paststat loader
as on: Jun-19 09:49
+
  • Symbol : a.k.a ticker
  • Pref : Long or short, based on the historical Backtesting Report. Arrived at summing all the change% values and if negative usually going short was profitable, if positive going long was profitable
  • LTP : Last traded price ( the price at which the trading strategy triggered)
  • Chg% : Current day's change in percentage
  • Vol : Volume in 1000's
  • # : Number of trades generated by the trading strategy on a stock over the last four years ( our default backtest period)
  • %Wins : Number of winning trades expressed as percentage
  • Avg% : The average profit per trade in percentage for all the trades in the last four years
  • Med% : The median profit per trade in percentage
  • OAPF : Outlier Adjusted Prof Factor , is the system’s gross profit ( minus the larget winning trade) in $ terms divided by gross loss in $ terms. Look for systems that have a profit factor of 2.5, or higher
  • AWT% : The average profit per winning trades for all the winning trades in the last four years
  • ALT% : The average profit per losing trades for all the losing trades in the last four years
  • Payoff : Ratio of Avg Win / Avg Loss %
  • MLT% : Maximum Loss Trade (%)
  • T-Test : square root (n) * (average trade %/ standard deviation of trades %) , t-test of 2.1 for a sample size of 25, is considered to be statistically significant
  • backtesting period : default backtesting period is 4 year's , if the stock is trading then , other wise since it's listing
TRADING SIGNALS:
New Month Low 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
AADR Long 57.18 -0.52 28 46 65 0.40 0.57 1.73 1.19 -1.09 1.09 -3.60 1.86
AAL Long 42.44 -0.77 5,303 55 50 0.03 0.15 1.01 1.83 -1.84 0.99 -6.58 0.09
AAXJ Short 74.82 -1.12 1,038 49 46 0.03 0.12 0.85 0.97 -0.80 1.21 -3.34 0.18
ABB Short 22.65 -1.65 1,469 48 56 0.23 -0.16 1.33 1.13 -0.93 1.22 -3.82 1.13
ACHN Short 2.99 0.67 875 60 56 0.28 -0.18 1.04 2.87 -3.10 0.93 -10.30 0.51
AEY Long 1.29 -0.77 14 71 40 0.15 0.00 0.92 2.07 -1.18 1.75 -5.88 0.54
AFH Short 9.95 -9.13 190 48 52 0.10 0.00 0.77 1.98 -1.95 1.02 -5.45 0.22
AKAO Long 11.71 -0.76 791 58 48 0.08 -0.19 0.95 3.99 -3.57 1.12 -10.02 0.13
AKG Short 1.09 -6.03 340 52 48 0.47 0.52 1.09 6.06 -4.70 1.29 -36.99 0.40
