I think religious systems have primarily been useful for community management, and religious beliefs being passed down generation from generation works well in that context. Same way, religious persecution is more often than not a proxy for eliminating a group's identity and cultural assimilating it into a conquering group.
In that sense, a religion's continuity is basically that group's continuity. Individuals within that group can switch to another religion, same way people move countries, but I'm not sure there are any case of a group switching wholesale to another religion by it's own decision. A king changing faith could be the closest to that, but I think it's usually a political move to join a bigger group, more than just independently switching for the sake of it.
> designing your own system
In general I don't think a "system" needs to be complicated, all ecompassing, nor needs to be fully from scratch. I'd compare it to cooking, you could look at a steak and carrot recipe and decide to try arrangements, and end up with mushrooms instead of the steak. You're still not building a new school of cooking, just doing your stuff on your own, eventually mixing and matching recipes you've seen elsewhere, without having to tag yourself with any specific cooking style.