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 6: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FNB | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 7.27 | 7.27 | 0.00% | market | 23.08% | — | -3.54% | 5.24% | -8.78% |
| FOR | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 11.77 | 11.77 | 0.00% | market | 25.00% | — | 22.67% | 5.24% | 17.43% |
| HRI | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 22.60 | 22.60 | 0.00% | market | 114.81% | — | 8.44% | 5.24% | 3.20% |
| HZO | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 13.34 | 13.34 | 0.00% | market | 21.05% | — | 39.86% | 5.24% | 34.62% |
| INTC | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 56.20 | 56.20 | 0.00% | market | 13.28% | — | 10.68% | 5.24% | 5.44% |
| MBIN | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 9.33 | 9.33 | 0.00% | market | 36.11% | — | 21.55% | 5.24% | 16.31% |
| MMSI | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 43.00 | 43.00 | 0.00% | market | 40.74% | — | 4.11% | 5.24% | -1.13% |
| ORI | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 15.06 | 15.06 | 0.00% | market | 104.35% | — | -1.03% | 5.24% | -6.27% |
| UNP | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 156.48 | 156.48 | 0.00% | market | 13.16% | — | 5.45% | 5.24% | 0.21% |
| VLRS | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 3.80 | 3.80 | 0.00% | market | 60.00% | — | 24.11% | 5.24% | 18.87% |
| FCX | 2020-04-24 | 2020-04-27 | 2020-05-26 | 3 | 8.62 | 8.62 | 0.00% | market | 27.27% | — | 7.32% | 4.90% | 2.43% |
| MOG-A | 2020-04-24 | 2020-04-27 | 2020-05-26 | 3 | 48.24 | 48.24 | 0.00% | market | 12.12% | — | 12.34% | 4.90% | 7.44% |
| SNY | 2020-04-24 | 2020-04-27 | 2020-05-26 | 3 | 51.02 | 51.02 | 0.00% | market | 18.42% | — | -7.45% | 4.90% | -12.35% |
| AMKR | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 10.65 | 10.65 | 0.00% | market | 62.50% | — | 2.90% | 4.30% | -1.39% |
| AVT | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 30.91 | 30.91 | 0.00% | market | 31.03% | — | -7.51% | 4.30% | -11.81% |
| CNX | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 12.34 | 12.34 | 0.00% | market | 72.73% | — | -16.71% | 4.30% | -21.01% |
| LXFR | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 15.83 | 15.83 | 0.00% | market | 36.36% | — | -6.73% | 4.30% | -11.03% |
| NOV | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 12.39 | 12.39 | 0.00% | market | 40.00% | — | 6.92% | 4.30% | 2.62% |
| NXPI | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 105.02 | 105.02 | 0.00% | market | 48.91% | — | -0.70% | 4.30% | -5.00% |
| PI | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 23.79 | 23.79 | 0.00% | market | 316.67% | — | 19.19% | 4.30% | 14.90% |
| PKG | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 93.96 | 93.96 | 0.00% | market | 22.95% | — | 8.95% | 4.30% | 4.65% |
| ACA | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 42.17 | 42.17 | 0.00% | market | 39.22% | — | -9.32% | 3.92% | -13.25% |
| CALX | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 10.86 | 10.86 | 0.00% | market | 42.86% | — | 31.12% | 3.92% | 27.19% |
| CCEP | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 39.89 | 39.89 | 0.00% | market | 370.00% | — | -1.35% | 3.92% | -5.28% |
| CHCO | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 70.90 | 70.90 | 0.00% | market | 69.52% | — | -8.87% | 3.92% | -12.80% |
| CMI | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 165.89 | 165.89 | 0.00% | market | 45.87% | — | 2.25% | 3.92% | -1.67% |
| DHI | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 47.10 | 47.10 | 0.00% | market | 16.07% | — | 18.60% | 3.92% | 14.68% |
| DTW | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 25.47 | 25.47 | 0.00% | market | 18.92% | — | 2.45% | 3.92% | -1.47% |
| GLW | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 22.37 | 22.37 | 0.00% | market | 17.65% | — | 2.94% | 3.92% | -0.98% |
| IRDM | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 22.47 | 22.47 | 0.00% | market | 62.50% | — | 2.75% | 3.92% | -1.18% |
| KNSA | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 21.10 | 21.10 | 0.00% | market | 22.58% | — | -1.19% | 3.92% | -5.11% |
| LUV | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 29.49 | 29.49 | 0.00% | market | 68.75% | — | 10.28% | 3.92% | 6.35% |
| MKSI | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 101.00 | 101.00 | 0.00% | market | 24.19% | — | 2.12% | 3.92% | -1.81% |
| MTH | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 25.44 | 25.44 | 0.00% | market | 46.03% | — | 39.99% | 3.92% | 36.07% |
| OMAB | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 28.59 | 28.59 | 0.00% | market | 16.67% | — | 22.18% | 3.92% | 18.26% |
| PFE | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 36.46 | 36.46 | 0.00% | market | 12.68% | — | -0.84% | 3.92% | -4.76% |
| SIMO | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 44.00 | 44.00 | 0.00% | market | 19.40% | — | 2.74% | 3.92% | -1.18% |
| SIRI | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 59.20 | 59.20 | 0.00% | market | 40.00% | — | -4.15% | 3.92% | -8.08% |
| TEL | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 76.04 | 76.04 | 0.00% | market | 30.30% | — | 8.76% | 3.92% | 4.84% |
| TENB | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 25.98 | 25.98 | 0.00% | market | 52.63% | — | 15.18% | 3.92% | 11.26% |
| TNET | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 50.00 | 50.00 | 0.00% | market | 54.95% | — | 7.56% | 3.92% | 3.64% |
| TX | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 13.43 | 13.43 | 0.00% | market | 309.09% | — | 16.06% | 3.92% | 12.13% |
| UIS | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 12.87 | 12.87 | 0.00% | market | 105.26% | — | -9.97% | 3.92% | -13.89% |
| ADM | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 38.40 | 38.40 | 0.00% | market | 20.75% | — | 2.27% | 4.32% | -2.05% |
| AGI | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 8.35 | 8.35 | 0.00% | market | 60.00% | — | -3.09% | 4.32% | -7.42% |
| ALKS | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 14.61 | 14.61 | 0.00% | market | 112.50% | — | 11.88% | 4.32% | 7.56% |
| AM | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 4.31 | 4.31 | 0.00% | market | 15.00% | — | 10.80% | 4.32% | 6.48% |
| BA | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 137.67 | 137.67 | 0.00% | market | 16.67% | — | 5.84% | 4.32% | 1.52% |
| CCS | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 22.78 | 22.78 | 0.00% | market | 21.88% | — | 29.58% | 4.32% | 25.25% |
| CLS | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 6.09 | 6.09 | 0.00% | market | 128.57% | — | 11.23% | 4.32% | 6.91% |
| DB | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 7.32 | 7.32 | 0.00% | market | 116.67% | — | 14.65% | 4.32% | 10.33% |
| EAT | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 24.43 | 24.43 | 0.00% | market | 166.67% | — | 7.76% | 4.32% | 3.44% |
| EPD | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 18.48 | 18.48 | 0.00% | market | 17.31% | — | 3.25% | 4.32% | -1.07% |
| FSS | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 27.48 | 27.48 | 0.00% | market | 18.18% | — | 5.94% | 4.32% | 1.62% |
| ARR | 2020-05-01 | 2020-05-04 | 2020-06-02 | 3 | 39.10 | 39.10 | 0.00% | market | 313.46% | — | 2.20% | 9.74% | -7.54% |
| ASIX | 2020-05-01 | 2020-05-04 | 2020-06-02 | 3 | 12.00 | 12.00 | 0.00% | market | 93.75% | — | 6.15% | 9.74% | -3.59% |
| ADEA | 2020-05-06 | 2020-05-07 | 2020-06-05 | 1 | 4.19 | 4.19 | 0.00% | market | 20.29% | — | -13.47% | 10.98% | -24.44% |
| ALB | 2020-05-06 | 2020-05-07 | 2020-06-05 | 1 | 59.90 | 59.90 | 0.00% | market | 20.48% | — | 40.65% | 10.98% | 29.67% |
| ALC | 2020-05-12 | 2020-05-13 | 2020-06-11 | 1 | 58.02 | 58.02 | 0.00% | market | 15.38% | — | -0.17% | 5.09% | -5.26% |
| CSCO | 2020-05-13 | 2020-05-14 | 2020-06-12 | 1 | 43.43 | 43.43 | 0.00% | market | 14.49% | — | 3.68% | 9.06% | -5.38% |
| FLO | 2020-05-13 | 2020-05-14 | 2020-06-12 | 1 | 22.89 | 22.89 | 0.00% | market | 20.59% | — | -2.98% | 9.06% | -12.04% |
