US ADVANCED COMPUTING INFRASTRUCTURE, INC.
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Price and Volume Spikes

Some stocks exhibit anomalous trading behavior in that they had either a large increase in trading volume (a volume spike) or a dramatic price move (a price spike) over the past year of trading. These are significant volume changes or price moves that may present an investment or trading opportunity depending on the situation.

We also see stocks each day trading well above, or well below their average daily trading volume. This also tells us where the attention is within the market. For example, One day this week two cannabis stocks traded at 10x and 23x average volume, and Hostess Brands (maker of Twinkies) traded at 8.6x average volume. Coincidence? (actually, it isn't related but there is a joke in there somewhere). We also saw Oracle Corp trading 7.7x last year's volume based on their latest earnings report.

We also see stocks trading as low as 1% of last year's volume. Forgotten names.

In our 'slow' Chicago Quantum Net Score run where we do a more detailed analysis of anomalies like these, we publish the full set of stocks each day that have anomalous price or volume spikes over the past 253 days. 
​
Price Spikes are measured as a percentage of e, or 2.718, that they rose or fell a multiple of 1/e in a day (about 38%). Our score reflects a multiple of e (~2.71). So, a score of -1 means the stock fell 1/e, or fell 37% in one day, and a score of 1 means the stock rose by e/1, or it went up by 271%.

​Volume spikes are measured on a basis of multiples of average trading volume, and usually the list gets interesting around 50x.​

Copyright 2023 US Advanced Computing Infrastructure, Inc.  
Chicago Quantum (SM) is a protected service mark, registration 113562, by the Secretary of State of Illinois.
US Advanced Computing Infrastructure CRD#: 316375
Business Mailing Address: 833 Central Avenue #1292, Highland Park, Illinois 60035-7292

Disclaimer: 
All investing, stock forecasts, and investment strategies include the risk of loss of your capital.  Please do your due diligence and research before investing.  Statements made on our website or in social media are not investment advice.  They do not take into account your unique circumstances, risk tolerance or investing objectives.  Please consider our website and social media outlets as for informational purposes only.

The stocks mentioned may not be suitable for all investors.  As with any investment there is risk.  Past performance is not an indication of future results.  We make no guarantees for your financial results.  You bear all the risk, and gain all the rewards of your investments.

Unauthorized reproduction or redistribution of this information or the analysis provided in any form is strictly prohibited.


  • Home
    • About Us & What We Do
    • Contact
    • Our Brochure
    • Positions
    • Nextsteps
  • Advisory Services
    • Stock Portfolio Services
    • US Composite: Up Run
    • US Composite: Down Run
    • Investment Planning
    • Membership
  • Project Services
  • Market Information
    • Top Stock Market Drivers
    • Negative BETA Stocks
    • Top Dividend Stocks
    • Stock Price Variance
    • Leptokurtic Stocks
    • Platykurtic Stocks
    • High & Low BETA Stocks
    • Skewness in Daily Returns
    • High & Low Volume Stocks
    • Top Stock Movers
    • Price & Volume Spikes
    • Chicago Quantum Net Score - What is it?
    • Chicago Quantum Net Score - Backtest
  • Managed Accounts
    • Managed Account BLOG
    • Managed Account Fees
    • Considerations
  • Quantum Computing
    • Quantum Computing Use Cases
    • Use Case Detail
    • Platforms
    • Platforms Detail
    • Quantum Computing Notes
    • Quantum Computing Stocks
    • PQC Post Quantum Cryptography
  • BLOG Insights 1
  • Blog Insights 2
  • Research
    • Retail Investor
    • Why Use ETFs
    • Liquidity Research
    • Corporate Finance 101
    • MEME Stocks
    • US Banking Observations
    • More Details on Kurtotic Stocks
    • Common Stock Beta Detail