Looks like a nice strat.. I did notice you have multiple draw-downs of 20%, 25% and 28%, that may blowup in your face with a larger 50-60% draw-down if you hit a longer streak. Add some money and let it ride, every time it doubles your invested capital add some more to it. Could lower the leverage a bit to make the draw-down periods smaller.
Ended up +126% for 2012. Made some tweaks to the strategy for 2013. Although with vol this low, don't see too many of those big gainer months ahead. And yeah, big drawdowns from time to time, looking for ways to minimize that.