Does anyone have a Portfolio of Systems?

Read any of the overseas forums and almost everyone (?) talks these days, of having a Portfolio of Systems. It is something that is rarely, if ever, referred to here. Yet surely it makes sense.

One of the contributors I was reading today had this to say:

My advice for anyone who is feeling frustrated is to start building a portfolio and operate them (sic) in the same way you would a shares portfolio. When you do that a bad month from one system doesn’t hurt you, because the others generally make up the deficit. It’s rare that nothing performs, no matter what you use.

Anyone care to comment?