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
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2006 | 1 | -2.65% | -6.26% | 0.00% |
| 2007 | 1 | -12.41% | -12.62% | 0.00% |
| 2008 | 2 | 3.40% | 4.80% | 50.00% |
| 2009 | 1 | 4.80% | 3.26% | 100.00% |
| 2010 | 5 | 4.40% | 1.98% | 100.00% |
| 2011 | 2 | -1.60% | 2.32% | 50.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2013 | 3 | -9.82% | -10.39% | 0.00% |
| 2015 | 3 | -1.63% | -2.09% | 33.33% |
| 2016 | 204 | 4.57% | 2.54% | 67.16% |
| 2017 | 459 | 1.03% | -0.06% | 54.03% |
| 2018 | 500 | 0.74% | 0.05% | 55.40% |
| 2019 | 492 | 0.23% | -0.06% | 48.17% |
| 2020 | 552 | -0.43% | -0.33% | 51.09% |
| 2021 | 636 | 3.17% | 1.54% | 65.41% |
| 2022 | 565 | 1.12% | 1.29% | 54.51% |
| 2023 | 555 | 0.68% | -0.61% | 46.85% |
| 2024 | 537 | 1.89% | -1.12% | 56.61% |
| 2025 | 550 | 0.72% | 0.47% | 54.73% |
| 2026 | 304 | 0.72% | -0.36% | 50.33% |
Trades (page 6: 500 of 5,373)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Op. margin | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BX | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 83.15 | 83.15 | 0.00% | market | 33.33% | — | 9.03% | 0.50% | 8.53% |
| CBAN | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 15.23 | 15.23 | 0.00% | market | 43.24% | — | 17.96% | 0.50% | 17.46% |
| CE | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 151.37 | 151.37 | 0.00% | market | 16.89% | — | 8.34% | 0.50% | 7.84% |
| DHI | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 95.70 | 95.70 | 0.00% | market | 17.67% | — | -5.50% | 0.50% | -6.00% |
| DHR | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 224.23 | 224.23 | 0.00% | market | 44.00% | — | -0.26% | 0.50% | -0.76% |
| EIG | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 41.67 | 41.67 | 0.00% | market | 15.91% | — | 1.39% | 0.50% | 0.89% |
| FAF | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 62.30 | 62.30 | 0.00% | market | 22.39% | — | 5.33% | 0.50% | 4.82% |
| FRME | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 45.50 | 45.50 | 0.00% | market | 19.74% | — | 3.37% | 0.50% | 2.87% |
| HBAN | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 14.48 | 14.48 | 0.00% | market | 37.14% | — | 8.60% | 0.50% | 8.10% |
| HCA | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 202.61 | 202.61 | 0.00% | market | 24.70% | — | 1.76% | 0.50% | 1.26% |
| HTH | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 32.54 | 32.54 | 0.00% | market | 44.55% | — | 11.70% | 0.50% | 11.20% |
| INDB | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 75.82 | 75.82 | 0.00% | market | 15.60% | — | 4.90% | 0.50% | 4.40% |
| INTC | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 59.16 | 59.16 | 0.00% | market | 20.87% | — | -5.31% | 0.50% | -5.81% |
| NBHC | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 39.76 | 39.76 | 0.00% | market | 21.43% | — | 3.45% | 0.50% | 2.94% |
| ORI | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 23.88 | 23.88 | 0.00% | market | 53.33% | — | 9.99% | 0.50% | 9.49% |
| OZK | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 39.09 | 39.09 | 0.00% | market | 32.56% | — | 9.85% | 0.50% | 9.35% |
| PNR | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 64.55 | 64.55 | 0.00% | market | 30.65% | — | 5.24% | 0.50% | 4.74% |
| SAP | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 142.46 | 142.46 | 0.00% | market | 49.56% | — | -1.93% | 0.50% | -2.43% |
| SBCF | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 35.05 | 35.05 | 0.00% | market | 25.00% | — | 8.60% | 0.50% | 8.10% |
| SITC | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 58.80 | 58.80 | 0.00% | market | 21.74% | — | -2.34% | 0.50% | -2.85% |
| SRCE | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 45.66 | 45.66 | 0.00% | market | 23.60% | — | 6.93% | 0.50% | 6.43% |
| STBA | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 31.89 | 31.89 | 0.00% | market | 28.57% | — | 7.93% | 0.50% | 7.43% |
| VICR | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 90.25 | 90.25 | 0.00% | market | 36.00% | — | -4.51% | 0.50% | -5.01% |
| WSFS | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 48.43 | 48.43 | 0.00% | market | 61.63% | — | 9.23% | 0.50% | 8.73% |
| AXP | 2021-04-23 | 2021-04-26 | 2021-05-24 | 3 | 146.80 | 146.80 | 0.00% | market | 70.19% | — | 7.97% | 0.41% | 7.55% |
| RF | 2021-04-23 | 2021-04-26 | 2021-05-24 | 3 | 20.80 | 20.80 | 0.00% | market | 34.04% | — | 9.85% | 0.41% | 9.44% |
| SBSI | 2021-04-23 | 2021-04-26 | 2021-05-24 | 3 | 40.87 | 40.87 | 0.00% | market | 50.72% | — | 4.21% | 0.41% | 3.79% |
| AGNC | 2021-04-26 | 2021-04-27 | 2021-05-25 | 1 | 17.52 | 17.52 | 0.00% | market | 18.75% | — | 5.66% | 0.07% | 5.59% |
| AIN | 2021-04-26 | 2021-04-27 | 2021-05-25 | 1 | 89.85 | 89.85 | 0.00% | market | 33.85% | — | -8.04% | 0.07% | -8.11% |
| BOH | 2021-04-26 | 2021-04-27 | 2021-05-25 | 1 | 90.57 | 90.57 | 0.00% | market | 30.43% | — | -2.19% | 0.07% | -2.26% |
| BRO | 2021-04-26 | 2021-04-27 | 2021-05-25 | 1 | 52.27 | 52.27 | 0.00% | market | 20.69% | — | -0.96% | 0.07% | -1.04% |
| CATY | 2021-04-26 | 2021-04-27 | 2021-05-25 | 1 | 41.99 | 41.99 | 0.00% | market | 19.48% | — | -4.10% | 0.07% | -4.18% |
| CBU | 2021-04-26 | 2021-04-27 | 2021-05-25 | 1 | 78.32 | 78.32 | 0.00% | market | 21.25% | — | 0.63% | 0.07% | 0.55% |
| FBK | 2021-04-26 | 2021-04-27 | 2021-05-25 | 1 | 43.70 | 43.70 | 0.00% | market | 29.41% | — | -6.58% | 0.07% | -6.65% |
| FBP | 2021-04-26 | 2021-04-27 | 2021-05-25 | 1 | 12.20 | 12.20 | 0.00% | market | 29.17% | — | 1.29% | 0.07% | 1.22% |
| MCHB | 2021-04-26 | 2021-04-27 | 2021-05-25 | 1 | 42.59 | 42.59 | 0.00% | market | 19.47% | — | 4.03% | 0.07% | 3.96% |
| MKSI | 2021-04-26 | 2021-04-27 | 2021-05-25 | 1 | 194.90 | 194.90 | 0.00% | market | 16.36% | — | -4.49% | 0.07% | -4.56% |
| NBTB | 2021-04-26 | 2021-04-27 | 2021-05-25 | 1 | 39.39 | 39.39 | 0.00% | market | 25.00% | — | -2.03% | 0.07% | -2.10% |
| OMF | 2021-04-26 | 2021-04-27 | 2021-05-25 | 1 | 56.51 | 56.51 | 0.00% | market | 56.74% | — | -2.90% | 0.07% | -2.97% |
| RRC | 2021-04-26 | 2021-04-27 | 2021-05-25 | 1 | 9.67 | 9.67 | 0.00% | market | 36.36% | — | 39.30% | 0.07% | 39.23% |
| AAPL | 2021-04-28 | 2021-04-29 | 2021-05-27 | 1 | 136.47 | 136.47 | 0.00% | market | 40.00% | — | -8.30% | -0.25% | -8.05% |
| AER | 2021-04-28 | 2021-04-29 | 2021-05-27 | 1 | 60.20 | 60.20 | 0.00% | market | 72.32% | — | -2.09% | -0.25% | -1.85% |
| ATKR | 2021-04-29 | 2021-04-30 | 2021-05-28 | 1 | 78.19 | 78.19 | 0.00% | market | 52.46% | — | -1.37% | 0.58% | -1.94% |
| AAON | 2021-05-06 | 2021-05-07 | 2021-06-07 | 1 | 42.49 | 42.49 | 0.00% | market | 25.00% | — | 1.05% | 0.55% | 0.51% |
| KNOP | 2021-05-12 | 2021-05-13 | 2021-06-11 | 1 | 18.96 | 18.96 | 0.00% | market | 19.44% | — | 1.01% | 4.24% | -3.23% |
| PAM | 2021-05-12 | 2021-05-13 | 2021-06-11 | 1 | 14.14 | 14.14 | 0.00% | market | 262.50% | — | 18.50% | 4.24% | 14.26% |
| BN | 2021-05-13 | 2021-05-14 | 2021-06-14 | 1 | 24.62 | 24.62 | 0.00% | market | 20.31% | — | 7.70% | 2.92% | 4.78% |
| EXE | 2021-05-13 | 2021-05-14 | 2021-06-14 | 1 | 49.00 | 49.00 | 0.00% | market | 2024.18% | — | 13.84% | 2.92% | 10.92% |
| HUT | 2021-05-13 | 2021-05-14 | 2021-06-14 | 1 | 21.75 | 21.75 | 0.00% | market | 600.00% | — | -0.15% | 2.92% | -3.06% |
| IFS | 2021-05-13 | 2021-05-14 | 2021-06-14 | 1 | 30.03 | 30.03 | 0.00% | market | 89.39% | — | -14.55% | 2.92% | -17.47% |
| SFL | 2021-05-13 | 2021-05-14 | 2021-06-14 | 1 | 8.90 | 8.90 | 0.00% | market | 46.15% | — | -4.37% | 2.92% | -7.29% |
| YETI | 2021-05-13 | 2021-05-14 | 2021-06-14 | 1 | 85.91 | 85.91 | 0.00% | market | 80.95% | — | 9.85% | 2.92% | 6.94% |
| ATLC | 2021-05-17 | 2021-05-18 | 2021-06-16 | 1 | 32.84 | 32.84 | 0.00% | market | 34.51% | — | 24.63% | 1.52% | 23.11% |
| DQ | 2021-05-18 | 2021-05-19 | 2021-06-17 | 1 | 70.82 | 70.82 | 0.00% | market | 21.35% | — | -13.39% | 3.70% | -17.09% |
| HD | 2021-05-18 | 2021-05-19 | 2021-06-17 | 1 | 312.00 | 312.00 | 0.00% | market | 25.32% | — | -2.95% | 3.70% | -6.64% |
