EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos) (5)
Run 9a980ad0 · 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 4: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| INCY | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 85.50 | 85.50 | 0.00% | market | 53.06% | — | -4.95% | -4.02% | -0.93% |
| INVH | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 28.07 | 28.07 | 0.00% | market | 180.00% | — | 2.32% | -4.02% | 6.34% |
| MC | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 36.00 | 36.00 | 0.00% | market | 33.33% | — | -7.99% | -4.02% | -3.97% |
| MKL | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 1,133.00 | 1,133.00 | 0.00% | market | 16.65% | — | -0.22% | -4.02% | 3.80% |
| REXR | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 41.40 | 41.40 | 0.00% | market | 200.00% | — | 4.54% | -4.02% | 8.56% |
| SIRI | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 61.60 | 61.60 | 0.00% | market | 20.00% | — | -0.59% | -4.02% | 3.43% |
| SMFG | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 6.89 | 6.89 | 0.00% | market | 41.34% | — | -7.07% | -4.02% | -3.05% |
| TIMB | 2019-07-30 | 2019-07-31 | 2019-08-28 | 1 | 16.21 | 16.21 | 0.00% | market | 46.67% | — | -12.68% | -4.02% | -8.66% |
| ACR | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 32.58 | 32.58 | 0.00% | market | 21.74% | — | -1.33% | -1.69% | 0.35% |
| AGI | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 6.45 | 6.45 | 0.00% | market | 34.08% | — | 8.27% | -1.69% | 9.96% |
| ALSN | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 46.70 | 46.70 | 0.00% | market | 22.69% | — | -6.27% | -1.69% | -4.58% |
| APA | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 23.07 | 23.07 | 0.00% | market | 75.16% | — | -4.56% | -1.69% | -2.88% |
| CF | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 52.24 | 52.24 | 0.00% | market | 30.23% | — | -7.72% | -1.69% | -6.03% |
| CG | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 24.44 | 24.44 | 0.00% | market | 58.33% | — | -6.16% | -1.69% | -4.47% |
| FICO | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 358.21 | 358.21 | 0.00% | market | 32.98% | — | -1.23% | -1.69% | 0.46% |
| H | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 78.00 | 78.00 | 0.00% | market | 68.89% | — | -7.65% | -1.69% | -5.96% |
| HCC | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 26.45 | 26.45 | 0.00% | market | 24.14% | — | -21.27% | -1.69% | -19.59% |
| INN | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 11.52 | 11.52 | 0.00% | market | 330.00% | — | -4.44% | -1.69% | -2.75% |
| IRT | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 12.35 | 12.35 | 0.00% | market | 300.00% | — | 12.94% | -1.69% | 14.62% |
| JOE | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 19.62 | 19.62 | 0.00% | market | 240.00% | — | -8.15% | -1.69% | -6.47% |
| KGC | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 3.99 | 3.99 | 0.00% | market | 107.40% | — | 24.96% | -1.69% | 26.65% |
| MTDR | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 17.59 | 17.59 | 0.00% | market | 30.43% | — | -9.99% | -1.69% | -8.31% |
| MUFG | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 4.93 | 4.93 | 0.00% | market | 57.71% | — | -3.14% | -1.69% | -1.46% |
| NEU | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 439.78 | 439.78 | 0.00% | market | 28.49% | — | 8.21% | -1.69% | 9.89% |
| QLYS | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 84.75 | 84.75 | 0.00% | market | 17.02% | — | -4.63% | -1.69% | -2.94% |
| SRI | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 32.81 | 32.81 | 0.00% | market | 38.46% | — | -7.17% | -1.69% | -5.48% |
| UE | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 16.80 | 16.80 | 0.00% | market | 83.33% | — | 3.59% | -1.69% | 5.28% |
| UTHR | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 81.29 | 81.29 | 0.00% | market | 65.06% | — | 1.67% | -1.69% | 3.36% |
| VRTX | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 173.42 | 173.42 | 0.00% | market | 17.76% | — | 3.11% | -1.69% | 4.79% |
| VVV | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 20.96 | 20.96 | 0.00% | market | 15.62% | — | 6.10% | -1.69% | 7.79% |
| WTI | 2019-07-31 | 2019-08-01 | 2019-08-29 | 1 | 4.67 | 4.67 | 0.00% | market | 212.50% | — | -2.03% | -1.69% | -0.34% |
| CLPR | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 11.41 | 11.41 | 0.00% | market | 16.67% | — | -4.22% | -0.48% | -3.74% |
| CORT | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 11.25 | 11.25 | 0.00% | market | 38.89% | — | 11.99% | -0.48% | 12.47% |
| CTVA | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 30.94 | 30.94 | 0.00% | market | 42.00% | — | -5.34% | -0.48% | -4.86% |
| ITGR | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 88.02 | 88.02 | 0.00% | market | 16.04% | — | -17.85% | -0.48% | -17.37% |
| OLED | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 217.90 | 217.90 | 0.00% | market | 100.00% | — | -5.80% | -0.48% | -5.33% |
| PBA | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 37.15 | 37.15 | 0.00% | market | 119.05% | — | -1.39% | -0.48% | -0.92% |
| PFSI | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 27.00 | 27.00 | 0.00% | market | 17.95% | — | 9.49% | -0.48% | 9.97% |
| RGEN | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 95.01 | 95.01 | 0.00% | market | 24.00% | — | -2.42% | -0.48% | -1.94% |
| SM | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 4.75 | 4.75 | 0.00% | market | 118.18% | — | -0.31% | -0.48% | 0.17% |
| TRI | 2019-08-01 | 2019-08-02 | 2019-08-30 | 1 | 71.58 | 71.58 | 0.00% | market | 76.47% | — | 1.06% | -0.48% | 1.54% |
| BH | 2019-08-02 | 2019-08-05 | 2019-09-03 | 3 | 90.02 | 90.02 | 0.00% | market | 3687.57% | — | -4.79% | 0.92% | -5.71% |
| ENB | 2019-08-02 | 2019-08-05 | 2019-09-03 | 3 | 33.10 | 33.10 | 0.00% | market | 19.05% | — | 1.02% | 0.92% | 0.10% |
| FTS | 2019-08-02 | 2019-08-05 | 2019-09-03 | 3 | 39.60 | 39.60 | 0.00% | market | 25.00% | — | 6.67% | 0.92% | 5.75% |
| HWM | 2019-08-02 | 2019-08-05 | 2019-09-03 | 3 | 23.33 | 23.33 | 0.00% | market | 16.00% | — | 11.26% | 0.92% | 10.34% |
| PBR-A | 2019-08-02 | 2019-08-05 | 2019-09-03 | 3 | 13.17 | 13.17 | 0.00% | market | 131.25% | — | -7.84% | 0.92% | -8.76% |
| BWXT | 2019-08-05 | 2019-08-06 | 2019-09-04 | 1 | 55.00 | 55.00 | 0.00% | market | 19.23% | — | 7.41% | 2.84% | 4.57% |
| HMN | 2019-08-05 | 2019-08-06 | 2019-09-04 | 1 | 41.79 | 41.79 | 0.00% | market | 21.43% | — | 5.00% | 2.84% | 2.15% |
| MWA | 2019-08-05 | 2019-08-06 | 2019-09-04 | 1 | 10.65 | 10.65 | 0.00% | market | 20.00% | — | -4.70% | 2.84% | -7.54% |
