Trade Simulator – March, 2015 (Algorithmic Hedge Fund Simulation)

OVERVIEW OF AN ALGORITHMIC HEDGE FUND – Trade Simulator 

I Know First systematic hedge funds specialize in algorithmic trading according to the best market opportunities available on a daily basis and are currently in advanced pilot stages. The market scanning is done on a nightly basis for over 6 markets and 7,000 financial assets, through which we determine the best opportunities before the market opens the next morning. Good investments are often replaced by even better ones in order to ensure the portfolio performs at a constant optimum. The funds can trade according to any parameters and filters; moreover, they are generally market neutral.

SWING TRADING FUND – PERFORMANCE HIGHLIGHTS

  • The swing trading nature of the fund involves a higher annual volatility of 11.1%, which is more than compensated by the expected annual return of 69.3%.
  • I Know First’s performance to risk ratio (Alpha) is 6.08, and represents one of the highest figures in the algorithmic trading industry.
  • While most algorithmic trading focuses on seconds to milliseconds (high frequency trading), I Know First scans the markets for longer horizons and is able to invest from the 1 day – 1 year investment horizons profitably.
  • In December 2014 and January 2015, when the S&P500 dropped by -0.42% and -3.10%,  I Know First had a monthly return of 7.18% and 7.71% respectively.  In March 2015 as the S&P500 dropped -1.74%, the I Know First fund had its highest return to date of 8.76%.

ABOUT I KNOW FIRST

I Know First is a financial technology company that provides daily investment forecast based on an advanced self-learning algorithm. The Algorithm has been developed by Dr. Lipa Roitman, a scientist with over 35 years of experience in the field, who is now leading our R&D team to further develop and consistently enhance the algorithm. Dr. Lipa Roitman is an R&D Chemist with a long record in computer modeling of processes, product development and process development. The concept of the current algorithm has crystallized following years of prior research into the nature of chaotic systems.

The underlying technology of the algorithm is based on artificial intelligence, machine learning, and incorporating elements of artificial neural network and genetic algorithms through which we are able to analyze, model and predict the stock market. The algorithm is adaptable, scalable and features a Decision Support System (DSS).

The algorithm generates daily market predictions for stocks, commodities, ETF’s, interest rates, currencies and world indices for the short, medium and long term horizons.

The model is 100% empirical, meaning it is based on historical data and not on any human derived assumptions. The human factor is only involved in building the mathematical framework and initially presenting to the system the “starting set” of inputs and outputs.

The below data uses the exact same information our subscribers receive every morning via the three forecast services: Top 40 Stock Picks + S&P500, Interest Rates, and Currencies.

NET MONTHLY RETURNS (%)

chart1

RISK / RETURN PROFILE

midchart

DAILY PERFORMANCE ANALYSIS

chart3

The fund allocates 60% of the equity to stocks, 30% to interest rates and 10% to currencies with a leverage of 10. Within each class the 4 assets with the strongest signal are purchased. The first 50% of the allocation within each class is divided evenly (12.5% to each), the other 50% is divided according to the weight of the signal. Below you can view every single trade executed.

