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On September 8, 2025, , ranking 65th in the market.
Recent corporate announcements highlighted potential operational risks. A pending regulatory review of the company’s new has delayed key client trials, raising concerns about near-term revenue visibility. Analysts noted this could impact Q4 order pipelines for high-volume manufacturing clients
Market participants observed subtle shifts in institutional positioning. , suggesting growing bearish conviction among . This contrasts with broader tech sector strength,
Technical indicators showed mixed signals. While the stock remains above its , bearish divergence emerged in patterns. , indicating active position management by
To run this back-test accurately we need to nail down a few practical details first: 1. Universe • Do you want to scan all listed U.S. common shares (NYSE + NASDAQ + AMEX), or a different market? • ADRs, ETFs, preferreds etc. excluded? 2. Weighting & execution price • Equal-weight each of the 500 names? • Buy at today’s close and liquidate at tomorrow’s close (1-day holding period), or some other execution rule? 3. Rebalancing costs • Should we assume zero transaction costs and slippage, or would you like to include a round-trip cost (e.g. 2
per side)? 4. Feasible approximation The current back-testing engine works ticker-by-ticker. To mimic a 500-stock daily-rotating basket we’ll need to: • Build the daily list of top-volume names, • Calculate an equal-weight basket return, • Feed that series into the engine as a synthetic “ticker”. I can automate that, but please confirm the assumptions above before I start pulling and merging several hundred thousand data points
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