EPS surp.>15 & P/E after earn.<20 & Op. margin>15 (hold 15d) (lookback 50y) (max 100 pos)
Run 9a98b946 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
992
Win rate
54.03%
Avg return
2.16%
Median return
0.99%
Avg abnormal
0.96%
Median abnormal
-0.17%
Best trade
96.33%
Worst trade
-74.58%
Sharpe (per-trade)
0.15
Daily portfolio drawdown
-3.81%
Portfolio (equal_weight)
Total return
21.45%
Max drawdown
-3.81%
Avg trade return
2.16%
Win rate
54.03%
Signals
992
Configured concurrent
100
Observed concurrent
53
Trades taken
992
Skipped (no capacity)
0
Excess vs benchmark
-745.94%
Avg entry slippage
0.00%
Return if filled at market
21.45%
VWAP fills
0
VWAP fallbacks
0
0 of 992 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 |
|---|---|---|---|---|
| 2008 | 1 | 4.15% | 7.47% | 100.00% |
| 2016 | 17 | 10.37% | 8.21% | 82.35% |
| 2017 | 34 | -0.03% | -0.88% | 41.18% |
| 2018 | 38 | -1.80% | -1.83% | 39.47% |
| 2019 | 50 | 0.65% | -0.19% | 48.00% |
| 2020 | 98 | 2.67% | 0.28% | 56.12% |
| 2021 | 135 | 2.60% | 1.80% | 57.04% |
| 2022 | 205 | 4.17% | 3.19% | 61.46% |
| 2023 | 139 | 0.27% | -1.19% | 44.60% |
| 2024 | 118 | 3.37% | 1.28% | 55.93% |
| 2025 | 110 | 1.95% | 1.13% | 60.91% |
| 2026 | 47 | -2.46% | -2.47% | 31.91% |
Trades (page 1: 500 of 992)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/E after earn. | Op. margin | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IHG | 2008-11-11 | 2008-11-12 | 2008-12-04 | 1 | 9.41 | 9.41 | 0.00% | market | 33.33% | 18.10 | — | 4.15% | -3.32% | 7.47% |
| BBDO | 2016-04-15 | 2016-04-18 | 2016-05-09 | 3 | 6.88 | 6.88 | 0.00% | market | 1446.15% | 3.42 | — | -7.80% | -0.91% | -6.89% |
| GNW | 2016-08-02 | 2016-08-03 | 2016-08-24 | 1 | 3.43 | 3.43 | 0.00% | market | 19.05% | 13.72 | — | 23.52% | 1.10% | 22.42% |
| APO | 2016-08-03 | 2016-08-04 | 2016-08-25 | 1 | 17.89 | 17.89 | 0.00% | market | 390.00% | 18.26 | — | 3.14% | 0.64% | 2.50% |
| LNTH | 2016-08-04 | 2016-08-05 | 2016-08-26 | 1 | 4.20 | 4.20 | 0.00% | market | 300.00% | 17.50 | — | 96.33% | 0.41% | 95.92% |
| DQ | 2016-08-09 | 2016-08-10 | 2016-08-31 | 1 | 4.78 | 4.78 | 0.00% | market | 68.00% | 11.37 | — | 0.65% | -0.43% | 1.08% |
| FSK | 2016-08-09 | 2016-08-10 | 2016-08-31 | 1 | 37.92 | 37.92 | 0.00% | market | 125.24% | 16.34 | — | 4.01% | -0.43% | 4.44% |
| SBS | 2016-08-12 | 2016-08-15 | 2016-09-06 | 3 | 1.88 | 1.88 | 0.00% | market | 166.67% | 5.87 | — | 2.56% | 0.06% | 2.50% |
| MESO | 2016-08-25 | 2016-08-26 | 2016-09-19 | 1 | 10.26 | 10.26 | 0.00% | market | 4000.00% | 4.38 | — | -15.11% | -2.07% | -13.04% |
| CYTK | 2016-10-27 | 2016-10-28 | 2016-11-18 | 1 | 9.75 | 9.75 | 0.00% | market | 355.17% | 13.18 | — | 13.75% | 2.51% | 11.23% |
| ORC | 2016-10-31 | 2016-11-01 | 2016-11-22 | 1 | 53.65 | 53.65 | 0.00% | market | 114.65% | 12.62 | — | 1.67% | 3.59% | -1.92% |
| AGO | 2016-11-03 | 2016-11-04 | 2016-11-28 | 1 | 30.53 | 30.53 | 0.00% | market | 455.07% | 7.97 | — | 15.39% | 5.54% | 9.85% |
| OSG | 2016-11-03 | 2016-11-04 | 2016-11-28 | 1 | 18.93 | 18.93 | 0.00% | market | 521.15% | 5.86 | — | 28.58% | 5.54% | 23.05% |
| PFSI | 2016-11-03 | 2016-11-04 | 2016-11-28 | 1 | 17.55 | 17.55 | 0.00% | market | 15.22% | 16.56 | — | 2.46% | 5.54% | -3.07% |
| SPNT | 2016-11-03 | 2016-11-04 | 2016-11-28 | 1 | 11.95 | 11.95 | 0.00% | market | 17.24% | 17.57 | — | 1.16% | 5.54% | -4.38% |
| VEON | 2016-11-03 | 2016-11-04 | 2016-11-28 | 1 | 87.25 | 87.25 | 0.00% | market | 420.00% | 13.42 | — | -5.54% | 5.54% | -11.08% |
| BAK | 2016-11-10 | 2016-11-11 | 2016-12-05 | 1 | 16.94 | 16.94 | 0.00% | market | 107.79% | 10.59 | — | 11.06% | 2.28% | 8.78% |
| BN | 2016-11-11 | 2016-11-14 | 2016-12-06 | 3 | 11.69 | 11.69 | 0.00% | market | 360.00% | 16.94 | — | 0.41% | 2.15% | -1.74% |
| ARLP | 2017-01-30 | 2017-01-31 | 2017-02-22 | 1 | 24.45 | 24.45 | 0.00% | market | 54.76% | 18.81 | — | -3.78% | 4.10% | -7.88% |
| PFSI | 2017-02-01 | 2017-02-02 | 2017-02-24 | 1 | 17.00 | 17.00 | 0.00% | market | 21.95% | 17.00 | — | 7.25% | 4.01% | 3.25% |
| LBTYK | 2017-02-16 | 2017-02-17 | 2017-03-13 | 1 | 18.27 | 18.27 | 0.00% | market | 8066.67% | 7.46 | — | 1.32% | 1.65% | -0.33% |
| CCO | 2017-02-23 | 2017-02-24 | 2017-03-17 | 1 | 4.55 | 4.55 | 0.00% | market | 366.67% | 16.25 | — | 22.98% | 0.67% | 22.31% |
| VALE | 2017-02-23 | 2017-02-24 | 2017-03-17 | 1 | 10.46 | 10.46 | 0.00% | market | 55.88% | 19.74 | — | -3.25% | 0.67% | -3.92% |
| TPB | 2017-03-13 | 2017-03-14 | 2017-04-04 | 1 | 13.92 | 13.92 | 0.00% | market | 180.65% | 16.00 | — | 12.26% | -0.72% | 12.97% |
| AMR | 2017-03-31 | 2017-04-03 | 2017-04-25 | 3 | 58.85 | 58.85 | 0.00% | market | 1442.86% | 18.16 | — | 4.39% | 1.17% | 3.22% |
| ENIC | 2017-05-02 | 2017-05-03 | 2017-05-24 | 1 | 5.56 | 5.56 | 0.00% | market | 62.65% | 0.05 | — | 0.80% | 0.77% | 0.03% |
| GNW | 2017-05-02 | 2017-05-03 | 2017-05-24 | 1 | 3.95 | 3.95 | 0.00% | market | 26.09% | 13.62 | — | -8.20% | 0.77% | -8.97% |
| CG | 2017-05-03 | 2017-05-04 | 2017-05-25 | 1 | 18.25 | 18.25 | 0.00% | market | 186.84% | 16.74 | — | -3.39% | 1.23% | -4.61% |
| WTI | 2017-05-03 | 2017-05-04 | 2017-05-25 | 1 | 2.04 | 2.04 | 0.00% | market | 526.71% | 12.75 | — | 3.82% | 1.23% | 2.59% |
| AGO | 2017-05-04 | 2017-05-05 | 2017-05-26 | 1 | 38.50 | 38.50 | 0.00% | market | 219.40% | 17.99 | — | 2.45% | 1.05% | 1.39% |
| BTU | 2017-05-04 | 2017-05-05 | 2017-05-26 | 1 | 24.16 | 24.16 | 0.00% | market | 245.18% | 3.55 | — | 2.38% | 1.05% | 1.33% |
| EGY | 2017-05-08 | 2017-05-09 | 2017-05-31 | 1 | 1.10 | 1.10 | 0.00% | market | 799.74% | 15.71 | — | -7.37% | 0.62% | -7.99% |
| NOG | 2017-05-08 | 2017-05-09 | 2017-05-31 | 1 | 22.50 | 22.50 | 0.00% | market | 1806.25% | 8.24 | — | -26.77% | 0.62% | -27.38% |
| WLFC | 2017-05-08 | 2017-05-09 | 2017-05-31 | 1 | 7.98 | 7.98 | 0.00% | market | 1278.95% | 3.05 | — | 9.05% | 0.62% | 8.43% |
| DQ | 2017-05-09 | 2017-05-10 | 2017-06-01 | 1 | 4.45 | 4.45 | 0.00% | market | 58.62% | 9.67 | — | -3.07% | 1.66% | -4.72% |
| BAK | 2017-05-15 | 2017-05-16 | 2017-06-07 | 1 | 21.45 | 21.45 | 0.00% | market | 593.12% | 14.79 | — | -0.52% | 1.25% | -1.77% |
| DAC | 2017-05-30 | 2017-05-31 | 2017-06-21 | 1 | 21.00 | 21.00 | 0.00% | market | 22.22% | 6.82 | — | -3.43% | 0.46% | -3.89% |
| ENIC | 2017-07-26 | 2017-07-27 | 2017-08-17 | 1 | 5.65 | 5.65 | 0.00% | market | 36.07% | 0.06 | — | -1.69% | -1.96% | 0.27% |
| RITM | 2017-07-31 | 2017-08-01 | 2017-08-22 | 1 | 17.01 | 17.01 | 0.00% | market | 94.34% | 16.51 | — | -2.16% | -0.82% | -1.34% |
| GNW | 2017-08-01 | 2017-08-02 | 2017-08-23 | 1 | 3.60 | 3.60 | 0.00% | market | 25.00% | 12.00 | — | -5.10% | -1.18% | -3.92% |
| HCC | 2017-08-03 | 2017-08-04 | 2017-08-25 | 1 | 11.37 | 11.37 | 0.00% | market | 27.27% | 4.51 | — | 14.68% | -1.20% | 15.87% |
| WTI | 2017-08-03 | 2017-08-04 | 2017-08-25 | 1 | 1.98 | 1.98 | 0.00% | market | 2299.13% | 9.00 | — | -3.13% | -1.20% | -1.93% |
| NOG | 2017-08-08 | 2017-08-09 | 2017-08-30 | 1 | 10.50 | 10.50 | 0.00% | market | 1692.86% | 4.71 | — | -21.53% | -0.19% | -21.34% |
| BAK | 2017-08-17 | 2017-08-18 | 2017-09-11 | 1 | 23.64 | 23.64 | 0.00% | market | 412.46% | 16.42 | — | 11.15% | 2.60% | 8.55% |
| CLF | 2017-10-20 | 2017-10-23 | 2017-11-13 | 3 | 6.82 | 6.82 | 0.00% | market | 20.00% | 18.94 | — | -11.24% | 0.33% | -11.57% |
| UTHR | 2017-10-25 | 2017-10-26 | 2017-11-16 | 1 | 121.80 | 121.80 | 0.00% | market | 62.02% | 19.43 | — | -0.25% | 1.03% | -1.28% |
| FMX | 2017-10-26 | 2017-10-27 | 2017-11-17 | 1 | 88.88 | 88.88 | 0.00% | market | 293.70% | 17.78 | — | -1.57% | 0.54% | -2.12% |
| ORC | 2017-10-26 | 2017-10-27 | 2017-11-17 | 1 | 50.20 | 50.20 | 0.00% | market | 18.60% | 19.69 | — | -2.99% | 0.54% | -3.53% |
| EVC | 2017-11-02 | 2017-11-03 | 2017-11-27 | 1 | 5.50 | 5.50 | 0.00% | market | 284.21% | 3.22 | — | 18.99% | 0.95% | 18.04% |
| ENIC | 2017-11-04 | 2017-11-06 | 2017-11-28 | 2 | 5.79 | 5.79 | 0.00% | market | 166.24% | 0.04 | — | -4.59% | 1.77% | -6.36% |
| IEP | 2017-11-03 | 2017-11-06 | 2017-11-28 | 3 | 58.00 | 58.00 | 0.00% | market | 1504.55% | 16.43 | — | -8.24% | 1.77% | -10.01% |
| DQ | 2017-11-14 | 2017-11-15 | 2017-12-07 | 1 | 8.47 | 8.47 | 0.00% | market | 62.07% | 18.03 | — | 9.63% | 2.90% | 6.72% |
| DECK | 2018-02-01 | 2018-02-02 | 2018-02-26 | 1 | 15.76 | 15.76 | 0.00% | market | 29.69% | 18.99 | — | 1.55% | -0.78% | 2.33% |
