Valero Energy's $350M Volume Ranks 322nd as Stock Slumps 0.15% Amid Mixed Energy Sector Liquidity Dynamics

On October 7, 2025, Valero Energy (VLO) traded with a volume of $350 million, ranking 322nd in terms of trading activity across U.S. equities. The stock closed down 0.15% for the session.

Recent market activity reflected mixed sentiment toward energy sector liquidity dynamics. With crude oil prices stabilizing near key technical levels, institutional positioning in refining equities showed uneven divergence. Valero's volume profile indicated moderate short-term interest, though broader market breadth limited momentum. Analyst commentary highlighted that the stock's performance remained sensitive to near-term crude differentials and regional fuel demand patterns.

Back-test parameters for evaluating volume-based strategies require clarification on universe constraints and weighting methodologies. Key considerations include the scope of stock universes (e.g., S&P 500 vs. broader market), rebalancing rules (equal-weight vs. volatility-adjusted), and transaction cost assumptions. Implementation challenges arise from data intensity when tracking liquidity metrics across large universes, necessitating either universe restrictions or approximation methods for practical execution.

To run this back-test accurately, specific parameters must be defined: 1) Universe scope (all U.S. stocks, S&P 500, or custom set); 2) Rebalancing rules (equal-weight, inverse volatility, etc.); 3) Transaction assumptions (zero costs, close pricing). For large universes, approximations like top 1,000 liquid stocks by average dollar volume may be necessary due to data limitations. Please confirm preferred parameters or adjustments for test construction.