pflsort

Charts: one square chart per symbol, FROM to TO, no zoom. Its timeframe is the smallest one in the list (m1, m2, m3, m5, m10, m15, m20, m30, m45, H1, H1.5, H2, H3, H4, H6, H8, H12, D1, D2, D3, W1, W2, M1) that fits the window in 60 candles or fewer. Each symbol is chosen separately because markets trade different hours.
Direction: BUY if the symbol closed above where it opened at FROM, SELL if below. If unchanged, it is left out of groups.
Correlation: Pearson correlation of bar-to-bar returns on the base bars (m1 for windows up to 1 day in the last 29 days, m5 within 59 days, H1 within 729 days, else D1). Only times when both symbols traded are used, with at least 20 shared returns.
Groups: every combination of the chosen size is scored by its average absolute correlation (0 = independent moves). The lowest-scoring group is taken first, its symbols are removed, and this repeats. Each symbol appears in only one group with one direction, so no position is doubled. Ties go to the lower highest pair, then alphabetical order.
Sizing (equal risk): volatility = standard deviation of the same bar-to-bar returns. In each group the least volatile symbol is the baseline and gets the Baseline $. Every other member gets Baseline $ × (baseline volatility ÷ its volatility), so each position moves about the same number of dollars per bar. Amounts are notional exposure (position value), not margin. Because every position carries equal risk, the correlation-based grouping stays the right criterion, so the groups are the same as without sizing.