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 23: 500 of 20,120)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.Curr. earn. vs next-Q est.ReturnBenchmarkAbnormal
DKS2016-11-152016-11-162016-12-01157.0857.080.00%market14.29%21.87%3.47%0.92%2.55%
YRD2016-11-152016-11-162016-12-01132.8832.880.00%market373.68%2041.99%-16.89%0.92%-17.81%
TGT2016-11-162016-11-172016-12-02176.1876.180.00%market25.30%37.96%2.21%0.75%1.46%
BBY2016-11-172016-11-182016-12-05145.6845.680.00%market31.91%39.96%2.40%0.88%1.51%
CRM2016-11-172016-11-182016-12-05179.5779.570.00%market14.29%154.57%-11.12%0.88%-12.00%
INTU2016-11-172016-11-182016-12-051113.74113.740.00%market100.33%323.88%0.91%0.88%0.03%
POST2016-11-172016-11-182016-12-05149.9549.950.00%market41.86%36.07%3.74%0.88%2.86%
ROST2016-11-172016-11-182016-12-05167.7267.720.00%market10.71%80.83%-0.94%0.88%-1.82%
JOYY2016-11-212016-11-222016-12-07144.0044.000.00%market46.21%351.19%-6.92%1.85%-8.77%
SBLK2016-11-212016-11-222016-12-0715.495.490.00%market32.31%92.20%-1.19%1.85%-3.05%
WB2016-11-212016-11-222016-12-07145.5345.530.00%market14.29%116.67%3.74%1.85%1.89%
SIG2016-11-222016-11-232016-12-08190.9190.910.00%market57.89%20.00%7.75%2.35%5.40%
VEEV2016-11-222016-11-232016-12-08144.3344.330.00%market37.50%102.84%-1.52%2.35%-3.87%
DE2016-11-232016-11-252016-12-092101.68101.680.00%market125.00%95.11%1.81%2.45%-0.64%
TCOM2016-11-232016-11-252016-12-09245.0145.010.00%market108.57%23415.56%-3.61%2.45%-6.06%
THO2016-11-282016-11-292016-12-13198.0998.090.00%market21.14%60.40%4.93%3.28%1.64%
ADSK2016-11-292016-11-302016-12-14172.7172.710.00%market25.00%360.42%5.57%1.92%3.65%
AVAL2016-11-292016-11-302016-12-1417.387.380.00%market5.88%191949.33%8.71%1.92%6.79%
BNS2016-11-292016-11-302016-12-14155.4055.400.00%market7.08%50.90%4.03%1.92%2.12%
GWRE2016-11-292016-11-302016-12-14158.8658.860.00%market140.00%3350.00%-11.01%1.92%-12.92%
NOMD2016-11-292016-11-302016-12-14110.1010.100.00%market10.00%57.48%-7.82%1.92%-9.74%
NTNX2016-11-292016-11-302016-12-14134.4434.440.00%market15.91%24.32%-26.70%1.92%-28.61%
BL2016-11-302016-12-012016-12-15126.0626.060.00%market66.67%86.67%-5.51%2.75%-8.27%
BOX2016-11-302016-12-012016-12-15115.6015.600.00%market26.32%62.99%-8.69%2.75%-11.44%
FIZZ2016-11-302016-12-012016-12-15125.4725.470.00%market35.00%39.61%-3.01%2.75%-5.76%
LZB2016-11-302016-12-012016-12-15128.0528.050.00%market10.53%33.33%12.56%2.75%9.80%
P2016-11-302016-12-012016-12-15113.9113.910.00%market33.33%191.70%-13.26%2.75%-16.01%
CENT2016-12-012016-12-022016-12-16123.4923.490.00%market160.01%10.00%8.50%2.44%6.05%
CM2016-12-012016-12-022016-12-16140.7440.740.00%market5.75%58.35%1.99%2.44%-0.46%
DCI2016-12-012016-12-022016-12-16144.5744.570.00%market8.57%39.47%-4.25%2.44%-6.70%
FIVE2016-12-012016-12-022016-12-16144.4544.450.00%market11.11%244.95%-11.15%2.44%-13.59%
WDAY2016-12-012016-12-022016-12-16168.9268.920.00%market175.00%1244.07%0.02%2.44%-2.43%
GCO2016-12-022016-12-052016-12-19366.4066.400.00%market37.63%58.59%0.13%2.21%-2.09%
BMO2016-12-062016-12-072016-12-21169.8069.800.00%market15.94%40.55%3.61%1.92%1.69%
OXM2016-12-062016-12-072016-12-21162.3662.360.00%market22.22%1833.39%-1.08%1.92%-3.00%
LULU2016-12-072016-12-082016-12-22170.5170.510.00%market9.30%49.69%-8.51%0.36%-8.87%
OLLI2016-12-072016-12-082016-12-22131.0031.000.00%market21.43%157.35%-4.62%0.36%-4.98%
RH2016-12-082016-12-092016-12-23131.5031.500.00%market18.75%707.58%-4.29%0.13%-4.42%
TTC2016-12-082016-12-092016-12-23157.7957.790.00%market28.57%85.19%-3.09%0.13%-3.23%
ARWR2016-12-142016-12-152016-12-3011.351.350.00%market6.06%38.71%14.71%-1.16%15.88%
JBL2016-12-152016-12-162017-01-03123.8523.850.00%market7.81%24.64%0.45%-0.34%0.79%
SMMT2016-12-152016-12-162017-01-0318.358.350.00%market43.75%1393.33%1.34%-0.34%1.68%
NKE2016-12-202016-12-212017-01-06152.9052.900.00%market16.28%18.00%1.81%0.42%1.38%
ACN2016-12-212016-12-222017-01-091118.06118.060.00%market6.04%11.39%-2.69%0.38%-3.07%
MU2016-12-212016-12-222017-01-09122.9122.910.00%market14.29%407.42%-2.59%0.38%-2.97%
NEOG2016-12-212016-12-222017-01-09124.8224.820.00%market10.00%34.09%-0.18%0.38%-0.56%
GPN2017-01-092017-01-102017-01-25180.2680.260.00%market5.95%71.70%-2.57%1.36%-3.93%
