EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y) (max 100 pos) (4)
Run 9a9732b2 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
7643
Win rate
52.01%
Avg return
1.11%
Median return
0.48%
Avg abnormal
0.30%
Median abnormal
-0.66%
Best trade
744.34%
Worst trade
-81.63%
Sharpe (per-trade)
0.07
Daily portfolio drawdown
-39.29%
Portfolio (equal_weight)
Total return
84.71%
Max drawdown
-39.29%
Avg trade return
1.11%
Win rate
52.01%
Signals
19621
Configured concurrent
100
Observed concurrent
100
Trades taken
7643
Skipped (no capacity)
11978
Excess vs benchmark
-379.08%
Avg entry slippage
0.00%
Return if filled at market
84.71%
VWAP fills
0
VWAP fallbacks
0
11978 of 19621 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 | 2 | -0.18% | -3.44% | 50.00% |
| 2007 | 4 | -5.07% | -6.19% | 25.00% |
| 2008 | 2 | 3.40% | 4.80% | 50.00% |
| 2009 | 4 | 5.80% | 2.65% | 100.00% |
| 2010 | 5 | -0.10% | 1.00% | 60.00% |
| 2011 | 4 | 2.44% | 3.98% | 75.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2013 | 3 | -9.82% | -10.39% | 0.00% |
| 2015 | 3 | 7.48% | 8.91% | 66.67% |
| 2016 | 280 | 4.02% | 2.50% | 66.79% |
| 2017 | 604 | 0.11% | -1.10% | 48.84% |
| 2018 | 681 | -0.69% | -0.13% | 49.49% |
| 2019 | 661 | -0.56% | -1.56% | 49.92% |
| 2020 | 831 | 1.10% | 0.65% | 50.90% |
| 2021 | 872 | 1.53% | 0.11% | 57.22% |
| 2022 | 831 | 1.03% | 2.07% | 50.90% |
| 2023 | 852 | 1.35% | -0.18% | 48.71% |
| 2024 | 786 | 2.86% | 0.40% | 53.94% |
| 2025 | 786 | 0.53% | -0.08% | 51.53% |
| 2026 | 431 | 2.72% | 2.05% | 51.28% |
Trades (page 1: 500 of 7,643)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/E | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UL | 2006-11-02 | 2006-11-03 | 2006-12-04 | 1 | 29.57 | 29.57 | 0.00% | market | 131.11% | — | 2.30% | 2.93% | -0.63% |
| BHP | 2006-11-03 | 2006-11-06 | 2006-12-05 | 3 | 36.02 | 36.02 | 0.00% | market | 18.62% | — | -2.65% | 3.61% | -6.26% |
| CCEP | 2007-04-26 | 2007-04-27 | 2007-05-25 | 1 | 22.31 | 22.31 | 0.00% | market | 80.00% | — | 2.86% | 1.74% | 1.11% |
| UL | 2007-05-03 | 2007-05-04 | 2007-06-04 | 1 | 36.59 | 36.59 | 0.00% | market | 118.75% | — | -4.36% | 2.22% | -6.59% |
| IHG | 2007-05-09 | 2007-05-10 | 2007-06-08 | 1 | 38.01 | 38.01 | 0.00% | market | 19.05% | — | -12.41% | 0.21% | -12.62% |
| IHG | 2007-11-06 | 2007-11-07 | 2007-12-06 | 1 | 26.55 | 26.55 | 0.00% | market | 13.16% | — | -6.35% | 0.33% | -6.68% |
| IHG | 2008-05-07 | 2008-05-08 | 2008-06-06 | 1 | 21.28 | 21.28 | 0.00% | market | 19.23% | — | -8.51% | -2.47% | -6.04% |
| IHG | 2008-11-11 | 2008-11-12 | 2008-12-11 | 1 | 9.41 | 9.41 | 0.00% | market | 33.33% | — | 15.31% | -0.33% | 15.64% |
| CCEP | 2009-04-28 | 2009-04-29 | 2009-05-28 | 1 | 16.32 | 16.32 | 0.00% | market | 300.00% | — | 2.29% | 5.09% | -2.80% |
| IHG | 2009-05-12 | 2009-05-13 | 2009-06-11 | 1 | 12.58 | 12.58 | 0.00% | market | 15.00% | — | 11.98% | 5.66% | 6.32% |
| SNN | 2009-11-06 | 2009-11-09 | 2009-12-08 | 3 | 18.59 | 18.59 | 0.00% | market | 30.77% | — | 4.80% | 1.54% | 3.26% |
| IHG | 2009-11-10 | 2009-11-11 | 2009-12-10 | 1 | 17.75 | 17.75 | 0.00% | market | 27.50% | — | 4.13% | 0.30% | 3.83% |
| AU | 2010-02-17 | 2010-02-18 | 2010-03-18 | 1 | 37.95 | 37.95 | 0.00% | market | 1450.07% | — | 2.48% | 6.32% | -3.84% |
| CCEP | 2010-04-27 | 2010-04-28 | 2010-05-26 | 1 | 28.28 | 28.28 | 0.00% | market | 22.73% | — | -11.66% | -9.98% | -1.68% |
| IHG | 2010-05-11 | 2010-05-12 | 2010-06-10 | 1 | 21.59 | 21.59 | 0.00% | market | 62.50% | — | -0.05% | -6.14% | 6.09% |
| IHG | 2010-08-10 | 2010-08-11 | 2010-09-09 | 1 | 21.89 | 21.89 | 0.00% | market | 18.92% | — | 0.22% | 0.24% | -0.02% |
| SRL | 2010-11-15 | 2010-11-16 | 2010-12-15 | 1 | 33.55 | 33.55 | 0.00% | market | 636.36% | — | 8.51% | 4.03% | 4.48% |
| IHG | 2011-05-10 | 2011-05-11 | 2011-06-09 | 1 | 27.79 | 27.79 | 0.00% | market | 23.33% | — | -8.66% | -4.62% | -4.04% |
| AU | 2011-08-04 | 2011-08-05 | 2011-09-02 | 1 | 43.11 | 43.11 | 0.00% | market | 103.33% | — | 5.47% | -3.21% | 8.68% |
| HMY | 2011-10-31 | 2011-11-01 | 2011-11-30 | 1 | 12.62 | 12.62 | 0.00% | market | 30.00% | — | 12.02% | 2.43% | 9.60% |
| IHG | 2011-11-08 | 2011-11-09 | 2011-12-08 | 1 | 21.64 | 21.64 | 0.00% | market | 12.24% | — | 0.92% | -0.75% | 1.67% |
| HMY | 2012-05-09 | 2012-05-10 | 2012-06-08 | 1 | 9.64 | 9.64 | 0.00% | market | 25.00% | — | 6.12% | -2.62% | 8.74% |
| IHG | 2013-02-19 | 2013-02-20 | 2013-03-20 | 1 | 36.03 | 36.03 | 0.00% | market | 45.95% | — | -1.40% | 1.67% | -3.07% |
| IHG | 2013-08-06 | 2013-08-07 | 2013-09-05 | 1 | 37.02 | 37.02 | 0.00% | market | 217.54% | — | -5.72% | -1.91% | -3.81% |
| AU | 2013-11-06 | 2013-11-07 | 2013-12-06 | 1 | 15.46 | 15.46 | 0.00% | market | 2200.00% | — | -22.35% | 1.94% | -24.29% |
| BUD | 2015-05-06 | 2015-05-07 | 2015-06-05 | 1 | 119.08 | 119.08 | 0.00% | market | 15.70% | — | 4.45% | 0.89% | 3.56% |
| AU | 2015-08-17 | 2015-08-18 | 2015-09-16 | 1 | 6.62 | 6.62 | 0.00% | market | 100.00% | — | 19.99% | -4.79% | 24.78% |
| GRFS | 2015-11-04 | 2015-11-05 | 2015-12-04 | 1 | 17.93 | 17.93 | 0.00% | market | 18.18% | — | -2.00% | -0.38% | -1.61% |
| HUBG | 2016-02-03 | 2016-02-04 | 2016-03-04 | 1 | 15.93 | 15.93 | 0.00% | market | 125.00% | — | 16.66% | 5.10% | 11.56% |
| BBDO | 2016-04-15 | 2016-04-18 | 2016-05-16 | 3 | 6.88 | 6.88 | 0.00% | market | 1446.15% | — | -3.30% | -0.48% | -2.82% |
| HUBG | 2016-04-26 | 2016-04-27 | 2016-05-25 | 1 | 20.20 | 20.20 | 0.00% | market | 45.00% | — | -3.02% | 0.39% | -3.41% |
| TLYS | 2016-05-25 | 2016-05-26 | 2016-06-24 | 1 | 6.32 | 6.32 | 0.00% | market | 14.29% | — | -7.38% | -2.96% | -4.42% |
| HWM | 2016-07-11 | 2016-07-12 | 2016-08-09 | 1 | 23.16 | 23.16 | 0.00% | market | 60.71% | — | -3.09% | 1.70% | -4.79% |
| BDC | 2016-07-19 | 2016-07-20 | 2016-08-17 | 1 | 72.82 | 72.82 | 0.00% | market | 22.22% | — | -1.12% | 1.01% | -2.12% |
| MTG | 2016-07-19 | 2016-07-20 | 2016-08-17 | 1 | 7.02 | 7.02 | 0.00% | market | 30.00% | — | 10.01% | 1.01% | 9.01% |
| FNF | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 26.29 | 26.29 | 0.00% | market | 12.12% | — | 0.70% | 0.88% | -0.18% |
| MAT | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 33.03 | 33.03 | 0.00% | market | 66.67% | — | 0.96% | 0.88% | 0.08% |
| QCOM | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 59.80 | 59.80 | 0.00% | market | 19.59% | — | 5.32% | 0.88% | 4.44% |
| UFPI | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 34.62 | 34.62 | 0.00% | market | 12.24% | — | 1.78% | 0.88% | 0.90% |
| AMD | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 5.73 | 5.73 | 0.00% | market | 44.44% | — | 32.88% | 0.98% | 31.90% |
| CAMT | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 2.57 | 2.57 | 0.00% | market | 100.00% | — | -0.88% | 0.98% | -1.86% |
| DAN | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 12.87 | 12.87 | 0.00% | market | 12.77% | — | 10.39% | 0.98% | 9.41% |
| GATX | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 44.17 | 44.17 | 0.00% | market | 21.14% | — | 0.60% | 0.98% | -0.38% |
| SIMO | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 53.39 | 53.39 | 0.00% | market | 13.16% | — | 1.32% | 0.98% | 0.34% |
| TRN | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 14.94 | 14.94 | 0.00% | market | 29.17% | — | 18.78% | 0.98% | 17.79% |
| CR | 2016-07-25 | 2016-07-26 | 2016-08-23 | 1 | 61.36 | 61.36 | 0.00% | market | 18.63% | — | 6.47% | 1.13% | 5.34% |
| ARLP | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 19.62 | 19.62 | 0.00% | market | 49.09% | — | 5.86% | 0.30% | 5.56% |
| ATI | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 18.29 | 18.29 | 0.00% | market | 46.15% | — | -9.39% | 0.30% | -9.70% |
| AXS | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 54.82 | 54.82 | 0.00% | market | 45.71% | — | 1.92% | 0.30% | 1.62% |
| BAX | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 48.01 | 48.01 | 0.00% | market | 17.95% | — | -2.08% | 0.30% | -2.38% |
| BVN | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 12.88 | 12.88 | 0.00% | market | 109.09% | — | 2.00% | 0.30% | 1.69% |
| CIGI | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 39.57 | 39.57 | 0.00% | market | 14.55% | — | 9.25% | 0.30% | 8.95% |
| CNC | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 34.38 | 34.38 | 0.00% | market | 20.37% | — | -0.11% | 0.30% | -0.42% |