| DAC | 2018-02-12 | 2018-02-13 | 2018-03-07 | 1 | 19.60 | 19.60 | 0.00% | market | 33.33% | 5.00 | — | -7.24% | 3.34% | -10.58% |
| AROC | 2018-02-22 | 2018-02-23 | 2018-03-16 | 1 | 9.90 | 9.90 | 0.00% | market | 1071.43% | 14.56 | — | -5.66% | 0.89% | -6.54% |
| ENIC | 2018-02-27 | 2018-02-28 | 2018-03-21 | 1 | 6.19 | 6.19 | 0.00% | market | 131.37% | 0.06 | — | 0.38% | -1.90% | 2.29% |
| DQ | 2018-02-28 | 2018-03-01 | 2018-03-22 | 1 | 9.75 | 9.75 | 0.00% | market | 23.53% | 15.47 | — | 4.09% | -2.85% | 6.94% |
| WHD | 2018-03-09 | 2018-03-12 | 2018-04-03 | 3 | 26.38 | 26.38 | 0.00% | market | 123157.14% | 0.06 | — | -1.31% | -6.60% | 5.29% |
| ZYME | 2018-03-14 | 2018-03-15 | 2018-04-06 | 1 | 10.63 | 10.63 | 0.00% | market | 6701.34% | 8.30 | — | 7.52% | -5.86% | 13.38% |
| VHI | 2018-03-15 | 2018-03-16 | 2018-04-09 | 1 | 75.72 | 75.72 | 0.00% | market | 2300.00% | 19.72 | — | -1.68% | -4.92% | 3.23% |
| CIG | 2018-03-29 | 2018-04-02 | 2018-04-23 | 4 | 1.98 | 1.98 | 0.00% | market | 62.50% | 15.23 | — | -6.16% | 1.53% | -7.69% |
| CIG-C | 2018-03-29 | 2018-04-02 | 2018-04-23 | 4 | 1.18 | 1.18 | 0.00% | market | 50.00% | 7.87 | — | -4.34% | 1.53% | -5.87% |
| SAFE | 2018-05-03 | 2018-05-04 | 2018-05-25 | 1 | 17.32 | 17.32 | 0.00% | market | 435.11% | 1.72 | — | 8.96% | 4.06% | 4.90% |
| TEVA | 2018-05-03 | 2018-05-04 | 2018-05-25 | 1 | 18.00 | 18.00 | 0.00% | market | 40.30% | 19.15 | — | 23.12% | 4.06% | 19.06% |
| ENIC | 2018-05-04 | 2018-05-07 | 2018-05-29 | 3 | 5.94 | 5.94 | 0.00% | market | 180.17% | 0.08 | — | -7.84% | 0.80% | -8.64% |
| NOG | 2018-05-07 | 2018-05-08 | 2018-05-30 | 1 | 19.10 | 19.10 | 0.00% | market | 41.67% | 11.24 | — | 47.54% | 2.29% | 45.25% |
| OSG | 2018-05-08 | 2018-05-09 | 2018-05-31 | 1 | 17.60 | 17.60 | 0.00% | market | 562.39% | 2.44 | — | 5.18% | 1.22% | 3.97% |
| CIG-C | 2018-05-16 | 2018-05-17 | 2018-06-08 | 1 | 1.05 | 1.05 | 0.00% | market | 150.00% | 10.50 | — | -11.65% | 2.30% | -13.95% |
| YRD | 2018-05-24 | 2018-05-25 | 2018-06-18 | 1 | 30.67 | 30.67 | 0.00% | market | 73.74% | 17.83 | — | -24.26% | 1.62% | -25.88% |
| DAC | 2018-06-26 | 2018-06-27 | 2018-07-19 | 1 | 30.10 | 30.10 | 0.00% | market | 38.89% | 8.60 | — | -18.70% | 2.84% | -21.55% |
| WFG | 2018-07-19 | 2018-07-20 | 2018-08-10 | 1 | 64.52 | 64.52 | 0.00% | market | 50.43% | 12.43 | — | -4.61% | 1.21% | -5.82% |
| GNW | 2018-07-31 | 2018-08-01 | 2018-08-22 | 1 | 4.65 | 4.65 | 0.00% | market | 53.85% | 11.63 | — | -1.39% | 1.64% | -3.03% |
| SAFE | 2018-08-02 | 2018-08-03 | 2018-08-24 | 1 | 17.26 | 17.26 | 0.00% | market | 66.99% | 5.02 | — | -6.18% | 1.76% | -7.95% |
| WLFC | 2018-08-06 | 2018-08-07 | 2018-08-28 | 1 | 11.07 | 11.07 | 0.00% | market | 250.00% | 8.79 | — | 3.87% | 1.59% | 2.29% |
| CCU | 2018-08-08 | 2018-08-09 | 2018-08-30 | 1 | 26.71 | 26.71 | 0.00% | market | 60.00% | 18.55 | — | -2.57% | 1.67% | -4.24% |
| MTCH | 2018-08-08 | 2018-08-09 | 2018-08-30 | 1 | 45.78 | 45.78 | 0.00% | market | 182.93% | 19.73 | — | 7.92% | 1.67% | 6.25% |
| TSQ | 2018-08-08 | 2018-08-09 | 2018-08-30 | 1 | 7.55 | 7.55 | 0.00% | market | 46.15% | 19.87 | — | 21.36% | 1.67% | 19.69% |
| LAUR | 2018-08-09 | 2018-08-10 | 2018-08-31 | 1 | 16.35 | 16.35 | 0.00% | market | 49.25% | 16.35 | — | -2.42% | 2.42% | -4.84% |
| AGRO | 2018-08-16 | 2018-08-17 | 2018-09-10 | 1 | 8.30 | 8.30 | 0.00% | market | 755.56% | 10.78 | — | -12.39% | 1.50% | -13.89% |
| AMR | 2018-08-16 | 2018-08-17 | 2018-09-10 | 1 | 69.10 | 69.10 | 0.00% | market | 41.12% | 12.43 | — | 12.78% | 1.50% | 11.28% |
| HTT | 2018-08-24 | 2018-08-27 | 2018-09-18 | 3 | 6.11 | 6.11 | 0.00% | market | 25.93% | 17.97 | — | -12.05% | 0.71% | -12.76% |
| SMMT | 2018-09-20 | 2018-09-21 | 2018-10-12 | 1 | 2.38 | 2.38 | 0.00% | market | 383.78% | 1.13 | — | -21.95% | -5.85% | -16.10% |
| DAC | 2018-09-24 | 2018-09-25 | 2018-10-16 | 1 | 21.70 | 21.70 | 0.00% | market | 17.39% | 5.74 | — | -29.78% | -3.82% | -25.96% |
| WFG | 2018-10-22 | 2018-10-23 | 2018-11-13 | 1 | 47.77 | 47.77 | 0.00% | market | 16.67% | 13.65 | — | 2.62% | 0.41% | 2.21% |
| FUN | 2018-10-30 | 2018-10-31 | 2018-11-21 | 1 | 51.95 | 51.95 | 0.00% | market | 16.05% | 13.82 | — | 2.25% | -2.08% | 4.33% |
| TX | 2018-10-30 | 2018-10-31 | 2018-11-21 | 1 | 31.00 | 31.00 | 0.00% | market | 55.63% | 12.45 | — | -2.68% | -2.08% | -0.60% |
| WLFC | 2018-11-05 | 2018-11-06 | 2018-11-28 | 1 | 12.66 | 12.66 | 0.00% | market | 182.69% | 8.61 | — | -3.89% | 0.46% | -4.35% |
| CEPU | 2018-11-12 | 2018-11-13 | 2018-12-06 | 1 | 9.36 | 9.36 | 0.00% | market | 116.36% | 7.87 | — | 4.71% | -1.19% | 5.90% |
| NMM | 2018-11-13 | 2018-11-14 | 2018-12-07 | 1 | 20.09 | 20.09 | 0.00% | market | 66.67% | 13.39 | — | -9.81% | -3.86% | -5.94% |
| DAC | 2018-11-14 | 2018-11-15 | 2018-12-10 | 1 | 15.40 | 15.40 | 0.00% | market | 53.33% | 4.78 | — | -23.74% | -1.75% | -21.98% |
| CNX | 2019-01-31 | 2019-02-01 | 2019-02-25 | 1 | 12.00 | 12.00 | 0.00% | market | 139.29% | 17.91 | — | -11.52% | 3.47% | -14.99% |
| CRK | 2019-02-21 | 2019-02-22 | 2019-03-15 | 1 | 6.89 | 6.89 | 0.00% | market | 66.67% | 19.69 | — | 2.08% | 1.15% | 0.93% |
| SID | 2019-02-21 | 2019-02-22 | 2019-03-15 | 1 | 3.23 | 3.23 | 0.00% | market | 72.97% | 2.52 | — | 25.29% | 1.15% | 24.14% |
| SAFE | 2019-02-25 | 2019-02-26 | 2019-03-19 | 1 | 19.67 | 19.67 | 0.00% | market | 139.86% | 5.94 | — | 5.09% | 1.17% | 3.91% |
| MBI | 2019-02-28 | 2019-03-01 | 2019-03-22 | 1 | 10.00 | 10.00 | 0.00% | market | 621.74% | 8.33 | — | 3.10% | -0.42% | 3.52% |
| SONY | 2019-03-07 | 2019-03-08 | 2019-03-29 | 1 | 9.06 | 9.06 | 0.00% | market | 64.84% | 3.02 | — | -6.83% | 3.50% | -10.33% |
| NOG | 2019-03-12 | 2019-03-13 | 2019-04-03 | 1 | 23.70 | 23.70 | 0.00% | market | 78.57% | 9.48 | — | 11.71% | 2.12% | 9.60% |
| AMPY | 2019-03-13 | 2019-03-14 | 2019-04-04 | 1 | 7.06 | 7.06 | 0.00% | market | 126.23% | 5.12 | — | 18.72% | 2.06% | 16.66% |
| WLFC | 2019-03-13 | 2019-03-14 | 2019-04-04 | 1 | 14.27 | 14.27 | 0.00% | market | 2810.00% | 4.90 | — | -2.48% | 2.06% | -4.55% |
| XYF | 2019-03-18 | 2019-03-19 | 2019-04-09 | 1 | 19.05 | 19.05 | 0.00% | market | 1729.17% | 4.34 | — | -14.27% | 1.34% | -15.61% |
| YRD | 2019-03-25 | 2019-03-26 | 2019-04-16 | 1 | 13.14 | 13.14 | 0.00% | market | 158.82% | 9.95 | — | 17.25% | 3.26% | 13.99% |
| VALE | 2019-03-27 | 2019-03-28 | 2019-04-18 | 1 | 12.70 | 12.70 | 0.00% | market | 40.38% | 17.40 | — | 4.78% | 3.45% | 1.33% |
| SBS | 2019-03-29 | 2019-04-01 | 2019-04-23 | 3 | 2.20 | 2.20 | 0.00% | market | 115.38% | 3.93 | — | -2.83% | 2.87% | -5.70% |
| ARLP | 2019-04-29 | 2019-04-30 | 2019-05-21 | 1 | 19.66 | 19.66 | 0.00% | market | 49.28% | 19.09 | — | -6.46% | -2.38% | -4.08% |
| HCC | 2019-05-01 | 2019-05-02 | 2019-05-23 | 1 | 32.08 | 32.08 | 0.00% | market | 26.37% | 13.95 | — | -16.87% | -3.27% | -13.60% |
| WLFC | 2019-05-06 | 2019-05-07 | 2019-05-29 | 1 | 16.38 | 16.38 | 0.00% | market | 1870.59% | 4.89 | — | 3.93% | -4.09% | 8.02% |
| GSL | 2019-05-07 | 2019-05-08 | 2019-05-30 | 1 | 5.89 | 5.89 | 0.00% | market | 15.79% | 13.39 | — | 23.16% | -2.96% | 26.12% |
| GTX | 2019-05-07 | 2019-05-08 | 2019-05-30 | 1 | 19.05 | 19.05 | 0.00% | market | 48.81% | 15.24 | — | -16.27% | -2.96% | -13.31% |
| ECPG | 2019-05-08 | 2019-05-09 | 2019-05-31 | 1 | 29.07 | 29.07 | 0.00% | market | 21.67% | 19.91 | — | 18.03% | -3.49% | 21.52% |
| BBAR | 2019-05-09 | 2019-05-10 | 2019-06-03 | 1 | 9.04 | 9.04 | 0.00% | market | 105.41% | 11.89 | — | -2.75% | -3.87% | 1.11% |
| GGAL | 2019-05-09 | 2019-05-10 | 2019-06-03 | 1 | 25.22 | 25.22 | 0.00% | market | 120.27% | 15.47 | — | -0.97% | -3.87% | 2.90% |
| HTT | 2019-05-20 | 2019-05-21 | 2019-06-12 | 1 | 6.31 | 6.31 | 0.00% | market | 25.64% | 12.88 | — | 22.72% | 0.90% | 21.83% |
| HCC | 2019-07-31 | 2019-08-01 | 2019-08-22 | 1 | 26.45 | 26.45 | 0.00% | market | 24.14% | 12.25 | — | -19.80% | -1.76% | -18.04% |
| MUFG | 2019-07-31 | 2019-08-01 | 2019-08-22 | 1 | 4.93 | 4.93 | 0.00% | market | 57.71% | 18.26 | — | -4.56% | -1.76% | -2.80% |
| UTHR | 2019-07-31 | 2019-08-01 | 2019-08-22 | 1 | 81.29 | 81.29 | 0.00% | market | 65.06% | 19.78 | — | 1.82% | -1.76% | 3.58% |
| WTI | 2019-07-31 | 2019-08-01 | 2019-08-22 | 1 | 4.67 | 4.67 | 0.00% | market | 212.50% | 18.68 | — | -5.67% | -1.76% | -3.91% |
| PBR-A | 2019-08-02 | 2019-08-05 | 2019-08-26 | 3 | 13.17 | 13.17 | 0.00% | market | 131.25% | 17.80 | — | -12.70% | -0.03% | -12.67% |