| BATRA | 2019-08-08 | 2019-08-09 | 2019-09-09 | 1 | 28.84 | 28.84 | 0.00% | market | 50.00% | — | -3.46% | 1.92% | -5.38% |
| BBAR | 2019-08-12 | 2019-08-13 | 2019-09-11 | 1 | 5.94 | 5.94 | 0.00% | market | 100.00% | — | -25.18% | 4.35% | -29.53% |
| GGAL | 2019-08-14 | 2019-08-15 | 2019-09-13 | 1 | 17.98 | 17.98 | 0.00% | market | 88.78% | — | -38.20% | 5.69% | -43.89% |
| BABA | 2019-08-15 | 2019-08-16 | 2019-09-16 | 1 | 170.00 | 170.00 | 0.00% | market | 22.00% | — | 4.06% | 4.78% | -0.72% |
| CIG-C | 2019-08-15 | 2019-08-16 | 2019-09-16 | 1 | 2.30 | 2.30 | 0.00% | market | 552.05% | — | -10.97% | 4.78% | -15.74% |
| CIG | 2019-08-16 | 2019-08-19 | 2019-09-17 | 3 | 2.81 | 2.81 | 0.00% | market | 395.95% | — | -5.44% | 2.99% | -8.43% |
| XYF | 2019-08-18 | 2019-08-19 | 2019-09-17 | 1 | 8.52 | 8.52 | 0.00% | market | 40.91% | — | 5.53% | 2.99% | 2.55% |
| FINV | 2019-08-20 | 2019-08-21 | 2019-09-19 | 1 | 3.70 | 3.70 | 0.00% | market | 25.60% | — | -6.86% | 2.94% | -9.80% |
| SFL | 2019-08-20 | 2019-08-21 | 2019-09-19 | 1 | 13.30 | 13.30 | 0.00% | market | 18.18% | — | 5.99% | 2.94% | 3.05% |
| HTHT | 2019-08-21 | 2019-08-22 | 2019-09-20 | 1 | 31.50 | 31.50 | 0.00% | market | 25.00% | — | 9.93% | 1.72% | 8.21% |
| KEYS | 2019-08-21 | 2019-08-22 | 2019-09-20 | 1 | 94.44 | 94.44 | 0.00% | market | 22.55% | — | 4.48% | 1.72% | 2.76% |
| CAAP | 2019-08-23 | 2019-08-26 | 2019-09-24 | 3 | 5.78 | 5.78 | 0.00% | market | 410.00% | — | -19.65% | 2.99% | -22.64% |
| HQY | 2019-09-03 | 2019-09-04 | 2019-10-02 | 1 | 57.57 | 57.57 | 0.00% | market | 28.57% | — | -8.39% | -1.73% | -6.65% |
| AVAV | 2019-09-04 | 2019-09-05 | 2019-10-03 | 1 | 57.28 | 57.28 | 0.00% | market | 105.56% | — | -7.12% | -2.15% | -4.97% |
| DSGX | 2019-09-04 | 2019-09-05 | 2019-10-03 | 1 | 36.25 | 36.25 | 0.00% | market | 25.00% | — | 7.79% | -2.15% | 9.94% |
| RH | 2019-09-10 | 2019-09-11 | 2019-10-09 | 1 | 155.35 | 155.35 | 0.00% | market | 18.52% | — | 11.99% | -2.41% | 14.40% |
| NIC | 2019-10-15 | 2019-10-16 | 2019-11-13 | 1 | 67.75 | 67.75 | 0.00% | market | 18.64% | — | 2.93% | 3.60% | -0.67% |
| PLD | 2019-10-15 | 2019-10-16 | 2019-11-13 | 1 | 89.11 | 89.11 | 0.00% | market | 47.92% | — | -1.42% | 3.60% | -5.02% |
| SCHW | 2019-10-15 | 2019-10-16 | 2019-11-13 | 1 | 38.68 | 38.68 | 0.00% | market | 15.62% | — | 10.58% | 3.60% | 6.98% |
| BFC | 2019-10-16 | 2019-10-17 | 2019-11-14 | 1 | 66.85 | 66.85 | 0.00% | market | 16.25% | — | 3.10% | 3.29% | -0.19% |
| NFLX | 2019-10-16 | 2019-10-17 | 2019-11-14 | 1 | 30.45 | 30.45 | 0.00% | market | 50.00% | — | -4.99% | 3.29% | -8.29% |
| RLI | 2019-10-16 | 2019-10-17 | 2019-11-14 | 1 | 46.18 | 46.18 | 0.00% | market | 20.83% | — | 5.60% | 3.29% | 2.30% |
| HLX | 2019-10-21 | 2019-10-22 | 2019-11-19 | 1 | 9.22 | 9.22 | 0.00% | market | 31.25% | — | -11.16% | 3.78% | -14.94% |
| MCHB | 2019-10-21 | 2019-10-22 | 2019-11-19 | 1 | 35.44 | 35.44 | 0.00% | market | 73.33% | — | -10.79% | 3.78% | -14.57% |
| NWBI | 2019-10-21 | 2019-10-22 | 2019-11-19 | 1 | 17.74 | 17.74 | 0.00% | market | 19.23% | — | -5.62% | 3.78% | -9.40% |
| ONB | 2019-10-21 | 2019-10-22 | 2019-11-19 | 1 | 18.24 | 18.24 | 0.00% | market | 20.59% | — | 0.56% | 3.78% | -3.22% |
| EQR | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 88.30 | 88.30 | 0.00% | market | 91.89% | — | -1.96% | 4.03% | -5.99% |
| MANH | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 80.46 | 80.46 | 0.00% | market | 41.67% | — | -0.47% | 4.03% | -4.50% |
| SFNC | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 24.37 | 24.37 | 0.00% | market | 31.25% | — | 2.65% | 4.03% | -1.38% |
| STC | 2019-10-22 | 2019-10-23 | 2019-11-20 | 1 | 42.55 | 42.55 | 0.00% | market | 25.49% | — | 1.45% | 4.03% | -2.58% |
| AEM | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 55.38 | 55.38 | 0.00% | market | 37.04% | — | 8.55% | 3.11% | 5.44% |
| CLF | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 6.83 | 6.83 | 0.00% | market | 37.50% | — | 9.86% | 3.11% | 6.75% |
| CMRE | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 5.57 | 5.57 | 0.00% | market | 44.44% | — | 8.34% | 3.11% | 5.23% |
| EIG | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 43.61 | 43.61 | 0.00% | market | 31.34% | — | -4.62% | 3.11% | -7.73% |
| IVZ | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 17.39 | 17.39 | 0.00% | market | 22.81% | — | -1.94% | 3.11% | -5.05% |
| LMAT | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 37.01 | 37.01 | 0.00% | market | 19.05% | — | -5.53% | 3.11% | -8.64% |
| MCB | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 41.50 | 41.50 | 0.00% | market | 15.38% | — | 8.53% | 3.11% | 5.42% |
| PYPL | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 106.08 | 106.08 | 0.00% | market | 17.31% | — | -3.42% | 3.11% | -6.53% |
| SLM | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 9.11 | 9.11 | 0.00% | market | 16.00% | — | -6.69% | 3.11% | -9.80% |
| SYBT | 2019-10-23 | 2019-10-24 | 2019-11-21 | 1 | 38.75 | 38.75 | 0.00% | market | 16.92% | — | 4.80% | 3.11% | 1.69% |
| ALGT | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 165.00 | 165.00 | 0.00% | market | 23.85% | — | 2.46% | 3.74% | -1.29% |
| CINF | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 116.00 | 116.00 | 0.00% | market | 21.35% | — | -8.94% | 3.74% | -12.68% |
| CLBK | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 7.50 | 7.50 | 0.00% | market | 44.44% | — | -1.43% | 3.74% | -5.18% |
| DECK | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 25.86 | 25.86 | 0.00% | market | 15.38% | — | 2.72% | 3.74% | -1.02% |
| ILMN | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 290.43 | 290.43 | 0.00% | market | 37.86% | — | 5.51% | 3.74% | 1.77% |
| KIM | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 21.18 | 21.18 | 0.00% | market | 117.65% | — | 0.47% | 3.74% | -3.28% |
| SPSC | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 53.38 | 53.38 | 0.00% | market | 17.86% | — | 4.86% | 3.74% | 1.12% |
| TBBK | 2019-10-24 | 2019-10-25 | 2019-11-22 | 1 | 10.44 | 10.44 | 0.00% | market | 40.74% | — | 2.15% | 3.74% | -1.59% |
| PBR-A | 2019-10-25 | 2019-10-28 | 2019-11-25 | 3 | 14.66 | 14.66 | 0.00% | market | 80.95% | — | -4.33% | 3.44% | -7.77% |
| WT | 2019-10-25 | 2019-10-28 | 2019-11-25 | 3 | 5.49 | 5.49 | 0.00% | market | 20.00% | — | -8.11% | 3.44% | -11.56% |
| AVB | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 216.70 | 216.70 | 0.00% | market | 66.67% | — | -0.60% | 3.66% | -4.26% |
| CRSP | 2019-10-28 | 2019-10-29 | 2019-11-26 | 1 | 45.00 | 45.00 | 0.00% | market | 352.63% | — | 52.70% | 3.66% | 49.04% |
| AIN | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 86.00 | 86.00 | 0.00% | market | 48.10% | — | -2.33% | 3.97% | -6.30% |
