High-Volume Strategy Soars with 166.7% Return as Eli Lilly Slides to 25th in Trading Activity

On July 30, 2025, Eli Lilly (LLY) recorded a trading volume of $3.32 billion, a 39.07% decline from the previous day, ranking 25th in market activity. The stock closed with a 0.38% decline, reflecting subdued investor engagement despite its position as a top-tier pharmaceutical name.

A volume-driven strategy focused on high-liquidity stocks has demonstrated compelling performance over recent years. The approach, which involves purchasing the top 500 stocks by daily trading volume and holding for one day, generated a 166.71% return from 2022 to July 30, 2025. This far exceeded the benchmark index’s 29.18% return, producing an excess return of 137.53%. The strategy’s compound annual growth rate of 31.89% underscores its ability to capitalize on market dynamics while maintaining strong risk-adjusted returns.

The success of this strategy was broad-based, with consistent gains observed across multiple high-volume equities. While specific sector allocations were not disclosed, the methodology highlights the role of liquidity and short-term sentiment in driving capital appreciation. Investors appear to favor assets with immediate tradability, aligning with broader market trends toward volume-sensitive positioning.

The strategy of buying the top 500 stocks by daily trading volume and holding them for one day delivered a 166.71% return from 2022 to July 30, 2025. This outperformed the benchmark return of 29.18%, generating an excess return of 137.53%. The compound annual growth rate (CAGR) for this strategy was 31.89%, indicating strong risk-adjusted performance and capital appreciation potential.