Your chart including what looks like backtesting data starting 2009 looks a bit disingenuous. It’s a totally random starting point. It’s obviously not your actual performance, if you say you started 3 years ago. It’s made to look like your model actually outperformed the market significantly.
Kudos to you if you really sit on an untapped gold mine, but imho, there are some red flags that makes me not buy in.
Thanks for the feedback. I try to call out in several places in the app that 2009 - 2020 is backtest only, but perhaps I need to make it more clear. No one should ever expect a model to trade as well in live trading as it backtests, and that's been true of nearly all our models (save the anomaly of TA-MR-Basic). However, there's more than enough room in the returns and drawdowns to underperform the backtest while still producing significant alpha, which is what we've seen with 4/7 models and especially with the top two.
However, the April 2009 start date is not actually random--it's the first start date for which intraday futures data is available for more than just front month contract. Several derivative indicators of the VIX futures curve are the most foundational to all the VIX-based models, and they simply cannot be processed without it. The VIX futures were only created in 2004, and I've scoured the internet for intraday data for more than just front month (can't create the curve if you only have front month data), and the earliest it can be found is April 2009.
Kudos to you if you really sit on an untapped gold mine, but imho, there are some red flags that makes me not buy in.