| NTES | 2021-05-18 | 2021-05-19 | 2021-06-17 | 1 | 106.73 | 106.73 | 0.00% | market | 28.21% | — | 3.76% | 3.70% | 0.06% |
| TTWO | 2021-05-18 | 2021-05-19 | 2021-06-17 | 1 | 171.00 | 171.00 | 0.00% | market | 111.76% | — | -0.39% | 3.70% | -4.09% |
| CPRT | 2021-05-19 | 2021-05-20 | 2021-06-18 | 1 | 31.75 | 31.75 | 0.00% | market | 35.00% | — | 0.78% | 0.76% | 0.02% |
| DAVA | 2021-05-19 | 2021-05-20 | 2021-06-18 | 1 | 94.00 | 94.00 | 0.00% | market | 20.51% | — | 20.10% | 0.76% | 19.34% |
| EXP | 2021-05-19 | 2021-05-20 | 2021-06-18 | 1 | 142.64 | 142.64 | 0.00% | market | 25.81% | — | -4.72% | 0.76% | -5.48% |
| FUTU | 2021-05-19 | 2021-05-20 | 2021-06-18 | 1 | 129.00 | 129.00 | 0.00% | market | 68.30% | — | 19.54% | 0.76% | 18.79% |
| GLNG | 2021-05-20 | 2021-05-21 | 2021-06-21 | 1 | 11.80 | 11.80 | 0.00% | market | 66.67% | — | 11.43% | 0.96% | 10.47% |
| BKE | 2021-05-21 | 2021-05-24 | 2021-06-22 | 3 | 40.30 | 40.30 | 0.00% | market | 169.77% | — | 6.25% | 1.38% | 4.87% |
| DE | 2021-05-21 | 2021-05-24 | 2021-06-22 | 3 | 361.54 | 361.54 | 0.00% | market | 25.66% | — | -5.48% | 1.38% | -6.86% |
| NDSN | 2021-05-24 | 2021-05-25 | 2021-06-23 | 1 | 219.00 | 219.00 | 0.00% | market | 29.27% | — | -0.60% | 0.54% | -1.14% |
| PWP | 2021-05-24 | 2021-05-25 | 2021-06-23 | 1 | 11.73 | 11.73 | 0.00% | market | 17.24% | — | 12.77% | 0.54% | 12.23% |
| A | 2021-05-25 | 2021-05-26 | 2021-06-24 | 1 | 136.30 | 136.30 | 0.00% | market | 18.29% | — | 7.51% | 1.49% | 6.02% |
| AZO | 2021-05-25 | 2021-05-26 | 2021-06-24 | 1 | 1,415.61 | 1,415.61 | 0.00% | market | 31.48% | — | 2.65% | 1.49% | 1.16% |
| DKS | 2021-05-26 | 2021-05-27 | 2021-06-25 | 1 | 99.98 | 99.98 | 0.00% | market | 238.39% | — | 1.13% | 1.53% | -0.40% |
| WSM | 2021-05-26 | 2021-05-27 | 2021-06-25 | 1 | 87.00 | 87.00 | 0.00% | market | 58.06% | — | -8.57% | 1.53% | -10.10% |
| CM | 2021-05-27 | 2021-05-28 | 2021-06-28 | 1 | 58.98 | 58.98 | 0.00% | market | 19.20% | — | -2.93% | 1.54% | -4.48% |
| HLNE | 2021-05-27 | 2021-05-28 | 2021-06-28 | 1 | 92.49 | 92.49 | 0.00% | market | 25.00% | — | -6.72% | 1.54% | -8.26% |
| OLLI | 2021-05-27 | 2021-05-28 | 2021-06-28 | 1 | 88.75 | 88.75 | 0.00% | market | 26.98% | — | -3.77% | 1.54% | -5.32% |
| QFIN | 2021-05-27 | 2021-05-28 | 2021-06-28 | 1 | 29.20 | 29.20 | 0.00% | market | 71.79% | — | 42.78% | 1.54% | 41.23% |
| TD | 2021-05-27 | 2021-05-28 | 2021-06-28 | 1 | 72.35 | 72.35 | 0.00% | market | 15.25% | — | -2.81% | 1.54% | -4.35% |
| ULTA | 2021-05-27 | 2021-05-28 | 2021-06-28 | 1 | 343.20 | 343.20 | 0.00% | market | 108.72% | — | -0.12% | 1.54% | -1.67% |
| VEEV | 2021-05-27 | 2021-05-28 | 2021-06-28 | 1 | 288.55 | 288.55 | 0.00% | market | 16.67% | — | 10.37% | 1.54% | 8.82% |
| APPS | 2021-06-01 | 2021-06-02 | 2021-06-30 | 1 | 69.76 | 69.76 | 0.00% | market | 25.00% | — | 8.89% | 1.83% | 7.06% |
| ZM | 2021-06-01 | 2021-06-02 | 2021-06-30 | 1 | 331.88 | 331.88 | 0.00% | market | 36.08% | — | 16.52% | 1.83% | 14.69% |
| DSGX | 2021-06-02 | 2021-06-03 | 2021-07-01 | 1 | 59.58 | 59.58 | 0.00% | market | 23.53% | — | 15.59% | 3.01% | 12.58% |
| CIEN | 2021-06-03 | 2021-06-04 | 2021-07-02 | 1 | 58.74 | 58.74 | 0.00% | market | 29.17% | — | -1.50% | 3.08% | -4.58% |
| LULU | 2021-06-03 | 2021-06-04 | 2021-07-02 | 1 | 321.86 | 321.86 | 0.00% | market | 27.47% | — | 14.38% | 3.08% | 11.30% |
| ASO | 2021-06-08 | 2021-06-09 | 2021-07-08 | 1 | 39.68 | 39.68 | 0.00% | market | 125.00% | — | -0.86% | 1.83% | -2.69% |
| CIG | 2021-06-09 | 2021-06-10 | 2021-07-09 | 1 | 2.07 | 2.07 | 0.00% | market | 429.10% | — | -17.97% | 2.97% | -20.94% |
| RH | 2021-06-09 | 2021-06-10 | 2021-07-09 | 1 | 686.03 | 686.03 | 0.00% | market | 19.27% | — | 2.85% | 2.97% | -0.11% |
| FRHC | 2021-06-15 | 2021-06-16 | 2021-07-15 | 1 | 61.97 | 61.97 | 0.00% | market | 26.39% | — | 2.19% | 2.38% | -0.19% |
| ORCL | 2021-06-15 | 2021-06-16 | 2021-07-15 | 1 | 77.99 | 77.99 | 0.00% | market | 17.56% | — | 10.48% | 2.38% | 8.10% |
| STEP | 2021-06-15 | 2021-06-16 | 2021-07-15 | 1 | 31.83 | 31.83 | 0.00% | market | 56.25% | — | 20.92% | 2.38% | 18.53% |
| XYF | 2021-06-15 | 2021-06-16 | 2021-07-15 | 1 | 9.65 | 9.65 | 0.00% | market | 95.43% | — | 23.32% | 2.38% | 20.94% |
| KFY | 2021-06-22 | 2021-06-23 | 2021-07-22 | 1 | 71.43 | 71.43 | 0.00% | market | 23.47% | — | -8.67% | 2.90% | -11.57% |
| NKE | 2021-06-24 | 2021-06-25 | 2021-07-26 | 1 | 152.41 | 152.41 | 0.00% | market | 82.35% | — | 8.22% | 3.55% | 4.67% |
| JEF | 2021-06-28 | 2021-06-29 | 2021-07-28 | 1 | 32.06 | 32.06 | 0.00% | market | 44.44% | — | -1.91% | 2.56% | -4.47% |
| EPAC | 2021-06-29 | 2021-06-30 | 2021-07-29 | 1 | 27.14 | 27.14 | 0.00% | market | 64.71% | — | -4.85% | 3.15% | -8.00% |
| WDFC | 2021-07-07 | 2021-07-08 | 2021-08-05 | 1 | 277.65 | 277.65 | 0.00% | market | 32.17% | — | -11.45% | 3.03% | -14.48% |
| AMX | 2021-07-13 | 2021-07-14 | 2021-08-11 | 1 | 15.17 | 15.17 | 0.00% | market | 77.78% | — | 10.97% | 1.46% | 9.52% |
| GS | 2021-07-13 | 2021-07-14 | 2021-08-11 | 1 | 378.75 | 378.75 | 0.00% | market | 46.68% | — | 9.18% | 1.46% | 7.72% |
| JPM | 2021-07-13 | 2021-07-14 | 2021-08-11 | 1 | 155.95 | 155.95 | 0.00% | market | 21.94% | — | 3.24% | 1.46% | 1.78% |
| WAFD | 2021-07-13 | 2021-07-14 | 2021-08-11 | 1 | 30.32 | 30.32 | 0.00% | market | 19.61% | — | 11.05% | 1.46% | 9.59% |
| C | 2021-07-14 | 2021-07-15 | 2021-08-12 | 1 | 67.54 | 67.54 | 0.00% | market | 34.18% | — | 9.66% | 2.37% | 7.29% |
| PNC | 2021-07-14 | 2021-07-15 | 2021-08-12 | 1 | 186.46 | 186.46 | 0.00% | market | 42.41% | — | 3.62% | 2.37% | 1.25% |
| WFC | 2021-07-14 | 2021-07-15 | 2021-08-12 | 1 | 44.59 | 44.59 | 0.00% | market | 42.27% | — | 14.61% | 2.37% | 12.24% |
| BANF | 2021-07-15 | 2021-07-16 | 2021-08-13 | 1 | 60.36 | 60.36 | 0.00% | market | 28.32% | — | -3.91% | 2.27% | -6.18% |
| TFC | 2021-07-15 | 2021-07-16 | 2021-08-13 | 1 | 56.20 | 56.20 | 0.00% | market | 32.48% | — | 2.00% | 2.27% | -0.27% |
| VLRS | 2021-07-15 | 2021-07-16 | 2021-08-13 | 1 | 22.53 | 22.53 | 0.00% | market | 1057.14% | — | -12.22% | 2.27% | -14.49% |
| FHN | 2021-07-16 | 2021-07-19 | 2021-08-16 | 3 | 15.25 | 15.25 | 0.00% | market | 34.88% | — | 6.33% | 4.88% | 1.45% |
| EQBK | 2021-07-19 | 2021-07-20 | 2021-08-17 | 1 | 28.64 | 28.64 | 0.00% | market | 66.13% | — | 12.50% | 4.31% | 8.19% |
| FBK | 2021-07-19 | 2021-07-20 | 2021-08-17 | 1 | 35.39 | 35.39 | 0.00% | market | 20.00% | — | 12.76% | 4.31% | 8.44% |
| PLD | 2021-07-19 | 2021-07-20 | 2021-08-17 | 1 | 127.88 | 127.88 | 0.00% | market | 84.09% | — | 4.75% | 4.31% | 0.44% |
| ZION | 2021-07-19 | 2021-07-20 | 2021-08-17 | 1 | 48.46 | 48.46 | 0.00% | market | 61.24% | — | 12.07% | 4.31% | 7.76% |
| ALLY | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 51.72 | 51.72 | 0.00% | market | 57.43% | — | 1.04% | 1.58% | -0.54% |
| CFG | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 43.21 | 43.21 | 0.00% | market | 29.73% | — | -0.84% | 1.58% | -2.42% |
| FULT | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 15.49 | 15.49 | 0.00% | market | 15.15% | — | 0.61% | 1.58% | -0.97% |
| GATX | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 91.93 | 91.93 | 0.00% | market | 33.66% | — | -4.83% | 1.58% | -6.41% |
| HCA | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 250.99 | 250.99 | 0.00% | market | 38.29% | — | -3.49% | 1.58% | -5.08% |
| HWC | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 44.44 | 44.44 | 0.00% | market | 19.13% | — | 0.15% | 1.58% | -1.43% |
| ISRG | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 328.33 | 328.33 | 0.00% | market | 24.76% | — | 5.42% | 1.58% | 3.84% |
| KEY | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 19.32 | 19.32 | 0.00% | market | 35.19% | — | 3.52% | 1.58% | 1.94% |
| MLI | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 10.57 | 10.57 | 0.00% | market | 89.72% | — | 4.82% | 1.58% | 3.24% |
| PNFP | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 92.23 | 92.23 | 0.00% | market | 16.55% | — | 1.58% | 1.58% | -0.00% |
| SMBK | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 24.30 | 24.30 | 0.00% | market | 26.09% | — | 0.64% | 1.58% | -0.94% |
