EPS surp.>10 & Debt / equity<1 & FCF growth>10 (hold 20d) (lookback 50y) (max 100 pos)
Run 9a98bd27 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
5936
Win rate
55.05%
Avg return
1.71%
Median return
1.26%
Avg abnormal
0.70%
Median abnormal
-0.19%
Best trade
744.34%
Worst trade
-76.08%
Sharpe (per-trade)
0.10
Daily portfolio drawdown
-25.04%
Portfolio (equal_weight)
Total return
101.57%
Max drawdown
-25.04%
Avg trade return
1.71%
Win rate
55.05%
Signals
10523
Configured concurrent
100
Observed concurrent
100
Trades taken
5936
Skipped (no capacity)
4587
Excess vs benchmark
-310.79%
Avg entry slippage
0.00%
Return if filled at market
101.57%
VWAP fills
0
VWAP fallbacks
0
4587 of 10523 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 |
|---|---|---|---|---|
| 2007 | 1 | -4.36% | -6.59% | 0.00% |
| 2009 | 1 | 11.98% | 6.32% | 100.00% |
| 2010 | 1 | -6.46% | -7.58% | 0.00% |
| 2011 | 1 | 12.02% | 9.60% | 100.00% |
| 2012 | 1 | 6.12% | 8.74% | 100.00% |
| 2015 | 1 | -7.35% | -8.22% | 0.00% |
| 2016 | 252 | 4.30% | 2.61% | 69.44% |
| 2017 | 536 | 0.83% | -0.43% | 53.17% |
| 2018 | 546 | 1.75% | 1.11% | 56.78% |
| 2019 | 566 | 0.46% | -0.36% | 53.00% |
| 2020 | 592 | 1.75% | 1.29% | 54.39% |
| 2021 | 647 | 2.06% | 0.54% | 57.03% |
| 2022 | 617 | 2.10% | 2.46% | 56.56% |
| 2023 | 609 | 1.72% | 0.09% | 52.87% |
| 2024 | 615 | 2.70% | 0.06% | 56.10% |
| 2025 | 612 | 0.30% | 0.23% | 51.47% |
| 2026 | 338 | 2.48% | 1.42% | 51.18% |
Trades (page 1: 500 of 5,936)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Debt / equity | FCF growth | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UL | 2007-05-03 | 2007-05-04 | 2007-06-04 | 1 | 36.59 | 36.59 | 0.00% | market | 118.75% | — | — | -4.36% | 2.22% | -6.59% |
| IHG | 2009-05-12 | 2009-05-13 | 2009-06-11 | 1 | 12.58 | 12.58 | 0.00% | market | 15.00% | — | — | 11.98% | 5.66% | 6.32% |
| SRL | 2010-03-26 | 2010-03-29 | 2010-04-27 | 3 | 63.50 | 63.50 | 0.00% | market | 1126.67% | — | — | -6.46% | 1.12% | -7.58% |
| HMY | 2011-10-31 | 2011-11-01 | 2011-11-30 | 1 | 12.62 | 12.62 | 0.00% | market | 30.00% | — | — | 12.02% | 2.43% | 9.60% |
| HMY | 2012-05-09 | 2012-05-10 | 2012-06-08 | 1 | 9.64 | 9.64 | 0.00% | market | 25.00% | — | — | 6.12% | -2.62% | 8.74% |
| SNN | 2015-02-05 | 2015-02-06 | 2015-03-09 | 1 | 36.41 | 36.41 | 0.00% | market | 27.50% | — | — | -7.35% | 0.87% | -8.22% |
| HUBG | 2016-04-26 | 2016-04-27 | 2016-05-25 | 1 | 20.20 | 20.20 | 0.00% | market | 45.00% | — | — | -3.02% | 0.39% | -3.41% |
| HWM | 2016-07-11 | 2016-07-12 | 2016-08-09 | 1 | 23.16 | 23.16 | 0.00% | market | 60.71% | — | — | -3.09% | 1.70% | -4.79% |
| RMBS | 2016-07-18 | 2016-07-19 | 2016-08-16 | 1 | 12.56 | 12.56 | 0.00% | market | 15.38% | — | — | 7.78% | 0.94% | 6.84% |
| MTG | 2016-07-19 | 2016-07-20 | 2016-08-17 | 1 | 7.02 | 7.02 | 0.00% | market | 30.00% | — | — | 10.01% | 1.01% | 9.01% |
| FNF | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 26.29 | 26.29 | 0.00% | market | 12.12% | — | — | 0.70% | 0.88% | -0.18% |
| QCOM | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 59.80 | 59.80 | 0.00% | market | 19.59% | — | — | 5.32% | 0.88% | 4.44% |
| UFPI | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 34.62 | 34.62 | 0.00% | market | 12.24% | — | — | 1.78% | 0.88% | 0.90% |
| CAMT | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 2.57 | 2.57 | 0.00% | market | 100.00% | — | — | -0.88% | 0.98% | -1.86% |
| SIMO | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 53.39 | 53.39 | 0.00% | market | 13.16% | — | — | 1.32% | 0.98% | 0.34% |
| TFII | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 18.79 | 18.79 | 0.00% | market | 13.75% | — | — | 8.57% | 0.98% | 7.59% |
| CR | 2016-07-25 | 2016-07-26 | 2016-08-23 | 1 | 61.36 | 61.36 | 0.00% | market | 18.63% | — | — | 6.47% | 1.13% | 5.34% |
| ARLP | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 19.62 | 19.62 | 0.00% | market | 49.09% | — | — | 5.86% | 0.30% | 5.56% |
| ATI | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 18.29 | 18.29 | 0.00% | market | 46.15% | — | — | -9.39% | 0.30% | -9.70% |
| AXS | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 54.82 | 54.82 | 0.00% | market | 45.71% | — | — | 1.92% | 0.30% | 1.62% |
| BAX | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 48.01 | 48.01 | 0.00% | market | 17.95% | — | — | -2.08% | 0.30% | -2.38% |
| ILMN | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 145.45 | 145.45 | 0.00% | market | 17.81% | — | — | 13.18% | 0.30% | 12.87% |
| KKR | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 14.50 | 14.50 | 0.00% | market | 360.00% | — | — | 1.97% | 0.30% | 1.67% |
| UA | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 41.50 | 41.50 | 0.00% | market | 101.42% | — | — | 3.88% | 0.30% | 3.57% |
| UAA | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 41.50 | 41.50 | 0.00% | market | 300.00% | — | — | 3.88% | 0.30% | 3.57% |
| AXTI | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 4.00 | 4.00 | 0.00% | market | 219.83% | — | — | 12.15% | 0.65% | 11.50% |
| CDE | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 14.59 | 14.59 | 0.00% | market | 456.40% | — | — | -8.67% | 0.65% | -9.32% |
| DLB | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 45.00 | 45.00 | 0.00% | market | 21.57% | — | — | 11.14% | 0.65% | 10.49% |
| ENTG | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 16.65 | 16.65 | 0.00% | market | 40.00% | — | — | 3.86% | 0.65% | 3.21% |
| EVR | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 48.25 | 48.25 | 0.00% | market | 36.84% | — | — | 5.83% | 0.65% | 5.18% |
| FBIN | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 53.38 | 53.38 | 0.00% | market | 12.33% | — | — | 1.59% | 0.65% | 0.93% |
| FMX | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 92.42 | 92.42 | 0.00% | market | 12.12% | — | — | 3.50% | 0.65% | 2.85% |
| GLW | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 21.49 | 21.49 | 0.00% | market | 15.62% | — | — | 5.44% | 0.65% | 4.79% |
| GRMN | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 52.00 | 52.00 | 0.00% | market | 29.85% | — | — | -2.95% | 0.65% | -3.60% |
| HBM | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 4.69 | 4.69 | 0.00% | market | 150.00% | — | — | -6.71% | 0.65% | -7.36% |
| LMAT | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 16.03 | 16.03 | 0.00% | market | 27.27% | — | — | 7.57% | 0.65% | 6.92% |
| LRCX | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 9.29 | 9.29 | 0.00% | market | 12.50% | — | — | 0.44% | 0.65% | -0.21% |
| META | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 127.52 | 127.52 | 0.00% | market | 18.29% | — | — | -2.95% | 0.65% | -3.60% |
| MKSI | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 51.50 | 51.50 | 0.00% | market | 50.00% | — | — | -6.20% | 0.65% | -6.85% |
| OC | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 52.84 | 52.84 | 0.00% | market | 50.00% | — | — | 2.45% | 0.65% | 1.80% |
| TER | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 19.74 | 19.74 | 0.00% | market | 10.00% | — | — | 5.93% | 0.65% | 5.28% |
| TILE | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 16.69 | 16.69 | 0.00% | market | 10.34% | — | — | 4.09% | 0.65% | 3.44% |
| WIX | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 36.50 | 36.50 | 0.00% | market | 30.77% | — | — | 10.01% | 0.65% | 9.36% |
| ALGN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 85.25 | 85.25 | 0.00% | market | 29.17% | — | — | 8.60% | 0.38% | 8.22% |
| ALKS | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 49.00 | 49.00 | 0.00% | market | 90.00% | — | — | -9.28% | 0.38% | -9.67% |
| AMZN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 38.25 | 38.25 | 0.00% | market | 50.00% | — | — | 0.42% | 0.38% | 0.04% |
| BEN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 34.91 | 34.91 | 0.00% | market | 14.93% | — | — | 3.48% | 0.38% | 3.10% |
| CVE | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 14.15 | 14.15 | 0.00% | market | 20.00% | — | — | 4.85% | 0.38% | 4.46% |
| CWST | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 9.14 | 9.14 | 0.00% | market | 140.00% | — | — | 0.67% | 0.38% | 0.28% |
| DD | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 96.45 | 96.45 | 0.00% | market | 11.76% | — | — | -0.78% | 0.38% | -1.17% |
| DGII | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 11.95 | 11.95 | 0.00% | market | 60.00% | — | — | -2.02% | 0.38% | -2.41% |
| EME | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 56.22 | 56.22 | 0.00% | market | 33.80% | — | — | 1.31% | 0.38% | 0.92% |
| ERIE | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 97.81 | 97.81 | 0.00% | market | 11.43% | — | — | 2.93% | 0.38% | 2.54% |
