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 5: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FFIN | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 30.00 | 30.00 | 0.00% | market | 46.15% | 42.87% | — | 1.80% | 5.77% | -3.97% |
| FRME | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 26.26 | 26.26 | 0.00% | market | 31.91% | 31.91% | — | -5.01% | 5.77% | -10.79% |
| GBCI | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 36.00 | 36.00 | 0.00% | market | 32.00% | 30.38% | — | -3.24% | 5.77% | -9.01% |
| HSY | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 147.03 | 147.03 | 0.00% | market | 15.93% | 15.93% | — | 0.17% | 5.77% | -5.60% |
| IEX | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 170.34 | 170.34 | 0.00% | market | 10.00% | 10.00% | — | 4.90% | 5.77% | -0.88% |
| INDB | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 68.00 | 68.00 | 0.00% | market | 22.58% | 22.58% | — | -6.53% | 5.77% | -12.30% |
| INTC | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 52.15 | 52.15 | 0.00% | market | 10.81% | 10.81% | — | -5.60% | 5.77% | -11.38% |
| KMB | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 147.77 | 147.77 | 0.00% | market | 22.22% | 22.22% | — | 6.35% | 5.77% | 0.58% |
| LMAT | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 31.99 | 31.99 | 0.00% | market | 3048.43% | 1600.00% | — | -8.60% | 5.77% | -14.38% |
| MANH | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 100.42 | 100.42 | 0.00% | market | 14.29% | 17.65% | — | -6.36% | 5.77% | -12.14% |
| ORI | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 16.91 | 16.91 | 0.00% | market | 20.00% | 40.05% | — | -5.24% | 5.77% | -11.02% |
| OZK | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 24.75 | 24.75 | 0.00% | market | 18.18% | 22.22% | — | -7.53% | 5.77% | -13.31% |
| PHM | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 41.78 | 41.78 | 0.00% | market | 32.18% | 48.28% | — | 13.54% | 5.77% | 7.77% |
| POOL | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 298.00 | 298.00 | 0.00% | market | 24.84% | 24.84% | — | 11.77% | 5.77% | 6.00% |
| SAM | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 711.20 | 711.20 | 0.00% | market | 100.82% | 27.70% | — | 24.09% | 5.77% | 18.32% |
| SBCF | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 20.37 | 20.37 | 0.00% | market | 38.24% | 38.68% | — | -4.86% | 5.77% | -10.64% |
| SRCE | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 35.21 | 35.21 | 0.00% | market | 26.32% | 26.32% | — | -3.76% | 5.77% | -9.54% |
| SWKS | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 131.47 | 131.47 | 0.00% | market | 10.62% | 11.61% | — | 7.95% | 5.77% | 2.17% |
| TOWN | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 18.85 | 18.85 | 0.00% | market | 71.43% | 41.41% | — | -4.98% | 5.77% | -10.75% |
| VRSN | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 207.10 | 207.10 | 0.00% | market | 10.24% | 3.94% | — | -0.28% | 5.77% | -6.05% |
| WBS | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 27.55 | 27.55 | 0.00% | market | 21.28% | 21.28% | — | -0.61% | 5.77% | -6.38% |
| WST | 2020-07-23 | 2020-07-24 | 2020-08-21 | 1 | 260.00 | 260.00 | 0.00% | market | 37.36% | 37.36% | — | 4.32% | 5.77% | -1.46% |
| OFG | 2020-07-24 | 2020-07-27 | 2020-08-24 | 3 | 13.97 | 13.97 | 0.00% | market | 77.27% | 21.42% | — | -5.04% | 6.62% | -11.66% |
| ARE | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 172.24 | 172.24 | 0.00% | market | 243.40% | 243.40% | — | -0.97% | 6.73% | -7.70% |
| BRO | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 46.21 | 46.21 | 0.00% | market | 21.43% | 21.30% | — | -0.53% | 6.73% | -7.26% |
| CBU | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 57.49 | 57.49 | 0.00% | market | 26.67% | 26.67% | — | 5.67% | 6.73% | -1.05% |
| FIBK | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 29.81 | 29.81 | 0.00% | market | 13.73% | 13.73% | — | 10.17% | 6.73% | 3.44% |
| GABC | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 29.47 | 29.47 | 0.00% | market | 50.00% | 50.00% | — | -0.47% | 6.73% | -7.20% |
| MCHB | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 25.00 | 25.00 | 0.00% | market | 177.42% | 139.33% | — | 12.74% | 6.73% | 6.01% |
| NBTB | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 30.68 | 30.68 | 0.00% | market | 21.74% | 21.74% | — | 1.79% | 6.73% | -4.94% |
| PFG | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 46.99 | 46.99 | 0.00% | market | 12.31% | 59.19% | — | -5.80% | 6.73% | -12.53% |
| QCRH | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 29.95 | 29.95 | 0.00% | market | 36.51% | 34.44% | — | 4.34% | 6.73% | -2.39% |
| SSD | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 91.97 | 91.97 | 0.00% | market | 121.82% | 23.46% | — | 8.42% | 6.73% | 1.70% |
| TNET | 2020-07-27 | 2020-07-28 | 2020-08-25 | 1 | 69.00 | 69.00 | 0.00% | market | 87.96% | 49.18% | — | -1.53% | 6.73% | -8.26% |
| AFL | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 36.34 | 36.34 | 0.00% | market | 19.63% | 36.32% | — | 0.20% | 7.90% | -7.70% |
| AKAM | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 109.00 | 109.00 | 0.00% | market | 13.11% | 14.05% | — | 3.00% | 7.90% | -4.90% |
| AMGN | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 250.40 | 250.40 | 0.00% | market | 11.55% | 10.97% | — | -0.19% | 7.90% | -8.09% |
| APAM | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 34.50 | 34.50 | 0.00% | market | 16.39% | 16.39% | — | 10.33% | 7.90% | 2.43% |
| BUSE | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 17.19 | 17.19 | 0.00% | market | 80.77% | 40.07% | — | 2.46% | 7.90% | -5.44% |
| CSGP | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 93.90 | 93.90 | 0.00% | market | 15.00% | 17.00% | — | -10.46% | 7.90% | -18.36% |
| ENVA | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 14.07 | 14.07 | 0.00% | market | 82.61% | 3.25% | — | 18.66% | 7.90% | 10.76% |
| EQR | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 54.26 | 54.26 | 0.00% | market | 94.44% | 43.66% | — | 1.12% | 7.90% | -6.78% |
| FBP | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 5.80 | 5.80 | 0.00% | market | 66.67% | 19.56% | — | -1.48% | 7.90% | -9.38% |
| FCF | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 7.96 | 7.96 | 0.00% | market | 166.67% | 166.67% | — | 3.42% | 7.90% | -4.48% |
| FTV | 2020-07-28 | 2020-07-29 | 2020-08-26 | 1 | 46.25 | 46.25 | 0.00% | market | 17.24% | 17.24% | — | -3.30% | 7.90% | -11.20% |
| AAPL | 2020-07-30 | 2020-07-31 | 2020-08-28 | 1 | 102.88 | 102.88 | 0.00% | market | 25.49% | 27.45% | — | 21.22% | 7.57% | 13.64% |
| AXIA | 2020-08-12 | 2020-08-13 | 2020-09-11 | 1 | 6.66 | 6.66 | 0.00% | market | 155.92% | 57.32% | — | -2.50% | -0.76% | -1.74% |
| WPM | 2020-08-12 | 2020-08-13 | 2020-09-11 | 1 | 50.58 | 50.58 | 0.00% | market | 15.79% | 15.79% | — | 4.39% | -0.76% | 5.15% |
| AMAT | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 67.39 | 67.39 | 0.00% | market | 11.58% | 11.58% | — | -16.32% | 0.61% | -16.93% |
| BIDU | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 118.40 | 118.40 | 0.00% | market | 49.64% | 51.06% | — | 2.84% | 0.61% | 2.23% |
| FUTU | 2020-08-13 | 2020-08-14 | 2020-09-14 | 1 | 34.00 | 34.00 | 0.00% | market | 151.69% | 0.41% | — | -5.39% | 0.61% | -6.00% |
| NAT | 2020-08-17 | 2020-08-18 | 2020-09-16 | 1 | 4.38 | 4.38 | 0.00% | market | 17.86% | 287.48% | — | -10.83% | 0.14% | -10.97% |
| SUPN | 2020-08-18 | 2020-08-19 | 2020-09-17 | 1 | 25.00 | 25.00 | 0.00% | market | 54.76% | 54.76% | — | -10.18% | -0.95% | -9.23% |
| SNPS | 2020-08-19 | 2020-08-20 | 2020-09-18 | 1 | 206.50 | 206.50 | 0.00% | market | 28.89% | 28.89% | — | -4.25% | -1.40% | -2.85% |
| KEYS | 2020-08-20 | 2020-08-21 | 2020-09-21 | 1 | 105.62 | 105.62 | 0.00% | market | 43.37% | 43.37% | — | -7.50% | -3.24% | -4.26% |
| OPRA | 2020-08-20 | 2020-08-21 | 2020-09-21 | 1 | 8.15 | 8.15 | 0.00% | market | 1600.00% | 789.96% | — | 8.24% | -3.24% | 11.48% |
| BKE | 2020-08-21 | 2020-08-24 | 2020-09-22 | 3 | 19.40 | 19.40 | 0.00% | market | 1083.33% | 1083.33% | — | 6.14% | -3.45% | 9.59% |
| QFIN | 2020-08-23 | 2020-08-24 | 2020-09-22 | 1 | 14.71 | 14.71 | 0.00% | market | 20.55% | 16.89% | — | -20.83% | -3.45% | -17.38% |
| CANG | 2020-08-24 | 2020-08-25 | 2020-09-23 | 1 | 30.00 | 30.00 | 0.00% | market | 80.00% | 24.50% | — | -19.43% | -6.08% | -13.35% |
| BMO | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 61.91 | 61.91 | 0.00% | market | 15.38% | 2.25% | — | -5.77% | -6.17% | 0.40% |
| CRM | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 251.96 | 251.96 | 0.00% | market | 114.93% | 20.31% | — | -5.82% | -6.17% | 0.35% |
