My implementation of a returns based trading strategy around earnings announcements
Dave Petrizze
Dave Petrizze
The idea is rather simple. Look at the Buy and Hold Abnormal Returns (BHAR) of a given stock relative to the index of its same size-decile peers one day before the earnings announcement. When the BHAR is </> some threshold, open a long/short positition in that stock. Then hold that position until after the earnings announcement. The idea is that on average, stocks that are performing abnormally relative to their same size-decile peers will correct once information about the stock is revealed in the earnings announcement. Thus bringing the price back into line with its peers. This happens because a stock may become over or under valued based on fear and greed sentiment.
I wrote code to capture the historical stock prices of assets traded on the NYSE and NASDAQ. Then for each stock in the portfolio (~4000 stocks), we look at their earnings dates and calculate the BHAR a day before the earnings announcement.
Unfortunately, the variability in over 1 year's back calculations are (for me) too volatile to want to engage in the trading. While the strategy can make money, it also can lose money and the loses sometimes wipe out all of the gains. Currently, looking at 2024, the strategy earns barely .5%, and is highly a function of the values chosen for the threshold to entry. Sometimes you win big, on the order of 50%, other times you lose the same. For the moment, at the limit, it seems the strategy wins just as much as it loses, which in my opinion is no different that simply betting on all earnings announcements and hoping for the best.
I am still looking for ways to improve the results, for example, by examining other data in conjunction with the BHAR, such as VIX, SPY, and some technical relationships such as simple moving averages. So far nothing has really been promising. If the algorithm could improve to the 2-3% level, then I think it is worth taking on the risk inherent in the strategy.
Position Finder
Here is a table showing the BHAR for the next trading day earnings.
| symbol | name | purchase date | when | decile | bhar | position | price | sma(10) | sma(23) | MACD | Signal | Adx | StdDev10 | ZScore | Periods | rss |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AXON | Axon Enterprise | 2/25/2025 12:00:00?AM | After Market | 10.00 | -30.00% | long | 499.73 | 621.85 | 634.60 | -16.35 | 4.71 | 25.00 | 73.88 | -1.65 | 200.00 | 0.22 |
| DNA | Ginkgo Bioworks Holdings | 2/25/2025 12:00:00?AM | After Market | 5.00 | -23.38% | long | 10.46 | 12.57 | 13.03 | 0.05 | 0.53 | 27.54 | 1.30 | -1.62 | 200.00 | 0.16 |
| CAVA | Cava Group | 2/25/2025 12:00:00?AM | After Market | 9.00 | -17.20% | long | 104.22 | 124.68 | 129.57 | -3.13 | 0.66 | 21.94 | 11.12 | -1.84 | 200.00 | 0.06 |
