Hey Richard,
I do not go over 100 strategies, no matter is it with individual EAs or Portfolio Experts. I feel that is good enough as a number.
I have seen in different forums that people complain about lagging with many EAs, but keep in mind that the EAs we use from EA Studio are with perfect code and very simple as a code, no unnecessary staff. Especially since the Normalizer is live, we have fast and straightforward EAs. Exactly what we need for trading Portfolio of many strategies.
Now, give it a try with more EAs, but it would be hard for you to see if there is a delay. You should look at the entry time. Keep in mind that the EAs open at the beginning of the bar. If you are on M15, for example, you should not see EAs opening trades at 11;22, for example, or any other minute further from 15,30,45 and round hour.
Kind regards,