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marketdata/Studies/Mark Minervini Trend Analysis/MM20180106_BACKTEST_DMA55.txt
2024-02-22 14:52:53 -05:00

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MMSESSIONv1.00
LastUpdated=5/9/2021 01:08:25 PM
TradeDate=5/7/2021
StartDate=1/6/2019
AnalysisDate=5/9/2021
CashBalance=13189.8660553811
AnalysisDate=5/9/2021|TradeDate=5/9/2021|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=6|NoTradeSymbols=GBTC,YOKU,PNY,RFMD,ASAZY,USMO,VNR,STB,XIV,SYNT|OnlyTradeSymbols=|MinRSI=70|InitialCash=10000|TotalRiskPercentDecimal=0.05|PositionRiskPercentDecimal=0.12|EquityOnly=False|MinPercentReturnProximityTo52WeekHigh=30|MinPercentReturnOver52WeekLow=80|ProfitMarginCheck=True|EPSCheck=True|MinDaysBetweenReholding=30|LiquidityCheck=True|MinVolume=1000|DMA200Horizon=15|MinDaysBetweenStopAdjustments=30|MinDaysBetweenInitialStopAdjustment=5|MaxPricingExceptions=3|MACDSetup=(12,26,9)|MACDSignalDays=5|MACDRejectStrongSells=True|MACDRejectWeakSells=True|UseMarketIndicator=True|Benchmark=SPY|BenchmarkMovingAverageDays=55|BenchmarkMovingAverageHorizon=5|UseStopLimitScaling=True|StopLimitScalingType=AverageTrueRange|StopLimitScalingDays=180|StopLimitScalingMinFactor=PositionRiskPercentDecimal/3.00|StopLimitScalingVolatilityDays=5|SellOnDMABreak=True|DMABreakValues=200|DMABreakForceBreak=False|EntryType=NarrowRange,MACD,PriceTrend,VolumeTrend|EntryHorizon=30|CandidateExpiryDays=180|VolumeTrendDays=10|ChannelBreakoutHorizon=40
PricingExceptions=0
TotalActivePositions=0
TotalPositions=37
Symbol=LRN|PurchaseDate=2/19/2019 12:00:00 AM|SellDate=4/24/2019 12:00:00 AM|Shares=129|PurchasePrice=32.23|CurrentPrice=31.3710000014305|Exposure=4157.67|MarketValue=4046.85900018454|GainLoss=-110.810999815463|GainLossPcnt=-0.026652187358656|PositionRiskDecimal=0.12|R=3.8676|C=500|P=129.279139518047|InitialStopLimit=28.3624|TrailingStopLimit=31.3710000014305|TotalRiskExposure=498.9204|RMultiple=-0.22R|Volatility=0.976928770542145|Volume=270883|LastStopAdjustment=3/27/2019 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=PCTY|PurchaseDate=4/5/2019 12:00:00 AM|SellDate=6/3/2019 12:00:00 AM|Shares=16|PurchasePrice=85.48|CurrentPrice=91.1142860412598|Exposure=1367.68|MarketValue=1457.82857666016|GainLoss=90.1485766601561|GainLossPcnt=0.065913500716656|PositionRiskDecimal=0.12|R=10.2576|C=172.8545|P=16.8513589923569|InitialStopLimit=75.2224|TrailingStopLimit=91.1142860412598|TotalRiskExposure=164.1216|RMultiple=0.55R|Volatility=3.35977602005005|Volume=348999|LastStopAdjustment=5/17/2019 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=PAYC|PurchaseDate=4/5/2019 12:00:00 AM|SellDate=7/29/2019 12:00:00 AM|Shares=13|PurchasePrice=183.48|CurrentPrice=225.975000114441|Exposure=2385.24|MarketValue=2937.67500148773|GainLoss=552.435001487732|GainLossPcnt=0.23160562521496|PositionRiskDecimal=0.12|R=22.0176|C=292.1165|P=13.2674088002325|InitialStopLimit=161.4624|TrailingStopLimit=225.975000114441|TotalRiskExposure=286.2288|RMultiple=1.93R|Volatility=13.5630798339844|Volume=568206|LastStopAdjustment=7/10/2019 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=RGEN|PurchaseDate=7/18/2019 12:00:00 AM|SellDate=9/9/2019 12:00:00 AM|Shares=36|PurchasePrice=87.79|CurrentPrice=84.3897142505646|Exposure=3160.44|MarketValue=3038.02971302032|GainLoss=-122.410286979675|GainLossPcnt=-0.0387320395197109|PositionRiskDecimal=0.12|R=10.5348|C=379.704878842235|P=36.0429129022131|InitialStopLimit=77.2552|TrailingStopLimit=84.3897142505646|TotalRiskExposure=379.2528|RMultiple=-0.32R|Volatility=4.62417936325073|Volume=617762|LastStopAdjustment=8/29/2019 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=CMG|PurchaseDate=7/30/2019 12:00:00 AM|SellDate=9/10/2019 12:00:00 AM|Shares=3|PurchasePrice=805.25|CurrentPrice=797.390282058716|Exposure=2415.75|MarketValue=2392.17084617615|GainLoss=-23.5791538238527|GainLossPcnt=-0.00976059353155447|PositionRiskDecimal=0.12|R=96.63|C=368.566628916621|P=3.81420499758482|InitialStopLimit=708.62|TrailingStopLimit=797.390282058716|TotalRiskExposure=289.89|RMultiple=-0.08R|Volatility=9.5378942489624|Volume=576762|LastStopAdjustment=9/9/2019 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=CRUS|PurchaseDate=12/9/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=5|PurchasePrice=73.85|CurrentPrice=78.2208572053909|Exposure=369.25|MarketValue=391.104286026955|GainLoss=21.8542860269546|GainLossPcnt=0.0591856087392136|PositionRiskDecimal=0.12|R=8.862|C=44.8216568764449|P=5.05773605015177|InitialStopLimit=64.988|TrailingStopLimit=78.2208572053909|TotalRiskExposure=44.31|RMultiple=0.49R|Volatility=1.22279930114746|Volume=791350|LastStopAdjustment=1/15/2020 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=CTLT|PurchaseDate=11/26/2019 12:00:00 AM|SellDate=2/7/2020 12:00:00 AM|Shares=17|PurchasePrice=52.67|CurrentPrice=58.5259999227524|Exposure=895.39|MarketValue=994.94199868679|GainLoss=99.5519986867905|GainLossPcnt=0.1111828350627|PositionRiskDecimal=0.12|R=6.3204|C=110.894156876445|P=17.5454333390996|InitialStopLimit=46.3496|TrailingStopLimit=58.5259999227524|TotalRiskExposure=107.4468|RMultiple=0.93R|Volatility=1.84189021587372|Volume=1198119|LastStopAdjustment=1/21/2020 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=CY|PurchaseDate=9/13/2019 12:00:00 AM|SellDate=2/25/2020 12:00:00 AM|Shares=185|PurchasePrice=23.34|CurrentPrice=23.2525714230537|Exposure=4317.9|MarketValue=4301.72571326494|GainLoss=-16.1742867350576|GainLossPcnt=-0.00374586876376425|PositionRiskDecimal=0.12|R=2.8008|C=519.289156876445|P=185.407439615983|InitialStopLimit=20.5392|TrailingStopLimit=23.2525714230537|TotalRiskExposure=518.148|RMultiple=-0.03R|Volatility=2.91812252998352|Volume=17396760|LastStopAdjustment=1/6/2020 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=TECD|PurchaseDate=11/14/2019 12:00:00 AM|SellDate=2/27/2020 12:00:00 AM|Shares=11|PurchasePrice=130.55|CurrentPrice=143.212714226246|Exposure=1436.05|MarketValue=1575.3398564887|GainLoss=139.289856488705|GainLossPcnt=0.0969951300363529|PositionRiskDecimal=0.12|R=15.666|C=182.696656876445|P=11.6619849914748|InitialStopLimit=114.884|TrailingStopLimit=143.212714226246|TotalRiskExposure=172.326|RMultiple=0.81R|Volatility=9.38641357421875|Volume=307771|LastStopAdjustment=1/7/2020 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=CBPO|PurchaseDate=10/23/2019 12:00:00 AM|SellDate=2/28/2020 12:00:00 AM|Shares=21|PurchasePrice=114.95|CurrentPrice=113.478285961151|Exposure=2413.95|MarketValue=2383.04400518417|GainLoss=-30.9059948158265|GainLossPcnt=-0.0128030799377893|PositionRiskDecimal=0.12|R=13.794|C=303.394156876445|P=21.9946467215054|InitialStopLimit=101.156|TrailingStopLimit=113.478285961151|TotalRiskExposure=289.674|RMultiple=-0.11R|Volatility=3.54024481773376|Volume=918356|LastStopAdjustment=2/21/2020 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=EPAM|PurchaseDate=11/27/2019 12:00:00 AM|SellDate=2/28/2020 12:00:00 AM|Shares=2|PurchasePrice=213.03|CurrentPrice=213.753143157959|Exposure=426.06|MarketValue=427.506286315918|GainLoss=1.44628631591797|GainLossPcnt=0.00339456019320747|PositionRiskDecimal=0.12|R=25.5636|C=66.1246568764449|P=2.58667233396098|InitialStopLimit=187.4664|TrailingStopLimit=213.753143157959|TotalRiskExposure=51.1272|RMultiple=0.03R|Volatility=7.71886968612671|Volume=412849|LastStopAdjustment=1/27/2020 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=MRCY|PurchaseDate=1/31/2020 12:00:00 AM|SellDate=2/28/2020 12:00:00 AM|Shares=4|PurchasePrice=76.75|CurrentPrice=74.0964280891419|Exposure=307|MarketValue=296.385712356567|GainLoss=-10.6142876434326|GainLossPcnt=-0.034574226851572|PositionRiskDecimal=0.12|R=9.21|C=45.9143711777927|P=4.98527374351712|InitialStopLimit=67.54|TrailingStopLimit=74.0964280891419|TotalRiskExposure=36.84|RMultiple=-0.29R|Volatility=3.49778842926025|Volume=387551|LastStopAdjustment=2/5/2020 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=DVA|PurchaseDate=5/8/2020 12:00:00 AM|SellDate=6/11/2020 12:00:00 AM|Shares=18|PurchasePrice=80.76|CurrentPrice=80.6145713615417|Exposure=1453.68|MarketValue=1451.06228450775|GainLoss=-2.61771549224864|GainLossPcnt=-0.0018007508476753|PositionRiskDecimal=0.12|R=9.6912|C=183.506549792647|P=18.9353794981682|InitialStopLimit=71.0688|TrailingStopLimit=80.6145713615417|TotalRiskExposure=174.4416|RMultiple=-0.02R|Volatility=1.39791512489319|Volume=588929|LastStopAdjustment=6/5/2020 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=HLNE|PurchaseDate=5/20/2020 12:00:00 AM|SellDate=6/12/2020 12:00:00 AM|Shares=14|PurchasePrice=64.98|CurrentPrice=61.704142780304|Exposure=909.72|MarketValue=863.857998924255|GainLoss=-45.8620010757447|GainLossPcnt=-0.0504133151692221|PositionRiskDecimal=0.12|R=7.7976|C=110.822549792647|P=14.2123922479542|InitialStopLimit=57.1824|TrailingStopLimit=61.704142780304|TotalRiskExposure=109.1664|RMultiple=-0.42R|Volatility=1.47357678413391|Volume=130911|LastStopAdjustment=5/26/2020 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=LBRDK|PurchaseDate=5/7/2020 12:00:00 AM|SellDate=6/24/2020 12:00:00 AM|Shares=20|PurchasePrice=126.63|CurrentPrice=124.102999725342|Exposure=2532.6|MarketValue=2482.05999450684|GainLoss=-50.5400054931642|GainLossPcnt=-0.0199557788411768|PositionRiskDecimal=0.12|R=15.1956|C=310.136549792647|P=20.4096284314306|InitialStopLimit=111.4344|TrailingStopLimit=124.102999725342|TotalRiskExposure=303.912|RMultiple=-0.17R|Volatility=2.42972660064697|Volume=397000|LastStopAdjustment=5/28/2020 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=QGEN|PurchaseDate=7/20/2020 12:00:00 AM|SellDate=8/5/2020 12:00:00 AM|Shares=52|PurchasePrice=48.21|CurrentPrice=47.1151428675652|Exposure=2506.92|MarketValue=2449.98742911339|GainLoss=-56.9325708866122|GainLossPcnt=-0.0227101666134588|PositionRiskDecimal=0.12|R=5.7852|C=305.18556368959|P=52.7528112579668|InitialStopLimit=42.4248|TrailingStopLimit=47.1151428675652|TotalRiskExposure=300.8304|RMultiple=-0.19R|Volatility=1.13730049133301|Volume=1720030|LastStopAdjustment=7/27/2020 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=CDNS|PurchaseDate=8/25/2020 12:00:00 AM|SellDate=9/4/2020 12:00:00 AM|Shares=4|PurchasePrice=111.26|CurrentPrice=109.599856939316|Exposure=445.04|MarketValue=438.399427757263|GainLoss=-6.64057224273682|GainLossPcnt=-0.0149212930135197|PositionRiskDecimal=0.12|R=13.3512|C=54.660435145259|P=4.09404661343243|InitialStopLimit=97.9088|TrailingStopLimit=109.599856939316|TotalRiskExposure=53.4048|RMultiple=-0.12R|Volatility=2.32097053527832|Volume=1767980|LastStopAdjustment=9/2/2020 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=ARES|PurchaseDate=5/5/2020 12:00:00 AM|SellDate=9/8/2020 12:00:00 AM|Shares=135|PurchasePrice=32.5|CurrentPrice=38.6838570308685|Exposure=4387.5|MarketValue=5222.32069916725|GainLoss=834.820699167251|GainLossPcnt=0.190272524026724|PositionRiskDecimal=0.12|R=3.9|C=529.511549792648|P=135.772192254525|InitialStopLimit=28.6|TrailingStopLimit=38.6838570308685|TotalRiskExposure=526.5|RMultiple=1.59R|Volatility=0.913848519325256|Volume=548950|LastStopAdjustment=8/10/2020 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=LIT|PurchaseDate=8/10/2020 12:00:00 AM|SellDate=9/8/2020 12:00:00 AM|Shares=49|PurchasePrice=38.28|CurrentPrice=36.9814284181595|Exposure=1875.72|MarketValue=1812.08999248981|GainLoss=-63.6300075101854|GainLossPcnt=-0.0339229775820407|PositionRiskDecimal=0.12|R=4.5936|C=229.099435145259|P=49.8736144081459|InitialStopLimit=33.6864|TrailingStopLimit=36.9814284181595|TotalRiskExposure=225.0864|RMultiple=-0.28R|Volatility=1.0573228597641|Volume=587035|LastStopAdjustment=8/17/2020 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=MPWR|PurchaseDate=8/25/2020 12:00:00 AM|SellDate=9/11/2020 12:00:00 AM|Shares=2|PurchasePrice=271.57|CurrentPrice=238.9816|Exposure=543.14|MarketValue=477.9632|GainLoss=-65.1768|GainLossPcnt=-0.12|PositionRiskDecimal=0.12|R=32.5884|C=81.817435145259|P=2.51063062762391|InitialStopLimit=238.9816|TrailingStopLimit=238.9816|TotalRiskExposure=65.1768|RMultiple=-1.00R|Volatility=11.7428798675537|Volume=559458|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=YETI|PurchaseDate=8/4/2020 12:00:00 AM|SellDate=9/18/2020 12:00:00 AM|Shares=29|PurchasePrice=50.51|CurrentPrice=45.0207141304016|Exposure=1464.79|MarketValue=1305.60070978165|GainLoss=-159.189290218353|GainLossPcnt=-0.108677209851483|PositionRiskDecimal=0.12|R=6.0612|C=179.83956368959|P=29.6706202879941|InitialStopLimit=44.4488|TrailingStopLimit=45.0207141304016|TotalRiskExposure=175.7748|RMultiple=-0.91R|Volatility=3.26040005683899|Volume=1482770|LastStopAdjustment=8/24/2020 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=PJT|PurchaseDate=8/14/2020 12:00:00 AM|SellDate=9/21/2020 12:00:00 AM|Shares=18|PurchasePrice=59.44|CurrentPrice=55.9234286642075|Exposure=1069.92|MarketValue=1006.62171595573|GainLoss=-63.2982840442659|GainLossPcnt=-0.0591616981122569|PositionRiskDecimal=0.12|R=7.1328|C=135.313435145259|P=18.9705915131868|InitialStopLimit=52.3072|TrailingStopLimit=55.9234286642075|TotalRiskExposure=128.3904|RMultiple=-0.49R|Volatility=2.98034238815308|Volume=136678|LastStopAdjustment=8/25/2020 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=GOEX|PurchaseDate=9/16/2020 12:00:00 AM|SellDate=9/23/2020 12:00:00 AM|Shares=90|PurchasePrice=39.4|CurrentPrice=34.672|Exposure=3546|MarketValue=3120.48|GainLoss=-425.52|GainLossPcnt=-0.12|PositionRiskDecimal=0.12|R=4.728|C=429.947101115976|P=90.9363581040557|InitialStopLimit=34.672|TrailingStopLimit=34.672|TotalRiskExposure=425.52|RMultiple=-1.00R|Volatility=1.55798161029816|Volume=57559|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=TREX|PurchaseDate=10/20/2020 12:00:00 AM|SellDate=11/10/2020 12:00:00 AM|Shares=33|PurchasePrice=76.04|CurrentPrice=66.9152|Exposure=2509.32|MarketValue=2208.2016|GainLoss=-301.1184|GainLossPcnt=-0.12|PositionRiskDecimal=0.12|R=9.1248|C=307.944722402845|P=33.7481065231944|InitialStopLimit=66.9152|TrailingStopLimit=66.9152|TotalRiskExposure=301.1184|RMultiple=-1.00R|Volatility=3.04368019104004|Volume=1720400|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=ASTE|PurchaseDate=11/27/2020 12:00:00 AM|SellDate=12/21/2020 12:00:00 AM|Shares=41|PurchasePrice=58.62|CurrentPrice=56.7332856464386|Exposure=2403.42|MarketValue=2326.06471150398|GainLoss=-77.3552884960177|GainLossPcnt=-0.0321855058608224|PositionRiskDecimal=0.12|R=7.0344|C=292.888802402845|P=41.6366431256176|InitialStopLimit=51.5856|TrailingStopLimit=56.7332856464386|TotalRiskExposure=288.4104|RMultiple=-0.27R|Volatility=3.66364860534668|Volume=354908|LastStopAdjustment=12/4/2020 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=LOGI|PurchaseDate=12/3/2020 12:00:00 AM|SellDate=1/19/2021 12:00:00 AM|Shares=9|PurchasePrice=86.67|CurrentPrice=96.8192851829529|Exposure=780.03|MarketValue=871.373566646576|GainLoss=91.3435666465759|GainLossPcnt=0.117102632778965|PositionRiskDecimal=0.12|R=10.4004|C=100.845302402845|P=9.69629075832128|InitialStopLimit=76.2696|TrailingStopLimit=96.8192851829529|TotalRiskExposure=93.6036|RMultiple=0.98R|Volatility=1.80079352855682|Volume=460104|LastStopAdjustment=1/7/2021 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=IYJ|PurchaseDate=11/27/2020 12:00:00 AM|SellDate=1/27/2021 12:00:00 AM|Shares=15|PurchasePrice=95.83|CurrentPrice=94.3752856349945|Exposure=1437.45|MarketValue=1415.62928452492|GainLoss=-21.8207154750824|GainLossPcnt=-0.0151801561620107|PositionRiskDecimal=0.12|R=11.4996|C=172.717802402845|P=15.0194617554388|InitialStopLimit=84.3304|TrailingStopLimit=94.3752856349945|TotalRiskExposure=172.494|RMultiple=-0.13R|Volatility=4.01277732849121|Volume=59000|LastStopAdjustment=1/6/2021 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=VCR|PurchaseDate=12/4/2020 12:00:00 AM|SellDate=2/23/2021 12:00:00 AM|Shares=1|PurchasePrice=265.51|CurrentPrice=282.150571498871|Exposure=265.51|MarketValue=282.150571498871|GainLoss=16.6405714988709|GainLossPcnt=0.0626739915591536|PositionRiskDecimal=0.12|R=31.8612|C=61.8438024028446|P=1.94103807775114|InitialStopLimit=233.6488|TrailingStopLimit=282.150571498871|TotalRiskExposure=31.8612|RMultiple=0.52R|Volatility=4.78191041946411|Volume=78212|LastStopAdjustment=2/16/2021 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=MTUM|PurchaseDate=2/9/2021 12:00:00 AM|SellDate=2/23/2021 12:00:00 AM|Shares=7|PurchasePrice=175.7|CurrentPrice=168.080285863876|Exposure=1229.9|MarketValue=1176.56200104713|GainLoss=-53.3379989528653|GainLossPcnt=-0.0433677526244941|PositionRiskDecimal=0.12|R=21.084|C=148.586180536618|P=7.04734303436816|InitialStopLimit=154.616|TrailingStopLimit=168.080285863876|TotalRiskExposure=147.588|RMultiple=-0.36R|Volatility=2.52558350563049|Volume=547268|LastStopAdjustment=2/16/2021 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=QQQE|PurchaseDate=12/23/2020 12:00:00 AM|SellDate=3/4/2021 12:00:00 AM|Shares=16|PurchasePrice=74.33|CurrentPrice=73.2924287557602|Exposure=1189.28|MarketValue=1172.67886009216|GainLoss=-16.6011399078368|GainLossPcnt=-0.013958983509213|PositionRiskDecimal=0.12|R=8.9196|C=145.924037978044|P=16.3599307119202|InitialStopLimit=65.4104|TrailingStopLimit=73.2924287557602|TotalRiskExposure=142.7136|RMultiple=-0.12R|Volatility=0.948996961116791|Volume=45324|LastStopAdjustment=2/1/2021 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=HI|PurchaseDate=1/21/2021 12:00:00 AM|SellDate=3/24/2021 12:00:00 AM|Shares=24|PurchasePrice=43.52|CurrentPrice=46.4211433696747|Exposure=1044.48|MarketValue=1114.10744087219|GainLoss=69.6274408721924|GainLossPcnt=0.0666623016928926|PositionRiskDecimal=0.12|R=5.2224|C=130.028716310372|P=24.8982682885977|InitialStopLimit=38.2976|TrailingStopLimit=46.4211433696747|TotalRiskExposure=125.3376|RMultiple=0.56R|Volatility=1.7474045753479|Volume=224947|LastStopAdjustment=3/10/2021 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=GAMR|PurchaseDate=12/7/2020 12:00:00 AM|SellDate=5/6/2021 12:00:00 AM|Shares=5|PurchasePrice=75.79|CurrentPrice=94.8087142276764|Exposure=378.95|MarketValue=474.043571138382|GainLoss=95.0935711383819|GainLossPcnt=0.250939625645552|PositionRiskDecimal=0.12|R=9.0948|C=48.5683024028446|P=5.34022764688004|InitialStopLimit=66.6952|TrailingStopLimit=94.8087142276764|TotalRiskExposure=45.474|RMultiple=2.09R|Volatility=1.99127554893494|Volume=26103|LastStopAdjustment=4/12/2021 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=NVMI|PurchaseDate=10/19/2020 12:00:00 AM|SellDate=5/7/2021 12:00:00 AM|Shares=75|PurchasePrice=57.69|CurrentPrice=92.86|Exposure=4326.75|MarketValue=6964.5|GainLoss=2637.75|GainLossPcnt=0.609637718842087|PositionRiskDecimal=0.12|R=6.9228|C=524.282222402845|P=75.7326836544237|InitialStopLimit=50.7672|TrailingStopLimit=85.1721433067322|TotalRiskExposure=519.21|RMultiple=5.08R|Volatility=2.07994961738586|Volume=488896|LastStopAdjustment=4/21/2021 12:00:00 AM|Comment=Closed due to end of simulation.
