EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos) (3)

Run 9a9667b8 · view hypothesis

completed

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

Trades
5373
Win rate
54.59%
Avg return
1.17%
Median return
0.92%
Avg abnormal
0.22%
Median abnormal
-0.38%
Best trade
744.34%
Worst trade
-80.36%
Sharpe (per-trade)
0.07
Daily portfolio drawdown
-27.21%
Portfolio (equal_weight)
Total return
62.93%
Max drawdown
-27.21%
Avg trade return
1.17%
Win rate
54.59%
Signals
9005
Configured concurrent
100
Observed concurrent
100
Trades taken
5373
Skipped (no capacity)
3632
Excess vs benchmark
-397.08%
Avg entry slippage
0.00%
Return if filled at market
62.93%
VWAP fills
0
VWAP fallbacks
0

3632 of 9005 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20061-2.65%-6.26%0.00%
20071-12.41%-12.62%0.00%
200823.40%4.80%50.00%
200914.80%3.26%100.00%
201054.40%1.98%100.00%
20112-1.60%2.32%50.00%
201216.12%8.74%100.00%
20133-9.82%-10.39%0.00%
20153-1.63%-2.09%33.33%
20162044.57%2.54%67.16%
20174591.03%-0.06%54.03%
20185000.74%0.05%55.40%
20194920.23%-0.06%48.17%
2020552-0.43%-0.33%51.09%
20216363.17%1.54%65.41%
20225651.12%1.29%54.51%
20235550.68%-0.61%46.85%
20245371.89%-1.12%56.61%
20255500.72%0.47%54.73%
20263040.72%-0.36%50.33%
Trades (page 11: 373 of 5,373)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.Op. marginReturnBenchmarkAbnormal
FOR2025-10-282025-10-292025-11-26128.3928.390.00%market34.92%—-9.26%-1.31%-7.95%
HRI2025-10-282025-10-292025-11-261139.43139.430.00%market21.31%—-1.64%-1.31%-0.33%
INCY2025-10-282025-10-292025-11-26191.4991.490.00%market36.14%—15.38%-1.31%16.69%
IVZ2025-10-282025-10-292025-11-26123.9223.920.00%market36.10%—2.45%-1.31%3.76%
KAI2025-10-282025-10-292025-11-261307.84307.840.00%market18.81%—-9.86%-1.31%-8.55%
LOGI2025-10-282025-10-292025-11-261113.99113.990.00%market18.85%—-3.11%-1.31%-1.80%
MBIN2025-10-282025-10-292025-11-26133.4933.490.00%market22.78%—-2.10%-1.31%-0.79%
MMYT2025-10-282025-10-292025-11-26181.9481.940.00%market96.18%—-14.29%-1.31%-12.98%
NBIX2025-10-282025-10-292025-11-261140.00140.000.00%market29.11%—8.17%-1.31%9.48%
NEE2025-10-282025-10-292025-11-26183.3083.300.00%market16.86%—2.59%-1.31%3.90%
NTB2025-10-282025-10-292025-11-26143.4743.470.00%market16.15%—6.89%-1.31%8.21%
REGN2025-10-282025-10-292025-11-261650.41650.410.00%market22.59%—20.53%-1.31%21.85%
RNR2025-10-282025-10-292025-11-261240.00240.000.00%market56.67%—8.62%-1.31%9.93%
RRR2025-10-282025-10-292025-11-26157.8357.830.00%market88.89%—1.63%-1.31%2.94%
ACR2025-10-292025-10-302025-11-28120.5020.500.00%market638.84%—3.36%-0.07%3.44%
AEM2025-10-292025-10-302025-11-281157.35157.350.00%market22.73%—10.75%-0.07%10.83%
ARIS2025-10-292025-10-302025-11-2819.639.630.00%market33.33%—45.69%-0.07%45.77%
AXS2025-10-292025-10-302025-11-28190.1890.180.00%market19.49%—13.27%-0.07%13.35%
BELFB2025-10-292025-10-302025-11-281152.81152.810.00%market24.40%—0.70%-0.07%0.77%
BXMT2025-10-292025-10-302025-11-28118.7718.770.00%market26.32%—3.63%-0.07%3.70%
CGNX2025-10-292025-10-302025-11-28144.2444.240.00%market22.22%—-13.98%-0.07%-13.90%
COCO2025-10-292025-10-302025-11-28145.0045.000.00%market25.00%—18.59%-0.07%18.66%
CVI2025-10-292025-10-302025-11-28140.1340.130.00%market100.00%—-14.05%-0.07%-13.98%
DFIN2025-10-292025-10-302025-11-28144.3044.300.00%market109.76%—10.64%-0.07%10.72%
DHT2025-10-292025-10-302025-11-28112.8912.890.00%market60.92%—0.99%-0.07%1.06%
EBS2025-10-292025-10-302025-11-28110.8610.860.00%market983.33%—2.75%-0.07%2.83%
FIBK2025-10-292025-10-302025-11-28132.7132.710.00%market16.95%—0.30%-0.07%0.37%
FPI2025-10-292025-10-302025-11-28110.2010.200.00%market16.67%—-3.63%-0.07%-3.55%
FTV2025-10-292025-10-302025-11-28150.7150.710.00%market19.51%—5.36%-0.07%5.44%
GOOG2025-10-292025-10-302025-11-281291.72291.720.00%market24.78%—9.64%-0.07%9.71%
GOOGL2025-10-292025-10-302025-11-281291.59291.590.00%market24.78%—9.70%-0.07%9.78%
GRBK2025-10-292025-10-302025-11-28168.0068.000.00%market23.78%—-0.28%-0.07%-0.20%
