Bitfarms Surges 11.21% on $430M Trading Volume, Climbs to 252nd in Market Activity

On September 15, 2025, , . The sharp rebound followed strategic operational adjustments and renewed investor interest in Bitcoin mining infrastructure.

. Analysts highlighted that the move aligns with broader industry trends of securing stable energy costs amid volatile electricity markets, positioning Bitfarms to maintain margins during Bitcoin’s cyclical fluctuations.

, which has historically correlated with increased speculative activity in mining stocks. However, , .

To conduct a rigorous back-test I need a few extra details that aren’t specified yet: 1. Market universe • Are we talking about U.S. listed equities only (NYSE + Nasdaq), a particular index (e.g., Russell 3000), or a different market altogether? 2. Ranking convention • Should the “top 500 by daily trading volume” be determined from the preceding trading day’s total share volume (close-to-close data), or from the same day’s early-morning data? 3. Trade execution assumptions • Entry price: today’s open, today’s close, or yesterday’s close? • Exit price after one trading day: next day’s open or next day’s close? 4. Weighting and costs • Equal-weighted across all 500 names, or volume-weighted? • Assume zero commission/slippage, or add a specific cost? Once I have these points pinned down I can generate the data-retrieval plan and run the test.