This is from an old post of mine.Just throwing out ideas
What would happen if you went 1. long in a bear mode(defined as when the 6 d EMA is below the 50 d EMA)when the 10 d TRIN is 1.65 or above and the equity p/c is 1.0 or above. 2.long in a bull mode(defined as opposite of above)when the Trin is 1.3 or above and the equity p/c is .9 or above 3.Short in a bear mode when the 10 day Trin is 1.0 or below and the equity p/c is .45 or below
4.Short in a bull mode when the 10 d Trin is .9 or below and the equity p/c is .35 or below.