diff --git a/03 Writing Algorithms/12 Universes/03 Equity/04 Chained Universes/05 Chain Fundamental and Alternative Data.html b/03 Writing Algorithms/12 Universes/03 Equity/04 Chained Universes/05 Chain Fundamental and Alternative Data.html
index 13211630a6..c6a7a405a7 100644
--- a/03 Writing Algorithms/12 Universes/03 Equity/04 Chained Universes/05 Chain Fundamental and Alternative Data.html	
+++ b/03 Writing Algorithms/12 Universes/03 Equity/04 Chained Universes/05 Chain Fundamental and Alternative Data.html	
@@ -7,90 +7,96 @@
  <a href="/docs/v2/writing-algorithms/datasets/quiver-quantitative/cnbc-trading#08-Universe-Selection">
   QuiverCNBCsUniverse alternative universe
  </a>
- . It first selects the 100 most liquid US Equities and then filters them down to those mentioned by CNBC commentator/trader Jim Cramer. The output of the alternative universe selection method is the output of the chained universe.
+ . It stores every US Equity fundamental, intersects them with the names CNBC commentator Jim Cramer mentions, and trades the 100 most liquid intersection members each morning.
 </p>
 <div class="section-example-container testable">
  <pre class="csharp">public class ChainedUniverseAlgorithm : QCAlgorithm
 {
-    private List&lt;Symbol&gt; _fundamental = new();
+    private List&lt;Fundamental&gt; _fundamental = [];
+    private Universe _universe;
 
     public override void Initialize()
     {
         SetStartDate(2024, 9, 1);
         SetEndDate(2024, 12, 31);
         SetCash(100000);
-
-        // Filter the top 100 liquid equities of the last trading day, and save the symbols for the next filtering.
+        Settings.SeedInitialPrices = true;
+        UniverseSettings.Resolution = Resolution.Minute;
+        // First universe: store all US Equity fundamentals; emits Universe.Unchanged.
         AddUniverse(fundamental =&gt;
         {
-            _fundamental = (from c in fundamental
-                orderby c.DollarVolume descending
-                select c.Symbol).Take(100).ToList();
+            _fundamental = [..fundamental];
             return Universe.Unchanged;
         });
-        // Filter the equities being commented on by CNBC analyst Cramer, then select the ones that intersect with the fundamental universe.
-        AddUniverse&lt;QuiverCNBCsUniverse&gt;(altCoarse =&gt;
+        // Second universe: equities mentioned by Cramer, ranked by dollar volume.
+        _universe = AddUniverse&lt;QuiverCNBCsUniverse&gt;(altCoarse =&gt;
         {
-            var followers = from d in altCoarse.OfType&lt;QuiverCNBCsUniverse&gt;()
-                where d.Traders.ToLower().Contains("cramer")
-                select d.Symbol;
-            return _fundamental.Intersect(followers);
+            var alt = altCoarse.OfType&lt;QuiverCNBCsUniverse&gt;()
+                .Where(d =&gt; d.Traders.ToLower().Contains("cramer"))
+                .Select(d =&gt; d.Symbol)
+                .ToHashSet();
+            Plot("Universe", "Raw", alt.Count);
+            return _fundamental
+                .Where(c =&gt; alt.Contains(c.Symbol))
+                .OrderByDescending(c =&gt; c.DollarVolume)
+                .Select(c =&gt; c.Symbol)
+                .Take(100);
         });
+        // Rebalance before market open to trade today's intersection.
+        Schedule.On(DateRules.EveryDay("SPY"), TimeRules.At(9, 0, 0), Rebalance);
     }
 
-    public override void OnSecuritiesChanged(SecurityChanges changes)
-    {
-        // Request CNBC data for the selected stocks.
-        foreach (var added in changes.AddedSecurities)
-        {
-            AddData&lt;QuiverCNBCs&gt;(added.Symbol);
-        }
-    }
-
-    public override void OnData(Slice data)
+    private void Rebalance()
     {
-        foreach (var dataPoint in data.Get&lt;QuiverCNBCs&gt;().SelectMany(x=&gt; x.Value.OfType&lt;QuiverCNBC&gt;()))
+        if (_universe.Selected.Count == 0)
         {
-            Debug($"{dataPoint.Symbol} traders at {data.Time}: {dataPoint.Traders}");
+            return;
         }
+        var weight = _universe.Selected.Count &gt;= 10 ? 1m / _universe.Selected.Count : 0.1m;
+        var targets = _universe.Selected
+            .Select(symbol =&gt; new PortfolioTarget(symbol, weight))
+            .ToList();
+        SetHoldings(targets, true);
     }
 }</pre>
 <pre class="python">from AlgorithmImports import *
 
+
 class ChainedUniverseAlgorithm(QCAlgorithm):
 
-    _fundamental = []
+    _fundamental: List[Fundamental] = []
 
     def initialize(self) -&gt; None:
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
         self.set_cash(100000)
-        self.add_universe(self._fundamental_filter_function)
-        self.add_universe(QuiverCNBCsUniverse, self._mad_money_selection)
-    
-    def _fundamental_filter_function(self, fundamental: List[Fundamental]) -&gt; List[Symbol]:
-        # Filter the top 100 liquid equities of the last trading day, and save the symbols for the next filtering.
-        sorted_by_dollar_volume = sorted(fundamental, key=lambda x: x.dollar_volume, reverse=True) 
-        self._fundamental = [c.symbol for c in sorted_by_dollar_volume[:100]]
+        self.settings.seed_initial_prices = True
+        self.universe_settings.resolution = Resolution.MINUTE
+        # First universe: store all US Equity fundamentals; emits Universe.UNCHANGED.
+        self.add_universe(self._fundamental_filter)
+        # Second universe: equities mentioned by Cramer, ranked by dollar volume.
+        self._universe = self.add_universe(QuiverCNBCsUniverse, self._select_assets)
+        # Rebalance before market open to trade today's intersection.
+        self.schedule.on(self.date_rules.every_day("SPY"), self.time_rules.at(9, 0, 0), self._rebalance)
+
+    def _fundamental_filter(self, fundamental: List[Fundamental]) -&gt; Universe.UnchangedUniverse:
+        self._fundamental = fundamental
         return Universe.UNCHANGED
-    
-    def _mad_money_selection(self, alt_coarse: List[QuiverCNBCsUniverse]) -&gt; List[Symbol]:
-        # Filter the equities being commented on by CNBC analyst Cramer, then select the ones that intersect with the fundamental universe.
-        madmoney = [d.symbol for d in alt_coarse if 'Cramer' in d.traders]
-        return list(set(self._fundamental) &amp; set(madmoney))
-    
-    def on_securities_changed(self, changes: SecurityChanges) -&gt; None:
-        # Request CNBC data for the selected stocks.
-        for added in changes.added_securities:
-            self.add_data(QuiverCNBCs, added.symbol)
-    
-    def on_data(self, data: Slice) -&gt; None:
-        # Prices in the slice from the universe selection
-        # Alternative data in a slice from OnSecuritiesChanged Addition
-        # for ticker,bar in data.bars.items():
-        #     pass
-        for dataset_symbol, data_points in data.get(QuiverCNBCs).items():
-            for data_point in data_points:
-                self.debug(f"{dataset_symbol} traders at {data.time}: {data_point.traders}")
+
+    def _select_assets(self, alt_coarse: List[QuiverCNBCsUniverse]) -&gt; List[Symbol]:
+        # Keep symbols mentioned by Cramer.
+        alt = {d.symbol for d in alt_coarse if 'cramer' in d.traders.lower()}
+        self.plot('Universe', 'Raw', len(alt))
+        return [c.symbol for c in sorted(
+            [c for c in self._fundamental if c.symbol in alt],
+            key=lambda c: c.dollar_volume, reverse=True
+        )[:100]]
+
+    def _rebalance(self) -&gt; None:
+        if not self._universe.selected:
+            return
+        weight = min(1 / len(self._universe.selected), 0.1)
+        targets = [PortfolioTarget(symbol, weight) for symbol in self._universe.selected]
+        self.set_holdings(targets, True)
 </pre>
 </div>
diff --git a/03 Writing Algorithms/12 Universes/03 Equity/04 Chained Universes/08 Chain ETF and Alternative Data.html b/03 Writing Algorithms/12 Universes/03 Equity/04 Chained Universes/08 Chain ETF and Alternative Data.html
index 0db2580561..85d50261b6 100644
--- a/03 Writing Algorithms/12 Universes/03 Equity/04 Chained Universes/08 Chain ETF and Alternative Data.html	
+++ b/03 Writing Algorithms/12 Universes/03 Equity/04 Chained Universes/08 Chain ETF and Alternative Data.html	
@@ -7,90 +7,98 @@
  <a href="/docs/v2/writing-algorithms/datasets/quiver-quantitative/cnbc-trading#08-Universe-Selection">
   QuiverCNBCsUniverse alternative universe
  </a>
- . It first selects all constituents of SPY and then filters them down to those mentioned by CNBC commentator/trader Jim Cramer. The output of the alternative universe selection method is the output of the chained universe.
+ . It stores every SPY constituent, intersects them with the names CNBC commentator Jim Cramer mentions, and trades the 100 heaviest-weighted intersection members each morning. Names CNBC mentions but that aren't in SPY are dropped.
 </p>
 <div class="section-example-container testable">
  <pre class="csharp">public class ChainedUniverseAlgorithm : QCAlgorithm
 {
-    private List&lt;Symbol&gt; _etf = new();
+    private List&lt;ETFConstituentUniverse&gt; _etf = [];
+    private Universe _universe;
 
     public override void Initialize()
     {
         SetStartDate(2024, 9, 1);
         SetEndDate(2024, 12, 31);
         SetCash(100000);
-        UniverseSettings.Asynchronous = true;
-
-        // Save all SPY constituents for the next filtering.
+        Settings.SeedInitialPrices = true;
+        UniverseSettings.Resolution = Resolution.Minute;
+        // First universe: store all SPY constituents; emits Universe.Unchanged.
         AddUniverse(Universe.ETF("SPY", Market.USA, UniverseSettings, constituents =&gt;
         {
-            _etf = constituents.Select(c =&gt; c.Symbol).ToList();
+            _etf = [..constituents];
             return Universe.Unchanged;
         }));
-        // Filter the equities being commented on by CNBC analyst Cramer, then select the ones in SPY constituents.
-        AddUniverse&lt;QuiverCNBCsUniverse&gt;(altCoarse =&gt;
+        // Second universe: equities mentioned by Cramer that are in SPY, ranked by ETF weight.
+        _universe = AddUniverse&lt;QuiverCNBCsUniverse&gt;(altCoarse =&gt;
         {
-            var followers = from d in altCoarse.OfType&lt;QuiverCNBCsUniverse&gt;()
-                where d.Traders.ToLower().Contains("cramer")
-                select d.Symbol;
-            return _etf.Intersect(followers);
+            var alt = altCoarse.OfType&lt;QuiverCNBCsUniverse&gt;()
+                .Where(d =&gt; d.Traders.ToLower().Contains("cramer"))
+                .Select(d =&gt; d.Symbol)
+                .ToHashSet();
+            Plot("Universe", "Raw", alt.Count);
+            // Names not in SPY cannot be traded, so intersect with the ETF list.
+            return _etf
+                .Where(c =&gt; alt.Contains(c.Symbol))
+                .OrderByDescending(c =&gt; c.Weight)
+                .Select(c =&gt; c.Symbol)
+                .Take(100);
         });
+        // Rebalance before market open to trade today's intersection.
+        Schedule.On(DateRules.EveryDay("SPY"), TimeRules.At(9, 0, 0), Rebalance);
     }
 
-    public override void OnSecuritiesChanged(SecurityChanges changes)
-    {
-        // Request CNBC data for the selected stocks.
-        foreach (var added in changes.AddedSecurities)
-        {
-            AddData&lt;QuiverCNBCs&gt;(added.Symbol);
-        }
-    }
-
-    public override void OnData(Slice data)
+    private void Rebalance()
     {
-        foreach (var dataPoint in data.Get&lt;QuiverCNBCs&gt;().SelectMany(x=&gt; x.Value.OfType&lt;QuiverCNBC&gt;()))
+        if (_universe.Selected.Count == 0)
         {
-            Debug($"{dataPoint.Symbol} traders at {data.Time}: {dataPoint.Traders}");
+            return;
         }
+        var weight = _universe.Selected.Count &gt;= 10 ? 1m / _universe.Selected.Count : 0.1m;
+        var targets = _universe.Selected
+            .Select(symbol =&gt; new PortfolioTarget(symbol, weight))
+            .ToList();
+        SetHoldings(targets, true);
     }
 }</pre>
 <pre class="python">from AlgorithmImports import *
 
+
 class ChainedUniverseAlgorithm(QCAlgorithm):
 
-    _etf = []
+    _etf: List[ETFConstituentUniverse] = []
 
-    def initialize(self):
+    def initialize(self) -&gt; None:
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
         self.set_cash(100000)
-        self.universe_settings.asynchronous = True
-        # Save all SPY constituents for the next filtering.
-        self.add_universe(self.universe.etf("SPY", Market.USA, self.universe_settings, self._etf_constituents_filter))
-        # Next filtering based on CNBC data.
-        self.add_universe(QuiverCNBCsUniverse, self._mad_money_selection)
+        self.settings.seed_initial_prices = True
+        self.universe_settings.resolution = Resolution.MINUTE
+        # First universe: store all SPY constituents; emits Universe.UNCHANGED.
+        self.add_universe(self.universe.etf("SPY", Market.USA, self.universe_settings, self._etf_filter))
+        # Second universe: equities mentioned by Cramer that are in SPY, ranked by ETF weight.
+        self._universe = self.add_universe(QuiverCNBCsUniverse, self._select_assets)
+        # Rebalance before market open to trade today's intersection.
+        self.schedule.on(self.date_rules.every_day("SPY"), self.time_rules.at(9, 0, 0), self._rebalance)
 
-    def _etf_constituents_filter(self, fundamental: List[Fundamental]) -&gt; List[Symbol]:
-        # Save all SPY constituents for the next filtering.
-        self._etf = [c.symbol for c in constituents]
+    def _etf_filter(self, constituents: List[ETFConstituentUniverse]) -&gt; Universe.UnchangedUniverse:
+        self._etf = constituents
         return Universe.UNCHANGED
 
-    def _mad_money_selection(self, alt_coarse: List[QuiverCNBCsUniverse]) -&gt; List[Symbol]:
-        # Filter the equities being commented on by CNBC analyst Cramer, then select the ones in SPY constituents.
-        madmoney = [d.symbol for d in alt_coarse if 'Cramer' in d.traders]
-        return list(set(self._etf) &amp; set(madmoney))
-
-    def on_securities_changed(self, changes):
-        # Request CNBC data for the selected stocks.
-        for added in changes.added_securities:
-            self.add_data(QuiverCNBCs, added.symbol)
+    def _select_assets(self, alt_coarse: List[QuiverCNBCsUniverse]) -&gt; List[Symbol]:
+        # Keep symbols mentioned by Cramer.
+        alt = {d.symbol for d in alt_coarse if 'cramer' in d.traders.lower()}
+        self.plot('Universe', 'Raw', len(alt))
+        # Names not in SPY cannot be traded, so intersect with the ETF list.
+        return [c.symbol for c in sorted(
+            [c for c in self._etf if c.symbol in alt],
+            key=lambda c: c.weight, reverse=True
+        )[:100]]
 
