True Algo. Looking the huge outliers that the RNG picked shows that they all started out as small or micro cap companies. These were all equally weighted to begin with.
I think in general, this test proves that buying small caps to begin with is the way to go. We plan on doing many more test in different time frames(20 years, start at market tops, start at market bottoms, using S&P 500 stocks only, using nasdaq only, etc.) We have lots of work left to do.