So now you resolved to insult me. Great way to have a discussion. I asked about slippage (https://en.wikipedia.org/wiki/Slippage_(finance), not fees or taxes and you still do not point out to me in this thread where and how slippage was accounted for. I am happy if you can pinpoint this to me as I have not read every single comment on this post. I have also only added in addition that fees would eat up the small margin OP showed, since the backtest goes back a few years, you must account for fees since broker such as Robinhood didn't exist then and atop commission free brokers resell your orders to HFT which you must also account in how you account slippage. There are too many unknown variables and I am merely pointing that your conclusion based on this post isn't rigurous but heh, go ahead and implement it, we will see who lacks reading comprehension :).