I use the same weights as for everything else, because I'm not an overfitting monkey.... I don't use just momentum and carry, so a better way to answer your question is to tell you what I have in 'divergent' (like momentum) and 'convergent' (like carry): Code: groups: trendy: weight: 0.6 speed1: weight: 0.16667 relmomentum10: 0.2 breakout10: 0.2 assettrend2: 0.2 normmom2: 0.2 momentum4: 0.2 speed2: weight: 0.16667 accel16: 0.1667 relmomentum20: 0.16667 breakout20: 0.16667 assettrend4: 0.16667 normmom4: 0.16667 momentum8: 0.16667 speed3: weight: 0.16667 accel32: 0.1667 relmomentum40: 0.16667 breakout40: 0.16667 assettrend8: 0.16667 normmom8: 0.16667 momentum16: 0.16667 speed4: weight: 0.16667 accel64: 0.1667 relmomentum80: 0.16667 breakout80: 0.16667 assettrend16: 0.16667 normmom16: 0.16667 momentum32: 0.16667 speed5: weight: 0.16667 breakout160: 0.25 assettrend32: 0.25 normmom32: 0.25 momentum64: 0.25 speed6: weight: 0.16667 breakout320: 0.3333 assettrend64: 0.3333 normmom64: 0.3333 not_trendy: weight: 0.4 mean_reversion: weight: 0.333 mrinasset1000: 1.0 skew: weight: 0.333 skewabs365: 0.25 skewabs180: 0.25 skewrv365: 0.25 skewrv180: 0.25 carry: weight: 0.333 abs_carry: weight: 0.6 carry10: 0.25 carry30: 0.25 carry60: 0.25 carry125: 0.25 rel_carry: weight: 0.4 relcarry: 1.0 Exact weights will depend on the market trading costs, but the top level there is 'trendy': 0.6 and not trendy 0.4; so the same 60:40 weights in AFTS. No, I wouldn't advise it. Unlike trend, carry doesn't cut your position automatically when it moves against you. Rob