| JMIA | 2020-05-13 | 2020-05-14 | 2020-06-12 | 1 | 3.95 | 3.95 | 0.00% | market | 26.39% | — | 39.14% | 9.06% | 30.09% |
| OII | 2020-05-13 | 2020-05-14 | 2020-06-12 | 1 | 4.54 | 4.54 | 0.00% | market | 121.05% | — | 53.86% | 9.06% | 44.81% |
| AG | 2020-05-14 | 2020-05-15 | 2020-06-15 | 1 | 8.40 | 8.40 | 0.00% | market | 86.65% | — | 8.71% | 8.74% | -0.03% |
| AGRO | 2020-05-14 | 2020-05-15 | 2020-06-15 | 1 | 3.62 | 3.62 | 0.00% | market | 3900.00% | — | 24.21% | 8.74% | 15.47% |
| AUPH | 2020-05-14 | 2020-05-15 | 2020-06-15 | 1 | 17.00 | 17.00 | 0.00% | market | 25.00% | — | -4.22% | 8.74% | -12.96% |
| BLFS | 2020-05-14 | 2020-05-15 | 2020-06-15 | 1 | 15.79 | 15.79 | 0.00% | market | 38.47% | — | 5.03% | 8.74% | -3.71% |
| BRT | 2020-05-15 | 2020-05-18 | 2020-06-16 | 3 | 9.35 | 9.35 | 0.00% | market | 218.75% | — | 26.85% | 6.79% | 20.06% |
| MUFG | 2020-05-15 | 2020-05-18 | 2020-06-16 | 3 | 3.88 | 3.88 | 0.00% | market | 257.55% | — | 7.63% | 6.79% | 0.84% |
| DAC | 2020-05-18 | 2020-05-19 | 2020-06-17 | 1 | 4.54 | 4.54 | 0.00% | market | 12.61% | — | -6.93% | 5.88% | -12.81% |
| MSGE | 2020-05-18 | 2020-05-19 | 2020-06-17 | 1 | 77.31 | 77.31 | 0.00% | market | 71.25% | — | -0.81% | 5.88% | -6.69% |
| NEXT | 2020-05-18 | 2020-05-19 | 2020-06-17 | 1 | 1.40 | 1.40 | 0.00% | market | 80.00% | — | 58.47% | 5.88% | 52.59% |
| TEO | 2020-05-18 | 2020-05-19 | 2020-06-17 | 1 | 8.02 | 8.02 | 0.00% | market | 1500.00% | — | 16.98% | 5.88% | 11.10% |
| CSV | 2020-05-19 | 2020-05-20 | 2020-06-18 | 1 | 17.36 | 17.36 | 0.00% | market | 12.90% | — | 10.33% | 5.40% | 4.93% |
| DY | 2020-05-19 | 2020-05-20 | 2020-06-18 | 1 | 38.13 | 38.13 | 0.00% | market | 739.94% | — | 4.28% | 5.40% | -1.12% |
| EXP | 2020-05-19 | 2020-05-20 | 2020-06-18 | 1 | 63.22 | 63.22 | 0.00% | market | 50.59% | — | 15.40% | 5.40% | 10.01% |
| DQ | 2020-05-20 | 2020-05-21 | 2020-06-19 | 1 | 11.87 | 11.87 | 0.00% | market | 43.75% | — | 0.98% | 3.99% | -3.01% |
| LOW | 2020-05-20 | 2020-05-21 | 2020-06-19 | 1 | 118.90 | 118.90 | 0.00% | market | 34.09% | — | 12.46% | 3.99% | 8.46% |
| RDY | 2020-05-20 | 2020-05-21 | 2020-06-19 | 1 | 10.18 | 10.18 | 0.00% | market | 24.49% | — | 4.42% | 3.99% | 0.43% |
| BJ | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 35.54 | 35.54 | 0.00% | market | 86.49% | — | 4.32% | 5.45% | -1.13% |
| CAAP | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 2.38 | 2.38 | 0.00% | market | 80.00% | — | -0.10% | 5.45% | -5.55% |
| ECC | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 6.15 | 6.15 | 0.00% | market | 12.50% | — | 12.91% | 5.45% | 7.46% |
| ELF | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 15.87 | 15.87 | 0.00% | market | 100.00% | — | 13.32% | 5.45% | 7.87% |
| PANW | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 40.00 | 40.00 | 0.00% | market | 26.67% | — | -3.07% | 5.45% | -8.52% |
| PLUS | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 41.50 | 41.50 | 0.00% | market | 29.17% | — | -16.56% | 5.45% | -22.01% |
| RAMP | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 42.63 | 42.63 | 0.00% | market | 64.29% | — | 5.39% | 5.45% | -0.06% |
| SNDA | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 8.40 | 8.40 | 0.00% | market | 58.33% | — | 42.76% | 5.45% | 37.31% |
| TK | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 3.06 | 3.06 | 0.00% | market | 127.27% | — | -18.73% | 5.45% | -24.18% |
| XENE | 2020-05-21 | 2020-05-22 | 2020-06-22 | 1 | 14.69 | 14.69 | 0.00% | market | 29.03% | — | -10.17% | 5.45% | -15.62% |
| DE | 2020-05-22 | 2020-05-26 | 2020-06-23 | 4 | 144.46 | 144.46 | 0.00% | market | 30.25% | — | 6.48% | 3.35% | 3.12% |
| OOMA | 2020-05-26 | 2020-05-27 | 2020-06-24 | 1 | 14.69 | 14.69 | 0.00% | market | 345.89% | — | -5.48% | 0.65% | -6.13% |
| BOX | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 20.09 | 20.09 | 0.00% | market | 100.00% | — | 4.18% | 0.89% | 3.29% |
| CANG | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 24.60 | 24.60 | 0.00% | market | 73.81% | — | 11.69% | 0.89% | 10.80% |
| CEPU | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 3.09 | 3.09 | 0.00% | market | 469.15% | — | -15.31% | 0.89% | -16.20% |
| FINV | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 1.56 | 1.56 | 0.00% | market | 111.11% | — | 11.44% | 0.89% | 10.55% |
| HPQ | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 15.70 | 15.70 | 0.00% | market | 15.91% | — | 4.17% | 0.89% | 3.28% |
| LPG | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 8.83 | 8.83 | 0.00% | market | 28.57% | — | -11.43% | 0.89% | -12.31% |
| NTAP | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 44.78 | 44.78 | 0.00% | market | 14.42% | — | -6.69% | 0.89% | -7.57% |
| NTNX | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 23.15 | 23.15 | 0.00% | market | 18.82% | — | -6.62% | 0.89% | -7.51% |
| TOL | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 35.06 | 35.06 | 0.00% | market | 31.11% | — | -13.05% | 0.89% | -13.94% |
| UHAL | 2020-05-27 | 2020-05-28 | 2020-06-25 | 1 | 33.50 | 33.50 | 0.00% | market | 58.62% | — | -12.97% | 0.89% | -13.85% |
| DG | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 184.98 | 184.98 | 0.00% | market | 47.13% | — | 2.28% | -0.80% | 3.08% |
| DXC | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 14.95 | 14.95 | 0.00% | market | 23.71% | — | 3.45% | -0.80% | 4.24% |
| MOD | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 4.91 | 4.91 | 0.00% | market | 84.62% | — | 0.71% | -0.80% | 1.51% |
| MRVL | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 32.57 | 32.57 | 0.00% | market | 28.57% | — | 1.93% | -0.80% | 2.72% |
| NIO | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 3.82 | 3.82 | 0.00% | market | 15.03% | — | 80.53% | -0.80% | 81.33% |
| NVGS | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 5.27 | 5.27 | 0.00% | market | 20100.00% | — | 18.50% | -0.80% | 19.29% |
| OKTA | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 184.32 | 184.32 | 0.00% | market | 61.11% | — | 10.30% | -0.80% | 11.10% |
| P | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 17.00 | 17.00 | 0.00% | market | 87.50% | — | 1.14% | -0.80% | 1.93% |
| QFIN | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 9.50 | 9.50 | 0.00% | market | 260.00% | — | 18.43% | -0.80% | 19.22% |
| SUPV | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 2.16 | 2.16 | 0.00% | market | 36.84% | — | 8.23% | -0.80% | 9.03% |
| ZS | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 87.08 | 87.08 | 0.00% | market | 213.48% | — | 21.63% | -0.80% | 22.42% |
| FRO | 2020-05-29 | 2020-06-01 | 2020-06-29 | 3 | 9.42 | 9.42 | 0.00% | market | 27.19% | — | -24.62% | 0.28% | -24.90% |
| MOGU | 2020-05-29 | 2020-06-01 | 2020-06-29 | 3 | 14.76 | 14.76 | 0.00% | market | 21.51% | — | 44.62% | 0.28% | 44.34% |
| EMBJ | 2020-06-01 | 2020-06-02 | 2020-06-30 | 1 | 5.78 | 5.78 | 0.00% | market | 14.93% | — | 3.36% | 0.59% | 2.77% |
| PUMP | 2020-06-01 | 2020-06-02 | 2020-06-30 | 1 | 4.90 | 4.90 | 0.00% | market | 23.53% | — | 4.80% | 0.59% | 4.21% |
| AMBA | 2020-06-02 | 2020-06-03 | 2020-07-01 | 1 | 58.19 | 58.19 | 0.00% | market | 445.70% | — | -22.37% | 0.09% | -22.46% |
| APG | 2020-06-02 | 2020-06-03 | 2020-07-01 | 1 | 8.07 | 8.07 | 0.00% | market | 44.44% | — | 0.02% | 0.09% | -0.07% |
| CRWD | 2020-06-02 | 2020-06-03 | 2020-07-01 | 1 | 25.00 | 25.00 | 0.00% | market | 133.33% | — | 2.86% | 0.09% | 2.77% |
| BAK | 2020-06-03 | 2020-06-04 | 2020-07-02 | 1 | 10.95 | 10.95 | 0.00% | market | 65.84% | — | -19.10% | 0.36% | -19.46% |
| ESTC | 2020-06-03 | 2020-06-04 | 2020-07-02 | 1 | 83.14 | 83.14 | 0.00% | market | 61.29% | — | 13.66% | 0.36% | 13.30% |
| GWRE | 2020-06-03 | 2020-06-04 | 2020-07-02 | 1 | 113.99 | 113.99 | 0.00% | market | 250.00% | — | -1.34% | 0.36% | -1.70% |
| DLNG | 2020-06-04 | 2020-06-05 | 2020-07-06 | 1 | 2.04 | 2.04 | 0.00% | market | 33.33% | — | 72.94% | -0.06% | 73.00% |
| HOV | 2020-06-04 | 2020-06-05 | 2020-07-06 | 1 | 23.71 | 23.71 | 0.00% | market | 145.45% | — | -8.87% | -0.06% | -8.82% |
