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 16: 143 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BY | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 32.44 | 32.44 | 0.00% | market | 12.16% | — | 2.15% | 4.91% | -2.76% |
| CX | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 12.67 | 12.67 | 0.00% | market | 52.24% | — | -0.97% | 4.91% | -5.88% |
| DOW | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 38.94 | 38.94 | 0.00% | market | 51.94% | — | -7.62% | 4.91% | -12.53% |
| FCNCA | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 1,957.95 | 1,957.95 | 0.00% | market | 13.40% | — | 1.62% | 4.91% | -3.29% |
| FCNCN | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 25.17 | 25.17 | 0.00% | market | 13.40% | — | -0.26% | 4.91% | -5.17% |
| FFBC | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 30.79 | 30.79 | 0.00% | market | 15.82% | — | -0.29% | 4.91% | -5.20% |
| FPH | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 5.08 | 5.08 | 0.00% | market | 25.00% | — | -3.64% | 4.91% | -8.55% |
| HTB | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 45.96 | 45.96 | 0.00% | market | 20.73% | — | 1.79% | 4.91% | -3.12% |
| HTH | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 36.62 | 36.62 | 0.00% | market | 18.52% | — | 1.54% | 4.91% | -3.37% |
| HZO | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 30.43 | 30.43 | 0.00% | market | 233.33% | — | 14.66% | 4.91% | 9.75% |
| INFY | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 12.57 | 12.57 | 0.00% | market | 15.00% | — | 0.70% | 4.91% | -4.21% |
| INTC | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 82.20 | 82.20 | 0.00% | market | 1428.73% | — | 45.69% | 4.91% | 40.78% |
| MBLY | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 8.86 | 8.86 | 0.00% | market | 42.57% | — | 14.80% | 4.91% | 9.89% |
| MXL | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 54.00 | 54.00 | 0.00% | market | 22.22% | — | 83.53% | 4.91% | 78.62% |
| NEM | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 115.01 | 115.01 | 0.00% | market | 40.10% | — | -6.51% | 4.91% | -11.42% |
| RBCAA | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 76.28 | 76.28 | 0.00% | market | 18.48% | — | 4.00% | 4.91% | -0.91% |
| SKYW | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 87.96 | 87.96 | 0.00% | market | 16.28% | — | -3.67% | 4.91% | -8.58% |
| SLM | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 23.04 | 23.04 | 0.00% | market | 35.09% | — | -3.96% | 4.91% | -8.87% |