Symbol=EWO|PurchaseDate=3/3/2021 12:00:00 AM|SellDate=5/7/2021 12:00:00 AM|Shares=61|PurchasePrice=21.68|CurrentPrice=24.09|Exposure=1322.48|MarketValue=1469.49|GainLoss=147.01|GainLossPcnt=0.111162361623616|PositionRiskDecimal=0.12|R=2.6016|C=160.026809163919|P=61.51091988158|InitialStopLimit=19.0784|TrailingStopLimit=21.7088570272923|TotalRiskExposure=158.6976|RMultiple=0.93R|Volatility=0.367534816265106|Volume=17264|LastStopAdjustment=4/8/2021 12:00:00 AM|Comment=Closed due to end of simulation.
Symbol=DFP|PurchaseDate=3/16/2021 12:00:00 AM|SellDate=5/7/2021 12:00:00 AM|Shares=42|PurchasePrice=30.02|CurrentPrice=30.21|Exposure=1260.84|MarketValue=1268.82|GainLoss=7.98000000000002|GainLossPcnt=0.00632911392405065|PositionRiskDecimal=0.12|R=3.6024|C=152.536752168527|P=42.3430913192668|InitialStopLimit=26.4176|TrailingStopLimit=29.3172856521606|TotalRiskExposure=151.3008|RMultiple=0.05R|Volatility=0.216678112745285|Volume=34402|LastStopAdjustment=3/31/2021 12:00:00 AM|Comment=Closed due to end of simulation.
Symbol=IGE|PurchaseDate=3/22/2021 12:00:00 AM|SellDate=5/7/2021 12:00:00 AM|Shares=26|PurchasePrice=27.74|CurrentPrice=30.93|Exposure=721.24|MarketValue=804.18|GainLoss=82.9399999999999|GainLossPcnt=0.114996395097332|PositionRiskDecimal=0.12|R=3.3288|C=89.4947521685268|P=26.8849892359189|InitialStopLimit=24.4112|TrailingStopLimit=26.7792856514454|TotalRiskExposure=86.5488|RMultiple=0.96R|Volatility=0.968399524688721|Volume=152789|LastStopAdjustment=4/16/2021 12:00:00 AM|Comment=Closed due to end of simulation.
Symbol=CMI|PurchaseDate=3/24/2021 12:00:00 AM|SellDate=5/7/2021 12:00:00 AM|Shares=3|PurchasePrice=257.7|CurrentPrice=266.39|Exposure=773.1|MarketValue=799.17|GainLoss=26.0700000000001|GainLossPcnt=0.0337213814513|PositionRiskDecimal=0.12|R=30.924|C=109.138124212136|P=3.52923697491063|InitialStopLimit=226.776|TrailingStopLimit=246.263143043518|TotalRiskExposure=92.772|RMultiple=0.28R|Volatility=7.80811548233032|Volume=796717|LastStopAdjustment=4/20/2021 12:00:00 AM|Comment=Closed due to end of simulation.
TotalCandidates=392
Symbol=CMBM|AnalysisDate=4/8/2021 12:00:00 AM|EPSSlope=0.179999992251396|ProfitMarginSlope=1.02996635437012|PriceSlope=0.00993696547062313|Volatility=6.37676191329956|Volume=419107|Violation=False|Slope=0.00993696547062313|Score=11.6975897836544|AnnualizedReturn=12.2327318620899|SharpeRatio=0.807812654207128
Symbol=RFP|AnalysisDate=4/21/2021 12:00:00 AM|EPSSlope=0.0150000005960464|ProfitMarginSlope=2.34282684326172|PriceSlope=0.00792724906238467|Volatility=1.7112363576889|Volume=1577510|Violation=False|Slope=0.00792724906238467|Score=7.07199971690455|AnnualizedReturn=7.37183578251845|SharpeRatio=0.885696291323973
Symbol=GRVY|AnalysisDate=12/18/2020 12:00:00 AM|EPSSlope=1.14000010490417|ProfitMarginSlope=15.0089178085327|PriceSlope=0.00760030370136998|Volatility=10.89768409729|Volume=132667|Violation=False|Slope=0.00760030370136998|Score=5.8957239361397|AnnualizedReturn=6.78881586734048|SharpeRatio=0.699387686310042
Symbol=UMC|AnalysisDate=4/23/2021 12:00:00 AM|EPSSlope=0.139999985694885|ProfitMarginSlope=3.5594220161438|PriceSlope=0.00663192185929968|Volatility=0.399427592754364|Volume=13702500|Violation=False|Slope=0.00663192185929968|Score=4.95821847426159|AnnualizedReturn=5.31878188708666|SharpeRatio=0.697170765316558
Symbol=TPOR|AnalysisDate=4/5/2021 12:00:00 AM|PriceSlope=0.00644365643015518|Volatility=2.35612797737122|Volume=173706|Violation=False|Slope=0.00644365643015518|Score=4.7466692713252|AnnualizedReturn=5.07233579407119|SharpeRatio=0.972686423580132
Symbol=FCX|AnalysisDate=5/5/2021 12:00:00 AM|EPSSlope=0.420000016689301|ProfitMarginSlope=8.67539978027344|PriceSlope=0.00619495832429667|Volatility=1.69593346118927|Volume=18665132|Violation=False|Slope=0.00619495832429667|Score=4.6451107283676|AnnualizedReturn=4.76419935960944|SharpeRatio=1.30751544201297
Symbol=CX|AnalysisDate=4/29/2021 12:00:00 AM|EPSSlope=0.0300000011920929|ProfitMarginSlope=1.43656539916992|PriceSlope=0.00525978564740608|Volatility=0.289334863424301|Volume=12838906|Violation=False|Slope=0.00525978564740608|Score=3.65831060752711|AnnualizedReturn=3.76393887849322|SharpeRatio=1.78195251477768
Symbol=AA|AnalysisDate=5/4/2021 12:00:00 AM|EPSSlope=0.25|ProfitMarginSlope=3.7095251083374|PriceSlope=0.00555330827960711|Volatility=1.90901684761047|Volume=6694110|Violation=False|Slope=0.00555330827960711|Score=3.63956737687996|AnnualizedReturn=4.05290410235095|SharpeRatio=0.716789456798113
Symbol=CROX|AnalysisDate=4/27/2021 12:00:00 AM|EPSSlope=1.19999992847443|ProfitMarginSlope=0.699626922607422|PriceSlope=0.00526071122487806|Volatility=5.18915987014771|Volume=9354930|Violation=False|Slope=0.00526071122487806|Score=3.61523708081175|AnnualizedReturn=3.76481690277886|SharpeRatio=1.17643820995674
Symbol=FAS|AnalysisDate=5/4/2021 12:00:00 AM|PriceSlope=0.00537822757600682|Volatility=5.15047407150269|Volume=2124969|Violation=False|Slope=0.00537822757600682|Score=3.4810561946747|AnnualizedReturn=3.87797592674303|SharpeRatio=0.742926591747422
Symbol=TEX|AnalysisDate=5/6/2021 12:00:00 AM|EPSSlope=0.00500000268220901|ProfitMarginSlope=1.72739887237549|PriceSlope=0.0051093007268544|Volatility=2.40448498725891|Volume=1114423|Violation=False|Slope=0.0051093007268544|Score=3.44808945815289|AnnualizedReturn=3.62387459360126|SharpeRatio=1.36348933628517
Symbol=GPS|AnalysisDate=5/3/2021 12:00:00 AM|EPSSlope=0.355000019073486|ProfitMarginSlope=1.30973243713379|PriceSlope=0.00523468714884591|Volatility=0.988776326179504|Volume=17810800|Violation=False|Slope=0.00523468714884591|Score=3.40277270843646|AnnualizedReturn=3.74020776308005|SharpeRatio=1.03645368819526
Symbol=TROX|AnalysisDate=5/4/2021 12:00:00 AM|EPSSlope=0.154999971389771|ProfitMarginSlope=0.207369804382324|PriceSlope=0.00509507724038047|Volatility=1.06737327575684|Volume=937581|Violation=False|Slope=0.00509507724038047|Score=3.39118403387764|AnnualizedReturn=3.61090872330871|SharpeRatio=0.868520692656654
Symbol=DUSL|AnalysisDate=4/9/2021 12:00:00 AM|PriceSlope=0.00502520969919683|Volatility=2.12989640235901|Volume=123581|Violation=False|Slope=0.00502520969919683|Score=3.31952163559396|AnnualizedReturn=3.54788923228316|SharpeRatio=0.870145041269537
Symbol=RH|AnalysisDate=4/20/2021 12:00:00 AM|EPSSlope=0.829999923706055|ProfitMarginSlope=0.268564224243164|PriceSlope=0.00517629492613608|Volatility=16.760498046875|Volume=912559|Violation=False|Slope=0.00517629492613608|Score=3.23884607025975|AnnualizedReturn=3.68557415204442|SharpeRatio=0.924419560936986
Symbol=SCHN|AnalysisDate=5/3/2021 12:00:00 AM|EPSSlope=0.704999983310699|ProfitMarginSlope=0.164946556091309|PriceSlope=0.00460660719076323|Volatility=3.43626070022583|Volume=648498|Violation=False|Slope=0.00460660719076323|Score=3.01232692891997|AnnualizedReturn=3.19269380068137|SharpeRatio=1.12029132812802
Symbol=GNRC|AnalysisDate=2/18/2021 12:00:00 AM|EPSSlope=0.430000066757202|ProfitMarginSlope=0.614093780517578|PriceSlope=0.00473042311542024|Volatility=38.5626258850098|Volume=1220760|Violation=False|Slope=0.00473042311542024|Score=3.00247029391042|AnnualizedReturn=3.29388139616585|SharpeRatio=0.628868425984062
Symbol=HZO|AnalysisDate=5/4/2021 12:00:00 AM|EPSSlope=0.310000061988831|ProfitMarginSlope=0.609590530395508|PriceSlope=0.00470336265279382|Volatility=5.47646474838257|Volume=688278|Violation=False|Slope=0.00470336265279382|Score=2.93631262261383|AnnualizedReturn=3.27149605187898|SharpeRatio=1.02908317534271
Symbol=PWR|AnalysisDate=4/14/2021 12:00:00 AM|EPSSlope=0.184999942779541|ProfitMarginSlope=0.911069869995117|PriceSlope=0.00434252416092142|Volatility=3.95886588096619|Volume=1176070|Violation=False|Slope=0.00434252416092142|Score=2.89221517116679|AnnualizedReturn=2.98713904604971|SharpeRatio=1.03078022079464
Symbol=OLN|AnalysisDate=4/12/2021 12:00:00 AM|EPSSlope=0.144999980926514|ProfitMarginSlope=5.727294921875|PriceSlope=0.00499124899250642|Volatility=1.58794748783112|Volume=1668250|Violation=False|Slope=0.00499124899250642|Score=2.80725169048935|AnnualizedReturn=3.51765560394175|SharpeRatio=0.895515484942914
Symbol=COPX|AnalysisDate=5/6/2021 12:00:00 AM|PriceSlope=0.00411321730186512|Volatility=1.23773753643036|Volume=1307011|Violation=False|Slope=0.00411321730186512|Score=2.69709109985654|AnnualizedReturn=2.81941878774158|SharpeRatio=0.934156867691486
Symbol=AGCO|AnalysisDate=3/12/2021 12:00:00 AM|EPSSlope=1.62000000476837|ProfitMarginSlope=0.179369926452637|PriceSlope=0.00417102559261009|Volatility=3.94847774505615|Volume=407177|Violation=False|Slope=0.00417102559261009|Score=2.6679725781243|AnnualizedReturn=2.86079182768078|SharpeRatio=0.518337896287033
Symbol=REMX|AnalysisDate=5/7/2021 12:00:00 AM|PriceSlope=0.004341561502839|Volatility=1.94370174407959|Volume=283275|Violation=False|Slope=0.004341561502839|Score=2.6573080588995|AnnualizedReturn=2.98641448436532|SharpeRatio=0.681577739153496
Symbol=SBLK|AnalysisDate=5/3/2021 12:00:00 AM|EPSSlope=0.0200000014156103|ProfitMarginSlope=10.6343536376953|PriceSlope=0.00453237580975074|Volatility=1.64785897731781|Volume=3603450|Violation=False|Slope=0.00453237580975074|Score=2.63455915300549|AnnualizedReturn=3.13352542336235|SharpeRatio=0.787812718643784
Symbol=CAMT|AnalysisDate=2/18/2021 12:00:00 AM|EPSSlope=0.0350000113248825|ProfitMarginSlope=2.91704559326172|PriceSlope=0.00413502719865546|Volatility=1.94345283508301|Volume=160805|Violation=False|Slope=0.00413502719865546|Score=2.53068203171814|AnnualizedReturn=2.83495723968136|SharpeRatio=0.463151736379757
Symbol=PDCE|AnalysisDate=5/7/2021 12:00:00 AM|EPSSlope=0.134999990463257|ProfitMarginSlope=38.0147552490234|PriceSlope=0.00475447401258559|Volatility=2.10763216018677|Volume=1462968|Violation=False|Slope=0.00475447401258559|Score=2.52021924287149|AnnualizedReturn=3.31390565894503|SharpeRatio=0.594430890814733
Symbol=PBW|AnalysisDate=1/7/2021 12:00:00 AM|PriceSlope=0.00463743144797764|Volatility=6.83208465576172|Volume=1505450|Violation=False|Slope=0.00463743144797764|Score=2.49483858991826|AnnualizedReturn=3.21759029848114|SharpeRatio=0.635708353589095
Symbol=HSKA|AnalysisDate=5/6/2021 12:00:00 AM|EPSSlope=0.25|ProfitMarginSlope=1.11618614196777|PriceSlope=0.0038985213350013|Volatility=8.50672054290771|Volume=127733|Violation=False|Slope=0.0038985213350013|Score=2.47796166747968|AnnualizedReturn=2.67093173623563|SharpeRatio=0.845819718612817
Symbol=JD|AnalysisDate=2/17/2021 12:00:00 AM|EPSSlope=0.0149999856948853|ProfitMarginSlope=0.712040424346924|PriceSlope=0.00386466466618107|Volatility=4.91789722442627|Volume=11028000|Violation=False|Slope=0.00386466466618107|Score=2.47070681846841|AnnualizedReturn=2.64824060239211|SharpeRatio=0.672435078216674
Symbol=SEM|AnalysisDate=5/3/2021 12:00:00 AM|EPSSlope=0.169999957084656|ProfitMarginSlope=0.477329730987549|PriceSlope=0.0038349305155112|Volatility=1.23899924755096|Volume=509376|Violation=False|Slope=0.0038349305155112|Score=2.45721527951944|AnnualizedReturn=2.62847147733256|SharpeRatio=0.81979790179822
Symbol=LPX|AnalysisDate=4/5/2021 12:00:00 AM|EPSSlope=1.39499998092651|ProfitMarginSlope=9.67365455627441|PriceSlope=0.00392963011681976|Volatility=2.11084222793579|Volume=2007237|Violation=False|Slope=0.00392963011681976|Score=2.41418848226058|AnnualizedReturn=2.69195256106826|SharpeRatio=1.01793463334877
Symbol=GIL|AnalysisDate=5/3/2021 12:00:00 AM|EPSSlope=0.0849999785423279|ProfitMarginSlope=1.18445587158203|PriceSlope=0.00366192489724292|Volatility=1.04532694816589|Volume=535854|Violation=False|Slope=0.00366192489724292|Score=2.39276612105558|AnnualizedReturn=2.51633901677005|SharpeRatio=0.877321567610543
Symbol=KFY|AnalysisDate=5/3/2021 12:00:00 AM|EPSSlope=0.290000021457672|ProfitMarginSlope=0.099151611328125|PriceSlope=0.00382096075825576|Volatility=1.84213256835938|Volume=202415|Violation=False|Slope=0.00382096075825576|Score=2.23781661411895|AnnualizedReturn=2.61923453030868|SharpeRatio=0.651052447911503
Symbol=CWEB|AnalysisDate=1/20/2021 12:00:00 AM|PriceSlope=0.00415203114368953|Volatility=5.73081684112549|Volume=55082|Violation=False|Slope=0.00415203114368953|Score=2.22817836277445|AnnualizedReturn=2.84713107865216|SharpeRatio=0.384744676414243
Symbol=CMD|AnalysisDate=4/8/2021 12:00:00 AM|EPSSlope=0.16499999165535|ProfitMarginSlope=3.64186096191406|PriceSlope=0.00377809210397618|Volatility=1.87670564651489|Volume=450586|Violation=False|Slope=0.00377809210397618|Score=2.22777191889202|AnnualizedReturn=2.59109148625484|SharpeRatio=0.652672493215203
Symbol=ACH|AnalysisDate=5/4/2021 12:00:00 AM|EPSSlope=0.0649999976158142|ProfitMarginSlope=3.36090278625488|PriceSlope=0.00393811585400389|Volatility=0.618071734905243|Volume=237487|Violation=False|Slope=0.00393811585400389|Score=2.19538250864902|AnnualizedReturn=2.69771520720044|SharpeRatio=0.376666555463265
Symbol=CMA|AnalysisDate=5/7/2021 12:00:00 AM|EPSSlope=0.00999999046325684|ProfitMarginSlope=1.32787322998047|PriceSlope=0.00340531999023346|Volatility=3.81600642204285|Volume=1252045|Violation=False|Slope=0.00340531999023346|Score=2.15342031910097|AnnualizedReturn=2.35877080388515|SharpeRatio=0.844976127158868
Symbol=LSCC|AnalysisDate=4/16/2021 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=0.148809432983398|PriceSlope=0.00342722993786441|Volatility=3.8022940158844|Volume=11065600|Violation=False|Slope=0.00342722993786441|Score=2.14078562011528|AnnualizedReturn=2.37183032079472|SharpeRatio=0.865080673462055
Symbol=LOGI|AnalysisDate=12/29/2020 12:00:00 AM|EPSSlope=0.570000052452087|ProfitMarginSlope=3.14018058776855|PriceSlope=0.00347405971427952|Volatility=2.62644529342651|Volume=724525|Violation=False|Slope=0.00347405971427952|Score=2.10985199921226|AnnualizedReturn=2.39998634558579|SharpeRatio=0.673059400966329
Symbol=OGIG|AnalysisDate=1/21/2021 12:00:00 AM|PriceSlope=0.00329660144220291|Volatility=1.47084760665894|Volume=191308|Violation=False|Slope=0.00329660144220291|Score=2.05657580373675|AnnualizedReturn=2.29502460235433|SharpeRatio=0.602221800357911
Symbol=WLK|AnalysisDate=5/7/2021 12:00:00 AM|EPSSlope=0.159999966621399|ProfitMarginSlope=3.27441740036011|PriceSlope=0.00311275576030908|Volatility=3.66279554367065|Volume=805890|Violation=False|Slope=0.00311275576030908|Score=2.05535150560712|AnnualizedReturn=2.19112355613089|SharpeRatio=1.24936896616567
Symbol=ONLN|AnalysisDate=12/17/2020 12:00:00 AM|PriceSlope=0.00341049210361356|Volatility=1.99553072452545|Volume=151297|Violation=False|Slope=0.00341049210361356|Score=2.05064217907959|AnnualizedReturn=2.3618471654411|SharpeRatio=0.574403433098342
Symbol=NPO|AnalysisDate=5/7/2021 12:00:00 AM|EPSSlope=0.145000040531158|ProfitMarginSlope=2.04959487915039|PriceSlope=0.00307832851529321|Volatility=2.61565804481506|Volume=89853|Violation=False|Slope=0.00307832851529321|Score=2.04241836021662|AnnualizedReturn=2.17219632244693|SharpeRatio=0.732777786059301
Symbol=CC|AnalysisDate=5/5/2021 12:00:00 AM|EPSSlope=1.02500009536743|ProfitMarginSlope=2.59317684173584|PriceSlope=0.00336365232678808|Volatility=1.20721423625946|Volume=1723852|Violation=False|Slope=0.00336365232678808|Score=2.02696655004255|AnnualizedReturn=2.33413269747492|SharpeRatio=0.753865935586489
Symbol=KAI|AnalysisDate=3/31/2021 12:00:00 AM|EPSSlope=0.319999933242798|ProfitMarginSlope=0.297544479370117|PriceSlope=0.00313815567719532|Volatility=3.01109051704407|Volume=67309|Violation=False|Slope=0.00313815567719532|Score=2.01725934032021|AnnualizedReturn=2.20519343495254|SharpeRatio=0.48049596770101
Symbol=PH|AnalysisDate=3/11/2021 12:00:00 AM|EPSSlope=0.914999961853027|ProfitMarginSlope=0.369387626647949|PriceSlope=0.00329053784147347|Volatility=8.12814044952393|Volume=1505200|Violation=False|Slope=0.00329053784147347|Score=2.01523862392782|AnnualizedReturn=2.29152041984053|SharpeRatio=0.293255415413293
Symbol=TSM|AnalysisDate=1/21/2021 12:00:00 AM|EPSSlope=0.575000047683716|ProfitMarginSlope=2.33967590332031|PriceSlope=0.00343963883946411|Volatility=8.04695987701416|Volume=15006500|Violation=False|Slope=0.00343963883946411|Score=1.98404999877139|AnnualizedReturn=2.37925874512703|SharpeRatio=0.433796452382213
Symbol=AFG|AnalysisDate=5/6/2021 12:00:00 AM|EPSSlope=0.00500011444091797|ProfitMarginSlope=12.4317321777344|PriceSlope=0.00310754504093733|Volatility=2.39741921424866|Volume=376390|Violation=False|Slope=0.00310754504093733|Score=1.97685853558476|AnnualizedReturn=2.18824827716034|SharpeRatio=0.838655071867575
Symbol=OC|AnalysisDate=4/7/2021 12:00:00 AM|EPSSlope=0.740000009536743|ProfitMarginSlope=2.01758193969727|PriceSlope=0.00310949331867378|Volatility=3.06953144073486|Volume=999454|Violation=False|Slope=0.00310949331867378|Score=1.92203144844504|AnnualizedReturn=2.1893228964204|SharpeRatio=0.909752824602784
Symbol=UA|AnalysisDate=3/12/2021 12:00:00 AM|EPSSlope=0.224999964237213|ProfitMarginSlope=0.0343818664550781|PriceSlope=0.00342761892416892|Volatility=0.406879097223282|Volume=2660940|Violation=False|Slope=0.00342761892416892|Score=1.91642241627816|AnnualizedReturn=2.37206282978723|SharpeRatio=0.297458321546192
Symbol=UYG|AnalysisDate=4/29/2021 12:00:00 AM|PriceSlope=0.00301361367141913|Volatility=1.54264771938324|Volume=131035|Violation=False|Slope=0.00301361367141913|Score=1.9030774182558|AnnualizedReturn=2.13705912917319|SharpeRatio=0.756566751919727
Symbol=CRL|AnalysisDate=4/15/2021 12:00:00 AM|EPSSlope=0.589999914169312|ProfitMarginSlope=1.94987487792969|PriceSlope=0.00281589991921947|Volatility=11.0862417221069|Volume=327260|Violation=False|Slope=0.00281589991921947|Score=1.88030760524613|AnnualizedReturn=2.03319160910808|SharpeRatio=0.894150814859994
Symbol=MEDP|AnalysisDate=4/15/2021 12:00:00 AM|EPSSlope=0.279999971389771|ProfitMarginSlope=2.13859462738037|PriceSlope=0.00290222634797785|Volatility=7.05522441864014|Volume=361873|Violation=False|Slope=0.00290222634797785|Score=1.86778441960793|AnnualizedReturn=2.07790679758405|SharpeRatio=0.68811322548997
Symbol=MBUU|AnalysisDate=3/11/2021 12:00:00 AM|EPSSlope=0.100000023841858|ProfitMarginSlope=2.72345352172852|PriceSlope=0.00371627488693757|Volatility=3.70858073234558|Volume=149852|Violation=False|Slope=0.00371627488693757|Score=1.86695720085069|AnnualizedReturn=2.551040388641|SharpeRatio=0.340011651707881
