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 17: 500 of 11,890)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.Curr. earn. vs next-Q est.ReturnBenchmarkAbnormal
SRE2020-02-272020-02-282020-03-27169.0569.050.00%market18.18%67.33%-12.38%-12.22%-0.16%
BSBR2020-02-282020-03-022020-03-3038.398.390.00%market45.83%148.05%-38.36%-12.26%-26.10%
ANAB2020-03-022020-03-032020-03-31111.4111.410.00%market37.50%16.33%-17.54%-16.72%-0.82%
JD2020-03-022020-03-032020-03-31143.5643.560.00%market14.29%783.83%-7.12%-16.72%9.60%
INSW2020-03-032020-03-042020-04-01122.2722.270.00%market10.92%31.05%5.56%-19.59%25.15%
SE2020-03-032020-03-042020-04-01151.0051.000.00%market14.52%33.15%-15.45%-19.59%4.14%
TGTX2020-03-032020-03-042020-04-01113.9013.900.00%market15.56%5.79%-36.07%-19.59%-16.48%
FIZZ2020-03-052020-03-062020-04-03122.4222.420.00%market12.00%7.45%-5.81%-15.34%9.53%
NX2020-03-052020-03-062020-04-03117.1817.180.00%market166.67%31.25%-45.85%-15.34%-30.51%
TTC2020-03-052020-03-062020-04-03170.4870.480.00%market10.34%57.29%-11.41%-15.34%3.93%
GLP2020-03-062020-03-092020-04-06311.9611.960.00%market35.29%206.82%-29.03%-3.79%-25.24%
TGS2020-03-062020-03-092020-04-0635.175.170.00%market147.37%4807.53%-7.06%-3.79%-3.27%
PAM2020-03-102020-03-112020-04-08111.4111.410.00%market119.56%91.33%-3.87%-2.38%-1.49%
DQ2020-03-112020-03-122020-04-09110.5910.590.00%market61.11%21.72%-5.82%8.67%-14.50%
NL2020-03-112020-03-122020-04-0912.902.900.00%market18.18%23.08%2.31%8.67%-6.36%
UNFI2020-03-112020-03-122020-04-0915.805.800.00%market18.52%273.82%72.14%8.67%63.47%
ADMA2020-03-122020-03-132020-04-1312.402.400.00%market10.00%36.58%13.65%4.78%8.87%
SRRK2020-03-122020-03-132020-04-13116.0916.090.00%market31.58%103.08%-5.01%4.78%-9.79%
LAC2020-03-132020-03-162020-04-1431.731.730.00%market50.00%55.04%10.88%17.67%-6.78%
HQY2020-03-162020-03-172020-04-15140.9140.910.00%market14.71%11.69%11.93%13.35%-1.43%
HUYA2020-03-162020-03-172020-04-15114.9714.970.00%market15.38%287.25%10.39%13.35%-2.97%
JOYY2020-03-162020-03-172020-04-15145.0045.000.00%market18.52%426.39%28.90%13.35%15.55%
TME2020-03-162020-03-172020-04-15110.9810.980.00%market20.00%381.78%-1.47%13.35%-14.82%
TRVI2020-03-162020-03-172020-04-1513.723.720.00%market62.75%48.25%-23.35%13.35%-36.71%
FUTU2020-03-182020-03-192020-04-1718.908.900.00%market95.00%1104.42%20.12%19.81%0.32%
TEO2020-03-182020-03-192020-04-1717.797.790.00%market135.71%547.80%-0.74%19.81%-20.55%
ARQT2020-03-192020-03-202020-04-20125.9525.950.00%market32.90%71.99%5.49%16.11%-10.62%
CIG-C2020-03-192020-03-202020-04-2010.940.940.00%market118.11%239.13%9.99%16.11%-6.11%
CIG2020-03-202020-03-232020-04-2131.251.250.00%market81.42%375.80%11.90%19.65%-7.75%
MU2020-03-252020-03-262020-04-24144.9044.900.00%market21.62%66.24%-1.75%13.41%-15.15%
YRD2020-03-252020-03-262020-04-2413.883.880.00%market72.22%167.56%-12.99%13.41%-26.39%
CALM2020-03-302020-03-312020-04-29142.4142.410.00%market55.56%328.57%1.39%12.53%-11.15%
LNN2020-04-072020-04-082020-05-07197.6297.620.00%market13.33%72.94%-11.21%7.36%-18.57%
RPM2020-04-082020-04-092020-05-08165.8265.820.00%market15.00%338.80%4.47%5.35%-0.88%
BNY2020-04-162020-04-172020-05-15137.4737.470.00%market16.67%35.54%-14.54%0.32%-14.85%
HDB2020-04-182020-04-202020-05-18220.4120.410.00%market13.04%6324.70%-10.59%4.38%-14.97%
MUSA2020-04-172020-04-202020-05-183108.60108.600.00%market31.53%76.32%6.70%4.38%2.31%
CCK2020-04-202020-04-212020-05-19162.8462.840.00%market21.51%14.74%-0.47%5.51%-5.97%
CP2020-04-212020-04-222020-05-20143.8843.880.00%market15.79%14.32%11.18%6.68%4.51%
MLI2020-04-212020-04-222020-05-2015.885.880.00%market25.49%81.25%9.42%6.68%2.75%
SCL2020-04-212020-04-222020-05-20192.0992.090.00%market33.33%15.38%2.99%6.68%-3.68%
AXTI2020-04-222020-04-232020-05-2114.204.200.00%market80.00%17.50%30.85%5.13%25.72%
EVR2020-04-222020-04-232020-05-21148.4748.470.00%market17.48%14.78%7.68%5.13%2.55%
PLXS2020-04-222020-04-232020-05-21161.4461.440.00%market12.96%23.54%2.81%5.13%-2.32%
SLGN2020-04-222020-04-232020-05-21133.5733.570.00%market14.00%12.40%-3.64%5.13%-8.78%
ASR2020-04-232020-04-242020-05-22196.4996.490.00%market20.81%783.63%3.27%5.24%-1.97%
