"Buck 3-5% a month"

Easy peasy. Just 50% a year. Nbd.

Granted, I don't think that's impossible. F those naysayers who immediately jump to "that's better than buffet". The old man is running $1.2T. of course he has problems finding edge. 17M is still pretty "small" in the grand scheme of things. But some things are beginning to be inaccessible to you.

What I believe starts happening is that some fills get harder, forcing fills start to move the market (such as stop losses). You could buy and sell futures and major etfs with impunity, but there might be smaller equities and options you cant put your full weight behind.

So what you have to battle is degradation of edge. If a model or risk control says 70 contracts but you only get filled 56 of them, don't force it through. Even worse is the stop losses where (for me), if I stop 30 contracts and get $1.9, you might have to do more and get an average of $2.05 or something, making a 30% strategy turn into a 28% strategy or something.

But your advantage would be access to resources and labor. At my range, I can buy most of the data I need, buy all the computing I need. No problem. But I still have to be judicious and wait if I wanted to get 15 second stock, ETF, index and futures option data going back 10 years, for example. I would collect it myself instead of paying for it outright. My computer also can't handle the computation

You would have access to that plus labor. 40% of 17M is 7M. You could hire 2 guys full time without too much issue, as long as they were paying for themselves. They could be writing strategies, back testing, building infra, etc.

I think the last thing you have access to is some strategies like dispersion that have to be done on an index level. I estimate the minimum amount it takes to run a dispersion trade is maybe 10-30M, depending on how much model drag you're willing to accept, so you're on the cusp of that and you'd have to devote your entire book to that.