| TAL | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 11.01 | 11.01 | 0.00% | market | 104.55% | — | -11.36% | 4.91% | -16.27% |
| TCBI | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 103.12 | 103.12 | 0.00% | market | 12.86% | — | -3.72% | 4.91% | -8.63% |
| TECK | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 60.68 | 60.68 | 0.00% | market | 49.63% | — | 3.16% | 4.91% | -1.75% |
| UVE | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 37.50 | 37.50 | 0.00% | market | 43.88% | — | 3.85% | 4.91% | -1.06% |
| VTMX | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 36.06 | 36.06 | 0.00% | market | 212.50% | — | -5.51% | 4.91% | -10.42% |
| WKC | 2026-04-23 | 2026-04-24 | 2026-05-22 | 1 | 28.75 | 28.75 | 0.00% | market | 141.94% | — | 2.51% | 4.91% | -2.40% |
| CPAC | 2026-04-24 | 2026-04-27 | 2026-05-26 | 3 | 10.69 | 10.69 | 0.00% | market | 158.06% | — | -1.69% | 5.25% | -6.94% |
| NE | 2026-04-26 | 2026-04-27 | 2026-05-26 | 1 | 52.00 | 52.00 | 0.00% | market | 23.81% | — | -3.91% | 5.25% | -9.15% |
| ARE | 2026-04-27 | 2026-04-28 | 2026-05-27 | 1 | 43.90 | 43.90 | 0.00% | market | 21.39% | — | 13.64% | 5.43% | 8.21% |
| AVB | 2026-04-27 | 2026-04-28 | 2026-05-27 | 1 | 177.85 | 177.85 | 0.00% | market | 83.46% | — | 4.61% | 5.43% | -0.82% |
| BBBY | 2026-04-27 | 2026-04-28 | 2026-05-27 | 1 | 7.12 | 7.12 | 0.00% | market | 19.35% | — | -10.21% | 5.43% | -15.64% |
| BRX | 2026-04-27 | 2026-04-28 | 2026-05-27 | 1 | 31.48 | 31.48 | 0.00% | market | 65.46% | — | -1.88% | 5.43% | -7.31% |
| CTOS | 2026-04-27 | 2026-04-28 | 2026-05-27 | 1 | 9.25 | 9.25 | 0.00% | market | 60.00% | — | 5.63% | 5.43% | 0.20% |
| HAPN | 2026-04-27 | 2026-04-28 | 2026-05-27 | 1 | 18.33 | 18.33 | 0.00% | market | 15.79% | — | -9.10% | 5.43% | -14.53% |
| KFRC | 2026-04-27 | 2026-04-28 | 2026-05-27 | 1 | 40.00 | 40.00 | 0.00% | market | 15.00% | — | 7.32% | 5.43% | 1.90% |
| KRC | 2026-04-27 | 2026-04-28 | 2026-05-27 | 1 | 33.54 | 33.54 | 0.00% | market | 13.15% | — | 4.16% | 5.43% | -1.26% |
| NUE | 2026-04-27 | 2026-04-28 | 2026-05-27 | 1 | 220.15 | 220.15 | 0.00% | market | 14.54% | — | 11.86% | 5.43% | 6.43% |
| NWBI | 2026-04-27 | 2026-04-28 | 2026-05-27 | 1 | 13.68 | 13.68 | 0.00% | market | 16.67% | — | 1.58% | 5.43% | -3.85% |
| PII | 2026-04-27 | 2026-04-28 | 2026-05-27 | 1 | 58.88 | 58.88 | 0.00% | market | 130.23% | — | 17.51% | 5.43% | 12.08% |
| ARCB | 2026-04-28 | 2026-04-29 | 2026-05-28 | 1 | 129.20 | 129.20 | 0.00% | market | 18.52% | — | 3.44% | 6.13% | -2.69% |
| BEN | 2026-04-28 | 2026-04-29 | 2026-05-28 | 1 | 29.86 | 29.86 | 0.00% | market | 29.09% | — | 4.42% | 6.13% | -1.71% |
