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 16: 500 of 20,120)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.Curr. earn. vs next-Q est.ReturnBenchmarkAbnormal
FN2013-08-122013-08-132013-08-27116.1116.110.00%market20.69%100.00%-6.31%-3.59%-2.72%
JHX2013-08-122013-08-132013-08-2719.099.090.00%market9.09%67.24%-5.31%-3.59%-1.72%
JKHY2013-08-132013-08-142013-08-28152.4052.400.00%market7.84%41.82%-5.02%-3.32%-1.71%
PTCT2013-08-132013-08-142013-08-28115.1815.180.00%market82.91%34.43%9.39%-3.32%12.70%
SBS2013-08-132013-08-142013-08-2811.911.910.00%market29.41%11.01%-11.09%-3.32%-7.78%
SUPN2013-08-132013-08-142013-08-2816.366.360.00%market14.93%133.33%5.56%-3.32%8.88%
A2013-08-142013-08-152013-08-29134.0334.030.00%market9.68%7.21%-1.75%-1.94%0.19%
DDS2013-08-142013-08-152013-08-29183.7483.740.00%market6.76%143.04%-9.25%-1.94%-7.31%
NTAP2013-08-142013-08-152013-08-29140.3940.390.00%market8.16%16.40%2.90%-1.94%4.83%
NTES2013-08-142013-08-152013-08-29112.6512.650.00%market8.00%1149.27%18.16%-1.94%20.10%
VIPS2013-08-142013-08-152013-08-2914.014.010.00%market7.12%36662.85%0.90%-1.94%2.83%
EL2013-08-152013-08-162013-08-30167.1767.170.00%market33.33%267.86%-2.79%-1.45%-1.34%
HTHT2013-08-152013-08-162013-08-3014.804.800.00%market40.00%1054.09%-0.31%-1.45%1.14%
IMOS2013-08-152013-08-162013-08-30116.8616.860.00%market28.21%1191.27%-2.77%-1.45%-1.32%
LITB2013-08-192013-08-202013-09-04169.4869.480.00%market66.67%30.00%-14.52%0.43%-14.95%
URBN2013-08-192013-08-202013-09-04143.9143.910.00%market6.25%25.49%-4.86%0.43%-5.29%
ADI2013-08-202013-08-212013-09-05146.6546.650.00%market5.56%75.27%1.27%0.51%0.76%
BBY2013-08-202013-08-212013-09-05134.6634.660.00%market166.67%171.18%8.07%0.51%7.56%
LZB2013-08-202013-08-212013-09-05121.2321.230.00%market20.00%211.11%1.83%0.51%1.32%
LOW2013-08-212013-08-222013-09-06145.9745.970.00%market11.39%51.24%-0.90%0.69%-1.60%
NOAH2013-08-212013-08-222013-09-06118.3018.300.00%market16.00%326.24%-19.44%0.69%-20.14%
TOL2013-08-212013-08-222013-09-06131.7131.710.00%market40.74%60.76%-4.11%0.69%-4.80%
GME2013-08-222013-08-232013-09-09113.1513.150.00%market111.19%300.00%-4.81%0.65%-5.46%
TTC2013-08-222013-08-232013-09-09126.2426.240.00%market21.43%47.06%2.72%0.65%2.07%
KNOP2013-08-262013-08-272013-09-11124.2624.260.00%market119.05%13.04%-0.14%3.07%-3.21%
AVGO2013-08-272013-08-282013-09-1213.893.890.00%market16.67%646.03%0.16%3.49%-3.33%
BMO2013-08-272013-08-282013-09-12162.8962.890.00%market9.80%33.86%2.48%3.49%-1.01%
CAL2013-08-272013-08-282013-09-12122.4022.400.00%market50.00%6.35%-0.01%3.49%-3.50%
DCI2013-08-272013-08-282013-09-12135.9135.910.00%market6.67%10.42%6.47%3.49%2.99%
HEI2013-08-272013-08-282013-09-12124.9924.990.00%market15.79%112.27%5.38%3.49%1.90%
WDAY2013-08-272013-08-282013-09-12176.4276.420.00%market27.78%410.17%-0.10%3.49%-3.59%
CWST2013-08-282013-08-292013-09-1315.205.200.00%market83.33%545.31%7.98%3.53%4.44%
FRO2013-08-282013-08-292013-09-13112.8012.800.00%market27.42%125.56%2.24%3.53%-1.29%
SFL2013-08-282013-08-292013-09-13115.7515.750.00%market16.00%10.34%-3.91%3.53%-7.44%
CM2013-08-292013-08-302013-09-16139.1439.140.00%market6.86%41.50%1.08%3.53%-2.45%
CRM2013-08-292013-08-302013-09-16147.6747.670.00%market12.50%578.84%4.05%3.53%0.53%
MEI2013-08-292013-08-302013-09-16124.0624.060.00%market71.43%38.89%4.89%3.53%1.36%
RY2013-08-292013-08-302013-09-16162.0762.070.00%market5.80%50.09%2.75%3.53%-0.77%
TD2013-08-292013-08-302013-09-16142.7942.790.00%market7.79%107.33%2.63%3.53%-0.89%
GWRE2013-09-032013-09-042013-09-18143.8543.850.00%market78.57%176.00%10.41%5.24%5.17%
CIEN2013-09-042013-09-052013-09-19123.5923.590.00%market35.29%29.35%9.19%4.17%5.02%
