EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 50y) (max 100 pos) (2)
Run 9a95e5f7 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
20120
Win rate
52.61%
Avg return
0.87%
Median return
0.43%
Avg abnormal
0.54%
Median abnormal
0.00%
Best trade
176.24%
Worst trade
-82.58%
Sharpe (per-trade)
0.09
Daily portfolio drawdown
-17.47%
Portfolio (equal_weight)
Total return
175.70%
Max drawdown
-17.47%
Avg trade return
0.87%
Win rate
52.61%
Signals
27971
Configured concurrent
100
Observed concurrent
100
Trades taken
20120
Skipped (no capacity)
7851
Excess vs benchmark
-310.68%
Avg entry slippage
0.00%
Return if filled at market
175.70%
VWAP fills
0
VWAP fallbacks
0
7851 of 27971 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 | 247 | 2.44% | 1.56% | 61.94% |
| 2007 | 1045 | -0.38% | 0.32% | 47.75% |
| 2008 | 1047 | 1.11% | 1.78% | 55.11% |
| 2009 | 1120 | 1.63% | 0.91% | 53.21% |
| 2010 | 1171 | -0.07% | 0.13% | 49.10% |
| 2011 | 1065 | -1.11% | 0.21% | 44.88% |
| 2012 | 1030 | 0.05% | -0.18% | 49.61% |
| 2013 | 1078 | 1.73% | 0.61% | 60.76% |
| 2014 | 1079 | 0.95% | -0.22% | 53.66% |
| 2015 | 1085 | 0.36% | 0.44% | 52.07% |
| 2016 | 1079 | 2.33% | 1.51% | 56.63% |
| 2017 | 1039 | 0.70% | 0.07% | 50.91% |
| 2018 | 912 | 0.16% | 0.14% | 50.33% |
| 2019 | 767 | -0.11% | -0.27% | 51.11% |
| 2020 | 874 | 1.25% | 0.33% | 50.92% |
| 2021 | 982 | 1.37% | 0.58% | 54.18% |
| 2022 | 964 | 1.90% | 2.14% | 56.12% |
| 2023 | 937 | 0.89% | -0.01% | 51.76% |
| 2024 | 1022 | 2.26% | 0.75% | 56.46% |
| 2025 | 959 | 1.05% | 0.76% | 52.03% |
| 2026 | 618 | 0.93% | 0.31% | 53.07% |
Trades (page 13: 500 of 20,120)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Curr. earn. vs next-Q est. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CBSH | 2012-04-12 | 2012-04-13 | 2012-04-27 | 1 | 20.32 | 20.32 | 0.00% | market | 10.26% | 57.13% | 0.59% | 1.39% | -0.80% |
| INDB | 2012-04-12 | 2012-04-13 | 2012-04-27 | 1 | 28.15 | 28.15 | 0.00% | market | 12.00% | 96.43% | 1.75% | 1.39% | 0.36% |
| JBHT | 2012-04-12 | 2012-04-13 | 2012-04-27 | 1 | 55.25 | 55.25 | 0.00% | market | 9.62% | 70.74% | 0.64% | 1.39% | -0.74% |
| JPM | 2012-04-13 | 2012-04-16 | 2012-04-30 | 3 | 43.38 | 43.38 | 0.00% | market | 11.02% | 79.45% | -1.02% | 1.47% | -2.49% |
| BANF | 2012-04-16 | 2012-04-17 | 2012-05-01 | 1 | 21.52 | 21.52 | 0.00% | market | 13.89% | 68.29% | -4.89% | 2.10% | -6.99% |
| C | 2012-04-16 | 2012-04-17 | 2012-05-01 | 1 | 34.82 | 34.82 | 0.00% | market | 11.00% | 61.92% | -3.60% | 2.10% | -5.71% |
| ELS | 2012-04-16 | 2012-04-17 | 2012-05-01 | 1 | 17.08 | 17.08 | 0.00% | market | 357.14% | 12.50% | 2.89% | 2.10% | 0.78% |
| ICUI | 2012-04-16 | 2012-04-17 | 2012-05-01 | 1 | 50.00 | 50.00 | 0.00% | market | 10.42% | 308.81% | 4.44% | 2.10% | 2.34% |
| PNFP | 2012-04-16 | 2012-04-17 | 2012-05-01 | 1 | 16.97 | 16.97 | 0.00% | market | 31.25% | 474.46% | 7.27% | 2.10% | 5.16% |
| CATY | 2012-04-17 | 2012-04-18 | 2012-05-02 | 1 | 17.74 | 17.74 | 0.00% | market | 6.67% | 143.75% | -2.58% | 1.34% | -3.92% |
| CSX | 2012-04-17 | 2012-04-18 | 2012-05-02 | 1 | 7.50 | 7.50 | 0.00% | market | 7.69% | 123.75% | 0.17% | 1.34% | -1.18% |
| FULT | 2012-04-17 | 2012-04-18 | 2012-05-02 | 1 | 10.30 | 10.30 | 0.00% | market | 5.56% | 47.37% | 1.16% | 1.34% | -0.18% |
| INTC | 2012-04-17 | 2012-04-18 | 2012-05-02 | 1 | 27.58 | 27.58 | 0.00% | market | 6.00% | 116.22% | 5.70% | 1.34% | 4.36% |
| ISRG | 2012-04-17 | 2012-04-18 | 2012-05-02 | 1 | 63.79 | 63.79 | 0.00% | market | 11.43% | 130.73% | 2.00% | 1.34% | 0.66% |
| URI | 2012-04-17 | 2012-04-18 | 2012-05-02 | 1 | 44.38 | 44.38 | 0.00% | market | 620.00% | 740.76% | 1.61% | 1.34% | 0.27% |
| AXP | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 57.72 | 57.72 | 0.00% | market | 7.00% | 85.67% | 5.34% | 0.45% | 4.89% |
| BMI | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 19.30 | 19.30 | 0.00% | market | 61.54% | 80.00% | -4.61% | 0.45% | -5.06% |
| DGX | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 59.28 | 59.28 | 0.00% | market | 5.94% | 27.53% | -2.39% | 0.45% | -2.84% |
| EBAY | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 16.47 | 16.47 | 0.00% | market | 5.77% | 13.79% | 3.12% | 0.45% | 2.67% |
| EXPO | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 12.06 | 12.06 | 0.00% | market | 7.69% | 154.29% | -1.18% | 0.45% | -1.63% |
| FCFS | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 41.41 | 41.41 | 0.00% | market | 5.45% | 55.46% | -2.88% | 0.45% | -3.32% |
| HBAN | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 6.43 | 6.43 | 0.00% | market | 21.43% | 86.35% | 3.32% | 0.45% | 2.87% |
| PII | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 80.42 | 80.42 | 0.00% | market | 10.39% | 7.16% | 1.22% | 0.45% | 0.77% |
| STLD | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 13.44 | 13.44 | 0.00% | market | 9.52% | 243.50% | -6.28% | 0.45% | -6.72% |
| TXT | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 26.80 | 26.80 | 0.00% | market | 17.14% | 65.88% | -2.75% | 0.45% | -3.20% |
| WTFC | 2012-04-18 | 2012-04-19 | 2012-05-03 | 1 | 34.25 | 34.25 | 0.00% | market | 21.95% | 132.00% | 4.60% | 0.45% | 4.15% |
| BAC | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 8.78 | 8.78 | 0.00% | market | 100.00% | 173.06% | -11.95% | -0.96% | -10.98% |
| BFH | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 101.41 | 101.41 | 0.00% | market | 8.68% | 35.94% | -0.67% | -0.96% | 0.29% |
| BLDR | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 4.31 | 4.31 | 0.00% | market | 21.43% | 303.65% | -11.70% | -0.96% | -10.74% |
| BSX | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 5.89 | 5.89 | 0.00% | market | 87.50% | 137.29% | 4.99% | -0.96% | 5.95% |
| COF | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 54.78 | 54.78 | 0.00% | market | 12.23% | 74.16% | -0.57% | -0.96% | 0.39% |
| ENTG | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 8.80 | 8.80 | 0.00% | market | 7.69% | 234.87% | -3.17% | -0.96% | -2.21% |
| GBCI | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 15.21 | 15.21 | 0.00% | market | 9.52% | 134.78% | -4.83% | -0.96% | -3.87% |
| GPC | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 63.60 | 63.60 | 0.00% | market | 6.90% | 40.19% | 2.09% | -0.96% | 3.05% |
| HOMB | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 7.01 | 7.01 | 0.00% | market | 8.33% | 207.69% | 1.04% | -0.96% | 2.00% |
| HUBB | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 79.00 | 79.00 | 0.00% | market | 8.25% | 43.72% | -0.13% | -0.96% | 0.84% |
| KEY | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 8.00 | 8.00 | 0.00% | market | 5.26% | 107.21% | -2.35% | -0.96% | -1.39% |
| LSCC | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 6.25 | 6.25 | 0.00% | market | 28.57% | 277.14% | -20.74% | -0.96% | -19.78% |
| MS | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 18.13 | 18.13 | 0.00% | market | 68.89% | 53.07% | -11.85% | -0.96% | -10.89% |
| MSFT | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 32.15 | 32.15 | 0.00% | market | 5.26% | 107.53% | -3.74% | -0.96% | -2.78% |
| NUE | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 40.23 | 40.23 | 0.00% | market | 7.69% | 631.81% | -6.07% | -0.96% | -5.10% |
| NYT | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 6.48 | 6.48 | 0.00% | market | 300.00% | 62.50% | -7.82% | -0.96% | -6.85% |
| POOL | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 39.41 | 39.41 | 0.00% | market | 814.29% | 700.00% | -8.50% | -0.96% | -7.54% |
| PPG | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 50.65 | 50.65 | 0.00% | market | 7.06% | 32.96% | 4.22% | -0.96% | 5.19% |
| RMBS | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 5.64 | 5.64 | 0.00% | market | 113.04% | 633.33% | -18.54% | -0.96% | -17.58% |
| SFNC | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 12.46 | 12.46 | 0.00% | market | 5.56% | 157.89% | -1.87% | -0.96% | -0.90% |
| SHW | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 38.96 | 38.96 | 0.00% | market | 10.34% | 281.06% | 3.52% | -0.96% | 4.48% |
| SON | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 33.09 | 33.09 | 0.00% | market | 8.33% | 54.14% | -2.37% | -0.96% | -1.41% |
| TRV | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 61.91 | 61.91 | 0.00% | market | 32.24% | 35.52% | 4.08% | -0.96% | 5.04% |
| UNH | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 59.16 | 59.16 | 0.00% | market | 11.97% | 174.55% | -7.61% | -0.96% | -6.64% |
