Should I run one strategy on multiple ETFs?

Often, yes — with intent. Running the same rules on several uncorrelated-ish assets (an index fund, a sector fund, a bond fund) diversifies your entry timing luck and smooths the combined curve; sleeves make it operationally trivial. Two cautions. First, correlation: golden cross on SPY, VOO, and QQQ is nearly one bet three times, not three bets — diversify mechanisms or asset classes, not tickers. Second, aggregation risk: five sleeves each 98% invested in correlated ETFs is one large correlated position at the account level; size the total, not just each sleeve. The multi-ETF backtest tables on our strategy pages show how differently one rule set performs across assets — that dispersion is exactly the diversification you're harvesting.