| FCN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 42.76 | 42.76 | 0.00% | market | 10.00% | — | — | 4.39% | 0.38% | 4.01% |
| LEA | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 110.58 | 110.58 | 0.00% | market | 10.24% | — | — | 4.32% | 0.38% | 3.94% |
| MPC | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 38.01 | 38.01 | 0.00% | market | 10.31% | — | — | 10.00% | 0.38% | 9.62% |
| MTH | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 18.64 | 18.64 | 0.00% | market | 20.00% | — | — | -4.34% | 0.38% | -4.72% |
| NTCT | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 27.63 | 27.63 | 0.00% | market | 12.00% | — | — | 7.65% | 0.38% | 7.26% |
| OSK | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 54.31 | 54.31 | 0.00% | market | 22.83% | — | — | 0.14% | 0.38% | -0.24% |
| PENN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 15.06 | 15.06 | 0.00% | market | 37.93% | — | — | -4.42% | 0.38% | -4.80% |
| PIPR | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 10.66 | 10.66 | 0.00% | market | 66.04% | — | — | 1.96% | 0.38% | 1.58% |
| POWI | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 28.99 | 28.99 | 0.00% | market | 15.38% | — | — | 1.00% | 0.38% | 0.62% |
| SSD | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 39.79 | 39.79 | 0.00% | market | 10.20% | — | — | 9.80% | 0.38% | 9.42% |
| TKR | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 33.28 | 33.28 | 0.00% | market | 10.00% | — | — | 2.51% | 0.38% | 2.13% |
| UCTT | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 6.44 | 6.44 | 0.00% | market | 25.00% | — | — | 13.10% | 0.38% | 12.72% |
| WYNN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 96.14 | 96.14 | 0.00% | market | 10.31% | — | — | -6.64% | 0.38% | -7.03% |
| CVX | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 101.33 | 101.33 | 0.00% | market | 54.84% | — | — | 0.61% | 0.54% | 0.07% |
| MT | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 19.23 | 19.23 | 0.00% | market | 375.00% | — | — | -3.53% | 0.54% | -4.07% |
| GKOS | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 36.50 | 36.50 | 0.00% | market | 220.00% | — | — | -17.91% | 0.62% | -18.53% |
| TEX | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 22.35 | 22.35 | 0.00% | market | 18.52% | — | — | 9.03% | 0.62% | 8.40% |
| TREX | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 12.97 | 12.97 | 0.00% | market | 11.11% | — | — | 21.55% | 0.62% | 20.92% |
| VECO | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 20.00 | 20.00 | 0.00% | market | 13.64% | — | — | -0.75% | 0.62% | -1.37% |
| ACLS | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 11.05 | 11.05 | 0.00% | market | 163.16% | — | — | 6.05% | 0.88% | 5.17% |
| AVD | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 16.05 | 16.05 | 0.00% | market | 22.22% | — | — | 4.88% | 0.88% | 4.00% |
| CENT | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 18.98 | 18.98 | 0.00% | market | 11.63% | — | — | 5.85% | 0.88% | 4.97% |
| CMI | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 120.75 | 120.75 | 0.00% | market | 11.11% | — | — | 3.92% | 0.88% | 3.04% |
| COHR | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 21.26 | 21.26 | 0.00% | market | 66.67% | — | — | -0.43% | 0.88% | -1.31% |
| ESE | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 43.23 | 43.23 | 0.00% | market | 13.95% | — | — | 4.27% | 0.88% | 3.39% |
| FANG | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 87.48 | 87.48 | 0.00% | market | 73.33% | — | — | 8.78% | 0.88% | 7.90% |
| GNW | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 3.43 | 3.43 | 0.00% | market | 19.05% | — | — | 37.80% | 0.88% | 36.92% |
| H | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 50.14 | 50.14 | 0.00% | market | 36.17% | — | — | 6.56% | 0.88% | 5.68% |
| IDCC | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 59.87 | 59.87 | 0.00% | market | 84.62% | — | — | 19.18% | 0.88% | 18.29% |
| IDXX | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 105.00 | 105.00 | 0.00% | market | 19.35% | — | — | 7.21% | 0.88% | 6.33% |
| MDU | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 8.89 | 8.89 | 0.00% | market | 20.00% | — | — | 0.57% | 0.88% | -0.31% |
| MGNI | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 9.50 | 9.50 | 0.00% | market | 70.00% | — | — | -10.63% | 0.88% | -11.51% |
| MOD | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 10.00 | 10.00 | 0.00% | market | 16.67% | — | — | 7.00% | 0.88% | 6.12% |
| MRCY | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 25.66 | 25.66 | 0.00% | market | 50.00% | — | — | -11.71% | 0.88% | -12.60% |
| NMIH | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 6.60 | 6.60 | 0.00% | market | 562.25% | — | — | 20.20% | 0.88% | 19.32% |
| NOVT | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 15.80 | 15.80 | 0.00% | market | 12.50% | — | — | 6.80% | 0.88% | 5.92% |
| ORA | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 46.90 | 46.90 | 0.00% | market | 19.05% | — | — | 3.10% | 0.88% | 2.22% |
| POWL | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 12.96 | 12.96 | 0.00% | market | 213.33% | — | — | 2.14% | 0.88% | 1.26% |
| SUPN | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 23.98 | 23.98 | 0.00% | market | 38.46% | — | — | -10.94% | 0.88% | -11.82% |
| AGO | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 26.76 | 26.76 | 0.00% | market | 90.74% | — | — | 3.00% | 0.50% | 2.50% |
| ATRO | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 25.07 | 25.07 | 0.00% | market | 20.51% | — | — | 12.94% | 0.50% | 12.44% |
| CPA | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 69.19 | 69.19 | 0.00% | market | 121.74% | — | — | 10.88% | 0.50% | 10.38% |
| DK | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 13.52 | 13.52 | 0.00% | market | 71.43% | — | — | 27.93% | 0.50% | 27.43% |
| DKL | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 26.02 | 26.02 | 0.00% | market | 13.79% | — | — | 1.86% | 0.50% | 1.36% |
| HUBS | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 54.96 | 54.96 | 0.00% | market | 53.33% | — | — | 2.03% | 0.50% | 1.53% |
| IAG | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 5.31 | 5.31 | 0.00% | market | 142.72% | — | — | -29.29% | 0.50% | -29.79% |
| JOE | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 18.53 | 18.53 | 0.00% | market | 100.00% | — | — | 2.33% | 0.50% | 1.83% |
| KAI | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 55.85 | 55.85 | 0.00% | market | 35.38% | — | — | -3.43% | 0.50% | -3.93% |
| KLIC | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 11.90 | 11.90 | 0.00% | market | 21.62% | — | — | 3.77% | 0.50% | 3.27% |
| MC | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 26.00 | 26.00 | 0.00% | market | 20.69% | — | — | 1.78% | 0.50% | 1.29% |
| NSIT | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 30.75 | 30.75 | 0.00% | market | 29.33% | — | — | 0.39% | 0.50% | -0.11% |
| NVMI | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 11.18 | 11.18 | 0.00% | market | 54.55% | — | — | 5.71% | 0.50% | 5.21% |
| SNEX | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 5.89 | 5.89 | 0.00% | market | 49.99% | — | — | 21.63% | 0.50% | 21.13% |
| AAOI | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 14.66 | 14.66 | 0.00% | market | 166.67% | — | — | 19.34% | 0.91% | 18.43% |
| BWXT | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 38.05 | 38.05 | 0.00% | market | 15.79% | — | — | 2.55% | 0.40% | 2.15% |
| DKS | 2016-08-16 | 2016-08-17 | 2016-09-15 | 1 | 58.11 | 58.11 | 0.00% | market | 18.84% | — | — | 3.77% | -1.25% | 5.02% |
| HTHT | 2016-08-16 | 2016-08-17 | 2016-09-15 | 1 | 10.27 | 10.27 | 0.00% | market | 88.89% | — | — | 11.68% | -1.25% | 12.93% |
| BBWI | 2016-08-17 | 2016-08-18 | 2016-09-16 | 1 | 62.09 | 62.09 | 0.00% | market | 18.64% | — | — | -6.54% | -2.28% | -4.27% |
| BBY | 2016-08-23 | 2016-08-24 | 2016-09-22 | 1 | 39.20 | 39.20 | 0.00% | market | 32.56% | — | — | -1.96% | -0.74% | -1.22% |
| PVH | 2016-08-24 | 2016-08-25 | 2016-09-23 | 1 | 110.18 | 110.18 | 0.00% | market | 14.84% | — | — | -1.53% | -0.65% | -0.89% |
| SQM | 2016-08-24 | 2016-08-25 | 2016-09-23 | 1 | 25.18 | 25.18 | 0.00% | market | 14.81% | — | — | -0.34% | -0.65% | 0.31% |
| TLYS | 2016-08-24 | 2016-08-25 | 2016-09-23 | 1 | 7.90 | 7.90 | 0.00% | market | 273.97% | — | — | 20.79% | -0.65% | 21.43% |
| BURL | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 81.33 | 81.33 | 0.00% | market | 30.00% | — | — | 1.68% | -1.69% | 3.37% |
