I guess I've just been in a bad mood lately? I feel like I should be returning more percentage-wise than I actually am right now. I just gotta keep reminding myself that during the backtesting for this system, there were many times of a few low-return months in a row before a real blockbuster month or two. "Sleeper" system? Hah.
I'm working on something new to me, but probably not new in general: classical pairs trading of EUR/USD and USD/CHF. I would call what I'm doing right now "pair divergence" -- not exactly the same.
Up 2.8% month-to-date
Up 7.4% since inception (4/19/2010)
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