%-10.14%
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AAP2020-02-182020-02-192020-03-181141.51141.510.00%market21.48%-37.39%-28.95%-8.44%
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BMRN2020-02-262020-02-272020-03-26189.0489.040.00%market19.05%-7.29%-14.49%7.20%
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CARS2020-02-262020-02-272020-03-2618.588.580.00%market103.23%-50.22%-14.49%-35.73%
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CLW2020-02-262020-02-272020-03-26129.5029.500.00%market54.17%-28.85%-14.49%-14.36%
CODI2020-02-262020-02-272020-03-26118.6918.690.00%market16.28%-26.26%-14.49%-11.77%
CRC2020-02-262020-02-272020-03-2615.955.950.00%market97.30%-58.59%-14.49%-44.10%
AAOI2020-02-272020-02-282020-03-2718.958.950.00%market21.74%-16.52%-12.22%-4.30%
AAON2020-02-272020-02-282020-03-27137.4937.490.00%market22.22%-17.84%-12.22%-5.62%
ABEV2020-02-272020-02-282020-03-2713.113.110.00%market16.67%-19.39%-12.22%-7.17%
AGO2020-02-272020-02-282020-03-27141.0541.050.00%market15.38%-37.40%-12.22%-25.18%
AMC2020-02-272020-02-282020-03-27165.1065.100.00%market337.50%-44.80%-12.22%-32.58%
AQN2020-02-272020-02-282020-03-27114.7714.770.00%market11.11%-15.33%-12.22%-3.11%
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EOG2020-02-272020-02-282020-03-27157.3057.300.00%market17.39%-37.27%-12.22%-25.05%
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GTN2020-02-272020-02-282020-03-27117.5417.540.00%market50.00%-32.03%-12.22%-19.81%
GTX2020-02-272020-02-282020-03-2716.796.790.00%market10.81%-51.20%-12.22%-38.98%
ICUI2020-02-272020-02-282020-03-271194.10194.100.00%market19.75%-3.41%-12.22%8.81%
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MITT2020-02-272020-02-282020-03-27145.3945.390.00%market254.55%-73.99%-12.22%-61.77%
NVCR2020-02-272020-02-282020-03-27172.8372.830.00%market154.61%-10.16%-12.22%2.06%
PWR2020-02-272020-02-282020-03-27138.5938.590.00%market12.05%-22.77%-12.22%-10.55%
RBA2020-02-272020-02-282020-03-27139.9639.960.00%market14.63%-17.84%-12.22%-5.62%
RNGR2020-02-272020-02-282020-03-2716.876.870.00%market88.89%-43.62%-12.22%-31.40%
BSBR2020-02-282020-03-022020-03-3038.398.390.00%market45.83%-38.36%-12.26%-26.10%
DBRG2020-02-282020-03-022020-03-30315.9215.920.00%market63.64%-54.12%-12.26%-41.86%
AMRC2020-03-022020-03-032020-03-31124.2024.200.00%market17.95%-29.73%-16.72%-13.01%
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APPF2020-03-022020-03-032020-03-311118.00118.000.00%market256.40%-6.07%-16.72%10.65%
BBIO2020-03-022020-03-032020-03-31132.1932.190.00%market11.43%-10.01%-16.72%6.71%
JD2020-03-022020-03-032020-03-31143.5643.560.00%market14.29%-7.12%-16.72%9.60%
PI2020-03-022020-03-032020-03-31127.4027.400.00%market798.20%-39.11%-16.72%-22.39%
RYTM2020-03-022020-03-032020-03-31121.1921.190.00%market14.29%-28.27%-16.72%-11.55%
WSC2020-03-022020-03-032020-03-31117.1617.160.00%market25.00%-41.07%-16.72%-24.35%
AMBA2020-03-032020-03-042020-04-01162.1562.150.00%market16.67%-24.51%-19.59%-4.92%
