The Smart Portfolio applies Harry Markowitz's Modern Portfolio Theory (Nobel 1990) to your trading strategies.
The problem: Putting all capital on a single strategy is risky. Even CUDA Evolved, the #1, can have bad periods. The solution: combine multiple strategies that react differently to market conditions.
The Efficient Frontier: Markowitz discovered a magic curve — the efficient frontier — showing the BEST possible risk/return combinations. Each point on this curve represents an optimal portfolio. Below the curve, you're taking too much risk for the return. Above it, it's mathematically impossible.
The key: correlation: If two strategies go up and down together (correlation = 1), combining them doesn't reduce risk. But if they're inversely correlated (when one loses, the other wins), portfolio risk drops dramatically. The Smart Portfolio automatically calculates correlations between all 58 strategies and finds the optimal allocation.
In practice: A diversified portfolio of 5 strategies with a Sharpe of 1.8 is MUCH better than a single strategy with a Sharpe of 2.0. Why? Because Drawdown is divided by 3, and consistency is unbeatable. Markowitz proved it: diversification is the only "free lunch" in finance.