| WLFC | 2019-08-06 | 2019-08-07 | 2019-08-28 | 1 | 19.67 | 19.67 | 0.00% | market | 682.35% | 7.39 | — | 3.05% | 1.58% | 1.47% |
| TALO | 2019-08-07 | 2019-08-08 | 2019-08-29 | 1 | 21.40 | 21.40 | 0.00% | market | 21.36% | 17.12 | — | -7.86% | 1.02% | -8.88% |
| NRP | 2019-08-08 | 2019-08-09 | 2019-08-30 | 1 | 28.99 | 28.99 | 0.00% | market | 92.96% | 10.58 | — | -8.55% | -0.04% | -8.51% |
| BBAR | 2019-08-12 | 2019-08-13 | 2019-09-04 | 1 | 5.94 | 5.94 | 0.00% | market | 100.00% | 7.82 | — | -29.56% | 2.19% | -31.75% |
| GGAL | 2019-08-14 | 2019-08-15 | 2019-09-06 | 1 | 17.98 | 17.98 | 0.00% | market | 88.78% | 9.72 | — | -34.86% | 4.62% | -39.48% |
| CIG-C | 2019-08-15 | 2019-08-16 | 2019-09-09 | 1 | 2.30 | 2.30 | 0.00% | market | 552.05% | 9.21 | — | -4.88% | 4.09% | -8.97% |
| CIG | 2019-08-16 | 2019-08-19 | 2019-09-10 | 3 | 2.81 | 2.81 | 0.00% | market | 395.95% | 14.79 | — | -4.73% | 2.03% | -6.76% |
| XYF | 2019-08-18 | 2019-08-19 | 2019-09-10 | 1 | 8.52 | 8.52 | 0.00% | market | 40.91% | 9.16 | — | 11.17% | 2.03% | 9.13% |
| FINV | 2019-08-20 | 2019-08-21 | 2019-09-12 | 1 | 3.70 | 3.70 | 0.00% | market | 25.60% | 1.75 | — | 4.22% | 3.01% | 1.21% |
| CAAP | 2019-08-23 | 2019-08-26 | 2019-09-17 | 3 | 5.78 | 5.78 | 0.00% | market | 410.00% | 18.65 | — | -9.96% | 4.75% | -14.71% |
| CRSP | 2019-10-28 | 2019-10-29 | 2019-11-19 | 1 | 45.00 | 45.00 | 0.00% | market | 352.63% | 18.75 | — | 52.03% | 2.95% | 49.09% |
| LPG | 2019-10-31 | 2019-11-01 | 2019-11-22 | 1 | 12.56 | 12.56 | 0.00% | market | 27.12% | 16.75 | — | 13.59% | 1.98% | 11.61% |
| NMM | 2019-10-31 | 2019-11-01 | 2019-11-22 | 1 | 20.15 | 20.15 | 0.00% | market | 391.18% | 12.07 | — | -12.21% | 1.98% | -14.19% |
| WLFC | 2019-11-04 | 2019-11-05 | 2019-11-26 | 1 | 19.13 | 19.13 | 0.00% | market | 556.90% | 5.02 | — | 6.90% | 2.11% | 4.79% |
| MBI | 2019-11-05 | 2019-11-06 | 2019-11-27 | 1 | 10.00 | 10.00 | 0.00% | market | 529.41% | 6.85 | — | -6.70% | 2.75% | -9.45% |
| GMAB | 2019-11-06 | 2019-11-07 | 2019-11-29 | 1 | 22.13 | 22.13 | 0.00% | market | 1475.00% | 17.56 | — | 5.68% | 1.86% | 3.82% |
| GSL | 2019-11-06 | 2019-11-07 | 2019-11-29 | 1 | 7.37 | 7.37 | 0.00% | market | 16.22% | 17.14 | — | 20.52% | 1.86% | 18.66% |
| NRP | 2019-11-06 | 2019-11-07 | 2019-11-29 | 1 | 24.50 | 24.50 | 0.00% | market | 37.40% | 14.50 | — | -18.67% | 1.86% | -20.53% |
| BBAR | 2019-11-07 | 2019-11-08 | 2019-12-02 | 1 | 3.53 | 3.53 | 0.00% | market | 189.19% | 3.30 | — | 5.28% | 1.25% | 4.03% |
| EFXT | 2019-11-07 | 2019-11-08 | 2019-12-02 | 1 | 8.37 | 8.37 | 0.00% | market | 16.89% | 15.91 | — | 7.43% | 1.25% | 6.18% |
| OSG | 2019-11-07 | 2019-11-08 | 2019-12-02 | 1 | 21.00 | 21.00 | 0.00% | market | 176.27% | 12.88 | — | -1.48% | 1.25% | -2.73% |
| CEPU | 2019-11-11 | 2019-11-12 | 2019-12-04 | 1 | 3.39 | 3.39 | 0.00% | market | 223.53% | 6.16 | — | 9.04% | 0.88% | 8.17% |
| PAM | 2019-11-11 | 2019-11-12 | 2019-12-04 | 1 | 13.60 | 13.60 | 0.00% | market | 179.13% | 8.34 | — | -0.54% | 0.88% | -1.42% |
| OPY | 2020-01-31 | 2020-02-03 | 2020-02-25 | 3 | 27.69 | 27.69 | 0.00% | market | 130.00% | 15.05 | — | -7.58% | -3.31% | -4.27% |
| PIPR | 2020-01-31 | 2020-02-03 | 2020-02-25 | 3 | 20.82 | 20.82 | 0.00% | market | 60.56% | 7.20 | — | -8.79% | -3.31% | -5.48% |
| PFSI | 2020-02-06 | 2020-02-07 | 2020-03-02 | 1 | 36.71 | 36.71 | 0.00% | market | 16.05% | 19.53 | — | -1.63% | -7.13% | 5.50% |
| DAC | 2020-02-10 | 2020-02-11 | 2020-03-04 | 1 | 6.45 | 6.45 | 0.00% | market | 20.36% | 3.21 | — | -13.74% | -6.93% | -6.81% |
| AFGB | 2020-02-25 | 2020-02-26 | 2020-03-18 | 1 | 27.61 | 27.61 | 0.00% | market | 24.32% | 12.00 | — | -36.17% | -23.61% | -12.56% |
| DAR | 2020-02-25 | 2020-02-26 | 2020-03-18 | 1 | 27.00 | 27.00 | 0.00% | market | 554.55% | 18.75 | — | -48.14% | -23.61% | -24.53% |
| VLRS | 2020-02-25 | 2020-02-26 | 2020-03-18 | 1 | 12.54 | 12.54 | 0.00% | market | 61.90% | 18.44 | — | -74.58% | -23.61% | -50.97% |
| CRC | 2020-02-26 | 2020-02-27 | 2020-03-19 | 1 | 5.95 | 5.95 | 0.00% | market | 97.30% | 8.15 | — | -48.67% | -21.26% | -27.41% |
| FPI | 2020-03-11 | 2020-03-12 | 2020-04-02 | 1 | 5.50 | 5.50 | 0.00% | market | 16.67% | 19.64 | — | 7.35% | -1.63% | 8.98% |
| KNOP | 2020-03-11 | 2020-03-12 | 2020-04-02 | 1 | 12.12 | 12.12 | 0.00% | market | 30.36% | 16.60 | — | -20.07% | -1.63% | -18.44% |
| TALO | 2020-03-11 | 2020-03-12 | 2020-04-02 | 1 | 7.72 | 7.72 | 0.00% | market | 147.17% | 5.89 | — | -22.51% | -1.63% | -20.88% |
| ERO | 2020-03-12 | 2020-03-13 | 2020-04-03 | 1 | 8.03 | 8.03 | 0.00% | market | 158.82% | 18.25 | — | -14.79% | -5.66% | -9.13% |
| CIG-C | 2020-03-19 | 2020-03-20 | 2020-04-13 | 1 | 0.94 | 0.94 | 0.00% | market | 118.11% | 15.72 | — | 5.76% | 13.66% | -7.90% |
| YRD | 2020-03-25 | 2020-03-26 | 2020-04-17 | 1 | 3.88 | 3.88 | 0.00% | market | 72.22% | 6.26 | — | -3.19% | 14.88% | -18.07% |
| SBS | 2020-03-27 | 2020-03-30 | 2020-04-21 | 3 | 1.57 | 1.57 | 0.00% | market | 153.29% | 3.02 | — | -3.92% | 6.78% | -10.70% |
| MBIN | 2020-04-23 | 2020-04-24 | 2020-05-15 | 1 | 9.33 | 9.33 | 0.00% | market | 36.11% | 19.04 | — | 3.54% | 1.98% | 1.57% |
| DTW | 2020-04-28 | 2020-04-29 | 2020-05-20 | 1 | 25.47 | 25.47 | 0.00% | market | 18.92% | 14.47 | — | 1.39% | 1.85% | -0.46% |
| ORC | 2020-04-30 | 2020-05-01 | 2020-05-22 | 1 | 19.20 | 19.20 | 0.00% | market | 17.39% | 14.22 | — | 8.49% | 3.55% | 4.94% |
| ARR | 2020-05-01 | 2020-05-04 | 2020-05-26 | 3 | 39.10 | 39.10 | 0.00% | market | 313.46% | 18.19 | — | 7.96% | 6.53% | 1.42% |
| AER | 2020-05-05 | 2020-05-06 | 2020-05-28 | 1 | 28.70 | 28.70 | 0.00% | market | 22.29% | 13.41 | — | 12.90% | 5.18% | 7.71% |
| HWM | 2020-05-05 | 2020-05-06 | 2020-05-28 | 1 | 12.27 | 12.27 | 0.00% | market | 40.91% | 19.79 | — | 8.13% | 5.18% | 2.95% |
| RITM | 2020-05-05 | 2020-05-06 | 2020-05-28 | 1 | 6.50 | 6.50 | 0.00% | market | 382.35% | 13.54 | — | 15.90% | 5.18% | 10.72% |
| ADEA | 2020-05-06 | 2020-05-07 | 2020-05-29 | 1 | 4.19 | 4.19 | 0.00% | market | 20.29% | 5.05 | — | -13.23% | 5.76% | -18.98% |
| KNTK | 2020-05-06 | 2020-05-07 | 2020-05-29 | 1 | 6.70 | 6.70 | 0.00% | market | 4275.00% | 0.96 | — | 2.89% | 5.76% | -2.87% |
| NOA | 2020-05-06 | 2020-05-07 | 2020-05-29 | 1 | 4.65 | 4.65 | 0.00% | market | 18.65% | 9.31 | — | 38.61% | 5.76% | 32.85% |
| PFSI | 2020-05-07 | 2020-05-08 | 2020-06-01 | 1 | 30.26 | 30.26 | 0.00% | market | 33.69% | 8.11 | — | 12.99% | 4.97% | 8.02% |
| VIRT | 2020-05-07 | 2020-05-08 | 2020-06-01 | 1 | 25.76 | 25.76 | 0.00% | market | 47.48% | 12.57 | — | -6.04% | 4.97% | -11.01% |
| BHF | 2020-05-11 | 2020-05-12 | 2020-06-03 | 1 | 32.50 | 32.50 | 0.00% | market | 32.65% | 12.50 | — | -0.56% | 6.26% | -6.82% |
| NOG | 2020-05-11 | 2020-05-12 | 2020-06-03 | 1 | 8.30 | 8.30 | 0.00% | market | 25.00% | 16.60 | — | -4.32% | 6.26% | -10.58% |
| AGRO | 2020-05-14 | 2020-05-15 | 2020-06-08 | 1 | 3.62 | 3.62 | 0.00% | market | 3900.00% | 9.53 | — | 45.76% | 14.46% | 31.30% |
| SBS | 2020-05-15 | 2020-05-18 | 2020-06-09 | 3 | 1.36 | 1.36 | 0.00% | market | 368.20% | 5.67 | — | 64.61% | 9.47% | 55.14% |
| TK | 2020-05-21 | 2020-05-22 | 2020-06-15 | 1 | 3.06 | 3.06 | 0.00% | market | 127.27% | 12.24 | — | -10.88% | 4.24% | -15.12% |
| FINV | 2020-05-27 | 2020-05-28 | 2020-06-18 | 1 | 1.56 | 1.56 | 0.00% | market | 111.11% | 8.21 | — | 3.75% | 2.34% | 1.41% |
| LPG | 2020-05-27 | 2020-05-28 | 2020-06-18 | 1 | 8.83 | 8.83 | 0.00% | market | 28.57% | 10.90 | — | -10.97% | 2.34% | -13.31% |
| FRO | 2020-05-29 | 2020-06-01 | 2020-06-22 | 3 | 9.42 | 9.42 | 0.00% | market | 27.19% | 10.83 | — | -21.76% | 2.31% | -24.06% |
| DLNG | 2020-06-04 | 2020-06-05 | 2020-06-26 | 1 | 2.04 | 2.04 | 0.00% | market | 33.33% | 17.00 | — | 85.19% | -5.42% | 90.61% |
| ASB | 2020-07-23 | 2020-07-24 | 2020-08-14 | 1 | 13.73 | 13.73 | 0.00% | market | 261.54% | 14.61 | — | 2.59% | 4.95% | -2.36% |
| BFH | 2020-07-23 | 2020-07-24 | 2020-08-14 | 1 | 37.09 | 37.09 | 0.00% | market | 72.22% | 19.94 | — | 2.78% | 4.95% | -2.17% |
| ENVA | 2020-07-28 | 2020-07-29 | 2020-08-19 | 1 | 14.07 | 14.07 | 0.00% | market | 82.61% | 8.38 | — | 18.81% | 4.69% | 14.11% |
| MBIN | 2020-07-28 | 2020-07-29 | 2020-08-19 | 1 | 11.97 | 11.97 | 0.00% | market | 171.88% | 13.76 | — | 8.42% | 4.69% | 3.73% |
| AER | 2020-07-29 | 2020-07-30 | 2020-08-20 | 1 | 27.70 | 27.70 | 0.00% | market | 32.85% | 15.22 | — | 7.91% | 5.09% | 2.83% |