INSW2020-03-032020-03-042020-04-01122.2722.270.00%market10.92%5.56%-19.59%25.15%
SCM2020-03-032020-03-042020-04-01112.8212.820.00%market12.12%-52.13%-19.59%-32.54%
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TGTX2020-03-032020-03-042020-04-01113.9013.900.00%market15.56%-36.07%-19.59%-16.48%
ABM2020-03-042020-03-052020-04-02135.5035.500.00%market34.48%-31.82%-17.43%-14.39%
GLP2020-03-062020-03-092020-04-06311.9611.960.00%market35.29%-29.03%-3.79%-25.24%
TGS2020-03-062020-03-092020-04-0635.175.170.00%market147.37%-7.06%-3.79%-3.27%
VET2020-03-062020-03-092020-04-0634.614.610.00%market40.00%-21.36%-3.79%-17.57%
CRNX2020-03-092020-03-102020-04-07119.7119.710.00%market10.45%-33.94%-6.85%-27.09%
FNV2020-03-092020-03-102020-04-071107.81107.810.00%market20.41%-0.38%-6.85%6.48%
PAM2020-03-102020-03-112020-04-08111.4111.410.00%market119.56%-3.87%-2.38%-1.49%
ALNT2020-03-112020-03-122020-04-09133.5033.500.00%market19.67%-15.29%8.67%-23.97%
ADMA2020-03-122020-03-132020-04-1312.402.400.00%market10.00%13.65%4.78%8.87%
CAL2020-03-122020-03-132020-04-1318.178.170.00%market70.00%-30.09%4.78%-34.87%
BKE2020-03-132020-03-162020-04-14313.2413.240.00%market10.34%14.48%17.67%-3.19%
BE2020-03-162020-03-172020-04-1514.644.640.00%market2412.14%41.06%13.35%27.71%
ESTA2020-03-162020-03-172020-04-15112.7412.740.00%market54.24%9.79%13.35%-3.56%
BAX2020-03-172020-03-182020-04-16176.2076.200.00%market10.23%18.71%18.14%0.57%
DBI2020-03-172020-03-182020-04-1613.813.810.00%market16.67%25.62%18.14%7.48%
MDB2020-03-172020-03-182020-04-16197.4097.400.00%market10.71%57.99%18.14%39.85%
ACMR2020-03-182020-03-192020-04-1717.327.320.00%market141.62%64.11%19.81%44.30%
ARCO2020-03-182020-03-192020-04-1713.203.200.00%market157.14%17.71%19.81%-2.10%
FUTU2020-03-182020-03-192020-04-1718.908.900.00%market95.00%20.12%19.81%0.32%
ACN2020-03-192020-03-202020-04-201157.53157.530.00%market11.05%10.82%16.11%-5.28%
ARQT2020-03-192020-03-202020-04-20125.9525.950.00%market32.90%5.49%16.11%-10.62%
CIG-C2020-03-192020-03-202020-04-2010.940.940.00%market118.11%9.99%16.11%-6.11%
LEN2020-03-192020-03-202020-04-20132.2632.260.00%market51.19%23.83%16.11%7.73%
CIG2020-03-202020-03-232020-04-2131.251.250.00%market81.42%11.90%19.65%-7.75%
CANG2020-03-232020-03-242020-04-22126.3026.300.00%market22.22%-2.76%19.06%-21.82%
NKE2020-03-242020-03-252020-04-23180.1180.110.00%market44.44%8.94%13.97%-5.03%
IBRX2020-03-252020-03-262020-04-2413.033.030.00%market20.00%19.70%13.41%6.30%
MG2020-03-252020-03-262020-04-2413.743.740.00%market185.71%-2.51%13.41%-15.91%
MU2020-03-252020-03-262020-04-24144.9044.900.00%market21.62%-1.75%13.41%-15.15%
YRD2020-03-252020-03-262020-04-2413.883.880.00%market72.22%-12.99%13.41%-26.39%
CLDX2020-03-262020-03-272020-04-2711.701.700.00%market28.89%49.31%13.34%35.97%
COGT2020-03-262020-03-272020-04-2712.082.080.00%market124.56%-23.18%13.34%-36.51%
GME2020-03-262020-03-272020-04-2711.241.240.00%market52.38%17.64%13.34%4.30%
