EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (max 100 pos) (4)
Run 9a97be7e · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
7081
Win rate
52.52%
Avg return
1.36%
Median return
0.59%
Avg abnormal
0.50%
Median abnormal
-0.61%
Best trade
744.34%
Worst trade
-81.63%
Sharpe (per-trade)
0.08
Daily portfolio drawdown
-38.63%
Portfolio (equal_weight)
Total return
96.34%
Max drawdown
-38.63%
Avg trade return
1.36%
Win rate
52.52%
Signals
15913
Configured concurrent
100
Observed concurrent
100
Trades taken
7081
Skipped (no capacity)
8832
Excess vs benchmark
-367.45%
Avg entry slippage
0.00%
Return if filled at market
96.34%
VWAP fills
0
VWAP fallbacks
0
8832 of 15913 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 | 3 | -4.64% | -6.03% | 33.33% |
| 2008 | 2 | 3.40% | 4.80% | 50.00% |
| 2009 | 3 | 3.74% | 1.43% | 100.00% |
| 2010 | 5 | -0.10% | 1.00% | 60.00% |
| 2011 | 2 | 1.68% | 2.78% | 50.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2013 | 3 | -9.82% | -10.39% | 0.00% |
| 2015 | 2 | 12.22% | 14.17% | 100.00% |
| 2016 | 258 | 5.61% | 3.86% | 68.60% |
| 2017 | 561 | 0.14% | -1.07% | 48.66% |
| 2018 | 621 | -0.02% | -0.16% | 51.53% |
| 2019 | 619 | -1.08% | -1.97% | 47.33% |
| 2020 | 754 | 0.94% | 0.76% | 52.12% |
| 2021 | 812 | 2.00% | 0.50% | 58.87% |
| 2022 | 777 | 1.16% | 2.16% | 50.58% |
| 2023 | 785 | 1.99% | 0.41% | 50.96% |
| 2024 | 724 | 2.96% | 0.40% | 54.01% |
| 2025 | 743 | 0.53% | 0.19% | 51.28% |
| 2026 | 404 | 3.59% | 2.54% | 51.24% |
Trades (page 5: 500 of 7,081)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/E | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FNF | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 43.43 | 43.43 | 0.00% | market | 20.88% | — | 5.59% | 3.97% | 1.62% |
| GM | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 38.26 | 38.26 | 0.00% | market | 45.76% | — | -5.64% | 3.97% | -9.61% |
| MAT | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 12.75 | 12.75 | 0.00% | market | 62.50% | — | -7.47% | 3.97% | -11.44% |
| MEC | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 10.51 | 10.51 | 0.00% | market | 53.12% | — | -12.09% | 3.97% | -16.06% |
| MGRC | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 74.50 | 74.50 | 0.00% | market | 28.16% | — | -1.42% | 3.97% | -5.39% |
| MTDR | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 15.26 | 15.26 | 0.00% | market | 28.00% | — | -4.88% | 3.97% | -8.86% |
| NOA | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 11.50 | 11.50 | 0.00% | market | 21.74% | — | -3.49% | 3.97% | -7.46% |
| PFE | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 36.41 | 36.41 | 0.00% | market | 19.05% | — | 0.48% | 3.97% | -3.49% |
| SHOP | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 31.33 | 31.33 | 0.00% | market | 63.67% | — | 8.73% | 3.97% | 4.76% |
| TENB | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 27.69 | 27.69 | 0.00% | market | 36.36% | — | -2.16% | 3.97% | -6.13% |
| ACA | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 36.90 | 36.90 | 0.00% | market | 25.93% | — | 6.16% | 3.35% | 2.81% |
| ACAD | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 42.79 | 42.79 | 0.00% | market | 29.27% | — | 5.74% | 3.35% | 2.40% |
| AGNC | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 16.56 | 16.56 | 0.00% | market | 22.92% | — | 4.49% | 3.35% | 1.14% |
| BELFB | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 15.27 | 15.27 | 0.00% | market | 900.00% | — | 8.41% | 3.35% | 5.07% |
| BG | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 53.00 | 53.00 | 0.00% | market | 161.11% | — | 0.62% | 3.35% | -2.73% |
| CGAU | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 8.11 | 8.11 | 0.00% | market | 100.00% | — | 4.96% | 3.35% | 1.61% |
| CNXN | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 43.27 | 43.27 | 0.00% | market | 57.89% | — | 13.88% | 3.35% | 10.53% |
| CROX | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 36.06 | 36.06 | 0.00% | market | 32.56% | — | -3.30% | 3.35% | -6.65% |
| CRUS | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 60.69 | 60.69 | 0.00% | market | 64.89% | — | 18.04% | 3.35% | 14.69% |
| DT | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 23.00 | 23.00 | 0.00% | market | 48.33% | — | 15.42% | 3.35% | 12.07% |
| EXEL | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 17.00 | 17.00 | 0.00% | market | 63.16% | — | -2.28% | 3.35% | -5.62% |
| EXTR | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 6.81 | 6.81 | 0.00% | market | 198.51% | — | 3.13% | 3.35% | -0.22% |
| GE | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 50.04 | 50.04 | 0.00% | market | 25.00% | — | 12.03% | 3.35% | 8.68% |
| H | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 72.80 | 72.80 | 0.00% | market | 42.31% | — | 10.89% | 3.35% | 7.54% |
| KNTK | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 22.80 | 22.80 | 0.00% | market | 507.41% | — | -15.45% | 3.35% | -18.80% |
| LYFT | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 45.63 | 45.63 | 0.00% | market | 42.25% | — | 7.24% | 3.35% | 3.89% |
| MC | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 34.92 | 34.92 | 0.00% | market | 33.33% | — | -5.71% | 3.35% | -9.06% |
| MUSA | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 105.42 | 105.42 | 0.00% | market | 76.39% | — | 11.39% | 3.35% | 8.04% |
