| group | |
|---|---|
| Start | 2019-04-11 00:00:00 |
| End | 2020-03-10 00:00:00 |
| Period | 230 days 00:00:00 |
| Start Value | 1000.0 |
| End Value | 1059.9659 |
| Total Return [%] | 5.9966 |
| Benchmark Return [%] | -9.813 |
| Max Gross Exposure [%] | 6669.8647 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 6.6185 |
| Max Drawdown Duration | 54 days 00:00:00 |
| Win Rate [%] | 49.0909 |
| Profit Factor | 1.1169 |
| Expectancy | 0.13 |
| Sharpe Ratio | 0.7184 |
| Calmar Ratio | 1.4629 |
| Omega Ratio | 1.1099 |
| Sortino Ratio | 1.1365 |
| Skew | 0.5695 |
| Kurtosis | 2.187 |
| Tail Ratio | 1.3214 |
| Common Sense Ratio | 1.4493 |
| Value at Risk | -0.01 |
| Alpha | 0.1131 |
| Beta | -0.0837 |
| Entry Timestamp | Exit Timestamp | Stock | Direction | Return | Status |
|---|---|---|---|---|---|
| 2019-04-11 | 2019-04-12 | PNC | Long | 0.0309 | Closed |
| 2019-04-11 | 2019-04-26 | LYV | Long | 0.0209 | Closed |
| 2019-04-11 | 2019-04-15 | ANET | Long | 0.0145 | Closed |
| 2019-04-11 | 2019-04-26 | PM | Long | -0.0072 | Closed |
| 2019-04-15 | 2019-04-16 | MCO | Short | -0.007 | Closed |
| 2019-04-16 | 2019-04-23 | ANET | Long | -0.0126 | Closed |
| 2019-04-17 | 2019-04-22 | MCO | Short | -0.0006 | Closed |
| 2019-04-18 | 2019-04-22 | URI | Long | -0.004 | Closed |
| 2019-04-23 | 2019-04-24 | PNC | Long | -0.0002 | Closed |
| 2019-04-23 | 2019-04-24 | ANET | Short | -0.013 | Closed |
| 2019-04-24 | 2019-05-01 | MCO | Short | 0.0024 | Closed |
| 2019-04-24 | 2019-04-26 | ANET | Long | -0.0174 | Closed |
| 2019-04-26 | 2019-04-29 | PM | Short | -0.0017 | Closed |
| 2019-04-26 | 2019-04-30 | LYV | Short | 0.0132 | Closed |
| 2019-04-26 | 2019-04-30 | PNC | Long | 0.0065 | Closed |
| 2019-04-26 | 2019-04-30 | URI | Short | -0.0037 | Closed |
| 2019-04-29 | 2019-04-30 | ANET | Short | 0.0145 | Closed |
| 2019-04-29 | 2019-05-06 | PM | Long | -0.0072 | Closed |
| 2019-04-30 | 2019-05-02 | LYV | Long | -0.0119 | Closed |
| 2019-04-30 | 2019-05-03 | ANET | Long | -0.0675 | Closed |
| 2019-05-02 | 2019-05-03 | MCO | Short | -0.019 | Closed |
| 2019-05-03 | 2019-05-06 | ANET | Short | 0.0183 | Closed |
| 2019-05-03 | 2019-05-06 | LYV | Long | 0.0053 | Closed |
| 2019-05-03 | 2019-05-06 | PNC | Short | 0.0061 | Closed |
| 2019-05-06 | 2019-05-07 | LYV | Short | 0.0131 | Closed |
| 2019-05-06 | 2019-05-07 | ANET | Long | -0.028 | Closed |
| 2019-05-06 | 2019-05-07 | PNC | Long | -0.0244 | Closed |
| 2019-05-06 | 2019-05-07 | PM | Short | 0.0081 | Closed |
| 2019-05-07 | 2019-05-15 | ANET | Short | 0.0421 | Closed |
| 2019-05-07 | 2019-05-28 | PM | Long | -0.0032 | Closed |
| 2019-05-07 | 2019-05-15 | PNC | Short | 0.0123 | Closed |
| 2019-05-08 | 2019-05-09 | LYV | Long | -0.0009 | Closed |
| 2019-05-10 | 2019-05-14 | MCO | Short | 0.0119 | Closed |