You can find more about the strategy used here

Stock Signal Alloc. Change Trades P&L
7/2/2014 % % 10000.00 $
CBI 117.35 0.37 0.01 3723.12 20.65
AA -58.67 0.25 0.00 2486.55 -8.45
LYG 31.89 0.19 0.00 1922.05 3.70
F -29.34 0.19 0.00 1868.28 -1.11
7/3/2014 10014.79
FMCC 141.78 0.29 0.01 2877.82 22.19
FNMA 133.00 0.28 0.00 2777.09 6.94
CBI 107.91 0.25 0.00 2489.31 -6.87
AA -53.95 0.19 0.01 1870.57 -16.46
7/4/2014 10020.60
FMCC 141.78 0.30 0.00 2968.22 0.00
FNMA 133.00 0.29 0.00 2861.94 0.00
CBI 107.91 0.26 0.00 2558.29 0.00
LYG 31.37 0.16 0.00 1632.15 0.00
7/6/2014 10020.60
FMCC 123.47 0.30 0.01 2985.11 15.23
FNMA 119.02 0.29 0.00 2922.67 14.58
CBI 88.99 0.25 -0.01 2501.25 -15.66
TK -25.58 0.16 -0.01 1611.57 18.27
7/8/2014 10053.02
AIG -135.71 0.27 -0.02 2716.70 41.04
FMCC 123.47 0.26 0.00 2585.07 -6.56
FNMA 119.02 0.25 0.00 2537.19 -6.30
YZC -88.99 0.22 -0.01 2214.06 32.17
7/11/2014 10113.38
AIG -159.76 0.29 0.00 2920.24 -2.16
FMCC 117.07 0.25 0.00 2477.78 6.30
FNMA 117.07 0.25 0.00 2477.78 -6.16
YZC -93.90 0.22 0.01 2237.58 -32.99
7/13/2014 10078.37
AIG -166.03 0.30 0.01 3006.18 -29.42
FMCC 130.55 0.26 0.01 2632.91 33.41
YZC -105.20 0.23 -0.01 2366.28 12.50
RBS -77.31 0.21 0.04 2073.00 -88.71
7/16/2014 10006.15
YZC -100.12 0.31 0.00 3087.34 4.10
CBI 66.74 0.25 0.01 2475.15 17.82
FCX -54.09 0.22 0.01 2242.94 -31.79
ATI -51.78 0.22 0.01 2200.73 -21.70
7/17/2014 9974.58
YZC -96.63 0.35 -0.02 3457.68 68.97
CBI 60.67 0.26 -0.01 2635.04 -30.75
LYG 33.71 0.20 -0.03 2018.06 -59.12
WBMD -26.97 0.19 -0.03 1863.80 58.72
7/18/2014 10012.40
YZC -87.89 0.29 0.01 2898.04 -19.66
CBI 67.70 0.25 0.02 2519.79 56.15
FCX -55.82 0.23 0.00 2297.28 9.16
MEG -55.82 0.23 0.01 2297.28 -27.04
7/20/2014 10031.01
YZC -89.47 0.30 -0.01 3007.09 28.37
USG 63.42 0.25 -0.01 2496.65 -24.89
FCX -52.10 0.23 0.01 2274.73 -18.83
CBI 50.96 0.22 -0.01 2252.55 -28.29
7/22/2014 9987.38
YZC -77.91 0.30 0.03 2984.32 -97.45
MT -58.70 0.26 0.00 2556.30 -11.94
ATI -44.82 0.23 -0.04 2247.16 78.87
MEG -42.69 0.22 -0.01 2199.59 19.89
7/23/2014 9976.75
USG 62.57 0.28 0.02 2794.29 53.38
CBI 50.70 0.25 0.00 2500.86 11.55
ATI -45.31 0.24 -0.04 2367.47 105.87
MEG -43.15 0.23 -0.02 2314.13 54.90
7/24/2014 10202.44
MT -61.56 0.28 0.01 2881.77 -30.88
USG 46.44 0.24 -0.04 2487.19 -104.46
FCX -46.44 0.24 -0.03 2487.19 65.42
CBI 41.04 0.23 -0.01 2346.29 -14.50
7/25/2014 10118.02
CBI 42.33 0.28 -0.09 2878.40 -265.91
FCX -36.61 0.26 0.01 2660.33 -32.66
LYG 27.46 0.23 0.02 2311.45 36.69
NAV -26.32 0.22 -0.01 2267.84 25.88
7/27/2014 9882.02
AIG -133.79 0.34 0.00 3325.00 12.98
AA -90.70 0.27 0.03 2652.03 -72.46
USG 54.42 0.21 -0.03 2085.32 -59.16
FCX -37.42 0.18 0.00 1819.67 -3.43
7/29/2014 9759.95
AIG -140.74 0.44 -0.04 4267.12 155.30
FCX -38.10 0.21 -0.02 2044.77 45.11
HAL -24.34 0.18 -0.05 1746.95 87.77
F -22.22 0.17 -0.03 1701.11 47.53
8/1/2014 10095.66
AIG -64.42 0.36 0.00 3653.04 -4.95
FCX -25.56 0.22 -0.01 2210.79 26.15
VALE -25.56 0.22 -0.02 2210.79 53.05
BK -20.45 0.20 -0.01 2021.04 16.20
8/3/2014 10186.10
MT -45.05 0.28 0.01 2843.04 -37.75
CEO -43.04 0.27 0.03 2773.27 -70.42
GS -30.03 0.23 0.01 2319.78 -19.67
VIP -28.03 0.22 0.00 2250.01 -11.10
8/5/2014 10047.17
CNX 44.42 0.28 -0.01 2787.90 -16.28
VIP -35.12 0.25 -0.01 2467.26 36.33
MT -33.06 0.24 -0.03 2396.01 62.79
CTRP -33.06 0.24 -0.05 2396.01 108.23
8/6/2014 10238.24
TU 51.35 0.33 0.00 3404.57 -14.07
XRX -40.34 0.29 -0.01 2949.24 20.59
VALE -22.01 0.21 0.01 2190.40 -17.56
Base1 10.01 0.17 0.00 1694.02 0.00
8/7/2014 10227.19
AA -237.45 0.29 -0.03 2968.41 79.74
SID -187.27 0.26 -0.03 2611.25 66.25
BCMXY -153.00 0.23 -0.01 2367.33 29.33
SNE -140.76 0.22 -0.02 2280.21 52.67
8/8/2014 10455.18
Base1 10.01 0.31 0.00 3243.21 0.00
Base2 10.01 0.31 0.00 3243.21 0.00
CAT 6.23 0.24 0.01 2512.79 33.05
XRX -0.77 0.14 0.02 1455.96 -29.71
8/10/2014 10458.52
Base1 10.01 0.32 0.00 3330.82 0.00
Base2 10.01 0.32 0.00 3330.82 0.00
CAT 4.98 0.22 0.01 2314.13 27.31
MT -0.87 0.14 -0.01 1482.75 9.57
8/12/2014 10495.40
WFT 25.05 0.35 -0.02 3666.99 -56.62
VLKAY 10.51 0.22 -0.01 2300.45 -24.40
XOM 10.24 0.22 0.00 2274.94 -5.61
Base1 10.01 0.21 0.00 2253.02 0.00
8/13/2014 10408.76
AA 21.98 0.34 0.00 3532.20 10.95
Base1 10.01 0.22 0.00 2317.11 0.00
Base2 10.01 0.22 0.00 2317.11 0.00
XOM 9.27 0.22 0.01 2242.35 13.63
8/14/2014 10433.35