| NMR | 2020-07-29 | 2020-07-30 | 2020-08-20 | 1 | 4.72 | 4.72 | 0.00% | market | 40.00% | 11.24 | — | 7.74% | 5.09% | 2.65% |
| NOA | 2020-07-29 | 2020-07-30 | 2020-08-20 | 1 | 6.00 | 6.00 | 0.00% | market | 150.04% | 17.87 | — | 24.07% | 5.09% | 18.98% |
| ORLY | 2020-07-29 | 2020-07-30 | 2020-08-20 | 1 | 32.00 | 32.00 | 0.00% | market | 65.12% | 4.51 | — | -3.85% | 5.09% | -8.94% |
| CUBI | 2020-07-30 | 2020-07-31 | 2020-08-21 | 1 | 12.16 | 12.16 | 0.00% | market | 40.91% | 19.61 | — | -1.66% | 4.17% | -5.83% |
| HTH | 2020-07-30 | 2020-07-31 | 2020-08-21 | 1 | 21.24 | 21.24 | 0.00% | market | 120.41% | 19.67 | — | -7.26% | 4.17% | -11.42% |
| ORC | 2020-07-30 | 2020-07-31 | 2020-08-21 | 1 | 25.90 | 25.90 | 0.00% | market | 50.00% | 17.27 | — | -1.84% | 4.17% | -6.00% |
| DAC | 2020-08-03 | 2020-08-04 | 2020-08-25 | 1 | 4.38 | 4.38 | 0.00% | market | 20.42% | 2.56 | — | 19.76% | 4.96% | 14.80% |
| OBDC | 2020-08-04 | 2020-08-05 | 2020-08-26 | 1 | 12.39 | 12.39 | 0.00% | market | 114.21% | 15.68 | — | -2.04% | 4.86% | -6.89% |
| ECPG | 2020-08-05 | 2020-08-06 | 2020-08-27 | 1 | 42.54 | 42.54 | 0.00% | market | 88.70% | 9.80 | — | 8.48% | 5.08% | 3.40% |
| GSL | 2020-08-06 | 2020-08-07 | 2020-08-28 | 1 | 4.66 | 4.66 | 0.00% | market | 46.87% | 9.91 | — | 23.29% | 5.19% | 18.10% |
| PFSI | 2020-08-06 | 2020-08-07 | 2020-08-28 | 1 | 55.99 | 55.99 | 0.00% | market | 51.38% | 12.75 | — | -5.40% | 5.19% | -10.60% |
| AGO | 2020-08-07 | 2020-08-10 | 2020-08-31 | 3 | 23.14 | 23.14 | 0.00% | market | 97.10% | 17.01 | — | -7.40% | 4.25% | -11.66% |
| KIM | 2020-08-07 | 2020-08-10 | 2020-08-31 | 3 | 11.96 | 11.96 | 0.00% | market | 2342.86% | 6.99 | — | 0.15% | 4.25% | -4.10% |
| WES | 2020-08-10 | 2020-08-11 | 2020-09-01 | 1 | 10.71 | 10.71 | 0.00% | market | 20.00% | 17.85 | — | -15.04% | 4.68% | -19.71% |
| AXIA | 2020-08-12 | 2020-08-13 | 2020-09-03 | 1 | 6.66 | 6.66 | 0.00% | market | 155.92% | 12.57 | — | 4.25% | 2.61% | 1.65% |
| TK | 2020-08-13 | 2020-08-14 | 2020-09-04 | 1 | 2.69 | 2.69 | 0.00% | market | 400.00% | 6.90 | — | -9.39% | 1.83% | -11.22% |
| CIG-C | 2020-08-14 | 2020-08-17 | 2020-09-08 | 3 | 1.03 | 1.03 | 0.00% | market | 178.33% | 11.29 | — | 5.73% | -1.40% | 7.12% |
| NAT | 2020-08-17 | 2020-08-18 | 2020-09-09 | 1 | 4.38 | 4.38 | 0.00% | market | 17.86% | 13.27 | — | -10.37% | 0.43% | -10.80% |
| SBS | 2020-08-17 | 2020-08-18 | 2020-09-09 | 1 | 2.00 | 2.00 | 0.00% | market | 64.29% | 8.70 | — | -5.60% | 0.43% | -6.03% |
| QFIN | 2020-08-23 | 2020-08-24 | 2020-09-15 | 1 | 14.71 | 14.71 | 0.00% | market | 20.55% | 16.72 | — | -21.45% | -0.57% | -20.88% |
| CEPU | 2020-08-26 | 2020-08-27 | 2020-09-18 | 1 | 2.57 | 2.57 | 0.00% | market | 46.67% | 11.68 | — | -18.00% | -5.12% | -12.87% |
| KNOP | 2020-08-26 | 2020-08-27 | 2020-09-18 | 1 | 12.61 | 12.61 | 0.00% | market | 15.79% | 19.11 | — | 3.31% | -5.12% | 8.43% |
| RKT | 2020-09-02 | 2020-09-03 | 2020-09-25 | 1 | 28.02 | 28.02 | 0.00% | market | 1511.19% | 1.22 | — | -26.87% | -7.63% | -19.24% |
| DLNG | 2020-09-03 | 2020-09-04 | 2020-09-28 | 1 | 2.71 | 2.71 | 0.00% | market | 33.33% | 13.55 | — | -2.68% | -3.45% | 0.77% |
| JEF | 2020-09-23 | 2020-09-24 | 2020-10-15 | 1 | 18.63 | 18.63 | 0.00% | market | 214.71% | 17.41 | — | 4.41% | 8.18% | -3.77% |
| ABCB | 2020-10-22 | 2020-10-23 | 2020-11-13 | 1 | 30.00 | 30.00 | 0.00% | market | 83.52% | 17.96 | — | 11.60% | 3.52% | 8.08% |
| COF | 2020-10-22 | 2020-10-23 | 2020-11-13 | 1 | 80.48 | 80.48 | 0.00% | market | 137.56% | 15.91 | — | 7.63% | 3.52% | 4.11% |
| HTH | 2020-10-22 | 2020-10-23 | 2020-11-13 | 1 | 22.82 | 22.82 | 0.00% | market | 72.45% | 13.50 | — | 4.59% | 3.52% | 1.07% |
| MAT | 2020-10-22 | 2020-10-23 | 2020-11-13 | 1 | 13.85 | 13.85 | 0.00% | market | 143.59% | 14.58 | — | -0.68% | 3.52% | -4.20% |
| AGNC | 2020-10-26 | 2020-10-27 | 2020-11-17 | 1 | 14.23 | 14.23 | 0.00% | market | 42.11% | 17.57 | — | 6.86% | 6.14% | 0.72% |
| OMF | 2020-10-26 | 2020-10-27 | 2020-11-17 | 1 | 37.53 | 37.53 | 0.00% | market | 73.81% | 17.14 | — | 6.35% | 6.14% | 0.21% |
| WFG | 2020-10-26 | 2020-10-27 | 2020-11-17 | 1 | 47.49 | 47.49 | 0.00% | market | 15.37% | 8.44 | — | 14.77% | 6.14% | 8.63% |
| ENVA | 2020-10-27 | 2020-10-28 | 2020-11-18 | 1 | 19.00 | 19.00 | 0.00% | market | 271.25% | 6.40 | — | 12.48% | 7.28% | 5.20% |
| CUBI | 2020-10-28 | 2020-10-29 | 2020-11-19 | 1 | 13.55 | 13.55 | 0.00% | market | 48.00% | 9.16 | — | 28.17% | 9.44% | 18.72% |
| MBIN | 2020-10-28 | 2020-10-29 | 2020-11-19 | 1 | 14.37 | 14.37 | 0.00% | market | 67.61% | 12.08 | — | 25.79% | 9.44% | 16.34% |
| BFH | 2020-10-29 | 2020-10-30 | 2020-11-20 | 1 | 40.99 | 40.99 | 0.00% | market | 53.33% | 11.88 | — | 29.10% | 8.24% | 20.86% |
| ORC | 2020-10-29 | 2020-10-30 | 2020-11-20 | 1 | 25.75 | 25.75 | 0.00% | market | 110.00% | 12.26 | — | 7.28% | 8.24% | -0.96% |
| BHC | 2020-11-03 | 2020-11-04 | 2020-11-25 | 1 | 16.47 | 16.47 | 0.00% | market | 28.43% | 12.57 | — | 16.29% | 6.40% | 9.90% |
| ACR | 2020-11-04 | 2020-11-05 | 2020-11-27 | 1 | 6.63 | 6.63 | 0.00% | market | 82.14% | 13.00 | — | 68.23% | 4.13% | 64.09% |
| CGAU | 2020-11-04 | 2020-11-05 | 2020-11-27 | 1 | 10.25 | 10.25 | 0.00% | market | 58.14% | 15.07 | — | -8.20% | 4.13% | -12.33% |
| GNW | 2020-11-04 | 2020-11-05 | 2020-11-27 | 1 | 4.30 | 4.30 | 0.00% | market | 271.43% | 16.54 | — | -3.59% | 4.13% | -7.72% |
| TRTX | 2020-11-04 | 2020-11-05 | 2020-11-27 | 1 | 8.27 | 8.27 | 0.00% | market | 50.00% | 19.69 | — | 30.61% | 4.13% | 26.48% |
| TWO | 2020-11-04 | 2020-11-05 | 2020-11-27 | 1 | 21.76 | 21.76 | 0.00% | market | 19.15% | 19.43 | — | 18.83% | 4.13% | 14.70% |
| VST | 2020-11-04 | 2020-11-05 | 2020-11-27 | 1 | 18.53 | 18.53 | 0.00% | market | 27.63% | 19.10 | — | 5.62% | 4.13% | 1.49% |
| GTN | 2020-11-05 | 2020-11-06 | 2020-11-30 | 1 | 14.14 | 14.14 | 0.00% | market | 28.09% | 12.40 | — | 24.79% | 3.47% | 21.33% |
| NMM | 2020-11-05 | 2020-11-06 | 2020-11-30 | 1 | 6.52 | 6.52 | 0.00% | market | 160.00% | 8.36 | — | 16.62% | 3.47% | 13.15% |
| PFSI | 2020-11-05 | 2020-11-06 | 2020-11-30 | 1 | 57.83 | 57.83 | 0.00% | market | 31.65% | 8.23 | — | -0.43% | 3.47% | -3.89% |
| CUBB | 2020-11-06 | 2020-11-09 | 2020-12-01 | 3 | 25.00 | 25.00 | 0.00% | market | 50.75% | 16.67 | — | 1.10% | 0.56% | 0.54% |
| INSW | 2020-11-06 | 2020-11-09 | 2020-12-01 | 3 | 15.62 | 15.62 | 0.00% | market | 30.67% | 15.94 | — | 8.29% | 0.56% | 7.72% |
| DHT | 2020-11-09 | 2020-11-10 | 2020-12-02 | 1 | 5.27 | 5.27 | 0.00% | market | 21.43% | 15.50 | — | -2.00% | 3.76% | -5.76% |
| RKT | 2020-11-10 | 2020-11-11 | 2020-12-03 | 1 | 21.60 | 21.60 | 0.00% | market | 17.48% | 17.85 | — | -6.07% | 2.89% | -8.96% |
| PAM | 2020-11-11 | 2020-11-12 | 2020-12-04 | 1 | 13.81 | 13.81 | 0.00% | market | 975.00% | 10.71 | — | 1.64% | 4.01% | -2.38% |
| AGRO | 2020-11-12 | 2020-11-13 | 2020-12-07 | 1 | 5.08 | 5.08 | 0.00% | market | 88.24% | 15.88 | — | 23.13% | 3.89% | 19.24% |
| KB | 2020-11-16 | 2020-11-17 | 2020-12-09 | 1 | 41.84 | 41.84 | 0.00% | market | 55.63% | 17.80 | — | 1.12% | 1.91% | -0.79% |
| KNOP | 2020-11-18 | 2020-11-19 | 2020-12-11 | 1 | 13.32 | 13.32 | 0.00% | market | 16.67% | 17.30 | — | 14.46% | 3.01% | 11.46% |
| QFIN | 2020-11-19 | 2020-11-20 | 2020-12-14 | 1 | 13.52 | 13.52 | 0.00% | market | 53.75% | 10.99 | — | -16.52% | 2.00% | -18.52% |
| CANG | 2020-11-23 | 2020-11-24 | 2020-12-16 | 1 | 64.60 | 64.60 | 0.00% | market | 2400.00% | 3.69 | — | -42.67% | 2.77% | -45.43% |
| SSL | 2020-12-31 | 2021-01-04 | 2021-01-26 | 4 | 9.02 | 9.02 | 0.00% | market | 1916.72% | 5.71 | — | 9.32% | 2.26% | 7.06% |
| COF | 2021-01-26 | 2021-01-27 | 2021-02-18 | 1 | 103.19 | 103.19 | 0.00% | market | 87.06% | 19.29 | — | 13.30% | 2.76% | 10.54% |
| SLM | 2021-01-27 | 2021-01-28 | 2021-02-19 | 1 | 13.15 | 13.15 | 0.00% | market | 228.57% | 11.43 | — | 14.42% | 3.63% | 10.79% |
| BFH | 2021-01-28 | 2021-01-29 | 2021-02-22 | 1 | 56.62 | 56.62 | 0.00% | market | 37.34% | 17.11 | — | 22.61% | 3.03% | 19.58% |
| MBIN | 2021-01-28 | 2021-01-29 | 2021-02-22 | 1 | 20.81 | 20.81 | 0.00% | market | 31.31% | 16.01 | — | 8.98% | 3.03% | 5.95% |
| LPG | 2021-02-02 | 2021-02-03 | 2021-02-25 | 1 | 13.15 | 13.15 | 0.00% | market | 22.81% | 18.79 | — | -0.56% | -0.03% | -0.53% |
