Just a generic observation: models generally run into trouble when they fine tune TOO much. Lowering the target and increasing the number of Robots might solve the problem. That is, instead of trying to squeeze the most out of the generic market, why not try to squeeze a little out of the juiciest ETFs?

The 9 sector ETFs I use in my own model are very highly traded, and I know you have a better model to tweak them with.