do inform me if i can place calls on WTI oil calendar spreads and brent-wti spread if so how? (isnt included in your symbol list) I would also like to know of better methods to vet performance.
My Sharpe was around 2, but it would've been higher but each leg was stressed individually, not the whole. I ran each position in a production account as well and did better, as the haircut was lower and I used limit orders. I was forced to use market orders on C2 (100% marketable rating). IIRC it was $50 per trade. Re: vetting. Form a corp and use a production account and get 3-5 years of performance. Shop that around to friends and relatives and manage less than fifteen accounts professionally. Eventually you'll attract more interest than is likely scalable.
will venture to guess the reason for live money is because of the difference in decision making quality between real and paper trade. kinda like riding a bike without training wheels. I notice several system vendors restart systems, myself included. The quality I observe is that persistence contributes to ultimate system success.
one challenge i have with linking the system to a live account is because the choice of available brokers is not in alignment with my production accounts. nevertheless, my system is not ready for live execution...will cross that bridge when and if i get there. i think charging the subscriber $49 a week only if profitable fits best with my process and system when and if it goes live.