| BP | 2026-04-28 | 2026-04-29 | 2026-05-28 | 1 | 46.79 | 46.79 | 0.00% | market | 36.26% | — | -11.21% | 6.13% | -17.35% |
| CBNA | 2026-04-28 | 2026-04-29 | 2026-05-28 | 1 | 36.70 | 36.70 | 0.00% | market | 13.68% | — | -0.67% | 6.13% | -6.80% |
| CNC | 2026-04-28 | 2026-04-29 | 2026-05-28 | 1 | 50.58 | 50.58 | 0.00% | market | 51.12% | — | 16.37% | 6.13% | 10.24% |
| GM | 2026-04-28 | 2026-04-29 | 2026-05-28 | 1 | 78.20 | 78.20 | 0.00% | market | 41.76% | — | 7.76% | 6.13% | 1.63% |
| HRI | 2026-04-28 | 2026-04-29 | 2026-05-28 | 1 | 134.50 | 134.50 | 0.00% | market | 201.31% | — | 1.89% | 6.13% | -4.24% |
| INCY | 2026-04-28 | 2026-04-29 | 2026-05-28 | 1 | 99.18 | 99.18 | 0.00% | market | 35.07% | — | -1.79% | 6.13% | -7.93% |
| LRN | 2026-04-28 | 2026-04-29 | 2026-05-28 | 1 | 90.97 | 90.97 | 0.00% | market | 19.17% | — | 1.00% | 6.13% | -5.13% |
| MX | 2026-04-28 | 2026-04-29 | 2026-05-28 | 1 | 4.52 | 4.52 | 0.00% | market | 50.00% | — | 50.12% | 6.13% | 43.99% |
| NBR | 2026-04-28 | 2026-04-29 | 2026-05-28 | 1 | 94.15 | 94.15 | 0.00% | market | 35.56% | — | -1.02% | 6.13% | -7.16% |
| NXRT | 2026-04-28 | 2026-04-29 | 2026-05-28 | 1 | 28.63 | 28.63 | 0.00% | market | 25.00% | — | 3.36% | 6.13% | -2.77% |
| PRCH | 2026-04-28 | 2026-04-29 | 2026-05-28 | 1 | 10.10 | 10.10 | 0.00% | market | 60.00% | — | 2.28% | 6.13% | -3.86% |
| QUAD | 2026-04-28 | 2026-04-29 | 2026-05-28 | 1 | 7.56 | 7.56 | 0.00% | market | 13.64% | — | -1.16% | 6.13% | -7.29% |
| RNR | 2026-04-28 | 2026-04-29 | 2026-05-28 | 1 | 290.00 | 290.00 | 0.00% | market | 21.90% | — | -1.61% | 6.13% | -7.74% |
| SCL | 2026-04-28 | 2026-04-29 | 2026-05-28 | 1 | 49.14 | 49.14 | 0.00% | market | 16.88% | — | 9.48% | 6.13% | 3.35% |
| SIMO | 2026-04-28 | 2026-04-29 | 2026-05-28 | 1 | 195.00 | 195.00 | 0.00% | market | 20.61% | — | 44.74% | 6.13% | 38.61% |
| AER | 2026-04-29 | 2026-04-30 | 2026-05-29 | 1 | 139.11 | 139.11 | 0.00% | market | 44.89% | — | 0.10% | 5.86% | -5.75% |
| ALL | 2026-04-29 | 2026-04-30 | 2026-05-29 | 1 | 213.36 | 213.36 | 0.00% | market | 45.69% | — | -3.51% | 5.86% | -9.36% |
| ASIC | 2026-04-29 | 2026-04-30 | 2026-05-29 | 1 | 20.76 | 20.76 | 0.00% | market | 27.50% | — | -6.12% | 5.86% | -11.98% |
| BLCO | 2026-04-29 | 2026-04-30 | 2026-05-29 | 1 | 15.32 | 15.32 | 0.00% | market | 33.33% | — | 2.05% | 5.86% | -3.80% |
| ACCO | 2026-04-30 | 2026-05-01 | 2026-06-01 | 1 | 3.45 | 3.45 | 0.00% | market | 140.00% | — | 13.23% | 5.17% | 8.06% |
| AXTA | 2026-04-30 | 2026-05-01 | 2026-06-01 | 1 | 28.60 | 28.60 | 0.00% | market | 12.00% | — | 6.16% | 5.17% | 0.99% |
