EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 50y) (max 100 pos) (3)

Run 9a95722c · view hypothesis

completed

Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.

Trades
337
Win rate
56.68%
Avg return
2.27%
Median return
1.71%
Avg abnormal
1.11%
Median abnormal
0.34%
Best trade
91.84%
Worst trade
-39.00%
Sharpe (per-trade)
0.15
Daily portfolio drawdown
-1.71%
Portfolio (equal_weight)
Total return
7.63%
Max drawdown
-1.71%
Avg trade return
2.27%
Win rate
56.68%
Signals
337
Configured concurrent
100
Observed concurrent
17
Trades taken
337
Skipped (no capacity)
0
Excess vs benchmark
-245.52%
Avg entry slippage
0.00%
Return if filled at market
7.63%
VWAP fills
0
VWAP fallbacks
0

0 of 337 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
2016710.35%8.53%85.71%
2017185.45%4.14%66.67%
2018241.76%0.92%58.33%
2019222.72%2.59%45.45%
202036-2.18%-4.76%52.78%
2021620.65%-0.58%59.68%
2022471.84%1.53%68.09%
202337-1.05%-1.82%35.14%
2024299.19%6.20%72.41%
2025302.53%2.10%46.67%
2026255.54%4.76%52.00%
Trades (337)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ROICDebt / equityReturnBenchmarkAbnormal
BBDO2016-04-152016-04-182016-05-1636.886.880.00%market1446.15%——-3.30%-0.48%-2.82%
CINF2016-07-262016-07-272016-08-24174.8874.880.00%market32.56%——1.46%0.30%1.16%
ACGL2016-07-272016-07-282016-08-25123.8423.840.00%market15.15%——11.02%0.65%10.36%
WIX2016-07-272016-07-282016-08-25136.5036.500.00%market30.77%——10.01%0.65%9.36%
CYTK2016-10-272016-10-282016-11-2819.759.750.00%market355.17%——26.57%3.44%23.12%
L2016-10-312016-11-012016-11-30143.0243.020.00%market28.99%——3.69%3.50%0.19%
MET2016-11-022016-11-032016-12-02140.3040.300.00%market12.28%——22.98%4.61%18.36%
HMN2017-02-062017-02-072017-03-08141.2041.200.00%market30.00%——0.75%3.13%-2.38%
L2017-02-062017-02-072017-03-08146.5946.590.00%market15.87%——1.34%3.13%-1.79%
EIG2017-02-222017-02-232017-03-23139.1039.100.00%market72.73%——-6.49%-1.20%-5.29%
ATHM2017-03-022017-03-032017-03-31133.2133.210.00%market45.12%——-4.44%-1.02%-3.42%
ELV2017-04-262017-04-272017-05-251180.27180.270.00%market21.24%——0.58%1.25%-0.67%
L2017-05-012017-05-022017-05-31147.2647.260.00%market22.73%——-0.31%1.09%-1.40%
PAYC2017-05-022017-05-032017-06-01163.1163.110.00%market14.63%——6.24%1.92%4.32%
MET2017-05-032017-05-042017-06-02147.0147.010.00%market14.96%——-2.59%2.24%-4.82%
ATHM2017-05-102017-05-112017-06-09138.7338.730.00%market36.36%——16.06%1.70%14.37%
CORT2017-08-012017-08-022017-08-30113.1813.180.00%market42.86%——17.81%-0.59%18.40%
CINF2017-08-022017-08-032017-08-31181.9881.980.00%market25.49%——-6.37%0.07%-6.44%
HUM2017-08-022017-08-032017-08-311241.83241.830.00%market13.31%——6.43%0.07%6.36%
ATHM2017-08-092017-08-102017-09-08154.0354.030.00%market22.41%——21.04%0.12%20.92%
EIG2017-10-252017-10-262017-11-24145.7045.700.00%market14.04%——6.25%1.71%4.54%
L2017-10-302017-10-312017-11-29149.3049.300.00%market3433.33%——1.99%2.15%-0.16%
EXEL2017-11-012017-11-022017-12-01126.5226.520.00%market225.00%——5.93%2.74%3.19%
MET2017-11-012017-11-022017-12-01154.8154.810.00%market21.11%——-2.29%2.74%-5.03%
EVC2017-11-022017-11-032017-12-0415.505.500.00%market284.21%——36.26%2.47%33.79%
HMN2018-02-062018-02-072018-03-08137.9037.900.00%market16.07%——12.30%2.09%10.22%
GOOS2018-02-082018-02-092018-03-12132.7532.750.00%market27.78%——0.79%6.79%-6.01%
ACGL2018-02-122018-02-132018-03-14129.0029.000.00%market21.62%——-3.07%4.29%-7.36%
L2018-02-122018-02-132018-03-14147.2747.270.00%market15.28%——7.71%4.29%3.41%
ANDE2018-02-142018-02-152018-03-16134.5034.500.00%market63.16%——2.65%0.97%1.69%
HALO2018-02-202018-02-212018-03-21119.0019.000.00%market18.06%——10.11%-0.54%10.65%
