EPS surp.>10 (hold 20d) (lookback 50y) (max 100 pos) (2)

Run 9a9578c9 · view hypothesis

completed

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

Trades
16000
Win rate
52.44%
Avg return
0.96%
Median return
0.53%
Avg abnormal
0.31%
Median abnormal
-0.35%
Best trade
744.34%
Worst trade
-81.63%
Sharpe (per-trade)
0.06
Daily portfolio drawdown
-24.66%
Portfolio (equal_weight)
Total return
152.83%
Max drawdown
-24.66%
Avg trade return
0.96%
Win rate
52.44%
Signals
50808
Configured concurrent
100
Observed concurrent
100
Trades taken
16000
Skipped (no capacity)
34808
Excess vs benchmark
-333.55%
Avg entry slippage
0.00%
Return if filled at market
152.83%
VWAP fills
0
VWAP fallbacks
0

34808 of 50808 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20061604.69%2.93%69.38%
2007693-0.95%-0.03%45.31%
20086900.39%2.06%50.87%
20097674.52%2.28%59.97%
20107660.90%0.34%53.92%
2011680-3.03%-1.18%41.47%
20126890.62%-0.35%51.96%
20137313.32%1.43%63.20%
20147091.17%-0.47%55.85%
20157440.51%0.79%50.13%
20167503.52%1.95%62.00%
20177371.17%-0.06%52.37%
2018812-1.10%-0.01%46.67%
20197990.20%-1.36%52.44%
20209560.68%0.30%52.72%
20219811.31%-0.37%57.49%
20229500.41%1.79%49.89%
20239660.78%-0.79%47.31%
20249541.61%-0.38%51.68%
20259590.66%-0.35%50.36%
20265071.53%0.70%48.72%
Trades (page 14: 500 of 16,000)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
AMZN2015-10-222015-10-232015-11-20130.8830.880.00%market225.73%8.13%0.99%7.13%
BCC2015-10-222015-10-232015-11-20132.4632.460.00%market16.67%-6.23%0.99%-7.22%
BYD2015-10-222015-10-232015-11-20119.5519.550.00%market125.00%3.07%0.99%2.08%
CHE2015-10-222015-10-232015-11-201133.71133.710.00%market10.56%13.96%0.99%12.97%
DD2015-10-222015-10-232015-11-20190.5490.540.00%market20.59%5.10%0.99%4.11%
EFSC2015-10-222015-10-232015-11-20127.9027.900.00%market14.29%3.91%0.99%2.92%
FFBC2015-10-222015-10-232015-11-20119.4519.450.00%market13.33%2.01%0.99%1.01%
FTNT2015-10-222015-10-232015-11-2017.307.300.00%market16.01%-4.89%0.99%-5.89%
LLY2015-10-222015-10-232015-11-20177.5577.550.00%market17.11%8.82%0.99%7.83%
LPL2015-10-222015-10-232015-11-2019.749.740.00%market89185.71%-1.64%0.99%-2.63%
MCD2015-10-222015-10-232015-11-201111.18111.180.00%market10.24%2.36%0.99%1.36%
MCRI2015-10-222015-10-232015-11-20118.4318.430.00%market32.14%21.50%0.99%20.50%
MSFT2015-10-222015-10-232015-11-20152.3052.300.00%market13.56%3.51%0.99%2.52%
NBHC2015-10-222015-10-232015-11-20121.9121.910.00%market466.67%2.18%0.99%1.19%
NUE2015-10-222015-10-232015-11-20143.0143.010.00%market38.78%-4.03%0.99%-5.02%
ORI2015-10-222015-10-232015-11-20117.4217.420.00%market45.83%8.68%0.99%7.69%
PAC2015-10-222015-10-232015-11-20192.0092.000.00%market19.70%4.88%0.99%3.88%
PDS2015-10-222015-10-232015-11-20191.8091.800.00%market33.33%-17.31%0.99%-18.31%
PTEN2015-10-222015-10-232015-11-20114.6114.610.00%market25.71%4.97%0.99%3.97%
RS2015-10-222015-10-232015-11-20161.0061.000.00%market12.62%-4.71%0.99%-5.70%
SQNS2015-10-222015-10-232015-11-201150.00150.000.00%market55.56%13.23%0.99%12.24%
STC2015-10-222015-10-232015-11-20142.3042.300.00%market34.29%0.30%0.99%-0.69%
TECK2015-10-222015-10-232015-11-2016.856.850.00%market654.15%-36.60%0.99%-37.59%
TFII2015-10-222015-10-232015-11-20119.2019.200.00%market22.45%-1.30%0.99%-2.29%
TRN2015-10-222015-10-232015-11-20119.3019.300.00%market12.93%-2.07%0.99%-3.06%
DTE2015-10-232015-10-262015-11-23371.1171.110.00%market12.00%-3.74%0.85%-4.60%
TRI2015-10-232015-10-262015-11-23348.0448.040.00%market20.41%-4.66%0.85%-5.51%
