PM struggles with a large number of strategies. PM is such an important piece of functionality it seems a pity not being able to load it with 1000s of strategies. I think the following draft use case would add a lot of value and make it much easier to work with a large number of strategies:
1. Load PM with large number of strategies, say 10000.
2. Start PM.
3. Each time PM finds a portfolio of a given size, the component strategies are deleted from the data bank. This would continue until all the strategies are deleted from the databank or a given condition is met.
4. All the portfolios are then split to singles strategies, go to 2.
5. after the number of strategies reach a manageable size (computer resource wise, say 200 strategies). The standard brute force/genetic search would continue as normal.