ROKs 30.85% Volume Spike Propels It to 460th Rank as Shares Fall 1.04%

On September 10, 2025, , . .

Recent market dynamics indicate heightened short-term volatility for ROK shares. Analysts attribute this to sector-specific headwinds in industrial automation markets, where macroeconomic uncertainty has dampened capital expenditure plans at manufacturing firms. The surge in trading volume suggests increased position-taking or hedging activity among institutional investors, though the price decline reflects cautious positioning amid mixed earnings expectations.

Strategic positioning remains pivotal for the stock. With elevated volumes observed despite the price drop, market participants are closely monitoring whether this represents a consolidation phase or a potential reversal pattern. , . Institutional buying pressure appears evident given the volume-to-price divergence observed in after-hours data.

To set up an accurate back-test I need a few key details that aren’t fully specified yet:

1. Universe • Do you want to rank “all U.S.–listed common stocks” each day, or a narrower universe (e.g., only S&P 1500 constituents, only stocks above a certain price, etc.)?

2. Timing convention • Should the top-500 list be formed with today’s volume and positions opened at today’s close, then closed at tomorrow’s close (Close → Close return)? • Or do you prefer to form the list after the close and open positions the next day at the market open (Close → Open + 1-day holding)?

3. Weighting & sizing • Equal-weight across the 500 names each day, or volume-weighted / market-cap-weighted? • Any cash drag (i.e., fully invested every day) or allow cash if fewer than 500 symbols trade?

4. Trading frictions • Should we include round-trip cost assumptions (bid/ask, commissions, slippage), or run the test frictionless?

5. Benchmark (optional) • Would you like the strategy compared against an index such as the S&P 500 TR?

Once I have these points I can generate the data-retrieval plan, build the daily signal file, and run the back-test from 2022-01-03 to the latest available date.