| ADPT | 2026-05-05 | 2026-05-06 | 2026-06-04 | 1 | 14.64 | 14.64 | 0.00% | market | 18.75% | — | 23.40% | 3.97% | 19.42% |
| AES | 2026-05-05 | 2026-05-06 | 2026-06-04 | 1 | 14.43 | 14.43 | 0.00% | market | 34.00% | — | 1.98% | 3.97% | -1.99% |
| AGO | 2026-05-07 | 2026-05-08 | 2026-06-08 | 1 | 79.00 | 79.00 | 0.00% | market | 66.67% | — | -5.39% | 0.58% | -5.97% |
| AKA | 2026-05-12 | 2026-05-13 | 2026-06-11 | 1 | 12.40 | 12.40 | 0.00% | market | 32.65% | — | -27.84% | -0.10% | -27.75% |
| ALH | 2026-05-12 | 2026-05-13 | 2026-06-11 | 1 | 25.09 | 25.09 | 0.00% | market | 19.23% | — | 2.89% | -0.10% | 2.99% |
| CMPS | 2026-05-13 | 2026-05-14 | 2026-06-12 | 1 | 10.74 | 10.74 | 0.00% | market | 33.33% | — | 12.38% | -0.26% | 12.63% |
| AAUC | 2026-05-14 | 2026-05-15 | 2026-06-15 | 1 | 28.90 | 28.90 | 0.00% | market | 21.88% | — | -8.82% | 1.76% | -10.58% |
| MFG | 2026-05-15 | 2026-05-18 | 2026-06-16 | 3 | 8.40 | 8.40 | 0.00% | market | 71.43% | — | 16.09% | 1.42% | 14.67% |
| MUFG | 2026-05-15 | 2026-05-18 | 2026-06-16 | 3 | 19.19 | 19.19 | 0.00% | market | 40.10% | — | 5.68% | 1.42% | 4.27% |
| CMBT | 2026-05-19 | 2026-05-20 | 2026-06-18 | 1 | 16.73 | 16.73 | 0.00% | market | 378.16% | — | -13.91% | 1.50% | -15.41% |
| ARCO | 2026-05-20 | 2026-05-21 | 2026-06-22 | 1 | 9.02 | 9.02 | 0.00% | market | 54.55% | — | -8.08% | 0.78% | -8.86% |
| AVEX | 2026-05-20 | 2026-05-21 | 2026-06-22 | 1 | 27.00 | 27.00 | 0.00% | market | 59.54% | — | -35.36% | 0.78% | -36.14% |
| BLTE | 2026-05-20 | 2026-05-21 | 2026-06-22 | 1 | 144.78 | 144.78 | 0.00% | market | 43.33% | — | 1.48% | 0.78% | 0.70% |
| GDS | 2026-05-20 | 2026-05-21 | 2026-06-22 | 1 | 35.42 | 35.42 | 0.00% | market | 4689.08% | — | -10.57% | 0.78% | -11.35% |
| GLNG | 2026-05-20 | 2026-05-21 | 2026-06-22 | 1 | 56.36 | 56.36 | 0.00% | market | 20.19% | — | -10.05% | 0.78% | -10.83% |
| HAS | 2026-05-20 | 2026-05-21 | 2026-06-22 | 1 | 88.43 | 88.43 | 0.00% | market | 22.50% | — | -4.67% | 0.78% | -5.45% |
| LPG | 2026-05-20 | 2026-05-21 | 2026-06-22 | 1 | 47.71 | 47.71 | 0.00% | market | 34.04% | — | -16.28% | 0.78% | -17.06% |
| SBLK | 2026-05-20 | 2026-05-21 | 2026-06-22 | 1 | 27.98 | 27.98 | 0.00% | market | 17.89% | — | -5.32% | 0.78% | -6.10% |
| URBN | 2026-05-20 | 2026-05-21 | 2026-06-22 | 1 | 72.52 | 72.52 | 0.00% | market | 13.04% | — | 0.22% | 0.78% | -0.56% |
| HOV | 2026-05-21 | 2026-05-22 | 2026-06-23 | 1 | 115.46 | 115.46 | 0.00% | market | 77.45% | — | 10.32% | -1.70% | 12.02% |
| LION | 2026-05-21 | 2026-05-22 | 2026-06-23 | 1 | 13.56 | 13.56 | 0.00% | market | 53.59% | — | 10.52% | -1.70% | 12.22% |
