Can someone test this sample mean-reversion algorithm.

Algorithm investment thesis:
Top-performing stocks from last week will do worse this week, and vice-versa.

Data Set- Nifty 200 stocks.

Every Monday, We long the bottom 10 stocks with the WORST returns over the past 5 days.
We short the top 10 of stocks with the BEST returns over the past 5 days.

use some SL and some entry point else u will be in trouble dear