So this is my latest way of doing things. I don’t think you ever should stop evolving your systems. Because I feed in so many strats to get my top 10 / 5 (I am actually starting to find the top 5 more profitable lately…..) I also have started playing with the correlation %. I bring it up from the standard .98 to .90 to ensure that all my strats are significantly different from each other. More diversity within the portfolio.
Anyway it is good to see you experimenting with different idea’s based on what you are learning here. This is what I do as well. Good luck….