GSK2025-10-292025-10-302025-11-28145.9345.930.00%market17.46%—4.10%-0.07%4.18%
HAYW2025-10-292025-10-302025-11-28117.1817.180.00%market15.80%—-4.35%-0.07%-4.27%
MKL2025-10-292025-10-302025-11-2811,890.001,890.000.00%market28.64%—9.98%-0.07%10.05%
MTG2025-10-292025-10-302025-11-28126.6826.680.00%market15.28%—6.16%-0.07%6.23%
OPFI2025-10-292025-10-302025-11-28110.2110.210.00%market48.39%—-3.14%-0.07%-3.06%
RIG2025-10-292025-10-302025-11-2813.783.780.00%market50.00%—16.57%-0.07%16.64%
SMHI2025-10-292025-10-302025-11-2816.386.380.00%market128.81%—11.50%-0.07%11.57%
TMDX2025-10-292025-10-302025-11-281127.50127.500.00%market78.38%—14.65%-0.07%14.73%
ARDT2025-11-122025-11-132025-12-1219.339.330.00%market22.64%—-5.89%0.19%-6.07%
ATEX2025-11-122025-11-132025-12-12119.9419.940.00%market78.46%—15.25%0.19%15.06%
CLBT2025-11-122025-11-132025-12-12118.8018.800.00%market48.16%—0.01%0.19%-0.18%
AEG2025-11-132025-11-142025-12-1517.757.750.00%market45.66%—-1.52%2.31%-3.83%
MFG2025-11-142025-11-172025-12-1636.876.870.00%market17.65%—7.32%1.37%5.95%
TCOM2025-11-172025-11-182025-12-17170.9670.960.00%market236.52%—1.15%1.40%-0.25%
PDD2025-11-182025-11-192025-12-181119.55119.550.00%market33.94%—-11.61%2.37%-13.98%
ZTO2025-11-192025-11-202025-12-19119.6719.670.00%market23.52%—8.03%1.14%6.89%
BULL2025-11-202025-11-212025-12-2218.268.260.00%market319.92%—5.71%4.55%1.16%
DLNG2025-11-202025-11-212025-12-2213.733.730.00%market16.13%—3.39%4.55%-1.16%
DSX2025-11-202025-11-212025-12-2211.691.690.00%market900.00%—1.68%4.55%-2.87%
TEN2025-11-202025-11-212025-12-22124.9824.980.00%market36.36%—-10.23%4.55%-14.77%
XYF2025-11-202025-11-212025-12-2218.888.880.00%market415.97%—-31.29%4.55%-35.84%
BMNR2025-11-212025-11-242025-12-23326.9426.940.00%market13720.00%—10.44%3.81%6.63%
CRDO2025-12-012025-12-022025-12-311195.64195.640.00%market36.23%—-26.55%0.00%-26.55%
KNOP2025-12-042025-12-052026-01-06110.5010.500.00%market246.15%—-1.62%0.92%-2.55%
REX2025-12-042025-12-052026-01-06134.5334.530.00%market167.92%—-7.31%0.92%-8.24%
WLY2025-12-042025-12-052026-01-06134.9034.900.00%market41.03%—-11.16%0.92%-12.09%
WLYB2025-12-042025-12-052026-01-06133.7333.730.00%market41.03%—-3.15%0.92%-4.08%
ORCL2025-12-102025-12-112026-01-121190.62190.620.00%market37.80%—7.28%1.46%5.81%
PLAB2025-12-102025-12-112026-01-12137.4537.450.00%market32.36%—-10.11%1.46%-11.58%
XZO2025-12-102025-12-112026-01-12118.2818.280.00%market19.05%—23.42%1.46%21.96%
LULU2025-12-112025-12-122026-01-131204.58204.580.00%market16.67%—3.48%0.81%2.66%
MU2025-12-172025-12-182026-01-201256.53256.530.00%market20.71%—42.18%-0.00%42.19%
BIRK2025-12-182025-12-192026-01-21140.8340.830.00%market41.71%—-3.65%1.30%-4.95%
KEP2025-12-182025-12-192026-01-21116.7716.770.00%market28.66%—38.60%1.30%37.30%
MFG2025-12-292025-12-302026-01-2917.377.370.00%market44.72%—17.13%0.96%16.17%
MUFG2025-12-292025-12-302026-01-29115.9515.950.00%market41.58%—14.01%0.96%13.05%
SMFG2025-12-292025-12-302026-01-29119.5219.520.00%market134.26%—8.97%0.96%8.01%
STZ2026-01-072026-01-082026-02-061143.86143.860.00%market16.35%—14.13%0.26%13.87%
GS2026-01-152026-01-162026-02-171973.00973.000.00%market19.74%—-5.95%-1.56%-4.40%
PNC2026-01-162026-01-202026-02-184219.79219.790.00%market15.37%—5.79%0.70%5.09%
BOKF2026-01-202026-01-212026-02-191131.63131.630.00%market33.80%—1.33%0.71%0.62%
FNB2026-01-202026-01-212026-02-19117.3517.350.00%market21.95%—4.45%0.71%3.74%
MCB2026-01-202026-01-212026-02-19180.5780.570.00%market25.91%—16.37%0.71%15.66%
PRGS2026-01-202026-01-212026-02-19142.0542.050.00%market15.27%—-13.49%0.71%-14.20%
FBNC2026-01-212026-01-222026-02-20160.5060.500.00%market15.53%—2.76%-0.06%2.82%
LOB2026-01-212026-01-222026-02-20140.0040.000.00%market69.64%—2.10%-0.06%2.16%
PLD2026-01-212026-01-222026-02-201130.70130.700.00%market87.01%—8.17%-0.06%8.23%
RLI2026-01-212026-01-222026-02-20157.5057.500.00%market15.34%—5.76%-0.06%5.82%
TRV2026-01-212026-01-222026-02-201271.07271.070.00%market26.48%—12.39%-0.06%12.45%
