EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 20d) (lookback 50y) (max 100 pos) (2)

Run 9a96c8bc · view hypothesis

completed

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

Trades
11890
Win rate
53.62%
Avg return
1.42%
Median return
0.77%
Avg abnormal
0.84%
Median abnormal
0.05%
Best trade
744.34%
Worst trade
-81.56%
Sharpe (per-trade)
0.10
Daily portfolio drawdown
-23.58%
Portfolio (equal_weight)
Total return
168.29%
Max drawdown
-23.58%
Avg trade return
1.42%
Win rate
53.62%
Signals
20238
Configured concurrent
100
Observed concurrent
100
Trades taken
11890
Skipped (no capacity)
8348
Excess vs benchmark
-314.53%
Avg entry slippage
0.00%
Return if filled at market
168.29%
VWAP fills
0
VWAP fallbacks
0

8348 of 20238 qualifying signals were dropped because no position slot or cash was available.

Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20061424.15%2.50%67.61%
2007595-1.18%-0.22%43.70%
20085820.70%2.61%52.58%
20096713.59%2.14%58.12%
20106860.50%0.30%51.31%
2011593-3.41%-0.93%39.12%
20125860.39%-0.23%51.37%
20136103.33%1.35%66.23%
20145871.63%-0.46%60.14%
20155900.56%1.14%53.73%
20166154.21%2.46%62.60%
20175871.12%-0.07%52.13%
20185620.69%0.70%52.31%
2019491-0.04%-0.53%50.10%
20206054.22%3.05%55.37%
20216361.21%-0.08%52.36%
20226051.41%2.42%51.90%
20235991.49%-0.16%51.25%
20246193.33%0.69%56.22%
20255862.00%1.44%55.80%
20263430.98%0.07%49.56%
Trades (page 14: 500 of 11,890)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.Curr. earn. vs next-Q est.ReturnBenchmarkAbnormal
TX2017-04-252017-04-262017-05-24126.6626.660.00%market64.20%93.35%-1.90%0.88%-2.78%
WIT2017-04-252017-04-262017-05-2411.821.820.00%market50.00%6402.93%9.24%0.88%8.36%
WYNN2017-04-252017-04-262017-05-241123.30123.300.00%market22.77%27.97%0.47%0.88%-0.41%
ALSN2017-04-262017-04-272017-05-25139.8039.800.00%market48.57%116.29%-3.22%1.25%-4.47%
AMX2017-04-262017-04-272017-05-25115.3215.320.00%market103.85%959.27%4.93%1.25%3.67%
BAX2017-04-262017-04-272017-05-25155.6555.650.00%market11.54%17.42%6.17%1.25%4.92%
BCO2017-04-262017-04-272017-05-25160.6560.650.00%market46.15%7.02%2.37%1.25%1.12%
BOKF2017-04-262017-04-272017-05-25186.1086.100.00%market28.57%5.93%-3.42%1.25%-4.67%
BSBR2017-04-262017-04-272017-05-2518.048.040.00%market14.29%437.83%-9.55%1.25%-10.80%
CNMD2017-04-262017-04-272017-05-25144.0144.010.00%market11.76%41.23%14.76%1.25%13.51%
CNO2017-04-262017-04-272017-05-25121.3521.350.00%market13.33%18.33%-4.22%1.25%-5.47%
CSGP2017-04-262017-04-272017-05-25122.8622.860.00%market22.22%121.72%13.42%1.25%12.16%
ELV2017-04-262017-04-272017-05-251180.27180.270.00%market21.24%24.80%0.58%1.25%-0.67%
FSV2017-04-262017-04-272017-05-25161.8761.870.00%market88.89%82.21%1.26%1.25%0.01%
GGG2017-04-262017-04-272017-05-25135.6335.630.00%market40.00%41.14%2.40%1.25%1.15%
KOF2017-04-262017-04-272017-05-25172.4772.470.00%market145.61%1007.53%11.28%1.25%10.03%
LMAT2017-04-262017-04-272017-05-25126.5726.570.00%market23.08%17.86%14.50%1.25%13.25%
LOGI2017-04-262017-04-272017-05-25132.9232.920.00%market23.53%61.29%12.17%1.25%10.92%
MHO2017-04-262017-04-272017-05-25128.4228.420.00%market27.91%41.82%0.15%1.25%-1.11%
MKTX2017-04-262017-04-272017-05-251195.03195.030.00%market15.63%23.72%0.17%1.25%-1.08%
NEU2017-04-262017-04-272017-05-251464.87464.870.00%market33.42%14.47%1.25%1.25%-0.01%
NOC2017-04-262017-04-272017-05-251248.96248.960.00%market23.89%26.47%2.94%1.25%1.68%
RES2017-04-262017-04-272017-05-25118.6118.610.00%market150.00%3100.00%3.07%1.25%1.82%
RJF2017-04-262017-04-272017-05-25150.5450.540.00%market14.86%51.28%-2.97%1.25%-4.22%
ROK2017-04-262017-04-272017-05-251160.21160.210.00%market11.51%14.19%-0.69%1.25%-1.95%
ROL2017-04-262017-04-272017-05-25116.9416.940.00%market14.29%25.00%13.36%1.25%12.11%
SAM2017-04-262017-04-272017-05-251139.00139.000.00%market80.00%116.22%3.46%1.25%2.21%