| HEI | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 109.00 | 109.00 | 0.00% | market | 25.00% | 25.00% | — | -7.00% | -6.17% | -0.83% |
| INTU | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 356.86 | 356.86 | 0.00% | market | 72.38% | 46.29% | — | -13.63% | -6.17% | -7.46% |
| SJM | 2020-08-25 | 2020-08-26 | 2020-09-24 | 1 | 122.15 | 122.15 | 0.00% | market | 41.92% | 41.92% | — | -9.33% | -6.17% | -3.17% |
| CEPU | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 2.57 | 2.57 | 0.00% | market | 46.67% | 19.11% | — | -17.22% | -5.68% | -11.55% |
| KNOP | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 12.61 | 12.61 | 0.00% | market | 15.79% | 15.79% | — | -1.84% | -5.68% | 3.83% |
| RY | 2020-08-26 | 2020-08-27 | 2020-09-25 | 1 | 77.46 | 77.46 | 0.00% | market | 29.37% | 11.85% | — | -8.93% | -5.68% | -3.25% |
| CM | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 40.00 | 40.00 | 0.00% | market | 24.11% | 13.61% | — | -5.55% | -4.36% | -1.19% |
| OLLI | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 102.60 | 102.60 | 0.00% | market | 19.54% | 15.56% | — | -14.80% | -4.36% | -10.43% |
| TD | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 50.94 | 50.94 | 0.00% | market | 19.74% | 21.74% | — | -8.56% | -4.36% | -4.20% |
| VEEV | 2020-08-27 | 2020-08-28 | 2020-09-28 | 1 | 287.91 | 287.91 | 0.00% | market | 12.50% | 12.50% | — | -2.18% | -4.36% | 2.18% |
| ZM | 2020-08-31 | 2020-09-01 | 2020-09-30 | 1 | 439.51 | 439.51 | 0.00% | market | 104.44% | 19.72% | — | 6.86% | -4.37% | 11.24% |
| HRB | 2020-09-01 | 2020-09-02 | 2020-10-01 | 1 | 14.27 | 14.27 | 0.00% | market | 48.65% | 231.15% | — | 16.65% | -4.97% | 21.62% |
| BF-B | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 79.27 | 79.27 | 0.00% | market | 29.03% | 27.70% | — | -4.69% | -6.19% | 1.50% |
| CPRT | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 27.17 | 27.17 | 0.00% | market | 70.00% | 46.22% | — | -1.35% | -6.19% | 4.84% |
| GWRE | 2020-09-02 | 2020-09-03 | 2020-10-02 | 1 | 120.00 | 120.00 | 0.00% | market | 84.44% | 15.44% | — | -14.14% | -6.19% | -7.95% |
| CIEN | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 45.16 | 45.16 | 0.00% | market | 29.27% | 29.27% | — | -8.51% | -1.84% | -6.67% |
| DLNG | 2020-09-03 | 2020-09-04 | 2020-10-05 | 1 | 2.71 | 2.71 | 0.00% | market | 33.33% | 2.47% | — | -11.54% | -1.84% | -9.70% |
| HTT | 2020-09-07 | 2020-09-08 | 2020-10-06 | 1 | 1.50 | 1.50 | 0.00% | market | 103.77% | 49.74% | — | -11.43% | -0.53% | -10.90% |
| RH | 2020-09-09 | 2020-09-10 | 2020-10-08 | 1 | 398.05 | 398.05 | 0.00% | market | 43.70% | 43.70% | — | -5.62% | 0.57% | -6.19% |
| FIZZ | 2020-09-10 | 2020-09-11 | 2020-10-09 | 1 | 39.70 | 39.70 | 0.00% | market | 14.58% | 13.54% | — | -0.20% | 3.28% | -3.49% |
| PTON | 2020-09-10 | 2020-09-11 | 2020-10-09 | 1 | 98.11 | 98.11 | 0.00% | market | 170.00% | 170.00% | — | 25.29% | 3.28% | 22.01% |
| AZO | 2020-09-22 | 2020-09-23 | 2020-10-21 | 1 | 1,174.44 | 1,174.44 | 0.00% | market | 23.67% | 23.67% | — | 0.21% | 3.58% | -3.36% |
| NKE | 2020-09-22 | 2020-09-23 | 2020-10-21 | 1 | 130.22 | 130.22 | 0.00% | market | 102.13% | 11.14% | — | -0.71% | 3.58% | -4.28% |
| GIS | 2020-09-23 | 2020-09-24 | 2020-10-22 | 1 | 58.10 | 58.10 | 0.00% | market | 14.94% | 14.94% | — | 5.42% | 7.28% | -1.86% |
| JEF | 2020-09-23 | 2020-09-24 | 2020-10-22 | 1 | 18.63 | 18.63 | 0.00% | market | 214.71% | 2715.71% | — | 4.30% | 7.28% | -2.98% |
| CAG | 2020-10-01 | 2020-10-02 | 2020-10-30 | 1 | 36.12 | 36.12 | 0.00% | market | 22.81% | 22.81% | — | -2.95% | -1.56% | -1.40% |
| PEP | 2020-10-01 | 2020-10-02 | 2020-10-30 | 1 | 139.28 | 139.28 | 0.00% | market | 11.41% | 11.41% | — | -4.40% | -1.56% | -2.85% |
| PAYX | 2020-10-06 | 2020-10-07 | 2020-11-04 | 1 | 80.43 | 80.43 | 0.00% | market | 12.50% | 14.55% | — | 6.19% | 1.60% | 4.59% |
| BLK | 2020-10-13 | 2020-10-14 | 2020-11-11 | 1 | 641.83 | 641.83 | 0.00% | market | 18.21% | 18.21% | — | 4.39% | 1.69% | 2.70% |
| C | 2020-10-13 | 2020-10-14 | 2020-11-11 | 1 | 43.52 | 43.52 | 0.00% | market | 66.67% | 22.64% | — | 12.33% | 1.69% | 10.64% |
| EDU | 2020-10-13 | 2020-10-14 | 2020-11-11 | 1 | 165.81 | 165.81 | 0.00% | market | 13.86% | 16.09% | — | 5.00% | 1.69% | 3.31% |
| JNJ | 2020-10-13 | 2020-10-14 | 2020-11-11 | 1 | 148.82 | 148.82 | 0.00% | market | 10.55% | 11.11% | — | -0.79% | 1.69% | -2.47% |
| JPM | 2020-10-13 | 2020-10-14 | 2020-11-11 | 1 | 101.03 | 101.03 | 0.00% | market | 24.26% | 44.86% | — | 13.51% | 1.69% | 11.82% |
| GS | 2020-10-14 | 2020-10-15 | 2020-11-12 | 1 | 209.58 | 209.58 | 0.00% | market | 73.79% | 12.25% | — | 2.25% | 2.76% | -0.51% |
| PGR | 2020-10-14 | 2020-10-15 | 2020-11-12 | 1 | 96.14 | 96.14 | 0.00% | market | 10.65% | 10.97% | — | -1.62% | 2.76% | -4.38% |
| PNC | 2020-10-14 | 2020-10-15 | 2020-11-12 | 1 | 108.34 | 108.34 | 0.00% | market | 59.91% | 0.77% | — | 11.59% | 2.76% | 8.82% |
| CBAN | 2020-10-15 | 2020-10-16 | 2020-11-13 | 1 | 12.06 | 12.06 | 0.00% | market | 39.29% | 91.80% | — | 7.69% | 2.62% | 5.08% |
| ISRG | 2020-10-15 | 2020-10-16 | 2020-11-13 | 1 | 241.67 | 241.67 | 0.00% | market | 33.33% | 60.52% | — | 3.81% | 2.62% | 1.20% |
| MS | 2020-10-15 | 2020-10-16 | 2020-11-13 | 1 | 51.53 | 51.53 | 0.00% | market | 31.75% | 37.19% | — | 9.76% | 2.62% | 7.14% |
| ALLY | 2020-10-16 | 2020-10-19 | 2020-11-16 | 3 | 29.06 | 29.06 | 0.00% | market | 81.16% | 53.81% | — | 5.58% | 3.99% | 1.59% |
| BMI | 2020-10-16 | 2020-10-19 | 2020-11-16 | 3 | 78.07 | 78.07 | 0.00% | market | 34.21% | 34.21% | — | 2.08% | 3.99% | -1.92% |
| RBCAA | 2020-10-16 | 2020-10-19 | 2020-11-16 | 3 | 32.51 | 32.51 | 0.00% | market | 139.02% | 200.25% | — | 16.36% | 3.99% | 12.36% |
| CDNS | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 115.35 | 115.35 | 0.00% | market | 14.75% | 21.36% | — | -1.72% | 5.00% | -6.72% |
| FNB | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 7.50 | 7.50 | 0.00% | market | 13.04% | 28.78% | — | 18.70% | 5.00% | 13.70% |
| LII | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 283.35 | 283.35 | 0.00% | market | 12.06% | 12.06% | — | 5.45% | 5.00% | 0.46% |
| LOGI | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 93.78 | 93.78 | 0.00% | market | 228.07% | 228.07% | — | -13.80% | 5.00% | -18.80% |
| ONB | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 14.39 | 14.39 | 0.00% | market | 42.42% | 1554.13% | — | 15.47% | 5.00% | 10.47% |
| SFBS | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 38.13 | 38.13 | 0.00% | market | 12.68% | 9.33% | — | 4.59% | 5.00% | -0.40% |
| SFNC | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 16.37 | 16.37 | 0.00% | market | 50.00% | 83.84% | — | 24.58% | 5.00% | 19.58% |
| TFIN | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 43.50 | 43.50 | 0.00% | market | 85.71% | 46.65% | — | 10.59% | 5.00% | 5.59% |
| ZION | 2020-10-19 | 2020-10-20 | 2020-11-17 | 1 | 31.58 | 31.58 | 0.00% | market | 14.77% | 17.33% | — | 25.30% | 5.00% | 20.30% |
| BFC | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 63.85 | 63.85 | 0.00% | market | 37.86% | 40.28% | — | 4.44% | 3.77% | 0.67% |
| CALX | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 26.04 | 26.04 | 0.00% | market | 110.53% | 13.73% | — | -7.01% | 3.77% | -10.78% |
| CBSH | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 46.37 | 46.37 | 0.00% | market | 50.82% | 46.29% | — | 9.50% | 3.77% | 5.72% |
| FULT | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 10.49 | 10.49 | 0.00% | market | 90.00% | 19.72% | — | 22.49% | 3.77% | 18.72% |
| GATX | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 68.84 | 68.84 | 0.00% | market | 19.77% | 16.16% | — | 15.68% | 3.77% | 11.90% |
| HOPE | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 8.50 | 8.50 | 0.00% | market | 31.58% | 20.83% | — | 12.84% | 3.77% | 9.07% |
| HWC | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 23.00 | 23.00 | 0.00% | market | 28.57% | 40.00% | — | 22.73% | 3.77% | 18.95% |
| NBHC | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 30.59 | 30.59 | 0.00% | market | 56.90% | 56.90% | — | 8.82% | 3.77% | 5.05% |
| NGVT | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 60.18 | 60.18 | 0.00% | market | 82.65% | 18.28% | — | 10.09% | 3.77% | 6.31% |
| PG | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 142.49 | 142.49 | 0.00% | market | 14.79% | 14.79% | — | -2.06% | 3.77% | -5.83% |
| PNFP | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 41.25 | 41.25 | 0.00% | market | 30.28% | 43.40% | — | 30.74% | 3.77% | 26.96% |
| PNR | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 51.61 | 51.61 | 0.00% | market | 37.25% | 37.25% | — | 1.53% | 3.77% | -2.24% |