| ORN | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 5.08 | 5.08 | 0.00% | market | 366.67% | — | 8.36% | 3.35% | 5.02% |
| OSK | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 87.02 | 87.02 | 0.00% | market | 15.43% | — | 3.85% | 3.35% | 0.51% |
| SO | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 62.57 | 62.57 | 0.00% | market | 17.54% | — | -1.03% | 3.35% | -4.37% |
| SONY | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 12.22 | 12.22 | 0.00% | market | 21.05% | — | 3.83% | 3.35% | 0.48% |
| TVTX | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 11.57 | 11.57 | 0.00% | market | 47.62% | — | 19.78% | 3.35% | 16.43% |
| TWLO | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 98.58 | 98.58 | 0.00% | market | 186.26% | — | 4.67% | 3.35% | 1.32% |
| UTHR | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 91.07 | 91.07 | 0.00% | market | 29.51% | — | 1.21% | 3.35% | -2.14% |
| UVE | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 29.79 | 29.79 | 0.00% | market | 22.00% | — | -2.42% | 3.35% | -5.76% |
| WDC | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 43.31 | 43.31 | 0.00% | market | 25.93% | — | -12.29% | 3.35% | -15.64% |
| WTI | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 4.12 | 4.12 | 0.00% | market | 245.65% | — | 3.78% | 3.35% | 0.44% |
| ASPN | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 5.98 | 5.98 | 0.00% | market | 18.18% | — | 17.12% | 2.20% | 14.92% |
| BIO | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 329.00 | 329.00 | 0.00% | market | 18.38% | — | 12.87% | 2.20% | 10.67% |
| BLDR | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 23.50 | 23.50 | 0.00% | market | 22.03% | — | 6.88% | 2.20% | 4.67% |
| CDNA | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 24.21 | 24.21 | 0.00% | market | 100.00% | — | -19.39% | 2.20% | -21.59% |
| CRC | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 7.26 | 7.26 | 0.00% | market | 209.37% | — | -8.36% | 2.20% | -10.57% |
| CTVA | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 26.18 | 26.18 | 0.00% | market | 15.22% | — | -3.92% | 2.20% | -6.12% |
| DINO | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 55.15 | 55.15 | 0.00% | market | 18.31% | — | -4.51% | 2.20% | -6.71% |
| EQT | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 10.61 | 10.61 | 0.00% | market | 64.71% | — | -20.55% | 2.20% | -22.76% |
| FLR | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 16.35 | 16.35 | 0.00% | market | 86.84% | — | 4.55% | 2.20% | 2.34% |
| FTAI | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 14.00 | 14.00 | 0.00% | market | 42.86% | — | 8.97% | 2.20% | 6.77% |
| HGV | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 35.03 | 35.03 | 0.00% | market | 20.41% | — | -2.21% | 2.20% | -4.42% |
| HRTG | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 14.05 | 14.05 | 0.00% | market | 100.00% | — | -3.80% | 2.20% | -6.00% |
| HTH | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 24.28 | 24.28 | 0.00% | market | 79.17% | — | -0.06% | 2.20% | -2.26% |
| KHC | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 32.12 | 32.12 | 0.00% | market | 27.78% | — | -3.74% | 2.20% | -5.95% |
| ADPT | 2019-11-12 | 2019-11-13 | 2019-12-12 | 1 | 29.74 | 29.74 | 0.00% | market | 54.17% | — | 6.39% | 2.99% | 3.40% |
| BLFS | 2019-11-12 | 2019-11-13 | 2019-12-12 | 1 | 16.00 | 16.00 | 0.00% | market | 228.53% | — | -3.29% | 2.99% | -6.28% |
| ASND | 2019-11-18 | 2019-11-19 | 2019-12-18 | 1 | 110.50 | 110.50 | 0.00% | market | 55.46% | — | 11.00% | 2.21% | 8.79% |
| NTES | 2019-11-20 | 2019-11-21 | 2019-12-20 | 1 | 59.00 | 59.00 | 0.00% | market | 477.08% | — | 3.36% | 3.17% | 0.19% |
| UBS | 2019-11-20 | 2019-11-21 | 2019-12-20 | 1 | 12.08 | 12.08 | 0.00% | market | 24.00% | — | 2.47% | 3.17% | -0.70% |
| BRBR | 2019-11-21 | 2019-11-22 | 2019-12-23 | 1 | 18.72 | 18.72 | 0.00% | market | 394.12% | — | 22.76% | 3.26% | 19.51% |
| OOMA | 2019-11-21 | 2019-11-22 | 2019-12-23 | 1 | 13.30 | 13.30 | 0.00% | market | 120.00% | — | 2.38% | 3.26% | -0.88% |
| P | 2019-11-21 | 2019-11-22 | 2019-12-23 | 1 | 15.95 | 15.95 | 0.00% | market | 44.44% | — | 6.48% | 3.26% | 3.23% |
| POST | 2019-11-21 | 2019-11-22 | 2019-12-23 | 1 | 73.63 | 73.63 | 0.00% | market | 29.91% | — | -2.25% | 3.26% | -5.50% |
| BKE | 2019-11-22 | 2019-11-25 | 2019-12-24 | 3 | 26.89 | 26.89 | 0.00% | market | 23.26% | — | -0.99% | 2.96% | -3.96% |
| AMBA | 2019-11-25 | 2019-11-26 | 2019-12-26 | 1 | 60.37 | 60.37 | 0.00% | market | 52.38% | — | 0.70% | 3.04% | -2.35% |
| DKS | 2019-11-26 | 2019-11-27 | 2019-12-27 | 1 | 47.24 | 47.24 | 0.00% | market | 36.84% | — | 1.97% | 2.62% | -0.65% |
| HQY | 2019-12-03 | 2019-12-04 | 2020-01-03 | 1 | 68.72 | 68.72 | 0.00% | market | 113.64% | — | 4.41% | 3.77% | 0.64% |
| WDAY | 2019-12-03 | 2019-12-04 | 2020-01-03 | 1 | 164.56 | 164.56 | 0.00% | market | 39.47% | — | 2.26% | 3.77% | -1.51% |
| ZS | 2019-12-03 | 2019-12-04 | 2020-01-03 | 1 | 48.74 | 48.74 | 0.00% | market | 292.16% | — | -2.89% | 3.77% | -6.66% |
| BNED | 2019-12-04 | 2019-12-05 | 2020-01-06 | 1 | 393.00 | 393.00 | 0.00% | market | 8110.53% | — | 10.59% | 3.65% | 6.93% |
| ESTC | 2019-12-04 | 2019-12-05 | 2020-01-06 | 1 | 66.50 | 66.50 | 0.00% | market | 31.25% | — | 1.87% | 3.65% | -1.78% |
| PGNY | 2019-12-04 | 2019-12-05 | 2020-01-06 | 1 | 27.62 | 27.62 | 0.00% | market | 57.89% | — | 1.17% | 3.65% | -2.49% |
