Uniteds 431st Ranked 260M Volume Sheds Light on Liquidity Strategy Back Test Amid Sector Pressures

Generated by AI AgentAinvest Volume Radar
Wednesday, Sep 10, 2025 6:39 pm ET1min read
Aime RobotAime Summary

- United (UTHR) closed with $260M volume (431st ranked), down 1.81% amid sector-specific pressures.

- A liquidity-driven strategy back-test evaluates top 500 U.S. stocks by daily volume for 1-day holding periods.

- The 3-year study (Jan 2022-Sep 2025) analyzes returns, Sharpe ratios, and drawdowns to assess high-liquidity assets.

- Using 10TB of historical data, the framework aims to validate liquidity-based strategies as systematic investment tools.

On September 10, 2025, , ranking 431st in market activity. , reflecting sector-specific pressures rather than broad market trends.

Recent developments highlight evolving dynamics in liquidity-driven strategies. A systematic back-test framework has been established to evaluate volume-based equity selection, focusing on primary-listed U.S. common stocks. , selects top 500 names, and constructs an equal-weighted portfolio held for one trading day. , 2022, to September 9, 2025).

The strategy’s parameters include daily volume and closing price data for all qualifying stocks. , , , maximum drawdowns, . Initial assumptions exclude transaction costs and slippage to isolate the strategy’s inherent advantages. Adjustments to weighting schemes or inclusion criteria remain optional pending further input.

, . The final output will provide a comprehensive assessment of liquidity-based equity strategies, offering insights into their viability as systematic investment approaches.

Encuentren esos valores que tengan un volumen de negociación excepcionalmente alto.

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