AMAT Long 48.32 -2.01 13,415 57 57 0.10 0.28 0.89 1.46 -1.77 0.82 -4.59 0.36
AMU Short 16.68 1.89 48 53 71 0.90 -0.63 3.23 1.69 -1.11 1.52 -3.73 3.28
APAM Long 32.00 -0.78 232 57 49 0.06 0.00 0.95 1.36 -1.21 1.12 -7.89 0.23
ARES Short 20.50 -0.97 192 56 58 0.06 -0.11 0.84 1.24 -1.64 0.76 -4.99 0.23
ASA Long 10.31 -0.48 106 65 53 0.21 0.08 1.14 1.65 -1.46 1.13 -8.50 0.75
ASM Long 1.28 -0.78 62 62 45 0.05 0.00 0.74 3.21 -2.56 1.25 -22.65 0.08
ATEC Short 3.01 -11.99 346 55 61 1.31 0.00 0.99 4.53 -3.90 1.16 -9.68 1.34
AVH Short 7.24 -0.41 106 67 55 0.10 0.00 1.09 1.93 -2.16 0.89 -7.93 0.30
AWF Short 11.54 -0.09 156 57 59 0.14 0.00 1.39 0.65 -0.62 1.05 -2.07 1.22
AXS Short 56.55 0.00 483 48 47 0.04 0.03 1.02 0.93 -0.78 1.19 -1.82 0.28
AXTA Short 30.48 -1.68 1,004 42 54 0.38 -0.45 1.38 1.79 -1.32 1.36 -3.65 1.15
AZN Short 36.10 -0.85 1,901 62 53 0.02 -0.10 0.92 1.05 -1.15 0.91 -4.81 0.11
BCX Short 9.36 0.00 252 47 59 0.22 -0.20 1.30 1.03 -0.99 1.04 -4.97 0.93
BFR Short 13.44 -8.63 777 61 63 0.52 -0.87 1.82 1.99 -2.10 0.95 -12.34 1.44
BGY Short 5.80 -0.34 245 49 63 0.30 -0.13 1.61 1.10 -1.07 1.03 -3.32 1.35
BHK Short 12.67 -0.16 209 43 53 0.01 0.00 0.87 0.43 -0.47 0.91 -1.35 0.10
BKF Long 44.03 -0.90 56 49 51 0.21 0.09 1.40 1.44 -1.08 1.33 -3.58 0.93
BKLN Short 23.00 -0.35 2,789 50 58 0.01 0.00 0.98 0.13 -0.15 0.87 -0.75 0.36
BLUE Long 176.65 -3.52 1,131 50 46 0.16 -0.16 0.74 4.35 -3.41 1.28 -13.29 0.23
BOH Long 85.05 0.12 137 45 64 0.20 0.35 1.41 0.95 -1.14 0.83 -3.05 1.03
BOKF Short 96.06 -5.74 973 37 45 0.02 0.16 0.85 1.41 -1.16 1.22 -3.05 0.07
BR Long 116.46 1.82 2,560 41 65 0.52 0.43 2.76 1.19 -0.77 1.55 -2.32 2.76
BSET Long 27.00 -0.92 54 50 40 0.20 -0.51 0.72 2.78 -1.52 1.83 -5.42 0.39
BTI Short 48.34 -2.03 1,875 50 50 0.07 0.04 0.93 1.17 -1.04 1.13 -3.92 0.34
BZH Short 14.63 -3.05 464 51 56 0.17 -0.39 1.10 2.41 -2.79 0.86 -10.21 0.34
CALI Long 2.61 -0.76 10 43 55 1.10 1.01 1.05 5.18 -4.06 1.28 -21.50 1.12
CB Long 129.44 -1.10 1,923 51 60 0.15 0.44 1.22 0.93 -1.07 0.87 -3.57 0.84
CCCR Short 1.12 0.00 35 46 63 0.47 0.00 0.79 5.63 -8.35 0.67 -26.15 0.32
CCLP Short 5.40 -1.10 86 61 60 0.58 -0.73 1.32 3.36 -3.71 0.91 -11.73 0.95
CCU Short 24.77 -2.29 164 49 51 0.06 0.00 1.02 0.90 -0.82 1.10 -2.34 0.38
CEFL Short 15.80 0.32 120 39 69 0.86 -0.73 2.54 1.84 -1.36 1.35 -4.19 2.44
