I'm absolutely following you. You are basically after the same idea as I'm. Don't lose time chasing elusive holy grail when you can have a dozen mediocre strategies, but cleverly managed to obtain great consistency and thus profit, right?

But, I also see where this might fail horribly, eventhough I'm yet to spend some serious time playing with that approach. I'm already afraid that this might fall into "great on paper, but in reality.." category. But, we'll see... i certainly look forward to exchange practical experience with you.

Here's one example of a terribly simple idea that guarantees great profits if implemented properly. We all know that trend following is profitable. We also know that by design you must return some of the profits when market becomes choppy. So why not implement a filter that detects when market is trending and only THEN run your TF strategy? Can you imagine anything simpler? Obviously, such a strategy would be a great winner and you could finally buy your island country. But, only when you actually attempt to detect market regime you find out that it's not nearly that simple. As soon as you detect that you're in the choppy market you already gave up some profits, and mysteriously market starts trending just when you've decided to stop trading so you miss some more profits.

Why this example? Because I believe the algorithm (the bot manager) that will decide which of your strategies to trade will have all the same problem. You might say, I'll just replace the strategy that is losing money, but how much will you let it lose before you decide to replace it? What if it starts losing right away like Z's are doing in my demo? Should I replace them already or let them lose even more money? Some tough questions, right?

To end on the positive note, I'm yet to see if what I wrote above holds true. At this point all that is just a speculation based on the experience gathered from my previous work. As I wrote elsewhere, I'm reasonably convinced that adding even a losing strategy to the mix can be positive for overall result, so the idea of having the legion is basically sound. I'm just afraid that the devil is in details, as always...