-    def on_data(self, data):
-        # Prices in the slice from the universe selection
-        # Alternative data in a slice from OnSecuritiesChanged Addition
-        # for ticker,bar in data.bars.items():
-        #     pass
-        for dataset_symbol, data_points in data.get(QuiverCNBCs).items():
-            for data_point in data_points:
-                self.debug(f"{dataset_symbol} traders at {data.time}: {data_point.traders}")</pre>
+    def _rebalance(self) -&gt; None:
+        if not self._universe.selected:
+            return
+        weight = min(1 / len(self._universe.selected), 0.1)
+        targets = [PortfolioTarget(symbol, weight) for symbol in self._universe.selected]
+        self.set_holdings(targets, True)
+</pre>
 </div>
diff --git a/project-templates/csharp/alternative-data-chain-universe-braincompanyfilinglanguagemetricsuniverseall/Main.cs b/project-templates/csharp/alternative-data-chain-universe-braincompanyfilinglanguagemetricsuniverseall/Main.cs
index 9fc8ef096b..d5308057ca 100644
--- a/project-templates/csharp/alternative-data-chain-universe-braincompanyfilinglanguagemetricsuniverseall/Main.cs
+++ b/project-templates/csharp/alternative-data-chain-universe-braincompanyfilinglanguagemetricsuniverseall/Main.cs
@@ -9,7 +9,7 @@ namespace QuantConnect.Algorithm.CSharp
 {
     public class BrainCompanyFilingLanguageMetricsChainedUniverseAlgorithm : QCAlgorithm
     {
-        private List<Symbol> _fundamental = [];
+        private List<Fundamental> _fundamental = [];
         private Universe _universe;
 
         public override void Initialize()
@@ -19,23 +19,28 @@ public override void Initialize()
             SetCash(100000);
             Settings.SeedInitialPrices = true;
             UniverseSettings.Resolution = Resolution.Minute;
-            // First universe: top 100 US Equities by dollar volume; emits Universe.Unchanged.
+            // First universe: store all US Equity fundamentals; emits Universe.Unchanged.
             AddUniverse(fundamental =>
             {
-                _fundamental = (from c in fundamental
-                                orderby c.DollarVolume descending
-                                select c.Symbol).Take(100).ToList();
+                _fundamental = [..fundamental];
                 return Universe.Unchanged;
             });
-            // Second universe: positive sentiment in latest SEC filings, intersected with the fundamental list.
+            // Second universe: positive sentiment in latest SEC filings, ranked by dollar volume.
             _universe = AddUniverse<BrainCompanyFilingLanguageMetricsUniverseAll>(altCoarse =>
             {
                 // Keep names with positive sentiment in both the report and MD&A sections.
-                var alt = from d in altCoarse.OfType<BrainCompanyFilingLanguageMetricsUniverseAll>()
-                          where d.ReportSentiment.Sentiment > 0m
-                             && d.ManagementDiscussionAnalyasisOfFinancialConditionAndResultsOfOperations.Sentiment > 0m
-                          select d.Symbol;
-                return _fundamental.Intersect(alt);
+                var alt = altCoarse.OfType<BrainCompanyFilingLanguageMetricsUniverseAll>()
+                    .Where(d => d.ReportSentiment != null && d.ReportSentiment.Sentiment > 0m
+                                && d.ManagementDiscussionAnalyasisOfFinancialConditionAndResultsOfOperations != null
+                                && d.ManagementDiscussionAnalyasisOfFinancialConditionAndResultsOfOperations.Sentiment > 0m)
+                    .Select(d => d.Symbol)
+                    .ToHashSet();
+                Plot("Universe", "Raw", alt.Count);
+                return _fundamental
+                    .Where(c => alt.Contains(c.Symbol))
+                    .OrderByDescending(c => c.DollarVolume)
+                    .Select(c => c.Symbol)
+                    .Take(100);
             });
             // Rebalance before market open to trade today's intersection.
             Schedule.On(DateRules.EveryDay("SPY"), TimeRules.At(9, 0, 0), Rebalance);
@@ -43,11 +48,11 @@ where d.ReportSentiment.Sentiment > 0m
 
         private void Rebalance()
         {
-            if (_universe.Selected == null || _universe.Selected.Count == 0)
+            if (_universe.Selected.Count == 0)
             {
                 return;
             }
-            var weight = 1m / _universe.Selected.Count;
+            var weight = _universe.Selected.Count >= 10 ? 1m / _universe.Selected.Count : 0.1m;
             var targets = _universe.Selected
                 .Select(symbol => new PortfolioTarget(symbol, weight))
                 .ToList();
diff --git a/project-templates/csharp/alternative-data-chain-universe-brainsentimentindicatoruniverse/Main.cs b/project-templates/csharp/alternative-data-chain-universe-brainsentimentindicatoruniverse/Main.cs
index b2fc06a8c5..d34df220d9 100644
--- a/project-templates/csharp/alternative-data-chain-universe-brainsentimentindicatoruniverse/Main.cs
+++ b/project-templates/csharp/alternative-data-chain-universe-brainsentimentindicatoruniverse/Main.cs
@@ -9,7 +9,7 @@ namespace QuantConnect.Algorithm.CSharp
 {
     public class BrainSentimentIndicatorChainedUniverseAlgorithm : QCAlgorithm
     {
-        private List<Symbol> _fundamental = [];
+        private List<Fundamental> _fundamental = [];
         private Universe _universe;
 
         public override void Initialize()
@@ -19,22 +19,26 @@ public override void Initialize()
             SetCash(100000);
             Settings.SeedInitialPrices = true;
             UniverseSettings.Resolution = Resolution.Minute;
-            // First universe: top 100 US Equities by dollar volume; emits Universe.Unchanged.
+            // First universe: store all US Equity fundamentals; emits Universe.Unchanged.
             AddUniverse(fundamental =>
             {
-                _fundamental = (from c in fundamental
-                                orderby c.DollarVolume descending
-                                select c.Symbol).Take(100).ToList();
+                _fundamental = [..fundamental];
                 return Universe.Unchanged;
             });
-            // Second universe: positive 7-day media sentiment with active mention coverage, intersected with the fundamental list.
+            // Second universe: positive 7-day Brain sentiment, ranked by dollar volume.
             _universe = AddUniverse<BrainSentimentIndicatorUniverse>(altCoarse =>
             {
-                // Keep names with both active mention coverage and positive 7-day sentiment.
-                var alt = from d in altCoarse.OfType<BrainSentimentIndicatorUniverse>()
-                          where d.TotalArticleMentions7Days > 0m && d.Sentiment7Days > 0m
-                          select d.Symbol;
-                return _fundamental.Intersect(alt);
+                // Keep names with both active 7-day mention coverage and positive 7-day sentiment.
+                var alt = altCoarse.OfType<BrainSentimentIndicatorUniverse>()
+                    .Where(d => d.TotalArticleMentions7Days > 0m && d.Sentiment7Days > 0m)
+                    .Select(d => d.Symbol)
+                    .ToHashSet();
+                Plot("Universe", "Raw", alt.Count);
+                return _fundamental
+                    .Where(c => alt.Contains(c.Symbol))
+                    .OrderByDescending(c => c.DollarVolume)
+                    .Select(c => c.Symbol)
+                    .Take(100);
             });
             // Rebalance before market open to trade today's intersection.
             Schedule.On(DateRules.EveryDay("SPY"), TimeRules.At(9, 0, 0), Rebalance);
@@ -42,11 +46,11 @@ where d.TotalArticleMentions7Days > 0m && d.Sentiment7Days > 0m
 
         private void Rebalance()
         {
-            if (_universe.Selected == null || _universe.Selected.Count == 0)
+            if (_universe.Selected.Count == 0)
             {
                 return;
             }
-            var weight = 1m / _universe.Selected.Count;
+            var weight = _universe.Selected.Count >= 10 ? 1m / _universe.Selected.Count : 0.1m;
             var targets = _universe.Selected
                 .Select(symbol => new PortfolioTarget(symbol, weight))
                 .ToList();
diff --git a/project-templates/csharp/alternative-data-chain-universe-brainstockrankinguniverse/Main.cs b/project-templates/csharp/alternative-data-chain-universe-brainstockrankinguniverse/Main.cs
index db9bb753c1..f06348b50d 100644
--- a/project-templates/csharp/alternative-data-chain-universe-brainstockrankinguniverse/Main.cs
+++ b/project-templates/csharp/alternative-data-chain-universe-brainstockrankinguniverse/Main.cs
@@ -9,7 +9,7 @@ namespace QuantConnect.Algorithm.CSharp
 {
     public class BrainStockRankingChainedUniverseAlgorithm : QCAlgorithm
     {
-        private List<Symbol> _fundamental = [];
+        private List<Fundamental> _fundamental = [];
         private Universe _universe;
 
         public override void Initialize()
@@ -19,22 +19,26 @@ public override void Initialize()
             SetCash(100000);
             Settings.SeedInitialPrices = true;
             UniverseSettings.Resolution = Resolution.Minute;
-            // First universe selects top 100 US Equities by dollar volume.
+            // First universe: store all US Equity fundamentals; emits Universe.Unchanged.
             AddUniverse(fundamental =>
             {
-                _fundamental = (from c in fundamental
-                                orderby c.DollarVolume descending
-                                select c.Symbol).Take(100).ToList();
+                _fundamental = [..fundamental];
                 return Universe.Unchanged;
             });
-            // Second universe filters for positive Brain ML rankings across all horizons.
+            // Second universe: positive Brain ML rankings across 2-, 3-, and 5-day horizons, ranked by dollar volume.
             _universe = AddUniverse<BrainStockRankingUniverse>(altCoarse =>
             {
-                // Keep symbols with positive rankings across 2-day, 3-day, and 5-day horizons.
-                var alt = from d in altCoarse.OfType<BrainStockRankingUniverse>()
-                          where d.Rank2Days > 0m && d.Rank3Days > 0m && d.Rank5Days > 0m
-                          select d.Symbol;
-                return _fundamental.Intersect(alt);
+                // Keep names with consistent positive momentum across all three horizons.
+                var alt = altCoarse.OfType<BrainStockRankingUniverse>()
+                    .Where(d => d.Rank2Days > 0m && d.Rank3Days > 0m && d.Rank5Days > 0m)
+                    .Select(d => d.Symbol)
+                    .ToHashSet();
+                Plot("Universe", "Raw", alt.Count);
+                return _fundamental
+                    .Where(c => alt.Contains(c.Symbol))
+                    .OrderByDescending(c => c.DollarVolume)
+                    .Select(c => c.Symbol)
+                    .Take(100);
             });
             // Rebalance before market open to trade today's intersection.
             Schedule.On(DateRules.EveryDay("SPY"), TimeRules.At(9, 0, 0), Rebalance);
@@ -42,11 +46,11 @@ where d.Rank2Days > 0m && d.Rank3Days > 0m && d.Rank5Days > 0m
 
         private void Rebalance()
         {
-            if (_universe.Selected == null || _universe.Selected.Count == 0)
+            if (_universe.Selected.Count == 0)
             {
                 return;
             }
-            var weight = 1m / _universe.Selected.Count;
+            var weight = _universe.Selected.Count >= 10 ? 1m / _universe.Selected.Count : 0.1m;
             var targets = _universe.Selected
                 .Select(symbol => new PortfolioTarget(symbol, weight))
                 .ToList();
diff --git a/project-templates/csharp/alternative-data-chain-universe-eodhdupcomingdividends/Main.cs b/project-templates/csharp/alternative-data-chain-universe-eodhdupcomingdividends/Main.cs
index 1c11533f6b..7a6bc2767e 100644
--- a/project-templates/csharp/alternative-data-chain-universe-eodhdupcomingdividends/Main.cs
+++ b/project-templates/csharp/alternative-data-chain-universe-eodhdupcomingdividends/Main.cs
@@ -9,7 +9,7 @@ namespace QuantConnect.Algorithm.CSharp
 {
     public class EODHDUpcomingDividendsChainedUniverseAlgorithm : QCAlgorithm
     {
-        private List<Symbol> _fundamental = [];
+        private List<Fundamental> _fundamental = [];
         private Universe _universe;
 
         public override void Initialize()
@@ -19,22 +19,26 @@ public override void Initialize()
             SetCash(100000);
             Settings.SeedInitialPrices = true;
             UniverseSettings.Resolution = Resolution.Minute;
-            // First universe: top 100 US Equities by dollar volume; emits Universe.Unchanged.
+            // First universe: store all US Equity fundamentals; emits Universe.Unchanged.
             AddUniverse(fundamental =>
             {
-                _fundamental = (from c in fundamental
-                                orderby c.DollarVolume descending
-                                select c.Symbol).Take(100).ToList();
+                _fundamental = [..fundamental];
                 return Universe.Unchanged;
             });
-            // Second universe: ex-dividend in the next day with a $0.05+ payout, intersected with the fundamental list.
+            // Second universe: ex-dividend in the next day with a $0.05+ payout, ranked by dollar volume.
             _universe = AddUniverse<EODHDUpcomingDividends>(altCoarse =>
             {
-                // Filter symbols with dividends over $0.05 paying within one day.
-                var alt = from d in altCoarse.OfType<EODHDUpcomingDividends>()
-                          where d.DividendDate <= Time.AddDays(1) && d.Dividend > 0.05m
-                          select d.Symbol;
-                return _fundamental.Intersect(alt);
+                // Keep names with a dividend over $0.05 paying within one day.
+                var alt = altCoarse.OfType<EODHDUpcomingDividends>()
+                    .Where(d => d.DividendDate <= Time.AddDays(1) && d.Dividend > 0.05m)
+                    .Select(d => d.Symbol)
+                    .ToHashSet();
+                Plot("Universe", "Raw", alt.Count);
+                return _fundamental
+                    .Where(c => alt.Contains(c.Symbol))
+                    .OrderByDescending(c => c.DollarVolume)
+                    .Select(c => c.Symbol)
+                    .Take(100);
             });
             // Rebalance before market open to trade today's intersection.
             Schedule.On(DateRules.EveryDay("SPY"), TimeRules.At(9, 0, 0), Rebalance);
@@ -42,11 +46,11 @@ orderby c.DollarVolume descending
 
         private void Rebalance()
         {
-            if (_universe.Selected == null || _universe.Selected.Count == 0)
+            if (_universe.Selected.Count == 0)
             {
                 return;
             }
-            var weight = 1m / _universe.Selected.Count;
+            var weight = _universe.Selected.Count >= 10 ? 1m / _universe.Selected.Count : 0.1m;
             var targets = _universe.Selected
                 .Select(symbol => new PortfolioTarget(symbol, weight))
                 .ToList();
diff --git a/project-templates/csharp/alternative-data-chain-universe-eodhdupcomingearnings/Main.cs b/project-templates/csharp/alternative-data-chain-universe-eodhdupcomingearnings/Main.cs
index dec76e6e88..a2e2e08461 100644
--- a/project-templates/csharp/alternative-data-chain-universe-eodhdupcomingearnings/Main.cs
+++ b/project-templates/csharp/alternative-data-chain-universe-eodhdupcomingearnings/Main.cs
@@ -9,7 +9,7 @@ namespace QuantConnect.Algorithm.CSharp
 {
     public class EODHDUpcomingEarningsChainedUniverseAlgorithm : QCAlgorithm
     {
-        private List<Symbol> _fundamental = new();
+        private List<Fundamental> _fundamental = [];
         private Universe _universe;
 
         public override void Initialize()
@@ -20,22 +20,26 @@ public override void Initialize()
             Settings.SeedInitialPrices = true;
 