CEVA Short 32.95 -5.04 239 43 55 0.16 -0.42 0.98 2.21 -2.43 0.91 -16.46 0.28
CFR Short 113.53 -0.02 225 42 52 0.13 -0.20 0.98 1.64 -1.54 1.06 -4.38 0.43
CHA Long 45.98 -0.56 50 72 51 0.01 0.04 0.91 1.21 -1.26 0.96 -4.03 0.05
CHL Long 44.60 -0.76 998 66 57 0.07 0.21 1.09 0.92 -1.08 0.85 -3.21 0.45
CHT Long 35.91 -0.44 136 57 59 0.15 0.19 1.58 0.57 -0.46 1.24 -2.20 1.64
CLS Long 11.92 -1.16 481 57 56 0.01 0.29 0.82 1.43 -1.80 0.79 -5.04 0.03
CMA Long 94.68 0.12 1,619 43 60 0.07 0.54 0.98 1.33 -1.86 0.72 -7.65 0.21
CMD Long 98.52 -1.49 330 71 57 0.26 0.26 1.19 1.53 -1.47 1.04 -5.43 1.15
CNHI Long 11.27 -2.17 1,455 44 54 0.44 0.29 1.90 1.70 -1.08 1.57 -3.24 1.67
COPX Short 25.61 -0.47 43 65 50 0.24 0.00 1.23 1.77 -1.34 1.32 -4.70 0.90
CORT Short 16.88 -12.90 3,200 35 54 0.36 0.00 0.88 3.25 -3.08 1.06 -11.28 0.51
COWN Short 15.10 -0.33 166 56 51 0.00 0.00 1.01 2.36 -2.53 0.93 -13.41 0.00
CPF Long 29.31 0.31 86 49 53 0.26 0.25 1.43 1.43 -1.06 1.35 -4.46 1.07
CRAI Long 53.15 0.11 63 47 53 0.10 0.37 0.93 1.65 -1.68 0.98 -4.97 0.34
CRESY Short 15.84 -4.92 200 43 62 0.54 -0.06 1.60 1.88 -1.71 1.10 -6.83 1.38
CS Long 15.22 -1.30 1,970 61 55 0.12 0.17 0.93 1.64 -1.80 0.91 -8.77 0.35
CTBI Long 50.75 1.00 32 44 59 0.26 0.29 1.60 1.07 -0.90 1.19 -2.45 1.39
CW Short 126.85 -0.99 194 47 57 0.17 -0.13 1.34 0.95 -0.87 1.09 -2.27 0.96
CXH Long 9.18 0.05 51 44 52 0.10 0.11 1.36 0.43 -0.27 1.59 -0.82 1.36
CYRN Short 2.75 -1.79 43 62 54 0.10 0.00 1.10 2.50 -2.82 0.89 -11.11 0.23
CYTK Long 8.25 -16.67 1,680 54 46 0.53 0.00 0.95 3.70 -2.20 1.68 -10.17 0.92
DBEM Long 23.54 -1.63 13 49 51 0.02 0.04 0.96 0.84 -0.83 1.01 -2.95 0.13
DBVT Short 20.63 1.68 117 49 57 0.13 -0.35 1.06 1.66 -1.91 0.87 -4.46 0.41
DCOM Short 19.85 0.25 146 47 59 0.08 -0.06 1.03 0.89 -1.12 0.79 -4.51 0.38
DFJ Long 79.99 -0.70 16 36 66 0.30 0.51 2.03 0.88 -0.85 1.04 -4.02 1.58
DQ Short 34.72 -1.14 568 42 61 1.65 -0.89 3.03 4.00 -2.17 1.84 -5.68 2.41
DSPG Long 11.60 -1.69 161 45 44 0.05 0.00 0.84 2.03 -1.53 1.33 -4.65 0.13
DVYE Short 40.40 -1.34 196 63 53 0.27 -0.16 1.28 1.30 -0.94 1.38 -2.31 1.47
EDN Short 41.28 -2.34 225 52 59 0.52 -0.32 1.09 1.88 -1.50 1.25 -5.79 1.68
EMB Short 106.23 -0.52 3,985 48 60 0.13 -0.13 1.47 0.40 -0.28 1.43 -1.36 1.41
ENZ Short 5.54 -0.18 151 60 60 0.48 -0.21 1.25 2.10 -1.95 1.08 -5.22 1.30
