Notebook
In [1]:
bt = get_backtest('5d2fc665f2f1b1624d6d013f')
bt.create_full_tear_sheet(round_trips=True)
100% Time: 0:00:41|###########################################################|
Start date2015-09-22
End date2019-07-05
Total months45
Backtest
Annual return 13.8%
Cumulative returns 63.2%
Annual volatility 6.4%
Sharpe ratio 2.04
Calmar ratio 2.59
Stability 0.98
Max drawdown -5.3%
Omega ratio 1.42
Sortino ratio 3.24
Skew 0.14
Kurtosis 2.28
Tail ratio 1.23
Daily value at risk -0.8%
Gross leverage 1.01
Daily turnover 10.6%
Alpha 0.13
Beta 0.02
Worst drawdown periods Net drawdown in % Peak date Valley date Recovery date Duration
0 5.33 2017-05-04 2017-06-26 2017-08-16 75
1 4.45 2016-01-29 2016-02-23 2016-03-15 33
2 4.29 2017-03-08 2017-04-12 2017-04-26 36
3 4.11 2016-04-07 2016-04-28 2016-06-14 49
4 3.66 2018-08-07 2018-10-02 2018-12-31 105
/usr/local/lib/python2.7/dist-packages/numpy/lib/function_base.py:3834: RuntimeWarning: Invalid value encountered in percentile
  RuntimeWarning)
Stress Events mean min max
Fall2015 0.06% -0.44% 0.40%
New Normal 0.05% -1.61% 2.10%
Top 10 long positions of all time max
ICPT-43505 0.41%
PBYI-42689 0.40%
SRPT-16999 0.40%
FLXN-46344 0.39%
CARA-46283 0.38%
GBT-49335 0.38%
RGNX-49409 0.37%
BLUE-44935 0.37%
ATRA-47901 0.37%
COKE-1753 0.37%
Top 10 short positions of all time max
WATT-46650 -5.23%
PLSE-49957 -5.07%
EOLS-51743 -5.06%
BPT-1068 -5.04%
RMTI-18196 -5.04%
AAOI-45503 -5.02%
PI-50138 -5.00%
SPKE-47372 -4.95%
EROS-45867 -4.95%
NHTC-18595 -4.91%
Top 10 positions of all time max
WATT-46650 5.23%
PLSE-49957 5.07%
EOLS-51743 5.06%
BPT-1068 5.04%
RMTI-18196 5.04%
AAOI-45503 5.02%
PI-50138 5.00%
SPKE-47372 4.95%
EROS-45867 4.95%
NHTC-18595 4.91%
All positions ever held max
WATT-46650 5.23%
PLSE-49957 5.07%
EOLS-51743 5.06%
BPT-1068 5.04%
RMTI-18196 5.04%
AAOI-45503 5.02%
PI-50138 5.00%
SPKE-47372 4.95%
EROS-45867 4.95%
NHTC-18595 4.91%
CARA-46283 4.90%
AXDX-15934 4.88%
LE-46579 4.84%
STMP-26286 4.81%
ACIA-33321 4.79%
ASPS-38633 4.79%
WRLD-8268 4.79%
TREE-36742 4.79%
DLTH-49615 4.77%
CIFS-51100 4.74%
CONN-25646 4.73%
NXST-25679 4.73%
BKE-915 4.73%
ELF-50320 4.70%
REV-14420 4.70%
CALM-16169 4.68%
SHAK-48543 4.68%
CRR-14700 4.67%
AAC-47842 4.67%
BNFT-45428 4.67%
CPSI-23667 4.67%
TRUP-47331 4.65%
RH-43599 4.65%
IIPR-50477 4.64%
CACC-1216 4.63%
ANIP-25565 4.63%
SAM-24822 4.63%
MGPI-24094 4.61%
FRED-2989 4.61%
APPN-50903 4.61%
LGIH-45818 4.61%
PETQ-51064 4.61%
LDOS-32714 4.61%
FRGI-42856 4.60%
VAC-42125 4.59%
NBEV-47346 4.59%
TCX-3929 4.59%
WABC-8084 4.59%
PBYI-42689 4.59%
PRLB-42546 4.59%
SGRY-49456 4.59%
KNDI-32972 4.59%