| ENPH | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 21.69 | 21.69 | 0.00% | market | 20.00% | — | 6.15% | 3.97% | 2.18% |
| FMC | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 88.59 | 88.59 | 0.00% | market | 17.50% | — | 11.40% | 3.97% | 7.43% |
| INCY | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 83.06 | 83.06 | 0.00% | market | 26.15% | — | 13.22% | 3.97% | 9.24% |
| INVH | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 30.70 | 30.70 | 0.00% | market | 77.78% | — | -1.24% | 3.97% | -5.21% |
| 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% |
| MRK | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 81.05 | 81.05 | 0.00% | market | 20.80% | — | 2.97% | 3.97% | -1.00% |
| 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% |
| 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% |
| REXR | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 48.30 | 48.30 | 0.00% | market | 50.00% | — | -0.87% | 3.97% | -4.84% |
| SAM | 2019-10-29 | 2019-10-30 | 2019-11-27 | 1 | 380.33 | 380.33 | 0.00% | market | 24.57% | — | 2.60% | 3.97% | -1.37% |
| 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% |
| 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% |
| 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% |
| GRMN | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 95.25 | 95.25 | 0.00% | market | 33.68% | — | 2.46% | 3.35% | -0.89% |
| 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% |
| JOE | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 18.68 | 18.68 | 0.00% | market | 150.00% | — | 1.61% | 3.35% | -1.73% |
| 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% |
| MSC | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 18.85 | 18.85 | 0.00% | market | 109.09% | — | 3.37% | 3.35% | 0.02% |
| OLED | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 194.00 | 194.00 | 0.00% | market | 34.48% | — | 0.01% | 3.35% | -3.33% |
| QLYS | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 85.03 | 85.03 | 0.00% | market | 24.53% | — | 2.82% | 3.35% | -0.53% |
| 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% |
| TFSL | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 19.49 | 19.49 | 0.00% | market | 33.33% | — | 4.00% | 3.35% | 0.66% |
| 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% |
| WING | 2019-10-30 | 2019-10-31 | 2019-11-29 | 1 | 86.09 | 86.09 | 0.00% | market | 17.65% | — | -7.17% | 3.35% | -10.52% |
| 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% |
| 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% |
| FTNT | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 17.73 | 17.73 | 0.00% | market | 18.18% | — | 17.10% | 2.20% | 14.90% |
| 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% |
| 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% |
| LPG | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 12.56 | 12.56 | 0.00% | market | 27.12% | — | 12.88% | 2.20% | 10.67% |
| LTC | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 52.10 | 52.10 | 0.00% | market | 30.77% | — | -11.02% | 2.20% | -13.23% |
| MUR | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 20.92 | 20.92 | 0.00% | market | 63.64% | — | 12.04% | 2.20% | 9.84% |
| NMM | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 20.15 | 20.15 | 0.00% | market | 391.18% | — | -11.27% | 2.20% | -13.47% |
| PFSI | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 31.80 | 31.80 | 0.00% | market | 15.27% | — | 6.22% | 2.20% | 4.02% |
| TRI | 2019-10-31 | 2019-11-01 | 2019-12-02 | 1 | 71.25 | 71.25 | 0.00% | market | 55.56% | — | 3.59% | 2.20% | 1.39% |
| BABA | 2019-11-01 | 2019-11-04 | 2019-12-03 | 3 | 180.66 | 180.66 | 0.00% | market | 18.06% | — | 7.78% | 0.55% | 7.23% |
| HAE | 2019-11-01 | 2019-11-04 | 2019-12-03 | 3 | 130.45 | 130.45 | 0.00% | market | 26.09% | — | -9.47% | 0.55% | -10.02% |
| PBA | 2019-11-01 | 2019-11-04 | 2019-12-03 | 3 | 35.30 | 35.30 | 0.00% | market | 16.28% | — | -3.02% | 0.55% | -3.57% |
| RDY | 2019-11-01 | 2019-11-04 | 2019-12-03 | 3 | 7.94 | 7.94 | 0.00% | market | 89.81% | — | 0.66% | 0.55% | 0.10% |
| BWXT | 2019-11-04 | 2019-11-05 | 2019-12-04 | 1 | 60.00 | 60.00 | 0.00% | market | 23.44% | — | -0.77% | 1.26% | -2.02% |
| FICO | 2019-11-04 | 2019-11-05 | 2019-12-04 | 1 | 319.63 | 319.63 | 0.00% | market | 19.64% | — | 13.12% | 1.26% | 11.86% |
| KOS | 2019-11-04 | 2019-11-05 | 2019-12-04 | 1 | 6.73 | 6.73 | 0.00% | market | 104.39% | — | -8.87% | 1.26% | -10.12% |
| MITT | 2019-11-04 | 2019-11-05 | 2019-12-04 | 1 | 46.65 | 46.65 | 0.00% | market | 179.07% | — | -0.10% | 1.26% | -1.36% |
| MZTI | 2019-11-04 | 2019-11-05 | 2019-12-04 | 1 | 161.99 | 161.99 | 0.00% | market | 27.42% | — | -2.23% | 1.26% | -3.49% |
| WLFC | 2019-11-04 | 2019-11-05 | 2019-12-04 | 1 | 19.13 | 19.13 | 0.00% | market | 556.90% | — | 6.75% | 1.26% | 5.49% |
| DVN | 2019-11-05 | 2019-11-06 | 2019-12-05 | 1 | 24.00 | 24.00 | 0.00% | market | 81.25% | — | -8.14% | 1.63% | -9.77% |
| MBI | 2019-11-05 | 2019-11-06 | 2019-12-05 | 1 | 10.00 | 10.00 | 0.00% | market | 529.41% | — | -7.40% | 1.63% | -9.03% |
| OHI | 2019-11-05 | 2019-11-06 | 2019-12-05 | 1 | 43.00 | 43.00 | 0.00% | market | 57.50% | — | -1.75% | 1.63% | -3.38% |
| SSRM | 2019-11-05 | 2019-11-06 | 2019-12-05 | 1 | 14.35 | 14.35 | 0.00% | market | 64.29% | — | 19.76% | 1.63% | 18.14% |
| USAC | 2019-11-05 | 2019-11-06 | 2019-12-05 | 1 | 18.07 | 18.07 | 0.00% | market | 153.81% | — | -12.11% | 1.63% | -13.73% |
| ACMR | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 5.20 | 5.20 | 0.00% | market | 157.14% | — | -1.25% | 2.04% | -3.30% |
| AES | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 17.73 | 17.73 | 0.00% | market | 20.00% | — | 5.48% | 2.04% | 3.44% |
| B | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 16.90 | 16.90 | 0.00% | market | 50.00% | — | -0.16% | 2.04% | -2.20% |
| DEA | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 56.38 | 56.38 | 0.00% | market | 150.00% | — | 3.16% | 2.04% | 1.12% |
| EBS | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 60.00 | 60.00 | 0.00% | market | 92.06% | — | -8.47% | 2.04% | -10.51% |
| ECPG | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 35.80 | 35.80 | 0.00% | market | 20.59% | — | 2.92% | 2.04% | 0.88% |
| EPRT | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 25.01 | 25.01 | 0.00% | market | 28.57% | — | 3.50% | 2.04% | 1.46% |
| FOX | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 33.15 | 33.15 | 0.00% | market | 19.08% | — | 4.27% | 2.04% | 2.23% |
| FOXA | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 33.95 | 33.95 | 0.00% | market | 20.29% | — | 4.23% | 2.04% | 2.19% |
