Is SP500 breadth series working?

Research
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I’m testing a hedged small cap low vol screen to put into a larger book once I move it to a sim. It’s basically a typical small / micro screen but the universe limited to healthcare/utes/staples.

I added this rule to apply the hedge at 60% once half the stocks in the SP500 drop below their 200d moving average. However, it only fires in the last 2 years. Looks like maybe the data only goes back to 2021? Would I have to make a custom series to test all the back to 1999?

Close(0,GetSeries(“%AboveSMA200-SP500”)) < 50

Thank you for your help!!

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I saved it under a different name, ran it for the full length and hit save. Then reference your own saved aggregate series instead of the public P123 version.

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Thank you, that works. A 60% RWM hedge when leas than 50% of stocks are above their 200d SMA helps both drawdown and Sharpe