EIG2018-02-212018-02-222018-03-22143.0043.000.00%market89.29%——-7.08%-2.74%-4.34%
PAGS2018-03-092018-03-122018-04-10336.3036.300.00%market16.12%——-3.16%-5.03%1.87%
ZYME2018-03-142018-03-152018-04-13110.6310.630.00%market6701.34%——14.20%-3.89%18.09%
MC2018-04-232018-04-242018-05-22156.2556.250.00%market16.67%——5.59%1.82%3.77%
EIG2018-04-252018-04-262018-05-24140.5540.550.00%market60.00%——-0.35%3.03%-3.37%
DPZ2018-04-262018-04-272018-05-251251.98251.980.00%market12.99%——-0.75%1.93%-2.68%
EXEL2018-05-022018-05-032018-06-01122.0922.090.00%market131.25%——-6.94%4.32%-11.26%
HCC2018-05-022018-05-032018-06-01124.7724.770.00%market14.00%——14.47%4.32%10.15%
MET2018-05-022018-05-032018-06-01145.7245.720.00%market16.24%——1.96%4.32%-2.37%
MANH2018-07-242018-07-252018-08-22149.6749.670.00%market14.63%——11.25%1.72%9.53%
EIG2018-07-252018-07-262018-08-23143.0043.000.00%market54.10%——2.69%0.91%1.78%
CINF2018-07-262018-07-272018-08-24175.0075.000.00%market50.00%——1.89%1.34%0.55%
EAF2018-08-032018-08-062018-09-043212.40212.400.00%market40.68%——-12.91%2.18%-15.08%
SMMT2018-09-202018-09-212018-10-1912.382.380.00%market383.78%——-21.11%-5.75%-15.36%
MANH2018-10-232018-10-242018-11-21144.8544.850.00%market22.50%——5.47%-3.04%8.51%
EIG2018-10-242018-10-252018-11-23141.5041.500.00%market78.18%——6.84%-1.54%8.38%
ACGL2018-10-302018-10-312018-11-29128.4028.400.00%market13.46%——-0.17%1.23%-1.40%
CEPU2018-11-122018-11-132018-12-1319.369.360.00%market116.36%——-0.10%-2.83%2.73%
DECK2019-01-312019-02-012019-03-04124.1724.170.00%market23.60%——-0.14%3.42%-3.57%
MANH2019-02-052019-02-062019-03-07153.8153.810.00%market24.32%——-0.49%0.81%-1.30%
SONO2019-02-062019-02-072019-03-08111.6511.650.00%market34.15%——-14.43%1.30%-15.73%
VRSN2019-02-072019-02-082019-03-111174.00174.000.00%market30.58%——2.81%3.61%-0.79%
EAF2019-02-082019-02-112019-03-123134.10134.100.00%market22.54%——-1.67%3.06%-4.72%
GOOS2019-02-142019-02-152019-03-18152.0052.000.00%market25.86%——-1.73%2.16%-3.89%
EIG2019-02-202019-02-212019-03-21147.4547.450.00%market89.86%——-15.55%2.53%-18.08%
ACRE2019-02-212019-02-222019-03-22114.9014.900.00%market12.50%——1.51%0.41%1.10%
ATHM2019-02-262019-02-272019-03-27188.5388.530.00%market18.02%——2.51%0.41%2.10%
WTI2019-02-272019-02-282019-03-2815.185.180.00%market46.67%——33.68%0.63%33.06%
EIG2019-04-242019-04-252019-05-23143.0043.000.00%market77.36%——-3.29%-3.42%0.13%
L2019-04-292019-04-302019-05-29151.0451.040.00%market26.32%——0.31%-5.19%5.50%
ARCC2019-04-302019-05-012019-05-30118.0418.040.00%market14.29%——-1.76%-5.32%3.56%
MET2019-05-012019-05-022019-05-31146.7046.700.00%market16.54%——-1.15%-5.63%4.48%
GSHD2019-05-022019-05-032019-06-03131.5031.500.00%market50.00%——11.27%-6.23%17.50%
EIG2019-07-242019-07-252019-08-22144.8544.850.00%market63.64%——-4.00%-2.85%-1.15%
CINF2019-07-302019-07-312019-08-281106.09106.090.00%market32.81%——4.62%-4.02%8.64%
EIG2019-10-232019-10-242019-11-21143.6143.610.00%market31.34%——-4.62%3.11%-7.73%
CINF2019-10-242019-10-252019-11-221116.00116.000.00%market21.35%——-8.94%3.74%-12.68%
CRSP2019-10-282019-10-292019-11-26145.0045.000.00%market352.63%——52.70%3.66%49.04%
LAC2019-11-122019-11-132019-12-1211.811.810.00%market25.00%——7.08%2.99%4.09%
PGNY2019-12-042019-12-052020-01-06127.6227.620.00%market57.89%——1.17%3.65%-2.49%
ORI2020-01-232020-01-242020-02-24122.7722.770.00%market20.51%——-0.32%-3.01%2.69%
MET2020-02-052020-02-062020-03-06151.8351.830.00%market41.43%——-24.51%-10.92%-13.59%
TIMB2020-02-122020-02-132020-03-13120.1020.100.00%market80.95%——-27.51%-19.81%-7.70%
