EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y) (max 100 pos) (4)
Run 9a969d0f · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
11180
Win rate
54.02%
Avg return
1.56%
Median return
0.87%
Avg abnormal
0.95%
Median abnormal
0.09%
Best trade
744.34%
Worst trade
-71.32%
Sharpe (per-trade)
0.10
Daily portfolio drawdown
-23.64%
Portfolio (equal_weight)
Total return
174.88%
Max drawdown
-23.64%
Avg trade return
1.56%
Win rate
54.02%
Signals
16999
Configured concurrent
100
Observed concurrent
100
Trades taken
11180
Skipped (no capacity)
5819
Excess vs benchmark
-307.93%
Avg entry slippage
0.00%
Return if filled at market
174.88%
VWAP fills
0
VWAP fallbacks
0
5819 of 16999 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 | 133 | 4.76% | 2.96% | 69.92% |
| 2007 | 568 | -1.19% | -0.20% | 44.54% |
| 2008 | 556 | 0.42% | 2.59% | 51.62% |
| 2009 | 643 | 3.64% | 2.36% | 57.39% |
| 2010 | 645 | 0.37% | 0.41% | 51.01% |
| 2011 | 563 | -3.56% | -0.94% | 38.37% |
| 2012 | 563 | 0.69% | 0.15% | 53.64% |
| 2013 | 579 | 3.17% | 1.21% | 64.77% |
| 2014 | 562 | 2.19% | 0.06% | 62.28% |
| 2015 | 555 | 0.56% | 1.33% | 53.87% |
| 2016 | 585 | 4.85% | 2.82% | 64.44% |
| 2017 | 565 | 1.01% | -0.21% | 52.57% |
| 2018 | 504 | 0.23% | 0.04% | 50.60% |
| 2019 | 454 | -0.38% | -0.77% | 48.90% |
| 2020 | 539 | 5.75% | 3.80% | 58.44% |
| 2021 | 602 | 0.92% | -0.29% | 50.83% |
| 2022 | 572 | 2.07% | 2.74% | 52.97% |
| 2023 | 562 | 1.72% | -0.11% | 52.49% |
| 2024 | 570 | 3.67% | 0.78% | 57.72% |
| 2025 | 547 | 2.30% | 1.70% | 56.49% |
| 2026 | 313 | 1.46% | 0.59% | 50.48% |
Trades (page 7: 500 of 11,180)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Curr. earn. vs next-Q est. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BANR | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 15.05 | 15.05 | 0.00% | market | 260.00% | 137.50% | 9.73% | 0.56% | 9.17% |
| BNY | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 19.57 | 19.57 | 0.00% | market | 13.46% | 141.22% | -3.32% | 0.56% | -3.88% |
| CVBF | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 9.20 | 9.20 | 0.00% | market | 16.67% | 33.33% | 5.44% | 0.56% | 4.88% |
| EXPO | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 10.87 | 10.87 | 0.00% | market | 15.38% | 137.33% | 8.09% | 0.56% | 7.53% |
| IEX | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 37.02 | 37.02 | 0.00% | market | 14.52% | 92.71% | -8.01% | 0.56% | -8.57% |
| MCRI | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 9.12 | 9.12 | 0.00% | market | 29.41% | 69.03% | 1.00% | 0.56% | 0.44% |
| MKSI | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 22.49 | 22.49 | 0.00% | market | 20.83% | 86.81% | 16.04% | 0.56% | 15.48% |
| TCBI | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 26.25 | 26.25 | 0.00% | market | 12.00% | 135.71% | 4.89% | 0.56% | 4.33% |
| TXT | 2011-10-19 | 2011-10-20 | 2011-11-17 | 1 | 18.42 | 18.42 | 0.00% | market | 45.16% | 51.14% | -2.33% | 0.56% | -2.89% |
| BFH | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 75.81 | 75.81 | 0.00% | market | 13.68% | 49.79% | 0.73% | -0.90% | 1.63% |
| BSX | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 5.46 | 5.46 | 0.00% | market | 25.00% | 255.93% | -0.83% | -0.90% | 0.07% |
| CHCO | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 32.33 | 32.33 | 0.00% | market | 15.15% | 30.26% | -0.78% | -0.90% | 0.12% |
| FITB | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 11.84 | 11.84 | 0.00% | market | 21.21% | 42.88% | 0.32% | -0.90% | 1.22% |
| MYE | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 12.04 | 12.04 | 0.00% | market | 16.67% | 37.50% | 2.23% | -0.90% | 3.13% |
| NYT | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 7.27 | 7.27 | 0.00% | market | 42.86% | 160.00% | -1.20% | -0.90% | -0.30% |
| SBCF | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 8.25 | 8.25 | 0.00% | market | 417.33% | 300.00% | -11.62% | -0.90% | -10.71% |
| SYNA | 2011-10-20 | 2011-10-21 | 2011-11-18 | 1 | 30.00 | 30.00 | 0.00% | market | 21.28% | 27.37% | 10.87% | -0.90% | 11.77% |
| AUB | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 12.38 | 12.38 | 0.00% | market | 43.48% | 121.21% | 0.14% | -4.56% | 4.71% |
| EC | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 43.15 | 43.15 | 0.00% | market | 35.29% | 76466.26% | -5.11% | -4.56% | -0.54% |
| ETD | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 20.79 | 20.79 | 0.00% | market | 38.89% | 12.00% | -12.08% | -4.56% | -7.51% |
| FIBK | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 12.82 | 12.82 | 0.00% | market | 13.04% | 173.08% | -13.44% | -4.56% | -8.87% |
| FTNT | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 4.04 | 4.04 | 0.00% | market | 39.73% | 157.48% | 16.73% | -4.56% | 21.30% |
| HOPE | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 7.29 | 7.29 | 0.00% | market | 43.75% | 56.52% | 14.58% | -4.56% | 19.14% |
| HXL | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 26.01 | 26.01 | 0.00% | market | 25.93% | 129.01% | -11.71% | -4.56% | -7.15% |
| NFLX | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 1.07 | 1.07 | 0.00% | market | 30.77% | 78.77% | -5.71% | -4.56% | -1.14% |
| STBA | 2011-10-24 | 2011-10-25 | 2011-11-22 | 1 | 19.92 | 19.92 | 0.00% | market | 33.33% | 47.73% | -13.40% | -4.56% | -8.84% |
| ACGL | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 12.18 | 12.18 | 0.00% | market | 23.81% | 669.64% | -4.70% | -6.26% | 1.57% |
| ACLS | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 5.08 | 5.08 | 0.00% | market | 100.00% | 775.00% | -13.49% | -6.26% | -7.22% |
| BYD | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 6.64 | 6.64 | 0.00% | market | 391.16% | 726.38% | -15.31% | -6.26% | -9.05% |
| CB | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 72.12 | 72.12 | 0.00% | market | 24.72% | 15.16% | -10.57% | -6.26% | -4.30% |
| CCI | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 43.18 | 43.18 | 0.00% | market | 33.33% | 153.04% | -8.97% | -6.26% | -2.71% |
| CE | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 42.50 | 42.50 | 0.00% | market | 16.51% | 88.45% | -5.89% | -6.26% | 0.38% |
| CRS | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 53.86 | 53.86 | 0.00% | market | 19.15% | 58.93% | -12.71% | -6.26% | -6.44% |
| CTS | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 8.81 | 8.81 | 0.00% | market | 43.75% | 13.04% | -12.02% | -6.26% | -5.75% |
| MCK | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 82.87 | 82.87 | 0.00% | market | 17.27% | 43.97% | -6.85% | -6.26% | -0.58% |
| RF | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 3.80 | 3.80 | 0.00% | market | 106.03% | 360.69% | -3.26% | -6.26% | 3.01% |
| SKT | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 28.22 | 28.22 | 0.00% | market | 143.75% | 35.08% | -7.47% | -6.26% | -1.21% |
| WTFC | 2011-10-25 | 2011-10-26 | 2011-11-23 | 1 | 29.55 | 29.55 | 0.00% | market | 22.64% | 78.46% | -12.99% | -6.26% | -6.73% |
| BA | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 68.59 | 68.59 | 0.00% | market | 32.73% | 118.50% | -8.57% | -8.85% | 0.28% |
| BOKF | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 51.00 | 51.00 | 0.00% | market | 22.86% | 10.85% | 1.19% | -8.85% | 10.04% |
| CDNS | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 10.74 | 10.74 | 0.00% | market | 16.67% | 250.89% | -5.31% | -8.85% | 3.53% |
| CHDN | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 7.64 | 7.64 | 0.00% | market | 20.00% | 65.28% | -3.63% | -8.85% | 5.21% |
| CMP | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 78.30 | 78.30 | 0.00% | market | 63.49% | 28.16% | -11.44% | -8.85% | -2.60% |
| FBP | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 3.12 | 3.12 | 0.00% | market | 24.74% | 111.92% | 10.16% | -8.85% | 19.00% |
| FFBC | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 16.82 | 16.82 | 0.00% | market | 14.81% | 62.72% | -13.83% | -8.85% | -4.99% |
| IDCC | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 48.00 | 48.00 | 0.00% | market | 39.02% | 22.81% | -15.31% | -8.85% | -6.46% |
| KAI | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 21.00 | 21.00 | 0.00% | market | 28.57% | 57.41% | -13.67% | -8.85% | -4.83% |
| LAD | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 21.89 | 21.89 | 0.00% | market | 29.79% | 254.40% | -12.07% | -8.85% | -3.22% |
| MKTX | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 28.55 | 28.55 | 0.00% | market | 21.43% | 303.92% | -7.74% | -8.85% | 1.11% |
| NSC | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 73.41 | 73.41 | 0.00% | market | 12.77% | 41.41% | -4.15% | -8.85% | 4.70% |
