Should I be trading outside my strategy?

I have a strategy which I’ve been trading/testing for a while now with pretty good results (still needs some fine tuning). I’ve been trading that strategy and only that one (I don’t have a lot of time for trading). I’ve been thinking recently damn I wish I went short on the AUD, GBP and EUR I would’ve made bucketloads of money (it’s always easy in hindsight isn’t it).

I did open a short position on the AUD a couple of weeks though it was taken out via stop loss quickly by volatility.

I’ve been so preoccupied with my statarb strategy that I haven’t really looked at trending positions. I’m not sure that is a bad thing, though it would’ve been nice to be short