Here's an update on the performance of the hourly trading system under the highest Mt. Gox commission of .6%:



A couple of things worth noting:

• The system performance before any trading expenses is a 2,437% gain since the beginning of the year
• This assumes no slippage from crossing the bid-ask spread
• This assumes no commissions
• This assumes no delays in execution
• When factoring in a .6% Mt. Gox commission, trading the 10/21 crossover resulted in a net gain of 484% since the beginning of the year

Here's a breakdown of the monthly performance of the system, assuming a .6% Mt. Gox commission:



Here is a graph showing the performance of the system assuming the lowest Mt. Gox commission of .25%:



A few things worth mentioning:

• Paying the lower commission of .25% resulted in a net gain of 1,278% since the beginning of the year
• This commission currently only applies to accounts trading more than 500,000 BTC per month: as trading size increases, systematic performance will vary due to increased slippage