Berkshire Hathaway A Surges on 67% Volume Spike Climbs to 395th in Trading Rank

On September 25, 2025, Berkshire Hathaway A (BRK.A) traded at 0.10% higher, with a trading volume of $0.29 billion, marking a 67.18% increase compared to the previous day. The stock ranked 395th in trading volume among all listed equities, indicating moderate liquidity activity despite the surge in share turnover.

Recent market dynamics highlighted the company's strategic positioning amid evolving economic conditions. Analysts noted that Berkshire's performance remained insulated from broader market volatility, reflecting its diversified portfolio and long-term investment approach. The firm's recent portfolio adjustments, including increased stakes in energy and financial sectors, underscored its focus on resilient asset classes. These moves align with its historical strategy of capital preservation during periods of macroeconomic uncertainty.

To build an accurate back-test I need to pin down a few implementation details: Universe: Do you want to consider every U.S. common stock (NYSE + NASDAQ + AMEX), or a narrower list (e.g., Russell 3000 constituents)? Weighting & re-balancing: Should the 500 names be equally weighted at each re-balance, or volume-weighted? Re-balance at the close every day and hold for one trading day, correct? Trading frictions: Any commission or bid/ask slippage assumptions to include? Practical constraints: Our current tool-set is designed for single-ticker or event-based back-tests. To evaluate a 500-stock daily-rebalanced portfolio we can: a) construct a custom “Top-500-by-volume” index internally and back-test that, or b) approximate the idea with an available ETF / index if one meets your needs. Please let me know which route you prefer. Once these points are settled I can generate the data-retrieval plan and run the back-test.