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 6: 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BRO | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 46.21 | 46.21 | 0.00% | market | 21.43% | 21.30% | — | -1.29% | 3.22% | -4.51% |
| CBU | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 57.49 | 57.49 | 0.00% | market | 26.67% | 26.67% | — | 6.30% | 3.22% | 3.08% |
| FIBK | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 29.81 | 29.81 | 0.00% | market | 13.73% | 13.73% | — | 10.77% | 3.22% | 7.55% |
| GABC | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 29.47 | 29.47 | 0.00% | market | 50.00% | 50.00% | — | 3.12% | 3.22% | -0.09% |
| MCHB | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 25.00 | 25.00 | 0.00% | market | 177.42% | 139.33% | — | 15.58% | 3.22% | 12.36% |
| NBTB | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 30.68 | 30.68 | 0.00% | market | 21.74% | 21.74% | — | 5.21% | 3.22% | 2.00% |
| PFG | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 46.99 | 46.99 | 0.00% | market | 12.31% | 59.19% | — | -1.82% | 3.22% | -5.04% |
| QCRH | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 29.95 | 29.95 | 0.00% | market | 36.51% | 34.44% | — | 10.75% | 3.22% | 7.54% |
| SSD | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 91.97 | 91.97 | 0.00% | market | 121.82% | 23.46% | — | 10.81% | 3.22% | 7.59% |
| TNET | 2020-07-27 | 2020-07-28 | 2020-08-11 | 1 | 69.00 | 69.00 | 0.00% | market | 87.96% | 49.18% | — | 0.54% | 3.22% | -2.68% |
| AFL | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 36.34 | 36.34 | 0.00% | market | 19.63% | 36.32% | — | 3.42% | 4.76% | -1.33% |
| AKAM | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 109.00 | 109.00 | 0.00% | market | 13.11% | 14.05% | — | -1.93% | 4.76% | -6.69% |
| AMGN | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 250.40 | 250.40 | 0.00% | market | 11.55% | 10.97% | — | -3.57% | 4.76% | -8.32% |
| APAM | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 34.50 | 34.50 | 0.00% | market | 16.39% | 16.39% | — | 12.86% | 4.76% | 8.10% |
| BUSE | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 17.19 | 17.19 | 0.00% | market | 80.77% | 40.07% | — | 8.57% | 4.76% | 3.81% |
| CSGP | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 93.90 | 93.90 | 0.00% | market | 15.00% | 17.00% | — | -12.27% | 4.76% | -17.03% |
| ENVA | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 14.07 | 14.07 | 0.00% | market | 82.61% | 3.25% | — | 30.39% | 4.76% | 25.63% |
| EQR | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 54.26 | 54.26 | 0.00% | market | 94.44% | 43.66% | — | 0.93% | 4.76% | -3.82% |
| FBP | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 5.80 | 5.80 | 0.00% | market | 66.67% | 19.56% | — | -0.44% | 4.76% | -5.20% |
| FCF | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 7.96 | 7.96 | 0.00% | market | 166.67% | 166.67% | — | 8.95% | 4.76% | 4.19% |
| FTV | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 46.25 | 46.25 | 0.00% | market | 17.24% | 17.24% | — | 2.08% | 4.76% | -2.67% |
| MBIN | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 11.97 | 11.97 | 0.00% | market | 171.88% | 37.14% | — | 10.68% | 4.76% | 5.92% |
| MKL | 2020-07-28 | 2020-07-29 | 2020-08-12 | 1 | 1,022.81 | 1,022.81 | 0.00% | market | 71.15% | 34.29% | — | 4.77% | 4.76% | 0.02% |
| ADP | 2020-07-29 | 2020-07-30 | 2020-08-13 | 1 | 134.27 | 134.27 | 0.00% | market | 18.75% | 14.71% | — | 3.62% | 4.64% | -1.02% |
| AAPL | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 102.88 | 102.88 | 0.00% | market | 25.49% | 27.45% | — | 11.59% | 3.36% | 8.24% |
| AZN | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 117.50 | 117.50 | 0.00% | market | 110.90% | 9.09% | — | -6.48% | 3.36% | -9.84% |
| BIO | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 524.93 | 524.93 | 0.00% | market | 23.85% | 31.97% | — | -3.64% | 3.36% | -6.99% |
| CACC | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 500.00 | 500.00 | 0.00% | market | 11.57% | 7.53% | — | -2.99% | 3.36% | -6.35% |
| CFR | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 73.13 | 73.13 | 0.00% | market | 90.91% | 31.69% | — | 3.37% | 3.36% | 0.02% |
| CMCSA | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 43.54 | 43.54 | 0.00% | market | 25.45% | 25.45% | — | 0.43% | 3.36% | -2.93% |
| CNOB | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 14.13 | 14.13 | 0.00% | market | 33.33% | 25.64% | — | 8.68% | 3.36% | 5.32% |
| CROX | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 37.86 | 37.86 | 0.00% | market | 621.43% | 621.43% | — | 4.21% | 3.36% | 0.85% |
| CUBI | 2020-07-30 | 2020-07-31 | 2020-08-14 | 1 | 12.16 | 12.16 | 0.00% | market | 40.91% | 23.67% | — | 11.50% | 3.36% | 8.14% |
| ABR | 2020-07-31 | 2020-08-03 | 2020-08-17 | 3 | 10.25 | 10.25 | 0.00% | market | 48.15% | 80.20% | — | 8.10% | 2.92% | 5.17% |
| BCPC | 2020-07-31 | 2020-08-03 | 2020-08-17 | 3 | 101.00 | 101.00 | 0.00% | market | 51.79% | 51.79% | — | -0.10% | 2.92% | -3.02% |
| CHD | 2020-07-31 | 2020-08-03 | 2020-08-17 | 3 | 95.19 | 95.19 | 0.00% | market | 22.22% | 22.22% | — | 0.53% | 2.92% | -2.39% |
| IDXX | 2020-07-31 | 2020-08-03 | 2020-08-17 | 3 | 398.02 | 398.02 | 0.00% | market | 47.01% | 47.01% | — | -3.52% | 2.92% | -6.45% |
| ITW | 2020-07-31 | 2020-08-03 | 2020-08-17 | 3 | 185.84 | 185.84 | 0.00% | market | 44.29% | 44.29% | — | 5.67% | 2.92% | 2.75% |
| ALX | 2020-08-03 | 2020-08-04 | 2020-08-18 | 1 | 253.75 | 253.75 | 0.00% | market | 55.31% | 62.84% | — | 2.35% | 3.29% | -0.94% |
| APPF | 2020-08-03 | 2020-08-04 | 2020-08-18 | 1 | 146.85 | 146.85 | 0.00% | market | 315.38% | 315.38% | — | 12.08% | 3.29% | 8.79% |
| BWXT | 2020-08-03 | 2020-08-04 | 2020-08-18 | 1 | 57.58 | 57.58 | 0.00% | market | 26.79% | 26.79% | — | 0.99% | 3.29% | -2.29% |
| ALL | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 98.19 | 98.19 | 0.00% | market | 74.47% | 76.23% | — | -4.08% | 1.74% | -5.82% |
| AME | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 95.81 | 95.81 | 0.00% | market | 16.67% | 16.67% | — | 5.33% | 1.74% | 3.59% |
| DKL | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 31.50 | 31.50 | 0.00% | market | 43.90% | 43.90% | — | 9.14% | 1.74% | 7.40% |
| EVTC | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 32.86 | 32.86 | 0.00% | market | 18.75% | 8.57% | — | 9.21% | 1.74% | 7.47% |
| FNF | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 32.20 | 32.20 | 0.00% | market | 55.71% | 78.93% | — | -3.83% | 1.74% | -5.56% |
| GRBK | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 16.13 | 16.13 | 0.00% | market | 57.14% | 57.14% | — | -3.63% | 1.74% | -5.37% |
| INCY | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 100.00 | 100.00 | 0.00% | market | 42.53% | 42.53% | — | -3.83% | 1.74% | -5.57% |
| IPGP | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 171.10 | 171.10 | 0.00% | market | 21.67% | 18.33% | — | -9.95% | 1.74% | -11.69% |
| LOPE | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 97.88 | 97.88 | 0.00% | market | 15.73% | 15.73% | — | -6.24% | 1.74% | -7.98% |
| MNST | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 41.01 | 41.01 | 0.00% | market | 25.00% | 20.41% | — | 0.68% | 1.74% | -1.06% |
| MRCY | 2020-08-04 | 2020-08-05 | 2020-08-19 | 1 | 75.01 | 75.01 | 0.00% | market | 24.14% | 26.32% | — | 2.75% | 1.74% | 1.02% |
| APPS | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 20.07 | 20.07 | 0.00% | market | 44.44% | 44.44% | — | 40.11% | 2.05% | 38.06% |
| CF | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 33.81 | 33.81 | 0.00% | market | 36.92% | 36.92% | — | -2.20% | 2.05% | -4.25% |
| ECPG | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 42.54 | 42.54 | 0.00% | market | 88.70% | 5.90% | — | 5.71% | 2.05% | 3.65% |
| ETSY | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 133.68 | 133.68 | 0.00% | market | 92.31% | 3.75% | — | -2.79% | 2.05% | -4.84% |
| NMIH | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 16.04 | 16.04 | 0.00% | market | 17.65% | 25.33% | — | 0.27% | 2.05% | -1.78% |
| PRI | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 128.90 | 128.90 | 0.00% | market | 17.31% | 23.03% | — | -0.01% | 2.05% | -2.06% |
| REGN | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 628.88 | 628.88 | 0.00% | market | 19.73% | 19.73% | — | -2.01% | 2.05% | -4.06% |
| RMD | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 190.00 | 190.00 | 0.00% | market | 23.15% | 23.15% | — | -4.85% | 2.05% | -6.90% |
| SYNA | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 84.54 | 84.54 | 0.00% | market | 13.76% | 15.89% | — | -4.00% | 2.05% | -6.05% |
