I am not going to argue too much. I am sure you are very smart and you have a sound plan. But without a long enough tracking record, it's simply meaningless. I guess I don't have to bring out LTCM to disprove your ambition in stock or future markets. By the way, 25% - 35% annualized return is really nothing impressive, given that SP500 has made 30% gain within the last 6 months.
I cannot compare or distinguish because I really have no information about what you plan to do. Even if I know, it does not mean you will follow your own plan when the reality hits. Even if you do follow, it does not mean it will work as you expected. Talking about volatility... at least I have tens of years of data to calculate the volatility of SP500. Do you even have enough sample points to calculate a meaningful volatility of your return? Just because you put a 'low risk' tag on your strategy, it doesn't mean it's any better than SP500. As far as I can remember, for a few years, sub-prime loans had been rated as AAA before they lost 90%+ of their values. I do get that you want to start a global macro hedge fund, which is unfortunately highly risky by definition.