TV2015-10-232015-10-262015-11-23328.5028.500.00%market137.93%2.71%0.85%1.85%
AMKR2015-10-262015-10-272015-11-2415.405.400.00%market244.83%21.01%1.53%19.48%
AVB2015-10-262015-10-272015-11-241179.00179.000.00%market13.33%0.15%1.53%-1.38%
EW2015-10-262015-10-272015-11-24125.9225.920.00%market12.50%3.06%1.53%1.53%
KN2015-10-262015-10-272015-11-24116.4716.470.00%market45.45%-3.08%1.53%-4.60%
NEU2015-10-262015-10-272015-11-241375.76375.760.00%market15.64%8.38%1.53%6.85%
ONB2015-10-262015-10-272015-11-24113.7013.700.00%market32.00%8.44%1.53%6.91%
ACH2015-10-272015-10-282015-11-25136.4336.430.00%market14.89%5.77%1.12%4.65%
AIN2015-10-272015-10-282015-11-25131.4231.420.00%market27.03%21.45%1.12%20.33%
AIZ2015-10-272015-10-282015-11-25179.9979.990.00%market11.76%5.93%1.12%4.80%
AJG2015-10-272015-10-282015-11-25144.0344.030.00%market11.59%-0.28%1.12%-1.40%
ASC2015-10-272015-10-282015-11-25113.9713.970.00%market30.00%-10.26%1.12%-11.39%
BAX2015-10-272015-10-282015-11-25136.5736.570.00%market41.38%3.48%1.12%2.36%
BMY2015-10-272015-10-282015-11-25166.8166.810.00%market11.43%1.80%1.12%0.68%
BP2015-10-272015-10-282015-11-25135.0935.090.00%market81.82%-0.38%1.12%-1.51%
BXMT2015-10-272015-10-282015-11-25128.0028.000.00%market10.77%0.90%1.12%-0.22%
CBRE2015-10-272015-10-282015-11-25137.0937.090.00%market10.87%0.52%1.12%-0.60%
CIGI2015-10-272015-10-282015-11-25146.7646.760.00%market26.83%-2.26%1.12%-3.38%
CINF2015-10-272015-10-282015-11-25159.3459.340.00%market46.48%2.46%1.12%1.34%
COHR2015-10-272015-10-282015-11-25118.1118.110.00%market17.39%2.11%1.12%0.99%
CUZ2015-10-272015-10-282015-11-25128.7628.760.00%market14.29%-5.28%1.12%-6.40%
CVLT2015-10-272015-10-282015-11-25138.6038.600.00%market25.00%5.06%1.12%3.93%
DCOM2015-10-272015-10-282015-11-25129.2329.230.00%market11.36%8.86%1.12%7.74%
FELE2015-10-272015-10-282015-11-25132.8432.840.00%market12.50%-1.32%1.12%-2.44%
GILD2015-10-272015-10-282015-11-251109.00109.000.00%market12.20%-1.22%1.12%-2.34%
HUN2015-10-272015-10-282015-11-25112.0812.080.00%market17.50%4.78%1.12%3.66%
IPI2015-10-272015-10-282015-11-25146.4046.400.00%market14.29%-27.26%1.12%-28.38%
LMAT2015-10-272015-10-282015-11-25113.5013.500.00%market25.00%20.79%1.12%19.67%
MGNI2015-10-272015-10-282015-11-25116.2516.250.00%market508.79%-10.93%1.12%-12.05%
NMIH2015-10-272015-10-282015-11-2517.687.680.00%market33.33%-6.48%1.12%-7.60%
NVMI2015-10-272015-10-282015-11-25110.3710.370.00%market27.78%4.24%1.12%3.12%
PFE2015-10-272015-10-282015-11-25133.4033.400.00%market17.65%-6.81%1.12%-7.93%
QSR2015-10-272015-10-282015-11-25139.9439.940.00%market13.33%-8.44%1.12%-9.56%
SITC2015-10-272015-10-282015-11-251115.29115.290.00%market592.36%-1.98%1.12%-3.10%
AEM2015-10-282015-10-292015-11-27128.4828.480.00%market777.19%-8.74%0.58%-9.32%
ALKS2015-10-292015-10-302015-11-30170.4970.490.00%market10.00%3.97%-0.18%4.15%
ACLS2015-11-042015-11-052015-12-04110.4810.480.00%market25.00%-0.10%-0.38%0.28%
AGYS2015-11-042015-11-052015-12-04112.4112.410.00%market66.67%-9.69%-0.38%-9.30%
AMN2015-11-042015-11-052015-12-04132.2732.270.00%market32.35%-6.14%-0.38%-5.76%
AER2015-11-102015-11-112015-12-10140.5440.540.00%market11.49%2.37%-1.44%3.81%
NTES2015-11-112015-11-122015-12-11131.6031.600.00%market36.11%9.11%-2.24%11.35%
ASND2015-11-122015-11-132015-12-14117.1017.100.00%market45.00%3.41%-0.71%4.12%
BLFS2015-11-122015-11-132015-12-1412.522.520.00%market10.00%-13.99%-0.71%-13.28%
GRBK2015-11-122015-11-132015-12-1417.957.950.00%market100.00%-11.04%-0.71%-10.33%
MANU2015-11-122015-11-132015-12-14118.7718.770.00%market200.00%-5.16%-0.71%-4.45%
