Add symbol group or basket of instrument for backtest data

Let's call it as  One symbol, One strategy.


But I want to create a strategy that can work on 100 stocks. We have a main data, and add 99 stocks one by one in cross checks?   Low efficiency.


This is my idea.


If we have a symbol group or basket list. And the group have many symbols. 


We set the group as backtest  data.


We can set 1, or 3 to 5 symbols as main data set, or let SQ pick it randomly, others as additional symbols for validation.