FAF2020-02-132020-02-142020-03-16165.7465.740.00%market21.62%——-32.18%-28.94%-3.25%
AGO2020-02-272020-02-282020-03-27141.0541.050.00%market15.38%——-37.40%-12.22%-25.18%
TME2020-03-162020-03-172020-04-15110.9810.980.00%market20.00%——-1.47%13.35%-14.82%
SBS2020-03-272020-03-302020-04-2831.571.570.00%market153.29%——-3.28%11.74%-15.03%
CHWY2020-04-022020-04-032020-05-04135.2335.230.00%market76.47%——11.28%13.08%-1.80%
ASR2020-04-232020-04-242020-05-22196.4996.490.00%market20.81%——3.27%5.24%-1.97%
DPZ2020-04-232020-04-242020-05-221368.98368.980.00%market32.33%——0.75%5.24%-4.49%
UI2020-05-082020-05-112020-06-093185.44185.440.00%market21.05%——-2.11%10.49%-12.59%
RDY2020-05-202020-05-212020-06-19110.1810.180.00%market24.49%——4.42%3.99%0.43%
CEPU2020-05-272020-05-282020-06-2513.093.090.00%market469.15%——-15.31%0.89%-16.20%
FAF2020-07-232020-07-242020-08-21155.3355.330.00%market26.51%——-8.20%5.77%-13.97%
PFG2020-07-272020-07-282020-08-25146.9946.990.00%market12.31%——-5.80%6.73%-12.53%
ACGL2020-07-292020-07-302020-08-27130.0430.040.00%market115.38%——7.46%8.21%-0.75%
KNSL2020-07-302020-07-312020-08-281169.00169.000.00%market20.00%——20.95%7.57%13.37%
AIZ2020-08-042020-08-052020-09-021114.80114.800.00%market31.58%——7.93%7.91%0.02%
HMN2020-08-062020-08-072020-09-04139.9039.900.00%market71.79%——-3.31%2.79%-6.10%
JD2020-08-172020-08-182020-09-16168.1968.190.00%market28.21%——10.02%0.14%9.88%
LITB2020-08-192020-08-202020-09-18114.7014.700.00%market700.00%——-28.26%-1.40%-26.86%
VERX2020-09-092020-09-102020-10-08123.6923.690.00%market100.00%——4.71%0.57%4.14%
CHWY2020-09-102020-09-112020-10-09158.8258.820.00%market46.67%——4.59%3.28%1.31%
BBBY2020-10-012020-10-022020-10-30178.9478.940.00%market394.12%——-29.03%-1.56%-27.48%
IDT2020-10-012020-10-022020-10-3018.458.450.00%market29.17%——12.68%-1.56%14.24%
VRSN2020-10-222020-10-232020-11-201203.71203.710.00%market19.20%——-3.67%2.72%-6.39%
ACGL2020-10-292020-10-302020-11-30130.8530.850.00%market16.00%——4.28%10.29%-6.01%
HMN2020-11-022020-11-032020-12-02135.5335.530.00%market20.59%——12.82%9.92%2.90%
KMPR2020-11-022020-11-032020-12-02166.4966.490.00%market37.37%——14.89%9.92%4.98%
MED2020-11-022020-11-032020-12-021166.34166.340.00%market18.29%——22.71%9.92%12.80%
PRU2020-11-032020-11-042020-12-03167.3867.380.00%market18.01%——16.95%7.58%9.37%
HCI2020-11-052020-11-062020-12-07149.5549.550.00%market1700.00%——6.36%5.48%0.88%
PFH2020-11-052020-11-062020-12-07125.3725.370.00%market43.97%——1.95%5.48%-3.53%
ESNT2020-11-062020-11-092020-12-08344.8844.880.00%market12.12%——-1.01%1.70%-2.72%
UI2020-11-062020-11-092020-12-083252.58252.580.00%market70.34%——5.54%1.70%3.84%
IH2020-12-022020-12-032021-01-04125.0025.000.00%market82.15%——-28.50%0.58%-29.08%
LOGI2021-01-182021-01-192021-02-171102.95102.950.00%market140.20%——11.71%3.71%8.00%
ORI2021-01-282021-01-292021-03-01118.4218.420.00%market87.50%——8.21%3.71%4.49%
HMN2021-02-022021-02-032021-03-04140.0840.080.00%market24.18%——3.14%-1.50%4.64%
MET2021-02-032021-02-042021-03-05149.1249.120.00%market32.68%——21.46%0.17%21.28%
PRU2021-02-042021-02-052021-03-08183.8183.810.00%market17.20%——10.53%-1.67%12.20%
UI2021-02-052021-02-082021-03-093342.57342.570.00%market42.94%——-3.13%-0.54%-2.59%
ACGL2021-02-092021-02-102021-03-11135.9235.920.00%market12.00%——2.88%0.36%2.52%
STEP2021-02-092021-02-102021-03-11138.9938.990.00%market64.71%——-19.85%0.36%-20.21%
CINF2021-02-102021-02-112021-03-12190.9990.990.00%market37.61%——18.17%0.72%17.44%
MC2021-02-102021-02-112021-03-12154.6154.610.00%market48.51%——3.64%0.72%2.91%
SONO2021-02-102021-02-112021-03-12137.0037.000.00%market14.77%——12.22%0.72%11.50%