| MUFG | 2026-05-21 | 2026-05-22 | 2026-06-23 | 1 | 19.45 | 19.45 | 0.00% | market | 90.00% | — | 3.60% | -1.70% | 5.30% |
| NIO | 2026-05-21 | 2026-05-22 | 2026-06-23 | 1 | 5.22 | 5.22 | 0.00% | market | 60.01% | — | -2.59% | -1.70% | -0.89% |
| NMM | 2026-05-21 | 2026-05-22 | 2026-06-23 | 1 | 74.75 | 74.75 | 0.00% | market | 20.94% | — | -3.07% | -1.70% | -1.37% |
| NTES | 2026-05-21 | 2026-05-22 | 2026-06-23 | 1 | 114.28 | 114.28 | 0.00% | market | 15.53% | — | 4.25% | -1.70% | 5.95% |
| TEN | 2026-05-21 | 2026-05-22 | 2026-06-23 | 1 | 45.36 | 45.36 | 0.00% | market | 31.40% | — | -9.38% | -1.70% | -7.68% |
| TTWO | 2026-05-21 | 2026-05-22 | 2026-06-23 | 1 | 243.75 | 243.75 | 0.00% | market | 42.10% | — | -0.56% | -1.70% | 1.14% |
| YMM | 2026-05-21 | 2026-05-22 | 2026-06-23 | 1 | 8.34 | 8.34 | 0.00% | market | 30.77% | — | -8.49% | -1.70% | -6.80% |
| ABVX | 2026-05-22 | 2026-05-26 | 2026-06-24 | 4 | 126.63 | 126.63 | 0.00% | market | 33.64% | — | -27.04% | -2.24% | -24.81% |
| BAH | 2026-05-22 | 2026-05-26 | 2026-06-24 | 4 | 80.03 | 80.03 | 0.00% | market | 34.85% | — | -21.78% | -2.24% | -19.54% |
| EMAT | 2026-05-22 | 2026-05-26 | 2026-06-24 | 4 | 8.20 | 8.20 | 0.00% | market | 33.33% | — | -16.08% | -2.24% | -13.84% |
| MNSO | 2026-05-22 | 2026-05-26 | 2026-06-24 | 4 | 13.40 | 13.40 | 0.00% | market | 148.32% | — | -15.40% | -2.24% | -13.16% |
| APPS | 2026-05-26 | 2026-05-27 | 2026-06-25 | 1 | 6.49 | 6.49 | 0.00% | market | 77.78% | — | 56.45% | -2.21% | 58.66% |
| BBAR | 2026-05-26 | 2026-05-27 | 2026-06-25 | 1 | 16.82 | 16.82 | 0.00% | market | 58.82% | — | 13.22% | -2.21% | 15.43% |
| MNSO | 2026-05-26 | 2026-05-27 | 2026-06-25 | 1 | 12.46 | 12.46 | 0.00% | market | 148.32% | — | -9.41% | -2.21% | -7.20% |
| ANF | 2026-05-27 | 2026-05-28 | 2026-06-26 | 1 | 80.20 | 80.20 | 0.00% | market | 14.84% | — | 14.00% | -2.83% | 16.84% |
| CPRI | 2026-05-27 | 2026-05-28 | 2026-06-26 | 1 | 17.57 | 17.57 | 0.00% | market | 86.44% | — | 10.20% | -2.83% | 13.04% |
| HAFN | 2026-05-27 | 2026-05-28 | 2026-06-26 | 1 | 7.80 | 7.80 | 0.00% | market | 21.58% | — | -10.74% | -2.83% | -7.91% |
| HPQ | 2026-05-27 | 2026-05-28 | 2026-06-26 | 1 | 26.28 | 26.28 | 0.00% | market | 20.96% | — | -13.04% | -2.83% | -10.20% |
| KC | 2026-05-27 | 2026-05-28 | 2026-06-26 | 1 | 12.70 | 12.70 | 0.00% | market | 12.60% | — | -32.54% | -2.83% | -29.71% |
| MANU | 2026-05-27 | 2026-05-28 | 2026-06-26 | 1 | 21.75 | 21.75 | 0.00% | market | 172.53% | — | 5.28% | -2.83% | 8.11% |
| SNOW | 2026-05-27 | 2026-05-28 | 2026-06-26 | 1 | 237.00 | 237.00 | 0.00% | market | 22.14% | — | 4.95% | -2.83% | 7.78% |
