MARA Holdings Volume Plunges 28.47% to Rank 58th in Market Activity

On September 17, 2025, , . , reflecting subdued investor interest amid shifting market dynamics.

Recent market activity highlights volatility in high-volume trading strategies. A back-test of a “Top-500-by-volume” approach revealed critical implementation nuances, including constraints on stock universes, timing mechanics, and risk parameters. The methodology excludes non-common equity classes and relies on daily volume rankings to construct an , with positions held for a single trading day. Performance metrics are calculated using close-to-close returns without adjustments for slippage or transaction costs, emphasizing raw strategy efficacy over real-world execution challenges.

To build a rigorous back-test for this strategy, the following assumptions must align with the back-testing engine: (1) the universe includes all U.S. common stocks on NYSE, NASDAQ, and AMEX; (2) daily volume rankings determine portfolio composition, with trades executed at close prices; (3) positions are held for one trading day; and (4) no risk controls like stop-loss or take-profit mechanisms are applied. Confirmation of these parameters is required before proceeding with data collection and analysis.