| SAIA | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 9.34 | 9.34 | 0.00% | market | 25.00% | 306.31% | -26.01% | -8.85% | -17.16% |
| SAP | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 61.89 | 61.89 | 0.00% | market | 12.50% | 44.95% | -11.01% | -8.85% | -2.16% |
| SLAB | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 42.95 | 42.95 | 0.00% | market | 18.92% | 47.73% | -6.27% | -8.85% | 2.58% |
| TAL | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 1.70 | 1.70 | 0.00% | market | 15.92% | 260.70% | -3.04% | -8.85% | 5.80% |
| TER | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 14.11 | 14.11 | 0.00% | market | 47.83% | 28.53% | -17.32% | -8.85% | -8.48% |
| TEX | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 16.20 | 16.20 | 0.00% | market | 42.86% | 103.87% | -21.89% | -8.85% | -13.04% |
| TYL | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 29.51 | 29.51 | 0.00% | market | 15.00% | 431.52% | -2.68% | -8.85% | 6.17% |
| WRB | 2011-10-26 | 2011-10-27 | 2011-11-25 | 1 | 10.44 | 10.44 | 0.00% | market | 17.65% | 39.33% | -6.33% | -8.85% | 2.52% |
| ALGN | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 21.49 | 21.49 | 0.00% | market | 42.11% | 213.04% | 6.37% | -6.48% | 12.84% |
| BC | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 19.02 | 19.02 | 0.00% | market | 45.82% | 1640.00% | -12.30% | -6.48% | -5.82% |
| BDC | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 33.36 | 33.36 | 0.00% | market | 12.07% | 39.49% | -4.99% | -6.48% | 1.49% |
| BSBR | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 8.82 | 8.82 | 0.00% | market | 13.04% | 230.97% | -22.66% | -6.48% | -16.19% |
| COLB | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 18.62 | 18.62 | 0.00% | market | 77.78% | 25.69% | -10.47% | -6.48% | -3.99% |
| CRI | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 39.42 | 39.42 | 0.00% | market | 13.56% | 29.85% | -2.08% | -6.48% | 4.40% |
| CYTK | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 6.90 | 6.90 | 0.00% | market | 23.08% | 47.78% | -14.01% | -6.48% | -7.54% |
| EFOR | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 11.72 | 11.72 | 0.00% | market | 16.67% | 532.38% | -14.26% | -6.48% | -7.79% |
| EFSC | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 16.05 | 16.05 | 0.00% | market | 32.43% | 67.35% | -15.05% | -6.48% | -8.58% |
| EVR | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 28.35 | 28.35 | 0.00% | market | 35.29% | 139.38% | -8.78% | -6.48% | -2.30% |
| EXR | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 22.62 | 22.62 | 0.00% | market | 135.71% | 109.09% | 1.31% | -6.48% | 7.79% |
| ICLR | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 17.74 | 17.74 | 0.00% | market | 100.00% | 8309.80% | -4.95% | -6.48% | 1.53% |
| ITGR | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 22.38 | 22.38 | 0.00% | market | 17.14% | 92.68% | -10.38% | -6.48% | -3.90% |
| MCO | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 36.66 | 36.66 | 0.00% | market | 16.33% | 238.57% | -12.13% | -6.48% | -5.65% |
| MSA | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 34.82 | 34.82 | 0.00% | market | 12.50% | 103.24% | -7.02% | -6.48% | -0.54% |
| PHM | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 5.33 | 5.33 | 0.00% | market | 1200.24% | 329.50% | 3.46% | -6.48% | 9.94% |
| RGEN | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 3.51 | 3.51 | 0.00% | market | 200.00% | 935.70% | -4.94% | -6.48% | 1.53% |
| SBSI | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 16.57 | 16.57 | 0.00% | market | 14.29% | 21.43% | 0.26% | -6.48% | 6.74% |
| SID | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 9.56 | 9.56 | 0.00% | market | 123.40% | 95.80% | -15.69% | -6.48% | -9.21% |
| SPSC | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 9.71 | 9.71 | 0.00% | market | 16.69% | 541.32% | 12.67% | -6.48% | 19.15% |
| SSD | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 31.50 | 31.50 | 0.00% | market | 21.21% | 36.25% | -3.59% | -6.48% | 2.88% |
| UTHR | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 43.62 | 43.62 | 0.00% | market | 80.82% | 22.73% | -9.02% | -6.48% | -2.54% |
| WEC | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 33.43 | 33.43 | 0.00% | market | 12.24% | 167.75% | -4.38% | -6.48% | 2.10% |
| WSFS | 2011-10-27 | 2011-10-28 | 2011-11-28 | 1 | 13.67 | 13.67 | 0.00% | market | 53.33% | 217.39% | -14.73% | -6.48% | -8.25% |
| CMC | 2011-10-28 | 2011-10-31 | 2011-11-29 | 3 | 12.93 | 12.93 | 0.00% | market | 70.00% | 82.35% | 8.10% | -5.59% | 13.69% |
| ADEA | 2011-11-03 | 2011-11-04 | 2011-12-05 | 1 | 3.89 | 3.89 | 0.00% | market | 150.00% | 102.23% | 16.61% | 0.79% | 15.82% |
| ANIP | 2011-11-09 | 2011-11-10 | 2011-12-09 | 1 | 90.72 | 90.72 | 0.00% | market | 15.29% | 128.24% | -2.88% | 1.01% | -3.89% |
| HII | 2011-11-10 | 2011-11-11 | 2011-12-12 | 1 | 31.15 | 31.15 | 0.00% | market | 23.53% | 207.35% | -3.41% | -1.29% | -2.12% |
| NOVT | 2011-11-10 | 2011-11-11 | 2011-12-12 | 1 | 9.11 | 9.11 | 0.00% | market | 13.04% | 26.92% | 12.19% | -1.29% | 13.48% |
| VIV | 2011-11-10 | 2011-11-11 | 2011-12-12 | 1 | 27.51 | 27.51 | 0.00% | market | 20.00% | 16.32% | -5.70% | -1.29% | -4.41% |
| DDS | 2011-11-11 | 2011-11-14 | 2011-12-13 | 3 | 48.79 | 48.79 | 0.00% | market | 50.00% | 300.00% | -5.39% | -2.49% | -2.90% |
| EDN | 2011-11-14 | 2011-11-15 | 2011-12-14 | 1 | 7.09 | 7.09 | 0.00% | market | 37.50% | 8884.78% | -16.88% | -2.74% | -14.14% |
| NOAH | 2011-11-14 | 2011-11-15 | 2011-12-14 | 1 | 6.95 | 6.95 | 0.00% | market | 22.22% | 1023.74% | 7.96% | -2.74% | 10.70% |
| SLS | 2011-11-14 | 2011-11-15 | 2011-12-14 | 1 | 21,600.00 | 21,600.00 | 0.00% | market | 18.75% | 15.38% | -33.43% | -2.74% | -30.69% |
| DKS | 2011-11-15 | 2011-11-16 | 2011-12-15 | 1 | 41.52 | 41.52 | 0.00% | market | 23.08% | 82.81% | -15.15% | -2.11% | -13.05% |
| CRM | 2011-11-17 | 2011-11-18 | 2011-12-19 | 1 | 29.86 | 29.86 | 0.00% | market | 12.50% | 578.84% | -13.46% | -1.80% | -11.66% |
| DCI | 2011-11-17 | 2011-11-18 | 2011-12-19 | 1 | 32.95 | 32.95 | 0.00% | market | 15.38% | 17.78% | 1.51% | -1.80% | 3.31% |
| INTU | 2011-11-17 | 2011-11-18 | 2011-12-19 | 1 | 51.51 | 51.51 | 0.00% | market | 16.67% | 354.33% | -1.05% | -1.80% | 0.75% |
| TDG | 2011-11-17 | 2011-11-18 | 2011-12-19 | 1 | 93.18 | 93.18 | 0.00% | market | 16.94% | 35.35% | 2.45% | -1.80% | 4.26% |
| XYL | 2011-11-21 | 2011-11-22 | 2011-12-21 | 1 | 25.02 | 25.02 | 0.00% | market | 44.83% | 34.59% | -0.50% | 3.99% | -4.49% |
| FRO | 2011-11-22 | 2011-11-23 | 2011-12-22 | 1 | 14.20 | 14.20 | 0.00% | market | 23.59% | 116.14% | 38.98% | 6.10% | 32.89% |
| GCO | 2011-11-22 | 2011-11-23 | 2011-12-22 | 1 | 57.72 | 57.72 | 0.00% | market | 26.04% | 67.77% | 6.93% | 6.10% | 0.84% |
| SIG | 2011-11-22 | 2011-11-23 | 2011-12-22 | 1 | 43.15 | 43.15 | 0.00% | market | 42.86% | 20.00% | -0.03% | 6.10% | -6.13% |
| CPRT | 2011-11-28 | 2011-11-29 | 2011-12-28 | 1 | 2.71 | 2.71 | 0.00% | market | 14.29% | 187.50% | 9.86% | 3.98% | 5.88% |
| TD | 2011-12-01 | 2011-12-02 | 2012-01-03 | 1 | 35.79 | 35.79 | 0.00% | market | 15.58% | 93.35% | 5.54% | 1.09% | 4.45% |
| AVAV | 2011-12-06 | 2011-12-07 | 2012-01-06 | 1 | 33.00 | 33.00 | 0.00% | market | 50.00% | 20.74% | -9.34% | 1.49% | -10.83% |
| OXM | 2011-12-06 | 2011-12-07 | 2012-01-06 | 1 | 38.01 | 38.01 | 0.00% | market | 14.29% | 658.36% | 13.40% | 1.49% | 11.91% |
| TOL | 2011-12-06 | 2011-12-07 | 2012-01-06 | 1 | 21.09 | 21.09 | 0.00% | market | 80.00% | 578.76% | 2.93% | 1.49% | 1.45% |
| TTC | 2011-12-06 | 2011-12-07 | 2012-01-06 | 1 | 14.13 | 14.13 | 0.00% | market | 77.78% | 1150.00% | 11.58% | 1.49% | 10.09% |
| BRT | 2011-12-12 | 2011-12-13 | 2012-01-12 | 1 | 6.25 | 6.25 | 0.00% | market | 116.67% | 130.77% | 0.86% | 3.72% | -2.86% |
| UNF | 2012-01-04 | 2012-01-05 | 2012-02-03 | 1 | 59.59 | 59.59 | 0.00% | market | 20.37% | 42.31% | 4.75% | 5.93% | -1.18% |
| CMC | 2012-01-06 | 2012-01-09 | 2012-02-07 | 3 | 16.48 | 16.48 | 0.00% | market | 25.00% | 55.00% | -10.78% | 5.30% | -16.08% |
| GBX | 2012-01-06 | 2012-01-09 | 2012-02-07 | 3 | 25.89 | 25.89 | 0.00% | market | 33.33% | 45.83% | -1.45% | 5.30% | -6.76% |
| EDU | 2012-01-17 | 2012-01-18 | 2012-02-15 | 1 | 22.24 | 22.24 | 0.00% | market | 18.48% | 6248.65% | 19.37% | 4.06% | 15.31% |
| GS | 2012-01-18 | 2012-01-19 | 2012-02-16 | 1 | 106.25 | 106.25 | 0.00% | market | 48.39% | 68.80% | 7.89% | 3.68% | 4.21% |
| ISRG | 2012-01-19 | 2012-01-20 | 2012-02-17 | 1 | 49.44 | 49.44 | 0.00% | market | 13.51% | 114.25% | 13.61% | 3.94% | 9.67% |