| 2019-05-10 | 2019-05-15 | LYV | Short | 0.0049 | Closed |
| 2019-05-15 | 2019-05-16 | URI | Long | -0.0016 | Closed |
| 2019-05-15 | 2019-05-16 | ANET | Long | 0.0198 | Closed |
| 2019-05-16 | 2019-05-28 | PNC | Short | -0.0014 | Closed |
| 2019-05-16 | 2019-05-29 | ANET | Short | 0.0095 | Closed |
| 2019-05-16 | 2019-05-17 | LYV | Short | 0.0116 | Closed |
| 2019-05-17 | 2019-05-20 | LYV | Long | -0.0104 | Closed |
| 2019-05-20 | 2019-05-21 | URI | Short | -0.0216 | Closed |
| 2019-05-20 | 2019-05-28 | LYV | Short | 0.0088 | Closed |
| 2019-05-23 | 2019-05-24 | MCO | Long | 0.0027 | Closed |
| 2019-05-28 | 2019-05-29 | PNC | Long | 0.003 | Closed |
| 2019-05-28 | 2019-05-29 | LYV | Long | -0.005 | Closed |
| 2019-05-28 | 2019-05-29 | URI | Short | -0.0072 | Closed |
| 2019-05-29 | 2019-06-20 | PM | Long | -0.0109 | Closed |
| 2019-05-29 | 2019-05-31 | PNC | Short | 0.0159 | Closed |
| 2019-05-29 | 2019-06-03 | LYV | Short | 0.0161 | Closed |
| 2019-05-29 | 2019-05-30 | MCO | Long | 0.0057 | Closed |
| 2019-05-30 | 2019-06-11 | ANET | Short | 0.0113 | Closed |
| 2019-05-31 | 2019-06-03 | URI | Short | -0.0341 | Closed |
| 2019-06-03 | 2019-06-11 | PNC | Short | -0.0288 | Closed |
| 2019-06-03 | 2019-06-04 | LYV | Long | 0.0246 | Closed |
| 2019-06-07 | 2019-06-10 | LYV | Short | 0.0071 | Closed |
| 2019-06-10 | 2019-06-11 | LYV | Long | 0.0232 | Closed |
| 2019-06-11 | 2019-06-12 | URI | Short | 0.0057 | Closed |
| 2019-06-11 | 2019-06-12 | ANET | Long | 0.0036 | Closed |
| 2019-06-11 | 2019-06-12 | PNC | Long | -0.008 | Closed |
| 2019-06-12 | 2019-06-18 | PNC | Short | -0.009 | Closed |
| 2019-06-12 | 2019-06-13 | ANET | Short | 0.0077 | Closed |
| 2019-06-12 | 2019-06-13 | LYV | Short | -0.0136 | Closed |
| 2019-06-13 | 2019-06-17 | ANET | Long | 0.0056 | Closed |
| 2019-06-13 | 2019-06-14 | URI | Long | -0.0074 | Closed |
| 2019-06-14 | 2019-06-17 | LYV | Short | -0.0172 | Closed |
| 2019-06-14 | 2019-06-19 | URI | Short | -0.0278 | Closed |
| 2019-06-17 | 2019-06-18 | ANET | Short | -0.0145 | Closed |
| 2019-06-17 | 2019-06-19 | LYV | Long | 0.0214 | Closed |
| 2019-06-18 | 2019-06-20 | PNC | Long | -0.0101 | Closed |
| 2019-06-19 | 2019-07-09 | LYV | Short | -0.0168 | Closed |
| 2019-06-19 | 2019-06-20 | ANET | Short | -0.0229 | Closed |
| 2019-06-20 | 2019-06-21 | URI | Long | -0.0067 | Closed |
| 2019-06-20 | 2019-06-21 | MCO | Short | 0.0141 | Closed |
| 2019-06-21 | 2019-06-24 | PM | Long | -0.0175 | Closed |
| 2019-06-21 | 2019-06-24 | ANET | Long | -0.0051 | Closed |
| 2019-06-21 | 2019-06-24 | PNC | Short | -0.0038 | Closed |
| 2019-06-24 | 2019-06-26 | PM | Short | 0.0058 | Closed |
| 2019-06-24 | 2019-06-25 | ANET | Short | 0.0227 | Closed |
| 2019-06-24 | 2019-06-27 | URI | Long | 0.0182 | Closed |