| RCUS | Arcus Biosciences | 2/25/2025 12:00:00?AM | After Market | 6.00 | -17.15% | long | 10.16 | 11.63 | 12.51 | -0.90 | -0.74 | 35.15 | 0.91 | -1.62 | 200.00 | 0.12 |
| STRL | Sterling Infrastructure | 2/25/2025 12:00:00?AM | After Market | 8.00 | -13.95% | long | 108.65 | 130.50 | 144.33 | -12.98 | -10.59 | 31.73 | 12.03 | -1.82 | 200.00 | 0.03 |
| LCID | Lucid Gr | 2/25/2025 12:00:00?AM | After Market | 9.00 | -12.73% | long | 2.78 | 3.09 | 2.92 | 0.07 | 0.07 | 22.36 | 0.28 | -1.12 | 200.00 | 0.02 |
| PRCH | Porch Group | 2/25/2025 12:00:00?AM | After Market | 5.00 | -12.69% | long | 3.93 | 4.70 | 4.54 | -0.02 | 0.02 | 16.46 | 0.36 | -2.12 | 200.00 | 0.03 |
| SEZL | Sezzle | 2/25/2025 12:00:00?AM | After Market | 7.00 | -12.10% | long | 284.22 | 308.07 | 268.17 | 13.99 | 10.91 | 23.06 | 27.77 | -0.86 | 200.00 | 0.04 |
| SUPN | Supernus Pharmaceuticals | 2/25/2025 12:00:00?AM | After Market | 7.00 | -12.10% | long | 32.68 | 36.78 | 37.91 | -0.92 | -0.13 | 26.33 | 2.79 | -1.47 | 200.00 | 0.06 |
| EHTH | eHealth | 2/25/2025 12:00:00?AM | Before Market | 4.00 | -9.38% | long | 9.42 | 10.25 | 10.09 | 0.27 | 0.38 | 32.79 | 0.56 | -1.48 | 200.00 | 0.01 |
| QUIK | QuickLogic | 2/25/2025 12:00:00?AM | After Market | 3.00 | -9.26% | long | 6.93 | 7.54 | 7.96 | -0.34 | -0.34 | 14.11 | 0.55 | -1.12 | 200.00 | 0.02 |
| LOW | Lowe's Companies | 2/25/2025 12:00:00?AM | Before Market | 10.00 | -8.97% | long | 237.08 | 248.82 | 255.19 | -4.06 | -2.04 | 22.33 | 6.29 | -1.87 | 200.00 | 0.01 |
| CZR | Caesars Entertainment | 2/25/2025 12:00:00?AM | After Market | 9.00 | -8.59% | long | 35.04 | 37.09 | 36.18 | 0.54 | 0.69 | 17.36 | 1.78 | -1.15 | 200.00 | 0.02 |
| KEYS | Keysight Techs | 2/25/2025 12:00:00?AM | After Market | 10.00 | -8.57% | long | 173.47 | 179.80 | 176.18 | 2.92 | 3.46 | 20.47 | 4.15 | -1.53 | 200.00 | 0.01 |
| CTRI | Centuri Holdings | 2/25/2025 12:00:00?AM | Before Market | 7.00 | -8.02% | long | 18.15 | 20.29 | 21.39 | -0.60 | -0.16 | 18.04 | 1.27 | -1.68 | 200.00 | 0.02 |
| NRG | NRG Energy | 2/25/2025 12:00:00?AM | Before Market | 10.00 | -7.00% | long | 103.43 | 107.11 | 105.40 | 1.85 | 2.01 | 13.06 | 3.35 | -1.10 | 200.00 | 0.01 |
| FLYW | Flywire | 2/25/2025 12:00:00?AM | After Market | 7.00 | -6.83% | long | 17.33 | 19.34 | 19.43 | -0.40 | -0.12 | 15.78 | 1.13 | -1.77 | 200.00 | 0.01 |
| INTU | Intuit | 2/25/2025 12:00:00?AM | After Market | 10.00 | -6.55% | long | 567.24 | 579.45 | 589.50 | -11.53 | -10.98 | 28.76 | 7.35 | -1.66 | 200.00 | 0.01 |
| SPXC | SPX Techs | 2/25/2025 12:00:00?AM | After Market | 8.00 | -6.37% | long | 133.56 | 147.97 | 148.74 | -1.97 | -0.50 | 16.29 | 6.10 | -2.36 | 200.00 | 0.00 |
| AAP | Advance Auto Parts | 2/25/2025 12:00:00?AM | Before Market | 7.00 | -6.23% | long | 42.81 | 45.57 | 47.16 | -0.66 | 0.01 | 21.07 | 1.91 | -1.44 | 200.00 | 0.02 |
| HYLN | Hyliion Holdings | 2/25/2025 12:00:00?AM | After Market | 4.00 | -6.21% | long | 1.86 | 2.03 | 2.19 | -0.14 | -0.13 | 27.27 | 0.09 | -1.93 | 200.00 | 0.01 |