SCI2017-04-262017-04-272017-05-25132.5332.530.00%market26.67%8.55%-1.42%1.25%-2.67%
SIGI2017-04-262017-04-272017-05-25150.1050.100.00%market22.86%8.79%-0.10%1.25%-1.35%
SLGN2017-04-262017-04-272017-05-25131.5731.570.00%market14.81%39.13%0.12%1.25%-1.13%
STNG2017-04-262017-04-272017-05-25140.8040.800.00%market12.50%170.47%-2.80%1.25%-4.05%
SU2017-04-262017-04-272017-05-25130.8930.890.00%market60.87%8.52%1.19%1.25%-0.06%
TEL2017-04-262017-04-272017-05-25177.4277.420.00%market10.19%6.72%0.87%1.25%-0.38%
TKR2017-04-262017-04-272017-05-25149.6549.650.00%market27.91%118.57%-8.66%1.25%-9.91%
AIT2017-04-272017-04-282017-05-26167.1067.100.00%market19.05%33.33%-8.22%1.18%-9.40%
AMZN2017-04-272017-04-282017-05-26147.4447.440.00%market40.00%236.00%4.85%1.18%3.68%
BBD2017-04-272017-04-282017-05-2615.385.380.00%market16.67%323.60%-9.77%1.18%-10.94%
BGSF2017-04-272017-04-282017-05-26115.3515.350.00%market25.00%53.33%4.98%1.18%3.81%
BIDU2017-04-272017-04-282017-05-261181.08181.080.00%market17.65%163.02%5.04%1.18%3.87%
BMY2017-04-272017-04-282017-05-26155.7055.700.00%market13.51%29.39%-3.21%1.18%-4.38%
BVN2017-04-272017-04-282017-05-26111.7211.720.00%market47.06%100.00%6.04%1.18%4.87%
CBRE2017-04-272017-04-282017-05-26135.8935.890.00%market30.30%67.51%-4.28%1.18%-5.46%
CMCSA2017-04-272017-04-282017-05-26139.5039.500.00%market20.45%11.00%3.47%1.18%2.29%
CRS2017-04-272017-04-282017-05-26140.0140.010.00%market33.33%102.27%-8.85%1.18%-10.02%
CSTM2017-04-272017-04-282017-05-2616.606.600.00%market49.97%72.02%0.66%1.18%-0.52%
CVI2017-04-272017-04-282017-05-26117.5117.510.00%market620.00%54.17%-6.38%1.18%-7.56%
EME2017-04-272017-04-282017-05-26167.8067.800.00%market35.38%23.64%-6.34%1.18%-7.52%
AMD2017-05-012017-05-022017-05-31111.7311.730.00%market20.00%229.12%-4.70%1.09%-5.79%
ACLS2017-05-042017-05-052017-06-05120.5020.500.00%market38.10%20.69%16.00%2.01%13.99%
APPF2017-05-052017-05-082017-06-06327.0027.000.00%market330.11%316.68%17.31%1.44%15.86%
CIG2017-05-162017-05-172017-06-1512.162.160.00%market123.10%935.81%-19.08%1.54%-20.62%
CIG-C2017-05-162017-05-172017-06-1511.521.520.00%market91.23%229.98%-16.55%1.54%-18.08%
WB2017-05-162017-05-172017-06-15177.7577.750.00%market23.81%100.00%-7.57%1.54%-9.11%
EQNR2017-05-172017-05-182017-06-16117.7617.760.00%market36.00%19.20%-3.48%2.93%-6.41%
TGT2017-05-172017-05-182017-06-16155.2555.250.00%market32.97%18.58%-4.88%2.93%-7.81%
ZTO2017-05-172017-05-182017-06-16113.4113.410.00%market11.11%1011.78%6.69%2.93%3.75%
ADSK2017-05-182017-05-192017-06-191108.00108.000.00%market27.27%392.97%-1.80%3.09%-4.89%
RL2017-05-182017-05-192017-06-19171.2471.240.00%market12.66%32.58%0.17%3.09%-2.92%
VST2017-05-182017-05-192017-06-19115.2515.250.00%market125.00%94.43%9.41%3.09%6.32%
MMYT2017-05-192017-05-222017-06-20334.8534.850.00%market16.00%29.74%-13.44%1.72%-15.16%
YRD2017-05-212017-05-222017-06-20125.5025.500.00%market34.92%3008.65%-5.90%1.72%-7.62%
A2017-05-222017-05-232017-06-21159.8059.800.00%market20.83%25.70%-0.12%1.25%-1.37%
YPF2017-05-222017-05-232017-06-21124.0124.010.00%market100.25%340717.07%-12.26%1.25%-13.51%
TLYS2017-05-232017-05-242017-06-22110.7510.750.00%market90.00%400.00%-10.33%1.05%-11.38%
P2017-05-242017-05-252017-06-23111.9711.970.00%market39.13%165.50%12.60%0.80%11.80%
BBY2017-05-252017-05-262017-06-26160.4160.410.00%market42.50%52.24%-6.92%0.72%-7.64%
DXC2017-05-252017-05-262017-06-26179.5179.510.00%market35.29%36.52%-0.93%0.72%-1.65%
FND2017-05-252017-05-262017-06-26139.0039.000.00%market30.00%113.82%12.69%0.72%11.97%
VEEV2017-05-252017-05-262017-06-26166.3966.390.00%market22.22%102.84%-6.22%0.72%-6.94%
AVAL2017-05-302017-05-312017-06-2818.418.410.00%market20.00%438109.78%-4.02%0.68%-4.71%
NX2017-05-302017-05-312017-06-28120.0520.050.00%market83.33%90.91%4.64%0.68%3.96%
PANW2017-05-312017-06-012017-06-29122.1922.190.00%market11.11%72.07%1.07%-0.26%1.33%
