EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos) (4)
Run 9a97f5d2 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
5373
Win rate
54.59%
Avg return
1.17%
Median return
0.92%
Avg abnormal
0.22%
Median abnormal
-0.38%
Best trade
744.34%
Worst trade
-80.36%
Sharpe (per-trade)
0.07
Daily portfolio drawdown
-27.21%
Portfolio (equal_weight)
Total return
62.93%
Max drawdown
-27.21%
Avg trade return
1.17%
Win rate
54.59%
Signals
9005
Configured concurrent
100
Observed concurrent
100
Trades taken
5373
Skipped (no capacity)
3632
Excess vs benchmark
-397.08%
Avg entry slippage
0.00%
Return if filled at market
62.93%
VWAP fills
0
VWAP fallbacks
0
3632 of 9005 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 | 1 | -2.65% | -6.26% | 0.00% |
| 2007 | 1 | -12.41% | -12.62% | 0.00% |
| 2008 | 2 | 3.40% | 4.80% | 50.00% |
| 2009 | 1 | 4.80% | 3.26% | 100.00% |
| 2010 | 5 | 4.40% | 1.98% | 100.00% |
| 2011 | 2 | -1.60% | 2.32% | 50.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2013 | 3 | -9.82% | -10.39% | 0.00% |
| 2015 | 3 | -1.63% | -2.09% | 33.33% |
| 2016 | 204 | 4.57% | 2.54% | 67.16% |
| 2017 | 459 | 1.03% | -0.06% | 54.03% |
| 2018 | 500 | 0.74% | 0.05% | 55.40% |
| 2019 | 492 | 0.23% | -0.06% | 48.17% |
| 2020 | 552 | -0.43% | -0.33% | 51.09% |
| 2021 | 636 | 3.17% | 1.54% | 65.41% |
| 2022 | 565 | 1.12% | 1.29% | 54.51% |
| 2023 | 555 | 0.68% | -0.61% | 46.85% |
| 2024 | 537 | 1.89% | -1.12% | 56.61% |
| 2025 | 550 | 0.72% | 0.47% | 54.73% |
| 2026 | 304 | 0.72% | -0.36% | 50.33% |
Trades (page 1: 500 of 5,373)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Op. margin | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BHP | 2006-11-03 | 2006-11-06 | 2006-12-05 | 3 | 36.02 | 36.02 | 0.00% | market | 18.62% | — | -2.65% | 3.61% | -6.26% |
| IHG | 2007-05-09 | 2007-05-10 | 2007-06-08 | 1 | 38.01 | 38.01 | 0.00% | market | 19.05% | — | -12.41% | 0.21% | -12.62% |
| IHG | 2008-05-07 | 2008-05-08 | 2008-06-06 | 1 | 21.28 | 21.28 | 0.00% | market | 19.23% | — | -8.51% | -2.47% | -6.04% |
| IHG | 2008-11-11 | 2008-11-12 | 2008-12-11 | 1 | 9.41 | 9.41 | 0.00% | market | 33.33% | — | 15.31% | -0.33% | 15.64% |
| SNN | 2009-11-06 | 2009-11-09 | 2009-12-08 | 3 | 18.59 | 18.59 | 0.00% | market | 30.77% | — | 4.80% | 1.54% | 3.26% |
| IHG | 2010-08-10 | 2010-08-11 | 2010-09-09 | 1 | 21.89 | 21.89 | 0.00% | market | 18.92% | — | 0.22% | 0.24% | -0.02% |
| AU | 2010-08-12 | 2010-08-13 | 2010-09-13 | 1 | 42.99 | 42.99 | 0.00% | market | 183.33% | — | 3.62% | 4.09% | -0.47% |
| GFI | 2010-11-04 | 2010-11-05 | 2010-12-06 | 1 | 14.48 | 14.48 | 0.00% | market | 85.71% | — | 7.70% | 0.34% | 7.36% |
| AU | 2010-11-12 | 2010-11-15 | 2010-12-14 | 3 | 49.54 | 49.54 | 0.00% | market | 127.78% | — | 1.92% | 3.39% | -1.47% |
| SRL | 2010-11-15 | 2010-11-16 | 2010-12-15 | 1 | 33.55 | 33.55 | 0.00% | market | 636.36% | — | 8.51% | 4.03% | 4.48% |
| IHG | 2011-05-10 | 2011-05-11 | 2011-06-09 | 1 | 27.79 | 27.79 | 0.00% | market | 23.33% | — | -8.66% | -4.62% | -4.04% |
| AU | 2011-08-04 | 2011-08-05 | 2011-09-02 | 1 | 43.11 | 43.11 | 0.00% | market | 103.33% | — | 5.47% | -3.21% | 8.68% |
| HMY | 2012-05-09 | 2012-05-10 | 2012-06-08 | 1 | 9.64 | 9.64 | 0.00% | market | 25.00% | — | 6.12% | -2.62% | 8.74% |
| IHG | 2013-02-19 | 2013-02-20 | 2013-03-20 | 1 | 36.03 | 36.03 | 0.00% | market | 45.95% | — | -1.40% | 1.67% | -3.07% |
| IHG | 2013-08-06 | 2013-08-07 | 2013-09-05 | 1 | 37.02 | 37.02 | 0.00% | market | 217.54% | — | -5.72% | -1.91% | -3.81% |
| AU | 2013-11-06 | 2013-11-07 | 2013-12-06 | 1 | 15.46 | 15.46 | 0.00% | market | 2200.00% | — | -22.35% | 1.94% | -24.29% |
| SNN | 2015-02-05 | 2015-02-06 | 2015-03-09 | 1 | 36.41 | 36.41 | 0.00% | market | 27.50% | — | -7.35% | 0.87% | -8.22% |
| BUD | 2015-05-06 | 2015-05-07 | 2015-06-05 | 1 | 119.08 | 119.08 | 0.00% | market | 15.70% | — | 4.45% | 0.89% | 3.56% |
| GRFS | 2015-11-04 | 2015-11-05 | 2015-12-04 | 1 | 17.93 | 17.93 | 0.00% | market | 18.18% | — | -2.00% | -0.38% | -1.61% |
| PAC | 2016-02-25 | 2016-02-26 | 2016-03-28 | 1 | 80.28 | 80.28 | 0.00% | market | 54.41% | — | 8.25% | 3.39% | 4.85% |
| BBDO | 2016-04-15 | 2016-04-18 | 2016-05-16 | 3 | 6.88 | 6.88 | 0.00% | market | 1446.15% | — | -3.30% | -0.48% | -2.82% |
| RMBS | 2016-07-18 | 2016-07-19 | 2016-08-16 | 1 | 12.56 | 12.56 | 0.00% | market | 15.38% | — | 7.78% | 0.94% | 6.84% |
| MTG | 2016-07-19 | 2016-07-20 | 2016-08-17 | 1 | 7.02 | 7.02 | 0.00% | market | 30.00% | — | 10.01% | 1.01% | 9.01% |
| QCOM | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 59.80 | 59.80 | 0.00% | market | 19.59% | — | 5.32% | 0.88% | 4.44% |
| GATX | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 44.17 | 44.17 | 0.00% | market | 21.14% | — | 0.60% | 0.98% | -0.38% |
| TRN | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 14.94 | 14.94 | 0.00% | market | 29.17% | — | 18.78% | 0.98% | 17.79% |
| ADC | 2016-07-25 | 2016-07-26 | 2016-08-23 | 1 | 49.90 | 49.90 | 0.00% | market | 29.73% | — | -3.43% | 1.13% | -4.55% |
| ARLP | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 19.62 | 19.62 | 0.00% | market | 49.09% | — | 5.86% | 0.30% | 5.56% |
| BVN | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 12.88 | 12.88 | 0.00% | market | 109.09% | — | 2.00% | 0.30% | 1.69% |
| ILMN | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 145.45 | 145.45 | 0.00% | market | 17.81% | — | 13.18% | 0.30% | 12.87% |
| KKR | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 14.50 | 14.50 | 0.00% | market | 360.00% | — | 1.97% | 0.30% | 1.67% |
| WES | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 37.78 | 37.78 | 0.00% | market | 24.24% | — | -3.70% | 0.30% | -4.00% |
| ACGL | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 23.84 | 23.84 | 0.00% | market | 15.15% | — | 11.02% | 0.65% | 10.36% |
| CDE | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 14.59 | 14.59 | 0.00% | market | 456.40% | — | -8.67% | 0.65% | -9.32% |
| DLB | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 45.00 | 45.00 | 0.00% | market | 21.57% | — | 11.14% | 0.65% | 10.49% |
| ENTG | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 16.65 | 16.65 | 0.00% | market | 40.00% | — | 3.86% | 0.65% | 3.21% |
| EVR | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 48.25 | 48.25 | 0.00% | market | 36.84% | — | 5.83% | 0.65% | 5.18% |
| EXR | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 88.62 | 88.62 | 0.00% | market | 22.22% | — | -8.71% | 0.65% | -9.36% |
| GRMN | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 52.00 | 52.00 | 0.00% | market | 29.85% | — | -2.95% | 0.65% | -3.60% |
| KIM | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 31.12 | 31.12 | 0.00% | market | 187.50% | — | -4.25% | 0.65% | -4.90% |
| LMAT | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 16.03 | 16.03 | 0.00% | market | 27.27% | — | 7.57% | 0.65% | 6.92% |
| META | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 127.52 | 127.52 | 0.00% | market | 18.29% | — | -2.95% | 0.65% | -3.60% |
| OC | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 52.84 | 52.84 | 0.00% | market | 50.00% | — | 2.45% | 0.65% | 1.80% |
| ALGN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 85.25 | 85.25 | 0.00% | market | 29.17% | — | 8.60% | 0.38% | 8.22% |
| BBD | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 4.36 | 4.36 | 0.00% | market | 63.64% | — | 3.34% | 0.38% | 2.96% |
| BGS | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 49.11 | 49.11 | 0.00% | market | 23.91% | — | -4.23% | 0.38% | -4.62% |
| BIDU | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 161.01 | 161.01 | 0.00% | market | 29.79% | — | 7.64% | 0.38% | 7.26% |
| CMS | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 45.00 | 45.00 | 0.00% | market | 25.00% | — | -6.88% | 0.38% | -7.26% |
| FICO | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 120.00 | 120.00 | 0.00% | market | 50.00% | — | 5.53% | 0.38% | 5.14% |
| KLAC | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 7.72 | 7.72 | 0.00% | market | 28.57% | — | -12.66% | 0.38% | -13.05% |
| PENN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 15.06 | 15.06 | 0.00% | market | 37.93% | — | -4.42% | 0.38% | -4.80% |
| STNG | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 47.80 | 47.80 | 0.00% | market | 33.33% | — | 1.36% | 0.38% | 0.98% |
| UTHR | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 118.97 | 118.97 | 0.00% | market | 36.34% | — | 2.25% | 0.38% | 1.86% |