LW2017-01-102017-01-112017-01-26136.7036.700.00%market14.55%24.37%-1.11%1.31%-2.42%
WMS2017-01-122017-01-132017-01-30125.6025.600.00%market25.00%53.42%-5.57%0.36%-5.93%
BAC2017-01-132017-01-172017-01-31422.6822.680.00%market7.89%59.84%-0.28%0.54%-0.82%
JPM2017-01-132017-01-172017-01-31484.9384.930.00%market18.75%37.47%-0.45%0.54%-0.99%
TSM2017-01-132017-01-172017-01-31429.6129.610.00%market5.17%1922.40%4.29%0.54%3.75%
MS2017-01-172017-01-182017-02-01142.2942.290.00%market24.62%43.62%0.87%0.48%0.39%
FAST2017-01-182017-01-192017-02-02112.7212.720.00%market11.11%234.19%-3.79%0.41%-4.20%
KMI2017-01-182017-01-192017-02-02122.0022.000.00%market5.56%28.34%2.85%0.41%2.44%
NFLX2017-01-182017-01-192017-02-02114.2014.200.00%market13.25%1419.55%-2.07%0.41%-2.48%
PLXS2017-01-182017-01-192017-02-02152.1452.140.00%market6.49%8.54%3.12%0.41%2.71%
SLM2017-01-182017-01-192017-02-02111.0011.000.00%market7.14%100.19%7.72%0.41%7.31%
ASB2017-01-192017-01-202017-02-03124.8024.800.00%market6.25%48.83%1.51%1.16%0.35%
HOMB2017-01-192017-01-202017-02-03125.9425.940.00%market6.06%14.29%5.18%1.16%4.02%
KEY2017-01-192017-01-202017-02-03117.8617.860.00%market6.90%33.69%2.76%1.16%1.59%
MTG2017-01-192017-01-202017-02-03110.4510.450.00%market27.27%40.77%6.02%1.16%4.86%
TAL2017-01-192017-01-202017-02-03113.4713.470.00%market18.52%170.52%1.09%1.16%-0.08%
TEAM2017-01-192017-01-202017-02-03127.2127.210.00%market12.50%170.76%3.39%1.16%2.23%
ABCB2017-01-202017-01-232017-02-06343.0043.000.00%market23.53%15.87%7.23%0.97%6.26%
CFG2017-01-202017-01-232017-02-06335.6035.600.00%market5.77%61.85%2.34%0.97%1.38%
EFSC2017-01-232017-01-242017-02-07139.1039.100.00%market21.31%10.81%7.57%1.12%6.45%
HAL2017-01-232017-01-242017-02-07155.2455.240.00%market113.68%320.22%-0.75%1.12%-1.87%
JJSF2017-01-232017-01-242017-02-071134.60134.600.00%market16.13%22.22%-5.63%1.12%-6.75%
MRCY2017-01-232017-01-242017-02-07134.2934.290.00%market18.18%138.46%-1.32%1.12%-2.45%
ZION2017-01-232017-01-242017-02-07142.4242.420.00%market15.38%75.45%0.84%1.12%-0.28%
ATI2017-01-242017-01-252017-02-08122.0022.000.00%market63.64%389.73%-7.37%0.24%-7.61%
BABA2017-01-242017-01-252017-02-081102.46102.460.00%market13.04%692.66%0.98%0.24%0.75%
COHR2017-01-242017-01-252017-02-08136.4536.450.00%market42.31%629.73%6.21%0.24%5.97%
DHI2017-01-242017-01-252017-02-08130.9130.910.00%market17.02%45.45%-3.40%0.24%-3.64%
FITB2017-01-242017-01-252017-02-08126.8026.800.00%market13.95%16.64%-3.50%0.24%-3.73%
HDB2017-01-242017-01-252017-02-08116.8016.800.00%market1708.51%15658.54%6.39%0.24%6.15%
LMT2017-01-242017-01-252017-02-081253.06253.060.00%market6.56%33.44%1.35%0.24%1.12%
TXN2017-01-242017-01-252017-02-08177.7277.720.00%market6.10%29.45%-2.38%0.24%-2.61%
UMBF2017-01-242017-01-252017-02-08175.0775.070.00%market7.06%141.66%0.10%0.24%-0.14%
APH2017-01-252017-01-262017-02-09116.8716.870.00%market5.56%15.93%1.09%0.52%0.56%
BA2017-01-252017-01-262017-02-091167.25167.250.00%market5.11%29.16%-1.88%0.52%-2.40%
BKU2017-01-252017-01-262017-02-09137.7537.750.00%market9.26%8.07%2.65%0.52%2.13%
CVLT2017-01-252017-01-262017-02-09151.3051.300.00%market7.69%9.37%-1.27%0.52%-1.79%
EWBC2017-01-252017-01-262017-02-09151.8751.870.00%market7.04%60.01%1.38%0.52%0.86%
MEOH2017-01-252017-01-262017-02-09148.5048.500.00%market206.67%86.29%0.31%0.52%-0.21%
MUR2017-01-252017-01-262017-02-09130.5930.590.00%market15.79%175.73%-7.78%0.52%-8.31%
PGR2017-01-252017-01-262017-02-09137.8737.870.00%market23.53%116.61%-1.55%0.52%-2.08%
RES2017-01-252017-01-262017-02-09123.0423.040.00%market23.08%420.00%-5.61%0.52%-6.14%
RJF2017-01-252017-01-262017-02-09149.7549.750.00%market5.97%81.11%3.82%0.52%3.30%
RLI2017-01-252017-01-262017-02-09131.0031.000.00%market16.67%113.54%-4.00%0.52%-4.53%
ROL2017-01-252017-01-262017-02-09115.6515.650.00%market14.29%25.00%2.84%0.52%2.32%
SEIC2017-01-252017-01-262017-02-09150.5050.500.00%market7.84%37.40%-2.75%0.52%-3.28%
TCBI2017-01-252017-01-262017-02-09185.6085.600.00%market7.87%37.50%-1.85%0.52%-2.38%
TEL2017-01-252017-01-262017-02-09175.2975.290.00%market15.00%10.43%-0.07%0.52%-0.60%
TER2017-01-252017-01-262017-02-09128.5128.510.00%market45.45%36.56%0.71%0.52%0.18%
URI2017-01-252017-01-262017-02-091123.42123.420.00%market16.09%13.36%1.54%0.52%1.01%
