One things for sure. It doesn't scale, yet, for larger portfolios. I'll work on that. I have an idea how to make it scale.
I just now added "do not sell until at least the next day" in order to not attempt pattern day trading transactions which otherwise causes excessive number of rejected sell attempts. The end result performance is very close to the same as before, but should have way fewer rejected orders.
I'm not an expert investor. So my ideas are perhaps naive, if not uninformed.
Gold tends to do opposite of market during downturns. So I have a relatively small weight of gold at all times to counter downturns. I noticed that gold also seems to do well at least some of the time that the market is going up.
I made the one best performing stock of my pipeline the "king" part of the gold king. The idea is the best performing stock may have momentum and may continue. I will, at some point, make this scale to portfolio size.
Under current configuration, there are at least 23 worst performing stocks that we attempt to invest in. The idea is that if we are invested in a large enough number of worst performing stocks, a profitable number of them will bounce back up at least temporarily, long enough to take profit. I will, at some point, make this scale to portfolio size.
When I sell a stock in my positions that is no longer in my favorite list, I sell only 20% of it per day. I noticed that often downturns are reversed within 2 to 3 days. So the 20% per day does not completely liquidate my positions for 5 days and allows for at least a partial recovery of the market for that stock.