| BCH | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 21.11 | 21.11 | 0.00% | market | 45.00% | — | 0.75% | 0.62% | 0.13% |
| OGS | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 64.95 | 64.95 | 0.00% | market | 22.58% | — | -5.21% | 0.62% | -5.83% |
| SBRA | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 23.98 | 23.98 | 0.00% | market | 60.61% | — | 6.61% | 0.62% | 5.99% |
| EA | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 76.66 | 76.66 | 0.00% | market | 393.65% | — | 5.86% | 0.88% | 4.98% |
| ETR | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 40.35 | 40.35 | 0.00% | market | 203.92% | — | -3.20% | 0.88% | -4.08% |
| GNW | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 3.43 | 3.43 | 0.00% | market | 19.05% | — | 37.80% | 0.88% | 36.92% |
| H | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 50.14 | 50.14 | 0.00% | market | 36.17% | — | 6.56% | 0.88% | 5.68% |
| IDCC | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 59.87 | 59.87 | 0.00% | market | 84.62% | — | 19.18% | 0.88% | 18.29% |
| IDXX | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 105.00 | 105.00 | 0.00% | market | 19.35% | — | 7.21% | 0.88% | 6.33% |
| ORA | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 46.90 | 46.90 | 0.00% | market | 19.05% | — | 3.10% | 0.88% | 2.22% |
| PAYC | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 48.89 | 48.89 | 0.00% | market | 61.54% | — | 4.91% | 0.88% | 4.03% |
| RACE | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 46.43 | 46.43 | 0.00% | market | 18.19% | — | 3.58% | 0.88% | 2.70% |
| SUPN | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 23.98 | 23.98 | 0.00% | market | 38.46% | — | -10.94% | 0.88% | -11.82% |
| WBD | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 26.81 | 26.81 | 0.00% | market | 22.22% | — | -4.95% | 0.88% | -5.83% |
| AGO | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 26.76 | 26.76 | 0.00% | market | 90.74% | — | 3.00% | 0.50% | 2.50% |
| APO | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 17.89 | 17.89 | 0.00% | market | 390.00% | — | 4.76% | 0.50% | 4.26% |
| BIP | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 19.01 | 19.01 | 0.00% | market | 160.00% | — | 0.85% | 0.50% | 0.35% |
| ITUB | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 4.99 | 4.99 | 0.00% | market | 21.43% | — | 1.30% | 0.50% | 0.80% |
| KLIC | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 11.90 | 11.90 | 0.00% | market | 21.62% | — | 3.77% | 0.50% | 3.27% |
| MC | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 26.00 | 26.00 | 0.00% | market | 20.69% | — | 1.78% | 0.50% | 1.29% |
| RIG | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 11.00 | 11.00 | 0.00% | market | 3628.07% | — | -13.28% | 0.50% | -13.78% |
| RYN | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 27.24 | 27.24 | 0.00% | market | 122.72% | — | 1.37% | 0.50% | 0.87% |
| ANIP | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 68.00 | 68.00 | 0.00% | market | 35.37% | — | -12.07% | 0.91% | -12.98% |
| BAK | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 12.75 | 12.75 | 0.00% | market | 35.44% | — | 18.17% | 0.91% | 17.27% |
| HL | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 6.37 | 6.37 | 0.00% | market | 40.00% | — | -7.32% | 0.91% | -8.23% |
| KHC | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 89.85 | 89.85 | 0.00% | market | 19.72% | — | -0.37% | 0.91% | -1.27% |
| LGND | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 81.10 | 81.10 | 0.00% | market | 28.21% | — | -18.42% | 0.91% | -19.33% |
| LNTH | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 4.20 | 4.20 | 0.00% | market | 300.00% | — | 123.71% | 0.91% | 122.80% |
| MELI | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 156.40 | 156.40 | 0.00% | market | 29.82% | — | 18.93% | 0.91% | 18.02% |
| MGM | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 24.37 | 24.37 | 0.00% | market | 23.81% | — | 0.76% | 0.91% | -0.14% |
| QSR | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 46.18 | 46.18 | 0.00% | market | 17.14% | — | 4.40% | 0.91% | 3.50% |
| RGEN | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 29.97 | 29.97 | 0.00% | market | 23.08% | — | 4.70% | 0.91% | 3.80% |
| AEE | 2016-08-05 | 2016-08-08 | 2016-09-06 | 3 | 51.10 | 51.10 | 0.00% | market | 17.31% | — | -2.57% | 0.29% | -2.85% |
| NHI | 2016-08-05 | 2016-08-08 | 2016-09-06 | 3 | 78.80 | 78.80 | 0.00% | market | 56.76% | — | 4.46% | 0.29% | 4.17% |
| BWXT | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 38.05 | 38.05 | 0.00% | market | 15.79% | — | 2.55% | 0.40% | 2.15% |
| FNV | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 77.91 | 77.91 | 0.00% | market | 15.79% | — | -2.49% | 0.40% | -2.89% |
| WB | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 38.42 | 38.42 | 0.00% | market | 77.78% | — | 27.96% | 0.40% | 27.55% |
| ARES | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 16.75 | 16.75 | 0.00% | market | 51.72% | — | 9.27% | 0.09% | 9.18% |
| DQ | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 4.78 | 4.78 | 0.00% | market | 68.00% | — | 5.13% | 0.09% | 5.04% |
| FSK | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 37.92 | 37.92 | 0.00% | market | 125.24% | — | 2.64% | 0.09% | 2.55% |
| INCY | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 86.96 | 86.96 | 0.00% | market | 1196.04% | — | -6.31% | 0.09% | -6.40% |
| YRD | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 30.18 | 30.18 | 0.00% | market | 179.17% | — | -29.69% | 0.09% | -29.78% |
| MIDD | 2016-08-10 | 2016-08-11 | 2016-09-09 | 1 | 108.05 | 108.05 | 0.00% | market | 15.32% | — | -8.57% | -2.28% | -6.29% |
| SSRM | 2016-08-10 | 2016-08-11 | 2016-09-09 | 1 | 14.42 | 14.42 | 0.00% | market | 177.78% | — | -16.19% | -2.28% | -13.91% |
| AQN | 2016-08-11 | 2016-08-12 | 2016-09-12 | 1 | 9.34 | 9.34 | 0.00% | market | 80.00% | — | -1.92% | -0.89% | -1.03% |
| BABA | 2016-08-11 | 2016-08-12 | 2016-09-12 | 1 | 92.98 | 92.98 | 0.00% | market | 21.31% | — | 8.31% | -0.89% | 9.20% |
| PAAS | 2016-08-11 | 2016-08-12 | 2016-09-12 | 1 | 20.40 | 20.40 | 0.00% | market | 379.53% | — | -10.00% | -0.89% | -9.11% |
| SBS | 2016-08-12 | 2016-08-15 | 2016-09-13 | 3 | 1.88 | 1.88 | 0.00% | market | 166.67% | — | -9.14% | -2.59% | -6.56% |
| ATHM | 2016-08-16 | 2016-08-17 | 2016-09-15 | 1 | 26.30 | 26.30 | 0.00% | market | 29.15% | — | -12.69% | -1.25% | -11.44% |
| HTHT | 2016-08-16 | 2016-08-17 | 2016-09-15 | 1 | 10.27 | 10.27 | 0.00% | market | 88.89% | — | 11.68% | -1.25% | 12.93% |
| JOYY | 2016-08-17 | 2016-08-18 | 2016-09-16 | 1 | 49.51 | 49.51 | 0.00% | market | 40.85% | — | 9.94% | -2.28% | 12.21% |
| NTES | 2016-08-17 | 2016-08-18 | 2016-09-16 | 1 | 43.40 | 43.40 | 0.00% | market | 43.14% | — | 9.60% | -2.28% | 11.88% |
| MESO | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 10.26 | 10.26 | 0.00% | market | 4000.00% | — | -14.14% | -1.69% | -12.45% |
| VEEV | 2016-08-30 | 2016-08-31 | 2016-09-29 | 1 | 40.99 | 40.99 | 0.00% | market | 15.38% | — | 0.92% | -1.35% | 2.27% |
| AGX | 2016-09-06 | 2016-09-07 | 2016-10-05 | 1 | 50.00 | 50.00 | 0.00% | market | 63.29% | — | 17.42% | -1.47% | 18.89% |
| HQY | 2016-09-06 | 2016-09-07 | 2016-10-05 | 1 | 34.36 | 34.36 | 0.00% | market | 23.08% | — | 10.78% | -1.47% | 12.25% |
| GWRE | 2016-09-07 | 2016-09-08 | 2016-10-06 | 1 | 63.17 | 63.17 | 0.00% | market | 21.88% | — | -5.74% | -1.30% | -4.44% |
| CAG | 2016-09-29 | 2016-09-30 | 2016-10-28 | 1 | 36.04 | 36.04 | 0.00% | market | 27.08% | — | 3.17% | -1.44% | 4.62% |
| BAC | 2016-10-17 | 2016-10-18 | 2016-11-15 | 1 | 16.19 | 16.19 | 0.00% | market | 20.59% | — | 24.42% | 1.89% | 22.54% |
| HAS | 2016-10-17 | 2016-10-18 | 2016-11-15 | 1 | 82.08 | 82.08 | 0.00% | market | 16.67% | — | 3.98% | 1.89% | 2.10% |
| GS | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 173.37 | 173.37 | 0.00% | market | 27.75% | — | 18.87% | 1.80% | 17.07% |
| ISRG | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 78.44 | 78.44 | 0.00% | market | 21.05% | — | -8.97% | 1.80% | -10.77% |
| MTG | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 8.42 | 8.42 | 0.00% | market | 47.06% | — | 7.38% | 1.80% | 5.58% |
| NIC | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 38.99 | 38.99 | 0.00% | market | 23.21% | — | 10.75% | 1.80% | 8.95% |
