EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos) (2)
Run 9a949e4c · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
5341
Win rate
54.77%
Avg return
1.24%
Median return
0.97%
Avg abnormal
0.28%
Median abnormal
-0.37%
Best trade
744.34%
Worst trade
-80.36%
Sharpe (per-trade)
0.08
Daily portfolio drawdown
-26.41%
Portfolio (equal_weight)
Total return
66.46%
Max drawdown
-26.41%
Avg trade return
1.24%
Win rate
54.77%
Signals
8796
Configured concurrent
100
Observed concurrent
100
Trades taken
5341
Skipped (no capacity)
3455
Excess vs benchmark
-393.54%
Avg entry slippage
0.00%
Return if filled at market
66.46%
VWAP fills
0
VWAP fallbacks
0
3455 of 8796 qualifying signals were dropped because no position slot or cash was available.
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2006 | 1 | -2.65% | -6.26% | 0.00% |
| 2007 | 1 | -12.41% | -12.62% | 0.00% |
| 2008 | 2 | 3.40% | 4.80% | 50.00% |
| 2009 | 1 | 4.80% | 3.26% | 100.00% |
| 2010 | 5 | 4.40% | 1.98% | 100.00% |
| 2011 | 2 | -1.60% | 2.32% | 50.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2013 | 3 | -9.82% | -10.39% | 0.00% |
| 2015 | 3 | -1.63% | -2.09% | 33.33% |
| 2016 | 200 | 4.68% | 2.54% | 67.00% |
| 2017 | 456 | 1.09% | -0.01% | 54.39% |
| 2018 | 494 | 0.91% | 0.25% | 56.07% |
| 2019 | 487 | 0.24% | -0.07% | 48.05% |
| 2020 | 551 | -0.20% | -0.21% | 51.36% |
| 2021 | 631 | 3.17% | 1.54% | 64.98% |
| 2022 | 563 | 1.12% | 1.29% | 54.71% |
| 2023 | 553 | 0.63% | -0.65% | 46.47% |
| 2024 | 534 | 2.14% | -0.89% | 57.87% |
| 2025 | 549 | 0.82% | 0.55% | 55.19% |
| 2026 | 304 | 0.64% | -0.42% | 50.00% |
Trades (page 5: 500 of 5,341)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Op. margin | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| QCRH | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 29.95 | 29.95 | 0.00% | market | 36.51% | — | 4.34% | 6.73% | -2.39% |
| SSD | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 91.97 | 91.97 | 0.00% | market | 121.82% | — | 8.42% | 6.73% | 1.70% |
| TNET | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 69.00 | 69.00 | 0.00% | market | 87.96% | — | -1.53% | 6.73% | -8.26% |
| VET | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 4.65 | 4.65 | 0.00% | market | 46.77% | — | -9.78% | 6.73% | -16.50% |
| AAT | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 27.00 | 27.00 | 0.00% | market | 29.73% | — | -6.36% | 7.90% | -14.26% |
| AFL | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 36.34 | 36.34 | 0.00% | market | 19.63% | — | 0.20% | 7.90% | -7.70% |
| APAM | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 34.50 | 34.50 | 0.00% | market | 16.39% | — | 10.33% | 7.90% | 2.43% |
| BUSE | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 17.19 | 17.19 | 0.00% | market | 80.77% | — | 2.46% | 7.90% | -5.44% |
| BXP | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 91.00 | 91.00 | 0.00% | market | 242.00% | — | -5.65% | 7.90% | -13.55% |
| CSV | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 21.87 | 21.87 | 0.00% | market | 28.57% | — | 1.41% | 7.90% | -6.49% |
| DXCM | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 107.46 | 107.46 | 0.00% | market | 150.00% | — | -1.07% | 7.90% | -8.97% |
| ENIC | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 4.12 | 4.12 | 0.00% | market | 93.57% | — | -9.81% | 7.90% | -17.71% |
| ENVA | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 14.07 | 14.07 | 0.00% | market | 82.61% | — | 18.66% | 7.90% | 10.76% |
| EQR | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 54.26 | 54.26 | 0.00% | market | 94.44% | — | 1.12% | 7.90% | -6.78% |
| FBP | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 5.80 | 5.80 | 0.00% | market | 66.67% | — | -1.48% | 7.90% | -9.38% |
| FCF | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 7.96 | 7.96 | 0.00% | market | 166.67% | — | 3.42% | 7.90% | -4.48% |
| MBIN | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 11.97 | 11.97 | 0.00% | market | 171.88% | — | 12.43% | 7.90% | 4.53% |
| MKL | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 1,022.81 | 1,022.81 | 0.00% | market | 71.15% | — | 6.02% | 7.90% | -1.88% |
| ACGL | 2020-07-29 | 2020-07-30 | 2020-08-27 | 1 | 30.04 | 30.04 | 0.00% | market | 115.38% | — | 7.46% | 8.21% | -0.75% |
| AAPL | 2020-07-30 | 2020-07-31 | 2020-08-28 | 1 | 102.88 | 102.88 | 0.00% | market | 25.49% | — | 21.22% | 7.57% | 13.64% |
| PAM | 2020-08-11 | 2020-08-12 | 2020-09-10 | 1 | 11.02 | 11.02 | 0.00% | market | 100.00% | — | 7.89% | -0.46% | 8.35% |
| AXIA | 2020-08-12 | 2020-08-13 | 2020-09-11 | 1 | 6.66 | 6.66 | 0.00% | market | 155.92% | — | -2.50% | -0.76% | -1.74% |
| FUTU | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 34.00 | 34.00 | 0.00% | market | 151.69% | — | -5.39% | 0.61% | -6.00% |
| GLNG | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 9.53 | 9.53 | 0.00% | market | 20.00% | — | 23.72% | 0.61% | 23.11% |
| NTES | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 93.02 | 93.02 | 0.00% | market | 30.67% | — | -0.02% | 0.61% | -0.63% |
| NVGS | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 9.42 | 9.42 | 0.00% | market | 120.00% | — | 1.07% | 0.61% | 0.46% |
| TK | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 2.69 | 2.69 | 0.00% | market | 400.00% | — | -6.79% | 0.61% | -7.40% |
| CIG-C | 2020-08-14 | 2020-08-17 | 2020-09-15 | 3 | 1.03 | 1.03 | 0.00% | market | 178.33% | — | 12.52% | 0.66% | 11.86% |
| NAT | 2020-08-17 | 2020-08-18 | 2020-09-16 | 1 | 4.38 | 4.38 | 0.00% | market | 17.86% | — | -10.83% | 0.14% | -10.97% |
| SBS | 2020-08-17 | 2020-08-18 | 2020-09-16 | 1 | 2.00 | 2.00 | 0.00% | market | 64.29% | — | -11.60% | 0.14% | -11.74% |
| A | 2020-08-18 | 2020-08-19 | 2020-09-17 | 1 | 95.23 | 95.23 | 0.00% | market | 18.18% | — | 4.49% | -0.95% | 5.44% |
| SFL | 2020-08-18 | 2020-08-19 | 2020-09-17 | 1 | 9.30 | 9.30 | 0.00% | market | 52.94% | — | -4.62% | -0.95% | -3.67% |
| SUPN | 2020-08-18 | 2020-08-19 | 2020-09-17 | 1 | 25.00 | 25.00 | 0.00% | market | 54.76% | — | -10.18% | -0.95% | -9.23% |
| LOW | 2020-08-19 | 2020-08-20 | 2020-09-18 | 1 | 156.58 | 156.58 | 0.00% | market | 27.12% | — | 2.15% | -1.40% | 3.55% |
| SNPS | 2020-08-19 | 2020-08-20 | 2020-09-18 | 1 | 206.50 | 206.50 | 0.00% | market | 28.89% | — | -4.25% | -1.40% | -2.85% |
| KEYS | 2020-08-20 | 2020-08-21 | 2020-09-21 | 1 | 105.62 | 105.62 | 0.00% | market | 43.37% | — | -7.50% | -3.24% | -4.26% |
| MSC | 2020-08-20 | 2020-08-21 | 2020-09-21 | 1 | 17.49 | 17.49 | 0.00% | market | 46.83% | — | -6.68% | -3.24% | -3.43% |
| BKE | 2020-08-21 | 2020-08-24 | 2020-09-22 | 3 | 19.40 | 19.40 | 0.00% | market | 1083.33% | — | 6.14% | -3.45% | 9.59% |
| DE | 2020-08-21 | 2020-08-24 | 2020-09-22 | 3 | 204.37 | 204.37 | 0.00% | market | 103.97% | — | 6.36% | -3.45% | 9.82% |
| QFIN | 2020-08-23 | 2020-08-24 | 2020-09-22 | 1 | 14.71 | 14.71 | 0.00% | market | 20.55% | — | -20.83% | -3.45% | -17.38% |
| CANG | 2020-08-24 | 2020-08-25 | 2020-09-23 | 1 | 30.00 | 30.00 | 0.00% | market | 80.00% | — | -19.43% | -6.08% | -13.35% |
| FLNG | 2020-08-24 | 2020-08-25 | 2020-09-23 | 1 | 5.68 | 5.68 | 0.00% | market | 59.50% | — | -6.79% | -6.08% | -0.71% |
| BMO | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 61.91 | 61.91 | 0.00% | market | 15.38% | — | -5.77% | -6.17% | 0.40% |
| HEI | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 109.00 | 109.00 | 0.00% | market | 25.00% | — | -7.00% | -6.17% | -0.83% |
| INTU | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 356.86 | 356.86 | 0.00% | market | 72.38% | — | -13.63% | -6.17% | -7.46% |
| SJM | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 122.15 | 122.15 | 0.00% | market | 41.92% | — | -9.33% | -6.17% | -3.17% |
| CEPU | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 2.57 | 2.57 | 0.00% | market | 46.67% | — | -17.22% | -5.68% | -11.55% |
| KNOP | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 12.61 | 12.61 | 0.00% | market | 15.79% | — | -1.84% | -5.68% | 3.83% |
| RY | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 77.46 | 77.46 | 0.00% | market | 29.37% | — | -8.93% | -5.68% | -3.25% |
| CM | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 40.00 | 40.00 | 0.00% | market | 24.11% | — | -5.55% | -4.36% | -1.19% |
| OLLI | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 102.60 | 102.60 | 0.00% | market | 19.54% | — | -14.80% | -4.36% | -10.43% |
