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On Sept. 18, 2025, , ranking 114th in dollar volume among listed stocks. The rail giant's performance coincided with a broader market rally driven by energy sector strength and improved freight demand indicators.
Recent regulatory developments highlighted the company's strategic positioning. The Surface Transportation Board approved Union Pacific's proposed rate adjustments for key agricultural corridors, a move analysts view as crucial for maintaining profitability amid rising input costs. Concurrently, , outpacing most competitors in the sector.
Operational updates reinforced market confidence. , with executives emphasizing enhanced network reliability during peak shipping periods. .
To run this back-test accurately I’ll need a few additional details: 1) Universe scope - Should we look at all U.S. listed common stocks (NYSE + NASDAQ + AMEX) or a different exchange set? 2) Weighting method - Do you want the 500 names to be equal-weighted each day, or weighted by their dollar trading volume? 3) Price points - Enter at today’s close and exit at tomorrow’s close (typical for a “hold one day” rule)? 4) Practical constraints - The current back-testing engine can only process one ticker at a time. To evaluate a 500-stock daily basket we’ll need to synthesize a portfolio series (equal-weighted or volume-weighted index) and feed that into the engine. Is that acceptable, or would you prefer analysing a single representative ticker/ETF instead? Once I have these clarifications I can proceed with the data-gathering and calculation steps.

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