| MESO | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 10.26 | 10.26 | 0.00% | market | 4000.00% | — | — | -14.14% | -1.69% | -12.45% |
| REX | 2016-08-25 | 2016-08-26 | 2016-09-26 | 1 | 13.42 | 13.42 | 0.00% | market | 70.32% | — | — | 2.73% | -1.69% | 4.42% |
| DBI | 2016-08-30 | 2016-08-31 | 2016-09-29 | 1 | 23.25 | 23.25 | 0.00% | market | 16.67% | — | — | -12.83% | -1.35% | -11.48% |
| OOMA | 2016-08-30 | 2016-08-31 | 2016-09-29 | 1 | 8.67 | 8.67 | 0.00% | market | 37.50% | — | — | 1.51% | -1.35% | 2.86% |
| ASND | 2016-08-31 | 2016-09-01 | 2016-09-30 | 1 | 18.70 | 18.70 | 0.00% | market | 13.04% | — | — | 7.39% | -0.49% | 7.88% |
| BOX | 2016-08-31 | 2016-09-01 | 2016-09-30 | 1 | 13.25 | 13.25 | 0.00% | market | 30.00% | — | — | 18.84% | -0.49% | 19.34% |
| AMBA | 2016-09-01 | 2016-09-02 | 2016-10-03 | 1 | 70.27 | 70.27 | 0.00% | market | 45.95% | — | — | 5.08% | -1.20% | 6.28% |
| AGX | 2016-09-06 | 2016-09-07 | 2016-10-05 | 1 | 50.00 | 50.00 | 0.00% | market | 63.29% | — | — | 17.42% | -1.47% | 18.89% |
| HQY | 2016-09-06 | 2016-09-07 | 2016-10-05 | 1 | 34.36 | 34.36 | 0.00% | market | 23.08% | — | — | 10.78% | -1.47% | 12.25% |
| MRVL | 2016-09-06 | 2016-09-07 | 2016-10-05 | 1 | 12.57 | 12.57 | 0.00% | market | 63.64% | — | — | 4.67% | -1.47% | 6.14% |
| GWRE | 2016-09-07 | 2016-09-08 | 2016-10-06 | 1 | 63.17 | 63.17 | 0.00% | market | 21.88% | — | — | -5.74% | -1.30% | -4.44% |
| BNED | 2016-09-08 | 2016-09-09 | 2016-10-07 | 1 | 1,090.00 | 1,090.00 | 0.00% | market | 12.50% | — | — | -14.04% | -0.89% | -13.16% |
| RH | 2016-09-08 | 2016-09-09 | 2016-10-07 | 1 | 39.40 | 39.40 | 0.00% | market | 51.72% | — | — | -14.64% | -0.89% | -13.75% |
| LEN | 2016-09-20 | 2016-09-21 | 2016-10-19 | 1 | 43.43 | 43.43 | 0.00% | market | 13.48% | — | — | -3.46% | 0.02% | -3.48% |
| THO | 2016-09-26 | 2016-09-27 | 2016-10-25 | 1 | 85.86 | 85.86 | 0.00% | market | 18.05% | — | — | -5.80% | 0.06% | -5.85% |
| IDT | 2016-09-28 | 2016-09-29 | 2016-10-27 | 1 | 16.50 | 16.50 | 0.00% | market | 72.41% | — | — | 12.51% | -1.49% | 14.00% |
| MU | 2016-10-04 | 2016-10-05 | 2016-11-02 | 1 | 17.55 | 17.55 | 0.00% | market | 58.33% | — | — | -5.06% | -2.63% | -2.43% |
| MG | 2016-10-06 | 2016-10-07 | 2016-11-04 | 1 | 21.75 | 21.75 | 0.00% | market | 15.00% | — | — | -5.16% | -3.49% | -1.66% |
| OZK | 2016-10-11 | 2016-10-12 | 2016-11-09 | 1 | 40.05 | 40.05 | 0.00% | market | 10.00% | — | — | -1.30% | 1.31% | -2.60% |
| SFBS | 2016-10-17 | 2016-10-18 | 2016-11-15 | 1 | 25.00 | 25.00 | 0.00% | market | 11.43% | — | — | 27.50% | 1.89% | 25.61% |
| NIC | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 38.99 | 38.99 | 0.00% | market | 23.21% | — | — | 10.75% | 1.80% | 8.95% |
| RF | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 10.33 | 10.33 | 0.00% | market | 14.29% | — | — | 24.68% | 1.80% | 22.88% |
| CVLG | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 7.63 | 7.63 | 0.00% | market | 14.29% | — | — | 25.85% | 2.39% | 23.46% |
| EWBC | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 39.40 | 39.40 | 0.00% | market | 10.14% | — | — | 18.48% | 2.39% | 16.08% |
| GGG | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 24.75 | 24.75 | 0.00% | market | 10.34% | — | — | 9.03% | 2.39% | 6.64% |
| BNY | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 42.02 | 42.02 | 0.00% | market | 11.11% | — | — | 12.80% | 2.16% | 10.64% |
| CLS | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 11.00 | 11.00 | 0.00% | market | 43.33% | — | — | 12.17% | 2.16% | 10.01% |
| PLD | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 52.04 | 52.04 | 0.00% | market | 67.74% | — | — | -6.00% | 2.16% | -8.16% |
| STBA | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 28.41 | 28.41 | 0.00% | market | 18.00% | — | — | 19.89% | 2.16% | 17.73% |
| MCO | 2016-10-21 | 2016-10-24 | 2016-11-21 | 3 | 102.98 | 102.98 | 0.00% | market | 11.67% | — | — | -1.90% | 2.40% | -4.29% |
| AVB | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 164.93 | 164.93 | 0.00% | market | 123.28% | — | — | -1.63% | 2.75% | -4.38% |
| KN | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 15.01 | 15.01 | 0.00% | market | 27.59% | — | — | 9.56% | 2.75% | 6.81% |
| ZION | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 32.65 | 32.65 | 0.00% | market | 14.00% | — | — | 18.31% | 2.75% | 15.56% |
| CB | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 124.36 | 124.36 | 0.00% | market | 11.63% | — | — | 1.77% | 3.51% | -1.74% |
| CINF | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 72.63 | 72.63 | 0.00% | market | 10.26% | — | — | 4.40% | 3.51% | 0.89% |
| EQR | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 61.44 | 61.44 | 0.00% | market | 40.00% | — | — | -3.73% | 3.51% | -7.24% |
| GLW | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 22.91 | 22.91 | 0.00% | market | 10.53% | — | — | 5.49% | 3.51% | 1.97% |
| LOGI | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 24.71 | 24.71 | 0.00% | market | 40.00% | — | — | -1.35% | 3.51% | -4.87% |
| MCRI | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 25.20 | 25.20 | 0.00% | market | 12.50% | — | — | 2.68% | 3.51% | -0.84% |
| NTB | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 25.48 | 25.48 | 0.00% | market | 22.45% | — | — | 14.42% | 3.51% | 10.91% |
| UA | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 32.73 | 32.73 | 0.00% | market | 20.83% | — | — | -6.27% | 3.51% | -9.78% |
| UAA | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 32.73 | 32.73 | 0.00% | market | 16.00% | — | — | -6.27% | 3.51% | -9.78% |
| ACGL | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 26.46 | 26.46 | 0.00% | market | 11.76% | — | — | 3.38% | 3.23% | 0.14% |
| AEM | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 48.88 | 48.88 | 0.00% | market | 38.89% | — | — | -16.47% | 3.23% | -19.70% |
| AORT | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 17.35 | 17.35 | 0.00% | market | 160.00% | — | — | 15.75% | 3.23% | 12.52% |
| AXS | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 57.46 | 57.46 | 0.00% | market | 69.52% | — | — | 6.91% | 3.23% | 3.68% |
| EVR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 55.40 | 55.40 | 0.00% | market | 24.49% | — | — | 21.20% | 3.23% | 17.97% |
| GRMN | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 50.20 | 50.20 | 0.00% | market | 38.89% | — | — | 5.06% | 3.23% | 1.83% |
| LMAT | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 20.30 | 20.30 | 0.00% | market | 13.33% | — | — | 18.57% | 3.23% | 15.34% |
| LOB | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 14.50 | 14.50 | 0.00% | market | 25.00% | — | — | 23.69% | 3.23% | 20.46% |
| MC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 27.40 | 27.40 | 0.00% | market | 29.41% | — | — | 8.48% | 3.23% | 5.24% |
| MEOH | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 38.32 | 38.32 | 0.00% | market | 93.75% | — | — | 3.50% | 3.23% | 0.27% |
| MKSI | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 50.00 | 50.00 | 0.00% | market | 12.82% | — | — | 15.60% | 3.23% | 12.37% |
| MMSI | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 23.55 | 23.55 | 0.00% | market | 13.04% | — | — | 3.08% | 3.23% | -0.15% |
| MUR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 29.40 | 29.40 | 0.00% | market | 14.29% | — | — | 4.49% | 3.23% | 1.26% |
| OC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 49.60 | 49.60 | 0.00% | market | 10.10% | — | — | 8.19% | 3.23% | 4.95% |
| SLAB | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 63.00 | 63.00 | 0.00% | market | 20.31% | — | — | 7.12% | 3.23% | 3.89% |
| SU | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 30.20 | 30.20 | 0.00% | market | 300.00% | — | — | 3.15% | 3.23% | -0.09% |
| TER | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 23.33 | 23.33 | 0.00% | market | 17.86% | — | — | 7.74% | 3.23% | 4.51% |
| UCTT | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 8.60 | 8.60 | 0.00% | market | 41.67% | — | — | 18.74% | 3.23% | 15.50% |
| ALV | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 68.86 | 68.86 | 0.00% | market | 17.39% | — | — | 7.57% | 3.44% | 4.12% |
| ATRC | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 18.75 | 18.75 | 0.00% | market | 25.00% | — | — | 0.41% | 3.44% | -3.04% |
| BELFB | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 23.45 | 23.45 | 0.00% | market | 43.48% | — | — | 26.98% | 3.44% | 23.54% |
| BMRN | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 79.73 | 79.73 | 0.00% | market | 33.33% | — | — | 10.72% | 3.44% | 7.28% |
| BMY | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 52.11 | 52.11 | 0.00% | market | 18.46% | — | — | 8.34% | 3.44% | 4.90% |