CRVL2017-06-012017-06-022017-06-30115.9715.970.00%market366.67%50.00%-1.04%-0.67%-0.37%
GWRE2017-06-012017-06-022017-06-30164.7564.750.00%market667.75%331.25%6.02%-0.67%6.68%
LULU2017-06-012017-06-022017-06-30156.4156.410.00%market14.29%119.85%5.68%-0.67%6.34%
WDAY2017-06-012017-06-022017-06-30199.2799.270.00%market81.25%39.04%-2.39%-0.67%-1.72%
THO2017-06-052017-06-062017-07-051106.17106.170.00%market11.64%13.27%-1.32%-0.23%-1.08%
KEYS2017-06-062017-06-072017-07-06141.8541.850.00%market10.34%68.03%-7.65%-1.25%-6.40%
OKTA2017-06-072017-06-082017-07-07127.6027.600.00%market18.03%59.15%-15.32%-0.68%-14.64%
TDW2017-06-122017-06-132017-07-12126.1326.130.00%market27.59%97.68%5.67%0.01%5.65%
LPG2017-06-142017-06-152017-07-1417.367.360.00%market116.67%1750.00%13.22%1.19%12.03%
KMX2017-06-212017-06-222017-07-21159.8259.820.00%market15.31%31.67%10.38%1.61%8.77%
PRGS2017-06-282017-06-292017-07-28131.7731.770.00%market13.51%11.90%1.06%1.33%-0.27%
YUMC2017-07-052017-07-062017-08-03136.4436.440.00%market12.50%101.27%0.92%2.10%-1.18%
JPM2017-07-142017-07-172017-08-14391.8291.820.00%market15.92%29.17%0.63%0.44%0.19%
EXPO2017-07-182017-07-192017-08-16133.0533.050.00%market23.81%36.92%-1.82%0.37%-2.20%
NIC2017-07-182017-07-192017-08-16154.7054.700.00%market12.16%22.89%-2.55%0.37%-2.92%
CTO2017-07-192017-07-202017-08-17115.4615.460.00%market157.14%11.11%-6.76%-1.69%-5.07%
KALU2017-07-192017-07-202017-08-17194.4694.460.00%market45.54%21.54%-0.61%-1.69%1.09%
MS2017-07-192017-07-202017-08-17146.3546.350.00%market14.47%33.71%-2.82%-1.69%-1.12%
RLI2017-07-192017-07-202017-08-17128.3528.350.00%market14.81%92.88%-5.18%-1.69%-3.48%
TMUS2017-07-192017-07-202017-08-17163.8563.850.00%market76.32%35.19%-1.45%-1.69%0.25%
MSFT2017-07-202017-07-212017-08-18173.4573.450.00%market38.03%27.06%-1.41%-1.51%0.11%
MTG2017-07-202017-07-212017-08-18111.9211.920.00%market20.00%31.39%-5.13%-1.51%-3.62%
WIT2017-07-202017-07-212017-08-1812.162.160.00%market50.00%6402.93%3.60%-1.51%5.12%
MCO2017-07-212017-07-242017-08-213133.15133.150.00%market12.69%27.81%-1.86%-1.58%-0.28%
CHCO2017-07-242017-07-252017-08-22168.9968.990.00%market13.25%5.32%-10.65%-0.90%-9.75%
GOOG2017-07-242017-07-252017-08-22147.6947.690.00%market13.64%112.06%-3.16%-0.90%-2.26%
GOOGL2017-07-242017-07-252017-08-22148.5448.540.00%market13.64%112.06%-3.23%-0.90%-2.33%
KNX2017-07-242017-07-252017-08-22136.3036.300.00%market25.00%48.24%2.93%-0.90%3.83%
RYAAY2017-07-242017-07-252017-08-22145.4945.490.00%market20.34%453.63%1.55%-0.90%2.45%
WERN2017-07-242017-07-252017-08-22132.4532.450.00%market18.52%46.50%-3.34%-0.90%-2.43%
ATI2017-07-252017-07-262017-08-23119.5519.550.00%market28.57%28.77%4.96%-1.29%6.25%
BIIB2017-07-252017-07-262017-08-231288.55288.550.00%market14.29%38.34%-2.15%-1.29%-0.86%
CAT2017-07-252017-07-262017-08-231114.25114.250.00%market18.25%89.71%0.34%-1.29%1.63%
CHGG2017-07-252017-07-262017-08-23113.4313.430.00%market50.00%33.33%11.44%-1.29%12.73%
CNC2017-07-252017-07-262017-08-23141.4341.430.00%market21.21%69.05%3.34%-1.29%4.63%
CVLG2017-07-252017-07-262017-08-2318.388.380.00%market14.29%175.00%25.08%-1.29%26.37%
CVLT2017-07-252017-07-262017-08-23163.3063.300.00%market16.67%45.83%-6.74%-1.29%-5.45%
HLI2017-07-252017-07-262017-08-23138.9138.910.00%market13.64%10.54%-8.38%-1.29%-7.09%
RNR2017-07-252017-07-262017-08-231148.00148.000.00%market19.74%14.30%-1.50%-1.29%-0.21%
TROW2017-07-252017-07-262017-08-23184.1184.110.00%market15.38%10.87%-1.60%-1.29%-0.31%
ZION2017-07-252017-07-262017-08-23146.0046.000.00%market17.74%44.21%-4.60%-1.29%-3.31%
APH2017-07-262017-07-272017-08-24118.7418.740.00%market11.11%10.13%5.82%-1.60%7.42%
AXS2017-07-262017-07-272017-08-24164.9664.960.00%market10.08%7.53%-4.35%-1.60%-2.75%
BA2017-07-262017-07-272017-08-241237.13237.130.00%market10.87%25.10%0.58%-1.60%2.18%