| UNP | 2012-04-19 | 2012-04-20 | 2012-05-04 | 1 | 52.95 | 52.95 | 0.00% | market | 9.76% | 111.51% | 7.17% | -0.96% | 8.13% |
| AOS | 2012-04-20 | 2012-04-23 | 2012-05-07 | 3 | 11.90 | 11.90 | 0.00% | market | 13.33% | 237.06% | -2.54% | 0.41% | -2.95% |
| BPOP | 2012-04-20 | 2012-04-23 | 2012-05-07 | 3 | 18.30 | 18.30 | 0.00% | market | 51.52% | 190.54% | -5.56% | 0.41% | -5.97% |
| KMB | 2012-04-20 | 2012-04-23 | 2012-05-07 | 3 | 72.74 | 72.74 | 0.00% | market | 5.98% | 24.18% | 4.00% | 0.41% | 3.59% |
| MAN | 2012-04-20 | 2012-04-23 | 2012-05-07 | 3 | 44.02 | 44.02 | 0.00% | market | 42.86% | 171.78% | -9.66% | 0.41% | -10.07% |
| RCL | 2012-04-20 | 2012-04-23 | 2012-05-07 | 3 | 26.49 | 26.49 | 0.00% | market | 40.00% | 427.62% | 1.67% | 0.41% | 1.26% |
| TT | 2012-04-20 | 2012-04-23 | 2012-05-07 | 3 | 31.02 | 31.02 | 0.00% | market | 24.00% | 99.87% | 6.61% | 0.41% | 6.20% |
| UFPI | 2012-04-20 | 2012-04-23 | 2012-05-07 | 3 | 11.43 | 11.43 | 0.00% | market | 530.06% | 607.14% | 7.07% | 0.41% | 6.66% |
| ALGN | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 32.86 | 32.86 | 0.00% | market | 28.57% | 213.04% | -4.36% | -0.26% | -4.10% |
| BANR | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 21.25 | 21.25 | 0.00% | market | 81.82% | 42.50% | -2.88% | -0.26% | -2.61% |
| BBD | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 5.82 | 5.82 | 0.00% | market | 7.14% | 295.36% | -6.80% | -0.26% | -6.54% |
| BOH | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 48.31 | 48.31 | 0.00% | market | 17.28% | 24.21% | 2.36% | -0.26% | 2.63% |
| CNI | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 40.55 | 40.55 | 0.00% | market | 15.69% | 101.82% | 1.38% | -0.26% | 1.64% |
| DHI | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 15.19 | 15.19 | 0.00% | market | 236.44% | 515.38% | 8.92% | -0.26% | 9.18% |
| EBF | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 15.20 | 15.20 | 0.00% | market | 160.00% | 46.15% | -3.72% | -0.26% | -3.46% |
| HXL | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 27.78 | 27.78 | 0.00% | market | 18.18% | 99.65% | -3.84% | -0.26% | -3.58% |
| ILMN | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 41.92 | 41.92 | 0.00% | market | 9.09% | 261.25% | 4.84% | -0.26% | 5.10% |
| JJSF | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 53.63 | 53.63 | 0.00% | market | 30.95% | 60.00% | 2.68% | -0.26% | 2.94% |
| MTG | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 3.41 | 3.41 | 0.00% | market | 78.26% | 494.16% | -7.14% | -0.26% | -6.88% |
| PAC | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 38.29 | 38.29 | 0.00% | market | 7.27% | 2075.35% | -1.59% | -0.26% | -1.33% |
| QCRH | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 11.38 | 11.38 | 0.00% | market | 84.62% | 41.67% | 5.35% | -0.26% | 5.61% |
| TXN | 2012-04-23 | 2012-04-24 | 2012-05-08 | 1 | 32.71 | 32.71 | 0.00% | market | 10.34% | 251.93% | -6.46% | -0.26% | -6.20% |
| AAPL | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 21.99 | 21.99 | 0.00% | market | 22.22% | 134.09% | -7.65% | -2.10% | -5.55% |
| ABCB | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 12.17 | 12.17 | 0.00% | market | 533.33% | 284.21% | 0.72% | -2.10% | 2.82% |
| AMGN | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 69.12 | 69.12 | 0.00% | market | 11.03% | 116.41% | 0.62% | -2.10% | 2.72% |
| ASR | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 77.91 | 77.91 | 0.00% | market | 11.11% | 21949.39% | -0.01% | -2.10% | 2.09% |
| AUB | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 13.66 | 13.66 | 0.00% | market | 24.00% | 135.48% | -1.93% | -2.10% | 0.17% |
| BOKF | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 56.00 | 56.00 | 0.00% | market | 18.45% | 17.21% | 2.24% | -2.10% | 4.34% |
| BUSE | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 14.19 | 14.19 | 0.00% | market | 33.33% | 145.83% | -3.91% | -2.10% | -1.81% |
| BYD | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 7.87 | 7.87 | 0.00% | market | 11.11% | 313.19% | -9.38% | -2.10% | -7.28% |
| CB | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 75.60 | 75.60 | 0.00% | market | 9.63% | 24.71% | -0.54% | -2.10% | 1.56% |
| CBRE | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 18.70 | 18.70 | 0.00% | market | 7.69% | 414.50% | -7.43% | -2.10% | -5.33% |
| CHCO | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 33.81 | 33.81 | 0.00% | market | 6.35% | 47.76% | -0.81% | -2.10% | 1.29% |
| COHR | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 21.50 | 21.50 | 0.00% | market | 12.00% | 864.29% | -8.15% | -2.10% | -6.05% |
| CSL | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 56.05 | 56.05 | 0.00% | market | 54.10% | 17.02% | -3.92% | -2.10% | -1.82% |
| EW | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 12.67 | 12.67 | 0.00% | market | 12.50% | 353.02% | 12.32% | -2.10% | 14.42% |
| FCF | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 6.32 | 6.32 | 0.00% | market | 22.22% | 136.36% | 1.17% | -2.10% | 3.26% |
| HSY | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 66.19 | 66.19 | 0.00% | market | 18.52% | 52.23% | 2.54% | -2.10% | 4.64% |
| LECO | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 47.94 | 47.94 | 0.00% | market | 15.15% | 32.01% | 2.09% | -2.10% | 4.19% |
| MANH | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 11.86 | 11.86 | 0.00% | market | 15.38% | 126.67% | 2.87% | -2.10% | 4.97% |
| MLI | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 5.74 | 5.74 | 0.00% | market | 25.00% | 237.14% | -0.62% | -2.10% | 1.48% |
| MMM | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 74.39 | 74.39 | 0.00% | market | 9.40% | 27.71% | -2.02% | -2.10% | 0.08% |
| MMSI | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 13.01 | 13.01 | 0.00% | market | 13.33% | 111.03% | 3.13% | -2.10% | 5.23% |
| MRCY | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 12.00 | 12.00 | 0.00% | market | 70.00% | 82.35% | 1.73% | -2.10% | 3.83% |
| NSC | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 72.02 | 72.02 | 0.00% | market | 9.82% | 82.80% | -5.14% | -2.10% | -3.04% |
| PCAR | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 28.52 | 28.52 | 0.00% | market | 17.31% | 80.50% | -5.46% | -2.10% | -3.37% |
| PH | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 87.39 | 87.39 | 0.00% | market | 17.54% | 10.45% | -2.22% | -2.10% | -0.12% |
| RF | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 6.61 | 6.61 | 0.00% | market | 75.00% | 163.25% | -0.86% | -2.10% | 1.24% |
| RHI | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 31.31 | 31.31 | 0.00% | market | 21.43% | 179.83% | -8.40% | -2.10% | -6.31% |
| RNST | 2012-04-24 | 2012-04-25 | 2012-05-09 | 1 | 15.78 | 15.78 | 0.00% | market | 17.39% | 144.44% | -2.13% | -2.10% | -0.03% |
| ABG | 2012-04-26 | 2012-04-27 | 2012-05-11 | 1 | 27.85 | 27.85 | 0.00% | market | 16.33% | 237.73% | -6.49% | -3.54% | -2.96% |
| ADC | 2012-04-26 | 2012-04-27 | 2012-05-11 | 1 | 22.80 | 22.80 | 0.00% | market | 6.06% | 28.57% | -2.03% | -3.54% | 1.51% |
| AIT | 2012-04-26 | 2012-04-27 | 2012-05-11 | 1 | 39.53 | 39.53 | 0.00% | market | 7.81% | 44.93% | -3.72% | -3.54% | -0.18% |
| BELFB | 2012-04-27 | 2012-04-30 | 2012-05-14 | 3 | 17.93 | 17.93 | 0.00% | market | 100.00% | 200.00% | -3.06% | -4.28% | 1.23% |
| AEIS | 2012-04-30 | 2012-05-01 | 2012-05-15 | 1 | 12.80 | 12.80 | 0.00% | market | 574.92% | 702.80% | 4.74% | -4.61% | 9.36% |
| AFG | 2012-04-30 | 2012-05-01 | 2012-05-15 | 1 | 39.85 | 39.85 | 0.00% | market | 8.86% | 154.44% | -1.78% | -4.61% | 2.83% |
| BANC | 2012-04-30 | 2012-05-01 | 2012-05-15 | 1 | 11.04 | 11.04 | 0.00% | market | 107.41% | 254.63% | -3.45% | -4.61% | 1.16% |
| CNO | 2012-04-30 | 2012-05-01 | 2012-05-15 | 1 | 7.28 | 7.28 | 0.00% | market | 7.14% | 168.21% | -6.28% | -4.61% | -1.67% |
| EXR | 2012-04-30 | 2012-05-01 | 2012-05-15 | 1 | 30.50 | 30.50 | 0.00% | market | 120.00% | 109.09% | -3.74% | -4.61% | 0.87% |
| BRKR | 2012-05-01 | 2012-05-02 | 2012-05-16 | 1 | 16.09 | 16.09 | 0.00% | market | 16.67% | 72.04% | -6.25% | -5.07% | -1.19% |
| CMI | 2012-05-01 | 2012-05-02 | 2012-05-16 | 1 | 110.50 | 110.50 | 0.00% | market | 7.21% | 49.77% | -9.05% | -5.07% | -3.98% |
| CSV | 2012-05-01 | 2012-05-02 | 2012-05-16 | 1 | 7.55 | 7.55 | 0.00% | market | 45.00% | 89.66% | -1.29% | -5.07% | 3.78% |
| DIN | 2012-05-01 | 2012-05-02 | 2012-05-16 | 1 | 51.48 | 51.48 | 0.00% | market | 7.94% | 34.19% | -4.16% | -5.07% | 0.91% |
