paststat loader
as on :Jun-18
+
  • 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:
Unfilled Full Gap Down 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
AADR Long 57.18 -0.52 28 147 48 0.07 0.00 1.08 1.01 -0.80 1.26 -4.65 0.67
AAXJ Short 74.82 -1.12 1,038 154 45 0.04 0.11 1.04 1.05 -0.80 1.31 -3.99 0.39
ABB Short 22.65 -1.65 1,469 122 47 0.05 0.05 1.03 0.98 -0.79 1.24 -3.82 0.45
ACWX Short 48.84 -0.75 1,619 136 56 0.06 -0.05 1.11 0.72 -0.80 0.90 -2.92 0.67
AFH Long 9.95 -9.13 190 17 47 0.14 -0.35 0.80 1.95 -1.47 1.33 -4.24 0.26
AIA Short 64.89 -1.34 54 187 49 0.00 0.02 1.00 0.87 -0.85 1.02 -4.01 0.00
AOR Long 44.80 -0.33 85 58 60 0.00 0.11 0.89 0.39 -0.59 0.66 -2.21 0.00
ARGT Short 28.06 -3.64 112 77 57 0.32 -0.11 1.37 1.26 -0.93 1.35 -2.80 1.85
ASHR Long 28.72 -1.17 1,024 219 56 0.14 0.22 0.96 1.71 -1.89 0.90 -13.65 0.69
ASML Long 211.10 -1.73 601 103 55 0.07 0.38 1.06 1.28 -1.43 0.90 -5.30 0.42
AXTA Short 30.48 -1.68 1,004 19 63 0.66 -0.19 3.09 1.42 -0.63 2.25 -1.05 1.98
AZN Short 36.10 -0.85 1,901 112 49 0.01 0.03 0.98 1.03 -0.96 1.07 -5.30 0.08
BBVA Long 6.84 -1.58 6,194 171 52 0.09 0.13 1.06 1.32 -1.28 1.03 -7.47 0.68
BIB Long 57.80 -1.50 135 29 55 0.35 0.75 0.93 2.50 -2.30 1.09 -6.03 0.59
BIIB Long 289.12 -5.22 3,260 27 55 0.18 0.52 1.01 1.29 -1.20 1.08 -3.10 0.63
BKLN Long 23.00 -0.35 2,789 25 52 0.06 0.04 1.29 0.28 -0.19 1.47 -0.53 0.90
BMS Short 42.02 -1.32 597 22 54 0.45 -0.06 1.84 1.40 -0.68 2.06 -1.52 1.47
BOKF Short 96.06 -5.74 973 36 58 0.42 -0.36 1.45 1.69 -1.35 1.25 -3.64 1.35
BT Short 13.84 -1.77 838 195 49 0.00 0.05 0.91 1.11 -1.07 1.04 -6.62 0.00
BTE Long 3.40 -11.92 7,602 52 48 0.13 -0.23 0.65 4.08 -3.53 1.16 -11.92 0.17
BTI Long 48.34 -2.03 1,875 145 55 0.04 0.14 1.03 1.02 -1.20 0.85 -5.15 0.32
BUD Short 96.60 -1.96 1,781 121 53 0.04 -0.09 1.04 0.97 -1.05 0.92 -3.94 0.33
CAJ Long 33.35 -1.13 440 161 48 0.01 -0.03 0.97 0.90 -0.83 1.08 -4.17 0.11
CB Long 129.44 -1.10 1,923 30 60 0.26 0.28 1.45 1.10 -1.01 1.09 -3.57 1.02
CHT Long 35.91 -0.44 136 91 45 0.03 0.00 1.01 0.66 -0.49 1.35 -2.20 0.39
CII Short 16.41 -0.67 74 32 46 0.09 0.13 0.84 1.30 -0.98 1.33 -2.57 0.31