| GMAB | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 22.13 | 22.13 | 0.00% | market | 1475.00% | — | 7.45% | 2.04% | 5.40% |
| GSL | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 7.37 | 7.37 | 0.00% | market | 16.22% | — | 17.40% | 2.04% | 15.36% |
| IIPR | 2019-11-06 | 2019-11-07 | 2019-12-06 | 1 | 78.84 | 78.84 | 0.00% | market | 79.17% | — | -7.39% | 2.04% | -9.43% |
| LAC | 2019-11-12 | 2019-11-13 | 2019-12-12 | 1 | 1.81 | 1.81 | 0.00% | market | 25.00% | — | 7.08% | 2.99% | 4.09% |
| AGRO | 2019-11-13 | 2019-11-14 | 2019-12-13 | 1 | 6.14 | 6.14 | 0.00% | market | 2698.71% | — | 27.42% | 2.76% | 24.66% |
| GOOS | 2019-11-13 | 2019-11-14 | 2019-12-13 | 1 | 35.52 | 35.52 | 0.00% | market | 22.86% | — | 9.30% | 2.76% | 6.54% |
| MUFG | 2019-11-13 | 2019-11-14 | 2019-12-13 | 1 | 5.30 | 5.30 | 0.00% | market | 20.31% | — | 3.11% | 2.76% | 0.35% |
| NTAP | 2019-11-13 | 2019-11-14 | 2019-12-13 | 1 | 59.86 | 59.86 | 0.00% | market | 15.96% | — | 5.55% | 2.76% | 2.78% |
| SMFG | 2019-11-13 | 2019-11-14 | 2019-12-13 | 1 | 7.25 | 7.25 | 0.00% | market | 53.03% | — | 1.97% | 2.76% | -0.79% |
| 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% |
| 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% |
| 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% |
| 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% |
| STZ | 2020-01-08 | 2020-01-09 | 2020-02-07 | 1 | 191.90 | 191.90 | 0.00% | market | 16.94% | — | 4.30% | 1.85% | 2.45% |
| 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% |
| 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% |
| HDB | 2020-01-18 | 2020-01-21 | 2020-02-19 | 3 | 30.48 | 30.48 | 0.00% | market | 7877.21% | — | -4.23% | 2.25% | -6.48% |
| 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% |
| PLD | 2020-01-22 | 2020-01-23 | 2020-02-21 | 1 | 93.54 | 93.54 | 0.00% | market | 51.28% | — | 5.98% | 0.86% | 5.12% |
| RLI | 2020-01-22 | 2020-01-23 | 2020-02-21 | 1 | 45.75 | 45.75 | 0.00% | market | 28.00% | — | -0.52% | 0.86% | -1.38% |
| 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% |
| 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% |
| STM | 2020-01-23 | 2020-01-24 | 2020-02-24 | 1 | 30.68 | 30.68 | 0.00% | market | 16.22% | — | -7.73% | -3.01% | -4.71% |
| GGG | 2020-01-27 | 2020-01-28 | 2020-02-26 | 1 | 54.90 | 54.90 | 0.00% | market | 23.08% | — | -2.30% | -4.17% | 1.87% |
| 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% |
| EQR | 2020-01-28 | 2020-01-29 | 2020-02-27 | 1 | 86.20 | 86.20 | 0.00% | market | 120.00% | — | -9.08% | -9.40% | 0.32% |
| 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% |
| CRUS | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 87.68 | 87.68 | 0.00% | market | 23.68% | — | -21.82% | -8.66% | -13.15% |
| 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% |
| MAA | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 136.91 | 136.91 | 0.00% | market | 120.34% | — | -5.69% | -8.66% | 2.98% |
| PB | 2020-01-29 | 2020-01-30 | 2020-02-28 | 1 | 69.49 | 69.49 | 0.00% | market | 17.07% | — | -7.14% | -8.66% | 1.53% |
| APO | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 46.00 | 46.00 | 0.00% | market | 50.68% | — | -5.77% | -5.48% | -0.30% |
| 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% |
| KIM | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 19.30 | 19.30 | 0.00% | market | 29.41% | — | -7.77% | -5.48% | -2.29% |
| 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% |
| RMD | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 164.38 | 164.38 | 0.00% | market | 18.63% | — | 2.56% | -5.48% | 8.04% |
| 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% |
| TFSL | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 20.15 | 20.15 | 0.00% | market | 50.00% | — | 7.34% | -5.48% | 12.82% |
| TPL | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 80.04 | 80.04 | 0.00% | market | 24.39% | — | -4.22% | -5.48% | 1.25% |
| VRTX | 2020-01-30 | 2020-01-31 | 2020-03-02 | 1 | 238.65 | 238.65 | 0.00% | market | 40.50% | — | -2.76% | -5.48% | 2.71% |
| CHTR | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 522.84 | 522.84 | 0.00% | market | 31.73% | — | -5.42% | -7.15% | 1.73% |
| IDXX | 2020-01-31 | 2020-02-03 | 2020-03-03 | 3 | 276.08 | 276.08 | 0.00% | market | 15.56% | — | -9.09% | -7.15% | -1.95% |
| 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% |
| ARE | 2020-02-03 | 2020-02-04 | 2020-03-04 | 1 | 165.40 | 165.40 | 0.00% | market | 194.92% | — | -1.29% | -4.64% | 3.35% |
| GOOG | 2020-02-03 | 2020-02-04 | 2020-03-04 | 1 | 72.85 | 72.85 | 0.00% | market | 22.22% | — | -4.93% | -4.64% | -0.30% |
| GOOGL | 2020-02-03 | 2020-02-04 | 2020-03-04 | 1 | 72.72 | 72.72 | 0.00% | market | 22.22% | — | -5.11% | -4.64% | -0.47% |
| 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% |
| HAE | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 123.85 | 123.85 | 0.00% | market | 23.68% | — | -16.74% | -8.97% | -7.77% |
| LITE | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 87.76 | 87.76 | 0.00% | market | 17.69% | — | -0.97% | -8.97% | 8.01% |
| MANH | 2020-02-04 | 2020-02-05 | 2020-03-05 | 1 | 88.00 | 88.00 | 0.00% | market | 29.03% | — | -23.35% | -8.97% | -14.38% |
| 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% |
| 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% |
| ELF | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 19.02 | 19.02 | 0.00% | market | 50.00% | — | -17.82% | -10.92% | -6.90% |
| 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% |
| QCOM | 2020-02-05 | 2020-02-06 | 2020-03-06 | 1 | 88.06 | 88.06 | 0.00% | market | 16.47% | — | -12.13% | -10.92% | -1.21% |
| 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% |
| EGP | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 136.50 | 136.50 | 0.00% | market | 126.32% | — | -14.14% | -17.60% | 3.46% |
| NYT | 2020-02-06 | 2020-02-07 | 2020-03-09 | 1 | 38.65 | 38.65 | 0.00% | market | 48.28% | — | -12.49% | -17.60% | 5.11% |
| 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% |
| 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% |
| 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% |
| AIN | 2020-02-10 | 2020-02-11 | 2020-03-11 | 1 | 70.37 | 70.37 | 0.00% | market | 21.25% | — | -18.10% | -18.38% | 0.28% |
| 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% |
| REXR | 2020-02-11 | 2020-02-12 | 2020-03-12 | 1 | 51.15 | 51.15 | 0.00% | market | 157.14% | — | -22.72% | -26.34% | 3.62% |
| 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% |
| ARES | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 41.42 | 41.42 | 0.00% | market | 34.00% | — | -33.92% | -28.94% | -4.99% |
| 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% |
