EPS surp.>10 & Rev. surp.>0 & Net margin>12 (hold 20d) (lookback 50y) (max 100 pos)
Run 9a98d458 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
5388
Win rate
55.27%
Avg return
1.09%
Median return
1.02%
Avg abnormal
0.17%
Median abnormal
-0.23%
Best trade
161.16%
Worst trade
-66.85%
Sharpe (per-trade)
0.10
Daily portfolio drawdown
-22.57%
Portfolio (equal_weight)
Total return
58.64%
Max drawdown
-22.57%
Avg trade return
1.09%
Win rate
55.27%
Signals
8668
Configured concurrent
100
Observed concurrent
100
Trades taken
5388
Skipped (no capacity)
3280
Excess vs benchmark
-536.37%
Avg entry slippage
0.00%
Return if filled at market
58.64%
VWAP fills
0
VWAP fallbacks
0
3280 of 8668 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 |
|---|---|---|---|---|
| 2010 | 3 | 0.24% | -0.13% | 66.67% |
| 2015 | 1 | -2.00% | -1.61% | 0.00% |
| 2016 | 198 | 4.09% | 2.14% | 69.70% |
| 2017 | 463 | 0.67% | -0.54% | 52.27% |
| 2018 | 508 | 1.35% | 0.76% | 59.84% |
| 2019 | 491 | 0.45% | 0.18% | 51.53% |
| 2020 | 556 | -1.19% | -0.86% | 49.46% |
| 2021 | 616 | 2.75% | 1.23% | 65.75% |
| 2022 | 577 | 1.73% | 1.52% | 54.77% |
| 2023 | 552 | 0.23% | -1.08% | 46.74% |
| 2024 | 542 | 2.54% | -0.30% | 58.86% |
| 2025 | 560 | 0.48% | 0.22% | 55.36% |
| 2026 | 321 | 0.10% | -0.73% | 48.60% |
Trades (page 1: 500 of 5,388)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Rev. surp. | Net margin | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SNN | 2010-05-06 | 2010-05-07 | 2010-06-07 | 1 | 18.91 | 18.91 | 0.00% | market | 11.76% | 108.44% | — | -4.81% | -6.35% | 1.54% |
| AU | 2010-08-12 | 2010-08-13 | 2010-09-13 | 1 | 42.99 | 42.99 | 0.00% | market | 183.33% | 4.95% | — | 3.62% | 4.09% | -0.47% |
| AU | 2010-11-12 | 2010-11-15 | 2010-12-14 | 3 | 49.54 | 49.54 | 0.00% | market | 127.78% | 45.45% | — | 1.92% | 3.39% | -1.47% |
| GRFS | 2015-11-04 | 2015-11-05 | 2015-12-04 | 1 | 17.93 | 17.93 | 0.00% | market | 18.18% | 36.89% | — | -2.00% | -0.38% | -1.61% |
| MANH | 2016-07-19 | 2016-07-20 | 2016-08-17 | 1 | 66.25 | 66.25 | 0.00% | market | 11.36% | 11.36% | — | -10.26% | 1.01% | -11.27% |
| MSFT | 2016-07-19 | 2016-07-20 | 2016-08-17 | 1 | 56.15 | 56.15 | 0.00% | market | 18.97% | 18.97% | — | 2.41% | 1.01% | 1.40% |
| MTG | 2016-07-19 | 2016-07-20 | 2016-08-17 | 1 | 7.02 | 7.02 | 0.00% | market | 30.00% | 30.00% | — | 10.01% | 1.01% | 9.01% |
| QCOM | 2016-07-20 | 2016-07-21 | 2016-08-18 | 1 | 59.80 | 59.80 | 0.00% | market | 19.59% | 19.59% | — | 5.32% | 0.88% | 4.44% |
| BIIB | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 282.09 | 282.09 | 0.00% | market | 11.56% | 11.56% | — | 12.21% | 0.98% | 11.22% |
| GATX | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 44.17 | 44.17 | 0.00% | market | 21.14% | 21.14% | — | 0.60% | 0.98% | -0.38% |
| SIMO | 2016-07-21 | 2016-07-22 | 2016-08-19 | 1 | 53.39 | 53.39 | 0.00% | market | 13.16% | 15.15% | — | 1.32% | 0.98% | 0.34% |
| ADC | 2016-07-25 | 2016-07-26 | 2016-08-23 | 1 | 49.90 | 49.90 | 0.00% | market | 29.73% | 29.75% | — | -3.43% | 1.13% | -4.55% |
| BOH | 2016-07-25 | 2016-07-26 | 2016-08-23 | 1 | 69.54 | 69.54 | 0.00% | market | 10.75% | 9.91% | — | 1.27% | 1.13% | 0.14% |
| ARLP | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 19.62 | 19.62 | 0.00% | market | 49.09% | 49.09% | — | 5.86% | 0.30% | 5.56% |
| BAX | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 48.01 | 48.01 | 0.00% | market | 17.95% | 15.00% | — | -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% | 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% | 359.97% | — | 1.97% | 0.30% | 1.67% |
| WES | 2016-07-26 | 2016-07-27 | 2016-08-24 | 1 | 37.78 | 37.78 | 0.00% | market | 24.24% | 24.23% | — | -3.70% | 0.30% | -4.00% |
| ACGL | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 23.84 | 23.84 | 0.00% | market | 15.15% | 39.00% | — | 11.02% | 0.65% | 10.36% |
| BELFB | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 20.39 | 20.39 | 0.00% | market | 70.37% | 36.36% | — | 12.65% | 0.65% | 12.00% |
| DLB | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 45.00 | 45.00 | 0.00% | market | 21.57% | 21.56% | — | 11.14% | 0.65% | 10.49% |
| EXR | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 88.62 | 88.62 | 0.00% | market | 22.22% | 22.21% | — | -8.71% | 0.65% | -9.36% |
| GLW | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 21.49 | 21.49 | 0.00% | market | 15.62% | 15.63% | — | 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% | 29.85% | — | -2.95% | 0.65% | -3.60% |
| KIM | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 31.12 | 31.12 | 0.00% | market | 187.50% | 187.49% | — | -4.25% | 0.65% | -4.90% |
| LRCX | 2016-07-27 | 2016-07-28 | 2016-08-25 | 1 | 9.29 | 9.29 | 0.00% | market | 12.50% | 9.75% | — | 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% | 18.29% | — | -2.95% | 0.65% | -3.60% |
| ALGN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 85.25 | 85.25 | 0.00% | market | 29.17% | 29.15% | — | 8.60% | 0.38% | 8.22% |
| BEN | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 34.91 | 34.91 | 0.00% | market | 14.93% | 14.93% | — | 3.48% | 0.38% | 3.10% |
| BIDU | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 161.01 | 161.01 | 0.00% | market | 29.79% | 0.29% | — | 7.64% | 0.38% | 7.26% |
| BUSE | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 23.00 | 23.00 | 0.00% | market | 11.11% | 1.54% | — | 2.51% | 0.38% | 2.13% |
| ERIE | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 97.81 | 97.81 | 0.00% | market | 11.43% | 12.81% | — | 2.93% | 0.38% | 2.54% |
| FICO | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 120.00 | 120.00 | 0.00% | market | 50.00% | 49.99% | — | 5.53% | 0.38% | 5.14% |
| IDA | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 80.48 | 80.48 | 0.00% | market | 13.13% | 13.11% | — | -6.29% | 0.38% | -6.67% |
| KLAC | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 7.72 | 7.72 | 0.00% | market | 28.57% | 24.64% | — | -12.66% | 0.38% | -13.05% |
| UTHR | 2016-07-28 | 2016-07-29 | 2016-08-26 | 1 | 118.97 | 118.97 | 0.00% | market | 36.34% | 36.34% | — | 2.25% | 0.38% | 1.86% |
| CACC | 2016-07-29 | 2016-08-01 | 2016-08-29 | 3 | 191.90 | 191.90 | 0.00% | market | 13.47% | 2.41% | — | 6.82% | 0.54% | 6.28% |
| CGNX | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 25.75 | 25.75 | 0.00% | market | 13.64% | 13.62% | — | -2.86% | 0.62% | -3.48% |
| SBRA | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 23.98 | 23.98 | 0.00% | market | 60.61% | 60.71% | — | 6.61% | 0.62% | 5.99% |
| TREX | 2016-08-01 | 2016-08-02 | 2016-08-30 | 1 | 12.97 | 12.97 | 0.00% | market | 11.11% | 14.25% | — | 21.55% | 0.62% | 20.92% |
| EA | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 76.66 | 76.66 | 0.00% | market | 393.65% | 250.00% | — | 5.86% | 0.88% | 4.98% |
| ETR | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 40.35 | 40.35 | 0.00% | market | 203.92% | 196.19% | — | -3.20% | 0.88% | -4.08% |
| IDCC | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 59.87 | 59.87 | 0.00% | market | 84.62% | 267.81% | — | 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% | 19.35% | — | 7.21% | 0.88% | 6.33% |
| ORA | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 46.90 | 46.90 | 0.00% | market | 19.05% | 16.64% | — | 3.10% | 0.88% | 2.22% |
| PAYC | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 48.89 | 48.89 | 0.00% | market | 61.54% | 61.49% | — | 4.91% | 0.88% | 4.03% |
| RACE | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 46.43 | 46.43 | 0.00% | market | 18.19% | 31.36% | — | 3.58% | 0.88% | 2.70% |
| SUPN | 2016-08-02 | 2016-08-03 | 2016-08-31 | 1 | 23.98 | 23.98 | 0.00% | market | 38.46% | 35.23% | — | -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% | 125.26% | — | 3.00% | 0.50% | 2.50% |
| APO | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 17.89 | 17.89 | 0.00% | market | 390.00% | 390.00% | — | 4.76% | 0.50% | 4.26% |
| ATO | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 77.94 | 77.94 | 0.00% | market | 13.56% | 13.56% | — | -6.12% | 0.50% | -6.62% |
| BIP | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 19.01 | 19.01 | 0.00% | market | 160.00% | 160.00% | — | 0.85% | 0.50% | 0.35% |
| DKL | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 26.02 | 26.02 | 0.00% | market | 13.79% | 13.75% | — | 1.86% | 0.50% | 1.36% |
| KLIC | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 11.90 | 11.90 | 0.00% | market | 21.62% | 21.63% | — | 3.77% | 0.50% | 3.27% |
| RYN | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 27.24 | 27.24 | 0.00% | market | 122.72% | 21.24% | — | 1.37% | 0.50% | 0.87% |
