HIMS Slumps 1.06% as $1.35B Volume Ranks 60th in Market

On Sept. 17, 2025, , , . , reflecting subdued investor engagement despite its market presence.

Recent developments suggest mixed sentiment toward the telehealth and direct-to-consumer healthcare provider. A strategic pivot toward expanding its mental health services has drawn cautious optimism, though execution risks remain unaddressed. Analysts note that the company's reliance on digital marketing and subscription models exposes it to shifting consumer preferences and regulatory scrutiny. No material earnings surprises or partnership announcements have directly influenced the stock's performance in the past week.

It looks like the strategy you’d like to test involves constructing and rebalancing a 500-stock portfolio every day. The back-testing tools currently available in this workspace are designed to evaluate signals or events for a single ticker at a time, so they can’t directly model a daily-rebalanced, multi-asset portfolio of 500 names. I can help in a couple of ways: 1. Approximation route • Analyse a single tradable proxy (for example, an ETF such as SPY, QQQ or VTI) and test “1-day holding after high-volume sessions” on that ticker. • This keeps us within the one-ticker framework of the back-test engine. 2. Conceptual route • Outline how you would implement and evaluate the full cross-sectional volume-rank strategy in a more specialised portfolio back-tester, detailing expected turnover, transaction-cost impact, risk considerations, etc. 3. Alternative focus • Narrow the scope to a smaller universe (e.g., S&P 500 constituents) and examine one specific stock or a handful of names you care most about. Please let me know which direction (or another) you’d like to pursue so I can proceed accordingly.