| SYF | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 46.43 | 46.43 | 0.00% | market | 48.25% | — | 7.48% | 1.58% | 5.90% |
| UBS | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 15.59 | 15.59 | 0.00% | market | 25.00% | — | 7.53% | 1.58% | 5.95% |
| ZWS | 2021-07-20 | 2021-07-21 | 2021-08-18 | 1 | 25.07 | 25.07 | 0.00% | market | 16.00% | — | 14.70% | 1.58% | 13.12% |
| AMTB | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 22.40 | 22.40 | 0.00% | market | 18.42% | — | 5.93% | 1.18% | 4.75% |
| BANR | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 52.86 | 52.86 | 0.00% | market | 40.54% | — | 3.76% | 1.18% | 2.58% |
| BOKF | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 83.28 | 83.28 | 0.00% | market | 31.87% | — | 1.62% | 1.18% | 0.44% |
| EFX | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 257.10 | 257.10 | 0.00% | market | 15.79% | — | 0.55% | 1.18% | -0.62% |
| FR | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 53.90 | 53.90 | 0.00% | market | 81.82% | — | 2.37% | 1.18% | 1.19% |
| KMI | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 17.71 | 17.71 | 0.00% | market | 21.05% | — | -10.38% | 1.18% | -11.55% |
| KO | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 56.62 | 56.62 | 0.00% | market | 21.43% | — | 0.32% | 1.18% | -0.85% |
| LOB | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 61.74 | 61.74 | 0.00% | market | 147.37% | — | -10.90% | 1.18% | -12.08% |
| MC | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 56.87 | 56.87 | 0.00% | market | 43.37% | — | 3.91% | 1.18% | 2.73% |
| OFG | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 22.28 | 22.28 | 0.00% | market | 47.17% | — | 3.13% | 1.18% | 1.95% |
| OMF | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 62.56 | 62.56 | 0.00% | market | 21.46% | — | -12.07% | 1.18% | -13.25% |
| REXR | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 60.75 | 60.75 | 0.00% | market | 66.67% | — | 0.56% | 1.18% | -0.62% |
| RLI | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 53.38 | 53.38 | 0.00% | market | 48.65% | — | 1.21% | 1.18% | 0.03% |
| SLG | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 80.42 | 80.42 | 0.00% | market | 8959.23% | — | -9.74% | 1.18% | -10.91% |
| SLM | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 20.50 | 20.50 | 0.00% | market | 21.62% | — | -10.78% | 1.18% | -11.96% |
| STC | 2021-07-21 | 2021-07-22 | 2021-08-19 | 1 | 58.31 | 58.31 | 0.00% | market | 70.43% | — | 0.21% | 1.18% | -0.97% |
| ABT | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 119.63 | 119.63 | 0.00% | market | 15.84% | — | 5.49% | 1.33% | 4.16% |
| ASR | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 179.42 | 179.42 | 0.00% | market | 34.64% | — | -6.50% | 1.33% | -7.84% |
| AUB | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 35.00 | 35.00 | 0.00% | market | 40.00% | — | 7.01% | 1.33% | 5.68% |
| BANC | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 17.69 | 17.69 | 0.00% | market | 25.93% | — | 0.18% | 1.33% | -1.15% |
| BIIB | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 322.10 | 322.10 | 0.00% | market | 24.29% | — | 6.00% | 1.33% | 4.66% |
| BKU | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 38.60 | 38.60 | 0.00% | market | 29.07% | — | 6.17% | 1.33% | 4.83% |
| BPOP | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 73.47 | 73.47 | 0.00% | market | 31.03% | — | 2.27% | 1.33% | 0.93% |
| CBSH | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 55.51 | 55.51 | 0.00% | market | 35.87% | — | -1.42% | 1.33% | -2.75% |
| CHCO | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 73.56 | 73.56 | 0.00% | market | 21.55% | — | 6.93% | 1.33% | 5.59% |
| COF | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 157.00 | 157.00 | 0.00% | market | 64.22% | — | 7.05% | 1.33% | 5.71% |
| CROX | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 133.00 | 133.00 | 0.00% | market | 37.65% | — | 6.61% | 1.33% | 5.28% |
| DHR | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 257.14 | 257.14 | 0.00% | market | 20.00% | — | 10.74% | 1.33% | 9.40% |
| FAF | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 65.99 | 65.99 | 0.00% | market | 27.54% | — | 3.79% | 1.33% | 2.46% |
| FITB | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 36.25 | 36.25 | 0.00% | market | 16.05% | — | 3.68% | 1.33% | 2.34% |
| HRI | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 120.00 | 120.00 | 0.00% | market | 26.61% | — | -0.50% | 1.33% | -1.83% |
| IIIN | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 34.73 | 34.73 | 0.00% | market | 31.58% | — | 15.36% | 1.33% | 14.03% |
| INTC | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 54.58 | 54.58 | 0.00% | market | 20.75% | — | -4.81% | 1.33% | -6.14% |
| MRSH | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 146.65 | 146.65 | 0.00% | market | 22.38% | — | 5.68% | 1.33% | 4.35% |
| ORI | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 24.58 | 24.58 | 0.00% | market | 46.00% | — | 6.98% | 1.33% | 5.64% |
| OZK | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 40.53 | 40.53 | 0.00% | market | 26.09% | — | 3.50% | 1.33% | 2.17% |
| POOL | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 454.11 | 454.11 | 0.00% | market | 16.24% | — | 7.02% | 1.33% | 5.68% |
| RNR | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 153.00 | 153.00 | 0.00% | market | 16.29% | — | 6.17% | 1.33% | 4.83% |
| SNA | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 223.03 | 223.03 | 0.00% | market | 16.77% | — | -1.67% | 1.33% | -3.00% |
| TRN | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 26.43 | 26.43 | 0.00% | market | 66.67% | — | 6.03% | 1.33% | 4.69% |
| VICR | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 106.98 | 106.98 | 0.00% | market | 30.30% | — | 12.81% | 1.33% | 11.47% |
| WBS | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 48.09 | 48.09 | 0.00% | market | 21.00% | — | 1.17% | 1.33% | -0.17% |
| WSFS | 2021-07-22 | 2021-07-23 | 2021-08-20 | 1 | 45.12 | 45.12 | 0.00% | market | 124.72% | — | -1.03% | 1.33% | -2.37% |
| AXP | 2021-07-23 | 2021-07-26 | 2021-08-23 | 3 | 173.25 | 173.25 | 0.00% | market | 67.66% | — | -7.49% | 1.81% | -9.30% |
| FBP | 2021-07-23 | 2021-07-26 | 2021-08-23 | 3 | 11.74 | 11.74 | 0.00% | market | 33.33% | — | 7.06% | 1.81% | 5.25% |
| FHB | 2021-07-23 | 2021-07-26 | 2021-08-23 | 3 | 27.69 | 27.69 | 0.00% | market | 44.68% | — | -1.18% | 1.81% | -2.99% |
| RF | 2021-07-23 | 2021-07-26 | 2021-08-23 | 3 | 19.29 | 19.29 | 0.00% | market | 45.28% | — | 5.40% | 1.81% | 3.59% |
| AGNC | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 16.11 | 16.11 | 0.00% | market | 18.75% | — | 1.82% | 1.83% | -0.01% |
| AIN | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 86.00 | 86.00 | 0.00% | market | 38.36% | — | -9.94% | 1.83% | -11.77% |
| ARLP | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 7.67 | 7.67 | 0.00% | market | 61.90% | — | 5.38% | 1.83% | 3.54% |
| BOH | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 82.66 | 82.66 | 0.00% | market | 28.24% | — | 2.80% | 1.83% | 0.97% |
| BRO | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 54.08 | 54.08 | 0.00% | market | 22.50% | — | 6.56% | 1.83% | 4.72% |
| CATY | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 36.26 | 36.26 | 0.00% | market | 16.87% | — | 9.36% | 1.83% | 7.53% |
| CR | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 95.00 | 95.00 | 0.00% | market | 32.61% | — | 5.37% | 1.83% | 3.54% |
| CXT | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 33.00 | 33.00 | 0.00% | market | 31.65% | — | 5.35% | 1.83% | 3.52% |
| GABC | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 36.40 | 36.40 | 0.00% | market | 42.86% | — | 3.03% | 1.83% | 1.20% |
| KOF | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 54.73 | 54.73 | 0.00% | market | 16.18% | — | 5.13% | 1.83% | 3.29% |
| LOGI | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 111.68 | 111.68 | 0.00% | market | 38.64% | — | -4.93% | 1.83% | -6.76% |
| MCHB | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 36.93 | 36.93 | 0.00% | market | 16.10% | — | 9.13% | 1.83% | 7.30% |
