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
BucketTradesAvg returnAvg abnormalWin rate
20062472.44%1.56%61.94%
20071045-0.38%0.32%47.75%
200810471.11%1.78%55.11%
200911201.63%0.91%53.21%
20101171-0.07%0.13%49.10%
20111065-1.11%0.21%44.88%
201210300.05%-0.18%49.61%
201310781.73%0.61%60.76%
201410790.95%-0.22%53.66%
201510850.36%0.44%52.07%
201610792.33%1.51%56.63%
201710390.70%0.07%50.91%
20189120.16%0.14%50.33%
2019767-0.11%-0.27%51.11%
20208741.25%0.33%50.92%
20219821.37%0.58%54.18%
20229641.90%2.14%56.12%
20239370.89%-0.01%51.76%
202410222.26%0.75%56.46%
20259591.05%0.76%52.03%
20266180.93%0.31%53.07%
Trades (page 15: 500 of 20,120)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.Curr. earn. vs next-Q est.ReturnBenchmarkAbnormal
CWST2013-03-042013-03-052013-03-1913.963.960.00%market50.00%155.66%6.72%0.62%6.10%
HLIO2013-03-042013-03-052013-03-19129.4329.430.00%market13.04%92.31%9.07%0.62%8.46%
SMP2013-03-042013-03-052013-03-19125.5025.500.00%market33.33%235.71%9.82%0.62%9.20%
ALG2013-03-062013-03-072013-03-21137.5937.590.00%market33.33%325.00%5.67%-0.22%5.89%
KWR2013-03-062013-03-072013-03-21159.7059.700.00%market38.16%6.67%4.17%-0.22%4.39%
MYRG2013-03-062013-03-072013-03-21124.1024.100.00%market9.52%23.04%3.63%-0.22%3.85%
CIEN2013-03-072013-03-082013-03-22117.7017.700.00%market192.31%147.92%-11.06%0.09%-11.15%
CPK2013-03-072013-03-082013-03-22132.5932.590.00%market17.24%133.46%0.64%0.09%0.55%
KR2013-03-072013-03-082013-03-22115.1315.130.00%market25.71%43.18%6.97%0.09%6.88%
MAIN2013-03-072013-03-082013-03-22133.2033.200.00%market14.29%11.07%-1.00%0.09%-1.09%
MED2013-03-072013-03-082013-03-22122.0122.010.00%market12.00%153.57%4.26%0.09%4.17%
WDAY2013-03-072013-03-082013-03-22160.2560.250.00%market23.81%352.01%3.62%0.09%3.53%
QCRH2013-03-102013-03-112013-03-25116.2416.240.00%market13.95%38.78%0.58%-0.24%0.82%
IPAR2013-03-122013-03-132013-03-27124.8024.800.00%market16.67%170.52%-1.95%0.28%-2.23%
ADUS2013-03-132013-03-142013-03-2819.759.750.00%market66.67%31.43%35.18%0.23%34.95%
AAON2013-03-142013-03-152013-04-0117.737.730.00%market50.00%322.22%4.95%0.13%4.82%
SUPN2013-03-142013-03-152013-04-0116.816.810.00%market30.14%137.25%-21.69%0.13%-21.81%
CAL2013-03-152013-03-182013-04-02317.3017.300.00%market75.00%150.69%-9.12%1.61%-10.72%
CCL2013-03-152013-03-182013-04-02333.9533.950.00%market239.41%450.69%0.70%1.61%-0.91%
HTH2013-03-152013-03-182013-04-02312.9712.970.00%market85.71%200.00%2.98%1.61%1.38%
AGM2013-03-182013-03-192013-04-03132.6932.690.00%market12.96%51.64%-7.72%-0.05%-7.67%
VCEL2013-03-182013-03-192013-04-03125.0025.000.00%market20.70%98.11%-36.90%-0.05%-36.85%
ADBE2013-03-192013-03-202013-04-04142.7042.700.00%market12.90%361.58%3.44%0.22%3.22%
AIR2013-03-192013-03-202013-04-04118.2718.270.00%market6.98%8.70%-4.48%0.22%-4.70%
GIS2013-03-202013-03-212013-04-05147.5547.550.00%market12.28%20.43%2.40%0.26%2.14%
LEN2013-03-202013-03-212013-04-05143.3043.300.00%market73.33%189.85%-9.25%0.26%-9.50%
MLKN2013-03-202013-03-212013-04-05125.3025.300.00%market14.29%86.60%0.22%0.26%-0.04%
KBH2013-03-212013-03-222013-04-08122.1222.120.00%market27.27%257.14%0.22%0.88%-0.66%
MU2013-03-212013-03-222013-04-0819.759.750.00%market15.79%1114.84%-3.79%0.88%-4.67%
NKE2013-03-212013-03-222013-04-08129.0029.000.00%market12.12%59.46%3.28%0.88%2.40%
WOR2013-03-212013-03-222013-04-08118.4318.430.00%market6.12%115.38%0.61%0.88%-0.27%
DG2013-03-252013-03-262013-04-10151.2351.230.00%market7.78%42.95%-2.03%1.98%-4.01%