STC2021-02-102021-02-112021-03-12150.9350.930.00%market30.62%——6.26%0.72%5.54%
FAF2021-02-112021-02-122021-03-15157.6057.600.00%market22.67%——-2.25%1.68%-3.94%
KNSL2021-02-182021-02-192021-03-191200.00200.000.00%market48.05%——-14.96%-0.66%-14.30%
CCU2021-02-232021-02-242021-03-24117.1117.110.00%market62.50%——6.80%0.31%6.49%
XPER2021-02-232021-02-242021-03-24120.2120.210.00%market14.13%——7.12%0.31%6.82%
DAO2021-02-252021-02-262021-03-26132.1532.150.00%market17.26%——-22.46%3.03%-25.49%
DNLI2021-02-252021-02-262021-03-26166.1166.110.00%market24450.13%——-16.53%3.03%-19.55%
RSI2021-03-102021-03-112021-04-09119.1619.160.00%market98.85%——-19.72%4.91%-24.63%
LEU2021-03-182021-03-192021-04-19127.4927.490.00%market117.91%——-23.45%6.50%-29.95%
PAX2021-03-182021-03-192021-04-19117.1717.170.00%market15.38%——-9.54%6.50%-16.03%
IRON2021-03-292021-03-302021-04-281147.70147.700.00%market150.17%——-21.70%5.83%-27.52%
FAF2021-04-222021-04-232021-05-21162.3062.300.00%market22.39%——5.33%0.50%4.82%
KOF2021-04-262021-04-272021-05-25149.8049.800.00%market17.46%——-2.87%0.07%-2.95%
ACGL2021-04-272021-04-282021-05-26140.8540.850.00%market18.00%——-4.65%0.30%-4.95%
PFG2021-04-272021-04-282021-05-26163.6063.600.00%market14.18%——1.76%0.30%1.45%
CINF2021-04-282021-04-292021-05-271110.05110.050.00%market30.48%——9.67%-0.25%9.91%
HMN2021-05-042021-05-052021-06-03141.3041.300.00%market37.50%——-3.90%0.33%-4.23%
MED2021-05-042021-05-052021-06-031248.78248.780.00%market26.74%——27.20%0.33%26.87%
LNC2021-05-052021-05-062021-06-04166.9566.950.00%market22.97%——6.14%1.63%4.52%
HCI2021-05-062021-05-072021-06-07180.5380.530.00%market26.23%——1.89%0.55%1.34%
MRNA2021-05-062021-05-072021-06-071165.78165.780.00%market18.83%——32.35%0.55%31.80%
BNTX2021-05-102021-05-112021-06-091186.61186.610.00%market22.74%——29.31%2.07%27.24%
STEP2021-06-152021-06-162021-07-15131.8331.830.00%market56.25%——20.92%2.38%18.53%
MC2021-07-212021-07-222021-08-19156.8756.870.00%market43.37%——3.91%1.18%2.73%
ASR2021-07-222021-07-232021-08-201179.42179.420.00%market34.64%——-6.50%1.33%-7.84%
FAF2021-07-222021-07-232021-08-20165.9965.990.00%market27.54%——3.79%1.33%2.46%
POOL2021-07-222021-07-232021-08-201454.11454.110.00%market16.24%——7.02%1.33%5.68%
KOF2021-07-262021-07-272021-08-24154.7354.730.00%market16.18%——5.13%1.83%3.29%
QURE2021-07-262021-07-272021-08-24127.3027.300.00%market187.50%——3.01%1.83%1.18%
PFG2021-07-272021-07-282021-08-25162.9662.960.00%market12.58%——7.51%2.10%5.41%
CINF2021-07-282021-07-292021-08-261116.01116.010.00%market80.81%——5.56%1.46%4.10%
CRSP2021-07-292021-07-302021-08-271122.44122.440.00%market168.18%——1.02%2.82%-1.80%
BCC2021-08-022021-08-032021-08-31150.6950.690.00%market57.76%——14.03%2.99%11.03%
LNC2021-08-042021-08-052021-09-02164.1164.110.00%market30.99%——5.78%2.95%2.83%
MED2021-08-042021-08-052021-09-021295.38295.380.00%market19.28%——-21.50%2.95%-24.45%
NVO2021-08-042021-08-052021-09-02150.6650.660.00%market13.16%——0.26%2.95%-2.69%
ESNT2021-08-062021-08-092021-09-07347.9247.920.00%market12.70%——-3.27%2.03%-5.31%
BNTX2021-08-092021-08-102021-09-081458.00458.000.00%market55.45%——-26.69%1.88%-28.56%
PAX2021-08-192021-08-202021-09-20116.2116.210.00%market323.08%——3.60%-1.41%5.01%
SBSW2021-08-262021-08-272021-09-27115.7215.720.00%market859.86%——-19.06%-1.00%-18.05%
FAF2021-10-212021-10-222021-11-19175.3575.350.00%market29.52%——2.89%3.48%-0.59%
ASR2021-10-252021-10-262021-11-231198.13198.130.00%market35.98%——-1.92%2.40%-4.32%
MC2021-10-272021-10-282021-11-26174.3074.300.00%market31.11%——-15.13%0.77%-15.90%
LPX2021-11-022021-11-032021-12-02164.4364.430.00%market13.16%——9.31%-0.85%10.15%
