Hi, why there is no strategy for S&P500 stocks like the one for Nasdaq 100 stocks ? how can S&P 100 or S&P500 stocks strategy be tested in same way you do for Nasdaq 100 ? if anyone or LI team has tested it then can you plz share results ?
I would guess that the strategy would work as well. There is the Dow 30, which i understand to be very similar methodology, just some different parameters.
We did not test such a strategy, but I think the result would be quite similar to the NASDAQ 100 strategy as you have more or less the same stocks also in the S&P 100. It would be quite easy to build such strategy as it is nearly the same as for the NASDAQ 100 strategy. You just have to generate a list of the 100 stocks and import it into QuantTrader.