Symbol=BC|AnalysisDate=3/11/2021 12:00:00 AM|EPSSlope=0.150000095367432|ProfitMarginSlope=1.5238676071167|PriceSlope=0.00340889510350073|Volatility=4.30669450759888|Volume=944862|Violation=False|Slope=0.00340889510350073|Score=1.84679157492231|AnnualizedReturn=2.36089684539144|SharpeRatio=0.324514555925268
Symbol=PAG|AnalysisDate=3/5/2021 12:00:00 AM|EPSSlope=0.615000009536743|ProfitMarginSlope=0.157013416290283|PriceSlope=0.00324055292714992|Volatility=3.49391484260559|Volume=543203|Violation=False|Slope=0.00324055292714992|Score=1.8306415593124|AnnualizedReturn=2.26283700422149|SharpeRatio=0.289287600637929
Symbol=AMP|AnalysisDate=4/29/2021 12:00:00 AM|EPSSlope=0.00999975204467773|ProfitMarginSlope=11.47145652771|PriceSlope=0.00269032763003422|Volatility=5.69544506072998|Volume=611131|Violation=False|Slope=0.00269032763003422|Score=1.82464920107621|AnnualizedReturn=1.96986017439941|SharpeRatio=0.888489903842681
Symbol=TOL|AnalysisDate=4/29/2021 12:00:00 AM|EPSSlope=0.174999952316284|ProfitMarginSlope=1.15488243103027|PriceSlope=0.00308989040500137|Volatility=1.46588182449341|Volume=1087446|Violation=False|Slope=0.00308989040500137|Score=1.82090826054115|AnnualizedReturn=2.17853445430652|SharpeRatio=0.761732344510387
Symbol=FIX|AnalysisDate=4/9/2021 12:00:00 AM|EPSSlope=0.12500011920929|ProfitMarginSlope=0.00185203552246094|PriceSlope=0.00294156352633356|Volatility=2.27276849746704|Volume=212822|Violation=False|Slope=0.00294156352633356|Score=1.78301706750734|AnnualizedReturn=2.09860745611734|SharpeRatio=0.667044584027837
Symbol=ST|AnalysisDate=3/15/2021 12:00:00 AM|EPSSlope=0.215000003576279|ProfitMarginSlope=2.12806606292725|PriceSlope=0.00261609437965612|Volatility=1.95978927612305|Volume=1008309|Violation=False|Slope=0.00261609437965612|Score=1.7492741467259|AnnualizedReturn=1.93335296602526|SharpeRatio=0.302701983157811
Symbol=EYE|AnalysisDate=4/27/2021 12:00:00 AM|EPSSlope=0.189999997615814|ProfitMarginSlope=5.28024482727051|PriceSlope=0.00279299276398852|Volatility=1.48734736442566|Volume=474735|Violation=False|Slope=0.00279299276398852|Score=1.74014238478705|AnnualizedReturn=2.02148861176313|SharpeRatio=0.628019060150983
Symbol=MORN|AnalysisDate=4/27/2021 12:00:00 AM|EPSSlope=0.549999952316284|ProfitMarginSlope=0.327339172363281|PriceSlope=0.00253716128053256|Volatility=7.32575368881226|Volume=100990|Violation=False|Slope=0.00253716128053256|Score=1.74002048071455|AnnualizedReturn=1.89527631902661|SharpeRatio=0.613877507643751
Symbol=SOYB|AnalysisDate=5/7/2021 12:00:00 AM|PriceSlope=0.00229644356398365|Volatility=0.627435743808746|Volume=212523|Violation=False|Slope=0.00229644356398365|Score=1.71668034648484|AnnualizedReturn=1.78372482845947|SharpeRatio=1.17188439703054
Symbol=STLD|AnalysisDate=3/8/2021 12:00:00 AM|EPSSlope=0.159999966621399|ProfitMarginSlope=1.71021223068237|PriceSlope=0.00265054428404802|Volatility=2.17664837837219|Volume=2645870|Violation=False|Slope=0.00265054428404802|Score=1.71202014259034|AnnualizedReturn=1.95021019598664|SharpeRatio=0.385474153616481
Symbol=STC|AnalysisDate=4/8/2021 12:00:00 AM|EPSSlope=1.11000001430511|ProfitMarginSlope=1.71545219421387|PriceSlope=0.0026890399384718|Volatility=1.65956819057465|Volume=205438|Violation=False|Slope=0.0026890399384718|Score=1.7116886385097|AnnualizedReturn=1.96922106187437|SharpeRatio=0.62009912495585
Symbol=VCR|AnalysisDate=4/13/2021 12:00:00 AM|PriceSlope=0.00243262304223095|Volatility=8.62499141693115|Volume=118215|Violation=False|Slope=0.00243262304223095|Score=1.70725178351253|AnnualizedReturn=1.84599976105657|SharpeRatio=0.859360993709151
Symbol=WHR|AnalysisDate=4/5/2021 12:00:00 AM|EPSSlope=1.10500001907349|ProfitMarginSlope=3.95713520050049|PriceSlope=0.0030415747552282|Volatility=5.86230897903442|Volume=881638|Violation=False|Slope=0.0030415747552282|Score=1.70598057632129|AnnualizedReturn=2.15217043657953|SharpeRatio=0.737239557998407
Symbol=TREX|AnalysisDate=4/15/2021 12:00:00 AM|EPSSlope=0.0349999666213989|ProfitMarginSlope=7.42895412445068|PriceSlope=0.00281224844597145|Volatility=4.72701215744019|Volume=506976|Violation=False|Slope=0.00281224844597145|Score=1.7033001373677|AnnualizedReturn=2.03132158512947|SharpeRatio=0.76842838282532
Symbol=EL|AnalysisDate=4/16/2021 12:00:00 AM|EPSSlope=0.425000011920929|ProfitMarginSlope=4.61354446411133|PriceSlope=0.0023029349195047|Volatility=6.3695707321167|Volume=1769710|Violation=False|Slope=0.0023029349195047|Score=1.70239980953696|AnnualizedReturn=1.78664507189425|SharpeRatio=0.678782271519693
Symbol=TRGP|AnalysisDate=5/3/2021 12:00:00 AM|EPSSlope=0.305000066757202|ProfitMarginSlope=2.15186214447021|PriceSlope=0.00352022780671182|Volatility=1.0716518163681|Volume=2894730|Violation=False|Slope=0.00352022780671182|Score=1.69256992789475|AnnualizedReturn=2.42807170983946|SharpeRatio=0.531086860568409
Symbol=CE|AnalysisDate=3/5/2021 12:00:00 AM|EPSSlope=6.05999994277954|ProfitMarginSlope=1.67396926879883|PriceSlope=0.00264250395850839|Volatility=5.03180360794067|Volume=799836|Violation=False|Slope=0.00264250395850839|Score=1.68697754230796|AnnualizedReturn=1.94626275455385|SharpeRatio=0.317119476489394
Symbol=MTX|AnalysisDate=3/9/2021 12:00:00 AM|EPSSlope=0.0449999570846558|ProfitMarginSlope=0.443902015686035|PriceSlope=0.00263813872585987|Volatility=2.73480653762817|Volume=203948|Violation=False|Slope=0.00263813872585987|Score=1.68467303356648|AnnualizedReturn=1.94412296748471|SharpeRatio=0.357238615910274
Symbol=EPAM|AnalysisDate=4/13/2021 12:00:00 AM|EPSSlope=0.0850000381469727|ProfitMarginSlope=0.980855941772461|PriceSlope=0.00261835695789286|Volatility=21.6073188781738|Volume=276594|Violation=False|Slope=0.00261835695789286|Score=1.6837628248296|AnnualizedReturn=1.93445561965607|SharpeRatio=0.956453116900323
Symbol=JEF|AnalysisDate=3/8/2021 12:00:00 AM|EPSSlope=0.259999990463257|ProfitMarginSlope=0.65460205078125|PriceSlope=0.00295128624784464|Volatility=0.910626769065857|Volume=2590910|Violation=False|Slope=0.00295128624784464|Score=1.67890927926348|AnnualizedReturn=2.10375561267359|SharpeRatio=0.285762510500769
Symbol=TTC|AnalysisDate=4/16/2021 12:00:00 AM|EPSSlope=0.185000061988831|ProfitMarginSlope=0.098358154296875|PriceSlope=0.00223600711848886|Volatility=2.32660603523254|Volume=1909350|Violation=False|Slope=0.00223600711848886|Score=1.67865690258596|AnnualizedReturn=1.75676455081472|SharpeRatio=1.02713511746009
Symbol=LKQ|AnalysisDate=5/3/2021 12:00:00 AM|EPSSlope=0.0649999380111694|ProfitMarginSlope=0.554332733154297|PriceSlope=0.00240322712216586|Volatility=1.26025557518005|Volume=1616650|Violation=False|Slope=0.00240322712216586|Score=1.67681079126841|AnnualizedReturn=1.83237554083978|SharpeRatio=0.615182154410875
Symbol=PTF|AnalysisDate=1/21/2021 12:00:00 AM|PriceSlope=0.00275947627714262|Volatility=4.45907306671143|Volume=21013|Violation=False|Slope=0.00275947627714262|Score=1.67122961818504|AnnualizedReturn=2.00448670768246|SharpeRatio=0.46830659437014
Symbol=WY|AnalysisDate=4/14/2021 12:00:00 AM|EPSSlope=0.199999958276749|ProfitMarginSlope=5.59442234039307|PriceSlope=0.00260087364593055|Volatility=1.20601177215576|Volume=4457470|Violation=False|Slope=0.00260087364593055|Score=1.66613373113096|AnnualizedReturn=1.92595155284702|SharpeRatio=0.825576879526704
Symbol=JOUT|AnalysisDate=3/8/2021 12:00:00 AM|EPSSlope=1.24000000953674|ProfitMarginSlope=0.0413112640380859|PriceSlope=0.00271237824443491|Volatility=5.23404598236084|Volume=52577|Violation=False|Slope=0.00271237824443491|Score=1.62921384515002|AnnualizedReturn=1.98083667304791|SharpeRatio=0.549490303903841
Symbol=NLSN|AnalysisDate=5/7/2021 12:00:00 AM|EPSSlope=0.199999988079071|ProfitMarginSlope=0.900646209716797|PriceSlope=0.00282812282965469|Volatility=0.683021128177643|Volume=5141163|Violation=False|Slope=0.00282812282965469|Score=1.61862766490195|AnnualizedReturn=2.03946384671065|SharpeRatio=0.638154098390732
Symbol=JACK|AnalysisDate=4/19/2021 12:00:00 AM|EPSSlope=0.940000057220459|ProfitMarginSlope=0.116374969482422|PriceSlope=0.00248174562085385|Volatility=3.20156216621399|Volume=463664|Violation=False|Slope=0.00248174562085385|Score=1.61661040635752|AnnualizedReturn=1.86899321177019|SharpeRatio=0.534488524847523
Symbol=VIPS|AnalysisDate=3/16/2021 12:00:00 AM|EPSSlope=0.00999999046325684|ProfitMarginSlope=0.0690155029296875|PriceSlope=0.00319645242821594|Volatility=2.00141310691833|Volume=5443444|Violation=False|Slope=0.00319645242821594|Score=1.58859499210445|AnnualizedReturn=2.23782858028759|SharpeRatio=0.640754444593473
Symbol=JBL|AnalysisDate=3/16/2021 12:00:00 AM|EPSSlope=0.524999976158142|ProfitMarginSlope=0.812147855758667|PriceSlope=0.0024656833913764|Volatility=2.51323866844177|Volume=2810044|Violation=False|Slope=0.0024656833913764|Score=1.58011312034163|AnnualizedReturn=1.86144341181159|SharpeRatio=0.250550246986294
Symbol=TWTR|AnalysisDate=2/18/2021 12:00:00 AM|EPSSlope=0.0600000023841858|ProfitMarginSlope=4.28031158447266|PriceSlope=0.00286060175665274|Volatility=8.60239410400391|Volume=16010000|Violation=False|Slope=0.00286060175665274|Score=1.56869406169551|AnnualizedReturn=2.0562247229722|SharpeRatio=0.318361760798856
Symbol=ITEQ|AnalysisDate=2/8/2021 12:00:00 AM|PriceSlope=0.00251509385591279|Volatility=1.5045565366745|Volume=149899|Violation=False|Slope=0.00251509385591279|Score=1.55825519232856|AnnualizedReturn=1.88476595557012|SharpeRatio=0.427991104863606
Symbol=LECO|AnalysisDate=4/29/2021 12:00:00 AM|EPSSlope=0.0250000953674316|ProfitMarginSlope=0.492530822753906|PriceSlope=0.00208643358887091|Volatility=3.30835890769958|Volume=316491|Violation=False|Slope=0.00208643358887091|Score=1.54669196577254|AnnualizedReturn=1.69178005972985|SharpeRatio=0.773061120077387
Symbol=MTD|AnalysisDate=4/13/2021 12:00:00 AM|EPSSlope=0.590000152587891|ProfitMarginSlope=2.66532897949219|PriceSlope=0.00227988761365137|Volatility=40.2865905761719|Volume=70799|Violation=False|Slope=0.00227988761365137|Score=1.5375690572028|AnnualizedReturn=1.77629845358311|SharpeRatio=0.801380744929468
Symbol=STAY|AnalysisDate=3/22/2021 12:00:00 AM|EPSSlope=0.149999991059303|ProfitMarginSlope=0.203033447265625|PriceSlope=0.00259429698803971|Volatility=1.3795919418335|Volume=4488754|Violation=False|Slope=0.00259429698803971|Score=1.5288149272045|AnnualizedReturn=1.92276228262575|SharpeRatio=0.241535385828989
Symbol=NGVT|AnalysisDate=3/11/2021 12:00:00 AM|EPSSlope=0.0899999141693115|ProfitMarginSlope=4.06129550933838|PriceSlope=0.00264980658371627|Volatility=2.56881475448608|Volume=276385|Violation=False|Slope=0.00264980658371627|Score=1.50892923727106|AnnualizedReturn=1.94984768466462|SharpeRatio=0.265240433702094
Symbol=KWEB|AnalysisDate=1/20/2021 12:00:00 AM|PriceSlope=0.00234907826947029|Volatility=3.55249738693237|Volume=1787510|Violation=False|Slope=0.00234907826947029|Score=1.50083889256687|AnnualizedReturn=1.80754166128681|SharpeRatio=0.423444581719742
Symbol=ETN|AnalysisDate=3/5/2021 12:00:00 AM|EPSSlope=0.0499999523162842|ProfitMarginSlope=3.4032154083252|PriceSlope=0.00216292811830317|Volatility=4.29146432876587|Volume=2374390|Violation=False|Slope=0.00216292811830317|Score=1.49339620299489|AnnualizedReturn=1.7247082156232|SharpeRatio=0.334321236938718
Symbol=RIO|AnalysisDate=5/5/2021 12:00:00 AM|EPSSlope=0.795000076293945|ProfitMarginSlope=9.77394676208496|PriceSlope=0.00223482541060299|Volatility=1.75220954418182|Volume=1872354|Violation=False|Slope=0.00223482541060299|Score=1.49202725291317|AnnualizedReturn=1.75624148110527|SharpeRatio=0.578915352401271
Symbol=IYJ|AnalysisDate=3/12/2021 12:00:00 AM|PriceSlope=0.00197383835682858|Volatility=1.6311696767807|Volume=77223|Violation=False|Slope=0.00197383835682858|Score=1.48196237871107|AnnualizedReturn=1.64445211166305|SharpeRatio=0.262693057664139
Symbol=PRU|AnalysisDate=5/3/2021 12:00:00 AM|EPSSlope=1.84500002861023|ProfitMarginSlope=6.01930236816406|PriceSlope=0.00204831511029853|Volatility=1.78519034385681|Volume=1754060|Violation=False|Slope=0.00204831511029853|Score=1.47754434791662|AnnualizedReturn=1.67560686612769|SharpeRatio=0.708057085146735
Symbol=PCH|AnalysisDate=4/8/2021 12:00:00 AM|EPSSlope=0.655000030994415|ProfitMarginSlope=14.0219945907593|PriceSlope=0.00214535554755334|Volatility=2.57535243034363|Volume=439679|Violation=False|Slope=0.00214535554755334|Score=1.47703290145823|AnnualizedReturn=1.71708759682335|SharpeRatio=0.846386293055055
Symbol=CORN|AnalysisDate=4/30/2021 12:00:00 AM|PriceSlope=0.0019648586560812|Volatility=1.02509438991547|Volume=380391|Violation=False|Slope=0.0019648586560812|Score=1.4743369818487|AnnualizedReturn=1.64073511347845|SharpeRatio=0.508395411394944
Symbol=EMR|AnalysisDate=3/8/2021 12:00:00 AM|EPSSlope=0.100000023841858|ProfitMarginSlope=0.0347652435302734|PriceSlope=0.00218586521366139|Volatility=2.24536561965942|Volume=3857040|Violation=False|Slope=0.00218586521366139|Score=1.45421850954811|AnnualizedReturn=1.73470615135678|SharpeRatio=0.253861108916397
Symbol=SWK|AnalysisDate=4/5/2021 12:00:00 AM|EPSSlope=0.769999980926514|ProfitMarginSlope=1.56117820739746|PriceSlope=0.00229046898801128|Volatility=3.66060090065002|Volume=794067|Violation=False|Slope=0.00229046898801128|Score=1.45274997114435|AnnualizedReturn=1.78104128525416|SharpeRatio=0.971313833233514
Symbol=KURE|AnalysisDate=1/19/2021 12:00:00 AM|PriceSlope=0.00208626482906627|Volatility=1.04596734046936|Volume=65361|Violation=False|Slope=0.00208626482906627|Score=1.44262649742416|AnnualizedReturn=1.6917081141326|SharpeRatio=0.521275647126023
Symbol=XITK|AnalysisDate=12/8/2020 12:00:00 AM|PriceSlope=0.0024906160532765|Volatility=7.21869277954102|Volume=21571|Violation=False|Slope=0.0024906160532765|Score=1.4402110491336|AnnualizedReturn=1.87317573678189|SharpeRatio=0.470265188842623
Symbol=CMG|AnalysisDate=4/15/2021 12:00:00 AM|EPSSlope=2.06500005722046|ProfitMarginSlope=3.63173198699951|PriceSlope=0.00220100179087379|Volatility=50.118335723877|Volume=230410|Violation=False|Slope=0.00220100179087379|Score=1.44003458169327|AnnualizedReturn=1.74133568064208|SharpeRatio=0.568034901190237
Symbol=EWW|AnalysisDate=4/15/2021 12:00:00 AM|PriceSlope=0.00190812528023171|Volatility=0.85190612077713|Volume=2072060|Violation=False|Slope=0.00190812528023171|Score=1.43094098034486|AnnualizedReturn=1.61744472001183|SharpeRatio=0.575590003271108
Symbol=CPER|AnalysisDate=2/19/2021 12:00:00 AM|PriceSlope=0.0019109057590858|Volatility=0.987044036388397|Volume=414540|Violation=False|Slope=0.0019109057590858|Score=1.42046310408724|AnnualizedReturn=1.61857842940169|SharpeRatio=0.377853101194179
Symbol=FBHS|AnalysisDate=4/7/2021 12:00:00 AM|EPSSlope=0.215000033378601|ProfitMarginSlope=0.757736206054688|PriceSlope=0.00261120746154528|Volatility=3.6106653213501|Volume=750020|Violation=False|Slope=0.00261120746154528|Score=1.41725405874835|AnnualizedReturn=1.93097350080439|SharpeRatio=0.727164043137071
Symbol=NVDA|AnalysisDate=4/13/2021 12:00:00 AM|EPSSlope=0.384999990463257|ProfitMarginSlope=2.11789894104004|PriceSlope=0.00260244267480127|Volatility=37.5958442687988|Volume=16805100|Violation=False|Slope=0.00260244267480127|Score=1.4161541104304|AnnualizedReturn=1.92671321556069|SharpeRatio=0.70150051744742
Symbol=PSMT|AnalysisDate=2/10/2021 12:00:00 AM|EPSSlope=0.129999995231628|ProfitMarginSlope=1.02912282943726|PriceSlope=0.00232623584784869|Volatility=3.13543510437012|Volume=65784|Violation=False|Slope=0.00232623584784869|Score=1.41438257824618|AnnualizedReturn=1.79716681580635|SharpeRatio=0.352132730980161
Symbol=CBT|AnalysisDate=3/17/2021 12:00:00 AM|EPSSlope=0.205000042915344|ProfitMarginSlope=6.27542495727539|PriceSlope=0.00218814065707323|Volatility=1.61014270782471|Volume=203934|Violation=False|Slope=0.00218814065707323|Score=1.4116310467086|AnnualizedReturn=1.7357011374701|SharpeRatio=0.243182714312305
Symbol=DHI|AnalysisDate=4/16/2021 12:00:00 AM|EPSSlope=0.490000009536743|ProfitMarginSlope=1.38134098052979|PriceSlope=0.00242911056688808|Volatility=2.2375316619873|Volume=4063800|Violation=False|Slope=0.00242911056688808|Score=1.39588714660687|AnnualizedReturn=1.84436650877659|SharpeRatio=0.65328668765211
Symbol=CURE|AnalysisDate=4/14/2021 12:00:00 AM|PriceSlope=0.00205439352081293|Volatility=2.42935919761658|Volume=29817|Violation=False|Slope=0.00205439352081293|Score=1.3907909094406|AnnualizedReturn=1.67817545951018|SharpeRatio=0.547954598563037
Symbol=ENTG|AnalysisDate=12/1/2020 12:00:00 AM|EPSSlope=0.14000004529953|ProfitMarginSlope=1.00174331665039|PriceSlope=0.00232262451216074|Volatility=2.46426844596863|Volume=749710|Violation=False|Slope=0.00232262451216074|Score=1.37948903211552|AnnualizedReturn=1.79553203627997|SharpeRatio=0.470255260482359
Symbol=AOS|AnalysisDate=3/11/2021 12:00:00 AM|EPSSlope=0.0899999141693115|ProfitMarginSlope=0.778957366943359|PriceSlope=0.001781658023842|Volatility=1.74829852581024|Volume=1032800|Violation=False|Slope=0.001781658023842|Score=1.37300090716326|AnnualizedReturn=1.56670991033455|SharpeRatio=0.445818519888997
Symbol=IETC|AnalysisDate=4/13/2021 12:00:00 AM|PriceSlope=0.00174946493489098|Volatility=1.80343580245972|Volume=5702|Violation=False|Slope=0.00174946493489098|Score=1.37027423217509|AnnualizedReturn=1.55405114554121|SharpeRatio=0.740661767789956
Symbol=LGIH|AnalysisDate=3/26/2021 12:00:00 AM|EPSSlope=1.40999984741211|ProfitMarginSlope=1.30949783325195|PriceSlope=0.00325339729299534|Volatility=4.79657602310181|Volume=292062|Violation=False|Slope=0.00325339729299534|Score=1.35780971597203|AnnualizedReturn=2.27017317660068|SharpeRatio=0.236385776864616
Symbol=SLVP|AnalysisDate=1/5/2021 12:00:00 AM|PriceSlope=0.0027639973701337|Volatility=0.956882953643799|Volume=277007|Violation=False|Slope=0.0027639973701337|Score=1.35571512673664|AnnualizedReturn=2.00677175177104|SharpeRatio=0.305658868193572
Symbol=IQV|AnalysisDate=4/12/2021 12:00:00 AM|EPSSlope=0.264999985694885|ProfitMarginSlope=0.867063522338867|PriceSlope=0.00169763279895007|Volatility=7.76592063903809|Volume=929416|Violation=False|Slope=0.00169763279895007|Score=1.34247063786177|AnnualizedReturn=1.53388458984841|SharpeRatio=0.566929940381221
Symbol=NVT|AnalysisDate=5/3/2021 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=0.976064682006836|PriceSlope=0.00204676159930566|Volatility=0.754056513309479|Volume=928513|Violation=False|Slope=0.00204676159930566|Score=1.33601809495974|AnnualizedReturn=1.67495101994407|SharpeRatio=0.54788647015234