NX2013-09-042013-09-052013-09-19117.6217.620.00%market18.18%61.54%9.66%4.17%5.50%
KFY2013-09-052013-09-062013-09-20119.9419.940.00%market10.00%130.30%7.32%2.53%4.79%
KNOP2013-09-052013-09-062013-09-20124.1224.120.00%market113.33%62.50%3.55%2.53%1.02%
FIVE2013-09-092013-09-102013-09-24146.5846.580.00%market22.22%213.59%-5.27%0.53%-5.80%
RH2013-09-102013-09-112013-09-25173.6273.620.00%market16.67%213.14%-11.46%0.24%-11.69%
LULU2013-09-122013-09-132013-09-27166.7466.740.00%market11.43%80.39%7.81%-0.13%7.94%
UNFI2013-09-122013-09-132013-09-27164.5064.500.00%market8.33%44.62%3.51%-0.13%3.64%
MLKN2013-09-182013-09-192013-10-03126.6226.620.00%market13.16%38.87%7.19%-3.40%10.59%
ORCL2013-09-182013-09-192013-10-03133.6433.640.00%market5.36%45.90%-1.29%-3.40%2.11%
KMX2013-09-242013-09-252013-10-09151.0651.060.00%market8.77%139.98%-9.48%-2.38%-7.10%
LEN2013-09-242013-09-252013-10-09136.3036.300.00%market20.00%39.56%-8.14%-2.38%-5.76%
PRGS2013-09-252013-09-262013-10-10126.9526.950.00%market8.00%74.07%-3.88%-0.09%-3.80%
SNX2013-09-252013-09-262013-10-10131.4531.450.00%market30.53%10.57%-4.07%-0.09%-3.99%
NKE2013-09-262013-09-272013-10-11137.4137.410.00%market10.26%37.21%-1.92%0.84%-2.76%
THO2013-09-262013-09-272013-10-11156.9856.980.00%market12.63%123.36%0.95%0.84%0.11%
GPN2013-10-012013-10-022013-10-16127.1327.130.00%market6.38%205.63%3.81%2.21%1.60%
STZ2013-10-032013-10-042013-10-18160.1560.150.00%market7.87%113.52%6.85%3.96%2.89%
MG2013-10-082013-10-092013-10-23119.3619.360.00%market25.00%13.33%-0.90%5.29%-6.19%
RPM2013-10-092013-10-102013-10-24137.0237.020.00%market8.45%18.18%3.11%4.70%-1.58%
VAC2013-10-102013-10-112013-10-25147.0847.080.00%market84.62%127.23%6.36%4.17%2.19%
JPM2013-10-112013-10-142013-10-28351.9451.940.00%market11.81%65.55%1.32%4.15%-2.82%
WTFC2013-10-142013-10-152013-10-29142.0842.080.00%market10.94%63.38%4.91%3.91%1.01%
CSX2013-10-152013-10-162013-10-3018.748.740.00%market7.14%108.83%-0.21%3.26%-3.48%
INTC2013-10-152013-10-162013-10-30123.2623.260.00%market9.43%97.58%5.23%3.26%1.97%
SCHW2013-10-152013-10-162013-10-30123.2823.280.00%market10.00%184.05%-1.90%3.26%-5.17%
ABT2013-10-162013-10-172013-10-31135.8935.890.00%market7.84%11.37%1.74%2.58%-0.84%
BAC2013-10-162013-10-172013-10-31114.4514.450.00%market11.11%227.67%-3.42%2.58%-6.00%
BMI2013-10-162013-10-172013-10-31124.4624.460.00%market6.67%18.13%6.24%2.58%3.66%
EXPO2013-10-162013-10-172013-10-31118.1518.150.00%market33.33%78.00%4.03%2.58%1.45%
KEY2013-10-162013-10-172013-10-31112.2812.280.00%market13.64%65.77%2.02%2.58%-0.56%
MTG2013-10-162013-10-172013-10-3118.288.280.00%market130.77%885.40%-1.79%2.58%-4.37%
PIPR2013-10-162013-10-172013-10-3119.039.030.00%market18.75%247.37%-0.76%2.58%-3.34%
PNC2013-10-162013-10-172013-10-31173.5873.580.00%market10.49%45.75%-0.17%2.58%-2.75%
RLI2013-10-162013-10-172013-10-31122.6322.630.00%market45.83%70.83%4.27%2.58%1.70%
UFPI2013-10-162013-10-172013-10-31114.4814.480.00%market33.33%106.25%21.72%2.58%19.14%
ALGN2013-10-172013-10-182013-11-01153.2053.200.00%market40.00%101.24%6.57%1.35%5.22%
AMD2013-10-172013-10-182013-11-0113.563.560.00%market86.57%29.11%-7.12%1.35%-8.47%
CVLG2013-10-172013-10-182013-11-0113.203.200.00%market44.44%69.23%0.53%1.35%-0.83%
GS2013-10-172013-10-182013-11-011158.84158.840.00%market18.52%7.85%1.92%1.35%0.57%
HBAN2013-10-172013-10-182013-11-0118.948.940.00%market5.88%75.99%-1.11%1.35%-2.46%
HOMB2013-10-172013-10-182013-11-01116.6316.630.00%market6.25%135.29%2.25%1.35%0.89%
INDB2013-10-172013-10-182013-11-01139.7339.730.00%market5.00%74.60%-11.55%1.35%-12.90%
ISRG2013-10-172013-10-182013-11-01141.1441.140.00%market15.79%104.51%0.39%1.35%-0.97%
LVS2013-10-172013-10-182013-11-01171.8571.850.00%market7.89%5.56%-2.84%1.35%-4.19%