ASB2026-01-222026-01-232026-02-23128.0228.020.00%market15.94%—-3.06%-0.84%-2.23%
SLM2026-01-222026-01-232026-02-23129.3229.320.00%market17.89%—-32.36%-0.84%-31.53%
TCBI2026-01-222026-01-232026-02-231101.57101.570.00%market16.85%—-4.09%-0.84%-3.25%
ERIC2026-01-232026-01-262026-02-24310.5610.560.00%market17.39%—4.35%-0.45%4.81%
FCNCA2026-01-232026-01-262026-02-2432,014.442,014.440.00%market16.55%—-1.76%-0.45%-1.30%
TFIN2026-01-262026-01-272026-02-25175.0575.050.00%market160.14%—-22.14%-0.15%-21.99%
FFIV2026-01-272026-01-282026-02-261298.50298.500.00%market22.25%—-7.13%-1.11%-6.02%
NXT2026-01-272026-01-282026-02-261122.97122.970.00%market18.28%—-13.20%-1.11%-12.09%
QRVO2026-01-272026-01-282026-02-26176.6376.630.00%market16.04%—7.51%-1.11%8.62%
CON2026-01-282026-01-292026-02-27121.6521.650.00%market23.46%—10.57%-1.49%12.06%
CPF2026-01-282026-01-292026-02-27131.8731.870.00%market16.44%—-0.16%-1.49%1.33%
ELS2026-01-282026-01-292026-02-27162.6262.620.00%market45.76%—7.15%-1.49%8.64%
FIBK2026-01-282026-01-292026-02-27137.9037.900.00%market68.75%—-8.78%-1.49%-7.29%
MBIN2026-01-282026-01-292026-02-27137.3137.310.00%market36.17%—13.22%-1.49%14.71%
CNX2026-01-292026-01-302026-03-02138.0238.020.00%market70.00%—10.08%-0.78%10.86%
DB2026-01-292026-01-302026-03-02139.3839.380.00%market22.22%—-13.18%-0.78%-12.40%
DECK2026-01-292026-01-302026-03-021114.90114.900.00%market20.22%—-0.44%-0.78%0.34%
FCNCN2026-01-232026-01-302026-03-02724.9224.920.00%market16.55%—0.26%-0.78%1.04%
FHI2026-01-292026-01-302026-03-02152.5052.500.00%market15.83%—8.41%-0.78%9.20%
FPH2026-01-292026-01-302026-03-0215.105.100.00%market875.00%—9.90%-0.78%10.68%
HIG2026-01-292026-01-302026-03-021134.62134.620.00%market28.08%—5.28%-0.78%6.06%
NSC2026-01-292026-01-302026-03-021286.78286.780.00%market16.67%—10.60%-0.78%11.38%
PMTU2026-01-292026-01-302026-03-02125.8625.860.00%market20.79%—-0.68%-0.78%0.10%
SNDK2026-01-292026-01-302026-03-021651.23651.230.00%market71.27%—-5.04%-0.78%-4.25%
VIRT2026-01-292026-01-302026-03-02141.0041.000.00%market44.53%—4.12%-0.78%4.90%
MCHB2026-01-302026-02-022026-03-03315.1815.180.00%market115.38%—-0.23%-1.34%1.11%
WT2026-01-302026-02-022026-03-03316.3816.380.00%market26.09%—3.62%-1.34%4.97%
ARLP2026-02-022026-02-032026-03-04124.9324.930.00%market22.95%—8.04%-1.59%9.63%
NJR2026-02-022026-02-032026-03-04151.1351.130.00%market23.16%—7.92%-1.59%9.51%
SPG2026-02-022026-02-032026-03-041190.54190.540.00%market392.11%—6.49%-1.59%8.08%
TER2026-02-022026-02-032026-03-041258.15258.150.00%market30.43%—18.13%-1.59%19.72%
WWD2026-02-022026-02-032026-03-041373.01373.010.00%market31.52%—3.11%-1.59%4.70%
AMD2026-02-032026-02-042026-03-051215.00215.000.00%market15.91%—-7.33%-1.31%-6.02%
CRUS2026-02-032026-02-042026-03-051128.00128.000.00%market22.73%—4.81%-1.31%6.12%
JKHY2026-02-032026-02-042026-03-051170.76170.760.00%market20.28%—-2.27%-1.31%-0.96%
LTM2026-02-032026-02-042026-03-05167.7167.710.00%market25.19%—-28.35%-1.31%-27.04%
PFE2026-02-032026-02-042026-03-05125.8825.880.00%market16.40%—2.72%-1.31%4.03%
POWL2026-02-032026-02-042026-03-051155.28155.280.00%market18.95%—7.88%-1.31%9.19%
RITM2026-02-032026-02-042026-03-05110.9610.960.00%market34.55%—-10.87%-1.31%-9.56%
RNR2026-02-032026-02-042026-03-051290.00290.000.00%market28.02%—2.59%-1.31%3.90%
SONO2026-02-032026-02-042026-03-05116.1016.100.00%market26.56%—-5.69%-1.31%-4.38%
THG2026-02-032026-02-042026-03-051177.25177.250.00%market15.11%—0.54%-1.31%1.85%
WFRD2026-02-032026-02-042026-03-05197.6997.690.00%market34.51%—-3.60%-1.31%-2.29%
ALL2026-02-042026-02-052026-03-061212.44212.440.00%market45.57%—-0.16%-1.26%1.10%
CCI2026-02-042026-02-052026-03-06179.7579.750.00%market93.44%—13.29%-1.26%14.55%
EQNR2026-02-042026-02-052026-03-06126.1426.140.00%market35.00%—28.40%-1.26%29.66%
ESS2026-02-042026-02-052026-03-061250.01250.010.00%market172.60%—1.95%-1.26%3.21%
EVR2026-02-042026-02-052026-03-061342.60342.600.00%market33.94%—-15.74%-1.26%-14.48%
