diff --git a/examples/watchlist.py b/examples/watchlist.py
index 0fa959f..bf2b818 100644
--- a/examples/watchlist.py
+++ b/examples/watchlist.py
@@ -50,20 +50,24 @@ def colors(colors: str = None, default: str = "GrRd"):
 
 
 class Watchlist(object):
-    """Watchlist Class (** This is subject to change! **)
-    ============================================================================
+    """
+    # Watchlist Class (** This is subject to change! **)
     A simple Class to load/download financial market data and automatically
-    apply Technical Analysis indicators with a Pandas TA Strategy. Default
-    Strategy: pandas_ta.AllStrategy.
+    apply Technical Analysis indicators with a Pandas TA Strategy.
 
-    Requirements:
+    Default Strategy: pandas_ta.AllStrategy.
+
+    ## Package Support:
+    ### Data Source (Default: AlphaVantage)
+    - AlphaVantage (pip install alphaVantage-api).
+    - Python Binance (pip install python-binance). # Future Support
+    - Yahoo Finance (pip install yfinance). # Almost Supported
+
+    # Technical Analysis:
     - Pandas TA (pip install pandas_ta)
-    - AlphaVantage (pip install alphaVantage-api) for the Default Data Source.
-        To use another Data Source, update the load() method after AV.
 
-    Required Arguments:
+    ## Required Arguments:
     - tickers: A list of strings containing tickers. Example: ['SPY', 'AAPL']
-    ============================================================================
     """
     def __init__(
         self,
diff --git a/pandas_ta/core.py b/pandas_ta/core.py
index 24780e2..9d8fe33 100644
--- a/pandas_ta/core.py
+++ b/pandas_ta/core.py
@@ -23,7 +23,7 @@ from pandas_ta.volatility import *
 from pandas_ta.volume import *
 from pandas_ta.utils import *
 
-version = ".".join(("0", "2", "10b"))
+version = ".".join(("0", "2", "11b"))
 
 
 # Strategy DataClass
diff --git a/tests/test_strategy.py b/tests/test_strategy.py
index 526a628..935bf3a 100644
--- a/tests/test_strategy.py
+++ b/tests/test_strategy.py
@@ -22,7 +22,7 @@ class TestStrategyMethods(TestCase):
     @classmethod
     def setUpClass(cls):
         cls.data = sample_data
-        # cls.data.ta.cores = cores
+        cls.data.ta.cores = cores
         cls.speed_test = DataFrame()
 
     @classmethod
@@ -37,7 +37,6 @@ class TestStrategyMethods(TestCase):
             print(f"[i] Total Datapoints: {cls.data.shape[0]}")
             print(cls.speed_test)
         del cls.data
-            
 
 
     def setUp(self):
@@ -96,7 +95,7 @@ class TestStrategyMethods(TestCase):
             {"kind": "sma", "length": 200}, # 1
             {"kind": "bbands", "length": 20}, # 3
             {"kind": "log_return", "cumulative": True}, # 1
-            {"kind": "sma", "close": "CUMLOGRET_1", "length": 5, "suffix": "CUMLOGRET"}, # 1
+            {"kind": "ema", "close": "CUMLOGRET_1", "length": 5, "suffix": "CLR"}
         ]
 
         custom = pandas_ta.Strategy(