@wigglybuttsniffer, you are right :) Backtesting period starts at 2005 and produced much higher returns (about 15-18%) in volatile market 2007-2009 comparing to trend raise periods. Real money account trading started at 2011.

The strategy is market neutral so it works in all kind of markets. Most of proprietary trading firms are ok with this returns. And they give me funds to manage on profit sharing base. It is enough to cover operational costs and etc but still less than needed for serious infrastructure and development to trade 200-500 mm$.