This strategy has both of the indicators for failure or huge Drawdowns at C2. It has a win% above 79% and it has a ratio of av. $$ win/av. $$ loss of less than 1.2.
Further, it has a staggering average leverage of 19.96. Very roughly speaking, that suggests that just a 5.2% adverse move in your total (unleveraged) positions would wipe you out. (-5.2% x 19.96 = -104%.)
I hope that you continue to do fabulously, but the odds are strongly against you.
Good luck! You and any subs you get will need it.
For the research on the first two factors, see:
