If OptimalF for AUD/USD:L is 0 then only AUD/USD:S is traded, otherwise this Asset doesn't make sense at all in the Asset set. I based my decision to include an asset or not simply on the idea that there are assets for which the ONS works while for others it does not, and this idea is based on the historical prices. E.g. in my candidats' setup for trading the ONS real I only use assets with a single PF not lower than 1.5 in any simulation and an average PF of ~2.0 or above (BTW: Interestingly >50% are pairs against the JPY that seems to have a 'special iking' for the ONS). This is surely somewhat subjective and weighted by past but the opposite was to trade every available pair with a fixed lot amount and this could also be more successful in the end, who knows?
There are really a lot of views for this thread, how comes? I sometimes think about if ONS is a strategy or rather gambling, but at least it's a cool alternative to the weekend's lottery!