EPS surp.>10 & Rev. surp.>0 & Net margin>12 (hold 10d) (lookback 50y) (max 100 pos)
Run 9a98e965 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
7456
Win rate
53.55%
Avg return
0.75%
Median return
0.58%
Avg abnormal
0.16%
Median abnormal
-0.14%
Best trade
121.83%
Worst trade
-55.27%
Sharpe (per-trade)
0.09
Daily portfolio drawdown
-13.79%
Portfolio (equal_weight)
Total return
55.90%
Max drawdown
-13.79%
Avg trade return
0.75%
Win rate
53.55%
Signals
8724
Configured concurrent
100
Observed concurrent
100
Trades taken
7456
Skipped (no capacity)
1268
Excess vs benchmark
-539.10%
Avg entry slippage
0.00%
Return if filled at market
55.90%
VWAP fills
0
VWAP fallbacks
0
1268 of 8724 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 | -4.09% | -2.02% | 0.00% |
| 2015 | 1 | -3.78% | -2.89% | 0.00% |
| 2016 | 240 | 1.91% | 0.52% | 63.33% |
| 2017 | 572 | 0.38% | -0.03% | 48.25% |
| 2018 | 667 | 1.18% | 0.56% | 55.92% |
| 2019 | 602 | 0.07% | -0.04% | 51.33% |
| 2020 | 785 | -0.24% | -0.85% | 49.94% |
| 2021 | 969 | 1.08% | 0.25% | 57.17% |
| 2022 | 839 | 1.66% | 1.83% | 55.42% |
| 2023 | 716 | 0.09% | -0.56% | 48.60% |
| 2024 | 750 | 1.38% | -0.23% | 57.20% |
| 2025 | 776 | 0.65% | 0.41% | 53.99% |
| 2026 | 536 | 0.48% | -0.24% | 51.49% |
Trades (page 1: 500 of 7,456)
| 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 | 2010-05-21 | 1 | 18.91 | 18.91 | 0.00% | market | 11.76% | 108.44% | — | -5.86% | -3.13% | -2.73% |
| AU | 2010-08-12 | 2010-08-13 | 2010-08-27 | 1 | 42.99 | 42.99 | 0.00% | market | 183.33% | 4.95% | — | -0.82% | -1.32% | 0.50% |
| AU | 2010-11-12 | 2010-11-15 | 2010-11-30 | 3 | 49.54 | 49.54 | 0.00% | market | 127.78% | 45.45% | — | -5.57% | -1.73% | -3.84% |
| GRFS | 2015-11-04 | 2015-11-05 | 2015-11-19 | 1 | 17.93 | 17.93 | 0.00% | market | 18.18% | 36.89% | — | -3.78% | -0.89% | -2.89% |
| MANH | 2016-07-19 | 2016-07-20 | 2016-08-03 | 1 | 66.25 | 66.25 | 0.00% | market | 11.36% | 11.36% | — | -12.13% | -0.00% | -12.13% |
| MSFT | 2016-07-19 | 2016-07-20 | 2016-08-03 | 1 | 56.15 | 56.15 | 0.00% | market | 18.97% | 18.97% | — | 1.36% | -0.00% | 1.36% |
| MTG | 2016-07-19 | 2016-07-20 | 2016-08-03 | 1 | 7.02 | 7.02 | 0.00% | market | 30.00% | 30.00% | — | 4.74% | -0.00% | 4.75% |
| QCOM | 2016-07-20 | 2016-07-21 | 2016-08-04 | 1 | 59.80 | 59.80 | 0.00% | market | 19.59% | 19.59% | — | 1.87% | -0.25% | 2.13% |
| BIIB | 2016-07-21 | 2016-07-22 | 2016-08-05 | 1 | 282.09 | 282.09 | 0.00% | market | 11.56% | 11.56% | — | 11.91% | 0.82% | 11.09% |
| GATX | 2016-07-21 | 2016-07-22 | 2016-08-05 | 1 | 44.17 | 44.17 | 0.00% | market | 21.14% | 21.14% | — | 1.44% | 0.82% | 0.62% |
| SIMO | 2016-07-21 | 2016-07-22 | 2016-08-05 | 1 | 53.39 | 53.39 | 0.00% | market | 13.16% | 15.15% | — | 0.03% | 0.82% | -0.79% |
| ADC | 2016-07-25 | 2016-07-26 | 2016-08-09 | 1 | 49.90 | 49.90 | 0.00% | market | 29.73% | 29.75% | — | -1.96% | 0.76% | -2.73% |
| BOH | 2016-07-25 | 2016-07-26 | 2016-08-09 | 1 | 69.54 | 69.54 | 0.00% | market | 10.75% | 9.91% | — | 0.95% | 0.76% | 0.19% |
| ARLP | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 19.62 | 19.62 | 0.00% | market | 49.09% | 49.09% | — | -5.66% | 0.21% | -5.86% |
| BAX | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 48.01 | 48.01 | 0.00% | market | 17.95% | 15.00% | — | 1.13% | 0.21% | 0.92% |
| ILMN | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 145.45 | 145.45 | 0.00% | market | 17.81% | 17.81% | — | 10.80% | 0.21% | 10.60% |
| KKR | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 14.50 | 14.50 | 0.00% | market | 360.00% | 359.97% | — | 0.80% | 0.21% | 0.59% |
| WES | 2016-07-26 | 2016-07-27 | 2016-08-10 | 1 | 37.78 | 37.78 | 0.00% | market | 24.24% | 24.23% | — | -3.17% | 0.21% | -3.38% |
| ACGL | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 23.84 | 23.84 | 0.00% | market | 15.15% | 39.00% | — | 4.93% | 1.09% | 3.84% |
| BELFB | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 20.39 | 20.39 | 0.00% | market | 70.37% | 36.36% | — | -0.05% | 1.09% | -1.14% |
| DLB | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 45.00 | 45.00 | 0.00% | market | 21.57% | 21.56% | — | 10.30% | 1.09% | 9.21% |
| EXR | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 88.62 | 88.62 | 0.00% | market | 22.22% | 22.21% | — | -5.82% | 1.09% | -6.91% |
| GLW | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 21.49 | 21.49 | 0.00% | market | 15.62% | 15.63% | — | 6.55% | 1.09% | 5.46% |
| GRMN | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 52.00 | 52.00 | 0.00% | market | 29.85% | 29.85% | — | 6.23% | 1.09% | 5.14% |
| KIM | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 31.12 | 31.12 | 0.00% | market | 187.50% | 187.49% | — | -2.35% | 1.09% | -3.44% |
| LRCX | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 9.29 | 9.29 | 0.00% | market | 12.50% | 9.75% | — | -4.41% | 1.09% | -5.50% |
| META | 2016-07-27 | 2016-07-28 | 2016-08-11 | 1 | 127.52 | 127.52 | 0.00% | market | 18.29% | 18.29% | — | -2.15% | 1.09% | -3.25% |
| ALGN | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 85.25 | 85.25 | 0.00% | market | 29.17% | 29.15% | — | 12.10% | 0.92% | 11.18% |
| BEN | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 34.91 | 34.91 | 0.00% | market | 14.93% | 14.93% | — | 1.68% | 0.92% | 0.75% |
| BIDU | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 161.01 | 161.01 | 0.00% | market | 29.79% | 0.29% | — | 4.23% | 0.92% | 3.30% |
| BUSE | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 23.00 | 23.00 | 0.00% | market | 11.11% | 1.54% | — | 2.55% | 0.92% | 1.63% |
| ERIE | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 97.81 | 97.81 | 0.00% | market | 11.43% | 12.81% | — | 1.33% | 0.92% | 0.41% |
| FICO | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 120.00 | 120.00 | 0.00% | market | 50.00% | 49.99% | — | 5.59% | 0.92% | 4.67% |
| IDA | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 80.48 | 80.48 | 0.00% | market | 13.13% | 13.11% | — | -2.56% | 0.92% | -3.48% |
| KLAC | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 7.72 | 7.72 | 0.00% | market | 28.57% | 24.64% | — | -11.63% | 0.92% | -12.55% |
| UTHR | 2016-07-28 | 2016-07-29 | 2016-08-12 | 1 | 118.97 | 118.97 | 0.00% | market | 36.34% | 36.34% | — | 5.13% | 0.92% | 4.20% |
| CACC | 2016-07-29 | 2016-08-01 | 2016-08-15 | 3 | 191.90 | 191.90 | 0.00% | market | 13.47% | 2.41% | — | 5.92% | 0.87% | 5.04% |
| CGNX | 2016-08-01 | 2016-08-02 | 2016-08-16 | 1 | 25.75 | 25.75 | 0.00% | market | 13.64% | 13.62% | — | -3.13% | 0.60% | -3.73% |
| SBRA | 2016-08-01 | 2016-08-02 | 2016-08-16 | 1 | 23.98 | 23.98 | 0.00% | market | 60.61% | 60.71% | — | 1.32% | 0.60% | 0.71% |
| TREX | 2016-08-01 | 2016-08-02 | 2016-08-16 | 1 | 12.97 | 12.97 | 0.00% | market | 11.11% | 14.25% | — | 15.40% | 0.60% | 14.79% |
| EA | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 76.66 | 76.66 | 0.00% | market | 393.65% | 250.00% | — | 3.96% | 1.34% | 2.62% |
| ETR | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 40.35 | 40.35 | 0.00% | market | 203.92% | 196.19% | — | -3.22% | 1.34% | -4.56% |
| IDCC | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 59.87 | 59.87 | 0.00% | market | 84.62% | 267.81% | — | 14.80% | 1.34% | 13.46% |
| IDXX | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 105.00 | 105.00 | 0.00% | market | 19.35% | 19.35% | — | 5.43% | 1.34% | 4.09% |
| ORA | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 46.90 | 46.90 | 0.00% | market | 19.05% | 16.64% | — | 1.69% | 1.34% | 0.35% |
| PAYC | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 48.89 | 48.89 | 0.00% | market | 61.54% | 61.49% | — | 0.92% | 1.34% | -0.42% |
| RACE | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 46.43 | 46.43 | 0.00% | market | 18.19% | 31.36% | — | 4.10% | 1.34% | 2.76% |
| SUPN | 2016-08-02 | 2016-08-03 | 2016-08-17 | 1 | 23.98 | 23.98 | 0.00% | market | 38.46% | 35.23% | — | -7.90% | 1.34% | -9.24% |
| AGO | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 26.76 | 26.76 | 0.00% | market | 90.74% | 125.26% | — | 2.40% | 1.18% | 1.22% |
| APO | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 17.89 | 17.89 | 0.00% | market | 390.00% | 390.00% | — | 4.09% | 1.18% | 2.91% |
| ATO | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 77.94 | 77.94 | 0.00% | market | 13.56% | 13.56% | — | -2.58% | 1.18% | -3.76% |
| BIP | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 19.01 | 19.01 | 0.00% | market | 160.00% | 160.00% | — | 5.11% | 1.18% | 3.93% |
| DKL | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 26.02 | 26.02 | 0.00% | market | 13.79% | 13.75% | — | 10.05% | 1.18% | 8.87% |
| KLIC | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 11.90 | 11.90 | 0.00% | market | 21.62% | 21.63% | — | 8.64% | 1.18% | 7.46% |