| ZTS | 2016-08-03 | 2016-08-04 | 2016-09-01 | 1 | 51.53 | 51.53 | 0.00% | market | 11.36% | 11.36% | — | -0.92% | 0.50% | -1.41% |
| ANET | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 4.30 | 4.30 | 0.00% | market | 11.76% | 10.45% | — | 17.57% | 0.91% | 16.67% |
| GEN | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 22.05 | 22.05 | 0.00% | market | 16.00% | 1497.93% | — | 10.01% | 0.91% | 9.11% |
| HL | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 6.37 | 6.37 | 0.00% | market | 40.00% | 40.00% | — | -7.32% | 0.91% | -8.23% |
| KHC | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 89.85 | 89.85 | 0.00% | market | 19.72% | 18.06% | — | -0.37% | 0.91% | -1.27% |
| MGM | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 24.37 | 24.37 | 0.00% | market | 23.81% | 30.43% | — | 0.76% | 0.91% | -0.14% |
| QSR | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 46.18 | 46.18 | 0.00% | market | 17.14% | 20.59% | — | 4.40% | 0.91% | 3.50% |
| RGEN | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 29.97 | 29.97 | 0.00% | market | 23.08% | 23.07% | — | 4.70% | 0.91% | 3.80% |
| TSEM | 2016-08-04 | 2016-08-05 | 2016-09-02 | 1 | 15.18 | 15.18 | 0.00% | market | 14.71% | 14.71% | — | 5.17% | 0.91% | 4.26% |
| GHI | 2016-08-05 | 2016-08-08 | 2016-09-06 | 3 | 16.70 | 16.70 | 0.00% | market | 87.50% | 43.66% | — | 7.27% | 0.29% | 6.98% |
| NHI | 2016-08-05 | 2016-08-08 | 2016-09-06 | 3 | 78.80 | 78.80 | 0.00% | market | 56.76% | 56.77% | — | 4.46% | 0.29% | 4.17% |
| BWXT | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 38.05 | 38.05 | 0.00% | market | 15.79% | 15.78% | — | 2.55% | 0.40% | 2.15% |
| FNV | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 77.91 | 77.91 | 0.00% | market | 15.79% | 18.75% | — | -2.49% | 0.40% | -2.89% |
| PRI | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 53.53 | 53.53 | 0.00% | market | 12.26% | 19.80% | — | 7.62% | 0.40% | 7.21% |
| WB | 2016-08-08 | 2016-08-09 | 2016-09-07 | 1 | 38.42 | 38.42 | 0.00% | market | 77.78% | 11.11% | — | 27.96% | 0.40% | 27.55% |
| DHT | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 5.18 | 5.18 | 0.00% | market | 13.33% | 15.38% | — | -13.03% | 0.09% | -13.13% |
| DQ | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 4.78 | 4.78 | 0.00% | market | 68.00% | 7.74% | — | 5.13% | 0.09% | 5.04% |
| FF | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 11.77 | 11.77 | 0.00% | market | 37.50% | 37.46% | — | -3.50% | 0.09% | -3.59% |
| INCY | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 86.96 | 86.96 | 0.00% | market | 1196.04% | 799.96% | — | -6.31% | 0.09% | -6.40% |
| LBRDA | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 66.04 | 66.04 | 0.00% | market | 14066.48% | 15578.85% | — | 5.25% | 0.09% | 5.15% |
| YRD | 2016-08-09 | 2016-08-10 | 2016-09-08 | 1 | 30.18 | 30.18 | 0.00% | market | 179.17% | 26.14% | — | -29.69% | 0.09% | -29.78% |
| MIDD | 2016-08-10 | 2016-08-11 | 2016-09-09 | 1 | 108.05 | 108.05 | 0.00% | market | 15.32% | 15.31% | — | -8.57% | -2.28% | -6.29% |
| BABA | 2016-08-11 | 2016-08-12 | 2016-09-12 | 1 | 92.98 | 92.98 | 0.00% | market | 21.31% | 21.47% | — | 8.31% | -0.89% | 9.20% |
| PAAS | 2016-08-11 | 2016-08-12 | 2016-09-12 | 1 | 20.40 | 20.40 | 0.00% | market | 379.53% | 333.24% | — | -10.00% | -0.89% | -9.11% |
| SBS | 2016-08-12 | 2016-08-15 | 2016-09-13 | 3 | 1.88 | 1.88 | 0.00% | market | 166.67% | 11.36% | — | -9.14% | -2.59% | -6.56% |
| ATHM | 2016-08-16 | 2016-08-17 | 2016-09-15 | 1 | 26.30 | 26.30 | 0.00% | market | 29.15% | 43.69% | — | -12.69% | -1.25% | -11.44% |
| JOYY | 2016-08-17 | 2016-08-18 | 2016-09-16 | 1 | 49.51 | 49.51 | 0.00% | market | 40.85% | 40.94% | — | 9.94% | -2.28% | 12.21% |
| NDSN | 2016-08-22 | 2016-08-23 | 2016-09-21 | 1 | 97.00 | 97.00 | 0.00% | market | 10.53% | 10.53% | — | 1.70% | -1.56% | 3.27% |
| SQM | 2016-08-24 | 2016-08-25 | 2016-09-23 | 1 | 25.18 | 25.18 | 0.00% | market | 14.81% | 17.39% | — | -0.34% | -0.65% | 0.31% |
| AMBA | 2016-09-01 | 2016-09-02 | 2016-10-03 | 1 | 70.27 | 70.27 | 0.00% | market | 45.95% | 42.20% | — | 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% | 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% | 7.69% | — | 10.78% | -1.47% | 12.25% |
| NKE | 2016-09-27 | 2016-09-28 | 2016-10-26 | 1 | 54.60 | 54.60 | 0.00% | market | 30.36% | 30.36% | — | -4.92% | -0.97% | -3.95% |
| OZK | 2016-10-11 | 2016-10-12 | 2016-11-09 | 1 | 40.05 | 40.05 | 0.00% | market | 10.00% | 8.19% | — | -1.30% | 1.31% | -2.60% |
| JPM | 2016-10-14 | 2016-10-17 | 2016-11-14 | 3 | 67.42 | 67.42 | 0.00% | market | 12.86% | 13.67% | — | 17.83% | 1.64% | 16.19% |
| BAC | 2016-10-17 | 2016-10-18 | 2016-11-15 | 1 | 16.19 | 16.19 | 0.00% | market | 20.59% | 20.59% | — | 24.42% | 1.89% | 22.54% |
| HAS | 2016-10-17 | 2016-10-18 | 2016-11-15 | 1 | 82.08 | 82.08 | 0.00% | market | 16.67% | 16.66% | — | 3.98% | 1.89% | 2.10% |
| SFBS | 2016-10-17 | 2016-10-18 | 2016-11-15 | 1 | 25.00 | 25.00 | 0.00% | market | 11.43% | 11.43% | — | 27.50% | 1.89% | 25.61% |
| GS | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 173.37 | 173.37 | 0.00% | market | 27.75% | 5.12% | — | 18.87% | 1.80% | 17.07% |
| ISRG | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 78.44 | 78.44 | 0.00% | market | 21.05% | 19.77% | — | -8.97% | 1.80% | -10.77% |
| RF | 2016-10-18 | 2016-10-19 | 2016-11-16 | 1 | 10.33 | 10.33 | 0.00% | market | 14.29% | 14.29% | — | 24.68% | 1.80% | 22.88% |
| AXP | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 65.34 | 65.34 | 0.00% | market | 23.71% | 21.37% | — | 9.76% | 2.39% | 7.36% |
| EWBC | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 39.40 | 39.40 | 0.00% | market | 10.14% | 8.88% | — | 18.48% | 2.39% | 16.08% |
| EXPO | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 26.00 | 26.00 | 0.00% | market | 23.53% | 23.55% | — | 16.82% | 2.39% | 14.43% |
| GGG | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 24.75 | 24.75 | 0.00% | market | 10.34% | 6.66% | — | 9.03% | 2.39% | 6.64% |
| MS | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 32.84 | 32.84 | 0.00% | market | 26.98% | 15.96% | — | 21.61% | 2.39% | 19.22% |
| WDFC | 2016-10-19 | 2016-10-20 | 2016-11-17 | 1 | 107.32 | 107.32 | 0.00% | market | 20.73% | 20.67% | — | 0.53% | 2.39% | -1.86% |
| BNY | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 42.02 | 42.02 | 0.00% | market | 11.11% | 10.97% | — | 12.80% | 2.16% | 10.64% |
| FITB | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 20.87 | 20.87 | 0.00% | market | 58.54% | 27.39% | — | 22.95% | 2.16% | 20.79% |
| GATX | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 46.03 | 46.03 | 0.00% | market | 69.17% | 13.64% | — | 11.09% | 2.16% | 8.93% |
| MSFT | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 60.28 | 60.28 | 0.00% | market | 11.76% | 19.82% | — | 0.02% | 2.16% | -2.14% |
| NBHC | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 24.95 | 24.95 | 0.00% | market | 42.86% | 42.86% | — | 10.52% | 2.16% | 8.36% |
| NWE | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 55.89 | 55.89 | 0.00% | market | 11.86% | 11.86% | — | -0.74% | 2.16% | -2.90% |
| PLD | 2016-10-20 | 2016-10-21 | 2016-11-18 | 1 | 52.04 | 52.04 | 0.00% | market | 67.74% | 25.25% | — | -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% | 17.99% | — | 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% | 11.67% | — | -1.90% | 2.40% | -4.29% |
| RBCAA | 2016-10-21 | 2016-10-24 | 2016-11-21 | 3 | 30.84 | 30.84 | 0.00% | market | 23.68% | 20.95% | — | 16.76% | 2.40% | 14.37% |
| ADC | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 47.97 | 47.97 | 0.00% | market | 56.41% | 56.42% | — | -7.73% | 2.75% | -10.48% |
| AVB | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 164.93 | 164.93 | 0.00% | market | 123.28% | 15.73% | — | -1.63% | 2.75% | -4.38% |
| CHCO | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 51.39 | 51.39 | 0.00% | market | 11.39% | 8.54% | — | 19.40% | 2.75% | 16.65% |
| MCHB | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 26.00 | 26.00 | 0.00% | market | 55.56% | 42.84% | — | 21.63% | 2.75% | 18.88% |
| ZION | 2016-10-24 | 2016-10-25 | 2016-11-22 | 1 | 32.65 | 32.65 | 0.00% | market | 14.00% | 13.99% | — | 18.31% | 2.75% | 15.56% |
| AKAM | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 64.36 | 64.36 | 0.00% | market | 11.48% | 11.47% | — | 3.19% | 3.51% | -0.32% |
| CB | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 124.36 | 124.36 | 0.00% | market | 11.63% | 23.81% | — | 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% | 29.03% | — | 4.40% | 3.51% | 0.89% |