FCFS-5763 4.58%
URGN-50831 4.57%
TDOC-49222 4.57%
ZUMZ-27229 4.56%
HIIQ-44113 4.56%
BXMX-26746 4.56%
LNN-4471 4.55%
JBSS-4112 4.55%
CBRL-1308 4.55%
PEN-49413 4.55%
GBX-11645 4.54%
ATRC-27532 4.54%
STRA-15397 4.52%
RGR-6458 4.52%
DEA-48601 4.52%
SCHL-6705 4.51%
ETM-19693 4.51%
USCR-40241 4.51%
GLOB-47330 4.50%
HABT-48126 4.49%
OFIX-5601 4.49%
WTM-20315 4.49%
TYG-26016 4.49%
HRTG-46988 4.49%
UBNT-42027 4.47%
REVG-50636 4.46%
SRG-49238 4.45%
LJPC-11512 4.44%
BTU-22660 4.43%
EGRX-46354 4.42%
LL-35036 4.42%
BAS-27886 4.42%
SLCA-42436 4.42%
AQ-51385 4.41%
MPAA-10992 4.41%
CSU-17639 4.41%
ITCI-46053 4.39%
QURE-46310 4.39%
DDS-2126 4.37%
CWH-50366 4.36%
TDW-7364 4.35%
GTT-44938 4.34%
FFIN-10148 4.34%
ECPG-25320 4.33%
FTR-2069 4.23%
OXLC-40733 4.17%
PRTK-32095 4.16%
EBIX-18693 4.15%
INO-3150 4.11%
TARO-7308 4.10%
CHFC-1490 4.08%
GPRO-47208 4.07%
ORC-44141 4.06%
SCVL-8733 4.03%
ONCE-48547 4.03%
INST-49594 3.98%
CYBR-47779 3.97%
CCRC-49668 3.97%
VRTS-37869 3.95%
MAIN-34797 3.95%
BBDC-33359 3.93%
BANC-23943 3.93%
LOGM-38560 3.93%
AXGN-4413 3.93%
ANAB-50616 3.91%
ESPR-44989 3.85%
MTW-4656 3.83%
RRGB-23904 3.81%
ACLS-21717 3.80%
WDFC-8134 3.80%
SAFM-6624 3.80%
TPL-7551 3.79%
GHL-26265 3.78%
AMAG-659 3.78%
SFL-26386 3.75%
SLDB-51692 3.74%
ACRS-49465 3.69%
WLH-43733 3.68%
NSP-16323 3.60%
TCS-45780 3.59%
SWIR-21561 3.57%
TCBI-25467 3.55%
MNKD-26524 3.52%
MDGL-33298 3.50%
CMPR-27674 3.44%
SEDG-48823 3.42%
PZZA-9252 3.40%
NUS-16059 3.38%
AMBA-43495 3.38%
PLUS-25150 3.32%
TCMD-50169 3.29%
HRTX-22651 3.28%
COR-40146 3.28%
ATNI-610 3.26%
ICHR-50509 3.24%
NVRO-48025 3.22%
PLCE-24789 3.22%
CLVS-42166 3.20%
SSTK-43494 3.18%
ATRO-617 3.17%
IRBT-27780 3.14%
AERI-45733 3.14%
WVE-49585 3.11%
DOVA-50985 3.11%
DRQ-17646 3.10%
AIMC-33052 3.04%
VBTX-47875 3.02%
PETS-25867 3.02%
RDWR-20658 3.00%
CPA-27908 3.00%
LCI-23602 3.00%
FRPT-48038 2.95%
NAT-17553 2.93%
CSTE-42704 2.92%
VNDA-28326 2.89%
REX-9642 2.88%
TWI-9066 2.88%
RDUS-46871 2.86%
QUOT-46497 2.85%
TISI-7487 2.83%
ADMS-46722 2.82%
PFPT-42825 2.82%
SFNC-6812 2.80%
MYGN-13698 2.78%
MCRB-49195 2.75%
MEDP-50194 2.74%
EDIT-49736 2.74%
ALGT-33016 2.72%
BGS-33892 2.71%
HSKA-17227 2.71%
WAGE-42919 2.69%
WING-49126 2.67%
LPI-42263 2.66%
SA-26203 2.65%
CBB-24891 2.62%
KRNT-48872 2.62%
LGND-12200 2.61%
BKH-913 2.61%
CMG-28016 2.58%
TGI-15905 2.57%
ADXS-40992 2.56%
WSFS-9305 2.55%
ABM-52 2.55%
GNC-41182 2.54%
DRYS-26994 2.52%
CMP-25728 2.52%
HASI-44511 2.50%
ICPT-43505 2.47%
ILPT-51626 2.46%
FRO-22983 2.43%
CIR-20696 2.41%
BLUE-44935 2.41%
CLB-13508 2.40%
DPLO-47883 2.38%
SKT-9052 2.37%
DY-2385 2.36%
XLRN-45431 2.36%
VERI-50868 2.34%