VLY2017-01-252017-01-262017-02-09111.9511.950.00%market5.56%26.32%0.57%0.52%0.05%
VRTX2017-01-252017-01-262017-02-09185.7585.750.00%market34.62%188.24%4.00%0.52%3.48%
AEP2017-01-262017-01-272017-02-10162.7862.780.00%market21.82%74.09%1.76%0.91%0.85%
CAT2017-01-262017-01-272017-02-10197.6997.690.00%market27.69%240.57%-1.51%0.91%-2.42%
CNOB2017-01-262017-01-272017-02-10126.0026.000.00%market600.00%110.00%-4.14%0.91%-5.05%
COLB2017-01-262017-01-272017-02-10141.1741.170.00%market8.16%13.84%-4.76%0.91%-5.67%
FRME2017-01-262017-01-272017-02-10138.6138.610.00%market10.00%23.64%3.47%0.91%2.56%
INTC2017-01-262017-01-272017-02-10138.0038.000.00%market6.76%45.06%-7.10%0.91%-8.01%
KLAC2017-01-262017-01-272017-02-1018.608.600.00%market7.14%1367.88%0.60%0.91%-0.31%
LEA2017-01-262017-01-272017-02-101144.73144.730.00%market10.47%8.10%-2.44%0.91%-3.35%
MSFT2017-01-262017-01-272017-02-10165.3965.390.00%market6.33%48.23%-2.23%0.91%-3.14%
NOC2017-01-262017-01-272017-02-101227.03227.030.00%market18.88%55.09%3.96%0.91%3.05%
OSK2017-01-262017-01-272017-02-10172.1472.140.00%market136.36%476.92%-6.27%0.91%-7.18%
RCI2017-01-262017-01-272017-02-10143.4443.440.00%market5.77%9.09%-0.84%0.91%-1.75%
SHW2017-01-262017-01-272017-02-101101.61101.610.00%market9.46%50.54%0.44%0.91%-0.47%
STM2017-01-262017-01-272017-02-10113.1313.130.00%market15.38%37.99%3.78%0.91%2.87%
UBS2017-01-272017-01-302017-02-13316.3416.340.00%market5.56%78.95%-3.16%2.02%-5.18%
DHT2017-01-302017-01-312017-02-1414.784.780.00%market80.00%181.64%1.78%2.96%-1.18%
GGG2017-01-302017-01-312017-02-14130.0030.000.00%market17.86%49.70%0.80%2.96%-2.16%
PKG2017-01-302017-01-312017-02-14194.8394.830.00%market6.96%58.98%0.23%2.96%-2.73%
SFBS2017-01-302017-01-312017-02-14138.3038.300.00%market8.11%35.00%9.12%2.96%6.16%
WERN2017-01-302017-01-312017-02-14128.9028.900.00%market15.38%56.27%-5.46%2.96%-8.42%
ALLY2017-01-312017-02-012017-02-15121.3521.350.00%market5.88%45.28%9.88%3.25%6.63%
COR2017-01-312017-02-012017-02-15187.7187.710.00%market9.68%22.83%3.86%3.25%0.61%
FICO2017-01-312017-02-012017-02-151124.32124.320.00%market73.13%19.83%3.50%3.25%0.26%
HCA2017-01-312017-02-012017-02-15180.8480.840.00%market6.78%22.92%4.17%3.25%0.92%
NUE2017-01-312017-02-012017-02-15158.5758.570.00%market26.47%614.79%8.95%3.25%5.70%
OLN2017-01-312017-02-012017-02-15127.5527.550.00%market11.11%215.41%11.95%3.25%8.70%
RAMP2017-01-312017-02-012017-02-15128.0028.000.00%market60.00%58.33%1.94%3.25%-1.31%
RNR2017-01-312017-02-012017-02-151140.00140.000.00%market105.63%9.21%3.12%3.25%-0.13%
SF2017-01-312017-02-012017-02-15122.7322.730.00%market7.14%103.56%8.17%3.25%4.92%
VIAV2017-01-312017-02-012017-02-1519.159.150.00%market42.86%58.00%17.50%3.25%14.25%
ACLS2017-02-012017-02-022017-02-16116.4516.450.00%market30.00%169.23%-4.05%3.12%-7.17%
ADP2017-02-012017-02-022017-02-16195.2395.230.00%market7.41%52.81%4.78%3.12%1.66%
AFG2017-02-012017-02-022017-02-16189.3589.350.00%market22.22%10.51%4.57%3.12%1.45%
AMP2017-02-012017-02-022017-02-161116.18116.180.00%market12.35%44.45%11.07%3.12%7.95%
AVY2017-02-012017-02-022017-02-16179.6779.670.00%market6.45%46.99%0.52%3.12%-2.60%
AXS2017-02-012017-02-022017-02-16166.2866.280.00%market31.03%23.56%3.42%3.12%0.30%
BAX2017-02-012017-02-022017-02-16147.9247.920.00%market9.62%19.48%3.03%3.12%-0.09%
BKH2017-02-012017-02-022017-02-16161.9861.980.00%market8.08%55.27%0.29%3.12%-2.83%
CACI2017-02-012017-02-022017-02-161131.45131.450.00%market15.75%55.93%-3.03%3.12%-6.15%
CBT2017-02-012017-02-022017-02-16157.6357.630.00%market20.00%15.48%1.13%3.12%-1.99%
ELV2017-02-012017-02-022017-02-161160.00160.000.00%market9.32%231.85%2.26%3.12%-0.86%
EXPO2017-02-012017-02-022017-02-16127.8827.880.00%market17.65%78.00%4.10%3.12%0.98%
KMT2017-02-012017-02-022017-02-16136.5436.540.00%market9.09%150.00%6.74%3.12%3.62%
LSTR2017-02-012017-02-022017-02-16183.8583.850.00%market8.05%61.14%3.84%3.12%0.72%
META2017-02-012017-02-022017-02-161133.22133.220.00%market7.63%66.49%0.37%3.12%-2.75%
OI2017-02-012017-02-022017-02-16119.3819.380.00%market6.38%6.67%1.29%3.12%-1.83%
TTEK2017-02-012017-02-022017-02-1618.378.370.00%market11.11%440.00%1.45%3.12%-1.67%