| MDB | 2020-06-04 | 2020-06-05 | 2020-07-06 | 1 | 201.14 | 201.14 | 0.00% | market | 48.00% | — | 10.28% | -0.06% | 10.34% |
| MTN | 2020-06-04 | 2020-06-05 | 2020-07-06 | 1 | 211.81 | 211.81 | 0.00% | market | 14.02% | — | -12.38% | -0.06% | -12.32% |
| PD | 2020-06-04 | 2020-06-05 | 2020-07-06 | 1 | 25.31 | 25.31 | 0.00% | market | 55.56% | — | 17.21% | -0.06% | 17.26% |
| RH | 2020-06-04 | 2020-06-05 | 2020-07-06 | 1 | 261.01 | 261.01 | 0.00% | market | 58.75% | — | -0.76% | -0.06% | -0.70% |
| SJM | 2020-06-04 | 2020-06-05 | 2020-07-06 | 1 | 109.00 | 109.00 | 0.00% | market | 12.23% | — | -2.97% | -0.06% | -2.91% |
| YEXT | 2020-06-04 | 2020-06-05 | 2020-07-06 | 1 | 15.82 | 15.82 | 0.00% | market | 23.08% | — | 9.00% | -0.06% | 9.06% |
| PHR | 2020-06-08 | 2020-06-09 | 2020-07-08 | 1 | 31.86 | 31.86 | 0.00% | market | 30.43% | — | -12.78% | -1.29% | -11.49% |
| AGX | 2020-06-09 | 2020-06-10 | 2020-07-09 | 1 | 43.00 | 43.00 | 0.00% | market | 37.50% | — | 0.64% | -2.19% | 2.83% |
| SIG | 2020-06-09 | 2020-06-10 | 2020-07-09 | 1 | 14.19 | 14.19 | 0.00% | market | 35.10% | — | -28.85% | -2.19% | -26.66% |
| UNFI | 2020-06-10 | 2020-06-11 | 2020-07-10 | 1 | 17.00 | 17.00 | 0.00% | market | 22.81% | — | 13.49% | 1.97% | 11.52% |
| WLY | 2020-06-11 | 2020-06-12 | 2020-07-13 | 1 | 36.88 | 36.88 | 0.00% | market | 53.49% | — | -5.09% | 2.14% | -7.23% |
| LEN | 2020-06-15 | 2020-06-16 | 2020-07-15 | 1 | 64.46 | 64.46 | 0.00% | market | 39.83% | — | 5.89% | 2.02% | 3.87% |
| ABM | 2020-06-17 | 2020-06-18 | 2020-07-17 | 1 | 35.40 | 35.40 | 0.00% | market | 122.22% | — | 1.85% | 3.78% | -1.93% |
| CMC | 2020-06-18 | 2020-06-19 | 2020-07-20 | 1 | 20.82 | 20.82 | 0.00% | market | 43.90% | — | -3.51% | 3.23% | -6.74% |
| IVR | 2020-06-22 | 2020-06-23 | 2020-07-22 | 1 | 41.39 | 41.39 | 0.00% | market | 1941.67% | — | -22.18% | 4.26% | -26.45% |
| SID | 2020-06-22 | 2020-06-23 | 2020-07-22 | 1 | 2.16 | 2.16 | 0.00% | market | 44.61% | — | 4.99% | 4.26% | 0.73% |
| WTI | 2020-06-22 | 2020-06-23 | 2020-07-22 | 1 | 2.66 | 2.66 | 0.00% | market | 1376.01% | — | -6.87% | 4.26% | -11.13% |
| BB | 2020-06-24 | 2020-06-25 | 2020-07-24 | 1 | 4.63 | 4.63 | 0.00% | market | 220.00% | — | 0.33% | 5.74% | -5.41% |
| FUL | 2020-06-24 | 2020-06-25 | 2020-07-24 | 1 | 42.33 | 42.33 | 0.00% | market | 23.64% | — | 5.78% | 5.74% | 0.05% |
| WGO | 2020-06-24 | 2020-06-25 | 2020-07-24 | 1 | 66.00 | 66.00 | 0.00% | market | 36.59% | — | -6.19% | 5.74% | -11.93% |
| CRC | 2020-06-25 | 2020-06-26 | 2020-11-06 | 1 | 1.35 | 1.35 | 0.00% | market | 90.64% | — | 744.34% | 14.37% | 729.97% |
| DRI | 2020-06-25 | 2020-06-26 | 2020-07-27 | 1 | 74.58 | 74.58 | 0.00% | market | 25.30% | — | 2.30% | 5.57% | -3.27% |
| SNX | 2020-06-25 | 2020-06-26 | 2020-07-27 | 1 | 55.55 | 55.55 | 0.00% | market | 258.82% | — | 11.75% | 5.57% | 6.17% |
| WOR | 2020-06-25 | 2020-06-26 | 2020-07-27 | 1 | 22.43 | 22.43 | 0.00% | market | 88.46% | — | 4.36% | 5.57% | -1.21% |
| IMVT | 2020-06-29 | 2020-06-30 | 2020-07-29 | 1 | 25.07 | 25.07 | 0.00% | market | 28.30% | — | -6.44% | 6.95% | -13.39% |
| MLKN | 2020-06-29 | 2020-06-30 | 2020-07-29 | 1 | 26.17 | 26.17 | 0.00% | market | 210.00% | — | -9.39% | 6.95% | -16.34% |
| AYI | 2020-06-30 | 2020-07-01 | 2020-07-30 | 1 | 96.68 | 96.68 | 0.00% | market | 59.02% | — | 4.41% | 4.65% | -0.24% |
| FDX | 2020-06-30 | 2020-07-01 | 2020-07-30 | 1 | 127.92 | 127.92 | 0.00% | market | 78.17% | — | 8.62% | 4.65% | 3.98% |
| SPHR | 2020-06-30 | 2020-07-01 | 2020-07-30 | 1 | 34.76 | 34.76 | 0.00% | market | 556.94% | — | -6.00% | 4.65% | -10.65% |
| TLK | 2020-06-30 | 2020-07-01 | 2020-07-30 | 1 | 21.64 | 21.64 | 0.00% | market | 22.94% | — | -4.67% | 4.65% | -9.32% |
| FIZZ | 2020-07-01 | 2020-07-02 | 2020-07-31 | 1 | 34.34 | 34.34 | 0.00% | market | 30.00% | — | -6.68% | 3.91% | -10.59% |
| M | 2020-07-01 | 2020-07-02 | 2020-07-31 | 1 | 6.74 | 6.74 | 0.00% | market | 14.35% | — | -10.19% | 3.91% | -14.10% |
| STZ | 2020-07-01 | 2020-07-02 | 2020-07-31 | 1 | 189.18 | 189.18 | 0.00% | market | 13.30% | — | -5.90% | 3.91% | -9.81% |
| KFY | 2020-07-02 | 2020-07-06 | 2020-08-03 | 4 | 31.00 | 31.00 | 0.00% | market | 87.50% | — | -8.26% | 3.93% | -12.19% |
| TV | 2020-07-07 | 2020-07-08 | 2020-08-05 | 1 | 5.43 | 5.43 | 0.00% | market | 160.00% | — | 20.89% | 5.56% | 15.33% |
| MSM | 2020-07-08 | 2020-07-09 | 2020-08-06 | 1 | 68.35 | 68.35 | 0.00% | market | 20.69% | — | -0.41% | 5.52% | -5.93% |
| GBX | 2020-07-10 | 2020-07-13 | 2020-08-10 | 3 | 25.79 | 25.79 | 0.00% | market | 650.00% | — | 11.30% | 4.82% | 6.48% |
| AA | 2020-07-15 | 2020-07-16 | 2020-08-13 | 1 | 12.81 | 12.81 | 0.00% | market | 66.67% | — | 12.94% | 5.33% | 7.61% |
| UNH | 2020-07-15 | 2020-07-16 | 2020-08-13 | 1 | 305.01 | 305.01 | 0.00% | market | 34.85% | — | 5.31% | 5.33% | -0.02% |
| BAC | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 23.88 | 23.88 | 0.00% | market | 37.04% | — | 10.75% | 4.65% | 6.10% |
| BANF | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 39.31 | 39.31 | 0.00% | market | 31.25% | — | 15.85% | 4.65% | 11.20% |
| FNB | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 7.97 | 7.97 | 0.00% | market | 116.67% | — | 0.03% | 4.65% | -4.62% |
| HOMB | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 16.36 | 16.36 | 0.00% | market | 46.15% | — | 6.62% | 4.65% | 1.98% |
| IIIN | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 19.09 | 19.09 | 0.00% | market | 111.11% | — | 0.63% | 4.65% | -4.01% |
| MS | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 52.78 | 52.78 | 0.00% | market | 76.79% | — | -1.01% | 4.65% | -5.66% |
| TFC | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 37.15 | 37.15 | 0.00% | market | 13.89% | — | 6.23% | 4.65% | 1.58% |
| WAL | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 37.00 | 37.00 | 0.00% | market | 19.23% | — | 3.93% | 4.65% | -0.72% |
| ALLY | 2020-07-17 | 2020-07-20 | 2020-08-17 | 3 | 21.39 | 21.39 | 0.00% | market | 117.86% | — | 2.47% | 5.13% | -2.66% |
| BLK | 2020-07-17 | 2020-07-20 | 2020-08-17 | 3 | 580.22 | 580.22 | 0.00% | market | 12.30% | — | 1.94% | 5.13% | -3.19% |
| CFG | 2020-07-17 | 2020-07-20 | 2020-08-17 | 3 | 25.04 | 25.04 | 0.00% | market | 488.89% | — | 1.50% | 5.13% | -3.63% |
| RBCAA | 2020-07-17 | 2020-07-20 | 2020-08-17 | 3 | 31.85 | 31.85 | 0.00% | market | 13.43% | — | 0.09% | 5.13% | -5.04% |
| STT | 2020-07-17 | 2020-07-20 | 2020-08-17 | 3 | 61.33 | 61.33 | 0.00% | market | 16.77% | — | 12.75% | 5.13% | 7.62% |
| FBK | 2020-07-20 | 2020-07-21 | 2020-08-18 | 1 | 23.60 | 23.60 | 0.00% | market | 54.17% | — | 15.75% | 3.73% | 12.01% |
| HAL | 2020-07-20 | 2020-07-21 | 2020-08-18 | 1 | 14.05 | 14.05 | 0.00% | market | 145.45% | — | 16.98% | 3.73% | 13.25% |
| MAN | 2020-07-20 | 2020-07-21 | 2020-08-18 | 1 | 70.07 | 70.07 | 0.00% | market | 38.46% | — | 8.19% | 3.73% | 4.46% |
| ONB | 2020-07-20 | 2020-07-21 | 2020-08-18 | 1 | 14.33 | 14.33 | 0.00% | market | 28.00% | — | -0.24% | 3.73% | -3.97% |
| TFIN | 2020-07-20 | 2020-07-21 | 2020-08-18 | 1 | 26.45 | 26.45 | 0.00% | market | 700.00% | — | 3.61% | 3.73% | -0.13% |
| AIR | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 19.37 | 19.37 | 0.00% | market | 208.33% | — | 0.62% | 3.88% | -3.26% |
| CALX | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 18.37 | 18.37 | 0.00% | market | 133.33% | — | 12.15% | 3.88% | 8.26% |
| FULT | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 10.29 | 10.29 | 0.00% | market | 140.00% | — | -2.82% | 3.88% | -6.71% |
| MLI | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 7.05 | 7.05 | 0.00% | market | 72.41% | — | 8.13% | 3.88% | 4.24% |
| MUSA | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 135.15 | 135.15 | 0.00% | market | 19.62% | — | 5.38% | 3.88% | 1.50% |
| NBHC | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 28.01 | 28.01 | 0.00% | market | 100.00% | — | 2.79% | 3.88% | -1.09% |
| NIC | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 54.00 | 54.00 | 0.00% | market | 36.17% | — | 11.10% | 3.88% | 7.22% |
| PM | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 76.25 | 76.25 | 0.00% | market | 17.27% | — | 3.11% | 3.88% | -0.77% |