| FORM | 2012-05-01 | 2012-05-02 | 2012-05-16 | 1 | 6.10 | 6.10 | 0.00% | market | 22.22% | 142.86% | -1.41% | -5.07% | 3.66% |
| GABC | 2012-05-01 | 2012-05-02 | 2012-05-16 | 1 | 12.67 | 12.67 | 0.00% | market | 7.41% | 55.17% | -2.31% | -5.07% | 2.76% |
| ALL | 2012-05-02 | 2012-05-03 | 2012-05-17 | 1 | 34.38 | 34.38 | 0.00% | market | 26.79% | 60.01% | -4.23% | -6.76% | 2.52% |
| ARR | 2012-05-02 | 2012-05-03 | 2012-05-17 | 1 | 280.00 | 280.00 | 0.00% | market | 15.70% | 10.71% | -3.39% | -6.76% | 3.37% |
| CCU | 2012-05-02 | 2012-05-03 | 2012-05-17 | 1 | 28.82 | 28.82 | 0.00% | market | 10.64% | 40576.84% | -8.46% | -6.76% | -1.71% |
| CMCSA | 2012-05-02 | 2012-05-03 | 2012-05-17 | 1 | 15.25 | 15.25 | 0.00% | market | 9.52% | 155.78% | -7.12% | -6.76% | -0.36% |
| CRL | 2012-05-02 | 2012-05-03 | 2012-05-17 | 1 | 35.50 | 35.50 | 0.00% | market | 7.69% | 97.35% | -5.06% | -6.76% | 1.70% |
| ENSG | 2012-05-02 | 2012-05-03 | 2012-05-17 | 1 | 7.24 | 7.24 | 0.00% | market | 10.71% | 59.88% | -12.39% | -6.76% | -5.64% |
| EPD | 2012-05-02 | 2012-05-03 | 2012-05-17 | 1 | 26.42 | 26.42 | 0.00% | market | 6.90% | 55.68% | -4.72% | -6.76% | 2.04% |
| FELE | 2012-05-02 | 2012-05-03 | 2012-05-17 | 1 | 25.62 | 25.62 | 0.00% | market | 15.38% | 23.33% | -7.16% | -6.76% | -0.41% |
| GRMN | 2012-05-02 | 2012-05-03 | 2012-05-17 | 1 | 49.19 | 49.19 | 0.00% | market | 9.76% | 56.82% | -11.30% | -6.76% | -4.55% |
| HVT | 2012-05-02 | 2012-05-03 | 2012-05-17 | 1 | 12.19 | 12.19 | 0.00% | market | 120.00% | 18.18% | 0.47% | -6.76% | 7.23% |
| ICFI | 2012-05-02 | 2012-05-03 | 2012-05-17 | 1 | 24.01 | 24.01 | 0.00% | market | 6.82% | 81.21% | -6.81% | -6.76% | -0.05% |
| AMN | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 6.95 | 6.95 | 0.00% | market | 61.55% | 892.06% | -14.92% | -6.34% | -8.58% |
| AMT | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 66.79 | 66.79 | 0.00% | market | 40.00% | 52.41% | -3.65% | -6.34% | 2.69% |
| AROC | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 8.06 | 8.06 | 0.00% | market | 17.31% | 134.11% | -13.25% | -6.34% | -6.91% |
| AVNT | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 13.39 | 13.39 | 0.00% | market | 11.54% | 113.79% | -5.40% | -6.34% | 0.94% |
| AX | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 4.48 | 4.48 | 0.00% | market | 27.27% | 357.14% | 3.87% | -6.34% | 10.20% |
| CAH | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 43.16 | 43.16 | 0.00% | market | 6.82% | 20.58% | -5.20% | -6.34% | 1.14% |
| CNXN | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 8.30 | 8.30 | 0.00% | market | 9.52% | 30.43% | 5.44% | -6.34% | 11.78% |
| EBS | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 13.71 | 13.71 | 0.00% | market | 86.67% | 2200.00% | 1.36% | -6.34% | 7.70% |
| GIL | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 13.85 | 13.85 | 0.00% | market | 20.00% | 27.53% | -10.57% | -6.34% | -4.23% |
| KTOS | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 5.53 | 5.53 | 0.00% | market | 25.00% | 91.72% | -5.89% | -6.34% | 0.45% |
| LAMR | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 28.66 | 28.66 | 0.00% | market | 150.00% | 1071.43% | -15.70% | -6.34% | -9.36% |
| LCII | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 28.89 | 28.89 | 0.00% | market | 12.77% | 269.81% | -9.83% | -6.34% | -3.49% |
| LEA | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 41.58 | 41.58 | 0.00% | market | 13.11% | 197.68% | -7.22% | -6.34% | -0.88% |
| LFUS | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 63.78 | 63.78 | 0.00% | market | 9.46% | 137.04% | -9.91% | -6.34% | -3.58% |
| MAIN | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 25.40 | 25.40 | 0.00% | market | 31.11% | 5.42% | -13.33% | -6.34% | -6.99% |
| MFC | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 12.94 | 12.94 | 0.00% | market | 77.14% | 28.17% | -16.79% | -6.34% | -10.45% |
| MGM | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 12.83 | 12.83 | 0.00% | market | 43.75% | 339.49% | -19.59% | -6.34% | -13.25% |
| MHK | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 72.80 | 72.80 | 0.00% | market | 5.45% | 256.15% | -7.35% | -6.34% | -1.01% |
| MMS | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 22.89 | 22.89 | 0.00% | market | 8.70% | 136.00% | 0.47% | -6.34% | 6.81% |
| MTZ | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 16.76 | 16.76 | 0.00% | market | 6.25% | 353.32% | -7.92% | -6.34% | -1.58% |
| NNN | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 27.27 | 27.27 | 0.00% | market | 50.00% | 5.98% | -4.39% | -6.34% | 1.95% |
| NPO | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 42.30 | 42.30 | 0.00% | market | 16.36% | 67.19% | -11.75% | -6.34% | -5.42% |
| ORN | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 6.89 | 6.89 | 0.00% | market | 8.00% | 217.39% | -11.57% | -6.34% | -5.23% |
| PRLB | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 28.78 | 28.78 | 0.00% | market | 14.29% | 170.83% | 8.62% | -6.34% | 14.96% |
| PSA | 2012-05-03 | 2012-05-04 | 2012-05-18 | 1 | 143.00 | 143.00 | 0.00% | market | 71.43% | 19.02% | -8.83% | -6.34% | -2.50% |
| ABR | 2012-05-04 | 2012-05-07 | 2012-05-21 | 3 | 5.87 | 5.87 | 0.00% | market | 105.41% | 1000.00% | 2.11% | -3.33% | 5.44% |
| CHD | 2012-05-04 | 2012-05-07 | 2012-05-21 | 3 | 25.68 | 25.68 | 0.00% | market | 10.00% | 100.10% | 2.55% | -3.33% | 5.87% |
| EL | 2012-05-04 | 2012-05-07 | 2012-05-21 | 3 | 60.74 | 60.74 | 0.00% | market | 15.15% | 171.05% | -9.45% | -3.33% | -6.13% |
| FSS | 2012-05-04 | 2012-05-07 | 2012-05-21 | 3 | 5.00 | 5.00 | 0.00% | market | 50.00% | 760.00% | -3.10% | -3.33% | 0.23% |
| ITT | 2012-05-04 | 2012-05-07 | 2012-05-21 | 3 | 21.91 | 21.91 | 0.00% | market | 21.88% | 76.92% | -5.03% | -3.33% | -1.70% |
| AWR | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 18.29 | 18.29 | 0.00% | market | 35.00% | 33.43% | -0.32% | -2.99% | 2.68% |
| BCRX | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 3.67 | 3.67 | 0.00% | market | 50.00% | 23.08% | -10.18% | -2.99% | -7.19% |
| BEP | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 14.80 | 14.80 | 0.00% | market | 22.22% | 7.24% | -6.45% | -2.99% | -3.46% |
| CHDN | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 10.24 | 10.24 | 0.00% | market | 127.42% | 1432.69% | -2.44% | -2.99% | 0.55% |
| FN | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 14.24 | 14.24 | 0.00% | market | 21.74% | 150.00% | -17.52% | -2.99% | -14.52% |
| HLIO | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 25.80 | 25.80 | 0.00% | market | 5.13% | 21.95% | -5.37% | -2.99% | -2.38% |
| IBOC | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 18.96 | 18.96 | 0.00% | market | 13.51% | 16.67% | -2.37% | -2.99% | 0.63% |
| LOPE | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 17.59 | 17.59 | 0.00% | market | 23.08% | 293.75% | 1.43% | -2.99% | 4.43% |
| LPX | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 9.58 | 9.58 | 0.00% | market | 60.00% | 1316.67% | -3.65% | -2.99% | -0.66% |
| OTTR | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 21.40 | 21.40 | 0.00% | market | 17.39% | 155.56% | -1.22% | -2.99% | 1.77% |
| TREX | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 3.72 | 3.72 | 0.00% | market | 50.00% | 229.54% | -5.08% | -2.99% | -2.09% |
| TSN | 2012-05-07 | 2012-05-08 | 2012-05-22 | 1 | 18.60 | 18.60 | 0.00% | market | 12.82% | 269.41% | 4.04% | -2.99% | 7.03% |
| AAON | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 5.65 | 5.65 | 0.00% | market | 12.50% | 322.22% | -0.10% | -2.09% | 1.99% |
| AER | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 11.14 | 11.14 | 0.00% | market | 8.89% | 189.80% | 2.05% | -2.09% | 4.15% |
| BR | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 21.58 | 21.58 | 0.00% | market | 12.00% | 207.14% | -4.64% | -2.09% | -2.55% |
| CVLT | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 53.71 | 53.71 | 0.00% | market | 11.54% | 5.60% | -0.44% | -2.09% | 1.66% |
| EGY | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 7.96 | 7.96 | 0.00% | market | 6.67% | 75.00% | 3.67% | -2.09% | 5.76% |
| ENOV | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 53.32 | 53.32 | 0.00% | market | 15.00% | 23.77% | -7.01% | -2.09% | -4.91% |
| EPAM | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 17.92 | 17.92 | 0.00% | market | 6.90% | 277.64% | -7.47% | -2.09% | -5.37% |
