I agree with you matped. I think this is a lack in the tutorial. It is clear how to find if a strategy has an edge or the steps to build a strategy from a simple idea. This is specially good described in the finantial hacker blog. I have found as well pieces that seems profitable but all looks different when I combine them.
However a combination of 10 algos and 10 assets is necesary to get a profitable strategy as it is described in the tutorial.
How to do that? That maybe the question