Presented at QuantCon Singapore 2016, Quantopian's quantitative finance and algorithmic trading conference, November 11th. Even with a wide range of statistical tools available, selection of algorithmic trading strategies can leave the trader with significant out-of-sample variability. In most cases the final decision making is still a manual process. This presentation will show how a combination of statistical methods and machine learning can help to automate strategy selection and boost the robustness of automated trading systems.