| SFNC | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 17.37 | 17.37 | 0.00% | market | 74.19% | — | 0.19% | 3.88% | -3.70% |
| SMBK | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 15.85 | 15.85 | 0.00% | market | 64.00% | — | -9.94% | 3.88% | -13.83% |
| UBS | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 12.48 | 12.48 | 0.00% | market | 57.14% | — | -2.74% | 3.88% | -6.63% |
| USNA | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 87.25 | 87.25 | 0.00% | market | 22.22% | — | -5.53% | 3.88% | -9.42% |
| ARR | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 49.50 | 49.50 | 0.00% | market | 265.38% | — | -3.03% | 3.62% | -6.65% |
| BANR | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 39.41 | 39.41 | 0.00% | market | 97.06% | — | -11.11% | 3.62% | -14.73% |
| BFC | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 62.32 | 62.32 | 0.00% | market | 70.27% | — | -0.02% | 3.62% | -3.64% |
| BIIB | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 282.26 | 282.26 | 0.00% | market | 27.77% | — | -1.78% | 3.62% | -5.40% |
| CASH | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 19.14 | 19.14 | 0.00% | market | 152.38% | — | 0.06% | 3.62% | -3.56% |
| CLB | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 23.00 | 23.00 | 0.00% | market | 55.56% | — | 1.73% | 3.62% | -1.89% |
| CVBF | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 19.00 | 19.00 | 0.00% | market | 14.81% | — | -4.21% | 3.62% | -7.82% |
| HCA | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 125.00 | 125.00 | 0.00% | market | 259.57% | — | 4.82% | 3.62% | 1.20% |
| IQV | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 164.70 | 164.70 | 0.00% | market | 12.38% | — | -4.19% | 3.62% | -7.81% |
| KALU | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 71.44 | 71.44 | 0.00% | market | 63.64% | — | -8.48% | 3.62% | -12.10% |
| KEY | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 12.00 | 12.00 | 0.00% | market | 112.50% | — | -0.18% | 3.62% | -3.80% |
| LAD | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 212.28 | 212.28 | 0.00% | market | 141.56% | — | 22.48% | 3.62% | 18.87% |
| MCB | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 31.29 | 31.29 | 0.00% | market | 63.29% | — | -4.22% | 3.62% | -7.84% |
| MCRI | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 36.27 | 36.27 | 0.00% | market | 60.00% | — | 20.91% | 3.62% | 17.29% |
| MTH | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 47.50 | 47.50 | 0.00% | market | 56.58% | — | 7.29% | 3.62% | 3.67% |
| NTB | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 26.23 | 26.23 | 0.00% | market | 26.42% | — | -1.24% | 3.62% | -4.86% |
| PLXS | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 77.01 | 77.01 | 0.00% | market | 60.00% | — | -0.66% | 3.62% | -4.28% |
| RLI | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 44.26 | 44.26 | 0.00% | market | 69.57% | — | 3.83% | 3.62% | 0.21% |
| RUSHA | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 20.44 | 20.44 | 0.00% | market | 860.61% | — | 7.34% | 3.62% | 3.72% |
| SBSI | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 27.54 | 27.54 | 0.00% | market | 75.68% | — | 0.41% | 3.62% | -3.21% |
| SCL | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 105.00 | 105.00 | 0.00% | market | 37.50% | — | 9.99% | 3.62% | 6.37% |
| SLGN | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 38.18 | 38.18 | 0.00% | market | 30.77% | — | -1.96% | 3.62% | -5.58% |
| STC | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 38.12 | 38.12 | 0.00% | market | 240.00% | — | 8.61% | 3.62% | 4.99% |
| SYBT | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 41.55 | 41.55 | 0.00% | market | 25.53% | — | 1.92% | 3.62% | -1.70% |
| TCBI | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 28.01 | 28.01 | 0.00% | market | 62.50% | — | 13.29% | 3.62% | 9.67% |
| UFPI | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 56.74 | 56.74 | 0.00% | market | 86.21% | — | 8.47% | 3.62% | 4.85% |
| WAFD | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 24.66 | 24.66 | 0.00% | market | 21.05% | — | -2.74% | 3.62% | -6.35% |
| AN | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 53.65 | 53.65 | 0.00% | market | 291.67% | — | 8.19% | 5.77% | 2.42% |
| ASB | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 13.73 | 13.73 | 0.00% | market | 261.54% | — | -3.96% | 5.77% | -9.73% |
| AUB | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 24.11 | 24.11 | 0.00% | market | 50.00% | — | -3.54% | 5.77% | -9.32% |
| BANC | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 10.84 | 10.84 | 0.00% | market | 94.87% | — | 3.31% | 5.77% | -2.46% |
| BFH | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 37.09 | 37.09 | 0.00% | market | 72.22% | — | -7.22% | 5.77% | -12.99% |
| BPOP | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 39.51 | 39.51 | 0.00% | market | 61.96% | — | -6.68% | 5.77% | -12.45% |
| BY | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 13.39 | 13.39 | 0.00% | market | 500.00% | — | -7.27% | 5.77% | -13.04% |
| CHCO | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 63.32 | 63.32 | 0.00% | market | 72.31% | — | -0.12% | 5.77% | -5.89% |
| CVE | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 4.96 | 4.96 | 0.00% | market | 43.18% | — | -5.75% | 5.77% | -11.52% |
| DOW | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 42.82 | 42.82 | 0.00% | market | 13.33% | — | 1.70% | 5.77% | -4.08% |
| EIG | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 33.75 | 33.75 | 0.00% | market | 157.58% | — | -4.72% | 5.77% | -10.50% |
| EW | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 80.00 | 80.00 | 0.00% | market | 126.67% | — | -1.71% | 5.77% | -7.49% |
| FAF | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 55.33 | 55.33 | 0.00% | market | 26.51% | — | -8.20% | 5.77% | -13.97% |
| FBNC | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 23.09 | 23.09 | 0.00% | market | 88.89% | — | -11.92% | 5.77% | -17.70% |
| FFBC | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 14.64 | 14.64 | 0.00% | market | 60.00% | — | -3.72% | 5.77% | -9.49% |
| FOR | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 17.49 | 17.49 | 0.00% | market | 1226.70% | — | 4.13% | 5.77% | -1.64% |
| FRME | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 26.26 | 26.26 | 0.00% | market | 31.91% | — | -5.01% | 5.77% | -10.79% |
| GBCI | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 36.00 | 36.00 | 0.00% | market | 32.00% | — | -3.24% | 5.77% | -9.01% |
| HBAN | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 9.76 | 9.76 | 0.00% | market | 198.44% | — | -6.76% | 5.77% | -12.53% |
| HZO | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 28.45 | 28.45 | 0.00% | market | 119.44% | — | 10.97% | 5.77% | 5.20% |
| KMB | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 147.77 | 147.77 | 0.00% | market | 22.22% | — | 6.35% | 5.77% | 0.58% |
| MAT | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 11.94 | 11.94 | 0.00% | market | 31.58% | — | -6.80% | 5.77% | -12.57% |
| MXL | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 27.68 | 27.68 | 0.00% | market | 12.50% | — | -8.19% | 5.77% | -13.97% |
| ORI | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 16.91 | 16.91 | 0.00% | market | 20.00% | — | -5.24% | 5.77% | -11.02% |
| EQNR | 2020-07-24 | 2020-07-27 | 2020-08-24 | 3 | 15.68 | 15.68 | 0.00% | market | 246.15% | — | 4.94% | 6.62% | -1.68% |
| MOG-A | 2020-07-24 | 2020-07-27 | 2020-08-24 | 3 | 55.00 | 55.00 | 0.00% | market | 165.71% | — | 10.15% | 6.62% | 3.54% |
| OFG | 2020-07-24 | 2020-07-27 | 2020-08-24 | 3 | 13.97 | 13.97 | 0.00% | market | 77.27% | — | -5.04% | 6.62% | -11.66% |
| AFL | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 36.34 | 36.34 | 0.00% | market | 19.63% | — | 0.20% | 7.90% | -7.70% |
| AGYS | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 19.25 | 19.25 | 0.00% | market | 500.00% | — | 30.81% | 7.90% | 22.91% |