Symbol=MCHI|AnalysisDate=2/9/2021 12:00:00 AM|PriceSlope=0.00171297780014048|Volatility=1.70555818080902|Volume=3790340|Violation=False|Slope=0.00171297780014048|Score=1.32395307465223|AnnualizedReturn=1.53982751304353|SharpeRatio=0.539231776432163
Symbol=AXTA|AnalysisDate=4/26/2021 12:00:00 AM|EPSSlope=0.0549999922513962|ProfitMarginSlope=6.70090103149414|PriceSlope=0.00176621689583615|Volatility=1.11162686347961|Volume=4781300|Violation=False|Slope=0.00176621689583615|Score=1.31728619185839|AnnualizedReturn=1.56062543026255|SharpeRatio=0.616303729993228
Symbol=SCHD|AnalysisDate=3/10/2021 12:00:00 AM|PriceSlope=0.00154735131117744|Volatility=1.36211490631104|Volume=2812320|Violation=False|Slope=0.00154735131117744|Score=1.30978512156053|AnnualizedReturn=1.47688114596561|SharpeRatio=0.28086505326452
Symbol=SAIA|AnalysisDate=11/27/2020 12:00:00 AM|EPSSlope=0.154999971389771|ProfitMarginSlope=0.873805999755859|PriceSlope=0.00260606887340334|Volatility=2.87145233154297|Volume=50161|Violation=False|Slope=0.00260606887340334|Score=1.30584720024014|AnnualizedReturn=1.92847465472314|SharpeRatio=0.314475219115679
Symbol=VOYA|AnalysisDate=4/12/2021 12:00:00 AM|EPSSlope=0.480000019073486|ProfitMarginSlope=7.31873321533203|PriceSlope=0.00164371191480385|Volatility=1.76161110401154|Volume=665275|Violation=False|Slope=0.00164371191480385|Score=1.30485665637028|AnnualizedReturn=1.51318303523744|SharpeRatio=0.586526082043461
Symbol=UHAL|AnalysisDate=2/18/2021 12:00:00 AM|EPSSlope=3.87500095367432|ProfitMarginSlope=0.720458984375|PriceSlope=0.00211739527784915|Volatility=17.4699745178223|Volume=96656|Violation=False|Slope=0.00211739527784915|Score=1.30375098559349|AnnualizedReturn=1.7050315415684|SharpeRatio=0.239143542405081
Symbol=EXR|AnalysisDate=4/23/2021 12:00:00 AM|EPSSlope=0.165000081062317|ProfitMarginSlope=1.02190780639648|PriceSlope=0.00158437239038163|Volatility=4.09238576889038|Volume=556872|Violation=False|Slope=0.00158437239038163|Score=1.30369143571603|AnnualizedReturn=1.49072390219759|SharpeRatio=0.553927830313395
Symbol=PAWZ|AnalysisDate=12/18/2020 12:00:00 AM|PriceSlope=0.00204993450804943|Volatility=1.87202143669128|Volume=64887|Violation=False|Slope=0.00204993450804943|Score=1.297265741739|AnnualizedReturn=1.6762908011167|SharpeRatio=0.522637600852059
Symbol=NSA|AnalysisDate=4/21/2021 12:00:00 AM|EPSSlope=0.0249999910593033|ProfitMarginSlope=0.865161895751953|PriceSlope=0.00155905172706147|Volatility=1.33324027061462|Volume=604288|Violation=False|Slope=0.00155905172706147|Score=1.28517068059807|AnnualizedReturn=1.48124216319829|SharpeRatio=0.668480644317852
Symbol=PEJ|AnalysisDate=3/8/2021 12:00:00 AM|PriceSlope=0.00219582639787961|Volatility=1.79524838924408|Volume=1173940|Violation=False|Slope=0.00219582639787961|Score=1.27961917501627|AnnualizedReturn=1.73906611263455|SharpeRatio=0.241089548448189
Symbol=MOAT|AnalysisDate=3/11/2021 12:00:00 AM|PriceSlope=0.00154202065793392|Volatility=0.818498909473419|Volume=402926|Violation=False|Slope=0.00154202065793392|Score=1.27939857491571|AnnualizedReturn=1.47489854710039|SharpeRatio=0.264141626253749
Symbol=ZBH|AnalysisDate=4/15/2021 12:00:00 AM|EPSSlope=0.0349999964237213|ProfitMarginSlope=1.79043579101563|PriceSlope=0.00149438902117011|Volatility=4.22041511535645|Volume=945595|Violation=False|Slope=0.00149438902117011|Score=1.27144959668764|AnnualizedReturn=1.4573009104883|SharpeRatio=0.539492032971013
Symbol=SGDJ|AnalysisDate=1/5/2021 12:00:00 AM|PriceSlope=0.00256201554656496|Volatility=1.69242012500763|Volume=48278|Violation=False|Slope=0.00256201554656496|Score=1.27047914213592|AnnualizedReturn=1.90718420815468|SharpeRatio=0.311446283649101
Symbol=TPH|AnalysisDate=4/28/2021 12:00:00 AM|EPSSlope=0.0400000810623169|ProfitMarginSlope=1.12708568572998|PriceSlope=0.00211620911547077|Volatility=0.837082326412201|Volume=968734|Violation=False|Slope=0.00211620911547077|Score=1.26395411962063|AnnualizedReturn=1.70452196177655|SharpeRatio=0.63019869431049
Symbol=BWA|AnalysisDate=3/15/2021 12:00:00 AM|EPSSlope=0.225000023841858|ProfitMarginSlope=3.73090839385986|PriceSlope=0.0022012973936644|Volatility=2.12556004524231|Volume=1789466|Violation=False|Slope=0.0022012973936644|Score=1.25517304509815|AnnualizedReturn=1.74146540088259|SharpeRatio=0.2667753360289
Symbol=YETI|AnalysisDate=12/9/2020 12:00:00 AM|EPSSlope=0.170000016689301|ProfitMarginSlope=3.02156448364258|PriceSlope=0.00320241051861063|Volatility=2.77236580848694|Volume=2200210|Violation=False|Slope=0.00320241051861063|Score=1.24394692899236|AnnualizedReturn=2.24119106655178|SharpeRatio=0.352341671248201
Symbol=IEX|AnalysisDate=3/30/2021 12:00:00 AM|EPSSlope=0.0199999809265137|ProfitMarginSlope=0.972282409667969|PriceSlope=0.00154134853801811|Volatility=3.9898681640625|Volume=422437|Violation=False|Slope=0.00154134853801811|Score=1.23987976110311|AnnualizedReturn=1.47464875846563|SharpeRatio=0.340246440973459
Symbol=DRN|AnalysisDate=4/12/2021 12:00:00 AM|PriceSlope=0.00216219294624581|Volatility=0.760638833045959|Volume=283264|Violation=False|Slope=0.00216219294624581|Score=1.23697431749561|AnnualizedReturn=1.7243887199831|SharpeRatio=0.642165895647528
Symbol=TTWO|AnalysisDate=12/10/2020 12:00:00 AM|EPSSlope=0.109999895095825|ProfitMarginSlope=0.30103874206543|PriceSlope=0.00183144725769013|Volatility=6.40739917755127|Volume=1505480|Violation=False|Slope=0.00183144725769013|Score=1.23601345625223|AnnualizedReturn=1.58649107897189|SharpeRatio=0.43189212397355
Symbol=ADM|AnalysisDate=2/23/2021 12:00:00 AM|EPSSlope=0.125|ProfitMarginSlope=0.357412099838257|PriceSlope=0.00176464691949566|Volatility=1.89461958408356|Volume=2534270|Violation=False|Slope=0.00176464691949566|Score=1.23215382117549|AnnualizedReturn=1.56000811584539|SharpeRatio=0.156626557203392
Symbol=DE|AnalysisDate=1/6/2021 12:00:00 AM|EPSSlope=0.119999885559082|ProfitMarginSlope=0.76118278503418|PriceSlope=0.00248969824316908|Volatility=6.79390478134155|Volume=2744760|Violation=False|Slope=0.00248969824316908|Score=1.22409247866402|AnnualizedReturn=1.87274254353478|SharpeRatio=0.374464697140858
Symbol=WSO|AnalysisDate=4/8/2021 12:00:00 AM|EPSSlope=0.109999895095825|ProfitMarginSlope=0.0980987548828125|PriceSlope=0.0019474242836101|Volatility=6.96316862106323|Volume=119859|Violation=False|Slope=0.0019474242836101|Score=1.20710079353663|AnnualizedReturn=1.63354241831624|SharpeRatio=0.483191763688889
Symbol=ADSK|AnalysisDate=4/16/2021 12:00:00 AM|EPSSlope=1.7299998998642|ProfitMarginSlope=0.0708389282226563|PriceSlope=0.00191792615878684|Volatility=10.986138343811|Volume=855339|Violation=False|Slope=0.00191792615878684|Score=1.19763390440061|AnnualizedReturn=1.62144445687263|SharpeRatio=0.608337402309666
Symbol=MSCI|AnalysisDate=12/8/2020 12:00:00 AM|EPSSlope=0.244999885559082|ProfitMarginSlope=0.639041900634766|PriceSlope=0.00167612742923203|Volatility=9.63821792602539|Volume=333770|Violation=False|Slope=0.00167612742923203|Score=1.19708779549681|AnnualizedReturn=1.52559441152753|SharpeRatio=0.492707647481117
Symbol=DHR|AnalysisDate=4/13/2021 12:00:00 AM|EPSSlope=0.360000133514404|ProfitMarginSlope=2.32047653198242|PriceSlope=0.00171776320321078|Volatility=6.24042129516602|Volume=6156316|Violation=False|Slope=0.00171776320321078|Score=1.17959584902438|AnnualizedReturn=1.54168554435624|SharpeRatio=0.576427662907746
Symbol=PBD|AnalysisDate=11/9/2020 12:00:00 AM|PriceSlope=0.0023826783615516|Volatility=1.02801167964935|Volume=231013|Violation=False|Slope=0.0023826783615516|Score=1.17035809792085|AnnualizedReturn=1.82291149807695|SharpeRatio=0.50050105163464
Symbol=JRI|AnalysisDate=4/1/2021 12:00:00 AM|PriceSlope=0.0013159325985649|Volatility=0.180009096860886|Volume=282170|Violation=False|Slope=0.0013159325985649|Score=1.16643108946122|AnnualizedReturn=1.39321637762016|SharpeRatio=0.677966026702817
Symbol=VLUE|AnalysisDate=3/10/2021 12:00:00 AM|PriceSlope=0.00150448714970345|Volatility=1.5905225276947|Volume=1050502|Violation=False|Slope=0.00150448714970345|Score=1.16083405414004|AnnualizedReturn=1.46101406797345|SharpeRatio=0.201184429680764
Symbol=ANAT|AnalysisDate=5/6/2021 12:00:00 AM|EPSSlope=2.5149998664856|ProfitMarginSlope=0.395888328552246|PriceSlope=0.00186744673160527|Volatility=2.26568603515625|Volume=44444|Violation=False|Slope=0.00186744673160527|Score=1.1595408319895|AnnualizedReturn=1.60094899671467|SharpeRatio=0.403357145197372
Symbol=IGV|AnalysisDate=12/18/2020 12:00:00 AM|PriceSlope=0.00175212040210205|Volatility=7.35882997512817|Volume=787118|Violation=False|Slope=0.00175212040210205|Score=1.15419199997833|AnnualizedReturn=1.55509142999898|SharpeRatio=0.368543633543796
Symbol=MTUM|AnalysisDate=2/12/2021 12:00:00 AM|PriceSlope=0.00160481666411545|Volatility=4.58698987960815|Volume=525142|Violation=False|Slope=0.00160481666411545|Score=1.15059292177958|AnnualizedReturn=1.49842386552058|SharpeRatio=0.257863011697668
Symbol=QQQ|AnalysisDate=12/8/2020 12:00:00 AM|PriceSlope=0.00167098183113893|Volatility=6.59870147705078|Volume=17974700|Violation=False|Slope=0.00167098183113893|Score=1.1379613121679|AnnualizedReturn=1.52361746943067|SharpeRatio=0.399409037146302
Symbol=WSM|AnalysisDate=1/13/2021 12:00:00 AM|EPSSlope=0.799999952316284|ProfitMarginSlope=3.22453880310059|PriceSlope=0.00274838757797913|Volatility=5.24778842926025|Volume=1939800|Violation=False|Slope=0.00274838757797913|Score=1.12922373523163|AnnualizedReturn=1.99889328449943|SharpeRatio=0.224284927223678
Symbol=SYNH|AnalysisDate=4/15/2021 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=2.56911754608154|PriceSlope=0.00165780957671218|Volatility=2.55102682113647|Volume=1820340|Violation=False|Slope=0.00165780957671218|Score=1.12235457087587|AnnualizedReturn=1.51856834592459|SharpeRatio=0.483278167175735
Symbol=XLC|AnalysisDate=2/12/2021 12:00:00 AM|PriceSlope=0.00153445682104353|Volatility=1.95180010795593|Volume=1573930|Violation=False|Slope=0.00153445682104353|Score=1.1118112511431|AnnualizedReturn=1.47208993988132|SharpeRatio=0.232361270151632
Symbol=AYI|AnalysisDate=3/15/2021 12:00:00 AM|EPSSlope=0.0699999332427979|ProfitMarginSlope=0.633167266845703|PriceSlope=0.00167194319244452|Volatility=6.9056568145752|Volume=659769|Violation=False|Slope=0.00167194319244452|Score=1.10118424978355|AnnualizedReturn=1.52398663035953|SharpeRatio=0.197970282241995
Symbol=A|AnalysisDate=1/6/2021 12:00:00 AM|EPSSlope=0.0449999570846558|ProfitMarginSlope=0.0330352783203125|PriceSlope=0.0016977704119251|Volatility=1.5019828081131|Volume=2399060|Violation=False|Slope=0.0016977704119251|Score=1.09812697023157|AnnualizedReturn=1.53393778354106|SharpeRatio=0.326007311119281
Symbol=LIN|AnalysisDate=3/26/2021 12:00:00 AM|EPSSlope=0.254999876022339|ProfitMarginSlope=0.281352996826172|PriceSlope=0.0016084947187876|Volatility=5.79326391220093|Volume=2231480|Violation=False|Slope=0.0016084947187876|Score=1.09636972781843|AnnualizedReturn=1.49981335315282|SharpeRatio=0.240390443976182
Symbol=OIH|AnalysisDate=5/7/2021 12:00:00 AM|PriceSlope=0.00248387656732358|Volatility=13.1370973587036|Volume=2379440|Violation=False|Slope=0.00248387656732358|Score=1.09629642918708|AnnualizedReturn=1.86999712786745|SharpeRatio=0.38829882499725
Symbol=ITW|AnalysisDate=3/12/2021 12:00:00 AM|EPSSlope=0.0149998664855957|ProfitMarginSlope=2.30726623535156|PriceSlope=0.00140071063880695|Volatility=5.05305194854736|Volume=948725|Violation=False|Slope=0.00140071063880695|Score=1.09093988515265|AnnualizedReturn=1.42330136905142|SharpeRatio=0.196610074302206
Symbol=TYL|AnalysisDate=2/12/2021 12:00:00 AM|EPSSlope=0.00499987602233887|ProfitMarginSlope=0.276105880737305|PriceSlope=0.00151154328543703|Volatility=16.1870021820068|Volume=213650|Violation=False|Slope=0.00151154328543703|Score=1.08790075923238|AnnualizedReturn=1.46361427568328|SharpeRatio=0.285206945889202
Symbol=QCOM|AnalysisDate=12/4/2020 12:00:00 AM|EPSSlope=1.08000016212463|ProfitMarginSlope=5.45219802856445|PriceSlope=0.00227253931284317|Volatility=3.64103603363037|Volume=12238000|Violation=False|Slope=0.00227253931284317|Score=1.07629150640679|AnnualizedReturn=1.77301219782877|SharpeRatio=0.481930949200535
Symbol=AAP|AnalysisDate=4/21/2021 12:00:00 AM|EPSSlope=0.134999990463257|ProfitMarginSlope=0.987672805786133|PriceSlope=0.00138486067917069|Volatility=5.2743763923645|Volume=1220939|Violation=False|Slope=0.00138486067917069|Score=1.07612124297998|AnnualizedReturn=1.41762777145629|SharpeRatio=0.65481065496997
Symbol=KIE|AnalysisDate=3/12/2021 12:00:00 AM|PriceSlope=0.00137946557512927|Volatility=0.784617781639099|Volume=368571|Violation=False|Slope=0.00137946557512927|Score=1.07005233554598|AnnualizedReturn=1.41570172222027|SharpeRatio=0.10373110394494
Symbol=ORCL|AnalysisDate=3/8/2021 12:00:00 AM|EPSSlope=0.115000009536743|ProfitMarginSlope=0.138347625732422|PriceSlope=0.00108950276531812|Volatility=2.9823887348175|Volume=23258000|Violation=False|Slope=0.00108950276531812|Score=1.06695488976629|AnnualizedReturn=1.31594455013572|SharpeRatio=0.491361739904873
Symbol=GTES|AnalysisDate=2/19/2021 12:00:00 AM|EPSSlope=0.00500001013278961|ProfitMarginSlope=1.35064125061035|PriceSlope=0.00225816685339657|Volatility=0.900458693504333|Volume=317043|Violation=False|Slope=0.00225816685339657|Score=1.06662518878448|AnnualizedReturn=1.76660221130236|SharpeRatio=0.146056232754228
Symbol=BUD|AnalysisDate=4/28/2021 12:00:00 AM|EPSSlope=0.0199999958276749|ProfitMarginSlope=0.215827941894531|PriceSlope=0.00165076428572377|Volatility=2.42997145652771|Volume=1227253|Violation=False|Slope=0.00165076428572377|Score=1.06307949285048|AnnualizedReturn=1.51587465136024|SharpeRatio=0.35854640878078
Symbol=WIRE|AnalysisDate=3/11/2021 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=0.842288970947266|PriceSlope=0.00150844709515343|Volatility=1.3006409406662|Volume=139930|Violation=False|Slope=0.00150844709515343|Score=1.05944315178326|AnnualizedReturn=1.46247275074148|SharpeRatio=0.25972354481178
Symbol=URE|AnalysisDate=4/12/2021 12:00:00 AM|PriceSlope=0.00146974432912066|Volatility=2.41916942596436|Volume=2823|Violation=False|Slope=0.00146974432912066|Score=1.05927739107738|AnnualizedReturn=1.44827844382798|SharpeRatio=0.656030417935871
Symbol=DSGX|AnalysisDate=4/13/2021 12:00:00 AM|EPSSlope=0.0349999964237213|ProfitMarginSlope=2.3067512512207|PriceSlope=0.00156820606112665|Volatility=2.19089031219482|Volume=126861|Violation=False|Slope=0.00156820606112665|Score=1.04036537621312|AnnualizedReturn=1.48466317360174|SharpeRatio=0.589754843006891
Symbol=SCHE|AnalysisDate=2/11/2021 12:00:00 AM|PriceSlope=0.00152419939438675|Volatility=0.734614014625549|Volume=1338740|Violation=False|Slope=0.00152419939438675|Score=1.03608534453469|AnnualizedReturn=1.46828969021905|SharpeRatio=0.25603020673212
Symbol=IGM|AnalysisDate=12/8/2020 12:00:00 AM|PriceSlope=0.00158031044944415|Volatility=6.58425283432007|Volume=30721|Violation=False|Slope=0.00158031044944415|Score=1.03529491962265|AnnualizedReturn=1.48919876432713|SharpeRatio=0.363927545056739
Symbol=SIGI|AnalysisDate=3/11/2021 12:00:00 AM|EPSSlope=0.375|ProfitMarginSlope=0.980361938476563|PriceSlope=0.00143734093245844|Volatility=3.05241894721985|Volume=261376|Violation=False|Slope=0.00143734093245844|Score=1.02847083786215|AnnualizedReturn=1.43650045327661|SharpeRatio=0.205628434390568
Symbol=VWO|AnalysisDate=2/11/2021 12:00:00 AM|PriceSlope=0.00150763694377305|Volatility=1.17817449569702|Volume=7930430|Violation=False|Slope=0.00150763694377305|Score=1.01990467333282|AnnualizedReturn=1.46217420548965|SharpeRatio=0.255500837902999
Symbol=WDFC|AnalysisDate=1/26/2021 12:00:00 AM|EPSSlope=0.419999837875366|ProfitMarginSlope=1.1996021270752|PriceSlope=0.0016528300167292|Volatility=13.8347387313843|Volume=81395|Violation=False|Slope=0.0016528300167292|Score=1.01153993081641|AnnualizedReturn=1.51666396688256|SharpeRatio=0.264541403470981
Symbol=LAD|AnalysisDate=11/24/2020 12:00:00 AM|EPSSlope=1.61999988555908|ProfitMarginSlope=0.0866498947143555|PriceSlope=0.00338294379105328|Volatility=14.2084817886353|Volume=460975|Violation=False|Slope=0.00338294379105328|Score=1.00975722391916|AnnualizedReturn=2.34550759136158|SharpeRatio=0.241385678640879
Symbol=VTI|AnalysisDate=2/12/2021 12:00:00 AM|PriceSlope=0.00144422369040442|Volatility=4.25273036956787|Volume=2414270|Violation=False|Slope=0.00144422369040442|Score=1.00934397636813|AnnualizedReturn=1.43899416066022|SharpeRatio=0.195217518061616
Symbol=ATHM|AnalysisDate=1/27/2021 12:00:00 AM|EPSSlope=0.514999985694885|ProfitMarginSlope=10.6679763793945|PriceSlope=0.001397124905041|Volatility=6.66958284378052|Volume=3700240|Violation=False|Slope=0.001397124905041|Score=1.00876743677965|AnnualizedReturn=1.42201584783646|SharpeRatio=0.171887375627009
Symbol=VTHR|AnalysisDate=2/12/2021 12:00:00 AM|PriceSlope=0.00144227248912472|Volatility=3.68426513671875|Volume=13866|Violation=False|Slope=0.00144227248912472|Score=1.00671720243932|AnnualizedReturn=1.43828677723915|SharpeRatio=0.195729958350006
Symbol=ACGL|AnalysisDate=4/7/2021 12:00:00 AM|EPSSlope=0.264999985694885|ProfitMarginSlope=3.17695045471191|PriceSlope=0.00136880991137284|Volatility=1.19080054759979|Volume=1231030|Violation=False|Slope=0.00136880991137284|Score=1.0066895944175|AnnualizedReturn=1.41190534070909|SharpeRatio=0.382408713629749
Symbol=IWV|AnalysisDate=2/12/2021 12:00:00 AM|PriceSlope=0.00143758607926093|Volatility=4.77692890167236|Volume=65162|Violation=False|Slope=0.00143758607926093|Score=1.00359784758513|AnnualizedReturn=1.43658919869799|SharpeRatio=0.192513671997002
Symbol=IBB|AnalysisDate=2/8/2021 12:00:00 AM|PriceSlope=0.00129905504635102|Volatility=3.35197162628174|Volume=1830190|Violation=False|Slope=0.00129905504635102|Score=1.00326295292045|AnnualizedReturn=1.38730341217383|SharpeRatio=0.384612317530619
Symbol=VV|AnalysisDate=2/12/2021 12:00:00 AM|PriceSlope=0.00138082900058835|Volatility=3.46547603607178|Volume=179861|Violation=False|Slope=0.00138082900058835|Score=0.998368376691251|AnnualizedReturn=1.41618821714145|SharpeRatio=0.189037768563733
