Masco (MAS) Drops 3.10% on Sept. 9 with $230M Volume Ranking 465th in U.S. Stocks
. 9, , . stocks. The decline came amid mixed market conditions and sector-specific pressures, though no company-specific news directly linked to the stock’s performance was identified in available reports.
To make sure I deliver a back-test that truly matches what you have in mind, I need to clarify a couple of points and confirm that the available tool-set can support the analysis. Universe • Do you want all U.S. common equities (NYSE, NASDAQ, AMEX) screened each day, or a different universe (e.g., only S&P 500 constituents)? Portfolio construction • Should the 500 names be equal-weighted each day, or would you prefer a weighting scheme (e.g., ? Practical considerations • The current back-test engine I can invoke natively evaluates one ticker at a time. – If you need a true multi-asset, daily-rebalanced portfolio, I would need to assemble a synthetic “index” of the top-500-by-volume basket each day and back-test that composite. This is feasible, but it requires a heavier data pull and a short setup sequence. Frictions • Should I include transaction costs or slippage, or can we assume frictionless trading for this first pass?
If the synthetic-index route is acceptable, I’ll proceed with reasonable defaults (U.S. listed equities, equal-weight, no frictions, . Let me know how you’d like to proceed!




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