| UMH | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 12.62 | 12.62 | 0.00% | market | 13.33% | 733.33% | — | 9.33% | 2.05% | 7.28% |
| WD | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 56.09 | 56.09 | 0.00% | market | 78.90% | 27.65% | — | -4.15% | 2.05% | -6.20% |
| WTRG | 2020-08-05 | 2020-08-06 | 2020-08-20 | 1 | 45.00 | 45.00 | 0.00% | market | 31.82% | 31.82% | — | -3.19% | 2.05% | -5.24% |
| AEE | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 79.34 | 79.34 | 0.00% | market | 12.64% | 12.64% | — | 1.64% | 1.86% | -0.22% |
| AFGC | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 26.66 | 26.66 | 0.00% | market | 37.50% | 10.59% | — | 1.21% | 1.86% | -0.65% |
| CABO | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 1,863.98 | 1,863.98 | 0.00% | market | 19.71% | 19.57% | — | -2.12% | 1.86% | -3.98% |
| CQP | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 36.72 | 36.72 | 0.00% | market | 21.88% | 21.87% | — | 6.14% | 1.86% | 4.28% |
| EAF | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 68.40 | 68.40 | 0.00% | market | 59.09% | 59.09% | — | -3.75% | 1.86% | -5.62% |
| EFC | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 12.40 | 12.40 | 0.00% | market | 62.50% | 66.89% | — | 0.46% | 1.86% | -1.40% |
| EXEL | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 23.15 | 23.15 | 0.00% | market | 75.00% | 7.74% | — | -3.99% | 1.86% | -5.85% |
| FTNT | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 26.19 | 26.19 | 0.00% | market | 23.08% | 26.15% | — | 0.47% | 1.86% | -1.39% |
| GEN | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 23.04 | 23.04 | 0.00% | market | 47.62% | 328.06% | — | -2.05% | 1.86% | -3.91% |
| GSL | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 4.66 | 4.66 | 0.00% | market | 46.87% | 31.25% | — | 20.50% | 1.86% | 18.64% |
| IDCC | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 63.22 | 63.22 | 0.00% | market | 12.50% | 12.50% | — | -0.81% | 1.86% | -2.67% |
| LNT | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 52.57 | 52.57 | 0.00% | market | 17.39% | 17.39% | — | 2.77% | 1.86% | 0.91% |
| MGEE | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 65.53 | 65.53 | 0.00% | market | 10.42% | 10.42% | — | -0.28% | 1.86% | -2.14% |
| NFG | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 43.00 | 43.00 | 0.00% | market | 21.28% | 21.28% | — | 3.16% | 1.86% | 1.30% |
| PBH | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 39.81 | 39.81 | 0.00% | market | 22.86% | 22.86% | — | -6.63% | 1.86% | -8.49% |
| PFSI | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 55.99 | 55.99 | 0.00% | market | 51.38% | 20.71% | — | -12.96% | 1.86% | -14.82% |
| PNW | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 80.50 | 80.50 | 0.00% | market | 16.33% | 16.33% | — | -7.85% | 1.86% | -9.71% |
| PRDO | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 14.97 | 14.97 | 0.00% | market | 10.81% | 10.81% | — | -3.24% | 1.86% | -5.10% |
| RBA | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 49.17 | 49.17 | 0.00% | market | 50.00% | 45.95% | — | 28.17% | 1.86% | 26.31% |
| RC | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 8.66 | 8.66 | 0.00% | market | 11.11% | 20.46% | — | 8.91% | 1.86% | 7.05% |
| TGLS | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 5.75 | 5.75 | 0.00% | market | 53.85% | 53.85% | — | -7.40% | 1.86% | -9.26% |
| TTD | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 49.60 | 49.60 | 0.00% | market | 447.45% | 441.18% | — | -7.00% | 1.86% | -8.86% |
| UE | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 10.21 | 10.21 | 0.00% | market | 63.64% | 1250.00% | — | 2.84% | 1.86% | 0.98% |
| USPH | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 88.97 | 88.97 | 0.00% | market | 454.55% | 116.67% | — | -3.73% | 1.86% | -5.59% |
| VTOL | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 16.08 | 16.08 | 0.00% | market | 3135.29% | 287.14% | — | 31.43% | 1.86% | 29.57% |
| WMS | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 53.61 | 53.61 | 0.00% | market | 22.06% | 22.06% | — | 6.48% | 1.86% | 4.62% |
| YETI | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 51.74 | 51.74 | 0.00% | market | 156.25% | 156.25% | — | -0.14% | 1.86% | -2.00% |
| ZTS | 2020-08-06 | 2020-08-07 | 2020-08-21 | 1 | 161.95 | 161.95 | 0.00% | market | 39.06% | 39.06% | — | -2.31% | 1.86% | -4.17% |
| AGO | 2020-08-07 | 2020-08-10 | 2020-08-24 | 3 | 23.14 | 23.14 | 0.00% | market | 97.10% | 144.75% | — | -2.82% | 2.35% | -5.17% |
| CNNE | 2020-08-07 | 2020-08-10 | 2020-08-24 | 3 | 38.35 | 38.35 | 0.00% | market | 29250.00% | 29250.00% | — | -3.18% | 2.35% | -5.52% |
| KIM | 2020-08-07 | 2020-08-10 | 2020-08-24 | 3 | 11.96 | 11.96 | 0.00% | market | 2342.86% | 2342.86% | — | -1.02% | 2.35% | -3.37% |
| CUBB | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 21.70 | 21.70 | 0.00% | market | 54.55% | 13.31% | — | 5.71% | 2.16% | 3.55% |
| QLYS | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 107.31 | 107.31 | 0.00% | market | 15.62% | 15.63% | — | -0.33% | 2.16% | -2.49% |
| TME | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 15.88 | 15.88 | 0.00% | market | 11.11% | 4.40% | — | -1.42% | 2.16% | -3.58% |
| WES | 2020-08-10 | 2020-08-11 | 2020-08-25 | 1 | 10.71 | 10.71 | 0.00% | market | 20.00% | 20.00% | — | -13.27% | 2.16% | -15.42% |
| AXIA | 2020-08-12 | 2020-08-13 | 2020-08-27 | 1 | 6.66 | 6.66 | 0.00% | market | 155.92% | 57.32% | — | -3.40% | 3.48% | -6.89% |
| WPM | 2020-08-12 | 2020-08-13 | 2020-08-27 | 1 | 50.58 | 50.58 | 0.00% | market | 15.79% | 15.79% | — | 1.54% | 3.48% | -1.94% |
| AMAT | 2020-08-13 | 2020-08-14 | 2020-08-28 | 1 | 67.39 | 67.39 | 0.00% | market | 11.58% | 11.58% | — | -6.51% | 4.21% | -10.72% |
| BIDU | 2020-08-13 | 2020-08-14 | 2020-08-28 | 1 | 118.40 | 118.40 | 0.00% | market | 49.64% | 51.06% | — | 8.85% | 4.21% | 4.64% |
| FUTU | 2020-08-13 | 2020-08-14 | 2020-08-28 | 1 | 34.00 | 34.00 | 0.00% | market | 151.69% | 0.41% | — | -6.10% | 4.21% | -10.31% |
| NAT | 2020-08-17 | 2020-08-18 | 2020-09-01 | 1 | 4.38 | 4.38 | 0.00% | market | 17.86% | 287.48% | — | -3.98% | 4.21% | -8.20% |
| SUPN | 2020-08-18 | 2020-08-19 | 2020-09-02 | 1 | 25.00 | 25.00 | 0.00% | market | 54.76% | 54.76% | — | -13.50% | 5.50% | -19.00% |
| SNPS | 2020-08-19 | 2020-08-20 | 2020-09-03 | 1 | 206.50 | 206.50 | 0.00% | market | 28.89% | 28.89% | — | 3.91% | 2.99% | 0.92% |
| KEYS | 2020-08-20 | 2020-08-21 | 2020-09-04 | 1 | 105.62 | 105.62 | 0.00% | market | 43.37% | 43.37% | — | -10.20% | 1.38% | -11.58% |
| OPRA | 2020-08-20 | 2020-08-21 | 2020-09-04 | 1 | 8.15 | 8.15 | 0.00% | market | 1600.00% | 789.96% | — | -2.68% | 1.38% | -4.05% |
| BKE | 2020-08-21 | 2020-08-24 | 2020-09-08 | 3 | 19.40 | 19.40 | 0.00% | market | 1083.33% | 1083.33% | — | 6.39% | -2.60% | 9.00% |
| QFIN | 2020-08-23 | 2020-08-24 | 2020-09-08 | 1 | 14.71 | 14.71 | 0.00% | market | 20.55% | 16.89% | — | -21.99% | -2.60% | -19.39% |
| CANG | 2020-08-24 | 2020-08-25 | 2020-09-09 | 1 | 30.00 | 30.00 | 0.00% | market | 80.00% | 24.50% | — | -14.77% | -1.09% | -13.68% |
| BMO | 2020-08-25 | 2020-08-26 | 2020-09-10 | 1 | 61.91 | 61.91 | 0.00% | market | 15.38% | 2.25% | — | -2.41% | -3.15% | 0.74% |
| CRM | 2020-08-25 | 2020-08-26 | 2020-09-10 | 1 | 251.96 | 251.96 | 0.00% | market | 114.93% | 20.31% | — | -1.75% | -3.15% | 1.40% |
| HEI | 2020-08-25 | 2020-08-26 | 2020-09-10 | 1 | 109.00 | 109.00 | 0.00% | market | 25.00% | 25.00% | — | -1.75% | -3.15% | 1.40% |
| INTU | 2020-08-25 | 2020-08-26 | 2020-09-10 | 1 | 356.86 | 356.86 | 0.00% | market | 72.38% | 46.29% | — | -10.32% | -3.15% | -7.17% |
| SJM | 2020-08-25 | 2020-08-26 | 2020-09-10 | 1 | 122.15 | 122.15 | 0.00% | market | 41.92% | 41.92% | — | -7.53% | -3.15% | -4.37% |
| CEPU | 2020-08-26 | 2020-08-27 | 2020-09-11 | 1 | 2.57 | 2.57 | 0.00% | market | 46.67% | 19.11% | — | -5.94% | -4.15% | -1.79% |
| KNOP | 2020-08-26 | 2020-08-27 | 2020-09-11 | 1 | 12.61 | 12.61 | 0.00% | market | 15.79% | 15.79% | — | 1.09% | -4.15% | 5.24% |
| RY | 2020-08-26 | 2020-08-27 | 2020-09-11 | 1 | 77.46 | 77.46 | 0.00% | market | 29.37% | 11.85% | — | -4.93% | -4.15% | -0.78% |
| CM | 2020-08-27 | 2020-08-28 | 2020-09-14 | 1 | 40.00 | 40.00 | 0.00% | market | 24.11% | 13.61% | — | -2.70% | -3.14% | 0.44% |
| OLLI | 2020-08-27 | 2020-08-28 | 2020-09-14 | 1 | 102.60 | 102.60 | 0.00% | market | 19.54% | 15.56% | — | -16.75% | -3.14% | -13.61% |
| TD | 2020-08-27 | 2020-08-28 | 2020-09-14 | 1 | 50.94 | 50.94 | 0.00% | market | 19.74% | 21.74% | — | -5.71% | -3.14% | -2.57% |