| MS | 2012-01-19 | 2012-01-20 | 2012-02-17 | 1 | 17.90 | 17.90 | 0.00% | market | 75.44% | 930.94% | 6.94% | 3.94% | 3.00% |
| UNH | 2012-01-19 | 2012-01-20 | 2012-02-17 | 1 | 52.34 | 52.34 | 0.00% | market | 12.50% | 207.40% | 4.37% | 3.94% | 0.43% |
| TXN | 2012-01-23 | 2012-01-24 | 2012-02-22 | 1 | 33.34 | 33.34 | 0.00% | market | 23.08% | 134.62% | -1.24% | 4.00% | -5.24% |
| AAPL | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 16.23 | 16.23 | 0.00% | market | 38.89% | 106.00% | 13.52% | 4.09% | 9.43% |
| DGX | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 60.13 | 60.13 | 0.00% | market | 16.04% | 10.94% | -4.91% | 4.09% | -9.00% |
| MTG | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 4.04 | 4.04 | 0.00% | market | 18.29% | 158.83% | 15.99% | 4.09% | 11.90% |
| RF | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 5.21 | 5.21 | 0.00% | market | 50.00% | 309.50% | 13.34% | 4.09% | 9.24% |
| STLD | 2012-01-24 | 2012-01-25 | 2012-02-23 | 1 | 15.98 | 15.98 | 0.00% | market | 27.27% | 464.32% | -7.98% | 4.09% | -12.08% |
| BA | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 75.84 | 75.84 | 0.00% | market | 29.70% | 143.52% | 0.19% | 2.84% | -2.65% |
| MEOH | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 28.24 | 28.24 | 0.00% | market | 21.43% | 26.02% | 10.03% | 2.84% | 7.19% |
| NFLX | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 1.63 | 1.63 | 0.00% | market | 25.00% | 203.91% | -1.94% | 2.84% | -4.78% |
| SLAB | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 47.00 | 47.00 | 0.00% | market | 13.95% | 32.65% | -2.65% | 2.84% | -5.49% |
| TER | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 17.25 | 17.25 | 0.00% | market | 45.45% | 173.12% | -5.14% | 2.84% | -7.98% |
| TXT | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 24.56 | 24.56 | 0.00% | market | 44.12% | 38.80% | 12.48% | 2.84% | 9.64% |
| URI | 2012-01-25 | 2012-01-26 | 2012-02-24 | 1 | 37.83 | 37.83 | 0.00% | market | 32.26% | 269.12% | 13.28% | 2.84% | 10.44% |
| ADEA | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 4.63 | 4.63 | 0.00% | market | 62.50% | 133.34% | -3.56% | 4.51% | -8.07% |
| APTV | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 20.33 | 20.33 | 0.00% | market | 57.14% | 14.46% | 15.96% | 4.51% | 11.45% |
| BC | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 20.92 | 20.92 | 0.00% | market | 17.50% | 363.64% | 14.43% | 4.51% | 9.92% |
| CAT | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 110.53 | 110.53 | 0.00% | market | 34.10% | 21.84% | 4.51% | 4.51% | 0.00% |
| COLB | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 21.00 | 21.00 | 0.00% | market | 19.35% | 63.06% | 3.09% | 4.51% | -1.42% |
| FICO | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 37.98 | 37.98 | 0.00% | market | 30.65% | 71.60% | 5.75% | 4.51% | 1.23% |
| NUE | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 43.31 | 43.31 | 0.00% | market | 32.14% | 730.70% | 1.84% | 4.51% | -2.67% |
| OMCL | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 16.45 | 16.45 | 0.00% | market | 18.75% | 113.53% | -6.91% | 4.51% | -11.42% |
| RMD | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 29.04 | 29.04 | 0.00% | market | 15.79% | 98.73% | 1.21% | 4.51% | -3.30% |
| TDY | 2012-01-26 | 2012-01-27 | 2012-02-27 | 1 | 56.15 | 56.15 | 0.00% | market | 15.12% | 92.93% | 7.91% | 4.51% | 3.40% |
| AEP | 2012-01-27 | 2012-01-30 | 2012-02-28 | 3 | 39.88 | 39.88 | 0.00% | market | 60.00% | 82.25% | -4.91% | 5.40% | -10.32% |
| DHI | 2012-01-27 | 2012-01-30 | 2012-02-28 | 3 | 14.23 | 14.23 | 0.00% | market | 106.23% | 788.89% | -2.49% | 5.40% | -7.89% |
| ALGN | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 24.08 | 24.08 | 0.00% | market | 27.27% | 201.86% | 6.25% | 3.79% | 2.47% |
| ICUI | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 44.00 | 44.00 | 0.00% | market | 12.90% | 209.52% | 4.17% | 3.79% | 0.39% |
| RYAAY | 2012-01-30 | 2012-01-31 | 2012-02-29 | 1 | 13.75 | 13.75 | 0.00% | market | 133.33% | 1428.54% | -0.10% | 3.79% | -3.89% |
| AJG | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 33.86 | 33.86 | 0.00% | market | 18.18% | 313.29% | 2.23% | 4.11% | -1.88% |
| AMZN | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 8.69 | 8.69 | 0.00% | market | 127.01% | 1076.00% | 3.47% | 4.11% | -0.64% |
| BSBR | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 9.00 | 9.00 | 0.00% | market | 26.32% | 258.55% | 16.90% | 4.11% | 12.79% |
| FTNT | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 5.02 | 5.02 | 0.00% | market | 14.94% | 157.48% | 10.86% | 4.11% | 6.74% |
| KLIC | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 10.96 | 10.96 | 0.00% | market | 175.00% | 36.36% | 4.28% | 4.11% | 0.17% |
| MANH | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 11.25 | 11.25 | 0.00% | market | 25.00% | 126.67% | 4.30% | 4.11% | 0.19% |
| OSK | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 24.50 | 24.50 | 0.00% | market | 24.24% | 265.85% | -5.00% | 4.11% | -9.11% |
| PCAR | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 30.12 | 30.12 | 0.00% | market | 15.09% | 80.50% | 1.79% | 4.11% | -2.32% |
| TOWN | 2012-01-31 | 2012-02-01 | 2012-03-01 | 1 | 12.90 | 12.90 | 0.00% | market | 15.79% | 100.00% | -3.12% | 4.11% | -7.24% |
| AIZ | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 41.69 | 41.69 | 0.00% | market | 21.32% | 29.17% | 2.63% | 3.45% | -0.82% |
| ALL | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 30.54 | 30.54 | 0.00% | market | 55.79% | 53.52% | 2.19% | 3.45% | -1.26% |
| CACI | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 59.78 | 59.78 | 0.00% | market | 16.15% | 74.52% | -1.29% | 3.45% | -4.74% |
| CBT | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 38.07 | 38.07 | 0.00% | market | 14.55% | 53.97% | 5.57% | 3.45% | 2.12% |
| CDNS | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 11.21 | 11.21 | 0.00% | market | 13.33% | 188.97% | 3.65% | 3.45% | 0.20% |
| ENTG | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 9.50 | 9.50 | 0.00% | market | 23.08% | 193.01% | -5.47% | 3.45% | -8.92% |
| EPD | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 25.21 | 25.21 | 0.00% | market | 46.43% | 17.71% | 3.59% | 3.45% | 0.14% |
| EXPO | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 11.49 | 11.49 | 0.00% | market | 27.27% | 154.29% | -0.36% | 3.45% | -3.81% |
| MAN | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 45.88 | 45.88 | 0.00% | market | 12.64% | 38.66% | -6.16% | 3.45% | -9.61% |
| MKSI | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 34.99 | 34.99 | 0.00% | market | 58.33% | 185.13% | -16.39% | 3.45% | -19.84% |
| NOC | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 58.24 | 58.24 | 0.00% | market | 25.15% | 119.65% | 2.51% | 3.45% | -0.94% |
| OTEX | 2012-02-01 | 2012-02-02 | 2012-03-02 | 1 | 14.75 | 14.75 | 0.00% | market | 12.90% | 65.71% | 3.49% | 3.45% | 0.04% |
| ACLS | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 7.56 | 7.56 | 0.00% | market | 75.00% | 975.00% | -17.03% | 2.05% | -19.08% |
| ALKS | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 19.53 | 19.53 | 0.00% | market | 47.62% | 54.55% | -12.54% | 2.05% | -14.59% |
| BFH | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 90.88 | 90.88 | 0.00% | market | 14.09% | 90.32% | 6.62% | 2.05% | 4.57% |
| BHE | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 18.49 | 18.49 | 0.00% | market | 112.50% | 82.35% | -10.65% | 2.05% | -12.70% |
| CMI | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 115.46 | 115.46 | 0.00% | market | 14.80% | 39.24% | 4.07% | 2.05% | 2.02% |
| CX | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 6.36 | 6.36 | 0.00% | market | 26.67% | 163.64% | -1.20% | 2.05% | -3.25% |
| EVR | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 29.50 | 29.50 | 0.00% | market | 14.29% | 244.11% | -6.81% | 2.05% | -8.86% |
| EXP | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 31.93 | 31.93 | 0.00% | market | 53.85% | 770.00% | -3.58% | 2.05% | -5.63% |
| MTX | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 33.00 | 33.00 | 0.00% | market | 17.78% | 109.43% | -4.74% | 2.05% | -6.79% |
| NVO | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 12.71 | 12.71 | 0.00% | market | 15.38% | 7333.15% | 11.07% | 2.05% | 9.02% |
| ODFL | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 9.72 | 9.72 | 0.00% | market | 19.23% | 68.71% | 3.91% | 2.05% | 1.86% |
| RCL | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 29.12 | 29.12 | 0.00% | market | 13.33% | 551.76% | -5.66% | 2.05% | -7.72% |
| TRMB | 2012-02-02 | 2012-02-03 | 2012-03-05 | 1 | 26.00 | 26.00 | 0.00% | market | 12.50% | 71.38% | -5.31% | 2.05% | -7.36% |
