I trade real money on a similar system, but using genetic algorithms. I worked on it for maybe 4 years before putting money on it in 2013. So far, I'm up 1.05% on $284K traded.

I wrote my own fairly pessimistic backtester. Also, I currently use the generated models for buy signals, but I tend to sell earlier than they dictate, because I find it hard to turn down even a modest profit.