| VEEV | 2020-08-27 | 2020-08-28 | 2020-09-14 | 1 | 287.91 | 287.91 | 0.00% | market | 12.50% | 12.50% | — | -7.14% | -3.14% | -4.00% |
| ZM | 2020-08-31 | 2020-09-01 | 2020-09-16 | 1 | 439.51 | 439.51 | 0.00% | market | 104.44% | 19.72% | — | -7.23% | -3.25% | -3.98% |
| HRB | 2020-09-01 | 2020-09-02 | 2020-09-17 | 1 | 14.27 | 14.27 | 0.00% | market | 48.65% | 231.15% | — | 4.95% | -5.31% | 10.25% |
| BF-B | 2020-09-02 | 2020-09-03 | 2020-09-18 | 1 | 79.27 | 79.27 | 0.00% | market | 29.03% | 27.70% | — | -3.77% | -7.09% | 3.32% |
| CPRT | 2020-09-02 | 2020-09-03 | 2020-09-18 | 1 | 27.17 | 27.17 | 0.00% | market | 70.00% | 46.22% | — | -4.70% | -7.09% | 2.39% |
| GWRE | 2020-09-02 | 2020-09-03 | 2020-09-18 | 1 | 120.00 | 120.00 | 0.00% | market | 84.44% | 15.44% | — | -13.97% | -7.09% | -6.88% |
| CIEN | 2020-09-03 | 2020-09-04 | 2020-09-21 | 1 | 45.16 | 45.16 | 0.00% | market | 29.27% | 29.27% | — | -10.22% | -5.54% | -4.68% |
| DLNG | 2020-09-03 | 2020-09-04 | 2020-09-21 | 1 | 2.71 | 2.71 | 0.00% | market | 33.33% | 2.47% | — | -6.00% | -5.54% | -0.47% |
| HTT | 2020-09-07 | 2020-09-08 | 2020-09-22 | 1 | 1.50 | 1.50 | 0.00% | market | 103.77% | 49.74% | — | -10.77% | -1.90% | -8.86% |
| RH | 2020-09-09 | 2020-09-10 | 2020-09-24 | 1 | 398.05 | 398.05 | 0.00% | market | 43.70% | 43.70% | — | -11.87% | -5.36% | -6.51% |
| FIZZ | 2020-09-10 | 2020-09-11 | 2020-09-25 | 1 | 39.70 | 39.70 | 0.00% | market | 14.58% | 13.54% | — | -11.86% | -2.11% | -9.75% |
| PTON | 2020-09-10 | 2020-09-11 | 2020-09-25 | 1 | 98.11 | 98.11 | 0.00% | market | 170.00% | 170.00% | — | -0.48% | -2.11% | 1.63% |
| AZO | 2020-09-22 | 2020-09-23 | 2020-10-07 | 1 | 1,174.44 | 1,174.44 | 0.00% | market | 23.67% | 23.67% | — | -3.03% | 2.98% | -6.01% |
| NKE | 2020-09-22 | 2020-09-23 | 2020-10-07 | 1 | 130.22 | 130.22 | 0.00% | market | 102.13% | 11.14% | — | -0.22% | 2.98% | -3.20% |
| GIS | 2020-09-23 | 2020-09-24 | 2020-10-08 | 1 | 58.10 | 58.10 | 0.00% | market | 14.94% | 14.94% | — | 5.56% | 7.02% | -1.46% |
| JEF | 2020-09-23 | 2020-09-24 | 2020-10-08 | 1 | 18.63 | 18.63 | 0.00% | market | 214.71% | 2715.71% | — | 1.46% | 7.02% | -5.57% |
| CAG | 2020-10-01 | 2020-10-02 | 2020-10-16 | 1 | 36.12 | 36.12 | 0.00% | market | 22.81% | 22.81% | — | 4.86% | 4.70% | 0.16% |
| PEP | 2020-10-01 | 2020-10-02 | 2020-10-16 | 1 | 139.28 | 139.28 | 0.00% | market | 11.41% | 11.41% | — | 1.66% | 4.70% | -3.04% |
| PAYX | 2020-10-06 | 2020-10-07 | 2020-10-21 | 1 | 80.43 | 80.43 | 0.00% | market | 12.50% | 14.55% | — | 2.62% | 1.36% | 1.26% |
| BLK | 2020-10-13 | 2020-10-14 | 2020-10-28 | 1 | 641.83 | 641.83 | 0.00% | market | 18.21% | 18.21% | — | -6.51% | -6.87% | 0.36% |
| C | 2020-10-13 | 2020-10-14 | 2020-10-28 | 1 | 43.52 | 43.52 | 0.00% | market | 66.67% | 22.64% | — | -5.59% | -6.87% | 1.28% |
| EDU | 2020-10-13 | 2020-10-14 | 2020-10-28 | 1 | 165.81 | 165.81 | 0.00% | market | 13.86% | 16.09% | — | -0.05% | -6.87% | 6.82% |
| JNJ | 2020-10-13 | 2020-10-14 | 2020-10-28 | 1 | 148.82 | 148.82 | 0.00% | market | 10.55% | 11.11% | — | -7.13% | -6.87% | -0.26% |
| JPM | 2020-10-13 | 2020-10-14 | 2020-10-28 | 1 | 101.03 | 101.03 | 0.00% | market | 24.26% | 44.86% | — | -4.54% | -6.87% | 2.32% |
| GS | 2020-10-14 | 2020-10-15 | 2020-10-29 | 1 | 209.58 | 209.58 | 0.00% | market | 73.79% | 12.25% | — | -9.47% | -3.99% | -5.48% |
| PGR | 2020-10-14 | 2020-10-15 | 2020-10-29 | 1 | 96.14 | 96.14 | 0.00% | market | 10.65% | 10.97% | — | -5.38% | -3.99% | -1.39% |
| PNC | 2020-10-14 | 2020-10-15 | 2020-10-29 | 1 | 108.34 | 108.34 | 0.00% | market | 59.91% | 0.77% | — | 1.27% | -3.99% | 5.26% |
| CBAN | 2020-10-15 | 2020-10-16 | 2020-10-30 | 1 | 12.06 | 12.06 | 0.00% | market | 39.29% | 91.80% | — | 3.80% | -6.42% | 10.22% |
| ISRG | 2020-10-15 | 2020-10-16 | 2020-10-30 | 1 | 241.67 | 241.67 | 0.00% | market | 33.33% | 60.52% | — | -8.09% | -6.42% | -1.67% |
| MS | 2020-10-15 | 2020-10-16 | 2020-10-30 | 1 | 51.53 | 51.53 | 0.00% | market | 31.75% | 37.19% | — | -6.66% | -6.42% | -0.23% |
| ALLY | 2020-10-16 | 2020-10-19 | 2020-11-02 | 3 | 29.06 | 29.06 | 0.00% | market | 81.16% | 53.81% | — | -5.12% | -5.29% | 0.17% |
| BMI | 2020-10-16 | 2020-10-19 | 2020-11-02 | 3 | 78.07 | 78.07 | 0.00% | market | 34.21% | 34.21% | — | -5.20% | -5.29% | 0.09% |
| RBCAA | 2020-10-16 | 2020-10-19 | 2020-11-02 | 3 | 32.51 | 32.51 | 0.00% | market | 139.02% | 200.25% | — | 3.99% | -5.29% | 9.28% |
| CDNS | 2020-10-19 | 2020-10-20 | 2020-11-03 | 1 | 115.35 | 115.35 | 0.00% | market | 14.75% | 21.36% | — | -1.63% | -2.16% | 0.54% |
| FNB | 2020-10-19 | 2020-10-20 | 2020-11-03 | 1 | 7.50 | 7.50 | 0.00% | market | 13.04% | 28.78% | — | 6.70% | -2.16% | 8.86% |
| LII | 2020-10-19 | 2020-10-20 | 2020-11-03 | 1 | 283.35 | 283.35 | 0.00% | market | 12.06% | 12.06% | — | 2.69% | -2.16% | 4.85% |
| LOGI | 2020-10-19 | 2020-10-20 | 2020-11-03 | 1 | 93.78 | 93.78 | 0.00% | market | 228.07% | 228.07% | — | -6.11% | -2.16% | -3.95% |
| ONB | 2020-10-19 | 2020-10-20 | 2020-11-03 | 1 | 14.39 | 14.39 | 0.00% | market | 42.42% | 1554.13% | — | 1.78% | -2.16% | 3.94% |
| SFBS | 2020-10-19 | 2020-10-20 | 2020-11-03 | 1 | 38.13 | 38.13 | 0.00% | market | 12.68% | 9.33% | — | 1.79% | -2.16% | 3.95% |
| SFNC | 2020-10-19 | 2020-10-20 | 2020-11-03 | 1 | 16.37 | 16.37 | 0.00% | market | 50.00% | 83.84% | — | 9.00% | -2.16% | 11.17% |
| TFIN | 2020-10-19 | 2020-10-20 | 2020-11-03 | 1 | 43.50 | 43.50 | 0.00% | market | 85.71% | 46.65% | — | -4.33% | -2.16% | -2.17% |
| ZION | 2020-10-19 | 2020-10-20 | 2020-11-03 | 1 | 31.58 | 31.58 | 0.00% | market | 14.77% | 17.33% | — | 9.02% | -2.16% | 11.18% |
| BFC | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 63.85 | 63.85 | 0.00% | market | 37.86% | 40.28% | — | 0.32% | 0.06% | 0.26% |
| CALX | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 26.04 | 26.04 | 0.00% | market | 110.53% | 13.73% | — | -6.55% | 0.06% | -6.61% |
| CBSH | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 46.37 | 46.37 | 0.00% | market | 50.82% | 46.29% | — | -1.26% | 0.06% | -1.33% |
| FULT | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 10.49 | 10.49 | 0.00% | market | 90.00% | 19.72% | — | -0.86% | 0.06% | -0.92% |
| GATX | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 68.84 | 68.84 | 0.00% | market | 19.77% | 16.16% | — | 1.15% | 0.06% | 1.09% |
| HOPE | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 8.50 | 8.50 | 0.00% | market | 31.58% | 20.83% | — | -7.98% | 0.06% | -8.04% |
| HWC | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 23.00 | 23.00 | 0.00% | market | 28.57% | 40.00% | — | -4.23% | 0.06% | -4.29% |
| NBHC | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 30.59 | 30.59 | 0.00% | market | 56.90% | 56.90% | — | -5.76% | 0.06% | -5.82% |
| NGVT | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 60.18 | 60.18 | 0.00% | market | 82.65% | 18.28% | — | -6.55% | 0.06% | -6.61% |
| PG | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 142.49 | 142.49 | 0.00% | market | 14.79% | 14.79% | — | -1.40% | 0.06% | -1.46% |
| PNFP | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 41.25 | 41.25 | 0.00% | market | 30.28% | 43.40% | — | 4.72% | 0.06% | 4.66% |
| PNR | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 51.61 | 51.61 | 0.00% | market | 37.25% | 37.25% | — | 0.46% | 0.06% | 0.40% |
| REXR | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 49.75 | 49.75 | 0.00% | market | 162.50% | 6.81% | — | 0.82% | 0.06% | 0.76% |
| RF | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 12.95 | 12.95 | 0.00% | market | 45.45% | 42.68% | — | 1.29% | 0.06% | 1.23% |
| TXN | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 149.10 | 149.10 | 0.00% | market | 13.28% | 13.28% | — | 1.87% | 0.06% | 1.80% |
| UBS | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 12.37 | 12.37 | 0.00% | market | 115.38% | 23.06% | — | 1.52% | 0.06% | 1.46% |
| WDFC | 2020-10-20 | 2020-10-21 | 2020-11-04 | 1 | 212.28 | 212.28 | 0.00% | market | 25.66% | 25.66% | — | 17.83% | 0.06% | 17.77% |
| ALGN | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 424.32 | 424.32 | 0.00% | market | 251.56% | 50.57% | — | 15.83% | 2.12% | 13.71% |
| APH | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 28.78 | 28.78 | 0.00% | market | 22.73% | 23.86% | — | 3.69% | 2.12% | 1.56% |
| ARR | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 47.75 | 47.75 | 0.00% | market | 414.71% | 1.83% | — | 3.77% | 2.12% | 1.65% |
| BANR | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 38.00 | 38.00 | 0.00% | market | 25.61% | 49.01% | — | -2.73% | 2.12% | -4.85% |
| BOKF | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 59.19 | 59.19 | 0.00% | market | 40.38% | 130.52% | — | 3.48% | 2.12% | 1.36% |