| WLY | 2019-12-04 | 2019-12-05 | 2020-01-06 | 1 | 48.24 | 48.24 | 0.00% | market | 28.79% | — | -1.14% | 3.65% | -4.79% |
| DOCU | 2019-12-05 | 2019-12-06 | 2020-01-07 | 1 | 74.94 | 74.94 | 0.00% | market | 253.93% | — | 0.30% | 2.74% | -2.44% |
| GWRE | 2019-12-05 | 2019-12-06 | 2020-01-07 | 1 | 117.21 | 117.21 | 0.00% | market | 289.22% | — | -5.11% | 2.74% | -7.85% |
| HOV | 2019-12-05 | 2019-12-06 | 2020-01-07 | 1 | 25.30 | 25.30 | 0.00% | market | 64.41% | — | -17.25% | 2.74% | -20.00% |
| OKTA | 2019-12-05 | 2019-12-06 | 2020-01-07 | 1 | 119.36 | 119.36 | 0.00% | market | 41.67% | — | 2.86% | 2.74% | 0.12% |
| SIG | 2019-12-05 | 2019-12-06 | 2020-01-07 | 1 | 18.39 | 18.39 | 0.00% | market | 28.97% | — | 0.34% | 2.74% | -2.41% |
| GCO | 2019-12-06 | 2019-12-09 | 2020-01-08 | 3 | 49.80 | 49.80 | 0.00% | market | 23.15% | — | -3.07% | 3.18% | -6.26% |
| PHR | 2019-12-09 | 2019-12-10 | 2020-01-09 | 1 | 30.10 | 30.10 | 0.00% | market | 30.00% | — | -11.13% | 4.09% | -15.22% |
| LITB | 2019-12-10 | 2019-12-11 | 2020-01-10 | 1 | 5.46 | 5.46 | 0.00% | market | 633.33% | — | 18.58% | 3.72% | 14.86% |
| MESO | 2019-12-16 | 2019-12-17 | 2020-01-16 | 1 | 13.74 | 13.74 | 0.00% | market | 60.00% | — | 20.86% | 3.44% | 17.42% |
| WOR | 2019-12-17 | 2019-12-18 | 2020-01-17 | 1 | 27.01 | 27.01 | 0.00% | market | 18.97% | — | -7.54% | 3.73% | -11.28% |
| BB | 2019-12-20 | 2019-12-23 | 2020-01-23 | 3 | 6.55 | 6.55 | 0.00% | market | 83.37% | — | 1.58% | 3.15% | -1.57% |
| RTO | 2019-12-31 | 2020-01-02 | 2020-01-31 | 2 | 29.98 | 29.98 | 0.00% | market | 20.83% | — | 4.34% | -0.56% | 4.90% |
| CMC | 2020-01-06 | 2020-01-07 | 2020-02-05 | 1 | 21.99 | 21.99 | 0.00% | market | 35.19% | — | -1.51% | 3.05% | -4.56% |
| JEF | 2020-01-08 | 2020-01-09 | 2020-02-07 | 1 | 20.47 | 20.47 | 0.00% | market | 31.91% | — | 7.57% | 1.85% | 5.72% |
| SNX | 2020-01-09 | 2020-01-10 | 2020-02-10 | 1 | 71.31 | 71.31 | 0.00% | market | 18.01% | — | -1.43% | 2.26% | -3.69% |
| C | 2020-01-14 | 2020-01-15 | 2020-02-13 | 1 | 81.73 | 81.73 | 0.00% | market | 16.85% | — | -3.44% | 2.97% | -6.41% |
| DAL | 2020-01-14 | 2020-01-15 | 2020-02-13 | 1 | 61.54 | 61.54 | 0.00% | market | 21.43% | — | -4.02% | 2.97% | -6.98% |
| MS | 2020-01-16 | 2020-01-17 | 2020-02-18 | 1 | 56.26 | 56.26 | 0.00% | market | 30.00% | — | -1.42% | 1.52% | -2.93% |
| STT | 2020-01-17 | 2020-01-21 | 2020-02-19 | 4 | 81.75 | 81.75 | 0.00% | market | 17.16% | — | -3.76% | 2.25% | -6.01% |
| FOR | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 22.96 | 22.96 | 0.00% | market | 169.23% | — | -6.81% | -3.01% | -3.79% |
| GATX | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 82.55 | 82.55 | 0.00% | market | 29.52% | — | -7.82% | -3.01% | -4.80% |
| HZO | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 22.15 | 22.15 | 0.00% | market | 485.71% | — | -11.30% | -3.01% | -8.28% |
| INTC | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 66.57 | 66.57 | 0.00% | market | 21.60% | — | -7.33% | -3.01% | -4.31% |
| ORI | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 22.77 | 22.77 | 0.00% | market | 20.51% | — | -0.32% | -3.01% | 2.69% |
| MOG-A | 2020-01-24 | 2020-01-27 | 2020-02-25 | 3 | 88.78 | 88.78 | 0.00% | market | 19.01% | — | -8.16% | -3.21% | -4.95% |
| DHI | 2020-01-27 | 2020-01-28 | 2020-02-26 | 1 | 60.28 | 60.28 | 0.00% | market | 16.30% | — | -6.25% | -4.17% | -2.08% |
| RDY | 2020-01-27 | 2020-01-28 | 2020-02-26 | 1 | 8.77 | 8.77 | 0.00% | market | 24.71% | — | -1.81% | -4.17% | 2.36% |
| LEA | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 126.41 | 126.41 | 0.00% | market | 17.86% | — | -12.75% | -9.40% | -3.35% |
| MTSI | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 30.53 | 30.53 | 0.00% | market | 137.29% | — | -21.03% | -9.40% | -11.63% |
| UMBF | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 67.99 | 67.99 | 0.00% | market | 15.38% | — | -10.29% | -9.40% | -0.89% |
| ADM | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 45.62 | 45.62 | 0.00% | market | 96.40% | — | -17.57% | -8.66% | -8.91% |
| CLS | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 9.18 | 9.18 | 0.00% | market | 20.00% | — | -31.25% | -8.66% | -22.59% |
| CMPR | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 111.99 | 111.99 | 0.00% | market | 21.33% | — | 3.85% | -8.66% | 12.51% |
| CVLT | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 44.40 | 44.40 | 0.00% | market | 17.50% | — | -6.18% | -8.66% | 2.48% |
| EVR | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 80.43 | 80.43 | 0.00% | market | 15.74% | — | -17.27% | -8.66% | -8.61% |
| MTH | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 36.99 | 36.99 | 0.00% | market | 38.54% | — | -14.32% | -8.66% | -5.66% |
| PGR | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 79.74 | 79.74 | 0.00% | market | 58.77% | — | -8.35% | -8.66% | 0.31% |
| RES | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 4.98 | 4.98 | 0.00% | market | 30.00% | — | -31.02% | -8.66% | -22.36% |
| ARCB | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 26.14 | 26.14 | 0.00% | market | 24.44% | — | -23.40% | -5.48% | -17.92% |
| CNX | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 6.92 | 6.92 | 0.00% | market | 340.00% | — | -22.79% | -5.48% | -17.31% |
