Legend

SIM Factor
The SIM (Similarity) Factor is an easy to undertsand number that shows you the overlap of the systems. Example: ARI FX I and Cornflower I are very similar so that the factor is close or equal to 1. As follower it means that the probability is 100% that you have one open trade from the ARI FX I system and excatly the same trade from the Cornflower I system which at the end is a double risk/reward scenario you should try to avoid! The smaller the value the better is the diversification of the portfolio.

SIM Matrix
SIM_Matrix