| CNS | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 58.32 | 58.32 | 0.00% | market | 11.67% | 11.67% | — | 2.93% | 2.12% | 0.81% |
| EFX | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 158.15 | 158.15 | 0.00% | market | 16.88% | 16.88% | — | -4.21% | 2.12% | -6.33% |
| EW | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 79.74 | 79.74 | 0.00% | market | 15.91% | 15.91% | — | -2.85% | 2.12% | -4.97% |
| GGG | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 66.00 | 66.00 | 0.00% | market | 40.48% | 40.48% | — | -0.87% | 2.12% | -3.00% |
| ICLR | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 203.61 | 203.61 | 0.00% | market | 12.42% | 12.42% | — | -1.66% | 2.12% | -3.78% |
| KEY | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 12.48 | 12.48 | 0.00% | market | 10.81% | 61.61% | — | 5.35% | 2.12% | 3.23% |
| LOB | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 33.26 | 33.26 | 0.00% | market | 200.00% | 287.47% | — | 22.42% | 2.12% | 20.30% |
| MCB | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 30.09 | 30.09 | 0.00% | market | 29.59% | 29.65% | — | -1.40% | 2.12% | -3.52% |
| SLM | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 9.53 | 9.53 | 0.00% | market | 487.50% | 692.87% | — | 7.66% | 2.12% | 5.54% |
| SUI | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 145.57 | 145.57 | 0.00% | market | 11.89% | 38.37% | — | -3.66% | 2.12% | -5.78% |
| TCBI | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 39.40 | 39.40 | 0.00% | market | 83.05% | 5.95% | — | 12.97% | 2.12% | 10.85% |
| TMO | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 471.69 | 471.69 | 0.00% | market | 30.63% | 30.63% | — | 9.03% | 2.12% | 6.91% |
| WSBC | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 24.12 | 24.12 | 0.00% | market | 24.53% | 30.63% | — | -0.56% | 2.12% | -2.68% |
| WTFC | 2020-10-21 | 2020-10-22 | 2020-11-05 | 1 | 50.98 | 50.98 | 0.00% | market | 49.11% | 19.09% | — | -3.59% | 2.12% | -5.71% |
| ABCB | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 30.00 | 30.00 | 0.00% | market | 83.52% | 8.94% | — | -2.07% | 1.22% | -3.29% |
| ALLE | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 103.15 | 103.15 | 0.00% | market | 36.89% | 36.89% | — | -0.41% | 1.22% | -1.63% |
| ASB | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 14.20 | 14.20 | 0.00% | market | 26.32% | 60.14% | — | -5.45% | 1.22% | -6.67% |
| AUB | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 26.68 | 26.68 | 0.00% | market | 57.45% | 44.37% | — | -6.88% | 1.22% | -8.11% |
| BANC | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 12.24 | 12.24 | 0.00% | market | 60.00% | 37.36% | — | -1.00% | 1.22% | -2.22% |
| BY | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 14.00 | 14.00 | 0.00% | market | 61.90% | 117.04% | — | -5.89% | 1.22% | -7.11% |
| CHCO | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 62.07 | 62.07 | 0.00% | market | 42.05% | 75.61% | — | -5.32% | 1.22% | -6.54% |
| COF | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 80.48 | 80.48 | 0.00% | market | 137.56% | 9.70% | — | -3.47% | 1.22% | -4.69% |
| DGX | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 126.43 | 126.43 | 0.00% | market | 15.55% | 15.55% | — | 0.28% | 1.22% | -0.94% |
| DHR | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 208.47 | 208.47 | 0.00% | market | 25.55% | 36.00% | — | 4.27% | 1.22% | 3.05% |
| EIG | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 33.40 | 33.40 | 0.00% | market | 17.07% | 26.25% | — | -4.17% | 1.22% | -5.39% |
| EWBC | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 39.29 | 39.29 | 0.00% | market | 17.89% | 21.05% | — | -5.52% | 1.22% | -6.74% |
| FFBC | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 14.70 | 14.70 | 0.00% | market | 15.79% | 48.49% | — | -4.79% | 1.22% | -6.02% |
| FITB | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 24.31 | 24.31 | 0.00% | market | 41.67% | 42.39% | — | -4.62% | 1.22% | -5.85% |
| GBCI | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 36.94 | 36.94 | 0.00% | market | 28.57% | 64.84% | — | 1.33% | 1.22% | 0.11% |
| HTH | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 22.82 | 22.82 | 0.00% | market | 72.45% | 46.65% | — | 0.86% | 1.22% | -0.36% |
| INDB | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 56.25 | 56.25 | 0.00% | market | 32.10% | 58.29% | — | 3.88% | 1.22% | 2.66% |
| KO | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 51.00 | 51.00 | 0.00% | market | 22.22% | 19.57% | — | -3.14% | 1.22% | -4.36% |
| MANH | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 98.00 | 98.00 | 0.00% | market | 27.50% | 30.77% | — | -3.89% | 1.22% | -5.11% |
| MAT | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 13.85 | 13.85 | 0.00% | market | 143.59% | 1201.10% | — | 2.68% | 1.22% | 1.46% |
| OZK | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 25.20 | 25.20 | 0.00% | market | 44.83% | 9.85% | — | -4.43% | 1.22% | -5.65% |
| PHM | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 43.42 | 43.42 | 0.00% | market | 19.64% | 37.50% | — | 1.49% | 1.22% | 0.27% |
| RCI | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 44.39 | 44.39 | 0.00% | market | 30.65% | 19.28% | — | -4.47% | 1.22% | -5.69% |
| SAM | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 1,009.00 | 1,009.00 | 0.00% | market | 42.76% | 42.76% | — | 5.15% | 1.22% | 3.93% |
| SNA | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 170.92 | 170.92 | 0.00% | market | 51.85% | 51.85% | — | -4.94% | 1.22% | -6.16% |
| VRSN | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 203.71 | 203.71 | 0.00% | market | 19.20% | 19.20% | — | 1.35% | 1.22% | 0.13% |
| WAL | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 40.75 | 40.75 | 0.00% | market | 29.52% | 40.89% | — | 2.70% | 1.22% | 1.47% |
| WBS | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 33.23 | 33.23 | 0.00% | market | 11.94% | 351.89% | — | -2.81% | 1.22% | -4.03% |
| WSFS | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 32.38 | 32.38 | 0.00% | market | 38.89% | 8.13% | — | -1.21% | 1.22% | -2.43% |
| WST | 2020-10-22 | 2020-10-23 | 2020-11-06 | 1 | 281.48 | 281.48 | 0.00% | market | 15.00% | 15.00% | — | 4.99% | 1.22% | 3.76% |
| CE | 2020-10-25 | 2020-10-26 | 2020-11-09 | 1 | 117.00 | 117.00 | 0.00% | market | 14.04% | 14.04% | — | 7.81% | 3.63% | 4.17% |
| FHB | 2020-10-23 | 2020-10-26 | 2020-11-09 | 3 | 17.65 | 17.65 | 0.00% | market | 78.57% | 25.70% | — | 22.17% | 3.63% | 18.53% |
| GNTX | 2020-10-23 | 2020-10-26 | 2020-11-09 | 3 | 28.92 | 28.92 | 0.00% | market | 17.07% | 17.07% | — | 7.33% | 3.63% | 3.70% |
| ITW | 2020-10-23 | 2020-10-26 | 2020-11-09 | 3 | 203.76 | 203.76 | 0.00% | market | 22.82% | 22.82% | — | 4.87% | 3.63% | 1.24% |
| OFG | 2020-10-23 | 2020-10-26 | 2020-11-09 | 3 | 14.74 | 14.74 | 0.00% | market | 42.86% | 7.28% | — | 14.96% | 3.63% | 11.33% |
| SAP | 2020-10-25 | 2020-10-26 | 2020-11-09 | 1 | 118.27 | 118.27 | 0.00% | market | 30.77% | 1.98% | — | -2.68% | 3.63% | -6.31% |
| SBSI | 2020-10-23 | 2020-10-26 | 2020-11-09 | 3 | 26.87 | 26.87 | 0.00% | market | 46.43% | 51.11% | — | 9.06% | 3.63% | 5.42% |
| UBSI | 2020-10-23 | 2020-10-26 | 2020-11-09 | 3 | 25.62 | 25.62 | 0.00% | market | 56.86% | 135.11% | — | 14.26% | 3.63% | 10.63% |
| AGNC | 2020-10-26 | 2020-10-27 | 2020-11-10 | 1 | 14.23 | 14.23 | 0.00% | market | 42.11% | 4.68% | — | 4.33% | 4.20% | 0.12% |
| AMG | 2020-10-26 | 2020-10-27 | 2020-11-10 | 1 | 79.13 | 79.13 | 0.00% | market | 14.34% | 17.84% | — | 7.95% | 4.20% | 3.75% |
| ARI | 2020-10-26 | 2020-10-27 | 2020-11-10 | 1 | 9.00 | 9.00 | 0.00% | market | 24.14% | 24.14% | — | 22.79% | 4.20% | 18.59% |
| AFL | 2020-10-27 | 2020-10-28 | 2020-11-11 | 1 | 35.84 | 35.84 | 0.00% | market | 24.11% | 21.11% | — | 13.96% | 7.40% | 6.56% |
| AGYS | 2020-10-27 | 2020-10-28 | 2020-11-11 | 1 | 28.55 | 28.55 | 0.00% | market | 141.67% | 141.67% | — | 12.23% | 7.40% | 4.83% |
| AMD | 2020-10-27 | 2020-10-28 | 2020-11-11 | 1 | 78.73 | 78.73 | 0.00% | market | 13.89% | 13.89% | — | 3.14% | 7.40% | -4.26% |
| AWI | 2020-10-27 | 2020-10-28 | 2020-11-11 | 1 | 59.86 | 59.86 | 0.00% | market | 15.05% | 13.51% | — | 20.35% | 7.40% | 12.95% |
| BUSE | 2020-10-27 | 2020-10-28 | 2020-11-11 | 1 | 18.75 | 18.75 | 0.00% | market | 36.59% | 75.02% | — | 8.33% | 7.40% | 0.93% |
| ADP | 2020-10-28 | 2020-10-29 | 2020-11-12 | 1 | 154.67 | 154.67 | 0.00% | market | 43.88% | 39.49% | — | 9.44% | 8.05% | 1.40% |
| AEM | 2020-10-28 | 2020-10-29 | 2020-11-12 | 1 | 75.97 | 75.97 | 0.00% | market | 14.71% | 17.24% | — | -1.97% | 8.05% | -10.01% |
