Thanks jcl.

My initial change to the asset list was to add USDT back in, since the example Test result in the manual had it and I was therefore surprised to see it commented out in the installed AssetsZ10.csv.

I understand what you're saying about asset selection, but am a bit unsure how that translates to an actual selection procedure & backtests for this risky system. If I select assets via fundamentals and heatmap, and then get a losing backtest, do I Trade it anyway because the selection was without bias?

Put another way, if a set of assets backtests profitably and then as one runs the system the backtests become losers, but one is to continue Trading the system anyway; is the converse also true? A set of assets that initially backtests as losing will at some point turn profitable due to MVO?

Also, have you used Shapeshift?

Thanks.