As you may already know George has wrapped up Version 2 of the Portfolio Selector. This software utilizes Mike Chalek’s combinatorial brute force algorithm too create all of the different combinations of up to 12 markets. The software uses TradeStation’s XML Performance Report output as input to create performance metrics on over 4000 market combinations. Several people have requested more information so I created a few very rough videos on how the software works and its different functions. The Portfolio Selector only works with TradeStation’s XML file output and leans heavily on Excel or any other spreadsheet software to display the performance metrics of your trading system.