| AGI | 2020-10-28 | 2020-10-29 | 2020-11-12 | 1 | 8.36 | 8.36 | 0.00% | market | 25.00% | 33.33% | — | 7.20% | 8.05% | -0.85% |
| ABEV | 2020-10-29 | 2020-10-30 | 2020-11-13 | 1 | 2.24 | 2.24 | 0.00% | market | 50.00% | 53.16% | — | 24.90% | 9.08% | 15.82% |
| ACGL | 2020-10-29 | 2020-10-30 | 2020-11-13 | 1 | 30.85 | 30.85 | 0.00% | market | 16.00% | 43.77% | — | 10.60% | 9.08% | 1.51% |
| ACRE | 2020-10-29 | 2020-10-30 | 2020-11-13 | 1 | 9.41 | 9.41 | 0.00% | market | 47.62% | 57.44% | — | 10.00% | 9.08% | 0.91% |
| ABR | 2020-10-30 | 2020-11-02 | 2020-11-16 | 3 | 12.05 | 12.05 | 0.00% | market | 42.86% | 76.70% | — | 8.20% | 9.80% | -1.60% |
| CL | 2020-10-30 | 2020-11-02 | 2020-11-16 | 3 | 80.18 | 80.18 | 0.00% | market | 12.86% | 12.86% | — | 7.07% | 9.80% | -2.73% |
| KKR | 2020-10-30 | 2020-11-02 | 2020-11-16 | 3 | 34.80 | 34.80 | 0.00% | market | 20.00% | 25.00% | — | 8.35% | 9.80% | -1.45% |
| ANET | 2020-11-02 | 2020-11-03 | 2020-11-17 | 1 | 15.20 | 15.20 | 0.00% | market | 10.91% | 9.50% | — | 14.11% | 8.07% | 6.04% |
| BWXT | 2020-11-02 | 2020-11-03 | 2020-11-17 | 1 | 55.73 | 55.73 | 0.00% | market | 17.91% | 17.91% | — | 1.59% | 8.07% | -6.48% |
| CLX | 2020-11-02 | 2020-11-03 | 2020-11-17 | 1 | 215.99 | 215.99 | 0.00% | market | 38.79% | 8.92% | — | -3.29% | 8.07% | -11.36% |
| CNO | 2020-11-02 | 2020-11-03 | 2020-11-17 | 1 | 18.68 | 18.68 | 0.00% | market | 61.22% | 61.30% | — | 12.53% | 8.07% | 4.46% |
| CRUS | 2020-11-02 | 2020-11-03 | 2020-11-17 | 1 | 74.99 | 74.99 | 0.00% | market | 40.00% | 40.00% | — | 1.10% | 8.07% | -6.97% |
| EL | 2020-11-02 | 2020-11-03 | 2020-11-17 | 1 | 226.06 | 226.06 | 0.00% | market | 60.00% | 60.00% | — | 13.56% | 8.07% | 5.49% |
| HALO | 2020-11-02 | 2020-11-03 | 2020-11-17 | 1 | 30.07 | 30.07 | 0.00% | market | 31.58% | 33.33% | — | 35.50% | 8.07% | 27.43% |
| LITE | 2020-11-02 | 2020-11-03 | 2020-11-17 | 1 | 84.10 | 84.10 | 0.00% | market | 21.09% | 21.20% | — | -1.17% | 8.07% | -9.24% |
| MED | 2020-11-02 | 2020-11-03 | 2020-11-17 | 1 | 166.34 | 166.34 | 0.00% | market | 18.29% | 18.29% | — | 4.08% | 8.07% | -3.99% |
| FOX | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 27.16 | 27.16 | 0.00% | market | 54.05% | 5.34% | — | -0.21% | 4.52% | -4.73% |
| FOXA | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 26.93 | 26.93 | 0.00% | market | 45.68% | 49.49% | — | 2.61% | 4.52% | -1.91% |
| RACE | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 202.10 | 202.10 | 0.00% | market | 10.32% | 31.69% | — | 5.80% | 4.52% | 1.28% |
| SUPN | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 21.35 | 21.35 | 0.00% | market | 146.67% | 536.09% | — | 0.42% | 4.52% | -4.11% |
| WEC | 2020-11-03 | 2020-11-04 | 2020-11-18 | 1 | 103.78 | 103.78 | 0.00% | market | 10.53% | 10.53% | — | -6.87% | 4.52% | -11.40% |
| ALB | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 96.05 | 96.05 | 0.00% | market | 39.74% | 39.74% | — | 30.87% | 2.45% | 28.43% |
| DKL | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 26.51 | 26.51 | 0.00% | market | 23.53% | 23.53% | — | 8.09% | 2.45% | 5.64% |
| FNF | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 32.84 | 32.84 | 0.00% | market | 17.46% | 17.46% | — | 4.41% | 2.45% | 1.96% |
| FNV | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 144.05 | 144.05 | 0.00% | market | 31.15% | 45.55% | — | -11.52% | 2.45% | -13.96% |
| GNW | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 4.30 | 4.30 | 0.00% | market | 271.43% | 27422.88% | — | 5.95% | 2.45% | 3.50% |
| HAE | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 98.00 | 98.00 | 0.00% | market | 24.00% | 1730.97% | — | 14.82% | 2.45% | 12.37% |
| HLNE | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 73.87 | 73.87 | 0.00% | market | 30.00% | 647.33% | — | -2.04% | 2.45% | -4.48% |
| IIPR | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 141.29 | 141.29 | 0.00% | market | 10.34% | 9.72% | — | 8.52% | 2.45% | 6.08% |
| JKHY | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 168.12 | 168.12 | 0.00% | market | 13.33% | 12.26% | — | -4.03% | 2.45% | -6.47% |
| KGC | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 8.58 | 8.58 | 0.00% | market | 19.05% | 23.53% | — | -12.45% | 2.45% | -14.90% |
| KOP | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 23.34 | 23.34 | 0.00% | market | 27.13% | 27.28% | — | 7.74% | 2.45% | 5.30% |
| MTG | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 10.92 | 10.92 | 0.00% | market | 38.71% | 38.71% | — | 8.05% | 2.45% | 5.60% |
| PAYC | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 393.87 | 393.87 | 0.00% | market | 25.00% | 27.27% | — | -0.41% | 2.45% | -2.86% |
| PRI | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 115.38 | 115.38 | 0.00% | market | 18.30% | 18.30% | — | 12.54% | 2.45% | 10.09% |
| QCOM | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 145.82 | 145.82 | 0.00% | market | 21.85% | 23.93% | — | 1.07% | 2.45% | -1.37% |
| QLYS | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 100.88 | 100.88 | 0.00% | market | 16.67% | 14.93% | — | -11.01% | 2.45% | -13.45% |
| QRVO | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 139.00 | 139.00 | 0.00% | market | 13.55% | 345.44% | — | 5.55% | 2.45% | 3.11% |
| RC | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 12.85 | 12.85 | 0.00% | market | 58.33% | 55.43% | — | 3.09% | 2.45% | 0.65% |
| RDN | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 19.07 | 19.07 | 0.00% | market | 22.92% | 22.92% | — | -1.10% | 2.45% | -3.54% |
| TRNO | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 59.81 | 59.81 | 0.00% | market | 65.00% | 15.44% | — | -1.62% | 2.45% | -4.07% |
| TWO | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 21.76 | 21.76 | 0.00% | market | 19.15% | 66.67% | — | 14.97% | 2.45% | 12.53% |
| TYL | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 415.00 | 415.00 | 0.00% | market | 11.94% | 12.78% | — | -0.25% | 2.45% | -2.69% |
| UHAL | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 38.45 | 38.45 | 0.00% | market | 195.65% | 196.51% | — | 5.08% | 2.45% | 2.64% |
| VRSK | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 200.31 | 200.31 | 0.00% | market | 10.00% | 10.11% | — | 2.60% | 2.45% | 0.16% |
| VST | 2020-11-04 | 2020-11-05 | 2020-11-19 | 1 | 18.53 | 18.53 | 0.00% | market | 27.63% | 13.16% | — | -0.10% | 2.45% | -2.55% |
| ACMR | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 29.73 | 29.73 | 0.00% | market | 16.67% | 15.63% | — | -15.74% | 1.54% | -17.28% |
| ALRM | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 68.02 | 68.02 | 0.00% | market | 58.06% | 58.06% | — | 2.02% | 1.54% | 0.47% |
| BABA | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 291.49 | 291.49 | 0.00% | market | 29.90% | 34.81% | — | -7.22% | 1.54% | -8.76% |
| BMRN | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 74.00 | 74.00 | 0.00% | market | 116.00% | 223.39% | — | 2.54% | 1.54% | 0.99% |
| CARG | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 23.00 | 23.00 | 0.00% | market | 68.18% | 26.98% | — | -1.45% | 1.54% | -2.99% |
| CTRE | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 18.56 | 18.56 | 0.00% | market | 15.00% | 14.96% | — | 3.67% | 1.54% | 2.13% |
| EA | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 119.50 | 119.50 | 0.00% | market | 102.09% | 21.21% | — | 1.88% | 1.54% | 0.34% |
| EFC | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 13.00 | 13.00 | 0.00% | market | 28.12% | 32.00% | — | 11.59% | 1.54% | 10.05% |
| EPAM | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 348.56 | 348.56 | 0.00% | market | 12.24% | 12.24% | — | -2.27% | 1.54% | -3.81% |
| EVC | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 2.03 | 2.03 | 0.00% | market | 66.67% | 21.21% | — | 32.41% | 1.54% | 30.87% |
| EVRG | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 55.30 | 55.30 | 0.00% | market | 10.19% | 925.93% | — | -1.53% | 1.54% | -3.07% |
| GTN | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 14.14 | 14.14 | 0.00% | market | 28.09% | 39.06% | — | 25.22% | 1.54% | 23.68% |
| HASI | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 46.84 | 46.84 | 0.00% | market | 16.13% | 16.13% | — | 11.47% | 1.54% | 9.93% |
| HCI | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 49.55 | 49.55 | 0.00% | market | 1700.00% | 932.47% | — | 4.24% | 1.54% | 2.70% |
| IDCC | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 60.43 | 60.43 | 0.00% | market | 21.43% | 484.62% | — | -0.66% | 1.54% | -2.21% |
| LAMR | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 74.79 | 74.79 | 0.00% | market | 11.86% | 21.57% | — | 1.83% | 1.54% | 0.28% |