| DLR | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 125.91 | 125.91 | 0.00% | market | 105.48% | — | 1.81% | -28.94% | 30.74% |
| DXCM | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 70.95 | 70.95 | 0.00% | market | 61.11% | — | -28.81% | -28.94% | 0.13% |
| 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% |
| FAF | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 65.74 | 65.74 | 0.00% | market | 21.62% | — | -32.18% | -28.94% | -3.25% |
| IFS | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 41.51 | 41.51 | 0.00% | market | 21.84% | — | -24.26% | -28.94% | 4.67% |
| NVDA | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 7.18 | 7.18 | 0.00% | market | 25.00% | — | -31.72% | -28.94% | -2.78% |
| SITC | 2020-02-13 | 2020-02-14 | 2020-03-16 | 1 | 51.72 | 51.72 | 0.00% | market | 17.86% | — | -52.07% | -28.94% | -23.14% |
| ENPH | 2020-02-18 | 2020-02-19 | 2020-03-18 | 1 | 47.51 | 47.51 | 0.00% | market | 18.18% | — | -49.61% | -28.95% | -20.66% |
| INVH | 2020-02-18 | 2020-02-19 | 2020-03-18 | 1 | 32.28 | 32.28 | 0.00% | market | 66.67% | — | -40.31% | -28.95% | -11.36% |
| USAC | 2020-02-18 | 2020-02-19 | 2020-03-18 | 1 | 15.89 | 15.89 | 0.00% | market | 50.00% | — | -76.81% | -28.95% | -47.86% |
| ALSN | 2020-02-19 | 2020-02-20 | 2020-03-19 | 1 | 43.19 | 43.19 | 0.00% | market | 23.29% | — | -25.92% | -28.79% | 2.87% |
| AROC | 2020-02-19 | 2020-02-20 | 2020-03-19 | 1 | 8.77 | 8.77 | 0.00% | market | 31.25% | — | -60.31% | -28.79% | -31.52% |
| ARR | 2020-02-19 | 2020-02-20 | 2020-03-19 | 1 | 103.75 | 103.75 | 0.00% | market | 409.26% | — | -68.00% | -28.79% | -39.22% |
| GRMN | 2020-02-19 | 2020-02-20 | 2020-03-19 | 1 | 103.50 | 103.50 | 0.00% | market | 29.00% | — | -32.36% | -28.79% | -3.57% |
| H | 2020-02-19 | 2020-02-20 | 2020-03-19 | 1 | 90.00 | 90.00 | 0.00% | market | 135.00% | — | -55.89% | -28.79% | -27.10% |
| LILA | 2020-02-19 | 2020-02-20 | 2020-03-19 | 1 | 10.89 | 10.89 | 0.00% | market | 1250.00% | — | -44.54% | -28.79% | -15.76% |
| PRDO | 2020-02-19 | 2020-02-20 | 2020-03-19 | 1 | 19.49 | 19.49 | 0.00% | market | 17.86% | — | -56.54% | -28.79% | -27.75% |
| SBLK | 2020-02-19 | 2020-02-20 | 2020-03-19 | 1 | 9.26 | 9.26 | 0.00% | market | 71.43% | — | -36.93% | -28.79% | -8.14% |
| EGO | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 8.05 | 8.05 | 0.00% | market | 18.18% | — | -36.12% | -31.80% | -4.33% |
| HCXY | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 27.42 | 27.42 | 0.00% | market | 17.75% | — | -34.05% | -31.80% | -2.26% |
| IDA | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 111.76 | 111.76 | 0.00% | market | 22.37% | — | -33.03% | -31.80% | -1.23% |
| IDCC | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 63.24 | 63.24 | 0.00% | market | 62.96% | — | -44.36% | -31.80% | -12.56% |
| ORC | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 33.45 | 33.45 | 0.00% | market | 47.96% | — | -60.79% | -31.80% | -28.99% |
| SBAC | 2020-02-20 | 2020-02-21 | 2020-03-20 | 1 | 292.43 | 292.43 | 0.00% | market | 51.28% | — | -21.68% | -31.80% | 10.12% |
| 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% |
| AWI | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 106.98 | 106.98 | 0.00% | market | 29.07% | — | -32.61% | -24.94% | -7.67% |
| AWR | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 90.00 | 90.00 | 0.00% | market | 18.42% | — | -11.64% | -24.94% | 13.30% |
| KEYS | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 99.79 | 99.79 | 0.00% | market | 16.67% | — | -14.86% | -24.94% | 10.08% |
| 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% |
| TREX | 2020-02-24 | 2020-02-25 | 2020-03-24 | 1 | 51.79 | 51.79 | 0.00% | market | 19.23% | — | -22.06% | -24.94% | 2.88% |
| 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% |
| CQP | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 33.82 | 33.82 | 0.00% | market | 16.00% | — | -28.93% | -21.45% | -7.48% |
| DAR | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 27.00 | 27.00 | 0.00% | market | 554.55% | — | -34.47% | -21.45% | -13.02% |
| EXEL | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 18.53 | 18.53 | 0.00% | market | 29.41% | — | -14.99% | -21.45% | 6.45% |
| GLNG | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 11.92 | 11.92 | 0.00% | market | 100.00% | — | -34.16% | -21.45% | -12.71% |
| HEI | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 114.51 | 114.51 | 0.00% | market | 15.58% | — | -32.27% | -21.45% | -10.82% |
| LNG | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 49.73 | 49.73 | 0.00% | market | 51.06% | — | -33.12% | -21.45% | -11.67% |
| MTDR | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 11.30 | 11.30 | 0.00% | market | 39.29% | — | -75.23% | -21.45% | -53.78% |
| RM | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 29.46 | 29.46 | 0.00% | market | 24.32% | — | -50.64% | -21.45% | -29.19% |
| VLRS | 2020-02-25 | 2020-02-26 | 2020-03-25 | 1 | 12.54 | 12.54 | 0.00% | market | 61.90% | — | -69.88% | -21.45% | -48.43% |
| CRC | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 5.95 | 5.95 | 0.00% | market | 97.30% | — | -58.59% | -14.49% | -44.10% |
| EC | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 18.47 | 18.47 | 0.00% | market | 18.75% | — | -45.53% | -14.49% | -31.04% |
| IONS | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 55.47 | 55.47 | 0.00% | market | 51.61% | — | -10.41% | -14.49% | 4.08% |
| JOE | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 19.67 | 19.67 | 0.00% | market | 162.50% | — | -13.93% | -14.49% | 0.56% |
| MIDD | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 92.80 | 92.80 | 0.00% | market | 16.96% | — | -47.19% | -14.49% | -32.70% |
| PK | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 19.36 | 19.36 | 0.00% | market | 54.55% | — | -48.81% | -14.49% | -34.32% |
| SWX | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 72.20 | 72.20 | 0.00% | market | 15.97% | — | -4.70% | -14.49% | 9.79% |
| TV | 2020-02-26 | 2020-02-27 | 2020-03-26 | 1 | 10.06 | 10.06 | 0.00% | market | 83.33% | — | -36.58% | -14.49% | -22.09% |
| AAON | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 37.49 | 37.49 | 0.00% | market | 22.22% | — | -17.84% | -12.22% | -5.62% |
| ABEV | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 3.11 | 3.11 | 0.00% | market | 16.67% | — | -19.39% | -12.22% | -7.17% |
| 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% |
| 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% |
| EOG | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 57.30 | 57.30 | 0.00% | market | 17.39% | — | -37.27% | -12.22% | -25.05% |
| 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% |
