Hi. I have some comments and requirements regarding Z8 and Z9.
Z8 and Z9 rebalance the portfolio every 5 weeks. It would be nice if it could be changed. 5 weeks may be optimized for the US market, but not necessary for other markets.
Market hours also could be changed. I do not trade US market.
It would be nice if short positions could be opened.
Can Z8 and Z9 be modified to support these changes?

Another point, regarding the heatmaps.
What should I look into heatmaps in order to identify which assets are better suited to the strategy?

Thanks,