EOD Short 5.62 -0.53 131 49 59 0.38 -0.27 1.83 1.22 -0.83 1.47 -2.19 1.87
EPOL Short 22.27 -2.92 761 65 60 0.28 -0.12 1.44 1.23 -1.14 1.08 -3.20 1.53
ESIO Short 18.44 -0.65 608 56 58 0.03 0.00 0.70 1.87 -2.61 0.72 -13.21 0.06
EVG Short 13.04 -0.31 32 52 55 0.09 0.00 1.33 0.47 -0.39 1.21 -1.69 1.14
EWL Short 33.25 -1.13 430 51 49 0.04 0.03 0.96 0.78 -0.67 1.16 -2.25 0.30
EWT Short 36.24 -1.41 5,721 55 54 0.14 -0.06 1.08 1.20 -1.13 1.06 -3.36 0.69
EXD Short 9.12 -0.22 53 47 53 0.01 0.00 0.92 0.53 -0.58 0.91 -1.58 0.10
EXI Long 92.22 -0.60 146 44 63 0.02 0.19 0.92 0.55 -0.91 0.60 -2.47 0.14
EYES Short 1.75 -3.31 233 62 58 0.35 0.00 1.85 3.61 -4.17 0.87 -24.83 0.50
EZPW Short 12.65 0.40 498 55 47 0.09 0.21 0.62 2.46 -2.03 1.21 -10.00 0.19
FCAU Long 20.83 -0.10 3,844 50 50 0.08 0.10 1.11 2.39 -2.24 1.07 -5.55 0.18
FCO Short 7.92 0.00 34 72 55 0.10 0.00 1.23 0.70 -0.66 1.06 -2.89 0.85
FCT Short 12.83 -0.23 45 47 61 0.04 0.00 0.93 0.46 -0.64 0.72 -2.95 0.34
FEM Short 27.21 -1.14 159 57 52 0.08 -0.04 0.97 1.04 -0.99 1.05 -3.61 0.46
FIBK Short 43.15 0.35 162 36 47 0.09 0.06 0.78 1.44 -1.12 1.29 -2.60 0.32
FNHC Long 21.77 -0.05 216 51 49 0.10 0.00 0.84 2.00 -1.73 1.16 -11.11 0.24
FOR Short 22.45 -1.54 137 54 66 0.66 -0.56 1.76 1.96 -1.94 1.01 -3.39 1.99
FORD Long 1.46 -0.68 71 70 40 0.21 0.00 0.72 3.57 -2.03 1.76 -9.09 0.32
FRA Short 13.97 -1.20 144 43 53 0.06 -0.07 1.10 0.47 -0.41 1.15 -1.42 0.64
FRBK Long 8.25 -1.20 272 63 46 0.03 0.00 0.89 1.61 -1.32 1.22 -3.92 0.14
FRSH Short 5.02 -8.06 36 52 57 0.53 -0.29 1.20 3.04 -2.89 1.05 -8.11 0.81
FULT Short 17.00 0.89 727 39 46 0.14 0.29 0.85 1.55 -1.07 1.45 -4.01 0.47
FUN Long 64.33 -1.73 130 40 50 0.07 0.04 0.99 1.08 -0.93 1.16 -3.63 0.34
FXB Short 128.52 -0.26 11 72 52 0.08 -0.01 1.17 0.46 -0.34 1.35 -1.35 1.12
FXI Long 46.25 -1.20 26,101 45 60 0.01 0.15 0.80 1.08 -1.60 0.68 -4.29 0.04
GARS Short 8.20 -2.61 87 50 56 0.11 0.00 1.06 1.11 -1.16 0.96 -5.74 0.49
GCAP Long 7.80 -5.91 469 53 54 0.61 0.16 1.21 2.83 -2.08 1.36 -6.66 1.11
GEF Long 55.24 0.07 290 49 55 0.44 0.13 1.66 1.72 -1.14 1.51 -3.33 1.67
GENE Short 1.07 -2.73 43 64 73 1.26 -0.59 1.58 3.32 -4.45 0.75 -33.33 1.64
GLPG Long 98.58 -0.90 79 42 57 0.70 0.41 1.74 2.57 -1.79 1.44 -7.47 1.57
GLYC Long 15.49 -2.33 788 60 41 0.49 -0.23 0.88 3.46 -1.63 2.12 -6.60 0.92
GNR Short 50.61 0.06 70 43 58 0.16 -0.07 1.12 0.98 -0.98 1.00 -3.77 0.77