Symbol=VONE|AnalysisDate=2/12/2021 12:00:00 AM|PriceSlope=0.00140520164533452|Volatility=3.56938052177429|Volume=30085|Violation=False|Slope=0.00140520164533452|Score=0.997658491717092|AnnualizedReturn=1.42491307893881|SharpeRatio=0.189420647275552
Symbol=IWB|AnalysisDate=2/12/2021 12:00:00 AM|PriceSlope=0.0014029538058484|Volatility=4.28452348709106|Volume=249142|Violation=False|Slope=0.0014029538058484|Score=0.996931074499603|AnnualizedReturn=1.42410615758042|SharpeRatio=0.18918374833305
Symbol=TGNA|AnalysisDate=3/22/2021 12:00:00 AM|EPSSlope=0.360000014305115|ProfitMarginSlope=9.46307182312012|PriceSlope=0.00185424044050871|Volatility=0.899859428405762|Volume=2087180|Violation=False|Slope=0.00185424044050871|Score=0.996125788159268|AnnualizedReturn=1.59562991771517|SharpeRatio=0.178538070912533
Symbol=SCHB|AnalysisDate=2/12/2021 12:00:00 AM|PriceSlope=0.00142404532547259|Volatility=1.9755951166153|Volume=643509|Violation=False|Slope=0.00142404532547259|Score=0.991928930310943|AnnualizedReturn=1.43169552255849|SharpeRatio=0.190419279789519
Symbol=SCHX|AnalysisDate=2/12/2021 12:00:00 AM|PriceSlope=0.00137961926326433|Volatility=1.84810066223145|Volume=1226210|Violation=False|Slope=0.00137961926326433|Score=0.987322382180481|AnnualizedReturn=1.41575655257454|SharpeRatio=0.187784888017202
Symbol=CHTR|AnalysisDate=12/7/2020 12:00:00 AM|EPSSlope=1.07999992370605|ProfitMarginSlope=0.375707626342773|PriceSlope=0.00137864858567818|Volatility=12.4915208816528|Volume=874391|Violation=False|Slope=0.00137864858567818|Score=0.975812271200831|AnnualizedReturn=1.41541028565202|SharpeRatio=0.327055929107656
Symbol=IRM|AnalysisDate=4/20/2021 12:00:00 AM|EPSSlope=0.365000009536743|ProfitMarginSlope=0.881282806396484|PriceSlope=0.0014302833143947|Volatility=0.61176460981369|Volume=5086580|Violation=False|Slope=0.0014302833143947|Score=0.96842081109935|AnnualizedReturn=1.43394787942094|SharpeRatio=0.685406678729045
Symbol=AAWW|AnalysisDate=4/16/2021 12:00:00 AM|EPSSlope=11.3299999237061|ProfitMarginSlope=0.95536994934082|PriceSlope=0.00235891580980957|Volatility=2.57205677032471|Volume=370136|Violation=False|Slope=0.00235891580980957|Score=0.956242456537248|AnnualizedReturn=1.8120282247494|SharpeRatio=0.675462040758259
Symbol=VONG|AnalysisDate=12/21/2020 12:00:00 AM|PriceSlope=0.00145128650905781|Volatility=2.42604899406433|Volume=177700|Violation=False|Slope=0.00145128650905781|Score=0.952080018898862|AnnualizedReturn=1.44155760664251|SharpeRatio=0.321998357347282
Symbol=IWF|AnalysisDate=12/21/2020 12:00:00 AM|PriceSlope=0.00144818278164922|Volatility=2.44072580337524|Volume=1142700|Violation=False|Slope=0.00144818278164922|Score=0.95127955242306|AnnualizedReturn=1.44043054859075|SharpeRatio=0.321034653639868
Symbol=SMCI|AnalysisDate=3/17/2021 12:00:00 AM|EPSSlope=0.0299999713897705|ProfitMarginSlope=1.30375194549561|PriceSlope=0.00167238553657444|Volatility=1.80397212505341|Volume=380734|Violation=False|Slope=0.00167238553657444|Score=0.9511951966695|AnnualizedReturn=1.52415651971634|SharpeRatio=0.228193155513321
Symbol=VT|AnalysisDate=2/12/2021 12:00:00 AM|PriceSlope=0.00137144010553891|Volatility=1.81839144229889|Volume=1003830|Violation=False|Slope=0.00137144010553891|Score=0.951195075835348|AnnualizedReturn=1.41284147438161|SharpeRatio=0.182013720870604
Symbol=DVY|AnalysisDate=3/10/2021 12:00:00 AM|PriceSlope=0.00121573810209767|Volatility=2.73339128494263|Volume=1917421|Violation=False|Slope=0.00121573810209767|Score=0.950061885298107|AnnualizedReturn=1.35847942138638|SharpeRatio=0.13945328071496
Symbol=IXN|AnalysisDate=12/8/2020 12:00:00 AM|PriceSlope=0.00145399459351274|Volatility=5.88460445404053|Volume=40955|Violation=False|Slope=0.00145399459351274|Score=0.942914957517273|AnnualizedReturn=1.44254171505634|SharpeRatio=0.347776706907522
Symbol=VUG|AnalysisDate=12/8/2020 12:00:00 AM|PriceSlope=0.00144511353692041|Volatility=3.99285078048706|Volume=632033|Violation=False|Slope=0.00144511353692041|Score=0.934573507802553|AnnualizedReturn=1.4393168787952|SharpeRatio=0.332135554420531
Symbol=PKI|AnalysisDate=12/8/2020 12:00:00 AM|EPSSlope=0.524999976158142|ProfitMarginSlope=3.74933815002441|PriceSlope=0.00180168699329302|Volatility=6.56678152084351|Volume=1194270|Violation=False|Slope=0.00180168699329302|Score=0.932195817056319|AnnualizedReturn=1.57463755551066|SharpeRatio=0.307955401547453
Symbol=SANM|AnalysisDate=3/8/2021 12:00:00 AM|EPSSlope=0.0950000286102295|ProfitMarginSlope=0.0504825115203857|PriceSlope=0.0014063184456008|Volatility=1.27130651473999|Volume=356822|Violation=False|Slope=0.0014063184456008|Score=0.921725409864268|AnnualizedReturn=1.42531415388729|SharpeRatio=0.253405230188273
Symbol=YELP|AnalysisDate=3/11/2021 12:00:00 AM|EPSSlope=0.0200000107288361|ProfitMarginSlope=0.212879180908203|PriceSlope=0.00215552162348821|Volatility=1.52484381198883|Volume=787439|Violation=False|Slope=0.00215552162348821|Score=0.917330124838958|AnnualizedReturn=1.72149215914064|SharpeRatio=0.175751783115115
Symbol=VOX|AnalysisDate=1/26/2021 12:00:00 AM|PriceSlope=0.00139647511048487|Volatility=2.57598805427551|Volume=100515|Violation=False|Slope=0.00139647511048487|Score=0.90680592024229|AnnualizedReturn=1.42178301432452|SharpeRatio=0.222801530421935
Symbol=SCHG|AnalysisDate=12/8/2020 12:00:00 AM|PriceSlope=0.00141008765812885|Volatility=2.0575065612793|Volume=535727|Violation=False|Slope=0.00141008765812885|Score=0.904514217824427|AnnualizedReturn=1.4266686196646|SharpeRatio=0.326859806102653
Symbol=PEY|AnalysisDate=3/8/2021 12:00:00 AM|PriceSlope=0.00123912514097955|Volatility=0.404218822717667|Volume=336490|Violation=False|Slope=0.00123912514097955|Score=0.902785314631716|AnnualizedReturn=1.36650930472266|SharpeRatio=0.137328218104409
Symbol=FB|AnalysisDate=4/7/2021 12:00:00 AM|EPSSlope=0.829999923706055|ProfitMarginSlope=0.965930938720703|PriceSlope=0.00151807230062377|Volatility=10.7126979827881|Volume=22841772|Violation=False|Slope=0.00151807230062377|Score=0.896076606133131|AnnualizedReturn=1.46602435968749|SharpeRatio=0.544682594123579
Symbol=XLY|AnalysisDate=1/7/2021 12:00:00 AM|PriceSlope=0.00149658024144942|Volatility=2.05981969833374|Volume=3357620|Violation=False|Slope=0.00149658024144942|Score=0.886701335317736|AnnualizedReturn=1.45810583606443|SharpeRatio=0.222736813381181
Symbol=FXH|AnalysisDate=1/11/2021 12:00:00 AM|PriceSlope=0.00117468725251149|Volatility=1.91982138156891|Volume=66607|Violation=False|Slope=0.00117468725251149|Score=0.885482795236984|AnnualizedReturn=1.34449864327396|SharpeRatio=0.279300311380005
Symbol=CORE|AnalysisDate=4/12/2021 12:00:00 AM|EPSSlope=0.0299999713897705|ProfitMarginSlope=0.1092369556427|PriceSlope=0.00137955828564819|Volatility=1.55298292636871|Volume=208065|Violation=False|Slope=0.00137955828564819|Score=0.871703473032532|AnnualizedReturn=1.41573479771785|SharpeRatio=0.372746173181402
Symbol=LH|AnalysisDate=2/19/2021 12:00:00 AM|EPSSlope=3.60999965667725|ProfitMarginSlope=7.48025417327881|PriceSlope=0.00160070851716887|Volatility=7.08149814605713|Volume=1141360|Violation=False|Slope=0.00160070851716887|Score=0.864227565557219|AnnualizedReturn=1.49687342036273|SharpeRatio=0.213141533098533
Symbol=GRBK|AnalysisDate=11/23/2020 12:00:00 AM|EPSSlope=0.189999997615814|ProfitMarginSlope=0.82548999786377|PriceSlope=0.00260091203702534|Volatility=1.30880999565125|Volume=532279|Violation=False|Slope=0.00260091203702534|Score=0.826156161562675|AnnualizedReturn=1.92597018566309|SharpeRatio=0.382084560339332
Symbol=IHI|AnalysisDate=1/7/2021 12:00:00 AM|PriceSlope=0.00114751991957202|Volatility=4.58984375|Volume=238292|Violation=False|Slope=0.00114751991957202|Score=0.807413394684438|AnnualizedReturn=1.33532541637459|SharpeRatio=0.229560988674014
Symbol=XBI|AnalysisDate=11/30/2020 12:00:00 AM|PriceSlope=0.00139396418149181|Volatility=3.22545671463013|Volume=4526360|Violation=False|Slope=0.00139396418149181|Score=0.799313350255379|AnnualizedReturn=1.42088365984915|SharpeRatio=0.271114895191452
Symbol=NVR|AnalysisDate=2/18/2021 12:00:00 AM|EPSSlope=6.20500183105469|ProfitMarginSlope=0.828628540039063|PriceSlope=0.00162356182963015|Volatility=99.7490158081055|Volume=18845|Violation=False|Slope=0.00162356182963015|Score=0.786727817724484|AnnualizedReturn=1.50551883712528|SharpeRatio=0.169288424492578
Symbol=CMCO|AnalysisDate=2/8/2021 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=2.13254833221436|PriceSlope=0.00171331361134977|Volatility=2.46167039871216|Volume=87432|Violation=False|Slope=0.00171331361134977|Score=0.772494338948562|AnnualizedReturn=1.53995782557482|SharpeRatio=0.215239206970506
Symbol=GT|AnalysisDate=2/22/2021 12:00:00 AM|EPSSlope=0.974999904632568|ProfitMarginSlope=13.467945098877|PriceSlope=0.00193665438691112|Volatility=1.52530121803284|Volume=31011000|Violation=False|Slope=0.00193665438691112|Score=0.758874861049373|AnnualizedReturn=1.6291149721684|SharpeRatio=0.0141844039032439
Symbol=INVH|AnalysisDate=4/1/2021 12:00:00 AM|EPSSlope=0.0150000005960464|ProfitMarginSlope=0.409929275512695|PriceSlope=0.00108731986297414|Volatility=0.636676669120789|Volume=4231479|Violation=False|Slope=0.00108731986297414|Score=0.755839725194174|AnnualizedReturn=1.31522085943431|SharpeRatio=0.54114251686975
Symbol=FTXL|AnalysisDate=12/1/2020 12:00:00 AM|PriceSlope=0.00137781446442057|Volatility=1.45395600795746|Volume=4749|Violation=False|Slope=0.00137781446442057|Score=0.74554797789963|AnnualizedReturn=1.41511279971915|SharpeRatio=0.372271568676777
Symbol=CTR|AnalysisDate=4/28/2021 12:00:00 AM|PriceSlope=0.00191888633139327|Volatility=0.415921956300735|Volume=12632|Violation=False|Slope=0.00191888633139327|Score=0.740950079831921|AnnualizedReturn=1.62183683471201|SharpeRatio=0.428731717695824
Symbol=BPMC|AnalysisDate=12/14/2020 12:00:00 AM|EPSSlope=6.92000007629395|ProfitMarginSlope=0.184719085693359|PriceSlope=0.00175575030733518|Volatility=5.06869506835938|Volume=779336|Violation=False|Slope=0.00175575030733518|Score=0.734521072870346|AnnualizedReturn=1.5565145791017|SharpeRatio=0.268955218395966
Symbol=TTEK|AnalysisDate=1/7/2021 12:00:00 AM|EPSSlope=0.305000066757202|ProfitMarginSlope=0.134909629821777|PriceSlope=0.00154615554369795|Volatility=5.48102760314941|Volume=422591|Violation=False|Slope=0.00154615554369795|Score=0.721559616886304|AnnualizedReturn=1.47643617938634|SharpeRatio=0.271315675557502
Symbol=TSEM|AnalysisDate=2/11/2021 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=2.07964897155762|PriceSlope=0.00161691630660498|Volatility=1.41513395309448|Volume=976388|Violation=False|Slope=0.00161691630660498|Score=0.718298293685828|AnnualizedReturn=1.50299969713593|SharpeRatio=0.25765705475674
Symbol=DTEC|AnalysisDate=12/4/2020 12:00:00 AM|PriceSlope=0.00130791739809643|Volatility=0.917018294334412|Volume=31766|Violation=False|Slope=0.00130791739809643|Score=0.714584324559641|AnnualizedReturn=1.39040515671302|SharpeRatio=0.290448323033653
Symbol=DKS|AnalysisDate=1/8/2021 12:00:00 AM|EPSSlope=0.585000038146973|ProfitMarginSlope=9.23172092437744|PriceSlope=0.00257438479329247|Volatility=3.53321814537048|Volume=2437590|Violation=False|Slope=0.00257438479329247|Score=0.71349530963059|AnnualizedReturn=1.9131382717618|SharpeRatio=0.177224291958446
Symbol=PRF|AnalysisDate=2/16/2021 12:00:00 AM|PriceSlope=0.00115905125503028|Volatility=2.06097531318665|Volume=152165|Violation=False|Slope=0.00115905125503028|Score=0.712465393665169|AnnualizedReturn=1.33921137724139|SharpeRatio=0.123168513918139
Symbol=GPN|AnalysisDate=3/11/2021 12:00:00 AM|EPSSlope=0.135000050067902|ProfitMarginSlope=2.83876800537109|PriceSlope=0.00104497300495349|Volatility=4.8491530418396|Volume=2396500|Violation=False|Slope=0.00104497300495349|Score=0.705503011637611|AnnualizedReturn=1.30126022305216|SharpeRatio=0.0975237387991055
Symbol=ITB|AnalysisDate=1/21/2021 12:00:00 AM|PriceSlope=0.00188838388588713|Volatility=1.91889107227325|Volume=4291650|Violation=False|Slope=0.00188838388588713|Score=0.696794038278468|AnnualizedReturn=1.60941818714946|SharpeRatio=0.186520437592564
Symbol=KN|AnalysisDate=2/24/2021 12:00:00 AM|EPSSlope=0.0450000017881393|ProfitMarginSlope=3.21145248413086|PriceSlope=0.00114857321004768|Volatility=0.375099182128906|Volume=684604|Violation=False|Slope=0.00114857321004768|Score=0.687683041372159|AnnualizedReturn=1.3356798977742|SharpeRatio=0.0407638986497417
Symbol=MORT|AnalysisDate=3/12/2021 12:00:00 AM|PriceSlope=0.00171915630986377|Volatility=0.375|Volume=264119|Violation=False|Slope=0.00171915630986377|Score=0.68750605248964|AnnualizedReturn=1.54222686793187|SharpeRatio=0.0653500869868747
Symbol=KLAC|AnalysisDate=11/27/2020 12:00:00 AM|EPSSlope=0.265000104904175|ProfitMarginSlope=0.556177139282227|PriceSlope=0.00132350867860064|Volatility=8.49257373809814|Volume=335501|Violation=False|Slope=0.00132350867860064|Score=0.678557481017293|AnnualizedReturn=1.39587880826427|SharpeRatio=0.166262696808946
Symbol=IZRL|AnalysisDate=1/7/2021 12:00:00 AM|PriceSlope=0.00132927698190907|Volatility=0.625297546386719|Volume=145013|Violation=False|Slope=0.00132927698190907|Score=0.675657824255648|AnnualizedReturn=1.39790935050912|SharpeRatio=0.23910582468955
Symbol=REM|AnalysisDate=3/12/2021 12:00:00 AM|PriceSlope=0.00164762534842981|Volatility=0.699702322483063|Volume=866976|Violation=False|Slope=0.00164762534842981|Score=0.675428665666158|AnnualizedReturn=1.51467605013691|SharpeRatio=0.0604377032881111
Symbol=MXIM|AnalysisDate=12/4/2020 12:00:00 AM|EPSSlope=0.059999942779541|ProfitMarginSlope=0.713115692138672|PriceSlope=0.00130488507999674|Volatility=1.82785975933075|Volume=1805020|Violation=False|Slope=0.00130488507999674|Score=0.669016576857476|AnnualizedReturn=1.38934309256763|SharpeRatio=0.350045292199533
Symbol=HELE|AnalysisDate=1/25/2021 12:00:00 AM|EPSSlope=0.505000114440918|ProfitMarginSlope=1.22407150268555|PriceSlope=0.00141708171778381|Volatility=9.54338455200195|Volume=214537|Violation=False|Slope=0.00141708171778381|Score=0.654712017608816|AnnualizedReturn=1.42918534465012|SharpeRatio=0.1720922629418
Symbol=XT|AnalysisDate=12/4/2020 12:00:00 AM|PriceSlope=0.00109274287979496|Volatility=1.018723487854|Volume=142794|Violation=False|Slope=0.00109274287979496|Score=0.650657791973986|AnnualizedReturn=1.31701946928531|SharpeRatio=0.298753592217152
Symbol=SDOG|AnalysisDate=2/22/2021 12:00:00 AM|PriceSlope=0.00114869337864789|Volatility=0.934618592262268|Volume=54548|Violation=False|Slope=0.00114869337864789|Score=0.637234567428576|AnnualizedReturn=1.33572034609614|SharpeRatio=0.0530441121958794
Symbol=AVGO|AnalysisDate=12/18/2020 12:00:00 AM|EPSSlope=0.480000019073486|ProfitMarginSlope=1.20108604431152|PriceSlope=0.00144430474184334|Volatility=10.308572769165|Volume=4514240|Violation=False|Slope=0.00144430474184334|Score=0.634644978724199|AnnualizedReturn=1.43902355236231|SharpeRatio=0.246729189191393
Symbol=CNPF|AnalysisDate=1/13/2021 12:00:00 AM|PriceSlope=0.000960918781399966|Volatility=0.459157794713974|Volume=2525900|Violation=False|Slope=0.000960918781399966|Score=0.631172174264953|AnnualizedReturn=1.27398722918582|SharpeRatio=0.250779573592702
Symbol=CIBR|AnalysisDate=12/4/2020 12:00:00 AM|PriceSlope=0.00108466962313659|Volatility=0.998138129711151|Volume=332602|Violation=False|Slope=0.00108466962313659|Score=0.626471009691101|AnnualizedReturn=1.31434276870736|SharpeRatio=0.245243031839523
Symbol=QRVO|AnalysisDate=12/4/2020 12:00:00 AM|EPSSlope=0.240000009536743|ProfitMarginSlope=1.86786842346191|PriceSlope=0.00151197732907714|Volatility=6.16943311691284|Volume=1306730|Violation=False|Slope=0.00151197732907714|Score=0.61542144296199|AnnualizedReturn=1.46377437310074|SharpeRatio=0.306524169821104
Symbol=HACK|AnalysisDate=12/17/2020 12:00:00 AM|PriceSlope=0.00102882797765186|Volatility=1.40693438053131|Volume=141528|Violation=False|Slope=0.00102882797765186|Score=0.609997368052844|AnnualizedReturn=1.29597674016861|SharpeRatio=0.201523468728288
Symbol=LBRDK|AnalysisDate=12/7/2020 12:00:00 AM|PriceSlope=0.000924107961460606|Volatility=3.19113349914551|Volume=714300|Violation=False|Slope=0.000924107961460606|Score=0.595565696621035|AnnualizedReturn=1.26222395188598|SharpeRatio=0.286778060620876
Symbol=EEM|AnalysisDate=1/14/2021 12:00:00 AM|PriceSlope=0.00110492332968066|Volatility=1.74198842048645|Volume=38831900|Violation=False|Slope=0.00110492332968066|Score=0.589568316642865|AnnualizedReturn=1.32106823608775|SharpeRatio=0.154800743296549
Symbol=BHE|AnalysisDate=3/9/2021 12:00:00 AM|EPSSlope=0.199999988079071|ProfitMarginSlope=1.32857012748718|PriceSlope=0.00122812909502303|Volatility=0.869669139385223|Volume=272756|Violation=False|Slope=0.00122812909502303|Score=0.588426145243333|AnnualizedReturn=1.36272794404734|SharpeRatio=0.114550777951634
Symbol=KEYS|AnalysisDate=1/7/2021 12:00:00 AM|EPSSlope=0.0649999380111694|ProfitMarginSlope=2.15678977966309|PriceSlope=0.000940355098180574|Volatility=4.08583498001099|Volume=1806820|Violation=False|Slope=0.000940355098180574|Score=0.579943815613305|AnnualizedReturn=1.26740244207205|SharpeRatio=0.223272857124651
Symbol=VOT|AnalysisDate=12/4/2020 12:00:00 AM|PriceSlope=0.00109713126357325|Volatility=3.7676568031311|Volume=131722|Violation=False|Slope=0.00109713126357325|Score=0.578936278553905|AnnualizedReturn=1.31847673080212|SharpeRatio=0.268166240692844
Symbol=QTUM|AnalysisDate=11/27/2020 12:00:00 AM|PriceSlope=0.00113006244174219|Volatility=1.0957168340683|Volume=5124|Violation=False|Slope=0.00113006244174219|Score=0.578378605956962|AnnualizedReturn=1.32946384290195|SharpeRatio=0.204136235195371
Symbol=IWP|AnalysisDate=12/4/2020 12:00:00 AM|PriceSlope=0.0010973391299544|Volatility=4.02876567840576|Volume=228961|Violation=False|Slope=0.0010973391299544|Score=0.576578230971584|AnnualizedReturn=1.31854579749169|SharpeRatio=0.265480828665902
Symbol=ADI|AnalysisDate=1/7/2021 12:00:00 AM|EPSSlope=0.144999980926514|ProfitMarginSlope=0.135322570800781|PriceSlope=0.00101980734911957|Volatility=3.400630235672|Volume=2615740|Violation=False|Slope=0.00101980734911957|Score=0.544288375621787|AnnualizedReturn=1.29303407382858|SharpeRatio=0.182292074666498
Symbol=VOE|AnalysisDate=2/12/2021 12:00:00 AM|PriceSlope=0.00109394393545749|Volatility=2.91649675369263|Volume=226159|Violation=False|Slope=0.00109394393545749|Score=0.53924387614121|AnnualizedReturn=1.31741814666554|SharpeRatio=0.0688025643521357