PVH2013-03-272013-03-282013-04-121109.28109.280.00%market6.67%52.86%0.31%1.74%-1.42%
UNF2013-03-272013-03-282013-04-12190.6690.660.00%market17.70%39.10%1.61%1.74%-0.13%
WGO2013-03-282013-04-012013-04-15420.6420.640.00%market57.14%163.64%-15.56%-0.94%-14.62%
GBX2013-04-042013-04-052013-04-19120.5020.500.00%market21.62%55.56%9.66%0.99%8.66%
RPM2013-04-042013-04-052013-04-19129.9829.980.00%market16.67%1200.00%2.50%0.99%1.51%
WDFC2013-04-042013-04-052013-04-19154.9554.950.00%market17.86%43.94%-2.21%0.99%-3.20%
CUBI2013-04-102013-04-112013-04-25114.0114.010.00%market16.67%42.86%-5.70%-0.11%-5.59%
INFY2013-04-122013-04-152013-04-2935.335.330.00%market11.11%28.11%-4.42%0.82%-5.24%
JPM2013-04-122013-04-152013-04-29348.3948.390.00%market15.22%47.85%1.00%0.82%0.17%
C2013-04-152013-04-162013-04-30145.8845.880.00%market10.26%39.33%1.60%2.17%-0.57%
PNFP2013-04-152013-04-162013-04-30123.0023.000.00%market18.18%209.33%5.42%2.17%3.25%
BANF2013-04-162013-04-172013-05-01120.7520.750.00%market10.26%60.47%-3.28%1.27%-4.55%
CSX2013-04-162013-04-172013-05-0117.967.960.00%market15.38%108.83%0.65%1.27%-0.62%
GWW2013-04-162013-04-172013-05-011237.04237.040.00%market7.69%50.94%1.53%1.27%0.26%
URI2013-04-162013-04-172013-05-01150.9050.900.00%market13.73%421.85%-0.24%1.27%-1.51%
BNY2013-04-172013-04-182013-05-02127.2827.280.00%market9.62%149.68%2.32%2.82%-0.50%
CNS2013-04-172013-04-182013-05-02137.4737.470.00%market7.32%31.82%4.28%2.82%1.46%
EXPO2013-04-172013-04-182013-05-02112.7312.730.00%market27.27%154.29%3.20%2.82%0.38%
HBAN2013-04-172013-04-182013-05-0216.956.950.00%market6.25%86.35%2.35%2.82%-0.47%
HNI2013-04-172013-04-182013-05-02132.6032.600.00%market287.60%33.33%1.43%2.82%-1.39%
PIPR2013-04-172013-04-182013-05-0217.987.980.00%market20.00%230.00%4.66%2.82%1.84%
PNC2013-04-172013-04-182013-05-02165.2665.260.00%market13.38%46.57%2.84%2.82%0.02%
STLD2013-04-172013-04-182013-05-02114.2514.250.00%market10.00%259.11%3.34%2.82%0.52%
WTFC2013-04-172013-04-182013-05-02135.6035.600.00%market10.17%78.46%-0.49%2.82%-3.31%
ALGN2013-04-182013-04-192013-05-03129.5629.560.00%market13.04%225.08%10.18%4.45%5.74%
AMD2013-04-182013-04-192013-05-0312.442.440.00%market23.53%139.73%47.44%4.45%42.99%
AN2013-04-182013-04-192013-05-03143.6143.610.00%market6.25%34.14%4.53%4.45%0.09%
ASB2013-04-182013-04-192013-05-03113.9113.910.00%market8.00%87.42%2.49%4.45%-1.96%
CE2013-04-182013-04-192013-05-03148.1848.180.00%market44.30%109.94%1.73%4.45%-2.72%
CHE2013-04-182013-04-192013-05-03175.7575.750.00%market6.98%44.93%-10.33%4.45%-14.78%
CMG2013-04-182013-04-192013-05-0316.906.900.00%market10.11%20.52%6.42%4.45%1.98%
COF2013-04-182013-04-192013-05-03154.9754.970.00%market11.87%51.78%6.36%4.45%1.91%
FFIN2013-04-182013-04-192013-05-03111.5011.500.00%market7.14%46.67%7.55%4.45%3.11%
FITB2013-04-182013-04-192013-05-03116.0316.030.00%market17.95%24.24%6.57%4.45%2.13%
GOOGL2013-04-182013-04-192013-05-03119.2519.250.00%market7.41%82.81%9.82%4.45%5.38%
HOMB2013-04-182013-04-192013-05-0319.539.530.00%market6.67%150.00%5.36%4.45%0.91%
ISRG2013-04-182013-04-192013-05-03152.1152.110.00%market15.91%76.44%7.33%4.45%2.88%
KEY2013-04-182013-04-192013-05-0319.379.370.00%market10.00%88.38%6.94%4.45%2.50%
LSCC2013-04-182013-04-192013-05-0315.155.150.00%market42.86%195.24%-2.43%4.45%-6.88%
MS2013-04-182013-04-192013-05-03120.3720.370.00%market7.02%90.71%11.63%4.45%7.19%
MSFT2013-04-182013-04-192013-05-03129.6229.620.00%market5.88%72.94%12.97%4.45%8.52%
