I have tested my system against the Dow 30 and 60+ stocks from various sectors. The initial results are pretty good. I will test the entire S&P 500 next. Assuming that all goes well, what will be the next step? I will studied total return, shares traded, probability of a loss greater than a constant. I do not know how to calculate the Sharpe ratio, but used the same concept of reward/risk to evaluate my returns. I am more conservative and is willing to sacrifice some profit for safety. What other risk variable can I use?