| 2019-06-24 | 2019-06-26 | MCO | Short | 0.0063 | Closed |
| 2019-06-25 | 2019-06-28 | PNC | Short | -0.0253 | Closed |
| 2019-06-26 | 2019-07-23 | ANET | Short | -0.0182 | Closed |
| 2019-06-26 | 2019-06-27 | PM | Long | 0.007 | Closed |
| 2019-06-28 | 2019-07-05 | PM | Long | 0.0133 | Closed |
| 2019-07-01 | 2019-07-02 | URI | Long | -0.0186 | Closed |
| 2019-07-03 | 2019-07-05 | URI | Long | 0.0 | Closed |
| 2019-07-05 | 2019-07-08 | PNC | Short | 0.0059 | Closed |
| 2019-07-08 | 2019-07-19 | PM | Long | 0.0435 | Closed |
| 2019-07-09 | 2019-07-10 | URI | Short | 0.0071 | Closed |
| 2019-07-09 | 2019-07-10 | PNC | Long | -0.0053 | Closed |
| 2019-07-10 | 2019-07-12 | MCO | Short | -0.0277 | Closed |
| 2019-07-10 | 2019-07-17 | LYV | Short | -0.0105 | Closed |
| 2019-07-10 | 2019-07-11 | PNC | Short | -0.0101 | Closed |
| 2019-07-10 | 2019-07-12 | URI | Long | 0.0449 | Closed |
| 2019-07-15 | 2019-07-16 | URI | Long | 0.0212 | Closed |
| 2019-07-16 | 2019-07-18 | MCO | Short | -0.0019 | Closed |
| 2019-07-17 | 2019-07-18 | PNC | Long | 0.0025 | Closed |
| 2019-07-18 | 2019-07-23 | LYV | Short | 0.0037 | Closed |
| 2019-07-18 | 2019-07-30 | URI | Long | 0.0511 | Closed |
| 2019-07-19 | 2019-07-23 | PNC | Short | -0.0133 | Closed |
| 2019-07-23 | 2019-07-25 | MCO | Short | 0.0088 | Closed |
| 2019-07-23 | 2019-07-25 | PM | Long | -0.0129 | Closed |
| 2019-07-23 | 2019-07-24 | LYV | Long | 0.0057 | Closed |
| 2019-07-24 | 2019-07-25 | ANET | Short | 0.0422 | Closed |
| 2019-07-24 | 2019-07-25 | PNC | Short | 0.0035 | Closed |
| 2019-07-25 | 2019-07-26 | PM | Short | -0.0041 | Closed |
| 2019-07-25 | 2019-07-26 | LYV | Short | -0.0139 | Closed |
| 2019-07-25 | 2019-07-29 | ANET | Long | 0.019 | Closed |
| 2019-07-26 | 2019-08-02 | PM | Long | -0.0081 | Closed |
| 2019-07-26 | 2019-08-05 | LYV | Long | -0.0291 | Closed |
| 2019-07-26 | 2019-08-01 | PNC | Short | 0.0188 | Closed |
| 2019-07-29 | 2019-07-30 | MCO | Short | -0.0038 | Closed |
| 2019-07-29 | 2019-08-02 | ANET | Short | 0.0504 | Closed |
| 2019-07-31 | 2019-08-05 | MCO | Short | 0.0544 | Closed |
| 2019-08-02 | 2019-08-07 | ANET | Long | -0.007 | Closed |
| 2019-08-02 | 2019-08-27 | URI | Long | -0.0493 | Closed |
| 2019-08-02 | 2019-08-05 | PM | Short | 0.0465 | Closed |
| 2019-08-05 | 2019-08-19 | PNC | Short | 0.029 | Closed |
| 2019-08-05 | 2019-08-21 | PM | Long | 0.0059 | Closed |
| 2019-08-05 | 2019-08-06 | LYV | Short | -0.022 | Closed |
| 2019-08-07 | 2019-08-09 | ANET | Short | 0.0245 | Closed |
| 2019-08-07 | 2019-08-09 | MCO | Short | -0.0282 | Closed |
| 2019-08-08 | 2019-08-09 | LYV | Short | 0.0026 | Closed |
| 2019-08-09 | 2019-08-12 | ANET | Long | -0.0186 | Closed |
| 2019-08-12 | 2019-08-16 | ANET | Short | -0.0087 | Closed |