| GTN | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 17.54 | 17.54 | 0.00% | market | 50.00% | — | -32.03% | -12.22% | -19.81% |
| MITT | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 45.39 | 45.39 | 0.00% | market | 254.55% | — | -73.99% | -12.22% | -61.77% |
| RWT | 2020-02-27 | 2020-02-28 | 2020-03-27 | 1 | 16.99 | 16.99 | 0.00% | market | 25.00% | — | -63.55% | -12.22% | -51.33% |
| BSBR | 2020-02-28 | 2020-03-02 | 2020-03-30 | 3 | 8.39 | 8.39 | 0.00% | market | 45.83% | — | -38.36% | -12.26% | -26.10% |
| 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% |
| VET | 2020-03-06 | 2020-03-09 | 2020-04-06 | 3 | 4.61 | 4.61 | 0.00% | market | 40.00% | — | -21.36% | -3.79% | -17.57% |
| FNV | 2020-03-09 | 2020-03-10 | 2020-04-07 | 1 | 107.81 | 107.81 | 0.00% | market | 20.41% | — | -0.38% | -6.85% | 6.48% |
| 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% |
| 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% |
| TALO | 2020-03-11 | 2020-03-12 | 2020-04-09 | 1 | 7.72 | 7.72 | 0.00% | market | 147.17% | — | -12.28% | 8.67% | -20.95% |
| 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% |
| 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% |
| OLP | 2020-03-13 | 2020-03-16 | 2020-04-14 | 3 | 18.41 | 18.41 | 0.00% | market | 17.78% | — | -13.46% | 17.67% | -31.13% |
| TME | 2020-03-16 | 2020-03-17 | 2020-04-15 | 1 | 10.98 | 10.98 | 0.00% | market | 20.00% | — | -1.47% | 13.35% | -14.82% |
| ACMR | 2020-03-18 | 2020-03-19 | 2020-04-17 | 1 | 7.32 | 7.32 | 0.00% | market | 141.62% | — | 64.11% | 19.81% | 44.30% |
| 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% |
| CANG | 2020-03-23 | 2020-03-24 | 2020-04-22 | 1 | 26.30 | 26.30 | 0.00% | market | 22.22% | — | -2.76% | 19.06% | -21.82% |
| 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% |
| HTHT | 2020-03-26 | 2020-03-27 | 2020-04-27 | 1 | 29.50 | 29.50 | 0.00% | market | 50.00% | — | 3.49% | 13.34% | -9.84% |
| 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% |
| 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% |
| STZ | 2020-04-03 | 2020-04-06 | 2020-05-05 | 3 | 138.05 | 138.05 | 0.00% | market | 24.85% | — | 17.98% | 11.00% | 6.99% |
| 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% |
| 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% |
| 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% |
| BOH | 2020-04-20 | 2020-04-21 | 2020-05-19 | 1 | 59.10 | 59.10 | 0.00% | market | 19.18% | — | -1.76% | 5.51% | -7.27% |
| 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% |
| CP | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 43.88 | 43.88 | 0.00% | market | 15.79% | — | 11.18% | 6.68% | 4.51% |
| 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% |
| KO | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 46.05 | 46.05 | 0.00% | market | 15.91% | — | -0.45% | 6.68% | -7.12% |
| MANH | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 57.15 | 57.15 | 0.00% | market | 21.21% | — | 28.86% | 6.68% | 22.18% |
| PLD | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 89.67 | 89.67 | 0.00% | market | 133.33% | — | -2.94% | 6.68% | -9.62% |
| 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% |
| TXN | 2020-04-21 | 2020-04-22 | 2020-05-20 | 1 | 109.68 | 109.68 | 0.00% | market | 24.00% | — | 7.01% | 6.68% | 0.34% |
| 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% |
| 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% |
| ELME | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 21.34 | 21.34 | 0.00% | market | 122.22% | — | -3.66% | 5.13% | -8.79% |
| FR | 2020-04-22 | 2020-04-23 | 2020-05-21 | 1 | 34.57 | 34.57 | 0.00% | market | 68.42% | — | 4.70% | 5.13% | -0.43% |
| 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% |
| 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% |
| 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% |
| DPZ | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 368.98 | 368.98 | 0.00% | market | 32.33% | — | 0.75% | 5.24% | -4.49% |
| 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% |
| LLY | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 162.00 | 162.00 | 0.00% | market | 18.24% | — | -6.79% | 5.24% | -12.03% |
| 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% |
| WST | 2020-04-23 | 2020-04-24 | 2020-05-22 | 1 | 190.00 | 190.00 | 0.00% | market | 23.17% | — | 11.18% | 5.24% | 5.94% |
| 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% |
| CNI | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 83.26 | 83.26 | 0.00% | market | 19.74% | — | 3.34% | 4.30% | -0.96% |
| SSD | 2020-04-27 | 2020-04-28 | 2020-05-27 | 1 | 69.61 | 69.61 | 0.00% | market | 33.87% | — | 17.68% | 4.30% | 13.39% |
| 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% |
| 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% |
| MKSI | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 101.00 | 101.00 | 0.00% | market | 24.19% | — | 2.12% | 3.92% | -1.81% |
| 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% |
| ROK | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 197.00 | 197.00 | 0.00% | market | 32.79% | — | 9.75% | 3.92% | 5.82% |
| SIMO | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 44.00 | 44.00 | 0.00% | market | 19.40% | — | 2.74% | 3.92% | -1.18% |
| SIRI | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 59.20 | 59.20 | 0.00% | market | 40.00% | — | -4.15% | 3.92% | -8.08% |
| SPGI | 2020-04-28 | 2020-04-29 | 2020-05-28 | 1 | 303.26 | 303.26 | 0.00% | market | 18.70% | — | 5.02% | 3.92% | 1.10% |
| 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% |
| 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% |
| AIN | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 52.03 | 52.03 | 0.00% | market | 27.87% | — | 15.79% | 4.32% | 11.47% |
| AZN | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 106.00 | 106.00 | 0.00% | market | 125.53% | — | 1.09% | 4.32% | -3.23% |
| BMRN | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 97.00 | 97.00 | 0.00% | market | 90.91% | — | 9.75% | 4.32% | 5.42% |
| 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% |
| FICO | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 362.06 | 362.06 | 0.00% | market | 21.59% | — | 11.11% | 4.32% | 6.79% |
| 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% |
| MSA | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 110.27 | 110.27 | 0.00% | market | 20.41% | — | 7.76% | 4.32% | 3.44% |
| 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% |
| 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% |
| NSC | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 174.20 | 174.20 | 0.00% | market | 17.81% | — | 2.25% | 4.32% | -2.07% |
