Equity curve correlation filter comparing strats to underlying asset performance over time

For example if I'm building an index strategy on S&P500, I want to be able to compare the correlation between my profit / loss over time for the strategy versus opening and closing a single trade over the duration of the test.


One of the things I noticed was that many of the strats I build for indices have equity curves that have a strong correlation to the underlying chart and it would be good to be able to filter these strategies out in favour of truer strategies that have a proper edge.