Hi @basumallick
in the strategy backtest, how does one account for the changes being made in the Nifty 500 components throughout these 12 years of data that you have back tested?
Does the algorithm time the entry and exit of all these components accordingly? For instance if a stock has performed well and is added to the Nifty 500 index on January 1, does the backtest record gains from January 1 or later (Assuming its returns are part of top 10%)?