Symbol=BRKS|AnalysisDate=11/25/2020 12:00:00 AM|EPSSlope=0.125|ProfitMarginSlope=2.24254989624023|PriceSlope=0.00161465769184241|Volatility=4.83110570907593|Volume=670259|Violation=False|Slope=0.00161465769184241|Score=0.528684798692563|AnnualizedReturn=1.50214447682164|SharpeRatio=0.132093932504958
Symbol=ZUMZ|AnalysisDate=1/25/2021 12:00:00 AM|EPSSlope=0.204999923706055|ProfitMarginSlope=10.9106283187866|PriceSlope=0.0018160937073792|Volatility=3.14559864997864|Volume=277342|Violation=False|Slope=0.0018160937073792|Score=0.523090584616913|AnnualizedReturn=1.58036465428218|SharpeRatio=0.126581083766722
Symbol=IT|AnalysisDate=2/9/2021 12:00:00 AM|EPSSlope=0.00500011444091797|ProfitMarginSlope=0.781936645507813|PriceSlope=0.00125815589960458|Volatility=7.86523389816284|Volume=924569|Violation=False|Slope=0.00125815589960458|Score=0.513253420882532|AnnualizedReturn=1.37307848280562|SharpeRatio=0.0313076148659632
Symbol=PHO|AnalysisDate=1/6/2021 12:00:00 AM|PriceSlope=0.000935700519555449|Volatility=0.685196340084076|Volume=93280|Violation=False|Slope=0.000935700519555449|Score=0.507521538554859|AnnualizedReturn=1.2659167090628|SharpeRatio=0.189982010269613
Symbol=IHF|AnalysisDate=1/7/2021 12:00:00 AM|PriceSlope=0.000838560355694177|Volatility=6.06198167800903|Volume=41819|Violation=False|Slope=0.000838560355694177|Score=0.505563855945389|AnnualizedReturn=1.23530414329494|SharpeRatio=0.194743114871017
Symbol=IEMG|AnalysisDate=1/8/2021 12:00:00 AM|PriceSlope=0.00101159542043615|Volatility=1.65264940261841|Volume=19814100|Violation=False|Slope=0.00101159542043615|Score=0.489461390466665|AnnualizedReturn=1.29036102808393|SharpeRatio=0.156377867046508
Symbol=RYT|AnalysisDate=12/17/2020 12:00:00 AM|PriceSlope=0.0009239838304642|Volatility=3.71547603607178|Volume=14649|Violation=False|Slope=0.0009239838304642|Score=0.486183577369234|AnnualizedReturn=1.26218446886208|SharpeRatio=0.244884167869635
Symbol=GEX|AnalysisDate=1/11/2021 12:00:00 AM|PriceSlope=0.00122953485377008|Volatility=1049.78955078125|Volume=16895900|Violation=False|Slope=0.00122953485377008|Score=0.474507048883462|AnnualizedReturn=1.3632107775797|SharpeRatio=0.162418555213747
Symbol=SCCO|AnalysisDate=11/23/2020 12:00:00 AM|EPSSlope=0.074999988079071|ProfitMarginSlope=5.50566673278809|PriceSlope=0.00139395359283695|Volatility=1.38293170928955|Volume=865260|Violation=False|Slope=0.00139395359283695|Score=0.468566638607442|AnnualizedReturn=1.42087986845207|SharpeRatio=0.281399084589563
Symbol=BBC|AnalysisDate=11/30/2020 12:00:00 AM|PriceSlope=0.00104764796287294|Volatility=1.30981874465942|Volume=10719|Violation=False|Slope=0.00104764796287294|Score=0.466487612145272|AnnualizedReturn=1.30213768448006|SharpeRatio=0.271975910992692
Symbol=SWI|AnalysisDate=12/8/2020 12:00:00 AM|EPSSlope=0.00999999791383743|ProfitMarginSlope=0.354934692382813|PriceSlope=0.000921651953775091|Volatility=0.643129885196686|Volume=272333|Violation=False|Slope=0.000921651953775091|Score=0.464468534446975|AnnualizedReturn=1.26144298559126|SharpeRatio=0.199206763754596
Symbol=BCH|AnalysisDate=3/11/2021 12:00:00 AM|EPSSlope=0.245000004768372|ProfitMarginSlope=0.0116386413574219|PriceSlope=0.000973840217001601|Volatility=0.80597198009491|Volume=122278|Violation=False|Slope=0.000973840217001601|Score=0.462527777167211|AnnualizedReturn=1.27814234994297|SharpeRatio=0.189867574518179
Symbol=MDU|AnalysisDate=3/5/2021 12:00:00 AM|EPSSlope=0.0450000166893005|ProfitMarginSlope=0.057286262512207|PriceSlope=0.000878938258887267|Volatility=0.745073080062866|Volume=1211540|Violation=False|Slope=0.000878938258887267|Score=0.443659482442936|AnnualizedReturn=1.24793781532216|SharpeRatio=0.0383945810728386
Symbol=CHDN|AnalysisDate=12/9/2020 12:00:00 AM|EPSSlope=0.349999994039536|ProfitMarginSlope=6.01609134674072|PriceSlope=0.00168176867052007|Volatility=5.06082057952881|Volume=257226|Violation=False|Slope=0.00168176867052007|Score=0.442634401879545|AnnualizedReturn=1.52776472785322|SharpeRatio=0.236080353140711
Symbol=PETQ|AnalysisDate=4/26/2021 12:00:00 AM|EPSSlope=0.0300000905990601|ProfitMarginSlope=0.802828788757324|PriceSlope=0.000946872936396996|Volatility=3.17652750015259|Volume=569984|Violation=False|Slope=0.000946872936396996|Score=0.442390269997488|AnnualizedReturn=1.2694858550679|SharpeRatio=0.385175864806781
Symbol=ENFR|AnalysisDate=3/10/2021 12:00:00 AM|PriceSlope=0.00105927774584319|Volatility=0.467687278985977|Volume=16554|Violation=False|Slope=0.00105927774584319|Score=0.438597634939113|AnnualizedReturn=1.3059594638234|SharpeRatio=0.0658611034287005
Symbol=GLW|AnalysisDate=12/8/2020 12:00:00 AM|EPSSlope=0.0549999959766865|ProfitMarginSlope=4.94628143310547|PriceSlope=0.00139736417081569|Volatility=0.619018971920013|Volume=2845680|Violation=False|Slope=0.00139736417081569|Score=0.438438831144778|AnnualizedReturn=1.42210159083167|SharpeRatio=0.232324943362389
Symbol=GOLF|AnalysisDate=12/4/2020 12:00:00 AM|EPSSlope=0.225000023841858|ProfitMarginSlope=1.51061058044434|PriceSlope=0.00108334042626587|Volatility=0.892261683940887|Volume=160235|Violation=False|Slope=0.00108334042626587|Score=0.437168367732402|AnnualizedReturn=1.31390259331713|SharpeRatio=0.226614222124525
Symbol=KSU|AnalysisDate=12/8/2020 12:00:00 AM|EPSSlope=0.0950000286102295|ProfitMarginSlope=1.22506332397461|PriceSlope=0.00104457026352385|Volatility=2.95199704170227|Volume=745233|Violation=False|Slope=0.00104457026352385|Score=0.422931842674544|AnnualizedReturn=1.30112816376023|SharpeRatio=0.199250338778591
Symbol=MOO|AnalysisDate=1/5/2021 12:00:00 AM|PriceSlope=0.000955553594046151|Volatility=0.804377913475037|Volume=304115|Violation=False|Slope=0.000955553594046151|Score=0.412671278947178|AnnualizedReturn=1.27226592766822|SharpeRatio=0.14602020733502
Symbol=RDIV|AnalysisDate=2/22/2021 12:00:00 AM|PriceSlope=0.00105199330290256|Volatility=1.25931060314178|Volume=67454|Violation=False|Slope=0.00105199330290256|Score=0.402824592514364|AnnualizedReturn=1.30356433966264|SharpeRatio=0.0204898080946634
Symbol=FORM|AnalysisDate=11/23/2020 12:00:00 AM|EPSSlope=0.0900000035762787|ProfitMarginSlope=0.598464965820313|PriceSlope=0.00114928202096933|Volatility=3.15627217292786|Volume=499723|Violation=False|Slope=0.00114928202096933|Score=0.398973557497185|AnnualizedReturn=1.33591849869691|SharpeRatio=0.22751644276891
Symbol=FICO|AnalysisDate=12/7/2020 12:00:00 AM|EPSSlope=0.0900001525878906|ProfitMarginSlope=1.79800796508789|PriceSlope=0.00107493833864945|Volatility=8.27963638305664|Volume=149751|Violation=False|Slope=0.00107493833864945|Score=0.388851194422942|AnnualizedReturn=1.31112357617152|SharpeRatio=0.232502223853501
Symbol=PXE|AnalysisDate=3/3/2021 12:00:00 AM|PriceSlope=0.00140105631961369|Volatility=0.75204336643219|Volume=113297|Violation=False|Slope=0.00140105631961369|Score=0.385547879653635|AnnualizedReturn=1.42342536045924|SharpeRatio=0.226957924683243
Symbol=XLF|AnalysisDate=2/16/2021 12:00:00 AM|PriceSlope=0.000926300028848545|Volatility=0.992231726646423|Volume=70477200|Violation=False|Slope=0.000926300028848545|Score=0.384103586934658|AnnualizedReturn=1.26292139825355|SharpeRatio=0.034988793403616
Symbol=DFNL|AnalysisDate=2/16/2021 12:00:00 AM|PriceSlope=0.000985677461514584|Volatility=0.879622161388397|Volume=10603|Violation=False|Slope=0.000985677461514584|Score=0.373456726504931|AnnualizedReturn=1.28196072243341|SharpeRatio=0.0270938273488784
Symbol=HBM|AnalysisDate=11/23/2020 12:00:00 AM|EPSSlope=0.479999989271164|ProfitMarginSlope=5.54549789428711|PriceSlope=0.00193868267189545|Volatility=0.362062931060791|Volume=889032|Violation=False|Slope=0.00193868267189545|Score=0.353673322192668|AnnualizedReturn=1.62994787098689|SharpeRatio=0.170145716282456
Symbol=VBK|AnalysisDate=11/27/2020 12:00:00 AM|PriceSlope=0.000913959708302628|Volatility=4.48436450958252|Volume=75536|Violation=False|Slope=0.000913959708302628|Score=0.351447815457745|AnnualizedReturn=1.25900011511044|SharpeRatio=0.161280774995095
Symbol=FENY|AnalysisDate=3/12/2021 12:00:00 AM|PriceSlope=0.00110877366170249|Volatility=0.590301692485809|Volume=855153|Violation=False|Slope=0.00110877366170249|Score=0.350414807625011|AnnualizedReturn=1.32235066908486|SharpeRatio=0.13053956301621
Symbol=DES|AnalysisDate=2/9/2021 12:00:00 AM|PriceSlope=0.000980842861989478|Volatility=0.605775773525238|Volume=197371|Violation=False|Slope=0.000980842861989478|Score=0.350139135521572|AnnualizedReturn=1.28039983624681|SharpeRatio=0.0705322512263356
Symbol=VDE|AnalysisDate=3/11/2021 12:00:00 AM|PriceSlope=0.00110677569040523|Volatility=3.2465181350708|Volume=1452280|Violation=False|Slope=0.00110677569040523|Score=0.34041821740952|AnnualizedReturn=1.3216850479575|SharpeRatio=0.136206280171926
Symbol=PII|AnalysisDate=1/19/2021 12:00:00 AM|EPSSlope=0.0349999964237213|ProfitMarginSlope=1.74988746643066|PriceSlope=0.00137996595891585|Volatility=5.9781346321106|Volume=862608|Violation=False|Slope=0.00137996595891585|Score=0.330600171297998|AnnualizedReturn=1.41588024881132|SharpeRatio=0.0809766762341431
Symbol=PRNT|AnalysisDate=11/27/2020 12:00:00 AM|PriceSlope=0.000927013021744301|Volatility=0.733701884746552|Volume=47570|Violation=False|Slope=0.000927013021744301|Score=0.324593331274828|AnnualizedReturn=1.26314833304429|SharpeRatio=0.130442351585044
Symbol=UAA|AnalysisDate=2/5/2021 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=0.0343818664550781|PriceSlope=0.00166930595373642|Volatility=0.934718132019043|Volume=4909710|Violation=False|Slope=0.00166930595373642|Score=0.32091777957141|AnnualizedReturn=1.52297414947006|SharpeRatio=0.0496035287735461
Symbol=PTC|AnalysisDate=11/23/2020 12:00:00 AM|EPSSlope=0.185000002384186|ProfitMarginSlope=0.723400115966797|PriceSlope=0.000945674808955589|Volatility=3.41129088401794|Volume=475662|Violation=False|Slope=0.000945674808955589|Score=0.313382855975903|AnnualizedReturn=1.26910261945404|SharpeRatio=0.197788787426792
Symbol=DISH|AnalysisDate=5/5/2021 12:00:00 AM|EPSSlope=0.269999980926514|ProfitMarginSlope=2.00516510009766|PriceSlope=0.000878560432339601|Volatility=3.18081116676331|Volume=4483310|Violation=False|Slope=0.000878560432339601|Score=0.311479204524453|AnnualizedReturn=1.24781900196133|SharpeRatio=0.360629807657273
Symbol=BCC|AnalysisDate=12/9/2020 12:00:00 AM|EPSSlope=0.960000038146973|ProfitMarginSlope=2.69219875335693|PriceSlope=0.00118994465370102|Volatility=0.875|Volume=418337|Violation=False|Slope=0.00118994465370102|Score=0.303861566183059|AnnualizedReturn=1.34967800978638|SharpeRatio=0.14287624137079
Symbol=TDY|AnalysisDate=2/18/2021 12:00:00 AM|EPSSlope=0.204999923706055|ProfitMarginSlope=0.48796272277832|PriceSlope=0.000745501091736109|Volatility=12.6253709793091|Volume=410210|Violation=False|Slope=0.000745501091736109|Score=0.302322832320064|AnnualizedReturn=1.2066721424696|SharpeRatio=0.0585851962172159
Symbol=EWN|AnalysisDate=12/4/2020 12:00:00 AM|PriceSlope=0.000767989784486298|Volatility=0.740716338157654|Volume=178642|Violation=False|Slope=0.000767989784486298|Score=0.296633212349768|AnnualizedReturn=1.2135299489501|SharpeRatio=0.220845139339823
Symbol=RSP|AnalysisDate=1/11/2021 12:00:00 AM|PriceSlope=0.000767858353673905|Volatility=2.21762418746948|Volume=1723670|Violation=False|Slope=0.000767858353673905|Score=0.285272598998845|AnnualizedReturn=1.21348975681852|SharpeRatio=0.107301296439365
Symbol=TTM|AnalysisDate=1/20/2021 12:00:00 AM|EPSSlope=0.00500005483627319|ProfitMarginSlope=0.413539886474609|PriceSlope=0.00190112568237285|Volatility=2.25032663345337|Volume=3195430|Violation=False|Slope=0.00190112568237285|Score=0.278839864091918|AnnualizedReturn=1.6145942261671|SharpeRatio=0.120468889589543
Symbol=AIMC|AnalysisDate=11/24/2020 12:00:00 AM|EPSSlope=0.0999999940395355|ProfitMarginSlope=1.12282562255859|PriceSlope=0.00160856187554397|Volatility=3.75543260574341|Volume=455069|Violation=False|Slope=0.00160856187554397|Score=0.277854706844405|AnnualizedReturn=1.49983873546277|SharpeRatio=0.230010258590977
Symbol=KMX|AnalysisDate=1/20/2021 12:00:00 AM|EPSSlope=0.190000057220459|ProfitMarginSlope=0.604295253753662|PriceSlope=0.00108742559645245|Volatility=8.76987552642822|Volume=4006100|Violation=False|Slope=0.00108742559645245|Score=0.262745664559607|AnnualizedReturn=1.31525590374602|SharpeRatio=0.112124516095064
Symbol=SCZ|AnalysisDate=1/5/2021 12:00:00 AM|PriceSlope=0.000756123717110507|Volatility=0.946170210838318|Volume=2486480|Violation=False|Slope=0.000756123717110507|Score=0.253284809835979|AnnualizedReturn=1.20990661229891|SharpeRatio=0.11081216668407
Symbol=DON|AnalysisDate=2/9/2021 12:00:00 AM|PriceSlope=0.000812095538634603|Volatility=0.653857588768005|Volume=561103|Violation=False|Slope=0.000812095538634603|Score=0.252967626471618|AnnualizedReturn=1.22709314511408|SharpeRatio=0.0368770693756765
Symbol=IXC|AnalysisDate=3/11/2021 12:00:00 AM|PriceSlope=0.00079263369452633|Volatility=0.87291419506073|Volume=1060320|Violation=False|Slope=0.00079263369452633|Score=0.250905572592379|AnnualizedReturn=1.22108974178198|SharpeRatio=0.0678936003320254
Symbol=YLCO|AnalysisDate=12/29/2020 12:00:00 AM|PriceSlope=0.000598126448694248|Volatility=0.444669157266617|Volume=108500|Violation=False|Slope=0.000598126448694248|Score=0.236782311140291|AnnualizedReturn=1.16268020912917|SharpeRatio=0.20810331719705
Symbol=CRH|AnalysisDate=1/6/2021 12:00:00 AM|EPSSlope=0.0299999713897705|ProfitMarginSlope=0.641351699829102|PriceSlope=0.000906499033839802|Volatility=1.41904556751251|Volume=551835|Violation=False|Slope=0.000906499033839802|Score=0.232058151598862|AnnualizedReturn=1.25663530535271|SharpeRatio=0.0815761891805673
Symbol=VTWG|AnalysisDate=11/27/2020 12:00:00 AM|PriceSlope=0.000756431558717023|Volatility=4.73864555358887|Volume=7106|Violation=False|Slope=0.000756431558717023|Score=0.231249388877716|AnnualizedReturn=1.21000047575759|SharpeRatio=0.13331714323442
Symbol=FILL|AnalysisDate=3/5/2021 12:00:00 AM|PriceSlope=0.000741493294269246|Volatility=0.567225515842438|Volume=129316|Violation=False|Slope=0.000741493294269246|Score=0.226273714389241|AnnualizedReturn=1.20545406109882|SharpeRatio=0.0908752155000066
Symbol=GSG|AnalysisDate=2/22/2021 12:00:00 AM|PriceSlope=0.000760033174871064|Volatility=0.368697017431259|Volume=1545400|Violation=False|Slope=0.000760033174871064|Score=0.22518275949197|AnnualizedReturn=1.21109917950742|SharpeRatio=0.0121327552028248
Symbol=QNST|AnalysisDate=12/15/2020 12:00:00 AM|EPSSlope=0.109999984502792|ProfitMarginSlope=0.500328063964844|PriceSlope=0.00141836160674951|Volatility=1.23189270496368|Volume=251851|Violation=False|Slope=0.00141836160674951|Score=0.222175044129197|AnnualizedReturn=1.42964637703026|SharpeRatio=0.15925656430695
Symbol=JETS|AnalysisDate=2/22/2021 12:00:00 AM|PriceSlope=0.001126638989329|Volatility=1.08354508876801|Volume=12446600|Violation=False|Slope=0.001126638989329|Score=0.216223856542214|AnnualizedReturn=1.32831739573608|SharpeRatio=-0.0456489002189988
Symbol=SMTC|AnalysisDate=11/9/2020 12:00:00 AM|EPSSlope=0.0849999934434891|ProfitMarginSlope=0.0935745239257813|PriceSlope=0.000811886055155982|Volatility=3.45627450942993|Volume=366571|Violation=False|Slope=0.000811886055155982|Score=0.200943779494081|AnnualizedReturn=1.22702836877719|SharpeRatio=0.0727409078799511
Symbol=FL|AnalysisDate=1/11/2021 12:00:00 AM|EPSSlope=0.675000011920929|ProfitMarginSlope=4.51754951477051|PriceSlope=0.00104331981168782|Volatility=2.231938123703|Volume=2176610|Violation=False|Slope=0.00104331981168782|Score=0.182221549315775|AnnualizedReturn=1.30071822483081|SharpeRatio=0.0982637438792514
Symbol=FOR|AnalysisDate=1/20/2021 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=1.35037183761597|PriceSlope=0.000953805829924701|Volatility=0.771540820598602|Volume=89335|Violation=False|Slope=0.000953805829924701|Score=0.179845409335643|AnnualizedReturn=1.27170569862312|SharpeRatio=0.096067887393389
Symbol=YARIY|AnalysisDate=1/7/2021 12:00:00 AM|EPSSlope=0.250000029802322|ProfitMarginSlope=0.748217582702637|PriceSlope=0.00054668014555429|Volatility=0.746569514274597|Volume=24496|Violation=False|Slope=0.00054668014555429|Score=0.177514171486045|AnnualizedReturn=1.14770396757732|SharpeRatio=0.0578630479049514
Symbol=AMKBY|AnalysisDate=11/13/2020 12:00:00 AM|EPSSlope=0.0349999964237213|ProfitMarginSlope=0.929924964904785|PriceSlope=0.00102118135282454|Volatility=0.403769910335541|Volume=88971|Violation=False|Slope=0.00102118135282454|Score=0.176915227368339|AnnualizedReturn=1.29348186301663|SharpeRatio=0.197181557393038
Symbol=APH|AnalysisDate=11/24/2020 12:00:00 AM|EPSSlope=0.105000019073486|ProfitMarginSlope=0.0474853515625|PriceSlope=0.00068915113342393|Volatility=4.08117055892944|Volume=1288500|Violation=False|Slope=0.00068915113342393|Score=0.176408082779431|AnnualizedReturn=1.18965825549481|SharpeRatio=0.128523099628128
Symbol=SIZE|AnalysisDate=12/17/2020 12:00:00 AM|PriceSlope=0.000580342199493925|Volatility=1.10679721832275|Volume=11838|Violation=False|Slope=0.000580342199493925|Score=0.163477418725425|AnnualizedReturn=1.15748116449631|SharpeRatio=0.147062969530454
Symbol=AM|AnalysisDate=12/8/2020 12:00:00 AM|EPSSlope=0.395000010728836|ProfitMarginSlope=7.05310249328613|PriceSlope=0.00135551058209011|Volatility=0.427582085132599|Volume=4528880|Violation=False|Slope=0.00135551058209011|Score=0.156220347682158|AnnualizedReturn=1.40718135788337|SharpeRatio=0.240699076467064
Symbol=VXF|AnalysisDate=11/23/2020 12:00:00 AM|PriceSlope=0.000639628696039447|Volatility=4.55600070953369|Volume=307753|Violation=False|Slope=0.000639628696039447|Score=0.154460685497756|AnnualizedReturn=1.17490398739475|SharpeRatio=0.117619052797318
Symbol=IYT|AnalysisDate=12/8/2020 12:00:00 AM|PriceSlope=0.000714826558575938|Volatility=2.93582129478455|Volume=71680|Violation=False|Slope=0.000714826558575938|Score=0.153885448649306|AnnualizedReturn=1.19738054630203|SharpeRatio=0.149954821796491
Symbol=EVTC|AnalysisDate=12/8/2020 12:00:00 AM|EPSSlope=0.0649999976158142|ProfitMarginSlope=0.978290557861328|PriceSlope=0.000736669454502599|Volatility=1.03718078136444|Volume=233744|Violation=False|Slope=0.000736669454502599|Score=0.151241666142435|AnnualizedReturn=1.2039895922452|SharpeRatio=0.163464632824847
