I don’t know about you, but most people seem to like it when an author fits into one category and you always know what you are going to get when you read one of their books.
The cheif excetption to this rule would be Stephen King who has jumped genres many times and in most cases I would say successfully.
As an author I am a genre jumper. I like to write a few things at a time in different genres as I need to have different focuses for different creative needs.
I have just completed a modern day female protagonist police procedural, an early 19th Century mystery and am currently writing a speculative fiction/horror novel (as well as ghost writing an apocalyptic military fantasy book).
I need to have these different things going on at the same time as they all exercise different parts of the creative brain. This may not work for some people who will find it better to work on one project at a time and get that done before going on to the next one.
Whatever way you work, it is fine so long as it works for you. When I started out I had the idea that working on one book at a time was the only way to get it done (I still think this even though I can’t do it!)
Since staring working on multiple books at the same time, however, I have noticed a marked increase in production and I am finishing more books than ever.
So, to conclude: As with almost all things in writing fiction, there is no right way to so something. You have to find what works for you and go with that. It’s the only way you’ll be happy and a happy writer is a productive writer.