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There are more problems here than just the test time involved.
The NASDAQ 100 is in a constant state of flux. Stocks are frequently
added and deleted from the index. If you try to reconstruct the
index from the individual component stocks you will find it an
impossible task. NASDAQ does not make available a history of the
changes in the component stocks (AFAIK) so you are out of luck there.
The current composition of the NASDAQ 100 represents a considerable
survivorship bias that negates historical reconstruction for
component stocks. ie: all the losers got dropped from the
index....only the winners remain.
I believe that you will only be able to go back perhaps two to three
years before the testing becomes meaningless.
Sorry
Trader
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