| 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% |
| 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% |
| VRTX | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 257.75 | 257.75 | 0.00% | market | 38.38% | — | 11.62% | 4.32% | 7.30% |
| WHD | 2020-04-29 | 2020-04-30 | 2020-05-29 | 1 | 18.17 | 18.17 | 0.00% | market | 17.14% | — | 4.91% | 4.32% | 0.59% |
| AAPL | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 71.56 | 71.56 | 0.00% | market | 23.08% | — | 12.34% | 7.09% | 5.24% |
| AEM | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 57.77 | 57.77 | 0.00% | market | 27.78% | — | 10.87% | 7.09% | 3.78% |
| BEN | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 18.13 | 18.13 | 0.00% | market | 50.00% | — | 7.40% | 7.09% | 0.31% |
| CG | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 23.04 | 23.04 | 0.00% | market | 23.08% | — | 21.95% | 7.09% | 14.85% |
| CQP | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 34.25 | 34.25 | 0.00% | market | 23.53% | — | 1.83% | 7.09% | -5.27% |
| EMN | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 62.61 | 62.61 | 0.00% | market | 18.71% | — | 9.40% | 7.09% | 2.31% |
| EXPO | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 68.57 | 68.57 | 0.00% | market | 16.67% | — | 9.15% | 7.09% | 2.05% |
| HTH | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 20.40 | 20.40 | 0.00% | market | 41.03% | — | -11.03% | 7.09% | -18.13% |
| ILMN | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 308.23 | 308.23 | 0.00% | market | 30.16% | — | 15.11% | 7.09% | 8.02% |
| LNG | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 44.94 | 44.94 | 0.00% | market | 186.00% | — | -0.59% | 7.09% | -7.68% |
| LPLA | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 65.63 | 65.63 | 0.00% | market | 21.18% | — | 11.72% | 7.09% | 4.63% |
| MCO | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 241.40 | 241.40 | 0.00% | market | 22.97% | — | 14.66% | 7.09% | 7.57% |
| ORC | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 19.20 | 19.20 | 0.00% | market | 17.39% | — | 9.80% | 7.09% | 2.70% |
| RMD | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 157.00 | 157.00 | 0.00% | market | 22.86% | — | 2.52% | 7.09% | -4.57% |
| SPSC | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 54.87 | 54.87 | 0.00% | market | 18.75% | — | 25.80% | 7.09% | 18.70% |
| STAG | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 25.53 | 25.53 | 0.00% | market | 320.00% | — | 5.81% | 7.09% | -1.28% |
| TECH | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 51.12 | 51.12 | 0.00% | market | 25.00% | — | 28.07% | 7.09% | 20.97% |
| TFX | 2020-04-30 | 2020-05-01 | 2020-06-01 | 1 | 329.37 | 329.37 | 0.00% | market | 15.74% | — | 10.86% | 7.09% | 3.77% |
| 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% |
| BCPC | 2020-05-01 | 2020-05-04 | 2020-06-02 | 3 | 87.09 | 87.09 | 0.00% | market | 37.29% | — | 13.54% | 9.74% | 3.80% |
| HON | 2020-05-01 | 2020-05-04 | 2020-06-02 | 3 | 133.90 | 133.90 | 0.00% | market | 123.23% | — | 10.69% | 9.74% | 0.95% |
| TRP | 2020-05-01 | 2020-05-04 | 2020-06-02 | 3 | 40.17 | 40.17 | 0.00% | market | 18.92% | — | 2.94% | 9.74% | -6.80% |
| WT | 2020-05-01 | 2020-05-04 | 2020-06-02 | 3 | 2.96 | 2.96 | 0.00% | market | 40.00% | — | 14.76% | 9.74% | 5.03% |
| ALSN | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 36.16 | 36.16 | 0.00% | market | 20.00% | — | 7.89% | 8.91% | -1.02% |
| BWXT | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 52.83 | 52.83 | 0.00% | market | 31.67% | — | 17.33% | 8.91% | 8.42% |
| JKHY | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 164.36 | 164.36 | 0.00% | market | 20.00% | — | 8.44% | 8.91% | -0.47% |
| SRE | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 61.46 | 61.46 | 0.00% | market | 32.76% | — | 6.96% | 8.91% | -1.95% |
| TREX | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 53.34 | 53.34 | 0.00% | market | 19.35% | — | 9.41% | 8.91% | 0.50% |
| VNOM | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 8.92 | 8.92 | 0.00% | market | 450.00% | — | 27.03% | 8.91% | 18.12% |
| WWD | 2020-05-04 | 2020-05-05 | 2020-06-03 | 1 | 63.09 | 63.09 | 0.00% | market | 47.71% | — | 21.09% | 8.91% | 12.18% |
| AER | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 28.70 | 28.70 | 0.00% | market | 22.29% | — | 30.46% | 8.10% | 22.36% |
| ASC | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 6.05 | 6.05 | 0.00% | market | 42.86% | — | -10.35% | 8.10% | -18.44% |
| CMP | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 48.60 | 48.60 | 0.00% | market | 42.86% | — | 4.84% | 8.10% | -3.26% |
| DVA | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 81.68 | 81.68 | 0.00% | market | 24.49% | — | 0.77% | 8.10% | -7.33% |
| DVN | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 11.90 | 11.90 | 0.00% | market | 172.22% | — | 6.79% | 8.10% | -1.31% |
| ENPH | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 47.00 | 47.00 | 0.00% | market | 18.75% | — | 9.77% | 8.10% | 1.68% |
| EQR | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 62.67 | 62.67 | 0.00% | market | 151.52% | — | -1.71% | 8.10% | -9.81% |
| EXEL | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 25.86 | 25.86 | 0.00% | market | 15.38% | — | -12.78% | 8.10% | -20.88% |
| HWM | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 12.27 | 12.27 | 0.00% | market | 40.91% | — | 26.47% | 8.10% | 18.37% |
| IPGP | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 145.85 | 145.85 | 0.00% | market | 150.00% | — | 10.49% | 8.10% | 2.39% |
| KGC | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 6.90 | 6.90 | 0.00% | market | 25.00% | — | -8.51% | 8.10% | -16.60% |
| PLMR | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 61.00 | 61.00 | 0.00% | market | 21.95% | — | 35.65% | 8.10% | 27.56% |
| RITM | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 6.50 | 6.50 | 0.00% | market | 382.35% | — | 26.98% | 8.10% | 18.88% |
| SUPN | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 24.29 | 24.29 | 0.00% | market | 42.86% | — | -1.83% | 8.10% | -9.93% |
| TDG | 2020-05-05 | 2020-05-06 | 2020-06-04 | 1 | 329.17 | 329.17 | 0.00% | market | 16.97% | — | 46.25% | 8.10% | 38.15% |
| 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% |
| 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% |
| FUTU | 2020-05-14 | 2020-05-15 | 2020-06-15 | 1 | 12.85 | 12.85 | 0.00% | market | 83.05% | — | 60.60% | 8.74% | 51.86% |
| NVMI | 2020-05-14 | 2020-05-15 | 2020-06-15 | 1 | 43.00 | 43.00 | 0.00% | market | 30.56% | — | 11.34% | 8.74% | 2.60% |
| SBS | 2020-05-15 | 2020-05-18 | 2020-06-16 | 3 | 1.36 | 1.36 | 0.00% | market | 368.20% | — | 52.11% | 6.79% | 45.31% |
