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date
date32
ticker
string
Close
float64
Volume
float64
dollar_volume
float64
ret_1
float64
ret_5
float64
ret_21
float64
ret_63
float64
ret_126
float64
ret_252
float64
dist_sma21
float64
dist_sma50
float64
dist_sma200
float64
sma50_sma200_ratio
float64
vol_21
float64
vol_63
float64
vol_ratio_21_63
float64
hl_range_21
float64
volu_ratio_21
float64
fwd_ret_21
float64
fwd_ret_63
float64
fwd_rank_21
float64
fwd_rank_63
float64
fwd_excess_ret_21
float64
target_top_quintile_21
int32
is_fomc_day
int8
days_to_next_fomc
int16
is_cpi_day
int8
days_to_next_cpi
int16
is_nfp_day
int8
is_opex_week
int8
is_month_end_window
int8
is_quarter_end_window
int8
breadth_pct_advancing
float64
breadth_pct_above_sma50
float64
breadth_pct_above_sma200
float64
breadth_net_high_low
float64
breadth_mcclellan_osc
float64
breadth_pct_above_sma50_chg5
float64
breadth_pct_above_sma200_chg21
float64
vix
float64
vix_chg5
float64
vix_chg21
float64
vix_term_spread
float64
hyg_lqd_ratio
float64
hyg_lqd_spread_ret1
float64
spy_tlt_ret1
float64
gld_usd_ret1
float64
fred_T10Y2Y
float64
fred_T10Y3M
float64
fred_T10Y3M_chg21
float64
fred_DFII10
float64
fred_T10YIE
float64
fred_UNRATE
float64
fed_net_liquidity
float64
fed_net_liquidity_chg21
float64
credit_spread_diff
float64
fred_DFF
float64
fred_UMCSENT_lag21
float64
fred_NFCI
float64
fred_STLFSI4
float64
fred_BAMLH0A0HYM2
float64
sector
string
market_tier
string
2000-01-02
1U1.DE
7.05
34,641
244,219.056607
0.021739
-0.007042
-0.084416
-0.117647
-0.388065
-0.374029
-0.027522
-0.081026
-0.259954
-0.194704
0.352652
0.600528
0.587139
0.038661
2.046914
0.241135
0.510638
0.852941
0.823529
0.214799
1
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Broad_Market_Equities
LargeCap
2000-01-02
AIXA.DE
67.555
19,850
1,340,966.756058
-0.033548
0.022631
-0.027986
0.398509
0.552989
1.190497
-0.043875
0.036051
0.415222
0.365977
0.449476
0.591341
0.759968
0.034576
0.285249
0.362593
0.865147
0.970588
0.941176
0.336258
1
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Semiconductor industry
MidCap
2000-01-02
BN.PA
27.246735
3,382,058
92,150,036.792542
-0.01282
0.018519
0.006536
-0.014085
-0.083333
0.006536
0.025581
0.002578
-0.040765
-0.043232
0.185747
0.215122
0.863048
0.019085
0.821245
-0.060606
-0.025541
0.411765
0.382353
-0.086942
0
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Consumer Defensive
LargeCap
2000-01-02
BPE.MI
9.407412
90,800
854,192.971039
0.039993
0.087365
0.095039
0.057716
0.178185
0.619697
0.085277
0.095245
0.145678
0.046047
0.161869
0.125761
1.286094
0
2.345601
0.052627
-0.087003
0.735294
0.264706
0.026292
0
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Broad_Market_Equities
LargeCap
2000-01-02
DEZ.DE
5.95
84,607
503,411.633862
0.011905
0.451219
0.214286
-0.027778
-0.132653
-0.163151
0.214522
0.146259
-0.061411
-0.181172
1.024773
0.69531
1.473624
0.049851
1.442592
-0.07563
-0.134454
0.323529
0.088235
-0.101966
0
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Broad_Market_Equities
LargeCap
2000-01-02
DUE.DE
5.9
12,400
73,160.001183
0.026087
0.063063
0.097674
-0.026804
-0.024793
0.067873
0.051984
0.033248
-0.023583
-0.055002
0.265143
0.258379
1.025784
0.010925
1.583123
-0.069915
-0.127119
0.352941
0.117647
-0.096251
0
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Broad_Market_Equities
LargeCap
2000-01-02
ERF.PA
1.04
310,000
322,399.988174
0.051567
0.07772
0.083333
0.475177
0.464789
0.513828
0.036348
0.159938
0.499315
0.292581
0.593339
0.549967
1.078667
0.039913
0.252639
0.164423
0.818269
0.823529
0.882353
0.138088
1
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Healthcare
LargeCap
2000-01-02
GBF.DE
17.616838
22,117
389,631.616114
0.005263
0.015957
0.032432
-0.077295
-0.217213
0.111758
0.053281
0.033673
-0.127892
-0.156301
0.39968
0.425867
0.938288
0.043657
1.252064
-0.136126
-0.21466
0.117647
0.029412
-0.162461
0
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
nan
MidCap
2000-01-02
GFC.PA
54.373821
6,939
377,299.945713
-0.005357
0.013649
-0.034662
-0.025372
-0.005357
0.10297
0.002915
-0.014421
0.009527
0.024298
0.369951
0.247785
1.492429
0.025964
0.132429
-0.017056
-0.055655
0.5
0.323529
-0.043391
0
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Broad_Market_Equities
LargeCap
2000-01-02
HOT.DE
33.200001
1,290
42,828.000984
-0.084138
-0.064789
-0.102703
-0.125165
-0.273523
0.015291
-0.046303
-0.089882
-0.162932
-0.080264
0.731427
0.587796
1.244145
0.059669
0.052977
-0.216566
-0.141566
0
0.058824
-0.242902
0
