Lam Research's AI-Focused Restructuring Boosts 1.92% Rally with $1.16B Volume Ranking 67th

. 15, , ranking 67th in market activity for the day. The stock's performance followed a strategic shift in its semiconductor tool division, which has streamlined operations to prioritize high-margin plasma etching technologies. This restructuring aligns with growing demand for advanced node manufacturing in AI chip production, particularly from clients in the TSMC ecosystem.

Analysts noted the stock's resilience despite broader market volatility, attributing it to Lam's recent partnership with a leading supplier. The collaboration aims to integrate next-generation metrology solutions into Lam's fabrication processes by Q1 2026. While the company has not disclosed specific financial terms, .

Key technical indicators suggest continued momentum, with the 50-day moving average crossing above the 200-day line last week. Institutional buying activity accelerated in mid-August, . However, , reflecting market uncertainty around near-term forecasts.

I can certainly help you back-test that idea, but before we launch the data pull it would be good to confirm a few practical details so the test matches what you have in mind and fits within the data we can access: 1. Universe definition • "Top 500 stocks by daily trading volume" – do you want this measured across the entire US equity universe each day, or would you prefer a preset index universe (e.g. S&P 500 constituents) and then just take the 500 highest-volume names inside that list? • Constituents change over time. Should we use each day’s actual membership list, or keep today’s list fixed for back-test simplicity? 2. Rebalancing rule • Buy at today’s close, sell at tomorrow’s close (i.e., 1-day holding period)? • Equal-weight each position? • Any transaction-cost assumption? 3. Output • Equity curve and standard performance statistics (CAGR, vol, Sharpe, max drawdown)? • Do you also want the daily long-only portfolio return series stored for further analysis? 4. Practical limits • Pulling daily volume and price for hundreds of tickers is feasible, but it does increase latency. If you’re happy with an S&P 500 universe (or another preset list) the process is quicker because we can fetch a single constituent list and then retrieve volume and price data in batches. Please let me know your preference on the above points, and I’ll set up the data-retrieval plan and start the back-test.