I know this can be a huge rabbit whole, but it would be nice to have a limited set of filters we could run a portfolio on. Ex: Run port with min/max VIX. I know issues can be whether single tests etc. have a min/max VIX filter, but my thought is that those tests would run as normal, and the port would filter the trades with no min/max VIX filter. So all that said, request to run portfolios in various VIX environments. Thank you!