CCU2021-11-032021-11-042021-12-03117.3817.380.00%market15.38%——-8.04%-2.57%-5.47%
MED2021-11-042021-11-052021-12-061212.61212.610.00%market15.58%——-4.16%-2.24%-1.93%
ESNT2021-11-052021-11-082021-12-07348.3048.300.00%market36.30%——-8.88%-0.30%-8.58%
CUBB2021-11-082021-11-092021-12-08127.3027.300.00%market133.33%——0.05%0.04%0.00%
BNTX2021-11-092021-11-102021-12-091233.16233.160.00%market23.49%——21.79%0.17%21.63%
LEU2021-11-102021-11-112021-12-10168.9068.900.00%market602.38%——-15.96%1.19%-17.15%
ZIM2021-11-172021-11-182021-12-17153.5053.500.00%market31.46%——-4.85%-2.00%-2.85%
ORI2022-01-272022-01-282022-02-28125.2025.200.00%market23.94%——4.46%0.91%3.55%
CB2022-02-012022-02-022022-03-031205.00205.000.00%market15.81%——0.39%-4.34%4.73%
PFG2022-02-072022-02-082022-03-09176.5076.500.00%market12.12%——-13.60%-4.32%-9.28%
WTM2022-02-082022-02-092022-03-1011,047.001,047.000.00%market1044.21%——0.35%-6.53%6.88%
FAF2022-02-102022-02-112022-03-14171.0371.030.00%market28.09%——-6.46%-7.21%0.75%
CINF2022-02-152022-02-162022-03-171123.26123.260.00%market31.33%——7.21%-0.64%7.85%
KNSL2022-02-172022-02-182022-03-211192.60192.600.00%market26.62%——17.83%1.61%16.22%
RCUS2022-02-232022-02-242022-03-24128.7228.720.00%market601.35%——20.79%9.60%11.19%
ASR2022-02-242022-02-252022-03-251211.78211.780.00%market29.13%——2.43%5.37%-2.95%
KOF2022-02-242022-02-252022-03-25153.7153.710.00%market64.20%——0.24%5.37%-5.14%
MRNA2022-02-242022-02-252022-03-251156.02156.020.00%market14.04%——6.25%5.37%0.87%
EXE2022-02-252022-02-282022-03-28375.0575.050.00%market47.58%——17.09%5.53%11.56%
SNDX2022-03-012022-03-022022-03-30116.9516.950.00%market546.43%——1.67%6.09%-4.42%
SBSW2022-03-032022-03-042022-04-01118.7318.730.00%market1224.37%——-11.47%4.90%-16.38%
AMR2022-03-072022-03-082022-04-051117.81117.810.00%market17.57%——1.35%7.49%-6.13%
TMC2022-03-242022-03-252022-04-2511.961.960.00%market25.00%——-9.28%-5.02%-4.26%
BNTX2022-03-302022-03-312022-04-291173.00173.000.00%market64.66%——-19.88%-10.02%-9.86%
ASR2022-04-252022-04-262022-05-241203.79203.790.00%market21.52%——3.99%-7.50%11.49%
NLY2022-04-272022-04-282022-05-26125.6425.640.00%market21.74%——1.30%-4.02%5.32%
EGY2022-05-032022-05-042022-06-0216.916.910.00%market16.67%——20.16%0.07%20.09%
CCU2022-05-042022-05-052022-06-03113.4813.480.00%market19.44%——5.76%-3.30%9.06%
HCI2022-05-042022-05-052022-06-03167.9867.980.00%market126.67%——-0.92%-3.30%2.38%
MRNA2022-05-042022-05-052022-06-031151.87151.870.00%market64.68%——-9.79%-3.30%-6.49%
ESNT2022-05-062022-05-092022-06-07341.7441.740.00%market72.60%——4.74%2.63%2.11%
BNTX2022-05-092022-05-102022-06-081139.34139.340.00%market57.59%——15.97%1.66%14.30%
TMC2022-05-092022-05-102022-06-0811.351.350.00%market36.36%——3.60%1.66%1.94%
STG2022-05-312022-06-012022-06-3014.764.760.00%market281.29%——6.92%-9.13%16.05%
ASR2022-07-252022-07-262022-08-231186.48186.480.00%market26.44%——16.64%4.70%11.94%
KOF2022-07-252022-07-262022-08-23156.5956.590.00%market32.53%——11.07%4.70%6.37%
CB2022-07-262022-07-272022-08-241190.16190.160.00%market16.99%——3.19%4.90%-1.71%
NLY2022-07-272022-07-282022-08-25126.2826.280.00%market20.00%——1.88%4.38%-2.51%
FAF2022-07-282022-07-292022-08-26158.0958.090.00%market21.60%——-2.36%-0.56%-1.80%
HCC2022-08-032022-08-042022-09-01130.8030.800.00%market18.11%——3.80%-4.33%8.13%
ESNT2022-08-052022-08-082022-09-06343.1843.180.00%market43.05%——-10.94%-5.90%-5.04%
PFG2022-08-082022-08-092022-09-07171.1071.100.00%market18.71%——5.82%-3.50%9.32%
BHP2022-08-162022-08-172022-09-15156.2756.270.00%market87.58%——-8.26%-8.40%0.15%
PAGS2022-08-252022-08-262022-09-26116.4516.450.00%market113.64%——-23.44%-13.13%-10.31%
