been making progress on the ETF basket for the reversion to mean systems and all these will be next bar open so that we get the trade signals on the previous day to be executed the following morning (which gives everyone more time to plan position size etc vs end of day mad dash). 

ETF's I'm testing:  SPY (already have), QQQ, IMW, DIA (I may remove DIA if it has too much overlap but will test), XLP (tends to move opposite to the indexes so little overlap), EEM emerging markets, FEZ Euro Stoxx 50, USO, DBC, XLE and OIL (will pick one not both), TLT bonds, aiming to do around 10 ETFs for the reversion to mean systems as a basket

It's a huge daunting job. The way I'm approaching this is  completing  one sub system across the basket vs trying to complete all the sub systems on one ETF. The sub system I'm working on is the new Bear Long Bull system - each test takes around 7 hrs, and I have 2 computers running tests. The bear long and bear long bull are buggers, while the other sub systems are not as taxing and I can test much faster