CLS Long 11.92 -1.16 481 25 64 0.29 0.33 0.89 1.66 -2.16 0.77 -5.04 0.52
CNHI Long 11.27 -2.17 1,455 151 49 0.11 0.00 1.02 1.85 -1.56 1.19 -6.65 0.59
CRH Short 37.26 -0.93 428 161 53 0.04 -0.06 0.99 1.27 -1.37 0.93 -5.79 0.28
CS Short 15.22 -1.30 1,970 168 52 0.11 -0.07 1.07 1.43 -1.34 1.07 -8.99 0.70
CSQ Short 12.83 -0.62 346 20 55 0.05 -0.27 0.75 1.07 -1.20 0.89 -2.77 0.15
CWI Long 37.69 -0.76 109 140 47 0.01 -0.03 0.93 0.74 -0.66 1.12 -3.77 0.12
CYTK Short 8.25 -16.67 1,680 4 75 0.65 -0.35 0.73 1.34 -1.43 0.94 -1.43 0.65
DBEF Short 32.20 -0.65 878 134 46 0.09 0.08 1.16 1.01 -0.70 1.44 -2.55 0.89
DBEM Short 23.54 -1.63 13 111 53 0.23 0.00 1.75 0.96 -0.60 1.60 -2.42 2.16
DBEU Short 29.01 -0.89 498 132 45 0.08 0.06 1.15 1.03 -0.71 1.45 -2.52 0.78
DBJP Long 43.60 -0.75 54 167 55 0.01 0.18 0.97 0.99 -1.23 0.80 -6.81 0.08
DEM Short 43.65 -1.42 316 157 52 0.08 0.00 1.20 0.98 -0.90 1.09 -3.24 0.82
DEO Long 145.70 -1.93 343 144 47 0.02 -0.04 0.99 0.86 -0.72 1.19 -3.25 0.23
DFE Long 69.38 -0.53 120 144 53 0.04 0.10 1.05 0.76 -0.78 0.97 -4.83 0.43
DFJ Long 79.99 -0.70 16 175 56 0.02 0.11 1.00 0.70 -0.87 0.80 -5.10 0.25
DGS Short 50.19 -1.49 158 138 51 0.11 -0.02 1.23 1.01 -0.85 1.19 -2.70 1.03
DIS Short 107.06 -1.64 9,262 33 63 0.37 -0.24 2.39 0.87 -0.51 1.71 -2.17 2.04
DLS Short 75.31 -0.50 45 118 50 0.03 0.00 0.94 0.66 -0.62 1.06 -2.39 0.35
DMB Short 12.30 -0.97 52 14 50 0.26 0.02 1.01 1.20 -0.68 1.76 -1.43 0.76
DNB Short 127.03 -2.99 418 33 51 0.02 -0.05 0.88 1.55 -1.60 0.97 -3.78 0.06
DVYE Short 40.40 -1.34 196 131 52 0.19 -0.11 1.37 1.11 -0.82 1.35 -3.74 1.68
DWM Short 54.39 -0.77 18 149 48 0.01 0.04 0.99 0.72 -0.65 1.11 -2.95 0.13
DXJ Long 56.34 -0.81 833 175 54 0.01 0.16 0.96 1.09 -1.31 0.83 -6.90 0.08
DXJF Short 24.80 -1.33 2 296 53 0.08 0.00 1.12 1.26 -1.27 0.99 -4.90 0.79
EDC Short 98.31 -3.79 182 160 50 0.24 -0.06 1.29 3.29 -2.88 1.14 -10.67 0.76
EDI Short 12.87 -1.83 72 27 77 0.45 -0.67 1.75 1.13 -1.94 0.58 -5.51 1.29
EDIV Short 31.26 -1.91 56 154 55 0.05 -0.10 1.06 0.89 -1.00 0.89 -3.55 0.50
EDV Long 112.52 -0.86 41 123 52 0.04 0.06 1.01 0.86 -0.86 1.00 -2.79 0.40
EELV Short 24.77 -1.43 84 115 54 0.16 -0.08 1.43 0.87 -0.70 1.24 -2.02 1.68
