I hope this week - even with our relatively fast machines, any WFO test on Z1 or Z2 needs almost a day. This makes work on Z1/Z2 a little slow.

We did not manually remove unprofitable components as this would violate the out-of-sample test method and make the test results too optimistic. But you can do that for trading of course. For manually excluding an asset, edit the file Data\Z12.fac and place minus signs in front of all OptimalF factors of that asset. You can find an example here:

http://zorro-trader.com/manual/en/income.htm