EZPW2026-02-042026-02-052026-03-06123.3823.380.00%market37.50%—8.24%-1.26%9.50%
FR2026-02-042026-02-052026-03-06158.9058.900.00%market83.33%—1.51%-1.26%2.77%
MC2026-02-042026-02-052026-03-06175.5475.540.00%market48.68%—-25.77%-1.26%-24.51%
MKL2026-02-042026-02-052026-03-0612,100.002,100.000.00%market24.73%—-5.69%-1.26%-4.43%
PTC2026-02-042026-02-052026-03-061153.10153.100.00%market20.75%—6.18%-1.26%7.43%
REXR2026-02-042026-02-052026-03-06139.6039.600.00%market119.41%—-9.12%-1.26%-7.86%
B2026-02-052026-02-062026-03-09144.8944.890.00%market22.35%—1.95%-0.47%2.42%
BYD2026-02-052026-02-062026-03-09181.2881.280.00%market17.55%—-1.06%-0.47%-0.59%
CDP2026-02-052026-02-062026-03-09132.6732.670.00%market112.12%—-0.90%-0.47%-0.43%
CPT2026-02-052026-02-062026-03-091107.13107.130.00%market415.52%—-1.99%-0.47%-1.52%
CUZ2026-02-052026-02-062026-03-09126.1326.130.00%market1027.34%—-11.89%-0.47%-11.42%
FLS2026-02-052026-02-062026-03-09177.0377.030.00%market18.09%—0.02%-0.47%0.48%
IDCC2026-02-052026-02-062026-03-091357.61357.610.00%market54.74%—1.62%-0.47%2.09%
NTCT2026-02-052026-02-062026-03-09127.4727.470.00%market16.28%—10.68%-0.47%11.14%
NWS2026-02-052026-02-062026-03-09126.7226.720.00%market60.00%—3.61%-0.47%4.07%
NWSA2026-02-052026-02-062026-03-09124.0124.010.00%market21.21%—2.11%-0.47%2.58%
PCTY2026-02-052026-02-062026-03-091125.67125.670.00%market17.83%—-6.24%-0.47%-5.77%
PECO2026-02-052026-02-062026-03-09137.7937.790.00%market135.29%—2.07%-0.47%2.54%
RDDT2026-02-052026-02-062026-03-091161.53161.530.00%market32.34%—-14.13%-0.47%-13.67%
REG2026-02-052026-02-062026-03-09176.1376.130.00%market89.32%—2.66%-0.47%3.13%
SPH2026-02-052026-02-062026-03-09119.9519.950.00%market30.19%—2.81%-0.47%3.28%
TPR2026-02-052026-02-062026-03-091145.43145.430.00%market21.17%—-0.05%-0.47%0.42%
AER2026-02-062026-02-092026-03-103140.35140.350.00%market16.18%—0.11%-1.78%1.88%
PIPR2026-02-062026-02-092026-03-10390.8190.810.00%market45.76%—-20.22%-1.78%-18.44%
UI2026-02-062026-02-092026-03-103617.57617.570.00%market25.97%—24.51%-1.78%26.29%
ACGL2026-02-092026-02-102026-03-11195.8495.840.00%market15.06%—-1.17%-2.68%1.50%
APO2026-02-092026-02-102026-03-111134.79134.790.00%market21.08%—-21.38%-2.68%-18.71%
APOS2026-02-092026-02-102026-03-11126.3526.350.00%market21.08%—-2.60%-2.68%0.07%
BRX2026-02-092026-02-102026-03-11128.7428.740.00%market84.18%—3.97%-2.68%6.65%
CHGG2026-02-092026-02-102026-03-1110.700.700.00%market90.91%—-15.56%-2.68%-12.88%
CINF2026-02-092026-02-102026-03-111164.42164.420.00%market16.21%—-0.36%-2.68%2.32%
CURB2026-02-092026-02-102026-03-11125.4925.490.00%market47.03%—5.00%-2.68%7.68%
IX2026-02-092026-02-102026-03-11135.3135.310.00%market35.83%—-11.65%-2.68%-8.98%
UDR2026-02-092026-02-102026-03-11138.2538.250.00%market324.68%—-5.83%-2.68%-3.15%
ACRE2026-02-102026-02-112026-03-1215.725.720.00%market1400.00%—-13.39%-4.36%-9.03%
DEI2026-02-102026-02-112026-03-12110.9010.900.00%market739.97%—-8.91%-4.36%-4.55%
EXEL2026-02-102026-02-112026-03-12143.4643.460.00%market22.08%—-5.37%-4.36%-1.01%
FRSH2026-02-102026-02-112026-03-1217.897.890.00%market27.27%—0.66%-4.36%5.02%
GCMG2026-02-102026-02-112026-03-12111.5511.550.00%market29.17%—-9.97%-4.36%-5.61%
HAS2026-02-102026-02-112026-03-121103.79103.790.00%market52.53%—-8.46%-4.36%-4.11%
HNGE2026-02-102026-02-112026-03-12138.5038.500.00%market1125.00%—15.38%-4.36%19.74%
ATMU2026-02-132026-02-172026-03-17464.8564.850.00%market15.79%—-12.74%-1.37%-11.37%
ACLS2026-02-172026-02-182026-03-18179.2879.280.00%market33.04%—8.05%-3.30%11.35%
BORR2026-02-182026-02-192026-03-1915.665.660.00%market78.09%—-14.59%-3.52%-11.07%
CF2026-02-182026-02-192026-03-19197.0097.000.00%market23.05%—29.34%-3.52%32.86%
ECO2026-02-182026-02-192026-03-19145.1945.190.00%market36.92%—4.24%-3.52%7.75%
EIX2026-02-182026-02-192026-03-19171.0071.000.00%market36.50%—1.15%-3.52%4.67%
AG2026-02-192026-02-202026-03-20125.0225.020.00%market34.71%—-27.08%-4.95%-22.13%
AMH2026-02-192026-02-202026-03-20131.4231.420.00%market113.93%—-12.96%-4.95%-8.01%