NOK2013-04-182013-04-192013-05-0313.093.090.00%market20.00%201.40%6.70%4.45%2.25%
NUE2013-04-182013-04-192013-05-03142.5442.540.00%market8.33%1082.15%5.49%4.45%1.05%
PEP2013-04-182013-04-192013-05-03182.0182.010.00%market8.45%12.99%0.90%4.45%-3.55%
POOL2013-04-182013-04-192013-05-03147.8747.870.00%market40.00%814.29%5.37%4.45%0.93%
RMBS2013-04-182013-04-192013-05-0316.466.460.00%market157.14%100.00%11.03%4.45%6.58%
SBSI2013-04-182013-04-192013-05-03117.7117.710.00%market35.48%61.90%5.49%4.45%1.04%
TSM2013-04-182013-04-192013-05-03118.6118.610.00%market23.81%4644.85%4.20%4.45%-0.25%
WAL2013-04-182013-04-192013-05-03113.6513.650.00%market19.05%288.00%5.10%4.45%0.65%
WSO2013-04-182013-04-192013-05-03180.4780.470.00%market18.18%124.53%6.31%4.45%1.87%
AMX2013-04-192013-04-222013-05-06320.2020.200.00%market36.59%902.52%6.93%3.85%3.08%
MAN2013-04-192013-04-222013-05-06353.9353.930.00%market40.00%115.70%-1.19%3.85%-5.05%
TEN2013-04-192013-04-222013-05-06318.5018.500.00%market5.88%383.33%-1.45%3.85%-5.30%
BCC2013-04-222013-04-232013-05-07132.3732.370.00%market146.15%62.50%-6.83%3.60%-10.43%
CB2013-04-222013-04-232013-05-07190.4790.470.00%market11.86%17.81%0.92%3.60%-2.68%
FIBK2013-04-222013-04-232013-05-07118.4418.440.00%market27.78%54.35%9.61%3.60%6.01%
ICUI2013-04-222013-04-232013-05-07161.1061.100.00%market31.82%273.56%-0.10%3.60%-3.70%
ILMN2013-04-222013-04-232013-05-07158.3158.310.00%market21.05%182.72%10.38%3.60%6.78%
LII2013-04-222013-04-232013-05-07162.4262.420.00%market22.22%342.56%0.89%3.60%-2.71%
NFLX2013-04-222013-04-232013-05-0713.083.080.00%market59.55%659.78%-4.32%3.60%-7.92%
NXPI2013-04-222013-04-232013-05-07126.4526.450.00%market46.94%115.54%7.80%3.60%4.20%
PKG2013-04-222013-04-232013-05-07144.1644.160.00%market10.71%215.39%11.06%3.60%7.46%
QCRH2013-04-222013-04-232013-05-07116.2016.200.00%market19.51%38.78%-4.36%3.60%-7.96%
SANM2013-04-222013-04-232013-05-07111.2411.240.00%market7.14%96.67%15.56%3.60%11.96%
TXN2013-04-222013-04-232013-05-07135.3235.320.00%market6.67%251.93%4.77%3.60%1.17%
ZION2013-04-222013-04-232013-05-07123.9623.960.00%market30.77%106.41%8.25%3.60%4.65%
ABCB2013-04-232013-04-242013-05-08113.9313.930.00%market5.26%265.00%11.82%3.49%8.33%
AMGN2013-04-232013-04-242013-05-081106.67106.670.00%market6.52%77.76%-1.60%3.49%-5.09%
AOS2013-04-232013-04-242013-05-08118.6518.650.00%market26.32%138.75%3.49%3.49%0.00%
CNC2013-04-232013-04-242013-05-08111.8111.810.00%market22.22%1129.45%3.07%3.49%-0.42%
ENTG2013-04-232013-04-242013-05-0819.599.590.00%market30.00%260.63%0.11%3.49%-3.38%
GNTX2013-04-232013-04-242013-05-08110.8810.880.00%market6.67%144.38%12.68%3.49%9.18%
KALU2013-04-232013-04-242013-05-08159.3859.380.00%market22.62%73.47%9.08%3.49%5.59%
LECO2013-04-232013-04-242013-05-08152.8652.860.00%market16.46%9.05%5.58%3.49%2.08%
LMT2013-04-232013-04-242013-05-08197.6397.630.00%market14.22%86.13%4.17%3.49%0.68%
MANH2013-04-232013-04-242013-05-08117.1917.190.00%market11.76%78.95%5.85%3.49%2.36%
MLI2013-04-232013-04-242013-05-0816.516.510.00%market10.00%168.18%0.98%3.49%-2.52%
RF2013-04-232013-04-242013-05-0818.028.020.00%market15.00%60.24%9.75%3.49%6.26%
RNST2013-04-232013-04-242013-05-08122.1622.160.00%market7.14%120.00%5.09%3.49%1.60%
SMCI2013-04-232013-04-242013-05-0811.001.000.00%market15.01%140.00%-2.10%3.49%-5.59%
TAL2013-04-232013-04-242013-05-0811.581.580.00%market15.81%441.05%-3.90%3.49%-7.39%
TECK2013-04-232013-04-242013-05-08125.2825.280.00%market51.35%70.33%15.56%3.49%12.07%
