Sounds like a winner to me.
I am curious about your system, or systems prof traders use, which you seem to have.
Please feel free to ignore my questions if you don't feel confortable answering them.
Is this a system you bought somewhere or you put together yourself ?
Do you have to change parameters in the system on any basis, i.e. month to month or year to year, based on changes in volatility, interest rates etc ?
I have heard systems that work one year might not work the next. From your comments it seems yours would work under any market condition. Is this correct ?
If a system has proven successful over a long period of time why would there be limitations as to position size ?
Thanks and excuse my curiosity.
Cheers.