| CNOB | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 18.50 | 18.50 | 0.00% | market | 11.43% | 11.43% | — | 30.17% | 3.51% | 26.66% |
| EQR | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 61.44 | 61.44 | 0.00% | market | 40.00% | 39.99% | — | -3.73% | 3.51% | -7.24% |
| ETR | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 36.17 | 36.17 | 0.00% | market | 17.35% | 14.36% | — | -5.93% | 3.51% | -9.45% |
| HDB | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 17.54 | 17.54 | 0.00% | market | 1443.21% | 70.80% | — | -10.48% | 3.51% | -13.99% |
| KEY | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 13.87 | 13.87 | 0.00% | market | 15.38% | 8.79% | — | 26.22% | 3.51% | 22.70% |
| LMT | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 248.60 | 248.60 | 0.00% | market | 26.22% | 13.54% | — | 6.26% | 3.51% | 2.74% |
| MCRI | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 25.20 | 25.20 | 0.00% | market | 12.50% | 12.50% | — | 2.68% | 3.51% | -0.84% |
| SKT | 2016-10-25 | 2016-10-26 | 2016-11-23 | 1 | 36.00 | 36.00 | 0.00% | market | 176.92% | 177.01% | — | -4.38% | 3.51% | -7.89% |
| ACGL | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 26.46 | 26.46 | 0.00% | market | 11.76% | 36.32% | — | 3.38% | 3.23% | 0.14% |
| AR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 25.97 | 25.97 | 0.00% | market | 50.00% | 50.00% | — | -5.68% | 3.23% | -8.92% |
| AXS | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 57.46 | 57.46 | 0.00% | market | 69.52% | 30.88% | — | 6.91% | 3.23% | 3.68% |
| BEN | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 35.22 | 35.22 | 0.00% | market | 18.84% | 18.84% | — | 11.54% | 3.23% | 8.31% |
| CDE | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 11.21 | 11.21 | 0.00% | market | 320.00% | 34.68% | — | -14.91% | 3.23% | -18.14% |
| EXR | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 74.47 | 74.47 | 0.00% | market | 47.62% | 47.61% | — | -5.99% | 3.23% | -9.23% |
| FCF | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 10.00 | 10.00 | 0.00% | market | 11.76% | 11.77% | — | 25.20% | 3.23% | 21.97% |
| GRMN | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 50.20 | 50.20 | 0.00% | market | 38.89% | 38.88% | — | 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% | 13.31% | — | 18.57% | 3.23% | 15.34% |
| NEU | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 401.59 | 401.59 | 0.00% | market | 14.94% | 14.94% | — | 2.24% | 3.23% | -0.99% |
| TCBK | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 26.95 | 26.95 | 0.00% | market | 10.42% | 6.44% | — | 18.79% | 3.23% | 15.55% |
| TER | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 23.33 | 23.33 | 0.00% | market | 17.86% | 17.85% | — | 7.74% | 3.23% | 4.51% |
| VLRS | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 19.22 | 19.22 | 0.00% | market | 37.84% | 19.93% | — | -20.91% | 3.23% | -24.15% |
| WEC | 2016-10-26 | 2016-10-27 | 2016-11-25 | 1 | 58.88 | 58.88 | 0.00% | market | 13.11% | 13.11% | — | -4.04% | 3.23% | -7.27% |
| BIDU | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 180.74 | 180.74 | 0.00% | market | 71.26% | 45.34% | — | -7.70% | 3.44% | -11.15% |
| BMY | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 52.11 | 52.11 | 0.00% | market | 18.46% | 18.46% | — | 8.34% | 3.44% | 4.90% |
| BX | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 25.48 | 25.48 | 0.00% | market | 18.75% | 15.66% | — | 1.20% | 3.44% | -2.25% |
| CRUS | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 56.87 | 56.87 | 0.00% | market | 28.57% | 28.58% | — | 1.10% | 3.44% | -2.35% |
| CYTK | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 9.75 | 9.75 | 0.00% | market | 355.17% | 155.16% | — | 26.57% | 3.44% | 23.12% |
| EGO | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 16.65 | 16.65 | 0.00% | market | 733.33% | 21.21% | — | -16.62% | 3.44% | -20.06% |
| ELME | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 29.96 | 29.96 | 0.00% | market | 1237.50% | 1237.50% | — | 3.47% | 3.44% | 0.03% |
| FR | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 26.37 | 26.37 | 0.00% | market | 125.00% | 7.74% | — | 0.28% | 3.44% | -3.16% |
| FTV | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 31.68 | 31.68 | 0.00% | market | 13.56% | 13.56% | — | 10.57% | 3.44% | 7.13% |
| LAZ | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 37.64 | 37.64 | 0.00% | market | 10.39% | 10.39% | — | 3.14% | 3.44% | -0.30% |
| MAA | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 90.75 | 90.75 | 0.00% | market | 67.14% | 60.00% | — | 1.56% | 3.44% | -1.88% |
| MSTR | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 19.00 | 19.00 | 0.00% | market | 35.29% | 28.33% | — | 2.53% | 3.44% | -0.91% |
| ONTO | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 21.96 | 21.96 | 0.00% | market | 17.86% | 23.74% | — | 11.79% | 3.44% | 8.35% |
| POWI | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 32.30 | 32.30 | 0.00% | market | 16.13% | 18.63% | — | 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% | 15.87% | — | 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% | 13.82% | — | 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% | 14.80% | — | 12.56% | 3.44% | 9.11% |
| TAL | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 13.68 | 13.68 | 0.00% | market | 33.33% | 11.12% | — | -6.53% | 3.44% | -9.98% |
| TFSL | 2016-10-27 | 2016-10-28 | 2016-11-28 | 1 | 17.90 | 17.90 | 0.00% | market | 14.29% | 14.29% | — | 3.70% | 3.44% | 0.26% |
| APO | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 18.40 | 18.40 | 0.00% | market | 28.89% | 28.89% | — | 4.74% | 3.75% | 0.99% |
| ARLP | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 24.40 | 24.40 | 0.00% | market | 24.66% | 24.66% | — | -2.15% | 3.75% | -5.90% |
| MA | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 107.40 | 107.40 | 0.00% | market | 10.20% | 10.20% | — | -3.43% | 3.75% | -7.18% |
| SNY | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 39.01 | 39.01 | 0.00% | market | 16.28% | 49.58% | — | 3.57% | 3.75% | -0.18% |
| VRTS | 2016-10-28 | 2016-10-31 | 2016-11-29 | 3 | 110.75 | 110.75 | 0.00% | market | 10.81% | 10.54% | — | 4.10% | 3.75% | 0.35% |
| CGNX | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 27.58 | 27.58 | 0.00% | market | 21.74% | 34.74% | — | 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% | 83.15% | — | 3.53% | 3.50% | 0.03% |
| ORC | 2016-10-31 | 2016-11-01 | 2016-11-30 | 1 | 53.65 | 53.65 | 0.00% | market | 114.65% | 43.66% | — | -0.19% | 3.50% | -3.69% |
| BYD | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 17.34 | 17.34 | 0.00% | market | 16.67% | 16.67% | — | 7.74% | 4.23% | 3.51% |
| DVN | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 37.33 | 37.33 | 0.00% | market | 80.00% | 34.68% | — | 28.08% | 4.23% | 23.85% |
| ILMN | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 131.40 | 131.40 | 0.00% | market | 11.49% | 11.50% | — | -5.64% | 4.23% | -9.87% |
| INCY | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 90.00 | 90.00 | 0.00% | market | 1594.92% | 1799.78% | — | 10.93% | 4.23% | 6.70% |
| KNOP | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 18.95 | 18.95 | 0.00% | market | 55.56% | 48.93% | — | 12.30% | 4.23% | 8.07% |
| MTDR | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 22.49 | 22.49 | 0.00% | market | 849.37% | 500.00% | — | 16.93% | 4.23% | 12.70% |
| NMIH | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 8.20 | 8.20 | 0.00% | market | 42.86% | 36.06% | — | 6.61% | 4.23% | 2.37% |
| VIAV | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 7.22 | 7.22 | 0.00% | market | 28.57% | 28.57% | — | 5.72% | 4.23% | 1.48% |
| VRSK | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 81.40 | 81.40 | 0.00% | market | 12.00% | 12.00% | — | 1.08% | 4.23% | -3.16% |
| WES | 2016-11-01 | 2016-11-02 | 2016-12-01 | 1 | 41.76 | 41.76 | 0.00% | market | 15.38% | 15.40% | — | 1.94% | 4.23% | -2.30% |
| ADP | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 89.97 | 89.97 | 0.00% | market | 13.16% | 9.70% | — | 5.76% | 4.61% | 1.14% |
| BABA | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 98.04 | 98.04 | 0.00% | market | 12.86% | 12.74% | — | -7.81% | 4.61% | -12.43% |
| CODI | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 18.60 | 18.60 | 0.00% | market | 75.61% | 2.43% | — | 2.05% | 4.61% | -2.56% |
| FSLR | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 38.50 | 38.50 | 0.00% | market | 64.86% | 15.00% | — | -21.79% | 4.61% | -26.40% |
| INN | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 13.07 | 13.07 | 0.00% | market | 12.12% | 47.10% | — | 11.07% | 4.61% | 6.46% |