| REXR | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 49.75 | 49.75 | 0.00% | market | 162.50% | 6.81% | — | -2.65% | 3.77% | -6.42% |
| RF | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 12.95 | 12.95 | 0.00% | market | 45.45% | 42.68% | — | 18.90% | 3.77% | 15.12% |
| TXN | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 149.10 | 149.10 | 0.00% | market | 13.28% | 13.28% | — | 2.88% | 3.77% | -0.89% |
| UBS | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 12.37 | 12.37 | 0.00% | market | 115.38% | 23.06% | — | 15.10% | 3.77% | 11.33% |
| WDFC | 2020-10-20 | 2020-10-21 | 2020-11-18 | 1 | 212.28 | 212.28 | 0.00% | market | 25.66% | 25.66% | — | 19.34% | 3.77% | 15.56% |
| ALGN | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 424.32 | 424.32 | 0.00% | market | 251.56% | 50.57% | — | 3.91% | 4.32% | -0.41% |
| APH | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 28.78 | 28.78 | 0.00% | market | 22.73% | 23.86% | — | 10.39% | 4.32% | 6.07% |
| ARR | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 47.75 | 47.75 | 0.00% | market | 414.71% | 1.83% | — | 9.74% | 4.32% | 5.42% |
| BANR | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 38.00 | 38.00 | 0.00% | market | 25.61% | 49.01% | — | 15.48% | 4.32% | 11.16% |
| BOKF | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 59.19 | 59.19 | 0.00% | market | 40.38% | 130.52% | — | 17.66% | 4.32% | 13.34% |
| CNS | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 58.32 | 58.32 | 0.00% | market | 11.67% | 11.67% | — | 15.78% | 4.32% | 11.46% |
| EFX | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 158.15 | 158.15 | 0.00% | market | 16.88% | 16.88% | — | 9.68% | 4.32% | 5.35% |
| EW | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 79.74 | 79.74 | 0.00% | market | 15.91% | 15.91% | — | 6.80% | 4.32% | 2.48% |
| GGG | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 66.00 | 66.00 | 0.00% | market | 40.48% | 40.48% | — | 3.61% | 4.32% | -0.71% |
| ICLR | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 203.61 | 203.61 | 0.00% | market | 12.42% | 12.42% | — | -8.09% | 4.32% | -12.41% |
| KEY | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 12.48 | 12.48 | 0.00% | market | 10.81% | 61.61% | — | 25.06% | 4.32% | 20.74% |
| LOB | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 33.26 | 33.26 | 0.00% | market | 200.00% | 287.47% | — | 32.49% | 4.32% | 28.17% |
| MCB | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 30.09 | 30.09 | 0.00% | market | 29.59% | 29.65% | — | 6.25% | 4.32% | 1.93% |
| SLM | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 9.53 | 9.53 | 0.00% | market | 487.50% | 692.87% | — | 14.38% | 4.32% | 10.06% |
| SUI | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 145.57 | 145.57 | 0.00% | market | 11.89% | 38.37% | — | -4.00% | 4.32% | -8.32% |
| TCBI | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 39.40 | 39.40 | 0.00% | market | 83.05% | 5.95% | — | 35.97% | 4.32% | 31.64% |
| TMO | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 471.69 | 471.69 | 0.00% | market | 30.63% | 30.63% | — | -4.04% | 4.32% | -8.36% |
| WSBC | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 24.12 | 24.12 | 0.00% | market | 24.53% | 30.63% | — | 20.13% | 4.32% | 15.81% |
| WTFC | 2020-10-21 | 2020-10-22 | 2020-11-19 | 1 | 50.98 | 50.98 | 0.00% | market | 49.11% | 19.09% | — | 7.98% | 4.32% | 3.66% |
| ABCB | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 30.00 | 30.00 | 0.00% | market | 83.52% | 8.94% | — | 12.93% | 2.72% | 10.22% |
| ALLE | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 103.15 | 103.15 | 0.00% | market | 36.89% | 36.89% | — | 9.45% | 2.72% | 6.73% |
| ASB | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 14.20 | 14.20 | 0.00% | market | 26.32% | 60.14% | — | 10.18% | 2.72% | 7.46% |
| AUB | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 26.68 | 26.68 | 0.00% | market | 57.45% | 44.37% | — | 11.67% | 2.72% | 8.95% |
| BANC | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 12.24 | 12.24 | 0.00% | market | 60.00% | 37.36% | — | 7.74% | 2.72% | 5.03% |
| BY | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 14.00 | 14.00 | 0.00% | market | 61.90% | 117.04% | — | 7.19% | 2.72% | 4.47% |
| CHCO | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 62.07 | 62.07 | 0.00% | market | 42.05% | 75.61% | — | 8.52% | 2.72% | 5.80% |
| COF | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 80.48 | 80.48 | 0.00% | market | 137.56% | 9.70% | — | 3.75% | 2.72% | 1.03% |
| DGX | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 126.43 | 126.43 | 0.00% | market | 15.55% | 15.55% | — | -1.38% | 2.72% | -4.10% |
| DHR | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 208.47 | 208.47 | 0.00% | market | 25.55% | 36.00% | — | -4.11% | 2.72% | -6.83% |
| EIG | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 33.40 | 33.40 | 0.00% | market | 17.07% | 26.25% | — | -1.63% | 2.72% | -4.34% |
| EWBC | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 39.29 | 39.29 | 0.00% | market | 17.89% | 21.05% | — | 10.34% | 2.72% | 7.62% |
| FFBC | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 14.70 | 14.70 | 0.00% | market | 15.79% | 48.49% | — | 13.98% | 2.72% | 11.26% |
| FITB | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 24.31 | 24.31 | 0.00% | market | 41.67% | 42.39% | — | 3.93% | 2.72% | 1.21% |
| GBCI | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 36.94 | 36.94 | 0.00% | market | 28.57% | 64.84% | — | 13.33% | 2.72% | 10.61% |
| HTH | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 22.82 | 22.82 | 0.00% | market | 72.45% | 46.65% | — | 5.77% | 2.72% | 3.05% |
| INDB | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 56.25 | 56.25 | 0.00% | market | 32.10% | 58.29% | — | 23.33% | 2.72% | 20.61% |
| KO | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 51.00 | 51.00 | 0.00% | market | 22.22% | 19.57% | — | 3.17% | 2.72% | 0.46% |
| MANH | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 98.00 | 98.00 | 0.00% | market | 27.50% | 30.77% | — | -2.22% | 2.72% | -4.94% |
| MAT | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 13.85 | 13.85 | 0.00% | market | 143.59% | 1201.10% | — | 8.49% | 2.72% | 5.77% |
| OZK | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 25.20 | 25.20 | 0.00% | market | 44.83% | 9.85% | — | 10.18% | 2.72% | 7.46% |
| PHM | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 43.42 | 43.42 | 0.00% | market | 19.64% | 37.50% | — | 0.48% | 2.72% | -2.24% |
| RCI | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 44.39 | 44.39 | 0.00% | market | 30.65% | 19.28% | — | 2.85% | 2.72% | 0.13% |
| SAM | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 1,009.00 | 1,009.00 | 0.00% | market | 42.76% | 42.76% | — | -7.11% | 2.72% | -9.82% |
| SNA | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 170.92 | 170.92 | 0.00% | market | 51.85% | 51.85% | — | 1.07% | 2.72% | -1.65% |
| VRSN | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 203.71 | 203.71 | 0.00% | market | 19.20% | 19.20% | — | -3.67% | 2.72% | -6.39% |
| WAL | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 40.75 | 40.75 | 0.00% | market | 29.52% | 40.89% | — | 30.97% | 2.72% | 28.25% |
| WBS | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 33.23 | 33.23 | 0.00% | market | 11.94% | 351.89% | — | 14.40% | 2.72% | 11.69% |
| WSFS | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 32.38 | 32.38 | 0.00% | market | 38.89% | 8.13% | — | 19.51% | 2.72% | 16.79% |
| WST | 2020-10-22 | 2020-10-23 | 2020-11-20 | 1 | 281.48 | 281.48 | 0.00% | market | 15.00% | 15.00% | — | 1.05% | 2.72% | -1.66% |
| CE | 2020-10-25 | 2020-10-26 | 2020-11-23 | 1 | 117.00 | 117.00 | 0.00% | market | 14.04% | 14.04% | — | 14.76% | 4.48% | 10.28% |
| FHB | 2020-10-23 | 2020-10-26 | 2020-11-23 | 3 | 17.65 | 17.65 | 0.00% | market | 78.57% | 25.70% | — | 24.15% | 4.48% | 19.67% |
| GNTX | 2020-10-23 | 2020-10-26 | 2020-11-23 | 3 | 28.92 | 28.92 | 0.00% | market | 17.07% | 17.07% | — | 11.52% | 4.48% | 7.04% |
| ITW | 2020-10-23 | 2020-10-26 | 2020-11-23 | 3 | 203.76 | 203.76 | 0.00% | market | 22.82% | 22.82% | — | 2.36% | 4.48% | -2.12% |
| OFG | 2020-10-23 | 2020-10-26 | 2020-11-23 | 3 | 14.74 | 14.74 | 0.00% | market | 42.86% | 7.28% | — | 14.96% | 4.48% | 10.48% |
| SAP | 2020-10-25 | 2020-10-26 | 2020-11-23 | 1 | 118.27 | 118.27 | 0.00% | market | 30.77% | 1.98% | — | -0.84% | 4.48% | -5.32% |
| SBSI | 2020-10-23 | 2020-10-26 | 2020-11-23 | 3 | 26.87 | 26.87 | 0.00% | market | 46.43% | 51.11% | — | 15.68% | 4.48% | 11.20% |
| UBSI | 2020-10-23 | 2020-10-26 | 2020-11-23 | 3 | 25.62 | 25.62 | 0.00% | market | 56.86% | 135.11% | — | 16.25% | 4.48% | 11.77% |
