Qs KOP Update

Continuing with my review of Qs non-correlated forecasting systems, here's a look at the Qs KOP, or Qs Kit of Parts. The KOP is actually a composite of several systems and a review of the original post will help newcomers understand the code and the underlying logic. The KOP was the product of about 4 months work and I continue to value it as part of the Qs Dirty Dozen.
It's been almost a year since the original post and the equity curve is still chugging along with a couple real zingers on the downside.
Trades 100-105 were, eh, terrible and one good argument for some type of calamity stop loss, although the equity curve recovered to parity by trade 110.
Equity growth has been zippo since trade 130 and I intend to review each trade in turn to determine possible root problems for that situation. Breaking news as I figure them out.
Part of the problem with the KOP is the lack of robustness on the long side entries. The short side entries demonstrate a lot more robustness and as part of future refinements to the KOP I intend to add more non-correlated entry signals fro the double 33s, big gulp and % VIX advantage systems profiled recently.