             UniverseSettings.Resolution = Resolution.Minute;
-            // First universe: top 100 US Equities by dollar volume; emits Universe.Unchanged.
+            // First universe: store all US Equity fundamentals; emits Universe.Unchanged.
             AddUniverse(fundamental =>
             {
-                _fundamental = (from c in fundamental
-                                orderby c.DollarVolume descending
-                                select c.Symbol).Take(100).ToList();
+                _fundamental = [..fundamental];
                 return Universe.Unchanged;
             });
-            // Second universe: earnings in the next 3 days with a positive estimate, intersected with the fundamental list.
+            // Second universe: upcoming earnings with positive estimates, ranked by dollar volume.
             _universe = AddUniverse<EODHDUpcomingEarnings>(altCoarse =>
             {
                 // Keep names with a positive analyst estimate ahead of the report.
-                var alt = from d in altCoarse.OfType<EODHDUpcomingEarnings>()
-                          where d.ReportDate <= Time.AddDays(3) && d.Estimate > 0m
-                          select d.Symbol;
-                return _fundamental.Intersect(alt);
+                var alt = altCoarse.OfType<EODHDUpcomingEarnings>()
+                    .Where(d => d.ReportDate <= Time.AddDays(3) && d.Estimate > 0m)
+                    .Select(d => d.Symbol)
+                    .ToHashSet();
+                Plot("Universe", "Raw", alt.Count);
+                return _fundamental
+                    .Where(c => alt.Contains(c.Symbol))
+                    .OrderByDescending(c => c.DollarVolume)
+                    .Select(c => c.Symbol)
+                    .Take(100);
             });
 
             // Rebalance before market open to trade today's intersection.
@@ -44,12 +48,12 @@ orderby c.DollarVolume descending
 
         private void Rebalance()
         {
-            if (_universe.Selected == null || _universe.Selected.Count == 0)
+            if (_universe.Selected.Count == 0)
             {
                 return;
             }
 
-            var weight = 1m / _universe.Selected.Count;
+            var weight = _universe.Selected.Count >= 10 ? 1m / _universe.Selected.Count : 0.1m;
             var targets = _universe.Selected
                 .Select(symbol => new PortfolioTarget(symbol, weight))
                 .ToList();
diff --git a/project-templates/csharp/alternative-data-chain-universe-eodhdupcomingipos/Main.cs b/project-templates/csharp/alternative-data-chain-universe-eodhdupcomingipos/Main.cs
index c736826028..3a451fd669 100644
--- a/project-templates/csharp/alternative-data-chain-universe-eodhdupcomingipos/Main.cs
+++ b/project-templates/csharp/alternative-data-chain-universe-eodhdupcomingipos/Main.cs
@@ -1,3 +1,4 @@
+using System;
 using System.Collections.Generic;
 using System.Linq;
 using QuantConnect.Algorithm.Framework.Portfolio;
@@ -11,7 +12,10 @@ public class EODHDUpcomingIPOsChainedUniverseAlgorithm : QCAlgorithm
     {
         private static readonly HashSet<EODHD.DealType> _dealTypesWanted = new() { EODHD.DealType.Expected, EODHD.DealType.Priced };
 
-        private List<Symbol> _fundamental = new();
+        private List<Fundamental> _fundamental = [];
+        // Map of IPO symbol -> IPO date, captured while the event is upcoming so we can
+        // trade the name once Morningstar has a few days of fundamentals on it.
+        private Dictionary<Symbol, DateTime> _ipoDates = new();
         private Universe _universe;
 
         public override void Initialize()
@@ -22,25 +26,47 @@ public override void Initialize()
             Settings.SeedInitialPrices = true;
 
             UniverseSettings.Resolution = Resolution.Minute;
-            // First universe: top 100 US Equities by dollar volume; emits Universe.Unchanged.
+            // First universe: store all US Equity fundamentals; emits Universe.Unchanged.
             AddUniverse(fundamental =>
             {
-                _fundamental = (from c in fundamental
-                                orderby c.DollarVolume descending
-                                select c.Symbol).Take(100).ToList();
+                _fundamental = [..fundamental];
                 return Universe.Unchanged;
             });
-            // Second universe: confirmed non-penny upcoming IPOs, intersected with the fundamental list.
+            // Second universe: trade IPOs one week after listing so fundamentals are populated.
             _universe = AddUniverse<EODHDUpcomingIPOs>(altCoarse =>
             {
-                // Keep expected/priced IPOs with a confirmed date and an above-$1 price band.
-                var alt = from d in altCoarse.OfType<EODHDUpcomingIPOs>()
-                          where _dealTypesWanted.Contains(d.DealType)
-                             && d.IpoDate.HasValue
-                             && (new[] { d.LowestPrice, d.HighestPrice, d.OfferPrice }
-                                    .Where(x => x.HasValue).Min() ?? 0m) > 1m
-                          select d.Symbol;
-                return _fundamental.Intersect(alt);
+                // Capture expected/priced IPOs with a confirmed date and a >$1 minimum price band.
+                foreach (var d in altCoarse.OfType<EODHDUpcomingIPOs>())
+                {
+                    if (!_dealTypesWanted.Contains(d.DealType) || !d.IpoDate.HasValue)
+                    {
+                        continue;
+                    }
+                    var prices = new[] { d.LowestPrice, d.HighestPrice, d.OfferPrice }
+                        .Where(x => x.HasValue)
+                        .Select(x => x.Value)
+                        .ToList();
+                    if (prices.Count == 0 || prices.Min() <= 1m)
+                    {
+                        continue;
+                    }
+                    _ipoDates[d.Symbol] = d.IpoDate.Value;
+                }
+                // Drop entries whose IPO was more than 30 days ago to keep the dict bounded.
+                _ipoDates = _ipoDates
+                    .Where(kv => kv.Value > Time.AddDays(-30))
+                    .ToDictionary(kv => kv.Key, kv => kv.Value);
+                // Trade IPOs that listed at least 7 days ago, ranked by dollar volume.
+                var alt = _ipoDates
+                    .Where(kv => kv.Value <= Time.AddDays(-7))
+                    .Select(kv => kv.Key)
+                    .ToHashSet();
+                Plot("Universe", "Raw", alt.Count);
+                return _fundamental
+                    .Where(c => alt.Contains(c.Symbol))
+                    .OrderByDescending(c => c.DollarVolume)
+                    .Select(c => c.Symbol)
+                    .Take(100);
             });
 
             // Rebalance before market open to trade today's intersection.
@@ -49,7 +75,7 @@ where _dealTypesWanted.Contains(d.DealType)
 
         private void Rebalance()
         {
-            if (_universe.Selected == null || _universe.Selected.Count == 0)
+            if (_universe.Selected.Count == 0)
             {
                 return;
             }
diff --git a/project-templates/csharp/alternative-data-chain-universe-eodhdupcomingsplits/Main.cs b/project-templates/csharp/alternative-data-chain-universe-eodhdupcomingsplits/Main.cs
index 37756bd368..4f6ee36c18 100644
--- a/project-templates/csharp/alternative-data-chain-universe-eodhdupcomingsplits/Main.cs
+++ b/project-templates/csharp/alternative-data-chain-universe-eodhdupcomingsplits/Main.cs
@@ -9,7 +9,7 @@ namespace QuantConnect.Algorithm.CSharp
 {
     public class EODHDUpcomingSplitsChainedUniverseAlgorithm : QCAlgorithm
     {
-        private List<Symbol> _fundamental = new();
+        private List<Fundamental> _fundamental = [];
         private Universe _universe;
 
         public override void Initialize()
@@ -20,22 +20,26 @@ public override void Initialize()
             Settings.SeedInitialPrices = true;
 
             UniverseSettings.Resolution = Resolution.Minute;
-            // First universe: top 100 US Equities by dollar volume; emits Universe.Unchanged.
+            // First universe: store all US Equity fundamentals; emits Universe.Unchanged.
             AddUniverse(fundamental =>
             {
-                _fundamental = (from c in fundamental
-                                orderby c.DollarVolume descending
-                                select c.Symbol).Take(100).ToList();
+                _fundamental = [..fundamental];
                 return Universe.Unchanged;
             });
-            // Second universe: forward stock split in the next 3 days, intersected with the fundamental list.
+            // Second universe: forward stock split in the next 3 days, ranked by dollar volume.
             _universe = AddUniverse<EODHDUpcomingSplits>(altCoarse =>
             {
                 // Keep names with a forward split (factor > 1) within 3 days.
-                var alt = from d in altCoarse.OfType<EODHDUpcomingSplits>()
-                          where d.SplitDate <= Time.AddDays(3) && d.SplitFactor > 1m
-                          select d.Symbol;
-                return _fundamental.Intersect(alt);
+                var alt = altCoarse.OfType<EODHDUpcomingSplits>()
+                    .Where(d => d.SplitDate <= Time.AddDays(3) && d.SplitFactor > 1m)
+                    .Select(d => d.Symbol)
+                    .ToHashSet();
+                Plot("Universe", "Raw", alt.Count);
+                return _fundamental
+                    .Where(c => alt.Contains(c.Symbol))
+                    .OrderByDescending(c => c.DollarVolume)
+                    .Select(c => c.Symbol)
+                    .Take(100);
             });
 
             // Rebalance before market open to trade today's intersection.
@@ -44,12 +48,12 @@ orderby c.DollarVolume descending
 
         private void Rebalance()
         {
-            if (_universe.Selected == null || _universe.Selected.Count == 0)
+            if (_universe.Selected.Count == 0)
             {
                 return;
             }
 
-            var weight = 1m / _universe.Selected.Count;
+            var weight = _universe.Selected.Count >= 10 ? 1m / _universe.Selected.Count : 0.1m;
             var targets = _universe.Selected
                 .Select(symbol => new PortfolioTarget(symbol, weight))
                 .ToList();
diff --git a/project-templates/csharp/alternative-data-chain-universe-quivercnbcsuniverse/Main.cs b/project-templates/csharp/alternative-data-chain-universe-quivercnbcsuniverse/Main.cs
index 1af7eaeadf..0284efd98f 100644
--- a/project-templates/csharp/alternative-data-chain-universe-quivercnbcsuniverse/Main.cs
+++ b/project-templates/csharp/alternative-data-chain-universe-quivercnbcsuniverse/Main.cs
@@ -10,7 +10,7 @@ namespace QuantConnect.Algorithm.CSharp
 {
     public class QuiverCNBCsChainedUniverseAlgorithm : QCAlgorithm
     {
-        private List<Symbol> _fundamental = new();
+        private List<Fundamental> _fundamental = [];
         private Universe _universe;
 
         public override void Initialize()
@@ -24,19 +24,24 @@ public override void Initialize()
             // First universe: top 100 US Equities by dollar volume; emits Universe.Unchanged.
             AddUniverse(fundamental =>
             {
-                _fundamental = (from c in fundamental
-                                orderby c.DollarVolume descending
-                                select c.Symbol).Take(100).ToList();
+                _fundamental = [..fundamental];
                 return Universe.Unchanged;
             });
             // Second universe: 3+ BUY CNBC opinions, intersected with the fundamental list.
             _universe = AddUniverse<QuiverCNBCsUniverse>(altCoarse =>
             {
-                // Group raw CNBC opinions by ticker and keep names with 3+ BUY recommendations.
-                var alt = from g in altCoarse.OfType<QuiverCNBCsUniverse>().GroupBy(x => x.Symbol)
-                          where g.Count(x => x.Direction == OrderDirection.Buy) >= 3
-                          select g.Key;
-                return _fundamental.Intersect(alt);
+                // Group raw CNBC opinions by ticker and keep names with 2+ BUY recommendations.
+                var alt = altCoarse.OfType<QuiverCNBCsUniverse>()
+                    .GroupBy(x => x.Symbol)
+                    .Where(g => g.Count(x => x.Direction == OrderDirection.Buy) >= 2)
+                    .Select(g => g.Key)
+                    .ToHashSet();
+                Plot("Universe", "Raw", alt.Count);
+                return _fundamental
+                    .Where(c => alt.Contains(c.Symbol))
+                    .OrderByDescending(c => c.DollarVolume)
+                    .Select(c => c.Symbol)
+                    .Take(100);
             });
 
             // Rebalance before market open to trade today's intersection.
@@ -45,12 +50,12 @@ where g.Count(x => x.Direction == OrderDirection.Buy) >= 3
 
         private void Rebalance()
         {
-            if (_universe.Selected == null || _universe.Selected.Count == 0)
+            if (_universe.Selected.Count == 0)
             {
                 return;
             }
 
-            var weight = 1m / _universe.Selected.Count;
+            var weight = _universe.Selected.Count >= 10 ? 1m / _universe.Selected.Count : 0.1m;
             var targets = _universe.Selected
                 .Select(symbol => new PortfolioTarget(symbol, weight))
                 .ToList();
diff --git a/project-templates/csharp/alternative-data-chain-universe-quivergovernmentcontractuniverse/Main.cs b/project-templates/csharp/alternative-data-chain-universe-quivergovernmentcontractuniverse/Main.cs
index 97f349f94f..f85c7600c3 100644
--- a/project-templates/csharp/alternative-data-chain-universe-quivergovernmentcontractuniverse/Main.cs
+++ b/project-templates/csharp/alternative-data-chain-universe-quivergovernmentcontractuniverse/Main.cs
@@ -9,7 +9,7 @@ namespace QuantConnect.Algorithm.CSharp
 {
     public class QuiverGovernmentContractChainedUniverseAlgorithm : QCAlgorithm
     {
-        private List<Symbol> _fundamental = new();
+        private List<Fundamental> _fundamental = [];
         private Universe _universe;
 
         public override void Initialize()
@@ -20,22 +20,27 @@ public override void Initialize()
             Settings.SeedInitialPrices = true;
 