HZO2020-04-232020-04-242020-05-22113.3413.340.00%market21.05%212.50%39.86%5.24%34.62%
POOL2020-04-232020-04-242020-05-221207.91207.910.00%market38.46%253.33%14.46%5.24%9.22%
RS2020-04-232020-04-242020-05-22188.9888.980.00%market16.67%43.62%2.69%5.24%-2.55%
FCX2020-04-242020-04-272020-05-2638.628.620.00%market27.27%81.02%7.32%4.90%2.43%
CNI2020-04-272020-04-282020-05-27183.2683.260.00%market19.74%37.31%3.34%4.30%-0.96%
CALX2020-04-282020-04-292020-05-28110.8610.860.00%market42.86%237.50%31.12%3.92%27.19%
DTW2020-04-282020-04-292020-05-28125.4725.470.00%market18.92%5.16%2.45%3.92%-1.47%
FELE2020-04-282020-04-292020-05-28152.9852.980.00%market26.32%86.46%-2.70%3.92%-6.63%
OMAB2020-04-282020-04-292020-05-28128.5928.590.00%market16.67%926.49%22.18%3.92%18.26%
TENB2020-04-282020-04-292020-05-28125.9825.980.00%market52.63%36.18%15.18%3.92%11.26%
TX2020-04-282020-04-292020-05-28113.4313.430.00%market309.09%185.74%16.06%3.92%12.13%
YUMC2020-04-282020-04-292020-05-28147.4647.460.00%market188.89%51.91%-6.59%3.92%-10.51%
DB2020-04-292020-04-302020-05-2917.327.320.00%market116.67%48.25%14.65%4.32%10.33%
HUM2020-04-292020-04-302020-05-291374.31374.310.00%market11.57%90.22%9.61%4.32%5.29%
JOE2020-04-292020-04-302020-05-29117.8717.870.00%market81.25%266.67%7.62%4.32%3.30%
MAS2020-04-292020-04-302020-05-29140.9840.980.00%market27.78%48.32%13.74%4.32%9.41%
MTDR2020-04-292020-04-302020-05-2917.357.350.00%market233.33%104.77%6.57%4.32%2.24%
MTSI2020-04-292020-04-302020-05-29131.5531.550.00%market70.00%24.51%0.53%4.32%-3.79%
PAC2020-04-292020-04-302020-05-29161.5461.540.00%market29.01%659.44%7.81%4.32%3.49%
SITE2020-04-292020-04-302020-05-29195.2595.250.00%market23.64%439.24%11.51%4.32%7.19%
TSLA2020-04-292020-04-302020-05-29157.0157.010.00%market456.72%218.79%-2.45%4.32%-6.77%
BL2020-04-302020-05-012020-06-01160.1860.180.00%market100.00%5.23%28.58%7.09%21.49%
BLDR2020-04-302020-05-012020-06-01116.9916.990.00%market21.43%6.76%26.45%7.09%19.35%
COP2020-04-302020-05-012020-06-01140.5440.540.00%market114.29%20.75%6.93%7.09%-0.16%
EBS2020-04-302020-05-012020-06-01176.6776.670.00%market150.00%6733.30%16.36%7.09%9.27%
EFOR2020-04-302020-05-012020-06-01150.2550.250.00%market31.71%22.96%25.15%7.09%18.06%
GSHD2020-04-302020-05-012020-06-01156.1456.140.00%market135.29%24.15%6.06%7.09%-1.03%
MTZ2020-04-302020-05-012020-06-01139.4039.400.00%market33.33%28.44%3.33%7.09%-3.77%
TAP2020-04-302020-05-012020-06-01140.3140.310.00%market16.67%94.04%-5.91%7.09%-13.00%
ASIX2020-05-012020-05-042020-06-02312.0012.000.00%market93.75%9.68%6.15%9.74%-3.59%
BELFB2020-05-012020-05-042020-06-0239.649.640.00%market31.82%26.67%-3.52%9.74%-13.26%
CLX2020-05-012020-05-042020-06-023195.12195.120.00%market13.17%5.50%5.87%9.74%-3.87%
JCI2020-05-012020-05-042020-06-02327.6327.630.00%market10.53%14.62%16.98%9.74%7.24%
NWL2020-05-012020-05-042020-06-02312.1912.190.00%market50.00%99.73%13.52%9.74%3.78%
CHGG2020-05-042020-05-052020-06-03153.6053.600.00%market29.41%43.37%14.45%8.91%5.54%
ABG2020-05-052020-05-062020-06-04168.5568.550.00%market11.80%38.35%17.55%8.10%9.46%
ASC2020-05-052020-05-062020-06-0416.056.050.00%market42.86%102.96%-10.35%8.10%-18.44%
BXC2020-05-052020-05-062020-06-0415.305.300.00%market78.95%1050.00%51.41%8.10%43.31%
CLW2020-05-052020-05-062020-06-04127.0127.010.00%market8642.33%152.63%20.56%8.10%12.46%
DKL2020-05-052020-05-062020-06-04119.0019.000.00%market10.14%11.76%41.90%8.10%33.80%
ECVT2020-05-052020-05-062020-06-04110.9110.910.00%market60.00%18.47%21.44%8.10%13.34%
ENPH2020-05-052020-05-062020-06-04147.0047.000.00%market18.75%8.05%9.77%8.10%1.68%
IPGP2020-05-052020-05-062020-06-041145.85145.850.00%market150.00%49.00%10.49%8.10%2.39%
KGC2020-05-052020-05-062020-06-0416.906.900.00%market25.00%28.03%-8.51%8.10%-16.60%
PRIM2020-05-052020-05-062020-06-04113.8413.840.00%market314.36%873.33%30.61%8.10%22.51%
SU2020-05-052020-05-062020-06-04116.0316.030.00%market21.05%367.67%19.86%8.10%11.77%
SUPN2020-05-052020-05-062020-06-04124.2924.290.00%market42.86%9.37%-1.83%8.10%-9.93%
ACMR2020-05-062020-05-072020-06-05113.1913.190.00%market150.00%55.95%57.67%10.98%46.69%