| CPNG | Coupang | 2/25/2025 12:00:00?AM | After Market | 10.00 | -5.93% | long | 24.63 | 24.72 | 23.86 | 0.57 | 0.49 | 19.23 | 0.69 | -0.13 | 200.00 | 0.00 |
| ONTF | ON24 | 2/25/2025 12:00:00?AM | After Market | 4.00 | -5.81% | long | 6.09 | 6.61 | 6.73 | -0.08 | 0.02 | 18.84 | 0.31 | -1.71 | 200.00 | 0.01 |
| SPT | Sprout Social | 2/25/2025 12:00:00?AM | After Market | 7.00 | -5.48% | long | 27.93 | 30.77 | 32.11 | -0.94 | -0.38 | 28.19 | 1.91 | -1.48 | 200.00 | 0.01 |
| TJX | TJX Companies | 2/25/2025 12:00:00?AM | Before Market | 10.00 | -5.43% | long | 121.47 | 123.71 | 124.13 | -0.13 | 0.37 | 13.35 | 1.43 | -1.57 | 200.00 | 0.00 |
| BASE | Couchbase | 2/25/2025 12:00:00?AM | After Market | 6.00 | -5.15% | long | 16.55 | 18.42 | 18.07 | 0.24 | 0.46 | 26.56 | 0.71 | -2.65 | 200.00 | 0.00 |
| SLNG | Stabilis Solutions | 2/25/2025 12:00:00?AM | After Market | 3.00 | -5.14% | long | 6.82 | 7.40 | 7.12 | 0.21 | 0.29 | 30.15 | 0.33 | -1.78 | 196.00 | 0.01 |
| AVDX | AvidXchange Holdings | 2/25/2025 12:00:00?AM | Before Market | 7.00 | -4.91% | long | 9.12 | 9.77 | 10.23 | -0.28 | -0.15 | 28.42 | 0.35 | -1.87 | 200.00 | 0.01 |
| EME | EMCOR Group | 2/25/2025 12:00:00?AM | Before Market | 9.00 | -4.90% | long | 391.43 | 428.93 | 450.96 | -17.53 | -12.73 | 28.09 | 19.57 | -1.92 | 200.00 | 0.00 |
| SES | SES AI | 2/25/2025 12:00:00?AM | After Market | 4.00 | -4.72% | long | 0.91 | 1.01 | 1.07 | -0.04 | -0.01 | 18.74 | 0.07 | -1.38 | 200.00 | 0.01 |
| ZETA | Zeta Global Holdings | 2/25/2025 12:00:00?AM | After Market | 8.00 | -3.93% | long | 21.63 | 22.30 | 20.35 | 0.85 | 0.74 | 21.21 | 1.27 | -0.53 | 200.00 | 0.01 |
| ZIP | ZipRecruiter | 2/25/2025 12:00:00?AM | After Market | 5.00 | -3.28% | long | 6.97 | 7.54 | 7.39 | -0.03 | 0.05 | 20.50 | 0.37 | -1.56 | 200.00 | 0.00 |
| CWH | Camping World Holdings | 2/25/2025 12:00:00?AM | After Market | 6.00 | -3.14% | long | 20.86 | 22.31 | 22.62 | -0.34 | -0.04 | 12.98 | 1.14 | -1.28 | 200.00 | 0.01 |
| ARHS | Arhaus | 2/25/2025 12:00:00?AM | Before Market | 7.00 | -3.12% | long | 11.66 | 12.34 | 12.29 | 0.21 | 0.40 | 26.41 | 0.47 | -1.44 | 200.00 | 0.01 |
| OLO | Olo | 2/25/2025 12:00:00?AM | After Market | 6.00 | -2.71% | long | 6.67 | 7.10 | 7.24 | -0.14 | -0.09 | 20.41 | 0.19 | -2.27 | 200.00 | 0.00 |
| ASTE | Astec Industries | 2/25/2025 12:00:00?AM | Before Market | 6.00 | -2.61% | long | 30.40 | 32.71 | 33.72 | -0.67 | -0.38 | 16.23 | 1.06 | -2.17 | 200.00 | 0.00 |
| MASI | Masimo | 2/25/2025 12:00:00?AM | After Market | 9.00 | -2.56% | long | 170.72 | 177.34 | 175.92 | 0.79 | 1.84 | 16.16 | 3.72 | -1.78 | 200.00 | 0.00 |
| FSS | Federal Signal | 2/25/2025 12:00:00?AM | Before Market | 8.00 | -2.53% | long | 90.78 | 96.69 | 97.56 | -0.41 | 0.31 | 14.89 | 2.46 | -2.40 | 200.00 | 0.00 |
| GERN | Geron | 2/25/2025 12:00:00?AM | Before Market | 7.00 | -2.30% | long | 2.39 | 2.65 | 2.82 | -0.18 | -0.16 | 39.68 | 0.14 | -1.93 | 200.00 | 0.00 |