AUPH2015-11-132015-11-162015-12-1532.732.730.00%market21.74%-22.81%1.34%-24.15%
SID2015-11-132015-11-162015-12-1531.251.250.00%market42.83%-11.30%1.34%-12.64%
EDN2015-11-162015-11-172015-12-16119.9419.940.00%market325.93%-13.89%0.99%-14.88%
MARA2015-11-162015-11-172015-12-16124.0024.000.00%market97.50%-2.77%0.99%-3.76%
CRM2015-11-182015-11-192015-12-18181.0581.050.00%market10.53%-5.06%-4.11%-0.95%
DQ2015-11-182015-11-192015-12-1812.792.790.00%market323.13%24.29%-4.11%28.40%
TCOM2015-11-182015-11-192015-12-18153.0853.080.00%market1189.25%-8.56%-4.11%-4.45%
WB2015-11-182015-11-192015-12-18118.0018.000.00%market66.67%7.23%-4.11%11.34%
ADSK2015-11-192015-11-202015-12-21160.5560.550.00%market75.00%-0.74%-3.71%2.97%
BBY2015-11-192015-11-202015-12-21131.0631.060.00%market17.14%-6.25%-3.71%-2.53%
BRC2015-11-192015-11-202015-12-21125.3925.390.00%market32.14%-6.91%-3.71%-3.20%
CATO2015-11-192015-11-202015-12-21138.7738.770.00%market15.38%-3.50%-3.71%0.21%
INTU2015-11-192015-11-202015-12-211106.28106.280.00%market345.32%-10.07%-3.71%-6.36%
KEYS2015-11-192015-11-202015-12-21129.8929.890.00%market12.70%-6.06%-3.71%-2.34%
ANF2015-11-202015-11-232015-12-22324.4524.450.00%market152.63%11.27%-2.81%14.08%
DY2015-11-232015-11-242015-12-23189.5089.500.00%market22.77%-17.64%-0.89%-16.75%
PANW2015-11-232015-11-242015-12-23129.9229.920.00%market20.00%0.90%-0.89%1.79%
ADI2015-11-242015-11-252015-12-24160.4660.460.00%market24.10%-6.15%-1.82%-4.33%
CPB2015-11-242015-11-252015-12-24151.4651.460.00%market25.00%3.51%-1.82%5.34%
FRO2015-11-242015-11-252015-12-24115.2015.200.00%market48.00%-2.73%-1.82%-0.91%
NJR2015-11-242015-11-252015-12-24130.5530.550.00%market25.00%6.38%-1.82%8.20%
DE2015-11-252015-11-272015-12-28280.0880.080.00%market44.00%-2.73%-2.01%-0.72%
GLNG2015-11-302015-12-012015-12-30127.2827.280.00%market12.12%-43.87%-1.68%-42.19%
THO2015-11-302015-12-012015-12-30161.4861.480.00%market16.87%-6.87%-1.68%-5.19%
GWRE2015-12-012015-12-022015-12-31164.0564.050.00%market110.02%-6.17%-3.20%-2.97%
KEN2015-12-012015-12-022015-12-31110.8910.890.00%market11.67%-8.09%-3.20%-4.88%
OOMA2015-12-012015-12-022015-12-3117.507.500.00%market14.29%-15.43%-3.20%-12.23%
AEO2015-12-022015-12-032016-01-04116.1216.120.00%market11.76%-2.40%-3.74%1.34%
P2015-12-022015-12-032016-01-04116.1016.100.00%market41.94%-11.03%-3.74%-7.29%
PLAB2015-12-022015-12-032016-01-04112.0912.090.00%market38.89%0.23%-3.74%3.97%
REX2015-12-022015-12-032016-01-0419.289.280.00%market92.86%-1.72%-3.74%2.02%
SAIC2015-12-022015-12-032016-01-04151.7751.770.00%market12.31%-15.53%-3.74%-11.79%
TLYS2015-12-022015-12-032016-01-0416.466.460.00%market23.08%0.52%-3.74%4.26%
AMBA2015-12-032015-12-042016-01-05154.6954.690.00%market25.58%-0.32%-2.07%1.75%
FIVE2015-12-032015-12-042016-01-05130.8230.820.00%market14.29%11.03%-2.07%13.10%
KR2015-12-032015-12-042016-01-05139.9039.900.00%market10.26%5.39%-2.07%7.46%
TTC2015-12-032015-12-042016-01-05137.3837.380.00%market10.53%-2.88%-2.07%-0.82%
HOV2015-12-042015-12-072016-01-06346.0046.000.00%market73.91%-8.25%-4.98%-3.28%
CASY2015-12-072015-12-082016-01-071120.75120.750.00%market33.33%-3.24%-6.02%2.79%
CENT2015-12-072015-12-082016-01-07112.1412.140.00%market111.11%-15.59%-6.02%-9.56%
HQY2015-12-072015-12-082016-01-07133.5033.500.00%market14.29%-33.09%-6.02%-27.06%
AVAV2015-12-082015-12-092016-01-08128.1428.140.00%market311.11%-5.11%-6.92%1.81%
BNED2015-12-082015-12-092016-01-081931.00931.000.00%market305.88%-3.11%-6.92%3.81%
OXM2015-12-082015-12-092016-01-08167.9567.950.00%market11.11%-16.80%-6.92%-9.88%