| ALL | 2021-02-03 | 2021-02-04 | 2021-02-26 | 1 | 108.86 | 108.86 | 0.00% | market | 53.66% | 18.55 | — | -2.18% | -0.68% | -1.50% |
| NMR | 2021-02-03 | 2021-02-04 | 2021-02-26 | 1 | 5.65 | 5.65 | 0.00% | market | 50.00% | 18.83 | — | 3.97% | -0.68% | 4.65% |
| ENVA | 2021-02-04 | 2021-02-05 | 2021-03-01 | 1 | 26.50 | 26.50 | 0.00% | market | 121.30% | 11.09 | — | 18.77% | 0.36% | 18.41% |
| PIPR | 2021-02-04 | 2021-02-05 | 2021-03-01 | 1 | 25.27 | 25.27 | 0.00% | market | 81.30% | 6.06 | — | 10.74% | 0.36% | 10.39% |
| LH | 2021-02-11 | 2021-02-12 | 2021-03-08 | 1 | 205.14 | 205.14 | 0.00% | market | 30.21% | 19.43 | — | 0.65% | -2.09% | 2.73% |
| GNW | 2021-02-16 | 2021-02-17 | 2021-03-10 | 1 | 3.48 | 3.48 | 0.00% | market | 54.55% | 10.24 | — | -4.12% | -0.22% | -3.91% |
| GFI | 2021-02-18 | 2021-02-19 | 2021-03-12 | 1 | 8.55 | 8.55 | 0.00% | market | 27.76% | 13.66 | — | 8.91% | 0.51% | 8.40% |
| MITT | 2021-02-19 | 2021-02-22 | 2021-03-15 | 3 | 12.15 | 12.15 | 0.00% | market | 2799.82% | 18.41 | — | 16.69% | 2.42% | 14.27% |
| SFB | 2021-02-19 | 2021-02-22 | 2021-03-15 | 3 | 25.62 | 25.62 | 0.00% | market | 29.77% | 15.07 | — | 0.68% | 2.42% | -1.74% |
| SID | 2021-02-22 | 2021-02-23 | 2021-03-16 | 1 | 6.53 | 6.53 | 0.00% | market | 395.24% | 12.56 | — | 0.21% | 2.92% | -2.72% |
| HCXY | 2021-02-23 | 2021-02-24 | 2021-03-17 | 1 | 26.23 | 26.23 | 0.00% | market | 337.38% | 19.87 | — | 1.69% | 2.83% | -1.14% |
| TX | 2021-02-23 | 2021-02-24 | 2021-03-17 | 1 | 32.50 | 32.50 | 0.00% | market | 83.48% | 15.40 | — | 12.76% | 2.83% | 9.93% |
| FNF | 2021-02-24 | 2021-02-25 | 2021-03-18 | 1 | 39.80 | 39.80 | 0.00% | market | 52.27% | 19.80 | — | -0.88% | 0.27% | -1.15% |
| PBR | 2021-02-24 | 2021-02-25 | 2021-03-18 | 1 | 8.93 | 8.93 | 0.00% | market | 1266.67% | 10.89 | — | -7.94% | 0.27% | -8.21% |
| PBR-A | 2021-02-24 | 2021-02-25 | 2021-03-18 | 1 | 9.08 | 9.08 | 0.00% | market | 1057.14% | 11.21 | — | -8.47% | 0.27% | -8.74% |
| AFGB | 2021-02-25 | 2021-02-26 | 2021-03-19 | 1 | 26.71 | 26.71 | 0.00% | market | 84.76% | 8.82 | — | 0.61% | 1.33% | -0.72% |
| AFGC | 2021-02-25 | 2021-02-26 | 2021-03-19 | 1 | 25.49 | 25.49 | 0.00% | market | 276.06% | 3.18 | — | 3.23% | 1.33% | 1.90% |
| AFGD | 2021-02-25 | 2021-02-26 | 2021-03-19 | 1 | 26.34 | 26.34 | 0.00% | market | 276.06% | 3.29 | — | 3.62% | 1.33% | 2.29% |
| AFGE | 2021-02-25 | 2021-02-26 | 2021-03-19 | 1 | 25.02 | 25.02 | 0.00% | market | 276.06% | 3.12 | — | 3.18% | 1.33% | 1.84% |
| GTN | 2021-02-25 | 2021-02-26 | 2021-03-19 | 1 | 18.37 | 18.37 | 0.00% | market | 23.40% | 7.92 | — | 8.28% | 1.33% | 6.95% |
| LEU | 2021-03-18 | 2021-03-19 | 2021-04-12 | 1 | 27.49 | 27.49 | 0.00% | market | 117.91% | 18.83 | — | -15.52% | 5.58% | -21.10% |
| JEF | 2021-03-24 | 2021-03-25 | 2021-04-16 | 1 | 31.14 | 31.14 | 0.00% | market | 71.77% | 14.62 | — | -0.26% | 8.10% | -8.36% |
| SBS | 2021-03-26 | 2021-03-29 | 2021-04-20 | 3 | 1.43 | 1.43 | 0.00% | market | 21.08% | 6.50 | — | 6.89% | 4.51% | 2.39% |
| GS | 2021-04-14 | 2021-04-15 | 2021-05-06 | 1 | 338.90 | 338.90 | 0.00% | market | 82.00% | 18.22 | — | 7.89% | 1.29% | 6.60% |
| SLM | 2021-04-21 | 2021-04-22 | 2021-05-13 | 1 | 19.56 | 19.56 | 0.00% | market | 65.42% | 11.05 | — | 0.36% | -1.35% | 1.71% |
| OMF | 2021-04-26 | 2021-04-27 | 2021-05-18 | 1 | 56.51 | 56.51 | 0.00% | market | 56.74% | 16.77 | — | -4.65% | -1.43% | -3.21% |
| TX | 2021-04-27 | 2021-04-28 | 2021-05-19 | 1 | 41.90 | 41.90 | 0.00% | market | 23.29% | 13.65 | — | -9.22% | -1.66% | -7.55% |
| CUBI | 2021-04-28 | 2021-04-29 | 2021-05-20 | 1 | 33.47 | 33.47 | 0.00% | market | 58.52% | 15.64 | — | 5.43% | -1.20% | 6.63% |
| MBIN | 2021-04-28 | 2021-04-29 | 2021-05-20 | 1 | 26.97 | 26.97 | 0.00% | market | 37.76% | 19.98 | — | 8.02% | -1.20% | 9.22% |
| ORLY | 2021-04-28 | 2021-04-29 | 2021-05-20 | 1 | 35.48 | 35.48 | 0.00% | market | 29.07% | 5.03 | — | 2.58% | -1.20% | 3.78% |
| BFH | 2021-04-29 | 2021-04-30 | 2021-05-21 | 1 | 94.12 | 94.12 | 0.00% | market | 98.73% | 14.99 | — | -0.34% | -0.64% | 0.30% |
| CX | 2021-04-29 | 2021-04-30 | 2021-05-21 | 1 | 8.00 | 8.00 | 0.00% | market | 740.00% | 19.05 | — | 2.90% | -0.64% | 3.54% |
| ENVA | 2021-04-29 | 2021-04-30 | 2021-05-21 | 1 | 33.78 | 33.78 | 0.00% | market | 70.54% | 15.35 | — | 7.80% | -0.64% | 8.45% |
| SID | 2021-04-29 | 2021-04-30 | 2021-05-21 | 1 | 9.14 | 9.14 | 0.00% | market | 178.00% | 13.06 | — | -6.88% | -0.64% | -6.24% |
| BCS | 2021-04-30 | 2021-05-03 | 2021-05-24 | 3 | 9.68 | 9.68 | 0.00% | market | 36.59% | 17.29 | — | 6.92% | -0.06% | 6.99% |
| PIPR | 2021-04-30 | 2021-05-03 | 2021-05-24 | 3 | 29.44 | 29.44 | 0.00% | market | 68.57% | 7.13 | — | 7.54% | -0.06% | 7.60% |
| CHRD | 2021-05-03 | 2021-05-04 | 2021-05-25 | 1 | 78.00 | 78.00 | 0.00% | market | 69.53% | 17.97 | — | 6.26% | 0.52% | 5.74% |
| LDI | 2021-05-03 | 2021-05-04 | 2021-05-25 | 1 | 19.00 | 19.00 | 0.00% | market | 71.93% | 19.39 | — | -20.89% | 0.52% | -21.41% |
| RM | 2021-05-04 | 2021-05-05 | 2021-05-26 | 1 | 42.00 | 42.00 | 0.00% | market | 97.44% | 18.18 | — | 10.35% | 0.40% | 9.95% |
| VIRT | 2021-05-04 | 2021-05-05 | 2021-05-26 | 1 | 28.77 | 28.77 | 0.00% | market | 63.20% | 14.10 | — | 2.61% | 0.40% | 2.21% |
| BAK | 2021-05-05 | 2021-05-06 | 2021-05-27 | 1 | 19.28 | 19.28 | 0.00% | market | 26.37% | 16.77 | — | 3.74% | 0.83% | 2.91% |
| ECPG | 2021-05-05 | 2021-05-06 | 2021-05-27 | 1 | 43.55 | 43.55 | 0.00% | market | 62.37% | 14.42 | — | 6.54% | 0.83% | 5.70% |
| KNTK | 2021-05-05 | 2021-05-06 | 2021-05-27 | 1 | 33.53 | 33.53 | 0.00% | market | 518.92% | 14.64 | — | -4.36% | 0.83% | -5.20% |
| ET | 2021-05-06 | 2021-05-07 | 2021-05-28 | 1 | 9.53 | 9.53 | 0.00% | market | 365.38% | 7.88 | — | 3.78% | 0.04% | 3.75% |
| MT | 2021-05-06 | 2021-05-07 | 2021-05-28 | 1 | 32.56 | 32.56 | 0.00% | market | 22.93% | 16.87 | — | -0.01% | 0.04% | -0.04% |
| PFH | 2021-05-06 | 2021-05-07 | 2021-05-28 | 1 | 25.76 | 25.76 | 0.00% | market | 125.72% | 3.67 | — | -0.14% | 0.04% | -0.17% |
| PRS | 2021-05-06 | 2021-05-07 | 2021-05-28 | 1 | 27.61 | 27.61 | 0.00% | market | 125.72% | 3.93 | — | 0.48% | 0.04% | 0.44% |
| SPH | 2021-05-06 | 2021-05-07 | 2021-05-28 | 1 | 14.65 | 14.65 | 0.00% | market | 18.82% | 7.25 | — | 0.24% | 0.04% | 0.21% |
| WFG | 2021-05-06 | 2021-05-07 | 2021-05-28 | 1 | 87.40 | 87.40 | 0.00% | market | 15.58% | 9.82 | — | -11.99% | 0.04% | -12.02% |
| AFGB | 2021-05-07 | 2021-05-10 | 2021-06-01 | 3 | 28.03 | 28.03 | 0.00% | market | 192.22% | 5.74 | — | 1.26% | -0.67% | 1.93% |
| AFGC | 2021-05-07 | 2021-05-10 | 2021-06-01 | 3 | 27.03 | 27.03 | 0.00% | market | 197.56% | 5.54 | — | -0.54% | -0.67% | 0.13% |
| AFGD | 2021-05-07 | 2021-05-10 | 2021-06-01 | 3 | 28.25 | 28.25 | 0.00% | market | 197.56% | 5.79 | — | 0.25% | -0.67% | 0.92% |
| AFGE | 2021-05-07 | 2021-05-10 | 2021-06-01 | 3 | 27.05 | 27.05 | 0.00% | market | 197.56% | 5.54 | — | -0.06% | -0.67% | 0.61% |
| CUBB | 2021-05-10 | 2021-05-11 | 2021-06-02 | 1 | 26.75 | 26.75 | 0.00% | market | 26.90% | 12.33 | — | 0.50% | 1.75% | -1.25% |
| SPNT | 2021-05-10 | 2021-05-11 | 2021-06-02 | 1 | 10.25 | 10.25 | 0.00% | market | 75.00% | 9.76 | — | 2.44% | 1.75% | 0.69% |
| UWMC | 2021-05-10 | 2021-05-11 | 2021-06-02 | 1 | 6.36 | 6.36 | 0.00% | market | 73.17% | 8.96 | — | 41.57% | 1.75% | 39.82% |
| ATLC | 2021-05-17 | 2021-05-18 | 2021-06-09 | 1 | 32.84 | 32.84 | 0.00% | market | 34.51% | 17.19 | — | 19.18% | 1.41% | 17.77% |
| XYF | 2021-06-15 | 2021-06-16 | 2021-07-08 | 1 | 9.65 | 9.65 | 0.00% | market | 95.43% | 16.36 | — | 29.33% | 1.48% | 27.85% |
| MLI | 2021-07-20 | 2021-07-21 | 2021-08-11 | 1 | 10.57 | 10.57 | 0.00% | market | 89.72% | 11.01 | — | 3.78% | 2.65% | 1.13% |
| STC | 2021-07-21 | 2021-07-22 | 2021-08-12 | 1 | 58.31 | 58.31 | 0.00% | market | 70.43% | 18.39 | — | 2.34% | 2.39% | -0.05% |
| CXT | 2021-07-26 | 2021-07-27 | 2021-08-17 | 1 | 33.00 | 33.00 | 0.00% | market | 31.65% | 18.03 | — | 5.35% | 0.94% | 4.42% |
| QURE | 2021-07-26 | 2021-07-27 | 2021-08-17 | 1 | 27.30 | 27.30 | 0.00% | market | 187.50% | 3.21 | — | 6.20% | 0.94% | 5.26% |
| NMM | 2021-07-27 | 2021-07-28 | 2021-08-18 | 1 | 22.26 | 22.26 | 0.00% | market | 47.10% | 5.16 | — | 14.23% | -0.11% | 14.34% |
| OLN | 2021-07-27 | 2021-07-28 | 2021-08-18 | 1 | 43.72 | 43.72 | 0.00% | market | 52.38% | 19.52 | — | 3.81% | -0.11% | 3.92% |
| BCS | 2021-07-28 | 2021-07-29 | 2021-08-19 | 1 | 10.01 | 10.01 | 0.00% | market | 25.45% | 14.51 | — | -0.70% | 0.01% | -0.71% |