| AXP | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 65.34 | 65.34 | 0.00% | market | 23.71% | — | 9.76% | 2.39% | 7.36% |
| EXPO | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 26.00 | 26.00 | 0.00% | market | 23.53% | — | 16.82% | 2.39% | 14.43% |
| MS | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 32.84 | 32.84 | 0.00% | market | 26.98% | — | 21.61% | 2.39% | 19.22% |
| WDFC | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 107.32 | 107.32 | 0.00% | market | 20.73% | — | 0.53% | 2.39% | -1.86% |
| FITB | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 20.87 | 20.87 | 0.00% | market | 58.54% | — | 22.95% | 2.16% | 20.79% |
| GATX | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 46.03 | 46.03 | 0.00% | market | 69.17% | — | 11.09% | 2.16% | 8.93% |
| NBHC | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 24.95 | 24.95 | 0.00% | market | 42.86% | — | 10.52% | 2.16% | 8.36% |
| PLD | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 52.04 | 52.04 | 0.00% | market | 67.74% | — | -6.00% | 2.16% | -8.16% |
| STBA | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 28.41 | 28.41 | 0.00% | market | 18.00% | — | 19.89% | 2.16% | 17.73% |
| RBCAA | 2016-10-21 | 2016-10-24 | 2016-11-21 | 3 | 30.84 | 30.84 | 0.00% | market | 23.68% | — | 16.76% | 2.40% | 14.37% |
| ADC | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 47.97 | 47.97 | 0.00% | market | 56.41% | — | -7.73% | 2.75% | -10.48% |
| AGNC | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 20.13 | 20.13 | 0.00% | market | 16.36% | — | -4.82% | 2.75% | -7.57% |
| AVB | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 164.93 | 164.93 | 0.00% | market | 123.28% | — | -1.63% | 2.75% | -4.38% |
| MCHB | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 26.00 | 26.00 | 0.00% | market | 55.56% | — | 21.63% | 2.75% | 18.88% |
| EQR | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 61.44 | 61.44 | 0.00% | market | 40.00% | — | -3.73% | 3.51% | -7.24% |
| ETR | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 36.17 | 36.17 | 0.00% | market | 17.35% | — | -5.93% | 3.51% | -9.45% |
| HDB | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 17.54 | 17.54 | 0.00% | market | 1443.21% | — | -10.48% | 3.51% | -13.99% |
| NTB | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 25.48 | 25.48 | 0.00% | market | 22.45% | — | 14.42% | 3.51% | 10.91% |
| SKT | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 36.00 | 36.00 | 0.00% | market | 176.92% | — | -4.38% | 3.51% | -7.89% |
| AEM | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 48.88 | 48.88 | 0.00% | market | 38.89% | — | -16.47% | 3.23% | -19.70% |
| AR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 25.97 | 25.97 | 0.00% | market | 50.00% | — | -5.68% | 3.23% | -8.92% |
| AXS | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 57.46 | 57.46 | 0.00% | market | 69.52% | — | 6.91% | 3.23% | 3.68% |
| B | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 17.10 | 17.10 | 0.00% | market | 26.32% | — | -13.78% | 3.23% | -17.02% |
| BEN | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 35.22 | 35.22 | 0.00% | market | 18.84% | — | 11.54% | 3.23% | 8.31% |
| CDE | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 11.21 | 11.21 | 0.00% | market | 320.00% | — | -14.91% | 3.23% | -18.14% |
| DTE | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 79.49 | 79.49 | 0.00% | market | 20.25% | — | 0.55% | 3.23% | -2.68% |
| EVR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 55.40 | 55.40 | 0.00% | market | 24.49% | — | 21.20% | 3.23% | 17.97% |
| EXR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 74.47 | 74.47 | 0.00% | market | 47.62% | — | -5.99% | 3.23% | -9.23% |
| GRMN | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 50.20 | 50.20 | 0.00% | market | 38.89% | — | 5.06% | 3.23% | 1.83% |
| LOB | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 14.50 | 14.50 | 0.00% | market | 25.00% | — | 23.69% | 3.23% | 20.46% |
| MC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 27.40 | 27.40 | 0.00% | market | 29.41% | — | 8.48% | 3.23% | 5.24% |
| PLNT | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 22.00 | 22.00 | 0.00% | market | 23.08% | — | -1.87% | 3.23% | -5.11% |
| RJF | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 40.13 | 40.13 | 0.00% | market | 28.79% | — | 20.33% | 3.23% | 17.10% |
| SU | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 30.20 | 30.20 | 0.00% | market | 300.00% | — | 3.15% | 3.23% | -0.09% |
| VLRS | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 19.22 | 19.22 | 0.00% | market | 37.84% | — | -20.91% | 3.23% | -24.15% |
| BIDU | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 180.74 | 180.74 | 0.00% | market | 71.26% | — | -7.70% | 3.44% | -11.15% |
| BMY | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 52.11 | 52.11 | 0.00% | market | 18.46% | — | 8.34% | 3.44% | 4.90% |
| BX | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 25.48 | 25.48 | 0.00% | market | 18.75% | — | 1.20% | 3.44% | -2.25% |
| CRUS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 56.87 | 56.87 | 0.00% | market | 28.57% | — | 1.10% | 3.44% | -2.35% |
| CYTK | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 9.75 | 9.75 | 0.00% | market | 355.17% | — | 26.57% | 3.44% | 23.12% |
| EGO | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 16.65 | 16.65 | 0.00% | market | 733.33% | — | -16.62% | 3.44% | -20.06% |
| ELME | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 29.96 | 29.96 | 0.00% | market | 1237.50% | — | 3.47% | 3.44% | 0.03% |
| EQT | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 36.89 | 36.89 | 0.00% | market | 40.91% | — | 3.51% | 3.44% | 0.06% |
| FR | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 26.37 | 26.37 | 0.00% | market | 125.00% | — | 0.28% | 3.44% | -3.16% |
| MAA | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 90.75 | 90.75 | 0.00% | market | 67.14% | — | 1.56% | 3.44% | -1.88% |
| MCS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 25.70 | 25.70 | 0.00% | market | 21.43% | — | 19.55% | 3.44% | 16.11% |
| MSTR | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 19.00 | 19.00 | 0.00% | market | 35.29% | — | 2.53% | 3.44% | -0.91% |
| ONTO | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 21.96 | 21.96 | 0.00% | market | 17.86% | — | 11.79% | 3.44% | 8.35% |
| PENN | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 12.94 | 12.94 | 0.00% | market | 82.14% | — | 6.24% | 3.44% | 2.79% |
| PRLB | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 46.45 | 46.45 | 0.00% | market | 15.91% | — | 17.55% | 3.44% | 14.11% |
| TAL | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 13.68 | 13.68 | 0.00% | market | 33.33% | — | -6.53% | 3.44% | -9.98% |
| TDC | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 27.45 | 27.45 | 0.00% | market | 16.95% | — | 0.23% | 3.44% | -3.22% |
| VALE | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 6.98 | 6.98 | 0.00% | market | 35.71% | — | 30.27% | 3.44% | 26.83% |
| APO | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 18.40 | 18.40 | 0.00% | market | 28.89% | — | 4.74% | 3.75% | 0.99% |
| ARLP | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 24.40 | 24.40 | 0.00% | market | 24.66% | — | -2.15% | 3.75% | -5.90% |
| SNY | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 39.01 | 39.01 | 0.00% | market | 16.28% | — | 3.57% | 3.75% | -0.18% |
| WT | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 9.04 | 9.04 | 0.00% | market | 20.00% | — | 19.70% | 3.75% | 15.95% |
| CGNX | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 27.58 | 27.58 | 0.00% | market | 21.74% | — | 8.17% | 3.50% | 4.67% |
| CNA | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 36.93 | 36.93 | 0.00% | market | 40.24% | — | 3.53% | 3.50% | 0.03% |
| L | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 43.02 | 43.02 | 0.00% | market | 28.99% | — | 3.69% | 3.50% | 0.19% |
| ORC | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 53.65 | 53.65 | 0.00% | market | 114.65% | — | -0.19% | 3.50% | -3.69% |
| RYAM | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 14.10 | 14.10 | 0.00% | market | 91.30% | — | -1.66% | 3.50% | -5.16% |
| TGLS | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 12.09 | 12.09 | 0.00% | market | 35.00% | — | 1.06% | 3.50% | -2.44% |
