Costco's 0.84% Rally Drives $1.47B Volume, 51st in U.S. Equity Rankings Amid Retail Volatility and Inflation Fears

On September 11, 2025, Costco (COST) closed at 0.84% higher, with a trading volume of $1.47 billion, ranking 51st in dollar volume among U.S. equities. The stock’s performance followed a mixed session marked by shifting investor sentiment toward retail sector dynamics and macroeconomic signals.

Analysts noted that Costco’s recent earnings report highlighted resilience in membership growth and supply chain efficiency, which offset broader retail sector volatility. The company’s international expansion plans and inventory management strategies were cited as key factors underpinning investor confidence, though market participants remained cautious about inflationary pressures affecting discretionary spending.

To run this back-test accurately we need to make a few practical choices and confirm some details with you first. Universe: US-listed common stocks (NYSE + NASDAQ) – is that acceptable? Delisting/IPO handling – include only stocks that have price data for the full 2022-present period, or allow changing membership day-to-day? Ranking logic: Daily ranking uses the previous trading day’s dollar volume (Close × Volume) so the information is known at trade time. Each day we buy the 500 names with the highest dollar volume, equally weight them, and close all positions the next trading day at the close. Sound good? Costs / slippage: Default: zero transaction costs and perfect liquidity. If you’d like to include explicit costs (e.g., 2 bp entry + 2 bp exit) please specify. Tool limitation & implementation note: Our built-in back-test engine is designed for single-ticker or single-event studies. For this cross-sectional “top-500 liquidity” strategy we will stitch together: A data-collection step that builds an equal-weighted “synthetic index” of the 500 selected stocks each day. A custom P&L series for that index. Feeding that P&L into the back-test engine as the price of a virtual ticker. This workflow is feasible, but requires the universe and cost assumptions above to be locked in before I fetch data. Please let me know (1) if the proposed universe and rules are acceptable and (2) whether you’d like to add transaction costs. Once confirmed, I’ll start the data-retrieval plan and run the test from 2022-01-03 through today.