| SB | 2021-07-28 | 2021-07-29 | 2021-08-19 | 1 | 3.31 | 3.31 | 0.00% | market | 40.91% | 10.68 | — | 3.83% | 0.01% | 3.82% |
| BFH | 2021-07-29 | 2021-07-30 | 2021-08-20 | 1 | 75.86 | 75.86 | 0.00% | market | 60.59% | 12.66 | — | -4.36% | 1.24% | -5.60% |
| CRSP | 2021-07-29 | 2021-07-30 | 2021-08-20 | 1 | 122.44 | 122.44 | 0.00% | market | 168.18% | 12.97 | — | -4.36% | 1.24% | -5.61% |
| ENVA | 2021-07-29 | 2021-07-30 | 2021-08-20 | 1 | 33.00 | 33.00 | 0.00% | market | 68.66% | 14.60 | — | -4.98% | 1.24% | -6.22% |
| GTX | 2021-07-29 | 2021-07-30 | 2021-08-20 | 1 | 6.82 | 6.82 | 0.00% | market | 311.11% | 17.95 | — | 1.22% | 1.24% | -0.02% |
| MATX | 2021-07-29 | 2021-07-30 | 2021-08-20 | 1 | 65.46 | 65.46 | 0.00% | market | 25.34% | 17.64 | — | 11.53% | 1.24% | 10.28% |
| MT | 2021-07-29 | 2021-07-30 | 2021-08-20 | 1 | 35.24 | 35.24 | 0.00% | market | 39.52% | 10.18 | — | -7.25% | 1.24% | -8.50% |
| NEXA | 2021-07-29 | 2021-07-30 | 2021-08-20 | 1 | 9.00 | 9.00 | 0.00% | market | 115.79% | 10.98 | — | -25.54% | 1.24% | -26.79% |
| MITT | 2021-07-30 | 2021-08-02 | 2021-08-23 | 3 | 10.84 | 10.84 | 0.00% | market | 288.89% | 15.49 | — | -4.53% | 1.57% | -6.10% |
| PIPR | 2021-07-30 | 2021-08-02 | 2021-08-23 | 3 | 31.23 | 31.23 | 0.00% | market | 63.72% | 5.82 | — | 13.86% | 1.57% | 12.29% |
| BCC | 2021-08-02 | 2021-08-03 | 2021-08-24 | 1 | 50.69 | 50.69 | 0.00% | market | 57.76% | 6.65 | — | 9.15% | 2.17% | 6.98% |
| CAR | 2021-08-03 | 2021-08-04 | 2021-08-25 | 1 | 88.00 | 88.00 | 0.00% | market | 387.60% | 14.92 | — | 3.59% | 2.08% | 1.52% |
| GNW | 2021-08-03 | 2021-08-04 | 2021-08-25 | 1 | 3.42 | 3.42 | 0.00% | market | 74.07% | 7.28 | — | 6.63% | 2.08% | 4.55% |
| TX | 2021-08-03 | 2021-08-04 | 2021-08-25 | 1 | 50.11 | 50.11 | 0.00% | market | 36.39% | 9.62 | — | 9.48% | 2.08% | 7.40% |
| ECPG | 2021-08-04 | 2021-08-05 | 2021-08-26 | 1 | 48.99 | 48.99 | 0.00% | market | 59.90% | 14.80 | — | -4.82% | 1.37% | -6.19% |
| PBR | 2021-08-04 | 2021-08-05 | 2021-08-26 | 1 | 11.29 | 11.29 | 0.00% | market | 28.26% | 9.57 | — | -4.71% | 1.37% | -6.08% |
| PBR-A | 2021-08-04 | 2021-08-05 | 2021-08-26 | 1 | 10.98 | 10.98 | 0.00% | market | 122.64% | 9.31 | — | -5.02% | 1.37% | -6.39% |
| PFH | 2021-08-05 | 2021-08-06 | 2021-08-27 | 1 | 26.27 | 26.27 | 0.00% | market | 99.27% | 4.83 | — | -0.82% | 1.84% | -2.67% |
| PRS | 2021-08-05 | 2021-08-06 | 2021-08-27 | 1 | 27.66 | 27.66 | 0.00% | market | 99.27% | 5.08 | — | -0.61% | 1.84% | -2.45% |
| SFB | 2021-08-05 | 2021-08-06 | 2021-08-27 | 1 | 26.39 | 26.39 | 0.00% | market | 27.54% | 14.99 | — | -0.82% | 1.84% | -2.66% |
| AFGB | 2021-08-06 | 2021-08-09 | 2021-08-30 | 3 | 28.30 | 28.30 | 0.00% | market | 533.87% | 2.40 | — | -2.11% | 2.21% | -4.32% |
| AFGC | 2021-08-06 | 2021-08-09 | 2021-08-30 | 3 | 27.67 | 27.67 | 0.00% | market | 605.39% | 2.35 | — | -0.90% | 2.21% | -3.10% |
| AFGD | 2021-08-06 | 2021-08-09 | 2021-08-30 | 3 | 29.22 | 29.22 | 0.00% | market | 605.39% | 2.48 | — | -3.04% | 2.21% | -5.25% |
| AFGE | 2021-08-06 | 2021-08-09 | 2021-08-30 | 3 | 27.93 | 27.93 | 0.00% | market | 605.39% | 2.37 | — | -1.00% | 2.21% | -3.20% |
| GPOR | 2021-08-09 | 2021-08-10 | 2021-08-31 | 1 | 67.00 | 67.00 | 0.00% | market | 35451.60% | 0.07 | — | -0.31% | 2.02% | -2.33% |
| IFS | 2021-08-11 | 2021-08-12 | 2021-09-02 | 1 | 19.32 | 19.32 | 0.00% | market | 38.67% | 18.58 | — | 12.27% | 2.16% | 10.11% |
| PAM | 2021-08-11 | 2021-08-12 | 2021-09-02 | 1 | 15.45 | 15.45 | 0.00% | market | 151.95% | 7.96 | — | 11.49% | 2.16% | 9.33% |
| OGN | 2021-08-12 | 2021-08-13 | 2021-09-03 | 1 | 33.50 | 33.50 | 0.00% | market | 22.86% | 19.48 | — | 6.20% | 1.68% | 4.52% |
| WF | 2021-08-17 | 2021-08-18 | 2021-09-09 | 1 | 28.40 | 28.40 | 0.00% | market | 36.14% | 10.33 | — | -1.97% | 1.36% | -3.33% |
| CIG | 2021-08-18 | 2021-08-19 | 2021-09-10 | 1 | 1.66 | 1.66 | 0.00% | market | 1713.11% | 12.77 | — | 15.56% | 2.10% | 13.46% |
| ZIM | 2021-08-18 | 2021-08-19 | 2021-09-10 | 1 | 46.00 | 46.00 | 0.00% | market | 41.30% | 6.22 | — | 27.31% | 2.10% | 25.21% |
| QFIN | 2021-08-19 | 2021-08-20 | 2021-09-13 | 1 | 18.70 | 18.70 | 0.00% | market | 31.36% | 12.06 | — | 17.33% | 1.44% | 15.89% |
| MLI | 2021-10-19 | 2021-10-20 | 2021-11-10 | 1 | 11.48 | 11.48 | 0.00% | market | 81.38% | 10.16 | — | 26.99% | 2.77% | 24.22% |
| CXT | 2021-10-25 | 2021-10-26 | 2021-11-16 | 1 | 34.73 | 34.73 | 0.00% | market | 38.97% | 18.38 | — | 6.87% | 2.64% | 4.23% |
| CCS | 2021-10-27 | 2021-10-28 | 2021-11-18 | 1 | 69.13 | 69.13 | 0.00% | market | 18.63% | 19.04 | — | 6.80% | 3.13% | 3.67% |
| CUBI | 2021-10-27 | 2021-10-28 | 2021-11-18 | 1 | 48.75 | 48.75 | 0.00% | market | 75.25% | 14.05 | — | 17.27% | 3.13% | 14.14% |
| GGB | 2021-10-27 | 2021-10-28 | 2021-11-18 | 1 | 3.86 | 3.86 | 0.00% | market | 63.33% | 7.88 | — | -10.98% | 3.13% | -14.11% |
| TECK | 2021-10-27 | 2021-10-28 | 2021-11-18 | 1 | 28.13 | 28.13 | 0.00% | market | 39.25% | 18.88 | — | -6.78% | 3.13% | -9.92% |
| BFH | 2021-10-28 | 2021-10-29 | 2021-11-19 | 1 | 68.82 | 68.82 | 0.00% | market | 35.87% | 15.40 | — | 7.96% | 2.86% | 5.11% |
| CTO | 2021-10-28 | 2021-10-29 | 2021-11-19 | 1 | 18.11 | 18.11 | 0.00% | market | 2480.00% | 14.04 | — | 4.98% | 2.86% | 2.12% |
| PIPR | 2021-10-29 | 2021-11-01 | 2021-11-22 | 3 | 41.81 | 41.81 | 0.00% | market | 26.39% | 9.19 | — | 8.18% | 1.58% | 6.60% |
| CAR | 2021-11-01 | 2021-11-02 | 2021-11-23 | 1 | 174.30 | 174.30 | 0.00% | market | 64.72% | 16.23 | — | 76.44% | 1.73% | 74.71% |
| LDI | 2021-11-01 | 2021-11-02 | 2021-11-23 | 1 | 7.69 | 7.69 | 0.00% | market | 17.95% | 16.72 | — | -26.76% | 1.73% | -28.49% |
| GNW | 2021-11-02 | 2021-11-03 | 2021-11-24 | 1 | 4.58 | 4.58 | 0.00% | market | 43.75% | 9.96 | — | -11.67% | 1.76% | -13.44% |
| TX | 2021-11-02 | 2021-11-03 | 2021-11-24 | 1 | 43.83 | 43.83 | 0.00% | market | 15.25% | 7.16 | — | -12.49% | 1.76% | -14.25% |
| EQH | 2021-11-03 | 2021-11-04 | 2021-11-26 | 1 | 35.50 | 35.50 | 0.00% | market | 39.57% | 18.30 | — | -8.69% | -1.37% | -7.32% |
| MATX | 2021-11-03 | 2021-11-04 | 2021-11-26 | 1 | 88.48 | 88.48 | 0.00% | market | 24.86% | 13.55 | — | -5.45% | -1.37% | -4.07% |
| BHF | 2021-11-04 | 2021-11-05 | 2021-11-29 | 1 | 56.07 | 56.07 | 0.00% | market | 88.11% | 9.09 | — | -10.36% | -1.00% | -9.36% |
| NRG | 2021-11-04 | 2021-11-05 | 2021-11-29 | 1 | 35.79 | 35.79 | 0.00% | market | 193.33% | 5.42 | — | 2.25% | -1.00% | 3.24% |
| AFGC | 2021-11-05 | 2021-11-08 | 2021-11-30 | 3 | 27.65 | 27.65 | 0.00% | market | 38.17% | 10.76 | — | -5.05% | -3.01% | -2.04% |
| AFGD | 2021-11-05 | 2021-11-08 | 2021-11-30 | 3 | 29.48 | 29.48 | 0.00% | market | 38.17% | 11.47 | — | -3.83% | -3.01% | -0.82% |
| AFGE | 2021-11-05 | 2021-11-08 | 2021-11-30 | 3 | 27.77 | 27.77 | 0.00% | market | 38.17% | 10.81 | — | -6.19% | -3.01% | -3.18% |
| MITT | 2021-11-05 | 2021-11-08 | 2021-11-30 | 3 | 12.82 | 12.82 | 0.00% | market | 540.00% | 13.35 | — | -19.68% | -3.01% | -16.67% |
| CUBB | 2021-11-08 | 2021-11-09 | 2021-12-01 | 1 | 27.30 | 27.30 | 0.00% | market | 133.33% | 5.91 | — | -1.05% | -4.01% | 2.96% |
| DAC | 2021-11-08 | 2021-11-09 | 2021-12-01 | 1 | 76.00 | 76.00 | 0.00% | market | 39.27% | 14.29 | — | -13.67% | -4.01% | -9.66% |
| BNTX | 2021-11-09 | 2021-11-10 | 2021-12-02 | 1 | 233.16 | 233.16 | 0.00% | market | 23.49% | 16.01 | — | 42.93% | -1.76% | 44.69% |
| GSL | 2021-11-10 | 2021-11-11 | 2021-12-03 | 1 | 26.50 | 26.50 | 0.00% | market | 102.33% | 15.23 | — | -17.23% | -2.53% | -14.70% |
| NMM | 2021-11-10 | 2021-11-11 | 2021-12-03 | 1 | 29.20 | 29.20 | 0.00% | market | 46.77% | 6.12 | — | -10.55% | -2.53% | -8.01% |
| PAM | 2021-11-10 | 2021-11-11 | 2021-12-03 | 1 | 19.20 | 19.20 | 0.00% | market | 108.85% | 8.14 | — | -3.85% | -2.53% | -1.32% |
| SLVM | 2021-11-10 | 2021-11-11 | 2021-12-03 | 1 | 30.71 | 30.71 | 0.00% | market | 25.41% | 13.53 | — | 0.49% | -2.53% | 3.02% |
| CSAN | 2021-11-12 | 2021-11-15 | 2021-12-07 | 3 | 15.50 | 15.50 | 0.00% | market | 262.16% | 11.57 | — | 0.48% | -0.08% | 0.56% |
| QFIN | 2021-11-15 | 2021-11-16 | 2021-12-08 | 1 | 27.36 | 27.36 | 0.00% | market | 18.80% | 17.32 | — | -14.94% | 0.51% | -15.45% |
| ZIM | 2021-11-17 | 2021-11-18 | 2021-12-10 | 1 | 53.50 | 53.50 | 0.00% | market | 31.46% | 4.40 | — | -3.46% | 0.32% | -3.78% |