EEM Short 44.68 -1.22 79,283 153 50 0.08 0.00 1.13 1.09 -0.97 1.12 -3.17 0.74
EEMS Short 49.94 -1.42 19 91 41 0.03 0.16 0.98 1.27 -0.86 1.48 -3.88 0.19
EFA Short 69.50 -0.71 28,399 130 53 0.06 -0.07 1.10 0.73 -0.72 1.01 -2.93 0.68
EIDO Short 24.11 -2.74 1,846 116 52 0.13 -0.04 1.20 1.20 -1.06 1.13 -3.86 0.89
ELP Short 5.77 -3.35 378 83 51 0.06 0.00 0.99 2.45 -2.50 0.98 -9.28 0.16
EMB Short 106.23 -0.52 3,985 100 51 0.03 -0.01 0.97 0.39 -0.35 1.11 -2.52 0.49
EPHE Short 30.88 -1.69 194 125 52 0.11 -0.05 1.20 1.01 -0.86 1.17 -2.34 1.04
EPOL Long 22.27 -2.92 761 152 54 0.01 0.14 1.00 1.02 -1.20 0.85 -4.62 0.09
ESRX Short 80.48 -1.55 2,889 25 44 0.12 0.34 1.03 1.93 -1.31 1.47 -3.55 0.31
EUFN Long 21.41 -0.74 1,257 148 54 0.08 0.15 1.08 1.01 -1.02 0.99 -5.78 0.68
EURL Short 34.51 -2.46 179 167 48 0.09 0.09 1.15 2.47 -2.15 1.15 -10.84 0.36
EWD Long 32.61 -1.18 253 150 52 0.11 0.11 1.22 0.94 -0.81 1.16 -4.99 1.17
EWG Short 31.94 -1.51 3,691 146 47 0.03 0.05 1.03 0.97 -0.84 1.15 -3.77 0.30
EWJ Long 59.88 -0.73 6,875 169 53 0.01 0.13 0.97 0.81 -0.93 0.87 -4.73 0.11
EWK Long 20.15 -1.03 9 136 46 0.01 0.00 0.91 0.82 -0.70 1.17 -3.70 0.11
EWL Short 33.25 -1.13 430 134 52 0.05 -0.03 1.09 0.75 -0.72 1.04 -2.25 0.61
EWN Short 31.69 -0.60 216 131 51 0.11 0.00 1.23 0.85 -0.69 1.23 -2.57 1.19
EWO Short 23.44 -1.22 51 172 51 0.04 0.00 1.05 0.88 -0.86 1.02 -3.09 0.46
EWP Long 31.04 -0.99 1,360 171 56 0.06 0.12 1.07 0.92 -1.03 0.89 -5.48 0.58
EWQ Long 31.92 -1.08 1,413 144 51 0.07 0.04 1.05 0.87 -0.78 1.12 -4.33 0.72
EWS Short 24.99 -1.11 551 175 50 0.05 0.00 1.09 0.83 -0.75 1.11 -3.36 0.62
EWT Short 36.24 -1.41 5,721 172 49 0.03 0.05 1.03 0.97 -0.88 1.10 -3.92 0.32
EWX Short 48.98 -1.01 62 134 49 0.08 0.10 1.10 1.06 -0.87 1.22 -3.81 0.68
EWY Short 69.37 -1.18 3,114 201 51 0.04 -0.02 1.02 0.87 -0.86 1.01 -3.62 0.50
EXI Short 92.22 -0.60 146 113 43 0.01 0.08 0.93 0.84 -0.63 1.33 -2.50 0.11
EZA Short 57.86 -3.16 513 156 52 0.01 -0.13 0.98 1.60 -1.75 0.91 -8.89 0.06
EZU Long 42.93 -2.11 2,939 114 50 0.03 0.07 0.96 0.83 -0.80 1.04 -3.51 0.30
FAM Short 10.00 -0.61 61 27 62 0.39 -0.37 3.60 0.81 -0.33 2.45 -0.82 2.72
FAN Short 13.11 -0.79 12 96 48 0.09 0.06 1.16 0.99 -0.78 1.27 -2.79 0.71
