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On September 18, 2025, , , ranking 137th in market activity. The stock's performance was influenced by a combination of consumer spending trends and inventory management updates. Recent reports highlighted the retailer's strategic focus on optimizing seasonal product offerings, which analysts suggest could stabilize near-term demand. Additionally, Target's ongoing digital transformation initiatives, including enhanced e-commerce capabilities, were cited as factors supporting investor confidence despite broader retail sector volatility.
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To perform this back-test accurately I’ll need a bit more detail and, importantly, to confirm that the scope matches what our current tool-set can handle. Key points to clarify: 1. Universe • Do you want to consider all U.S. listed common stocks (NYSE + NASDAQ), or a different universe? • Should ADRs, ETFs or preferred shares be excluded? 2. Portfolio construction • Equal-weight allocation to each of the 500 names selected each day? • Rebalance daily at the close, holding for exactly one trading day (buy today’s close → sell next day’s close)? 3. Practical assumptions • Transaction costs or slippage to include? • Any liquidity filter besides “top 500 by volume” (e.g., minimum price)? 4. Tool limitations • Our built-in back-test engine presently evaluates a single-ticker strategy or an event-driven analysis. • A daily-rotating 500-stock basket is a cross-sectional portfolio back-test, which exceeds the engine’s current scope. • Possible work-arounds: – Use a liquid ETF that approximates high-volume stocks as a proxy, or – Narrow the request to a single-security strategy/event that the engine can process. Please let me know how you’d like to proceed—whether to refine the task (e.g., choose a proxy ETF) or if you have alternative parameters in mind.

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