NUE2013-10-172013-10-182013-11-01150.9950.990.00%market25.64%527.27%3.35%1.35%2.00%
RMBS2013-10-172013-10-182013-11-0119.749.740.00%market199.94%46.67%-10.47%1.35%-11.82%
SFNC2013-10-172013-10-182013-11-01116.2816.280.00%market9.52%113.04%0.39%1.35%-0.96%
WDFC2013-10-172013-10-182013-11-01170.2670.260.00%market17.78%79.25%2.03%1.35%0.68%
WGO2013-10-172013-10-182013-11-01129.2029.200.00%market35.71%52.63%0.48%1.35%-0.87%
MS2013-10-182013-10-212013-11-04329.5429.540.00%market25.00%132.66%-0.78%1.36%-2.14%
PH2013-10-182013-10-212013-11-043113.48113.480.00%market9.52%37.89%2.39%1.36%1.03%
AOS2013-10-212013-10-222013-11-05125.4025.400.00%market22.73%112.22%3.36%0.78%2.59%
BCC2013-10-212013-10-222013-11-05126.7026.700.00%market25.81%33.33%-6.09%0.78%-6.87%
CATY2013-10-212013-10-222013-11-05125.0025.000.00%market5.56%105.26%-0.98%0.78%-1.76%
ELS2013-10-212013-10-222013-11-05118.5018.500.00%market28.00%12.50%0.44%0.78%-0.34%
FIBK2013-10-212013-10-222013-11-05125.0025.000.00%market25.58%31.48%-2.58%0.78%-3.36%
HOPE2013-10-212013-10-222013-11-05115.0015.000.00%market7.14%20.00%-0.17%0.78%-0.94%
ICUI2013-10-212013-10-222013-11-05164.7764.770.00%market7.46%200.93%-5.49%0.78%-6.27%
ILMN2013-10-212013-10-222013-11-05184.0684.060.00%market12.50%189.00%10.24%0.78%9.46%
ITW2013-10-212013-10-222013-11-05177.9077.900.00%market7.61%82.28%1.50%0.78%0.73%
MAN2013-10-212013-10-222013-11-05178.9578.950.00%market15.60%7.85%1.79%0.78%1.01%
NFLX2013-10-212013-10-222013-11-0515.545.540.00%market5.26%2939.10%-12.01%0.78%-12.79%
NVR2013-10-212013-10-222013-11-051899.65899.650.00%market15.79%94.95%3.72%0.78%2.94%
NWBI2013-10-212013-10-222013-11-05114.1014.100.00%market18.75%26.32%-2.58%0.78%-3.36%
TXN2013-10-212013-10-222013-11-05140.1840.180.00%market5.66%101.11%4.18%0.78%3.40%
UCTT2013-10-212013-10-222013-11-0518.488.480.00%market33.33%10.00%14.76%0.78%13.98%
WRB2013-10-212013-10-222013-11-05113.2413.240.00%market9.52%21.16%-3.12%0.78%-3.90%
AMGN2013-10-222013-10-232013-11-061114.94114.940.00%market9.60%79.60%-1.50%1.35%-2.85%
BKU2013-10-222013-10-232013-11-06132.5032.500.00%market13.04%22.62%-5.15%1.35%-6.50%
CNI2013-10-222013-10-232013-11-06154.4154.410.00%market6.17%38.46%2.14%1.35%0.79%
ENTG2013-10-222013-10-232013-11-06110.0010.000.00%market7.69%234.87%4.40%1.35%3.05%
GNTX2013-10-222013-10-232013-11-06114.9514.950.00%market18.75%105.79%-3.11%1.35%-4.46%
LMT2013-10-222013-10-232013-11-061130.00130.000.00%market13.72%68.75%5.18%1.35%3.83%
MANH2013-10-222013-10-232013-11-06124.1424.140.00%market23.81%30.77%11.79%1.35%10.44%
RUSHA2013-10-222013-10-232013-11-06112.8612.860.00%market8.70%46.28%-3.05%1.35%-4.40%
TRV2013-10-222013-10-232013-11-06186.2186.210.00%market13.53%15.92%1.38%1.35%0.03%
UMBF2013-10-222013-10-232013-11-06159.0059.000.00%market12.16%164.95%2.44%1.35%1.09%
AIZ2013-10-232013-10-242013-11-07158.4058.400.00%market14.00%24.64%0.14%0.01%0.13%
AKAM2013-10-232013-10-242013-11-07146.7946.790.00%market8.70%103.82%-5.03%0.01%-5.04%
BA2013-10-232013-10-242013-11-071129.01129.010.00%market16.13%77.23%1.84%0.01%1.83%
CBZ2013-10-232013-10-242013-11-0717.807.800.00%market257.14%178.00%7.85%0.01%7.84%
CHCO2013-10-232013-10-242013-11-07146.0046.000.00%market12.82%12.50%-2.14%0.01%-2.15%
CMC2013-10-232013-10-242013-11-07117.6217.620.00%market47.06%24.00%4.84%0.01%4.83%
CP2013-10-232013-10-242013-11-07128.4928.490.00%market5.88%128.16%1.94%0.01%1.93%
CSGP2013-10-232013-10-242013-11-07117.8817.880.00%market16.67%248.41%-4.80%0.01%-4.80%
CUBI2013-10-232013-10-242013-11-07115.4315.430.00%market7.14%66.67%-3.11%0.01%-3.11%
CVBF2013-10-232013-10-242013-11-07114.3714.370.00%market9.52%21.74%0.25%0.01%0.24%
