Have added a few more charts to speed thing up a bit and changed the stop rules to make things easier (doesn't change previous results).

So the target and the stop are based on the weekly Implied volatility data from the options market and direction is from the COT data. For net long the target id the high IV band and the stop is the low IV band. For net short the target is the low IV band and the stop is the high IV band.

Completed Trades total.
Win: GLD, EU, AU, UCAD, UJ,

Lose: GU, GU, EG, GLD

Uncompleted: EU, UCH, NZU