| COHU | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 11.36 | 11.36 | 0.00% | market | 16.67% | — | — | 12.14% | 3.44% | 8.69% |
| CRUS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 56.87 | 56.87 | 0.00% | market | 28.57% | — | — | 1.10% | 3.44% | -2.35% |
| EGO | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 16.65 | 16.65 | 0.00% | market | 733.33% | — | — | -16.62% | 3.44% | -20.06% |
| EQT | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 36.89 | 36.89 | 0.00% | market | 40.91% | — | — | 3.51% | 3.44% | 0.06% |
| FTNT | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 6.15 | 6.15 | 0.00% | market | 17.16% | — | — | -1.73% | 3.44% | -5.17% |
| HIG | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 43.85 | 43.85 | 0.00% | market | 11.58% | — | — | 8.02% | 3.44% | 4.57% |
| HTH | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 24.50 | 24.50 | 0.00% | market | 11.54% | — | — | 13.74% | 3.44% | 10.29% |
| LAZ | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 37.64 | 37.64 | 0.00% | market | 10.39% | — | — | 3.14% | 3.44% | -0.30% |
| LITE | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 37.50 | 37.50 | 0.00% | market | 11.36% | — | — | 10.03% | 3.44% | 6.59% |
| MCS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 25.70 | 25.70 | 0.00% | market | 21.43% | — | — | 19.55% | 3.44% | 16.11% |
| MOH | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 54.98 | 54.98 | 0.00% | market | 11.84% | — | — | -4.77% | 3.44% | -8.22% |
| MSTR | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 19.00 | 19.00 | 0.00% | market | 35.29% | — | — | 2.53% | 3.44% | -0.91% |
| OIS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 32.40 | 32.40 | 0.00% | market | 17.39% | — | — | -0.25% | 3.44% | -3.70% |
| POWI | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 32.30 | 32.30 | 0.00% | market | 16.13% | — | — | 5.69% | 3.44% | 2.25% |
| PRLB | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 46.45 | 46.45 | 0.00% | market | 15.91% | — | — | 17.55% | 3.44% | 14.11% |
| SIMO | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 44.91 | 44.91 | 0.00% | market | 13.83% | — | — | 1.90% | 3.44% | -1.54% |
| SSD | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 42.11 | 42.11 | 0.00% | market | 14.81% | — | — | 12.56% | 3.44% | 9.11% |
| TEAM | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 28.02 | 28.02 | 0.00% | market | 42.86% | — | — | -2.96% | 3.44% | -6.40% |
| VALE | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 6.98 | 6.98 | 0.00% | market | 35.71% | — | — | 30.27% | 3.44% | 26.83% |
| ARLP | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 24.40 | 24.40 | 0.00% | market | 24.66% | — | — | -2.15% | 3.75% | -5.90% |
| CTS | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 17.70 | 17.70 | 0.00% | market | 86.67% | — | — | 25.32% | 3.75% | 21.58% |
| CVX | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 103.82 | 103.82 | 0.00% | market | 32.43% | — | — | 5.22% | 3.75% | 1.47% |
| MA | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 107.40 | 107.40 | 0.00% | market | 10.20% | — | — | -3.43% | 3.75% | -7.18% |
| CGNX | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 27.58 | 27.58 | 0.00% | market | 21.74% | — | — | 8.17% | 3.50% | 4.67% |
| CNA | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 36.93 | 36.93 | 0.00% | market | 40.24% | — | — | 3.53% | 3.50% | 0.03% |
| HMC | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 29.40 | 29.40 | 0.00% | market | 64.41% | — | — | 1.06% | 3.50% | -2.44% |
| HMN | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 35.60 | 35.60 | 0.00% | market | 13.73% | — | — | 12.68% | 3.50% | 9.18% |
| L | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 43.02 | 43.02 | 0.00% | market | 28.99% | — | — | 3.69% | 3.50% | 0.19% |
| MCY | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 54.92 | 54.92 | 0.00% | market | 26.42% | — | — | 6.24% | 3.50% | 2.74% |
| TIMB | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 14.29 | 14.29 | 0.00% | market | 57.14% | — | — | -15.01% | 3.50% | -18.50% |
| ADM | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 46.75 | 46.75 | 0.00% | market | 25.53% | — | — | -5.32% | 4.23% | -9.55% |
| AMRC | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 5.40 | 5.40 | 0.00% | market | 33.33% | — | — | 11.01% | 4.23% | 6.78% |
| CORT | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 7.00 | 7.00 | 0.00% | market | 199.85% | — | — | 13.47% | 4.23% | 9.24% |
| EA | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 78.83 | 78.83 | 0.00% | market | 30.23% | — | — | -4.22% | 4.23% | -8.46% |
| FRPT | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 8.65 | 8.65 | 0.00% | market | 385.44% | — | — | 3.37% | 4.23% | -0.87% |
| KAI | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 51.40 | 51.40 | 0.00% | market | 24.62% | — | — | 22.47% | 4.23% | 18.23% |
| KBR | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 14.48 | 14.48 | 0.00% | market | 24.14% | — | — | 16.89% | 4.23% | 12.65% |
| OSK | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 54.28 | 54.28 | 0.00% | market | 25.00% | — | — | 29.40% | 4.23% | 25.16% |
| PAYC | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 42.48 | 42.48 | 0.00% | market | 36.36% | — | — | 0.21% | 4.23% | -4.03% |
| SHEL | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 51.24 | 51.24 | 0.00% | market | 54.55% | — | — | 0.95% | 4.23% | -3.28% |
| VECO | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 23.50 | 23.50 | 0.00% | market | 72.22% | — | — | 10.54% | 4.23% | 6.30% |
| Z | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 32.95 | 32.95 | 0.00% | market | 30.77% | — | — | 2.63% | 4.23% | -1.60% |
| ZG | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 32.79 | 32.79 | 0.00% | market | 30.77% | — | — | 1.49% | 4.23% | -2.75% |
| ACLS | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 12.75 | 12.75 | 0.00% | market | 59.09% | — | — | 1.86% | 4.61% | -2.75% |
| BRKR | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 22.65 | 22.65 | 0.00% | market | 60.00% | — | — | -0.23% | 4.61% | -4.85% |
| FSLR | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 38.50 | 38.50 | 0.00% | market | 64.86% | — | — | -21.79% | 4.61% | -26.40% |
| GNK | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 5.55 | 5.55 | 0.00% | market | 27.34% | — | — | 51.25% | 4.61% | 46.64% |
| INGR | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 128.82 | 128.82 | 0.00% | market | 10.11% | — | — | -8.06% | 4.61% | -12.68% |
| ITRI | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 59.15 | 59.15 | 0.00% | market | 22.22% | — | — | 6.58% | 4.61% | 1.96% |
| META | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 122.00 | 122.00 | 0.00% | market | 12.37% | — | — | -5.51% | 4.61% | -10.12% |
| PEGA | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 15.60 | 15.60 | 0.00% | market | 13.33% | — | — | 11.44% | 4.61% | 6.82% |
| QCOM | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 67.69 | 67.69 | 0.00% | market | 13.27% | — | — | -2.83% | 4.61% | -7.45% |
| AAOI | 2016-11-03 | 2016-11-04 | 2016-12-05 | 1 | 23.30 | 23.30 | 0.00% | market | 35.71% | — | — | 2.48% | 5.79% | -3.31% |
| CVCO | 2016-11-08 | 2016-11-09 | 2016-12-08 | 1 | 91.35 | 91.35 | 0.00% | market | 11.96% | — | — | 12.27% | 6.02% | 6.25% |
| ALRM | 2016-11-14 | 2016-11-15 | 2016-12-14 | 1 | 33.97 | 33.97 | 0.00% | market | 72.73% | — | — | -18.12% | 4.07% | -22.19% |
| YRD | 2016-11-15 | 2016-11-16 | 2016-12-15 | 1 | 32.88 | 32.88 | 0.00% | market | 373.68% | — | — | -18.65% | 4.25% | -22.90% |
| HP | 2016-11-17 | 2016-11-18 | 2016-12-19 | 1 | 67.53 | 67.53 | 0.00% | market | 23.26% | — | — | 16.07% | 2.95% | 13.12% |
| MRVL | 2016-11-17 | 2016-11-18 | 2016-12-19 | 1 | 14.63 | 14.63 | 0.00% | market | 66.67% | — | — | -3.04% | 2.95% | -5.99% |
| SBLK | 2016-11-21 | 2016-11-22 | 2016-12-21 | 1 | 5.49 | 5.49 | 0.00% | market | 32.31% | — | — | -13.03% | 2.39% | -15.42% |
| ADI | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 73.67 | 73.67 | 0.00% | market | 17.98% | — | — | -0.40% | 2.45% | -2.85% |
| BURL | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 86.98 | 86.98 | 0.00% | market | 54.55% | — | — | -1.47% | 2.45% | -3.92% |
| VEEV | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 44.33 | 44.33 | 0.00% | market | 37.50% | — | — | -6.46% | 2.45% | -8.92% |
| OOMA | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 9.90 | 9.90 | 0.00% | market | 60.00% | — | — | -11.21% | 1.23% | -12.44% |
| REX | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 15.50 | 15.50 | 0.00% | market | 81.53% | — | — | 6.80% | 1.23% | 5.58% |