OLLI2015-12-092015-12-102016-01-11118.0318.030.00%market37.50%1.23%-6.48%7.71%
SNEX2015-12-092015-12-102016-01-1117.307.300.00%market53.60%-18.18%-6.48%-11.70%
CIEN2015-12-102015-12-112016-01-12119.9319.930.00%market10.53%-6.92%-4.77%-2.16%
CSR2015-12-102015-12-112016-01-12172.8072.800.00%market450.00%-9.17%-4.77%-4.40%
GEF2015-12-102015-12-112016-01-12133.2433.240.00%market52.00%-13.91%-4.77%-9.14%
NX2015-12-142015-12-152016-01-14118.2418.240.00%market28.00%1.76%-6.24%8.00%
WOR2015-12-162015-12-172016-01-19116.9516.950.00%market13.21%-0.75%-9.76%9.01%
EPAC2015-12-172015-12-182016-01-20122.8622.860.00%market29.17%-5.04%-8.44%3.40%
BB2015-12-182015-12-212016-01-2138.908.900.00%market78.57%-22.80%-7.31%-15.49%
CCL2015-12-182015-12-212016-01-21353.4353.430.00%market21.95%-7.32%-7.31%-0.02%
DRI2015-12-182015-12-212016-01-21362.9162.910.00%market28.57%-4.22%-7.31%3.09%
EBF2015-12-212015-12-222016-01-22119.4219.420.00%market13.89%1.24%-6.02%7.26%
LNN2015-12-232015-12-242016-01-26175.1275.120.00%market12.73%-10.72%-7.54%-3.18%
MG2016-01-062016-01-072016-02-05120.0520.050.00%market50.00%4.49%-3.78%8.27%
FC2016-01-072016-01-082016-02-08116.6216.620.00%market66.67%1.46%-5.01%6.47%
GBX2016-01-072016-01-082016-02-08126.1126.110.00%market32.72%0.40%-5.01%5.40%
HWM2016-01-112016-01-122016-02-10117.2217.220.00%market140.00%-5.59%-4.41%-1.18%
INTC2016-01-142016-01-152016-02-16129.7329.730.00%market17.46%-3.30%1.61%-4.91%
RF2016-01-152016-01-192016-02-1748.318.310.00%market10.53%-6.00%1.54%-7.53%
BAC2016-01-192016-01-202016-02-18113.7913.790.00%market11.54%-11.34%3.82%-15.16%
EDU2016-01-192016-01-202016-02-18128.6128.610.00%market333.33%8.18%3.82%4.37%
MS2016-01-192016-01-202016-02-18125.7025.700.00%market30.30%-6.87%3.82%-10.69%
CUBI2016-01-202016-01-212016-02-19125.0025.000.00%market16.00%-9.26%3.11%-12.37%
GS2016-01-202016-01-212016-02-191153.97153.970.00%market23.48%-4.69%3.11%-7.79%
KMI2016-01-202016-01-212016-02-19112.8312.830.00%market58.82%35.29%3.11%32.18%
LOGI2016-01-202016-01-212016-02-19114.8314.830.00%market14.71%0.71%3.11%-2.40%
PTC2016-01-202016-01-212016-02-19131.3331.330.00%market13.64%-4.03%3.11%-7.14%
SLM2016-01-202016-01-212016-02-1915.455.450.00%market11.11%7.24%3.11%4.13%
TEL2016-01-202016-01-212016-02-19157.0557.050.00%market10.53%0.88%3.11%-2.23%
DGII2016-01-212016-01-222016-02-2219.509.500.00%market71.43%-10.63%2.63%-13.26%
HWC2016-01-212016-01-222016-02-22121.3021.300.00%market18.75%12.72%2.63%10.08%
ISRG2016-01-212016-01-222016-02-22163.2163.210.00%market16.07%-3.15%2.63%-5.79%
BRO2016-01-252016-01-262016-02-24114.6514.650.00%market16.67%8.36%2.54%5.83%
CHCO2016-01-252016-01-262016-02-24141.4741.470.00%market18.92%5.35%2.54%2.81%
GGG2016-01-252016-01-262016-02-24122.0322.030.00%market19.23%15.97%2.54%13.43%
HAL2016-01-252016-01-262016-02-24129.5429.540.00%market29.17%9.78%2.54%7.25%
KNX2016-01-252016-01-262016-02-24123.0223.020.00%market13.85%8.76%2.54%6.22%
RMBS2016-01-252016-01-262016-02-24112.2812.280.00%market20.00%4.22%2.54%1.68%
SFBS2016-01-252016-01-262016-02-24119.2519.250.00%market15.62%-6.44%2.54%-8.97%
STLD2016-01-252016-01-262016-02-24116.2016.200.00%market12.50%9.41%2.54%6.87%
COHR2016-01-262016-01-272016-02-25119.8219.820.00%market11.11%8.38%3.14%5.23%
ETD2016-01-262016-01-272016-02-25128.6528.650.00%market22.22%-0.94%3.14%-4.08%
FCX2016-01-262016-01-272016-02-2514.064.060.00%market85.71%75.27%3.14%72.13%
GWW2016-01-262016-01-272016-02-251186.77186.770.00%market11.16%16.35%3.14%13.21%