GROW Long 1.92 -3.03 140 72 37 0.03 -0.44 0.96 3.57 -2.09 1.71 -9.09 0.07
GVAL Long 24.05 -0.46 33 64 43 0.00 -0.04 0.86 0.88 -0.68 1.29 -1.88 0.00
GWX Long 35.16 -0.73 57 40 60 0.03 0.25 1.05 0.65 -0.89 0.73 -2.48 0.19
HBNC Long 21.20 -32.76 158 44 72 0.89 0.69 5.40 1.45 -0.60 2.42 -2.07 3.57
HBP Long 5.16 -2.82 80 49 51 0.24 0.34 1.12 2.62 -2.24 1.17 -8.67 0.50
HOLI Long 23.04 -0.48 222 53 50 0.01 0.14 0.70 1.92 -1.97 0.97 -18.72 0.02
HRTG Long 16.03 -0.68 205 54 59 0.78 0.52 1.37 2.51 -1.74 1.44 -6.25 1.46
HSII Short 37.35 -2.61 121 45 48 0.08 0.05 0.94 1.84 -1.60 1.15 -3.86 0.25
HZO Short 22.00 -8.14 527 59 49 0.45 0.04 1.26 2.95 -1.97 1.50 -7.67 0.90
IBP Short 59.80 -1.81 215 34 50 0.18 0.04 1.11 2.55 -2.19 1.16 -8.82 0.32
IBTX Long 70.75 -0.70 250 54 64 0.39 0.85 1.49 1.80 -2.21 0.81 -6.34 1.22
IDLV Short 32.47 -1.90 283 47 51 0.03 0.00 0.93 0.59 -0.56 1.05 -1.76 0.27
IDRA Short 1.56 -8.24 2,288 57 64 1.05 -0.56 1.51 3.72 -3.87 0.96 -11.76 1.39
IHD Short 8.34 -2.00 69 52 59 0.09 -0.18 1.15 0.83 -1.01 0.82 -2.78 0.55
INF Short 11.96 -0.75 37 49 65 0.35 -0.37 1.64 1.09 -1.04 1.05 -3.81 1.72
INO Short 4.43 -1.34 671 60 51 0.27 0.00 1.08 3.01 -2.65 1.14 -7.60 0.52
INTC Short 53.22 -3.43 39,754 57 50 0.10 -0.03 0.93 1.12 -0.95 1.18 -2.19 0.55
IPCC Long 144.00 1.19 89 48 60 0.15 0.26 1.10 0.92 -1.03 0.89 -3.58 0.82
IRS Short 16.81 -7.28 117 50 54 0.50 -0.21 1.34 2.48 -1.82 1.36 -4.45 1.27
ITCI Short 20.39 -1.16 340 46 63 1.30 -1.38 1.80 3.81 -3.00 1.27 -9.47 2.05
ITRN Long 31.10 0.00 41 43 51 0.32 0.15 1.51 1.61 -1.03 1.56 -3.66 1.22
IVZ Short 26.82 -2.51 10,249 62 50 0.28 -0.07 1.31 1.66 -1.10 1.51 -4.41 1.07
IX Short 83.17 -0.89 35 55 45 0.03 0.28 0.82 1.51 -1.21 1.25 -4.48 0.12
JCE Short 14.93 -1.06 59 44 52 0.17 0.00 1.07 1.05 -0.79 1.33 -2.49 0.83
JE Long 3.58 -1.38 383 50 68 0.66 1.06 1.40 2.45 -3.14 0.78 -10.80 1.37
JLS Long 23.33 0.04 37 36 55 0.10 0.08 1.46 0.44 -0.32 1.38 -0.91 1.15
JMLP Short 7.95 1.15 32 58 63 1.05 -0.69 3.49 2.29 -1.12 2.04 -3.53 3.52
JPC Short 9.68 -1.02 322 43 48 0.10 0.11 1.02 0.86 -0.63 1.37 -2.55 0.62
JPS Short 9.24 -1.39 688 42 52 0.04 -0.06 0.95 0.87 -0.88 0.99 -3.93 0.20
JTD Short 16.78 -0.12 15 37 48 0.12 0.01 1.03 1.17 -0.87 1.34 -1.67 0.55
KBA Long 32.52 -1.45 311 47 59 0.18 0.27 1.02 1.12 -1.19 0.94 -4.77 0.72
