I'm trying Z1 which is trend following portfolio of strategies. Backtest using 8 years data from Dukascopy currencies and CFD looked good. Trying live on a demo now. Current result +600$ in two trades it made so far

Z2 is mean reversion. Which supposed to be coupled with Z1 and there is Z12 which does white (Zorro S only).

Well I'm investing in signals for many years which are the same blackboxes - you just need to accept 100% deposit risk. And only put small fraction of your portfolio into this game.

On the other side some of those signals making more 5000% over the span of few years. So I look at it as 50:1 risk reward investment.

I'm looking at the Z1/Z2 systems the same way - I find their performance on backtests very good for my needs. I only hope there is no look ahead or selection bias.

With signals there is definitely selection bias (survivorship bias) but the monitoring is of live trading not backtest so at leat the look-ahead is excluded.

You can use Zorro for stocks there is nothing in relation to fundamentals analysis in its standard toolset. But you can load/process the data in Zorro manually.

Best luck with your futures stategy.