Letâs assume a given trading system called S. S has, for simplicityâs sake, 2 degrees of freedom, x and y. S(x,y) is therefore the trading system S using the couple of variables x and y. We optimize our system, back test, forward test, paper trade, etc etcâ¦ and we find that for instance S(3,5) and S(5,3) have both very acceptable results. Would that make sense to trade BOTH at the same time ? The reason why Iâm asking is because in my trading system, I find that trading both would present a smoother equity curve, and lower historical drawdown. Of course, the return on equity, or yield, of trading both is lower than trading the best one. Anybody found any particular issue in doing so ?