| BRO | 2012-02-03 | 2012-02-06 | 2012-03-06 | 3 | 12.03 | 12.03 | 0.00% | market | 18.18% | 181.85% | -1.76% | 0.57% | -2.34% |
| CCU | 2012-02-03 | 2012-02-06 | 2012-03-06 | 3 | 27.90 | 27.90 | 0.00% | market | 12.00% | 37671.35% | -0.64% | 0.57% | -1.21% |
| CLX | 2012-02-03 | 2012-02-06 | 2012-03-06 | 3 | 69.56 | 69.56 | 0.00% | market | 16.18% | 94.79% | -2.63% | 0.57% | -3.20% |
| CRVL | 2012-02-04 | 2012-02-06 | 2012-03-06 | 2 | 8.44 | 8.44 | 0.00% | market | 145.33% | 457.07% | -13.01% | 0.57% | -13.59% |
| TSN | 2012-02-03 | 2012-02-06 | 2012-03-06 | 3 | 19.19 | 19.19 | 0.00% | market | 27.27% | 287.00% | -0.15% | 0.57% | -0.73% |
| WY | 2012-02-03 | 2012-02-06 | 2012-03-06 | 3 | 21.03 | 21.03 | 0.00% | market | 133.33% | 128.57% | -2.29% | 0.57% | -2.86% |
| ATRO | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 9.24 | 9.24 | 0.00% | market | 32.00% | 75.76% | -7.57% | 1.13% | -8.70% |
| BAP | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 116.32 | 116.32 | 0.00% | market | 12.32% | 392.34% | 8.12% | 1.13% | 6.99% |
| CRK | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 62.15 | 62.15 | 0.00% | market | 44.44% | 181.39% | 20.66% | 1.13% | 19.52% |
| FN | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 18.76 | 18.76 | 0.00% | market | 156.25% | 288.89% | -14.23% | 1.13% | -15.36% |
| G | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 15.88 | 15.88 | 0.00% | market | 33.33% | 25.21% | -3.56% | 1.13% | -4.70% |
| HCA | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 28.48 | 28.48 | 0.00% | market | 23.68% | 147.14% | -10.95% | 1.13% | -12.08% |
| RRX | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 62.53 | 62.53 | 0.00% | market | 32.86% | 53.47% | 3.35% | 1.13% | 2.22% |
| WNC | 2012-02-06 | 2012-02-07 | 2012-03-07 | 1 | 9.61 | 9.61 | 0.00% | market | 22.22% | 245.45% | 2.40% | 1.13% | 1.26% |
| AXS | 2012-02-07 | 2012-02-08 | 2012-03-08 | 1 | 32.61 | 32.61 | 0.00% | market | 15.22% | 165.78% | -2.95% | 1.62% | -4.57% |
| HIG | 2012-02-07 | 2012-02-08 | 2012-03-08 | 1 | 19.40 | 19.40 | 0.00% | market | 30.19% | 80.45% | 2.58% | 1.62% | 0.96% |
| ILMN | 2012-02-07 | 2012-02-08 | 2012-03-08 | 1 | 50.57 | 50.57 | 0.00% | market | 12.90% | 271.57% | -2.97% | 1.62% | -4.58% |
| LGND | 2012-02-07 | 2012-02-08 | 2012-03-08 | 1 | 8.75 | 8.75 | 0.00% | market | 242.86% | 329.17% | 12.70% | 1.62% | 11.08% |
| NJR | 2012-02-07 | 2012-02-08 | 2012-03-08 | 1 | 24.48 | 24.48 | 0.00% | market | 48.65% | 40.00% | -6.72% | 1.62% | -8.33% |
| TDG | 2012-02-07 | 2012-02-08 | 2012-03-08 | 1 | 114.97 | 114.97 | 0.00% | market | 13.60% | 38.21% | -1.00% | 1.62% | -2.61% |
| AKAM | 2012-02-08 | 2012-02-09 | 2012-03-09 | 1 | 38.92 | 38.92 | 0.00% | market | 12.50% | 126.46% | -5.44% | 1.60% | -7.04% |
| DXC | 2012-02-08 | 2012-02-09 | 2012-03-09 | 1 | 15.63 | 15.63 | 0.00% | market | 136.84% | 16.30% | -0.07% | 1.60% | -1.66% |
| ENS | 2012-02-08 | 2012-02-09 | 2012-03-09 | 1 | 33.13 | 33.13 | 0.00% | market | 15.94% | 64.58% | 4.46% | 1.60% | 2.86% |
| FMC | 2012-02-08 | 2012-02-09 | 2012-03-09 | 1 | 41.16 | 41.16 | 0.00% | market | 14.49% | 105.37% | 4.25% | 1.60% | 2.65% |
| HOPE | 2012-02-08 | 2012-02-09 | 2012-03-09 | 1 | 10.64 | 10.64 | 0.00% | market | 26.67% | 89.47% | -3.30% | 1.60% | -4.89% |
| KIM | 2012-02-08 | 2012-02-09 | 2012-03-09 | 1 | 18.88 | 18.88 | 0.00% | market | 37.50% | 40.10% | -3.86% | 1.60% | -5.46% |
| ON | 2012-02-08 | 2012-02-09 | 2012-03-09 | 1 | 9.70 | 9.70 | 0.00% | market | 116.67% | 202.25% | -9.28% | 1.60% | -10.87% |
| THG | 2012-02-08 | 2012-02-09 | 2012-03-09 | 1 | 38.31 | 38.31 | 0.00% | market | 25.00% | 74.43% | 5.09% | 1.60% | 3.50% |
| UHAL | 2012-02-08 | 2012-02-09 | 2012-03-09 | 1 | 11.10 | 11.10 | 0.00% | market | 89.66% | 360.00% | 0.21% | 1.60% | -1.39% |
| MFC | 2012-02-09 | 2012-02-10 | 2012-03-12 | 1 | 11.73 | 11.73 | 0.00% | market | 37.50% | 1689.36% | 5.27% | 2.55% | 2.72% |
| MLCO | 2012-02-09 | 2012-02-10 | 2012-03-12 | 1 | 9.16 | 9.16 | 0.00% | market | 25.00% | 17.40% | 15.80% | 2.55% | 13.25% |
| MPWR | 2012-02-09 | 2012-02-10 | 2012-03-12 | 1 | 16.42 | 16.42 | 0.00% | market | 36.36% | 459.85% | 10.74% | 2.55% | 8.19% |
| RSG | 2012-02-09 | 2012-02-10 | 2012-03-12 | 1 | 29.90 | 29.90 | 0.00% | market | 17.78% | 59.65% | 2.11% | 2.55% | -0.44% |
| ABG | 2012-02-14 | 2012-02-15 | 2012-03-15 | 1 | 26.60 | 26.60 | 0.00% | market | 25.58% | 256.49% | 4.45% | 3.75% | 0.70% |
| CMCSA | 2012-02-15 | 2012-02-16 | 2012-03-16 | 1 | 14.36 | 14.36 | 0.00% | market | 14.29% | 145.12% | 2.62% | 4.26% | -1.64% |
| AAP | 2012-02-16 | 2012-02-17 | 2012-03-19 | 1 | 86.45 | 86.45 | 0.00% | market | 20.00% | 31.11% | 2.27% | 3.17% | -0.90% |
| BLDR | 2012-02-16 | 2012-02-17 | 2012-03-19 | 1 | 3.12 | 3.12 | 0.00% | market | 16.67% | 324.02% | 33.55% | 3.17% | 30.38% |
| DUK | 2012-02-16 | 2012-02-17 | 2012-03-19 | 1 | 63.75 | 63.75 | 0.00% | market | 12.50% | 67.46% | -1.56% | 3.17% | -4.73% |
| DORM | 2012-02-21 | 2012-02-22 | 2012-03-21 | 1 | 22.83 | 22.83 | 0.00% | market | 15.79% | 150.00% | 2.22% | 2.90% | -0.68% |
| AER | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 12.90 | 12.90 | 0.00% | market | 18.75% | 149.12% | -11.57% | 2.38% | -13.96% |
| CNO | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 7.57 | 7.57 | 0.00% | market | 15.79% | 82.87% | 3.07% | 2.38% | 0.69% |
| FOR | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 16.38 | 16.38 | 0.00% | market | 342.86% | 1223.53% | -5.23% | 2.38% | -7.61% |
| LAD | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 23.41 | 23.41 | 0.00% | market | 28.95% | 341.19% | 9.00% | 2.38% | 6.62% |
| LAMR | 2012-02-22 | 2012-02-23 | 2012-03-22 | 1 | 34.13 | 34.13 | 0.00% | market | 1201.12% | 1071.43% | -2.82% | 2.38% | -5.21% |
| AIG | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 29.82 | 29.82 | 0.00% | market | 30.16% | 29.02% | -5.30% | 1.99% | -7.28% |
| AMT | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 64.02 | 64.02 | 0.00% | market | 70.00% | 67.35% | -3.65% | 1.99% | -5.63% |
| AROC | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 8.52 | 8.52 | 0.00% | market | 69.57% | 204.76% | -0.57% | 1.99% | -2.56% |
| ASR | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 68.31 | 68.31 | 0.00% | market | 24.99% | 30256.21% | 3.63% | 1.99% | 1.65% |
| COR | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 37.38 | 37.38 | 0.00% | market | 133.24% | 171.19% | 4.13% | 1.99% | 2.14% |
| CROX | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 18.61 | 18.61 | 0.00% | market | 44.82% | 325.00% | 9.14% | 1.99% | 7.16% |
| CUBE | 2012-02-23 | 2012-02-24 | 2012-03-23 | 1 | 10.86 | 10.86 | 0.00% | market | 377.66% | 11.76% | 10.21% | 1.99% | 8.23% |
| CQP | 2012-02-24 | 2012-02-27 | 2012-03-26 | 3 | 21.96 | 21.96 | 0.00% | market | 650.00% | 23.33% | 4.68% | 4.11% | 0.57% |
| PNW | 2012-02-24 | 2012-02-27 | 2012-03-26 | 3 | 47.22 | 47.22 | 0.00% | market | 120.00% | 132.57% | 0.94% | 4.11% | -3.17% |
| AWK | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 34.18 | 34.18 | 0.00% | market | 53.12% | 33.95% | -0.51% | 2.89% | -3.40% |
| FRO | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 29.65 | 29.65 | 0.00% | market | 36.71% | 123.00% | 18.28% | 2.89% | 15.39% |
| IBOC | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 19.19 | 19.19 | 0.00% | market | 33.33% | 22.50% | 13.08% | 2.89% | 10.19% |
| LOW | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 27.34 | 27.34 | 0.00% | market | 20.83% | 358.94% | 13.95% | 2.89% | 11.05% |
| PAC | 2012-02-27 | 2012-02-28 | 2012-03-27 | 1 | 38.00 | 38.00 | 0.00% | market | 44.90% | 1707.68% | 3.93% | 2.89% | 1.03% |
| CPRT | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 3.04 | 3.04 | 0.00% | market | 28.57% | 155.56% | 8.45% | 1.97% | 6.49% |
| DY | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 22.16 | 22.16 | 0.00% | market | 100.00% | 317.85% | 5.32% | 1.97% | 3.35% |
| EXLS | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 5.39 | 5.39 | 0.00% | market | 19.35% | 72.97% | 1.94% | 1.97% | -0.03% |
| SWX | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 42.46 | 42.46 | 0.00% | market | 19.00% | 32.69% | 0.21% | 1.97% | -1.76% |
| TGS | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 2.81 | 2.81 | 0.00% | market | 75.00% | 2145.75% | -0.46% | 1.97% | -2.42% |
| VRSK | 2012-02-28 | 2012-02-29 | 2012-03-28 | 1 | 44.38 | 44.38 | 0.00% | market | 13.64% | 106.78% | 5.29% | 1.97% | 3.32% |
| BWXT | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 20.01 | 20.01 | 0.00% | market | 31.71% | 31.21% | -7.15% | 2.13% | -9.27% |
