data_698_presentation
Research Questions:
- Can machine learning model trained on a variety of traditional technical indicators be used to reliably outperform the market?
- Can machine learning model reliably outperform the traditional technical analysis?
(0) configuration
set-up
load packages, helper functions
# load tictoc
if(!require(pacman)){install.packages("pacman"); require(pacman)}
pacman::p_load(tictoc)
# set environment
readRenviron("~/I/config/.env")
# set local environment variables using global environment
SP500_LIST_PATH <- Sys.getenv("SP500_LIST_PATH")
PACKAGE_PATH <- Sys.getenv("PACKAGE_PATH")
PROJECT_HOME_DIRECTORY <- Sys.getenv("PROJECT_HOME_DIRECTORY")
STOCK_LIST_PATH <- Sys.getenv("STOCK_LIST_PATH")
FUNCTION_DIRECTORY <- Sys.getenv("FUNCTION_DIRECTORY")
ALPHA_VANTAGE_API <- Sys.getenv("ALPHA_VANTAGE_API")
PLOT_PATH <- Sys.getenv("PLOT_PATH")
VOTES_PATH = Sys.getenv("VOTES_PATH")
TA_FOLDER <- Sys.getenv("TA_FOLDER")
DIAGNOSTIC_FOLDER <- Sys.getenv("DIAGNOSTIC_FOLDER")
DATA_DIRECTORY <- Sys.getenv("DATA_DIRECTORY")
DECRYPT <- Sys.getenv("DECRYPT")
SENDER <- Sys.getenv("SENDER")
USERNAME <- Sys.getenv("USERNAME")
PASSWORD <- Sys.getenv("PASSWORD")
INTRADAY = FALSE
REAL_TIME = TRUE
LONG_LIST = TRUE
SP500 = TRUE
if(!SP500){REGULAR = TRUE}
# set project home directory
setwd(PROJECT_HOME_DIRECTORY)
# load packages
packages <- read.csv(PACKAGE_PATH, header = FALSE)
pacman::p_load(char = as.vector(packages$V1))
# source all functions
sapply(paste(FUNCTION_DIRECTORY, grep(pattern = "\\.[Rr]$", list.files(FUNCTION_DIRECTORY), value = TRUE), sep = "/"), function(x) source(x)) %>% invisible()connection to postgresql
db <- "algo_trade"
schema <- "stock"
host_db <- "localhost"
db_port <- "8321"
db_user <- "postgres"
db_password <- Sys.getenv("DB_PASSWORD")
con <- DBI::dbConnect(RPostgres::Postgres(), dbname = db, host = host_db, port = db_port, user = db_user, password = db_password)
# disconnect db
#dbDisconnect(con)
# tables
tables = data.frame(
sf = "stock_fact",
sdim = "stock_dim",
sindi = "stock_indicator",
haf = "heikin_ashi_fact",
ir = "investment_risk",
df1 = "strategy_final_project_df1",
df2 = "strategy_final_project_df2",
df3 = "strategy_final_project_df3",
df4_cm = "strategy_final_project_df4_cm",
df4 = "strategy_final_project_df4",
df5_detail = "strategy_final_project_df5_backtest_detail",
df5_simplified = "strategy_final_project_df5_backtest_simplified",
df6 = "strategy_final_project_df6_analysis") %>%
tidyr::gather() %>%
dplyr::mutate(row = 1:nrow(.)) %>%
dplyr::select(row, key, table = value)
tables %>%
kbl() %>%
kable_paper("hover", full_width = F)| row | key | table |
|---|---|---|
| 1 | sf | stock_fact |
| 2 | sdim | stock_dim |
| 3 | sindi | stock_indicator |
| 4 | haf | heikin_ashi_fact |
| 5 | ir | investment_risk |
| 6 | df1 | strategy_final_project_df1 |
| 7 | df2 | strategy_final_project_df2 |
| 8 | df3 | strategy_final_project_df3 |
| 9 | df4_cm | strategy_final_project_df4_cm |
| 10 | df4 | strategy_final_project_df4 |
| 11 | df5_detail | strategy_final_project_df5_backtest_detail |
| 12 | df5_simplified | strategy_final_project_df5_backtest_simplified |
| 13 | df6 | strategy_final_project_df6_analysis |
close connection
# helper function
psql <- function(query = "", connection = con){
dbGetQuery(connection, glue::glue(query))
}
# test connection
# psql(query = "select * from {sf} limit 5") %>%
# kbl() %>%
# kable_paper("hover", full_width = F)
# disconnect db
dbDisconnect(con)
# from this point forward, all demo data is extracted from an excel file
# there are some issues connecting to postgresql and then outputting it in markdown
# for instance, I cannot do scroll_box(width = "100%", height = "200px")
# get demo data
demo_path = "C:/development/school_of_professional_studies/698. Capstone/algorithmic_trading_code/__final_present_data_set.xlsx"
# demo_var = readxl::excel_sheets(demo_path)
# sapply(1:length(demo_var), function(x) assign(demo_var[x], value = readxl::read_excel(demo_path, sheet = demo_var[x]), envir = .GlobalEnv)) %>%
# invisible()(1) step 1: data extraction
extraction
stock_fact
sf <- readxl::read_excel(demo_path, sheet = "sf")
sf %>%
kbl() %>%
kable_paper("hover", full_width = F)| symbol | date | year | quarter | month | weekday | day | open | high | low | close | volume | adjusted |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPY | 2022-01-03 | 2022 | 1 | 1 | Monday | 3 | 476.30 | 477.85 | 473.8500 | 477.71 | 72668233 | 476.2465 |
| SPY | 2022-01-04 | 2022 | 1 | 1 | Tuesday | 4 | 479.22 | 479.98 | 475.5800 | 477.55 | 71178678 | 476.0870 |
| SPY | 2022-01-05 | 2022 | 1 | 1 | Wednesday | 5 | 477.16 | 477.98 | 468.2801 | 468.38 | 104538940 | 466.9451 |
| SPY | 2022-01-06 | 2022 | 1 | 1 | Thursday | 6 | 467.89 | 470.82 | 465.4300 | 467.94 | 86858900 | 466.5064 |
| SPY | 2022-01-07 | 2022 | 1 | 1 | Friday | 7 | 467.95 | 469.20 | 464.6500 | 466.09 | 85111593 | 464.6621 |
meta <- readxl::read_excel(demo_path, sheet = "meta")
meta %>%
kbl() %>%
kable_paper("hover", full_width = F)| num_of_symbol | min_date | max_date | num_of_records |
|---|---|---|---|
| 492 | 1999-11-01 | 2022-04-05 | 2488842 |
stock_dim
sdim <- readxl::read_excel(demo_path, sheet = "sdim")
sdim %>%
kbl() %>%
kable_paper("hover", full_width = T) %>%
scroll_box(width = "100%", height = "500px")| symbol | company_name | sector |
|---|---|---|
| A | Agilent Technologies Inc | Health Care |
| AAL | American Airlines Group | Industrials |
| AAP | Advance Auto Parts | Consumer Discretionary |
| AAPL | Apple Inc. | Information Technology |
| ABBV | AbbVie Inc. | Health Care |
| ABC | AmerisourceBergen Corp | Health Care |
| ABMD | ABIOMED Inc | Health Care |
| ABT | Abbott Laboratories | Health Care |
| ACN | Accenture plc | Information Technology |
| ADBE | Adobe Inc. | Information Technology |
| ADI | Analog Devices Inc. | Information Technology |
| ADM | Archer-Daniels-Midland Co | Consumer Staples |
| ADP | Automatic Data Processing | Information Technology |
| ADSK | Autodesk Inc. | Information Technology |
| AEE | Ameren Corp | Utilities |
| AEP | American Electric Power | Utilities |
| AES | AES Corp | Utilities |
| AFL | AFLAC Inc | Financials |
| AIG | American International Group | Financials |
| AIV | Apartment Investment & Management | Real Estate |
| AIZ | Assurant | Financials |
| AJG | Arthur J. Gallagher & Co. | Financials |
| AKAM | Akamai Technologies Inc | Information Technology |
| ALB | Albemarle Corp | Materials |
| ALGN | Align Technology | Health Care |
| ALK | Alaska Air Group Inc | Industrials |
| ALL | Allstate Corp | Financials |
| ALLE | Allegion | Industrials |
| AMAT | Applied Materials Inc. | Information Technology |
| AMD | Advanced Micro Devices Inc | Information Technology |
| AME | AMETEK Inc. | Industrials |
| AMGN | Amgen Inc. | Health Care |
| AMP | Ameriprise Financial | Financials |
| AMT | American Tower Corp. | Real Estate |
| AMZN | Amazon.com Inc. | Consumer Discretionary |
| ANSS | ANSYS | Information Technology |
| ANTM | Anthem | Health Care |
| AON | Aon plc | Financials |
| AOS | A.O. Smith Corp | Industrials |
| APA | Apache Corporation | Energy |
| APD | Air Products & Chemicals Inc | Materials |
| APH | Amphenol Corp | Information Technology |
| APTV | Aptiv PLC | Consumer Discretionary |
| ARE | Alexandria Real Estate Equities | Real Estate |
| ATO | Atmos Energy | Utilities |
| ATVI | Activision Blizzard | Communication Services |
| AVB | AvalonBay Communities | Real Estate |
| AVGO | Broadcom Inc. | Information Technology |
| AVY | Avery Dennison Corp | Materials |
| AWK | American Water Works Company Inc | Utilities |
| AXP | American Express Co | Financials |
| AZO | AutoZone Inc | Consumer Discretionary |
| BA | Boeing Company | Industrials |
| BAC | Bank of America Corp | Financials |
| BAX | Baxter International Inc. | Health Care |
| BBY | Best Buy Co. Inc. | Consumer Discretionary |
| BDX | Becton Dickinson | Health Care |
| BEN | Franklin Resources | Financials |
| BIIB | Biogen Inc. | Health Care |
| BIO | Bio-Rad Laboratories | Health Care |
| BK | The Bank of New York Mellon | Financials |
| BKNG | Booking Holdings Inc | Consumer Discretionary |
| BLK | BlackRock | Financials |
| BLL | Ball Corp | Materials |
| BMY | Bristol-Myers Squibb | Health Care |
| BR | Broadridge Financial Solutions | Information Technology |
| BSX | Boston Scientific | Health Care |
| BWA | BorgWarner | Consumer Discretionary |
| BXP | Boston Properties | Real Estate |
| C | Citigroup Inc. | Financials |
| CAG | Conagra Brands | Consumer Staples |
| CAH | Cardinal Health Inc. | Health Care |
| CAT | Caterpillar Inc. | Industrials |
| CB | Chubb Limited | Financials |
| CBOE | Cboe Global Markets | Financials |
| CBRE | CBRE Group | Real Estate |
| CCI | Crown Castle International Corp. | Real Estate |
| CCL | Carnival Corp. | Consumer Discretionary |
| CDNS | Cadence Design Systems | Information Technology |
| CDW | CDW | Information Technology |
| CE | Celanese | Materials |
| CERN | Cerner | Health Care |
| CF | CF Industries Holdings Inc | Materials |
| CHD | Church & Dwight | Consumer Staples |
| CHRW | C. H. Robinson Worldwide | Industrials |
| CHTR | Charter Communications | Communication Services |
| CI | CIGNA Corp. | Health Care |
| CINF | Cincinnati Financial | Financials |
| CL | Colgate-Palmolive | Consumer Staples |
| CLX | The Clorox Company | Consumer Staples |
| CMA | Comerica Inc. | Financials |
| CMCSA | Comcast Corp. | Communication Services |
| CME | CME Group Inc. | Financials |
| CMG | Chipotle Mexican Grill | Consumer Discretionary |
| CMI | Cummins Inc. | Industrials |
| CMS | CMS Energy | Utilities |
| CNC | Centene Corporation | Health Care |
| CNP | CenterPoint Energy | Utilities |
| COF | Capital One Financial | Financials |
| COO | The Cooper Companies | Health Care |
| COP | ConocoPhillips | Energy |
| COST | Costco Wholesale Corp. | Consumer Staples |
| COTY | Coty Inc | Consumer Staples |
| CPB | Campbell Soup | Consumer Staples |
| CPRT | Copart Inc | Industrials |
| CRM | Salesforce.com | Information Technology |
| CSCO | Cisco Systems | Information Technology |
| CSX | CSX Corp. | Industrials |
| CTAS | Cintas Corporation | Industrials |
| CTSH | Cognizant Technology Solutions | Information Technology |
| CTXS | Citrix Systems | Information Technology |
| CVS | CVS Health | Health Care |
| CVX | Chevron Corp. | Energy |
| D | Dominion Energy | Utilities |
| DAL | Delta Air Lines Inc. | Industrials |
| DD | DuPont de Nemours Inc | Materials |
| DE | Deere & Co. | Industrials |
| DFS | Discover Financial Services | Financials |
| DG | Dollar General | Consumer Discretionary |
| DGX | Quest Diagnostics | Health Care |
| DHI | D. R. Horton | Consumer Discretionary |
| DHR | Danaher Corp. | Health Care |
| DIS | The Walt Disney Company | Communication Services |
| DISCA | Discovery Inc. (Class A) | Communication Services |
| DISCK | Discovery Inc. (Class C) | Communication Services |
| DISH | Dish Network | Communication Services |
| DLR | Digital Realty Trust Inc | Real Estate |
| DLTR | Dollar Tree | Consumer Discretionary |
| DOV | Dover Corporation | Industrials |
| DPZ | Domino’s Pizza | Consumer Discretionary |
| DRE | Duke Realty Corp | Real Estate |
| DRI | Darden Restaurants | Consumer Discretionary |
| DTE | DTE Energy Co. | Utilities |
| DUK | Duke Energy | Utilities |
| DVA | DaVita Inc. | Health Care |
| DVN | Devon Energy | Energy |
| DXCM | DexCom | Health Care |
| EA | Electronic Arts | Communication Services |
| EBAY | eBay Inc. | Consumer Discretionary |
| ECL | Ecolab Inc. | Materials |
| ED | Consolidated Edison | Utilities |
| EFX | Equifax Inc. | Industrials |
| EIX | Edison Int’l | Utilities |
| EL | Estée Lauder Companies | Consumer Staples |
| EMN | Eastman Chemical | Materials |
| EMR | Emerson Electric Company | Industrials |
| EOG | EOG Resources | Energy |
| EQIX | Equinix | Real Estate |
| EQR | Equity Residential | Real Estate |
| ES | Eversource Energy | Utilities |
| ESS | Essex Property Trust Inc. | Real Estate |
| ETN | Eaton Corporation | Industrials |
| ETR | Entergy Corp. | Utilities |
| EW | Edwards Lifesciences | Health Care |
| EXC | Exelon Corp. | Utilities |
| EXPD | Expeditors | Industrials |
| EXPE | Expedia Group | Consumer Discretionary |
| EXR | Extra Space Storage | Real Estate |
| F | Ford Motor Company | Consumer Discretionary |
| FANG | Diamondback Energy | Energy |
| FAST | Fastenal Co | Industrials |
| FB | Facebook Inc. | Communication Services |
| FBHS | Fortune Brands Home & Security | Industrials |
| FCX | Freeport-McMoRan Inc. | Materials |
| FDX | FedEx Corporation | Industrials |
| FE | FirstEnergy Corp | Utilities |
| FFIV | F5 Networks | Information Technology |
| FIS | Fidelity National Information Services | Information Technology |
| FISV | Fiserv Inc | Information Technology |
| FITB | Fifth Third Bancorp | Financials |
| FLS | Flowserve Corporation | Industrials |
| FLT | FleetCor Technologies Inc | Information Technology |
| FMC | FMC Corporation | Materials |
| FRC | First Republic Bank | Financials |
| FRT | Federal Realty Investment Trust | Real Estate |
| FTI | TechnipFMC | Energy |
| FTNT | Fortinet | Information Technology |
| GD | General Dynamics | Industrials |
| GE | General Electric | Industrials |
| GILD | Gilead Sciences | Health Care |
| GIS | General Mills | Consumer Staples |
| GL | Globe Life Inc. | Financials |
| GLW | Corning Inc. | Information Technology |
| GM | General Motors | Consumer Discretionary |
| GOOGL | Alphabet Inc. (Class A) | Communication Services |
| GPC | Genuine Parts | Consumer Discretionary |
| GPN | Global Payments Inc. | Information Technology |
| GPS | Gap Inc. | Consumer Discretionary |
| GRMN | Garmin Ltd. | Consumer Discretionary |
| GS | Goldman Sachs Group | Financials |
| GWW | Grainger (W.W.) Inc. | Industrials |
| HAL | Halliburton Co. | Energy |
| HAS | Hasbro Inc. | Consumer Discretionary |
| HBAN | Huntington Bancshares | Financials |
| HBI | Hanesbrands Inc | Consumer Discretionary |
| HCA | HCA Healthcare | Health Care |
| HD | Home Depot | Consumer Discretionary |
| HES | Hess Corporation | Energy |
| HIG | Hartford Financial Svc.Gp. | Financials |
| HII | Huntington Ingalls Industries | Industrials |
| HOLX | Hologic | Health Care |
| HON | Honeywell Int’l Inc. | Industrials |
| HPQ | HP Inc. | Information Technology |
| HRB | H&R Block | Consumer Discretionary |
| HRL | Hormel Foods Corp. | Consumer Staples |
| HSIC | Henry Schein | Health Care |
| HST | Host Hotels & Resorts | Real Estate |
| HSY | The Hershey Company | Consumer Staples |
| HUM | Humana Inc. | Health Care |
| HWM | Howmet Aerospace | Industrials |
| IBM | International Business Machines | Information Technology |
| ICE | Intercontinental Exchange | Financials |
| IDXX | IDEXX Laboratories | Health Care |
| IEX | IDEX Corporation | Industrials |
| IFF | International Flavors & Fragrances | Materials |
| ILMN | Illumina Inc | Health Care |
| INCY | Incyte | Health Care |
| INTC | Intel Corp. | Information Technology |
| INTU | Intuit Inc. | Information Technology |
| IP | International Paper | Materials |
| IPG | Interpublic Group | Communication Services |
| IPGP | IPG Photonics Corp. | Information Technology |
| IQV | IQVIA Holdings Inc. | Health Care |
| IRM | Iron Mountain Incorporated | Real Estate |
| ISRG | Intuitive Surgical Inc. | Health Care |
| IT | Gartner Inc | Information Technology |
| ITW | Illinois Tool Works | Industrials |
| IVZ | Invesco Ltd. | Financials |
| J | Jacobs Engineering Group | Industrials |
| JBHT | J. B. Hunt Transport Services | Industrials |
| JCI | Johnson Controls International | Industrials |
| JKHY | Jack Henry & Associates | Information Technology |
| JNJ | Johnson & Johnson | Health Care |
| JNPR | Juniper Networks | Information Technology |
| JPM | JPMorgan Chase & Co. | Financials |
| K | Kellogg Co. | Consumer Staples |
| KEY | KeyCorp | Financials |
| KIM | Kimco Realty | Real Estate |
| KLAC | KLA Corporation | Information Technology |
| KMB | Kimberly-Clark | Consumer Staples |
| KMI | Kinder Morgan | Energy |
| KMX | Carmax Inc | Consumer Discretionary |
| KO | Coca-Cola Company | Consumer Staples |
| KR | Kroger Co. | Consumer Staples |
| KSS | Kohl’s Corp. | Consumer Discretionary |
| L | Loews Corp. | Financials |
| LDOS | Leidos Holdings | Information Technology |
| LEG | Leggett & Platt | Consumer Discretionary |
| LEN | Lennar Corp. | Consumer Discretionary |
| LH | Laboratory Corp. of America Holding | Health Care |
| LHX | L3Harris Technologies | Industrials |
| LKQ | LKQ Corporation | Consumer Discretionary |
| LLY | Lilly (Eli) & Co. | Health Care |
| LMT | Lockheed Martin Corp. | Industrials |
| LNC | Lincoln National | Financials |
| LNT | Alliant Energy Corp | Utilities |
| LOW | Lowe’s Cos. | Consumer Discretionary |
| LRCX | Lam Research | Information Technology |
| LUV | Southwest Airlines | Industrials |
| LVS | Las Vegas Sands | Consumer Discretionary |
| LYB | LyondellBasell | Materials |
| LYV | Live Nation Entertainment | Communication Services |
| MA | Mastercard Inc. | Information Technology |
| MAA | Mid-America Apartments | Real Estate |
| MAR | Marriott Int’l. | Consumer Discretionary |
| MAS | Masco Corp. | Industrials |
| MCD | McDonald’s Corp. | Consumer Discretionary |
| MCHP | Microchip Technology | Information Technology |
| MCK | McKesson Corp. | Health Care |
| MCO | Moody’s Corp | Financials |
| MDLZ | Mondelez International | Consumer Staples |
| MDT | Medtronic plc | Health Care |
| MET | MetLife Inc. | Financials |
| MGM | MGM Resorts International | Consumer Discretionary |
| MHK | Mohawk Industries | Consumer Discretionary |
| MKC | McCormick & Co. | Consumer Staples |
| MKTX | MarketAxess | Financials |
| MLM | Martin Marietta Materials | Materials |
| MMC | Marsh & McLennan | Financials |
| MMM | 3M Company | Industrials |
| MNST | Monster Beverage | Consumer Staples |
| MO | Altria Group Inc | Consumer Staples |
| MOS | The Mosaic Company | Materials |
| MPC | Marathon Petroleum | Energy |
| MRK | Merck & Co. | Health Care |
| MRO | Marathon Oil Corp. | Energy |
| MS | Morgan Stanley | Financials |
| MSCI | MSCI Inc | Financials |
| MSFT | Microsoft Corp. | Information Technology |
| MSI | Motorola Solutions Inc. | Information Technology |
| MTB | M&T Bank Corp. | Financials |
| MTD | Mettler Toledo | Health Care |
| MU | Micron Technology | Information Technology |
| NCLH | Norwegian Cruise Line Holdings | Consumer Discretionary |
| NDAQ | Nasdaq Inc. | Financials |
| NEE | NextEra Energy | Utilities |
| NEM | Newmont Corporation | Materials |
| NFLX | Netflix Inc. | Communication Services |
| NI | NiSource Inc. | Utilities |
| NKE | Nike Inc. | Consumer Discretionary |
| NLOK | NortonLifeLock | Information Technology |
| NLSN | Nielsen Holdings | Industrials |
| NOC | Northrop Grumman | Industrials |
| NOV | National Oilwell Varco Inc. | Energy |
| NOW | ServiceNow | Information Technology |
| NRG | NRG Energy | Utilities |
| NSC | Norfolk Southern Corp. | Industrials |
| NTAP | NetApp | Information Technology |
| NTRS | Northern Trust Corp. | Financials |
| NUE | Nucor Corp. | Materials |
| NVDA | Nvidia Corporation | Information Technology |
| NVR | NVR Inc. | Consumer Discretionary |
| NWL | Newell Brands | Consumer Discretionary |
| NWS | News Corp. Class B | Communication Services |
| NWSA | News Corp. Class A | Communication Services |
| O | Realty Income Corporation | Real Estate |
| ODFL | Old Dominion Freight Line | Industrials |
| OKE | ONEOK | Energy |
| OMC | Omnicom Group | Communication Services |
| ORCL | Oracle Corp. | Information Technology |
| ORLY | O’Reilly Automotive | Consumer Discretionary |
| OXY | Occidental Petroleum | Energy |
| PAYX | Paychex Inc. | Information Technology |
| PBCT | People’s United Financial | Financials |
| PCAR | PACCAR Inc. | Industrials |
| PEAK | Healthpeak Properties | Real Estate |
| PEG | Public Service Enterprise Group (PSEG) | Utilities |
| PEP | PepsiCo Inc. | Consumer Staples |
| PFE | Pfizer Inc. | Health Care |
| PFG | Principal Financial Group | Financials |
| PG | Procter & Gamble | Consumer Staples |
| PGR | Progressive Corp. | Financials |
| PH | Parker-Hannifin | Industrials |
| PHM | PulteGroup | Consumer Discretionary |
| PKG | Packaging Corporation of America | Materials |
| PKI | PerkinElmer | Health Care |
| PLD | Prologis | Real Estate |
| PM | Philip Morris International | Consumer Staples |
| PNC | PNC Financial Services | Financials |
| PNR | Pentair plc | Industrials |
| PNW | Pinnacle West Capital | Utilities |
| PPG | PPG Industries | Materials |
| PPL | PPL Corp. | Utilities |
| PRGO | Perrigo | Health Care |
| PRU | Prudential Financial | Financials |
| PSA | Public Storage | Real Estate |
| PSX | Phillips 66 | Energy |
| PVH | PVH Corp. | Consumer Discretionary |
| PWR | Quanta Services Inc. | Industrials |
| PXD | Pioneer Natural Resources | Energy |
| QCOM | QUALCOMM Inc. | Information Technology |
| RCL | Royal Caribbean Group | Consumer Discretionary |
| RE | Everest Re Group Ltd. | Financials |
| REG | Regency Centers Corporation | Real Estate |
| REGN | Regeneron Pharmaceuticals | Health Care |
| RF | Regions Financial Corp. | Financials |
| RHI | Robert Half International | Industrials |
| RJF | Raymond James Financial Inc. | Financials |
| RL | Ralph Lauren Corporation | Consumer Discretionary |
| RMD | ResMed | Health Care |
| ROK | Rockwell Automation Inc. | Industrials |
| ROL | Rollins Inc. | Industrials |
| ROP | Roper Technologies | Industrials |
| ROST | Ross Stores | Consumer Discretionary |
| RSG | Republic Services Inc | Industrials |
| RTX | Raytheon Technologies | Industrials |
| SBAC | SBA Communications | Real Estate |
| SBUX | Starbucks Corp. | Consumer Discretionary |
| SCHW | Charles Schwab Corporation | Financials |
| SEE | Sealed Air | Materials |
| SHW | Sherwin-Williams | Materials |
| SIVB | SVB Financial | Financials |
| SJM | JM Smucker | Consumer Staples |
| SLB | Schlumberger Ltd. | Energy |
| SLG | SL Green Realty | Real Estate |
| SNA | Snap-on | Industrials |
| SNPS | Synopsys Inc. | Information Technology |
| SO | Southern Company | Utilities |
| SPG | Simon Property Group Inc | Real Estate |
| SPGI | S&P Global Inc. | Financials |
| SPY | SPDR S&P 500 trust | Communication Services |
| SRE | Sempra Energy | Utilities |
| STE | STERIS plc | Health Care |
| STT | State Street Corp. | Financials |
| STX | Seagate Technology | Information Technology |
| STZ | Constellation Brands | Consumer Staples |
| SWK | Stanley Black & Decker | Industrials |
| SWKS | Skyworks Solutions | Information Technology |
| SYK | Stryker Corp. | Health Care |
| SYY | Sysco Corp. | Consumer Staples |
| T | AT&T Inc. | Communication Services |
| TAP | Molson Coors Beverage Company | Consumer Staples |
| TDG | TransDigm Group | Industrials |
| TDY | Teledyne Technologies | Industrials |
| TEL | TE Connectivity Ltd. | Information Technology |
| TFC | Truist Financial | Financials |
| TFX | Teleflex | Health Care |
| TGT | Target Corp. | Consumer Discretionary |
| TJX | TJX Companies Inc. | Consumer Discretionary |
| TMO | Thermo Fisher Scientific | Health Care |
| TMUS | T-Mobile US | Communication Services |
| TPR | Tapestry Inc. | Consumer Discretionary |
| TROW | T. Rowe Price Group | Financials |
| TRV | The Travelers Companies Inc. | Financials |
| TSCO | Tractor Supply Company | Consumer Discretionary |
| TSN | Tyson Foods | Consumer Staples |
| TT | Trane Technologies plc | Industrials |
| TTWO | Take-Two Interactive | Communication Services |
| TWTR | Twitter Inc. | Communication Services |
| TXN | Texas Instruments | Information Technology |
| TXT | Textron Inc. | Industrials |
| TYL | Tyler Technologies | Information Technology |
| UAA | Under Armour (Class A) | Consumer Discretionary |
| UAL | United Airlines Holdings | Industrials |
| UDR | UDR Inc. | Real Estate |
| UHS | Universal Health Services | Health Care |
| ULTA | Ulta Beauty | Consumer Discretionary |
| UNH | United Health Group Inc. | Health Care |
| UNM | Unum Group | Financials |
| UNP | Union Pacific Corp | Industrials |
| UPS | United Parcel Service | Industrials |
| URI | United Rentals Inc. | Industrials |
| USB | U.S. Bancorp | Financials |
| V | Visa Inc. | Information Technology |
| VFC | VF Corporation | Consumer Discretionary |
| VLO | Valero Energy | Energy |
| VMC | Vulcan Materials | Materials |
| VNO | Vornado Realty Trust | Real Estate |
| VRSK | Verisk Analytics | Industrials |
| VRSN | Verisign Inc. | Information Technology |
| VRTX | Vertex Pharmaceuticals Inc | Health Care |
| VTR | Ventas Inc | Real Estate |
| VZ | Verizon Communications | Communication Services |
| WAB | Wabtec Corporation | Industrials |
| WAT | Waters Corporation | Health Care |
| WBA | Walgreens Boots Alliance | Consumer Staples |
| WDC | Western Digital | Information Technology |
| WEC | WEC Energy Group | Utilities |
| WFC | Wells Fargo | Financials |
| WHR | Whirlpool Corp. | Consumer Discretionary |
| WM | Waste Management Inc. | Industrials |
| WMB | Williams Companies | Energy |
| WMT | Walmart | Consumer Staples |
| WRB | W. R. Berkley Corporation | Financials |
| WST | West Pharmaceutical Services | Health Care |
| WU | Western Union Co | Information Technology |
| WY | Weyerhaeuser | Real Estate |
| WYNN | Wynn Resorts Ltd | Consumer Discretionary |
| XEL | Xcel Energy Inc | Utilities |
| XLNX | Xilinx | Information Technology |
| XOM | Exxon Mobil Corp. | Energy |
| XRAY | Dentsply Sirona | Health Care |
| XRX | Xerox | Information Technology |
| XYL | Xylem Inc. | Industrials |
| YUM | Yum! Brands Inc | Consumer Discretionary |
| ZBH | Zimmer Biomet Holdings | Health Care |
| ZBRA | Zebra Technologies | Information Technology |
| ZION | Zions Bancorp | Financials |
| ZTS | Zoetis | Health Care |
sector
sqldf("select sector, count(1) as stocks from sdim group by sector order by sector") %>%
kbl() %>%
kable_paper("hover", full_width = T)| sector | stocks |
|---|---|
| Communication Services | 22 |
| Consumer Discretionary | 57 |
| Consumer Staples | 30 |
| Energy | 21 |
| Financials | 61 |
| Health Care | 59 |
| Industrials | 67 |
| Information Technology | 62 |
| Materials | 23 |
| Real Estate | 30 |
| Utilities | 27 |
(2) step 2: data transformation: indicator, risk
transformation
stock_indicator
sindi <- readxl::read_excel(demo_path, sheet = "sindi")
sindi %>%
kbl() %>%
kable_paper("hover", full_width = T)| symbol | date | adjusted | adj_lag_1 | adj_lag_2 | intraday_volatility | cci | rsi | macd | macd_signal | obv | pct2 | sma_5 | ema_10 | ema_20 | ema_30 | ema_40 | ema_50 | ema_100 | ema_200 | index | target_flag | target_var | temp_flag | pct | pct_mu_100 | pct_sd_100 | pct_percentile_100 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPY | 2022-01-03 | 476.2465 | 473.5049 | 474.7012 | -0.0133761 | 114.24193 | 61.11639 | 0.9277010 | 0.6947115 | 18424346167 | 0.0032552 | 475.1758 | 471.5727 | 467.8912 | 465.3761 | 463.1664 | 461.0932 | 451.4003 | 431.7279 | 65 | 0 | 0.4 | TRUE | 0.0057900 | 0.0008388 | 0.0082757 | 0.7251743 |
| SPY | 2022-01-04 | 476.0870 | 476.2465 | 473.5049 | -0.7120487 | 101.07767 | 60.90389 | 0.9505034 | 0.7458699 | 18353167489 | 0.0054531 | 475.3114 | 472.3934 | 468.6717 | 466.0671 | 463.7967 | 461.6812 | 451.8891 | 432.1693 | 64 | -1 | 0.2 | TRUE | -0.0003349 | 0.0008054 | 0.0082736 | 0.4451863 |
| SPY | 2022-01-05 | 466.9451 | 476.0870 | 476.2465 | -1.0530955 | -10.33172 | 50.14306 | 0.8025306 | 0.7572020 | 18248628549 | -0.0195307 | 473.4969 | 471.4028 | 468.5073 | 466.1238 | 463.9503 | 461.8876 | 452.1873 | 432.5153 | 63 | -1 | 0.2 | TRUE | -0.0192022 | 0.0005952 | 0.0085112 | 0.0100085 |
| SPY | 2022-01-06 | 466.5064 | 466.9451 | 476.0870 | -0.2566926 | -15.74760 | 49.68940 | 0.6700041 | 0.7397624 | 18161769649 | -0.0201235 | 471.8580 | 470.5126 | 468.3167 | 466.1485 | 464.0750 | 462.0688 | 452.4708 | 432.8535 | 62 | 0 | 0.4 | TRUE | -0.0009394 | 0.0005623 | 0.0085107 | 0.4299715 |
| SPY | 2022-01-07 | 464.6621 | 466.5064 | 466.9451 | -0.7226166 | -39.53210 | 47.73392 | 0.5271753 | 0.6972450 | 18076658056 | -0.0048892 | 470.0894 | 469.4489 | 467.9687 | 466.0526 | 464.1036 | 462.1705 | 452.7122 | 433.1700 | 61 | 0 | 0.4 | TRUE | -0.0039535 | 0.0005883 | 0.0084927 | 0.2963984 |
names(sindi) %>% as.data.frame(fields = ".") %>%
kbl() %>%
kable_paper("hover", full_width = T)| . |
|---|
| symbol |
| date |
| adjusted |
| adj_lag_1 |
| adj_lag_2 |
| intraday_volatility |
| cci |
| rsi |
| macd |
| macd_signal |
| obv |
| pct2 |
| sma_5 |
| ema_10 |
| ema_20 |
| ema_30 |
| ema_40 |
| ema_50 |
| ema_100 |
| ema_200 |
| index |
| target_flag |
| target_var |
| temp_flag |
| pct |
| pct_mu_100 |
| pct_sd_100 |
| pct_percentile_100 |
target_flag
sindi %>%
dplyr::select(symbol, date, adjusted, sma_5, target_flag, target_var) %>%
kbl() %>%
kable_paper("hover", full_width = T)| symbol | date | adjusted | sma_5 | target_flag | target_var |
|---|---|---|---|---|---|
| SPY | 2022-01-03 | 476.2465 | 475.1758 | 0 | 0.4 |
| SPY | 2022-01-04 | 476.0870 | 475.3114 | -1 | 0.2 |
| SPY | 2022-01-05 | 466.9451 | 473.4969 | -1 | 0.2 |
| SPY | 2022-01-06 | 466.5064 | 471.8580 | 0 | 0.4 |
| SPY | 2022-01-07 | 464.6621 | 470.0894 | 0 | 0.4 |
heikin_ashi_fact
haf <- readxl::read_excel(demo_path, sheet = "haf")
haf %>%
kbl() %>%
kable_paper("hover", full_width = T)| symbol | date | open_ha | high_ha | low_ha | close_ha | intraday_volatility_ha | intraday_volatility_ha_mu_100 | intraday_volatility_ha_sd_100 | intraday_volatility_ha_percentile_100 |
|---|---|---|---|---|---|---|---|---|---|
| SPY | 2022-01-03 | 475.9572 | 477.8500 | 473.8500 | 476.4275 | 0.1175850 | 0.1726067 | 0.5347070 | 0.4590209 |
| SPY | 2022-01-04 | 476.1923 | 479.9800 | 475.5800 | 478.0825 | 0.4295841 | 0.1718656 | 0.5342947 | 0.6852223 |
| SPY | 2022-01-05 | 477.1374 | 477.9800 | 468.2801 | 472.9500 | -0.4316941 | 0.1588232 | 0.5329348 | 0.1339205 |
| SPY | 2022-01-06 | 475.0437 | 475.0437 | 465.4300 | 468.0200 | -0.7305934 | 0.1496278 | 0.5402920 | 0.0516398 |
| SPY | 2022-01-07 | 471.5319 | 471.5319 | 464.6500 | 466.9725 | -0.6625186 | 0.1465151 | 0.5440901 | 0.0685143 |
investment_risk
ir <- readxl::read_excel(demo_path, sheet = "ir")
ir %>%
kbl() %>%
kable_paper("hover", full_width = T)| date | symbol | adjusted | pct | adjusted_lag_lookback | actual_return_lookback | market_adjusted | market_pct | market_adjusted_lag_lookback | market_return_lookback | sharpe_ratio_lookback | pct_sd_lookback | beta_lookback | nlcor_lookback | nlcor_pvalue_lookback | r_lookback | r_pvalue_lookback | r_squared_lookback | expected_return_lookback | alpha_lookback | risk_free_rate | lookback_period |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022-01-03 | SPY | 476.2465 | 0.0057900 | 440.7497 | 0.0805373 | 476.2465 | 0.0057900 | 440.7497 | 0.0805373 | 2.502684 | 0.0082757 | 1 | 1 | 0 | 1 | 0 | 1 | 0.0805373 | 0 | 0.02 | 100 |
| 2022-01-04 | SPY | 476.0870 | -0.0003349 | 441.5518 | 0.0782132 | 476.0870 | -0.0003349 | 441.5518 | 0.0782132 | 2.559796 | 0.0082736 | 1 | 1 | 0 | 1 | 0 | 1 | 0.0782132 | 0 | 0.02 | 100 |
| 2022-01-05 | SPY | 466.9451 | -0.0192022 | 442.5915 | 0.0550250 | 466.9451 | -0.0192022 | 442.5915 | 0.0550250 | 2.623033 | 0.0085112 | 1 | 1 | 0 | 1 | 0 | 1 | 0.0550250 | 0 | 0.02 | 100 |
| 2022-01-06 | SPY | 466.5064 | -0.0009394 | 439.6902 | 0.0609889 | 466.5064 | -0.0009394 | 439.6902 | 0.0609889 | 2.698965 | 0.0085107 | 1 | 1 | 0 | 1 | 0 | 1 | 0.0609889 | 0 | 0.02 | 100 |
| 2022-01-07 | SPY | 464.6621 | -0.0039535 | 434.8778 | 0.0684889 | 464.6621 | -0.0039535 | 434.8778 | 0.0684889 | 2.725916 | 0.0084927 | 1 | 1 | 0 | 1 | 0 | 1 | 0.0684889 | 0 | 0.02 | 100 |
names(ir) %>% as.data.frame(fields = ".") %>%
kbl() %>%
kable_paper("hover", full_width = T)| . |
|---|
| date |
| symbol |
| adjusted |
| pct |
| adjusted_lag_lookback |
| actual_return_lookback |
| market_adjusted |
| market_pct |
| market_adjusted_lag_lookback |
| market_return_lookback |
| sharpe_ratio_lookback |
| pct_sd_lookback |
| beta_lookback |
| nlcor_lookback |
| nlcor_pvalue_lookback |
| r_lookback |
| r_pvalue_lookback |
| r_squared_lookback |
| expected_return_lookback |
| alpha_lookback |
| risk_free_rate |
| lookback_period |
(3) step 3: data transformation: strategy
technical analysis
technical analysis
SPY
technical analysis (HA)
SPY - HA
wrangling
wrangling part 1
df1 <- readxl::read_excel(demo_path, sheet = "df1")
df1 %>%
kbl() %>%
kable_paper("hover", full_width = T)| symbol | company_name | sector | date | year | quarter | month | weekday | day | open | high | low | close | volume | adjusted | market_open | market_high | market_low | market_close | market_volume | market_adjusted | adj_lag_1 | adj_lag_2 | cci | rsi | macd | macd_signal | obv | sma_5 | ema_10 | ema_20 | ema_30 | ema_40 | ema_50 | ema_100 | ema_200 | target_flag | target_var | temp_flag | pct | pct_mu_100 | pct_sd_100 | pct_percentile_100 | pct2 | intraday_volatility | market_adj_lag_1 | market_adj_lag_2 | market_cci | market_rsi | market_macd | market_macd_signal | market_obv | market_sma_5 | market_ema_10 | market_ema_20 | market_ema_30 | market_ema_40 | market_ema_50 | market_ema_100 | market_ema_200 | market_target_flag | market_target_var | market_temp_flag | market_pct | market_pct_mu_100 | market_pct_sd_100 | market_pct_percentile_100 | market_pct2 | market_intraday_volatility | open_ha | high_ha | low_ha | close_ha | intraday_volatility_ha | intraday_volatility_ha_mu_100 | intraday_volatility_ha_sd_100 | intraday_volatility_ha_percentile_100 | market_open_ha | market_high_ha | market_low_ha | market_close_ha | market_intraday_volatility_ha | market_intraday_volatility_ha_mu_100 | market_intraday_volatility_ha_sd_100 | market_intraday_volatility_ha_percentile_100 | adjusted_lag_n30 | actual_return_n30 | market_adjusted_lag_n30 | market_return_n30 | sharpe_ratio_n30 | pct_sd_n30 | beta_n30 | nlcor_n30 | nlcor_pvalue_n30 | r_n30 | r_pvalue_n30 | r_squared_n30 | expected_return_n30 | alpha_n30 | adjusted_lag_n100 | actual_return_n100 | market_adjusted_lag_n100 | market_return_n100 | sharpe_ratio_n100 | pct_sd_n100 | beta_n100 | nlcor_n100 | nlcor_pvalue_n100 | r_n100 | r_pvalue_n100 | r_squared_n100 | expected_return_n100 | alpha_n100 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 trust | SPDR S&P 500 ETF Trust | 2022-01-03 | 2022 | 1 | 1 | Monday | 3 | 476.30 | 477.85 | 473.8500 | 477.71 | 72668233 | 476.2465 | 476.30 | 477.85 | 473.8500 | 477.71 | 72668233 | 476.2465 | 473.5049 | 474.7012 | 114.24193 | 61.11639 | 0.9277010 | 0.6947115 | 18424346167 | 475.1758 | 471.5727 | 467.8912 | 465.3761 | 463.1664 | 461.0932 | 451.4003 | 431.7279 | 0 | 0.4 | TRUE | 0.0057900 | 0.0008388 | 0.0082757 | 0.7251743 | 0.0032552 | -0.0133761 | 473.5049 | 474.7012 | 114.24193 | 61.11639 | 0.9277010 | 0.6947115 | 18424346167 | 475.1758 | 471.5727 | 467.8912 | 465.3761 | 463.1664 | 461.0932 | 451.4003 | 431.7279 | 0 | 0.4 | TRUE | 0.0057900 | 0.0008388 | 0.0082757 | 0.7251743 | 0.0032552 | -0.0133761 | 475.9572 | 477.8500 | 473.8500 | 476.4275 | 0.1175850 | 0.1726067 | 0.5347070 | 0.4590209 | 475.9572 | 477.8500 | 473.8500 | 476.4275 | 0.1175850 | 0.1726067 | 0.5347070 | 0.4590209 | 465.7990 | 0.0224293 | 465.7990 | 0.0224293 | 0.0384753 | 0.0110649 | 1 | 1 | 0 | 1 | 0 | 1 | 0.0224293 | 0 | 440.7497 | 0.0805373 | 440.7497 | 0.0805373 | 2.502684 | 0.0082757 | 1 | 1 | 0 | 1 | 0 | 1 | 0.0805373 | 0 |
| SPY | SPDR S&P 500 trust | SPDR S&P 500 ETF Trust | 2022-01-04 | 2022 | 1 | 1 | Tuesday | 4 | 479.22 | 479.98 | 475.5800 | 477.55 | 71178678 | 476.0870 | 479.22 | 479.98 | 475.5800 | 477.55 | 71178678 | 476.0870 | 476.2465 | 473.5049 | 101.07767 | 60.90389 | 0.9505034 | 0.7458699 | 18353167489 | 475.3114 | 472.3934 | 468.6717 | 466.0671 | 463.7967 | 461.6812 | 451.8891 | 432.1693 | -1 | 0.2 | TRUE | -0.0003349 | 0.0008054 | 0.0082736 | 0.4451863 | 0.0054531 | -0.7120487 | 476.2465 | 473.5049 | 101.07767 | 60.90389 | 0.9505034 | 0.7458699 | 18353167489 | 475.3114 | 472.3934 | 468.6717 | 466.0671 | 463.7967 | 461.6812 | 451.8891 | 432.1693 | -1 | 0.2 | TRUE | -0.0003349 | 0.0008054 | 0.0082736 | 0.4451863 | 0.0054531 | -0.7120487 | 476.1923 | 479.9800 | 475.5800 | 478.0825 | 0.4295841 | 0.1718656 | 0.5342947 | 0.6852223 | 476.1923 | 479.9800 | 475.5800 | 478.0825 | 0.4295841 | 0.1718656 | 0.5342947 | 0.6852223 | 464.4877 | 0.0249723 | 464.4877 | 0.0249723 | -0.0355090 | 0.0110567 | 1 | 1 | 0 | 1 | 0 | 1 | 0.0249723 | 0 | 441.5518 | 0.0782132 | 441.5518 | 0.0782132 | 2.559796 | 0.0082736 | 1 | 1 | 0 | 1 | 0 | 1 | 0.0782132 | 0 |
| SPY | SPDR S&P 500 trust | SPDR S&P 500 ETF Trust | 2022-01-05 | 2022 | 1 | 1 | Wednesday | 5 | 477.16 | 477.98 | 468.2801 | 468.38 | 104538940 | 466.9451 | 477.16 | 477.98 | 468.2801 | 468.38 | 104538940 | 466.9451 | 476.0870 | 476.2465 | -10.33172 | 50.14306 | 0.8025306 | 0.7572020 | 18248628549 | 473.4969 | 471.4028 | 468.5073 | 466.1238 | 463.9503 | 461.8876 | 452.1873 | 432.5153 | -1 | 0.2 | TRUE | -0.0192022 | 0.0005952 | 0.0085112 | 0.0100085 | -0.0195307 | -1.0530955 | 476.0870 | 476.2465 | -10.33172 | 50.14306 | 0.8025306 | 0.7572020 | 18248628549 | 473.4969 | 471.4028 | 468.5073 | 466.1238 | 463.9503 | 461.8876 | 452.1873 | 432.5153 | -1 | 0.2 | TRUE | -0.0192022 | 0.0005952 | 0.0085112 | 0.0100085 | -0.0195307 | -1.0530955 | 477.1374 | 477.9800 | 468.2801 | 472.9500 | -0.4316941 | 0.1588232 | 0.5329348 | 0.1339205 | 477.1374 | 477.9800 | 468.2801 | 472.9500 | -0.4316941 | 0.1588232 | 0.5329348 | 0.1339205 | 465.1036 | 0.0039593 | 465.1036 | 0.0039593 | -0.1631885 | 0.0116307 | 1 | 1 | 0 | 1 | 0 | 1 | 0.0039593 | 0 | 442.5915 | 0.0550250 | 442.5915 | 0.0550250 | 2.623033 | 0.0085112 | 1 | 1 | 0 | 1 | 0 | 1 | 0.0550250 | 0 |
| SPY | SPDR S&P 500 trust | SPDR S&P 500 ETF Trust | 2022-01-06 | 2022 | 1 | 1 | Thursday | 6 | 467.89 | 470.82 | 465.4300 | 467.94 | 86858900 | 466.5064 | 467.89 | 470.82 | 465.4300 | 467.94 | 86858900 | 466.5064 | 466.9451 | 476.0870 | -15.74760 | 49.68940 | 0.6700041 | 0.7397624 | 18161769649 | 471.8580 | 470.5126 | 468.3167 | 466.1485 | 464.0750 | 462.0688 | 452.4708 | 432.8535 | 0 | 0.4 | TRUE | -0.0009394 | 0.0005623 | 0.0085107 | 0.4299715 | -0.0201235 | -0.2566926 | 466.9451 | 476.0870 | -15.74760 | 49.68940 | 0.6700041 | 0.7397624 | 18161769649 | 471.8580 | 470.5126 | 468.3167 | 466.1485 | 464.0750 | 462.0688 | 452.4708 | 432.8535 | 0 | 0.4 | TRUE | -0.0009394 | 0.0005623 | 0.0085107 | 0.4299715 | -0.0201235 | -0.2566926 | 475.0437 | 475.0437 | 465.4300 | 468.0200 | -0.7305934 | 0.1496278 | 0.5402920 | 0.0516398 | 475.0437 | 475.0437 | 465.4300 | 468.0200 | -0.7305934 | 0.1496278 | 0.5402920 | 0.0516398 | 466.3453 | 0.0003454 | 466.3453 | 0.0003454 | -0.3416966 | 0.0116307 | 1 | 1 | 0 | 1 | 0 | 1 | 0.0003454 | 0 | 439.6902 | 0.0609889 | 439.6902 | 0.0609889 | 2.698965 | 0.0085107 | 1 | 1 | 0 | 1 | 0 | 1 | 0.0609889 | 0 |
| SPY | SPDR S&P 500 trust | SPDR S&P 500 ETF Trust | 2022-01-07 | 2022 | 1 | 1 | Friday | 7 | 467.95 | 469.20 | 464.6500 | 466.09 | 85111593 | 464.6621 | 467.95 | 469.20 | 464.6500 | 466.09 | 85111593 | 464.6621 | 466.5064 | 466.9451 | -39.53210 | 47.73392 | 0.5271753 | 0.6972450 | 18076658056 | 470.0894 | 469.4489 | 467.9687 | 466.0526 | 464.1036 | 462.1705 | 452.7122 | 433.1700 | 0 | 0.4 | TRUE | -0.0039535 | 0.0005883 | 0.0084927 | 0.2963984 | -0.0048892 | -0.7226166 | 466.5064 | 466.9451 | -39.53210 | 47.73392 | 0.5271753 | 0.6972450 | 18076658056 | 470.0894 | 469.4489 | 467.9687 | 466.0526 | 464.1036 | 462.1705 | 452.7122 | 433.1700 | 0 | 0.4 | TRUE | -0.0039535 | 0.0005883 | 0.0084927 | 0.2963984 | -0.0048892 | -0.7226166 | 471.5319 | 471.5319 | 464.6500 | 466.9725 | -0.6625186 | 0.1465151 | 0.5440901 | 0.0685143 | 471.5319 | 471.5319 | 464.6500 | 466.9725 | -0.6625186 | 0.1465151 | 0.5440901 | 0.0685143 | 455.9444 | 0.0191202 | 455.9444 | 0.0191202 | -0.4937814 | 0.0116444 | 1 | 1 | 0 | 1 | 0 | 1 | 0.0191202 | 0 | 434.8778 | 0.0684889 | 434.8778 | 0.0684889 | 2.725916 | 0.0084927 | 1 | 1 | 0 | 1 | 0 | 1 | 0.0684889 | 0 |
names(df1) %>% as.data.frame(fields = ".") %>%
kbl() %>%
kable_paper("hover", full_width = T)| . |
|---|
| symbol |
| company_name |
| sector |
| date |
| year |
| quarter |
| month |
| weekday |
| day |
| open |
| high |
| low |
| close |
| volume |
| adjusted |
| market_open |
| market_high |
| market_low |
| market_close |
| market_volume |
| market_adjusted |
| adj_lag_1 |
| adj_lag_2 |
| cci |
| rsi |
| macd |
| macd_signal |
| obv |
| sma_5 |
| ema_10 |
| ema_20 |
| ema_30 |
| ema_40 |
| ema_50 |
| ema_100 |
| ema_200 |
| target_flag |
| target_var |
| temp_flag |
| pct |
| pct_mu_100 |
| pct_sd_100 |
| pct_percentile_100 |
| pct2 |
| intraday_volatility |
| market_adj_lag_1 |
| market_adj_lag_2 |
| market_cci |
| market_rsi |
| market_macd |
| market_macd_signal |
| market_obv |
| market_sma_5 |
| market_ema_10 |
| market_ema_20 |
| market_ema_30 |
| market_ema_40 |
| market_ema_50 |
| market_ema_100 |
| market_ema_200 |
| market_target_flag |
| market_target_var |
| market_temp_flag |
| market_pct |
| market_pct_mu_100 |
| market_pct_sd_100 |
| market_pct_percentile_100 |
| market_pct2 |
| market_intraday_volatility |
| open_ha |
| high_ha |
| low_ha |
| close_ha |
| intraday_volatility_ha |
| intraday_volatility_ha_mu_100 |
| intraday_volatility_ha_sd_100 |
| intraday_volatility_ha_percentile_100 |
| market_open_ha |
| market_high_ha |
| market_low_ha |
| market_close_ha |
| market_intraday_volatility_ha |
| market_intraday_volatility_ha_mu_100 |
| market_intraday_volatility_ha_sd_100 |
| market_intraday_volatility_ha_percentile_100 |
| adjusted_lag_n30 |
| actual_return_n30 |
| market_adjusted_lag_n30 |
| market_return_n30 |
| sharpe_ratio_n30 |
| pct_sd_n30 |
| beta_n30 |
| nlcor_n30 |
| nlcor_pvalue_n30 |
| r_n30 |
| r_pvalue_n30 |
| r_squared_n30 |
| expected_return_n30 |
| alpha_n30 |
| adjusted_lag_n100 |
| actual_return_n100 |
| market_adjusted_lag_n100 |
| market_return_n100 |
| sharpe_ratio_n100 |
| pct_sd_n100 |
| beta_n100 |
| nlcor_n100 |
| nlcor_pvalue_n100 |
| r_n100 |
| r_pvalue_n100 |
| r_squared_n100 |
| expected_return_n100 |
| alpha_n100 |
wrangling part 2
df2 <- readxl::read_excel(demo_path, sheet = "df2")
df2 %>%
kbl() %>%
kable_paper("hover", full_width = T)| symbol | date | target_var | target_flag | adjusted | cci | rsi | macd | macd_signal | macd_signal_diff | intraday_volatility_ha | nlcor_n30 | obv_flag | overnight_flag | ema_flag | sma_flag | adjusted_lag_1 | cci_lag_1 | rsi_lag_1 | macd_signal_diff_lag_1 | intraday_volatility_ha_lag_1 | adjusted_lag_2 | cci_lag_2 | rsi_lag_2 | macd_lag_2 | macd_signal_diff_lag_2 | intraday_volatility_ha_lag_2 | macd_zone_in_out | macd_zone | macd_zone_direction | rsi_zone_in_out | rsi_zone | rsi_zone_direction | cci_zone_in_out | cci_zone | cci_zone_direction | ha_zone_in_out | ha_zone | ha_zone_direction | macd_zone_in_out_flag | rsi_zone_in_out_flag | cci_zone_in_out_flag | ha_zone_in_out_flag | macd_zone_direction_flag | cci_zone_direction_flag | rsi_zone_direction_flag | ha_zone_direction_flag |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPY | 2022-01-03 | 0.4 | 0 | 476.2465 | 114.24193 | 61.11639 | 0.9277010 | 0.6947115 | 0.2329894 | 0.1175850 | 1 | 1 | 1 | 1 | 1 | 473.5049 | 92.49923 | 58.82345 | 0.2447747 | -0.3878173 | 474.7012 | 114.60534 | 60.26339 | 0.8682513 | 0.2929808 | 0.4717426 | cz | bz | down - bz | cz | cz | stay | cz | sz | stay | cz | bz | stay | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 |
| SPY | 2022-01-04 | 0.2 | -1 | 476.0870 | 101.07767 | 60.90389 | 0.9505034 | 0.7458699 | 0.2046335 | 0.4295841 | 1 | -1 | 0 | 1 | 1 | 476.2465 | 114.24193 | 61.11639 | 0.2329894 | 0.1175850 | 473.5049 | 92.49923 | 58.82345 | 0.8812389 | 0.2447747 | -0.3878173 | cz | bz | down - bz | cz | cz | stay | cz | sz | stay | cz | bz | up - bz | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 |
| SPY | 2022-01-05 | 0.2 | -1 | 466.9451 | -10.33172 | 50.14306 | 0.8025306 | 0.7572020 | 0.0453285 | -0.4316941 | 1 | -1 | -1 | 1 | -1 | 476.0870 | 101.07767 | 60.90389 | 0.2046335 | 0.4295841 | 476.2465 | 114.24193 | 61.11639 | 0.9277010 | 0.2329894 | 0.1175850 | cz | bz | down - bz | cz | cz | stay | cz | cz | stay | esz | sz | stay | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 |
| SPY | 2022-01-06 | 0.4 | 0 | 466.5064 | -15.74760 | 49.68940 | 0.6700041 | 0.7397624 | -0.0697583 | -0.7305934 | 1 | -1 | 0 | 1 | -1 | 466.9451 | -10.33172 | 50.14306 | 0.0453285 | -0.4316941 | 476.0870 | 101.07767 | 60.90389 | 0.9505034 | 0.2046335 | 0.4295841 | esz | sz | stay | cz | cz | stay | cz | cz | stay | cz | sz | down - sz | -1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
| SPY | 2022-01-07 | 0.4 | 0 | 464.6621 | -39.53210 | 47.73392 | 0.5271753 | 0.6972450 | -0.1700697 | -0.6625186 | 1 | -1 | 0 | 1 | -1 | 466.5064 | -15.74760 | 49.68940 | -0.0697583 | -0.7305934 | 466.9451 | -10.33172 | 50.14306 | 0.8025306 | 0.0453285 | -0.4316941 | esz | sz | stay | cz | cz | stay | cz | cz | stay | cz | sz | down - sz | -1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
names(df2) %>% as.data.frame(fields = ".") %>%
kbl() %>%
kable_paper("hover", full_width = T)| . |
|---|
| symbol |
| date |
| target_var |
| target_flag |
| adjusted |
| cci |
| rsi |
| macd |
| macd_signal |
| macd_signal_diff |
| intraday_volatility_ha |
| nlcor_n30 |
| obv_flag |
| overnight_flag |
| ema_flag |
| sma_flag |
| adjusted_lag_1 |
| cci_lag_1 |
| rsi_lag_1 |
| macd_signal_diff_lag_1 |
| intraday_volatility_ha_lag_1 |
| adjusted_lag_2 |
| cci_lag_2 |
| rsi_lag_2 |
| macd_lag_2 |
| macd_signal_diff_lag_2 |
| intraday_volatility_ha_lag_2 |
| macd_zone_in_out |
| macd_zone |
| macd_zone_direction |
| rsi_zone_in_out |
| rsi_zone |
| rsi_zone_direction |
| cci_zone_in_out |
| cci_zone |
| cci_zone_direction |
| ha_zone_in_out |
| ha_zone |
| ha_zone_direction |
| macd_zone_in_out_flag |
| rsi_zone_in_out_flag |
| cci_zone_in_out_flag |
| ha_zone_in_out_flag |
| macd_zone_direction_flag |
| cci_zone_direction_flag |
| rsi_zone_direction_flag |
| ha_zone_direction_flag |
wrangling part 3
df3 <- readxl::read_excel(demo_path, sheet = "df3")
df3 %>%
kbl() %>%
kable_paper("hover", full_width = T)| symbol | date | open | high | low | close | adjusted | volume | target_var | target_flag | nlcor_n30 | macd_zone_in_out_flag | rsi_zone_in_out_flag | cci_zone_in_out_flag | ha_zone_in_out_flag | macd_zone_direction_flag | cci_zone_direction_flag | rsi_zone_direction_flag | ha_zone_direction_flag | obv_flag | overnight_flag | ema_flag | sma_flag | up_count | down_count | market_sig_flag | macd_sig_flag | rsi_sig_flag | cci_sig_flag | ha_sig_flag |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPY | 2022-01-03 | 476.30 | 477.85 | 473.8500 | 477.71 | 476.2465 | 72668233 | 0.4 | 0 | 1 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 1 | 1 | 1 | 1 | 4 | 1 | 0 | 0 | 0 | 0 | 0 |
| SPY | 2022-01-04 | 479.22 | 479.98 | 475.5800 | 477.55 | 476.0870 | 71178678 | 0.2 | -1 | 1 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | -1 | 0 | 1 | 1 | 3 | 2 | 0 | 0 | 0 | 0 | 0 |
| SPY | 2022-01-05 | 477.16 | 477.98 | 468.2801 | 468.38 | 466.9451 | 104538940 | 0.2 | -1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | -1 | 1 | -1 | 1 | 5 | -1 | 0 | 0 | 0 | -1 |
| SPY | 2022-01-06 | 467.89 | 470.82 | 465.4300 | 467.94 | 466.5064 | 86858900 | 0.4 | 0 | 1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 1 | -1 | 1 | 4 | -1 | -1 | 0 | 0 | 0 |
| SPY | 2022-01-07 | 467.95 | 469.20 | 464.6500 | 466.09 | 464.6621 | 85111593 | 0.4 | 0 | 1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 1 | -1 | 1 | 4 | -1 | -1 | 0 | 0 | 0 |
names(df3) %>% as.data.frame(fields = ".") %>%
kbl() %>%
kable_paper("hover", full_width = T)| . |
|---|
| symbol |
| date |
| open |
| high |
| low |
| close |
| adjusted |
| volume |
| target_var |
| target_flag |
| nlcor_n30 |
| macd_zone_in_out_flag |
| rsi_zone_in_out_flag |
| cci_zone_in_out_flag |
| ha_zone_in_out_flag |
| macd_zone_direction_flag |
| cci_zone_direction_flag |
| rsi_zone_direction_flag |
| ha_zone_direction_flag |
| obv_flag |
| overnight_flag |
| ema_flag |
| sma_flag |
| up_count |
| down_count |
| market_sig_flag |
| macd_sig_flag |
| rsi_sig_flag |
| cci_sig_flag |
| ha_sig_flag |
(4) step 4: ML - random forest
random forest
metrics
df4_cm <- readxl::read_excel(demo_path, sheet = "df4_cm")
df4_cm %>%
kbl() %>%
kable_paper("hover", full_width = T)| term | class | estimate | conf.low | conf.high | p.value | symbol | method | version |
|---|---|---|---|---|---|---|---|---|
| accuracy | NA | 0.51917680074836303 | 0.48874040258597201 | 0.54950736653662002 | 3.3073653415464801E-6 | SPY | random forest | 2022-04-30 15:43:15 |
| kappa | NA | 0.20711748085853099 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| mcnemar | NA | NA | NA | NA | 1.72271193890634E-14 | SPY | random forest | 2022-04-30 15:43:15 |
