EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y) (max 100 pos) (3)
Run 9a955450 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
7643
Win rate
52.01%
Avg return
1.11%
Median return
0.48%
Avg abnormal
0.30%
Median abnormal
-0.66%
Best trade
744.34%
Worst trade
-81.63%
Sharpe (per-trade)
0.07
Daily portfolio drawdown
-39.29%
Portfolio (equal_weight)
Total return
84.71%
Max drawdown
-39.29%
Avg trade return
1.11%
Win rate
52.01%
Signals
19621
Configured concurrent
100
Observed concurrent
100
Trades taken
7643
Skipped (no capacity)
11978
Excess vs benchmark
-379.08%
Avg entry slippage
0.00%
Return if filled at market
84.71%
VWAP fills
0
VWAP fallbacks
0
11978 of 19621 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 | 4 | -5.07% | -6.19% | 25.00% |
| 2008 | 2 | 3.40% | 4.80% | 50.00% |
| 2009 | 4 | 5.80% | 2.65% | 100.00% |
| 2010 | 5 | -0.10% | 1.00% | 60.00% |
| 2011 | 4 | 2.44% | 3.98% | 75.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2013 | 3 | -9.82% | -10.39% | 0.00% |
| 2015 | 3 | 7.48% | 8.91% | 66.67% |
| 2016 | 280 | 4.02% | 2.50% | 66.79% |
| 2017 | 604 | 0.11% | -1.10% | 48.84% |
| 2018 | 681 | -0.69% | -0.13% | 49.49% |
| 2019 | 661 | -0.56% | -1.56% | 49.92% |
| 2020 | 831 | 1.10% | 0.65% | 50.90% |
| 2021 | 872 | 1.53% | 0.11% | 57.22% |
| 2022 | 831 | 1.03% | 2.07% | 50.90% |
| 2023 | 852 | 1.35% | -0.18% | 48.71% |
| 2024 | 786 | 2.86% | 0.40% | 53.94% |
| 2025 | 786 | 0.53% | -0.08% | 51.53% |
| 2026 | 431 | 2.72% | 2.05% | 51.28% |
Trades (page 8: 500 of 7,643)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/E | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JOYY | 2021-05-27 | 2021-05-28 | 2021-06-28 | 1 | 81.81 | 81.81 | 0.00% | market | 23.08% | — | -13.19% | 1.54% | -14.74% |
| QFIN | 2021-05-27 | 2021-05-28 | 2021-06-28 | 1 | 29.20 | 29.20 | 0.00% | market | 71.79% | — | 42.78% | 1.54% | 41.23% |
| RY | 2021-05-27 | 2021-05-28 | 2021-06-28 | 1 | 104.85 | 104.85 | 0.00% | market | 13.41% | — | -3.13% | 1.54% | -4.68% |
| TD | 2021-05-27 | 2021-05-28 | 2021-06-28 | 1 | 72.35 | 72.35 | 0.00% | market | 15.25% | — | -2.81% | 1.54% | -4.35% |
| YEXT | 2021-05-27 | 2021-05-28 | 2021-06-28 | 1 | 14.90 | 14.90 | 0.00% | market | 66.67% | — | -0.70% | 1.54% | -2.25% |
| AMBA | 2021-06-01 | 2021-06-02 | 2021-06-30 | 1 | 103.55 | 103.55 | 0.00% | market | 35.29% | — | 2.87% | 1.83% | 1.05% |
| IMVT | 2021-06-01 | 2021-06-02 | 2021-06-30 | 1 | 9.80 | 9.80 | 0.00% | market | 12.12% | — | 7.76% | 1.83% | 5.93% |
| AI | 2021-06-02 | 2021-06-03 | 2021-07-01 | 1 | 68.00 | 68.00 | 0.00% | market | 17.24% | — | -6.28% | 3.01% | -9.29% |
| ESTC | 2021-06-02 | 2021-06-03 | 2021-07-01 | 1 | 129.55 | 129.55 | 0.00% | market | 50.00% | — | 12.66% | 3.01% | 9.65% |
| GWRE | 2021-06-02 | 2021-06-03 | 2021-07-01 | 1 | 99.60 | 99.60 | 0.00% | market | 33.33% | — | 13.01% | 3.01% | 10.00% |
| NCNO | 2021-06-02 | 2021-06-03 | 2021-07-01 | 1 | 60.61 | 60.61 | 0.00% | market | 20.00% | — | 1.10% | 3.01% | -1.91% |
| ASAN | 2021-06-03 | 2021-06-04 | 2021-07-02 | 1 | 40.32 | 40.32 | 0.00% | market | 22.22% | — | 66.47% | 3.08% | 63.38% |
| CRWD | 2021-06-03 | 2021-06-04 | 2021-07-02 | 1 | 54.25 | 54.25 | 0.00% | market | 66.67% | — | 16.31% | 3.08% | 13.22% |
| DOCU | 2021-06-03 | 2021-06-04 | 2021-07-02 | 1 | 209.93 | 209.93 | 0.00% | market | 62.96% | — | 32.72% | 3.08% | 29.63% |
| IDT | 2021-06-03 | 2021-06-04 | 2021-07-02 | 1 | 30.60 | 30.60 | 0.00% | market | 27.03% | — | 48.20% | 3.08% | 45.12% |
| MDB | 2021-06-03 | 2021-06-04 | 2021-07-02 | 1 | 287.50 | 287.50 | 0.00% | market | 58.33% | — | 25.82% | 3.08% | 22.73% |
| NX | 2021-06-03 | 2021-06-04 | 2021-07-02 | 1 | 27.61 | 27.61 | 0.00% | market | 43.33% | — | -12.02% | 3.08% | -15.10% |
| PD | 2021-06-03 | 2021-06-04 | 2021-07-02 | 1 | 38.64 | 38.64 | 0.00% | market | 20.00% | — | 9.14% | 3.08% | 6.06% |
| SAIC | 2021-06-03 | 2021-06-04 | 2021-07-02 | 1 | 93.25 | 93.25 | 0.00% | market | 30.20% | — | -6.49% | 3.08% | -9.57% |
| TLYS | 2021-06-03 | 2021-06-04 | 2021-07-02 | 1 | 15.59 | 15.59 | 0.00% | market | 2157.05% | — | 3.17% | 3.08% | 0.09% |
| HQY | 2021-06-07 | 2021-06-08 | 2021-07-07 | 1 | 76.94 | 76.94 | 0.00% | market | 22.58% | — | 3.66% | 2.68% | 0.97% |
| ASO | 2021-06-08 | 2021-06-09 | 2021-07-08 | 1 | 39.68 | 39.68 | 0.00% | market | 125.00% | — | -0.86% | 1.83% | -2.69% |
| PATH | 2021-06-08 | 2021-06-09 | 2021-07-08 | 1 | 69.89 | 69.89 | 0.00% | market | 140.00% | — | -2.26% | 1.83% | -4.09% |
| THO | 2021-06-08 | 2021-06-09 | 2021-07-08 | 1 | 116.67 | 116.67 | 0.00% | market | 40.60% | — | -7.64% | 1.83% | -9.47% |
| GME | 2021-06-09 | 2021-06-10 | 2021-07-09 | 1 | 70.50 | 70.50 | 0.00% | market | 35.29% | — | -32.28% | 2.97% | -35.25% |
| OXM | 2021-06-09 | 2021-06-10 | 2021-07-09 | 1 | 107.14 | 107.14 | 0.00% | market | 78.30% | — | -6.25% | 2.97% | -9.22% |
| SIG | 2021-06-10 | 2021-06-11 | 2021-07-12 | 1 | 68.85 | 68.85 | 0.00% | market | 75.59% | — | 11.64% | 3.04% | 8.60% |
| FRHC | 2021-06-15 | 2021-06-16 | 2021-07-15 | 1 | 61.97 | 61.97 | 0.00% | market | 26.39% | — | 2.19% | 2.38% | -0.19% |
| LZB | 2021-06-15 | 2021-06-16 | 2021-07-15 | 1 | 41.15 | 41.15 | 0.00% | market | 17.57% | — | -16.28% | 2.38% | -18.67% |
| ORCL | 2021-06-15 | 2021-06-16 | 2021-07-15 | 1 | 77.99 | 77.99 | 0.00% | market | 17.56% | — | 10.48% | 2.38% | 8.10% |
| STEP | 2021-06-15 | 2021-06-16 | 2021-07-15 | 1 | 31.83 | 31.83 | 0.00% | market | 56.25% | — | 20.92% | 2.38% | 18.53% |
| XYF | 2021-06-15 | 2021-06-16 | 2021-07-15 | 1 | 9.65 | 9.65 | 0.00% | market | 95.43% | — | 23.32% | 2.38% | 20.94% |
| CMC | 2021-06-17 | 2021-06-18 | 2021-07-19 | 1 | 29.98 | 29.98 | 0.00% | market | 25.30% | — | -1.43% | 1.89% | -3.32% |
| JBL | 2021-06-17 | 2021-06-18 | 2021-07-19 | 1 | 57.30 | 57.30 | 0.00% | market | 25.00% | — | -6.56% | 1.89% | -8.45% |
| KFY | 2021-06-22 | 2021-06-23 | 2021-07-22 | 1 | 71.43 | 71.43 | 0.00% | market | 23.47% | — | -8.67% | 2.90% | -11.57% |
| KBH | 2021-06-23 | 2021-06-24 | 2021-07-23 | 1 | 41.75 | 41.75 | 0.00% | market | 13.64% | — | -0.75% | 3.54% | -4.29% |
| WGO | 2021-06-23 | 2021-06-24 | 2021-07-23 | 1 | 67.31 | 67.31 | 0.00% | market | 22.03% | — | 2.04% | 3.54% | -1.50% |
| WOR | 2021-06-23 | 2021-06-24 | 2021-07-23 | 1 | 36.38 | 36.38 | 0.00% | market | 33.14% | — | 4.08% | 3.54% | 0.54% |
| BB | 2021-06-24 | 2021-06-25 | 2021-07-26 | 1 | 12.21 | 12.21 | 0.00% | market | 16.67% | — | -16.89% | 3.55% | -20.44% |
| DRI | 2021-06-24 | 2021-06-25 | 2021-07-26 | 1 | 141.62 | 141.62 | 0.00% | market | 13.41% | — | 3.95% | 3.55% | 0.40% |
| MEI | 2021-06-24 | 2021-06-25 | 2021-07-26 | 1 | 49.55 | 49.55 | 0.00% | market | 14.08% | — | -6.80% | 3.55% | -10.35% |
| KMX | 2021-06-25 | 2021-06-28 | 2021-07-27 | 3 | 127.56 | 127.56 | 0.00% | market | 61.35% | — | 5.71% | 2.77% | 2.94% |
| JEF | 2021-06-28 | 2021-06-29 | 2021-07-28 | 1 | 32.06 | 32.06 | 0.00% | market | 44.44% | — | -1.91% | 2.56% | -4.47% |
| EPAC | 2021-06-29 | 2021-06-30 | 2021-07-29 | 1 | 27.14 | 27.14 | 0.00% | market | 64.71% | — | -4.85% | 3.15% | -8.00% |
| FC | 2021-06-30 | 2021-07-01 | 2021-07-30 | 1 | 35.31 | 35.31 | 0.00% | market | 357.14% | — | 3.53% | 2.25% | 1.28% |
| ORKA | 2021-06-30 | 2021-07-01 | 2021-07-30 | 1 | 42.00 | 42.00 | 0.00% | market | 85.85% | — | -9.81% | 2.25% | -12.06% |
| INTA | 2021-07-01 | 2021-07-02 | 2021-08-02 | 1 | 26.50 | 26.50 | 0.00% | market | 37.78% | — | 32.50% | 1.37% | 31.13% |
| BBAR | 2021-07-08 | 2021-07-09 | 2021-08-06 | 1 | 3.06 | 3.06 | 0.00% | market | 25.85% | — | 1.21% | 2.30% | -1.10% |
| AZZ | 2021-07-09 | 2021-07-12 | 2021-08-09 | 3 | 57.85 | 57.85 | 0.00% | market | 41.94% | — | -9.24% | 1.54% | -10.78% |
| AMX | 2021-07-13 | 2021-07-14 | 2021-08-11 | 1 | 15.17 | 15.17 | 0.00% | market | 77.78% | — | 10.97% | 1.46% | 9.52% |
| GS | 2021-07-13 | 2021-07-14 | 2021-08-11 | 1 | 378.75 | 378.75 | 0.00% | market | 46.68% | — | 9.18% | 1.46% | 7.72% |
| JPM | 2021-07-13 | 2021-07-14 | 2021-08-11 | 1 | 155.95 | 155.95 | 0.00% | market | 21.94% | — | 3.24% | 1.46% | 1.78% |
| WAFD | 2021-07-13 | 2021-07-14 | 2021-08-11 | 1 | 30.32 | 30.32 | 0.00% | market | 19.61% | — | 11.05% | 1.46% | 9.59% |
