diff --git a/bridge.py b/bridge.py
index 7173af2..66c4484 100644
--- a/bridge.py
+++ b/bridge.py
@@ -24,6 +24,8 @@ import universe_history as uh
 from main import backtest
 from research.permanent_yearly import equity_with_cashflows
 from trader import (
+    strategy_extra_tickers,
+    strategy_supports_market,
     ETF_STRATEGY_UNIVERSES,
     LIVE_EXCLUDED_STRATEGIES,
     MARKET_FEE_TIERED,
@@ -698,7 +700,7 @@ def cmd_list() -> None:
             "label": meta["label"],
             "category": meta["category"],
             "params": meta["params"],
-            "markets": meta["markets"],
+            "markets": [m for m in meta["markets"] if strategy_supports_market(name, m)],
         })
     json.dump(strategies, sys.stdout, indent=2)
 
@@ -754,10 +756,12 @@ def cmd_backtest(args: argparse.Namespace) -> None:
             with _redirect_stdout_to_stderr():
                 pit_intervals = uh.load_sp500_history()
             historical_tickers = uh.all_tickers_ever(pit_intervals)
-            all_tickers = sorted(set(tickers + historical_tickers + [benchmark_ticker]))
+            all_tickers = sorted(set(tickers + historical_tickers + [benchmark_ticker])
+                                 | {t for n in stock_strategies for t in strategy_extra_tickers(n)})
             _log(f"PIT universe: {len(all_tickers)} tickers (current + historical members)")
         else:
-            all_tickers = sorted(set(tickers + [benchmark_ticker]))
+            all_tickers = sorted(set(tickers + [benchmark_ticker])
+                                 | {t for n in stock_strategies for t in strategy_extra_tickers(n)})
             _log(f"WARNING: {market.upper()} market lacks PIT membership history; "
                  "backtest uses current index constituents (survivorship bias possible)")
 
@@ -794,9 +798,12 @@ def cmd_backtest(args: argparse.Namespace) -> None:
             # Registry defaults are the single source of strategy parameters,
             # shared with the live trader.
             strategy = STRATEGY_REGISTRY[name]()
+            # Mixed stock+ETF strategies also read their fixed ETFs.
+            cols = tickers + [t for t in strategy_extra_tickers(name)
+                              if t in data.columns and t not in tickers]
 
             equity = backtest(
-                strategy, data[tickers],
+                strategy, data[cols],
                 initial_capital=capital,
                 transaction_cost=tx_cost,
                 fixed_fee=fixed_fee,
@@ -805,8 +812,8 @@ def cmd_backtest(args: argparse.Namespace) -> None:
             )
 
             # Get weight signals for trade extraction
-            weights = strategy.generate_signals(data[tickers])
-            weights = weights.reindex(data[tickers].index).fillna(0.0)
+            weights = strategy.generate_signals(data[cols])
+            weights = weights.reindex(data[cols].index).fillna(0.0)
             trade_events = compute_rebalance_trades(weights)
 
             result_entry = _build_strategy_result(
diff --git a/trader.py b/trader.py
index b251976..a4c6ee1 100644
--- a/trader.py
+++ b/trader.py
@@ -268,6 +268,11 @@ DEFAULT_MONITOR_STRATEGIES = [
 ]
 
 
+def strategy_extra_tickers(strategy_name: str) -> list[str]:
+    """Fixed ETF tickers a mixed stock+ETF strategy needs beside its stock universe."""
+    return list(MIXED_STRATEGY_EXTRA_TICKERS.get(strategy_name.removeprefix("sim_"), []))
+
+
 def strategy_supports_market(strategy_name: str, market: str) -> bool:
     """ETF-based strategies trade USD-listed ETFs, so they only run in the US book."""
     base_name = strategy_name.removeprefix("sim_")