data_698_presentation

Research Questions:

  1. Can machine learning model trained on a variety of traditional technical indicators be used to reliably outperform the market?
  2. 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

SPY

technical analysis (HA)

SPY - 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