Ondas Holdings Surges 5.44% on $460M Volume, Jumps to 252nd in Market Activity

Generated by AI AgentAinvest Volume Radar
Thursday, Sep 25, 2025 7:11 pm ET1min read
ONDS--
Aime RobotAime Summary

- Ondas Holdings (ONDS) surged 5.44% on $460M volume, ranking 252nd in market activity after a 33.95% trading volume jump.

- Analysts linked the spike to renewed institutional interest, though the company has not disclosed specific strategic details or earnings justifying the rally.

- The surge aligns with healthcare tech sector trends, but back-test strategy discussions highlight challenges in validating the stock's performance through conventional trading metrics.

Ondas Holdings (ONDS) surged 5.44% on Thursday, with a trading volume of $460 million, marking a 33.95% increase from the previous day and ranking the stock 252nd in market activity. The move follows strategic updates and operational progress reported by the company, though specific details remain undisclosed in public filings.

Analysts noted the volume spike as a sign of renewed institutional interest, with the stock’s performance outpacing broader market trends. The surge aligns with recent industry tailwinds in the healthcare technology sector, though OndasONDS-- has not yet released earnings reports or guidance to directly justify the rally.

To run this back-test accurately I need a few extra details and one important clarification: 1. Market universe • Do you want to rank all U.S.-listed equities (NYSE + NASDAQ + AMEX) each day, or restrict the universe (e.g., S&P 500 constituents or another list you have in mind)? • Because all listed U.S. shares exceed 6,000 names, pulling and re-ranking them daily is computationally heavy; limiting the universe can speed things up. 2. Trading-day mechanics • Entry price: buy at today’s close and exit at tomorrow’s close (close-to-close return), or buy at tomorrow’s open and exit at tomorrow’s close (open-to-close return)? • Equal-weight each name each day? (Common default.) 3. Frictional costs • Should I include a per-trade commission or slippage assumption? (If omitted, results will assume zero costs.) If you’re comfortable with defaults, I can assume: • Universe = all U.S. common stocks with > $5 million average daily dollar volume; • Buy at today’s close, sell next close; • Equal-weight; • No commissions/slippage. Let me know if these defaults work or if you’d like adjustments—then I’ll proceed with the data retrieval and back-test.

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