| sensitivity | -1 | 0.16666666666666699 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| specificity | -1 | 0.91274397244546501 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| pos_pred_value | -1 | 0.302752293577982 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| neg_pred_value | -1 | 0.828125 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| precision | -1 | 0.302752293577982 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| recall | -1 | 0.16666666666666699 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| f1 | -1 | 0.21498371335504901 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| prevalence | -1 | 0.185219831618335 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| detection_rate | -1 | 3.0869971936389101E-2 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| detection_prevalence | -1 | 0.101964452759588 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| balanced_accuracy | -1 | 0.53970531955606604 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| sensitivity | 0 | 0.39230769230769202 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| specificity | 0 | 0.68188512518409405 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| pos_pred_value | 0 | 0.41463414634146301 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| neg_pred_value | 0 | 0.66142857142857103 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| precision | 0 | 0.41463414634146301 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| recall | 0 | 0.39230769230769202 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| f1 | 0 | 0.40316205533596799 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| prevalence | 0 | 0.364826941066417 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| detection_rate | 0 | 0.14312441534144099 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| detection_prevalence | 0 | 0.34518241347053302 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| balanced_accuracy | 0 | 0.53709640874589304 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| sensitivity | 1 | 0.76715176715176703 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| specificity | 1 | 0.62244897959183698 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| pos_pred_value | 1 | 0.62436548223350297 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| neg_pred_value | 1 | 0.76569037656903804 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| precision | 1 | 0.62436548223350297 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| recall | 1 | 0.76715176715176703 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| f1 | 1 | 0.68843283582089598 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| prevalence | 1 | 0.44995322731524801 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| detection_rate | 1 | 0.34518241347053302 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| detection_prevalence | 1 | 0.55285313376987799 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
| balanced_accuracy | 1 | 0.694800373371802 | NA | NA | NA | SPY | random forest | 2022-04-30 15:43:15 |
prediction
df4 <- readxl::read_excel(demo_path, sheet = "df4")
df4 %>%
kbl() %>%
kable_paper("hover", full_width = T)| symbol | year | date | adjusted | nlcor_n30 | market_sig_flag | target_flag | signal_v1 | signal_v2 | down_prob | stay_prob | up_prob | accuracy | kappa | method | version |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPY | 2018 | 2018-01-02 | 249.8567 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-03 | 251.4371 | 1 | -1 | 1 | 1 | 1 | 0.000 | 0.010 | 0.990 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-04 | 252.4969 | 1 | 1 | 1 | 1 | 1 | 0.046 | 0.282 | 0.672 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-05 | 254.1795 | 1 | 1 | 1 | 1 | 1 | 0.026 | 0.142 | 0.832 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-08 | 254.6443 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-09 | 255.2207 | 1 | 0 | 1 | 1 | 1 | 0.002 | 0.132 | 0.866 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-10 | 254.8303 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.140 | 0.860 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-11 | 256.6895 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-12 | 258.3629 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-16 | 257.4797 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.112 | 0.888 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-17 | 259.9339 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-18 | 259.4970 | 1 | 0 | 1 | 0 | 0 | 0.006 | 0.502 | 0.492 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-19 | 260.6776 | 1 | 0 | 1 | 1 | 1 | 0.004 | 0.012 | 0.984 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-22 | 262.7972 | 1 | 0 | 1 | 1 | 1 | 0.006 | 0.106 | 0.888 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-23 | 263.3550 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-24 | 263.2527 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.140 | 0.860 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-25 | 263.3643 | 1 | 0 | 0 | 1 | 1 | 0.004 | 0.180 | 0.816 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-26 | 266.4135 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-29 | 264.6472 | 1 | 0 | -1 | 0 | 0 | 0.006 | 0.502 | 0.492 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-30 | 261.9326 | 1 | -1 | -1 | 0 | -1 | 0.412 | 0.576 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-01-31 | 262.0628 | 1 | 0 | -1 | -1 | -1 | 0.636 | 0.192 | 0.172 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-01 | 261.7653 | 1 | -1 | -1 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-02 | 256.0667 | 1 | 0 | -1 | 0 | 0 | 0.232 | 0.734 | 0.034 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-05 | 245.3573 | 1 | 1 | -1 | 0 | 0 | 0.134 | 0.808 | 0.058 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-06 | 250.1914 | 1 | 0 | -1 | 0 | 0 | 0.012 | 0.966 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-07 | 248.8342 | 1 | 0 | 0 | 0 | 0 | 0.106 | 0.754 | 0.140 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-08 | 239.5007 | 1 | 0 | 0 | 0 | 0 | 0.158 | 0.690 | 0.152 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-09 | 243.0983 | 1 | 0 | 1 | 0 | 0 | 0.082 | 0.794 | 0.124 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-12 | 246.6681 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.364 | 0.636 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-13 | 247.2817 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-14 | 250.6190 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-15 | 253.8170 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-16 | 253.8913 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-20 | 252.3017 | 1 | 0 | 0 | 1 | 1 | 0.114 | 0.352 | 0.534 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-21 | 251.0467 | 1 | 0 | 0 | 0 | 0 | 0.084 | 0.702 | 0.214 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-22 | 251.3720 | 1 | 0 | 0 | -1 | -1 | 0.488 | 0.338 | 0.174 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-23 | 255.3788 | 1 | 1 | 0 | 1 | 1 | 0.084 | 0.282 | 0.634 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-26 | 258.3443 | 1 | 1 | 0 | 1 | 1 | 0.006 | 0.256 | 0.738 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-27 | 255.1185 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-02-28 | 252.5341 | 1 | 0 | 0 | -1 | -1 | 0.678 | 0.310 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-01 | 248.8620 | 1 | 0 | 0 | 0 | 0 | 0.106 | 0.754 | 0.140 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-02 | 250.1449 | 1 | -1 | 1 | -1 | -1 | 0.490 | 0.370 | 0.140 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-05 | 253.0361 | 1 | 0 | 1 | 1 | 1 | 0.006 | 0.072 | 0.922 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-06 | 253.6775 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.172 | 0.828 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-07 | 253.5846 | 1 | 0 | 1 | 1 | 1 | 0.006 | 0.052 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-08 | 254.8117 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-09 | 259.2460 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-12 | 258.9206 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-13 | 257.2473 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-14 | 255.9272 | 1 | -1 | -1 | 0 | -1 | 0.058 | 0.764 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-15 | 255.6483 | 1 | 0 | -1 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-16 | 255.9242 | 1 | 0 | -1 | 0 | 0 | 0.198 | 0.778 | 0.024 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-19 | 252.4615 | 1 | 0 | -1 | 0 | 0 | 0.232 | 0.734 | 0.034 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-20 | 252.8909 | 1 | 0 | -1 | -1 | -1 | 0.714 | 0.194 | 0.092 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-21 | 252.4055 | 1 | -1 | -1 | 0 | -1 | 0.404 | 0.596 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-22 | 246.0961 | 1 | 0 | -1 | 0 | 0 | 0.236 | 0.756 | 0.008 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-23 | 240.8507 | 1 | 0 | -1 | 0 | 0 | 0.172 | 0.646 | 0.182 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-26 | 247.4401 | 1 | 0 | -1 | 0 | 0 | 0.414 | 0.430 | 0.156 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-27 | 243.2307 | 1 | 0 | 0 | -1 | -1 | 0.516 | 0.472 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-28 | 242.5120 | 1 | 0 | 0 | 0 | 0 | 0.296 | 0.682 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-03-29 | 245.6107 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.364 | 0.636 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-02 | 240.3093 | 1 | 0 | 0 | 0 | 0 | 0.304 | 0.674 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-03 | 243.3894 | 1 | 0 | 0 | 1 | 1 | 0.144 | 0.256 | 0.600 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-04 | 245.9934 | 1 | 1 | 0 | 1 | 1 | 0.000 | 0.102 | 0.898 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-05 | 247.9348 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-06 | 242.4093 | 1 | -1 | 0 | -1 | -1 | 0.798 | 0.202 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-09 | 243.6040 | 1 | 0 | 1 | 0 | 0 | 0.398 | 0.424 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-10 | 247.4774 | 1 | 1 | 1 | 1 | 1 | 0.024 | 0.184 | 0.792 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-11 | 246.1801 | 1 | 0 | 1 | 1 | 1 | 0.010 | 0.170 | 0.820 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-12 | 248.2054 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-13 | 247.4774 | 1 | 0 | 1 | 1 | 1 | 0.006 | 0.052 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-16 | 249.5121 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-17 | 252.1815 | 1 | -1 | 0 | 1 | 1 | 0.000 | 0.010 | 0.990 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-18 | 252.3682 | 1 | -1 | 0 | 1 | 1 | 0.000 | 0.006 | 0.994 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-19 | 250.9682 | 1 | 0 | -1 | -1 | -1 | 0.670 | 0.200 | 0.130 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-20 | 248.8401 | 1 | 0 | -1 | 0 | 0 | 0.232 | 0.734 | 0.034 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-23 | 248.8028 | 1 | 0 | 0 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-24 | 245.4521 | 1 | 0 | 0 | 0 | 0 | 0.296 | 0.682 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-25 | 246.0587 | 1 | 0 | 0 | 0 | 0 | 0.100 | 0.854 | 0.046 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-26 | 248.5601 | 1 | 1 | 0 | 1 | 1 | 0.000 | 0.364 | 0.636 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-27 | 248.7935 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-04-30 | 246.8801 | 1 | 0 | -1 | 0 | 0 | 0.138 | 0.676 | 0.186 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-01 | 247.3188 | 1 | -1 | 0 | 0 | -1 | 0.144 | 0.640 | 0.216 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-02 | 245.6574 | 1 | -1 | 0 | 0 | -1 | 0.370 | 0.626 | 0.004 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-03 | 245.1161 | 1 | -1 | 1 | 0 | -1 | 0.440 | 0.512 | 0.048 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-04 | 248.2894 | 1 | 0 | 1 | 1 | 1 | 0.006 | 0.072 | 0.922 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-07 | 249.1295 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.400 | 0.600 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-08 | 249.1295 | 1 | 0 | 1 | 1 | 1 | 0.010 | 0.170 | 0.820 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-09 | 251.5375 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-10 | 253.8895 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-11 | 254.6642 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-14 | 254.7856 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.110 | 0.890 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-15 | 253.0309 | 1 | -1 | 0 | -1 | -1 | 0.668 | 0.328 | 0.004 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-16 | 254.0949 | 1 | 0 | 0 | 0 | 0 | 0.116 | 0.556 | 0.328 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-17 | 253.8802 | 1 | 0 | 0 | 0 | 0 | 0.084 | 0.628 | 0.288 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-18 | 253.2455 | 1 | -1 | 1 | 0 | -1 | 0.412 | 0.576 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-21 | 255.1496 | 1 | 0 | 1 | 0 | 0 | 0.116 | 0.556 | 0.328 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-22 | 254.4402 | 1 | 0 | 0 | 1 | 1 | 0.004 | 0.224 | 0.772 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-23 | 255.1402 | 1 | 0 | 0 | 1 | 1 | 0.118 | 0.332 | 0.550 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-24 | 254.6176 | 1 | 0 | 0 | 0 | 0 | 0.170 | 0.616 | 0.214 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-25 | 254.0109 | 1 | 0 | 0 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-29 | 251.0895 | 1 | -1 | 0 | 0 | -1 | 0.404 | 0.596 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-30 | 254.4402 | 1 | 1 | 1 | 0 | 0 | 0.002 | 0.822 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-05-31 | 252.8815 | 1 | 0 | 1 | -1 | -1 | 0.584 | 0.352 | 0.064 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-01 | 255.3642 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-04 | 256.5776 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.014 | 0.986 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-05 | 256.7643 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.014 | 0.986 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-06 | 258.9110 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-07 | 258.8830 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-08 | 259.6483 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.110 | 0.890 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-11 | 259.9936 | 1 | 0 | 0 | 1 | 1 | 0.002 | 0.132 | 0.866 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-12 | 260.3296 | 1 | 0 | 0 | 1 | 1 | 0.002 | 0.162 | 0.836 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-13 | 259.4990 | 1 | 0 | -1 | 0 | 0 | 0.048 | 0.712 | 0.240 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-14 | 260.1523 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.026 | 0.974 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-15 | 259.8215 | 1 | -1 | -1 | 0 | -1 | 0.058 | 0.764 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-18 | 259.2871 | 1 | 0 | -1 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-19 | 258.2933 | 1 | -1 | -1 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-20 | 258.7340 | 1 | 0 | -1 | 0 | 0 | 0.274 | 0.416 | 0.310 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-21 | 257.1120 | 1 | 0 | -1 | 0 | 0 | 0.306 | 0.662 | 0.032 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-22 | 257.5808 | 1 | 0 | -1 | 0 | 0 | 0.012 | 0.966 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-25 | 254.0744 | 1 | 0 | -1 | 0 | 0 | 0.232 | 0.734 | 0.034 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-26 | 254.6369 | 1 | 0 | 0 | 0 | 0 | 0.012 | 0.966 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-27 | 252.5274 | 1 | 0 | 0 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-28 | 253.9713 | 1 | 0 | 1 | 0 | 0 | 0.364 | 0.470 | 0.166 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-06-29 | 254.3369 | 1 | 1 | 1 | 1 | 1 | 0.006 | 0.082 | 0.912 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-02 | 254.8807 | 1 | 0 | 1 | 1 | 1 | 0.018 | 0.108 | 0.874 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-03 | 253.9806 | 1 | 0 | 1 | 1 | 1 | 0.034 | 0.438 | 0.528 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-05 | 256.0526 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-06 | 258.2183 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-09 | 260.5434 | 1 | 1 | 1 | 1 | 1 | 0.006 | 0.256 | 0.738 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-10 | 261.4810 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.014 | 0.986 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-11 | 259.5684 | 1 | 0 | 1 | 1 | 1 | 0.010 | 0.494 | 0.496 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-12 | 261.9216 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-13 | 262.1279 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-16 | 261.8935 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.134 | 0.866 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-17 | 262.9529 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.116 | 0.884 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-18 | 263.5061 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-19 | 262.5123 | 1 | 0 | 0 | -1 | -1 | 0.584 | 0.352 | 0.064 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-20 | 262.2123 | 1 | -1 | 0 | 0 | -1 | 0.412 | 0.576 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-23 | 262.6998 | 1 | 0 | 0 | 0 | 0 | 0.012 | 0.966 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-24 | 264.0217 | 1 | 1 | 0 | 1 | 1 | 0.040 | 0.378 | 0.582 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-25 | 266.2718 | 1 | -1 | 0 | 1 | 1 | 0.000 | 0.004 | 0.996 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-26 | 265.6437 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-27 | 263.8436 | 1 | -1 | -1 | 0 | -1 | 0.058 | 0.764 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-30 | 262.4654 | 1 | 0 | 0 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-07-31 | 263.7592 | 1 | 0 | 0 | -1 | -1 | 0.714 | 0.194 | 0.092 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-01 | 263.3186 | 1 | -1 | 1 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-02 | 264.7530 | 1 | 0 | 1 | 1 | 1 | 0.150 | 0.268 | 0.582 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-03 | 265.8874 | 1 | 1 | 1 | 0 | 0 | 0.000 | 0.546 | 0.454 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-06 | 266.8625 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.014 | 0.986 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-07 | 267.7438 | 1 | 1 | 0 | 1 | 1 | 0.026 | 0.142 | 0.832 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-08 | 267.6313 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-09 | 267.2656 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.134 | 0.866 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-10 | 265.4749 | 1 | -1 | -1 | -1 | -1 | 0.748 | 0.148 | 0.104 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-13 | 264.4811 | 1 | -1 | 0 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-14 | 266.1687 | 1 | 0 | 0 | 0 | 0 | 0.052 | 0.940 | 0.008 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-15 | 264.1811 | 1 | 0 | 1 | 0 | 0 | 0.232 | 0.734 | 0.034 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-16 | 266.3187 | 1 | 1 | 1 | 0 | 0 | 0.002 | 0.822 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-17 | 267.2563 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-20 | 267.8282 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-21 | 268.4563 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-22 | 268.2969 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-23 | 267.9407 | 1 | 0 | 1 | -1 | -1 | 0.584 | 0.352 | 0.064 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-24 | 269.5532 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-27 | 271.6815 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.014 | 0.986 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-28 | 271.8127 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-29 | 273.2753 | 1 | 0 | 0 | 1 | 1 | 0.006 | 0.232 | 0.762 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-30 | 272.1690 | 1 | 0 | -1 | 1 | 1 | 0.028 | 0.436 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-08-31 | 272.1784 | 1 | -1 | -1 | 0 | -1 | 0.146 | 0.566 | 0.288 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-04 | 271.7096 | 1 | 0 | -1 | 0 | 0 | 0.232 | 0.734 | 0.034 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-05 | 270.9783 | 1 | 0 | -1 | 0 | 0 | 0.232 | 0.734 | 0.034 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-06 | 270.1626 | 1 | -1 | 0 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-07 | 269.6376 | 1 | -1 | 0 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-10 | 270.1064 | 1 | 0 | 1 | 0 | 0 | 0.100 | 0.620 | 0.280 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-11 | 270.9971 | 1 | 0 | 1 | 1 | 1 | 0.026 | 0.446 | 0.528 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-12 | 271.0627 | 1 | 0 | 1 | 1 | 1 | 0.144 | 0.296 | 0.560 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-13 | 272.6659 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-14 | 272.7128 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-17 | 271.2689 | 1 | -1 | 1 | -1 | -1 | 0.668 | 0.328 | 0.004 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-18 | 272.7409 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.464 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-19 | 273.0315 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-20 | 275.2441 | 1 | 1 | 0 | 1 | 1 | 0.000 | 0.014 | 0.986 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-21 | 274.9934 | 1 | 1 | 0 | 0 | 0 | 0.194 | 0.528 | 0.278 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-24 | 274.0799 | 1 | -1 | 0 | -1 | -1 | 0.424 | 0.404 | 0.172 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-25 | 273.8256 | 1 | 0 | 0 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-26 | 273.0063 | 1 | -1 | 0 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-27 | 273.7691 | 1 | 0 | 1 | -1 | -1 | 0.714 | 0.194 | 0.092 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-09-28 | 273.7974 | 1 | 0 | 1 | 1 | 1 | 0.134 | 0.402 | 0.464 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-01 | 274.7486 | 1 | 1 | 0 | 1 | 1 | 0.040 | 0.378 | 0.582 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-02 | 274.5885 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-03 | 274.7391 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-04 | 272.5919 | 1 | -1 | -1 | -1 | -1 | 0.668 | 0.328 | 0.004 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-05 | 271.0662 | 1 | 1 | -1 | 0 | 0 | 0.236 | 0.696 | 0.068 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-08 | 271.0662 | 1 | 1 | -1 | 0 | 0 | 0.236 | 0.696 | 0.068 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-09 | 270.6706 | 1 | 0 | -1 | 0 | 0 | 0.074 | 0.860 | 0.066 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-10 | 262.1003 | 1 | 0 | -1 | 0 | 0 | 0.222 | 0.688 | 0.090 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-11 | 256.3271 | 1 | 0 | 0 | 0 | 0 | 0.128 | 0.704 | 0.168 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-12 | 259.8871 | 1 | 0 | 0 | 0 | 0 | 0.318 | 0.346 | 0.336 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-15 | 258.4273 | 1 | 0 | 0 | 0 | 0 | 0.100 | 0.546 | 0.354 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-16 | 264.0781 | 1 | 1 | 0 | 1 | 1 | 0.000 | 0.364 | 0.636 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-17 | 264.1252 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-18 | 260.3109 | 1 | -1 | -1 | -1 | -1 | 0.624 | 0.250 | 0.126 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-19 | 260.1696 | 1 | 0 | -1 | 0 | 0 | 0.322 | 0.640 | 0.038 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-22 | 259.0018 | 1 | 0 | -1 | 0 | 0 | 0.322 | 0.640 | 0.038 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-23 | 257.6833 | 1 | 0 | -1 | 0 | 0 | 0.322 | 0.640 | 0.038 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-24 | 249.8759 | 1 | 1 | -1 | 0 | 0 | 0.312 | 0.518 | 0.170 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-25 | 254.3588 | 1 | 0 | 0 | 0 | 0 | 0.414 | 0.430 | 0.156 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-26 | 249.8853 | 1 | 0 | 0 | 0 | 0 | 0.334 | 0.660 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-29 | 248.5009 | 1 | 0 | 1 | 0 | 0 | 0.158 | 0.690 | 0.152 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-30 | 252.1833 | 1 | 0 | 1 | 1 | 1 | 0.110 | 0.168 | 0.722 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-10-31 | 254.8768 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.102 | 0.898 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-01 | 257.5891 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-02 | 256.0634 | 1 | 0 | 1 | 1 | 1 | 0.010 | 0.170 | 0.820 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-05 | 257.4761 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.400 | 0.600 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-06 | 259.1054 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-07 | 264.6526 | 1 | -1 | 0 | 1 | 1 | 0.000 | 0.010 | 0.990 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-08 | 264.1723 | 1 | 0 | 0 | 1 | 1 | 0.006 | 0.052 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-09 | 261.5917 | 1 | -1 | -1 | 0 | -1 | 0.332 | 0.600 | 0.068 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-12 | 256.7039 | 1 | 0 | -1 | 0 | 0 | 0.106 | 0.754 | 0.140 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-13 | 256.2235 | 1 | 0 | -1 | 0 | 0 | 0.296 | 0.682 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-14 | 254.4718 | 1 | 0 | -1 | 0 | 0 | 0.296 | 0.682 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-15 | 257.1277 | 1 | 0 | -1 | 0 | 0 | 0.100 | 0.854 | 0.046 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-16 | 257.7963 | 1 | 0 | -1 | 1 | 1 | 0.006 | 0.072 | 0.922 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-19 | 253.4358 | 1 | 0 | -1 | 0 | 0 | 0.304 | 0.674 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-20 | 248.7457 | 1 | -1 | 0 | -1 | -1 | 0.752 | 0.248 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-21 | 249.5933 | 1 | -1 | 0 | -1 | -1 | 0.490 | 0.370 | 0.140 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-23 | 247.9264 | 1 | 0 | 1 | 0 | 0 | 0.296 | 0.682 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-26 | 251.9290 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.364 | 0.636 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-27 | 252.7766 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-28 | 258.5969 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.400 | 0.600 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-29 | 258.0318 | 1 | 0 | 0 | 1 | 1 | 0.010 | 0.170 | 0.820 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-11-30 | 259.6046 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-03 | 263.0421 | 1 | -1 | -1 | 1 | 1 | 0.000 | 0.006 | 0.994 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-04 | 254.5189 | 1 | -1 | -1 | -1 | -1 | 0.798 | 0.202 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-06 | 254.1328 | 1 | 0 | -1 | 0 | 0 | 0.296 | 0.682 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-07 | 248.2277 | 1 | 0 | 0 | 0 | 0 | 0.236 | 0.756 | 0.008 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-10 | 248.6986 | 1 | -1 | 0 | -1 | -1 | 0.490 | 0.370 | 0.140 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-11 | 248.7551 | 1 | -1 | 0 | -1 | -1 | 0.490 | 0.370 | 0.140 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-12 | 250.0077 | 1 | 0 | 0 | 1 | 1 | 0.006 | 0.072 | 0.922 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-13 | 249.9230 | 1 | 0 | -1 | 1 | 1 | 0.034 | 0.438 | 0.528 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-14 | 245.3082 | 1 | 0 | -1 | 0 | 0 | 0.334 | 0.660 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-17 | 240.4956 | 1 | 0 | -1 | 0 | 0 | 0.236 | 0.756 | 0.008 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-18 | 240.2319 | 1 | 0 | -1 | 0 | 0 | 0.296 | 0.682 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-19 | 236.6343 | 1 | 0 | -1 | 0 | 0 | 0.288 | 0.552 | 0.160 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-20 | 232.7824 | 1 | 0 | 0 | 0 | 0 | 0.222 | 0.688 | 0.090 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-21 | 228.0408 | 1 | 0 | 0 | 0 | 0 | 0.232 | 0.714 | 0.054 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-24 | 222.0153 | 1 | 0 | 1 | 0 | 0 | 0.106 | 0.754 | 0.140 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-26 | 233.2326 | 1 | 0 | 1 | 1 | 1 | 0.144 | 0.256 | 0.600 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-27 | 235.0232 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.102 | 0.898 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-28 | 234.7201 | 1 | 0 | 1 | 1 | 1 | 0.006 | 0.052 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2018 | 2018-12-31 | 236.7759 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-02 | 237.0223 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.172 | 0.828 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-03 | 231.3662 | 1 | -1 | 1 | -1 | -1 | 0.798 | 0.202 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-04 | 239.1160 | 1 | 0 | 1 | 1 | 1 | 0.018 | 0.344 | 0.638 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-07 | 241.0014 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.400 | 0.600 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-08 | 243.2657 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-09 | 244.4026 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-10 | 245.2647 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-11 | 245.3594 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-14 | 243.8625 | 1 | -1 | 1 | -1 | -1 | 0.688 | 0.258 | 0.054 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-15 | 246.6574 | 1 | 0 | 1 | 1 | 1 | 0.018 | 0.344 | 0.638 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-16 | 247.2542 | 1 | 0 | 1 | 1 | 1 | 0.002 | 0.164 | 0.834 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-17 | 249.1301 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.116 | 0.884 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-18 | 252.4460 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-22 | 249.0354 | 1 | 0 | 0 | 1 | 1 | 0.028 | 0.436 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-23 | 249.5564 | 1 | 0 | 0 | 1 | 1 | 0.118 | 0.332 | 0.550 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-24 | 249.6891 | 1 | 0 | 0 | 0 | 0 | 0.028 | 0.796 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-25 | 251.8018 | 1 | 0 | 0 | 1 | 1 | 0.004 | 0.012 | 0.984 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-28 | 249.8880 | 1 | -1 | 0 | 0 | -1 | 0.058 | 0.764 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-29 | 249.5564 | 1 | 0 | 1 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-30 | 253.5071 | 1 | 1 | 1 | 0 | 0 | 0.002 | 0.822 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-01-31 | 255.7335 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.150 | 0.850 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-01 | 255.8567 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-04 | 257.6568 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-05 | 258.7368 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-06 | 258.3958 | 1 | 0 | 0 | 1 | 1 | 0.018 | 0.282 | 0.700 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-07 | 255.9325 | 1 | -1 | 0 | 0 | -1 | 0.412 | 0.576 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-08 | 256.2451 | 1 | 0 | 0 | 0 | 0 | 0.012 | 0.966 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-11 | 256.3872 | 1 | 0 | 1 | 0 | 0 | 0.100 | 0.620 | 0.280 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-12 | 259.6842 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-13 | 260.5274 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.150 | 0.850 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-14 | 259.9495 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-15 | 262.7822 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-19 | 263.2370 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.264 | 0.736 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-20 | 263.7675 | 1 | -1 | 1 | 1 | 1 | 0.036 | 0.330 | 0.634 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-21 | 262.8296 | 1 | 0 | 1 | 1 | 1 | 0.042 | 0.416 | 0.542 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-22 | 264.4592 | 1 | 0 | 1 | 1 | 1 | 0.004 | 0.012 | 0.984 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-25 | 264.8192 | 1 | -1 | 1 | 1 | 1 | 0.000 | 0.246 | 0.754 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-26 | 264.6297 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.234 | 0.766 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-27 | 264.5160 | 1 | 0 | 0 | 0 | 0 | 0.296 | 0.492 | 0.212 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-02-28 | 264.0233 | 1 | -1 | -1 | 0 | -1 | 0.404 | 0.596 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-01 | 265.6718 | 1 | 1 | -1 | 0 | 0 | 0.042 | 0.546 | 0.412 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-04 | 264.7055 | 1 | 0 | -1 | 0 | 0 | 0.084 | 0.628 | 0.288 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-05 | 264.3455 | 1 | -1 | -1 | 0 | -1 | 0.058 | 0.764 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-06 | 262.7444 | 1 | 0 | 0 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-07 | 260.5464 | 1 | 0 | 0 | 0 | 0 | 0.232 | 0.734 | 0.034 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-08 | 260.0253 | 1 | 0 | 1 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-11 | 263.7960 | 1 | 1 | 1 | 0 | 0 | 0.002 | 0.822 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-12 | 264.7907 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-13 | 266.5435 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-14 | 266.3729 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-15 | 267.6833 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-18 | 268.6539 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-19 | 268.7205 | 1 | 1 | 0 | 1 | 1 | 0.002 | 0.064 | 0.934 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-20 | 267.9117 | 1 | -1 | 0 | -1 | -1 | 0.424 | 0.404 | 0.172 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-21 | 270.9376 | 1 | 0 | -1 | 1 | 1 | 0.026 | 0.446 | 0.528 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-22 | 265.7231 | 1 | 0 | -1 | 0 | 0 | 0.442 | 0.556 | 0.002 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-25 | 265.5232 | 1 | -1 | 0 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-26 | 267.5025 | 1 | 1 | 0 | 0 | 0 | 0.070 | 0.642 | 0.288 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-27 | 266.1037 | 1 | 0 | 1 | 0 | 0 | 0.306 | 0.662 | 0.032 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-28 | 267.1123 | 1 | 0 | 1 | 1 | 1 | 0.072 | 0.294 | 0.634 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-03-29 | 268.7966 | 1 | 1 | 1 | 0 | 0 | 0.004 | 0.762 | 0.234 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-01 | 271.9843 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-02 | 272.1175 | 1 | 1 | 1 | 1 | 1 | 0.002 | 0.064 | 0.934 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-03 | 272.5457 | 1 | 1 | 1 | 1 | 1 | 0.250 | 0.064 | 0.686 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-04 | 273.2689 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-05 | 274.5916 | 1 | 0 | 0 | 1 | 1 | 0.002 | 0.332 | 0.666 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-08 | 274.8009 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.264 | 0.736 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-09 | 273.3926 | 1 | -1 | 0 | -1 | -1 | 0.668 | 0.328 | 0.004 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-10 | 274.3252 | 1 | 0 | 1 | 0 | 0 | 0.116 | 0.556 | 0.328 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-11 | 274.2490 | 1 | 0 | 0 | 0 | 0 | 0.084 | 0.628 | 0.288 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-12 | 276.1046 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-15 | 275.9238 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-16 | 276.1046 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.026 | 0.974 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-17 | 275.4290 | 1 | 0 | 1 | 0 | 0 | 0.084 | 0.628 | 0.288 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-18 | 275.9714 | 1 | 0 | 1 | 0 | 0 | 0.066 | 0.568 | 0.366 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-22 | 276.2093 | 1 | 0 | 1 | 1 | 1 | 0.158 | 0.420 | 0.422 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-23 | 278.6928 | 1 | -1 | 1 | 1 | 1 | 0.020 | 0.092 | 0.888 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-24 | 278.0743 | 1 | 0 | 1 | 0 | 0 | 0.006 | 0.502 | 0.492 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-25 | 277.9030 | 1 | -1 | 1 | 0 | -1 | 0.206 | 0.534 | 0.260 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-26 | 279.1972 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-29 | 279.6349 | 1 | 1 | 0 | 1 | 1 | 0.046 | 0.282 | 0.672 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-04-30 | 279.7776 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.116 | 0.884 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-01 | 277.6747 | 1 | 0 | 0 | 0 | 0 | 0.268 | 0.548 | 0.184 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-02 | 277.0752 | 1 | -1 | 0 | -1 | -1 | 0.748 | 0.148 | 0.104 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-03 | 279.7871 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.464 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-06 | 278.6357 | 1 | 0 | -1 | 0 | 0 | 0.056 | 0.538 | 0.406 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-07 | 273.9826 | 1 | 1 | -1 | 0 | 0 | 0.198 | 0.798 | 0.004 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-08 | 273.6020 | 1 | 1 | -1 | 0 | 0 | 0.236 | 0.696 | 0.068 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-09 | 272.7741 | 1 | 0 | -1 | 0 | 0 | 0.074 | 0.860 | 0.066 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-10 | 274.1444 | 1 | 0 | 0 | 0 | 0 | 0.364 | 0.470 | 0.166 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-13 | 267.2551 | 1 | 0 | 0 | -1 | -1 | 0.524 | 0.476 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-14 | 269.6720 | 1 | 0 | 0 | 0 | 0 | 0.082 | 0.794 | 0.124 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-15 | 271.2516 | 1 | 0 | 1 | 1 | 1 | 0.116 | 0.092 | 0.792 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-16 | 273.7637 | 1 | 1 | 0 | 1 | 1 | 0.000 | 0.336 | 0.664 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-17 | 271.9938 | 1 | 0 | 0 | 1 | 1 | 0.006 | 0.052 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-20 | 270.1954 | 1 | -1 | -1 | -1 | -1 | 0.624 | 0.250 | 0.126 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-21 | 272.6314 | 1 | 0 | -1 | 1 | 1 | 0.072 | 0.190 | 0.738 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-22 | 271.7940 | 1 | 0 | -1 | 0 | 0 | 0.084 | 0.702 | 0.214 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-23 | 268.4731 | 1 | -1 | -1 | -1 | -1 | 0.714 | 0.286 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-24 | 269.0821 | 1 | 0 | -1 | 0 | 0 | 0.398 | 0.424 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-28 | 266.5795 | 1 | 0 | -1 | -1 | -1 | 0.516 | 0.472 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-29 | 264.7905 | 1 | 0 | -1 | 0 | 0 | 0.236 | 0.756 | 0.008 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-30 | 265.5137 | 1 | 0 | 0 | 0 | 0 | 0.398 | 0.424 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-05-31 | 261.9359 | 1 | 0 | 0 | 0 | 0 | 0.334 | 0.660 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-03 | 261.2698 | 1 | 0 | 1 | 0 | 0 | 0.296 | 0.682 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-04 | 266.9411 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.364 | 0.636 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-05 | 269.2534 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-06 | 271.0042 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.400 | 0.600 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-07 | 273.7162 | 1 | -1 | 1 | 1 | 1 | 0.000 | 0.004 | 0.996 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-10 | 274.9722 | 1 | -1 | 1 | 1 | 1 | 0.000 | 0.006 | 0.994 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-11 | 274.9056 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-12 | 274.4203 | 1 | 0 | 1 | 1 | 1 | 0.010 | 0.494 | 0.496 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-13 | 275.5527 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-14 | 275.2482 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-17 | 275.3528 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.026 | 0.974 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-18 | 278.2361 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-19 | 278.8641 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-20 | 281.5285 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-21 | 281.1208 | 1 | 0 | 0 | 1 | 1 | 0.028 | 0.436 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-24 | 280.7766 | 1 | 0 | 0 | 1 | 1 | 0.002 | 0.266 | 0.732 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-25 | 278.0228 | 1 | -1 | 0 | 0 | -1 | 0.058 | 0.764 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-26 | 277.7455 | 1 | 0 | 0 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-27 | 278.7303 | 1 | 0 | 1 | 0 | 0 | 0.052 | 0.940 | 0.008 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-06-28 | 280.1646 | 1 | 1 | 1 | 0 | 0 | 0.008 | 0.684 | 0.308 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-01 | 282.7081 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.096 | 0.904 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-02 | 283.4444 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.150 | 0.850 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-03 | 285.7106 | 1 | 0 | 0 | 1 | 1 | 0.002 | 0.332 | 0.666 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-05 | 285.3854 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.122 | 0.878 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-08 | 283.8173 | 1 | 0 | 0 | -1 | -1 | 0.584 | 0.352 | 0.064 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-09 | 284.1711 | 1 | 0 | 1 | 0 | 0 | 0.186 | 0.678 | 0.136 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-10 | 285.5289 | 1 | 0 | 1 | 0 | 0 | 0.116 | 0.556 | 0.328 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-11 | 286.1982 | 1 | -1 | 0 | 1 | 1 | 0.000 | 0.012 | 0.988 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-12 | 287.4795 | 1 | 0 | 0 | 1 | 1 | 0.010 | 0.370 | 0.620 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-15 | 287.5751 | 1 | 0 | -1 | 1 | 1 | 0.004 | 0.488 | 0.508 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-16 | 286.6476 | 1 | 0 | -1 | -1 | -1 | 0.550 | 0.400 | 0.050 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-17 | 284.6970 | 1 | -1 | -1 | -1 | -1 | 0.748 | 0.148 | 0.104 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-18 | 285.7392 | 1 | 0 | 0 | -1 | -1 | 0.636 | 0.192 | 0.172 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-19 | 284.1520 | 1 | 0 | 0 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-22 | 284.8500 | 1 | 0 | 1 | 0 | 0 | 0.052 | 0.940 | 0.008 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-23 | 286.8867 | 1 | 1 | 1 | 0 | 0 | 0.002 | 0.822 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-24 | 288.2349 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.150 | 0.850 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-25 | 286.8580 | 1 | 0 | 0 | 1 | 1 | 0.028 | 0.436 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-26 | 288.7799 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-29 | 288.2540 | 1 | 0 | -1 | 1 | 1 | 0.010 | 0.494 | 0.496 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-30 | 287.5464 | 1 | 0 | -1 | -1 | -1 | 0.678 | 0.310 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-07-31 | 284.4006 | 1 | 0 | -1 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-01 | 281.9240 | 1 | 1 | -1 | 0 | 0 | 0.236 | 0.696 | 0.068 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-02 | 279.8013 | 1 | 1 | -1 | 0 | 0 | 0.198 | 0.798 | 0.004 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-05 | 271.3868 | 1 | 0 | 0 | 0 | 0 | 0.222 | 0.688 | 0.090 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-06 | 275.1924 | 1 | 0 | 0 | 0 | 0 | 0.082 | 0.794 | 0.124 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-07 | 275.3550 | 1 | 0 | 0 | -1 | -1 | 0.582 | 0.192 | 0.226 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-08 | 280.7575 | 1 | 1 | 0 | 1 | 1 | 0.000 | 0.336 | 0.664 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-09 | 278.8451 | 1 | 0 | 0 | 1 | 1 | 0.114 | 0.352 | 0.534 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-12 | 275.4506 | 1 | -1 | 0 | -1 | -1 | 0.714 | 0.286 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-13 | 279.7343 | 1 | 0 | 0 | 1 | 1 | 0.034 | 0.168 | 0.798 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-14 | 271.4633 | 1 | 0 | 0 | 0 | 0 | 0.304 | 0.674 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-15 | 272.1804 | 1 | 0 | 1 | 0 | 0 | 0.100 | 0.854 | 0.046 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-16 | 276.1964 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.364 | 0.636 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-19 | 279.5240 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-20 | 277.3821 | 1 | 0 | 0 | 1 | 1 | 0.114 | 0.352 | 0.534 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-21 | 279.6387 | 1 | 1 | 0 | 1 | 1 | 0.000 | 0.172 | 0.828 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-22 | 279.5527 | 1 | 0 | 0 | 1 | 1 | 0.010 | 0.170 | 0.820 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-23 | 272.3717 | 1 | -1 | 0 | -1 | -1 | 0.798 | 0.202 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-26 | 275.3837 | 1 | -1 | 0 | -1 | -1 | 0.556 | 0.402 | 0.042 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-27 | 274.3032 | 1 | 0 | 1 | 0 | 0 | 0.296 | 0.682 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-28 | 276.2347 | 1 | 0 | 1 | 1 | 1 | 0.110 | 0.168 | 0.722 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-29 | 279.7630 | 1 | 1 | 1 | 1 | 1 | 0.024 | 0.184 | 0.792 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-08-30 | 279.6387 | 1 | 0 | 1 | 1 | 1 | 0.010 | 0.170 | 0.820 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-03 | 278.0036 | 1 | 0 | 1 | 1 | 1 | 0.134 | 0.426 | 0.440 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-04 | 281.1591 | 1 | 0 | 1 | 1 | 1 | 0.072 | 0.190 | 0.738 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-05 | 284.7735 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-06 | 284.9934 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-09 | 285.1368 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.110 | 0.890 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-10 | 285.0699 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.134 | 0.866 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-11 | 287.0970 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-12 | 288.0915 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-13 | 287.9002 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-16 | 287.0110 | 1 | -1 | 0 | 0 | -1 | 0.058 | 0.764 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-17 | 287.7377 | 1 | 0 | 0 | 1 | 1 | 0.034 | 0.480 | 0.486 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-18 | 287.9098 | 1 | 0 | 0 | 1 | 1 | 0.034 | 0.480 | 0.486 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-19 | 287.8907 | 1 | 0 | -1 | 0 | 0 | 0.080 | 0.654 | 0.266 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-20 | 286.5363 | 1 | 0 | -1 | 0 | 0 | 0.306 | 0.662 | 0.032 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-23 | 286.4691 | 1 | 0 | -1 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-24 | 284.2212 | 1 | -1 | -1 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-25 | 285.9023 | 1 | 0 | -1 | -1 | -1 | 0.714 | 0.194 | 0.092 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-26 | 285.3067 | 1 | 0 | -1 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-27 | 283.7697 | 1 | 0 | -1 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-09-30 | 285.0858 | 1 | 0 | 0 | 0 | 0 | 0.198 | 0.424 | 0.378 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-01 | 281.6948 | 1 | 0 | 0 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-02 | 276.7187 | 1 | 1 | 0 | 0 | 0 | 0.198 | 0.798 | 0.004 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-03 | 278.9858 | 1 | 0 | 0 | 0 | 0 | 0.100 | 0.854 | 0.046 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-04 | 282.7611 | 1 | 1 | 0 | 1 | 1 | 0.000 | 0.364 | 0.636 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-07 | 281.5411 | 1 | 0 | 0 | 1 | 1 | 0.114 | 0.352 | 0.534 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-08 | 277.1702 | 1 | -1 | 0 | -1 | -1 | 0.714 | 0.286 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-09 | 279.8023 | 1 | 0 | 1 | 0 | 0 | 0.414 | 0.430 | 0.156 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-10 | 281.6948 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.102 | 0.898 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-11 | 284.6151 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-14 | 284.2981 | 1 | 0 | 1 | 1 | 1 | 0.006 | 0.052 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-15 | 287.1127 | 1 | 1 | 1 | 1 | 1 | 0.006 | 0.256 | 0.738 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-16 | 286.6516 | 1 | 1 | 1 | 1 | 1 | 0.192 | 0.188 | 0.620 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-17 | 287.4970 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-18 | 286.2385 | 1 | -1 | 1 | -1 | -1 | 0.668 | 0.328 | 0.004 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-21 | 288.1790 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.464 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-22 | 287.2376 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-23 | 288.0733 | 1 | 0 | 1 | 1 | 1 | 0.118 | 0.332 | 0.550 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-24 | 288.5441 | 1 | -1 | 1 | 1 | 1 | 0.008 | 0.232 | 0.760 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-25 | 289.7256 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.096 | 0.904 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-28 | 291.3587 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-29 | 291.2722 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-30 | 292.1656 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-10-31 | 291.3875 | 1 | 0 | 1 | 1 | 1 | 0.028 | 0.436 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-01 | 294.0869 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-04 | 295.2685 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.048 | 0.952 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-05 | 294.9418 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-06 | 295.0091 | 1 | 0 | 1 | 1 | 1 | 0.004 | 0.180 | 0.816 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-07 | 296.0466 | 1 | -1 | 1 | 1 | 1 | 0.000 | 0.246 | 0.754 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-08 | 296.7766 | 1 | -1 | 1 | 1 | 1 | 0.000 | 0.246 | 0.754 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-11 | 296.2099 | 1 | -1 | 1 | 0 | -1 | 0.104 | 0.626 | 0.270 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-12 | 296.8343 | 1 | 0 | 1 | 0 | 0 | 0.116 | 0.556 | 0.328 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-13 | 296.9303 | 1 | -1 | 1 | 1 | 1 | 0.000 | 0.246 | 0.754 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-14 | 297.3626 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.026 | 0.974 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-15 | 299.5144 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-18 | 299.7354 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-19 | 299.6489 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.140 | 0.860 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-20 | 298.5346 | 1 | -1 | 0 | 0 | -1 | 0.412 | 0.576 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-21 | 298.0543 | 1 | -1 | 0 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-22 | 298.7171 | 1 | 0 | 1 | 0 | 0 | 0.274 | 0.416 | 0.310 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-25 | 301.0322 | 1 | -1 | 1 | 1 | 1 | 0.000 | 0.004 | 0.996 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-26 | 301.7143 | 1 | -1 | 0 | 1 | 1 | 0.000 | 0.010 | 0.990 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-27 | 303.0592 | 1 | 1 | 0 | 1 | 1 | 0.026 | 0.142 | 0.832 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-11-29 | 301.9352 | 1 | 0 | 0 | 0 | 0 | 0.006 | 0.502 | 0.492 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-02 | 299.3703 | 1 | -1 | 0 | -1 | -1 | 0.862 | 0.108 | 0.030 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-03 | 297.3626 | 1 | -1 | 0 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-04 | 299.1974 | 1 | 0 | 1 | 0 | 0 | 0.052 | 0.940 | 0.008 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-05 | 299.7354 | 1 | 1 | 1 | 1 | 1 | 0.016 | 0.360 | 0.624 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-06 | 302.4732 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.004 | 0.996 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-09 | 301.5221 | 1 | 0 | 1 | 1 | 1 | 0.010 | 0.494 | 0.496 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-10 | 301.1859 | 1 | 0 | 1 | -1 | -1 | 0.670 | 0.200 | 0.130 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-11 | 302.0409 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.464 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-12 | 304.6442 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-13 | 304.8267 | 1 | 1 | 1 | 1 | 1 | 0.002 | 0.064 | 0.934 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-16 | 306.9209 | 1 | 1 | 1 | 1 | 1 | 0.042 | 0.366 | 0.592 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-17 | 306.9881 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.264 | 0.736 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-18 | 307.0073 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.110 | 0.890 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-19 | 308.2658 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-20 | 309.6106 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.048 | 0.952 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-23 | 310.0837 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-24 | 310.0933 | 1 | 0 | 0 | 1 | 1 | 0.002 | 0.162 | 0.836 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-26 | 311.7440 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-27 | 311.6668 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.112 | 0.888 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-30 | 309.9485 | 1 | -1 | 0 | 0 | -1 | 0.058 | 0.764 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2019 | 2019-12-31 | 310.7015 | 1 | 0 | 0 | 0 | 0 | 0.012 | 0.966 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-02 | 313.6071 | 1 | -1 | 0 | 1 | 1 | 0.020 | 0.092 | 0.888 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-03 | 311.2324 | 1 | 0 | 0 | 0 | 0 | 0.164 | 0.786 | 0.050 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-06 | 312.4198 | 1 | 0 | 1 | 1 | 1 | 0.158 | 0.420 | 0.422 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-07 | 311.5413 | 1 | -1 | 1 | -1 | -1 | 0.562 | 0.396 | 0.042 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-08 | 313.2017 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-09 | 315.3254 | 1 | -1 | 1 | 1 | 1 | 0.000 | 0.010 | 0.990 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-10 | 314.4180 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-13 | 316.5803 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-14 | 316.0977 | 1 | 0 | 1 | 0 | 0 | 0.006 | 0.502 | 0.492 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-15 | 316.8120 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.116 | 0.884 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-16 | 319.4474 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-17 | 320.4417 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-21 | 319.8142 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.140 | 0.860 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-22 | 319.8528 | 1 | 0 | 0 | 1 | 1 | 0.004 | 0.180 | 0.816 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-23 | 320.2196 | 1 | 0 | -1 | 1 | 1 | 0.060 | 0.210 | 0.730 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-24 | 317.3719 | 1 | -1 | -1 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-27 | 312.2846 | 1 | -1 | -1 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-28 | 315.5571 | 1 | 0 | -1 | 0 | 0 | 0.052 | 0.940 | 0.008 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-29 | 315.2964 | 1 | 0 | 0 | 0 | 0 | 0.090 | 0.844 | 0.066 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-30 | 316.3197 | 1 | 0 | 0 | 1 | 1 | 0.026 | 0.446 | 0.528 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-01-31 | 310.5760 | 1 | 0 | 0 | -1 | -1 | 0.524 | 0.476 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-03 | 312.8831 | 1 | 0 | 1 | 0 | 0 | 0.052 | 0.940 | 0.008 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-04 | 317.6518 | 1 | 1 | 1 | 0 | 0 | 0.002 | 0.822 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-05 | 321.3201 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-06 | 322.4013 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-07 | 320.6830 | 1 | 1 | 1 | 0 | 0 | 0.194 | 0.528 | 0.278 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-10 | 323.0770 | 1 | 1 | 1 | 1 | 1 | 0.002 | 0.064 | 0.934 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-11 | 323.6369 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-12 | 325.7220 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-13 | 325.3745 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-14 | 325.8958 | 1 | 0 | 0 | 1 | 1 | 0.006 | 0.276 | 0.718 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-18 | 325.0559 | 1 | -1 | -1 | 0 | -1 | 0.058 | 0.764 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-19 | 326.6101 | 1 | 0 | -1 | 0 | 0 | 0.116 | 0.556 | 0.328 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-20 | 325.2683 | 1 | 0 | -1 | 0 | 0 | 0.306 | 0.662 | 0.032 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-21 | 321.9186 | 1 | -1 | -1 | 0 | -1 | 0.404 | 0.596 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-24 | 311.2420 | 1 | -1 | -1 | -1 | -1 | 0.632 | 0.368 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-25 | 301.8108 | 1 | 1 | -1 | 0 | 0 | 0.184 | 0.630 | 0.186 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-26 | 300.7006 | 1 | 0 | -1 | 0 | 0 | 0.288 | 0.552 | 0.160 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-27 | 287.1957 | 1 | 0 | 0 | 0 | 0 | 0.106 | 0.754 | 0.140 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-02-28 | 285.9890 | 1 | 0 | 0 | 0 | 0 | 0.296 | 0.682 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-02 | 298.3742 | 1 | 1 | 0 | 1 | 1 | 0.008 | 0.224 | 0.768 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-03 | 289.8310 | 1 | 0 | -1 | 0 | 0 | 0.084 | 0.702 | 0.214 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-04 | 302.0135 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-05 | 291.9740 | 1 | -1 | -1 | -1 | -1 | 0.624 | 0.250 | 0.126 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-06 | 287.1474 | 1 | 0 | -1 | 0 | 0 | 0.434 | 0.454 | 0.112 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-09 | 264.7227 | 1 | 1 | -1 | 0 | 0 | 0.062 | 0.872 | 0.066 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-10 | 278.4208 | 1 | 0 | -1 | 0 | 0 | 0.414 | 0.430 | 0.156 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-11 | 264.8482 | 1 | 0 | -1 | 0 | 0 | 0.334 | 0.660 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-12 | 239.5083 | 1 | 0 | -1 | 0 | 0 | 0.222 | 0.688 | 0.090 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-13 | 259.9830 | 1 | 0 | -1 | 0 | 0 | 0.414 | 0.430 | 0.156 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-16 | 231.5347 | 1 | 0 | -1 | 0 | 0 | 0.334 | 0.660 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-17 | 244.0357 | 1 | 0 | -1 | 0 | 0 | 0.414 | 0.430 | 0.156 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-18 | 231.6795 | 1 | 0 | -1 | -1 | -1 | 0.516 | 0.472 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-19 | 232.1718 | 1 | 0 | 0 | 0 | 0 | 0.398 | 0.424 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-20 | 222.2246 | 1 | 0 | 0 | -1 | -1 | 0.516 | 0.472 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-23 | 216.5427 | 1 | 0 | 1 | 0 | 0 | 0.128 | 0.704 | 0.168 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-24 | 236.1622 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.364 | 0.636 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-25 | 239.6976 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-26 | 253.6934 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.400 | 0.600 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-27 | 246.1370 | 1 | 0 | 0 | 1 | 1 | 0.010 | 0.170 | 0.820 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-30 | 254.1305 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-03-31 | 250.3426 | 1 | 0 | 0 | 1 | 1 | 0.114 | 0.352 | 0.534 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-01 | 239.0760 | 1 | -1 | 0 | -1 | -1 | 0.798 | 0.202 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-02 | 244.5927 | 1 | 0 | 0 | 0 | 0 | 0.398 | 0.424 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-03 | 241.0573 | 1 | 0 | 1 | 0 | 0 | 0.334 | 0.660 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-06 | 257.2483 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.364 | 0.636 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-07 | 257.5105 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-08 | 266.1547 | 1 | -1 | 1 | 1 | 1 | 0.000 | 0.010 | 0.990 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-09 | 270.2049 | 1 | -1 | 1 | 1 | 1 | 0.000 | 0.010 | 0.990 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-13 | 267.7379 | 1 | 0 | 1 | 1 | 1 | 0.114 | 0.352 | 0.534 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-14 | 275.6342 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-15 | 269.7775 | 1 | 0 | 0 | 0 | 0 | 0.138 | 0.676 | 0.186 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-16 | 271.0790 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.026 | 0.974 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-17 | 278.4023 | 1 | 0 | -1 | 1 | 1 | 0.004 | 0.012 | 0.984 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-20 | 273.4975 | 1 | 0 | -1 | -1 | -1 | 0.550 | 0.400 | 0.050 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-21 | 265.1932 | 1 | -1 | 0 | 0 | -1 | 0.412 | 0.576 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-22 | 271.0790 | 1 | 0 | 0 | 0 | 0 | 0.048 | 0.876 | 0.076 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-23 | 271.0596 | 1 | 0 | 1 | 0 | 0 | 0.084 | 0.628 | 0.288 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-24 | 274.8378 | 1 | 0 | 1 | 1 | 1 | 0.004 | 0.012 | 0.984 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-27 | 278.8006 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-28 | 277.5185 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-29 | 284.7835 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-04-30 | 282.1320 | 1 | 0 | -1 | 1 | 1 | 0.028 | 0.436 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-01 | 274.6630 | 1 | -1 | -1 | 0 | -1 | 0.412 | 0.576 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-04 | 275.4206 | 1 | 0 | 0 | 0 | 0 | 0.012 | 0.966 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-05 | 277.9653 | 1 | 0 | 0 | 0 | 0 | 0.100 | 0.620 | 0.280 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-06 | 276.0810 | 1 | 0 | 0 | 0 | 0 | 0.084 | 0.628 | 0.288 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-07 | 279.4124 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.026 | 0.974 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-08 | 284.0357 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.004 | 0.996 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-11 | 284.0939 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-12 | 278.4315 | 1 | 0 | -1 | -1 | -1 | 0.678 | 0.310 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-13 | 273.5072 | 1 | -1 | 0 | 0 | -1 | 0.404 | 0.596 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-14 | 276.7803 | 1 | 0 | 0 | -1 | -1 | 0.636 | 0.192 | 0.172 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-15 | 278.0527 | 1 | 0 | 1 | 0 | 0 | 0.100 | 0.620 | 0.280 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-18 | 286.5221 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.004 | 0.996 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-19 | 283.5792 | 1 | 0 | 1 | 1 | 1 | 0.010 | 0.494 | 0.496 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-20 | 288.3966 | 1 | 1 | 1 | 1 | 1 | 0.006 | 0.256 | 0.738 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-21 | 286.4055 | 1 | 1 | 1 | 0 | 0 | 0.194 | 0.528 | 0.278 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-22 | 286.9494 | 1 | 0 | 1 | 1 | 1 | 0.030 | 0.078 | 0.892 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-26 | 290.4848 | 1 | 0 | 1 | 1 | 1 | 0.036 | 0.318 | 0.646 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-27 | 294.8069 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-28 | 294.2630 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-05-29 | 295.5742 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.110 | 0.890 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-01 | 296.7689 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.110 | 0.890 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-02 | 299.2262 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-03 | 303.2083 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-04 | 302.4119 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-05 | 310.1626 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-08 | 313.9116 | 1 | 0 | 0 | 1 | 1 | 0.006 | 0.232 | 0.762 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-09 | 311.5709 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.140 | 0.860 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-10 | 309.8324 | 1 | 0 | 0 | 1 | 1 | 0.002 | 0.266 | 0.732 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-11 | 291.9709 | 1 | -1 | 0 | -1 | -1 | 0.748 | 0.148 | 0.104 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-12 | 295.4674 | 1 | 0 | 0 | -1 | -1 | 0.636 | 0.192 | 0.172 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-15 | 298.2258 | 1 | 0 | 0 | 0 | 0 | 0.012 | 0.966 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-16 | 303.9659 | 1 | 1 | 1 | 1 | 1 | 0.040 | 0.378 | 0.582 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-17 | 302.7033 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-18 | 302.8198 | 1 | 0 | 0 | 1 | 1 | 0.036 | 0.106 | 0.858 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-19 | 301.0971 | 1 | 0 | 0 | 0 | 0 | 0.396 | 0.584 | 0.020 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-22 | 303.0287 | 1 | 0 | 0 | 1 | 1 | 0.150 | 0.268 | 0.582 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-23 | 304.4237 | 1 | 1 | -1 | 1 | 1 | 0.010 | 0.446 | 0.544 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-24 | 296.6583 | 1 | 0 | -1 | 0 | 0 | 0.442 | 0.556 | 0.002 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-25 | 299.8386 | 1 | 0 | 0 | 0 | 0 | 0.012 | 0.966 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-26 | 292.7170 | 1 | 0 | 0 | 0 | 0 | 0.232 | 0.734 | 0.034 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-29 | 297.0192 | 1 | 0 | 1 | -1 | -1 | 0.492 | 0.428 | 0.080 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-06-30 | 300.8239 | 1 | 1 | 1 | 1 | 1 | 0.010 | 0.446 | 0.544 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-01 | 302.9311 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-02 | 304.5993 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-06 | 309.3015 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-07 | 306.1114 | 1 | 0 | 0 | 1 | 1 | 0.010 | 0.494 | 0.496 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-08 | 308.4528 | 1 | 1 | 0 | 1 | 1 | 0.006 | 0.256 | 0.738 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-09 | 306.6968 | 1 | 0 | 0 | 0 | 0 | 0.128 | 0.656 | 0.216 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-10 | 309.8283 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.116 | 0.884 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-13 | 307.1455 | 1 | 0 | 1 | 0 | 0 | 0.128 | 0.656 | 0.216 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-14 | 311.1258 | 1 | 0 | 1 | 1 | 1 | 0.050 | 0.380 | 0.570 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-15 | 313.9842 | 1 | 0 | 1 | 1 | 1 | 0.020 | 0.426 | 0.554 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-16 | 312.9501 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-17 | 313.8574 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.110 | 0.890 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-20 | 316.3939 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-21 | 317.0670 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-22 | 318.8718 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-23 | 315.0671 | 1 | -1 | -1 | -1 | -1 | 0.668 | 0.328 | 0.004 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-24 | 313.0379 | 1 | 0 | 0 | 0 | 0 | 0.232 | 0.734 | 0.034 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-27 | 315.3207 | 1 | 0 | 0 | -1 | -1 | 0.714 | 0.194 | 0.092 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-28 | 313.3208 | 1 | -1 | 1 | 0 | -1 | 0.404 | 0.596 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-29 | 317.1743 | 1 | 1 | 1 | 0 | 0 | 0.002 | 0.822 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-30 | 316.0427 | 1 | 0 | 1 | 0 | 0 | 0.056 | 0.538 | 0.406 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-07-31 | 318.5401 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.464 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-03 | 320.7546 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-04 | 321.9936 | 1 | 1 | 1 | 1 | 1 | 0.024 | 0.046 | 0.930 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-05 | 323.9935 | 1 | 1 | 1 | 1 | 1 | 0.026 | 0.142 | 0.832 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-06 | 326.1592 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.048 | 0.952 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-07 | 326.3934 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-10 | 327.3689 | 1 | -1 | 1 | 1 | 1 | 0.024 | 0.310 | 0.666 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-11 | 324.6666 | 1 | 0 | 1 | 0 | 0 | 0.128 | 0.656 | 0.216 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-12 | 329.1932 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-13 | 328.5981 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-14 | 328.6079 | 1 | 0 | 1 | 1 | 1 | 0.004 | 0.180 | 0.816 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-17 | 329.6517 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.026 | 0.974 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-18 | 330.3639 | 1 | 0 | 1 | 1 | 1 | 0.004 | 0.012 | 0.984 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-19 | 328.9883 | 1 | 0 | 1 | 0 | 0 | 0.268 | 0.548 | 0.184 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-20 | 330.0127 | 1 | 0 | 1 | 0 | 0 | 0.066 | 0.568 | 0.366 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-21 | 331.1834 | 1 | 0 | 1 | 1 | 1 | 0.034 | 0.480 | 0.486 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-24 | 334.5393 | 1 | -1 | 1 | 1 | 1 | 0.000 | 0.004 | 0.996 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-25 | 335.7100 | 1 | -1 | 1 | 1 | 1 | 0.000 | 0.006 | 0.994 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-26 | 339.0756 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-27 | 339.8171 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.048 | 0.952 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-28 | 342.0121 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-08-31 | 340.7731 | 1 | 0 | 0 | 0 | 0 | 0.006 | 0.502 | 0.492 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-01 | 343.9827 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-02 | 348.9581 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-03 | 336.9489 | 1 | -1 | -1 | -1 | -1 | 0.668 | 0.328 | 0.004 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-04 | 334.1978 | 1 | -1 | -1 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-08 | 325.0666 | 1 | -1 | -1 | -1 | -1 | 0.632 | 0.368 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-09 | 331.4858 | 1 | 0 | 0 | 0 | 0 | 0.052 | 0.940 | 0.008 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-10 | 325.7300 | 1 | 0 | 0 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-11 | 325.8958 | 1 | 0 | 0 | 0 | 0 | 0.012 | 0.966 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-14 | 330.1883 | 1 | 1 | 0 | 0 | 0 | 0.002 | 0.822 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-15 | 331.8565 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-16 | 330.5395 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-17 | 327.6323 | 1 | 0 | -1 | -1 | -1 | 0.678 | 0.310 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-18 | 323.8756 | 1 | 1 | -1 | 0 | 0 | 0.198 | 0.798 | 0.004 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-21 | 320.2710 | 1 | 0 | -1 | 0 | 0 | 0.172 | 0.646 | 0.182 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-22 | 323.5328 | 1 | 0 | 0 | 0 | 0 | 0.414 | 0.430 | 0.156 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-23 | 316.0298 | 1 | 0 | 0 | -1 | -1 | 0.516 | 0.472 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-24 | 316.8721 | 1 | 0 | 1 | 0 | 0 | 0.100 | 0.854 | 0.046 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-25 | 321.9950 | 1 | 0 | 1 | 1 | 1 | 0.006 | 0.072 | 0.922 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-28 | 327.3431 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-29 | 325.5604 | 1 | 0 | 1 | 1 | 1 | 0.114 | 0.352 | 0.534 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-09-30 | 328.0288 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-01 | 330.1347 | 1 | 1 | 0 | 1 | 1 | 0.000 | 0.172 | 0.828 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-02 | 327.0003 | 1 | -1 | 0 | -1 | -1 | 0.644 | 0.290 | 0.066 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-05 | 332.7990 | 1 | 0 | 1 | 1 | 1 | 0.144 | 0.296 | 0.560 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-06 | 328.0680 | 1 | 0 | 1 | 0 | 0 | 0.128 | 0.656 | 0.216 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-07 | 333.7785 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-08 | 336.7366 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-09 | 339.7437 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-12 | 345.2094 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-13 | 342.9565 | 1 | 0 | -1 | 1 | 1 | 0.010 | 0.494 | 0.496 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-14 | 340.8016 | 1 | 0 | -1 | 0 | 0 | 0.076 | 0.738 | 0.186 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-15 | 340.3804 | 1 | -1 | -1 | 0 | -1 | 0.058 | 0.764 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-16 | 340.1747 | 1 | 0 | -1 | 0 | 0 | 0.078 | 0.874 | 0.048 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-19 | 335.0029 | 1 | 0 | 0 | 0 | 0 | 0.078 | 0.874 | 0.048 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-20 | 336.3448 | 1 | 0 | 0 | 0 | 0 | 0.012 | 0.966 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-21 | 335.7082 | 1 | 0 | 0 | 0 | 0 | 0.232 | 0.734 | 0.034 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-22 | 337.5496 | 1 | 0 | 0 | 1 | 1 | 0.092 | 0.336 | 0.572 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-23 | 338.6957 | 1 | 1 | -1 | 0 | 0 | 0.042 | 0.546 | 0.412 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-26 | 332.4366 | 1 | 0 | -1 | 0 | 0 | 0.306 | 0.662 | 0.032 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-27 | 331.2906 | 1 | 0 | -1 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-28 | 319.9674 | 1 | 0 | -1 | 0 | 0 | 0.236 | 0.756 | 0.008 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-29 | 323.2194 | 1 | 0 | 0 | 0 | 0 | 0.082 | 0.794 | 0.124 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-10-30 | 319.8499 | 1 | 0 | 0 | 0 | 0 | 0.106 | 0.754 | 0.140 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-02 | 323.4349 | 1 | 0 | 1 | 0 | 0 | 0.258 | 0.502 | 0.240 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-03 | 329.1454 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-04 | 336.5016 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-05 | 343.0643 | 1 | 1 | 1 | 1 | 1 | 0.006 | 0.256 | 0.738 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-06 | 342.9859 | 1 | 1 | 1 | 1 | 1 | 0.192 | 0.188 | 0.620 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-09 | 347.2958 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-10 | 346.7864 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-11 | 349.3626 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-12 | 345.9734 | 1 | -1 | 0 | -1 | -1 | 0.668 | 0.328 | 0.004 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-13 | 350.7633 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.464 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-16 | 355.1417 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-17 | 353.2316 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-18 | 348.9805 | 1 | -1 | -1 | 0 | -1 | 0.058 | 0.764 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-19 | 350.4498 | 1 | 0 | 0 | 0 | 0 | 0.012 | 0.966 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-20 | 348.0500 | 1 | 0 | 0 | 0 | 0 | 0.232 | 0.734 | 0.034 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-23 | 350.1364 | 1 | 1 | 1 | 0 | 0 | 0.070 | 0.642 | 0.288 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-24 | 355.7784 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-25 | 355.2298 | 1 | 0 | 1 | 1 | 1 | 0.028 | 0.436 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-27 | 356.2191 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.026 | 0.974 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-11-30 | 354.6421 | 1 | -1 | 1 | 0 | -1 | 0.336 | 0.610 | 0.054 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-01 | 358.5210 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.464 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-02 | 359.2752 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.150 | 0.850 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-03 | 359.1773 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-04 | 362.2725 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-07 | 361.5281 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-08 | 362.5860 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.026 | 0.974 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-09 | 359.3340 | 1 | 0 | -1 | 0 | 0 | 0.084 | 0.628 | 0.288 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-10 | 359.2164 | 1 | -1 | 0 | -1 | -1 | 0.862 | 0.108 | 0.030 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-11 | 358.7953 | 1 | -1 | 0 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-14 | 357.1889 | 1 | 0 | 1 | 0 | 0 | 0.090 | 0.844 | 0.066 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-15 | 362.0178 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-16 | 362.5860 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-17 | 364.6136 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-18 | 363.1639 | 1 | 0 | 0 | -1 | -1 | 0.670 | 0.200 | 0.130 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-21 | 361.8654 | 1 | 0 | 0 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-22 | 361.2555 | 1 | 0 | 0 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-23 | 361.5801 | 1 | 0 | 1 | 0 | 0 | 0.012 | 0.966 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-24 | 362.9868 | 1 | 1 | 1 | 0 | 0 | 0.002 | 0.822 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-28 | 366.1051 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-29 | 365.4067 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-30 | 365.9281 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2020 | 2020-12-31 | 367.7873 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.048 | 0.952 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-04 | 362.7802 | 1 | 0 | 0 | -1 | -1 | 0.678 | 0.310 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-05 | 365.2788 | 1 | 0 | 1 | 0 | 0 | 0.012 | 0.966 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-06 | 367.4627 | 1 | 1 | 1 | 1 | 1 | 0.006 | 0.420 | 0.574 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-07 | 372.9222 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.014 | 0.986 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-08 | 375.0470 | 1 | 1 | 1 | 1 | 1 | 0.042 | 0.366 | 0.592 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-11 | 372.5189 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.134 | 0.866 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-12 | 372.5976 | 1 | 0 | 0 | 1 | 1 | 0.004 | 0.180 | 0.816 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-13 | 373.6010 | 1 | 0 | 0 | 1 | 1 | 0.004 | 0.180 | 0.816 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-14 | 372.2926 | 1 | 0 | 0 | 0 | 0 | 0.084 | 0.628 | 0.288 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-15 | 369.5776 | 1 | -1 | 1 | -1 | -1 | 0.748 | 0.148 | 0.104 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-19 | 372.4796 | 1 | 0 | 1 | 0 | 0 | 0.050 | 0.604 | 0.346 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-20 | 377.6342 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.004 | 0.996 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-21 | 377.9785 | 1 | 1 | 0 | 1 | 1 | 0.002 | 0.064 | 0.934 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-22 | 376.6406 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.134 | 0.866 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-25 | 378.1260 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-26 | 377.5358 | 1 | 0 | -1 | 0 | 0 | 0.128 | 0.656 | 0.216 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-27 | 368.3086 | 1 | -1 | -1 | -1 | -1 | 0.748 | 0.148 | 0.104 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-28 | 371.4762 | 1 | 0 | 0 | -1 | -1 | 0.714 | 0.194 | 0.092 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-01-29 | 364.0394 | 1 | 0 | 0 | 0 | 0 | 0.232 | 0.734 | 0.034 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-01 | 370.0990 | 1 | 0 | 1 | -1 | -1 | 0.492 | 0.428 | 0.080 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-02 | 375.3323 | 1 | 1 | 1 | 0 | 0 | 0.004 | 0.762 | 0.234 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-03 | 375.6274 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-04 | 379.8967 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-05 | 381.3919 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.104 | 0.896 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-08 | 384.1463 | 1 | 1 | 1 | 1 | 1 | 0.026 | 0.142 | 0.832 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-09 | 383.8905 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-10 | 383.7233 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.064 | 0.936 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-11 | 384.3430 | 1 | 0 | 1 | 1 | 1 | 0.002 | 0.162 | 0.836 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-12 | 386.2416 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.116 | 0.884 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-16 | 385.9071 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-17 | 385.9956 | 1 | 0 | -1 | 1 | 1 | 0.060 | 0.210 | 0.730 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-18 | 384.3529 | 1 | 0 | -1 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-19 | 383.6741 | 1 | 0 | -1 | 0 | 0 | 0.090 | 0.844 | 0.066 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-22 | 380.7230 | 1 | -1 | -1 | -1 | -1 | 0.570 | 0.408 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-23 | 381.1853 | 1 | 0 | 0 | -1 | -1 | 0.636 | 0.192 | 0.172 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-24 | 385.3857 | 1 | 1 | 0 | 1 | 1 | 0.040 | 0.378 | 0.582 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-25 | 376.0996 | 1 | 0 | 0 | 0 | 0 | 0.442 | 0.556 | 0.002 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-02-26 | 374.1617 | 1 | 0 | 0 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-01 | 383.2314 | 1 | 1 | 0 | 0 | 0 | 0.002 | 0.822 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-02 | 380.2410 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-03 | 375.2044 | 1 | -1 | 0 | 0 | -1 | 0.480 | 0.520 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-04 | 370.5613 | 1 | 1 | 0 | 0 | 0 | 0.198 | 0.798 | 0.004 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-05 | 377.3784 | 1 | 0 | 1 | 1 | 1 | 0.072 | 0.294 | 0.634 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-08 | 375.4995 | 1 | 0 | 1 | -1 | -1 | 0.472 | 0.456 | 0.072 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-09 | 380.8607 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-10 | 383.2314 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-11 | 387.1171 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.014 | 0.986 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-12 | 387.6384 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.104 | 0.896 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-15 | 389.9501 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-16 | 389.4583 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-17 | 390.7863 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-18 | 385.1005 | 1 | -1 | -1 | -1 | -1 | 0.668 | 0.328 | 0.004 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-19 | 384.3900 | 1 | 0 | -1 | 0 | 0 | 0.232 | 0.734 | 0.034 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-22 | 387.4594 | 1 | 0 | 0 | 0 | 0 | 0.198 | 0.424 | 0.378 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-23 | 384.4098 | 1 | 0 | 0 | 0 | 0 | 0.232 | 0.734 | 0.034 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-24 | 382.4556 | 1 | -1 | 0 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-25 | 384.6072 | 1 | 0 | 1 | -1 | -1 | 0.636 | 0.192 | 0.172 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-26 | 390.8051 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.490 | 0.510 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-29 | 390.6077 | 1 | 1 | 1 | 1 | 1 | 0.192 | 0.188 | 0.620 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-30 | 389.5714 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-03-31 | 391.1505 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-01 | 395.3746 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-05 | 401.0494 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-06 | 400.8126 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-07 | 401.2764 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.110 | 0.890 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-08 | 403.1812 | 1 | -1 | 1 | 1 | 1 | 0.024 | 0.310 | 0.666 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-09 | 406.1124 | 1 | -1 | 1 | 1 | 1 | 0.022 | 0.276 | 0.702 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-12 | 406.2604 | 1 | 0 | 1 | 1 | 1 | 0.002 | 0.162 | 0.836 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-13 | 407.4645 | 1 | 0 | 1 | 1 | 1 | 0.004 | 0.180 | 0.816 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-14 | 406.0729 | 1 | 0 | 1 | 1 | 1 | 0.020 | 0.380 | 0.600 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-15 | 410.4352 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-16 | 411.8070 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-19 | 409.7838 | 1 | 0 | 0 | 1 | 1 | 0.020 | 0.380 | 0.600 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-20 | 406.7835 | 1 | -1 | 0 | 0 | -1 | 0.412 | 0.576 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-21 | 410.6325 | 1 | 0 | 1 | 1 | 1 | 0.134 | 0.402 | 0.464 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-22 | 406.8822 | 1 | -1 | 1 | -1 | -1 | 0.562 | 0.396 | 0.042 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-23 | 411.2938 | 1 | 0 | 1 | 0 | 0 | 0.020 | 0.572 | 0.408 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-26 | 412.1524 | 1 | 0 | 1 | 1 | 1 | 0.004 | 0.012 | 0.984 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-27 | 412.0636 | 1 | 0 | 1 | 1 | 1 | 0.004 | 0.224 | 0.772 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-28 | 411.9452 | 1 | 0 | 0 | 1 | 1 | 0.004 | 0.224 | 0.772 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-29 | 414.5704 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.116 | 0.884 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-04-30 | 411.8465 | 1 | -1 | 0 | -1 | -1 | 0.668 | 0.328 | 0.004 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-03 | 412.7347 | 1 | 0 | 0 | 1 | 1 | 0.034 | 0.480 | 0.486 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-04 | 410.1884 | 1 | 0 | 0 | 0 | 0 | 0.306 | 0.662 | 0.032 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-05 | 410.3167 | 1 | 0 | 0 | 0 | 0 | 0.012 | 0.966 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-06 | 413.5933 | 1 | 1 | 0 | 0 | 0 | 0.002 | 0.822 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-07 | 416.6035 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-10 | 412.4781 | 1 | 0 | -1 | 0 | 0 | 0.128 | 0.656 | 0.216 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-11 | 408.7968 | 1 | -1 | 0 | 0 | -1 | 0.058 | 0.764 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-12 | 400.1118 | 1 | 1 | 0 | 0 | 0 | 0.198 | 0.798 | 0.004 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-13 | 404.9182 | 1 | 0 | 0 | 0 | 0 | 0.052 | 0.940 | 0.008 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-14 | 411.1359 | 1 | 1 | 0 | 0 | 0 | 0.002 | 0.822 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-17 | 410.0897 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-18 | 406.5565 | 1 | 1 | 0 | -1 | -1 | 0.472 | 0.276 | 0.252 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-19 | 405.4906 | 1 | 1 | 1 | 0 | 0 | 0.236 | 0.696 | 0.068 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-20 | 409.8529 | 1 | 1 | 1 | 0 | 0 | 0.002 | 0.822 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-21 | 409.5173 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-24 | 413.6920 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-25 | 412.7742 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-26 | 413.5933 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-27 | 413.8105 | 1 | 1 | 1 | 1 | 1 | 0.002 | 0.064 | 0.934 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-05-28 | 414.5507 | 1 | 1 | 1 | 1 | 1 | 0.002 | 0.064 | 0.934 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-01 | 414.1855 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-02 | 414.8369 | 1 | 0 | 1 | 1 | 1 | 0.036 | 0.106 | 0.858 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-03 | 413.2973 | 1 | 0 | 1 | 0 | 0 | 0.396 | 0.584 | 0.020 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-04 | 417.0772 | 1 | 1 | 1 | 0 | 0 | 0.002 | 0.822 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-07 | 416.6726 | 1 | 0 | 1 | 1 | 1 | 0.010 | 0.494 | 0.496 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-08 | 416.7614 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.116 | 0.884 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-09 | 416.1396 | 1 | 0 | 1 | 1 | 1 | 0.004 | 0.224 | 0.772 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-10 | 418.0740 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-11 | 418.7649 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-14 | 419.7024 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-15 | 418.9326 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-16 | 416.5936 | 1 | -1 | 0 | 0 | -1 | 0.058 | 0.764 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-17 | 416.4554 | 1 | -1 | 0 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-18 | 410.8555 | 1 | -1 | 1 | -1 | -1 | 0.632 | 0.368 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-21 | 416.7373 | 1 | 0 | 1 | 1 | 1 | 0.072 | 0.294 | 0.634 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-22 | 418.9652 | 1 | 1 | 1 | 1 | 1 | 0.002 | 0.460 | 0.538 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-23 | 418.4602 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-24 | 420.9357 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-25 | 422.4309 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.014 | 0.986 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-28 | 423.2825 | 1 | 1 | 1 | 1 | 1 | 0.006 | 0.256 | 0.738 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-29 | 423.5103 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.110 | 0.890 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-06-30 | 423.8667 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.110 | 0.890 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-01 | 426.2135 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-02 | 429.4713 | 1 | 0 | 1 | 1 | 1 | 0.002 | 0.332 | 0.666 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-06 | 428.6890 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-07 | 430.2040 | 1 | 0 | 1 | 1 | 1 | 0.002 | 0.132 | 0.866 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-08 | 426.6987 | 1 | 0 | 1 | -1 | -1 | 0.678 | 0.310 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-09 | 431.2537 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.464 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-12 | 432.7984 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.150 | 0.850 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-13 | 431.3230 | 1 | 0 | 0 | 1 | 1 | 0.028 | 0.436 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-14 | 431.9666 | 1 | 0 | -1 | 1 | 1 | 0.004 | 0.180 | 0.816 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-15 | 430.4912 | 1 | -1 | -1 | 0 | -1 | 0.412 | 0.576 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-16 | 427.1146 | 1 | -1 | 0 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-19 | 420.8070 | 1 | -1 | 0 | 0 | -1 | 0.404 | 0.596 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-20 | 426.8374 | 1 | 0 | 1 | 0 | 0 | 0.052 | 0.940 | 0.008 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-21 | 430.2932 | 1 | 1 | 1 | 0 | 0 | 0.002 | 0.822 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-22 | 431.1943 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-23 | 435.6304 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-26 | 436.6998 | 1 | 1 | 0 | 1 | 1 | 0.000 | 0.104 | 0.896 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-27 | 434.7095 | 1 | 1 | 0 | 0 | 0 | 0.194 | 0.528 | 0.278 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-28 | 434.5312 | 1 | 0 | 0 | 0 | 0 | 0.128 | 0.656 | 0.216 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-29 | 436.3334 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-07-30 | 434.2144 | 1 | 0 | 0 | -1 | -1 | 0.678 | 0.310 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-02 | 433.3034 | 1 | -1 | 0 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-03 | 436.8285 | 1 | 1 | 1 | 0 | 0 | 0.002 | 0.822 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-04 | 434.6798 | 1 | 0 | 1 | -1 | -1 | 0.584 | 0.352 | 0.064 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-05 | 437.4325 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-06 | 438.1554 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-09 | 437.7989 | 1 | 0 | 1 | 1 | 1 | 0.028 | 0.436 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-10 | 438.3435 | 1 | 0 | 1 | 1 | 1 | 0.004 | 0.012 | 0.984 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-11 | 439.4327 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.096 | 0.904 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-12 | 440.7497 | 1 | 1 | 0 | 1 | 1 | 0.000 | 0.104 | 0.896 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-13 | 441.5518 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-16 | 442.5915 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.048 | 0.952 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-17 | 439.6902 | 1 | -1 | 0 | -1 | -1 | 0.668 | 0.328 | 0.004 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-18 | 434.8778 | 1 | -1 | 0 | 0 | -1 | 0.404 | 0.596 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-19 | 435.5512 | 1 | 0 | 1 | -1 | -1 | 0.636 | 0.192 | 0.172 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-20 | 439.0169 | 1 | 1 | 1 | 0 | 0 | 0.002 | 0.822 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-23 | 442.8787 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-24 | 443.5817 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-25 | 444.5125 | 1 | 1 | 1 | 1 | 1 | 0.006 | 0.256 | 0.738 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-26 | 441.8885 | 1 | 0 | 1 | -1 | -1 | 0.584 | 0.352 | 0.064 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-27 | 445.8394 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-30 | 447.8000 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.014 | 0.986 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-08-31 | 447.1365 | 1 | 0 | 1 | 1 | 1 | 0.010 | 0.494 | 0.496 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-01 | 447.3742 | 1 | 0 | 0 | 1 | 1 | 0.002 | 0.162 | 0.836 