| CNP | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 19.38 | 19.38 | 0.00% | market | 42.11% | 99.75% | -0.25% | 2.13% | -2.38% |
| CRI | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 48.88 | 48.88 | 0.00% | market | 43.18% | 38.10% | 0.86% | 2.13% | -1.27% |
| PEGA | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 7.88 | 7.88 | 0.00% | market | 229.35% | 45.00% | 20.33% | 2.13% | 18.20% |
| TFII | 2012-02-29 | 2012-03-01 | 2012-03-29 | 1 | 18.03 | 18.03 | 0.00% | market | 21.44% | 49.76% | -7.25% | 2.13% | -9.38% |
| ADUS | 2012-03-01 | 2012-03-02 | 2012-03-30 | 1 | 3.70 | 3.70 | 0.00% | market | 105.88% | 31.43% | 33.68% | 2.30% | 31.38% |
| TG | 2012-03-01 | 2012-03-02 | 2012-03-30 | 1 | 22.87 | 22.87 | 0.00% | market | 16.67% | 52.38% | -14.44% | 2.30% | -16.75% |
| KOF | 2012-03-05 | 2012-03-06 | 2012-04-03 | 1 | 100.31 | 100.31 | 0.00% | market | 20.59% | 1160.61% | 7.29% | 4.37% | 2.92% |
| AAT | 2012-03-06 | 2012-03-07 | 2012-04-04 | 1 | 21.63 | 21.63 | 0.00% | market | 660.00% | 14.29% | 6.23% | 3.55% | 2.68% |
| SMP | 2012-03-06 | 2012-03-07 | 2012-04-04 | 1 | 20.55 | 20.55 | 0.00% | market | 21.43% | 452.94% | -21.90% | 3.55% | -25.45% |
| DK | 2012-03-07 | 2012-03-08 | 2012-04-05 | 1 | 14.03 | 14.03 | 0.00% | market | 56.25% | 758.54% | 7.60% | 2.40% | 5.20% |
| HOV | 2012-03-07 | 2012-03-08 | 2012-04-05 | 1 | 63.75 | 63.75 | 0.00% | market | 64.14% | 97.41% | -20.88% | 2.40% | -23.28% |
| AMN | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 5.21 | 5.21 | 0.00% | market | 27.27% | 1636.10% | 12.57% | 0.67% | 11.90% |
| HCI | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 11.15 | 11.15 | 0.00% | market | 100.00% | 11.05% | 12.10% | 0.67% | 11.43% |
| WD | 2012-03-08 | 2012-03-09 | 2012-04-09 | 1 | 12.49 | 12.49 | 0.00% | market | 19.05% | 125.33% | 3.82% | 0.67% | 3.15% |
| HTH | 2012-03-09 | 2012-03-12 | 2012-04-10 | 3 | 8.26 | 8.26 | 0.00% | market | 350.00% | 333.33% | -4.10% | -1.20% | -2.90% |
| MIDD | 2012-03-09 | 2012-03-12 | 2012-04-10 | 3 | 25.38 | 25.38 | 0.00% | market | 44.19% | 184.22% | 0.25% | -1.20% | 1.45% |
| GSAT | 2012-03-12 | 2012-03-13 | 2012-04-11 | 1 | 12.45 | 12.45 | 0.00% | market | 16.67% | 52.21% | -27.89% | -0.95% | -26.94% |
| SSRM | 2012-03-12 | 2012-03-13 | 2012-04-11 | 1 | 15.46 | 15.46 | 0.00% | market | 25.00% | 197.74% | -10.51% | -0.95% | -9.56% |
| VCEL | 2012-03-12 | 2012-03-13 | 2012-04-11 | 1 | 42.40 | 42.40 | 0.00% | market | 69.57% | 95.14% | -1.99% | -0.95% | -1.03% |
| ANIP | 2012-03-13 | 2012-03-14 | 2012-04-12 | 1 | 27.00 | 27.00 | 0.00% | market | 46.67% | 156.48% | -18.77% | -0.94% | -17.83% |
| BAK | 2012-03-14 | 2012-03-15 | 2012-04-13 | 1 | 17.20 | 17.20 | 0.00% | market | 518.29% | 973.01% | -11.20% | -2.13% | -9.08% |
| NOVT | 2012-03-14 | 2012-03-15 | 2012-04-13 | 1 | 11.10 | 11.10 | 0.00% | market | 37.50% | 200.00% | 6.03% | -2.13% | 8.15% |
| TM | 2012-03-14 | 2012-03-15 | 2012-04-13 | 1 | 85.10 | 85.10 | 0.00% | market | 32.00% | 2936.31% | -4.42% | -2.13% | -2.30% |
| DQ | 2012-03-21 | 2012-03-22 | 2012-04-20 | 1 | 2.51 | 2.51 | 0.00% | market | 66.67% | 430.00% | -29.18% | -0.88% | -28.30% |
| ACN | 2012-03-22 | 2012-03-23 | 2012-04-23 | 1 | 64.01 | 64.01 | 0.00% | market | 12.79% | 81.44% | -1.63% | -1.82% | 0.18% |
| FDX | 2012-03-22 | 2012-03-23 | 2012-04-23 | 1 | 74.34 | 74.34 | 0.00% | market | 14.81% | 73.95% | -4.66% | -1.82% | -2.84% |
| SBS | 2012-03-23 | 2012-03-26 | 2012-04-24 | 3 | 2.50 | 2.50 | 0.00% | market | 42.86% | 11.01% | 1.10% | -2.37% | 3.47% |
| LEN | 2012-03-27 | 2012-03-28 | 2012-04-26 | 1 | 27.61 | 27.61 | 0.00% | market | 102.17% | 842.02% | -0.93% | -0.67% | -0.27% |
| NEOG | 2012-03-27 | 2012-03-28 | 2012-04-26 | 1 | 9.91 | 9.91 | 0.00% | market | 20.00% | 145.83% | -1.71% | -0.67% | -1.05% |
| OXM | 2012-03-27 | 2012-03-28 | 2012-04-26 | 1 | 48.95 | 48.95 | 0.00% | market | 12.96% | 98.91% | -0.96% | -0.67% | -0.29% |
| CMC | 2012-03-28 | 2012-03-29 | 2012-04-27 | 1 | 14.33 | 14.33 | 0.00% | market | 166.67% | 29.17% | 2.41% | 0.54% | 1.88% |
| HII | 2012-03-28 | 2012-03-29 | 2012-04-27 | 1 | 40.33 | 40.33 | 0.00% | market | 26.60% | 171.19% | -2.31% | 0.54% | -2.84% |
| PRGS | 2012-03-28 | 2012-03-29 | 2012-04-27 | 1 | 23.61 | 23.61 | 0.00% | market | 12.00% | 67.86% | 0.37% | 0.54% | -0.17% |
| MOV | 2012-03-29 | 2012-03-30 | 2012-04-30 | 1 | 24.76 | 24.76 | 0.00% | market | 140.00% | 20.83% | 14.40% | -0.75% | 15.14% |
| RPM | 2012-04-05 | 2012-04-09 | 2012-05-07 | 4 | 25.81 | 25.81 | 0.00% | market | 400.00% | 1720.00% | 2.26% | -0.67% | 2.94% |
| STZ | 2012-04-05 | 2012-04-09 | 2012-05-07 | 4 | 21.37 | 21.37 | 0.00% | market | 76.92% | 197.07% | -3.09% | -0.67% | -2.42% |
| WDFC | 2012-04-05 | 2012-04-09 | 2012-05-07 | 4 | 45.10 | 45.10 | 0.00% | market | 20.37% | 46.15% | -1.30% | -0.67% | -0.62% |
| GBX | 2012-04-09 | 2012-04-10 | 2012-05-08 | 1 | 18.10 | 18.10 | 0.00% | market | 21.28% | 22.81% | -15.02% | -1.01% | -14.00% |
| INDB | 2012-04-12 | 2012-04-13 | 2012-05-11 | 1 | 28.15 | 28.15 | 0.00% | market | 12.00% | 96.43% | 0.01% | -2.07% | 2.07% |
| BANF | 2012-04-16 | 2012-04-17 | 2012-05-15 | 1 | 21.52 | 21.52 | 0.00% | market | 13.89% | 68.29% | -8.74% | -3.26% | -5.48% |
| ELS | 2012-04-16 | 2012-04-17 | 2012-05-15 | 1 | 17.08 | 17.08 | 0.00% | market | 357.14% | 12.50% | 0.43% | -3.26% | 3.69% |
| PNFP | 2012-04-16 | 2012-04-17 | 2012-05-15 | 1 | 16.97 | 16.97 | 0.00% | market | 31.25% | 474.46% | 3.02% | -3.26% | 6.29% |
| URI | 2012-04-17 | 2012-04-18 | 2012-05-16 | 1 | 44.38 | 44.38 | 0.00% | market | 620.00% | 740.76% | -14.52% | -4.07% | -10.45% |
| BMI | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 19.30 | 19.30 | 0.00% | market | 61.54% | 80.00% | -5.18% | -5.60% | 0.43% |
| HBAN | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 6.43 | 6.43 | 0.00% | market | 21.43% | 86.35% | -3.37% | -5.60% | 2.24% |
| TXT | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 26.80 | 26.80 | 0.00% | market | 17.14% | 65.88% | -17.19% | -5.60% | -11.58% |
| WTFC | 2012-04-18 | 2012-04-19 | 2012-05-17 | 1 | 34.25 | 34.25 | 0.00% | market | 21.95% | 132.00% | -1.79% | -5.60% | 3.81% |
| BAC | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 8.78 | 8.78 | 0.00% | market | 100.00% | 173.06% | -20.15% | -6.21% | -13.94% |
| BLDR | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 4.31 | 4.31 | 0.00% | market | 21.43% | 303.65% | -17.73% | -6.21% | -11.52% |
| BSX | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 5.89 | 5.89 | 0.00% | market | 87.50% | 137.29% | 1.09% | -6.21% | 7.30% |
| COF | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 54.78 | 54.78 | 0.00% | market | 12.23% | 74.16% | -10.41% | -6.21% | -4.20% |
| LSCC | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 6.25 | 6.25 | 0.00% | market | 28.57% | 277.14% | -26.18% | -6.21% | -19.97% |
| MS | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 18.13 | 18.13 | 0.00% | market | 68.89% | 53.07% | -26.47% | -6.21% | -20.26% |
| NYT | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 6.48 | 6.48 | 0.00% | market | 300.00% | 62.50% | -4.58% | -6.21% | 1.63% |
| POOL | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 39.41 | 39.41 | 0.00% | market | 814.29% | 700.00% | -10.93% | -6.21% | -4.73% |
| RMBS | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 5.64 | 5.64 | 0.00% | market | 113.04% | 633.33% | -25.45% | -6.21% | -19.24% |
| TRV | 2012-04-19 | 2012-04-20 | 2012-05-18 | 1 | 61.91 | 61.91 | 0.00% | market | 32.24% | 35.52% | 0.34% | -6.21% | 6.55% |
| AOS | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 11.90 | 11.90 | 0.00% | market | 13.33% | 237.06% | -6.40% | -3.35% | -3.06% |
| BPOP | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 18.30 | 18.30 | 0.00% | market | 51.52% | 190.54% | -20.87% | -3.35% | -17.52% |
| MAN | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 44.02 | 44.02 | 0.00% | market | 42.86% | 171.78% | -16.71% | -3.35% | -13.36% |
| RCL | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 26.49 | 26.49 | 0.00% | market | 40.00% | 427.62% | -8.48% | -3.35% | -5.13% |
| TT | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 31.02 | 31.02 | 0.00% | market | 24.00% | 99.87% | 3.70% | -3.35% | 7.05% |
| UFPI | 2012-04-20 | 2012-04-23 | 2012-05-21 | 3 | 11.43 | 11.43 | 0.00% | market | 530.06% | 607.14% | 7.51% | -3.35% | 10.86% |
| ALGN | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 32.86 | 32.86 | 0.00% | market | 28.57% | 213.04% | -5.12% | -3.44% | -1.68% |
| BANR | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 21.25 | 21.25 | 0.00% | market | 81.82% | 42.50% | -10.08% | -3.44% | -6.64% |
