I agree, the adjacency of some of these bitwise combinations is meaningless. Even if they do herd together, I think it could be coincidence. For that reason, any "broad hills" that surface are probably also coincidental.

I want to use Zorro to be able to shift with a changing market. I don't know why some logics seem to work better at some times and worse at others. I could speculate that they work better during the London-New York overlap, for example, because of increased volumes. But then that seems like an almost fundamental view, and the data may not even support that. I would rather let the computer deduce these connections and just choose the best dynamically. I don't need an explanation of why it works.

Some of my logics seem to really do well with one or more ongoing bitwise adjustments. I think I should also focus on creating more variations of them (I need to brainstorm some ideas, maybe further variations like early-London-session, late-London-session, etc.) But it has been a concern of mine that the actual bit-neighbors are not necessarily related to each other. I did not want to modify Zorro's standard optimize() function, so this seems like it could be a happy medium. (Sidenote: one obvious drawback is that using step .33 implies triple the Train time)

From a philosophy standpoint... I try to always keep in mind that what works today may no longer work tomorrow. Time is of the essence. I want to focus on rapid development of edge logics that work today... and then be quick to discard them when they fade away. The markets work in waves and cycles, so what was in favor yesterday may cycle back to favor tomorrow.