Trading with your own money is one of the least effective ways to enter the trading space professionally at a hedge fund or a large bank, especially for quantitative trading.

There is a lot of selection bias.  Suppose that I am a manager who is looking to hire traders and you are someone who traded from home and made money for three years.  Well, I have hundreds of resumes that land on my desk each month.  By luck, there will be dozens of resumes each month that will have a track record as good as yours or better.

If I based my decision on just performance alone, I’d pick the highest Sharpe ratio traders that apply.  This is not the right strategy for me to follow, to be clear, but if I did, because of the large universe of applicants and selection bias, the people I’d pick would have something like 4 or 5 losing weeks a year (over the time they reported returns).  Even if you know what you’re doing, it’s very unlikely that you can produce that kind of return through skill alone.  This isn’t how I should pick traders because then I am just reacting to noise and luck, not skill.

So that’s why hiring managers at hedge funds and banks use other signals.  They look at things like, which traders did you work with before — can they get a reference from someone they know is good?  What other achievements, ones that aren’t as subject to luck, do you have?  (Someone who is World Champion in Rubik’s Cube or a past NFL player may have a better shot at getting into a hedge fund — quant in the first case, non-quant in the second case, that just someone who has traded from home.)

With all that said, if you have a strategy with positive EV to your best judgment and aren’t restricted from trading it, you should be trading it.  But you need to have a stronger resume than that to get a position within a top hedge fund or bank.