Lowe's Trading Volume Surges 44.84 Yet Stock Plunges 0.95 Ranking 147th Amid Institutional Buys and Insider Sells

On September 17, 2025, , . , ranking 147th in trading activity. Institutional investors, including Woodline Partners LP, significantly increased their holdings in the first quarter, , . Vanguard Group and Goldman Sachs also added to their positions, reflecting sustained institutional interest.

, , . Despite strong earnings, insider sales raised concerns. , , , . , .

Analyst activity highlighted mixed sentiment. , respectively, while Gordon Haskett and Stifel Nicolaus maintained "hold" ratings. . However, . , with no major shifts in hedge fund positions.

To run this back-test for you I need a few extra details so I can set up the data pull and simulation correctly: 1. Market universe • US-listed common stocks (NYSE + NASDAQ + AMEX) – is that acceptable, or do you have a different universe in mind? • Should any ETFs, ADRs or preferred shares be excluded? 2. Ranking & execution convention • Do we rank stocks by the previous trading day’s total dollar volume, then buy them at the next day’s open and sell at that day’s close (one-day hold)? – This is the most common convention because the prior day’s volume is known before the open. • If you prefer “buy at today’s close, sell next day’s close”, let me know. 3. Transaction costs • Should we include an estimate of commissions/slippage (e.g., 1 bp per side), or assume frictionless trading? 4. Rebalancing capital • Equal-weight each of the 500 positions each day? • Any constraints on position sizing (e.g., max 5 % of average daily dollar volume)? Once I have these details I’ll generate the data-retrieval plan and run the back-test.