             UniverseSettings.Resolution = Resolution.Minute;
-            // First universe: top 100 US Equities by dollar volume; emits Universe.Unchanged.
+            // First universe: store all US Equity fundamentals; emits Universe.Unchanged.
             AddUniverse(fundamental =>
             {
-                _fundamental = (from c in fundamental
-                                orderby c.DollarVolume descending
-                                select c.Symbol).Take(100).ToList();
+                _fundamental = [..fundamental];
                 return Universe.Unchanged;
             });
-            // Second universe: 3+ government contracts totalling over $50K, intersected with the fundamental list.
+            // Second universe: 3+ government contracts totalling over $50K, ranked by dollar volume.
             _universe = AddUniverse<QuiverGovernmentContractUniverse>(altCoarse =>
             {
                 // Group by ticker and keep names with 3+ contracts totalling over $50K.
-                var alt = from g in altCoarse.OfType<QuiverGovernmentContractUniverse>().GroupBy(x => x.Symbol)
-                          where g.Count() >= 3 && g.Sum(x => x.Amount) > 50000m
-                          select g.Key;
-                return _fundamental.Intersect(alt);
+                var alt = altCoarse.OfType<QuiverGovernmentContractUniverse>()
+                    .GroupBy(x => x.Symbol)
+                    .Where(g => g.Count() >= 3 && g.Sum(x => x.Amount) > 50000m)
+                    .Select(g => g.Key)
+                    .ToHashSet();
+                Plot("Universe", "Raw", alt.Count);
+                return _fundamental
+                    .Where(c => alt.Contains(c.Symbol))
+                    .OrderByDescending(c => c.DollarVolume)
+                    .Select(c => c.Symbol)
+                    .Take(100);
             });
 
             // Rebalance before market open to trade today's intersection.
@@ -44,7 +49,7 @@ where g.Count() >= 3 && g.Sum(x => x.Amount) > 50000m
 
         private void Rebalance()
         {
-            if (_universe.Selected == null || _universe.Selected.Count == 0)
+            if (_universe.Selected.Count == 0)
             {
                 return;
             }
diff --git a/project-templates/csharp/alternative-data-chain-universe-quiverinsidertradinguniverse/Main.cs b/project-templates/csharp/alternative-data-chain-universe-quiverinsidertradinguniverse/Main.cs
index a0e2657f52..e639871dd1 100644
--- a/project-templates/csharp/alternative-data-chain-universe-quiverinsidertradinguniverse/Main.cs
+++ b/project-templates/csharp/alternative-data-chain-universe-quiverinsidertradinguniverse/Main.cs
@@ -9,7 +9,7 @@ namespace QuantConnect.Algorithm.CSharp
 {
     public class QuiverInsiderTradingChainedUniverseAlgorithm : QCAlgorithm
     {
-        private List<Symbol> _fundamental = new();
+        private List<Fundamental> _fundamental = [];
         private Universe _universe;
 
         public override void Initialize()
@@ -20,36 +20,30 @@ public override void Initialize()
             Settings.SeedInitialPrices = true;
 
             UniverseSettings.Resolution = Resolution.Minute;
-            // First universe: top 100 US Equities by dollar volume; emits Universe.Unchanged.
+            // First universe: store all US Equity fundamentals; emits Universe.Unchanged.
             AddUniverse(fundamental =>
             {
-                _fundamental = (from c in fundamental
-                                orderby c.DollarVolume descending
-                                select c.Symbol).Take(100).ToList();
+                _fundamental = [..fundamental];
                 return Universe.Unchanged;
             });
-            // Second universe: 10 largest insider-trading dollar volumes, intersected with the fundamental list.
+            // Second universe: 10 largest insider-trading dollar volumes, ranked by dollar volume.
             _universe = AddUniverse<QuiverInsiderTradingUniverse>(altCoarse =>
             {
                 // Aggregate insider dollar volume per ticker and keep the 10 largest.
-                var dollarVolume = new Dictionary<Symbol, decimal>();
-                foreach (var d in altCoarse.OfType<QuiverInsiderTradingUniverse>())
-                {
-                    if (d.PricePerShare == null || d.PricePerShare == 0m)
-                    {
-                        continue;
-                    }
-                    if (!dollarVolume.ContainsKey(d.Symbol))
-                    {
-                        dollarVolume[d.Symbol] = 0m;
-                    }
-                    dollarVolume[d.Symbol] += (d.Shares ?? 0m) * d.PricePerShare.Value;
-                }
-                var alt = dollarVolume
-                    .OrderByDescending(kvp => kvp.Value)
+                var alt = altCoarse.OfType<QuiverInsiderTradingUniverse>()
+                    .Where(d => d.PricePerShare.HasValue && d.PricePerShare.Value != 0m)
+                    .GroupBy(d => d.Symbol)
+                    .Select(g => new { Symbol = g.Key, DollarVolume = g.Sum(d => (d.Shares ?? 0m) * d.PricePerShare.Value) })
+                    .OrderByDescending(x => x.DollarVolume)
                     .Take(10)
-                    .Select(kvp => kvp.Key);
-                return _fundamental.Intersect(alt);
+                    .Select(x => x.Symbol)
+                    .ToHashSet();
+                Plot("Universe", "Raw", alt.Count);
+                return _fundamental
+                    .Where(c => alt.Contains(c.Symbol))
+                    .OrderByDescending(c => c.DollarVolume)
+                    .Select(c => c.Symbol)
+                    .Take(100);
             });
 
             // Rebalance before market open to trade today's intersection.
@@ -58,7 +52,7 @@ orderby c.DollarVolume descending
 
         private void Rebalance()
         {
-            if (_universe.Selected == null || _universe.Selected.Count == 0)
+            if (_universe.Selected.Count == 0)
             {
                 return;
             }
diff --git a/project-templates/csharp/alternative-data-chain-universe-quiverlobbyinguniverse/Main.cs b/project-templates/csharp/alternative-data-chain-universe-quiverlobbyinguniverse/Main.cs
index 900b7dd171..bdfb2f6431 100644
--- a/project-templates/csharp/alternative-data-chain-universe-quiverlobbyinguniverse/Main.cs
+++ b/project-templates/csharp/alternative-data-chain-universe-quiverlobbyinguniverse/Main.cs
@@ -9,7 +9,7 @@ namespace QuantConnect.Algorithm.CSharp
 {
     public class QuiverLobbyingChainedUniverseAlgorithm : QCAlgorithm
     {
-        private List<Symbol> _fundamental = new();
+        private List<Fundamental> _fundamental = [];
         private Universe _universe;
 
         public override void Initialize()
@@ -20,22 +20,27 @@ public override void Initialize()
             Settings.SeedInitialPrices = true;
 
             UniverseSettings.Resolution = Resolution.Minute;
-            // First universe: top 100 US Equities by dollar volume; emits Universe.Unchanged.
+            // First universe: store all US Equity fundamentals; emits Universe.Unchanged.
             AddUniverse(fundamental =>
             {
-                _fundamental = (from c in fundamental
-                                orderby c.DollarVolume descending
-                                select c.Symbol).Take(100).ToList();
+                _fundamental = [..fundamental];
                 return Universe.Unchanged;
             });
-            // Second universe: $100K+ corporate lobbying spend, intersected with the fundamental list.
+            // Second universe: $100K+ corporate lobbying spend, ranked by dollar volume.
             _universe = AddUniverse<QuiverLobbyingUniverse>("QuiverLobbyingUniverse", Resolution.Daily, altCoarse =>
             {
                 // Aggregate lobbying spend per ticker and keep names spending $100K+.
-                var alt = from g in altCoarse.OfType<QuiverLobbyingUniverse>().GroupBy(x => x.Symbol)
-                          where g.Sum(x => x.Amount) >= 100000m
-                          select g.Key;
-                return _fundamental.Intersect(alt);
+                var alt = altCoarse.OfType<QuiverLobbyingUniverse>()
+                    .GroupBy(x => x.Symbol)
+                    .Where(g => g.Sum(x => x.Amount) >= 100000m)
+                    .Select(g => g.Key)
+                    .ToHashSet();
+                Plot("Universe", "Raw", alt.Count);
+                return _fundamental
+                    .Where(c => alt.Contains(c.Symbol))
+                    .OrderByDescending(c => c.DollarVolume)
+                    .Select(c => c.Symbol)
+                    .Take(100);
             });
 
             // Rebalance before market open to trade today's intersection.
@@ -44,12 +49,12 @@ where g.Sum(x => x.Amount) >= 100000m
 
         private void Rebalance()
         {
-            if (_universe.Selected == null || _universe.Selected.Count == 0)
+            if (_universe.Selected.Count == 0)
             {
                 return;
             }
 
-            var weight = 1m / _universe.Selected.Count;
+            var weight = _universe.Selected.Count >= 10 ? 1m / _universe.Selected.Count : 0.1m;
             var targets = _universe.Selected
                 .Select(symbol => new PortfolioTarget(symbol, weight))
                 .ToList();
diff --git a/project-templates/csharp/alternative-data-chain-universe-quiverquantcongressuniverse/Main.cs b/project-templates/csharp/alternative-data-chain-universe-quiverquantcongressuniverse/Main.cs
index 50ca06d58f..113f922e9c 100644
--- a/project-templates/csharp/alternative-data-chain-universe-quiverquantcongressuniverse/Main.cs
+++ b/project-templates/csharp/alternative-data-chain-universe-quiverquantcongressuniverse/Main.cs
@@ -10,7 +10,7 @@ namespace QuantConnect.Algorithm.CSharp
 {
     public class QuiverQuantCongressChainedUniverseAlgorithm : QCAlgorithm
     {
-        private List<Symbol> _fundamental = new();
+        private List<Fundamental> _fundamental = [];
         private Universe _universe;
 
         public override void Initialize()
@@ -21,22 +21,26 @@ public override void Initialize()
             Settings.SeedInitialPrices = true;
 
             UniverseSettings.Resolution = Resolution.Minute;
-            // First universe: top 100 US Equities by dollar volume; emits Universe.Unchanged.
+            // First universe: store all US Equity fundamentals; emits Universe.Unchanged.
             AddUniverse(fundamental =>
             {
-                _fundamental = (from c in fundamental
-                                orderby c.DollarVolume descending
-                                select c.Symbol).Take(100).ToList();
+                _fundamental = [..fundamental];
                 return Universe.Unchanged;
             });
-            // Second universe: US Congress BUY disclosures over $200K, intersected with the fundamental list.
+            // Second universe: US Congress BUY disclosures over $200K, ranked by dollar volume.
             _universe = AddUniverse<QuiverQuantCongressUniverse>(altCoarse =>
             {
                 // Keep buy disclosures over $200K to filter out small reports.
-                var alt = from d in altCoarse.OfType<QuiverCongressDataPoint>()
-                          where d.Amount > 200000m && d.Transaction == OrderDirection.Buy
-                          select d.Symbol;
-                return _fundamental.Intersect(alt);
+                var alt = altCoarse.OfType<QuiverQuantCongressUniverse>()
+                    .Where(d => d.Amount > 200000m && d.Transaction == OrderDirection.Buy)
+                    .Select(d => d.Symbol)
+                    .ToHashSet();
+                Plot("Universe", "Raw", alt.Count);
+                return _fundamental
+                    .Where(c => alt.Contains(c.Symbol))
+                    .OrderByDescending(c => c.DollarVolume)
+                    .Select(c => c.Symbol)
+                    .Take(100);
             });
 
             // Rebalance before market open to trade today's intersection.
@@ -45,7 +49,7 @@ orderby c.DollarVolume descending
 
         private void Rebalance()
         {
-            if (_universe.Selected == null || _universe.Selected.Count == 0)
+            if (_universe.Selected.Count == 0)
             {
                 return;
             }
diff --git a/project-templates/csharp/alternative-data-chain-universe-smartinsiderintentionuniverse/Main.cs b/project-templates/csharp/alternative-data-chain-universe-smartinsiderintentionuniverse/Main.cs
index fb8eb2e6f7..c84e57f745 100644
--- a/project-templates/csharp/alternative-data-chain-universe-smartinsiderintentionuniverse/Main.cs
+++ b/project-templates/csharp/alternative-data-chain-universe-smartinsiderintentionuniverse/Main.cs
@@ -9,7 +9,7 @@ namespace QuantConnect.Algorithm.CSharp
 {
     public class SmartInsiderIntentionChainedUniverseAlgorithm : QCAlgorithm
     {
-        private List<Symbol> _fundamental = new();
+        private List<Fundamental> _fundamental = [];
         private Universe _universe;
 
         public override void Initialize()
@@ -20,22 +20,28 @@ public override void Initialize()
             Settings.SeedInitialPrices = true;
 
             UniverseSettings.Resolution = Resolution.Minute;
-            // First universe: top 100 US Equities by dollar volume; emits Universe.Unchanged.
+            // First universe: store all US Equity fundamentals; emits Universe.Unchanged.
             AddUniverse(fundamental =>
             {
-                _fundamental = (from c in fundamental
-                                orderby c.DollarVolume descending
-                                select c.Symbol).Take(100).ToList();
+                _fundamental = [..fundamental];
                 return Universe.Unchanged;
             });
-            // Second universe: $100M+ market-cap buyback intentions over 0.5%, intersected with the fundamental list.
+            // Second universe: $100M+ market-cap buyback intentions over 0.5%, ranked by dollar volume.
             _universe = AddUniverse<SmartInsiderIntentionUniverse>(altCoarse =>
             {
                 // Keep $100M+ market-cap names announcing a buyback over 0.5% of shares.
-                var alt = from d in altCoarse.OfType<SmartInsiderIntentionUniverse>()
-                          where d.Percentage > 0.005m && d.USDMarketCap > 100000000m
-                          select d.Symbol;
-                return _fundamental.Intersect(alt);
+                // Keep names announcing a buyback over 0.5% of shares. (USDMarketCap is not
+                // populated for intention records, unlike SmartInsiderTransactionUniverse.)
+                var alt = altCoarse.OfType<SmartInsiderIntentionUniverse>()
+                    .Where(d => d.Percentage > 0.005m)
+                    .Select(d => d.Symbol)
+                    .ToHashSet();
+                Plot("Universe", "Raw", alt.Count);
+                return _fundamental
+                    .Where(c => alt.Contains(c.Symbol))
+                    .OrderByDescending(c => c.DollarVolume)
+                    .Select(c => c.Symbol)
+                    .Take(100);
             });
 
             // Rebalance before market open to trade today's intersection.
@@ -44,12 +50,12 @@ where d.Percentage > 0.005m && d.USDMarketCap > 100000000m
 
         private void Rebalance()
         {
-            if (_universe.Selected == null || _universe.Selected.Count == 0)
+            if (_universe.Selected.Count == 0)
             {
                 return;
             }
 
-            var weight = 1m / _universe.Selected.Count;
+            var weight = _universe.Selected.Count >= 10 ? 1m / _universe.Selected.Count : 0.1m;
             var targets = _universe.Selected
                 .Select(symbol => new PortfolioTarget(symbol, weight))
                 .ToList();
diff --git a/project-templates/csharp/alternative-data-chain-universe-smartinsidertransactionuniverse/Main.cs b/project-templates/csharp/alternative-data-chain-universe-smartinsidertransactionuniverse/Main.cs
index c2ed324ccd..fc29d70c57 100644
--- a/project-templates/csharp/alternative-data-chain-universe-smartinsidertransactionuniverse/Main.cs
+++ b/project-templates/csharp/alternative-data-chain-universe-smartinsidertransactionuniverse/Main.cs
@@ -9,7 +9,7 @@ namespace QuantConnect.Algorithm.CSharp
 {
     public class SmartInsiderTransactionChainedUniverseAlgorithm : QCAlgorithm
     {
-        private List<Symbol> _fundamental = new();
+        private List<Fundamental> _fundamental = [];
         private Universe _universe;
 
         public override void Initialize()
@@ -20,22 +20,26 @@ public override void Initialize()
             Settings.SeedInitialPrices = true;
 