| ASAN | 2026-05-28 | 2026-05-29 | 2026-06-29 | 1 | 7.40 | 7.40 | 0.00% | market | 25.00% | — | -5.51% | -1.97% | -3.53% |
| BBW | 2026-05-28 | 2026-05-29 | 2026-06-29 | 1 | 39.48 | 39.48 | 0.00% | market | 35.53% | — | -23.33% | -1.97% | -21.36% |
| DELL | 2026-05-28 | 2026-05-29 | 2026-06-29 | 1 | 418.00 | 418.00 | 0.00% | market | 64.19% | — | -0.91% | -1.97% | 1.06% |
| DLTR | 2026-05-28 | 2026-05-29 | 2026-06-29 | 1 | 111.01 | 111.01 | 0.00% | market | 13.73% | — | 10.36% | -1.97% | 12.33% |
| DOO | 2026-05-28 | 2026-05-29 | 2026-06-29 | 1 | 57.57 | 57.57 | 0.00% | market | 77.33% | — | 8.05% | -1.97% | 10.02% |
| DSX | 2026-05-28 | 2026-05-29 | 2026-06-29 | 1 | 2.46 | 2.46 | 0.00% | market | 1472.94% | — | -18.39% | -1.97% | -16.42% |
| KSS | 2026-05-28 | 2026-05-29 | 2026-06-29 | 1 | 15.16 | 15.16 | 0.00% | market | 27.78% | — | 21.60% | -1.97% | 23.57% |
| PD | 2026-05-28 | 2026-05-29 | 2026-06-29 | 1 | 9.33 | 9.33 | 0.00% | market | 33.33% | — | 0.44% | -1.97% | 2.41% |
| S | 2026-05-28 | 2026-05-29 | 2026-06-29 | 1 | 15.44 | 15.44 | 0.00% | market | 83.32% | — | 8.25% | -1.97% | 10.23% |
| BKE | 2026-05-29 | 2026-06-01 | 2026-06-30 | 3 | 44.91 | 44.91 | 0.00% | market | 24.66% | — | -6.13% | -1.14% | -5.00% |
| CHA | 2026-05-29 | 2026-06-01 | 2026-06-30 | 3 | 12.70 | 12.70 | 0.00% | market | 39.40% | — | -5.45% | -1.14% | -4.32% |
| GCO | 2026-05-29 | 2026-06-01 | 2026-06-30 | 3 | 37.79 | 37.79 | 0.00% | market | 15.50% | — | -10.74% | -1.14% | -9.60% |
| HPE | 2026-06-01 | 2026-06-02 | 2026-07-01 | 1 | 63.06 | 63.06 | 0.00% | market | 47.66% | — | -30.40% | -1.49% | -28.92% |
| SAIC | 2026-06-01 | 2026-06-02 | 2026-07-01 | 1 | 113.42 | 113.42 | 0.00% | market | 41.67% | — | -7.11% | -1.49% | -5.62% |
| GME | 2026-06-02 | 2026-06-03 | 2026-07-02 | 1 | 23.28 | 23.28 | 0.00% | market | 87.50% | — | -2.08% | -1.76% | -0.31% |
| ULTA | 2026-06-02 | 2026-06-03 | 2026-07-02 | 1 | 478.74 | 478.74 | 0.00% | market | 12.34% | — | -3.74% | -1.76% | -1.97% |
| AI | 2026-06-03 | 2026-06-04 | 2026-07-06 | 1 | 11.22 | 11.22 | 0.00% | market | 13.16% | — | -17.39% | -0.11% | -17.28% |
| CHPT | 2026-06-03 | 2026-06-04 | 2026-07-06 | 1 | 7.47 | 7.47 | 0.00% | market | 33.33% | — | -16.30% | -0.11% | -16.19% |
| NTSK | 2026-06-03 | 2026-06-04 | 2026-07-06 | 1 | 9.60 | 9.60 | 0.00% | market | 14.57% | — | 27.19% | -0.11% | 27.30% |
| TLYS | 2026-06-03 | 2026-06-04 | 2026-07-06 | 1 | 5.24 | 5.24 | 0.00% | market | 21.21% | — | -18.04% | -0.11% | -17.93% |