UGI2017-02-012017-02-022017-02-16146.1346.130.00%market21.33%89.85%2.87%3.12%-0.25%
AMZN2017-02-022017-02-032017-02-17140.3440.340.00%market14.29%194.00%4.63%2.74%1.89%
BDX2017-02-022017-02-032017-02-171137.10137.100.00%market9.91%8.15%1.10%2.74%-1.64%
CI2017-02-022017-02-032017-02-171149.07149.070.00%market7.47%100.78%-3.80%2.74%-6.54%
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LCII2017-02-092017-02-102017-02-271113.90113.900.00%market9.38%86.67%-2.34%2.65%-4.98%
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MFC2017-02-092017-02-102017-02-27118.7618.760.00%market30.56%69.08%-2.61%2.65%-5.25%
PDS2017-02-092017-02-102017-02-271114.80114.800.00%market42.86%47.61%-11.42%2.65%-14.07%
PRLB2017-02-092017-02-102017-02-27159.7059.700.00%market5.13%58.54%-6.38%2.65%-9.03%
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DSX2017-02-142017-02-152017-03-0213.853.850.00%market5.00%47.37%0.16%2.06%-1.90%
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FANG2017-02-142017-02-152017-03-021111.84111.840.00%market66.67%51.10%-7.27%2.06%-9.34%
GGAL2017-02-142017-02-152017-03-02134.6134.610.00%market14.29%1587.15%-5.99%2.06%-8.06%
GNRC2017-02-142017-02-152017-03-02139.8839.880.00%market8.74%66.41%-0.63%2.06%-2.69%
HAPN2017-02-142017-02-152017-03-02130.5530.550.00%market33.33%139.55%-14.18%2.06%-16.24%
HUBS2017-02-142017-02-152017-03-02157.4057.400.00%market35.00%288.66%1.47%2.06%-0.60%
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ITT2017-02-142017-02-152017-03-02142.0042.000.00%market14.29%43.75%-1.31%2.06%-3.38%
TMUS2017-02-142017-02-152017-03-02161.4761.470.00%market50.00%101.28%1.64%2.06%-0.42%
TRU2017-02-142017-02-152017-03-02137.6337.630.00%market22.22%32.75%0.35%2.06%-1.71%
WBD2017-02-142017-02-152017-03-02128.4728.470.00%market10.64%23.86%-0.03%2.06%-2.09%
ADI2017-02-152017-02-162017-03-03181.0081.000.00%market28.77%6.28%2.59%1.48%1.11%
CHH2017-02-152017-02-162017-03-03158.5058.500.00%market5.66%33.65%5.71%1.48%4.24%
CPA2017-02-152017-02-162017-03-03199.9599.950.00%market5.19%67.61%6.80%1.48%5.33%
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ETR2017-02-152017-02-162017-03-03135.4435.440.00%market220.00%266.72%6.25%1.48%4.77%
HLT2017-02-152017-02-162017-03-03159.5459.540.00%market25.00%6.45%-3.11%1.48%-4.58%
HUN2017-02-152017-02-162017-03-03121.3521.350.00%market20.00%35.22%6.36%1.48%4.89%
NMIH2017-02-152017-02-162017-03-03111.4511.450.00%market7.14%248.67%-3.59%1.48%-5.07%
NTES2017-02-152017-02-162017-03-03156.6856.680.00%market17.81%292.21%3.45%1.48%1.97%
RUSHA2017-02-152017-02-162017-03-03114.2314.230.00%market7.69%161.22%7.98%1.48%6.50%
WMB2017-02-152017-02-162017-03-03129.1029.100.00%market21.43%72.46%1.79%1.48%0.31%
AMN2017-02-162017-02-172017-03-06139.7539.750.00%market14.81%12.01%2.42%1.61%0.81%
ANET2017-02-162017-02-172017-03-0616.946.940.00%market30.00%99.05%7.39%1.61%5.79%
CVI2017-02-162017-02-172017-03-06118.5418.540.00%market135.71%701.66%-7.49%1.61%-9.10%
FIVN2017-02-162017-02-172017-03-06117.0517.050.00%market100.00%1645.15%-4.03%1.61%-5.64%
FTS2017-02-162017-02-172017-03-06132.8332.830.00%market33.33%57.00%-3.69%1.61%-5.30%
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SUPV2017-02-162017-02-172017-03-06115.4015.400.00%market20.51%1146.21%-1.79%1.61%-3.40%
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MCO2017-02-172017-02-212017-03-074112.14112.140.00%market9.82%56.90%0.36%0.63%-0.26%
POR2017-02-172017-02-212017-03-07442.7442.740.00%market11.48%42.86%4.93%0.63%4.30%
PRG2017-02-172017-02-212017-03-07427.1827.180.00%market13.64%56.70%-0.06%0.63%-0.69%
ROG2017-02-202017-02-212017-03-07183.0083.000.00%market8.05%38.30%-0.15%0.63%-0.78%
VIPS2017-02-202017-02-212017-03-07113.0013.000.00%market9.52%3096.77%-0.02%0.63%-0.65%
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EHC2017-02-212017-02-222017-03-08133.4633.460.00%market16.13%23.51%-0.91%0.23%-1.14%
HCI2017-02-212017-02-222017-03-08144.0344.030.00%market393.75%46.49%7.92%0.23%7.69%
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LNTH2017-02-212017-02-222017-03-08110.0010.000.00%market38.46%37.50%30.40%0.23%30.17%
MMSI2017-02-212017-02-222017-03-08129.0029.000.00%market10.71%15.73%2.49%0.23%2.26%