| GNRC | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 18.40 | 18.40 | 0.00% | market | 35.21% | 94.14% | -9.97% | -2.09% | -7.87% |
| HSIC | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 30.20 | 30.20 | 0.00% | market | 6.52% | 53.91% | -3.27% | -2.09% | -1.17% |
| IONS | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 8.26 | 8.26 | 0.00% | market | 7.69% | 82.54% | 16.12% | -2.09% | 18.22% |
| JAZZ | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 50.00 | 50.00 | 0.00% | market | 8.33% | 183.52% | -12.38% | -2.09% | -10.29% |
| NXST | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 6.95 | 6.95 | 0.00% | market | 900.00% | 1030.00% | -4.13% | -2.09% | -2.03% |
| ORA | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 21.37 | 21.37 | 0.00% | market | 301.25% | 125.71% | -3.84% | -2.09% | -1.75% |
| RHP | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 34.43 | 34.43 | 0.00% | market | 50.00% | 275.00% | 0.83% | -2.09% | 2.92% |
| TAP | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 40.93 | 40.93 | 0.00% | market | 11.90% | 22.69% | -4.20% | -2.09% | -2.11% |
| TDG | 2012-05-08 | 2012-05-09 | 2012-05-23 | 1 | 128.51 | 128.51 | 0.00% | market | 13.01% | 18.94% | -2.57% | -2.09% | -0.48% |
| BKNG | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 28.12 | 28.12 | 0.00% | market | 8.35% | 6479.89% | -4.94% | -3.04% | -1.90% |
| FF | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 9.84 | 9.84 | 0.00% | market | 13.33% | 64.71% | 0.51% | -3.04% | 3.55% |
| HMY | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 9.64 | 9.64 | 0.00% | market | 25.00% | 1153.29% | 1.25% | -3.04% | 4.28% |
| HTHT | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 3.18 | 3.18 | 0.00% | market | 93.84% | 13214.61% | -12.99% | -3.04% | -9.96% |
| IPAR | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 16.00 | 16.00 | 0.00% | market | 30.77% | 11.39% | -1.29% | -3.04% | 1.75% |
| MKL | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 443.44 | 443.44 | 0.00% | market | 26.46% | 89.42% | -0.53% | -3.04% | 2.51% |
| MLCO | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 11.40 | 11.40 | 0.00% | market | 29.41% | 6.73% | -13.85% | -3.04% | -10.82% |
| MNST | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 12.33 | 12.33 | 0.00% | market | 7.69% | 71.87% | -1.48% | -3.04% | 1.56% |
| MYRG | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 16.38 | 16.38 | 0.00% | market | 31.82% | 95.17% | -1.08% | -3.04% | 1.96% |
| NICE | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 38.02 | 38.02 | 0.00% | market | 7.55% | 94.82% | -2.02% | -3.04% | 1.02% |
| TSLA | 2012-05-09 | 2012-05-10 | 2012-05-24 | 1 | 2.20 | 2.20 | 0.00% | market | 78.26% | 610.06% | -8.28% | -3.04% | -5.25% |
| AGO | 2012-05-10 | 2012-05-11 | 2012-05-25 | 1 | 12.47 | 12.47 | 0.00% | market | 5.56% | 97.13% | -2.02% | -2.27% | 0.25% |
| BN | 2012-05-10 | 2012-05-11 | 2012-05-25 | 1 | 7.37 | 7.37 | 0.00% | market | 107.69% | 13.41% | -2.41% | -2.27% | -0.14% |
| MGA | 2012-05-10 | 2012-05-11 | 2012-05-25 | 1 | 22.00 | 22.00 | 0.00% | market | 12.31% | 133.91% | -5.65% | -2.27% | -3.37% |
| QUAD | 2012-05-10 | 2012-05-11 | 2012-05-25 | 1 | 13.34 | 13.34 | 0.00% | market | 73.33% | 223.08% | -6.10% | -2.27% | -3.83% |
| SBS | 2012-05-10 | 2012-05-11 | 2012-05-25 | 1 | 2.60 | 2.60 | 0.00% | market | 51.85% | 16.96% | -10.10% | -2.27% | -7.83% |
| AU | 2012-05-11 | 2012-05-14 | 2012-05-29 | 3 | 32.50 | 32.50 | 0.00% | market | 6.73% | 31.53% | 10.18% | -0.45% | 10.63% |
| BBAR | 2012-05-11 | 2012-05-14 | 2012-05-29 | 3 | 4.51 | 4.51 | 0.00% | market | 14.81% | 2416.03% | -11.41% | -0.45% | -10.95% |
| CYD | 2012-05-14 | 2012-05-15 | 2012-05-30 | 1 | 13.55 | 13.55 | 0.00% | market | 33.33% | 500.36% | -7.70% | -1.69% | -6.02% |
| CGAU | 2012-05-15 | 2012-05-16 | 2012-05-31 | 1 | 9.61 | 9.61 | 0.00% | market | 39.13% | 91.86% | 5.21% | -1.84% | 7.05% |
| DKS | 2012-05-15 | 2012-05-16 | 2012-05-31 | 1 | 50.42 | 50.42 | 0.00% | market | 18.42% | 30.00% | -7.87% | -1.84% | -6.03% |
| ESLT | 2012-05-15 | 2012-05-16 | 2012-05-31 | 1 | 35.35 | 35.35 | 0.00% | market | 8.45% | 37.66% | -6.13% | -1.84% | -4.28% |
| RAMP | 2012-05-15 | 2012-05-16 | 2012-05-31 | 1 | 13.59 | 13.59 | 0.00% | market | 15.79% | 72.73% | 3.43% | -1.84% | 5.28% |
| NTES | 2012-05-16 | 2012-05-17 | 2012-06-01 | 1 | 12.40 | 12.40 | 0.00% | market | 15.00% | 1366.54% | -3.25% | -3.54% | 0.29% |
| TCOM | 2012-05-16 | 2012-05-17 | 2012-06-01 | 1 | 10.69 | 10.69 | 0.00% | market | 663.18% | 1430.89% | -16.66% | -3.54% | -13.12% |
| AMAT | 2012-05-17 | 2012-05-18 | 2012-06-04 | 1 | 10.46 | 10.46 | 0.00% | market | 12.50% | 238.45% | -3.54% | -2.49% | -1.05% |
| PBH | 2012-05-17 | 2012-05-18 | 2012-06-04 | 1 | 13.98 | 13.98 | 0.00% | market | 13.04% | 153.85% | -3.25% | -2.49% | -0.76% |
| CAL | 2012-05-18 | 2012-05-21 | 2012-06-05 | 3 | 10.85 | 10.85 | 0.00% | market | 155.56% | 52.59% | 5.80% | -0.84% | 6.64% |
| DCI | 2012-05-18 | 2012-05-21 | 2012-06-05 | 3 | 33.25 | 33.25 | 0.00% | market | 6.98% | 15.22% | 3.45% | -0.84% | 4.29% |
| RYAAY | 2012-05-21 | 2012-05-22 | 2012-06-06 | 1 | 12.46 | 12.46 | 0.00% | market | 29.73% | 511.53% | -0.50% | -0.26% | -0.24% |
| URBN | 2012-05-21 | 2012-05-22 | 2012-06-06 | 1 | 26.17 | 26.17 | 0.00% | market | 15.00% | 178.26% | 5.33% | -0.26% | 5.58% |
| BBY | 2012-05-22 | 2012-05-23 | 2012-06-07 | 1 | 18.27 | 18.27 | 0.00% | market | 22.03% | 20.52% | 7.73% | 0.61% | 7.12% |
| DY | 2012-05-22 | 2012-05-23 | 2012-06-07 | 1 | 21.21 | 21.21 | 0.00% | market | 33.33% | 49.23% | -8.73% | 0.61% | -9.34% |
| RL | 2012-05-22 | 2012-05-23 | 2012-06-07 | 1 | 147.50 | 147.50 | 0.00% | market | 17.86% | 19.19% | -2.29% | 0.61% | -2.90% |
| BMO | 2012-05-23 | 2012-05-24 | 2012-06-08 | 1 | 54.77 | 54.77 | 0.00% | market | 5.11% | 56.17% | -3.95% | 0.35% | -4.31% |
| GCO | 2012-05-23 | 2012-05-24 | 2012-06-08 | 1 | 70.58 | 70.58 | 0.00% | market | 32.43% | 107.14% | -8.20% | 0.35% | -8.56% |
| HRL | 2012-05-23 | 2012-05-24 | 2012-06-08 | 1 | 14.82 | 14.82 | 0.00% | market | 14.29% | 62.50% | 0.30% | 0.35% | -0.05% |
| TOL | 2012-05-23 | 2012-05-24 | 2012-06-08 | 1 | 27.92 | 27.92 | 0.00% | market | 172.70% | 510.88% | -7.62% | 0.35% | -7.98% |
| ENS | 2012-05-25 | 2012-05-29 | 2012-06-12 | 4 | 30.59 | 30.59 | 0.00% | market | 7.69% | 34.35% | 7.29% | -0.18% | 7.47% |
| FRO | 2012-05-25 | 2012-05-29 | 2012-06-12 | 4 | 26.60 | 26.60 | 0.00% | market | 50.00% | 284.00% | -23.60% | -0.18% | -23.42% |
| GGAL | 2012-05-25 | 2012-05-29 | 2012-06-12 | 4 | 5.00 | 5.00 | 0.00% | market | 44.44% | 2755.17% | -14.70% | -0.18% | -14.52% |
| BAH | 2012-05-30 | 2012-05-31 | 2012-06-14 | 1 | 16.55 | 16.55 | 0.00% | market | 7.32% | 66.26% | -7.59% | 1.34% | -8.93% |
| REX | 2012-05-30 | 2012-05-31 | 2012-06-14 | 1 | 3.10 | 3.10 | 0.00% | market | 800.90% | 133.33% | -1.07% | 1.34% | -2.40% |
| CIEN | 2012-05-31 | 2012-06-01 | 2012-06-15 | 1 | 13.29 | 13.29 | 0.00% | market | 240.14% | 643.75% | 16.60% | 3.66% | 12.95% |
| MOD | 2012-06-01 | 2012-06-04 | 2012-06-18 | 3 | 5.50 | 5.50 | 0.00% | market | 47.83% | 5.88% | 18.08% | 4.68% | 13.40% |
| DG | 2012-06-04 | 2012-06-05 | 2012-06-19 | 1 | 46.60 | 46.60 | 0.00% | market | 5.00% | 120.10% | 11.92% | 6.14% | 5.78% |
| NX | 2012-06-04 | 2012-06-05 | 2012-06-19 | 1 | 15.58 | 15.58 | 0.00% | market | 14.29% | 450.00% | 15.43% | 6.14% | 9.29% |
| GWRE | 2012-06-05 | 2012-06-06 | 2012-06-20 | 1 | 26.20 | 26.20 | 0.00% | market | 561.38% | 590.00% | 11.96% | 4.24% | 7.72% |
| UNFI | 2012-06-05 | 2012-06-06 | 2012-06-20 | 1 | 51.20 | 51.20 | 0.00% | market | 5.36% | 59.32% | 3.49% | 4.24% | -0.75% |
| UHAL | 2012-06-06 | 2012-06-07 | 2012-06-21 | 1 | 9.46 | 9.46 | 0.00% | market | 330.00% | 488.37% | -7.15% | -0.77% | -6.38% |
| IDT | 2012-06-07 | 2012-06-08 | 2012-06-22 | 1 | 6.07 | 6.07 | 0.00% | market | 216.67% | 52.63% | 12.26% | 1.33% | 10.93% |
| LULU | 2012-06-07 | 2012-06-08 | 2012-06-22 | 1 | 63.13 | 63.13 | 0.00% | market | 6.67% | 119.85% | 2.37% | 1.33% | 1.04% |
| SJM | 2012-06-07 | 2012-06-08 | 2012-06-22 | 1 | 75.92 | 75.92 | 0.00% | market | 11.11% | 58.50% | -0.52% | 1.33% | -1.85% |
| CPRI | 2012-06-12 | 2012-06-13 | 2012-06-27 | 1 | 40.84 | 40.84 | 0.00% | market | 37.50% | 163.64% | 5.70% | 0.48% | 5.22% |
| KR | 2012-06-14 | 2012-06-15 | 2012-06-29 | 1 | 11.39 | 11.39 | 0.00% | market | 8.33% | 61.54% | 1.74% | 2.04% | -0.30% |
