Vistra’s $1.21B Volume Cracks Top 100 in Market Activity

On October 6, 2025, Vistra (VST) traded with a volume of $1.21 billion, ranking 86th in market activity. The stock closed down 0.78%, indicating a mixed session for the energy provider.

Developing a daily-rebalanced "Top-500-by-volume" strategy requires clarification on several implementation details. Key considerations include the market universe (U.S. listed stocks or others), volume definition (share or dollar volume), trade price conventions (closing prices or next-day opens), and portfolio construction (equal-weighting all 500 stocks). Additionally, the practical scope involves handling large datasets, as the current back-test engine is single-ticker oriented. Automation is feasible but may require significant time and generate substantial intermediate data. Users must specify preferences on these points before the back-test can proceed.

To build the strategy, implementation details must be confirmed. The market universe could restrict to U.S. common stocks (NYSE, NASDAQ, AMEX) or expand. Volume rankings may prioritize raw share volume or dollar volume. Trade price conventions could use same-day close prices for entry and next-day closes for exits, or incorporate next-day open prices. Portfolio construction typically involves equal-weighting all 500 stocks daily, excluding transaction costs and slippage unless specified. The practical scope includes pulling daily volume rankings and price series for all stocks in the top-500 list from 2022 to present, which demands substantial data processing. The current back-test engine is single-ticker focused, requiring a synthetic index for the equal-weighted portfolio. Automation is possible but may be time-intensive due to the dataset size. Users must confirm preferences on these parameters to proceed.