Thanks! Here's a link to the spreadsheet for today, February 3, 2012: http://www.mediafire.com/?n9cos4ssywaej07
In your backtesting, have you separated out shorts versus longs? If so, I'm curious how the performance compares.
Shorts tend to be more volatile, where the best shorts win big and the worst lose a lot. Adding them to the system though smoothens the equity curve during not just downtrends but volatile sideways markets as well.