| CVLT | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 51.81 | 51.81 | 0.00% | market | 23.53% | — | -0.22% | 0.30% | -0.52% |
| KKR | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 14.50 | 14.50 | 0.00% | market | 360.00% | — | 1.97% | 0.30% | 1.67% |
| UA | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 41.50 | 41.50 | 0.00% | market | 101.42% | — | 3.88% | 0.30% | 3.57% |
| UAA | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 41.50 | 41.50 | 0.00% | market | 300.00% | — | 3.88% | 0.30% | 3.57% |
| ACGL | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 23.84 | 23.84 | 0.00% | market | 15.15% | — | 11.02% | 0.65% | 10.36% |
| BA | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 135.40 | 135.40 | 0.00% | market | 50.00% | — | -1.89% | 0.65% | -2.54% |
| BELFB | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 20.39 | 20.39 | 0.00% | market | 70.37% | — | 12.65% | 0.65% | 12.00% |
| ENTG | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 16.65 | 16.65 | 0.00% | market | 40.00% | — | 3.86% | 0.65% | 3.21% |
| FBIN | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 53.38 | 53.38 | 0.00% | market | 12.33% | — | 1.59% | 0.65% | 0.93% |
| GLW | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 21.49 | 21.49 | 0.00% | market | 15.62% | — | 5.44% | 0.65% | 4.79% |
| GRMN | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 52.00 | 52.00 | 0.00% | market | 29.85% | — | -2.95% | 0.65% | -3.60% |
| GSK | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 45.45 | 45.45 | 0.00% | market | 27.54% | — | -3.86% | 0.65% | -4.51% |
| HBM | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 4.69 | 4.69 | 0.00% | market | 150.00% | — | -6.71% | 0.65% | -7.36% |
| KIM | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 31.12 | 31.12 | 0.00% | market | 187.50% | — | -4.25% | 0.65% | -4.90% |
| LRCX | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 9.29 | 9.29 | 0.00% | market | 12.50% | — | 0.44% | 0.65% | -0.21% |
| OC | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 52.84 | 52.84 | 0.00% | market | 50.00% | — | 2.45% | 0.65% | 1.80% |
| TTMI | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 9.14 | 9.14 | 0.00% | market | 47.37% | — | 16.64% | 0.65% | 15.99% |
| WIX | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 36.50 | 36.50 | 0.00% | market | 30.77% | — | 10.01% | 0.65% | 9.36% |
| ALKS | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 49.00 | 49.00 | 0.00% | market | 90.00% | — | -9.28% | 0.38% | -9.67% |
| BBD | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 4.36 | 4.36 | 0.00% | market | 63.64% | — | 3.34% | 0.38% | 2.96% |
| BEN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 34.91 | 34.91 | 0.00% | market | 14.93% | — | 3.48% | 0.38% | 3.10% |
| CENX | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 7.02 | 7.02 | 0.00% | market | 44.44% | — | -8.08% | 0.38% | -8.46% |
| COLM | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 60.47 | 60.47 | 0.00% | market | 33.33% | — | -5.89% | 0.38% | -6.27% |
| CVE | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 14.15 | 14.15 | 0.00% | market | 20.00% | — | 4.85% | 0.38% | 4.46% |
| CVI | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 11.27 | 11.27 | 0.00% | market | 725.08% | — | -2.94% | 0.38% | -3.32% |
| CWST | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 9.14 | 9.14 | 0.00% | market | 140.00% | — | 0.67% | 0.38% | 0.28% |
| DGII | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 11.95 | 11.95 | 0.00% | market | 60.00% | — | -2.02% | 0.38% | -2.41% |
| EHC | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 33.08 | 33.08 | 0.00% | market | 15.00% | — | -3.36% | 0.38% | -3.75% |
| EME | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 56.22 | 56.22 | 0.00% | market | 33.80% | — | 1.31% | 0.38% | 0.92% |
| KLAC | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 7.72 | 7.72 | 0.00% | market | 28.57% | — | -12.66% | 0.38% | -13.05% |
| LKQ | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 33.66 | 33.66 | 0.00% | market | 12.24% | — | 5.93% | 0.38% | 5.55% |
| LPLA | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 26.26 | 26.26 | 0.00% | market | 20.45% | — | 11.25% | 0.38% | 10.86% |
| MTH | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 18.64 | 18.64 | 0.00% | market | 20.00% | — | -4.34% | 0.38% | -4.72% |
| NTCT | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 27.63 | 27.63 | 0.00% | market | 12.00% | — | 7.65% | 0.38% | 7.26% |
| OSK | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 54.31 | 54.31 | 0.00% | market | 22.83% | — | 0.14% | 0.38% | -0.24% |
| PENN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 15.06 | 15.06 | 0.00% | market | 37.93% | — | -4.42% | 0.38% | -4.80% |
| RGA | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 94.33 | 94.33 | 0.00% | market | 22.27% | — | 10.80% | 0.38% | 10.41% |
| UTHR | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 118.97 | 118.97 | 0.00% | market | 36.34% | — | 2.25% | 0.38% | 1.86% |
| BCS | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 8.06 | 8.06 | 0.00% | market | 173.68% | — | 7.84% | 0.54% | 7.30% |
| CACC | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 191.90 | 191.90 | 0.00% | market | 13.47% | — | 6.82% | 0.54% | 6.28% |
| CVX | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 101.33 | 101.33 | 0.00% | market | 54.84% | — | 0.61% | 0.54% | 0.07% |
| KT | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 15.33 | 15.33 | 0.00% | market | 24.62% | — | 2.77% | 0.54% | 2.23% |
| MOG-A | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 55.05 | 55.05 | 0.00% | market | 13.64% | — | 9.09% | 0.54% | 8.55% |
| MT | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 19.23 | 19.23 | 0.00% | market | 375.00% | — | -3.53% | 0.54% | -4.07% |
| SONY | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 6.60 | 6.60 | 0.00% | market | 153.57% | — | -0.55% | 0.54% | -1.09% |
| UBS | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 13.70 | 13.70 | 0.00% | market | 14.81% | — | 2.82% | 0.54% | 2.28% |
| BCH | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 21.11 | 21.11 | 0.00% | market | 45.00% | — | 0.75% | 0.62% | 0.13% |
| SBRA | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 23.98 | 23.98 | 0.00% | market | 60.61% | — | 6.61% | 0.62% | 5.99% |
| TEX | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 22.35 | 22.35 | 0.00% | market | 18.52% | — | 9.03% | 0.62% | 8.40% |
| VECO | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 20.00 | 20.00 | 0.00% | market | 13.64% | — | -0.75% | 0.62% | -1.37% |
| ZWS | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 10.43 | 10.43 | 0.00% | market | 16.67% | — | 3.45% | 0.62% | 2.82% |
| AR | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 26.31 | 26.31 | 0.00% | market | 27.27% | — | -2.95% | 0.88% | -3.83% |
| DVN | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 36.12 | 36.12 | 0.00% | market | 127.27% | — | 19.86% | 0.88% | 18.98% |
| EA | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 76.66 | 76.66 | 0.00% | market | 393.65% | — | 5.86% | 0.88% | 4.98% |
| ETR | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 40.35 | 40.35 | 0.00% | market | 203.92% | — | -3.20% | 0.88% | -4.08% |
| FANG | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 87.48 | 87.48 | 0.00% | market | 73.33% | — | 8.78% | 0.88% | 7.90% |
| GNW | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 3.43 | 3.43 | 0.00% | market | 19.05% | — | 37.80% | 0.88% | 36.92% |
| HMC | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 28.03 | 28.03 | 0.00% | market | 32.39% | — | 9.82% | 0.88% | 8.94% |
| IDCC | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 59.87 | 59.87 | 0.00% | market | 84.62% | — | 19.18% | 0.88% | 18.29% |
| MDU | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 8.89 | 8.89 | 0.00% | market | 20.00% | — | 0.57% | 0.88% | -0.31% |
| MGNI | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 9.50 | 9.50 | 0.00% | market | 70.00% | — | -10.63% | 0.88% | -11.51% |
| MOD | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 10.00 | 10.00 | 0.00% | market | 16.67% | — | 7.00% | 0.88% | 6.12% |
| PLUS | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 21.39 | 21.39 | 0.00% | market | 18.75% | — | 5.70% | 0.88% | 4.82% |