| UTI | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 2.60 | 2.60 | 0.00% | market | 55.17% | — | — | 18.36% | 1.23% | 17.13% |
| BL | 2016-11-30 | 2016-12-01 | 2016-12-30 | 1 | 26.06 | 26.06 | 0.00% | market | 66.67% | — | — | 5.92% | 1.27% | 4.66% |
| TLYS | 2016-11-30 | 2016-12-01 | 2016-12-30 | 1 | 11.88 | 11.88 | 0.00% | market | 100.00% | — | — | 10.93% | 1.27% | 9.66% |
| AMBA | 2016-12-01 | 2016-12-02 | 2017-01-03 | 1 | 56.99 | 56.99 | 0.00% | market | 18.09% | — | — | -7.91% | 2.54% | -10.44% |
| WDAY | 2016-12-01 | 2016-12-02 | 2017-01-03 | 1 | 68.92 | 68.92 | 0.00% | market | 175.00% | — | — | -0.88% | 2.54% | -3.42% |
| PLAB | 2016-12-06 | 2016-12-07 | 2017-01-06 | 1 | 10.40 | 10.40 | 0.00% | market | 100.00% | — | — | 6.15% | 2.57% | 3.58% |
| OLLI | 2016-12-07 | 2016-12-08 | 2017-01-09 | 1 | 31.00 | 31.00 | 0.00% | market | 21.43% | — | — | -5.75% | 0.84% | -6.59% |
| WLY | 2016-12-07 | 2016-12-08 | 2017-01-09 | 1 | 56.15 | 56.15 | 0.00% | market | 15.15% | — | — | -0.63% | 0.84% | -1.48% |
| RH | 2016-12-08 | 2016-12-09 | 2017-01-10 | 1 | 31.50 | 31.50 | 0.00% | market | 18.75% | — | — | -8.04% | 0.47% | -8.50% |
| NX | 2016-12-15 | 2016-12-16 | 2017-01-18 | 1 | 20.75 | 20.75 | 0.00% | market | 15.38% | — | — | -4.20% | 0.33% | -4.52% |
| SMMT | 2016-12-15 | 2016-12-16 | 2017-01-18 | 1 | 8.35 | 8.35 | 0.00% | market | 43.75% | — | — | 25.05% | 0.33% | 24.72% |
| NKE | 2016-12-20 | 2016-12-21 | 2017-01-23 | 1 | 52.90 | 52.90 | 0.00% | market | 16.28% | — | — | 0.54% | -0.04% | 0.59% |
| MU | 2016-12-21 | 2016-12-22 | 2017-01-24 | 1 | 22.91 | 22.91 | 0.00% | market | 14.29% | — | — | -0.36% | 0.89% | -1.25% |
| SNX | 2017-01-10 | 2017-01-11 | 2017-02-09 | 1 | 61.76 | 61.76 | 0.00% | market | 22.97% | — | — | -3.37% | 1.87% | -5.24% |
| ASML | 2017-01-18 | 2017-01-19 | 2017-02-16 | 1 | 120.86 | 120.86 | 0.00% | market | 33.33% | — | — | 5.20% | 3.47% | 1.73% |
| FAST | 2017-01-18 | 2017-01-19 | 2017-02-16 | 1 | 12.72 | 12.72 | 0.00% | market | 11.11% | — | — | -0.57% | 3.47% | -4.05% |
| CHCO | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 65.82 | 65.82 | 0.00% | market | 11.49% | — | — | 0.30% | 3.70% | -3.41% |
| MTG | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 10.45 | 10.45 | 0.00% | market | 27.27% | — | — | 2.48% | 3.70% | -1.22% |
| TEAM | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 27.21 | 27.21 | 0.00% | market | 12.50% | — | — | 9.75% | 3.70% | 6.05% |
| ABCB | 2017-01-20 | 2017-01-23 | 2017-02-21 | 3 | 43.00 | 43.00 | 0.00% | market | 23.53% | — | — | 13.74% | 4.30% | 9.44% |
| MRCY | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 34.29 | 34.29 | 0.00% | market | 18.18% | — | — | 10.63% | 4.36% | 6.27% |
| WWD | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 68.00 | 68.00 | 0.00% | market | 46.00% | — | — | 4.31% | 4.36% | -0.05% |
| BABA | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 102.46 | 102.46 | 0.00% | market | 13.04% | — | — | -0.10% | 3.38% | -3.48% |
| COHR | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 36.45 | 36.45 | 0.00% | market | 42.31% | — | — | 2.51% | 3.38% | -0.88% |
| GLW | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 26.14 | 26.14 | 0.00% | market | 13.64% | — | — | 5.33% | 3.38% | 1.95% |
| MEOH | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 48.50 | 48.50 | 0.00% | market | 206.67% | — | — | 7.01% | 3.20% | 3.81% |
| MUR | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 30.59 | 30.59 | 0.00% | market | 15.79% | — | — | -8.08% | 3.20% | -11.28% |
| NVR | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 1,870.00 | 1,870.00 | 0.00% | market | 14.23% | — | — | 3.03% | 3.20% | -0.17% |
| RES | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 23.04 | 23.04 | 0.00% | market | 23.08% | — | — | -15.55% | 3.20% | -18.75% |
| ROK | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 153.67 | 153.67 | 0.00% | market | 21.53% | — | — | -1.75% | 3.20% | -4.95% |
| ROL | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 15.65 | 15.65 | 0.00% | market | 14.29% | — | — | 4.69% | 3.20% | 1.49% |
| VRTX | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 85.75 | 85.75 | 0.00% | market | 34.62% | — | — | 0.27% | 3.20% | -2.93% |
| DD | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 109.68 | 109.68 | 0.00% | market | 12.50% | — | — | 2.36% | 3.35% | -0.99% |
| LEA | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 144.73 | 144.73 | 0.00% | market | 10.47% | — | — | -0.83% | 3.35% | -4.18% |
| LRN | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 17.11 | 17.11 | 0.00% | market | 11.11% | — | — | 5.69% | 3.35% | 2.33% |
| OSIS | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 76.70 | 76.70 | 0.00% | market | 15.25% | — | — | -0.24% | 3.35% | -3.60% |
| PHM | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 21.36 | 21.36 | 0.00% | market | 13.56% | — | — | 3.36% | 3.35% | 0.01% |
| STM | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 13.13 | 13.13 | 0.00% | market | 15.38% | — | — | 18.18% | 3.35% | 14.83% |
| SYNA | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 61.95 | 61.95 | 0.00% | market | 10.37% | — | — | -10.00% | 3.35% | -13.35% |
| AEIS | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 63.50 | 63.50 | 0.00% | market | 30.86% | — | — | -0.60% | 5.64% | -6.24% |
| BANC | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 15.25 | 15.25 | 0.00% | market | 12.50% | — | — | 34.65% | 5.64% | 29.01% |
| PFG | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 58.25 | 58.25 | 0.00% | market | 10.43% | — | — | 9.81% | 5.64% | 4.17% |
| WERN | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 28.90 | 28.90 | 0.00% | market | 15.38% | — | — | -1.31% | 5.64% | -6.95% |
| EA | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 83.43 | 83.43 | 0.00% | market | 11.69% | — | — | 4.19% | 4.72% | -0.53% |
| MMYT | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 33.45 | 33.45 | 0.00% | market | 76.00% | — | — | -4.29% | 4.72% | -9.01% |
| NUE | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 58.57 | 58.57 | 0.00% | market | 26.47% | — | — | 6.85% | 4.72% | 2.13% |
| RAMP | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 28.00 | 28.00 | 0.00% | market | 60.00% | — | — | 1.90% | 4.72% | -2.82% |
| VIAV | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 9.15 | 9.15 | 0.00% | market | 42.86% | — | — | 6.79% | 4.72% | 2.06% |
| XOM | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 84.00 | 84.00 | 0.00% | market | 25.00% | — | — | -0.93% | 4.72% | -5.65% |
| ACLS | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 16.45 | 16.45 | 0.00% | market | 30.00% | — | — | -7.39% | 4.74% | -12.14% |
| AFG | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 89.35 | 89.35 | 0.00% | market | 22.22% | — | — | 6.41% | 4.74% | 1.67% |
| CACI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 131.45 | 131.45 | 0.00% | market | 15.75% | — | — | -4.74% | 4.74% | -9.49% |
| CBT | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 57.63 | 57.63 | 0.00% | market | 20.00% | — | — | 1.22% | 4.74% | -3.53% |
| CRUS | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 56.64 | 56.64 | 0.00% | market | 14.72% | — | — | -5.38% | 4.74% | -10.12% |
| FNF | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 25.58 | 25.58 | 0.00% | market | 14.52% | — | — | 4.98% | 4.74% | 0.24% |
| GHM | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 23.00 | 23.00 | 0.00% | market | 171.43% | — | — | -0.10% | 4.74% | -4.84% |
| MDU | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 10.50 | 10.50 | 0.00% | market | 17.86% | — | — | -2.48% | 4.74% | -7.23% |
| MPC | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 48.44 | 48.44 | 0.00% | market | 65.38% | — | — | 5.74% | 4.74% | 1.00% |
| MTCH | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 16.39 | 16.39 | 0.00% | market | 45.26% | — | — | -1.14% | 4.74% | -5.88% |
| MUSA | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 63.22 | 63.22 | 0.00% | market | 11.76% | — | — | 2.45% | 4.74% | -2.30% |
| AMZN | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 40.34 | 40.34 | 0.00% | market | 14.29% | — | — | 4.83% | 3.89% | 0.95% |
| COP | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 48.85 | 48.85 | 0.00% | market | 31.58% | — | — | -1.18% | 3.89% | -5.07% |
| FTNT | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 7.43 | 7.43 | 0.00% | market | 46.09% | — | — | -2.25% | 3.89% | -6.14% |
| HIG | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 48.00 | 48.00 | 0.00% | market | 12.50% | — | — | 1.55% | 3.89% | -2.34% |
