$20.6M of Liquidity. 14 Days. One System.
A Liquidity-Acceleration Case Study for a NASDAQ-Listed Company
TL;DR
10,400 investor-intent clicks via Google Search during live market hours
Impressions: 119,000
CTR: 8.7%
Avg CPC: $2.19
Ad Spend: $22,700
Trading Volume Generated: $20.6M
Primary HVAs: brokerage redirects • watchlist adds • ticker lookups
Campaign Context
A financial publishing client partnered with ZeroPenny to generate measurable investor engagement for a NASDAQ-listed company. We engineered the system around market-hours synchronization, search-intent precision, and attribution integrity — not hype.
Goal: Create verifiable investor attention that coincides with observable trading activity and increased liquidity — without speculative claims.
System Architecture
1) Timing: Market-Hours Synchronization
Delivery restricted to 9:00 AM – 4:00 PM EST to align with liquidity & ticker-search spikes
Smart pacing concentrated spend when intent density peaked
2) Query Architecture
Layered keywords: Ticker + Company + Competitor plus thematic finance queries
Exact/Phrase for high-signal investors; Broad + strict negatives for discovery and CPA control
Bid multipliers on “buy / forecast / earnings” clusters
3) Messaging Logic
“Signal + Proof + Disclosure” ads: fundamentals, filings, and recent news — no hype
Extensions to fundamentals • SEC filings • latest coverage
4) Bidding & Data Integrity
tCPA stabilized against volatility; no bid inflation during spikes
Server-side events + disciplined UTMs preserved measurement fidelity
5) Attribution Controls
Tracked HVAs: brokerage redirects • watchlist adds • ticker copy • session depth
Post-campaign alignment showed clear correlation between delivery windows and behavior spikes
Performance Snapshot
Liquidity Metrics (Window)
Trading Volume: $20.6M
Avg Daily Activity: ~$2.06M
Volume Behavior: Uplift aligned with ad-delivery periods
Google Ads Metrics
Clicks: 10,400
Impressions: 119,000
CTR: 8.7%
Avg CPC: $2.19
Cost: $22,700
Primary HVAs: brokerage redirects • watchlist adds
Causality & Interpretation
Markets are multi-factor. We don’t claim sole causation. But the alignment between ad delivery windows and investor-behavior spikes (HVA + trading volume) suggests the campaign was a material input in attention formation and participation — without violating compliance or making speculative statements.
Quick Benchmark (Context Only)
Prior case: 150% price surge and $7.7M market cap boost
This campaign: $20.6M liquidity generated for a listed company under stricter compliance and pacing
System evolution: market-hours pacing • HVAs • server-side events → cleaner causal patterns
Key Learnings
Timing Beats Volume: market-hour delivery correlates with HVA density
Intent Stratification Works: layering keywords lifted CTR vs. generic clusters
Data Integrity Wins: server-side tracking preserved signal clarity
Causality Awareness = Edge: isolating ad-driven attention windows increases reliability
The Outcome
In 14 days, the system delivered:
10,400 precision clicks
$20.6M in trading volume
Zero compliance violations
Verified investor-behavior shifts (brokerage redirects • watchlist adds)
The ZeroPenny Standard
We don’t chase volatility — we engineer systems that produce measurable investor intent. Our Google Ads architecture is built for attribution, resilience, market synchronization, and liquidity impact. When campaigns move with market logic, liquidity becomes the clearest proof of engineered attention.
If you operate in gambling or any restricted vertical, let’s talk. We build policy-first lead engines that scale without sacrificing safety or speed.
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