| MFA | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 12.24 | 12.24 | 0.00% | market | 195.65% | 461697.82% | — | 17.87% | 1.54% | 16.33% |
| MTD | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 1,205.75 | 1,205.75 | 0.00% | market | 17.98% | 17.98% | — | -4.92% | 1.54% | -6.47% |
| NMIH | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 23.30 | 23.30 | 0.00% | market | 34.29% | 1.45% | — | -2.59% | 1.54% | -4.13% |
| NXST | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 86.68 | 86.68 | 0.00% | market | 30.77% | 30.77% | — | 20.54% | 1.54% | 19.00% |
| OTEX | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 42.75 | 42.75 | 0.00% | market | 32.84% | 48.53% | — | 0.60% | 1.54% | -0.94% |
| PFSI | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 57.83 | 57.83 | 0.00% | market | 31.65% | 101.26% | — | -3.06% | 1.54% | -4.60% |
| RBA | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 69.94 | 69.94 | 0.00% | market | 46.67% | 46.67% | — | -5.13% | 1.54% | -6.68% |
| REGN | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 589.04 | 589.04 | 0.00% | market | 17.09% | 660.90% | — | -12.03% | 1.54% | -13.58% |
| RGEN | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 200.00 | 200.00 | 0.00% | market | 42.86% | 42.86% | — | -3.35% | 1.54% | -4.89% |
| RUN | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 60.37 | 60.37 | 0.00% | market | 1447.82% | 1300.00% | — | 1.67% | 1.54% | 0.12% |
| SKT | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 7.24 | 7.24 | 0.00% | market | 57.14% | 180.00% | — | 25.87% | 1.54% | 24.32% |
| TECH | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 73.78 | 73.78 | 0.00% | market | 28.57% | 31.19% | — | 3.21% | 1.54% | 1.66% |
| TTD | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 73.14 | 73.14 | 0.00% | market | 160.00% | 195.35% | — | 12.97% | 1.54% | 11.43% |
| YETI | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 61.18 | 61.18 | 0.00% | market | 64.86% | 15.00% | — | 0.88% | 1.54% | -0.66% |
| ZTS | 2020-11-05 | 2020-11-06 | 2020-11-20 | 1 | 172.00 | 172.00 | 0.00% | market | 19.57% | 19.57% | — | -3.47% | 1.54% | -5.02% |
| CUBB | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 25.00 | 25.00 | 0.00% | market | 50.75% | 28.56% | — | 1.50% | -1.79% | 3.29% |
| CWT | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 48.30 | 48.30 | 0.00% | market | 74.77% | 6.78% | — | 4.52% | -1.79% | 6.31% |
| ESNT | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 44.88 | 44.88 | 0.00% | market | 12.12% | 13.79% | — | 0.23% | -1.79% | 2.02% |
| GOLF | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 40.27 | 40.27 | 0.00% | market | 104.88% | 9.07% | — | -6.06% | -1.79% | -4.27% |
| SFB | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 26.65 | 26.65 | 0.00% | market | 17.12% | 5.41% | — | -1.23% | -1.79% | 0.56% |
| UCB | 2020-11-07 | 2020-11-09 | 2020-11-23 | 2 | 23.81 | 23.81 | 0.00% | market | 51.25% | 10.69% | — | 5.53% | -1.79% | 7.32% |
| UI | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 252.58 | 252.58 | 0.00% | market | 70.34% | 36.25% | — | -3.43% | -1.79% | -1.64% |
| ZBH | 2020-11-06 | 2020-11-09 | 2020-11-23 | 3 | 155.14 | 155.14 | 0.00% | market | 72.38% | 31.01% | — | -8.65% | -1.79% | -6.86% |
| AGM | 2020-11-09 | 2020-11-10 | 2020-11-24 | 1 | 70.98 | 70.98 | 0.00% | market | 14.22% | 16.58% | — | -0.85% | 2.75% | -3.60% |
| DHT | 2020-11-09 | 2020-11-10 | 2020-11-24 | 1 | 5.27 | 5.27 | 0.00% | market | 21.43% | 27.27% | — | 2.18% | 2.75% | -0.58% |
| MCD | 2020-11-09 | 2020-11-10 | 2020-11-24 | 1 | 215.75 | 215.75 | 0.00% | market | 16.84% | 20.25% | — | 1.74% | 2.75% | -1.02% |
| OR | 2020-11-09 | 2020-11-10 | 2020-11-24 | 1 | 11.76 | 11.76 | 0.00% | market | 33.33% | 4.97% | — | -11.15% | 2.75% | -13.91% |
| WES | 2020-11-09 | 2020-11-10 | 2020-11-24 | 1 | 9.90 | 9.90 | 0.00% | market | 10.00% | 11.11% | — | 46.16% | 2.75% | 43.41% |
| GSL | 2020-11-10 | 2020-11-11 | 2020-11-25 | 1 | 8.80 | 8.80 | 0.00% | market | 18.92% | 0.11% | — | 3.31% | 1.76% | 1.55% |
| TME | 2020-11-10 | 2020-11-11 | 2020-11-25 | 1 | 15.15 | 15.15 | 0.00% | market | 20.00% | 11.40% | — | 10.20% | 1.76% | 8.44% |
| RVLV | 2020-11-11 | 2020-11-12 | 2020-11-27 | 1 | 19.11 | 19.11 | 0.00% | market | 92.86% | 11.73% | — | 23.92% | 2.28% | 21.64% |
| CELH | 2020-11-12 | 2020-11-13 | 2020-11-30 | 1 | 10.70 | 10.70 | 0.00% | market | 199.85% | 0.00% | — | 0.37% | 1.91% | -1.54% |
| DLNG | 2020-11-12 | 2020-11-13 | 2020-11-30 | 1 | 2.35 | 2.35 | 0.00% | market | 10.53% | 11.76% | — | 5.86% | 1.91% | 3.95% |
| NVMI | 2020-11-12 | 2020-11-13 | 2020-11-30 | 1 | 60.43 | 60.43 | 0.00% | market | 21.28% | 27.03% | — | 6.70% | 1.91% | 4.79% |
| MUFG | 2020-11-13 | 2020-11-16 | 2020-12-01 | 3 | 4.49 | 4.49 | 0.00% | market | 58.57% | 34.82% | — | -2.55% | 1.40% | -3.95% |
| SMFG | 2020-11-13 | 2020-11-16 | 2020-12-01 | 3 | 6.12 | 6.12 | 0.00% | market | 43.60% | 28.86% | — | -4.51% | 1.40% | -5.91% |
| BIDU | 2020-11-16 | 2020-11-17 | 2020-12-02 | 1 | 145.00 | 145.00 | 0.00% | market | 62.16% | 16.62% | — | -1.00% | 1.89% | -2.89% |
| EBC | 2020-11-16 | 2020-11-17 | 2020-12-02 | 1 | 13.89 | 13.89 | 0.00% | market | 21.43% | 25.92% | — | 8.25% | 1.89% | 6.36% |
| KB | 2020-11-16 | 2020-11-17 | 2020-12-02 | 1 | 41.84 | 41.84 | 0.00% | market | 55.63% | 45.12% | — | 2.07% | 1.89% | 0.18% |
| CPRT | 2020-11-18 | 2020-11-19 | 2020-12-04 | 1 | 29.16 | 29.16 | 0.00% | market | 17.65% | 12.70% | — | -4.01% | 4.01% | -8.02% |
| KEYS | 2020-11-18 | 2020-11-19 | 2020-12-04 | 1 | 114.20 | 114.20 | 0.00% | market | 10.96% | 12.31% | — | 7.79% | 4.01% | 3.78% |
| KNOP | 2020-11-18 | 2020-11-19 | 2020-12-04 | 1 | 13.32 | 13.32 | 0.00% | market | 16.67% | 20.00% | — | 17.77% | 4.01% | 13.76% |
| NVDA | 2020-11-18 | 2020-11-19 | 2020-12-04 | 1 | 13.21 | 13.21 | 0.00% | market | 16.67% | 15.25% | — | 2.55% | 4.01% | -1.46% |
| BRC | 2020-11-19 | 2020-11-20 | 2020-12-07 | 1 | 45.24 | 45.24 | 0.00% | market | 12.28% | 14.00% | — | 0.54% | 3.24% | -2.70% |
| INTU | 2020-11-19 | 2020-11-20 | 2020-12-07 | 1 | 358.85 | 358.85 | 0.00% | market | 154.05% | 12.12% | — | 3.62% | 3.24% | 0.38% |
| ZM | 2020-11-30 | 2020-12-01 | 2020-12-15 | 1 | 434.72 | 434.72 | 0.00% | market | 32.00% | 43.40% | — | -8.22% | 1.10% | -9.32% |
| BMO | 2020-12-01 | 2020-12-02 | 2020-12-16 | 1 | 74.80 | 74.80 | 0.00% | market | 22.30% | 29.69% | — | 2.09% | 1.47% | 0.63% |
| CRM | 2020-12-01 | 2020-12-02 | 2020-12-16 | 1 | 225.48 | 225.48 | 0.00% | market | 135.14% | 26.26% | — | -0.92% | 1.47% | -2.39% |
| VEEV | 2020-12-01 | 2020-12-02 | 2020-12-16 | 1 | 272.00 | 272.00 | 0.00% | market | 14.71% | 17.24% | — | -1.67% | 1.47% | -3.14% |
| RY | 2020-12-02 | 2020-12-03 | 2020-12-17 | 1 | 82.50 | 82.50 | 0.00% | market | 11.69% | 2.99% | — | -0.62% | 1.52% | -2.14% |
| CM | 2020-12-03 | 2020-12-04 | 2020-12-18 | 1 | 43.10 | 43.10 | 0.00% | market | 11.70% | 3.85% | — | 1.48% | 0.51% | 0.97% |
| MEI | 2020-12-03 | 2020-12-04 | 2020-12-18 | 1 | 36.71 | 36.71 | 0.00% | market | 28.75% | 40.35% | — | 3.33% | 0.51% | 2.83% |
| TD | 2020-12-03 | 2020-12-04 | 2020-12-18 | 1 | 55.28 | 55.28 | 0.00% | market | 28.72% | 38.35% | — | 1.44% | 0.51% | 0.93% |
| CPB | 2020-12-09 | 2020-12-10 | 2020-12-24 | 1 | 47.21 | 47.21 | 0.00% | market | 12.09% | 13.75% | — | 2.74% | 0.99% | 1.74% |
| FIZZ | 2020-12-10 | 2020-12-11 | 2020-12-28 | 1 | 43.12 | 43.12 | 0.00% | market | 10.87% | 9.41% | — | 0.73% | 1.99% | -1.26% |
| LULU | 2020-12-10 | 2020-12-11 | 2020-12-28 | 1 | 366.33 | 366.33 | 0.00% | market | 31.82% | 0.00% | — | -4.19% | 1.99% | -6.18% |
| LEN | 2020-12-16 | 2020-12-17 | 2021-01-04 | 1 | 76.99 | 76.99 | 0.00% | market | 18.49% | 4.54% | — | -3.63% | -0.85% | -2.79% |
| ACN | 2020-12-17 | 2020-12-18 | 2021-01-05 | 1 | 263.89 | 263.89 | 0.00% | market | 13.17% | 6.81% | — | -2.36% | 0.10% | -2.46% |
| PAYX | 2020-12-23 | 2020-12-24 | 2021-01-11 | 1 | 94.90 | 94.90 | 0.00% | market | 10.61% | 11.94% | — | -4.21% | 2.88% | -7.09% |
| SSL | 2020-12-31 | 2021-01-04 | 2021-01-19 | 4 | 9.02 | 9.02 | 0.00% | market | 1916.72% | 5.28% | — | 25.73% | 0.89% | 24.84% |
| JEF | 2021-01-04 | 2021-01-05 | 2021-01-20 | 1 | 24.46 | 24.46 | 0.00% | market | 122.00% | 22.44% | — | 0.96% | 4.29% | -3.33% |
| SAR | 2021-01-06 | 2021-01-07 | 2021-01-22 | 1 | 22.00 | 22.00 | 0.00% | market | 21.28% | 27.03% | — | 8.08% | 1.80% | 6.28% |
| CAG | 2021-01-07 | 2021-01-08 | 2021-01-25 | 1 | 33.89 | 33.89 | 0.00% | market | 10.96% | 10.46% | — | 3.06% | 1.00% | 2.06% |
| STZ | 2021-01-07 | 2021-01-08 | 2021-01-25 | 1 | 230.14 | 230.14 | 0.00% | market | 28.22% | 41.43% | — | -3.56% | 1.00% | -4.56% |
