Hi, I am new to QuantConnect and I'm interested in finding out if there's any support for market searching. I can see at the moment that I could backtest an algorithm on any stock I choose to see how well it performs, but what I'd like to be able to do is backtest it across, say, all of the US market to find out which markets it performs best on. This seems like a logical idea to me - is there a reason why this wouldn't be a good idea?

Thanks,
John