| NBTB | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 32.77 | 32.77 | 0.00% | market | 19.48% | — | 10.98% | 1.83% | 9.15% |
| NWBI | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 12.80 | 12.80 | 0.00% | market | 31.03% | — | 2.09% | 1.83% | 0.26% |
| PKG | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 134.57 | 134.57 | 0.00% | market | 21.91% | — | 9.77% | 1.83% | 7.94% |
| QURE | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 27.30 | 27.30 | 0.00% | market | 187.50% | — | 3.01% | 1.83% | 1.18% |
| TFII | 2021-07-26 | 2021-07-27 | 2021-08-24 | 1 | 111.15 | 111.15 | 0.00% | market | 45.45% | — | 1.11% | 1.83% | -0.72% |
| AAPL | 2021-07-27 | 2021-07-28 | 2021-08-25 | 1 | 144.81 | 144.81 | 0.00% | market | 30.00% | — | 2.35% | 2.10% | 0.25% |
| AAT | 2021-07-27 | 2021-07-28 | 2021-08-25 | 1 | 36.92 | 36.92 | 0.00% | market | 18.60% | — | 3.58% | 2.10% | 1.48% |
| AMD | 2021-07-27 | 2021-07-28 | 2021-08-25 | 1 | 93.44 | 93.44 | 0.00% | market | 16.67% | — | 15.80% | 2.10% | 13.70% |
| AXS | 2021-07-27 | 2021-07-28 | 2021-08-25 | 1 | 50.91 | 50.91 | 0.00% | market | 37.93% | — | 4.10% | 2.10% | 2.00% |
| BYD | 2021-07-27 | 2021-07-28 | 2021-08-25 | 1 | 59.26 | 59.26 | 0.00% | market | 67.39% | — | 4.42% | 2.10% | 2.32% |
| AEM | 2021-07-28 | 2021-07-29 | 2021-08-26 | 1 | 63.38 | 63.38 | 0.00% | market | 16.95% | — | -10.92% | 1.46% | -12.39% |
| ACLS | 2021-08-04 | 2021-08-05 | 2021-09-02 | 1 | 43.50 | 43.50 | 0.00% | market | 22.22% | — | 14.47% | 2.95% | 11.53% |
| COIN | 2021-08-10 | 2021-08-11 | 2021-09-09 | 1 | 282.34 | 282.34 | 0.00% | market | 157.83% | — | -9.28% | 1.16% | -10.44% |
| DAR | 2021-08-10 | 2021-08-11 | 2021-09-09 | 1 | 75.17 | 75.17 | 0.00% | market | 32.95% | — | -6.23% | 1.16% | -7.40% |
| DOCS | 2021-08-10 | 2021-08-11 | 2021-09-09 | 1 | 60.03 | 60.03 | 0.00% | market | 37.50% | — | 68.63% | 1.16% | 67.47% |
| HRMY | 2021-08-10 | 2021-08-11 | 2021-09-09 | 1 | 30.30 | 30.30 | 0.00% | market | 184.21% | — | 24.78% | 1.16% | 23.62% |
| AVAL | 2021-08-11 | 2021-08-12 | 2021-09-10 | 1 | 5.27 | 5.27 | 0.00% | market | 76.92% | — | 9.39% | 0.41% | 8.98% |
| AXIA | 2021-08-11 | 2021-08-12 | 2021-09-10 | 1 | 7.68 | 7.68 | 0.00% | market | 99.75% | — | -9.74% | 0.41% | -10.15% |
| CIB | 2021-08-11 | 2021-08-12 | 2021-09-10 | 1 | 30.99 | 30.99 | 0.00% | market | 137.04% | — | 5.58% | 0.41% | 5.17% |
| AQN | 2021-08-12 | 2021-08-13 | 2021-09-13 | 1 | 15.56 | 15.56 | 0.00% | market | 15.38% | — | -1.06% | 0.22% | -1.29% |
| DDS | 2021-08-12 | 2021-08-13 | 2021-09-13 | 1 | 194.79 | 194.79 | 0.00% | market | 1974.47% | — | 2.13% | 0.22% | 1.91% |
| OGN | 2021-08-12 | 2021-08-13 | 2021-09-13 | 1 | 33.50 | 33.50 | 0.00% | market | 22.86% | — | 0.89% | 0.22% | 0.66% |
| WF | 2021-08-17 | 2021-08-18 | 2021-09-16 | 1 | 28.40 | 28.40 | 0.00% | market | 36.14% | — | -0.63% | 0.95% | -1.58% |
| CIG | 2021-08-18 | 2021-08-19 | 2021-09-17 | 1 | 1.66 | 1.66 | 0.00% | market | 1713.11% | — | 17.97% | 1.18% | 16.80% |
| DLO | 2021-08-18 | 2021-08-19 | 2021-09-17 | 1 | 59.94 | 59.94 | 0.00% | market | 40.00% | — | 8.59% | 1.18% | 7.42% |
| WB | 2021-08-18 | 2021-08-19 | 2021-09-17 | 1 | 47.10 | 47.10 | 0.00% | market | 16.18% | — | 7.88% | 1.18% | 6.71% |
| ZIM | 2021-08-18 | 2021-08-19 | 2021-09-17 | 1 | 46.00 | 46.00 | 0.00% | market | 41.30% | — | 29.05% | 1.18% | 27.88% |
| PAX | 2021-08-19 | 2021-08-20 | 2021-09-20 | 1 | 16.21 | 16.21 | 0.00% | market | 323.08% | — | 3.60% | -1.41% | 5.01% |
| QFIN | 2021-08-19 | 2021-08-20 | 2021-09-20 | 1 | 18.70 | 18.70 | 0.00% | market | 31.36% | — | 4.39% | -1.41% | 5.80% |
| BKE | 2021-08-20 | 2021-08-23 | 2021-09-21 | 3 | 41.96 | 41.96 | 0.00% | market | 20.93% | — | -2.01% | -2.59% | 0.58% |
| BMO | 2021-08-24 | 2021-08-25 | 2021-09-23 | 1 | 104.00 | 104.00 | 0.00% | market | 17.01% | — | -2.57% | -1.11% | -1.46% |
| HTHT | 2021-08-24 | 2021-08-25 | 2021-09-23 | 1 | 46.43 | 46.43 | 0.00% | market | 20.00% | — | 1.54% | -1.11% | 2.65% |
| INTU | 2021-08-24 | 2021-08-25 | 2021-09-23 | 1 | 577.31 | 577.31 | 0.00% | market | 23.90% | — | -0.09% | -1.11% | 1.02% |
| DKS | 2021-08-25 | 2021-08-26 | 2021-09-24 | 1 | 131.00 | 131.00 | 0.00% | market | 81.43% | — | 0.18% | -1.05% | 1.23% |
| NTAP | 2021-08-25 | 2021-08-26 | 2021-09-24 | 1 | 87.50 | 87.50 | 0.00% | market | 21.05% | — | 6.92% | -1.05% | 7.96% |
| ULTA | 2021-08-25 | 2021-08-26 | 2021-09-24 | 1 | 411.08 | 411.08 | 0.00% | market | 78.12% | — | -7.14% | -1.05% | -6.09% |
| WSM | 2021-08-25 | 2021-08-26 | 2021-09-24 | 1 | 99.82 | 99.82 | 0.00% | market | 26.56% | — | -4.31% | -1.05% | -3.26% |
| CM | 2021-08-26 | 2021-08-27 | 2021-09-27 | 1 | 58.44 | 58.44 | 0.00% | market | 15.56% | — | -1.43% | -1.00% | -0.43% |
| SBSW | 2021-08-26 | 2021-08-27 | 2021-09-27 | 1 | 15.72 | 15.72 | 0.00% | market | 859.86% | — | -19.06% | -1.00% | -18.05% |
| NDSN | 2021-08-30 | 2021-08-31 | 2021-09-29 | 1 | 241.95 | 241.95 | 0.00% | market | 16.35% | — | 0.30% | -3.91% | 4.21% |
| ZM | 2021-08-30 | 2021-08-31 | 2021-09-29 | 1 | 294.00 | 294.00 | 0.00% | market | 17.24% | — | -12.55% | -3.91% | -8.64% |
| CIEN | 2021-09-02 | 2021-09-03 | 2021-10-04 | 1 | 58.20 | 58.20 | 0.00% | market | 16.46% | — | -11.22% | -5.16% | -6.05% |
| OXM | 2021-09-02 | 2021-09-03 | 2021-10-04 | 1 | 96.35 | 96.35 | 0.00% | market | 39.06% | — | -3.17% | -5.16% | 1.99% |
| CPRT | 2021-09-08 | 2021-09-09 | 2021-10-07 | 1 | 35.12 | 35.12 | 0.00% | market | 18.18% | — | 0.18% | -2.67% | 2.86% |
| KFY | 2021-09-08 | 2021-09-09 | 2021-10-07 | 1 | 74.31 | 74.31 | 0.00% | market | 28.04% | — | 3.79% | -2.67% | 6.46% |
| LULU | 2021-09-08 | 2021-09-09 | 2021-10-07 | 1 | 433.73 | 433.73 | 0.00% | market | 38.66% | — | -7.94% | -2.67% | -5.27% |
| RH | 2021-09-08 | 2021-09-09 | 2021-10-07 | 1 | 706.28 | 706.28 | 0.00% | market | 30.86% | — | -7.72% | -2.67% | -5.05% |
| AZO | 2021-09-21 | 2021-09-22 | 2021-10-20 | 1 | 1,655.00 | 1,655.00 | 0.00% | market | 19.39% | — | 6.79% | 3.75% | 3.04% |
| PRGS | 2021-09-23 | 2021-09-24 | 2021-10-22 | 1 | 49.84 | 49.84 | 0.00% | market | 42.17% | — | 2.53% | 2.65% | -0.12% |
| JEF | 2021-09-30 | 2021-10-01 | 2021-10-29 | 1 | 35.63 | 35.63 | 0.00% | market | 51.52% | — | 15.22% | 6.56% | 8.66% |
| SAR | 2021-10-05 | 2021-10-06 | 2021-11-03 | 1 | 30.00 | 30.00 | 0.00% | market | 47.92% | — | -3.53% | 8.26% | -11.79% |
| AZZ | 2021-10-12 | 2021-10-13 | 2021-11-10 | 1 | 56.22 | 56.22 | 0.00% | market | 22.58% | — | 0.63% | 6.65% | -6.02% |
| BLK | 2021-10-13 | 2021-10-14 | 2021-11-11 | 1 | 882.00 | 882.00 | 0.00% | market | 17.11% | — | 9.38% | 5.62% | 3.76% |
| DAL | 2021-10-13 | 2021-10-14 | 2021-11-11 | 1 | 41.18 | 41.18 | 0.00% | market | 100.00% | — | 5.41% | 5.62% | -0.21% |
| JPM | 2021-10-13 | 2021-10-14 | 2021-11-11 | 1 | 161.75 | 161.75 | 0.00% | market | 24.67% | — | 3.52% | 5.62% | -2.10% |
| BAC | 2021-10-14 | 2021-10-15 | 2021-11-12 | 1 | 45.77 | 45.77 | 0.00% | market | 19.72% | — | 2.39% | 5.06% | -2.67% |
| C | 2021-10-14 | 2021-10-15 | 2021-11-12 | 1 | 71.82 | 71.82 | 0.00% | market | 30.30% | — | -3.80% | 5.06% | -8.87% |
| MS | 2021-10-14 | 2021-10-15 | 2021-11-12 | 1 | 102.46 | 102.46 | 0.00% | market | 17.86% | — | -2.65% | 5.06% | -7.71% |
| WFC | 2021-10-14 | 2021-10-15 | 2021-11-12 | 1 | 45.72 | 45.72 | 0.00% | market | 23.23% | — | 11.36% | 5.06% | 6.30% |
| GS | 2021-10-15 | 2021-10-18 | 2021-11-15 | 3 | 408.01 | 408.01 | 0.00% | market | 46.66% | — | -0.88% | 5.28% | -6.17% |
| PLD | 2021-10-15 | 2021-10-18 | 2021-11-15 | 3 | 136.86 | 136.86 | 0.00% | market | 86.54% | — | 9.65% | 5.28% | 4.36% |
| TFC | 2021-10-15 | 2021-10-18 | 2021-11-15 | 3 | 61.28 | 61.28 | 0.00% | market | 17.36% | — | 3.16% | 5.28% | -2.12% |
| FBK | 2021-10-18 | 2021-10-19 | 2021-11-16 | 1 | 45.77 | 45.77 | 0.00% | market | 16.05% | — | 2.76% | 4.54% | -1.77% |
| FULT | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 15.88 | 15.88 | 0.00% | market | 40.63% | — | 4.50% | 3.77% | 0.73% |
| MLI | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 11.48 | 11.48 | 0.00% | market | 81.38% | — | 30.21% | 3.77% | 26.44% |