| C | 2021-07-14 | 2021-07-15 | 2021-08-12 | 1 | 67.54 | 67.54 | 0.00% | market | 34.18% | — | 9.66% | 2.37% | 7.29% |
| DAL | 2021-07-14 | 2021-07-15 | 2021-08-12 | 1 | 41.19 | 41.19 | 0.00% | market | 24.11% | — | -1.70% | 2.37% | -4.07% |
| WFC | 2021-07-14 | 2021-07-15 | 2021-08-12 | 1 | 44.59 | 44.59 | 0.00% | market | 42.27% | — | 14.61% | 2.37% | 12.24% |
| BANF | 2021-07-15 | 2021-07-16 | 2021-08-13 | 1 | 60.36 | 60.36 | 0.00% | market | 28.32% | — | -3.91% | 2.27% | -6.18% |
| MS | 2021-07-15 | 2021-07-16 | 2021-08-13 | 1 | 93.15 | 93.15 | 0.00% | market | 12.12% | — | 11.48% | 2.27% | 9.21% |
| TFC | 2021-07-15 | 2021-07-16 | 2021-08-13 | 1 | 56.20 | 56.20 | 0.00% | market | 32.48% | — | 2.00% | 2.27% | -0.27% |
| USB | 2021-07-15 | 2021-07-16 | 2021-08-13 | 1 | 58.95 | 58.95 | 0.00% | market | 12.28% | — | -1.34% | 2.27% | -3.61% |
| VLRS | 2021-07-15 | 2021-07-16 | 2021-08-13 | 1 | 22.53 | 22.53 | 0.00% | market | 1057.14% | — | -12.22% | 2.27% | -14.49% |
| FHN | 2021-07-16 | 2021-07-19 | 2021-08-16 | 3 | 15.25 | 15.25 | 0.00% | market | 34.88% | — | 6.33% | 4.88% | 1.45% |
| AN | 2021-07-19 | 2021-07-20 | 2021-08-17 | 1 | 108.37 | 108.37 | 0.00% | market | 71.89% | — | 5.77% | 4.31% | 1.46% |
| EQBK | 2021-07-19 | 2021-07-20 | 2021-08-17 | 1 | 28.64 | 28.64 | 0.00% | market | 66.13% | — | 12.50% | 4.31% | 8.19% |
| FBK | 2021-07-19 | 2021-07-20 | 2021-08-17 | 1 | 35.39 | 35.39 | 0.00% | market | 20.00% | — | 12.76% | 4.31% | 8.44% |
| ZION | 2021-07-19 | 2021-07-20 | 2021-08-17 | 1 | 48.46 | 48.46 | 0.00% | market | 61.24% | — | 12.07% | 4.31% | 7.76% |
| ALLY | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 51.72 | 51.72 | 0.00% | market | 57.43% | — | 1.04% | 1.58% | -0.54% |
| CFG | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 43.21 | 43.21 | 0.00% | market | 29.73% | — | -0.84% | 1.58% | -2.42% |
| FOR | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 20.21 | 20.21 | 0.00% | market | 35.56% | — | -1.83% | 1.58% | -3.41% |
| FULT | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 15.49 | 15.49 | 0.00% | market | 15.15% | — | 0.61% | 1.58% | -0.97% |
| HCA | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 250.99 | 250.99 | 0.00% | market | 38.29% | — | -3.49% | 1.58% | -5.08% |
| HOPE | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 13.28 | 13.28 | 0.00% | market | 13.16% | — | 3.06% | 1.58% | 1.48% |
| HWC | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 44.44 | 44.44 | 0.00% | market | 19.13% | — | 0.15% | 1.58% | -1.43% |
| KEY | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 19.32 | 19.32 | 0.00% | market | 35.19% | — | 3.52% | 1.58% | 1.94% |
| MAN | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 109.65 | 109.65 | 0.00% | market | 42.25% | — | 9.25% | 1.58% | 7.67% |
| MLI | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 10.57 | 10.57 | 0.00% | market | 89.72% | — | 4.82% | 1.58% | 3.24% |
| PNFP | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 92.23 | 92.23 | 0.00% | market | 16.55% | — | 1.58% | 1.58% | -0.00% |
| RUSHA | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 30.63 | 30.63 | 0.00% | market | 17.54% | — | -5.19% | 1.58% | -6.78% |
| SMBK | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 24.30 | 24.30 | 0.00% | market | 26.09% | — | 0.64% | 1.58% | -0.94% |
| SYF | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 46.43 | 46.43 | 0.00% | market | 48.25% | — | 7.48% | 1.58% | 5.90% |
| TRV | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 152.36 | 152.36 | 0.00% | market | 44.35% | — | 4.07% | 1.58% | 2.49% |
| UBS | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 15.59 | 15.59 | 0.00% | market | 25.00% | — | 7.53% | 1.58% | 5.95% |
| ZWS | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 25.07 | 25.07 | 0.00% | market | 16.00% | — | 14.70% | 1.58% | 13.12% |
| AMTB | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 22.40 | 22.40 | 0.00% | market | 18.42% | — | 5.93% | 1.18% | 4.75% |
| BANR | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 52.86 | 52.86 | 0.00% | market | 40.54% | — | 3.76% | 1.18% | 2.58% |
| BOKF | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 83.28 | 83.28 | 0.00% | market | 31.87% | — | 1.62% | 1.18% | 0.44% |
| CVLG | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 10.47 | 10.47 | 0.00% | market | 50.00% | — | 4.87% | 1.18% | 3.69% |
| HOG | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 40.63 | 40.63 | 0.00% | market | 13.68% | — | -3.47% | 1.18% | -4.65% |
| KMI | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 17.71 | 17.71 | 0.00% | market | 21.05% | — | -10.38% | 1.18% | -11.55% |
| LAD | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 371.07 | 371.07 | 0.00% | market | 80.23% | — | -10.15% | 1.18% | -11.33% |
| LOB | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 61.74 | 61.74 | 0.00% | market | 147.37% | — | -10.90% | 1.18% | -12.08% |
| MC | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 56.87 | 56.87 | 0.00% | market | 43.37% | — | 3.91% | 1.18% | 2.73% |
| NVR | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 4,860.00 | 4,860.00 | 0.00% | market | 13.68% | — | 4.27% | 1.18% | 3.09% |
| OFG | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 22.28 | 22.28 | 0.00% | market | 47.17% | — | 3.13% | 1.18% | 1.95% |
| OMF | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 62.56 | 62.56 | 0.00% | market | 21.46% | — | -12.07% | 1.18% | -13.25% |
| RLI | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 53.38 | 53.38 | 0.00% | market | 48.65% | — | 1.21% | 1.18% | 0.03% |
| SLG | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 80.42 | 80.42 | 0.00% | market | 8959.23% | — | -9.74% | 1.18% | -10.91% |
| SLM | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 20.50 | 20.50 | 0.00% | market | 21.62% | — | -10.78% | 1.18% | -11.96% |
| STC | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 58.31 | 58.31 | 0.00% | market | 70.43% | — | 0.21% | 1.18% | -0.97% |
| THC | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 69.87 | 69.87 | 0.00% | market | 45.87% | — | -0.73% | 1.18% | -1.91% |
| UFPI | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 72.88 | 72.88 | 0.00% | market | 53.59% | — | -0.00% | 1.18% | -1.18% |
| WHR | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 216.90 | 216.90 | 0.00% | market | 12.35% | — | 1.03% | 1.18% | -0.15% |
| AUB | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 35.00 | 35.00 | 0.00% | market | 40.00% | — | 7.01% | 1.33% | 5.68% |
| BANC | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 17.69 | 17.69 | 0.00% | market | 25.93% | — | 0.18% | 1.33% | -1.15% |
| BKU | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 38.60 | 38.60 | 0.00% | market | 29.07% | — | 6.17% | 1.33% | 4.83% |
| BPOP | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 73.47 | 73.47 | 0.00% | market | 31.03% | — | 2.27% | 1.33% | 0.93% |
| CBSH | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 55.51 | 55.51 | 0.00% | market | 35.87% | — | -1.42% | 1.33% | -2.75% |
| CE | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 153.46 | 153.46 | 0.00% | market | 12.81% | — | 0.13% | 1.33% | -1.21% |
| CHCO | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 73.56 | 73.56 | 0.00% | market | 21.55% | — | 6.93% | 1.33% | 5.59% |
| COF | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 157.00 | 157.00 | 0.00% | market | 64.22% | — | 7.05% | 1.33% | 5.71% |
| CROX | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 133.00 | 133.00 | 0.00% | market | 37.65% | — | 6.61% | 1.33% | 5.28% |
| EWBC | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 73.47 | 73.47 | 0.00% | market | 12.95% | — | -2.86% | 1.33% | -4.20% |
| FAF | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 65.99 | 65.99 | 0.00% | market | 27.54% | — | 3.79% | 1.33% | 2.46% |
| FITB | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 36.25 | 36.25 | 0.00% | market | 16.05% | — | 3.68% | 1.33% | 2.34% |
| GBCI | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 52.40 | 52.40 | 0.00% | market | 12.50% | — | 2.00% | 1.33% | 0.66% |