| WMB | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 29.63 | 29.63 | 0.00% | market | 25.00% | — | 3.51% | 3.50% | 0.01% |
| CIM | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 49.56 | 49.56 | 0.00% | market | 21.43% | — | 0.51% | 4.23% | -3.73% |
| DVN | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 37.33 | 37.33 | 0.00% | market | 80.00% | — | 28.08% | 4.23% | 23.85% |
| KNOP | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 18.95 | 18.95 | 0.00% | market | 55.56% | — | 12.30% | 4.23% | 8.07% |
| LNTH | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 9.55 | 9.55 | 0.00% | market | 114.29% | — | -3.76% | 4.23% | -8.00% |
| MTDR | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 22.49 | 22.49 | 0.00% | market | 849.37% | — | 16.93% | 4.23% | 12.70% |
| NMIH | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 8.20 | 8.20 | 0.00% | market | 42.86% | — | 6.61% | 4.23% | 2.37% |
| TRP | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 39.73 | 39.73 | 0.00% | market | 22.92% | — | 1.33% | 4.23% | -2.90% |
| WES | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 41.76 | 41.76 | 0.00% | market | 15.38% | — | 1.94% | 4.23% | -2.30% |
| HBM | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 4.25 | 4.25 | 0.00% | market | 33.33% | — | 59.90% | 4.61% | 55.29% |
| LNC | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 50.47 | 50.47 | 0.00% | market | 16.67% | — | 28.93% | 4.61% | 24.31% |
| REXR | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 20.61 | 20.61 | 0.00% | market | 28.59% | — | 5.38% | 4.61% | 0.77% |
| RIG | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 9.67 | 9.67 | 0.00% | market | 78.57% | — | 37.96% | 4.61% | 33.34% |
| RYN | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 27.00 | 27.00 | 0.00% | market | 153.85% | — | -1.14% | 4.61% | -5.75% |
| STWD | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 21.89 | 21.89 | 0.00% | market | 18.00% | — | 2.78% | 4.61% | -1.84% |
| UVE | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 22.10 | 22.10 | 0.00% | market | 15.38% | — | 9.18% | 4.61% | 4.56% |
| WD | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 26.81 | 26.81 | 0.00% | market | 23.94% | — | 8.52% | 4.61% | 3.90% |
| WELL | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 67.07 | 67.07 | 0.00% | market | 75.47% | — | -6.50% | 4.61% | -11.11% |
| AGO | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 30.53 | 30.53 | 0.00% | market | 455.07% | — | 20.93% | 5.79% | 15.14% |
| ANET | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 5.06 | 5.06 | 0.00% | market | 16.67% | — | 14.52% | 5.79% | 8.74% |
| BAP | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 149.27 | 149.27 | 0.00% | market | 19.80% | — | 5.65% | 5.79% | -0.14% |
| H | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 51.19 | 51.19 | 0.00% | market | 62.07% | — | 6.85% | 5.79% | 1.07% |
| HCI | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 28.35 | 28.35 | 0.00% | market | 87.04% | — | 15.28% | 5.79% | 9.49% |
| LVS | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 59.17 | 59.17 | 0.00% | market | 20.00% | — | 3.20% | 5.79% | -2.59% |
| NFG | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 53.00 | 53.00 | 0.00% | market | 26.92% | — | 6.60% | 5.79% | 0.81% |
| OSG | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 18.93 | 18.93 | 0.00% | market | 521.15% | — | 32.02% | 5.79% | 26.23% |
| PFSI | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 17.55 | 17.55 | 0.00% | market | 15.22% | — | 2.75% | 5.79% | -3.04% |
| QLYS | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 37.50 | 37.50 | 0.00% | market | 15.79% | — | -13.43% | 5.79% | -19.22% |
| SAFE | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 53.15 | 53.15 | 0.00% | market | 67.86% | — | 10.98% | 5.79% | 5.19% |
| SPNT | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 11.95 | 11.95 | 0.00% | market | 17.24% | — | -4.70% | 5.79% | -10.49% |
| TX | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 26.06 | 26.06 | 0.00% | market | 25.81% | — | -2.67% | 5.79% | -8.46% |
| PAAS | 2016-11-14 | 2016-11-15 | 2016-12-14 | 1 | 15.18 | 15.18 | 0.00% | market | 41.18% | — | 5.50% | 4.07% | 1.43% |
| YRD | 2016-11-15 | 2016-11-16 | 2016-12-15 | 1 | 32.88 | 32.88 | 0.00% | market | 373.68% | — | -18.65% | 4.25% | -22.90% |
| JOYY | 2016-11-21 | 2016-11-22 | 2016-12-21 | 1 | 44.00 | 44.00 | 0.00% | market | 46.21% | — | -2.33% | 2.39% | -4.71% |
| ADI | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 73.67 | 73.67 | 0.00% | market | 17.98% | — | -0.40% | 2.45% | -2.85% |
| MOV | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 29.35 | 29.35 | 0.00% | market | 26.39% | — | -1.97% | 2.45% | -4.43% |
| VEEV | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 44.33 | 44.33 | 0.00% | market | 37.50% | — | -6.46% | 2.45% | -8.92% |
| FIZZ | 2016-11-30 | 2016-12-01 | 2016-12-30 | 1 | 25.47 | 25.47 | 0.00% | market | 35.00% | — | 0.17% | 1.27% | -1.09% |
| AMBA | 2016-12-01 | 2016-12-02 | 2017-01-03 | 1 | 56.99 | 56.99 | 0.00% | market | 18.09% | — | -7.91% | 2.54% | -10.44% |
| AGX | 2016-12-06 | 2016-12-07 | 2017-01-06 | 1 | 67.75 | 67.75 | 0.00% | market | 56.76% | — | 8.09% | 2.57% | 5.52% |
| BMO | 2016-12-06 | 2016-12-07 | 2017-01-06 | 1 | 69.80 | 69.80 | 0.00% | market | 15.94% | — | 5.60% | 2.57% | 3.03% |
| CSR | 2016-12-12 | 2016-12-13 | 2017-01-12 | 1 | 64.30 | 64.30 | 0.00% | market | 600.00% | — | 5.50% | -0.22% | 5.71% |
| CCL | 2016-12-20 | 2016-12-21 | 2017-01-23 | 1 | 52.27 | 52.27 | 0.00% | market | 15.52% | — | 2.77% | -0.04% | 2.81% |
| JPM | 2017-01-13 | 2017-01-17 | 2017-02-14 | 4 | 84.93 | 84.93 | 0.00% | market | 18.75% | — | 5.35% | 3.27% | 2.09% |
| MS | 2017-01-17 | 2017-01-18 | 2017-02-15 | 1 | 42.29 | 42.29 | 0.00% | market | 24.62% | — | 9.83% | 3.70% | 6.13% |
| ASML | 2017-01-18 | 2017-01-19 | 2017-02-16 | 1 | 120.86 | 120.86 | 0.00% | market | 33.33% | — | 5.20% | 3.47% | 1.73% |
| CHKP | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 96.99 | 96.99 | 0.00% | market | 16.80% | — | 4.25% | 3.70% | 0.55% |
| MTG | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 10.45 | 10.45 | 0.00% | market | 27.27% | — | 2.48% | 3.70% | -1.22% |
| ABCB | 2017-01-20 | 2017-01-23 | 2017-02-21 | 3 | 43.00 | 43.00 | 0.00% | market | 23.53% | — | 13.74% | 4.30% | 9.44% |
| EFSC | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 39.10 | 39.10 | 0.00% | market | 21.31% | — | 17.67% | 4.36% | 13.31% |
| ZION | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 42.42 | 42.42 | 0.00% | market | 15.38% | — | 5.37% | 4.36% | 1.01% |
| HDB | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 16.80 | 16.80 | 0.00% | market | 1708.51% | — | 7.22% | 3.38% | 3.84% |
| ONB | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 18.00 | 18.00 | 0.00% | market | 25.00% | — | 4.62% | 3.38% | 1.24% |
| TRV | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 117.33 | 117.33 | 0.00% | market | 17.22% | — | 4.19% | 3.38% | 0.80% |
| DLB | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 50.62 | 50.62 | 0.00% | market | 30.77% | — | -3.22% | 3.20% | -6.42% |
| RLI | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 31.00 | 31.00 | 0.00% | market | 16.67% | — | -5.13% | 3.20% | -8.33% |
| ROK | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 153.67 | 153.67 | 0.00% | market | 21.53% | — | -1.75% | 3.20% | -4.95% |
| TER | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 28.51 | 28.51 | 0.00% | market | 45.45% | — | 1.41% | 3.20% | -1.79% |
| URI | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 123.42 | 123.42 | 0.00% | market | 16.09% | — | 0.49% | 3.20% | -2.71% |
| NBHC | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 33.02 | 33.02 | 0.00% | market | 63.64% | — | 0.32% | 3.35% | -3.03% |
| VVV | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 23.49 | 23.49 | 0.00% | market | 16.67% | — | -3.89% | 3.35% | -7.24% |
| AEIS | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 63.50 | 63.50 | 0.00% | market | 30.86% | — | -0.60% | 5.64% | -6.24% |
| ARLP | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 24.45 | 24.45 | 0.00% | market | 54.76% | — | -3.99% | 5.64% | -9.62% |
| DHT | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 4.78 | 4.78 | 0.00% | market | 80.00% | — | 3.25% | 5.64% | -2.39% |
| EQR | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 60.74 | 60.74 | 0.00% | market | 87.50% | — | 4.05% | 4.72% | -0.67% |
