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Custom Equal Weighted Index Builder for RealTest
$0.00
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)