| NFLX | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 62.56 | 62.56 | 0.00% | market | 23.08% | — | 10.47% | 3.77% | 6.70% |
| OMC | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 73.50 | 73.50 | 0.00% | market | 21.32% | — | -6.03% | 3.77% | -9.80% |
| ONB | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 17.58 | 17.58 | 0.00% | market | 16.22% | — | 4.28% | 3.77% | 0.51% |
| SMBK | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 25.95 | 25.95 | 0.00% | market | 56.41% | — | 2.67% | 3.77% | -1.10% |
| SYF | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 51.32 | 51.32 | 0.00% | market | 32.45% | — | -5.42% | 3.77% | -9.19% |
| WTFC | 2021-10-19 | 2021-10-20 | 2021-11-17 | 1 | 85.00 | 85.00 | 0.00% | market | 16.45% | — | 9.14% | 3.77% | 5.36% |
| ABT | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 123.51 | 123.51 | 0.00% | market | 47.37% | — | 3.24% | 3.98% | -0.73% |
| AMTB | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 27.14 | 27.14 | 0.00% | market | 15.38% | — | 16.48% | 3.98% | 12.51% |
| BANR | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 59.11 | 59.11 | 0.00% | market | 25.22% | — | 4.11% | 3.98% | 0.14% |
| BOKF | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 100.99 | 100.99 | 0.00% | market | 34.83% | — | 6.21% | 3.98% | 2.23% |
| BPOP | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 82.94 | 82.94 | 0.00% | market | 37.95% | — | 0.51% | 3.98% | -3.46% |
| FHN | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 17.26 | 17.26 | 0.00% | market | 21.95% | — | -1.43% | 3.98% | -5.41% |
| KNX | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 54.86 | 54.86 | 0.00% | market | 21.50% | — | 5.15% | 3.98% | 1.17% |
| OFG | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 25.60 | 25.60 | 0.00% | market | 19.12% | — | 4.90% | 3.98% | 0.92% |
| REXR | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 64.55 | 64.55 | 0.00% | market | 91.67% | — | 9.69% | 3.98% | 5.72% |
| SLM | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 18.72 | 18.72 | 0.00% | market | 20.00% | — | -1.65% | 3.98% | -5.62% |
| THC | 2021-10-20 | 2021-10-21 | 2021-11-18 | 1 | 71.37 | 71.37 | 0.00% | market | 82.57% | — | 10.11% | 3.98% | 6.14% |
| ALLE | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 132.11 | 132.11 | 0.00% | market | 20.93% | — | 1.18% | 3.48% | -2.30% |
| ASB | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 21.75 | 21.75 | 0.00% | market | 33.33% | — | 6.80% | 3.48% | 3.32% |
| BANC | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 19.93 | 19.93 | 0.00% | market | 223.08% | — | 7.08% | 3.48% | 3.60% |
| BX | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 133.99 | 133.99 | 0.00% | market | 37.63% | — | 9.19% | 3.48% | 5.71% |
| CBAN | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 18.35 | 18.35 | 0.00% | market | 62.86% | — | 0.88% | 3.48% | -2.60% |
| CHCO | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 80.89 | 80.89 | 0.00% | market | 18.55% | — | -0.21% | 3.48% | -3.69% |
| CROX | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 147.80 | 147.80 | 0.00% | market | 31.38% | — | 18.64% | 3.48% | 15.16% |
| DGX | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 145.00 | 145.00 | 0.00% | market | 37.50% | — | 2.27% | 3.48% | -1.21% |
| FAF | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 75.35 | 75.35 | 0.00% | market | 29.52% | — | 2.89% | 3.48% | -0.59% |
| IIIN | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 37.41 | 37.41 | 0.00% | market | 36.17% | — | 19.41% | 3.48% | 15.94% |
| INDB | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 83.49 | 83.49 | 0.00% | market | 18.63% | — | 1.39% | 3.48% | -2.09% |
| INTC | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 50.39 | 50.39 | 0.00% | market | 54.05% | — | -1.83% | 3.48% | -5.30% |
| KEY | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 24.00 | 24.00 | 0.00% | market | 15.79% | — | -2.72% | 3.48% | -6.20% |
| MAT | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 21.70 | 21.70 | 0.00% | market | 16.67% | — | 4.28% | 3.48% | 0.80% |
| OLN | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 51.85 | 51.85 | 0.00% | market | 18.81% | — | 16.04% | 3.48% | 12.56% |
| PINE | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 19.00 | 19.00 | 0.00% | market | 600.00% | — | -5.63% | 3.48% | -9.10% |
| POOL | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 501.30 | 501.30 | 0.00% | market | 17.14% | — | 15.00% | 3.48% | 11.52% |
| SAP | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 141.61 | 141.61 | 0.00% | market | 31.82% | — | -0.57% | 3.48% | -4.04% |
| SRCE | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 48.69 | 48.69 | 0.00% | market | 21.70% | — | 0.97% | 3.48% | -2.51% |
| TRN | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 29.01 | 29.01 | 0.00% | market | 61.11% | — | -4.44% | 3.48% | -7.92% |
| VLRS | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 20.44 | 20.44 | 0.00% | market | 52.38% | — | -18.40% | 3.48% | -21.88% |
| WSFS | 2021-10-21 | 2021-10-22 | 2021-11-19 | 1 | 55.75 | 55.75 | 0.00% | market | 35.23% | — | -3.35% | 3.48% | -6.82% |
| AXP | 2021-10-22 | 2021-10-25 | 2021-11-22 | 3 | 186.73 | 186.73 | 0.00% | market | 26.11% | — | -8.58% | 2.93% | -11.50% |
| RF | 2021-10-22 | 2021-10-25 | 2021-11-22 | 3 | 24.45 | 24.45 | 0.00% | market | 25.00% | — | -1.74% | 2.93% | -4.66% |
| AGNC | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 16.62 | 16.62 | 0.00% | market | 19.05% | — | -3.71% | 2.40% | -6.11% |
| AIN | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 82.58 | 82.58 | 0.00% | market | 16.90% | — | 6.06% | 2.40% | 3.66% |
| ARLP | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 12.21 | 12.21 | 0.00% | market | 36.11% | — | -9.85% | 2.40% | -12.25% |
| ASR | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 198.13 | 198.13 | 0.00% | market | 35.98% | — | -1.92% | 2.40% | -4.32% |
| AUB | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 37.29 | 37.29 | 0.00% | market | 20.51% | — | -3.13% | 2.40% | -5.53% |
| CR | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 100.00 | 100.00 | 0.00% | market | 38.97% | — | 5.19% | 2.40% | 2.79% |
| CXT | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 34.73 | 34.73 | 0.00% | market | 38.97% | — | 5.20% | 2.40% | 2.79% |
| EFSC | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 48.50 | 48.50 | 0.00% | market | 60.76% | — | -0.37% | 2.40% | -2.77% |
| FBP | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 14.69 | 14.69 | 0.00% | market | 19.35% | — | 0.04% | 2.40% | -2.37% |
| MCHB | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 44.21 | 44.21 | 0.00% | market | 16.96% | — | 20.17% | 2.40% | 17.76% |
| MCRI | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 69.07 | 69.07 | 0.00% | market | 16.16% | — | 3.22% | 2.40% | 0.81% |
| MEDP | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 208.05 | 208.05 | 0.00% | market | 20.56% | — | 2.10% | 2.40% | -0.31% |
| MX | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 18.91 | 18.91 | 0.00% | market | 90.91% | — | -1.53% | 2.40% | -3.93% |
| NWBI | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 14.40 | 14.40 | 0.00% | market | 22.73% | — | -1.77% | 2.40% | -4.17% |
| SUI | 2021-10-25 | 2021-10-26 | 2021-11-23 | 1 | 205.55 | 205.55 | 0.00% | market | 98.02% | — | -4.58% | 2.40% | -6.98% |
| COF | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 160.14 | 160.14 | 0.00% | market | 26.02% | — | -2.77% | 2.85% | -5.62% |
| GOOG | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 139.90 | 139.90 | 0.00% | market | 19.66% | — | 4.77% | 2.85% | 1.93% |
| GOOGL | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 139.41 | 139.41 | 0.00% | market | 19.66% | — | 4.71% | 2.85% | 1.87% |
| HAS | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 91.23 | 91.23 | 0.00% | market | 15.98% | — | 8.88% | 2.85% | 6.03% |
| HIW | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 45.32 | 45.32 | 0.00% | market | 102.94% | — | 2.26% | 2.85% | -0.58% |
