EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (max 100 pos) (2)
Run 9a94b32a · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
7081
Win rate
52.52%
Avg return
1.36%
Median return
0.59%
Avg abnormal
0.50%
Median abnormal
-0.61%
Best trade
744.34%
Worst trade
-81.63%
Sharpe (per-trade)
0.08
Daily portfolio drawdown
-38.63%
Portfolio (equal_weight)
Total return
96.34%
Max drawdown
-38.63%
Avg trade return
1.36%
Win rate
52.52%
Signals
15913
Configured concurrent
100
Observed concurrent
100
Trades taken
7081
Skipped (no capacity)
8832
Excess vs benchmark
-367.45%
Avg entry slippage
0.00%
Return if filled at market
96.34%
VWAP fills
0
VWAP fallbacks
0
8832 of 15913 qualifying signals were dropped because no position slot or cash was available.
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2006 | 2 | -0.18% | -3.44% | 50.00% |
| 2007 | 3 | -4.64% | -6.03% | 33.33% |
| 2008 | 2 | 3.40% | 4.80% | 50.00% |
| 2009 | 3 | 3.74% | 1.43% | 100.00% |
| 2010 | 5 | -0.10% | 1.00% | 60.00% |
| 2011 | 2 | 1.68% | 2.78% | 50.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2013 | 3 | -9.82% | -10.39% | 0.00% |
| 2015 | 2 | 12.22% | 14.17% | 100.00% |
| 2016 | 258 | 5.61% | 3.86% | 68.60% |
| 2017 | 561 | 0.14% | -1.07% | 48.66% |
| 2018 | 621 | -0.02% | -0.16% | 51.53% |
| 2019 | 619 | -1.08% | -1.97% | 47.33% |
| 2020 | 754 | 0.94% | 0.76% | 52.12% |
| 2021 | 812 | 2.00% | 0.50% | 58.87% |
| 2022 | 777 | 1.16% | 2.16% | 50.58% |
| 2023 | 785 | 1.99% | 0.41% | 50.96% |
| 2024 | 724 | 2.96% | 0.40% | 54.01% |
| 2025 | 743 | 0.53% | 0.19% | 51.28% |
| 2026 | 404 | 3.59% | 2.54% | 51.24% |
Trades (page 6: 500 of 7,081)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/E | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CVE | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 4.96 | 4.96 | 0.00% | market | 43.18% | — | -5.75% | 5.77% | -11.52% |
| EIG | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 33.75 | 33.75 | 0.00% | market | 157.58% | — | -4.72% | 5.77% | -10.50% |
| EW | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 80.00 | 80.00 | 0.00% | market | 126.67% | — | -1.71% | 5.77% | -7.49% |
| FAF | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 55.33 | 55.33 | 0.00% | market | 26.51% | — | -8.20% | 5.77% | -13.97% |
| FBNC | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 23.09 | 23.09 | 0.00% | market | 88.89% | — | -11.92% | 5.77% | -17.70% |
| FFBC | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 14.64 | 14.64 | 0.00% | market | 60.00% | — | -3.72% | 5.77% | -9.49% |
| FRME | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 26.26 | 26.26 | 0.00% | market | 31.91% | — | -5.01% | 5.77% | -10.79% |
| GBCI | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 36.00 | 36.00 | 0.00% | market | 32.00% | — | -3.24% | 5.77% | -9.01% |
| HZO | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 28.45 | 28.45 | 0.00% | market | 119.44% | — | 10.97% | 5.77% | 5.20% |
| MAT | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 11.94 | 11.94 | 0.00% | market | 31.58% | — | -6.80% | 5.77% | -12.57% |
| ORI | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 16.91 | 16.91 | 0.00% | market | 20.00% | — | -5.24% | 5.77% | -11.02% |
| PHM | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 41.78 | 41.78 | 0.00% | market | 32.18% | — | 13.54% | 5.77% | 7.77% |
| SBCF | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 20.37 | 20.37 | 0.00% | market | 38.24% | — | -4.86% | 5.77% | -10.64% |
| SRCE | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 35.21 | 35.21 | 0.00% | market | 26.32% | — | -3.76% | 5.77% | -9.54% |
| TECK | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 11.58 | 11.58 | 0.00% | market | 500.00% | — | -2.09% | 5.77% | -7.86% |
| TOWN | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 18.85 | 18.85 | 0.00% | market | 71.43% | — | -4.98% | 5.77% | -10.75% |
| WBS | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 27.55 | 27.55 | 0.00% | market | 21.28% | — | -0.61% | 5.77% | -6.38% |
| EQNR | 2020-07-24 | 2020-07-27 | 2020-08-24 | 3 | 15.68 | 15.68 | 0.00% | market | 246.15% | — | 4.94% | 6.62% | -1.68% |
| MOG-A | 2020-07-24 | 2020-07-27 | 2020-08-24 | 3 | 55.00 | 55.00 | 0.00% | market | 165.71% | — | 10.15% | 6.62% | 3.54% |
| OFG | 2020-07-24 | 2020-07-27 | 2020-08-24 | 3 | 13.97 | 13.97 | 0.00% | market | 77.27% | — | -5.04% | 6.62% | -11.66% |
| PAC | 2020-07-24 | 2020-07-27 | 2020-08-24 | 3 | 65.27 | 65.27 | 0.00% | market | 31.25% | — | 15.47% | 6.62% | 8.85% |
| SLB | 2020-07-24 | 2020-07-27 | 2020-08-24 | 3 | 19.70 | 19.70 | 0.00% | market | 495.95% | — | -0.86% | 6.62% | -7.48% |
| AGNC | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 13.81 | 13.81 | 0.00% | market | 26.09% | — | 2.51% | 6.73% | -4.22% |
| AMKR | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 15.40 | 15.40 | 0.00% | market | 766.62% | — | -16.66% | 6.73% | -23.39% |
| ARLP | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 3.38 | 3.38 | 0.00% | market | 17.78% | — | -0.99% | 6.73% | -7.71% |
| CATY | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 26.07 | 26.07 | 0.00% | market | 19.30% | — | -1.37% | 6.73% | -8.09% |
| FIX | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 47.64 | 47.64 | 0.00% | market | 140.00% | — | 8.11% | 6.73% | 1.38% |
| GABC | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 29.47 | 29.47 | 0.00% | market | 50.00% | — | -0.47% | 6.73% | -7.20% |
| KOP | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 25.08 | 25.08 | 0.00% | market | 27.00% | — | -0.22% | 6.73% | -6.95% |
| NBTB | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 30.68 | 30.68 | 0.00% | market | 21.74% | — | 1.79% | 6.73% | -4.94% |
| NOV | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 12.43 | 12.43 | 0.00% | market | 36.36% | — | -2.84% | 6.73% | -9.56% |
| NWBI | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 9.72 | 9.72 | 0.00% | market | 316.67% | — | 4.84% | 6.73% | -1.89% |
| OMF | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 28.90 | 28.90 | 0.00% | market | 280.95% | — | 2.01% | 6.73% | -4.72% |
| 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% |
| 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% |
| AGYS | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 19.25 | 19.25 | 0.00% | market | 500.00% | — | 30.81% | 7.90% | 22.91% |
| 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% |
| ADM | 2020-07-29 | 2020-07-30 | 2020-08-27 | 1 | 43.00 | 43.00 | 0.00% | market | 66.67% | — | 3.90% | 8.21% | -4.31% |