CF2020-05-062020-05-072020-06-05128.2028.200.00%market24.00%107.78%15.93%10.98%4.95%
CTVA2020-05-062020-05-072020-06-05125.9725.970.00%market51.28%110.22%17.92%10.98%6.94%
FSLY2020-05-062020-05-072020-06-05129.3029.300.00%market53.85%77.91%53.79%10.98%42.81%
FTDR2020-05-062020-05-072020-06-05142.2942.290.00%market23.53%216.71%5.43%10.98%-5.55%
FTNT2020-05-062020-05-072020-06-05124.1924.190.00%market20.00%8.85%16.06%10.98%5.09%
LASR2020-05-062020-05-072020-06-05121.4421.440.00%market52.94%27.78%13.71%10.98%2.73%
NREF2020-05-062020-05-072020-06-05112.4712.470.00%market53.33%75.36%41.44%10.98%30.46%
NUS2020-05-062020-05-072020-06-05131.2931.290.00%market44.00%67.75%26.27%10.98%15.29%
PGEN2020-05-062020-05-072020-06-0513.183.180.00%market20.83%28.95%0.84%10.98%-10.13%
QTWO2020-05-062020-05-072020-06-05183.5583.550.00%market25.00%77.25%0.56%10.98%-10.42%
RGR2020-05-062020-05-072020-06-05156.4456.440.00%market20.83%41.38%23.06%10.98%12.08%
STNG2020-05-062020-05-072020-06-05119.4619.460.00%market64.00%176.84%-11.61%10.98%-22.59%
TPC2020-05-062020-05-072020-06-0516.816.810.00%market466.67%21.98%91.38%10.98%80.40%
WING2020-05-062020-05-072020-06-051124.11124.110.00%market12.50%7.22%-3.42%10.98%-14.40%
ATEN2020-05-072020-05-082020-06-0817.237.230.00%market212.50%56.00%-2.04%11.03%-13.07%
BATRK2020-05-072020-05-082020-06-08120.4720.470.00%market25.00%20.29%12.36%11.03%1.33%
BRBR2020-05-072020-05-082020-06-08118.2218.220.00%market37.50%50.53%11.10%11.03%0.07%
CLMT2020-05-072020-05-082020-06-0811.901.900.00%market28.00%45.83%70.43%11.03%59.40%
CNP2020-05-072020-05-082020-06-08118.0918.090.00%market11.11%7.87%5.43%11.03%-5.60%
COLD2020-05-072020-05-082020-06-08132.5532.550.00%market57.14%32.59%9.52%11.03%-1.51%
CWH2020-05-072020-05-082020-06-08111.8911.890.00%market75.00%2251.53%110.24%11.03%99.21%
IDCC2020-05-072020-05-082020-06-08156.9856.980.00%market105.36%17833.33%3.76%11.03%-7.27%
PSKY2020-05-072020-05-082020-06-08116.8216.820.00%market17.71%8.92%69.40%11.03%58.37%
REYN2020-05-072020-05-082020-06-08134.0034.000.00%market20.00%73.74%-4.72%11.03%-15.75%
YETI2020-05-072020-05-082020-06-08128.5028.500.00%market57.14%44.30%29.90%11.03%18.87%
AVA2020-05-082020-05-112020-06-09339.9339.930.00%market10.77%15.97%-2.20%10.49%-12.69%
TGS2020-05-082020-05-112020-06-0934.734.730.00%market227.27%6395.03%31.19%10.49%20.70%
WTM2020-05-082020-05-112020-06-093901.06901.060.00%market129.31%211.73%0.12%10.49%-10.36%
AVD2020-05-112020-05-122020-06-10113.7313.730.00%market199.85%450.00%-3.23%8.58%-11.81%
BE2020-05-112020-05-122020-06-1018.708.700.00%market19.05%28.43%17.95%8.58%9.37%
GRBK2020-05-112020-05-122020-06-1019.109.100.00%market29.17%34.41%24.85%8.58%16.26%
WFRD2020-05-112020-05-122020-06-1015.105.100.00%market10.82%17.63%-51.28%8.58%-59.86%
BNTX2020-05-122020-05-132020-06-11150.5050.500.00%market13.33%77.90%-3.86%5.09%-8.95%
CLSK2020-05-122020-05-132020-06-1112.062.060.00%market19.81%9.41%-2.04%5.09%-7.13%
TM2020-05-122020-05-132020-06-111119.83119.830.00%market4600.00%2126.63%3.75%5.09%-1.34%
XP2020-05-122020-05-132020-06-11127.0027.000.00%market54.55%292.92%44.38%5.09%39.30%
FUTU2020-05-142020-05-152020-06-15112.8512.850.00%market83.05%353.72%60.60%8.74%51.86%
SID2020-05-142020-05-152020-06-1511.321.320.00%market57.14%150.34%55.20%8.74%46.46%
MUFG2020-05-152020-05-182020-06-1633.883.880.00%market257.55%15956.54%7.63%6.79%0.84%
SBS2020-05-152020-05-182020-06-1631.361.360.00%market368.20%204.24%52.11%6.79%45.31%
SMFG2020-05-152020-05-182020-06-1635.245.240.00%market43.74%9662.27%14.21%6.79%7.42%
BIDU2020-05-182020-05-192020-06-171117.80117.800.00%market95.31%658.66%3.49%5.88%-2.39%
DAC2020-05-182020-05-192020-06-1714.544.540.00%market12.61%5.97%-6.93%5.88%-12.81%
RYAAY2020-05-182020-05-192020-06-17123.5523.550.00%market11.54%11.25%19.39%5.88%13.51%
CVLG2020-05-192020-05-202020-06-1814.384.380.00%market10.00%113.89%51.27%5.40%45.87%
DY2020-05-192020-05-202020-06-18138.1338.130.00%market739.94%88.09%4.28%5.40%-1.12%
NTES2020-05-192020-05-202020-06-18177.8077.800.00%market10.00%732.38%5.12%5.40%-0.28%
HUYA2020-05-202020-05-212020-06-19117.5717.570.00%market22.42%436.33%14.98%3.99%10.99%
