Shifting to portfolio level thinking is the only reason I'm able to keep trading through drawdowns that would otherwise cause me to quit.

I know I have so many uncorrelated systems working together that at some point, a few of them are going to start making money again and pull me out of that drawdown.

Stop hunting for the perfect system and throwing away imperfect systems.

Instead, start building a portfolio of many imperfect systems.

The holy grail in systematic trading is real.

It's just not where most people are searching for it.