Nebius Group's High-Volume Strategy Surpasses Benchmark with 166.71% Return and 1.14 Sharpe Ratio Despite 322nd Market Activity Rank

Nebius Group (NBIS) rose 1.77% on July 30, 2025, with a trading volume of $390 million, a 28.91% decline from the previous day, ranking it 322nd in market activity. The stock's performance followed a strategic trading approach that selected top 500 high-volume stocks for one-day holdings, delivering a 166.71% cumulative return since 2022. This strategy significantly outperformed the benchmark index's 29.18% gain over the same period, generating a 137.53% excess return with a 31.89% compound annual growth rate.

The volume-based strategy demonstrated robust risk-adjusted performance, achieving a Sharpe ratio of 1.14 and avoiding any maximum drawdown. Its effectiveness highlights the market's tendency to reward liquidity-driven positions, particularly in high-activity stocks like Nebius. Analysts note that the strategy's success underscores the importance of liquidity concentration in short-term trading frameworks.

Backtested results confirm the strategy's viability, with the 166.71% return from 2022 to the present exceeding the benchmark by a margin of 137.53%. The approach's 31.89% CAGR and Sharpe ratio of 1.14 validate its ability to balance risk and reward, offering investors a low-risk method to capitalize on market dynamics through high-volume security selections.