总体上非常好的一个实践，但有3个potential issues in practice or implementation:
Selection Universe Bias: The backtest's universe (Mag7) is an in-sample, hand-picked group that has been the best-performing over the period. The strategy's success is tied to this specific group's unique market conditions.
Lack of Real-World Costs: The absence of transaction costs and slippage over a rebalancing schedule makes the returns appear higher than they would be in practice.
Future-Proofing: The backtest doesn't prove the strategy's efficacy in different market environments, such as bear markets, high-interest rate periods, or when other sectors are leading the market.