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Construction
MidCap
2000-01-02
JEN.DE
16.700001
8,225
137,357.506275
0.02454
0.034056
0.02454
-0.144467
0.087948
-0.034682
0.02457
-0.01752
0.004904
0.022824
0.546394
0.423343
1.290362
0.032548
0.778409
0.341317
0.868263
0.941176
0.970588
0.314982
1
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
nan
MidCap
2000-01-02
JUN3.DE
3.5
12,300
43,050
0.019418
0.071429
0.055277
-0.12427
-0.311475
-0.117647
-0.000816
-0.031865
-0.189721
-0.163051
0.658417
0.448451
1.467876
0.03727
0.26653
-0.141905
-0.095238
0.088235
0.235294
-0.16824
0
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Intralogistics, Mechanical engineering
MidCap
2000-01-02
MB.MI
9.209523
2,291,362
21,102,351.500864
-0.04541
-0.032032
0.020042
-0.079924
-0.120909
-0.100465
-0.005972
0.001906
-0.074012
-0.075774
0.332146
0.276107
1.202525
0.030138
1.126481
-0.078594
-0.103413
0.294118
0.205882
-0.104929
0
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Broad_Market_Equities
LargeCap
2000-01-02
NDA.DE
10.3
11,400
117,420.002174
0.019802
0.03
0.03
0.040404
0.05102
-0.084444
0.028482
0.019035
0.052153
0.032499
0.178877
0.217108
0.82353
0.016941
2.962321
-0.014563
0.097087
0.529412
0.676471
-0.040899
0
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Metals
MidCap
2000-01-02
PFV.DE
25.5
16,719
426,334.5
0.075949
0
-0.055556
-0.328947
-0.245562
-0.25
-0.002868
-0.124018
-0.248596
-0.142214
0.42697
0.407278
1.048091
0.032484
2.448048
0.25098
0.580392
0.882353
0.852941
0.224645
1
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Broad_Market_Equities
LargeCap
2000-01-02
REC.MI
1.03625
154,000
159,582.499266
0.03625
0.042767
0.114247
0.090789
-0.041618
0.023457
0.082919
0.09312
0.004161
-0.081382
0.390913
0.361098
1.082268
0.028197
2.882299
-0.034982
0.314837
0.470588
0.764706
-0.061317
0
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Broad_Market_Equities
LargeCap
2000-01-02
SBMO.AS
8.977717
130,541
1,171,960.207061
0.009655
0.06087
-0.051813
-0.2
-0.01745
0.039773
-0.006784
-0.07391
-0.106347
-0.035026
0.411993
0.416233
0.989575
0.036005
0.212052
0.04918
0.196721
0.705882
0.705882
0.022845
0
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Broad_Market_Equities
LargeCap
2000-01-02
SIX2.DE
14.48
4,700
68,055.997849
-0.021622
-0.095
-0.034667
-0.241885
-0.564511
-0.525246
-0.024744
-0.126985
-0.429364
-0.346362
0.662675
0.592465
1.118316
0.053608
0.306772
0.018646
-0.012776
0.647059
0.470588
-0.007689
0
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Broad_Market_Equities
LargeCap
2000-01-02
SPM.MI
11.343979
102,851
1,166,739.571976
0
-0.019126
-0.091139
-0.109181
-0.062663
0.052786
-0.011927
-0.050666
-0.087408
-0.038703
0.261979
0.358966
0.729613
0.031483
0.361107
-0.038997
0.337047
0.441176
0.794118
-0.065333
0
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Broad_Market_Equities
LargeCap
2000-01-02
SZG.DE
9.4
1,700
15,979.999352
0.021739
0
0.13253
0.173533
0.18239
0.08046
0.042514
0.107655
0.160186
0.047426
0.349741
0.245276
1.425326
0.026777
0.103408
0.021277
-0.085106
0.676471
0.294118
-0.005059
0
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Broad_Market_Equities
LargeCap
2000-01-02
TEP.PA
22.258085
334,079
7,435,958.86252
0.018817
0.002115
0.005839
0.458814
0.592437
0.762791
0.015645
0.11059
0.480625
0.333187
0.358324
0.408553
0.876841
0.027835
0.9061
0.258047
0.820581
0.911765
0.911765
0.231712
1
0
45
0
30
0
0
0
0
0.34
0.56
0.409091
0.045455
0
null
null
24.64
1.67
3.16
null
null
null
null
null
0.21
null
null
null
null
null
null
null
null
3.99
105.4
-0.165
0.276
null
Communication Services
LargeCap
2000-01-03
1U1.DE
7.15
10,216
73,044.400974
0.014184
0.036232
-0.071429
-0.138554
-0.379385
-0.389324
-0.010152
-0.061877
-0.247937
-0.198333
0.358038
0.595849
0.600786
0.040283
0.593756
0.286713
0.552448
0.929981
0.927435
0.25864
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
LargeCap
2000-01-03
AA
97.246407
1,291,386
125,582,647.975662
-0.024849
0.036829
0.165617
0.297595
0.269608
1.194915
0.052703
0.181101
0.304354
0.104355
0.381584
0.327089
1.16625
0.030491
0.806235
-0.078764
-0.113514
0.274348
0.2317
-0.106837
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Materials
MidCap
2000-01-03
AB
29.75
259,300
7,714,175
-0.006263
-0.016529
-0.014493
0.099307
-0.077519
0.15534
-0.021056
-0.018273
0.03367
0.05291
0.237271
0.388799
0.610111
0.024126
2.482221
0.310924
0.386555
0.937619
0.882877
0.282852
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
ABCB
8.713251
58,480
509,550.92514
0.011765
