Something is wrong here. You said "i never compound, because i feel most comfortable at the current amount. it can handle much much more though." and this does make any sense if you DD is 2%. Then on "If so, you're results are faulty and highly optimistic vs reality" which seemed like the guy believes that you showed just backtesting, you reply " know the back test result is not accurate, but it is suffice to demonstrate the model has positive expectancy.". Why would you reply that way if as you claimed you traded it since 2008 and had real profits and paid 1.5M to IB? You say that you don't compound but you are looking for bil. AUM. Did you actually trade it or only backtested and you are looking for an investor?
Still don't get your maxDD of 2%. Even if your AUM is in tens of millions would not you just save 2x time by allowing (scaling to) maxDD of 4% (ok, probably 10% since it does not scale linearly).
actually my max dd before jan.2019 was less than 1%. i do not feel comfortable losing 1%, that is a lot for me. losing 4% is too much. maybe i will try to scale up a little bit in 2020.
>> i do not feel comfortable losing 1% I can understand if 1% is 1 million but still, in some sense, you are losing/missing more money and time by being too conservative. Increasing risks to say 20% DD would be too much, but 2% seems way below S&P 500's DD which only few funds can beat.
Well. If this is not a scam then after more than a decade of trading he made about or more than 100x of his initial investment. If he does not trade external money, his AUM is somewhere within [10M, 100M] and more towards 100M. I guess that would make his 17% revenue of the last year look a bit more attractive. Congrats!