is anyone building algos?

mine was meant to be a simple s/r only for SPY, i htink using all 500 copmanies simutaniulsy gives a real advantage, its just computationally exhusting. it seems very reliable so far, but the real question is, is it always true that more data = more advantage? ie, if youre trying ot predict AMZN, using only its own price . volume, it SHOULD be much weaker then using all the copmanies in FANG+ aswell as its own sector to predict ONLY its price action (or maybe s/r)