Citigroup's $1.19 Billion Volume Plummets 32% to 78th in U.S. Market as Restructuring and Sector Shifts Take Hold

On September 10, 2025, , . . market, .

Recent developments highlight shifting investor sentiment toward the firm’s capital allocation strategy. , signaling confidence in long-term value creation. However, analysts noted the move coincided with a broader sector-wide reassessment of risk assets amid rising U.S. Treasury yields, which pressured financial stocks.

Internal restructuring efforts have also drawn attention. The bank announced the consolidation of its global wealth management division under a unified digital platform, . While the initiative aligns with industry trends toward tech-driven efficiency, some investors expressed caution over potential short-term execution risks during the transition phase.

To perform an accurate daily-rebalanced back-test we need to lock down a few practical details: 1. Universe • Is “all U.S. listed common stocks (NYSE + NASDAQ + AMEX)” acceptable, or would you like a different universe (e.g., Russell 3000 constituents, S&P 1500, etc.)? 2. Ranking rule • We normally rank on the previous trading day’s volume (since today’s volume is unknown at the open). Is that what you have in mind? 3. Trade timing • Buy at today’s open and liquidate at tomorrow’s close (one-day holding period)? 4. Weighting & costs • Equal-weight each of the 500 names and ignore transaction costs, or should we assume a per-trade commission/slippage? Once these are confirmed I’ll retrieve the volume and price data and run the back-test.