Regarding your composite models---

Here's a suggestion of something you might want to try to include. I haven't tried.

My goal has been to identify a bottom by looking for days with statistics that seem consistent with the "sell everything indiscriminately" point, maximum capitulation, not just panic. Often this comes from serious stress in the system, margin calls and the like. If you're down in the dumps you sell what you figure you don't need, but go with a flight to safety. Consumer staples might even rise. When things turn bad, you sell whatever the heck you can.

So, an observation that might be useful: In a normal fear response, people will often head to gold and/or the US dollar and/or US government bonds.
If one sees the big bad extremes in market internals being confirmed by falling gold and/or rising bond yields, especially if the move is material, it seems that people are selling whatever they can. That is often the mark of a market bottom, though it might not tell you whether it's a short or medium or long term one.

I note, without predictive intent, that bond (10y yield +13bp) and gold (-1.85%) prices are both down today, on extremely poor market breadth. The WSJ page is showing 1 new high and 1108 new lows so far today on the NYSE.

Jim