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-02 | 448.7506 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.116 | 0.884 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-03 | 448.6416 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.136 | 0.864 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-07 | 447.0375 | 1 | -1 | -1 | 0 | -1 | 0.412 | 0.576 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-08 | 446.4929 | 1 | -1 | -1 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-09 | 444.5818 | 1 | -1 | -1 | 0 | -1 | 0.404 | 0.596 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-10 | 441.0765 | 1 | 0 | 0 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-13 | 442.2053 | 1 | 0 | 0 | 0 | 0 | 0.012 | 0.966 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-14 | 439.8189 | 1 | 0 | 0 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-15 | 443.4926 | 1 | 0 | 0 | 1 | 1 | 0.072 | 0.294 | 0.634 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-16 | 442.7895 | 1 | 1 | -1 | 0 | 0 | 0.238 | 0.446 | 0.316 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-17 | 438.4902 | 1 | 1 | -1 | -1 | -1 | 0.514 | 0.386 | 0.100 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-20 | 431.1787 | 1 | 0 | 0 | 0 | 0 | 0.236 | 0.756 | 0.008 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-21 | 430.7714 | 1 | 0 | 0 | 0 | 0 | 0.296 | 0.682 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-22 | 434.9735 | 1 | 0 | 0 | -1 | -1 | 0.512 | 0.248 | 0.240 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-23 | 440.2585 | 1 | 1 | 0 | 1 | 1 | 0.000 | 0.336 | 0.664 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-24 | 440.9836 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-27 | 439.7220 | 1 | 0 | -1 | 1 | 1 | 0.114 | 0.352 | 0.534 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-28 | 430.8608 | 1 | -1 | -1 | -1 | -1 | 0.714 | 0.286 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-29 | 431.5860 | 1 | 0 | -1 | 0 | 0 | 0.100 | 0.854 | 0.046 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-09-30 | 426.3110 | 1 | 0 | 0 | 0 | 0 | 0.296 | 0.682 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-01 | 431.3774 | 1 | 0 | 0 | 0 | 0 | 0.414 | 0.430 | 0.156 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-04 | 425.8143 | 1 | 0 | 1 | 0 | 0 | 0.334 | 0.660 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-05 | 430.2449 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.364 | 0.636 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-06 | 432.0330 | 1 | 0 | 0 | 1 | 1 | 0.018 | 0.108 | 0.874 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-07 | 435.7683 | 1 | 0 | 0 | 1 | 1 | 0.072 | 0.190 | 0.738 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-08 | 434.9735 | 1 | 0 | 0 | 1 | 1 | 0.010 | 0.170 | 0.820 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-11 | 431.8244 | 1 | -1 | 0 | -1 | -1 | 0.772 | 0.216 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-12 | 430.7615 | 1 | 0 | 0 | -1 | -1 | 0.516 | 0.472 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-13 | 432.3112 | 1 | 0 | 1 | 0 | 0 | 0.414 | 0.430 | 0.156 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-14 | 439.5829 | 1 | -1 | 1 | 1 | 1 | 0.030 | 0.092 | 0.878 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-15 | 442.9307 | 1 | -1 | 1 | 1 | 1 | 0.000 | 0.010 | 0.990 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-18 | 444.2420 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-19 | 447.6693 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-20 | 449.4276 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-21 | 450.5998 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.110 | 0.890 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-22 | 450.1329 | 1 | 0 | 1 | 1 | 1 | 0.018 | 0.282 | 0.700 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-25 | 452.5469 | 1 | 0 | 1 | 1 | 1 | 0.004 | 0.012 | 0.984 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-26 | 452.9542 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.026 | 0.974 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-27 | 450.9475 | 1 | 0 | 1 | 0 | 0 | 0.084 | 0.628 | 0.288 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-28 | 455.2987 | 1 | 0 | 1 | 1 | 1 | 0.004 | 0.012 | 0.984 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-10-29 | 456.2225 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.026 | 0.974 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-01 | 457.0073 | 1 | 0 | 1 | 1 | 1 | 0.004 | 0.180 | 0.816 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-02 | 458.8551 | 1 | -1 | 1 | 1 | 1 | 0.000 | 0.392 | 0.608 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-03 | 461.6565 | 1 | 0 | 1 | 1 | 1 | 0.010 | 0.482 | 0.508 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-04 | 463.8320 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-05 | 465.4413 | 1 | 0 | 0 | 1 | 1 | 0.006 | 0.106 | 0.888 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-08 | 465.8387 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.026 | 0.974 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-09 | 464.2989 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.234 | 0.766 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-10 | 460.5637 | 1 | -1 | 0 | 0 | -1 | 0.412 | 0.576 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-11 | 460.7127 | 1 | 0 | 1 | 0 | 0 | 0.012 | 0.966 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-12 | 464.1897 | 1 | 1 | 1 | 0 | 0 | 0.008 | 0.684 | 0.308 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-15 | 464.3486 | 1 | 0 | 1 | 0 | 0 | 0.010 | 0.736 | 0.254 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-16 | 466.1864 | 1 | -1 | 1 | 0 | -1 | 0.024 | 0.570 | 0.406 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-17 | 465.0539 | 1 | 0 | 0 | 0 | 0 | 0.048 | 0.554 | 0.398 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-18 | 466.6334 | 1 | 0 | 0 | 1 | 1 | 0.004 | 0.012 | 0.984 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-19 | 465.7990 | 1 | 0 | 0 | 0 | 0 | 0.048 | 0.554 | 0.398 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-22 | 464.4877 | 1 | 0 | -1 | 0 | 0 | 0.084 | 0.628 | 0.288 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-23 | 465.1036 | 1 | 0 | -1 | 0 | 0 | 0.186 | 0.678 | 0.136 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-24 | 466.3453 | 1 | 0 | -1 | 1 | 1 | 0.134 | 0.402 | 0.464 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-26 | 455.9444 | 1 | 0 | -1 | 0 | 0 | 0.232 | 0.734 | 0.034 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-29 | 461.5373 | 1 | 0 | -1 | 0 | 0 | 0.052 | 0.940 | 0.008 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-11-30 | 452.5568 | 1 | 0 | -1 | 0 | 0 | 0.232 | 0.734 | 0.034 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-01 | 447.5302 | 1 | 1 | 0 | 0 | 0 | 0.236 | 0.696 | 0.068 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-02 | 454.3847 | 1 | 0 | 0 | -1 | -1 | 0.492 | 0.428 | 0.080 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-03 | 450.4310 | 1 | 0 | 1 | -1 | -1 | 0.516 | 0.472 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-06 | 455.7656 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.364 | 0.636 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-07 | 465.1930 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-08 | 466.4248 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-09 | 463.2757 | 1 | 0 | 0 | 1 | 1 | 0.010 | 0.494 | 0.496 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-10 | 467.6368 | 1 | 1 | 0 | 1 | 1 | 0.006 | 0.256 | 0.738 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-13 | 463.4943 | 1 | 0 | -1 | -1 | -1 | 0.584 | 0.352 | 0.064 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-14 | 460.3054 | 1 | -1 | -1 | 0 | -1 | 0.058 | 0.764 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-15 | 467.4977 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.464 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-16 | 463.3751 | 1 | 0 | 0 | 0 | 0 | 0.128 | 0.656 | 0.216 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-17 | 458.4611 | 1 | -1 | 0 | -1 | -1 | 0.748 | 0.148 | 0.104 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-20 | 453.5861 | 1 | -1 | 1 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-21 | 461.6414 | 1 | 1 | 1 | 0 | 0 | 0.002 | 0.822 | 0.176 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-22 | 466.2572 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-23 | 469.1583 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.014 | 0.986 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-27 | 475.7979 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.014 | 0.986 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-28 | 475.4091 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.038 | 0.962 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-29 | 476.0172 | 1 | 0 | 1 | 1 | 1 | 0.002 | 0.132 | 0.866 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-30 | 474.7012 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.134 | 0.866 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2021 | 2021-12-31 | 473.5049 | 1 | -1 | 0 | 0 | -1 | 0.412 | 0.576 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-03 | 476.2465 | 1 | 0 | 0 | 0 | 0 | 0.116 | 0.556 | 0.328 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-04 | 476.0870 | 1 | 0 | -1 | 1 | 1 | 0.004 | 0.224 | 0.772 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-05 | 466.9451 | 1 | -1 | -1 | 0 | -1 | 0.412 | 0.576 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-06 | 466.5064 | 1 | -1 | 0 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-07 | 464.6621 | 1 | -1 | 0 | 0 | -1 | 0.192 | 0.802 | 0.006 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-10 | 464.0839 | 1 | 0 | 0 | 0 | 0 | 0.158 | 0.842 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-11 | 468.3109 | 1 | 1 | 0 | 1 | 1 | 0.040 | 0.378 | 0.582 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-12 | 469.5770 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-13 | 463.1069 | 1 | 0 | -1 | -1 | -1 | 0.678 | 0.310 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-14 | 463.2963 | 1 | 0 | -1 | 0 | 0 | 0.012 | 0.966 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-18 | 455.0915 | 1 | 0 | -1 | 0 | 0 | 0.106 | 0.754 | 0.140 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-19 | 450.3660 | 1 | 0 | -1 | 0 | 0 | 0.172 | 0.646 | 0.182 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-20 | 445.3813 | 1 | 0 | -1 | 0 | 0 | 0.178 | 0.756 | 0.066 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-21 | 436.6382 | 1 | 0 | -1 | 0 | 0 | 0.222 | 0.688 | 0.090 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-24 | 438.4925 | 1 | 0 | -1 | 0 | 0 | 0.100 | 0.854 | 0.046 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-25 | 433.1390 | 1 | 0 | 0 | 1 | 1 | 0.118 | 0.434 | 0.448 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-26 | 432.0523 | 1 | 0 | 0 | -1 | -1 | 0.370 | 0.314 | 0.316 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-27 | 429.9189 | 1 | 0 | 1 | 0 | 0 | 0.256 | 0.432 | 0.312 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-28 | 440.5960 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.336 | 0.664 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-01-31 | 448.5317 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-01 | 451.5623 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-02 | 455.9489 | 1 | 1 | 0 | 1 | 1 | 0.000 | 0.400 | 0.600 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-03 | 445.2318 | 1 | -1 | 0 | -1 | -1 | 0.772 | 0.216 | 0.012 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-04 | 447.3254 | 1 | 0 | 0 | 0 | 0 | 0.234 | 0.610 | 0.156 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-07 | 445.8898 | 1 | 0 | 0 | 0 | 0 | 0.322 | 0.640 | 0.038 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-08 | 449.5585 | 1 | 1 | 0 | 1 | 1 | 0.000 | 0.102 | 0.898 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-09 | 456.1383 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.058 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-10 | 447.9435 | 1 | -1 | -1 | -1 | -1 | 0.798 | 0.202 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-11 | 439.1106 | 1 | 0 | -1 | 0 | 0 | 0.296 | 0.682 | 0.022 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-14 | 437.6750 | 1 | 0 | -1 | 0 | 0 | 0.106 | 0.754 | 0.140 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-15 | 444.7333 | 1 | 0 | -1 | 0 | 0 | 0.300 | 0.484 | 0.216 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-16 | 445.2318 | 1 | 0 | -1 | 1 | 1 | 0.000 | 0.028 | 0.972 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-17 | 435.7210 | 1 | -1 | -1 | -1 | -1 | 0.798 | 0.202 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-18 | 432.8997 | 1 | -1 | -1 | -1 | -1 | 0.546 | 0.438 | 0.016 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-22 | 428.2540 | 1 | 0 | 0 | 0 | 0 | 0.236 | 0.756 | 0.008 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-23 | 420.6573 | 1 | 0 | 0 | 0 | 0 | 0.178 | 0.756 | 0.066 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-24 | 426.9879 | 1 | 0 | 0 | 0 | 0 | 0.398 | 0.424 | 0.178 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-25 | 436.4089 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.336 | 0.664 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-02-28 | 435.2923 | 1 | 0 | 0 | 1 | 1 | 0.006 | 0.052 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-01 | 428.6627 | 1 | 0 | 0 | 0 | 0 | 0.316 | 0.618 | 0.066 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-02 | 436.5485 | 1 | 0 | 0 | 1 | 1 | 0.002 | 0.164 | 0.834 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-03 | 434.3752 | 1 | 0 | 0 | 1 | 1 | 0.010 | 0.170 | 0.820 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-04 | 430.8460 | 1 | -1 | 0 | -1 | -1 | 0.688 | 0.258 | 0.054 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-07 | 418.1450 | 1 | -1 | 0 | -1 | -1 | 0.752 | 0.248 | 0.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-08 | 414.9748 | 1 | -1 | 0 | -1 | -1 | 0.546 | 0.438 | 0.016 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-09 | 426.1006 | 1 | 1 | 0 | 1 | 1 | 0.000 | 0.364 | 0.636 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-10 | 424.1765 | 1 | 0 | 0 | 1 | 1 | 0.034 | 0.438 | 0.528 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-11 | 418.7831 | 1 | 0 | 0 | 0 | 0 | 0.434 | 0.454 | 0.112 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-14 | 415.7225 | 1 | 0 | 1 | 0 | 0 | 0.172 | 0.646 | 0.182 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-15 | 424.8644 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.364 | 0.636 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-16 | 434.2854 | 1 | 1 | 1 | 1 | 1 | 0.000 | 0.400 | 0.600 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-17 | 439.7187 | 1 | -1 | 1 | 1 | 1 | 0.000 | 0.008 | 0.992 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-18 | 444.5200 | 1 | -1 | 1 | 1 | 1 | 0.000 | 0.006 | 0.994 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-21 | 444.3900 | 1 | 0 | 1 | 1 | 1 | 0.006 | 0.052 | 0.942 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-22 | 449.5900 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-23 | 443.8000 | 1 | 0 | 1 | -1 | -1 | 0.584 | 0.352 | 0.064 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-24 | 450.4900 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.042 | 0.958 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-25 | 452.6900 | 1 | 0 | 1 | 1 | 1 | 0.000 | 0.036 | 0.964 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-28 | 455.9100 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.000 | 1.000 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-29 | 461.5500 | 1 | 0 | 0 | 1 | 1 | 0.000 | 0.052 | 0.948 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
| SPY | 2022 | 2022-03-30 | 458.7000 | 1 | 0 | 0 | 1 | 1 | 0.028 | 0.436 | 0.536 | 0.5191768 | 0.2071175 | random forest | 2022-04-30 15:43:15 |
(5) step 5: backtesting
backtesting
detail
df5_detail <- readxl::read_excel(demo_path, sheet = "df5_detail")
df5_detail %>%
tail(10) %>%
kbl() %>%
kable_paper("hover", full_width = F)| symbol | date | open | high | low | close | adjusted | volume | target_var | target_flag | market_sig_flag | nlcor_n30 | obv_flag | overnight_flag | ema_flag | sma_flag | up_count | down_count | cci_zone_in_out_flag | cci_zone_direction_flag | cci_sig_flag | cci_amountInvested | cci_fund | cci_net_value | cci_share | cci_value | ha_zone_in_out_flag | ha_zone_direction_flag | ha_sig_flag | ha_amountInvested | ha_fund | ha_net_value | ha_share | ha_value | macd_zone_in_out_flag | macd_zone_direction_flag | macd_sig_flag | macd_amountInvested | macd_fund | macd_net_value | macd_share | macd_value | rsi_zone_in_out_flag | rsi_zone_direction_flag | rsi_sig_flag | rsi_amountInvested | rsi_fund | rsi_net_value | rsi_share | rsi_value | rf_v1_sig_flag | down_prob | stay_prob | up_prob | rf_v1_amountInvested | rf_v1_fund | rf_v1_net_value | rf_v1_share | rf_v1_value | rf_v2_sig_flag | rf_v2_amountInvested | rf_v2_fund | rf_v2_net_value | rf_v2_share | rf_v2_value |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPY | 2022-03-17 | 433.59 | 441.070 | 433.190 | 441.07 | 439.7187 | 102676870 | 0.8 | 1 | -1 | 1 | 1 | 0 | -1 | 1 | 4 | 2 | -1 | 0 | -1 | 0 | 12066.66 | 2066.661 | 0 | 12066.66 | 0 | 1 | 0 | 14849.92 | 0 | 5324.525 | 34.85074 | 15324.53 | 1 | 0 | 0 | 13283.37 | 0 | 3449.556 | 30.58673 | 13449.56 | 0 | 0 | 0 | 0 | 12425.84 | 2425.845 | 0 | 12425.84 | 1 | 0.000 | 0.008 | 0.992 | 14347.41 | 0.00 | 4805.949 | 33.67141 | 14805.95 | 1 | 13382.58 | 0.00 | 3810.282 | 31.40708 | 13810.28 |
| SPY | 2022-03-18 | 438.00 | 444.860 | 437.220 | 444.52 | 444.5200 | 102665985 | 0.8 | 1 | -1 | 1 | 1 | 0 | -1 | 1 | 4 | 2 | -1 | 0 | -1 | 0 | 12066.66 | 2066.661 | 0 | 12066.66 | 0 | 1 | 0 | 14849.92 | 0 | 5491.852 | 34.85074 | 15491.85 | 0 | 1 | 0 | 13283.37 | 0 | 3596.411 | 30.58673 | 13596.41 | 0 | 0 | 0 | 0 | 12425.84 | 2425.845 | 0 | 12425.84 | 1 | 0.000 | 0.006 | 0.994 | 14347.41 | 0.00 | 4967.614 | 33.67141 | 14967.61 | 1 | 13382.58 | 0.00 | 3961.075 | 31.40708 | 13961.08 |
| SPY | 2022-03-21 | 444.34 | 446.460 | 440.680 | 444.39 | 444.3900 | 87350111 | 0.8 | 1 | 0 | 1 | -1 | 0 | -1 | 1 | 3 | 2 | 0 | 0 | 0 | 0 | 12066.66 | 2066.661 | 0 | 12066.66 | 0 | 1 | 0 | 14849.92 | 0 | 5487.322 | 34.85074 | 15487.32 | 0 | 1 | 0 | 13283.37 | 0 | 3592.435 | 30.58673 | 13592.43 | 0 | 0 | 0 | 0 | 12425.84 | 2425.845 | 0 | 12425.84 | 1 | 0.006 | 0.052 | 0.942 | 14347.41 | 0.00 | 4963.237 | 33.67141 | 14963.24 | 1 | 13382.58 | 0.00 | 3956.992 | 31.40708 | 13956.99 |
| SPY | 2022-03-22 | 445.86 | 450.580 | 445.860 | 449.59 | 449.5900 | 73464881 | 0.8 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 6 | 0 | 0 | 0 | 0 | 0 | 12066.66 | 2066.661 | 0 | 12066.66 | 0 | 1 | 0 | 14849.92 | 0 | 5668.546 | 34.85074 | 15668.55 | 0 | 1 | 0 | 13283.37 | 0 | 3751.486 | 30.58673 | 13751.49 | 0 | 0 | 0 | 0 | 12425.84 | 2425.845 | 0 | 12425.84 | 1 | 0.000 | 0.036 | 0.964 | 14347.41 | 0.00 | 5138.328 | 33.67141 | 15138.33 | 1 | 13382.58 | 0.00 | 4120.309 | 31.40708 | 14120.31 |
| SPY | 2022-03-23 | 446.91 | 448.490 | 443.710 | 443.80 | 443.8000 | 79426098 | 0.8 | 1 | 0 | 1 | -1 | -1 | 1 | -1 | 2 | 3 | 0 | 0 | 0 | 0 | 12066.66 | 2066.661 | 0 | 12066.66 | 0 | 1 | 0 | 14849.92 | 0 | 5466.760 | 34.85074 | 15466.76 | 0 | 0 | 0 | 13283.37 | 0 | 3574.389 | 30.58673 | 13574.39 | 0 | 0 | 0 | 0 | 12425.84 | 2425.845 | 0 | 12425.84 | -1 | 0.584 | 0.352 | 0.064 | 0.00 | 14943.37 | 4943.371 | 0.00000 | 14943.37 | -1 | 0.00 | 13938.46 | 3938.462 | 0.00000 | 13938.46 |
| SPY | 2022-03-24 | 445.94 | 450.500 | 444.760 | 450.49 | 450.4900 | 64736892 | 1.0 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 5 | 0 | 0 | 0 | 0 | 0 | 12066.66 | 2066.661 | 0 | 12066.66 | 0 | 1 | 0 | 14849.92 | 0 | 5699.911 | 34.85074 | 15699.91 | 0 | 0 | 0 | 13283.37 | 0 | 3779.014 | 30.58673 | 13779.01 | 0 | 0 | 0 | 0 | 12425.84 | 2425.845 | 0 | 12425.84 | 1 | 0.000 | 0.042 | 0.958 | 14943.37 | 0.00 | 4943.371 | 33.17137 | 14943.37 | 1 | 13938.46 | 0.00 | 3938.462 | 30.94067 | 13938.46 |
| SPY | 2022-03-25 | 451.16 | 452.980 | 448.430 | 452.69 | 452.6900 | 76123606 | 0.8 | 1 | 0 | 1 | 1 | 1 | 1 | 1 | 6 | 0 | 0 | 0 | 0 | 0 | 12066.66 | 2066.661 | 0 | 12066.66 | 0 | 1 | 0 | 14849.92 | 0 | 5776.583 | 34.85074 | 15776.58 | 0 | 1 | 0 | 13283.37 | 0 | 3846.305 | 30.58673 | 13846.30 | 0 | 0 | 0 | 0 | 12425.84 | 2425.845 | 0 | 12425.84 | 1 | 0.000 | 0.036 | 0.964 | 14943.37 | 0.00 | 5016.348 | 33.17137 | 15016.35 | 1 | 13938.46 | 0.00 | 4006.531 | 30.94067 | 14006.53 |
| SPY | 2022-03-28 | 452.06 | 455.910 | 450.060 | 455.91 | 455.9100 | 68529767 | 0.6 | 0 | 0 | 1 | 1 | 0 | 1 | 1 | 5 | 0 | 0 | 0 | 0 | 0 | 12066.66 | 2066.661 | 0 | 12066.66 | 0 | 1 | 0 | 14849.92 | 0 | 5888.802 | 34.85074 | 15888.80 | 0 | 1 | 0 | 13283.37 | 0 | 3944.794 | 30.58673 | 13944.79 | 0 | 0 | 0 | 0 | 12425.84 | 2425.845 | 0 | 12425.84 | 1 | 0.000 | 0.000 | 1.000 | 14943.37 | 0.00 | 5123.160 | 33.17137 | 15123.16 | 1 | 13938.46 | 0.00 | 4106.160 | 30.94067 | 14106.16 |
| SPY | 2022-03-29 | 460.02 | 462.070 | 457.180 | 461.55 | 461.5500 | 86581542 | 0.6 | 0 | 0 | 1 | 1 | 1 | 1 | 1 | 7 | 0 | 0 | 1 | 0 | 0 | 12066.66 | 2066.661 | 0 | 12066.66 | 0 | 1 | 0 | 14849.92 | 0 | 6085.361 | 34.85074 | 16085.36 | 0 | 1 | 0 | 13283.37 | 0 | 4117.303 | 30.58673 | 14117.30 | 0 | 0 | 0 | 0 | 12425.84 | 2425.845 | 0 | 12425.84 | 1 | 0.000 | 0.052 | 0.948 | 14943.37 | 0.00 | 5310.246 | 33.17137 | 15310.25 | 1 | 13938.46 | 0.00 | 4280.666 | 30.94067 | 14280.67 |
| SPY | 2022-03-30 | 460.34 | 461.195 | 456.465 | 458.70 | 458.7000 | 79666942 | 0.4 | 0 | 0 | 1 | -1 | -1 | 1 | 1 | 3 | 2 | 0 | 0 | 0 | 0 | 12066.66 | 2066.661 | 0 | 12066.66 | 0 | 1 | 0 | 14849.92 | 0 | 5986.036 | 34.85074 | 15986.04 | 0 | 0 | 0 | 13283.37 | 0 | 4030.131 | 30.58673 | 14030.13 | 0 | 0 | 0 | 0 | 12425.84 | 2425.845 | 0 | 12425.84 | 1 | 0.028 | 0.436 | 0.536 | 14943.37 | 0.00 | 5215.708 | 33.17137 | 15215.71 | 1 | 13938.46 | 0.00 | 4192.485 | 30.94067 | 14192.48 |
names(df5_detail) %>% as.data.frame(fields = ".") %>%
kbl() %>%
kable_paper("hover", full_width = T)| . |
|---|
| symbol |
| date |
| open |
| high |
| low |
| close |
| adjusted |
| volume |
| target_var |
| target_flag |
| market_sig_flag |
| nlcor_n30 |
| obv_flag |
| overnight_flag |
| ema_flag |
| sma_flag |
| up_count |
| down_count |
| cci_zone_in_out_flag |
| cci_zone_direction_flag |
| cci_sig_flag |
| cci_amountInvested |
| cci_fund |
| cci_net_value |
| cci_share |
| cci_value |
| ha_zone_in_out_flag |
| ha_zone_direction_flag |
| ha_sig_flag |
| ha_amountInvested |
| ha_fund |
| ha_net_value |
| ha_share |
| ha_value |
| macd_zone_in_out_flag |
| macd_zone_direction_flag |
| macd_sig_flag |
| macd_amountInvested |
| macd_fund |
| macd_net_value |
| macd_share |
| macd_value |
| rsi_zone_in_out_flag |
| rsi_zone_direction_flag |
| rsi_sig_flag |
| rsi_amountInvested |
| rsi_fund |
| rsi_net_value |
| rsi_share |
| rsi_value |
| rf_v1_sig_flag |
| down_prob |
| stay_prob |
| up_prob |
| rf_v1_amountInvested |
| rf_v1_fund |
| rf_v1_net_value |
| rf_v1_share |
| rf_v1_value |
| rf_v2_sig_flag |
| rf_v2_amountInvested |
| rf_v2_fund |
| rf_v2_net_value |
| rf_v2_share |
| rf_v2_value |
simplified
df5_simplified <- readxl::read_excel(demo_path, sheet = "df5_simplified")
df5_simplified %>%
kbl() %>%
kable_paper("hover", full_width = T)| symbol | min_date | max_date | min_date_adjusted | max_date_adjusted | cci_net_value | ha_net_value | macd_net_value | rsi_net_value | rf_v1_net_value | rf_v2_net_value | avg_net_value | buy_and_hold_net_value |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPY | 2018-01-02 | 2022-03-30 | 249.8567 | 458.7 | 2066.661 | 5986.036 | 4030.131 | 2425.845 | 5215.708 | 4192.485 | 3986.144 | 8358.52 |
(6) step 6: analysis
analysis
data
df6 <- readxl::read_excel(demo_path, sheet = "df6") %>%
dplyr::filter(symbol != "SPY")
df6 %>%
kbl() %>%
kable_paper("hover", full_width = T)| symbol | company_name | sector | min_date | max_date | min_date_adjusted | max_date_adjusted | cci_net_value | ha_net_value | macd_net_value | rsi_net_value | rf_v1_net_value | rf_v2_net_value | avg_net_value | buy_and_hold_net_value | cci_comparison | ha_comparison | macd_comparison | rsi_comparison | rf_v1_comparison | rf_v2_comparison | sum_better_strategy | any_better_yn | beta | expected_return | cci_return | ha_return | macd_return | rsi_return | rf_v1_return | rf_v2_return | buy_and_hold_return | alpha_cci | alpha_ha | alpha_macd | alpha_rsi | alpha_rf_v1 | alpha_rf_v2 | alpha_buy_and_hold |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | Agilent Technologies Inc | Health Care | 2018-01-02 | 2022-03-30 | 65.431438 | 135.24932 | 1217.583396 | 3038.7968429 | 2829.76257 | 6945.994093 | 11235.804021 | 7199.92791 | 5411.31147 | 10670.38705 | 0 | 0 | 0 | 0 | 1 | 0 | 1 | 1 | 0.5458300 | 0.4653165 | 0.1217583 | 0.3038797 | 0.2829763 | 0.6945994 | 1.1235804 | 0.7199928 | 1.0670387 | -0.3435581 | -0.1614368 | -0.1823402 | 0.2292830 | 0.6582639 | 0.2546763 | 0.6017223 |
| AAL | American Airlines Group | Industrials | 2018-01-02 | 2022-03-30 | 51.648665 | 18.05000 | -966.231851 | -4504.0820694 | -1203.95134 | -4349.742017 | -3315.286815 | -3507.11991 | -2974.40233 | -6505.23399 | 1 | 1 | 1 | 1 | 1 | 1 | 6 | 1 | 0.1548966 | 0.1463727 | -0.0966232 | -0.4504082 | -0.1203951 | -0.4349742 | -0.3315287 | -0.3507120 | -0.6505234 | -0.2429959 | -0.5967809 | -0.2667678 | -0.5813469 | -0.4779014 | -0.4970847 | -0.7968961 |
| AAP | Advance Auto Parts | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 102.560542 | 211.82000 | 1759.707727 | -1950.1466654 | 343.32654 | 4298.892929 | 7885.781790 | 3080.14981 | 2569.61869 | 10653.16700 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3507968 | 0.3061983 | 0.1759708 | -0.1950147 | 0.0343327 | 0.4298893 | 0.7885782 | 0.3080150 | 1.0653167 | -0.1302275 | -0.5012129 | -0.2718656 | 0.1236910 | 0.4823799 | 0.0018167 | 0.7591184 |
| AAPL | Apple Inc. | Information Technology | 2018-01-02 | 2022-03-30 | 41.133786 | 177.77000 | 33.547857 | 6539.3760504 | 2914.59770 | 0.000000 | 7487.018214 | 4836.24445 | 3635.13071 | 33217.51417 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4976241 | 0.4259876 | 0.0033548 | 0.6539376 | 0.2914598 | 0.0000000 | 0.7487018 | 0.4836244 | 3.3217514 | -0.4226328 | 0.2279500 | -0.1345278 | -0.4259876 | 0.3227143 | 0.0576369 | 2.8957638 |
| ABBV | AbbVie Inc. | Health Care | 2018-01-02 | 2022-03-30 | 80.293149 | 163.75000 | 1719.652334 | 4460.5187181 | 3439.64396 | 1269.459020 | 12763.354398 | 10941.05165 | 5765.61335 | 10394.01901 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.3898203 | 0.3380356 | 0.1719652 | 0.4460519 | 0.3439644 | 0.1269459 | 1.2763354 | 1.0941052 | 1.0394019 | -0.1660704 | 0.1080162 | 0.0059288 | -0.2110897 | 0.9382998 | 0.7560695 | 0.7013663 |
| ABC | AmerisourceBergen Corp | Health Care | 2018-01-02 | 2022-03-30 | 87.508154 | 155.14000 | 3083.566044 | 176.9147215 | -181.40916 | 0.000000 | -3352.974184 | -2229.09583 | -417.16640 | 7728.63367 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3871102 | 0.3358246 | 0.3083566 | 0.0176915 | -0.0181409 | 0.0000000 | -0.3352974 | -0.2229096 | 0.7728634 | -0.0274680 | -0.3181331 | -0.3539655 | -0.3358246 | -0.6711220 | -0.5587342 | 0.4370388 |
| ABMD | ABIOMED Inc | Health Care | 2018-01-02 | 2022-03-30 | 192.490000 | 328.51000 | -3834.550847 | 6737.7163970 | 1364.33631 | -2410.498636 | -1338.410754 | -1454.00174 | -155.90155 | 7066.34111 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1997783 | 0.1829895 | -0.3834551 | 0.6737716 | 0.1364336 | -0.2410499 | -0.1338411 | -0.1454002 | 0.7066341 | -0.5664446 | 0.4907821 | -0.0465559 | -0.4240394 | -0.3168306 | -0.3283897 | 0.5236446 |
| ABT | Abbott Laboratories | Health Care | 2018-01-02 | 2022-03-30 | 54.872913 | 120.38000 | 2608.856914 | -1045.5710750 | 1130.78011 | 783.979039 | -991.513613 | -531.16810 | 325.89388 | 11937.96404 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5336382 | 0.4553698 | 0.2608857 | -0.1045571 | 0.1130780 | 0.0783979 | -0.0991514 | -0.0531168 | 1.1937964 | -0.1944841 | -0.5599269 | -0.3422918 | -0.3769719 | -0.5545212 | -0.5084866 | 0.7384266 |
| ACN | Accenture plc | Information Technology | 2018-01-02 | 2022-03-30 | 144.678053 | 338.46000 | 332.899936 | 2217.1505889 | 6721.60735 | 637.099702 | -639.455036 | 218.72552 | 1581.33801 | 13394.01130 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6221863 | 0.5276119 | 0.0332900 | 0.2217151 | 0.6721607 | 0.0637100 | -0.0639455 | 0.0218726 | 1.3394011 | -0.4943219 | -0.3058968 | 0.1445488 | -0.4639019 | -0.5915574 | -0.5057394 | 0.8117892 |
| ADBE | Adobe Inc. | Information Technology | 2018-01-02 | 2022-03-30 | 177.700000 | 460.06000 | 22.131672 | 2091.9797512 | 6416.70354 | 0.000000 | 2381.531061 | 294.97519 | 1867.88687 | 15889.70174 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4238050 | 0.3657622 | 0.0022132 | 0.2091980 | 0.6416704 | 0.0000000 | 0.2381531 | 0.0294975 | 1.5889702 | -0.3635490 | -0.1565642 | 0.2759082 | -0.3657622 | -0.1276090 | -0.3362646 | 1.2232080 |
| ADI | Analog Devices Inc. | Information Technology | 2018-01-02 | 2022-03-30 | 83.129496 | 166.48000 | 1112.095256 | -558.0282323 | 3009.47631 | 1813.178641 | -2759.632529 | -1714.40150 | 150.44799 | 10026.58595 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4510228 | 0.3879678 | 0.1112095 | -0.0558028 | 0.3009476 | 0.1813179 | -0.2759633 | -0.1714402 | 1.0026586 | -0.2767583 | -0.4437706 | -0.0870202 | -0.2066499 | -0.6639311 | -0.5594080 | 0.6146908 |
| ADM | Archer-Daniels-Midland Co | Consumer Staples | 2018-01-02 | 2022-03-30 | 35.333634 | 89.30000 | 2146.878688 | 3186.1680569 | 2091.09380 | 4981.977700 | 5839.184920 | 6089.57717 | 4055.81339 | 15273.36970 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5350122 | 0.4564907 | 0.2146879 | 0.3186168 | 0.2091094 | 0.4981978 | 0.5839185 | 0.6089577 | 1.5273370 | -0.2418028 | -0.1378739 | -0.2473813 | 0.0417071 | 0.1274278 | 0.1524670 | 1.0708463 |
| ADP | Automatic Data Processing | Information Technology | 2018-01-02 | 2022-03-30 | 105.949347 | 227.76000 | 1149.388682 | 1464.6173445 | 4894.99727 | 0.000000 | 6136.427472 | 4401.96959 | 3007.90006 | 11497.06509 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5812833 | 0.4942411 | 0.1149389 | 0.1464617 | 0.4894997 | 0.0000000 | 0.6136427 | 0.4401970 | 1.1497065 | -0.3793022 | -0.3477794 | -0.0047414 | -0.4942411 | 0.1194017 | -0.0540441 | 0.6554654 |
| ADSK | Autodesk Inc. | Information Technology | 2018-01-02 | 2022-03-30 | 107.120000 | 221.00000 | 995.876510 | 4877.9377226 | -554.23052 | 4054.525907 | 3626.551992 | 2857.28493 | 2642.99109 | 10631.06796 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3670952 | 0.3194953 | 0.0995877 | 0.4877938 | -0.0554231 | 0.4054526 | 0.3626552 | 0.2857285 | 1.0631068 | -0.2199077 | 0.1682985 | -0.3749184 | 0.0859573 | 0.0431599 | -0.0337668 | 0.7436115 |
| AEE | Ameren Corp | Utilities | 2018-01-02 | 2022-03-30 | 52.053575 | 93.82000 | 1855.709087 | 379.7091433 | 2803.14380 | 5777.371231 | -1050.806172 | -1122.31976 | 1440.46789 | 8023.73796 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4370202 | 0.3765438 | 0.1855709 | 0.0379709 | 0.2803144 | 0.5777371 | -0.1050806 | -0.1122320 | 0.8023738 | -0.1909729 | -0.3385729 | -0.0962294 | 0.2011933 | -0.4816244 | -0.4887758 | 0.4258300 |
| AEP | American Electric Power | Utilities | 2018-01-02 | 2022-03-30 | 62.671823 | 99.42000 | -1143.201489 | 2572.0433355 | 7093.96148 | 7.754364 | 1719.098370 | 1334.12245 | 1930.62975 | 5863.58840 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.4132910 | 0.3571842 | -0.1143201 | 0.2572043 | 0.7093961 | 0.0007754 | 0.1719098 | 0.1334122 | 0.5863588 | -0.4715044 | -0.0999799 | 0.3522119 | -0.3564088 | -0.1852744 | -0.2237720 | 0.2291746 |
| AES | AES Corp | Utilities | 2018-01-02 | 2022-03-30 | 9.479237 | 25.45000 | 3210.151486 | 5813.3460711 | 2911.92204 | 0.000000 | 2636.522120 | 3051.73619 | 2937.27965 | 16848.15364 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3457907 | 0.3021141 | 0.3210151 | 0.5813346 | 0.2911922 | 0.0000000 | 0.2636522 | 0.3051736 | 1.6848154 | 0.0189011 | 0.2792205 | -0.0109219 | -0.3021141 | -0.0384618 | 0.0030596 | 1.3827013 |
| AFL | AFLAC Inc | Financials | 2018-01-02 | 2022-03-30 | 39.716137 | 65.50000 | -184.894043 | 1810.5276824 | 3978.42117 | -809.486934 | 9893.593950 | 5980.22304 | 3444.73081 | 6492.03692 | 0 | 0 | 0 | 0 | 1 | 0 | 1 | 1 | 0.4300047 | 0.3708202 | -0.0184894 | 0.1810528 | 0.3978421 | -0.0809487 | 0.9893594 | 0.5980223 | 0.6492037 | -0.3893096 | -0.1897674 | 0.0270220 | -0.4517689 | 0.6185392 | 0.2272021 | 0.2783835 |
| AIG | American International Group | Financials | 2018-01-02 | 2022-03-30 | 52.706419 | 63.49000 | -825.515132 | 494.4087213 | 5225.19527 | 0.000000 | 7176.452578 | 7365.29741 | 3239.30647 | 2045.97117 | 0 | 0 | 1 | 0 | 1 | 1 | 3 | 1 | 0.3330320 | 0.2917049 | -0.0825515 | 0.0494409 | 0.5225195 | 0.0000000 | 0.7176453 | 0.7365297 | 0.2045971 | -0.3742564 | -0.2422640 | 0.2308147 | -0.2917049 | 0.4259404 | 0.4448249 | -0.0871077 |
| AIV | Apartment Investment & Management | Real Estate | 2018-01-02 | 2022-03-30 | 5.098341 | 7.43000 | 7128.091580 | -536.3269990 | 4696.69963 | 0.000000 | 536.246947 | 1145.25983 | 2161.66183 | 4573.36721 | 1 | 0 | 1 | 0 | 0 | 0 | 2 | 1 | 0.3145350 | 0.2766140 | 0.7128092 | -0.0536327 | 0.4696700 | 0.0000000 | 0.0536247 | 0.1145260 | 0.4573367 | 0.4361952 | -0.3302467 | 0.1930560 | -0.2766140 | -0.2229893 | -0.1620880 | 0.1807227 |
| AIZ | Assurant | Financials | 2018-01-02 | 2022-03-30 | 90.893700 | 182.17000 | -663.517593 | 1414.1318448 | 7835.44283 | 1814.262696 | 10550.904483 | 9557.49238 | 5084.78611 | 10042.09303 | 0 | 0 | 0 | 0 | 1 | 0 | 1 | 1 | 0.4459188 | 0.3838037 | -0.0663518 | 0.1414132 | 0.7835443 | 0.1814263 | 1.0550904 | 0.9557492 | 1.0042093 | -0.4501555 | -0.2423905 | 0.3997406 | -0.2023775 | 0.6712867 | 0.5719455 | 0.6204056 |
| AJG | Arthur J. Gallagher & Co. | Financials | 2018-01-02 | 2022-03-30 | 57.586070 | 173.80000 | 2300.403961 | 482.0027796 | 3735.99461 | 0.000000 | 9988.176376 | 12175.50165 | 4780.34656 | 20180.91016 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6052442 | 0.5137897 | 0.2300404 | 0.0482003 | 0.3735995 | 0.0000000 | 0.9988176 | 1.2175502 | 2.0180910 | -0.2837493 | -0.4655894 | -0.1401902 | -0.5137897 | 0.4850279 | 0.7037605 | 1.5043013 |
| AKAM | Akamai Technologies Inc | Information Technology | 2018-01-02 | 2022-03-30 | 65.560000 | 121.11000 | 686.962843 | 2981.4529251 | -773.49048 | 1257.743841 | 2280.543469 | 2510.57776 | 1490.63173 | 8473.15436 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3707670 | 0.3224910 | 0.0686963 | 0.2981453 | -0.0773490 | 0.1257744 | 0.2280543 | 0.2510578 | 0.8473154 | -0.2537947 | -0.0243457 | -0.3998400 | -0.1967166 | -0.0944367 | -0.0714332 | 0.5248244 |
| ALB | Albemarle Corp | Materials | 2018-01-02 | 2022-03-30 | 123.645554 | 223.15000 | 57.788370 | -766.8474329 | 5840.15626 | 1208.737032 | 5091.228439 | 6588.15510 | 3003.20296 | 8047.55553 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2589524 | 0.2312668 | 0.0057788 | -0.0766847 | 0.5840156 | 0.1208737 | 0.5091228 | 0.6588155 | 0.8047556 | -0.2254880 | -0.3079516 | 0.3527488 | -0.1103931 | 0.2778560 | 0.4275487 | 0.5734887 |
| ALGN | Align Technology | Health Care | 2018-01-02 | 2022-03-30 | 224.620000 | 442.17000 | -1202.295870 | 11448.4056991 | 9876.66898 | 727.366743 | 39334.392490 | 21116.52058 | 13550.17644 | 9685.24619 | 0 | 1 | 1 | 0 | 1 | 1 | 4 | 1 | 0.2444260 | 0.2194154 | -0.1202296 | 1.1448406 | 0.9876669 | 0.0727367 | 3.9334392 | 2.1116521 | 0.9685246 | -0.3396450 | 0.9254252 | 0.7682515 | -0.1466787 | 3.7140238 | 1.8922367 | 0.7491092 |
| ALK | Alaska Air Group Inc | Industrials | 2018-01-02 | 2022-03-30 | 71.549092 | 58.01000 | -301.950373 | 6317.5853928 | -730.03023 | -1409.013113 | 1633.637885 | 1593.80163 | 1184.00520 | -1892.28007 | 1 | 1 | 1 | 1 | 1 | 1 | 6 | 1 | 0.2477832 | 0.2221544 | -0.0301950 | 0.6317585 | -0.0730030 | -0.1409013 | 0.1633638 | 0.1593802 | -0.1892280 | -0.2523494 | 0.4096042 | -0.2951574 | -0.3630557 | -0.0587906 | -0.0627742 | -0.4113824 |
| ALL | Allstate Corp | Financials | 2018-01-02 | 2022-03-30 | 92.765328 | 140.39000 | 2466.259538 | 105.9740676 | 1667.35756 | 2291.342978 | -136.456054 | -719.49318 | 945.83082 | 5133.88713 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5267088 | 0.4497164 | 0.2466260 | 0.0105974 | 0.1667358 | 0.2291343 | -0.0136456 | -0.0719493 | 0.5133887 | -0.2030904 | -0.4391190 | -0.2829806 | -0.2205821 | -0.4633620 | -0.5216657 | 0.0636723 |
| ALLE | Allegion | Industrials | 2018-01-02 | 2022-03-30 | 76.226614 | 113.35000 | 155.122532 | 5945.9232783 | 5033.69626 | 0.000000 | 3480.338809 | 4430.17226 | 3174.20886 | 4870.13454 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 1 | 0.5077451 | 0.4342449 | 0.0155123 | 0.5945923 | 0.5033696 | 0.0000000 | 0.3480339 | 0.4430172 | 0.4870135 | -0.4187326 | 0.1603475 | 0.0691248 | -0.4342449 | -0.0862110 | 0.0087724 | 0.0527686 |
| AMAT | Applied Materials Inc. | Information Technology | 2018-01-02 | 2022-03-30 | 50.130096 | 135.80000 | 5791.271039 | 5601.8740279 | 1657.31238 | 5141.716465 | 2314.040290 | 1378.19500 | 3647.40153 | 17089.51516 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3310021 | 0.2900487 | 0.5791271 | 0.5601874 | 0.1657312 | 0.5141716 | 0.2314040 | 0.1378195 | 1.7089515 | 0.2890784 | 0.2701387 | -0.1243175 | 0.2241229 | -0.0586447 | -0.1522292 | 1.4189028 |
| AMD | Advanced Micro Devices Inc | Information Technology | 2018-01-02 | 2022-03-30 | 10.980000 | 119.22000 | 8540.961189 | 21986.3882800 | 16072.38843 | 5059.678256 | 32475.387493 | 24422.56592 | 18092.89493 | 98579.23497 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2081209 | 0.1897959 | 0.8540961 | 2.1986388 | 1.6072388 | 0.5059678 | 3.2475387 | 2.4422566 | 9.8579235 | 0.6643002 | 2.0088430 | 1.4174430 | 0.3161719 | 3.0577429 | 2.2524607 | 9.6681276 |
| AME | AMETEK Inc. | Industrials | 2018-01-02 | 2022-03-30 | 70.635855 | 135.43000 | 947.269025 | -3576.7605783 | 1856.11178 | 156.704805 | 1465.300199 | 1239.37385 | 347.99985 | 9172.98236 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5994757 | 0.5090835 | 0.0947269 | -0.3576761 | 0.1856112 | 0.0156705 | 0.1465300 | 0.1239374 | 0.9172982 | -0.4143566 | -0.8667595 | -0.3234723 | -0.4934130 | -0.3625534 | -0.3851461 | 0.4082148 |
| AMGN | Amgen Inc. | Health Care | 2018-01-02 | 2022-03-30 | 156.235614 | 242.57000 | 1277.171540 | 2744.9566684 | 4674.04224 | 4035.124991 | 2406.888924 | 2600.54609 | 2956.45508 | 5525.90945 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4889822 | 0.4189371 | 0.1277172 | 0.2744957 | 0.4674042 | 0.4035125 | 0.2406889 | 0.2600546 | 0.5525909 | -0.2912199 | -0.1444414 | 0.0484671 | -0.0154246 | -0.1782482 | -0.1588825 | 0.1336539 |
| AMP | Ameriprise Financial | Financials | 2018-01-02 | 2022-03-30 | 153.819856 | 310.60000 | -1454.372049 | 3319.3179782 | 9120.01496 | 0.000000 | 3533.377057 | 1459.37187 | 2662.95164 | 10192.45168 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4176724 | 0.3607588 | -0.1454372 | 0.3319318 | 0.9120015 | 0.0000000 | 0.3533377 | 0.1459372 | 1.0192452 | -0.5061960 | -0.0288270 | 0.5512427 | -0.3607588 | -0.0074211 | -0.2148216 | 0.6584864 |
| AMT | American Tower Corp. | Real Estate | 2018-01-02 | 2022-03-30 | 130.574739 | 250.87000 | 10764.675858 | 3409.1139446 | 2677.07573 | -379.997713 | 2258.284318 | 2007.06437 | 3456.03609 | 9212.75138 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0.4494573 | 0.3866906 | 1.0764676 | 0.3409114 | 0.2677076 | -0.0379998 | 0.2258284 | 0.2007064 | 0.9212751 | 0.6897769 | -0.0457793 | -0.1189831 | -0.4246904 | -0.1608622 | -0.1859842 | 0.5345845 |
| AMZN | Amazon.com Inc. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 1189.010000 | 3326.02000 | 3192.270366 | 1562.9774989 | 2979.51152 | 389.851369 | 10441.707636 | 5363.03058 | 3988.22483 | 17973.01957 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4051694 | 0.3505583 | 0.3192270 | 0.1562977 | 0.2979512 | 0.0389851 | 1.0441708 | 0.5363031 | 1.7973020 | -0.0313312 | -0.1942605 | -0.0526071 | -0.3115731 | 0.6936125 | 0.1857448 | 1.4467437 |
| ANSS | ANSYS | Information Technology | 2018-01-02 | 2022-03-30 | 148.550000 | 320.31000 | -2300.380962 | 5093.4927375 | 2227.32893 | 1650.549039 | 5145.707290 | 4029.07202 | 2640.96151 | 11562.43689 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4731072 | 0.4059854 | -0.2300381 | 0.5093493 | 0.2227329 | 0.1650549 | 0.5145707 | 0.4029072 | 1.1562437 | -0.6360235 | 0.1033638 | -0.1832526 | -0.2409305 | 0.1085853 | -0.0030782 | 0.7502582 |
| ANTM | Anthem | Health Care | 2018-01-02 | 2022-03-30 | 214.659469 | 502.48000 | -51.873214 | 6717.0187248 | 1121.43579 | 3514.923727 | 7700.093367 | 7501.06203 | 4417.11007 | 13408.23823 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3778942 | 0.3283057 | -0.0051873 | 0.6717019 | 0.1121436 | 0.3514924 | 0.7700093 | 0.7501062 | 1.3408238 | -0.3334930 | 0.3433962 | -0.2161621 | 0.0231867 | 0.4417036 | 0.4218005 | 1.0125181 |
| AON | Aon plc | Financials | 2018-01-02 | 2022-03-30 | 126.091335 | 326.39000 | 7195.847343 | 6471.9610956 | 3319.51744 | 6227.701469 | 13463.171141 | 13837.41730 | 8419.26930 | 15885.20464 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4960364 | 0.4246922 | 0.7195847 | 0.6471961 | 0.3319517 | 0.6227701 | 1.3463171 | 1.3837417 | 1.5885205 | 0.2948925 | 0.2225039 | -0.0927405 | 0.1980779 | 0.9216249 | 0.9590495 | 1.1638282 |
| AOS | A.O. Smith Corp | Industrials | 2018-01-02 | 2022-03-30 | 57.255101 | 66.25000 | 3489.521461 | -2906.2247172 | -891.57680 | -1375.969290 | 131.560141 | 1794.41073 | 40.28692 | 1571.02148 | 1 | 0 | 0 | 0 | 0 | 1 | 2 | 1 | 0.4156583 | 0.3591157 | 0.3489521 | -0.2906225 | -0.0891577 | -0.1375969 | 0.0131560 | 0.1794411 | 0.1571021 | -0.0101635 | -0.6497381 | -0.4482734 | -0.4967126 | -0.3459597 | -0.1796746 | -0.2020135 |
| APA | Apache Corporation | Energy | 2018-01-02 | 2022-03-30 | 40.700771 | 41.20000 | -1481.615999 | -7835.3170907 | 29728.97689 | -2531.982743 | 28599.084487 | 15858.60263 | 10389.62470 | 122.65832 | 0 | 0 | 1 | 0 | 1 | 1 | 3 | 1 | 0.1379334 | 0.1325333 | -0.1481616 | -0.7835317 | 2.9728977 | -0.2531983 | 2.8599084 | 1.5858603 | 0.0122658 | -0.2806949 | -0.9160650 | 2.8403644 | -0.3857315 | 2.7273752 | 1.4533270 | -0.1202674 |
| APD | Air Products & Chemicals Inc | Materials | 2018-01-02 | 2022-03-30 | 150.060335 | 251.52950 | -2183.401055 | 776.9730947 | -316.58593 | 4965.151698 | 3592.505610 | 4139.94347 | 1829.09782 | 6761.89125 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5416881 | 0.4619373 | -0.2183401 | 0.0776973 | -0.0316586 | 0.4965152 | 0.3592506 | 0.4139943 | 0.6761891 | -0.6802774 | -0.3842400 | -0.4935959 | 0.0345778 | -0.1026868 | -0.0479430 | 0.2142518 |
| APH | Amphenol Corp | Information Technology | 2018-01-02 | 2022-03-30 | 42.011282 | 76.71000 | -2759.785830 | 1178.1548272 | 2866.52026 | 1571.924298 | 5325.461685 | 7632.36502 | 2635.77338 | 8259.38070 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6294354 | 0.5335261 | -0.2759786 | 0.1178155 | 0.2866520 | 0.1571924 | 0.5325462 | 0.7632365 | 0.8259381 | -0.8095047 | -0.4157106 | -0.2468741 | -0.3763337 | -0.0009799 | 0.2297104 | 0.2924120 |
| APTV | Aptiv PLC | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 84.175410 | 122.16000 | -3940.761709 | 1388.9056821 | 8881.12278 | 2611.120111 | 12024.269546 | 19188.34159 | 6692.16633 | 4512.55181 | 0 | 0 | 1 | 0 | 1 | 1 | 3 | 1 | 0.2950822 | 0.2607434 | -0.3940762 | 0.1388906 | 0.8881123 | 0.2611120 | 1.2024270 | 1.9188342 | 0.4512552 | -0.6548196 | -0.1218528 | 0.6273689 | 0.0003686 | 0.9416836 | 1.6580908 | 0.1905118 |
| ARE | Alexandria Real Estate Equities | Real Estate | 2018-01-02 | 2022-03-30 | 116.034631 | 202.08000 | 3012.356263 | 1581.5951080 | 10.99187 | 3747.283517 | 3465.675707 | 2855.53345 | 2445.57265 | 7415.49034 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5407824 | 0.4611984 | 0.3012356 | 0.1581595 | 0.0010992 | 0.3747284 | 0.3465676 | 0.2855533 | 0.7415490 | -0.1599628 | -0.3030389 | -0.4600992 | -0.0864701 | -0.1146308 | -0.1756451 | 0.2803506 |
| ATO | Atmos Energy | Utilities | 2018-01-02 | 2022-03-30 | 77.069546 | 120.37000 | 2092.334390 | 3913.1959393 | -561.13889 | 4336.769210 | -63.232642 | -64.35760 | 1608.92840 | 5618.36114 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4272638 | 0.3685840 | 0.2092334 | 0.3913196 | -0.0561139 | 0.4336769 | -0.0063233 | -0.0064358 | 0.5618361 | -0.1593505 | 0.0227356 | -0.4246979 | 0.0650929 | -0.3749072 | -0.3750197 | 0.1932521 |
| ATVI | Activision Blizzard | Communication Services | 2018-01-02 | 2022-03-30 | 62.750825 | 80.36000 | -1737.935512 | 2382.2674503 | 1718.40648 | 1692.440420 | -3754.990636 | -4518.56891 | -703.06345 | 2806.20622 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2399688 | 0.2157790 | -0.1737936 | 0.2382267 | 0.1718406 | 0.1692440 | -0.3754991 | -0.4518569 | 0.2806206 | -0.3895725 | 0.0224478 | -0.0439383 | -0.0465349 | -0.5912780 | -0.6676359 | 0.0648416 |
| AVB | AvalonBay Communities | Real Estate | 2018-01-02 | 2022-03-30 | 153.969013 | 251.95000 | 5406.957915 | 3114.0878479 | 2001.09006 | 0.000000 | 491.641928 | 480.91747 | 1915.78254 | 6363.68224 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4462083 | 0.3840399 | 0.5406958 | 0.3114088 | 0.2001090 | 0.0000000 | 0.0491642 | 0.0480917 | 0.6363682 | 0.1566559 | -0.0726311 | -0.1839309 | -0.3840399 | -0.3348757 | -0.3359481 | 0.2523283 |
| AVGO | Broadcom Inc. | Information Technology | 2018-01-02 | 2022-03-30 | 229.748272 | 631.09000 | 2100.704786 | 688.7450877 | 4217.40715 | 15041.111626 | 4021.361897 | 1930.12912 | 4666.57661 | 17468.75934 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4029331 | 0.3487337 | 0.2100705 | 0.0688745 | 0.4217407 | 1.5041112 | 0.4021362 | 0.1930129 | 1.7468759 | -0.1386633 | -0.2798592 | 0.0730070 | 1.1553774 | 0.0534025 | -0.1557208 | 1.3981422 |
| AVY | Avery Dennison Corp | Materials | 2018-01-02 | 2022-03-30 | 107.332677 | 176.83000 | -442.924841 | 1677.4425084 | 2515.40792 | 3667.754119 | -145.740165 | 663.40052 | 1322.55668 | 6474.94541 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4548447 | 0.3910860 | -0.0442925 | 0.1677443 | 0.2515408 | 0.3667754 | -0.0145740 | 0.0663401 | 0.6474945 | -0.4353784 | -0.2233417 | -0.1395452 | -0.0243105 | -0.4056600 | -0.3247459 | 0.2564086 |
| AWK | American Water Works Company Inc | Utilities | 2018-01-02 | 2022-03-30 | 82.868615 | 165.85000 | 3869.535842 | 9768.6735821 | 8528.14783 | 4204.687124 | 10731.745719 | 9845.22902 | 7824.66985 | 10013.60830 | 0 | 0 | 0 | 0 | 1 | 0 | 1 | 1 | 0.4220774 | 0.3643527 | 0.3869536 | 0.9768674 | 0.8528148 | 0.4204687 | 1.0731746 | 0.9845229 | 1.0013608 | 0.0226009 | 0.6125147 | 0.4884621 | 0.0561160 | 0.7088219 | 0.6201702 | 0.6370082 |
| AXP | American Express Co | Financials | 2018-01-02 | 2022-03-30 | 93.118870 | 189.76000 | 3618.463784 | 2842.7329820 | 786.24441 | 7851.045696 | 12712.653254 | 15563.51016 | 7229.10838 | 10378.25426 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.4019475 | 0.3479296 | 0.3618464 | 0.2842733 | 0.0786244 | 0.7851046 | 1.2712653 | 1.5563510 | 1.0378254 | 0.0139167 | -0.0636563 | -0.2693052 | 0.4371749 | 0.9233357 | 1.2084214 | 0.6898958 |
| AZO | AutoZone Inc | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 736.540000 | 2064.08000 | 3610.512891 | -304.4910644 | 3701.09810 | 4042.527254 | 12763.045162 | 11887.86560 | 5950.09299 | 18024.00413 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3980059 | 0.3447139 | 0.3610513 | -0.0304491 | 0.3701098 | 0.4042527 | 1.2763045 | 1.1887866 | 1.8024004 | 0.0163374 | -0.3751630 | 0.0253959 | 0.0595388 | 0.9315906 | 0.8440727 | 1.4576865 |
| BA | Boeing Company | Industrials | 2018-01-02 | 2022-03-30 | 282.831151 | 194.91000 | -390.023567 | -736.8367641 | -159.84284 | -4046.967758 | 2141.100230 | 1737.59772 | -242.49550 | -3108.60916 | 1 | 1 | 1 | 0 | 1 | 1 | 5 | 1 | 0.2599098 | 0.2320479 | -0.0390024 | -0.0736837 | -0.0159843 | -0.4046968 | 0.2141100 | 0.1737598 | -0.3108609 | -0.2710503 | -0.3057316 | -0.2480322 | -0.6367447 | -0.0179379 | -0.0582881 | -0.5429088 |
| BAC | Bank of America Corp | Financials | 2018-01-02 | 2022-03-30 | 27.294908 | 43.00000 | 948.363550 | 77.8239102 | 3530.02897 | 2767.240938 | 3612.994096 | 3721.25417 | 2442.95094 | 5753.85386 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4316562 | 0.3721676 | 0.0948364 | 0.0077824 | 0.3530029 | 0.2767241 | 0.3612994 | 0.3721254 | 0.5753854 | -0.2773312 | -0.3643852 | -0.0191647 | -0.0954435 | -0.0108681 | -0.0000421 | 0.2032178 |