| HRI | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 120.00 | 120.00 | 0.00% | market | 26.61% | — | -0.50% | 1.33% | -1.83% |
| HTH | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 32.53 | 32.53 | 0.00% | market | 14.15% | — | 2.82% | 1.33% | 1.49% |
| HZO | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 52.44 | 52.44 | 0.00% | market | 30.15% | — | -6.98% | 1.33% | -8.32% |
| IIIN | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 34.73 | 34.73 | 0.00% | market | 31.58% | — | 15.36% | 1.33% | 14.03% |
| INTC | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 54.58 | 54.58 | 0.00% | market | 20.75% | — | -4.81% | 1.33% | -6.14% |
| ORI | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 24.58 | 24.58 | 0.00% | market | 46.00% | — | 6.98% | 1.33% | 5.64% |
| OZK | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 40.53 | 40.53 | 0.00% | market | 26.09% | — | 3.50% | 1.33% | 2.17% |
| POOL | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 454.11 | 454.11 | 0.00% | market | 16.24% | — | 7.02% | 1.33% | 5.68% |
| RHI | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 93.45 | 93.45 | 0.00% | market | 26.67% | — | 9.12% | 1.33% | 7.79% |
| RNR | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 153.00 | 153.00 | 0.00% | market | 16.29% | — | 6.17% | 1.33% | 4.83% |
| SNA | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 223.03 | 223.03 | 0.00% | market | 16.77% | — | -1.67% | 1.33% | -3.00% |
| SNAP | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 74.14 | 74.14 | 0.00% | market | 1536.66% | — | -2.02% | 1.33% | -3.35% |
| SRCE | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 42.60 | 42.60 | 0.00% | market | 14.42% | — | 9.08% | 1.33% | 7.74% |
| WBS | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 48.09 | 48.09 | 0.00% | market | 21.00% | — | 1.17% | 1.33% | -0.17% |
| WRB | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 33.55 | 33.55 | 0.00% | market | 20.93% | — | 1.09% | 1.33% | -0.24% |
| WSFS | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 45.12 | 45.12 | 0.00% | market | 124.72% | — | -1.03% | 1.33% | -2.37% |
| AXP | 2021-07-23 | 2021-07-26 | 2021-08-23 | 3 | 173.25 | 173.25 | 0.00% | market | 67.66% | — | -7.49% | 1.81% | -9.30% |
| FBP | 2021-07-23 | 2021-07-26 | 2021-08-23 | 3 | 11.74 | 11.74 | 0.00% | market | 33.33% | — | 7.06% | 1.81% | 5.25% |
| FHB | 2021-07-23 | 2021-07-26 | 2021-08-23 | 3 | 27.69 | 27.69 | 0.00% | market | 44.68% | — | -1.18% | 1.81% | -2.99% |
| RF | 2021-07-23 | 2021-07-26 | 2021-08-23 | 3 | 19.29 | 19.29 | 0.00% | market | 45.28% | — | 5.40% | 1.81% | 3.59% |
| SSB | 2021-07-23 | 2021-07-26 | 2021-08-23 | 3 | 69.80 | 69.80 | 0.00% | market | 14.72% | — | -0.40% | 1.81% | -2.21% |
| AGNC | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 16.11 | 16.11 | 0.00% | market | 18.75% | — | 1.82% | 1.83% | -0.01% |
| AMKR | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 23.03 | 23.03 | 0.00% | market | 21.43% | — | 11.71% | 1.83% | 9.88% |
| ARLP | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 7.67 | 7.67 | 0.00% | market | 61.90% | — | 5.38% | 1.83% | 3.54% |
| BOH | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 82.66 | 82.66 | 0.00% | market | 28.24% | — | 2.80% | 1.83% | 0.97% |
| CATY | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 36.26 | 36.26 | 0.00% | market | 16.87% | — | 9.36% | 1.83% | 7.53% |
| CLS | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 7.76 | 7.76 | 0.00% | market | 20.00% | — | 17.04% | 1.83% | 15.21% |
| ABG | 2021-07-27 | 2021-07-28 | 2021-08-25 | 1 | 200.00 | 200.00 | 0.00% | market | 52.85% | — | -4.83% | 2.10% | -6.93% |
| ACCO | 2021-07-28 | 2021-07-29 | 2021-08-26 | 1 | 9.10 | 9.10 | 0.00% | market | 65.38% | — | -1.75% | 1.46% | -3.21% |
| ACI | 2021-07-29 | 2021-07-30 | 2021-08-27 | 1 | 21.82 | 21.82 | 0.00% | market | 30.88% | — | 30.01% | 2.82% | 27.19% |
| AER | 2021-07-29 | 2021-07-30 | 2021-08-27 | 1 | 52.61 | 52.61 | 0.00% | market | 39.13% | — | 6.55% | 2.82% | 3.73% |
| ABR | 2021-07-30 | 2021-08-02 | 2021-08-30 | 3 | 18.35 | 18.35 | 0.00% | market | 21.43% | — | -0.97% | 2.70% | -3.67% |
| AAOI | 2021-08-05 | 2021-08-06 | 2021-09-03 | 1 | 7.27 | 7.27 | 0.00% | market | 16.67% | — | 6.09% | 2.48% | 3.61% |
| AFGB | 2021-08-06 | 2021-08-09 | 2021-09-07 | 3 | 28.30 | 28.30 | 0.00% | market | 533.87% | — | -2.29% | 2.03% | -4.32% |
| CGAU | 2021-08-10 | 2021-08-11 | 2021-09-09 | 1 | 7.39 | 7.39 | 0.00% | market | 21.43% | — | -4.70% | 1.16% | -5.86% |
| COIN | 2021-08-10 | 2021-08-11 | 2021-09-09 | 1 | 282.34 | 282.34 | 0.00% | market | 157.83% | — | -9.28% | 1.16% | -10.44% |
| DAR | 2021-08-10 | 2021-08-11 | 2021-09-09 | 1 | 75.17 | 75.17 | 0.00% | market | 32.95% | — | -6.23% | 1.16% | -7.40% |
| FUBO | 2021-08-10 | 2021-08-11 | 2021-09-09 | 1 | 395.52 | 395.52 | 0.00% | market | 29.63% | — | -11.81% | 1.16% | -12.97% |
| ACVA | 2021-08-11 | 2021-08-12 | 2021-09-10 | 1 | 24.45 | 24.45 | 0.00% | market | 62.50% | — | -18.83% | 0.41% | -19.24% |
| AMWL | 2021-08-11 | 2021-08-12 | 2021-09-10 | 1 | 202.60 | 202.60 | 0.00% | market | 21.05% | — | 6.22% | 0.41% | 5.81% |
| AVAL | 2021-08-11 | 2021-08-12 | 2021-09-10 | 1 | 5.27 | 5.27 | 0.00% | market | 76.92% | — | 9.39% | 0.41% | 8.98% |
| ABNB | 2021-08-12 | 2021-08-13 | 2021-09-13 | 1 | 146.66 | 146.66 | 0.00% | market | 76.60% | — | 9.21% | 0.22% | 8.99% |
| BIDU | 2021-08-12 | 2021-08-13 | 2021-09-13 | 1 | 157.72 | 157.72 | 0.00% | market | 23.83% | — | 3.41% | 0.22% | 3.19% |
| CTOS | 2021-08-12 | 2021-08-13 | 2021-09-13 | 1 | 7.73 | 7.73 | 0.00% | market | 29.03% | — | 18.79% | 0.22% | 18.57% |
| DDS | 2021-08-12 | 2021-08-13 | 2021-09-13 | 1 | 194.79 | 194.79 | 0.00% | market | 1974.47% | — | 2.13% | 0.22% | 1.91% |
| ESLT | 2021-08-12 | 2021-08-13 | 2021-09-13 | 1 | 141.25 | 141.25 | 0.00% | market | 38.82% | — | 5.19% | 0.22% | 4.97% |
| EMBJ | 2021-08-13 | 2021-08-16 | 2021-09-14 | 3 | 15.25 | 15.25 | 0.00% | market | 180.00% | — | 6.46% | -0.08% | 6.54% |
| ASTS | 2021-08-16 | 2021-08-17 | 2021-09-15 | 1 | 9.10 | 9.10 | 0.00% | market | 62.14% | — | 22.21% | 0.82% | 21.39% |
| GLBE | 2021-08-16 | 2021-08-17 | 2021-09-15 | 1 | 68.51 | 68.51 | 0.00% | market | 1298.60% | — | -1.69% | 0.82% | -2.51% |
| PRCH | 2021-08-16 | 2021-08-17 | 2021-09-15 | 1 | 18.27 | 18.27 | 0.00% | market | 26.09% | — | 0.23% | 0.82% | -0.59% |
| VERA | 2021-08-16 | 2021-08-17 | 2021-09-15 | 1 | 16.68 | 16.68 | 0.00% | market | 15.38% | — | 83.35% | 0.82% | 82.53% |
| AIT | 2021-08-17 | 2021-08-18 | 2021-09-16 | 1 | 89.85 | 89.85 | 0.00% | market | 25.22% | — | -5.50% | 0.95% | -6.45% |
| MNDY | 2021-08-17 | 2021-08-18 | 2021-09-16 | 1 | 305.88 | 305.88 | 0.00% | market | 73.47% | — | 25.93% | 0.95% | 24.98% |
| WF | 2021-08-17 | 2021-08-18 | 2021-09-16 | 1 | 28.40 | 28.40 | 0.00% | market | 36.14% | — | -0.63% | 0.95% | -1.58% |
| CAAP | 2021-08-18 | 2021-08-19 | 2021-09-17 | 1 | 5.11 | 5.11 | 0.00% | market | 36.36% | — | 11.25% | 1.18% | 10.07% |
| CIG | 2021-08-18 | 2021-08-19 | 2021-09-17 | 1 | 1.66 | 1.66 | 0.00% | market | 1713.11% | — | 17.97% | 1.18% | 16.80% |
| HOOD | 2021-08-18 | 2021-08-19 | 2021-09-17 | 1 | 45.06 | 45.06 | 0.00% | market | 37.50% | — | -6.05% | 1.18% | -7.22% |
| ZIM | 2021-08-18 | 2021-08-19 | 2021-09-17 | 1 | 46.00 | 46.00 | 0.00% | market | 41.30% | — | 29.05% | 1.18% | 27.88% |
| BILI | 2021-08-19 | 2021-08-20 | 2021-09-20 | 1 | 65.13 | 65.13 | 0.00% | market | 27.08% | — | 7.04% | -1.41% | 8.45% |
| BJ | 2021-08-19 | 2021-08-20 | 2021-09-20 | 1 | 54.88 | 54.88 | 0.00% | market | 26.15% | — | 4.85% | -1.41% | 6.26% |
| CANG | 2021-08-19 | 2021-08-20 | 2021-09-20 | 1 | 18.70 | 18.70 | 0.00% | market | 140.00% | — | 5.78% | -1.41% | 7.19% |
| KSS | 2021-08-19 | 2021-08-20 | 2021-09-20 | 1 | 55.57 | 55.57 | 0.00% | market | 104.96% | — | -5.14% | -1.41% | -3.73% |
| M | 2021-08-19 | 2021-08-20 | 2021-09-20 | 1 | 21.69 | 21.69 | 0.00% | market | 578.95% | — | -0.65% | -1.41% | 0.75% |
| PAX | 2021-08-19 | 2021-08-20 | 2021-09-20 | 1 | 16.21 | 16.21 | 0.00% | market | 323.08% | — | 3.60% | -1.41% | 5.01% |
| QFIN | 2021-08-19 | 2021-08-20 | 2021-09-20 | 1 | 18.70 | 18.70 | 0.00% | market | 31.36% | — | 4.39% | -1.41% | 5.80% |