| TD | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 50.94 | 50.94 | 0.00% | market | 19.74% | — | -8.56% | -4.36% | -4.20% |
| ZM | 2020-08-31 | 2020-09-01 | 2020-09-30 | 1 | 439.51 | 439.51 | 0.00% | market | 104.44% | — | 6.86% | -4.37% | 11.24% |
| HRB | 2020-09-01 | 2020-09-02 | 2020-10-01 | 1 | 14.27 | 14.27 | 0.00% | market | 48.65% | — | 16.65% | -4.97% | 21.62% |
| BF-B | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 79.27 | 79.27 | 0.00% | market | 29.03% | — | -4.69% | -6.19% | 1.50% |
| CPRT | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 27.17 | 27.17 | 0.00% | market | 70.00% | — | -1.35% | -6.19% | 4.84% |
| GWRE | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 120.00 | 120.00 | 0.00% | market | 84.44% | — | -14.14% | -6.19% | -7.95% |
| RKT | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 28.02 | 28.02 | 0.00% | market | 1511.19% | — | -18.02% | -6.19% | -11.83% |
| CIEN | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 45.16 | 45.16 | 0.00% | market | 29.27% | — | -8.51% | -1.84% | -6.67% |
| DLNG | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 2.71 | 2.71 | 0.00% | market | 33.33% | — | -11.54% | -1.84% | -9.70% |
| HTT | 2020-09-07 | 2020-09-08 | 2020-10-06 | 1 | 1.50 | 1.50 | 0.00% | market | 103.77% | — | -11.43% | -0.53% | -10.90% |
| RH | 2020-09-09 | 2020-09-10 | 2020-10-08 | 1 | 398.05 | 398.05 | 0.00% | market | 43.70% | — | -5.62% | 0.57% | -6.19% |
| SLQT | 2020-09-09 | 2020-09-10 | 2020-10-08 | 1 | 23.55 | 23.55 | 0.00% | market | 225.00% | — | -16.92% | 0.57% | -17.49% |
| LEN | 2020-09-14 | 2020-09-15 | 2020-10-13 | 1 | 75.55 | 75.55 | 0.00% | market | 36.77% | — | 9.80% | 2.64% | 7.16% |
| MLKN | 2020-09-16 | 2020-09-17 | 2020-10-15 | 1 | 30.56 | 30.56 | 0.00% | market | 376.92% | — | 7.00% | 4.18% | 2.82% |
| AZO | 2020-09-22 | 2020-09-23 | 2020-10-21 | 1 | 1,174.44 | 1,174.44 | 0.00% | market | 23.67% | — | 0.21% | 3.58% | -3.36% |
| NKE | 2020-09-22 | 2020-09-23 | 2020-10-21 | 1 | 130.22 | 130.22 | 0.00% | market | 102.13% | — | -0.71% | 3.58% | -4.28% |
| CTAS | 2020-09-23 | 2020-09-24 | 2020-10-22 | 1 | 80.48 | 80.48 | 0.00% | market | 27.78% | — | 5.06% | 7.28% | -2.23% |
| JEF | 2020-09-23 | 2020-09-24 | 2020-10-22 | 1 | 18.63 | 18.63 | 0.00% | market | 214.71% | — | 4.30% | 7.28% | -2.98% |
| CAG | 2020-10-01 | 2020-10-02 | 2020-10-30 | 1 | 36.12 | 36.12 | 0.00% | market | 22.81% | — | -2.95% | -1.56% | -1.40% |
| LW | 2020-10-07 | 2020-10-08 | 2020-11-05 | 1 | 72.63 | 72.63 | 0.00% | market | 103.33% | — | -6.81% | 2.16% | -8.96% |
| RPM | 2020-10-07 | 2020-10-08 | 2020-11-05 | 1 | 88.32 | 88.32 | 0.00% | market | 21.01% | — | 3.51% | 2.16% | 1.36% |
| BLK | 2020-10-13 | 2020-10-14 | 2020-11-11 | 1 | 641.83 | 641.83 | 0.00% | market | 18.21% | — | 4.39% | 1.69% | 2.70% |
| C | 2020-10-13 | 2020-10-14 | 2020-11-11 | 1 | 43.52 | 43.52 | 0.00% | market | 66.67% | — | 12.33% | 1.69% | 10.64% |
| JPM | 2020-10-13 | 2020-10-14 | 2020-11-11 | 1 | 101.03 | 101.03 | 0.00% | market | 24.26% | — | 13.51% | 1.69% | 11.82% |
| ASML | 2020-10-14 | 2020-10-15 | 2020-11-12 | 1 | 383.80 | 383.80 | 0.00% | market | 34.50% | — | 7.44% | 2.76% | 4.67% |
| GS | 2020-10-14 | 2020-10-15 | 2020-11-12 | 1 | 209.58 | 209.58 | 0.00% | market | 73.79% | — | 2.25% | 2.76% | -0.51% |
| PNC | 2020-10-14 | 2020-10-15 | 2020-11-12 | 1 | 108.34 | 108.34 | 0.00% | market | 59.91% | — | 11.59% | 2.76% | 8.82% |
| CBAN | 2020-10-15 | 2020-10-16 | 2020-11-13 | 1 | 12.06 | 12.06 | 0.00% | market | 39.29% | — | 7.69% | 2.62% | 5.08% |
| ISRG | 2020-10-15 | 2020-10-16 | 2020-11-13 | 1 | 241.67 | 241.67 | 0.00% | market | 33.33% | — | 3.81% | 2.62% | 1.20% |
| MS | 2020-10-15 | 2020-10-16 | 2020-11-13 | 1 | 51.53 | 51.53 | 0.00% | market | 31.75% | — | 9.76% | 2.62% | 7.14% |
| ALLY | 2020-10-16 | 2020-10-19 | 2020-11-16 | 3 | 29.06 | 29.06 | 0.00% | market | 81.16% | — | 5.58% | 3.99% | 1.59% |
| BMI | 2020-10-16 | 2020-10-19 | 2020-11-16 | 3 | 78.07 | 78.07 | 0.00% | market | 34.21% | — | 2.08% | 3.99% | -1.92% |
| RBCAA | 2020-10-16 | 2020-10-19 | 2020-11-16 | 3 | 32.51 | 32.51 | 0.00% | market | 139.02% | — | 16.36% | 3.99% | 12.36% |
| LOGI | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 93.78 | 93.78 | 0.00% | market | 228.07% | — | -13.80% | 5.00% | -18.80% |
| ONB | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 14.39 | 14.39 | 0.00% | market | 42.42% | — | 15.47% | 5.00% | 10.47% |
| SFNC | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 16.37 | 16.37 | 0.00% | market | 50.00% | — | 24.58% | 5.00% | 19.58% |
| TFIN | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 43.50 | 43.50 | 0.00% | market | 85.71% | — | 10.59% | 5.00% | 5.59% |
| BFC | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 63.85 | 63.85 | 0.00% | market | 37.86% | — | 4.44% | 3.77% | 0.67% |
| CBSH | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 46.37 | 46.37 | 0.00% | market | 50.82% | — | 9.50% | 3.77% | 5.72% |
| DOV | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 113.95 | 113.95 | 0.00% | market | 21.21% | — | 9.04% | 3.77% | 5.26% |
| FULT | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 10.49 | 10.49 | 0.00% | market | 90.00% | — | 22.49% | 3.77% | 18.72% |
| GATX | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 68.84 | 68.84 | 0.00% | market | 19.77% | — | 15.68% | 3.77% | 11.90% |
| HOPE | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 8.50 | 8.50 | 0.00% | market | 31.58% | — | 12.84% | 3.77% | 9.07% |
| HWC | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 23.00 | 23.00 | 0.00% | market | 28.57% | — | 22.73% | 3.77% | 18.95% |
| NBHC | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 30.59 | 30.59 | 0.00% | market | 56.90% | — | 8.82% | 3.77% | 5.05% |
| NGVT | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 60.18 | 60.18 | 0.00% | market | 82.65% | — | 10.09% | 3.77% | 6.31% |
| NIC | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 60.89 | 60.89 | 0.00% | market | 22.86% | — | 11.59% | 3.77% | 7.82% |
| PNFP | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 41.25 | 41.25 | 0.00% | market | 30.28% | — | 30.74% | 3.77% | 26.96% |
| PNR | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 51.61 | 51.61 | 0.00% | market | 37.25% | — | 1.53% | 3.77% | -2.24% |
| REXR | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 49.75 | 49.75 | 0.00% | market | 162.50% | — | -2.65% | 3.77% | -6.42% |
| RF | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 12.95 | 12.95 | 0.00% | market | 45.45% | — | 18.90% | 3.77% | 15.12% |
| UBS | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 12.37 | 12.37 | 0.00% | market | 115.38% | — | 15.10% | 3.77% | 11.33% |
| WDFC | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 212.28 | 212.28 | 0.00% | market | 25.66% | — | 19.34% | 3.77% | 15.56% |
| ALGN | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 424.32 | 424.32 | 0.00% | market | 251.56% | — | 3.91% | 4.32% | -0.41% |
| APH | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 28.78 | 28.78 | 0.00% | market | 22.73% | — | 10.39% | 4.32% | 6.07% |
| ARR | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 47.75 | 47.75 | 0.00% | market | 414.71% | — | 9.74% | 4.32% | 5.42% |
| BANR | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 38.00 | 38.00 | 0.00% | market | 25.61% | — | 15.48% | 4.32% | 11.16% |
| BOKF | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 59.19 | 59.19 | 0.00% | market | 40.38% | — | 17.66% | 4.32% | 13.34% |
| EFX | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 158.15 | 158.15 | 0.00% | market | 16.88% | — | 9.68% | 4.32% | 5.35% |
| ERIC | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 12.49 | 12.49 | 0.00% | market | 25.00% | — | -2.98% | 4.32% | -7.30% |
| EVR | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 82.05 | 82.05 | 0.00% | market | 192.11% | — | 7.75% | 4.32% | 3.43% |
| EW | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 79.74 | 79.74 | 0.00% | market | 15.91% | — | 6.80% | 4.32% | 2.48% |
| GGG | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 66.00 | 66.00 | 0.00% | market | 40.48% | — | 3.61% | 4.32% | -0.71% |
| LOB | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 33.26 | 33.26 | 0.00% | market | 200.00% | — | 32.49% | 4.32% | 28.17% |
