Deckers Outdoor Slides 0.72% as 436th in Volume Amid Broader Market Volatility

On October 3, 2025, Deckers Outdoor (DECK) closed with a 0.72% decline, marking its lowest intraday volume of $0.25 billion in recent sessions. The stock ranked 436th in trading activity, reflecting reduced market participation despite elevated volatility in the broader equity market.

The drop follows a period of mixed institutional activity, with no new material earnings guidance or product launches reported. Analyst commentary remained muted, as the footwear and apparel sector faced macroeconomic headwinds. No significant regulatory updates or supply chain disruptions were disclosed that could directly impact DECK’s operations.

To set up a rigorous, reproducible back-test we need to pin down a few practical details that aren’t yet specified: 1. Universe definition • Do you want to consider all U.S.–listed common stocks (NYSE + NASDAQ + AMEX), or a narrower list (e.g., S&P 500 constituents)? 2. Ranking and timing rule • Should the “top-500 by volume” list be formed with yesterday’s trading‐volume figures and traded at today’s open, then liquidated at today’s close (1-day holding period)? 3. Portfolio construction • Equal-weight across the 500 names each day, or volume-weighted / dollar-volume-weighted? 4. Practical frictions • Assume zero transaction cost & slippage, or include a per-trade cost estimate? 5. Data source constraints • Our current tool set can reliably pull and back-test single-ticker time-series. Multi-asset, daily-rebalanced portfolios require an aggregated dataset that we would have to build first (one possibility is to generate the daily top-500 list externally and feed the resulting daily portfolio returns for evaluation). Are you comfortable providing (or letting us generate) that daily portfolio return series as an input file for the back-test engine? Once we have these points confirmed, I’ll lay out the exact data-gathering plan and run the back-test.