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VPG2017-02-212017-02-222017-03-08116.9516.950.00%market8.33%100.00%-7.47%0.23%-7.70%
WLK2017-02-212017-02-222017-03-08165.4365.430.00%market12.50%35.64%-1.60%0.23%-1.83%
DINO2017-02-222017-02-232017-03-09129.1729.170.00%market14.29%741.85%-7.50%-0.01%-7.50%
DORM2017-02-222017-02-232017-03-09176.6776.670.00%market9.21%32.53%2.63%-0.01%2.63%
GDOT2017-02-222017-02-232017-03-09127.8027.800.00%market26.67%521.05%7.35%-0.01%7.35%
NGVT2017-02-222017-02-232017-03-09157.0057.000.00%market13.33%185.71%2.79%-0.01%2.80%
RGEN2017-02-222017-02-232017-03-09132.4532.450.00%market14.29%158.92%-1.43%-0.01%-1.42%
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TOL2017-02-222017-02-232017-03-09134.0534.050.00%market20.00%45.45%4.36%-0.01%4.37%
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WES2017-02-222017-02-232017-03-09146.4746.470.00%market13.89%11.78%-1.63%-0.01%-1.62%
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BRC2017-02-232017-02-242017-03-10139.1039.100.00%market14.29%17.50%0.80%0.95%-0.15%
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KOP2017-02-232017-02-242017-03-10142.7542.750.00%market53.85%46.50%-2.44%0.95%-3.39%
MTZ2017-02-232017-02-242017-03-10140.0040.000.00%market32.08%10.09%-0.60%0.95%-1.55%
NVCR2017-02-232017-02-242017-03-1017.107.100.00%market35.00%57.69%-1.51%0.95%-2.46%
OEC2017-02-232017-02-242017-03-10121.2521.250.00%market21.88%22.41%-1.98%0.95%-2.93%
SPNT2017-02-232017-02-242017-03-10112.2012.200.00%market13.46%418.25%-0.51%0.95%-1.46%
TTC2017-02-232017-02-242017-03-10160.2060.200.00%market13.89%21.95%0.45%0.95%-0.50%
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ZBRA2017-02-232017-02-242017-03-10189.9989.990.00%market11.56%49.11%-0.89%0.95%-1.84%
BCC2017-02-242017-02-272017-03-13325.9525.950.00%market183.29%1633.33%6.45%0.49%5.96%
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APPF2017-02-272017-02-282017-03-14126.0026.000.00%market45.29%535.17%-5.87%0.10%-5.97%
BKNG2017-02-272017-02-282017-03-14168.1668.160.00%market9.23%1883.23%3.71%0.10%3.62%
BWXT2017-02-272017-02-282017-03-14144.5044.500.00%market24.32%54.03%4.24%0.10%4.14%
CCU2017-02-272017-02-282017-03-14123.4323.430.00%market32.35%46904.35%0.92%0.10%0.83%
CRD-A2017-02-272017-02-282017-03-1419.009.000.00%market6.25%70.59%-17.32%0.10%-17.42%
DK2017-02-272017-02-282017-03-14122.6922.690.00%market22.81%204.77%8.19%0.10%8.09%
EOG2017-02-272017-02-282017-03-14199.5099.500.00%market92.86%10102.00%-5.03%0.10%-5.13%
EXEL2017-02-272017-02-282017-03-14121.7021.700.00%market1900.00%83.33%0.08%0.10%-0.01%
IBP2017-02-272017-02-282017-03-14146.0046.000.00%market10.00%15.94%7.62%0.10%7.52%
OMAB2017-02-272017-02-282017-03-14137.5837.580.00%market26.53%1290.73%4.16%0.10%4.06%
STGW2017-02-272017-02-282017-03-1418.758.750.00%market150.00%86.67%-0.67%0.10%-0.77%
WDAY2017-02-272017-02-282017-03-14182.2082.200.00%market800.00%476.03%2.04%0.10%1.94%
ATRC2017-02-282017-03-012017-03-15118.0318.030.00%market15.62%9.88%4.78%0.23%4.55%
AXON2017-02-282017-03-012017-03-15124.7724.770.00%market9.09%32.64%-7.21%0.23%-7.44%
BLDR2017-02-282017-03-012017-03-15113.9913.990.00%market100.00%40.01%10.19%0.23%9.96%
BMO2017-02-282017-03-012017-03-15176.9976.990.00%market10.64%8.12%-1.35%0.23%-1.58%
CHDN2017-02-282017-03-012017-03-15125.8825.880.00%market10.00%80.30%-0.37%0.23%-0.61%
CRM2017-02-282017-03-012017-03-15182.8782.870.00%market12.00%118.20%0.64%0.23%0.40%
BOX2017-03-012017-03-022017-03-16117.8617.860.00%market23.08%48.18%-6.76%-0.45%-6.31%
DCI2017-03-012017-03-022017-03-16146.0846.080.00%market9.37%51.43%-2.21%-0.45%-1.75%
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KNSL2017-03-012017-03-022017-03-16130.2630.260.00%market22.22%52.52%6.91%-0.45%7.36%
LOW2017-03-012017-03-022017-03-16181.3781.370.00%market8.86%54.76%2.17%-0.45%2.62%
MNST2017-03-012017-03-022017-03-16123.9223.920.00%market20.00%33.68%-2.11%-0.45%-1.66%
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ACR2017-03-132017-03-142017-03-28121.0021.000.00%market71.74%276.00%18.47%-0.78%19.26%
IPAR2017-03-132017-03-142017-03-28137.8537.850.00%market33.33%255.06%-2.66%-0.78%-1.88%
DBI2017-03-142017-03-152017-03-29119.6719.670.00%market25.00%107.75%4.27%-0.85%5.12%
