Monday VIXology - A Different Spin

Continuing with last week's introduction of the VIX Pairs Advantage I've run the VIX against a basket of index and Spyder ETFs and UUP . . twice.
In the upper matrix I've turned on the pairs correlation. . . in the lower matrix I've used the Ticker A only setting to evaluate the z-score reversals.
In both cases I've set the linearity filter to 90% and the P&L filter to 1.5.
A quick scan of the 2 matrices will should convince you that using the pairs approach is a superior tactic for both managing risk and optimizing net returns.

Thanks to readers who participated in my little poll. Although only about 20% of my daily readers voted I appreciate your feedback. It helps me understand your interests and focus. As I expected, the major areas of interest were daytrading and system trading. I'll endeavor to continue my focus on those themes but keep in mind that I have specific goals for my own trading, which is really what it's all about.
#1 . . Job One is always capital preservation.
#2 . . I'd rather trade a system with a 95% chance of making 25% than a system with a 75% chance of making 50%.
#3 . . I hate drawdowns, both intraday and daily and craft my systems and trading tactics to minimize both the frequency and magnitude of negative bars.
#4 . . I trade what works. . . and this means adapting to market conditions as they evolve. I'm always looking for an edge or a niche because as a small retail trader I realize that the deck is pretty much stacked against me by the funds, commercials and big prop shops.
#5 . . I really trade. This is how I support my family and I take it seriously. I've known too many traders whom I respected that have blown up their accounts and are no longer in the game. My goal is not to suffer that fate, but to survive and to thrive.
I don't sell books, tapes, self-help videos and such that make outlandish claims based on hypothetical trades of thinly traded stocks that I somehow managed to buy at the day's low bid and sell at the day's high ask. I'm strictly into exploring what's practical and realistic for the average retail trader who's willing to work at it.
.
That being said . . I've got to comment that my 2 month pairs study and 6 week posting has convinced me that this is an excellent low risk strategy for trading daily bars. I've yet to explore the possibilities of daytrading pairs on 5, 10 and/or 60 minute bars. I have buddies who do daytrade pairs . . very happily I might add, and I'm looking forward to testing some of my pair basket on shorter time frames to reflect the majority of my readers focus on both daytrading and system trading.
And, while there are other pair trading algorithms on the market, my view is that this is the best value by far. You've got to do a little work to find pairs that fit your style and risk tolerance, but nobody ever said trading was easy. If nothing else, pair trading can provide a relatively low exposure consistent revenue stream to supplement your other trading.