Sunrun’s 4.36% Rally Despite 401st Rank in $290M Volume Slide

On October 2, 2025, Sunrun (RUN) saw a trading volume of $0.29 billion, a 29% decline from the previous day, ranking it 401st in terms of trading activity across the stock market. The stock price rose by 4.36% on the day.

The muted trading interest suggests reduced short-term liquidity, potentially linked to seasonal factors or strategic shifts in investor focus. Analysts noted that the volume contraction could signal consolidation phases amid broader market uncertainty, though the price increase indicates lingering demand from core investors.

Reconstructing high-volume trading patterns for back-testing remains technically constrained by current data infrastructure. A practical approach would involve leveraging a proxy index representing actively traded securities or narrowing the universe to a fixed basket of stocks. Both methods aim to replicate market exposure while circumventing limitations in dynamic data aggregation.

To run this back-test accurately we would need, for every trading day since 1 Jan 2022, the complete list of U.S. stocks, their daily dollar volume, and then build an equal-weighted (or dollar-weighted) portfolio of the 500 highest-volume names, holding it one day and repeating the process the next day.