I'm trying to figure out a way to use backtest results to select a stock universe for trading.
My strategy may work better on certain stocks than others.
OK, "you are curve fitting", I hear you say. But with that in mind, I'd like to try my luck..
Let us say I configure my backtest to use static position sizing, taking all potential trades on all stocks in my 'starting out' watchlist.
I then would like to rank the results based on individual stock performance.
After running a backtest I can select Equity from the dropdown menu to see individual stock equity curves and can compare results that way. Cumbersome though, for a large set of stocks...
Any ideas on how to do this in a simpler way??
Thanks in advance!