KBAL Long 16.14 -1.34 223 52 51 0.05 0.28 0.96 1.83 -1.87 0.98 -10.87 0.13
KBH Short 25.67 -1.57 1,342 51 43 0.22 0.35 0.88 2.31 -1.37 1.69 -4.54 0.55
KEYW Short 8.28 -2.36 704 51 62 0.49 -0.90 1.66 2.63 -3.11 0.85 -12.80 0.87
KLAC Short 112.05 -0.70 1,152 46 50 0.06 -0.07 0.68 1.61 -1.49 1.08 -4.79 0.19
KMM Short 8.78 -0.38 24 39 69 0.18 -0.12 2.26 0.42 -0.35 1.20 -0.80 2.24
KRNY Short 13.80 0.73 542 43 65 0.27 -0.35 1.53 0.97 -1.04 0.93 -2.46 1.35
KTWO Short 22.16 1.33 318 47 48 0.12 0.18 0.91 2.43 -2.10 1.16 -7.41 0.25
LAND Short 12.76 0.24 102 49 51 0.07 0.00 0.99 1.50 -1.41 1.06 -3.71 0.26
LBIX Short 1.12 -5.08 22 67 70 0.29 0.00 1.06 1.98 -3.70 0.54 -10.39 0.64
LDL Long 41.35 -0.24 89 58 55 0.09 0.16 1.17 1.35 -1.46 0.92 -4.60 0.36
LDOS Long 59.50 -1.13 1,974 41 53 0.23 0.10 1.07 1.44 -1.17 1.23 -5.43 0.80
MATR Short 2.70 0.93 9 52 57 0.04 0.00 1.03 2.08 -2.75 0.76 -12.86 0.08
MAV Short 10.84 0.00 36 41 56 0.21 0.00 1.56 0.80 -0.53 1.51 -1.06 1.53
MEN Long 10.44 -0.10 61 37 35 0.02 0.00 0.91 0.71 -0.35 2.03 -1.36 0.19
MG Short 18.57 -1.07 74 59 52 0.16 -0.15 1.00 2.02 -1.90 1.06 -9.34 0.42
MGF Long 4.47 -0.89 54 60 38 0.04 0.00 1.12 0.52 -0.26 2.00 -1.20 0.64
MGNX Long 22.43 -0.27 168 53 49 0.19 0.00 0.92 3.30 -2.82 1.17 -15.41 0.31
MGU Short 22.19 0.09 23 44 63 0.68 -0.33 3.10 1.47 -0.70 2.10 -1.35 2.84
MLNX Short 84.35 -1.80 531 48 52 0.06 -0.04 0.88 1.20 -1.19 1.01 -3.64 0.26
MNTA Long 22.50 2.74 481 58 51 0.15 0.08 1.06 2.39 -2.25 1.06 -8.61 0.36
MPAA Short 19.00 -1.04 525 62 56 0.43 -0.41 1.32 2.39 -2.11 1.13 -10.44 1.07
MRC Short 19.90 -0.60 854 64 51 0.30 -0.04 1.10 2.70 -2.25 1.20 -8.18 0.74
MTL Short 3.26 -4.12 67 62 56 0.02 0.00 0.95 2.75 -3.52 0.78 -10.96 0.03
MUA Short 13.09 0.00 41 40 57 0.03 0.00 0.99 0.39 -0.45 0.87 -1.41 0.32
MXL Long 17.40 -1.53 1,440 44 50 0.17 0.10 0.94 2.15 -1.82 1.18 -5.86 0.40
MYJ Short 13.76 0.00 35 48 62 0.07 -0.10 1.09 0.54 -0.71 0.76 -3.87 0.51
MYL Short 38.58 -1.08 5,193 48 54 0.12 -0.17 0.97 1.86 -1.94 0.96 -6.18 0.33
MYN Short 11.89 -0.08 57 49 61 0.04 -0.08 1.04 0.39 -0.52 0.75 -1.44 0.48
MZOR Short 56.94 -3.33 811 49 59 0.51 -0.42 0.88 2.35 -2.15 1.09 -8.89 1.11
NSPR Short 1.05 -11.02 597 75 56 0.22 0.00 1.75 5.10 -5.98 0.85 -21.21 0.26
NTG Short 16.94 -5.36 557 52 55 0.40 -0.39 1.54 1.77 -1.33 1.33 -6.39 1.30
