Microsoft Stock Plunges 2.55% on $15.9B Surge in Trading Volume Ranking Fourth as CEO's Sale and Tech Sell-Off Fuel Investor Jitters

, , . , raising concerns about insider sentiment amid a broader tech sector selloff. The Nasdaq Composite also dipped, reflecting weakness in large-cap tech stocks like Amazon and Nvidia. Meanwhile, .

. jobs data, . Additionally, , . While these factors contributed to short-term volatility, Microsoft’s core business remains resilient, .

Analysts noted that Nadella’s sale, though significant, aligns with pre-planned trading rules and does not necessarily signal distress. However, . ’s AI initiatives, while posing long-term challenges, are not yet operational, . The stock’s decline, while notable, reflects market overreaction to incremental risks rather than fundamental shifts in the company’s outlook.

I can certainly help design and back-test this idea, but a couple of key details have to be nailed down first: 1. Market universe—Do you want “all U.S. listed equities,” only “S&P 500 constituents,” or some other universe? 2. Trade-price convention—Enter at today’s close and exit at tomorrow’s close, or enter at tomorrow’s open and exit at tomorrow’s close? 3. Rebalancing frequency—Run the screen daily and hold exactly 1 day, or adjust otherwise? 4. Transaction costs/slippage—Include assumptions (e.g., 2 bps each side) or ignore? Please specify preferences to proceed.