JOYY2020-05-202020-05-212020-06-19162.1062.100.00%market15.25%643.13%56.47%3.99%52.48%
LOW2020-05-202020-05-212020-06-191118.90118.900.00%market34.09%64.94%12.46%3.99%8.46%
RDY2020-05-202020-05-212020-06-19110.1810.180.00%market24.49%5178.67%4.42%3.99%0.43%
BBY2020-05-212020-05-222020-06-22178.9978.990.00%market34.00%54.60%7.23%5.45%1.78%
PANW2020-05-212020-05-222020-06-22140.0040.000.00%market26.67%22.11%-3.07%5.45%-8.52%
BABA2020-05-222020-05-262020-06-234205.94205.940.00%market47.73%960.38%10.98%3.35%7.62%
BOX2020-05-272020-05-282020-06-25120.0920.090.00%market100.00%24.55%4.18%0.89%3.29%
CEPU2020-05-272020-05-282020-06-2513.093.090.00%market469.15%9987.58%-15.31%0.89%-16.20%
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NIC2020-07-212020-07-222020-08-19154.0054.000.00%market36.17%9.37%11.10%3.88%7.22%
PCAR2020-07-212020-07-222020-08-19155.8955.890.00%market38.10%127.59%5.00%3.88%1.11%
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APH2020-07-222020-07-232020-08-20126.1226.120.00%market25.00%9.54%2.62%3.62%-1.00%
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CVBF2020-07-222020-07-232020-08-20119.0019.000.00%market14.81%7.53%-4.21%3.62%-7.82%
DOV2020-07-222020-07-232020-08-201105.40105.400.00%market21.51%17.06%4.25%3.62%0.64%
GGG2020-07-222020-07-232020-08-20153.7653.760.00%market37.04%13.78%5.93%3.62%2.31%
HCA2020-07-222020-07-232020-08-201125.00125.000.00%market259.57%52.93%4.82%3.62%1.20%
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IQV2020-07-222020-07-232020-08-201164.70164.700.00%market12.38%28.54%-4.19%3.62%-7.81%
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LAD2020-07-222020-07-232020-08-201212.28212.280.00%market141.56%63.32%22.48%3.62%18.87%
LOB2020-07-222020-07-232020-08-20116.0016.000.00%market200.00%200.00%22.53%3.62%18.91%
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RITM2020-07-222020-07-232020-08-2017.957.950.00%market13.33%9.28%-1.23%3.62%-4.85%
RUSHA2020-07-222020-07-232020-08-20120.4420.440.00%market860.61%13.25%7.34%3.62%3.72%
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TCBI2020-07-222020-07-232020-08-20128.0128.010.00%market62.50%125.83%13.29%3.62%9.67%
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WHR2020-07-222020-07-232020-08-201154.17154.170.00%market190.54%95.47%18.55%3.62%14.93%
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CVE2020-07-232020-07-242020-08-2114.964.960.00%market43.18%74.56%-5.75%5.77%-11.52%
DOW2020-07-232020-07-242020-08-21142.8242.820.00%market13.33%222.95%1.70%5.77%-4.08%
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FCX2020-07-232020-07-242020-08-21112.9812.980.00%market240.14%592.37%10.53%5.77%4.76%
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HBAN2020-07-232020-07-242020-08-2119.769.760.00%market198.44%92.14%-6.76%5.77%-12.53%
HRI2020-07-232020-07-242020-08-21137.1437.140.00%market130.49%225.50%8.60%5.77%2.82%
HSY2020-07-232020-07-242020-08-211147.03147.030.00%market15.93%32.86%0.17%5.77%-5.60%
IEX2020-07-232020-07-242020-08-211170.34170.340.00%market10.00%9.15%4.90%5.77%-0.88%
MAT2020-07-232020-07-242020-08-21111.9411.940.00%market31.58%250.22%-6.80%5.77%-12.57%
MTRN2020-07-232020-07-242020-08-21160.9360.930.00%market16.67%5.10%-6.96%5.77%-12.73%
MXL2020-07-232020-07-242020-08-21127.6827.680.00%market12.50%238.89%-8.19%5.77%-13.97%
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ORI2020-07-232020-07-242020-08-21116.9116.910.00%market20.00%5.15%-5.24%5.77%-11.02%
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RS2020-07-232020-07-242020-08-211100.75100.750.00%market240.00%158.73%2.62%5.77%-3.15%
STM2020-07-232020-07-242020-08-21129.9329.930.00%market25.00%184.39%-4.04%5.77%-9.82%
SWKS2020-07-232020-07-242020-08-211131.47131.470.00%market10.62%21.68%7.95%5.77%2.17%
TECK2020-07-232020-07-242020-08-21111.5811.580.00%market500.00%109.83%-2.09%5.77%-7.86%
VICR2020-07-232020-07-242020-08-21175.5675.560.00%market400.00%60.33%5.60%5.77%-0.17%
WBS2020-07-232020-07-242020-08-21127.5527.550.00%market21.28%15.95%-0.61%5.77%-6.38%
WSO2020-07-232020-07-242020-08-211228.44228.440.00%market20.21%10.56%5.12%5.77%-0.66%
AXP2020-07-242020-07-272020-08-24394.6494.640.00%market363.64%361.32%4.86%6.62%-1.76%