| RYN | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 27.24 | 27.24 | 0.00% | market | 122.72% | 21.24% | — | -1.02% | 1.18% | -2.20% |
| ZTS | 2016-08-03 | 2016-08-04 | 2016-08-18 | 1 | 51.53 | 51.53 | 0.00% | market | 11.36% | 11.36% | — | 1.37% | 1.18% | 0.20% |
| ANET | 2016-08-04 | 2016-08-05 | 2016-08-19 | 1 | 4.30 | 4.30 | 0.00% | market | 11.76% | 10.45% | — | 15.02% | 0.98% | 14.03% |
| GEN | 2016-08-04 | 2016-08-05 | 2016-08-19 | 1 | 22.05 | 22.05 | 0.00% | market | 16.00% | 1497.93% | — | 7.47% | 0.98% | 6.49% |
| HL | 2016-08-04 | 2016-08-05 | 2016-08-19 | 1 | 6.37 | 6.37 | 0.00% | market | 40.00% | 40.00% | — | 6.02% | 0.98% | 5.04% |
| KHC | 2016-08-04 | 2016-08-05 | 2016-08-19 | 1 | 89.85 | 89.85 | 0.00% | market | 19.72% | 18.06% | — | -0.02% | 0.98% | -1.01% |
| MGM | 2016-08-04 | 2016-08-05 | 2016-08-19 | 1 | 24.37 | 24.37 | 0.00% | market | 23.81% | 30.43% | — | -0.96% | 0.98% | -1.95% |
| QSR | 2016-08-04 | 2016-08-05 | 2016-08-19 | 1 | 46.18 | 46.18 | 0.00% | market | 17.14% | 20.59% | — | 3.43% | 0.98% | 2.45% |
| RGEN | 2016-08-04 | 2016-08-05 | 2016-08-19 | 1 | 29.97 | 29.97 | 0.00% | market | 23.08% | 23.07% | — | 4.87% | 0.98% | 3.89% |
| TSEM | 2016-08-04 | 2016-08-05 | 2016-08-19 | 1 | 15.18 | 15.18 | 0.00% | market | 14.71% | 14.71% | — | -0.43% | 0.98% | -1.41% |
| GHI | 2016-08-05 | 2016-08-08 | 2016-08-22 | 3 | 16.70 | 16.70 | 0.00% | market | 87.50% | 43.66% | — | 2.06% | 0.06% | 2.00% |
| NHI | 2016-08-05 | 2016-08-08 | 2016-08-22 | 3 | 78.80 | 78.80 | 0.00% | market | 56.76% | 56.77% | — | 2.07% | 0.06% | 2.01% |
| BWXT | 2016-08-08 | 2016-08-09 | 2016-08-23 | 1 | 38.05 | 38.05 | 0.00% | market | 15.79% | 15.78% | — | 3.29% | 0.39% | 2.91% |
| FNV | 2016-08-08 | 2016-08-09 | 2016-08-23 | 1 | 77.91 | 77.91 | 0.00% | market | 15.79% | 18.75% | — | -2.04% | 0.39% | -2.42% |
| PRI | 2016-08-08 | 2016-08-09 | 2016-08-23 | 1 | 53.53 | 53.53 | 0.00% | market | 12.26% | 19.80% | — | 4.12% | 0.39% | 3.74% |
| WB | 2016-08-08 | 2016-08-09 | 2016-08-23 | 1 | 38.42 | 38.42 | 0.00% | market | 77.78% | 11.11% | — | 20.75% | 0.39% | 20.36% |
| DHT | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 5.18 | 5.18 | 0.00% | market | 13.33% | 15.38% | — | -8.98% | -0.21% | -8.77% |
| DQ | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 4.78 | 4.78 | 0.00% | market | 68.00% | 7.74% | — | 2.87% | -0.21% | 3.08% |
| FF | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 11.77 | 11.77 | 0.00% | market | 37.50% | 37.46% | — | 0.32% | -0.21% | 0.54% |
| INCY | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 86.96 | 86.96 | 0.00% | market | 1196.04% | 799.96% | — | -5.30% | -0.21% | -5.09% |
| LBRDA | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 66.04 | 66.04 | 0.00% | market | 14066.48% | 15578.85% | — | 0.94% | -0.21% | 1.16% |
| YRD | 2016-08-09 | 2016-08-10 | 2016-08-24 | 1 | 30.18 | 30.18 | 0.00% | market | 179.17% | 26.14% | — | -18.85% | -0.21% | -18.64% |
| MIDD | 2016-08-10 | 2016-08-11 | 2016-08-25 | 1 | 108.05 | 108.05 | 0.00% | market | 15.32% | 15.31% | — | -2.77% | -0.26% | -2.51% |
| BABA | 2016-08-11 | 2016-08-12 | 2016-08-26 | 1 | 92.98 | 92.98 | 0.00% | market | 21.31% | 21.47% | — | 2.14% | -0.46% | 2.60% |
| PAAS | 2016-08-11 | 2016-08-12 | 2016-08-26 | 1 | 20.40 | 20.40 | 0.00% | market | 379.53% | 333.24% | — | -12.01% | -0.46% | -11.55% |
| SBS | 2016-08-12 | 2016-08-15 | 2016-08-29 | 3 | 1.88 | 1.88 | 0.00% | market | 166.67% | 11.36% | — | -3.82% | -0.24% | -3.58% |
| ATHM | 2016-08-16 | 2016-08-17 | 2016-08-31 | 1 | 26.30 | 26.30 | 0.00% | market | 29.15% | 43.69% | — | -7.06% | -0.28% | -6.77% |
| JOYY | 2016-08-17 | 2016-08-18 | 2016-09-01 | 1 | 49.51 | 49.51 | 0.00% | market | 40.85% | 40.94% | — | 4.44% | -0.44% | 4.88% |
| NDSN | 2016-08-22 | 2016-08-23 | 2016-09-07 | 1 | 97.00 | 97.00 | 0.00% | market | 10.53% | 10.53% | — | 2.89% | -0.11% | 3.00% |
| SQM | 2016-08-24 | 2016-08-25 | 2016-09-09 | 1 | 25.18 | 25.18 | 0.00% | market | 14.81% | 17.39% | — | 5.10% | -1.90% | 7.00% |
| AMBA | 2016-09-01 | 2016-09-02 | 2016-09-19 | 1 | 70.27 | 70.27 | 0.00% | market | 45.95% | 42.20% | — | -2.76% | -2.28% | -0.48% |
| AGX | 2016-09-06 | 2016-09-07 | 2016-09-21 | 1 | 50.00 | 50.00 | 0.00% | market | 63.29% | 63.29% | — | 13.80% | -1.38% | 15.18% |
| HQY | 2016-09-06 | 2016-09-07 | 2016-09-21 | 1 | 34.36 | 34.36 | 0.00% | market | 23.08% | 7.69% | — | 5.26% | -1.38% | 6.64% |
| NKE | 2016-09-27 | 2016-09-28 | 2016-10-12 | 1 | 54.60 | 54.60 | 0.00% | market | 30.36% | 30.36% | — | -4.06% | -0.98% | -3.07% |
| OZK | 2016-10-11 | 2016-10-12 | 2016-10-26 | 1 | 40.05 | 40.05 | 0.00% | market | 10.00% | 8.19% | — | -5.92% | 0.07% | -5.99% |
| JPM | 2016-10-14 | 2016-10-17 | 2016-10-31 | 3 | 67.42 | 67.42 | 0.00% | market | 12.86% | 13.67% | — | 2.63% | -0.25% | 2.88% |
| BAC | 2016-10-17 | 2016-10-18 | 2016-11-01 | 1 | 16.19 | 16.19 | 0.00% | market | 20.59% | 20.59% | — | 2.49% | -1.51% | 4.00% |
| HAS | 2016-10-17 | 2016-10-18 | 2016-11-01 | 1 | 82.08 | 82.08 | 0.00% | market | 16.67% | 16.66% | — | 0.06% | -1.51% | 1.57% |
| SFBS | 2016-10-17 | 2016-10-18 | 2016-11-01 | 1 | 25.00 | 25.00 | 0.00% | market | 11.43% | 11.43% | — | 7.62% | -1.51% | 9.13% |
| GS | 2016-10-18 | 2016-10-19 | 2016-11-02 | 1 | 173.37 | 173.37 | 0.00% | market | 27.75% | 5.12% | — | 1.75% | -2.00% | 3.75% |
| ISRG | 2016-10-18 | 2016-10-19 | 2016-11-02 | 1 | 78.44 | 78.44 | 0.00% | market | 21.05% | 19.77% | — | -5.68% | -2.00% | -3.68% |
| RF | 2016-10-18 | 2016-10-19 | 2016-11-02 | 1 | 10.33 | 10.33 | 0.00% | market | 14.29% | 14.29% | — | 1.64% | -2.00% | 3.64% |
| AXP | 2016-10-19 | 2016-10-20 | 2016-11-03 | 1 | 65.34 | 65.34 | 0.00% | market | 23.71% | 21.37% | — | -0.12% | -2.38% | 2.26% |
| EWBC | 2016-10-19 | 2016-10-20 | 2016-11-03 | 1 | 39.40 | 39.40 | 0.00% | market | 10.14% | 8.88% | — | -2.64% | -2.38% | -0.26% |
| EXPO | 2016-10-19 | 2016-10-20 | 2016-11-03 | 1 | 26.00 | 26.00 | 0.00% | market | 23.53% | 23.55% | — | 9.71% | -2.38% | 12.09% |
| GGG | 2016-10-19 | 2016-10-20 | 2016-11-03 | 1 | 24.75 | 24.75 | 0.00% | market | 10.34% | 6.66% | — | 0.26% | -2.38% | 2.64% |
| MS | 2016-10-19 | 2016-10-20 | 2016-11-03 | 1 | 32.84 | 32.84 | 0.00% | market | 26.98% | 15.96% | — | -0.19% | -2.38% | 2.19% |
| WDFC | 2016-10-19 | 2016-10-20 | 2016-11-03 | 1 | 107.32 | 107.32 | 0.00% | market | 20.73% | 20.67% | — | -3.75% | -2.38% | -1.37% |
| BNY | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 42.02 | 42.02 | 0.00% | market | 11.11% | 10.97% | — | 2.21% | -2.49% | 4.70% |
| FITB | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 20.87 | 20.87 | 0.00% | market | 58.54% | 27.39% | — | 1.53% | -2.49% | 4.02% |
| GATX | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 46.03 | 46.03 | 0.00% | market | 69.17% | 13.64% | — | -3.12% | -2.49% | -0.63% |
| MSFT | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 60.28 | 60.28 | 0.00% | market | 11.76% | 19.82% | — | -2.70% | -2.49% | -0.21% |
| NBHC | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 24.95 | 24.95 | 0.00% | market | 42.86% | 42.86% | — | -5.67% | -2.49% | -3.18% |
| NWE | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 55.89 | 55.89 | 0.00% | market | 11.86% | 11.86% | — | 0.29% | -2.49% | 2.79% |
| PLD | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 52.04 | 52.04 | 0.00% | market | 67.74% | 25.25% | — | -5.29% | -2.49% | -2.80% |
| STBA | 2016-10-20 | 2016-10-21 | 2016-11-04 | 1 | 28.41 | 28.41 | 0.00% | market | 18.00% | 17.99% | — | 4.26% | -2.49% | 6.76% |
| MCO | 2016-10-21 | 2016-10-24 | 2016-11-07 | 3 | 102.98 | 102.98 | 0.00% | market | 11.67% | 11.67% | — | -3.40% | -0.86% | -2.54% |
| RBCAA | 2016-10-21 | 2016-10-24 | 2016-11-07 | 3 | 30.84 | 30.84 | 0.00% | market | 23.68% | 20.95% | — | 2.82% | -0.86% | 3.68% |
| ADC | 2016-10-24 | 2016-10-25 | 2016-11-08 | 1 | 47.97 | 47.97 | 0.00% | market | 56.41% | 56.42% | — | -2.00% | -0.27% | -1.73% |
| AVB | 2016-10-24 | 2016-10-25 | 2016-11-08 | 1 | 164.93 | 164.93 | 0.00% | market | 123.28% | 15.73% | — | 4.74% | -0.27% | 5.01% |
| CHCO | 2016-10-24 | 2016-10-25 | 2016-11-08 | 1 | 51.39 | 51.39 | 0.00% | market | 11.39% | 8.54% | — | 0.54% | -0.27% | 0.81% |
| MCHB | 2016-10-24 | 2016-10-25 | 2016-11-08 | 1 | 26.00 | 26.00 | 0.00% | market | 55.56% | 42.84% | — | 3.94% | -0.27% | 4.20% |
| ZION | 2016-10-24 | 2016-10-25 | 2016-11-08 | 1 | 32.65 | 32.65 | 0.00% | market | 14.00% | 13.99% | — | -0.87% | -0.27% | -0.60% |
| AKAM | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 64.36 | 64.36 | 0.00% | market | 11.48% | 11.47% | — | 3.27% | 1.49% | 1.78% |
| CB | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 124.36 | 124.36 | 0.00% | market | 11.63% | 23.81% | — | 1.10% | 1.49% | -0.39% |