FBT Long 144.00 -1.03 94 34 61 0.32 0.21 1.26 1.44 -1.49 0.97 -3.86 0.94
FDD Short 13.64 -0.53 74 135 51 0.07 0.00 1.15 0.86 -0.77 1.12 -4.21 0.73
FDT Long 62.38 -0.86 66 131 57 0.02 0.13 1.00 0.69 -0.87 0.79 -3.87 0.22
FEP Long 40.15 -0.74 329 139 56 0.07 0.17 1.07 0.82 -0.92 0.89 -4.23 0.68
FEZ Short 39.14 -1.29 2,892 129 50 0.01 0.00 0.98 0.87 -0.87 1.00 -2.92 0.10
FLOT Long 50.98 -0.13 2,068 8 62 0.10 0.05 8.83 0.16 -0.01 16.00 -0.02 1.77
FMS Long 50.35 -1.87 119 155 60 0.24 0.20 1.49 1.02 -0.94 1.09 -5.50 2.09
FNDC Short 35.66 -0.50 110 132 47 0.08 0.06 1.13 0.80 -0.58 1.38 -2.05 0.97
FNDE Short 28.02 -1.51 518 151 55 0.20 -0.13 1.48 1.06 -0.88 1.20 -3.54 1.97
FNDF Short 29.99 -0.79 350 130 54 0.07 -0.01 1.13 0.77 -0.78 0.99 -2.79 0.76
FRSH Short 5.02 -8.06 36 12 75 0.81 -1.92 1.23 2.81 -5.20 0.54 -9.85 0.63
FXB Short 128.52 -0.26 11 232 56 0.02 -0.04 1.08 0.39 -0.45 0.87 -1.43 0.53
GCC Short 19.07 -0.63 24 109 62 0.10 -0.12 1.51 0.46 -0.50 0.92 -1.74 1.70
GE Short 13.20 -0.75 66,274 39 53 0.05 -0.09 0.94 1.46 -1.61 0.91 -4.00 0.16
GLPG Long 98.58 -0.90 79 91 59 0.10 0.22 0.91 1.88 -2.49 0.76 -27.46 0.25
GLQ Long 14.53 -0.75 42 29 48 0.03 0.00 0.79 0.81 -0.70 1.16 -1.53 0.17
GLV Short 12.63 -2.55 16 30 60 0.05 -0.08 0.86 0.77 -1.02 0.75 -2.06 0.23
GMED Long 54.38 -0.86 596 22 68 0.36 0.46 1.39 1.13 -1.31 0.86 -5.77 0.98
GOF Long 21.43 -0.60 124 13 46 0.09 0.00 0.98 0.41 -0.19 2.16 -0.69 0.82
GOLD Long 75.19 -2.15 762 107 55 0.06 0.13 0.95 1.53 -1.75 0.87 -10.84 0.27
GRFS Short 22.77 -1.60 1,001 35 60 0.44 -0.36 1.90 1.48 -1.12 1.32 -2.83 1.59
GUNR Short 34.02 -0.80 155 117 52 0.05 -0.03 1.06 0.90 -0.92 0.98 -3.86 0.42
GVAL Short 24.05 -0.46 33 106 50 0.03 0.01 1.01 0.88 -0.82 1.07 -2.69 0.28
GWX Short 35.16 -0.73 57 110 50 0.10 0.00 1.21 0.80 -0.62 1.29 -2.16 1.07
GXC Short 112.21 -1.02 38 146 48 0.12 0.03 1.21 1.32 -1.01 1.31 -5.92 0.86
HBNC Long 21.20 -32.76 158 8 50 0.28 0.14 0.78 1.08 -0.53 2.04 -0.85 0.76
HEDJ Short 66.40 -1.16 701 149 44 0.04 0.03 1.05 1.02 -0.76 1.34 -3.04 0.41
HEFA Short 30.03 -1.35 359 136 51 0.13 0.00 1.28 0.96 -0.74 1.30 -2.47 1.31
HEWG Short 29.03 -1.58 90 169 45 0.03 0.11 1.04 1.00 -0.79 1.27 -3.02 0.33