| MCB | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 30.09 | 30.09 | 0.00% | market | 29.59% | — | 6.25% | 4.32% | 1.93% |
| RLI | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 44.31 | 44.31 | 0.00% | market | 520.00% | — | 15.49% | 4.32% | 11.17% |
| SLM | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 9.53 | 9.53 | 0.00% | market | 487.50% | — | 14.38% | 4.32% | 10.06% |
| TCBI | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 39.40 | 39.40 | 0.00% | market | 83.05% | — | 35.97% | 4.32% | 31.64% |
| TMO | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 471.69 | 471.69 | 0.00% | market | 30.63% | — | -4.04% | 4.32% | -8.36% |
| TRN | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 21.63 | 21.63 | 0.00% | market | 142.86% | — | 4.15% | 4.32% | -0.17% |
| WSBC | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 24.12 | 24.12 | 0.00% | market | 24.53% | — | 20.13% | 4.32% | 15.81% |
| WTFC | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 50.98 | 50.98 | 0.00% | market | 49.11% | — | 7.98% | 4.32% | 3.66% |
| ABCB | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 30.00 | 30.00 | 0.00% | market | 83.52% | — | 12.93% | 2.72% | 10.22% |
| ALLE | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 103.15 | 103.15 | 0.00% | market | 36.89% | — | 9.45% | 2.72% | 6.73% |
| ASR | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 121.10 | 121.10 | 0.00% | market | 220.00% | — | 27.55% | 2.72% | 24.83% |
| AUB | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 26.68 | 26.68 | 0.00% | market | 57.45% | — | 11.67% | 2.72% | 8.95% |
| BANC | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 12.24 | 12.24 | 0.00% | market | 60.00% | — | 7.74% | 2.72% | 5.03% |
| BY | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 14.00 | 14.00 | 0.00% | market | 61.90% | — | 7.19% | 2.72% | 4.47% |
| CHCO | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 62.07 | 62.07 | 0.00% | market | 42.05% | — | 8.52% | 2.72% | 5.80% |
| COF | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 80.48 | 80.48 | 0.00% | market | 137.56% | — | 3.75% | 2.72% | 1.03% |
| DGX | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 126.43 | 126.43 | 0.00% | market | 15.55% | — | -1.38% | 2.72% | -4.10% |
| DHR | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 208.47 | 208.47 | 0.00% | market | 25.55% | — | -4.11% | 2.72% | -6.83% |
| EIG | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 33.40 | 33.40 | 0.00% | market | 17.07% | — | -1.63% | 2.72% | -4.34% |
| EWBC | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 39.29 | 39.29 | 0.00% | market | 17.89% | — | 10.34% | 2.72% | 7.62% |
| FCX | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 18.47 | 18.47 | 0.00% | market | 38.10% | — | 14.95% | 2.72% | 12.23% |
| FFBC | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 14.70 | 14.70 | 0.00% | market | 15.79% | — | 13.98% | 2.72% | 11.26% |
| FITB | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 24.31 | 24.31 | 0.00% | market | 41.67% | — | 3.93% | 2.72% | 1.21% |
| GBCI | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 36.94 | 36.94 | 0.00% | market | 28.57% | — | 13.33% | 2.72% | 10.61% |
| HRI | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 45.58 | 45.58 | 0.00% | market | 58.82% | — | 25.55% | 2.72% | 22.83% |
| HTH | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 22.82 | 22.82 | 0.00% | market | 72.45% | — | 5.77% | 2.72% | 3.05% |
| INDB | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 56.25 | 56.25 | 0.00% | market | 32.10% | — | 23.33% | 2.72% | 20.61% |
| KO | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 51.00 | 51.00 | 0.00% | market | 22.22% | — | 3.17% | 2.72% | 0.46% |
| MANH | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 98.00 | 98.00 | 0.00% | market | 27.50% | — | -2.22% | 2.72% | -4.94% |
| MAT | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 13.85 | 13.85 | 0.00% | market | 143.59% | — | 8.49% | 2.72% | 5.77% |
| ORI | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 17.22 | 17.22 | 0.00% | market | 40.91% | — | 5.36% | 2.72% | 2.64% |
| PHM | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 43.42 | 43.42 | 0.00% | market | 19.64% | — | 0.48% | 2.72% | -2.24% |
| RCI | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 44.39 | 44.39 | 0.00% | market | 30.65% | — | 2.85% | 2.72% | 0.13% |
| SAM | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 1,009.00 | 1,009.00 | 0.00% | market | 42.76% | — | -7.11% | 2.72% | -9.82% |
| SNA | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 170.92 | 170.92 | 0.00% | market | 51.85% | — | 1.07% | 2.72% | -1.65% |
| VRSN | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 203.71 | 203.71 | 0.00% | market | 19.20% | — | -3.67% | 2.72% | -6.39% |
| WAL | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 40.75 | 40.75 | 0.00% | market | 29.52% | — | 30.97% | 2.72% | 28.25% |
| WSFS | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 32.38 | 32.38 | 0.00% | market | 38.89% | — | 19.51% | 2.72% | 16.79% |
| BCS | 2020-10-23 | 2020-10-26 | 2020-11-23 | 3 | 5.80 | 5.80 | 0.00% | market | 17.65% | — | 29.04% | 4.48% | 24.56% |
| FHB | 2020-10-23 | 2020-10-26 | 2020-11-23 | 3 | 17.65 | 17.65 | 0.00% | market | 78.57% | — | 24.15% | 4.48% | 19.67% |
| FHN | 2020-10-23 | 2020-10-26 | 2020-11-23 | 3 | 10.95 | 10.95 | 0.00% | market | 105.88% | — | 12.05% | 4.48% | 7.57% |
| GNTX | 2020-10-23 | 2020-10-26 | 2020-11-23 | 3 | 28.92 | 28.92 | 0.00% | market | 17.07% | — | 11.52% | 4.48% | 7.04% |
| ITW | 2020-10-23 | 2020-10-26 | 2020-11-23 | 3 | 203.76 | 203.76 | 0.00% | market | 22.82% | — | 2.36% | 4.48% | -2.12% |
| OFG | 2020-10-23 | 2020-10-26 | 2020-11-23 | 3 | 14.74 | 14.74 | 0.00% | market | 42.86% | — | 14.96% | 4.48% | 10.48% |
| SAP | 2020-10-25 | 2020-10-26 | 2020-11-23 | 1 | 118.27 | 118.27 | 0.00% | market | 30.77% | — | -0.84% | 4.48% | -5.32% |
| SBSI | 2020-10-23 | 2020-10-26 | 2020-11-23 | 3 | 26.87 | 26.87 | 0.00% | market | 46.43% | — | 15.68% | 4.48% | 11.20% |
| UBSI | 2020-10-23 | 2020-10-26 | 2020-11-23 | 3 | 25.62 | 25.62 | 0.00% | market | 56.86% | — | 16.25% | 4.48% | 11.77% |
| AGNC | 2020-10-26 | 2020-10-27 | 2020-11-24 | 1 | 14.23 | 14.23 | 0.00% | market | 42.11% | — | 10.23% | 6.90% | 3.33% |
| ARI | 2020-10-26 | 2020-10-27 | 2020-11-24 | 1 | 9.00 | 9.00 | 0.00% | market | 24.14% | — | 26.68% | 6.90% | 19.77% |
| BRO | 2020-10-26 | 2020-10-27 | 2020-11-24 | 1 | 47.25 | 47.25 | 0.00% | market | 20.93% | — | -1.79% | 6.90% | -8.70% |
| BYD | 2020-10-26 | 2020-10-27 | 2020-11-24 | 1 | 35.18 | 35.18 | 0.00% | market | 90.00% | — | 12.26% | 6.90% | 5.36% |
| CATY | 2020-10-26 | 2020-10-27 | 2020-11-24 | 1 | 24.87 | 24.87 | 0.00% | market | 16.39% | — | 25.15% | 6.90% | 18.25% |
| CBU | 2020-10-26 | 2020-10-27 | 2020-11-24 | 1 | 59.82 | 59.82 | 0.00% | market | 23.19% | — | 12.09% | 6.90% | 5.18% |
| ABEV | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 2.24 | 2.24 | 0.00% | market | 50.00% | — | 18.65% | 10.29% | 8.36% |
| ACR | 2020-11-04 | 2020-11-05 | 2020-12-04 | 1 | 6.63 | 6.63 | 0.00% | market | 82.14% | — | 86.78% | 5.90% | 80.88% |
| ALB | 2020-11-04 | 2020-11-05 | 2020-12-04 | 1 | 96.05 | 96.05 | 0.00% | market | 39.74% | — | 44.85% | 5.90% | 38.94% |
| ACMR | 2020-11-05 | 2020-11-06 | 2020-12-07 | 1 | 29.73 | 29.73 | 0.00% | market | 16.67% | — | -5.78% | 5.48% | -11.26% |
| DHI | 2020-11-10 | 2020-11-11 | 2020-12-10 | 1 | 72.22 | 72.22 | 0.00% | market | 27.27% | — | -3.22% | 2.90% | -6.11% |
| FICO | 2020-11-10 | 2020-11-11 | 2020-12-10 | 1 | 450.00 | 450.00 | 0.00% | market | 43.81% | — | 12.55% | 2.90% | 9.65% |
| GSL | 2020-11-10 | 2020-11-11 | 2020-12-10 | 1 | 8.80 | 8.80 | 0.00% | market | 18.92% | — | 18.99% | 2.90% | 16.09% |
| PAM | 2020-11-11 | 2020-11-12 | 2020-12-11 | 1 | 13.81 | 13.81 | 0.00% | market | 975.00% | — | 2.94% | 3.01% | -0.07% |
| SB | 2020-11-11 | 2020-11-12 | 2020-12-11 | 1 | 1.05 | 1.05 | 0.00% | market | 100.06% | — | 9.42% | 3.01% | 6.41% |
| AGRO | 2020-11-12 | 2020-11-13 | 2020-12-14 | 1 | 5.08 | 5.08 | 0.00% | market | 88.24% | — | 20.37% | 2.64% | 17.73% |
| IFS | 2020-11-12 | 2020-11-13 | 2020-12-14 | 1 | 20.80 | 20.80 | 0.00% | market | 212.00% | — | 41.77% | 2.64% | 39.13% |
| NVMI | 2020-11-12 | 2020-11-13 | 2020-12-14 | 1 | 60.43 | 60.43 | 0.00% | market | 21.28% | — | 15.98% | 2.64% | 13.34% |