WFT 27.80 0.28 -0.04 2970.63 -113.22
AA 21.97 0.25 0.00 2621.10 -1.62
VLKAY 19.45 0.24 0.00 2469.85 -7.97
SNE 17.81 0.23 0.01 2371.76 17.19
8/15/2014 10327.73
AA 20.25 0.30 -0.01 3131.92 -23.24
SNE 16.53 0.27 0.02 2793.65 52.56
Base1 10.01 0.21 0.00 2201.08 0.00
Base2 10.01 0.21 0.00 2201.08 0.00
8/17/2014 10357.05
RAD 34.99 0.31 0.00 3160.21 -14.98
VOXX -25.85 0.26 0.03 2672.80 -76.37
SPIL 18.36 0.22 0.00 2273.34 9.55
CLF -17.93 0.22 0.00 2250.70 -9.53
8/19/2014 10265.73
WFT 28.91 0.29 0.01 2978.84 24.26
SNE 20.77 0.24 0.02 2501.41 45.92
AA 19.34 0.24 0.01 2417.58 16.36
VLKAY 18.49 0.23 0.01 2367.90 32.33
8/20/2014 10384.60
WFT 25.79 0.28 0.02 2881.77 49.15
SNE 22.74 0.26 0.00 2694.66 12.86
AA 20.71 0.25 0.00 2569.57 10.99
VLKAY 15.32 0.22 0.00 2238.61 -10.73
8/21/2014 10446.87
SNE 23.58 0.28 -0.01 2916.88 -18.47
AA 20.78 0.26 -0.01 2725.94 -24.87
WFT 17.14 0.24 -0.01 2477.38 -20.77
VLKAY 14.94 0.22 0.01 2326.66 28.82
8/22/2014 10411.57
WFT 14.12 0.27 0.00 2829.21 -10.07
SNE 13.69 0.27 0.00 2782.40 4.43
AA 10.30 0.23 0.01 2415.82 14.83
Base1 10.01 0.23 0.00 2384.16 0.00
8/24/2014 10420.76
WFT 16.48 0.29 0.02 3042.01 50.27
SNE 12.87 0.26 0.01 2660.78 15.52
Base1 10.01 0.23 0.00 2358.99 0.00
Base2 10.01 0.23 0.00 2358.99 0.00
8/26/2014 10486.55
WFT 18.15 0.28 0.01 2968.83 22.17
AA 16.71 0.27 0.01 2838.03 19.01
MS 11.90 0.23 0.01 2398.62 14.11
YHOO -10.62 0.22 0.00 2281.07 -4.84
8/27/2014 10537.01
AA 18.07 0.27 0.01 2893.19 21.00
WFT 15.70 0.25 0.03 2686.02 83.17
XOM 13.88 0.24 0.00 2527.87 -2.83
MS 12.76 0.23 -0.01 2429.93 -19.18
8/28/2014 10619.17
PNRA -31.11 0.29 0.00 3047.79 7.11
ISRG -26.56 0.26 -0.01 2796.04 32.88
XPO -22.41 0.24 0.01 2566.49 -14.24
UA -15.94 0.21 -0.01 2208.85 11.98
8/29/2014 10656.90
AIG -84.80 0.37 0.01 3934.55 -23.46
MTG -36.63 0.23 0.01 2456.22 -32.47
PNRA -30.47 0.21 0.00 2267.04 -5.46
ISRG -21.73 0.19 0.01 1999.10 -19.06
8/31/2014 10576.45
XOM 14.29 0.26 0.00 2801.89 0.00
CRM -13.76 0.26 0.00 2747.72 0.00
PTR -12.75 0.25 0.00 2642.62 0.00
JPM -10.26 0.23 0.00 2384.22 0.00
9/2/2014 10576.45
CRM -11.73 0.26 0.01 2777.81 -35.73
PTR -10.87 0.25 0.02 2670.49 -48.35
Base1 10.01 0.24 0.00 2564.08 0.00
Base2 10.01 0.24 0.00 2564.08 0.00
9/3/2014 10492.37
AIG -90.04 0.58 0.00 6040.66 23.98
Base1 10.01 0.21 0.00 2225.86 0.00
Base2 10.01 0.21 0.00 2225.86 0.00
9/4/2014 10516.35
AIG -83.18 0.43 -0.01 4533.41 27.92
ARMH -26.22 0.22 -0.01 2329.07 21.23
CRM -16.09 0.18 0.00 1937.28 -1.64
BP 10.39 0.16 -0.06 1716.60 -101.50
9/5/2014 10462.36
AIG -84.43 0.44 0.00 4606.83 15.96
ARMH -21.24 0.20 -0.01 2137.91 16.09
TTM -15.24 0.18 -0.01 1903.43 24.48
MU 12.96 0.17 0.03 1814.20 46.32
9/7/2014 10565.21
AIG -87.30 0.43 0.01 4570.01 -23.41
TSLA -23.80 0.21 0.02 2206.53 -37.55
ARMH -17.93 0.19 0.00 1988.04 -2.09
TTM -12.89 0.17 0.01 1800.62 -10.60
9/9/2014 10491.56
AIG -78.87 0.42 0.00 4429.98 9.67
TSLA -24.57 0.22 -0.01 2282.91 29.37
ARMH -16.69 0.19 -0.01 1971.26 21.15
TTM -12.54 0.17 -0.01 1807.41 26.06
9/10/2014 10577.82
AIG -80.58 0.38 0.00 4012.75 -19.76
VIV -43.45 0.26 0.00 2772.94 2.77
TSLA -21.17 0.19 0.01 2028.99 -19.09
ARMH -13.20 0.17 -0.01 1763.15 21.37
9/11/2014 10563.12
VIV -44.03 0.40 0.01 4241.60 -21.21
BP 15.56 0.22 -0.01 2352.63 -14.06
Base1 10.01 0.19 0.00 1984.44 0.00
Base2 10.01 0.19 0.00 1984.44 0.00
9/12/2014 10527.85
VIV -44.74 0.40 -0.02 4166.31 82.91
BP 14.71 0.21 -0.01 2253.41 -14.55
COP 12.53 0.20 -0.01 2114.02 -24.74
TTM -10.64 0.19 0.00 1994.11 -3.38
9/14/2014 10568.09
AIG -86.94 0.39 0.00 4109.77 -15.71
VIV -38.70 0.24 0.01 2562.56 -15.61
TSLA -22.41 0.19 -0.09 2039.76 185.13
BP 16.68 0.18 0.00 1856.00 -2.08
9/16/2014 10719.82
VIV -41.89 0.40 0.02 4330.88 -107.07
COP 13.16 0.21 0.02 2279.64 38.69
Base1 10.01 0.19 0.00 2054.65 0.00
Base2 10.01 0.19 0.00 2054.65 0.00
9/17/2014 10651.44
MU 25.78 0.37 0.02 3889.20 65.54
Base1 10.01 0.22 0.00 2324.42 0.00
Base2 10.01 0.22 0.00 2324.42 0.00
COP 7.88 0.20 0.00 2113.39 -2.94
9/18/2014 10714.04
MU 20.54 0.33 0.02 3487.62 54.53
BP 10.65 0.23 0.00 2453.53 10.38
Base1 10.01 0.22 0.00 2386.45 0.00
Base2 10.01 0.22 0.00 2386.45 0.00
9/19/2014 10778.95
YHOO -13.08 0.27 -0.03 2880.70 79.39
MU 12.86 0.26 -0.03 2855.84 -74.74
Base1 10.01 0.23 0.00 2521.20 0.00
Base2 10.01 0.23 0.00 2521.20 0.00
9/21/2014 10783.60