| HUBG | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 24.50 | 24.50 | 0.00% | market | 139.13% | — | — | 3.17% | 3.89% | -0.72% |
| NOK | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 4.83 | 4.83 | 0.00% | market | 62.50% | — | — | 9.22% | 3.89% | 5.33% |
| PCTY | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 34.77 | 34.77 | 0.00% | market | 302.25% | — | — | 6.34% | 3.89% | 2.46% |
| PH | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 150.69 | 150.69 | 0.00% | market | 37.41% | — | — | 4.70% | 3.89% | 0.82% |
| PIPR | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 19.10 | 19.10 | 0.00% | market | 29.63% | — | — | -8.58% | 3.89% | -12.47% |
| PLUS | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 28.53 | 28.53 | 0.00% | market | 15.38% | — | — | 13.04% | 3.89% | 9.16% |
| RL | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 75.96 | 75.96 | 0.00% | market | 13.41% | — | — | 4.86% | 3.89% | 0.98% |
| MSGS | 2017-02-03 | 2017-02-06 | 2017-03-07 | 3 | 86.74 | 86.74 | 0.00% | market | 17.73% | — | — | 8.62% | 3.55% | 5.07% |
| TIMB | 2017-02-03 | 2017-02-06 | 2017-03-07 | 3 | 14.97 | 14.97 | 0.00% | market | 100.00% | — | — | 3.91% | 3.55% | 0.36% |
| FN | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 44.47 | 44.47 | 0.00% | market | 15.19% | — | — | -7.43% | 3.13% | -10.56% |
| HAS | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 94.28 | 94.28 | 0.00% | market | 29.13% | — | — | 3.19% | 3.13% | 0.06% |
| NOV | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 38.02 | 38.02 | 0.00% | market | 48.28% | — | — | -0.31% | 3.13% | -3.44% |
| TSN | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 63.41 | 63.41 | 0.00% | market | 26.19% | — | — | -2.45% | 3.13% | -5.58% |
| AGCO | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 64.01 | 64.01 | 0.00% | market | 18.31% | — | — | -7.63% | 3.46% | -11.09% |
| MOS | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 32.23 | 32.23 | 0.00% | market | 116.67% | — | — | -10.12% | 3.46% | -13.58% |
| TDW | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 53.55 | 53.55 | 0.00% | market | 14.85% | — | — | -39.86% | 3.46% | -43.32% |
| ZG | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 34.41 | 34.41 | 0.00% | market | 27.27% | — | — | 1.09% | 3.46% | -2.37% |
| RYN | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 28.71 | 28.71 | 0.00% | market | 36.35% | — | — | -0.17% | 3.69% | -3.86% |
| SU | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 31.91 | 31.91 | 0.00% | market | 38.10% | — | — | -5.90% | 3.69% | -9.58% |
| VOYA | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 39.91 | 39.91 | 0.00% | market | 15.19% | — | — | 1.50% | 3.69% | -2.18% |
| VRNS | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 10.28 | 10.28 | 0.00% | market | 14.29% | — | — | -11.29% | 3.69% | -14.97% |
| AGYS | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 8.91 | 8.91 | 0.00% | market | 33.33% | — | — | 1.03% | 2.95% | -1.91% |
| CLF | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 10.92 | 10.92 | 0.00% | market | 47.83% | — | — | -17.22% | 2.95% | -20.17% |
| KMPR | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 44.10 | 44.10 | 0.00% | market | 30.23% | — | — | -7.13% | 2.95% | -10.08% |
| STC | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 45.71 | 45.71 | 0.00% | market | 29.09% | — | — | -6.73% | 2.95% | -9.68% |
| TDC | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 32.33 | 32.33 | 0.00% | market | 11.67% | — | — | -4.24% | 2.95% | -7.19% |
| WTW | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 122.44 | 122.44 | 0.00% | market | 16.77% | — | — | 5.20% | 2.95% | 2.25% |
| YELP | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 37.53 | 37.53 | 0.00% | market | 354.55% | — | — | -7.96% | 2.95% | -10.91% |
| MT | 2017-02-10 | 2017-02-13 | 2017-03-14 | 3 | 27.57 | 27.57 | 0.00% | market | 23.08% | — | — | -5.65% | 2.08% | -7.73% |
| BRKR | 2017-02-13 | 2017-02-14 | 2017-03-15 | 1 | 24.28 | 24.28 | 0.00% | market | 24.32% | — | — | -0.43% | 2.75% | -3.18% |
| CAE | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 14.73 | 14.73 | 0.00% | market | 17.65% | — | — | 0.10% | 2.15% | -2.05% |
| FANG | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 111.84 | 111.84 | 0.00% | market | 66.67% | — | — | -7.61% | 2.15% | -9.77% |
| GGAL | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 34.61 | 34.61 | 0.00% | market | 14.29% | — | — | 2.70% | 2.15% | 0.55% |
| ITT | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 42.00 | 42.00 | 0.00% | market | 14.29% | — | — | -1.77% | 2.15% | -3.92% |
| NMM | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 29.99 | 29.99 | 0.00% | market | 980.00% | — | — | 12.37% | 2.15% | 10.22% |
| VNOM | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 18.50 | 18.50 | 0.00% | market | 26.67% | — | — | -4.37% | 2.15% | -6.52% |
| DNOW | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 20.99 | 20.99 | 0.00% | market | 19.44% | — | — | -19.92% | 0.89% | -20.80% |
| MATV | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 43.57 | 43.57 | 0.00% | market | 11.11% | — | — | -2.58% | 0.89% | -3.46% |
| NTAP | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 40.80 | 40.80 | 0.00% | market | 10.81% | — | — | 2.99% | 0.89% | 2.10% |
| NTES | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 56.68 | 56.68 | 0.00% | market | 17.81% | — | — | 2.76% | 0.89% | 1.87% |
| WIX | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 61.75 | 61.75 | 0.00% | market | 94.62% | — | — | 10.99% | 0.89% | 10.11% |
| AMN | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 39.75 | 39.75 | 0.00% | market | 14.81% | — | — | 8.33% | 1.21% | 7.12% |
| ANET | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 6.94 | 6.94 | 0.00% | market | 30.00% | — | — | 17.34% | 1.21% | 16.13% |
| CGNX | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 36.70 | 36.70 | 0.00% | market | 46.67% | — | — | 10.01% | 1.21% | 8.80% |
| CYTK | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 11.90 | 11.90 | 0.00% | market | 161.54% | — | — | 4.94% | 1.21% | 3.74% |
| FLS | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 48.50 | 48.50 | 0.00% | market | 10.77% | — | — | -3.65% | 1.21% | -4.85% |
| PI | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 33.06 | 33.06 | 0.00% | market | 22.22% | — | — | -12.99% | 1.21% | -14.19% |
| RS | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 87.40 | 87.40 | 0.00% | market | 13.51% | — | — | -6.47% | 1.21% | -7.68% |
| TTD | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 3.40 | 3.40 | 0.00% | market | 45.56% | — | — | 11.96% | 1.21% | 10.75% |
| FSLR | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 35.51 | 35.51 | 0.00% | market | 27.84% | — | — | -18.80% | -0.74% | -18.06% |
| MMSI | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 29.00 | 29.00 | 0.00% | market | 10.71% | — | — | 1.97% | -0.74% | 2.71% |
| RBA | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 34.73 | 34.73 | 0.00% | market | 11.11% | — | — | -9.08% | -0.74% | -8.35% |
| AXTI | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 7.05 | 7.05 | 0.00% | market | 114.29% | — | — | -19.25% | -1.20% | -18.05% |
| DINO | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 29.17 | 29.17 | 0.00% | market | 14.29% | — | — | -7.40% | -1.20% | -6.20% |
| GDOT | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 27.80 | 27.80 | 0.00% | market | 26.67% | — | — | 18.64% | -1.20% | 19.84% |
| GGB | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 3.40 | 3.40 | 0.00% | market | 88.89% | — | — | -15.98% | -1.20% | -14.78% |
| HBM | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 7.95 | 7.95 | 0.00% | market | 50.00% | — | — | -12.05% | -1.20% | -10.85% |
| RGEN | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 32.45 | 32.45 | 0.00% | market | 14.29% | — | — | 6.86% | -1.20% | 8.07% |
| RRC | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 30.65 | 30.65 | 0.00% | market | 130.00% | — | — | -11.26% | -1.20% | -10.06% |
| UCTT | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 14.00 | 14.00 | 0.00% | market | 33.33% | — | — | 9.76% | -1.20% | 10.96% |
| AAOI | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 42.11 | 42.11 | 0.00% | market | 12.00% | — | — | 30.56% | -0.68% | 31.24% |
| ADC | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 48.96 | 48.96 | 0.00% | market | 31.58% | — | — | -1.77% | -0.68% | -1.10% |
| AGO | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 41.90 | 41.90 | 0.00% | market | 54.41% | — | — | -12.15% | -0.68% | -11.47% |
| BIO | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 189.10 | 189.10 | 0.00% | market | 25.00% | — | — | 5.88% | -0.68% | 6.56% |