RLI2022-10-192022-10-202022-11-17154.7654.760.00%market47.06%——18.78%7.12%11.66%
KOF2022-10-242022-10-252022-11-22160.8160.810.00%market24.10%——11.77%5.57%6.20%
PFG2022-10-272022-10-282022-11-28183.0083.000.00%market16.55%——7.78%4.22%3.56%
AMPY2022-11-012022-11-022022-12-0119.829.820.00%market588.24%——-17.41%6.12%-23.53%
TPL2022-11-022022-11-032022-12-021256.11256.110.00%market16.88%——12.73%9.54%3.19%
MED2022-11-032022-11-042022-12-05196.3796.370.00%market71.20%——25.73%5.99%19.74%
CCU2022-11-082022-11-092022-12-08111.3211.320.00%market599.79%——5.82%4.29%1.53%
CIG-C2022-11-112022-11-142022-12-1332.382.380.00%market21.11%——-2.62%1.34%-3.96%
CIFR2022-11-142022-11-152022-12-1410.960.960.00%market14.29%——-29.49%-0.44%-29.05%
SQM2022-11-162022-11-172022-12-161100.26100.260.00%market13.91%——-15.07%-1.84%-13.23%
RDY2023-01-252023-01-262023-02-24110.5410.540.00%market32.35%——2.65%-1.67%4.33%
RLI2023-01-252023-01-262023-02-24167.7267.720.00%market42.59%——-2.86%-1.67%-1.19%
ORI2023-01-262023-01-272023-02-27126.5026.500.00%market63.27%——-0.82%-1.47%0.65%
UI2023-02-032023-02-062023-03-073282.50282.500.00%market44.96%——-5.03%-2.81%-2.22%
AIZ2023-02-072023-02-082023-03-091131.00131.000.00%market24.71%——-8.59%-5.22%-3.37%
EXE2023-02-212023-02-222023-03-22180.5080.500.00%market44.03%——-8.45%-1.85%-6.59%
CQP2023-02-232023-02-242023-03-24152.5552.550.00%market37.50%——-16.58%0.08%-16.66%
DAO2023-02-232023-02-242023-03-2418.268.260.00%market189.44%——3.90%0.08%3.81%
KOF2023-02-232023-02-242023-03-24171.7971.790.00%market55.86%——9.47%0.08%9.39%
GPOR2023-02-282023-03-012023-03-29172.3872.380.00%market43.89%——9.64%1.50%8.14%
CIG2023-03-242023-03-272023-04-2531.551.550.00%market87.59%——21.19%2.00%19.19%
CALM2023-03-282023-03-292023-04-27156.8956.890.00%market21.02%——-15.52%3.12%-18.64%
RLI2023-04-192023-04-202023-05-18169.4469.440.00%market34.43%——-7.20%1.95%-9.15%
MANH2023-04-252023-04-262023-05-241166.00166.000.00%market25.00%——5.15%1.07%4.08%
CINF2023-04-272023-04-282023-05-261106.78106.780.00%market30.88%——-8.02%2.07%-10.10%
MED2023-05-012023-05-022023-05-31184.7784.770.00%market52.92%——-7.26%0.74%-8.00%
AIZ2023-05-022023-05-032023-06-011126.24126.240.00%market18.53%——-4.33%2.54%-6.87%
PAGS2023-05-252023-05-262023-06-27111.3911.390.00%market15.00%——-17.04%5.02%-22.06%
STG2023-05-252023-05-262023-06-2714.644.640.00%market32.87%——-24.88%5.02%-29.90%
MANH2023-07-252023-07-262023-08-231195.00195.000.00%market22.22%——-0.44%-2.52%2.08%
ALKS2023-07-262023-07-272023-08-24130.2230.220.00%market14.58%——-8.90%-4.82%-4.08%
CINF2023-07-272023-07-282023-08-251107.92107.920.00%market68.06%——-3.53%-3.49%-0.04%
FAF2023-07-272023-07-282023-08-25163.1963.190.00%market33.66%——-5.39%-3.49%-1.90%
UVE2023-07-272023-07-282023-08-25116.5916.590.00%market12.99%——-22.64%-3.49%-19.15%
AIZ2023-08-012023-08-022023-08-301140.00140.000.00%market49.62%——-0.82%-0.49%-0.33%
AIZN2023-08-012023-08-022023-08-30118.7418.740.00%market54.98%——1.07%-0.49%1.57%
IMOS2023-08-032023-08-042023-09-01122.9522.950.00%market68.37%——4.17%0.10%4.07%
IHG2023-08-082023-08-092023-09-07176.7076.700.00%market59.04%——-0.14%-0.93%0.79%
TEO2023-08-092023-08-102023-09-0815.705.700.00%market25.00%——-8.87%-0.60%-8.28%
CEPU2023-08-112023-08-142023-09-1236.836.830.00%market366.67%——-10.20%0.29%-10.49%
DAO2023-08-242023-08-252023-09-2513.713.710.00%market12.68%——-0.10%-1.47%1.37%
KOF2023-10-242023-10-252023-11-22172.4072.400.00%market19.05%——17.86%7.85%10.00%
MANH2023-10-242023-10-252023-11-221183.13183.130.00%market36.36%——21.13%7.85%13.27%
PLMR2023-11-012023-11-022023-12-01156.8056.800.00%market24.32%——3.49%7.62%-4.13%