| BOH | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 48.31 | 48.31 | 0.00% | market | 17.28% | 24.21% | -2.71% | -3.44% | 0.73% |
| CNI | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 40.55 | 40.55 | 0.00% | market | 15.69% | 101.82% | 0.52% | -3.44% | 3.96% |
| DHI | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 15.19 | 15.19 | 0.00% | market | 236.44% | 515.38% | 9.12% | -3.44% | 12.56% |
| EBF | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 15.20 | 15.20 | 0.00% | market | 160.00% | 46.15% | -7.60% | -3.44% | -4.16% |
| HXL | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 27.78 | 27.78 | 0.00% | market | 18.18% | 99.65% | -8.85% | -3.44% | -5.41% |
| JJSF | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 53.63 | 53.63 | 0.00% | market | 30.95% | 60.00% | 1.82% | -3.44% | 5.26% |
| MTG | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 3.41 | 3.41 | 0.00% | market | 78.26% | 494.16% | -27.08% | -3.44% | -23.64% |
| QCRH | 2012-04-23 | 2012-04-24 | 2012-05-22 | 1 | 11.38 | 11.38 | 0.00% | market | 84.62% | 41.67% | 6.23% | -3.44% | 9.67% |
| AAPL | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 21.99 | 21.99 | 0.00% | market | 22.22% | 134.09% | -7.42% | -4.60% | -2.82% |
| ABCB | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 12.17 | 12.17 | 0.00% | market | 533.33% | 284.21% | -7.41% | -4.60% | -2.81% |
| AUB | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 13.66 | 13.66 | 0.00% | market | 24.00% | 135.48% | 1.66% | -4.60% | 6.26% |
| BOKF | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 56.00 | 56.00 | 0.00% | market | 18.45% | 17.21% | 0.08% | -4.60% | 4.68% |
| BUSE | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 14.19 | 14.19 | 0.00% | market | 33.33% | 145.83% | -2.21% | -4.60% | 2.39% |
| COHR | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 21.50 | 21.50 | 0.00% | market | 12.00% | 864.29% | -10.57% | -4.60% | -5.96% |
| CSL | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 56.05 | 56.05 | 0.00% | market | 54.10% | 17.02% | -3.35% | -4.60% | 1.25% |
| EW | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 12.67 | 12.67 | 0.00% | market | 12.50% | 353.02% | 11.79% | -4.60% | 16.39% |
| FCF | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 6.32 | 6.32 | 0.00% | market | 22.22% | 136.36% | -4.85% | -4.60% | -0.25% |
| HSY | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 66.19 | 66.19 | 0.00% | market | 18.52% | 52.23% | 1.46% | -4.60% | 6.06% |
| LECO | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 47.94 | 47.94 | 0.00% | market | 15.15% | 32.01% | 1.88% | -4.60% | 6.48% |
| MANH | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 11.86 | 11.86 | 0.00% | market | 15.38% | 126.67% | 1.19% | -4.60% | 5.79% |
| MLI | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 5.74 | 5.74 | 0.00% | market | 25.00% | 237.14% | -4.28% | -4.60% | 0.32% |
| MMSI | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 13.01 | 13.01 | 0.00% | market | 13.33% | 111.03% | -0.87% | -4.60% | 3.73% |
| MRCY | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 12.00 | 12.00 | 0.00% | market | 70.00% | 82.35% | -1.60% | -4.60% | 3.00% |
| PCAR | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 28.52 | 28.52 | 0.00% | market | 17.31% | 80.50% | -9.18% | -4.60% | -4.58% |
| PH | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 87.39 | 87.39 | 0.00% | market | 17.54% | 10.45% | -3.06% | -4.60% | 1.54% |
| RF | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 6.61 | 6.61 | 0.00% | market | 75.00% | 163.25% | -4.64% | -4.60% | -0.04% |
| RHI | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 31.31 | 31.31 | 0.00% | market | 21.43% | 179.83% | -8.34% | -4.60% | -3.74% |
| RNST | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 15.78 | 15.78 | 0.00% | market | 17.39% | 144.44% | -4.22% | -4.60% | 0.38% |
| SKT | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 30.69 | 30.69 | 0.00% | market | 260.00% | 46.34% | 2.05% | -4.60% | 6.65% |
| UMBF | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 47.90 | 47.90 | 0.00% | market | 88.52% | 91.22% | -2.50% | -4.60% | 2.10% |
| USNA | 2012-04-24 | 2012-04-25 | 2012-05-23 | 1 | 20.01 | 20.01 | 0.00% | market | 28.57% | 106.67% | -0.12% | -4.60% | 4.48% |
| ACGL | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 12.96 | 12.96 | 0.00% | market | 12.50% | 641.14% | -0.79% | -4.58% | 3.78% |
| AIZ | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 40.85 | 40.85 | 0.00% | market | 22.22% | 21.10% | -17.21% | -4.58% | -12.63% |
| ALGT | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 60.56 | 60.56 | 0.00% | market | 12.00% | 132.14% | 5.99% | -4.58% | 10.57% |
| BA | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 76.71 | 76.71 | 0.00% | market | 29.79% | 161.49% | -7.04% | -4.58% | -2.46% |
| CDNS | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 12.15 | 12.15 | 0.00% | market | 13.33% | 188.97% | -14.42% | -4.58% | -9.84% |
| CVLG | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 1.76 | 1.76 | 0.00% | market | 76.47% | 650.00% | -4.08% | -4.58% | 0.50% |
| EQIX | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 165.99 | 165.99 | 0.00% | market | 36.73% | 114.49% | -4.93% | -4.58% | -0.35% |
| FNF | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 11.11 | 11.11 | 0.00% | market | 18.52% | 31.25% | -0.28% | -4.58% | 4.30% |
| KAI | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 22.75 | 22.75 | 0.00% | market | 42.86% | 41.67% | -2.08% | -4.58% | 2.50% |
| KALU | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 50.00 | 50.00 | 0.00% | market | 45.33% | 63.92% | -0.36% | -4.58% | 4.22% |
| LAD | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 27.00 | 27.00 | 0.00% | market | 42.86% | 260.30% | -6.32% | -4.58% | -1.74% |
| LVS | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 57.06 | 57.06 | 0.00% | market | 16.67% | 23.66% | -16.12% | -4.58% | -11.54% |
| MKSI | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 27.90 | 27.90 | 0.00% | market | 13.16% | 151.98% | -9.24% | -4.58% | -4.66% |
| MSA | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 42.12 | 42.12 | 0.00% | market | 28.00% | 71.48% | -0.01% | -4.58% | 4.57% |
| NEU | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 200.02 | 200.02 | 0.00% | market | 44.96% | 21.27% | 7.59% | -4.58% | 12.17% |
| NOC | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 63.06 | 63.06 | 0.00% | market | 23.27% | 134.22% | -6.84% | -4.58% | -2.26% |
| PAG | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 26.00 | 26.00 | 0.00% | market | 14.58% | 121.96% | -3.45% | -4.58% | 1.13% |
| RJF | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 23.43 | 23.43 | 0.00% | market | 16.22% | 199.04% | -3.43% | -4.58% | 1.15% |
| ROL | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 6.31 | 6.31 | 0.00% | market | 12.28% | 100.00% | 0.69% | -4.58% | 5.27% |
| TAL | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 1.95 | 1.95 | 0.00% | market | 81.82% | 441.05% | -7.79% | -4.58% | -3.21% |
| TCBI | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 35.71 | 35.71 | 0.00% | market | 12.90% | 88.57% | 6.09% | -4.58% | 10.67% |
| TEX | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 23.59 | 23.59 | 0.00% | market | 31.82% | 110.90% | -27.27% | -4.58% | -22.69% |
| WSBC | 2012-04-25 | 2012-04-26 | 2012-05-24 | 1 | 20.03 | 20.03 | 0.00% | market | 15.38% | 37.78% | 2.95% | -4.58% | 7.52% |
| ABG | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 27.85 | 27.85 | 0.00% | market | 16.33% | 237.73% | -4.77% | -6.03% | 1.26% |
| AMX | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 25.40 | 25.40 | 0.00% | market | 32.65% | 763.71% | -6.24% | -6.03% | -0.21% |
| AMZN | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 11.24 | 11.24 | 0.00% | market | 293.59% | 1564.54% | -5.44% | -6.03% | 0.59% |
| BC | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 26.92 | 26.92 | 0.00% | market | 15.38% | 93.33% | -18.38% | -6.03% | -12.34% |
| BHE | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 16.05 | 16.05 | 0.00% | market | 25.00% | 24.00% | -15.30% | -6.03% | -9.27% |
| CINF | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 35.98 | 35.98 | 0.00% | market | 14.29% | 81.23% | -0.99% | -6.03% | 5.04% |
| COLM | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 23.52 | 23.52 | 0.00% | market | 134.25% | 290.00% | 3.85% | -6.03% | 9.89% |
| CPF | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 13.59 | 13.59 | 0.00% | market | 23.08% | 37.50% | -5.03% | -6.03% | 1.00% |
