My thoughts are that it is hard to maintain 15-20% month on month.
I started with a good run and then found biases in market changed and even though I maintain the same trading rules the number of trades that come up have been far fewer in last 2 months.
I think the case is that traders have a couple of good months, then they have the quiet months, and then they change their approach to capture more trades and this is where things can possibly go bad.
Plus a trading strategy that works today with probably not work 6 months from now without improvement and performance tuning.
Personally I don't care if I make 1% or 20% per month, the goal I am trying to keep is to have the returns graph on a consistent gradient.