| FICO | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 124.32 | 124.32 | 0.00% | market | 73.13% | — | 5.82% | 4.72% | 1.10% |
| RNR | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 140.00 | 140.00 | 0.00% | market | 105.63% | — | 6.57% | 4.72% | 1.85% |
| SPG | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 185.38 | 185.38 | 0.00% | market | 15.94% | — | -2.39% | 4.72% | -7.11% |
| AFG | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 89.35 | 89.35 | 0.00% | market | 22.22% | — | 6.41% | 4.74% | 1.67% |
| AVB | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 171.34 | 171.34 | 0.00% | market | 49.15% | — | 5.64% | 4.74% | 0.89% |
| BIP | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 21.04 | 21.04 | 0.00% | market | 42.11% | — | 1.90% | 4.74% | -2.85% |
| ENR | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 52.63 | 52.63 | 0.00% | market | 22.76% | — | 5.37% | 4.74% | 0.63% |
| PFSI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 17.00 | 17.00 | 0.00% | market | 21.95% | — | 4.90% | 4.74% | 0.16% |
| PPL | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 35.09 | 35.09 | 0.00% | market | 20.00% | — | 4.43% | 4.74% | -0.31% |
| UGI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 46.13 | 46.13 | 0.00% | market | 21.33% | — | 4.65% | 4.74% | -0.10% |
| AZN | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 55.10 | 55.10 | 0.00% | market | 106.78% | — | 4.44% | 3.89% | 0.55% |
| ESS | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 222.84 | 222.84 | 0.00% | market | 198.00% | — | 3.75% | 3.89% | -0.13% |
| NFG | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 57.10 | 57.10 | 0.00% | market | 19.54% | — | 6.06% | 3.89% | 2.18% |
| PENN | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 14.44 | 14.44 | 0.00% | market | 135.71% | — | 2.19% | 3.89% | -1.70% |
| APO | 2017-02-03 | 2017-02-06 | 2017-03-07 | 3 | 22.33 | 22.33 | 0.00% | market | 28.95% | — | 1.78% | 3.55% | -1.77% |
| ALSN | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 37.20 | 37.20 | 0.00% | market | 38.46% | — | -2.79% | 3.13% | -5.92% |
| HAS | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 94.28 | 94.28 | 0.00% | market | 29.13% | — | 3.19% | 3.13% | 0.06% |
| L | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 46.59 | 46.59 | 0.00% | market | 15.87% | — | 1.34% | 3.13% | -1.79% |
| EMR | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 62.00 | 62.00 | 0.00% | market | 16.67% | — | -4.49% | 3.46% | -7.95% |
| CXW | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 30.68 | 30.68 | 0.00% | market | 20.93% | — | 3.65% | 3.69% | -0.04% |
| OHI | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 32.72 | 32.72 | 0.00% | market | 31.25% | — | -4.81% | 3.69% | -8.49% |
| QLYS | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 32.45 | 32.45 | 0.00% | market | 27.78% | — | 7.45% | 3.69% | 3.76% |
| RYN | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 28.71 | 28.71 | 0.00% | market | 36.35% | — | -0.17% | 3.69% | -3.86% |
| SU | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 31.91 | 31.91 | 0.00% | market | 38.10% | — | -5.90% | 3.69% | -9.58% |
| WD | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 37.64 | 37.64 | 0.00% | market | 56.76% | — | 8.51% | 3.69% | 4.82% |
| CLF | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 10.92 | 10.92 | 0.00% | market | 47.83% | — | -17.22% | 2.95% | -20.17% |
| MANU | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 15.10 | 15.10 | 0.00% | market | 30.00% | — | 9.50% | 2.95% | 6.55% |
| PJT | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 33.10 | 33.10 | 0.00% | market | 45.83% | — | 16.24% | 2.95% | 13.30% |
| BRKR | 2017-02-13 | 2017-02-14 | 2017-03-15 | 1 | 24.28 | 24.28 | 0.00% | market | 24.32% | — | -0.43% | 2.75% | -3.18% |
| SITC | 2017-02-13 | 2017-02-14 | 2017-03-15 | 1 | 100.37 | 100.37 | 0.00% | market | 128.57% | — | -13.26% | 2.75% | -16.01% |
| DVN | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 46.30 | 46.30 | 0.00% | market | 31.58% | — | -12.15% | 2.15% | -14.31% |
| FANG | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 111.84 | 111.84 | 0.00% | market | 66.67% | — | -7.61% | 2.15% | -9.77% |
| NMM | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 29.99 | 29.99 | 0.00% | market | 980.00% | — | 12.37% | 2.15% | 10.22% |
| TRU | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 37.63 | 37.63 | 0.00% | market | 22.22% | — | 0.22% | 2.15% | -1.94% |
| VNOM | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 18.50 | 18.50 | 0.00% | market | 26.67% | — | -4.37% | 2.15% | -6.52% |
| ADI | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 81.00 | 81.00 | 0.00% | market | 28.77% | — | 2.69% | 0.89% | 1.80% |
| DX | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 20.13 | 20.13 | 0.00% | market | 200.00% | — | 2.73% | 0.89% | 1.85% |
| KNOP | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 22.25 | 22.25 | 0.00% | market | 42.86% | — | -1.67% | 0.89% | -2.56% |
| NTES | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 56.68 | 56.68 | 0.00% | market | 17.81% | — | 2.76% | 0.89% | 1.87% |
| WMB | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 29.10 | 29.10 | 0.00% | market | 21.43% | — | -1.92% | 0.89% | -2.81% |
| ANET | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 6.94 | 6.94 | 0.00% | market | 30.00% | — | 17.34% | 1.21% | 16.13% |
| CGNX | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 36.70 | 36.70 | 0.00% | market | 46.67% | — | 10.01% | 1.21% | 8.80% |
| CYTK | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 11.90 | 11.90 | 0.00% | market | 161.54% | — | 4.94% | 1.21% | 3.74% |
| ELME | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 33.63 | 33.63 | 0.00% | market | 133.33% | — | -7.59% | 1.21% | -8.80% |
| FTS | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 32.83 | 32.83 | 0.00% | market | 33.33% | — | -3.05% | 1.21% | -4.26% |
| LBTYK | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 18.27 | 18.27 | 0.00% | market | 8066.67% | — | 2.86% | 1.21% | 1.65% |
| LILA | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 15.94 | 15.94 | 0.00% | market | 92.05% | — | -13.27% | 1.21% | -14.48% |
| REXR | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 22.88 | 22.88 | 0.00% | market | 100.00% | — | -3.86% | 1.21% | -5.06% |
| STAG | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 24.38 | 24.38 | 0.00% | market | 944.53% | — | 1.58% | 1.21% | 0.38% |
| SUPV | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 15.40 | 15.40 | 0.00% | market | 20.51% | — | 1.20% | 1.21% | -0.01% |
| TTD | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 3.40 | 3.40 | 0.00% | market | 45.56% | — | 11.96% | 1.21% | 10.75% |
| NHI | 2017-02-17 | 2017-02-21 | 2017-03-21 | 4 | 74.31 | 74.31 | 0.00% | market | 18.39% | — | -4.97% | -0.76% | -4.21% |
| AER | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 47.62 | 47.62 | 0.00% | market | 29.76% | — | -7.01% | -0.74% | -6.27% |
| EHC | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 33.46 | 33.46 | 0.00% | market | 16.13% | — | -1.83% | -0.74% | -1.10% |
| LNTH | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 10.00 | 10.00 | 0.00% | market | 38.46% | — | 17.90% | -0.74% | 18.64% |
| EIG | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 39.10 | 39.10 | 0.00% | market | 72.73% | — | -6.49% | -1.20% | -5.29% |
| FPI | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 11.00 | 11.00 | 0.00% | market | 940.00% | — | -0.74% | -1.20% | 0.47% |
| GRMN | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 54.50 | 54.50 | 0.00% | market | 28.07% | — | -5.64% | -1.20% | -4.44% |
| HBM | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 7.95 | 7.95 | 0.00% | market | 50.00% | — | -12.05% | -1.20% | -10.85% |
| SAM | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 161.10 | 161.10 | 0.00% | market | 43.44% | — | -7.64% | -1.20% | -6.44% |
| WELL | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 68.03 | 68.03 | 0.00% | market | 102.22% | — | 2.21% | -1.20% | 3.41% |
| ADC | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 48.96 | 48.96 | 0.00% | market | 31.58% | — | -1.77% | -0.68% | -1.10% |
| AGO | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 41.90 | 41.90 | 0.00% | market | 54.41% | — | -12.15% | -0.68% | -11.47% |
