One thing I noticed... it says the simulation period starts in 2010 now, instead of 2002 as I requested. I assume this is because one of the pairs does not have data until 2010 (ie, lowest common denominator?) If this is the case, I should probably eliminate that pair to get a longer test.

EDIT: that does seem to be the case. I swapped out 3 pairs with the next 3 best-performers... now all have data back to 2002. That gave me less desirable results, so I want to keep poking at this. Maybe I'll try to add equity-curve trading next.