| ABR | 2020-07-31 | 2020-08-03 | 2020-08-31 | 3 | 10.25 | 10.25 | 0.00% | market | 48.15% | — | 10.34% | 6.39% | 3.95% |
| ACHC | 2020-08-04 | 2020-08-05 | 2020-09-02 | 1 | 30.96 | 30.96 | 0.00% | market | 35.00% | — | 0.42% | 7.91% | -7.50% |
| ACAD | 2020-08-05 | 2020-08-06 | 2020-09-03 | 1 | 43.00 | 43.00 | 0.00% | market | 38.64% | — | -10.82% | 4.20% | -15.02% |
| AGO | 2020-08-07 | 2020-08-10 | 2020-09-08 | 3 | 23.14 | 23.14 | 0.00% | market | 97.10% | — | -10.43% | -0.55% | -9.88% |
| APG | 2020-08-12 | 2020-08-13 | 2020-09-11 | 1 | 9.89 | 9.89 | 0.00% | market | 77.78% | — | -4.75% | -0.76% | -3.99% |
| ARCO | 2020-08-12 | 2020-08-13 | 2020-09-11 | 1 | 4.73 | 4.73 | 0.00% | market | 24.56% | — | -13.00% | -0.76% | -12.24% |
| DDS | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 30.54 | 30.54 | 0.00% | market | 92.32% | — | 14.18% | 0.61% | 13.57% |
| FPH | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 5.30 | 5.30 | 0.00% | market | 266.67% | — | -7.65% | 0.61% | -8.26% |
| 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% |
| 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% |
| TPR | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 15.55 | 15.55 | 0.00% | market | 47.92% | — | 12.57% | 0.61% | 11.96% |
| CIG | 2020-08-14 | 2020-08-17 | 2020-09-15 | 3 | 1.50 | 1.50 | 0.00% | market | 22.06% | — | 5.90% | 0.66% | 5.24% |
| 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% |
| MSGE | 2020-08-14 | 2020-08-17 | 2020-09-15 | 3 | 67.57 | 67.57 | 0.00% | market | 49.30% | — | 12.02% | 0.66% | 11.36% |
| JD | 2020-08-17 | 2020-08-18 | 2020-09-16 | 1 | 68.19 | 68.19 | 0.00% | market | 28.21% | — | 10.02% | 0.14% | 9.88% |
| 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% |
| TEO | 2020-08-17 | 2020-08-18 | 2020-09-16 | 1 | 7.51 | 7.51 | 0.00% | market | 78.57% | — | -3.43% | 0.14% | -3.57% |
| AAP | 2020-08-18 | 2020-08-19 | 2020-09-17 | 1 | 163.17 | 163.17 | 0.00% | market | 47.47% | — | -5.25% | -0.95% | -4.31% |
| ADCT | 2020-08-18 | 2020-08-19 | 2020-09-17 | 1 | 38.57 | 38.57 | 0.00% | market | 21.54% | — | 16.67% | -0.95% | 17.62% |
| 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% |
| WMT | 2020-08-18 | 2020-08-19 | 2020-09-17 | 1 | 44.74 | 44.74 | 0.00% | market | 26.83% | — | 1.73% | -0.95% | 2.68% |
| BBWI | 2020-08-19 | 2020-08-20 | 2020-09-18 | 1 | 23.69 | 23.69 | 0.00% | market | 159.52% | — | 2.77% | -1.40% | 4.17% |
| LITB | 2020-08-19 | 2020-08-20 | 2020-09-18 | 1 | 14.70 | 14.70 | 0.00% | market | 700.00% | — | -28.26% | -1.40% | -26.86% |
| 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% |
| TGT | 2020-08-19 | 2020-08-20 | 2020-09-18 | 1 | 154.93 | 154.93 | 0.00% | market | 108.64% | — | -4.04% | -1.40% | -2.64% |
| BJ | 2020-08-20 | 2020-08-21 | 2020-09-21 | 1 | 44.80 | 44.80 | 0.00% | market | 28.33% | — | -8.07% | -3.24% | -4.83% |
| CAAP | 2020-08-20 | 2020-08-21 | 2020-09-21 | 1 | 2.60 | 2.60 | 0.00% | market | 30.00% | — | -19.72% | -3.24% | -16.47% |
| MLCO | 2020-08-20 | 2020-08-21 | 2020-09-21 | 1 | 19.50 | 19.50 | 0.00% | market | 37.93% | — | -16.36% | -3.24% | -13.12% |
| 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% |
| SUPV | 2020-08-20 | 2020-08-21 | 2020-09-21 | 1 | 2.60 | 2.60 | 0.00% | market | 133.33% | — | -26.25% | -3.24% | -23.01% |
| 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% |
| MMYT | 2020-08-21 | 2020-08-24 | 2020-09-22 | 3 | 13.75 | 13.75 | 0.00% | market | 36.00% | — | 30.01% | -3.45% | 33.46% |
| PDD | 2020-08-21 | 2020-08-24 | 2020-09-22 | 3 | 85.62 | 85.62 | 0.00% | market | 38.89% | — | -6.62% | -3.45% | -3.16% |
| 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% |
| 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% |
| BBY | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 113.41 | 113.41 | 0.00% | market | 58.33% | — | -7.72% | -6.17% | -1.55% |
| 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% |
| OOMA | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 16.72 | 16.72 | 0.00% | market | 85.71% | — | -23.66% | -6.17% | -17.50% |
| P | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 14.62 | 14.62 | 0.00% | market | 500.00% | — | -1.26% | -6.17% | 4.90% |
| 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% |
| TOL | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 46.72 | 46.72 | 0.00% | market | 26.76% | — | 1.53% | -6.17% | 7.69% |
| URBN | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 25.00 | 25.00 | 0.00% | market | 187.50% | — | -18.36% | -6.17% | -12.20% |
| BOX | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 21.03 | 21.03 | 0.00% | market | 38.46% | — | -17.31% | -5.68% | -11.64% |
| 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% |
| DKS | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 53.56 | 53.56 | 0.00% | market | 140.00% | — | 4.25% | -5.68% | 9.93% |
| DY | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 54.49 | 54.49 | 0.00% | market | 73.53% | — | 1.04% | -5.68% | 6.71% |
| ESTC | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 117.53 | 117.53 | 0.00% | market | 133.33% | — | -9.58% | -5.68% | -3.90% |
| 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% |
| WSM | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 46.19 | 46.19 | 0.00% | market | 80.00% | — | -6.08% | -5.68% | -0.40% |
| BILL | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 103.50 | 103.50 | 0.00% | market | 81.82% | — | -5.86% | -4.36% | -1.49% |
| BURL | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 202.14 | 202.14 | 0.00% | market | 46.15% | — | 2.28% | -4.36% | 6.64% |
| 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% |
| DELL | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 33.20 | 33.20 | 0.00% | market | 30.61% | — | 2.61% | -4.36% | 6.97% |
| MOV | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 11.16 | 11.16 | 0.00% | market | 77.42% | — | -7.00% | -4.36% | -2.64% |
| NTNX | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 23.79 | 23.79 | 0.00% | market | 41.79% | — | -7.58% | -4.36% | -3.22% |
| OKTA | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 212.32 | 212.32 | 0.00% | market | 464.52% | — | 0.38% | -4.36% | 4.74% |
| 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% |
| WDAY | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 240.00 | 240.00 | 0.00% | market | 29.23% | — | -8.29% | -4.36% | -3.93% |
| GAP | 2020-08-31 | 2020-09-01 | 2020-09-30 | 1 | 17.23 | 17.23 | 0.00% | market | 58.76% | — | -1.26% | -4.37% | 3.11% |