| RACE | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 46.43 | 46.43 | 0.00% | market | 18.19% | — | 3.58% | 0.88% | 2.70% |
| SM | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 13.18 | 13.18 | 0.00% | market | 36.23% | — | 43.60% | 0.88% | 42.72% |
| WBD | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 26.81 | 26.81 | 0.00% | market | 22.22% | — | -4.95% | 0.88% | -5.83% |
| AGO | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 26.76 | 26.76 | 0.00% | market | 90.74% | — | 3.00% | 0.50% | 2.50% |
| APO | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 17.89 | 17.89 | 0.00% | market | 390.00% | — | 4.76% | 0.50% | 4.26% |
| ARCO | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 5.84 | 5.84 | 0.00% | market | 2200.11% | — | -17.91% | 0.50% | -18.41% |
| ATRO | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 25.07 | 25.07 | 0.00% | market | 20.51% | — | 12.94% | 0.50% | 12.44% |
| BIP | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 19.01 | 19.01 | 0.00% | market | 160.00% | — | 0.85% | 0.50% | 0.35% |
| CDW | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 44.46 | 44.46 | 0.00% | market | 12.05% | — | -0.32% | 0.50% | -0.82% |
| CPA | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 69.19 | 69.19 | 0.00% | market | 121.74% | — | 10.88% | 0.50% | 10.38% |
| DK | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 13.52 | 13.52 | 0.00% | market | 71.43% | — | 27.93% | 0.50% | 27.43% |
| DKL | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 26.02 | 26.02 | 0.00% | market | 13.79% | — | 1.86% | 0.50% | 1.36% |
| EXEL | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 10.03 | 10.03 | 0.00% | market | 40.74% | — | 13.06% | 0.50% | 12.56% |
| HUBS | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 54.96 | 54.96 | 0.00% | market | 53.33% | — | 2.03% | 0.50% | 1.53% |
| IAG | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 5.31 | 5.31 | 0.00% | market | 142.72% | — | -29.29% | 0.50% | -29.79% |
| ITUB | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 4.99 | 4.99 | 0.00% | market | 21.43% | — | 1.30% | 0.50% | 0.80% |
| BWXT | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 38.05 | 38.05 | 0.00% | market | 15.79% | — | 2.55% | 0.40% | 2.15% |
| ATHM | 2016-08-16 | 2016-08-17 | 2016-09-15 | 1 | 26.30 | 26.30 | 0.00% | market | 29.15% | — | -12.69% | -1.25% | -11.44% |
| CIG-C | 2016-08-16 | 2016-08-17 | 2016-09-15 | 1 | 1.55 | 1.55 | 0.00% | market | 720.00% | — | -12.36% | -1.25% | -11.11% |
| BBWI | 2016-08-17 | 2016-08-18 | 2016-09-16 | 1 | 62.09 | 62.09 | 0.00% | market | 18.64% | — | -6.54% | -2.28% | -4.27% |
| JOYY | 2016-08-17 | 2016-08-18 | 2016-09-16 | 1 | 49.51 | 49.51 | 0.00% | market | 40.85% | — | 9.94% | -2.28% | 12.21% |
| NTES | 2016-08-17 | 2016-08-18 | 2016-09-16 | 1 | 43.40 | 43.40 | 0.00% | market | 43.14% | — | 9.60% | -2.28% | 11.88% |
| DE | 2016-08-19 | 2016-08-22 | 2016-09-20 | 3 | 86.90 | 86.90 | 0.00% | market | 64.89% | — | -5.20% | -2.22% | -2.98% |
| BBY | 2016-08-23 | 2016-08-24 | 2016-09-22 | 1 | 39.20 | 39.20 | 0.00% | market | 32.56% | — | -1.96% | -0.74% | -1.22% |
| INTU | 2016-08-23 | 2016-08-24 | 2016-09-22 | 1 | 108.38 | 108.38 | 0.00% | market | 541.54% | — | 2.10% | -0.74% | 2.84% |
| ADSK | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 66.00 | 66.00 | 0.00% | market | 138.46% | — | 7.60% | -1.69% | 9.29% |
| CM | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 40.13 | 40.13 | 0.00% | market | 13.94% | — | -5.46% | -1.69% | -3.77% |
| MESO | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 10.26 | 10.26 | 0.00% | market | 4000.00% | — | -14.14% | -1.69% | -12.45% |
| P | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 13.51 | 13.51 | 0.00% | market | 30.43% | — | -1.21% | -1.69% | 0.48% |
| REX | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 13.42 | 13.42 | 0.00% | market | 70.32% | — | 2.73% | -1.69% | 4.42% |
| OOMA | 2016-08-30 | 2016-08-31 | 2016-09-29 | 1 | 8.67 | 8.67 | 0.00% | market | 37.50% | — | 1.51% | -1.35% | 2.86% |
| PKX | 2016-08-30 | 2016-08-31 | 2016-09-29 | 1 | 50.56 | 50.56 | 0.00% | market | 37.93% | — | 1.54% | -1.35% | 2.89% |
| ASND | 2016-08-31 | 2016-09-01 | 2016-09-30 | 1 | 18.70 | 18.70 | 0.00% | market | 13.04% | — | 7.39% | -0.49% | 7.88% |
| BOX | 2016-08-31 | 2016-09-01 | 2016-09-30 | 1 | 13.25 | 13.25 | 0.00% | market | 30.00% | — | 18.84% | -0.49% | 19.34% |
| GEF | 2016-08-31 | 2016-09-01 | 2016-09-30 | 1 | 43.39 | 43.39 | 0.00% | market | 26.39% | — | 14.19% | -0.49% | 14.68% |
| PI | 2016-08-31 | 2016-09-01 | 2016-09-30 | 1 | 26.52 | 26.52 | 0.00% | market | 275.00% | — | 41.00% | -0.49% | 41.49% |
| TCOM | 2016-08-31 | 2016-09-01 | 2016-09-30 | 1 | 47.05 | 47.05 | 0.00% | market | 14.71% | — | -1.12% | -0.49% | -0.63% |
| AGX | 2016-09-06 | 2016-09-07 | 2016-10-05 | 1 | 50.00 | 50.00 | 0.00% | market | 63.29% | — | 17.42% | -1.47% | 18.89% |
| ABM | 2016-09-07 | 2016-09-08 | 2016-10-06 | 1 | 40.00 | 40.00 | 0.00% | market | 35.00% | — | -1.95% | -1.30% | -0.65% |
| BNED | 2016-09-08 | 2016-09-09 | 2016-10-07 | 1 | 1,090.00 | 1,090.00 | 0.00% | market | 12.50% | — | -14.04% | -0.89% | -13.16% |
| BRC | 2016-09-09 | 2016-09-12 | 2016-10-10 | 3 | 34.26 | 34.26 | 0.00% | market | 32.43% | — | 1.51% | 1.78% | -0.27% |
| LEN | 2016-09-20 | 2016-09-21 | 2016-10-19 | 1 | 43.43 | 43.43 | 0.00% | market | 13.48% | — | -3.46% | 0.02% | -3.48% |
| THO | 2016-09-26 | 2016-09-27 | 2016-10-25 | 1 | 85.86 | 85.86 | 0.00% | market | 18.05% | — | -5.80% | 0.06% | -5.85% |
| EBF | 2016-09-27 | 2016-09-28 | 2016-10-26 | 1 | 17.20 | 17.20 | 0.00% | market | 34.62% | — | -12.02% | -0.97% | -11.05% |
| IDT | 2016-09-28 | 2016-09-29 | 2016-10-27 | 1 | 16.50 | 16.50 | 0.00% | market | 72.41% | — | 12.51% | -1.49% | 14.00% |
| WOR | 2016-09-28 | 2016-09-29 | 2016-10-27 | 1 | 28.88 | 28.88 | 0.00% | market | 33.77% | — | -0.27% | -1.49% | 1.22% |
| MU | 2016-10-04 | 2016-10-05 | 2016-11-02 | 1 | 17.55 | 17.55 | 0.00% | market | 58.33% | — | -5.06% | -2.63% | -2.43% |
| WMS | 2016-10-06 | 2016-10-07 | 2016-11-04 | 1 | 21.81 | 21.81 | 0.00% | market | 54.17% | — | -11.84% | -3.49% | -8.34% |
| JPM | 2016-10-14 | 2016-10-17 | 2016-11-14 | 3 | 67.42 | 67.42 | 0.00% | market | 12.86% | — | 17.83% | 1.64% | 16.19% |
| BAC | 2016-10-17 | 2016-10-18 | 2016-11-15 | 1 | 16.19 | 16.19 | 0.00% | market | 20.59% | — | 24.42% | 1.89% | 22.54% |
| HAS | 2016-10-17 | 2016-10-18 | 2016-11-15 | 1 | 82.08 | 82.08 | 0.00% | market | 16.67% | — | 3.98% | 1.89% | 2.10% |
| GS | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 173.37 | 173.37 | 0.00% | market | 27.75% | — | 18.87% | 1.80% | 17.07% |
| MTG | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 8.42 | 8.42 | 0.00% | market | 47.06% | — | 7.38% | 1.80% | 5.58% |
| NIC | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 38.99 | 38.99 | 0.00% | market | 23.21% | — | 10.75% | 1.80% | 8.95% |
| RF | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 10.33 | 10.33 | 0.00% | market | 14.29% | — | 24.68% | 1.80% | 22.88% |
| AXP | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 65.34 | 65.34 | 0.00% | market | 23.71% | — | 9.76% | 2.39% | 7.36% |
| BANC | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 14.03 | 14.03 | 0.00% | market | 40.48% | — | 1.11% | 2.39% | -1.28% |
| CVLG | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 7.63 | 7.63 | 0.00% | market | 14.29% | — | 25.85% | 2.39% | 23.46% |
| FTI | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 26.44 | 26.44 | 0.00% | market | 52.17% | — | 8.03% | 2.39% | 5.64% |
| MS | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 32.84 | 32.84 | 0.00% | market | 26.98% | — | 21.61% | 2.39% | 19.22% |
| AAL | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 39.97 | 39.97 | 0.00% | market | 66.67% | — | 15.64% | 2.16% | 13.48% |
| CLS | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 11.00 | 11.00 | 0.00% | market | 43.33% | — | 12.17% | 2.16% | 10.01% |
| DAN | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 14.88 | 14.88 | 0.00% | market | 13.95% | — | 14.21% | 2.16% | 12.05% |
| FITB | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 20.87 | 20.87 | 0.00% | market | 58.54% | — | 22.95% | 2.16% | 20.79% |
| GATX | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 46.03 | 46.03 | 0.00% | market | 69.17% | — | 11.09% | 2.16% | 8.93% |