| TDG | 2020-11-12 | 2020-11-13 | 2020-12-14 | 1 | 558.74 | 558.74 | 0.00% | market | 52.11% | — | 6.54% | 2.64% | 3.89% |
| MUFG | 2020-11-13 | 2020-11-16 | 2020-12-15 | 3 | 4.49 | 4.49 | 0.00% | market | 58.57% | — | -4.11% | 2.39% | -6.49% |
| SMFG | 2020-11-13 | 2020-11-16 | 2020-12-15 | 3 | 6.12 | 6.12 | 0.00% | market | 43.60% | — | -1.90% | 2.39% | -4.28% |
| BIDU | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 145.00 | 145.00 | 0.00% | market | 62.16% | — | 31.21% | 2.83% | 28.38% |
| EBC | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 13.89 | 13.89 | 0.00% | market | 21.43% | — | 13.58% | 2.83% | 10.75% |
| KB | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 41.84 | 41.84 | 0.00% | market | 55.63% | — | 1.74% | 2.83% | -1.09% |
| BBWI | 2020-11-18 | 2020-11-19 | 2020-12-18 | 1 | 31.79 | 31.79 | 0.00% | market | 1155.56% | — | -1.89% | 3.82% | -5.71% |
| CPRT | 2020-11-18 | 2020-11-19 | 2020-12-18 | 1 | 29.16 | 29.16 | 0.00% | market | 17.65% | — | 4.80% | 3.82% | 0.99% |
| KNOP | 2020-11-18 | 2020-11-19 | 2020-12-18 | 1 | 13.32 | 13.32 | 0.00% | market | 16.67% | — | 11.99% | 3.82% | 8.17% |
| NVDA | 2020-11-18 | 2020-11-19 | 2020-12-18 | 1 | 13.21 | 13.21 | 0.00% | market | 16.67% | — | 0.35% | 3.82% | -3.46% |
| ATKR | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 34.09 | 34.09 | 0.00% | market | 73.53% | — | 21.72% | 2.90% | 18.83% |
| BRBR | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 20.11 | 20.11 | 0.00% | market | 31.58% | — | 19.99% | 2.90% | 17.09% |
| ESE | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 97.30 | 97.30 | 0.00% | market | 18.42% | — | 2.48% | 2.90% | -0.42% |
| INTU | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 358.85 | 358.85 | 0.00% | market | 154.05% | — | 4.66% | 2.90% | 1.76% |
| NTES | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 91.02 | 91.02 | 0.00% | market | 146.15% | — | 2.00% | 2.90% | -0.90% |
| QFIN | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 13.52 | 13.52 | 0.00% | market | 53.75% | — | -17.63% | 2.90% | -20.53% |
| WSM | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 55.85 | 55.85 | 0.00% | market | 68.42% | — | -2.55% | 2.90% | -5.45% |
| BKE | 2020-11-20 | 2020-11-23 | 2020-12-22 | 3 | 28.26 | 28.26 | 0.00% | market | 54.55% | — | 2.48% | 2.79% | -0.30% |
| AVAL | 2020-11-23 | 2020-11-24 | 2020-12-23 | 1 | 5.40 | 5.40 | 0.00% | market | 88.89% | — | 26.94% | 2.04% | 24.89% |
| CANG | 2020-11-23 | 2020-11-24 | 2020-12-23 | 1 | 64.60 | 64.60 | 0.00% | market | 2400.00% | — | -42.36% | 2.04% | -44.40% |
| ZM | 2020-11-30 | 2020-12-01 | 2020-12-30 | 1 | 434.72 | 434.72 | 0.00% | market | 32.00% | — | -18.81% | 1.76% | -20.56% |
| BMO | 2020-12-01 | 2020-12-02 | 2020-12-31 | 1 | 74.80 | 74.80 | 0.00% | market | 22.30% | — | 1.54% | 2.48% | -0.94% |
| BNS | 2020-12-01 | 2020-12-02 | 2020-12-31 | 1 | 50.56 | 50.56 | 0.00% | market | 19.57% | — | 6.78% | 2.48% | 4.30% |
| TD | 2020-12-03 | 2020-12-04 | 2021-01-05 | 1 | 55.28 | 55.28 | 0.00% | market | 28.72% | — | 3.07% | 1.09% | 1.97% |
| LULU | 2020-12-10 | 2020-12-11 | 2021-01-12 | 1 | 366.33 | 366.33 | 0.00% | market | 31.82% | — | -2.67% | 3.80% | -6.47% |
| LEN | 2020-12-16 | 2020-12-17 | 2021-01-19 | 1 | 76.99 | 76.99 | 0.00% | market | 18.49% | — | 1.52% | 1.80% | -0.28% |
| CTAS | 2020-12-22 | 2020-12-23 | 2021-01-25 | 1 | 88.74 | 88.74 | 0.00% | market | 18.18% | — | -7.66% | 4.37% | -12.04% |
| SSL | 2020-12-31 | 2021-01-04 | 2021-02-02 | 4 | 9.02 | 9.02 | 0.00% | market | 1916.72% | — | 24.84% | 1.66% | 23.18% |
| JEF | 2021-01-04 | 2021-01-05 | 2021-02-03 | 1 | 24.46 | 24.46 | 0.00% | market | 122.00% | — | -3.90% | 3.74% | -7.64% |
| SAR | 2021-01-06 | 2021-01-07 | 2021-02-05 | 1 | 22.00 | 22.00 | 0.00% | market | 21.28% | — | 8.08% | 3.09% | 4.99% |
| STZ | 2021-01-07 | 2021-01-08 | 2021-02-08 | 1 | 230.14 | 230.14 | 0.00% | market | 28.22% | — | -0.76% | 2.61% | -3.36% |
| WDFC | 2021-01-07 | 2021-01-08 | 2021-02-08 | 1 | 309.79 | 309.79 | 0.00% | market | 66.99% | — | 4.76% | 2.61% | 2.15% |
| WIT | 2021-01-13 | 2021-01-14 | 2021-02-12 | 1 | 3.25 | 3.25 | 0.00% | market | 33.33% | — | 3.59% | 3.17% | 0.43% |
| PRGS | 2021-01-14 | 2021-01-15 | 2021-02-16 | 1 | 47.24 | 47.24 | 0.00% | market | 18.18% | — | -7.36% | 4.14% | -11.50% |
| WAFD | 2021-01-14 | 2021-01-15 | 2021-02-16 | 1 | 28.27 | 28.27 | 0.00% | market | 21.43% | — | 5.63% | 4.14% | 1.49% |
| C | 2021-01-15 | 2021-01-19 | 2021-02-17 | 4 | 65.20 | 65.20 | 0.00% | market | 55.22% | — | -0.77% | 3.71% | -4.49% |
| HDB | 2021-01-16 | 2021-01-19 | 2021-02-17 | 3 | 38.06 | 38.06 | 0.00% | market | 18.52% | — | 7.39% | 3.71% | 3.67% |
| JPM | 2021-01-15 | 2021-01-19 | 2021-02-17 | 4 | 139.86 | 139.86 | 0.00% | market | 39.34% | — | 3.65% | 3.71% | -0.07% |
| LOGI | 2021-01-18 | 2021-01-19 | 2021-02-17 | 1 | 102.95 | 102.95 | 0.00% | market | 140.20% | — | 11.71% | 3.71% | 8.00% |
| PNC | 2021-01-15 | 2021-01-19 | 2021-02-17 | 4 | 155.76 | 155.76 | 0.00% | market | 23.02% | — | 7.47% | 3.71% | 3.76% |
| FNB | 2021-01-19 | 2021-01-20 | 2021-02-18 | 1 | 10.93 | 10.93 | 0.00% | market | 16.67% | — | 2.64% | 2.52% | 0.12% |
| GS | 2021-01-19 | 2021-01-20 | 2021-02-18 | 1 | 295.82 | 295.82 | 0.00% | market | 61.71% | — | 4.66% | 2.52% | 2.14% |
| ONB | 2021-01-19 | 2021-01-20 | 2021-02-18 | 1 | 18.32 | 18.32 | 0.00% | market | 15.79% | — | -2.99% | 2.52% | -5.51% |
| ZION | 2021-01-19 | 2021-01-20 | 2021-02-18 | 1 | 49.50 | 49.50 | 0.00% | market | 62.75% | — | 0.97% | 2.52% | -1.55% |
| ASML | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 568.00 | 568.00 | 0.00% | market | 26.49% | — | 4.55% | 1.44% | 3.11% |
| BOKF | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 79.96 | 79.96 | 0.00% | market | 15.10% | — | 5.98% | 1.44% | 4.54% |
| CBSH | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 53.97 | 53.97 | 0.00% | market | 18.82% | — | 7.27% | 1.44% | 5.83% |
| HWC | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 40.49 | 40.49 | 0.00% | market | 30.00% | — | -6.84% | 1.44% | -8.28% |
| MS | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 75.00 | 75.00 | 0.00% | market | 51.18% | — | 1.23% | 1.44% | -0.21% |
| WTFC | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 68.74 | 68.74 | 0.00% | market | 15.60% | — | 0.05% | 1.44% | -1.40% |
| ASB | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 19.16 | 19.16 | 0.00% | market | 29.03% | — | 4.18% | 1.25% | 2.93% |
| BANC | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 17.56 | 17.56 | 0.00% | market | 84.21% | — | 9.92% | 1.25% | 8.67% |
| BANF | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 62.74 | 62.74 | 0.00% | market | 43.24% | — | 5.10% | 1.25% | 3.85% |
| BANR | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 50.50 | 50.50 | 0.00% | market | 19.57% | — | 4.55% | 1.25% | 3.30% |
| BKU | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 36.37 | 36.37 | 0.00% | market | 25.35% | — | 13.73% | 1.25% | 12.48% |
| FITB | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 30.57 | 30.57 | 0.00% | market | 20.29% | — | 14.00% | 1.25% | 12.75% |
| IBM | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 115.39 | 115.39 | 0.00% | market | 16.29% | — | 0.03% | 1.25% | -1.22% |
| INTC | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 58.85 | 58.85 | 0.00% | market | 38.18% | — | 3.06% | 1.25% | 1.81% |
| KEY | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 17.97 | 17.97 | 0.00% | market | 32.56% | — | 13.92% | 1.25% | 12.67% |
| MTB | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 142.83 | 142.83 | 0.00% | market | 16.17% | — | 8.61% | 1.25% | 7.36% |
| NBHC | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 34.23 | 34.23 | 0.00% | market | 33.33% | — | 10.27% | 1.25% | 9.02% |
| SRCE | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 42.99 | 42.99 | 0.00% | market | 45.07% | — | 3.30% | 1.25% | 2.05% |
| TFC | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 50.22 | 50.22 | 0.00% | market | 21.65% | — | 17.52% | 1.25% | 16.27% |
| TFIN | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 57.64 | 57.64 | 0.00% | market | 52.44% | — | 31.82% | 1.25% | 30.57% |
| TRV | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 146.84 | 146.84 | 0.00% | market | 54.40% | — | 0.60% | 1.25% | -0.65% |
