Al asked for some up-to-date profit curves. Ask and you shall receive. I ran them back to the beginning of 2012. For curves going back further, please check the "Updates" link above. I used TNA to calculate the curves. Using XIV would've resulted in slightly better returns, but I'm too busy to run those numbers. As I mentioned before, I'll start tracking volatility trades in the official stats next year.
To summarize, the JTS (which is my baby, so to speak) is performing the best. I really see only 2 poor months - April and May - when the market experienced some turbulence. Since the end of May, the system has performed better than I could've hoped. One could argue August was sub-par, but August was extremely boring.
The CCI has had some issues this year, but is still performing admirably. Sustained moves in 1 direction with no mean-reversion will hit this system hard. It thrives in a mean-reversion environment, and did well February through July.
The JT Composite system, which is simply a combination of the 2 above, is what I follow most closely. It reduces risk while offering handsome rewards. With such a nice, relatively smooth rising profit curve, I see no reason to deviate or doubt the system.
Ok, enjoy the evening and I'll see you tomorrow!
(click to enlarge)