A quick check-in on my home rolled systematic alt risk (HRSAR) strategy

I haven't checked in a few months so I thought I'd take a look at my HRSAR strategy.  Ignoring the details of pesky considerations like: inflation, the exact methods of and rationale for the methods for projecting the components (ret, sd) of a monthly time series to a longer (let's say annual) horizon, what exactly the risk free rate should be over my time frame, the pros and cons of my comparatives, my exact methodology, tax inefficiencies of the strategy in question, my inability to match my Sharpes to outside sources, and the unhelpful brevity of a 36 month lookback, this is what I see when considering AGG, SPY, a tangency portfolio of AGG&SPY and my own HRSAR...

what	~Sharpe	~cost
AGG	0.69	n/a
SPY	0.92	n/a
P~tangent	1.21	n/a
HRSAR	1.53	~7bp*

* 36 month look-back only and before allocating my time and some 

software costs, maybe a max of 10-15 bp all in, ex-labor?

This may look like a minor brag -- which no doubt it kinda is (until we consider that it is more or less tax inefficient, has not really been tested by a downturn, the underlying returns aren't that huge, and you can't eat a Sharpe ratio) -- my point is and always has been that ordinary mortals can home-roll pre-tax efficient portfolios made up of systematic rules-based alt-risk strategies for a lot less than 2 and 20 and all that with no lockups, opacity, gates or side-pockets.  In a retirement world where volatility and fees can matter this matters.