| LNC | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 50.47 | 50.47 | 0.00% | market | 16.67% | 84.50% | — | 28.93% | 4.61% | 24.31% |
| META | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 122.00 | 122.00 | 0.00% | market | 12.37% | 12.37% | — | -5.51% | 4.61% | -10.12% |
| QCOM | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 67.69 | 67.69 | 0.00% | market | 13.27% | 13.27% | — | -2.83% | 4.61% | -7.45% |
| RGLD | 2016-11-02 | 2016-11-03 | 2016-12-02 | 1 | 70.00 | 70.00 | 0.00% | market | 15.00% | 15.05% | — | 0.93% | 4.61% | -3.69% |
| AER | 2016-11-08 | 2016-11-09 | 2016-12-08 | 1 | 41.52 | 41.52 | 0.00% | market | 18.31% | 18.83% | — | 7.15% | 6.02% | 1.13% |
| BN | 2016-11-11 | 2016-11-14 | 2016-12-13 | 3 | 11.69 | 11.69 | 0.00% | market | 360.00% | 368.18% | — | 3.66% | 4.94% | -1.28% |
| PAAS | 2016-11-14 | 2016-11-15 | 2016-12-14 | 1 | 15.18 | 15.18 | 0.00% | market | 41.18% | 41.20% | — | 5.50% | 4.07% | 1.43% |
| JOYY | 2016-11-21 | 2016-11-22 | 2016-12-21 | 1 | 44.00 | 44.00 | 0.00% | market | 46.21% | 46.31% | — | -2.33% | 2.39% | -4.71% |
| WB | 2016-11-21 | 2016-11-22 | 2016-12-21 | 1 | 45.53 | 45.53 | 0.00% | market | 14.29% | 25.00% | — | -6.34% | 2.39% | -8.72% |
| ADI | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 73.67 | 73.67 | 0.00% | market | 17.98% | 17.98% | — | -0.40% | 2.45% | -2.85% |
| VEEV | 2016-11-22 | 2016-11-23 | 2016-12-22 | 1 | 44.33 | 44.33 | 0.00% | market | 37.50% | 37.50% | — | -6.46% | 2.45% | -8.92% |
| SFL | 2016-11-29 | 2016-11-30 | 2016-12-29 | 1 | 14.40 | 14.40 | 0.00% | market | 12.90% | 12.94% | — | 2.68% | 1.23% | 1.45% |
| FIZZ | 2016-11-30 | 2016-12-01 | 2016-12-30 | 1 | 25.47 | 25.47 | 0.00% | market | 35.00% | 29.26% | — | 0.17% | 1.27% | -1.09% |
| AMBA | 2016-12-01 | 2016-12-02 | 2017-01-03 | 1 | 56.99 | 56.99 | 0.00% | market | 18.09% | 18.07% | — | -7.91% | 2.54% | -10.44% |
| BMO | 2016-12-06 | 2016-12-07 | 2017-01-06 | 1 | 69.80 | 69.80 | 0.00% | market | 15.94% | 6.72% | — | 5.60% | 2.57% | 3.03% |
| HQY | 2016-12-06 | 2016-12-07 | 2017-01-06 | 1 | 39.48 | 39.48 | 0.00% | market | 11.11% | 11.11% | — | 2.38% | 2.57% | -0.19% |
| NDSN | 2016-12-13 | 2016-12-14 | 2017-01-13 | 1 | 110.56 | 110.56 | 0.00% | market | 12.10% | 12.10% | — | 2.61% | -0.16% | 2.77% |
| CCL | 2016-12-20 | 2016-12-21 | 2017-01-23 | 1 | 52.27 | 52.27 | 0.00% | market | 15.52% | 18.37% | — | 2.77% | -0.04% | 2.81% |
| STZ | 2017-01-05 | 2017-01-06 | 2017-02-06 | 1 | 146.99 | 146.99 | 0.00% | market | 13.95% | 13.95% | — | 1.79% | 1.06% | 0.73% |
| JPM | 2017-01-13 | 2017-01-17 | 2017-02-14 | 4 | 84.93 | 84.93 | 0.00% | market | 18.75% | 14.34% | — | 5.35% | 3.27% | 2.09% |
| MS | 2017-01-17 | 2017-01-18 | 2017-02-15 | 1 | 42.29 | 42.29 | 0.00% | market | 24.62% | 10.24% | — | 9.83% | 3.70% | 6.13% |
| ASML | 2017-01-18 | 2017-01-19 | 2017-02-16 | 1 | 120.86 | 120.86 | 0.00% | market | 33.33% | 5.42% | — | 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% | 5.27% | — | -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% | 8.22% | — | 0.30% | 3.70% | -3.41% |
| CHKP | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 96.99 | 96.99 | 0.00% | market | 16.80% | 16.80% | — | 4.25% | 3.70% | 0.55% |
| MTG | 2017-01-19 | 2017-01-20 | 2017-02-17 | 1 | 10.45 | 10.45 | 0.00% | market | 27.27% | 27.27% | — | 2.48% | 3.70% | -1.22% |
| ABCB | 2017-01-20 | 2017-01-23 | 2017-02-21 | 3 | 43.00 | 43.00 | 0.00% | market | 23.53% | 23.53% | — | 13.74% | 4.30% | 9.44% |
| EFSC | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 39.10 | 39.10 | 0.00% | market | 21.31% | 21.32% | — | 17.67% | 4.36% | 13.31% |
| ZION | 2017-01-23 | 2017-01-24 | 2017-02-22 | 1 | 42.42 | 42.42 | 0.00% | market | 15.38% | 15.38% | — | 5.37% | 4.36% | 1.01% |
| BABA | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 102.46 | 102.46 | 0.00% | market | 13.04% | 22.73% | — | -0.10% | 3.38% | -3.48% |
| FITB | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 26.80 | 26.80 | 0.00% | market | 13.95% | 5.80% | — | 2.40% | 3.38% | -0.98% |
| GLW | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 26.14 | 26.14 | 0.00% | market | 13.64% | 13.64% | — | 5.33% | 3.38% | 1.95% |
| HDB | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 16.80 | 16.80 | 0.00% | market | 1708.51% | 90.23% | — | 7.22% | 3.38% | 3.84% |
| ONB | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 18.00 | 18.00 | 0.00% | market | 25.00% | 23.56% | — | 4.62% | 3.38% | 1.24% |
| TRV | 2017-01-24 | 2017-01-25 | 2017-02-23 | 1 | 117.33 | 117.33 | 0.00% | market | 17.22% | 29.10% | — | 4.19% | 3.38% | 0.80% |
| DLB | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 50.62 | 50.62 | 0.00% | market | 30.77% | 30.75% | — | -3.22% | 3.20% | -6.42% |
| RLI | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 31.00 | 31.00 | 0.00% | market | 16.67% | 40.61% | — | -5.13% | 3.20% | -8.33% |
| ROK | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 153.67 | 153.67 | 0.00% | market | 21.53% | 20.73% | — | -1.75% | 3.20% | -4.95% |
| TEL | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 75.29 | 75.29 | 0.00% | market | 15.00% | 15.00% | — | -1.41% | 3.20% | -4.61% |
| TER | 2017-01-25 | 2017-01-26 | 2017-02-24 | 1 | 28.51 | 28.51 | 0.00% | market | 45.45% | 11.11% | — | 1.41% | 3.20% | -1.79% |
| FRME | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 38.61 | 38.61 | 0.00% | market | 10.00% | 11.11% | — | 6.35% | 3.35% | 3.00% |
| NBHC | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 33.02 | 33.02 | 0.00% | market | 63.64% | 63.64% | — | 0.32% | 3.35% | -3.03% |
| VVV | 2017-01-26 | 2017-01-27 | 2017-02-27 | 1 | 23.49 | 23.49 | 0.00% | market | 16.67% | 16.67% | — | -3.89% | 3.35% | -7.24% |
| BEN | 2017-01-27 | 2017-01-30 | 2017-02-28 | 3 | 40.25 | 40.25 | 0.00% | market | 13.24% | 13.24% | — | 6.83% | 3.64% | 3.19% |
| AEIS | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 63.50 | 63.50 | 0.00% | market | 30.86% | 30.91% | — | -0.60% | 5.64% | -6.24% |
| ARLP | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 24.45 | 24.45 | 0.00% | market | 54.76% | 54.76% | — | -3.99% | 5.64% | -9.62% |
| BANC | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 15.25 | 15.25 | 0.00% | market | 12.50% | 14.29% | — | 34.65% | 5.64% | 29.01% |
| DHT | 2017-01-30 | 2017-01-31 | 2017-03-01 | 1 | 4.78 | 4.78 | 0.00% | market | 80.00% | 34.68% | — | 3.25% | 5.64% | -2.39% |
| EQR | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 60.74 | 60.74 | 0.00% | market | 87.50% | 43.66% | — | 4.05% | 4.72% | -0.67% |
| FICO | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 124.32 | 124.32 | 0.00% | market | 73.13% | 60.94% | — | 5.82% | 4.72% | 1.10% |
| RNR | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 140.00 | 140.00 | 0.00% | market | 105.63% | 133.92% | — | 6.57% | 4.72% | 1.85% |
| VIAV | 2017-01-31 | 2017-02-01 | 2017-03-02 | 1 | 9.15 | 9.15 | 0.00% | market | 42.86% | 42.86% | — | 6.79% | 4.72% | 2.06% |
| AFG | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 89.35 | 89.35 | 0.00% | market | 22.22% | 74.47% | — | 6.41% | 4.74% | 1.67% |
| AMP | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 116.18 | 116.18 | 0.00% | market | 12.35% | 8.31% | — | 14.43% | 4.74% | 9.68% |
| AVB | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 171.34 | 171.34 | 0.00% | market | 49.15% | 49.16% | — | 5.64% | 4.74% | 0.89% |
| AXS | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 66.28 | 66.28 | 0.00% | market | 31.03% | 41.75% | — | 5.09% | 4.74% | 0.35% |
| BIP | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 21.04 | 21.04 | 0.00% | market | 42.11% | 37.93% | — | 1.90% | 4.74% | -2.85% |
| CRUS | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 56.64 | 56.64 | 0.00% | market | 14.72% | 14.73% | — | -5.38% | 4.74% | -10.12% |
| ENR | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 52.63 | 52.63 | 0.00% | market | 22.76% | 22.76% | — | 5.37% | 4.74% | 0.63% |
| HLI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 33.13 | 33.13 | 0.00% | market | 14.00% | 13.99% | — | -2.91% | 4.74% | -7.65% |
| MTCH | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 16.39 | 16.39 | 0.00% | market | 45.26% | 20.83% | — | -1.14% | 4.74% | -5.88% |
| NXPI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 98.10 | 98.10 | 0.00% | market | 18.18% | 6.45% | — | 5.77% | 4.74% | 1.03% |
| PPL | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 35.09 | 35.09 | 0.00% | market | 20.00% | 20.00% | — | 4.43% | 4.74% | -0.31% |
| UGI | 2017-02-01 | 2017-02-02 | 2017-03-03 | 1 | 46.13 | 46.13 | 0.00% | market | 21.33% | 19.74% | — | 4.65% | 4.74% | -0.10% |
