let's say your capital is allocated between strategies A and B. both strategies have exactly the same risk/return profile. on day 1, both strategy A and B enter 5 stocks each; assume day trade only. on day 2, strategy A triggers 10 stocks to enter and strategy B triggers 15. your capital is limited to a combined total of 15 stocks. if i limit the entry criteria, i.e. ensure that only a max of, say 5 stocks, are triggered each day per strategy, then there is way too much excess capacity, i.e. days when there are not many triggers. i am guessing it's a common problem with strategies where the distribution of triggers / events is clustered... - someone must have dealt with this - i'd appreciate any insights or references to relevant material.