| ABEV | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 2.24 | 2.24 | 0.00% | market | 50.00% | 53.16% | — | 18.65% | 10.29% | 8.36% |
| ACGL | 2020-10-29 | 2020-10-30 | 2020-11-30 | 1 | 30.85 | 30.85 | 0.00% | market | 16.00% | 43.77% | — | 4.28% | 10.29% | -6.01% |
| FOX | 2020-11-03 | 2020-11-04 | 2020-12-03 | 1 | 27.16 | 27.16 | 0.00% | market | 54.05% | 5.34% | — | 9.51% | 7.58% | 1.93% |
| GSL | 2020-11-10 | 2020-11-11 | 2020-12-10 | 1 | 8.80 | 8.80 | 0.00% | market | 18.92% | 0.11% | — | 18.99% | 2.90% | 16.09% |
| TME | 2020-11-10 | 2020-11-11 | 2020-12-10 | 1 | 15.15 | 15.15 | 0.00% | market | 20.00% | 11.40% | — | 22.74% | 2.90% | 19.84% |
| RVLV | 2020-11-11 | 2020-11-12 | 2020-12-11 | 1 | 19.11 | 19.11 | 0.00% | market | 92.86% | 11.73% | — | 25.85% | 3.01% | 22.84% |
| CELH | 2020-11-12 | 2020-11-13 | 2020-12-14 | 1 | 10.70 | 10.70 | 0.00% | market | 199.85% | 0.00% | — | 11.02% | 2.64% | 8.38% |
| DLNG | 2020-11-12 | 2020-11-13 | 2020-12-14 | 1 | 2.35 | 2.35 | 0.00% | market | 10.53% | 11.76% | — | -1.38% | 2.64% | -4.02% |
| NVMI | 2020-11-12 | 2020-11-13 | 2020-12-14 | 1 | 60.43 | 60.43 | 0.00% | market | 21.28% | 27.03% | — | 15.98% | 2.64% | 13.34% |
| MUFG | 2020-11-13 | 2020-11-16 | 2020-12-15 | 3 | 4.49 | 4.49 | 0.00% | market | 58.57% | 34.82% | — | -4.11% | 2.39% | -6.49% |
| SMFG | 2020-11-13 | 2020-11-16 | 2020-12-15 | 3 | 6.12 | 6.12 | 0.00% | market | 43.60% | 28.86% | — | -1.90% | 2.39% | -4.28% |
| BIDU | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 145.00 | 145.00 | 0.00% | market | 62.16% | 16.62% | — | 31.21% | 2.83% | 28.38% |
| EBC | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 13.89 | 13.89 | 0.00% | market | 21.43% | 25.92% | — | 13.58% | 2.83% | 10.75% |
| KB | 2020-11-16 | 2020-11-17 | 2020-12-16 | 1 | 41.84 | 41.84 | 0.00% | market | 55.63% | 45.12% | — | 1.74% | 2.83% | -1.09% |
| CPRT | 2020-11-18 | 2020-11-19 | 2020-12-18 | 1 | 29.16 | 29.16 | 0.00% | market | 17.65% | 12.70% | — | 4.80% | 3.82% | 0.99% |
| KEYS | 2020-11-18 | 2020-11-19 | 2020-12-18 | 1 | 114.20 | 114.20 | 0.00% | market | 10.96% | 12.31% | — | 12.21% | 3.82% | 8.39% |
| KNOP | 2020-11-18 | 2020-11-19 | 2020-12-18 | 1 | 13.32 | 13.32 | 0.00% | market | 16.67% | 20.00% | — | 11.99% | 3.82% | 8.17% |
| NVDA | 2020-11-18 | 2020-11-19 | 2020-12-18 | 1 | 13.21 | 13.21 | 0.00% | market | 16.67% | 15.25% | — | 0.35% | 3.82% | -3.46% |
| BRC | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 45.24 | 45.24 | 0.00% | market | 12.28% | 14.00% | — | 6.51% | 2.90% | 3.61% |
| INTU | 2020-11-19 | 2020-11-20 | 2020-12-21 | 1 | 358.85 | 358.85 | 0.00% | market | 154.05% | 12.12% | — | 4.66% | 2.90% | 1.76% |
| ZM | 2020-11-30 | 2020-12-01 | 2020-12-30 | 1 | 434.72 | 434.72 | 0.00% | market | 32.00% | 43.40% | — | -18.81% | 1.76% | -20.56% |
| BMO | 2020-12-01 | 2020-12-02 | 2020-12-31 | 1 | 74.80 | 74.80 | 0.00% | market | 22.30% | 29.69% | — | 1.54% | 2.48% | -0.94% |
| CRM | 2020-12-01 | 2020-12-02 | 2020-12-31 | 1 | 225.48 | 225.48 | 0.00% | market | 135.14% | 26.26% | — | -1.41% | 2.48% | -3.89% |
| VEEV | 2020-12-01 | 2020-12-02 | 2020-12-31 | 1 | 272.00 | 272.00 | 0.00% | market | 14.71% | 17.24% | — | -0.01% | 2.48% | -2.49% |
| RY | 2020-12-02 | 2020-12-03 | 2021-01-04 | 1 | 82.50 | 82.50 | 0.00% | market | 11.69% | 2.99% | — | -0.86% | 0.58% | -1.44% |
| CM | 2020-12-03 | 2020-12-04 | 2021-01-05 | 1 | 43.10 | 43.10 | 0.00% | market | 11.70% | 3.85% | — | -0.24% | 1.09% | -1.33% |
| MEI | 2020-12-03 | 2020-12-04 | 2021-01-05 | 1 | 36.71 | 36.71 | 0.00% | market | 28.75% | 40.35% | — | 3.58% | 1.09% | 2.49% |
| TD | 2020-12-03 | 2020-12-04 | 2021-01-05 | 1 | 55.28 | 55.28 | 0.00% | market | 28.72% | 38.35% | — | 3.07% | 1.09% | 1.97% |
| CPB | 2020-12-09 | 2020-12-10 | 2021-01-11 | 1 | 47.21 | 47.21 | 0.00% | market | 12.09% | 13.75% | — | -2.60% | 3.65% | -6.25% |
| FIZZ | 2020-12-10 | 2020-12-11 | 2021-01-12 | 1 | 43.12 | 43.12 | 0.00% | market | 10.87% | 9.41% | — | -8.66% | 3.80% | -12.46% |
| LULU | 2020-12-10 | 2020-12-11 | 2021-01-12 | 1 | 366.33 | 366.33 | 0.00% | market | 31.82% | 0.00% | — | -2.67% | 3.80% | -6.47% |
| LEN | 2020-12-16 | 2020-12-17 | 2021-01-19 | 1 | 76.99 | 76.99 | 0.00% | market | 18.49% | 4.54% | — | 1.52% | 1.80% | -0.28% |
| ACN | 2020-12-17 | 2020-12-18 | 2021-01-20 | 1 | 263.89 | 263.89 | 0.00% | market | 13.17% | 6.81% | — | -0.94% | 3.48% | -4.42% |
| PAYX | 2020-12-23 | 2020-12-24 | 2021-01-26 | 1 | 94.90 | 94.90 | 0.00% | market | 10.61% | 11.94% | — | -8.08% | 4.27% | -12.34% |
| SSL | 2020-12-31 | 2021-01-04 | 2021-02-02 | 4 | 9.02 | 9.02 | 0.00% | market | 1916.72% | 5.28% | — | 24.84% | 1.66% | 23.18% |
| JEF | 2021-01-04 | 2021-01-05 | 2021-02-03 | 1 | 24.46 | 24.46 | 0.00% | market | 122.00% | 22.44% | — | -3.90% | 3.74% | -7.64% |
| SAR | 2021-01-06 | 2021-01-07 | 2021-02-05 | 1 | 22.00 | 22.00 | 0.00% | market | 21.28% | 27.03% | — | 8.08% | 3.09% | 4.99% |
| CAG | 2021-01-07 | 2021-01-08 | 2021-02-08 | 1 | 33.89 | 33.89 | 0.00% | market | 10.96% | 10.46% | — | 2.59% | 2.61% | -0.02% |
| STZ | 2021-01-07 | 2021-01-08 | 2021-02-08 | 1 | 230.14 | 230.14 | 0.00% | market | 28.22% | 41.43% | — | -0.76% | 2.61% | -3.36% |
| WDFC | 2021-01-07 | 2021-01-08 | 2021-02-08 | 1 | 309.79 | 309.79 | 0.00% | market | 66.99% | 22.40% | — | 4.76% | 2.61% | 2.15% |
| INFY | 2021-01-13 | 2021-01-14 | 2021-02-12 | 1 | 18.57 | 18.57 | 0.00% | market | 13.33% | 15.38% | — | -2.79% | 3.17% | -5.96% |
| BLK | 2021-01-14 | 2021-01-15 | 2021-02-16 | 1 | 742.18 | 742.18 | 0.00% | market | 11.01% | 4.80% | — | -1.70% | 4.14% | -5.84% |
| PRGS | 2021-01-14 | 2021-01-15 | 2021-02-16 | 1 | 47.24 | 47.24 | 0.00% | market | 18.18% | 20.00% | — | -7.36% | 4.14% | -11.50% |
| WAFD | 2021-01-14 | 2021-01-15 | 2021-02-16 | 1 | 28.27 | 28.27 | 0.00% | market | 21.43% | 15.93% | — | 5.63% | 4.14% | 1.49% |
| C | 2021-01-15 | 2021-01-19 | 2021-02-17 | 4 | 65.20 | 65.20 | 0.00% | market | 55.22% | 32.68% | — | -0.77% | 3.71% | -4.49% |
| HDB | 2021-01-16 | 2021-01-19 | 2021-02-17 | 3 | 38.06 | 38.06 | 0.00% | market | 18.52% | 93.03% | — | 7.39% | 3.71% | 3.67% |
| JPM | 2021-01-15 | 2021-01-19 | 2021-02-17 | 4 | 139.86 | 139.86 | 0.00% | market | 39.34% | 0.23% | — | 3.65% | 3.71% | -0.07% |
| LOGI | 2021-01-18 | 2021-01-19 | 2021-02-17 | 1 | 102.95 | 102.95 | 0.00% | market | 140.20% | 0.52% | — | 11.71% | 3.71% | 8.00% |
| PNC | 2021-01-15 | 2021-01-19 | 2021-02-17 | 4 | 155.76 | 155.76 | 0.00% | market | 23.02% | 29.15% | — | 7.47% | 3.71% | 3.76% |
| FNB | 2021-01-19 | 2021-01-20 | 2021-02-18 | 1 | 10.93 | 10.93 | 0.00% | market | 16.67% | 77.22% | — | 2.64% | 2.52% | 0.12% |
| ONB | 2021-01-19 | 2021-01-20 | 2021-02-18 | 1 | 18.32 | 18.32 | 0.00% | market | 15.79% | 18.75% | — | -2.99% | 2.52% | -5.51% |
| ZION | 2021-01-19 | 2021-01-20 | 2021-02-18 | 1 | 49.50 | 49.50 | 0.00% | market | 62.75% | 8.45% | — | 0.97% | 2.52% | -1.55% |
| ASML | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 568.00 | 568.00 | 0.00% | market | 26.49% | 30.33% | — | 4.55% | 1.44% | 3.11% |
| BOKF | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 79.96 | 79.96 | 0.00% | market | 15.10% | 17.79% | — | 5.98% | 1.44% | 4.54% |
| CBSH | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 53.97 | 53.97 | 0.00% | market | 18.82% | 22.08% | — | 7.27% | 1.44% | 5.83% |
| HWC | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 40.49 | 40.49 | 0.00% | market | 30.00% | 42.86% | — | -6.84% | 1.44% | -8.28% |
| KMI | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 16.00 | 16.00 | 0.00% | market | 12.50% | 2.33% | — | -6.60% | 1.44% | -8.04% |
| MS | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 75.00 | 75.00 | 0.00% | market | 51.18% | 2.37% | — | 1.23% | 1.44% | -0.21% |
| WTFC | 2021-01-20 | 2021-01-21 | 2021-02-19 | 1 | 68.74 | 68.74 | 0.00% | market | 15.60% | 18.49% | — | 0.05% | 1.44% | -1.40% |
| ASB | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 19.16 | 19.16 | 0.00% | market | 29.03% | 53.62% | — | 4.18% | 1.25% | 2.93% |
| BANC | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 17.56 | 17.56 | 0.00% | market | 84.21% | 29.89% | — | 9.92% | 1.25% | 8.67% |
| BANF | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 62.74 | 62.74 | 0.00% | market | 43.24% | 2.74% | — | 5.10% | 1.25% | 3.85% |
| BANR | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 50.50 | 50.50 | 0.00% | market | 19.57% | 32.63% | — | 4.55% | 1.25% | 3.30% |
| BKU | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 36.37 | 36.37 | 0.00% | market | 25.35% | 27.03% | — | 13.73% | 1.25% | 12.48% |
| FITB | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 30.57 | 30.57 | 0.00% | market | 20.29% | 30.54% | — | 14.00% | 1.25% | 12.75% |
