KeyCorp Climbs 0.43% on $550M Volume, Ranks 215th in Market Activity

On September 17, 2025, , , . The stock’s modest gain reflected selective investor interest amid broader market consolidation, though volume levels remained below average for the sector.

Recent developments suggest KeyCorp’s performance was influenced by a combination of sector-specific dynamics and operational clarity. Analysts noted that the regional bank’s , highlighted in recent regulatory filings, provided a degree of stability amid volatile market conditions. Additionally, a strategic partnership with a fintech firm, announced earlier in the month, signaled potential , reinforcing institutional confidence.

To run this back-test accurately I need to pin down a few practical details: 1. Universe definition • “Top 500 stocks by daily trading volume” can be drawn from many markets. • Should I screen the entire U.S. equity universe (NYSE + NASDAQ) each day, or a specific index such as the Russell 3000? 2. Ranking metric • Do you want to sort by dollar volume (shares × price) or by raw share volume? • Ties: equal-weight all names ranked ≤ 500? 3. Trade execution convention • Enter at today’s close and exit at tomorrow’s close (close-to-close return), or enter next day’s open and exit next day’s close (open-to-close return)? • Equal-weight portfolio re-balanced daily? 4. Practical note on tooling My current back-test engine evaluates one ticker at a time. To implement a daily-rebalanced 500-stock portfolio we’d need to approximate (e.g., construct a ) or split the calculation externally. – If an approximation is acceptable (for example, using an we rebalance monthly instead of daily), please let me know. – Otherwise, we may need to export data for offline processing. Let me know your preferred assumptions and whether an approximation is acceptable, and I’ll proceed immediately.