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RealTest backtest equity chart comparing the strategy with the SPY benchmark from 2000 to 2026.
  • RealTest backtest equity chart comparing the strategy with the SPY benchmark from 2000 to 2026.
  • RealTest charts comparing RSP, SPY and a custom equal-weighted index from 2021 to 2026.
  • RealTest backtest equity chart comparing the strategy with the SPY benchmark from 2000 to 2026.
  • RealTest charts comparing RSP, SPY and a custom equal-weighted index from 2021 to 2026.
Custom Equal Weighted Index Builder for RealTest

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)

Trading edges

For traders choosing which edge their portfolio is missing.

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Candlestick chart of a short term pullback in an uptrend

Daily mean reversion

Buys short-term pullbacks in uptrending stocks. 2-4 day holds.
Candlestick chart of a stock in a strong uptrend

Momentum rotation

Holds the top-ranked liquid Nasdaq stocks and rotates when leaders shift.
Candlestick chart of a dip after a new all time high

All-time high pullbacks

Enters strong dips in stocks that recently broke out to new all-time highs.
Five ETF equity lines rotating in and out of a monthly portfolio realtest

Monthly ETF rotation

Rotates across major liquid asset class ETFs once a month. No daily work.

Multi-strategy portfolios,

or build your own.

Run complete diversified RealTest strategies together, or learn to research and validate your own models.

Multi-strategy portfolios

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Claude, the AI used to build strategies in the RealTest course

RealTest AI Course

Build your own with Claude

The full live record is on every strategy page

Three SetupAlpha RealTest strategies and SPY buy and hold, equity from 2000 to 2026
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