| WGO | 2012-06-14 | 2012-06-15 | 2012-06-29 | 1 | 9.29 | 9.29 | 0.00% | market | 8.33% | 346.15% | 9.59% | 2.04% | 7.55% |
| BBBY | 2012-06-20 | 2012-06-21 | 2012-07-06 | 1 | 6.96 | 6.96 | 0.00% | market | 5.95% | 14.61% | -1.39% | -0.11% | -1.28% |
| CCL | 2012-06-22 | 2012-06-25 | 2012-07-10 | 3 | 33.37 | 33.37 | 0.00% | market | 150.00% | 120.27% | -1.39% | 1.58% | -2.97% |
| CWST | 2012-06-27 | 2012-06-28 | 2012-07-13 | 1 | 5.35 | 5.35 | 0.00% | market | 18.92% | 114.84% | 2.14% | 2.62% | -0.47% |
| LEN | 2012-06-27 | 2012-06-28 | 2012-07-13 | 1 | 28.52 | 28.52 | 0.00% | market | 23.53% | 258.87% | 8.67% | 2.62% | 6.05% |
| PRGS | 2012-06-27 | 2012-06-28 | 2012-07-13 | 1 | 19.84 | 19.84 | 0.00% | market | 23.53% | 123.81% | -0.20% | 2.62% | -2.82% |
| UNF | 2012-06-27 | 2012-06-28 | 2012-07-13 | 1 | 62.50 | 62.50 | 0.00% | market | 17.17% | 59.48% | 9.79% | 2.62% | 7.17% |
| MEI | 2012-06-28 | 2012-06-29 | 2012-07-16 | 1 | 8.67 | 8.67 | 0.00% | market | 114.29% | 233.33% | 1.75% | 0.17% | 1.58% |
| WOR | 2012-06-28 | 2012-06-29 | 2012-07-16 | 1 | 12.08 | 12.08 | 0.00% | market | 41.51% | 49.33% | 14.64% | 0.17% | 14.46% |
| AYI | 2012-07-02 | 2012-07-03 | 2012-07-18 | 1 | 58.97 | 58.97 | 0.00% | market | 5.13% | 139.02% | 3.94% | 0.65% | 3.28% |
| HWM | 2012-07-09 | 2012-07-10 | 2012-07-24 | 1 | 18.23 | 18.23 | 0.00% | market | 20.00% | 64.77% | -9.17% | -1.53% | -7.64% |
| CBSH | 2012-07-12 | 2012-07-13 | 2012-07-27 | 1 | 19.99 | 19.99 | 0.00% | market | 11.90% | 43.76% | 0.45% | 3.60% | -3.15% |
| FAST | 2012-07-12 | 2012-07-13 | 2012-07-27 | 1 | 10.61 | 10.61 | 0.00% | market | 5.56% | 75.89% | 4.14% | 3.60% | 0.54% |
| OZK | 2012-07-12 | 2012-07-13 | 2012-07-27 | 1 | 15.75 | 15.75 | 0.00% | market | 7.69% | 199.46% | 2.44% | 3.60% | -1.16% |
| JPM | 2012-07-13 | 2012-07-16 | 2012-07-30 | 3 | 35.76 | 35.76 | 0.00% | market | 70.42% | 94.28% | 0.96% | 2.39% | -1.43% |
| C | 2012-07-16 | 2012-07-17 | 2012-07-31 | 1 | 27.13 | 27.13 | 0.00% | market | 12.36% | 79.74% | -0.10% | 1.28% | -1.38% |
| ELS | 2012-07-16 | 2012-07-17 | 2012-07-31 | 1 | 17.74 | 17.74 | 0.00% | market | 150.00% | 38.46% | 1.25% | 1.28% | -0.03% |
| ICUI | 2012-07-16 | 2012-07-17 | 2012-07-31 | 1 | 52.17 | 52.17 | 0.00% | market | 6.78% | 243.92% | 2.12% | 1.28% | 0.84% |
| PKG | 2012-07-16 | 2012-07-17 | 2012-07-31 | 1 | 29.54 | 29.54 | 0.00% | market | 8.89% | 299.07% | 4.13% | 1.28% | 2.85% |
| FIS | 2012-07-17 | 2012-07-18 | 2012-08-01 | 1 | 33.79 | 33.79 | 0.00% | market | 11.86% | 137.15% | -9.22% | 1.14% | -10.35% |
| GS | 2012-07-17 | 2012-07-18 | 2012-08-01 | 1 | 97.35 | 97.35 | 0.00% | market | 53.45% | 74.49% | 2.71% | 1.14% | 1.58% |
| PNFP | 2012-07-17 | 2012-07-18 | 2012-08-01 | 1 | 19.35 | 19.35 | 0.00% | market | 28.57% | 346.80% | -1.19% | 1.14% | -2.32% |
| SCHW | 2012-07-17 | 2012-07-18 | 2012-08-01 | 1 | 12.99 | 12.99 | 0.00% | market | 11.11% | 212.45% | -4.26% | 1.14% | -5.40% |
| URI | 2012-07-17 | 2012-07-18 | 2012-08-01 | 1 | 33.02 | 33.02 | 0.00% | market | 15.79% | 358.60% | -15.97% | 1.14% | -17.11% |
| AOS | 2012-07-18 | 2012-07-19 | 2012-08-02 | 1 | 12.78 | 12.78 | 0.00% | market | 11.76% | 201.58% | -4.01% | -0.73% | -3.28% |
| AXP | 2012-07-18 | 2012-07-19 | 2012-08-02 | 1 | 57.66 | 57.66 | 0.00% | market | 5.50% | 72.76% | -2.13% | -0.73% | -1.40% |
| BAC | 2012-07-18 | 2012-07-19 | 2012-08-02 | 1 | 7.56 | 7.56 | 0.00% | market | 21.43% | 285.49% | -5.13% | -0.73% | -4.39% |
| BLX | 2012-07-18 | 2012-07-19 | 2012-08-02 | 1 | 21.44 | 21.44 | 0.00% | market | 8.93% | 34.43% | -6.07% | -0.73% | -5.34% |
| BNY | 2012-07-18 | 2012-07-19 | 2012-08-02 | 1 | 21.67 | 21.67 | 0.00% | market | 7.55% | 149.68% | -4.71% | -0.73% | -3.98% |
| BPOP | 2012-07-18 | 2012-07-19 | 2012-08-02 | 1 | 15.06 | 15.06 | 0.00% | market | 53.66% | 130.59% | -3.42% | -0.73% | -2.69% |
| CVBF | 2012-07-18 | 2012-07-19 | 2012-08-02 | 1 | 11.95 | 11.95 | 0.00% | market | 9.52% | 21.74% | -4.12% | -0.73% | -3.38% |
| EXPO | 2012-07-18 | 2012-07-19 | 2012-08-02 | 1 | 13.55 | 13.55 | 0.00% | market | 20.00% | 97.78% | -4.38% | -0.73% | -3.65% |
| WTFC | 2012-07-18 | 2012-07-19 | 2012-08-02 | 1 | 36.69 | 36.69 | 0.00% | market | 10.64% | 123.08% | -2.58% | -0.73% | -1.85% |
| ALGN | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 31.21 | 31.21 | 0.00% | market | 21.43% | 148.59% | 9.80% | 1.75% | 8.05% |
| AN | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 40.25 | 40.25 | 0.00% | market | 11.86% | 38.21% | -3.63% | 1.75% | -5.38% |
| BFH | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 104.60 | 104.60 | 0.00% | market | 11.52% | 51.90% | -1.51% | 1.75% | -3.26% |
| BGS | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 26.49 | 26.49 | 0.00% | market | 6.45% | 48.55% | 6.77% | 1.75% | 5.02% |
| BX | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 12.74 | 12.74 | 0.00% | market | 72.73% | 167.69% | 6.96% | 1.75% | 5.21% |
| FITB | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 13.75 | 13.75 | 0.00% | market | 14.29% | 42.88% | 2.23% | 1.75% | 0.47% |
| HBAN | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 6.49 | 6.49 | 0.00% | market | 13.33% | 86.35% | -2.72% | 1.75% | -4.47% |
| KEY | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 7.91 | 7.91 | 0.00% | market | 33.33% | 72.68% | 4.07% | 1.75% | 2.32% |
| MSFT | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 31.00 | 31.00 | 0.00% | market | 8.06% | 85.85% | -4.13% | 1.75% | -5.88% |
| NOK | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 1.73 | 1.73 | 0.00% | market | 9.09% | 140.56% | 36.89% | 1.75% | 35.14% |
| RBCAA | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 23.16 | 23.16 | 0.00% | market | 21.05% | 139.13% | 1.89% | 1.75% | 0.13% |
| RMBS | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 4.75 | 4.75 | 0.00% | market | 94.74% | 2300.00% | -11.47% | 1.75% | -13.22% |
| SNA | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 66.17 | 66.17 | 0.00% | market | 8.33% | 123.17% | 1.83% | 1.75% | 0.08% |
| TXT | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 26.50 | 26.50 | 0.00% | market | 31.82% | 17.26% | -0.25% | 1.75% | -2.00% |
| UNH | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 54.87 | 54.87 | 0.00% | market | 6.72% | 183.20% | -6.04% | 1.75% | -7.79% |
| UNP | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 61.05 | 61.05 | 0.00% | market | 7.14% | 81.30% | 1.90% | 1.75% | 0.15% |
| WAL | 2012-07-19 | 2012-07-20 | 2012-08-03 | 1 | 9.51 | 9.51 | 0.00% | market | 15.38% | 546.67% | -2.10% | 1.75% | -3.85% |
| AEP | 2012-07-20 | 2012-07-23 | 2012-08-06 | 3 | 41.81 | 41.81 | 0.00% | market | 8.45% | 51.48% | 1.29% | 3.83% | -2.54% |
| MAN | 2012-07-20 | 2012-07-23 | 2012-08-06 | 3 | 32.51 | 32.51 | 0.00% | market | 7.04% | 78.80% | 12.57% | 3.83% | 8.74% |
| BIDU | 2012-07-23 | 2012-07-24 | 2012-08-07 | 1 | 113.92 | 113.92 | 0.00% | market | 11.74% | 1254.38% | 14.30% | 3.79% | 10.51% |
| CE | 2012-07-23 | 2012-07-24 | 2012-08-07 | 1 | 37.68 | 37.68 | 0.00% | market | 5.00% | 62.81% | 4.76% | 3.79% | 0.96% |
| CTS | 2012-07-23 | 2012-07-24 | 2012-08-07 | 1 | 8.93 | 8.93 | 0.00% | market | 12.50% | 44.44% | 8.30% | 3.79% | 4.50% |
| ETN | 2012-07-23 | 2012-07-24 | 2012-08-07 | 1 | 40.46 | 40.46 | 0.00% | market | 5.50% | 8.31% | 10.26% | 3.79% | 6.46% |
| HXL | 2012-07-23 | 2012-07-24 | 2012-08-07 | 1 | 24.64 | 24.64 | 0.00% | market | 7.69% | 85.39% | -2.09% | 3.79% | -5.88% |
| NBTB | 2012-07-23 | 2012-07-24 | 2012-08-07 | 1 | 20.87 | 20.87 | 0.00% | market | 5.26% | 42.50% | 1.34% | 3.79% | -2.46% |
| QCRH | 2012-07-23 | 2012-07-24 | 2012-08-07 | 1 | 13.72 | 13.72 | 0.00% | market | 25.71% | 54.55% | -5.93% | 3.79% | -9.73% |
| STLD | 2012-07-23 | 2012-07-24 | 2012-08-07 | 1 | 12.22 | 12.22 | 0.00% | market | 5.26% | 295.02% | 7.35% | 3.79% | 3.55% |
| TXN | 2012-07-23 | 2012-07-24 | 2012-08-07 | 1 | 26.50 | 26.50 | 0.00% | market | 7.32% | 155.95% | 10.20% | 3.79% | 6.41% |
| ABCB | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 11.76 | 11.76 | 0.00% | market | 100.00% | 942.86% | -0.36% | 4.68% | -5.03% |
| ABG | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 26.23 | 26.23 | 0.00% | market | 7.81% | 178.99% | 1.88% | 4.68% | -2.80% |
| AUB | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 15.14 | 15.14 | 0.00% | market | 10.34% | 128.13% | -1.42% | 4.68% | -6.10% |
| BIIB | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 139.24 | 139.24 | 0.00% | market | 16.67% | 283.09% | 4.07% | 4.68% | -0.61% |