| WDFC | 2021-01-07 | 2021-01-08 | 2021-01-25 | 1 | 309.79 | 309.79 | 0.00% | market | 66.99% | 22.40% | — | -2.75% | 1.00% | -3.75% |
| INFY | 2021-01-13 | 2021-01-14 | 2021-01-29 | 1 | 18.57 | 18.57 | 0.00% | market | 13.33% | 15.38% | — | -9.20% | -2.76% | -6.44% |
| BLK | 2021-01-14 | 2021-01-15 | 2021-02-01 | 1 | 742.18 | 742.18 | 0.00% | market | 11.01% | 4.80% | — | -4.01% | -0.13% | -3.88% |
| PRGS | 2021-01-14 | 2021-01-15 | 2021-02-01 | 1 | 47.24 | 47.24 | 0.00% | market | 18.18% | 20.00% | — | -14.60% | -0.13% | -14.47% |
| WAFD | 2021-01-14 | 2021-01-15 | 2021-02-01 | 1 | 28.27 | 28.27 | 0.00% | market | 21.43% | 15.93% | — | -6.93% | -0.13% | -6.80% |
| C | 2021-01-15 | 2021-01-19 | 2021-02-02 | 4 | 65.20 | 65.20 | 0.00% | market | 55.22% | 32.68% | — | -8.72% | 0.85% | -9.57% |
| HDB | 2021-01-16 | 2021-01-19 | 2021-02-02 | 3 | 38.06 | 38.06 | 0.00% | market | 18.52% | 93.03% | — | 5.10% | 0.85% | 4.25% |
| JPM | 2021-01-15 | 2021-01-19 | 2021-02-02 | 4 | 139.86 | 139.86 | 0.00% | market | 39.34% | 0.23% | — | -4.57% | 0.85% | -5.42% |
| LOGI | 2021-01-18 | 2021-01-19 | 2021-02-02 | 1 | 102.95 | 102.95 | 0.00% | market | 140.20% | 0.52% | — | 6.61% | 0.85% | 5.76% |
| PNC | 2021-01-15 | 2021-01-19 | 2021-02-02 | 4 | 155.76 | 155.76 | 0.00% | market | 23.02% | 29.15% | — | -3.54% | 0.85% | -4.39% |
| FNB | 2021-01-19 | 2021-01-20 | 2021-02-03 | 1 | 10.93 | 10.93 | 0.00% | market | 16.67% | 77.22% | — | -6.05% | 0.19% | -6.24% |
| ONB | 2021-01-19 | 2021-01-20 | 2021-02-03 | 1 | 18.32 | 18.32 | 0.00% | market | 15.79% | 18.75% | — | -6.43% | 0.19% | -6.63% |
| ZION | 2021-01-19 | 2021-01-20 | 2021-02-03 | 1 | 49.50 | 49.50 | 0.00% | market | 62.75% | 8.45% | — | -7.11% | 0.19% | -7.30% |
| ASML | 2021-01-20 | 2021-01-21 | 2021-02-04 | 1 | 568.00 | 568.00 | 0.00% | market | 26.49% | 30.33% | — | -2.31% | 0.44% | -2.75% |
| BOKF | 2021-01-20 | 2021-01-21 | 2021-02-04 | 1 | 79.96 | 79.96 | 0.00% | market | 15.10% | 17.79% | — | 1.08% | 0.44% | 0.63% |
| CBSH | 2021-01-20 | 2021-01-21 | 2021-02-04 | 1 | 53.97 | 53.97 | 0.00% | market | 18.82% | 22.08% | — | 2.27% | 0.44% | 1.83% |
| HWC | 2021-01-20 | 2021-01-21 | 2021-02-04 | 1 | 40.49 | 40.49 | 0.00% | market | 30.00% | 42.86% | — | -8.60% | 0.44% | -9.04% |
| KMI | 2021-01-20 | 2021-01-21 | 2021-02-04 | 1 | 16.00 | 16.00 | 0.00% | market | 12.50% | 2.33% | — | -12.41% | 0.44% | -12.85% |
| MS | 2021-01-20 | 2021-01-21 | 2021-02-04 | 1 | 75.00 | 75.00 | 0.00% | market | 51.18% | 2.37% | — | -3.71% | 0.44% | -4.16% |
| WTFC | 2021-01-20 | 2021-01-21 | 2021-02-04 | 1 | 68.74 | 68.74 | 0.00% | market | 15.60% | 18.49% | — | -4.90% | 0.44% | -5.34% |
| ASB | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 19.16 | 19.16 | 0.00% | market | 29.03% | 53.62% | — | -0.05% | 1.43% | -1.48% |
| BANC | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 17.56 | 17.56 | 0.00% | market | 84.21% | 29.89% | — | 2.52% | 1.43% | 1.09% |
| BANF | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 62.74 | 62.74 | 0.00% | market | 43.24% | 2.74% | — | -0.79% | 1.43% | -2.21% |
| BANR | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 50.50 | 50.50 | 0.00% | market | 19.57% | 32.63% | — | -4.04% | 1.43% | -5.47% |
| BKU | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 36.37 | 36.37 | 0.00% | market | 25.35% | 27.03% | — | 2.98% | 1.43% | 1.55% |
| FITB | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 30.57 | 30.57 | 0.00% | market | 20.29% | 30.54% | — | 4.90% | 1.43% | 3.48% |
| HOMB | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 21.25 | 21.25 | 0.00% | market | 25.00% | 33.33% | — | 5.17% | 1.43% | 3.74% |
| INTC | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 58.85 | 58.85 | 0.00% | market | 38.18% | 7.84% | — | -1.24% | 1.43% | -2.67% |
| ISRG | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 261.01 | 261.01 | 0.00% | market | 14.42% | 17.33% | — | -2.76% | 1.43% | -4.18% |
| KEY | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 17.97 | 17.97 | 0.00% | market | 32.56% | 43.92% | — | 3.24% | 1.43% | 1.81% |
| MTB | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 142.83 | 142.83 | 0.00% | market | 16.17% | 19.29% | — | -1.80% | 1.43% | -3.23% |
| NBHC | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 34.23 | 34.23 | 0.00% | market | 33.33% | 0.00% | — | 2.21% | 1.43% | 0.78% |
| OZK | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 35.06 | 35.06 | 0.00% | market | 19.23% | 23.81% | — | 8.20% | 1.43% | 6.77% |
| SRCE | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 42.99 | 42.99 | 0.00% | market | 45.07% | 10.33% | — | -2.52% | 1.43% | -3.95% |
| TFC | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 50.22 | 50.22 | 0.00% | market | 21.65% | 27.63% | — | 4.82% | 1.43% | 3.39% |
| TFIN | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 57.64 | 57.64 | 0.00% | market | 52.44% | 27.43% | — | 11.04% | 1.43% | 9.61% |
| TRV | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 146.84 | 146.84 | 0.00% | market | 54.40% | 32.92% | — | -1.46% | 1.43% | -2.89% |
| WAL | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 70.87 | 70.87 | 0.00% | market | 46.21% | 5.52% | — | 4.13% | 1.43% | 2.70% |
| WBS | 2021-01-21 | 2021-01-22 | 2021-02-05 | 1 | 49.61 | 49.61 | 0.00% | market | 37.50% | 6.10% | — | -0.08% | 1.43% | -1.51% |
| ALLY | 2021-01-22 | 2021-01-25 | 2021-02-08 | 3 | 40.40 | 40.40 | 0.00% | market | 52.38% | 35.68% | — | 3.29% | 1.78% | 1.51% |
| FHB | 2021-01-22 | 2021-01-25 | 2021-02-08 | 3 | 25.14 | 25.14 | 0.00% | market | 13.64% | 25.28% | — | 1.17% | 1.78% | -0.61% |
| RF | 2021-01-22 | 2021-01-25 | 2021-02-08 | 3 | 17.46 | 17.46 | 0.00% | market | 45.24% | 13.58% | — | 11.81% | 1.78% | 10.03% |
| AGNC | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 16.43 | 16.43 | 0.00% | market | 17.19% | 10.20% | — | -0.95% | 1.26% | -2.21% |
| BRO | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 47.28 | 47.28 | 0.00% | market | 10.34% | 11.53% | — | -4.22% | 1.26% | -5.48% |
| CBU | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 68.25 | 68.25 | 0.00% | market | 11.84% | 13.43% | — | 3.90% | 1.26% | 2.64% |
| EFSC | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 38.99 | 38.99 | 0.00% | market | 44.93% | 5.41% | — | 2.13% | 1.26% | 0.88% |
| EQBK | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 23.66 | 23.66 | 0.00% | market | 35.19% | 3.34% | — | 4.51% | 1.26% | 3.25% |
| GABC | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 33.98 | 33.98 | 0.00% | market | 36.21% | 9.44% | — | 5.02% | 1.26% | 3.76% |
| GGG | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 75.10 | 75.10 | 0.00% | market | 19.61% | 24.39% | — | -4.03% | 1.26% | -5.28% |
| NWBI | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 13.91 | 13.91 | 0.00% | market | 27.27% | 28.61% | — | -1.25% | 1.26% | -2.51% |
| SCCO | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 67.28 | 67.28 | 0.00% | market | 10.29% | 12.06% | — | 0.44% | 1.26% | -0.82% |
| SFBS | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 43.50 | 43.50 | 0.00% | market | 16.05% | 12.90% | — | 4.29% | 1.26% | 3.03% |
| WSFS | 2021-01-25 | 2021-01-26 | 2021-02-09 | 1 | 47.10 | 47.10 | 0.00% | market | 26.09% | 55.80% | — | -1.52% | 1.26% | -2.78% |
| AMD | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 91.10 | 91.10 | 0.00% | market | 10.64% | 7.53% | — | 1.27% | 2.59% | -1.32% |
| AXP | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 114.86 | 114.86 | 0.00% | market | 34.35% | 5.00% | — | 11.54% | 2.59% | 8.95% |
| COF | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 103.19 | 103.19 | 0.00% | market | 87.06% | 30.53% | — | 13.88% | 2.59% | 11.29% |
| DHI | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 76.77 | 76.77 | 0.00% | market | 26.63% | 36.29% | — | 7.44% | 2.59% | 4.85% |
| FCF | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 12.20 | 12.20 | 0.00% | market | 17.39% | 1.92% | — | 4.49% | 2.59% | 1.90% |
| IVZ | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 20.60 | 20.60 | 0.00% | market | 26.32% | 44.10% | — | 10.19% | 2.59% | 7.60% |
| MMM | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 148.24 | 148.24 | 0.00% | market | 10.70% | 11.98% | — | 2.03% | 2.59% | -0.56% |
| MSFT | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 238.00 | 238.00 | 0.00% | market | 23.78% | 7.18% | — | 1.93% | 2.59% | -0.67% |
| RNR | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 152.67 | 152.67 | 0.00% | market | 26.05% | 33.68% | — | 3.93% | 2.59% | 1.34% |
| RNST | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 37.08 | 37.08 | 0.00% | market | 18.64% | 0.26% | — | 5.08% | 2.59% | 2.48% |