| CAL | 2020-09-01 | 2020-09-02 | 2020-10-01 | 1 | 9.08 | 9.08 | 0.00% | market | 28.75% | — | 7.83% | -4.97% | 12.80% |
| 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% |
| AMBA | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 55.63 | 55.63 | 0.00% | market | 372.81% | — | -6.77% | -6.19% | -0.58% |
| CRWD | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 32.75 | 32.75 | 0.00% | market | 175.00% | — | 6.68% | -6.19% | 12.87% |
| M | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 7.08 | 7.08 | 0.00% | market | 54.49% | — | -15.21% | -6.19% | -9.02% |
| MDB | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 241.85 | 241.85 | 0.00% | market | 43.59% | — | -3.21% | -6.19% | 2.98% |
| PD | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 27.00 | 27.00 | 0.00% | market | 33.33% | — | 2.23% | -6.19% | 8.42% |
| PVH | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 61.65 | 61.65 | 0.00% | market | 105.33% | — | 0.66% | -6.19% | 6.85% |
| 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% |
| 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% |
| DOCU | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 233.77 | 233.77 | 0.00% | market | 142.86% | — | -3.46% | -1.84% | -1.62% |
| HOV | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 33.31 | 33.31 | 0.00% | market | 1450.00% | — | 4.28% | -1.84% | 6.12% |
| JILL | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 3.00 | 3.00 | 0.00% | market | 16.22% | — | -3.77% | -1.84% | -1.93% |
| MEI | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 29.71 | 29.71 | 0.00% | market | 57.69% | — | -1.95% | -1.84% | -0.11% |
| NX | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 19.03 | 19.03 | 0.00% | market | 325.00% | — | 1.27% | -1.84% | 3.11% |
| OXM | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 46.50 | 46.50 | 0.00% | market | 37.70% | — | -4.72% | -1.84% | -2.88% |
| SIG | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 18.63 | 18.63 | 0.00% | market | 45.15% | — | 7.47% | -1.84% | 9.31% |
| TLYS | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 7.04 | 7.04 | 0.00% | market | 205.88% | — | -8.34% | -1.84% | -6.50% |
| YEXT | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 18.64 | 18.64 | 0.00% | market | 41.67% | — | -17.64% | -1.84% | -15.80% |
| 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% |
| ABM | 2020-09-08 | 2020-09-09 | 2020-10-07 | 1 | 37.78 | 37.78 | 0.00% | market | 78.57% | — | -1.13% | 0.95% | -2.08% |
| CASY | 2020-09-08 | 2020-09-09 | 2020-10-07 | 1 | 174.37 | 174.37 | 0.00% | market | 52.11% | — | 3.70% | 0.95% | 2.75% |
| HQY | 2020-09-08 | 2020-09-09 | 2020-10-07 | 1 | 59.52 | 59.52 | 0.00% | market | 55.56% | — | -8.47% | 0.95% | -9.42% |
| AEO | 2020-09-09 | 2020-09-10 | 2020-10-08 | 1 | 13.64 | 13.64 | 0.00% | market | 78.57% | — | 13.24% | 0.57% | 12.67% |
| NCNO | 2020-09-09 | 2020-09-10 | 2020-10-08 | 1 | 85.95 | 85.95 | 0.00% | market | 80.00% | — | -8.56% | 0.57% | -9.13% |
| 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% |
| VERX | 2020-09-09 | 2020-09-10 | 2020-10-08 | 1 | 23.69 | 23.69 | 0.00% | market | 100.00% | — | 4.71% | 0.57% | 4.14% |
| ZS | 2020-09-09 | 2020-09-10 | 2020-10-08 | 1 | 140.00 | 140.00 | 0.00% | market | 91.06% | — | 5.37% | 0.57% | 4.80% |
| CHWY | 2020-09-10 | 2020-09-11 | 2020-10-09 | 1 | 58.82 | 58.82 | 0.00% | market | 46.67% | — | 4.59% | 3.28% | 1.31% |
| GOLD | 2020-09-10 | 2020-09-11 | 2020-10-09 | 1 | 15.01 | 15.01 | 0.00% | market | 204.88% | — | 23.15% | 3.28% | 19.87% |
| KR | 2020-09-11 | 2020-09-14 | 2020-10-12 | 3 | 33.68 | 33.68 | 0.00% | market | 43.14% | — | 2.72% | 4.43% | -1.71% |
| HTHT | 2020-09-14 | 2020-09-15 | 2020-10-13 | 1 | 41.39 | 41.39 | 0.00% | market | 25.00% | — | 3.43% | 2.64% | 0.79% |
| 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% |
| FDX | 2020-09-15 | 2020-09-16 | 2020-10-14 | 1 | 203.75 | 203.75 | 0.00% | market | 81.04% | — | 9.07% | 1.88% | 7.19% |
| 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% |
| KBH | 2020-09-22 | 2020-09-23 | 2020-10-21 | 1 | 40.00 | 40.00 | 0.00% | market | 56.60% | — | -4.65% | 3.58% | -8.23% |
| 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% |
| JKS | 2020-09-23 | 2020-09-24 | 2020-10-22 | 1 | 32.39 | 32.39 | 0.00% | market | 132.50% | — | 114.07% | 7.28% | 106.79% |
| AIR | 2020-09-24 | 2020-09-25 | 2020-10-23 | 1 | 18.36 | 18.36 | 0.00% | market | 206.25% | — | 11.94% | 7.19% | 4.75% |
| BB | 2020-09-24 | 2020-09-25 | 2020-10-23 | 1 | 4.81 | 4.81 | 0.00% | market | 421.08% | — | 6.34% | 7.19% | -0.85% |
| KMX | 2020-09-24 | 2020-09-25 | 2020-10-23 | 1 | 95.25 | 95.25 | 0.00% | market | 65.74% | — | -4.61% | 7.19% | -11.81% |
| CALM | 2020-09-28 | 2020-09-29 | 2020-10-27 | 1 | 39.61 | 39.61 | 0.00% | market | 24.53% | — | -1.97% | 1.27% | -3.24% |
| THO | 2020-09-28 | 2020-09-29 | 2020-10-27 | 1 | 95.84 | 95.84 | 0.00% | market | 59.70% | — | -9.04% | 1.27% | -10.31% |
| UNFI | 2020-09-28 | 2020-09-29 | 2020-10-27 | 1 | 17.34 | 17.34 | 0.00% | market | 43.24% | — | -7.83% | 1.27% | -9.10% |
| SNX | 2020-09-29 | 2020-09-30 | 2020-10-28 | 1 | 70.92 | 70.92 | 0.00% | market | 47.35% | — | -6.22% | -1.93% | -4.29% |
| 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% |
| IDT | 2020-10-01 | 2020-10-02 | 2020-10-30 | 1 | 8.45 | 8.45 | 0.00% | market | 29.17% | — | 12.68% | -1.56% | 14.24% |
| AYI | 2020-10-08 | 2020-10-09 | 2020-11-06 | 1 | 102.80 | 102.80 | 0.00% | market | 15.76% | — | -7.37% | 1.33% | -8.70% |
| 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% |
| AA | 2020-10-14 | 2020-10-15 | 2020-11-12 | 1 | 11.45 | 11.45 | 0.00% | market | 22.52% | — | 36.32% | 2.76% | 33.56% |
| 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% |
| CMC | 2020-10-15 | 2020-10-16 | 2020-11-13 | 1 | 21.62 | 21.62 | 0.00% | market | 31.67% | — | -3.57% | 2.62% | -6.19% |
| 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% |
| 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% |
| SLB | 2020-10-16 | 2020-10-19 | 2020-11-16 | 3 | 15.16 | 15.16 | 0.00% | market | 23.08% | — | 32.09% | 3.99% | 28.10% |
| HAL | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 12.44 | 12.44 | 0.00% | market | 37.50% | — | 26.99% | 5.00% | 21.99% |
| HNI | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 37.00 | 37.00 | 0.00% | market | 54.35% | — | 3.87% | 5.00% | -1.12% |
| 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% |
| ACI | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 15.28 | 15.28 | 0.00% | market | 122.22% | — | 2.98% | 3.77% | -0.80% |
