kimchi,
I am watching this with some interest. You might want to set some parameters that limit your scope, focus your attention and simplify the universe of options. For example, you might decide to go with
1. Long equities no margin;
2. Selecting only stocks with 1B or more marketcap, selling for more than $10 and avg volume of at least 500K shares a day.
This criteria eliminates shorting, options and thinly traded stocks. I do believe that a trader must get experience beating long-stock without margin before getting fancy. I know this from first-hand experience.
You appear to have done considerable homework. You seem to have an good grasp on many important trading concepts. Given my impression of your study in trading, I am surprised to see that you are apparently thinking about zeroing in on one equity instrument.
Using such an instrument exposes you to the temptation of over-optimizing your system parameters, potentially leading to all sorts of trading tragedies.
Truly robust systems work well using a very narrow range of 'optimal' parameters tested against a great many instruments. Such systems allow you to screen for potential longs that exhibit a sought-for chart pattern or price-action state. The instruments that come through the screen often provide the dividend of helping to identify promising sectors that are on the way up. For example using a screen for specific chart states often reveals several issues in the same sector that exhibit that state.
The book New Trading Systems and Methods 4rd edition by Perry Kaufman is an excellent resource for more information on this and many other essential system construction concepts.
Book:Trading Systems and Methods