| DLNG | 2021-11-18 | 2021-11-19 | 2021-12-13 | 1 | 3.48 | 3.48 | 0.00% | market | 20.00% | 14.50 | — | -13.89% | -0.65% | -13.25% |
| FER | 2021-12-31 | 2022-01-03 | 2022-01-25 | 3 | 27.50 | 27.50 | 0.00% | market | 1139.21% | 13.68 | — | -0.10% | -8.78% | 8.68% |
| WDS | 2021-12-31 | 2022-01-03 | 2022-01-25 | 3 | 15.79 | 15.79 | 0.00% | market | 30.77% | 9.29 | — | 11.36% | -8.78% | 20.15% |
| MBIN | 2022-01-31 | 2022-02-01 | 2022-02-23 | 1 | 29.56 | 29.56 | 0.00% | market | 61.32% | 17.29 | — | -3.48% | -6.37% | 2.89% |
| CCS | 2022-02-02 | 2022-02-03 | 2022-02-25 | 1 | 68.56 | 68.56 | 0.00% | market | 17.44% | 14.34 | — | -7.87% | -2.93% | -4.95% |
| EVR | 2022-02-02 | 2022-02-03 | 2022-02-25 | 1 | 127.69 | 127.69 | 0.00% | market | 56.80% | 17.86 | — | 0.03% | -2.93% | 2.95% |
| DAC | 2022-02-07 | 2022-02-08 | 2022-03-02 | 1 | 97.89 | 97.89 | 0.00% | market | 30.90% | 16.05 | — | -7.63% | -1.98% | -5.65% |
| ORLY | 2022-02-09 | 2022-02-10 | 2022-03-04 | 1 | 42.17 | 42.17 | 0.00% | market | 26.28% | 5.52 | — | 6.47% | -4.25% | 10.72% |
| BTU | 2022-02-10 | 2022-02-11 | 2022-03-07 | 1 | 14.98 | 14.98 | 0.00% | market | 252.17% | 6.16 | — | 46.76% | -6.67% | 53.43% |
| MT | 2022-02-10 | 2022-02-11 | 2022-03-07 | 1 | 32.05 | 32.05 | 0.00% | market | 17.72% | 8.18 | — | -12.86% | -6.67% | -6.19% |
| PIPR | 2022-02-10 | 2022-02-11 | 2022-03-07 | 1 | 37.34 | 37.34 | 0.00% | market | 50.19% | 4.76 | — | -16.28% | -6.67% | -9.60% |
| SBLK | 2022-02-16 | 2022-02-17 | 2022-03-11 | 1 | 28.37 | 28.37 | 0.00% | market | 17.46% | 9.58 | — | 6.10% | -5.22% | 11.33% |
| SFB | 2022-02-18 | 2022-02-22 | 2022-03-15 | 4 | 24.68 | 24.68 | 0.00% | market | 24.34% | 10.50 | — | -5.00% | -1.32% | -3.68% |
| DDS | 2022-02-22 | 2022-02-23 | 2022-03-16 | 1 | 239.00 | 239.00 | 0.00% | market | 45.32% | 14.39 | — | 16.10% | 0.68% | 15.41% |
| HCC | 2022-02-22 | 2022-02-23 | 2022-03-16 | 1 | 32.59 | 32.59 | 0.00% | market | 34.32% | 10.28 | — | 12.54% | 0.68% | 11.86% |
| VIST | 2022-02-22 | 2022-02-23 | 2022-03-16 | 1 | 7.10 | 7.10 | 0.00% | market | 90.00% | 18.68 | — | 5.25% | 0.68% | 4.57% |
| BHC | 2022-02-23 | 2022-02-24 | 2022-03-17 | 1 | 21.52 | 21.52 | 0.00% | market | 17.59% | 16.94 | — | 8.64% | 7.31% | 1.32% |
| LXU | 2022-02-23 | 2022-02-24 | 2022-03-17 | 1 | 12.39 | 12.39 | 0.00% | market | 94.59% | 17.21 | — | 67.29% | 7.31% | 59.98% |
| PR | 2022-02-23 | 2022-02-24 | 2022-03-17 | 1 | 8.12 | 8.12 | 0.00% | market | 75.86% | 15.92 | — | -2.81% | 7.31% | -10.12% |
| RCUS | 2022-02-23 | 2022-02-24 | 2022-03-17 | 1 | 28.72 | 28.72 | 0.00% | market | 601.35% | 7.74 | — | 20.03% | 7.31% | 12.71% |
| AGO | 2022-02-24 | 2022-02-25 | 2022-03-18 | 1 | 58.03 | 58.03 | 0.00% | market | 391.14% | 14.96 | — | 4.23% | 3.47% | 0.75% |
| BTE | 2022-02-24 | 2022-02-25 | 2022-03-18 | 1 | 4.00 | 4.00 | 0.00% | market | 674.23% | 5.16 | — | 7.40% | 3.47% | 3.93% |
| FER | 2022-02-24 | 2022-02-25 | 2022-03-18 | 1 | 28.25 | 28.25 | 0.00% | market | 1139.21% | 14.05 | — | -10.90% | 3.47% | -14.37% |
| SAFE | 2022-02-24 | 2022-02-25 | 2022-03-18 | 1 | 62.47 | 62.47 | 0.00% | market | 1926.18% | 11.48 | — | -6.98% | 3.47% | -10.45% |
| VALE | 2022-02-24 | 2022-02-25 | 2022-03-18 | 1 | 16.73 | 16.73 | 0.00% | market | 29.07% | 15.07 | — | 13.83% | 3.47% | 10.36% |
| AFGB | 2022-02-25 | 2022-02-28 | 2022-03-21 | 3 | 26.36 | 26.36 | 0.00% | market | 54.04% | 6.29 | — | -3.97% | 2.86% | -6.83% |
| AFGC | 2022-02-25 | 2022-02-28 | 2022-03-21 | 3 | 25.00 | 25.00 | 0.00% | market | 40.27% | 5.98 | — | 1.18% | 2.86% | -1.68% |
| AFGD | 2022-02-25 | 2022-02-28 | 2022-03-21 | 3 | 25.65 | 25.65 | 0.00% | market | 40.27% | 6.14 | — | -1.50% | 2.86% | -4.36% |
| AFGE | 2022-02-25 | 2022-02-28 | 2022-03-21 | 3 | 22.79 | 22.79 | 0.00% | market | 40.27% | 5.45 | — | -2.25% | 2.86% | -5.11% |
| GPOR | 2022-02-28 | 2022-03-01 | 2022-03-22 | 1 | 69.75 | 69.75 | 0.00% | market | 20.55% | 12.26 | — | 13.55% | 3.34% | 10.20% |
| VEON | 2022-02-28 | 2022-03-01 | 2022-03-22 | 1 | 14.75 | 14.75 | 0.00% | market | 105.29% | 3.45 | — | 6.68% | 3.34% | 3.34% |
| SNDX | 2022-03-01 | 2022-03-02 | 2022-03-23 | 1 | 16.95 | 16.95 | 0.00% | market | 546.43% | 9.36 | — | 3.73% | 2.64% | 1.09% |
| GSL | 2022-03-02 | 2022-03-03 | 2022-03-24 | 1 | 28.10 | 28.10 | 0.00% | market | 46.03% | 15.27 | — | 0.72% | 2.27% | -1.56% |
| JXN | 2022-03-02 | 2022-03-03 | 2022-03-24 | 1 | 41.67 | 41.67 | 0.00% | market | 41.13% | 5.57 | — | 8.30% | 2.27% | 6.02% |
| AMR | 2022-03-07 | 2022-03-08 | 2022-03-29 | 1 | 117.81 | 117.81 | 0.00% | market | 17.57% | 8.76 | — | 10.62% | 9.99% | 0.63% |
| AMPY | 2022-03-09 | 2022-03-10 | 2022-03-31 | 1 | 5.71 | 5.71 | 0.00% | market | 261.54% | 6.07 | — | -3.78% | 6.89% | -10.67% |
| SD | 2022-03-09 | 2022-03-10 | 2022-03-31 | 1 | 15.13 | 15.13 | 0.00% | market | 154.29% | 17.00 | — | 5.78% | 6.89% | -1.11% |
| LEU | 2022-03-10 | 2022-03-11 | 2022-04-01 | 1 | 51.00 | 51.00 | 0.00% | market | 847.62% | 8.54 | — | -35.81% | 5.79% | -41.60% |
| AOMR | 2022-03-15 | 2022-03-16 | 2022-04-06 | 1 | 15.50 | 15.50 | 0.00% | market | 134.21% | 17.42 | — | 6.55% | 3.87% | 2.68% |
| BNTX | 2022-03-30 | 2022-03-31 | 2022-04-22 | 1 | 173.00 | 173.00 | 0.00% | market | 64.66% | 12.42 | — | -16.24% | -6.96% | -9.29% |
| CXT | 2022-04-25 | 2022-04-26 | 2022-05-17 | 1 | 35.05 | 35.05 | 0.00% | market | 17.06% | 17.61 | — | -6.89% | -4.11% | -2.78% |
| DHI | 2022-04-26 | 2022-04-27 | 2022-05-18 | 1 | 73.07 | 73.07 | 0.00% | market | 19.58% | 18.13 | — | -10.17% | -6.08% | -4.09% |
| TX | 2022-04-26 | 2022-04-27 | 2022-05-18 | 1 | 40.89 | 40.89 | 0.00% | market | 19.34% | 10.35 | — | -3.87% | -6.08% | 2.22% |
| MTH | 2022-04-27 | 2022-04-28 | 2022-05-19 | 1 | 41.97 | 41.97 | 0.00% | market | 23.93% | 14.47 | — | -3.34% | -7.77% | 4.43% |
| NEXA | 2022-04-28 | 2022-04-29 | 2022-05-20 | 1 | 9.52 | 9.52 | 0.00% | market | 37.14% | 19.83 | — | -11.65% | -8.02% | -3.64% |
| TTE | 2022-04-28 | 2022-04-29 | 2022-05-20 | 1 | 49.67 | 49.67 | 0.00% | market | 21.86% | 14.61 | — | 10.03% | -8.02% | 18.04% |
| BBVA | 2022-04-29 | 2022-05-02 | 2022-05-23 | 3 | 5.17 | 5.17 | 0.00% | market | 50.00% | 19.15 | — | 0.09% | -3.68% | 3.77% |
| E | 2022-04-29 | 2022-05-02 | 2022-05-23 | 3 | 27.88 | 27.88 | 0.00% | market | 30.77% | 13.67 | — | 4.81% | -3.68% | 8.49% |
| EGY | 2022-05-03 | 2022-05-04 | 2022-05-25 | 1 | 6.91 | 6.91 | 0.00% | market | 16.67% | 19.74 | — | -0.97% | -4.73% | 3.76% |
| GNW | 2022-05-03 | 2022-05-04 | 2022-05-25 | 1 | 3.98 | 3.98 | 0.00% | market | 16.00% | 13.72 | — | -0.10% | -4.73% | 4.63% |
| GRBK | 2022-05-03 | 2022-05-04 | 2022-05-25 | 1 | 22.00 | 22.00 | 0.00% | market | 41.18% | 18.33 | — | 4.90% | -4.73% | 9.63% |
| MATX | 2022-05-03 | 2022-05-04 | 2022-05-25 | 1 | 92.35 | 92.35 | 0.00% | market | 17.07% | 11.22 | — | -4.93% | -4.73% | -0.20% |
| RDN | 2022-05-03 | 2022-05-04 | 2022-05-25 | 1 | 21.88 | 21.88 | 0.00% | market | 53.95% | 18.70 | — | -5.58% | -4.73% | -0.86% |
| BHR | 2022-05-04 | 2022-05-05 | 2022-05-26 | 1 | 6.18 | 6.18 | 0.00% | market | 127.78% | 15.07 | — | -10.29% | -4.53% | -5.76% |
| CHRD | 2022-05-04 | 2022-05-05 | 2022-05-26 | 1 | 144.71 | 144.71 | 0.00% | market | 23.81% | 17.39 | — | 5.30% | -4.53% | 9.84% |
| ECPG | 2022-05-04 | 2022-05-05 | 2022-05-26 | 1 | 62.22 | 62.22 | 0.00% | market | 215.27% | 9.72 | — | -4.12% | -4.53% | 0.41% |
| LUMN | 2022-05-04 | 2022-05-05 | 2022-05-26 | 1 | 11.24 | 11.24 | 0.00% | market | 40.00% | 17.84 | — | 9.33% | -4.53% | 13.86% |
| MRNA | 2022-05-04 | 2022-05-05 | 2022-05-26 | 1 | 151.87 | 151.87 | 0.00% | market | 64.68% | 17.70 | — | -10.68% | -4.53% | -6.15% |
| RM | 2022-05-04 | 2022-05-05 | 2022-05-26 | 1 | 47.85 | 47.85 | 0.00% | market | 44.32% | 17.92 | — | -2.21% | -4.53% | 2.32% |
| BCC | 2022-05-05 | 2022-05-06 | 2022-05-27 | 1 | 81.01 | 81.01 | 0.00% | market | 17.08% | 10.65 | — | 1.83% | 1.01% | 0.81% |
| GHI | 2022-05-05 | 2022-05-06 | 2022-05-27 | 1 | 17.83 | 17.83 | 0.00% | market | 82.14% | 17.48 | — | 2.76% | 1.01% | 1.75% |
| MT | 2022-05-05 | 2022-05-06 | 2022-05-27 | 1 | 27.72 | 27.72 | 0.00% | market | 31.38% | 6.49 | — | 19.49% | 1.01% | 18.48% |
| NRP | 2022-05-05 | 2022-05-06 | 2022-05-27 | 1 | 50.57 | 50.57 | 0.00% | market | 15650.00% | 16.26 | — | -4.07% | 1.01% | -5.09% |
| PBR | 2022-05-05 | 2022-05-06 | 2022-05-27 | 1 | 13.80 | 13.80 | 0.00% | market | 19.44% | 10.70 | — | 3.23% | 1.01% | 2.22% |
