Monolithic Power Rises 0.86 as $340M Volume Ranks 337th in Market Activity

, 2025, , ranking 337th in market activity. The stock's performance came amid mixed sectoral trends as investors assessed broader market dynamics and sector-specific catalysts.

Analysts noted limited direct news flow impacting MPWR during the session. The firm's recent earnings release highlighted stable revenue growth in its power management solutions segment, though no material guidance changes were disclosed. Institutional activity remained subdued, with no significant institutional transactions reported in the trading day.

Market structure analysis revealed MPWR's volume concentration in mid-cap semiconductor stocks, with no notable short-term arbitrage opportunities. The stock traded within its 52-week range, maintaining its position relative to key technical levels without breaking through critical resistance or support thresholds.

I understand you’d like to test a daily-rebalanced, 500-stock portfolio based on each day’s highest trading volume. At the moment, the available back-testing tools here work on a single ticker (or a single event series) rather than on a cross-sectional portfolio of many tickers. To run your idea faithfully we’d need multi-asset portfolio capability, which isn’t exposed in this interface.

Two possible ways forward: 1. Approximation route • Use a broad-market ETF (e.g., SPY, VTI) or an index proxy that is already highly volume-weighted, and back-test a 1-day holding period. This won’t exactly replicate the “top-500-by-volume” portfolio, but can still shed light on whether a 1-day mean-reversion/momentum effect exists. 2. Custom analysis outside the current tool-set • Export the relevant daily volume data, build the cross-sectional portfolio logic in an external environment, and then import the resulting daily P&L series for performance evaluation. This would require writing custom code beyond the built-in tools.

How would you like to proceed?