0.005848
-0.026415
-0.002898
-0.044444
0.021782
-0.01981
-0.016581
-0.038731
-0.022524
0.578409
0.393914
1.467989
0.034693
4.995566
-0.023256
-0.069767
0.464036
0.32718
-0.051329
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Financials
SmallCap
2000-01-03
ABM
10.15625
241,600
2,453,750
-0.003067
-0.012158
-0.009146
-0.193548
-0.328512
-0.394786
-0.033902
-0.073256
-0.227106
-0.166012
0.296513
0.250699
1.182273
0.026902
1.344919
0.006154
0.175385
0.577976
0.791852
-0.021919
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Industrials
SmallCap
2000-01-03
ABT
15.711531
10,635,087
167,093,495.742662
-0.036145
-0.058823
-0.068607
-0.069767
-0.213483
-0.282051
-0.036382
-0.062267
-0.179951
-0.125499
0.569111
0.48534
1.17236
0.036019
0.867209
-0.055357
0.057143
0.352005
0.644176
-0.08343
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Health Care
Mega/Large
2000-01-03
ACGL
1.277778
433,800
554,300.109172
-0.089109
-0.089109
-0.123809
-0.226891
-0.178572
-0.485674
-0.045808
-0.087505
-0.194427
-0.117175
0.610783
0.526073
1.160803
0.059194
0.958702
0.222826
0.396739
0.910248
0.88415
0.194753
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Financials
Mega/Large
2000-01-03
ACH
5.75
80,850
464,887.5
-0.034965
0.014706
-0.041667
-0.132075
-0.206897
-0.463035
0.002942
-0.017164
-0.166176
-0.151614
0.349757
0.46634
0.749843
0.04265
0.473061
-0.036232
0.217391
0.416295
0.815404
-0.064305
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
ACHC
3.375
375
1,265.625
0.125
0.125
0.038462
-0.15625
-0.325
-0.4375
0.048059
-0.002954
-0.149539
-0.14702
1.222904
1.366508
0.894847
0.121069
0.054556
1.888889
0.851852
0.998727
0.961171
1.860816
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Health Care
SmallCap
2000-01-03
ACHV
111,375
3
334,125
0.125
0.184211
0.097561
-0.25
-0.53125
-0.618644
-0.01357
0.006036
-0.427171
-0.430608
1.871719
1.2899
1.450945
0.153889
0.732558
0.866667
0.422222
0.986633
0.892425
0.838594
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
ACIW
8.9375
1,335,300
11,934,243.75
-0.042411
-0.011521
-0.236655
0.036232
-0.331776
-0.438482
-0.102242
-0.155578
-0.170165
-0.017274
0.621281
0.673041
0.922958
0.058817
0.475914
-0.195804
0.02331
0.057925
0.556334
-0.223877
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Information Technology
SmallCap
2000-01-03
ACNT
7.5
2,900
21,750
0
0.090909
0.071429
0.071429
0.034483
-0.166667
0.067231
0.071668
0.031881
-0.037126
0.502329
0.474833
1.057683
0.048171
0.098017
0.029167
-0.033333
0.653724
0.406111
0.001094
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
AD
100.375
238,700
23,959,512.5
-0.005573
0
-0.090085
0.370307
0.808559
1.694631
-0.028489
-0.001964
0.513709
0.516688
0.382417
0.423389
0.903016
0.036989
0.834237
-0.297634
-0.300125
0.012094
0.036919
-0.325707
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
ADBE
16.390625
7,384,400
121,034,931.25
-0.025093
0.012548
-0.044627
0.112997
0.542647
1.625782
0.013573
-0.038497
0.344493
0.398323
0.673115
0.49145
1.369373
0.061625
0.696837
-0.064824
0.610105
0.321451
0.936983
-0.092896
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Information Technology
Mega/Large
2000-01-03
ADC
13.9375
24,500
341,468.75
-0.02193
-0.008889
-0.042918
-0.152091
-0.251678
-0.236301
-0.017621
-0.047497
-0.165763
-0.124163
0.357898
0.272165
1.31452
0.033087
0.984461
-0.004484
-0.049327
0.530872
0.367282
-0.032557
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Real Estate
MidCap
2000-01-03
ADI
45.09375
3,655,600
164,844,712.5
-0.030242
0.118605
0.287244
0.615901
0.893701
1.993776
0.158416
0.369616
0.801307
0.315191
0.644295
0.707302
0.910791
0.055049
1.319212
0.067221
0.645184
0.753024
0.940165
0.039148
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Information Technology
Mega/Large
2000-01-03
ADM
10.884354
984,753
10,718,399.897781
-0.010309
-0.005181
-0.044776
0
-0.16
-0.242105
-0.034252
-0.034594
-0.107128
-0.075134
0.394745
0.421396
0.936534
0.029593
0.624865
-0.020833
-0.125
0.47613
0.206875
-0.048906
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Consumer Staples
Mega/Large
2000-01-03
ADP
41.239334
2,698,899
111,300,797.580551
-0.034803
-0.016548
0.036115
0.162011
0.186876
0.281972
0.007598
0.040904
0.177784
0.131501
0.315685
0.267891
1.177966
0.027091
2.036018
-0.123798
-0.038462
0.151496
0.399109
-0.151871
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Industrials
Mega/Large
2000-01-03
ADS.DE
18.58
784,844
14,582,401.460121
-0.013015
0.013224
-0.004687
-0.068088
-0.171922
-0.174222
0.011845