TRV2013-04-232013-04-242013-05-08186.3686.360.00%market14.36%17.92%0.97%3.49%-2.53%
UMBF2013-04-232013-04-242013-05-08149.2449.240.00%market35.94%152.77%3.07%3.49%-0.42%
USNA2013-04-232013-04-242013-05-08124.8524.850.00%market10.34%45.31%12.90%3.49%9.41%
YUM2013-04-232013-04-242013-05-08149.1849.180.00%market16.67%15.62%1.63%3.49%-1.86%
ABG2013-04-242013-04-252013-05-09139.6039.600.00%market14.93%150.01%5.35%2.87%2.49%
ALGT2013-04-242013-04-252013-05-09192.6792.670.00%market11.49%57.58%-1.44%2.87%-4.31%
BA2013-04-242013-04-252013-05-09191.3591.350.00%market16.89%84.40%3.47%2.87%0.60%
BYD2013-04-242013-04-252013-05-09110.8910.890.00%market114.29%4031.90%20.29%2.87%17.42%
CAKE2013-04-242013-04-252013-05-09139.8839.880.00%market11.90%27.38%-0.05%2.87%-2.92%
CCI2013-04-242013-04-252013-05-09175.2675.260.00%market57.04%709.72%4.90%2.87%2.03%
CDNS2013-04-242013-04-252013-05-09112.8612.860.00%market10.53%133.93%7.21%2.87%4.34%
CSGP2013-04-242013-04-252013-05-09110.9610.960.00%market7.81%387.78%2.18%2.87%-0.69%
CVLG2013-04-242013-04-252013-05-0912.812.810.00%market7.14%269.23%-11.13%2.87%-14.00%
EDU2013-04-242013-04-252013-05-09118.9018.900.00%market50.00%605.41%-1.16%2.87%-4.03%
EFOR2013-04-242013-04-252013-05-09125.9425.940.00%market100.00%268.89%-2.57%2.87%-5.43%
ELV2013-04-242013-04-252013-05-09173.6573.650.00%market23.53%98.66%2.26%2.87%-0.60%
GD2013-04-242013-04-252013-05-09171.5671.560.00%market8.00%49.25%5.06%2.87%2.19%
GGG2013-04-242013-04-252013-05-09119.3319.330.00%market16.67%76.43%6.57%2.87%3.71%
GLW2013-04-242013-04-252013-05-09113.9213.920.00%market25.00%31.54%8.09%2.87%5.22%
LAD2013-04-242013-04-252013-05-09147.6847.680.00%market18.31%157.36%5.63%2.87%2.76%
LRCX2013-04-242013-04-252013-05-0914.404.400.00%market20.08%652.03%7.17%2.87%4.31%
MKSI2013-04-242013-04-252013-05-09126.1826.180.00%market110.02%1447.86%4.83%2.87%1.96%
MKTX2013-04-242013-04-252013-05-09141.6341.630.00%market10.81%234.96%5.06%2.87%2.20%
MORN2013-04-242013-04-252013-05-09163.9763.970.00%market8.62%46.03%4.56%2.87%1.69%
MTH2013-04-242013-04-252013-05-09124.5224.520.00%market30.77%275.06%4.30%2.87%1.44%
ALV2013-04-262013-04-292013-05-13354.1854.180.00%market7.32%46.97%4.96%3.07%1.89%
CPF2013-04-262013-04-292013-05-13316.7016.700.00%market95.24%7.32%2.77%3.07%-0.30%
ACGL2013-04-292013-04-302013-05-14117.8217.820.00%market21.88%413.09%1.81%3.74%-1.93%
ADC2013-04-292013-04-302013-05-14130.3930.390.00%market17.14%9.76%3.85%3.74%0.11%
AJG2013-04-302013-05-012013-05-15143.7543.750.00%market41.67%374.07%4.08%4.26%-0.18%
AMG2013-04-302013-05-012013-05-151154.95154.950.00%market12.38%70.04%6.63%4.26%2.37%
BOKF2013-04-302013-05-012013-05-15162.5262.520.00%market8.47%11.72%4.09%4.26%-0.17%
CACC2013-04-302013-05-012013-05-151101.10101.100.00%market7.36%150.40%6.60%4.26%2.33%
ARI2013-05-012013-05-022013-05-16117.5417.540.00%market18.18%20.51%2.69%4.20%-1.50%
AVNT2013-05-012013-05-022013-05-16122.3722.370.00%market19.23%100.00%11.25%4.20%7.06%
BELFB2013-05-012013-05-022013-05-16114.2514.250.00%market60.00%850.00%6.22%4.20%2.02%
BLKB2013-05-012013-05-022013-05-16130.5130.510.00%market30.00%107.69%0.49%4.20%-3.71%
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BDC2013-05-022013-05-032013-05-17150.1650.160.00%market6.33%7.94%9.67%3.60%6.07%
BKH2013-05-022013-05-032013-05-17147.8347.830.00%market16.00%90.97%3.96%3.60%0.36%
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CAH2013-05-022013-05-032013-05-17146.3946.390.00%market7.37%11.12%2.92%3.60%-0.68%