| CINF | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 72.63 | 72.63 | 0.00% | market | 10.26% | 29.03% | — | -3.57% | 1.49% | -5.06% |
| CNOB | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 18.50 | 18.50 | 0.00% | market | 11.43% | 11.43% | — | 6.66% | 1.49% | 5.17% |
| EQR | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 61.44 | 61.44 | 0.00% | market | 40.00% | 39.99% | — | -0.36% | 1.49% | -1.85% |
| ETR | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 36.17 | 36.17 | 0.00% | market | 17.35% | 14.36% | — | -4.94% | 1.49% | -6.43% |
| HDB | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 17.54 | 17.54 | 0.00% | market | 1443.21% | 70.80% | — | -0.10% | 1.49% | -1.59% |
| KEY | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 13.87 | 13.87 | 0.00% | market | 15.38% | 8.79% | — | 9.71% | 1.49% | 8.22% |
| LMT | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 248.60 | 248.60 | 0.00% | market | 26.22% | 13.54% | — | 1.85% | 1.49% | 0.37% |
| MCRI | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 25.20 | 25.20 | 0.00% | market | 12.50% | 12.50% | — | -6.61% | 1.49% | -8.09% |
| SKT | 2016-10-25 | 2016-10-26 | 2016-11-09 | 1 | 36.00 | 36.00 | 0.00% | market | 176.92% | 177.01% | — | -5.29% | 1.49% | -6.78% |
| ACGL | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 26.46 | 26.46 | 0.00% | market | 11.76% | 36.32% | — | 0.69% | 1.09% | -0.40% |
| AR | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 25.97 | 25.97 | 0.00% | market | 50.00% | 50.00% | — | -6.34% | 1.09% | -7.43% |
| AXS | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 57.46 | 57.46 | 0.00% | market | 69.52% | 30.88% | — | 5.89% | 1.09% | 4.80% |
| BEN | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 35.22 | 35.22 | 0.00% | market | 18.84% | 18.84% | — | 7.37% | 1.09% | 6.28% |
| CDE | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 11.21 | 11.21 | 0.00% | market | 320.00% | 34.68% | — | -10.80% | 1.09% | -11.90% |
| EXR | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 74.47 | 74.47 | 0.00% | market | 47.62% | 47.61% | — | -1.48% | 1.09% | -2.57% |
| FCF | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 10.00 | 10.00 | 0.00% | market | 11.76% | 11.77% | — | 8.30% | 1.09% | 7.21% |
| GRMN | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 50.20 | 50.20 | 0.00% | market | 38.89% | 38.88% | — | -1.55% | 1.09% | -2.64% |
| LMAT | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 20.30 | 20.30 | 0.00% | market | 13.33% | 13.31% | — | 14.68% | 1.09% | 13.59% |
| NEU | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 401.59 | 401.59 | 0.00% | market | 14.94% | 14.94% | — | 2.44% | 1.09% | 1.35% |
| TCBK | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 26.95 | 26.95 | 0.00% | market | 10.42% | 6.44% | — | 8.14% | 1.09% | 7.05% |
| TER | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 23.33 | 23.33 | 0.00% | market | 17.86% | 17.85% | — | 0.20% | 1.09% | -0.89% |
| VLRS | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 19.22 | 19.22 | 0.00% | market | 37.84% | 19.93% | — | -17.63% | 1.09% | -18.72% |
| WEC | 2016-10-26 | 2016-10-27 | 2016-11-10 | 1 | 58.88 | 58.88 | 0.00% | market | 13.11% | 13.11% | — | -5.93% | 1.09% | -7.02% |
| BIDU | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 180.74 | 180.74 | 0.00% | market | 71.26% | 45.34% | — | -9.94% | 1.54% | -11.48% |
| BMY | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 52.11 | 52.11 | 0.00% | market | 18.46% | 18.46% | — | 8.08% | 1.54% | 6.54% |
| BX | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 25.48 | 25.48 | 0.00% | market | 18.75% | 15.66% | — | -5.12% | 1.54% | -6.66% |
| CRUS | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 56.87 | 56.87 | 0.00% | market | 28.57% | 28.58% | — | -4.07% | 1.54% | -5.61% |
| CYTK | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 9.75 | 9.75 | 0.00% | market | 355.17% | 155.16% | — | 14.77% | 1.54% | 13.23% |
| EGO | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 16.65 | 16.65 | 0.00% | market | 733.33% | 21.21% | — | -20.22% | 1.54% | -21.76% |
| ELME | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 29.96 | 29.96 | 0.00% | market | 1237.50% | 1237.50% | — | -2.70% | 1.54% | -4.24% |
| FR | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 26.37 | 26.37 | 0.00% | market | 125.00% | 7.74% | — | -3.97% | 1.54% | -5.51% |
| FTV | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 31.68 | 31.68 | 0.00% | market | 13.56% | 13.56% | — | 6.18% | 1.54% | 4.64% |
| LAZ | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 37.64 | 37.64 | 0.00% | market | 10.39% | 10.39% | — | 1.49% | 1.54% | -0.04% |
| MAA | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 90.75 | 90.75 | 0.00% | market | 67.14% | 60.00% | — | 0.98% | 1.54% | -0.56% |
| MSTR | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 19.00 | 19.00 | 0.00% | market | 35.29% | 28.33% | — | 3.48% | 1.54% | 1.94% |
| ONTO | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 21.96 | 21.96 | 0.00% | market | 17.86% | 23.74% | — | 6.60% | 1.54% | 5.06% |
| POWI | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 32.30 | 32.30 | 0.00% | market | 16.13% | 18.63% | — | 0.36% | 1.54% | -1.17% |
| PRLB | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 46.45 | 46.45 | 0.00% | market | 15.91% | 15.87% | — | 11.31% | 1.54% | 9.77% |
| SIMO | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 44.91 | 44.91 | 0.00% | market | 13.83% | 13.82% | — | -3.31% | 1.54% | -4.85% |
| SSD | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 42.11 | 42.11 | 0.00% | market | 14.81% | 14.80% | — | 8.40% | 1.54% | 6.86% |
| TAL | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 13.68 | 13.68 | 0.00% | market | 33.33% | 11.12% | — | -7.34% | 1.54% | -8.88% |
| TFSL | 2016-10-27 | 2016-10-28 | 2016-11-11 | 1 | 17.90 | 17.90 | 0.00% | market | 14.29% | 14.29% | — | 2.58% | 1.54% | 1.04% |
| APO | 2016-10-28 | 2016-10-31 | 2016-11-14 | 3 | 18.40 | 18.40 | 0.00% | market | 28.89% | 28.89% | — | 3.43% | 1.72% | 1.71% |
| ARLP | 2016-10-28 | 2016-10-31 | 2016-11-14 | 3 | 24.40 | 24.40 | 0.00% | market | 24.66% | 24.66% | — | 0.72% | 1.72% | -1.00% |
| MA | 2016-10-28 | 2016-10-31 | 2016-11-14 | 3 | 107.40 | 107.40 | 0.00% | market | 10.20% | 10.20% | — | -5.93% | 1.72% | -7.65% |
| SNY | 2016-10-28 | 2016-10-31 | 2016-11-14 | 3 | 39.01 | 39.01 | 0.00% | market | 16.28% | 49.58% | — | 6.13% | 1.72% | 4.41% |
| VRTS | 2016-10-28 | 2016-10-31 | 2016-11-14 | 3 | 110.75 | 110.75 | 0.00% | market | 10.81% | 10.54% | — | -0.55% | 1.72% | -2.27% |
| CGNX | 2016-10-31 | 2016-11-01 | 2016-11-15 | 1 | 27.58 | 27.58 | 0.00% | market | 21.74% | 34.74% | — | 5.92% | 2.51% | 3.41% |
| CNA | 2016-10-31 | 2016-11-01 | 2016-11-15 | 1 | 36.93 | 36.93 | 0.00% | market | 40.24% | 83.15% | — | 4.58% | 2.51% | 2.07% |
| ORC | 2016-10-31 | 2016-11-01 | 2016-11-15 | 1 | 53.65 | 53.65 | 0.00% | market | 114.65% | 43.66% | — | 0.55% | 2.51% | -1.96% |
| BYD | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 17.34 | 17.34 | 0.00% | market | 16.67% | 16.67% | — | 7.57% | 3.43% | 4.14% |
| DVN | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 37.33 | 37.33 | 0.00% | market | 80.00% | 34.68% | — | 17.71% | 3.43% | 14.29% |
| ILMN | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 131.40 | 131.40 | 0.00% | market | 11.49% | 11.50% | — | -0.35% | 3.43% | -3.78% |
| INCY | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 90.00 | 90.00 | 0.00% | market | 1594.92% | 1799.78% | — | 11.83% | 3.43% | 8.41% |
| KNOP | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 18.95 | 18.95 | 0.00% | market | 55.56% | 48.93% | — | 13.09% | 3.43% | 9.67% |
| MTDR | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 22.49 | 22.49 | 0.00% | market | 849.37% | 500.00% | — | 7.77% | 3.43% | 4.34% |
| NMIH | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 8.20 | 8.20 | 0.00% | market | 42.86% | 36.06% | — | 8.44% | 3.43% | 5.01% |
| VIAV | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 7.22 | 7.22 | 0.00% | market | 28.57% | 28.57% | — | 9.73% | 3.43% | 6.31% |
| VRSK | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 81.40 | 81.40 | 0.00% | market | 12.00% | 12.00% | — | 1.01% | 3.43% | -2.42% |
| WES | 2016-11-01 | 2016-11-02 | 2016-11-16 | 1 | 41.76 | 41.76 | 0.00% | market | 15.38% | 15.40% | — | 3.64% | 3.43% | 0.21% |
| ADP | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 89.97 | 89.97 | 0.00% | market | 13.16% | 9.70% | — | 4.80% | 4.29% | 0.52% |
| BABA | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 98.04 | 98.04 | 0.00% | market | 12.86% | 12.74% | — | -4.15% | 4.29% | -8.44% |
| CODI | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 18.60 | 18.60 | 0.00% | market | 75.61% | 2.43% | — | 0.44% | 4.29% | -3.85% |