| CENX | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 13.04 | 13.04 | 0.00% | market | 25.00% | — | — | -9.61% | -0.68% | -8.93% |
| MCS | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 31.20 | 31.20 | 0.00% | market | 24.00% | — | — | -0.90% | -0.68% | -0.22% |
| NVCR | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 7.10 | 7.10 | 0.00% | market | 35.00% | — | — | -0.80% | -0.68% | -0.12% |
| OLED | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 74.00 | 74.00 | 0.00% | market | 50.00% | — | — | 12.60% | -0.68% | 13.28% |
| APPF | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 26.00 | 26.00 | 0.00% | market | 45.29% | — | — | 0.09% | -0.57% | 0.66% |
| ARI | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 18.06 | 18.06 | 0.00% | market | 11.36% | — | — | 4.72% | -0.57% | 5.29% |
| CCU | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 23.43 | 23.43 | 0.00% | market | 32.35% | — | — | 6.34% | -0.57% | 6.92% |
| DK | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 22.69 | 22.69 | 0.00% | market | 22.81% | — | — | 6.25% | -0.57% | 6.82% |
| OMAB | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 37.58 | 37.58 | 0.00% | market | 26.53% | — | — | 13.13% | -0.57% | 13.70% |
| WDAY | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 82.20 | 82.20 | 0.00% | market | 800.00% | — | — | 1.76% | -0.57% | 2.33% |
| AR | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 24.40 | 24.40 | 0.00% | market | 15.79% | — | — | -5.30% | -1.20% | -4.11% |
| CRM | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 82.87 | 82.87 | 0.00% | market | 12.00% | — | — | -0.69% | -1.20% | 0.50% |
| DDD | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 15.27 | 15.27 | 0.00% | market | 25.00% | — | — | -2.52% | -1.20% | -1.33% |
| ETSY | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 11.46 | 11.46 | 0.00% | market | 1207.01% | — | — | -9.79% | -1.20% | -8.59% |
| FRO | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 7.00 | 7.00 | 0.00% | market | 175.00% | — | — | -1.24% | -1.20% | -0.05% |
| BBY | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 42.22 | 42.22 | 0.00% | market | 16.77% | — | — | 14.99% | -1.37% | 16.35% |
| E | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 31.87 | 31.87 | 0.00% | market | 316.67% | — | — | 2.28% | -1.37% | 3.65% |
| MNST | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 23.92 | 23.92 | 0.00% | market | 20.00% | — | — | -3.40% | -1.37% | -2.04% |
| P | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 10.60 | 10.60 | 0.00% | market | 71.43% | — | — | -8.31% | -1.37% | -6.94% |
| TDOC | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 21.80 | 21.80 | 0.00% | market | 11.43% | — | — | 15.50% | -1.37% | 16.86% |
| VCYT | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 8.08 | 8.08 | 0.00% | market | 46.15% | — | — | 11.90% | -1.37% | 13.27% |
| ABEV | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 5.42 | 5.42 | 0.00% | market | 12.50% | — | — | 6.17% | -1.02% | 7.19% |
| CNQ | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 15.22 | 15.22 | 0.00% | market | 55.56% | — | — | 7.65% | -1.02% | 8.67% |
| GWRE | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 58.26 | 58.26 | 0.00% | market | 100.00% | — | — | -3.41% | -1.02% | -2.39% |
| JOE | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 16.65 | 16.65 | 0.00% | market | 300.00% | — | — | 2.30% | -1.02% | 3.32% |
| MEI | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 44.65 | 44.65 | 0.00% | market | 18.87% | — | — | 2.03% | -1.02% | 3.05% |
| NTNX | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 25.52 | 25.52 | 0.00% | market | 20.00% | — | — | -26.55% | -1.02% | -25.53% |
| SRI | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 18.90 | 18.90 | 0.00% | market | 17.24% | — | — | -4.12% | -1.02% | -3.10% |
| BGSF | 2017-03-06 | 2017-03-07 | 2017-04-04 | 1 | 13.87 | 13.87 | 0.00% | market | 18.18% | — | — | 3.58% | -0.79% | 4.37% |
| WLY | 2017-03-07 | 2017-03-08 | 2017-04-05 | 1 | 50.50 | 50.50 | 0.00% | market | 17.95% | — | — | 4.16% | -1.08% | 5.24% |
| BLFS | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 2.41 | 2.41 | 0.00% | market | 50.00% | — | — | -15.37% | -1.16% | -14.21% |
| CECO | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 8.31 | 8.31 | 0.00% | market | 75.00% | — | — | 10.73% | -1.16% | 11.89% |
| FIZZ | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 33.96 | 33.96 | 0.00% | market | 36.84% | — | — | 25.14% | -1.16% | 26.30% |
| MYRG | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 41.15 | 41.15 | 0.00% | market | 20.00% | — | — | -1.00% | -1.16% | 0.16% |
| GCO | 2017-03-10 | 2017-03-13 | 2017-04-10 | 3 | 61.10 | 61.10 | 0.00% | market | 20.79% | — | — | -14.83% | -0.96% | -13.87% |
| TEO | 2017-03-10 | 2017-03-13 | 2017-04-10 | 3 | 22.49 | 22.49 | 0.00% | market | 35.14% | — | — | 0.12% | -0.96% | 1.08% |
| GRBK | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 9.30 | 9.30 | 0.00% | market | 100.00% | — | — | 7.43% | -0.89% | 8.32% |
| IPAR | 2017-03-13 | 2017-03-14 | 2017-04-11 | 1 | 37.85 | 37.85 | 0.00% | market | 33.33% | — | — | -7.37% | -0.89% | -6.47% |
| CLDX | 2017-03-14 | 2017-03-15 | 2017-04-12 | 1 | 50.40 | 50.40 | 0.00% | market | 11.76% | — | — | -3.08% | -1.49% | -1.59% |
| DBI | 2017-03-14 | 2017-03-15 | 2017-04-12 | 1 | 19.67 | 19.67 | 0.00% | market | 25.00% | — | — | 0.61% | -1.49% | 2.10% |
| ALRM | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 33.00 | 33.00 | 0.00% | market | 46.15% | — | — | -6.04% | -2.76% | -3.28% |
| IBRX | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 3.78 | 3.78 | 0.00% | market | 32.56% | — | — | -9.36% | -2.76% | -6.60% |
| YRD | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 28.14 | 28.14 | 0.00% | market | 178.79% | — | — | -14.78% | -2.76% | -12.02% |
| PTCT | 2017-03-16 | 2017-03-17 | 2017-04-17 | 1 | 8.91 | 8.91 | 0.00% | market | 21.21% | — | — | 19.77% | -1.34% | 21.10% |
| NKE | 2017-03-21 | 2017-03-22 | 2017-04-20 | 1 | 54.76 | 54.76 | 0.00% | market | 28.30% | — | — | 2.89% | 0.67% | 2.22% |
| WPM | 2017-03-21 | 2017-03-22 | 2017-04-20 | 1 | 20.01 | 20.01 | 0.00% | market | 18.75% | — | — | 6.10% | 0.67% | 5.43% |
| CMC | 2017-03-23 | 2017-03-24 | 2017-04-24 | 1 | 18.72 | 18.72 | 0.00% | market | 150.00% | — | — | 1.45% | 1.19% | 0.26% |
| OLLI | 2017-03-28 | 2017-03-29 | 2017-04-27 | 1 | 34.00 | 34.00 | 0.00% | market | 11.43% | — | — | 11.37% | 1.54% | 9.83% |
| LPL | 2017-03-29 | 2017-03-30 | 2017-04-28 | 1 | 13.48 | 13.48 | 0.00% | market | 92.00% | — | — | -4.63% | 1.11% | -5.73% |
| PRGS | 2017-03-29 | 2017-03-30 | 2017-04-28 | 1 | 30.22 | 30.22 | 0.00% | market | 21.43% | — | — | -1.75% | 1.11% | -2.86% |
| GBX | 2017-04-05 | 2017-04-06 | 2017-05-05 | 1 | 47.85 | 47.85 | 0.00% | market | 29.76% | — | — | -9.92% | 2.03% | -11.95% |
| LECO | 2017-04-18 | 2017-04-19 | 2017-05-17 | 1 | 87.50 | 87.50 | 0.00% | market | 11.39% | — | — | -1.27% | 0.55% | -1.82% |
| BHE | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 30.95 | 30.95 | 0.00% | market | 30.77% | — | — | -0.58% | 1.12% | -1.70% |
| CSX | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 16.73 | 16.73 | 0.00% | market | 21.43% | — | — | -0.04% | 1.12% | -1.16% |
| ASR | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 181.05 | 181.05 | 0.00% | market | 13.40% | — | — | 6.35% | 1.30% | 5.04% |
| BANF | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 46.90 | 46.90 | 0.00% | market | 19.30% | — | — | -1.64% | 1.30% | -2.94% |
| CFG | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 35.28 | 35.28 | 0.00% | market | 11.76% | — | — | -2.11% | 1.30% | -3.41% |
| MANH | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 47.89 | 47.89 | 0.00% | market | 10.53% | — | — | -0.91% | 1.30% | -2.22% |
| NBHC | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 32.48 | 32.48 | 0.00% | market | 30.43% | — | — | -4.56% | 1.30% | -5.87% |
| CHCO | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 72.67 | 72.67 | 0.00% | market | 30.00% | — | — | -9.29% | 0.90% | -10.19% |
| FBK | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 36.37 | 36.37 | 0.00% | market | 16.67% | — | — | 4.08% | 0.90% | 3.18% |
| PDS | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 83.80 | 83.80 | 0.00% | market | 45.45% | — | — | -6.54% | 0.90% | -7.44% |
| SANM | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 40.60 | 40.60 | 0.00% | market | 10.14% | — | — | -9.58% | 0.90% | -10.48% |
| ZION | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 40.91 | 40.91 | 0.00% | market | 12.96% | — | — | 0.95% | 0.90% | 0.05% |