HEWJ Long 33.00 -0.60 440 181 57 0.08 0.22 1.10 1.03 -1.21 0.85 -7.08 0.70
HEZU Short 30.93 -1.15 326 139 46 0.01 0.13 0.98 0.96 -0.82 1.17 -2.94 0.10
HZO Short 22.00 -8.14 527 14 85 1.71 -2.00 4.35 2.43 -2.63 0.92 -2.98 2.65
IAE Short 10.12 -0.59 28 36 55 0.17 -0.10 1.16 1.13 -1.03 1.10 -2.81 0.67
IBB Short 110.42 -0.72 2,919 27 48 0.12 0.03 1.01 1.23 -0.91 1.35 -2.93 0.46
ICL Short 4.78 -2.65 129 68 60 0.37 -0.27 1.64 1.48 -1.33 1.11 -4.88 1.61
IDLV Short 32.47 -1.90 283 80 60 0.08 -0.06 1.21 0.56 -0.63 0.89 -2.34 0.85
IDOG Long 27.77 -0.61 18 131 49 0.04 0.00 0.98 0.90 -0.82 1.10 -4.08 0.39
IEFA Short 65.47 -1.23 5,308 116 50 0.03 0.01 1.02 0.71 -0.66 1.08 -2.87 0.34
IEMG Short 54.21 -1.36 10,914 161 51 0.08 -0.02 1.13 1.04 -0.95 1.09 -3.39 0.78
IEUR Short 49.58 -0.88 205 129 53 0.03 -0.05 1.04 0.79 -0.84 0.94 -3.51 0.30
IEV Short 46.42 -0.92 644 143 53 0.02 -0.04 1.01 0.75 -0.84 0.89 -3.22 0.22
IHDG Short 32.53 -0.88 16 151 52 0.06 0.00 1.11 0.76 -0.72 1.06 -2.35 0.72
IHG Long 65.75 -1.08 55 149 57 0.11 0.20 1.13 1.19 -1.33 0.89 -6.32 0.83
IMMR Long 15.85 -3.88 1,347 8 75 0.63 1.06 1.03 2.10 -3.77 0.56 -5.71 0.55
INFY Long 18.44 -1.55 5,442 78 47 0.07 0.00 1.03 1.08 -0.84 1.29 -4.15 0.47
INTC Short 53.22 -3.43 39,754 30 53 0.39 -0.01 1.56 1.55 -0.94 1.65 -2.23 1.27
IPKW Short 37.77 -0.97 18 133 48 0.02 0.04 0.95 0.72 -0.63 1.14 -2.13 0.25
IX Short 83.17 -0.89 35 238 51 0.07 -0.04 1.11 1.26 -1.20 1.05 -4.97 0.65
IXJ Long 57.42 -0.85 302 70 50 0.15 0.05 1.26 0.95 -0.66 1.44 -3.43 1.15
IXUS Short 62.01 -0.83 425 129 52 0.06 -0.03 1.08 0.77 -0.74 1.04 -2.81 0.65
JDD Long 11.63 -0.43 88 14 78 0.21 0.61 1.18 0.99 -2.66 0.37 -5.93 0.40
JTA Short 13.16 -0.38 22 35 54 0.34 -0.09 1.61 1.26 -0.76 1.66 -1.98 1.42
KBA Long 32.52 -1.45 311 272 51 0.08 0.03 0.94 1.57 -1.48 1.06 -14.81 0.51
KEYW Short 8.28 -2.36 704 16 81 1.09 -2.66 1.53 3.25 -8.23 0.39 -12.80 0.82
KN Short 15.49 -2.39 1,140 20 50 1.07 0.03 1.75 3.33 -1.19 2.80 -2.82 1.41
KOL Short 16.71 -1.24 60 121 57 0.14 0.00 1.18 1.01 -1.02 0.99 -3.51 1.04
LPL Long 9.09 -4.52 1,392 190 55 0.26 0.26 1.31 1.80 -1.63 1.10 -7.30 1.51