MRCY2016-01-262016-01-272016-02-25118.4818.480.00%market36.36%-7.46%3.14%-10.60%
PH2016-01-262016-01-272016-02-25191.5091.500.00%market28.81%10.97%3.14%7.83%
BA2016-01-272016-01-282016-02-261117.10117.100.00%market25.00%0.81%2.70%-1.90%
BIIB2016-01-272016-01-282016-02-261275.77275.770.00%market10.29%-4.19%2.70%-6.89%
CLF2016-01-272016-01-282016-02-2611.551.550.00%market17.65%17.32%2.70%14.62%
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ATHM2016-02-172016-02-182016-03-17125.5725.570.00%market30.30%6.00%5.92%0.08%
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AMN2016-02-182016-02-192016-03-18128.5528.550.00%market14.63%13.53%6.91%6.62%
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BAK2016-02-182016-02-192016-03-18112.4312.430.00%market301.93%20.82%6.91%13.91%
CBZ2016-02-182016-02-192016-03-18110.6210.620.00%market320.00%-4.53%6.91%-11.44%
CVI2016-02-182016-02-192016-03-18119.0819.080.00%market84.38%8.60%6.91%1.69%
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ELME2016-02-182016-02-192016-03-18125.5425.540.00%market2175.00%10.82%6.91%3.91%
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CRK2016-02-242016-02-252016-03-2414.454.450.00%market18.02%-20.32%4.85%-25.17%
CSGP2016-02-242016-02-252016-03-24117.3417.340.00%market37.50%5.55%4.85%0.70%
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VEEV2016-03-012016-03-022016-03-31124.3324.330.00%market36.36%2.82%3.93%-1.12%
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COO2016-03-032016-03-042016-04-04137.7537.750.00%market15.00%3.66%3.12%0.54%
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MLKN2016-03-162016-03-172016-04-15128.7628.760.00%market17.95%7.27%2.23%5.04%
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KBH2016-03-232016-03-242016-04-22113.8413.840.00%market27.27%3.95%3.45%0.50%
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AXSM2016-03-242016-03-282016-04-2548.498.490.00%market45.45%16.74%2.46%14.29%
CMC2016-03-242016-03-282016-04-25416.4616.460.00%market36.36%6.64%2.46%4.19%
DQ2016-03-242016-03-282016-04-2543.603.600.00%market360.00%33.44%2.46%30.98%
SA2016-03-242016-03-282016-04-25410.7010.700.00%market20.00%24.95%2.46%22.49%
SBS2016-03-252016-03-282016-04-2531.311.310.00%market54.55%9.06%2.46%6.60%
CALM2016-03-282016-03-292016-04-26153.7553.750.00%market34.34%-6.59%3.04%-9.63%
LEN2016-03-292016-03-302016-04-27148.6348.630.00%market21.15%-2.01%1.48%-3.49%
SAIC2016-03-292016-03-302016-04-27152.2852.280.00%market21.31%2.33%1.48%0.85%
SID2016-03-292016-03-302016-04-2712.052.050.00%market233.33%78.44%1.48%76.96%
CCL2016-03-302016-03-312016-04-28152.2952.290.00%market25.81%-6.95%0.75%-7.69%
CIG2016-03-302016-03-312016-04-2811.821.820.00%market90.15%-15.48%0.75%-16.23%
MARA2016-03-302016-03-312016-04-28133.2833.280.00%market93.94%-12.60%0.75%-13.35%
MU2016-03-302016-03-312016-04-28110.3110.310.00%market44.44%12.61%0.75%11.86%
BB2016-04-012016-04-042016-05-0237.387.380.00%market70.00%-4.44%0.55%-4.99%
MG2016-04-062016-04-072016-05-05125.9025.900.00%market400.00%-9.83%-0.08%-9.75%
OLLI2016-04-062016-04-072016-05-05124.8724.870.00%market10.71%-0.38%-0.08%-0.30%
CAG2016-04-072016-04-082016-05-06135.8935.890.00%market17.24%-3.08%0.19%-3.27%
HWM2016-04-112016-04-122016-05-10120.1620.160.00%market200.00%3.74%2.07%1.67%
LITB2016-04-112016-04-122016-05-10116.3216.320.00%market1100.00%-5.61%2.07%-7.69%
BBD2016-04-152016-04-182016-05-1633.713.710.00%market46.57%2.33%-0.48%2.81%
BBDO2016-04-152016-04-182016-05-1636.886.880.00%market1446.15%-3.30%-0.48%-2.82%
