As i see it, if you have a base strategy that has can produce decent results/probabilities then your next stage is to diversify. What Kevinkdog says above is spot on.
Lets say you apply your strategy over say 4 or 5 instruments that have proven worthy of being included in your portfolio then your odds start to get much better. Lets say one of even two of them drag you backwards for a day or two then it shouldnt really knock you sideways too much.
Kevin is bang on. Its also a great way to smoothen out that eq. curve.
BTW it is most important that the whole set up is well funded from the off and well able to withstand the so called black swan day in case it happens in the early days. Its also very important that your base strategy does what you think it should do.
In terms of non-correlation, I think this is important. I have had good results with the CL, HG, FDAX, NG and a bit of 6E fired in the mix too. Why not give vix futures a whirl too
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