| HOMB | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 21.25 | 21.25 | 0.00% | market | 25.00% | 33.33% | — | 12.89% | 1.25% | 11.64% |
| INTC | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 58.85 | 58.85 | 0.00% | market | 38.18% | 7.84% | — | 3.06% | 1.25% | 1.81% |
| ISRG | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 261.01 | 261.01 | 0.00% | market | 14.42% | 17.33% | — | -5.42% | 1.25% | -6.67% |
| KEY | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 17.97 | 17.97 | 0.00% | market | 32.56% | 43.92% | — | 13.92% | 1.25% | 12.67% |
| MTB | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 142.83 | 142.83 | 0.00% | market | 16.17% | 19.29% | — | 8.61% | 1.25% | 7.36% |
| NBHC | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 34.23 | 34.23 | 0.00% | market | 33.33% | 0.00% | — | 10.27% | 1.25% | 9.02% |
| OZK | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 35.06 | 35.06 | 0.00% | market | 19.23% | 23.81% | — | 18.01% | 1.25% | 16.76% |
| SRCE | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 42.99 | 42.99 | 0.00% | market | 45.07% | 10.33% | — | 3.30% | 1.25% | 2.05% |
| TFC | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 50.22 | 50.22 | 0.00% | market | 21.65% | 27.63% | — | 17.52% | 1.25% | 16.27% |
| TFIN | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 57.64 | 57.64 | 0.00% | market | 52.44% | 27.43% | — | 31.82% | 1.25% | 30.57% |
| TRV | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 146.84 | 146.84 | 0.00% | market | 54.40% | 32.92% | — | 0.60% | 1.25% | -0.65% |
| WAL | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 70.87 | 70.87 | 0.00% | market | 46.21% | 5.52% | — | 29.97% | 1.25% | 28.72% |
| WBS | 2021-01-21 | 2021-01-22 | 2021-02-22 | 1 | 49.61 | 49.61 | 0.00% | market | 37.50% | 6.10% | — | 9.56% | 1.25% | 8.30% |
| ALLY | 2021-01-22 | 2021-01-25 | 2021-02-23 | 3 | 40.40 | 40.40 | 0.00% | market | 52.38% | 35.68% | — | 4.58% | 1.00% | 3.58% |
| FHB | 2021-01-22 | 2021-01-25 | 2021-02-23 | 3 | 25.14 | 25.14 | 0.00% | market | 13.64% | 25.28% | — | 14.74% | 1.00% | 13.74% |
| RF | 2021-01-22 | 2021-01-25 | 2021-02-23 | 3 | 17.46 | 17.46 | 0.00% | market | 45.24% | 13.58% | — | 21.66% | 1.00% | 20.67% |
| AGNC | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 16.43 | 16.43 | 0.00% | market | 17.19% | 10.20% | — | 0.81% | 1.65% | -0.84% |
| BRO | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 47.28 | 47.28 | 0.00% | market | 10.34% | 11.53% | — | 0.98% | 1.65% | -0.67% |
| CBU | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 68.25 | 68.25 | 0.00% | market | 11.84% | 13.43% | — | 7.83% | 1.65% | 6.18% |
| EFSC | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 38.99 | 38.99 | 0.00% | market | 44.93% | 5.41% | — | 12.34% | 1.65% | 10.69% |
| EQBK | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 23.66 | 23.66 | 0.00% | market | 35.19% | 3.34% | — | 12.24% | 1.65% | 10.59% |
| GABC | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 33.98 | 33.98 | 0.00% | market | 36.21% | 9.44% | — | 17.68% | 1.65% | 16.02% |
| GGG | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 75.10 | 75.10 | 0.00% | market | 19.61% | 24.39% | — | -7.10% | 1.65% | -8.75% |
| NWBI | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 13.91 | 13.91 | 0.00% | market | 27.27% | 28.61% | — | 3.93% | 1.65% | 2.28% |
| SCCO | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 67.28 | 67.28 | 0.00% | market | 10.29% | 12.06% | — | 10.94% | 1.65% | 9.29% |
| SFBS | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 43.50 | 43.50 | 0.00% | market | 16.05% | 12.90% | — | 17.03% | 1.65% | 15.38% |
| WSFS | 2021-01-25 | 2021-01-26 | 2021-02-24 | 1 | 47.10 | 47.10 | 0.00% | market | 26.09% | 55.80% | — | 15.00% | 1.65% | 13.35% |
| AMD | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 91.10 | 91.10 | 0.00% | market | 10.64% | 7.53% | — | -9.63% | 0.55% | -10.18% |
| AXP | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 114.86 | 114.86 | 0.00% | market | 34.35% | 5.00% | — | 19.25% | 0.55% | 18.69% |
| COF | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 103.19 | 103.19 | 0.00% | market | 87.06% | 30.53% | — | 15.45% | 0.55% | 14.90% |
| DHI | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 76.77 | 76.77 | 0.00% | market | 26.63% | 36.29% | — | -3.02% | 0.55% | -3.57% |
| FCF | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 12.20 | 12.20 | 0.00% | market | 17.39% | 1.92% | — | 12.85% | 0.55% | 12.30% |
| IVZ | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 20.60 | 20.60 | 0.00% | market | 26.32% | 44.10% | — | 8.54% | 0.55% | 7.99% |
| MMM | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 148.24 | 148.24 | 0.00% | market | 10.70% | 11.98% | — | 0.72% | 0.55% | 0.17% |
| MSFT | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 238.00 | 238.00 | 0.00% | market | 23.78% | 7.18% | — | -3.89% | 0.55% | -4.44% |
| RNR | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 152.67 | 152.67 | 0.00% | market | 26.05% | 33.68% | — | 7.81% | 0.55% | 7.26% |
| RNST | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 37.08 | 37.08 | 0.00% | market | 18.64% | 0.26% | — | 7.64% | 0.55% | 7.09% |
| SFNC | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 25.54 | 25.54 | 0.00% | market | 25.64% | 34.48% | — | 15.95% | 0.55% | 15.40% |
| TRMK | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 29.42 | 29.42 | 0.00% | market | 20.90% | 26.42% | — | 6.12% | 0.55% | 5.57% |
| TXN | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 166.45 | 166.45 | 0.00% | market | 22.39% | 28.85% | — | 2.35% | 0.55% | 1.80% |
| UBS | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 14.78 | 14.78 | 0.00% | market | 64.29% | 10.35% | — | 6.80% | 0.55% | 6.25% |
| WRB | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 28.60 | 28.60 | 0.00% | market | 17.14% | 19.70% | — | 8.33% | 0.55% | 7.77% |
| WSBC | 2021-01-26 | 2021-01-27 | 2021-02-25 | 1 | 30.20 | 30.20 | 0.00% | market | 24.59% | 32.61% | — | 7.48% | 0.55% | 6.93% |
| AAPL | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 139.52 | 139.52 | 0.00% | market | 19.15% | 23.68% | — | -13.19% | 1.06% | -14.25% |
| ADP | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 169.85 | 169.85 | 0.00% | market | 17.83% | 18.23% | — | 2.36% | 1.06% | 1.29% |
| BX | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 65.16 | 65.16 | 0.00% | market | 26.97% | 38.89% | — | 6.15% | 1.06% | 5.08% |
| CALX | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 36.30 | 36.30 | 0.00% | market | 36.36% | 4.76% | — | 8.74% | 1.06% | 7.68% |
| CASH | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 36.16 | 36.16 | 0.00% | market | 64.71% | 14.48% | — | 22.38% | 1.06% | 21.32% |
| CATY | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 36.99 | 36.99 | 0.00% | market | 17.11% | 0.67% | — | 1.66% | 1.06% | 0.59% |
| CLBK | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 7.20 | 7.20 | 0.00% | market | 35.70% | 38.64% | — | 3.09% | 1.06% | 2.03% |
| CPF | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 19.74 | 19.74 | 0.00% | market | 22.86% | 30.33% | — | 14.54% | 1.06% | 13.48% |
| META | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 277.18 | 277.18 | 0.00% | market | 20.50% | 25.79% | — | -7.16% | 1.06% | -8.22% |
| MKSI | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 170.39 | 170.39 | 0.00% | market | 15.84% | 18.82% | — | -3.32% | 1.06% | -4.38% |
| NBTB | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 34.40 | 34.40 | 0.00% | market | 23.19% | 30.19% | — | 5.22% | 1.06% | 4.16% |
| NDAQ | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 47.12 | 47.12 | 0.00% | market | 10.42% | 11.61% | — | -2.26% | 1.06% | -3.33% |
| QCRH | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 38.35 | 38.35 | 0.00% | market | 12.87% | 14.77% | — | 7.85% | 1.06% | 6.79% |
| RJF | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 64.36 | 64.36 | 0.00% | market | 29.57% | 7.97% | — | 20.83% | 1.06% | 19.77% |
| RLI | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 49.70 | 49.70 | 0.00% | market | 35.71% | 29.22% | — | 4.87% | 1.06% | 3.81% |
| SLM | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 13.15 | 13.15 | 0.00% | market | 228.57% | 1.70% | — | 19.98% | 1.06% | 18.91% |
| SYBT | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 47.98 | 47.98 | 0.00% | market | 41.82% | 6.31% | — | 2.59% | 1.06% | 1.53% |
| SYK | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 232.49 | 232.49 | 0.00% | market | 10.20% | 11.35% | — | 4.29% | 1.06% | 3.22% |