| FSLR | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 38.50 | 38.50 | 0.00% | market | 64.86% | 15.00% | — | -19.16% | 4.29% | -23.45% |
| INN | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 13.07 | 13.07 | 0.00% | market | 12.12% | 47.10% | — | 8.09% | 4.29% | 3.80% |
| LNC | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 50.47 | 50.47 | 0.00% | market | 16.67% | 84.50% | — | 23.97% | 4.29% | 19.69% |
| META | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 122.00 | 122.00 | 0.00% | market | 12.37% | 12.37% | — | -3.55% | 4.29% | -7.84% |
| QCOM | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 67.69 | 67.69 | 0.00% | market | 13.27% | 13.27% | — | -1.61% | 4.29% | -5.89% |
| RGLD | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 70.00 | 70.00 | 0.00% | market | 15.00% | 15.05% | — | -2.73% | 4.29% | -7.01% |
| RIG | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 9.67 | 9.67 | 0.00% | market | 78.57% | 25.70% | — | 13.76% | 4.29% | 9.47% |
| RYN | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 27.00 | 27.00 | 0.00% | market | 153.85% | 153.85% | — | -0.17% | 4.29% | -4.46% |
| STWD | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 21.89 | 21.89 | 0.00% | market | 18.00% | 15.65% | — | 0.13% | 4.29% | -4.16% |
| UVE | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 22.10 | 22.10 | 0.00% | market | 15.38% | 17.04% | — | 7.14% | 4.29% | 2.85% |
| WD | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 26.81 | 26.81 | 0.00% | market | 23.94% | 35.20% | — | 6.65% | 4.29% | 2.37% |
| WELL | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 67.07 | 67.07 | 0.00% | market | 75.47% | 10.11% | — | -7.69% | 4.29% | -11.98% |
| WTM | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 838.35 | 838.35 | 0.00% | market | 29.65% | 809.75% | — | -0.07% | 4.29% | -4.35% |
| ZTS | 2016-11-02 | 2016-11-03 | 2016-11-17 | 1 | 50.17 | 50.17 | 0.00% | market | 13.04% | 10.64% | — | -2.01% | 4.29% | -6.30% |
| AGO | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 30.53 | 30.53 | 0.00% | market | 455.07% | 289.65% | — | 13.69% | 4.59% | 9.10% |
| ANET | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 5.06 | 5.06 | 0.00% | market | 16.67% | 13.70% | — | 8.60% | 4.59% | 4.01% |
| HCI | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 28.35 | 28.35 | 0.00% | market | 87.04% | 38.53% | — | 12.60% | 4.59% | 8.01% |
| KHC | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 82.03 | 82.03 | 0.00% | market | 10.67% | 10.67% | — | 0.51% | 4.59% | -4.08% |
| LVS | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 59.17 | 59.17 | 0.00% | market | 20.00% | 20.02% | — | 2.30% | 4.59% | -2.29% |
| MITT | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 46.65 | 46.65 | 0.00% | market | 13.64% | 86.22% | — | 10.21% | 4.59% | 5.62% |
| MSI | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 72.56 | 72.56 | 0.00% | market | 14.17% | 14.17% | — | 10.13% | 4.59% | 5.54% |
| NFG | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 53.00 | 53.00 | 0.00% | market | 26.92% | 265.36% | — | 2.54% | 4.59% | -2.05% |
| TX | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 26.06 | 26.06 | 0.00% | market | 25.81% | 31.46% | — | -16.79% | 4.59% | -21.38% |
| UI | 2016-11-03 | 2016-11-04 | 2016-11-18 | 1 | 56.61 | 56.61 | 0.00% | market | 14.49% | 14.47% | — | -1.02% | 4.59% | -5.61% |
| AEE | 2016-11-04 | 2016-11-07 | 2016-11-21 | 3 | 49.75 | 49.75 | 0.00% | market | 10.14% | 10.14% | — | -1.93% | 5.56% | -7.49% |
| CC | 2016-11-06 | 2016-11-07 | 2016-11-21 | 1 | 18.60 | 18.60 | 0.00% | market | 74.29% | 30.83% | — | 24.85% | 5.56% | 19.28% |
| ESNT | 2016-11-04 | 2016-11-07 | 2016-11-21 | 3 | 27.60 | 27.60 | 0.00% | market | 10.17% | 17.18% | — | 2.94% | 5.56% | -2.62% |
| HE | 2016-11-04 | 2016-11-07 | 2016-11-21 | 3 | 29.21 | 29.21 | 0.00% | market | 18.37% | 15.99% | — | 3.80% | 5.56% | -1.76% |
| REGN | 2016-11-04 | 2016-11-07 | 2016-11-21 | 3 | 347.48 | 347.48 | 0.00% | market | 15.50% | 15.50% | — | 16.59% | 5.56% | 11.03% |
| ALB | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 85.99 | 85.99 | 0.00% | market | 12.35% | 12.35% | — | -2.07% | 3.71% | -5.77% |
| ALGN | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 89.89 | 89.89 | 0.00% | market | 23.08% | 21.15% | — | 4.98% | 3.71% | 1.27% |
| ARES | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 15.15 | 15.15 | 0.00% | market | 21.05% | 21.05% | — | 19.37% | 3.71% | 15.66% |
| BSM | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 18.22 | 18.22 | 0.00% | market | 16.67% | 49.96% | — | 2.92% | 3.71% | -0.79% |
| EBS | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 27.42 | 27.42 | 0.00% | market | 123.08% | 16.72% | — | 4.97% | 3.71% | 1.26% |
| FICO | 2016-11-07 | 2016-11-08 | 2016-11-22 | 1 | 118.31 | 118.31 | 0.00% | market | 18.67% | 18.68% | — | -1.98% | 3.71% | -5.69% |
| AER | 2016-11-08 | 2016-11-09 | 2016-11-23 | 1 | 41.52 | 41.52 | 0.00% | market | 18.31% | 18.83% | — | 5.63% | 3.92% | 1.71% |
| FOR | 2016-11-08 | 2016-11-09 | 2016-11-23 | 1 | 12.10 | 12.10 | 0.00% | market | 700.00% | 471.51% | — | 5.69% | 3.92% | 1.76% |
| HL | 2016-11-08 | 2016-11-09 | 2016-11-23 | 1 | 7.44 | 7.44 | 0.00% | market | 16.67% | 16.66% | — | -20.66% | 3.92% | -24.59% |
| OLP | 2016-11-08 | 2016-11-09 | 2016-11-23 | 1 | 23.95 | 23.95 | 0.00% | market | 194.44% | 33.34% | — | 1.40% | 3.92% | -2.52% |
| SSRM | 2016-11-08 | 2016-11-09 | 2016-11-23 | 1 | 11.83 | 11.83 | 0.00% | market | 14.81% | 17.39% | — | -17.60% | 3.92% | -21.52% |
| ABR | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 7.29 | 7.29 | 0.00% | market | 31.25% | 47.75% | — | 2.23% | 1.94% | 0.29% |
| AGM | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 48.70 | 48.70 | 0.00% | market | 13.33% | 19.23% | — | 7.81% | 1.94% | 5.86% |
| FF | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 11.25 | 11.25 | 0.00% | market | 20.83% | 20.84% | — | 25.50% | 1.94% | 23.56% |
| FSK | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 38.00 | 38.00 | 0.00% | market | 118.60% | 12.68% | — | 8.85% | 1.94% | 6.91% |
| ICUI | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 154.25 | 154.25 | 0.00% | market | 15.38% | 15.39% | — | -3.21% | 1.94% | -5.15% |
| OR | 2016-11-09 | 2016-11-10 | 2016-11-25 | 1 | 9.88 | 9.88 | 0.00% | market | 33.33% | 10.38% | — | -2.93% | 1.94% | -4.88% |
| NVDA | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 1.99 | 1.99 | 0.00% | market | 100.00% | 45.61% | — | 17.99% | 2.04% | 15.95% |
| NXRT | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 18.42 | 18.42 | 0.00% | market | 1220.00% | 999.97% | — | 11.35% | 2.04% | 9.32% |
| RUN | 2016-11-10 | 2016-11-11 | 2016-11-28 | 1 | 5.21 | 5.21 | 0.00% | market | 214.29% | 14.32% | — | 3.16% | 2.04% | 1.13% |
| BN | 2016-11-11 | 2016-11-14 | 2016-11-29 | 3 | 11.69 | 11.69 | 0.00% | market | 360.00% | 368.18% | — | 2.55% | 1.79% | 0.76% |
| PAAS | 2016-11-14 | 2016-11-15 | 2016-11-30 | 1 | 15.18 | 15.18 | 0.00% | market | 41.18% | 41.20% | — | 10.90% | 1.54% | 9.36% |
| JOYY | 2016-11-21 | 2016-11-22 | 2016-12-07 | 1 | 44.00 | 44.00 | 0.00% | market | 46.21% | 46.31% | — | -6.92% | 1.85% | -8.77% |
| WB | 2016-11-21 | 2016-11-22 | 2016-12-07 | 1 | 45.53 | 45.53 | 0.00% | market | 14.29% | 25.00% | — | 3.74% | 1.85% | 1.89% |
| ADI | 2016-11-22 | 2016-11-23 | 2016-12-08 | 1 | 73.67 | 73.67 | 0.00% | market | 17.98% | 17.98% | — | 0.19% | 2.35% | -2.17% |
| VEEV | 2016-11-22 | 2016-11-23 | 2016-12-08 | 1 | 44.33 | 44.33 | 0.00% | market | 37.50% | 37.50% | — | -1.52% | 2.35% | -3.87% |
| SFL | 2016-11-29 | 2016-11-30 | 2016-12-14 | 1 | 14.40 | 14.40 | 0.00% | market | 12.90% | 12.94% | — | -0.10% | 1.92% | -2.02% |
| FIZZ | 2016-11-30 | 2016-12-01 | 2016-12-15 | 1 | 25.47 | 25.47 | 0.00% | market | 35.00% | 29.26% | — | -3.01% | 2.75% | -5.76% |
| AMBA | 2016-12-01 | 2016-12-02 | 2016-12-16 | 1 | 56.99 | 56.99 | 0.00% | market | 18.09% | 18.07% | — | -5.33% | 2.44% | -7.77% |
| BMO | 2016-12-06 | 2016-12-07 | 2016-12-21 | 1 | 69.80 | 69.80 | 0.00% | market | 15.94% | 6.72% | — | 3.61% | 1.92% | 1.69% |
| HQY | 2016-12-06 | 2016-12-07 | 2016-12-21 | 1 | 39.48 | 39.48 | 0.00% | market | 11.11% | 11.11% | — | 1.60% | 1.92% | -0.32% |
| NDSN | 2016-12-13 | 2016-12-14 | 2016-12-29 | 1 | 110.56 | 110.56 | 0.00% | market | 12.10% | 12.10% | — | 2.03% | -1.35% | 3.37% |
| CCL | 2016-12-20 | 2016-12-21 | 2017-01-06 | 1 | 52.27 | 52.27 | 0.00% | market | 15.52% | 18.37% | — | 2.54% | 0.42% | 2.12% |
| STZ | 2017-01-05 | 2017-01-06 | 2017-01-23 | 1 | 146.99 | 146.99 | 0.00% | market | 13.95% | 13.95% | — | 3.00% | -0.17% | 3.17% |
| JPM | 2017-01-13 | 2017-01-17 | 2017-01-31 | 4 | 84.93 | 84.93 | 0.00% | market | 18.75% | 14.34% | — | -0.45% | 0.54% | -0.99% |