| BAX | Baxter International Inc. | Health Care | 2018-01-02 | 2022-03-30 | 63.934836 | 79.38000 | 994.614604 | 868.5033444 | -293.58820 | 663.345569 | -1255.370151 | -1469.77097 | -82.04430 | 2415.76664 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4865765 | 0.4169744 | 0.0994615 | 0.0868503 | -0.0293588 | 0.0663346 | -0.1255370 | -0.1469771 | 0.2415767 | -0.3175130 | -0.3301241 | -0.4463332 | -0.3506399 | -0.5425114 | -0.5639515 | -0.1753978 |
| BBY | Best Buy Co. Inc. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 61.560424 | 96.43000 | -3725.744737 | 1194.0965387 | 710.19259 | 15517.984012 | 3541.064323 | 4258.54422 | 3582.68949 | 5664.28452 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0.3286828 | 0.2881565 | -0.3725745 | 0.1194097 | 0.0710193 | 1.5517984 | 0.3541064 | 0.4258544 | 0.5664285 | -0.6607310 | -0.1687468 | -0.2171372 | 1.2636419 | 0.0659499 | 0.1376979 | 0.2782720 |
| BDX | Becton Dickinson | Health Care | 2018-01-02 | 2022-03-30 | 201.062732 | 263.01463 | 2481.529947 | -170.6690604 | 4651.72154 | 2612.528407 | -837.504302 | -650.19659 | 1347.90166 | 3081.22252 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.4207365 | 0.3632587 | 0.2481530 | -0.0170669 | 0.4651722 | 0.2612528 | -0.0837504 | -0.0650197 | 0.3081223 | -0.1151057 | -0.3803256 | 0.1019135 | -0.1020059 | -0.4470091 | -0.4282784 | -0.0551364 |
| BEN | Franklin Resources | Financials | 2018-01-02 | 2022-03-30 | 33.766507 | 28.39000 | 7118.846898 | -4475.9271310 | 1811.41693 | 4318.670828 | -2911.649957 | -3027.49181 | 472.31096 | -1592.26033 | 1 | 0 | 1 | 1 | 0 | 0 | 3 | 1 | 0.3652630 | 0.3180005 | 0.7118847 | -0.4475927 | 0.1811417 | 0.4318671 | -0.2911650 | -0.3027492 | -0.1592260 | 0.3938842 | -0.7655932 | -0.1368588 | 0.1138666 | -0.6091655 | -0.6207497 | -0.4772266 |
| BIIB | Biogen Inc. | Health Care | 2018-01-02 | 2022-03-30 | 334.170000 | 211.03000 | 4994.098200 | 2798.4867566 | -4646.58699 | -313.217205 | -2624.813916 | -2580.33985 | -395.39550 | -3684.95077 | 1 | 1 | 0 | 1 | 1 | 1 | 5 | 1 | 0.1420217 | 0.1358687 | 0.4994098 | 0.2798487 | -0.4646587 | -0.0313217 | -0.2624814 | -0.2580340 | -0.3684951 | 0.3635411 | 0.1439800 | -0.6005274 | -0.1671904 | -0.3983501 | -0.3939027 | -0.5043638 |
| BIO | Bio-Rad Laboratories | Health Care | 2018-01-02 | 2022-03-30 | 241.420000 | 580.23000 | 4401.528519 | 292.9151352 | -1127.20518 | 2123.193497 | 6971.897158 | 3593.22774 | 2709.25948 | 14034.04855 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3582145 | 0.3122500 | 0.4401529 | 0.0292915 | -0.1127205 | 0.2123193 | 0.6971897 | 0.3593228 | 1.4034049 | 0.1279028 | -0.2829585 | -0.4249705 | -0.0999307 | 0.3849397 | 0.0470727 | 1.0911548 |
| BK | The Bank of New York Mellon | Financials | 2018-01-02 | 2022-03-30 | 48.276829 | 51.84000 | 1170.318275 | 3154.9092910 | 51.20042 | 657.259717 | 2754.894287 | 2019.15550 | 1634.62292 | 738.07052 | 1 | 1 | 0 | 0 | 1 | 1 | 4 | 1 | 0.4347896 | 0.3747240 | 0.1170318 | 0.3154909 | 0.0051200 | 0.0657260 | 0.2754894 | 0.2019155 | 0.0738071 | -0.2576922 | -0.0592331 | -0.3696039 | -0.3089980 | -0.0992346 | -0.1728084 | -0.3009169 |
| BKNG | Booking Holdings Inc | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 1784.750000 | 2327.99000 | 926.313144 | -403.4641558 | 2521.60151 | 5584.399045 | 12902.417380 | 10158.51083 | 5281.62963 | 3043.78765 | 0 | 0 | 0 | 1 | 1 | 1 | 3 | 1 | 0.3748056 | 0.3257859 | 0.0926313 | -0.0403464 | 0.2521602 | 0.5584399 | 1.2902417 | 1.0158511 | 0.3043788 | -0.2331545 | -0.3661323 | -0.0736257 | 0.2326540 | 0.9644559 | 0.6900652 | -0.0214071 |
| BLK | BlackRock | Financials | 2018-01-02 | 2022-03-30 | 457.478246 | 777.36000 | 1409.716488 | 2432.0368907 | 4478.62489 | -1042.745892 | 1951.098019 | 1116.14525 | 1724.14594 | 6992.28340 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5426953 | 0.4627590 | 0.1409716 | 0.2432037 | 0.4478625 | -0.1042746 | 0.1951098 | 0.1116145 | 0.6992283 | -0.3217874 | -0.2195553 | -0.0148965 | -0.5670336 | -0.2676492 | -0.3511445 | 0.2364693 |
| BLL | Ball Corp | Materials | 2018-01-02 | 2022-03-30 | 37.275303 | 91.49000 | 1072.019926 | 665.8058073 | 6813.98063 | 1050.049828 | 2986.996429 | 3053.16525 | 2607.00298 | 14544.40162 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4113510 | 0.3556015 | 0.1072020 | 0.0665806 | 0.6813981 | 0.1050050 | 0.2986996 | 0.3053165 | 1.4544402 | -0.2483996 | -0.2890210 | 0.3257965 | -0.2505966 | -0.0569019 | -0.0502850 | 1.0988386 |
| BMY | Bristol-Myers Squibb | Health Care | 2018-01-02 | 2022-03-30 | 53.367573 | 73.17890 | -1065.595845 | 2394.3414160 | -1838.26563 | 3255.079816 | 2199.905264 | 2012.57913 | 1159.67402 | 3712.24052 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4394966 | 0.3785642 | -0.1065596 | 0.2394341 | -0.1838266 | 0.3255080 | 0.2199905 | 0.2012579 | 0.3712241 | -0.4851238 | -0.1391301 | -0.5623908 | -0.0530562 | -0.1585737 | -0.1773063 | -0.0073401 |
| BR | Broadridge Financial Solutions | Information Technology | 2018-01-02 | 2022-03-30 | 84.664741 | 155.84000 | -2273.552414 | 643.8660917 | 7480.25467 | 3660.014787 | 7482.566998 | 6141.13019 | 3855.71339 | 8406.71779 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5390691 | 0.4598005 | -0.2273552 | 0.0643866 | 0.7480255 | 0.3660015 | 0.7482567 | 0.6141130 | 0.8406718 | -0.6871558 | -0.3954139 | 0.2882249 | -0.0937991 | 0.2884562 | 0.1543125 | 0.3808712 |
| BSX | Boston Scientific | Health Care | 2018-01-02 | 2022-03-30 | 25.280000 | 44.70000 | 357.116202 | 1471.8508040 | 6721.83579 | 1460.899456 | -2.015469 | 2736.12480 | 2124.30193 | 7681.96203 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4701533 | 0.4035755 | 0.0357116 | 0.1471851 | 0.6721836 | 0.1460899 | -0.0002015 | 0.2736125 | 0.7681962 | -0.3678639 | -0.2563904 | 0.2686081 | -0.2574856 | -0.4037771 | -0.1299630 | 0.3646207 |
| BWA | BorgWarner | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 48.202927 | 39.62000 | -2268.041389 | -31.2968190 | -334.02914 | 788.927393 | 3453.054931 | 2200.02072 | 634.77262 | -1780.58216 | 0 | 1 | 1 | 1 | 1 | 1 | 5 | 1 | 0.3348299 | 0.2931716 | -0.2268041 | -0.0031297 | -0.0334029 | 0.0788927 | 0.3453055 | 0.2200021 | -0.1780582 | -0.5199758 | -0.2963013 | -0.3265745 | -0.2142789 | 0.0521339 | -0.0731696 | -0.4712298 |
| BXP | Boston Properties | Real Estate | 2018-01-02 | 2022-03-30 | 111.872962 | 130.86000 | 493.576164 | -1029.9110057 | -583.00848 | 1363.994054 | 2422.882863 | 1512.73700 | 696.71177 | 1697.19628 | 0 | 0 | 0 | 0 | 1 | 0 | 1 | 1 | 0.3743895 | 0.3254464 | 0.0493576 | -0.1029911 | -0.0583008 | 0.1363994 | 0.2422883 | 0.1512737 | 0.1697196 | -0.2760888 | -0.4284375 | -0.3837473 | -0.1890470 | -0.0831581 | -0.1741727 | -0.1557268 |
| C | Citigroup Inc. | Financials | 2018-01-02 | 2022-03-30 | 65.397851 | 54.97000 | -2089.224105 | -683.8162489 | 2403.25226 | -921.232740 | 7002.755459 | 5320.71478 | 1838.74157 | -1594.52500 | 0 | 1 | 1 | 1 | 1 | 1 | 5 | 1 | 0.3908711 | 0.3388930 | -0.2089224 | -0.0683816 | 0.2403252 | -0.0921233 | 0.7002755 | 0.5320715 | -0.1594525 | -0.5478154 | -0.4072746 | -0.0985678 | -0.4310163 | 0.3613826 | 0.1931785 | -0.4983455 |
| CAG | Conagra Brands | Consumer Staples | 2018-01-02 | 2022-03-30 | 33.142909 | 33.40000 | -1755.613020 | 179.6908321 | -2657.79398 | -1454.784262 | 609.225235 | 1299.45479 | -629.97007 | 77.57043 | 0 | 1 | 0 | 0 | 1 | 1 | 3 | 1 | 0.2010098 | 0.1839942 | -0.1755613 | 0.0179691 | -0.2657794 | -0.1454784 | 0.0609225 | 0.1299455 | 0.0077570 | -0.3595555 | -0.1660251 | -0.4497736 | -0.3294726 | -0.1230717 | -0.0540487 | -0.1762372 |
| CAH | Cardinal Health Inc. | Health Care | 2018-01-02 | 2022-03-30 | 53.926110 | 57.13543 | 3180.514499 | 2920.4484915 | -640.85220 | 394.799488 | -510.705791 | 2207.19371 | 1258.56637 | 595.13298 | 1 | 1 | 0 | 0 | 0 | 1 | 3 | 1 | 0.3289917 | 0.2884085 | 0.3180514 | 0.2920448 | -0.0640852 | 0.0394799 | -0.0510706 | 0.2207194 | 0.0595133 | 0.0296429 | 0.0036363 | -0.3524937 | -0.2489286 | -0.3394791 | -0.0676891 | -0.2288952 |
| CAT | Caterpillar Inc. | Industrials | 2018-01-02 | 2022-03-30 | 141.382555 | 223.08000 | -948.678811 | 5501.9398175 | 3043.81927 | 247.848246 | 9935.211073 | 8759.22285 | 4423.22707 | 5778.46719 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.4227663 | 0.3649147 | -0.0948679 | 0.5501940 | 0.3043819 | 0.0247848 | 0.9935211 | 0.8759223 | 0.5778467 | -0.4597826 | 0.1852793 | -0.0605328 | -0.3401299 | 0.6286064 | 0.5110076 | 0.2129320 |
| CB | Chubb Limited | Financials | 2018-01-02 | 2022-03-30 | 130.170123 | 217.50000 | 2556.735132 | 296.0514178 | 1237.06867 | 3716.627689 | 1504.205544 | 2145.15691 | 1909.30756 | 6708.90336 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4724007 | 0.4054090 | 0.2556735 | 0.0296051 | 0.1237069 | 0.3716628 | 0.1504206 | 0.2145157 | 0.6708903 | -0.1497355 | -0.3758039 | -0.2817022 | -0.0337463 | -0.2549885 | -0.1908933 | 0.2654813 |
| CBOE | Cboe Global Markets | Financials | 2018-01-02 | 2022-03-30 | 115.751127 | 114.69000 | 5807.970257 | -886.7915101 | 3063.11931 | 901.782201 | -1739.208251 | -2142.79772 | 834.01238 | -91.67314 | 1 | 0 | 1 | 1 | 0 | 0 | 3 | 1 | 0.3253913 | 0.2854711 | 0.5807970 | -0.0886792 | 0.3063119 | 0.0901782 | -0.1739208 | -0.2142798 | -0.0091673 | 0.2953259 | -0.3741502 | 0.0208408 | -0.1952929 | -0.4593919 | -0.4997509 | -0.2946384 |
| CBRE | CBRE Group | Real Estate | 2018-01-02 | 2022-03-30 | 43.820000 | 92.77000 | 3929.460338 | 3814.0492011 | 5239.82503 | 1490.671747 | 2645.865707 | 3085.70961 | 3367.59694 | 11170.69831 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3868578 | 0.3356187 | 0.3929460 | 0.3814049 | 0.5239825 | 0.1490672 | 0.2645866 | 0.3085710 | 1.1170698 | 0.0573273 | 0.0457862 | 0.1883638 | -0.1865516 | -0.0710322 | -0.0270478 | 0.7814511 |
| CCI | Crown Castle International Corp. | Real Estate | 2018-01-02 | 2022-03-30 | 94.371830 | 184.56000 | 7531.612827 | 1391.5975306 | 4552.68160 | 3437.561069 | 2393.195686 | 2070.53752 | 3562.86437 | 9556.68345 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4421718 | 0.3807468 | 0.7531613 | 0.1391598 | 0.4552682 | 0.3437561 | 0.2393196 | 0.2070538 | 0.9556683 | 0.3724145 | -0.2415870 | 0.0745214 | -0.0369907 | -0.1414272 | -0.1736930 | 0.5749216 |
| CCL | Carnival Corp. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 61.417450 | 19.60000 | -4760.090805 | 7323.1124179 | 1782.25586 | -5650.112561 | 10612.519616 | 12388.66912 | 3616.05894 | -6808.72454 | 1 | 1 | 1 | 1 | 1 | 1 | 6 | 1 | 0.1614370 | 0.1517087 | -0.4760091 | 0.7323112 | 0.1782256 | -0.5650113 | 1.0612520 | 1.2388669 | -0.6808725 | -0.6277178 | 0.5806025 | 0.0265169 | -0.7167200 | 0.9095433 | 1.0871582 | -0.8325812 |
| CDNS | Cadence Design Systems | Information Technology | 2018-01-02 | 2022-03-30 | 42.050000 | 163.31000 | 1677.106825 | -149.1985700 | -732.33589 | 5547.785548 | 7746.474922 | 5621.89622 | 3285.28818 | 28837.09869 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4205127 | 0.3630761 | 0.1677107 | -0.0149199 | -0.0732336 | 0.5547786 | 0.7746475 | 0.5621896 | 2.8837099 | -0.1953654 | -0.3779960 | -0.4363097 | 0.1917024 | 0.4115714 | 0.1991135 | 2.5206337 |
| CDW | CDW | Information Technology | 2018-01-02 | 2022-03-30 | 66.506661 | 178.82000 | 2039.041772 | 2817.6888567 | 2246.43645 | 0.000000 | 2882.632344 | 2781.84785 | 2127.94121 | 16887.53230 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4685953 | 0.4023044 | 0.2039042 | 0.2817689 | 0.2246436 | 0.0000000 | 0.2882632 | 0.2781848 | 1.6887532 | -0.1984002 | -0.1205355 | -0.1776607 | -0.4023044 | -0.1140412 | -0.1241196 | 1.2864488 |
| CE | Celanese | Materials | 2018-01-02 | 2022-03-30 | 97.606124 | 144.64000 | -3941.531340 | -3087.1864185 | 852.09465 | 701.573514 | -4.925546 | 535.16762 | -824.13459 | 4818.74229 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4279698 | 0.3691600 | -0.3941531 | -0.3087186 | 0.0852095 | 0.0701574 | -0.0004926 | 0.0535168 | 0.4818742 | -0.7633131 | -0.6778786 | -0.2839505 | -0.2990026 | -0.3696525 | -0.3156432 | 0.1127142 |
| CERN | Cerner | Health Care | 2018-01-02 | 2022-03-30 | 66.336281 | 93.65000 | 4367.447920 | -2503.7272764 | -328.38685 | 1438.401525 | 977.313066 | 1469.27367 | 903.38701 | 4117.46301 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0.4637548 | 0.3983553 | 0.4367448 | -0.2503727 | -0.0328387 | 0.1438402 | 0.0977313 | 0.1469274 | 0.4117463 | 0.0383895 | -0.6487280 | -0.4311939 | -0.2545151 | -0.3006240 | -0.2514279 | 0.0133910 |
| CF | CF Industries Holdings Inc | Materials | 2018-01-02 | 2022-03-30 | 38.270621 | 101.01000 | 2134.058115 | 2254.3460132 | 5564.72143 | 286.770499 | 21511.873634 | 22424.04800 | 9029.30295 | 16393.61418 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.2702834 | 0.2405112 | 0.2134058 | 0.2254346 | 0.5564721 | 0.0286770 | 2.1511874 | 2.2424048 | 1.6393614 | -0.0271054 | -0.0150766 | 0.3159609 | -0.2118342 | 1.9106761 | 2.0018936 | 1.3988502 |
| CHD | Church & Dwight | Consumer Staples | 2018-01-02 | 2022-03-30 | 46.771786 | 99.23000 | 4548.760132 | -1641.8677970 | 1285.26899 | 3808.788724 | 3466.847009 | 3399.21882 | 2477.83598 | 11215.78152 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3290761 | 0.2884773 | 0.4548760 | -0.1641868 | 0.1285269 | 0.3808789 | 0.3466847 | 0.3399219 | 1.1215782 | 0.1663987 | -0.4526641 | -0.1599504 | 0.0924015 | 0.0582074 | 0.0514445 | 0.8331008 |
| CHRW | C. H. Robinson Worldwide | Industrials | 2018-01-02 | 2022-03-30 | 81.454589 | 109.76000 | 1646.862989 | -472.9460669 | 2333.68965 | 3652.177798 | 902.221269 | 2368.02834 | 1738.33900 | 3474.99287 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0.3518929 | 0.3070925 | 0.1646863 | -0.0472946 | 0.2333690 | 0.3652178 | 0.0902221 | 0.2368028 | 0.3474993 | -0.1424062 | -0.3543871 | -0.0737236 | 0.0581253 | -0.2168704 | -0.0702897 | 0.0404068 |
| CHTR | Charter Communications | Communication Services | 2018-01-02 | 2022-03-30 | 348.970000 | 570.12000 | 3847.339813 | 1929.2945231 | 2216.04391 | -2237.033810 | 3765.950702 | 3383.88005 | 2150.91253 | 6337.22096 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3960553 | 0.3431225 | 0.3847340 | 0.1929295 | 0.2216044 | -0.2237034 | 0.3765951 | 0.3383880 | 0.6337221 | 0.0416115 | -0.1501930 | -0.1215181 | -0.5668259 | 0.0334726 | -0.0047345 | 0.2905996 |
| CI | CIGNA Corp. | Health Care | 2018-01-02 | 2022-03-30 | 197.902443 | 245.83000 | -282.395276 | 2697.6227057 | -1942.27309 | 2418.454304 | 2286.997623 | 2499.63605 | 1279.67372 | 2421.77693 | 0 | 1 | 0 | 0 | 0 | 1 | 2 | 1 | 0.3707153 | 0.3224488 | -0.0282395 | 0.2697623 | -0.1942273 | 0.2418454 | 0.2286998 | 0.2499636 | 0.2421777 | -0.3506884 | -0.0526866 | -0.5166761 | -0.0806034 | -0.0937491 | -0.0724852 | -0.0802711 |
| CINF | Cincinnati Financial | Financials | 2018-01-02 | 2022-03-30 | 65.506262 | 138.15000 | 5239.747819 | 4144.7944464 | 9442.68031 | 0.000000 | 6952.750655 | 6269.86380 | 5341.63951 | 11089.58695 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3871337 | 0.3358438 | 0.5239748 | 0.4144794 | 0.9442680 | 0.0000000 | 0.6952751 | 0.6269864 | 1.1089587 | 0.1881310 | 0.0786357 | 0.6084243 | -0.3358438 | 0.3594313 | 0.2911426 | 0.7731149 |
| CL | Colgate-Palmolive | Consumer Staples | 2018-01-02 | 2022-03-30 | 67.937268 | 76.36000 | 3036.665458 | -1427.3845307 | -929.93500 | 5649.401546 | -1801.612123 | -2489.48054 | 339.60914 | 1239.78074 | 1 | 0 | 0 | 1 | 0 | 0 | 2 | 1 | 0.5218027 | 0.4457137 | 0.3036665 | -0.1427385 | -0.0929935 | 0.5649402 | -0.1801612 | -0.2489481 | 0.1239781 | -0.1420472 | -0.5884522 | -0.5387072 | 0.1192264 | -0.6258750 | -0.6946618 | -0.3217357 |
| CLX | The Clorox Company | Consumer Staples | 2018-01-02 | 2022-03-30 | 130.290502 | 139.50000 | 287.373995 | -549.8823219 | -3112.34195 | 199.046692 | -3403.138840 | -3618.28570 | -1699.53802 | 706.84341 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1629731 | 0.1529619 | 0.0287374 | -0.0549882 | -0.3112342 | 0.0199047 | -0.3403139 | -0.3618286 | 0.0706843 | -0.1242245 | -0.2079502 | -0.4641961 | -0.1330573 | -0.4932758 | -0.5147905 | -0.0822776 |
| CMA | Comerica Inc. | Financials | 2018-01-02 | 2022-03-30 | 73.124582 | 92.82000 | -1315.380446 | -800.6443420 | 308.46447 | 1556.708614 | -4058.245146 | -4915.82553 | -1537.48706 | 2693.40586 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2870435 | 0.2541850 | -0.1315380 | -0.0800644 | 0.0308464 | 0.1556709 | -0.4058245 | -0.4915826 | 0.2693406 | -0.3857231 | -0.3342494 | -0.2233386 | -0.0985141 | -0.6600095 | -0.7457676 | 0.0151556 |
| CMCSA | Comcast Corp. | Communication Services | 2018-01-02 | 2022-03-30 | 37.614498 | 47.42252 | -2213.964364 | -2637.8655150 | -3401.65637 | -821.994002 | -4281.547242 | -4475.27408 | -2972.05026 | 2607.51214 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4996674 | 0.4276546 | -0.2213964 | -0.2637866 | -0.3401656 | -0.0821994 | -0.4281547 | -0.4475274 | 0.2607512 | -0.6490511 | -0.6914412 | -0.7678203 | -0.5098540 | -0.8558094 | -0.8751820 | -0.1669034 |
| CME | CME Group Inc. | Financials | 2018-01-02 | 2022-03-30 | 128.343615 | 241.80000 | 6582.918186 | 1465.4889127 | 1985.45567 | 4332.149932 | 3776.634260 | 2489.00176 | 3438.60812 | 8840.04908 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4348947 | 0.3748097 | 0.6582918 | 0.1465489 | 0.1985456 | 0.4332150 | 0.3776634 | 0.2489002 | 0.8840049 | 0.2834821 | -0.2282608 | -0.1762642 | 0.0584053 | 0.0028537 | -0.1259096 | 0.5091952 |
| CMG | Chipotle Mexican Grill | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 292.950000 | 1574.09000 | 5905.632925 | 18569.5225527 | 15007.81338 | 5884.703934 | 23751.276913 | 20087.96195 | 14867.81861 | 43732.37754 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2658636 | 0.2369053 | 0.5905633 | 1.8569523 | 1.5007813 | 0.5884704 | 2.3751277 | 2.0087962 | 4.3732378 | 0.3536580 | 1.6200469 | 1.2638760 | 0.3515651 | 2.1382224 | 1.7718909 | 4.1363324 |
| CMI | Cummins Inc. | Industrials | 2018-01-02 | 2022-03-30 | 157.317163 | 209.57000 | 2817.666991 | -1193.7455313 | -357.08837 | 0.000000 | 2199.428810 | -19.29904 | 574.49381 | 3321.49625 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4662311 | 0.4003755 | 0.2817667 | -0.1193746 | -0.0357088 | 0.0000000 | 0.2199429 | -0.0019299 | 0.3321496 | -0.1186088 | -0.5197501 | -0.4360844 | -0.4003755 | -0.1804327 | -0.4023054 | -0.0682259 |
| CMS | CMS Energy | Utilities | 2018-01-02 | 2022-03-30 | 41.663882 | 69.99000 | 2476.695132 | 2134.5703277 | 358.11018 | 2200.450717 | 1028.916376 | 268.16751 | 1411.15171 | 6798.72272 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4298594 | 0.3707016 | 0.2476695 | 0.2134570 | 0.0358110 | 0.2200451 | 0.1028916 | 0.0268168 | 0.6798723 | -0.1230321 | -0.1572446 | -0.3348906 | -0.1506565 | -0.2678100 | -0.3438849 | 0.3091707 |
| CNC | Centene Corporation | Health Care | 2018-01-02 | 2022-03-30 | 51.295000 | 86.36000 | 3663.026904 | 6860.8877285 | 356.12668 | -1498.494557 | 4328.394430 | 3628.14327 | 2889.68074 | 6835.94892 | 0 | 1 | 0 | 0 | 0 | 0 | 1 | 1 | 0.3143539 | 0.2764662 | 0.3663027 | 0.6860888 | 0.0356127 | -0.1498495 | 0.4328394 | 0.3628143 | 0.6835949 | 0.0898365 | 0.4096226 | -0.2408536 | -0.4263157 | 0.1563732 | 0.0863481 | 0.4071287 |
| CNP | CenterPoint Energy | Utilities | 2018-01-02 | 2022-03-30 | 24.156196 | 30.78000 | 180.448425 | -3070.0128426 | -1577.52321 | 697.230815 | 1087.591423 | 110.64157 | -428.60397 | 2742.07225 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3789698 | 0.3291832 | 0.0180448 | -0.3070013 | -0.1577523 | 0.0697231 | 0.1087591 | 0.0110642 | 0.2742072 | -0.3111384 | -0.6361845 | -0.4869355 | -0.2594601 | -0.2204241 | -0.3181191 | -0.0549760 |
| COF | Capital One Financial | Financials | 2018-01-02 | 2022-03-30 | 92.957917 | 134.47000 | -1665.855620 | 2325.7305956 | 712.91167 | -1322.001568 | -433.791535 | -522.39445 | -150.90015 | 4465.68562 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3455737 | 0.3019370 | -0.1665856 | 0.2325731 | 0.0712912 | -0.1322002 | -0.0433792 | -0.0522394 | 0.4465686 | -0.4685225 | -0.0693639 | -0.2306458 | -0.4341371 | -0.3453161 | -0.3541764 | 0.1446316 |
| COO | The Cooper Companies | Health Care | 2018-01-02 | 2022-03-30 | 220.429689 | 421.40000 | 2663.684324 | 440.9647418 | 461.62368 | 0.000000 | 970.090194 | 1281.67564 | 969.67310 | 9117.20706 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4880487 | 0.4181755 | 0.2663684 | 0.0440965 | 0.0461624 | 0.0000000 | 0.0970090 | 0.1281676 | 0.9117207 | -0.1518071 | -0.3740790 | -0.3720131 | -0.4181755 | -0.3211665 | -0.2900079 | 0.4935452 |
| COP | ConocoPhillips | Energy | 2018-01-02 | 2022-03-30 | 48.989331 | 101.10000 | 5062.754871 | 3631.1488741 | 7085.46123 | 915.387516 | 7804.657693 | 5436.19120 | 4989.26690 | 10637.14626 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2771191 | 0.2460882 | 0.5062755 | 0.3631149 | 0.7085461 | 0.0915388 | 0.7804658 | 0.5436191 | 1.0637146 | 0.2601873 | 0.1170267 | 0.4624579 | -0.1545494 | 0.5343776 | 0.2975309 | 0.8176264 |
| COST | Costco Wholesale Corp. | Consumer Staples | 2018-01-02 | 2022-03-30 | 176.798209 | 576.47000 | 2767.490832 | 3367.8933960 | 2871.05288 | 550.509901 | 10990.448909 | 10622.64455 | 5195.00674 | 22606.09953 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5928881 | 0.5037089 | 0.2767491 | 0.3367893 | 0.2871053 | 0.0550510 | 1.0990449 | 1.0622645 | 2.2606100 | -0.2269598 | -0.1669196 | -0.2166036 | -0.4486579 | 0.5953360 | 0.5585556 | 1.7569010 |
| COTY | Coty Inc | Consumer Staples | 2018-01-02 | 2022-03-30 | 18.091655 | 9.05000 | 4577.865438 | -1401.8275690 | 22747.42136 | -7127.794348 | 2538.886703 | 2144.07205 | 3913.10394 | -4997.69377 | 1 | 1 | 1 | 0 | 1 | 1 | 5 | 1 | 0.1230401 | 0.1203825 | 0.4577865 | -0.1401828 | 2.2747421 | -0.7127794 | 0.2538887 | 0.2144072 | -0.4997694 | 0.3374041 | -0.2605652 | 2.1543597 | -0.8331619 | 0.1335062 | 0.0940247 | -0.6201518 |
| CPB | Campbell Soup | Consumer Staples | 2018-01-02 | 2022-03-30 | 41.278024 | 44.10000 | 368.566759 | 322.7375234 | -4385.77957 | 5049.586186 | -470.430568 | -470.43057 | 69.04163 | 683.65097 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0.1858531 | 0.1716286 | 0.0368567 | 0.0322738 | -0.4385780 | 0.5049586 | -0.0470431 | -0.0470431 | 0.0683651 | -0.1347719 | -0.1393549 | -0.6102066 | 0.3333300 | -0.2186717 | -0.2186717 | -0.1032635 |
| CPRT | Copart Inc | Industrials | 2018-01-02 | 2022-03-30 | 43.595000 | 127.43000 | 5332.643357 | 11396.4809535 | -2826.61968 | 2581.480682 | 13859.554353 | 9173.45236 | 6586.16534 | 19230.41633 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4624790 | 0.3973144 | 0.5332643 | 1.1396481 | -0.2826620 | 0.2581481 | 1.3859554 | 0.9173452 | 1.9230416 | 0.1359499 | 0.7423337 | -0.6799764 | -0.1391664 | 0.9886410 | 0.5200308 | 1.5257272 |
| CRM | Salesforce.com | Information Technology | 2018-01-02 | 2022-03-30 | 104.410000 | 214.94000 | -627.477930 | 8679.9237909 | -34.38905 | 1168.115410 | 11044.171614 | 8084.60505 | 4719.15815 | 10586.15075 | 0 | 0 | 0 | 0 | 1 | 0 | 1 | 1 | 0.3747772 | 0.3257627 | -0.0627478 | 0.8679924 | -0.0034389 | 0.1168115 | 1.1044172 | 0.8084605 | 1.0586151 | -0.3885105 | 0.5422297 | -0.3292016 | -0.2089511 | 0.7786545 | 0.4826978 | 0.7328524 |
| CSCO | Cisco Systems | Information Technology | 2018-01-02 | 2022-03-30 | 34.023152 | 55.66485 | 4271.024103 | -682.1350515 | 5299.95028 | 105.809325 | -1001.070917 | -955.42960 | 1173.02469 | 6360.87299 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5436671 | 0.4635519 | 0.4271024 | -0.0682135 | 0.5299950 | 0.0105809 | -0.1001071 | -0.0955430 | 0.6360873 | -0.0364495 | -0.5317654 | 0.0664431 | -0.4529710 | -0.5636590 | -0.5590949 | 0.1725354 |
| CSX | CSX Corp. | Industrials | 2018-01-02 | 2022-03-30 | 17.784032 | 37.80000 | -1214.315440 | -119.5771342 | -53.06125 | 6108.829018 | -535.406041 | 2244.91927 | 1071.89807 | 11255.02251 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5153350 | 0.4404370 | -0.1214315 | -0.0119577 | -0.0053061 | 0.6108829 | -0.0535406 | 0.2244919 | 1.1255023 | -0.5618686 | -0.4523948 | -0.4457432 | 0.1704459 | -0.4939776 | -0.2159451 | 0.6850652 |
| CTAS | Cintas Corporation | Industrials | 2018-01-02 | 2022-03-30 | 150.290410 | 432.01000 | 1080.819987 | 2056.4938968 | 5735.61636 | 0.000000 | 2552.114673 | 1221.92943 | 2107.82906 | 18745.01437 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4878389 | 0.4180043 | 0.1080820 | 0.2056494 | 0.5735616 | 0.0000000 | 0.2552115 | 0.1221929 | 1.8745014 | -0.3099223 | -0.2123549 | 0.1555573 | -0.4180043 | -0.1627928 | -0.2958114 | 1.4564971 |
| CTSH | Cognizant Technology Solutions | Information Technology | 2018-01-02 | 2022-03-30 | 67.318698 | 91.39000 | 2216.431913 | 537.2821126 | 2166.43759 | -163.160710 | 571.800579 | 2435.15078 | 1293.99038 | 3575.72296 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4953575 | 0.4241384 | 0.2216432 | 0.0537282 | 0.2166438 | -0.0163161 | 0.0571801 | 0.2435151 | 0.3575723 | -0.2024952 | -0.3704102 | -0.2074946 | -0.4404545 | -0.3669583 | -0.1806233 | -0.0665661 |
| CTXS | Citrix Systems | Information Technology | 2018-01-02 | 2022-03-30 | 85.065424 | 101.49000 | 5346.841462 | 1654.9198316 | 529.98299 | 3746.534102 | -2074.489874 | -2664.15364 | 1089.93915 | 1930.81691 | 1 | 0 | 0 | 1 | 0 | 0 | 2 | 1 | 0.3038377 | 0.2678866 | 0.5346841 | 0.1654920 | 0.0529983 | 0.3746534 | -0.2074490 | -0.2664154 | 0.1930817 | 0.2667975 | -0.1023946 | -0.2148883 | 0.1067668 | -0.4753356 | -0.5343020 | -0.0748049 |
| CVS | CVS Health | Health Care | 2018-01-02 | 2022-03-30 | 64.974909 | 103.55000 | 1060.341287 | 5066.9957013 | 2585.42782 | 1867.743870 | 11331.732802 | 7415.26329 | 4887.91746 | 5936.92122 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.3940815 | 0.3415121 | 0.1060341 | 0.5066996 | 0.2585428 | 0.1867744 | 1.1331733 | 0.7415263 | 0.5936921 | -0.2354780 | 0.1651874 | -0.0829693 | -0.1547377 | 0.7916612 | 0.4000142 | 0.2521800 |
| CVX | Chevron Corp. | Energy | 2018-01-02 | 2022-03-30 | 105.047886 | 165.48000 | -2209.351959 | -2048.2735161 | 3674.78045 | -1756.863032 | -1359.465067 | -395.29911 | -682.41204 | 5752.81581 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3807137 | 0.3306060 | -0.2209352 | -0.2048274 | 0.3674780 | -0.1756863 | -0.1359465 | -0.0395299 | 0.5752816 | -0.5515412 | -0.5354334 | 0.0368720 | -0.5062923 | -0.4665525 | -0.3701359 | 0.2446756 |
| D | Dominion Energy | Utilities | 2018-01-02 | 2022-03-30 | 67.127832 | 85.43000 | 2237.814420 | -316.2542368 | -445.09591 | 821.763606 | -3355.164633 | -3700.80798 | -792.95746 | 2726.46499 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4104383 | 0.3548569 | 0.2237814 | -0.0316254 | -0.0445096 | 0.0821764 | -0.3355165 | -0.3700808 | 0.2726465 | -0.1310754 | -0.3864823 | -0.3993665 | -0.2726805 | -0.6903733 | -0.7249377 | -0.0822104 |
| DAL | Delta Air Lines Inc. | Industrials | 2018-01-02 | 2022-03-30 | 53.517646 | 39.33000 | -875.645236 | 96.7153247 | 360.74294 | -173.600236 | 4641.718927 | 3973.10375 | 1337.17258 | -2651.02200 | 1 | 1 | 1 | 1 | 1 | 1 | 6 | 1 | 0.2435672 | 0.2187148 | -0.0875645 | 0.0096715 | 0.0360743 | -0.0173600 | 0.4641719 | 0.3973104 | -0.2651022 | -0.3062793 | -0.2090432 | -0.1826405 | -0.2360748 | 0.2454571 | 0.1785956 | -0.4838170 |
| DD | DuPont de Nemours Inc | Materials | 2018-01-02 | 2022-03-30 | 137.805549 | 76.54000 | -1348.157321 | -34.5075249 | -3136.88233 | -1679.099098 | -1625.204221 | -2629.39062 | -1742.20685 | -4445.79696 | 1 | 1 | 1 | 1 | 1 | 1 | 6 | 1 | 0.3903644 | 0.3384796 | -0.1348157 | -0.0034508 | -0.3136882 | -0.1679099 | -0.1625204 | -0.2629391 | -0.4445797 | -0.4732953 | -0.3419303 | -0.6521678 | -0.5063895 | -0.5010000 | -0.6014186 | -0.7830593 |
| DE | Deere & Co. | Industrials | 2018-01-02 | 2022-03-30 | 147.751718 | 415.55000 | 222.635886 | 1943.4256796 | 2247.69158 | 2785.020147 | 14088.449987 | 12095.17839 | 5563.73361 | 18124.88454 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4145940 | 0.3582473 | 0.0222636 | 0.1943426 | 0.2247692 | 0.2785020 | 1.4088450 | 1.2095178 | 1.8124885 | -0.3359837 | -0.1639047 | -0.1334781 | -0.0797453 | 1.0505977 | 0.8512705 | 1.4542412 |
| DFS | Discover Financial Services | Financials | 2018-01-02 | 2022-03-30 | 70.085816 | 113.29000 | -2076.657485 | 5764.7844086 | -317.57251 | 2040.700251 | 11489.449211 | 15167.04625 | 5344.62502 | 6164.46904 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.3127251 | 0.2751374 | -0.2076657 | 0.5764784 | -0.0317573 | 0.2040700 | 1.1489449 | 1.5167046 | 0.6164469 | -0.4828031 | 0.3013410 | -0.3068947 | -0.0710674 | 0.8738075 | 1.2415672 | 0.3413095 |
| DG | Dollar General | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 90.308954 | 226.91842 | 4776.699115 | 3212.1047357 | 4520.54195 | 914.386802 | 6498.878950 | 5456.91595 | 4229.92125 | 15126.90210 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3862157 | 0.3350948 | 0.4776699 | 0.3212105 | 0.4520542 | 0.0914387 | 0.6498879 | 0.5456916 | 1.5126902 | 0.1425751 | -0.0138843 | 0.1169594 | -0.2436561 | 0.3147931 | 0.2105968 | 1.1775954 |
| DGX | Quest Diagnostics | Health Care | 2018-01-02 | 2022-03-30 | 90.335870 | 138.27725 | -1775.276858 | 2681.0057596 | 2854.41670 | 1905.311163 | 3172.771896 | 1832.26838 | 1778.41617 | 5307.01489 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3838056 | 0.3331286 | -0.1775277 | 0.2681006 | 0.2854417 | 0.1905311 | 0.3172772 | 0.1832268 | 0.5307015 | -0.5106563 | -0.0650280 | -0.0476869 | -0.1425975 | -0.0158514 | -0.1499017 | 0.1975729 |
| DHI | D. R. Horton | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 48.594405 | 78.89000 | 2410.135180 | 3757.3742299 | -3488.04444 | 10415.952861 | -615.407642 | -2208.08838 | 1711.98697 | 6234.37917 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0.3047844 | 0.2686589 | 0.2410135 | 0.3757374 | -0.3488044 | 1.0415953 | -0.0615408 | -0.2208088 | 0.6234379 | -0.0276454 | 0.1070785 | -0.6174634 | 0.7729364 | -0.3301997 | -0.4894678 | 0.3547790 |
| DHR | Danaher Corp. | Health Care | 2018-01-02 | 2022-03-30 | 90.690676 | 297.36000 | 1179.149233 | -1029.6026156 | 3421.45514 | -25.426974 | 4262.348854 | 3810.42951 | 1936.39219 | 22788.37615 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5462386 | 0.4656498 | 0.1179149 | -0.1029603 | 0.3421455 | -0.0025427 | 0.4262349 | 0.3810430 | 2.2788376 | -0.3477349 | -0.5686101 | -0.1235043 | -0.4681925 | -0.0394150 | -0.0846069 | 1.8131878 |
| DIS | The Walt Disney Company | Communication Services | 2018-01-02 | 2022-03-30 | 108.716823 | 140.96000 | 1875.502553 | 3621.8883384 | 3705.41580 | -980.703066 | 2004.566994 | 1690.93235 | 1986.26716 | 2965.79468 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 1 | 0.4416995 | 0.3803614 | 0.1875503 | 0.3621888 | 0.3705416 | -0.0980703 | 0.2004567 | 0.1690932 | 0.2965795 | -0.1928111 | -0.0181726 | -0.0098198 | -0.4784317 | -0.1799047 | -0.2112681 | -0.0837819 |
| DISCA | Discovery Inc. (Class A) | Communication Services | 2018-01-02 | 2022-03-30 | 23.110000 | 25.70000 | 8003.780828 | 8221.5697083 | 10169.20632 | -2141.258950 | 9062.772087 | 8828.12267 | 7024.03211 | 1120.72696 | 1 | 1 | 1 | 0 | 1 | 1 | 5 | 1 | 0.1859330 | 0.1716938 | 0.8003781 | 0.8221570 | 1.0169206 | -0.2141259 | 0.9062772 | 0.8828123 | 0.1120727 | 0.6286843 | 0.6504632 | 0.8452268 | -0.3858197 | 0.7345834 | 0.7111185 | -0.0596211 |
| DISCK | Discovery Inc. (Class C) | Communication Services | 2018-01-02 | 2022-03-30 | 21.830000 | 25.73000 | -2877.446630 | 3891.1468690 | 9805.41340 | 530.393859 | 9014.871404 | 6433.60034 | 4466.32988 | 1786.53229 | 0 | 1 | 1 | 0 | 1 | 1 | 4 | 1 | 0.1986420 | 0.1820624 | -0.2877447 | 0.3891147 | 0.9805413 | 0.0530394 | 0.9014871 | 0.6433600 | 0.1786532 | -0.4698071 | 0.2070523 | 0.7984789 | -0.1290230 | 0.7194247 | 0.4612976 | -0.0034092 |
| DISH | Dish Network | Communication Services | 2018-01-02 | 2022-03-30 | 50.200000 | 31.88000 | -1332.212896 | -1087.5695951 | -4648.52637 | 4599.626602 | 353.294196 | -1115.65691 | -538.50750 | -3649.40239 | 1 | 1 | 0 | 1 | 1 | 1 | 5 | 1 | 0.2907341 | 0.2571960 | -0.1332213 | -0.1087570 | -0.4648526 | 0.4599627 | 0.0353294 | -0.1115657 | -0.3649402 | -0.3904173 | -0.3659530 | -0.7220487 | 0.2027666 | -0.2218666 | -0.3687617 | -0.6221363 |
| DLR | Digital Realty Trust Inc | Real Estate | 2018-01-02 | 2022-03-30 | 97.479760 | 144.16000 | 1856.725713 | -91.2219194 | 952.99219 | 4995.467229 | 1030.426512 | 1787.71932 | 1755.35151 | 4788.71106 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0.3789645 | 0.3291789 | 0.1856726 | -0.0091222 | 0.0952992 | 0.4995467 | 0.1030427 | 0.1787719 | 0.4788711 | -0.1435064 | -0.3383011 | -0.2338797 | 0.1703678 | -0.2261363 | -0.1504070 | 0.1496922 |
| DLTR | Dollar Tree | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 108.690000 | 160.32000 | 4093.654443 | 7659.9526569 | 522.36740 | 8258.866674 | -2590.321700 | -2115.60174 | 2638.15296 | 4750.20701 | 0 | 1 | 0 | 1 | 0 | 0 | 2 | 1 | 0.2343786 | 0.2112182 | 0.4093654 | 0.7659953 | 0.0522367 | 0.8258867 | -0.2590322 | -0.2115602 | 0.4750207 | 0.1981472 | 0.5547770 | -0.1589815 | 0.6146684 | -0.4702504 | -0.4227784 | 0.2638025 |
| DOV | Dover Corporation | Industrials | 2018-01-02 | 2022-03-30 | 76.103872 | 160.58000 | 1252.193467 | 4654.6472091 | 6864.01330 | 1846.189151 | 5696.456342 | 6232.74771 | 4424.37453 | 11100.10916 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5476134 | 0.4667715 | 0.1252193 | 0.4654647 | 0.6864013 | 0.1846189 | 0.5696456 | 0.6232748 | 1.1100109 | -0.3415521 | -0.0013067 | 0.2196299 | -0.2821525 | 0.1028742 | 0.1565033 | 0.6432395 |
| DPZ | Domino’s Pizza | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 179.960114 | 406.27000 | 855.475427 | 801.3175028 | 3421.96117 | 133.090160 | 2173.534174 | 1956.49881 | 1556.97954 | 12575.55805 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2143900 | 0.1949105 | 0.0855475 | 0.0801318 | 0.3421961 | 0.0133090 | 0.2173534 | 0.1956499 | 1.2575558 | -0.1093629 | -0.1147787 | 0.1472856 | -0.1816015 | 0.0224429 | 0.0007394 | 1.0626453 |
| DRE | Duke Realty Corp | Real Estate | 2018-01-02 | 2022-03-30 | 24.088505 | 59.11000 | 7740.773982 | 4796.4632712 | 5553.22375 | 309.994152 | 3582.393014 | 3353.99909 | 4222.80788 | 14538.67562 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5172517 | 0.4420008 | 0.7740774 | 0.4796463 | 0.5553224 | 0.0309994 | 0.3582393 | 0.3353999 | 1.4538676 | 0.3320766 | 0.0376455 | 0.1133216 | -0.4110014 | -0.0837615 | -0.1066009 | 1.0118668 |
| DRI | Darden Restaurants | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 87.368818 | 131.66000 | 1387.581878 | 595.7399327 | 4996.70981 | -466.534186 | 21660.469754 | 19913.74542 | 8014.61877 | 5069.44967 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.2649410 | 0.2361526 | 0.1387582 | 0.0595740 | 0.4996710 | -0.0466534 | 2.1660470 | 1.9913745 | 0.5069450 | -0.0973944 | -0.1765786 | 0.2635184 | -0.2828060 | 1.9298943 | 1.7552219 | 0.2707923 |
| DTE | DTE Energy Co. | Utilities | 2018-01-02 | 2022-03-30 | 80.235407 | 132.56000 | 965.219978 | 1983.7100240 | 3584.42821 | 55.441639 | 1127.060261 | 1117.41120 | 1472.21188 | 6521.38433 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4632465 | 0.3979405 | 0.0965220 | 0.1983710 | 0.3584428 | 0.0055442 | 0.1127060 | 0.1117411 | 0.6521384 | -0.3014185 | -0.1995695 | -0.0394977 | -0.3923964 | -0.2852345 | -0.2861994 | 0.2541979 |
| DUK | Duke Energy | Utilities | 2018-01-02 | 2022-03-30 | 69.568294 | 111.48000 | 2729.129131 | 4159.0631662 | 3253.40205 | 1283.913288 | 494.367081 | 424.28975 | 2057.36075 | 6024.54131 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4716812 | 0.4048220 | 0.2729129 | 0.4159063 | 0.3253402 | 0.1283913 | 0.0494367 | 0.0424290 | 0.6024541 | -0.1319091 | 0.0110843 | -0.0794818 | -0.2764307 | -0.3553853 | -0.3623931 | 0.1976321 |
| DVA | DaVita Inc. | Health Care | 2018-01-02 | 2022-03-30 | 72.540000 | 114.63000 | -541.857124 | 2582.9209046 | 2059.00598 | 3260.371925 | 8275.028417 | 7823.82949 | 3909.88327 | 5802.31596 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.3360679 | 0.2941816 | -0.0541857 | 0.2582921 | 0.2059006 | 0.3260372 | 0.8275028 | 0.7823829 | 0.5802316 | -0.3483673 | -0.0358895 | -0.0882810 | 0.0318556 | 0.5333212 | 0.4882013 | 0.2860500 |
| DVN | Devon Energy | Energy | 2018-01-02 | 2022-03-30 | 35.451354 | 60.56000 | -5460.270866 | 3883.2677278 | 11439.51700 | -4658.222210 | 24059.853047 | 12685.48900 | 6991.60562 | 7082.56330 | 0 | 0 | 1 | 0 | 1 | 1 | 3 | 1 | 0.1819073 | 0.1684094 | -0.5460271 | 0.3883268 | 1.1439517 | -0.4658222 | 2.4059853 | 1.2685489 | 0.7082563 | -0.7144365 | 0.2199173 | 0.9755423 | -0.6342316 | 2.2375759 | 1.1001395 | 0.5398469 |
| DXCM | DexCom | Health Care | 2018-01-02 | 2022-03-30 | 57.990000 | 519.02000 | 9861.917853 | 16566.4619225 | 30090.84730 | 2599.906582 | 41856.675747 | 38118.48930 | 23182.38312 | 79501.63821 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1797007 | 0.1666092 | 0.9861918 | 1.6566462 | 3.0090847 | 0.2599907 | 4.1856676 | 3.8118489 | 7.9501638 | 0.8195826 | 1.4900370 | 2.8424756 | 0.0933815 | 4.0190584 | 3.6452398 | 7.7835547 |
| EA | Electronic Arts | Communication Services | 2018-01-02 | 2022-03-30 | 108.614655 | 127.68000 | 308.452446 | 2820.5774274 | -4558.37961 | -354.206416 | -3016.265554 | -3126.91722 | -1321.12315 | 1755.31979 | 0 | 1 | 0 | 0 | 0 | 0 | 1 | 1 | 0.2940269 | 0.2598824 | 0.0308452 | 0.2820577 | -0.4558380 | -0.0354206 | -0.3016266 | -0.3126917 | 0.1755320 | -0.2290372 | 0.0221753 | -0.7157204 | -0.2953031 | -0.5615090 | -0.5725741 | -0.0843504 |
| EBAY | eBay Inc. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 36.403924 | 59.36000 | 4190.976418 | 1073.4428492 | 12337.15378 | -57.419160 | 10202.289617 | 7806.71630 | 5925.52663 | 6305.93456 | 0 | 0 | 1 | 0 | 1 | 1 | 3 | 1 | 0.3249067 | 0.2850758 | 0.4190976 | 0.1073443 | 1.2337154 | -0.0057419 | 1.0202290 | 0.7806716 | 0.6305935 | 0.1340218 | -0.1777315 | 0.9486396 | -0.2908177 | 0.7351532 | 0.4955958 | 0.3455177 |
| ECL | Ecolab Inc. | Materials | 2018-01-02 | 2022-03-30 | 128.834201 | 180.40000 | -2497.665530 | 0.0936859 | 3463.89181 | 1401.915434 | 1353.436256 | -19.33800 | 617.05561 | 4002.49300 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5255747 | 0.4487911 | -0.2497666 | 0.0000094 | 0.3463892 | 0.1401915 | 0.1353436 | -0.0019338 | 0.4002493 | -0.6985577 | -0.4487818 | -0.1024019 | -0.3085996 | -0.3134475 | -0.4507249 | -0.0485418 |
| ED | Consolidated Edison | Utilities | 2018-01-02 | 2022-03-30 | 71.145359 | 94.73000 | 499.594878 | 2673.7019349 | 2166.35231 | -343.736016 | 693.471010 | 442.91049 | 1022.04910 | 3314.99354 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3512430 | 0.3065623 | 0.0499595 | 0.2673702 | 0.2166352 | -0.0343736 | 0.0693471 | 0.0442910 | 0.3314994 | -0.2566028 | -0.0391921 | -0.0899270 | -0.3409359 | -0.2372152 | -0.2622712 | 0.0249371 |
| EFX | Equifax Inc. | Industrials | 2018-01-02 | 2022-03-30 | 114.403965 | 239.53000 | 507.549475 | 1643.1517773 | 455.88973 | -687.131974 | 13718.748076 | 14267.10053 | 4984.21794 | 10937.21146 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.4179794 | 0.3610093 | 0.0507549 | 0.1643152 | 0.0455890 | -0.0687132 | 1.3718748 | 1.4267101 | 1.0937211 | -0.3102544 | -0.1966942 | -0.3154204 | -0.4297225 | 1.0108655 | 1.0657007 | 0.7327118 |
| EIX | Edison Int’l | Utilities | 2018-01-02 | 2022-03-30 | 53.118580 | 69.46000 | -1780.097167 | -4019.7287973 | 3736.16564 | 2317.895598 | -2011.550844 | -1220.01826 | -496.22230 | 3076.40379 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.3291285 | 0.2885201 | -0.1780097 | -0.4019729 | 0.3736166 | 0.2317896 | -0.2011551 | -0.1220018 | 0.3076404 | -0.4665298 | -0.6904930 | 0.0850964 | -0.0567306 | -0.4896752 | -0.4105219 | 0.0191203 |
| EL | Estée Lauder Companies | Consumer Staples | 2018-01-02 | 2022-03-30 | 122.996039 | 279.16000 | 2081.649749 | 5504.7812959 | 817.32050 | 2321.065695 | 6956.229045 | 7237.52127 | 4153.09459 | 12696.66594 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4501991 | 0.3872958 | 0.2081650 | 0.5504781 | 0.0817320 | 0.2321066 | 0.6956229 | 0.7237521 | 1.2696666 | -0.1791308 | 0.1631823 | -0.3055637 | -0.1551892 | 0.3083271 | 0.3364563 | 0.8823708 |
| EMN | Eastman Chemical | Materials | 2018-01-02 | 2022-03-30 | 82.947637 | 114.30000 | 663.234888 | -2739.5386638 | 3465.39492 | -795.677989 | 5282.733426 | 7640.12029 | 2252.71115 | 3779.77767 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.4197382 | 0.3624442 | 0.0663235 | -0.2739539 | 0.3465395 | -0.0795678 | 0.5282733 | 0.7640120 | 0.3779778 | -0.2961207 | -0.6363981 | -0.0159047 | -0.4420120 | 0.1658291 | 0.4015678 | 0.0155336 |
| EMR | Emerson Electric Company | Industrials | 2018-01-02 | 2022-03-30 | 63.114154 | 98.98000 | -3077.510273 | -924.6783211 | 1739.41614 | 5464.929852 | 3844.743004 | 4723.92312 | 1961.80392 | 5682.69462 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4663390 | 0.4004636 | -0.3077510 | -0.0924678 | 0.1739416 | 0.5464930 | 0.3844743 | 0.4723923 | 0.5682695 | -0.7082146 | -0.4929315 | -0.2265220 | 0.1460294 | -0.0159893 | 0.0719287 | 0.1678058 |
| EOG | EOG Resources | Energy | 2018-01-02 | 2022-03-30 | 96.723412 | 121.09000 | 6524.051675 | 885.4488075 | 1423.82769 | 705.338023 | 4964.451424 | 4315.17949 | 3136.38285 | 2519.20271 | 1 | 0 | 0 | 0 | 1 | 1 | 3 | 1 | 0.2189684 | 0.1986458 | 0.6524052 | 0.0885449 | 0.1423828 | 0.0705338 | 0.4964451 | 0.4315179 | 0.2519203 | 0.4537594 | -0.1101009 | -0.0562630 | -0.1281120 | 0.2977993 | 0.2328721 | 0.0532745 |
| EQIX | Equinix | Real Estate | 2018-01-02 | 2022-03-30 | 413.620748 | 753.81000 | 1684.515849 | 3006.7779913 | 506.88231 | 5529.885928 | 1317.466346 | 1122.79633 | 2194.72079 | 8224.66605 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4029050 | 0.3487108 | 0.1684516 | 0.3006778 | 0.0506882 | 0.5529886 | 0.1317466 | 0.1122796 | 0.8224666 | -0.1802592 | -0.0480330 | -0.2980226 | 0.2042778 | -0.2169642 | -0.2364312 | 0.4737558 |
| EQR | Equity Residential | Real Estate | 2018-01-02 | 2022-03-30 | 55.091410 | 91.50000 | 10264.998263 | 3912.0448391 | 1879.49736 | 2277.828993 | 2169.883780 | 1527.23043 | 3671.91395 | 6608.75996 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0.4219451 | 0.3642447 | 1.0264998 | 0.3912045 | 0.1879497 | 0.2277829 | 0.2169884 | 0.1527230 | 0.6608760 | 0.6622551 | 0.0269598 | -0.1762950 | -0.1364618 | -0.1472563 | -0.2115217 | 0.2966313 |
| ES | Eversource Energy | Utilities | 2018-01-02 | 2022-03-30 | 55.769686 | 88.64000 | 11275.883268 | 2876.4024631 | 6836.78741 | 1671.220519 | -67.156119 | 492.44983 | 3847.59790 | 5893.93936 | 1 | 0 | 1 | 0 | 0 | 0 | 2 | 1 | 0.3949242 | 0.3421997 | 1.1275883 | 0.2876402 | 0.6836787 | 0.1671221 | -0.0067156 | 0.0492450 | 0.5893939 | 0.7853886 | -0.0545595 | 0.3414790 | -0.1750777 | -0.3489153 | -0.2929547 | 0.2471942 |
| ESS | Essex Property Trust Inc. | Real Estate | 2018-01-02 | 2022-03-30 | 211.434957 | 348.72000 | 4553.355959 | 4628.0115716 | 829.01296 | 0.000000 | -1704.283237 | -1578.10804 | 1121.33154 | 6493.01542 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4167742 | 0.3600261 | 0.4553356 | 0.4628012 | 0.0829013 | 0.0000000 | -0.1704283 | -0.1578108 | 0.6493015 | 0.0953095 | 0.1027751 | -0.2771248 | -0.3600261 | -0.5304544 | -0.5178369 | 0.2892755 |
| ETN | Eaton Corporation | Industrials | 2018-01-02 | 2022-03-30 | 70.167769 | 155.46000 | -622.369648 | -1358.2878341 | 6180.57173 | 0.000000 | 5930.120107 | 6092.01454 | 2703.67481 | 12155.47155 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5046235 | 0.4316981 | -0.0622370 | -0.1358288 | 0.6180572 | 0.0000000 | 0.5930120 | 0.6092015 | 1.2155472 | -0.4939350 | -0.5675268 | 0.1863591 | -0.4316981 | 0.1613139 | 0.1775034 | 0.7838491 |
| ETR | Entergy Corp. | Utilities | 2018-01-02 | 2022-03-30 | 70.195502 | 117.04000 | 2848.944927 | 3036.8482940 | 4652.20313 | 1358.553978 | 2828.415420 | 3102.97189 | 2971.32294 | 6673.43290 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4293986 | 0.3703257 | 0.2848945 | 0.3036848 | 0.4652203 | 0.1358554 | 0.2828415 | 0.3102972 | 0.6673433 | -0.0854312 | -0.0666409 | 0.0948946 | -0.2344703 | -0.0874841 | -0.0600285 | 0.2970176 |
| EW | Edwards Lifesciences | Health Care | 2018-01-02 | 2022-03-30 | 37.193333 | 117.09000 | 4888.271292 | 7473.1205958 | 5109.56203 | 0.000000 | 7374.157947 | 7813.14589 | 5443.04296 | 21481.44829 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4245544 | 0.3663735 | 0.4888271 | 0.7473121 | 0.5109562 | 0.0000000 | 0.7374158 | 0.7813146 | 2.1481448 | 0.1224536 | 0.3809385 | 0.1445827 | -0.3663735 | 0.3710423 | 0.4149411 | 1.7817713 |
| EXC | Exelon Corp. | Utilities | 2018-01-02 | 2022-03-30 | 24.478154 | 47.23000 | 5350.803662 | 1744.3031510 | 1817.46657 | 4813.825000 | 622.484562 | 2124.32422 | 2745.53453 | 9294.75575 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4888199 | 0.4188047 | 0.5350804 | 0.1744303 | 0.1817467 | 0.4813825 | 0.0622485 | 0.2124324 | 0.9294756 | 0.1162757 | -0.2443744 | -0.2370580 | 0.0625778 | -0.3565562 | -0.2063723 | 0.5106709 |
| EXPD | Expeditors | Industrials | 2018-01-02 | 2022-03-30 | 61.953560 | 105.13000 | 1251.249409 | 677.0908489 | 2542.35608 | 767.171616 | 2596.409407 | 1892.35306 | 1621.10507 | 6969.16195 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5493433 | 0.4681828 | 0.1251249 | 0.0677091 | 0.2542356 | 0.0767172 | 0.2596409 | 0.1892353 | 0.6969162 | -0.3430579 | -0.4004737 | -0.2139472 | -0.3914657 | -0.2085419 | -0.2789475 | 0.2287334 |
| EXPE | Expedia Group | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 118.330480 | 192.17000 | 8046.748724 | 11154.4818915 | 3365.73267 | 2660.885632 | 14042.732528 | 16244.71811 | 9252.54993 | 6240.10984 | 1 | 1 | 0 | 0 | 1 | 1 | 4 | 1 | 0.2401610 | 0.2159359 | 0.8046749 | 1.1154482 | 0.3365733 | 0.2660886 | 1.4042733 | 1.6244718 | 0.6240110 | 0.5887390 | 0.8995123 | 0.1206374 | 0.0501527 | 1.1883374 | 1.4085359 | 0.4080751 |
| EXR | Extra Space Storage | Real Estate | 2018-01-02 | 2022-03-30 | 74.598066 | 208.95000 | 12634.527605 | 8856.2899464 | 12151.74067 | 1063.778873 | 13706.801775 | 13725.43734 | 10356.42937 | 18010.10960 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3575371 | 0.3116973 | 1.2634528 | 0.8856290 | 1.2151741 | 0.1063779 | 1.3706802 | 1.3725437 | 1.8010110 | 0.9517554 | 0.5739317 | 0.9034767 | -0.2053194 | 1.0589829 | 1.0608464 | 1.4893136 |
| F | Ford Motor Company | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 10.773994 | 17.27000 | -3345.101928 | 86.2477828 | 2758.16023 | -2214.025540 | 2295.476086 | 1186.43986 | 127.86608 | 6029.33907 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2873666 | 0.2544486 | -0.3345102 | 0.0086248 | 0.2758160 | -0.2214026 | 0.2295476 | 0.1186440 | 0.6029339 | -0.5889588 | -0.2458238 | 0.0213674 | -0.4758511 | -0.0249010 | -0.1358046 | 0.3484853 |
| FANG | Diamondback Energy | Energy | 2018-01-02 | 2022-03-30 | 119.150061 | 139.15000 | -3741.954124 | -2337.3580415 | 7043.37375 | -1075.021579 | -2472.880503 | -4237.67724 | -1136.91962 | 1678.55045 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.1547491 | 0.1462524 | -0.3741954 | -0.2337358 | 0.7043374 | -0.1075022 | -0.2472881 | -0.4237677 | 0.1678550 | -0.5204478 | -0.3799882 | 0.5580850 | -0.2537545 | -0.3935404 | -0.5700201 | 0.0216027 |
| FAST | Fastenal Co | Industrials | 2018-01-02 | 2022-03-30 | 24.312332 | 59.71000 | 4297.264952 | 617.5606465 | 6988.27918 | 8752.430880 | 7239.804902 | 7949.88364 | 5974.20403 | 14559.55311 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4767153 | 0.4089291 | 0.4297265 | 0.0617561 | 0.6988279 | 0.8752431 | 0.7239805 | 0.7949884 | 1.4559553 | 0.0207974 | -0.3471731 | 0.2898988 | 0.4663140 | 0.3150514 | 0.3860592 | 1.0470262 |
| FB | Facebook Inc. | Communication Services | 2018-01-02 | 2022-03-30 | 181.420000 | 227.85000 | -721.825250 | 70.8426189 | -3166.19057 | 2034.781568 | -3973.684137 | -4913.00291 | -1778.17978 | 2559.25477 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3413904 | 0.2985241 | -0.0721825 | 0.0070843 | -0.3166191 | 0.2034782 | -0.3973684 | -0.4913003 | 0.2559255 | -0.3707066 | -0.2914398 | -0.6151431 | -0.0950459 | -0.6958925 | -0.7898243 | -0.0425986 |
| FBHS | Fortune Brands Home & Security | Industrials | 2018-01-02 | 2022-03-30 | 64.802156 | 77.71000 | -4211.168333 | 75.0736414 | -1104.07759 | 5487.732585 | 1441.683160 | -1038.74759 | 108.41598 | 1991.88503 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0.3977741 | 0.3445248 | -0.4211168 | 0.0075074 | -0.1104078 | 0.5487733 | 0.1441683 | -0.1038748 | 0.1991885 | -0.7656416 | -0.3370174 | -0.4549325 | 0.2042485 | -0.2003564 | -0.4483995 | -0.1453363 |
| FCX | Freeport-McMoRan Inc. | Materials | 2018-01-02 | 2022-03-30 | 19.013209 | 50.78000 | 14346.177460 | 2593.9465739 | 1614.94851 | 75.050766 | 5403.865094 | 4939.30094 | 4828.88156 | 16707.74900 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2472992 | 0.2217595 | 1.4346177 | 0.2593947 | 0.1614949 | 0.0075051 | 0.5403865 | 0.4939301 | 1.6707749 | 1.2128582 | 0.0376352 | -0.0602647 | -0.2142544 | 0.3186270 | 0.2721706 | 1.4490154 |