NVAX Short 1.58 -0.63 4,222 40 57 0.38 -0.99 0.78 3.20 -3.44 0.93 -15.50 0.55
NVS Long 74.09 -2.24 2,183 62 53 0.02 0.08 0.92 0.85 -0.93 0.91 -3.07 0.13
OMN Short 10.20 -0.49 82 57 64 0.66 -0.57 1.83 1.93 -1.69 1.14 -4.28 2.12
OPB Short 29.15 -0.51 200 44 56 0.35 -0.22 1.33 1.57 -1.25 1.26 -3.99 1.14
ORAN Long 16.78 -1.06 543 65 53 0.18 0.06 1.34 1.08 -0.87 1.24 -5.01 1.07
PB Short 70.73 -0.83 454 44 40 0.00 0.29 0.80 1.96 -1.36 1.44 -5.28 0.00
PCY Short 26.34 -1.01 2,237 49 57 0.10 -0.03 1.09 0.44 -0.37 1.19 -1.19 0.98
PDN Long 33.72 -1.89 14 44 56 0.14 0.18 1.40 0.73 -0.63 1.16 -2.65 0.98
PDS Long 3.20 1.27 1,440 77 45 0.07 0.00 1.00 2.80 -2.21 1.27 -7.84 0.17
PEB Short 39.13 -1.01 885 43 51 0.01 -0.03 0.82 1.65 -1.71 0.96 -4.08 0.03
PFN Short 10.62 1.14 206 40 45 0.12 0.15 1.06 0.86 -0.49 1.76 -1.96 0.82
PGHY Long 23.43 -0.36 69 49 61 0.10 0.09 1.95 0.29 -0.21 1.38 -1.43 1.88
PHD Long 11.23 -1.06 57 48 39 0.04 -0.09 0.95 0.72 -0.41 1.76 -1.26 0.39
PHI Short 23.81 -1.77 134 66 60 0.42 -0.33 1.78 1.61 -1.41 1.14 -4.13 1.64
PHT Short 9.33 -0.64 91 48 56 0.34 -0.09 1.40 1.29 -0.88 1.47 -3.61 1.32
PID Short 15.53 -1.21 122 43 60 0.25 -0.14 1.67 0.90 -0.75 1.20 -2.60 1.39
PIE Short 20.81 -2.25 184 42 45 0.01 0.09 0.86 1.16 -0.94 1.23 -2.89 0.05
PKO Short 26.92 -0.59 79 35 51 0.12 0.00 0.93 0.89 -0.71 1.25 -1.45 0.60
PPA Long 56.67 -0.26 108 47 55 0.11 0.16 1.41 0.70 -0.62 1.13 -2.86 0.85
PPLT Short 84.00 -0.56 60 79 56 0.12 -0.22 1.35 0.84 -0.83 1.01 -3.14 1.03
PPR Long 5.08 -0.20 289 50 50 0.09 0.04 1.33 0.53 -0.36 1.47 -2.12 1.04
PRA Long 36.95 -0.67 524 53 56 0.09 0.10 0.97 0.86 -0.92 0.93 -4.57 0.51
PRGX Short 8.83 -3.02 42 48 52 0.03 0.00 0.69 1.69 -1.77 0.95 -4.71 0.09
PXF Short 43.66 -2.09 82 48 56 0.04 -0.06 0.98 0.81 -0.95 0.85 -2.06 0.24
PXI Long 42.25 1.62 10 57 49 0.20 -0.02 1.08 1.77 -1.32 1.34 -5.81 0.71
RAIL Short 16.65 1.90 82 61 55 0.39 -0.10 1.48 2.22 -1.92 1.16 -5.99 1.11
RFP Long 9.80 -4.39 312 55 54 0.70 0.24 1.41 3.22 -2.32 1.39 -10.11 1.40
RGSE Short 1.08 -1.01 110 81 61 1.34 -1.82 2.11 5.46 -5.31 1.03 -23.08 1.71
RICK Long 29.71 -0.93 111 44 54 0.13 0.30 1.23 1.43 -1.44 0.99 -5.57 0.48
RIGL Long 3.17 -0.94 1,910 56 48 0.02 0.00 0.82 2.99 -2.75 1.09 -8.90 0.04
RNN Short 1.77 -4.32 298 60 70 0.99 -0.70 2.53 2.74 -3.09 0.89 -10.61 2.01
