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Valero Energy Corp. (VLO) rose 2.10% on Sept. 25, with a trading volume of $0.70 billion, ranking 164th in market activity. The stock’s performance reflects broader energy sector dynamics amid shifting crude oil prices and refining sector fundamentals.
Analysts noted that Valero’s recent gains align with improved refining margins in the Gulf Coast region, where the company operates a significant portion of its U.S. refining capacity. Industry reports highlighted seasonal demand patterns and inventory adjustments as key drivers for the sector, though no company-specific earnings or operational updates were disclosed in the period.
To build a robust back-test for this idea I need to pin down a few practical details: 1. Market universe • Do you want to rank every U.S.-listed common stock each day, or limit the search to a defined index (e.g., S&P 1500, Russell 3000, Nasdaq-100, etc.)? 2. Rebalancing mechanics • Should the portfolio be equally weighted across the 500 names each day, with a complete rebalance every session (i.e., buy at today’s close, hold one session, sell at tomorrow’s close)? 3. Transaction costs / slippage • Do you want to include any estimate of commissions, bid-ask spread or market impact? (If not, I’ll assume zero.) 4. Benchmark • Should we compare results to a benchmark index (e.g., SPY) for context? Let me know your preferences on these four points and I’ll set up the data-retrieval plan and run the back-test.

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