After years of developing trading systems, I have come to the conclusion that except for cases in which we have fundamental based strategies, which might only work, on a given market because of strong fundamental reasons, Systems need to be developed on a basket of markets to be reliable. There are two different ways this helps. First by developing system on a basket of markets and testing them using the same set of parameters we have more trades and less of a chance of curve fitting. You might say that well, if I trade related market then that does not really help. Believe it or not even related markets are not as related as you think. One example is in my work with the stock indexes I found that some systems, which trade both the S&P500 and the Nasdaq, when we combine the equity, curve we only have a 10% increase in drawdown and the profit of both. Another example is how many of you have tested a system on Crude oil only to find it loses money on Heating oil or Unleaded Gas? This leads me into my other point and that using a diversifying a portfolio, volatility risk is greatly reduced. When I designed TradersStudio this was one of the main issues I had with existing software. Yes we have other products, which are addins to TradeStation. We do have some platforms which say that can optimize a portfolio but, they either have a difficult interface, which requires a lot of work from the user or can't give you access both to the portfolio level and individual market level, for example if you have two similar performing areas of the optimization surface, you might want to be the one which as a grain which is tradable. I designed TradersStudio to do this with just a few mouse clicks. I did a presentation on developing portfolio-based systems; it is available as a free tutorial on TradersStudio.com. The link is http://www.tradersstudio.com/Default.aspx?tabid=128 It requires Registration on the site to be downloaded. It is a PowerPointÂ® presentation with Excel Spreadsheet links. I want to make a point about our registration database. We do not sell our list. It is to update you on what we are doing at TradersStudioÂ® , give you special offers on our products and give you free information, tutorials ect. Our privacy statement link is http://www.tradersstudio.com/Default.aspx?tabid=128&def=Privacy PS: In addition we have free tutorials on how TradersStudio works on our front page and you do not have to register for them. Please view them and you will see just how easy it is to build a basket system.