| AMH | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 23.38 | 23.38 | 0.00% | market | 73.33% | — | -0.10% | -0.68% | 0.58% |
| CCO | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 4.55 | 4.55 | 0.00% | market | 366.67% | — | 31.99% | -0.68% | 32.67% |
| EBS | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 31.11 | 31.11 | 0.00% | market | 54.17% | — | -7.46% | -0.68% | -6.78% |
| HTGC | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 15.02 | 15.02 | 0.00% | market | 34.37% | — | -1.50% | -0.68% | -0.82% |
| MELI | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 201.00 | 201.00 | 0.00% | market | 24.73% | — | 4.81% | -0.68% | 5.48% |
| OLED | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 74.00 | 74.00 | 0.00% | market | 50.00% | — | 12.60% | -0.68% | 13.28% |
| RIG | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 13.99 | 13.99 | 0.00% | market | 687.50% | — | -12.47% | -0.68% | -11.79% |
| SSRM | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 11.23 | 11.23 | 0.00% | market | 44.44% | — | -6.51% | -0.68% | -5.83% |
| VALE | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 10.46 | 10.46 | 0.00% | market | 55.88% | — | -11.19% | -0.68% | -10.51% |
| ARES | 2017-02-24 | 2017-02-27 | 2017-03-27 | 3 | 23.25 | 23.25 | 0.00% | market | 18.92% | — | -21.61% | -1.28% | -20.33% |
| CCU | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 23.43 | 23.43 | 0.00% | market | 32.35% | — | 6.34% | -0.57% | 6.92% |
| EXEL | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 21.70 | 21.70 | 0.00% | market | 1900.00% | — | -2.04% | -0.57% | -1.47% |
| OMAB | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 37.58 | 37.58 | 0.00% | market | 26.53% | — | 13.13% | -0.57% | 13.70% |
| AMBA | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 60.54 | 60.54 | 0.00% | market | 22.67% | — | -8.59% | -1.20% | -7.39% |
| CQP | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 33.19 | 33.19 | 0.00% | market | 657.14% | — | -2.51% | -1.20% | -1.31% |
| IONS | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 49.52 | 49.52 | 0.00% | market | 300.00% | — | -22.17% | -1.20% | -20.98% |
| LNG | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 48.32 | 48.32 | 0.00% | market | 180.65% | — | -3.66% | -1.20% | -2.46% |
| ORA | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 56.49 | 56.49 | 0.00% | market | 27.27% | — | 0.96% | -1.20% | 2.16% |
| VEEV | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 43.06 | 43.06 | 0.00% | market | 29.41% | — | 18.25% | -1.20% | 19.44% |
| KNSL | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 30.26 | 30.26 | 0.00% | market | 22.22% | — | 6.28% | -1.37% | 7.64% |
| MNST | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 23.92 | 23.92 | 0.00% | market | 20.00% | — | -3.40% | -1.37% | -2.04% |
| NVGS | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 11.70 | 11.70 | 0.00% | market | 133.33% | — | 17.42% | -1.37% | 18.79% |
| WTI | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 2.79 | 2.79 | 0.00% | market | 125.00% | — | -0.82% | -1.37% | 0.55% |
| AQN | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 9.35 | 9.35 | 0.00% | market | 100.00% | — | 2.36% | -1.02% | 3.38% |
| GHI | 2017-03-03 | 2017-03-06 | 2017-04-03 | 3 | 17.03 | 17.03 | 0.00% | market | 33.33% | — | -0.98% | -0.91% | -0.07% |
| TAC | 2017-03-03 | 2017-03-06 | 2017-04-03 | 3 | 5.60 | 5.60 | 0.00% | market | 85.71% | — | 2.58% | -0.91% | 3.49% |
| PLOW | 2017-03-06 | 2017-03-07 | 2017-04-04 | 1 | 33.70 | 33.70 | 0.00% | market | 18.92% | — | -9.15% | -0.79% | -8.36% |
| ELF | 2017-03-08 | 2017-03-09 | 2017-04-06 | 1 | 31.03 | 31.03 | 0.00% | market | 35.71% | — | -11.93% | -0.53% | -11.39% |
| UMH | 2017-03-08 | 2017-03-09 | 2017-04-06 | 1 | 14.01 | 14.01 | 0.00% | market | 460.00% | — | 8.82% | -0.53% | 9.35% |
| FIZZ | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 33.96 | 33.96 | 0.00% | market | 36.84% | — | 25.14% | -1.16% | 26.30% |
| OLP | 2017-03-10 | 2017-03-13 | 2017-04-10 | 3 | 22.56 | 22.56 | 0.00% | market | 112.50% | — | 3.40% | -0.96% | 4.36% |
| TEO | 2017-03-10 | 2017-03-13 | 2017-04-10 | 3 | 22.49 | 22.49 | 0.00% | market | 35.14% | — | 0.12% | -0.96% | 1.08% |
| ACR | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 21.00 | 21.00 | 0.00% | market | 71.74% | — | 18.33% | -0.89% | 19.22% |
| CSR | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 57.80 | 57.80 | 0.00% | market | 433.33% | — | 6.65% | -0.89% | 7.54% |
| GRBK | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 9.30 | 9.30 | 0.00% | market | 100.00% | — | 7.43% | -0.89% | 8.32% |
| TPB | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 13.92 | 13.92 | 0.00% | market | 180.65% | — | 15.35% | -0.89% | 16.24% |
| JOYY | 2017-03-14 | 2017-03-15 | 2017-04-12 | 1 | 46.75 | 46.75 | 0.00% | market | 41.75% | — | -5.36% | -1.49% | -3.88% |
| PAM | 2017-03-14 | 2017-03-15 | 2017-04-12 | 1 | 46.87 | 46.87 | 0.00% | market | 443.96% | — | 24.18% | -1.49% | 25.67% |
| YRD | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 28.14 | 28.14 | 0.00% | market | 178.79% | — | -14.78% | -2.76% | -12.02% |
| WPM | 2017-03-21 | 2017-03-22 | 2017-04-20 | 1 | 20.01 | 20.01 | 0.00% | market | 18.75% | — | 6.10% | 0.67% | 5.43% |
| PBR-A | 2017-03-22 | 2017-03-23 | 2017-04-21 | 1 | 8.66 | 8.66 | 0.00% | market | 180.00% | — | 0.94% | 0.13% | 0.81% |
| CLPR | 2017-03-30 | 2017-03-31 | 2017-05-01 | 1 | 13.41 | 13.41 | 0.00% | market | 40.00% | — | -16.36% | 1.18% | -17.53% |
| AMR | 2017-03-31 | 2017-04-03 | 2017-05-02 | 3 | 58.85 | 58.85 | 0.00% | market | 1442.86% | — | 5.13% | 1.26% | 3.87% |
| BAC | 2017-04-18 | 2017-04-19 | 2017-05-17 | 1 | 22.92 | 22.92 | 0.00% | market | 17.14% | — | -1.63% | 0.55% | -2.18% |
| CSX | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 16.73 | 16.73 | 0.00% | market | 21.43% | — | -0.04% | 1.12% | -1.16% |
| EWBC | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 52.49 | 52.49 | 0.00% | market | 18.92% | — | 2.91% | 1.12% | 1.79% |
| KALU | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 83.57 | 83.57 | 0.00% | market | 34.51% | — | -3.77% | 1.12% | -4.89% |
| SLM | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 12.90 | 12.90 | 0.00% | market | 40.00% | — | -17.93% | 1.12% | -19.05% |
| BANF | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 46.90 | 46.90 | 0.00% | market | 19.30% | — | -1.64% | 1.30% | -2.94% |
| BX | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 30.59 | 30.59 | 0.00% | market | 20.59% | — | -2.45% | 1.30% | -3.75% |
| GATX | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 62.26 | 62.26 | 0.00% | market | 29.73% | — | -4.95% | 1.30% | -6.25% |
| MTG | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 11.03 | 11.03 | 0.00% | market | 29.17% | — | -4.00% | 1.30% | -5.30% |
| NBHC | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 32.48 | 32.48 | 0.00% | market | 30.43% | — | -4.56% | 1.30% | -5.87% |
| HDB | 2017-04-21 | 2017-04-24 | 2017-05-22 | 3 | 19.98 | 19.98 | 0.00% | market | 1375.69% | — | 6.11% | 0.99% | 5.12% |
| ADC | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 50.64 | 50.64 | 0.00% | market | 43.59% | — | -9.54% | 0.90% | -10.44% |
| CHCO | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 72.67 | 72.67 | 0.00% | market | 30.00% | — | -9.29% | 0.90% | -10.19% |
| FBK | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 36.37 | 36.37 | 0.00% | market | 16.67% | — | 4.08% | 0.90% | 3.18% |
| RRC | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 27.15 | 27.15 | 0.00% | market | 31.58% | — | -7.69% | 0.90% | -8.59% |
| WFG | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 43.27 | 43.27 | 0.00% | market | 15.54% | — | -0.77% | 0.90% | -1.67% |
| MC | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 38.75 | 38.75 | 0.00% | market | 31.71% | — | -6.68% | 0.88% | -7.56% |
| SPGI | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 135.97 | 135.97 | 0.00% | market | 16.55% | — | 2.50% | 0.88% | 1.62% |
| TROW | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 69.50 | 69.50 | 0.00% | market | 18.33% | — | -1.28% | 0.88% | -2.16% |
| TX | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 26.66 | 26.66 | 0.00% | market | 64.20% | — | -1.90% | 0.88% | -2.78% |
| WIT | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 1.82 | 1.82 | 0.00% | market | 50.00% | — | 9.24% | 0.88% | 8.36% |