| ASH | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 62.41 | 62.41 | 0.00% | market | 11.76% | — | — | 6.18% | 0.88% | 5.30% |
| CMG | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 9.49 | 9.49 | 0.00% | market | 25.58% | — | — | 0.85% | 0.88% | -0.03% |
| EAT | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 44.24 | 44.24 | 0.00% | market | 10.59% | — | — | -9.23% | 0.88% | -10.11% |
| EBF | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 17.10 | 17.10 | 0.00% | market | 16.67% | — | — | -6.24% | 0.88% | -7.12% |
| KMT | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 42.57 | 42.57 | 0.00% | market | 39.53% | — | — | -8.96% | 0.88% | -9.84% |
| MCD | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 141.70 | 141.70 | 0.00% | market | 10.53% | — | — | 5.40% | 0.88% | 4.52% |
| TROW | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 69.50 | 69.50 | 0.00% | market | 18.33% | — | — | -1.28% | 0.88% | -2.16% |
| UVE | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 24.00 | 24.00 | 0.00% | market | 10.26% | — | — | 2.61% | 0.88% | 1.73% |
| VLO | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 65.41 | 65.41 | 0.00% | market | 13.33% | — | — | -2.55% | 0.88% | -3.43% |
| AGNC | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 20.80 | 20.80 | 0.00% | market | 10.34% | — | — | -0.77% | 1.25% | -2.03% |
| CNMD | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 44.01 | 44.01 | 0.00% | market | 11.76% | — | — | 14.76% | 1.25% | 13.51% |
| CPF | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 33.49 | 33.49 | 0.00% | market | 10.53% | — | — | -7.33% | 1.25% | -8.58% |
| CSGP | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 22.86 | 22.86 | 0.00% | market | 22.22% | — | — | 13.42% | 1.25% | 12.16% |
| EIG | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 40.25 | 40.25 | 0.00% | market | 14.00% | — | — | 0.15% | 1.25% | -1.10% |
| ELV | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 180.27 | 180.27 | 0.00% | market | 21.24% | — | — | 0.58% | 1.25% | -0.67% |
| FTI | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 24.63 | 24.63 | 0.00% | market | 115.15% | — | — | -2.45% | 1.25% | -3.71% |
| MKSI | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 80.50 | 80.50 | 0.00% | market | 16.51% | — | — | -0.91% | 1.25% | -2.16% |
| TEL | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 77.42 | 77.42 | 0.00% | market | 10.19% | — | — | 0.87% | 1.25% | -0.38% |
| TS | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 32.10 | 32.10 | 0.00% | market | 413.51% | — | — | -3.43% | 1.25% | -4.69% |
| UFI | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 29.08 | 29.08 | 0.00% | market | 61.29% | — | — | -5.16% | 1.25% | -6.41% |
| UTHR | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 120.72 | 120.72 | 0.00% | market | 17.52% | — | — | -2.07% | 1.25% | -3.32% |
| AEM | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 44.62 | 44.62 | 0.00% | market | 154.55% | — | — | 10.01% | 1.18% | 8.83% |
| AIT | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 67.10 | 67.10 | 0.00% | market | 19.05% | — | — | -8.22% | 1.18% | -9.40% |
| BGSF | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 15.35 | 15.35 | 0.00% | market | 25.00% | — | — | 4.98% | 1.18% | 3.81% |
| CRS | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 40.01 | 40.01 | 0.00% | market | 33.33% | — | — | -8.85% | 1.18% | -10.02% |
| CSTM | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 6.60 | 6.60 | 0.00% | market | 49.97% | — | — | 0.66% | 1.18% | -0.52% |
| CUZ | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 31.24 | 31.24 | 0.00% | market | 13.33% | — | — | 9.12% | 1.18% | 7.94% |
| ESS | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 243.20 | 243.20 | 0.00% | market | 177.55% | — | — | 5.29% | 1.18% | 4.11% |
| FCFS | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 52.30 | 52.30 | 0.00% | market | 11.48% | — | — | 2.67% | 1.18% | 1.50% |
| FSS | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 15.73 | 15.73 | 0.00% | market | 16.67% | — | — | 1.49% | 1.18% | 0.31% |
| FTNT | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 7.81 | 7.81 | 0.00% | market | 10.21% | — | — | 1.05% | 1.18% | -0.12% |
| MPC | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 51.32 | 51.32 | 0.00% | market | 220.00% | — | — | 2.82% | 1.18% | 1.65% |
| SPSC | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 29.48 | 29.48 | 0.00% | market | 44.44% | — | — | -0.88% | 1.18% | -2.06% |
| SRPT | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 38.00 | 38.00 | 0.00% | market | 14.12% | — | — | -21.13% | 1.18% | -22.30% |
| TBBK | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 5.60 | 5.60 | 0.00% | market | 100.00% | — | — | 9.19% | 1.18% | 8.01% |
| TEAM | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 34.20 | 34.20 | 0.00% | market | 33.33% | — | — | 3.94% | 1.18% | 2.76% |
| VRTX | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 119.50 | 119.50 | 0.00% | market | 41.38% | — | — | 0.25% | 1.18% | -0.92% |
| CVX | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 106.26 | 106.26 | 0.00% | market | 44.71% | — | — | -2.17% | 1.18% | -3.35% |
| PRG | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 36.40 | 36.40 | 0.00% | market | 21.21% | — | — | -0.90% | 1.18% | -2.08% |
| WY | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 33.75 | 33.75 | 0.00% | market | 22.22% | — | — | -1.91% | 1.18% | -3.09% |
| XOM | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 81.51 | 81.51 | 0.00% | market | 11.76% | — | — | -0.60% | 1.18% | -1.78% |
| CHGG | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 9.92 | 9.92 | 0.00% | market | 100.00% | — | — | 20.87% | 1.09% | 19.78% |
| CORT | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 10.53 | 10.53 | 0.00% | market | 33.33% | — | — | 7.31% | 1.09% | 6.22% |
| TBI | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 28.00 | 28.00 | 0.00% | market | 75.00% | — | — | -4.21% | 1.09% | -5.30% |
| BP | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 34.60 | 34.60 | 0.00% | market | 21.05% | — | — | 4.64% | 1.92% | 2.72% |
| CNX | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 16.08 | 16.08 | 0.00% | market | 54.55% | — | — | -8.18% | 1.92% | -10.11% |
| FSLR | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 32.50 | 32.50 | 0.00% | market | 292.31% | — | — | 17.81% | 1.92% | 15.89% |
| GNW | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 3.95 | 3.95 | 0.00% | market | 26.09% | — | — | -7.19% | 1.92% | -9.11% |
| HUBS | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 71.00 | 71.00 | 0.00% | market | 137.50% | — | — | 3.91% | 1.92% | 1.99% |
| HY | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 69.00 | 69.00 | 0.00% | market | 107.55% | — | — | 7.90% | 1.92% | 5.98% |
| MOH | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 60.60 | 60.60 | 0.00% | market | 157.89% | — | — | 9.93% | 1.92% | 8.01% |
| NOA | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 4.55 | 4.55 | 0.00% | market | 40.90% | — | — | -1.20% | 1.92% | -3.12% |
| PAYC | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 63.11 | 63.11 | 0.00% | market | 14.63% | — | — | 6.24% | 1.92% | 4.32% |
| PCG | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 66.73 | 66.73 | 0.00% | market | 30.86% | — | — | 3.14% | 1.92% | 1.21% |
| POWL | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 12.91 | 12.91 | 0.00% | market | 86.67% | — | — | -14.04% | 1.92% | -15.97% |
| QLYS | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 39.90 | 39.90 | 0.00% | market | 11.11% | — | — | 7.29% | 1.92% | 5.37% |
| VNOM | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 17.89 | 17.89 | 0.00% | market | 15.79% | — | — | -4.46% | 1.92% | -6.38% |
| CVLT | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 56.35 | 56.35 | 0.00% | market | 11.54% | — | — | -0.10% | 2.24% | -2.34% |
| CXW | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 33.50 | 33.50 | 0.00% | market | 10.53% | — | — | -10.97% | 2.24% | -13.20% |
| EXK | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 3.06 | 3.06 | 0.00% | market | 150.00% | — | — | -5.00% | 2.24% | -7.24% |
| FORM | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 12.50 | 12.50 | 0.00% | market | 20.00% | — | — | 16.30% | 2.24% | 14.06% |
| GKOS | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 42.70 | 42.70 | 0.00% | market | 191.12% | — | — | -4.10% | 2.24% | -6.34% |
| HRTG | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 12.55 | 12.55 | 0.00% | market | 10.53% | — | — | 4.12% | 2.24% | 1.89% |