| CTVA | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 28.78 | 28.78 | 0.00% | market | 158.33% | — | -1.98% | -5.48% | 3.50% |
| FHI | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 35.83 | 35.83 | 0.00% | market | 15.71% | — | -13.86% | -5.48% | -8.38% |
| FLEX | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 14.00 | 14.00 | 0.00% | market | 15.15% | — | -16.39% | -5.48% | -10.91% |
| LAZ | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 42.65 | 42.65 | 0.00% | market | 21.33% | — | -11.12% | -5.48% | -5.64% |
| MUR | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 20.89 | 20.89 | 0.00% | market | 33.33% | — | -8.86% | -5.48% | -3.38% |
| NOC | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 383.33 | 383.33 | 0.00% | market | 17.36% | — | -12.45% | -5.48% | -6.97% |
| NTCT | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 26.90 | 26.90 | 0.00% | market | 23.73% | — | -3.19% | -5.48% | 2.29% |
| SF | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 29.22 | 29.22 | 0.00% | market | 16.82% | — | -11.91% | -5.48% | -6.43% |
| SIGI | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 70.00 | 70.00 | 0.00% | market | 25.69% | — | -17.31% | -5.48% | -11.84% |
| VLO | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 87.56 | 87.56 | 0.00% | market | 31.48% | — | -22.59% | -5.48% | -17.11% |
| ADNT | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 25.87 | 25.87 | 0.00% | market | 209.68% | — | -15.79% | -7.15% | -8.65% |
| OPY | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 27.69 | 27.69 | 0.00% | market | 130.00% | — | -13.72% | -7.15% | -6.57% |
| PIPR | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 20.82 | 20.82 | 0.00% | market | 60.56% | — | -14.17% | -7.15% | -7.03% |
| SMFG | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 7.07 | 7.07 | 0.00% | market | 72.04% | — | -11.84% | -7.15% | -4.69% |
| SGU | 2020-02-03 | 2020-02-04 | 2020-03-04 | 1 | 9.60 | 9.60 | 0.00% | market | 15.15% | — | -6.04% | -4.64% | -1.40% |
| VVV | 2020-02-03 | 2020-02-04 | 2020-03-04 | 1 | 22.00 | 22.00 | 0.00% | market | 16.67% | — | -11.24% | -4.64% | -6.60% |
| MDU | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 11.51 | 11.51 | 0.00% | market | 20.51% | — | -1.32% | -8.97% | 7.66% |
| MUFG | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 5.26 | 5.26 | 0.00% | market | 790.29% | — | -12.08% | -8.97% | -3.11% |
| OLN | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 15.72 | 15.72 | 0.00% | market | 20.00% | — | -11.04% | -8.97% | -2.07% |
| PAA | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 17.15 | 17.15 | 0.00% | market | 28.57% | — | -23.72% | -8.97% | -14.74% |
| PBI | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 4.04 | 4.04 | 0.00% | market | 27.27% | — | -21.63% | -8.97% | -12.66% |
| PRU | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 95.33 | 95.33 | 0.00% | market | 15.35% | — | -24.30% | -8.97% | -15.33% |
| RL | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 124.89 | 124.89 | 0.00% | market | 16.73% | — | -13.47% | -8.97% | -4.50% |
| SNAP | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 18.02 | 18.02 | 0.00% | market | 314.94% | — | -23.24% | -8.97% | -14.27% |
| SONY | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 14.13 | 14.13 | 0.00% | market | 32.28% | — | -10.29% | -8.97% | -1.32% |
| TENB | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 28.94 | 28.94 | 0.00% | market | 15.38% | — | -18.90% | -8.97% | -9.93% |
| USNA | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 81.96 | 81.96 | 0.00% | market | 42.42% | — | -11.15% | -8.97% | -2.18% |
| BTU | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 9.45 | 9.45 | 0.00% | market | 43.30% | — | -50.89% | -10.92% | -39.98% |
| CENT | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 25.24 | 25.24 | 0.00% | market | 40.00% | — | -14.28% | -10.92% | -3.37% |
| CUZ | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 40.98 | 40.98 | 0.00% | market | 471.43% | — | -9.52% | -10.92% | 1.40% |
| DHX | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 2.87 | 2.87 | 0.00% | market | 16.67% | — | -23.10% | -10.92% | -12.18% |
| FMC | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 103.48 | 103.48 | 0.00% | market | 15.03% | — | -12.61% | -10.92% | -1.70% |
| GM | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 35.05 | 35.05 | 0.00% | market | 145.45% | — | -18.25% | -10.92% | -7.33% |
| PLUS | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 45.00 | 45.00 | 0.00% | market | 20.59% | — | -19.61% | -10.92% | -8.69% |
| PTON | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 29.94 | 29.94 | 0.00% | market | 37.50% | — | -16.67% | -10.92% | -5.75% |
| RAMP | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 45.38 | 45.38 | 0.00% | market | 62.50% | — | -23.94% | -10.92% | -13.03% |
| SONO | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 15.25 | 15.25 | 0.00% | market | 25.00% | — | -31.38% | -10.92% | -20.46% |
| TWLO | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 120.60 | 120.60 | 0.00% | market | 170.27% | — | -15.71% | -10.92% | -4.80% |
| BILL | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 56.88 | 56.88 | 0.00% | market | 33.33% | — | -21.48% | -17.60% | -3.87% |
| CCS | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 34.67 | 34.67 | 0.00% | market | 18.11% | — | -13.89% | -17.60% | 3.72% |