| 2019-08-12 | 2019-08-16 | MCO | Short | -0.0114 | Closed |
| 2019-08-14 | 2019-08-15 | LYV | Short | -0.0051 | Closed |
| 2019-08-16 | 2019-08-20 | ANET | Long | -0.0138 | Closed |
| 2019-08-19 | 2019-08-26 | LYV | Short | 0.0062 | Closed |
| 2019-08-19 | 2019-08-22 | MCO | Short | 0.0035 | Closed |
| 2019-08-20 | 2019-08-22 | PNC | Short | -0.0017 | Closed |
| 2019-08-20 | 2019-09-03 | ANET | Short | -0.0173 | Closed |
| 2019-08-22 | 2019-08-30 | PM | Long | -0.0256 | Closed |
| 2019-08-23 | 2019-08-29 | MCO | Short | -0.0283 | Closed |
| 2019-08-23 | 2019-08-26 | PNC | Short | -0.0082 | Closed |
| 2019-08-28 | 2019-08-29 | PNC | Short | -0.0137 | Closed |
| 2019-08-29 | 2019-08-30 | LYV | Short | -0.0094 | Closed |
| 2019-08-29 | 2019-08-30 | URI | Long | 0.0111 | Closed |
| 2019-08-30 | 2019-09-05 | PNC | Short | -0.0018 | Closed |
| 2019-08-30 | 2019-09-03 | PM | Short | -0.0079 | Closed |
| 2019-08-30 | 2019-09-04 | MCO | Short | 0.0087 | Closed |
| 2019-09-03 | 2019-09-04 | ANET | Long | 0.0086 | Closed |
| 2019-09-03 | 2019-09-04 | LYV | Long | 0.0298 | Closed |
| 2019-09-03 | 2019-09-04 | URI | Short | -0.0285 | Closed |
| 2019-09-04 | 2019-09-05 | PM | Short | 0.0147 | Closed |
| 2019-09-04 | 2019-09-09 | LYV | Short | 0.0239 | Closed |
| 2019-09-04 | 2019-09-05 | ANET | Short | -0.0404 | Closed |
| 2019-09-05 | 2019-09-06 | MCO | Short | -0.0044 | Closed |
| 2019-09-05 | 2019-09-06 | PM | Long | 0.0142 | Closed |
| 2019-09-05 | 2019-09-06 | ANET | Long | 0.0014 | Closed |
| 2019-09-06 | 2019-09-09 | ANET | Short | 0.0194 | Closed |
| 2019-09-06 | 2019-09-09 | PM | Short | -0.0045 | Closed |
| 2019-09-09 | 2019-09-10 | PNC | Long | 0.0117 | Closed |
| 2019-09-09 | 2019-09-11 | ANET | Long | 0.0569 | Closed |
| 2019-09-09 | 2019-09-12 | MCO | Short | 0.0064 | Closed |
| 2019-09-09 | 2019-09-10 | PM | Long | 0.0164 | Closed |
| 2019-09-09 | 2019-09-13 | URI | Long | 0.0343 | Closed |
| 2019-09-11 | 2019-10-08 | ANET | Short | 0.0284 | Closed |
| 2019-09-11 | 2019-09-12 | PNC | Long | 0.0086 | Closed |
| 2019-09-11 | 2019-09-19 | LYV | Short | 0.012 | Closed |
| 2019-09-12 | 2019-09-25 | PM | Long | 0.001 | Closed |
| 2019-09-13 | 2019-09-16 | PNC | Short | -0.0088 | Closed |
| 2019-09-13 | 2019-09-16 | MCO | Short | -0.0049 | Closed |
| 2019-09-16 | 2019-09-17 | PNC | Long | -0.009 | Closed |
| 2019-09-16 | 2019-09-17 | URI | Long | -0.0113 | Closed |
| 2019-09-17 | 2019-10-03 | MCO | Short | 0.0853 | Closed |
| 2019-09-17 | 2019-09-26 | PNC | Short | -0.0042 | Closed |
| 2019-09-26 | 2019-09-27 | URI | Long | -0.0218 | Closed |
| 2019-09-26 | 2019-09-27 | PM | Long | -0.0021 | Closed |
| 2019-09-26 | 2019-09-27 | LYV | Short | 0.0144 | Closed |
| 2019-09-27 | 2019-10-01 | PNC | Short | 0.0157 | Closed |