ZIOP-31341 2.32%
ALNY-26335 2.28%
CVGW-23857 2.28%
CVI-22766 2.27%
FLXN-46344 2.26%
WCC-20163 2.26%
MMYT-40028 2.22%
CYTK-26232 2.22%
THS-27406 2.19%
HIBB-15815 2.18%
DAR-11908 2.18%
SPB-8414 2.16%
CBPO-35846 2.15%
GSBD-48780 2.13%
OCFC-15356 2.12%
RVNC-46315 2.12%
NMFC-41463 2.09%
ENTA-44332 2.09%
OLN-5643 2.08%
UVE-31185 2.07%
LAD-16238 2.05%
LOCO-47382 2.05%
BJRI-15775 2.04%
MDCA-12800 2.04%
NTLA-49934 2.03%
UVV-7885 2.00%
WLL-25707 1.99%
HEAR-40197 1.99%
ADRO-48925 1.99%
SSTI-50927 1.95%
ESLT-15991 1.92%
TPX-25802 1.91%
OLLI-49271 1.91%
VSI-38882 1.90%
CKH-1581 1.88%
MLAB-4898 1.87%
GKOS-49178 1.87%
AIMT-49323 1.86%
CASY-1266 1.85%
EXLS-32752 1.85%
PCRX-40815 1.84%
INSP-51975 1.84%
RCII-24827 1.83%
GDV-25655 1.79%
MDP-4751 1.78%
TRGP-40547 1.78%
SFLY-32660 1.77%
NTGR-25354 1.76%
MAXR-51271 1.75%
SRNE-33062 1.75%
DSX-27116 1.75%
ARWR-10417 1.73%
AKCA-51037 1.73%
FRTA-50398 1.73%
UNF-7789 1.71%
TSLX-46599 1.71%
VRAY-48015 1.70%
COWN-32377 1.67%
DORM-6355 1.67%
ATRA-47901 1.66%
RARE-46285 1.62%
ETH-8633 1.62%
WAB-13135 1.61%
NPTN-40807 1.60%
MRTX-45080 1.58%
ONDK-48290 1.58%
GBDC-39496 1.56%
SMPL-51019 1.55%
ARCH-50357 1.54%
ALV-16838 1.54%
TBPH-46932 1.53%
CRC-48073 1.49%
WWE-20818 1.48%
EAT-2404 1.47%
PGNX-17908 1.46%
NEA-24423 1.44%
AAPL-24 1.43%
OFG-16394 1.40%
GHDX-27666 1.39%
SIG-9774 1.39%
NVCR-49460 1.37%
NDLS-45014 1.37%
SOI-50870 1.37%
NCMI-33317 1.36%
GOGO-44965 1.35%
LMAT-32750 1.35%
ETW-27659 1.35%
CPS-39665 1.34%
DERM-47845 1.34%
GPI-24787 1.33%
CLNE-33924 1.33%
TNDM-45852 1.31%
RYTM-51262 1.30%
GBT-49335 1.29%
WMS-47380 1.28%
GLOG-42746 1.26%
FGEN-48088 1.25%
RGNX-49409 1.25%
DESP-51201 1.25%
NVDA-19725 1.24%
W-47833 1.24%
EPZM-44830 1.24%
MDB-51314 1.23%
CFMS-49211 1.23%
ITGR-22015 1.21%
NWBO-23322 1.19%
TSE-47098 1.19%
ABEO-28471 1.18%
BAND-51428 1.15%
CRBP-47955 1.13%
PII-6992 1.12%
PEI-5876 1.12%
FOSL-8816 1.10%
BIG-22657 1.10%
TREX-20028 1.07%
NWBI-12212 1.07%
EPAY-19784 1.07%
SNBR-19559 1.07%
FATE-45429 1.06%
NMZ-25674 1.04%
SDRL-52182 1.04%
GOLF-50424 1.03%
FNKO-51379 1.03%
NPK-5407 1.03%
CHTR-39095 1.03%
FTK-27496 1.03%
DSL-44614 1.02%
EQIX-24482 1.01%
ACOR-28077 0.98%
JNCE-50619 0.98%
RCKT-48602 0.97%
BMI-969 0.97%
XRAY-8352 0.97%
SGH-50900 0.96%
UPLD-48029 0.95%
RAD-6330 0.95%
HSII-19985 0.94%
ALDR-46869 0.93%
BOKF-1024 0.93%
PJT-49448 0.92%
CBM-1297 0.92%
LPLA-40445 0.91%
NVMI-21427 0.89%
LTXB-32674 0.89%
NTB-50279 0.88%
WGO-8168 0.87%
ITRI-10192 0.85%
AUB-10054 0.85%
NSIT-12471 0.85%
SPWR-27817 0.85%
RDFN-51079 0.85%
GDEN-19717 0.84%
IMMR-20877 0.84%
NUVA-26291 0.82%
PEB-39047 0.82%
STE-7173 0.82%
GOOG_L-26578 0.81%
