NuScale Shares Drop 4.68 as 610M Volume Slides to 183rd in Market Activity

NuScale Power (SMR) closed on Sept. 16, 2025, , marking its lowest price in recent sessions. , , ranking it 183rd in terms of activity among listed equities. The subdued performance reflects broader market caution ahead of key macroeconomic data releases and regulatory developments in the energy sector.

Recent corporate updates highlighted a strategic shift in NuScale’s project timelines, with the company announcing a phased approach to its small modular reactor deployments. Management emphasized cost optimization measures and extended permitting schedules, which analysts suggest could delay revenue recognition but strengthen long-term operational flexibility. The move aligns with industry trends toward risk mitigation in capital-intensive energy infrastructure projects.

Back-testing parameters for NuScale’s trading activity require precise execution to ensure reproducibility. The process involves defining a U.S.-listed equity universe, specifying entry/exit price conventions, and constructing a of 500 stocks. Custom aggregation is necessary to track collective performance, as the platform’s current framework evaluates single tickers. Users are advised to confirm preferences for either full-scale implementation or a scaled-down test using benchmark constituents like the S&P 500.

To run this back-test in a way that is both accurate and reproducible, I need to nail down a few practical details: 1. Universe • Do you want to screen U.S.-listed common stocks only (NYSE + NASDAQ), or a broader / different universe? 2. Entry & exit price • Should the trade be entered at the next day’s open (using the previous day’s volume rank) and exited at that day’s close, or do you prefer close-to-close? 3. Portfolio construction • The request involves buying 500 different stocks each day. Our built-in back-test engine evaluates a single ticker at a time, so to replicate your idea I would: – Create a daily, equal-weight portfolio of the top-volume names, then – Track the portfolio’s aggregate return. This requires a custom aggregation step outside the standard single-ticker engine. Is that acceptable, or would you like me to demonstrate the concept on a smaller subset (e.g., SPY constituents) so it fits the single-ticker framework?

Let me know your preferences and I’ll set the test up right away.