| WAL | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 70.87 | 70.87 | 0.00% | market | 46.21% | — | 29.97% | 1.25% | 28.72% |
| WBS | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 49.61 | 49.61 | 0.00% | market | 37.50% | — | 9.56% | 1.25% | 8.30% |
| ALLY | 2021-01-22 | 2021-01-25 | 2021-02-23 | 3 | 40.40 | 40.40 | 0.00% | market | 52.38% | — | 4.58% | 1.00% | 3.58% |
| FHN | 2021-01-22 | 2021-01-25 | 2021-02-23 | 3 | 14.56 | 14.56 | 0.00% | market | 39.39% | — | 14.67% | 1.00% | 13.67% |
| RF | 2021-01-22 | 2021-01-25 | 2021-02-23 | 3 | 17.46 | 17.46 | 0.00% | market | 45.24% | — | 21.66% | 1.00% | 20.67% |
| AGNC | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 16.43 | 16.43 | 0.00% | market | 17.19% | — | 0.81% | 1.65% | -0.84% |
| CHCO | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 73.41 | 73.41 | 0.00% | market | 29.63% | — | 5.44% | 1.65% | 3.79% |
| EFSC | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 38.99 | 38.99 | 0.00% | market | 44.93% | — | 12.34% | 1.65% | 10.69% |
| EQBK | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 23.66 | 23.66 | 0.00% | market | 35.19% | — | 12.24% | 1.65% | 10.59% |
| GABC | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 33.98 | 33.98 | 0.00% | market | 36.21% | — | 17.68% | 1.65% | 16.02% |
| GGG | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 75.10 | 75.10 | 0.00% | market | 19.61% | — | -7.10% | 1.65% | -8.75% |
| MCHB | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 36.94 | 36.94 | 0.00% | market | 37.38% | — | 18.96% | 1.65% | 17.31% |
| NWBI | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 13.91 | 13.91 | 0.00% | market | 27.27% | — | 3.93% | 1.65% | 2.28% |
| SFBS | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 43.50 | 43.50 | 0.00% | market | 16.05% | — | 17.03% | 1.65% | 15.38% |
| WSFS | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 47.10 | 47.10 | 0.00% | market | 26.09% | — | 15.00% | 1.65% | 13.35% |
| AXP | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 114.86 | 114.86 | 0.00% | market | 34.35% | — | 19.25% | 0.55% | 18.69% |
| COF | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 103.19 | 103.19 | 0.00% | market | 87.06% | — | 15.45% | 0.55% | 14.90% |
| DHI | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 76.77 | 76.77 | 0.00% | market | 26.63% | — | -3.02% | 0.55% | -3.57% |
| FCF | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 12.20 | 12.20 | 0.00% | market | 17.39% | — | 12.85% | 0.55% | 12.30% |
| MSFT | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 238.00 | 238.00 | 0.00% | market | 23.78% | — | -3.89% | 0.55% | -4.44% |
| RNST | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 37.08 | 37.08 | 0.00% | market | 18.64% | — | 7.64% | 0.55% | 7.09% |
| ROK | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 245.91 | 245.91 | 0.00% | market | 23.96% | — | -0.71% | 0.55% | -1.26% |
| SFNC | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 25.54 | 25.54 | 0.00% | market | 25.64% | — | 15.95% | 0.55% | 15.40% |
| TRMK | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 29.42 | 29.42 | 0.00% | market | 20.90% | — | 6.12% | 0.55% | 5.57% |
| TXN | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 166.45 | 166.45 | 0.00% | market | 22.39% | — | 2.35% | 0.55% | 1.80% |
| UBS | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 14.78 | 14.78 | 0.00% | market | 64.29% | — | 6.80% | 0.55% | 6.25% |
| UMBF | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 70.00 | 70.00 | 0.00% | market | 120.27% | — | 23.56% | 0.55% | 23.00% |
| WRB | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 28.60 | 28.60 | 0.00% | market | 17.14% | — | 8.33% | 0.55% | 7.77% |
| WSBC | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 30.20 | 30.20 | 0.00% | market | 24.59% | — | 7.48% | 0.55% | 6.93% |
| AAPL | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 139.52 | 139.52 | 0.00% | market | 19.15% | — | -13.19% | 1.06% | -14.25% |
| ADP | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 169.85 | 169.85 | 0.00% | market | 17.83% | — | 2.36% | 1.06% | 1.29% |
| BX | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 65.16 | 65.16 | 0.00% | market | 26.97% | — | 6.15% | 1.06% | 5.08% |
| CASH | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 36.16 | 36.16 | 0.00% | market | 64.71% | — | 22.38% | 1.06% | 21.32% |
| CATY | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 36.99 | 36.99 | 0.00% | market | 17.11% | — | 1.66% | 1.06% | 0.59% |
| CCI | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 157.45 | 157.45 | 0.00% | market | 41.21% | — | -1.18% | 1.06% | -2.24% |
| CLBK | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 7.20 | 7.20 | 0.00% | market | 35.70% | — | 3.09% | 1.06% | 2.03% |
| CPF | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 19.74 | 19.74 | 0.00% | market | 22.86% | — | 14.54% | 1.06% | 13.48% |
| META | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 277.18 | 277.18 | 0.00% | market | 20.50% | — | -7.16% | 1.06% | -8.22% |
| MKSI | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 170.39 | 170.39 | 0.00% | market | 15.84% | — | -3.32% | 1.06% | -4.38% |
| MTH | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 45.75 | 45.75 | 0.00% | market | 18.45% | — | -7.95% | 1.06% | -9.01% |
| NBTB | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 34.40 | 34.40 | 0.00% | market | 23.19% | — | 5.22% | 1.06% | 4.16% |
| PTC | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 131.00 | 131.00 | 0.00% | market | 44.78% | — | 4.43% | 1.06% | 3.37% |
| RJF | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 64.36 | 64.36 | 0.00% | market | 29.57% | — | 20.83% | 1.06% | 19.77% |
| RLI | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 49.70 | 49.70 | 0.00% | market | 35.71% | — | 4.87% | 1.06% | 3.81% |
| SBSI | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 32.13 | 32.13 | 0.00% | market | 39.06% | — | 7.53% | 1.06% | 6.46% |
| SLM | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 13.15 | 13.15 | 0.00% | market | 228.57% | — | 19.98% | 1.06% | 18.91% |
| SYBT | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 47.98 | 47.98 | 0.00% | market | 41.82% | — | 2.59% | 1.06% | 1.53% |
| URI | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 245.70 | 245.70 | 0.00% | market | 19.15% | — | 20.93% | 1.06% | 19.87% |
| ABCB | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 40.67 | 40.67 | 0.00% | market | 16.24% | — | 20.43% | 3.71% | 16.72% |
| AOS | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 56.32 | 56.32 | 0.00% | market | 25.42% | — | 7.62% | 3.71% | 3.91% |
| BFH | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 56.62 | 56.62 | 0.00% | market | 37.34% | — | 40.22% | 3.71% | 36.51% |
| BPOP | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 59.85 | 59.85 | 0.00% | market | 36.36% | — | 15.32% | 3.71% | 11.61% |
| BY | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 15.91 | 15.91 | 0.00% | market | 31.03% | — | 29.32% | 3.71% | 25.60% |
| CNOB | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 21.85 | 21.85 | 0.00% | market | 20.37% | — | 10.93% | 3.71% | 7.22% |
| COLB | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 39.35 | 39.35 | 0.00% | market | 34.43% | — | 14.66% | 3.71% | 10.95% |
| DLB | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 89.90 | 89.90 | 0.00% | market | 42.31% | — | 11.81% | 3.71% | 8.10% |
| FHI | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 28.79 | 28.79 | 0.00% | market | 17.72% | — | -0.31% | 3.71% | -4.02% |
| FICO | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 478.47 | 478.47 | 0.00% | market | 20.70% | — | -1.46% | 3.71% | -5.18% |
| FRME | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 38.71 | 38.71 | 0.00% | market | 25.76% | — | 12.97% | 3.71% | 9.26% |
| GBCI | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 48.51 | 48.51 | 0.00% | market | 16.22% | — | 15.81% | 3.71% | 12.10% |
| HLI | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 70.85 | 70.85 | 0.00% | market | 77.00% | — | -8.24% | 3.71% | -11.96% |
| MBIN | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 20.81 | 20.81 | 0.00% | market | 31.31% | — | 16.62% | 3.71% | 12.91% |
| CACC | 2021-02-01 | 2021-02-02 | 2021-03-03 | 1 | 355.39 | 355.39 | 0.00% | market | 30.79% | — | 5.40% | 0.47% | 4.93% |