| PBR-A | 2022-05-05 | 2022-05-06 | 2022-05-27 | 1 | 12.79 | 12.79 | 0.00% | market | 42.70% | 10.07 | — | 0.76% | 1.01% | -0.25% |
| PFSI | 2022-05-05 | 2022-05-06 | 2022-05-27 | 1 | 48.64 | 48.64 | 0.00% | market | 20.00% | 16.54 | — | 3.25% | 1.01% | 2.24% |
| SPH | 2022-05-05 | 2022-05-06 | 2022-05-27 | 1 | 16.90 | 16.90 | 0.00% | market | 34.31% | 6.17 | — | 0.85% | 1.01% | -0.17% |
| ESNT | 2022-05-06 | 2022-05-09 | 2022-05-31 | 3 | 41.74 | 41.74 | 0.00% | market | 72.60% | 16.56 | — | 2.42% | 1.93% | 0.48% |
| NRG | 2022-05-06 | 2022-05-09 | 2022-05-31 | 3 | 41.03 | 41.03 | 0.00% | market | 1203.64% | 5.72 | — | 12.11% | 1.93% | 10.18% |
| ADEA | 2022-05-09 | 2022-05-10 | 2022-06-01 | 1 | 4.17 | 4.17 | 0.00% | market | 46.03% | 4.53 | — | 4.70% | 1.26% | 3.44% |
| AFGB | 2022-05-09 | 2022-05-10 | 2022-06-01 | 1 | 25.15 | 25.15 | 0.00% | market | 54.30% | 7.38 | — | 2.60% | 1.26% | 1.34% |
| AFGC | 2022-05-09 | 2022-05-10 | 2022-06-01 | 1 | 21.45 | 21.45 | 0.00% | market | 25.37% | 6.29 | — | 8.76% | 1.26% | 7.50% |
| AFGD | 2022-05-09 | 2022-05-10 | 2022-06-01 | 1 | 23.23 | 23.23 | 0.00% | market | 25.37% | 6.81 | — | 6.01% | 1.26% | 4.75% |
| AFGE | 2022-05-09 | 2022-05-10 | 2022-06-01 | 1 | 19.30 | 19.30 | 0.00% | market | 25.37% | 5.66 | — | 9.95% | 1.26% | 8.69% |
| BHF | 2022-05-09 | 2022-05-10 | 2022-06-01 | 1 | 50.50 | 50.50 | 0.00% | market | 15.30% | 12.41 | — | -3.94% | 1.26% | -5.20% |
| BNTX | 2022-05-09 | 2022-05-10 | 2022-06-01 | 1 | 139.34 | 139.34 | 0.00% | market | 57.59% | 8.72 | — | 15.80% | 1.26% | 14.54% |
| CUBB | 2022-05-09 | 2022-05-10 | 2022-06-01 | 1 | 23.60 | 23.60 | 0.00% | market | 43.83% | 10.13 | — | 0.87% | 1.26% | -0.39% |
| SU | 2022-05-09 | 2022-05-10 | 2022-06-01 | 1 | 35.46 | 35.46 | 0.00% | market | 22.29% | 18.47 | — | 15.35% | 1.26% | 14.09% |
| ABCL | 2022-05-10 | 2022-05-11 | 2022-06-02 | 1 | 6.96 | 6.96 | 0.00% | market | 42.11% | 12.89 | — | 10.82% | 4.85% | 5.97% |
| BLDR | 2022-05-10 | 2022-05-11 | 2022-06-02 | 1 | 65.33 | 65.33 | 0.00% | market | 96.97% | 16.75 | — | 0.73% | 4.85% | -4.13% |
| CRGY | 2022-05-10 | 2022-05-11 | 2022-06-02 | 1 | 16.00 | 16.00 | 0.00% | market | 1011.86% | 2.44 | — | 15.53% | 4.85% | 10.67% |
| LCII | 2022-05-10 | 2022-05-11 | 2022-06-02 | 1 | 114.04 | 114.04 | 0.00% | market | 54.51% | 14.79 | — | 2.13% | 4.85% | -2.73% |
| UWMC | 2022-05-10 | 2022-05-11 | 2022-06-02 | 1 | 3.57 | 3.57 | 0.00% | market | 437.50% | 8.30 | — | 14.47% | 4.85% | 9.61% |
| AOMR | 2022-05-12 | 2022-05-13 | 2022-06-06 | 1 | 13.50 | 13.50 | 0.00% | market | 272.50% | 9.06 | — | 4.49% | 3.80% | 0.69% |
| PAM | 2022-05-12 | 2022-05-13 | 2022-06-06 | 1 | 21.23 | 21.23 | 0.00% | market | 45.53% | 11.86 | — | 8.19% | 3.80% | 4.39% |
| DAC | 2022-05-16 | 2022-05-17 | 2022-06-08 | 1 | 83.30 | 83.30 | 0.00% | market | 85.92% | 7.33 | — | -9.81% | 1.15% | -10.97% |
| WF | 2022-05-17 | 2022-05-18 | 2022-06-09 | 1 | 35.27 | 35.27 | 0.00% | market | 17.08% | 12.55 | — | -1.60% | -0.51% | -1.09% |
| AVAL | 2022-05-20 | 2022-05-23 | 2022-06-14 | 3 | 4.10 | 4.10 | 0.00% | market | 98.95% | 12.06 | — | -1.32% | -4.83% | 3.51% |
| SBS | 2022-05-23 | 2022-05-24 | 2022-06-15 | 1 | 1.97 | 1.97 | 0.00% | market | 16.54% | 7.58 | — | -14.82% | -3.40% | -11.42% |
| SBLK | 2022-05-24 | 2022-05-25 | 2022-06-16 | 1 | 33.13 | 33.13 | 0.00% | market | 17.01% | 19.26 | — | -20.08% | -6.54% | -13.54% |
| STG | 2022-05-31 | 2022-06-01 | 2022-06-23 | 1 | 4.76 | 4.76 | 0.00% | market | 281.29% | 2.22 | — | 15.12% | -8.94% | 24.05% |
| JILL | 2022-06-08 | 2022-06-09 | 2022-07-01 | 1 | 19.23 | 19.23 | 0.00% | market | 175.68% | 18.85 | — | -5.25% | -6.86% | 1.62% |
| CMC | 2022-06-16 | 2022-06-17 | 2022-07-12 | 1 | 35.97 | 35.97 | 0.00% | market | 31.16% | 13.78 | — | -6.22% | 4.19% | -10.41% |
| YRD | 2022-07-06 | 2022-07-07 | 2022-07-28 | 1 | 1.76 | 1.76 | 0.00% | market | 88.79% | 3.95 | — | -25.67% | 5.44% | -31.11% |
| MLI | 2022-07-19 | 2022-07-20 | 2022-08-10 | 1 | 15.41 | 15.41 | 0.00% | market | 226.79% | 8.42 | — | 9.57% | 7.01% | 2.56% |
| AA | 2022-07-20 | 2022-07-21 | 2022-08-11 | 1 | 47.33 | 47.33 | 0.00% | market | 15.58% | 17.73 | — | 12.45% | 6.55% | 5.90% |
| PINE | 2022-07-21 | 2022-07-22 | 2022-08-12 | 1 | 18.01 | 18.01 | 0.00% | market | 320.00% | 17.15 | — | 2.62% | 7.06% | -4.44% |
| VIST | 2022-07-26 | 2022-07-27 | 2022-08-17 | 1 | 7.14 | 7.14 | 0.00% | market | 146.51% | 6.74 | — | 21.33% | 8.19% | 13.14% |
| ASC | 2022-07-27 | 2022-07-28 | 2022-08-18 | 1 | 8.51 | 8.51 | 0.00% | market | 19.12% | 10.51 | — | 15.06% | 6.47% | 8.59% |
| LOB | 2022-07-27 | 2022-07-28 | 2022-08-18 | 1 | 36.52 | 36.52 | 0.00% | market | 323.53% | 16.91 | — | 12.19% | 6.47% | 5.73% |
| LYG | 2022-07-27 | 2022-07-28 | 2022-08-18 | 1 | 2.15 | 2.15 | 0.00% | market | 57.14% | 19.55 | — | 1.30% | 6.47% | -5.17% |
| MHO | 2022-07-27 | 2022-07-28 | 2022-08-18 | 1 | 46.95 | 46.95 | 0.00% | market | 26.72% | 9.80 | — | -0.21% | 6.47% | -6.68% |
| MTH | 2022-07-27 | 2022-07-28 | 2022-08-18 | 1 | 44.37 | 44.37 | 0.00% | market | 16.49% | 13.09 | — | -2.85% | 6.47% | -9.32% |
| SB | 2022-07-27 | 2022-07-28 | 2022-08-18 | 1 | 4.00 | 4.00 | 0.00% | market | 29.03% | 10.00 | — | -7.10% | 6.47% | -13.57% |
| WFG | 2022-07-27 | 2022-07-28 | 2022-08-18 | 1 | 97.35 | 97.35 | 0.00% | market | 19.34% | 12.83 | — | -3.32% | 6.47% | -9.78% |
| NEXA | 2022-07-28 | 2022-07-29 | 2022-08-19 | 1 | 6.09 | 6.09 | 0.00% | market | 57.69% | 7.43 | — | 0.06% | 3.57% | -3.51% |
| PBR | 2022-07-28 | 2022-07-29 | 2022-08-19 | 1 | 13.91 | 13.91 | 0.00% | market | 21.93% | 10.01 | — | -1.90% | 3.57% | -5.47% |
| BBVA | 2022-07-29 | 2022-08-01 | 2022-08-22 | 3 | 4.48 | 4.48 | 0.00% | market | 150.00% | 14.93 | — | 1.24% | 1.03% | 0.21% |
| BCH | 2022-07-29 | 2022-08-01 | 2022-08-22 | 3 | 19.11 | 19.11 | 0.00% | market | 63.49% | 18.55 | — | -5.18% | 1.03% | -6.20% |
| ACT | 2022-08-01 | 2022-08-02 | 2022-08-23 | 1 | 24.23 | 24.23 | 0.00% | market | 45.35% | 19.38 | — | 8.32% | 0.79% | 7.53% |
| ARLP | 2022-08-01 | 2022-08-02 | 2022-08-23 | 1 | 23.19 | 23.19 | 0.00% | market | 28.13% | 18.85 | — | 9.43% | 0.79% | 8.64% |
| BLDR | 2022-08-01 | 2022-08-02 | 2022-08-23 | 1 | 71.91 | 71.91 | 0.00% | market | 104.58% | 11.49 | — | -10.82% | 0.79% | -11.61% |
| CAR | 2022-08-01 | 2022-08-02 | 2022-08-23 | 1 | 190.55 | 190.55 | 0.00% | market | 38.85% | 11.95 | — | -9.23% | 0.79% | -10.02% |
| DAC | 2022-08-01 | 2022-08-02 | 2022-08-23 | 1 | 74.75 | 74.75 | 0.00% | market | 38.76% | 9.85 | — | -9.30% | 0.79% | -10.09% |
| RDN | 2022-08-01 | 2022-08-02 | 2022-08-23 | 1 | 23.12 | 23.12 | 0.00% | market | 78.95% | 17.00 | — | -2.70% | 0.79% | -3.48% |
| ATKR | 2022-08-02 | 2022-08-03 | 2022-08-24 | 1 | 95.10 | 95.10 | 0.00% | market | 16.28% | 15.67 | — | -6.85% | 0.82% | -7.67% |
| BP | 2022-08-02 | 2022-08-03 | 2022-08-24 | 1 | 30.21 | 30.21 | 0.00% | market | 18.64% | 11.57 | — | 6.79% | 0.82% | 5.96% |
| FNF | 2022-08-02 | 2022-08-03 | 2022-08-24 | 1 | 37.01 | 37.01 | 0.00% | market | 16.56% | 19.48 | — | 2.20% | 0.82% | 1.38% |
| GEO | 2022-08-02 | 2022-08-03 | 2022-08-24 | 1 | 7.33 | 7.33 | 0.00% | market | 18.97% | 10.62 | — | 4.13% | 0.82% | 3.31% |
| MPC | 2022-08-02 | 2022-08-03 | 2022-08-24 | 1 | 94.49 | 94.49 | 0.00% | market | 31.97% | 8.91 | — | 10.79% | 0.82% | 9.97% |
| AMPY | 2022-08-03 | 2022-08-04 | 2022-08-25 | 1 | 5.95 | 5.95 | 0.00% | market | 392.00% | 8.15 | — | 32.84% | 1.24% | 31.60% |
| BHR | 2022-08-03 | 2022-08-04 | 2022-08-25 | 1 | 5.49 | 5.49 | 0.00% | market | 48.00% | 14.84 | — | 5.73% | 1.24% | 4.49% |
| DQ | 2022-08-03 | 2022-08-04 | 2022-08-25 | 1 | 63.10 | 63.10 | 0.00% | market | 26.63% | 7.71 | — | 5.38% | 1.24% | 4.14% |
| ETD | 2022-08-03 | 2022-08-04 | 2022-08-25 | 1 | 24.97 | 24.97 | 0.00% | market | 56.25% | 19.98 | — | 1.94% | 1.24% | 0.70% |
| EXE | 2022-08-03 | 2022-08-04 | 2022-08-25 | 1 | 90.71 | 90.71 | 0.00% | market | 155.24% | 9.30 | — | 14.33% | 1.24% | 13.09% |
| GGB | 2022-08-03 | 2022-08-04 | 2022-08-25 | 1 | 3.54 | 3.54 | 0.00% | market | 17.65% | 8.85 | — | 9.22% | 1.24% | 7.98% |
| GRBK | 2022-08-03 | 2022-08-04 | 2022-08-25 | 1 | 26.27 | 26.27 | 0.00% | market | 67.74% | 12.63 | — | 3.74% | 1.24% | 2.50% |
| HCC | 2022-08-03 | 2022-08-04 | 2022-08-25 | 1 | 30.80 | 30.80 | 0.00% | market | 18.11% | 5.25 | — | 12.89% | 1.24% | 11.65% |