EOG Resources' $390M Volume Ranks 293rd in Market Activity Amid Mixed Energy Sector Sentiment

On October 7, 2025, EOG Resources (EOG) closed at unchanged levels, with a trading volume of $0.39 billion, ranking 293rd in market activity for the day. The stock's performance reflected a neutral market sentiment amid mixed energy sector dynamics.

Recent developments suggest EOG's operations remain focused on optimizing production efficiency in its core Permian Basin assets. Analysts noted that the company's recent capital allocation strategy has prioritized high-return projects, which could support long-term shareholder value despite short-term volatility. No major earnings releases or strategic announcements directly impacted the stock's movement on the reported date.

It sounds like you’d like to back-test an intraday-rebalanced, 500-stock portfolio that is selected anew each day on the basis of trading volume, then liquidated the next day (“1-day hold”). At the moment, the available back-testing engine in this workspace is designed for a single-ticker stream of buy/sell signals. To replicate a 500-stock, daily-rebalanced portfolio we would need per-day volume data for the full stock universe and a way to compute an equal-weight (or value-weight) composite return across those 500 tickers. That functionality isn’t exposed directly through the current tool set.

I can proceed in either of two ways: 1. Approximation route • Instead of ranking hundreds of individual stocks, we could use a liquid broad-market ETF (e.g., SPY or VTI) and run a “buy today, sell tomorrow” test. • This does not measure the stated top-volume strategy but can show the impact of 1-day holding periods versus buy-and-hold. 2. Full custom route (requires data you supply) • If you already have a file listing the daily constituents (the 500 tickers for each trading day from 2022-01-01 onward) or a daily return series of the resultant portfolio, I can import that as a signal file and run the proper back-test. • The file would need either: a) explicit open/close signals for a single synthetic ticker representing the portfolio, or b) a daily P&L time series we can feed into the performance engine.