Lumentum Shares Plunge 1.13% as Trading Volume Slumps to 480M Ranking 210th in U.S. Liquidity
Lumentum Holdings (LITE) traded lower on Sept. 12, 2025, , . equities. The reduced volume suggests diminished investor activity compared to recent sessions, potentially reflecting a cooling period following prior market dynamics.
A rigorous back-test of a high-volume trading strategy requires precise parameters to align with execution capabilities. Key considerations include defining the universe of securities—whether broad market coverage or a subset like the Russell 3000—and determining portfolio construction rules. , the back-test would necessitate synthesizing a composite price series from selected tickers. Decisions on weighting methodologies (e.g., equal-weighted) and assumptions (e.g., . Alternative simplifications, such as proxying with an or focusing on a single liquid security, could streamline initial testing phases before scaling to full portfolios.


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