TGTX2023-11-012023-11-022023-12-01110.1210.120.00%market508.33%——36.56%7.62%28.94%
BAM2023-11-062023-11-072023-12-06131.0731.070.00%market12.90%——14.38%4.38%10.01%
NVDA2023-11-212023-11-222023-12-21149.8549.850.00%market17.65%——-1.83%3.89%-5.72%
CB2024-01-302024-01-312024-02-291247.20247.200.00%market63.71%——1.71%3.98%-2.27%
MANH2024-01-302024-01-312024-02-291255.65255.650.00%market28.75%——-1.01%3.98%-4.99%
RDY2024-01-312024-02-012024-03-01114.3214.320.00%market13.25%——4.37%5.82%-1.45%
DECK2024-02-012024-02-022024-03-041139.29139.290.00%market32.63%——10.77%4.63%6.14%
CINF2024-02-062024-02-072024-03-071107.97107.970.00%market18.13%——8.48%3.73%4.74%
ROIV2024-02-132024-02-142024-03-14110.8010.800.00%market32.04%——-5.38%3.66%-9.03%
PLMR2024-02-142024-02-152024-03-15166.9366.930.00%market18.09%——22.45%2.11%20.33%
NVDA2024-02-212024-02-222024-03-21175.0375.030.00%market13.04%——21.77%3.61%18.16%
UVE2024-02-222024-02-232024-03-22118.6718.670.00%market86.96%——5.63%2.34%3.29%
UGP2024-02-282024-02-292024-03-2815.915.910.00%market81.82%——-3.31%2.95%-6.27%
GPGI2024-03-062024-03-072024-04-0514.984.980.00%market12.98%——14.56%1.03%13.53%
HCI2024-03-072024-03-082024-04-081113.52113.520.00%market128.37%——2.09%0.63%1.46%
HRTG2024-03-112024-03-122024-04-1018.858.850.00%market150.00%——11.76%0.13%11.63%
MANH2024-04-232024-04-242024-05-221208.49208.490.00%market18.39%——7.33%4.59%2.74%
KOF2024-04-242024-04-252024-05-23196.1896.180.00%market16.67%——-0.11%5.36%-5.48%
MCY2024-04-302024-05-012024-05-30153.1053.100.00%market420.00%——5.34%4.23%1.11%
PTGX2024-05-072024-05-082024-06-06127.0827.080.00%market173.95%——25.53%3.77%21.76%
MANH2024-07-232024-07-242024-08-211247.39247.390.00%market23.30%——5.58%2.14%3.44%
CINF2024-07-252024-07-262024-08-231116.00116.000.00%market34.24%——14.39%3.66%10.73%
ORI2024-07-252024-07-262024-08-23133.0533.050.00%market24.59%——6.53%3.66%2.87%
HCI2024-08-082024-08-092024-09-09192.9892.980.00%market20.98%——7.40%3.13%4.26%
GCTS2024-08-142024-08-152024-09-1313.353.350.00%market87.50%——-15.62%2.28%-17.90%
DAO2024-08-222024-08-232024-09-2313.293.290.00%market57.87%——-4.96%1.81%-6.78%
MANH2024-10-222024-10-232024-11-201280.00280.000.00%market27.36%——-3.11%1.59%-4.70%
FPI2024-10-302024-10-312024-11-29111.2411.240.00%market152.53%——12.98%4.69%8.29%
ABXL2024-11-072024-11-082024-12-09126.9426.940.00%market47.93%——0.12%1.43%-1.30%
INOD2024-11-072024-11-082024-12-09130.3430.340.00%market400.00%——43.70%1.43%42.28%
SBS2024-11-122024-11-132024-12-1213.323.320.00%market122.22%——-10.04%1.17%-11.20%
EVTL2024-11-152024-11-182024-12-1734.574.570.00%market30.27%——77.58%3.08%74.50%
PTGX2025-02-212025-02-242025-03-24338.7538.750.00%market3200.00%——35.46%-4.64%40.10%
ACAD2025-02-262025-02-272025-03-27119.4419.440.00%market30.77%——-11.67%-4.99%-6.69%
CDNA2025-02-262025-02-272025-03-27122.3822.380.00%market260.00%——-18.11%-4.99%-13.12%
HCI2025-02-272025-02-282025-03-281126.00126.000.00%market111.27%——19.32%-5.11%24.43%
HIPO2025-03-052025-03-062025-04-03131.7631.760.00%market53.33%——-23.75%-6.74%-17.01%
SRFM2025-03-182025-03-192025-04-1614.014.010.00%market149.58%——-39.00%-6.60%-32.40%
GCTS2025-03-252025-03-262025-04-2412.032.030.00%market26.67%——-29.16%-4.95%-24.21%
MANH2025-04-222025-04-232025-05-211178.47178.470.00%market15.53%——5.22%7.85%-2.63%
PTCT2025-05-062025-05-072025-06-05139.4039.400.00%market1029.63%——31.19%5.87%25.32%
SEZL2025-05-072025-05-082025-06-06168.8268.820.00%market212.50%——91.84%6.00%85.84%
SOUN2025-05-082025-05-092025-06-0919.709.700.00%market542.86%——3.20%5.86%-2.66%
UI2025-05-092025-05-122025-06-103429.00429.000.00%market52.28%——-5.75%3.72%-9.47%