| ACGL | 2020-07-29 | 2020-07-30 | 2020-08-27 | 1 | 30.04 | 30.04 | 0.00% | market | 115.38% | — | 7.46% | 8.21% | -0.75% |
| ADM | 2020-07-29 | 2020-07-30 | 2020-08-27 | 1 | 43.00 | 43.00 | 0.00% | market | 66.67% | — | 3.90% | 8.21% | -4.31% |
| AER | 2020-07-29 | 2020-07-30 | 2020-08-27 | 1 | 27.70 | 27.70 | 0.00% | market | 32.85% | — | 13.29% | 8.21% | 5.08% |
| AIN | 2020-07-29 | 2020-07-30 | 2020-08-27 | 1 | 51.76 | 51.76 | 0.00% | market | 62.69% | — | 0.85% | 8.21% | -7.36% |
| ACA | 2020-07-30 | 2020-07-31 | 2020-08-28 | 1 | 42.55 | 42.55 | 0.00% | market | 21.67% | — | 9.18% | 7.57% | 1.61% |
| AGCO | 2020-07-30 | 2020-07-31 | 2020-08-28 | 1 | 67.44 | 67.44 | 0.00% | market | 1287.50% | — | 7.43% | 7.57% | -0.14% |
| AORT | 2020-07-30 | 2020-07-31 | 2020-08-28 | 1 | 19.85 | 19.85 | 0.00% | market | 85.71% | — | 3.12% | 7.57% | -4.45% |
| ABR | 2020-07-31 | 2020-08-03 | 2020-08-31 | 3 | 10.25 | 10.25 | 0.00% | market | 48.15% | — | 10.34% | 6.39% | 3.95% |
| ACHC | 2020-08-04 | 2020-08-05 | 2020-09-02 | 1 | 30.96 | 30.96 | 0.00% | market | 35.00% | — | 0.42% | 7.91% | -7.50% |
| ACAD | 2020-08-05 | 2020-08-06 | 2020-09-03 | 1 | 43.00 | 43.00 | 0.00% | market | 38.64% | — | -10.82% | 4.20% | -15.02% |
| AGO | 2020-08-07 | 2020-08-10 | 2020-09-08 | 3 | 23.14 | 23.14 | 0.00% | market | 97.10% | — | -10.43% | -0.55% | -9.88% |
| APG | 2020-08-12 | 2020-08-13 | 2020-09-11 | 1 | 9.89 | 9.89 | 0.00% | market | 77.78% | — | -4.75% | -0.76% | -3.99% |
| ARCO | 2020-08-12 | 2020-08-13 | 2020-09-11 | 1 | 4.73 | 4.73 | 0.00% | market | 24.56% | — | -13.00% | -0.76% | -12.24% |
| DDS | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 30.54 | 30.54 | 0.00% | market | 92.32% | — | 14.18% | 0.61% | 13.57% |
| FPH | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 5.30 | 5.30 | 0.00% | market | 266.67% | — | -7.65% | 0.61% | -8.26% |
| GLNG | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 9.53 | 9.53 | 0.00% | market | 20.00% | — | 23.72% | 0.61% | 23.11% |
| TK | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 2.69 | 2.69 | 0.00% | market | 400.00% | — | -6.79% | 0.61% | -7.40% |
| TPR | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 15.55 | 15.55 | 0.00% | market | 47.92% | — | 12.57% | 0.61% | 11.96% |
| TRVI | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 6.21 | 6.21 | 0.00% | market | 21.15% | — | -37.94% | 0.61% | -38.55% |
| WCC | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 47.50 | 47.50 | 0.00% | market | 106.06% | — | -3.89% | 0.61% | -4.50% |
| CIG | 2020-08-14 | 2020-08-17 | 2020-09-15 | 3 | 1.50 | 1.50 | 0.00% | market | 22.06% | — | 5.90% | 0.66% | 5.24% |
| CIG-C | 2020-08-14 | 2020-08-17 | 2020-09-15 | 3 | 1.03 | 1.03 | 0.00% | market | 178.33% | — | 12.52% | 0.66% | 11.86% |
| LAC | 2020-08-14 | 2020-08-17 | 2020-09-15 | 3 | 5.09 | 5.09 | 0.00% | market | 14.29% | — | 6.78% | 0.66% | 6.12% |
| MSGE | 2020-08-14 | 2020-08-17 | 2020-09-15 | 3 | 67.57 | 67.57 | 0.00% | market | 49.30% | — | 12.02% | 0.66% | 11.36% |
| JD | 2020-08-17 | 2020-08-18 | 2020-09-16 | 1 | 68.19 | 68.19 | 0.00% | market | 28.21% | — | 10.02% | 0.14% | 9.88% |
| NAT | 2020-08-17 | 2020-08-18 | 2020-09-16 | 1 | 4.38 | 4.38 | 0.00% | market | 17.86% | — | -10.83% | 0.14% | -10.97% |
| TEO | 2020-08-17 | 2020-08-18 | 2020-09-16 | 1 | 7.51 | 7.51 | 0.00% | market | 78.57% | — | -3.43% | 0.14% | -3.57% |
| AAP | 2020-08-18 | 2020-08-19 | 2020-09-17 | 1 | 163.17 | 163.17 | 0.00% | market | 47.47% | — | -5.25% | -0.95% | -4.31% |
| ADCT | 2020-08-18 | 2020-08-19 | 2020-09-17 | 1 | 38.57 | 38.57 | 0.00% | market | 21.54% | — | 16.67% | -0.95% | 17.62% |
| KSS | 2020-08-18 | 2020-08-19 | 2020-09-17 | 1 | 19.71 | 19.71 | 0.00% | market | 72.83% | — | 17.91% | -0.95% | 18.86% |
| SUPN | 2020-08-18 | 2020-08-19 | 2020-09-17 | 1 | 25.00 | 25.00 | 0.00% | market | 54.76% | — | -10.18% | -0.95% | -9.23% |
| WMT | 2020-08-18 | 2020-08-19 | 2020-09-17 | 1 | 44.74 | 44.74 | 0.00% | market | 26.83% | — | 1.73% | -0.95% | 2.68% |
| BBWI | 2020-08-19 | 2020-08-20 | 2020-09-18 | 1 | 23.69 | 23.69 | 0.00% | market | 159.52% | — | 2.77% | -1.40% | 4.17% |
| LITB | 2020-08-19 | 2020-08-20 | 2020-09-18 | 1 | 14.70 | 14.70 | 0.00% | market | 700.00% | — | -28.26% | -1.40% | -26.86% |
| LOW | 2020-08-19 | 2020-08-20 | 2020-09-18 | 1 | 156.58 | 156.58 | 0.00% | market | 27.12% | — | 2.15% | -1.40% | 3.55% |
| TGT | 2020-08-19 | 2020-08-20 | 2020-09-18 | 1 | 154.93 | 154.93 | 0.00% | market | 108.64% | — | -4.04% | -1.40% | -2.64% |
| BJ | 2020-08-20 | 2020-08-21 | 2020-09-21 | 1 | 44.80 | 44.80 | 0.00% | market | 28.33% | — | -8.07% | -3.24% | -4.83% |
| CAAP | 2020-08-20 | 2020-08-21 | 2020-09-21 | 1 | 2.60 | 2.60 | 0.00% | market | 30.00% | — | -19.72% | -3.24% | -16.47% |
| MLCO | 2020-08-20 | 2020-08-21 | 2020-09-21 | 1 | 19.50 | 19.50 | 0.00% | market | 37.93% | — | -16.36% | -3.24% | -13.12% |
| MSC | 2020-08-20 | 2020-08-21 | 2020-09-21 | 1 | 17.49 | 17.49 | 0.00% | market | 46.83% | — | -6.68% | -3.24% | -3.43% |
| SUPV | 2020-08-20 | 2020-08-21 | 2020-09-21 | 1 | 2.60 | 2.60 | 0.00% | market | 133.33% | — | -26.25% | -3.24% | -23.01% |
| BKE | 2020-08-21 | 2020-08-24 | 2020-09-22 | 3 | 19.40 | 19.40 | 0.00% | market | 1083.33% | — | 6.14% | -3.45% | 9.59% |
| DE | 2020-08-21 | 2020-08-24 | 2020-09-22 | 3 | 204.37 | 204.37 | 0.00% | market | 103.97% | — | 6.36% | -3.45% | 9.82% |
| MMYT | 2020-08-21 | 2020-08-24 | 2020-09-22 | 3 | 13.75 | 13.75 | 0.00% | market | 36.00% | — | 30.01% | -3.45% | 33.46% |
| PDD | 2020-08-21 | 2020-08-24 | 2020-09-22 | 3 | 85.62 | 85.62 | 0.00% | market | 38.89% | — | -6.62% | -3.45% | -3.16% |
| QFIN | 2020-08-23 | 2020-08-24 | 2020-09-22 | 1 | 14.71 | 14.71 | 0.00% | market | 20.55% | — | -20.83% | -3.45% | -17.38% |
| FLNG | 2020-08-24 | 2020-08-25 | 2020-09-23 | 1 | 5.68 | 5.68 | 0.00% | market | 59.50% | — | -6.79% | -6.08% | -0.71% |
| BBY | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 113.41 | 113.41 | 0.00% | market | 58.33% | — | -7.72% | -6.17% | -1.55% |
| BMO | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 61.91 | 61.91 | 0.00% | market | 15.38% | — | -5.77% | -6.17% | 0.40% |
| CRM | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 251.96 | 251.96 | 0.00% | market | 114.93% | — | -5.82% | -6.17% | 0.35% |
| OOMA | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 16.72 | 16.72 | 0.00% | market | 85.71% | — | -23.66% | -6.17% | -17.50% |
| P | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 14.62 | 14.62 | 0.00% | market | 500.00% | — | -1.26% | -6.17% | 4.90% |
| SJM | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 122.15 | 122.15 | 0.00% | market | 41.92% | — | -9.33% | -6.17% | -3.17% |
| TOL | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 46.72 | 46.72 | 0.00% | market | 26.76% | — | 1.53% | -6.17% | 7.69% |
| URBN | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 25.00 | 25.00 | 0.00% | market | 187.50% | — | -18.36% | -6.17% | -12.20% |
| BILI | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 45.78 | 45.78 | 0.00% | market | 13.64% | — | -7.93% | -5.68% | -2.25% |
| BOX | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 21.03 | 21.03 | 0.00% | market | 38.46% | — | -17.31% | -5.68% | -11.64% |
| CEPU | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 2.57 | 2.57 | 0.00% | market | 46.67% | — | -17.22% | -5.68% | -11.55% |
| DKS | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 53.56 | 53.56 | 0.00% | market | 140.00% | — | 4.25% | -5.68% | 9.93% |
| DY | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 54.49 | 54.49 | 0.00% | market | 73.53% | — | 1.04% | -5.68% | 6.71% |
| ESTC | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 117.53 | 117.53 | 0.00% | market | 133.33% | — | -9.58% | -5.68% | -3.90% |
| KNOP | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 12.61 | 12.61 | 0.00% | market | 15.79% | — | -1.84% | -5.68% | 3.83% |
| RY | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 77.46 | 77.46 | 0.00% | market | 29.37% | — | -8.93% | -5.68% | -3.25% |
| WSM | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 46.19 | 46.19 | 0.00% | market | 80.00% | — | -6.08% | -5.68% | -0.40% |