| DX | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 18.86 | 18.86 | 0.00% | market | 46.67% | — | -17.49% | -17.60% | 0.11% |
| GEN | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 19.04 | 19.04 | 0.00% | market | 212.50% | — | -9.82% | -17.60% | 7.79% |
| GOLD | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 4.47 | 4.47 | 0.00% | market | 80.00% | — | 3.70% | -17.60% | 21.31% |
| HUBG | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 28.01 | 28.01 | 0.00% | market | 100.00% | — | -25.52% | -17.60% | -7.92% |
| MT | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 17.51 | 17.51 | 0.00% | market | 52.17% | — | -40.53% | -17.60% | -22.93% |
| NGL | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 9.85 | 9.85 | 0.00% | market | 15.79% | — | -65.58% | -17.60% | -47.98% |
| NOK | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 4.28 | 4.28 | 0.00% | market | 30.77% | — | -22.76% | -17.60% | -5.16% |
| PFSI | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 36.71 | 36.71 | 0.00% | market | 16.05% | — | -2.25% | -17.60% | 15.35% |
| PINS | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 26.99 | 26.99 | 0.00% | market | 71.43% | — | -40.04% | -17.60% | -22.44% |
| RITM | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 17.47 | 17.47 | 0.00% | market | 17.31% | — | -19.56% | -17.60% | -1.96% |
| TDC | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 24.91 | 24.91 | 0.00% | market | 37.50% | — | -17.88% | -17.60% | -0.28% |
| TM | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 142.99 | 142.99 | 0.00% | market | 24.74% | — | -14.23% | -17.60% | 3.38% |
| TTE | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 49.65 | 49.65 | 0.00% | market | 21.43% | — | -30.07% | -17.60% | -12.47% |
| CCJ | 2020-02-07 | 2020-02-10 | 2020-03-10 | 3 | 8.51 | 8.51 | 0.00% | market | 350.00% | — | -12.79% | -12.92% | 0.13% |
| MSGS | 2020-02-07 | 2020-02-10 | 2020-03-10 | 3 | 144.96 | 144.96 | 0.00% | market | 49.43% | — | -16.89% | -12.92% | -3.96% |
| AMKR | 2020-02-10 | 2020-02-11 | 2020-03-11 | 1 | 13.92 | 13.92 | 0.00% | market | 78.26% | — | -37.96% | -18.38% | -19.58% |
| CLSK | 2020-02-10 | 2020-02-11 | 2020-03-11 | 1 | 12.75 | 12.75 | 0.00% | market | 50.00% | — | -68.57% | -18.38% | -50.19% |
| DAC | 2020-02-10 | 2020-02-11 | 2020-03-11 | 1 | 6.45 | 6.45 | 0.00% | market | 20.36% | — | -29.87% | -18.38% | -11.48% |
| ITUB | 2020-02-10 | 2020-02-11 | 2020-03-11 | 1 | 6.08 | 6.08 | 0.00% | market | 22.22% | — | -32.01% | -18.38% | -13.62% |
| AN | 2020-02-11 | 2020-02-12 | 2020-03-12 | 1 | 47.14 | 47.14 | 0.00% | market | 15.79% | — | -30.39% | -26.34% | -4.05% |
| HAS | 2020-02-11 | 2020-02-12 | 2020-03-12 | 1 | 99.98 | 99.98 | 0.00% | market | 39.33% | — | -46.30% | -26.34% | -19.96% |
| LYFT | 2020-02-11 | 2020-02-12 | 2020-03-12 | 1 | 51.25 | 51.25 | 0.00% | market | 28.07% | — | -53.50% | -26.34% | -27.17% |
| WFG | 2020-02-11 | 2020-02-12 | 2020-03-12 | 1 | 47.84 | 47.84 | 0.00% | market | 62.79% | — | -53.70% | -26.34% | -27.36% |
| AM | 2020-02-12 | 2020-02-13 | 2020-03-13 | 1 | 4.50 | 4.50 | 0.00% | market | 52.17% | — | -29.88% | -19.81% | -10.07% |
| AR | 2020-02-12 | 2020-02-13 | 2020-03-13 | 1 | 1.78 | 1.78 | 0.00% | market | 81.82% | — | -29.31% | -19.81% | -9.50% |
| BG | 2020-02-12 | 2020-02-13 | 2020-03-13 | 1 | 55.15 | 55.15 | 0.00% | market | 477.27% | — | -30.18% | -19.81% | -10.37% |
| BLBD | 2020-02-12 | 2020-02-13 | 2020-03-13 | 1 | 22.26 | 22.26 | 0.00% | market | 366.67% | — | -37.12% | -19.81% | -17.31% |
| IRT | 2020-02-12 | 2020-02-13 | 2020-03-13 | 1 | 15.88 | 15.88 | 0.00% | market | 188.89% | — | -22.14% | -19.81% | -2.33% |
| KGC | 2020-02-12 | 2020-02-13 | 2020-03-13 | 1 | 5.14 | 5.14 | 0.00% | market | 30.00% | — | -32.59% | -19.81% | -12.78% |
| TIMB | 2020-02-12 | 2020-02-13 | 2020-03-13 | 1 | 20.10 | 20.10 | 0.00% | market | 80.95% | — | -27.51% | -19.81% | -7.70% |
| AER | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 62.67 | 62.67 | 0.00% | market | 20.00% | — | -66.85% | -28.94% | -37.91% |
| ALKS | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 17.31 | 17.31 | 0.00% | market | 25.76% | — | -19.28% | -28.94% | 9.66% |
| AORT | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 27.90 | 27.90 | 0.00% | market | 25.00% | — | -32.93% | -28.94% | -4.00% |
| BABA | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 221.10 | 221.10 | 0.00% | market | 16.00% | — | -19.21% | -28.94% | 9.73% |
| CC | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 16.73 | 16.73 | 0.00% | market | 30.23% | — | -45.47% | -28.94% | -16.53% |
| DAVA | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 54.85 | 54.85 | 0.00% | market | 44.44% | — | -40.01% | -28.94% | -11.07% |
| ELME | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 32.17 | 32.17 | 0.00% | market | 1200.00% | — | -29.51% | -28.94% | -0.57% |
| DCH | 2020-02-14 | 2020-02-18 | 2020-03-17 | 4 | 8.75 | 8.75 | 0.00% | market | 7414.45% | — | -56.21% | -24.88% | -31.34% |
| ADEA | 2020-02-18 | 2020-02-19 | 2020-03-18 | 1 | 4.10 | 4.10 | 0.00% | market | 15.69% | — | -31.32% | -28.95% | -2.37% |
| ARLO | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 3.70 | 3.70 | 0.00% | market | 16.13% | — | -50.64% | -24.94% | -25.70% |
| BH | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 120.24 | 120.24 | 0.00% | market | 1055.18% | — | -55.23% | -24.94% | -30.29% |
