BJ Wholesale Club Gains Ground as $230M Volume Secures 497th Market Rank

On October 2, 2025, BJ Wholesale Club (BJ) rose 0.30% with a trading volume of $230 million, ranking 497th in total market activity. The stock's performance reflects moderate investor interest amid mixed retail sector dynamics.

Analysts noted that BJ's trading pattern aligns with broader market trends showing reduced momentum in value-oriented retail stocks. Recent earnings reports highlighted operational efficiency gains but also underscored challenges in maintaining high-margin product categories. Institutional ownership levels remained stable, with no significant inflows or outflows reported in the latest quarter.

Market participants observed that BJ's volume profile suggests limited short-term speculative activity. The stock's position in the mid-cap segment continues to attract tactical investors seeking exposure to the discount retail space without full-sector commitments. Technical indicators show the stock trading within a consolidation range, with key resistance levels near its 52-week high.

To run this back-test in a sound, implementable way I need to pin down a few practical details: Universe • All U.S. common stocks (≈ 4 000 tickers) – or a narrower list such as the current S&P 500 constituents? "Trading volume" definition • Raw share volume, or dollar volume (shares × close)? Trade execution convention • Select today’s top-500 after the closing auction, buy them at next day’s open, exit at next day’s close (classic 1-day hold, no look-ahead). • Or buy at the same day’s close and exit the following close (which uses same-day data in real-time)? Capital allocation • Equal-weight each position? • Any per-trade or per-day cash limit? Transaction costs / slippage • Include a fixed bps cost (e.g. 5 bps in/out), or ignore? Once these are settled I can generate the data-retrieval plan and run the daily re-balance back-test from 2022-01-03 through today. Let me know your preferences.