BAX2017-07-262017-07-272017-08-24161.6461.640.00%market10.53%8.10%-0.31%-1.60%1.29%
CSGP2017-07-262017-07-272017-08-24128.4428.440.00%market50.00%170.99%-0.21%-1.60%1.40%
EW2017-07-262017-07-272017-08-24139.8439.840.00%market10.34%27.41%-5.76%-1.60%-4.16%
FCF2017-07-262017-07-272017-08-24112.9012.900.00%market10.53%23.81%-2.19%-1.60%-0.59%
FTNT2017-07-262017-07-272017-08-2417.917.910.00%market36.05%54.49%-5.92%-1.60%-4.31%
GGG2017-07-262017-07-272017-08-24137.3837.380.00%market31.43%7.39%0.09%-1.60%1.69%
HSY2017-07-262017-07-272017-08-241106.06106.060.00%market21.11%34.07%-0.61%-1.60%0.99%
LVS2017-07-262017-07-272017-08-24161.4661.460.00%market23.73%18.57%-2.09%-1.60%-0.48%
META2017-07-262017-07-272017-08-241174.70174.700.00%market16.81%77.85%-4.08%-1.60%-2.48%
MHO2017-07-262017-07-272017-08-24127.0027.000.00%market10.61%6.85%-8.80%-1.60%-7.20%
PAC2017-07-262017-07-272017-08-241119.00119.000.00%market14.74%1077.48%-7.34%-1.60%-5.74%
RES2017-07-262017-07-272017-08-24121.3921.390.00%market53.85%60.00%-13.52%-1.60%-11.92%
RUSHA2017-07-262017-07-272017-08-24117.1617.160.00%market41.18%52.38%1.88%-1.60%3.48%
SCI2017-07-262017-07-272017-08-24135.0835.080.00%market16.67%17.86%0.47%-1.60%2.07%
SITC2017-07-262017-07-272017-08-24169.4069.400.00%market1400.00%908.33%-7.05%-1.60%-5.44%
TIMB2017-07-262017-07-272017-08-24117.0117.010.00%market55.56%420.35%7.66%-1.60%9.26%
VRTX2017-07-262017-07-272017-08-241160.88160.880.00%market11.43%158.67%-3.08%-1.60%-1.48%
AFL2017-07-272017-07-282017-08-25138.7438.740.00%market10.84%19.92%4.34%-0.85%5.19%
ALLY2017-07-272017-07-282017-08-25122.7522.750.00%market11.54%35.26%-0.10%-0.85%0.75%
BBD2017-07-272017-07-282017-08-2515.345.340.00%market16.67%323.60%14.13%-0.85%14.98%
BBW2017-07-272017-07-282017-08-2519.609.600.00%market25.00%173.33%-10.00%-0.85%-9.15%
BIDU2017-07-272017-07-282017-08-251211.01211.010.00%market66.20%11.45%6.79%-0.85%7.64%
CBRE2017-07-272017-07-282017-08-25137.7937.790.00%market22.64%10.82%-6.53%-0.85%-5.68%
CCJ2017-07-272017-07-282017-08-25110.4110.410.00%market27.27%61.80%-4.13%-0.85%-3.29%
CNOB2017-07-272017-07-282017-08-25123.2523.250.00%market10.53%100.00%-1.82%-0.85%-0.97%
COLM2017-07-272017-07-282017-08-25157.6557.650.00%market15.00%329.41%-0.90%-0.85%-0.05%
COP2017-07-272017-07-282017-08-25144.7344.730.00%market1033.60%288.11%-2.67%-0.85%-1.82%
CRI2017-07-272017-07-282017-08-25187.3087.300.00%market12.86%10.13%-0.41%-0.85%0.44%
CRS2017-07-272017-07-282017-08-25140.1040.100.00%market16.00%53.45%-0.15%-0.85%0.70%
CVI2017-07-272017-07-282017-08-25115.5815.580.00%market63.64%1102.08%1.31%-0.85%2.16%
DECK2017-07-272017-07-282017-08-25110.6510.650.00%market25.00%10.73%-0.66%-0.85%0.18%
EME2017-07-272017-07-282017-08-25168.3268.320.00%market13.10%14.53%-7.43%-0.85%-6.59%
ENTG2017-07-272017-07-282017-08-25126.5526.550.00%market13.33%37.89%-8.20%-0.85%-7.35%
ENVA2017-07-272017-07-282017-08-25114.6014.600.00%market13.89%131.10%-21.33%-0.85%-20.49%
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AQN2017-11-142017-11-152017-12-14110.6010.600.00%market30.00%72.51%4.62%3.52%1.09%
DKS2017-11-142017-11-152017-12-14126.6026.600.00%market15.38%95.00%9.67%3.52%6.15%
YRD2017-11-142017-11-152017-12-14139.5639.560.00%market27.14%5605.25%3.67%3.52%0.14%
NTES2017-11-152017-11-162017-12-15162.1662.160.00%market13.11%388.85%14.38%3.49%10.89%
SR2017-11-152017-11-162017-12-15178.4078.400.00%market18.52%691.18%-1.82%3.49%-5.31%
EDN2017-11-162017-11-172017-12-18144.3344.330.00%market153.32%4292.39%10.21%3.86%6.34%
NGVC2017-11-162017-11-172017-12-1815.855.850.00%market20.00%50.00%56.31%3.86%52.45%
SBLK2017-11-192017-11-202017-12-1919.629.620.00%market20.00%57.11%15.08%3.50%11.58%
INTU2017-11-202017-11-212017-12-201152.50152.500.00%market120.00%131.21%4.39%3.03%1.36%
URBN2017-11-202017-11-212017-12-20128.8428.840.00%market24.24%56.10%20.95%3.03%17.92%