AIG -91.13 0.47 -0.01 5070.37 28.58
MU 20.85 0.20 -0.03 2199.54 -71.63
Base1 10.01 0.16 0.00 1756.85 0.00
Base2 10.01 0.16 0.00 1756.85 0.00
9/23/2014 10740.56
AIG -98.67 0.54 -0.01 5757.83 44.23
Base1 10.01 0.17 0.00 1790.48 0.00
Base2 10.01 0.17 0.00 1790.48 0.00
YHOO -1.32 0.13 0.01 1401.78 -14.51
9/24/2014 10770.28
AIG -91.40 0.58 0.01 6212.56 -54.96
Base1 10.01 0.21 0.00 2278.86 0.00
Base2 10.01 0.21 0.00 2278.86 0.00
9/25/2014 10715.32
AIG -58.27 0.44 -0.01 4672.93 70.00
MU 15.36 0.21 -0.02 2218.18 -35.80
Base1 10.01 0.18 0.00 1912.11 0.00
Base2 10.01 0.18 0.00 1912.11 0.00
9/26/2014 10749.52
Base1 10.01 0.41 0.00 4446.42 0.00
Base2 10.01 0.41 0.00 4446.42 0.00
MU 0.25 0.17 0.07 1856.68 124.76
9/28/2014 10874.28
AIG -48.59 0.40 -0.01 4327.15 27.11
NFLX 17.38 0.22 0.00 2420.60 4.37
APA 13.04 0.20 0.00 2155.85 1.38
Base1 10.01 0.18 0.00 1970.67 0.00
9/30/2014 10907.13
AIG -69.40 0.37 0.00 4003.11 11.13
EOG 37.08 0.25 -0.03 2773.72 -77.63
BAC -22.39 0.20 0.00 2215.07 -5.24
NFLX 14.51 0.18 0.00 1915.23 6.90
10/1/2014 10842.30
AIG -87.15 0.49 -0.02 5288.62 104.24
NFLX 12.95 0.18 -0.03 1939.56 -53.22
Base1 10.01 0.17 0.00 1807.06 0.00
Base2 10.01 0.17 0.00 1807.06 0.00
10/2/2014 10893.32
AIG -82.96 0.47 -0.01 5073.48 33.68
BAC -18.75 0.20 0.00 2200.75 -7.90
Base1 10.01 0.17 0.00 1809.54 0.00
Base2 10.01 0.17 0.00 1809.54 0.00
10/3/2014 10919.10
AIG -68.83 0.42 0.01 4626.42 -65.37
BAC -18.24 0.20 0.02 2228.95 -54.46
TSLA 14.28 0.19 0.02 2041.61 30.78
NFLX 13.87 0.19 0.02 2022.12 42.96
10/5/2014 10873.00
AIG -70.36 0.42 -0.04 4528.96 198.69
IBN 19.92 0.21 0.00 2256.69 6.95
PTR 18.55 0.20 0.00 2194.62 8.78
FCX 11.84 0.17 -0.02 1892.73 -41.98
10/8/2014 11045.44
AIG -50.88 0.39 0.02 4291.37 -83.66
IBN 19.30 0.22 0.03 2484.82 68.67
PTR 16.35 0.21 0.01 2315.88 21.70
Base1 10.01 0.18 0.00 1953.37 0.00
10/9/2014 11052.15
AIG -50.88 0.35 -0.03 3922.75 119.72
CVX 21.05 0.22 -0.03 2433.01 -71.06
STX 19.41 0.21 -0.01 2350.88 -33.96
IBN 19.30 0.21 0.00 2345.51 -11.68
10/10/2014 11055.17
AIG -26.48 0.30 -0.01 3261.32 29.89
STX 20.02 0.25 -0.02 2802.68 -64.41
IBN 17.78 0.24 -0.02 2643.60 -42.34
AMAT 13.61 0.21 -0.05 2347.57 -116.87
10/12/2014 10861.44
AIG -53.72 0.53 0.00 5766.57 17.39
Base1 10.01 0.23 0.00 2547.44 0.00
Base2 10.01 0.23 0.00 2547.44 0.00
10/14/2014 10878.83
Base1 10.01 0.50 0.00 5439.42 0.00
Base2 10.01 0.50 0.00 5439.42 0.00
10/15/2014 10878.83
Base1 10.01 0.50 0.00 5439.42 0.00
Base2 10.01 0.50 0.00 5439.42 0.00
10/16/2014 10878.83
Base1 10.01 0.50 0.00 5439.42 0.00
Base2 10.01 0.50 0.00 5439.42 0.00
10/17/2014 10878.83
RBS -155.00 0.31 0.02 3341.76 -61.60
NBL 95.12 0.24 0.00 2576.16 -3.66
SNDK 89.33 0.23 -0.03 2502.07 -73.84
MU 85.95 0.23 0.02 2458.85 40.84
10/19/2014 10780.57
RBS -159.54 0.32 0.03 3411.68 -104.97
NBL 93.22 0.24 0.02 2553.70 41.35
HAL 87.94 0.23 0.01 2485.31 14.77
MU 75.93 0.22 0.03 2329.88 74.50
10/21/2014 10806.22
SNDK 94.32 0.28 0.05 2992.89 150.75
HAL 79.62 0.25 0.05 2736.88 141.90
VIAB 74.04 0.24 0.04 2639.76 108.90
VLKAY 62.37 0.23 0.01 2436.69 28.87
10/22/2014 11236.64
APA 99.23 0.29 -0.02 3277.36 -72.32
APC 72.87 0.25 -0.02 2779.90 -63.82
SNDK 65.63 0.24 -0.02 2643.34 -60.68
OGZPY -59.95 0.23 -0.03 2536.04 65.22
10/23/2014 11105.05
APA 120.29 0.28 0.03 3094.79 92.54
NFLX 119.73 0.28 0.02 3086.92 69.13
SNDK 84.26 0.23 0.02 2583.58 55.59
TOT 67.07 0.21 0.03 2339.77 74.49
10/24/2014 11396.81
NFLX 95.44 0.28 0.01 3146.29 16.26
APA 87.66 0.26 0.00 3005.94 -10.31
APC 67.95 0.23 -0.01 2650.36 -34.16
SNDK 64.83 0.23 0.00 2594.22 8.86
10/26/2014 11377.46
NFLX 92.09 0.28 -0.01 3198.04 -46.68
APA 87.93 0.27 -0.04 3117.76 -113.55
SNDK 62.44 0.23 0.01 2626.15 14.60
COP 52.55 0.21 -0.02 2435.51 -43.22
10/28/2014 11188.62
NFLX 100.53 0.32 0.02 3592.20 64.57
SNDK 60.11 0.24 0.02 2710.10 49.24
MT -48.94 0.22 0.04 2466.37 -99.91
VIAB 46.81 0.22 0.01 2419.95 34.99
10/29/2014 11237.51
NFLX 83.81 0.26 -0.02 2958.00 -62.19
APA 80.70 0.26 0.02 2900.47 44.12
ITUB 76.05 0.25 -0.02 2814.17 -61.32
BBD 62.60 0.23 -0.03 2564.87 -65.48
10/30/2014 11092.65
ITUB 87.45 0.30 0.10 3284.30 332.97
APA 70.28 0.26 -0.01 2911.54 -21.81
OGZPY -49.97 0.22 0.04 2471.00 -103.76
ELP 47.89 0.22 0.05 2425.82 132.53
10/31/2014 11432.57
APA 88.01 0.30 0.02 3454.75 63.14
SNDK 57.26 0.24 0.04 2747.14 116.33
