Practically not possible to get historical Nifty 500 constituents in India, so we have to make do with what we have.
Survivorship bias issue does not come in this kind of a strategy simply because the stocks that will get picked in this kind of a strategy will not be the bottom-of-the-barrel kind. Survivorship bias is more relevant in strategies which are mean-reversion based.
The way to remove this in the backtest is to run it on all stocks and put a marketcap and volume filter.
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