| FDX | FedEx Corporation | Industrials | 2018-01-02 | 2022-03-30 | 243.550637 | 235.25000 | -2779.619411 | 444.3932556 | 2759.75126 | -1401.497909 | 14393.102050 | 14882.93353 | 4716.51046 | -340.81773 | 0 | 1 | 1 | 0 | 1 | 1 | 4 | 1 | 0.3759370 | 0.3267090 | -0.2779619 | 0.0444393 | 0.2759751 | -0.1401498 | 1.4393102 | 1.4882934 | -0.0340818 | -0.6046709 | -0.2822696 | -0.0507338 | -0.4668588 | 1.1126012 | 1.1615844 | -0.3607907 |
| FE | FirstEnergy Corp | Utilities | 2018-01-02 | 2022-03-30 | 25.928826 | 45.80000 | 8192.528276 | 3140.1843575 | 2266.27218 | 2929.505002 | 4672.937824 | 4233.10990 | 4239.08959 | 7663.73850 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0.3510105 | 0.3063726 | 0.8192528 | 0.3140184 | 0.2266272 | 0.2929505 | 0.4672938 | 0.4233110 | 0.7663738 | 0.5128802 | 0.0076458 | -0.0797454 | -0.0134221 | 0.1609212 | 0.1169384 | 0.4600012 |
| FFIV | F5 Networks | Information Technology | 2018-01-02 | 2022-03-30 | 132.580000 | 212.78000 | 4719.499011 | -976.6566850 | 2425.38233 | 4470.676325 | 4578.829888 | 4904.10661 | 3353.63958 | 6049.17785 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4118143 | 0.3559795 | 0.4719499 | -0.0976657 | 0.2425382 | 0.4470676 | 0.4578830 | 0.4904107 | 0.6049178 | 0.1159704 | -0.4536451 | -0.1134412 | 0.0910882 | 0.1019035 | 0.1344312 | 0.2489383 |
| FIS | Fidelity National Information Services | Information Technology | 2018-01-02 | 2022-03-30 | 89.037024 | 101.02000 | 1142.987511 | -357.3909495 | 529.31392 | -2159.735406 | -843.956538 | -50.29861 | -289.84668 | 1345.84196 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5027499 | 0.4301695 | 0.1142988 | -0.0357391 | 0.0529314 | -0.2159735 | -0.0843957 | -0.0050299 | 0.1345842 | -0.3158708 | -0.4659086 | -0.3772381 | -0.6461430 | -0.5145652 | -0.4351994 | -0.2955853 |
| FISV | Fiserv Inc | Information Technology | 2018-01-02 | 2022-03-30 | 65.175000 | 102.14000 | 815.937104 | -254.9715053 | -959.15960 | 334.918547 | -2088.184105 | -1808.10569 | -659.92754 | 5671.65324 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4978314 | 0.4261567 | 0.0815937 | -0.0254972 | -0.0959160 | 0.0334919 | -0.2088184 | -0.1808106 | 0.5671653 | -0.3445630 | -0.4516539 | -0.5220727 | -0.3926649 | -0.6349751 | -0.6069673 | 0.1410086 |
| FITB | Fifth Third Bancorp | Financials | 2018-01-02 | 2022-03-30 | 26.206992 | 44.28000 | 6757.039092 | 291.7320870 | 201.53503 | 0.000000 | 2599.493228 | 2435.79288 | 2047.59872 | 6896.25417 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3273156 | 0.2870411 | 0.6757039 | 0.0291732 | 0.0201535 | 0.0000000 | 0.2599493 | 0.2435793 | 0.6896254 | 0.3886628 | -0.2578679 | -0.2668876 | -0.2870411 | -0.0270918 | -0.0434618 | 0.4025843 |
| FLS | Flowserve Corporation | Industrials | 2018-01-02 | 2022-03-30 | 38.694808 | 35.42000 | -2957.610765 | 2040.1908955 | 1976.72094 | -1687.518592 | -1741.685509 | -1560.05884 | -654.99364 | -846.31723 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 1 | 0.3181831 | 0.2795903 | -0.2957611 | 0.2040191 | 0.1976721 | -0.1687519 | -0.1741686 | -0.1560059 | -0.0846317 | -0.5753514 | -0.0755712 | -0.0819182 | -0.4483422 | -0.4537588 | -0.4355962 | -0.3642220 |
| FLT | FleetCor Technologies Inc | Information Technology | 2018-01-02 | 2022-03-30 | 193.870000 | 250.22000 | 278.353394 | -3755.5728517 | -2121.92316 | 822.196272 | -1986.478277 | -3019.67753 | -1630.51703 | 2906.58689 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4113551 | 0.3556048 | 0.0278353 | -0.3755573 | -0.2121923 | 0.0822196 | -0.1986478 | -0.3019678 | 0.2906587 | -0.3277695 | -0.7311621 | -0.5677972 | -0.2733852 | -0.5542527 | -0.6575726 | -0.0649462 |
| FMC | FMC Corporation | Materials | 2018-01-02 | 2022-03-30 | 67.769129 | 132.77000 | 5324.767944 | 2992.2610317 | 408.11030 | 12743.790045 | 9354.822337 | 7871.95184 | 6449.28392 | 9591.51636 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0.3992925 | 0.3457635 | 0.5324768 | 0.2992261 | 0.0408110 | 1.2743790 | 0.9354822 | 0.7871952 | 0.9591516 | 0.1867133 | -0.0465374 | -0.3049525 | 0.9286155 | 0.5897187 | 0.4414316 | 0.6133881 |
| FRC | First Republic Bank | Financials | 2018-01-02 | 2022-03-30 | 82.611557 | 166.02000 | 92.937701 | 288.5743009 | 4059.73199 | 5686.530857 | -3174.944810 | -3319.45577 | 605.56238 | 10096.46188 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4333111 | 0.3735177 | 0.0092938 | 0.0288574 | 0.4059732 | 0.5686531 | -0.3174945 | -0.3319456 | 1.0096462 | -0.3642240 | -0.3446603 | 0.0324555 | 0.1951354 | -0.6910122 | -0.7054633 | 0.6361285 |
| FRT | Federal Realty Investment Trust | Real Estate | 2018-01-02 | 2022-03-30 | 114.251635 | 124.10000 | 4024.382635 | -3383.0315628 | -1762.26619 | 2921.082743 | -3669.341464 | -3798.81515 | -944.66483 | 861.98897 | 1 | 0 | 0 | 1 | 0 | 0 | 2 | 1 | 0.3065991 | 0.2701395 | 0.4024383 | -0.3383032 | -0.1762266 | 0.2921083 | -0.3669341 | -0.3798815 | 0.0861989 | 0.1322988 | -0.6084427 | -0.4463661 | 0.0219688 | -0.6370737 | -0.6500210 | -0.1839406 |
| FTI | TechnipFMC | Energy | 2018-01-02 | 2022-03-30 | 22.285469 | 7.75000 | -6421.555877 | -5802.5663801 | -1753.19651 | -4166.989073 | -3521.511728 | -3041.87298 | -4117.94876 | -6522.39766 | 1 | 1 | 1 | 1 | 1 | 1 | 6 | 1 | 0.1813116 | 0.1679234 | -0.6421556 | -0.5802566 | -0.1753197 | -0.4166989 | -0.3521512 | -0.3041873 | -0.6522398 | -0.8100790 | -0.7481800 | -0.3432431 | -0.5846223 | -0.5200746 | -0.4721107 | -0.8201632 |
| FTNT | Fortinet | Information Technology | 2018-01-02 | 2022-03-30 | 44.350000 | 341.93000 | 4882.009241 | 6168.3325698 | 4033.92249 | 5506.082167 | 31743.938983 | 32782.11676 | 14186.06703 | 67098.08343 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2941118 | 0.2599517 | 0.4882009 | 0.6168333 | 0.4033922 | 0.5506082 | 3.1743939 | 3.2782117 | 6.7098083 | 0.2282492 | 0.3568816 | 0.1434405 | 0.2906565 | 2.9144422 | 3.0182600 | 6.4498566 |
| GD | General Dynamics | Industrials | 2018-01-02 | 2022-03-30 | 181.324179 | 244.32000 | -163.733038 | -3352.9918618 | 3358.02791 | -498.905778 | 2391.483488 | 3449.27155 | 863.85871 | 3474.20962 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5352640 | 0.4566962 | -0.0163733 | -0.3352992 | 0.3358028 | -0.0498906 | 0.2391483 | 0.3449272 | 0.3474210 | -0.4730695 | -0.7919954 | -0.1208934 | -0.5065868 | -0.2175478 | -0.1117690 | -0.1092752 |
| GE | General Electric | Industrials | 2018-01-02 | 2022-03-30 | 132.801095 | 94.58000 | -2519.446219 | -6759.8757560 | -2261.85455 | -3574.407462 | 8334.529153 | 8607.63881 | 304.43066 | -2878.07079 | 1 | 0 | 1 | 0 | 1 | 1 | 4 | 1 | 0.2537548 | 0.2270263 | -0.2519446 | -0.6759876 | -0.2261855 | -0.3574407 | 0.8334529 | 0.8607639 | -0.2878071 | -0.4789709 | -0.9030139 | -0.4532118 | -0.5844671 | 0.6064266 | 0.6337376 | -0.5148334 |
| GILD | Gilead Sciences | Health Care | 2018-01-02 | 2022-03-30 | 62.893131 | 59.66000 | 74.066967 | 789.3572735 | -3111.88931 | 870.347923 | -2457.609592 | -2738.19876 | -1095.65425 | -514.06737 | 1 | 1 | 0 | 1 | 0 | 0 | 3 | 1 | 0.3456455 | 0.3019955 | 0.0074067 | 0.0789357 | -0.3111889 | 0.0870348 | -0.2457610 | -0.2738199 | -0.0514067 | -0.2945888 | -0.2230598 | -0.6131845 | -0.2149608 | -0.5477565 | -0.5758154 | -0.3534023 |
| GIS | General Mills | Consumer Staples | 2018-01-02 | 2022-03-30 | 50.485689 | 67.94000 | 501.150533 | -1057.3437700 | -5048.35226 | 3568.198169 | -22.913297 | 354.43271 | -284.13799 | 3457.27897 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0.2896185 | 0.2562858 | 0.0501151 | -0.1057344 | -0.5048352 | 0.3568198 | -0.0022913 | 0.0354433 | 0.3457279 | -0.2061708 | -0.3620202 | -0.7611210 | 0.1005340 | -0.2585772 | -0.2208425 | 0.0894421 |
| GL | Globe Life Inc. | Financials | 2018-01-02 | 2022-03-30 | 86.949460 | 101.88963 | -1469.052157 | -1918.4062427 | 4738.56514 | 471.615741 | 152.065445 | -662.28581 | 218.75035 | 1718.25914 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.5103675 | 0.4363843 | -0.1469052 | -0.1918406 | 0.4738565 | 0.0471616 | 0.0152065 | -0.0662286 | 0.1718259 | -0.5832896 | -0.6282250 | 0.0374722 | -0.3892228 | -0.4211778 | -0.5026129 | -0.2645584 |
| GLW | Corning Inc. | Information Technology | 2018-01-02 | 2022-03-30 | 29.135357 | 37.58000 | 4487.073431 | -3936.0504352 | 3117.98145 | 2140.413235 | -4033.881310 | -4045.79613 | -378.37663 | 2898.41764 | 1 | 0 | 1 | 0 | 0 | 0 | 2 | 1 | 0.4561386 | 0.3921416 | 0.4487073 | -0.3936050 | 0.3117981 | 0.2140413 | -0.4033881 | -0.4045796 | 0.2898418 | 0.0565658 | -0.7857466 | -0.0803434 | -0.1781003 | -0.7955297 | -0.7967212 | -0.1022998 |
| GM | General Motors | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 38.054995 | 45.22000 | 7233.599350 | 3705.3094481 | 2720.74061 | 2815.623050 | 3585.870669 | 3800.93939 | 3977.01375 | 1882.80261 | 1 | 1 | 1 | 1 | 1 | 1 | 6 | 1 | 0.3104582 | 0.2732879 | 0.7233599 | 0.3705309 | 0.2720741 | 0.2815623 | 0.3585871 | 0.3800939 | 0.1882803 | 0.4500720 | 0.0972430 | -0.0012139 | 0.0082744 | 0.0852991 | 0.1068060 | -0.0850077 |
| GOOGL | Alphabet Inc. (Class A) | Communication Services | 2018-01-02 | 2022-03-30 | 1073.210000 | 2838.77000 | 924.549626 | 4481.4609313 | 2421.21600 | 0.000000 | -763.728745 | -75.05205 | 1164.74096 | 16451.20713 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5522981 | 0.4705935 | 0.0924550 | 0.4481461 | 0.2421216 | 0.0000000 | -0.0763729 | -0.0075052 | 1.6451207 | -0.3781385 | -0.0224474 | -0.2284719 | -0.4705935 | -0.5469664 | -0.4780987 | 1.1745272 |
| GPC | Genuine Parts | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 84.985117 | 128.83000 | 4334.080251 | 5432.5553140 | 4991.17619 | -390.935881 | 1116.284000 | 1243.52332 | 2787.78053 | 5159.12484 | 0 | 1 | 0 | 0 | 0 | 0 | 1 | 1 | 0.4605356 | 0.3957289 | 0.4334080 | 0.5432555 | 0.4991176 | -0.0390936 | 0.1116284 | 0.1243523 | 0.5159125 | 0.0376791 | 0.1475266 | 0.1033887 | -0.4348225 | -0.2841005 | -0.2713766 | 0.1201836 |
| GPN | Global Payments Inc. | Information Technology | 2018-01-02 | 2022-03-30 | 98.227678 | 137.52000 | 991.181538 | 115.3703876 | -900.90784 | 394.477413 | -922.277861 | -2084.26570 | -401.07034 | 4000.12739 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4413068 | 0.3800411 | 0.0991182 | 0.0115370 | -0.0900908 | 0.0394477 | -0.0922278 | -0.2084266 | 0.4000127 | -0.2809229 | -0.3685040 | -0.4701318 | -0.3405933 | -0.4722688 | -0.5884676 | 0.0199717 |
| GPS | Gap Inc. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 30.067798 | 14.49134 | -5212.340884 | -6644.3163966 | -7294.37075 | -1735.278736 | -7065.560151 | -6780.60073 | -5788.74461 | -5180.44669 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0.1745718 | 0.1624248 | -0.5212341 | -0.6644316 | -0.7294371 | -0.1735279 | -0.7065560 | -0.6780601 | -0.5180447 | -0.6836589 | -0.8268564 | -0.8918619 | -0.3359527 | -0.8689808 | -0.8404849 | -0.6804695 |
| GRMN | Garmin Ltd. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 53.420251 | 120.29000 | 3023.368084 | 1813.5716850 | 6270.51194 | -839.295392 | 7382.030819 | 7279.91375 | 4155.01681 | 12517.67759 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5312531 | 0.4534238 | 0.3023368 | 0.1813572 | 0.6270512 | -0.0839295 | 0.7382031 | 0.7279914 | 1.2517678 | -0.1510870 | -0.2720667 | 0.1736273 | -0.5373534 | 0.2847792 | 0.2745675 | 0.7983439 |
| GS | Goldman Sachs Group | Financials | 2018-01-02 | 2022-03-30 | 235.689210 | 335.59000 | -1877.930118 | 9313.1673790 | 4115.08820 | 0.000000 | 5876.091652 | 5126.93549 | 3758.89210 | 4238.66625 | 0 | 1 | 0 | 0 | 1 | 1 | 3 | 1 | 0.4718824 | 0.4049862 | -0.1877930 | 0.9313167 | 0.4115088 | 0.0000000 | 0.5876092 | 0.5126935 | 0.4238666 | -0.5927792 | 0.5263306 | 0.0065227 | -0.4049862 | 0.1826230 | 0.1077074 | 0.0188805 |
| GWW | Grainger (W.W.) Inc. | Industrials | 2018-01-02 | 2022-03-30 | 218.928353 | 520.64000 | 4149.036136 | 6850.0908943 | 4116.70789 | 5755.903043 | 3443.125627 | 4722.50399 | 4839.56126 | 13781.29615 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4028818 | 0.3486919 | 0.4149036 | 0.6850091 | 0.4116708 | 0.5755903 | 0.3443126 | 0.4722504 | 1.3781296 | 0.0662117 | 0.3363172 | 0.0629789 | 0.2268984 | -0.0043793 | 0.1235585 | 1.0294377 |
| HAL | Halliburton Co. | Energy | 2018-01-02 | 2022-03-30 | 45.698773 | 38.52000 | -8039.838136 | -3864.5678428 | 211.32466 | -3326.472441 | 20238.673930 | 17986.15799 | 3867.54636 | -1570.88973 | 0 | 0 | 1 | 0 | 1 | 1 | 3 | 1 | 0.2124513 | 0.1933288 | -0.8039838 | -0.3864568 | 0.0211325 | -0.3326472 | 2.0238674 | 1.7986158 | -0.1570890 | -0.9973126 | -0.5797856 | -0.1721963 | -0.5259760 | 1.8305386 | 1.6052870 | -0.3504178 |
| HAS | Hasbro Inc. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 81.578412 | 84.50000 | -170.091500 | -5795.6374064 | 222.60948 | 2046.073404 | 3093.088409 | 2237.30125 | 272.22394 | 358.13253 | 0 | 0 | 0 | 1 | 1 | 1 | 3 | 1 | 0.3192755 | 0.2804815 | -0.0170091 | -0.5795637 | 0.0222609 | 0.2046073 | 0.3093088 | 0.2237301 | 0.0358133 | -0.2974907 | -0.8600453 | -0.2582206 | -0.0758742 | 0.0288273 | -0.0567514 | -0.2446683 |
| HBAN | Huntington Bancshares | Financials | 2018-01-02 | 2022-03-30 | 12.143753 | 14.89000 | 7.569625 | -1270.2994627 | -409.04644 | 2245.663408 | -689.122643 | -926.15078 | -173.56438 | 2261.44791 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3297735 | 0.2890464 | 0.0007570 | -0.1270299 | -0.0409046 | 0.2245663 | -0.0689123 | -0.0926151 | 0.2261448 | -0.2882894 | -0.4160763 | -0.3299510 | -0.0644800 | -0.3579586 | -0.3816614 | -0.0629016 |
| HBI | Hanesbrands Inc | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 18.154976 | 15.32000 | 3753.782728 | -5227.5644688 | -1710.46645 | 8116.606392 | -3800.469561 | -4163.73798 | -505.30822 | -1561.54228 | 1 | 0 | 0 | 1 | 0 | 0 | 2 | 1 | 0.2043740 | 0.1867390 | 0.3753783 | -0.5227564 | -0.1710466 | 0.8116606 | -0.3800470 | -0.4163738 | -0.1561542 | 0.1886393 | -0.7094954 | -0.3577856 | 0.6249217 | -0.5667859 | -0.6031128 | -0.3428932 |
| HCA | HCA Healthcare | Health Care | 2018-01-02 | 2022-03-30 | 85.797698 | 254.96000 | 3837.465238 | 2439.1595571 | 9237.22071 | 0.000000 | 13986.895710 | 9895.17384 | 6565.98584 | 19716.41512 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3289565 | 0.2883798 | 0.3837465 | 0.2439160 | 0.9237221 | 0.0000000 | 1.3986896 | 0.9895174 | 1.9716415 | 0.0953667 | -0.0444638 | 0.6353423 | -0.2883798 | 1.1103098 | 0.7011376 | 1.6832617 |
| HD | Home Depot | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 170.275504 | 308.46000 | -1041.189240 | -1047.6283870 | 4987.27909 | 4541.346304 | 10442.592463 | 11615.33683 | 4916.28951 | 8115.34794 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.5597647 | 0.4766851 | -0.1041189 | -0.1047628 | 0.4987279 | 0.4541346 | 1.0442592 | 1.1615337 | 0.8115348 | -0.5808040 | -0.5814480 | 0.0220428 | -0.0225505 | 0.5675741 | 0.6848486 | 0.3348497 |
| HES | Hess Corporation | Energy | 2018-01-02 | 2022-03-30 | 44.424698 | 108.56000 | 10192.722558 | 6131.3699657 | 2812.19557 | -152.228739 | 6357.147907 | 7850.18870 | 5531.89933 | 14436.85742 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2297272 | 0.2074234 | 1.0192723 | 0.6131370 | 0.2812196 | -0.0152229 | 0.6357148 | 0.7850189 | 1.4436857 | 0.8118489 | 0.4057136 | 0.0737962 | -0.2226463 | 0.4282914 | 0.5775955 | 1.2362623 |
| HIG | Hartford Financial Svc.Gp. | Financials | 2018-01-02 | 2022-03-30 | 49.860038 | 73.52000 | 3631.349298 | -4166.5945088 | 8426.89213 | 3468.404647 | 1800.100389 | 3649.04873 | 2801.53345 | 4745.27544 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.3242973 | 0.2845786 | 0.3631349 | -0.4166595 | 0.8426892 | 0.3468405 | 0.1800100 | 0.3649049 | 0.4745275 | 0.0785563 | -0.7012380 | 0.5581106 | 0.0622619 | -0.1045686 | 0.0803263 | 0.1899489 |
| HII | Huntington Ingalls Industries | Industrials | 2018-01-02 | 2022-03-30 | 210.026011 | 203.32000 | -4755.782039 | 2381.2670852 | 439.43312 | 621.526194 | 8072.404194 | 6866.60279 | 2270.90856 | -319.29430 | 0 | 1 | 1 | 1 | 1 | 1 | 5 | 1 | 0.3617313 | 0.3151192 | -0.4755782 | 0.2381267 | 0.0439433 | 0.0621526 | 0.8072404 | 0.6866603 | -0.0319294 | -0.7906974 | -0.0769925 | -0.2711759 | -0.2529666 | 0.4921212 | 0.3715411 | -0.3470486 |
| HOLX | Hologic | Health Care | 2018-01-02 | 2022-03-30 | 42.870000 | 76.67000 | 220.326143 | 4278.5195798 | 1523.26926 | 4090.638876 | 1845.977599 | 2757.00404 | 2452.62258 | 7884.30138 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3888370 | 0.3372335 | 0.0220326 | 0.4278520 | 0.1523269 | 0.4090639 | 0.1845978 | 0.2757004 | 0.7884301 | -0.3152008 | 0.0906185 | -0.1849065 | 0.0718304 | -0.1526357 | -0.0615331 | 0.4511967 |
| HON | Honeywell Int’l Inc. | Industrials | 2018-01-02 | 2022-03-30 | 135.185693 | 196.54000 | 217.732303 | 1544.0748949 | 5695.07552 | 0.000000 | 8237.131802 | 4967.57019 | 3443.59745 | 4538.52071 | 0 | 0 | 1 | 0 | 1 | 1 | 3 | 1 | 0.5940332 | 0.5046432 | 0.0217732 | 0.1544075 | 0.5695076 | 0.0000000 | 0.8237132 | 0.4967570 | 0.4538521 | -0.4828699 | -0.3502357 | 0.0648644 | -0.5046432 | 0.3190700 | -0.0078862 | -0.0507911 |
| HPQ | HP Inc. | Information Technology | 2018-01-02 | 2022-03-30 | 18.772582 | 38.84000 | 3008.173872 | 7054.4392602 | 10485.88095 | 4037.370657 | 7636.470882 | 3249.78409 | 5912.01995 | 10689.74878 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3643041 | 0.3172182 | 0.3008174 | 0.7054439 | 1.0485881 | 0.4037371 | 0.7636471 | 0.3249784 | 1.0689749 | -0.0164008 | 0.3882257 | 0.7313699 | 0.0865189 | 0.4464289 | 0.0077602 | 0.7517567 |
| HRB | H&R Block | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 21.855532 | 26.21000 | -19.135591 | -3886.2974756 | -130.60146 | 3832.502144 | -5217.744239 | -5309.71228 | -1788.49815 | 1992.38724 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0.2865704 | 0.2537991 | -0.0019136 | -0.3886297 | -0.0130601 | 0.3832502 | -0.5217744 | -0.5309712 | 0.1992387 | -0.2557126 | -0.6424288 | -0.2668592 | 0.1294512 | -0.7755735 | -0.7847703 | -0.0545603 |
| HRL | Hormel Foods Corp. | Consumer Staples | 2018-01-02 | 2022-03-30 | 33.335538 | 51.50000 | 9401.642116 | -1400.8259889 | 698.28084 | 806.863327 | -607.061215 | -566.51335 | 1388.73095 | 5448.97812 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0.3235568 | 0.2839745 | 0.9401642 | -0.1400826 | 0.0698281 | 0.0806863 | -0.0607061 | -0.0566513 | 0.5448978 | 0.6561897 | -0.4240571 | -0.2141464 | -0.2032882 | -0.3446806 | -0.3406258 | 0.2609233 |
| HSIC | Henry Schein | Health Care | 2018-01-02 | 2022-03-30 | 56.054902 | 87.85000 | -2081.646427 | 108.9159429 | 306.62580 | 1688.530104 | 4958.542234 | 4929.87870 | 1651.80773 | 5672.13516 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3863012 | 0.3351646 | -0.2081646 | 0.0108916 | 0.0306626 | 0.1688530 | 0.4958542 | 0.4929879 | 0.5672135 | -0.5433292 | -0.3242730 | -0.3045020 | -0.1663116 | 0.1606896 | 0.1578233 | 0.2320489 |
| HST | Host Hotels & Resorts | Real Estate | 2018-01-02 | 2022-03-30 | 17.865106 | 19.93000 | 7759.210799 | -602.3680095 | 492.60007 | 2190.613548 | 567.869744 | 972.43091 | 1896.72618 | 1155.82529 | 1 | 0 | 0 | 1 | 0 | 0 | 2 | 1 | 0.2911355 | 0.2575235 | 0.7759211 | -0.0602368 | 0.0492600 | 0.2190614 | 0.0567870 | 0.0972431 | 0.1155825 | 0.5183976 | -0.3177603 | -0.2082635 | -0.0384621 | -0.2007365 | -0.1602804 | -0.1419410 |
| HSY | The Hershey Company | Consumer Staples | 2018-01-02 | 2022-03-30 | 101.852664 | 216.65000 | 2390.688487 | 1671.2603778 | 2400.18633 | 2752.776140 | 3527.970183 | 3096.61421 | 2639.91595 | 11270.92139 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4569919 | 0.3928377 | 0.2390688 | 0.1671260 | 0.2400186 | 0.2752776 | 0.3527970 | 0.3096614 | 1.1270921 | -0.1537689 | -0.2257117 | -0.1528191 | -0.1175601 | -0.0400407 | -0.0831763 | 0.7342544 |
| HUM | Humana Inc. | Health Care | 2018-01-02 | 2022-03-30 | 244.291908 | 439.39000 | 4491.981036 | 631.7837733 | 2190.40285 | 1991.972586 | 15800.586780 | 18415.45808 | 7253.69752 | 7986.26914 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.3530116 | 0.3080052 | 0.4491981 | 0.0631784 | 0.2190403 | 0.1991973 | 1.5800587 | 1.8415458 | 0.7986269 | 0.1411929 | -0.2448269 | -0.0889650 | -0.1088080 | 1.2720534 | 1.5335406 | 0.4906217 |
| HWM | Howmet Aerospace | Industrials | 2018-01-02 | 2022-03-30 | 27.223114 | 36.44000 | 13827.093815 | 5553.3148005 | 2620.83440 | 1512.396694 | 6669.139477 | 8972.64799 | 6525.90453 | 3385.68406 | 1 | 1 | 0 | 0 | 1 | 1 | 4 | 1 | 0.2655809 | 0.2366747 | 1.3827094 | 0.5553315 | 0.2620834 | 0.1512397 | 0.6669139 | 0.8972648 | 0.3385684 | 1.1460347 | 0.3186568 | 0.0254088 | -0.0854350 | 0.4302393 | 0.6605901 | 0.1018937 |
| IBM | International Business Machines | Information Technology | 2018-01-02 | 2022-03-30 | 120.272938 | 132.13000 | -2517.464871 | -2061.9190475 | 4620.21019 | 1049.961493 | -194.083381 | 630.20883 | 254.48554 | 985.84617 | 0 | 0 | 1 | 1 | 0 | 0 | 2 | 1 | 0.5168808 | 0.4416982 | -0.2517465 | -0.2061919 | 0.4620210 | 0.1049961 | -0.0194083 | 0.0630209 | 0.0985846 | -0.6934447 | -0.6478901 | 0.0203228 | -0.3367021 | -0.4611066 | -0.3786774 | -0.3431136 |
| ICE | Intercontinental Exchange | Financials | 2018-01-02 | 2022-03-30 | 66.285304 | 134.35000 | 2648.560899 | 1923.9249702 | 362.22957 | 870.341410 | 5913.208323 | 5070.42489 | 2798.11501 | 10268.44453 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5900566 | 0.5013988 | 0.2648561 | 0.1923925 | 0.0362230 | 0.0870341 | 0.5913208 | 0.5070425 | 1.0268445 | -0.2365427 | -0.3090063 | -0.4651759 | -0.4143647 | 0.0899220 | 0.0056437 | 0.5254456 |
| IDXX | IDEXX Laboratories | Health Care | 2018-01-02 | 2022-03-30 | 157.810000 | 548.68000 | 26.180807 | 3412.3311239 | -2085.00866 | 0.000000 | 8178.092297 | 6852.90024 | 2730.74930 | 24768.39237 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4229038 | 0.3650269 | 0.0026181 | 0.3412331 | -0.2085009 | 0.0000000 | 0.8178092 | 0.6852900 | 2.4768392 | -0.3624088 | -0.0237938 | -0.5735278 | -0.3650269 | 0.4527823 | 0.3202631 | 2.1118123 |
| IEX | IDEX Corporation | Industrials | 2018-01-02 | 2022-03-30 | 125.417022 | 195.37000 | -32.891342 | -2350.6251003 | 3581.94752 | 0.000000 | -1314.266050 | -1374.61883 | -248.40897 | 5577.63023 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5710156 | 0.4858642 | -0.0032891 | -0.2350625 | 0.3581948 | 0.0000000 | -0.1314266 | -0.1374619 | 0.5577630 | -0.4891533 | -0.7209267 | -0.1276694 | -0.4858642 | -0.6172908 | -0.6233260 | 0.0718989 |
| IFF | International Flavors & Fragrances | Materials | 2018-01-02 | 2022-03-30 | 150.263894 | 131.21000 | 1107.788855 | -2531.9398113 | -1090.97736 | 6010.106136 | 704.596172 | 743.88956 | 823.91059 | -1268.02875 | 1 | 0 | 1 | 1 | 1 | 1 | 5 | 1 | 0.3859769 | 0.3349000 | 0.1107789 | -0.2531940 | -0.1090977 | 0.6010106 | 0.0704596 | 0.0743890 | -0.1268029 | -0.2241211 | -0.5880940 | -0.4439977 | 0.2661106 | -0.2644404 | -0.2605110 | -0.4617029 |
| ILMN | Illumina Inc | Health Care | 2018-01-02 | 2022-03-30 | 224.030000 | 352.04000 | 1347.223343 | 3649.4019687 | 1863.47556 | 3265.895872 | 5020.649466 | 7224.84554 | 3728.58196 | 5713.96688 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 1 | 0.3091038 | 0.2721829 | 0.1347223 | 0.3649402 | 0.1863476 | 0.3265896 | 0.5020649 | 0.7224846 | 0.5713967 | -0.1374606 | 0.0927573 | -0.0858353 | 0.0544067 | 0.2298820 | 0.4503017 | 0.2992138 |
| INCY | Incyte | Health Care | 2018-01-02 | 2022-03-30 | 100.890000 | 79.67000 | -363.282289 | -3976.6830647 | -681.35148 | 5239.911212 | -3419.970542 | -3331.11199 | -1088.74803 | -2103.28080 | 1 | 0 | 1 | 1 | 0 | 0 | 3 | 1 | 0.2574493 | 0.2300405 | -0.0363282 | -0.3976683 | -0.0681351 | 0.5239911 | -0.3419971 | -0.3331112 | -0.2103281 | -0.2663687 | -0.6277088 | -0.2981757 | 0.2939506 | -0.5720376 | -0.5631517 | -0.4403686 |
| INTC | Intel Corp. | Information Technology | 2018-01-02 | 2022-03-30 | 42.114541 | 51.43000 | 2070.567316 | 5198.9046568 | 746.60800 | 755.363189 | -2728.189666 | -2275.02169 | 628.03863 | 2211.93399 | 0 | 1 | 0 | 0 | 0 | 0 | 1 | 1 | 0.3755391 | 0.3263843 | 0.2070567 | 0.5198905 | 0.0746608 | 0.0755363 | -0.2728190 | -0.2275022 | 0.2211934 | -0.1193276 | 0.1935061 | -0.2517235 | -0.2508480 | -0.5992033 | -0.5538865 | -0.1051909 |
| INTU | Intuit Inc. | Information Technology | 2018-01-02 | 2022-03-30 | 153.927500 | 471.95000 | 3370.203221 | 7925.6114816 | 4160.76117 | 0.000000 | 4242.783760 | 3586.20617 | 3880.92763 | 20660.53833 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4722170 | 0.4052592 | 0.3370203 | 0.7925611 | 0.4160761 | 0.0000000 | 0.4242784 | 0.3586206 | 2.0660538 | -0.0682389 | 0.3873020 | 0.0108169 | -0.4052592 | 0.0190192 | -0.0466386 | 1.6607946 |
| IP | International Paper | Materials | 2018-01-02 | 2022-03-30 | 47.242502 | 46.39000 | -1620.839797 | -1140.2943310 | -2308.56677 | -478.165778 | 4335.866662 | 4814.04794 | 600.34132 | -180.45229 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.4077214 | 0.3526403 | -0.1620840 | -0.1140294 | -0.2308567 | -0.0478166 | 0.4335867 | 0.4814048 | -0.0180452 | -0.5147243 | -0.4666697 | -0.5834970 | -0.4004569 | 0.0809464 | 0.1287645 | -0.3706855 |
| IPG | Interpublic Group | Communication Services | 2018-01-02 | 2022-03-30 | 17.030841 | 36.50000 | 7959.614888 | 3720.4333003 | -1346.97647 | 2577.442249 | -1509.338226 | -493.70187 | 1817.91231 | 11431.70723 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3737884 | 0.3249560 | 0.7959615 | 0.3720433 | -0.1346976 | 0.2577442 | -0.1509338 | -0.0493702 | 1.1431707 | 0.4710055 | 0.0470874 | -0.4596536 | -0.0672118 | -0.4758898 | -0.3743262 | 0.8182147 |
| IPGP | IPG Photonics Corp. | Information Technology | 2018-01-02 | 2022-03-30 | 222.340000 | 113.34000 | -395.020137 | -4628.1723888 | -5295.40820 | 1836.318995 | -4782.398078 | -4866.49258 | -3021.86206 | -4902.40173 | 1 | 1 | 0 | 1 | 1 | 1 | 5 | 1 | 0.2298496 | 0.2075233 | -0.0395020 | -0.4628172 | -0.5295408 | 0.1836319 | -0.4782398 | -0.4866493 | -0.4902402 | -0.2470253 | -0.6703405 | -0.7370641 | -0.0238914 | -0.6857631 | -0.6941725 | -0.6977635 |
| IQV | IQVIA Holdings Inc. | Health Care | 2018-01-02 | 2022-03-30 | 99.760000 | 231.32000 | 4259.084023 | 3590.3302975 | 4138.32183 | 7664.873308 | 9430.841141 | 13848.40652 | 7155.30952 | 13187.65036 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 1 | 0.4937361 | 0.4228155 | 0.4259084 | 0.3590330 | 0.4138322 | 0.7664873 | 0.9430841 | 1.3848407 | 1.3187650 | 0.0030929 | -0.0637825 | -0.0089833 | 0.3436718 | 0.5202686 | 0.9620251 | 0.8959495 |
| IRM | Iron Mountain Incorporated | Real Estate | 2018-01-02 | 2022-03-30 | 27.942916 | 55.46000 | 4561.639898 | 7065.7442040 | 5658.66911 | 582.782850 | 5596.345242 | 8426.46743 | 5315.27479 | 9847.60641 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3580223 | 0.3120932 | 0.4561640 | 0.7065744 | 0.5658669 | 0.0582783 | 0.5596345 | 0.8426467 | 0.9847606 | 0.1440708 | 0.3944812 | 0.2537737 | -0.2538149 | 0.2475413 | 0.5305536 | 0.6726675 |
| ISRG | Intuitive Surgical Inc. | Health Care | 2018-01-02 | 2022-03-30 | 125.083333 | 304.44000 | 9495.303769 | 3283.9953500 | 501.37546 | 7088.250653 | 12875.229878 | 9842.13763 | 7181.04879 | 14338.97402 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4508709 | 0.3878439 | 0.9495304 | 0.3283995 | 0.0501375 | 0.7088251 | 1.2875230 | 0.9842138 | 1.4338974 | 0.5616865 | -0.0594443 | -0.3377063 | 0.3209812 | 0.8996791 | 0.5963699 | 1.0460535 |
| IT | Gartner Inc | Information Technology | 2018-01-02 | 2022-03-30 | 124.850000 | 301.55000 | -4920.162201 | 1754.0704991 | 11438.46379 | 1550.973253 | 8570.585890 | 5525.74048 | 3986.61195 | 14152.98358 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3872166 | 0.3359114 | -0.4920162 | 0.1754070 | 1.1438464 | 0.1550973 | 0.8570586 | 0.5525740 | 1.4152984 | -0.8279276 | -0.1605044 | 0.8079350 | -0.1808141 | 0.5211472 | 0.2166626 | 1.0793869 |
| ITW | Illinois Tool Works | Industrials | 2018-01-02 | 2022-03-30 | 148.962850 | 214.66000 | 992.856551 | 879.3449805 | 2858.66525 | 3.243594 | 3139.893041 | 919.83403 | 1465.63957 | 4410.30430 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5601657 | 0.4770123 | 0.0992857 | 0.0879345 | 0.2858665 | 0.0003244 | 0.3139893 | 0.0919834 | 0.4410304 | -0.3777266 | -0.3890778 | -0.1911458 | -0.4766879 | -0.1630230 | -0.3850289 | -0.0359819 |
| IVZ | Invesco Ltd. | Financials | 2018-01-02 | 2022-03-30 | 29.514403 | 23.42000 | 998.917830 | 7474.5796940 | 2701.00502 | -450.837389 | -5898.665514 | -5812.59223 | -164.59877 | -2064.89119 | 1 | 1 | 1 | 1 | 0 | 0 | 4 | 1 | 0.3147579 | 0.2767958 | 0.0998918 | 0.7474580 | 0.2701005 | -0.0450837 | -0.5898666 | -0.5812592 | -0.2064891 | -0.1769041 | 0.4706621 | -0.0066953 | -0.3218796 | -0.8666624 | -0.8580551 | -0.4832850 |
| J | Jacobs Engineering Group | Industrials | 2018-01-02 | 2022-03-30 | 64.589233 | 139.54000 | 587.777748 | 2683.9973870 | 7149.31916 | 478.207690 | 2365.372476 | 3868.25971 | 2855.48903 | 11604.22016 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4729387 | 0.4058480 | 0.0587778 | 0.2683997 | 0.7149319 | 0.0478208 | 0.2365372 | 0.3868260 | 1.1604220 | -0.3470702 | -0.1374483 | 0.3090839 | -0.3580272 | -0.1693107 | -0.0190220 | 0.7545740 |
| JBHT | J. B. Hunt Transport Services | Industrials | 2018-01-02 | 2022-03-30 | 111.932233 | 206.26000 | -927.367792 | 4024.2935210 | 3781.99146 | 4184.322628 | 1957.126263 | 3659.99926 | 2780.06089 | 8427.22108 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4268888 | 0.3682780 | -0.0927368 | 0.4024294 | 0.3781991 | 0.4184323 | 0.1957126 | 0.3659999 | 0.8427221 | -0.4610148 | 0.0341513 | 0.0099211 | 0.0501542 | -0.1725654 | -0.0022781 | 0.4744441 |
| JCI | Johnson Controls International | Industrials | 2018-01-02 | 2022-03-30 | 34.409589 | 67.00000 | 2935.431183 | 3888.5588803 | 2438.92305 | 1155.515323 | 3113.640161 | 3870.04378 | 2900.35206 | 9471.31652 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5006450 | 0.4284522 | 0.2935431 | 0.3888559 | 0.2438923 | 0.1155515 | 0.3113640 | 0.3870044 | 0.9471317 | -0.1349091 | -0.0395963 | -0.1845599 | -0.3129007 | -0.1170882 | -0.0414478 | 0.5186794 |
| JKHY | Jack Henry & Associates | Information Technology | 2018-01-02 | 2022-03-30 | 110.809795 | 197.26000 | -363.371579 | -2189.3624553 | 2196.50775 | 1540.715099 | -409.070240 | -611.69273 | 27.28764 | 7801.67540 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4783169 | 0.4102358 | -0.0363372 | -0.2189362 | 0.2196508 | 0.1540715 | -0.0409070 | -0.0611693 | 0.7801675 | -0.4465730 | -0.6291721 | -0.1905850 | -0.2561643 | -0.4511428 | -0.4714051 | 0.3699317 |
| JNJ | Johnson & Johnson | Health Care | 2018-01-02 | 2022-03-30 | 124.359355 | 179.59000 | 1012.004543 | 496.2025079 | -1204.57603 | 1887.932328 | 360.924051 | 191.73769 | 457.37085 | 4441.21352 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5946392 | 0.5051376 | 0.1012005 | 0.0496203 | -0.1204576 | 0.1887932 | 0.0360924 | 0.0191738 | 0.4441214 | -0.4039371 | -0.4555173 | -0.6255952 | -0.3163443 | -0.4690452 | -0.4859638 | -0.0610162 |
| JNPR | Juniper Networks | Information Technology | 2018-01-02 | 2022-03-30 | 25.270627 | 37.58000 | 5495.481210 | 2829.2294959 | 142.27585 | 0.000000 | 4426.501403 | 3232.00355 | 2687.58192 | 4871.02027 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0.4676940 | 0.4015690 | 0.5495481 | 0.2829229 | 0.0142276 | 0.0000000 | 0.4426501 | 0.3232004 | 0.4871020 | 0.1479791 | -0.1186461 | -0.3873414 | -0.4015690 | 0.0410811 | -0.0783687 | 0.0855330 |
| JPM | JPMorgan Chase & Co. | Financials | 2018-01-02 | 2022-03-30 | 95.049025 | 139.49385 | 2372.638033 | 5868.6459331 | 4756.29752 | 58.194446 | 3372.972640 | 4757.56119 | 3531.05163 | 4675.98933 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 1 | 0.4822141 | 0.4134153 | 0.2372638 | 0.5868646 | 0.4756298 | 0.0058194 | 0.3372973 | 0.4757561 | 0.4675989 | -0.1761515 | 0.1734493 | 0.0622144 | -0.4075959 | -0.0761181 | 0.0623408 | 0.0541836 |
| K | Kellogg Co. | Consumer Staples | 2018-01-02 | 2022-03-30 | 58.365903 | 64.07000 | 1379.817873 | -1359.9902855 | -2694.78269 | 3293.766210 | -2191.427116 | -2312.25816 | -647.47903 | 977.29958 | 1 | 0 | 0 | 1 | 0 | 0 | 2 | 1 | 0.2863683 | 0.2536341 | 0.1379818 | -0.1359990 | -0.2694783 | 0.3293766 | -0.2191427 | -0.2312258 | 0.0977300 | -0.1156524 | -0.3896332 | -0.5231124 | 0.0757425 | -0.4727769 | -0.4848600 | -0.1559042 |
| KEY | KeyCorp | Financials | 2018-01-02 | 2022-03-30 | 17.107583 | 23.01000 | 4599.738454 | -476.6208758 | 5792.50132 | 125.644952 | 8081.710126 | 4434.04214 | 3759.50269 | 3450.17597 | 1 | 0 | 1 | 0 | 1 | 1 | 4 | 1 | 0.3160480 | 0.2778484 | 0.4599738 | -0.0476621 | 0.5792501 | 0.0125645 | 0.8081710 | 0.4434042 | 0.3450176 | 0.1821255 | -0.3255104 | 0.3014018 | -0.2652839 | 0.5303227 | 0.1655559 | 0.0671692 |
| KIM | Kimco Realty | Real Estate | 2018-01-02 | 2022-03-30 | 14.511693 | 25.00000 | 4310.248718 | -537.2904229 | -306.19608 | 2283.841535 | -404.538743 | -539.48121 | 801.09730 | 7227.48704 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2585981 | 0.2309778 | 0.4310249 | -0.0537290 | -0.0306196 | 0.2283842 | -0.0404539 | -0.0539481 | 0.7227487 | 0.2000471 | -0.2847068 | -0.2615974 | -0.0025936 | -0.2714317 | -0.2849259 | 0.4917709 |
| KLAC | KLA Corporation | Information Technology | 2018-01-02 | 2022-03-30 | 97.654590 | 373.82000 | 3930.665878 | 623.6550683 | 9972.75707 | 0.000000 | 1050.825768 | -201.62285 | 2562.71349 | 28279.81873 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3509041 | 0.3062858 | 0.3930666 | 0.0623655 | 0.9972757 | 0.0000000 | 0.1050826 | -0.0201623 | 2.8279819 | 0.0867808 | -0.2439203 | 0.6909899 | -0.3062858 | -0.2012032 | -0.3264481 | 2.5216961 |
| KMB | Kimberly-Clark | Consumer Staples | 2018-01-02 | 2022-03-30 | 103.459513 | 123.85000 | 2407.020651 | 879.4510966 | -2064.83018 | 3888.557205 | 88.021033 | -1975.10831 | 537.18525 | 1970.86629 | 1 | 0 | 0 | 1 | 0 | 0 | 2 | 1 | 0.3826140 | 0.3321564 | 0.2407021 | 0.0879451 | -0.2064830 | 0.3888557 | 0.0088021 | -0.1975108 | 0.1970866 | -0.0914543 | -0.2442113 | -0.5386394 | 0.0566993 | -0.3233543 | -0.5296672 | -0.1350698 |
| KMI | Kinder Morgan | Energy | 2018-01-02 | 2022-03-30 | 14.769539 | 19.09000 | 694.587019 | 5.2421090 | 1677.92887 | 0.000000 | -113.805512 | 705.83915 | 494.96527 | 2925.25093 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3808429 | 0.3307114 | 0.0694587 | 0.0005242 | 0.1677929 | 0.0000000 | -0.0113806 | 0.0705839 | 0.2925251 | -0.2612527 | -0.3301872 | -0.1629186 | -0.3307114 | -0.3420920 | -0.2601275 | -0.0381863 |
| KMX | Carmax Inc | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 64.760000 | 101.53000 | -4518.407706 | -729.6773075 | 3067.62916 | 2720.623113 | 4589.439197 | 5422.68122 | 1758.71461 | 5677.88758 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3150382 | 0.2770246 | -0.4518408 | -0.0729677 | 0.3067629 | 0.2720623 | 0.4589439 | 0.5422681 | 0.5677888 | -0.7288653 | -0.3499923 | 0.0297384 | -0.0049622 | 0.1819194 | 0.2652436 | 0.2907642 |
| KO | Coca-Cola Company | Consumer Staples | 2018-01-02 | 2022-03-30 | 39.683566 | 62.21000 | 225.624256 | 755.7452672 | 956.95997 | 0.000000 | 3333.927277 | 2991.54121 | 1377.29966 | 5676.51460 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6217604 | 0.5272644 | 0.0225624 | 0.0755745 | 0.0956960 | 0.0000000 | 0.3333927 | 0.2991541 | 0.5676515 | -0.5047020 | -0.4516899 | -0.4315685 | -0.5272644 | -0.1938717 | -0.2281103 | 0.0403870 |
| KR | Kroger Co. | Consumer Staples | 2018-01-02 | 2022-03-30 | 25.914802 | 56.37000 | 19168.110842 | 4704.9947616 | 2068.83757 | 1281.594772 | 4781.536160 | 4303.94797 | 6051.50368 | 11752.04750 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0.1246636 | 0.1217070 | 1.9168111 | 0.4704995 | 0.2068838 | 0.1281595 | 0.4781536 | 0.4303948 | 1.1752047 | 1.7951041 | 0.3487925 | 0.0851768 | 0.0064525 | 0.3564466 | 0.3086878 | 1.0534977 |
| KSS | Kohl’s Corp. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 48.375604 | 61.42000 | -3886.678704 | -1377.7368653 | -1997.27677 | -3385.440839 | -2312.084863 | -2159.12481 | -2519.72381 | 2696.48232 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1519994 | 0.1440090 | -0.3886679 | -0.1377737 | -0.1997277 | -0.3385441 | -0.2312085 | -0.2159125 | 0.2696482 | -0.5326769 | -0.2817827 | -0.3437367 | -0.4825531 | -0.3752175 | -0.3599215 | 0.1256392 |
| L | Loews Corp. | Financials | 2018-01-02 | 2022-03-30 | 48.804896 | 65.53000 | 2433.847492 | -256.7790459 | -1397.37661 | -530.544782 | 279.662531 | 1007.18215 | 255.99862 | 3426.93163 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4670590 | 0.4010510 | 0.2433847 | -0.0256779 | -0.1397377 | -0.0530545 | 0.0279663 | 0.1007182 | 0.3426932 | -0.1576662 | -0.4267289 | -0.5407886 | -0.4541055 | -0.3730847 | -0.3003328 | -0.0583578 |
| LDOS | Leidos Holdings | Information Technology | 2018-01-02 | 2022-03-30 | 59.719544 | 108.42000 | -901.837262 | 3691.3667362 | 10551.23139 | 0.000000 | 4072.973209 | 3857.79684 | 3545.25515 | 8154.86069 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.4226271 | 0.3648011 | -0.0901837 | 0.3691367 | 1.0551231 | 0.0000000 | 0.4072973 | 0.3857797 | 0.8154861 | -0.4549849 | 0.0043355 | 0.6903220 | -0.3648011 | 0.0424962 | 0.0209785 | 0.4506849 |
| LEG | Leggett & Platt | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 40.686568 | 36.46000 | 836.983040 | 44.0456841 | 7953.61227 | 0.000000 | -3265.369519 | -2695.20577 | 479.01095 | -1038.81171 | 1 | 1 | 1 | 1 | 0 | 0 | 4 | 1 | 0.3422143 | 0.2991962 | 0.0836983 | 0.0044046 | 0.7953612 | 0.0000000 | -0.3265370 | -0.2695206 | -0.1038812 | -0.2154979 | -0.2947916 | 0.4961650 | -0.2991962 | -0.6257331 | -0.5687168 | -0.4030774 |
| LEN | Lennar Corp. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 62.885783 | 84.15000 | -2143.070324 | 1883.4333734 | -2956.48576 | 11328.816283 | -763.871803 | 2830.97358 | 1696.63256 | 3381.40297 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0.2683779 | 0.2389566 | -0.2143070 | 0.1883433 | -0.2956486 | 1.1328816 | -0.0763872 | 0.2830974 | 0.3381403 | -0.4532636 | -0.0506133 | -0.5346052 | 0.8939250 | -0.3153438 | 0.0441408 | 0.0991837 |
| LH | Laboratory Corp. of America Holding | Health Care | 2018-01-02 | 2022-03-30 | 162.300000 | 269.00000 | 106.313158 | -446.2630467 | 1499.59693 | 98.939201 | 3783.027790 | 4010.85909 | 1508.74552 | 6574.24522 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4176447 | 0.3607363 | 0.0106313 | -0.0446263 | 0.1499597 | 0.0098939 | 0.3783028 | 0.4010859 | 0.6574245 | -0.3501050 | -0.4053626 | -0.2107766 | -0.3508423 | 0.0175665 | 0.0403496 | 0.2966883 |
| LHX | L3Harris Technologies | Industrials | 2018-01-02 | 2022-03-30 | 131.992122 | 251.81000 | 3630.766519 | 1216.4441233 | -1953.00685 | 0.000000 | 6745.813321 | 4496.16215 | 2356.02988 | 9077.65368 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3717565 | 0.3232983 | 0.3630767 | 0.1216444 | -0.1953007 | 0.0000000 | 0.6745813 | 0.4496162 | 0.9077654 | 0.0397784 | -0.2016539 | -0.5185990 | -0.3232983 | 0.3512831 | 0.1263179 | 0.5844671 |
| LKQ | LKQ Corporation | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 40.954494 | 46.77000 | 5624.160537 | 3545.6815470 | 1306.70222 | 5816.176471 | 8703.607113 | 5064.49894 | 5010.13780 | 1419.99225 | 1 | 1 | 0 | 1 | 1 | 1 | 5 | 1 | 0.3237842 | 0.2841600 | 0.5624161 | 0.3545682 | 0.1306702 | 0.5816176 | 0.8703607 | 0.5064499 | 0.1419992 | 0.2782561 | 0.0704082 | -0.1534897 | 0.2974577 | 0.5862007 | 0.2222899 | -0.1421607 |
| LLY | Lilly (Eli) & Co. | Health Care | 2018-01-02 | 2022-03-30 | 77.670076 | 289.89000 | 14402.577519 | 13731.9210520 | 4021.94842 | 8007.084985 | 7424.926687 | 6614.65237 | 9033.85184 | 27323.25407 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3419059 | 0.2989446 | 1.4402578 | 1.3731921 | 0.4021948 | 0.8007085 | 0.7424927 | 0.6614652 | 2.7323254 | 1.1413131 | 1.0742475 | 0.1032502 | 0.5017639 | 0.4435481 | 0.3625206 | 2.4333808 |
| LMT | Lockheed Martin Corp. | Industrials | 2018-01-02 | 2022-03-30 | 284.394465 | 445.95000 | 880.798652 | -610.0160076 | 8689.73109 | -156.379553 | 2019.183723 | 2087.96767 | 2151.88093 | 5680.68494 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.4380019 | 0.3773447 | 0.0880799 | -0.0610016 | 0.8689731 | -0.0156380 | 0.2019184 | 0.2087968 | 0.5680685 | -0.2892648 | -0.4383463 | 0.4916284 | -0.3929826 | -0.1754263 | -0.1685479 | 0.1907238 |
| LNC | Lincoln National | Financials | 2018-01-02 | 2022-03-30 | 69.180832 | 66.98000 | -833.810354 | -899.9737416 | 3706.10434 | 257.172994 | 1880.169972 | 2644.49883 | 1125.69367 | -318.12746 | 0 | 0 | 1 | 1 | 1 | 1 | 4 | 1 | 0.2819086 | 0.2499957 | -0.0833810 | -0.0899974 | 0.3706104 | 0.0257173 | 0.1880170 | 0.2644499 | -0.0318127 | -0.3333767 | -0.3399931 | 0.1206147 | -0.2242784 | -0.0619787 | 0.0144542 | -0.2818085 |
| LNT | Alliant Energy Corp | Utilities | 2018-01-02 | 2022-03-30 | 37.131768 | 62.88000 | 3481.783918 | 3472.9864757 | 2238.18694 | 5822.041858 | 2353.275356 | 1998.04192 | 3227.71941 | 6934.28680 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4510761 | 0.3880113 | 0.3481784 | 0.3472986 | 0.2238187 | 0.5822042 | 0.2353275 | 0.1998042 | 0.6934287 | -0.0398329 | -0.0407127 | -0.1641926 | 0.1941928 | -0.1526838 | -0.1882071 | 0.3054173 |
| LOW | Lowe’s Cos. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 85.150584 | 209.49000 | 443.121956 | 5068.6966248 | 6449.88435 | 4771.549748 | 10664.729146 | 8804.78355 | 6033.79423 | 14602.29762 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4239381 | 0.3658707 | 0.0443122 | 0.5068697 | 0.6449884 | 0.4771550 | 1.0664729 | 0.8804784 | 1.4602298 | -0.3215585 | 0.1409989 | 0.2791177 | 0.1112842 | 0.7006022 | 0.5146076 | 1.0943590 |
| LRCX | Lam Research | Information Technology | 2018-01-02 | 2022-03-30 | 176.384914 | 548.56000 | 12605.874448 | 12172.3667217 | 3988.87758 | 272.334439 | 19088.900749 | 15864.85950 | 10665.53557 | 21100.16546 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3180274 | 0.2794633 | 1.2605874 | 1.2172367 | 0.3988878 | 0.0272334 | 1.9088901 | 1.5864859 | 2.1100165 | 0.9811242 | 0.9377734 | 0.1194245 | -0.2522298 | 1.6294268 | 1.3070227 | 1.8305533 |
| LUV | Southwest Airlines | Industrials | 2018-01-02 | 2022-03-30 | 64.432009 | 45.57000 | -2248.676274 | 2823.0541324 | -2060.33997 | -2299.190111 | 2206.484529 | 1059.93231 | -86.45590 | -2927.42839 | 1 | 1 | 1 | 1 | 1 | 1 | 6 | 1 | 0.2975692 | 0.2627724 | -0.2248676 | 0.2823054 | -0.2060340 | -0.2299190 | 0.2206485 | 0.1059932 | -0.2927428 | -0.4876400 | 0.0195330 | -0.4688064 | -0.4926914 | -0.0421239 | -0.1567792 | -0.5555152 |
| LVS | Las Vegas Sands | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 61.582374 | 39.65000 | 341.939647 | -2555.1495485 | 3074.41053 | -1337.120385 | -2421.711687 | -2993.72710 | -981.89309 | -3561.46936 | 1 | 1 | 1 | 1 | 1 | 1 | 6 | 1 | 0.2737268 | 0.2433206 | 0.0341940 | -0.2555150 | 0.3074411 | -0.1337120 | -0.2421712 | -0.2993727 | -0.3561469 | -0.2091266 | -0.4988355 | 0.0641205 | -0.3770326 | -0.4854918 | -0.5426933 | -0.5994675 |
| LYB | LyondellBasell | Materials | 2018-01-02 | 2022-03-30 | 78.307297 | 105.02000 | 2806.844397 | -4868.1003646 | 7061.60544 | 10713.467662 | 5068.254874 | 4553.55256 | 4222.60410 | 3411.26614 | 0 | 0 | 1 | 1 | 1 | 1 | 4 | 1 | 0.3085180 | 0.2717050 | 0.2806844 | -0.4868100 | 0.7061605 | 1.0713468 | 0.5068255 | 0.4553553 | 0.3411266 | 0.0089794 | -0.7585151 | 0.4344555 | 0.7996417 | 0.2351205 | 0.1836502 | 0.0694216 |
| LYV | Live Nation Entertainment | Communication Services | 2018-01-02 | 2022-03-30 | 42.650000 | 117.76000 | 5171.412271 | 8639.8611296 | 7201.81889 | -433.436532 | 22152.446407 | 20608.27060 | 10556.72879 | 17610.78546 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.2554595 | 0.2284171 | 0.5171412 | 0.8639861 | 0.7201819 | -0.0433437 | 2.2152446 | 2.0608271 | 1.7610785 | 0.2887241 | 0.6355690 | 0.4917648 | -0.2717608 | 1.9868275 | 1.8324099 | 1.5326614 |
| MA | Mastercard Inc. | Information Technology | 2018-01-02 | 2022-03-30 | 148.533773 | 362.24000 | -450.920636 | 592.1500817 | 978.33854 | 0.000000 | 9248.693965 | 7353.50782 | 2953.62829 | 14387.71955 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4972871 | 0.4257127 | -0.0450921 | 0.0592150 | 0.0978339 | 0.0000000 | 0.9248694 | 0.7353508 | 1.4387720 | -0.4708047 | -0.3664977 | -0.3278788 | -0.4257127 | 0.4991567 | 0.3096381 | 1.0130593 |
| MAA | Mid-America Apartments | Real Estate | 2018-01-02 | 2022-03-30 | 86.887368 | 213.01000 | 6033.608468 | 2786.5838140 | 7498.17741 | 0.000000 | 8476.284632 | 8745.52982 | 5590.03069 | 14515.64640 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4738516 | 0.4065927 | 0.6033608 | 0.2786584 | 0.7498177 | 0.0000000 | 0.8476285 | 0.8745530 | 1.4515646 | 0.1967681 | -0.1279344 | 0.3432250 | -0.4065927 | 0.4410357 | 0.4679602 | 1.0449719 |
| MAR | Marriott Int’l. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 129.714541 | 176.45000 | -2588.446881 | 6721.3858719 | 8668.18139 | -1401.811818 | 7348.168226 | 7299.38945 | 4341.14437 | 3602.94681 | 0 | 1 | 1 | 0 | 1 | 1 | 4 | 1 | 0.2997553 | 0.2645560 | -0.2588447 | 0.6721386 | 0.8668181 | -0.1401812 | 0.7348168 | 0.7299389 | 0.3602947 | -0.5234006 | 0.4075826 | 0.6022622 | -0.4047371 | 0.4702609 | 0.4653830 | 0.0957387 |
| MAS | Masco Corp. | Industrials | 2018-01-02 | 2022-03-30 | 41.485667 | 53.35000 | -1817.098353 | 107.0213451 | 282.74372 | 2480.119854 | 4375.737771 | 3240.68615 | 1444.86842 | 2859.86331 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.4653860 | 0.3996861 | -0.1817098 | 0.0107021 | 0.0282744 | 0.2480120 | 0.4375738 | 0.3240686 | 0.2859863 | -0.5813960 | -0.3889840 | -0.3714117 | -0.1516741 | 0.0378877 | -0.0756175 | -0.1136998 |
| MCD | McDonald’s Corp. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 156.399646 | 249.03000 | 1350.483483 | 1681.9063539 | 1884.18225 | 1517.444007 | 1754.917130 | 1798.40738 | 1664.55677 | 5922.67030 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5651751 | 0.4810992 | 0.1350483 | 0.1681906 | 0.1884182 | 0.1517444 | 0.1754917 | 0.1798407 | 0.5922670 | -0.3460509 | -0.3129086 | -0.2926810 | -0.3293548 | -0.3056075 | -0.3012585 | 0.1111678 |
| MCHP | Microchip Technology | Information Technology | 2018-01-02 | 2022-03-30 | 42.462968 | 76.39000 | 1346.395700 | -6776.0628523 | 2097.46930 | 0.000000 | -703.225221 | -1071.80147 | -851.20409 | 7989.79302 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3542539 | 0.3090187 | 0.1346396 | -0.6776063 | 0.2097469 | 0.0000000 | -0.0703225 | -0.1071801 | 0.7989793 | -0.1743792 | -0.9866250 | -0.0992718 | -0.3090187 | -0.3793413 | -0.4161989 | 0.4899606 |
| MCK | McKesson Corp. | Health Care | 2018-01-02 | 2022-03-30 | 152.124662 | 307.02000 | 7307.449738 | 5920.5039678 | -3681.10665 | 1501.847731 | 6556.468324 | 6737.73942 | 4057.15042 | 10182.13194 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3910426 | 0.3390329 | 0.7307450 | 0.5920504 | -0.3681107 | 0.1501848 | 0.6556468 | 0.6737739 | 1.0182132 | 0.3917121 | 0.2530175 | -0.7071435 | -0.1888481 | 0.3166140 | 0.3347411 | 0.6791803 |
| MCO | Moody’s Corp | Financials | 2018-01-02 | 2022-03-30 | 140.575923 | 338.32000 | 1504.103490 | 1724.4364310 | 3752.75598 | 0.000000 | 10737.200332 | 9494.62614 | 4535.52040 | 14066.71016 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5270852 | 0.4500235 | 0.1504103 | 0.1724436 | 0.3752756 | 0.0000000 | 1.0737200 | 0.9494626 | 1.4066710 | -0.2996131 | -0.2775798 | -0.0747479 | -0.4500235 | 0.6236966 | 0.4994391 | 0.9566475 |
| MDLZ | Mondelez International | Consumer Staples | 2018-01-02 | 2022-03-30 | 38.645479 | 62.75000 | 1890.022726 | 2496.9327409 | 1599.39738 | 0.000000 | 2659.097699 | 2120.88281 | 1794.38889 | 6237.34579 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6401839 | 0.5422953 | 0.1890023 | 0.2496933 | 0.1599397 | 0.0000000 | 0.2659098 | 0.2120883 | 0.6237346 | -0.3532930 | -0.2926020 | -0.3823555 | -0.5422953 | -0.2763855 | -0.3302070 | 0.0814393 |
| MDT | Medtronic plc | Health Care | 2018-01-02 | 2022-03-30 | 74.905243 | 111.56000 | -406.391666 | 3692.0565603 | 3156.03490 | 760.089444 | 1681.337538 | 1442.98698 | 1721.01896 | 4893.48352 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5665928 | 0.4822559 | -0.0406392 | 0.3692057 | 0.3156035 | 0.0760089 | 0.1681338 | 0.1442987 | 0.4893484 | -0.5228950 | -0.1130502 | -0.1666524 | -0.4062469 | -0.3141221 | -0.3379572 | 0.0070925 |
| MET | MetLife Inc. | Financials | 2018-01-02 | 2022-03-30 | 42.853798 | 71.63000 | -2251.227690 | -2353.9165072 | 2752.47595 | 3341.030978 | 8638.429918 | 8676.57390 | 3133.89442 | 6714.97115 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.4344949 | 0.3744835 | -0.2251228 | -0.2353917 | 0.2752476 | 0.3341031 | 0.8638430 | 0.8676574 | 0.6714971 | -0.5996063 | -0.6098751 | -0.0992359 | -0.0403804 | 0.4893595 | 0.4931739 | 0.2970136 |
| MGM | MGM Resorts International | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 32.077833 | 43.16000 | -2354.891648 | 8221.4143054 | 4463.92766 | -2146.929091 | 7642.867575 | 6760.89870 | 3764.54792 | 3454.77418 | 0 | 1 | 1 | 0 | 1 | 1 | 4 | 1 | 0.2348849 | 0.2116313 | -0.2354892 | 0.8221414 | 0.4463928 | -0.2146929 | 0.7642868 | 0.6760899 | 0.3454774 | -0.4471205 | 0.6105101 | 0.2347615 | -0.4263242 | 0.5526555 | 0.4644586 | 0.1338461 |