| ZEPP | 2021-08-19 | 2021-08-20 | 2021-09-20 | 1 | 37.96 | 37.96 | 0.00% | market | 436.80% | — | -5.68% | -1.41% | -4.28% |
| BKE | 2021-08-20 | 2021-08-23 | 2021-09-21 | 3 | 41.96 | 41.96 | 0.00% | market | 20.93% | — | -2.01% | -2.59% | 0.58% |
| DE | 2021-08-20 | 2021-08-23 | 2021-09-21 | 3 | 354.15 | 354.15 | 0.00% | market | 14.63% | — | -4.96% | -2.59% | -2.37% |
| PANW | 2021-08-23 | 2021-08-24 | 2021-09-22 | 1 | 70.61 | 70.61 | 0.00% | market | 12.50% | — | 12.25% | -2.26% | 14.51% |
| BBAR | 2021-08-24 | 2021-08-25 | 2021-09-23 | 1 | 3.68 | 3.68 | 0.00% | market | 137.50% | — | 0.44% | -1.11% | 1.56% |
| BBY | 2021-08-24 | 2021-08-25 | 2021-09-23 | 1 | 122.44 | 122.44 | 0.00% | market | 61.08% | — | -13.39% | -1.11% | -12.27% |
| BMO | 2021-08-24 | 2021-08-25 | 2021-09-23 | 1 | 104.00 | 104.00 | 0.00% | market | 17.01% | — | -2.57% | -1.11% | -1.46% |
| TOL | 2021-08-24 | 2021-08-25 | 2021-09-23 | 1 | 61.33 | 61.33 | 0.00% | market | 21.43% | — | -2.45% | -1.11% | -1.33% |
| URBN | 2021-08-24 | 2021-08-25 | 2021-09-23 | 1 | 38.15 | 38.15 | 0.00% | market | 66.23% | — | -13.84% | -1.11% | -12.72% |
| VNET | 2021-08-24 | 2021-08-25 | 2021-09-23 | 1 | 18.41 | 18.41 | 0.00% | market | 220.00% | — | -1.73% | -1.11% | -0.62% |
| BOX | 2021-08-25 | 2021-08-26 | 2021-09-24 | 1 | 24.36 | 24.36 | 0.00% | market | 23.53% | — | 3.51% | -1.05% | 4.56% |
| DKS | 2021-08-25 | 2021-08-26 | 2021-09-24 | 1 | 131.00 | 131.00 | 0.00% | market | 81.43% | — | 0.18% | -1.05% | 1.23% |
| ESTC | 2021-08-25 | 2021-08-26 | 2021-09-24 | 1 | 158.03 | 158.03 | 0.00% | market | 136.36% | — | 5.16% | -1.05% | 6.21% |
| P | 2021-08-25 | 2021-08-26 | 2021-09-24 | 1 | 23.41 | 23.41 | 0.00% | market | 180.00% | — | 15.71% | -1.05% | 16.75% |
| SNOW | 2021-08-25 | 2021-08-26 | 2021-09-24 | 1 | 299.00 | 299.00 | 0.00% | market | 73.33% | — | 5.74% | -1.05% | 6.79% |
| WSM | 2021-08-25 | 2021-08-26 | 2021-09-24 | 1 | 99.82 | 99.82 | 0.00% | market | 26.56% | — | -4.31% | -1.05% | -3.26% |
| ANF | 2021-08-26 | 2021-08-27 | 2021-09-27 | 1 | 35.99 | 35.99 | 0.00% | market | 120.78% | — | 12.07% | -1.00% | 13.07% |
| BBW | 2021-08-26 | 2021-08-27 | 2021-09-27 | 1 | 18.06 | 18.06 | 0.00% | market | 315.00% | — | 1.06% | -1.00% | 2.06% |
| CM | 2021-08-26 | 2021-08-27 | 2021-09-27 | 1 | 58.44 | 58.44 | 0.00% | market | 15.56% | — | -1.43% | -1.00% | -0.43% |
| MOV | 2021-08-26 | 2021-08-27 | 2021-09-27 | 1 | 36.75 | 36.75 | 0.00% | market | 183.33% | — | -5.35% | -1.00% | -4.35% |
| SBSW | 2021-08-26 | 2021-08-27 | 2021-09-27 | 1 | 15.72 | 15.72 | 0.00% | market | 859.86% | — | -19.06% | -1.00% | -18.05% |
| BZ | 2021-08-27 | 2021-08-30 | 2021-09-28 | 3 | 35.15 | 35.15 | 0.00% | market | 185.71% | — | 1.75% | -3.83% | 5.57% |
| GGAL | 2021-08-27 | 2021-08-30 | 2021-09-28 | 3 | 10.25 | 10.25 | 0.00% | market | 20.75% | — | -6.44% | -3.83% | -2.62% |
| AMBA | 2021-08-31 | 2021-09-01 | 2021-09-30 | 1 | 116.75 | 116.75 | 0.00% | market | 40.00% | — | 33.30% | -5.18% | 38.47% |
| CAL | 2021-08-31 | 2021-09-01 | 2021-09-30 | 1 | 26.50 | 26.50 | 0.00% | market | 120.37% | — | -16.25% | -5.18% | -11.08% |
| DBI | 2021-08-31 | 2021-09-01 | 2021-09-30 | 1 | 14.47 | 14.47 | 0.00% | market | 133.33% | — | -3.83% | -5.18% | 1.34% |
| PVH | 2021-08-31 | 2021-09-01 | 2021-09-30 | 1 | 118.84 | 118.84 | 0.00% | market | 126.67% | — | -13.61% | -5.18% | -8.43% |
| AI | 2021-09-01 | 2021-09-02 | 2021-10-01 | 1 | 48.40 | 48.40 | 0.00% | market | 28.13% | — | -5.29% | -4.21% | -1.08% |
| CPB | 2021-09-01 | 2021-09-02 | 2021-10-01 | 1 | 42.42 | 42.42 | 0.00% | market | 17.02% | — | -2.20% | -4.21% | 2.01% |
| GEF | 2021-09-01 | 2021-09-02 | 2021-10-01 | 1 | 64.48 | 64.48 | 0.00% | market | 25.32% | — | 2.27% | -4.21% | 6.48% |
| NCNO | 2021-09-01 | 2021-09-02 | 2021-10-01 | 1 | 69.05 | 69.05 | 0.00% | market | 66.67% | — | 4.10% | -4.21% | 8.31% |
| NTNX | 2021-09-01 | 2021-09-02 | 2021-10-01 | 1 | 39.53 | 39.53 | 0.00% | market | 39.53% | — | -1.34% | -4.21% | 2.87% |
| OKTA | 2021-09-01 | 2021-09-02 | 2021-10-01 | 1 | 262.32 | 262.32 | 0.00% | market | 68.57% | — | -9.34% | -4.21% | -5.13% |
| REX | 2021-09-01 | 2021-09-02 | 2021-10-01 | 1 | 14.67 | 14.67 | 0.00% | market | 37.50% | — | -7.05% | -4.21% | -2.84% |
| CIEN | 2021-09-02 | 2021-09-03 | 2021-10-04 | 1 | 58.20 | 58.20 | 0.00% | market | 16.46% | — | -11.22% | -5.16% | -6.05% |
| DOCU | 2021-09-02 | 2021-09-03 | 2021-10-04 | 1 | 296.05 | 296.05 | 0.00% | market | 20.51% | — | -16.81% | -5.16% | -11.65% |
| GWRE | 2021-09-02 | 2021-09-03 | 2021-10-04 | 1 | 123.49 | 123.49 | 0.00% | market | 32.14% | — | -8.50% | -5.16% | -3.33% |
| MDB | 2021-09-02 | 2021-09-03 | 2021-10-04 | 1 | 462.77 | 462.77 | 0.00% | market | 41.46% | — | -3.95% | -5.16% | 1.22% |
| OOMA | 2021-09-02 | 2021-09-03 | 2021-10-04 | 1 | 21.42 | 21.42 | 0.00% | market | 44.44% | — | -9.81% | -5.16% | -4.65% |
| OXM | 2021-09-02 | 2021-09-03 | 2021-10-04 | 1 | 96.35 | 96.35 | 0.00% | market | 39.06% | — | -3.17% | -5.16% | 1.99% |
| PD | 2021-09-02 | 2021-09-03 | 2021-10-04 | 1 | 49.88 | 49.88 | 0.00% | market | 18.75% | — | -20.75% | -5.16% | -15.59% |
| SAIC | 2021-09-02 | 2021-09-03 | 2021-10-04 | 1 | 86.84 | 86.84 | 0.00% | market | 34.01% | — | -0.48% | -5.16% | 4.68% |
| SIG | 2021-09-02 | 2021-09-03 | 2021-10-04 | 1 | 83.58 | 83.58 | 0.00% | market | 121.74% | — | 0.58% | -5.16% | 5.75% |
| TLYS | 2021-09-02 | 2021-09-03 | 2021-10-04 | 1 | 15.67 | 15.67 | 0.00% | market | 29.41% | — | -9.29% | -5.16% | -4.13% |
| YEXT | 2021-09-02 | 2021-09-03 | 2021-10-04 | 1 | 11.98 | 11.98 | 0.00% | market | 14.29% | — | -5.94% | -5.16% | -0.78% |
| AGX | 2021-09-07 | 2021-09-08 | 2021-10-06 | 1 | 48.10 | 48.10 | 0.00% | market | 68.75% | — | -8.79% | -3.55% | -5.24% |
| PATH | 2021-09-07 | 2021-09-08 | 2021-10-06 | 1 | 56.58 | 56.58 | 0.00% | market | 116.67% | — | -9.40% | -3.55% | -5.85% |
| ABM | 2021-09-08 | 2021-09-09 | 2021-10-07 | 1 | 45.52 | 45.52 | 0.00% | market | 12.50% | — | 1.70% | -2.67% | 4.37% |
| AVAV | 2021-09-08 | 2021-09-09 | 2021-10-07 | 1 | 105.43 | 105.43 | 0.00% | market | 34.62% | — | -17.50% | -2.67% | -14.83% |
| CURV | 2021-09-08 | 2021-09-09 | 2021-10-07 | 1 | 21.93 | 21.93 | 0.00% | market | 125.00% | — | -33.43% | -2.67% | -30.76% |
| GENI | 2021-09-08 | 2021-09-09 | 2021-10-07 | 1 | 23.74 | 23.74 | 0.00% | market | 24.18% | — | -25.04% | -2.67% | -22.37% |
| INTA | 2021-09-08 | 2021-09-09 | 2021-10-07 | 1 | 39.07 | 39.07 | 0.00% | market | 51.28% | — | -33.27% | -2.67% | -30.60% |
| KFY | 2021-09-08 | 2021-09-09 | 2021-10-07 | 1 | 74.31 | 74.31 | 0.00% | market | 28.04% | — | 3.79% | -2.67% | 6.46% |
| RH | 2021-09-08 | 2021-09-09 | 2021-10-07 | 1 | 706.28 | 706.28 | 0.00% | market | 30.86% | — | -7.72% | -2.67% | -5.05% |
| ASO | 2021-09-09 | 2021-09-10 | 2021-10-08 | 1 | 45.49 | 45.49 | 0.00% | market | 64.79% | — | -10.67% | -2.92% | -7.75% |
| BUR | 2021-09-09 | 2021-09-10 | 2021-10-08 | 1 | 10.96 | 10.96 | 0.00% | market | 59.38% | — | -1.83% | -2.92% | 1.09% |
| COOK | 2021-09-09 | 2021-09-10 | 2021-10-08 | 1 | 1,187.50 | 1,187.50 | 0.00% | market | 305.41% | — | -15.81% | -2.92% | -12.88% |
| CXM | 2021-09-09 | 2021-09-10 | 2021-10-08 | 1 | 18.72 | 18.72 | 0.00% | market | 30.77% | — | -9.93% | -2.92% | -7.01% |
| GOLD | 2021-09-09 | 2021-09-10 | 2021-10-08 | 1 | 29.00 | 29.00 | 0.00% | market | 94.55% | — | 18.90% | -2.92% | 21.82% |
| ZS | 2021-09-09 | 2021-09-10 | 2021-10-08 | 1 | 289.03 | 289.03 | 0.00% | market | 55.56% | — | -7.84% | -2.92% | -4.92% |
| KR | 2021-09-10 | 2021-09-13 | 2021-10-11 | 3 | 42.80 | 42.80 | 0.00% | market | 25.00% | — | -7.62% | -3.11% | -4.51% |
| JKS | 2021-09-15 | 2021-09-16 | 2021-10-14 | 1 | 47.28 | 47.28 | 0.00% | market | 486.96% | — | 6.60% | -1.08% | 7.68% |
| JXN | 2021-09-17 | 2021-09-20 | 2021-10-18 | 3 | 24.51 | 24.51 | 0.00% | market | 29.87% | — | 14.10% | 2.83% | 11.27% |
| AZO | 2021-09-21 | 2021-09-22 | 2021-10-20 | 1 | 1,655.00 | 1,655.00 | 0.00% | market | 19.39% | — | 6.79% | 3.75% | 3.04% |
| GIS | 2021-09-22 | 2021-09-23 | 2021-10-21 | 1 | 60.18 | 60.18 | 0.00% | market | 12.50% | — | 3.74% | 3.12% | 0.61% |