F 52.44 0.23 0.01 2636.15 26.72
MT -50.63 0.23 0.02 2594.53 -60.53
11/2/2014 11578.24
BBRY -288.43 0.47 -0.02 5473.85 130.33
APA 60.22 0.20 -0.01 2287.99 -23.81
F 35.39 0.17 -0.01 1941.39 -13.92
ITUB 30.64 0.16 -0.01 1875.01 -23.52
11/4/2014 11647.33
APA 60.35 0.27 -0.03 3175.85 -90.99
MT -59.82 0.27 -0.04 3160.77 118.07
CSX -45.53 0.24 -0.02 2753.42 59.69
SYK -38.65 0.22 0.01 2557.29 -23.43
11/5/2014 11710.66
OGZPY -52.44 0.29 -0.02 3364.62 56.33
PIAIF -37.98 0.24 -0.01 2840.28 36.41
NAV -36.77 0.24 0.03 2796.57 -70.41
ITUB 34.36 0.23 -0.02 2709.18 -43.21
11/6/2014 11689.78
MTG -52.92 0.26 0.01 3068.56 -42.04
BAK -50.51 0.26 -0.02 2995.51 69.95
CRM -45.70 0.24 0.02 2849.40 -54.31
OGZPY -43.30 0.24 -0.04 2776.32 103.14
11/7/2014 11766.53
SNE -69.09 0.27 0.00 3194.96 12.97
MYL -61.82 0.26 -0.01 3013.47 21.97
CRM -55.76 0.24 0.01 2862.24 -39.92
COL -49.09 0.23 0.01 2695.87 -26.18
11/9/2014 11735.37
WFT 165.64 0.34 -0.01 3969.73 -20.27
TOO 87.73 0.24 -0.04 2792.48 -117.03
CEO 69.33 0.21 -0.01 2514.39 -17.51
SNE -65.64 0.21 0.04 2458.77 -110.28
11/11/2014 11470.28
WFT 162.04 0.32 0.00 3711.88 4.76
ALU -97.10 0.24 0.01 2798.88 -17.66
BBY -82.60 0.23 0.00 2595.00 -8.42
CNX -66.20 0.21 0.00 2364.52 -2.43
11/12/2014 11446.53
MSG -731.57 0.47 0.00 5407.30 -17.42
MSI -131.07 0.19 0.00 2143.23 -5.11
ALU -100.19 0.17 0.00 1975.40 6.19
NTES 90.11 0.17 0.01 1920.60 22.26
11/13/2014 11452.45
MSG -741.38 0.47 -0.01 5393.50 73.61
MSI -132.82 0.19 0.01 2141.36 -24.46
ALU -98.98 0.17 -0.04 1960.50 80.15
TER 98.34 0.17 -0.02 1957.09 -35.84
11/14/2014 11545.90
MSG -761.31 0.45 0.00 5189.68 14.78
STZ -190.82 0.21 -0.01 2382.27 12.50
XPO -114.10 0.17 -0.02 2004.72 40.53
NBL -106.89 0.17 0.04 1969.22 -77.25
11/16/2014 11536.46
MSG -316.78 0.42 0.00 4809.03 13.74
BBRY -99.05 0.22 -0.02 2494.78 57.91
STZ -79.40 0.20 0.01 2285.98 -33.96
XPO -47.48 0.17 0.00 1946.67 5.36
11/18/2014 11579.51
MSG -739.02 0.40 0.00 4619.64 5.67
SBUX -242.52 0.21 0.00 2488.45 8.34
BBRY -203.69 0.20 -0.02 2321.78 38.20
WBC 163.59 0.19 0.01 2149.64 23.36
11/19/2014 11655.08
MSFT -5664.34 0.58 -0.01 6727.23 72.28
TW -246.66 0.14 0.00 1686.39 6.41
BBRY -178.64 0.14 -0.05 1623.10 85.98
SBS 173.55 0.14 0.02 1618.37 27.43
11/20/2014 11847.19
GS -536.45 0.38 0.00 4461.74 -13.05
RJF -237.38 0.24 -0.01 2799.94 25.66
BBRY -151.40 0.20 -0.01 2322.18 31.90
ROST 140.81 0.19 0.01 2263.32 28.78
11/21/2014 11920.47
PBR 156.13 0.30 0.12 3634.33 422.94
SSL -116.99 0.26 -0.01 3096.78 21.56
BBRY -83.87 0.22 0.02 2641.94 -49.95
TOO 76.99 0.21 0.00 2547.42 -12.65
11/23/2014 12302.38
SID 163.21 0.29 -0.01 3608.28 -44.55
ACH 142.06 0.27 -0.02 3339.88 -51.06
PBR 92.40 0.22 -0.03 2709.98 -85.00
BBRY -87.22 0.21 0.02 2644.24 -43.90
11/25/2014 12077.88
SID 53.02 0.33 0.00 4035.35 16.81
CNX -37.27 0.27 -0.02 3285.19 67.47
POT -20.26 0.20 0.00 2474.68 -7.99
PCRFY -16.23 0.19 0.01 2282.66 -21.88
11/26/2014 12132.29
SID 40.84 0.28 -0.05 3403.98 -155.37
CHK -39.24 0.27 -0.03 3329.77 91.79
CNX -30.36 0.24 0.00 2919.60 4.37
HOG -20.83 0.20 -0.01 2478.94 28.96
11/27/2014 12102.04
AIG -305.90 0.49 0.00 5920.18 0.00
SHLD -61.01 0.20 0.00 2391.81 0.00
CHK -26.84 0.16 0.00 1899.39 0.00
CNX -26.23 0.16 0.00 1890.67 0.00
11/28/2014 12102.04
AIG -305.51 0.47 0.00 5660.74 -19.79
SHLD -59.41 0.19 0.00 2319.36 -0.64
FOSL -45.98 0.18 0.01 2137.04 -30.26
FUJIY -34.78 0.16 -0.02 1984.91 42.83
11/30/2014 12094.18
SHLD -57.18 0.32 -0.02 3926.95 68.53
HNT -41.25 0.27 -0.01 3253.91 46.23
FUJIY -22.75 0.20 0.01 2472.40 -27.64
PCAR -22.00 0.20 0.01 2440.92 -17.06
12/2/2014 12164.25
AIG -263.52 0.45 0.01 5434.07 -68.20
RAX -58.29 0.20 0.01 2386.11 -18.36
SSL -44.39 0.18 0.00 2179.79 2.39
SHLD -43.35 0.18 -0.04 2164.28 93.36
12/3/2014 12173.43
SSL -58.56 0.29 0.01 3475.54 -20.03
INFY -43.00 0.24 0.01 2956.34 -26.52
HNT -41.36 0.24 0.01 2901.69 -43.24
SHLD -39.51 0.23 0.01 2839.86 -25.94
12/4/2014 12057.71
SHLD -41.06 0.29 -0.04 3484.24 152.59
FOSL -40.02 0.28 0.00 3434.05 9.38
HES 27.64 0.24 -0.01 2838.09 -19.35
BN.PA -16.49 0.19 -0.01 2301.33 21.82
12/5/2014 12222.14
HNT -37.80 0.26 0.00 3227.21 -13.88
FOSL -35.13 0.25 0.00 3107.03 0.85
INFY -35.13 0.25 -0.02 3107.03 48.15
HES 27.87 0.23 -0.01 2780.87 -20.93
12/7/2014 12236.33
FOSL -42.55 0.27 -0.01 3351.40 47.45
HES 36.33 0.25 -0.06 3085.30 -179.39
