I don't understand your notation of Cp !
Between the "SHOULD be able" and the "ESTIMATED" divergence, how do you score ?
In example, the darwin GAG and $FAX.
For the same period (All, 6M, 3M), the same estimated MAX investment...$GAG diverges negatively as of -0.5pips whereas $FAX diverges as of -1 pips for a better return.
Why $FAX has a poor score < 1/10 Cp ? For me, Capacity is a fake attibute for the strategy which trades only EurUsd on intraday (out of scalping). I am in a hurry to have a million on $FAX to see the true divergence!