CRI2020-07-242020-07-272020-08-24390.1990.190.00%market242.11%191.60%-12.39%6.62%-19.00%
IBN2020-07-252020-07-272020-08-2429.699.690.00%market116.67%7248.69%7.02%6.62%0.40%
PAC2020-07-242020-07-272020-08-24365.2765.270.00%market31.25%3016.95%15.47%6.62%8.85%
SLB2020-07-242020-07-272020-08-24319.7019.700.00%market495.95%273.32%-0.86%6.62%-7.48%
AMKR2020-07-272020-07-282020-08-25115.4015.400.00%market766.62%28.06%-16.66%6.73%-23.39%
ARLP2020-07-272020-07-282020-08-2513.383.380.00%market17.78%85.14%-0.99%6.73%-7.71%
AVY2020-07-272020-07-282020-08-251117.25117.250.00%market13.39%20.22%-1.24%6.73%-7.97%
BRO2020-07-272020-07-282020-08-25146.2146.210.00%market21.43%25.64%-0.53%6.73%-7.26%
FIBK2020-07-272020-07-282020-08-25129.8129.810.00%market13.73%18.68%10.17%6.73%3.44%
LXFR2020-07-272020-07-282020-08-25113.1013.100.00%market21.43%10.29%7.61%6.73%0.88%
MEDP2020-07-272020-07-282020-08-251131.99131.990.00%market65.85%57.84%-5.82%6.73%-12.55%
NBTB2020-07-272020-07-282020-08-25130.6830.680.00%market21.74%7.14%1.79%6.73%-4.94%
OMF2020-07-272020-07-282020-08-25128.9028.900.00%market280.95%57.28%2.01%6.73%-4.72%
RYAAY2020-07-272020-07-282020-08-25129.6629.660.00%market36.21%69.89%13.05%6.73%6.32%
ACCO2020-07-282020-07-292020-08-2617.207.200.00%market1100.00%28.06%-9.54%7.90%-17.45%
AGYS2020-07-282020-07-292020-08-26119.2519.250.00%market500.00%43.75%30.81%7.90%22.91%
ACGL2020-07-292020-07-302020-08-27130.0430.040.00%market115.38%4902.67%7.46%8.21%-0.75%
ALG2020-07-292020-07-302020-08-271104.94104.940.00%market30.86%24.21%5.77%8.21%-2.44%
APA2020-07-292020-07-302020-08-27115.6515.650.00%market25.25%54.15%-6.81%8.21%-15.02%
AAPL2020-07-302020-07-312020-08-281102.88102.880.00%market25.49%10.93%21.22%7.57%13.64%
APTV2020-07-302020-07-312020-08-28180.2780.270.00%market23.08%173.80%8.60%7.57%1.02%
ATR2020-07-302020-07-312020-08-281115.00115.000.00%market19.40%5.50%2.62%7.57%-4.95%
AME2020-08-042020-08-052020-09-02195.8195.810.00%market16.67%11.58%7.49%7.91%-0.43%
ACEL2020-08-062020-08-072020-09-0419.109.100.00%market19.05%160.01%39.79%2.79%37.00%
ARCO2020-08-122020-08-132020-09-1114.734.730.00%market24.56%66.75%-13.00%-0.76%-12.24%
AMAT2020-08-132020-08-142020-09-14167.3967.390.00%market11.58%10.45%-16.32%0.61%-16.93%
BIDU2020-08-132020-08-142020-09-141118.40118.400.00%market49.64%531.74%2.84%0.61%2.23%
FUTU2020-08-132020-08-142020-09-14134.0034.000.00%market151.69%1011.19%-5.39%0.61%-6.00%
NTES2020-08-132020-08-142020-09-14193.0293.020.00%market30.67%225.24%-0.02%0.61%-0.63%
NVGS2020-08-132020-08-142020-09-1419.429.420.00%market120.00%563.58%1.07%0.61%0.46%
TPR2020-08-132020-08-142020-09-14115.5515.550.00%market47.92%187.87%12.57%0.61%11.96%
TRVI2020-08-132020-08-142020-09-1416.216.210.00%market21.15%76.02%-37.94%0.61%-38.55%
CIG2020-08-142020-08-172020-09-1531.501.500.00%market22.06%414.17%5.90%0.66%5.24%
CIG-C2020-08-142020-08-172020-09-1531.031.030.00%market178.33%125.49%12.52%0.66%11.86%
LAC2020-08-142020-08-172020-09-1535.095.090.00%market14.29%47.54%6.78%0.66%6.12%
JD2020-08-172020-08-182020-09-16168.1968.190.00%market28.21%440.70%10.02%0.14%9.88%
SBS2020-08-172020-08-182020-09-1612.002.000.00%market64.29%293.25%-11.60%0.14%-11.74%
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DQ2020-08-182020-08-192020-09-17124.0024.000.00%market1664.71%1070.00%-4.93%-0.95%-3.99%
LZB2020-08-182020-08-192020-09-17133.8533.850.00%market169.23%175.93%-3.73%-0.95%-2.79%
KEYS2020-08-202020-08-212020-09-211105.62105.620.00%market43.37%22.57%-7.50%-3.24%-4.26%
OPRA2020-08-202020-08-212020-09-2118.158.150.00%market1600.00%80.39%8.24%-3.24%11.48%
ROST2020-08-202020-08-212020-09-21187.6087.600.00%market58.06%568.55%3.12%-3.24%6.36%
SUPV2020-08-202020-08-212020-09-2112.602.600.00%market133.33%4340.56%-26.25%-3.24%-23.01%
CRH2020-08-212020-08-242020-09-22339.8439.840.00%market1509.87%27.07%-10.06%-3.45%-6.61%
QFIN2020-08-232020-08-242020-09-22114.7114.710.00%market20.55%530.33%-20.83%-3.45%-17.38%
SXI2020-08-242020-08-252020-09-23161.9661.960.00%market30.00%10.77%-6.57%-6.08%-0.49%
BMO2020-08-252020-08-262020-09-24161.9161.910.00%market15.38%40.94%-5.77%-6.17%0.40%