ASIC2026-02-192026-02-202026-03-20119.2219.220.00%market45.71%—0.63%-4.95%5.57%
CGAU2026-02-192026-02-202026-03-20118.9518.950.00%market20.59%—-16.67%-4.95%-11.72%
CTO2026-02-192026-02-202026-03-20119.6719.670.00%market64.00%—-6.86%-4.95%-1.92%
AD2026-02-202026-02-232026-03-23349.2849.280.00%market50.00%—-5.21%-4.72%-0.50%
LAMR2026-02-202026-02-232026-03-233132.19132.190.00%market41.77%—-3.94%-4.72%0.78%
UZD2026-02-202026-02-232026-03-23321.5821.580.00%market70.63%—-6.63%-4.72%-1.92%
ADEA2026-02-232026-02-242026-03-24120.0620.060.00%market32.10%—25.72%-4.21%29.93%
DEA2026-02-232026-02-242026-03-24123.6223.620.00%market633.33%—-8.19%-4.21%-3.97%
AII2026-02-242026-02-252026-03-25119.4819.480.00%market28.27%—-2.15%-4.83%2.68%
APA2026-02-252026-02-262026-03-26127.6427.640.00%market41.30%—54.75%-6.95%61.70%
CRM2026-02-252026-02-262026-03-261196.76196.760.00%market24.92%—-5.79%-6.95%1.16%
DBRG2026-02-252026-02-262026-03-26115.4015.400.00%market162.50%—-0.23%-6.95%6.72%
AGO2026-02-262026-02-272026-03-27189.3389.330.00%market50.65%—-11.34%-7.17%-4.17%
AUPH2026-02-262026-02-272026-03-27113.9813.980.00%market23.81%—1.97%-7.17%9.15%
AXIA2026-02-262026-02-272026-03-27111.9011.900.00%market15.24%—-10.10%-7.17%-2.93%
BCRX2026-02-262026-02-272026-03-2717.957.950.00%market1500.00%—17.26%-7.17%24.43%
BLFS2026-02-262026-02-272026-03-27123.5023.500.00%market300.00%—-20.99%-7.17%-13.82%
ABR2026-02-272026-03-022026-03-3037.767.760.00%market26.44%—-5.38%-6.89%1.50%
ANIP2026-02-272026-03-022026-03-30374.0074.000.00%market17.09%—-0.49%-6.89%6.39%
NRP2026-02-272026-03-022026-03-303120.25120.250.00%market41.87%—1.81%-6.89%8.70%
TGS2026-02-272026-03-022026-03-30330.3530.350.00%market52.27%—14.17%-6.89%21.05%
AES2026-03-022026-03-032026-03-31114.1914.190.00%market30.65%—-0.80%-3.66%2.86%
CRDO2026-03-022026-03-032026-03-311101.00101.000.00%market17.32%—-7.16%-3.66%-3.50%
VG2026-03-022026-03-032026-03-31113.3013.300.00%market18.46%—18.40%-3.66%22.06%
ANAB2026-03-032026-03-042026-04-01137.3937.390.00%market77.53%—1.02%-3.87%4.89%
VIK2026-03-032026-03-042026-04-01176.9976.990.00%market23.16%—-1.10%-3.87%2.77%
VSNT2026-03-032026-03-042026-04-01134.2834.280.00%market45.08%—8.36%-3.87%12.23%
BBWI2026-03-042026-03-052026-04-02123.3623.360.00%market15.82%—-20.61%-3.85%-16.76%
BF-B2026-03-042026-03-052026-04-02126.0526.050.00%market24.49%—2.59%-3.85%6.44%
LQDA2026-03-052026-03-062026-04-06134.6534.650.00%market87.50%—8.56%-2.15%10.71%
PBR2026-03-052026-03-062026-04-06117.2517.250.00%market26.32%—20.83%-2.15%22.98%
SOBO2026-03-052026-03-062026-04-06134.0034.000.00%market45.24%—-2.45%-2.15%-0.30%
AQN2026-03-062026-03-092026-04-0736.076.070.00%market50.00%—1.05%-1.08%2.13%
TEN2026-03-062026-03-092026-04-07335.7835.780.00%market58.88%—8.06%-1.08%9.14%
HRTG2026-03-092026-03-102026-04-08127.7327.730.00%market33.54%—-4.10%-0.25%-3.85%
INR2026-03-102026-03-112026-04-09118.9018.900.00%market103.08%—-12.53%0.34%-12.88%
WLFC2026-03-102026-03-112026-04-09156.7256.720.00%market34.51%—18.08%0.34%17.73%
PATH2026-03-112026-03-122026-04-10110.9510.950.00%market20.00%—-14.44%1.24%-15.67%
VEL2026-03-112026-03-122026-04-10119.2019.200.00%market38.81%—-0.41%1.24%-1.65%
BRT2026-03-122026-03-132026-04-13114.4014.400.00%market326.67%—-2.11%2.51%-4.63%
MNR2026-03-122026-03-132026-04-13113.5513.550.00%market65.38%—-5.86%2.51%-8.37%
DLNG2026-03-132026-03-162026-04-1434.004.000.00%market30.77%—-0.60%3.90%-4.50%
KYIV2026-03-132026-03-162026-04-14310.3510.350.00%market19.35%—14.10%3.90%10.20%
IHS2026-03-162026-03-172026-04-1518.178.170.00%market476.47%—1.00%4.10%-3.10%
ANDG2026-03-172026-03-182026-04-16126.2226.220.00%market53.57%—26.67%4.98%21.69%
CAAP2026-03-172026-03-182026-04-16125.1325.130.00%market75.68%—3.68%4.98%-1.30%
DLO2026-03-182026-03-192026-04-17112.4412.440.00%market22.22%—9.87%8.09%1.77%
HTHT2026-03-182026-03-192026-04-17149.8549.850.00%market41.46%—11.58%8.09%3.48%