HTHT2017-03-142017-03-152017-03-29114.1614.160.00%market16.67%1054.09%10.42%-0.85%11.27%
JOYY2017-03-142017-03-152017-03-29146.7546.750.00%market41.75%246.12%0.58%-0.85%1.43%
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IBRX2017-03-152017-03-162017-03-3013.783.780.00%market32.56%18.99%-5.66%-1.18%-4.48%
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ORCL2017-03-152017-03-162017-03-30146.3946.390.00%market11.29%24.75%-3.79%-1.18%-2.61%
SLS2017-03-152017-03-162017-03-301960.00960.000.00%market5.77%99.98%-0.10%-1.18%1.08%
YRD2017-03-152017-03-162017-03-30128.1428.140.00%market178.79%1995.42%-11.12%-1.18%-9.94%
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PTCT2017-03-162017-03-172017-03-3118.918.910.00%market21.21%48.72%10.34%-0.85%11.18%
TEN2017-03-172017-03-202017-04-03324.7024.700.00%market66.67%353.33%-3.74%-0.72%-3.03%
AIR2017-03-212017-03-222017-04-05133.1933.190.00%market8.33%28.21%0.83%0.43%0.40%
VKTX2017-03-212017-03-222017-04-0511.211.210.00%market18.18%38.89%11.47%0.43%11.04%
ASND2017-03-222017-03-232017-04-06129.4929.490.00%market9.84%28.99%-6.34%0.50%-6.83%
CTAS2017-03-222017-03-232017-04-06131.0831.080.00%market7.69%92.17%-1.00%0.50%-1.50%
FNV2017-03-222017-03-232017-04-06164.6964.690.00%market20.00%16.95%3.90%0.50%3.41%
MLKN2017-03-222017-03-232017-04-06131.8031.800.00%market21.88%53.11%-1.04%0.50%-1.54%
WGO2017-03-222017-03-232017-04-06130.5030.500.00%market6.67%20.83%-12.72%0.50%-13.22%
CMC2017-03-232017-03-242017-04-07118.7218.720.00%market150.00%24.00%-0.90%0.35%-1.25%
KBH2017-03-232017-03-242017-04-07119.8519.850.00%market15.38%67.61%-0.65%0.35%-1.00%
CCL2017-03-282017-03-292017-04-12159.0959.090.00%market8.57%15.93%-2.40%-0.41%-1.99%
OLLI2017-03-282017-03-292017-04-12134.0034.000.00%market11.43%12.18%-0.98%-0.41%-0.57%
PRGS2017-03-292017-03-302017-04-13130.2230.220.00%market21.43%38.24%-3.84%-1.26%-2.58%
SMMT2017-03-292017-03-302017-04-13113.4613.460.00%market29.58%180.00%-16.00%-1.26%-14.74%
UNF2017-03-292017-03-302017-04-131140.80140.800.00%market10.00%68.18%-5.21%-1.26%-3.96%
AMR2017-03-312017-04-032017-04-18358.8558.850.00%market1442.86%11.11%3.43%-0.82%4.25%
YUMC2017-04-052017-04-062017-04-21131.4531.450.00%market18.92%23.51%4.03%-0.15%4.18%
LW2017-04-062017-04-072017-04-24142.1342.130.00%market9.26%32.81%1.18%0.86%0.32%
RPM2017-04-062017-04-072017-04-24151.5151.510.00%market27.27%550.00%2.11%0.86%1.25%
STZ2017-04-062017-04-072017-04-241172.00172.000.00%market8.03%38.50%0.50%0.86%-0.36%
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CBSH2017-04-132017-04-172017-05-01434.2234.220.00%market6.25%32.48%4.52%2.39%2.13%
JPM2017-04-132017-04-172017-05-01484.4484.440.00%market8.55%42.47%3.00%2.39%0.61%
PNC2017-04-132017-04-172017-05-014115.98115.980.00%market6.52%33.11%4.36%2.39%1.97%
CE2017-04-172017-04-182017-05-02189.2789.270.00%market5.85%32.23%-2.62%2.16%-4.78%
MTB2017-04-172017-04-182017-05-021153.18153.180.00%market9.84%55.62%2.26%2.16%0.10%
NFLX2017-04-172017-04-182017-05-02114.7314.730.00%market7.10%659.78%6.15%2.16%3.99%
PNFP2017-04-172017-04-182017-05-02163.5063.500.00%market6.49%47.12%0.21%2.16%-1.95%
SFBS2017-04-172017-04-182017-05-02137.7537.750.00%market7.69%28.57%0.32%2.16%-1.84%
BAC2017-04-182017-04-192017-05-03122.9222.920.00%market17.14%59.84%3.61%1.69%1.92%
FULT2017-04-182017-04-192017-05-03118.0018.000.00%market8.70%12.00%3.51%1.69%1.82%
LECO2017-04-182017-04-192017-05-03187.5087.500.00%market11.39%14.01%2.88%1.69%1.19%
LRCX2017-04-182017-04-192017-05-03113.3913.390.00%market12.00%7.43%12.00%1.69%10.31%
RCI2017-04-182017-04-192017-05-03146.5146.510.00%market11.63%25.00%-2.23%1.69%-3.92%
SCHW2017-04-182017-04-192017-05-03138.3338.330.00%market8.33%60.23%5.30%1.69%3.61%
UNH2017-04-182017-04-192017-05-031169.59169.590.00%market9.22%51.75%1.64%1.69%-0.05%
WTFC2017-04-182017-04-192017-05-03167.5167.510.00%market11.11%16.00%6.58%1.69%4.89%
ABT2017-04-192017-04-202017-05-04143.6943.690.00%market11.63%27.61%1.96%1.97%-0.01%
BMI2017-04-192017-04-202017-05-04138.1038.100.00%market15.38%26.00%-0.36%1.97%-2.33%
CSX2017-04-192017-04-202017-05-04116.7316.730.00%market21.43%84.26%2.95%1.97%0.98%
EWBC2017-04-192017-04-202017-05-04152.4952.490.00%market18.92%38.19%5.92%1.97%3.95%