| 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% |
| CALX | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 26.04 | 26.04 | 0.00% | market | 110.53% | — | -7.01% | 3.77% | -10.78% |
| 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% |
| EQBK | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 16.73 | 16.73 | 0.00% | market | 20.00% | — | 25.54% | 3.77% | 21.77% |
| 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% |
| IRDM | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 29.23 | 29.23 | 0.00% | market | 75.00% | — | 8.42% | 3.77% | 4.65% |
| MLI | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 7.43 | 7.43 | 0.00% | market | 223.40% | — | 10.94% | 3.77% | 7.16% |
| 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% |
| 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% |
| SNAP | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 34.97 | 34.97 | 0.00% | market | 116.67% | — | 16.09% | 3.77% | 12.31% |
| THC | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 27.92 | 27.92 | 0.00% | market | 93.94% | — | 13.80% | 3.77% | 10.02% |
| 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% |
| AN | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 64.39 | 64.39 | 0.00% | market | 44.24% | — | -6.17% | 4.32% | -10.49% |
| 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% |
| KNX | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 40.64 | 40.64 | 0.00% | market | 23.44% | — | 3.47% | 4.32% | -0.85% |
| 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% |
| MTH | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 52.21 | 52.21 | 0.00% | market | 17.36% | — | -11.59% | 4.32% | -15.91% |
| RUSHA | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 25.18 | 25.18 | 0.00% | market | 166.67% | — | 0.97% | 4.32% | -3.35% |
| 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% |
| STC | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 46.87 | 46.87 | 0.00% | market | 54.55% | — | -4.88% | 4.32% | -9.20% |
| 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% |
| UFPI | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 54.66 | 54.66 | 0.00% | market | 38.89% | — | -0.85% | 4.32% | -5.17% |
| WGO | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 50.61 | 50.61 | 0.00% | market | 55.91% | — | -1.29% | 4.32% | -5.61% |
| WHR | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 203.76 | 203.76 | 0.00% | market | 64.52% | — | -5.60% | 4.32% | -9.92% |
| 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% |
| ASB | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 14.20 | 14.20 | 0.00% | market | 26.32% | — | 10.18% | 2.72% | 7.46% |
| 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% |
| DOW | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 49.52 | 49.52 | 0.00% | market | 51.52% | — | 10.42% | 2.72% | 7.70% |
| 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% |
| EQT | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 15.77 | 15.77 | 0.00% | market | 31.82% | — | -6.76% | 2.72% | -9.48% |
| 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% |
| 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% |
| IIIN | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 21.30 | 21.30 | 0.00% | market | 70.83% | — | 18.73% | 2.72% | 16.01% |
| 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% |
| LUV | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 42.04 | 42.04 | 0.00% | market | 18.44% | — | 8.23% | 2.72% | 5.51% |
| 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% |
| OZK | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 25.20 | 25.20 | 0.00% | market | 44.83% | — | 10.18% | 2.72% | 7.46% |
| PAG | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 55.63 | 55.63 | 0.00% | market | 86.06% | — | 2.06% | 2.72% | -0.66% |
| PDS | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 16.00 | 16.00 | 0.00% | market | 46.67% | — | 11.46% | 2.72% | 8.75% |
| 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% |
| RNGR | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 2.65 | 2.65 | 0.00% | market | 15.56% | — | 20.65% | 2.72% | 17.94% |
| 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% |
| TFII | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 49.45 | 49.45 | 0.00% | market | 34.29% | — | 3.48% | 2.72% | 0.76% |
| 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% |
| CLF | 2020-10-23 | 2020-10-26 | 2020-11-23 | 3 | 8.59 | 8.59 | 0.00% | market | 122.22% | — | 15.50% | 4.48% | 11.02% |
| CRI | 2020-10-23 | 2020-10-26 | 2020-11-23 | 3 | 86.54 | 86.54 | 0.00% | market | 24.84% | — | 5.20% | 4.48% | 0.72% |
| 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% |
| 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% |
| 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% |
| AMKR | 2020-10-26 | 2020-10-27 | 2020-11-24 | 1 | 12.68 | 12.68 | 0.00% | market | 22.58% | — | 13.31% | 6.90% | 6.40% |
| 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% |
| ACCO | 2020-10-27 | 2020-10-28 | 2020-11-25 | 1 | 5.81 | 5.81 | 0.00% | market | 26.67% | — | 39.49% | 9.20% | 30.28% |
| ACGL | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 30.85 | 30.85 | 0.00% | market | 16.00% | — | 4.28% | 10.29% | -6.01% |
| ACRE | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 9.41 | 9.41 | 0.00% | market | 47.62% | — | 18.28% | 10.29% | 7.99% |
| AAOI | 2020-11-05 | 2020-11-06 | 2020-12-07 | 1 | 8.11 | 8.11 | 0.00% | market | 25.00% | — | 3.31% | 5.48% | -2.17% |
| AEIS | 2020-11-05 | 2020-11-06 | 2020-12-07 | 1 | 84.00 | 84.00 | 0.00% | market | 41.88% | — | 19.15% | 5.48% | 13.67% |
| ALC | 2020-11-10 | 2020-11-11 | 2020-12-10 | 1 | 66.54 | 66.54 | 0.00% | market | 116.67% | — | -3.24% | 2.90% | -6.14% |
| CAE | 2020-11-10 | 2020-11-11 | 2020-12-10 | 1 | 22.85 | 22.85 | 0.00% | market | 400.00% | — | 9.97% | 2.90% | 7.07% |
| 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% |
| RVLV | 2020-11-11 | 2020-11-12 | 2020-12-11 | 1 | 19.11 | 19.11 | 0.00% | market | 92.86% | — | 25.85% | 3.01% | 22.84% |
| ADCT | 2020-11-12 | 2020-11-13 | 2020-12-14 | 1 | 34.37 | 34.37 | 0.00% | market | 24.68% | — | -0.48% | 2.64% | -3.12% |
| BW | 2020-11-12 | 2020-11-13 | 2020-12-14 | 1 | 2.75 | 2.75 | 0.00% | market | 260.78% | — | 60.99% | 2.64% | 58.35% |
| BZH | 2020-11-12 | 2020-11-13 | 2020-12-14 | 1 | 13.98 | 13.98 | 0.00% | market | 37.93% | — | 6.48% | 2.64% | 3.84% |
| DDS | 2020-11-12 | 2020-11-13 | 2020-12-14 | 1 | 48.81 | 48.81 | 0.00% | market | 273.26% | — | 1.85% | 2.64% | -0.80% |