CPRT2017-11-212017-11-222017-12-2119.669.660.00%market14.29%162.50%12.22%2.92%9.30%
DLTR2017-11-212017-11-222017-12-21199.2399.230.00%market12.22%12.96%9.21%2.92%6.30%
HPE2017-11-212017-11-222017-12-21113.2013.200.00%market10.71%12.49%11.42%2.92%8.50%
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NOMD2017-11-282017-11-292017-12-28116.4116.410.00%market26.32%44.36%2.40%1.84%0.55%
P2017-11-282017-11-292017-12-28118.4718.470.00%market66.67%1016.96%-12.28%1.84%-14.13%
PKX2017-11-282017-11-292017-12-28175.5975.590.00%market47.56%93351.64%4.16%1.84%2.32%
GWRE2017-11-292017-11-302017-12-29175.7575.750.00%market57.14%1250.00%-2.07%1.18%-3.24%
SNPS2017-11-292017-11-302017-12-29194.7094.700.00%market21.05%32.94%-10.09%1.18%-11.26%
WDAY2017-11-292017-11-302017-12-291105.49105.490.00%market60.00%68.01%-3.65%1.18%-4.83%
FIVE2017-11-302017-12-012018-01-02163.0063.000.00%market38.46%91.64%9.68%1.51%8.16%
AVAV2017-12-052017-12-062018-01-05152.5252.520.00%market583.33%24.90%1.58%3.84%-2.27%
OXM2017-12-052017-12-062018-01-05169.2769.270.00%market54.55%613.75%15.40%3.84%11.56%
VEEV2017-12-052017-12-062018-01-05154.7554.750.00%market13.64%78.50%4.81%3.84%0.97%
CNR2017-12-062017-12-072018-01-08121.0021.000.00%market14.29%59.38%65.09%3.73%61.36%
EYE2017-12-072017-12-082018-01-09133.0233.020.00%market66.67%330.00%14.86%3.54%11.32%
TTC2017-12-072017-12-082018-01-09166.1266.120.00%market10.71%61.29%-0.02%3.54%-3.56%
MDB2017-12-122017-12-132018-01-12127.4927.490.00%market12.00%45.40%6.41%4.07%2.34%
BRT2017-12-142017-12-152018-01-17111.3611.360.00%market29.41%36.36%16.98%5.33%11.64%
NAT2017-12-182017-12-192018-01-1912.632.630.00%market38.46%292.38%-0.10%4.44%-4.54%
BBBY2017-12-202017-12-212018-01-23168.9568.950.00%market22.22%131.82%17.23%5.81%11.42%
NKE2017-12-212017-12-222018-01-24161.2061.200.00%market15.00%28.26%11.01%5.82%5.19%
UNF2018-01-032018-01-042018-02-021171.45171.450.00%market13.48%15.63%-4.94%1.57%-6.51%
CALM2018-01-052018-01-082018-02-06340.8540.850.00%market10.00%18.18%-1.20%-1.53%0.33%
CSX2018-01-162018-01-172018-02-14119.0519.050.00%market10.53%49.17%-3.62%-3.04%-0.58%
KMI2018-01-172018-01-182018-02-15119.5019.500.00%market16.67%16.12%-11.33%-2.31%-9.02%
FFBC2018-01-182018-01-192018-02-16127.9027.900.00%market12.50%12.10%3.31%-2.39%5.70%
MTB2018-01-182018-01-192018-02-161187.43187.430.00%market10.83%24.03%2.15%-2.39%4.54%
SYF2018-01-192018-01-222018-02-20338.1838.180.00%market11.11%27.26%-4.34%-3.13%-1.21%
BRO2018-01-222018-01-232018-02-21126.7726.770.00%market14.29%52.67%-2.04%-4.49%2.45%
STLD2018-01-222018-01-232018-02-21147.3647.360.00%market10.20%46.31%1.55%-4.49%6.04%
TRV2018-01-232018-01-242018-02-221146.91146.910.00%market50.99%19.48%-6.41%-4.80%-1.61%
UMBF2018-01-232018-01-242018-02-22177.0077.000.00%market10.99%117.73%-2.70%-4.80%2.10%
FFIV2018-01-242018-01-252018-02-231144.27144.270.00%market10.78%7.45%2.02%-3.33%5.35%
GWW2018-01-242018-01-252018-02-231275.00275.000.00%market33.64%50.94%-3.30%-3.33%0.02%
RJF2018-01-242018-01-252018-02-23165.3365.330.00%market12.63%20.18%-6.76%-3.33%-3.43%
AIT2018-01-252018-01-262018-02-26174.0574.050.00%market25.35%12.36%-1.11%-2.23%1.12%
CAT2018-01-252018-01-262018-02-261168.81168.810.00%market22.03%30.87%-3.13%-2.23%-0.90%
CNOB2018-01-252018-01-262018-02-26129.1529.150.00%market27.50%64.71%0.24%-2.23%2.48%
FICO2018-01-252018-01-262018-02-261170.99170.990.00%market19.27%6.92%2.39%-2.23%4.63%
INTC2018-01-252018-01-262018-02-26148.3848.380.00%market25.58%6.11%1.41%-2.23%3.64%
ISRG2018-01-252018-01-262018-02-261145.96145.960.00%market11.84%5.86%-1.44%-2.23%0.79%
KLAC2018-01-252018-01-262018-02-26111.1011.100.00%market17.65%1000.91%3.23%-2.23%5.47%
ORI2018-01-252018-01-262018-02-26121.4121.410.00%market17.86%27.27%-3.32%-2.23%-1.09%
OSK2018-01-252018-01-262018-02-26195.7495.740.00%market52.73%78.57%-14.28%-2.23%-12.05%