| CRI | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 55.78 | 55.78 | 0.00% | market | 30.23% | 55.36% | -2.14% | -6.03% | 3.89% |
| CX | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 5.94 | 5.94 | 0.00% | market | 77.78% | 450.00% | -24.34% | -6.03% | -18.31% |
| EME | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 29.21 | 29.21 | 0.00% | market | 14.29% | 172.00% | -4.24% | -6.03% | 1.79% |
| FBIN | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 18.03 | 18.03 | 0.00% | market | 137.04% | 522.39% | 7.00% | -6.03% | 13.03% |
| FRME | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 12.24 | 12.24 | 0.00% | market | 84.00% | 47.83% | -3.78% | -6.03% | 2.26% |
| INCY | 2012-04-26 | 2012-04-27 | 2012-05-25 | 1 | 21.50 | 21.50 | 0.00% | market | 21.74% | 173.41% | 4.13% | -6.03% | 10.16% |
| BELFB | 2012-04-27 | 2012-04-30 | 2012-05-29 | 3 | 17.93 | 17.93 | 0.00% | market | 100.00% | 200.00% | -4.39% | -4.57% | 0.18% |
| ABR | 2012-05-04 | 2012-05-07 | 2012-06-05 | 3 | 5.87 | 5.87 | 0.00% | market | 105.41% | 1000.00% | -0.44% | -5.45% | 5.01% |
| EL | 2012-05-04 | 2012-05-07 | 2012-06-05 | 3 | 60.74 | 60.74 | 0.00% | market | 15.15% | 171.05% | -10.93% | -5.45% | -5.48% |
| FSS | 2012-05-04 | 2012-05-07 | 2012-06-05 | 3 | 5.00 | 5.00 | 0.00% | market | 50.00% | 760.00% | -9.50% | -5.45% | -4.05% |
| AWR | 2012-05-07 | 2012-05-08 | 2012-06-06 | 1 | 18.29 | 18.29 | 0.00% | market | 35.00% | 33.43% | 1.92% | -3.16% | 5.09% |
| BN | 2012-05-10 | 2012-05-11 | 2012-06-11 | 1 | 7.37 | 7.37 | 0.00% | market | 107.69% | 13.41% | -3.63% | -2.78% | -0.85% |
| CYD | 2012-05-14 | 2012-05-15 | 2012-06-13 | 1 | 13.55 | 13.55 | 0.00% | market | 33.33% | 500.36% | -9.77% | -1.46% | -8.31% |
| CGAU | 2012-05-15 | 2012-05-16 | 2012-06-14 | 1 | 9.61 | 9.61 | 0.00% | market | 39.13% | 91.86% | 20.92% | -0.35% | 21.27% |
| DKS | 2012-05-15 | 2012-05-16 | 2012-06-14 | 1 | 50.42 | 50.42 | 0.00% | market | 18.42% | 30.00% | -9.20% | -0.35% | -8.85% |
| RAMP | 2012-05-15 | 2012-05-16 | 2012-06-14 | 1 | 13.59 | 13.59 | 0.00% | market | 15.79% | 72.73% | -3.04% | -0.35% | -2.69% |
| NTES | 2012-05-16 | 2012-05-17 | 2012-06-15 | 1 | 12.40 | 12.40 | 0.00% | market | 15.00% | 1366.54% | -2.92% | 0.96% | -3.89% |
| TCOM | 2012-05-16 | 2012-05-17 | 2012-06-15 | 1 | 10.69 | 10.69 | 0.00% | market | 663.18% | 1430.89% | -19.93% | 0.96% | -20.90% |
| AMAT | 2012-05-17 | 2012-05-18 | 2012-06-18 | 1 | 10.46 | 10.46 | 0.00% | market | 12.50% | 238.45% | 5.06% | 2.31% | 2.76% |
| PBH | 2012-05-17 | 2012-05-18 | 2012-06-18 | 1 | 13.98 | 13.98 | 0.00% | market | 13.04% | 153.85% | 1.26% | 2.31% | -1.05% |
| CAL | 2012-05-18 | 2012-05-21 | 2012-06-19 | 3 | 10.85 | 10.85 | 0.00% | market | 155.56% | 52.59% | 8.93% | 4.26% | 4.68% |
| RYAAY | 2012-05-21 | 2012-05-22 | 2012-06-20 | 1 | 12.46 | 12.46 | 0.00% | market | 29.73% | 511.53% | 1.99% | 2.40% | -0.41% |
| URBN | 2012-05-21 | 2012-05-22 | 2012-06-20 | 1 | 26.17 | 26.17 | 0.00% | market | 15.00% | 178.26% | 8.65% | 2.40% | 6.25% |
| BBY | 2012-05-22 | 2012-05-23 | 2012-06-21 | 1 | 18.27 | 18.27 | 0.00% | market | 22.03% | 20.52% | 6.52% | 0.91% | 5.62% |
| DY | 2012-05-22 | 2012-05-23 | 2012-06-21 | 1 | 21.21 | 21.21 | 0.00% | market | 33.33% | 49.23% | -16.27% | 0.91% | -17.18% |
| RL | 2012-05-22 | 2012-05-23 | 2012-06-21 | 1 | 147.50 | 147.50 | 0.00% | market | 17.86% | 19.19% | -2.95% | 0.91% | -3.85% |
| GCO | 2012-05-23 | 2012-05-24 | 2012-06-22 | 1 | 70.58 | 70.58 | 0.00% | market | 32.43% | 107.14% | -15.54% | 0.63% | -16.17% |
| HRL | 2012-05-23 | 2012-05-24 | 2012-06-22 | 1 | 14.82 | 14.82 | 0.00% | market | 14.29% | 62.50% | -1.38% | 0.63% | -2.01% |
| TOL | 2012-05-23 | 2012-05-24 | 2012-06-22 | 1 | 27.92 | 27.92 | 0.00% | market | 172.70% | 510.88% | -6.83% | 0.63% | -7.46% |
| FRO | 2012-05-25 | 2012-05-29 | 2012-06-26 | 4 | 26.60 | 26.60 | 0.00% | market | 50.00% | 284.00% | -22.84% | -0.89% | -21.96% |
| GGAL | 2012-05-25 | 2012-05-29 | 2012-06-26 | 4 | 5.00 | 5.00 | 0.00% | market | 44.44% | 2755.17% | -9.70% | -0.89% | -8.81% |
| REX | 2012-05-30 | 2012-05-31 | 2012-06-28 | 1 | 3.10 | 3.10 | 0.00% | market | 800.90% | 133.33% | 0.87% | 0.82% | 0.05% |
| CIEN | 2012-05-31 | 2012-06-01 | 2012-06-29 | 1 | 13.29 | 13.29 | 0.00% | market | 240.14% | 643.75% | 23.08% | 5.17% | 17.91% |
| NX | 2012-06-04 | 2012-06-05 | 2012-07-03 | 1 | 15.58 | 15.58 | 0.00% | market | 14.29% | 450.00% | 15.82% | 7.48% | 8.34% |
| GWRE | 2012-06-05 | 2012-06-06 | 2012-07-05 | 1 | 26.20 | 26.20 | 0.00% | market | 561.38% | 590.00% | 3.37% | 5.25% | -1.87% |
| UHAL | 2012-06-06 | 2012-06-07 | 2012-07-06 | 1 | 9.46 | 9.46 | 0.00% | market | 330.00% | 488.37% | -1.19% | 1.51% | -2.70% |
| IDT | 2012-06-07 | 2012-06-08 | 2012-07-09 | 1 | 6.07 | 6.07 | 0.00% | market | 216.67% | 52.63% | 19.67% | 2.74% | 16.93% |
| CPRI | 2012-06-12 | 2012-06-13 | 2012-07-12 | 1 | 40.84 | 40.84 | 0.00% | market | 37.50% | 163.64% | -4.48% | 0.74% | -5.22% |
| CCL | 2012-06-22 | 2012-06-25 | 2012-07-24 | 3 | 33.37 | 33.37 | 0.00% | market | 150.00% | 120.27% | -4.57% | 1.42% | -5.99% |
| CWST | 2012-06-27 | 2012-06-28 | 2012-07-27 | 1 | 5.35 | 5.35 | 0.00% | market | 18.92% | 114.84% | -5.52% | 4.83% | -10.35% |
| LEN | 2012-06-27 | 2012-06-28 | 2012-07-27 | 1 | 28.52 | 28.52 | 0.00% | market | 23.53% | 258.87% | 6.28% | 4.83% | 1.45% |
| PRGS | 2012-06-27 | 2012-06-28 | 2012-07-27 | 1 | 19.84 | 19.84 | 0.00% | market | 23.53% | 123.81% | 0.61% | 4.83% | -4.22% |
| UNF | 2012-06-27 | 2012-06-28 | 2012-07-27 | 1 | 62.50 | 62.50 | 0.00% | market | 17.17% | 59.48% | 0.44% | 4.83% | -4.39% |
| MEI | 2012-06-28 | 2012-06-29 | 2012-07-30 | 1 | 8.67 | 8.67 | 0.00% | market | 114.29% | 233.33% | 3.48% | 2.57% | 0.90% |
| WOR | 2012-06-28 | 2012-06-29 | 2012-07-30 | 1 | 12.08 | 12.08 | 0.00% | market | 41.51% | 49.33% | 9.59% | 2.57% | 7.01% |
| HWM | 2012-07-09 | 2012-07-10 | 2012-08-07 | 1 | 18.23 | 18.23 | 0.00% | market | 20.00% | 64.77% | -2.25% | 3.17% | -5.42% |
| JPM | 2012-07-13 | 2012-07-16 | 2012-08-13 | 3 | 35.76 | 35.76 | 0.00% | market | 70.42% | 94.28% | 3.34% | 3.94% | -0.60% |
| C | 2012-07-16 | 2012-07-17 | 2012-08-14 | 1 | 27.13 | 27.13 | 0.00% | market | 12.36% | 79.74% | 5.94% | 3.54% | 2.40% |
| ELS | 2012-07-16 | 2012-07-17 | 2012-08-14 | 1 | 17.74 | 17.74 | 0.00% | market | 150.00% | 38.46% | -2.69% | 3.54% | -6.24% |
| GS | 2012-07-17 | 2012-07-18 | 2012-08-15 | 1 | 97.35 | 97.35 | 0.00% | market | 53.45% | 74.49% | 5.84% | 3.61% | 2.23% |
| PNFP | 2012-07-17 | 2012-07-18 | 2012-08-15 | 1 | 19.35 | 19.35 | 0.00% | market | 28.57% | 346.80% | 0.31% | 3.61% | -3.30% |
| URI | 2012-07-17 | 2012-07-18 | 2012-08-15 | 1 | 33.02 | 33.02 | 0.00% | market | 15.79% | 358.60% | -1.22% | 3.61% | -4.83% |
| BAC | 2012-07-18 | 2012-07-19 | 2012-08-16 | 1 | 7.56 | 7.56 | 0.00% | market | 21.43% | 285.49% | 4.79% | 3.15% | 1.64% |
| BPOP | 2012-07-18 | 2012-07-19 | 2012-08-16 | 1 | 15.06 | 15.06 | 0.00% | market | 53.66% | 130.59% | 4.35% | 3.15% | 1.20% |
| EXPO | 2012-07-18 | 2012-07-19 | 2012-08-16 | 1 | 13.55 | 13.55 | 0.00% | market | 20.00% | 97.78% | -4.09% | 3.15% | -7.24% |
| ALGN | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 31.21 | 31.21 | 0.00% | market | 21.43% | 148.59% | 10.99% | 3.82% | 7.17% |
| BX | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 12.74 | 12.74 | 0.00% | market | 72.73% | 167.69% | 5.00% | 3.82% | 1.18% |
| FITB | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 13.75 | 13.75 | 0.00% | market | 14.29% | 42.88% | 4.63% | 3.82% | 0.81% |
| HBAN | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 6.49 | 6.49 | 0.00% | market | 13.33% | 86.35% | 0.36% | 3.82% | -3.46% |
| KEY | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 7.91 | 7.91 | 0.00% | market | 33.33% | 72.68% | 5.59% | 3.82% | 1.77% |
| RBCAA | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 23.16 | 23.16 | 0.00% | market | 21.05% | 139.13% | 4.39% | 3.82% | 0.57% |
| RMBS | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 4.75 | 4.75 | 0.00% | market | 94.74% | 2300.00% | 1.79% | 3.82% | -2.02% |
| TXT | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 26.50 | 26.50 | 0.00% | market | 31.82% | 17.26% | 2.50% | 3.82% | -1.32% |
| WAL | 2012-07-19 | 2012-07-20 | 2012-08-17 | 1 | 9.51 | 9.51 | 0.00% | market | 15.38% | 546.67% | 0.22% | 3.82% | -3.60% |
| CTS | 2012-07-23 | 2012-07-24 | 2012-08-21 | 1 | 8.93 | 8.93 | 0.00% | market | 12.50% | 44.44% | 9.19% | 4.86% | 4.33% |
| QCRH | 2012-07-23 | 2012-07-24 | 2012-08-21 | 1 | 13.72 | 13.72 | 0.00% | market | 25.71% | 54.55% | -5.35% | 4.86% | -10.21% |