| 2019-10-01 | 2019-10-02 | LYV | Short | -0.0106 | Closed |
| 2019-10-01 | 2019-10-16 | URI | Long | -0.0025 | Closed |
| 2019-10-01 | 2019-10-02 | PM | Long | -0.0143 | Closed |
| 2019-10-02 | 2019-10-07 | PNC | Short | -0.0195 | Closed |
| 2019-10-03 | 2019-10-04 | PM | Short | -0.0197 | Closed |
| 2019-10-04 | 2019-10-07 | MCO | Short | -0.0228 | Closed |
| 2019-10-07 | 2019-10-14 | LYV | Short | 0.0176 | Closed |
| 2019-10-07 | 2019-10-10 | PM | Long | 0.0075 | Closed |
| 2019-10-08 | 2019-10-15 | MCO | Short | -0.0628 | Closed |
| 2019-10-08 | 2019-10-09 | PNC | Short | -0.0028 | Closed |
| 2019-10-08 | 2019-10-11 | ANET | Long | 0.0306 | Closed |
| 2019-10-10 | 2019-10-15 | PNC | Short | -0.0249 | Closed |
| 2019-10-14 | 2019-10-21 | ANET | Short | -0.0085 | Closed |
| 2019-10-14 | 2019-10-16 | PM | Long | 0.007 | Closed |
| 2019-10-15 | 2019-11-04 | LYV | Short | 0.0206 | Closed |
| 2019-10-16 | 2019-10-25 | MCO | Short | 0.0055 | Closed |
| 2019-10-17 | 2019-10-18 | PNC | Short | -0.006 | Closed |
| 2019-10-18 | 2019-10-21 | PM | Short | -0.0155 | Closed |
| 2019-10-18 | 2019-10-22 | URI | Long | 0.0291 | Closed |
| 2019-10-21 | 2019-10-22 | PM | Long | -0.0077 | Closed |
| 2019-10-22 | 2019-10-28 | ANET | Short | -0.0249 | Closed |
| 2019-10-22 | 2019-10-23 | PNC | Short | -0.0063 | Closed |
| 2019-10-23 | 2019-10-25 | URI | Long | 0.0128 | Closed |
| 2019-10-23 | 2019-10-29 | PM | Short | 0.0002 | Closed |
| 2019-10-25 | 2019-10-28 | PNC | Short | -0.0075 | Closed |
| 2019-10-28 | 2019-11-07 | MCO | Short | -0.0092 | Closed |
| 2019-10-28 | 2019-10-29 | URI | Long | 0.0076 | Closed |
| 2019-10-29 | 2019-10-30 | PNC | Short | 0.0036 | Closed |
| 2019-10-29 | 2019-10-30 | ANET | Long | 0.0013 | Closed |
| 2019-10-30 | 2019-10-31 | URI | Long | -0.0174 | Closed |
| 2019-10-30 | 2019-11-01 | ANET | Short | 0.1139 | Closed |
| 2019-10-31 | 2019-11-04 | PM | Long | 0.0246 | Closed |
| 2019-10-31 | 2019-11-04 | PNC | Short | -0.0226 | Closed |
| 2019-11-01 | 2019-11-04 | ANET | Long | 0.0322 | Closed |
| 2019-11-04 | 2019-11-06 | LYV | Long | -0.0066 | Closed |
| 2019-11-04 | 2019-11-08 | ANET | Short | -0.002 | Closed |
| 2019-11-04 | 2019-11-05 | URI | Long | 0.0017 | Closed |
| 2019-11-04 | 2019-11-08 | PM | Short | 0.0 | Closed |
| 2019-11-05 | 2019-11-06 | PNC | Long | 0.0045 | Closed |
| 2019-11-06 | 2019-11-08 | PNC | Short | -0.0032 | Closed |
| 2019-11-07 | 2019-11-08 | LYV | Long | 0.0078 | Closed |
| 2019-11-08 | 2019-11-12 | MCO | Short | 0.0031 | Closed |
| 2019-11-08 | 2019-11-12 | ANET | Long | 0.0096 | Closed |
| 2019-11-08 | 2019-11-11 | URI | Long | 0.0067 | Closed |
| 2019-11-08 | 2019-11-11 | LYV | Short | -0.0207 | Closed |
| 2019-11-11 | 2019-11-12 | LYV | Long | 0.0042 | Closed |