EDU2013-10-232013-10-242013-11-07126.1726.170.00%market6.58%56.76%-1.59%0.01%-1.60%
EFOR2013-10-232013-10-242013-11-07133.2633.260.00%market8.57%249.47%-3.68%0.01%-3.68%
ELV2013-10-232013-10-242013-11-07185.6885.680.00%market15.38%178.12%0.81%0.01%0.80%
EQIX2013-10-232013-10-242013-11-071179.53179.530.00%market23.64%111.33%-11.12%0.01%-11.12%
EVR2013-10-232013-10-242013-11-07152.5552.550.00%market23.26%107.76%-3.43%0.01%-3.44%
FBIN2013-10-232013-10-242013-11-07137.6137.610.00%market12.20%8.24%-6.75%0.01%-6.75%
FBNC2013-10-232013-10-242013-11-07114.8214.820.00%market25.00%50.00%-1.79%0.01%-1.79%
FCF2013-10-232013-10-242013-11-0718.498.490.00%market45.45%62.50%1.20%0.01%1.19%
FFIV2013-10-232013-10-242013-11-07188.0488.040.00%market5.88%92.72%-8.79%0.01%-8.79%
FTNT2013-10-232013-10-242013-11-0714.444.440.00%market9.11%286.22%-12.71%0.01%-12.72%
GD2013-10-232013-10-242013-11-07186.2086.200.00%market9.52%31.40%0.60%0.01%0.59%
GGG2013-10-232013-10-242013-11-07125.3325.330.00%market7.14%64.67%0.26%0.01%0.25%
LOGI2013-10-232013-10-242013-11-07110.2610.260.00%market300.00%69.35%-0.68%0.01%-0.69%
LRCX2013-10-232013-10-242013-11-0715.495.490.00%market14.29%276.01%-5.20%0.01%-5.21%
MKSI2013-10-232013-10-242013-11-07130.2530.250.00%market25.00%333.40%-3.27%0.01%-3.28%
MKTX2013-10-232013-10-242013-11-07165.5365.530.00%market11.63%186.11%-0.19%0.01%-0.20%
MMSI2013-10-232013-10-242013-11-07115.7515.750.00%market78.57%43.50%-2.20%0.01%-2.20%
MORN2013-10-232013-10-242013-11-07175.8775.870.00%market11.48%35.29%5.61%0.01%5.60%
MTH2013-10-232013-10-242013-11-07122.8022.800.00%market21.95%27.52%-5.23%0.01%-5.24%
NOC2013-10-232013-10-242013-11-071105.96105.960.00%market17.58%114.52%2.46%0.01%2.45%
NSC2013-10-232013-10-242013-11-07184.7184.710.00%market10.07%46.96%0.81%0.01%0.80%
OSIS2013-10-232013-10-242013-11-07174.5874.580.00%market9.52%36.96%-2.89%0.01%-2.89%
RES2013-10-232013-10-242013-11-07117.0517.050.00%market13.64%28.00%3.42%0.01%3.41%
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GPN2014-01-082014-01-092014-01-24132.9432.940.00%market5.88%182.99%1.48%-2.84%4.31%
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STZ2014-01-092014-01-102014-01-27177.6077.600.00%market20.88%86.34%-2.46%-3.23%0.77%
INFY2014-01-102014-01-132014-01-2837.507.500.00%market11.11%28.11%-3.30%-2.50%-0.80%
WAFD2014-01-142014-01-152014-01-30123.6723.670.00%market5.41%46.15%-5.93%-2.65%-3.28%
BAC2014-01-152014-01-162014-01-31117.0917.090.00%market11.54%125.98%-2.09%-3.31%1.22%
HBAN2014-01-162014-01-172014-02-0319.689.680.00%market5.88%75.99%-10.02%-5.39%-4.62%
PPG2014-01-162014-01-172014-02-03194.2594.250.00%market5.81%32.96%-6.26%-5.39%-0.87%
MS2014-01-172014-01-212014-02-04433.2133.210.00%market13.64%132.66%-12.72%-5.04%-7.68%
EDU2014-01-212014-01-222014-02-05133.6533.650.00%market236.32%2016.22%-12.58%-5.05%-7.53%
RF2014-01-212014-01-222014-02-05110.8810.880.00%market10.00%67.52%-9.11%-5.05%-4.06%
SMCI2014-01-212014-01-222014-02-0512.032.030.00%market32.89%20.00%-0.59%-5.05%4.46%
UFI2014-01-212014-01-222014-02-05125.1025.100.00%market68.42%25.00%-8.23%-5.05%-3.18%
APH2014-01-222014-01-232014-02-06111.3311.330.00%market8.33%69.43%-4.42%-3.21%-1.21%
ATI2014-01-222014-01-232014-02-06132.4032.400.00%market60.00%244.86%-5.07%-3.21%-1.86%
CCI2014-01-222014-01-232014-02-06174.0574.050.00%market43.75%76.03%-4.85%-3.21%-1.64%
CVBF2014-01-222014-01-232014-02-06116.9216.920.00%market9.09%16.67%-13.16%-3.21%-9.95%
DHT2014-01-222014-01-232014-02-0618.308.300.00%market382.35%5.61%-7.33%-3.21%-4.12%
FICO2014-01-222014-01-232014-02-06159.8659.860.00%market21.67%90.41%-14.17%-3.21%-10.95%
LOGI2014-01-222014-01-232014-02-06115.3215.320.00%market66.67%12.90%0.81%-3.21%4.03%
