Hi, I finally had some time to look into the factors you are including in your short-term VIX score. I have a few questions:
1) The factor "Current VIX % Above/Below 4 Day SMA", will be changing continuously as the VIX moves around. Why not use "Average VIX from last 5 minutes or 10 minutes, etc." to filter out some noise?
2) In the factor "Close VIX % Above/Below 4 Day SMA", are you using yesterday's close or the selected time period (say 1 minute, 5 minute, etc.) close.
3) Looks like your scoring system is binary, my guess is you are assigning score 1 or 0 if VIX's sub-factor is below zero and vice-e-versa. Have you looked into non-binary scoring? For instance assigning score based on the magnitude of the VIX sub-factors.
And once again, thanks for publishing these scores, it is a big help in setting up trades.