| GHRS | 2021-09-23 | 2021-09-24 | 2021-10-22 | 1 | 20.97 | 20.97 | 0.00% | market | 37.50% | — | -30.95% | 2.65% | -33.60% |
| PRGS | 2021-09-23 | 2021-09-24 | 2021-10-22 | 1 | 49.84 | 49.84 | 0.00% | market | 42.17% | — | 2.53% | 2.65% | -0.12% |
| TCOM | 2021-09-23 | 2021-09-24 | 2021-10-22 | 1 | 29.09 | 29.09 | 0.00% | market | 1174.79% | — | 4.54% | 2.65% | 1.89% |
| CALM | 2021-09-28 | 2021-09-29 | 2021-10-27 | 1 | 35.96 | 35.96 | 0.00% | market | 27.45% | — | 0.40% | 4.31% | -3.91% |
| THO | 2021-09-28 | 2021-09-29 | 2021-10-27 | 1 | 123.67 | 123.67 | 0.00% | market | 41.10% | — | -17.82% | 4.31% | -22.12% |
| UNFI | 2021-09-28 | 2021-09-29 | 2021-10-27 | 1 | 46.39 | 46.39 | 0.00% | market | 45.68% | — | -10.02% | 4.31% | -14.32% |
| WOR | 2021-09-29 | 2021-09-30 | 2021-10-28 | 1 | 33.60 | 33.60 | 0.00% | market | 28.80% | — | -0.34% | 5.11% | -5.45% |
| JEF | 2021-09-30 | 2021-10-01 | 2021-10-29 | 1 | 35.63 | 35.63 | 0.00% | market | 51.52% | — | 15.22% | 6.56% | 8.66% |
| ORKA | 2021-09-30 | 2021-10-01 | 2021-10-29 | 1 | 35.28 | 35.28 | 0.00% | market | 85.78% | — | -6.90% | 6.56% | -13.46% |
| SAR | 2021-10-05 | 2021-10-06 | 2021-11-03 | 1 | 30.00 | 30.00 | 0.00% | market | 47.92% | — | -3.53% | 8.26% | -11.79% |
| AYI | 2021-10-06 | 2021-10-07 | 2021-11-04 | 1 | 201.39 | 201.39 | 0.00% | market | 14.74% | — | 4.10% | 6.51% | -2.41% |
| LEVI | 2021-10-06 | 2021-10-07 | 2021-11-04 | 1 | 25.53 | 25.53 | 0.00% | market | 29.73% | — | 5.58% | 6.51% | -0.93% |
| AZZ | 2021-10-12 | 2021-10-13 | 2021-11-10 | 1 | 56.22 | 56.22 | 0.00% | market | 22.58% | — | 0.63% | 6.65% | -6.02% |
| PNFP | 2021-10-12 | 2021-10-13 | 2021-11-10 | 1 | 97.86 | 97.86 | 0.00% | market | 12.90% | — | 1.06% | 6.65% | -5.59% |
| DAL | 2021-10-13 | 2021-10-14 | 2021-11-11 | 1 | 41.18 | 41.18 | 0.00% | market | 100.00% | — | 5.41% | 5.62% | -0.21% |
| JPM | 2021-10-13 | 2021-10-14 | 2021-11-11 | 1 | 161.75 | 161.75 | 0.00% | market | 24.67% | — | 3.52% | 5.62% | -2.10% |
| AA | 2021-10-14 | 2021-10-15 | 2021-11-12 | 1 | 51.92 | 51.92 | 0.00% | market | 13.89% | — | -0.10% | 5.06% | -5.16% |
| BAC | 2021-10-14 | 2021-10-15 | 2021-11-12 | 1 | 45.77 | 45.77 | 0.00% | market | 19.72% | — | 2.39% | 5.06% | -2.67% |
| C | 2021-10-14 | 2021-10-15 | 2021-11-12 | 1 | 71.82 | 71.82 | 0.00% | market | 30.30% | — | -3.80% | 5.06% | -8.87% |
| MS | 2021-10-14 | 2021-10-15 | 2021-11-12 | 1 | 102.46 | 102.46 | 0.00% | market | 17.86% | — | -2.65% | 5.06% | -7.71% |
| USB | 2021-10-14 | 2021-10-15 | 2021-11-12 | 1 | 60.24 | 60.24 | 0.00% | market | 12.07% | — | 0.33% | 5.06% | -4.73% |
| WFC | 2021-10-14 | 2021-10-15 | 2021-11-12 | 1 | 45.72 | 45.72 | 0.00% | market | 23.23% | — | 11.36% | 5.06% | 6.30% |
| GS | 2021-10-15 | 2021-10-18 | 2021-11-15 | 3 | 408.01 | 408.01 | 0.00% | market | 46.66% | — | -0.88% | 5.28% | -6.17% |
| TFC | 2021-10-15 | 2021-10-18 | 2021-11-15 | 3 | 61.28 | 61.28 | 0.00% | market | 17.36% | — | 3.16% | 5.28% | -2.12% |
| ACI | 2021-10-18 | 2021-10-19 | 2021-11-16 | 1 | 28.53 | 28.53 | 0.00% | market | 42.22% | — | 19.00% | 4.54% | 14.47% |
| FBK | 2021-10-18 | 2021-10-19 | 2021-11-16 | 1 | 45.77 | 45.77 | 0.00% | market | 16.05% | — | 2.76% | 4.54% | -1.77% |
| FNB | 2021-10-18 | 2021-10-19 | 2021-11-16 | 1 | 12.35 | 12.35 | 0.00% | market | 13.33% | — | 1.84% | 4.54% | -2.69% |
| FULT | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 15.88 | 15.88 | 0.00% | market | 40.63% | — | 4.50% | 3.77% | 0.73% |
| HWC | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 50.00 | 50.00 | 0.00% | market | 13.95% | — | 3.28% | 3.77% | -0.49% |
| LRN | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 36.38 | 36.38 | 0.00% | market | 16.67% | — | -0.98% | 3.77% | -4.75% |
| MLI | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 11.48 | 11.48 | 0.00% | market | 81.38% | — | 30.21% | 3.77% | 26.44% |
| OMC | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 73.50 | 73.50 | 0.00% | market | 21.32% | — | -6.03% | 3.77% | -9.80% |
| ONB | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 17.58 | 17.58 | 0.00% | market | 16.22% | — | 4.28% | 3.77% | 0.51% |
| SMBK | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 25.95 | 25.95 | 0.00% | market | 56.41% | — | 2.67% | 3.77% | -1.10% |
| SYF | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 51.32 | 51.32 | 0.00% | market | 32.45% | — | -5.42% | 3.77% | -9.19% |
| TRV | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 155.81 | 155.81 | 0.00% | market | 55.69% | — | 0.29% | 3.77% | -3.48% |
| UAL | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 46.90 | 46.90 | 0.00% | market | 38.18% | — | 3.82% | 3.77% | 0.05% |
| WTFC | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 85.00 | 85.00 | 0.00% | market | 16.45% | — | 9.14% | 3.77% | 5.36% |
| AMTB | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 27.14 | 27.14 | 0.00% | market | 15.38% | — | 16.48% | 3.98% | 12.51% |
| BANR | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 59.11 | 59.11 | 0.00% | market | 25.22% | — | 4.11% | 3.98% | 0.14% |
| BOKF | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 100.99 | 100.99 | 0.00% | market | 34.83% | — | 6.21% | 3.98% | 2.23% |
| BPOP | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 82.94 | 82.94 | 0.00% | market | 37.95% | — | 0.51% | 3.98% | -3.46% |
| CSX | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 35.33 | 35.33 | 0.00% | market | 13.16% | — | 2.39% | 3.98% | -1.58% |
| FHN | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 17.26 | 17.26 | 0.00% | market | 21.95% | — | -1.43% | 3.98% | -5.41% |
| KNX | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 54.86 | 54.86 | 0.00% | market | 21.50% | — | 5.15% | 3.98% | 1.17% |
| LAD | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 341.50 | 341.50 | 0.00% | market | 20.80% | — | -11.25% | 3.98% | -15.23% |
| MCB | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 88.74 | 88.74 | 0.00% | market | 12.74% | — | 13.96% | 3.98% | 9.99% |
| OFG | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 25.60 | 25.60 | 0.00% | market | 19.12% | — | 4.90% | 3.98% | 0.92% |
| SLG | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 76.78 | 76.78 | 0.00% | market | 12.27% | — | 0.11% | 3.98% | -3.87% |
| THC | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 71.37 | 71.37 | 0.00% | market | 82.57% | — | 10.11% | 3.98% | 6.14% |
| UFPI | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 76.38 | 76.38 | 0.00% | market | 24.52% | — | 17.52% | 3.98% | 13.55% |
| WGO | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 70.99 | 70.99 | 0.00% | market | 27.86% | — | 3.20% | 3.98% | -0.78% |
| ALK | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 55.24 | 55.24 | 0.00% | market | 13.08% | — | -4.63% | 3.48% | -8.10% |
| AN | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 127.14 | 127.14 | 0.00% | market | 21.90% | — | -7.41% | 3.48% | -10.88% |
| ASB | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 21.75 | 21.75 | 0.00% | market | 33.33% | — | 6.80% | 3.48% | 3.32% |
| BANC | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 19.93 | 19.93 | 0.00% | market | 223.08% | — | 7.08% | 3.48% | 3.60% |
| BX | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 133.99 | 133.99 | 0.00% | market | 37.63% | — | 9.19% | 3.48% | 5.71% |
| CBAN | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 18.35 | 18.35 | 0.00% | market | 62.86% | — | 0.88% | 3.48% | -2.60% |
| CHCO | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 80.89 | 80.89 | 0.00% | market | 18.55% | — | -0.21% | 3.48% | -3.69% |
| CROX | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 147.80 | 147.80 | 0.00% | market | 31.38% | — | 18.64% | 3.48% | 15.16% |
| DGX | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 145.00 | 145.00 | 0.00% | market | 37.50% | — | 2.27% | 3.48% | -1.21% |
| FAF | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 75.35 | 75.35 | 0.00% | market | 29.52% | — | 2.89% | 3.48% | -0.59% |
| IIIN | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 37.41 | 37.41 | 0.00% | market | 36.17% | — | 19.41% | 3.48% | 15.94% |