| ABCB | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 11.76 | 11.76 | 0.00% | market | 100.00% | 942.86% | 1.86% | 5.67% | -3.81% |
| BIIB | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 139.24 | 139.24 | 0.00% | market | 16.67% | 283.09% | 3.98% | 5.67% | -1.69% |
| CB | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 71.20 | 71.20 | 0.00% | market | 13.61% | 17.81% | 4.25% | 5.67% | -1.42% |
| LMT | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 88.12 | 88.12 | 0.00% | market | 24.61% | 82.22% | 5.47% | 5.67% | -0.20% |
| MANH | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 11.23 | 11.23 | 0.00% | market | 18.75% | 78.95% | 9.83% | 5.67% | 4.16% |
| NXPI | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 22.28 | 22.28 | 0.00% | market | 12.50% | 244.87% | 6.41% | 5.67% | 0.74% |
| PRLB | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 32.31 | 32.31 | 0.00% | market | 15.00% | 182.61% | 2.04% | 5.67% | -3.63% |
| RF | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 6.72 | 6.72 | 0.00% | market | 66.67% | 47.42% | 5.41% | 5.67% | -0.26% |
| TAL | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 1.30 | 1.30 | 0.00% | market | 92.86% | 441.05% | 9.90% | 5.67% | 4.23% |
| USNA | 2012-07-24 | 2012-07-25 | 2012-08-22 | 1 | 21.51 | 21.51 | 0.00% | market | 21.74% | 66.07% | 2.88% | 5.67% | -2.79% |
| ACGL | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 13.13 | 13.13 | 0.00% | market | 25.93% | 488.55% | 0.81% | 3.51% | -2.70% |
| AIZ | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 34.00 | 34.00 | 0.00% | market | 13.67% | 34.89% | -0.42% | 3.51% | -3.93% |
| AKAM | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 33.45 | 33.45 | 0.00% | market | 16.22% | 137.00% | 10.90% | 3.51% | 7.39% |
| BA | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 75.13 | 75.13 | 0.00% | market | 13.39% | 151.19% | -6.45% | 3.51% | -9.96% |
| CNO | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 7.89 | 7.89 | 0.00% | market | 17.65% | 101.16% | 13.84% | 3.51% | 10.33% |
| CRI | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 52.26 | 52.26 | 0.00% | market | 23.33% | 135.14% | 2.22% | 3.51% | -1.29% |
| EQIX | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 172.33 | 172.33 | 0.00% | market | 21.05% | 108.27% | 11.84% | 3.51% | 8.33% |
| FBNC | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 8.92 | 8.92 | 0.00% | market | 25.00% | 200.00% | 5.39% | 3.51% | 1.88% |
| FCF | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 6.91 | 6.91 | 0.00% | market | 20.00% | 116.67% | -1.26% | 3.51% | -4.77% |
| FR | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 12.09 | 12.09 | 0.00% | market | 225.00% | 11.44% | 3.79% | 3.51% | 0.28% |
| HMN | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 18.20 | 18.20 | 0.00% | market | 23.08% | 228.33% | -3.67% | 3.51% | -7.18% |
| KALU | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 51.60 | 51.60 | 0.00% | market | 35.90% | 68.56% | 8.66% | 3.51% | 5.15% |
| LAD | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 27.71 | 27.71 | 0.00% | market | 20.63% | 184.45% | 2.25% | 3.51% | -1.26% |
| NOC | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 65.16 | 65.16 | 0.00% | market | 16.77% | 144.19% | 2.60% | 3.51% | -0.91% |
| OMAB | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 16.80 | 16.80 | 0.00% | market | 26.32% | 3492.72% | 5.67% | 3.51% | 2.16% |
| PIPR | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 5.25 | 5.25 | 0.00% | market | 34.78% | 538.71% | 14.57% | 3.51% | 11.06% |
| REGN | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 130.21 | 130.21 | 0.00% | market | 159.26% | 475.71% | 9.55% | 3.51% | 6.04% |
| SIGI | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 17.75 | 17.75 | 0.00% | market | 75.25% | 17996.52% | -0.16% | 3.51% | -3.67% |
| TSLA | 2012-07-25 | 2012-07-26 | 2012-08-23 | 1 | 1.99 | 1.99 | 0.00% | market | 80.43% | 525.05% | 2.92% | 3.51% | -0.60% |
| ADEA | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 3.98 | 3.98 | 0.00% | market | 100.00% | 405.57% | -3.87% | 3.37% | -7.24% |
| AMGN | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 80.51 | 80.51 | 0.00% | market | 18.83% | 90.39% | 4.97% | 3.37% | 1.59% |
| AMZN | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 11.26 | 11.26 | 0.00% | market | 533.33% | 30847.37% | 9.05% | 3.37% | 5.67% |
| AXON | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 5.35 | 5.35 | 0.00% | market | 242.86% | 165.28% | -1.22% | 3.37% | -4.60% |
| BELFB | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 16.81 | 16.81 | 0.00% | market | 33.33% | 87.50% | 17.98% | 3.37% | 14.61% |
| BSX | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 5.02 | 5.02 | 0.00% | market | 70.00% | 109.37% | 9.46% | 3.37% | 6.09% |
| CINF | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 38.13 | 38.13 | 0.00% | market | 54.55% | 411.71% | 2.44% | 3.37% | -0.93% |
| COLM | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 25.93 | 25.93 | 0.00% | market | 26.67% | 454.55% | -2.49% | 3.37% | -5.87% |
| EFOR | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 16.21 | 16.21 | 0.00% | market | 21.74% | 374.28% | 0.39% | 3.37% | -2.98% |
| EFSC | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 12.18 | 12.18 | 0.00% | market | 69.23% | 86.36% | -1.09% | 3.37% | -4.46% |
| FRME | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 12.88 | 12.88 | 0.00% | market | 21.74% | 142.86% | 9.14% | 3.37% | 5.76% |
| GPK | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 5.60 | 5.60 | 0.00% | market | 22.22% | 65.77% | -0.99% | 3.37% | -4.37% |
| KLAC | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 4.87 | 4.87 | 0.00% | market | 13.74% | 47.77% | 9.55% | 3.37% | 6.18% |
| MED | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 22.37 | 22.37 | 0.00% | market | 24.32% | 54.35% | 25.87% | 3.37% | 22.50% |
| MHO | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 17.62 | 17.62 | 0.00% | market | 54.55% | 358.82% | 9.60% | 3.37% | 6.23% |
| MMSI | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 13.40 | 13.40 | 0.00% | market | 16.67% | 70.83% | 5.87% | 3.37% | 2.50% |
| MTH | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 18.81 | 18.81 | 0.00% | market | 242.86% | 165.67% | -1.75% | 3.37% | -5.12% |
| ONTO | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 14.23 | 14.23 | 0.00% | market | 116.67% | 61.54% | 6.08% | 3.37% | 2.71% |
| OSK | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 22.76 | 22.76 | 0.00% | market | 54.72% | 82.93% | 8.51% | 3.37% | 5.14% |
| PHM | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 11.91 | 11.91 | 0.00% | market | 120.00% | 329.50% | 13.33% | 3.37% | 9.96% |
| RSG | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 27.43 | 27.43 | 0.00% | market | 20.41% | 43.41% | 1.39% | 3.37% | -1.98% |
| TGS | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 1.72 | 1.72 | 0.00% | market | 410.20% | 10380.17% | 6.88% | 3.37% | 3.50% |
| TMUS | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 17.50 | 17.50 | 0.00% | market | 90.70% | 10.46% | 12.13% | 3.37% | 8.75% |
| UTHR | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 52.72 | 52.72 | 0.00% | market | 19.64% | 20.90% | 4.85% | 3.37% | 1.48% |
| WSFS | 2012-07-26 | 2012-07-27 | 2012-08-24 | 1 | 13.61 | 13.61 | 0.00% | market | 25.00% | 192.00% | 0.12% | 3.37% | -3.25% |
| DHI | 2012-07-27 | 2012-07-30 | 2012-08-27 | 3 | 18.65 | 18.65 | 0.00% | market | 15.00% | 247.83% | 0.38% | 2.18% | -1.80% |
| DTE | 2012-07-27 | 2012-07-30 | 2012-08-27 | 3 | 52.03 | 52.03 | 0.00% | market | 22.86% | 115.21% | -3.66% | 2.18% | -5.84% |
| LYB | 2012-07-27 | 2012-07-30 | 2012-08-27 | 3 | 44.69 | 44.69 | 0.00% | market | 17.73% | 32.05% | 5.36% | 2.18% | 3.18% |
| OHI | 2012-07-27 | 2012-07-30 | 2012-08-27 | 3 | 23.96 | 23.96 | 0.00% | market | 16.00% | 54.48% | -0.48% | 2.18% | -2.66% |
| SAIA | 2012-07-27 | 2012-07-30 | 2012-08-27 | 3 | 15.09 | 15.09 | 0.00% | market | 45.45% | 69.30% | -0.76% | 2.18% | -2.94% |
| SR | 2012-07-27 | 2012-07-30 | 2012-08-27 | 3 | 41.49 | 41.49 | 0.00% | market | 22.58% | 242.26% | 1.06% | 2.18% | -1.12% |
| SSB | 2012-07-27 | 2012-07-30 | 2012-08-27 | 3 | 37.22 | 37.22 | 0.00% | market | 12.24% | 149.09% | 5.38% | 2.18% | 3.20% |
| TCBK | 2012-07-27 | 2012-07-30 | 2012-08-27 | 3 | 15.09 | 15.09 | 0.00% | market | 22.22% | 93.94% | 1.23% | 2.18% | -0.95% |
| WT | 2012-07-27 | 2012-07-30 | 2012-08-27 | 3 | 6.62 | 6.62 | 0.00% | market | 27.31% | 167.95% | -3.88% | 2.18% | -6.06% |
| AEIS | 2012-07-30 | 2012-07-31 | 2012-08-28 | 1 | 11.77 | 11.77 | 0.00% | market | 38.46% | 167.60% | 9.76% | 2.10% | 7.65% |