Bank Shares Rank 47th in $1.41B Trading Volume as Sector Navigates Regulatory Scrutiny and Basel III Compliance Challenges

On September 12, 2025, , . . Recent regulatory updates and sector-specific developments have drawn attention to key and capital adequacy ratios across the banking sector.

Analysts highlighted ongoing scrutiny of liquidity buffers and stress-testing protocols as critical factors influencing investor sentiment. A recent industry report underscored the importance of aligning with evolving Basel III requirements, particularly for mid-sized institutions navigating post-pandemic economic recalibration. Meanwhile, regional banks faced pressure from rising delinquency rates in commercial real estate loans, though no systemic threats were flagged in official assessments.

To ensure a rigorous back-testing methodology, clarification is required on two operational parameters. First, defining the universe for the "Top-500-by-volume" list: this could include all U.S. common stocks (NYSE + Nasdaq + AMEX), S&P 500 constituents, or a custom selection. Second, the current platform supports single-ticker strategy evaluations but lacks native capabilities for cross-sectional analyses across 500 tickers daily. Two alternatives exist: either approximate the strategy using high-volume ETFs/indexes or develop a custom multi-asset back-test externally, which would require extended execution time.

Please confirm your preferred universe definition and specify whether you prefer the approximation approach or a tailored custom solution for the back-testing framework.