In this study, the Taiwan stock market stocks for the centralized target, design and use Excel VBA program SPSS statistical software, explore the daily hot stocks (former daily turnover ranked 20), daily trading volume significantly enlarged stock (volume over the previous trading day Day 2 times net enlarge) volume and price-year relationship with the broader market and other stocks if there are significant differences. And the amount of shrinkage selling strategy, simulated trading to test daily hot stocks, stock trading volume significantly enlarge the rate of return is higher than the market and explore the factors that affect rate of return. The empirical results show that hot stocks with daily trading volume significantly enlarge stocks, the day the stock rose significantly outperform and other stocks; the amount of shrinkage in the average selling rate of return trading strategies with the screening of the impact of different conditions are different stocks; influence remuneration Factors rates in order to magnify the amount of the difference between the date the sample with the broader market rose to 5% or less, five days a deviation rate of 8% or less, twenty days -10% deviation rate positive effects such as the following three of the most obvious.