IEX2017-04-192017-04-202017-05-04196.9996.990.00%market10.75%32.84%7.10%1.97%5.13%
KALU2017-04-192017-04-202017-05-04183.5783.570.00%market34.51%17.55%-2.53%1.97%-4.50%
MS2017-04-192017-04-202017-05-04142.6142.610.00%market13.64%16.33%1.47%1.97%-0.50%
PLXS2017-04-192017-04-202017-05-04151.0451.040.00%market10.53%5.95%-0.71%1.97%-2.68%
SEIC2017-04-192017-04-202017-05-04150.0450.040.00%market5.77%37.40%2.10%1.97%0.13%
SLM2017-04-192017-04-202017-05-04112.9012.900.00%market40.00%43.00%-2.97%1.97%-4.94%
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ASB2017-04-202017-04-212017-05-05124.9024.900.00%market9.37%44.58%2.11%1.89%0.22%
ASR2017-04-202017-04-212017-05-051181.05181.050.00%market13.40%972.40%9.73%1.89%7.84%
CFG2017-04-202017-04-212017-05-05135.2835.280.00%market11.76%56.17%4.69%1.89%2.80%
CVLG2017-04-202017-04-212017-05-0518.528.520.00%market33.33%633.33%6.47%1.89%4.58%
DOV2017-04-202017-04-212017-05-05164.5364.530.00%market12.90%57.59%-1.59%1.89%-3.48%
FFBC2017-04-202017-04-212017-05-05127.8027.800.00%market11.43%29.34%0.08%1.89%-1.81%
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MTG2017-04-202017-04-212017-05-05111.0311.030.00%market29.17%27.15%-4.91%1.89%-6.80%
NVR2017-04-202017-04-212017-05-0512,047.012,047.010.00%market19.45%37.13%5.59%1.89%3.70%
RHI2017-04-202017-04-212017-05-05145.0245.020.00%market6.90%53.46%4.10%1.89%2.21%
SHW2017-04-202017-04-212017-05-051107.81107.810.00%market10.14%60.44%4.48%1.89%2.59%
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SRCE2017-04-202017-04-212017-05-05146.6746.670.00%market12.73%33.87%4.25%1.89%2.36%
STC2017-04-202017-04-212017-05-05145.2945.290.00%market162.50%80.00%0.85%1.89%-1.04%
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GNTX2017-04-212017-04-242017-05-08320.2120.210.00%market6.45%18.48%-1.14%1.05%-2.18%
HDB2017-04-212017-04-242017-05-08319.9819.980.00%market1375.69%15658.54%3.15%1.05%2.11%
NEE2017-04-212017-04-242017-05-08333.1633.160.00%market12.82%38.56%1.65%1.05%0.60%
SHOO2017-04-212017-04-242017-05-08325.6725.670.00%market6.90%17.79%-1.42%1.05%-2.47%
WBS2017-04-212017-04-242017-05-08351.7651.760.00%market8.77%63.08%1.21%1.05%0.17%
AMP2017-04-242017-04-252017-05-091131.85131.850.00%market7.14%46.06%-2.33%0.64%-2.97%
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FBK2017-04-242017-04-252017-05-09136.3736.370.00%market16.67%47.62%5.59%0.64%4.95%
HAL2017-04-242017-04-252017-05-09146.8846.880.00%market37.93%320.22%-4.05%0.64%-4.69%
ITW2017-04-242017-04-252017-05-091138.91138.910.00%market6.21%17.18%-0.07%0.64%-0.71%
KNX2017-04-242017-04-252017-05-09134.8534.850.00%market5.88%188.24%-5.26%0.64%-5.91%
LII2017-04-242017-04-252017-05-091168.33168.330.00%market16.88%62.27%-0.92%0.64%-1.56%
PDS2017-04-242017-04-252017-05-09183.8083.800.00%market45.45%30.14%-12.51%0.64%-13.15%
RMBS2017-04-242017-04-252017-05-09113.2813.280.00%market13.33%29.41%-6.12%0.64%-6.77%
RUSHA2017-04-242017-04-252017-05-09116.5216.520.00%market33.33%128.57%-0.64%0.64%-1.29%
TMUS2017-04-242017-04-252017-05-09166.0066.000.00%market31.43%96.91%-0.86%0.64%-1.50%
WNC2017-04-242017-04-252017-05-09120.6720.670.00%market14.81%22.58%5.61%0.64%4.97%
ZION2017-04-242017-04-252017-05-09140.9140.910.00%market12.96%72.57%-0.05%0.64%-0.69%
ACGL2017-04-252017-04-262017-05-10132.3332.330.00%market6.82%325.76%-1.68%0.57%-2.25%
BPOP2017-04-252017-04-262017-05-10141.0441.040.00%market8.54%63.23%-0.68%0.57%-1.26%
CAT2017-04-252017-04-262017-05-101103.80103.800.00%market106.45%120.84%-3.41%0.57%-3.98%
CMG2017-04-252017-04-262017-05-1019.499.490.00%market25.58%100.87%2.43%0.57%1.86%
CNC2017-04-252017-04-262017-05-10136.9536.950.00%market5.66%141.50%4.58%0.57%4.01%
CVBF2017-04-252017-04-262017-05-10121.8421.840.00%market8.33%7.69%-0.37%0.57%-0.94%
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FBP2017-04-252017-04-262017-05-1015.855.850.00%market10.00%58.16%-1.81%0.57%-2.38%
FCF2017-04-252017-04-262017-05-10113.3113.310.00%market5.88%44.44%-3.33%0.57%-3.90%
GPK2017-04-252017-04-262017-05-10113.6813.680.00%market16.67%30.25%3.34%0.57%2.77%
LMT2017-04-252017-04-262017-05-101270.59270.590.00%market7.53%44.56%0.32%0.57%-0.25%
LOGI2017-04-252017-04-262017-05-10133.9933.990.00%market16.67%61.29%1.78%0.57%1.21%