| AZN | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 55.10 | 55.10 | 0.00% | market | 106.78% | 3.51% | — | 4.44% | 3.89% | 0.55% |
| ESS | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 222.84 | 222.84 | 0.00% | market | 198.00% | 198.03% | — | 3.75% | 3.89% | -0.13% |
| KIM | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 25.10 | 25.10 | 0.00% | market | 14.29% | 14.30% | — | -7.83% | 3.89% | -11.71% |
| LAZ | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 43.61 | 43.61 | 0.00% | market | 11.88% | 11.88% | — | -2.46% | 3.89% | -6.35% |
| NFG | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 57.10 | 57.10 | 0.00% | market | 19.54% | 19.54% | — | 6.06% | 3.89% | 2.18% |
| RACE | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 65.49 | 65.49 | 0.00% | market | 11.21% | 16.77% | — | -0.53% | 3.89% | -4.41% |
| V | 2017-02-02 | 2017-02-03 | 2017-03-06 | 1 | 85.74 | 85.74 | 0.00% | market | 10.26% | 10.26% | — | 3.63% | 3.89% | -0.25% |
| APO | 2017-02-03 | 2017-02-06 | 2017-03-07 | 3 | 22.33 | 22.33 | 0.00% | market | 28.95% | 27.27% | — | 1.78% | 3.55% | -1.77% |
| MSGS | 2017-02-03 | 2017-02-06 | 2017-03-07 | 3 | 86.74 | 86.74 | 0.00% | market | 17.73% | 21.56% | — | 8.62% | 3.55% | 5.07% |
| ALSN | 2017-02-06 | 2017-02-07 | 2017-03-08 | 1 | 37.20 | 37.20 | 0.00% | market | 38.46% | 33.33% | — | -2.79% | 3.13% | -5.92% |
| MCHP | 2017-02-07 | 2017-02-08 | 2017-03-09 | 1 | 38.25 | 38.25 | 0.00% | market | 15.56% | 22.09% | — | -4.05% | 3.46% | -7.51% |
| CMP | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 83.25 | 83.25 | 0.00% | market | 15.38% | 21.62% | — | -12.29% | 3.69% | -15.98% |
| CXW | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 30.68 | 30.68 | 0.00% | market | 20.93% | 20.94% | — | 3.65% | 3.69% | -0.04% |
| OHI | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 32.72 | 32.72 | 0.00% | market | 31.25% | 45.45% | — | -4.81% | 3.69% | -8.49% |
| RYN | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 28.71 | 28.71 | 0.00% | market | 36.35% | 11.09% | — | -0.17% | 3.69% | -3.86% |
| WD | 2017-02-08 | 2017-02-09 | 2017-03-10 | 1 | 37.64 | 37.64 | 0.00% | market | 56.76% | 56.75% | — | 8.51% | 3.69% | 4.82% |
| DAN | 2017-02-09 | 2017-02-10 | 2017-03-13 | 1 | 19.76 | 19.76 | 0.00% | market | 51.28% | 47.50% | — | -2.78% | 2.95% | -5.73% |
| BRKR | 2017-02-13 | 2017-02-14 | 2017-03-15 | 1 | 24.28 | 24.28 | 0.00% | market | 24.32% | 24.32% | — | -0.43% | 2.75% | -3.18% |
| SITC | 2017-02-13 | 2017-02-14 | 2017-03-15 | 1 | 100.37 | 100.37 | 0.00% | market | 128.57% | 36.67% | — | -13.26% | 2.75% | -16.01% |
| FANG | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 111.84 | 111.84 | 0.00% | market | 66.67% | 14.48% | — | -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% | 61.80% | — | 2.70% | 2.15% | 0.55% |
| VNOM | 2017-02-14 | 2017-02-15 | 2017-03-16 | 1 | 18.50 | 18.50 | 0.00% | market | 26.67% | 26.68% | — | -4.37% | 2.15% | -6.52% |
| ADI | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 81.00 | 81.00 | 0.00% | market | 28.77% | 27.03% | — | 2.69% | 0.89% | 1.80% |
| DX | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 20.13 | 20.13 | 0.00% | market | 200.00% | 216.69% | — | 2.73% | 0.89% | 1.85% |
| KNOP | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 22.25 | 22.25 | 0.00% | market | 42.86% | 42.84% | — | -1.67% | 0.89% | -2.56% |
| SNPS | 2017-02-15 | 2017-02-16 | 2017-03-17 | 1 | 71.73 | 71.73 | 0.00% | market | 20.51% | 20.51% | — | -0.92% | 0.89% | -1.81% |
| ANET | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 6.94 | 6.94 | 0.00% | market | 30.00% | 26.83% | — | 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% | 37.34% | — | 10.01% | 1.21% | 8.80% |
| LBTYK | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 18.27 | 18.27 | 0.00% | market | 8066.67% | 6600.18% | — | 2.86% | 1.21% | 1.65% |
| REXR | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 22.88 | 22.88 | 0.00% | market | 100.00% | 99.98% | — | -3.86% | 1.21% | -5.06% |
| STAG | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 24.38 | 24.38 | 0.00% | market | 944.53% | 850.49% | — | 1.58% | 1.21% | 0.38% |
| SUPV | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 15.40 | 15.40 | 0.00% | market | 20.51% | 7.35% | — | 1.20% | 1.21% | -0.01% |
| TTD | 2017-02-16 | 2017-02-17 | 2017-03-20 | 1 | 3.40 | 3.40 | 0.00% | market | 45.56% | 43.48% | — | 11.96% | 1.21% | 10.75% |
| LBRDA | 2017-02-17 | 2017-02-21 | 2017-03-21 | 4 | 85.11 | 85.11 | 0.00% | market | 66.67% | 21.21% | — | -2.33% | -0.76% | -1.57% |
| NHI | 2017-02-17 | 2017-02-21 | 2017-03-21 | 4 | 74.31 | 74.31 | 0.00% | market | 18.39% | 18.46% | — | -4.97% | -0.76% | -4.21% |
| VLRS | 2017-02-17 | 2017-02-21 | 2017-03-21 | 4 | 13.32 | 13.32 | 0.00% | market | 64.29% | 19.17% | — | -4.00% | -0.76% | -3.24% |
| AER | 2017-02-21 | 2017-02-22 | 2017-03-22 | 1 | 47.62 | 47.62 | 0.00% | market | 29.76% | 35.57% | — | -7.01% | -0.74% | -6.27% |
| EIG | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 39.10 | 39.10 | 0.00% | market | 72.73% | 48.15% | — | -6.49% | -1.20% | -5.29% |
| FPI | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 11.00 | 11.00 | 0.00% | market | 940.00% | 766.80% | — | -0.74% | -1.20% | 0.47% |
| GRMN | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 54.50 | 54.50 | 0.00% | market | 28.07% | 28.07% | — | -5.64% | -1.20% | -4.44% |
| O | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 59.77 | 59.77 | 0.00% | market | 10.00% | 10.02% | — | -3.41% | -1.20% | -2.21% |
| RGEN | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 32.45 | 32.45 | 0.00% | market | 14.29% | 14.29% | — | 6.86% | -1.20% | 8.07% |
| RGR | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 51.40 | 51.40 | 0.00% | market | 12.24% | 12.28% | — | 3.21% | -1.20% | 4.41% |
| WB | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 55.70 | 55.70 | 0.00% | market | 13.33% | 27.27% | — | -11.86% | -1.20% | -10.66% |
| WELL | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 68.03 | 68.03 | 0.00% | market | 102.22% | 7.20% | — | 2.21% | -1.20% | 3.41% |
| WES | 2017-02-22 | 2017-02-23 | 2017-03-23 | 1 | 46.47 | 46.47 | 0.00% | market | 13.89% | 13.89% | — | -3.82% | -1.20% | -2.62% |
| ADC | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 48.96 | 48.96 | 0.00% | market | 31.58% | 31.57% | — | -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% | 125.76% | — | -12.15% | -0.68% | -11.47% |
| BIDU | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 181.00 | 181.00 | 0.00% | market | 105.38% | 1.32% | — | -7.14% | -0.68% | -6.46% |
| CCO | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 4.55 | 4.55 | 0.00% | market | 366.67% | 369.17% | — | 31.99% | -0.68% | 32.67% |
| CM | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 45.40 | 45.40 | 0.00% | market | 12.02% | 0.09% | — | -4.64% | -0.68% | -3.96% |
| EBS | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 31.11 | 31.11 | 0.00% | market | 54.17% | 54.13% | — | -7.46% | -0.68% | -6.78% |
| GIL | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 25.22 | 25.22 | 0.00% | market | 10.34% | 10.34% | — | 3.63% | -0.68% | 4.31% |
| MELI | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 201.00 | 201.00 | 0.00% | market | 24.73% | 24.72% | — | 4.81% | -0.68% | 5.48% |
| OLED | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 74.00 | 74.00 | 0.00% | market | 50.00% | 49.95% | — | 12.60% | -0.68% | 13.28% |
| RIG | 2017-02-23 | 2017-02-24 | 2017-03-24 | 1 | 13.99 | 13.99 | 0.00% | market | 687.50% | 687.50% | — | -12.47% | -0.68% | -11.79% |
| ARI | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 18.06 | 18.06 | 0.00% | market | 11.36% | 11.36% | — | 4.72% | -0.57% | 5.29% |
| EXEL | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 21.70 | 21.70 | 0.00% | market | 1900.00% | 1100.00% | — | -2.04% | -0.57% | -1.47% |
| OMAB | 2017-02-27 | 2017-02-28 | 2017-03-28 | 1 | 37.58 | 37.58 | 0.00% | market | 26.53% | 29.62% | — | 13.13% | -0.57% | 13.70% |
| AMBA | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 60.54 | 60.54 | 0.00% | market | 22.67% | 24.34% | — | -8.59% | -1.20% | -7.39% |
| BMO | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 76.99 | 76.99 | 0.00% | market | 10.64% | 6.75% | — | -2.58% | -1.20% | -1.39% |
| IONS | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 49.52 | 49.52 | 0.00% | market | 300.00% | 75.00% | — | -22.17% | -1.20% | -20.98% |
| MIDD | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 116.65 | 116.65 | 0.00% | market | 10.16% | 10.16% | — | -5.15% | -1.20% | -3.95% |
