遇见数据集

Point-in-Time S&P 500 Membership Dataset

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Zenodo2026-06-04 更新2026-06-05 收录
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A point-in-time (PIT) record of S&P 500 index membership: which tickers were constituents over which date ranges. It lets you build a survivorship-bias-free historical equity universe — including each company only while it was actually in the index, rather than applying today's membership retroactively. The dataset covers 756 distinct tickers; PIT removal tracking begins 2015-01-01 (some interval start dates are preserved from public sources back to 1976-07-01 and are not PIT-accurate before 2015). Built and used in the companion paper "Survivorship Bias, Not Skill: A Forensic Case Study of a Retail Equity Strategy."

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Zenodo
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2026-06-04
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