Ah, but you don't have to even be that clever...

If you just come up with an algorithm that mostly says 'buy', then you can look good for as long as a secular bull market lasts. And if your algorithm sounds amazing, then you can get lots of leverage without otherwise doing anything.

Of course, this story ends the same way, you're left standing when the music stops (along with most of Wall Street) - but with luck, the Fed will buy your toxic assets...