HPE2020-08-252020-08-262020-09-24110.1010.100.00%market28.00%5.44%-9.70%-6.17%-3.54%
MDT2020-08-252020-08-262020-09-241103.50103.500.00%market195.24%29.56%-2.25%-6.17%3.91%
P2020-08-252020-08-262020-09-24114.6214.620.00%market500.00%52.83%-1.26%-6.17%4.90%
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PVH2020-09-022020-09-032020-10-02161.6561.650.00%market105.33%86.12%0.66%-6.19%6.85%
COO2020-09-032020-09-042020-10-05180.0080.000.00%market42.50%35.68%7.04%-1.84%8.88%
HOV2020-09-032020-09-042020-10-05133.3133.310.00%market1450.00%240.74%4.28%-1.84%6.12%
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HTHT2020-09-142020-09-152020-10-13141.3941.390.00%market25.00%427.62%3.43%2.64%0.79%
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KBH2020-09-222020-09-232020-10-21140.0040.000.00%market56.60%11.94%-4.65%3.58%-8.23%
JKS2020-09-232020-09-242020-10-22132.3932.390.00%market132.50%433.73%114.07%7.28%106.79%
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VFC2020-10-162020-10-192020-11-16374.5074.500.00%market36.73%34.73%10.34%3.99%6.35%
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ACI2020-10-202020-10-212020-11-18115.2815.280.00%market122.22%107.55%2.98%3.77%-0.80%
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FCFS2020-10-212020-10-222020-11-19159.2459.240.00%market18.00%38.98%10.72%4.32%6.40%
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KNX2020-10-212020-10-222020-11-19140.6440.640.00%market23.44%15.44%3.47%4.32%-0.85%
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MTH2020-10-212020-10-222020-11-19152.2152.210.00%market17.36%17.31%-11.59%4.32%-15.91%
RLI2020-10-212020-10-222020-11-19144.3144.310.00%market520.00%54.63%15.49%4.32%11.17%
TCBI2020-10-212020-10-222020-11-19139.4039.400.00%market83.05%5.09%35.97%4.32%31.64%
TMO2020-10-212020-10-222020-11-191471.69471.690.00%market30.63%16.54%-4.04%4.32%-8.36%
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ASR2020-10-222020-10-232020-11-201121.10121.100.00%market220.00%14645.53%27.55%2.72%24.83%
DOW2020-10-222020-10-232020-11-20149.5249.520.00%market51.52%33.97%10.42%2.72%7.70%
FCX2020-10-222020-10-232020-11-20118.4718.470.00%market38.10%33.08%14.95%2.72%12.23%
LPL2020-10-222020-10-232020-11-2016.766.760.00%market118.75%623130.67%0.49%2.72%-2.23%
LUV2020-10-222020-10-232020-11-20142.0442.040.00%market18.44%15.35%8.23%2.72%5.51%
NUE2020-10-222020-10-232020-11-20150.2850.280.00%market27.45%372.86%4.41%2.72%1.70%
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VICR2020-10-222020-10-232020-11-20187.2587.250.00%market62.50%42.62%-6.09%2.72%-8.81%
ALV2020-10-232020-10-262020-11-23384.6884.680.00%market16.54%33.43%5.91%4.48%1.43%
CLF2020-10-232020-10-262020-11-2338.598.590.00%market122.22%396.77%15.50%4.48%11.02%
CRI2020-10-232020-10-262020-11-23386.5486.540.00%market24.84%36.16%5.20%4.48%0.72%
AMG2020-10-262020-10-272020-11-24179.1379.130.00%market14.34%13.54%15.41%6.90%8.50%
BOH2020-10-262020-10-272020-11-24160.6960.690.00%market13.10%16.94%29.30%6.90%22.39%
CATY2020-10-262020-10-272020-11-24124.8724.870.00%market16.39%7.42%25.15%6.90%18.25%
CHGG2020-10-262020-10-272020-11-24180.3480.340.00%market41.67%187.69%-14.55%6.90%-21.46%
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KOF2020-10-262020-10-272020-11-24141.3941.390.00%market19.70%1686.35%10.55%6.90%3.65%
LRN2020-10-262020-10-272020-11-24132.2432.240.00%market196.77%62.50%-29.29%6.90%-36.19%
MC2020-10-262020-10-272020-11-24140.1140.110.00%market1997.09%148.88%-0.90%6.90%-7.80%
VRNS2020-10-262020-10-272020-11-24145.5745.570.00%market147.83%100.00%-14.36%6.90%-21.27%
ACCO2020-10-272020-10-282020-11-2515.815.810.00%market26.67%47.89%39.49%9.20%30.28%
AMD2020-10-272020-10-282020-11-25178.7378.730.00%market13.89%15.33%10.04%9.20%0.83%
ATEN2020-10-272020-10-282020-11-2516.916.910.00%market30.00%19.62%17.56%9.20%8.35%
AVTR2020-10-272020-10-282020-11-25124.0124.010.00%market14.29%8.51%8.35%9.20%-0.85%
BP2020-10-272020-10-282020-11-25115.0015.000.00%market133.33%1346.47%42.63%9.20%33.43%
BSBR2020-10-272020-10-282020-11-2515.385.380.00%market35.71%366.87%33.91%9.20%24.71%