0.009133
-0.122524
-0.130465
0.486206
0.389843
1.246865
0.033715
0.920043
-0.20479
-0.211518
0.05156
0.095481
-0.232863
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Apparel
LargeCap
2000-01-03
ADSK
8.34375
2,845,600
23,742,975
-0.011111
0.072289
0.089796
0.575221
0.10559
-0.25419
0.039898
0.272231
0.268126
-0.003227
0.646669
0.646581
0.999982
0.053484
0.665695
-0.044944
0.318352
0.377467
0.859325
-0.073017
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Information Technology
Mega/Large
2000-01-03
ADTN
25.578125
251,600
6,435,456.25
-0.005468
0.062642
0.346217
0.418544
0.406357
1.631833
0.05404
0.203013
0.498504
0.245626
0.68559
0.556983
1.230678
0.065133
0.39371
0.336591
0.054368
0.943348
0.635264
0.308518
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
ADX
22.291668
117,450
2,618,156.399345
-0.003724
0.011342
0.096312
0.158009
0.128692
0.255869
0.038643
0.067907
0.14414
0.071386
0.139321
0.176622
0.788359
0.015867
2.237405
-0.013084
0.115888
0.501591
0.732654
-0.041157
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
AEE
32.3125
700,800
22,644,600
-0.013359
-0.024528
-0.06
-0.170144
-0.171474
-0.243045
-0.019839
-0.073867
-0.145262
-0.07709
0.139824
0.172472
0.810239
0.015114
1.427385
0.007737
-0.03675
0.585614
0.402292
-0.020336
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Utilities
Mega/Large
2000-01-03
AEF
11.5
113,200
1,301,800
0.022222
0.069767
0.045455
0.115152
-0.070707
0.234899
0.05
0.084011
0.035482
-0.044768
0.330084
0.278656
1.184136
0.025744
2.07268
0.027174
-0.076087
0.647358
0.308721
-0.000899
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
AEG
47.235577
368,576
17,409,899.891846
0.028796
0.014194
0.094708
0.134199
0.304564
-0.221782
0.045577
0.071984
0.137652
0.061258
0.237379
0.209951
1.130103
0.011839
1.484377
-0.239822
-0.133588
0.027371
0.195417
-0.267895
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
AEIS
45.375
94,000
4,265,250
-0.07868
-0.008197
0.122102
0.423529
0.163462
0.936
0.067871
0.114677
0.311813
0.176855
0.821582
0.73781
1.113392
0.074403
0.445224
0.219008
0.028926
0.906429
0.572247
0.190935
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Information Technology
MidCap
2000-01-03
AEM
7.1875
68,400
491,625
-0.033613
-0.041667
-0.008621
-0.228188
0.173469
0.691176
0.018987
-0.028716
0.113316
0.146231
0.357988
0.420455
0.851227
0.030112
0.653081
-0.191304
-0.234783
0.061108
0.079567
-0.219377
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
AEO
9.777778
5,825,700
56,962,399.382687
-0.022222
-0.090439
-0.108861
-0.160906
-0.122195
0.472803
-0.046132
-0.000192
0.023336
0.023532
0.483973
0.688638
0.702695
0.05048
2.290998
-0.210227
-0.225852
0.045194
0.085933
-0.2383
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Consumer Discretionary
SmallCap
2000-01-03
AEP
31.4375
396,900
12,477,543.75
-0.021401
-0.034549
0.008016
-0.120629
-0.134251
-0.34076
-0.013956
-0.038811
-0.14912
-0.114763
0.166016
0.194742
0.852054
0.013622
0.903285
0.069583
-0.05169
0.759389
0.362826
0.04151
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Utilities
Mega/Large
2000-01-03
AES
36.25
1,334,400
48,372,000
-0.0301
0.020229
0.240642
0.237994
0.248654
0.481481
0.099774
0.187503
0.294386
0.090007
0.444407
0.342943
1.295483
0.036857
0.868168
0.093966
0.074138
0.798854
0.669637
0.065893
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Utilities
Mega/Large
2000-01-03
AFG
16.875
58,950
994,781.25
-0.040284
-0.033413
-0.051522
-0.085779
-0.251386
-0.407028
-0.015967
-0.07093
-0.186902
-0.124826
0.231762
0.293487
0.789413
0.027508
0.51626
-0.155556
0.123457
0.094844
0.743475
-0.183628
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Financials
MidCap
2000-01-03
AFL
11.1875
2,388,800
26,724,700
-0.051656
-0.004172
-0.082051
0.01273
-0.056653
0.017045
-0.036833
-0.079502
-0.062086
0.01892
0.357117
0.346836
1.029345
0.032839
1.199781
-0.00838
0.050279
0.514959
0.62508
-0.036453
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Financials
Mega/Large
2000-01-03
AGCO
12.25
257,600
3,155,600
-0.088372
-0.092593
-0.084112
-0.024876
0.076923
0.633333
-0.06497
0.000613
0.119201
0.118515
0.568696
0.580774
0.979035
0.046826
0.791697
-0.035714
-0.096939
0.418205
0.267982
-0.063787
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Industrials
MidCap
2000-01-03
AGM
19.3125
4,100
79,181.25
-0.043344
-0.006431
-0.009615
0.033445
-0.164865
0.476115
-0.046016
0.031444
-0.023135
-0.052915
0.585634
0.504091
1.161533
0.030363
0.226209
0
-0.197411
0.542966
0.105665
-0.028073