| 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% |
| SPB | 2020-11-13 | 2020-11-16 | 2020-12-15 | 3 | 65.75 | 65.75 | 0.00% | market | 44.54% | — | 8.23% | 2.39% | 5.85% |
| AP | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 4.07 | 4.07 | 0.00% | market | 16.67% | — | 30.86% | 2.83% | 28.02% |
| 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% |
| JOYY | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 105.00 | 105.00 | 0.00% | market | 28.43% | — | -21.86% | 2.83% | -24.70% |
| 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% |
| LAC | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 7.38 | 7.38 | 0.00% | market | 30.00% | — | -20.43% | 2.83% | -23.26% |
| MSGE | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 79.00 | 79.00 | 0.00% | market | 35.59% | — | 0.57% | 2.83% | -2.26% |
| KSS | 2020-11-17 | 2020-11-18 | 2020-12-17 | 1 | 29.61 | 29.61 | 0.00% | market | 102.33% | — | 31.48% | 3.14% | 28.34% |
| LZB | 2020-11-17 | 2020-11-18 | 2020-12-17 | 1 | 40.40 | 40.40 | 0.00% | market | 64.00% | — | -0.47% | 3.14% | -3.61% |
| NIO | 2020-11-17 | 2020-11-18 | 2020-12-17 | 1 | 45.75 | 45.75 | 0.00% | market | 20.00% | — | 0.45% | 3.14% | -2.69% |
| BBWI | 2020-11-18 | 2020-11-19 | 2020-12-18 | 1 | 31.79 | 31.79 | 0.00% | market | 1155.56% | — | -1.89% | 3.82% | -5.71% |
| KC | 2020-11-18 | 2020-11-19 | 2020-12-18 | 1 | 34.20 | 34.20 | 0.00% | market | 31.25% | — | 38.64% | 3.82% | 34.82% |
| KNOP | 2020-11-18 | 2020-11-19 | 2020-12-18 | 1 | 13.32 | 13.32 | 0.00% | market | 16.67% | — | 11.99% | 3.82% | 8.17% |
| ATKR | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 34.09 | 34.09 | 0.00% | market | 73.53% | — | 21.72% | 2.90% | 18.83% |
| BJ | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 44.05 | 44.05 | 0.00% | market | 43.75% | — | -13.31% | 2.90% | -16.21% |
| CAL | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 14.46 | 14.46 | 0.00% | market | 1100.00% | — | -8.54% | 2.90% | -11.43% |
| ESE | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 97.30 | 97.30 | 0.00% | market | 18.42% | — | 2.48% | 2.90% | -0.42% |
| M | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 9.13 | 9.13 | 0.00% | market | 76.54% | — | 14.47% | 2.90% | 11.57% |
| OOMA | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 15.38 | 15.38 | 0.00% | market | 85.71% | — | -4.03% | 2.90% | -6.93% |
| QFIN | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 13.52 | 13.52 | 0.00% | market | 53.75% | — | -17.63% | 2.90% | -20.53% |
| SUPV | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 1.92 | 1.92 | 0.00% | market | 37.50% | — | -0.62% | 2.90% | -3.52% |
| WDAY | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 220.22 | 220.22 | 0.00% | market | 28.36% | — | 9.94% | 2.90% | 7.04% |
| WSM | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 55.85 | 55.85 | 0.00% | market | 68.42% | — | -2.55% | 2.90% | -5.45% |
| BKE | 2020-11-20 | 2020-11-23 | 2020-12-22 | 3 | 28.26 | 28.26 | 0.00% | market | 54.55% | — | 2.48% | 2.79% | -0.30% |
| AMBA | 2020-11-23 | 2020-11-24 | 2020-12-23 | 1 | 70.98 | 70.98 | 0.00% | market | 80.00% | — | 31.44% | 2.04% | 29.40% |
| AVAL | 2020-11-23 | 2020-11-24 | 2020-12-23 | 1 | 5.40 | 5.40 | 0.00% | market | 88.89% | — | 26.94% | 2.04% | 24.89% |
| CANG | 2020-11-23 | 2020-11-24 | 2020-12-23 | 1 | 64.60 | 64.60 | 0.00% | market | 2400.00% | — | -42.36% | 2.04% | -44.40% |
| CBT | 2020-11-23 | 2020-11-24 | 2020-12-23 | 1 | 44.50 | 44.50 | 0.00% | market | 17.24% | — | -0.35% | 2.04% | -2.39% |
| KFY | 2020-11-23 | 2020-11-24 | 2020-12-23 | 1 | 39.59 | 39.59 | 0.00% | market | 980.00% | — | 11.97% | 2.04% | 9.93% |
| NTNX | 2020-11-23 | 2020-11-24 | 2020-12-23 | 1 | 30.56 | 30.56 | 0.00% | market | 22.81% | — | 8.57% | 2.04% | 6.53% |
| TWST | 2020-11-23 | 2020-11-24 | 2020-12-23 | 1 | 120.75 | 120.75 | 0.00% | market | 23.94% | — | 38.00% | 2.04% | 35.96% |
| URBN | 2020-11-23 | 2020-11-24 | 2020-12-23 | 1 | 30.90 | 30.90 | 0.00% | market | 73.33% | — | -12.92% | 2.04% | -14.96% |
| ANF | 2020-11-24 | 2020-11-25 | 2020-12-24 | 1 | 22.44 | 22.44 | 0.00% | market | 1620.00% | — | -10.57% | 1.62% | -12.19% |
| BBAR | 2020-11-24 | 2020-11-25 | 2020-12-24 | 1 | 3.30 | 3.30 | 0.00% | market | 26.67% | — | -4.95% | 1.62% | -6.56% |
| DELL | 2020-11-24 | 2020-11-25 | 2020-12-24 | 1 | 35.37 | 35.37 | 0.00% | market | 46.04% | — | 4.45% | 1.62% | 2.84% |
| DKS | 2020-11-24 | 2020-11-25 | 2020-12-24 | 1 | 58.50 | 58.50 | 0.00% | market | 99.01% | — | -5.07% | 1.62% | -6.69% |
| HPQ | 2020-11-24 | 2020-11-25 | 2020-12-24 | 1 | 22.88 | 22.88 | 0.00% | market | 19.23% | — | 5.93% | 1.62% | 4.31% |
| MOV | 2020-11-24 | 2020-11-25 | 2020-12-24 | 1 | 18.46 | 18.46 | 0.00% | market | 45.83% | — | -5.90% | 1.62% | -7.51% |
| P | 2020-11-24 | 2020-11-25 | 2020-12-24 | 1 | 19.28 | 19.28 | 0.00% | market | 200.00% | — | 24.28% | 1.62% | 22.66% |
| ADNT | 2020-11-30 | 2020-12-01 | 2020-12-30 | 1 | 32.99 | 32.99 | 0.00% | market | 19.79% | — | 6.57% | 1.76% | 4.81% |
| MOGU | 2020-11-30 | 2020-12-01 | 2020-12-30 | 1 | 28.32 | 28.32 | 0.00% | market | 42.10% | — | -4.34% | 1.76% | -6.09% |
| BMO | 2020-12-01 | 2020-12-02 | 2020-12-31 | 1 | 74.80 | 74.80 | 0.00% | market | 22.30% | — | 1.54% | 2.48% | -0.94% |
| BNS | 2020-12-01 | 2020-12-02 | 2020-12-31 | 1 | 50.56 | 50.56 | 0.00% | market | 19.57% | — | 6.78% | 2.48% | 4.30% |
| BOX | 2020-12-01 | 2020-12-02 | 2020-12-31 | 1 | 16.92 | 16.92 | 0.00% | market | 42.86% | — | 6.58% | 2.48% | 4.10% |
| CRWD | 2020-12-02 | 2020-12-03 | 2021-01-04 | 1 | 39.88 | 39.88 | 0.00% | market | 14445.45% | — | 25.58% | 0.58% | 25.00% |
| ESTC | 2020-12-02 | 2020-12-03 | 2021-01-04 | 1 | 130.55 | 130.55 | 0.00% | market | 85.00% | — | 8.26% | 0.58% | 7.68% |
| OKTA | 2020-12-02 | 2020-12-03 | 2021-01-04 | 1 | 246.39 | 246.39 | 0.00% | market | 437.63% | — | 1.64% | 0.58% | 1.06% |
| ZS | 2020-12-02 | 2020-12-03 | 2021-01-04 | 1 | 163.45 | 163.45 | 0.00% | market | 133.33% | — | 19.87% | 0.58% | 19.29% |
| BBW | 2020-12-03 | 2020-12-04 | 2021-01-05 | 1 | 4.56 | 4.56 | 0.00% | market | 374.96% | — | -0.76% | 1.09% | -1.85% |
| DOCU | 2020-12-03 | 2020-12-04 | 2021-01-05 | 1 | 244.83 | 244.83 | 0.00% | market | 83.33% | — | -6.77% | 1.09% | -7.86% |
| MEI | 2020-12-03 | 2020-12-04 | 2021-01-05 | 1 | 36.71 | 36.71 | 0.00% | market | 28.75% | — | 3.58% | 1.09% | 2.49% |
| REX | 2020-12-03 | 2020-12-04 | 2021-01-05 | 1 | 14.86 | 14.86 | 0.00% | market | 500.00% | — | -6.43% | 1.09% | -7.52% |