| TCBK | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 38.64 | 38.64 | 0.00% | market | 14.49% | 2.65% | — | 11.36% | 1.06% | 10.30% |
| URI | 2021-01-27 | 2021-01-28 | 2021-02-26 | 1 | 245.70 | 245.70 | 0.00% | market | 19.15% | 5.26% | — | 20.93% | 1.06% | 19.87% |
| ABCB | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 40.67 | 40.67 | 0.00% | market | 16.24% | 19.39% | — | 20.43% | 3.71% | 16.72% |
| AOS | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 56.32 | 56.32 | 0.00% | market | 25.42% | 34.09% | — | 7.62% | 3.71% | 3.91% |
| BPOP | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 59.85 | 59.85 | 0.00% | market | 36.36% | 4.76% | — | 15.32% | 3.71% | 11.61% |
| BY | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 15.91 | 15.91 | 0.00% | market | 31.03% | 52.86% | — | 29.32% | 3.71% | 25.60% |
| CE | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 117.00 | 117.00 | 0.00% | market | 21.51% | 28.57% | — | 21.70% | 3.71% | 17.99% |
| CMCSA | 2021-01-28 | 2021-01-29 | 2021-03-01 | 1 | 50.31 | 50.31 | 0.00% | market | 16.67% | 20.00% | — | 8.13% | 3.71% | 4.42% |
| CACC | 2021-02-01 | 2021-02-02 | 2021-03-03 | 1 | 355.39 | 355.39 | 0.00% | market | 30.79% | 0.89% | — | 5.40% | 0.47% | 4.93% |
| AMGN | 2021-02-02 | 2021-02-03 | 2021-03-04 | 1 | 231.56 | 231.56 | 0.00% | market | 13.39% | 14.14% | — | -4.27% | -1.50% | -2.77% |
| BDX | 2021-02-04 | 2021-02-05 | 2021-03-08 | 1 | 195.80 | 195.80 | 0.00% | market | 44.90% | 13.32% | — | -3.70% | -1.67% | -2.03% |
| EL | 2021-02-05 | 2021-02-08 | 2021-03-09 | 3 | 280.25 | 280.25 | 0.00% | market | 54.44% | 33.02% | — | -0.18% | -0.54% | 0.36% |
| ITW | 2021-02-05 | 2021-02-08 | 2021-03-09 | 3 | 203.00 | 203.00 | 0.00% | market | 12.85% | 4.69% | — | 3.77% | -0.54% | 4.31% |
| LAZ | 2021-02-05 | 2021-02-08 | 2021-03-09 | 3 | 42.60 | 42.60 | 0.00% | market | 71.13% | 36.19% | — | -3.27% | -0.54% | -2.73% |
| ARES | 2021-02-11 | 2021-02-12 | 2021-03-15 | 1 | 51.17 | 51.17 | 0.00% | market | 17.39% | 21.05% | — | 8.15% | 1.68% | 6.46% |
| HUN | 2021-02-12 | 2021-02-16 | 2021-03-16 | 4 | 29.00 | 29.00 | 0.00% | market | 15.91% | 1.20% | — | -4.76% | 0.49% | -5.25% |
| SB | 2021-02-15 | 2021-02-16 | 2021-03-16 | 1 | 3.00 | 3.00 | 0.00% | market | 70.21% | 3.46% | — | -10.43% | 0.49% | -10.93% |
| SCI | 2021-02-15 | 2021-02-16 | 2021-03-16 | 1 | 54.26 | 54.26 | 0.00% | market | 24.18% | 31.88% | — | -9.04% | 0.49% | -9.53% |
| A | 2021-02-16 | 2021-02-17 | 2021-03-17 | 1 | 132.80 | 132.80 | 0.00% | market | 19.10% | 5.95% | — | -7.84% | 1.75% | -9.59% |
| ALLE | 2021-02-16 | 2021-02-17 | 2021-03-17 | 1 | 108.89 | 108.89 | 0.00% | market | 27.35% | 33.71% | — | 12.45% | 1.75% | 10.70% |
| BYD | 2021-02-16 | 2021-02-17 | 2021-03-17 | 1 | 53.25 | 53.25 | 0.00% | market | 39.39% | 21.88% | — | 21.16% | 1.75% | 19.41% |
| CRK | 2021-02-16 | 2021-02-17 | 2021-03-17 | 1 | 5.70 | 5.70 | 0.00% | market | 55.56% | 1.01% | — | -2.73% | 1.75% | -4.48% |
| GNW | 2021-02-16 | 2021-02-17 | 2021-03-17 | 1 | 3.48 | 3.48 | 0.00% | market | 54.55% | 10.04% | — | 1.34% | 1.75% | -0.42% |
| ARR | 2021-02-17 | 2021-02-18 | 2021-03-18 | 1 | 59.75 | 59.75 | 0.00% | market | 370.59% | 275.86% | — | 0.74% | 0.49% | 0.25% |
| CRL | 2021-02-17 | 2021-02-18 | 2021-03-18 | 1 | 297.67 | 297.67 | 0.00% | market | 13.27% | 4.55% | — | -3.25% | 0.49% | -3.74% |
| GMED | 2021-02-17 | 2021-02-18 | 2021-03-18 | 1 | 64.58 | 64.58 | 0.00% | market | 13.73% | 15.91% | — | -6.96% | 0.49% | -7.44% |
| ACRE | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 13.66 | 13.66 | 0.00% | market | 17.14% | 20.69% | — | 4.51% | -0.66% | 5.17% |
| CTO | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 16.67 | 16.67 | 0.00% | market | 149.10% | 23.06% | — | 4.16% | -0.66% | 4.82% |
| CWST | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 57.14 | 57.14 | 0.00% | market | 13.33% | 27.27% | — | 11.05% | -0.66% | 11.71% |
| EBS | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 106.98 | 106.98 | 0.00% | market | 15.05% | 3.44% | — | -15.06% | -0.66% | -14.40% |
| GFI | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 8.55 | 8.55 | 0.00% | market | 27.76% | 6.28% | — | 17.33% | -0.66% | 17.99% |
| GLPI | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 42.65 | 42.65 | 0.00% | market | 29.82% | 42.50% | — | -1.34% | -0.66% | -0.68% |
| KNSL | 2021-02-18 | 2021-02-19 | 2021-03-19 | 1 | 200.00 | 200.00 | 0.00% | market | 48.05% | 5.11% | — | -14.96% | -0.66% | -14.30% |
| ABR | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 16.30 | 16.30 | 0.00% | market | 77.78% | 29.58% | — | 0.57% | 1.43% | -0.85% |
| DE | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 329.50 | 329.50 | 0.00% | market | 79.17% | 21.27% | — | 12.67% | 1.43% | 11.25% |
| MITT | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 12.15 | 12.15 | 0.00% | market | 2799.82% | 125.36% | — | 5.83% | 1.43% | 4.40% |
| SFB | 2021-02-19 | 2021-02-22 | 2021-03-22 | 3 | 25.62 | 25.62 | 0.00% | market | 29.77% | 12.71% | — | 0.33% | 1.43% | -1.10% |
| AWR | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 78.76 | 78.76 | 0.00% | market | 14.89% | 12.40% | — | -5.64% | 1.26% | -6.89% |
| EXR | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 126.00 | 126.00 | 0.00% | market | 32.22% | 47.54% | — | 3.39% | 1.26% | 2.13% |
| HR | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 29.79 | 29.79 | 0.00% | market | 13.64% | 0.10% | — | 2.45% | 1.26% | 1.19% |
| IVR | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 35.96 | 35.96 | 0.00% | market | 42.86% | 21.53% | — | 3.60% | 1.26% | 2.34% |
| MGY | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 10.61 | 10.61 | 0.00% | market | 50.00% | 21.21% | — | 1.13% | 1.26% | -0.13% |
| NDSN | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 187.75 | 187.75 | 0.00% | market | 24.53% | 3.27% | — | 5.43% | 1.26% | 4.17% |
| SBAC | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 256.42 | 256.42 | 0.00% | market | 80.77% | 40.07% | — | 6.81% | 1.26% | 5.55% |
| SID | 2021-02-22 | 2021-02-23 | 2021-03-23 | 1 | 6.53 | 6.53 | 0.00% | market | 395.24% | 8.06% | — | -7.91% | 1.26% | -9.17% |
| AWI | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 84.87 | 84.87 | 0.00% | market | 10.00% | 3.33% | — | 5.12% | 0.31% | 4.81% |
| CORT | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 26.68 | 26.68 | 0.00% | market | 17.65% | 5.56% | — | -11.46% | 0.31% | -11.76% |
| HCXY | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 26.23 | 26.23 | 0.00% | market | 337.38% | 10.05% | — | 1.31% | 0.31% | 1.00% |
| HTGC | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 15.74 | 15.74 | 0.00% | market | 12.12% | 139.49% | — | -0.86% | 0.31% | -1.17% |
| MDT | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 118.04 | 118.04 | 0.00% | market | 12.17% | 13.86% | — | -1.86% | 0.31% | -2.17% |
| MFA | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 16.40 | 16.40 | 0.00% | market | 33.33% | 16.67% | — | -2.78% | 0.31% | -3.09% |
| MGRC | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 79.55 | 79.55 | 0.00% | market | 23.30% | 30.38% | — | -2.10% | 0.31% | -2.41% |
| NXST | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 143.47 | 143.47 | 0.00% | market | 12.10% | 13.76% | — | -1.54% | 0.31% | -1.84% |
| OBDC | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 14.00 | 14.00 | 0.00% | market | 70.91% | 7.99% | — | -1.10% | 0.31% | -1.41% |
| TRI | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 93.84 | 93.84 | 0.00% | market | 16.67% | 21.05% | — | -1.75% | 0.31% | -2.06% |
| TX | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 32.50 | 32.50 | 0.00% | market | 83.48% | 5.02% | — | 10.36% | 0.31% | 10.05% |
| XPER | 2021-02-23 | 2021-02-24 | 2021-03-24 | 1 | 20.21 | 20.21 | 0.00% | market | 14.13% | 0.55% | — | 7.12% | 0.31% | 6.82% |
| AGI | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 7.77 | 7.77 | 0.00% | market | 15.38% | 18.18% | — | -0.49% | -0.18% | -0.30% |
| CQP | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 40.50 | 40.50 | 0.00% | market | 11.59% | 13.11% | — | 1.01% | -0.18% | 1.19% |
| IRM | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 34.50 | 34.50 | 0.00% | market | 10.00% | 1.75% | — | 6.74% | -0.18% | 6.92% |
| JOE | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 55.35 | 55.35 | 0.00% | market | 225.93% | 129.20% | — | -21.53% | -0.18% | -21.35% |
| NVDA | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 14.05 | 14.05 | 0.00% | market | 14.29% | 3.92% | — | -10.85% | -0.18% | -10.67% |
| PGNY | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 48.50 | 48.50 | 0.00% | market | 16.67% | 2.63% | — | -8.57% | -0.18% | -8.39% |
