High-Volume Stocks Outperform with 166% Return vs 29% Benchmark as Sysco Ranks 381st in Liquidity

On August 11, 2025, Sysco (SYY) closed with a 0.97% decline, trading with a daily volume of $0.27 billion, ranking 381st in market liquidity. The stock’s performance aligned with broader market dynamics favoring high-volume equities in volatile conditions.

Backtest data reveals that strategies targeting the top 500 most liquid stocks by daily trading volume have generated a 166.71% cumulative return since 2022, significantly outperforming the benchmark’s 29.18% gain. This highlights the outsized influence of liquidity concentration on short-term price action, particularly in environments marked by heightened volatility.

High-volume stocks, including those with substantial daily trading interest like Sysco, tend to exhibit sharper price responses to macroeconomic catalysts and sector-specific news. The strategy’s 137.53% alpha over the benchmark underscores the advantage of capitalizing on liquidity-driven momentum in fragmented markets.

The 166.71% return from 2022 to present for the volume-screened strategy demonstrates the efficacy of liquidity-focused approaches in capturing near-term opportunities. This performance gap reinforces the strategic value of liquidity as a proxy for market participation and price discovery efficiency.