BMI2016-04-182016-04-192016-05-17135.2035.200.00%market33.33%2.31%-2.33%4.65%
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GWW2016-04-182016-04-192016-05-171232.96232.960.00%market11.19%-3.14%-2.33%-0.81%
HAS2016-04-182016-04-192016-05-17187.7187.710.00%market58.33%-3.61%-2.33%-1.28%
IBM2016-04-182016-04-192016-05-171140.03140.030.00%market12.44%0.94%-2.33%3.27%
MS2016-04-182016-04-192016-05-17125.8625.860.00%market19.57%1.06%-2.33%3.39%
RMBS2016-04-182016-04-192016-05-17112.1012.100.00%market18.18%-7.12%-2.33%-4.79%
WTFC2016-04-182016-04-192016-05-17150.0050.000.00%market12.33%-1.92%-2.33%0.41%
EDU2016-04-192016-04-202016-05-18139.5039.500.00%market10.71%0.20%-2.40%2.60%
HWC2016-04-192016-04-202016-05-18124.7524.750.00%market80.00%6.93%-2.40%9.33%
IBKR2016-04-192016-04-202016-05-18110.2510.250.00%market18.18%-8.88%-2.40%-6.48%
INTC2016-04-192016-04-202016-05-18131.3231.320.00%market14.89%-4.35%-2.40%-1.95%
LECO2016-04-192016-04-202016-05-18162.8362.830.00%market11.76%-6.21%-2.40%-3.81%
ASML2016-04-202016-04-212016-05-19197.2497.240.00%market10.98%-4.14%-2.82%-1.32%
CMRE2016-04-202016-04-212016-05-1917.607.600.00%market15.38%-11.81%-2.82%-8.99%
EGP2016-04-202016-04-212016-05-19160.7360.730.00%market91.43%1.76%-2.82%4.58%
EWBC2016-04-202016-04-212016-05-19137.1037.100.00%market10.45%0.25%-2.82%3.07%
EXPO2016-04-202016-04-212016-05-19125.3125.310.00%market17.65%-1.96%-2.82%0.86%
FBIN2016-04-202016-04-212016-05-19150.9650.960.00%market14.71%-5.05%-2.82%-2.23%
KALU2016-04-202016-04-212016-05-19187.5487.540.00%market18.90%-4.04%-2.82%-1.22%
MCRI2016-04-202016-04-212016-05-19119.6519.650.00%market14.81%-1.58%-2.82%1.24%
NEM2016-04-202016-04-212016-05-19130.9630.960.00%market61.90%10.17%-2.82%12.99%
RJF2016-04-202016-04-212016-05-19134.4734.470.00%market20.00%-0.36%-2.82%2.46%
RUSHA2016-04-202016-04-212016-05-1917.907.900.00%market14.29%12.81%-2.82%15.63%
SLG2016-04-202016-04-212016-05-191112.96112.960.00%market12.00%-7.77%-2.82%-4.95%
SLM2016-04-202016-04-212016-05-1917.217.210.00%market27.27%-14.94%-2.82%-12.12%
TFII2016-04-202016-04-212016-05-19117.6017.600.00%market23.10%5.70%-2.82%8.51%
TSCO2016-04-202016-04-212016-05-19119.0019.000.00%market11.11%-2.52%-2.82%0.30%
UFPI2016-04-202016-04-212016-05-19128.6728.670.00%market14.29%-7.15%-2.82%-4.33%
URI2016-04-202016-04-212016-05-19157.1557.150.00%market18.64%12.06%-2.82%14.88%
VMI2016-04-202016-04-212016-05-191128.23128.230.00%market19.20%1.91%-2.82%4.73%
YUM2016-04-202016-04-212016-05-19161.0361.030.00%market14.46%-5.77%-2.82%-2.95%
BANC2016-04-212016-04-222016-05-20119.3219.320.00%market16.13%-1.81%-1.47%-0.34%
CLS2016-04-212016-04-222016-05-20111.0311.030.00%market18.18%-8.17%-1.47%-6.70%
CX2016-04-212016-04-222016-05-2016.946.940.00%market150.00%-10.47%-1.47%-9.01%
DHI2016-04-212016-04-222016-05-20131.5431.540.00%market10.64%-5.90%-1.47%-4.43%
EQBK2016-04-212016-04-222016-05-20121.0021.000.00%market13.89%4.66%-1.47%6.13%
FAF2016-04-212016-04-222016-05-20135.9135.910.00%market18.92%4.02%-1.47%5.49%
GATX2016-04-212016-04-222016-05-20143.9743.970.00%market37.29%0.76%-1.47%2.23%
GM2016-04-212016-04-222016-05-20132.6632.660.00%market26.00%-6.50%-1.47%-5.03%
HNI2016-04-212016-04-222016-05-20141.5141.510.00%market82.35%4.93%-1.47%6.40%
IMAX2016-04-212016-04-222016-05-20132.8132.810.00%market37.50%-0.28%-1.47%1.18%
NBHC2016-04-212016-04-222016-05-20119.9519.950.00%market15.00%2.51%-1.47%3.97%
NSC2016-04-212016-04-222016-05-20189.3189.310.00%market32.99%-4.43%-1.47%-2.97%
PHM2016-04-212016-04-222016-05-20119.2519.250.00%market20.00%-6.28%-1.47%-4.81%