| ATKR | 2021-02-02 | 2021-02-03 | 2021-03-04 | 1 | 54.25 | 54.25 | 0.00% | market | 56.67% | — | 25.56% | -1.50% | 27.06% |
| BBD | 2021-02-04 | 2021-02-05 | 2021-03-08 | 1 | 4.02 | 4.02 | 0.00% | market | 20.00% | — | -15.27% | -1.67% | -13.60% |
| EL | 2021-02-05 | 2021-02-08 | 2021-03-09 | 3 | 280.25 | 280.25 | 0.00% | market | 54.44% | — | -0.18% | -0.54% | 0.36% |
| LAZ | 2021-02-05 | 2021-02-08 | 2021-03-09 | 3 | 42.60 | 42.60 | 0.00% | market | 71.13% | — | -3.27% | -0.54% | -2.73% |
| ARES | 2021-02-11 | 2021-02-12 | 2021-03-15 | 1 | 51.17 | 51.17 | 0.00% | market | 17.39% | — | 8.15% | 1.68% | 6.46% |
| CPAC | 2021-02-15 | 2021-02-16 | 2021-03-16 | 1 | 8.34 | 8.34 | 0.00% | market | 192.28% | — | -3.34% | 0.49% | -3.83% |
| HUN | 2021-02-12 | 2021-02-16 | 2021-03-16 | 4 | 29.00 | 29.00 | 0.00% | market | 15.91% | — | -4.76% | 0.49% | -5.25% |
| A | 2021-02-16 | 2021-02-17 | 2021-03-17 | 1 | 132.80 | 132.80 | 0.00% | market | 19.10% | — | -7.84% | 1.75% | -9.59% |
| ALLE | 2021-02-16 | 2021-02-17 | 2021-03-17 | 1 | 108.89 | 108.89 | 0.00% | market | 27.35% | — | 12.45% | 1.75% | 10.70% |
| ALX | 2021-02-16 | 2021-02-17 | 2021-03-17 | 1 | 266.02 | 266.02 | 0.00% | market | 39.72% | — | 14.63% | 1.75% | 12.88% |
| BYD | 2021-02-16 | 2021-02-17 | 2021-03-17 | 1 | 53.25 | 53.25 | 0.00% | market | 39.39% | — | 21.16% | 1.75% | 19.41% |
| CRK | 2021-02-16 | 2021-02-17 | 2021-03-17 | 1 | 5.70 | 5.70 | 0.00% | market | 55.56% | — | -2.73% | 1.75% | -4.48% |
| ARR | 2021-02-17 | 2021-02-18 | 2021-03-18 | 1 | 59.75 | 59.75 | 0.00% | market | 370.59% | — | 0.74% | 0.49% | 0.25% |
| AXTA | 2021-02-17 | 2021-02-18 | 2021-03-18 | 1 | 27.50 | 27.50 | 0.00% | market | 31.82% | — | 7.32% | 0.49% | 6.83% |
| BIDU | 2021-02-17 | 2021-02-18 | 2021-03-18 | 1 | 296.30 | 296.30 | 0.00% | market | 22.71% | — | -10.71% | 0.49% | -11.20% |
| CSV | 2021-02-17 | 2021-02-18 | 2021-03-18 | 1 | 34.63 | 34.63 | 0.00% | market | 16.33% | — | 6.20% | 0.49% | 5.71% |
| EBS | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 106.98 | 106.98 | 0.00% | market | 15.05% | — | -15.06% | -0.66% | -14.40% |
| GFI | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 8.55 | 8.55 | 0.00% | market | 27.76% | — | 17.33% | -0.66% | 17.99% |
| GLPI | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 42.65 | 42.65 | 0.00% | market | 29.82% | — | -1.34% | -0.66% | -0.68% |
| KNSL | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 200.00 | 200.00 | 0.00% | market | 48.05% | — | -14.96% | -0.66% | -14.30% |
| OLED | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 242.27 | 242.27 | 0.00% | market | 76.56% | — | -5.31% | -0.66% | -4.65% |
| OMC | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 67.04 | 67.04 | 0.00% | market | 15.15% | — | 13.91% | -0.66% | 14.57% |
| ABR | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 16.30 | 16.30 | 0.00% | market | 77.78% | — | 0.57% | 1.43% | -0.85% |
| DE | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 329.50 | 329.50 | 0.00% | market | 79.17% | — | 12.67% | 1.43% | 11.25% |
| MITT | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 12.15 | 12.15 | 0.00% | market | 2799.82% | — | 5.83% | 1.43% | 4.40% |
| SFB | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 25.62 | 25.62 | 0.00% | market | 29.77% | — | 0.33% | 1.43% | -1.10% |
| DORM | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 102.62 | 102.62 | 0.00% | market | 29.35% | — | -0.12% | 1.26% | -1.38% |
| EXR | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 126.00 | 126.00 | 0.00% | market | 32.22% | — | 3.39% | 1.26% | 2.13% |
| IVR | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 35.96 | 35.96 | 0.00% | market | 42.86% | — | 3.60% | 1.26% | 2.34% |
| MGY | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 10.61 | 10.61 | 0.00% | market | 50.00% | — | 1.13% | 1.26% | -0.13% |
| NDSN | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 187.75 | 187.75 | 0.00% | market | 24.53% | — | 5.43% | 1.26% | 4.17% |
| PLOW | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 49.51 | 49.51 | 0.00% | market | 32.20% | — | -9.86% | 1.26% | -11.11% |
| RSG | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 91.40 | 91.40 | 0.00% | market | 25.00% | — | 5.83% | 1.26% | 4.57% |
| SBAC | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 256.42 | 256.42 | 0.00% | market | 80.77% | — | 6.81% | 1.26% | 5.55% |
| SID | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 6.53 | 6.53 | 0.00% | market | 395.24% | — | -7.91% | 1.26% | -9.17% |
| BMO | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 84.23 | 84.23 | 0.00% | market | 41.67% | — | 4.20% | 0.31% | 3.89% |
| BNS | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 59.25 | 59.25 | 0.00% | market | 19.75% | — | 4.88% | 0.31% | 4.57% |
| CORT | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 26.68 | 26.68 | 0.00% | market | 17.65% | — | -11.46% | 0.31% | -11.76% |
| CROX | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 80.75 | 80.75 | 0.00% | market | 29.27% | — | -9.39% | 0.31% | -9.70% |
| HCXY | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 26.23 | 26.23 | 0.00% | market | 337.38% | — | 1.31% | 0.31% | 1.00% |
| LXFR | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 20.07 | 20.07 | 0.00% | market | 22.73% | — | -1.15% | 0.31% | -1.45% |
| MGRC | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 79.55 | 79.55 | 0.00% | market | 23.30% | — | -2.10% | 0.31% | -2.41% |
| OBDC | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 14.00 | 14.00 | 0.00% | market | 70.91% | — | -1.10% | 0.31% | -1.41% |
| TRI | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 93.84 | 93.84 | 0.00% | market | 16.67% | — | -1.75% | 0.31% | -2.06% |
| TX | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 32.50 | 32.50 | 0.00% | market | 83.48% | — | 10.36% | 0.31% | 10.05% |
| XP | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 46.40 | 46.40 | 0.00% | market | 20.00% | — | -21.33% | 0.31% | -21.64% |
| AGI | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 7.77 | 7.77 | 0.00% | market | 15.38% | — | -0.49% | -0.18% | -0.30% |
| FNF | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 39.80 | 39.80 | 0.00% | market | 52.27% | — | -3.04% | -0.18% | -2.86% |
| JOE | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 55.35 | 55.35 | 0.00% | market | 225.93% | — | -21.53% | -0.18% | -21.35% |
| PBR | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 8.93 | 8.93 | 0.00% | market | 1266.67% | — | -9.28% | -0.18% | -9.10% |
| PBR-A | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 9.08 | 9.08 | 0.00% | market | 1057.14% | — | -9.79% | -0.18% | -9.61% |
| RGEN | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 219.47 | 219.47 | 0.00% | market | 67.74% | — | -17.92% | -0.18% | -17.73% |
| RY | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 89.66 | 89.66 | 0.00% | market | 17.98% | — | 2.70% | -0.18% | 2.88% |
| VCEL | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 48.83 | 48.83 | 0.00% | market | 25.00% | — | 11.12% | -0.18% | 11.30% |
| ABEV | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 2.63 | 2.63 | 0.00% | market | 60.00% | — | 1.80% | 3.03% | -1.22% |
| ACHC | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 52.51 | 52.51 | 0.00% | market | 63.77% | — | 9.80% | 3.03% | 6.78% |
| AFGB | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 26.71 | 26.71 | 0.00% | market | 84.76% | — | 2.15% | 3.03% | -0.88% |
| AFGC | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 25.49 | 25.49 | 0.00% | market | 276.06% | — | 4.14% | 3.03% | 1.11% |
| AFGD | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 26.34 | 26.34 | 0.00% | market | 276.06% | — | 4.38% | 3.03% | 1.35% |
| AFGE | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 25.02 | 25.02 | 0.00% | market | 276.06% | — | 4.38% | 3.03% | 1.35% |
| CM | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 46.66 | 46.66 | 0.00% | market | 27.93% | — | 6.54% | 3.03% | 3.52% |
| DNLI | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 66.11 | 66.11 | 0.00% | market | 24450.13% | — | -16.53% | 3.03% | -19.55% |
| EOG | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 69.25 | 69.25 | 0.00% | market | 102.86% | — | 8.03% | 3.03% | 5.00% |