Symbol=GRMN|AnalysisDate=11/24/2020 12:00:00 AM|EPSSlope=0.220000028610229|ProfitMarginSlope=0.503925323486328|PriceSlope=0.000550050776245053|Volatility=1.56980431079865|Volume=659693|Violation=False|Slope=0.000550050776245053|Score=0.148260561094032|AnnualizedReturn=1.14867924024312|SharpeRatio=0.161792046160593
Symbol=EWY|AnalysisDate=11/11/2020 12:00:00 AM|PriceSlope=0.000550279266743945|Volatility=2.29660725593567|Volume=3880330|Violation=False|Slope=0.000550279266743945|Score=0.143273154380168|AnnualizedReturn=1.14874538264511|SharpeRatio=0.120306599484023
Symbol=DBO|AnalysisDate=2/3/2021 12:00:00 AM|PriceSlope=0.00067138158225834|Volatility=0.170700803399086|Volume=990864|Violation=False|Slope=0.00067138158225834|Score=0.141287865153154|AnnualizedReturn=1.18434296242682|SharpeRatio=0.0989636646265949
Symbol=IWO|AnalysisDate=11/11/2020 12:00:00 AM|PriceSlope=0.000556114998191206|Volatility=8.40408039093018|Volume=679735|Violation=False|Slope=0.000556114998191206|Score=0.135807625334183|AnnualizedReturn=1.15043597536462|SharpeRatio=0.132780179241187
Symbol=VO|AnalysisDate=12/4/2020 12:00:00 AM|PriceSlope=0.0004976926680453|Volatility=3.07911539077759|Volume=522368|Violation=False|Slope=0.0004976926680453|Score=0.12525312058662|AnnualizedReturn=1.13362283428157|SharpeRatio=0.160805094682661
Symbol=XLB|AnalysisDate=11/10/2020 12:00:00 AM|PriceSlope=0.000495414555504177|Volatility=2.38160109519958|Volume=9825140|Violation=False|Slope=0.000495414555504177|Score=0.123036676025488|AnnualizedReturn=1.13297222591176|SharpeRatio=0.123973332289818
Symbol=SSNC|AnalysisDate=12/7/2020 12:00:00 AM|EPSSlope=0.115000069141388|ProfitMarginSlope=1.08012580871582|PriceSlope=0.00055027139076898|Volatility=1.63990414142609|Volume=1403910|Violation=False|Slope=0.00055027139076898|Score=0.120388781677389|AnnualizedReturn=1.1487431026799|SharpeRatio=0.156079407222387
Symbol=ABG|AnalysisDate=12/7/2020 12:00:00 AM|EPSSlope=1.31500005722046|ProfitMarginSlope=0.627169609069824|PriceSlope=0.00106350581808335|Volatility=7.98055648803711|Volume=439108|Violation=False|Slope=0.00106350581808335|Score=0.11776307574055|AnnualizedReturn=1.30735167149325|SharpeRatio=0.140647613631311
Symbol=VSS|AnalysisDate=12/16/2020 12:00:00 AM|PriceSlope=0.000506023617958653|Volatility=1.77951312065125|Volume=128893|Violation=False|Slope=0.000506023617958653|Score=0.108204225286005|AnnualizedReturn=1.13600526131282|SharpeRatio=0.121439896157633
Symbol=AEIS|AnalysisDate=11/23/2020 12:00:00 AM|EPSSlope=0.495000004768372|ProfitMarginSlope=1.95157814025879|PriceSlope=0.000656048751583189|Volatility=5.51345777511597|Volume=227615|Violation=False|Slope=0.000656048751583189|Score=0.104085014303089|AnnualizedReturn=1.1797756406992|SharpeRatio=0.13489508021254
Symbol=IWS|AnalysisDate=1/11/2021 12:00:00 AM|PriceSlope=0.000508322683654118|Volatility=1.93495416641235|Volume=1300270|Violation=False|Slope=0.000508322683654118|Score=0.0993560877683007|AnnualizedReturn=1.13666361319025|SharpeRatio=0.0587272959357426
Symbol=WTM|AnalysisDate=2/22/2021 12:00:00 AM|EPSSlope=69.4049987792969|ProfitMarginSlope=2.50994873046875|PriceSlope=0.000396424800826355|Volatility=63.4884338378906|Volume=16046|Violation=False|Slope=0.000396424800826355|Score=0.0953509079975716|AnnualizedReturn=1.10505935649072|SharpeRatio=-0.0343560533033943
Symbol=SHO|AnalysisDate=2/22/2021 12:00:00 AM|EPSSlope=0.0100000500679016|ProfitMarginSlope=58.880241394043|PriceSlope=0.000609024273016819|Volatility=0.687324106693268|Volume=2344800|Violation=False|Slope=0.000609024273016819|Score=0.0877887344038475|AnnualizedReturn=1.16587761008849|SharpeRatio=-0.0366968025350624
Symbol=UCTT|AnalysisDate=11/23/2020 12:00:00 AM|EPSSlope=0.290000021457672|ProfitMarginSlope=0.0301637649536133|PriceSlope=0.000634873039821563|Volatility=1.81636488437653|Volume=546773|Violation=False|Slope=0.000634873039821563|Score=0.0827081256483426|AnnualizedReturn=1.17349679602795|SharpeRatio=0.0882887505164744
Symbol=IWR|AnalysisDate=12/4/2020 12:00:00 AM|PriceSlope=0.000413503283542558|Volatility=1.03466689586639|Volume=1446320|Violation=False|Slope=0.000413503283542558|Score=0.0805203987605009|AnnualizedReturn=1.10982553517484|SharpeRatio=0.147715540277847
Symbol=GGB|AnalysisDate=1/6/2021 12:00:00 AM|EPSSlope=0.00999999791383743|ProfitMarginSlope=1.98144626617432|PriceSlope=0.000943612170550183|Volatility=0.186255797743797|Volume=8184580|Violation=False|Slope=0.000943612170550183|Score=0.0693676452899882|AnnualizedReturn=1.26844313051468|SharpeRatio=0.117842246852651
Symbol=VAW|AnalysisDate=11/10/2020 12:00:00 AM|PriceSlope=0.000388862555246979|Volatility=5.02422714233398|Volume=112459|Violation=False|Slope=0.000388862555246979|Score=0.0692711566339091|AnnualizedReturn=1.10295546578599|SharpeRatio=0.105763761375931
Symbol=AMAT|AnalysisDate=11/11/2020 12:00:00 AM|EPSSlope=0.149999976158142|ProfitMarginSlope=0.617500305175781|PriceSlope=0.000362818353223636|Volatility=5.20164823532104|Volume=8023850|Violation=False|Slope=0.000362818353223636|Score=0.0670437878411652|AnnualizedReturn=1.09574031875795|SharpeRatio=0.111510333525689
Symbol=LPL|AnalysisDate=12/15/2020 12:00:00 AM|EPSSlope=0.240000009536743|ProfitMarginSlope=1.86343288421631|PriceSlope=0.000579977983624332|Volatility=0.347095459699631|Volume=1109230|Violation=False|Slope=0.000579977983624332|Score=0.063479531064088|AnnualizedReturn=1.15737493297324|SharpeRatio=0.139867368170181
Symbol=ALV|AnalysisDate=12/8/2020 12:00:00 AM|EPSSlope=0.074999988079071|ProfitMarginSlope=0.843731880187988|PriceSlope=0.000516865057405085|Volatility=1.58715081214905|Volume=197529|Violation=False|Slope=0.000516865057405085|Score=0.0531876844834725|AnnualizedReturn=1.13911311970804|SharpeRatio=0.127412442763329
Symbol=GUNR|AnalysisDate=1/6/2021 12:00:00 AM|PriceSlope=0.000337962686646398|Volatility=0.685142040252686|Volume=1052780|Violation=False|Slope=0.000337962686646398|Score=0.051539930003831|AnnualizedReturn=1.08889845884284|SharpeRatio=0.0326934448958484
Symbol=LNVGY|AnalysisDate=12/15/2020 12:00:00 AM|EPSSlope=0.0800000429153442|ProfitMarginSlope=0.361720085144043|PriceSlope=0.000325100281786296|Volatility=0.820246934890747|Volume=56944|Violation=False|Slope=0.000325100281786296|Score=0.0487166983092355|AnnualizedReturn=1.08537469784411|SharpeRatio=0.147909547352618
Symbol=SYX|AnalysisDate=11/23/2020 12:00:00 AM|EPSSlope=0.14000004529953|ProfitMarginSlope=4.47076225280762|PriceSlope=0.00037605364652168|Volatility=0.760345339775085|Volume=63475|Violation=False|Slope=0.00037605364652168|Score=0.0413272593007318|AnnualizedReturn=1.09940103616197|SharpeRatio=0.247769377912942
Symbol=PAVE|AnalysisDate=11/24/2020 12:00:00 AM|PriceSlope=0.000355542221142016|Volatility=0.791251420974731|Volume=798834|Violation=False|Slope=0.000355542221142016|Score=0.039779984327745|AnnualizedReturn=1.0937330262671|SharpeRatio=0.090888152132354
Symbol=VIS|AnalysisDate=12/8/2020 12:00:00 AM|PriceSlope=0.000313766360637402|Volatility=1.80805087089539|Volume=432858|Violation=False|Slope=0.000313766360637402|Score=0.0356188073013495|AnnualizedReturn=1.08227912973593|SharpeRatio=0.118284158203328
Symbol=SCHC|AnalysisDate=12/4/2020 12:00:00 AM|PriceSlope=0.000294128106661797|Volatility=0.691358208656311|Volume=249068|Violation=False|Slope=0.000294128106661797|Score=0.0353512152473767|AnnualizedReturn=1.07693633470856|SharpeRatio=0.107655329719572
Symbol=XLI|AnalysisDate=12/8/2020 12:00:00 AM|PriceSlope=0.000290383726230107|Volatility=0.841271698474884|Volume=5038160|Violation=False|Slope=0.000290383726230107|Score=0.031938901601303|AnnualizedReturn=1.0759206342301|SharpeRatio=0.112112532666036
Symbol=SCHM|AnalysisDate=12/4/2020 12:00:00 AM|PriceSlope=0.000280887902406749|Volatility=1.19995045661926|Volume=397231|Violation=False|Slope=0.000280887902406749|Score=0.0313260143486763|AnnualizedReturn=1.07334909053862|SharpeRatio=0.125750010020245
Symbol=KLIC|AnalysisDate=12/7/2020 12:00:00 AM|EPSSlope=0.0399999916553497|ProfitMarginSlope=2.02409553527832|PriceSlope=0.00023578099492273|Volatility=1.08112180233002|Volume=684646|Violation=False|Slope=0.00023578099492273|Score=0.0290068493213807|AnnualizedReturn=1.06121747539022|SharpeRatio=0.222823560263884
Symbol=FXO|AnalysisDate=1/7/2021 12:00:00 AM|PriceSlope=0.000331746606509952|Volatility=0.913604199886322|Volume=164441|Violation=False|Slope=0.000331746606509952|Score=0.027118217791999|AnnualizedReturn=1.08719408671972|SharpeRatio=0.0718199630764437
Symbol=MDY|AnalysisDate=12/7/2020 12:00:00 AM|PriceSlope=0.000259446783000569|Volatility=6.24118423461914|Volume=527808|Violation=False|Slope=0.000259446783000569|Score=0.0268085106119379|AnnualizedReturn=1.06756525100534|SharpeRatio=0.119628934429632
Symbol=SNA|AnalysisDate=12/9/2020 12:00:00 AM|EPSSlope=0.159999847412109|ProfitMarginSlope=0.537786483764648|PriceSlope=0.000286387139081715|Volatility=3.35090613365173|Volume=354211|Violation=False|Slope=0.000286387139081715|Score=0.0258731227608553|AnnualizedReturn=1.07483757705073|SharpeRatio=0.128949402487295
Symbol=IJH|AnalysisDate=12/4/2020 12:00:00 AM|PriceSlope=0.000226587542570342|Volatility=3.57970452308655|Volume=1110270|Violation=False|Slope=0.000226587542570342|Score=0.0204382024234354|AnnualizedReturn=1.05876174556621|SharpeRatio=0.117481615535816
Symbol=BJK|AnalysisDate=12/4/2020 12:00:00 AM|PriceSlope=0.0002623718358354|Volatility=0.964395940303802|Volume=31754|Violation=False|Slope=0.0002623718358354|Score=0.0171646347793817|AnnualizedReturn=1.06835245766042|SharpeRatio=0.123598189150702
Symbol=HDS|AnalysisDate=11/16/2020 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=2.84266662597656|PriceSlope=0.000236369946006673|Volatility=3.82642364501953|Volume=35527100|Violation=False|Slope=0.000236369946006673|Score=0.0148467070314956|AnnualizedReturn=1.06137498838463|SharpeRatio=0.0828753971680505
Symbol=TSE|AnalysisDate=12/8/2020 12:00:00 AM|EPSSlope=1.10999989509583|ProfitMarginSlope=2.79089879989624|PriceSlope=0.000389636942741718|Volatility=1.8857626914978|Volume=468732|Violation=False|Slope=0.000389636942741718|Score=0.0143577977244703|AnnualizedReturn=1.10317072374848|SharpeRatio=0.100085754325999
Symbol=MDP|AnalysisDate=2/22/2021 12:00:00 AM|EPSSlope=1.07500028610229|ProfitMarginSlope=4.55808258056641|PriceSlope=0.000384541990922631|Volatility=1.07335138320923|Volume=363545|Violation=False|Slope=0.000384541990922631|Score=0.013388261062738|AnnualizedReturn=1.10175524100694|SharpeRatio=0.0629557446470857
Symbol=HPE|AnalysisDate=2/11/2021 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=1.57942867279053|PriceSlope=0.000187783826822507|Volatility=0.66344553232193|Volume=12295200|Violation=False|Slope=0.000187783826822507|Score=0.0105401458691645|AnnualizedReturn=1.04845906001923|SharpeRatio=-0.0435790093649409
Symbol=KBWD|AnalysisDate=2/9/2021 12:00:00 AM|PriceSlope=0.000219400700923178|Volatility=0.326074242591858|Volume=147362|Violation=False|Slope=0.000219400700923178|Score=0.00841097395210135|AnnualizedReturn=1.05684597434334|SharpeRatio=-0.000328416246418124
Symbol=EXLS|AnalysisDate=11/24/2020 12:00:00 AM|EPSSlope=0.105000019073486|ProfitMarginSlope=1.51054382324219|PriceSlope=0.00015266856658995|Volatility=1.06876647472382|Volume=198397|Violation=False|Slope=0.00015266856658995|Score=0.0077815063670731|AnnualizedReturn=1.03922212730429|SharpeRatio=0.130644858119145
Symbol=OLED|AnalysisDate=11/27/2020 12:00:00 AM|EPSSlope=0.0349999666213989|ProfitMarginSlope=0.0177459716796875|PriceSlope=0.000176944547463955|Volatility=5.59846925735474|Volume=144277|Violation=False|Slope=0.000176944547463955|Score=0.00750302683501027|AnnualizedReturn=1.04559910353747|SharpeRatio=0.0357633239974499
Symbol=IWM|AnalysisDate=11/24/2020 12:00:00 AM|PriceSlope=0.000140904482663543|Volatility=6.64382982254028|Volume=34494800|Violation=False|Slope=0.000140904482663543|Score=0.00704177272507634|AnnualizedReturn=1.03614586435009|SharpeRatio=0.0406794228357234
Symbol=VFH|AnalysisDate=1/12/2021 12:00:00 AM|PriceSlope=0.000137264649094271|Volatility=2.42886900901794|Volume=1980480|Violation=False|Slope=0.000137264649094271|Score=0.00626035936092754|AnnualizedReturn=1.03519590766299|SharpeRatio=0.00873700441495283
Symbol=IYG|AnalysisDate=1/7/2021 12:00:00 AM|PriceSlope=0.000121866615768839|Volatility=3.81507039070129|Volume=57362|Violation=False|Slope=0.000121866615768839|Score=0.00560159165818849|AnnualizedReturn=1.03118681570856|SharpeRatio=0.0344764273976528
Symbol=HCA|AnalysisDate=12/9/2020 12:00:00 AM|EPSSlope=0.0900001525878906|ProfitMarginSlope=0.260246276855469|PriceSlope=0.000164412841263051|Volatility=3.57737588882446|Volume=1516410|Violation=False|Slope=0.000164412841263051|Score=0.00524632111231288|AnnualizedReturn=1.04230232040746|SharpeRatio=0.127489730655537
Symbol=MT|AnalysisDate=12/15/2020 12:00:00 AM|EPSSlope=0.220000028610229|ProfitMarginSlope=3.35662269592285|PriceSlope=0.000217865852589089|Volatility=1.48305153846741|Volume=8193930|Violation=False|Slope=0.000217865852589089|Score=0.00460298453471719|AnnualizedReturn=1.05643728461795|SharpeRatio=0.152730548243837
Symbol=FNCL|AnalysisDate=1/12/2021 12:00:00 AM|PriceSlope=0.000116022422757465|Volatility=1.41184401512146|Volume=330989|Violation=False|Slope=0.000116022422757465|Score=0.00441249973060469|AnnualizedReturn=1.02966926685274|SharpeRatio=0.00624552398617193
Symbol=BNO|AnalysisDate=2/4/2021 12:00:00 AM|PriceSlope=0.000165789378259498|Volatility=0.308606714010239|Volume=515031|Violation=False|Slope=0.000165789378259498|Score=0.00315084727545933|AnnualizedReturn=1.04266394458705|SharpeRatio=0.0524373639744377
Symbol=FRFHF|AnalysisDate=2/16/2021 12:00:00 AM|EPSSlope=1.21499991416931|ProfitMarginSlope=0.848388671875|PriceSlope=9.77879855712215E-05|Volatility=18.396427154541|Volume=21594|Violation=False|Slope=9.77879855712215E-05|Score=0.00243635442945319|AnnualizedReturn=1.02494871005119|SharpeRatio=-0.0636881770592135
Symbol=VB|AnalysisDate=11/16/2020 12:00:00 AM|PriceSlope=7.74697278019138E-05|Volatility=7.35170841217041|Volume=2632320|Violation=False|Slope=7.74697278019138E-05|Score=0.00229452612139206|AnnualizedReturn=1.01971417904547|SharpeRatio=0.0544661487372384
Symbol=NSIT|AnalysisDate=12/8/2020 12:00:00 AM|EPSSlope=0.170000076293945|ProfitMarginSlope=0.354351997375488|PriceSlope=7.65121351524349E-05|Volatility=1.36298871040344|Volume=204503|Violation=False|Slope=7.65121351524349E-05|Score=0.00112179619790627|AnnualizedReturn=1.01946813809096|SharpeRatio=0.122245853924557
Symbol=FXR|AnalysisDate=11/24/2020 12:00:00 AM|PriceSlope=4.92849233727822E-05|Volatility=1.67860305309296|Volume=66180|Violation=False|Slope=4.92849233727822E-05|Score=0.00075548032235597|AnnualizedReturn=1.0124972467038|SharpeRatio=0.02829495084425
Symbol=VTWO|AnalysisDate=11/17/2020 12:00:00 AM|PriceSlope=4.44663025247114E-05|Volatility=7.08712816238403|Volume=464600|Violation=False|Slope=4.44663025247114E-05|Score=0.000716049865753426|AnnualizedReturn=1.01126852510238|SharpeRatio=0.0438036558105581
Symbol=R|AnalysisDate=11/25/2020 12:00:00 AM|EPSSlope=1.32500004768372|ProfitMarginSlope=2.32447910308838|PriceSlope=6.63466586691715E-05|Volatility=2.52245855331421|Volume=469639|Violation=False|Slope=6.63466586691715E-05|Score=0.000497455204632675|AnnualizedReturn=1.01685990866349|SharpeRatio=0.0815759788369881
Symbol=MU|AnalysisDate=11/23/2020 12:00:00 AM|EPSSlope=0.190000057220459|ProfitMarginSlope=2.95056629180908|PriceSlope=2.49438513446611E-05|Volatility=3.98904752731323|Volume=20413900|Violation=False|Slope=2.49438513446611E-05|Score=0.000320015156401564|AnnualizedReturn=1.00630564795683|SharpeRatio=0.0690868058339541
Symbol=ALG|AnalysisDate=11/24/2020 12:00:00 AM|EPSSlope=0.109999895095825|ProfitMarginSlope=0.704211235046387|PriceSlope=2.86370693836753E-05|Volatility=4.19154500961304|Volume=73648|Violation=False|Slope=2.86370693836753E-05|Score=0.000264680277747838|AnnualizedReturn=1.00724264347111|SharpeRatio=0.14751245821394
Symbol=SCHA|AnalysisDate=11/17/2020 12:00:00 AM|PriceSlope=2.57061401846003E-05|Volatility=3.91129302978516|Volume=694903|Violation=False|Slope=2.57061401846003E-05|Score=0.000228108175632378|AnnualizedReturn=1.0064989746073|SharpeRatio=0.0406929640720543
Symbol=IJR|AnalysisDate=12/4/2020 12:00:00 AM|PriceSlope=-1.09906938419392E-05|Volatility=1.97679996490479|Volume=3437620|Violation=False|Slope=-1.09906938419392E-05|Score=-3.65444693949166E-05|AnnualizedReturn=-0.997234177107281|SharpeRatio=0.098087865033205
Symbol=BKE|AnalysisDate=12/8/2020 12:00:00 AM|EPSSlope=0.159999966621399|ProfitMarginSlope=11.6750411987305|PriceSlope=-4.73962754273904E-05|Volatility=0.997019350528717|Volume=1388120|Violation=False|Slope=-4.73962754273904E-05|Score=-0.000202749623520658|AnnualizedReturn=-0.988127183373971|SharpeRatio=0.0924710518989698
Symbol=TJX|AnalysisDate=12/9/2020 12:00:00 AM|EPSSlope=0.0250000059604645|ProfitMarginSlope=15.1611852645874|PriceSlope=-3.63924704097559E-05|Volatility=1.93526172637939|Volume=6122950|Violation=False|Slope=-3.63924704097559E-05|Score=-0.000601895359403654|AnnualizedReturn=-0.990871021923859|SharpeRatio=0.101896337390901
Symbol=GM|AnalysisDate=11/23/2020 12:00:00 AM|EPSSlope=0.590000033378601|ProfitMarginSlope=4.51303434371948|PriceSlope=-6.97051730891555E-05|Volatility=2.9051730632782|Volume=22282800|Violation=False|Slope=-6.97051730891555E-05|Score=-0.000665319488708015|AnnualizedReturn=-0.982587673978474|SharpeRatio=0.0345368602597035
Symbol=VALE|AnalysisDate=11/24/2020 12:00:00 AM|EPSSlope=0.169999986886978|ProfitMarginSlope=3.48586177825928|PriceSlope=-5.60963512886044E-05|Volatility=0.8025141954422|Volume=65509100|Violation=False|Slope=-5.60963512886044E-05|Score=-0.00066812194598291|AnnualizedReturn=-0.985963167528778|SharpeRatio=-0.0351621259544224
Symbol=DGRS|AnalysisDate=12/8/2020 12:00:00 AM|PriceSlope=-8.07348864300662E-05|Volatility=0.773635506629944|Volume=12360|Violation=False|Slope=-8.07348864300662E-05|Score=-0.00187657330344712|AnnualizedReturn=-0.979860375565769|SharpeRatio=0.0599809426961551