| MS | 2017-01-17 | 2017-01-18 | 2017-02-01 | 1 | 42.29 | 42.29 | 0.00% | market | 24.62% | 10.24% | — | 0.87% | 0.48% | 0.39% |
| ASML | 2017-01-18 | 2017-01-19 | 2017-02-02 | 1 | 120.86 | 120.86 | 0.00% | market | 33.33% | 5.42% | — | 1.46% | 0.41% | 1.05% |
| FAST | 2017-01-18 | 2017-01-19 | 2017-02-02 | 1 | 12.72 | 12.72 | 0.00% | market | 11.11% | 5.27% | — | -3.79% | 0.41% | -4.20% |
| CHCO | 2017-01-19 | 2017-01-20 | 2017-02-03 | 1 | 65.82 | 65.82 | 0.00% | market | 11.49% | 8.22% | — | -0.89% | 1.16% | -2.05% |
| CHKP | 2017-01-19 | 2017-01-20 | 2017-02-03 | 1 | 96.99 | 96.99 | 0.00% | market | 16.80% | 16.80% | — | 2.38% | 1.16% | 1.22% |
| MTG | 2017-01-19 | 2017-01-20 | 2017-02-03 | 1 | 10.45 | 10.45 | 0.00% | market | 27.27% | 27.27% | — | 6.02% | 1.16% | 4.86% |
| ABCB | 2017-01-20 | 2017-01-23 | 2017-02-06 | 3 | 43.00 | 43.00 | 0.00% | market | 23.53% | 23.53% | — | 7.23% | 0.97% | 6.26% |
| EFSC | 2017-01-23 | 2017-01-24 | 2017-02-07 | 1 | 39.10 | 39.10 | 0.00% | market | 21.31% | 21.32% | — | 7.57% | 1.12% | 6.45% |
| ZION | 2017-01-23 | 2017-01-24 | 2017-02-07 | 1 | 42.42 | 42.42 | 0.00% | market | 15.38% | 15.38% | — | 0.84% | 1.12% | -0.28% |
| BABA | 2017-01-24 | 2017-01-25 | 2017-02-08 | 1 | 102.46 | 102.46 | 0.00% | market | 13.04% | 22.73% | — | 0.98% | 0.24% | 0.75% |
| FITB | 2017-01-24 | 2017-01-25 | 2017-02-08 | 1 | 26.80 | 26.80 | 0.00% | market | 13.95% | 5.80% | — | -3.50% | 0.24% | -3.73% |
| GLW | 2017-01-24 | 2017-01-25 | 2017-02-08 | 1 | 26.14 | 26.14 | 0.00% | market | 13.64% | 13.64% | — | 1.20% | 0.24% | 0.96% |
| HDB | 2017-01-24 | 2017-01-25 | 2017-02-08 | 1 | 16.80 | 16.80 | 0.00% | market | 1708.51% | 90.23% | — | 6.39% | 0.24% | 6.15% |
| ONB | 2017-01-24 | 2017-01-25 | 2017-02-08 | 1 | 18.00 | 18.00 | 0.00% | market | 25.00% | 23.56% | — | -2.88% | 0.24% | -3.11% |
| TRV | 2017-01-24 | 2017-01-25 | 2017-02-08 | 1 | 117.33 | 117.33 | 0.00% | market | 17.22% | 29.10% | — | 0.31% | 0.24% | 0.07% |
| DLB | 2017-01-25 | 2017-01-26 | 2017-02-09 | 1 | 50.62 | 50.62 | 0.00% | market | 30.77% | 30.75% | — | -3.85% | 0.52% | -4.38% |
| RLI | 2017-01-25 | 2017-01-26 | 2017-02-09 | 1 | 31.00 | 31.00 | 0.00% | market | 16.67% | 40.61% | — | -4.00% | 0.52% | -4.53% |
| ROK | 2017-01-25 | 2017-01-26 | 2017-02-09 | 1 | 153.67 | 153.67 | 0.00% | market | 21.53% | 20.73% | — | -2.26% | 0.52% | -2.78% |
| TEL | 2017-01-25 | 2017-01-26 | 2017-02-09 | 1 | 75.29 | 75.29 | 0.00% | market | 15.00% | 15.00% | — | -0.07% | 0.52% | -0.60% |
| TER | 2017-01-25 | 2017-01-26 | 2017-02-09 | 1 | 28.51 | 28.51 | 0.00% | market | 45.45% | 11.11% | — | 0.71% | 0.52% | 0.18% |
| FRME | 2017-01-26 | 2017-01-27 | 2017-02-10 | 1 | 38.61 | 38.61 | 0.00% | market | 10.00% | 11.11% | — | 3.47% | 0.91% | 2.56% |
| NBHC | 2017-01-26 | 2017-01-27 | 2017-02-10 | 1 | 33.02 | 33.02 | 0.00% | market | 63.64% | 63.64% | — | -3.76% | 0.91% | -4.68% |
| VVV | 2017-01-26 | 2017-01-27 | 2017-02-10 | 1 | 23.49 | 23.49 | 0.00% | market | 16.67% | 16.67% | — | -0.48% | 0.91% | -1.39% |
| BEN | 2017-01-27 | 2017-01-30 | 2017-02-13 | 3 | 40.25 | 40.25 | 0.00% | market | 13.24% | 13.24% | — | 3.03% | 2.02% | 1.01% |
| AEIS | 2017-01-30 | 2017-01-31 | 2017-02-14 | 1 | 63.50 | 63.50 | 0.00% | market | 30.86% | 30.91% | — | -2.56% | 2.96% | -5.52% |
| ARLP | 2017-01-30 | 2017-01-31 | 2017-02-14 | 1 | 24.45 | 24.45 | 0.00% | market | 54.76% | 54.76% | — | -5.21% | 2.96% | -8.17% |
| BANC | 2017-01-30 | 2017-01-31 | 2017-02-14 | 1 | 15.25 | 15.25 | 0.00% | market | 12.50% | 14.29% | — | 31.70% | 2.96% | 28.74% |
| DHT | 2017-01-30 | 2017-01-31 | 2017-02-14 | 1 | 4.78 | 4.78 | 0.00% | market | 80.00% | 34.68% | — | 1.78% | 2.96% | -1.18% |
| EQR | 2017-01-31 | 2017-02-01 | 2017-02-15 | 1 | 60.74 | 60.74 | 0.00% | market | 87.50% | 43.66% | — | 1.41% | 3.25% | -1.83% |
| FICO | 2017-01-31 | 2017-02-01 | 2017-02-15 | 1 | 124.32 | 124.32 | 0.00% | market | 73.13% | 60.94% | — | 3.50% | 3.25% | 0.26% |
| RNR | 2017-01-31 | 2017-02-01 | 2017-02-15 | 1 | 140.00 | 140.00 | 0.00% | market | 105.63% | 133.92% | — | 3.12% | 3.25% | -0.13% |
| VIAV | 2017-01-31 | 2017-02-01 | 2017-02-15 | 1 | 9.15 | 9.15 | 0.00% | market | 42.86% | 42.86% | — | 17.50% | 3.25% | 14.25% |
| AFG | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 89.35 | 89.35 | 0.00% | market | 22.22% | 74.47% | — | 4.57% | 3.12% | 1.45% |
| AMP | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 116.18 | 116.18 | 0.00% | market | 12.35% | 8.31% | — | 11.07% | 3.12% | 7.95% |
| AVB | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 171.34 | 171.34 | 0.00% | market | 49.15% | 49.16% | — | 4.41% | 3.12% | 1.29% |
| AXS | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 66.28 | 66.28 | 0.00% | market | 31.03% | 41.75% | — | 3.42% | 3.12% | 0.30% |
| BIP | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 21.04 | 21.04 | 0.00% | market | 42.11% | 37.93% | — | 3.37% | 3.12% | 0.25% |
| CRUS | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 56.64 | 56.64 | 0.00% | market | 14.72% | 14.73% | — | -3.14% | 3.12% | -6.26% |
| ENR | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 52.63 | 52.63 | 0.00% | market | 22.76% | 22.76% | — | 1.86% | 3.12% | -1.26% |
| HLI | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 33.13 | 33.13 | 0.00% | market | 14.00% | 13.99% | — | -1.97% | 3.12% | -5.09% |
| MTCH | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 16.39 | 16.39 | 0.00% | market | 45.26% | 20.83% | — | 3.87% | 3.12% | 0.75% |
| NXPI | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 98.10 | 98.10 | 0.00% | market | 18.18% | 6.45% | — | 4.38% | 3.12% | 1.26% |
| PPL | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 35.09 | 35.09 | 0.00% | market | 20.00% | 20.00% | — | 1.70% | 3.12% | -1.42% |
| UGI | 2017-02-01 | 2017-02-02 | 2017-02-16 | 1 | 46.13 | 46.13 | 0.00% | market | 21.33% | 19.74% | — | 2.87% | 3.12% | -0.25% |
| AZN | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 55.10 | 55.10 | 0.00% | market | 106.78% | 3.51% | — | 2.08% | 2.74% | -0.66% |
| ESS | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 222.84 | 222.84 | 0.00% | market | 198.00% | 198.03% | — | 2.26% | 2.74% | -0.48% |
| KIM | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 25.10 | 25.10 | 0.00% | market | 14.29% | 14.30% | — | -3.17% | 2.74% | -5.91% |
| LAZ | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 43.61 | 43.61 | 0.00% | market | 11.88% | 11.88% | — | -0.56% | 2.74% | -3.30% |
| NFG | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 57.10 | 57.10 | 0.00% | market | 19.54% | 19.54% | — | 4.61% | 2.74% | 1.87% |
| RACE | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 65.49 | 65.49 | 0.00% | market | 11.21% | 16.77% | — | 0.05% | 2.74% | -2.69% |
| V | 2017-02-02 | 2017-02-03 | 2017-02-17 | 1 | 85.74 | 85.74 | 0.00% | market | 10.26% | 10.26% | — | 1.91% | 2.74% | -0.83% |
| APO | 2017-02-03 | 2017-02-06 | 2017-02-21 | 3 | 22.33 | 22.33 | 0.00% | market | 28.95% | 27.27% | — | -0.68% | 3.33% | -4.01% |
| MSGS | 2017-02-03 | 2017-02-06 | 2017-02-21 | 3 | 86.74 | 86.74 | 0.00% | market | 17.73% | 21.56% | — | 0.98% | 3.33% | -2.35% |
| ALSN | 2017-02-06 | 2017-02-07 | 2017-02-22 | 1 | 37.20 | 37.20 | 0.00% | market | 38.46% | 33.33% | — | -0.34% | 3.01% | -3.35% |
| MCHP | 2017-02-07 | 2017-02-08 | 2017-02-23 | 1 | 38.25 | 38.25 | 0.00% | market | 15.56% | 22.09% | — | -5.07% | 3.28% | -8.34% |
| CMP | 2017-02-08 | 2017-02-09 | 2017-02-24 | 1 | 83.25 | 83.25 | 0.00% | market | 15.38% | 21.62% | — | -9.17% | 3.27% | -12.44% |
| CXW | 2017-02-08 | 2017-02-09 | 2017-02-24 | 1 | 30.68 | 30.68 | 0.00% | market | 20.93% | 20.94% | — | 14.08% | 3.27% | 10.81% |
| OHI | 2017-02-08 | 2017-02-09 | 2017-02-24 | 1 | 32.72 | 32.72 | 0.00% | market | 31.25% | 45.45% | — | -0.62% | 3.27% | -3.89% |
| RYN | 2017-02-08 | 2017-02-09 | 2017-02-24 | 1 | 28.71 | 28.71 | 0.00% | market | 36.35% | 11.09% | — | -0.20% | 3.27% | -3.48% |
| WD | 2017-02-08 | 2017-02-09 | 2017-02-24 | 1 | 37.64 | 37.64 | 0.00% | market | 56.76% | 56.75% | — | 6.36% | 3.27% | 3.08% |
| DAN | 2017-02-09 | 2017-02-10 | 2017-02-27 | 1 | 19.76 | 19.76 | 0.00% | market | 51.28% | 47.50% | — | -2.58% | 2.65% | -5.22% |
| BRKR | 2017-02-13 | 2017-02-14 | 2017-03-01 | 1 | 24.28 | 24.28 | 0.00% | market | 24.32% | 24.32% | — | 1.51% | 3.10% | -1.60% |
| SITC | 2017-02-13 | 2017-02-14 | 2017-03-01 | 1 | 100.37 | 100.37 | 0.00% | market | 128.57% | 36.67% | — | -7.27% | 3.10% | -10.38% |
| FANG | 2017-02-14 | 2017-02-15 | 2017-03-02 | 1 | 111.84 | 111.84 | 0.00% | market | 66.67% | 14.48% | — | -7.27% | 2.06% | -9.34% |
| GGAL | 2017-02-14 | 2017-02-15 | 2017-03-02 | 1 | 34.61 | 34.61 | 0.00% | market | 14.29% | 61.80% | — | -5.99% | 2.06% | -8.06% |
