@MaxTor and @Elemental I agree very much with both of you. Most volatility systems are based on a timing model which evolves from backtesting. Curve fitting by accident is a real danger in developing a volatility system. This is due to the fact that a few well-timed trades can make up a significant amount of a system´s performance because of the potential huge moves of vol-ETPs.
This is why I used another approach in developing by not trying to time the volatility market with my system. The performance is achieved by smart risk- and moneymanagement and the long time advantages of being either short volatility or being completely out of the market when general market conditions are unfavorable.
I have written more detailed information about my system in this thread: New and conservative Vola Strategy 100%TOS
