You were expecting what? That I would run over and program your backtesting for you? I gave you the concept. Are you not prepared to do just a little work on your own?
No, just something other than a broad, general statement. With advice like that, you should be selling your services on the net!
So very typical of this site that an experienced and successful trader bothers to provide some helpful hints and people complain that he isn't specific enough! I have never suggested that referencing the VIX is a system, or that it should be traded. But it IS an example of how fear impacts the market. Pearls before swine.
i asked myself if this thread will become specific. and it did. it depends on oneself's position on the learning curve whether to realise that or not. from here as well: thanks lindq. anything more specific would almost spell: code. peace