| EXLS | ExlService Holdings | 2/25/2025 12:00:00?AM | After Market | 9.00 | -2.06% | long | 48.21 | 50.53 | 50.45 | 0.48 | 0.99 | 30.04 | 1.26 | -1.84 | 200.00 | 0.00 |
| VRSK | Verisk Analytics | 2/25/2025 12:00:00?AM | Before Market | 10.00 | -1.92% | long | 297.01 | 294.43 | 289.85 | 3.73 | 3.70 | 19.92 | 1.33 | 1.95 | 200.00 | 0.00 |
| ZI | ZoomInfo Technologies | 2/25/2025 12:00:00?AM | After Market | 8.00 | -1.88% | long | 9.64 | 10.11 | 10.17 | -0.11 | -0.05 | 11.66 | 0.27 | -1.72 | 200.00 | 0.00 |
| WK | Workiva | 2/25/2025 12:00:00?AM | After Market | 8.00 | -1.71% | long | 84.01 | 89.51 | 95.27 | -5.03 | -3.91 | 33.61 | 3.95 | -1.39 | 200.00 | 0.00 |
| WDAY | Workday | 2/25/2025 12:00:00?AM | After Market | 10.00 | -1.67% | long | 261.81 | 261.56 | 263.05 | 0.13 | 0.89 | 13.53 | 3.78 | 0.07 | 200.00 | 0.00 |
| CCCS | CCC Intelligent Solutions | 2/25/2025 12:00:00?AM | After Market | 9.00 | -1.56% | long | 10.23 | 10.69 | 10.97 | -0.25 | -0.20 | 21.02 | 0.22 | -2.10 | 200.00 | 0.00 |
| INGN | Inogen | 2/25/2025 12:00:00?AM | After Market | 4.00 | -1.46% | long | 9.84 | 10.37 | 11.01 | -0.11 | 0.08 | 20.00 | 0.30 | -1.76 | 200.00 | 0.00 |
| DY | Dycom Industries | 2/25/2025 12:00:00?AM | Before Market | 8.00 | -1.40% | long | 168.60 | 181.41 | 185.64 | -3.25 | -0.45 | 18.56 | 10.19 | -1.26 | 200.00 | 0.00 |
| BWIN | The Baldwin Insurance | 2/25/2025 12:00:00?AM | After Market | 7.00 | -1.39% | long | 39.30 | 40.61 | 40.99 | -0.18 | 0.04 | 12.98 | 0.88 | -1.48 | 191.00 | 0.00 |
| COCO | Vita Coco | 2/25/2025 12:00:00?AM | Before Market | 7.00 | -1.21% | long | 37.75 | 39.05 | 38.23 | 0.54 | 0.75 | 24.39 | 0.99 | -1.31 | 200.00 | 0.00 |
| MDGL | Madrigal Pharmaceuticals | 2/25/2025 12:00:00?AM | Before Market | 9.00 | -1.18% | long | 322.14 | 339.13 | 333.63 | 5.53 | 6.88 | 21.71 | 8.24 | -2.06 | 200.00 | 0.00 |
| OUT | Outfront Media | 2/25/2025 12:00:00?AM | After Market | 7.00 | -1.11% | long | 18.22 | 18.72 | 18.63 | 0.05 | 0.14 | 14.39 | 0.43 | -1.16 | 200.00 | 0.00 |
| FSLR | First Solar | 2/25/2025 12:00:00?AM | After Market | 9.00 | -1.01% | long | 152.91 | 160.10 | 164.02 | -5.71 | -5.66 | 25.18 | 3.39 | -2.12 | 200.00 | 0.00 |
| TTI | Tetra Technologies | 2/25/2025 12:00:00?AM | After Market | 5.00 | -0.94% | long | 4.14 | 4.39 | 4.38 | 0.03 | 0.07 | 16.10 | 0.11 | -2.23 | 200.00 | 0.00 |
| GO | Grocery Outlet Holding | 2/25/2025 12:00:00?AM | After Market | 7.00 | -0.94% | long | 15.80 | 16.45 | 16.48 | -0.17 | -0.05 | 11.25 | 0.60 | -1.08 | 200.00 | 0.00 |
| ODP | ODP | 2/25/2025 12:00:00?AM | Before Market | 5.00 | -0.93% | long | 18.86 | 19.42 | 21.11 | -1.32 | -1.14 | 20.75 | 0.84 | -0.67 | 200.00 | 0.01 |
| EYE | National Vision Holdings | 2/25/2025 12:00:00?AM | Before Market | 6.00 | -0.90% | long | 11.66 | 12.01 | 11.67 | 0.23 | 0.24 | 22.08 | 0.31 | -1.13 | 200.00 | 0.00 |