| VNOM | 2017-02-14 | 2017-02-15 | 2017-03-02 | 1 | 18.50 | 18.50 | 0.00% | market | 26.67% | 26.68% | — | -0.69% | 2.06% | -2.76% |
| ADI | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 81.00 | 81.00 | 0.00% | market | 28.77% | 27.03% | — | 2.59% | 1.48% | 1.11% |
| DX | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 20.13 | 20.13 | 0.00% | market | 200.00% | 216.69% | — | 3.03% | 1.48% | 1.55% |
| KNOP | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 22.25 | 22.25 | 0.00% | market | 42.86% | 42.84% | — | 1.92% | 1.48% | 0.45% |
| SNPS | 2017-02-15 | 2017-02-16 | 2017-03-03 | 1 | 71.73 | 71.73 | 0.00% | market | 20.51% | 20.51% | — | -1.08% | 1.48% | -2.55% |
| ANET | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 6.94 | 6.94 | 0.00% | market | 30.00% | 26.83% | — | 7.39% | 1.61% | 5.79% |
| CGNX | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 36.70 | 36.70 | 0.00% | market | 46.67% | 37.34% | — | 9.36% | 1.61% | 7.75% |
| LBTYK | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 18.27 | 18.27 | 0.00% | market | 8066.67% | 6600.18% | — | -1.03% | 1.61% | -2.64% |
| REXR | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 22.88 | 22.88 | 0.00% | market | 100.00% | 99.98% | — | -1.72% | 1.61% | -3.32% |
| STAG | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 24.38 | 24.38 | 0.00% | market | 944.53% | 850.49% | — | 4.74% | 1.61% | 3.13% |
| SUPV | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 15.40 | 15.40 | 0.00% | market | 20.51% | 7.35% | — | -1.79% | 1.61% | -3.40% |
| TTD | 2017-02-16 | 2017-02-17 | 2017-03-06 | 1 | 3.40 | 3.40 | 0.00% | market | 45.56% | 43.48% | — | 24.31% | 1.61% | 22.70% |
| LBRDA | 2017-02-17 | 2017-02-21 | 2017-03-07 | 4 | 85.11 | 85.11 | 0.00% | market | 66.67% | 21.21% | — | -1.82% | 0.63% | -2.44% |
| NHI | 2017-02-17 | 2017-02-21 | 2017-03-07 | 4 | 74.31 | 74.31 | 0.00% | market | 18.39% | 18.46% | — | -2.78% | 0.63% | -3.41% |
| VLRS | 2017-02-17 | 2017-02-21 | 2017-03-07 | 4 | 13.32 | 13.32 | 0.00% | market | 64.29% | 19.17% | — | -7.91% | 0.63% | -8.54% |
| AER | 2017-02-21 | 2017-02-22 | 2017-03-08 | 1 | 47.62 | 47.62 | 0.00% | market | 29.76% | 35.57% | — | -4.95% | 0.23% | -5.18% |
| EIG | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 39.10 | 39.10 | 0.00% | market | 72.73% | 48.15% | — | -3.94% | -0.01% | -3.93% |
| FPI | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 11.00 | 11.00 | 0.00% | market | 940.00% | 766.80% | — | -3.65% | -0.01% | -3.64% |
| GRMN | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 54.50 | 54.50 | 0.00% | market | 28.07% | 28.07% | — | -4.49% | -0.01% | -4.48% |
| O | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 59.77 | 59.77 | 0.00% | market | 10.00% | 10.02% | — | -7.51% | -0.01% | -7.50% |
| RGEN | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 32.45 | 32.45 | 0.00% | market | 14.29% | 14.29% | — | -1.43% | -0.01% | -1.42% |
| RGR | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 51.40 | 51.40 | 0.00% | market | 12.24% | 12.28% | — | -1.66% | -0.01% | -1.65% |
| WB | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 55.70 | 55.70 | 0.00% | market | 13.33% | 27.27% | — | -12.81% | -0.01% | -12.80% |
| WELL | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 68.03 | 68.03 | 0.00% | market | 102.22% | 7.20% | — | -3.38% | -0.01% | -3.37% |
| WES | 2017-02-22 | 2017-02-23 | 2017-03-09 | 1 | 46.47 | 46.47 | 0.00% | market | 13.89% | 13.89% | — | -1.63% | -0.01% | -1.62% |
| ADC | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 48.96 | 48.96 | 0.00% | market | 31.58% | 31.57% | — | -5.31% | 0.95% | -6.26% |
| AGO | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 41.90 | 41.90 | 0.00% | market | 54.41% | 125.76% | — | -4.49% | 0.95% | -5.44% |
| BIDU | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 181.00 | 181.00 | 0.00% | market | 105.38% | 1.32% | — | -4.66% | 0.95% | -5.61% |
| CCO | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 4.55 | 4.55 | 0.00% | market | 366.67% | 369.17% | — | 28.47% | 0.95% | 27.52% |
| CM | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 45.40 | 45.40 | 0.00% | market | 12.02% | 0.09% | — | -2.50% | 0.95% | -3.45% |
| EBS | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 31.11 | 31.11 | 0.00% | market | 54.17% | 54.13% | — | -0.29% | 0.95% | -1.24% |
| GIL | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 25.22 | 25.22 | 0.00% | market | 10.34% | 10.34% | — | 1.72% | 0.95% | 0.78% |
| MELI | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 201.00 | 201.00 | 0.00% | market | 24.73% | 24.72% | — | 5.02% | 0.95% | 4.07% |
| OLED | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 74.00 | 74.00 | 0.00% | market | 50.00% | 49.95% | — | 12.20% | 0.95% | 11.25% |
| RIG | 2017-02-23 | 2017-02-24 | 2017-03-10 | 1 | 13.99 | 13.99 | 0.00% | market | 687.50% | 687.50% | — | -12.47% | 0.95% | -13.41% |
| ARI | 2017-02-27 | 2017-02-28 | 2017-03-14 | 1 | 18.06 | 18.06 | 0.00% | market | 11.36% | 11.36% | — | -1.60% | 0.10% | -1.69% |
| EXEL | 2017-02-27 | 2017-02-28 | 2017-03-14 | 1 | 21.70 | 21.70 | 0.00% | market | 1900.00% | 1100.00% | — | 0.08% | 0.10% | -0.01% |
| OMAB | 2017-02-27 | 2017-02-28 | 2017-03-14 | 1 | 37.58 | 37.58 | 0.00% | market | 26.53% | 29.62% | — | 4.16% | 0.10% | 4.06% |
| AMBA | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 60.54 | 60.54 | 0.00% | market | 22.67% | 24.34% | — | -8.08% | 0.23% | -8.31% |
| BMO | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 76.99 | 76.99 | 0.00% | market | 10.64% | 6.75% | — | -1.35% | 0.23% | -1.58% |
| IONS | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 49.52 | 49.52 | 0.00% | market | 300.00% | 75.00% | — | -16.36% | 0.23% | -16.59% |
| MIDD | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 116.65 | 116.65 | 0.00% | market | 10.16% | 10.16% | — | -2.61% | 0.23% | -2.85% |
| ORA | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 56.49 | 56.49 | 0.00% | market | 27.27% | 27.29% | — | 4.01% | 0.23% | 3.77% |
| VEEV | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 43.06 | 43.06 | 0.00% | market | 29.41% | 29.41% | — | 11.07% | 0.23% | 10.84% |
| XHR | 2017-02-28 | 2017-03-01 | 2017-03-15 | 1 | 17.61 | 17.61 | 0.00% | market | 266.67% | 266.67% | — | -3.39% | 0.23% | -3.63% |
| KNSL | 2017-03-01 | 2017-03-02 | 2017-03-16 | 1 | 30.26 | 30.26 | 0.00% | market | 22.22% | 28.24% | — | 6.91% | -0.45% | 7.36% |
| MNST | 2017-03-01 | 2017-03-02 | 2017-03-16 | 1 | 23.92 | 23.92 | 0.00% | market | 20.00% | 19.99% | — | -2.11% | -0.45% | -1.66% |
| ATHM | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 33.21 | 33.21 | 0.00% | market | 45.12% | 116.68% | — | 0.05% | -0.48% | 0.53% |
| CNQ | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 15.22 | 15.22 | 0.00% | market | 55.56% | 176.75% | — | 7.46% | -0.48% | 7.93% |
| JOE | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 16.65 | 16.65 | 0.00% | market | 300.00% | 87.94% | — | 4.10% | -0.48% | 4.58% |
| MEI | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 44.65 | 44.65 | 0.00% | market | 18.87% | 18.87% | — | 3.60% | -0.48% | 4.07% |
| SRI | 2017-03-02 | 2017-03-03 | 2017-03-17 | 1 | 18.90 | 18.90 | 0.00% | market | 17.24% | 13.34% | — | -0.10% | -0.48% | 0.38% |
| GHI | 2017-03-03 | 2017-03-06 | 2017-03-20 | 3 | 17.03 | 17.03 | 0.00% | market | 33.33% | 4.78% | — | 1.66% | -0.31% | 1.97% |
| RUN | 2017-03-08 | 2017-03-09 | 2017-03-23 | 1 | 5.02 | 5.02 | 0.00% | market | 440.00% | 439.93% | — | -3.69% | -1.13% | -2.56% |
| FIZZ | 2017-03-09 | 2017-03-10 | 2017-03-24 | 1 | 33.96 | 33.96 | 0.00% | market | 36.84% | 33.31% | — | 18.13% | -1.73% | 19.85% |
| JOYY | 2017-03-14 | 2017-03-15 | 2017-03-29 | 1 | 46.75 | 46.75 | 0.00% | market | 41.75% | 49.51% | — | 0.58% | -0.85% | 1.43% |
| ORCL | 2017-03-15 | 2017-03-16 | 2017-03-30 | 1 | 46.39 | 46.39 | 0.00% | market | 11.29% | 11.29% | — | -3.79% | -1.18% | -2.61% |
| NKE | 2017-03-21 | 2017-03-22 | 2017-04-05 | 1 | 54.76 | 54.76 | 0.00% | market | 28.30% | 28.30% | — | 0.30% | 0.43% | -0.13% |
| BAC | 2017-04-18 | 2017-04-19 | 2017-05-03 | 1 | 22.92 | 22.92 | 0.00% | market | 17.14% | 17.14% | — | 3.61% | 1.69% | 1.92% |
| LRCX | 2017-04-18 | 2017-04-19 | 2017-05-03 | 1 | 13.39 | 13.39 | 0.00% | market | 12.00% | 9.80% | — | 12.00% | 1.69% | 10.31% |
| WTFC | 2017-04-18 | 2017-04-19 | 2017-05-03 | 1 | 67.51 | 67.51 | 0.00% | market | 11.11% | 10.55% | — | 6.58% | 1.69% | 4.89% |
| ASML | 2017-04-19 | 2017-04-20 | 2017-05-04 | 1 | 130.10 | 130.10 | 0.00% | market | 10.09% | 20.20% | — | 3.71% | 1.97% | 1.74% |
| CSX | 2017-04-19 | 2017-04-20 | 2017-05-04 | 1 | 16.73 | 16.73 | 0.00% | market | 21.43% | 18.60% | — | 2.95% | 1.97% | 0.98% |