| WYNN | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 123.30 | 123.30 | 0.00% | market | 22.77% | — | 0.47% | 0.88% | -0.41% |
| ALSN | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 39.80 | 39.80 | 0.00% | market | 48.57% | — | -3.22% | 1.25% | -4.47% |
| AVB | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 188.40 | 188.40 | 0.00% | market | 57.80% | — | 1.90% | 1.25% | 0.65% |
| BOKF | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 86.10 | 86.10 | 0.00% | market | 28.57% | — | -3.42% | 1.25% | -4.67% |
| CSGP | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 22.86 | 22.86 | 0.00% | market | 22.22% | — | 13.42% | 1.25% | 12.16% |
| CUBI | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 31.50 | 31.50 | 0.00% | market | 16.39% | — | -7.56% | 1.25% | -8.81% |
| ELME | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 32.54 | 32.54 | 0.00% | market | 50.00% | — | 0.33% | 1.25% | -0.92% |
| GGG | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 35.63 | 35.63 | 0.00% | market | 40.00% | — | 2.40% | 1.25% | 1.15% |
| LMAT | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 26.57 | 26.57 | 0.00% | market | 23.08% | — | 14.50% | 1.25% | 13.25% |
| MKSI | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 80.50 | 80.50 | 0.00% | market | 16.51% | — | -0.91% | 1.25% | -2.16% |
| MKTX | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 195.03 | 195.03 | 0.00% | market | 15.63% | — | 0.17% | 1.25% | -1.08% |
| NEU | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 464.87 | 464.87 | 0.00% | market | 33.42% | — | 1.25% | 1.25% | -0.01% |
| ROG | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 95.00 | 95.00 | 0.00% | market | 46.09% | — | 14.07% | 1.25% | 12.82% |
| SCI | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 32.53 | 32.53 | 0.00% | market | 26.67% | — | -1.42% | 1.25% | -2.67% |
| SU | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 30.89 | 30.89 | 0.00% | market | 60.87% | — | 1.19% | 1.25% | -0.06% |
| TER | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 35.00 | 35.00 | 0.00% | market | 15.79% | — | 0.87% | 1.25% | -0.38% |
| UTHR | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 120.72 | 120.72 | 0.00% | market | 17.52% | — | -2.07% | 1.25% | -3.32% |
| AEM | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 44.62 | 44.62 | 0.00% | market | 154.55% | — | 10.01% | 1.18% | 8.83% |
| ALGN | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 139.79 | 139.79 | 0.00% | market | 26.87% | — | 1.55% | 1.18% | 0.38% |
| AZN | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 59.30 | 59.30 | 0.00% | market | 31.58% | — | 11.49% | 1.18% | 10.31% |
| BBD | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 5.38 | 5.38 | 0.00% | market | 16.67% | — | -9.77% | 1.18% | -10.94% |
| CMCSA | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 39.50 | 39.50 | 0.00% | market | 20.45% | — | 3.47% | 1.18% | 2.29% |
| CX | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 8.94 | 8.94 | 0.00% | market | 160.00% | — | -6.36% | 1.18% | -7.54% |
| ENVA | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 15.00 | 15.00 | 0.00% | market | 28.57% | — | -10.77% | 1.18% | -11.94% |
| ESS | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 243.20 | 243.20 | 0.00% | market | 177.55% | — | 5.29% | 1.18% | 4.11% |
| IDCC | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 91.45 | 91.45 | 0.00% | market | 55.00% | — | -9.78% | 1.18% | -10.95% |
| IRDM | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 10.60 | 10.60 | 0.00% | market | 42.86% | — | -5.29% | 1.18% | -6.46% |
| KKR | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 19.19 | 19.19 | 0.00% | market | 30.00% | — | -2.81% | 1.18% | -3.99% |
| MGM | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 31.28 | 31.28 | 0.00% | market | 31.03% | — | 1.63% | 1.18% | 0.45% |
| PENN | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 18.87 | 18.87 | 0.00% | market | 200.00% | — | 5.46% | 1.18% | 4.29% |
| TBBK | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 5.60 | 5.60 | 0.00% | market | 100.00% | — | 9.19% | 1.18% | 8.01% |
| VRTX | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 119.50 | 119.50 | 0.00% | market | 41.38% | — | 0.25% | 1.18% | -0.92% |
| APO | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 26.70 | 26.70 | 0.00% | market | 28.12% | — | 2.71% | 1.18% | 1.53% |
| BCS | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 10.86 | 10.86 | 0.00% | market | 63.64% | — | -1.94% | 1.18% | -3.12% |
| IDXX | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 168.30 | 168.30 | 0.00% | market | 26.23% | — | -0.32% | 1.18% | -1.50% |
| TRI | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 52.29 | 52.29 | 0.00% | market | 18.03% | — | -2.82% | 1.18% | -4.00% |
| WT | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 8.26 | 8.26 | 0.00% | market | 15.79% | — | 13.10% | 1.18% | 11.91% |
| WY | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 33.75 | 33.75 | 0.00% | market | 22.22% | — | -1.91% | 1.18% | -3.09% |
| ARLP | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 23.40 | 23.40 | 0.00% | market | 61.76% | — | -8.22% | 1.09% | -9.31% |
| ARR | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 123.50 | 123.50 | 0.00% | market | 456.45% | — | 5.12% | 1.09% | 4.03% |
| BWXT | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 50.51 | 50.51 | 0.00% | market | 19.57% | — | -3.88% | 1.09% | -4.97% |
| CGAU | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 5.30 | 5.30 | 0.00% | market | 81.82% | — | 7.82% | 1.09% | 6.74% |
| CGNX | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 42.65 | 42.65 | 0.00% | market | 85.71% | — | 7.19% | 1.09% | 6.10% |
| CORT | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 10.53 | 10.53 | 0.00% | market | 33.33% | — | 7.31% | 1.09% | 6.22% |
| EIX | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 80.43 | 80.43 | 0.00% | market | 22.22% | — | 1.32% | 1.09% | 0.23% |
| EXEL | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 24.01 | 24.01 | 0.00% | market | 671.60% | — | -22.17% | 1.09% | -23.26% |
| L | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 47.26 | 47.26 | 0.00% | market | 22.73% | — | -0.31% | 1.09% | -1.40% |
| SBAC | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 129.01 | 129.01 | 0.00% | market | 55.00% | — | 7.01% | 1.09% | 5.92% |
| CNX | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 16.08 | 16.08 | 0.00% | market | 54.55% | — | -8.18% | 1.92% | -10.11% |
| ENIC | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 5.56 | 5.56 | 0.00% | market | 62.65% | — | 0.80% | 1.92% | -1.12% |
| FANG | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 99.00 | 99.00 | 0.00% | market | 73.33% | — | -5.18% | 1.92% | -7.10% |
| GNW | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 3.95 | 3.95 | 0.00% | market | 26.09% | — | -7.19% | 1.92% | -9.11% |
| MGRC | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 37.00 | 37.00 | 0.00% | market | 17.86% | — | -8.53% | 1.92% | -10.45% |
| NOA | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 4.55 | 4.55 | 0.00% | market | 40.90% | — | -1.20% | 1.92% | -3.12% |
| OVV | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 52.85 | 52.85 | 0.00% | market | 323.08% | — | -7.20% | 1.92% | -9.12% |
| PCG | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 66.73 | 66.73 | 0.00% | market | 30.86% | — | 3.14% | 1.92% | 1.21% |
| PLNT | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 20.71 | 20.71 | 0.00% | market | 18.75% | — | 4.78% | 1.92% | 2.85% |
| SM | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 11.50 | 11.50 | 0.00% | market | 150.00% | — | -26.97% | 1.92% | -28.89% |
| VNOM | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 17.89 | 17.89 | 0.00% | market | 15.79% | — | -4.46% | 1.92% | -6.38% |
| AVA | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 40.12 | 40.12 | 0.00% | market | 17.07% | — | 8.80% | 2.24% | 6.56% |
| CG | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 18.25 | 18.25 | 0.00% | market | 186.84% | — | -2.57% | 2.24% | -4.80% |
| EVTC | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 15.20 | 15.20 | 0.00% | market | 15.38% | — | 10.10% | 2.24% | 7.86% |
| GRMN | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 50.19 | 50.19 | 0.00% | market | 15.56% | — | 5.40% | 2.24% | 3.16% |