| STBA | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 28.41 | 28.41 | 0.00% | market | 18.00% | — | 19.89% | 2.16% | 17.73% |
| STC | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 45.07 | 45.07 | 0.00% | market | 17.31% | — | 3.29% | 2.16% | 1.13% |
| TFII | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 20.07 | 20.07 | 0.00% | market | 13.21% | — | 22.82% | 2.16% | 20.66% |
| PDS | 2016-10-21 | 2016-10-24 | 2016-11-21 | 3 | 98.60 | 98.60 | 0.00% | market | 23.53% | — | 1.52% | 2.40% | -0.87% |
| RBCAA | 2016-10-21 | 2016-10-24 | 2016-11-21 | 3 | 30.84 | 30.84 | 0.00% | market | 23.68% | — | 16.76% | 2.40% | 14.37% |
| AGNC | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 20.13 | 20.13 | 0.00% | market | 16.36% | — | -4.82% | 2.75% | -7.57% |
| AVB | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 164.93 | 164.93 | 0.00% | market | 123.28% | — | -1.63% | 2.75% | -4.38% |
| KN | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 15.01 | 15.01 | 0.00% | market | 27.59% | — | 9.56% | 2.75% | 6.81% |
| WFG | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 31.77 | 31.77 | 0.00% | market | 42.16% | — | 14.60% | 2.75% | 11.85% |
| ZION | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 32.65 | 32.65 | 0.00% | market | 14.00% | — | 18.31% | 2.75% | 15.56% |
| BKR | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 37.98 | 37.98 | 0.00% | market | 65.91% | — | 14.17% | 3.51% | 10.66% |
| CSV | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 25.25 | 25.25 | 0.00% | market | 13.16% | — | 6.91% | 3.51% | 3.40% |
| CVLT | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 55.16 | 55.16 | 0.00% | market | 25.00% | — | 0.70% | 3.51% | -2.82% |
| ETR | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 36.17 | 36.17 | 0.00% | market | 17.35% | — | -5.93% | 3.51% | -9.45% |
| GM | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 31.22 | 31.22 | 0.00% | market | 18.62% | — | 8.36% | 3.51% | 4.84% |
| KEY | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 13.87 | 13.87 | 0.00% | market | 15.38% | — | 26.22% | 3.51% | 22.70% |
| LMT | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 248.60 | 248.60 | 0.00% | market | 26.22% | — | 6.26% | 3.51% | 2.74% |
| MCRI | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 25.20 | 25.20 | 0.00% | market | 12.50% | — | 2.68% | 3.51% | -0.84% |
| NTB | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 25.48 | 25.48 | 0.00% | market | 22.45% | — | 14.42% | 3.51% | 10.91% |
| RNG | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 22.05 | 22.05 | 0.00% | market | 159.97% | — | 3.53% | 3.51% | 0.02% |
| RRC | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 36.80 | 36.80 | 0.00% | market | 60.00% | — | -0.15% | 3.51% | -3.67% |
| SKT | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 36.00 | 36.00 | 0.00% | market | 176.92% | — | -4.38% | 3.51% | -7.89% |
| USNA | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 65.23 | 65.23 | 0.00% | market | 12.15% | — | -3.66% | 3.51% | -7.18% |
| VLO | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 58.72 | 58.72 | 0.00% | market | 33.33% | — | 10.12% | 3.51% | 6.61% |
| AIT | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 48.35 | 48.35 | 0.00% | market | 14.75% | — | 24.51% | 3.23% | 21.28% |
| AR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 25.97 | 25.97 | 0.00% | market | 50.00% | — | -5.68% | 3.23% | -8.92% |
| AXS | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 57.46 | 57.46 | 0.00% | market | 69.52% | — | 6.91% | 3.23% | 3.68% |
| BA | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 145.83 | 145.83 | 0.00% | market | 33.97% | — | 2.79% | 3.23% | -0.45% |
| BEN | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 35.22 | 35.22 | 0.00% | market | 18.84% | — | 11.54% | 3.23% | 8.31% |
| CACI | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 105.00 | 105.00 | 0.00% | market | 17.60% | — | 22.28% | 3.23% | 19.05% |
| CAKE | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 54.00 | 54.00 | 0.00% | market | 14.75% | — | 10.77% | 3.23% | 7.54% |
| CDE | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 11.21 | 11.21 | 0.00% | market | 320.00% | — | -14.91% | 3.23% | -18.14% |
| DTE | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 79.49 | 79.49 | 0.00% | market | 20.25% | — | 0.55% | 3.23% | -2.68% |
| EVR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 55.40 | 55.40 | 0.00% | market | 24.49% | — | 21.20% | 3.23% | 17.97% |
| EXC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 23.79 | 23.79 | 0.00% | market | 22.97% | — | -2.45% | 3.23% | -5.69% |
| MC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 27.40 | 27.40 | 0.00% | market | 29.41% | — | 8.48% | 3.23% | 5.24% |
| MEOH | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 38.32 | 38.32 | 0.00% | market | 93.75% | — | 3.50% | 3.23% | 0.27% |
| MUR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 29.40 | 29.40 | 0.00% | market | 14.29% | — | 4.49% | 3.23% | 1.26% |
| NEU | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 401.59 | 401.59 | 0.00% | market | 14.94% | — | 2.24% | 3.23% | -0.99% |
| RES | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 17.98 | 17.98 | 0.00% | market | 14.29% | — | 1.57% | 3.23% | -1.67% |
| RJF | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 40.13 | 40.13 | 0.00% | market | 28.79% | — | 20.33% | 3.23% | 17.10% |
| RUSHA | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 11.07 | 11.07 | 0.00% | market | 23.08% | — | 17.97% | 3.23% | 14.73% |
| TER | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 23.33 | 23.33 | 0.00% | market | 17.86% | — | 7.74% | 3.23% | 4.51% |
| TTMI | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 12.20 | 12.20 | 0.00% | market | 21.88% | — | 10.97% | 3.23% | 7.73% |
| VLRS | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 19.22 | 19.22 | 0.00% | market | 37.84% | — | -20.91% | 3.23% | -24.15% |
| WDC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 44.24 | 44.24 | 0.00% | market | 12.38% | — | 5.10% | 3.23% | 1.86% |
| ALV | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 68.86 | 68.86 | 0.00% | market | 17.39% | — | 7.57% | 3.44% | 4.12% |
| ATRC | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 18.75 | 18.75 | 0.00% | market | 25.00% | — | 0.41% | 3.44% | -3.04% |
| BELFB | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 23.45 | 23.45 | 0.00% | market | 43.48% | — | 26.98% | 3.44% | 23.54% |
| BMRN | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 79.73 | 79.73 | 0.00% | market | 33.33% | — | 10.72% | 3.44% | 7.28% |
| BX | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 25.48 | 25.48 | 0.00% | market | 18.75% | — | 1.20% | 3.44% | -2.25% |
| CMS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 41.24 | 41.24 | 0.00% | market | 12.90% | — | 0.58% | 3.44% | -2.86% |
| CRUS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 56.87 | 56.87 | 0.00% | market | 28.57% | — | 1.10% | 3.44% | -2.35% |
| CX | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 8.63 | 8.63 | 0.00% | market | 122.22% | — | -12.50% | 3.44% | -15.94% |
| CYTK | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 9.75 | 9.75 | 0.00% | market | 355.17% | — | 26.57% | 3.44% | 23.12% |
| DD | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 97.38 | 97.38 | 0.00% | market | 13.75% | — | -0.47% | 3.44% | -3.91% |
| ELME | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 29.96 | 29.96 | 0.00% | market | 1237.50% | — | 3.47% | 3.44% | 0.03% |
| EQT | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 36.89 | 36.89 | 0.00% | market | 40.91% | — | 3.51% | 3.44% | 0.06% |
| F | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 11.74 | 11.74 | 0.00% | market | 30.00% | — | 1.43% | 3.44% | -2.01% |
| FTV | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 31.68 | 31.68 | 0.00% | market | 13.56% | — | 10.57% | 3.44% | 7.13% |
| HCA | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 79.33 | 79.33 | 0.00% | market | 13.38% | — | -11.31% | 3.44% | -14.75% |
| MCS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 25.70 | 25.70 | 0.00% | market | 21.43% | — | 19.55% | 3.44% | 16.11% |
| NSIT | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 33.55 | 33.55 | 0.00% | market | 16.98% | — | 1.57% | 3.44% | -1.87% |