| LFUS | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 300.25 | 300.25 | 0.00% | market | 25.40% | — | 4.78% | 2.85% | 1.94% |
| MANH | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 173.75 | 173.75 | 0.00% | market | 31.48% | — | -7.44% | 2.85% | -10.28% |
| MTDR | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 45.66 | 45.66 | 0.00% | market | 27.55% | — | -2.71% | 2.85% | -5.55% |
| SBSI | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 41.45 | 41.45 | 0.00% | market | 43.08% | — | 5.74% | 2.85% | 2.89% |
| SFNC | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 30.55 | 30.55 | 0.00% | market | 29.82% | — | -0.98% | 2.85% | -3.83% |
| UBS | 2021-10-26 | 2021-10-27 | 2021-11-24 | 1 | 18.04 | 18.04 | 0.00% | market | 46.51% | — | -2.15% | 2.85% | -5.00% |
| AFL | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 55.82 | 55.82 | 0.00% | market | 15.91% | — | -0.55% | 0.77% | -1.32% |
| BOOT | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 106.19 | 106.19 | 0.00% | market | 34.41% | — | 15.64% | 0.77% | 14.87% |
| CCS | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 69.13 | 69.13 | 0.00% | market | 18.63% | — | 3.57% | 0.77% | 2.80% |
| CPAC | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 6.26 | 6.26 | 0.00% | market | 140.00% | — | 4.21% | 0.77% | 3.44% |
| CPF | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 26.89 | 26.89 | 0.00% | market | 27.59% | — | 1.13% | 0.77% | 0.36% |
| CSV | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 45.70 | 45.70 | 0.00% | market | 36.67% | — | 15.76% | 0.77% | 14.99% |
| CTS | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 34.74 | 34.74 | 0.00% | market | 17.95% | — | 2.29% | 0.77% | 1.52% |
| CUBI | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 48.75 | 48.75 | 0.00% | market | 75.25% | — | 15.26% | 0.77% | 14.49% |
| DRVN | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 29.40 | 29.40 | 0.00% | market | 18.18% | — | 5.24% | 0.77% | 4.47% |
| ETD | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 24.38 | 24.38 | 0.00% | market | 23.08% | — | -4.37% | 0.77% | -5.14% |
| EVR | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 152.79 | 152.79 | 0.00% | market | 29.41% | — | -6.30% | 0.77% | -7.08% |
| GGB | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 3.86 | 3.86 | 0.00% | market | 63.33% | — | -6.58% | 0.77% | -7.35% |
| GLOP-PA | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 25.85 | 25.85 | 0.00% | market | 64.57% | — | 2.03% | 0.77% | 1.26% |
| GSK | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 41.32 | 41.32 | 0.00% | market | 26.00% | — | -0.83% | 0.77% | -1.60% |
| INVH | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 40.45 | 40.45 | 0.00% | market | 20.00% | — | 1.63% | 0.77% | 0.86% |
| KLAC | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 36.64 | 36.64 | 0.00% | market | 55.09% | — | 8.80% | 0.77% | 8.03% |
| KN | 2021-10-27 | 2021-10-28 | 2021-11-26 | 1 | 20.42 | 20.42 | 0.00% | market | 15.38% | — | 6.95% | 0.77% | 6.18% |
| ABEV | 2021-10-28 | 2021-10-29 | 2021-11-29 | 1 | 2.96 | 2.96 | 0.00% | market | 100.00% | — | -2.13% | 1.92% | -4.04% |
| AFG | 2021-11-02 | 2021-11-03 | 2021-12-02 | 1 | 140.00 | 140.00 | 0.00% | market | 45.70% | — | -2.26% | -0.85% | -1.41% |
| BNTX | 2021-11-09 | 2021-11-10 | 2021-12-09 | 1 | 233.16 | 233.16 | 0.00% | market | 23.49% | — | 21.79% | 0.17% | 21.63% |
| AER | 2021-11-10 | 2021-11-11 | 2021-12-10 | 1 | 67.75 | 67.75 | 0.00% | market | 41.35% | — | -10.73% | 1.19% | -11.92% |
| FICO | 2021-11-10 | 2021-11-11 | 2021-12-10 | 1 | 387.78 | 387.78 | 0.00% | market | 25.24% | — | 4.98% | 1.19% | 3.79% |
| GMAB | 2021-11-10 | 2021-11-11 | 2021-12-10 | 1 | 43.94 | 43.94 | 0.00% | market | 90.91% | — | -13.53% | 1.19% | -14.72% |
| CRC | 2021-11-11 | 2021-11-12 | 2021-12-13 | 1 | 44.97 | 44.97 | 0.00% | market | 38.64% | — | -5.10% | 0.31% | -5.42% |
| DDS | 2021-11-11 | 2021-11-12 | 2021-12-13 | 1 | 326.43 | 326.43 | 0.00% | market | 77.72% | — | -25.08% | 0.31% | -25.39% |
| OGN | 2021-11-11 | 2021-11-12 | 2021-12-13 | 1 | 34.65 | 34.65 | 0.00% | market | 15.97% | — | -16.78% | 0.31% | -17.09% |
| TPR | 2021-11-11 | 2021-11-12 | 2021-12-13 | 1 | 46.50 | 46.50 | 0.00% | market | 17.14% | — | -9.67% | 0.31% | -9.98% |
| ATLC | 2021-11-12 | 2021-11-15 | 2021-12-14 | 3 | 81.85 | 81.85 | 0.00% | market | 71.33% | — | -28.07% | -1.13% | -26.94% |
| CSAN | 2021-11-12 | 2021-11-15 | 2021-12-14 | 3 | 15.50 | 15.50 | 0.00% | market | 262.16% | — | 0.61% | -1.13% | 1.74% |
| SMFG | 2021-11-12 | 2021-11-15 | 2021-12-14 | 3 | 6.98 | 6.98 | 0.00% | market | 57.14% | — | -2.11% | -1.13% | -0.98% |
| CMP | 2021-11-15 | 2021-11-16 | 2021-12-15 | 1 | 65.43 | 65.43 | 0.00% | market | 36.36% | — | -17.89% | 0.74% | -18.63% |
| DAVA | 2021-11-16 | 2021-11-17 | 2021-12-16 | 1 | 167.50 | 167.50 | 0.00% | market | 17.54% | — | -14.14% | -0.54% | -13.59% |
| HD | 2021-11-16 | 2021-11-17 | 2021-12-16 | 1 | 392.83 | 392.83 | 0.00% | market | 15.29% | — | 1.61% | -0.54% | 2.15% |
| BBWI | 2021-11-17 | 2021-11-18 | 2021-12-17 | 1 | 81.00 | 81.00 | 0.00% | market | 50.82% | — | -13.87% | -2.00% | -11.87% |
| PNNT | 2021-11-17 | 2021-11-18 | 2021-12-17 | 1 | 7.09 | 7.09 | 0.00% | market | 21.43% | — | -5.18% | -2.00% | -3.18% |
| ZIM | 2021-11-17 | 2021-11-18 | 2021-12-17 | 1 | 53.50 | 53.50 | 0.00% | market | 31.46% | — | -4.85% | -2.00% | -2.85% |
| DLNG | 2021-11-18 | 2021-11-19 | 2021-12-20 | 1 | 3.48 | 3.48 | 0.00% | market | 20.00% | — | -17.92% | -3.12% | -14.80% |
| BKE | 2021-11-19 | 2021-11-22 | 2021-12-21 | 3 | 50.60 | 50.60 | 0.00% | market | 36.96% | — | -20.08% | -1.66% | -18.42% |
| AEO | 2021-11-23 | 2021-11-24 | 2021-12-23 | 1 | 27.76 | 27.76 | 0.00% | market | 24.59% | — | -16.35% | 0.97% | -17.32% |
| BZ | 2021-11-23 | 2021-11-24 | 2021-12-23 | 1 | 34.70 | 34.70 | 0.00% | market | 30.00% | — | -5.11% | 0.97% | -6.09% |
| DKS | 2021-11-23 | 2021-11-24 | 2021-12-23 | 1 | 132.26 | 132.26 | 0.00% | market | 61.93% | — | -21.51% | 0.97% | -22.49% |
| MOV | 2021-11-23 | 2021-11-24 | 2021-12-23 | 1 | 44.32 | 44.32 | 0.00% | market | 34.65% | — | -8.67% | 0.97% | -9.65% |
| SJM | 2021-11-23 | 2021-11-24 | 2021-12-23 | 1 | 134.00 | 134.00 | 0.00% | market | 18.54% | — | -0.85% | 0.97% | -1.83% |
| AZO | 2021-12-07 | 2021-12-08 | 2022-01-06 | 1 | 2,013.76 | 2,013.76 | 0.00% | market | 23.10% | — | 2.32% | -0.16% | 2.48% |
| GFI | 2021-12-07 | 2021-12-08 | 2022-01-06 | 1 | 10.41 | 10.41 | 0.00% | market | 117.05% | — | -4.13% | -0.16% | -3.97% |
| PLAB | 2021-12-08 | 2021-12-09 | 2022-01-07 | 1 | 17.78 | 17.78 | 0.00% | market | 32.00% | — | 4.23% | -0.44% | 4.67% |
| BB | 2021-12-21 | 2021-12-22 | 2022-01-21 | 1 | 9.05 | 9.05 | 0.00% | market | 267.29% | — | -5.74% | -5.36% | -0.37% |
| PAYX | 2021-12-22 | 2021-12-23 | 2022-01-24 | 1 | 134.00 | 134.00 | 0.00% | market | 15.19% | — | -10.48% | -6.17% | -4.31% |
| FER | 2021-12-31 | 2022-01-03 | 2022-02-01 | 3 | 27.50 | 27.50 | 0.00% | market | 1139.21% | — | -0.65% | -4.90% | 4.26% |
| WDS | 2021-12-31 | 2022-01-03 | 2022-02-01 | 3 | 15.79 | 15.79 | 0.00% | market | 30.77% | — | 13.96% | -4.90% | 18.86% |
| ONB | 2022-01-18 | 2022-01-19 | 2022-02-16 | 1 | 19.82 | 19.82 | 0.00% | market | 32.14% | — | -6.81% | -2.52% | -4.29% |
| AA | 2022-01-19 | 2022-01-20 | 2022-02-17 | 1 | 62.10 | 62.10 | 0.00% | market | 22.55% | — | 23.04% | -3.68% | 26.72% |
| AMTB | 2022-01-19 | 2022-01-20 | 2022-02-17 | 1 | 30.79 | 30.79 | 0.00% | market | 33.33% | — | 7.14% | -3.68% | 10.82% |
| ASML | 2022-01-19 | 2022-01-20 | 2022-02-17 | 1 | 724.89 | 724.89 | 0.00% | market | 17.39% | — | -10.37% | -3.68% | -6.69% |
| COLB | 2022-01-19 | 2022-01-20 | 2022-02-17 | 1 | 34.90 | 34.90 | 0.00% | market | 19.64% | — | 2.97% | -3.68% | 6.64% |
| ASB | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 24.19 | 24.19 | 0.00% | market | 16.67% | — | 2.79% | -2.54% | 5.34% |
| BANR | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 57.97 | 57.97 | 0.00% | market | 23.08% | — | 7.59% | -2.54% | 10.14% |
| FHN | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 17.33 | 17.33 | 0.00% | market | 26.32% | — | 4.34% | -2.54% | 6.89% |