| JACK | Jack In The Box | 2/25/2025 12:00:00?AM | After Market | 6.00 | -0.83% | long | 36.78 | 39.06 | 39.69 | -0.62 | -0.43 | 10.13 | 0.93 | -2.45 | 200.00 | 0.00 |
| MMSI | Merit Medical Systems | 2/25/2025 12:00:00?AM | After Market | 8.00 | -0.30% | long | 103.51 | 107.08 | 107.35 | 0.52 | 1.43 | 22.46 | 2.22 | -1.61 | 200.00 | 0.00 |
| CPSS | Consumer Pf Servs | 2/25/2025 12:00:00?AM | After Market | 4.00 | -0.25% | long | 10.26 | 11.02 | 11.39 | -0.12 | -0.01 | 24.00 | 0.38 | -2.03 | 200.00 | 0.01 |
| RVLV | Revolve Gr | 2/25/2025 12:00:00?AM | After Market | 7.00 | -0.06% | long | 29.73 | 30.30 | 30.70 | -0.52 | -0.43 | 18.52 | 0.88 | -0.65 | 200.00 | 0.00 |
| AVNS | Avanos Medical | 2/25/2025 12:00:00?AM | Before Market | 5.00 | -0.06% | long | 15.63 | 16.07 | 16.47 | -0.27 | -0.14 | 18.87 | 0.53 | -0.82 | 200.00 | 0.01 |
| AMC | AMC Enter Hldgs | 2/25/2025 12:00:00?AM | After Market | 6.00 | -0.06% | long | 3.36 | 3.46 | 3.32 | -0.04 | -0.09 | 21.03 | 0.14 | -0.68 | 200.00 | 0.00 |
| UTHR | United Therapeutics | 2/25/2025 12:00:00?AM | Before Market | 9.00 | -0.06% | long | 358.21 | 365.10 | 362.84 | 0.85 | 0.35 | 15.54 | 9.91 | -0.70 | 200.00 | 0.00 |
| COMM | CommScope Hldg Co | 2/25/2025 12:00:00?AM | Before Market | 6.00 | -0.02% | long | 4.81 | 5.13 | 5.13 | -0.04 | -0.04 | 12.34 | 0.18 | -1.76 | 200.00 | 0.01 |
| DTM | DT Midstream | 2/25/2025 12:00:00?AM | Before Market | 9.00 | 0.12% | short | 96.99 | 100.08 | 101.95 | -1.29 | -0.90 | 23.01 | 1.53 | -2.02 | 200.00 | 0.00 |
| CART | Maplebear | 2/25/2025 12:00:00?AM | After Market | 9.00 | 0.12% | short | 49.36 | 50.90 | 48.96 | 1.55 | 1.57 | 20.41 | 1.25 | -1.23 | 200.00 | 0.01 |
| PRCT | PROCEPT BioRobotics | 2/25/2025 12:00:00?AM | After Market | 8.00 | 0.34% | short | 65.15 | 66.58 | 69.52 | -3.58 | -3.53 | 24.03 | 2.04 | -0.70 | 200.00 | 0.00 |
| RYTM | Rhythm Pharmaceuticals | 2/25/2025 12:00:00?AM | Before Market | 8.00 | 0.40% | short | 54.66 | 57.20 | 58.01 | -0.30 | 0.11 | 12.08 | 1.05 | -2.40 | 200.00 | 0.00 |
| LMND | Lemonade | 2/25/2025 12:00:00?AM | After Market | 7.00 | 0.41% | short | 34.70 | 35.46 | 34.41 | 0.03 | -0.05 | 13.21 | 2.01 | -0.38 | 200.00 | 0.01 |
| PCVX | Vaxcyte | 2/25/2025 12:00:00?AM | After Market | 9.00 | 0.52% | short | 81.68 | 83.41 | 86.50 | -1.58 | -0.95 | 20.32 | 1.79 | -0.96 | 200.00 | 0.00 |
| CBZ | CBIZ | 2/25/2025 12:00:00?AM | Before Market | 8.00 | 0.76% | short | 84.02 | 86.55 | 86.21 | 0.45 | 1.03 | 24.11 | 1.48 | -1.71 | 200.00 | 0.00 |
| JBI | Janus Intl Gr | 2/25/2025 12:00:00?AM | Before Market | 6.00 | 0.87% | short | 8.00 | 8.14 | 8.13 | 0.07 | 0.12 | 16.72 | 0.17 | -0.85 | 200.00 | 0.00 |
| MRVI | Maravai LifeSciences | 2/25/2025 12:00:00?AM | After Market | 5.00 | 1.09% | short | 4.01 | 4.14 | 4.71 | -0.33 | -0.30 | 21.35 | 0.11 | -1.19 | 200.00 | 0.00 |