MU2026-03-182026-03-192026-04-171424.97424.970.00%market32.75%—6.98%8.09%-1.11%
OAK-PA2026-03-182026-03-192026-04-17121.4921.490.00%market80.00%—-2.19%8.09%-10.29%
OAK-PB2026-03-182026-03-192026-04-17121.1721.170.00%market81.33%—-1.28%8.09%-9.37%
PUK2026-03-182026-03-192026-04-17128.3828.380.00%market46.48%—8.78%8.09%0.69%
STG2026-03-192026-03-202026-04-2014.704.700.00%market134.74%—-24.57%7.95%-32.52%
CIG-C2026-03-202026-03-232026-04-2133.133.130.00%market146.30%—23.22%6.99%16.23%
CDLR2026-03-242026-03-252026-04-23124.3424.340.00%market25.00%—5.65%7.56%-1.91%
AGX2026-03-262026-03-272026-04-271505.60505.600.00%market74.37%—30.61%11.31%19.30%
BB2026-04-092026-04-102026-05-0813.903.900.00%market20.00%—63.23%8.26%54.97%
C2026-04-142026-04-152026-05-131131.25131.250.00%market15.47%—-5.55%6.77%-12.31%
NFLX2026-04-162026-04-172026-05-15196.3796.370.00%market61.21%—-9.80%4.68%-14.48%
PLD2026-04-162026-04-172026-05-151142.52142.520.00%market30.27%—-1.50%4.68%-6.17%
AGNC2026-04-202026-04-212026-05-19110.8310.830.00%market16.57%—-6.56%3.30%-9.87%
CBSH2026-04-212026-04-222026-05-20150.8350.830.00%market16.50%—2.73%4.53%-1.79%
GE2026-04-212026-04-222026-05-201286.65286.650.00%market16.25%—4.62%4.53%0.09%
MCB2026-04-212026-04-222026-05-20190.0990.090.00%market26.41%—0.75%4.53%-3.77%
MCRI2026-04-212026-04-222026-05-201103.00103.000.00%market32.17%—12.68%4.53%8.15%
MLI2026-04-212026-04-222026-05-20168.1568.150.00%market44.39%—-1.73%4.53%-6.26%
NTRS2026-04-212026-04-222026-05-201171.74171.740.00%market16.81%—-3.47%4.53%-7.99%
OFG2026-04-212026-04-222026-05-20146.0446.040.00%market23.53%—-1.06%4.53%-5.58%
RRC2026-04-212026-04-222026-05-20143.0743.070.00%market15.15%—-2.40%4.53%-6.93%
VMI2026-04-212026-04-222026-05-201468.76468.760.00%market16.74%—7.28%4.53%2.75%
WRB2026-04-212026-04-222026-05-20167.2867.280.00%market15.04%—1.33%4.53%-3.20%
BANR2026-04-222026-04-232026-05-21164.9364.930.00%market15.22%—-0.61%4.68%-5.29%
EGP2026-04-222026-04-232026-05-211200.56200.560.00%market47.50%—2.20%4.68%-2.48%
FAF2026-04-222026-04-232026-05-21165.2565.250.00%market22.22%—3.87%4.68%-0.81%
FR2026-04-222026-04-232026-05-21164.6264.620.00%market228.77%—-3.47%4.68%-8.16%
FULT2026-04-222026-04-232026-05-21122.3022.300.00%market17.45%—-4.14%4.68%-8.82%
GSHD2026-04-222026-04-232026-05-21153.3753.370.00%market50.00%—-20.49%4.68%-25.17%
GTY2026-04-222026-04-232026-05-21134.7534.750.00%market21.75%—-3.90%4.68%-8.58%
KMI2026-04-222026-04-232026-05-21132.2732.270.00%market21.24%—3.71%4.68%-0.97%
LVS2026-04-222026-04-232026-05-21151.3251.320.00%market20.37%—-3.74%4.68%-8.43%
MAS2026-04-222026-04-232026-05-21174.8674.860.00%market18.59%—-10.40%4.68%-15.08%
TXN2026-04-222026-04-232026-05-211260.31260.310.00%market23.53%—14.53%4.68%9.85%
BFH2026-04-232026-04-242026-05-22192.0092.000.00%market39.33%—-5.97%4.91%-10.88%
FCFS2026-04-232026-04-242026-05-221220.60220.600.00%market15.45%—3.07%4.91%-1.84%
FCX2026-04-232026-04-242026-05-22162.0762.070.00%market22.19%—-0.23%4.91%-5.14%
FFBC2026-04-232026-04-242026-05-22130.7930.790.00%market15.82%—-0.29%4.91%-5.20%
FIX2026-04-232026-04-242026-05-2211,774.141,774.140.00%market54.33%—2.95%4.91%-1.96%
GRC2026-04-232026-04-242026-05-22174.7274.720.00%market38.78%—-2.86%4.91%-7.77%
HTB2026-04-232026-04-242026-05-22145.9645.960.00%market20.73%—1.79%4.91%-3.12%
NEM2026-04-232026-04-242026-05-221115.01115.010.00%market40.10%—-6.51%4.91%-11.42%
PECO2026-04-232026-04-242026-05-22138.6138.610.00%market39.13%—4.28%4.91%-0.63%
RBCAA2026-04-232026-04-242026-05-22176.2876.280.00%market18.48%—4.00%4.91%-0.91%
REXR2026-04-232026-04-242026-05-22136.7136.710.00%market42.38%—-1.54%4.91%-6.45%
SLM2026-04-232026-04-242026-05-22123.0423.040.00%market35.09%—-3.96%4.91%-8.87%
TECK2026-04-232026-04-242026-05-22160.6860.680.00%market49.63%—3.16%4.91%-1.75%
UVE2026-04-232026-04-242026-05-22137.5037.500.00%market43.88%—3.85%4.91%-1.06%
VTMX2026-04-232026-04-242026-05-22136.0636.060.00%market212.50%—-5.51%4.91%-10.42%