INFY -35.38 0.25 -0.04 3044.35 122.97
CSCO -28.63 0.23 -0.01 2755.29 26.43
12/9/2014 12253.79
RAX -71.84 0.33 0.02 4043.23 -98.91
GT -36.01 0.23 0.01 2790.62 -29.20
HNT -35.48 0.23 0.01 2771.98 -21.96
FOSL -31.93 0.22 0.00 2647.97 9.81
12/10/2014 12113.54
HNT -40.58 0.27 -0.01 3226.29 48.18
GT -39.12 0.26 -0.01 3164.68 21.07
AMAT -32.24 0.24 -0.03 2874.51 75.64
FOSL -31.62 0.24 0.00 2848.06 2.12
12/11/2014 12260.55
AIG -362.33 0.44 0.01 5389.95 -33.49
RAX -84.00 0.20 0.01 2426.79 -31.90
APOL -69.10 0.19 0.00 2268.20 -7.03
GGP -60.40 0.18 0.00 2175.60 -5.61
12/12/2014 12182.52
AIG -359.48 0.45 -0.02 5450.99 111.87
RAX -84.47 0.20 -0.02 2445.83 45.48
APOL -68.65 0.19 0.00 2273.02 11.24
GMCR 44.83 0.17 -0.02 2012.68 -49.07
12/14/2014 12302.04
AIG -307.70 0.42 -0.01 5201.64 54.98
GEL 103.19 0.22 -0.01 2766.46 -13.98
RAX -53.26 0.18 0.01 2171.93 -16.27
GGP -52.43 0.18 0.00 2162.01 2.39
12/16/2014 12329.15
AIG -222.26 0.39 -0.01 4800.03 53.97
GEL 95.63 0.24 0.07 2943.28 202.20
GGP -51.68 0.19 0.00 2298.89 9.32
RAX -50.86 0.19 -0.01 2286.96 20.00
12/17/2014 12614.65
AIG -133.78 0.34 0.02 4346.95 -93.93
GEL 63.42 0.23 0.05 2890.15 152.53
IMO 54.97 0.22 0.04 2715.04 108.52
GGP -52.43 0.21 0.03 2662.52 -83.79
12/18/2014 12697.99
TSLA 99.81 0.35 0.06 4421.39 267.23
HES 48.21 0.23 0.02 2956.20 65.33
GEL 38.22 0.21 0.03 2672.52 70.48
BNS 37.35 0.21 0.00 2647.88 5.33
12/19/2014 13106.37
TSLA 69.88 0.33 0.00 4306.88 20.32
BNS 35.24 0.23 0.00 2984.29 12.53
HES 34.39 0.23 0.06 2951.84 165.02
CBI 32.08 0.22 0.02 2863.36 50.15
12/21/2014 13354.39
TSLA 70.21 0.35 0.02 4610.17 69.59
BNS 34.87 0.23 0.00 3129.76 1.71
CBI 31.67 0.22 0.00 2995.85 6.54
TSM 22.66 0.20 0.01 2618.60 20.05
12/23/2014 13452.27
TSLA 57.59 0.31 -0.01 4126.38 -30.22
CBI 50.82 0.29 0.02 3839.19 65.01
BNS 28.04 0.21 0.01 2872.06 32.87
STRZA 21.98 0.19 -0.01 2614.64 -13.32
12/24/2014 13506.62
TSLA 54.24 0.31 0.03 4128.43 127.98
CBI 48.42 0.29 0.01 3866.94 34.03
HOLX -25.81 0.21 0.01 2849.52 -14.89
BNS 21.64 0.20 0.00 2661.72 5.26
12/28/2014 13659.00
GEF -49.55 0.28 0.01 3793.96 -32.14
HNT -47.15 0.27 0.00 3692.97 -14.42
TSLA 37.10 0.24 -0.01 3269.97 -30.29
HOLX -28.37 0.21 0.00 2902.10 0.00
12/30/2014 13582.15
HNT -46.88 0.29 0.01 3935.63 -24.06
TSLA 36.84 0.25 -0.02 3456.54 -53.29
ALU -32.73 0.24 -0.02 3260.09 53.59
ACH 25.81 0.22 -0.01 2929.90 -40.17
12/31/2014 13518.22
BAK -62.70 0.33 -0.02 4492.39 82.56
RAX -36.30 0.25 0.00 3312.46 -2.80
HOLX -27.73 0.22 -0.02 2929.56 58.77
RDY 24.47 0.21 0.00 2783.82 5.01
1/4/2015 13661.74
BAK -65.17 0.30 -0.06 4165.28 266.42
GEF -44.45 0.25 -0.03 3383.88 116.81
HNT -37.58 0.23 -0.02 3124.85 61.27
RAX -33.95 0.22 0.00 2987.73 10.11
1/6/2015 14116.36
BAK -65.19 0.39 -0.02 5545.70 129.40
ACH 22.59 0.22 0.03 3074.50 98.86
CIG -17.19 0.20 -0.01 2761.49 23.91
POT -16.73 0.19 0.01 2734.66 -19.72
1/7/2015 14348.80
BAK -56.14 0.37 0.00 5324.99 -18.17
NTES 27.22 0.24 0.02 3505.65 52.89
ACH 16.39 0.20 0.05 2824.40 129.78
POT -14.31 0.19 0.01 2693.76 -26.23
1/8/2015 14487.08
BAK -139.27 0.34 0.01 4991.87 -33.96
CIG -104.41 0.29 0.00 4195.54 17.93
TSGTY 37.37 0.18 0.02 2664.41 66.55
AMD -36.09 0.18 0.01 2635.26 -30.64
1/9/2015 14506.95
BAK -134.67 0.32 0.00 4643.03 3.92
CIG -102.24 0.27 -0.03 3961.66 136.02
AMD -59.75 0.21 0.01 3068.72 -23.52
TOT 48.55 0.20 -0.02 2833.54 -56.76
1/11/2015 14566.62
ORAN 37.23 0.29 0.03 4293.81 109.70
MDVN 24.67 0.24 0.01 3459.09 30.08
TOT 24.50 0.24 0.00 3448.28 -13.67
TK 23.26 0.23 -0.03 3365.44 -108.18
1/13/2015 14584.55
CIG -46.79 0.33 0.03 4846.74 -122.00
CHK -27.22 0.25 0.01 3581.80 -50.88
GLE.PA 24.50 0.23 0.01 3406.24 42.88
F 14.34 0.19 0.00 2749.76 -1.82
1/14/2015 14452.72
CIG -61.09 0.34 0.00 4982.83 -22.24
CHK -38.76 0.26 0.05 3822.03 -194.85
STRZA 22.06 0.20 0.00 2953.57 -3.15
NBL 17.07 0.19 0.01 2694.29 19.71
1/15/2015 14252.18
AMD -92.38 0.30 -0.04 4266.49 178.45
BAK -85.52 0.29 -0.02 4081.83 88.05
CIG -62.89 0.24 0.01 3473.24 -23.15
MWE 24.13 0.17 -0.03 2430.63 -78.01
1/16/2015 14417.52
BAK -59.78 0.35 0.03 5003.06 -127.94
AMD -33.22 0.25 -0.05 3580.69 184.72
TOT 22.38 0.21 0.04 3000.37 120.01
APA 19.26 0.20 0.04 2833.40 106.21
1/18/2015 14700.51
BAK -72.98 0.36 0.00 5286.67 0.00
SU 31.56 0.23 0.00 3329.28 0.00
CVX 27.20 0.21 0.00 3123.11 0.00
MWE 23.78 0.20 0.00 2961.45 0.00
