Hey again Vonasi!
These are 3/14 im currently running live, so rest assured i have multiple strategies on multiple markets! (that being said, majority is LONG ONLY on different stock indicies! But also on multiple different timeframes, which helps alot with the correlation.)
The S&P has been down 50-60% 2 times during this backtest sample on all 3 strategies (2000 + 2008 crisis’) so im not that worried about taking a huge nosedive down. of course they might all be curvefit and in 1 year they will all break and die. But thats not the point of this post anyway. Lets assume that the strategies keeps performing, i would say its alot better to run the combined 3, rather that going 3* into 1 of these.
Regarding the thought of running multiple versions of the same strategy, i understand completly what ur talking about and i have been thinking about the same thing myself. I have only heard of 1 trader who does this (belive it was via the bettersystemstrader podcast. I personally would think it would be way to correlated to run say 5 versions using different variables but the “same core system”. That being said, it might also be a great idea, it depends alot on the type of systems of course, and what they try to do.
And finally i wanna say yes! to the fact that long periods of sideways choppy markets and equity thats not really rising might make u wanna shut off the systems and by running these systems at the same time you can be much more calm ( at least in my mind) while the sideways action is going on because you at least have 1 or more systems that (hopefully) is still banking in profits.
In october almost all of my systems went into drawdown because of the global drop in share prices.. and that was really hard to watch. i of course wish i had more different systems on different markets (commodities and fx) but atm i dont… working on it tho 🙂
Probably gonna make a photo with all my systems comparing them to eachother later
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