Glitch: I have a question for you. Quantacula is primarily designed to trade a whole stock index. Why not just filter out these stocks that show a behavior pattern over 15 or 20 years? Out of my experience, a stock that has a behavior pattern over a long period of time will or may continue to do so. An entire stock index often has the influence of the actual long-term "market noise" (like QE/low interest rates). Individual stocks, on the other hand tend not to reflect this influence. I also know that of course, such a procedure needs to have a regular re-balancing. Out of your experience, do you have any concerns which such a "granular approach"?