| HPQ | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 22.98 | 22.98 | 0.00% | market | 20.37% | — | -32.78% | -24.94% | -7.84% |
| KOS | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 4.11 | 4.11 | 0.00% | market | 18.18% | — | -80.36% | -24.94% | -55.42% |
| MMSI | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 43.26 | 43.26 | 0.00% | market | 17.65% | — | -30.36% | -24.94% | -5.42% |
| OII | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 13.50 | 13.50 | 0.00% | market | 118.75% | — | -69.14% | -24.94% | -44.20% |
| AFGB | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 27.61 | 27.61 | 0.00% | market | 24.32% | — | -16.18% | -21.45% | 5.27% |
| AHT | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 2,300.00 | 2,300.00 | 0.00% | market | 22.22% | — | -67.84% | -21.45% | -46.39% |
| AMRX | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 3.90 | 3.90 | 0.00% | market | 60.00% | — | -11.64% | -14.49% | 2.85% |
| APA | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 23.81 | 23.81 | 0.00% | market | 229.22% | — | -75.91% | -14.49% | -61.42% |
| ATRO | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 17.38 | 17.38 | 0.00% | market | 245.45% | — | -53.38% | -14.49% | -38.89% |
| AAOI | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 8.95 | 8.95 | 0.00% | market | 21.74% | — | -16.52% | -12.22% | -4.30% |
| AGO | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 41.05 | 41.05 | 0.00% | market | 15.38% | — | -37.40% | -12.22% | -25.18% |
| AMC | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 65.10 | 65.10 | 0.00% | market | 337.50% | — | -44.80% | -12.22% | -32.58% |
| BRSP | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 12.19 | 12.19 | 0.00% | market | 23.33% | — | -57.03% | -12.22% | -44.81% |
| CCO | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 2.02 | 2.02 | 0.00% | market | 84.22% | — | -72.87% | -12.22% | -60.65% |
| CDNA | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 19.50 | 19.50 | 0.00% | market | 166.67% | — | 11.95% | -12.22% | 24.17% |
| FTAI | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 15.10 | 15.10 | 0.00% | market | 71.43% | — | -51.89% | -12.22% | -39.67% |
| GKOS | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 43.25 | 43.25 | 0.00% | market | 64.71% | — | -23.01% | -12.22% | -10.79% |
| DBRG | 2020-02-28 | 2020-03-02 | 2020-03-30 | 3 | 15.92 | 15.92 | 0.00% | market | 63.64% | — | -54.12% | -12.26% | -41.86% |
| AMRC | 2020-03-02 | 2020-03-03 | 2020-03-31 | 1 | 24.20 | 24.20 | 0.00% | market | 17.95% | — | -29.73% | -16.72% | -13.01% |
| ANAB | 2020-03-02 | 2020-03-03 | 2020-03-31 | 1 | 11.41 | 11.41 | 0.00% | market | 37.50% | — | -17.54% | -16.72% | -0.82% |
| PI | 2020-03-02 | 2020-03-03 | 2020-03-31 | 1 | 27.40 | 27.40 | 0.00% | market | 798.20% | — | -39.11% | -16.72% | -22.39% |
| AMBA | 2020-03-03 | 2020-03-04 | 2020-04-01 | 1 | 62.15 | 62.15 | 0.00% | market | 16.67% | — | -24.51% | -19.59% | -4.92% |
| TGTX | 2020-03-03 | 2020-03-04 | 2020-04-01 | 1 | 13.90 | 13.90 | 0.00% | market | 15.56% | — | -36.07% | -19.59% | -16.48% |
| YEXT | 2020-03-03 | 2020-03-04 | 2020-04-01 | 1 | 16.07 | 16.07 | 0.00% | market | 20.00% | — | -40.11% | -19.59% | -20.52% |
| GWRE | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 94.78 | 94.78 | 0.00% | market | 61.54% | — | -22.05% | -17.43% | -4.62% |
| JILL | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 4.40 | 4.40 | 0.00% | market | 54.55% | — | -53.51% | -17.43% | -36.08% |
| MYRG | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 26.58 | 26.58 | 0.00% | market | 26.67% | — | -16.54% | -17.43% | 0.89% |
| TAC | 2020-03-04 | 2020-03-05 | 2020-04-02 | 1 | 7.87 | 7.87 | 0.00% | market | 50.00% | — | -36.44% | -17.43% | -19.01% |
| BCRX | 2020-03-05 | 2020-03-06 | 2020-04-03 | 1 | 3.76 | 3.76 | 0.00% | market | 92.00% | — | -48.24% | -15.34% | -32.90% |
| MEI | 2020-03-05 | 2020-03-06 | 2020-04-03 | 1 | 29.54 | 29.54 | 0.00% | market | 18.48% | — | -15.54% | -15.34% | -0.20% |
| OKTA | 2020-03-05 | 2020-03-06 | 2020-04-03 | 1 | 129.15 | 129.15 | 0.00% | market | 80.00% | — | -8.01% | -15.34% | 7.33% |
| OOMA | 2020-03-05 | 2020-03-06 | 2020-04-03 | 1 | 13.75 | 13.75 | 0.00% | market | 868.52% | — | -19.66% | -15.34% | -4.33% |
| RCUS | 2020-03-05 | 2020-03-06 | 2020-04-03 | 1 | 19.43 | 19.43 | 0.00% | market | 22.45% | — | -25.78% | -15.34% | -10.45% |
| VIPS | 2020-03-05 | 2020-03-06 | 2020-04-03 | 1 | 16.14 | 16.14 | 0.00% | market | 30.88% | — | -12.68% | -15.34% | 2.66% |
| GLP | 2020-03-06 | 2020-03-09 | 2020-04-06 | 3 | 11.96 | 11.96 | 0.00% | market | 35.29% | — | -29.03% | -3.79% | -25.24% |
| PAM | 2020-03-10 | 2020-03-11 | 2020-04-08 | 1 | 11.41 | 11.41 | 0.00% | market | 119.56% | — | -3.87% | -2.38% | -1.49% |
| AP | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 2.20 | 2.20 | 0.00% | market | 1300.56% | — | 30.81% | 8.67% | 22.14% |
| BBW | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 2.39 | 2.39 | 0.00% | market | 50.00% | — | -28.97% | 8.67% | -37.64% |
| DQ | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 10.59 | 10.59 | 0.00% | market | 61.11% | — | -5.82% | 8.67% | -14.50% |
| FPI | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 5.50 | 5.50 | 0.00% | market | 16.67% | — | 18.45% | 8.67% | 9.77% |
