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mini backtest within a backtest

Not sure if this is the place to ask it, but is it possible to actually run a backtest algorithmically within a backtest? in essence run, say, 10 mini-backtests for a short collection of stocks and then pick a few based on the results of those backtests? It sounds silly I know but I think I saw there's a way to algorithmically get the results of a given backtest, so I wonder if I can run one as well