1/20/2015 14700.51
CVX 41.89 0.28 0.01 4147.64 52.99
MWE 37.24 0.26 0.03 3891.25 133.28
SU 29.02 0.23 -0.04 3437.80 -142.81
TOT 25.14 0.22 -0.01 3223.82 -40.47
1/21/2015 14703.50
CIG -817.56 0.57 0.01 8323.27 -91.46
F 47.38 0.15 0.00 2213.78 -5.96
CVX 31.55 0.14 0.02 2088.24 33.28
TOT 30.29 0.14 0.03 2078.20 56.62
1/22/2015 14695.97
CIG -426.61 0.39 0.02 5673.34 -98.67
TSLA 146.46 0.21 0.03 3154.03 81.03
DISCA 136.15 0.21 0.02 3061.37 62.35
CTXS 107.89 0.19 0.02 2807.23 58.22
1/23/2015 14798.90
CIG -572.40 0.45 -0.04 6604.47 268.13
TSLA 135.45 0.20 0.00 2974.99 -4.87
ITUB 96.15 0.18 -0.03 2648.51 -70.39
ATI 86.81 0.17 -0.04 2570.92 -107.05
1/25/2015 14884.73
CIG -325.07 0.43 -0.03 6437.65 172.05
TSLA 119.26 0.24 0.03 3539.85 92.50
TOT 48.65 0.17 0.03 2545.59 74.63
CCOZY 35.58 0.16 -0.02 2361.63 -42.55
1/27/2015 15181.36
RHT 73.84 0.28 -0.02 4244.29 -76.21
EW 62.29 0.26 -0.01 3877.33 -22.64
VIV -52.92 0.24 0.00 3579.57 7.67
F 49.79 0.23 -0.02 3480.17 -53.61
1/28/2015 15036.56
TSLA 66.07 0.31 -0.03 4590.24 -147.30
TSU -50.34 0.26 -0.02 3945.16 68.25
VIV -35.35 0.22 0.00 3330.13 8.94
LYG 31.48 0.21 -0.02 3171.04 -77.34
1/29/2015 14889.11
WWAV -450.30 0.48 0.01 7192.24 -62.47
NBL -66.60 0.18 0.03 2649.65 -83.14
FSLR -63.54 0.18 -0.01 2613.38 20.81
ING -48.37 0.16 0.04 2433.83 -89.26
1/30/2015 14675.05
LG.PA -103.74 0.30 0.00 4340.46 9.31
ATI 93.71 0.28 0.02 4098.23 70.53
TSLA 55.92 0.22 -0.01 3185.17 -24.84
FSLR -50.37 0.21 0.00 3051.18 2.88
2/1/2015 14732.94
WWAV -467.06 0.39 0.03 5779.93 -173.56
CIG -235.61 0.26 0.03 3828.27 -118.84
LG.PA -103.05 0.18 0.01 2710.51 -31.81
ATI 67.91 0.16 0.02 2414.22 42.55
2/3/2015 14451.28
SID -179.05 0.39 0.05 5594.47 -257.64
GGB 61.79 0.22 0.03 3113.65 80.07
ETN -54.39 0.20 0.07 2957.07 -198.47
VIP 46.31 0.19 0.13 2786.08 371.93
2/4/2015 14447.16
CIG -78.39 0.26 -0.03 3782.30 99.75
MSFT 75.08 0.26 0.01 3699.01 20.59
GGB 72.11 0.25 -0.03 3624.17 -121.14
VIP 60.91 0.23 -0.06 3341.68 -214.67
2/5/2015 14231.70
CCOZY 81.93 0.26 0.00 3636.25 -8.48
MSFT 78.81 0.25 0.01 3565.55 52.36
CIG -78.79 0.25 -0.01 3565.15 32.19
NBL -74.36 0.24 0.02 3464.75 -56.64
2/6/2015 14251.12
CCOZY 82.05 0.26 -0.03 3694.58 -94.95
NBL -80.65 0.26 -0.02 3661.94 58.15
CIG -74.82 0.25 -0.05 3526.09 168.67
MSFT 68.07 0.24 0.00 3368.52 -3.20
2/8/2015 14379.80
SID -226.50 0.39 0.10 5554.86 -580.90
NBL -71.89 0.21 -0.02 2990.03 46.37
MSFT 69.59 0.21 0.00 2951.83 -3.50
VIP 65.44 0.20 0.00 2883.08 -12.84
2/10/2015 13828.92
GGB 107.19 0.28 -0.07 3849.81 -270.53
HEI.DE -88.91 0.25 0.00 3488.15 -4.23
LG.PA -88.91 0.25 0.01 3488.15 -49.49
MSFT 64.39 0.22 0.01 3002.80 17.13
2/11/2015 13521.80
Base1 10.01 0.29 0.00 3872.03 0.00
Base2 10.01 0.29 0.00 3872.03 0.00
HEI.DE -6.72 0.23 0.01 3154.96 -46.37
MSFT 4.28 0.19 -0.01 2622.79 -13.64
2/12/2015 13461.79
WFT -89.52 0.28 0.00 3784.63 -3.26
IBN 87.09 0.28 0.03 3727.49 105.37
CHU -68.93 0.25 0.04 3301.22 -134.49
VIP 41.13 0.20 0.05 2648.45 131.56
2/13/2015 13560.97
ZNH 154.61 0.30 -0.02 4125.64 -98.02
YHOO 103.12 0.24 0.01 3316.11 36.99
WFT -94.80 0.23 0.05 3185.44 -150.77
HNP 78.80 0.22 -0.02 2933.80 -52.21
2/15/2015 13296.96
WFT 87.42 0.27 0.00 3625.56 0.00
ZION 73.28 0.25 0.00 3307.82 0.00
APA 68.20 0.24 0.00 3193.93 0.00
NBL 67.12 0.24 0.00 3169.65 0.00
2/17/2015 13296.96
YHOO 84.50 0.28 -0.02 3688.43 -73.90
GSH 77.52 0.26 -0.02 3520.88 -53.62
IBN 61.52 0.24 -0.01 3137.25 -21.45
FSLR -53.73 0.22 0.02 2950.40 -47.12
2/18/2015 13100.86
ZNH 161.08 0.37 0.01 4784.57 31.70
IBN 62.40 0.22 -0.01 2856.78 -14.75
AMZN -58.57 0.21 -0.01 2781.92 15.26
HNP 53.23 0.20 -0.01 2677.59 -29.77
2/19/2015 13103.30
ZNH 145.10 0.32 0.00 4243.84 12.22
SID 102.92 0.27 0.01 3486.18 20.63
BG 65.08 0.21 0.00 2806.66 -13.21
AMZN -51.71 0.20 0.02 2566.63 -38.70
2/20/2015 13084.24
ZNH 141.20 0.34 0.01 4501.97 24.01
YHOO 82.55 0.25 -0.01 3311.30 -19.40
GGB -50.71 0.20 0.00 2664.90 7.49
CIG -47.81 0.20 -0.01 2606.08 30.09
2/22/2015 13126.43
ZNH 138.08 0.31 -0.01 4014.61 -45.86
SID 96.77 0.25 -0.06 3304.48 -206.53
YHOO 81.16 0.23 -0.01 3036.07 -39.92
BG 65.76 0.21 0.00 2771.27 3.69
2/24/2015 12837.80
BG 63.05 0.27 0.00 3451.31 -10.83
GSH 62.51 0.27 0.03 3435.31 87.73
PETM 51.04 0.24 0.00 3099.42 1.49
EW 42.58 0.22 0.00 2851.77 -5.52
2/25/2015 12910.66
ZNH 134.91 0.30 -0.01 3822.90 -55.81