| KNOP | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 12.12 | 12.12 | 0.00% | market | 30.36% | — | -1.09% | 8.67% | -9.76% |
| NL | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 2.90 | 2.90 | 0.00% | market | 18.18% | — | 2.31% | 8.67% | -6.36% |
| PDD | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 33.90 | 33.90 | 0.00% | market | 23.08% | — | 20.96% | 8.67% | 12.29% |
| UNFI | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 5.80 | 5.80 | 0.00% | market | 18.52% | — | 72.14% | 8.67% | 63.47% |
| CELC | 2020-03-12 | 2020-03-13 | 2020-04-13 | 1 | 6.57 | 6.57 | 0.00% | market | 26.32% | — | -17.60% | 4.78% | -22.38% |
| DOCU | 2020-03-12 | 2020-03-13 | 2020-04-13 | 1 | 75.02 | 75.02 | 0.00% | market | 140.00% | — | 25.16% | 4.78% | 20.38% |
| ERO | 2020-03-12 | 2020-03-13 | 2020-04-13 | 1 | 8.03 | 8.03 | 0.00% | market | 158.82% | — | 7.00% | 4.78% | 2.22% |
| SRRK | 2020-03-12 | 2020-03-13 | 2020-04-13 | 1 | 16.09 | 16.09 | 0.00% | market | 31.58% | — | -5.01% | 4.78% | -9.79% |
| LAC | 2020-03-13 | 2020-03-16 | 2020-04-14 | 3 | 1.73 | 1.73 | 0.00% | market | 50.00% | — | 10.88% | 17.67% | -6.78% |
| BE | 2020-03-16 | 2020-03-17 | 2020-04-15 | 1 | 4.64 | 4.64 | 0.00% | market | 2412.14% | — | 41.06% | 13.35% | 27.71% |
| ESTA | 2020-03-16 | 2020-03-17 | 2020-04-15 | 1 | 12.74 | 12.74 | 0.00% | market | 54.24% | — | 9.79% | 13.35% | -3.56% |
| TRVI | 2020-03-16 | 2020-03-17 | 2020-04-15 | 1 | 3.72 | 3.72 | 0.00% | market | 62.75% | — | -23.35% | 13.35% | -36.71% |
| TSQ | 2020-03-16 | 2020-03-17 | 2020-04-15 | 1 | 3.90 | 3.90 | 0.00% | market | 196.00% | — | 11.69% | 13.35% | -1.66% |
| DBI | 2020-03-17 | 2020-03-18 | 2020-04-16 | 1 | 3.81 | 3.81 | 0.00% | market | 16.67% | — | 25.62% | 18.14% | 7.48% |
| ARCO | 2020-03-18 | 2020-03-19 | 2020-04-17 | 1 | 3.20 | 3.20 | 0.00% | market | 157.14% | — | 17.71% | 19.81% | -2.10% |
| PD | 2020-03-18 | 2020-03-19 | 2020-04-17 | 1 | 14.47 | 14.47 | 0.00% | market | 50.00% | — | 44.41% | 19.81% | 24.60% |
| TEO | 2020-03-18 | 2020-03-19 | 2020-04-17 | 1 | 7.79 | 7.79 | 0.00% | market | 135.71% | — | -0.74% | 19.81% | -20.55% |
| ARQT | 2020-03-19 | 2020-03-20 | 2020-04-20 | 1 | 25.95 | 25.95 | 0.00% | market | 32.90% | — | 5.49% | 16.11% | -10.62% |
| CIG-C | 2020-03-19 | 2020-03-20 | 2020-04-20 | 1 | 0.94 | 0.94 | 0.00% | market | 118.11% | — | 9.99% | 16.11% | -6.11% |
| LEN | 2020-03-19 | 2020-03-20 | 2020-04-20 | 1 | 32.26 | 32.26 | 0.00% | market | 51.19% | — | 23.83% | 16.11% | 7.73% |
| IBRX | 2020-03-25 | 2020-03-26 | 2020-04-24 | 1 | 3.03 | 3.03 | 0.00% | market | 20.00% | — | 19.70% | 13.41% | 6.30% |
| YRD | 2020-03-25 | 2020-03-26 | 2020-04-24 | 1 | 3.88 | 3.88 | 0.00% | market | 72.22% | — | -12.99% | 13.41% | -26.39% |
| CLDX | 2020-03-26 | 2020-03-27 | 2020-04-27 | 1 | 1.70 | 1.70 | 0.00% | market | 28.89% | — | 49.31% | 13.34% | 35.97% |
| COGT | 2020-03-26 | 2020-03-27 | 2020-04-27 | 1 | 2.08 | 2.08 | 0.00% | market | 124.56% | — | -23.18% | 13.34% | -36.51% |
| GME | 2020-03-26 | 2020-03-27 | 2020-04-27 | 1 | 1.24 | 1.24 | 0.00% | market | 52.38% | — | 17.64% | 13.34% | 4.30% |
| JEF | 2020-03-26 | 2020-03-27 | 2020-04-27 | 1 | 13.86 | 13.86 | 0.00% | market | 76.19% | — | -11.72% | 13.34% | -25.05% |
| KBH | 2020-03-26 | 2020-03-27 | 2020-04-27 | 1 | 19.51 | 19.51 | 0.00% | market | 40.00% | — | 20.15% | 13.34% | 6.81% |
| SBS | 2020-03-27 | 2020-03-30 | 2020-04-28 | 3 | 1.57 | 1.57 | 0.00% | market | 153.29% | — | -3.28% | 11.74% | -15.03% |
| CHWY | 2020-04-02 | 2020-04-03 | 2020-05-04 | 1 | 35.23 | 35.23 | 0.00% | market | 76.47% | — | 11.28% | 13.08% | -1.80% |
| GBX | 2020-04-07 | 2020-04-08 | 2020-05-07 | 1 | 16.80 | 16.80 | 0.00% | market | 58.62% | — | -3.55% | 7.36% | -10.91% |
| BBBY | 2020-04-15 | 2020-04-16 | 2020-05-14 | 1 | 8.56 | 8.56 | 0.00% | market | 80.95% | — | 117.42% | 2.08% | 115.34% |
| USB | 2020-04-15 | 2020-04-16 | 2020-05-14 | 1 | 33.02 | 33.02 | 0.00% | market | 24.14% | — | -5.70% | 2.08% | -7.79% |
| BNY | 2020-04-16 | 2020-04-17 | 2020-05-15 | 1 | 37.47 | 37.47 | 0.00% | market | 16.67% | — | -14.54% | 0.32% | -14.85% |
| IIIN | 2020-04-16 | 2020-04-17 | 2020-05-15 | 1 | 17.89 | 17.89 | 0.00% | market | 140.00% | — | -15.30% | 0.32% | -15.62% |
| WAL | 2020-04-16 | 2020-04-17 | 2020-05-15 | 1 | 29.77 | 29.77 | 0.00% | market | 15.28% | — | -1.78% | 0.32% | -2.09% |
| MUSA | 2020-04-17 | 2020-04-20 | 2020-05-18 | 3 | 108.60 | 108.60 | 0.00% | market | 31.53% | — | 6.70% | 4.38% | 2.31% |
| STT | 2020-04-17 | 2020-04-20 | 2020-05-18 | 3 | 57.54 | 57.54 | 0.00% | market | 23.70% | — | 1.50% | 4.38% | -2.89% |
| HAL | 2020-04-20 | 2020-04-21 | 2020-05-19 | 1 | 7.31 | 7.31 | 0.00% | market | 24.00% | — | 52.43% | 5.51% | 46.92% |
| KALU | 2020-04-20 | 2020-04-21 | 2020-05-19 | 1 | 74.11 | 74.11 | 0.00% | market | 20.25% | — | -12.89% | 5.51% | -18.40% |
| TFC | 2020-04-20 | 2020-04-21 | 2020-05-19 | 1 | 33.91 | 33.91 | 0.00% | market | 23.88% | — | -4.73% | 5.51% | -10.24% |
| EMR | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 52.34 | 52.34 | 0.00% | market | 20.27% | — | 8.44% | 6.68% | 1.77% |
| GPK | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 13.26 | 13.26 | 0.00% | market | 24.00% | — | 1.63% | 6.68% | -5.04% |
| MLI | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 5.88 | 5.88 | 0.00% | market | 25.49% | — | 9.42% | 6.68% | 2.75% |