| 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% |
| NDSN | 2020-05-20 | 2020-05-21 | 2020-06-19 | 1 | 177.36 | 177.36 | 0.00% | market | 25.40% | — | 9.15% | 3.99% | 5.15% |
| TTWO | 2020-05-20 | 2020-05-21 | 2020-06-19 | 1 | 142.14 | 142.14 | 0.00% | market | 88.64% | — | 0.23% | 3.99% | -3.76% |
| 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% |
| SLQT | 2020-05-22 | 2020-05-26 | 2020-06-23 | 4 | 26.70 | 26.70 | 0.00% | market | 290.04% | — | -4.14% | 3.35% | -7.50% |
| HEI | 2020-05-26 | 2020-05-27 | 2020-06-24 | 1 | 109.00 | 109.00 | 0.00% | market | 30.95% | — | -9.30% | 0.65% | -9.95% |
| 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% |
| 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% |
| HLNE | 2020-05-28 | 2020-05-29 | 2020-06-26 | 1 | 72.55 | 72.55 | 0.00% | market | 20.41% | — | -12.59% | -0.80% | -11.79% |
| 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% |
| 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% |
| 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% |
| 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% |
| FDS | 2020-06-25 | 2020-06-26 | 2020-07-27 | 1 | 337.29 | 337.29 | 0.00% | market | 17.70% | — | 3.48% | 5.57% | -2.09% |
| MKC | 2020-06-25 | 2020-06-26 | 2020-07-27 | 1 | 90.25 | 90.25 | 0.00% | market | 27.59% | — | 8.50% | 5.57% | 2.93% |
| MKC-V | 2020-06-25 | 2020-06-26 | 2020-07-27 | 1 | 89.48 | 89.48 | 0.00% | market | 26.72% | — | 8.04% | 5.57% | 2.46% |
| JEF | 2020-06-29 | 2020-06-30 | 2020-07-29 | 1 | 15.11 | 15.11 | 0.00% | market | 633.27% | — | 5.99% | 6.95% | -0.96% |
| TLK | 2020-06-30 | 2020-07-01 | 2020-07-30 | 1 | 21.64 | 21.64 | 0.00% | market | 22.94% | — | -4.67% | 4.65% | -9.32% |
| FIZZ | 2020-07-01 | 2020-07-02 | 2020-07-31 | 1 | 34.34 | 34.34 | 0.00% | market | 30.00% | — | -6.68% | 3.91% | -10.59% |
| FAST | 2020-07-14 | 2020-07-15 | 2020-08-12 | 1 | 21.81 | 21.81 | 0.00% | market | 16.67% | — | 10.26% | 4.66% | 5.60% |
| ASML | 2020-07-15 | 2020-07-16 | 2020-08-13 | 1 | 374.10 | 374.10 | 0.00% | market | 33.93% | — | 0.08% | 5.33% | -5.25% |
| BAC | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 23.88 | 23.88 | 0.00% | market | 37.04% | — | 10.75% | 4.65% | 6.10% |
| BANF | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 39.31 | 39.31 | 0.00% | market | 31.25% | — | 15.85% | 4.65% | 11.20% |
| DPZ | 2020-07-16 | 2020-07-17 | 2020-08-14 | 1 | 410.00 | 410.00 | 0.00% | market | 33.48% | — | -2.79% | 4.65% | -7.43% |
| 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% |
| 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% |
| 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% |
| HDB | 2020-07-18 | 2020-07-20 | 2020-08-17 | 2 | 24.58 | 24.58 | 0.00% | market | 26.32% | — | -6.77% | 5.13% | -11.90% |
| 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% |
| CDNS | 2020-07-20 | 2020-07-21 | 2020-08-18 | 1 | 106.54 | 106.54 | 0.00% | market | 26.92% | — | 2.35% | 3.73% | -1.38% |
| 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% |
| 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% |
| 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% |
| IBKR | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 12.35 | 12.35 | 0.00% | market | 75.00% | — | 6.13% | 3.88% | 2.25% |
| 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% |
| TER | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 89.24 | 89.24 | 0.00% | market | 29.13% | — | 1.02% | 3.88% | -2.86% |
| TXN | 2020-07-21 | 2020-07-22 | 2020-08-19 | 1 | 134.60 | 134.60 | 0.00% | market | 68.18% | — | 2.78% | 3.88% | -1.10% |
| 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% |
| APH | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 26.12 | 26.12 | 0.00% | market | 25.00% | — | 2.62% | 3.62% | -1.00% |
| 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% |
| EFX | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 175.00 | 175.00 | 0.00% | market | 22.14% | — | -7.84% | 3.62% | -11.45% |
| 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% |
| 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% |
| 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% |
| 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% |
| SYBT | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 41.55 | 41.55 | 0.00% | market | 25.53% | — | 1.92% | 3.62% | -1.70% |
| TMO | 2020-07-22 | 2020-07-23 | 2020-08-20 | 1 | 418.14 | 418.14 | 0.00% | market | 45.69% | — | 0.85% | 3.62% | -2.77% |
| 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% |
| 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% |
| 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% |
| COLB | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 30.76 | 30.76 | 0.00% | market | 116.67% | — | -9.66% | 5.77% | -15.43% |
| DHR | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 174.78 | 174.78 | 0.00% | market | 32.11% | — | 5.28% | 5.77% | -0.49% |
| EIG | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 33.75 | 33.75 | 0.00% | market | 157.58% | — | -4.72% | 5.77% | -10.50% |
| ENTG | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 67.44 | 67.44 | 0.00% | market | 22.45% | — | 2.85% | 5.77% | -2.92% |
| EW | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 80.00 | 80.00 | 0.00% | market | 126.67% | — | -1.71% | 5.77% | -7.49% |
| FBNC | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 23.09 | 23.09 | 0.00% | market | 88.89% | — | -11.92% | 5.77% | -17.70% |
| FFBC | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 14.64 | 14.64 | 0.00% | market | 60.00% | — | -3.72% | 5.77% | -9.49% |
| FFIN | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 30.00 | 30.00 | 0.00% | market | 46.15% | — | 1.80% | 5.77% | -3.97% |
| FRME | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 26.26 | 26.26 | 0.00% | market | 31.91% | — | -5.01% | 5.77% | -10.79% |
| GBCI | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 36.00 | 36.00 | 0.00% | market | 32.00% | — | -3.24% | 5.77% | -9.01% |
| HSY | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 147.03 | 147.03 | 0.00% | market | 15.93% | — | 0.17% | 5.77% | -5.60% |
| INDB | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 68.00 | 68.00 | 0.00% | market | 22.58% | — | -6.53% | 5.77% | -12.30% |
| KMB | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 147.77 | 147.77 | 0.00% | market | 22.22% | — | 6.35% | 5.77% | 0.58% |
| LMAT | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 31.99 | 31.99 | 0.00% | market | 3048.43% | — | -8.60% | 5.77% | -14.38% |
| ORI | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 16.91 | 16.91 | 0.00% | market | 20.00% | — | -5.24% | 5.77% | -11.02% |