Lowe’s (LOW) Falls to 186th Percentile in Dollar Volume as Trading Dips 40.35% to $540M

On September 23, 2025, , . , .

Recent developments suggest mixed investor sentiment toward the home improvement retailer. Analysts noted reduced institutional buying pressure amid broader retail sector volatility. , though no major operational announcements were disclosed to directly impact share price dynamics.

, . , .

To deliver a rigorous back-test we need to nail down a few practical details and also confirm you’re happy with the way our current engine handles multi-stock strategies: 1. Trading universe • All U.S. listed common stocks (NYSE + NASDAQ + NYSE Arca)? • Or a narrower list (e.g., S&P 1500 constituents)? 2. Selection / timing convention • Rank by today’s dollar volume (shares × close) using the daily close, then • Open positions at tomorrow’s market open and exit at that day’s close (1-day holding period)? (This is the most common “end-of-day signal, trade next open” workflow.) 3. Weighting & capital allocation • Equal-weight across the 500 names each day? • Ignore transaction costs/slippage, or use a standard estimate (e.g., 5 bp per leg)? 4. Tool-set note Our current back-testing engine works on one ticker at a time. To study a 500-stock daily-rebalanced portfolio we have two choices: a) Build an aggregated daily portfolio return series offline (requires extra scripting outside the engine); or b) Approximate with a representative ETF or a subset of names. If you’d like the full 500-stock portfolio result, please confirm that approach (it will take a few more minutes while I compose the aggregated series). If an approximation is acceptable, let me know which route you prefer.