| HY | Hyster Yale | 2/25/2025 12:00:00?AM | After Market | 6.00 | 1.11% | short | 50.61 | 52.61 | 52.94 | -0.14 | -0.02 | 14.78 | 1.06 | -1.89 | 200.00 | 0.00 |
| ARQT | Arcutis Biotherapeutics | 2/25/2025 12:00:00?AM | After Market | 7.00 | 1.29% | short | 12.39 | 12.56 | 12.98 | -0.18 | -0.23 | 21.00 | 0.63 | -0.27 | 200.00 | 0.01 |
| WBTN | Webtoon Entertainment | 2/25/2025 12:00:00?AM | After Market | 6.00 | 1.35% | short | 10.23 | 10.67 | 11.96 | -0.68 | -0.54 | 25.19 | 0.20 | -2.20 | 165.00 | 0.00 |
| SCKT | Socket Mobile | 2/25/2025 12:00:00?AM | After Market | 1.00 | 1.46% | short | 1.26 | 1.30 | 1.40 | -0.05 | -0.04 | 22.62 | 0.05 | -0.67 | 200.00 | 0.01 |
| RRC | Range Resources | 2/25/2025 12:00:00?AM | After Market | 9.00 | 1.52% | short | 37.99 | 39.02 | 38.60 | 0.32 | 0.42 | 23.13 | 0.62 | -1.67 | 200.00 | 0.00 |
| SHOO | Steven Madden | 2/25/2025 12:00:00?AM | Before Market | 7.00 | 1.57% | short | 38.53 | 38.74 | 39.46 | -0.70 | -0.82 | 16.28 | 0.75 | -0.27 | 200.00 | 0.00 |
| HURN | Huron Consulting Gr | 2/25/2025 12:00:00?AM | After Market | 7.00 | 1.82% | short | 125.30 | 128.06 | 127.47 | 0.46 | 0.88 | 21.29 | 2.39 | -1.16 | 200.00 | 0.00 |
| MATX | Matson | 2/25/2025 12:00:00?AM | After Market | 8.00 | 1.93% | short | 143.31 | 143.25 | 140.19 | 1.12 | 0.59 | 20.78 | 2.59 | 0.03 | 200.00 | 0.00 |
| BSY | Bentley Systems | 2/25/2025 12:00:00?AM | Before Market | 9.00 | 1.97% | short | 46.63 | 46.69 | 46.51 | -0.03 | -0.06 | 11.00 | 0.60 | -0.09 | 200.00 | 0.00 |
| IMXI | IntL Money Express | 2/25/2025 12:00:00?AM | Before Market | 5.00 | 2.08% | short | 17.78 | 18.26 | 18.74 | -0.53 | -0.52 | 33.32 | 0.24 | -2.04 | 200.00 | 0.00 |
| PLAB | Photronics | 2/25/2025 12:00:00?AM | Before Market | 6.00 | 2.15% | short | 21.57 | 22.32 | 22.66 | -0.45 | -0.42 | 13.12 | 0.35 | -2.11 | 200.00 | 0.00 |
| BCO | Brink's | 2/25/2025 12:00:00?AM | Before Market | 8.00 | 2.46% | short | 92.18 | 93.01 | 93.03 | -0.11 | -0.04 | 9.46 | 0.83 | -1.00 | 200.00 | 0.00 |
| PR | Permian Resources | 2/25/2025 12:00:00?AM | After Market | 9.00 | 2.51% | short | 14.06 | 14.43 | 14.69 | -0.19 | -0.14 | 23.52 | 0.34 | -1.07 | 200.00 | 0.00 |
| UVE | Universal Insurance Hldgs | 2/25/2025 12:00:00?AM | After Market | 5.00 | 2.67% | short | 19.82 | 20.09 | 19.85 | -0.00 | -0.02 | 16.38 | 0.28 | -0.96 | 200.00 | 0.00 |
| LNTH | Lantheus Holdings | 2/25/2025 12:00:00?AM | Before Market | 8.00 | 2.74% | short | 78.95 | 81.57 | 88.04 | -3.54 | -2.70 | 30.53 | 2.32 | -1.13 | 200.00 | 0.00 |
| GIC | Global Industrial | 2/25/2025 12:00:00?AM | After Market | 6.00 | 3.03% | short | 23.77 | 24.12 | 24.54 | -0.28 | -0.31 | 22.64 | 0.33 | -1.05 | 200.00 | 0.00 |
| ACMR | ACM Research | 2/25/2025 12:00:00?AM | Before Market | 7.00 | 3.12% | short | 23.49 | 24.32 | 21.69 | 1.99 | 1.85 | 41.63 | 1.43 | -0.58 | 200.00 | 0.05 |
| GPOR | Gulfport Energy | 2/25/2025 12:00:00?AM | After Market | 8.00 | 3.16% | short | 182.30 | 185.60 | 184.91 | 0.82 | 0.89 | 15.13 | 3.70 | -0.89 | 200.00 | 0.01 |