NSC2014-01-222014-01-232014-02-06193.8193.810.00%market9.33%37.10%-0.36%-3.21%2.86%
RJF2014-01-222014-01-232014-02-06136.0636.060.00%market10.20%138.13%-9.89%-3.21%-6.68%
RLI2014-01-222014-01-232014-02-06122.5522.550.00%market28.57%66.09%-10.52%-3.21%-7.31%
TAL2014-01-222014-01-232014-02-0614.044.040.00%market63.67%260.70%-1.34%-3.21%1.87%
TEL2014-01-222014-01-232014-02-06160.0060.000.00%market6.49%54.88%-7.42%-3.21%-4.20%
TER2014-01-222014-01-232014-02-06119.5319.530.00%market75.53%524.27%-3.48%-3.21%-0.27%
URI2014-01-222014-01-232014-02-06180.9280.920.00%market8.16%90.36%-1.92%-3.21%1.30%
BKU2014-01-232014-01-242014-02-07133.7233.720.00%market8.70%27.52%-7.78%-1.06%-6.72%
DLX2014-01-232014-01-242014-02-07152.5652.560.00%market5.05%12.50%-10.32%-1.06%-9.26%
FHI2014-01-232014-01-242014-02-07128.1128.110.00%market5.41%79.49%-5.79%-1.06%-4.73%
ISRG2014-01-232014-01-242014-02-07145.8245.820.00%market11.63%87.47%1.19%-1.06%2.24%
KLAC2014-01-232014-01-242014-02-0716.356.350.00%market12.50%2346.47%-2.15%-1.06%-1.09%
LEG2014-01-232014-01-242014-02-07130.5630.560.00%market6.06%74.29%-0.75%-1.06%0.30%
LMT2014-01-232014-01-242014-02-071151.33151.330.00%market33.85%66.16%2.41%-1.06%3.47%
MSFT2014-01-232014-01-242014-02-07137.4537.450.00%market14.71%59.64%-2.48%-1.06%-1.42%
ORI2014-01-232014-01-242014-02-07116.3616.360.00%market83.33%27.27%-8.11%-1.06%-7.05%
OTEX2014-01-232014-01-242014-02-07124.9224.920.00%market5.26%45.00%0.18%-1.06%1.24%
TDY2014-01-232014-01-242014-02-07194.5994.590.00%market18.03%32.64%-4.42%-1.06%-3.37%
WAL2014-01-232014-01-242014-02-07123.4123.410.00%market9.09%169.44%-9.67%-1.06%-8.61%
BMY2014-01-242014-01-272014-02-10351.0851.080.00%market18.60%113.11%1.94%0.53%1.41%
NWBI2014-01-242014-01-272014-02-10314.7514.750.00%market29.41%9.09%-5.66%0.53%-6.19%
PB2014-01-242014-01-272014-02-10364.6664.660.00%market7.69%23.47%-4.94%0.53%-5.47%
AEP2014-01-272014-01-282014-02-11147.2547.250.00%market5.26%94.41%2.84%2.16%0.69%
CAT2014-01-272014-01-282014-02-11191.4091.400.00%market23.44%78.91%3.79%2.16%1.64%
ELS2014-01-272014-01-282014-02-11118.4918.490.00%market6.90%16.13%8.23%2.16%6.07%
JJSF2014-01-272014-01-282014-02-11187.7087.700.00%market17.54%31.34%0.77%2.16%-1.39%
KNX2014-01-272014-01-282014-02-11120.9120.910.00%market6.06%48.24%3.34%2.16%1.19%
NVR2014-01-272014-01-282014-02-1111,050.101,050.100.00%market30.07%62.87%10.47%2.16%8.32%
RCL2014-01-272014-01-282014-02-11148.4048.400.00%market27.78%381.74%7.98%2.16%5.82%
RMBS2014-01-272014-01-282014-02-1119.259.250.00%market639.92%57.14%-4.53%2.16%-6.69%
SANM2014-01-272014-01-282014-02-11117.0117.010.00%market7.89%43.90%-1.16%2.16%-3.31%
SIMO2014-01-272014-01-282014-02-11116.0016.000.00%market50.00%16.67%3.96%2.16%1.81%
ZION2014-01-272014-01-282014-02-11129.4229.420.00%market180.00%150.64%1.60%2.16%-0.56%
AMGN2014-01-282014-01-292014-02-121117.00117.000.00%market8.98%91.44%4.35%2.53%1.82%
CB2014-01-282014-01-292014-02-12193.8993.890.00%market18.91%6.97%1.84%2.53%-0.69%
CHCO2014-01-282014-01-292014-02-12144.9744.970.00%market7.50%15.12%-3.57%2.53%-6.10%
DHI2014-01-282014-01-292014-02-12122.5922.590.00%market24.14%122.22%2.73%2.53%0.20%
GLW2014-01-282014-01-292014-02-12117.0017.000.00%market7.41%36.07%11.72%2.53%9.20%
KLIC2014-01-282014-01-292014-02-12111.8911.890.00%market77.78%850.00%-3.30%2.53%-5.82%
LHX2014-01-282014-01-292014-02-12170.1770.170.00%market7.63%53.54%1.90%2.53%-0.63%
MRCY2014-01-282014-01-292014-02-12111.5311.530.00%market57.14%1133.33%-7.65%2.53%-10.17%
NUE2014-01-282014-01-292014-02-12148.3648.360.00%market15.00%568.17%3.77%2.53%1.24%
OSK2014-01-282014-01-292014-02-12155.3655.360.00%market103.23%138.10%-2.86%2.53%-5.39%