EXPO-18417 0.79%
SSYS-12107 0.78%
AVLR-52100 0.77%
FIZZ-6104 0.76%
HLF-26892 0.74%
MBI-4684 0.73%
IPHI-40399 0.73%
LIVN-49501 0.73%
CZR-42461 0.72%
VNE-52084 0.71%
INGN-46370 0.71%
ALRM-49192 0.70%
APOG-474 0.69%
GME-23438 0.69%
MSTR-23889 0.69%
PTCT-44955 0.68%
CHDN-8613 0.67%
DRNA-46271 0.67%
AMPH-47193 0.67%
CORE-27864 0.66%
PCTY-46569 0.66%
AUPH-47621 0.66%
KN-46369 0.64%
CABO-49204 0.64%
BLDP-13798 0.64%
MAA-10639 0.64%
FI-45248 0.63%
XPO-26287 0.62%
HK-31032 0.62%
XON-45239 0.61%
SBRA-26096 0.60%
NVR-5513 0.60%
GMS-50004 0.60%
SD-50348 0.59%
TK-13289 0.59%
HOME-50187 0.58%
WMC-42917 0.58%
CATM-35253 0.57%
DIN-3846 0.57%
NEU-26395 0.56%
IFRX-51415 0.56%
VYGR-49579 0.54%
VCRA-42726 0.53%
SYNA-23398 0.52%
TRHC-50333 0.52%
BHVN-50839 0.50%
BOH-1023 0.49%
PBPB-45579 0.49%
NZF-23079 0.49%
IDRA-14255 0.49%
RAMP-110 0.48%
UTHR-20306 0.48%
CHRS-48026 0.48%
NVGS-45915 0.48%
AXSM-49607 0.48%
AINV-26183 0.47%
BEAT-35929 0.47%
STC-6893 0.46%
PM-35902 0.45%
BABY-22865 0.45%
CBAY-46189 0.45%
YRCW-8370 0.45%
FN-39824 0.45%
AMCX-41594 0.44%
AOBC-24519 0.43%
AXE-13500 0.43%
GLRE-33906 0.43%
PVG-42366 0.43%
ZGNX-40461 0.42%
CUTR-26157 0.42%
RLGY-43500 0.42%
SRPT-16999 0.42%
JOE-6904 0.42%
BIO-879 0.41%
MSGN-39171 0.40%
AKBA-46583 0.40%
AGIO-45143 0.40%
CLW-37775 0.39%
AYI-23276 0.39%
ANET-47063 0.39%
CHUY-43215 0.39%
COKE-1753 0.37%
APLS-51423 0.37%
VCEL-16437 0.37%
BPMC-49000 0.37%
ALG-8586 0.36%
ADUS-38880 0.36%
FPRX-45430 0.36%
GTHX-50879 0.36%
CGBD-50939 0.36%
BCRX-10905 0.36%
RETA-49995 0.36%
TDW-51090 0.36%
CSIQ-32856 0.36%
NVEE-45524 0.35%
MED-4766 0.35%
CRCM-46241 0.35%
FARO-17508 0.35%
SIEN-47968 0.35%
PRSC-25458 0.35%
TNC-7303 0.35%
PRTA-43730 0.35%
INSG-50449 0.35%
GHC-8259 0.35%
SAGE-47332 0.35%
IRTC-50399 0.35%
UNT-7806 0.35%
ARCB-41 0.35%
OTIC-47495 0.35%
AMWD-405 0.35%
DCPH-51233 0.35%
MCFT-49274 0.35%
SRDX-18490 0.35%
TMST-47162 0.35%
RMAX-45557 0.35%
CTMX-49470 0.35%
CVCO-25313 0.35%
ANIK-8910 0.35%
BLCM-48304 0.35%
AGX-28450 0.35%
AGEN-21104 0.35%
PFBC-27041 0.35%
RNET-40604 0.35%
ICUI-3796 0.35%
ROG-6534 0.35%
USNA-15408 0.35%
USPH-7855 0.35%
BOOM-1034 0.35%
UEIC-8566 0.35%
BOOT-47980 0.34%
KWR-6294 0.34%
IBTX-44396 0.34%
HOS-26150 0.34%
CEVA-24434 0.34%
ABG-24761 0.34%
MKL-4649 0.34%
GSHD-51962 0.34%
OXM-5728 0.34%
KOP-28039 0.34%
LCII-2295 0.34%
PJC-25823 0.34%
KAI-22911 0.34%
KPTI-45799 0.34%
GLYC-46135 0.34%
MYOK-49535 0.34%
CPK-1521 0.34%
AVAV-33194 0.34%
DXPE-17196 0.34%
Y-8369 0.34%
PATK-5761 0.34%
GCO-3131 0.34%
SXI-7259 0.34%
MTSC-5107 0.34%
UHAL-12141 0.34%
CNCE-46367 0.34%
FCNC_A-2739 0.34%
EHTH-32726 0.34%
KNSL-50168 0.34%
HURN-26708 0.34%
