TAA based model some final thoughts

After lot of research here is what i have found to work best, I am working on 3 different ROC's to get the best asset for next monday trade.

Main filter are weekly vix and MA filter

this is the weekly filter

RestorePriceArrays();
SetForeign("^VIX");
//Vix_value=12;
Vix_value=Optimize("Vix_value",14,3,14,1);
TimeFrameSet(inWeekly);
RSI14_vix = RSI(Vix_value);
TimeFrameRestore();
RSI14_vix = TimeFrameExpand( RSI14_vix , inWeekly );
RSIVix_value=Optimize("RSIVix_value",58,40,90,2);
MAFilter =RSI14_vix < RSIVix_value ; RestorePriceArrays(); MA filter which keeps draw down low are MAFilter2 = Foreign("SPY","C") > MA(Foreign("SPY","L"),200) OR Foreign("SPY","C") > MA(Foreign("SPY","C"),200);


As per this strategy SPY is the trade for next month.

here are past trades -


Ticker Trade Date Price Ex. date Ex. Price % chg Profit % Profit Shares Position value Cum. Profit # bars Profit/bar MAE MFE Scale In/Out
gsg Open Long 12/20/2010 33.35 1/7/2011 33.35 0.00% 0.00 0.00% 11241.3 374897.01 274897.00 15 0.00 -0.84% 4.17% 0/0
eem Long 11/15/2010 46.03 12/20/2010 45.83 -0.43% -1636.03 -0.43% 8180.17 376533.03 274897.00 25 -65.44 -4.05% 2.64% 0/0
gld Long 10/25/2010 130.85 11/15/2010 132.42 1.20% 4416.48 1.20% 2813.04 368086.72 276533.04 16 276.03 -1.57% 6.34% 0/0
eem Long 9/27/2010 43.7 10/25/2010 46.17 5.65% 19907.47 5.65% 8059.7 352209.10 272116.56 21 947.97 -0.68% 6.79% 0/0
vnq Long 9/7/2010 52.08 9/27/2010 52.13 0.10% 337.82 0.10% 6756.36 351871.26 252209.09 15 22.52 -1.82% 4.37% 0/0
vnq Long 7/26/2010 50.73 8/16/2010 49.3 -2.82% -10206.41 -2.82% 7137.35 362077.67 251871.27 16 -637.90 -3.29% 3.17% 0/0
gld Long 6/21/2010 120.39 6/28/2010 121.09 0.58% 2093.11 0.58% 2990.15 359984.59 262077.68 6 348.85 -0.51% 2.28% 0/0
vnq Long 2/22/2010 43.24 5/10/2010 51.41 18.89% 57148.54 18.89% 6994.92 302460.56 259984.57 55 1039.06 -1.47% 23.43% 0/0
eem Long 2/16/2010 39.12 2/22/2010 39.12 0.00% 0.00 0.00% 7509.56 293773.87 202836.04 5 0.00 -0.69% 1.10% 0/0
gsg Long 2/8/2010 28.82 2/16/2010 30.41 5.52% 15833.91 5.52% 9958.44 287002.11 202836.04 6 2638.99 0.00% 5.52% 0/0
vnq Long 12/7/2009 41.73 2/8/2010 40.12 -3.86% -11517.28 -3.86% 7153.59 298519.40 187002.12 43 -267.84 -4.57% 8.91% 0/0
gld Long 11/2/2009 103.95 12/7/2009 113.11 8.81% 23848.97 8.81% 2603.6 270644.10 198519.41 25 953.96 -0.22% 15.00% 0/0
eem Long 6/1/2009 33.81 11/2/2009 37.52 10.97% 27159.58 10.97% 7320.64 247510.87 174670.44 109 249.17 -12.34% 22.22% 0/0
eem Long 5/11/2009 30.11 5/18/2009 30.99 2.92% 7028.38 2.92% 7986.8 240482.49 147510.86 6 1171.40 -3.47% 2.92% 0/0
gsg Long 5/19/2008 67.88 5/27/2008 68.55 0.99% 2350.45 0.99% 3508.13 238132.03 140482.48 6 391.74 0.00% 4.68% 0/0