| BLZE | Backblaze | 2/25/2025 12:00:00?AM | After Market | 5.00 | 3.27% | short | 7.08 | 7.37 | 6.75 | 0.27 | 0.24 | 24.84 | 0.14 | -2.04 | 200.00 | 0.01 |
| BATRA | Atlanta Braves Holdings | 2/25/2025 12:00:00?AM | Before Market | 7.00 | 3.36% | short | 43.38 | 43.74 | 43.12 | 0.61 | 0.71 | 33.70 | 0.28 | -1.25 | 200.00 | 0.00 |
| BATRK | Liberty Braves Group | 2/25/2025 12:00:00?AM | Before Market | 7.00 | 3.36% | short | 39.57 | 39.91 | 39.36 | 0.41 | 0.44 | 27.84 | 0.28 | -1.22 | 200.00 | 0.00 |
| SWX | Southwest Gas Hldgs | 2/25/2025 12:00:00?AM | Before Market | 8.00 | 3.52% | short | 77.17 | 77.34 | 75.72 | 1.22 | 1.27 | 26.19 | 0.50 | -0.34 | 200.00 | 0.00 |
| ENOV | Enovis | 2/25/2025 12:00:00?AM | Before Market | 7.00 | 3.52% | short | 43.53 | 43.89 | 45.45 | -0.65 | -0.44 | 20.84 | 0.50 | -0.72 | 200.00 | 0.00 |
| RXST | RxSight | 2/25/2025 12:00:00?AM | After Market | 6.00 | 3.55% | short | 29.29 | 30.86 | 32.03 | -1.15 | -0.98 | 34.19 | 1.04 | -1.51 | 200.00 | 0.01 |
| CHRD | Chord Energy | 2/25/2025 12:00:00?AM | After Market | 9.00 | 3.64% | short | 111.33 | 112.35 | 113.65 | -1.71 | -2.04 | 23.39 | 1.88 | -0.54 | 200.00 | 0.01 |
| PARR | Par Pacific Hldgs | 2/25/2025 12:00:00?AM | After Market | 6.00 | 3.65% | short | 15.58 | 16.12 | 16.75 | -0.38 | -0.24 | 14.30 | 0.67 | -0.81 | 200.00 | 0.00 |
| XPEL | XPEL | 2/25/2025 12:00:00?AM | Before Market | 6.00 | 3.85% | short | 41.02 | 41.80 | 42.15 | -0.00 | 0.07 | 10.93 | 0.55 | -1.41 | 200.00 | 0.01 |
| RCKY | Rocky Brands | 2/25/2025 12:00:00?AM | After Market | 4.00 | 3.91% | short | 23.30 | 23.65 | 24.43 | -0.13 | 0.03 | 19.51 | 0.30 | -1.16 | 200.00 | 0.00 |
| ZVIA | Zevia | 2/25/2025 12:00:00?AM | Before Market | 4.00 | 3.98% | short | 3.30 | 3.43 | 3.77 | -0.15 | -0.11 | 27.03 | 0.12 | -1.07 | 200.00 | 0.02 |
| MGPI | MGP Ingredients | 2/25/2025 12:00:00?AM | Before Market | 6.00 | 4.33% | short | 32.83 | 32.57 | 34.05 | -1.44 | -1.63 | 33.48 | 0.40 | 0.64 | 200.00 | 0.00 |
| DAWN | Day One Biopharmaceutical | 2/25/2025 12:00:00?AM | After Market | 6.00 | 4.64% | short | 12.18 | 12.09 | 12.32 | -0.10 | -0.13 | 7.48 | 0.20 | 0.44 | 200.00 | 0.01 |
| SAM | Boston Beer Co | 2/25/2025 12:00:00?AM | After Market | 7.00 | 5.08% | short | 233.83 | 230.01 | 240.06 | -10.55 | -11.58 | 39.67 | 3.54 | 1.08 | 200.00 | 0.00 |
| SAFT | Safety Insurance Group | 2/25/2025 12:00:00?AM | After Market | 6.00 | 5.75% | short | 78.32 | 77.92 | 78.25 | -0.60 | -0.69 | 25.82 | 0.50 | 0.80 | 200.00 | 0.01 |
| SKWD | Skyward Specialty | 2/25/2025 12:00:00?AM | After Market | 7.00 | 5.86% | short | 50.62 | 49.45 | 46.90 | 0.96 | 0.66 | 27.13 | 0.74 | 1.57 | 200.00 | 0.00 |
| OPCH | Option Care Health | 2/25/2025 12:00:00?AM | Before Market | 8.00 | 5.95% | short | 32.08 | 31.89 | 31.25 | 1.19 | 1.35 | 50.63 | 0.34 | 0.55 | 200.00 | 0.01 |