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CHD2013-05-022013-05-032013-05-17132.2532.250.00%market5.56%73.77%-0.66%3.60%-4.26%
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CPK2013-05-022013-05-032013-05-17135.1035.100.00%market14.44%54.13%2.66%3.60%-0.94%
DIN2013-05-022013-05-032013-05-17171.6271.620.00%market14.00%60.09%-0.97%3.60%-4.57%
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FBIN2013-05-022013-05-032013-05-17133.9433.940.00%market50.00%107.46%9.53%3.60%5.94%
GNRC2013-05-022013-05-032013-05-17134.0834.080.00%market23.47%54.03%-3.90%3.60%-7.50%
GPI2013-05-022013-05-032013-05-17163.1263.120.00%market12.62%58.97%0.80%3.60%-2.80%
GTN2013-05-022013-05-032013-05-1716.756.750.00%market300.00%400.00%-11.06%3.60%-14.66%
HTGC2013-05-022013-05-032013-05-17113.4013.400.00%market8.00%15.56%-0.62%3.60%-4.22%
IDA2013-05-022013-05-032013-05-17148.5348.530.00%market21.82%20.40%2.21%3.60%-1.39%
INCY2013-05-022013-05-032013-05-17121.9621.960.00%market7.69%320.23%4.82%3.60%1.22%
INGR2013-05-022013-05-032013-05-17171.1471.140.00%market6.02%16.19%1.70%3.60%-1.90%
ITT2013-05-022013-05-032013-05-17128.1128.110.00%market9.30%46.81%9.29%3.60%5.69%
KMPR2013-05-022013-05-032013-05-17132.0032.000.00%market35.85%88.94%5.87%3.60%2.27%
MCHP2013-05-022013-05-032013-05-17118.8618.860.00%market13.04%166.15%-1.80%3.60%-5.40%
MGM2013-05-022013-05-032013-05-17114.6614.660.00%market130.00%618.47%4.54%3.60%0.94%
MRSH2013-05-022013-05-032013-05-17138.7438.740.00%market5.80%134.02%5.97%3.60%2.37%
ABR2013-05-032013-05-062013-05-2037.587.580.00%market137.50%15.79%-4.85%3.37%-8.22%
BRK-A2013-05-032013-05-062013-05-203166,800.00166,800.000.00%market15.36%31.04%1.34%3.37%-2.03%
BRK-B2013-05-032013-05-062013-05-203110.95110.950.00%market23.39%30.72%1.75%3.37%-1.62%
ATRO2013-05-062013-05-072013-05-2119.649.640.00%market20.51%23.40%4.36%3.11%1.25%
EOG2013-05-062013-05-072013-05-21166.8966.890.00%market52.54%11.13%0.27%3.11%-2.83%
FSS2013-05-062013-05-072013-05-2117.967.960.00%market20.00%115.00%11.96%3.11%8.85%
NCLH2013-05-062013-05-072013-05-21131.9031.900.00%market92.86%1075.83%0.21%3.11%-2.90%
NHI2013-05-062013-05-072013-05-21169.0069.000.00%market6.06%31.14%4.68%3.11%1.57%
NOAH2013-05-062013-05-072013-05-2118.008.000.00%market90.00%550.58%62.40%3.11%59.29%
OTTR2013-05-062013-05-072013-05-21131.0031.000.00%market20.59%68.29%-4.87%3.11%-7.98%
QLYS2013-05-062013-05-072013-05-21111.0011.000.00%market200.30%4085.70%23.63%3.11%20.52%
WLK2013-05-062013-05-072013-05-21145.0345.030.00%market48.39%32.69%4.07%3.11%0.97%
AER2013-05-072013-05-082013-05-22116.4516.450.00%market11.11%136.67%-0.71%2.16%-2.87%
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CHTR2013-05-072013-05-082013-05-221108.76108.760.00%market41.77%173.91%3.74%2.16%1.58%
DKL2013-05-072013-05-082013-05-22133.3533.350.00%market31.58%20.90%5.66%2.16%3.50%
ENPH2013-05-072013-05-082013-05-2217.917.910.00%market16.00%295.52%6.47%2.16%4.31%
EXEL2013-05-072013-05-082013-05-2214.674.670.00%market11.11%191.67%-2.03%2.16%-4.19%
IFF2013-05-072013-05-082013-05-22179.4579.450.00%market5.31%27.42%2.40%2.16%0.24%
JAZZ2013-05-072013-05-082013-05-22155.9055.900.00%market5.38%88.32%9.97%2.16%7.81%
LOPE2013-05-072013-05-082013-05-22127.8127.810.00%market10.26%193.02%18.02%2.16%15.86%
ORA2013-05-072013-05-082013-05-22122.5022.500.00%market761.78%56.26%0.74%2.16%-1.42%
AFG2013-05-082013-05-092013-05-23148.9748.970.00%market10.84%137.84%-0.96%1.34%-2.29%
