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All-ONE ETF's group historic constituents

Scheduled Pinned Locked Moved Momentify
@askdefinedge@askprashant@prashantshah
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  • G Offline
    G Offline
    G Heble
    wrote on last edited by
    #1

    Hello,

    I'm backtesting a momentum investing strategy which uses the ALL-ONE ETF's group as explained by Prashant Sir on video.

    I understand that Sir explained on Indices, historic constituents are considered to eliminate survivorship bias during backtesting.

    Similarly, what I would like to know is, does the ETF backtest consider the historic constituents of the ALL-ONE ETF's group?
    For e.g., I'm doing the backtest for the period 01-01-2020 to 31-08-2025. Currently the group has 54 ETF's. It's possible that on 01-01-2020 there were say only, 10 ETF's in this group due to liquidity etc. since its a manually curated group.

    So in the strategy execution on 01-01-2020 will the backtest consider only the 10 ETF's which were part of the group on the backtest period, or will it consider all the 54 ETF's which are currently included in the ALL-ONE ETF's group?

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