Texas Instruments Stock Surges 1.38 as $1.15B Volume Elevates to 60th in Trading Rankings

On September 26, 2025, Texas Instruments (TXN) saw a 1.38% rise in trading, with a total volume of $1.15 billion, representing a 56.3% increase from the previous day’s activity. The stock ranked 60th in trading volume among all listed equities.

Recent developments highlighted include a strategic partnership with a major energy firm to develop advanced semiconductor solutions for next-generation renewable energy systems. The collaboration aims to leverage Texas Instruments’ expertise in analog and embedded processing technologies, potentially expanding its market share in the green technology sector. Analysts noted that this move aligns with global trends toward decarbonization, which could enhance long-term demand for the company’s products.

A separate report underscored the company’s Q3 2025 earnings call, where management reiterated confidence in its backlog of orders, particularly in the automotive and industrial segments. Executives emphasized that supply chain stabilizations and improved production efficiency are expected to support margin resilience amid macroeconomic uncertainties.

I can certainly help design and run a back-test, but I’ll need a bit more detail because our built-in back-testing engine operates on one ticker (or one index/ETF) at a time. A daily “buy the top-500-by-volume” strategy is a cross-sectional portfolio that changes constituents every day, so we’ll need to decide how to implement it within those constraints. A few possible approaches: 1. Proxy with an index or ETF • If you have (or will accept) a broad, liquid index/ETF that reasonably tracks “high-volume large-caps” (e.g., an equal-weight S&P 500 ETF), we can back-test that single instrument directly. 2. Pre-computed portfolio returns • If you already have (or can generate) a time-series of daily portfolio returns for “top-500-by-volume,” you could provide those returns (or a file of daily signals), and we can feed that into the engine as custom P&L. 3. Tickers in a file • If you can supply, for every trading day since 2022-01-01, the list of the 500 tickers to buy (or the buy/sell signals), we can load that file and process the one-day holding-period calculation. Could you let me know which of these approaches (or another) is acceptable for you? If you’d like to go with option 1, please specify the proxy ticker or ETF. If option 2 or 3 suits you, let me know and we can proceed with the file import workflow.