| CB | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 71.20 | 71.20 | 0.00% | market | 13.61% | 17.81% | 2.85% | 4.68% | -1.83% |
| CBU | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 26.86 | 26.86 | 0.00% | market | 6.00% | 28.30% | 3.21% | 4.68% | -1.47% |
| ILMN | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 41.97 | 41.97 | 0.00% | market | 8.11% | 225.12% | 0.88% | 4.68% | -3.80% |
| LMT | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 88.12 | 88.12 | 0.00% | market | 24.61% | 82.22% | 3.04% | 4.68% | -1.64% |
| MANH | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 11.23 | 11.23 | 0.00% | market | 18.75% | 78.95% | 7.73% | 4.68% | 3.06% |
| NWE | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 36.48 | 36.48 | 0.00% | market | 6.90% | 276.21% | -0.35% | 4.68% | -5.03% |
| NXPI | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 22.28 | 22.28 | 0.00% | market | 12.50% | 244.87% | 6.77% | 4.68% | 2.09% |
| PRLB | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 32.31 | 32.31 | 0.00% | market | 15.00% | 182.61% | 13.46% | 4.68% | 8.78% |
| RF | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 6.72 | 6.72 | 0.00% | market | 66.67% | 47.42% | 2.88% | 4.68% | -1.80% |
| RHI | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 27.50 | 27.50 | 0.00% | market | 8.57% | 150.38% | 0.48% | 4.68% | -4.20% |
| TAL | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 1.30 | 1.30 | 0.00% | market | 92.86% | 441.05% | 0.67% | 4.68% | -4.01% |
| USNA | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 21.51 | 21.51 | 0.00% | market | 21.74% | 66.07% | 2.27% | 4.68% | -2.41% |
| WAB | 2012-07-24 | 2012-07-25 | 2012-08-08 | 1 | 38.84 | 38.84 | 0.00% | market | 8.06% | 25.79% | 0.62% | 4.68% | -4.06% |
| ACGL | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 13.13 | 13.13 | 0.00% | market | 25.93% | 488.55% | -0.25% | 3.47% | -3.73% |
| AIZ | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 34.00 | 34.00 | 0.00% | market | 13.67% | 34.89% | 6.46% | 3.47% | 2.99% |
| AKAM | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 33.45 | 33.45 | 0.00% | market | 16.22% | 137.00% | 8.15% | 3.47% | 4.68% |
| BA | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 75.13 | 75.13 | 0.00% | market | 13.39% | 151.19% | -1.23% | 3.47% | -4.70% |
| BKU | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 24.00 | 24.00 | 0.00% | market | 9.09% | 32.84% | 6.28% | 3.47% | 2.80% |
| CAT | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 83.84 | 83.84 | 0.00% | market | 11.40% | 11.29% | 5.34% | 3.47% | 1.87% |
| CDNS | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 11.76 | 11.76 | 0.00% | market | 5.56% | 158.55% | 6.87% | 3.47% | 3.40% |
| CNO | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 7.89 | 7.89 | 0.00% | market | 17.65% | 101.16% | 11.31% | 3.47% | 7.83% |
| CRI | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 52.26 | 52.26 | 0.00% | market | 23.33% | 135.14% | -0.21% | 3.47% | -3.69% |
| EQIX | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 172.33 | 172.33 | 0.00% | market | 21.05% | 108.27% | 5.59% | 3.47% | 2.11% |
| FBNC | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 8.92 | 8.92 | 0.00% | market | 25.00% | 200.00% | -1.22% | 3.47% | -4.69% |
| FCF | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 6.91 | 6.91 | 0.00% | market | 20.00% | 116.67% | -0.24% | 3.47% | -3.72% |
| FR | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 12.09 | 12.09 | 0.00% | market | 225.00% | 11.44% | 4.61% | 3.47% | 1.14% |
| HMN | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 18.20 | 18.20 | 0.00% | market | 23.08% | 228.33% | -2.24% | 3.47% | -5.72% |
| KALU | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 51.60 | 51.60 | 0.00% | market | 35.90% | 68.56% | 8.76% | 3.47% | 5.28% |
| LAD | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 27.71 | 27.71 | 0.00% | market | 20.63% | 184.45% | 5.85% | 3.47% | 2.38% |
| LLY | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 43.72 | 43.72 | 0.00% | market | 7.79% | 10.84% | -2.39% | 3.47% | -5.86% |
| MKTX | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 30.79 | 30.79 | 0.00% | market | 6.25% | 303.92% | 7.08% | 3.47% | 3.60% |
| MORN | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 58.84 | 58.84 | 0.00% | market | 5.66% | 64.29% | -0.81% | 3.47% | -4.29% |
| NOC | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 65.16 | 65.16 | 0.00% | market | 16.77% | 144.19% | 4.87% | 3.47% | 1.40% |
| OMAB | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 16.80 | 16.80 | 0.00% | market | 26.32% | 3492.72% | 2.40% | 3.47% | -1.07% |
| PIPR | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 5.25 | 5.25 | 0.00% | market | 34.78% | 538.71% | 4.47% | 3.47% | 1.00% |
| REGN | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 130.21 | 130.21 | 0.00% | market | 159.26% | 475.71% | 5.74% | 3.47% | 2.26% |
| SCI | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 12.72 | 12.72 | 0.00% | market | 5.88% | 129.17% | 1.94% | 3.47% | -1.53% |
| SIGI | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 17.75 | 17.75 | 0.00% | market | 75.25% | 17996.52% | -0.33% | 3.47% | -3.80% |
| SLAB | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 38.43 | 38.43 | 0.00% | market | 8.51% | 27.45% | 1.85% | 3.47% | -1.62% |
| TCBI | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 41.20 | 41.20 | 0.00% | market | 7.04% | 73.68% | 6.72% | 3.47% | 3.25% |
| TMO | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 54.75 | 54.75 | 0.00% | market | 5.17% | 123.77% | 3.92% | 3.47% | 0.44% |
| TSLA | 2012-07-25 | 2012-07-26 | 2012-08-09 | 1 | 1.99 | 1.99 | 0.00% | market | 80.43% | 525.05% | -1.61% | 3.47% | -5.08% |
| ADEA | 2012-07-26 | 2012-07-27 | 2012-08-10 | 1 | 3.98 | 3.98 | 0.00% | market | 100.00% | 405.57% | -2.86% | 2.89% | -5.75% |
| AMGN | 2012-07-26 | 2012-07-27 | 2012-08-10 | 1 | 80.51 | 80.51 | 0.00% | market | 18.83% | 90.39% | 2.66% | 2.89% | -0.23% |
| AMZN | 2012-07-26 | 2012-07-27 | 2012-08-10 | 1 | 11.26 | 11.26 | 0.00% | market | 533.33% | 30847.37% | 3.27% | 2.89% | 0.39% |
| AXON | 2012-07-26 | 2012-07-27 | 2012-08-10 | 1 | 5.35 | 5.35 | 0.00% | market | 242.86% | 165.28% | 4.39% | 2.89% | 1.50% |
| BELFB | 2012-07-26 | 2012-07-27 | 2012-08-10 | 1 | 16.81 | 16.81 | 0.00% | market | 33.33% | 87.50% | 5.49% | 2.89% | 2.61% |
| BSBR | 2012-07-26 | 2012-07-27 | 2012-08-10 | 1 | 6.91 | 6.91 | 0.00% | market | 11.11% | 330.27% | 7.28% | 2.89% | 4.40% |
| BSX | 2012-07-26 | 2012-07-27 | 2012-08-10 | 1 | 5.02 | 5.02 | 0.00% | market | 70.00% | 109.37% | 10.26% | 2.89% | 7.37% |
| DHI | 2012-07-27 | 2012-07-30 | 2012-08-13 | 3 | 18.65 | 18.65 | 0.00% | market | 15.00% | 247.83% | -2.30% | 1.62% | -3.92% |
| AEIS | 2012-07-30 | 2012-07-31 | 2012-08-14 | 1 | 11.77 | 11.77 | 0.00% | market | 38.46% | 167.60% | 15.02% | 1.66% | 13.36% |
| AFG | 2012-07-30 | 2012-07-31 | 2012-08-14 | 1 | 37.26 | 37.26 | 0.00% | market | 16.67% | 140.46% | -0.07% | 1.66% | -1.73% |
| ALSN | 2012-07-30 | 2012-07-31 | 2012-08-14 | 1 | 18.42 | 18.42 | 0.00% | market | 15.00% | 144.50% | 4.73% | 1.66% | 3.07% |
| CGNX | 2012-07-30 | 2012-07-31 | 2012-08-14 | 1 | 7.45 | 7.45 | 0.00% | market | 10.00% | 49.25% | 19.63% | 1.66% | 17.97% |
| ACHC | 2012-07-31 | 2012-08-01 | 2012-08-15 | 1 | 16.31 | 16.31 | 0.00% | market | 20.00% | 96.56% | 12.96% | 1.62% | 11.34% |
| ALL | 2012-07-31 | 2012-08-01 | 2012-08-15 | 1 | 35.86 | 35.86 | 0.00% | market | 70.59% | 161.17% | 5.56% | 1.62% | 3.94% |
| ARCB | 2012-07-31 | 2012-08-01 | 2012-08-15 | 1 | 12.89 | 12.89 | 0.00% | market | 5.88% | 63.45% | -20.74% | 1.62% | -22.36% |
| AVNT | 2012-07-31 | 2012-08-01 | 2012-08-15 | 1 | 14.86 | 14.86 | 0.00% | market | 12.12% | 67.57% | 7.24% | 1.62% | 5.61% |
| CMI | 2012-07-31 | 2012-08-01 | 2012-08-15 | 1 | 97.18 | 97.18 | 0.00% | market | 7.46% | 45.49% | 3.58% | 1.62% | 1.96% |
| AAT | 2012-08-01 | 2012-08-02 | 2012-08-16 | 1 | 25.25 | 25.25 | 0.00% | market | 300.00% | 6.67% | 2.12% | 3.98% | -1.87% |
| AMT | 2012-08-01 | 2012-08-02 | 2012-08-16 | 1 | 71.44 | 71.44 | 0.00% | market | 87.50% | 13.80% | -0.65% | 3.98% | -4.63% |
| ANIP | 2012-08-01 | 2012-08-02 | 2012-08-16 | 1 | 7.86 | 7.86 | 0.00% | market | 12.20% | 156.48% | 18.22% | 3.98% | 14.24% |
| BAH | 2012-08-01 | 2012-08-02 | 2012-08-16 | 1 | 17.44 | 17.44 | 0.00% | market | 9.52% | 59.03% | 8.67% | 3.98% | 4.69% |
| BCPC | 2012-08-01 | 2012-08-02 | 2012-08-16 | 1 | 32.57 | 32.57 | 0.00% | market | 6.45% | 100.00% | 4.75% | 3.98% | 0.77% |