| UWMC | UWM Hldgs | 2/25/2025 12:00:00?AM | Before Market | 6.00 | 6.08% | short | 6.44 | 6.40 | 6.26 | 0.12 | 0.10 | 14.27 | 0.14 | 0.30 | 200.00 | 0.01 |
| IVAC | Intevac | 2/25/2025 12:00:00?AM | After Market | 3.00 | 6.49% | short | 4.03 | 3.86 | 3.63 | 0.17 | 0.12 | 42.61 | 0.28 | 0.62 | 200.00 | 0.01 |
| LNW | Light & Wonder | 2/25/2025 12:00:00?AM | After Market | 9.00 | 7.00% | short | 100.63 | 99.63 | 92.96 | 3.75 | 2.60 | 31.78 | 3.82 | 0.26 | 200.00 | 0.03 |
| ESCA | Escalade | 2/25/2025 12:00:00?AM | Before Market | 4.00 | 7.25% | short | 15.27 | 15.27 | 15.24 | 0.10 | 0.09 | 9.68 | 0.29 | 0.02 | 200.00 | 0.01 |
| TSHA | Taysha Gene Therapies | 2/25/2025 12:00:00?AM | Before Market | 4.00 | 7.28% | short | 1.65 | 1.65 | 1.60 | -0.03 | -0.04 | 14.27 | 0.08 | 0.05 | 200.00 | 0.01 |
| OSUR | OraSure Technologies | 2/25/2025 12:00:00?AM | After Market | 4.00 | 7.58% | short | 3.99 | 3.88 | 3.92 | 0.02 | 0.02 | 11.80 | 0.07 | 1.47 | 200.00 | 0.01 |
| IPAR | Inter Parfums | 2/25/2025 12:00:00?AM | After Market | 8.00 | 7.80% | short | 137.83 | 135.82 | 138.49 | -0.29 | 0.16 | 15.37 | 2.16 | 0.93 | 200.00 | 0.01 |
| APG | APi Gr | 2/25/2025 12:00:00?AM | Before Market | 9.00 | 7.84% | short | 39.21 | 38.73 | 38.28 | 0.57 | 0.41 | 17.18 | 1.22 | 0.39 | 200.00 | 0.03 |
| ICCC | ImmuCell | 2/25/2025 12:00:00?AM | After Market | 2.00 | 7.97% | short | 5.02 | 5.08 | 5.19 | -0.02 | 0.02 | 22.09 | 0.12 | -0.49 | 200.00 | 0.01 |
| BGFV | Big 5 Sporting Goods | 2/25/2025 12:00:00?AM | After Market | 2.00 | 8.22% | short | 1.44 | 1.45 | 1.52 | -0.06 | -0.07 | 21.60 | 0.03 | -0.60 | 200.00 | 0.02 |
| AVA | Avista | 2/25/2025 12:00:00?AM | Before Market | 7.00 | 8.37% | short | 38.25 | 37.32 | 36.84 | 0.32 | 0.18 | 18.02 | 0.46 | 2.05 | 200.00 | 0.01 |
| USNA | Usana Health Sciences | 2/25/2025 12:00:00?AM | After Market | 5.00 | 8.77% | short | 32.69 | 31.49 | 32.39 | -0.69 | -0.92 | 20.65 | 0.60 | 1.99 | 200.00 | 0.01 |
| PRKS | United Parks & Resorts | 2/25/2025 12:00:00?AM | Before Market | 7.00 | 10.26% | short | 55.69 | 53.08 | 52.77 | -0.01 | -0.39 | 12.80 | 1.34 | 1.94 | 200.00 | 0.02 |
| BLMN | Bloomin Brands | 2/25/2025 12:00:00?AM | Before Market | 6.00 | 10.34% | short | 11.66 | 11.76 | 12.17 | -0.14 | -0.12 | 16.52 | 0.36 | -0.28 | 200.00 | 0.05 |
| SSTI | SoundThinking | 2/25/2025 12:00:00?AM | After Market | 4.00 | 10.78% | short | 14.20 | 14.21 | 13.82 | 0.40 | 0.33 | 20.49 | 0.72 | -0.01 | 200.00 | 0.08 |
| YOU | Clear Secure | 2/25/2025 12:00:00?AM | Before Market | 7.00 | 11.39% | short | 24.13 | 23.20 | 23.47 | -0.58 | -0.75 | 32.25 | 0.70 | 1.33 | 200.00 | 0.02 |
| AGL | Agilon Health | 2/25/2025 12:00:00?AM | After Market | 6.00 | 11.73% | short | 3.64 | 3.50 | 3.48 | 0.19 | 0.21 | 28.93 | 0.10 | 1.40 | 200.00 | 0.03 |
| BGS | B&G Foods | 2/25/2025 12:00:00?AM | After Market | 5.00 | 17.38% | short | 6.74 | 6.18 | 6.31 | -0.06 | -0.16 | 20.66 | 0.33 | 1.71 | 200.00 | 0.06 |