Archer's Trading Volume Surges 33.27% to $290M on October 8 2025 Ranks 394th in Market Activity

Archer saw a 33.27% surge in trading volume to $0.29 billion on October 8, 2025, ranking 394th in market activity. The stock closed at $X.XX, with its peer ADM down 1.07% for the session.

Backtesting analysis requires clarification on key parameters: whether to use all U.S. stocks or a subset like the Russell 3000/S&P 500. Transaction assumptions including entry/exit timing and cost structures also need definition. The process involves evaluating approximately 2 million data points across 700 trading days, though narrower universes would improve computational efficiency.

To run this back-test accurately I need to pin down a few practical details that aren’t fully specified yet. Once these are clear I can generate the daily trading signals and evaluate the strategy.

1. Stock universe • Do we use all U.S. common stocks (NYSE + NASDAQ + AMEX)? • Or a narrower group such as the Russell 3000 or S&P 500 constituents?

2. Trade price • Buy at the close and sell at the next day’s close (close-to-close)? • Or buy the next day’s open and sell that same day’s close (close-to-open)?

3. Transaction assumptions • Ignore commissions/slippage, or apply a flat allowance per trade? • Equal-weight each position at entry (typical for this type of turnover)?

4. Practical limits Ranking every listed stock by volume each day means processing thousands of tickers (≈3 000) for ≈ 700 trading days – over 2 million data points. That is feasible, but if a smaller universe is acceptable (e.g., Russell 3000 or S&P 500) it will speed things up markedly.

Please let me know your preferences (especially #1 and #2). As soon as these are confirmed I’ll generate the signal file automatically and run the back-test.