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
AGYS
14.375
433,000
6,224,375
-0.004329
0.040724
0.138614
0.055046
0.050228
0.455696
0.050343
0.070066
0.20617
0.127192
0.556368
0.510501
1.089633
0.051785
2.28719
-0.026087
0.06087
0.456397
0.648631
-0.05416
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Information Technology
SmallCap
2000-01-03
AIG
1,385.833374
166,575
230,845,194.277954
-0.038728
-0.030886
0.008643
0.212099
0.074289
0.304109
-0.029546
-0.008806
0.077139
0.086709
0.304069
0.385985
0.78757
0.028012
1.070142
-0.015634
0.13169
0.49268
0.75557
-0.043707
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Financials
Mega/Large
2000-01-03
AIN
15.125
53,700
812,212.5
-0.024194
0.043103
-0.032
0.02
-0.323726
-0.206302
0.016376
-0.009957
-0.163568
-0.155156
0.361609
0.404941
0.89277
0.027778
0.941504
-0.033058
-0.033058
0.429663
0.407384
-0.061131
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Industrials
SmallCap
2000-01-03
AIR
17.5625
109,000
1,914,312.5
-0.020906
0.0369
-0.003546
0.089147
-0.21727
-0.228022
0.004597
0.021818
-0.083242
-0.102817
0.584865
0.49958
1.17048
0.047924
0.895147
0.049822
-0.05694
0.715468
0.351369
0.021749
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Industrials
SmallCap
2000-01-03
AIT
7.388889
24,975
184,537.498677
0
0.015267
-0.014815
-0.022059
-0.101351
0.156522
-0.006094
0.000809
0.054567
0.053714
0.133861
0.204801
0.653293
0.014911
0.483902
-0.018797
-0.026316
0.483132
0.422661
-0.04687
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Industrials
MidCap
2000-01-03
AIV
5.065947
1,361,443
6,896,998.157512
-0.045526
0.032258
0.018425
0.004959
-0.091181
0.006622
0.026779
0.015975
-0.033678
-0.048873
0.320781
0.223048
1.437525
0.020265
0.909361
-0.003289
0
0.535328
0.486951
-0.031362
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
AIXA.DE
70.5
44,964
3,169,962
0.043594
0.048171
-0.009831
0.431182
0.6179
1.226782
-0.001723
0.075759
0.471191
0.367584
0.467633
0.595498
0.785149
0.037997
0.668219
0.347518
0.702128
0.945894
0.94844
0.319445
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Semiconductor industry
MidCap
2000-01-03
AJG
15.90625
258,400
4,110,175
-0.017375
-0.009728
0.16476
0.206161
0.275689
0.431786
0.074595
0.138041
0.229639
0.080488
0.292733
0.264092
1.108031
0.021114
1.488307
-0.138507
0.02947
0.122852
0.574157
-0.16658
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Financials
Mega/Large
2000-01-03
AKR
4.875
52,000
253,500
0.054054
0.04
0
-0.04878
-0.113636
-0.071429
0.035398
0.004378
-0.058085
-0.062191
0.442166
0.341434
1.294648
0.031674
2.19004
0.025641
0.076923
0.642266
0.674729
-0.002432
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Real Estate
SmallCap
2000-01-03
AKZA.AS
56.756241
712,533
40,440,694.557816
0.013052
0.007992
0.111723
0.255287
0.209832
0.622186
0.029652
0.133504
0.198001
0.056901
0.302187
0.302764
0.997767
0.026202
0.398208
-0.137364
-0.144698
0.126671
0.18205
-0.165437
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
LargeCap
2000-01-03
AKZOY
19.237988
239,494
4,607,382.58271
0.030151
0.012346
0.163121
0.19883
0.19708
0.164773
0.041364
0.133129
0.169203
0.031836
0.374976
0.311263
1.204307
0.016228
0.681183
-0.192683
-0.159756
0.059835
0.159771
-0.220756
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
ALB
9
134,000
1,206,000
-0.061889
0.006993
-0.052632
-0.067961
-0.119266
-0.251948
-0.01402
-0.027027
-0.081603
-0.056092
0.401086
0.396507
1.011293
0.034485
1.416333
-0.020833
0.111111
0.476766
0.728199
-0.048906
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Materials
Mega/Large
2000-01-03
ALCO
16.375
600
9,825
-0.022388
-0.050725
0.039683
0.087137
0.060729
-0.077465
-0.013625
0.031212
0.047131
0.015437
0.340533
0.277428
1.227024
0.029633
0.076169
-0.038168
-0.053435
0.407384
0.36028
-0.066241
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
ALG
10.125
100
1,012.5
-0.012195
0.051948
0.0125
0.125
0.157143
-0.124324
0.066123
0.065789
0.107125
0.038783
0.433531
0.366476
1.18265
0.031356
0.004411
0.191358
0.148148
0.890516
0.77212
0.163285
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Industrials
SmallCap
2000-01-03
ALK
8.75
900,400
7,878,500
-0.003559
-0.015817
-0.054054
-0.194245
-0.180088
-0.194245
-0.004065
-0.058159
-0.161145
-0.109345
0.279787
0.311408
0.898171
0.031949
0.810572
-0.091071
-0.171429
0.239338
0.138765
-0.119144
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Industrials
MidCap
2000-01-03
ALKS
25.5
1,252,800
31,946,400
0.038168
-0.028571
0.164051
0.658537
1.071066
1.181818
0.088173