| ETSY | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 224.00 | 224.00 | 0.00% | market | 83.05% | — | -9.78% | 3.03% | -12.80% |
| GLNG | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 11.57 | 11.57 | 0.00% | market | 114.29% | — | -5.29% | 3.03% | -8.31% |
| GTN | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 18.37 | 18.37 | 0.00% | market | 23.40% | — | -1.24% | 3.03% | -4.27% |
| LMAT | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 50.14 | 50.14 | 0.00% | market | 17.24% | — | -6.92% | 3.03% | -9.95% |
| MAIN | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 35.43 | 35.43 | 0.00% | market | 18.00% | — | 10.71% | 3.03% | 7.68% |
| OGE | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 29.61 | 29.61 | 0.00% | market | 111.11% | — | 9.32% | 3.03% | 6.30% |
| PLUG | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 44.68 | 44.68 | 0.00% | market | 37.50% | — | -23.94% | 3.03% | -26.96% |
| RKT | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 23.33 | 23.33 | 0.00% | market | 31.03% | — | 2.39% | 3.03% | -0.64% |
| SRE | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 59.76 | 59.76 | 0.00% | market | 21.79% | — | 10.46% | 3.03% | 7.43% |
| TD | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 61.54 | 61.54 | 0.00% | market | 21.37% | — | 7.03% | 3.03% | 4.01% |
| TPL | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 123.44 | 123.44 | 0.00% | market | 28.00% | — | 41.94% | 3.03% | 38.91% |
| VIV | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 8.20 | 8.20 | 0.00% | market | 28.57% | — | -2.90% | 3.03% | -5.93% |
| IEP | 2021-02-26 | 2021-03-01 | 2021-03-29 | 3 | 65.00 | 65.00 | 0.00% | market | 229.79% | — | -17.12% | 2.64% | -19.76% |
| EXK | 2021-03-01 | 2021-03-02 | 2021-03-30 | 1 | 5.88 | 5.88 | 0.00% | market | 133.33% | — | -19.15% | 1.26% | -20.41% |
| PGEN | 2021-03-01 | 2021-03-02 | 2021-03-30 | 1 | 8.44 | 8.44 | 0.00% | market | 31.25% | — | -20.30% | 1.26% | -21.56% |
| ZM | 2021-03-01 | 2021-03-02 | 2021-03-30 | 1 | 439.60 | 439.60 | 0.00% | market | 56.41% | — | -28.86% | 1.26% | -30.12% |
| AER | 2021-03-02 | 2021-03-03 | 2021-03-31 | 1 | 46.80 | 46.80 | 0.00% | market | 22.89% | — | 25.41% | 2.73% | 22.68% |
| AZO | 2021-03-02 | 2021-03-03 | 2021-03-31 | 1 | 1,184.01 | 1,184.01 | 0.00% | market | 16.28% | — | 18.51% | 2.73% | 15.77% |
| SQM | 2021-03-03 | 2021-03-04 | 2021-04-01 | 1 | 53.75 | 53.75 | 0.00% | market | 25.00% | — | 0.89% | 5.09% | -4.20% |
| ACR | 2021-03-04 | 2021-03-05 | 2021-04-05 | 1 | 14.10 | 14.10 | 0.00% | market | 16.67% | — | 6.92% | 6.81% | 0.11% |
| MANU | 2021-03-04 | 2021-03-05 | 2021-04-05 | 1 | 19.00 | 19.00 | 0.00% | market | 680.00% | — | -14.21% | 6.81% | -21.01% |
| YPF | 2021-03-05 | 2021-03-08 | 2021-04-06 | 3 | 4.30 | 4.30 | 0.00% | market | 101.68% | — | 1.76% | 5.58% | -3.82% |
| FNV | 2021-03-10 | 2021-03-11 | 2021-04-09 | 1 | 115.06 | 115.06 | 0.00% | market | 23.19% | — | 17.38% | 4.91% | 12.47% |
| FSM | 2021-03-10 | 2021-03-11 | 2021-04-09 | 1 | 6.95 | 6.95 | 0.00% | market | 33.33% | — | 5.37% | 4.91% | 0.46% |
| KNOP | 2021-03-10 | 2021-03-11 | 2021-04-09 | 1 | 17.58 | 17.58 | 0.00% | market | 20.97% | — | 3.20% | 4.91% | -1.71% |
| AGRO | 2021-03-11 | 2021-03-12 | 2021-04-12 | 1 | 9.00 | 9.00 | 0.00% | market | 36.84% | — | -8.43% | 4.99% | -13.42% |
| MTN | 2021-03-11 | 2021-03-12 | 2021-04-12 | 1 | 324.29 | 324.29 | 0.00% | market | 60.18% | — | -6.17% | 4.99% | -11.17% |
| RC | 2021-03-11 | 2021-03-12 | 2021-04-12 | 1 | 14.13 | 14.13 | 0.00% | market | 24.39% | — | -1.66% | 4.99% | -6.65% |
| AIV | 2021-03-12 | 2021-03-15 | 2021-04-13 | 3 | 5.37 | 5.37 | 0.00% | market | 233.33% | — | 15.91% | 4.70% | 11.22% |
| AVAL | 2021-03-12 | 2021-03-15 | 2021-04-13 | 3 | 6.50 | 6.50 | 0.00% | market | 45.45% | — | -4.25% | 4.70% | -8.95% |
| NRP | 2021-03-15 | 2021-03-16 | 2021-04-14 | 1 | 19.44 | 19.44 | 0.00% | market | 2899.46% | — | -10.03% | 3.62% | -13.65% |
| QFIN | 2021-03-15 | 2021-03-16 | 2021-04-14 | 1 | 30.88 | 30.88 | 0.00% | market | 22.86% | — | -21.60% | 3.62% | -25.22% |
| YALA | 2021-03-15 | 2021-03-16 | 2021-04-14 | 1 | 24.08 | 24.08 | 0.00% | market | 25.00% | — | -2.43% | 3.62% | -6.05% |
| CEPU | 2021-03-16 | 2021-03-17 | 2021-04-15 | 1 | 2.26 | 2.26 | 0.00% | market | 146.43% | — | -7.62% | 5.41% | -13.03% |
| LEN | 2021-03-16 | 2021-03-17 | 2021-04-15 | 1 | 88.50 | 88.50 | 0.00% | market | 23.64% | — | 16.19% | 5.41% | 10.78% |
| VEL | 2021-03-16 | 2021-03-17 | 2021-04-15 | 1 | 9.39 | 9.39 | 0.00% | market | 123.08% | — | -2.55% | 5.41% | -7.96% |
| WSM | 2021-03-17 | 2021-03-18 | 2021-04-16 | 1 | 79.50 | 79.50 | 0.00% | market | 16.47% | — | 9.54% | 5.77% | 3.76% |
| LEU | 2021-03-18 | 2021-03-19 | 2021-04-19 | 1 | 27.49 | 27.49 | 0.00% | market | 117.91% | — | -23.45% | 6.50% | -29.95% |
| MP | 2021-03-18 | 2021-03-19 | 2021-04-19 | 1 | 41.00 | 41.00 | 0.00% | market | 125.00% | — | -28.12% | 6.50% | -34.62% |
| NKE | 2021-03-18 | 2021-03-19 | 2021-04-19 | 1 | 140.00 | 140.00 | 0.00% | market | 18.42% | — | -5.41% | 6.50% | -11.90% |
| PAX | 2021-03-18 | 2021-03-19 | 2021-04-19 | 1 | 17.17 | 17.17 | 0.00% | market | 15.38% | — | -9.54% | 6.50% | -16.03% |
| WB | 2021-03-18 | 2021-03-19 | 2021-04-19 | 1 | 52.26 | 52.26 | 0.00% | market | 17.95% | — | -6.03% | 6.50% | -12.53% |
| PSTL | 2021-03-23 | 2021-03-24 | 2021-04-22 | 1 | 15.93 | 15.93 | 0.00% | market | 245.42% | — | 18.48% | 5.44% | 13.04% |
| JEF | 2021-03-24 | 2021-03-25 | 2021-04-23 | 1 | 31.14 | 31.14 | 0.00% | market | 71.77% | — | -0.39% | 7.97% | -8.36% |
| NMM | 2021-03-24 | 2021-03-25 | 2021-04-23 | 1 | 22.71 | 22.71 | 0.00% | market | 49.33% | — | 39.93% | 7.97% | 31.96% |
| PRGS | 2021-03-25 | 2021-03-26 | 2021-04-26 | 1 | 43.50 | 43.50 | 0.00% | market | 26.67% | — | 5.49% | 6.82% | -1.34% |
| RLAY | 2021-03-25 | 2021-03-26 | 2021-04-26 | 1 | 34.68 | 34.68 | 0.00% | market | 311.76% | — | 0.56% | 6.82% | -6.26% |
| SBS | 2021-03-26 | 2021-03-29 | 2021-04-27 | 3 | 1.43 | 1.43 | 0.00% | market | 21.08% | — | 5.49% | 5.86% | -0.37% |
| BNTX | 2021-03-30 | 2021-03-31 | 2021-04-29 | 1 | 109.47 | 109.47 | 0.00% | market | 428.07% | — | 64.01% | 6.25% | 57.76% |
| MKC | 2021-03-30 | 2021-03-31 | 2021-04-29 | 1 | 89.72 | 89.72 | 0.00% | market | 22.03% | — | 0.88% | 6.25% | -5.37% |
| RIOT | 2021-03-31 | 2021-04-01 | 2021-04-30 | 1 | 54.75 | 54.75 | 0.00% | market | 300.00% | — | -23.70% | 4.74% | -28.44% |
| STZ | 2021-04-08 | 2021-04-09 | 2021-05-07 | 1 | 224.72 | 224.72 | 0.00% | market | 17.42% | — | 7.11% | 3.36% | 3.75% |
| GHG | 2021-04-14 | 2021-04-15 | 2021-05-13 | 1 | 13.04 | 13.04 | 0.00% | market | 18.72% | — | 1.13% | -0.84% | 1.96% |
| GS | 2021-04-14 | 2021-04-15 | 2021-05-13 | 1 | 338.90 | 338.90 | 0.00% | market | 82.00% | — | 5.77% | -0.84% | 6.61% |
| JPM | 2021-04-14 | 2021-04-15 | 2021-05-13 | 1 | 151.25 | 151.25 | 0.00% | market | 47.54% | — | 6.68% | -0.84% | 7.51% |
| WFC | 2021-04-14 | 2021-04-15 | 2021-05-13 | 1 | 42.10 | 42.10 | 0.00% | market | 50.00% | — | 10.11% | -0.84% | 10.95% |
| BAC | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 39.31 | 39.31 | 0.00% | market | 30.30% | — | 7.66% | -0.16% | 7.82% |
| BANF | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 70.00 | 70.00 | 0.00% | market | 30.93% | — | 4.76% | -0.16% | 4.92% |
| C | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 73.32 | 73.32 | 0.00% | market | 39.23% | — | 4.32% | -0.16% | 4.48% |
| CBSH | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 59.94 | 59.94 | 0.00% | market | 16.09% | — | 4.64% | -0.16% | 4.80% |
| USB | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 56.91 | 56.91 | 0.00% | market | 51.04% | — | 8.69% | -0.16% | 8.85% |
| WAL | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 92.50 | 92.50 | 0.00% | market | 29.25% | — | 12.84% | -0.16% | 13.00% |
| ALLY | 2021-04-16 | 2021-04-19 | 2021-05-17 | 3 | 47.48 | 47.48 | 0.00% | market | 81.74% | — | 14.01% | -0.18% | 14.19% |
| CFG | 2021-04-16 | 2021-04-19 | 2021-05-17 | 3 | 44.91 | 44.91 | 0.00% | market | 45.36% | — | 12.88% | -0.18% | 13.06% |
| MS | 2021-04-16 | 2021-04-19 | 2021-05-17 | 3 | 78.30 | 78.30 | 0.00% | market | 28.82% | — | 12.40% | -0.18% | 12.58% |
| PNC | 2021-04-16 | 2021-04-19 | 2021-05-17 | 3 | 179.35 | 179.35 | 0.00% | market | 49.09% | — | 10.87% | -0.18% | 11.05% |
