Sell the algo. I'm also considering selling to retail investors, I know approaching big ones is not easy. But I already have contacts in the "big ones" world, one reason I'm discussing this here is to prepare myself for presenting to these guys.
But with them I got one chance, don't wanna blow it before I'm ready.
I reckoned if I can convince enough retail investors that my strategy is worth paying $500 bucks for, it'd be orders of magnitude easier to present my case in front of the few billion dollars ones I'm 1 degree of separation from. (See
https://en.wikipedia.org/wiki/Six_degrees_of_separation#:~:text=Six degrees of separation is,as the six handshakes rule. )
Maybe one thing to consider. The big boys might not be interested in the $500 strategy which is circulating within the retail world.
After you sell this algo, will you start building another one?