Thanks @CavaliereVerde - appreciate the comments and very well done on your KVL and the Darwinia allocation last month!
This is quite a difficult question to answer and I will try to be as honest as possible in explaining why. As you may remember from some of my previous posts, I am all for algorithmic and rule based trading, however, I am making a deliberate decision to adopt a more discretionary approach to TMB going forwards. This will mean attempting to do my best in applying the market context as I see it at any given time. I think this probably sounds quite woolly (maybe it is), but I feel that I for most part just want to apply my gut feel on the direction of the market more than a defined set of rules. Of course, this gut feel may stem from years of experience and may or may not include a number of different trade setups.
With this being said, the key is that predefined rules will always exist for risk management, and there will be minimum targets as far as reward to risk ratios are concerned (when not stopped out at break-even). So instead of trying to BS everyone and attempt to provide a quantitative forecast on what the future may hold, I will only state what I would personally hope for based on my own expectations (however, I make no guarantees that things will work out this way).
Average Annual Return: 15% to 35% (The odd year may be negative or even a bit more).
Anticipated Drawdown based on my current risk: 15% or thereabout.
In summary, my trading rules only apply to risk management and reward to risk rations etc. You could almost view my new style of trading as one where we assume the markets are a little bit "random" (I'm sure that will scare some investors away).
I hope this explains where I am at? Possibly not the sophisticated & mathematically proven data that you were hoping for .. sorry.