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EIG2013-05-082013-05-092013-05-23124.2824.280.00%market22.22%118.18%1.79%1.34%0.46%
ENB2013-05-082013-05-092013-05-23147.4747.470.00%market13.21%21.62%-1.62%1.34%-2.95%
EVRG2013-05-082013-05-092013-05-23134.2234.220.00%market29.03%20.42%-4.34%1.34%-5.67%
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LGND2013-05-082013-05-092013-05-23116.9716.970.00%market25.00%586.67%2.67%1.34%1.33%
MED2013-05-082013-05-092013-05-23127.7027.700.00%market26.47%65.12%2.14%1.34%0.80%
MIDD2013-05-082013-05-092013-05-23141.0341.030.00%market27.91%220.39%7.26%1.34%5.93%
SKYW2013-05-082013-05-092013-05-23114.3314.330.00%market713.01%1050.00%1.16%1.34%-0.18%
SSTK2013-05-082013-05-092013-05-23149.0049.000.00%market12.50%111.11%-8.59%1.34%-9.93%
TCOM2013-05-082013-05-092013-05-23113.7513.750.00%market778.48%1839.06%15.10%1.34%13.76%
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TSLA2013-05-082013-05-092013-05-2314.674.670.00%market171.00%2450.30%32.23%1.34%30.90%
VCEL2013-05-082013-05-092013-05-23111.4011.400.00%market21.05%97.73%-1.85%1.34%-3.19%
BCE2013-05-092013-05-102013-05-24147.2547.250.00%market8.45%9.09%-1.86%1.42%-3.28%
BFAM2013-05-092013-05-102013-05-24134.2834.280.00%market13.64%215.09%0.75%1.42%-0.68%
BKNG2013-05-092013-05-102013-05-24129.6829.680.00%market9.30%4789.22%7.85%1.42%6.43%
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CRI2013-05-092013-05-102013-05-24167.0567.050.00%market14.49%10.13%4.60%1.42%3.17%
DIOD2013-05-092013-05-102013-05-24123.2723.270.00%market166.67%275.00%-0.01%1.42%-1.44%
ECPG2013-05-092013-05-102013-05-24131.0031.000.00%market8.86%27.91%9.58%1.42%8.15%
GSAT2013-05-092013-05-102013-05-2415.105.100.00%market28.57%96.81%39.70%1.42%38.28%
IBOC2013-05-092013-05-102013-05-24120.4020.400.00%market13.51%16.67%5.10%1.42%3.67%
NGVC2013-05-092013-05-102013-05-24125.4825.480.00%market7.69%35.71%12.66%1.42%11.23%
SRI2013-05-092013-05-102013-05-2418.908.900.00%market50.00%166.67%20.80%1.42%19.38%
SRPT2013-05-092013-05-102013-05-24132.8232.820.00%market25.45%56.10%15.13%1.42%13.71%
TSEM2013-05-092013-05-102013-05-2416.466.460.00%market268.75%7.97%-3.35%1.42%-4.77%
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MGA2013-05-102013-05-132013-05-28332.4232.420.00%market11.11%113.44%0.73%1.90%-1.17%
CYD2013-05-132013-05-142013-05-29116.3716.370.00%market29.82%399.18%0.94%0.95%-0.01%
PLUG2013-05-142013-05-152013-05-3010.240.240.00%market12.50%39.81%54.81%0.53%54.29%
VIPS2013-05-142013-05-152013-05-3013.743.740.00%market240.14%36662.85%-20.42%0.53%-20.95%
NTES2013-05-152013-05-162013-05-31112.2012.200.00%market8.33%1197.32%4.74%-1.41%6.14%
RAMP2013-05-152013-05-162013-05-31120.4920.490.00%market18.75%100.00%7.22%-1.41%8.63%
UGI2013-05-152013-05-162013-05-31127.0927.090.00%market5.21%71.05%-6.12%-1.41%-4.71%
UGP2013-05-152013-05-162013-05-31113.4613.460.00%market9.09%79.22%-6.34%-1.41%-4.94%
AMAT2013-05-162013-05-172013-06-03114.5614.560.00%market23.08%471.13%5.88%-0.96%6.84%
CIG2013-05-162013-05-172013-06-0316.416.410.00%market111.11%155.79%-2.13%-0.96%-1.16%
IMOS2013-05-162013-05-172013-06-03117.0917.090.00%market225.00%1141.61%6.69%-0.96%7.65%
RYAAY2013-05-202013-05-212013-06-05119.4919.490.00%market20.00%1437.48%3.70%-3.48%7.17%
URBN2013-05-202013-05-212013-06-05143.6543.650.00%market10.34%100.00%-4.87%-3.48%-1.39%
BBY2013-05-212013-05-222013-06-06125.6425.640.00%market28.00%171.18%7.86%-2.75%10.61%
