Blackstone's $870M Volume Spike Ranks 117th Amid 0.05% Share Dip

On September 17, 2025, , . Despite the heightened activity, , reflecting a mixed market sentiment amid broader sector volatility.

The sharp rise in volume suggests heightened investor engagement, potentially driven by strategic positioning or liquidity demands. However, the modest price drop indicates that buying pressure failed to overcome selling momentum. Analysts note that Blackstone’s performance remains sensitive to macroeconomic cues and sector-specific dynamics, though no company-specific catalysts were reported to influence the trade.

It sounds like you’d like to simulate a daily-rebalanced, 500-stock portfolio whose constituents change every day based on each stock’s trading volume. At the moment, the back-testing engine I can access works on a single ticker (or an index/ETF) at a time. It does not yet support automatically building and rebalancing a multi-asset portfolio whose membership changes each day. Two practical ways forward: 1. Proxy with an index/ETF • If you have an ETF (or index series) that already tracks “high-liquidity” or “most-active” stocks, we can back-test that instead. • Example tickers: – “SPY” (S&P 500, market-cap based) – only an approximation – “RSP” (equal-weighted S&P 500) – Any other liquidity-based index you know of. 2. Narrow the scope • Pick one specific stock (or a small, fixed basket) and test the “1-day hold after high-volume” idea on that ticker(s). • We could, for instance, buy a stock only on days when its volume ranks in the top x % of its own history, hold 1 day, and evaluate that rule. Please let me know which path you’d prefer (or suggest another), and I’ll set up the appropriate back-test for you.