My two cents:

I do not trade the Z systems because I can not see the source code. However, based on the information in the manual, it isn't too difficult to create systems based on the same principles as the z systems.

I trade a number of my own systems, some based on similar principles to the z systems, some based on my own machine learning research, and some based on relatively simple market models. I am making money fairly consistently for both myself and investors using Zorro as both my primary research environment and my execution engine.

If my experience is anything to go by, Zorro is an excellent tool for algo trading. But at the end of the day, it is just a tool. It takes a lot of research, persistence and a number of losses to work out what "works". And while I appreciate what the developers are trying to do with their z systems, I would never trade something that I hadn't developed myself.