LQDH Long 96.06 -0.14 6 164 42 0.03 0.00 1.28 0.26 -0.13 2.00 -0.72 1.41
LRCX Short 174.20 -2.36 4,477 26 46 0.29 0.15 1.22 2.12 -1.28 1.66 -2.63 0.65
LYG Short 3.28 -1.20 7,480 127 58 0.13 -0.27 1.11 1.51 -1.80 0.84 -13.88 0.52
MSD Short 8.78 -0.68 62 18 61 0.05 0.00 0.91 0.78 -1.08 0.72 -2.09 0.17
MTL Short 3.26 -4.12 67 42 59 0.52 -0.46 0.89 3.05 -3.19 0.96 -10.45 0.66
MZOR Long 56.94 -3.33 811 29 48 0.01 -0.08 0.44 2.40 -2.21 1.09 -9.15 0.02
NHF Short 22.38 -0.27 100 19 63 0.18 -0.05 1.19 0.74 -0.79 0.94 -1.82 0.72
NMR Short 5.00 -1.19 201 175 54 0.07 0.00 1.01 1.26 -1.34 0.94 -5.39 0.50
NPO Short 74.71 -1.07 172 29 62 0.81 -0.52 2.07 1.98 -1.11 1.78 -2.65 2.24
NSPR Short 1.05 -11.02 597 15 73 2.43 -3.45 1.72 7.21 -10.70 0.67 -24.55 0.84
NTG Long 16.94 -5.36 557 35 57 0.01 0.16 0.85 1.23 -1.62 0.76 -5.36 0.03
NVS Long 74.09 -2.24 2,183 132 56 0.08 0.18 1.13 0.84 -0.92 0.91 -4.03 0.79
NXPI Long 111.45 -1.51 6,411 26 61 0.70 0.30 1.37 2.75 -2.58 1.07 -6.28 1.00
ORAN Long 16.78 -1.06 543 148 45 0.01 -0.06 0.96 1.10 -0.91 1.21 -5.01 0.09
ORPN Long 1.84 -8.00 91 10 70 1.07 0.64 0.91 2.58 -2.46 1.05 -4.24 0.98
PAM Long 41.23 -6.82 1,280 18 61 1.11 0.55 4.59 2.36 -0.84 2.81 -2.02 2.18
PCEF Short 22.90 -0.78 68 52 48 0.04 0.04 0.86 0.65 -0.53 1.23 -1.66 0.34
PCY Short 26.34 -1.01 2,237 69 56 0.08 -0.03 1.16 0.41 -0.34 1.21 -1.63 1.02
PDN Short 33.72 -1.89 14 99 54 0.07 -0.04 1.12 0.70 -0.68 1.03 -2.52 0.74
PERI Long 1.17 -4.10 122 20 45 0.54 -0.11 0.62 3.53 -1.90 1.86 -3.78 0.50
PERY Long 27.22 -2.68 605 11 54 0.96 0.41 1.02 3.69 -2.31 1.60 -4.84 0.71
PGHY Long 23.43 -0.36 69 10 70 0.16 0.12 1.68 0.30 -0.17 1.76 -0.38 1.14
PGX Short 14.54 -0.34 1,006 23 56 0.01 0.00 0.64 0.38 -0.48 0.79 -1.55 0.07
PHB Long 18.45 -0.43 141 36 52 0.08 0.05 1.47 0.32 -0.20 1.60 -0.83 1.30
PID Short 15.53 -1.21 122 84 53 0.08 -0.11 1.14 1.00 -0.97 1.03 -3.35 0.52
PIE Short 20.81 -2.25 184 152 46 0.11 0.07 1.22 1.22 -0.86 1.42 -2.82 1.01
PIZ Short 28.35 -1.39 15 132 50 0.04 0.02 1.03 0.85 -0.77 1.10 -3.21 0.41
PJP Long 67.63 -1.64 18 44 56 0.36 0.49 1.84 1.18 -0.72 1.64 -2.21 1.91
PLW Short 31.48 -0.14 11 131 57 0.02 0.00 1.11 0.31 -0.36 0.86 -1.53 0.52
