Optimal Portfolio Diversification?

This might not be the best place to look for an answer because the question is more about asset allocation and designing an optimal portfolio, but I've noticed quite a few pretty intelligent people around here so I figure I'd ask.

So I through the use of data, I have come up with rating scores of a number of different securities. I took the 5 (15 in one case) best scores in 7 different sectors in order to create my optimal portfolio. Now my question comes on how I should weight my investments in these securities.

Each sector will have equal weight, but the weight of the securities within each sector is what I need to come up with.

Any ideas? Possibly using the standard deviation of the group of securities in each sector to help determine weights?