Well, it's hard to admit this, but I wasn't able to keep following the strategy. My unrealized P/L got too high, and I bailed.
I'll keep running the account on a personal basis. I'm still up slightly, but my non-leveraged accounts are yielding better profits. Most likely, I'll do more backtesting, refine it a bit, and give it another try in a few months. Perhaps a max risk limit would help. Time will tell.
It's been an interesting adventure. Even as a failure, this experiment has gotten me a lot farther as a trader than many successes.
Until we meet again.
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