| TD | 2020-12-03 | 2020-12-04 | 2021-01-05 | 1 | 55.28 | 55.28 | 0.00% | market | 28.72% | — | 3.07% | 1.09% | 1.97% |
| YEXT | 2020-12-03 | 2020-12-04 | 2021-01-05 | 1 | 17.48 | 17.48 | 0.00% | market | 75.00% | — | -7.02% | 1.09% | -8.11% |
| GCO | 2020-12-04 | 2020-12-07 | 2021-01-06 | 3 | 32.49 | 32.49 | 0.00% | market | 374.19% | — | -0.44% | 1.23% | -1.67% |
| SGU | 2020-12-07 | 2020-12-08 | 2021-01-07 | 1 | 9.60 | 9.60 | 0.00% | market | 33.00% | — | -1.97% | 3.09% | -5.07% |
| TOL | 2020-12-07 | 2020-12-08 | 2021-01-07 | 1 | 46.78 | 46.78 | 0.00% | market | 25.00% | — | -5.57% | 3.09% | -8.67% |
| BNED | 2020-12-08 | 2020-12-09 | 2021-01-08 | 1 | 381.00 | 381.00 | 0.00% | market | 4882.61% | — | 27.46% | 2.80% | 24.66% |
| CHWY | 2020-12-08 | 2020-12-09 | 2021-01-08 | 1 | 78.00 | 78.00 | 0.00% | market | 46.67% | — | 24.09% | 2.80% | 21.29% |
| GME | 2020-12-08 | 2020-12-09 | 2021-01-08 | 1 | 3.48 | 3.48 | 0.00% | market | 35.00% | — | 26.91% | 2.80% | 24.11% |
| GWRE | 2020-12-08 | 2020-12-09 | 2021-01-08 | 1 | 123.19 | 123.19 | 0.00% | market | 383.33% | — | 6.17% | 2.80% | 3.38% |
| MDB | 2020-12-08 | 2020-12-09 | 2021-01-08 | 1 | 280.10 | 280.10 | 0.00% | market | 32.61% | — | 28.38% | 2.80% | 25.58% |
| THO | 2020-12-08 | 2020-12-09 | 2021-01-08 | 1 | 96.91 | 96.91 | 0.00% | market | 31.41% | — | -0.79% | 2.80% | -3.59% |
| WLY | 2020-12-08 | 2020-12-09 | 2021-01-08 | 1 | 41.64 | 41.64 | 0.00% | market | 56.25% | — | 15.15% | 2.80% | 12.35% |
| DBI | 2020-12-09 | 2020-12-10 | 2021-01-11 | 1 | 7.81 | 7.81 | 0.00% | market | 39.53% | — | 17.44% | 3.65% | 13.80% |
| NCNO | 2020-12-09 | 2020-12-10 | 2021-01-11 | 1 | 84.83 | 84.83 | 0.00% | market | 66.67% | — | -16.01% | 3.65% | -19.66% |
| OXM | 2020-12-09 | 2020-12-10 | 2021-01-11 | 1 | 64.05 | 64.05 | 0.00% | market | 60.36% | — | 11.97% | 3.65% | 8.32% |
| ASO | 2020-12-10 | 2020-12-11 | 2021-01-12 | 1 | 17.49 | 17.49 | 0.00% | market | 152.78% | — | 28.72% | 3.80% | 24.92% |
| NX | 2020-12-10 | 2020-12-11 | 2021-01-12 | 1 | 22.50 | 22.50 | 0.00% | market | 45.65% | — | 16.97% | 3.80% | 13.17% |
| EZPW | 2020-12-14 | 2020-12-15 | 2021-01-14 | 1 | 4.96 | 4.96 | 0.00% | market | 158.33% | — | -3.53% | 3.01% | -6.54% |
| BLBD | 2020-12-16 | 2020-12-17 | 2021-01-19 | 1 | 18.99 | 18.99 | 0.00% | market | 40.00% | — | 30.76% | 1.80% | 28.95% |
| LEN | 2020-12-16 | 2020-12-17 | 2021-01-19 | 1 | 76.99 | 76.99 | 0.00% | market | 18.49% | — | 1.52% | 1.80% | -0.28% |
| MLKN | 2020-12-16 | 2020-12-17 | 2021-01-19 | 1 | 38.84 | 38.84 | 0.00% | market | 58.93% | — | -8.18% | 1.80% | -9.99% |
| BB | 2020-12-17 | 2020-12-18 | 2021-01-20 | 1 | 7.83 | 7.83 | 0.00% | market | 275.23% | — | 63.25% | 3.48% | 59.76% |
| CLSK | 2020-12-17 | 2020-12-18 | 2021-01-20 | 1 | 17.60 | 17.60 | 0.00% | market | 50.00% | — | 60.81% | 3.48% | 57.33% |
| FDX | 2020-12-17 | 2020-12-18 | 2021-01-20 | 1 | 228.29 | 228.29 | 0.00% | market | 23.85% | — | -11.23% | 3.48% | -14.71% |
| JBL | 2020-12-17 | 2020-12-18 | 2021-01-20 | 1 | 43.98 | 43.98 | 0.00% | market | 25.98% | — | 3.38% | 3.48% | -0.10% |
| WOR | 2020-12-17 | 2020-12-18 | 2021-01-20 | 1 | 31.22 | 31.22 | 0.00% | market | 39.71% | — | 9.48% | 3.48% | 5.99% |
| WGO | 2020-12-18 | 2020-12-21 | 2021-01-21 | 3 | 62.08 | 62.08 | 0.00% | market | 72.45% | — | 8.28% | 5.28% | 3.00% |
| ORKA | 2020-12-31 | 2021-01-04 | 2021-02-02 | 4 | 48.24 | 48.24 | 0.00% | market | 78.00% | — | 10.10% | 1.66% | 8.44% |
| SSL | 2020-12-31 | 2021-01-04 | 2021-02-02 | 4 | 9.02 | 9.02 | 0.00% | market | 1916.72% | — | 24.84% | 1.66% | 23.18% |
| JEF | 2021-01-04 | 2021-01-05 | 2021-02-03 | 1 | 24.46 | 24.46 | 0.00% | market | 122.00% | — | -3.90% | 3.74% | -7.64% |
| SAR | 2021-01-06 | 2021-01-07 | 2021-02-05 | 1 | 22.00 | 22.00 | 0.00% | market | 21.28% | — | 8.08% | 3.09% | 4.99% |
| FC | 2021-01-07 | 2021-01-08 | 2021-02-08 | 1 | 24.83 | 24.83 | 0.00% | market | 57.14% | — | 11.66% | 2.61% | 9.05% |
| STZ | 2021-01-07 | 2021-01-08 | 2021-02-08 | 1 | 230.14 | 230.14 | 0.00% | market | 28.22% | — | -0.76% | 2.61% | -3.36% |
| AZZ | 2021-01-11 | 2021-01-12 | 2021-02-10 | 1 | 50.13 | 50.13 | 0.00% | market | 21.21% | — | -1.10% | 2.95% | -4.05% |
| SNX | 2021-01-11 | 2021-01-12 | 2021-02-10 | 1 | 88.95 | 88.95 | 0.00% | market | 167.18% | — | -0.22% | 2.95% | -3.18% |
| KBH | 2021-01-12 | 2021-01-13 | 2021-02-11 | 1 | 36.87 | 36.87 | 0.00% | market | 20.43% | — | 21.16% | 3.17% | 17.99% |
| WAFD | 2021-01-14 | 2021-01-15 | 2021-02-16 | 1 | 28.27 | 28.27 | 0.00% | market | 21.43% | — | 5.63% | 4.14% | 1.49% |
| C | 2021-01-15 | 2021-01-19 | 2021-02-17 | 4 | 65.20 | 65.20 | 0.00% | market | 55.22% | — | -0.77% | 3.71% | -4.49% |
| JPM | 2021-01-15 | 2021-01-19 | 2021-02-17 | 4 | 139.86 | 139.86 | 0.00% | market | 39.34% | — | 3.65% | 3.71% | -0.07% |
| LOGI | 2021-01-18 | 2021-01-19 | 2021-02-17 | 1 | 102.95 | 102.95 | 0.00% | market | 140.20% | — | 11.71% | 3.71% | 8.00% |
| PNC | 2021-01-15 | 2021-01-19 | 2021-02-17 | 4 | 155.76 | 155.76 | 0.00% | market | 23.02% | — | 7.47% | 3.71% | 3.76% |
| FNB | 2021-01-19 | 2021-01-20 | 2021-02-18 | 1 | 10.93 | 10.93 | 0.00% | market | 16.67% | — | 2.64% | 2.52% | 0.12% |
| GS | 2021-01-19 | 2021-01-20 | 2021-02-18 | 1 | 295.82 | 295.82 | 0.00% | market | 61.71% | — | 4.66% | 2.52% | 2.14% |
| HAL | 2021-01-19 | 2021-01-20 | 2021-02-18 | 1 | 21.39 | 21.39 | 0.00% | market | 20.00% | — | -8.61% | 2.52% | -11.13% |
| ONB | 2021-01-19 | 2021-01-20 | 2021-02-18 | 1 | 18.32 | 18.32 | 0.00% | market | 15.79% | — | -2.99% | 2.52% | -5.51% |
| ZION | 2021-01-19 | 2021-01-20 | 2021-02-18 | 1 | 49.50 | 49.50 | 0.00% | market | 62.75% | — | 0.97% | 2.52% | -1.55% |
| AA | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 20.93 | 20.93 | 0.00% | market | 73.33% | — | 10.41% | 1.44% | 8.97% |
| BOKF | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 79.96 | 79.96 | 0.00% | market | 15.10% | — | 5.98% | 1.44% | 4.54% |
| CBSH | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 53.97 | 53.97 | 0.00% | market | 18.82% | — | 7.27% | 1.44% | 5.83% |
| HWC | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 40.49 | 40.49 | 0.00% | market | 30.00% | — | -6.84% | 1.44% | -8.28% |
| 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% |
| FOR | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 23.97 | 23.97 | 0.00% | market | 24.32% | — | -8.90% | 1.25% | -10.15% |
| HOMB | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 21.25 | 21.25 | 0.00% | market | 25.00% | — | 12.89% | 1.25% | 11.64% |