| ORA | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 56.49 | 56.49 | 0.00% | market | 27.27% | 27.29% | — | 0.96% | -1.20% | 2.16% |
| VEEV | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 43.06 | 43.06 | 0.00% | market | 29.41% | 29.41% | — | 18.25% | -1.20% | 19.44% |
| XHR | 2017-02-28 | 2017-03-01 | 2017-03-29 | 1 | 17.61 | 17.61 | 0.00% | market | 266.67% | 266.67% | — | -5.27% | -1.20% | -4.07% |
| KNSL | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 30.26 | 30.26 | 0.00% | market | 22.22% | 28.24% | — | 6.28% | -1.37% | 7.64% |
| MNST | 2017-03-01 | 2017-03-02 | 2017-03-30 | 1 | 23.92 | 23.92 | 0.00% | market | 20.00% | 19.99% | — | -3.40% | -1.37% | -2.04% |
| ATHM | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 33.21 | 33.21 | 0.00% | market | 45.12% | 116.68% | — | -4.44% | -1.02% | -3.42% |
| CNQ | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 15.22 | 15.22 | 0.00% | market | 55.56% | 176.75% | — | 7.65% | -1.02% | 8.67% |
| JOE | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 16.65 | 16.65 | 0.00% | market | 300.00% | 87.94% | — | 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% | 18.87% | — | 2.03% | -1.02% | 3.05% |
| SRI | 2017-03-02 | 2017-03-03 | 2017-03-31 | 1 | 18.90 | 18.90 | 0.00% | market | 17.24% | 13.34% | — | -4.12% | -1.02% | -3.10% |
| GHI | 2017-03-03 | 2017-03-06 | 2017-04-03 | 3 | 17.03 | 17.03 | 0.00% | market | 33.33% | 4.78% | — | -0.98% | -0.91% | -0.07% |
| RUN | 2017-03-08 | 2017-03-09 | 2017-04-06 | 1 | 5.02 | 5.02 | 0.00% | market | 440.00% | 439.93% | — | 3.09% | -0.53% | 3.62% |
| FIZZ | 2017-03-09 | 2017-03-10 | 2017-04-07 | 1 | 33.96 | 33.96 | 0.00% | market | 36.84% | 33.31% | — | 25.14% | -1.16% | 26.30% |
| JOYY | 2017-03-14 | 2017-03-15 | 2017-04-12 | 1 | 46.75 | 46.75 | 0.00% | market | 41.75% | 49.51% | — | -5.36% | -1.49% | -3.88% |
| ORCL | 2017-03-15 | 2017-03-16 | 2017-04-13 | 1 | 46.39 | 46.39 | 0.00% | market | 11.29% | 11.29% | — | -5.25% | -2.76% | -2.49% |
| NKE | 2017-03-21 | 2017-03-22 | 2017-04-20 | 1 | 54.76 | 54.76 | 0.00% | market | 28.30% | 28.30% | — | 2.89% | 0.67% | 2.22% |
| BAC | 2017-04-18 | 2017-04-19 | 2017-05-17 | 1 | 22.92 | 22.92 | 0.00% | market | 17.14% | 17.14% | — | -1.63% | 0.55% | -2.18% |
| LRCX | 2017-04-18 | 2017-04-19 | 2017-05-17 | 1 | 13.39 | 13.39 | 0.00% | market | 12.00% | 9.80% | — | 9.91% | 0.55% | 9.35% |
| WTFC | 2017-04-18 | 2017-04-19 | 2017-05-17 | 1 | 67.51 | 67.51 | 0.00% | market | 11.11% | 10.55% | — | 1.84% | 0.55% | 1.29% |
| ASML | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 130.10 | 130.10 | 0.00% | market | 10.09% | 20.20% | — | 2.90% | 1.12% | 1.78% |
| CSX | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 16.73 | 16.73 | 0.00% | market | 21.43% | 18.60% | — | -0.04% | 1.12% | -1.16% |
| EWBC | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 52.49 | 52.49 | 0.00% | market | 18.92% | 26.66% | — | 2.91% | 1.12% | 1.79% |
| IEX | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 96.99 | 96.99 | 0.00% | market | 10.75% | 10.74% | — | 8.75% | 1.12% | 7.63% |
| QCOM | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 53.22 | 53.22 | 0.00% | market | 11.67% | 11.67% | — | 5.35% | 1.12% | 4.23% |
| SLM | 2017-04-19 | 2017-04-20 | 2017-05-18 | 1 | 12.90 | 12.90 | 0.00% | market | 40.00% | 35.74% | — | -17.93% | 1.12% | -19.05% |
| BANF | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 46.90 | 46.90 | 0.00% | market | 19.30% | 19.23% | — | -1.64% | 1.30% | -2.94% |
| BX | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 30.59 | 30.59 | 0.00% | market | 20.59% | 18.05% | — | -2.45% | 1.30% | -3.75% |
| CFG | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 35.28 | 35.28 | 0.00% | market | 11.76% | 19.61% | — | -2.11% | 1.30% | -3.41% |
| FFBC | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 27.80 | 27.80 | 0.00% | market | 11.43% | 11.42% | — | -8.37% | 1.30% | -9.67% |
| GATX | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 62.26 | 62.26 | 0.00% | market | 29.73% | 29.73% | — | -4.95% | 1.30% | -6.25% |
| KEY | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 18.09 | 18.09 | 0.00% | market | 14.29% | 1.98% | — | -2.09% | 1.30% | -3.39% |
| MANH | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 47.89 | 47.89 | 0.00% | market | 10.53% | 10.52% | — | -0.91% | 1.30% | -2.22% |
| MTG | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 11.03 | 11.03 | 0.00% | market | 29.17% | 29.17% | — | -4.00% | 1.30% | -5.30% |
| NBHC | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 32.48 | 32.48 | 0.00% | market | 30.43% | 30.43% | — | -4.56% | 1.30% | -5.87% |
| SRCE | 2017-04-20 | 2017-04-21 | 2017-05-19 | 1 | 46.67 | 46.67 | 0.00% | market | 12.73% | 12.72% | — | -2.56% | 1.30% | -3.86% |
| HDB | 2017-04-21 | 2017-04-24 | 2017-05-22 | 3 | 19.98 | 19.98 | 0.00% | market | 1375.69% | 96.82% | — | 6.11% | 0.99% | 5.12% |
| NEE | 2017-04-21 | 2017-04-24 | 2017-05-22 | 3 | 33.16 | 33.16 | 0.00% | market | 12.82% | 12.18% | — | 4.21% | 0.99% | 3.23% |
| ADC | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 50.64 | 50.64 | 0.00% | market | 43.59% | 43.59% | — | -9.54% | 0.90% | -10.44% |
| BOH | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 83.34 | 83.34 | 0.00% | market | 11.11% | 10.48% | — | -4.50% | 0.90% | -5.40% |
| CHCO | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 72.67 | 72.67 | 0.00% | market | 30.00% | 27.48% | — | -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% | 16.66% | — | 4.08% | 0.90% | 3.18% |
| RRC | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 27.15 | 27.15 | 0.00% | market | 31.58% | 31.58% | — | -7.69% | 0.90% | -8.59% |
| ZION | 2017-04-24 | 2017-04-25 | 2017-05-23 | 1 | 40.91 | 40.91 | 0.00% | market | 12.96% | 12.96% | — | 0.95% | 0.90% | 0.05% |
| EW | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 36.37 | 36.37 | 0.00% | market | 14.81% | 14.63% | — | 4.55% | 0.88% | 3.67% |
| MCD | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 141.70 | 141.70 | 0.00% | market | 10.53% | 10.53% | — | 5.40% | 0.88% | 4.52% |
| SPGI | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 135.97 | 135.97 | 0.00% | market | 16.55% | 16.55% | — | 2.50% | 0.88% | 1.62% |
| TROW | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 69.50 | 69.50 | 0.00% | market | 18.33% | 28.33% | — | -1.28% | 0.88% | -2.16% |
| TRU | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 39.02 | 39.02 | 0.00% | market | 10.53% | 10.53% | — | 8.05% | 0.88% | 7.17% |
| TX | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 26.66 | 26.66 | 0.00% | market | 64.20% | 45.28% | — | -1.90% | 0.88% | -2.78% |
| UVE | 2017-04-25 | 2017-04-26 | 2017-05-24 | 1 | 24.00 | 24.00 | 0.00% | market | 10.26% | 11.97% | — | 2.61% | 0.88% | 1.73% |
| ALSN | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 39.80 | 39.80 | 0.00% | market | 48.57% | 48.57% | — | -3.22% | 1.25% | -4.47% |
| AMX | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 15.32 | 15.32 | 0.00% | market | 103.85% | 39.05% | — | 4.93% | 1.25% | 3.67% |
| AVB | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 188.40 | 188.40 | 0.00% | market | 57.80% | 57.81% | — | 1.90% | 1.25% | 0.65% |
| BOKF | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 86.10 | 86.10 | 0.00% | market | 28.57% | 24.06% | — | -3.42% | 1.25% | -4.67% |
| CPF | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 33.49 | 33.49 | 0.00% | market | 10.53% | 9.28% | — | -7.33% | 1.25% | -8.58% |
| CUBI | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 31.50 | 31.50 | 0.00% | market | 16.39% | 9.17% | — | -7.56% | 1.25% | -8.81% |
| DTE | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 89.07 | 89.07 | 0.00% | market | 14.74% | 14.74% | — | 4.01% | 1.25% | 2.76% |
| GGG | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 35.63 | 35.63 | 0.00% | market | 40.00% | 32.00% | — | 2.40% | 1.25% | 1.15% |
| LMAT | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 26.57 | 26.57 | 0.00% | market | 23.08% | 23.07% | — | 14.50% | 1.25% | 13.25% |
| LOB | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 24.00 | 24.00 | 0.00% | market | 12.50% | 9.75% | — | 5.11% | 1.25% | 3.86% |
| MKSI | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 80.50 | 80.50 | 0.00% | market | 16.51% | 16.50% | — | -0.91% | 1.25% | -2.16% |
| MKTX | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 195.03 | 195.03 | 0.00% | market | 15.63% | 16.63% | — | 0.17% | 1.25% | -1.08% |
| ROG | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 95.00 | 95.00 | 0.00% | market | 46.09% | 46.11% | — | 14.07% | 1.25% | 12.82% |
