How to stress test a Buy Rule

[test_user]

If you have to use a buy rule (ranking systems are more robust!) I recommend testing the rule using the mod(stockid)-method:

We are now exposing Stock IDs

We have decided to expose our stock IDs. This will make it easier for users to create partial universes for backtesting and out-of-sample testing. The command is simply StockID. Each ticker in our database has a unique numeric ID, and this command exposes it. The command works both for stocks and for ETFs. To create a small universe for an out-of-sample test, use the command Mod (StockID, X) = Y, where Y < X and X is a positive integer. If X = 4, you’ll be reserving one fourth of your universe …

This way you can test the rule in many subset of your full universe. If it's a good rule it should work in most of them.