| HGV | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 34.04 | 34.04 | 0.00% | market | 24.39% | — | 5.57% | 2.24% | 3.33% |
| INN | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 16.98 | 16.98 | 0.00% | market | 244.44% | — | 7.67% | 2.24% | 5.44% |
| KLIC | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 21.00 | 21.00 | 0.00% | market | 25.00% | — | 6.80% | 2.24% | 4.57% |
| META | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 150.17 | 150.17 | 0.00% | market | 16.07% | — | 2.19% | 2.24% | -0.05% |
| MTDR | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 22.21 | 22.21 | 0.00% | market | 70.00% | — | 4.27% | 2.24% | 2.03% |
| NXPI | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 105.76 | 105.76 | 0.00% | market | 30.60% | — | 3.11% | 2.24% | 0.87% |
| REXR | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 24.85 | 24.85 | 0.00% | market | 200.00% | — | 12.90% | 2.24% | 10.66% |
| RIG | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 10.51 | 10.51 | 0.00% | market | 114.29% | — | -14.18% | 2.24% | -16.42% |
| SSRM | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 9.62 | 9.62 | 0.00% | market | 41.67% | — | -1.04% | 2.24% | -3.27% |
| WD | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 52.15 | 52.15 | 0.00% | market | 47.95% | — | -6.72% | 2.24% | -8.95% |
| WTI | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 2.04 | 2.04 | 0.00% | market | 526.71% | — | -3.04% | 2.24% | -5.28% |
| AGO | 2017-05-04 | 2017-05-05 | 2017-06-05 | 1 | 38.50 | 38.50 | 0.00% | market | 219.40% | — | 1.04% | 2.01% | -0.96% |
| BTU | 2017-05-04 | 2017-05-05 | 2017-06-05 | 1 | 24.16 | 24.16 | 0.00% | market | 245.18% | — | -0.76% | 2.01% | -2.77% |
| CQP | 2017-05-04 | 2017-05-05 | 2017-06-05 | 1 | 31.04 | 31.04 | 0.00% | market | 150.00% | — | 2.96% | 2.01% | 0.95% |
| EFC | 2017-05-04 | 2017-05-05 | 2017-06-05 | 1 | 16.60 | 16.60 | 0.00% | market | 16.13% | — | -0.28% | 2.01% | -2.29% |
| GTN | 2017-05-04 | 2017-05-05 | 2017-06-05 | 1 | 12.85 | 12.85 | 0.00% | market | 133.33% | — | -4.38% | 2.01% | -6.39% |
| CIG | 2017-05-16 | 2017-05-17 | 2017-06-15 | 1 | 2.16 | 2.16 | 0.00% | market | 123.10% | — | -19.08% | 1.54% | -20.62% |
| EQNR | 2017-05-17 | 2017-05-18 | 2017-06-16 | 1 | 17.76 | 17.76 | 0.00% | market | 36.00% | — | -3.48% | 2.93% | -6.41% |
| YRD | 2017-05-21 | 2017-05-22 | 2017-06-20 | 1 | 25.50 | 25.50 | 0.00% | market | 34.92% | — | -5.90% | 1.72% | -7.62% |
| A | 2017-05-22 | 2017-05-23 | 2017-06-21 | 1 | 59.80 | 59.80 | 0.00% | market | 20.83% | — | -0.12% | 1.25% | -1.37% |
| TTWO | 2017-05-23 | 2017-05-24 | 2017-06-22 | 1 | 73.76 | 73.76 | 0.00% | market | 40.68% | — | -1.06% | 1.05% | -2.11% |
| FSM | 2017-05-24 | 2017-05-25 | 2017-06-23 | 1 | 4.50 | 4.50 | 0.00% | market | 80.00% | — | 13.46% | 0.80% | 12.66% |
| VEEV | 2017-05-25 | 2017-05-26 | 2017-06-26 | 1 | 66.39 | 66.39 | 0.00% | market | 22.22% | — | -6.22% | 0.72% | -6.94% |
| AVAL | 2017-05-30 | 2017-05-31 | 2017-06-28 | 1 | 8.41 | 8.41 | 0.00% | market | 20.00% | — | -4.02% | 0.68% | -4.71% |
| DAC | 2017-05-30 | 2017-05-31 | 2017-06-28 | 1 | 21.00 | 21.00 | 0.00% | market | 22.22% | — | 13.23% | 0.68% | 12.55% |
| HQY | 2017-06-06 | 2017-06-07 | 2017-07-06 | 1 | 48.80 | 48.80 | 0.00% | market | 18.75% | — | -1.12% | -1.25% | 0.13% |
| LPG | 2017-06-14 | 2017-06-15 | 2017-07-14 | 1 | 7.36 | 7.36 | 0.00% | market | 116.67% | — | 13.22% | 1.19% | 12.03% |
| AVAV | 2017-06-27 | 2017-06-28 | 2017-07-27 | 1 | 30.37 | 30.37 | 0.00% | market | 26.21% | — | 23.90% | 1.94% | 21.97% |
| STZ | 2017-06-29 | 2017-06-30 | 2017-07-31 | 1 | 194.63 | 194.63 | 0.00% | market | 18.18% | — | -0.76% | 1.85% | -2.61% |
| SAR | 2017-07-12 | 2017-07-13 | 2017-08-10 | 1 | 22.49 | 22.49 | 0.00% | market | 27.66% | — | -8.24% | -0.11% | -8.13% |
| JPM | 2017-07-14 | 2017-07-17 | 2017-08-14 | 3 | 91.82 | 91.82 | 0.00% | market | 15.92% | — | 0.63% | 0.44% | 0.19% |
| EXPO | 2017-07-18 | 2017-07-19 | 2017-08-16 | 1 | 33.05 | 33.05 | 0.00% | market | 23.81% | — | -1.82% | 0.37% | -2.20% |
| GS | 2017-07-18 | 2017-07-19 | 2017-08-16 | 1 | 222.91 | 222.91 | 0.00% | market | 16.52% | — | 1.11% | 0.37% | 0.74% |
| CCI | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 98.70 | 98.70 | 0.00% | market | 328.57% | — | 5.41% | -1.69% | 7.11% |
| CTO | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 15.46 | 15.46 | 0.00% | market | 157.14% | — | -6.76% | -1.69% | -5.07% |
| FPI | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 9.15 | 9.15 | 0.00% | market | 66.67% | — | -8.52% | -1.69% | -6.82% |
| TFIN | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 27.35 | 27.35 | 0.00% | market | 59.38% | — | -0.83% | -1.69% | 0.86% |
| BANF | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 56.53 | 56.53 | 0.00% | market | 22.41% | — | -13.42% | -1.51% | -11.91% |
| GATX | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 63.24 | 63.24 | 0.00% | market | 18.92% | — | -4.46% | -1.51% | -2.95% |
| MSFT | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 73.45 | 73.45 | 0.00% | market | 38.03% | — | -1.41% | -1.51% | 0.11% |
| MTG | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 11.92 | 11.92 | 0.00% | market | 20.00% | — | -5.13% | -1.51% | -3.62% |
| WFG | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 51.93 | 51.93 | 0.00% | market | 20.22% | — | -3.45% | -1.51% | -1.94% |
| WIT | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 2.16 | 2.16 | 0.00% | market | 50.00% | — | 3.60% | -1.51% | 5.12% |
| OVV | 2017-07-21 | 2017-07-24 | 2017-08-21 | 3 | 49.70 | 49.70 | 0.00% | market | 429.41% | — | -9.76% | -1.58% | -8.18% |
| MC | 2017-07-24 | 2017-07-25 | 2017-08-22 | 1 | 43.10 | 43.10 | 0.00% | market | 40.43% | — | -10.19% | -0.90% | -9.29% |
| RYAAY | 2017-07-24 | 2017-07-25 | 2017-08-22 | 1 | 45.49 | 45.49 | 0.00% | market | 20.34% | — | 1.55% | -0.90% | 2.45% |
| EGP | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 84.74 | 84.74 | 0.00% | market | 140.00% | — | 2.20% | -1.29% | 3.49% |
| NEM | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 35.93 | 35.93 | 0.00% | market | 64.29% | — | 2.82% | -1.29% | 4.11% |
| RNR | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 148.00 | 148.00 | 0.00% | market | 19.74% | — | -1.50% | -1.29% | -0.21% |
| TROW | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 84.11 | 84.11 | 0.00% | market | 15.38% | — | -1.60% | -1.29% | -0.31% |
| ZION | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 46.00 | 46.00 | 0.00% | market | 17.74% | — | -4.60% | -1.29% | -3.31% |
| AEM | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 48.52 | 48.52 | 0.00% | market | 60.00% | — | -3.29% | -1.60% | -1.69% |
| ARR | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 125.90 | 125.90 | 0.00% | market | 447.62% | — | 5.50% | -1.60% | 7.10% |
| ENIC | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 5.65 | 5.65 | 0.00% | market | 36.07% | — | -1.52% | -1.60% | 0.09% |
| FR | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 30.08 | 30.08 | 0.00% | market | 128.57% | — | 1.23% | -1.60% | 2.83% |
| GGG | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 37.38 | 37.38 | 0.00% | market | 31.43% | — | 0.09% | -1.60% | 1.69% |
| GILD | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 75.43 | 75.43 | 0.00% | market | 19.07% | — | -1.97% | -1.60% | -0.37% |
| GTY | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 25.54 | 25.54 | 0.00% | market | 59.26% | — | 6.63% | -1.60% | 8.24% |
| HSY | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 106.06 | 106.06 | 0.00% | market | 21.11% | — | -0.61% | -1.60% | 0.99% |
| KIM | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 20.10 | 20.10 | 0.00% | market | 121.43% | — | -2.59% | -1.60% | -0.99% |
| LOB | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 24.95 | 24.95 | 0.00% | market | 16.67% | — | -9.72% | -1.60% | -8.12% |
| LVS | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 61.46 | 61.46 | 0.00% | market | 23.73% | — | -2.09% | -1.60% | -0.48% |
| META | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 174.70 | 174.70 | 0.00% | market | 16.81% | — | -4.08% | -1.60% | -2.48% |
| RES | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 21.39 | 21.39 | 0.00% | market | 53.85% | — | -13.52% | -1.60% | -11.92% |
| SCI | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 35.08 | 35.08 | 0.00% | market | 16.67% | — | 0.47% | -1.60% | 2.07% |