| ROK | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 160.21 | 160.21 | 0.00% | market | 11.51% | 11.58% | — | -0.69% | 1.25% | -1.95% |
| SCI | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 32.53 | 32.53 | 0.00% | market | 26.67% | 26.67% | — | -1.42% | 1.25% | -2.67% |
| SU | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 30.89 | 30.89 | 0.00% | market | 60.87% | 18.88% | — | 1.19% | 1.25% | -0.06% |
| TEL | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 77.42 | 77.42 | 0.00% | market | 10.19% | 10.19% | — | 0.87% | 1.25% | -0.38% |
| TER | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 35.00 | 35.00 | 0.00% | market | 15.79% | 15.79% | — | 0.87% | 1.25% | -0.38% |
| UTHR | 2017-04-26 | 2017-04-27 | 2017-05-25 | 1 | 120.72 | 120.72 | 0.00% | market | 17.52% | 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% | 154.53% | — | 10.01% | 1.18% | 8.83% |
| ALGN | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 139.79 | 139.79 | 0.00% | market | 26.87% | 26.88% | — | 1.55% | 1.18% | 0.38% |
| BMY | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 55.70 | 55.70 | 0.00% | market | 13.51% | 13.51% | — | -3.21% | 1.18% | -4.38% |
| CMCSA | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 39.50 | 39.50 | 0.00% | market | 20.45% | 17.07% | — | 3.47% | 1.18% | 2.29% |
| ESS | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 243.20 | 243.20 | 0.00% | market | 177.55% | 177.55% | — | 5.29% | 1.18% | 4.11% |
| IDCC | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 91.45 | 91.45 | 0.00% | market | 55.00% | 55.05% | — | -9.78% | 1.18% | -10.95% |
| IRDM | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 10.60 | 10.60 | 0.00% | market | 42.86% | 50.00% | — | -5.29% | 1.18% | -6.46% |
| KKR | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 19.19 | 19.19 | 0.00% | market | 30.00% | 29.99% | — | -2.81% | 1.18% | -3.99% |
| PRLB | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 58.75 | 58.75 | 0.00% | market | 13.33% | 13.29% | — | 8.84% | 1.18% | 7.66% |
| SRPT | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 38.00 | 38.00 | 0.00% | market | 14.12% | 368.81% | — | -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% | 57.13% | — | 9.19% | 1.18% | 8.01% |
| VRTX | 2017-04-27 | 2017-04-28 | 2017-05-26 | 1 | 119.50 | 119.50 | 0.00% | market | 41.38% | 5.13% | — | 0.25% | 1.18% | -0.92% |
| APO | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 26.70 | 26.70 | 0.00% | market | 28.12% | 28.13% | — | 2.71% | 1.18% | 1.53% |
| BEN | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 43.27 | 43.27 | 0.00% | market | 10.45% | 10.45% | — | -3.94% | 1.18% | -5.12% |
| IDXX | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 168.30 | 168.30 | 0.00% | market | 26.23% | 26.24% | — | -0.32% | 1.18% | -1.50% |
| TFSL | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 16.63 | 16.63 | 0.00% | market | 14.29% | 14.28% | — | -5.45% | 1.18% | -6.63% |
| TRI | 2017-04-28 | 2017-05-01 | 2017-05-30 | 3 | 52.29 | 52.29 | 0.00% | market | 18.03% | 20.41% | — | -2.82% | 1.18% | -4.00% |
| ARLP | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 23.40 | 23.40 | 0.00% | market | 61.76% | 61.76% | — | -8.22% | 1.09% | -9.31% |
| BWXT | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 50.51 | 50.51 | 0.00% | market | 19.57% | 19.57% | — | -3.88% | 1.09% | -4.97% |
| CGNX | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 42.65 | 42.65 | 0.00% | market | 85.71% | 22.03% | — | 7.19% | 1.09% | 6.10% |
| CORT | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 10.53 | 10.53 | 0.00% | market | 33.33% | 33.33% | — | 7.31% | 1.09% | 6.22% |
| EIX | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 80.43 | 80.43 | 0.00% | market | 22.22% | 22.22% | — | 1.32% | 1.09% | 0.23% |
| EXEL | 2017-05-01 | 2017-05-02 | 2017-05-31 | 1 | 24.01 | 24.01 | 0.00% | market | 671.60% | 400.00% | — | -22.17% | 1.09% | -23.26% |
| FANG | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 99.00 | 99.00 | 0.00% | market | 73.33% | 1.01% | — | -5.18% | 1.92% | -7.10% |
| IPGP | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 136.00 | 136.00 | 0.00% | market | 15.00% | 15.02% | — | 3.31% | 1.92% | 1.39% |
| PAYC | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 63.11 | 63.11 | 0.00% | market | 14.63% | 14.64% | — | 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% | 30.86% | — | 3.14% | 1.92% | 1.21% |
| QLYS | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 39.90 | 39.90 | 0.00% | market | 11.11% | 11.11% | — | 7.29% | 1.92% | 5.37% |
| SHO | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 15.43 | 15.43 | 0.00% | market | 50.00% | 50.02% | — | 2.69% | 1.92% | 0.76% |
| VIAV | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 10.32 | 10.32 | 0.00% | market | 28.57% | 28.57% | — | 12.01% | 1.92% | 10.09% |
| VNOM | 2017-05-02 | 2017-05-03 | 2017-06-01 | 1 | 17.89 | 17.89 | 0.00% | market | 15.79% | 15.80% | — | -4.46% | 1.92% | -6.38% |
| AVA | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 40.12 | 40.12 | 0.00% | market | 17.07% | 17.07% | — | 8.80% | 2.24% | 6.56% |
| ENR | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 56.84 | 56.84 | 0.00% | market | 47.06% | 47.06% | — | -1.88% | 2.24% | -4.11% |
| EVTC | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 15.20 | 15.20 | 0.00% | market | 15.38% | 15.36% | — | 10.10% | 2.24% | 7.86% |
| EXK | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 3.06 | 3.06 | 0.00% | market | 150.00% | 150.01% | — | -5.00% | 2.24% | -7.24% |
| GIL | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 28.41 | 28.41 | 0.00% | market | 11.43% | 11.42% | — | 4.23% | 2.24% | 1.99% |
| GRMN | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 50.19 | 50.19 | 0.00% | market | 15.56% | 15.02% | — | 5.40% | 2.24% | 3.16% |
| HGV | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 34.04 | 34.04 | 0.00% | market | 24.39% | 24.39% | — | 5.57% | 2.24% | 3.33% |
| INN | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 16.98 | 16.98 | 0.00% | market | 244.44% | 244.41% | — | 7.67% | 2.24% | 5.44% |
| KLIC | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 21.00 | 21.00 | 0.00% | market | 25.00% | 25.01% | — | 6.80% | 2.24% | 4.57% |
| LNC | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 67.56 | 67.56 | 0.00% | market | 19.25% | 81.40% | — | -2.73% | 2.24% | -4.97% |
| MTDR | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 22.21 | 22.21 | 0.00% | market | 70.00% | 7.74% | — | 4.27% | 2.24% | 2.03% |
| NVO | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 20.91 | 20.91 | 0.00% | market | 11.54% | 8.03% | — | 5.11% | 2.24% | 2.88% |
| NXPI | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 105.76 | 105.76 | 0.00% | market | 30.60% | 3.85% | — | 3.11% | 2.24% | 0.87% |
| REXR | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 24.85 | 24.85 | 0.00% | market | 200.00% | 200.03% | — | 12.90% | 2.24% | 10.66% |
| SSRM | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 9.62 | 9.62 | 0.00% | market | 41.67% | 3.90% | — | -1.04% | 2.24% | -3.27% |
| WD | 2017-05-03 | 2017-05-04 | 2017-06-02 | 1 | 52.15 | 52.15 | 0.00% | market | 47.95% | 19.17% | — | -6.72% | 2.24% | -8.95% |
| WB | 2017-05-16 | 2017-05-17 | 2017-06-15 | 1 | 77.75 | 77.75 | 0.00% | market | 23.81% | 31.25% | — | -7.57% | 1.54% | -9.11% |
| SQM | 2017-05-17 | 2017-05-18 | 2017-06-16 | 1 | 33.55 | 33.55 | 0.00% | market | 11.43% | 12.90% | — | 2.55% | 2.93% | -0.38% |
| ZTO | 2017-05-17 | 2017-05-18 | 2017-06-16 | 1 | 13.41 | 13.41 | 0.00% | market | 11.11% | 7.68% | — | 6.69% | 2.93% | 3.75% |
| YRD | 2017-05-21 | 2017-05-22 | 2017-06-20 | 1 | 25.50 | 25.50 | 0.00% | market | 34.92% | 34.87% | — | -5.90% | 1.72% | -7.62% |
| A | 2017-05-22 | 2017-05-23 | 2017-06-21 | 1 | 59.80 | 59.80 | 0.00% | market | 20.83% | 20.83% | — | -0.12% | 1.25% | -1.37% |
| FSM | 2017-05-24 | 2017-05-25 | 2017-06-23 | 1 | 4.50 | 4.50 | 0.00% | market | 80.00% | 60.01% | — | 13.46% | 0.80% | 12.66% |
| MRVL | 2017-05-25 | 2017-05-26 | 2017-06-26 | 1 | 17.39 | 17.39 | 0.00% | market | 14.29% | 15.58% | — | 1.40% | 0.72% | 0.67% |
| VEEV | 2017-05-25 | 2017-05-26 | 2017-06-26 | 1 | 66.39 | 66.39 | 0.00% | market | 22.22% | 23.66% | — | -6.22% | 0.72% | -6.94% |
| DAC | 2017-05-30 | 2017-05-31 | 2017-06-28 | 1 | 21.00 | 21.00 | 0.00% | market | 22.22% | 22.21% | — | 13.23% | 0.68% | 12.55% |
| COO | 2017-06-01 | 2017-06-02 | 2017-06-30 | 1 | 56.91 | 56.91 | 0.00% | market | 12.50% | 11.11% | — | 5.08% | -0.67% | 5.75% |
| HQY | 2017-06-06 | 2017-06-07 | 2017-07-06 | 1 | 48.80 | 48.80 | 0.00% | market | 18.75% | 18.75% | — | -1.12% | -1.25% | 0.13% |