POOL2016-04-212016-04-222016-05-20190.0990.090.00%market52.00%-2.18%-1.47%-0.71%
RBCAA2016-04-212016-04-222016-05-20126.0526.050.00%market16.44%5.54%-1.47%7.01%
RS2016-04-212016-04-222016-05-20171.9771.970.00%market17.05%0.05%-1.47%1.52%
SHW2016-04-212016-04-222016-05-20199.3999.390.00%market11.11%-2.97%-1.47%-1.50%
SSD2016-04-212016-04-222016-05-20139.5239.520.00%market25.93%-4.71%-1.47%-3.24%
SWK2016-04-212016-04-222016-05-201112.65112.650.00%market12.28%0.18%-1.47%1.65%
UA2016-04-212016-04-222016-05-20146.7346.730.00%market101.41%-19.82%-1.47%-18.36%
UAA2016-04-212016-04-222016-05-20147.2047.200.00%market100.00%-19.82%-1.47%-18.36%
ALSN2016-04-252016-04-262016-05-24128.9428.940.00%market10.53%-5.25%-0.56%-4.69%
BOH2016-04-252016-04-262016-05-24168.7368.730.00%market18.37%2.10%-0.56%2.66%
CMP2016-04-252016-04-262016-05-24174.4174.410.00%market10.61%4.81%-0.56%5.36%
FBP2016-04-252016-04-262016-05-2413.613.610.00%market50.00%17.35%-0.56%17.91%
KN2016-04-252016-04-262016-05-24116.2216.220.00%market199.96%-17.24%-0.56%-16.68%
MCHB2016-04-252016-04-262016-05-24122.9022.900.00%market36.67%-10.93%-0.56%-10.37%
MKSI2016-04-252016-04-262016-05-24138.3138.310.00%market15.15%2.80%-0.56%3.36%
PDS2016-04-252016-04-262016-05-24191.4091.400.00%market53.85%-5.57%-0.56%-5.01%
SANM2016-04-252016-04-262016-05-24124.3524.350.00%market16.67%6.80%-0.56%7.36%
AIZ2016-04-262016-04-272016-05-25180.6680.660.00%market16.92%8.68%0.39%8.29%
AVNT2016-04-262016-04-272016-05-25135.6935.690.00%market14.29%5.00%0.39%4.61%
BAX2016-04-262016-04-272016-05-25144.3444.340.00%market24.14%-1.99%0.39%-2.38%
BP2016-04-262016-04-272016-05-25133.5633.560.00%market165.38%-2.19%0.39%-2.57%
BXP2016-04-262016-04-272016-05-251130.30130.300.00%market59.46%-3.97%0.39%-4.36%
BYD2016-04-262016-04-272016-05-25120.1520.150.00%market20.00%-8.09%0.39%-8.48%
CIGI2016-04-262016-04-272016-05-25139.8539.850.00%market46.15%-0.75%0.39%-1.14%
CINF2016-04-262016-04-272016-05-25166.0066.000.00%market27.14%3.99%0.39%3.60%
CNX2016-04-262016-04-272016-05-25114.2914.290.00%market22.22%3.68%0.39%3.29%
COHR2016-04-262016-04-272016-05-25123.0823.080.00%market29.63%-14.01%0.39%-14.40%
CRUS2016-04-262016-04-272016-05-25133.1333.130.00%market80.95%8.53%0.39%8.14%
EHC2016-04-262016-04-272016-05-25131.1231.120.00%market10.91%3.11%0.39%2.72%
ENTG2016-04-262016-04-272016-05-25113.7813.780.00%market13.33%1.42%0.39%1.04%
ETR2016-04-262016-04-272016-05-25137.2437.240.00%market17.24%-0.15%0.39%-0.54%
FCX2016-04-262016-04-272016-05-25111.6911.690.00%market20.00%-0.44%0.39%-0.83%
FTNT2016-04-262016-04-272016-05-2516.606.600.00%market33.33%3.99%0.39%3.60%
GPK2016-04-262016-04-272016-05-25113.1113.110.00%market11.11%1.81%0.39%1.42%
HUBG2016-04-262016-04-272016-05-25120.2020.200.00%market45.00%-3.02%0.39%-3.41%
HZO2016-04-262016-04-272016-05-25119.9919.990.00%market42.86%-15.21%0.39%-15.60%
JBLU2016-04-262016-04-272016-05-25120.3320.330.00%market11.32%-11.36%0.39%-11.75%
MAS2016-04-262016-04-272016-05-25131.7931.790.00%market23.08%2.35%0.39%1.97%
MLI2016-04-262016-04-272016-05-2518.108.100.00%market11.11%-3.68%0.39%-4.07%
MWA2016-04-262016-04-272016-05-25110.6110.610.00%market11.11%4.42%0.39%4.04%
NMIH2016-04-262016-04-272016-05-2515.905.900.00%market22.22%3.12%0.39%2.73%
ONTO2016-04-262016-04-272016-05-25116.9916.990.00%market166.67%5.26%0.39%4.87%
SCL2016-04-262016-04-272016-05-25162.7262.720.00%market31.63%-6.21%0.39%-6.60%
ACCO2016-04-272016-04-282016-05-2619.119.110.00%market80.00%7.58%0.42%7.16%