| MHK | Mohawk Industries | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 276.000000 | 130.93000 | 1102.317839 | 1020.8702868 | -2320.60641 | -2286.049581 | -5179.831627 | -5313.53982 | -2162.80655 | -5256.15942 | 1 | 1 | 1 | 1 | 1 | 0 | 5 | 1 | 0.2363784 | 0.2128498 | 0.1102318 | 0.1020870 | -0.2320606 | -0.2286050 | -0.5179832 | -0.5313540 | -0.5256159 | -0.1026180 | -0.1107628 | -0.4449104 | -0.4414548 | -0.7308330 | -0.7442038 | -0.7384657 |
| MKC | McCormick & Co. | Consumer Staples | 2018-01-02 | 2022-03-30 | 47.420522 | 97.26000 | 2046.534135 | 5575.8576705 | 2328.62445 | 2845.056013 | 3792.321657 | 3107.55171 | 3282.65761 | 10510.10722 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3983960 | 0.3450321 | 0.2046534 | 0.5575858 | 0.2328624 | 0.2845056 | 0.3792322 | 0.3107552 | 1.0510107 | -0.1403787 | 0.2125536 | -0.1121697 | -0.0605265 | 0.0342000 | -0.0342770 | 0.7059786 |
| MKTX | MarketAxess | Financials | 2018-01-02 | 2022-03-30 | 197.936719 | 346.91000 | 911.815997 | 7023.4461118 | -3803.77928 | 712.477494 | 10279.674416 | 7652.06802 | 3795.95046 | 7526.30848 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.2574635 | 0.2300521 | 0.0911816 | 0.7023446 | -0.3803779 | 0.0712477 | 1.0279674 | 0.7652068 | 0.7526308 | -0.1388705 | 0.4722925 | -0.6104301 | -0.1588044 | 0.7979153 | 0.5351547 | 0.5225787 |
| MLM | Martin Marietta Materials | Materials | 2018-01-02 | 2022-03-30 | 216.994969 | 390.26000 | -2272.954975 | 44.0827530 | 3672.83218 | 5161.991784 | 1406.828795 | 1749.50308 | 1627.04727 | 7984.74876 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3499755 | 0.3055282 | -0.2272955 | 0.0044083 | 0.3672832 | 0.5161992 | 0.1406829 | 0.1749503 | 0.7984749 | -0.5328237 | -0.3011199 | 0.0617550 | 0.2106710 | -0.1648453 | -0.1305779 | 0.4929467 |
| MMC | Marsh & McLennan | Financials | 2018-01-02 | 2022-03-30 | 74.468225 | 171.30072 | -1213.074098 | 5274.0962337 | 3663.59542 | 2219.587612 | 9905.434349 | 8934.44830 | 4797.34797 | 13003.19590 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6661540 | 0.5634830 | -0.1213074 | 0.5274096 | 0.3663595 | 0.2219588 | 0.9905434 | 0.8934448 | 1.3003196 | -0.6847904 | -0.0360734 | -0.1971235 | -0.3415243 | 0.4270604 | 0.3299618 | 0.7368366 |
| MMM | 3M Company | Industrials | 2018-01-02 | 2022-03-30 | 205.322221 | 151.43000 | 614.884662 | -1792.6106019 | -1373.89107 | -667.919767 | -2331.373691 | -2493.42700 | -1340.72291 | -2624.76320 | 1 | 1 | 1 | 1 | 1 | 1 | 6 | 1 | 0.5161771 | 0.4411241 | 0.0614885 | -0.1792611 | -0.1373891 | -0.0667920 | -0.2331374 | -0.2493427 | -0.2624763 | -0.3796356 | -0.6203852 | -0.5785132 | -0.5079161 | -0.6742615 | -0.6904668 | -0.7036004 |
| MNST | Monster Beverage | Consumer Staples | 2018-01-02 | 2022-03-30 | 62.710000 | 80.06000 | -2490.399485 | 279.8739625 | 3465.30798 | 4436.217058 | 843.850561 | 1635.93015 | 1361.79670 | 2766.70388 | 0 | 0 | 1 | 1 | 0 | 0 | 2 | 1 | 0.4705650 | 0.4039114 | -0.2490399 | 0.0279874 | 0.3465308 | 0.4436217 | 0.0843851 | 0.1635930 | 0.2766704 | -0.6529513 | -0.3759240 | -0.0573806 | 0.0397103 | -0.3195263 | -0.2403184 | -0.1272410 |
| MO | Altria Group Inc | Consumer Staples | 2018-01-02 | 2022-03-30 | 52.651250 | 52.05000 | -2146.579834 | -3978.1059155 | 3087.98589 | 1660.768575 | 1242.766833 | 944.34255 | 135.19635 | -114.19476 | 0 | 0 | 1 | 1 | 1 | 1 | 4 | 1 | 0.3935490 | 0.3410777 | -0.2146580 | -0.3978106 | 0.3087986 | 0.1660769 | 0.1242767 | 0.0944343 | -0.0114195 | -0.5557357 | -0.7388883 | -0.0322791 | -0.1750009 | -0.2168010 | -0.2466435 | -0.3524972 |
| MOS | The Mosaic Company | Materials | 2018-01-02 | 2022-03-30 | 25.765890 | 65.52000 | 12195.994956 | 1114.4684957 | 11546.74518 | -1343.817127 | 11837.188526 | 12280.53151 | 7938.51859 | 15428.96877 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2099817 | 0.1913140 | 1.2195995 | 0.1114468 | 1.1546745 | -0.1343817 | 1.1837189 | 1.2280532 | 1.5428969 | 1.0282855 | -0.0798671 | 0.9633606 | -0.3256957 | 0.9924049 | 1.0367392 | 1.3515829 |
| MPC | Marathon Petroleum | Energy | 2018-01-02 | 2022-03-30 | 56.784224 | 85.35000 | -2036.466931 | -1944.5679473 | 7066.00496 | 1738.526760 | 11812.187679 | 9588.15910 | 4370.64060 | 5030.58304 | 0 | 0 | 1 | 0 | 1 | 1 | 3 | 1 | 0.2614673 | 0.2333186 | -0.2036467 | -0.1944568 | 0.7066005 | 0.1738527 | 1.1812188 | 0.9588159 | 0.5030583 | -0.4369653 | -0.4277754 | 0.4732819 | -0.0594659 | 0.9479002 | 0.7254973 | 0.2697397 |
| MRK | Merck & Co. | Health Care | 2018-01-02 | 2022-03-30 | 46.972496 | 82.40000 | 3020.044746 | 384.7610236 | 4665.82712 | 2610.208889 | 3709.529919 | 3377.85041 | 2961.37035 | 7542.18042 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4848623 | 0.4155759 | 0.3020045 | 0.0384761 | 0.4665827 | 0.2610209 | 0.3709530 | 0.3377850 | 0.7542180 | -0.1135714 | -0.3770998 | 0.0510068 | -0.1545550 | -0.0446229 | -0.0777909 | 0.3386421 |
| MRO | Marathon Oil Corp. | Energy | 2018-01-02 | 2022-03-30 | 16.472395 | 25.50000 | -7524.442525 | -7265.2563190 | 136.97490 | -3525.802956 | -2517.825466 | -4271.62185 | -4161.32904 | 5480.44512 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1655877 | 0.1550950 | -0.7524443 | -0.7265256 | 0.0136975 | -0.3525803 | -0.2517825 | -0.4271622 | 0.5480445 | -0.9075393 | -0.8816207 | -0.1413975 | -0.5076753 | -0.4068776 | -0.5822572 | 0.3929495 |
| MS | Morgan Stanley | Financials | 2018-01-02 | 2022-03-30 | 46.761758 | 90.27000 | 4631.776857 | -3517.3047121 | 7480.32376 | 0.000000 | 5714.717862 | 5614.69135 | 3320.70085 | 9304.23575 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4511782 | 0.3880946 | 0.4631777 | -0.3517305 | 0.7480324 | 0.0000000 | 0.5714718 | 0.5614691 | 0.9304236 | 0.0750830 | -0.7398251 | 0.3599377 | -0.3880946 | 0.1833771 | 0.1733745 | 0.5423289 |
| MSCI | MSCI Inc | Financials | 2018-01-02 | 2022-03-30 | 122.580831 | 510.28000 | 4147.558218 | 1640.8409658 | 452.37578 | 0.000000 | 9958.015845 | 11100.49722 | 4549.88134 | 31628.04209 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4329506 | 0.3732236 | 0.4147558 | 0.1640841 | 0.0452376 | 0.0000000 | 0.9958016 | 1.1100497 | 3.1628042 | 0.0415323 | -0.2091395 | -0.3279860 | -0.3732236 | 0.6225780 | 0.7368262 | 2.7895806 |
| MSFT | Microsoft Corp. | Information Technology | 2018-01-02 | 2022-03-30 | 81.521110 | 313.86000 | 7924.794693 | 6243.3180665 | 1824.90186 | 0.000000 | 7781.824729 | 6332.12683 | 5017.82770 | 28500.45701 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5870091 | 0.4989125 | 0.7924795 | 0.6243318 | 0.1824902 | 0.0000000 | 0.7781825 | 0.6332127 | 2.8500457 | 0.2935669 | 0.1254193 | -0.3164223 | -0.4989125 | 0.2792700 | 0.1343002 | 2.3511332 |
| MSI | Motorola Solutions Inc. | Information Technology | 2018-01-02 | 2022-03-30 | 84.669721 | 240.78000 | 7475.213776 | 1412.0011825 | 3788.53256 | 0.000000 | -1075.735484 | -966.21376 | 1772.29971 | 18437.55669 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4814367 | 0.4127810 | 0.7475214 | 0.1412001 | 0.3788533 | 0.0000000 | -0.1075735 | -0.0966214 | 1.8437557 | 0.3347403 | -0.2715809 | -0.0339278 | -0.4127810 | -0.5203546 | -0.5094024 | 1.4309746 |
| MTB | M&T Bank Corp. | Financials | 2018-01-02 | 2022-03-30 | 151.826196 | 172.26000 | -2906.826702 | -5487.1122814 | -474.71209 | 906.966327 | -6525.723085 | -6299.69042 | -3464.51638 | 1345.86816 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3285070 | 0.2880130 | -0.2906827 | -0.5487112 | -0.0474712 | 0.0906966 | -0.6525723 | -0.6299690 | 0.1345868 | -0.5786957 | -0.8367243 | -0.3354843 | -0.1973164 | -0.9405854 | -0.9179821 | -0.1534262 |
| MTD | Mettler Toledo | Health Care | 2018-01-02 | 2022-03-30 | 626.100000 | 1405.74000 | -1147.753425 | 264.0995980 | 3403.36093 | 5052.979127 | 7808.375350 | 7968.53591 | 3891.59958 | 12452.32391 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4956730 | 0.4243958 | -0.1147753 | 0.0264100 | 0.3403361 | 0.5052979 | 0.7808375 | 0.7968536 | 1.2452324 | -0.5391711 | -0.3979858 | -0.0840597 | 0.0809021 | 0.3564417 | 0.3724578 | 0.8208366 |
| MU | Micron Technology | Information Technology | 2018-01-02 | 2022-03-30 | 43.561797 | 79.16000 | -3283.914470 | 4289.8689487 | -1516.33497 | -739.081747 | 2119.705781 | 4373.64794 | 873.98191 | 8171.88581 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2830116 | 0.2508956 | -0.3283914 | 0.4289869 | -0.1516335 | -0.0739082 | 0.2119706 | 0.4373648 | 0.8171886 | -0.5792870 | 0.1780913 | -0.4025291 | -0.3248037 | -0.0389250 | 0.1864692 | 0.5662930 |
| NCLH | Norwegian Cruise Line Holdings | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 54.960000 | 21.22000 | 2125.224586 | 2702.5380133 | 2283.25460 | 1739.682540 | 8020.627002 | 8255.28995 | 4187.76945 | -6139.01019 | 1 | 1 | 1 | 1 | 1 | 1 | 6 | 1 | 0.1483659 | 0.1410446 | 0.2125225 | 0.2702538 | 0.2283255 | 0.1739683 | 0.8020627 | 0.8255290 | -0.6139010 | 0.0714779 | 0.1292092 | 0.0872809 | 0.0329237 | 0.6610181 | 0.6844844 | -0.7549456 |
| NDAQ | Nasdaq Inc. | Financials | 2018-01-02 | 2022-03-30 | 71.479123 | 181.88000 | 2046.381677 | 191.4724003 | 2131.46407 | 563.314711 | 4090.374890 | 3092.81607 | 2019.30397 | 15445.19189 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5767316 | 0.4905276 | 0.2046382 | 0.0191472 | 0.2131464 | 0.0563315 | 0.4090375 | 0.3092816 | 1.5445192 | -0.2858895 | -0.4713804 | -0.2773812 | -0.4341962 | -0.0814902 | -0.1812460 | 1.0539915 |
| NEE | NextEra Energy | Utilities | 2018-01-02 | 2022-03-30 | 35.219000 | 85.50000 | 4337.444146 | 1207.7803767 | 4450.03990 | 5122.715299 | 4342.121843 | 3071.25861 | 3755.22670 | 14276.66858 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4418822 | 0.3805105 | 0.4337444 | 0.1207780 | 0.4450040 | 0.5122715 | 0.4342122 | 0.3071259 | 1.4276669 | 0.0532339 | -0.2597325 | 0.0644935 | 0.1317610 | 0.0537017 | -0.0733846 | 1.0471564 |
| NEM | Newmont Corporation | Materials | 2018-01-02 | 2022-03-30 | 33.908870 | 79.96000 | 213.217007 | 10912.6092394 | -803.36036 | 4786.406163 | 2814.679031 | 2931.02740 | 3475.76308 | 13580.85043 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1204229 | 0.1182473 | 0.0213217 | 1.0912609 | -0.0803360 | 0.4786406 | 0.2814679 | 0.2931027 | 1.3580850 | -0.0969256 | 0.9730137 | -0.1985833 | 0.3603933 | 0.1632206 | 0.1748555 | 1.2398378 |
| NFLX | Netflix Inc. | Communication Services | 2018-01-02 | 2022-03-30 | 201.070000 | 381.47000 | 95.547308 | 7779.6005237 | 1045.95223 | 8171.143454 | 4767.598787 | 5052.07541 | 4485.31962 | 8971.99980 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2459025 | 0.2206200 | 0.0095547 | 0.7779601 | 0.1045952 | 0.8171143 | 0.4767599 | 0.5052075 | 0.8972000 | -0.2110653 | 0.5573400 | -0.1160248 | 0.5964943 | 0.2561399 | 0.2845875 | 0.6765800 |
| NI | NiSource Inc. | Utilities | 2018-01-02 | 2022-03-30 | 22.111587 | 31.61000 | 892.953282 | 769.9906473 | 880.38904 | 3383.553827 | 3495.771371 | 3425.41491 | 2141.34551 | 4295.67205 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4073169 | 0.3523103 | 0.0892953 | 0.0769991 | 0.0880389 | 0.3383554 | 0.3495771 | 0.3425415 | 0.4295672 | -0.2630150 | -0.2753112 | -0.2642714 | -0.0139549 | -0.0027332 | -0.0097688 | 0.0772569 |
| NKE | Nike Inc. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 60.944338 | 138.54000 | -214.585974 | 2639.3963465 | 1669.31405 | 1803.053601 | 6475.515340 | 6845.27402 | 3202.99456 | 12732.21838 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4595373 | 0.3949144 | -0.0214586 | 0.2639396 | 0.1669314 | 0.1803054 | 0.6475515 | 0.6845274 | 1.2732218 | -0.4163730 | -0.1309748 | -0.2279830 | -0.2146091 | 0.2526371 | 0.2896130 | 0.8783074 |
| NLOK | NortonLifeLock | Information Technology | 2018-01-02 | 2022-03-30 | 15.733444 | 27.19000 | 5135.003775 | -2390.8655517 | 13186.84185 | 4854.578789 | -215.566724 | -894.91073 | 3279.18023 | 7281.65751 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.1948731 | 0.1789876 | 0.5135004 | -0.2390866 | 1.3186842 | 0.4854579 | -0.0215567 | -0.0894911 | 0.7281658 | 0.3345128 | -0.4180741 | 1.1396966 | 0.3064703 | -0.2005442 | -0.2684786 | 0.5491782 |
| NLSN | Nielsen Holdings | Industrials | 2018-01-02 | 2022-03-30 | 32.338943 | 27.03000 | -2389.910236 | -2813.7936840 | 85.66574 | 2962.527580 | -2301.995207 | -2270.64147 | -1121.35788 | -1641.65622 | 0 | 0 | 1 | 1 | 0 | 0 | 2 | 1 | 0.2434317 | 0.2186043 | -0.2389910 | -0.2813794 | 0.0085666 | 0.2962528 | -0.2301995 | -0.2270641 | -0.1641656 | -0.4575953 | -0.4999836 | -0.2100377 | 0.0776485 | -0.4488038 | -0.4456684 | -0.3827699 |
| NOC | Northrop Grumman | Industrials | 2018-01-02 | 2022-03-30 | 284.628993 | 453.33000 | -326.406836 | -1536.5003611 | 9221.89151 | 2906.168690 | -3705.198677 | -3977.50669 | 430.40794 | 5927.04930 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.3682275 | 0.3204191 | -0.0326407 | -0.1536500 | 0.9221892 | 0.2906169 | -0.3705199 | -0.3977507 | 0.5927049 | -0.3530598 | -0.4740692 | 0.6017700 | -0.0298023 | -0.6909390 | -0.7181698 | 0.2722858 |
| NOV | National Oilwell Varco Inc. | Energy | 2018-01-02 | 2022-03-30 | 35.852704 | 19.84000 | 5043.859489 | -3654.2929609 | -45.99170 | -3336.385668 | -4218.041959 | -4062.26033 | -1712.18552 | -4466.24719 | 1 | 1 | 1 | 1 | 1 | 1 | 6 | 1 | 0.1906332 | 0.1755285 | 0.5043859 | -0.3654293 | -0.0045992 | -0.3336386 | -0.4218042 | -0.4062260 | -0.4466247 | 0.3288575 | -0.5409578 | -0.1801276 | -0.5091670 | -0.5973327 | -0.5817545 | -0.6221532 |
| NOW | ServiceNow | Information Technology | 2018-01-02 | 2022-03-30 | 131.730000 | 573.99000 | 3127.964006 | 2392.6905509 | 2008.37759 | 0.000000 | 10581.071215 | 7762.42634 | 4312.08828 | 33573.21795 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3190094 | 0.2802644 | 0.3127964 | 0.2392691 | 0.2008378 | 0.0000000 | 1.0581071 | 0.7762426 | 3.3573218 | 0.0325320 | -0.0409954 | -0.0794267 | -0.2802644 | 0.7778427 | 0.4959782 | 3.0770574 |
| NRG | NRG Energy | Utilities | 2018-01-02 | 2022-03-30 | 26.576672 | 38.02000 | -1759.595056 | 1623.1819312 | 3845.87016 | 3178.747098 | 10401.340409 | 9617.07857 | 4484.43719 | 4305.77930 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.3444017 | 0.3009808 | -0.1759595 | 0.1623182 | 0.3845870 | 0.3178747 | 1.0401340 | 0.9617079 | 0.4305779 | -0.4769403 | -0.1386626 | 0.0836062 | 0.0168939 | 0.7391532 | 0.6607270 | 0.1295971 |
| NSC | Norfolk Southern Corp. | Industrials | 2018-01-02 | 2022-03-30 | 135.951614 | 289.15000 | 2138.061978 | -496.3777755 | 3034.13634 | 0.000000 | -62.498941 | 178.91173 | 798.70556 | 11268.59641 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4855180 | 0.4161108 | 0.2138062 | -0.0496378 | 0.3034136 | 0.0000000 | -0.0062499 | 0.0178912 | 1.1268596 | -0.2023046 | -0.4657486 | -0.1126972 | -0.4161108 | -0.4223607 | -0.3982197 | 0.7107488 |
| NTAP | NetApp | Information Technology | 2018-01-02 | 2022-03-30 | 49.383798 | 86.57000 | 488.389002 | 4121.3248658 | 11671.21574 | 2345.786273 | 3756.532770 | 4752.38125 | 4522.60498 | 7530.04080 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.3367647 | 0.2947502 | 0.0488389 | 0.4121325 | 1.1671216 | 0.2345786 | 0.3756533 | 0.4752381 | 0.7530041 | -0.2459113 | 0.1173823 | 0.8723714 | -0.0601715 | 0.0809031 | 0.1804880 | 0.4582539 |
| NTRS | Northern Trust Corp. | Financials | 2018-01-02 | 2022-03-30 | 88.760362 | 120.75000 | 6286.354731 | 234.3767897 | 2693.00108 | 206.459186 | 6741.947640 | 6790.73261 | 3825.47867 | 3604.04551 | 1 | 0 | 0 | 0 | 1 | 1 | 3 | 1 | 0.4493153 | 0.3865748 | 0.6286355 | 0.0234377 | 0.2693001 | 0.0206459 | 0.6741948 | 0.6790733 | 0.3604046 | 0.2420607 | -0.3631371 | -0.1172747 | -0.3659289 | 0.2876200 | 0.2924985 | -0.0261702 |
| NUE | Nucor Corp. | Materials | 2018-01-02 | 2022-03-30 | 59.325804 | 149.47000 | -95.210832 | 3299.5483760 | 6787.11899 | 1593.613626 | 4851.073247 | 5365.94441 | 3633.68130 | 15194.77024 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3455797 | 0.3019419 | -0.0095211 | 0.3299548 | 0.6787119 | 0.1593614 | 0.4851073 | 0.5365944 | 1.5194770 | -0.3114630 | 0.0280130 | 0.3767700 | -0.1425805 | 0.1831654 | 0.2346526 | 1.2175351 |
| NVDA | Nvidia Corporation | Information Technology | 2018-01-02 | 2022-03-30 | 49.371767 | 276.90000 | 13579.952828 | 18946.7222703 | -2586.15444 | 0.000000 | 16909.666707 | 15778.12578 | 10438.05219 | 46084.68518 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2923432 | 0.2585088 | 1.3579953 | 1.8946722 | -0.2586154 | 0.0000000 | 1.6909667 | 1.5778126 | 4.6084685 | 1.0994865 | 1.6361634 | -0.5171242 | -0.2585088 | 1.4324579 | 1.3193038 | 4.3499597 |
| NVR | NVR Inc. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 3529.610000 | 4672.05000 | -3793.637121 | 1433.4780297 | -2051.01752 | 329.586800 | -276.373763 | -531.72483 | -814.94807 | 3236.73154 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2994095 | 0.2642738 | -0.3793637 | 0.1433478 | -0.2051018 | 0.0329587 | -0.0276374 | -0.0531725 | 0.3236732 | -0.6436375 | -0.1209260 | -0.4693755 | -0.2313151 | -0.2919112 | -0.3174463 | 0.0593994 |
| NWL | Newell Brands | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 25.957493 | 22.23000 | 14247.542625 | 20.8217027 | 685.99700 | -1011.654014 | -5102.397053 | -5349.27834 | 581.83865 | -1435.99882 | 1 | 1 | 1 | 1 | 0 | 0 | 4 | 1 | 0.2449271 | 0.2198243 | 1.4247543 | 0.0020822 | 0.0685997 | -0.1011654 | -0.5102397 | -0.5349278 | -0.1435999 | 1.2049300 | -0.2177421 | -0.1512246 | -0.3209897 | -0.7300640 | -0.7547521 | -0.3634242 |
| NWS | News Corp. Class B | Communication Services | 2018-01-02 | 2022-03-30 | 15.872186 | 23.06000 | 2684.277608 | -3108.6568879 | 2708.30214 | 2354.584012 | 10643.080014 | 9972.11918 | 4208.95101 | 4528.55916 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.3948008 | 0.3420990 | 0.2684278 | -0.3108657 | 0.2708302 | 0.2354584 | 1.0643080 | 0.9972119 | 0.4528559 | -0.0736712 | -0.6529647 | -0.0712688 | -0.1066406 | 0.7222090 | 0.6551129 | 0.1107569 |
| NWSA | News Corp. Class A | Communication Services | 2018-01-02 | 2022-03-30 | 15.513460 | 22.77000 | 3386.161148 | 606.1716697 | 3344.81173 | -941.303823 | 10700.333128 | 10380.41467 | 4579.43142 | 4677.57646 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.3935009 | 0.3410385 | 0.3386161 | 0.0606172 | 0.3344812 | -0.0941304 | 1.0700333 | 1.0380415 | 0.4677576 | -0.0024224 | -0.2804213 | -0.0065573 | -0.4351689 | 0.7289948 | 0.6970030 | 0.1267192 |
| O | Realty Income Corporation | Real Estate | 2018-01-02 | 2022-03-30 | 45.618035 | 70.03040 | 3846.523052 | 802.4790196 | 1566.41776 | 1280.257806 | 6763.254770 | 4304.26649 | 3093.86648 | 5351.47156 | 0 | 0 | 0 | 0 | 1 | 0 | 1 | 1 | 0.3821275 | 0.3317594 | 0.3846523 | 0.0802479 | 0.1566418 | 0.1280258 | 0.6763255 | 0.4304266 | 0.5351472 | 0.0528929 | -0.2515115 | -0.1751177 | -0.2037337 | 0.3445660 | 0.0986672 | 0.2033877 |
| ODFL | Old Dominion Freight Line | Industrials | 2018-01-02 | 2022-03-30 | 88.257775 | 311.32000 | 4519.068768 | 852.0585220 | 6298.60762 | 0.000000 | 7403.517105 | 12100.41094 | 5195.61049 | 25273.94613 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4278913 | 0.3690960 | 0.4519069 | 0.0852059 | 0.6298608 | 0.0000000 | 0.7403517 | 1.2100411 | 2.5273946 | 0.0828109 | -0.2838901 | 0.2607648 | -0.3690960 | 0.3712557 | 0.8409451 | 2.1582986 |
| OKE | ONEOK | Energy | 2018-01-02 | 2022-03-30 | 40.333967 | 71.71000 | -2148.849778 | -1700.5195346 | 20727.21451 | 0.000000 | 7951.153739 | 8227.03699 | 5509.33932 | 7779.05957 | 0 | 0 | 1 | 0 | 1 | 1 | 3 | 1 | 0.2356667 | 0.2122691 | -0.2148850 | -0.1700520 | 2.0727215 | 0.0000000 | 0.7951154 | 0.8227037 | 0.7779060 | -0.4271541 | -0.3823211 | 1.8604523 | -0.2122691 | 0.5828463 | 0.6104346 | 0.5656369 |
| OMC | Omnicom Group | Communication Services | 2018-01-02 | 2022-03-30 | 62.125984 | 86.34000 | 2012.915253 | -999.0524280 | -67.86804 | -15.087848 | -509.974270 | 892.34925 | 218.88032 | 3897.56659 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3872543 | 0.3359422 | 0.2012915 | -0.0999052 | -0.0067868 | -0.0015088 | -0.0509974 | 0.0892349 | 0.3897567 | -0.1346506 | -0.4358474 | -0.3427290 | -0.3374510 | -0.3869396 | -0.2467072 | 0.0538145 |
| ORCL | Oracle Corp. | Information Technology | 2018-01-02 | 2022-03-30 | 43.531743 | 83.36000 | 9974.139823 | 5737.9688692 | -681.73107 | 7432.981033 | 2322.674604 | 1722.59651 | 4418.10496 | 9149.24489 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0.4689563 | 0.4025989 | 0.9974140 | 0.5737969 | -0.0681731 | 0.7432981 | 0.2322675 | 0.1722597 | 0.9149245 | 0.5948151 | 0.1711980 | -0.4707720 | 0.3406992 | -0.1703314 | -0.2303392 | 0.5123256 |
| ORLY | O’Reilly Automotive | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 249.260000 | 696.53000 | 3634.253932 | 3472.7277330 | 1424.64304 | 4801.241198 | 707.961398 | -82.22906 | 2326.43304 | 17943.91399 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4400114 | 0.3789841 | 0.3634254 | 0.3472728 | 0.1424643 | 0.4801241 | 0.0707961 | -0.0082229 | 1.7943914 | -0.0155587 | -0.0317114 | -0.2365198 | 0.1011400 | -0.3081880 | -0.3872070 | 1.4154073 |
| OXY | Occidental Petroleum | Energy | 2018-01-02 | 2022-03-30 | 61.994290 | 57.48000 | -5449.568935 | -1403.3725590 | 14301.54586 | -6197.327685 | 4108.676067 | 5666.64159 | 1837.76572 | -728.17829 | 0 | 0 | 1 | 0 | 1 | 1 | 3 | 1 | 0.1558041 | 0.1471130 | -0.5449569 | -0.1403373 | 1.4301546 | -0.6197328 | 0.4108676 | 0.5666642 | -0.0728178 | -0.6920699 | -0.2874503 | 1.2830415 | -0.7668458 | 0.2637546 | 0.4195511 | -0.2199309 |
| PAYX | Paychex Inc. | Information Technology | 2018-01-02 | 2022-03-30 | 59.305932 | 136.89000 | -1035.135830 | 3470.9028738 | 4872.37112 | 2281.992390 | 6988.687209 | 7360.02924 | 3989.80783 | 13082.00822 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5745160 | 0.4887200 | -0.1035136 | 0.3470903 | 0.4872371 | 0.2281992 | 0.6988687 | 0.7360029 | 1.3082008 | -0.5922336 | -0.1416297 | -0.0014829 | -0.2605207 | 0.2101487 | 0.2472829 | 0.8194808 |
| PBCT | People’s United Financial | Financials | 2018-01-02 | 2022-03-29 | 15.480716 | 21.46000 | -14.373026 | -1980.7918461 | 3329.47028 | 68.773210 | -899.935072 | -959.67753 | -76.08900 | 3862.40788 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3118940 | 0.2744593 | -0.0014373 | -0.1980792 | 0.3329470 | 0.0068773 | -0.0899935 | -0.0959678 | 0.3862408 | -0.2758966 | -0.4725385 | 0.0584877 | -0.2675820 | -0.3644529 | -0.3704271 | 0.1117814 |
| PCAR | PACCAR Inc. | Industrials | 2018-01-02 | 2022-03-30 | 62.328828 | 89.40000 | 2284.710203 | 496.3736107 | 3777.08844 | 3028.756087 | -878.494091 | -482.46662 | 1370.99461 | 4343.28272 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5162832 | 0.4412107 | 0.2284710 | 0.0496374 | 0.3777088 | 0.3028756 | -0.0878494 | -0.0482467 | 0.4343283 | -0.2127396 | -0.3915733 | -0.0635018 | -0.1383351 | -0.5290601 | -0.4894573 | -0.0068824 |
| PEAK | Healthpeak Properties | Real Estate | 2018-01-02 | 2022-03-30 | 21.182638 | 34.83000 | 1807.025950 | 2157.5994653 | 2273.85234 | 7907.814064 | 4605.085310 | 4355.61992 | 3851.16617 | 6442.71127 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0.3636971 | 0.3167230 | 0.1807026 | 0.2157599 | 0.2273852 | 0.7907814 | 0.4605085 | 0.4355620 | 0.6442711 | -0.1360204 | -0.1009630 | -0.0893377 | 0.4740584 | 0.1437856 | 0.1188390 | 0.3275482 |
| PEG | Public Service Enterprise Group (PSEG) | Utilities | 2018-01-02 | 2022-03-30 | 44.145774 | 69.94000 | 3306.438313 | 5671.9728186 | -298.40608 | 6840.263603 | 2351.560851 | 2825.36648 | 3449.53266 | 5842.96602 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0.4779093 | 0.4099033 | 0.3306438 | 0.5671973 | -0.0298406 | 0.6840264 | 0.2351561 | 0.2825366 | 0.5842966 | -0.0792594 | 0.1572940 | -0.4397439 | 0.2741231 | -0.1747472 | -0.1273666 | 0.1743933 |
| PEP | PepsiCo Inc. | Consumer Staples | 2018-01-02 | 2022-03-30 | 104.070625 | 167.96000 | 3794.197875 | 1771.9857071 | -206.82466 | 2681.088910 | 133.600540 | -538.01020 | 1272.67303 | 6139.04017 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6240468 | 0.5291298 | 0.3794198 | 0.1771986 | -0.0206825 | 0.2681089 | 0.0133601 | -0.0538010 | 0.6139040 | -0.1497100 | -0.3519313 | -0.5498123 | -0.2610209 | -0.5157698 | -0.5829308 | 0.0847742 |
| PFE | Pfizer Inc. | Health Care | 2018-01-02 | 2022-03-30 | 29.516157 | 52.44000 | 519.138174 | -195.5909350 | 7036.96163 | 5349.489829 | 10192.272607 | 8178.95027 | 5180.20360 | 7766.54027 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.4026091 | 0.3484694 | 0.0519138 | -0.0195591 | 0.7036962 | 0.5349490 | 1.0192273 | 0.8178950 | 0.7766540 | -0.2965556 | -0.3680285 | 0.3552268 | 0.1864796 | 0.6707579 | 0.4694256 | 0.4281846 |
| PFG | Principal Financial Group | Financials | 2018-01-02 | 2022-03-30 | 58.902697 | 74.56000 | -1219.553828 | 5221.8153097 | 3070.85177 | 5619.211408 | 3329.300589 | 5053.43393 | 3512.50986 | 2658.16401 | 0 | 1 | 1 | 1 | 1 | 1 | 5 | 1 | 0.3869881 | 0.3357250 | -0.1219554 | 0.5221815 | 0.3070852 | 0.5619211 | 0.3329301 | 0.5053434 | 0.2658164 | -0.4576804 | 0.1864565 | -0.0286398 | 0.2261962 | -0.0027949 | 0.1696184 | -0.0699086 |
| PG | Procter & Gamble | Consumer Staples | 2018-01-02 | 2022-03-30 | 80.598365 | 154.39000 | 2506.003686 | 540.4204640 | -22.11390 | 4267.936732 | 2341.802842 | 212.58130 | 1641.10519 | 9155.47532 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5556791 | 0.4733519 | 0.2506004 | 0.0540420 | -0.0022114 | 0.4267937 | 0.2341803 | 0.0212581 | 0.9155475 | -0.2227515 | -0.4193099 | -0.4755633 | -0.0465582 | -0.2391716 | -0.4520938 | 0.4421956 |
| PGR | Progressive Corp. | Financials | 2018-01-02 | 2022-03-30 | 46.995171 | 117.17000 | 2473.748952 | 6950.3933821 | 11167.70685 | 1665.974771 | 7098.358526 | 6080.23329 | 5906.06930 | 14932.34869 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4613918 | 0.3964274 | 0.2473749 | 0.6950393 | 1.1167707 | 0.1665975 | 0.7098359 | 0.6080233 | 1.4932349 | -0.1490525 | 0.2986120 | 0.7203433 | -0.2298299 | 0.3134085 | 0.2115960 | 1.0968075 |
| PH | Parker-Hannifin | Industrials | 2018-01-02 | 2022-03-30 | 186.232666 | 291.65000 | -1514.716613 | -3550.8283456 | 4315.48920 | -691.446155 | 4190.471959 | 8502.12883 | 1875.18315 | 5660.51788 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 1 | 0.4321789 | 0.3725940 | -0.1514717 | -0.3550828 | 0.4315489 | -0.0691446 | 0.4190472 | 0.8502129 | 0.5660518 | -0.5240656 | -0.7276768 | 0.0589550 | -0.4417386 | 0.0464532 | 0.4776189 | 0.1934578 |
| PHM | PulteGroup | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 31.576178 | 44.34000 | -34.022456 | 12849.2473116 | 1105.81410 | 2094.797718 | 4873.962183 | 4394.60305 | 4214.06698 | 4042.23126 | 0 | 1 | 0 | 0 | 1 | 1 | 3 | 1 | 0.2903084 | 0.2568487 | -0.0034022 | 1.2849247 | 0.1105814 | 0.2094798 | 0.4873962 | 0.4394603 | 0.4042231 | -0.2602509 | 1.0280760 | -0.1462673 | -0.0473689 | 0.2305475 | 0.1826116 | 0.1473744 |
| PKG | Packaging Corporation of America | Materials | 2018-01-02 | 2022-03-30 | 108.970682 | 156.87000 | 6515.892500 | -661.6990193 | 2360.01688 | 3718.285351 | -53.283567 | -1336.73479 | 1757.07956 | 4395.61509 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0.4190805 | 0.3619077 | 0.6515892 | -0.0661699 | 0.2360017 | 0.3718285 | -0.0053284 | -0.1336735 | 0.4395615 | 0.2896816 | -0.4280776 | -0.1259060 | 0.0099208 | -0.3672360 | -0.4955812 | 0.0776538 |
| PKI | PerkinElmer | Health Care | 2018-01-02 | 2022-03-30 | 73.053309 | 178.49000 | 353.402200 | 11677.8669506 | 8298.15684 | 3266.789052 | 9576.859062 | 7821.16727 | 6832.37356 | 14432.84259 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4295017 | 0.3704098 | 0.0353402 | 1.1677867 | 0.8298157 | 0.3266789 | 0.9576859 | 0.7821167 | 1.4432843 | -0.3350696 | 0.7973769 | 0.4594059 | -0.0437309 | 0.5872761 | 0.4117069 | 1.0728744 |
| PLD | Prologis | Real Estate | 2018-01-02 | 2022-03-30 | 57.566301 | 164.14000 | 5952.237191 | -865.1864698 | -3287.55361 | 0.000000 | 8253.988506 | 9106.39512 | 3193.31346 | 18513.20970 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5082057 | 0.4346206 | 0.5952237 | -0.0865186 | -0.3287554 | 0.0000000 | 0.8253989 | 0.9106395 | 1.8513210 | 0.1606031 | -0.5211393 | -0.7633760 | -0.4346206 | 0.3907782 | 0.4760189 | 1.4167003 |
| PM | Philip Morris International | Consumer Staples | 2018-01-02 | 2022-03-30 | 81.905379 | 93.94000 | -1213.625203 | -2064.1699348 | -2434.97304 | 7962.573425 | 12562.683459 | 11635.50594 | 4407.99911 | 1469.33217 | 0 | 0 | 0 | 1 | 1 | 1 | 3 | 1 | 0.4082481 | 0.3530700 | -0.1213625 | -0.2064170 | -0.2434973 | 0.7962573 | 1.2562683 | 1.1635506 | 0.1469332 | -0.4744325 | -0.5594870 | -0.5965673 | 0.4431873 | 0.9031983 | 0.8104806 | -0.2061368 |
| PNC | PNC Financial Services | Financials | 2018-01-02 | 2022-03-30 | 127.087250 | 190.73000 | 3330.780339 | 3773.8778948 | 4185.24413 | 252.743883 | 2731.238452 | 2386.48587 | 2776.72843 | 5007.79976 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4334003 | 0.3735905 | 0.3330780 | 0.3773878 | 0.4185244 | 0.0252744 | 0.2731238 | 0.2386486 | 0.5007800 | -0.0405125 | 0.0037973 | 0.0449339 | -0.3483161 | -0.1004667 | -0.1349419 | 0.1271895 |
| PNR | Pentair plc | Industrials | 2018-01-02 | 2022-03-30 | 43.946387 | 56.42000 | 1610.730419 | -972.8840034 | 2231.06443 | -566.794850 | 1664.359596 | 2035.73638 | 1000.36866 | 2838.37046 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4671740 | 0.4011448 | 0.1610730 | -0.0972884 | 0.2231064 | -0.0566795 | 0.1664360 | 0.2035736 | 0.2838370 | -0.2400718 | -0.4984332 | -0.1780384 | -0.4578243 | -0.2347089 | -0.1975712 | -0.1173078 |
| PNW | Pinnacle West Capital | Utilities | 2018-01-02 | 2022-03-30 | 71.432397 | 77.69000 | -274.329465 | 1987.2522402 | 4766.00588 | 49.472372 | -1126.989690 | -980.13765 | 736.87895 | 876.01757 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 1 | 0.4114782 | 0.3557053 | -0.0274329 | 0.1987252 | 0.4766006 | 0.0049472 | -0.1126990 | -0.0980138 | 0.0876018 | -0.3831382 | -0.1569801 | 0.1208953 | -0.3507581 | -0.4684043 | -0.4537191 | -0.2681035 |
| PPG | PPG Industries | Materials | 2018-01-02 | 2022-03-30 | 109.992000 | 132.94000 | -1738.052071 | 8484.5915900 | 3175.95350 | -1517.761728 | -460.339432 | -436.75161 | 1251.27337 | 2086.33359 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 1 | 0.4717241 | 0.4048571 | -0.1738052 | 0.8484592 | 0.3175953 | -0.1517762 | -0.0460339 | -0.0436752 | 0.2086334 | -0.5786623 | 0.4436021 | -0.0872617 | -0.5566332 | -0.4508910 | -0.4485322 | -0.1962237 |
| PPL | PPL Corp. | Utilities | 2018-01-02 | 2022-03-30 | 24.258092 | 28.70000 | 576.838300 | -2210.4792026 | 2089.80021 | -310.509185 | -1046.487568 | -1035.01273 | -322.64170 | 1831.10383 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.4294369 | 0.3703569 | 0.0576838 | -0.2210479 | 0.2089800 | -0.0310509 | -0.1046488 | -0.1035013 | 0.1831104 | -0.3126731 | -0.5914049 | -0.1613769 | -0.4014078 | -0.4750057 | -0.4738582 | -0.1872465 |
| PRGO | Perrigo | Health Care | 2018-01-02 | 2022-03-30 | 83.149755 | 38.14000 | -3229.285645 | -4668.5901304 | -4052.76133 | 235.051768 | -3815.252119 | -3347.93768 | -3146.46252 | -5413.09531 | 1 | 1 | 1 | 1 | 1 | 1 | 6 | 1 | 0.2543375 | 0.2275017 | -0.3229286 | -0.4668590 | -0.4052761 | 0.0235052 | -0.3815252 | -0.3347938 | -0.5413095 | -0.5504303 | -0.6943607 | -0.6327779 | -0.2039965 | -0.6090269 | -0.5622955 | -0.7688113 |
| PRU | Prudential Financial | Financials | 2018-01-02 | 2022-03-30 | 94.770022 | 120.30000 | -1284.140561 | 567.2179672 | 2151.45600 | -507.557042 | 6045.049047 | 5919.63705 | 2148.61041 | 2693.88754 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.3976085 | 0.3443897 | -0.1284141 | 0.0567218 | 0.2151456 | -0.0507557 | 0.6045049 | 0.5919637 | 0.2693888 | -0.4728037 | -0.2876679 | -0.1292441 | -0.3951454 | 0.2601152 | 0.2475740 | -0.0750009 |
| PSA | Public Storage | Real Estate | 2018-01-02 | 2022-03-30 | 178.782731 | 396.16000 | 7120.116097 | 7247.4938219 | 8605.27906 | 676.071549 | 10470.908608 | 10208.95909 | 7388.13804 | 12158.73972 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4095642 | 0.3541437 | 0.7120116 | 0.7247494 | 0.8605279 | 0.0676072 | 1.0470909 | 1.0208959 | 1.2158740 | 0.3578679 | 0.3706056 | 0.5063842 | -0.2865366 | 0.6929471 | 0.6667522 | 0.8617302 |
| PSX | Phillips 66 | Energy | 2018-01-02 | 2022-03-30 | 85.589759 | 87.44000 | -5018.291105 | -4793.0493892 | 22976.72970 | -1478.214890 | 101.866512 | -942.44057 | 1807.76671 | 216.17545 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.2878203 | 0.2548188 | -0.5018291 | -0.4793049 | 2.2976730 | -0.1478215 | 0.0101867 | -0.0942441 | 0.0216175 | -0.7566479 | -0.7341237 | 2.0428542 | -0.4026403 | -0.2446321 | -0.3490628 | -0.2332012 |
| PVH | PVH Corp. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 138.341006 | 82.69000 | -945.701394 | -7848.1126371 | -435.85938 | -1172.952920 | 4857.898062 | 5331.83340 | -35.48248 | -4022.74116 | 1 | 0 | 1 | 1 | 1 | 1 | 5 | 1 | 0.2222750 | 0.2013435 | -0.0945701 | -0.7848113 | -0.0435859 | -0.1172953 | 0.4857898 | 0.5331833 | -0.4022741 | -0.2959136 | -0.9861547 | -0.2449294 | -0.3186388 | 0.2844463 | 0.3318399 | -0.6036176 |
| PWR | Quanta Services Inc. | Industrials | 2018-01-02 | 2022-03-30 | 38.739615 | 132.16000 | 1272.037726 | 3360.6114811 | 5579.12541 | 4141.306111 | 13860.260072 | 16437.23917 | 7441.76333 | 24114.94960 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3944662 | 0.3418260 | 0.1272038 | 0.3360611 | 0.5579125 | 0.4141306 | 1.3860260 | 1.6437239 | 2.4114950 | -0.2146223 | -0.0057649 | 0.2160865 | 0.0723046 | 1.0442000 | 1.3018979 | 2.0696689 |
| PXD | Pioneer Natural Resources | Energy | 2018-01-02 | 2022-03-30 | 157.727786 | 257.93000 | 2454.503083 | 11195.7094814 | 9830.87707 | 255.066115 | 2400.563883 | 3266.71467 | 4900.57238 | 6352.85744 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 1 | 0.2425726 | 0.2179033 | 0.2454503 | 1.1195709 | 0.9830877 | 0.0255066 | 0.2400564 | 0.3266715 | 0.6352857 | 0.0275470 | 0.9016676 | 0.7651844 | -0.1923967 | 0.0221531 | 0.1087681 | 0.4173824 |
| QCOM | QUALCOMM Inc. | Information Technology | 2018-01-02 | 2022-03-30 | 57.722340 | 152.73000 | -320.402783 | -2568.8960667 | 11457.12907 | 0.000000 | 3245.372278 | 7339.92349 | 3192.18766 | 16459.42641 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3304800 | 0.2896228 | -0.0320403 | -0.2568896 | 1.1457129 | 0.0000000 | 0.3245372 | 0.7339923 | 1.6459426 | -0.3216631 | -0.5465124 | 0.8560901 | -0.2896228 | 0.0349144 | 0.4443696 | 1.3563198 |
| RCL | Royal Caribbean Group | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 113.464762 | 81.48000 | -6435.804555 | 569.0525400 | 4353.00621 | -3639.492385 | 4508.986157 | 12038.14055 | 1898.98142 | -2818.91589 | 0 | 1 | 1 | 0 | 1 | 1 | 4 | 1 | 0.1773297 | 0.1646748 | -0.6435805 | 0.0569053 | 0.4353006 | -0.3639492 | 0.4508986 | 1.2038141 | -0.2818916 | -0.8082553 | -0.1077695 | 0.2706258 | -0.5286240 | 0.2862238 | 1.0391393 | -0.4465664 |
| RE | Everest Re Group Ltd. | Financials | 2018-01-02 | 2022-03-30 | 195.086405 | 304.72000 | 3460.966545 | 3340.7065623 | -1681.13527 | 2719.730097 | -2046.389768 | -957.51068 | 806.06125 | 5619.74550 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4184718 | 0.3614111 | 0.3460967 | 0.3340707 | -0.1681135 | 0.2719730 | -0.2046390 | -0.0957511 | 0.5619745 | -0.0153144 | -0.0273404 | -0.5295246 | -0.0894381 | -0.5660501 | -0.4571621 | 0.2005635 |
| REG | Regency Centers Corporation | Real Estate | 2018-01-02 | 2022-03-30 | 58.684434 | 72.39000 | -852.072175 | 3819.4441900 | -1980.91952 | 2397.133937 | -730.398762 | 1007.65926 | 610.14115 | 2335.46880 | 0 | 1 | 0 | 1 | 0 | 0 | 2 | 1 | 0.2964779 | 0.2618821 | -0.0852072 | 0.3819444 | -0.1980920 | 0.2397134 | -0.0730399 | 0.1007659 | 0.2335469 | -0.3470893 | 0.1200623 | -0.4599740 | -0.0221687 | -0.3349220 | -0.1611162 | -0.0283352 |
| REGN | Regeneron Pharmaceuticals | Health Care | 2018-01-02 | 2022-03-30 | 382.600000 | 692.38000 | 2703.280141 | 493.0747693 | 1801.47385 | 14318.778292 | -96.310163 | -106.57279 | 3185.62068 | 8096.70674 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0.2789477 | 0.2475800 | 0.2703280 | 0.0493075 | 0.1801474 | 1.4318778 | -0.0096310 | -0.0106573 | 0.8096707 | 0.0227480 | -0.1982725 | -0.0674326 | 1.1842978 | -0.2572110 | -0.2582373 | 0.5620907 |
| RF | Regions Financial Corp. | Financials | 2018-01-02 | 2022-03-30 | 14.978204 | 22.65000 | -2195.355776 | -2687.8068303 | 438.91256 | 78.627251 | 8838.317983 | 8704.78339 | 2196.24643 | 5121.97307 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.3275778 | 0.2872550 | -0.2195356 | -0.2687807 | 0.0438913 | 0.0078627 | 0.8838318 | 0.8704783 | 0.5121973 | -0.5067906 | -0.5560357 | -0.2433637 | -0.2793923 | 0.5965768 | 0.5832234 | 0.2249423 |
| RHI | Robert Half International | Industrials | 2018-01-02 | 2022-03-30 | 51.484999 | 118.44000 | 6809.583168 | 3585.3478245 | 6214.06932 | 3070.036923 | 2621.517651 | 3536.31157 | 4306.14441 | 13004.75927 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3900152 | 0.3381947 | 0.6809583 | 0.3585348 | 0.6214069 | 0.3070037 | 0.2621518 | 0.3536312 | 1.3004759 | 0.3427636 | 0.0203401 | 0.2832122 | -0.0311910 | -0.0760429 | 0.0154365 | 0.9622812 |
| RJF | Raymond James Financial Inc. | Financials | 2018-01-02 | 2022-03-30 | 55.441489 | 111.64157 | -885.395829 | 173.4070519 | 1966.41203 | -92.782024 | 1252.514664 | -979.47254 | 239.11389 | 10136.82735 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4373555 | 0.3768173 | -0.0885396 | 0.0173407 | 0.1966412 | -0.0092782 | 0.1252515 | -0.0979473 | 1.0136827 | -0.4653569 | -0.3594766 | -0.1801761 | -0.3860955 | -0.2515659 | -0.4747646 | 0.6368654 |
| RL | Ralph Lauren Corporation | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 97.095989 | 118.99881 | 3524.302910 | -3992.9716435 | 9301.28094 | 2429.024485 | 2190.520538 | 2682.51569 | 2689.11215 | 2255.79056 | 1 | 0 | 1 | 1 | 0 | 1 | 4 | 1 | 0.2642567 | 0.2355944 | 0.3524303 | -0.3992972 | 0.9301281 | 0.2429024 | 0.2190521 | 0.2682516 | 0.2255791 | 0.1168359 | -0.6348915 | 0.6945337 | 0.0073081 | -0.0165423 | 0.0326572 | -0.0100153 |
| RMD | ResMed | Health Care | 2018-01-02 | 2022-03-30 | 81.812043 | 249.01000 | 7327.843565 | 8403.8473619 | -2024.55949 | 3237.381011 | 6505.679968 | 6269.24709 | 4953.23992 | 20436.83940 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3548470 | 0.3095026 | 0.7327844 | 0.8403847 | -0.2024559 | 0.3237381 | 0.6505680 | 0.6269247 | 2.0436839 | 0.4232818 | 0.5308822 | -0.5119585 | 0.0142355 | 0.3410654 | 0.3174221 | 1.7341814 |
| ROK | Rockwell Automation Inc. | Industrials | 2018-01-02 | 2022-03-30 | 182.089567 | 280.72000 | 3434.848766 | -753.8214203 | 6507.11593 | 14.383436 | 8602.159249 | 6001.19109 | 3967.64618 | 5416.58887 | 0 | 0 | 1 | 0 | 1 | 1 | 3 | 1 | 0.4565923 | 0.3925117 | 0.3434849 | -0.0753821 | 0.6507116 | 0.0014383 | 0.8602159 | 0.6001191 | 0.5416589 | -0.0490268 | -0.4678939 | 0.2581999 | -0.3910734 | 0.4677042 | 0.2076074 | 0.1491472 |
| ROL | Rollins Inc. | Industrials | 2018-01-02 | 2022-03-30 | 19.757967 | 35.44000 | 2234.955841 | -385.2219350 | 101.91224 | 903.586095 | 4054.891412 | 5660.13838 | 2095.04367 | 7937.06771 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4113086 | 0.3555669 | 0.2234956 | -0.0385222 | 0.0101912 | 0.0903586 | 0.4054891 | 0.5660138 | 0.7937068 | -0.1320713 | -0.3940891 | -0.3453757 | -0.2652083 | 0.0499222 | 0.2104469 | 0.4381398 |
| ROP | Roper Technologies | Industrials | 2018-01-02 | 2022-03-30 | 254.129648 | 477.70458 | -482.363030 | -1139.0964449 | 4838.14626 | 2749.454871 | 3781.074996 | 3476.51751 | 2203.95569 | 8797.67214 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5704411 | 0.4853955 | -0.0482363 | -0.1139096 | 0.4838146 | 0.2749455 | 0.3781075 | 0.3476518 | 0.8797672 | -0.5336318 | -0.5993051 | -0.0015808 | -0.2104500 | -0.1072880 | -0.1377437 | 0.3943717 |
| ROST | Ross Stores | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 77.308652 | 92.61000 | -2911.029319 | -1672.1511613 | 1799.04927 | 0.000000 | -3758.759846 | -3891.33750 | -1739.03809 | 1979.25425 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3728428 | 0.3241845 | -0.2911029 | -0.1672151 | 0.1799049 | 0.0000000 | -0.3758760 | -0.3891337 | 0.1979254 | -0.6152874 | -0.4913996 | -0.1442796 | -0.3241845 | -0.7000605 | -0.7133183 | -0.1262591 |
| RSG | Republic Services Inc | Industrials | 2018-01-02 | 2022-03-30 | 61.665804 | 134.22401 | 1077.147687 | 3885.1222003 | 2061.54396 | 0.000000 | 6988.124239 | 6377.37540 | 3398.21891 | 11766.36111 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6680273 | 0.5650114 | 0.1077148 | 0.3885122 | 0.2061544 | 0.0000000 | 0.6988124 | 0.6377375 | 1.1766361 | -0.4572966 | -0.1764992 | -0.3588570 | -0.5650114 | 0.1338010 | 0.0727262 | 0.6116247 |
| RTX | Raytheon Technologies | Industrials | 2018-01-02 | 2022-03-30 | 57.516136 | 100.83000 | 965.154029 | 748.6161334 | 9130.04462 | 551.883856 | 8770.002104 | 8943.01923 | 4851.45333 | 7530.73250 | 0 | 0 | 1 | 0 | 1 | 1 | 3 | 1 | 0.4019055 | 0.3478954 | 0.0965154 | 0.0748616 | 0.9130045 | 0.0551884 | 0.8770002 | 0.8943019 | 0.7530732 | -0.2513800 | -0.2730338 | 0.5651091 | -0.2927070 | 0.5291048 | 0.5464065 | 0.4051779 |
| SBAC | SBA Communications | Real Estate | 2018-01-02 | 2022-03-30 | 157.583166 | 342.98000 | 3014.881414 | 2942.9997365 | 567.99311 | 3481.890579 | 5795.351185 | 5920.04609 | 3620.52702 | 11765.01525 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4009173 | 0.3470892 | 0.3014881 | 0.2943000 | 0.0567993 | 0.3481891 | 0.5795351 | 0.5920046 | 1.1765015 | -0.0456010 | -0.0527892 | -0.2902899 | 0.0010999 | 0.2324459 | 0.2449154 | 0.8294123 |
| SBUX | Starbucks Corp. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 53.014403 | 91.03000 | 1437.822930 | -2146.3628931 | 1098.80279 | -1336.487095 | 2890.870045 | 2441.10128 | 730.95784 | 7170.80554 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5054972 | 0.4324109 | 0.1437823 | -0.2146363 | 0.1098803 | -0.1336487 | 0.2890870 | 0.2441101 | 0.7170806 | -0.2886286 | -0.6470472 | -0.3225306 | -0.5660596 | -0.1433239 | -0.1883007 | 0.2846697 |
| SCHW | Charles Schwab Corporation | Financials | 2018-01-02 | 2022-03-30 | 48.649354 | 88.76000 | 1320.954437 | 2863.2266676 | 5570.86907 | 0.000000 | 1868.297365 | 1311.02700 | 2155.72909 | 8244.84650 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3756986 | 0.3265145 | 0.1320954 | 0.2863227 | 0.5570869 | 0.0000000 | 0.1868297 | 0.1311027 | 0.8244846 | -0.1944190 | -0.0401918 | 0.2305724 | -0.3265145 | -0.1396847 | -0.1954118 | 0.4979702 |
| SEE | Sealed Air | Materials | 2018-01-02 | 2022-03-30 | 46.273287 | 68.28000 | 899.870685 | 1138.9279419 | -542.83717 | 2697.747441 | 8101.391634 | 8661.72363 | 3492.80403 | 4755.81361 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.2923295 | 0.2584976 | 0.0899871 | 0.1138928 | -0.0542837 | 0.2697747 | 0.8101392 | 0.8661724 | 0.4755814 | -0.1685105 | -0.1446048 | -0.3127813 | 0.0112772 | 0.5516416 | 0.6076748 | 0.2170838 |
| SHW | Sherwin-Williams | Materials | 2018-01-02 | 2022-03-30 | 132.952355 | 253.01000 | -3092.726800 | 854.3897712 | 1506.46628 | -999.255052 | 3034.411982 | 1962.08592 | 544.22868 | 9030.12551 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5063388 | 0.4330975 | -0.3092727 | 0.0854390 | 0.1506466 | -0.0999255 | 0.3034412 | 0.1962086 | 0.9030126 | -0.7423702 | -0.3476585 | -0.2824509 | -0.5330230 | -0.1296563 | -0.2368889 | 0.4699151 |
| SIVB | SVB Financial | Financials | 2018-01-02 | 2022-03-30 | 237.380000 | 567.04000 | 7997.308612 | -251.4167328 | 4468.02683 | 0.000000 | 13294.015681 | 17475.72481 | 7163.94320 | 13887.43786 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 1 | 0.3125724 | 0.2750128 | 0.7997309 | -0.0251417 | 0.4468027 | 0.0000000 | 1.3294016 | 1.7475725 | 1.3887438 | 0.5247181 | -0.3001545 | 0.1717899 | -0.2750128 | 1.0543888 | 1.4725597 | 1.1137310 |
| SJM | JM Smucker | Consumer Staples | 2018-01-02 | 2022-03-30 | 108.860020 | 134.88000 | 21.460366 | 205.7632703 | -3697.99108 | 840.186385 | -41.804070 | 1191.38307 | -246.83368 | 2390.22367 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2354789 | 0.2121159 | 0.0021460 | 0.0205763 | -0.3697991 | 0.0840186 | -0.0041804 | 0.1191383 | 0.2390224 | -0.2099699 | -0.1915396 | -0.5819151 | -0.1280973 | -0.2162964 | -0.0929776 | 0.0269064 |
| SLB | Schlumberger Ltd. | Energy | 2018-01-02 | 2022-03-30 | 59.983808 | 42.21000 | -3413.302340 | -6726.9329873 | 5561.79844 | -1659.541362 | 5409.493038 | 5632.21133 | 800.62102 | -2963.10093 | 0 | 0 | 1 | 1 | 1 | 1 | 4 | 1 | 0.2369559 | 0.2133210 | -0.3413302 | -0.6726933 | 0.5561798 | -0.1659541 | 0.5409493 | 0.5632211 | -0.2963101 | -0.5546512 | -0.8860143 | 0.3428589 | -0.3792751 | 0.3276283 | 0.3499002 | -0.5096311 |
| SLG | SL Green Realty | Real Estate | 2018-01-02 | 2022-03-30 | 85.216839 | 81.87000 | 3861.844131 | -490.9566131 | 3977.48728 | 475.537657 | -2078.986432 | -902.96853 | 806.99291 | -392.74383 | 1 | 0 | 1 | 1 | 0 | 0 | 3 | 1 | 0.2664994 | 0.2374241 | 0.3861844 | -0.0490957 | 0.3977487 | 0.0475538 | -0.2078986 | -0.0902969 | -0.0392744 | 0.1487603 | -0.2865198 | 0.1603246 | -0.1898703 | -0.4453227 | -0.3277209 | -0.2766985 |
| SNA | Snap-on | Industrials | 2018-01-02 | 2022-03-30 | 159.172293 | 209.00000 | 361.934283 | -291.2201308 | 704.65457 | 1422.024677 | -2816.480821 | -2315.01948 | -489.01782 | 3130.42592 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4257921 | 0.3673833 | 0.0361934 | -0.0291220 | 0.0704655 | 0.1422025 | -0.2816481 | -0.2315019 | 0.3130426 | -0.3311899 | -0.3965053 | -0.2969179 | -0.2251809 | -0.6490314 | -0.5988853 | -0.0543407 |
| SNPS | Synopsys Inc. | Information Technology | 2018-01-02 | 2022-03-30 | 86.030000 | 332.59000 | 8557.117315 | 11658.4472146 | 3519.92440 | 0.000000 | 13326.602860 | 10156.67445 | 7869.79437 | 28659.76985 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4764948 | 0.4087492 | 0.8557117 | 1.1658447 | 0.3519924 | 0.0000000 | 1.3326603 | 1.0156674 | 2.8659770 | 0.4469625 | 0.7570955 | -0.0567568 | -0.4087492 | 0.9239110 | 0.6069182 | 2.4572277 |
| SO | Southern Company | Utilities | 2018-01-02 | 2022-03-30 | 38.955117 | 72.50000 | 2563.477552 | 3950.5353653 | 1627.65085 | 3233.289211 | 1518.395302 | 1447.26214 | 2390.10174 | 8611.16242 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4279390 | 0.3691349 | 0.2563478 | 0.3950535 | 0.1627651 | 0.3233289 | 0.1518395 | 0.1447262 | 0.8611162 | -0.1127871 | 0.0259187 | -0.2063698 | -0.0458060 | -0.2172953 | -0.2244087 | 0.4919814 |
| SPG | Simon Property Group Inc | Real Estate | 2018-01-02 | 2022-03-30 | 137.844377 | 134.79000 | 12068.042588 | -1232.8822106 | -2666.98417 | -3764.016899 | -2323.399535 | -2282.83568 | -33.67932 | -221.58152 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0.2241340 | 0.2028602 | 1.2068043 | -0.1232882 | -0.2666984 | -0.3764017 | -0.2323400 | -0.2282836 | -0.0221582 | 1.0039441 | -0.3261484 | -0.4695586 | -0.5792618 | -0.4352001 | -0.4311437 | -0.2250183 |
| SPGI | S&P Global Inc. | Financials | 2018-01-02 | 2022-03-30 | 161.806932 | 418.95000 | 2707.237192 | 3502.8086068 | 2567.90341 | 71.890702 | 4866.950275 | 3698.51054 | 2902.55012 | 15891.96855 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5368743 | 0.4580100 | 0.2707237 | 0.3502809 | 0.2567903 | 0.0071891 | 0.4866950 | 0.3698511 | 1.5891969 | -0.1872863 | -0.1077291 | -0.2012196 | -0.4508209 | 0.0286850 | -0.0881589 | 1.1311869 |
| SRE | Sempra Energy | Utilities | 2018-01-02 | 2022-03-30 | 91.883730 | 167.62000 | 3163.411030 | 1671.1510554 | -2631.38573 | 4150.375952 | -457.879727 | -819.55982 | 846.01879 | 8242.62027 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4127044 | 0.3567057 | 0.3163411 | 0.1671151 | -0.2631386 | 0.4150376 | -0.0457880 | -0.0819560 | 0.8242620 | -0.0403646 | -0.1895906 | -0.6198442 | 0.0583319 | -0.4024936 | -0.4386616 | 0.4675564 |
| STE | STERIS plc | Health Care | 2018-01-02 | 2022-03-30 | 84.683304 | 245.89000 | 10511.890397 | 6151.8155203 | 392.39647 | 4363.077227 | 12510.470967 | 11397.96367 | 7554.60238 | 19036.42034 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5503947 | 0.4690406 | 1.0511890 | 0.6151816 | 0.0392396 | 0.4363077 | 1.2510471 | 1.1397964 | 1.9036420 | 0.5821484 | 0.1461409 | -0.4298010 | -0.0327329 | 0.7820065 | 0.6707557 | 1.4346014 |
| STT | State Street Corp. | Financials | 2018-01-02 | 2022-03-30 | 85.954286 | 91.51127 | -1362.269955 | 407.2690831 | 3795.96820 | -1234.747096 | 2880.908909 | 2438.44824 | 1154.26290 | 646.50453 | 0 | 0 | 1 | 0 | 1 | 1 | 3 | 1 | 0.3750163 | 0.3259578 | -0.1362270 | 0.0407269 | 0.3795968 | -0.1234747 | 0.2880909 | 0.2438448 | 0.0646505 | -0.4621848 | -0.2852309 | 0.0536390 | -0.4494325 | -0.0378669 | -0.0821130 | -0.2613074 |
| STX | Seagate Technology | Information Technology | 2018-01-02 | 2022-03-30 | 35.429058 | 91.37000 | 8379.008647 | 17222.1642111 | 850.79994 | 2843.726781 | 1219.398874 | 1268.46529 | 5297.26062 | 15789.56491 | 0 | 1 | 0 | 0 | 0 | 0 | 1 | 1 | 0.3214404 | 0.2822478 | 0.8379009 | 1.7222164 | 0.0850800 | 0.2843727 | 0.1219399 | 0.1268465 | 1.5789565 | 0.5556531 | 1.4399687 | -0.1971678 | 0.0021249 | -0.1603079 | -0.1554012 | 1.2967087 |
