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On October 1, 2025, Emerson (EMR) saw a trading volume of $250 million, a 46% decline from the previous day, ranking it 486th in market activity. The stock edged up 0.01% despite reduced liquidity.
Recent developments suggest muted investor interest in the industrial automation giant. The significant drop in trading volume indicates limited short-term catalysts or market sentiment shifts specific to Emerson. Analysts note the company's stable performance aligns with its defensive positioning in capital goods, though the muted volume may reflect broader market caution ahead of seasonal reporting periods.
A proposed back-test for a "top-500-by-volume" portfolio requires clarification on key parameters: universe scope (e.g., Russell 3000 vs. broader U.S. stocks), timing of volume data (close vs. open), execution methodology, weighting schemes, and slippage assumptions. These variables directly impact the reliability of performance metrics and risk-adjusted returns for high-turnover strategies.
Running a daily-rebalanced "top-500-by-volume" portfolio touches a few practical choices we’ll need to pin down before I can generate a reliable back-test: 1. Universe scope • All U.S. common stocks (∼6,000 names) • A narrower list (e.g., Russell 3000, NYSE + NASDAQ, etc.) 2. Ranking timestamp • Use each day’s closing volume → trade on next day’s open • Use each day’s opening volume (pre-open indications) → trade same day’s open 3. Execution price • Next day’s open (standard for “close-rank, trade-next-open” studies) • Same day’s close (implies intraday execution capability) 4. Weighting method • Equal weight (default) • Volume-weighted or cap-weighted 5. Slippage & fees • Zero (theoretical) • Fixed bps per trade (recommended for realism) 6. Risk controls (optional) • Daily stop-loss / take-profit • Max holding days (beyond the 1-day rule) Could you confirm or adjust these items—particularly your preferred universe, ranking timestamp, and execution price? Once confirmed, I’ll build the data-retrieval plan and run the back-test.

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