Symbol=SAIC|AnalysisDate=12/9/2020 12:00:00 AM|EPSSlope=0.0399999618530273|ProfitMarginSlope=0.540334701538086|PriceSlope=-7.88633093380051E-05|Volatility=2.96196126937866|Volume=348660|Violation=False|Slope=-7.88633093380051E-05|Score=-0.00320134924155825|AnnualizedReturn=-0.98032262339044|SharpeRatio=0.119017561519904
Symbol=VBR|AnalysisDate=12/9/2020 12:00:00 AM|PriceSlope=-0.000129706799994832|Volatility=3.04059839248657|Volume=865373|Violation=False|Slope=-0.000129706799994832|Score=-0.00440879546771123|AnnualizedReturn=-0.967842304453809|SharpeRatio=0.072538827391976
Symbol=IAT|AnalysisDate=1/6/2021 12:00:00 AM|PriceSlope=-0.000164107874188914|Volatility=1.20453011989594|Volume=293526|Violation=False|Slope=-0.000164107874188914|Score=-0.00476968139783174|AnnualizedReturn=-0.959488274251265|SharpeRatio=0.00555161314996042
Symbol=HQY|AnalysisDate=1/7/2021 12:00:00 AM|EPSSlope=0.159999996423721|ProfitMarginSlope=0.710107803344727|PriceSlope=-0.000171917375264265|Volatility=3.58817505836487|Volume=692696|Violation=False|Slope=-0.000171917375264265|Score=-0.0065721274444743|AnnualizedReturn=-0.95760186365591|SharpeRatio=0.0728885566180078
Symbol=AVT|AnalysisDate=1/20/2021 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=0.497500896453857|PriceSlope=-0.000162334101288709|Volatility=1.78964447975159|Volume=1362990|Violation=False|Slope=-0.000162334101288709|Score=-0.00680960627366841|AnnualizedReturn=-0.9599172525221|SharpeRatio=-0.0607809256868175
Symbol=GNR|AnalysisDate=12/10/2020 12:00:00 AM|PriceSlope=-0.000142998147581085|Volatility=1.4407958984375|Volume=368600|Violation=False|Slope=-0.000142998147581085|Score=-0.00755564119738627|AnnualizedReturn=-0.964606017344859|SharpeRatio=0.0262852398361378
Symbol=SLX|AnalysisDate=11/23/2020 12:00:00 AM|PriceSlope=-0.000228346729529335|Volatility=1.82785975933075|Volume=48755|Violation=False|Slope=-0.000228346729529335|Score=-0.00818017588167987|AnnualizedReturn=-0.944080939193192|SharpeRatio=-0.0115288170150256
Symbol=KRE|AnalysisDate=1/6/2021 12:00:00 AM|PriceSlope=-0.000231611113388541|Volatility=1.45804417133331|Volume=17675400|Violation=False|Slope=-0.000231611113388541|Score=-0.00825363422327007|AnnualizedReturn=-0.943304634210735|SharpeRatio=0.0133909036112132
Symbol=KBE|AnalysisDate=1/6/2021 12:00:00 AM|PriceSlope=-0.000244760822627467|Volatility=0.967477083206177|Volume=6048780|Violation=False|Slope=-0.000244760822627467|Score=-0.0101178910224987|AnnualizedReturn=-0.940183953828121|SharpeRatio=0.00113199527222574
Symbol=IWN|AnalysisDate=12/9/2020 12:00:00 AM|PriceSlope=-0.000223402141388947|Volatility=3.26981139183044|Volume=1733440|Violation=False|Slope=-0.000223402141388947|Score=-0.0118736916403332|AnnualizedReturn=-0.945258031427398|SharpeRatio=0.0625097747996084
Symbol=VTWV|AnalysisDate=12/8/2020 12:00:00 AM|PriceSlope=-0.000228641421570101|Volatility=2.76457166671753|Volume=21666|Violation=False|Slope=-0.000228641421570101|Score=-0.012641289287924|AnnualizedReturn=-0.944010832085454|SharpeRatio=0.0658670686998871
Symbol=SOUHY|AnalysisDate=12/3/2020 12:00:00 AM|EPSSlope=0.0450000017881393|ProfitMarginSlope=18.775707244873|PriceSlope=-0.000260978671584314|Volatility=0.453286588191986|Volume=28851|Violation=False|Slope=-0.000260978671584314|Score=-0.0142977721081134|AnnualizedReturn=-0.936349359102707|SharpeRatio=0.0570850794432505
Symbol=GE|AnalysisDate=1/12/2021 12:00:00 AM|EPSSlope=0.465000003576279|ProfitMarginSlope=10.0112419128418|PriceSlope=-0.00049037654506985|Volatility=0.396013408899307|Volume=91331900|Violation=False|Slope=-0.00049037654506985|Score=-0.0186770205793551|AnnualizedReturn=-0.883755454887486|SharpeRatio=0.016236531472979
Symbol=KBWB|AnalysisDate=1/6/2021 12:00:00 AM|PriceSlope=-0.000321388201789004|Volatility=1.33942067623138|Volume=1548580|Violation=False|Slope=-0.000321388201789004|Score=-0.0190264354904125|AnnualizedReturn=-0.92220307310631|SharpeRatio=-0.0218112062550905
Symbol=PKX|AnalysisDate=11/16/2020 12:00:00 AM|EPSSlope=0.0399999618530273|ProfitMarginSlope=0.216634273529053|PriceSlope=-0.000337329450217008|Volatility=2.81946897506714|Volume=67232|Violation=False|Slope=-0.000337329450217008|Score=-0.0276044054976415|AnnualizedReturn=-0.918505835131715|SharpeRatio=0.067124588180584
Symbol=QADA|AnalysisDate=12/7/2020 12:00:00 AM|EPSSlope=0.0749999955296516|ProfitMarginSlope=1.87121963500977|PriceSlope=-0.000311192710515074|Volatility=5.94213151931763|Volume=74903|Violation=False|Slope=-0.000311192710515074|Score=-0.0370050879699668|AnnualizedReturn=-0.924575502472639|SharpeRatio=0.149729312801501
Symbol=KTB|AnalysisDate=12/7/2020 12:00:00 AM|EPSSlope=0.46000000834465|ProfitMarginSlope=3.18732643127441|PriceSlope=-0.00103565746224274|Volatility=1.45880937576294|Volume=295941|Violation=False|Slope=-0.00103565746224274|Score=-0.0374145440381245|AnnualizedReturn=-0.7702919497431|SharpeRatio=0.185855037819802
Symbol=ANF|AnalysisDate=11/18/2020 12:00:00 AM|EPSSlope=0.279999971389771|ProfitMarginSlope=4.77985763549805|PriceSlope=-0.000695463772034301|Volatility=2.09064936637878|Volume=2287480|Violation=False|Slope=-0.000695463772034301|Score=-0.0404425210727269|AnnualizedReturn=-0.83924141667271|SharpeRatio=0.0215990626122396
Symbol=BSAC|AnalysisDate=1/7/2021 12:00:00 AM|EPSSlope=0.0199999809265137|ProfitMarginSlope=0.132968902587891|PriceSlope=-0.000607290665447925|Volatility=0.650920808315277|Volume=302260|Violation=False|Slope=-0.000607290665447925|Score=-0.0883213948996937|AnnualizedReturn=-0.858097759054346|SharpeRatio=-0.074406438500526
Symbol=KEP|AnalysisDate=12/17/2020 12:00:00 AM|EPSSlope=0.354999989271164|ProfitMarginSlope=2.99131774902344|PriceSlope=-0.000617899183240222|Volatility=0.701043546199799|Volume=508950|Violation=False|Slope=-0.000617899183240222|Score=-0.100018304887714|AnnualizedReturn=-0.855806830015469|SharpeRatio=-0.0945931098333865
TotalStopLimits=67
Symbol=LRN|AnalysisDate=2/25/2019 12:00:00 AM|PreviousStop=28.3624|NewStop=30.4958569836617|CurrentPriceLow=32.3|CurrentPriceClose=32.67|PriceTrendIndicatorSlope=0.152812048792839
Symbol=LRN|AnalysisDate=3/27/2019 12:00:00 AM|PreviousStop=30.4958569836617|NewStop=31.3710000014305|CurrentPriceLow=32.91|CurrentPriceClose=33.51|PriceTrendIndicatorSlope=0.0512631051242352
Symbol=PAYC|AnalysisDate=4/10/2019 12:00:00 AM|PreviousStop=161.4624|NewStop=168.563999977112|CurrentPriceLow=185.16|CurrentPriceClose=187.59|PriceTrendIndicatorSlope=0.256203263998032
Symbol=PCTY|AnalysisDate=4/17/2019 12:00:00 AM|PreviousStop=75.2224|NewStop=83.2820000743866|CurrentPriceLow=89.86|CurrentPriceClose=91.01|PriceTrendIndicatorSlope=0.102511271834373
Symbol=PAYC|AnalysisDate=5/10/2019 12:00:00 AM|PreviousStop=168.563999977112|NewStop=189.761713638306|CurrentPriceLow=202.8|CurrentPriceClose=208.39|PriceTrendIndicatorSlope=1.01096260547638
Symbol=PCTY|AnalysisDate=5/17/2019 12:00:00 AM|PreviousStop=83.2820000743866|NewStop=91.1142860412598|CurrentPriceLow=100.99|CurrentPriceClose=101.1|PriceTrendIndicatorSlope=0.261488735675812
Symbol=PAYC|AnalysisDate=6/10/2019 12:00:00 AM|PreviousStop=189.761713638306|NewStop=199.479428443909|CurrentPriceLow=221.37|CurrentPriceClose=221.91|PriceTrendIndicatorSlope=0.620262920856476
Symbol=PAYC|AnalysisDate=7/10/2019 12:00:00 AM|PreviousStop=199.479428443909|NewStop=225.975000114441|CurrentPriceLow=241.33|CurrentPriceClose=244.47|PriceTrendIndicatorSlope=1.28696238994598
Symbol=RGEN|AnalysisDate=7/25/2019 12:00:00 AM|PreviousStop=77.2552|NewStop=84.0702854633331|CurrentPriceLow=88.89|CurrentPriceClose=90.9|PriceTrendIndicatorSlope=0.233917310833931
Symbol=CMG|AnalysisDate=8/9/2019 12:00:00 AM|PreviousStop=708.62|NewStop=757.806147003174|CurrentPriceLow=806|CurrentPriceClose=817.9|PriceTrendIndicatorSlope=2.92657089233398
Symbol=RGEN|AnalysisDate=8/29/2019 12:00:00 AM|PreviousStop=84.0702854633331|NewStop=84.3897142505646|CurrentPriceLow=91.68|CurrentPriceClose=93.01|PriceTrendIndicatorSlope=0.166466131806374
Symbol=CMG|AnalysisDate=9/9/2019 12:00:00 AM|PreviousStop=757.806147003174|NewStop=797.390282058716|CurrentPriceLow=839.08|CurrentPriceClose=839.65|PriceTrendIndicatorSlope=2.01881957054138
Symbol=CY|AnalysisDate=10/4/2019 12:00:00 AM|PreviousStop=20.5392|NewStop=23.064857134223|CurrentPriceLow=23.37|CurrentPriceClose=23.4|PriceTrendIndicatorSlope=0.00341350305825472
Symbol=CBPO|AnalysisDate=11/13/2019 12:00:00 AM|PreviousStop=101.156|NewStop=110.702000002861|CurrentPriceLow=115|CurrentPriceClose=115.73|PriceTrendIndicatorSlope=0.0173383448272943
Symbol=CY|AnalysisDate=11/19/2019 12:00:00 AM|PreviousStop=23.064857134223|NewStop=23.0988571542501|CurrentPriceLow=23.36|CurrentPriceClose=23.38|PriceTrendIndicatorSlope=0.00369171053171158
Symbol=TECD|AnalysisDate=11/29/2019 12:00:00 AM|PreviousStop=114.884|NewStop=138.788857116699|CurrentPriceLow=144.21|CurrentPriceClose=144.89|PriceTrendIndicatorSlope=0.521879971027374
Symbol=CBPO|AnalysisDate=12/13/2019 12:00:00 AM|PreviousStop=110.702000002861|NewStop=113.25600028038|CurrentPriceLow=116.69|CurrentPriceClose=117|PriceTrendIndicatorSlope=0.019165400415659
Symbol=CRUS|AnalysisDate=12/16/2019 12:00:00 AM|PreviousStop=64.988|NewStop=72.9757142734528|CurrentPriceLow=77.29|CurrentPriceClose=77.57|PriceTrendIndicatorSlope=0.289533704519272
Symbol=CTLT|AnalysisDate=12/19/2019 12:00:00 AM|PreviousStop=46.3496|NewStop=52.3027143478394|CurrentPriceLow=53.1|CurrentPriceClose=55.25|PriceTrendIndicatorSlope=0.0432406030595303
Symbol=EPAM|AnalysisDate=12/27/2019 12:00:00 AM|PreviousStop=187.4664|NewStop=204.698286190033|CurrentPriceLow=213.83|CurrentPriceClose=214.39|PriceTrendIndicatorSlope=0.321496307849884
Symbol=CY|AnalysisDate=1/6/2020 12:00:00 AM|PreviousStop=23.0988571542501|NewStop=23.2525714230537|CurrentPriceLow=23.41|CurrentPriceClose=23.52|PriceTrendIndicatorSlope=0.00109769206028432
Symbol=TECD|AnalysisDate=1/7/2020 12:00:00 AM|PreviousStop=138.788857116699|NewStop=143.212714226246|CurrentPriceLow=143.8|CurrentPriceClose=143.97|PriceTrendIndicatorSlope=0.0267070233821869
Symbol=CRUS|AnalysisDate=1/15/2020 12:00:00 AM|PreviousStop=72.9757142734528|NewStop=78.2208572053909|CurrentPriceLow=83.31|CurrentPriceClose=83.44|PriceTrendIndicatorSlope=0.319406002759933
Symbol=CTLT|AnalysisDate=1/21/2020 12:00:00 AM|PreviousStop=52.3027143478394|NewStop=58.5259999227524|CurrentPriceLow=60.8|CurrentPriceClose=61.52|PriceTrendIndicatorSlope=0.304225564002991
Symbol=EPAM|AnalysisDate=1/27/2020 12:00:00 AM|PreviousStop=204.698286190033|NewStop=213.753143157959|CurrentPriceLow=220.02|CurrentPriceClose=226.84|PriceTrendIndicatorSlope=1.14191746711731
Symbol=MRCY|AnalysisDate=2/5/2020 12:00:00 AM|PreviousStop=67.54|NewStop=74.0964280891419|CurrentPriceLow=79.87|CurrentPriceClose=80.93|PriceTrendIndicatorSlope=0.279428571462631
Symbol=CBPO|AnalysisDate=2/21/2020 12:00:00 AM|PreviousStop=113.25600028038|NewStop=113.478285961151|CurrentPriceLow=116.39|CurrentPriceClose=116.93|PriceTrendIndicatorSlope=0.0510073788464069
Symbol=ARES|AnalysisDate=5/11/2020 12:00:00 AM|PreviousStop=28.6|NewStop=29.6701430034637|CurrentPriceLow=33.63|CurrentPriceClose=34.87|PriceTrendIndicatorSlope=0.141992524266243
Symbol=HLNE|AnalysisDate=5/26/2020 12:00:00 AM|PreviousStop=57.1824|NewStop=61.704142780304|CurrentPriceLow=69.28|CurrentPriceClose=69.97|PriceTrendIndicatorSlope=0.209105208516121
Symbol=LBRDK|AnalysisDate=5/28/2020 12:00:00 AM|PreviousStop=111.4344|NewStop=124.102999725342|CurrentPriceLow=130.72|CurrentPriceClose=133.04|PriceTrendIndicatorSlope=0.170060232281685
Symbol=DVA|AnalysisDate=6/5/2020 12:00:00 AM|PreviousStop=71.0688|NewStop=80.6145713615417|CurrentPriceLow=82.8|CurrentPriceClose=88.28|PriceTrendIndicatorSlope=0.0420526042580605
Symbol=ARES|AnalysisDate=6/10/2020 12:00:00 AM|PreviousStop=29.6701430034637|NewStop=34.7681427001953|CurrentPriceLow=38.01|CurrentPriceClose=38.75|PriceTrendIndicatorSlope=0.378217995166779
Symbol=ARES|AnalysisDate=7/10/2020 12:00:00 AM|PreviousStop=34.7681427001953|NewStop=35.0599998569488|CurrentPriceLow=38.4|CurrentPriceClose=39.41|PriceTrendIndicatorSlope=0.0369172990322113
Symbol=QGEN|AnalysisDate=7/27/2020 12:00:00 AM|PreviousStop=42.4248|NewStop=47.1151428675652|CurrentPriceLow=48.86|CurrentPriceClose=49.36|PriceTrendIndicatorSlope=0.399744391441345
Symbol=ARES|AnalysisDate=8/10/2020 12:00:00 AM|PreviousStop=35.0599998569488|NewStop=38.6838570308685|CurrentPriceLow=40.65|CurrentPriceClose=42.07|PriceTrendIndicatorSlope=0.000661729485727847
Symbol=LIT|AnalysisDate=8/17/2020 12:00:00 AM|PreviousStop=33.6864|NewStop=36.9814284181595|CurrentPriceLow=38.6|CurrentPriceClose=38.91|PriceTrendIndicatorSlope=0.20003753900528
Symbol=YETI|AnalysisDate=8/24/2020 12:00:00 AM|PreviousStop=44.4488|NewStop=45.0207141304016|CurrentPriceLow=51.14|CurrentPriceClose=51.34|PriceTrendIndicatorSlope=0.158608943223953
Symbol=PJT|AnalysisDate=8/25/2020 12:00:00 AM|PreviousStop=52.3072|NewStop=55.9234286642075|CurrentPriceLow=59.54|CurrentPriceClose=60.51|PriceTrendIndicatorSlope=0.39487960934639
Symbol=CDNS|AnalysisDate=9/2/2020 12:00:00 AM|PreviousStop=97.9088|NewStop=109.599856939316|CurrentPriceLow=113.59|CurrentPriceClose=117.09|PriceTrendIndicatorSlope=0.310654103755951
Symbol=NVMI|AnalysisDate=11/4/2020 12:00:00 AM|PreviousStop=50.7672|NewStop=54.5295716047287|CurrentPriceLow=58.88|CurrentPriceClose=60.2|PriceTrendIndicatorSlope=0.0661654621362686
Symbol=NVMI|AnalysisDate=12/4/2020 12:00:00 AM|PreviousStop=54.5295716047287|NewStop=62.3630000257492|CurrentPriceLow=65.43|CurrentPriceClose=67.49|PriceTrendIndicatorSlope=0.276165455579758
Symbol=ASTE|AnalysisDate=12/4/2020 12:00:00 AM|PreviousStop=51.5856|NewStop=56.7332856464386|CurrentPriceLow=59.09|CurrentPriceClose=62.48|PriceTrendIndicatorSlope=0.359962344169617
Symbol=IYJ|AnalysisDate=12/7/2020 12:00:00 AM|PreviousStop=84.3304|NewStop=92.2697144365311|CurrentPriceLow=95.91|CurrentPriceClose=96.21|PriceTrendIndicatorSlope=0.315172970294952
Symbol=LOGI|AnalysisDate=12/8/2020 12:00:00 AM|PreviousStop=76.2696|NewStop=82.3909997081757|CurrentPriceLow=87.88|CurrentPriceClose=89.66|PriceTrendIndicatorSlope=0.470330595970154
Symbol=VCR|AnalysisDate=12/15/2020 12:00:00 AM|PreviousStop=233.6488|NewStop=257.170857248306|CurrentPriceLow=265.9|CurrentPriceClose=268.81|PriceTrendIndicatorSlope=0.76813542842865
Symbol=GAMR|AnalysisDate=12/16/2020 12:00:00 AM|PreviousStop=66.6952|NewStop=73.7887140130997|CurrentPriceLow=76.6|CurrentPriceClose=77.21|PriceTrendIndicatorSlope=0.282466113567352
Symbol=QQQE|AnalysisDate=12/30/2020 12:00:00 AM|PreviousStop=65.4104|NewStop=72.3589999628067|CurrentPriceLow=74.75|CurrentPriceClose=74.87|PriceTrendIndicatorSlope=0.127458706498146
Symbol=NVMI|AnalysisDate=1/4/2021 12:00:00 AM|PreviousStop=62.3630000257492|NewStop=64.2142862987518|CurrentPriceLow=69.38|CurrentPriceClose=70.72|PriceTrendIndicatorSlope=0.150669157505035
Symbol=IYJ|AnalysisDate=1/6/2021 12:00:00 AM|PreviousStop=92.2697144365311|NewStop=94.3752856349945|CurrentPriceLow=96.33|CurrentPriceClose=98.01|PriceTrendIndicatorSlope=0.0134435957297683
Symbol=LOGI|AnalysisDate=1/7/2021 12:00:00 AM|PreviousStop=82.3909997081757|NewStop=96.8192851829529|CurrentPriceLow=100.12|CurrentPriceClose=103.28|PriceTrendIndicatorSlope=0.581661820411682
Symbol=VCR|AnalysisDate=1/14/2021 12:00:00 AM|PreviousStop=257.170857248306|NewStop=276.313856773376|CurrentPriceLow=288.24|CurrentPriceClose=288.43|PriceTrendIndicatorSlope=1.00255596637726
Symbol=GAMR|AnalysisDate=1/15/2021 12:00:00 AM|PreviousStop=73.7887140130997|NewStop=78.5761427402496|CurrentPriceLow=81.65|CurrentPriceClose=81.7|PriceTrendIndicatorSlope=0.21431577205658
Symbol=QQQE|AnalysisDate=2/1/2021 12:00:00 AM|PreviousStop=72.3589999628067|NewStop=73.2924287557602|CurrentPriceLow=75.37|CurrentPriceClose=76.4|PriceTrendIndicatorSlope=0.0900224670767784
Symbol=HI|AnalysisDate=2/8/2021 12:00:00 AM|PreviousStop=38.2976|NewStop=42.0484286355972|CurrentPriceLow=45.1|CurrentPriceClose=46.23|PriceTrendIndicatorSlope=0.0106014972552657
Symbol=NVMI|AnalysisDate=2/16/2021 12:00:00 AM|PreviousStop=64.2142862987518|NewStop=75.4968571281433|CurrentPriceLow=83.59|CurrentPriceClose=84.46|PriceTrendIndicatorSlope=0.178548753261566
Symbol=VCR|AnalysisDate=2/16/2021 12:00:00 AM|PreviousStop=276.313856773376|NewStop=282.150571498871|CurrentPriceLow=294.77|CurrentPriceClose=295.66|PriceTrendIndicatorSlope=0.442729651927948
Symbol=MTUM|AnalysisDate=2/16/2021 12:00:00 AM|PreviousStop=154.616|NewStop=168.080285863876|CurrentPriceLow=176.6|CurrentPriceClose=177.58|PriceTrendIndicatorSlope=0.567037522792816
Symbol=EWO|AnalysisDate=3/9/2021 12:00:00 AM|PreviousStop=19.0784|NewStop=20.90242857337|CurrentPriceLow=21.73|CurrentPriceClose=21.85|PriceTrendIndicatorSlope=0.022090207785368
Symbol=HI|AnalysisDate=3/10/2021 12:00:00 AM|PreviousStop=42.0484286355972|NewStop=46.4211433696747|CurrentPriceLow=49.9|CurrentPriceClose=51.33|PriceTrendIndicatorSlope=0.28961655497551
Symbol=GAMR|AnalysisDate=3/11/2021 12:00:00 AM|PreviousStop=78.5761427402496|NewStop=88.1259996795654|CurrentPriceLow=98.29|CurrentPriceClose=100.24|PriceTrendIndicatorSlope=0.0652932673692703
Symbol=NVMI|AnalysisDate=3/22/2021 12:00:00 AM|PreviousStop=75.4968571281433|NewStop=78.4584|CurrentPriceLow=86.94|CurrentPriceClose=88.14|PriceTrendIndicatorSlope=0.205902263522148
Symbol=DFP|AnalysisDate=3/31/2021 12:00:00 AM|PreviousStop=26.4176|NewStop=29.3172856521606|CurrentPriceLow=30.04|CurrentPriceClose=30.12|PriceTrendIndicatorSlope=0.0322556905448437
Symbol=EWO|AnalysisDate=4/8/2021 12:00:00 AM|PreviousStop=20.90242857337|NewStop=21.7088570272923|CurrentPriceLow=22.4|CurrentPriceClose=22.56|PriceTrendIndicatorSlope=0.0222707092761993
Symbol=GAMR|AnalysisDate=4/12/2021 12:00:00 AM|PreviousStop=88.1259996795654|NewStop=94.8087142276764|CurrentPriceLow=99.12|CurrentPriceClose=99.58|PriceTrendIndicatorSlope=0.325624108314514
Symbol=IGE|AnalysisDate=4/16/2021 12:00:00 AM|PreviousStop=24.4112|NewStop=26.7792856514454|CurrentPriceLow=28.13|CurrentPriceClose=28.2|PriceTrendIndicatorSlope=0.0256541091948748
Symbol=CMI|AnalysisDate=4/20/2021 12:00:00 AM|PreviousStop=226.776|NewStop=246.263143043518|CurrentPriceLow=258.39|CurrentPriceClose=259.98|PriceTrendIndicatorSlope=0.155211329460144
Symbol=NVMI|AnalysisDate=4/21/2021 12:00:00 AM|PreviousStop=78.4584|NewStop=85.1721433067322|CurrentPriceLow=90.96|CurrentPriceClose=94.59|PriceTrendIndicatorSlope=0.485240608453751