| IIIN | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 40.00 | 40.00 | 0.00% | market | 28.26% | — | -4.42% | -2.54% | -1.88% |
| MCB | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 99.74 | 99.74 | 0.00% | market | 16.55% | — | 1.96% | -2.54% | 4.50% |
| MTB | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 165.35 | 165.35 | 0.00% | market | 15.81% | — | 10.18% | -2.54% | 12.72% |
| NBHC | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 43.66 | 43.66 | 0.00% | market | 21.31% | — | 4.62% | -2.54% | 7.16% |
| OZK | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 49.41 | 49.41 | 0.00% | market | 19.39% | — | -4.41% | -2.54% | -1.87% |
| TCBI | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 61.60 | 61.60 | 0.00% | market | 29.35% | — | 6.95% | -2.54% | 9.49% |
| TRV | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 165.33 | 165.33 | 0.00% | market | 34.72% | — | 3.11% | -2.54% | 5.65% |
| WBS | 2022-01-20 | 2022-01-21 | 2022-02-18 | 1 | 63.00 | 63.00 | 0.00% | market | 19.09% | — | -5.34% | -2.54% | -2.80% |
| LOGI | 2022-01-24 | 2022-01-25 | 2022-02-23 | 1 | 77.43 | 77.43 | 0.00% | market | 30.25% | — | -6.47% | -2.57% | -3.90% |
| WSFS | 2022-01-24 | 2022-01-25 | 2022-02-23 | 1 | 50.09 | 50.09 | 0.00% | market | 38.67% | — | 1.84% | -2.57% | 4.40% |
| AXP | 2022-01-25 | 2022-01-26 | 2022-02-24 | 1 | 176.95 | 176.95 | 0.00% | market | 16.58% | — | 6.34% | -2.82% | 9.16% |
| BXP | 2022-01-25 | 2022-01-26 | 2022-02-24 | 1 | 115.30 | 115.30 | 0.00% | market | 136.00% | — | 3.98% | -2.82% | 6.80% |
| CHCO | 2022-01-25 | 2022-01-26 | 2022-02-24 | 1 | 83.18 | 83.18 | 0.00% | market | 15.79% | — | -7.75% | -2.82% | -4.93% |
| ERIC | 2022-01-25 | 2022-01-26 | 2022-02-24 | 1 | 11.87 | 11.87 | 0.00% | market | 54.17% | — | -16.70% | -2.82% | -13.88% |
| GATX | 2022-01-25 | 2022-01-26 | 2022-02-24 | 1 | 103.39 | 103.39 | 0.00% | market | 65.69% | — | 1.06% | -2.82% | 3.88% |
| TXN | 2022-01-25 | 2022-01-26 | 2022-02-24 | 1 | 182.27 | 182.27 | 0.00% | market | 17.01% | — | -7.06% | -2.82% | -4.24% |
| WSBC | 2022-01-25 | 2022-01-26 | 2022-02-24 | 1 | 37.00 | 37.00 | 0.00% | market | 15.49% | — | -6.51% | -2.82% | -3.69% |
| AXS | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 55.90 | 55.90 | 0.00% | market | 41.06% | — | -0.28% | -0.12% | -0.16% |
| CNS | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 82.49 | 82.49 | 0.00% | market | 20.39% | — | -2.19% | -0.12% | -2.07% |
| CPF | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 29.63 | 29.63 | 0.00% | market | 23.08% | — | -2.19% | -0.12% | -2.08% |
| FCNCA | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 768.51 | 768.51 | 0.00% | market | 103.19% | — | 1.65% | -0.12% | 1.77% |
| INTC | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 49.98 | 49.98 | 0.00% | market | 19.78% | — | -4.64% | -0.12% | -4.53% |
| PKG | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 142.31 | 142.31 | 0.00% | market | 33.33% | — | 5.04% | -0.12% | 5.15% |
| RJF | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 100.87 | 100.87 | 0.00% | market | 20.45% | — | 11.22% | -0.12% | 11.34% |
| RLI | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 52.83 | 52.83 | 0.00% | market | 34.04% | — | -3.53% | -0.12% | -3.41% |
| SF | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 48.48 | 48.48 | 0.00% | market | 17.99% | — | 2.35% | -0.12% | 2.47% |
| SYBT | 2022-01-26 | 2022-01-27 | 2022-02-25 | 1 | 61.42 | 61.42 | 0.00% | market | 37.31% | — | -12.23% | -0.12% | -12.11% |
| BPOP | 2022-01-27 | 2022-01-28 | 2022-02-28 | 1 | 85.72 | 85.72 | 0.00% | market | 15.18% | — | 7.05% | 0.91% | 6.14% |
| BX | 2022-01-27 | 2022-01-28 | 2022-02-28 | 1 | 120.81 | 120.81 | 0.00% | market | 24.82% | — | 5.41% | 0.91% | 4.50% |
| BY | 2022-01-27 | 2022-01-28 | 2022-02-28 | 1 | 26.73 | 26.73 | 0.00% | market | 19.79% | — | 1.92% | 0.91% | 1.01% |
| ETD | 2022-01-27 | 2022-01-28 | 2022-02-28 | 1 | 25.53 | 25.53 | 0.00% | market | 25.00% | — | 1.98% | 0.91% | 1.06% |
| FIBK | 2022-01-27 | 2022-01-28 | 2022-02-28 | 1 | 37.68 | 37.68 | 0.00% | market | 15.28% | — | 7.65% | 0.91% | 6.74% |
| NTCT | 2022-01-27 | 2022-01-28 | 2022-02-28 | 1 | 31.57 | 31.57 | 0.00% | market | 43.55% | — | -1.49% | 0.91% | -2.41% |
| ORI | 2022-01-27 | 2022-01-28 | 2022-02-28 | 1 | 25.20 | 25.20 | 0.00% | market | 23.94% | — | 4.46% | 0.91% | 3.55% |
| SBCF | 2022-01-27 | 2022-01-28 | 2022-02-28 | 1 | 36.95 | 36.95 | 0.00% | market | 19.23% | — | -0.91% | 0.91% | -1.82% |
| STM | 2022-01-27 | 2022-01-28 | 2022-02-28 | 1 | 44.66 | 44.66 | 0.00% | market | 18.84% | — | -5.34% | 0.91% | -6.25% |
| BMI | 2022-01-28 | 2022-01-31 | 2022-03-01 | 3 | 95.22 | 95.22 | 0.00% | market | 25.53% | — | 2.57% | -2.55% | 5.12% |
| CHTR | 2022-01-28 | 2022-01-31 | 2022-03-01 | 3 | 588.99 | 588.99 | 0.00% | market | 29.61% | — | 0.88% | -2.55% | 3.43% |
| SBSI | 2022-01-28 | 2022-01-31 | 2022-03-01 | 3 | 40.83 | 40.83 | 0.00% | market | 15.79% | — | -2.55% | -2.55% | 0.00% |
| ATKR | 2022-01-31 | 2022-02-01 | 2022-03-02 | 1 | 109.26 | 109.26 | 0.00% | market | 28.65% | — | -3.96% | -2.84% | -1.12% |
| BCH | 2022-01-31 | 2022-02-01 | 2022-03-02 | 1 | 20.14 | 20.14 | 0.00% | market | 33.33% | — | 4.72% | -2.84% | 7.55% |
| CACC | 2022-01-31 | 2022-02-01 | 2022-03-02 | 1 | 525.00 | 525.00 | 0.00% | market | 15.05% | — | 5.67% | -2.84% | 8.51% |
| CRUS | 2022-01-31 | 2022-02-01 | 2022-03-02 | 1 | 87.34 | 87.34 | 0.00% | market | 18.69% | — | 0.66% | -2.84% | 3.50% |
| MBIN | 2022-01-31 | 2022-02-01 | 2022-03-02 | 1 | 29.56 | 29.56 | 0.00% | market | 61.32% | — | -2.94% | -2.84% | -0.10% |
| AMD | 2022-02-01 | 2022-02-02 | 2022-03-03 | 1 | 129.89 | 129.89 | 0.00% | market | 21.05% | — | -13.89% | -4.34% | -9.54% |
| ATEN | 2022-02-01 | 2022-02-02 | 2022-03-03 | 1 | 15.20 | 15.20 | 0.00% | market | 25.00% | — | -5.76% | -4.34% | -1.41% |
| BEN | 2022-02-01 | 2022-02-02 | 2022-03-03 | 1 | 32.14 | 32.14 | 0.00% | market | 21.35% | — | -9.22% | -4.34% | -4.87% |
| CB | 2022-02-01 | 2022-02-02 | 2022-03-03 | 1 | 205.00 | 205.00 | 0.00% | market | 15.81% | — | 0.39% | -4.34% | 4.73% |
| HLNE | 2022-02-01 | 2022-02-02 | 2022-03-03 | 1 | 89.92 | 89.92 | 0.00% | market | 39.56% | — | -12.79% | -4.34% | -8.44% |
| HMN | 2022-02-01 | 2022-02-02 | 2022-03-03 | 1 | 37.69 | 37.69 | 0.00% | market | 29.33% | — | 10.04% | -4.34% | 14.38% |
| MANH | 2022-02-01 | 2022-02-02 | 2022-03-03 | 1 | 134.78 | 134.78 | 0.00% | market | 26.32% | — | -0.98% | -4.34% | 3.36% |
| NMR | 2022-02-01 | 2022-02-02 | 2022-03-03 | 1 | 4.65 | 4.65 | 0.00% | market | 30.77% | — | -4.40% | -4.34% | -0.06% |
| UBS | 2022-02-01 | 2022-02-02 | 2022-03-03 | 1 | 20.48 | 20.48 | 0.00% | market | 52.00% | — | -16.95% | -4.34% | -12.60% |
| AVB | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 248.66 | 248.66 | 0.00% | market | 140.00% | — | -0.63% | -4.16% | 3.53% |
| CCS | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 68.56 | 68.56 | 0.00% | market | 17.44% | — | -5.25% | -4.16% | -1.08% |
| CPRI | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 67.50 | 67.50 | 0.00% | market | 31.36% | — | -19.30% | -4.16% | -15.14% |
| EVR | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 127.69 | 127.69 | 0.00% | market | 56.80% | — | -7.11% | -4.16% | -2.94% |
| KLIC | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 53.00 | 53.00 | 0.00% | market | 15.26% | — | -3.61% | -4.16% | 0.56% |
| MAA | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 211.99 | 211.99 | 0.00% | market | 113.33% | — | 0.97% | -4.16% | 5.14% |
| MOD | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 10.04 | 10.04 | 0.00% | market | 34.78% | — | -6.67% | -4.16% | -2.51% |
| MTG | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 15.32 | 15.32 | 0.00% | market | 38.64% | — | -4.67% | -4.16% | -0.50% |
| MUFG | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 6.34 | 6.34 | 0.00% | market | 53.85% | — | -6.09% | -4.16% | -1.93% |
| NYT | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 40.95 | 40.95 | 0.00% | market | 22.86% | — | 12.28% | -4.16% | 16.45% |