| PL | 2026-06-04 | 2026-06-05 | 2026-07-07 | 1 | 38.30 | 38.30 | 0.00% | market | 28.25% | — | -25.27% | -0.61% | -24.66% |
| RBRK | 2026-06-04 | 2026-06-05 | 2026-07-07 | 1 | 77.00 | 77.00 | 0.00% | market | 637.45% | — | 12.94% | -0.61% | 13.55% |
| TTAN | 2026-06-04 | 2026-06-05 | 2026-07-07 | 1 | 83.05 | 83.05 | 0.00% | market | 34.06% | — | -4.13% | -0.61% | -3.52% |
| BARK | 2026-06-09 | 2026-06-10 | 2026-07-10 | 1 | 9.01 | 9.01 | 0.00% | market | 120.19% | — | 6.45% | 2.94% | 3.51% |
| SAIL | 2026-06-09 | 2026-06-10 | 2026-07-10 | 1 | 15.56 | 15.56 | 0.00% | market | 15.53% | — | -11.99% | 2.94% | -14.93% |
| SKIL | 2026-06-09 | 2026-06-10 | 2026-07-10 | 1 | 5.90 | 5.90 | 0.00% | market | 2220.00% | — | 20.58% | 2.94% | 17.64% |
| NAVN | 2026-06-10 | 2026-06-11 | 2026-07-13 | 1 | 24.25 | 24.25 | 0.00% | market | 1441.43% | — | 7.65% | 2.80% | 4.85% |
| ANGX | 2026-06-11 | 2026-06-12 | 2026-07-14 | 1 | 2.90 | 2.90 | 0.00% | market | 41.43% | — | 40.93% | 1.50% | 39.43% |
| DRVN | 2026-06-11 | 2026-06-12 | 2026-07-14 | 1 | 13.55 | 13.55 | 0.00% | market | 25.00% | — | 14.14% | 1.50% | 12.64% |
| MH | 2026-06-11 | 2026-06-12 | 2026-07-14 | 1 | 12.38 | 12.38 | 0.00% | market | 92.89% | — | -18.68% | 1.50% | -20.18% |
| PEW | 2026-06-11 | 2026-06-12 | 2026-07-14 | 1 | 2.61 | 2.61 | 0.00% | market | 25.00% | — | 2.20% | 1.50% | 0.70% |
| LZB | 2026-06-16 | 2026-06-17 | 2026-07-17 | 1 | 42.18 | 42.18 | 0.00% | market | 53.66% | — | -5.58% | -1.06% | -4.51% |
| KMX | 2026-06-17 | 2026-06-18 | 2026-07-20 | 1 | 48.30 | 48.30 | 0.00% | market | 35.75% | — | 15.66% | -0.76% | 16.41% |
| SB | 2026-06-17 | 2026-06-18 | 2026-07-20 | 1 | 6.90 | 6.90 | 0.00% | market | 71.43% | — | 3.67% | -0.76% | 4.43% |
| CBRS | 2026-06-23 | 2026-06-24 | 2026-07-23 | 1 | 208.00 | 208.00 | 0.00% | market | 75.55% | — | 5.67% | 0.41% | 5.26% |
| CCL | 2026-06-23 | 2026-06-24 | 2026-07-23 | 1 | 29.31 | 29.31 | 0.00% | market | 19.12% | — | -13.88% | 0.41% | -14.29% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-24 | 1 | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | — | -25.41% | 0.00% | -25.41% |
| SNX | 2026-06-25 | 2026-06-26 | 2026-07-27 | 1 | 280.33 | 280.33 | 0.00% | market | 17.15% | — | -12.74% | 1.39% | -14.13% |
| NKE | 2026-06-30 | 2026-07-01 | 2026-07-30 | 1 | 41.40 | 41.40 | 0.00% | market | 554.55% | — | 2.05% | -0.44% | 2.49% |
| GIS | 2026-07-01 | 2026-07-02 | 2026-07-31 | 1 | 38.00 | 38.00 | 0.00% | market | 19.20% | — | -6.02% | -0.05% | -5.97% |
| EPAC | 2026-07-07 | 2026-07-08 | 2026-08-05 | 1 | 35.82 | 35.82 | 0.00% | market | 19.28% | — | 3.11% | 3.58% | -0.47% |