Pulled 6 years of steam market data and built 5 tiers from blue chip down to broad market, plus one for containers/cases. The cases one was the surprise, +792% in 6 years. Drop removal creates a supply shock that has no real equity analog (steam permanently retires old containers from drops). Broad market index is +58%. Also got a 0.77 correlation with monthly cs2 player count which i wasnt expecting to be that high.
Methodology fully open at /en/methodology, no signup, no ads, nothing to buy.
Mostly looking for feedback on whether monthly rebalance is too aggressive given how thin some constituents get, the eligibility filters (price floor $5, min 50 listings, ≥12mo history), or anything obvious im missing.
Solo project.
Did you have to account for this or not really?