I double checked the "asset" manual page, and the only note related to "order of asset calls" I found was something that I don't think is applicable in this case.

I believe you are referring to this remark:
The order of asset() calls matters. If BR_FLAT is not set, the bars are created from the historical ticks of the first asset. Gaps in the price history of the first asset are therefore reflected in the price data of all further assets. Price histories have normally gaps when the asset is not traded, as during the weekend or outside market hours. Therefore select first the asset with the most complete price history (for instance, a currency pair that is traded 24 hours). When a subsequent asset has a gap where the first asset has none, the gap is filled from the previous bar. This produces a different price curve and can cause indicators to behave differently in a multi-asset portfolios, dependent on asset order. Otherwise use the BR_FLAT flag or don't combine assets with different market hours.


If this is what you are referring to, I don't believe it would be applicable as in both examples, DIA was the first asset in the loop, and the one tested by itself. Aside from this, most of these would have the same trading hours, as most (with the exception of QQQ) are negotiated in the NYSE, which as mentioned wouldn't impact as it was not the first traded asset