TAL2018-01-252018-01-262018-02-26132.8932.890.00%market28.57%20.23%11.82%-2.23%14.05%
ALLY2018-01-302018-01-312018-03-01130.6730.670.00%market18.64%12.07%-10.76%-5.32%-5.45%
CASH2018-01-302018-01-312018-03-01137.1237.120.00%market33.33%475.00%-2.71%-5.32%2.60%
HCA2018-01-302018-01-312018-03-011102.00102.000.00%market13.37%9.58%-2.62%-5.32%2.70%
HOG2018-01-302018-01-312018-03-01150.8150.810.00%market17.39%52.13%-11.32%-5.32%-6.00%
LHX2018-01-302018-01-312018-03-011157.36157.360.00%market20.14%16.77%-2.95%-5.32%2.36%
NUE2018-01-302018-01-312018-03-01167.9367.930.00%market18.18%372.86%-0.69%-5.32%4.63%
PFE2018-01-302018-01-312018-03-01135.9535.950.00%market10.71%17.74%-6.14%-5.32%-0.82%
CACI2018-01-312018-02-012018-03-021145.00145.000.00%market21.95%31.77%3.59%-4.27%7.86%
IBN2018-01-312018-02-012018-03-02110.6910.690.00%market28.57%8574.90%-11.89%-4.27%-7.62%
META2018-01-312018-02-012018-03-021188.22188.220.00%market13.33%6.22%-6.26%-4.27%-2.00%
MSFT2018-01-312018-02-012018-03-02194.7994.790.00%market11.63%29.71%-1.94%-4.27%2.33%
MUR2018-01-312018-02-012018-03-02131.6631.660.00%market14.29%51.45%-16.78%-4.27%-12.51%
RNR2018-01-312018-02-012018-03-021130.83130.830.00%market38.16%203.70%-3.57%-4.27%0.70%
SEIC2018-01-312018-02-012018-03-02175.8575.850.00%market11.67%12.79%-3.36%-4.27%0.91%
TTEK2018-01-312018-02-012018-03-02110.1910.190.00%market30.00%315.38%-3.53%-4.27%0.73%
AMZN2018-02-012018-02-022018-03-05173.8773.870.00%market22.22%113.82%3.03%-2.82%5.84%
EMN2018-02-012018-02-022018-03-051102.27102.270.00%market52.83%15.34%0.73%-2.82%3.55%
ENVA2018-02-012018-02-022018-03-05119.1019.100.00%market23.81%264.42%16.65%-2.82%19.47%
EXPO2018-02-012018-02-022018-03-05136.7036.700.00%market14.29%48.33%4.34%-2.82%7.16%
LPG2018-02-012018-02-022018-03-0517.917.910.00%market78.95%1025.00%-4.15%-2.82%-1.33%
LPLA2018-02-012018-02-022018-03-05163.2763.270.00%market140.54%90.70%0.93%-2.82%3.74%
MRSH2018-02-012018-02-022018-03-05184.9984.990.00%market10.53%62.70%-2.05%-2.82%0.76%
MSCI2018-02-012018-02-022018-03-051146.95146.950.00%market16.16%22.17%-0.79%-2.82%2.02%
PIPR2018-02-012018-02-022018-03-05124.9524.950.00%market24.14%10.00%-12.93%-2.82%-10.11%
RDN2018-02-012018-02-022018-03-05122.8722.870.00%market15.91%32.27%-9.15%-2.82%-6.33%
SR2018-02-012018-02-022018-03-05162.5062.500.00%market12.26%9.29%9.26%-2.82%12.08%
VIAV2018-02-012018-02-022018-03-0519.919.910.00%market28.57%75.56%1.31%-2.82%4.13%
SONY2018-02-022018-02-052018-03-06310.1410.140.00%market79.13%759.30%-1.18%-0.21%-0.98%
BAH2018-02-052018-02-062018-03-07135.9235.920.00%market11.63%52.41%9.23%4.94%4.29%
BAP2018-02-052018-02-062018-03-071213.93213.930.00%market14.80%183.90%4.26%4.94%-0.68%
TIMB2018-02-052018-02-062018-03-07120.6120.610.00%market50.00%73.45%7.71%4.94%2.77%
ABG2018-02-062018-02-072018-03-08168.5568.550.00%market13.84%6.36%-1.49%2.09%-3.57%
ATKR2018-02-062018-02-072018-03-08121.3121.310.00%market31.43%43.48%-4.93%2.09%-7.02%
ATO2018-02-062018-02-072018-03-08179.3179.310.00%market22.81%12.68%0.54%2.09%-1.54%
CMI2018-02-062018-02-072018-03-081175.90175.900.00%market14.34%17.64%-9.59%2.09%-11.68%
COR2018-02-062018-02-072018-03-08191.6091.600.00%market14.81%7.78%4.97%2.09%2.88%
ENTG2018-02-062018-02-072018-03-08132.6032.600.00%market13.51%11.62%9.87%2.09%7.78%
HLNE2018-02-062018-02-072018-03-08135.3135.310.00%market58.62%7.25%1.88%2.09%-0.20%
PAYC2018-02-062018-02-072018-03-08186.8886.880.00%market26.09%284.14%25.75%2.09%23.67%
RAMP2018-02-062018-02-072018-03-08126.8226.820.00%market34.78%22.58%13.70%2.09%11.61%
RBC2018-02-062018-02-072018-03-08174.2574.250.00%market20.69%12.11%-2.12%2.09%-4.21%
SPGI2018-02-062018-02-072018-03-081179.79179.790.00%market13.50%14.63%6.97%2.09%4.88%
SPSC2018-02-062018-02-072018-03-08128.5028.500.00%market30.00%97.33%10.01%2.09%7.92%