| SFNC | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 25.54 | 25.54 | 0.00% | market | 25.64% | 34.48% | — | 4.79% | 2.59% | 2.20% |
| TRMK | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 29.42 | 29.42 | 0.00% | market | 20.90% | 26.42% | — | 2.21% | 2.59% | -0.38% |
| TXN | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 166.45 | 166.45 | 0.00% | market | 22.39% | 28.85% | — | 4.65% | 2.59% | 2.06% |
| UBS | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 14.78 | 14.78 | 0.00% | market | 64.29% | 10.35% | — | 4.30% | 2.59% | 1.70% |
| WRB | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 28.60 | 28.60 | 0.00% | market | 17.14% | 19.70% | — | 4.87% | 2.59% | 2.27% |
| WSBC | 2021-01-26 | 2021-01-27 | 2021-02-10 | 1 | 30.20 | 30.20 | 0.00% | market | 24.59% | 32.61% | — | 2.91% | 2.59% | 0.32% |
| AAPL | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 139.52 | 139.52 | 0.00% | market | 19.15% | 23.68% | — | -3.25% | 3.81% | -7.06% |
| ADP | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 169.85 | 169.85 | 0.00% | market | 17.83% | 18.23% | — | -1.90% | 3.81% | -5.71% |
| BX | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 65.16 | 65.16 | 0.00% | market | 26.97% | 38.89% | — | 8.34% | 3.81% | 4.53% |
| CALX | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 36.30 | 36.30 | 0.00% | market | 36.36% | 4.76% | — | 1.11% | 3.81% | -2.70% |
| CASH | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 36.16 | 36.16 | 0.00% | market | 64.71% | 14.48% | — | 16.88% | 3.81% | 13.07% |
| CATY | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 36.99 | 36.99 | 0.00% | market | 17.11% | 0.67% | — | 0.58% | 3.81% | -3.24% |
| CLBK | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 7.20 | 7.20 | 0.00% | market | 35.70% | 38.64% | — | 0.59% | 3.81% | -3.22% |
| CPF | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 19.74 | 19.74 | 0.00% | market | 22.86% | 30.33% | — | 9.42% | 3.81% | 5.61% |
| META | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 277.18 | 277.18 | 0.00% | market | 20.50% | 25.79% | — | -2.55% | 3.81% | -6.36% |
| MKSI | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 170.39 | 170.39 | 0.00% | market | 15.84% | 18.82% | — | -4.53% | 3.81% | -8.34% |
| NBTB | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 34.40 | 34.40 | 0.00% | market | 23.19% | 30.19% | — | 3.04% | 3.81% | -0.77% |
| NDAQ | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 47.12 | 47.12 | 0.00% | market | 10.42% | 11.61% | — | 0.62% | 3.81% | -3.19% |
| QCRH | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 38.35 | 38.35 | 0.00% | market | 12.87% | 14.77% | — | 8.01% | 3.81% | 4.20% |
| RJF | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 64.36 | 64.36 | 0.00% | market | 29.57% | 7.97% | — | 17.41% | 3.81% | 13.60% |
| RLI | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 49.70 | 49.70 | 0.00% | market | 35.71% | 29.22% | — | 5.71% | 3.81% | 1.90% |
| SLM | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 13.15 | 13.15 | 0.00% | market | 228.57% | 1.70% | — | 13.89% | 3.81% | 10.08% |
| SYBT | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 47.98 | 47.98 | 0.00% | market | 41.82% | 6.31% | — | -0.58% | 3.81% | -4.39% |
| SYK | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 232.49 | 232.49 | 0.00% | market | 10.20% | 11.35% | — | 5.43% | 3.81% | 1.61% |
| TCBK | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 38.64 | 38.64 | 0.00% | market | 14.49% | 2.65% | — | 3.94% | 3.81% | 0.12% |
| URI | 2021-01-27 | 2021-01-28 | 2021-02-11 | 1 | 245.70 | 245.70 | 0.00% | market | 19.15% | 5.26% | — | 13.79% | 3.81% | 9.97% |
| ABCB | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 40.67 | 40.67 | 0.00% | market | 16.24% | 19.39% | — | 12.83% | 4.53% | 8.30% |
| AOS | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 56.32 | 56.32 | 0.00% | market | 25.42% | 34.09% | — | 7.09% | 4.53% | 2.56% |
| BPOP | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 59.85 | 59.85 | 0.00% | market | 36.36% | 4.76% | — | 3.99% | 4.53% | -0.53% |
| BY | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 15.91 | 15.91 | 0.00% | market | 31.03% | 52.86% | — | 22.46% | 4.53% | 17.94% |
| CE | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 117.00 | 117.00 | 0.00% | market | 21.51% | 28.57% | — | 13.34% | 4.53% | 8.82% |
| CMCSA | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 50.31 | 50.31 | 0.00% | market | 16.67% | 20.00% | — | 5.70% | 4.53% | 1.18% |
| CNOB | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 21.85 | 21.85 | 0.00% | market | 20.37% | 25.58% | — | 3.42% | 4.53% | -1.10% |
| CNX | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 12.75 | 12.75 | 0.00% | market | 16.67% | 29.68% | — | 4.37% | 4.53% | -0.16% |
| COLB | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 39.35 | 39.35 | 0.00% | market | 34.43% | 156.08% | — | 9.40% | 4.53% | 4.88% |
| DHR | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 202.05 | 202.05 | 0.00% | market | 11.23% | 12.65% | — | 7.78% | 4.53% | 3.25% |
| DLB | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 89.90 | 89.90 | 0.00% | market | 42.31% | 12.90% | — | 4.95% | 4.53% | 0.42% |
| EWBC | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 62.17 | 62.17 | 0.00% | market | 11.65% | 14.13% | — | 7.96% | 4.53% | 3.43% |
| EXP | 2021-01-28 | 2021-01-29 | 2021-02-12 | 1 | 112.48 | 112.48 | 0.00% | market | 12.79% | 12.99% | — | 9.14% | 4.53% | 4.61% |
| FBP | 2021-01-29 | 2021-02-01 | 2021-02-16 | 3 | 9.16 | 9.16 | 0.00% | market | 22.73% | 10.49% | — | 13.44% | 4.97% | 8.47% |
| GNTX | 2021-01-29 | 2021-02-01 | 2021-02-16 | 3 | 33.20 | 33.20 | 0.00% | market | 16.00% | 19.05% | — | 7.31% | 4.97% | 2.34% |
| LLY | 2021-01-29 | 2021-02-01 | 2021-02-16 | 3 | 209.46 | 209.46 | 0.00% | market | 17.02% | 20.51% | — | -1.87% | 4.97% | -6.84% |
| CACC | 2021-02-01 | 2021-02-02 | 2021-02-17 | 1 | 355.39 | 355.39 | 0.00% | market | 30.79% | 0.89% | — | 0.78% | 3.36% | -2.58% |
| CRUS | 2021-02-01 | 2021-02-02 | 2021-02-17 | 1 | 91.35 | 91.35 | 0.00% | market | 14.52% | 16.98% | — | -3.37% | 3.36% | -6.73% |
| ITUB | 2021-02-01 | 2021-02-02 | 2021-02-17 | 1 | 4.05 | 4.05 | 0.00% | market | 18.18% | 17.87% | — | -3.31% | 3.36% | -6.67% |
| NXPI | 2021-02-01 | 2021-02-02 | 2021-02-17 | 1 | 180.00 | 180.00 | 0.00% | market | 27.01% | 2.04% | — | 5.28% | 3.36% | 1.93% |
| AMGN | 2021-02-02 | 2021-02-03 | 2021-02-18 | 1 | 231.56 | 231.56 | 0.00% | market | 13.39% | 14.14% | — | 0.32% | 2.17% | -1.85% |
| ATKR | 2021-02-02 | 2021-02-03 | 2021-02-18 | 1 | 54.25 | 54.25 | 0.00% | market | 56.67% | 39.86% | — | 12.90% | 2.17% | 10.73% |
| CB | 2021-02-02 | 2021-02-03 | 2021-02-18 | 1 | 152.00 | 152.00 | 0.00% | market | 10.80% | 14.63% | — | 8.31% | 2.17% | 6.14% |
| GOOG | 2021-02-02 | 2021-02-03 | 2021-02-18 | 1 | 103.65 | 103.65 | 0.00% | market | 40.00% | 10.12% | — | 2.03% | 2.17% | -0.13% |
| AFG | 2021-02-03 | 2021-02-04 | 2021-02-19 | 1 | 93.83 | 93.83 | 0.00% | market | 70.72% | 111.87% | — | 14.46% | 1.85% | 12.61% |
| ALGN | 2021-02-03 | 2021-02-04 | 2021-02-19 | 1 | 607.50 | 607.50 | 0.00% | market | 21.96% | 28.14% | — | -1.46% | 1.85% | -3.30% |
| ALL | 2021-02-03 | 2021-02-04 | 2021-02-19 | 1 | 108.86 | 108.86 | 0.00% | market | 53.66% | 97.92% | — | -5.07% | 1.85% | -6.92% |
| APO | 2021-02-03 | 2021-02-04 | 2021-02-19 | 1 | 50.60 | 50.60 | 0.00% | market | 38.46% | 8.23% | — | 2.33% | 1.85% | 0.48% |
| APPS | 2021-02-03 | 2021-02-04 | 2021-02-19 | 1 | 75.90 | 75.90 | 0.00% | market | 31.25% | 20.00% | — | 11.85% | 1.85% | 10.00% |
| AVB | 2021-02-03 | 2021-02-04 | 2021-02-19 | 1 | 165.92 | 165.92 | 0.00% | market | 183.72% | 19.44% | — | 7.19% | 1.85% | 5.34% |
| CPRI | 2021-02-03 | 2021-02-04 | 2021-02-19 | 1 | 44.11 | 44.11 | 0.00% | market | 58.65% | 10.29% | — | 3.94% | 1.85% | 2.09% |
| BDX | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 195.80 | 195.80 | 0.00% | market | 44.90% | 13.32% | — | -3.73% | -0.30% | -3.43% |
| BSAC | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 21.09 | 21.09 | 0.00% | market | 30.95% | 9.85% | — | 9.29% | -0.30% | 9.59% |
| CG | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 37.23 | 37.23 | 0.00% | market | 45.45% | 11.11% | — | -2.97% | -0.30% | -2.67% |
| CLX | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 192.00 | 192.00 | 0.00% | market | 14.04% | 16.34% | — | -2.30% | -0.30% | -2.00% |
| DECK | 2021-02-04 | 2021-02-05 | 2021-02-22 | 1 | 53.51 | 53.51 | 0.00% | market | 28.21% | 13.10% | — | 2.07% | -0.30% | 2.37% |