100 systems in fine as long as they are not heavily correlated. Having 100 systems all in a massive draw down because they are all correlated with the value of the dollar would be a disaster for example but having 100 non correlated systems all doing different things on different markets and on different currencies would be a great way to diversify and spread risk.
It would be so great if PRT could calculate and display a matrix of correlations based on a portfolio of systems…