             UniverseSettings.Resolution = Resolution.Minute;
-            // First universe: top 100 US Equities by dollar volume; emits Universe.Unchanged.
+            // First universe: store all US Equity fundamentals; emits Universe.Unchanged.
             AddUniverse(fundamental =>
             {
-                _fundamental = (from c in fundamental
-                                orderby c.DollarVolume descending
-                                select c.Symbol).Take(100).ToList();
+                _fundamental = [..fundamental];
                 return Universe.Unchanged;
             });
-            // Second universe: $100M+ market-cap buybacks over 0.5%, intersected with the fundamental list.
+            // Second universe: $100M+ market-cap buybacks over 0.5%, ranked by dollar volume.
             _universe = AddUniverse<SmartInsiderTransactionUniverse>(altCoarse =>
             {
                 // Keep $100M+ market-cap names buying back over 0.5% of shares.
-                var alt = from d in altCoarse.OfType<SmartInsiderTransactionUniverse>()
-                          where d.BuybackPercentage > 0.005m && d.USDMarketCap > 100000000m
-                          select d.Symbol;
-                return _fundamental.Intersect(alt);
+                var alt = altCoarse.OfType<SmartInsiderTransactionUniverse>()
+                    .Where(d => d.BuybackPercentage > 0.005m && d.USDMarketCap > 100000000m)
+                    .Select(d => d.Symbol)
+                    .ToHashSet();
+                Plot("Universe", "Raw", alt.Count);
+                return _fundamental
+                    .Where(c => alt.Contains(c.Symbol))
+                    .OrderByDescending(c => c.DollarVolume)
+                    .Select(c => c.Symbol)
+                    .Take(100);
             });
 
             // Rebalance before market open to trade today's intersection.
@@ -44,12 +48,12 @@ where d.BuybackPercentage > 0.005m && d.USDMarketCap > 100000000m
 
         private void Rebalance()
         {
-            if (_universe.Selected == null || _universe.Selected.Count == 0)
+            if (_universe.Selected.Count == 0)
             {
                 return;
             }
 
-            var weight = 1m / _universe.Selected.Count;
+            var weight = _universe.Selected.Count >= 10 ? 1m / _universe.Selected.Count : 0.1m;
             var targets = _universe.Selected
                 .Select(symbol => new PortfolioTarget(symbol, weight))
                 .ToList();
diff --git a/project-templates/csharp/alternative-data-universe-eodhdupcomingipos/Main.cs b/project-templates/csharp/alternative-data-universe-eodhdupcomingipos/Main.cs
index 502076b611..59906874e1 100644
--- a/project-templates/csharp/alternative-data-universe-eodhdupcomingipos/Main.cs
+++ b/project-templates/csharp/alternative-data-universe-eodhdupcomingipos/Main.cs
@@ -24,11 +24,14 @@ public override void Initialize()
             {
                 // Keep expected/priced IPOs with a confirmed date and an above-$1 price band.
                 return from d in data.OfType<EODHDUpcomingIPOs>()
+                       let prices = new[] { d.LowestPrice, d.HighestPrice, d.OfferPrice }
+                                        .Where(x => x.HasValue)
+                                        .Select(x => x.Value)
+                                        .ToList()
                        where _dealTypesWanted.Contains(d.DealType)
                           && d.IpoDate.HasValue
-                          && new[] { d.LowestPrice, d.HighestPrice, d.OfferPrice }
-                                .Where(x => x.HasValue)
-                                .Min().Value > 1m
+                          && prices.Count > 0
+                          && prices.Min() > 1m
                        select d.Symbol;
             });
 
diff --git a/project-templates/csharp/alternative-data-universe-quivercnbcsuniverse/Main.cs b/project-templates/csharp/alternative-data-universe-quivercnbcsuniverse/Main.cs
index e489b1fbf8..0a256ee141 100644
--- a/project-templates/csharp/alternative-data-universe-quivercnbcsuniverse/Main.cs
+++ b/project-templates/csharp/alternative-data-universe-quivercnbcsuniverse/Main.cs
@@ -15,6 +15,7 @@ public override void Initialize()
             SetStartDate(2024, 9, 1);
             SetEndDate(2024, 12, 31);
             SetCash(100000);
+            Settings.SeedInitialPrices = true;
 
             // Trade daily on CNBC opinion updates.
             UniverseSettings.Resolution = Resolution.Daily;
@@ -39,9 +40,13 @@ private void Rebalance()
             {
                 return;
             }
-
-            var weight = 1m / _universe.Selected.Count;
-            var targets = _universe.Selected
+            var securities = _universe.Selected.Where(s => Securities[s].Price > 0).ToList();
+            if (securities.Count == 0)
+            {
+                return;
+            }
+            var weight = securities.Count >= 10 ? 1m / securities.Count : 0.1m;
+            var targets = securities
                 .Select(symbol => new PortfolioTarget(symbol, weight))
                 .ToList();
 
diff --git a/project-templates/csharp/alternative-data-universe-quiverquantcongressuniverse/Main.cs b/project-templates/csharp/alternative-data-universe-quiverquantcongressuniverse/Main.cs
index 3792ef252b..cb96403f29 100644
--- a/project-templates/csharp/alternative-data-universe-quiverquantcongressuniverse/Main.cs
+++ b/project-templates/csharp/alternative-data-universe-quiverquantcongressuniverse/Main.cs
@@ -15,6 +15,7 @@ public override void Initialize()
             SetStartDate(2024, 9, 1);
             SetEndDate(2024, 12, 31);
             SetCash(100000);
+            Settings.SeedInitialPrices = true;
 
             UniverseSettings.Resolution = Resolution.Daily;
             // Universe of US Equities recently bought by US Congress members in trades over $200K.
diff --git a/project-templates/csharp/alternative-data-universe-smartinsiderintentionuniverse/Main.cs b/project-templates/csharp/alternative-data-universe-smartinsiderintentionuniverse/Main.cs
index c5959cbb69..6edd6caeb1 100644
--- a/project-templates/csharp/alternative-data-universe-smartinsiderintentionuniverse/Main.cs
+++ b/project-templates/csharp/alternative-data-universe-smartinsiderintentionuniverse/Main.cs
@@ -14,15 +14,17 @@ public override void Initialize()
             SetStartDate(2024, 9, 1);
             SetEndDate(2024, 12, 31);
             SetCash(100000);
+            Settings.SeedInitialPrices = true;
 
             UniverseSettings.Resolution = Resolution.Daily;
-            // Universe of large-cap US Equities announcing meaningful buyback intentions.
+            // Universe of US Equities announcing meaningful buyback intentions.
             _universe = AddUniverse<SmartInsiderIntentionUniverse>(data =>
             {
-                // Keep $100M+ market-cap names announcing a buyback over 0.5% of shares.
-                return from d in data.OfType<SmartInsiderIntentionUniverse>()
-                       where d.Percentage > 0.005m && d.USDMarketCap > 100000000m
-                       select d.Symbol;
+                // Keep names announcing a buyback over 0.5% of shares. (USDMarketCap is not
+                // populated for intention records, unlike SmartInsiderTransactionUniverse.)
+                return data.OfType<SmartInsiderIntentionUniverse>()
+                    .Where(d => d.Percentage > 0.005m)
+                    .Select(d => d.Symbol);
             });
 
             // Rebalance shortly after the open so today's universe is locked in.
@@ -35,9 +37,13 @@ private void Rebalance()
             {
                 return;
             }
-
-            var weight = 1m / _universe.Selected.Count;
-            var targets = _universe.Selected
+            var securities = _universe.Selected.Where(s => Securities[s].Price > 0).ToList();
+            if (securities.Count == 0)
+            {
+                return;
+            }
+            var weight = securities.Count >= 10 ? 1m / securities.Count : 0.1m;
+            var targets = securities
                 .Select(symbol => new PortfolioTarget(symbol, weight))
                 .ToList();
 
diff --git a/project-templates/csharp/alternative-data-universe-smartinsidertransactionuniverse/Main.cs b/project-templates/csharp/alternative-data-universe-smartinsidertransactionuniverse/Main.cs
index a29e1337f7..a743dffdb7 100644
--- a/project-templates/csharp/alternative-data-universe-smartinsidertransactionuniverse/Main.cs
+++ b/project-templates/csharp/alternative-data-universe-smartinsidertransactionuniverse/Main.cs
@@ -14,6 +14,7 @@ public override void Initialize()
             SetStartDate(2024, 9, 1);
             SetEndDate(2024, 12, 31);
             SetCash(100000);
+            Settings.SeedInitialPrices = true;
 
             UniverseSettings.Resolution = Resolution.Daily;
             // Universe of large-cap US Equities executing meaningful share buybacks.
@@ -35,9 +36,13 @@ private void Rebalance()
             {
                 return;
             }
-
-            var weight = 1m / _universe.Selected.Count;
-            var targets = _universe.Selected
+            var securities = _universe.Selected.Where(s => Securities[s].Price > 0).ToList();
+            if (securities.Count == 0)
+            {
+                return;
+            }
+            var weight = securities.Count >= 10 ? 1m / securities.Count : 0.1m;
+            var targets = securities
                 .Select(symbol => new PortfolioTarget(symbol, weight))
                 .ToList();
 
diff --git a/project-templates/python/alternative-data-chain-universe-braincompanyfilinglanguagemetricsuniverseall/main.py b/project-templates/python/alternative-data-chain-universe-braincompanyfilinglanguagemetricsuniverseall/main.py
index 5e7299e160..1758ae1e84 100644
--- a/project-templates/python/alternative-data-chain-universe-braincompanyfilinglanguagemetricsuniverseall/main.py
+++ b/project-templates/python/alternative-data-chain-universe-braincompanyfilinglanguagemetricsuniverseall/main.py
@@ -4,7 +4,8 @@
 
 
 class BrainCompanyFilingLanguageMetricsChainedUniverseAlgorithm(QCAlgorithm):
-    _fundamental: list[Symbol] = []
+
+    _fundamental: List[Fundamental] = []
 
     def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
@@ -12,9 +13,9 @@ def initialize(self) -> None:
         self.set_cash(100_000)
         self.settings.seed_initial_prices = True
         self.universe_settings.resolution = Resolution.MINUTE
-        # First universe: top 100 US Equities by dollar volume; emits Universe.UNCHANGED.
+        # First universe: store all US Equity fundamentals; emits Universe.UNCHANGED.
         self.add_universe(self._fundamental_filter)
-        # Second universe: positive sentiment in latest SEC filings, intersected with the fundamental list.
+        # Second universe: positive sentiment in latest SEC filings, ranked by dollar volume.
         self._universe = self.add_universe(BrainCompanyFilingLanguageMetricsUniverseAll, self._select_assets)
         # Rebalance before market open to trade today's intersection.
         self.schedule.on(
@@ -24,22 +25,25 @@ def initialize(self) -> None:
         )
 
     def _fundamental_filter(self, fundamental: List[Fundamental]) -> Universe.UnchangedUniverse:
-        sorted_by_dollar_volume = sorted(fundamental, key=lambda x: x.dollar_volume)
-        self._fundamental = [c.symbol for c in sorted_by_dollar_volume[-100:]]
+        self._fundamental = fundamental
         return Universe.UNCHANGED
 
     def _select_assets(self, alt_coarse: List[BrainCompanyFilingLanguageMetricsUniverseAll]) -> List[Symbol]:
         # Keep names with positive sentiment in both the report and MD&A sections.
-        alt = [d.symbol for d in alt_coarse
-               if d.report_sentiment and d.report_sentiment.sentiment and d.report_sentiment.sentiment > 0 and
-               d.management_discussion_analyasis_of_financial_condition_and_results_of_operations and
-               d.management_discussion_analyasis_of_financial_condition_and_results_of_operations.sentiment and
-               d.management_discussion_analyasis_of_financial_condition_and_results_of_operations.sentiment > 0]
-        return [s for s in self._fundamental if s in alt]
+        alt = {d.symbol for d in alt_coarse
+               if d.report_sentiment and d.report_sentiment.sentiment and d.report_sentiment.sentiment > 0
+               and d.management_discussion_analyasis_of_financial_condition_and_results_of_operations
+               and d.management_discussion_analyasis_of_financial_condition_and_results_of_operations.sentiment
+               and d.management_discussion_analyasis_of_financial_condition_and_results_of_operations.sentiment > 0}
+        self.plot('Universe', 'Raw', len(alt))
+        return [c.symbol for c in sorted(
+            [c for c in self._fundamental if c.symbol in alt],
+            key=lambda c: c.dollar_volume, reverse=True
+        )[:100]]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:
             return
-        weight = 1 / len(self._universe.selected)
+        weight = min(1 / len(self._universe.selected), 0.1)
         targets = [PortfolioTarget(symbol, weight) for symbol in self._universe.selected]
         self.set_holdings(targets, True)
diff --git a/project-templates/python/alternative-data-chain-universe-brainsentimentindicatoruniverse/main.py b/project-templates/python/alternative-data-chain-universe-brainsentimentindicatoruniverse/main.py
index 0e1d188e7d..e9fdb230eb 100644
--- a/project-templates/python/alternative-data-chain-universe-brainsentimentindicatoruniverse/main.py
+++ b/project-templates/python/alternative-data-chain-universe-brainsentimentindicatoruniverse/main.py
@@ -4,7 +4,8 @@
 
 
 class BrainSentimentIndicatorChainedUniverseAlgorithm(QCAlgorithm):
-    _fundamental: list[Symbol] = []
+
+    _fundamental: List[Fundamental] = []
 
     def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
@@ -12,11 +13,11 @@ def initialize(self) -> None:
         self.set_cash(100_000)
         self.settings.seed_initial_prices = True
         self.universe_settings.resolution = Resolution.MINUTE
-        # Add a fundamental universe to track the most liquid US Equities by dollar volume.
+        # First universe: store all US Equity fundamentals; emits Universe.UNCHANGED.
         self.add_universe(self._fundamental_filter)
-        # Add a Brain Sentiment universe, restricted to high-sentiment names within the fundamental list.
+        # Second universe: positive 7-day Brain sentiment, ranked by dollar volume.
         self._universe = self.add_universe(BrainSentimentIndicatorUniverse, self._select_assets)
-        # Rebalance before market open.
+        # Rebalance before market open to trade today's intersection.
         self.schedule.on(
             self.date_rules.every_day("SPY"),
             self.time_rules.at(9, 0),
@@ -24,22 +25,23 @@ def initialize(self) -> None:
         )
 
     def _fundamental_filter(self, fundamental: List[Fundamental]) -> Universe.UnchangedUniverse:
-        self._fundamental = [c.symbol for c in sorted(fundamental, key=lambda x: x.dollar_volume)[-100:]]
+        self._fundamental = fundamental
         return Universe.UNCHANGED
 
     def _select_assets(self, alt_coarse: List[BrainSentimentIndicatorUniverse]) -> List[Symbol]:
-        # Keep only names with active mention coverage and positive sentiment.
-        alt = [d.symbol for d in alt_coarse
-               if d.total_article_mentions_7_days and
-               d.total_article_mentions_7_days > 0 and
-               d.sentiment_7_days and
-               d.sentiment_7_days > 0]
-        return [s for s in self._fundamental if s in alt]
+        # Keep names with both active 7-day mention coverage and positive 7-day sentiment.
+        alt = {d.symbol for d in alt_coarse
+               if d.total_article_mentions_7_days and d.total_article_mentions_7_days > 0
+               and d.sentiment_7_days and d.sentiment_7_days > 0}
+        self.plot('Universe', 'Raw', len(alt))
+        return [c.symbol for c in sorted(
+            [c for c in self._fundamental if c.symbol in alt],
+            key=lambda c: c.dollar_volume, reverse=True
+        )[:100]]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:
             return
-        # Enter the universe equally weighted across all selected assets.
-        weight = 1 / len(self._universe.selected)
+        weight = min(1 / len(self._universe.selected), 0.1)
         targets = [PortfolioTarget(symbol, weight) for symbol in self._universe.selected]
         self.set_holdings(targets, True)
diff --git a/project-templates/python/alternative-data-chain-universe-brainstockrankinguniverse/main.py b/project-templates/python/alternative-data-chain-universe-brainstockrankinguniverse/main.py
index afc7c1982a..ef47895a53 100644
--- a/project-templates/python/alternative-data-chain-universe-brainstockrankinguniverse/main.py
+++ b/project-templates/python/alternative-data-chain-universe-brainstockrankinguniverse/main.py
@@ -5,7 +5,7 @@
 
 class BrainStockRankingChainedUniverseAlgorithm(QCAlgorithm):
 