| EWBC | 2017-04-19 | 2017-04-20 | 2017-05-04 | 1 | 52.49 | 52.49 | 0.00% | market | 18.92% | 26.66% | — | 5.92% | 1.97% | 3.95% |
| IEX | 2017-04-19 | 2017-04-20 | 2017-05-04 | 1 | 96.99 | 96.99 | 0.00% | market | 10.75% | 10.74% | — | 7.10% | 1.97% | 5.13% |
| QCOM | 2017-04-19 | 2017-04-20 | 2017-05-04 | 1 | 53.22 | 53.22 | 0.00% | market | 11.67% | 11.67% | — | 3.08% | 1.97% | 1.11% |
| SLM | 2017-04-19 | 2017-04-20 | 2017-05-04 | 1 | 12.90 | 12.90 | 0.00% | market | 40.00% | 35.74% | — | -2.97% | 1.97% | -4.94% |
| BANF | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 46.90 | 46.90 | 0.00% | market | 19.30% | 19.23% | — | 3.38% | 1.89% | 1.48% |
| BX | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 30.59 | 30.59 | 0.00% | market | 20.59% | 18.05% | — | -1.11% | 1.89% | -3.01% |
| CFG | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 35.28 | 35.28 | 0.00% | market | 11.76% | 19.61% | — | 4.69% | 1.89% | 2.80% |
| FFBC | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 27.80 | 27.80 | 0.00% | market | 11.43% | 11.42% | — | 0.08% | 1.89% | -1.81% |
| GATX | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 62.26 | 62.26 | 0.00% | market | 29.73% | 29.73% | — | -3.94% | 1.89% | -5.83% |
| KEY | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 18.09 | 18.09 | 0.00% | market | 14.29% | 1.98% | — | 3.44% | 1.89% | 1.55% |
| MANH | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 47.89 | 47.89 | 0.00% | market | 10.53% | 10.52% | — | -5.63% | 1.89% | -7.53% |
| MTG | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 11.03 | 11.03 | 0.00% | market | 29.17% | 29.17% | — | -4.91% | 1.89% | -6.80% |
| NBHC | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 32.48 | 32.48 | 0.00% | market | 30.43% | 30.43% | — | -2.50% | 1.89% | -4.39% |
| SRCE | 2017-04-20 | 2017-04-21 | 2017-05-05 | 1 | 46.67 | 46.67 | 0.00% | market | 12.73% | 12.72% | — | 4.25% | 1.89% | 2.36% |
| HDB | 2017-04-21 | 2017-04-24 | 2017-05-08 | 3 | 19.98 | 19.98 | 0.00% | market | 1375.69% | 96.82% | — | 3.15% | 1.05% | 2.11% |
| NEE | 2017-04-21 | 2017-04-24 | 2017-05-08 | 3 | 33.16 | 33.16 | 0.00% | market | 12.82% | 12.18% | — | 1.65% | 1.05% | 0.60% |
| ADC | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 50.64 | 50.64 | 0.00% | market | 43.59% | 43.59% | — | -9.58% | 0.64% | -10.22% |
| BOH | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 83.34 | 83.34 | 0.00% | market | 11.11% | 10.48% | — | -2.28% | 0.64% | -2.93% |
| CHCO | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 72.67 | 72.67 | 0.00% | market | 30.00% | 27.48% | — | -4.76% | 0.64% | -5.41% |
| FBK | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 36.37 | 36.37 | 0.00% | market | 16.67% | 16.66% | — | 5.59% | 0.64% | 4.95% |
| RRC | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 27.15 | 27.15 | 0.00% | market | 31.58% | 31.58% | — | -7.54% | 0.64% | -8.18% |
| ZION | 2017-04-24 | 2017-04-25 | 2017-05-09 | 1 | 40.91 | 40.91 | 0.00% | market | 12.96% | 12.96% | — | -0.05% | 0.64% | -0.69% |
| EW | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 36.37 | 36.37 | 0.00% | market | 14.81% | 14.63% | — | 1.27% | 0.57% | 0.70% |
| MCD | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 141.70 | 141.70 | 0.00% | market | 10.53% | 10.53% | — | 1.89% | 0.57% | 1.32% |
| SPGI | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 135.97 | 135.97 | 0.00% | market | 16.55% | 16.55% | — | 1.30% | 0.57% | 0.73% |
| TROW | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 69.50 | 69.50 | 0.00% | market | 18.33% | 28.33% | — | 3.57% | 0.57% | 3.00% |
| TRU | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 39.02 | 39.02 | 0.00% | market | 10.53% | 10.53% | — | 5.95% | 0.57% | 5.38% |
| TX | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 26.66 | 26.66 | 0.00% | market | 64.20% | 45.28% | — | -8.35% | 0.57% | -8.92% |
| UVE | 2017-04-25 | 2017-04-26 | 2017-05-10 | 1 | 24.00 | 24.00 | 0.00% | market | 10.26% | 11.97% | — | 3.44% | 0.57% | 2.87% |
| ALSN | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 39.80 | 39.80 | 0.00% | market | 48.57% | 48.57% | — | -4.04% | 0.26% | -4.30% |
| AMX | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 15.32 | 15.32 | 0.00% | market | 103.85% | 39.05% | — | -0.10% | 0.26% | -0.36% |
| AVB | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 188.40 | 188.40 | 0.00% | market | 57.80% | 57.81% | — | 1.72% | 0.26% | 1.46% |
| BOKF | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 86.10 | 86.10 | 0.00% | market | 28.57% | 24.06% | — | -4.35% | 0.26% | -4.61% |
| CPF | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 33.49 | 33.49 | 0.00% | market | 10.53% | 9.28% | — | -6.97% | 0.26% | -7.22% |
| CUBI | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 31.50 | 31.50 | 0.00% | market | 16.39% | 9.17% | — | -4.64% | 0.26% | -4.90% |
| DTE | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 89.07 | 89.07 | 0.00% | market | 14.74% | 14.74% | — | -0.03% | 0.26% | -0.29% |
| GGG | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 35.63 | 35.63 | 0.00% | market | 40.00% | 32.00% | — | 3.04% | 0.26% | 2.79% |
| LMAT | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 26.57 | 26.57 | 0.00% | market | 23.08% | 23.07% | — | 15.86% | 0.26% | 15.60% |
| LOB | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 24.00 | 24.00 | 0.00% | market | 12.50% | 9.75% | — | 5.94% | 0.26% | 5.69% |
| MKSI | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 80.50 | 80.50 | 0.00% | market | 16.51% | 16.50% | — | -0.10% | 0.26% | -0.36% |
| MKTX | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 195.03 | 195.03 | 0.00% | market | 15.63% | 16.63% | — | -3.54% | 0.26% | -3.79% |
| ROG | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 95.00 | 95.00 | 0.00% | market | 46.09% | 46.11% | — | 13.66% | 0.26% | 13.40% |
| ROK | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 160.21 | 160.21 | 0.00% | market | 11.51% | 11.58% | — | -2.18% | 0.26% | -2.44% |
| SCI | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 32.53 | 32.53 | 0.00% | market | 26.67% | 26.67% | — | -1.73% | 0.26% | -1.98% |
| SU | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 30.89 | 30.89 | 0.00% | market | 60.87% | 18.88% | — | 2.10% | 0.26% | 1.85% |
| TEL | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 77.42 | 77.42 | 0.00% | market | 10.19% | 10.19% | — | -1.33% | 0.26% | -1.58% |
| TER | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 35.00 | 35.00 | 0.00% | market | 15.79% | 15.79% | — | 1.73% | 0.26% | 1.47% |
| UTHR | 2017-04-26 | 2017-04-27 | 2017-05-11 | 1 | 120.72 | 120.72 | 0.00% | market | 17.52% | 17.52% | — | 1.15% | 0.26% | 0.90% |
| AEM | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 44.62 | 44.62 | 0.00% | market | 154.55% | 154.53% | — | 8.42% | 0.03% | 8.38% |
| ALGN | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 139.79 | 139.79 | 0.00% | market | 26.87% | 26.88% | — | -0.90% | 0.03% | -0.93% |
| BMY | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 55.70 | 55.70 | 0.00% | market | 13.51% | 13.51% | — | -1.30% | 0.03% | -1.34% |
| CMCSA | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 39.50 | 39.50 | 0.00% | market | 20.45% | 17.07% | — | -1.42% | 0.03% | -1.45% |
| ESS | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 243.20 | 243.20 | 0.00% | market | 177.55% | 177.55% | — | 3.79% | 0.03% | 3.76% |
| IDCC | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 91.45 | 91.45 | 0.00% | market | 55.00% | 55.05% | — | -6.11% | 0.03% | -6.15% |
| IRDM | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 10.60 | 10.60 | 0.00% | market | 42.86% | 50.00% | — | -5.29% | 0.03% | -5.32% |
| KKR | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 19.19 | 19.19 | 0.00% | market | 30.00% | 29.99% | — | -4.43% | 0.03% | -4.46% |
| PRLB | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 58.75 | 58.75 | 0.00% | market | 13.33% | 13.29% | — | 7.64% | 0.03% | 7.61% |
| SRPT | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 38.00 | 38.00 | 0.00% | market | 14.12% | 368.81% | — | -9.86% | 0.03% | -9.90% |
| TBBK | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 5.60 | 5.60 | 0.00% | market | 100.00% | 57.13% | — | 16.86% | 0.03% | 16.83% |
| VRTX | 2017-04-27 | 2017-04-28 | 2017-05-12 | 1 | 119.50 | 119.50 | 0.00% | market | 41.38% | 5.13% | — | -4.20% | 0.03% | -4.23% |
| APO | 2017-04-28 | 2017-05-01 | 2017-05-15 | 3 | 26.70 | 26.70 | 0.00% | market | 28.12% | 28.13% | — | 1.44% | 0.68% | 0.76% |
| BEN | 2017-04-28 | 2017-05-01 | 2017-05-15 | 3 | 43.27 | 43.27 | 0.00% | market | 10.45% | 10.45% | — | 0.62% | 0.68% | -0.06% |
| IDXX | 2017-04-28 | 2017-05-01 | 2017-05-15 | 3 | 168.30 | 168.30 | 0.00% | market | 26.23% | 26.24% | — | -2.37% | 0.68% | -3.05% |
