Let's imagine...

["CL" <indextrader@xxxxxxxxxxxxx>]

Let's imagine for a minute we want to trade *long only* (we'll discuss the
short side later) the S&P 500.

Let's also imagine that we can ''change'' the composition of the S&P 500
component stocks, perhaps dropping some of the laggards and keeping the
stronger issues in to boost performance.

I  imagine this would produce a less choppy and more directional index to
trade.

The only problem is of course deciding which will be the laggards and which
will be the stronger ones from tommorrow on.

But putting that aside, what would be YOUR favorite way of choosing which
stocks to keep in this super index?

Thanks in advance to everyone contributing to this thread!

IndexTrader