Well time has flown by.
The recent increase in IB margin requirements has scuppered the money management on this system which is a shame.
Currently the table below shows what is required to trade a single contract on this portfolio. Bear in mind you would need at least 50% more than this to realistically trade (ie not have any margin calls as soon as something goes against you by a point) it has all gone a little Pete Tong (wrong).

the good news is the system is putting...

rdstagg