PPH Long 59.96 -1.38 23 69 46 0.08 -0.02 1.04 1.09 -0.80 1.36 -3.58 0.55
PRF Short 114.38 -0.72 84 63 44 0.04 0.17 0.96 1.15 -0.85 1.35 -2.41 0.24
PSO Short 11.56 -1.37 364 148 57 0.17 -0.21 1.27 1.35 -1.44 0.94 -16.37 0.95
PSP Short 12.28 -1.21 92 81 53 0.18 -0.08 1.32 1.08 -0.84 1.29 -2.97 1.16
PUK Long 48.70 -1.12 159 182 53 0.01 0.08 0.89 1.24 -1.39 0.89 -12.37 0.07
PWV Short 36.49 -1.14 55 74 43 0.09 0.14 1.13 1.09 -0.67 1.63 -2.29 0.65
PX Short 158.47 -1.12 929 37 54 0.48 -0.11 2.79 1.32 -0.50 2.64 -1.37 2.34
PXF Short 43.66 -2.09 82 146 56 0.11 -0.05 1.30 0.76 -0.73 1.04 -3.09 1.31
PXH Short 20.99 -2.05 1,435 141 54 0.11 -0.10 1.22 1.11 -1.08 1.03 -3.59 0.91
QDF Short 46.03 -0.71 69 66 48 0.03 0.06 0.98 0.79 -0.69 1.14 -2.21 0.24
QGEN Long 36.76 -1.05 465 57 47 0.19 -0.06 1.23 1.39 -0.89 1.56 -3.90 0.92
REMX Short 24.04 -0.66 191 124 60 0.53 -0.26 2.18 1.60 -1.12 1.43 -2.91 3.33
ROBO Short 41.29 -0.65 286 85 48 0.05 0.05 0.95 1.04 -0.86 1.21 -3.37 0.35
RWX Long 39.22 -0.53 411 147 47 0.01 0.00 0.93 0.74 -0.65 1.14 -3.51 0.13
RYAAY Short 113.89 -2.37 395 80 50 0.04 0.00 0.98 1.56 -1.47 1.06 -5.17 0.15
SAP Long 119.47 -1.41 1,986 124 55 0.09 0.14 1.16 0.88 -0.91 0.97 -3.01 0.85
SCHE Short 26.53 -1.08 854 147 50 0.08 0.00 1.13 1.06 -0.92 1.15 -3.25 0.74
SCHF Short 33.60 -0.68 1,715 126 57 0.10 -0.11 1.25 0.74 -0.77 0.96 -2.80 1.08
SCJ Short 80.32 -0.63 27 185 46 0.00 0.10 0.91 0.77 -0.67 1.15 -2.11 0.00
SCZ Short 65.04 -0.57 1,128 132 46 0.01 0.04 0.92 0.74 -0.63 1.17 -2.79 0.12
SEA Short 10.79 -0.60 31 95 60 0.35 -0.09 2.00 1.20 -0.92 1.30 -3.57 2.22
SHI Long 67.37 -6.90 54 238 55 0.11 0.16 1.02 1.91 -2.13 0.90 -15.18 0.52
SHPG Short 160.05 -1.05 795 84 51 0.03 -0.03 1.01 1.43 -1.44 0.99 -6.81 0.15
SIL Long 29.42 -0.51 150 66 63 0.84 0.64 2.96 1.90 -1.01 1.88 -4.18 3.50
SINA Short 92.15 -2.57 806 27 51 0.04 -0.17 0.84 1.81 -1.85 0.98 -4.48 0.09
SLF Short 41.31 -0.70 284 44 47 0.03 0.24 0.86 1.26 -1.10 1.15 -3.94 0.13
SMH Long 108.97 -1.21 5,261 52 53 0.07 0.24 0.86 1.24 -1.30 0.95 -4.51 0.30
SNE Long 48.37 -1.53 778 185 52 0.03 0.12 0.99 1.32 -1.43 0.92 -6.49 0.22
SNN Long 36.43 -1.22 592 120 53 0.11 0.12 1.16 1.11 -1.02 1.09 -4.11 0.87
