Just my 2 cents

Maybe the word portfolio is causing confusion.  There is the EA portfolio that can only have 1 pair and 1 timeframe and up to 100 strategies and has to be placed on the same pair and timeframe in MT4.  And the general use of Portfolio which is the combination of strategies and pairs that ideally give you a diversified and balanced approach.

So if you wanted to balance the pairs you are talking about you might want to consider AUDNZD AUDUSD NZDUSD.  Each pair appears twice in this combination and this will help to balance the trades. If one of the pairs has a large move against you the other 2 will help to minimise the damage.

As for timeframes, after watching what Petko does and my own experience M15 and H1 seem to generally produce the better EA,s and possibly M5.

See how you go with the AUD and NZD but they are lightly traded compared to The USD GBP EUR JPY and I found them harder to produce good EA’s although I am sure it can be done…….