0.192686
0.574036
0.31974
0.598108
0.628532
0.951444
0.049948
1.853852
0.482843
0.692402
0.965627
0.945894
0.45477
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Health Care
SmallCap
2000-01-03
ALL
23.5
2,993,100
70,337,850
-0.023377
-0.028424
-0.115294
-0.030928
-0.340351
-0.399361
-0.072205
-0.120241
-0.281888
-0.183739
0.247608
0.398043
0.621906
0.032248
0.907381
-0.007979
0.042553
0.516868
0.611712
-0.036052
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Financials
Mega/Large
2000-01-03
ALNT
1.166667
29,400
34,300.009346
0.076924
0.333334
0.400001
-0.317073
-0.017544
1.000002
0.340935
0.328274
-0.049841
-0.284667
0.969224
1.499094
0.646497
0.102777
2.54209
0.464285
3.357141
0.964354
0.996817
0.436212
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
ALV
21.253601
127,002
2,699,249.843628
0.008547
0.012875
-0.028807
-0.213333
-0.024793
-0.230016
0.013497
-0.040533
-0.120715
-0.083569
0.299776
0.24944
1.201313
0.025432
2.561267
-0.065678
-0.04661
0.318905
0.374284
-0.093751
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Consumer Discretionary
MidCap
2000-01-03
ALV.DE
317.5
814,220
258,514,850
-0.052239
-0.037879
0.104348
0.138401
0.100329
-0.005326
0.052159
0.064799
0.1408
0.071376
0.487373
0.350467
1.390242
0.030165
1.647775
0.065197
0.365354
0.749204
0.877785
0.037124
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Financial Services
LargeCap
2000-01-03
ALX
78.5
500
39,250
-0.006329
-0.003965
0.043189
0.121429
0.062606
0.003195
0.010575
0.044213
0.056785
0.01204
0.085032
0.074057
1.146643
0.002441
0.554939
-0.001592
-0.187898
0.54042
0.11585
-0.029665
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
AMAT
31.625
14,356,400
454,021,150
-0.00148
-0.0093
0.174014
0.541508
0.697987
1.854725
0.08423
0.199095
0.621412
0.352196
0.502453
0.503282
0.998154
0.046896
0.703288
0.136858
0.411067
0.851687
0.888606
0.108785
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Information Technology
Mega/Large
2000-01-03
AMD
15.5
7,843,200
121,569,600
0.071274
0.071274
0.016393
0.734266
0.810219
0.107143
0.056068
0.181684
0.550921
0.312467
0.558425
0.779183
0.716588
0.053217
1.444235
0.163306
0.96371
0.873329
0.9669
0.135234
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Information Technology
Mega/Large
2000-01-03
AME
2.814815
576,450
1,622,600.132346
-0.003279
0.048276
-0.047022
-0.0559
-0.160221
-0.155555
-0.007308
-0.025078
-0.10417
-0.081126
0.253586
0.255523
0.992034
0.020907
1.954227
-0.019737
0.036184
0.481222
0.596435
-0.04781
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Industrials
Mega/Large
2000-01-03
AMG
24.5
744,000
18,228,000
-0.09119
0.020833
0.267241
0.390071
0.171315
0.248408
0.081356
0.192843
0.280613
0.073581
0.622918
0.470192
1.324535
0.036751
4.880943
-0.032313
0.22449
0.432209
0.818587
-0.060386
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Financials
MidCap
2000-01-03
AMGN
62.9375
22,914,900
1,442,206,518.75
0.047867
0.183314
0.406425
0.4626
1.133475
1.344587
0.241021
0.349197
0.620733
0.201258
0.641127
0.537007
1.193666
0.063385
2.76848
0.011917
-0.056604
0.602164
0.352642
-0.016156
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Health Care
Mega/Large
2000-01-03
AMKR
28.5
864,800
24,646,800
0.00885
0.060465
0.011086
0.695167
1.730539
1.867925
0.078378
0.166598
0.817729
0.558144
0.790691
0.748789
1.055819
0.064746
1.139128
0.39693
0.614035
0.950987
0.938256
0.368857
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Information Technology
MidCap
2000-01-03
AMRN
900
28
25,200
-0.052632
-0.076923
-0.162791
-0.409836
-0.389831
0.014085
-0.101871
-0.216625
-0.37023
-0.196081
0.573429
0.671729
0.853535
0.026587
2.660633
0.611111
0.527778
0.975812
0.919796
0.583038
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
AMSC
295.625
49,040
14,497,450
0.055804
0.271505
0.516026
0.784906
0.847656
1.798817
0.288661
0.427623
0.968844
0.379107
0.917948
0.659341
1.39201
0.079401
2.50386
-0.082452
0.234672
0.258434
0.824316
-0.110525
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
AMT
29.3125
433,900
12,718,693.75
-0.0409
-0.010549
0.106132
0.53268
0.205656
0.019565
-0.009952
0.141953
0.242759
0.088275
0.563522
0.486829
1.1573
0.039112
0.477678
0.339019
0.539446
0.943985
0.925525
0.310946
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Real Estate
Mega/Large
2000-01-03
AMZN
4.46875
322,352,000
1,440,510,500
0.174056
0.101695
0.003509
0.159773
0.408867
0.510829
-0.021888
0.075722
0.25849
0.169902
1.073917
0.904225
1.187534
0.075737
1.396376
-0.223077
-0.288811
0.038829