| HOG | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 44.79 | 44.79 | 0.00% | market | 90.91% | — | 11.96% | -0.48% | 12.43% |
| ONB | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 19.12 | 19.12 | 0.00% | market | 26.83% | — | 0.58% | -0.48% | 1.06% |
| PLD | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 112.38 | 112.38 | 0.00% | market | 21.95% | — | 2.21% | -0.48% | 2.69% |
| PNFP | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 91.68 | 91.68 | 0.00% | market | 15.83% | — | -1.28% | -0.48% | -0.80% |
| WBS | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 53.27 | 53.27 | 0.00% | market | 35.87% | — | 6.94% | -0.48% | 7.42% |
| WTFC | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 76.55 | 76.55 | 0.00% | market | 80.14% | — | 2.29% | -0.48% | 2.77% |
| ZION | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 55.13 | 55.13 | 0.00% | market | 63.79% | — | 5.56% | -0.48% | 6.04% |
| DOV | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 145.23 | 145.23 | 0.00% | market | 24.83% | — | 1.37% | -0.16% | 1.53% |
| EQBK | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 28.11 | 28.11 | 0.00% | market | 18.18% | — | 13.20% | -0.16% | 13.36% |
| FITB | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 36.40 | 36.40 | 0.00% | market | 34.78% | — | 14.43% | -0.16% | 14.59% |
| FULT | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 16.75 | 16.75 | 0.00% | market | 22.86% | — | 3.48% | -0.16% | 3.64% |
| GATX | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 91.73 | 91.73 | 0.00% | market | 20.00% | — | 4.83% | -0.16% | 4.99% |
| HWC | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 42.87 | 42.87 | 0.00% | market | 24.74% | — | 14.39% | -0.16% | 14.54% |
| ISRG | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 280.31 | 280.31 | 0.00% | market | 34.48% | — | -2.95% | -0.16% | -2.79% |
| KEY | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 19.73 | 19.73 | 0.00% | market | 27.08% | — | 15.97% | -0.16% | 16.12% |
| NFLX | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 50.80 | 50.80 | 0.00% | market | 26.67% | — | -4.10% | -0.16% | -3.94% |
| SFNC | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 27.31 | 27.31 | 0.00% | market | 19.23% | — | 11.36% | -0.16% | 11.52% |
| SMBK | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 22.63 | 22.63 | 0.00% | market | 20.37% | — | 3.26% | -0.16% | 3.42% |
| ASML | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 664.17 | 664.17 | 0.00% | market | 28.02% | — | -2.42% | -0.15% | -2.27% |
| BANR | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 55.49 | 55.49 | 0.00% | market | 30.39% | — | 4.91% | -0.15% | 5.06% |
| CSV | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 36.90 | 36.90 | 0.00% | market | 42.11% | — | 2.75% | -0.15% | 2.89% |
| CVBF | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 21.96 | 21.96 | 0.00% | market | 30.56% | — | 1.81% | -0.15% | 1.96% |
| EFX | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 217.90 | 217.90 | 0.00% | market | 27.10% | — | 6.97% | -0.15% | 7.12% |
| FHN | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 17.79 | 17.79 | 0.00% | market | 37.84% | — | 4.85% | -0.15% | 4.99% |
| FR | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 49.81 | 49.81 | 0.00% | market | 108.70% | — | 0.58% | -0.15% | 0.73% |
| GGG | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 77.40 | 77.40 | 0.00% | market | 16.00% | — | -3.50% | -0.15% | -3.35% |
| KMI | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 16.69 | 16.69 | 0.00% | market | 150.00% | — | 11.94% | -0.15% | 12.09% |
| LOB | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 66.98 | 66.98 | 0.00% | market | 44.26% | — | -12.01% | -0.15% | -11.87% |
| OFG | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 24.25 | 24.25 | 0.00% | market | 24.44% | — | 2.87% | -0.15% | 3.02% |
| RCI | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 49.46 | 49.46 | 0.00% | market | 17.31% | — | 3.36% | -0.15% | 3.50% |
| REXR | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 56.38 | 56.38 | 0.00% | market | 111.11% | — | -2.87% | -0.15% | -2.72% |
| RLI | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 58.92 | 58.92 | 0.00% | market | 18.92% | — | -9.35% | -0.15% | -9.20% |
| SLM | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 19.56 | 19.56 | 0.00% | market | 65.42% | — | 0.05% | -0.15% | 0.20% |
| SYBT | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 51.25 | 51.25 | 0.00% | market | 33.78% | — | 0.17% | -0.15% | 0.32% |
| TCBI | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 62.01 | 62.01 | 0.00% | market | 20.91% | — | 10.09% | -0.15% | 10.24% |
| TFIN | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 92.95 | 92.95 | 0.00% | market | 45.05% | — | -12.66% | -0.15% | -12.51% |
| ABCB | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 47.97 | 47.97 | 0.00% | market | 55.65% | — | 21.89% | 0.50% | 21.39% |
| ALLE | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 134.78 | 134.78 | 0.00% | market | 17.65% | — | 1.93% | 0.50% | 1.42% |
| ASB | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 20.79 | 20.79 | 0.00% | market | 34.88% | — | 11.40% | 0.50% | 10.89% |
| ASR | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 177.38 | 177.38 | 0.00% | market | 230.11% | — | 4.36% | 0.50% | 3.86% |
| BKU | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 43.26 | 43.26 | 0.00% | market | 43.24% | — | 10.02% | 0.50% | 9.52% |
| BX | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 83.15 | 83.15 | 0.00% | market | 33.33% | — | 9.03% | 0.50% | 8.53% |
| CBAN | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 15.23 | 15.23 | 0.00% | market | 43.24% | — | 17.96% | 0.50% | 17.46% |
| CE | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 151.37 | 151.37 | 0.00% | market | 16.89% | — | 8.34% | 0.50% | 7.84% |
| DHI | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 95.70 | 95.70 | 0.00% | market | 17.67% | — | -5.50% | 0.50% | -6.00% |
| DHR | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 224.23 | 224.23 | 0.00% | market | 44.00% | — | -0.26% | 0.50% | -0.76% |
| EIG | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 41.67 | 41.67 | 0.00% | market | 15.91% | — | 1.39% | 0.50% | 0.89% |
| FAF | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 62.30 | 62.30 | 0.00% | market | 22.39% | — | 5.33% | 0.50% | 4.82% |
| FRME | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 45.50 | 45.50 | 0.00% | market | 19.74% | — | 3.37% | 0.50% | 2.87% |
| HBAN | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 14.48 | 14.48 | 0.00% | market | 37.14% | — | 8.60% | 0.50% | 8.10% |
| HCA | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 202.61 | 202.61 | 0.00% | market | 24.70% | — | 1.76% | 0.50% | 1.26% |
| HTH | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 32.54 | 32.54 | 0.00% | market | 44.55% | — | 11.70% | 0.50% | 11.20% |
| INDB | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 75.82 | 75.82 | 0.00% | market | 15.60% | — | 4.90% | 0.50% | 4.40% |
| INTC | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 59.16 | 59.16 | 0.00% | market | 20.87% | — | -5.31% | 0.50% | -5.81% |
| NBHC | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 39.76 | 39.76 | 0.00% | market | 21.43% | — | 3.45% | 0.50% | 2.94% |
| ORI | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 23.88 | 23.88 | 0.00% | market | 53.33% | — | 9.99% | 0.50% | 9.49% |
| PNR | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 64.55 | 64.55 | 0.00% | market | 30.65% | — | 5.24% | 0.50% | 4.74% |
| SAP | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 142.46 | 142.46 | 0.00% | market | 49.56% | — | -1.93% | 0.50% | -2.43% |
| SBCF | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 35.05 | 35.05 | 0.00% | market | 25.00% | — | 8.60% | 0.50% | 8.10% |
| SITC | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 58.80 | 58.80 | 0.00% | market | 21.74% | — | -2.34% | 0.50% | -2.85% |
| SRCE | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 45.66 | 45.66 | 0.00% | market | 23.60% | — | 6.93% | 0.50% | 6.43% |
| STBA | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 31.89 | 31.89 | 0.00% | market | 28.57% | — | 7.93% | 0.50% | 7.43% |
| VICR | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 90.25 | 90.25 | 0.00% | market | 36.00% | — | -4.51% | 0.50% | -5.01% |