| TFSL | 2017-04-28 | 2017-05-01 | 2017-05-15 | 3 | 16.63 | 16.63 | 0.00% | market | 14.29% | 14.28% | — | -0.10% | 0.68% | -0.78% |
| TRI | 2017-04-28 | 2017-05-01 | 2017-05-15 | 3 | 52.29 | 52.29 | 0.00% | market | 18.03% | 20.41% | — | -1.57% | 0.68% | -2.25% |
| ARLP | 2017-05-01 | 2017-05-02 | 2017-05-16 | 1 | 23.40 | 23.40 | 0.00% | market | 61.76% | 61.76% | — | -2.66% | 0.52% | -3.18% |
| BWXT | 2017-05-01 | 2017-05-02 | 2017-05-16 | 1 | 50.51 | 50.51 | 0.00% | market | 19.57% | 19.57% | — | -1.90% | 0.52% | -2.42% |
| CGNX | 2017-05-01 | 2017-05-02 | 2017-05-16 | 1 | 42.65 | 42.65 | 0.00% | market | 85.71% | 22.03% | — | 8.43% | 0.52% | 7.92% |
| CORT | 2017-05-01 | 2017-05-02 | 2017-05-16 | 1 | 10.53 | 10.53 | 0.00% | market | 33.33% | 33.33% | — | 3.03% | 0.52% | 2.51% |
| EIX | 2017-05-01 | 2017-05-02 | 2017-05-16 | 1 | 80.43 | 80.43 | 0.00% | market | 22.22% | 22.22% | — | -3.28% | 0.52% | -3.80% |
| EXEL | 2017-05-01 | 2017-05-02 | 2017-05-16 | 1 | 24.01 | 24.01 | 0.00% | market | 671.60% | 400.00% | — | -10.30% | 0.52% | -10.82% |
| FANG | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 99.00 | 99.00 | 0.00% | market | 73.33% | 1.01% | — | 2.72% | -1.24% | 3.95% |
| IPGP | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 136.00 | 136.00 | 0.00% | market | 15.00% | 15.02% | — | -0.36% | -1.24% | 0.87% |
| PAYC | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 63.11 | 63.11 | 0.00% | market | 14.63% | 14.64% | — | 0.04% | -1.24% | 1.28% |
| PCG | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 66.73 | 66.73 | 0.00% | market | 30.86% | 30.86% | — | -2.20% | -1.24% | -0.96% |
| QLYS | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 39.90 | 39.90 | 0.00% | market | 11.11% | 11.11% | — | 4.54% | -1.24% | 5.77% |
| SHO | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 15.43 | 15.43 | 0.00% | market | 50.00% | 50.02% | — | -0.75% | -1.24% | 0.49% |
| VIAV | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 10.32 | 10.32 | 0.00% | market | 28.57% | 28.57% | — | 5.52% | -1.24% | 6.76% |
| VNOM | 2017-05-02 | 2017-05-03 | 2017-05-17 | 1 | 17.89 | 17.89 | 0.00% | market | 15.79% | 15.80% | — | -0.44% | -1.24% | 0.80% |
| AVA | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 40.12 | 40.12 | 0.00% | market | 17.07% | 17.07% | — | 3.49% | -0.86% | 4.35% |
| ENR | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 56.84 | 56.84 | 0.00% | market | 47.06% | 47.06% | — | -8.44% | -0.86% | -7.58% |
| EVTC | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 15.20 | 15.20 | 0.00% | market | 15.38% | 15.36% | — | 8.78% | -0.86% | 9.64% |
| EXK | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 3.06 | 3.06 | 0.00% | market | 150.00% | 150.01% | — | 3.49% | -0.86% | 4.36% |
| GIL | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 28.41 | 28.41 | 0.00% | market | 11.43% | 11.42% | — | -3.94% | -0.86% | -3.07% |
| GRMN | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 50.19 | 50.19 | 0.00% | market | 15.56% | 15.02% | — | 1.51% | -0.86% | 2.38% |
| HGV | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 34.04 | 34.04 | 0.00% | market | 24.39% | 24.39% | — | 4.34% | -0.86% | 5.20% |
| INN | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 16.98 | 16.98 | 0.00% | market | 244.44% | 244.41% | — | -0.57% | -0.86% | 0.29% |
| KLIC | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 21.00 | 21.00 | 0.00% | market | 25.00% | 25.01% | — | 0.95% | -0.86% | 1.81% |
| LNC | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 67.56 | 67.56 | 0.00% | market | 19.25% | 81.40% | — | -4.50% | -0.86% | -3.63% |
| MTDR | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 22.21 | 22.21 | 0.00% | market | 70.00% | 7.74% | — | 4.63% | -0.86% | 5.49% |
| NVO | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 20.91 | 20.91 | 0.00% | market | 11.54% | 8.03% | — | -3.40% | -0.86% | -2.54% |
| NXPI | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 105.76 | 105.76 | 0.00% | market | 30.60% | 3.85% | — | 1.33% | -0.86% | 2.19% |
| REXR | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 24.85 | 24.85 | 0.00% | market | 200.00% | 200.03% | — | 3.40% | -0.86% | 4.26% |
| SSRM | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 9.62 | 9.62 | 0.00% | market | 41.67% | 3.90% | — | 6.14% | -0.86% | 7.00% |
| WD | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 52.15 | 52.15 | 0.00% | market | 47.95% | 19.17% | — | -10.93% | -0.86% | -10.07% |
| WTI | 2017-05-03 | 2017-05-04 | 2017-05-18 | 1 | 2.04 | 2.04 | 0.00% | market | 526.71% | 299.98% | — | 6.27% | -0.86% | 7.14% |
| AGO | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 38.50 | 38.50 | 0.00% | market | 219.40% | 359.58% | — | 0.37% | -0.37% | 0.74% |
| CHD | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 50.85 | 50.85 | 0.00% | market | 13.04% | 13.04% | — | -2.28% | -0.37% | -1.91% |
| EFC | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 16.60 | 16.60 | 0.00% | market | 16.13% | 5.59% | — | 1.89% | -0.37% | 2.26% |
| HCI | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 45.00 | 45.00 | 0.00% | market | 12.62% | 14.37% | — | -2.30% | -0.37% | -1.93% |
| LOPE | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 77.04 | 77.04 | 0.00% | market | 14.85% | 14.85% | — | -0.77% | -0.37% | -0.41% |
| MELI | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 256.49 | 256.49 | 0.00% | market | 39.24% | 41.42% | — | 6.17% | -0.37% | 6.54% |
| PCTY | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 41.52 | 41.52 | 0.00% | market | 73.91% | 3.25% | — | 5.70% | -0.37% | 6.07% |
| RACE | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 81.68 | 81.68 | 0.00% | market | 18.27% | 26.58% | — | 1.92% | -0.37% | 2.29% |
| WING | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 32.80 | 32.80 | 0.00% | market | 37.50% | 9.35% | — | -8.09% | -0.37% | -7.72% |
| ZTS | 2017-05-04 | 2017-05-05 | 2017-05-19 | 1 | 58.76 | 58.76 | 0.00% | market | 10.42% | 10.42% | — | 2.54% | -0.37% | 2.91% |
| ABR | 2017-05-05 | 2017-05-08 | 2017-05-22 | 3 | 8.90 | 8.90 | 0.00% | market | 73.68% | 36.81% | — | -7.85% | -0.10% | -7.76% |
| GHI | 2017-05-05 | 2017-05-08 | 2017-05-22 | 3 | 17.18 | 17.18 | 0.00% | market | 66.67% | 21.21% | — | 1.65% | -0.10% | 1.74% |
| MCO | 2017-05-05 | 2017-05-08 | 2017-05-22 | 3 | 118.02 | 118.02 | 0.00% | market | 18.55% | 18.55% | — | -2.68% | -0.10% | -2.59% |
| NJR | 2017-05-05 | 2017-05-08 | 2017-05-22 | 3 | 40.75 | 40.75 | 0.00% | market | 21.00% | 21.01% | — | 0.15% | -0.10% | 0.24% |
| AMPY | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 14.94 | 14.94 | 0.00% | market | 60.00% | 48.06% | — | -2.55% | 0.04% | -2.58% |
| AR | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 21.81 | 21.81 | 0.00% | market | 100.00% | 100.00% | — | 0.36% | 0.04% | 0.32% |
| BSM | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 16.77 | 16.77 | 0.00% | market | 111.76% | 35.27% | — | 0.38% | 0.04% | 0.34% |
| EGY | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 1.10 | 1.10 | 0.00% | market | 799.74% | 599.87% | — | -1.01% | 0.04% | -1.05% |
| HL | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 5.35 | 5.35 | 0.00% | market | 36.57% | 33.37% | — | 9.62% | 0.04% | 9.58% |
| NOVT | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 30.50 | 30.50 | 0.00% | market | 29.17% | 29.14% | — | 7.11% | 0.04% | 7.08% |
| NWL | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 52.41 | 52.41 | 0.00% | market | 17.24% | 83.17% | — | 0.72% | 0.04% | 0.68% |
| RGR | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 60.65 | 60.65 | 0.00% | market | 17.48% | 17.44% | — | 5.01% | 0.04% | 4.97% |
| TSEM | 2017-05-08 | 2017-05-09 | 2017-05-23 | 1 | 24.06 | 24.06 | 0.00% | market | 13.95% | 13.95% | — | 3.81% | 0.04% | 3.77% |
| AER | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 46.00 | 46.00 | 0.00% | market | 12.50% | 6.87% | — | -2.06% | 0.51% | -2.57% |
| AON | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 124.22 | 124.22 | 0.00% | market | 13.28% | 12.40% | — | 3.90% | 0.51% | 3.39% |
| BKNG | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 74.15 | 74.15 | 0.00% | market | 11.14% | 11.14% | — | -0.37% | 0.51% | -0.88% |
| CHMI | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 16.85 | 16.85 | 0.00% | market | 31.25% | 12.61% | — | 8.21% | 0.51% | 7.70% |
| DQ | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 4.45 | 4.45 | 0.00% | market | 58.62% | 43.22% | — | 3.36% | 0.51% | 2.85% |
| FNV | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 68.90 | 68.90 | 0.00% | market | 13.64% | 13.64% | — | 6.34% | 0.51% | 5.83% |
| FOR | 2017-05-09 | 2017-05-10 | 2017-05-24 | 1 | 14.10 | 14.10 | 0.00% | market | 480.00% | 370.11% | — | 0.25% | 0.51% | -0.26% |