TECH2018-02-062018-02-072018-03-08134.5534.550.00%market13.04%253.85%4.07%2.09%1.98%
TM2018-02-062018-02-072018-03-081137.34137.340.00%market96.13%79.89%-5.76%2.09%-7.85%
ALL2018-02-072018-02-082018-03-09196.0396.030.00%market39.33%8.71%-0.10%4.05%-4.15%
ASC2018-02-072018-02-082018-03-0916.756.750.00%market20.00%239.96%15.46%4.05%11.40%
CENT2018-02-072018-02-082018-03-09130.2630.260.00%market25.00%420.00%4.96%4.05%0.90%
FLO2018-02-072018-02-082018-03-09119.1919.190.00%market21.43%88.24%11.62%4.05%7.57%
PNNT2018-02-072018-02-082018-03-0916.726.720.00%market11.11%10.00%5.55%4.05%1.50%
PRI2018-02-072018-02-082018-03-091104.75104.750.00%market11.11%21.92%-2.20%4.05%-6.25%
YUMC2018-02-072018-02-082018-03-09141.9041.900.00%market11.76%186.02%-1.22%4.05%-5.27%
AIZ2018-02-082018-02-092018-03-12186.5086.500.00%market16.46%15.83%2.79%6.79%-4.00%
BR2018-02-082018-02-092018-03-12191.7891.780.00%market36.21%8.86%18.19%6.79%11.40%
GOLD2018-02-082018-02-092018-03-1216.006.000.00%market125.23%817.71%-4.43%6.79%-11.23%
MBIN2018-02-082018-02-092018-03-12113.7213.720.00%market14.81%22.58%7.48%6.79%0.69%
PCTY2018-02-082018-02-092018-03-12145.0045.000.00%market33.33%64.94%22.77%6.79%15.97%
TMUS2018-02-082018-02-092018-03-12160.1060.100.00%market29.73%88.70%7.30%6.79%0.51%
VIRT2018-02-082018-02-092018-03-12125.9525.950.00%market69.23%109.09%26.49%6.79%19.70%
WMS2018-02-082018-02-092018-03-12124.4524.450.00%market27.27%91.77%9.92%6.79%3.13%
BRT2018-02-092018-02-122018-03-13311.7311.730.00%market23.81%107.69%-2.83%4.89%-7.71%
GGAL2018-02-092018-02-122018-03-13360.1660.160.00%market20.22%1724.08%8.31%4.89%3.43%
ACGL2018-02-122018-02-132018-03-14129.0029.000.00%market21.62%344.68%-3.07%4.29%-7.36%
ATR2018-02-122018-02-132018-03-14186.7586.750.00%market15.71%7.41%3.73%4.29%-0.57%
MOH2018-02-122018-02-132018-03-14176.0076.000.00%market47.83%614.71%0.20%4.29%-4.09%
NSP2018-02-122018-02-132018-03-14161.3061.300.00%market19.57%58.18%12.54%4.29%8.25%
OTTR2018-02-122018-02-132018-03-14141.9541.950.00%market38.89%38.00%1.21%4.29%-3.08%
RNG2018-02-122018-02-132018-03-14157.2557.250.00%market16.67%114.19%18.76%4.29%14.47%
BIDU2018-02-132018-02-142018-03-151236.04236.040.00%market11.71%14.86%11.20%4.04%7.15%
GNRC2018-02-132018-02-142018-03-15146.6446.640.00%market15.13%36.04%-0.79%4.04%-4.83%
HUBS2018-02-132018-02-142018-03-15198.0098.000.00%market71.43%104.38%18.73%4.04%14.68%
KMPR2018-02-132018-02-142018-03-15155.9055.900.00%market95.65%202.31%1.24%4.04%-2.80%
NOA2018-02-132018-02-142018-03-1514.654.650.00%market28.57%545.00%12.80%4.04%8.76%
SQNS2018-02-132018-02-142018-03-151154.00154.000.00%market12.50%60.00%18.73%4.04%14.69%
TEX2018-02-132018-02-142018-03-15143.3443.340.00%market32.00%85.34%-10.55%4.04%-14.60%
TWLO2018-02-132018-02-142018-03-15129.0929.090.00%market50.00%125.07%40.09%4.04%36.04%
A2018-02-142018-02-152018-03-16174.9474.940.00%market13.79%10.46%-6.83%0.97%-7.79%
ALSN2018-02-142018-02-152018-03-16141.0741.070.00%market37.29%38.85%-5.12%0.97%-6.08%
ARI2018-02-142018-02-152018-03-16118.0118.010.00%market71.43%291.67%2.45%0.97%1.49%
CF2018-02-142018-02-152018-03-16140.9040.900.00%market81.82%1852.50%-6.38%0.97%-7.35%
ANET2018-02-152018-02-162018-03-19116.1316.130.00%market22.86%20.35%7.40%-0.67%8.07%
CBZ2018-02-152018-02-162018-03-19118.0018.000.00%market300.00%1637.50%5.73%-0.67%6.41%
AEE2018-02-162018-02-202018-03-20456.0256.020.00%market14.71%89.70%-1.69%-0.40%-1.29%
DIN2018-02-202018-02-212018-03-21163.7563.750.00%market15.62%146.62%2.19%-0.54%2.73%
NGVT2018-02-202018-02-212018-03-21173.0073.000.00%market25.00%115.87%7.16%-0.54%7.70%
AAP2018-02-212018-02-222018-03-221115.10115.100.00%market18.46%138.96%-3.05%-2.74%-0.30%
FIVN2018-02-212018-02-222018-03-22129.7229.720.00%market71.11%80.00%4.54%-2.74%7.28%
ASR2018-02-222018-02-232018-03-231183.61183.610.00%market109.84%514.40%-8.35%-5.06%-3.30%