| SAN | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 3.75 | 3.75 | 0.00% | market | 36.59% | — | -21.17% | -4.16% | -17.00% |
| SITM | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 210.01 | 210.01 | 0.00% | market | 21.10% | — | -15.93% | -4.16% | -11.76% |
| SKY | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 72.05 | 72.05 | 0.00% | market | 59.46% | — | -5.83% | -4.16% | -1.67% |
| SMFG | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 7.34 | 7.34 | 0.00% | market | 26.51% | — | -6.37% | -4.16% | -2.20% |
| SONY | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 21.91 | 21.91 | 0.00% | market | 32.26% | — | -10.23% | -4.16% | -6.07% |
| TMO | 2022-02-02 | 2022-02-03 | 2022-03-04 | 1 | 595.21 | 595.21 | 0.00% | market | 25.29% | — | -8.15% | -4.16% | -3.98% |
| CG | 2022-02-03 | 2022-02-04 | 2022-03-07 | 1 | 50.51 | 50.51 | 0.00% | market | 66.12% | — | -19.74% | -6.03% | -13.71% |
| COLM | 2022-02-03 | 2022-02-04 | 2022-03-07 | 1 | 93.96 | 93.96 | 0.00% | market | 33.52% | — | -11.00% | -6.03% | -4.97% |
| CPT | 2022-02-03 | 2022-02-04 | 2022-03-07 | 1 | 163.00 | 163.00 | 0.00% | market | 220.87% | — | 4.30% | -6.03% | 10.34% |
| ENVA | 2022-02-03 | 2022-02-04 | 2022-03-07 | 1 | 38.95 | 38.95 | 0.00% | market | 36.44% | — | -8.60% | -6.03% | -2.57% |
| HIG | 2022-02-03 | 2022-02-04 | 2022-03-07 | 1 | 70.05 | 70.05 | 0.00% | market | 32.89% | — | -6.77% | -6.03% | -0.74% |
| LAZ | 2022-02-03 | 2022-02-04 | 2022-03-07 | 1 | 42.07 | 42.07 | 0.00% | market | 33.33% | — | -21.78% | -6.03% | -15.75% |
| MRK | 2022-02-03 | 2022-02-04 | 2022-03-07 | 1 | 78.51 | 78.51 | 0.00% | market | 17.65% | — | -1.09% | -6.03% | 4.94% |
| NWS | 2022-02-03 | 2022-02-04 | 2022-03-07 | 1 | 23.66 | 23.66 | 0.00% | market | 55.75% | — | -13.37% | -6.03% | -7.34% |
| NWSA | 2022-02-03 | 2022-02-04 | 2022-03-07 | 1 | 23.10 | 23.10 | 0.00% | market | 41.94% | — | -12.31% | -6.03% | -6.28% |
| PH | 2022-02-03 | 2022-02-04 | 2022-03-07 | 1 | 310.00 | 310.00 | 0.00% | market | 15.84% | — | -12.38% | -6.03% | -6.35% |
| RL | 2022-02-03 | 2022-02-04 | 2022-03-07 | 1 | 118.72 | 118.72 | 0.00% | market | 35.48% | — | -14.30% | -6.03% | -8.27% |
| VIAV | 2022-02-03 | 2022-02-04 | 2022-03-07 | 1 | 16.79 | 16.79 | 0.00% | market | 26.32% | — | -7.46% | -6.03% | -1.43% |
| EAF | 2022-02-04 | 2022-02-07 | 2022-03-08 | 3 | 99.60 | 99.60 | 0.00% | market | 19.05% | — | -7.73% | -7.40% | -0.33% |
| REGN | 2022-02-04 | 2022-02-07 | 2022-03-08 | 3 | 620.73 | 620.73 | 0.00% | market | 16.19% | — | -1.06% | -7.40% | 6.33% |
| ACLS | 2022-02-07 | 2022-02-08 | 2022-03-09 | 1 | 65.50 | 65.50 | 0.00% | market | 25.00% | — | 0.25% | -4.32% | 4.58% |
| DAC | 2022-02-07 | 2022-02-08 | 2022-03-09 | 1 | 97.89 | 97.89 | 0.00% | market | 30.90% | — | -5.39% | -4.32% | -1.07% |
| ON | 2022-02-07 | 2022-02-08 | 2022-03-09 | 1 | 62.13 | 62.13 | 0.00% | market | 15.96% | — | -6.05% | -4.32% | -1.72% |
| SSD | 2022-02-07 | 2022-02-08 | 2022-03-09 | 1 | 116.92 | 116.92 | 0.00% | market | 69.47% | — | 1.05% | -4.32% | 5.38% |
| THC | 2022-02-07 | 2022-02-08 | 2022-03-09 | 1 | 69.88 | 69.88 | 0.00% | market | 81.21% | — | 28.16% | -4.32% | 32.48% |
| COTY | 2022-02-08 | 2022-02-09 | 2022-03-10 | 1 | 9.41 | 9.41 | 0.00% | market | 54.55% | — | -14.02% | -6.53% | -7.49% |
| DOC | 2022-02-08 | 2022-02-09 | 2022-03-10 | 1 | 32.88 | 32.88 | 0.00% | market | 71.43% | — | -0.80% | -6.53% | 5.73% |
| DOCS | 2022-02-08 | 2022-02-09 | 2022-03-10 | 1 | 56.29 | 56.29 | 0.00% | market | 123.08% | — | -11.36% | -6.53% | -4.82% |
| EGP | 2022-02-08 | 2022-02-09 | 2022-03-10 | 1 | 200.78 | 200.78 | 0.00% | market | 121.52% | — | -5.08% | -6.53% | 1.45% |
| AIN | 2022-02-15 | 2022-02-16 | 2022-03-17 | 1 | 86.49 | 86.49 | 0.00% | market | 34.37% | — | 0.45% | -0.64% | 1.10% |
| AIG | 2022-02-16 | 2022-02-17 | 2022-03-18 | 1 | 59.95 | 59.95 | 0.00% | market | 38.60% | — | 1.70% | 0.29% | 1.41% |
| ALSN | 2022-02-16 | 2022-02-17 | 2022-03-18 | 1 | 41.10 | 41.10 | 0.00% | market | 26.37% | — | -4.24% | 0.29% | -4.53% |
| B | 2022-02-16 | 2022-02-17 | 2022-03-18 | 1 | 22.54 | 22.54 | 0.00% | market | 16.64% | — | 5.80% | 0.29% | 5.51% |
| CHH | 2022-02-16 | 2022-02-17 | 2022-03-18 | 1 | 146.55 | 146.55 | 0.00% | market | 17.86% | — | -3.48% | 0.29% | -3.77% |
| CGNX | 2022-02-17 | 2022-02-18 | 2022-03-21 | 1 | 69.40 | 69.40 | 0.00% | market | 36.36% | — | 2.35% | 1.61% | 0.74% |
| ED | 2022-02-17 | 2022-02-18 | 2022-03-21 | 1 | 81.19 | 81.19 | 0.00% | market | 17.65% | — | 10.22% | 1.61% | 8.61% |
| EXEL | 2022-02-17 | 2022-02-18 | 2022-03-21 | 1 | 18.87 | 18.87 | 0.00% | market | 383.33% | — | 12.51% | 1.61% | 10.90% |
| GFI | 2022-02-17 | 2022-02-18 | 2022-03-21 | 1 | 12.89 | 12.89 | 0.00% | market | 30.23% | — | 23.72% | 1.61% | 22.10% |
| IDA | 2022-02-17 | 2022-02-18 | 2022-03-21 | 1 | 103.83 | 103.83 | 0.00% | market | 22.64% | — | 6.80% | 1.61% | 5.18% |
| IDCC | 2022-02-17 | 2022-02-18 | 2022-03-21 | 1 | 66.69 | 66.69 | 0.00% | market | 105.88% | — | -2.63% | 1.61% | -4.25% |
| KNSL | 2022-02-17 | 2022-02-18 | 2022-03-21 | 1 | 192.60 | 192.60 | 0.00% | market | 26.62% | — | 17.83% | 1.61% | 16.22% |
| LGND | 2022-02-17 | 2022-02-18 | 2022-03-21 | 1 | 68.15 | 68.15 | 0.00% | market | 30.43% | — | 3.13% | 1.61% | 1.51% |
| RGEN | 2022-02-17 | 2022-02-18 | 2022-03-21 | 1 | 183.00 | 183.00 | 0.00% | market | 24.62% | — | 2.67% | 1.61% | 1.06% |
| TKC | 2022-02-17 | 2022-02-18 | 2022-03-21 | 1 | 3.36 | 3.36 | 0.00% | market | 55.84% | — | 12.10% | 1.61% | 10.49% |
| TSLX | 2022-02-17 | 2022-02-18 | 2022-03-21 | 1 | 24.00 | 24.00 | 0.00% | market | 21.15% | — | -4.68% | 1.61% | -6.30% |
| AROC | 2022-02-22 | 2022-02-23 | 2022-03-23 | 1 | 8.38 | 8.38 | 0.00% | market | 28.57% | — | 7.06% | 2.57% | 4.49% |
| AWR | 2022-02-22 | 2022-02-23 | 2022-03-23 | 1 | 85.50 | 85.50 | 0.00% | market | 19.57% | — | -0.23% | 2.57% | -2.80% |
| BCS | 2022-02-23 | 2022-02-24 | 2022-03-24 | 1 | 9.85 | 9.85 | 0.00% | market | 24.14% | — | -8.02% | 9.60% | -17.62% |
| BHC | 2022-02-23 | 2022-02-24 | 2022-03-24 | 1 | 21.52 | 21.52 | 0.00% | market | 17.59% | — | 8.59% | 9.60% | -1.01% |
| BKNG | 2022-02-23 | 2022-02-24 | 2022-03-24 | 1 | 86.46 | 86.46 | 0.00% | market | 23.53% | — | 4.55% | 9.60% | -5.05% |
| ECPG | 2022-02-23 | 2022-02-24 | 2022-03-24 | 1 | 67.05 | 67.05 | 0.00% | market | 17.67% | — | -6.78% | 9.60% | -16.38% |
| EXR | 2022-02-23 | 2022-02-24 | 2022-03-24 | 1 | 178.11 | 178.11 | 0.00% | market | 42.86% | — | 9.30% | 9.60% | -0.30% |
| GIL | 2022-02-23 | 2022-02-24 | 2022-03-24 | 1 | 39.13 | 39.13 | 0.00% | market | 26.67% | — | -4.11% | 9.60% | -13.72% |
| GTY | 2022-02-23 | 2022-02-24 | 2022-03-24 | 1 | 28.00 | 28.00 | 0.00% | market | 35.71% | — | -1.03% | 9.60% | -10.63% |
| AGO | 2022-02-24 | 2022-02-25 | 2022-03-25 | 1 | 58.03 | 58.03 | 0.00% | market | 391.14% | — | 11.43% | 5.37% | 6.06% |
| ASR | 2022-02-24 | 2022-02-25 | 2022-03-25 | 1 | 211.78 | 211.78 | 0.00% | market | 29.13% | — | 2.43% | 5.37% | -2.95% |
| BTE | 2022-02-24 | 2022-02-25 | 2022-03-25 | 1 | 4.00 | 4.00 | 0.00% | market | 674.23% | — | 17.90% | 5.37% | 12.53% |
| BUD | 2022-02-24 | 2022-02-25 | 2022-03-25 | 1 | 64.30 | 64.30 | 0.00% | market | 21.62% | — | -7.55% | 5.37% | -12.92% |
| CCO | 2022-02-24 | 2022-02-25 | 2022-03-25 | 1 | 4.02 | 4.02 | 0.00% | market | 205.59% | — | -8.81% | 5.37% | -14.18% |
| COIN | 2022-02-24 | 2022-02-25 | 2022-03-25 | 1 | 180.24 | 180.24 | 0.00% | market | 79.46% | — | 3.49% | 5.37% | -1.88% |
| CQP | 2022-02-24 | 2022-02-25 | 2022-03-25 | 1 | 52.00 | 52.00 | 0.00% | market | 20.78% | — | 6.27% | 5.37% | 0.89% |
| ETSY | 2022-02-24 | 2022-02-25 | 2022-03-25 | 1 | 146.89 | 146.89 | 0.00% | market | 40.51% | — | -10.02% | 5.37% | -15.39% |
| EVTC | 2022-02-24 | 2022-02-25 | 2022-03-25 | 1 | 39.39 | 39.39 | 0.00% | market | 16.13% | — | 4.04% | 5.37% | -1.33% |
| FER | 2022-02-24 | 2022-02-25 | 2022-03-25 | 1 | 28.25 | 28.25 | 0.00% | market | 1139.21% | — | -10.90% | 5.37% | -16.27% |
| ACMR | 2022-02-25 | 2022-02-28 | 2022-03-28 | 3 | 26.78 | 26.78 | 0.00% | market | 28.57% | — | -19.70% | 5.53% | -25.23% |