@dom994
Well, if you CAN use the same parameters across all sectors - I would!
However, sectors are different and you may well lose a better model by NOT tailoring to the sector individually. BUT, it needs common sense, having same parameters by sector and ensuring that it works on more...
I agree with Sergio77.
A strategy that works across multiple instruments - in the same Market or Sector, would show some promise. However, some markets are quite individual and a more "tailored" approach is necessary. In such a case there are other ways to ensure that curve-fitting is minimised.