Say you are trading 2 similar systems both with similar proven stats on two different markets.

Instead of allocating 50% to each system, is possible to trade say 75% of your capital to each, so trading your capital at 150%.

Will this increase your risk by 1.5 or will it be smaller as it across 2 markets?

Or would it all depend on how highly the markets are correlated?

Also same question, but 2 different systems but on the same market?