Vistra Surges 7.96% on $1.85 Billion Volume, Ranks 39th in Daily Trading Activity

Generated by AI AgentAinvest Volume Radar
Wednesday, Sep 10, 2025 8:00 pm ET1min read
Aime RobotAime Summary

- Vistra (VST) surged 7.96% on Sept 10, 2025, with $1.85B volume, ranking 39th in trading activity.

- A back-test strategy selects top 500 U.S. stocks daily by volume, forming an equal-weighted portfolio for next-day liquidation.

- Evaluated from Jan 3, 2022, to Sept 10, 2025, it assesses returns, volatility, Sharpe ratio, and max drawdown in a frictionless market.

- The test aims to validate volume-driven momentum capture and risks in high-frequency trading using liquidity signals.

, 2025, , . , reflecting heightened investor interest amid mixed market conditions.

The back-test strategy outlined involves selecting the top 500 U.S.-listed stocks daily based on trading volume, forming an equal-weighted portfolio, and liquidating positions at the close of the next trading day. This process, , , , , , , volatility, , , . .

Key parameters include maintaining a survivorship-bias-free universe of NYSE, NASDAQ, and NYSE Arca-listed common stocks. , ensuring continuous portfolio turnover. , .

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Hunt down the stocks with explosive trading volume.

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