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MDT2013-05-212013-05-222013-06-06151.9851.980.00%market6.80%7.46%-1.06%-2.75%1.69%
AEO2013-05-222013-05-232013-06-07120.2020.200.00%market5.88%16.59%-1.59%0.39%-1.98%
BAH2013-05-222013-05-232013-06-07118.3718.370.00%market8.11%82.89%-2.11%0.39%-2.50%
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WDAY2013-05-222013-05-232013-06-07165.8365.830.00%market16.67%368.81%-0.66%0.39%-1.05%
HASI2013-05-232013-05-242013-06-10112.0512.050.00%market727.40%543.88%-6.32%0.20%-6.52%
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GWRE2013-05-282013-05-292013-06-12143.4043.400.00%market60.00%1625.00%-7.70%-2.22%-5.49%
AVGO2013-05-292013-05-302013-06-1313.623.620.00%market20.00%770.37%2.39%-0.69%3.08%
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CPRI2013-05-292013-05-302013-06-13164.5464.540.00%market28.21%16.00%-7.91%-0.69%-7.22%
CRVL2013-05-302013-05-312013-06-1418.468.460.00%market300.00%241.67%13.73%-1.32%15.05%
FRO2013-05-302013-05-312013-06-1419.609.600.00%market62.03%138.33%-2.70%-1.32%-1.38%
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PANW2013-05-302013-05-312013-06-1417.937.930.00%market14.94%1620.70%-9.43%-1.32%-8.11%
GCO2013-05-312013-06-032013-06-17367.5167.510.00%market10.59%115.96%3.60%0.37%3.23%
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CIEN2013-06-062013-06-072013-06-21119.1219.120.00%market309.00%1387.50%3.40%-2.92%6.32%
COO2013-06-062013-06-072013-06-21129.1529.150.00%market11.76%64.56%1.62%-2.92%4.53%
SJM2013-06-062013-06-072013-06-21198.9898.980.00%market11.21%35.15%1.65%-2.92%4.57%
THO2013-06-062013-06-072013-06-21143.2543.250.00%market10.23%146.39%7.65%-2.92%10.56%
JKS2013-06-072013-06-102013-06-2439.179.170.00%market66.27%152.48%-18.97%-4.99%-13.98%
LULU2013-06-102013-06-112013-06-25170.0070.000.00%market6.67%119.85%-10.80%-2.90%-7.90%
OXM2013-06-112013-06-122013-06-26165.5065.500.00%market5.13%47.97%-7.69%-2.48%-5.20%
FIVE2013-06-122013-06-132013-06-27136.4036.400.00%market36.35%589.90%-0.07%-0.36%0.29%
PVH2013-06-122013-06-132013-06-271121.48121.480.00%market39.42%28.05%2.81%-0.36%3.16%
CASY2013-06-132013-06-142013-06-28162.2662.260.00%market6.45%22.73%-3.47%-2.20%-1.27%
RH2013-06-132013-06-142013-06-28167.1767.170.00%market58.81%2457.35%11.56%-2.20%13.76%
ADBE2013-06-182013-06-192013-07-03146.4346.430.00%market9.09%348.76%-0.12%-2.61%2.49%
LZB2013-06-182013-06-192013-07-03119.5019.500.00%market7.14%86.67%5.54%-2.61%8.15%
FDX2013-06-192013-06-202013-07-05178.7978.790.00%market8.67%26.58%1.04%0.72%0.33%
MU2013-06-192013-06-202013-07-05113.4813.480.00%market72.34%3959.38%6.06%0.72%5.34%
MEI2013-06-202013-06-212013-07-08115.0315.030.00%market60.00%108.33%20.19%2.70%17.49%
KMX2013-06-212013-06-242013-07-09344.0044.000.00%market10.34%132.48%10.51%4.90%5.61%
AVAV2013-06-252013-06-262013-07-11120.4520.450.00%market55.56%1005.55%2.54%4.74%-2.19%
CCL2013-06-252013-06-262013-07-11134.8834.880.00%market50.00%389.50%3.20%4.74%-1.54%
LEN2013-06-252013-06-262013-07-11135.6535.650.00%market30.30%75.26%4.92%4.74%0.19%
CWST2013-06-262013-06-272013-07-1214.084.080.00%market8.33%120.24%11.91%3.98%7.93%
MLKN2013-06-262013-06-272013-07-12126.5026.500.00%market19.44%38.87%8.05%3.98%4.07%
PRGS2013-06-262013-06-272013-07-12123.7623.760.00%market17.39%74.07%5.79%3.98%1.81%
KBH2013-06-272013-06-282013-07-15119.7219.720.00%market33.33%728.55%-3.90%4.68%-8.58%