| BILL | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 103.50 | 103.50 | 0.00% | market | 81.82% | — | -5.86% | -4.36% | -1.49% |
| BURL | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 202.14 | 202.14 | 0.00% | market | 46.15% | — | 2.28% | -4.36% | 6.64% |
| CM | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 40.00 | 40.00 | 0.00% | market | 24.11% | — | -5.55% | -4.36% | -1.19% |
| DELL | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 33.20 | 33.20 | 0.00% | market | 30.61% | — | 2.61% | -4.36% | 6.97% |
| DG | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 202.25 | 202.25 | 0.00% | market | 27.87% | — | 3.63% | -4.36% | 8.00% |
| HPQ | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 19.28 | 19.28 | 0.00% | market | 13.95% | — | -2.28% | -4.36% | 2.09% |
| MOV | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 11.16 | 11.16 | 0.00% | market | 77.42% | — | -7.00% | -4.36% | -2.64% |
| NTNX | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 23.79 | 23.79 | 0.00% | market | 41.79% | — | -7.58% | -4.36% | -3.22% |
| OKTA | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 212.32 | 212.32 | 0.00% | market | 464.52% | — | 0.38% | -4.36% | 4.74% |
| OLLI | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 102.60 | 102.60 | 0.00% | market | 19.54% | — | -14.80% | -4.36% | -10.43% |
| PLAB | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 10.37 | 10.37 | 0.00% | market | 13.33% | — | -2.90% | -4.36% | 1.47% |
| TD | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 50.94 | 50.94 | 0.00% | market | 19.74% | — | -8.56% | -4.36% | -4.20% |
| WDAY | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 240.00 | 240.00 | 0.00% | market | 29.23% | — | -8.29% | -4.36% | -3.93% |
| GAP | 2020-08-31 | 2020-09-01 | 2020-09-30 | 1 | 17.23 | 17.23 | 0.00% | market | 58.76% | — | -1.26% | -4.37% | 3.11% |
| CAL | 2020-09-01 | 2020-09-02 | 2020-10-01 | 1 | 9.08 | 9.08 | 0.00% | market | 28.75% | — | 7.83% | -4.97% | 12.80% |
| HRB | 2020-09-01 | 2020-09-02 | 2020-10-01 | 1 | 14.27 | 14.27 | 0.00% | market | 48.65% | — | 16.65% | -4.97% | 21.62% |
| AMBA | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 55.63 | 55.63 | 0.00% | market | 372.81% | — | -6.77% | -6.19% | -0.58% |
| CRWD | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 32.75 | 32.75 | 0.00% | market | 175.00% | — | 6.68% | -6.19% | 12.87% |
| M | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 7.08 | 7.08 | 0.00% | market | 54.49% | — | -15.21% | -6.19% | -9.02% |
| MDB | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 241.85 | 241.85 | 0.00% | market | 43.59% | — | -3.21% | -6.19% | 2.98% |
| PD | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 27.00 | 27.00 | 0.00% | market | 33.33% | — | 2.23% | -6.19% | 8.42% |
| PVH | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 61.65 | 61.65 | 0.00% | market | 105.33% | — | 0.66% | -6.19% | 6.85% |
| RKT | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 28.02 | 28.02 | 0.00% | market | 1511.19% | — | -18.02% | -6.19% | -11.83% |
| CIEN | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 45.16 | 45.16 | 0.00% | market | 29.27% | — | -8.51% | -1.84% | -6.67% |
| COO | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 80.00 | 80.00 | 0.00% | market | 42.50% | — | 7.04% | -1.84% | 8.88% |
| DLNG | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 2.71 | 2.71 | 0.00% | market | 33.33% | — | -11.54% | -1.84% | -9.70% |
| DOCU | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 233.77 | 233.77 | 0.00% | market | 142.86% | — | -3.46% | -1.84% | -1.62% |
| HOV | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 33.31 | 33.31 | 0.00% | market | 1450.00% | — | 4.28% | -1.84% | 6.12% |
| JILL | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 3.00 | 3.00 | 0.00% | market | 16.22% | — | -3.77% | -1.84% | -1.93% |
| MEI | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 29.71 | 29.71 | 0.00% | market | 57.69% | — | -1.95% | -1.84% | -0.11% |
| NX | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 19.03 | 19.03 | 0.00% | market | 325.00% | — | 1.27% | -1.84% | 3.11% |
| OXM | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 46.50 | 46.50 | 0.00% | market | 37.70% | — | -4.72% | -1.84% | -2.88% |
| SIG | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 18.63 | 18.63 | 0.00% | market | 45.15% | — | 7.47% | -1.84% | 9.31% |
| TLYS | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 7.04 | 7.04 | 0.00% | market | 205.88% | — | -8.34% | -1.84% | -6.50% |
| YEXT | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 18.64 | 18.64 | 0.00% | market | 41.67% | — | -17.64% | -1.84% | -15.80% |
| HTT | 2020-09-07 | 2020-09-08 | 2020-10-06 | 1 | 1.50 | 1.50 | 0.00% | market | 103.77% | — | -11.43% | -0.53% | -10.90% |
| ABM | 2020-09-08 | 2020-09-09 | 2020-10-07 | 1 | 37.78 | 37.78 | 0.00% | market | 78.57% | — | -1.13% | 0.95% | -2.08% |
| CASY | 2020-09-08 | 2020-09-09 | 2020-10-07 | 1 | 174.37 | 174.37 | 0.00% | market | 52.11% | — | 3.70% | 0.95% | 2.75% |
| HQY | 2020-09-08 | 2020-09-09 | 2020-10-07 | 1 | 59.52 | 59.52 | 0.00% | market | 55.56% | — | -8.47% | 0.95% | -9.42% |
| AEO | 2020-09-09 | 2020-09-10 | 2020-10-08 | 1 | 13.64 | 13.64 | 0.00% | market | 78.57% | — | 13.24% | 0.57% | 12.67% |
| NCNO | 2020-09-09 | 2020-09-10 | 2020-10-08 | 1 | 85.95 | 85.95 | 0.00% | market | 80.00% | — | -8.56% | 0.57% | -9.13% |
| RH | 2020-09-09 | 2020-09-10 | 2020-10-08 | 1 | 398.05 | 398.05 | 0.00% | market | 43.70% | — | -5.62% | 0.57% | -6.19% |
| VERX | 2020-09-09 | 2020-09-10 | 2020-10-08 | 1 | 23.69 | 23.69 | 0.00% | market | 100.00% | — | 4.71% | 0.57% | 4.14% |
| ZS | 2020-09-09 | 2020-09-10 | 2020-10-08 | 1 | 140.00 | 140.00 | 0.00% | market | 91.06% | — | 5.37% | 0.57% | 4.80% |
| CHWY | 2020-09-10 | 2020-09-11 | 2020-10-09 | 1 | 58.82 | 58.82 | 0.00% | market | 46.67% | — | 4.59% | 3.28% | 1.31% |
| FIZZ | 2020-09-10 | 2020-09-11 | 2020-10-09 | 1 | 39.70 | 39.70 | 0.00% | market | 14.58% | — | -0.20% | 3.28% | -3.49% |
| GOLD | 2020-09-10 | 2020-09-11 | 2020-10-09 | 1 | 15.01 | 15.01 | 0.00% | market | 204.88% | — | 23.15% | 3.28% | 19.87% |
| KR | 2020-09-11 | 2020-09-14 | 2020-10-12 | 3 | 33.68 | 33.68 | 0.00% | market | 43.14% | — | 2.72% | 4.43% | -1.71% |
| HTHT | 2020-09-14 | 2020-09-15 | 2020-10-13 | 1 | 41.39 | 41.39 | 0.00% | market | 25.00% | — | 3.43% | 2.64% | 0.79% |
| LEN | 2020-09-14 | 2020-09-15 | 2020-10-13 | 1 | 75.55 | 75.55 | 0.00% | market | 36.77% | — | 9.80% | 2.64% | 7.16% |
| FDX | 2020-09-15 | 2020-09-16 | 2020-10-14 | 1 | 203.75 | 203.75 | 0.00% | market | 81.04% | — | 9.07% | 1.88% | 7.19% |
| MLKN | 2020-09-16 | 2020-09-17 | 2020-10-15 | 1 | 30.56 | 30.56 | 0.00% | market | 376.92% | — | 7.00% | 4.18% | 2.82% |
| AZO | 2020-09-22 | 2020-09-23 | 2020-10-21 | 1 | 1,174.44 | 1,174.44 | 0.00% | market | 23.67% | — | 0.21% | 3.58% | -3.36% |
| KBH | 2020-09-22 | 2020-09-23 | 2020-10-21 | 1 | 40.00 | 40.00 | 0.00% | market | 56.60% | — | -4.65% | 3.58% | -8.23% |
| GIS | 2020-09-23 | 2020-09-24 | 2020-10-22 | 1 | 58.10 | 58.10 | 0.00% | market | 14.94% | — | 5.42% | 7.28% | -1.86% |
| JEF | 2020-09-23 | 2020-09-24 | 2020-10-22 | 1 | 18.63 | 18.63 | 0.00% | market | 214.71% | — | 4.30% | 7.28% | -2.98% |
| JKS | 2020-09-23 | 2020-09-24 | 2020-10-22 | 1 | 32.39 | 32.39 | 0.00% | market | 132.50% | — | 114.07% | 7.28% | 106.79% |
| AIR | 2020-09-24 | 2020-09-25 | 2020-10-23 | 1 | 18.36 | 18.36 | 0.00% | market | 206.25% | — | 11.94% | 7.19% | 4.75% |
| BB | 2020-09-24 | 2020-09-25 | 2020-10-23 | 1 | 4.81 | 4.81 | 0.00% | market | 421.08% | — | 6.34% | 7.19% | -0.85% |
| KMX | 2020-09-24 | 2020-09-25 | 2020-10-23 | 1 | 95.25 | 95.25 | 0.00% | market | 65.74% | — | -4.61% | 7.19% | -11.81% |
| CALM | 2020-09-28 | 2020-09-29 | 2020-10-27 | 1 | 39.61 | 39.61 | 0.00% | market | 24.53% | — | -1.97% | 1.27% | -3.24% |
| THO | 2020-09-28 | 2020-09-29 | 2020-10-27 | 1 | 95.84 | 95.84 | 0.00% | market | 59.70% | — | -9.04% | 1.27% | -10.31% |
| UNFI | 2020-09-28 | 2020-09-29 | 2020-10-27 | 1 | 17.34 | 17.34 | 0.00% | market | 43.24% | — | -7.83% | 1.27% | -9.10% |
