Yes, a CEV of only yourself is, by definition optimal.
The reason I don't recommend you try it is because it is infeasible; probability of success is very low, and by including a bunch of people who (you have good reason to think) are a lot like you, you will eventually reach the optimal point in the tradeoff between quality of outcome and probability of success.
I hope you realize that you are in flat disagreement with Eliezer about this. He explicitly affirmed that running CEV on himself alone, if he had the chance to do it, would be wrong.
The Open Thread posted at the beginning of the month has gotten really, really big, so I've gone ahead and made another one. Post your new discussions here!
This thread is for the discussion of Less Wrong topics that have not appeared in recent posts. If a discussion gets unwieldy, celebrate by turning it into a top-level post.