Comment on “Historical stock data” by neuromancerzss
Isn't your hypothesis here just "random sampling is a valid polling tactic"? If you chose 500 random samples from the S&P, they'd perform exactly like the S&P. If you drop 1, it'll just be nearly exactly as you've introduced some randomness. Induct down to 10 and you've just got a higher error rate as the random group clusters towards one end of the profitability scale (that is only known in hindsight of course), but you haven't changed the core activity of random sampling.