| 2019-11-11 | 2019-11-12 | PM | Short | -0.0086 | Closed |
| 2019-11-12 | 2019-11-15 | PNC | Short | 0.0024 | Closed |
| 2019-11-12 | 2019-11-13 | ANET | Short | 0.0171 | Closed |
| 2019-11-12 | 2019-11-13 | PM | Long | 0.0032 | Closed |
| 2019-11-12 | 2019-11-13 | LYV | Short | 0.002 | Closed |
| 2019-11-13 | 2019-11-18 | LYV | Long | 0.0332 | Closed |
| 2019-11-13 | 2019-11-14 | ANET | Long | -0.0005 | Closed |
| 2019-11-13 | 2019-11-21 | MCO | Short | -0.027 | Closed |
| 2019-11-13 | 2019-11-14 | PM | Short | 0.0129 | Closed |
| 2019-11-14 | 2019-11-15 | PM | Long | 0.0137 | Closed |
| 2019-11-14 | 2019-11-15 | ANET | Short | -0.0108 | Closed |
| 2019-11-15 | 2019-11-20 | ANET | Long | 0.0015 | Closed |
| 2019-11-15 | 2019-11-18 | PM | Short | 0.0 | Closed |
| 2019-11-18 | 2019-11-19 | LYV | Short | -0.02 | Closed |
| 2019-11-18 | 2019-11-19 | PM | Long | -0.0157 | Closed |
| 2019-11-18 | 2019-11-19 | PNC | Short | -0.0001 | Closed |
| 2019-11-19 | 2019-11-20 | PM | Short | -0.0002 | Closed |
| 2019-11-19 | 2019-11-20 | LYV | Long | -0.0075 | Closed |
| 2019-11-20 | 2019-11-21 | ANET | Short | 0.0105 | Closed |
| 2019-11-20 | 2019-11-21 | LYV | Short | 0.0229 | Closed |
| 2019-11-20 | 2019-11-22 | PM | Long | -0.0054 | Closed |
| 2019-11-20 | 2019-11-29 | PNC | Short | -0.0065 | Closed |
| 2019-11-21 | 2019-11-22 | ANET | Long | 0.013 | Closed |
| 2019-11-22 | 2019-11-29 | MCO | Short | -0.0167 | Closed |
| 2019-11-22 | 2019-11-25 | URI | Long | 0.0162 | Closed |
| 2019-11-22 | 2019-11-25 | ANET | Short | -0.0176 | Closed |
| 2019-11-25 | 2019-11-27 | PM | Short | 0.0002 | Closed |
| 2019-11-25 | 2019-11-27 | ANET | Long | -0.0091 | Closed |
| 2019-11-26 | 2019-11-27 | LYV | Short | -0.0118 | Closed |
| 2019-11-26 | 2019-12-02 | URI | Long | -0.024 | Closed |
| 2019-11-27 | 2019-12-13 | ANET | Short | 0.0055 | Closed |
| 2019-11-27 | 2019-11-29 | LYV | Long | -0.0094 | Closed |
| 2019-11-29 | 2019-12-02 | LYV | Short | 0.0115 | Closed |
| 2019-12-02 | 2019-12-10 | PM | Long | 0.0093 | Closed |
| 2019-12-02 | 2019-12-10 | PNC | Short | -0.0238 | Closed |
| 2019-12-03 | 2019-12-04 | URI | Long | 0.0078 | Closed |
| 2019-12-03 | 2019-12-05 | MCO | Short | -0.0203 | Closed |
| 2019-12-04 | 2019-12-10 | LYV | Long | -0.0032 | Closed |
| 2019-12-06 | 2019-12-12 | URI | Long | 0.0293 | Closed |
| 2019-12-09 | 2019-12-10 | MCO | Short | -0.0022 | Closed |
| 2019-12-10 | 2019-12-11 | LYV | Short | 0.0023 | Closed |
| 2019-12-11 | 2019-12-12 | LYV | Long | -0.0001 | Closed |
| 2019-12-11 | 2019-12-16 | PM | Short | -0.0167 | Closed |
| 2019-12-12 | 2019-12-16 | LYV | Short | 0.0808 | Closed |
| 2019-12-12 | 2019-12-13 | PNC | Short | 0.0023 | Closed |
| 2019-12-13 | 2019-12-16 | MCO | Short | -0.0043 | Closed |