| OIS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 32.40 | 32.40 | 0.00% | market | 17.39% | — | -0.25% | 3.44% | -3.70% |
| PENN | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 12.94 | 12.94 | 0.00% | market | 82.14% | — | 6.24% | 3.44% | 2.79% |
| PIPR | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 13.70 | 13.70 | 0.00% | market | 47.31% | — | 24.94% | 3.44% | 21.49% |
| SIMO | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 44.91 | 44.91 | 0.00% | market | 13.83% | — | 1.90% | 3.44% | -1.54% |
| SRPT | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 40.19 | 40.19 | 0.00% | market | 12.59% | — | -9.83% | 3.44% | -13.27% |
| SSD | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 42.11 | 42.11 | 0.00% | market | 14.81% | — | 12.56% | 3.44% | 9.11% |
| TAL | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 13.68 | 13.68 | 0.00% | market | 33.33% | — | -6.53% | 3.44% | -9.98% |
| TEAM | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 28.02 | 28.02 | 0.00% | market | 42.86% | — | -2.96% | 3.44% | -6.40% |
| UFI | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 30.55 | 30.55 | 0.00% | market | 54.55% | — | 3.76% | 3.44% | 0.32% |
| VALE | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 6.98 | 6.98 | 0.00% | market | 35.71% | — | 30.27% | 3.44% | 26.83% |
| APO | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 18.40 | 18.40 | 0.00% | market | 28.89% | — | 4.74% | 3.75% | 0.99% |
| ARLP | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 24.40 | 24.40 | 0.00% | market | 24.66% | — | -2.15% | 3.75% | -5.90% |
| OPY | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 13.95 | 13.95 | 0.00% | market | 33.33% | — | 31.80% | 3.75% | 28.05% |
| SNY | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 39.01 | 39.01 | 0.00% | market | 16.28% | — | 3.57% | 3.75% | -0.18% |
| AMKR | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 9.88 | 9.88 | 0.00% | market | 19.05% | — | 19.54% | 3.50% | 16.04% |
| CNA | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 36.93 | 36.93 | 0.00% | market | 40.24% | — | 3.53% | 3.50% | 0.03% |
| EMBJ | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 22.19 | 22.19 | 0.00% | market | 59.26% | — | -11.82% | 3.50% | -15.32% |
| HMC | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 29.40 | 29.40 | 0.00% | market | 64.41% | — | 1.06% | 3.50% | -2.44% |
| AMRC | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 5.40 | 5.40 | 0.00% | market | 33.33% | — | 11.01% | 4.23% | 6.78% |
| AAOI | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 23.30 | 23.30 | 0.00% | market | 35.71% | — | 2.48% | 5.79% | -3.31% |
| BN | 2016-11-11 | 2016-11-14 | 2016-12-13 | 3 | 11.69 | 11.69 | 0.00% | market | 360.00% | — | 3.66% | 4.94% | -1.28% |
| HTHT | 2016-11-14 | 2016-11-15 | 2016-12-14 | 1 | 11.87 | 11.87 | 0.00% | market | 14.29% | — | 6.89% | 4.07% | 2.82% |
| NMM | 2016-11-14 | 2016-11-15 | 2016-12-14 | 1 | 26.99 | 26.99 | 0.00% | market | 600.00% | — | -20.66% | 4.07% | -24.74% |
| YRD | 2016-11-15 | 2016-11-16 | 2016-12-15 | 1 | 32.88 | 32.88 | 0.00% | market | 373.68% | — | -18.65% | 4.25% | -22.90% |
| JKS | 2016-11-16 | 2016-11-17 | 2016-12-16 | 1 | 14.54 | 14.54 | 0.00% | market | 27.38% | — | 8.50% | 3.21% | 5.29% |
| TGT | 2016-11-16 | 2016-11-17 | 2016-12-16 | 1 | 76.18 | 76.18 | 0.00% | market | 25.30% | — | 0.65% | 3.21% | -2.56% |
| BBY | 2016-11-17 | 2016-11-18 | 2016-12-19 | 1 | 45.68 | 45.68 | 0.00% | market | 31.91% | — | 1.83% | 2.95% | -1.12% |
| CRM | 2016-11-17 | 2016-11-18 | 2016-12-19 | 1 | 79.57 | 79.57 | 0.00% | market | 14.29% | — | -12.74% | 2.95% | -15.69% |
| HP | 2016-11-17 | 2016-11-18 | 2016-12-19 | 1 | 67.53 | 67.53 | 0.00% | market | 23.26% | — | 16.07% | 2.95% | 13.12% |
| INTU | 2016-11-17 | 2016-11-18 | 2016-12-19 | 1 | 113.74 | 113.74 | 0.00% | market | 100.33% | — | 3.78% | 2.95% | 0.83% |
| POST | 2016-11-17 | 2016-11-18 | 2016-12-19 | 1 | 49.95 | 49.95 | 0.00% | market | 41.86% | — | 4.30% | 2.95% | 1.36% |
| JOYY | 2016-11-21 | 2016-11-22 | 2016-12-21 | 1 | 44.00 | 44.00 | 0.00% | market | 46.21% | — | -2.33% | 2.39% | -4.71% |
| SBLK | 2016-11-21 | 2016-11-22 | 2016-12-21 | 1 | 5.49 | 5.49 | 0.00% | market | 32.31% | — | -13.03% | 2.39% | -15.42% |
| ADI | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 73.67 | 73.67 | 0.00% | market | 17.98% | — | -0.40% | 2.45% | -2.85% |
| MOV | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 29.35 | 29.35 | 0.00% | market | 26.39% | — | -1.97% | 2.45% | -4.43% |
| QURE | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 6.54 | 6.54 | 0.00% | market | 30.23% | — | -13.56% | 2.45% | -16.01% |
| THO | 2016-11-28 | 2016-11-29 | 2016-12-28 | 1 | 98.09 | 98.09 | 0.00% | market | 21.14% | — | 2.67% | 1.76% | 0.91% |
| VNET | 2016-11-28 | 2016-11-29 | 2016-12-28 | 1 | 7.74 | 7.74 | 0.00% | market | 80.00% | — | -8.50% | 1.76% | -10.26% |
| ADSK | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 72.71 | 72.71 | 0.00% | market | 25.00% | — | 3.02% | 1.23% | 1.79% |
| GWRE | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 58.86 | 58.86 | 0.00% | market | 140.00% | — | -15.17% | 1.23% | -16.40% |
| NTNX | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 34.44 | 34.44 | 0.00% | market | 15.91% | — | -24.08% | 1.23% | -25.31% |
| OOMA | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 9.90 | 9.90 | 0.00% | market | 60.00% | — | -11.21% | 1.23% | -12.44% |
| REX | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 15.50 | 15.50 | 0.00% | market | 81.53% | — | 6.80% | 1.23% | 5.58% |
| SFL | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 14.40 | 14.40 | 0.00% | market | 12.90% | — | 2.68% | 1.23% | 1.45% |
| UTI | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 2.60 | 2.60 | 0.00% | market | 55.17% | — | 18.36% | 1.23% | 17.13% |
| BL | 2016-11-30 | 2016-12-01 | 2016-12-30 | 1 | 26.06 | 26.06 | 0.00% | market | 66.67% | — | 5.92% | 1.27% | 4.66% |
| BOX | 2016-11-30 | 2016-12-01 | 2016-12-30 | 1 | 15.60 | 15.60 | 0.00% | market | 26.32% | — | -11.25% | 1.27% | -12.52% |
| GLNG | 2016-11-30 | 2016-12-01 | 2016-12-30 | 1 | 25.27 | 25.27 | 0.00% | market | 53.66% | — | -9.32% | 1.27% | -10.59% |
| P | 2016-11-30 | 2016-12-01 | 2016-12-30 | 1 | 13.91 | 13.91 | 0.00% | market | 33.33% | — | -18.79% | 1.27% | -20.06% |
| TLYS | 2016-11-30 | 2016-12-01 | 2016-12-30 | 1 | 11.88 | 11.88 | 0.00% | market | 100.00% | — | 10.93% | 1.27% | 9.66% |
| AMBA | 2016-12-01 | 2016-12-02 | 2017-01-03 | 1 | 56.99 | 56.99 | 0.00% | market | 18.09% | — | -7.91% | 2.54% | -10.44% |
| CENT | 2016-12-01 | 2016-12-02 | 2017-01-03 | 1 | 23.49 | 23.49 | 0.00% | market | 160.01% | — | 11.65% | 2.54% | 9.11% |
| WDAY | 2016-12-01 | 2016-12-02 | 2017-01-03 | 1 | 68.92 | 68.92 | 0.00% | market | 175.00% | — | -0.88% | 2.54% | -3.42% |
| GCO | 2016-12-02 | 2016-12-05 | 2017-01-04 | 3 | 66.40 | 66.40 | 0.00% | market | 37.63% | — | -4.62% | 2.69% | -7.31% |
| AGX | 2016-12-06 | 2016-12-07 | 2017-01-06 | 1 | 67.75 | 67.75 | 0.00% | market | 56.76% | — | 8.09% | 2.57% | 5.52% |
| BMO | 2016-12-06 | 2016-12-07 | 2017-01-06 | 1 | 69.80 | 69.80 | 0.00% | market | 15.94% | — | 5.60% | 2.57% | 3.03% |
| OXM | 2016-12-06 | 2016-12-07 | 2017-01-06 | 1 | 62.36 | 62.36 | 0.00% | market | 22.22% | — | -6.88% | 2.57% | -9.45% |
| WLY | 2016-12-07 | 2016-12-08 | 2017-01-09 | 1 | 56.15 | 56.15 | 0.00% | market | 15.15% | — | -0.63% | 0.84% | -1.48% |
| HOV | 2016-12-08 | 2016-12-09 | 2017-01-10 | 1 | 59.75 | 59.75 | 0.00% | market | 22.32% | — | 14.96% | 0.47% | 14.50% |
| MEI | 2016-12-08 | 2016-12-09 | 2017-01-10 | 1 | 42.80 | 42.80 | 0.00% | market | 20.00% | — | -4.66% | 0.47% | -5.12% |
| BLBD | 2016-12-13 | 2016-12-14 | 2017-01-13 | 1 | 17.40 | 17.40 | 0.00% | market | 16.67% | — | -7.86% | -0.16% | -7.70% |
| SMMT | 2016-12-15 | 2016-12-16 | 2017-01-18 | 1 | 8.35 | 8.35 | 0.00% | market | 43.75% | — | 25.05% | 0.33% | 24.72% |
| BB | 2016-12-20 | 2016-12-21 | 2017-01-23 | 1 | 7.52 | 7.52 | 0.00% | market | 373.93% | — | -5.29% | -0.04% | -5.24% |
| CCL | 2016-12-20 | 2016-12-21 | 2017-01-23 | 1 | 52.27 | 52.27 | 0.00% | market | 15.52% | — | 2.77% | -0.04% | 2.81% |
| LW | 2017-01-10 | 2017-01-11 | 2017-02-09 | 1 | 36.70 | 36.70 | 0.00% | market | 14.55% | — | 6.39% | 1.87% | 4.51% |