EVTL2025-05-132025-05-142025-06-1215.025.020.00%market1210.00%——18.03%2.71%15.32%
STOK2025-05-132025-05-142025-06-1218.718.710.00%market613.51%——35.61%2.71%32.89%
P2025-05-282025-05-292025-06-27151.5851.580.00%market17.98%——7.31%3.68%3.62%
EVTL2025-06-102025-06-112025-07-1115.825.820.00%market2165.00%——-15.74%3.22%-18.95%
MANH2025-07-222025-07-232025-08-201245.00245.000.00%market15.93%——-13.56%1.04%-14.60%
STRD2025-07-312025-08-012025-08-29185.1185.110.00%market33253.67%——-6.97%2.99%-9.97%
HG2025-08-062025-08-072025-09-05122.3522.350.00%market53.47%——9.16%1.73%7.43%
UI2025-08-222025-08-252025-09-233513.01513.010.00%market58.74%——27.71%2.98%24.74%
LUXE2025-09-112025-09-122025-10-1019.099.090.00%market3261.11%——-14.84%-0.70%-14.15%
MANH2025-10-212025-10-222025-11-191198.79198.790.00%market14.29%——-13.83%-1.39%-12.43%
QCRH2025-10-222025-10-232025-11-20174.2174.210.00%market25.43%——2.90%-2.33%5.24%
MAX2025-10-292025-10-302025-11-28113.2413.240.00%market23.81%——-3.73%-0.07%-3.65%
INDV2025-10-302025-10-312025-12-01129.6829.680.00%market89.47%——13.11%-0.70%13.80%
AFL2025-11-042025-11-052025-12-041110.74110.740.00%market40.68%——-1.45%1.39%-2.85%
HLNE2025-11-042025-11-052025-12-041124.17124.170.00%market42.59%——-0.82%1.39%-2.21%
HIPO2025-11-052025-11-062025-12-05138.2838.280.00%market1650.00%——-20.55%1.36%-21.92%
CLMT2025-11-072025-11-102025-12-09319.2819.280.00%market30.00%——2.60%0.86%1.74%
UI2025-11-072025-11-102025-12-093632.82632.820.00%market18.09%——-7.84%0.86%-8.69%
QCRH2026-01-272026-01-282026-02-26189.0889.080.00%market12.76%——0.58%-1.11%1.70%
DECK2026-01-292026-01-302026-03-021114.90114.900.00%market20.22%——-0.44%-0.78%0.34%
SONO2026-02-032026-02-042026-03-05116.1016.100.00%market26.56%——-5.69%-1.31%-4.38%
UI2026-02-062026-02-092026-03-103617.57617.570.00%market25.97%——24.51%-1.78%26.29%
LYFT2026-02-102026-02-112026-03-12114.2214.220.00%market53.85%——-9.03%-4.36%-4.68%
STAG2026-02-112026-02-122026-03-13139.8039.800.00%market175.00%——-4.55%-4.60%0.05%
FPI2026-02-182026-02-192026-03-19112.1212.120.00%market19.05%——-7.11%-3.52%-3.60%
IIPR2026-02-232026-02-242026-03-24147.6047.600.00%market79.05%——10.30%-4.21%14.51%
LKFT2026-02-232026-02-242026-03-24135.7335.730.00%market11077.73%——-16.70%-4.21%-12.48%
BCRX2026-02-262026-02-272026-03-2717.957.950.00%market1500.00%——17.26%-7.17%24.43%
INDV2026-02-262026-02-272026-03-27133.1533.150.00%market26.15%——-12.71%-7.17%-5.54%
ANRO2026-03-162026-03-172026-04-15124.3224.320.00%market19.64%——4.63%4.10%0.53%
ANDG2026-03-172026-03-182026-04-16126.2226.220.00%market53.57%——26.67%4.98%21.69%
MU2026-03-182026-03-192026-04-171424.97424.970.00%market32.75%——6.98%8.09%-1.11%
GCTS2026-03-252026-03-262026-04-2411.111.110.00%market31.82%——21.52%9.49%12.03%
MANH2026-04-212026-04-222026-05-201149.00149.000.00%market12.73%——-8.10%4.53%-12.63%
FICO2026-04-282026-04-292026-05-2811,088.781,088.780.00%market14.78%——18.97%6.13%12.83%
IRT2026-04-292026-04-302026-05-29115.9515.950.00%market766.67%——1.66%5.86%-4.20%
INDV2026-04-302026-05-012026-06-01137.3937.390.00%market50.00%——-6.81%5.17%-11.98%
KIM2026-04-302026-05-012026-06-01123.6523.650.00%market19.36%——-0.14%5.17%-5.31%
SNDK2026-04-302026-05-012026-06-0111,059.021,059.020.00%market60.12%——66.23%5.17%61.06%
OSCR2026-05-062026-05-072026-06-05119.7919.790.00%market71.07%——23.75%0.34%23.41%
SEZL2026-05-062026-05-072026-06-051100.66100.660.00%market15.32%——15.15%0.34%14.81%
TRNO2026-05-062026-05-072026-06-05166.3366.330.00%market112.50%——-3.12%0.34%-3.46%
MU2026-06-242026-06-252026-07-2411,233.001,233.000.00%market19.69%——-25.41%0.00%-25.41%