-    _fundamental: list[Symbol] = []
+    _fundamental: List[Fundamental] = []
 
     def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
@@ -13,9 +13,9 @@ def initialize(self) -> None:
         self.set_cash(100_000)
         self.settings.seed_initial_prices = True
         self.universe_settings.resolution = Resolution.MINUTE
-        # First universe: top 100 US Equities by dollar volume; emits Universe.UNCHANGED.
+        # First universe: store all US Equity fundamentals; emits Universe.UNCHANGED.
         self.add_universe(self._fundamental_filter)
-        # Second universe: positive Brain ML rankings across 2-, 3-, and 5-day horizons, intersected with the fundamental list.
+        # Second universe: positive Brain ML rankings across 2-, 3-, and 5-day horizons, ranked by dollar volume.
         self._universe = self.add_universe(BrainStockRankingUniverse, self._select_assets)
         # Rebalance before market open to trade today's intersection.
         self.schedule.on(
@@ -25,21 +25,24 @@ def initialize(self) -> None:
         )
 
     def _fundamental_filter(self, fundamental: List[Fundamental]) -> Universe.UnchangedUniverse:
-        sorted_by_dollar_volume = sorted(fundamental, key=lambda x: x.dollar_volume)
-        self._fundamental = [c.symbol for c in sorted_by_dollar_volume[-100:]]
+        self._fundamental = fundamental
         return Universe.UNCHANGED
 
     def _select_assets(self, alt_coarse: List[BrainStockRankingUniverse]) -> List[Symbol]:
         # Keep names with consistent positive momentum across all three horizons.
-        alt = [d.symbol for d in alt_coarse
-               if d.rank_2_days and d.rank_2_days > 0 and
-               d.rank_3_days and d.rank_3_days > 0 and
-               d.rank_5_days and d.rank_5_days > 0]
-        return [s for s in self._fundamental if s in alt]
+        alt = {d.symbol for d in alt_coarse
+               if d.rank_2_days and d.rank_2_days > 0
+               and d.rank_3_days and d.rank_3_days > 0
+               and d.rank_5_days and d.rank_5_days > 0}
+        self.plot('Universe', 'Raw', len(alt))
+        return [c.symbol for c in sorted(
+            [c for c in self._fundamental if c.symbol in alt],
+            key=lambda c: c.dollar_volume, reverse=True
+        )[:100]]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:
             return
-        weight = 1 / len(self._universe.selected)
+        weight = min(1 / len(self._universe.selected), 0.1)
         targets = [PortfolioTarget(symbol, weight) for symbol in self._universe.selected]
         self.set_holdings(targets, True)
diff --git a/project-templates/python/alternative-data-chain-universe-eodhdupcomingdividends/main.py b/project-templates/python/alternative-data-chain-universe-eodhdupcomingdividends/main.py
index 218fb5a1a8..dfc173e3d2 100644
--- a/project-templates/python/alternative-data-chain-universe-eodhdupcomingdividends/main.py
+++ b/project-templates/python/alternative-data-chain-universe-eodhdupcomingdividends/main.py
@@ -5,7 +5,7 @@
 
 class EODHDUpcomingDividendsChainedUniverseAlgorithm(QCAlgorithm):
 
-    _fundamental: list[Symbol] = []
+    _fundamental: List[Fundamental] = []
 
     def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
@@ -13,9 +13,9 @@ def initialize(self) -> None:
         self.set_cash(100_000)
         self.settings.seed_initial_prices = True
         self.universe_settings.resolution = Resolution.MINUTE
-        # First universe: top 100 US Equities by dollar volume; emits Universe.UNCHANGED.
+        # First universe: store all US Equity fundamentals; emits Universe.UNCHANGED.
         self.add_universe(self._fundamental_filter)
-        # Second universe: ex-dividend in the next day with a $0.05+ payout, intersected with the fundamental list.
+        # Second universe: ex-dividend in the next day with a $0.05+ payout, ranked by dollar volume.
         self._universe = self.add_universe(EODHDUpcomingDividends, self._select_assets)
         # Rebalance before market open to trade today's intersection.
         self.schedule.on(
@@ -25,20 +25,23 @@ def initialize(self) -> None:
         )
 
     def _fundamental_filter(self, fundamental: List[Fundamental]) -> Universe.UnchangedUniverse:
-        sorted_by_dollar_volume = sorted(fundamental, key=lambda x: x.dollar_volume)
-        self._fundamental = [c.symbol for c in sorted_by_dollar_volume[-100:]]
+        self._fundamental = fundamental
         return Universe.UNCHANGED
 
     def _select_assets(self, alt_coarse: List[EODHDUpcomingDividends]) -> List[Symbol]:
         # Keep names with a dividend over $0.05 paying within one day.
-        alt = [d.symbol for d in alt_coarse
-               if d.dividend_date and d.dividend and
-               d.dividend_date <= self.time + timedelta(1) and d.dividend > 0.05]
-        return [s for s in self._fundamental if s in alt]
+        alt = {d.symbol for d in alt_coarse
+               if d.dividend_date and d.dividend
+               and d.dividend_date <= self.time + timedelta(1) and d.dividend > 0.05}
+        self.plot('Universe', 'Raw', len(alt))
+        return [c.symbol for c in sorted(
+            [c for c in self._fundamental if c.symbol in alt],
+            key=lambda c: c.dollar_volume, reverse=True
+        )[:100]]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:
             return
-        weight = 1 / len(self._universe.selected)
+        weight = min(1 / len(self._universe.selected), 0.1)
         targets = [PortfolioTarget(symbol, weight) for symbol in self._universe.selected]
         self.set_holdings(targets, True)
diff --git a/project-templates/python/alternative-data-chain-universe-eodhdupcomingearnings/main.py b/project-templates/python/alternative-data-chain-universe-eodhdupcomingearnings/main.py
index fead4fc361..87502a4689 100644
--- a/project-templates/python/alternative-data-chain-universe-eodhdupcomingearnings/main.py
+++ b/project-templates/python/alternative-data-chain-universe-eodhdupcomingearnings/main.py
@@ -5,7 +5,7 @@
 
 class EODHDUpcomingEarningsChainedUniverseAlgorithm(QCAlgorithm):
 
-    _fundamental: list[Symbol] = []
+    _fundamental: List[Fundamental] = []
 
     def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
@@ -13,9 +13,9 @@ def initialize(self) -> None:
         self.set_cash(100_000)
         self.settings.seed_initial_prices = True
         self.universe_settings.resolution = Resolution.MINUTE
-        # First universe: top 100 US Equities by dollar volume; emits Universe.UNCHANGED.
+        # First universe: store all US Equity fundamentals; emits Universe.UNCHANGED.
         self.add_universe(self._fundamental_filter)
-        # Second universe: earnings in the next 3 days with a positive estimate, intersected with the fundamental list.
+        # Second universe: upcoming earnings with positive estimates, ranked by dollar volume.
         self._universe = self.add_universe(EODHDUpcomingEarnings, self._select_assets)
         # Rebalance before market open to trade today's intersection.
         self.schedule.on(
@@ -25,20 +25,24 @@ def initialize(self) -> None:
         )
 
     def _fundamental_filter(self, fundamental: List[Fundamental]) -> Universe.UnchangedUniverse:
-        sorted_by_dollar_volume = sorted(fundamental, key=lambda x: x.dollar_volume)
-        self._fundamental = [c.symbol for c in sorted_by_dollar_volume[-100:]]
+        self._fundamental = fundamental
         return Universe.UNCHANGED
 
     def _select_assets(self, alt_coarse: List[EODHDUpcomingEarnings]) -> List[Symbol]:
         # Keep names with a positive analyst estimate ahead of the report.
-        alt = [d.symbol for d in alt_coarse
+        alt = {d.symbol for d in alt_coarse
                if d.report_date and d.estimate and
-               d.report_date <= self.time + timedelta(3) and d.estimate > 0]
-        return [s for s in self._fundamental if s in alt]
+               d.report_date <= self.time + timedelta(3) and d.estimate > 0}
+        self.plot('Universe', 'Raw', len(alt))
+        # Among the matches, keep the 100 most liquid by dollar volume.
+        return [c.symbol for c in sorted(
+            [c for c in self._fundamental if c.symbol in alt],
+            key=lambda c: c.dollar_volume, reverse=True
+        )[:100]]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:
             return
-        weight = 1 / len(self._universe.selected)
+        weight = min(1 / len(self._universe.selected), 0.1)
         targets = [PortfolioTarget(symbol, weight) for symbol in self._universe.selected]
         self.set_holdings(targets, True)
diff --git a/project-templates/python/alternative-data-chain-universe-eodhdupcomingipos/main.py b/project-templates/python/alternative-data-chain-universe-eodhdupcomingipos/main.py
index c12d8e58e4..439f3e43be 100644
--- a/project-templates/python/alternative-data-chain-universe-eodhdupcomingipos/main.py
+++ b/project-templates/python/alternative-data-chain-universe-eodhdupcomingipos/main.py
@@ -5,7 +5,10 @@
 
 class EODHDUpcomingIPOsChainedUniverseAlgorithm(QCAlgorithm):
 
-    _fundamental: list[Symbol] = []
+    _fundamental: List[Fundamental] = []
+    # Map of IPO symbol -> IPO date, captured while the event is upcoming so we can
+    # trade the name once Morningstar has a few days of fundamentals on it.
+    _ipo_dates: Dict[Symbol, datetime] = {}
 
     def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
@@ -13,9 +16,9 @@ def initialize(self) -> None:
         self.set_cash(100_000)
         self.settings.seed_initial_prices = True
         self.universe_settings.resolution = Resolution.MINUTE
-        # First universe: top 100 US Equities by dollar volume; emits Universe.UNCHANGED.
+        # First universe: store all US Equity fundamentals; emits Universe.UNCHANGED.
         self.add_universe(self._fundamental_filter)
-        # Second universe: confirmed non-penny upcoming IPOs, intersected with the fundamental list.
+        # Second universe: trade IPOs one week after listing so fundamentals are populated.
         self._universe = self.add_universe(EODHDUpcomingIPOs, self._select_assets)
         # Rebalance before market open to trade today's intersection.
         self.schedule.on(
@@ -25,17 +28,27 @@ def initialize(self) -> None:
         )
 
     def _fundamental_filter(self, fundamental: List[Fundamental]) -> Universe.UnchangedUniverse:
-        sorted_by_dollar_volume = sorted(fundamental, key=lambda x: x.dollar_volume)
-        self._fundamental = [c.symbol for c in sorted_by_dollar_volume[-100:]]
+        self._fundamental = fundamental
         return Universe.UNCHANGED
 
     def _select_assets(self, alt_coarse: List[EODHDUpcomingIPOs]) -> List[Symbol]:
-        # Keep expected/priced IPOs with a confirmed date and a >$1 minimum across the price band.
-        alt = [d.symbol for d in alt_coarse
-               if d.ipo_date and d.deal_type in [EODHD.DealType.EXPECTED, EODHD.DealType.PRICED] and
-               (prices := [x for x in [d.lowest_price, d.highest_price, d.offer_price] if x]) and
-               min(prices) > 1]
-        return [s for s in self._fundamental if s in alt]
+        # Capture expected/priced IPOs with a confirmed date and a >$1 minimum price band.
+        for d in alt_coarse:
+            if (d.ipo_date and d.deal_type in [EODHD.DealType.EXPECTED, EODHD.DealType.PRICED] and
+                (prices := [x for x in [d.lowest_price, d.highest_price, d.offer_price] if x]) and
+                min(prices) > 1):
+                self._ipo_dates[d.symbol] = d.ipo_date
+        # Drop entries whose IPO was more than 30 days ago to keep the dict bounded.
+        self._ipo_dates = {s: d for s, d in self._ipo_dates.items()
+                           if d > self.time - timedelta(30)}
+        # Trade IPOs that listed at least 7 days ago, ranked by dollar volume.
+        alt = {s for s, d in self._ipo_dates.items()
+               if d <= self.time - timedelta(7)}
+        self.plot('Universe', 'Raw', len(alt))
+        return [c.symbol for c in sorted(
+            [c for c in self._fundamental if c.symbol in alt],
+            key=lambda c: c.dollar_volume, reverse=True
+        )[:100]]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:
diff --git a/project-templates/python/alternative-data-chain-universe-eodhdupcomingsplits/main.py b/project-templates/python/alternative-data-chain-universe-eodhdupcomingsplits/main.py
index 38050f38a3..f3cc18ed58 100644
--- a/project-templates/python/alternative-data-chain-universe-eodhdupcomingsplits/main.py
+++ b/project-templates/python/alternative-data-chain-universe-eodhdupcomingsplits/main.py
@@ -5,7 +5,7 @@
 
 class EODHDUpcomingSplitsChainedUniverseAlgorithm(QCAlgorithm):
 