| SNX | 2017-01-10 | 2017-01-11 | 2017-02-09 | 1 | 61.76 | 61.76 | 0.00% | market | 22.97% | — | -3.37% | 1.87% | -5.24% |
| JPM | 2017-01-13 | 2017-01-17 | 2017-02-14 | 4 | 84.93 | 84.93 | 0.00% | market | 18.75% | — | 5.35% | 3.27% | 2.09% |
| MS | 2017-01-17 | 2017-01-18 | 2017-02-15 | 1 | 42.29 | 42.29 | 0.00% | market | 24.62% | — | 9.83% | 3.70% | 6.13% |
| CHKP | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 96.99 | 96.99 | 0.00% | market | 16.80% | — | 4.25% | 3.70% | 0.55% |
| MTG | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 10.45 | 10.45 | 0.00% | market | 27.27% | — | 2.48% | 3.70% | -1.22% |
| TAL | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 13.47 | 13.47 | 0.00% | market | 18.52% | — | 3.39% | 3.70% | -0.31% |
| TEAM | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 27.21 | 27.21 | 0.00% | market | 12.50% | — | 9.75% | 3.70% | 6.05% |
| EFSC | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 39.10 | 39.10 | 0.00% | market | 21.31% | — | 17.67% | 4.36% | 13.31% |
| HAL | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 55.24 | 55.24 | 0.00% | market | 113.68% | — | -4.05% | 4.36% | -8.41% |
| ZION | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 42.42 | 42.42 | 0.00% | market | 15.38% | — | 5.37% | 4.36% | 1.01% |
| BABA | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 102.46 | 102.46 | 0.00% | market | 13.04% | — | -0.10% | 3.38% | -3.48% |
| DHI | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 30.91 | 30.91 | 0.00% | market | 17.02% | — | 0.13% | 3.38% | -3.26% |
| FITB | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 26.80 | 26.80 | 0.00% | market | 13.95% | — | 2.40% | 3.38% | -0.98% |
| GLW | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 26.14 | 26.14 | 0.00% | market | 13.64% | — | 5.33% | 3.38% | 1.95% |
| STX | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 42.45 | 42.45 | 0.00% | market | 28.97% | — | 11.54% | 3.38% | 8.15% |
| TRV | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 117.33 | 117.33 | 0.00% | market | 17.22% | — | 4.19% | 3.38% | 0.80% |
| MUR | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 30.59 | 30.59 | 0.00% | market | 15.79% | — | -8.08% | 3.20% | -11.28% |
| NVR | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 1,870.00 | 1,870.00 | 0.00% | market | 14.23% | — | 3.03% | 3.20% | -0.17% |
| PGR | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 37.87 | 37.87 | 0.00% | market | 23.53% | — | 3.02% | 3.20% | -0.18% |
| RES | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 23.04 | 23.04 | 0.00% | market | 23.08% | — | -15.55% | 3.20% | -18.75% |
| TEL | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 75.29 | 75.29 | 0.00% | market | 15.00% | — | -1.41% | 3.20% | -4.61% |
| URI | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 123.42 | 123.42 | 0.00% | market | 16.09% | — | 0.49% | 3.20% | -2.71% |
| ASH | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 57.81 | 57.81 | 0.00% | market | 16.00% | — | 2.29% | 3.35% | -1.06% |
| CAT | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 97.69 | 97.69 | 0.00% | market | 27.69% | — | -0.36% | 3.35% | -3.71% |
| CMRE | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 4.45 | 4.45 | 0.00% | market | 16.67% | — | 4.39% | 3.35% | 1.04% |
| CNOB | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 26.00 | 26.00 | 0.00% | market | 600.00% | — | -1.64% | 3.35% | -4.99% |
| DD | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 109.68 | 109.68 | 0.00% | market | 12.50% | — | 2.36% | 3.35% | -0.99% |
| ORI | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 20.71 | 20.71 | 0.00% | market | 38.71% | — | 0.53% | 3.35% | -2.82% |
| PHM | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 21.36 | 21.36 | 0.00% | market | 13.56% | — | 3.36% | 3.35% | 0.01% |
| VVV | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 23.49 | 23.49 | 0.00% | market | 16.67% | — | -3.89% | 3.35% | -7.24% |
| BEN | 2017-01-27 | 2017-01-30 | 2017-02-28 | 3 | 40.25 | 40.25 | 0.00% | market | 13.24% | — | 6.83% | 3.64% | 3.19% |
| AEIS | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 63.50 | 63.50 | 0.00% | market | 30.86% | — | -0.60% | 5.64% | -6.24% |
| ARLP | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 24.45 | 24.45 | 0.00% | market | 54.76% | — | -3.99% | 5.64% | -9.62% |
| BANC | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 15.25 | 15.25 | 0.00% | market | 12.50% | — | 34.65% | 5.64% | 29.01% |
| DHT | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 4.78 | 4.78 | 0.00% | market | 80.00% | — | 3.25% | 5.64% | -2.39% |
| GGG | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 30.00 | 30.00 | 0.00% | market | 17.86% | — | 4.47% | 5.64% | -1.17% |
| MMYT | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 33.45 | 33.45 | 0.00% | market | 76.00% | — | -4.29% | 4.72% | -9.01% |
| SMG | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 92.55 | 92.55 | 0.00% | market | 23.20% | — | -1.56% | 4.72% | -6.28% |
| VIAV | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 9.15 | 9.15 | 0.00% | market | 42.86% | — | 6.79% | 4.72% | 2.06% |
| AFG | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 89.35 | 89.35 | 0.00% | market | 22.22% | — | 6.41% | 4.74% | 1.67% |
| ALL | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 76.74 | 76.74 | 0.00% | market | 33.13% | — | 6.57% | 4.74% | 1.83% |
| AMP | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 116.18 | 116.18 | 0.00% | market | 12.35% | — | 14.43% | 4.74% | 9.68% |
| AXS | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 66.28 | 66.28 | 0.00% | market | 31.03% | — | 5.09% | 4.74% | 0.35% |
| CACI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 131.45 | 131.45 | 0.00% | market | 15.75% | — | -4.74% | 4.74% | -9.49% |
| CBT | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 57.63 | 57.63 | 0.00% | market | 20.00% | — | 1.22% | 4.74% | -3.53% |
| CRUS | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 56.64 | 56.64 | 0.00% | market | 14.72% | — | -5.38% | 4.74% | -10.12% |
| ENR | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 52.63 | 52.63 | 0.00% | market | 22.76% | — | 5.37% | 4.74% | 0.63% |
| EXTR | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 5.35 | 5.35 | 0.00% | market | 71.43% | — | 14.85% | 4.74% | 10.11% |
| FNF | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 25.58 | 25.58 | 0.00% | market | 14.52% | — | 4.98% | 4.74% | 0.24% |
| HLI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 33.13 | 33.13 | 0.00% | market | 14.00% | — | -2.91% | 4.74% | -7.65% |
| MDU | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 10.50 | 10.50 | 0.00% | market | 17.86% | — | -2.48% | 4.74% | -7.23% |
| MTCH | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 16.39 | 16.39 | 0.00% | market | 45.26% | — | -1.14% | 4.74% | -5.88% |
| NXPI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 98.10 | 98.10 | 0.00% | market | 18.18% | — | 5.77% | 4.74% | 1.03% |
| PFSI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 17.00 | 17.00 | 0.00% | market | 21.95% | — | 4.90% | 4.74% | 0.16% |
| UGI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 46.13 | 46.13 | 0.00% | market | 21.33% | — | 4.65% | 4.74% | -0.10% |
| APTV | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 59.43 | 59.43 | 0.00% | market | 14.37% | — | 2.44% | 3.89% | -1.45% |
| AZN | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 55.10 | 55.10 | 0.00% | market | 106.78% | — | 4.44% | 3.89% | 0.55% |
| COP | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 48.85 | 48.85 | 0.00% | market | 31.58% | — | -1.18% | 3.89% | -5.07% |
| EQT | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 34.40 | 34.40 | 0.00% | market | 350.00% | — | -4.98% | 3.89% | -8.87% |
| HIG | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 48.00 | 48.00 | 0.00% | market | 12.50% | — | 1.55% | 3.89% | -2.34% |
| HUBG | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 24.50 | 24.50 | 0.00% | market | 139.13% | — | 3.17% | 3.89% | -0.72% |
| NFG | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 57.10 | 57.10 | 0.00% | market | 19.54% | — | 6.06% | 3.89% | 2.18% |
| NOK | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 4.83 | 4.83 | 0.00% | market | 62.50% | — | 9.22% | 3.89% | 5.33% |