CM2018-02-222018-02-232018-03-23146.5446.540.00%market11.61%23.39%-4.91%-5.06%0.14%
CNP2018-02-222018-02-232018-03-23127.0927.090.00%market10.00%63.43%-2.28%-5.06%2.78%
ETR2018-02-232018-02-262018-03-26338.9838.980.00%market80.95%54.41%0.13%-3.92%4.05%
PNW2018-02-232018-02-262018-03-26379.9779.970.00%market58.33%34.65%-2.36%-3.92%1.56%
TDS2018-02-232018-02-262018-03-26327.7627.760.00%market216.26%622.10%0.48%-3.92%4.40%
TWI2018-02-232018-02-262018-03-26314.3314.330.00%market23.08%240.00%-9.03%-3.92%-5.11%
APPF2018-02-262018-02-272018-03-27143.0043.000.00%market33.33%38.89%-8.12%-6.30%-1.83%
CPRT2018-02-262018-02-272018-03-27111.8411.840.00%market20.00%175.00%5.47%-6.30%11.77%
CRK2018-02-262018-02-272018-03-2717.087.080.00%market67.02%191.90%6.54%-6.30%12.83%
BKNG2018-02-272018-02-282018-03-28182.0482.040.00%market19.64%1581.31%0.08%-5.75%5.83%
DAR2018-02-272018-02-282018-03-28118.1518.150.00%market11.11%313.09%-5.61%-5.75%0.14%
ENPH2018-02-272018-02-282018-03-2813.203.200.00%market224.68%4005.90%43.34%-5.75%49.09%
BHR2018-02-282018-03-012018-03-2918.488.480.00%market75.00%250.00%13.34%-3.04%16.39%
BOX2018-02-282018-03-012018-03-29120.6020.600.00%market25.00%13.64%-0.34%-3.04%2.70%
DCO2018-02-282018-03-012018-03-29127.8027.800.00%market220.59%7.80%9.18%-3.04%12.22%
FSS2018-02-282018-03-012018-03-29121.4621.460.00%market20.00%7.50%2.51%-3.04%5.55%
GGB2018-02-282018-03-012018-03-2914.124.120.00%market157.14%520.45%-10.29%-3.04%-7.25%
ABEV2018-03-012018-03-022018-04-0216.736.730.00%market12.50%83.97%5.55%-3.13%8.68%
ALG2018-03-012018-03-022018-04-021107.82107.820.00%market12.24%54.55%1.76%-3.13%4.90%
AQN2018-03-012018-03-022018-04-0219.769.760.00%market33.33%40.16%1.64%-3.13%4.78%
BATRA2018-03-012018-03-022018-04-02123.2123.210.00%market128.00%171.43%-2.56%-3.13%0.58%
CARG2018-03-012018-03-022018-04-02133.3133.310.00%market316.67%28.43%12.87%-3.13%16.00%
KEYS2018-03-012018-03-022018-04-02147.0547.050.00%market30.77%110.85%8.59%-3.13%11.73%
NRG2018-03-012018-03-022018-04-02127.0127.010.00%market737.50%76.68%12.23%-3.13%15.36%
NRP2018-03-012018-03-022018-04-02130.6030.600.00%market32.32%39.69%-5.49%-3.13%-2.36%
UFPT2018-03-012018-03-022018-04-02126.8026.800.00%market60.87%8.11%11.28%-3.13%14.41%
VVX2018-03-012018-03-022018-04-02130.1030.100.00%market46.15%32.46%22.13%-3.13%25.26%
FLNG2018-02-272018-03-052018-08-22613.4013.400.00%market100.00%630.83%-1.59%6.89%-8.48%
JOYY2018-03-052018-03-062018-04-041140.21140.210.00%market24.73%122.61%-26.40%-3.56%-22.84%
NVGS2018-03-052018-03-062018-04-04111.5011.500.00%market50.00%6.67%-3.58%-3.56%-0.01%
ADSK2018-03-062018-03-072018-04-051133.01133.010.00%market25.00%620.83%-3.85%-1.77%-2.08%
CIEN2018-03-062018-03-072018-04-05125.6125.610.00%market25.00%98.33%-0.84%-1.77%0.93%
CNR2018-03-062018-03-072018-04-05131.8231.820.00%market40.00%264.29%-6.35%-1.77%-4.59%
GWRE2018-03-062018-03-072018-04-05187.9387.930.00%market73.68%109.09%-7.70%-1.77%-5.93%
HRB2018-03-062018-03-072018-04-05128.8928.890.00%market12.78%29.31%-10.66%-1.77%-8.89%
KFY2018-03-062018-03-072018-04-05144.5044.500.00%market18.64%8.57%18.44%-1.77%20.21%
MED2018-03-062018-03-072018-04-05179.8979.890.00%market25.00%18.33%20.93%-1.77%22.70%
MYE2018-03-062018-03-072018-04-05120.5020.500.00%market28.57%113.89%13.80%-1.77%15.57%
ACR2018-03-072018-03-082018-04-06123.4523.450.00%market71.43%1243.98%8.56%-5.06%13.62%
EGY2018-03-072018-03-082018-04-0611.021.020.00%market20.00%233.33%-19.39%-5.06%-14.34%
TGS2018-03-072018-03-082018-04-06120.8120.810.00%market47.83%3036.56%-0.20%-5.06%4.86%
CLMT2018-03-082018-03-092018-04-0917.957.950.00%market29.09%10.26%-13.31%-5.33%-7.98%
LOMA2018-03-082018-03-092018-04-09122.3722.370.00%market128.25%9394.75%-3.99%-5.33%1.34%
OCUL2018-03-082018-03-092018-04-0915.885.880.00%market24.14%6.82%1.77%-5.33%7.10%