| INDB | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 83.49 | 83.49 | 0.00% | market | 18.63% | — | 1.39% | 3.48% | -2.09% |
| INTC | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 50.39 | 50.39 | 0.00% | market | 54.05% | — | -1.83% | 3.48% | -5.30% |
| KEY | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 24.00 | 24.00 | 0.00% | market | 15.79% | — | -2.72% | 3.48% | -6.20% |
| LUV | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 48.15 | 48.15 | 0.00% | market | 14.81% | — | -2.84% | 3.48% | -6.32% |
| MAT | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 21.70 | 21.70 | 0.00% | market | 16.67% | — | 4.28% | 3.48% | 0.80% |
| OLN | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 51.85 | 51.85 | 0.00% | market | 18.81% | — | 16.04% | 3.48% | 12.56% |
| SNAP | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 58.75 | 58.75 | 0.00% | market | 183.33% | — | -12.75% | 3.48% | -16.22% |
| SRCE | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 48.69 | 48.69 | 0.00% | market | 21.70% | — | 0.97% | 3.48% | -2.51% |
| VLO | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 82.00 | 82.00 | 0.00% | market | 32.61% | — | -15.87% | 3.48% | -19.35% |
| VLRS | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 20.44 | 20.44 | 0.00% | market | 52.38% | — | -18.40% | 3.48% | -21.88% |
| WRB | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 35.80 | 35.80 | 0.00% | market | 40.48% | — | -0.44% | 3.48% | -3.91% |
| WSFS | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 55.75 | 55.75 | 0.00% | market | 35.23% | — | -3.35% | 3.48% | -6.82% |
| RF | 2021-10-22 | 2021-10-25 | 2021-11-22 | 3 | 24.45 | 24.45 | 0.00% | market | 25.00% | — | -1.74% | 2.93% | -4.66% |
| AGNC | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 16.62 | 16.62 | 0.00% | market | 19.05% | — | -3.71% | 2.40% | -6.11% |
| ARLP | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 12.21 | 12.21 | 0.00% | market | 36.11% | — | -9.85% | 2.40% | -12.25% |
| ASR | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 198.13 | 198.13 | 0.00% | market | 35.98% | — | -1.92% | 2.40% | -4.32% |
| AUB | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 37.29 | 37.29 | 0.00% | market | 20.51% | — | -3.13% | 2.40% | -5.53% |
| BOH | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 88.18 | 88.18 | 0.00% | market | 14.29% | — | -0.97% | 2.40% | -3.38% |
| CALX | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 52.63 | 52.63 | 0.00% | market | 20.69% | — | 33.70% | 2.40% | 31.30% |
| CR | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 100.00 | 100.00 | 0.00% | market | 38.97% | — | 5.19% | 2.40% | 2.79% |
| CXT | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 34.73 | 34.73 | 0.00% | market | 38.97% | — | 5.20% | 2.40% | 2.79% |
| FBP | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 14.69 | 14.69 | 0.00% | market | 19.35% | — | 0.04% | 2.40% | -2.37% |
| GABC | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 40.00 | 40.00 | 0.00% | market | 14.08% | — | 9.35% | 2.40% | 6.95% |
| MCRI | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 69.07 | 69.07 | 0.00% | market | 16.16% | — | 3.22% | 2.40% | 0.81% |
| NWBI | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 14.40 | 14.40 | 0.00% | market | 22.73% | — | -1.77% | 2.40% | -4.17% |
| PKG | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 136.26 | 136.26 | 0.00% | market | 14.96% | — | -1.24% | 2.40% | -3.65% |
| QURE | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 29.65 | 29.65 | 0.00% | market | 21.00% | — | -5.26% | 2.40% | -7.66% |
| UFI | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 23.90 | 23.90 | 0.00% | market | 53.33% | — | -6.17% | 2.40% | -8.57% |
| ABG | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 208.27 | 208.27 | 0.00% | market | 17.76% | — | -21.37% | 2.85% | -24.22% |
| AHT | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 132.70 | 132.70 | 0.00% | market | 222.22% | — | -4.70% | 2.85% | -7.54% |
| CHRW | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 98.49 | 98.49 | 0.00% | market | 30.28% | — | -0.33% | 2.85% | -3.18% |
| COF | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 160.14 | 160.14 | 0.00% | market | 26.02% | — | -2.77% | 2.85% | -5.62% |
| FCF | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 14.75 | 14.75 | 0.00% | market | 12.50% | — | 9.19% | 2.85% | 6.34% |
| GBX | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 42.33 | 42.33 | 0.00% | market | 32.43% | — | -1.92% | 2.85% | -4.76% |
| GE | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 67.14 | 67.14 | 0.00% | market | 39.02% | — | -5.34% | 2.85% | -8.19% |
| HAS | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 91.23 | 91.23 | 0.00% | market | 15.98% | — | 8.88% | 2.85% | 6.03% |
| HIW | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 45.32 | 45.32 | 0.00% | market | 102.94% | — | 2.26% | 2.85% | -0.58% |
| HZO | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 49.63 | 49.63 | 0.00% | market | 23.93% | — | 15.41% | 2.85% | 12.57% |
| JBLU | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 14.60 | 14.60 | 0.00% | market | 36.84% | — | -1.06% | 2.85% | -3.90% |
| MMYT | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 28.90 | 28.90 | 0.00% | market | 46.15% | — | 0.25% | 2.85% | -2.60% |
| MTDR | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 45.66 | 45.66 | 0.00% | market | 27.55% | — | -2.71% | 2.85% | -5.55% |
| SBSI | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 41.45 | 41.45 | 0.00% | market | 43.08% | — | 5.74% | 2.85% | 2.89% |
| SFNC | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 30.55 | 30.55 | 0.00% | market | 29.82% | — | -0.98% | 2.85% | -3.83% |
| ACGL | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 42.90 | 42.90 | 0.00% | market | 105.56% | — | -2.45% | 0.77% | -3.22% |
| ABEV | 2021-10-28 | 2021-10-29 | 2021-11-29 | 1 | 2.96 | 2.96 | 0.00% | market | 100.00% | — | -2.13% | 1.92% | -4.04% |
| AGCO | 2021-10-28 | 2021-10-29 | 2021-11-29 | 1 | 122.80 | 122.80 | 0.00% | market | 30.27% | — | -7.18% | 1.92% | -9.10% |
| AFG | 2021-11-02 | 2021-11-03 | 2021-12-02 | 1 | 140.00 | 140.00 | 0.00% | market | 45.70% | — | -2.26% | -0.85% | -1.41% |
| ACH | 2021-11-03 | 2021-11-04 | 2021-12-03 | 1 | 45.40 | 45.40 | 0.00% | market | 34.55% | — | -10.87% | -2.57% | -8.31% |
| ACLS | 2021-11-03 | 2021-11-04 | 2021-12-03 | 1 | 58.90 | 58.90 | 0.00% | market | 15.49% | — | 5.10% | -2.57% | 7.66% |
| AKA | 2021-11-09 | 2021-11-10 | 2021-12-09 | 1 | 144.00 | 144.00 | 0.00% | market | 144.44% | — | -7.35% | 0.17% | -7.52% |
| ARLO | 2021-11-09 | 2021-11-10 | 2021-12-09 | 1 | 7.36 | 7.36 | 0.00% | market | 42.86% | — | 25.44% | 0.17% | 25.28% |
| ADMA | 2021-11-10 | 2021-11-11 | 2021-12-10 | 1 | 1.51 | 1.51 | 0.00% | market | 13.33% | — | -12.02% | 1.19% | -13.21% |
| ADNT | 2021-11-10 | 2021-11-11 | 2021-12-10 | 1 | 44.13 | 44.13 | 0.00% | market | 63.08% | — | 7.22% | 1.19% | 6.03% |
| AEG | 2021-11-11 | 2021-11-12 | 2021-12-13 | 1 | 4.88 | 4.88 | 0.00% | market | 86.17% | — | -7.89% | 0.31% | -8.20% |
| ALTG | 2021-11-11 | 2021-11-12 | 2021-12-13 | 1 | 16.41 | 16.41 | 0.00% | market | 166.67% | — | -18.14% | 0.31% | -18.45% |
| CRC | 2021-11-11 | 2021-11-12 | 2021-12-13 | 1 | 44.97 | 44.97 | 0.00% | market | 38.64% | — | -5.10% | 0.31% | -5.42% |
| DDS | 2021-11-11 | 2021-11-12 | 2021-12-13 | 1 | 326.43 | 326.43 | 0.00% | market | 77.72% | — | -25.08% | 0.31% | -25.39% |
| EPC | 2021-11-11 | 2021-11-12 | 2021-12-13 | 1 | 43.69 | 43.69 | 0.00% | market | 20.24% | — | 1.50% | 0.31% | 1.19% |
| OGN | 2021-11-11 | 2021-11-12 | 2021-12-13 | 1 | 34.65 | 34.65 | 0.00% | market | 15.97% | — | -16.78% | 0.31% | -17.09% |
| ATLC | 2021-11-12 | 2021-11-15 | 2021-12-14 | 3 | 81.85 | 81.85 | 0.00% | market | 71.33% | — | -28.07% | -1.13% | -26.94% |
| AZN | 2021-11-12 | 2021-11-15 | 2021-12-14 | 3 | 120.92 | 120.92 | 0.00% | market | 71.43% | — | -10.98% | -1.13% | -9.86% |
| AMPY | 2021-11-15 | 2021-11-16 | 2021-12-15 | 1 | 3.02 | 3.02 | 0.00% | market | 134.62% | — | -0.76% | 0.74% | -1.50% |
| ATAI | 2021-11-15 | 2021-11-16 | 2021-12-15 | 1 | 13.00 | 13.00 | 0.00% | market | 25.00% | — | -47.64% | 0.74% | -48.38% |