SID 116.49 0.27 -0.02 3521.20 -81.42
RL 90.52 0.24 0.00 3096.04 7.88
GSH 52.32 0.19 -0.01 2470.52 -15.62
2/26/2015 12765.69
RL 98.31 0.29 -0.01 3724.56 -25.65
YHOO 69.79 0.24 0.00 3107.08 1.40
YZC 64.90 0.24 0.01 3001.16 33.14
SLW 61.75 0.23 0.00 2932.89 8.25
2/27/2015 12782.83
ZNH 127.62 0.30 -0.02 3887.43 -59.88
IBN 101.41 0.27 0.05 3417.26 162.87
YHOO 66.14 0.22 0.00 2784.51 -10.65
SLW 61.08 0.21 0.01 2693.63 18.89
3/1/2015 12894.06
ZNH 110.31 0.31 0.00 3982.85 -12.78
SID 74.14 0.25 -0.03 3205.31 -93.18
IBN 61.05 0.23 0.01 2923.95 30.12
YHOO 54.44 0.22 0.00 2781.96 -10.68
3/3/2015 12807.54
ZNH 82.43 0.32 -0.03 4141.49 -123.33
RL 47.85 0.24 -0.02 3075.60 -47.41
IBN 42.81 0.23 -0.01 2920.19 -22.33
GSH 34.70 0.21 -0.01 2670.26 -16.93
3/4/2015 12597.54
IBN 112.70 0.31 -0.01 3949.80 -43.96
BIDU 65.92 0.24 0.01 2963.90 19.39
EW 62.63 0.23 0.01 2894.49 25.38
AOL 57.64 0.22 0.01 2789.35 32.15
3/5/2015 12630.50
Base1 10.01 0.36 0.00 4521.72 0.00
Base2 10.01 0.36 0.00 4521.72 0.00
EW 0.74 0.14 0.00 1797.53 -1.46
BIDU 0.72 0.14 0.03 1789.53 56.35
3/6/2015 12685.39
BG 57.47 0.27 -0.02 3362.47 -61.28
YHOO 57.42 0.26 -0.02 3361.07 -54.80
PETM 45.27 0.24 0.00 2985.42 -2.52
APOL -44.98 0.23 -0.01 2976.43 43.36
3/8/2015 12610.15
NTES 43.65 0.42 -0.01 5280.34 -39.30
BG.L -10.63 0.20 -0.01 2478.43 31.68
Base1 10.01 0.19 0.00 2425.69 0.00
Base2 10.01 0.19 0.00 2425.69 0.00
3/10/2015 12602.53
APOL -43.02 0.28 -0.03 3475.45 102.30
ACH 37.89 0.26 -0.03 3248.81 -113.33
PETM 37.48 0.26 0.00 3230.88 -0.39
GGB 24.27 0.21 0.01 2647.39 30.52
3/11/2015 12621.62
ZNH 131.76 0.42 0.05 5322.19 241.30
PETM 34.28 0.20 0.00 2551.89 0.92
APOL -32.79 0.20 0.01 2509.40 -17.34
CEA 23.24 0.18 0.02 2238.14 38.67
3/12/2015 12885.18
ZNH 104.99 0.33 0.02 4296.82 88.83
SID 80.49 0.28 0.03 3670.18 115.41
APOL -34.79 0.19 0.03 2500.80 -69.60
PETM 31.53 0.19 0.00 2417.38 0.00
3/13/2015 13019.82
ZNH 105.79 0.30 0.07 3919.42 275.51
SID 68.01 0.24 0.01 3100.85 37.82
SLW 63.40 0.23 0.02 3001.00 47.02
YHOO 63.29 0.23 0.00 2998.55 -5.59
3/15/2015 13374.58
YZC 84.35 0.28 -0.01 3766.47 -28.43
ZNH 68.75 0.25 0.02 3379.21 73.98
YHOO 59.36 0.24 0.01 3145.99 46.97
SLW 56.82 0.23 0.00 3082.91 -4.92
3/17/2015 13462.18
YZC 82.74 0.29 0.00 3876.34 14.74
RL 58.91 0.24 0.00 3244.59 -15.07
ZNH 56.26 0.24 0.10 3174.41 328.51
SLW 55.97 0.24 -0.02 3166.84 -62.43
3/18/2015 13727.94
YZC 79.50 0.31 0.01 4217.72 26.63
VALE 52.18 0.24 0.00 3357.96 5.50
BAK 44.84 0.23 0.04 3126.92 135.95
YHOO 41.61 0.22 0.02 3025.33 60.80
3/19/2015 13956.81
YZC 73.64 0.29 0.01 4108.47 25.77
SLW 52.21 0.25 0.02 3420.55 73.97
VALE 47.42 0.23 -0.04 3266.83 -144.12
RL 44.12 0.23 0.00 3160.96 7.91
3/20/2015 13920.34
YZC 72.36 0.31 0.00 4315.93 -16.14
SLW 48.03 0.25 0.04 3449.75 137.13
RL 42.18 0.23 0.00 3241.75 13.25
ZNH 32.95 0.21 0.01 2912.91 24.86
3/22/2015 14079.44
YZC 72.36 0.28 -0.01 3958.32 -49.54
VALE 54.25 0.24 0.04 3408.13 147.00
SLW 52.57 0.24 0.01 3357.16 36.67
USG 52.53 0.24 0.01 3355.82 37.72
3/24/2015 14251.29
USG 46.31 0.28 -0.01 3952.96 -21.97
SLW 41.14 0.26 0.00 3710.61 -14.58
DAR 33.80 0.24 0.00 3366.46 9.56
RL 30.71 0.23 0.00 3221.25 -3.38
3/25/2015 14220.91
USG 47.16 0.28 -0.02 3986.67 -99.52
SLW 41.31 0.26 -0.01 3712.64 -53.09
DAR 34.25 0.24 0.00 3381.75 11.97
RL 29.08 0.22 0.00 3139.85 -8.72
3/26/2015 14071.55
APOL -41.67 0.28 -0.04 3950.84 163.63
DAR 36.03 0.26 -0.01 3654.43 -41.23
GELYF 28.91 0.23 -0.01 3279.56 -16.61
RL 27.14 0.23 -0.01 3186.73 -21.35
3/27/2015 14156.00
GELYF 28.12 0.28 -0.01 3930.25 -30.00
ACH 21.72 0.24 0.03 3438.37 110.82
PAA 21.38 0.24 0.00 3412.79 9.98
ZNH 20.89 0.24 0.06 3374.59 199.23
3/29/2015 14446.02
YZC 74.54 0.39 0.04 5582.86 223.31
YHOO 26.58 0.22 0.00 3152.51 -10.49
AOL 20.96 0.20 0.00 2867.74 -0.73
XLNX 20.47 0.20 0.01 2842.91 24.18
3/31/2015 14682.30
YZC 62.96 0.29 0.00 4329.83 20.82
USG 49.83 0.26 0.01 3809.78 41.83
TTM 44.90 0.25 0.01 3614.34 43.84
ZION 27.59 0.20 0.00 2928.36 0.00
4/1/2015 14788.79
YZC 53.95 0.28 0.02 4106.49 93.33
TTM 45.27 0.25 0.02 3743.03 77.25
USG 40.80 0.24 -0.01 3556.31 -46.62
JNPR 36.66 0.23 0.00 3382.96 -11.99
4/2/2015 14900.77
SLW 53.01 0.27 -0.03 3970.42 -126.20
YZC 47.90 0.25 0.06 3767.24 237.93
USG 46.50 0.25 0.01 3711.49 25.35
TTM 39.96 0.23 -0.01 3451.62 -30.02
4/3/2015 15007.83
[/restab] [/restabs]