| NYT | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 13.70 | 13.70 | 0.00% | market | 30.43% | — | 6.10% | 3.89% | 2.22% |
| PCTY | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 34.77 | 34.77 | 0.00% | market | 302.25% | — | 6.34% | 3.89% | 2.46% |
| PIPR | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 19.10 | 19.10 | 0.00% | market | 29.63% | — | -8.58% | 3.89% | -12.47% |
| PLUS | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 28.53 | 28.53 | 0.00% | market | 15.38% | — | 13.04% | 3.89% | 9.16% |
| POST | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 56.71 | 56.71 | 0.00% | market | 14.81% | — | -1.76% | 3.89% | -5.64% |
| SIGI | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 40.00 | 40.00 | 0.00% | market | 20.97% | — | 15.53% | 3.89% | 11.64% |
| APO | 2017-02-03 | 2017-02-06 | 2017-03-07 | 3 | 22.33 | 22.33 | 0.00% | market | 28.95% | — | 1.78% | 3.55% | -1.77% |
| HMC | 2017-02-03 | 2017-02-06 | 2017-03-07 | 3 | 30.95 | 30.95 | 0.00% | market | 63.27% | — | 0.29% | 3.55% | -3.26% |
| MSGS | 2017-02-03 | 2017-02-06 | 2017-03-07 | 3 | 86.74 | 86.74 | 0.00% | market | 17.73% | — | 8.62% | 3.55% | 5.07% |
| TIMB | 2017-02-03 | 2017-02-06 | 2017-03-07 | 3 | 14.97 | 14.97 | 0.00% | market | 100.00% | — | 3.91% | 3.55% | 0.36% |
| FN | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 44.47 | 44.47 | 0.00% | market | 15.19% | — | -7.43% | 3.13% | -10.56% |
| HAS | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 94.28 | 94.28 | 0.00% | market | 29.13% | — | 3.19% | 3.13% | 0.06% |
| L | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 46.59 | 46.59 | 0.00% | market | 15.87% | — | 1.34% | 3.13% | -1.79% |
| NOV | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 38.02 | 38.02 | 0.00% | market | 48.28% | — | -0.31% | 3.13% | -3.44% |
| TM | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 113.50 | 113.50 | 0.00% | market | 36.45% | — | -1.60% | 3.13% | -4.73% |
| TSN | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 63.41 | 63.41 | 0.00% | market | 26.19% | — | -2.45% | 3.13% | -5.58% |
| GOLD | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 9.85 | 9.85 | 0.00% | market | 53.85% | — | -6.70% | 3.46% | -10.16% |
| KFRC | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 24.40 | 24.40 | 0.00% | market | 12.50% | — | 1.13% | 3.46% | -2.33% |
| TDW | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 53.55 | 53.55 | 0.00% | market | 14.85% | — | -39.86% | 3.46% | -43.32% |
| WTM | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 889.70 | 889.70 | 0.00% | market | 228.67% | — | 3.42% | 3.46% | -0.04% |
| ZG | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 34.41 | 34.41 | 0.00% | market | 27.27% | — | 1.09% | 3.46% | -2.37% |
| CMP | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 83.25 | 83.25 | 0.00% | market | 15.38% | — | -12.29% | 3.69% | -15.98% |
| CXW | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 30.68 | 30.68 | 0.00% | market | 20.93% | — | 3.65% | 3.69% | -0.04% |
| LPX | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 21.67 | 21.67 | 0.00% | market | 21.05% | — | 9.78% | 3.69% | 6.09% |
| OC | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 54.86 | 54.86 | 0.00% | market | 20.00% | — | 11.73% | 3.69% | 8.04% |
| OHI | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 32.72 | 32.72 | 0.00% | market | 31.25% | — | -4.81% | 3.69% | -8.49% |
| OII | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 26.40 | 26.40 | 0.00% | market | 1304.82% | — | -2.07% | 3.69% | -5.76% |
| RYN | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 28.71 | 28.71 | 0.00% | market | 36.35% | — | -0.17% | 3.69% | -3.86% |
| TTMI | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 16.50 | 16.50 | 0.00% | market | 28.89% | — | -2.89% | 3.69% | -6.57% |
| VOYA | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 39.91 | 39.91 | 0.00% | market | 15.19% | — | 1.50% | 3.69% | -2.18% |
| WD | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 37.64 | 37.64 | 0.00% | market | 56.76% | — | 8.51% | 3.69% | 4.82% |
| AGYS | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 8.91 | 8.91 | 0.00% | market | 33.33% | — | 1.03% | 2.95% | -1.91% |
| ATEN | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 9.01 | 9.01 | 0.00% | market | 90.96% | — | 0.90% | 2.95% | -2.05% |
| CCJ | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 10.90 | 10.90 | 0.00% | market | 189.47% | — | 0.82% | 2.95% | -2.13% |
| CLF | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 10.92 | 10.92 | 0.00% | market | 47.83% | — | -17.22% | 2.95% | -20.17% |
| CMI | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 150.50 | 150.50 | 0.00% | market | 13.07% | — | 1.43% | 2.95% | -1.52% |
| CX | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 8.67 | 8.67 | 0.00% | market | 44.44% | — | -3.33% | 2.95% | -6.28% |
| DAN | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 19.76 | 19.76 | 0.00% | market | 51.28% | — | -2.78% | 2.95% | -5.73% |
| AMKR | 2017-02-13 | 2017-02-14 | 2017-03-15 | 1 | 9.35 | 9.35 | 0.00% | market | 55.56% | — | 16.37% | 2.75% | 13.62% |
| GGAL | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 34.61 | 34.61 | 0.00% | market | 14.29% | — | 2.70% | 2.15% | 0.55% |
| AGIO | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 49.86 | 49.86 | 0.00% | market | 13.55% | — | 12.54% | 1.21% | 11.33% |
| AMN | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 39.75 | 39.75 | 0.00% | market | 14.81% | — | 8.33% | 1.21% | 7.12% |
| CPS | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 110.00 | 110.00 | 0.00% | market | 20.69% | — | 5.28% | 1.21% | 4.08% |
| CYTK | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 11.90 | 11.90 | 0.00% | market | 161.54% | — | 4.94% | 1.21% | 3.74% |
| AER | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 47.62 | 47.62 | 0.00% | market | 29.76% | — | -7.01% | -0.74% | -6.27% |
| EHC | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 33.46 | 33.46 | 0.00% | market | 16.13% | — | -1.83% | -0.74% | -1.10% |
| FSLR | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 35.51 | 35.51 | 0.00% | market | 27.84% | — | -18.80% | -0.74% | -18.06% |
| AXTI | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 7.05 | 7.05 | 0.00% | market | 114.29% | — | -19.25% | -1.20% | -18.05% |
| EIG | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 39.10 | 39.10 | 0.00% | market | 72.73% | — | -6.49% | -1.20% | -5.29% |
| FPI | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 11.00 | 11.00 | 0.00% | market | 940.00% | — | -0.74% | -1.20% | 0.47% |
| GDOT | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 27.80 | 27.80 | 0.00% | market | 26.67% | — | 18.64% | -1.20% | 19.84% |
| GEO | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 31.83 | 31.83 | 0.00% | market | 35.29% | — | -3.12% | -1.20% | -1.91% |
| GGB | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 3.40 | 3.40 | 0.00% | market | 88.89% | — | -15.98% | -1.20% | -14.78% |
| AGO | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 41.90 | 41.90 | 0.00% | market | 54.41% | — | -12.15% | -0.68% | -11.47% |
| BIO | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 189.10 | 189.10 | 0.00% | market | 25.00% | — | 5.88% | -0.68% | 6.56% |
| BL | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 30.02 | 30.02 | 0.00% | market | 33.33% | — | -4.00% | -0.68% | -3.32% |
| CCO | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 4.55 | 4.55 | 0.00% | market | 366.67% | — | 31.99% | -0.68% | 32.67% |
| CENX | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 13.04 | 13.04 | 0.00% | market | 25.00% | — | -9.61% | -0.68% | -8.93% |
| CM | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 45.40 | 45.40 | 0.00% | market | 12.02% | — | -4.64% | -0.68% | -3.96% |
| ARES | 2017-02-24 | 2017-02-27 | 2017-03-27 | 3 | 23.25 | 23.25 | 0.00% | market | 18.92% | — | -21.61% | -1.28% | -20.33% |
| APPF | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 26.00 | 26.00 | 0.00% | market | 45.29% | — | 0.09% | -0.57% | 0.66% |
| BCRX | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 5.47 | 5.47 | 0.00% | market | 76.00% | — | 56.94% | -0.57% | 57.51% |
| CCU | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 23.43 | 23.43 | 0.00% | market | 32.35% | — | 6.34% | -0.57% | 6.92% |