T2014-01-282014-01-292014-02-12124.4524.450.00%market6.00%22.23%1.58%2.53%-0.95%
WRB2014-01-282014-01-292014-02-12112.0212.020.00%market8.70%11.47%-1.26%2.53%-3.79%
BA2014-01-292014-01-302014-02-131131.70131.700.00%market19.75%69.69%-1.77%2.34%-4.11%
CACI2014-01-292014-01-302014-02-13180.0080.000.00%market47.48%28.55%-9.87%2.34%-12.21%
CBT2014-01-292014-01-302014-02-13149.5549.550.00%market19.44%12.79%1.80%2.34%-0.54%
EVR2014-01-292014-01-302014-02-13156.8956.890.00%market5.97%55.09%-1.17%2.34%-3.51%
FCF2014-01-292014-01-302014-02-1318.078.070.00%market25.00%160.00%-0.72%2.34%-3.06%
FTNT2014-01-292014-01-302014-02-1314.484.480.00%market10.29%157.48%-0.99%2.34%-3.33%
GNTX2014-01-292014-01-302014-02-13116.6716.670.00%market14.29%62.92%-4.06%2.34%-6.40%
LRCX2014-01-292014-01-302014-02-1315.285.280.00%market10.00%173.46%-1.80%2.34%-4.14%
META2014-01-292014-01-302014-02-13162.1262.120.00%market14.81%657.28%8.29%2.34%5.95%
MKSI2014-01-292014-01-302014-02-13129.4729.470.00%market11.11%170.87%0.82%2.34%-1.52%
PIPR2014-01-292014-01-302014-02-1319.959.950.00%market143.84%11.24%-0.90%2.34%-3.24%
RAMP2014-01-292014-01-302014-02-13135.0035.000.00%market31.58%52.00%5.01%2.34%2.68%
ROK2014-01-292014-01-302014-02-131115.50115.500.00%market5.76%20.41%0.72%2.34%-1.61%
ROL2014-01-292014-01-302014-02-1318.698.690.00%market20.00%66.67%-0.22%2.34%-2.55%
SLAB2014-01-292014-01-302014-02-13146.6846.680.00%market13.95%32.65%2.60%2.34%0.26%
SO2014-01-292014-01-302014-02-13140.3640.360.00%market8.70%66.54%4.53%2.34%2.20%
UTL2014-01-292014-01-302014-02-13129.6229.620.00%market10.29%6.67%4.46%2.34%2.12%
ALGN2014-01-302014-01-312014-02-14157.2857.280.00%market18.60%65.73%-4.81%3.96%-8.77%
AN2014-01-302014-01-312014-02-14149.8749.870.00%market9.21%9.90%3.69%3.96%-0.27%
BALL2014-01-302014-01-312014-02-14125.4825.480.00%market19.44%18.05%7.12%3.96%3.16%
BC2014-01-302014-01-312014-02-14141.4841.480.00%market15.38%480.00%4.31%3.96%0.35%
BSBR2014-01-302014-01-312014-02-1414.464.460.00%market7.14%473.69%6.63%3.96%2.67%
CAH2014-01-302014-01-312014-02-14168.5268.520.00%market7.14%25.94%2.45%3.96%-1.51%
CVCO2014-01-302014-01-312014-02-14172.0472.040.00%market34.69%48.48%2.76%3.96%-1.20%
DGX2014-01-302014-01-312014-02-14151.9951.990.00%market10.75%32.48%1.07%3.96%-2.89%
DXC2014-01-302014-01-312014-02-14128.3828.380.00%market16.67%60.20%7.95%3.96%3.99%
EMN2014-01-302014-01-312014-02-14177.2077.200.00%market8.00%38.41%7.21%3.96%3.25%
EPD2014-01-302014-01-312014-02-14132.3532.350.00%market14.29%20.65%3.21%3.96%-0.75%
FFBC2014-01-302014-01-312014-02-14116.6416.640.00%market10.71%62.72%-0.76%3.96%-4.72%
NEU2014-01-302014-01-312014-02-141322.49322.490.00%market12.96%52.12%11.07%3.96%7.11%
NGVC2014-01-302014-01-312014-02-14138.2538.250.00%market18.18%46.15%3.95%3.96%-0.01%
NOC2014-01-302014-01-312014-02-141112.27112.270.00%market9.28%116.55%7.03%3.96%3.07%
RGA2014-01-302014-01-312014-02-14174.5974.590.00%market10.71%9.00%-0.49%3.96%-4.45%
TKR2014-01-302014-01-312014-02-14139.9239.920.00%market9.86%54.12%5.44%3.96%1.48%
VLY2014-01-302014-01-312014-02-1419.819.810.00%market21.43%41.18%0.61%3.96%-3.35%
ALV2014-01-312014-02-032014-02-18366.2766.270.00%market14.09%14.12%3.60%3.52%0.07%
MOD2014-01-312014-02-032014-02-18313.1913.190.00%market166.67%125.00%10.59%3.52%7.07%
MZTI2014-01-312014-02-032014-02-18387.0387.030.00%market18.03%14.48%1.66%3.52%-1.87%
TSN2014-01-312014-02-032014-02-18337.3537.350.00%market14.29%125.75%2.55%3.52%-0.97%
EW2014-02-032014-02-042014-02-19110.6710.670.00%market7.14%171.81%4.57%4.61%-0.04%
FN2014-02-032014-02-042014-02-19117.5017.500.00%market9.76%55.56%6.76%4.61%2.14%