| CGAU | 2012-08-01 | 2012-08-02 | 2012-08-16 | 1 | 6.79 | 6.79 | 0.00% | market | 64.29% | 253.48% | 0.19% | 3.98% | -3.79% |
| ENSG | 2012-08-01 | 2012-08-02 | 2012-08-16 | 1 | 7.68 | 7.68 | 0.00% | market | 13.33% | 45.78% | -0.10% | 3.98% | -4.08% |
| EPD | 2012-08-01 | 2012-08-02 | 2012-08-16 | 1 | 26.66 | 26.66 | 0.00% | market | 10.34% | 50.81% | -0.48% | 3.98% | -4.46% |
| FIX | 2012-08-01 | 2012-08-02 | 2012-08-16 | 1 | 9.55 | 9.55 | 0.00% | market | 50.00% | 141.67% | 14.35% | 3.98% | 10.37% |
| ACLS | 2012-08-02 | 2012-08-03 | 2012-08-17 | 1 | 3.84 | 3.84 | 0.00% | market | 91.25% | 2100.00% | 8.29% | 2.61% | 5.68% |
| ADUS | 2012-08-02 | 2012-08-03 | 2012-08-17 | 1 | 4.65 | 4.65 | 0.00% | market | 27.27% | 228.57% | -1.82% | 2.61% | -4.43% |
| AMN | 2012-08-02 | 2012-08-03 | 2012-08-17 | 1 | 6.45 | 6.45 | 0.00% | market | 57.14% | 531.31% | 20.06% | 2.61% | 17.44% |
| APO | 2012-08-02 | 2012-08-03 | 2012-08-17 | 1 | 13.94 | 13.94 | 0.00% | market | 129.41% | 852.18% | -4.91% | 2.61% | -7.52% |
| CACC | 2012-08-02 | 2012-08-03 | 2012-08-17 | 1 | 100.03 | 100.03 | 0.00% | market | 12.37% | 184.86% | 0.16% | 2.61% | -2.45% |
| CNP | 2012-08-02 | 2012-08-03 | 2012-08-17 | 1 | 21.13 | 21.13 | 0.00% | market | 8.00% | 99.75% | -4.31% | 2.61% | -6.92% |
| DUK | 2012-08-02 | 2012-08-03 | 2012-08-17 | 1 | 67.97 | 67.97 | 0.00% | market | 5.15% | 18.21% | -2.28% | 2.61% | -4.89% |
| ECPG | 2012-08-02 | 2012-08-03 | 2012-08-17 | 1 | 30.19 | 30.19 | 0.00% | market | 17.14% | 34.15% | -2.98% | 2.61% | -5.59% |
| EOG | 2012-08-02 | 2012-08-03 | 2012-08-17 | 1 | 51.53 | 51.53 | 0.00% | market | 28.89% | 72.45% | 7.80% | 2.61% | 5.19% |
| EVC | 2012-08-02 | 2012-08-03 | 2012-08-17 | 1 | 1.20 | 1.20 | 0.00% | market | 33.33% | 150.00% | 11.57% | 2.61% | 8.95% |
| EXEL | 2012-08-02 | 2012-08-03 | 2012-08-17 | 1 | 5.90 | 5.90 | 0.00% | market | 7.41% | 188.00% | -25.86% | 2.61% | -28.48% |
| GNRC | 2012-08-02 | 2012-08-03 | 2012-08-17 | 1 | 21.05 | 21.05 | 0.00% | market | 5.45% | 221.34% | -6.68% | 2.61% | -9.29% |
| IDA | 2012-08-02 | 2012-08-03 | 2012-08-17 | 1 | 42.40 | 42.40 | 0.00% | market | 39.22% | 13.62% | 0.30% | 2.61% | -2.31% |
| LEA | 2012-08-02 | 2012-08-03 | 2012-08-17 | 1 | 37.26 | 37.26 | 0.00% | market | 5.47% | 204.29% | 9.45% | 2.61% | 6.84% |
| MAIN | 2012-08-02 | 2012-08-03 | 2012-08-17 | 1 | 25.12 | 25.12 | 0.00% | market | 6.82% | 32.34% | 9.93% | 2.61% | 7.32% |
| MDGL | 2012-08-02 | 2012-08-03 | 2012-08-17 | 1 | 255.85 | 255.85 | 0.00% | market | 5.91% | 10.74% | -10.09% | 2.61% | -12.70% |
| MTZ | 2012-08-02 | 2012-08-03 | 2012-08-17 | 1 | 17.51 | 17.51 | 0.00% | market | 5.71% | 108.28% | 11.09% | 2.61% | 8.48% |
| BRK-A | 2012-08-03 | 2012-08-06 | 2012-08-20 | 3 | 129,000.00 | 129,000.00 | 0.00% | market | 26.76% | 33.95% | -0.41% | 1.77% | -2.18% |
| BRK-B | 2012-08-03 | 2012-08-06 | 2012-08-20 | 3 | 86.01 | 86.01 | 0.00% | market | 20.00% | 33.33% | -0.40% | 1.77% | -2.17% |
| ARI | 2012-08-06 | 2012-08-07 | 2012-08-21 | 1 | 16.75 | 16.75 | 0.00% | market | 5.13% | 14.63% | 3.78% | 1.13% | 2.65% |
| DCO | 2012-08-06 | 2012-08-07 | 2012-08-21 | 1 | 10.87 | 10.87 | 0.00% | market | 23.33% | 19.46% | 33.20% | 1.13% | 32.08% |
| HCA | 2012-08-06 | 2012-08-07 | 2012-08-21 | 1 | 26.26 | 26.26 | 0.00% | market | 8.97% | 173.31% | 8.81% | 1.13% | 7.68% |
| LOPE | 2012-08-06 | 2012-08-07 | 2012-08-21 | 1 | 19.15 | 19.15 | 0.00% | market | 44.44% | 223.08% | 9.98% | 1.13% | 8.85% |
| OTTR | 2012-08-06 | 2012-08-07 | 2012-08-21 | 1 | 22.99 | 22.99 | 0.00% | market | 40.00% | 146.43% | -0.14% | 1.13% | -1.27% |
| SMP | 2012-08-06 | 2012-08-07 | 2012-08-21 | 1 | 17.26 | 17.26 | 0.00% | market | 11.32% | 59.32% | 2.39% | 1.13% | 1.26% |
| XPO | 2012-08-06 | 2012-08-07 | 2012-08-21 | 1 | 4.91 | 4.91 | 0.00% | market | 19.05% | 181.85% | 9.27% | 1.13% | 8.14% |
| BKNG | 2012-08-07 | 2012-08-08 | 2012-08-22 | 1 | 23.00 | 23.00 | 0.00% | market | 6.66% | 3487.51% | 2.68% | 1.41% | 1.27% |
| BLKB | 2012-08-07 | 2012-08-08 | 2012-08-22 | 1 | 27.05 | 27.05 | 0.00% | market | 9.09% | 125.00% | -7.57% | 1.41% | -8.98% |
| CORT | 2012-08-07 | 2012-08-08 | 2012-08-22 | 1 | 3.29 | 3.29 | 0.00% | market | 18.18% | 300.00% | -11.35% | 1.41% | -12.75% |
| CRL | 2012-08-07 | 2012-08-08 | 2012-08-22 | 1 | 35.72 | 35.72 | 0.00% | market | 13.64% | 84.20% | 2.03% | 1.41% | 0.62% |
| ENPH | 2012-08-07 | 2012-08-08 | 2012-08-22 | 1 | 6.59 | 6.59 | 0.00% | market | 40.63% | 316.10% | -24.23% | 1.41% | -25.64% |
| MGEE | 2012-08-07 | 2012-08-08 | 2012-08-22 | 1 | 32.95 | 32.95 | 0.00% | market | 10.81% | 21.95% | 1.60% | 1.41% | 0.19% |
| MGM | 2012-08-07 | 2012-08-08 | 2012-08-22 | 1 | 9.85 | 9.85 | 0.00% | market | 25.00% | 279.62% | 6.50% | 1.41% | 5.09% |
| MMS | 2012-08-07 | 2012-08-08 | 2012-08-22 | 1 | 26.50 | 26.50 | 0.00% | market | 10.71% | 90.32% | -0.55% | 1.41% | -1.96% |
| MRSH | 2012-08-07 | 2012-08-08 | 2012-08-22 | 1 | 34.01 | 34.01 | 0.00% | market | 5.17% | 180.06% | -0.66% | 1.41% | -2.07% |
| MYRG | 2012-08-07 | 2012-08-08 | 2012-08-22 | 1 | 17.50 | 17.50 | 0.00% | market | 36.36% | 25.78% | 16.24% | 1.41% | 14.83% |
| NAT | 2012-08-07 | 2012-08-08 | 2012-08-22 | 1 | 12.52 | 12.52 | 0.00% | market | 21.05% | 305.20% | -3.85% | 1.41% | -5.26% |
| NXST | 2012-08-07 | 2012-08-08 | 2012-08-22 | 1 | 8.20 | 8.20 | 0.00% | market | 26.09% | 289.66% | -0.10% | 1.41% | -1.51% |
| PBH | 2012-08-07 | 2012-08-08 | 2012-08-22 | 1 | 16.29 | 16.29 | 0.00% | market | 20.69% | 88.57% | -0.41% | 1.41% | -1.82% |
| PRI | 2012-08-07 | 2012-08-08 | 2012-08-22 | 1 | 27.29 | 27.29 | 0.00% | market | 9.23% | 174.75% | 7.45% | 1.41% | 6.04% |
| STWD | 2012-08-07 | 2012-08-08 | 2012-08-22 | 1 | 18.15 | 18.15 | 0.00% | market | 9.76% | 16.19% | 2.99% | 1.41% | 1.58% |
| SWX | 2012-08-07 | 2012-08-08 | 2012-08-22 | 1 | 44.09 | 44.09 | 0.00% | market | 11.11% | 1479.07% | -2.73% | 1.41% | -4.14% |
| VCEL | 2012-08-07 | 2012-08-08 | 2012-08-22 | 1 | 37.00 | 37.00 | 0.00% | market | 8.90% | 98.45% | -15.24% | 1.41% | -16.64% |
| AAON | 2012-08-08 | 2012-08-09 | 2012-08-23 | 1 | 5.88 | 5.88 | 0.00% | market | 70.00% | 123.53% | -7.92% | 0.26% | -8.19% |
| ATO | 2012-08-08 | 2012-08-09 | 2012-08-23 | 1 | 36.28 | 36.28 | 0.00% | market | 93.75% | 408.86% | -3.21% | 0.26% | -3.48% |
| CPK | 2012-08-08 | 2012-08-09 | 2012-08-23 | 1 | 31.10 | 31.10 | 0.00% | market | 34.62% | 353.57% | -0.39% | 0.26% | -0.65% |
| DDS | 2012-08-08 | 2012-08-09 | 2012-08-23 | 1 | 74.82 | 74.82 | 0.00% | market | 31.25% | 204.76% | -1.48% | 0.26% | -1.74% |
| DXC | 2012-08-08 | 2012-08-09 | 2012-08-23 | 1 | 14.70 | 14.70 | 0.00% | market | 63.64% | 336.11% | 10.85% | 0.26% | 10.59% |
| ENS | 2012-08-08 | 2012-08-09 | 2012-08-23 | 1 | 36.74 | 36.74 | 0.00% | market | 6.74% | 38.60% | 1.15% | 0.26% | 0.89% |
| FOR | 2012-08-08 | 2012-08-09 | 2012-08-23 | 1 | 12.05 | 12.05 | 0.00% | market | 333.44% | 3114.29% | 13.18% | 0.26% | 12.91% |
| HII | 2012-08-08 | 2012-08-09 | 2012-08-23 | 1 | 40.63 | 40.63 | 0.00% | market | 44.93% | 222.72% | -1.72% | 0.26% | -1.99% |
| MIDD | 2012-08-08 | 2012-08-09 | 2012-08-23 | 1 | 28.16 | 28.16 | 0.00% | market | 19.15% | 214.67% | 6.65% | 0.26% | 6.38% |
| MKL | 2012-08-08 | 2012-08-09 | 2012-08-23 | 1 | 434.51 | 434.51 | 0.00% | market | 121.69% | 19.62% | 0.13% | 0.26% | -0.14% |
| PPL | 2012-08-08 | 2012-08-09 | 2012-08-23 | 1 | 27.26 | 27.26 | 0.00% | market | 24.39% | 14.53% | -1.16% | 0.26% | -1.43% |
| SKYW | 2012-08-08 | 2012-08-09 | 2012-08-23 | 1 | 8.07 | 8.07 | 0.00% | market | 135.71% | 109.09% | 5.97% | 0.26% | 5.71% |
| STRL | 2012-08-08 | 2012-08-09 | 2012-08-23 | 1 | 10.78 | 10.78 | 0.00% | market | 150.00% | 20.00% | -10.12% | 0.26% | -10.38% |
| VPG | 2012-08-08 | 2012-08-09 | 2012-08-23 | 1 | 13.42 | 13.42 | 0.00% | market | 10.53% | 147.62% | -0.77% | 0.26% | -1.03% |
| AGO | 2012-08-09 | 2012-08-10 | 2012-08-24 | 1 | 12.28 | 12.28 | 0.00% | market | 24.49% | 22.80% | 10.81% | 1.05% | 9.76% |
| AIT | 2012-08-09 | 2012-08-10 | 2012-08-24 | 1 | 41.37 | 41.37 | 0.00% | market | 5.63% | 33.33% | -2.11% | 1.05% | -3.16% |
| AX | 2012-08-09 | 2012-08-10 | 2012-08-24 | 1 | 5.75 | 5.75 | 0.00% | market | 23.08% | 300.00% | -1.40% | 1.05% | -2.45% |
| EFXT | 2012-08-09 | 2012-08-10 | 2012-08-24 | 1 | 11.07 | 11.07 | 0.00% | market | 25.00% | 28.45% | -0.10% | 1.05% | -1.15% |
| GSAT | 2012-08-09 | 2012-08-10 | 2012-08-24 | 1 | 5.39 | 5.39 | 0.00% | market | 20.00% | 40.26% | -17.17% | 1.05% | -18.22% |