ARES-46843 0.34%
JJSF-4140 0.34%
TBK-48019 0.34%
NNBR-11003 0.34%
KALU-32121 0.34%
IMKT_A-3890 0.34%
CDNA-47321 0.34%
CTB-1942 0.34%
CVTI-12023 0.34%
RYI-47464 0.34%
CRMT-23575 0.34%
COHR-1751 0.34%
RTRX-41663 0.34%
CASH-9700 0.34%
SPSC-39528 0.34%
IMGN-3885 0.34%
SJW-6907 0.34%
BOLD-50135 0.34%
TTPH-44314 0.34%
CHE-26305 0.34%
DNR-15789 0.34%
MSG-49458 0.34%
ENV-39958 0.34%
PDS-5855 0.34%
NKTR-24572 0.34%
ASMB-40622 0.34%
EVBG-50264 0.34%
MBUU-46284 0.34%
NP-26837 0.34%
IIIN-3849 0.34%
IPI-36093 0.34%
MGLN-25837 0.34%
HY-43449 0.34%
SOHU-21813 0.34%
TXMD-28966 0.33%
SCL-6713 0.33%
RST-38296 0.33%
INFI-21744 0.33%
COTY-44909 0.33%
NUAN-19926 0.33%
TERP-47334 0.33%
MOV-14762 0.33%
FIVE-43201 0.33%
CORR-33284 0.33%
CSII-32325 0.33%
COLL-49016 0.33%
VMI-7897 0.33%
TOWR-40257 0.33%
OSIS-17718 0.33%
ROKU-51231 0.33%
PRO-34118 0.33%
XENT-47373 0.33%
SGMO-21447 0.33%
INSM-21778 0.33%
CTRL-45212 0.33%
IPHS-32820 0.33%
PRMW-40379 0.33%
CURO-51534 0.33%
LNTH-49189 0.33%
FEYE-45451 0.33%
BCEI-50824 0.33%
NPO-23798 0.33%
CARB-41820 0.33%
VRNS-46453 0.33%
CRAY-21374 0.33%
OCUL-47383 0.33%
TTD-50288 0.33%
INTL-12684 0.33%
STML-44041 0.33%
AMSF-27819 0.33%
VC-40159 0.33%
QLYS-43454 0.33%
TPB-49954 0.33%
HCI-36890 0.33%
MGNX-45643 0.33%
SFBS-46910 0.33%
MYRG-36737 0.33%
TGTX-13984 0.33%
AZO-693 0.33%
HFWA-18166 0.33%
MTRX-5105 0.33%
HBM-40301 0.33%
CYH-21608 0.33%
CRSP-50400 0.33%
CATO-1219 0.33%
JACK-20740 0.33%
HUBS-47872 0.33%
HZO-18917 0.33%
WIRE-8195 0.33%
TROX-40530 0.33%
IOSP-18759 0.33%
OLED-14774 0.33%
UCTT-26146 0.33%
MTRN-1188 0.33%
ECOL-2430 0.33%
VRTU-34483 0.33%
BTE-28232 0.33%
AZZ-694 0.33%
LFUS-4433 0.33%
PACB-40319 0.33%
ASIX-50260 0.33%
CUB-1979 0.33%
BZH-10728 0.33%
TRUE-46929 0.33%
NTNX-50338 0.33%
DECK-9909 0.33%
ENPH-42749 0.33%
UFPI-10300 0.33%
SND-50440 0.33%
COHU-1749 0.33%
NGVT-49925 0.33%
ASTE-579 0.33%
CCS-47145 0.33%
TVTY-371 0.33%
VVI-26439 0.33%
NG-25781 0.33%
ROLL-27557 0.33%
ESGR-33253 0.33%
IVC-4084 0.33%
LASR-51957 0.33%
ECHO-38798 0.33%
TLRD-7203 0.33%
NANO-5188 0.33%
MMI-45771 0.33%
TACO-46099 0.33%
GEO-11710 0.33%
OPB-46768 0.33%
SALT-45996 0.33%
CHEF-41765 0.33%
CCMP-21371 0.33%
LHCG-27342 0.33%
AMED-25392 0.33%
UEPS-27529 0.33%
MNRO-4945 0.33%
CACI-1218 0.33%
MX-41048 0.33%
NSA-48969 0.33%
PTLA-44770 0.33%
NAK-26776 0.33%
VRTV-47143 0.33%
AG-40607 0.33%
ICFI-32652 0.33%
HELE-3522 0.32%
ARRY-22192 0.32%
CALA-47830 0.32%
KLXE-52362 0.32%
LITE-49288 0.32%
BRSS-44777 0.32%
ARNA-21724 0.32%
TGH-34810 0.32%
PSMT-17568 0.32%
GOOS-50713 0.32%
RARX-50411 0.32%
CEIX-51457 0.32%
ERII-36518 0.32%
SCHN-10268 0.32%
TTS-40545 0.32%