SNY Long 39.59 -0.88 2,029 140 52 0.03 0.11 0.99 1.14 -1.22 0.93 -8.99 0.22
SPYV Long 29.94 -0.96 704 96 55 0.02 0.09 1.10 0.67 -0.77 0.87 -4.13 0.19
SSD Long 64.71 -1.94 196 24 54 0.25 0.29 1.56 1.04 -0.68 1.53 -1.79 1.14
STK Long 22.49 -0.53 59 24 41 0.03 0.00 0.89 1.56 -1.06 1.47 -4.78 0.08
STM Long 25.80 -1.23 1,901 129 50 0.23 0.14 1.14 1.93 -1.50 1.29 -5.29 1.16
TAO Short 30.61 -1.03 11 152 53 0.05 0.00 1.06 1.06 -1.12 0.95 -6.53 0.39
TDF Short 22.24 -1.90 101 83 53 0.16 -0.04 1.21 1.25 -1.07 1.17 -3.67 0.89
TFX Short 279.86 -0.79 450 19 31 0.18 0.53 0.23 2.45 -0.87 2.82 -2.34 0.27
TGS Short 14.35 -3.37 236 7 42 0.01 0.46 0.26 1.63 -1.21 1.35 -1.58 0.01
THD Short 88.62 -2.17 186 111 47 0.02 0.05 1.04 1.06 -0.93 1.14 -3.55 0.17
TKC Short 6.00 -4.15 1,501 167 54 0.17 -0.09 1.19 1.60 -1.55 1.03 -5.65 1.06
TLI Long 10.23 -0.40 85 7 57 0.22 0.11 727,878.28 0.39 0.00 727,878.00 0.00 1.66
TLTE Short 55.73 -1.94 29 137 54 0.16 -0.04 1.39 1.00 -0.82 1.22 -2.82 1.59
TMO Long 212.82 -1.38 993 29 58 0.38 0.59 1.38 1.55 -1.26 1.23 -4.92 1.10
TSEM Long 22.89 -4.03 897 33 51 0.01 0.08 0.88 2.35 -2.48 0.95 -7.09 0.02
TSM Long 38.25 -1.14 8,921 71 60 0.10 0.31 0.99 1.06 -1.38 0.77 -5.39 0.52
TZOO Short 16.30 -3.26 141 8 75 1.61 -0.81 5.33 2.43 -0.84 2.89 -0.85 1.59
UBS Short 15.28 -1.74 1,861 125 52 0.06 0.00 0.98 1.24 -1.22 1.02 -5.54 0.39
UL Long 53.60 -1.25 712 147 53 0.03 0.16 0.98 0.91 -0.96 0.95 -3.41 0.29
UN Short 54.03 -1.33 901 145 49 0.06 0.02 1.14 0.96 -0.84 1.14 -2.84 0.60
VBIV Long 3.25 -7.67 356 28 35 0.38 0.00 0.98 3.77 -1.51 2.50 -7.67 0.57
VEA Short 44.15 -0.70 8,354 127 53 0.08 -0.03 1.17 0.76 -0.70 1.09 -2.90 0.87
VEDL Long 13.54 -2.38 911 187 49 0.22 0.00 1.20 2.43 -1.96 1.24 -11.94 0.99
VEU Short 53.42 -0.72 2,475 140 52 0.05 -0.02 1.09 0.74 -0.72 1.03 -2.84 0.58
VGK Long 58.09 -0.85 3,167 136 50 0.01 0.00 0.90 0.82 -0.80 1.02 -4.21 0.10
VGR Short 19.26 -3.26 1,063 14 42 0.04 0.36 0.60 1.48 -1.04 1.42 -2.29 0.10
VNM Short 16.47 -2.83 225 80 51 0.16 0.00 1.18 1.26 -1.00 1.26 -3.02 0.86
VNQ Long 78.98 -0.89 6,392 23 52 0.02 0.40 0.88 0.97 -1.03 0.94 -2.75 0.08
VNQI Long 60.19 -0.74 426 144 54 0.01 0.05 0.95 0.73 -0.