| PRDO | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 13.38 | 13.38 | 0.00% | market | 14.71% | 17.24% | — | -9.07% | -0.18% | -8.89% |
| RGEN | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 219.47 | 219.47 | 0.00% | market | 67.74% | 25.25% | — | -17.92% | -0.18% | -17.73% |
| RVLV | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 44.35 | 44.35 | 0.00% | market | 54.55% | 11.11% | — | 1.03% | -0.18% | 1.21% |
| RY | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 89.66 | 89.66 | 0.00% | market | 17.98% | 11.45% | — | 2.70% | -0.18% | 2.88% |
| VCEL | 2021-02-24 | 2021-02-25 | 2021-03-25 | 1 | 48.83 | 48.83 | 0.00% | market | 25.00% | 33.33% | — | 11.12% | -0.18% | 11.30% |
| ABEV | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 2.63 | 2.63 | 0.00% | market | 60.00% | 29.70% | — | 1.80% | 3.03% | -1.22% |
| ACIW | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 38.15 | 38.15 | 0.00% | market | 55.56% | 3.85% | — | 0.06% | 3.03% | -2.97% |
| ACMR | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 37.57 | 37.57 | 0.00% | market | 25.00% | 8.00% | — | -26.13% | 3.03% | -29.16% |
| ADSK | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 283.45 | 283.45 | 0.00% | market | 10.28% | 11.46% | — | -5.19% | 3.03% | -8.22% |
| AFGB | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 26.71 | 26.71 | 0.00% | market | 84.76% | 30.28% | — | 2.15% | 3.03% | -0.88% |
| AFGC | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 25.49 | 25.49 | 0.00% | market | 276.06% | 103.96% | — | 4.14% | 3.03% | 1.11% |
| AFGD | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 26.34 | 26.34 | 0.00% | market | 276.06% | 103.96% | — | 4.38% | 3.03% | 1.35% |
| AFGE | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 25.02 | 25.02 | 0.00% | market | 276.06% | 103.96% | — | 4.38% | 3.03% | 1.35% |
| AGO | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 43.70 | 43.70 | 0.00% | market | 11.29% | 100.75% | — | -2.64% | 3.03% | -5.67% |
| CM | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 46.66 | 46.66 | 0.00% | market | 27.93% | 27.85% | — | 6.54% | 3.03% | 3.52% |
| CUBE | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 37.96 | 37.96 | 0.00% | market | 11.90% | 11.11% | — | 0.37% | 3.03% | -2.65% |
| DNLI | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 66.11 | 66.11 | 0.00% | market | 24450.13% | 305.08% | — | -16.53% | 3.03% | -19.55% |
| ETSY | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 224.00 | 224.00 | 0.00% | market | 83.05% | 5.95% | — | -9.78% | 3.03% | -12.80% |
| GTN | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 18.37 | 18.37 | 0.00% | market | 23.40% | 7.05% | — | -1.24% | 3.03% | -4.27% |
| LMAT | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 50.14 | 50.14 | 0.00% | market | 17.24% | 20.83% | — | -6.92% | 3.03% | -9.95% |
| MAIN | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 35.43 | 35.43 | 0.00% | market | 18.00% | 63.82% | — | 10.71% | 3.03% | 7.68% |
| OPRA | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 12.61 | 12.61 | 0.00% | market | 172.73% | 36.91% | — | -17.71% | 3.03% | -20.73% |
| PLUG | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 44.68 | 44.68 | 0.00% | market | 37.50% | 262.28% | — | -23.94% | 3.03% | -26.96% |
| SJM | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 115.09 | 115.09 | 0.00% | market | 11.87% | 13.51% | — | 11.55% | 3.03% | 8.53% |
| SRE | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 59.76 | 59.76 | 0.00% | market | 21.79% | 27.87% | — | 10.46% | 3.03% | 7.43% |
| TD | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 61.54 | 61.54 | 0.00% | market | 21.37% | 46.56% | — | 7.03% | 3.03% | 4.01% |
| TPL | 2021-02-25 | 2021-02-26 | 2021-03-26 | 1 | 123.44 | 123.44 | 0.00% | market | 28.00% | 32.34% | — | 41.94% | 3.03% | 38.91% |
| LAMR | 2021-02-26 | 2021-03-01 | 2021-03-29 | 3 | 86.33 | 86.33 | 0.00% | market | 14.00% | 8.33% | — | 6.13% | 2.64% | 3.49% |
| LBRDA | 2021-02-26 | 2021-03-01 | 2021-03-29 | 3 | 147.13 | 147.13 | 0.00% | market | 37.14% | 769.75% | — | 0.31% | 2.64% | -2.33% |
| NWN | 2021-02-26 | 2021-03-01 | 2021-03-29 | 3 | 48.76 | 48.76 | 0.00% | market | 14.09% | 16.41% | — | 10.40% | 2.64% | 7.76% |
| UCB | 2021-02-26 | 2021-03-01 | 2021-03-29 | 3 | 33.93 | 33.93 | 0.00% | market | 10.37% | 7.05% | — | -0.19% | 2.64% | -2.83% |
| ZM | 2021-03-01 | 2021-03-02 | 2021-03-30 | 1 | 439.60 | 439.60 | 0.00% | market | 56.41% | 33.00% | — | -28.86% | 1.26% | -30.12% |
| VEEV | 2021-03-02 | 2021-03-03 | 2021-03-31 | 1 | 285.22 | 285.22 | 0.00% | market | 14.71% | 4.35% | — | -8.51% | 2.73% | -11.24% |
| DSGX | 2021-03-03 | 2021-03-04 | 2021-04-01 | 1 | 61.32 | 61.32 | 0.00% | market | 25.00% | 33.33% | — | 0.85% | 5.09% | -4.24% |
| TCOM | 2021-03-03 | 2021-03-04 | 2021-04-01 | 1 | 40.98 | 40.98 | 0.00% | market | 525.29% | 540.38% | — | -2.15% | 5.09% | -7.24% |
| COO | 2021-03-04 | 2021-03-05 | 2021-04-05 | 1 | 98.46 | 98.46 | 0.00% | market | 14.49% | 16.32% | — | -1.65% | 6.81% | -8.46% |
| MANU | 2021-03-04 | 2021-03-05 | 2021-04-05 | 1 | 19.00 | 19.00 | 0.00% | market | 680.00% | 6.20% | — | -14.21% | 6.81% | -21.01% |
| TTC | 2021-03-04 | 2021-03-05 | 2021-04-05 | 1 | 96.23 | 96.23 | 0.00% | market | 13.33% | 15.38% | — | 9.37% | 6.81% | 2.56% |
| CHMI | 2021-03-09 | 2021-03-10 | 2021-04-08 | 1 | 9.80 | 9.80 | 0.00% | market | 27.59% | 45.43% | — | -2.24% | 4.83% | -7.07% |
| CANG | 2021-03-11 | 2021-03-12 | 2021-04-12 | 1 | 53.50 | 53.50 | 0.00% | market | 14.18% | 55.74% | — | -27.95% | 4.99% | -32.94% |
| GCO | 2021-03-11 | 2021-03-12 | 2021-04-12 | 1 | 50.08 | 50.08 | 0.00% | market | 42.27% | 3.12% | — | 1.86% | 4.99% | -3.13% |
| MTN | 2021-03-11 | 2021-03-12 | 2021-04-12 | 1 | 324.29 | 324.29 | 0.00% | market | 60.18% | 8.44% | — | -6.17% | 4.99% | -11.17% |
| RC | 2021-03-11 | 2021-03-12 | 2021-04-12 | 1 | 14.13 | 14.13 | 0.00% | market | 24.39% | 282.38% | — | -1.66% | 4.99% | -6.65% |
| LEN | 2021-03-16 | 2021-03-17 | 2021-04-15 | 1 | 88.50 | 88.50 | 0.00% | market | 23.64% | 39.73% | — | 16.19% | 5.41% | 10.78% |
| WSM | 2021-03-17 | 2021-03-18 | 2021-04-16 | 1 | 79.50 | 79.50 | 0.00% | market | 16.47% | 19.79% | — | 9.54% | 5.77% | 3.76% |
| LEU | 2021-03-18 | 2021-03-19 | 2021-04-19 | 1 | 27.49 | 27.49 | 0.00% | market | 117.91% | 34.64% | — | -23.45% | 6.50% | -29.95% |
| NKE | 2021-03-18 | 2021-03-19 | 2021-04-19 | 1 | 140.00 | 140.00 | 0.00% | market | 18.42% | 22.58% | — | -5.41% | 6.50% | -11.90% |
| OLLI | 2021-03-18 | 2021-03-19 | 2021-04-19 | 1 | 90.52 | 90.52 | 0.00% | market | 14.12% | 5.61% | — | 4.72% | 6.50% | -1.78% |
| JEF | 2021-03-24 | 2021-03-25 | 2021-04-23 | 1 | 31.14 | 31.14 | 0.00% | market | 71.77% | 43.15% | — | -0.39% | 7.97% | -8.36% |
| MOV | 2021-03-25 | 2021-03-26 | 2021-04-26 | 1 | 26.15 | 26.15 | 0.00% | market | 86.67% | 34.68% | — | 19.63% | 6.82% | 12.81% |
| SBS | 2021-03-26 | 2021-03-29 | 2021-04-27 | 3 | 1.43 | 1.43 | 0.00% | market | 21.08% | 29.47% | — | 5.49% | 5.86% | -0.37% |
| CIG | 2021-03-29 | 2021-03-30 | 2021-04-28 | 1 | 1.68 | 1.68 | 0.00% | market | 300.00% | 22.39% | — | 18.35% | 5.83% | 12.53% |
| SPRU | 2021-03-31 | 2021-04-01 | 2021-04-30 | 1 | 64.80 | 64.80 | 0.00% | market | 33.33% | 101.37% | — | -16.15% | 4.74% | -20.89% |
| STZ | 2021-04-08 | 2021-04-09 | 2021-05-07 | 1 | 224.72 | 224.72 | 0.00% | market | 17.42% | 4.79% | — | 7.11% | 3.36% | 3.75% |
| GHG | 2021-04-14 | 2021-04-15 | 2021-05-13 | 1 | 13.04 | 13.04 | 0.00% | market | 18.72% | 13.66% | — | 1.13% | -0.84% | 1.96% |
| GS | 2021-04-14 | 2021-04-15 | 2021-05-13 | 1 | 338.90 | 338.90 | 0.00% | market | 82.00% | 49.61% | — | 5.77% | -0.84% | 6.61% |
| JPM | 2021-04-14 | 2021-04-15 | 2021-05-13 | 1 | 151.25 | 151.25 | 0.00% | market | 47.54% | 10.46% | — | 6.68% | -0.84% | 7.51% |
| WFC | 2021-04-14 | 2021-04-15 | 2021-05-13 | 1 | 42.10 | 42.10 | 0.00% | market | 50.00% | 24.36% | — | 10.11% | -0.84% | 10.95% |
| BAC | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 39.31 | 39.31 | 0.00% | market | 30.30% | 43.47% | — | 7.66% | -0.16% | 7.82% |
| BANF | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 70.00 | 70.00 | 0.00% | market | 30.93% | 2.29% | — | 4.76% | -0.16% | 4.92% |
| C | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 73.32 | 73.32 | 0.00% | market | 39.23% | 11.63% | — | 4.32% | -0.16% | 4.48% |
| CBSH | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 59.94 | 59.94 | 0.00% | market | 16.09% | 1.64% | — | 4.64% | -0.16% | 4.80% |
| HOMB | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 27.87 | 27.87 | 0.00% | market | 25.00% | 10.81% | — | 0.55% | -0.16% | 0.71% |