| SNX | 2020-09-29 | 2020-09-30 | 2020-10-28 | 1 | 70.92 | 70.92 | 0.00% | market | 47.35% | — | -6.22% | -1.93% | -4.29% |
| CAG | 2020-10-01 | 2020-10-02 | 2020-10-30 | 1 | 36.12 | 36.12 | 0.00% | market | 22.81% | — | -2.95% | -1.56% | -1.40% |
| IDT | 2020-10-01 | 2020-10-02 | 2020-10-30 | 1 | 8.45 | 8.45 | 0.00% | market | 29.17% | — | 12.68% | -1.56% | 14.24% |
| RPM | 2020-10-07 | 2020-10-08 | 2020-11-05 | 1 | 88.32 | 88.32 | 0.00% | market | 21.01% | — | 3.51% | 2.16% | 1.36% |
| AYI | 2020-10-08 | 2020-10-09 | 2020-11-06 | 1 | 102.80 | 102.80 | 0.00% | market | 15.76% | — | -7.37% | 1.33% | -8.70% |
| BLK | 2020-10-13 | 2020-10-14 | 2020-11-11 | 1 | 641.83 | 641.83 | 0.00% | market | 18.21% | — | 4.39% | 1.69% | 2.70% |
| C | 2020-10-13 | 2020-10-14 | 2020-11-11 | 1 | 43.52 | 43.52 | 0.00% | market | 66.67% | — | 12.33% | 1.69% | 10.64% |
| JPM | 2020-10-13 | 2020-10-14 | 2020-11-11 | 1 | 101.03 | 101.03 | 0.00% | market | 24.26% | — | 13.51% | 1.69% | 11.82% |
| AA | 2020-10-14 | 2020-10-15 | 2020-11-12 | 1 | 11.45 | 11.45 | 0.00% | market | 22.52% | — | 36.32% | 2.76% | 33.56% |
| GS | 2020-10-14 | 2020-10-15 | 2020-11-12 | 1 | 209.58 | 209.58 | 0.00% | market | 73.79% | — | 2.25% | 2.76% | -0.51% |
| PNC | 2020-10-14 | 2020-10-15 | 2020-11-12 | 1 | 108.34 | 108.34 | 0.00% | market | 59.91% | — | 11.59% | 2.76% | 8.82% |
| CBAN | 2020-10-15 | 2020-10-16 | 2020-11-13 | 1 | 12.06 | 12.06 | 0.00% | market | 39.29% | — | 7.69% | 2.62% | 5.08% |
| CMC | 2020-10-15 | 2020-10-16 | 2020-11-13 | 1 | 21.62 | 21.62 | 0.00% | market | 31.67% | — | -3.57% | 2.62% | -6.19% |
| MS | 2020-10-15 | 2020-10-16 | 2020-11-13 | 1 | 51.53 | 51.53 | 0.00% | market | 31.75% | — | 9.76% | 2.62% | 7.14% |
| ALLY | 2020-10-16 | 2020-10-19 | 2020-11-16 | 3 | 29.06 | 29.06 | 0.00% | market | 81.16% | — | 5.58% | 3.99% | 1.59% |
| RBCAA | 2020-10-16 | 2020-10-19 | 2020-11-16 | 3 | 32.51 | 32.51 | 0.00% | market | 139.02% | — | 16.36% | 3.99% | 12.36% |
| SLB | 2020-10-16 | 2020-10-19 | 2020-11-16 | 3 | 15.16 | 15.16 | 0.00% | market | 23.08% | — | 32.09% | 3.99% | 28.10% |
| CCK | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 87.58 | 87.58 | 0.00% | market | 24.05% | — | 9.05% | 5.00% | 4.05% |
| FNB | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 7.50 | 7.50 | 0.00% | market | 13.04% | — | 18.70% | 5.00% | 13.70% |
| HAL | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 12.44 | 12.44 | 0.00% | market | 37.50% | — | 26.99% | 5.00% | 21.99% |
| HNI | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 37.00 | 37.00 | 0.00% | market | 54.35% | — | 3.87% | 5.00% | -1.12% |
| LOGI | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 93.78 | 93.78 | 0.00% | market | 228.07% | — | -13.80% | 5.00% | -18.80% |
| ONB | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 14.39 | 14.39 | 0.00% | market | 42.42% | — | 15.47% | 5.00% | 10.47% |
| SFBS | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 38.13 | 38.13 | 0.00% | market | 12.68% | — | 4.59% | 5.00% | -0.40% |
| SFNC | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 16.37 | 16.37 | 0.00% | market | 50.00% | — | 24.58% | 5.00% | 19.58% |
| TFIN | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 43.50 | 43.50 | 0.00% | market | 85.71% | — | 10.59% | 5.00% | 5.59% |
| ZION | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 31.58 | 31.58 | 0.00% | market | 14.77% | — | 25.30% | 5.00% | 20.30% |
| ACI | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 15.28 | 15.28 | 0.00% | market | 122.22% | — | 2.98% | 3.77% | -0.80% |
| BFC | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 63.85 | 63.85 | 0.00% | market | 37.86% | — | 4.44% | 3.77% | 0.67% |
| CALX | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 26.04 | 26.04 | 0.00% | market | 110.53% | — | -7.01% | 3.77% | -10.78% |
| CBSH | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 46.37 | 46.37 | 0.00% | market | 50.82% | — | 9.50% | 3.77% | 5.72% |
| EQBK | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 16.73 | 16.73 | 0.00% | market | 20.00% | — | 25.54% | 3.77% | 21.77% |
| FULT | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 10.49 | 10.49 | 0.00% | market | 90.00% | — | 22.49% | 3.77% | 18.72% |
| GATX | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 68.84 | 68.84 | 0.00% | market | 19.77% | — | 15.68% | 3.77% | 11.90% |
| GPK | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 13.88 | 13.88 | 0.00% | market | 18.18% | — | 11.79% | 3.77% | 8.02% |
| HOPE | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 8.50 | 8.50 | 0.00% | market | 31.58% | — | 12.84% | 3.77% | 9.07% |
| HWC | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 23.00 | 23.00 | 0.00% | market | 28.57% | — | 22.73% | 3.77% | 18.95% |
| IRDM | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 29.23 | 29.23 | 0.00% | market | 75.00% | — | 8.42% | 3.77% | 4.65% |
| MLI | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 7.43 | 7.43 | 0.00% | market | 223.40% | — | 10.94% | 3.77% | 7.16% |
| NBHC | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 30.59 | 30.59 | 0.00% | market | 56.90% | — | 8.82% | 3.77% | 5.05% |
| NGVT | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 60.18 | 60.18 | 0.00% | market | 82.65% | — | 10.09% | 3.77% | 6.31% |
| NIC | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 60.89 | 60.89 | 0.00% | market | 22.86% | — | 11.59% | 3.77% | 7.82% |
| PNFP | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 41.25 | 41.25 | 0.00% | market | 30.28% | — | 30.74% | 3.77% | 26.96% |
| PNR | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 51.61 | 51.61 | 0.00% | market | 37.25% | — | 1.53% | 3.77% | -2.24% |
| RF | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 12.95 | 12.95 | 0.00% | market | 45.45% | — | 18.90% | 3.77% | 15.12% |
| SNAP | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 34.97 | 34.97 | 0.00% | market | 116.67% | — | 16.09% | 3.77% | 12.31% |
| THC | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 27.92 | 27.92 | 0.00% | market | 93.94% | — | 13.80% | 3.77% | 10.02% |
| UBS | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 12.37 | 12.37 | 0.00% | market | 115.38% | — | 15.10% | 3.77% | 11.33% |
| USNA | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 80.31 | 80.31 | 0.00% | market | 14.29% | — | -8.31% | 3.77% | -12.08% |
| AN | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 64.39 | 64.39 | 0.00% | market | 44.24% | — | -6.17% | 4.32% | -10.49% |
| ARR | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 47.75 | 47.75 | 0.00% | market | 414.71% | — | 9.74% | 4.32% | 5.42% |
| AVY | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 138.59 | 138.59 | 0.00% | market | 24.84% | — | 5.99% | 4.32% | 1.67% |
| AXTA | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 27.50 | 27.50 | 0.00% | market | 78.79% | — | 2.59% | 4.32% | -1.73% |
| BANR | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 38.00 | 38.00 | 0.00% | market | 25.61% | — | 15.48% | 4.32% | 11.16% |
| BOKF | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 59.19 | 59.19 | 0.00% | market | 40.38% | — | 17.66% | 4.32% | 13.34% |
| ERIC | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 12.49 | 12.49 | 0.00% | market | 25.00% | — | -2.98% | 4.32% | -7.30% |
| EVR | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 82.05 | 82.05 | 0.00% | market | 192.11% | — | 7.75% | 4.32% | 3.43% |
| KNX | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 40.64 | 40.64 | 0.00% | market | 23.44% | — | 3.47% | 4.32% | -0.85% |
| LOB | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 33.26 | 33.26 | 0.00% | market | 200.00% | — | 32.49% | 4.32% | 28.17% |
| MCB | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 30.09 | 30.09 | 0.00% | market | 29.59% | — | 6.25% | 4.32% | 1.93% |
| MTH | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 52.21 | 52.21 | 0.00% | market | 17.36% | — | -11.59% | 4.32% | -15.91% |
| RUSHA | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 25.18 | 25.18 | 0.00% | market | 166.67% | — | 0.97% | 4.32% | -3.35% |