| MGA | 2012-08-09 | 2012-08-10 | 2012-08-24 | 1 | 21.60 | 21.60 | 0.00% | market | 15.62% | 130.75% | 4.21% | 1.05% | 3.16% |
| NJR | 2012-08-09 | 2012-08-10 | 2012-08-24 | 1 | 22.60 | 22.60 | 0.00% | market | 50.02% | 1440.00% | 0.30% | 1.05% | -0.75% |
| POST | 2012-08-09 | 2012-08-10 | 2012-08-24 | 1 | 21.10 | 21.10 | 0.00% | market | 24.39% | 62.75% | -3.89% | 1.05% | -4.94% |
| SSNC | 2012-08-09 | 2012-08-10 | 2012-08-24 | 1 | 11.00 | 11.00 | 0.00% | market | 6.25% | 413.73% | 3.90% | 1.05% | 2.85% |
| TK | 2012-08-09 | 2012-08-10 | 2012-08-24 | 1 | 31.82 | 31.82 | 0.00% | market | 43.18% | 232.00% | -2.96% | 1.05% | -4.01% |
| TNK | 2012-08-09 | 2012-08-10 | 2012-08-24 | 1 | 32.48 | 32.48 | 0.00% | market | 799.89% | 3537.99% | -0.35% | 1.05% | -1.40% |
| BBAR | 2012-08-10 | 2012-08-13 | 2012-08-27 | 3 | 3.84 | 3.84 | 0.00% | market | 36.67% | 1802.36% | -7.65% | 0.67% | -8.32% |
| AXGN | 2012-08-14 | 2012-08-15 | 2012-08-29 | 1 | 2.95 | 2.95 | 0.00% | market | 11.11% | 31.25% | 3.29% | 0.62% | 2.67% |
| CPRI | 2012-08-14 | 2012-08-15 | 2012-08-29 | 1 | 49.93 | 49.93 | 0.00% | market | 70.00% | 70.59% | 7.03% | 0.62% | 6.41% |
| EL | 2012-08-14 | 2012-08-15 | 2012-08-29 | 1 | 59.47 | 59.47 | 0.00% | market | 6.25% | 505.88% | 1.04% | 0.62% | 0.42% |
| JKHY | 2012-08-14 | 2012-08-15 | 2012-08-29 | 1 | 36.67 | 36.67 | 0.00% | market | 8.70% | 56.00% | 1.02% | 0.62% | 0.40% |
| SID | 2012-08-14 | 2012-08-15 | 2012-08-29 | 1 | 5.15 | 5.15 | 0.00% | market | 375.00% | 130.22% | -6.31% | 0.62% | -6.93% |
| VIAV | 2012-08-14 | 2012-08-15 | 2012-08-29 | 1 | 6.42 | 6.42 | 0.00% | market | 25.00% | 5.33% | 3.97% | 0.62% | 3.36% |
| AMAT | 2012-08-15 | 2012-08-16 | 2012-08-30 | 1 | 11.34 | 11.34 | 0.00% | market | 9.09% | 280.75% | 1.05% | -0.47% | 1.51% |
| CACI | 2012-08-15 | 2012-08-16 | 2012-08-30 | 1 | 56.00 | 56.00 | 0.00% | market | 6.00% | 65.74% | -7.17% | -0.47% | -6.70% |
| NTAP | 2012-08-15 | 2012-08-16 | 2012-08-30 | 1 | 33.04 | 33.04 | 0.00% | market | 10.53% | 46.89% | 3.20% | -0.47% | 3.67% |
| SA | 2012-08-15 | 2012-08-16 | 2012-08-30 | 1 | 14.96 | 14.96 | 0.00% | market | 16.67% | 19.89% | 6.65% | -0.47% | 7.12% |
| DLTR | 2012-08-16 | 2012-08-17 | 2012-08-31 | 1 | 49.20 | 49.20 | 0.00% | market | 8.51% | 123.70% | -2.19% | -0.75% | -1.44% |
| GGAL | 2012-08-16 | 2012-08-17 | 2012-08-31 | 1 | 5.00 | 5.00 | 0.00% | market | 15.09% | 2333.91% | -2.30% | -0.75% | -1.55% |
| GME | 2012-08-16 | 2012-08-17 | 2012-08-31 | 1 | 4.50 | 4.50 | 0.00% | market | 7.87% | 100.00% | 5.90% | -0.75% | 6.65% |
| DQ | 2012-08-17 | 2012-08-20 | 2012-09-04 | 3 | 0.99 | 0.99 | 0.00% | market | 31.03% | 133.00% | -15.55% | -0.67% | -14.89% |
| SJM | 2012-08-17 | 2012-08-20 | 2012-09-04 | 3 | 83.16 | 83.16 | 0.00% | market | 17.00% | 49.02% | 3.36% | -0.67% | 4.03% |
| FN | 2012-08-20 | 2012-08-21 | 2012-09-05 | 1 | 13.72 | 13.72 | 0.00% | market | 19.23% | 125.81% | -12.86% | -1.14% | -11.71% |
| NDSN | 2012-08-20 | 2012-08-21 | 2012-09-05 | 1 | 60.50 | 60.50 | 0.00% | market | 7.07% | 6.13% | -0.58% | -1.14% | 0.56% |
| URBN | 2012-08-20 | 2012-08-21 | 2012-09-05 | 1 | 36.91 | 36.91 | 0.00% | market | 27.27% | 52.38% | 3.53% | -1.14% | 4.67% |
| DBI | 2012-08-21 | 2012-08-22 | 2012-09-06 | 1 | 32.18 | 32.18 | 0.00% | market | 6.45% | 25.91% | 1.17% | 1.68% | -0.50% |
| HEI | 2012-08-22 | 2012-08-23 | 2012-09-07 | 1 | 14.95 | 14.95 | 0.00% | market | 5.88% | 159.44% | -2.11% | 2.02% | -4.13% |
| SNPS | 2012-08-22 | 2012-08-23 | 2012-09-07 | 1 | 33.69 | 33.69 | 0.00% | market | 10.00% | 66.78% | 0.02% | 2.02% | -2.00% |
| TOL | 2012-08-22 | 2012-08-23 | 2012-09-07 | 1 | 32.81 | 32.81 | 0.00% | market | 44.44% | 134.95% | 1.58% | 2.02% | -0.45% |
| MZTI | 2012-08-23 | 2012-08-24 | 2012-09-10 | 1 | 72.53 | 72.53 | 0.00% | market | 20.25% | 73.53% | 0.11% | 2.28% | -2.17% |
| TTC | 2012-08-23 | 2012-08-24 | 2012-09-10 | 1 | 18.78 | 18.78 | 0.00% | market | 9.68% | 47.06% | 2.78% | 2.28% | 0.49% |
| BMO | 2012-08-28 | 2012-08-29 | 2012-09-13 | 1 | 59.00 | 59.00 | 0.00% | market | 6.43% | 50.93% | 1.70% | 3.58% | -1.89% |
| CAL | 2012-08-28 | 2012-08-29 | 2012-09-13 | 1 | 14.15 | 14.15 | 0.00% | market | 433.33% | 119.35% | 10.71% | 3.58% | 7.13% |
| SXI | 2012-08-28 | 2012-08-29 | 2012-09-13 | 1 | 44.70 | 44.70 | 0.00% | market | 12.09% | 61.76% | 1.64% | 3.58% | -1.94% |
| BF-B | 2012-08-29 | 2012-08-30 | 2012-09-14 | 1 | 25.53 | 25.53 | 0.00% | market | 12.00% | 32.43% | 0.49% | 4.50% | -4.01% |
| CHT | 2012-08-29 | 2012-08-30 | 2012-09-14 | 1 | 29.94 | 29.94 | 0.00% | market | 16.67% | 2773.44% | 4.34% | 4.50% | -0.16% |
| GCO | 2012-08-29 | 2012-08-30 | 2012-09-14 | 1 | 71.61 | 71.61 | 0.00% | market | 85.19% | 306.00% | -0.13% | 4.50% | -4.63% |
| CM | 2012-08-30 | 2012-08-31 | 2012-09-17 | 1 | 38.35 | 38.35 | 0.00% | market | 5.05% | 48.30% | 3.24% | 3.86% | -0.62% |
| MEI | 2012-08-30 | 2012-08-31 | 2012-09-17 | 1 | 9.50 | 9.50 | 0.00% | market | 900.00% | 400.00% | 9.16% | 3.86% | 5.31% |
| RY | 2012-08-30 | 2012-08-31 | 2012-09-17 | 1 | 55.90 | 55.90 | 0.00% | market | 9.17% | 67.27% | 2.65% | 3.86% | -1.20% |
| TD | 2012-08-30 | 2012-08-31 | 2012-09-17 | 1 | 40.88 | 40.88 | 0.00% | market | 5.49% | 79.25% | 2.32% | 3.86% | -1.54% |
| CPB | 2012-09-04 | 2012-09-05 | 2012-09-19 | 1 | 35.14 | 35.14 | 0.00% | market | 7.89% | 14.82% | -0.10% | 3.98% | -4.08% |
| GWRE | 2012-09-04 | 2012-09-05 | 2012-09-19 | 1 | 32.94 | 32.94 | 0.00% | market | 163.16% | 590.00% | -5.05% | 3.98% | -9.02% |
| KFY | 2012-09-05 | 2012-09-06 | 2012-09-20 | 1 | 15.50 | 15.50 | 0.00% | market | 22.22% | 245.45% | 0.48% | 3.49% | -3.01% |
| HOV | 2012-09-06 | 2012-09-07 | 2012-09-21 | 1 | 78.25 | 78.25 | 0.00% | market | 84.33% | 78.00% | 24.82% | 1.29% | 23.53% |
| ULTA | 2012-09-06 | 2012-09-07 | 2012-09-21 | 1 | 102.75 | 102.75 | 0.00% | market | 5.88% | 467.08% | -4.80% | 1.29% | -6.09% |
| LULU | 2012-09-07 | 2012-09-10 | 2012-09-24 | 3 | 77.00 | 77.00 | 0.00% | market | 9.68% | 106.92% | -3.71% | 1.01% | -4.72% |
| FIVE | 2012-09-10 | 2012-09-11 | 2012-09-25 | 1 | 33.00 | 33.00 | 0.00% | market | 424.93% | 762.38% | 17.45% | 0.35% | 17.10% |
| AIR | 2012-09-19 | 2012-09-20 | 2012-10-04 | 1 | 17.72 | 17.72 | 0.00% | market | 15.38% | 11.11% | -5.63% | 0.07% | -5.70% |
| GIS | 2012-09-19 | 2012-09-20 | 2012-10-04 | 1 | 40.08 | 40.08 | 0.00% | market | 6.45% | 16.78% | 0.50% | 0.07% | 0.43% |
| KBH | 2012-09-21 | 2012-09-24 | 2012-10-08 | 3 | 15.07 | 15.07 | 0.00% | market | 125.00% | 528.55% | 0.17% | 0.34% | -0.17% |
| LEN | 2012-09-24 | 2012-09-25 | 2012-10-09 | 1 | 36.83 | 36.83 | 0.00% | market | 25.93% | 121.65% | -0.07% | -1.21% | 1.13% |
| CPRT | 2012-09-25 | 2012-09-26 | 2012-10-10 | 1 | 3.59 | 3.59 | 0.00% | market | 12.50% | 155.56% | -6.51% | -0.55% | -5.96% |
| PRGS | 2012-09-26 | 2012-09-27 | 2012-10-11 | 1 | 20.08 | 20.08 | 0.00% | market | 29.17% | 51.61% | -8.42% | -0.37% | -8.05% |
| THO | 2012-09-26 | 2012-09-27 | 2012-10-11 | 1 | 37.25 | 37.25 | 0.00% | market | 9.09% | 184.52% | -3.56% | -0.37% | -3.19% |
| BB | 2012-09-27 | 2012-09-28 | 2012-10-12 | 1 | 8.20 | 8.20 | 0.00% | market | 41.30% | 100.66% | -4.98% | -0.83% | -4.15% |
| NKE | 2012-09-27 | 2012-09-28 | 2012-10-12 | 1 | 23.26 | 23.26 | 0.00% | market | 10.71% | 90.32% | 1.36% | -0.83% | 2.19% |
| WOR | 2012-09-27 | 2012-09-28 | 2012-10-12 | 1 | 13.51 | 13.51 | 0.00% | market | 6.38% | 124.00% | -2.99% | -0.83% | -2.15% |
| CALM | 2012-10-01 | 2012-10-02 | 2012-10-16 | 1 | 23.03 | 23.03 | 0.00% | market | 11.11% | 225.00% | -6.40% | 0.43% | -6.82% |
| MAR | 2012-10-03 | 2012-10-04 | 2012-10-18 | 1 | 39.88 | 39.88 | 0.00% | market | 10.00% | 203.60% | -2.58% | 0.12% | -2.71% |
| STZ | 2012-10-05 | 2012-10-08 | 2012-10-22 | 3 | 36.36 | 36.36 | 0.00% | market | 31.48% | 188.70% | -2.36% | -1.50% | -0.85% |
| COST | 2012-10-10 | 2012-10-11 | 2012-10-25 | 1 | 101.83 | 101.83 | 0.00% | market | 6.11% | 21.83% | -5.22% | -1.98% | -3.24% |
| PGR | 2012-10-10 | 2012-10-11 | 2012-10-25 | 1 | 22.20 | 22.20 | 0.00% | market | 7.69% | 387.37% | 1.66% | -1.98% | 3.63% |
| JPM | 2012-10-12 | 2012-10-15 | 2012-10-31 | 3 | 41.91 | 41.91 | 0.00% | market | 15.70% | 67.92% | -0.65% | -1.31% | 0.66% |
| C | 2012-10-15 | 2012-10-16 | 2012-11-01 | 1 | 36.41 | 36.41 | 0.00% | market | 10.42% | 69.56% | 4.13% | -1.33% | 5.46% |
| ICUI | 2012-10-15 | 2012-10-16 | 2012-11-01 | 1 | 60.68 | 60.68 | 0.00% | market | 20.59% | 164.23% | -1.98% | -1.33% | -0.65% |