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. 11, 2025, , . equity market. The stock’s performance followed a sharp reversal in trading dynamics after a prolonged period of consolidation, with volume metrics suggesting heightened short-term institutional interest.
, though no direct corporate announcements were reported. , contrasting with typical momentum-driven rallies seen in the sector.
To run this back-test rigorously I need to pin down a few practical details that aren’t fully specified yet: 1. . listed common stocks, ? 2. ? ? 3. . . . . Slippage / transaction-cost assumption (e.g., ? 4. . I can do this, but pulling that much data in one shot is heavy; if you are comfortable limiting the universe (e.g., , . Once these items are clarified, I can generate the data-retrieval plan and run the strategy back-test. Let me know your preferences and I’ll proceed right away.

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