17 mid and blue chip stocks, cherry picked for the stability of their long term returns with this approach (mean reversion). Long and short, all trades taken. Mildly optimized only. Robust to alterations in optimization parameters. Enters at the closing auction, meaning some anticipation of the closing price is required. Entering at next open is possible but a fair bit less profitable.
2000-2006 is flat, return = 0%. 2006-present basically a straight line up with a small blip in 2008.
I guess I could trade the equity curve. Any thoughts in relation to cherry picking stocks like this?