| IIIN | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 27.28 | 27.28 | 0.00% | market | 50.00% | — | 12.55% | 1.25% | 11.30% |
| INTC | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 58.85 | 58.85 | 0.00% | market | 38.18% | — | 3.06% | 1.25% | 1.81% |
| KEY | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 17.97 | 17.97 | 0.00% | market | 32.56% | — | 13.92% | 1.25% | 12.67% |
| MTB | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 142.83 | 142.83 | 0.00% | market | 16.17% | — | 8.61% | 1.25% | 7.36% |
| NBHC | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 34.23 | 34.23 | 0.00% | market | 33.33% | — | 10.27% | 1.25% | 9.02% |
| OZK | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 35.06 | 35.06 | 0.00% | market | 19.23% | — | 18.01% | 1.25% | 16.76% |
| SRCE | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 42.99 | 42.99 | 0.00% | market | 45.07% | — | 3.30% | 1.25% | 2.05% |
| 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% |
| 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% |
| 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% |
| STLD | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 38.95 | 38.95 | 0.00% | market | 18.29% | — | 12.51% | 1.65% | 10.86% |
| WSFS | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 47.10 | 47.10 | 0.00% | market | 26.09% | — | 15.00% | 1.65% | 13.35% |
| COF | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 103.19 | 103.19 | 0.00% | market | 87.06% | — | 15.45% | 0.55% | 14.90% |
| DHI | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 76.77 | 76.77 | 0.00% | market | 26.63% | — | -3.02% | 0.55% | -3.57% |
| FCF | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 12.20 | 12.20 | 0.00% | market | 17.39% | — | 12.85% | 0.55% | 12.30% |
| IVZ | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 20.60 | 20.60 | 0.00% | market | 26.32% | — | 8.54% | 0.55% | 7.99% |
| LPL | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 10.23 | 10.23 | 0.00% | market | 144.83% | — | -0.49% | 0.55% | -1.05% |
| LRN | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 24.40 | 24.40 | 0.00% | market | 22.45% | — | 2.73% | 0.55% | 2.17% |
| PII | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 123.44 | 123.44 | 0.00% | market | 15.17% | — | -1.79% | 0.55% | -2.34% |
| RNR | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 152.67 | 152.67 | 0.00% | market | 26.05% | — | 7.81% | 0.55% | 7.26% |
| 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% |
| 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% |
| CACI | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 260.62 | 260.62 | 0.00% | market | 16.11% | — | -15.17% | 1.06% | -16.23% |
| CASH | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 36.16 | 36.16 | 0.00% | market | 64.71% | — | 22.38% | 1.06% | 21.32% |
| CATY | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 36.99 | 36.99 | 0.00% | market | 17.11% | — | 1.66% | 1.06% | 0.59% |
| 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% |
| 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% |
| RES | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 4.54 | 4.54 | 0.00% | market | 66.67% | — | 39.77% | 1.06% | 38.71% |
| RJF | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 64.36 | 64.36 | 0.00% | market | 29.57% | — | 20.83% | 1.06% | 19.77% |
| RLI | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 49.70 | 49.70 | 0.00% | market | 35.71% | — | 4.87% | 1.06% | 3.81% |
| 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% |
| TXT | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 46.04 | 46.04 | 0.00% | market | 16.48% | — | 9.24% | 1.06% | 8.18% |
| UFI | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 20.00 | 20.00 | 0.00% | market | 400.00% | — | 24.55% | 1.06% | 23.49% |
| 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% |
| AIT | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 73.36 | 73.36 | 0.00% | market | 28.95% | — | 18.85% | 3.71% | 15.13% |
| 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% |
| BZH | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 18.00 | 18.00 | 0.00% | market | 33.33% | — | -0.93% | 3.71% | -4.65% |
| CE | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 117.00 | 117.00 | 0.00% | market | 21.51% | — | 21.70% | 3.71% | 17.99% |
| 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% |
| CNX | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 12.75 | 12.75 | 0.00% | market | 16.67% | — | 3.19% | 3.71% | -0.52% |
| 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% |
| DOW | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 53.85 | 53.85 | 0.00% | market | 17.39% | — | 14.18% | 3.71% | 10.47% |
| 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% |
| FLEX | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 18.63 | 18.63 | 0.00% | market | 32.43% | — | 1.94% | 3.71% | -1.77% |
| 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% |
| ARLP | 2021-02-01 | 2021-02-02 | 2021-03-03 | 1 | 5.70 | 5.70 | 0.00% | market | 237.50% | — | 4.99% | 0.47% | 4.52% |
| CACC | 2021-02-01 | 2021-02-02 | 2021-03-03 | 1 | 355.39 | 355.39 | 0.00% | market | 30.79% | — | 5.40% | 0.47% | 4.93% |
| ATKR | 2021-02-02 | 2021-02-03 | 2021-03-04 | 1 | 54.25 | 54.25 | 0.00% | market | 56.67% | — | 25.56% | -1.50% | 27.06% |
| AGCO | 2021-02-04 | 2021-02-05 | 2021-03-08 | 1 | 122.04 | 122.04 | 0.00% | market | 38.74% | — | 9.10% | -1.67% | 10.77% |
| ADNT | 2021-02-05 | 2021-02-08 | 2021-03-09 | 3 | 37.00 | 37.00 | 0.00% | market | 90.00% | — | 4.66% | -0.54% | 5.20% |
| BCH | 2021-02-05 | 2021-02-08 | 2021-03-09 | 3 | 20.68 | 20.68 | 0.00% | market | 16.67% | — | 13.97% | -0.54% | 14.51% |
| AMX | 2021-02-09 | 2021-02-10 | 2021-03-11 | 1 | 13.88 | 13.88 | 0.00% | market | 86.21% | — | -2.62% | 0.36% | -2.98% |
| ARMK | 2021-02-09 | 2021-02-10 | 2021-03-11 | 1 | 26.22 | 26.22 | 0.00% | market | 24.39% | — | 14.51% | 0.36% | 14.15% |
| ARCC | 2021-02-10 | 2021-02-11 | 2021-03-12 | 1 | 17.89 | 17.89 | 0.00% | market | 35.00% | — | 3.70% | 0.72% | 2.98% |
| CLSK | 2021-02-12 | 2021-02-16 | 2021-03-16 | 4 | 30.32 | 30.32 | 0.00% | market | 75.00% | — | -25.30% | 0.49% | -25.79% |
| AN | 2021-02-16 | 2021-02-17 | 2021-03-17 | 1 | 78.11 | 78.11 | 0.00% | market | 21.50% | — | 15.03% | 1.75% | 13.28% |
| BYD | 2021-02-16 | 2021-02-17 | 2021-03-17 | 1 | 53.25 | 53.25 | 0.00% | market | 39.39% | — | 21.16% | 1.75% | 19.41% |
| CRK | 2021-02-16 | 2021-02-17 | 2021-03-17 | 1 | 5.70 | 5.70 | 0.00% | market | 55.56% | — | -2.73% | 1.75% | -4.48% |