| DK | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 22.69 | 22.69 | 0.00% | market | 22.81% | — | 6.25% | -0.57% | 6.82% |
| EOG | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 99.50 | 99.50 | 0.00% | market | 92.86% | — | -4.33% | -0.57% | -3.76% |
| JEF | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 23.38 | 23.38 | 0.00% | market | 60.87% | — | -0.23% | -0.57% | 0.34% |
| KTOS | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 8.77 | 8.77 | 0.00% | market | 137.53% | — | -10.25% | -0.57% | -9.68% |
| OMAB | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 37.58 | 37.58 | 0.00% | market | 26.53% | — | 13.13% | -0.57% | 13.70% |
| AR | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 24.40 | 24.40 | 0.00% | market | 15.79% | — | -5.30% | -1.20% | -4.11% |
| ATRC | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 18.03 | 18.03 | 0.00% | market | 15.62% | — | 4.78% | -1.20% | 5.98% |
| CRM | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 82.87 | 82.87 | 0.00% | market | 12.00% | — | -0.69% | -1.20% | 0.50% |
| DAR | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 14.10 | 14.10 | 0.00% | market | 38.89% | — | 2.67% | -1.20% | 3.86% |
| ETSY | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 11.46 | 11.46 | 0.00% | market | 1207.01% | — | -9.79% | -1.20% | -8.59% |
| BBY | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 42.22 | 42.22 | 0.00% | market | 16.77% | — | 14.99% | -1.37% | 16.35% |
| BOX | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 17.86 | 17.86 | 0.00% | market | 23.08% | — | -8.67% | -1.37% | -7.30% |
| CWST | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 12.37 | 12.37 | 0.00% | market | 261.13% | — | 12.59% | -1.37% | 13.96% |
| ABEV | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 5.42 | 5.42 | 0.00% | market | 12.50% | — | 6.17% | -1.02% | 7.19% |
| ADSK | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 87.00 | 87.00 | 0.00% | market | 15.15% | — | -0.71% | -1.02% | 0.31% |
| ATHM | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 33.21 | 33.21 | 0.00% | market | 45.12% | — | -4.44% | -1.02% | -3.42% |
| GDS | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 7.97 | 7.97 | 0.00% | market | 54.51% | — | 3.66% | -1.02% | 4.68% |
| JD | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 31.32 | 31.32 | 0.00% | market | 220.00% | — | -0.77% | -1.02% | 0.25% |
| MEI | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 44.65 | 44.65 | 0.00% | market | 18.87% | — | 2.03% | -1.02% | 3.05% |
| MRVL | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 16.25 | 16.25 | 0.00% | market | 15.79% | — | -6.19% | -1.02% | -5.17% |
| NTNX | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 25.52 | 25.52 | 0.00% | market | 20.00% | — | -26.55% | -1.02% | -25.53% |
| SNDX | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 12.13 | 12.13 | 0.00% | market | 23.38% | — | 13.01% | -1.02% | 14.03% |
| SRI | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 18.90 | 18.90 | 0.00% | market | 17.24% | — | -4.12% | -1.02% | -3.10% |
| GHI | 2017-03-03 | 2017-03-06 | 2017-04-03 | 3 | 17.03 | 17.03 | 0.00% | market | 33.33% | — | -0.98% | -0.91% | -0.07% |
| TAC | 2017-03-03 | 2017-03-06 | 2017-04-03 | 3 | 5.60 | 5.60 | 0.00% | market | 85.71% | — | 2.58% | -0.91% | 3.49% |
| ADUS | 2017-03-06 | 2017-03-07 | 2017-04-04 | 1 | 34.25 | 34.25 | 0.00% | market | 13.16% | — | -8.71% | -0.79% | -7.92% |
| BGSF | 2017-03-06 | 2017-03-07 | 2017-04-04 | 1 | 13.87 | 13.87 | 0.00% | market | 18.18% | — | 3.58% | -0.79% | 4.37% |
| NX | 2017-03-06 | 2017-03-07 | 2017-04-04 | 1 | 17.45 | 17.45 | 0.00% | market | 20.00% | — | 11.65% | -0.79% | 12.44% |
| AVAV | 2017-03-07 | 2017-03-08 | 2017-04-05 | 1 | 27.50 | 27.50 | 0.00% | market | 73.53% | — | -0.90% | -1.08% | 0.18% |
| HRB | 2017-03-07 | 2017-03-08 | 2017-04-05 | 1 | 22.81 | 22.81 | 0.00% | market | 30.99% | — | 0.51% | -1.08% | 1.59% |
| WLY | 2017-03-07 | 2017-03-08 | 2017-04-05 | 1 | 50.50 | 50.50 | 0.00% | market | 17.95% | — | 4.16% | -1.08% | 5.24% |
| RUN | 2017-03-08 | 2017-03-09 | 2017-04-06 | 1 | 5.02 | 5.02 | 0.00% | market | 440.00% | — | 3.09% | -0.53% | 3.62% |
| VTOL | 2017-03-08 | 2017-03-09 | 2017-04-06 | 1 | 38.19 | 38.19 | 0.00% | market | 59.09% | — | 3.12% | -0.53% | 3.65% |
| XENE | 2017-03-08 | 2017-03-09 | 2017-04-06 | 1 | 8.10 | 8.10 | 0.00% | market | 23.81% | — | -52.57% | -0.53% | -52.04% |
| BLFS | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 2.41 | 2.41 | 0.00% | market | 50.00% | — | -15.37% | -1.16% | -14.21% |
| CECO | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 8.31 | 8.31 | 0.00% | market | 75.00% | — | 10.73% | -1.16% | 11.89% |
| EMBJ | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 23.91 | 23.91 | 0.00% | market | 44.30% | — | -8.21% | -1.16% | -7.05% |
| GLP | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 19.15 | 19.15 | 0.00% | market | 79.23% | — | 3.29% | -1.16% | 4.46% |
| YPF | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 20.94 | 20.94 | 0.00% | market | 33.44% | — | 20.58% | -1.16% | 21.74% |
| GCO | 2017-03-10 | 2017-03-13 | 2017-04-10 | 3 | 61.10 | 61.10 | 0.00% | market | 20.79% | — | -14.83% | -0.96% | -13.87% |
| KRO | 2017-03-10 | 2017-03-13 | 2017-04-10 | 3 | 15.15 | 15.15 | 0.00% | market | 183.33% | — | 6.57% | -0.96% | 7.53% |
| TEO | 2017-03-10 | 2017-03-13 | 2017-04-10 | 3 | 22.49 | 22.49 | 0.00% | market | 35.14% | — | 0.12% | -0.96% | 1.08% |
| VCEL | 2017-03-10 | 2017-03-13 | 2017-04-10 | 3 | 2.85 | 2.85 | 0.00% | market | 36.36% | — | -7.12% | -0.96% | -6.16% |
| ACR | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 21.00 | 21.00 | 0.00% | market | 71.74% | — | 18.33% | -0.89% | 19.22% |
| CSR | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 57.80 | 57.80 | 0.00% | market | 433.33% | — | 6.65% | -0.89% | 7.54% |
| GRBK | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 9.30 | 9.30 | 0.00% | market | 100.00% | — | 7.43% | -0.89% | 8.32% |
| TPB | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 13.92 | 13.92 | 0.00% | market | 180.65% | — | 15.35% | -0.89% | 16.24% |
| DBI | 2017-03-14 | 2017-03-15 | 2017-04-12 | 1 | 19.67 | 19.67 | 0.00% | market | 25.00% | — | 0.61% | -1.49% | 2.10% |
| JOYY | 2017-03-14 | 2017-03-15 | 2017-04-12 | 1 | 46.75 | 46.75 | 0.00% | market | 41.75% | — | -5.36% | -1.49% | -3.88% |
| MGNI | 2017-03-14 | 2017-03-15 | 2017-04-12 | 1 | 6.70 | 6.70 | 0.00% | market | 214.29% | — | -16.82% | -1.49% | -15.33% |
| PAM | 2017-03-14 | 2017-03-15 | 2017-04-12 | 1 | 46.87 | 46.87 | 0.00% | market | 443.96% | — | 24.18% | -1.49% | 25.67% |
| ARCO | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 7.59 | 7.59 | 0.00% | market | 66.67% | — | 3.85% | -2.76% | 6.61% |
| HRTG | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 14.20 | 14.20 | 0.00% | market | 59.09% | — | -19.75% | -2.76% | -16.99% |
| IBRX | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 3.78 | 3.78 | 0.00% | market | 32.56% | — | -9.36% | -2.76% | -6.60% |
| YRD | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 28.14 | 28.14 | 0.00% | market | 178.79% | — | -14.78% | -2.76% | -12.02% |
| PTCT | 2017-03-16 | 2017-03-17 | 2017-04-17 | 1 | 8.91 | 8.91 | 0.00% | market | 21.21% | — | 19.77% | -1.34% | 21.10% |
| TEN | 2017-03-17 | 2017-03-20 | 2017-04-18 | 3 | 24.70 | 24.70 | 0.00% | market | 66.67% | — | -2.93% | -1.33% | -1.60% |
| DB | 2017-03-20 | 2017-03-21 | 2017-04-19 | 1 | 17.71 | 17.71 | 0.00% | market | 350.07% | — | -9.30% | -1.70% | -7.61% |
| VKTX | 2017-03-21 | 2017-03-22 | 2017-04-20 | 1 | 1.21 | 1.21 | 0.00% | market | 18.18% | — | 13.12% | 0.67% | 12.45% |
| FNV | 2017-03-22 | 2017-03-23 | 2017-04-21 | 1 | 64.69 | 64.69 | 0.00% | market | 20.00% | — | 6.69% | 0.13% | 6.55% |
| REX | 2017-03-24 | 2017-03-27 | 2017-04-25 | 3 | 13.65 | 13.65 | 0.00% | market | 210.00% | — | 14.77% | 2.85% | 11.92% |
| LPL | 2017-03-29 | 2017-03-30 | 2017-04-28 | 1 | 13.48 | 13.48 | 0.00% | market | 92.00% | — | -4.63% | 1.11% | -5.73% |
| PRGS | 2017-03-29 | 2017-03-30 | 2017-04-28 | 1 | 30.22 | 30.22 | 0.00% | market | 21.43% | — | -1.75% | 1.11% | -2.86% |
| SMMT | 2017-03-29 | 2017-03-30 | 2017-04-28 | 1 | 13.46 | 13.46 | 0.00% | market | 29.58% | — | -18.38% | 1.11% | -19.48% |
| CLPR | 2017-03-30 | 2017-03-31 | 2017-05-01 | 1 | 13.41 | 13.41 | 0.00% | market | 40.00% | — | -16.36% | 1.18% | -17.53% |