| 2019-12-13 | 2019-12-16 | URI | Long | 0.0149 | Closed |
| 2019-12-16 | 2019-12-23 | PNC | Short | -0.0033 | Closed |
| 2019-12-16 | 2019-12-19 | PM | Long | 0.0089 | Closed |
| 2019-12-16 | 2019-12-18 | ANET | Short | -0.0021 | Closed |
| 2019-12-17 | 2019-12-26 | MCO | Short | -0.0157 | Closed |
| 2019-12-17 | 2019-12-18 | URI | Long | 0.0103 | Closed |
| 2019-12-17 | 2019-12-20 | LYV | Short | -0.0596 | Closed |
| 2019-12-18 | 2019-12-19 | ANET | Long | 0.0186 | Closed |
| 2019-12-19 | 2019-12-23 | ANET | Short | 0.0021 | Closed |
| 2019-12-19 | 2019-12-26 | PM | Short | -0.006 | Closed |
| 2019-12-23 | 2019-12-30 | LYV | Short | -0.0023 | Closed |
| 2019-12-23 | 2019-12-24 | URI | Long | -0.0028 | Closed |
| 2019-12-23 | 2019-12-26 | ANET | Long | 0.0042 | Closed |
| 2019-12-26 | 2020-01-06 | PNC | Short | 0.0047 | Closed |
| 2019-12-26 | 2019-12-31 | ANET | Short | 0.0048 | Closed |
| 2019-12-27 | 2020-01-02 | PM | Long | -0.0063 | Closed |
| 2019-12-27 | 2020-01-09 | MCO | Short | -0.0399 | Closed |
| 2019-12-31 | 2020-01-02 | LYV | Long | 0.0059 | Closed |
| 2019-12-31 | 2020-01-02 | ANET | Long | 0.0065 | Closed |
| 2020-01-02 | 2020-01-07 | LYV | Short | 0.0075 | Closed |
| 2020-01-02 | 2020-01-07 | ANET | Short | 0.0033 | Closed |
| 2020-01-03 | 2020-01-06 | PM | Long | 0.0116 | Closed |
| 2020-01-06 | 2020-01-08 | PM | Short | -0.0217 | Closed |
| 2020-01-07 | 2020-01-08 | PNC | Short | -0.0104 | Closed |
| 2020-01-08 | 2020-01-09 | ANET | Long | -0.0009 | Closed |
| 2020-01-08 | 2020-01-09 | PM | Long | 0.0027 | Closed |
| 2020-01-09 | 2020-01-13 | LYV | Short | 0.0047 | Closed |
| 2020-01-09 | 2020-01-10 | ANET | Short | -0.0032 | Closed |
| 2020-01-09 | 2020-01-10 | PM | Short | 0.0093 | Closed |
| 2020-01-10 | 2020-01-15 | PNC | Short | 0.0197 | Closed |
| 2020-01-10 | 2020-01-13 | URI | Long | -0.0127 | Closed |
| 2020-01-10 | 2020-01-14 | PM | Long | 0.0032 | Closed |
| 2020-01-13 | 2020-02-19 | ANET | Short | -0.004 | Closed |
| 2020-01-13 | 2020-01-16 | MCO | Short | -0.0181 | Closed |
| 2020-01-14 | 2020-01-24 | LYV | Short | -0.0028 | Closed |
| 2020-01-14 | 2020-01-16 | PM | Short | -0.0069 | Closed |
| 2020-01-16 | 2020-01-17 | PNC | Short | -0.0048 | Closed |
| 2020-01-16 | 2020-01-22 | PM | Long | 0.0034 | Closed |
| 2020-01-22 | 2020-01-29 | URI | Long | 0.0063 | Closed |
| 2020-01-22 | 2020-01-23 | MCO | Short | 0.0015 | Closed |
| 2020-01-24 | 2020-01-27 | LYV | Long | -0.0156 | Closed |
| 2020-01-24 | 2020-01-27 | PNC | Short | 0.0123 | Closed |
| 2020-01-27 | 2020-01-28 | LYV | Short | -0.0157 | Closed |
| 2020-01-27 | 2020-01-28 | MCO | Short | -0.0199 | Closed |
| 2020-01-28 | 2020-01-29 | PNC | Short | 0.0073 | Closed |
| 2020-01-28 | 2020-01-30 | PM | Long | -0.0041 | Closed |