PEGI-45526 0.32%
IMOS-22801 0.32%
PLUG-20776 0.32%
PRAA-24440 0.32%
HRI-32887 0.32%
CAMP-1244 0.32%
AKRX-270 0.32%
EFSC-27005 0.32%
ACAD-26322 0.32%
PAYC-46744 0.32%
WIX-45800 0.32%
CSTM-44780 0.32%
SPWH-46777 0.32%
SITE-49959 0.32%
TYL-7681 0.32%
TWOU-46648 0.32%
TSLA-39840 0.32%
NVAX-14112 0.32%
QDEL-6297 0.32%
REGI-42385 0.32%
SSW-27550 0.32%
PLAY-47884 0.32%
MTD-17895 0.32%
RYAM-47128 0.32%
SMP-6967 0.32%
VKTX-48997 0.32%
SUP-7217 0.32%
PIR-6000 0.32%
ERF-22215 0.32%
AROC-34575 0.32%
BLKB-26496 0.32%
EFII-2460 0.32%
MLNX-33316 0.32%
RUN-49321 0.32%
TELL-4982 0.32%
NWN-5523 0.32%
LDL-4402 0.32%
TTGT-33878 0.32%
ONVO-41829 0.32%
MTSI-42646 0.32%
APPF-49193 0.32%
AA-50428 0.32%
LSI-24823 0.32%
IIN-6941 0.32%
ECA-23021 0.32%
NINE-51648 0.32%
TRTN-50119 0.32%
EVH-49100 0.32%
MDCO-21906 0.32%
BMRN-20330 0.32%
RESI-43712 0.32%
SSB-16358 0.32%
INDB-3918 0.32%
BH-22472 0.32%
CNMD-1706 0.32%
CLF-1595 0.32%
CLDX-19187 0.32%
MELI-34525 0.32%
ADC-11085 0.32%
IAG-24491 0.32%
TWLO-50077 0.32%
LANC-4355 0.32%
NEWR-48253 0.32%
EXTN-49560 0.32%
TPIC-50137 0.32%
MUSA-45299 0.32%
FSCT-51350 0.31%
WSR-40055 0.31%
DFIN-50310 0.31%
ARR-35162 0.31%
BLX-957 0.31%
PSB-6190 0.31%
ELGX-23769 0.31%
VREX-50606 0.31%
THRM-19666 0.31%
AI-18027 0.31%
KAMN-4195 0.31%
DOOR-45383 0.31%
GPRE-28159 0.31%
CRZO-17358 0.31%
LPG-46867 0.31%
ENSG-35042 0.31%
MC-46771 0.31%
CMRX-44453 0.31%
IBP-46365 0.31%
ANAT-412 0.31%
APTS-41188 0.31%
ATNX-50938 0.31%
MTN-24799 0.31%
NBHC-43419 0.31%
FLOW-49434 0.31%
MEET-30658 0.31%
LBRT-51630 0.31%
SP-26332 0.31%
WMK-8226 0.31%
ENVA-47979 0.31%
CZZ-34560 0.31%
ISRG-25339 0.31%
UIS-7761 0.31%
AAWW-28378 0.31%
ASNA-2105 0.31%
ESE-2608 0.31%
JBT-36586 0.31%
HTZ-50070 0.31%
CAKE-1234 0.31%
ARQL-15752 0.31%
FOR-35245 0.31%
HT-19709 0.31%
STRL-9430 0.31%
RGLS-43472 0.30%
HTLF-24649 0.30%
EBAY-24819 0.30%
EGP-2471 0.30%
TA-33231 0.30%
MNK-44917 0.30%
HDSN-12185 0.30%
GIII-3210 0.30%
ACHN-32790 0.30%
TSEM-12116 0.30%
QNST-39218 0.30%
SNAP-50683 0.30%
INOV-48629 0.30%
TUSK-50378 0.30%
MITT-41669 0.30%
STKL-7158 0.30%
THC-5343 0.29%
BXC-26873 0.29%
CTRE-46951 0.29%
SINA-21448 0.29%
LMNX-21288 0.29%
SBLK-28112 0.29%
NK-49298 0.29%
MIC-26898 0.29%
HEES-28023 0.29%
DX-16743 0.29%
RUBI-46671 0.29%
UNFI-16129 0.29%
AKS-10897 0.29%
TNK-35260 0.29%
WK-48254 0.29%
IMMU-3891 0.29%
LXU-4545 0.29%
COLD-51651 0.29%
SAIA-24115 0.29%
I-44539 0.28%
CBU-1313 0.28%
SBSI-18786 0.28%
SM-4664 0.28%
ANDE-14329 0.28%
X-8329 0.28%
PRTY-48933 0.28%
POWI-18085 0.28%
BCEI-42272 0.28%
CXW-22102 0.28%
RGEN-6449 0.28%
GTLS-32433 0.28%
USAT-31164 0.28%
WIFI-41374 0.27%
IONS-4031 0.27%
