VXX Tracking the VIX

This is a followup to yesterday's argument for using the VXX to track the VIX. First of all, a couple caveats: the inverse of this study doesn't deliver comparable results. That is, the VXX works well to forecast the VIX but the VIX doesn't work nearly as well to track the VXX. . . at least for the purposes of this study, which uses my Project Z algorithm to determine pressure points which translate into entry and exit signals. This development is somewhat frustrating since my ultimate goal was the refinement of a Project Z settings that could be used to forecast the VXX, which trades like a stock as opposed to the VIX, which can only be traded via options, which are subject to their own decay and volatility issues.
This brings up caveat #2. The performance results of this study should only be considered in reference to the number of successful/winning trades. Since the VIX is a statistic and not a tradeable entity, there's a few monkey wrenches that have to sorted out here. The dynamics and pitfalls of entering these signals as VIX options trades are well beyond the scope of this post and each trader has to assess his/her risk exposure comfort level which, in turn, will determine how these signals are translated into trades.
Side note: the yellow dots along the price chart are pivot high/pivot low signals generated by the TS default PH/PL algorithm set to 4/2. I use the signals as a second set of eyes to confirm entries and guard exits.
I view this current study essentially as a jumping off point for further research but it's encouraging to find this initial foray into VIX/VXX alignment so consistent.