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Custom Equal Weighted Index Builder for RealTest

Custom Equal Weighted Index Builder for RealTest

$0.00
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100% Free

A RealTest script that reconstructs an equal-weighted S&P 500 index from constituent data, extending backtest history to the 1990s — well beyond the RSP ETF's 2003 inception date. The script supports GICS sector filtering, allowing you to build custom sector indexes for use as regime filters. Includes a 200-day moving average breadth filter example.

  • Extend your data history beyond ETF inception dates
  • Filter by GICS sector codes to build any custom index
  • Use equal weighted breadth as a trend filter (200-day MA)

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I've been using a strategy from SetupAlpha and I'm really impressed with its elegance and stability. The unique approach gives me a fresh perspective and ideas I can apply to other strategies I'm developing. I'm currently working on integrating it into my suite of trading strategies.

TradeQuantiX

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SetupAlpha knows more about what goes on under the hood of a good strategy than anyone I know.

Systematic Traders

Algorithmic Trader & Substack Writer

Running the fund keeps me busy, and we don’t have a big quant team. We use some strategies from SetupAlpha because I can see the work they’ve put into testing. Nothing’s ever certain in markets, but their process makes me more comfortable putting capital behind it.

Michael Chen

Michael Chen

CEO of Blade Capital

I’m building an uncorrelated portfolio, and SetupAlpha’s strategies earned a spot. And i like the fast & very helpful custom support.

Gareth

Gareth

Data Infrastructure Engineer

After many recommendations, I finally downloaded some strategies and… wow! Whether you like diversification or not, you’ll find plenty of incredible strategies without spending a single hour on research or development.

Kent C. Miller

Kent C. Miller

Small Business Owner

The mean reversion strategies are high quality, fit perfectly into my trend-following portfolio for diversification, and are very easy to download and use.

L

Lukas Meier

Graduate Student & Part-Time Trader

I've been using a strategy from SetupAlpha and I'm really impressed with its elegance and stability. The unique approach gives me a fresh perspective and ideas I can apply to other strategies I'm developing. I'm currently working on integrating it into my suite of trading strategies.

TradeQuantiX

Multi-Country Systematic Trader.  +2.6K Subscribers in SubStack

SetupAlpha knows more about what goes on under the hood of a good strategy than anyone I know.

Systematic Traders

Algorithmic Trader & Substack Writer

Running the fund keeps me busy, and we don’t have a big quant team. We use some strategies from SetupAlpha because I can see the work they’ve put into testing. Nothing’s ever certain in markets, but their process makes me more comfortable putting capital behind it.

Michael Chen

Michael Chen

CEO of Blade Capital

I’m building an uncorrelated portfolio, and SetupAlpha’s strategies earned a spot. And i like the fast & very helpful custom support.

Gareth

Gareth

Data Infrastructure Engineer

After many recommendations, I finally downloaded some strategies and… wow! Whether you like diversification or not, you’ll find plenty of incredible strategies without spending a single hour on research or development.

Kent C. Miller

Kent C. Miller

Small Business Owner

The mean reversion strategies are high quality, fit perfectly into my trend-following portfolio for diversification, and are very easy to download and use.

L

Lukas Meier

Graduate Student & Part-Time Trader

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