I definitely think it's better to follow different markets than to follow only one but I wouldn't put different positions on correlated markets e.g. one position on ES, one on YM, one on NQ and one on ER. Better to go all in to the market where you see the best signal that way managing your trade post execution is easier. I think it's far more beneficial to look at multiple non-correlated markets to spread your risk. I look at YM and ES, GBP/USD, EUR/USD and EUR/GBP and QM. I'm also looking to start trading FTSE again,
DAX and ags.