Ger1, (4) You are right, A and A is correlated to 1. What I meant was that you need not to observe the correlations, as optimal f calculation itself will find the extreme on the n-dimensional surface of all possible variations of individual f's.

(2) As per Ralph Vince, you are always on the safe side with the optimal f calculation considering trading in the infinite horizon. Because optimal f for 1 dice roll > optimal f (2 dice rolls) > optimal f (3 dice rolls). Limiting number of rolls beforehand will force optimal f higher, to produce maximum outcome under constraints.
What you are doing here is trying to be on the "safer than safe" side. And inherently falling off the course totally.

"I think that optimal F as it is used in the workshop scripts probably overrisks when trading multiple assets and algos" - Yes, precisely! This way you are also allocating resources proportionally into algos that don't yield the total desired outcome. LSPM would avoid those entirely (optimal f = 0).
But again, you can stay on the safer than the safe side.

what do you mean by "I also wonder if you could share the optimal Fs of trading each system on its own." ?