We had previously communicated via PM here but once he turned it off, so went my communicaton stream with him . He realized that and turned it back on again so that we could swap info. Im glad he did, didnt want to lose touch with him! Thanks for the concerned post
OK, here's an equity curve after running this on 1000 stocks over a five year period, as opposed to overfitting like you did!
Different strokes for different folks m'man. You see how people couldn't even figure out your sweet simple system. JJ
the traditional way of backtest is to cover as large number of stocks as you can for a long period of time as long as you can get the data. I see you are doing that.