| USB | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 56.91 | 56.91 | 0.00% | market | 51.04% | 23.79% | — | 8.69% | -0.16% | 8.85% |
| WAL | 2021-04-15 | 2021-04-16 | 2021-05-14 | 1 | 92.50 | 92.50 | 0.00% | market | 29.25% | 0.21% | — | 12.84% | -0.16% | 13.00% |
| ALLY | 2021-04-16 | 2021-04-19 | 2021-05-17 | 3 | 47.48 | 47.48 | 0.00% | market | 81.74% | 57.79% | — | 14.01% | -0.18% | 14.19% |
| BNY | 2021-04-16 | 2021-04-19 | 2021-05-17 | 3 | 46.27 | 46.27 | 0.00% | market | 11.49% | 15.42% | — | 12.48% | -0.18% | 12.66% |
| CFG | 2021-04-16 | 2021-04-19 | 2021-05-17 | 3 | 44.91 | 44.91 | 0.00% | market | 45.36% | 9.23% | — | 12.88% | -0.18% | 13.06% |
| MS | 2021-04-16 | 2021-04-19 | 2021-05-17 | 3 | 78.30 | 78.30 | 0.00% | market | 28.82% | 36.62% | — | 12.40% | -0.18% | 12.58% |
| PNC | 2021-04-16 | 2021-04-19 | 2021-05-17 | 3 | 179.35 | 179.35 | 0.00% | market | 49.09% | 19.05% | — | 10.87% | -0.18% | 11.05% |
| HOG | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 44.79 | 44.79 | 0.00% | market | 90.91% | 31.69% | — | 11.96% | -0.48% | 12.43% |
| KO | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 53.84 | 53.84 | 0.00% | market | 10.00% | 5.27% | — | 0.83% | -0.48% | 1.30% |
| ONB | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 19.12 | 19.12 | 0.00% | market | 26.83% | 1.82% | — | 0.58% | -0.48% | 1.06% |
| PLD | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 112.38 | 112.38 | 0.00% | market | 21.95% | 13.88% | — | 2.21% | -0.48% | 2.69% |
| WBS | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 53.27 | 53.27 | 0.00% | market | 35.87% | 34.35% | — | 6.94% | -0.48% | 7.42% |
| WTFC | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 76.55 | 76.55 | 0.00% | market | 80.14% | 36.08% | — | 2.29% | -0.48% | 2.77% |
| ZION | 2021-04-19 | 2021-04-20 | 2021-05-18 | 1 | 55.13 | 55.13 | 0.00% | market | 63.79% | 11.59% | — | 5.56% | -0.48% | 6.04% |
| DOV | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 145.23 | 145.23 | 0.00% | market | 24.83% | 8.12% | — | 1.37% | -0.16% | 1.53% |
| EDU | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 158.00 | 158.00 | 0.00% | market | 36.99% | 4.98% | — | -26.87% | -0.16% | -26.71% |
| EQBK | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 28.11 | 28.11 | 0.00% | market | 18.18% | 0.56% | — | 13.20% | -0.16% | 13.36% |
| EW | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 90.31 | 90.31 | 0.00% | market | 14.89% | 4.45% | — | 0.31% | -0.16% | 0.47% |
| FITB | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 36.40 | 36.40 | 0.00% | market | 34.78% | 1.45% | — | 14.43% | -0.16% | 14.59% |
| FULT | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 16.75 | 16.75 | 0.00% | market | 22.86% | 33.85% | — | 3.48% | -0.16% | 3.64% |
| HWC | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 42.87 | 42.87 | 0.00% | market | 24.74% | 2.59% | — | 14.39% | -0.16% | 14.54% |
| IBKR | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 18.58 | 18.58 | 0.00% | market | 13.64% | 22.28% | — | -10.54% | -0.16% | -10.38% |
| ISRG | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 280.31 | 280.31 | 0.00% | market | 34.48% | 0.77% | — | -2.95% | -0.16% | -2.79% |
| KEY | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 19.73 | 19.73 | 0.00% | market | 27.08% | 33.21% | — | 15.97% | -0.16% | 16.12% |
| NTRS | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 106.49 | 106.49 | 0.00% | market | 14.09% | 35.41% | — | 10.09% | -0.16% | 10.25% |
| PM | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 94.00 | 94.00 | 0.00% | market | 12.14% | 13.82% | — | 2.36% | -0.16% | 2.52% |
| SMBK | 2021-04-20 | 2021-04-21 | 2021-05-19 | 1 | 22.63 | 22.63 | 0.00% | market | 20.37% | 25.58% | — | 3.26% | -0.16% | 3.42% |
| ASML | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 664.17 | 664.17 | 0.00% | market | 28.02% | 62.94% | — | -2.42% | -0.15% | -2.27% |
| BANR | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 55.49 | 55.49 | 0.00% | market | 30.39% | 9.78% | — | 4.91% | -0.15% | 5.06% |
| CSV | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 36.90 | 36.90 | 0.00% | market | 42.11% | 4.68% | — | 2.75% | -0.15% | 2.89% |
| CVBF | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 21.96 | 21.96 | 0.00% | market | 30.56% | 9.84% | — | 1.81% | -0.15% | 1.96% |
| EFX | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 217.90 | 217.90 | 0.00% | market | 27.10% | 8.73% | — | 6.97% | -0.15% | 7.12% |
| FHN | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 17.79 | 17.79 | 0.00% | market | 37.84% | 4.60% | — | 4.85% | -0.15% | 4.99% |
| FR | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 49.81 | 49.81 | 0.00% | market | 108.70% | 37.67% | — | 0.58% | -0.15% | 0.73% |
| GGG | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 77.40 | 77.40 | 0.00% | market | 16.00% | 6.41% | — | -3.50% | -0.15% | -3.35% |
| KMI | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 16.69 | 16.69 | 0.00% | market | 150.00% | 94.51% | — | 11.94% | -0.15% | 12.09% |
| LOB | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 66.98 | 66.98 | 0.00% | market | 44.26% | 6.43% | — | -12.01% | -0.15% | -11.87% |
| LRCX | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 64.39 | 64.39 | 0.00% | market | 13.64% | 4.20% | — | -2.77% | -0.15% | -2.62% |
| NDAQ | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 53.46 | 53.46 | 0.00% | market | 12.07% | 114.50% | — | 1.83% | -0.15% | 1.97% |
| OFG | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 24.25 | 24.25 | 0.00% | market | 24.44% | 20.47% | — | 2.87% | -0.15% | 3.02% |
| REXR | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 56.38 | 56.38 | 0.00% | market | 111.11% | 7.76% | — | -2.87% | -0.15% | -2.72% |
| RLI | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 58.92 | 58.92 | 0.00% | market | 18.92% | 35.05% | — | -9.35% | -0.15% | -9.20% |
| SLM | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 19.56 | 19.56 | 0.00% | market | 65.42% | 33.33% | — | 0.05% | -0.15% | 0.20% |
| SYBT | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 51.25 | 51.25 | 0.00% | market | 33.78% | 1.26% | — | 0.17% | -0.15% | 0.32% |
| TCBI | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 62.01 | 62.01 | 0.00% | market | 20.91% | 0.98% | — | 10.09% | -0.15% | 10.24% |
| TFIN | 2021-04-21 | 2021-04-22 | 2021-05-20 | 1 | 92.95 | 92.95 | 0.00% | market | 45.05% | 9.96% | — | -12.66% | -0.15% | -12.51% |
| ABCB | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 47.97 | 47.97 | 0.00% | market | 55.65% | 7.88% | — | 21.89% | 0.50% | 21.39% |
| ALLE | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 134.78 | 134.78 | 0.00% | market | 17.65% | 8.15% | — | 1.93% | 0.50% | 1.42% |
| ARI | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 14.88 | 14.88 | 0.00% | market | 14.71% | 12.56% | — | 3.06% | 0.50% | 2.56% |
| ASB | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 20.79 | 20.79 | 0.00% | market | 34.88% | 9.61% | — | 11.40% | 0.50% | 10.89% |
| BX | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 83.15 | 83.15 | 0.00% | market | 33.33% | 211.10% | — | 9.03% | 0.50% | 8.53% |
| CBAN | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 15.23 | 15.23 | 0.00% | market | 43.24% | 6.79% | — | 17.96% | 0.50% | 17.46% |
| CE | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 151.37 | 151.37 | 0.00% | market | 16.89% | 6.67% | — | 8.34% | 0.50% | 7.84% |
| DHI | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 95.70 | 95.70 | 0.00% | market | 17.67% | 21.47% | — | -5.50% | 0.50% | -6.00% |
| EWBC | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 74.27 | 74.27 | 0.00% | market | 14.29% | 19.34% | — | 2.98% | 0.50% | 2.48% |
| FRME | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 45.50 | 45.50 | 0.00% | market | 19.74% | 3.05% | — | 3.37% | 0.50% | 2.87% |
| GBCI | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 59.78 | 59.78 | 0.00% | market | 13.33% | 20.80% | — | -1.04% | 0.50% | -1.54% |
| HBAN | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 14.48 | 14.48 | 0.00% | market | 37.14% | 3.21% | — | 8.60% | 0.50% | 8.10% |
| HTH | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 32.54 | 32.54 | 0.00% | market | 44.55% | 409.21% | — | 11.70% | 0.50% | 11.20% |
| INTC | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 59.16 | 59.16 | 0.00% | market | 20.87% | 12.13% | — | -5.31% | 0.50% | -5.81% |
| NBHC | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 39.76 | 39.76 | 0.00% | market | 21.43% | 2.08% | — | 3.45% | 0.50% | 2.94% |
| ORI | 2021-04-22 | 2021-04-23 | 2021-05-21 | 1 | 23.88 | 23.88 | 0.00% | market | 53.33% | 37.31% | — | 9.99% | 0.50% | 9.49% |