Have a feature request for a new premium universe. For a few years, I've been trading a universe with US IPO stocks (currently 175). With the help of iposcoop.com, I'm re-balancing them manually every 3 months. IPO's older than 3 years, I throw out. Biotech IPO's are excluded at all. The advantage of an IPO universe is the volatility, which is often higher than that of large caps index listed stocks. This in turn means that many signals are more profitable because it often comes to extremes. The disadvantage is the Max Drawdown which is on average 10% -15% higher.
Would that be possible?
Published a simple RM using a subset of the past 3 years IPO's...