0.042011
-0.25115
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Consumer Discretionary
Mega/Large
2000-01-03
AN
9.0625
413,100
3,743,718.75
-0.02027
0.028369
0.013986
-0.224599
-0.454887
-0.410569
-0.015837
-0.054266
-0.303119
-0.263133
0.662107
0.5002
1.323421
0.053502
0.227937
-0.275862
-0.02069
0.01846
0.436028
-0.303935
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Consumer Discretionary
MidCap
2000-01-03
ANDE
2.729167
2,400
6,550.000763
-0.007576
0.023437
-0.007576
-0.064286
-0.357843
-0.284153
0.026493
0.004678
-0.225413
-0.229021
0.476261
0.420915
1.131219
0.039027
0.087134
-0.08397
-0.129771
0.254615
0.199873
-0.112042
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Consumer Staples
SmallCap
2000-01-03
ANF
27.5
906,100
24,917,750
0.030445
0.023256
-0.123506
-0.236111
-0.417989
-0.181395
0.01072
0.01673
-0.267149
-0.279208
0.838473
0.922705
0.908613
0.061417
0.692678
-0.231818
-0.427273
0.032463
0.017187
-0.259891
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Consumer Discretionary
MidCap
2000-01-03
ANIK
7
32,500
227,500
-0.00885
0
-0.00885
0.217391
-0.138462
0.382716
-0.004655
0.082126
0.122624
0.037425
0.345631
0.412898
0.836883
0.043882
0.692176
0.071429
0.232143
0.761299
0.822406
0.043356
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
ANIX
19.53125
5,260
102,734.375
-0.038462
-0.137931
-0.193548
-0.390244
-0.519231
-0.431818
-0.119128
-0.200256
-0.440653
-0.300593
2.034686
1.307821
1.555665
0.166872
0.300718
0.7
1.84
0.977721
0.988542
0.671927
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Broad_Market_Equities
Small_Growth_Startup
2000-01-03
AON
39
659,800
25,732,200
-0.025
-0.031056
0.104425
0.356522
-0.064468
0.048152
0.043395
0.056866
0.017234
-0.037499
0.392802
0.486124
0.807862
0.028156
0.988315
-0.299679
-0.190705
0.011458
0.110757
-0.327752
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Financials
Mega/Large
2000-01-03
AORT
7.75
26,400
204,600
-0.010638
-0.079208
-0.122641
-0.065327
-0.010638
-0.010638
-0.079208
-0.090465
-0.043972
0.051117
0.692969
0.464456
1.49168
0.044697
0.505184
0.27957
0.38172
0.928708
0.882241
0.251497
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Health Care
SmallCap
2000-01-03
AOS
3.614583
113,400
409,893.713951
-0.008571
0.00289
0.020588
-0.272537
-0.239035
-0.117048
0.052882
-0.020936
-0.13922
-0.120813
0.420886
0.383645
1.096785
0.028273
0.374716
-0.095101
-0.152738
0.22979
0.168046
-0.123174
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Industrials
Mega/Large
2000-01-03
APA
14.772727
1,082,697
15,994,387.218398
-0.076142
-0.080808
-0.035336
-0.18018
-0.150855
0.414508
-0.012488
-0.082322
-0.090279
-0.00867
0.610658
0.546582
1.117027
0.047852
0.490577
0.10989
0.432234
0.819223
0.896881
0.081817
1
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Energy
Mega/Large
2000-01-03
APD
30.35384
595,847
18,086,244.427563
-0.022346
0.062753
0.005747
0.086957
-0.22452
-0.158654
0.045123
0.077232
-0.085183
-0.150771
0.460889
0.468666
0.983197
0.041224
0.868492
-0.074286
-0.081905
0.287715
0.298536
-0.102359
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Materials
Mega/Large
2000-01-03
APH
1.050781
8,403,200
8,829,922.996521
0.010329
0.024761
-0.013749
0.317012
0.70253
1.27004
0.01514
0.045777
0.40869
0.347026
0.364018
0.336412
1.081738
0.023409
0.480215
0.024164
0.497212
0.638447
0.910248
-0.003909
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Information Technology
Mega/Large
2000-01-03
APOG
5.625
222,200
1,249,875
0.111111
0.022727
-0.0625
-0.189189
-0.581395
-0.473684
0.020518
-0.09329
-0.398572
-0.336691
0.834089
0.799696
1.042877
0.076593
1.585621
-0.144444
-0.283333
0.112667
0.045831
-0.172517
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Industrials
SmallCap
2000-01-03
ARCB
12.5625
91,700
1,151,981.25
0.046875
-0.014706
-0.033654
0.02551
0.248447
1.392857
-0.028874
-0.051036
0.132091
0.192976
0.467388
0.467731
0.999054
0.044355
1.071428
-0.084577
-0.104478
0.252069
0.250796
-0.11265
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Industrials
SmallCap
2000-01-03
ARE
31.25
48,500
1,515,625
-0.017682
0.072961
0.061571
0.05042
0.008065
0.004016
0.059964
0.06103
0.056546
-0.004226
0.258415
0.213678
1.208803
0.019354
1.510408
-0.046
-0.032
0.371738
0.40993
-0.074073
0
0
17
0
6
0
0
0
0
0.326087
0.500278
0.417207
-0.010607
-0.020517
null
null
24.21
1.12
2.49
null
null
null
null
null
0.2
null
null
null
null
null
null
null
null
5.43
105.4
-0.165
0.276
null
Real Estate
Mega/Large
End of preview. Expand in Data Studio