| SLM | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 9.53 | 9.53 | 0.00% | market | 487.50% | — | 14.38% | 4.32% | 10.06% |
| STC | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 46.87 | 46.87 | 0.00% | market | 54.55% | — | -4.88% | 4.32% | -9.20% |
| TCBI | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 39.40 | 39.40 | 0.00% | market | 83.05% | — | 35.97% | 4.32% | 31.64% |
| UFPI | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 54.66 | 54.66 | 0.00% | market | 38.89% | — | -0.85% | 4.32% | -5.17% |
| VMI | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 139.60 | 139.60 | 0.00% | market | 15.70% | — | 14.10% | 4.32% | 9.78% |
| WGO | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 50.61 | 50.61 | 0.00% | market | 55.91% | — | -1.29% | 4.32% | -5.61% |
| WHR | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 203.76 | 203.76 | 0.00% | market | 64.52% | — | -5.60% | 4.32% | -9.92% |
| WSBC | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 24.12 | 24.12 | 0.00% | market | 24.53% | — | 20.13% | 4.32% | 15.81% |
| WTFC | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 50.98 | 50.98 | 0.00% | market | 49.11% | — | 7.98% | 4.32% | 3.66% |
| ABCB | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 30.00 | 30.00 | 0.00% | market | 83.52% | — | 12.93% | 2.72% | 10.22% |
| ALLE | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 103.15 | 103.15 | 0.00% | market | 36.89% | — | 9.45% | 2.72% | 6.73% |
| ASB | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 14.20 | 14.20 | 0.00% | market | 26.32% | — | 10.18% | 2.72% | 7.46% |
| AUB | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 26.68 | 26.68 | 0.00% | market | 57.45% | — | 11.67% | 2.72% | 8.95% |
| BANC | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 12.24 | 12.24 | 0.00% | market | 60.00% | — | 7.74% | 2.72% | 5.03% |
| BY | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 14.00 | 14.00 | 0.00% | market | 61.90% | — | 7.19% | 2.72% | 4.47% |
| CHCO | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 62.07 | 62.07 | 0.00% | market | 42.05% | — | 8.52% | 2.72% | 5.80% |
| COF | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 80.48 | 80.48 | 0.00% | market | 137.56% | — | 3.75% | 2.72% | 1.03% |
| DGX | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 126.43 | 126.43 | 0.00% | market | 15.55% | — | -1.38% | 2.72% | -4.10% |
| DOW | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 49.52 | 49.52 | 0.00% | market | 51.52% | — | 10.42% | 2.72% | 7.70% |
| EIG | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 33.40 | 33.40 | 0.00% | market | 17.07% | — | -1.63% | 2.72% | -4.34% |
| EQT | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 15.77 | 15.77 | 0.00% | market | 31.82% | — | -6.76% | 2.72% | -9.48% |
| EWBC | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 39.29 | 39.29 | 0.00% | market | 17.89% | — | 10.34% | 2.72% | 7.62% |
| FCX | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 18.47 | 18.47 | 0.00% | market | 38.10% | — | 14.95% | 2.72% | 12.23% |
| FFBC | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 14.70 | 14.70 | 0.00% | market | 15.79% | — | 13.98% | 2.72% | 11.26% |
| FITB | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 24.31 | 24.31 | 0.00% | market | 41.67% | — | 3.93% | 2.72% | 1.21% |
| FLR | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 12.13 | 12.13 | 0.00% | market | 29.63% | — | 28.18% | 2.72% | 25.46% |
| GBCI | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 36.94 | 36.94 | 0.00% | market | 28.57% | — | 13.33% | 2.72% | 10.61% |
| GPC | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 97.63 | 97.63 | 0.00% | market | 16.43% | — | -0.79% | 2.72% | -3.50% |
| HRI | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 45.58 | 45.58 | 0.00% | market | 58.82% | — | 25.55% | 2.72% | 22.83% |
| HTH | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 22.82 | 22.82 | 0.00% | market | 72.45% | — | 5.77% | 2.72% | 3.05% |
| IIIN | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 21.30 | 21.30 | 0.00% | market | 70.83% | — | 18.73% | 2.72% | 16.01% |
| INDB | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 56.25 | 56.25 | 0.00% | market | 32.10% | — | 23.33% | 2.72% | 20.61% |
| LUV | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 42.04 | 42.04 | 0.00% | market | 18.44% | — | 8.23% | 2.72% | 5.51% |
| MAT | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 13.85 | 13.85 | 0.00% | market | 143.59% | — | 8.49% | 2.72% | 5.77% |
| AGNC | 2020-10-26 | 2020-10-27 | 2020-11-24 | 1 | 14.23 | 14.23 | 0.00% | market | 42.11% | — | 10.23% | 6.90% | 3.33% |
| AMG | 2020-10-26 | 2020-10-27 | 2020-11-24 | 1 | 79.13 | 79.13 | 0.00% | market | 14.34% | — | 15.41% | 6.90% | 8.50% |
| AMKR | 2020-10-26 | 2020-10-27 | 2020-11-24 | 1 | 12.68 | 12.68 | 0.00% | market | 22.58% | — | 13.31% | 6.90% | 6.40% |
| ACCO | 2020-10-27 | 2020-10-28 | 2020-11-25 | 1 | 5.81 | 5.81 | 0.00% | market | 26.67% | — | 39.49% | 9.20% | 30.28% |
| ACGL | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 30.85 | 30.85 | 0.00% | market | 16.00% | — | 4.28% | 10.29% | -6.01% |
| ACHC | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 33.63 | 33.63 | 0.00% | market | 23.64% | — | 26.13% | 10.29% | 15.84% |
| ACR | 2020-11-04 | 2020-11-05 | 2020-12-04 | 1 | 6.63 | 6.63 | 0.00% | market | 82.14% | — | 86.78% | 5.90% | 80.88% |
| AAOI | 2020-11-05 | 2020-11-06 | 2020-12-07 | 1 | 8.11 | 8.11 | 0.00% | market | 25.00% | — | 3.31% | 5.48% | -2.17% |
| ACLS | 2020-11-05 | 2020-11-06 | 2020-12-07 | 1 | 25.22 | 25.22 | 0.00% | market | 33.33% | — | 16.91% | 5.48% | 11.43% |
| ALC | 2020-11-10 | 2020-11-11 | 2020-12-10 | 1 | 66.54 | 66.54 | 0.00% | market | 116.67% | — | -3.24% | 2.90% | -6.14% |
| CAE | 2020-11-10 | 2020-11-11 | 2020-12-10 | 1 | 22.85 | 22.85 | 0.00% | market | 400.00% | — | 9.97% | 2.90% | 7.07% |
| DDOG | 2020-11-10 | 2020-11-11 | 2020-12-10 | 1 | 85.15 | 85.15 | 0.00% | market | 426.32% | — | 19.14% | 2.90% | 16.24% |
| ARCO | 2020-11-11 | 2020-11-12 | 2020-12-11 | 1 | 4.71 | 4.71 | 0.00% | market | 12.50% | — | 11.79% | 3.01% | 8.77% |
| PAM | 2020-11-11 | 2020-11-12 | 2020-12-11 | 1 | 13.81 | 13.81 | 0.00% | market | 975.00% | — | 2.94% | 3.01% | -0.07% |
| RVLV | 2020-11-11 | 2020-11-12 | 2020-12-11 | 1 | 19.11 | 19.11 | 0.00% | market | 92.86% | — | 25.85% | 3.01% | 22.84% |
| ADCT | 2020-11-12 | 2020-11-13 | 2020-12-14 | 1 | 34.37 | 34.37 | 0.00% | market | 24.68% | — | -0.48% | 2.64% | -3.12% |
| BW | 2020-11-12 | 2020-11-13 | 2020-12-14 | 1 | 2.75 | 2.75 | 0.00% | market | 260.78% | — | 60.99% | 2.64% | 58.35% |
| BZH | 2020-11-12 | 2020-11-13 | 2020-12-14 | 1 | 13.98 | 13.98 | 0.00% | market | 37.93% | — | 6.48% | 2.64% | 3.84% |
| MUFG | 2020-11-13 | 2020-11-16 | 2020-12-15 | 3 | 4.49 | 4.49 | 0.00% | market | 58.57% | — | -4.11% | 2.39% | -6.49% |
| SMFG | 2020-11-13 | 2020-11-16 | 2020-12-15 | 3 | 6.12 | 6.12 | 0.00% | market | 43.60% | — | -1.90% | 2.39% | -4.28% |
| SPB | 2020-11-13 | 2020-11-16 | 2020-12-15 | 3 | 65.75 | 65.75 | 0.00% | market | 44.54% | — | 8.23% | 2.39% | 5.85% |
| AP | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 4.07 | 4.07 | 0.00% | market | 16.67% | — | 30.86% | 2.83% | 28.02% |
| BIDU | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 145.00 | 145.00 | 0.00% | market | 62.16% | — | 31.21% | 2.83% | 28.38% |
| JOYY | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 105.00 | 105.00 | 0.00% | market | 28.43% | — | -21.86% | 2.83% | -24.70% |
| KB | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 41.84 | 41.84 | 0.00% | market | 55.63% | — | 1.74% | 2.83% | -1.09% |
| LAC | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 7.38 | 7.38 | 0.00% | market | 30.00% | — | -20.43% | 2.83% | -23.26% |
| MSGE | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 79.00 | 79.00 | 0.00% | market | 35.59% | — | 0.57% | 2.83% | -2.26% |
| NGS | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 10.00 | 10.00 | 0.00% | market | 42.86% | — | 3.80% | 2.83% | 0.97% |