CAT2020-10-272020-10-282020-11-251153.80153.800.00%market13.56%11.07%13.44%9.20%4.24%
CIGI2020-10-272020-10-282020-11-25171.3371.330.00%market45.95%32.96%26.56%9.20%17.36%
ENPH2020-10-272020-10-282020-11-25197.2997.290.00%market25.00%36.86%42.84%9.20%33.64%
GLW2020-10-272020-10-282020-11-25132.1132.110.00%market13.16%12.82%16.06%9.20%6.86%
IVZ2020-10-272020-10-282020-11-25113.6413.640.00%market10.42%8.13%24.75%9.20%15.55%
LBRT2020-10-272020-10-282020-11-2517.637.630.00%market31.11%29.55%36.34%9.20%27.13%
MKL2020-10-272020-10-282020-11-251946.50946.500.00%market444.44%88.97%6.29%9.20%-2.91%
MTDR2020-10-272020-10-282020-11-2517.837.830.00%market242.86%309.54%46.90%9.20%37.70%
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OMC2020-10-272020-10-282020-11-25148.1048.100.00%market13.08%34.42%33.31%9.20%24.11%
OMCL2020-10-272020-10-282020-11-25185.5785.570.00%market20.00%35.24%24.70%9.20%15.50%
RTX2020-10-272020-10-282020-11-25155.2055.200.00%market20.83%19.39%33.61%9.20%24.41%
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SF2020-10-272020-10-282020-11-25126.7926.790.00%market19.10%24.01%20.28%9.20%11.08%
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TV2020-10-272020-10-282020-11-2516.916.910.00%market22.73%1247.93%20.59%9.20%11.39%
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VECO2020-10-272020-10-282020-11-25112.7612.760.00%market22.22%44.70%29.52%9.20%20.32%
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AR2020-10-282020-10-292020-11-2713.453.450.00%market183.33%32.44%21.35%11.24%10.10%
AVT2020-10-282020-10-292020-11-27124.8724.870.00%market200.00%8.86%23.22%11.24%11.98%
AXS2020-10-282020-10-292020-11-27144.5744.570.00%market11.49%62.68%16.21%11.24%4.97%
AXTI2020-10-282020-10-292020-11-2715.725.720.00%market100.00%42.50%74.20%11.24%62.96%
BDC2020-10-282020-10-292020-11-27131.0731.070.00%market24.14%7.12%28.03%11.24%16.79%
BOOT2020-10-282020-10-292020-11-27132.9332.930.00%market66.67%398.26%27.75%11.24%16.50%
BX2020-10-282020-10-292020-11-27150.8850.880.00%market10.53%43.12%18.87%11.24%7.62%
CASH2020-10-282020-10-292020-11-27127.2027.200.00%market111.11%34.21%28.28%11.24%17.04%
CCS2020-10-282020-10-292020-11-27142.1642.160.00%market59.14%23.31%7.02%11.24%-4.23%
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CW2020-10-282020-10-292020-11-27183.6883.680.00%market20.13%25.43%43.84%11.24%32.60%
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DCO2020-10-282020-10-292020-11-27132.5532.550.00%market14.29%38.09%50.47%11.24%39.22%
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EAT2020-10-282020-10-292020-11-27142.4042.400.00%market275.00%10.55%23.53%11.24%12.29%
EXTR2020-10-282020-10-292020-11-2714.614.610.00%market28.57%55.90%24.85%11.24%13.60%
NMR2020-10-282020-10-292020-11-2714.534.530.00%market11.11%9437.19%13.81%11.24%2.56%
OVV2020-10-282020-10-292020-11-2718.198.190.00%market81.25%1972.63%69.25%11.24%58.01%
PBR-A2020-10-282020-10-292020-11-2716.226.220.00%market367.95%61.59%55.85%11.24%44.60%
PEN2020-10-282020-10-292020-11-271252.00252.000.00%market146.15%44.17%-10.18%11.24%-21.43%
PI2020-10-282020-10-292020-11-27126.4226.420.00%market12.12%25.62%34.19%11.24%22.95%
PINS2020-10-282020-10-292020-11-27164.0064.000.00%market402.90%163.48%8.84%11.24%-2.41%
RDY2020-10-282020-10-292020-11-27113.1013.100.00%market29.17%6972.25%-0.33%11.24%-11.57%
RES2020-10-282020-10-292020-11-2712.352.350.00%market10.00%10.93%44.58%11.24%33.34%
SCI2020-10-282020-10-292020-11-27145.8945.890.00%market88.10%15.35%7.85%11.24%-3.39%
SONY2020-10-282020-10-292020-11-27116.7516.750.00%market270.33%410.24%12.20%11.24%0.95%
STLA2020-10-282020-10-292020-11-27112.2512.250.00%market131.70%64.29%29.04%11.24%17.80%
ABEV2020-10-292020-10-302020-11-3012.242.240.00%market50.00%689.57%18.65%10.29%8.36%
ANDE2020-11-032020-11-042020-12-03121.7521.750.00%market41.67%803.57%6.20%7.58%-1.38%
ACIW2020-11-052020-11-062020-12-07132.5532.550.00%market178.57%37.94%17.84%5.48%12.37%
ARCO2020-11-112020-11-122020-12-1114.714.710.00%market12.50%105.70%11.79%3.01%8.77%
ADCT2020-11-122020-11-132020-12-14134.3734.370.00%market24.68%14.83%-0.48%2.64%-3.12%
MUFG2020-11-132020-11-162020-12-1534.494.490.00%market58.57%6415.26%-4.11%2.39%-6.49%