-    _fundamental: list[Symbol] = []
+    _fundamental: List[Fundamental] = []
 
     def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
@@ -13,9 +13,9 @@ def initialize(self) -> None:
         self.set_cash(100_000)
         self.settings.seed_initial_prices = True
         self.universe_settings.resolution = Resolution.MINUTE
-        # First universe: top 100 US Equities by dollar volume; emits Universe.UNCHANGED.
+        # First universe: store all US Equity fundamentals; emits Universe.UNCHANGED.
         self.add_universe(self._fundamental_filter)
-        # Second universe: forward stock split in the next 3 days, intersected with the fundamental list.
+        # Second universe: forward stock split in the next 3 days, ranked by dollar volume.
         self._universe = self.add_universe(EODHDUpcomingSplits, self._select_assets)
         # Rebalance before market open to trade today's intersection.
         self.schedule.on(
@@ -25,20 +25,24 @@ def initialize(self) -> None:
         )
 
     def _fundamental_filter(self, fundamental: List[Fundamental]) -> Universe.UnchangedUniverse:
-        sorted_by_dollar_volume = sorted(fundamental, key=lambda x: x.dollar_volume)
-        self._fundamental = [c.symbol for c in sorted_by_dollar_volume[-100:]]
+        self._fundamental = fundamental
         return Universe.UNCHANGED
 
     def _select_assets(self, alt_coarse: List[EODHDUpcomingSplits]) -> List[Symbol]:
         # Keep names with a forward split (factor > 1) within 3 days.
-        alt = [d.symbol for d in alt_coarse
+        alt = {d.symbol for d in alt_coarse
                if d.split_date and d.split_factor and
-               d.split_date <= self.time + timedelta(3) and d.split_factor > 1]
-        return [s for s in self._fundamental if s in alt]
+               d.split_date <= self.time + timedelta(3) and d.split_factor > 1}
+        self.plot('Universe', 'Raw', len(alt))
+        # Among the matches, keep the 100 most liquid by dollar volume.
+        return [c.symbol for c in sorted(
+            [c for c in self._fundamental if c.symbol in alt],
+            key=lambda c: c.dollar_volume, reverse=True
+        )[:100]]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:
             return
-        weight = 1 / len(self._universe.selected)
+        weight = min(1 / len(self._universe.selected), 0.1)
         targets = [PortfolioTarget(symbol, weight) for symbol in self._universe.selected]
         self.set_holdings(targets, True)
diff --git a/project-templates/python/alternative-data-chain-universe-quivercnbcsuniverse/main.py b/project-templates/python/alternative-data-chain-universe-quivercnbcsuniverse/main.py
index e5cc991dd2..e38c9de9f0 100644
--- a/project-templates/python/alternative-data-chain-universe-quivercnbcsuniverse/main.py
+++ b/project-templates/python/alternative-data-chain-universe-quivercnbcsuniverse/main.py
@@ -5,7 +5,7 @@
 
 class QuiverCNBCsChainedUniverseAlgorithm(QCAlgorithm):
 
-    _fundamental: list[Symbol] = []
+    _fundamental: List[Fundamental] = []
 
     def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
@@ -13,9 +13,9 @@ def initialize(self) -> None:
         self.set_cash(100_000)
         self.settings.seed_initial_prices = True
         self.universe_settings.resolution = Resolution.MINUTE
-        # First universe: top 100 US Equities by dollar volume; emits Universe.UNCHANGED.
+        # First universe: store all US Equity fundamentals; emits Universe.UNCHANGED.
         self.add_universe(self._fundamental_filter)
-        # Second universe: 3+ BUY CNBC opinions, intersected with the fundamental list.
+        # Second universe: CNBC opinions intersected with fundamentals, ranked by dollar volume.
         self._universe = self.add_universe(QuiverCNBCsUniverse, self._select_assets)
         # Rebalance before market open to trade today's intersection.
         self.schedule.on(
@@ -25,22 +25,26 @@ def initialize(self) -> None:
         )
 
     def _fundamental_filter(self, fundamental: List[Fundamental]) -> Universe.UnchangedUniverse:
-        sorted_by_dollar_volume = sorted(fundamental, key=lambda x: x.dollar_volume)
-        self._fundamental = [c.symbol for c in sorted_by_dollar_volume[-100:]]
+        self._fundamental = fundamental
         return Universe.UNCHANGED
 
     def _select_assets(self, alt_coarse: List[QuiverCNBCsUniverse]) -> List[Symbol]:
-        # Group raw CNBC opinions by ticker and keep names with 3+ BUY recommendations.
+        # Group raw CNBC opinions by ticker and keep names with 2+ BUY recommendations.
         cnbc_by_symbol: dict[Symbol, list[QuiverCNBCsUniverse]] = {}
         for d in alt_coarse:
             cnbc_by_symbol.setdefault(d.symbol, []).append(d)
-        alt = [s for s, ds in cnbc_by_symbol.items()
-               if sum(1 for d in ds if d.direction == OrderDirection.BUY) >= 3]
-        return [s for s in self._fundamental if s in alt]
+        alt = {s for s, ds in cnbc_by_symbol.items()
+               if sum(1 for d in ds if d.direction == OrderDirection.BUY) >= 2}
+        self.plot('Universe', 'Raw', len(alt))
+        # Among the matches, keep the 100 most liquid by dollar volume.
+        return [c.symbol for c in sorted(
+            [c for c in self._fundamental if c.symbol in alt],
+            key=lambda c: c.dollar_volume, reverse=True
+        )[:100]]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:
             return
-        weight = 1 / len(self._universe.selected)
+        weight = min(1 / len(self._universe.selected), 0.1)
         targets = [PortfolioTarget(symbol, weight) for symbol in self._universe.selected]
         self.set_holdings(targets, True)
diff --git a/project-templates/python/alternative-data-chain-universe-quivergovernmentcontractuniverse/main.py b/project-templates/python/alternative-data-chain-universe-quivergovernmentcontractuniverse/main.py
index 67ea29bbdd..5c9ef63e59 100644
--- a/project-templates/python/alternative-data-chain-universe-quivergovernmentcontractuniverse/main.py
+++ b/project-templates/python/alternative-data-chain-universe-quivergovernmentcontractuniverse/main.py
@@ -5,7 +5,7 @@
 
 class QuiverGovernmentContractChainedUniverseAlgorithm(QCAlgorithm):
 
-    _fundamental: list[Symbol] = []
+    _fundamental: List[Fundamental] = []
 
     def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
@@ -13,9 +13,9 @@ def initialize(self) -> None:
         self.set_cash(100_000)
         self.settings.seed_initial_prices = True
         self.universe_settings.resolution = Resolution.MINUTE
-        # First universe: top 100 US Equities by dollar volume; emits Universe.UNCHANGED.
+        # First universe: store all US Equity fundamentals; emits Universe.UNCHANGED.
         self.add_universe(self._fundamental_filter)
-        # Second universe: 3+ government contracts totalling over $50K, intersected with the fundamental list.
+        # Second universe: 3+ government contracts totalling over $50K, ranked by dollar volume.
         self._universe = self.add_universe(QuiverGovernmentContractUniverse, self._select_assets)
         # Rebalance before market open to trade today's intersection.
         self.schedule.on(
@@ -25,8 +25,7 @@ def initialize(self) -> None:
         )
 
     def _fundamental_filter(self, fundamental: List[Fundamental]) -> Universe.UnchangedUniverse:
-        sorted_by_dollar_volume = sorted(fundamental, key=lambda x: x.dollar_volume)
-        self._fundamental = [c.symbol for c in sorted_by_dollar_volume[-100:]]
+        self._fundamental = fundamental
         return Universe.UNCHANGED
 
     def _select_assets(self, alt_coarse: List[QuiverGovernmentContractUniverse]) -> List[Symbol]:
@@ -34,9 +33,14 @@ def _select_assets(self, alt_coarse: List[QuiverGovernmentContractUniverse]) ->
         contracts_by_symbol: dict[Symbol, list[QuiverGovernmentContractUniverse]] = {}
         for d in alt_coarse:
             contracts_by_symbol.setdefault(d.symbol, []).append(d)
-        alt = [s for s, ds in contracts_by_symbol.items()
-               if len(ds) >= 3 and sum(x.amount or 0 for x in ds) > 50000]
-        return [s for s in self._fundamental if s in alt]
+        alt = {s for s, ds in contracts_by_symbol.items()
+               if len(ds) >= 3 and sum(x.amount or 0 for x in ds) > 50000}
+        self.plot('Universe', 'Raw', len(alt))
+        # Among the matches, keep the 100 most liquid by dollar volume.
+        return [c.symbol for c in sorted(
+            [c for c in self._fundamental if c.symbol in alt],
+            key=lambda c: c.dollar_volume, reverse=True
+        )[:100]]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:
diff --git a/project-templates/python/alternative-data-chain-universe-quiverinsidertradinguniverse/main.py b/project-templates/python/alternative-data-chain-universe-quiverinsidertradinguniverse/main.py
index 165e71f012..bdcc7c453c 100644
--- a/project-templates/python/alternative-data-chain-universe-quiverinsidertradinguniverse/main.py
+++ b/project-templates/python/alternative-data-chain-universe-quiverinsidertradinguniverse/main.py
@@ -5,7 +5,7 @@
 
 class QuiverInsiderTradingChainedUniverseAlgorithm(QCAlgorithm):
 
-    _fundamental: list[Symbol] = []
+    _fundamental: List[Fundamental] = []
 
     def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
@@ -13,9 +13,9 @@ def initialize(self) -> None:
         self.set_cash(100_000)
         self.settings.seed_initial_prices = True
         self.universe_settings.resolution = Resolution.MINUTE
-        # First universe: top 100 US Equities by dollar volume; emits Universe.UNCHANGED.
+        # First universe: store all US Equity fundamentals; emits Universe.UNCHANGED.
         self.add_universe(self._fundamental_filter)
-        # Second universe: 10 largest insider-trading dollar volumes, intersected with the fundamental list.
+        # Second universe: 10 largest insider-trading dollar volumes, ranked by dollar volume.
         self._universe = self.add_universe(QuiverInsiderTradingUniverse, self._select_assets)
         # Rebalance before market open to trade today's intersection.
         self.schedule.on(
@@ -25,8 +25,7 @@ def initialize(self) -> None:
         )
 
     def _fundamental_filter(self, fundamental: List[Fundamental]) -> Universe.UnchangedUniverse:
-        sorted_by_dollar_volume = sorted(fundamental, key=lambda x: x.dollar_volume)
-        self._fundamental = [c.symbol for c in sorted_by_dollar_volume[-100:]]
+        self._fundamental = fundamental
         return Universe.UNCHANGED
 
     def _select_assets(self, alt_coarse: List[QuiverInsiderTradingUniverse]) -> List[Symbol]:
@@ -36,8 +35,13 @@ def _select_assets(self, alt_coarse: List[QuiverInsiderTradingUniverse]) -> List
             if not d.price_per_share:
                 continue
             dollar_volume[d.symbol] = dollar_volume.get(d.symbol, 0) + (d.shares or 0) * d.price_per_share
-        alt = [s for s, _ in sorted(dollar_volume.items(), key=lambda kv: kv[1])[-10:]]
-        return [s for s in self._fundamental if s in alt]
+        alt = {s for s, _ in sorted(dollar_volume.items(), key=lambda kv: kv[1])[-10:]}
+        self.plot('Universe', 'Raw', len(alt))
+        # Among the matches, keep the 100 most liquid by dollar volume.
+        return [c.symbol for c in sorted(
+            [c for c in self._fundamental if c.symbol in alt],
+            key=lambda c: c.dollar_volume, reverse=True
+        )[:100]]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:
diff --git a/project-templates/python/alternative-data-chain-universe-quiverlobbyinguniverse/main.py b/project-templates/python/alternative-data-chain-universe-quiverlobbyinguniverse/main.py
index c441c99aa9..9c6291ccd3 100644
--- a/project-templates/python/alternative-data-chain-universe-quiverlobbyinguniverse/main.py
+++ b/project-templates/python/alternative-data-chain-universe-quiverlobbyinguniverse/main.py
@@ -5,7 +5,7 @@
 
 class QuiverLobbyingChainedUniverseAlgorithm(QCAlgorithm):
 
-    _fundamental: list[Symbol] = []
+    _fundamental: List[Fundamental] = []
 
     def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
@@ -13,9 +13,9 @@ def initialize(self) -> None:
         self.set_cash(100_000)
         self.settings.seed_initial_prices = True
         self.universe_settings.resolution = Resolution.MINUTE
-        # First universe: top 100 US Equities by dollar volume; emits Universe.UNCHANGED.
+        # First universe: store all US Equity fundamentals; emits Universe.UNCHANGED.
         self.add_universe(self._fundamental_filter)
-        # Second universe: $100K+ corporate lobbying spend, intersected with the fundamental list.
+        # Second universe: $100K+ corporate lobbying spend, ranked by dollar volume.
         self._universe = self.add_universe(QuiverLobbyingUniverse, "QuiverLobbyingUniverse",
                                            Resolution.DAILY, self._select_assets)
         # Rebalance before market open to trade today's intersection.
@@ -26,8 +26,7 @@ def initialize(self) -> None:
         )
 
     def _fundamental_filter(self, fundamental: List[Fundamental]) -> Universe.UnchangedUniverse:
-        sorted_by_dollar_volume = sorted(fundamental, key=lambda x: x.dollar_volume)
-        self._fundamental = [c.symbol for c in sorted_by_dollar_volume[-100:]]
+        self._fundamental = fundamental
         return Universe.UNCHANGED
 
     def _select_assets(self, alt_coarse: List[QuiverLobbyingUniverse]) -> List[Symbol]:
@@ -35,12 +34,17 @@ def _select_assets(self, alt_coarse: List[QuiverLobbyingUniverse]) -> List[Symbo
         spend_by_symbol: dict[Symbol, float] = {}
         for d in alt_coarse:
             spend_by_symbol[d.symbol] = spend_by_symbol.get(d.symbol, 0) + (d.amount or 0)
-        alt = [s for s, v in spend_by_symbol.items() if v >= 100000]
-        return [s for s in self._fundamental if s in alt]
+        alt = {s for s, v in spend_by_symbol.items() if v >= 100000}
+        self.plot('Universe', 'Raw', len(alt))
+        # Among the matches, keep the 100 most liquid by dollar volume.
+        return [c.symbol for c in sorted(
+            [c for c in self._fundamental if c.symbol in alt],
+            key=lambda c: c.dollar_volume, reverse=True
+        )[:100]]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:
             return
-        weight = 1 / len(self._universe.selected)
+        weight = min(1 / len(self._universe.selected), 0.1)
         targets = [PortfolioTarget(symbol, weight) for symbol in self._universe.selected]
         self.set_holdings(targets, True)
diff --git a/project-templates/python/alternative-data-chain-universe-quiverquantcongressuniverse/main.py b/project-templates/python/alternative-data-chain-universe-quiverquantcongressuniverse/main.py
index ab8f41b25f..95f00b6678 100644
--- a/project-templates/python/alternative-data-chain-universe-quiverquantcongressuniverse/main.py
+++ b/project-templates/python/alternative-data-chain-universe-quiverquantcongressuniverse/main.py
@@ -5,7 +5,7 @@
 
 class QuiverQuantCongressChainedUniverseAlgorithm(QCAlgorithm):
 
