AT&T's 0.98% Decline Drives It to 120th in U.S. Trading Activity Amid Telecom Sector Struggles

On September 16, 2025, , . . equity market for the day.

Analysts noted mixed sentiment ahead of earnings reports from key telecom peers, which may have influenced short-term positioning. A recent regulatory filing highlighted ongoing infrastructure investment plans, though market participants remain cautious about near-term execution risks. The stock's underperformance was attributed to broader sector weakness amid rising bond yields, which pressured growth-oriented equities.

Strategic discussions centered on volume-driven trading dynamics. A proposed cross-sectional strategy involving daily rebalancing of the 500 highest-volume stocks could offer insights into short-term liquidity patterns. However, implementation requires external backtesting due to current platform limitations. Alternative approaches include leveraging liquid ETF proxies or exporting raw volume data for custom analysis in Python/R environments.

I understand that you’d like to evaluate a daily-rebalanced, cross-sectional strategy that: (1) ranks all stocks by daily trading volume; (2) buys the 500 highest-volume names at the next session’s open; (3) holds positions for one day; and (4) repeats the process daily. The current back-testing engine supports only single-ticker studies, so you may need to use an ETF proxy or export data for external testing. Please specify your preferred approach or request adjustments to the strategy for direct execution here.