SMFG2020-11-132020-11-162020-12-1536.126.120.00%market43.60%7321.28%-1.90%2.39%-4.28%
AP2020-11-162020-11-172020-12-1614.074.070.00%market16.67%57.14%30.86%2.83%28.02%
BEKE2020-11-162020-11-172020-12-16170.1070.100.00%market53.85%206.38%-10.24%2.83%-13.08%
KSS2020-11-172020-11-182020-12-17129.6129.610.00%market102.33%10035.60%31.48%3.14%28.34%
WMT2020-11-172020-11-182020-12-17149.9549.950.00%market12.50%11.59%-2.60%3.14%-5.74%
BBWI2020-11-182020-11-192020-12-18131.7931.790.00%market1155.56%108.46%-1.89%3.82%-5.71%
SONO2020-11-182020-11-192020-12-18120.2520.250.00%market4404.50%473.33%20.10%3.82%16.28%
UGI2020-11-182020-11-192020-12-18135.9535.950.00%market57.58%1334.01%-1.24%3.82%-5.06%
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NTES2020-11-192020-11-202020-12-21191.0291.020.00%market146.15%340.22%2.00%2.90%-0.90%
QFIN2020-11-192020-11-202020-12-21113.5213.520.00%market53.75%458.93%-17.63%2.90%-20.53%
SUPV2020-11-192020-11-202020-12-2111.921.920.00%market37.50%7865.89%-0.62%2.90%-3.52%
WSM2020-11-192020-11-202020-12-21155.8555.850.00%market68.42%32.16%-2.55%2.90%-5.45%
BKE2020-11-202020-11-232020-12-22328.2628.260.00%market54.55%33.53%2.48%2.79%-0.30%
AVAL2020-11-232020-11-242020-12-2315.405.400.00%market88.89%186581.53%26.94%2.04%24.89%
CBT2020-11-232020-11-242020-12-23144.5044.500.00%market17.24%29.97%-0.35%2.04%-2.39%
ANF2020-11-242020-11-252020-12-24122.4422.440.00%market1620.00%60.60%-10.57%1.62%-12.19%
BBAR2020-11-242020-11-252020-12-2413.303.300.00%market26.67%6154.71%-4.95%1.62%-6.56%
BBY2020-11-242020-11-252020-12-241114.06114.060.00%market17.05%68.38%-10.19%1.62%-11.81%
BURL2020-11-242020-11-252020-12-241223.83223.830.00%market52.63%632.40%10.64%1.62%9.03%
DELL2020-11-242020-11-252020-12-24135.3735.370.00%market46.04%7.01%4.45%1.62%2.84%
DKS2020-11-242020-11-252020-12-24158.5058.500.00%market99.01%14.45%-5.07%1.62%-6.69%
DLTR2020-11-242020-11-252020-12-241111.06111.060.00%market20.87%52.67%-1.93%1.62%-3.54%
HPQ2020-11-242020-11-252020-12-24122.8822.880.00%market19.23%6.71%5.93%1.62%4.31%
MDT2020-11-242020-11-252020-12-241113.76113.760.00%market30.77%12.87%0.14%1.62%-1.48%
P2020-11-242020-11-252020-12-24119.2819.280.00%market200.00%816.96%24.28%1.62%22.66%
VNET2020-11-242020-11-252020-12-24130.2030.200.00%market350.11%2355.72%7.04%1.62%5.43%
BMA2020-11-302020-12-012020-12-30116.3216.320.00%market12.07%6860.38%-3.04%1.76%-4.80%
MOGU2020-11-302020-12-012020-12-30128.3228.320.00%market42.10%100.00%-4.34%1.76%-6.09%
BMO2020-12-012020-12-022020-12-31174.8074.800.00%market22.30%18.98%1.54%2.48%-0.94%
BNS2020-12-012020-12-022020-12-31150.5650.560.00%market19.57%43.20%6.78%2.48%4.30%
FIVE2020-12-022020-12-032021-01-041160.00160.000.00%market80.00%487.24%4.33%0.58%3.76%
IH2020-12-022020-12-032021-01-04125.0025.000.00%market82.15%258.33%-28.50%0.58%-29.08%
RY2020-12-022020-12-032021-01-04182.5082.500.00%market11.69%32.48%-0.86%0.58%-1.44%
BBW2020-12-032020-12-042021-01-0514.564.560.00%market374.96%45.45%-0.76%1.09%-1.85%
CM2020-12-032020-12-042021-01-05143.1043.100.00%market11.70%33.72%-0.24%1.09%-1.33%
DG2020-12-032020-12-042021-01-051214.20214.200.00%market15.50%17.62%-3.59%1.09%-4.68%
OLLI2020-12-032020-12-042021-01-05179.2079.200.00%market12.07%31.29%6.11%1.09%5.02%
SIG2020-12-032020-12-042021-01-05129.8329.830.00%market114.29%3119.38%-0.80%1.09%-1.90%
TD2020-12-032020-12-042021-01-05155.2855.280.00%market28.72%23.04%3.07%1.09%1.97%
ULTA2020-12-032020-12-042021-01-051280.25280.250.00%market10.07%42.84%-0.06%1.09%-1.15%
GCO2020-12-042020-12-072021-01-06332.4932.490.00%market374.19%139.71%-0.44%1.23%-1.67%
SGU2020-12-072020-12-082021-01-0719.609.600.00%market33.00%146.27%-1.97%3.09%-5.07%
GME2020-12-082020-12-092021-01-0813.483.480.00%market35.00%360.55%26.91%2.80%24.11%
OXM2020-12-092020-12-102021-01-11164.0564.050.00%market60.36%146.93%11.97%3.65%8.32%
COST2020-12-102020-12-112021-01-121379.77379.770.00%market12.20%6.60%-4.20%3.80%-8.00%
LULU2020-12-102020-12-112021-01-121366.33366.330.00%market31.82%114.30%-2.67%3.80%-6.47%
TTC2020-12-162020-12-172021-01-19192.5092.500.00%market23.08%17.41%6.16%1.80%4.36%