-    _fundamental: list[Symbol] = []
+    _fundamental: List[Fundamental] = []
 
     def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
@@ -13,9 +13,9 @@ def initialize(self) -> None:
         self.set_cash(100_000)
         self.settings.seed_initial_prices = True
         self.universe_settings.resolution = Resolution.MINUTE
-        # First universe: top 100 US Equities by dollar volume; emits Universe.UNCHANGED.
+        # First universe: store all US Equity fundamentals; emits Universe.UNCHANGED.
         self.add_universe(self._fundamental_filter)
-        # Second universe: US Congress BUY disclosures over $200K, intersected with the fundamental list.
+        # Second universe: US Congress BUY disclosures over $200K, ranked by dollar volume.
         self._universe = self.add_universe(QuiverQuantCongressUniverse, self._select_assets)
         # Rebalance before market open to trade today's intersection.
         self.schedule.on(
@@ -25,16 +25,20 @@ def initialize(self) -> None:
         )
 
     def _fundamental_filter(self, fundamental: List[Fundamental]) -> Universe.UnchangedUniverse:
-        sorted_by_dollar_volume = sorted(fundamental, key=lambda x: x.dollar_volume)
-        self._fundamental = [c.symbol for c in sorted_by_dollar_volume[-100:]]
+        self._fundamental = fundamental
         return Universe.UNCHANGED
 
     def _select_assets(self, alt_coarse: List[QuiverQuantCongressUniverse]) -> List[Symbol]:
         # Keep buy disclosures over $200K to filter out small reports.
-        alt = [d.symbol for d in alt_coarse
+        alt = {d.symbol for d in alt_coarse
                if d.amount and d.amount > 200000 and
-               d.transaction == OrderDirection.BUY]
-        return [s for s in self._fundamental if s in alt]
+               d.transaction == OrderDirection.BUY}
+        self.plot('Universe', 'Raw', len(alt))
+        # Among the matches, keep the 100 most liquid by dollar volume.
+        return [c.symbol for c in sorted(
+            [c for c in self._fundamental if c.symbol in alt],
+            key=lambda c: c.dollar_volume, reverse=True
+        )[:100]]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:
diff --git a/project-templates/python/alternative-data-chain-universe-smartinsiderintentionuniverse/main.py b/project-templates/python/alternative-data-chain-universe-smartinsiderintentionuniverse/main.py
index d2dbfb13ae..f981041b68 100644
--- a/project-templates/python/alternative-data-chain-universe-smartinsiderintentionuniverse/main.py
+++ b/project-templates/python/alternative-data-chain-universe-smartinsiderintentionuniverse/main.py
@@ -5,7 +5,7 @@
 
 class SmartInsiderIntentionChainedUniverseAlgorithm(QCAlgorithm):
 
-    _fundamental: list[Symbol] = []
+    _fundamental: List[Fundamental] = []
 
     def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
@@ -13,9 +13,9 @@ def initialize(self) -> None:
         self.set_cash(100_000)
         self.settings.seed_initial_prices = True
         self.universe_settings.resolution = Resolution.MINUTE
-        # First universe: top 100 US Equities by dollar volume; emits Universe.UNCHANGED.
+        # First universe: store all US Equity fundamentals; emits Universe.UNCHANGED.
         self.add_universe(self._fundamental_filter)
-        # Second universe: $100M+ market-cap buyback intentions over 0.5%, intersected with the fundamental list.
+        # Second universe: $100M+ market-cap buyback intentions over 0.5%, ranked by dollar volume.
         self._universe = self.add_universe(SmartInsiderIntentionUniverse, self._select_assets)
         # Rebalance before market open to trade today's intersection.
         self.schedule.on(
@@ -25,20 +25,24 @@ def initialize(self) -> None:
         )
 
     def _fundamental_filter(self, fundamental: List[Fundamental]) -> Universe.UnchangedUniverse:
-        sorted_by_dollar_volume = sorted(fundamental, key=lambda x: x.dollar_volume)
-        self._fundamental = [c.symbol for c in sorted_by_dollar_volume[-100:]]
+        self._fundamental = fundamental
         return Universe.UNCHANGED
 
     def _select_assets(self, alt_coarse: List[SmartInsiderIntentionUniverse]) -> List[Symbol]:
-        # Keep $100M+ market-cap names announcing a buyback over 0.5% of shares.
-        alt = [d.symbol for d in alt_coarse
-               if d.percentage and d.usd_market_cap and
-               d.percentage > 0.005 and d.usd_market_cap > 100000000]
-        return [s for s in self._fundamental if s in alt]
+        # Keep names announcing a buyback over 0.5% of shares. (USDMarketCap is not
+        # populated for intention records, unlike SmartInsiderTransactionUniverse.)
+        alt = {d.symbol for d in alt_coarse
+               if d.percentage and d.percentage > 0.005}
+        self.plot('Universe', 'Raw', len(alt))
+        # Among the matches, keep the 100 most liquid by dollar volume.
+        return [c.symbol for c in sorted(
+            [c for c in self._fundamental if c.symbol in alt],
+            key=lambda c: c.dollar_volume, reverse=True
+        )[:100]]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:
             return
-        weight = 1 / len(self._universe.selected)
+        weight = min(1 / len(self._universe.selected), 0.1)
         targets = [PortfolioTarget(symbol, weight) for symbol in self._universe.selected]
         self.set_holdings(targets, True)
diff --git a/project-templates/python/alternative-data-chain-universe-smartinsidertransactionuniverse/main.py b/project-templates/python/alternative-data-chain-universe-smartinsidertransactionuniverse/main.py
index 8c70626968..e2575d9623 100644
--- a/project-templates/python/alternative-data-chain-universe-smartinsidertransactionuniverse/main.py
+++ b/project-templates/python/alternative-data-chain-universe-smartinsidertransactionuniverse/main.py
@@ -5,7 +5,7 @@
 
 class SmartInsiderTransactionChainedUniverseAlgorithm(QCAlgorithm):
 
-    _fundamental: list[Symbol] = []
+    _fundamental: List[Fundamental] = []
 
     def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
@@ -13,9 +13,9 @@ def initialize(self) -> None:
         self.set_cash(100_000)
         self.settings.seed_initial_prices = True
         self.universe_settings.resolution = Resolution.MINUTE
-        # First universe: top 100 US Equities by dollar volume; emits Universe.UNCHANGED.
+        # First universe: store all US Equity fundamentals; emits Universe.UNCHANGED.
         self.add_universe(self._fundamental_filter)
-        # Second universe: $100M+ market-cap buybacks over 0.5%, intersected with the fundamental list.
+        # Second universe: $100M+ market-cap buybacks over 0.5%, ranked by dollar volume.
         self._universe = self.add_universe(SmartInsiderTransactionUniverse, self._select_assets)
         # Rebalance before market open to trade today's intersection.
         self.schedule.on(
@@ -25,20 +25,24 @@ def initialize(self) -> None:
         )
 
     def _fundamental_filter(self, fundamental: List[Fundamental]) -> Universe.UnchangedUniverse:
-        sorted_by_dollar_volume = sorted(fundamental, key=lambda x: x.dollar_volume)
-        self._fundamental = [c.symbol for c in sorted_by_dollar_volume[-100:]]
+        self._fundamental = fundamental
         return Universe.UNCHANGED
 
     def _select_assets(self, alt_coarse: List[SmartInsiderTransactionUniverse]) -> List[Symbol]:
         # Keep $100M+ market-cap names buying back over 0.5% of shares.
-        alt = [d.symbol for d in alt_coarse
+        alt = {d.symbol for d in alt_coarse
                if d.buyback_percentage and d.usd_market_cap and
-               d.buyback_percentage > 0.005 and d.usd_market_cap > 100000000]
-        return [s for s in self._fundamental if s in alt]
+               d.buyback_percentage > 0.005 and d.usd_market_cap > 100000000}
+        self.plot('Universe', 'Raw', len(alt))
+        # Among the matches, keep the 100 most liquid by dollar volume.
+        return [c.symbol for c in sorted(
+            [c for c in self._fundamental if c.symbol in alt],
+            key=lambda c: c.dollar_volume, reverse=True
+        )[:100]]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:
             return
-        weight = 1 / len(self._universe.selected)
+        weight = min(1 / len(self._universe.selected), 0.1)
         targets = [PortfolioTarget(symbol, weight) for symbol in self._universe.selected]
         self.set_holdings(targets, True)
diff --git a/project-templates/python/alternative-data-universe-eodhdupcomingipos/main.py b/project-templates/python/alternative-data-universe-eodhdupcomingipos/main.py
index 51613dd290..38bf9a8061 100644
--- a/project-templates/python/alternative-data-universe-eodhdupcomingipos/main.py
+++ b/project-templates/python/alternative-data-universe-eodhdupcomingipos/main.py
@@ -1,6 +1,5 @@
 # region imports
 from AlgorithmImports import *
-from QuantConnect.DataSource.EODHD import DealType
 # endregion
 
 class EODHDUpcomingIPOsUniverseAlgorithm(QCAlgorithm):
@@ -20,7 +19,7 @@ def initialize(self) -> None:
     def _select_assets(self, data: List[EODHDUpcomingIPOs]) -> List[Symbol]:
         # Keep expected/priced IPOs with a confirmed date and a >$1 minimum across the price band.
         return [d.symbol for d in data
-                if d.ipo_date and d.deal_type in [DealType.EXPECTED, DealType.PRICED]
+                if d.ipo_date and d.deal_type in [EODHD.DealType.EXPECTED, EODHD.DealType.PRICED]
                 and (prices := [x for x in [d.lowest_price, d.highest_price, d.offer_price] if x])
                 and min(prices) > 1]
 
diff --git a/project-templates/python/alternative-data-universe-quivercnbcsuniverse/main.py b/project-templates/python/alternative-data-universe-quivercnbcsuniverse/main.py
index a3dadebadd..eb5f8d1a43 100644
--- a/project-templates/python/alternative-data-universe-quivercnbcsuniverse/main.py
+++ b/project-templates/python/alternative-data-universe-quivercnbcsuniverse/main.py
@@ -8,6 +8,7 @@ def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
         self.set_cash(100000)
+        self.settings.seed_initial_prices = True
 
         # Trade daily on CNBC opinion updates.
         self.universe_settings.resolution = Resolution.DAILY
@@ -29,8 +30,10 @@ def _select_assets(self, data: List[QuiverCNBCsUniverse]) -> List[Symbol]:
     def _rebalance(self) -> None:
         if not self._universe.selected:
             return
-
-        weight = 1 / len(self._universe.selected)
-        targets = [PortfolioTarget(symbol, weight) for symbol in self._universe.selected]
+        securities = [s for s in self._universe.selected if self.securities[s].price]
+        if not securities:
+            return
+        weight = min(1 / len(securities), 0.1)
+        targets = [PortfolioTarget(symbol, weight) for symbol in securities]
 
         self.set_holdings(targets, liquidate_existing_holdings=True)
diff --git a/project-templates/python/alternative-data-universe-quiverquantcongressuniverse/main.py b/project-templates/python/alternative-data-universe-quiverquantcongressuniverse/main.py
index 90109f0be1..9bd9142150 100644
--- a/project-templates/python/alternative-data-universe-quiverquantcongressuniverse/main.py
+++ b/project-templates/python/alternative-data-universe-quiverquantcongressuniverse/main.py
@@ -8,6 +8,7 @@ def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
         self.set_cash(100000)
+        self.settings.seed_initial_prices = True
 
         self.universe_settings.resolution = Resolution.DAILY
         # Universe of US Equities recently bought by US Congress members in trades over $200K.
diff --git a/project-templates/python/alternative-data-universe-smartinsiderintentionuniverse/main.py b/project-templates/python/alternative-data-universe-smartinsiderintentionuniverse/main.py
index 0a8a4c585f..ca23551ca1 100644
--- a/project-templates/python/alternative-data-universe-smartinsiderintentionuniverse/main.py
+++ b/project-templates/python/alternative-data-universe-smartinsiderintentionuniverse/main.py
@@ -8,6 +8,7 @@ def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
         self.set_cash(100000)
+        self.settings.seed_initial_prices = True
 
         self.universe_settings.resolution = Resolution.DAILY
         # Universe of large-cap US Equities announcing meaningful buyback intentions.
@@ -17,16 +18,18 @@ def initialize(self) -> None:
         self.schedule.on(self.date_rules.every_day("SPY"), self.time_rules.at(9, 0, 0), self._rebalance)
 
     def _select_assets(self, data: List[SmartInsiderIntentionUniverse]) -> List[Symbol]:
-        # Keep $100M+ market-cap names announcing a buyback over 0.5% of shares.
+        # Keep names announcing a buyback over 0.5% of shares. (USDMarketCap is not
+        # populated for intention records, unlike SmartInsiderTransactionUniverse.)
         return [d.symbol for d in data
-                if d.percentage and d.usd_market_cap
-                and d.percentage > 0.005 and d.usd_market_cap > 100000000]
+                if d.percentage and d.percentage > 0.005]
 
     def _rebalance(self) -> None:
         if not self._universe.selected:
             return
-
-        weight = 1 / len(self._universe.selected)
-        targets = [PortfolioTarget(symbol, weight) for symbol in self._universe.selected]
+        securities = [s for s in self._universe.selected if self.securities[s].price]
+        if not securities:
+            return
+        weight = min(1 / len(securities), 0.1)
+        targets = [PortfolioTarget(symbol, weight) for symbol in securities]
 
         self.set_holdings(targets, liquidate_existing_holdings=True)
diff --git a/project-templates/python/alternative-data-universe-smartinsidertransactionuniverse/main.py b/project-templates/python/alternative-data-universe-smartinsidertransactionuniverse/main.py
index 62b73f2383..d1e82a4a33 100644
--- a/project-templates/python/alternative-data-universe-smartinsidertransactionuniverse/main.py
+++ b/project-templates/python/alternative-data-universe-smartinsidertransactionuniverse/main.py
@@ -8,6 +8,7 @@ def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
         self.set_cash(100000)
+        self.settings.seed_initial_prices = True
 
         self.universe_settings.resolution = Resolution.DAILY
         # Universe of large-cap US Equities executing meaningful share buybacks.
@@ -25,8 +26,10 @@ def _select_assets(self, data: List[SmartInsiderTransactionUniverse]) -> List[Sy
     def _rebalance(self) -> None:
         if not self._universe.selected:
             return
-
-        weight = 1 / len(self._universe.selected)
-        targets = [PortfolioTarget(symbol, weight) for symbol in self._universe.selected]
+        securities = [s for s in self._universe.selected if self.securities[s].price]
+        if not securities:
+            return
+        weight = min(1 / len(securities), 0.1)
+        targets = [PortfolioTarget(symbol, weight) for symbol in securities]
 
         self.set_holdings(targets, liquidate_existing_holdings=True)
diff --git a/project-templates/python/custom-indicator/main.py b/project-templates/python/custom-indicator/main.py
index fac808ba2f..140da03788 100644
--- a/project-templates/python/custom-indicator/main.py
+++ b/project-templates/python/custom-indicator/main.py
@@ -9,7 +9,7 @@ def initialize(self) -> None:
         self.set_start_date(2024, 9, 1)
         self.set_end_date(2024, 12, 31)
         # Request daily SPY data to feed the indicators to generate trade signals and trade.
-        self._spy = self.add_equity("SPY")
+        self._spy = self.add_equity("SPY", data_normalization_mode=DataNormalizationMode.RAW)
         # Create a custom money flow index to generate a trade signal.
         self._custom_mfi = CustomMoneyFlowIndex(20)
         # Warm up for immediate usage of indicators.