Hypotheses

QuantConnect SMA universe selection — faithful reproduction blocked by missing universe data

Hypothesis

This is a tradeable long-only equity strategy by QuantConnect, licensed Apache-2.0, rather than merely an indicator utility. Its trading universe is dynamically selected from fundamental-enabled US equities. A faithful platform translation requires historical coarse-universe membership, has_fundamental_data flags, adjusted_price observations and selection timestamps. The inspected UsEquitiesCollector supplies a configured stock/ETF universe and split-adjusted bars, which do not establish equivalence to those inputs. Substituting a fixed basket would change the strategy. Original backtest settings are 2018-01-01 through 2019-01-01, initial cash 1000000, daily universe resolution and security leverage 2. Platform starting cash would be 100000, an explicitly recorded platform adaptation.

Analysis

SmaCrossUniverseSelectionAlgorithm

Backtest and paper results are hypothetical. Trading involves risk of loss.