WST2026-04-232026-04-242026-05-221316.00316.000.00%market26.79%—0.03%4.91%-4.88%
CPAC2026-04-242026-04-272026-05-26310.6910.690.00%market158.06%—-1.69%5.25%-6.94%
NE2026-04-262026-04-272026-05-26152.0052.000.00%market23.81%—-3.91%5.25%-9.15%
SXT2026-04-242026-04-272026-05-263123.61123.610.00%market30.00%—-5.56%5.25%-10.81%
ARE2026-04-272026-04-282026-05-27143.9043.900.00%market21.39%—13.64%5.43%8.21%
AVB2026-04-272026-04-282026-05-271177.85177.850.00%market83.46%—4.61%5.43%-0.82%
BRX2026-04-272026-04-282026-05-27131.4831.480.00%market65.46%—-1.88%5.43%-7.31%
NWBI2026-04-272026-04-282026-05-27113.6813.680.00%market16.67%—1.58%5.43%-3.85%
SEI2026-04-272026-04-282026-05-27177.1277.120.00%market39.82%—-7.40%5.43%-12.83%
SSD2026-04-272026-04-282026-05-271189.97189.970.00%market17.03%—0.36%5.43%-5.07%
BP2026-04-282026-04-292026-05-28146.7946.790.00%market36.26%—-11.21%6.13%-17.35%
BXP2026-04-282026-04-292026-05-28158.4758.470.00%market48.84%—3.59%6.13%-2.54%
DBRG2026-04-282026-04-292026-05-28115.5815.580.00%market75.00%—0.67%6.13%-5.46%
ESS2026-04-282026-04-292026-05-281269.33269.330.00%market16.20%—2.54%6.13%-3.59%
HRI2026-04-282026-04-292026-05-281134.50134.500.00%market201.31%—1.89%6.13%-4.24%
INCY2026-04-282026-04-292026-05-28199.1899.180.00%market35.07%—-1.79%6.13%-7.93%
IVT2026-04-282026-04-292026-05-28132.3932.390.00%market27.27%—2.43%6.13%-3.70%
LRN2026-04-282026-04-292026-05-28190.9790.970.00%market19.17%—1.00%6.13%-5.13%
RNR2026-04-282026-04-292026-05-281290.00290.000.00%market21.90%—-1.61%6.13%-7.74%
SIMO2026-04-282026-04-292026-05-281195.00195.000.00%market20.61%—44.74%6.13%38.61%
SLDE2026-04-282026-04-292026-05-28119.4519.450.00%market24.39%—-6.12%6.13%-12.25%
SPOT2026-04-282026-04-292026-05-281434.15434.150.00%market17.78%—18.92%6.13%12.78%
STAG2026-04-282026-04-292026-05-28139.0139.010.00%market41.16%—-2.71%6.13%-8.85%
STX2026-04-282026-04-292026-05-281667.98667.980.00%market16.81%—31.75%6.13%25.62%
TER2026-04-282026-04-292026-05-281314.54314.540.00%market21.33%—21.55%6.13%15.42%
TWO2026-04-282026-04-292026-05-28111.5011.500.00%market30.97%—7.55%6.13%1.42%
WELL2026-04-282026-04-292026-05-281214.52214.520.00%market50.22%—-2.07%6.13%-8.20%
WPC2026-04-282026-04-292026-05-28173.7573.750.00%market61.35%—0.52%6.13%-5.61%
AER2026-04-292026-04-302026-05-291139.11139.110.00%market44.89%—0.10%5.86%-5.75%
ALL2026-04-292026-04-302026-05-291213.36213.360.00%market45.69%—-3.51%5.86%-9.36%
ASIC2026-04-292026-04-302026-05-29120.7620.760.00%market27.50%—-6.12%5.86%-11.98%
BIIB2026-04-292026-04-302026-05-291194.02194.020.00%market17.05%—0.92%5.86%-4.94%
BNL2026-04-292026-04-302026-05-29120.2120.210.00%market33.85%—-0.00%5.86%-5.86%
BVN2026-04-292026-04-302026-05-29131.1931.190.00%market21.10%—18.18%5.86%12.32%
COCO2026-04-292026-04-302026-05-29167.6667.660.00%market47.06%—10.94%5.86%5.08%
CTS2026-04-292026-04-302026-05-29155.0755.070.00%market19.23%—16.50%5.86%10.64%
EG2026-04-292026-04-302026-05-291335.74335.740.00%market15.10%—-3.59%5.86%-9.44%
ENIC2026-04-292026-04-302026-05-2914.404.400.00%market25.07%—-1.69%5.86%-7.55%
ETSY2026-04-292026-04-302026-05-29167.3767.370.00%market43.55%—0.72%5.86%-5.14%
EVR2026-04-292026-04-302026-05-291327.09327.090.00%market38.67%—4.11%5.86%-1.75%
FORM2026-04-292026-04-302026-05-291144.00144.000.00%market24.44%—-13.58%5.86%-19.44%
FPI2026-04-292026-04-302026-05-29111.2111.210.00%market25.00%—-8.49%5.86%-14.34%
FSS2026-04-292026-04-302026-05-291123.05123.050.00%market33.48%—-13.39%5.86%-19.24%
GOOG2026-04-292026-04-302026-05-291371.26371.260.00%market90.67%—1.29%5.86%-4.56%
GOOGL2026-04-292026-04-302026-05-291374.07374.070.00%market93.56%—1.58%5.86%-4.28%
HAYW2026-04-292026-04-302026-05-29115.0715.070.00%market18.18%—-6.47%5.86%-12.33%
LYG2026-04-292026-04-302026-05-2915.365.360.00%market18.18%—1.95%5.86%-3.90%
MAA2026-04-292026-04-302026-05-291130.00130.000.00%market31.48%—-0.82%5.86%-6.67%
META2026-04-292026-04-302026-05-291619.32619.320.00%market55.82%—2.03%5.86%-3.83%