| ORCL | 2017-06-21 | 2017-06-22 | 2017-07-21 | 1 | 51.61 | 51.61 | 0.00% | market | 14.10% | 14.09% | — | -1.67% | 1.61% | -3.28% |
| AVAV | 2017-06-27 | 2017-06-28 | 2017-07-27 | 1 | 30.37 | 30.37 | 0.00% | market | 26.21% | 69.06% | — | 23.90% | 1.94% | 21.97% |
| STZ | 2017-06-29 | 2017-06-30 | 2017-07-31 | 1 | 194.63 | 194.63 | 0.00% | market | 18.18% | 18.61% | — | -0.76% | 1.85% | -2.61% |
| WDFC | 2017-07-10 | 2017-07-11 | 2017-08-08 | 1 | 111.05 | 111.05 | 0.00% | market | 12.09% | 12.06% | — | -5.19% | 2.02% | -7.21% |
| JPM | 2017-07-14 | 2017-07-17 | 2017-08-14 | 3 | 91.82 | 91.82 | 0.00% | market | 15.92% | 12.30% | — | 0.63% | 0.44% | 0.19% |
| EXPO | 2017-07-18 | 2017-07-19 | 2017-08-16 | 1 | 33.05 | 33.05 | 0.00% | market | 23.81% | 23.87% | — | -1.82% | 0.37% | -2.20% |
| WTFC | 2017-07-18 | 2017-07-19 | 2017-08-16 | 1 | 80.00 | 80.00 | 0.00% | market | 12.12% | 11.72% | — | -8.10% | 0.37% | -8.47% |
| ASML | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 152.24 | 152.24 | 0.00% | market | 14.17% | 33.38% | — | -1.14% | -1.69% | 0.55% |
| CTO | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 15.46 | 15.46 | 0.00% | market | 157.14% | 167.97% | — | -6.76% | -1.69% | -5.07% |
| FPI | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 9.15 | 9.15 | 0.00% | market | 66.67% | 100.00% | — | -8.52% | -1.69% | -6.82% |
| RLI | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 28.35 | 28.35 | 0.00% | market | 14.81% | 24.89% | — | -5.18% | -1.69% | -3.48% |
| TFIN | 2017-07-19 | 2017-07-20 | 2017-08-17 | 1 | 27.35 | 27.35 | 0.00% | market | 59.38% | 59.37% | — | -0.83% | -1.69% | 0.86% |
| BANF | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 56.53 | 56.53 | 0.00% | market | 22.41% | 22.45% | — | -13.42% | -1.51% | -11.91% |
| GATX | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 63.24 | 63.24 | 0.00% | market | 18.92% | 18.92% | — | -4.46% | -1.51% | -2.95% |
| MSFT | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 73.45 | 73.45 | 0.00% | market | 38.03% | 38.03% | — | -1.41% | -1.51% | 0.11% |
| MTG | 2017-07-20 | 2017-07-21 | 2017-08-18 | 1 | 11.92 | 11.92 | 0.00% | market | 20.00% | 24.00% | — | -5.13% | -1.51% | -3.62% |
| MCO | 2017-07-21 | 2017-07-24 | 2017-08-21 | 3 | 133.15 | 133.15 | 0.00% | market | 12.69% | 12.69% | — | -1.86% | -1.58% | -0.28% |
| CHCO | 2017-07-24 | 2017-07-25 | 2017-08-22 | 1 | 68.99 | 68.99 | 0.00% | market | 13.25% | 10.88% | — | -10.65% | -0.90% | -9.75% |
| GOOG | 2017-07-24 | 2017-07-25 | 2017-08-22 | 1 | 47.69 | 47.69 | 0.00% | market | 13.64% | 12.08% | — | -3.16% | -0.90% | -2.26% |
| GOOGL | 2017-07-24 | 2017-07-25 | 2017-08-22 | 1 | 48.54 | 48.54 | 0.00% | market | 13.64% | 11.58% | — | -3.23% | -0.90% | -2.33% |
| RYAAY | 2017-07-24 | 2017-07-25 | 2017-08-22 | 1 | 45.49 | 45.49 | 0.00% | market | 20.34% | 39.18% | — | 1.55% | -0.90% | 2.45% |
| BIIB | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 288.55 | 288.55 | 0.00% | market | 14.29% | 14.29% | — | -2.15% | -1.29% | -0.86% |
| CMRE | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 5.13 | 5.13 | 0.00% | market | 10.53% | 10.54% | — | -7.31% | -1.29% | -6.02% |
| DLB | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 52.96 | 52.96 | 0.00% | market | 12.31% | 12.29% | — | -7.41% | -1.29% | -6.12% |
| EGP | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 84.74 | 84.74 | 0.00% | market | 140.00% | 140.01% | — | 2.20% | -1.29% | 3.49% |
| FBNC | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 32.00 | 32.00 | 0.00% | market | 11.63% | 11.61% | — | -4.26% | -1.29% | -2.97% |
| HLI | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 38.91 | 38.91 | 0.00% | market | 13.64% | 13.63% | — | -8.38% | -1.29% | -7.09% |
| RNR | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 148.00 | 148.00 | 0.00% | market | 19.74% | 52.37% | — | -1.50% | -1.29% | -0.21% |
| TROW | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 84.11 | 84.11 | 0.00% | market | 15.38% | 15.38% | — | -1.60% | -1.29% | -0.31% |
| ZION | 2017-07-25 | 2017-07-26 | 2017-08-23 | 1 | 46.00 | 46.00 | 0.00% | market | 17.74% | 17.74% | — | -4.60% | -1.29% | -3.31% |
| APH | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 18.74 | 18.74 | 0.00% | market | 11.11% | 12.50% | — | 5.82% | -1.60% | 7.42% |
| EW | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 39.84 | 39.84 | 0.00% | market | 10.34% | 22.73% | — | -5.76% | -1.60% | -4.16% |
| FCF | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 12.90 | 12.90 | 0.00% | market | 10.53% | 10.53% | — | -2.19% | -1.60% | -0.59% |
| FR | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 30.08 | 30.08 | 0.00% | market | 128.57% | 41.41% | — | 1.23% | -1.60% | 2.83% |
| GGG | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 37.38 | 37.38 | 0.00% | market | 31.43% | 8.57% | — | 0.09% | -1.60% | 1.69% |
| GILD | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 75.43 | 75.43 | 0.00% | market | 19.07% | 19.07% | — | -1.97% | -1.60% | -0.37% |
| GTY | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 25.54 | 25.54 | 0.00% | market | 59.26% | 59.46% | — | 6.63% | -1.60% | 8.24% |
| HSY | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 106.06 | 106.06 | 0.00% | market | 21.11% | 21.11% | — | -0.61% | -1.60% | 0.99% |
| KIM | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 20.10 | 20.10 | 0.00% | market | 121.43% | 25.70% | — | -2.59% | -1.60% | -0.99% |
| LOB | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 24.95 | 24.95 | 0.00% | market | 16.67% | 14.02% | — | -9.72% | -1.60% | -8.12% |
| LVS | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 61.46 | 61.46 | 0.00% | market | 23.73% | 23.73% | — | -2.09% | -1.60% | -0.48% |
| META | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 174.70 | 174.70 | 0.00% | market | 16.81% | 16.81% | — | -4.08% | -1.60% | -2.48% |
| SITC | 2017-07-26 | 2017-07-27 | 2017-08-24 | 1 | 69.40 | 69.40 | 0.00% | market | 1400.00% | 1055.29% | — | -7.05% | -1.60% | -5.44% |
| AFL | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 38.74 | 38.74 | 0.00% | market | 10.84% | 27.97% | — | 4.34% | -0.85% | 5.19% |
| ALGN | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 168.10 | 168.10 | 0.00% | market | 16.44% | 16.43% | — | 2.55% | -0.85% | 3.39% |
| ALLE | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 81.31 | 81.31 | 0.00% | market | 11.00% | 11.00% | — | -4.64% | -0.85% | -3.79% |
| BIDU | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 211.01 | 211.01 | 0.00% | market | 66.20% | 55.48% | — | 6.79% | -0.85% | 7.64% |
| EA | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 114.00 | 114.00 | 0.00% | market | 71.43% | 14.81% | — | 2.47% | -0.85% | 3.32% |
| EGO | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 11.75 | 11.75 | 0.00% | market | 25.00% | 25.05% | — | -16.70% | -0.85% | -15.85% |
| ENTG | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 26.55 | 26.55 | 0.00% | market | 13.33% | 13.33% | — | -8.20% | -0.85% | -7.35% |
| IRDM | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 10.95 | 10.95 | 0.00% | market | 11.11% | 11.11% | — | -6.04% | -0.85% | -5.19% |
| KKR | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 19.26 | 19.26 | 0.00% | market | 32.84% | 32.84% | — | -4.36% | -0.85% | -3.51% |
| LAZ | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 46.21 | 46.21 | 0.00% | market | 24.05% | 24.06% | — | -8.80% | -0.85% | -7.95% |
| LMAT | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 30.38 | 30.38 | 0.00% | market | 35.29% | 35.31% | — | 12.05% | -0.85% | 12.89% |
| MPLX | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 36.26 | 36.26 | 0.00% | market | 30.00% | 30.00% | — | -6.80% | -0.85% | -5.95% |
| TBBK | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 7.54 | 7.54 | 0.00% | market | 57.14% | 38.22% | — | 4.94% | -0.85% | 5.79% |
| TCBK | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 35.71 | 35.71 | 0.00% | market | 13.73% | 11.56% | — | 0.40% | -0.85% | 1.25% |
| TFSL | 2017-07-27 | 2017-07-28 | 2017-08-25 | 1 | 16.06 | 16.06 | 0.00% | market | 14.29% | 14.29% | — | -4.65% | -0.85% | -3.80% |
| BSBR | 2017-07-28 | 2017-07-31 | 2017-08-28 | 3 | 7.79 | 7.79 | 0.00% | market | 12.50% | 23.08% | — | 8.50% | -1.13% | 9.63% |
| FBP | 2017-07-28 | 2017-07-31 | 2017-08-28 | 3 | 6.08 | 6.08 | 0.00% | market | 18.18% | 8.58% | — | -6.84% | -1.13% | -5.71% |
| MRK | 2017-07-28 | 2017-07-31 | 2017-08-28 | 3 | 61.26 | 61.26 | 0.00% | market | 16.09% | 16.09% | — | -1.54% | -1.13% | -0.40% |
| WELL | 2017-07-28 | 2017-07-31 | 2017-08-28 | 3 | 73.21 | 73.21 | 0.00% | market | 11.36% | 15.91% | — | -2.79% | -1.13% | -1.66% |