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very true, at the very least, you really need two cocks each with a group of hens. mark each set of chicks so you can tell who came from who, then, the next year you can cross breed the 2 pens together or their off spring to keep from having too much inbreeding as that can cause weak or sterile offspring down the road as Nate was saying.
I usually toe punch or just clip a toe to mark the chicks for this.
Once you get the quality you like you can line breed a bit (always better to come off a little money and buy some high quality new lines to work with though)
If you do line breed, do it correctly, parent to offspring. This way they are only sharing 1 copy of thier genetic make up, where as brother to sister (back crossing) will be sharing both copies of identical genetics. That's where the problems come in the quickest, offspring to offspring.
But if you had those two sets of unrelated breeding groups, this wont be too much of a problem as you'll always have unrelated lines to work with.
Also like Nate said, millies are tuff to judge when young in any breed, my d'anver millies are the same way, especially on color patterning. You'll think for sure it's going to be hidious at 4 months, but by 8 months they'll be getting excellent color.
Look for nice , clear, tight V's in the chest mottling, and good mottling on the tips of each tail feather in the cocks especially, without that, they'll get shot down at any show.
Good luck with them and keep up the progress!!