gsg Long 5/5/2008 64.79 5/12/2008 66.96 3.35% 7717.24 3.35% 3556.33 230414.79 138132.03 6 1286.21 0.00% 5.00% 0/0
gld Long 12/24/2007 80.14 1/7/2008 84.77 5.78% 12212.19 5.78% 2637.62 211378.95 130414.79 9 1356.91 0.00% 7.24% 0/0
vnq Long 12/17/2007 52.64 12/24/2007 56.6 7.52% 15266.47 7.52% 3855.17 202936.13 118202.61 6 2544.41 -1.40% 7.52% 0/0
eem Long 12/3/2007 48.48 12/17/2007 45.46 -6.23% -13481.46 -6.23% 4464.06 216417.61 102936.13 11 -1225.59 -6.23% 5.95% 0/0
eem Long 9/24/2007 46.5 11/12/2007 45.96 -1.16% -2542.77 -1.16% 4708.82 218960.35 116417.59 36 -70.63 -1.44% 14.09% 0/0
vnq Long 8/27/2007 57.93 9/4/2007 60.26 4.02% 8466.27 4.02% 3633.59 210494.09 118960.36 6 1411.05 -3.06% 4.02% 0/0
eem Long 7/9/2007 44.23 7/23/2007 45.62 3.14% 6413.56 3.14% 4614.07 204080.52 110494.09 11 583.05 -2.24% 3.14% 0/0
eem Long 4/2/2007 37.16 7/2/2007 42.54 14.48% 25669.53 14.48% 4771.29 177301.05 104080.52 64 401.09 0.00% 14.48% 0/0
vnq Long 3/26/2007 67.17 4/2/2007 67.51 0.51% 898.53 0.51% 2642.73 177512.46 78411.00 6 149.75 -2.60% 0.51% 0/0
vnq Long 3/12/2007 67.83 3/19/2007 67.07 -1.12% -2011.47 -1.12% 2646.67 179523.94 77512.47 6 -335.25 -3.95% 0.01% 0/0
vnq Long 8/21/2006 56.99 3/5/2007 64.14 12.55% 19612.72 12.55% 2743.04 156325.76 79523.94 134 146.36 -0.67% 28.96% 0/0
gld Long 7/31/2006 63.16 8/21/2006 62.44 -1.14% -1843.95 -1.14% 2561.04 161755.17 59911.21 16 -115.25 -4.53% 3.26% 0/0
gld Long 7/3/2006 62.18 7/17/2006 63.95 2.85% 4477.04 2.85% 2529.4 157278.12 61755.16 10 447.70 -1.19% 6.82% 0/0
gld Long 5/30/2006 65.11 6/12/2006 60.03 -7.80% -13309.56 -7.80% 2619.99 170587.68 57278.12 10 -1330.96 -8.29% 0.74% 0/0
eem Long 4/10/2006 31.54 5/15/2006 31.79 0.79% 1341.52 0.79% 5366.08 169246.16 70587.68 25 53.66 -0.96% 10.17% 0/0
vnq Long 3/27/2006 53.95 4/10/2006 52.33 -3.00% -5206.10 -3.00% 3213.64 173376.10 69246.16 11 -473.28 -3.00% 3.32% 0/0
eem Long 10/31/2005 24.56 3/27/2006 30.8 25.41% 35343.58 25.41% 5664.03 139108.69 74452.27 101 349.94 0.00% 28.95% 0/0
eem Long 4/25/2005 20.94 10/24/2005 24.47 16.86% 20067.58 16.86% 5684.87 119041.11 39108.69 128 156.78 -3.67% 26.75% 0/0
eem Long 11/1/2004 18.18 4/18/2005 20.35 11.94% 12693.82 11.94% 5849.69 106347.29 19041.11 116 109.43 0.00% 26.01% 0/0
eem Long 8/23/2004 16.28 10/25/2004 17.7 8.72% 8531.82 8.72% 6008.32 97815.47 6347.29 45 189.60 -0.43% 12.16% 0/0
eem Long 8/2/2004 15.76 8/9/2004 15.71 -0.32% -311.32 -0.32% 6226.32 98126.79 -2184.53 6 -51.89 -1.26% 1.75% 0/0
eem Long 7/12/2004 16.08 7/26/2004 15.53 -3.42% -3464.79 -3.42% 6299.61 101297.75 -1873.21 11 -314.98 -3.42% 1.21% 0/0
efa Long 1/5/2004 40.84 7/12/2004 41.49 1.59% 1591.58 1.59% 2448.58 100000.00 1591.58 130 12.24 -7.15% 3.90% 0/0