Well multi currency system ounds great but it has its own flaws.
Like if you got stagnation on one pair and than on another :)
Or you got them on mutliple pairs simultaneously, adding each others drawdown to horrendous values. 😉
That is a vaild question. I already taken this in the consideration. Correlation between pair should also consider when trading on multicurrency strategy. For example USDCAD & EURUSD have common currency USD so any strategy may have 50% correlation. So I reduced the risk by 50% when I will deploy any strategy. But in case of EURCAD and AUDUSD I will not reduce any risk as these pairs are uncorrelated to each other.
This is why trading is not easy you have to consider multiple things when trading.
The market will trade through it’s path of least resistance .