Hi, I'd like the Z9 strategy to be as similar to Gary's original strategy as possible. I assume that the solution might be to comment out all assets from AssetsZ9 list except those which are the most correlated with the originally proposed assets. These should be: CWI, TLT and VOO. Is my thinking correct? Aren't there any unintended consequences with this approach?

I tried it with live tradig. It wants to open position on ITB. If I comment out the ITB asset it doesn't open any position. So my conclusion is that the approach described in the first post won't work.

I'd say that Z9 is based on the Gary's Dual Momentum strategy but there are differences not only in assets. If you want original one you can easily code it. The strategy is public