Research backtest of a multi-component breadth-thrust signal computed from point-in-time ETF constituents. Tested across SOXX, CNDX, CSP1 (S&P 500), IUES (energy), IUFS (financials) with full reproducibility from iShares + yfinance data.
python etf backtest semiconductor yfinance quantitative-research out-of-sample ishares breadth-thrust
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Updated
May 27, 2026 - Python