GLUU-33566 0.27%
TWTR-45815 0.27%
RTEC-24801 0.27%
CSGS-14354 0.27%
VECO-12267 0.27%
AMD-351 0.27%
STAR-24862 0.27%
SXT-22272 0.27%
ZAGG-32502 0.26%
ATRS-22418 0.26%
TITN-35190 0.26%
ADVM-47422 0.26%
VIVO-4244 0.26%
EBS-32878 0.26%
MACK-42735 0.26%
CMCO-14348 0.26%
NRE-49511 0.26%
VICR-7965 0.26%
GSM-38638 0.26%
SDRL-39495 0.25%
LOB-49289 0.25%
DNOW-46949 0.25%
INN-40842 0.25%
YEXT-50781 0.25%
BTG-44884 0.25%
STNG-39422 0.25%
WD-40592 0.25%
FRAN-41737 0.25%
BID-869 0.25%
RAVN-6347 0.25%
RIGL-25226 0.25%
IO-3996 0.25%
CHGG-45847 0.25%
HEI-3519 0.25%
DNLI-51542 0.25%
PODD-33858 0.25%
GRUB-46693 0.25%
AMBC-44636 0.24%
JRVR-48258 0.24%
TECD-7372 0.24%
OCN-15697 0.24%
EXK-33236 0.24%
TCO-7346 0.24%
IPGP-33033 0.24%
SPPI-24517 0.24%
GVA-3123 0.24%
SHOP-49060 0.24%
HPQ-3735 0.24%
TTI-7633 0.24%
ERI-47743 0.24%
HZNP-41766 0.24%
PBH-27027 0.24%
VRA-40287 0.24%
AEGN-3949 0.24%
NGD-27323 0.24%
NAV-5199 0.24%
VCYT-45758 0.23%
GTS-35194 0.23%
VRS-50133 0.23%
HHC-40378 0.23%
BDSI-23846 0.23%
CENT_A-33297 0.23%
SUPN-42877 0.23%
AUY-25714 0.23%
FOLD-33949 0.23%
FICO-2837 0.23%
CJ-50690 0.23%
EXAS-22364 0.22%
CPLG-52026 0.22%
TDG-28161 0.22%
DBD-2100 0.22%
CMRE-40354 0.22%
CENX-14484 0.22%
WMT-8229 0.22%
KGC-9189 0.22%
PRI-39434 0.21%
CPRX-32844 0.21%
TNP-23544 0.21%
FANG-43512 0.21%
BCPC-932 0.21%
HQY-47397 0.21%
CERS-16333 0.21%
MEOH-4795 0.21%
AYX-50735 0.21%
RPD-49275 0.21%
SKY-6924 0.21%
MGRC-4840 0.21%
HOMB-32302 0.21%
KALA-51051 0.21%
QTWO-46578 0.21%
AMZN-16841 0.21%
ENDP-21750 0.20%
UIHC-35018 0.20%
EGO-24547 0.20%
FDS-15129 0.20%
DFRG-43237 0.20%
MHO-10217 0.20%
HUBG-14569 0.20%
CCRN-24893 0.20%
CUBI-42317 0.20%
ZFGN-47165 0.20%
ROCK-10263 0.20%
AMRS-40165 0.20%
TUES-24770 0.20%
SCSC-11046 0.20%
ANGI-42175 0.19%
QUAD-39860 0.19%
ANF-15622 0.19%
INVA-26676 0.19%
AHH-44677 0.19%
BANR-22093 0.19%
SPTN-21939 0.19%
CSGP-20475 0.19%
MHLD-36164 0.19%
FB-42950 0.19%
AAXN-22846 0.18%
CNS-26569 0.18%
SXC-41733 0.18%
SGMS-22637 0.18%
HCC-50780 0.18%
AGI-44156 0.18%
Z-49315 0.18%
LBY-9192 0.17%
IART-18727 0.17%
SAND-43329 0.17%
CDE-1374 0.17%
LKSD-50312 0.17%
PMT-38630 0.17%
OAS-39797 0.17%
MATW-11668 0.17%
PCH-5809 0.17%
HA-3431 0.17%
WTI-26986 0.17%
WSO-8288 0.17%
WEX-27045 0.17%
PETX-45011 0.17%
AMC-46027 0.17%
MCY-5017 0.17%
MOH-25349 0.17%
LTC-4561 0.17%
ZUO-51917 0.17%
OPK-23120 0.16%
MGP-49891 0.16%
APAM-44249 0.16%
FIT-49139 0.16%
MDSO-38538 0.16%
AIN-247 0.16%
FCX-13197 0.16%
ABR-26186 0.16%
WPC-21713 0.16%
RRD-2248 0.16%
CLDT-39498 0.16%
FSM-41915 0.15%
TLYS-42895 0.15%
SLGN-16559 0.15%
JCOM-22450 0.15%
MU-5121 0.15%
LII-24767 0.15%
CDEV-50376 0.15%
FRAC-50612 0.15%