MORN2026-04-292026-04-302026-05-291173.78173.780.00%market31.95%—4.64%5.86%-1.21%
RM2026-04-292026-04-302026-05-29139.2439.240.00%market21.03%—-6.42%5.86%-12.28%
RRR2026-04-292026-04-302026-05-29154.0854.080.00%market35.19%—7.85%5.86%2.00%
SAN2026-04-292026-04-302026-05-29112.0112.010.00%market42.90%—3.81%5.86%-2.04%
UDR2026-04-292026-04-302026-05-29136.8436.840.00%market377.39%—0.06%5.86%-5.79%
UE2026-04-292026-04-302026-05-29121.3221.320.00%market55.84%—5.15%5.86%-0.70%
UMC2026-04-292026-04-302026-05-29112.4512.450.00%market66.67%—78.05%5.86%72.20%
VICI2026-04-292026-04-302026-05-29128.9528.950.00%market15.98%—-2.62%5.86%-8.48%
VIRT2026-04-292026-04-302026-05-29150.5250.520.00%market35.76%—-0.83%5.86%-6.69%
VMC2026-04-292026-04-302026-05-291295.83295.830.00%market22.73%—-4.46%5.86%-10.32%
ACMR2026-05-072026-05-082026-06-08160.0960.090.00%market33.33%—33.98%0.58%33.40%
ALH2026-05-122026-05-132026-06-11125.0925.090.00%market19.23%—2.89%-0.10%2.99%
AAUC2026-05-142026-05-152026-06-15128.9028.900.00%market21.88%—-8.82%1.76%-10.58%
KLAR2026-05-142026-05-152026-06-15115.8615.860.00%market94.57%—10.87%1.76%9.11%
AGYS2026-05-182026-05-192026-06-17191.1691.160.00%market26.74%—-3.94%0.84%-4.78%
AS2026-05-192026-05-202026-06-18134.4134.410.00%market24.10%—6.93%1.50%5.43%
CMBT2026-05-192026-05-202026-06-18116.7316.730.00%market378.16%—-13.91%1.50%-15.41%
EXP2026-05-192026-05-202026-06-181200.59200.590.00%market20.13%—11.86%1.50%10.36%
KEYS2026-05-192026-05-202026-06-181330.00330.000.00%market23.71%—10.10%1.50%8.60%
MMYT2026-05-192026-05-202026-06-18141.6841.680.00%market51.15%—11.99%1.50%10.49%
GDS2026-05-202026-05-212026-06-22135.4235.420.00%market4689.08%—-10.57%0.78%-11.35%
GLNG2026-05-202026-05-212026-06-22156.3656.360.00%market20.19%—-10.05%0.78%-10.83%
HAS2026-05-202026-05-212026-06-22188.4388.430.00%market22.50%—-4.67%0.78%-5.45%
LPG2026-05-202026-05-212026-06-22147.7147.710.00%market34.04%—-16.28%0.78%-17.06%
SBLK2026-05-202026-05-212026-06-22127.9827.980.00%market17.89%—-5.32%0.78%-6.10%
MUFG2026-05-212026-05-222026-06-23119.4519.450.00%market90.00%—3.60%-1.70%5.30%
NMM2026-05-212026-05-222026-06-23174.7574.750.00%market20.94%—-3.07%-1.70%-1.37%
NTES2026-05-212026-05-222026-06-231114.28114.280.00%market15.53%—4.25%-1.70%5.95%
TEN2026-05-212026-05-222026-06-23145.3645.360.00%market31.40%—-9.38%-1.70%-7.68%
YMM2026-05-212026-05-222026-06-2318.348.340.00%market30.77%—-8.49%-1.70%-6.80%
CSW2026-05-262026-05-272026-06-251276.28276.280.00%market30.29%—4.21%-2.21%6.42%
ARXS2026-05-272026-05-282026-06-26139.4039.400.00%market40.33%—12.44%-2.83%15.27%
CRM2026-05-272026-05-282026-06-261178.43178.430.00%market23.96%—-11.34%-2.83%-8.51%
HAFN2026-05-272026-05-282026-06-2617.807.800.00%market21.58%—-10.74%-2.83%-7.91%
HEI2026-05-272026-05-282026-06-261346.71346.710.00%market24.81%—-0.53%-2.83%2.30%
BBW2026-05-282026-05-292026-06-29139.4839.480.00%market35.53%—-23.33%-1.97%-21.36%
DSX2026-05-282026-05-292026-06-2912.462.460.00%market1472.94%—-18.39%-1.97%-16.42%
PKE2026-05-282026-05-292026-06-29135.8635.860.00%market18.75%—4.53%-1.97%6.50%
BKE2026-05-292026-06-012026-06-30344.9144.910.00%market24.66%—-6.13%-1.14%-5.00%
CHA2026-05-292026-06-012026-06-30312.7012.700.00%market39.40%—-5.45%-1.14%-4.32%
GME2026-06-022026-06-032026-07-02123.2823.280.00%market87.50%—-2.08%-1.76%-0.31%
AGX2026-06-042026-06-052026-07-071697.68697.680.00%market40.26%—-5.04%-0.61%-4.43%
OCTV2026-06-042026-06-052026-07-07119.6219.620.00%market25.33%—-11.41%-0.61%-10.80%
DRVN2026-06-112026-06-122026-07-14113.5513.550.00%market25.00%—14.14%1.50%12.64%
SB2026-06-172026-06-182026-07-2016.906.900.00%market71.43%—3.67%-0.76%4.43%
MU2026-06-242026-06-252026-07-2411,233.001,233.000.00%market19.69%—-25.41%0.00%-25.41%
MKC-V2026-06-252026-06-262026-07-27148.4448.440.00%market15.61%—4.73%1.39%3.34%
EPAC2026-07-072026-07-082026-08-05135.8235.820.00%market19.28%—3.11%3.58%-0.47%
WDFC2026-07-092026-07-102026-08-071292.09292.090.00%market49.36%—-19.67%2.82%-22.49%