New portfolio weights

As I wrote yesterday, at the end of this month I will update the portfolio weights. The new weights will be:
extreme-os 127%
Weekend Trader 53%
Trend Plays #1 20%

Because Trend Plays has a shorter history and I just started trading this system, I am scaling in slowly. If it keeps performing well, I might increase to 30% by the end of June. There's now also a better balance between extreme-os and Weekend Trader.

What we gain from this change in portfolio weights is higher Sharpe and Sortino ratios.
Sharpe = 2.91 [0.91 , 4.88]
Sortino = 4.39 [1.22 , 8.35]

The downside is a portfolio with a higher beta and higher correlation with the general market.
Alpha (annualized) = 49%
Beta (SPY) = 1.29
Beta (DIA) = 0.35
R-squared = 0.38
N = 241 days