RIG-9038 0.15%
MPWR-26811 0.15%
IRM-14388 0.15%
NHI-5303 0.14%
HOLI-28942 0.14%
YNDX-41484 0.14%
NOMD-47572 0.14%
MSFT-5061 0.14%
ENTG-21754 0.14%
DPZ-26466 0.14%
CCOI-23428 0.14%
PES-22551 0.14%
VEEV-45667 0.14%
PAHC-46748 0.14%
QRVO-48384 0.14%
EZPW-2671 0.14%
CDXS-39523 0.14%
WTS-8107 0.14%
TRXC-29042 0.14%
IRT-45247 0.14%
PAAS-13083 0.13%
HOV-3645 0.13%
SSRM-15591 0.13%
MSM-5066 0.13%
PDLI-5847 0.13%
RNG-45521 0.13%
AGS-51700 0.13%
BKS-9693 0.13%
CHK-8461 0.13%
XOG-50368 0.13%
WPX-42251 0.13%
RNR-13267 0.12%
PIRS-47377 0.12%
XXII-32588 0.12%
ZS-51832 0.12%
STAA-7130 0.12%
EXPR-39626 0.12%
KFRC-13450 0.12%
BDC-26479 0.12%
PARR-43375 0.12%
TRVN-46272 0.12%
WTTR-50789 0.12%
VSTM-42426 0.12%
VSAT-16307 0.11%
CRS-1874 0.11%
S-2938 0.11%
DATA-44747 0.11%
JNJ-4151 0.11%
KREF-50850 0.11%
GNL-49087 0.11%
BCOR-24011 0.11%
GWW-3421 0.11%
GNW-26323 0.11%
IDA-3798 0.11%
CHS-8612 0.11%
PLAB-6018 0.11%
PDCE-5907 0.11%
FWRD-19216 0.10%
CODI-32102 0.10%
LXRX-21413 0.10%
KEM-4265 0.10%
CVIA-52059 0.10%
MTH-16385 0.10%
VSTO-48531 0.10%
BOX-48486 0.10%
NOG-35961 0.10%
REI-42894 0.10%
GTY-3406 0.10%
FOXF-45238 0.10%
CARG-51281 0.10%
SFIX-51467 0.09%
NXPI-39994 0.09%
EPAM-42463 0.09%
PINC-45506 0.09%
RUTH-27549 0.09%
GEF-14379 0.09%
BL-50418 0.09%
NE-5249 0.09%
CNSL-27478 0.09%
PCG-5792 0.09%
MGEE-23957 0.09%
LMT-12691 0.09%
SRI-24800 0.09%
ATI-24840 0.09%
FCPT-49543 0.08%
GLNG-24489 0.08%
ADS-22747 0.08%
HMST-42496 0.08%
TPC-5824 0.08%
SRC-43414 0.08%
TECH-7373 0.08%
MUX-7845 0.08%
EGBN-20713 0.08%
SONO-52291 0.08%
OKTA-50758 0.08%
SWM-14164 0.08%
ETSY-48934 0.08%
CAR-17991 0.08%
AAL-45971 0.08%
CORT-26191 0.08%
OMF-45670 0.07%
TEUM-29314 0.07%
CNX-24758 0.07%
GES-24811 0.07%
IRDM-35933 0.07%
ABBV-43694 0.07%
CVNA-50807 0.07%
NFLX-23709 0.07%
FTSI-51725 0.07%
VMW-34545 0.07%
COUP-50350 0.07%
MODN-44311 0.07%
VRSN-18221 0.07%
CRI-25576 0.07%
DOCU-51937 0.07%
CMTL-1675 0.07%
INTC-3951 0.07%
FIBK-39401 0.07%
NVTA-48628 0.07%
MKTX-26781 0.07%
TRNO-39161 0.07%
AWR-19037 0.07%
TEN-7422 0.06%
FSLR-32902 0.06%
CRK-1663 0.06%
DDD-12959 0.06%
NTRA-49236 0.06%
EVRI-27639 0.06%
WOW-50902 0.06%
AXAS-677 0.06%
EIGI-45735 0.06%
GCI-49203 0.06%
NEXA-51346 0.06%
VSLR-47820 0.06%
SC-46215 0.06%
TDY-7367 0.06%
SYMC-7272 0.06%
COMM-45734 0.05%
NMRK-51580 0.05%
OMI-5660 0.05%
RLI-6489 0.05%
UPL-22406 0.05%
PPBI-23966 0.05%
CADE-50779 0.05%
AAON-9681 0.05%
WYNN-24124 0.05%
NIHD-24622 0.05%
ABMD-53 0.05%
MGI-26435 0.05%
ESV-2621 0.05%
WPM-27437 0.05%
FNV-41886 0.05%
AWI-32690 0.05%
MCRN-49177 0.05%
PLT-10655 0.05%
LSTR-8667 0.05%
GSAT-32819 0.05%
AVEO-39350 0.04%
LRN-35259 0.04%
SI