| 2020-01-29 | 2020-01-30 | PNC | Long | 0.0159 | Closed |
| 2020-01-29 | 2020-02-11 | LYV | Short | -0.0109 | Closed |
| 2020-01-29 | 2020-01-30 | URI | Short | 0.0701 | Closed |
| 2020-01-30 | 2020-02-04 | URI | Long | 0.0353 | Closed |
| 2020-01-31 | 2020-02-03 | MCO | Short | -0.0164 | Closed |
| 2020-02-03 | 2020-02-04 | PM | Short | -0.0072 | Closed |
| 2020-02-04 | 2020-02-05 | PNC | Long | 0.0208 | Closed |
| 2020-02-04 | 2020-02-05 | PM | Long | 0.0041 | Closed |
| 2020-02-04 | 2020-02-05 | MCO | Short | 0.0094 | Closed |
| 2020-02-05 | 2020-02-06 | PM | Short | -0.0267 | Closed |
| 2020-02-05 | 2020-02-06 | URI | Long | -0.0115 | Closed |
| 2020-02-06 | 2020-02-07 | PM | Long | 0.0147 | Closed |
| 2020-02-06 | 2020-02-10 | PNC | Short | -0.005 | Closed |
| 2020-02-07 | 2020-02-19 | URI | Long | 0.0191 | Closed |
| 2020-02-10 | 2020-02-11 | PNC | Long | 0.006 | Closed |
| 2020-02-10 | 2020-02-11 | PM | Short | -0.0078 | Closed |
| 2020-02-10 | 2020-02-11 | MCO | Short | -0.0095 | Closed |
| 2020-02-11 | 2020-02-14 | PM | Long | -0.0001 | Closed |
| 2020-02-11 | 2020-02-12 | LYV | Long | 0.0135 | Closed |
| 2020-02-12 | 2020-02-14 | LYV | Short | -0.0054 | Closed |
| 2020-02-14 | 2020-02-24 | PM | Short | 0.0291 | Closed |
| 2020-02-18 | 2020-02-24 | LYV | Short | 0.0217 | Closed |
| 2020-02-19 | 2020-02-20 | PNC | Short | -0.0074 | Closed |
| 2020-02-19 | 2020-02-20 | ANET | Long | 0.0145 | Closed |
| 2020-02-19 | 2020-02-20 | URI | Short | -0.0141 | Closed |
| 2020-02-20 | 2020-03-02 | ANET | Short | 0.0959 | Closed |
| 2020-02-24 | 2020-02-25 | URI | Long | -0.0515 | Closed |
| 2020-02-24 | 2020-02-25 | PNC | Short | 0.0502 | Closed |
| 2020-02-24 | 2020-02-28 | LYV | Long | -0.0431 | Closed |
| 2020-02-25 | 2020-02-26 | PM | Long | 0.0147 | Closed |
| 2020-02-25 | 2020-02-26 | PNC | Long | -0.0186 | Closed |
| 2020-02-26 | 2020-02-27 | URI | Long | -0.0158 | Closed |
| 2020-02-26 | 2020-02-27 | PNC | Short | 0.0583 | Closed |
| 2020-02-27 | 2020-03-02 | PNC | Long | 0.0155 | Closed |
| 2020-02-27 | 2020-02-28 | PM | Long | -0.0144 | Closed |
| 2020-02-28 | 2020-03-02 | PM | Short | -0.0379 | Closed |
| 2020-02-28 | 2020-03-04 | MCO | Short | -0.1231 | Closed |
| 2020-03-02 | 2020-03-05 | URI | Long | -0.0796 | Closed |
| 2020-03-02 | 2020-03-04 | ANET | Long | 0.0005 | Closed |
| 2020-03-02 | 2020-03-10 | LYV | Long | -0.0447 | Open |
| 2020-03-03 | 2020-03-10 | PNC | Short | 0.0424 | Closed |
| 2020-03-04 | 2020-03-09 | PM | Short | 0.0483 | Closed |
| 2020-03-04 | 2020-03-10 | ANET | Short | -0.0122 | Open |
| 2020-03-05 | 2020-03-09 | MCO | Short | 0.1653 | Closed |
| 2020-03-06 | 2020-03-10 | URI | Long | -0.0713 | Closed |
| 2020-03-10 | 2020-03-10 | PM | Long | 0.0 | Open |
| 2020-03-10 | 2020-03-10 | PNC | Long | 0.0 | Open |