MAS2017-04-252017-04-262017-05-10137.0537.050.00%market13.89%15.59%-0.88%0.57%-1.45%
MCD2017-04-252017-04-262017-05-101141.70141.700.00%market10.53%19.22%1.89%0.57%1.32%
MSA2017-04-252017-04-262017-05-10175.0875.080.00%market16.00%89.22%3.63%0.57%3.06%
NTB2017-04-252017-04-262017-05-10132.9932.990.00%market9.37%25.97%3.99%0.57%3.42%
PHM2017-04-252017-04-262017-05-10122.1522.150.00%market6.90%52.40%3.24%0.57%2.67%
PII2017-04-252017-04-262017-05-10184.1084.100.00%market7.14%21.44%11.84%0.57%11.27%
RNG2017-04-252017-04-262017-05-10130.7530.750.00%market43.47%399.77%3.31%0.57%2.74%
SCL2017-04-252017-04-262017-05-10188.0088.000.00%market14.29%13.97%-3.12%0.57%-3.69%
SPGI2017-04-252017-04-262017-05-101135.97135.970.00%market16.55%30.91%1.30%0.57%0.73%
TROW2017-04-252017-04-262017-05-10169.5069.500.00%market18.33%17.11%3.57%0.57%3.00%
TRU2017-04-252017-04-262017-05-10139.0239.020.00%market10.53%39.08%5.95%0.57%5.38%
TX2017-04-252017-04-262017-05-10126.6626.660.00%market64.20%93.35%-8.35%0.57%-8.92%
WAT2017-04-252017-04-262017-05-101172.00172.000.00%market9.77%18.08%1.13%0.57%0.56%
WIT2017-04-252017-04-262017-05-1011.821.820.00%market50.00%6402.93%3.75%0.57%3.18%
WYNN2017-04-252017-04-262017-05-101123.30123.300.00%market22.77%27.97%-0.12%0.57%-0.69%
ALSN2017-04-262017-04-272017-05-11139.8039.800.00%market48.57%116.29%-4.04%0.26%-4.30%
AMX2017-04-262017-04-272017-05-11115.3215.320.00%market103.85%959.27%-0.10%0.26%-0.36%
APH2017-04-262017-04-272017-05-11118.0118.010.00%market5.88%22.37%0.73%0.26%0.48%
AVY2017-04-262017-04-272017-05-11183.4883.480.00%market6.73%31.10%0.03%0.26%-0.22%
BAX2017-04-262017-04-272017-05-11155.6555.650.00%market11.54%17.42%1.16%0.26%0.90%
BCO2017-04-262017-04-272017-05-11160.6560.650.00%market46.15%7.02%3.03%0.26%2.78%
BOKF2017-04-262017-04-272017-05-11186.1086.100.00%market28.57%5.93%-4.35%0.26%-4.61%
BSBR2017-04-262017-04-272017-05-1118.048.040.00%market14.29%437.83%3.76%0.26%3.50%
CINF2017-04-262017-04-272017-05-11172.0072.000.00%market9.26%47.44%-3.74%0.26%-3.99%
CNMD2017-04-262017-04-272017-05-11144.0144.010.00%market11.76%41.23%14.62%0.26%14.37%
AGCO2017-04-282017-05-012017-05-15365.4065.400.00%market88.24%2227.60%-2.03%0.68%-2.71%
ALV2017-04-282017-05-012017-05-15372.0672.060.00%market6.45%17.58%2.16%0.68%1.48%
IDXX2017-04-282017-05-012017-05-153168.30168.300.00%market26.23%77.74%-2.37%0.68%-3.05%
PEG2017-04-282017-05-012017-05-15344.1044.100.00%market9.52%21.90%-2.50%0.68%-3.18%
AMD2017-05-012017-05-022017-05-16111.7311.730.00%market20.00%229.12%8.60%0.52%8.08%
BWXT2017-05-012017-05-022017-05-16150.5150.510.00%market19.57%28.82%-1.90%0.52%-2.42%
CACC2017-05-012017-05-022017-05-161215.48215.480.00%market8.01%31.57%-0.27%0.52%-0.79%
CC2017-05-012017-05-022017-05-16141.8541.850.00%market50.00%20.92%8.33%0.52%7.82%
CHGG2017-05-012017-05-022017-05-1619.929.920.00%market100.00%33.33%17.34%0.52%16.82%
AIZ2017-05-022017-05-032017-05-17199.9999.990.00%market23.03%13.98%0.07%-1.24%1.31%
ALL2017-05-022017-05-032017-05-17183.4783.470.00%market49.09%38.55%0.97%-1.24%2.20%
AME2017-05-022017-05-032017-05-17158.9058.900.00%market5.26%61.67%0.87%-1.24%2.10%
AWR2017-05-022017-05-032017-05-17144.2244.220.00%market6.25%5.96%0.80%-1.24%2.04%
CIGI2017-05-022017-05-032017-05-17154.5054.500.00%market37.50%43.70%-5.51%-1.24%-4.28%
CMI2017-05-022017-05-032017-05-171159.45159.450.00%market30.39%51.04%-3.95%-1.24%-2.72%
CVS2017-05-022017-05-032017-05-17179.1179.110.00%market6.36%28.47%-3.61%-1.24%-2.38%
DXCM2017-05-022017-05-032017-05-17118.6318.630.00%market14.29%68.19%-8.80%-1.24%-7.56%
ACCO2017-05-032017-05-042017-05-18113.8013.800.00%market366.74%50.00%-16.04%-0.86%-15.18%
ADEA2017-05-032017-05-042017-05-1818.538.530.00%market36.36%533.34%-0.57%-0.86%0.29%
AFG2017-05-032017-05-042017-05-18197.3897.380.00%market23.36%29.48%-0.49%-0.86%0.37%
ALB2017-05-032017-05-042017-05-181111.99111.990.00%market10.53%18.31%-1.88%-0.86%-1.01%
ALG2017-05-032017-05-042017-05-18180.5580.550.00%market36.36%61.90%3.23%-0.86%4.09%
ASC2017-05-032017-05-042017-05-1817.607.600.00%market40.00%379.92%1.22%-0.86%2.08%
BCC2017-05-032017-05-042017-05-18129.8529.850.00%market188.89%100.00%-9.82%-0.86%-8.95%