| STZ | Constellation Brands | Consumer Staples | 2018-01-02 | 2022-03-30 | 212.936065 | 233.08000 | 2291.210207 | 5954.7631476 | -2825.03230 | 2068.138061 | 1837.405548 | 1723.33938 | 1841.63734 | 946.00860 | 1 | 1 | 0 | 1 | 1 | 1 | 5 | 1 | 0.4032469 | 0.3489898 | 0.2291210 | 0.5954763 | -0.2825032 | 0.2068138 | 0.1837406 | 0.1723339 | 0.0946009 | -0.1198688 | 0.2464865 | -0.6314930 | -0.1421760 | -0.1652492 | -0.1766559 | -0.2543889 |
| SWK | Stanley Black & Decker | Industrials | 2018-01-02 | 2022-03-30 | 155.992748 | 143.08000 | -3724.400753 | -4987.3910136 | 279.38640 | -1064.249158 | -2257.363633 | -2770.47258 | -2420.74846 | -827.77876 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.3958896 | 0.3429873 | -0.3724401 | -0.4987391 | 0.0279386 | -0.1064249 | -0.2257364 | -0.2770473 | -0.0827779 | -0.7154274 | -0.8417264 | -0.3150486 | -0.4494122 | -0.5687237 | -0.6200345 | -0.4257652 |
| SWKS | Skyworks Solutions | Information Technology | 2018-01-02 | 2022-03-30 | 92.032654 | 136.40000 | -3285.192986 | 1254.5476489 | -2468.54023 | 0.000000 | 6171.802762 | 5003.06430 | 1112.61358 | 4820.82657 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.3652739 | 0.3180094 | -0.3285193 | 0.1254548 | -0.2468540 | 0.0000000 | 0.6171803 | 0.5003064 | 0.4820827 | -0.6465287 | -0.1925547 | -0.5648634 | -0.3180094 | 0.2991709 | 0.1822970 | 0.1640732 |
| SYK | Stryker Corp. | Health Care | 2018-01-02 | 2022-03-30 | 150.675377 | 269.14000 | 919.593359 | 2317.9844570 | -93.08150 | 0.000000 | 1657.471883 | 541.28127 | 890.54158 | 7862.24173 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5043438 | 0.4314699 | 0.0919593 | 0.2317984 | -0.0093082 | 0.0000000 | 0.1657472 | 0.0541281 | 0.7862242 | -0.3395106 | -0.1996715 | -0.4407781 | -0.4314699 | -0.2657227 | -0.3773418 | 0.3547543 |
| SYY | Sysco Corp. | Consumer Staples | 2018-01-02 | 2022-03-30 | 54.114579 | 82.51502 | -1361.481505 | -238.9993557 | 1613.19289 | 7879.748701 | 2603.501329 | 1399.46120 | 1982.57054 | 5248.20527 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0.3191492 | 0.2803785 | -0.1361482 | -0.0238999 | 0.1613193 | 0.7879749 | 0.2603501 | 0.1399461 | 0.5248205 | -0.4165267 | -0.3042785 | -0.1190592 | 0.5075963 | -0.0200284 | -0.1404324 | 0.2444420 |
| T | AT&T Inc. | Communication Services | 2018-01-02 | 2022-03-30 | 29.216461 | 24.14000 | 1982.714759 | 1344.2113703 | -2672.96959 | 913.912333 | -3270.110232 | -2809.19962 | -751.90683 | -1737.53448 | 1 | 1 | 0 | 1 | 0 | 0 | 3 | 1 | 0.4961871 | 0.4248152 | 0.1982715 | 0.1344211 | -0.2672970 | 0.0913912 | -0.3270110 | -0.2809200 | -0.1737534 | -0.2265437 | -0.2903941 | -0.6921122 | -0.3334240 | -0.7518262 | -0.7057352 | -0.5985686 |
| TAP | Molson Coors Beverage Company | Consumer Staples | 2018-01-02 | 2022-03-30 | 74.819480 | 54.30000 | 1123.528521 | 6462.6143993 | -307.16239 | -1813.429555 | 3403.806138 | 2679.15559 | 1924.75212 | -2742.53173 | 1 | 1 | 1 | 1 | 1 | 1 | 6 | 1 | 0.3000693 | 0.2648121 | 0.1123529 | 0.6462614 | -0.0307162 | -0.1813430 | 0.3403806 | 0.2679156 | -0.2742532 | -0.1524593 | 0.3814493 | -0.2955284 | -0.4461551 | 0.0755685 | 0.0031034 | -0.5390653 |
| TDG | TransDigm Group | Industrials | 2018-01-02 | 2022-03-30 | 245.833703 | 672.31000 | -1330.357918 | 4470.9953225 | 9140.11739 | 0.000000 | 28069.381343 | 25358.09935 | 10951.37258 | 17348.16231 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.3140334 | 0.2762048 | -0.1330358 | 0.4470995 | 0.9140117 | 0.0000000 | 2.8069381 | 2.5358099 | 1.7348162 | -0.4092406 | 0.1708948 | 0.6378070 | -0.2762048 | 2.5307334 | 2.2596052 | 1.4586115 |
| TDY | Teledyne Technologies | Industrials | 2018-01-02 | 2022-03-30 | 184.340000 | 473.12000 | 6355.468245 | 3243.1152183 | 5666.91230 | 2910.263582 | 13136.958992 | 11131.19023 | 7073.98476 | 15665.61788 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4433518 | 0.3817094 | 0.6355468 | 0.3243115 | 0.5666912 | 0.2910264 | 1.3136959 | 1.1131190 | 1.5665618 | 0.2538374 | -0.0573979 | 0.1849818 | -0.0906831 | 0.9319865 | 0.7314096 | 1.1848523 |
| TEL | TE Connectivity Ltd. | Information Technology | 2018-01-02 | 2022-03-30 | 88.163891 | 133.59000 | -2456.371174 | -3031.0463380 | 2808.88538 | 2575.177128 | 791.856755 | 1248.92511 | 322.90448 | 5152.46191 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5118408 | 0.4375864 | -0.2456371 | -0.3031046 | 0.2808885 | 0.2575177 | 0.0791857 | 0.1248925 | 0.5152462 | -0.6832235 | -0.7406910 | -0.1566978 | -0.1800686 | -0.3584007 | -0.3126939 | 0.0776598 |
| TFC | Truist Financial | Financials | 2018-01-02 | 2022-03-30 | 43.124374 | 58.74000 | 4508.884709 | -760.9059913 | -185.50325 | 1154.272119 | -2229.501474 | -2229.26310 | 42.99717 | 3621.06725 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0.3709935 | 0.3226758 | 0.4508885 | -0.0760906 | -0.0185503 | 0.1154272 | -0.2229501 | -0.2229263 | 0.3621067 | 0.1282127 | -0.3987663 | -0.3412261 | -0.2072485 | -0.5456259 | -0.5456021 | 0.0394310 |
| TFX | Teleflex | Health Care | 2018-01-02 | 2022-03-30 | 250.129711 | 348.31000 | 2594.329277 | 3018.6686206 | 2137.94812 | 6274.577627 | 7767.115136 | 4113.47667 | 4317.68591 | 3925.17499 | 0 | 0 | 0 | 1 | 1 | 1 | 3 | 1 | 0.4112335 | 0.3555057 | 0.2594329 | 0.3018669 | 0.2137948 | 0.6274578 | 0.7767115 | 0.4113477 | 0.3925175 | -0.0960727 | -0.0536388 | -0.1417109 | 0.2719521 | 0.4212058 | 0.0558420 | 0.0370118 |
| TGT | Target Corp. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 60.995524 | 221.96000 | 12462.132097 | 5670.2242800 | 5685.56502 | 8043.485563 | 17999.166022 | 17728.76394 | 11264.88949 | 26389.55561 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3293790 | 0.2887245 | 1.2462132 | 0.5670224 | 0.5685565 | 0.8043486 | 1.7999166 | 1.7728764 | 2.6389556 | 0.9574887 | 0.2782979 | 0.2798320 | 0.5156240 | 1.5111921 | 1.4841519 | 2.3502310 |
| TJX | TJX Companies Inc. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 36.290668 | 62.00000 | 6093.240955 | 5985.7545601 | -421.62535 | 0.000000 | 1091.219340 | 2277.81573 | 2504.40087 | 7084.28202 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4337198 | 0.3738511 | 0.6093241 | 0.5985755 | -0.0421625 | 0.0000000 | 0.1091219 | 0.2277816 | 0.7084282 | 0.2354730 | 0.2247243 | -0.4160136 | -0.3738511 | -0.2647292 | -0.1460695 | 0.3345771 |
| TMO | Thermo Fisher Scientific | Health Care | 2018-01-02 | 2022-03-30 | 190.957530 | 595.15000 | 5479.344895 | 896.5829212 | 321.21593 | 0.000000 | 4875.516559 | 2692.65260 | 2377.55215 | 21166.61590 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4871978 | 0.4174813 | 0.5479345 | 0.0896583 | 0.0321216 | 0.0000000 | 0.4875517 | 0.2692653 | 2.1166616 | 0.1304532 | -0.3278230 | -0.3853597 | -0.4174813 | 0.0700703 | -0.1482161 | 1.6991803 |
| TMUS | T-Mobile US | Communication Services | 2018-01-02 | 2022-03-30 | 64.040000 | 128.61000 | 7541.245448 | 1357.4491701 | 3013.08842 | 1863.060337 | 5891.281291 | 3383.01439 | 3841.52318 | 10082.76077 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4250634 | 0.3667888 | 0.7541245 | 0.1357449 | 0.3013088 | 0.1863060 | 0.5891281 | 0.3383014 | 1.0082761 | 0.3873357 | -0.2310439 | -0.0654800 | -0.1804828 | 0.2223393 | -0.0284874 | 0.6414873 |
| TPR | Tapestry Inc. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 40.824349 | 39.17000 | -683.036268 | -464.0473758 | 5093.31182 | -1262.519349 | -676.297075 | -63.19275 | 324.03650 | -405.23585 | 0 | 0 | 1 | 0 | 0 | 1 | 2 | 1 | 0.2436148 | 0.2187536 | -0.0683036 | -0.0464047 | 0.5093312 | -0.1262519 | -0.0676297 | -0.0063193 | -0.0405236 | -0.2870572 | -0.2651583 | 0.2905776 | -0.3450055 | -0.2863833 | -0.2250729 | -0.2592772 |
| TROW | T. Rowe Price Group | Financials | 2018-01-02 | 2022-03-30 | 90.690813 | 153.10000 | 2275.343336 | -1063.8666410 | -1469.26237 | 2546.984716 | -369.762660 | 28.56054 | 324.66615 | 6881.53355 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5198355 | 0.4441088 | 0.2275343 | -0.1063867 | -0.1469262 | 0.2546985 | -0.0369763 | 0.0028561 | 0.6881534 | -0.2165745 | -0.5504955 | -0.5910351 | -0.1894104 | -0.4810851 | -0.4412528 | 0.2440445 |
| TRV | The Travelers Companies Inc. | Financials | 2018-01-02 | 2022-03-30 | 119.287770 | 185.55000 | -409.103001 | 3292.5272461 | 3201.94636 | 0.000000 | 337.872242 | 430.37253 | 1142.26923 | 5554.82172 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4751475 | 0.4076500 | -0.0409103 | 0.3292527 | 0.3201946 | 0.0000000 | 0.0337872 | 0.0430373 | 0.5554822 | -0.4485603 | -0.0783973 | -0.0874554 | -0.4076500 | -0.3738628 | -0.3646127 | 0.1478322 |
| TSCO | Tractor Supply Company | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 71.523008 | 232.85000 | 19801.442166 | 13952.3679943 | 15200.27203 | 7191.340647 | 12683.926758 | 14536.46647 | 13894.30268 | 22555.95754 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3607690 | 0.3143341 | 1.9801442 | 1.3952368 | 1.5200272 | 0.7191341 | 1.2683927 | 1.4536466 | 2.2555958 | 1.6658101 | 1.0809027 | 1.2056931 | 0.4048000 | 0.9540586 | 1.1393125 | 1.9412617 |
| TSN | Tyson Foods | Consumer Staples | 2018-01-02 | 2022-03-30 | 73.366993 | 88.71000 | -38.951721 | 2963.4583505 | 336.91166 | -602.548729 | 1489.495867 | 1680.77475 | 971.52336 | 2091.26831 | 0 | 1 | 0 | 0 | 0 | 0 | 1 | 1 | 0.2847132 | 0.2522838 | -0.0038952 | 0.2963458 | 0.0336912 | -0.0602549 | 0.1489496 | 0.1680775 | 0.2091268 | -0.2561790 | 0.0440620 | -0.2185927 | -0.3125387 | -0.1033342 | -0.0842063 | -0.0431570 |
| TT | Trane Technologies plc | Industrials | 2018-01-02 | 2022-03-30 | 82.345912 | 158.59000 | -1581.657211 | 1299.6867715 | 9896.46093 | -768.805383 | 4882.634503 | 4479.43334 | 3034.62549 | 9259.00087 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.4053687 | 0.3507209 | -0.1581657 | 0.1299687 | 0.9896461 | -0.0768805 | 0.4882635 | 0.4479433 | 0.9259001 | -0.5088866 | -0.2207522 | 0.6389252 | -0.4276014 | 0.1375426 | 0.0972225 | 0.5751792 |
| TTWO | Take-Two Interactive | Communication Services | 2018-01-02 | 2022-03-30 | 112.880000 | 156.06000 | 2520.132707 | -554.3099072 | -2296.51312 | 970.577265 | -1894.868656 | -2205.95298 | -576.82245 | 3825.30120 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2512917 | 0.2250168 | 0.2520133 | -0.0554310 | -0.2296513 | 0.0970577 | -0.1894869 | -0.2205953 | 0.3825301 | 0.0269964 | -0.2804478 | -0.4546681 | -0.1279591 | -0.4145037 | -0.4456121 | 0.1575133 |
| TWTR | Twitter Inc. | Communication Services | 2018-01-02 | 2022-03-30 | 24.510000 | 39.00000 | 5506.691651 | 9669.8333344 | 17255.97574 | -1109.808519 | 9646.126105 | 9280.11190 | 8374.82170 | 5911.87270 | 0 | 1 | 1 | 0 | 1 | 1 | 4 | 1 | 0.2076626 | 0.1894219 | 0.5506692 | 0.9669833 | 1.7255976 | -0.1109809 | 0.9646126 | 0.9280112 | 0.5911873 | 0.3612472 | 0.7775614 | 1.5361756 | -0.3004028 | 0.7751907 | 0.7385892 | 0.4017653 |
| TXN | Texas Instruments | Information Technology | 2018-01-02 | 2022-03-30 | 94.378052 | 187.45000 | 3115.363610 | 3061.3602932 | 1581.02377 | 0.000000 | -3971.678908 | -2424.03173 | 227.00617 | 9861.60933 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4941774 | 0.4231756 | 0.3115364 | 0.3061360 | 0.1581024 | 0.0000000 | -0.3971679 | -0.2424032 | 0.9861609 | -0.1116393 | -0.1170396 | -0.2650733 | -0.4231756 | -0.8203435 | -0.6655788 | 0.5629853 |
| TXT | Textron Inc. | Industrials | 2018-01-02 | 2022-03-30 | 56.714821 | 75.20000 | -831.481597 | -3551.0698894 | 721.90696 | 0.000000 | 4042.297742 | 4817.81893 | 866.57869 | 3259.32067 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.3577762 | 0.3118924 | -0.0831482 | -0.3551070 | 0.0721907 | 0.0000000 | 0.4042298 | 0.4817819 | 0.3259321 | -0.3950406 | -0.6669994 | -0.2397017 | -0.3118924 | 0.0923373 | 0.1698895 | 0.0140396 |
| TYL | Tyler Technologies | Information Technology | 2018-01-02 | 2022-03-30 | 178.690000 | 444.00000 | 2911.698059 | -59.1367703 | 4020.17820 | 10206.384945 | 6389.759191 | 5826.72495 | 4882.60143 | 14847.50126 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4295205 | 0.3704251 | 0.2911698 | -0.0059137 | 0.4020178 | 1.0206385 | 0.6389759 | 0.5826725 | 1.4847501 | -0.0792553 | -0.3763388 | 0.0315927 | 0.6502134 | 0.2685508 | 0.2122474 | 1.1143250 |
| UAA | Under Armour (Class A) | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 15.030000 | 17.66000 | -4825.425963 | -5391.6508967 | 1059.10386 | 10.586761 | -1365.116971 | -1283.24200 | -1965.95754 | 1749.83367 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2097596 | 0.1911328 | -0.4825426 | -0.5391651 | 0.1059104 | 0.0010587 | -0.1365117 | -0.1283242 | 0.1749834 | -0.6736754 | -0.7302978 | -0.0852224 | -0.1900741 | -0.3276445 | -0.3194570 | -0.0161494 |
| UAL | United Airlines Holdings | Industrials | 2018-01-02 | 2022-03-30 | 68.940000 | 45.86000 | -93.256781 | -58.6148605 | 5962.66357 | -1167.015629 | -3571.035883 | -4288.71439 | -535.99566 | -3347.83870 | 1 | 1 | 1 | 1 | 0 | 0 | 4 | 1 | 0.1804533 | 0.1672231 | -0.0093257 | -0.0058615 | 0.5962664 | -0.1167016 | -0.3571036 | -0.4288714 | -0.3347839 | -0.1765488 | -0.1730846 | 0.4290432 | -0.2839247 | -0.5243267 | -0.5960946 | -0.5020070 |
| UDR | UDR Inc. | Real Estate | 2018-01-02 | 2022-03-30 | 33.137258 | 58.02000 | 9135.167946 | 3857.0142429 | 1094.12522 | 0.000000 | 1598.909058 | 585.66955 | 2711.81434 | 7508.99245 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0.4235073 | 0.3655193 | 0.9135168 | 0.3857014 | 0.1094125 | 0.0000000 | 0.1598909 | 0.0585670 | 0.7508992 | 0.5479975 | 0.0201822 | -0.2561067 | -0.3655193 | -0.2056284 | -0.3069523 | 0.3853800 |
| UHS | Universal Health Services | Health Care | 2018-01-02 | 2022-03-30 | 113.735450 | 145.57000 | 387.144248 | -409.7067437 | -1287.37305 | 552.708784 | 61.986235 | -68.89351 | -127.35567 | 2798.99984 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3261605 | 0.2860987 | 0.0387144 | -0.0409707 | -0.1287373 | 0.0552709 | 0.0061986 | -0.0068894 | 0.2799000 | -0.2473842 | -0.3270693 | -0.4148360 | -0.2308278 | -0.2799000 | -0.2929880 | -0.0061987 |
| ULTA | Ulta Beauty | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 229.630000 | 401.75000 | 1942.151480 | 3997.4785540 | 7566.01566 | 2478.023091 | 2720.227287 | 1486.32550 | 3365.03693 | 7495.53630 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.2599814 | 0.2321063 | 0.1942151 | 0.3997479 | 0.7566016 | 0.2478023 | 0.2720227 | 0.1486325 | 0.7495536 | -0.0378912 | 0.1676415 | 0.5244952 | 0.0156960 | 0.0399164 | -0.0834738 | 0.5174473 |
| UNH | United Health Group Inc. | Health Care | 2018-01-02 | 2022-03-30 | 207.661140 | 520.82000 | 2443.509300 | 11096.6590603 | 1042.67880 | 1070.258755 | 7582.192322 | 8299.63882 | 5255.82284 | 15080.28218 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4695390 | 0.4030743 | 0.2443509 | 1.1096659 | 0.1042679 | 0.1070259 | 0.7582192 | 0.8299639 | 1.5080282 | -0.1587233 | 0.7065916 | -0.2988064 | -0.2960484 | 0.3551450 | 0.4268896 | 1.1049539 |
| UNM | Unum Group | Financials | 2018-01-02 | 2022-03-30 | 46.139266 | 31.52000 | 3593.115437 | 1011.4907462 | 2266.17879 | -2933.118577 | 6333.908915 | 6287.15454 | 2759.78831 | -3168.50854 | 1 | 1 | 1 | 1 | 1 | 1 | 6 | 1 | 0.2930583 | 0.2590922 | 0.3593115 | 0.1011491 | 0.2266179 | -0.2933119 | 0.6333909 | 0.6287155 | -0.3168509 | 0.1002194 | -0.1579431 | -0.0324743 | -0.5524040 | 0.3742987 | 0.3696233 | -0.5759430 |
| UNP | Union Pacific Corp | Industrials | 2018-01-02 | 2022-03-30 | 124.321069 | 276.69000 | 5083.013949 | -377.8853335 | 1398.45351 | 0.000000 | 4055.164940 | 4350.30382 | 2418.17515 | 12256.08276 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5225865 | 0.4463532 | 0.5083014 | -0.0377885 | 0.1398454 | 0.0000000 | 0.4055165 | 0.4350304 | 1.2256083 | 0.0619482 | -0.4841418 | -0.3065079 | -0.4463532 | -0.0408367 | -0.0113229 | 0.7792550 |
| UPS | United Parcel Service | Industrials | 2018-01-02 | 2022-03-30 | 108.820964 | 220.20000 | 1643.354503 | 1980.6758789 | 10313.22995 | 6500.746113 | 1223.160298 | -976.93162 | 3447.37252 | 10235.07162 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.4098454 | 0.3543732 | 0.1643355 | 0.1980676 | 1.0313230 | 0.6500746 | 0.1223160 | -0.0976932 | 1.0235072 | -0.1900377 | -0.1563056 | 0.6769498 | 0.2957015 | -0.2320571 | -0.4520663 | 0.6691340 |
| URI | United Rentals Inc. | Industrials | 2018-01-02 | 2022-03-30 | 173.580000 | 359.19000 | -823.632972 | -3340.7373413 | 14569.13167 | 0.000000 | 15827.569288 | 16734.60627 | 7161.15615 | 10693.05220 | 0 | 0 | 1 | 0 | 1 | 1 | 3 | 1 | 0.3098562 | 0.2727968 | -0.0823633 | -0.3340737 | 1.4569132 | 0.0000000 | 1.5827569 | 1.6734606 | 1.0693052 | -0.3551601 | -0.6068705 | 1.1841164 | -0.2727968 | 1.3099602 | 1.4006639 | 0.7965085 |
| USB | U.S. Bancorp | Financials | 2018-01-02 | 2022-03-30 | 46.996719 | 55.18000 | -1803.274141 | 2348.9375067 | -1479.73118 | 296.573120 | 2717.504777 | 1854.56448 | 655.76243 | 1741.24509 | 0 | 1 | 0 | 0 | 1 | 1 | 3 | 1 | 0.4231285 | 0.3652102 | -0.1803274 | 0.2348938 | -0.1479731 | 0.0296573 | 0.2717505 | 0.1854564 | 0.1741245 | -0.5455376 | -0.1303164 | -0.5131833 | -0.3355529 | -0.0934597 | -0.1797537 | -0.1910857 |
| V | Visa Inc. | Information Technology | 2018-01-02 | 2022-03-30 | 111.476868 | 223.95000 | 3041.357662 | 5866.0101797 | 2865.84769 | 0.000000 | 1497.867190 | 103.69325 | 2229.12933 | 10089.36959 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5805348 | 0.4936304 | 0.3041358 | 0.5866010 | 0.2865848 | 0.0000000 | 0.1497867 | 0.0103693 | 1.0089370 | -0.1894947 | 0.0929706 | -0.2070457 | -0.4936304 | -0.3438437 | -0.4832611 | 0.5153065 |
| VFC | VF Corporation | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 62.882004 | 58.41000 | -2454.293641 | -2363.8656856 | 2434.78492 | -977.903700 | -4286.378517 | -3353.92724 | -1833.59731 | -711.17391 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.3651679 | 0.3179230 | -0.2454294 | -0.2363866 | 0.2434785 | -0.0977904 | -0.4286379 | -0.3353927 | -0.0711174 | -0.5633523 | -0.5543095 | -0.0744445 | -0.4157134 | -0.7465608 | -0.6533157 | -0.3890404 |
| VLO | Valero Energy | Energy | 2018-01-02 | 2022-03-30 | 75.529719 | 100.50000 | 2608.792698 | -5964.3867054 | 2657.91896 | -1719.870507 | 3782.703938 | 2293.26833 | 609.73779 | 3306.02068 | 0 | 0 | 0 | 0 | 1 | 0 | 1 | 1 | 0.2469869 | 0.2215048 | 0.2608793 | -0.5964387 | 0.2657919 | -0.1719871 | 0.3782704 | 0.2293268 | 0.3306021 | 0.0393745 | -0.8179434 | 0.0442871 | -0.3934918 | 0.1567656 | 0.0078221 | 0.1090973 |
| VMC | Vulcan Materials | Materials | 2018-01-02 | 2022-03-30 | 126.617401 | 187.12000 | 2637.197394 | 359.8005370 | 3310.92448 | 293.420727 | 6711.285339 | 6505.84303 | 3303.07859 | 4778.37951 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.3209643 | 0.2818593 | 0.2637197 | 0.0359801 | 0.3310924 | 0.0293421 | 0.6711285 | 0.6505843 | 0.4778380 | -0.0181396 | -0.2458793 | 0.0492331 | -0.2525173 | 0.3892692 | 0.3687250 | 0.1959786 |
| VNO | Vornado Realty Trust | Real Estate | 2018-01-02 | 2022-03-30 | 61.701120 | 46.20000 | -2287.848802 | -4597.1563934 | -1606.23342 | 1150.390822 | -448.335182 | -157.58248 | -1324.46091 | -2512.29146 | 1 | 0 | 1 | 1 | 1 | 1 | 5 | 1 | 0.2871767 | 0.2542936 | -0.2287849 | -0.4597156 | -0.1606233 | 0.1150391 | -0.0448335 | -0.0157582 | -0.2512291 | -0.4830785 | -0.7140093 | -0.4149170 | -0.1392546 | -0.2991272 | -0.2700519 | -0.5055228 |
| VRSK | Verisk Analytics | Industrials | 2018-01-02 | 2022-03-30 | 93.828387 | 216.97000 | 2315.714635 | 5377.3706886 | 3770.34248 | 2533.216106 | 1110.164861 | 4394.15607 | 3250.16081 | 13124.13204 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5950136 | 0.5054430 | 0.2315715 | 0.5377371 | 0.3770342 | 0.2533216 | 0.1110165 | 0.4394156 | 1.3124132 | -0.2738716 | 0.0322940 | -0.1284088 | -0.2521214 | -0.3944265 | -0.0660274 | 0.8069702 |
| VRSN | Verisign Inc. | Information Technology | 2018-01-02 | 2022-03-30 | 109.470000 | 222.12000 | 2900.497569 | 767.5803465 | 1265.29126 | 6596.634065 | 3772.267599 | 1245.72034 | 2757.99853 | 10290.49055 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5075013 | 0.4340459 | 0.2900498 | 0.0767580 | 0.1265291 | 0.6596634 | 0.3772268 | 0.1245720 | 1.0290491 | -0.1439962 | -0.3572879 | -0.3075168 | 0.2256175 | -0.0568192 | -0.3094739 | 0.5950031 |
| VRTX | Vertex Pharmaceuticals Inc | Health Care | 2018-01-02 | 2022-03-30 | 152.910000 | 256.52000 | 1473.911031 | 4319.4503063 | -1465.80868 | 1819.754101 | -2904.872961 | -3010.23354 | 38.70004 | 6775.88124 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3383631 | 0.2960542 | 0.1473911 | 0.4319450 | -0.1465809 | 0.1819754 | -0.2904873 | -0.3010234 | 0.6775881 | -0.1486631 | 0.1358908 | -0.4426350 | -0.1140788 | -0.5865415 | -0.5970775 | 0.3815339 |
| VTR | Ventas Inc | Real Estate | 2018-01-02 | 2022-03-30 | 48.571207 | 62.37552 | 6513.318898 | -2502.6232903 | 1629.64212 | 1341.360649 | 4997.034001 | 5178.64963 | 2859.56367 | 2842.07644 | 1 | 0 | 0 | 0 | 1 | 1 | 3 | 1 | 0.2355104 | 0.2121416 | 0.6513319 | -0.2502623 | 0.1629642 | 0.1341361 | 0.4997034 | 0.5178650 | 0.2842076 | 0.4391903 | -0.4624040 | -0.0491774 | -0.0780056 | 0.2875618 | 0.3057233 | 0.0720660 |
| VZ | Verizon Communications | Communication Services | 2018-01-02 | 2022-03-30 | 44.390588 | 51.61000 | 1241.016529 | -1453.7086742 | -1481.01074 | 7.467910 | -2118.183957 | -2089.79338 | -982.36872 | 1626.33846 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5470854 | 0.4663407 | 0.1241017 | -0.1453709 | -0.1481011 | 0.0007468 | -0.2118184 | -0.2089793 | 0.1626338 | -0.3422390 | -0.6117116 | -0.6144418 | -0.4655939 | -0.6781591 | -0.6753200 | -0.3037068 |
| WAB | Wabtec Corporation | Industrials | 2018-01-02 | 2022-03-30 | 80.781344 | 99.10000 | 843.320335 | 1804.1439439 | -3266.44266 | -2071.600906 | 11728.757888 | 11918.57567 | 3492.79238 | 2267.68400 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 1 | 0.3312987 | 0.2902907 | 0.0843320 | 0.1804144 | -0.3266443 | -0.2071601 | 1.1728758 | 1.1918576 | 0.2267684 | -0.2059587 | -0.1098763 | -0.6169350 | -0.4974508 | 0.8825851 | 0.9015669 | -0.0635223 |
| WAT | Waters Corporation | Health Care | 2018-01-02 | 2022-03-30 | 195.690000 | 321.66000 | 190.734928 | 6985.6503557 | 534.97496 | 4640.791124 | 9460.517048 | 9008.88166 | 5136.92501 | 6437.22214 | 0 | 1 | 0 | 0 | 1 | 1 | 3 | 1 | 0.4581257 | 0.3937627 | 0.0190735 | 0.6985650 | 0.0534975 | 0.4640791 | 0.9460517 | 0.9008882 | 0.6437222 | -0.3746893 | 0.3048023 | -0.3402653 | 0.0703164 | 0.5522890 | 0.5071254 | 0.2499595 |
| WBA | Walgreens Boots Alliance | Consumer Staples | 2018-01-02 | 2022-03-30 | 64.787347 | 47.46000 | 2890.724649 | 5195.6761777 | -1281.02152 | -1741.206086 | -3827.124274 | -4194.72815 | -492.94653 | -2674.49549 | 1 | 1 | 1 | 1 | 0 | 0 | 4 | 1 | 0.3203117 | 0.2813270 | 0.2890725 | 0.5195676 | -0.1281022 | -0.1741206 | -0.3827124 | -0.4194728 | -0.2674495 | 0.0077455 | 0.2382406 | -0.4094291 | -0.4554476 | -0.6640394 | -0.7007998 | -0.5487765 |
| WDC | Western Digital | Information Technology | 2018-01-02 | 2022-03-30 | 74.737343 | 50.62000 | -2942.802679 | 63.3666660 | -3692.37874 | 3305.787561 | -3506.216508 | -3378.79713 | -1691.84014 | -3226.94680 | 1 | 1 | 0 | 1 | 0 | 0 | 3 | 1 | 0.2537768 | 0.2270443 | -0.2942803 | 0.0063367 | -0.3692379 | 0.3305788 | -0.3506217 | -0.3378797 | -0.3226947 | -0.5213246 | -0.2207076 | -0.5962822 | 0.1035345 | -0.5776659 | -0.5649240 | -0.5497390 |
| WEC | WEC Energy Group | Utilities | 2018-01-02 | 2022-03-30 | 57.942954 | 100.29000 | 1498.052226 | 1104.6440622 | 8163.59029 | 5248.526459 | 2819.535210 | 1763.25729 | 3432.93426 | 7308.40286 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.3622781 | 0.3155653 | 0.1498052 | 0.1104644 | 0.8163590 | 0.5248526 | 0.2819535 | 0.1763257 | 0.7308403 | -0.1657600 | -0.2051009 | 0.5007938 | 0.2092874 | -0.0336117 | -0.1392395 | 0.4152750 |
| WFC | Wells Fargo | Financials | 2018-01-02 | 2022-03-30 | 53.910920 | 50.11000 | -2331.128734 | -3681.7469820 | -2265.44410 | -3413.837498 | -3461.800583 | -3587.59108 | -3123.59150 | -705.03720 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3706548 | 0.3223994 | -0.2331129 | -0.3681747 | -0.2265444 | -0.3413837 | -0.3461801 | -0.3587591 | -0.0705037 | -0.5555123 | -0.6905741 | -0.5489438 | -0.6637832 | -0.6685795 | -0.6811585 | -0.3929031 |
| WHR | Whirlpool Corp. | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 146.916457 | 180.32000 | -691.697499 | 9547.1966919 | 5366.83426 | 3660.351356 | 273.468469 | 135.55028 | 3048.61726 | 2273.64201 | 0 | 1 | 1 | 1 | 0 | 0 | 3 | 1 | 0.3289710 | 0.2883916 | -0.0691697 | 0.9547197 | 0.5366834 | 0.3660351 | 0.0273468 | 0.0135550 | 0.2273642 | -0.3575614 | 0.6663281 | 0.2482918 | 0.0776435 | -0.2610448 | -0.2748366 | -0.0610274 |
| WM | Waste Management Inc. | Industrials | 2018-01-02 | 2022-03-30 | 79.559801 | 159.45000 | -625.785511 | 2718.9173657 | 953.15577 | 1119.876586 | 4935.490039 | 3748.95777 | 2141.76867 | 10041.52833 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6292983 | 0.5334142 | -0.0625786 | 0.2718917 | 0.0953156 | 0.1119877 | 0.4935490 | 0.3748958 | 1.0041528 | -0.5959928 | -0.2615225 | -0.4380987 | -0.4214266 | -0.0398652 | -0.1585185 | 0.4707386 |
| WMB | Williams Companies | Energy | 2018-01-02 | 2022-03-30 | 23.605651 | 33.65000 | -2847.566832 | 4320.5991667 | 4283.70287 | 3805.883381 | 1931.964122 | 679.73387 | 2029.05276 | 4255.06126 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 1 | 0.3239188 | 0.2842698 | -0.2847567 | 0.4320599 | 0.4283703 | 0.3805883 | 0.1931964 | 0.0679734 | 0.4255061 | -0.5690264 | 0.1477902 | 0.1441005 | 0.0963186 | -0.0910734 | -0.2162964 | 0.1412364 |
| WMT | Walmart | Consumer Staples | 2018-01-02 | 2022-03-30 | 91.029954 | 149.87000 | 2664.918766 | 2149.8560282 | -767.76854 | 2004.027536 | 3904.633936 | 2582.53886 | 2089.70110 | 6463.81156 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4495275 | 0.3867479 | 0.2664919 | 0.2149856 | -0.0767769 | 0.2004028 | 0.3904634 | 0.2582539 | 0.6463812 | -0.1202560 | -0.1717623 | -0.4635248 | -0.1863452 | 0.0037155 | -0.1284940 | 0.2596332 |
| WRB | W. R. Berkley Corporation | Financials | 2018-01-02 | 2022-03-30 | 28.525951 | 67.08000 | 5089.093869 | 935.8510202 | 6247.84980 | 0.000000 | 2538.042337 | 3097.51561 | 2984.72544 | 13515.43026 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5117664 | 0.4375256 | 0.5089094 | 0.0935851 | 0.6247850 | 0.0000000 | 0.2538042 | 0.3097516 | 1.3515430 | 0.0713838 | -0.3439405 | 0.1872594 | -0.4375256 | -0.1837214 | -0.1277740 | 0.9140174 |
| WST | West Pharmaceutical Services | Health Care | 2018-01-02 | 2022-03-30 | 97.876934 | 418.01000 | 9118.293446 | 6943.6912463 | 12624.83481 | 2620.889064 | 14019.741814 | 9925.74399 | 9208.86573 | 32707.71311 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3851006 | 0.3341851 | 0.9118293 | 0.6943691 | 1.2624835 | 0.2620889 | 1.4019742 | 0.9925744 | 3.2707713 | 0.5776443 | 0.3601841 | 0.9282984 | -0.0720962 | 1.0677891 | 0.6583893 | 2.9365863 |
| WU | Western Union Co | Information Technology | 2018-01-02 | 2022-03-30 | 16.063210 | 19.24000 | -2783.372709 | -3269.4584258 | 778.56439 | 1856.376744 | -2029.283284 | -1973.10136 | -1236.71244 | 1977.68080 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4101230 | 0.3545997 | -0.2783373 | -0.3269458 | 0.0778564 | 0.1856377 | -0.2029283 | -0.1973101 | 0.1977681 | -0.6329370 | -0.6815455 | -0.2767432 | -0.1689620 | -0.5575280 | -0.5519098 | -0.1568316 |
| WY | Weyerhaeuser | Real Estate | 2018-01-02 | 2022-03-30 | 29.351327 | 38.54000 | -39.448778 | 1295.2283214 | -1401.34984 | 0.000000 | 1688.952526 | 2234.40519 | 629.63124 | 3130.58172 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3801111 | 0.3301144 | -0.0039449 | 0.1295228 | -0.1401350 | 0.0000000 | 0.1688953 | 0.2234405 | 0.3130582 | -0.3340593 | -0.2005916 | -0.4702494 | -0.3301144 | -0.1612192 | -0.1066739 | -0.0170562 |
| WYNN | Wynn Resorts Ltd | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 154.596969 | 81.17000 | -3965.296517 | 1706.8197388 | -575.19154 | -3491.556400 | 5500.987064 | 3257.21617 | 405.49642 | -4749.57364 | 1 | 1 | 1 | 1 | 1 | 1 | 6 | 1 | 0.2063802 | 0.1883757 | -0.3965297 | 0.1706820 | -0.0575192 | -0.3491556 | 0.5500987 | 0.3257216 | -0.4749574 | -0.5849053 | -0.0176937 | -0.2458948 | -0.5375313 | 0.3617230 | 0.1373459 | -0.6633330 |
| XEL | Xcel Energy Inc | Utilities | 2018-01-02 | 2022-03-30 | 42.363044 | 72.32000 | 2716.698638 | 4743.3723993 | 2897.72437 | 2013.306325 | 357.886674 | 395.74052 | 2187.45482 | 7071.48339 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4525080 | 0.3891795 | 0.2716699 | 0.4743372 | 0.2897724 | 0.2013306 | 0.0357887 | 0.0395741 | 0.7071483 | -0.1175096 | 0.0851577 | -0.0994071 | -0.1878489 | -0.3533908 | -0.3496055 | 0.3179688 |
| XLNX | Xilinx | Information Technology | 2018-01-02 | 2022-02-08 | 64.446480 | 218.14000 | 10294.815001 | 2025.2589375 | 3690.38983 | 4477.354104 | -3097.379932 | -569.01379 | 2803.57069 | 23848.24133 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2921556 | 0.2583557 | 1.0294815 | 0.2025259 | 0.3690390 | 0.4477354 | -0.3097380 | -0.0569014 | 2.3848241 | 0.7711258 | -0.0558298 | 0.1106833 | 0.1893797 | -0.5680937 | -0.3152571 | 2.1264684 |
| XOM | Exxon Mobil Corp. | Energy | 2018-01-02 | 2022-03-30 | 67.192558 | 83.78000 | 3650.028783 | -4612.7028388 | 5868.36379 | -2837.022615 | 6109.807563 | 2635.54005 | 1802.33579 | 2468.64282 | 1 | 0 | 1 | 0 | 1 | 1 | 4 | 1 | 0.3739989 | 0.3251277 | 0.3650029 | -0.4612703 | 0.5868364 | -0.2837023 | 0.6109808 | 0.2635540 | 0.2468643 | 0.0398751 | -0.7863980 | 0.2617086 | -0.6088300 | 0.2858530 | -0.0615737 | -0.0782635 |
| XRAY | Dentsply Sirona | Health Care | 2018-01-02 | 2022-03-30 | 64.882996 | 49.55000 | 1490.120098 | 1759.1386813 | -4057.96292 | -4051.536566 | 14.319178 | 610.09679 | -705.97079 | -2363.17637 | 1 | 1 | 0 | 0 | 1 | 1 | 4 | 1 | 0.3195734 | 0.2807246 | 0.1490120 | 0.1759139 | -0.4057963 | -0.4051537 | 0.0014319 | 0.0610097 | -0.2363176 | -0.1317126 | -0.1048107 | -0.6865209 | -0.6858782 | -0.2792926 | -0.2197149 | -0.5170422 |
| XRX | Xerox | Information Technology | 2018-01-02 | 2022-03-30 | 24.501804 | 20.46000 | -1684.889283 | -559.3809735 | 8274.30354 | 3164.637729 | 11049.817274 | 9265.78676 | 4918.37917 | -1649.59430 | 0 | 1 | 1 | 1 | 1 | 1 | 5 | 1 | 0.3014512 | 0.2659396 | -0.1684889 | -0.0559381 | 0.8274304 | 0.3164638 | 1.1049817 | 0.9265787 | -0.1649594 | -0.4344285 | -0.3218777 | 0.5614908 | 0.0505242 | 0.8390421 | 0.6606391 | -0.4308990 |
| XYL | Xylem Inc. | Industrials | 2018-01-02 | 2022-03-30 | 64.738844 | 88.10000 | -448.973025 | 1216.4340270 | 4493.99427 | 1538.975573 | 3385.356899 | 2793.19207 | 2163.16330 | 3608.52219 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.4891149 | 0.4190454 | -0.0448973 | 0.1216434 | 0.4493994 | 0.1538976 | 0.3385357 | 0.2793192 | 0.3608522 | -0.4639427 | -0.2974020 | 0.0303541 | -0.2651478 | -0.0805097 | -0.1397262 | -0.0581931 |
| YUM | Yum! Brands Inc | Consumer Discretionary | 2018-01-02 | 2022-03-30 | 75.781194 | 120.84000 | 3787.648340 | 1374.6192460 | 6211.48829 | 104.695639 | 5207.228229 | 6145.24625 | 3805.15433 | 5945.90878 | 0 | 0 | 1 | 0 | 0 | 1 | 2 | 1 | 0.4972893 | 0.4257144 | 0.3787648 | 0.1374619 | 0.6211488 | 0.0104696 | 0.5207228 | 0.6145246 | 0.5945909 | -0.0469496 | -0.2882525 | 0.1954344 | -0.4152449 | 0.0950084 | 0.1888102 | 0.1688765 |
| ZBH | Zimmer Biomet Holdings | Health Care | 2018-01-02 | 2022-03-30 | 116.640904 | 128.69000 | -1368.692974 | 354.1305011 | 1843.17912 | -3.210569 | -199.271357 | -199.27136 | 71.14389 | 1033.00781 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0.3969674 | 0.3438667 | -0.1368693 | 0.0354131 | 0.1843179 | -0.0003211 | -0.0199271 | -0.0199271 | 0.1033008 | -0.4807360 | -0.3084536 | -0.1595488 | -0.3441877 | -0.3637938 | -0.3637938 | -0.2405659 |
| ZBRA | Zebra Technologies | Information Technology | 2018-01-02 | 2022-03-30 | 103.710000 | 429.61000 | 558.006024 | 5124.9634492 | 4270.72543 | 0.000000 | 20310.461402 | 17884.18588 | 8024.72370 | 31424.16353 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3469087 | 0.3030262 | 0.0558006 | 0.5124963 | 0.4270725 | 0.0000000 | 2.0310461 | 1.7884186 | 3.1424164 | -0.2472256 | 0.2094702 | 0.1240464 | -0.3030262 | 1.7280200 | 1.4853924 | 2.8393902 |
| ZION | Zions Bancorp | Financials | 2018-01-02 | 2022-03-30 | 45.184406 | 67.37000 | -2525.017496 | -1355.7042140 | 3347.01425 | 0.000000 | -2633.052449 | -3327.23503 | -1082.33249 | 4910.01121 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3046233 | 0.2685276 | -0.2525017 | -0.1355704 | 0.3347014 | 0.0000000 | -0.2633052 | -0.3327235 | 0.4910011 | -0.5210293 | -0.4040980 | 0.0661739 | -0.2685276 | -0.5318328 | -0.6012511 | 0.2224736 |
| ZTS | Zoetis | Health Care | 2018-01-02 | 2022-03-30 | 69.994726 | 191.32000 | 1104.364935 | 3031.8689503 | 1463.26439 | 1735.416667 | 12056.662780 | 8611.32228 | 4667.15000 | 17333.48775 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5617512 | 0.4783058 | 0.1104365 | 0.3031869 | 0.1463264 | 0.1735417 | 1.2056663 | 0.8611322 | 1.7333488 | -0.3678693 | -0.1751189 | -0.3319794 | -0.3047641 | 0.7273605 | 0.3828264 | 1.2550430 |
names(df6) %>% as.data.frame(fields = ".") %>%
kbl() %>%
kable_paper("hover", full_width = T)| . |
|---|
| symbol |
| company_name |
| sector |
| min_date |
| max_date |
| min_date_adjusted |
| max_date_adjusted |
| cci_net_value |
| ha_net_value |
| macd_net_value |
| rsi_net_value |
| rf_v1_net_value |
| rf_v2_net_value |
| avg_net_value |
| buy_and_hold_net_value |
| cci_comparison |
| ha_comparison |
| macd_comparison |
| rsi_comparison |
| rf_v1_comparison |
| rf_v2_comparison |
| sum_better_strategy |
| any_better_yn |
| beta |
| expected_return |
| cci_return |
| ha_return |
| macd_return |
| rsi_return |
| rf_v1_return |
| rf_v2_return |
| buy_and_hold_return |
| alpha_cci |
| alpha_ha |
| alpha_macd |
| alpha_rsi |
| alpha_rf_v1 |
| alpha_rf_v2 |
| alpha_buy_and_hold |
dfGather2 <- df6 %>%
dplyr::select(contains("_return")) %>%
dplyr::select(-expected_return) %>%
tidyr::gather() %>%
dplyr::mutate(key = gsub("_return", "", key)) %>%
dplyr::select(strategy = key, return = value)
sectorGather2 <- df6 %>%
dplyr::select(sector, contains("_return")) %>%
dplyr::select(-expected_return) %>%
tidyr::gather(key, value, -sector) %>%
dplyr::mutate(key = gsub("_return", "", key)) %>%
dplyr::select(sector, strategy = key, return = value) percent of stock outperform market
performance <- df6 %>% dplyr::select(sector, contains("comparison")) %>%
tidyr::gather(key, value, -sector) %>%
dplyr::mutate(key = gsub("_comparison", "", key)) %>%
dplyr::select(sector, strategy = key, comparison = value) %>%
group_by(sector, strategy) %>%
summarise(count = n(),
out_perform = sum(comparison)) %>%
dplyr::mutate(pct = round(out_perform / count, 4))
performance2 <- performance %>%
dplyr::select(sector, strategy, num_of_stock = count, pct) %>%
tidyr::spread(strategy, pct) %>%
ungroup()
performance2 %>%
kbl() %>%
kable_paper("hover", full_width = T)| sector | num_of_stock | cci | ha | macd | rf_v1 | rf_v2 | rsi |
|---|---|---|---|---|---|---|---|
| Communication Services | 21 | 0.1429 | 0.3333 | 0.1905 | 0.3333 | 0.3333 | 0.0952 |
| Consumer Discretionary | 57 | 0.2281 | 0.3158 | 0.3684 | 0.3509 | 0.3860 | 0.3860 |
| Consumer Staples | 30 | 0.3000 | 0.2000 | 0.1667 | 0.2000 | 0.2000 | 0.4000 |
| Energy | 21 | 0.1905 | 0.1905 | 0.6667 | 0.5714 | 0.5238 | 0.1429 |
| Financials | 61 | 0.1311 | 0.1311 | 0.2131 | 0.3115 | 0.3115 | 0.1148 |
| Health Care | 59 | 0.1186 | 0.1525 | 0.0847 | 0.2034 | 0.2542 | 0.1017 |
| Industrials | 67 | 0.1493 | 0.1791 | 0.3433 | 0.2985 | 0.3284 | 0.1493 |
| Information Technology | 62 | 0.0968 | 0.0806 | 0.0968 | 0.0645 | 0.0484 | 0.0806 |
| Materials | 23 | 0.1304 | 0.0870 | 0.1739 | 0.3478 | 0.3478 | 0.1739 |
| Real Estate | 30 | 0.3333 | 0.0333 | 0.1000 | 0.1333 | 0.0667 | 0.2333 |
| Utilities | 27 | 0.0741 | 0.0370 | 0.2222 | 0.0741 | 0.0370 | 0.0370 |
return
# by strategy - return
aggregate(return ~ strategy, dfGather2, mean) %>% arrange(desc(return)) %>%
kbl() %>%
kable_paper("hover", full_width = T)| strategy | return |
|---|---|
| buy_and_hold | 0.7765876 |
| rf_v1 | 0.4116597 |
| rf_v2 | 0.3761441 |
| macd | 0.2807288 |
| cci | 0.1799277 |
| ha | 0.1741689 |
| rsi | 0.1548915 |
# by sector + strategy - return
aggregate(return ~ sector + strategy, sectorGather2, mean) %>%
as.data.frame() %>%
tidyr::spread(strategy, return) %>%
kbl() %>%
kable_paper("hover", full_width = T)| sector | buy_and_hold | cci | ha | macd | rf_v1 | rf_v2 | rsi |
|---|---|---|---|---|---|---|---|
| Communication Services | 0.5027015 | 0.2198951 | 0.2414069 | 0.1950741 | 0.2995697 | 0.2575322 | 0.0794314 |
| Consumer Discretionary | 0.5510601 | 0.1251347 | 0.1922935 | 0.3026901 | 0.4418894 | 0.4291204 | 0.1910363 |
| Consumer Staples | 0.4931409 | 0.2183709 | 0.1301651 | 0.0531038 | 0.2219391 | 0.1876255 | 0.2068604 |
| Energy | 0.3037766 | -0.0931513 | -0.1423828 | 0.7462349 | 0.5782322 | 0.4089323 | -0.1476274 |
| Financials | 0.6616501 | 0.1498142 | 0.1201067 | 0.2799518 | 0.3759154 | 0.3590928 | 0.0997128 |
| Health Care | 1.0419247 | 0.2251968 | 0.3222343 | 0.2067952 | 0.5819381 | 0.5007868 | 0.2275915 |
| Industrials | 0.6807261 | 0.0728406 | 0.0828163 | 0.3106810 | 0.4544254 | 0.4527784 | 0.0921445 |
| Information Technology | 1.4502940 | 0.2219709 | 0.2784428 | 0.3235898 | 0.4431537 | 0.3748592 | 0.2000759 |
| Materials | 0.7211969 | 0.1336582 | 0.0927790 | 0.2685268 | 0.4397980 | 0.4478312 | 0.2359220 |
| Real Estate | 0.6972800 | 0.5127684 | 0.1820522 | 0.2027382 | 0.2782515 | 0.2882042 | 0.1558708 |
| Utilities | 0.6544225 | 0.2420914 | 0.2251191 | 0.2794595 | 0.1707527 | 0.1561058 | 0.2624608 |
ANOVA
# mapper - only report these strategies
strategy = c("cci", "macd", "rf_v1", "rsi")
strategy_name = c("CCI", "MACD", "Random Forest", "RSI")
mapper = data.frame(strategy, strategy_name) %>%
dplyr::mutate(strategy_name = factor(strategy_name, levels = c("CCI", "MACD", "RSI", "Random Forest")))
# mapper2 - only report these strategies
strategy2 = c("cci", "macd", "rf_v1", "rsi", "buy_and_hold")
strategy_name2 = c("CCI", "MACD", "Random Forest", "RSI", "Buy-and-Hold")
mapper2 = data.frame(strategy = strategy2, strategy_name = strategy_name2) %>%
dplyr::mutate(strategy_name = factor(strategy_name2, levels = c("CCI", "MACD", "RSI", "Random Forest", "Buy-and-Hold")))
# one.way.return <- aov(return ~ strategy, data = dfGather2)
# summary(one.way.return)
# tukey.test.return <- TukeyHSD(one.way.return)
# broom::tidy(tukey.test.return) %>%
# dplyr::select(-term, -null.value) %>%
# kbl() %>%
# kable_paper("hover", full_width = T)
# ANOVA - strategy
anova_strategy <- aov(return ~ strategy_name, data = dfGather2 %>%
dplyr::inner_join(., mapper2, by = "strategy"))
summary(anova_strategy)
## Df Sum Sq Mean Sq F value Pr(>F)
## strategy_name 4 117.7 29.425 82.95 <2e-16 ***
## Residuals 2285 810.6 0.355
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
postHoc_strategy <- TukeyHSD(anova_strategy)
# anova result
broom::tidy(postHoc_strategy) %>% select(-term, -null.value) %>%
dplyr::mutate(sig_flag = dplyr::case_when(adj.p.value < .05 ~1, TRUE~0)) %>%
arrange(desc(sig_flag), desc(estimate)) %>%
kbl() %>%
kable_paper("hover", full_width = T)| contrast | estimate | conf.low | conf.high | adj.p.value | sig_flag |
|---|---|---|---|---|---|
| Buy-and-Hold-RSI | 0.6216961 | 0.5142508 | 0.7291414 | 0.0000000 | 1 |
| Buy-and-Hold-CCI | 0.5966599 | 0.4892147 | 0.7041052 | 0.0000000 | 1 |
| Buy-and-Hold-MACD | 0.4958588 | 0.3884135 | 0.6033041 | 0.0000000 | 1 |
| Buy-and-Hold-Random Forest | 0.3649279 | 0.2574826 | 0.4723732 | 0.0000000 | 1 |
| Random Forest-RSI | 0.2567682 | 0.1493230 | 0.3642135 | 0.0000000 | 1 |
| Random Forest-CCI | 0.2317320 | 0.1242868 | 0.3391773 | 0.0000000 | 1 |
| Random Forest-MACD | 0.1309309 | 0.0234857 | 0.2383762 | 0.0079428 | 1 |
| RSI-MACD | -0.1258373 | -0.2332826 | -0.0183920 | 0.0122486 | 1 |
| MACD-CCI | 0.1008011 | -0.0066442 | 0.2082464 | 0.0780533 | 0 |
| RSI-CCI | -0.0250362 | -0.1324815 | 0.0824091 | 0.9691832 | 0 |
boxplot - strategy
dfGather2 %>%
dplyr::inner_join(., mapper2, by = "strategy") %>%
#dplyr::select(strategy, strategy_name) %>% distinct()
ggplot(aes(x = strategy_name, y = return, fill = strategy_name)) +
geom_boxplot(outlier.colour = "red", outlier.shape = 16,
outlier.size = 2, notch = FALSE) +
geom_hline(yintercept = 0, linetype = "dashed",
color = "red", size = 1) +
#coord_flip() +
theme_bw() +
theme(legend.position = "none") +
#ggtitle("Actual Return (%) by Strategy") +
xlab("") +
ylab("")boxplot - return by sector, strategy
sectorGather2 %>%
dplyr::inner_join(., mapper2, by = "strategy") %>%
ggplot(aes(x = strategy_name, y = return, fill = strategy_name)) +
geom_boxplot(outlier.colour = "red", outlier.shape = 16,
outlier.size = 1, notch = FALSE) +
geom_hline(yintercept = 0, linetype = "dashed",
color = "red", size = 1) +
#coord_flip() +
#scale_x_discrete(limits = rev(levels(sectorGather$sector %>% as.factor))) +
#facet_wrap(~strategy_name, nrow = 1) +
facet_wrap(~sector, ncol = 11) +
theme_bw() +
theme(legend.position = "none",
strip.text.x = element_text(size = 7.5),
#plot.title = element_text(hjust = 0.5),
axis.text.x = element_text(hjust = 1, angle = 45),
legend.background = element_rect(colour = "black"),
legend.title = element_blank()) +
#ggtitle("Actual Return (%) by Sector, Strategy") +
xlab("") +
ylab("")return
by sector
actual_return_by_sector <- sectorGather2 %>%
dplyr::filter(strategy == "buy_and_hold") %>%
group_by(sector) %>%
summarise(n = n(),
mean = mean(return),
sd = sd(return),
se = sd / sqrt(n),
lower.bound = mean - 1.96*se,
upper.bound = mean + 1.96*se,
minimum = min(return),
maximum = max(return))%>%
ungroup()
actual_return_by_sector %>% mutate_if(is.numeric, function(x) round(x, 2)) %>%
kbl() %>%
kable_paper("hover", full_width = T) | sector | n | mean | sd | se | lower.bound | upper.bound | minimum | maximum |
|---|---|---|---|---|---|---|---|---|
| Communication Services | 21 | 0.50 | 0.53 | 0.12 | 0.28 | 0.73 | -0.36 | 1.76 |
| Consumer Discretionary | 57 | 0.55 | 0.88 | 0.12 | 0.32 | 0.78 | -0.68 | 4.37 |
| Consumer Staples | 30 | 0.49 | 0.60 | 0.11 | 0.28 | 0.71 | -0.50 | 2.26 |
| Energy | 21 | 0.30 | 0.50 | 0.11 | 0.09 | 0.52 | -0.65 | 1.44 |
| Financials | 61 | 0.66 | 0.61 | 0.08 | 0.51 | 0.81 | -0.32 | 3.16 |
| Health Care | 59 | 1.04 | 1.20 | 0.16 | 0.74 | 1.35 | -0.54 | 7.95 |
| Industrials | 67 | 0.68 | 0.68 | 0.08 | 0.52 | 0.84 | -0.65 | 2.53 |
| Information Technology | 62 | 1.45 | 1.63 | 0.21 | 1.05 | 1.86 | -0.49 | 9.86 |
| Materials | 23 | 0.72 | 0.59 | 0.12 | 0.48 | 0.96 | -0.44 | 1.67 |
| Real Estate | 30 | 0.70 | 0.53 | 0.10 | 0.51 | 0.89 | -0.25 | 1.85 |
| Utilities | 27 | 0.65 | 0.35 | 0.07 | 0.52 | 0.79 | 0.09 | 1.68 |
by strategy
# return by strategy [y]
return_by_strategy <- sectorGather2 %>%
dplyr::inner_join(., mapper2, by = "strategy") %>%
dplyr::select(-strategy, -sector) %>%
group_by(strategy_name) %>%
summarise(n = n(),
mean = mean(return),
sd = sd(return),
se = sd / sqrt(n),
lower.bound = mean - 1.96*se,
upper.bound = mean + 1.96*se,
minimum = min(return),
maximum = max(return))%>%
ungroup()
return_by_strategy %>% mutate_if(is.numeric, function(x) round(x, 2)) %>%
kbl() %>%
kable_paper("hover", full_width = T) | strategy_name | n | mean | sd | se | lower.bound | upper.bound | minimum | maximum |
|---|---|---|---|---|---|---|---|---|
| CCI | 458 | 0.18 | 0.39 | 0.02 | 0.14 | 0.22 | -0.80 | 1.98 |
| MACD | 458 | 0.28 | 0.45 | 0.02 | 0.24 | 0.32 | -0.73 | 3.01 |
| RSI | 458 | 0.15 | 0.29 | 0.01 | 0.13 | 0.18 | -0.71 | 1.55 |
| Random Forest | 458 | 0.41 | 0.63 | 0.03 | 0.35 | 0.47 | -0.71 | 4.19 |
| Buy-and-Hold | 458 | 0.78 | 0.97 | 0.05 | 0.69 | 0.87 | -0.68 | 9.86 |
by sector, strategy
return_by_strategy2 <- sectorGather2 %>%
dplyr::inner_join(., mapper2, by = "strategy") %>%
dplyr::select(-strategy) %>%
group_by(strategy_name, sector) %>%
summarise(n = n(),
mean = mean(return),
sd = sd(return),
se = sd / sqrt(n),
lower.bound = mean - 1.96*se,
upper.bound = mean + 1.96*se,
minimum = min(return),
maximum = max(return))%>%
ungroup()
return_by_strategy2 %>% mutate_if(is.numeric, function(x) round(x, 2)) %>%
kbl() %>%
kable_paper("hover", full_width = T)| strategy_name | sector | n | mean | sd | se | lower.bound | upper.bound | minimum | maximum |
|---|---|---|---|---|---|---|---|---|---|
| CCI | Communication Services | 21 | 0.22 | 0.33 | 0.07 | 0.08 | 0.36 | -0.29 | 0.80 |
| CCI | Consumer Discretionary | 57 | 0.13 | 0.49 | 0.06 | 0.00 | 0.25 | -0.64 | 1.98 |
| CCI | Consumer Staples | 30 | 0.22 | 0.40 | 0.07 | 0.08 | 0.36 | -0.25 | 1.92 |
| CCI | Energy | 21 | -0.09 | 0.50 | 0.11 | -0.31 | 0.12 | -0.80 | 1.02 |
| CCI | Financials | 61 | 0.15 | 0.29 | 0.04 | 0.08 | 0.22 | -0.29 | 0.80 |
| CCI | Health Care | 59 | 0.23 | 0.35 | 0.05 | 0.14 | 0.31 | -0.38 | 1.44 |
| CCI | Industrials | 67 | 0.07 | 0.29 | 0.04 | 0.00 | 0.14 | -0.48 | 1.38 |
| CCI | Information Technology | 62 | 0.22 | 0.40 | 0.05 | 0.12 | 0.32 | -0.49 | 1.36 |
| CCI | Materials | 23 | 0.13 | 0.46 | 0.09 | -0.05 | 0.32 | -0.39 | 1.43 |
| CCI | Real Estate | 30 | 0.51 | 0.37 | 0.07 | 0.38 | 0.65 | -0.23 | 1.26 |
| CCI | Utilities | 27 | 0.24 | 0.28 | 0.05 | 0.14 | 0.35 | -0.18 | 1.13 |
| MACD | Communication Services | 21 | 0.20 | 0.55 | 0.12 | -0.04 | 0.43 | -0.46 | 1.73 |
| MACD | Consumer Discretionary | 57 | 0.30 | 0.42 | 0.06 | 0.19 | 0.41 | -0.73 | 1.52 |
| MACD | Consumer Staples | 30 | 0.05 | 0.48 | 0.09 | -0.12 | 0.23 | -0.50 | 2.27 |
| MACD | Energy | 21 | 0.75 | 0.83 | 0.18 | 0.39 | 1.10 | -0.18 | 2.97 |
| MACD | Financials | 61 | 0.28 | 0.30 | 0.04 | 0.21 | 0.35 | -0.38 | 1.12 |
| MACD | Health Care | 59 | 0.21 | 0.51 | 0.07 | 0.08 | 0.34 | -0.46 | 3.01 |
| MACD | Industrials | 67 | 0.31 | 0.36 | 0.04 | 0.22 | 0.40 | -0.33 | 1.46 |
| MACD | Information Technology | 62 | 0.32 | 0.43 | 0.05 | 0.22 | 0.43 | -0.53 | 1.61 |
| MACD | Materials | 23 | 0.27 | 0.35 | 0.07 | 0.13 | 0.41 | -0.31 | 1.15 |
| MACD | Real Estate | 30 | 0.20 | 0.35 | 0.06 | 0.08 | 0.33 | -0.33 | 1.22 |
| MACD | Utilities | 27 | 0.28 | 0.28 | 0.05 | 0.17 | 0.38 | -0.26 | 0.85 |
| RSI | Communication Services | 21 | 0.08 | 0.24 | 0.05 | -0.02 | 0.18 | -0.22 | 0.82 |
| RSI | Consumer Discretionary | 57 | 0.19 | 0.40 | 0.05 | 0.09 | 0.30 | -0.57 | 1.55 |
| RSI | Consumer Staples | 30 | 0.21 | 0.31 | 0.06 | 0.10 | 0.32 | -0.71 | 0.80 |
| RSI | Energy | 21 | -0.15 | 0.24 | 0.05 | -0.25 | -0.05 | -0.62 | 0.38 |
| RSI | Financials | 61 | 0.10 | 0.21 | 0.03 | 0.05 | 0.15 | -0.34 | 0.79 |
| RSI | Health Care | 59 | 0.23 | 0.29 | 0.04 | 0.15 | 0.30 | -0.41 | 1.43 |
| RSI | Industrials | 67 | 0.09 | 0.25 | 0.03 | 0.03 | 0.15 | -0.43 | 0.88 |
| RSI | Information Technology | 62 | 0.20 | 0.29 | 0.04 | 0.13 | 0.27 | -0.22 | 1.50 |
| RSI | Materials | 23 | 0.24 | 0.38 | 0.08 | 0.08 | 0.39 | -0.17 | 1.27 |
| RSI | Real Estate | 30 | 0.16 | 0.22 | 0.04 | 0.08 | 0.23 | -0.38 | 0.79 |
| RSI | Utilities | 27 | 0.26 | 0.22 | 0.04 | 0.18 | 0.34 | -0.03 | 0.68 |
| Random Forest | Communication Services | 21 | 0.30 | 0.69 | 0.15 | 0.01 | 0.59 | -0.43 | 2.22 |
| Random Forest | Consumer Discretionary | 57 | 0.44 | 0.67 | 0.09 | 0.27 | 0.62 | -0.71 | 2.38 |
| Random Forest | Consumer Staples | 30 | 0.22 | 0.36 | 0.07 | 0.09 | 0.35 | -0.38 | 1.26 |
| Random Forest | Energy | 21 | 0.58 | 0.89 | 0.19 | 0.20 | 0.96 | -0.42 | 2.86 |
| Random Forest | Financials | 61 | 0.38 | 0.49 | 0.06 | 0.25 | 0.50 | -0.65 | 1.35 |
| Random Forest | Health Care | 59 | 0.58 | 0.84 | 0.11 | 0.37 | 0.80 | -0.38 | 4.19 |
| Random Forest | Industrials | 67 | 0.45 | 0.56 | 0.07 | 0.32 | 0.59 | -0.37 | 2.81 |
| Random Forest | Information Technology | 62 | 0.44 | 0.75 | 0.09 | 0.26 | 0.63 | -0.48 | 3.25 |
| Random Forest | Materials | 23 | 0.44 | 0.50 | 0.10 | 0.23 | 0.64 | -0.16 | 2.15 |
| Random Forest | Real Estate | 30 | 0.28 | 0.39 | 0.07 | 0.14 | 0.42 | -0.37 | 1.37 |
| Random Forest | Utilities | 27 | 0.17 | 0.32 | 0.06 | 0.05 | 0.29 | -0.34 | 1.07 |
| Buy-and-Hold | Communication Services | 21 | 0.50 | 0.53 | 0.12 | 0.28 | 0.73 | -0.36 | 1.76 |
| Buy-and-Hold | Consumer Discretionary | 57 | 0.55 | 0.88 | 0.12 | 0.32 | 0.78 | -0.68 | 4.37 |
| Buy-and-Hold | Consumer Staples | 30 | 0.49 | 0.60 | 0.11 | 0.28 | 0.71 | -0.50 | 2.26 |
| Buy-and-Hold | Energy | 21 | 0.30 | 0.50 | 0.11 | 0.09 | 0.52 | -0.65 | 1.44 |
| Buy-and-Hold | Financials | 61 | 0.66 | 0.61 | 0.08 | 0.51 | 0.81 | -0.32 | 3.16 |
| Buy-and-Hold | Health Care | 59 | 1.04 | 1.20 | 0.16 | 0.74 | 1.35 | -0.54 | 7.95 |
| Buy-and-Hold | Industrials | 67 | 0.68 | 0.68 | 0.08 | 0.52 | 0.84 | -0.65 | 2.53 |
| Buy-and-Hold | Information Technology | 62 | 1.45 | 1.63 | 0.21 | 1.05 | 1.86 | -0.49 | 9.86 |
| Buy-and-Hold | Materials | 23 | 0.72 | 0.59 | 0.12 | 0.48 | 0.96 | -0.44 | 1.67 |
| Buy-and-Hold | Real Estate | 30 | 0.70 | 0.53 | 0.10 | 0.51 | 0.89 | -0.25 | 1.85 |
| Buy-and-Hold | Utilities | 27 | 0.65 | 0.35 | 0.07 | 0.52 | 0.79 | 0.09 | 1.68 |