My overall game plan will be to start with the entire equity universe and run them through a few of our core filters, including the start date has to be before 2016, the ticker will have to have been in the market at least 5% of the time and have at least 30 trades in sample. (In sample means from whenever the ETF started until the end of 2019 out of sample is 2020 to date. The last core filter is volume. We have set a minimum of the last three trading days have to have been at least 100,000 dollars. Once we have eliminated all the ticker that fall outside those realms. Rather than tackling one large system, we will tackle many ETF systems that have anywhere from 2 to 20 branches each look at correlation factors such as how often trades overlap and then build two or more combination bots that include ETFs from many categories.