RYAAY2014-02-032014-02-042014-02-19120.2420.240.00%market46.17%1628.54%13.24%4.61%8.63%
ABG2014-02-042014-02-052014-02-20149.5749.570.00%market7.32%118.76%-1.47%5.33%-6.80%
AMG2014-02-042014-02-052014-02-201192.50192.500.00%market18.45%5.46%-1.76%5.33%-7.09%
BDX2014-02-042014-02-052014-02-20181.4981.490.00%market5.38%83.94%8.62%5.33%3.29%
BSX2014-02-042014-02-052014-02-20112.7712.770.00%market61.54%69.49%3.50%5.33%-1.83%
CENT2014-02-042014-02-052014-02-2015.075.070.00%market16.13%142.31%15.28%5.33%9.95%
ENTG2014-02-042014-02-052014-02-20112.0012.000.00%market38.46%160.46%-0.18%5.33%-5.52%
AKAM2014-02-052014-02-062014-02-21154.9954.990.00%market5.77%85.29%12.16%4.73%7.42%
ALL2014-02-052014-02-062014-02-21150.8750.870.00%market23.19%33.66%5.78%4.73%1.04%
EXPO2014-02-052014-02-062014-02-21117.3617.360.00%market14.29%122.50%3.82%4.73%-0.92%
FISV2014-02-052014-02-062014-02-21127.5127.510.00%market12.50%175.81%4.15%4.73%-0.58%
FMC2014-02-052014-02-062014-02-21160.0460.040.00%market10.53%54.52%4.83%4.73%0.10%
FORM2014-02-052014-02-062014-02-2116.256.250.00%market9.09%175.00%7.74%4.73%3.01%
LII2014-02-052014-02-062014-02-21185.1985.190.00%market5.48%89.67%4.89%4.73%0.16%
LNC2014-02-052014-02-062014-02-21147.4347.430.00%market9.37%55.34%5.21%4.73%0.48%
MTH2014-02-052014-02-062014-02-21122.0022.000.00%market17.65%6.27%7.31%4.73%2.58%
ORLY2014-02-052014-02-062014-02-2119.499.490.00%market6.06%189.06%7.91%4.73%3.18%
PAGP2014-02-052014-02-062014-02-21168.1868.180.00%market8.00%17.94%7.86%4.73%3.13%
PLUS2014-02-052014-02-062014-02-21113.6313.630.00%market22.22%221.21%4.67%4.73%-0.06%
THG2014-02-052014-02-062014-02-21153.5053.500.00%market19.82%31.15%8.59%4.73%3.86%
ATR2014-02-062014-02-072014-02-24163.8063.800.00%market6.15%26.09%0.79%3.70%-2.91%
BCH2014-02-062014-02-072014-02-24122.0622.060.00%market8.16%56913.37%1.31%3.70%-2.40%
BKH2014-02-062014-02-072014-02-24153.2153.210.00%market6.06%137.35%5.82%3.70%2.12%
CSL2014-02-062014-02-072014-02-24177.4977.490.00%market5.75%19.57%-0.04%3.70%-3.74%
ESE2014-02-062014-02-072014-02-24134.2634.260.00%market25.93%20.59%1.24%3.70%-2.46%
GPK2014-02-062014-02-072014-02-2419.659.650.00%market70.00%7.26%6.43%3.70%2.73%
KMPR2014-02-062014-02-072014-02-24137.0037.000.00%market36.07%63.90%2.33%3.70%-1.37%
LSCC2014-02-062014-02-072014-02-2416.456.450.00%market50.00%47.62%19.28%3.70%15.58%
MMS2014-02-062014-02-072014-02-24148.7048.700.00%market14.29%22.92%-1.52%3.70%-5.22%
ON2014-02-062014-02-072014-02-2419.059.050.00%market21.43%131.13%3.99%3.70%0.29%
PENN2014-02-062014-02-072014-02-24112.3012.300.00%market33.33%159.38%-1.73%3.70%-5.43%
RNG2014-02-062014-02-072014-02-24117.7517.750.00%market6.67%207.09%23.34%3.70%19.64%
RSG2014-02-062014-02-072014-02-24132.0032.000.00%market15.22%59.65%5.40%3.70%1.70%
MCO2014-02-072014-02-102014-02-25380.1780.170.00%market11.84%127.04%-2.37%2.86%-5.23%
MKL2014-02-102014-02-112014-02-261554.99554.990.00%market21.93%35.45%2.64%2.60%0.04%
MOH2014-02-102014-02-112014-02-26135.2735.270.00%market286.03%452.27%6.08%2.60%3.48%
PRI2014-02-102014-02-112014-02-26143.4043.400.00%market6.33%132.23%2.73%2.60%0.13%
RRX2014-02-102014-02-112014-02-26172.0672.060.00%market15.48%47.14%0.79%2.60%-1.82%
ACGL2014-02-112014-02-122014-02-27118.3318.330.00%market15.62%440.83%1.54%1.96%-0.42%
CBZ2014-02-112014-02-122014-02-2718.828.820.00%market240.00%892.86%3.64%1.96%1.68%
CNO2014-02-112014-02-122014-02-27117.9017.900.00%market10.00%21.92%1.35%1.96%-0.61%
CRL2014-02-112014-02-122014-02-27156.7956.790.00%market7.35%89.24%6.43%1.96%4.47%
DIOD2014-02-112014-02-122014-02-27123.5523.550.00%market14.29%150.00%-0.18%1.96%-2.14%
EEFT2014-02-112014-02-122014-02-27142.0042.000.00%market10.53%15.87%-8.48%1.96%-10.44%