| GNW | 2021-02-16 | 2021-02-17 | 2021-03-17 | 1 | 3.48 | 3.48 | 0.00% | market | 54.55% | — | 1.34% | 1.75% | -0.42% |
| 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% |
| CYH | 2021-02-17 | 2021-02-18 | 2021-03-18 | 1 | 9.38 | 9.38 | 0.00% | market | 433.33% | — | 20.90% | 0.49% | 20.42% |
| EIG | 2021-02-17 | 2021-02-18 | 2021-03-18 | 1 | 36.04 | 36.04 | 0.00% | market | 247.62% | — | 11.44% | 0.49% | 10.96% |
| EQT | 2021-02-17 | 2021-02-18 | 2021-03-18 | 1 | 19.06 | 19.06 | 0.00% | market | 91.67% | — | -7.76% | 0.49% | -8.25% |
| ESRT | 2021-02-17 | 2021-02-18 | 2021-03-18 | 1 | 9.95 | 9.95 | 0.00% | market | 21.43% | — | 17.09% | 0.49% | 16.60% |
| ACRE | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 13.66 | 13.66 | 0.00% | market | 17.14% | — | 4.51% | -0.66% | 5.17% |
| APPN | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 210.99 | 210.99 | 0.00% | market | 82.35% | — | -28.22% | -0.66% | -27.56% |
| BELFB | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 15.24 | 15.24 | 0.00% | market | 42.86% | — | 33.82% | -0.66% | 34.48% |
| CTO | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 16.67 | 16.67 | 0.00% | market | 149.10% | — | 4.16% | -0.66% | 4.82% |
| DBX | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 23.55 | 23.55 | 0.00% | market | 21.74% | — | 13.94% | -0.66% | 14.60% |
| EBS | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 106.98 | 106.98 | 0.00% | market | 15.05% | — | -15.06% | -0.66% | -14.40% |
| 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% |
| ASIX | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 28.77 | 28.77 | 0.00% | market | 91.84% | — | -6.29% | 1.43% | -7.72% |
| E | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 22.59 | 22.59 | 0.00% | market | 25.00% | — | 6.50% | 1.43% | 5.07% |
| FUN | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 46.43 | 46.43 | 0.00% | market | 16.21% | — | 4.40% | 1.43% | 2.97% |
| MGA | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 82.60 | 82.60 | 0.00% | market | 39.41% | — | 9.65% | 1.43% | 8.22% |
| MITT | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 12.15 | 12.15 | 0.00% | market | 2799.82% | — | 5.83% | 1.43% | 4.40% |
| SFB | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 25.62 | 25.62 | 0.00% | market | 29.77% | — | 0.33% | 1.43% | -1.10% |
| AXGN | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 22.00 | 22.00 | 0.00% | market | 27.27% | — | -10.60% | 1.26% | -11.86% |
| CNNE | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 38.11 | 38.11 | 0.00% | market | 70.00% | — | 3.36% | 1.26% | 2.11% |
| DDS | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 78.04 | 78.04 | 0.00% | market | 28.95% | — | 14.25% | 1.26% | 12.99% |
| FIVN | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 178.78 | 178.78 | 0.00% | market | 47.83% | — | -6.70% | 1.26% | -7.96% |
| GDOT | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 49.50 | 49.50 | 0.00% | market | 93.75% | — | 0.14% | 1.26% | -1.12% |
| IVR | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 35.96 | 35.96 | 0.00% | market | 42.86% | — | 3.60% | 1.26% | 2.34% |
| KFY | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 60.92 | 60.92 | 0.00% | market | 86.27% | — | -1.00% | 1.26% | -2.26% |
| MGY | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 10.61 | 10.61 | 0.00% | market | 50.00% | — | 1.13% | 1.26% | -0.13% |
| PLOW | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 49.51 | 49.51 | 0.00% | market | 32.20% | — | -9.86% | 1.26% | -11.11% |
| PRIM | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 33.94 | 33.94 | 0.00% | market | 53.49% | — | -5.87% | 1.26% | -7.13% |
| SID | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 6.53 | 6.53 | 0.00% | market | 395.24% | — | -7.91% | 1.26% | -9.17% |
| UIS | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 25.36 | 25.36 | 0.00% | market | 62.22% | — | -0.34% | 1.26% | -1.59% |
| VNOM | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 15.91 | 15.91 | 0.00% | market | 1543.84% | — | -4.31% | 1.26% | -5.57% |
| ARLO | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 8.32 | 8.32 | 0.00% | market | 55.56% | — | -13.15% | 0.31% | -13.46% |
| BMO | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 84.23 | 84.23 | 0.00% | market | 41.67% | — | 4.20% | 0.31% | 3.89% |
| BNS | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 59.25 | 59.25 | 0.00% | market | 19.75% | — | 4.88% | 0.31% | 4.57% |
| CCU | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 17.11 | 17.11 | 0.00% | market | 62.50% | — | 6.80% | 0.31% | 6.49% |
| CROX | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 80.75 | 80.75 | 0.00% | market | 29.27% | — | -9.39% | 0.31% | -9.70% |
| EQH | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 29.11 | 29.11 | 0.00% | market | 39.83% | — | 5.47% | 0.31% | 5.16% |
| HCXY | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 26.23 | 26.23 | 0.00% | market | 337.38% | — | 1.31% | 0.31% | 1.00% |
| HURN | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 48.30 | 48.30 | 0.00% | market | 32.35% | — | 0.48% | 0.31% | 0.17% |
| INSP | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 232.15 | 232.15 | 0.00% | market | 37.78% | — | -16.79% | 0.31% | -17.10% |
| M | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 16.06 | 16.06 | 0.00% | market | 321.05% | — | -5.08% | 0.31% | -5.39% |
| 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% |
| ACH | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 33.72 | 33.72 | 0.00% | market | 32.56% | — | 8.26% | -0.18% | 8.44% |
| AGI | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 7.77 | 7.77 | 0.00% | market | 15.38% | — | -0.49% | -0.18% | -0.30% |
| AUPH | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 15.00 | 15.00 | 0.00% | market | 79.17% | — | -16.40% | -0.18% | -16.22% |
| BHC | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 31.31 | 31.31 | 0.00% | market | 19.82% | — | -0.77% | -0.18% | -0.59% |
| BKNG | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 96.80 | 96.80 | 0.00% | market | 90.00% | — | -6.34% | -0.18% | -6.16% |
| CDNA | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 79.04 | 79.04 | 0.00% | market | 272.09% | — | -19.85% | -0.18% | -19.67% |
| DRH | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 10.31 | 10.31 | 0.00% | market | 75.00% | — | 2.13% | -0.18% | 2.31% |
| EFXT | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 7.00 | 7.00 | 0.00% | market | 200.00% | — | -2.24% | -0.18% | -2.06% |