HTHT2020-03-262020-03-272020-04-27129.5029.500.00%market50.00%3.49%13.34%-9.84%
JEF2020-03-262020-03-272020-04-27113.8613.860.00%market76.19%-11.72%13.34%-25.05%
KBH2020-03-262020-03-272020-04-27119.5119.510.00%market40.00%20.15%13.34%6.81%
REX2020-03-262020-03-272020-04-2717.927.920.00%market468.45%15.30%13.34%1.97%
SAIC2020-03-262020-03-272020-04-27172.2472.240.00%market19.70%20.98%13.34%7.64%
SBS2020-03-272020-03-302020-04-2831.571.570.00%market153.29%-3.28%11.74%-15.03%
CALM2020-03-302020-03-312020-04-29142.4142.410.00%market55.56%1.39%12.53%-11.15%
BB2020-03-312020-04-012020-04-3013.403.400.00%market118.92%25.78%17.14%8.64%
UNF2020-04-012020-04-022020-05-011138.69138.690.00%market10.30%19.55%15.34%4.21%
CHWY2020-04-022020-04-032020-05-04135.2335.230.00%market76.47%11.28%13.08%-1.80%
FC2020-04-022020-04-032020-05-04116.7616.760.00%market150.00%20.19%13.08%7.10%
KMX2020-04-022020-04-032020-05-04148.7548.750.00%market15.04%46.94%13.08%33.85%
STZ2020-04-032020-04-062020-05-053138.05138.050.00%market24.85%17.98%11.00%6.99%
GBX2020-04-072020-04-082020-05-07116.8016.800.00%market58.62%-3.55%7.36%-10.91%
LEVI2020-04-072020-04-082020-05-07112.7512.750.00%market14.29%-7.39%7.36%-14.75%
LNN2020-04-072020-04-082020-05-07197.6297.620.00%market13.33%-11.21%7.36%-18.57%
RPM2020-04-082020-04-092020-05-08165.8265.820.00%market15.00%4.47%5.35%-0.88%
JNJ2020-04-142020-04-152020-05-131145.55145.550.00%market15.00%0.99%1.45%-0.47%
BBBY2020-04-152020-04-162020-05-1418.568.560.00%market80.95%117.42%2.08%115.34%
PGR2020-04-152020-04-162020-05-14179.1279.120.00%market26.32%-6.90%2.08%-8.98%
PNC2020-04-152020-04-162020-05-14192.8392.830.00%market14.04%5.30%2.08%3.21%
USB2020-04-152020-04-162020-05-14133.0233.020.00%market24.14%-5.70%2.08%-7.79%
ABT2020-04-162020-04-172020-05-15197.4597.450.00%market18.18%-7.86%0.32%-8.17%
BMI2020-04-162020-04-172020-05-15158.7458.740.00%market10.81%-4.76%0.32%-5.08%
BNY2020-04-162020-04-172020-05-15137.4737.470.00%market16.67%-14.54%0.32%-14.85%
HOMB2020-04-162020-04-172020-05-15112.6012.600.00%market16.22%-1.93%0.32%-2.24%
IIIN2020-04-162020-04-172020-05-15117.8917.890.00%market140.00%-15.30%0.32%-15.62%
SON2020-04-162020-04-172020-05-15150.0050.000.00%market13.25%-9.44%0.32%-9.76%
WAL2020-04-162020-04-172020-05-15129.7729.770.00%market15.28%-1.78%0.32%-2.09%
HDB2020-04-182020-04-202020-05-18220.4120.410.00%market13.04%-10.59%4.38%-14.97%
MUSA2020-04-172020-04-202020-05-183108.60108.600.00%market31.53%6.70%4.38%2.31%
STT2020-04-172020-04-202020-05-18357.5457.540.00%market23.70%1.50%4.38%-2.89%
BOH2020-04-202020-04-212020-05-19159.1059.100.00%market19.18%-1.76%5.51%-7.27%
CCK2020-04-202020-04-212020-05-19162.8462.840.00%market21.51%-0.47%5.51%-5.97%
CDNS2020-04-202020-04-212020-05-19176.4376.430.00%market11.11%11.69%5.51%6.18%
HAL2020-04-202020-04-212020-05-1917.317.310.00%market24.00%52.43%5.51%46.92%
KALU2020-04-202020-04-212020-05-19174.1174.110.00%market20.25%-12.89%5.51%-18.40%
STLD2020-04-202020-04-212020-05-19121.5621.560.00%market11.39%12.10%5.51%6.59%