| AVPT | 2021-11-15 | 2021-11-16 | 2021-12-15 | 1 | 8.36 | 8.36 | 0.00% | market | 1184.01% | — | -22.35% | 0.74% | -23.09% |
| JMIA | 2021-11-16 | 2021-11-17 | 2021-12-16 | 1 | 14.94 | 14.94 | 0.00% | market | 25.64% | — | -21.59% | -0.54% | -21.04% |
| LZB | 2021-11-16 | 2021-11-17 | 2021-12-16 | 1 | 39.65 | 39.65 | 0.00% | market | 16.44% | — | -9.31% | -0.54% | -8.76% |
| RSKD | 2021-11-16 | 2021-11-17 | 2021-12-16 | 1 | 13.30 | 13.30 | 0.00% | market | 75.76% | — | -43.16% | -0.54% | -42.62% |
| BIDU | 2021-11-17 | 2021-11-18 | 2021-12-17 | 1 | 155.78 | 155.78 | 0.00% | market | 32.56% | — | -8.89% | -2.00% | -6.89% |
| MANU | 2021-11-17 | 2021-11-18 | 2021-12-17 | 1 | 15.66 | 15.66 | 0.00% | market | 56.00% | — | -10.83% | -2.00% | -8.83% |
| PNNT | 2021-11-17 | 2021-11-18 | 2021-12-17 | 1 | 7.09 | 7.09 | 0.00% | market | 21.43% | — | -5.18% | -2.00% | -3.18% |
| SONO | 2021-11-17 | 2021-11-18 | 2021-12-17 | 1 | 34.19 | 34.19 | 0.00% | market | 172.73% | — | -13.19% | -2.00% | -11.19% |
| ZIM | 2021-11-17 | 2021-11-18 | 2021-12-17 | 1 | 53.50 | 53.50 | 0.00% | market | 31.46% | — | -4.85% | -2.00% | -2.85% |
| ATKR | 2021-11-18 | 2021-11-19 | 2021-12-20 | 1 | 111.50 | 111.50 | 0.00% | market | 14.32% | — | -10.28% | -3.12% | -7.16% |
| BJ | 2021-11-18 | 2021-11-19 | 2021-12-20 | 1 | 72.18 | 72.18 | 0.00% | market | 13.75% | — | -10.31% | -3.12% | -7.20% |
| CAL | 2021-11-18 | 2021-11-19 | 2021-12-20 | 1 | 28.40 | 28.40 | 0.00% | market | 38.26% | — | -25.87% | -3.12% | -22.76% |
| DLNG | 2021-11-18 | 2021-11-19 | 2021-12-20 | 1 | 3.48 | 3.48 | 0.00% | market | 20.00% | — | -17.92% | -3.12% | -14.80% |
| JD | 2021-11-18 | 2021-11-19 | 2021-12-20 | 1 | 89.86 | 89.86 | 0.00% | market | 44.12% | — | -24.22% | -3.12% | -21.10% |
| KSS | 2021-11-18 | 2021-11-19 | 2021-12-20 | 1 | 62.08 | 62.08 | 0.00% | market | 157.81% | — | -24.60% | -3.12% | -21.49% |
| M | 2021-11-18 | 2021-11-19 | 2021-12-20 | 1 | 37.16 | 37.16 | 0.00% | market | 251.43% | — | -36.67% | -3.12% | -33.56% |
| YSG | 2021-11-18 | 2021-11-19 | 2021-12-20 | 1 | 15.00 | 15.00 | 0.00% | market | 37.50% | — | -36.77% | -3.12% | -33.65% |
| AVAL | 2021-11-19 | 2021-11-22 | 2021-12-21 | 3 | 5.39 | 5.39 | 0.00% | market | 12.50% | — | -3.44% | -1.66% | -1.78% |
| BKE | 2021-11-19 | 2021-11-22 | 2021-12-21 | 3 | 50.60 | 50.60 | 0.00% | market | 36.96% | — | -20.08% | -1.66% | -18.42% |
| CENT | 2021-11-22 | 2021-11-23 | 2021-12-22 | 1 | 41.90 | 41.90 | 0.00% | market | 77.27% | — | -4.25% | 0.10% | -4.35% |
| RMAX | 2021-11-22 | 2021-11-23 | 2021-12-22 | 1 | 30.01 | 30.01 | 0.00% | market | 12.70% | — | 2.00% | 0.10% | 1.90% |
| SR | 2021-11-22 | 2021-11-23 | 2021-12-22 | 1 | 60.70 | 60.70 | 0.00% | market | 52.94% | — | 5.53% | 0.10% | 5.43% |
| ZH | 2021-11-22 | 2021-11-23 | 2021-12-22 | 1 | 49.80 | 49.80 | 0.00% | market | 40.00% | — | -34.56% | 0.10% | -34.66% |
| AEO | 2021-11-23 | 2021-11-24 | 2021-12-23 | 1 | 27.76 | 27.76 | 0.00% | market | 24.59% | — | -16.35% | 0.97% | -17.32% |
| ANF | 2021-11-23 | 2021-11-24 | 2021-12-23 | 1 | 39.92 | 39.92 | 0.00% | market | 30.30% | — | -14.03% | 0.97% | -15.00% |
| DKS | 2021-11-23 | 2021-11-24 | 2021-12-23 | 1 | 132.26 | 132.26 | 0.00% | market | 61.93% | — | -21.51% | 0.97% | -22.49% |
| ESLT | 2021-11-23 | 2021-11-24 | 2021-12-23 | 1 | 152.68 | 152.68 | 0.00% | market | 25.95% | — | 9.78% | 0.97% | 8.80% |
| MOV | 2021-11-23 | 2021-11-24 | 2021-12-23 | 1 | 44.32 | 44.32 | 0.00% | market | 34.65% | — | -8.67% | 0.97% | -9.65% |
| NTNX | 2021-11-23 | 2021-11-24 | 2021-12-23 | 1 | 33.53 | 33.53 | 0.00% | market | 35.29% | — | -3.28% | 0.97% | -4.26% |
| P | 2021-11-23 | 2021-11-24 | 2021-12-23 | 1 | 29.47 | 29.47 | 0.00% | market | 83.33% | — | 13.03% | 0.97% | 12.06% |
| SJM | 2021-11-23 | 2021-11-24 | 2021-12-23 | 1 | 134.00 | 134.00 | 0.00% | market | 18.54% | — | -0.85% | 0.97% | -1.83% |
| STG | 2021-11-23 | 2021-11-24 | 2021-12-23 | 1 | 4.52 | 4.52 | 0.00% | market | 6491.63% | — | 10.52% | 0.97% | 9.55% |
| LI | 2021-11-29 | 2021-11-30 | 2021-12-29 | 1 | 34.42 | 34.42 | 0.00% | market | 135.71% | — | -14.63% | 3.35% | -17.98% |
| BNED | 2021-11-30 | 2021-12-01 | 2021-12-30 | 1 | 710.00 | 710.00 | 0.00% | market | 7658.62% | — | -5.17% | 3.15% | -8.32% |
| JKS | 2021-11-30 | 2021-12-01 | 2021-12-30 | 1 | 54.38 | 54.38 | 0.00% | market | 277.75% | — | -13.84% | 3.15% | -16.98% |
| ZS | 2021-11-30 | 2021-12-01 | 2021-12-30 | 1 | 371.06 | 371.06 | 0.00% | market | 16.67% | — | -12.62% | 3.15% | -15.77% |
| AI | 2021-12-01 | 2021-12-02 | 2021-12-31 | 1 | 31.51 | 31.51 | 0.00% | market | 28.13% | — | -0.93% | 5.38% | -6.30% |
| BBW | 2021-12-01 | 2021-12-02 | 2021-12-31 | 1 | 22.00 | 22.00 | 0.00% | market | 323.53% | — | -11.37% | 5.38% | -16.75% |
| CRWD | 2021-12-01 | 2021-12-02 | 2021-12-31 | 1 | 51.99 | 51.99 | 0.00% | market | 580.00% | — | -1.64% | 5.38% | -7.01% |
| ESTC | 2021-12-01 | 2021-12-02 | 2021-12-31 | 1 | 121.46 | 121.46 | 0.00% | market | 43.75% | — | 1.24% | 5.38% | -4.13% |
| NCNO | 2021-12-01 | 2021-12-02 | 2021-12-31 | 1 | 59.40 | 59.40 | 0.00% | market | 33.33% | — | -7.74% | 5.38% | -13.12% |
| OKTA | 2021-12-01 | 2021-12-02 | 2021-12-31 | 1 | 215.75 | 215.75 | 0.00% | market | 69.57% | — | 3.80% | 5.38% | -1.57% |
| PVH | 2021-12-01 | 2021-12-02 | 2021-12-31 | 1 | 104.00 | 104.00 | 0.00% | market | 28.99% | — | 2.45% | 5.38% | -2.93% |
| REX | 2021-12-01 | 2021-12-02 | 2021-12-31 | 1 | 16.69 | 16.69 | 0.00% | market | 170.67% | — | -4.23% | 5.38% | -9.61% |
| SNOW | 2021-12-01 | 2021-12-02 | 2021-12-31 | 1 | 350.00 | 350.00 | 0.00% | market | 166.67% | — | -3.31% | 5.38% | -8.69% |
| CDRE | 2021-12-02 | 2021-12-03 | 2022-01-03 | 1 | 20.50 | 20.50 | 0.00% | market | 247.06% | — | 21.90% | 4.04% | 17.86% |
| DOCU | 2021-12-02 | 2021-12-03 | 2022-01-03 | 1 | 154.80 | 154.80 | 0.00% | market | 26.09% | — | 1.33% | 4.04% | -2.71% |
| GWRE | 2021-12-02 | 2021-12-03 | 2022-01-03 | 1 | 115.62 | 115.62 | 0.00% | market | 12.50% | — | -2.12% | 4.04% | -6.15% |
| KR | 2021-12-02 | 2021-12-03 | 2022-01-03 | 1 | 45.00 | 45.00 | 0.00% | market | 18.18% | — | 0.32% | 4.04% | -3.72% |
| MRVL | 2021-12-02 | 2021-12-03 | 2022-01-03 | 1 | 85.89 | 85.89 | 0.00% | market | 13.16% | — | 4.02% | 4.04% | -0.02% |
| OOMA | 2021-12-02 | 2021-12-03 | 2022-01-03 | 1 | 18.25 | 18.25 | 0.00% | market | 44.44% | — | 14.15% | 4.04% | 10.11% |
| SIG | 2021-12-02 | 2021-12-03 | 2022-01-03 | 1 | 91.56 | 91.56 | 0.00% | market | 98.61% | — | 1.49% | 4.04% | -2.54% |
| TLYS | 2021-12-02 | 2021-12-03 | 2022-01-03 | 1 | 15.86 | 15.86 | 0.00% | market | 100.00% | — | 2.36% | 4.04% | -1.68% |
| YEXT | 2021-12-02 | 2021-12-03 | 2022-01-03 | 1 | 9.96 | 9.96 | 0.00% | market | 42.86% | — | 0.30% | 4.04% | -3.74% |
| GCO | 2021-12-03 | 2021-12-06 | 2022-01-04 | 3 | 67.43 | 67.43 | 0.00% | market | 82.95% | — | -3.24% | 4.70% | -7.94% |
| GHRS | 2021-12-06 | 2021-12-07 | 2022-01-05 | 1 | 22.99 | 22.99 | 0.00% | market | 60.00% | — | -10.41% | 0.85% | -11.26% |
| GTLB | 2021-12-06 | 2021-12-07 | 2022-01-05 | 1 | 89.00 | 89.00 | 0.00% | market | 29.17% | — | -22.72% | 0.85% | -23.57% |
| MDB | 2021-12-06 | 2021-12-07 | 2022-01-05 | 1 | 521.95 | 521.95 | 0.00% | market | 73.17% | — | -17.95% | 0.85% | -18.81% |
| AZO | 2021-12-07 | 2021-12-08 | 2022-01-06 | 1 | 2,013.76 | 2,013.76 | 0.00% | market | 23.10% | — | 2.32% | -0.16% | 2.48% |
| CNM | 2021-12-07 | 2021-12-08 | 2022-01-06 | 1 | 28.31 | 28.31 | 0.00% | market | 36.67% | — | -10.56% | -0.16% | -10.39% |
| DBI | 2021-12-07 | 2021-12-08 | 2022-01-06 | 1 | 15.80 | 15.80 | 0.00% | market | 53.57% | — | -8.14% | -0.16% | -7.98% |
| FERG | 2021-12-07 | 2021-12-08 | 2022-01-06 | 1 | 162.88 | 162.88 | 0.00% | market | 17.29% | — | 8.61% | -0.16% | 8.77% |
| GFI | 2021-12-07 | 2021-12-08 | 2022-01-06 | 1 | 10.41 | 10.41 | 0.00% | market | 117.05% | — | -4.13% | -0.16% | -3.97% |
| PD | 2021-12-07 | 2021-12-08 | 2022-01-06 | 1 | 36.62 | 36.62 | 0.00% | market | 22.22% | — | -13.70% | -0.16% | -13.54% |
| S | 2021-12-07 | 2021-12-08 | 2022-01-06 | 1 | 45.10 | 45.10 | 0.00% | market | 16.67% | — | -4.00% | -0.16% | -3.84% |
