Paul,

This is a terrific wealth of resources on the topic! It shows your commitment to search for constant improvement.
Before digging into all the details, I have a conceptual hesitation.
It seems all the models are based on individual securities or stocks.
Since IWM is already including a +/- 2,000 stocks diversification and GDX is including a 32 stocks diversification, shouldn't you take into account the exisiting diversification implied in ETF holdings? In other words, can we be sure that the models are not misleading for our robot allocation needs?
Billy