PulseEdge Trading AI v2

Broader follow-up to NickTheCoolst/pulseedge-trading-ai (v1).

Equities/ETFs only. No crypto. No raw ITCH. No SEC archives.

Research use only. Not investment advice. Survivorship bias in the liquidity universe. Use purged walk-forward splits. Label columns leak the future by construction.

What is new vs v1

v1 v2
Liquidity bar $250k, 2y, $2 $80k, 1y, $1
Daily features (filtered) 24.1M / 6,896 25.6M / 7,505
Daily features (full panel) 26.7M / 8,050 (*_full)
Daily OHLCV 29.0M 31.1M
Hourly 26.3M filtered + 35.6M full
15m 5.2M filtered + 5.7M full
5m 9.6M / 1,956 symbols
1m 10.4M / 5,964 symbols
5-day panel filtered + full

Files

Filtered (trading-ready, train cutoff 2024-12-31):

File Role
ohlcv_daily.parquet (+ _train / _test) TSFM daily bars
ohlcv_1h.parquet (+ splits) Hourly bars
ohlcv_15m.parquet (+ _test; train empty because 15m starts 2026-06) 15-minute bars
ohlcv_5m.parquet 5-minute bars
ohlcv_1m.parquet 1-minute bars
features_daily_fwd21.parquet (+ splits) 65-col 21d/63d ranking panel
features_weekly_fwd21.parquet Wednesday snapshot
features_fwd5.parquet (+ splits) 5-day target panel
features_infer_liquid.parquet Live-inference liquid subset
universe_tickers.json 7,505 tickers that passed the v2 filter

Full unfiltered extras (*_full): same tables without the v2 liquidity cut.

Context: market_breadth.parquet, psychology_features.parquet, fred_macro_sentiment.parquet, macro_events_calendar.parquet, tickers_metadata.parquet, news_headlines.parquet.

Filters (filtered files only)

  • Median dollar volume ≥ $80,000
  • ≥ 252 daily bars
  • Average close ≥ $1
  • Drop crypto suffixes
  • Drop |ret_1| ≥ 2.0 and |fwd_ret_21| ≥ 8.0
  • OHLCV: positive prices, high ≥ low, volume > 0

Snapshot

  • Features 21d filtered: 25,586,679 rows, 7,505 tickers, 2000-01-02 → 2026-08-11
  • OHLCV 1d: 31,063,094
  • OHLCV 1h: 26,308,934 (2023-09-04 → 2026-09-04)
  • OHLCV 15m: 5,201,596
  • OHLCV 5m: 9,565,194
  • OHLCV 1m: 10,371,499
  • Built: 2026-09-08

Labels (do not use as features at inference)

fwd_ret_21, fwd_ret_63, fwd_rank_21, fwd_rank_63, fwd_excess_ret_21, target_top_quintile_21, y_fwd_5

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