I am developing a number of mean-reversion systems in various ETF sectors. Currently I’m working on commodities and have divided them into four non-correlated groupings recommended by ChatGPT 5.5. Once I break them into these four clusters and apply my branch logic, there are only 10 to 12 branches that trade aggregately approximately two trades a month per segment. Therefore, the CAGR is relatively low. Can I use an equity chart that measures time-in-market-adjusted return? Do you have any other questions or comments to help clarify whether or not I am developing a good overall four-part commodity system? I will trade the four segments as one complete system.