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, 2025, , ranking it 120th among stocks traded that day. , outperforming broader market trends amid mixed sectoral performance.
The move followed reports of renewed demand for high-capacity storage solutions in projects. Analysts noted that the company’s recent product roadmap aligns with growing data management needs in artificial intelligence and edge computing applications, potentially extending its market cycle advantages.
Short-term liquidity metrics showed improved institutional buying patterns, . However, technical indicators remain neutral, with the stock hovering near critical resistance levels identified by .
To run this back-test precisely we need to clarify a couple of practical details: 1. Universe definition • Do you want to rank every U.S. listed stock each day, or a subset such as the S&P 500 constituents? • If you have a specific ticker list (or an index/ETF that already represents such a basket) please let me know. 2. Re-balancing mechanics • The simplest interpretation is: at each day’s close we form the basket of the 500 highest-volume stocks, hold that basket for the next trading day, then rebalance again. • Please confirm that this is the desired sequence (close-to-close returns, equal-weighted across the 500 names). 3. Data coverage • The current toolset can back-test one ticker (or an index/ETF) at a time. • To implement a 500-stock rotating portfolio we would need either: a) a pre-computed index/ETF that tracks “Top-Volume-500” (if one exists), or b) a custom file that contains the daily portfolio returns you would like to test. Let me know which approach you prefer (or feel free to supply a CSV/JSON of daily portfolio returns). Once I have that, I can run the strategy back-test and present full performance statistics and charts.

Hunt down the stocks with explosive trading volume.

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