AGCO2016-04-272016-04-282016-05-26153.9953.990.00%market83.33%-4.69%0.42%-5.12%
AMKR2016-04-272016-04-282016-05-2615.725.720.00%market95.39%8.29%0.42%7.87%
AOS2016-04-272016-04-282016-05-26139.4639.460.00%market10.53%5.02%0.42%4.60%
AMC2016-04-292016-05-022016-05-313281.90281.900.00%market22.73%1.85%1.41%0.44%
AGO2016-05-042016-05-052016-06-03125.7025.700.00%market28.12%4.53%2.30%2.23%
ALL2016-05-042016-05-052016-06-03168.0968.090.00%market12.00%-1.07%2.30%-3.37%
ACIW2016-05-052016-05-062016-06-06119.4119.410.00%market85.71%9.84%3.57%6.27%
AAOI2016-05-092016-05-102016-06-0818.908.900.00%market20.00%28.44%2.73%25.71%
FWONA2016-05-092016-05-102016-06-08118.6618.660.00%market2758.33%4.03%2.73%1.29%
MANU2016-05-132016-05-162016-06-14316.1416.140.00%market42.86%3.12%1.50%1.62%
SA2016-05-132016-05-162016-06-14313.8813.880.00%market20.00%-4.28%1.50%-5.78%
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LPL2016-05-162016-05-172016-06-15110.3110.310.00%market101.35%0.77%0.62%0.15%
RAMP2016-05-172016-05-182016-06-16119.8819.880.00%market50.00%8.80%1.92%6.88%
SAR2016-05-172016-05-182016-06-16116.4816.480.00%market35.00%1.23%1.92%-0.69%
AEO2016-05-182016-05-192016-06-17115.5515.550.00%market22.22%-3.19%1.21%-4.39%
EXP2016-05-182016-05-192016-06-17174.6974.690.00%market25.00%3.80%1.21%2.59%
TTWO2016-05-182016-05-192016-06-17133.3233.320.00%market76.92%11.21%1.21%10.01%
ADSK2016-05-192016-05-202016-06-20157.3057.300.00%market28.57%0.35%1.43%-1.08%
BRC2016-05-192016-05-202016-06-20130.1030.100.00%market23.53%5.15%1.43%3.72%
CAE2016-05-192016-05-202016-06-20112.2412.240.00%market11.11%2.51%1.43%1.08%
WMT2016-05-192016-05-202016-06-20123.1123.110.00%market13.79%2.45%1.43%1.02%
NDSN2016-05-232016-05-242016-06-22183.7483.740.00%market29.35%1.36%0.94%0.42%
BBY2016-05-242016-05-252016-06-23130.3030.300.00%market25.71%0.33%1.03%-0.70%
DY2016-05-242016-05-252016-06-23181.7581.750.00%market45.95%9.84%1.03%8.82%
TOL2016-05-242016-05-252016-06-23129.7829.780.00%market10.87%-7.45%1.03%-8.48%
CPRT2016-05-252016-05-262016-06-2415.755.750.00%market14.29%3.55%-2.96%6.51%
MOD2016-05-252016-05-262016-06-24111.7511.750.00%market12.50%-22.99%-2.96%-20.03%
NOMD2016-05-252016-05-262016-06-24110.1010.100.00%market20.83%-10.79%-2.96%-7.83%
PLUS2016-05-252016-05-262016-06-24122.2222.220.00%market13.33%-7.84%-2.96%-4.88%
TLYS2016-05-252016-05-262016-06-2416.326.320.00%market14.29%-7.38%-2.96%-4.42%
BURL2016-05-262016-05-272016-06-27160.3960.390.00%market18.75%2.98%-4.74%7.72%
DECK2016-05-262016-05-272016-06-2718.058.050.00%market86.22%11.08%-4.74%15.82%
GCO2016-05-262016-05-272016-06-27164.4964.490.00%market55.00%-3.45%-4.74%1.29%
GME2016-05-262016-05-272016-06-2717.017.010.00%market13.33%-9.09%-4.74%-4.35%
MOV2016-05-262016-05-272016-06-27121.4821.480.00%market18.75%-6.29%-4.74%-1.55%
ULTA2016-05-262016-05-272016-06-271230.75230.750.00%market12.40%1.76%-4.74%6.50%
VEEV2016-05-262016-05-272016-06-27132.5832.580.00%market36.36%1.07%-4.74%5.81%
JKS2016-05-272016-05-312016-06-28422.3022.300.00%market18.02%-11.89%-3.50%-8.40%
NGL2016-05-272016-05-312016-06-28414.6314.630.00%market63.04%33.46%-3.50%36.96%
FRO2016-05-312016-06-012016-06-2918.768.760.00%market54.84%-7.63%-1.18%-6.46%
NX2016-05-312016-06-012016-06-29119.7919.790.00%market25.00%-7.33%-1.18%-6.15%
OOMA2016-05-312016-06-012016-06-2916.936.930.00%market20.00%16.93%-1.18%18.10%
WDAY2016-05-312016-06-012016-06-29174.5074.500.00%market350.00%-0.92%-1.18%0.26%
ATHM2016-06-012016-06-022016-06-30124.4824.480.00%market77.27%-17.95%-0.15%-17.80%