ETR2014-02-112014-02-122014-02-27131.2731.270.00%market16.28%17.35%1.85%1.96%-0.11%
LGND2014-02-112014-02-122014-02-27144.3644.360.00%market80.00%186.11%0.37%1.96%-1.59%
LPLA2014-02-112014-02-122014-02-27152.6352.630.00%market6.78%169.40%1.80%1.96%-0.16%
PKG2014-02-112014-02-122014-02-27170.6370.630.00%market16.85%88.02%2.21%1.96%0.25%
PRLB2014-02-112014-02-122014-02-27176.9676.960.00%market5.41%66.67%2.02%1.96%0.06%
RDY2014-02-112014-02-122014-02-2718.508.500.00%market37.50%4013.26%11.90%1.96%9.94%
REGN2014-02-112014-02-122014-02-271326.00326.000.00%market119.61%79.91%3.75%1.96%1.79%
SCI2014-02-112014-02-122014-02-27118.2118.210.00%market17.39%52.78%-0.59%1.96%-2.55%
TRMB2014-02-112014-02-122014-02-27134.6134.610.00%market16.22%7.61%10.19%1.96%8.23%
BGC2014-02-122014-02-132014-02-2814.464.460.00%market8.33%38.46%-2.12%3.01%-5.13%
ICUI2014-02-122014-02-132014-02-28162.2962.290.00%market17.81%151.94%-7.21%3.01%-10.23%
MSA2014-02-122014-02-132014-02-28152.1952.190.00%market21.05%59.06%-1.52%3.01%-4.53%
OC2014-02-122014-02-132014-02-28142.7642.760.00%market62.96%27.03%6.92%3.01%3.90%
SITC2014-02-122014-02-132014-02-281104.33104.330.00%market61.60%648.76%5.10%3.01%2.08%
SLF2014-02-122014-02-132014-02-28133.8733.870.00%market39.47%23.20%2.20%3.01%-0.81%
UFPI2014-02-122014-02-132014-02-28117.9217.920.00%market116.67%280.77%3.58%3.01%0.57%
VOYA2014-02-122014-02-132014-02-28134.6434.640.00%market10.29%16.80%3.45%3.01%0.44%
VPG2014-02-122014-02-132014-02-28115.5715.570.00%market38.46%188.89%9.92%3.01%6.91%
ALSN2014-02-132014-02-142014-03-03130.0230.020.00%market70.83%174.31%-0.87%1.17%-2.04%
BAK2014-02-132014-02-142014-03-03115.5315.530.00%market199.85%11064.70%-12.46%1.17%-13.63%
BWA2014-02-132014-02-142014-03-03150.5650.560.00%market11.27%5.06%5.68%1.17%4.50%
CDW2014-02-132014-02-142014-03-03123.1523.150.00%market17.39%105.56%11.91%1.17%10.74%
CGNX2014-02-132014-02-142014-03-03117.8317.830.00%market9.09%36.81%3.10%1.17%1.93%
FOR2014-02-132014-02-142014-03-03118.9818.980.00%market50.00%581.82%-1.89%1.17%-3.06%
GNRC2014-02-132014-02-142014-03-03157.2857.280.00%market24.72%67.91%0.27%1.17%-0.90%
IQV2014-02-132014-02-142014-03-03152.2052.200.00%market5.45%155.31%1.18%1.17%0.01%
LBTYK2014-02-132014-02-142014-03-03117.3717.370.00%market920.23%795.83%1.11%1.17%-0.06%
LCII2014-02-132014-02-142014-03-03149.6849.680.00%market24.32%326.09%-1.75%1.17%-2.92%
SKYW2014-02-132014-02-142014-03-03112.4012.400.00%market21.43%305.88%1.35%1.17%0.18%
TIMB2014-02-132014-02-142014-03-03126.3926.390.00%market7.14%61.89%-8.55%1.17%-9.72%
WCN2014-02-132014-02-142014-03-03129.1429.140.00%market11.11%67.31%-1.51%1.17%-2.68%
ABR2014-02-142014-02-182014-03-0447.017.010.00%market44.44%69.23%-2.24%1.85%-4.09%
POR2014-02-142014-02-182014-03-04431.7931.790.00%market22.92%64.65%0.18%1.85%-1.66%
ANIP2014-02-182014-02-192014-03-05124.1024.100.00%market70.83%197.56%55.92%2.17%53.75%
DUK2014-02-182014-02-192014-03-05171.4071.400.00%market5.26%20.57%-1.91%2.17%-4.08%
NCLH2014-02-182014-02-192014-03-05133.0633.060.00%market5.56%271.32%-0.55%2.17%-2.73%
NHI2014-02-182014-02-192014-03-05160.7960.790.00%market18.57%10.60%3.72%2.17%1.55%
NVMI2014-02-182014-02-192014-03-05111.4111.410.00%market15.38%86.67%2.79%2.17%0.62%
WWW2014-02-182014-02-192014-03-05125.1625.160.00%market10.00%9.09%6.78%2.17%4.60%
CSGP2014-02-192014-02-202014-03-06118.2518.250.00%market14.29%204.86%15.63%2.68%12.95%
EFOR2014-02-192014-02-202014-03-06131.8531.850.00%market9.37%279.43%11.83%2.68%9.15%
EHC2014-02-192014-02-202014-03-06125.4425.440.00%market18.18%71.02%1.47%2.68%-1.21%
EQIX2014-02-192014-02-202014-03-061191.69191.690.00%market12.16%73.14%0.99%2.68%-1.69%