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On October 10, 2025,
(AVGO) closed at a 5.91% decline, marking its largest single-day drop since [insert relevant date reference]. The stock traded with a $9.63 billion dollar-volume, representing a 58.4% surge from the previous day’s activity and ranking ninth among U.S. equities in trading intensity. The sharp selloff occurred amid heightened market volatility and sector-specific dynamics, though no direct company-specific catalysts were disclosed in the referenced materials.Analysts observed that the sell-off aligned with broader chipmaker sector weakness, as investors recalibrated exposure to high-growth technology stocks following mixed guidance from peer companies. Trading volume spikes often signal institutional activity or algorithmic trading patterns, though no concrete evidence of large-scale hedge fund activity or derivative position adjustments was identified in the available data. The stock’s performance contrasted with its recent outperformance against the S&P 500 over the preceding quarter.
To run this back-test accurately I need to clarify a few practical details so the test matches your intention: 1. Market universe • Should we use all U.S. listed common stocks (≈ 6 000 names) or a more defined universe such as the Russell 3000 or S&P 1500? • Are ADRs, ETFs and preferred shares excluded? 2. Volume definition • Rank by share volume or by dollar volume (volume × close price)? 3. Execution price • Buy at today’s close and sell at tomorrow’s close (Close-to-Close), or open-to-close, etc.? 4. Weighting and sizing • Equal-weight the 500 names each day, or weight by volume (or something else)? • Ignore transaction costs/slippage, or apply a commission assumption? Once these points are settled I can automatically generate the daily portfolio, create the entry/exit signals and send them to the back-testing engine.

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