RNR Long 123.16 -0.61 156 37 54 0.28 0.37 1.18 1.42 -1.06 1.34 -4.97 0.89
ROBO Long 41.29 -0.65 286 42 54 0.11 0.16 1.26 0.85 -0.80 1.06 -2.92 0.65
ROX Short 1.19 -0.83 257 48 62 0.40 -1.15 1.32 2.84 -3.67 0.77 -8.97 0.69
RTEC Long 32.20 0.31 159 47 55 0.53 0.23 1.42 2.00 -1.28 1.56 -4.02 1.63
RUSL Short 37.41 -1.42 217 60 45 0.22 0.95 1.09 5.08 -3.76 1.35 -9.53 0.30
RWM Short 37.99 -0.52 326 79 60 0.10 -0.20 1.42 0.52 -0.54 0.96 -1.38 1.36
RYAAY Short 113.89 -2.37 395 43 44 0.18 0.59 0.92 2.50 -1.65 1.52 -4.13 0.39
RYE Short 61.18 1.68 29 59 54 0.15 -0.08 1.10 1.21 -1.11 1.09 -5.01 0.69
SANW Long 3.15 -7.35 68 57 50 0.07 0.17 0.96 2.19 -2.12 1.03 -11.56 0.16
SATS Short 45.92 -0.76 449 57 54 0.28 -0.18 1.48 1.29 -0.93 1.39 -3.16 1.43
SDPI Short 1.90 -7.31 187 60 55 0.15 0.00 1.27 3.89 -4.43 0.88 -14.31 0.20
SHI Long 67.37 -6.90 54 42 69 0.12 0.52 0.95 1.26 -2.41 0.52 -11.68 0.29
SHO Long 16.41 -0.18 1,491 55 45 0.01 -0.12 0.89 1.29 -1.05 1.23 -3.78 0.05
SIL Short 29.42 -0.51 150 53 73 1.01 -0.64 2.85 2.18 -2.24 0.97 -6.83 2.57
SLM Short 11.60 1.13 1,943 58 48 0.10 0.18 0.77 1.46 -1.17 1.25 -3.12 0.42
SLYG Long 65.09 0.14 129 53 64 0.25 0.31 1.69 0.90 -0.92 0.98 -2.59 1.68
SNMX Short 1.18 0.85 119 76 59 0.54 -0.65 1.10 4.19 -4.75 0.88 -23.28 0.52
SPXX Short 17.81 -1.38 114 35 48 0.10 0.07 0.81 0.96 -0.72 1.33 -2.10 0.44
SQBG Short 1.82 -2.15 151 65 49 0.21 0.14 0.96 2.99 -2.49 1.20 -9.99 0.48
SRTY Short 22.56 -1.53 243 77 59 0.30 -0.51 1.46 1.58 -1.60 0.99 -4.13 1.31
SSB Long 88.95 0.34 172 52 63 0.42 0.43 2.12 1.21 -0.95 1.27 -4.21 2.18
SSL Short 35.95 -0.22 330 53 60 0.39 -0.29 1.61 1.60 -1.45 1.10 -3.80 1.44
STML Short 17.75 -0.28 153 61 49 0.50 0.20 0.89 4.07 -2.96 1.38 -14.58 0.58
TAL Short 40.18 3.72 5,771 38 52 0.43 -0.11 1.02 3.32 -2.79 1.19 -13.56 0.54
TAN Short 23.38 0.56 140 54 51 0.10 -0.09 0.90 1.61 -1.54 1.05 -3.62 0.36
TCBI Short 95.60 -4.02 1,352 42 45 0.11 0.30 0.72 2.15 -1.57 1.37 -3.43 0.26
TDF Short 22.24 -1.90 101 38 44 0.06 0.11 0.89 1.36 -0.99 1.37 -3.67 0.23
TEF Long 8.57 -1.27 825 74 52 0.00 0.12 0.90 1.00 -1.11 0.90 -3.72 0.00
TEI Short 10.31 -0.39 141 54 48 0.01 0.13 0.86 0.64 -0.59 1.08 -1.40 0.10
TEO Long 20.75 -5.12 357 55 49 0.26 -0.13 1.18 2.33 -1.74 1.34 -8.92 0.67
TGS Long 14.35 -3.37 236 40 50 0.32 -0.02 0.61 2.23 -1.59 1.40 -4.58 0.84
TI Short 7.84 -0.63 160 70 50 0.07