| TOL | 2021-12-07 | 2021-12-08 | 2022-01-06 | 1 | 71.29 | 71.29 | 0.00% | market | 21.29% | — | -3.92% | -0.16% | -3.75% |
| WLY | 2021-12-07 | 2021-12-08 | 2022-01-06 | 1 | 55.87 | 55.87 | 0.00% | market | 12.17% | — | 0.99% | -0.16% | 1.15% |
| AGX | 2021-12-08 | 2021-12-09 | 2022-01-07 | 1 | 41.57 | 41.57 | 0.00% | market | 65.96% | — | -5.66% | -0.44% | -5.22% |
| CURV | 2021-12-08 | 2021-12-09 | 2022-01-07 | 1 | 12.51 | 12.51 | 0.00% | market | 13.64% | — | -14.57% | -0.44% | -14.13% |
| GEF | 2021-12-08 | 2021-12-09 | 2022-01-07 | 1 | 63.04 | 63.04 | 0.00% | market | 29.53% | — | -4.62% | -0.44% | -4.18% |
| OXM | 2021-12-08 | 2021-12-09 | 2022-01-07 | 1 | 109.62 | 109.62 | 0.00% | market | 310.34% | — | -10.82% | -0.44% | -10.38% |
| PLAB | 2021-12-08 | 2021-12-09 | 2022-01-07 | 1 | 17.78 | 17.78 | 0.00% | market | 32.00% | — | 4.23% | -0.44% | 4.67% |
| THO | 2021-12-08 | 2021-12-09 | 2022-01-07 | 1 | 104.45 | 104.45 | 0.00% | market | 33.95% | — | 1.79% | -0.44% | 2.23% |
| UNFI | 2021-12-08 | 2021-12-09 | 2022-01-07 | 1 | 55.93 | 55.93 | 0.00% | market | 73.21% | — | -14.76% | -0.44% | -14.32% |
| CHWY | 2021-12-09 | 2021-12-10 | 2022-01-10 | 1 | 50.30 | 50.30 | 0.00% | market | 40.00% | — | -0.88% | -0.79% | -0.08% |
| CXM | 2021-12-09 | 2021-12-10 | 2022-01-10 | 1 | 14.99 | 14.99 | 0.00% | market | 33.33% | — | -4.44% | -0.79% | -3.64% |
| FLNC | 2021-12-09 | 2021-12-10 | 2022-01-10 | 1 | 31.32 | 31.32 | 0.00% | market | 43.48% | — | -16.93% | -0.79% | -16.13% |
| ASO | 2021-12-10 | 2021-12-13 | 2022-01-11 | 3 | 46.99 | 46.99 | 0.00% | market | 56.25% | — | -16.04% | -0.09% | -15.95% |
| JILL | 2021-12-13 | 2021-12-14 | 2022-01-12 | 1 | 16.00 | 16.00 | 0.00% | market | 91.18% | — | 9.90% | 1.71% | 8.19% |
| CLSK | 2021-12-14 | 2021-12-15 | 2022-01-13 | 1 | 11.40 | 11.40 | 0.00% | market | 260.00% | — | -28.43% | 0.24% | -28.67% |
| FDX | 2021-12-16 | 2021-12-17 | 2022-01-18 | 1 | 204.33 | 204.33 | 0.00% | market | 14.18% | — | -0.26% | -1.10% | 0.83% |
| NX | 2021-12-16 | 2021-12-17 | 2022-01-18 | 1 | 23.67 | 23.67 | 0.00% | market | 16.98% | — | -2.13% | -1.10% | -1.03% |
| RIVN | 2021-12-16 | 2021-12-17 | 2022-01-18 | 1 | 99.92 | 99.92 | 0.00% | market | 35.57% | — | -26.88% | -1.10% | -25.79% |
| WOR | 2021-12-16 | 2021-12-17 | 2022-01-18 | 1 | 31.38 | 31.38 | 0.00% | market | 23.26% | — | 13.22% | -1.10% | 14.32% |
| WGO | 2021-12-17 | 2021-12-20 | 2022-01-19 | 3 | 68.70 | 68.70 | 0.00% | market | 55.31% | — | 4.75% | -0.60% | 5.35% |
| BRZE | 2021-12-20 | 2021-12-21 | 2022-01-20 | 1 | 74.67 | 74.67 | 0.00% | market | 74.19% | — | -26.05% | -2.59% | -23.47% |
| FER | 2021-12-31 | 2022-01-03 | 2022-02-01 | 3 | 27.50 | 27.50 | 0.00% | market | 1139.21% | — | -0.65% | -4.90% | 4.26% |
| ORKA | 2021-12-31 | 2022-01-03 | 2022-02-01 | 3 | 26.16 | 26.16 | 0.00% | market | 82.42% | — | -12.49% | -4.90% | -7.58% |
| WDS | 2021-12-31 | 2022-01-03 | 2022-02-01 | 3 | 15.79 | 15.79 | 0.00% | market | 30.77% | — | 13.96% | -4.90% | 18.86% |
| CMC | 2022-01-10 | 2022-01-11 | 2022-02-09 | 1 | 36.16 | 36.16 | 0.00% | market | 32.79% | — | -0.43% | -1.65% | 1.22% |
| ACI | 2022-01-11 | 2022-01-12 | 2022-02-10 | 1 | 28.79 | 28.79 | 0.00% | market | 31.67% | — | -0.90% | -4.72% | 3.82% |
| DAL | 2022-01-13 | 2022-01-14 | 2022-02-14 | 1 | 40.79 | 40.79 | 0.00% | market | 46.67% | — | 2.79% | -4.81% | 7.60% |
| HWC | 2022-01-18 | 2022-01-19 | 2022-02-16 | 1 | 59.82 | 59.82 | 0.00% | market | 13.97% | — | -6.34% | -2.52% | -3.82% |
| ONB | 2022-01-18 | 2022-01-19 | 2022-02-16 | 1 | 19.82 | 19.82 | 0.00% | market | 32.14% | — | -6.81% | -2.52% | -4.29% |
| AA | 2022-01-19 | 2022-01-20 | 2022-02-17 | 1 | 62.10 | 62.10 | 0.00% | market | 22.55% | — | 23.04% | -3.68% | 26.72% |
| AMTB | 2022-01-19 | 2022-01-20 | 2022-02-17 | 1 | 30.79 | 30.79 | 0.00% | market | 33.33% | — | 7.14% | -3.68% | 10.82% |
| UAL | 2022-01-19 | 2022-01-20 | 2022-02-17 | 1 | 44.35 | 44.35 | 0.00% | market | 28.25% | — | 8.95% | -3.68% | 12.63% |
| ASB | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 24.19 | 24.19 | 0.00% | market | 16.67% | — | 2.79% | -2.54% | 5.34% |
| BANR | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 57.97 | 57.97 | 0.00% | market | 23.08% | — | 7.59% | -2.54% | 10.14% |
| FHN | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 17.33 | 17.33 | 0.00% | market | 26.32% | — | 4.34% | -2.54% | 6.89% |
| IIIN | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 40.00 | 40.00 | 0.00% | market | 28.26% | — | -4.42% | -2.54% | -1.88% |
| KEY | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 25.01 | 25.01 | 0.00% | market | 12.28% | — | 2.42% | -2.54% | 4.96% |
| MCB | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 99.74 | 99.74 | 0.00% | market | 16.55% | — | 1.96% | -2.54% | 4.50% |
| MTB | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 165.35 | 165.35 | 0.00% | market | 15.81% | — | 10.18% | -2.54% | 12.72% |
| NBHC | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 43.66 | 43.66 | 0.00% | market | 21.31% | — | 4.62% | -2.54% | 7.16% |
| OZK | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 49.41 | 49.41 | 0.00% | market | 19.39% | — | -4.41% | -2.54% | -1.87% |
| TCBI | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 61.60 | 61.60 | 0.00% | market | 29.35% | — | 6.95% | -2.54% | 9.49% |
| TRV | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 165.33 | 165.33 | 0.00% | market | 34.72% | — | 3.11% | -2.54% | 5.65% |
| WBS | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 63.00 | 63.00 | 0.00% | market | 19.09% | — | -5.34% | -2.54% | -2.80% |
| BOH | 2022-01-24 | 2022-01-25 | 2022-02-23 | 1 | 87.86 | 87.86 | 0.00% | market | 14.81% | — | -2.17% | -2.57% | 0.39% |
| LOGI | 2022-01-24 | 2022-01-25 | 2022-02-23 | 1 | 77.43 | 77.43 | 0.00% | market | 30.25% | — | -6.47% | -2.57% | -3.90% |
| WSFS | 2022-01-24 | 2022-01-25 | 2022-02-23 | 1 | 50.09 | 50.09 | 0.00% | market | 38.67% | — | 1.84% | -2.57% | 4.40% |
| CHCO | 2022-01-25 | 2022-01-26 | 2022-02-24 | 1 | 83.18 | 83.18 | 0.00% | market | 15.79% | — | -7.75% | -2.82% | -4.93% |
| ERIC | 2022-01-25 | 2022-01-26 | 2022-02-24 | 1 | 11.87 | 11.87 | 0.00% | market | 54.17% | — | -16.70% | -2.82% | -13.88% |
| FCF | 2022-01-25 | 2022-01-26 | 2022-02-24 | 1 | 16.23 | 16.23 | 0.00% | market | 12.12% | — | -3.61% | -2.82% | -0.79% |
| GATX | 2022-01-25 | 2022-01-26 | 2022-02-24 | 1 | 103.39 | 103.39 | 0.00% | market | 65.69% | — | 1.06% | -2.82% | 3.88% |
| IVZ | 2022-01-25 | 2022-01-26 | 2022-02-24 | 1 | 21.47 | 21.47 | 0.00% | market | 13.16% | — | -2.20% | -2.82% | 0.62% |
| LRN | 2022-01-25 | 2022-01-26 | 2022-02-24 | 1 | 32.77 | 32.77 | 0.00% | market | 29.87% | — | 1.76% | -2.82% | 4.58% |
| MMM | 2022-01-25 | 2022-01-26 | 2022-02-24 | 1 | 145.71 | 145.71 | 0.00% | market | 14.93% | — | -17.65% | -2.82% | -14.83% |
| WSBC | 2022-01-25 | 2022-01-26 | 2022-02-24 | 1 | 37.00 | 37.00 | 0.00% | market | 15.49% | — | -6.51% | -2.82% | -3.69% |
| AVT | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 42.09 | 42.09 | 0.00% | market | 18.90% | — | 0.14% | -0.12% | 0.25% |
| AXS | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 55.90 | 55.90 | 0.00% | market | 41.06% | — | -0.28% | -0.12% | -0.16% |
| CLS | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 11.34 | 11.34 | 0.00% | market | 12.82% | — | 6.43% | -0.12% | 6.54% |
| CMPR | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 73.42 | 73.42 | 0.00% | market | 31.65% | — | -15.40% | -0.12% | -15.28% |
| CNS | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 82.49 | 82.49 | 0.00% | market | 20.39% | — | -2.19% | -0.12% | -2.07% |
| CPF | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 29.63 | 29.63 | 0.00% | market | 23.08% | — | -2.19% | -0.12% | -2.08% |
| CVBF | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 22.93 | 22.93 | 0.00% | market | 12.90% | — | 2.95% | -0.12% | 3.07% |
| FBP | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 15.01 | 15.01 | 0.00% | market | 12.50% | — | -5.90% | -0.12% | -5.78% |
| FCNCA | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 768.51 | 768.51 | 0.00% | market | 103.19% | — | 1.65% | -0.12% | 1.77% |