AYI2013-07-022013-07-032013-07-18181.5981.590.00%market7.78%102.06%8.16%5.23%2.93%
HWM2013-07-082013-07-092013-07-23116.7416.740.00%market10.53%41.23%1.78%2.52%-0.74%
WDFC2013-07-082013-07-092013-07-23162.6662.660.00%market17.86%43.94%-7.60%2.52%-10.12%
MSM2013-07-102013-07-112013-07-25180.8080.800.00%market8.25%24.76%-1.08%1.09%-2.17%
JPM2013-07-122013-07-152013-07-29355.4955.490.00%market10.34%46.93%0.26%0.37%-0.11%
WFC2013-07-122013-07-152013-07-29342.9842.980.00%market5.38%14.06%0.53%0.37%0.16%
BRO2013-07-152013-07-162013-07-30117.2017.200.00%market5.88%103.56%-4.17%0.20%-4.37%
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CUBI2013-07-152013-07-162013-07-30116.0316.030.00%market12.90%42.86%-5.89%0.20%-6.08%
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JNJ2013-07-162013-07-172013-07-31190.5890.580.00%market6.47%37.84%3.12%0.33%2.80%
PKG2013-07-162013-07-172013-07-31153.1453.140.00%market12.70%175.41%1.12%0.33%0.80%
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WTFC2013-07-162013-07-172013-07-31141.0041.000.00%market13.11%68.12%-0.32%0.33%-0.65%
BAC2013-07-172013-07-182013-08-01114.4014.400.00%market28.00%104.79%3.72%1.40%2.32%
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CVBF2013-07-172013-07-182013-08-01112.7412.740.00%market9.52%21.74%6.26%1.40%4.86%
HDB2013-07-172013-07-182013-08-0119.129.120.00%market11.11%26689.52%-7.67%1.40%-9.06%
PLXS2013-07-172013-07-182013-08-01131.6431.640.00%market17.24%30.88%11.82%1.40%10.42%
RLI2013-07-172013-07-182013-08-01120.6920.690.00%market6.67%86.85%0.82%1.40%-0.58%
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SWX2013-08-072013-08-082013-08-22150.1550.150.00%market85.71%1114.67%-5.01%-2.31%-2.70%
UHAL2013-08-072013-08-082013-08-22117.6017.600.00%market20.83%1208.62%-2.92%-2.31%-0.62%
VCEL2013-08-072013-08-082013-08-22110.6010.600.00%market21.43%96.91%-43.50%-2.31%-41.19%
VOYA2013-08-072013-08-082013-08-22131.6431.640.00%market14.52%23.38%-4.11%-2.31%-1.81%
ZD2013-08-072013-08-082013-08-22141.7441.740.00%market5.06%39.50%4.55%-2.31%6.85%
AGM2013-08-082013-08-092013-08-23131.3431.340.00%market38.32%25.00%13.65%-1.75%15.40%
BFAM2013-08-082013-08-092013-08-23137.0137.010.00%market9.37%125.07%-0.69%-1.75%1.05%
CORT2013-08-082013-08-092013-08-2311.761.760.00%market9.09%280.00%-11.46%-1.75%-9.72%
GGAL2013-08-082013-08-092013-08-2315.725.720.00%market7.69%2551.23%22.10%-1.75%23.85%
HASI2013-08-082013-08-092013-08-23111.5011.500.00%market16.67%477.10%6.33%-1.75%8.08%
KTOS2013-08-082013-08-092013-08-2316.686.680.00%market20.00%93.79%13.52%-1.75%15.27%
MIDD2013-08-082013-08-092013-08-23149.8149.810.00%market13.56%163.01%2.45%-1.75%4.20%
NFG2013-08-082013-08-092013-08-23166.1266.120.00%market6.15%42.03%0.94%-1.75%2.69%
PEGA2013-08-082013-08-092013-08-2319.409.400.00%market22.22%5.45%-0.31%-1.75%1.43%
PLUG2013-08-082013-08-092013-08-2310.420.420.00%market9.09%15.73%5.55%-1.75%7.29%
SF2013-08-082013-08-092013-08-23116.8916.890.00%market5.26%129.00%5.35%-1.75%7.09%
SRPT2013-08-082013-08-092013-08-23136.6436.640.00%market16.67%70.00%-8.26%-1.75%-6.51%
UI2013-08-082013-08-092013-08-23128.0028.000.00%market22.22%142.42%13.29%-1.75%15.04%
FSS2013-08-092013-08-122013-08-26310.3110.310.00%market64.29%12.17%13.67%-1.46%15.13%
MGA2013-08-092013-08-122013-08-26339.8939.890.00%market8.54%91.86%0.85%-1.46%2.31%
NRG2013-08-092013-08-122013-08-26326.0126.010.00%market72.73%137.12%-0.41%-1.46%1.05%
BLFS2013-08-122013-08-132013-08-2717.147.140.00%market59.68%153.14%35.19%-3.59%38.78%