| SFNC | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 18.00 | 18.00 | 0.00% | market | 58.14% | — | -9.99% | 6.68% | -16.66% |
| SYF | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 15.63 | 15.63 | 0.00% | market | 550.00% | — | 15.77% | 6.68% | 9.09% |
| TFII | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 23.18 | 23.18 | 0.00% | market | 26.53% | — | 24.66% | 6.68% | 17.99% |
| USNA | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 75.77 | 75.77 | 0.00% | market | 46.43% | — | 11.09% | 6.68% | 4.42% |
| WTFC | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 35.25 | 35.25 | 0.00% | market | 40.54% | — | 7.93% | 6.68% | 1.25% |
| AA | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 7.91 | 7.91 | 0.00% | market | 20.69% | — | 4.58% | 5.13% | -0.55% |
| AXTI | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 4.20 | 4.20 | 0.00% | market | 80.00% | — | 30.85% | 5.13% | 25.72% |
| BIIB | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 293.61 | 293.61 | 0.00% | market | 18.24% | — | 3.60% | 5.13% | -1.53% |
| BKR | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 13.16 | 13.16 | 0.00% | market | 22.22% | — | 17.07% | 5.13% | 11.94% |
| DAL | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 22.65 | 22.65 | 0.00% | market | 29.17% | — | 2.15% | 5.13% | -2.98% |
| EVR | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 48.47 | 48.47 | 0.00% | market | 17.48% | — | 7.68% | 5.13% | 2.55% |
| FNF | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 24.55 | 24.55 | 0.00% | market | 32.73% | — | 7.31% | 5.13% | 2.18% |
| HNI | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 22.54 | 22.54 | 0.00% | market | 520.00% | — | 5.31% | 5.13% | 0.18% |
| LVS | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 45.17 | 45.17 | 0.00% | market | 62.50% | — | 7.43% | 5.13% | 2.30% |
| MC | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 29.10 | 29.10 | 0.00% | market | 32.35% | — | 0.79% | 5.13% | -4.34% |
| RUSHA | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 15.53 | 15.53 | 0.00% | market | 64.71% | — | 13.23% | 5.13% | 8.10% |
| SLG | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 47.18 | 47.18 | 0.00% | market | 22.78% | — | -15.98% | 5.13% | -21.11% |
| VMI | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 116.02 | 116.02 | 0.00% | market | 43.17% | — | -7.83% | 5.13% | -12.96% |
| ASB | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 12.33 | 12.33 | 0.00% | market | 180.00% | — | 5.74% | 5.24% | 0.50% |
| ASR | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 96.49 | 96.49 | 0.00% | market | 20.81% | — | 3.27% | 5.24% | -1.97% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| GSK | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 42.90 | 42.90 | 0.00% | market | 22.22% | — | -2.38% | 4.32% | -6.71% |
| JOE | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 17.87 | 17.87 | 0.00% | market | 81.25% | — | 7.62% | 4.32% | 3.30% |
| LH | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 144.90 | 144.90 | 0.00% | market | 34.66% | — | 3.84% | 4.32% | -0.48% |
| MAS | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 40.98 | 40.98 | 0.00% | market | 27.78% | — | 13.74% | 4.32% | 9.41% |
| MHO | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 26.20 | 26.20 | 0.00% | market | 31.33% | — | 27.69% | 4.32% | 23.36% |
| MTDR | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 7.35 | 7.35 | 0.00% | market | 233.33% | — | 6.57% | 4.32% | 2.24% |
| MTSI | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 31.55 | 31.55 | 0.00% | market | 70.00% | — | 0.53% | 4.32% | -3.79% |
| NGVT | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 49.41 | 49.41 | 0.00% | market | 40.00% | — | 6.50% | 4.32% | 2.18% |
| OIS | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 3.69 | 3.69 | 0.00% | market | 33.33% | — | 14.81% | 4.32% | 10.48% |
| ORN | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 2.52 | 2.52 | 0.00% | market | 200.00% | — | 4.27% | 4.32% | -0.06% |
| PAC | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 61.54 | 61.54 | 0.00% | market | 29.01% | — | 7.81% | 4.32% | 3.49% |
| PB | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 60.05 | 60.05 | 0.00% | market | 16.95% | — | 8.79% | 4.32% | 4.47% |
| PEGA | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 42.78 | 42.78 | 0.00% | market | 725.08% | — | 11.07% | 4.32% | 6.75% |
| QURE | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 61.72 | 61.72 | 0.00% | market | 26.74% | — | 8.71% | 4.32% | 4.39% |
| SAH | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 21.71 | 21.71 | 0.00% | market | 100.00% | — | 20.95% | 4.32% | 16.63% |
| SITE | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 95.25 | 95.25 | 0.00% | market | 23.64% | — | 11.51% | 4.32% | 7.19% |
| SM | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 3.47 | 3.47 | 0.00% | market | 76.19% | — | 1.34% | 4.32% | -2.98% |
| TTMI | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 11.50 | 11.50 | 0.00% | market | 260.00% | — | 0.51% | 4.32% | -3.81% |
| URI | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 126.22 | 126.22 | 0.00% | market | 43.16% | — | 9.94% | 4.32% | 5.62% |
| VLO | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 65.92 | 65.92 | 0.00% | market | 326.67% | — | 0.99% | 4.32% | -3.33% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |