VBK - Vanguard Small-Cap Growth Index Fund ETF

Signal Pair Analysis

RSI-LWTI

Best Pair

67.4%

Best CAGR

Total Months

12.1%

Avg CAGR

VBK Signal Pair Performance Heatmaps

CAGR by signal pairs and conditions for this ETF

Condition: pos-pos

Condition: pos-neg

Condition: neg-pos

Condition: neg-neg

Signal Pairs for VBK

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSI	LWTI	neg-pos	23	8.6	67.4	78.3	2.6	6.0	9.6	20.7	-7.1
pair	LWTI	RSI	neg-pos	23	8.6	67.4	78.3	2.6	6.0	9.6	20.7	-7.1
pair	RSI	MRmean	pos-neg	8	3.0	56.8	75.0	2.9	18.0	16.0	16.2	-3.5
pair	MRmean	RSI	pos-neg	8	3.0	56.8	75.0	2.9	18.0	16.0	16.2	-3.5
pair	RSI	RSIhist	neg-pos	12	4.5	50.1	66.7	2.8	12.9	11.2	14.9	-4.5
pair	RSIhist	RSI	neg-pos	12	4.5	50.1	66.7	2.8	12.9	11.2	14.9	-4.5
pair	RSmean	MACD	neg-pos	5	1.9	48.6	100.0	3.8	0.0	0.0	10.8	0.0
pair	MACD	RSmean	neg-pos	5	1.9	48.6	100.0	3.8	0.0	0.0	10.8	0.0
pair	RSmean	SLmean	pos-neg	3	1.1	45.0	100.0	4.3	0.0	0.0	8.8	0.0
pair	SLmean	RSmean	pos-neg	3	1.1	45.0	100.0	4.3	0.0	0.0	8.8	0.0
pair	MRmean	RSmean	pos-neg	3	1.1	45.0	100.0	4.3	0.0	0.0	8.8	0.0
pair	RSmean	MRmean	pos-neg	3	1.1	45.0	100.0	4.3	0.0	0.0	8.8	0.0
pair	RSI	MACD	pos-neg	16	6.0	34.4	62.5	1.1	1.2	1.6	33.8	-22.2
pair	MACD	RSI	pos-neg	16	6.0	34.4	62.5	1.1	1.2	1.6	33.8	-22.2
pair	SLmean	RSI	pos-neg	12	4.5	32.1	66.7	1.7	3.8	3.3	17.3	-9.6
pair	RSI	SLmean	pos-neg	12	4.5	32.1	66.7	1.7	3.8	3.3	17.3	-9.6
pair	RSI	MACDhist	neg-neg	46	17.2	29.5	63.0	1.1	1.5	0.7	27.3	-39.8
pair	MACDhist	RSI	neg-neg	46	17.2	29.5	63.0	1.1	1.5	0.7	27.3	-39.8
pair	RSmean	RSI	pos-neg	43	16.1	28.5	60.5	1.0	1.5	0.7	28.6	-39.8
pair	RSI	RSmean	pos-neg	43	16.1	28.5	60.5	1.0	1.5	0.7	28.6	-39.8
single	RSI	RSI	neg-neg	49	18.4	28.2	63.3	1.1	1.5	0.7	27.0	-39.8
pair	SLmean	RSI	neg-neg	37	13.9	27.0	62.2	1.0	1.4	0.7	29.6	-39.8
pair	RSI	SLmean	neg-neg	37	13.9	27.0	62.2	1.0	1.4	0.7	29.6	-39.8
pair	RSI	RSmean	neg-neg	6	2.2	26.0	83.3	2.2	0.0	8.3	10.6	-3.1
pair	RSmean	RSI	neg-neg	6	2.2	26.0	83.3	2.2	0.0	8.3	10.6	-3.1
pair	RSI	MACD	neg-neg	33	12.4	25.3	63.6	1.1	1.9	1.1	23.5	-22.6
pair	MACD	RSI	neg-neg	33	12.4	25.3	63.6	1.1	1.9	1.1	23.5	-22.6
pair	MRmean	SLmean	neg-pos	9	3.4	25.0	66.7	1.3	3.4	4.0	18.5	-6.3
pair	SLmean	MRmean	neg-pos	9	3.4	25.0	66.7	1.3	3.4	4.0	18.5	-6.3
pair	RSIhist	MRmean	neg-pos	6	2.2	24.5	50.0	1.6	3.8	7.1	14.1	-3.4
pair	MRmean	RSIhist	neg-pos	6	2.2	24.5	50.0	1.6	3.8	7.1	14.1	-3.4
pair	RSIhist	MACD	neg-pos	34	12.7	24.1	58.8	1.4	3.2	2.3	16.8	-10.4
pair	MACD	RSIhist	neg-pos	34	12.7	24.1	58.8	1.4	3.2	2.3	16.8	-10.4
pair	MRmean	RSI	neg-neg	41	15.4	23.3	61.0	0.9	1.3	0.6	28.6	-39.8
pair	RSI	MRmean	neg-neg	41	15.4	23.3	61.0	0.9	1.3	0.6	28.6	-39.8
pair	MRmean	MACD	pos-neg	30	11.2	22.4	60.0	1.2	3.0	2.1	17.8	-10.4
pair	MACD	MRmean	pos-neg	30	11.2	22.4	60.0	1.2	3.0	2.1	17.8	-10.4
pair	RSI	RSIhist	neg-neg	37	13.9	21.9	62.2	0.8	1.2	0.6	29.9	-39.8
pair	RSIhist	RSI	neg-neg	37	13.9	21.9	62.2	0.8	1.2	0.6	29.9	-39.8
pair	MACD	LWTI	neg-pos	39	14.6	21.7	64.1	1.2	2.8	1.3	18.2	-16.8
pair	LWTI	MACD	neg-pos	39	14.6	21.7	64.1	1.2	2.8	1.3	18.2	-16.8
pair	MACD	SLmean	pos-neg	32	12.0	19.7	59.4	1.1	2.7	1.3	17.4	-15.6
pair	SLmean	MACD	pos-neg	32	12.0	19.7	59.4	1.1	2.7	1.3	17.4	-15.6
pair	MACD	MACDhist	neg-neg	49	18.4	19.0	61.2	0.9	1.6	0.8	21.1	-22.8
pair	RSmean	MACD	pos-neg	49	18.4	19.0	57.1	0.9	1.7	0.8	22.4	-22.8
pair	MACDhist	MACD	neg-neg	49	18.4	19.0	61.2	0.9	1.6	0.8	21.1	-22.8
pair	MACD	RSmean	pos-neg	49	18.4	19.0	57.1	0.9	1.7	0.8	22.4	-22.8
pair	MACDhist	RSmean	neg-neg	16	6.0	18.5	75.0	1.2	2.2	1.6	15.4	-11.2
pair	RSmean	MACDhist	neg-neg	16	6.0	18.5	75.0	1.2	2.2	1.6	15.4	-11.2
pair	RSmean	RSIhist	neg-neg	14	5.2	18.2	78.6	1.1	1.9	1.6	15.7	-11.2
pair	RSIhist	RSmean	neg-neg	14	5.2	18.2	78.6	1.1	1.9	1.6	15.7	-11.2
pair	RSmean	LWTI	neg-pos	17	6.4	17.4	76.5	1.1	2.1	1.6	15.0	-11.2
pair	LWTI	RSmean	neg-pos	17	6.4	17.4	76.5	1.1	2.1	1.6	15.0	-11.2
single	RSmean	RSmean	neg-neg	17	6.4	17.4	76.5	1.1	2.1	1.6	15.0	-11.2
pair	LWTI	MRmean	neg-pos	53	19.9	17.1	66.0	0.8	1.1	0.9	24.7	-18.5
pair	MRmean	LWTI	neg-pos	53	19.9	17.1	66.0	0.8	1.1	0.9	24.7	-18.5
pair	RSIhist	MACDhist	neg-pos	50	18.7	17.0	60.0	1.2	2.0	2.2	13.7	-7.7
pair	MACDhist	RSIhist	neg-pos	50	18.7	17.0	60.0	1.2	2.0	2.2	13.7	-7.7
single	MACD	MACD	neg-neg	61	22.8	16.4	59.0	0.8	1.6	0.7	21.2	-22.8
pair	RSIhist	LWTI	pos-neg	15	5.6	16.2	60.0	1.2	1.9	2.1	13.6	-7.6
pair	LWTI	RSIhist	pos-neg	15	5.6	16.2	60.0	1.2	1.9	2.1	13.6	-7.6
pair	LWTI	MACDhist	neg-pos	102	38.2	15.2	63.7	0.8	1.1	0.6	19.8	-26.1
pair	MACDhist	LWTI	neg-pos	102	38.2	15.2	63.7	0.8	1.1	0.6	19.8	-26.1
pair	RSIhist	RSmean	neg-pos	3	1.1	14.0	66.7	1.0	0.0	4.1	13.8	-3.4
pair	RSmean	RSIhist	neg-pos	3	1.1	14.0	66.7	1.0	0.0	4.1	13.8	-3.4
pair	MACDhist	SLmean	pos-neg	71	26.6	13.4	63.4	0.9	1.1	0.6	15.9	-21.0
pair	SLmean	MACDhist	pos-neg	71	26.6	13.4	63.4	0.9	1.1	0.6	15.9	-21.0
pair	RSI	RSmean	neg-pos	11	4.1	13.0	72.7	0.8	1.5	1.1	17.3	-12.2
pair	RSmean	RSI	neg-pos	11	4.1	13.0	72.7	0.8	1.5	1.1	17.3	-12.2
pair	MACD	SLmean	neg-neg	29	10.9	12.9	58.6	0.6	1.2	0.6	25.0	-22.6
pair	SLmean	MACD	neg-neg	29	10.9	12.9	58.6	0.6	1.2	0.6	25.0	-22.6
pair	MACDhist	MRmean	neg-neg	68	25.5	12.5	61.8	0.6	0.8	0.3	26.6	-39.8
pair	MRmean	MACDhist	neg-neg	68	25.5	12.5	61.8	0.6	0.8	0.3	26.6	-39.8
pair	SLmean	RSmean	neg-neg	14	5.2	12.3	71.4	0.8	1.5	1.1	16.0	-11.2
pair	RSmean	MRmean	neg-neg	14	5.2	12.3	71.4	0.8	1.5	1.1	16.0	-11.2
pair	RSmean	SLmean	neg-neg	14	5.2	12.3	71.4	0.8	1.5	1.1	16.0	-11.2
pair	MRmean	RSmean	neg-neg	14	5.2	12.3	71.4	0.8	1.5	1.1	16.0	-11.2
pair	SLmean	RSIhist	pos-pos	149	55.8	12.2	62.4	0.8	1.3	0.5	15.1	-24.6
pair	RSIhist	SLmean	pos-pos	149	55.8	12.2	62.4	0.8	1.3	0.5	15.1	-24.6
pair	RSIhist	RSmean	pos-pos	154	57.7	12.1	61.7	0.8	1.3	0.5	15.2	-24.6
pair	RSmean	RSIhist	pos-pos	154	57.7	12.1	61.7	0.8	1.3	0.5	15.2	-24.6
single	RSIhist	RSIhist	pos-pos	157	58.8	12.1	61.8	0.8	1.3	0.5	15.1	-24.6
pair	SLmean	LWTI	pos-pos	165	61.8	11.9	62.4	0.8	1.2	0.5	15.5	-26.5
pair	LWTI	SLmean	pos-pos	165	61.8	11.9	62.4	0.8	1.2	0.5	15.5	-26.5
pair	LWTI	RSIhist	neg-pos	88	33.0	11.8	64.8	0.6	0.9	0.4	22.2	-30.7
pair	RSIhist	LWTI	neg-pos	88	33.0	11.8	64.8	0.6	0.9	0.4	22.2	-30.7
single	LWTI	LWTI	pos-pos	230	86.1	11.7	63.0	0.7	1.0	0.4	18.2	-30.1
pair	LWTI	RSIhist	pos-pos	142	53.2	11.7	62.0	0.8	1.3	0.5	15.3	-24.6
pair	RSIhist	LWTI	pos-pos	142	53.2	11.7	62.0	0.8	1.3	0.5	15.3	-24.6
pair	RSIhist	MRmean	pos-pos	151	56.6	11.6	62.3	0.8	1.3	0.5	15.2	-24.6
pair	MRmean	RSIhist	pos-pos	151	56.6	11.6	62.3	0.8	1.3	0.5	15.2	-24.6
pair	LWTI	SLmean	neg-pos	65	24.3	11.5	64.6	0.6	0.9	0.6	23.9	-19.0
pair	SLmean	LWTI	neg-pos	65	24.3	11.5	64.6	0.6	0.9	0.6	23.9	-19.0
pair	LWTI	RSmean	pos-pos	213	79.8	11.3	62.0	0.7	1.0	0.4	18.5	-30.1
pair	RSmean	LWTI	pos-pos	213	79.8	11.3	62.0	0.7	1.0	0.4	18.5	-30.1
pair	RSIhist	SLmean	neg-pos	8	3.0	11.1	50.0	0.7	1.1	1.0	16.6	-11.2
pair	SLmean	RSIhist	neg-pos	8	3.0	11.1	50.0	0.7	1.1	1.0	16.6	-11.2
pair	MACD	MRmean	neg-neg	31	11.6	10.9	58.1	0.6	1.1	0.5	24.3	-22.6
pair	MRmean	MACD	neg-neg	31	11.6	10.9	58.1	0.6	1.1	0.5	24.3	-22.6
single	SLmean	SLmean	pos-pos	184	68.9	10.8	62.5	0.7	1.1	0.3	15.7	-33.4
single	MACDhist	MACDhist	neg-neg	136	50.9	10.5	61.0	0.6	0.7	0.2	22.0	-49.9
pair	RSI	MACDhist	neg-pos	3	1.1	10.4	66.7	0.5	0.0	1.5	25.1	-7.1
pair	MACDhist	RSI	neg-pos	3	1.1	10.4	66.7	0.5	0.0	1.5	25.1	-7.1
pair	SLmean	RSmean	pos-pos	181	67.8	10.3	61.9	0.7	1.1	0.3	15.8	-33.4
pair	MRmean	MACDhist	pos-pos	123	46.1	10.3	63.4	0.7	1.1	0.5	16.0	-21.4
pair	RSmean	SLmean	pos-pos	181	67.8	10.3	61.9	0.7	1.1	0.3	15.8	-33.4
pair	MACDhist	MRmean	pos-pos	123	46.1	10.3	63.4	0.7	1.1	0.5	16.0	-21.4
pair	LWTI	MRmean	pos-pos	177	66.3	10.2	62.1	0.7	1.1	0.5	15.8	-22.3
pair	MRmean	LWTI	pos-pos	177	66.3	10.2	62.1	0.7	1.1	0.5	15.8	-22.3
pair	SLmean	MRmean	pos-pos	175	65.5	10.1	62.3	0.7	1.0	0.3	15.6	-29.2
pair	MRmean	SLmean	pos-pos	175	65.5	10.1	62.3	0.7	1.0	0.3	15.6	-29.2
pair	MACDhist	RSIhist	pos-pos	107	40.1	9.9	62.6	0.7	1.1	0.5	15.8	-19.8
pair	RSIhist	MACDhist	pos-pos	107	40.1	9.9	62.6	0.7	1.1	0.5	15.8	-19.8
pair	LWTI	MACD	pos-pos	191	71.5	9.8	62.8	0.6	0.8	0.3	18.2	-28.6
single	MRmean	MRmean	neg-neg	76	28.5	9.8	60.5	0.5	0.7	0.2	26.7	-39.8
pair	MACD	LWTI	pos-pos	191	71.5	9.8	62.8	0.6	0.8	0.3	18.2	-28.6
single	MRmean	MRmean	pos-pos	191	71.5	9.7	62.3	0.7	1.0	0.3	16.0	-30.4
pair		benchmark___benchmark_	benchmark-benchmark	267	100.0	9.7	61.8	0.6	0.8	0.2	19.6	-53.2
pair	benchmark___benchmark_		benchmark-benchmark	267	100.0	9.7	61.8	0.6	0.8	0.2	19.6	-53.2
pair	SLmean	RSI	pos-pos	172	64.4	9.5	62.2	0.7	1.0	0.3	15.6	-28.7
pair	RSI	SLmean	pos-pos	172	64.4	9.5	62.2	0.7	1.0	0.3	15.6	-28.7
pair	MACDhist	RSmean	pos-neg	120	44.9	9.5	59.2	0.5	0.7	0.2	22.7	-49.9
pair	RSmean	MACDhist	pos-neg	120	44.9	9.5	59.2	0.5	0.7	0.2	22.7	-49.9
pair	RSIhist	RSI	pos-pos	145	54.3	9.4	61.4	0.7	1.1	0.4	15.0	-24.6
pair	RSI	RSIhist	pos-pos	145	54.3	9.4	61.4	0.7	1.1	0.4	15.0	-24.6
pair	MACDhist	SLmean	pos-pos	113	42.3	9.3	61.9	0.7	1.1	0.4	15.6	-21.5
pair	SLmean	MACDhist	pos-pos	113	42.3	9.3	61.9	0.7	1.1	0.4	15.6	-21.5
single	RSmean	RSmean	pos-pos	250	93.6	9.2	60.8	0.6	0.8	0.2	19.9	-53.3
pair	RSmean	MRmean	neg-pos	62	23.2	9.2	58.1	0.5	0.7	0.2	28.7	-39.8
pair	MRmean	RSmean	neg-pos	62	23.2	9.2	58.1	0.5	0.7	0.2	28.7	-39.8
pair	MRmean	RSmean	pos-pos	188	70.4	9.2	61.7	0.6	0.9	0.3	16.1	-30.4
pair	RSmean	MRmean	pos-pos	188	70.4	9.2	61.7	0.6	0.9	0.3	16.1	-30.4
pair	MACD	MACDhist	pos-pos	119	44.6	9.1	63.9	0.6	0.9	0.3	16.4	-30.4
pair	MACDhist	MACD	pos-pos	119	44.6	9.1	63.9	0.6	0.9	0.3	16.4	-30.4
pair	MACDhist	LWTI	pos-pos	128	47.9	9.1	62.5	0.6	1.0	0.3	16.9	-30.4
pair	LWTI	MACDhist	pos-pos	128	47.9	9.1	62.5	0.6	1.0	0.3	16.9	-30.4
pair	MRmean	MACD	neg-pos	45	16.9	9.0	62.2	0.5	0.6	0.4	28.5	-22.2
pair	MACD	MRmean	neg-pos	45	16.9	9.0	62.2	0.5	0.6	0.4	28.5	-22.2
pair	SLmean	MACD	pos-pos	152	56.9	9.0	63.2	0.6	0.9	0.3	15.3	-26.5
pair	MACD	SLmean	pos-pos	152	56.9	9.0	63.2	0.6	0.9	0.3	15.3	-26.5
pair	MACD	RSIhist	pos-pos	123	46.1	9.0	62.6	0.7	1.0	0.3	14.6	-27.6
pair	RSIhist	MACD	pos-pos	123	46.1	9.0	62.6	0.7	1.0	0.3	14.6	-27.6
single	MACDhist	MACDhist	pos-pos	131	49.1	8.9	62.6	0.6	1.0	0.3	16.9	-30.4
pair	MACDhist	RSI	pos-pos	128	47.9	8.9	62.5	0.6	1.0	0.3	16.8	-30.4
pair	RSI	MACDhist	pos-pos	128	47.9	8.9	62.5	0.6	1.0	0.3	16.8	-30.4
pair	MACDhist	RSmean	pos-pos	130	48.7	8.9	62.3	0.6	1.0	0.3	17.0	-30.4
pair	RSmean	MACDhist	pos-pos	130	48.7	8.9	62.3	0.6	1.0	0.3	17.0	-30.4
pair	RSIhist	MRmean	neg-neg	70	26.2	8.6	61.4	0.4	0.7	0.2	27.6	-39.8
pair	MRmean	RSIhist	neg-neg	70	26.2	8.6	61.4	0.4	0.7	0.2	27.6	-39.8
pair	MRmean	MACDhist	pos-neg	68	25.5	8.6	60.3	0.6	0.8	0.3	16.1	-30.4
pair	MACDhist	MRmean	pos-neg	68	25.5	8.6	60.3	0.6	0.8	0.3	16.1	-30.4
pair	RSI	MRmean	pos-pos	183	68.5	8.0	61.7	0.6	0.8	0.2	15.9	-35.1
pair	MRmean	RSI	pos-pos	183	68.5	8.0	61.7	0.6	0.8	0.2	15.9	-35.1
pair	MRmean	SLmean	neg-neg	67	25.1	7.9	59.7	0.4	0.6	0.2	27.7	-39.8
pair	SLmean	MRmean	neg-neg	67	25.1	7.9	59.7	0.4	0.6	0.2	27.7	-39.8
pair	MACD	LWTI	neg-neg	22	8.2	7.8	50.0	0.4	0.8	0.5	26.1	-17.1
pair	LWTI	MACD	neg-neg	22	8.2	7.8	50.0	0.4	0.8	0.5	26.1	-17.1
single	MACD	MACD	pos-pos	206	77.2	7.8	62.6	0.5	0.6	0.2	19.1	-45.6
pair	SLmean	MACDhist	neg-neg	65	24.3	7.6	58.5	0.4	0.6	0.2	27.2	-42.4
pair	MACDhist	SLmean	neg-neg	65	24.3	7.6	58.5	0.4	0.6	0.2	27.2	-42.4
pair	MACD	RSIhist	neg-neg	27	10.1	7.5	59.3	0.4	1.0	0.3	25.9	-22.6
pair	RSIhist	MACD	neg-neg	27	10.1	7.5	59.3	0.4	1.0	0.3	25.9	-22.6
pair	MACD	MRmean	pos-pos	161	60.3	7.5	62.7	0.5	0.7	0.2	15.7	-37.4
pair	MRmean	MACD	pos-pos	161	60.3	7.5	62.7	0.5	0.7	0.2	15.7	-37.4
single	SLmean	SLmean	neg-neg	83	31.1	7.3	60.2	0.4	0.6	0.2	26.4	-42.4
pair	RSmean	MACD	pos-pos	201	75.3	7.0	61.7	0.5	0.6	0.1	19.3	-45.7
pair	MACDhist	RSIhist	neg-neg	86	32.2	7.0	61.6	0.4	0.6	0.1	25.6	-47.5
pair	RSIhist	MACDhist	neg-neg	86	32.2	7.0	61.6	0.4	0.6	0.1	25.6	-47.5
pair	MACD	RSmean	pos-pos	201	75.3	7.0	61.7	0.5	0.6	0.1	19.3	-45.7
pair	RSIhist	SLmean	neg-neg	75	28.1	6.9	61.3	0.4	0.6	0.2	27.3	-42.4
pair	SLmean	RSIhist	neg-neg	75	28.1	6.9	61.3	0.4	0.6	0.2	27.3	-42.4
pair	RSI	MACD	neg-pos	28	10.5	6.8	53.6	0.5	1.1	0.5	18.2	-13.0
pair	RSI	LWTI	pos-pos	207	77.5	6.8	61.4	0.5	0.7	0.2	17.4	-32.9
pair	LWTI	RSI	pos-pos	207	77.5	6.8	61.4	0.5	0.7	0.2	17.4	-32.9
pair	MACD	RSI	neg-pos	28	10.5	6.8	53.6	0.5	1.1	0.5	18.2	-13.0
pair	MACD	MACDhist	neg-pos	12	4.5	6.6	50.0	0.4	1.4	0.3	22.4	-19.2
pair	MACDhist	MACD	neg-pos	12	4.5	6.6	50.0	0.4	1.4	0.3	22.4	-19.2
pair	SLmean	MACDhist	neg-pos	18	6.7	6.5	66.7	0.4	0.8	0.3	24.1	-19.0
pair	MACDhist	SLmean	neg-pos	18	6.7	6.5	66.7	0.4	0.8	0.3	24.1	-19.0
pair	RSmean	MACD	neg-neg	12	4.5	6.5	66.7	0.5	0.9	0.6	16.0	-11.2
pair	MACD	RSmean	neg-neg	12	4.5	6.5	66.7	0.5	0.9	0.6	16.0	-11.2
single	RSIhist	RSIhist	neg-neg	110	41.2	6.4	61.8	0.4	0.6	0.1	24.7	-47.5
pair	RSmean	SLmean	neg-pos	69	25.8	6.4	58.0	0.4	0.5	0.1	28.2	-42.4
pair	SLmean	RSmean	neg-pos	69	25.8	6.4	58.0	0.4	0.5	0.1	28.2	-42.4
pair	MACDhist	MACD	pos-neg	87	32.6	6.1	60.9	0.4	0.4	0.2	22.5	-35.3
pair	MACD	MACDhist	pos-neg	87	32.6	6.1	60.9	0.4	0.4	0.2	22.5	-35.3
pair	RSIhist	MACD	pos-neg	83	31.1	6.1	62.7	0.4	0.5	0.2	24.5	-33.3
pair	MACD	RSIhist	pos-neg	83	31.1	6.1	62.7	0.4	0.5	0.2	24.5	-33.3
single	RSI	RSI	pos-pos	218	81.6	6.0	61.5	0.4	0.6	0.2	17.4	-32.9
pair	MACD	RSI	pos-pos	190	71.2	5.8	62.6	0.4	0.5	0.2	17.4	-32.3
pair	RSI	MACD	pos-pos	190	71.2	5.8	62.6	0.4	0.5	0.2	17.4	-32.3
pair	RSmean	RSI	pos-pos	207	77.5	5.6	60.9	0.4	0.5	0.1	17.5	-37.3
pair	RSI	RSmean	pos-pos	207	77.5	5.6	60.9	0.4	0.5	0.1	17.5	-37.3
pair	SLmean	RSIhist	pos-neg	35	13.1	5.3	62.9	0.4	0.5	0.2	18.3	-23.1
pair	RSIhist	SLmean	pos-neg	35	13.1	5.3	62.9	0.4	0.5	0.2	18.3	-23.1
pair	MRmean	SLmean	pos-neg	16	6.0	5.1	62.5	0.3	0.7	0.2	20.8	-21.2
pair	SLmean	MRmean	pos-neg	16	6.0	5.1	62.5	0.3	0.7	0.2	20.8	-21.2
pair	RSIhist	RSmean	pos-neg	96	36.0	4.8	59.4	0.3	0.5	0.1	25.8	-47.5
pair	RSmean	RSIhist	pos-neg	96	36.0	4.8	59.4	0.3	0.5	0.1	25.8	-47.5
pair	SLmean	MACD	neg-pos	54	20.2	4.5	61.1	0.3	0.4	0.1	27.3	-32.0
pair	MACD	SLmean	neg-pos	54	20.2	4.5	61.1	0.3	0.4	0.1	27.3	-32.0
pair	RSIhist	MACDhist	pos-neg	24	9.0	4.5	62.5	0.3	0.6	0.2	21.7	-22.9
pair	MACDhist	RSIhist	pos-neg	24	9.0	4.5	62.5	0.3	0.6	0.2	21.7	-22.9
pair	MRmean	LWTI	pos-neg	14	5.2	3.9	64.3	0.3	0.3	0.5	19.0	-7.6
pair	LWTI	MRmean	pos-neg	14	5.2	3.9	64.3	0.3	0.3	0.5	19.0	-7.6
pair	MRmean	RSIhist	pos-neg	40	15.0	2.7	62.5	0.2	0.3	0.1	19.0	-24.0
pair	RSIhist	MRmean	pos-neg	40	15.0	2.7	62.5	0.2	0.3	0.1	19.0	-24.0
pair	SLmean	LWTI	pos-neg	19	7.1	2.3	63.2	0.2	0.3	0.2	17.6	-9.6
pair	LWTI	SLmean	pos-neg	19	7.1	2.3	63.2	0.2	0.3	0.2	17.6	-9.6
pair	RSmean	MACDhist	neg-pos	1	0.4	2.1	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSmean	neg-pos	1	0.4	2.1	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSI	pos-neg	90	33.7	2.0	60.0	0.2	0.2	0.1	18.3	-27.9
pair	RSI	MACDhist	pos-neg	90	33.7	2.0	60.0	0.2	0.2	0.1	18.3	-27.9
pair	LWTI	RSI	neg-neg	26	9.7	1.3	50.0	0.2	0.3	0.1	30.3	-22.6
pair	RSI	LWTI	neg-neg	26	9.7	1.3	50.0	0.2	0.3	0.1	30.3	-22.6
pair	MACDhist	LWTI	pos-neg	3	1.1	1.2	66.7	0.1	0.0	0.2	23.7	-6.7
pair	LWTI	MACDhist	pos-neg	3	1.1	1.2	66.7	0.1	0.0	0.2	23.7	-6.7
pair	RSI	RSIhist	pos-neg	73	27.3	-0.6	61.6	0.1	0.1	-0.0	21.5	-35.9
pair	RSIhist	RSI	pos-neg	73	27.3	-0.6	61.6	0.1	0.1	-0.0	21.5	-35.9
single	LWTI	LWTI	neg-neg	37	13.9	-2.0	54.1	0.1	0.1	-0.0	26.9	-47.5
pair	LWTI	RSmean	pos-neg	37	13.9	-2.0	54.1	0.1	0.1	-0.0	26.9	-47.5
pair	RSmean	LWTI	pos-neg	37	13.9	-2.0	54.1	0.1	0.1	-0.0	26.9	-47.5
pair	MACDhist	LWTI	neg-neg	34	12.7	-2.3	52.9	0.1	0.1	-0.1	27.5	-47.5
pair	LWTI	MACDhist	neg-neg	34	12.7	-2.3	52.9	0.1	0.1	-0.1	27.5	-47.5
pair	RSI	MRmean	neg-pos	35	13.1	-4.2	60.0	-0.1	-0.1	-0.1	24.0	-33.8
pair	MRmean	RSI	neg-pos	35	13.1	-4.2	60.0	-0.1	-0.1	-0.1	24.0	-33.8
pair	LWTI	MRmean	neg-neg	23	8.6	-5.4	47.8	-0.0	-0.0	-0.1	31.2	-39.8
pair	MRmean	LWTI	neg-neg	23	8.6	-5.4	47.8	-0.0	-0.0	-0.1	31.2	-39.8
pair	SLmean	RSI	neg-pos	46	17.2	-6.2	58.7	-0.2	-0.2	-0.2	23.0	-31.9
pair	RSI	SLmean	neg-pos	46	17.2	-6.2	58.7	-0.2	-0.2	-0.2	23.0	-31.9
pair	LWTI	SLmean	neg-neg	18	6.7	-6.3	44.4	-0.0	-0.0	-0.2	34.8	-39.8
pair	SLmean	LWTI	neg-neg	18	6.7	-6.3	44.4	-0.0	-0.0	-0.2	34.8	-39.8
pair	LWTI	RSI	pos-neg	11	4.1	-9.4	63.6	-0.5	-0.4	-0.5	17.3	-19.5
pair	RSI	LWTI	pos-neg	11	4.1	-9.4	63.6	-0.5	-0.4	-0.5	17.3	-19.5
pair	MACDhist	MRmean	neg-pos	8	3.0	-11.1	50.0	-0.3	-0.6	-0.6	28.4	-18.8
pair	MRmean	MACDhist	neg-pos	8	3.0	-11.1	50.0	-0.3	-0.6	-0.6	28.4	-18.8
pair	LWTI	RSIhist	neg-neg	22	8.2	-12.8	50.0	-0.2	-0.4	-0.3	33.2	-47.5
pair	RSIhist	LWTI	neg-neg	22	8.2	-12.8	50.0	-0.2	-0.4	-0.3	33.2	-47.5
pair	MACD	LWTI	pos-neg	15	5.6	-14.7	60.0	-0.4	-0.4	-0.5	28.7	-32.8
pair	LWTI	MACD	pos-neg	15	5.6	-14.7	60.0	-0.4	-0.4	-0.5	28.7	-32.8

All Contingency Tables for VBK

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.1% \| Win 62% Sharpe 0.70 \| Sortino 1.02 \| Calmar 0.3 Vol 16% \| MDD -29.2% Months 175M (66%)	CAGR 5.1% \| Win 62% Sharpe 0.34 \| Sortino 0.70 \| Calmar 0.2 Vol 21% \| MDD -21.2% Months 16M (6%)	CAGR 9.7% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 191M (72%)
MRmean neg	CAGR 25.0% \| Win 67% Sharpe 1.30 \| Sortino 3.42 \| Calmar 4.0 Vol 18% \| MDD -6.3% Months 9M (3%)	CAGR 7.9% \| Win 60% Sharpe 0.41 \| Sortino 0.59 \| Calmar 0.2 Vol 28% \| MDD -39.8% Months 67M (25%)	CAGR 9.8% \| Win 60% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -39.8% Months 76M (28%)
SLmean only	CAGR 10.8% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -33.4% Months 184M (69%)	CAGR 7.3% \| Win 60% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -42.4% Months 83M (31%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.2% \| Win 62% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 188M (70%)	CAGR 45.0% \| Win 100% Sharpe 4.33 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 3M (1%)	CAGR 9.7% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 191M (72%)
MRmean neg	CAGR 9.2% \| Win 58% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 29% \| MDD -39.8% Months 62M (23%)	CAGR 12.3% \| Win 71% Sharpe 0.80 \| Sortino 1.54 \| Calmar 1.1 Vol 16% \| MDD -11.2% Months 14M (5%)	CAGR 9.8% \| Win 60% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -39.8% Months 76M (28%)
RSmean only	CAGR 9.2% \| Win 61% Sharpe 0.55 \| Sortino 0.76 \| Calmar 0.2 Vol 20% \| MDD -53.3% Months 250M (94%)	CAGR 17.4% \| Win 76% Sharpe 1.15 \| Sortino 2.07 \| Calmar 1.6 Vol 15% \| MDD -11.2% Months 17M (6%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.5% \| Win 63% Sharpe 0.54 \| Sortino 0.74 \| Calmar 0.2 Vol 16% \| MDD -37.4% Months 161M (60%)	CAGR 22.4% \| Win 60% Sharpe 1.23 \| Sortino 3.05 \| Calmar 2.1 Vol 18% \| MDD -10.4% Months 30M (11%)	CAGR 9.7% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 191M (72%)
MRmean neg	CAGR 9.0% \| Win 62% Sharpe 0.45 \| Sortino 0.57 \| Calmar 0.4 Vol 28% \| MDD -22.2% Months 45M (17%)	CAGR 10.9% \| Win 58% Sharpe 0.55 \| Sortino 1.06 \| Calmar 0.5 Vol 24% \| MDD -22.6% Months 31M (12%)	CAGR 9.8% \| Win 60% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -39.8% Months 76M (28%)
MACD only	CAGR 7.8% \| Win 63% Sharpe 0.49 \| Sortino 0.62 \| Calmar 0.2 Vol 19% \| MDD -45.6% Months 206M (77%)	CAGR 16.4% \| Win 59% Sharpe 0.83 \| Sortino 1.61 \| Calmar 0.7 Vol 21% \| MDD -22.8% Months 61M (23%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.0% \| Win 62% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.2 Vol 16% \| MDD -35.1% Months 183M (68%)	CAGR 56.8% \| Win 75% Sharpe 2.90 \| Sortino 18.00 \| Calmar 16.0 Vol 16% \| MDD -3.5% Months 8M (3%)	CAGR 9.7% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 191M (72%)
MRmean neg	CAGR -4.2% \| Win 60% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 24% \| MDD -33.8% Months 35M (13%)	CAGR 23.3% \| Win 61% Sharpe 0.88 \| Sortino 1.27 \| Calmar 0.6 Vol 29% \| MDD -39.8% Months 41M (15%)	CAGR 9.8% \| Win 60% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -39.8% Months 76M (28%)
RSI only	CAGR 6.0% \| Win 62% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.2 Vol 17% \| MDD -32.9% Months 218M (82%)	CAGR 28.2% \| Win 63% Sharpe 1.07 \| Sortino 1.50 \| Calmar 0.7 Vol 27% \| MDD -39.8% Months 49M (18%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 10.3% \| Win 63% Sharpe 0.69 \| Sortino 1.15 \| Calmar 0.5 Vol 16% \| MDD -21.4% Months 123M (46%)	CAGR 8.6% \| Win 60% Sharpe 0.59 \| Sortino 0.75 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 68M (26%)	CAGR 9.7% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 191M (72%)
MRmean neg	CAGR -11.1% \| Win 50% Sharpe -0.29 \| Sortino -0.58 \| Calmar -0.6 Vol 28% \| MDD -18.8% Months 8M (3%)	CAGR 12.5% \| Win 62% Sharpe 0.58 \| Sortino 0.80 \| Calmar 0.3 Vol 27% \| MDD -39.8% Months 68M (26%)	CAGR 9.8% \| Win 60% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -39.8% Months 76M (28%)
MACDhist only	CAGR 8.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.3 Vol 17% \| MDD -30.4% Months 131M (49%)	CAGR 10.5% \| Win 61% Sharpe 0.57 \| Sortino 0.74 \| Calmar 0.2 Vol 22% \| MDD -49.9% Months 136M (51%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 11.6% \| Win 62% Sharpe 0.80 \| Sortino 1.28 \| Calmar 0.5 Vol 15% \| MDD -24.6% Months 151M (57%)	CAGR 2.7% \| Win 62% Sharpe 0.24 \| Sortino 0.32 \| Calmar 0.1 Vol 19% \| MDD -24.0% Months 40M (15%)	CAGR 9.7% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 191M (72%)
MRmean neg	CAGR 24.5% \| Win 50% Sharpe 1.62 \| Sortino 3.75 \| Calmar 7.1 Vol 14% \| MDD -3.4% Months 6M (2%)	CAGR 8.6% \| Win 61% Sharpe 0.44 \| Sortino 0.65 \| Calmar 0.2 Vol 28% \| MDD -39.8% Months 70M (26%)	CAGR 9.8% \| Win 60% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -39.8% Months 76M (28%)
RSIhist only	CAGR 12.1% \| Win 62% Sharpe 0.83 \| Sortino 1.33 \| Calmar 0.5 Vol 15% \| MDD -24.6% Months 157M (59%)	CAGR 6.4% \| Win 62% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 25% \| MDD -47.5% Months 110M (41%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 10.2% \| Win 62% Sharpe 0.69 \| Sortino 1.06 \| Calmar 0.5 Vol 16% \| MDD -22.3% Months 177M (66%)	CAGR 3.9% \| Win 64% Sharpe 0.29 \| Sortino 0.32 \| Calmar 0.5 Vol 19% \| MDD -7.6% Months 14M (5%)	CAGR 9.7% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 191M (72%)
MRmean neg	CAGR 17.1% \| Win 66% Sharpe 0.77 \| Sortino 1.13 \| Calmar 0.9 Vol 25% \| MDD -18.5% Months 53M (20%)	CAGR -5.4% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 31% \| MDD -39.8% Months 23M (9%)	CAGR 9.8% \| Win 60% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -39.8% Months 76M (28%)
LWTI only	CAGR 11.7% \| Win 63% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -30.1% Months 230M (86%)	CAGR -2.0% \| Win 54% Sharpe 0.06 \| Sortino 0.08 \| Calmar -0.0 Vol 27% \| MDD -47.5% Months 37M (14%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 10.3% \| Win 62% Sharpe 0.70 \| Sortino 1.05 \| Calmar 0.3 Vol 16% \| MDD -33.4% Months 181M (68%)	CAGR 45.0% \| Win 100% Sharpe 4.33 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 3M (1%)	CAGR 10.8% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -33.4% Months 184M (69%)
SLmean neg	CAGR 6.4% \| Win 58% Sharpe 0.36 \| Sortino 0.54 \| Calmar 0.1 Vol 28% \| MDD -42.4% Months 69M (26%)	CAGR 12.3% \| Win 71% Sharpe 0.80 \| Sortino 1.54 \| Calmar 1.1 Vol 16% \| MDD -11.2% Months 14M (5%)	CAGR 7.3% \| Win 60% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -42.4% Months 83M (31%)
RSmean only	CAGR 9.2% \| Win 61% Sharpe 0.55 \| Sortino 0.76 \| Calmar 0.2 Vol 20% \| MDD -53.3% Months 250M (94%)	CAGR 17.4% \| Win 76% Sharpe 1.15 \| Sortino 2.07 \| Calmar 1.6 Vol 15% \| MDD -11.2% Months 17M (6%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 9.0% \| Win 63% Sharpe 0.64 \| Sortino 0.88 \| Calmar 0.3 Vol 15% \| MDD -26.5% Months 152M (57%)	CAGR 19.7% \| Win 59% Sharpe 1.12 \| Sortino 2.69 \| Calmar 1.3 Vol 17% \| MDD -15.6% Months 32M (12%)	CAGR 10.8% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -33.4% Months 184M (69%)
SLmean neg	CAGR 4.5% \| Win 61% Sharpe 0.30 \| Sortino 0.40 \| Calmar 0.1 Vol 27% \| MDD -32.0% Months 54M (20%)	CAGR 12.9% \| Win 59% Sharpe 0.61 \| Sortino 1.20 \| Calmar 0.6 Vol 25% \| MDD -22.6% Months 29M (11%)	CAGR 7.3% \| Win 60% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -42.4% Months 83M (31%)
MACD only	CAGR 7.8% \| Win 63% Sharpe 0.49 \| Sortino 0.62 \| Calmar 0.2 Vol 19% \| MDD -45.6% Months 206M (77%)	CAGR 16.4% \| Win 59% Sharpe 0.83 \| Sortino 1.61 \| Calmar 0.7 Vol 21% \| MDD -22.8% Months 61M (23%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 9.5% \| Win 62% Sharpe 0.66 \| Sortino 0.96 \| Calmar 0.3 Vol 16% \| MDD -28.7% Months 172M (64%)	CAGR 32.1% \| Win 67% Sharpe 1.71 \| Sortino 3.84 \| Calmar 3.3 Vol 17% \| MDD -9.6% Months 12M (4%)	CAGR 10.8% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -33.4% Months 184M (69%)
SLmean neg	CAGR -6.2% \| Win 59% Sharpe -0.16 \| Sortino -0.24 \| Calmar -0.2 Vol 23% \| MDD -31.9% Months 46M (17%)	CAGR 27.0% \| Win 62% Sharpe 0.96 \| Sortino 1.35 \| Calmar 0.7 Vol 30% \| MDD -39.8% Months 37M (14%)	CAGR 7.3% \| Win 60% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -42.4% Months 83M (31%)
RSI only	CAGR 6.0% \| Win 62% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.2 Vol 17% \| MDD -32.9% Months 218M (82%)	CAGR 28.2% \| Win 63% Sharpe 1.07 \| Sortino 1.50 \| Calmar 0.7 Vol 27% \| MDD -39.8% Months 49M (18%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 9.3% \| Win 62% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.4 Vol 16% \| MDD -21.5% Months 113M (42%)	CAGR 13.4% \| Win 63% Sharpe 0.87 \| Sortino 1.12 \| Calmar 0.6 Vol 16% \| MDD -21.0% Months 71M (27%)	CAGR 10.8% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -33.4% Months 184M (69%)
SLmean neg	CAGR 6.5% \| Win 67% Sharpe 0.38 \| Sortino 0.81 \| Calmar 0.3 Vol 24% \| MDD -19.0% Months 18M (7%)	CAGR 7.6% \| Win 58% Sharpe 0.41 \| Sortino 0.58 \| Calmar 0.2 Vol 27% \| MDD -42.4% Months 65M (24%)	CAGR 7.3% \| Win 60% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -42.4% Months 83M (31%)
MACDhist only	CAGR 8.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.3 Vol 17% \| MDD -30.4% Months 131M (49%)	CAGR 10.5% \| Win 61% Sharpe 0.57 \| Sortino 0.74 \| Calmar 0.2 Vol 22% \| MDD -49.9% Months 136M (51%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 12.2% \| Win 62% Sharpe 0.84 \| Sortino 1.34 \| Calmar 0.5 Vol 15% \| MDD -24.6% Months 149M (56%)	CAGR 5.3% \| Win 63% Sharpe 0.38 \| Sortino 0.49 \| Calmar 0.2 Vol 18% \| MDD -23.1% Months 35M (13%)	CAGR 10.8% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -33.4% Months 184M (69%)
SLmean neg	CAGR 11.1% \| Win 50% Sharpe 0.71 \| Sortino 1.07 \| Calmar 1.0 Vol 17% \| MDD -11.2% Months 8M (3%)	CAGR 6.9% \| Win 61% Sharpe 0.38 \| Sortino 0.58 \| Calmar 0.2 Vol 27% \| MDD -42.4% Months 75M (28%)	CAGR 7.3% \| Win 60% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -42.4% Months 83M (31%)
RSIhist only	CAGR 12.1% \| Win 62% Sharpe 0.83 \| Sortino 1.33 \| Calmar 0.5 Vol 15% \| MDD -24.6% Months 157M (59%)	CAGR 6.4% \| Win 62% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 25% \| MDD -47.5% Months 110M (41%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 11.9% \| Win 62% Sharpe 0.80 \| Sortino 1.24 \| Calmar 0.4 Vol 16% \| MDD -26.5% Months 165M (62%)	CAGR 2.3% \| Win 63% Sharpe 0.21 \| Sortino 0.26 \| Calmar 0.2 Vol 18% \| MDD -9.6% Months 19M (7%)	CAGR 10.8% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -33.4% Months 184M (69%)
SLmean neg	CAGR 11.5% \| Win 65% Sharpe 0.58 \| Sortino 0.89 \| Calmar 0.6 Vol 24% \| MDD -19.0% Months 65M (24%)	CAGR -6.3% \| Win 44% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.2 Vol 35% \| MDD -39.8% Months 18M (7%)	CAGR 7.3% \| Win 60% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -42.4% Months 83M (31%)
LWTI only	CAGR 11.7% \| Win 63% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -30.1% Months 230M (86%)	CAGR -2.0% \| Win 54% Sharpe 0.06 \| Sortino 0.08 \| Calmar -0.0 Vol 27% \| MDD -47.5% Months 37M (14%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 7.0% \| Win 62% Sharpe 0.45 \| Sortino 0.57 \| Calmar 0.2 Vol 19% \| MDD -45.7% Months 201M (75%)	CAGR 19.0% \| Win 57% Sharpe 0.89 \| Sortino 1.74 \| Calmar 0.8 Vol 22% \| MDD -22.8% Months 49M (18%)	CAGR 9.2% \| Win 61% Sharpe 0.55 \| Sortino 0.76 \| Calmar 0.2 Vol 20% \| MDD -53.3% Months 250M (94%)
RSmean neg	CAGR 48.6% \| Win 100% Sharpe 3.78 \| Sortino 0.00 \| Calmar 0.0 Vol 11% \| MDD 0.0% Months 5M (2%)	CAGR 6.5% \| Win 67% Sharpe 0.47 \| Sortino 0.90 \| Calmar 0.6 Vol 16% \| MDD -11.2% Months 12M (4%)	CAGR 17.4% \| Win 76% Sharpe 1.15 \| Sortino 2.07 \| Calmar 1.6 Vol 15% \| MDD -11.2% Months 17M (6%)
MACD only	CAGR 7.8% \| Win 63% Sharpe 0.49 \| Sortino 0.62 \| Calmar 0.2 Vol 19% \| MDD -45.6% Months 206M (77%)	CAGR 16.4% \| Win 59% Sharpe 0.83 \| Sortino 1.61 \| Calmar 0.7 Vol 21% \| MDD -22.8% Months 61M (23%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 5.6% \| Win 61% Sharpe 0.40 \| Sortino 0.54 \| Calmar 0.1 Vol 18% \| MDD -37.3% Months 207M (78%)	CAGR 28.5% \| Win 60% Sharpe 1.03 \| Sortino 1.49 \| Calmar 0.7 Vol 29% \| MDD -39.8% Months 43M (16%)	CAGR 9.2% \| Win 61% Sharpe 0.55 \| Sortino 0.76 \| Calmar 0.2 Vol 20% \| MDD -53.3% Months 250M (94%)
RSmean neg	CAGR 13.0% \| Win 73% Sharpe 0.79 \| Sortino 1.51 \| Calmar 1.1 Vol 17% \| MDD -12.2% Months 11M (4%)	CAGR 26.0% \| Win 83% Sharpe 2.25 \| Sortino 0.00 \| Calmar 8.3 Vol 11% \| MDD -3.1% Months 6M (2%)	CAGR 17.4% \| Win 76% Sharpe 1.15 \| Sortino 2.07 \| Calmar 1.6 Vol 15% \| MDD -11.2% Months 17M (6%)
RSI only	CAGR 6.0% \| Win 62% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.2 Vol 17% \| MDD -32.9% Months 218M (82%)	CAGR 28.2% \| Win 63% Sharpe 1.07 \| Sortino 1.50 \| Calmar 0.7 Vol 27% \| MDD -39.8% Months 49M (18%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 8.9% \| Win 62% Sharpe 0.59 \| Sortino 0.97 \| Calmar 0.3 Vol 17% \| MDD -30.4% Months 130M (49%)	CAGR 9.5% \| Win 59% Sharpe 0.52 \| Sortino 0.68 \| Calmar 0.2 Vol 23% \| MDD -49.9% Months 120M (45%)	CAGR 9.2% \| Win 61% Sharpe 0.55 \| Sortino 0.76 \| Calmar 0.2 Vol 20% \| MDD -53.3% Months 250M (94%)
RSmean neg	CAGR 2.1% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 18.5% \| Win 75% Sharpe 1.18 \| Sortino 2.19 \| Calmar 1.7 Vol 15% \| MDD -11.2% Months 16M (6%)	CAGR 17.4% \| Win 76% Sharpe 1.15 \| Sortino 2.07 \| Calmar 1.6 Vol 15% \| MDD -11.2% Months 17M (6%)
MACDhist only	CAGR 8.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.3 Vol 17% \| MDD -30.4% Months 131M (49%)	CAGR 10.5% \| Win 61% Sharpe 0.57 \| Sortino 0.74 \| Calmar 0.2 Vol 22% \| MDD -49.9% Months 136M (51%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 12.1% \| Win 62% Sharpe 0.83 \| Sortino 1.32 \| Calmar 0.5 Vol 15% \| MDD -24.6% Months 154M (58%)	CAGR 4.8% \| Win 59% Sharpe 0.31 \| Sortino 0.46 \| Calmar 0.1 Vol 26% \| MDD -47.5% Months 96M (36%)	CAGR 9.2% \| Win 61% Sharpe 0.55 \| Sortino 0.76 \| Calmar 0.2 Vol 20% \| MDD -53.3% Months 250M (94%)
RSmean neg	CAGR 14.0% \| Win 67% Sharpe 1.00 \| Sortino 0.00 \| Calmar 4.1 Vol 14% \| MDD -3.4% Months 3M (1%)	CAGR 18.2% \| Win 79% Sharpe 1.15 \| Sortino 1.90 \| Calmar 1.6 Vol 16% \| MDD -11.2% Months 14M (5%)	CAGR 17.4% \| Win 76% Sharpe 1.15 \| Sortino 2.07 \| Calmar 1.6 Vol 15% \| MDD -11.2% Months 17M (6%)
RSIhist only	CAGR 12.1% \| Win 62% Sharpe 0.83 \| Sortino 1.33 \| Calmar 0.5 Vol 15% \| MDD -24.6% Months 157M (59%)	CAGR 6.4% \| Win 62% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 25% \| MDD -47.5% Months 110M (41%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 11.3% \| Win 62% Sharpe 0.68 \| Sortino 0.99 \| Calmar 0.4 Vol 18% \| MDD -30.1% Months 213M (80%)	CAGR -2.0% \| Win 54% Sharpe 0.06 \| Sortino 0.08 \| Calmar -0.0 Vol 27% \| MDD -47.5% Months 37M (14%)	CAGR 9.2% \| Win 61% Sharpe 0.55 \| Sortino 0.76 \| Calmar 0.2 Vol 20% \| MDD -53.3% Months 250M (94%)
RSmean neg	CAGR 17.4% \| Win 76% Sharpe 1.15 \| Sortino 2.07 \| Calmar 1.6 Vol 15% \| MDD -11.2% Months 17M (6%)	-	CAGR 17.4% \| Win 76% Sharpe 1.15 \| Sortino 2.07 \| Calmar 1.6 Vol 15% \| MDD -11.2% Months 17M (6%)
LWTI only	CAGR 11.7% \| Win 63% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -30.1% Months 230M (86%)	CAGR -2.0% \| Win 54% Sharpe 0.06 \| Sortino 0.08 \| Calmar -0.0 Vol 27% \| MDD -47.5% Months 37M (14%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 5.8% \| Win 63% Sharpe 0.42 \| Sortino 0.53 \| Calmar 0.2 Vol 17% \| MDD -32.3% Months 190M (71%)	CAGR 34.4% \| Win 62% Sharpe 1.05 \| Sortino 1.23 \| Calmar 1.6 Vol 34% \| MDD -22.2% Months 16M (6%)	CAGR 7.8% \| Win 63% Sharpe 0.49 \| Sortino 0.62 \| Calmar 0.2 Vol 19% \| MDD -45.6% Months 206M (77%)
MACD neg	CAGR 6.8% \| Win 54% Sharpe 0.45 \| Sortino 1.05 \| Calmar 0.5 Vol 18% \| MDD -13.0% Months 28M (10%)	CAGR 25.3% \| Win 64% Sharpe 1.08 \| Sortino 1.87 \| Calmar 1.1 Vol 24% \| MDD -22.6% Months 33M (12%)	CAGR 16.4% \| Win 59% Sharpe 0.83 \| Sortino 1.61 \| Calmar 0.7 Vol 21% \| MDD -22.8% Months 61M (23%)
RSI only	CAGR 6.0% \| Win 62% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.2 Vol 17% \| MDD -32.9% Months 218M (82%)	CAGR 28.2% \| Win 63% Sharpe 1.07 \| Sortino 1.50 \| Calmar 0.7 Vol 27% \| MDD -39.8% Months 49M (18%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 9.1% \| Win 64% Sharpe 0.62 \| Sortino 0.94 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 119M (45%)	CAGR 6.1% \| Win 61% Sharpe 0.38 \| Sortino 0.44 \| Calmar 0.2 Vol 22% \| MDD -35.3% Months 87M (33%)	CAGR 7.8% \| Win 63% Sharpe 0.49 \| Sortino 0.62 \| Calmar 0.2 Vol 19% \| MDD -45.6% Months 206M (77%)
MACD neg	CAGR 6.6% \| Win 50% Sharpe 0.39 \| Sortino 1.39 \| Calmar 0.3 Vol 22% \| MDD -19.2% Months 12M (4%)	CAGR 19.0% \| Win 61% Sharpe 0.93 \| Sortino 1.63 \| Calmar 0.8 Vol 21% \| MDD -22.8% Months 49M (18%)	CAGR 16.4% \| Win 59% Sharpe 0.83 \| Sortino 1.61 \| Calmar 0.7 Vol 21% \| MDD -22.8% Months 61M (23%)
MACDhist only	CAGR 8.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.3 Vol 17% \| MDD -30.4% Months 131M (49%)	CAGR 10.5% \| Win 61% Sharpe 0.57 \| Sortino 0.74 \| Calmar 0.2 Vol 22% \| MDD -49.9% Months 136M (51%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 9.0% \| Win 63% Sharpe 0.67 \| Sortino 0.96 \| Calmar 0.3 Vol 15% \| MDD -27.6% Months 123M (46%)	CAGR 6.1% \| Win 63% Sharpe 0.37 \| Sortino 0.47 \| Calmar 0.2 Vol 24% \| MDD -33.3% Months 83M (31%)	CAGR 7.8% \| Win 63% Sharpe 0.49 \| Sortino 0.62 \| Calmar 0.2 Vol 19% \| MDD -45.6% Months 206M (77%)
MACD neg	CAGR 24.1% \| Win 59% Sharpe 1.37 \| Sortino 3.19 \| Calmar 2.3 Vol 17% \| MDD -10.4% Months 34M (13%)	CAGR 7.5% \| Win 59% Sharpe 0.40 \| Sortino 1.03 \| Calmar 0.3 Vol 26% \| MDD -22.6% Months 27M (10%)	CAGR 16.4% \| Win 59% Sharpe 0.83 \| Sortino 1.61 \| Calmar 0.7 Vol 21% \| MDD -22.8% Months 61M (23%)
RSIhist only	CAGR 12.1% \| Win 62% Sharpe 0.83 \| Sortino 1.33 \| Calmar 0.5 Vol 15% \| MDD -24.6% Months 157M (59%)	CAGR 6.4% \| Win 62% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 25% \| MDD -47.5% Months 110M (41%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 9.8% \| Win 63% Sharpe 0.61 \| Sortino 0.84 \| Calmar 0.3 Vol 18% \| MDD -28.6% Months 191M (72%)	CAGR -14.7% \| Win 60% Sharpe -0.41 \| Sortino -0.40 \| Calmar -0.4 Vol 29% \| MDD -32.8% Months 15M (6%)	CAGR 7.8% \| Win 63% Sharpe 0.49 \| Sortino 0.62 \| Calmar 0.2 Vol 19% \| MDD -45.6% Months 206M (77%)
MACD neg	CAGR 21.7% \| Win 64% Sharpe 1.18 \| Sortino 2.80 \| Calmar 1.3 Vol 18% \| MDD -16.8% Months 39M (15%)	CAGR 7.8% \| Win 50% Sharpe 0.41 \| Sortino 0.76 \| Calmar 0.5 Vol 26% \| MDD -17.1% Months 22M (8%)	CAGR 16.4% \| Win 59% Sharpe 0.83 \| Sortino 1.61 \| Calmar 0.7 Vol 21% \| MDD -22.8% Months 61M (23%)
LWTI only	CAGR 11.7% \| Win 63% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -30.1% Months 230M (86%)	CAGR -2.0% \| Win 54% Sharpe 0.06 \| Sortino 0.08 \| Calmar -0.0 Vol 27% \| MDD -47.5% Months 37M (14%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 8.9% \| Win 62% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.3 Vol 17% \| MDD -30.4% Months 128M (48%)	CAGR 2.0% \| Win 60% Sharpe 0.20 \| Sortino 0.24 \| Calmar 0.1 Vol 18% \| MDD -27.9% Months 90M (34%)	CAGR 6.0% \| Win 62% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.2 Vol 17% \| MDD -32.9% Months 218M (82%)
RSI neg	CAGR 10.4% \| Win 67% Sharpe 0.48 \| Sortino 0.00 \| Calmar 1.5 Vol 25% \| MDD -7.1% Months 3M (1%)	CAGR 29.5% \| Win 63% Sharpe 1.09 \| Sortino 1.51 \| Calmar 0.7 Vol 27% \| MDD -39.8% Months 46M (17%)	CAGR 28.2% \| Win 63% Sharpe 1.07 \| Sortino 1.50 \| Calmar 0.7 Vol 27% \| MDD -39.8% Months 49M (18%)
MACDhist only	CAGR 8.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.3 Vol 17% \| MDD -30.4% Months 131M (49%)	CAGR 10.5% \| Win 61% Sharpe 0.57 \| Sortino 0.74 \| Calmar 0.2 Vol 22% \| MDD -49.9% Months 136M (51%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 9.4% \| Win 61% Sharpe 0.68 \| Sortino 1.06 \| Calmar 0.4 Vol 15% \| MDD -24.6% Months 145M (54%)	CAGR -0.6% \| Win 62% Sharpe 0.08 \| Sortino 0.11 \| Calmar -0.0 Vol 22% \| MDD -35.9% Months 73M (27%)	CAGR 6.0% \| Win 62% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.2 Vol 17% \| MDD -32.9% Months 218M (82%)
RSI neg	CAGR 50.1% \| Win 67% Sharpe 2.83 \| Sortino 12.91 \| Calmar 11.2 Vol 15% \| MDD -4.5% Months 12M (4%)	CAGR 21.9% \| Win 62% Sharpe 0.81 \| Sortino 1.23 \| Calmar 0.5 Vol 30% \| MDD -39.8% Months 37M (14%)	CAGR 28.2% \| Win 63% Sharpe 1.07 \| Sortino 1.50 \| Calmar 0.7 Vol 27% \| MDD -39.8% Months 49M (18%)
RSIhist only	CAGR 12.1% \| Win 62% Sharpe 0.83 \| Sortino 1.33 \| Calmar 0.5 Vol 15% \| MDD -24.6% Months 157M (59%)	CAGR 6.4% \| Win 62% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 25% \| MDD -47.5% Months 110M (41%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 6.8% \| Win 61% Sharpe 0.47 \| Sortino 0.65 \| Calmar 0.2 Vol 17% \| MDD -32.9% Months 207M (78%)	CAGR -9.4% \| Win 64% Sharpe -0.48 \| Sortino -0.43 \| Calmar -0.5 Vol 17% \| MDD -19.5% Months 11M (4%)	CAGR 6.0% \| Win 62% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.2 Vol 17% \| MDD -32.9% Months 218M (82%)
RSI neg	CAGR 67.4% \| Win 78% Sharpe 2.63 \| Sortino 6.00 \| Calmar 9.5 Vol 21% \| MDD -7.1% Months 23M (9%)	CAGR 1.3% \| Win 50% Sharpe 0.19 \| Sortino 0.28 \| Calmar 0.1 Vol 30% \| MDD -22.6% Months 26M (10%)	CAGR 28.2% \| Win 63% Sharpe 1.07 \| Sortino 1.50 \| Calmar 0.7 Vol 27% \| MDD -39.8% Months 49M (18%)
LWTI only	CAGR 11.7% \| Win 63% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -30.1% Months 230M (86%)	CAGR -2.0% \| Win 54% Sharpe 0.06 \| Sortino 0.08 \| Calmar -0.0 Vol 27% \| MDD -47.5% Months 37M (14%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 9.9% \| Win 63% Sharpe 0.68 \| Sortino 1.10 \| Calmar 0.5 Vol 16% \| MDD -19.8% Months 107M (40%)	CAGR 4.5% \| Win 62% Sharpe 0.31 \| Sortino 0.58 \| Calmar 0.2 Vol 22% \| MDD -22.9% Months 24M (9%)	CAGR 8.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.3 Vol 17% \| MDD -30.4% Months 131M (49%)
MACDhist neg	CAGR 17.0% \| Win 60% Sharpe 1.22 \| Sortino 2.05 \| Calmar 2.2 Vol 14% \| MDD -7.7% Months 50M (19%)	CAGR 7.0% \| Win 62% Sharpe 0.39 \| Sortino 0.55 \| Calmar 0.1 Vol 26% \| MDD -47.5% Months 86M (32%)	CAGR 10.5% \| Win 61% Sharpe 0.57 \| Sortino 0.74 \| Calmar 0.2 Vol 22% \| MDD -49.9% Months 136M (51%)
RSIhist only	CAGR 12.1% \| Win 62% Sharpe 0.83 \| Sortino 1.33 \| Calmar 0.5 Vol 15% \| MDD -24.6% Months 157M (59%)	CAGR 6.4% \| Win 62% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 25% \| MDD -47.5% Months 110M (41%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 9.1% \| Win 62% Sharpe 0.60 \| Sortino 0.97 \| Calmar 0.3 Vol 17% \| MDD -30.4% Months 128M (48%)	CAGR 1.2% \| Win 67% Sharpe 0.13 \| Sortino 0.00 \| Calmar 0.2 Vol 24% \| MDD -6.7% Months 3M (1%)	CAGR 8.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.3 Vol 17% \| MDD -30.4% Months 131M (49%)
MACDhist neg	CAGR 15.2% \| Win 64% Sharpe 0.82 \| Sortino 1.10 \| Calmar 0.6 Vol 20% \| MDD -26.1% Months 102M (38%)	CAGR -2.3% \| Win 53% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 28% \| MDD -47.5% Months 34M (13%)	CAGR 10.5% \| Win 61% Sharpe 0.57 \| Sortino 0.74 \| Calmar 0.2 Vol 22% \| MDD -49.9% Months 136M (51%)
LWTI only	CAGR 11.7% \| Win 63% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -30.1% Months 230M (86%)	CAGR -2.0% \| Win 54% Sharpe 0.06 \| Sortino 0.08 \| Calmar -0.0 Vol 27% \| MDD -47.5% Months 37M (14%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 11.7% \| Win 62% Sharpe 0.80 \| Sortino 1.28 \| Calmar 0.5 Vol 15% \| MDD -24.6% Months 142M (53%)	CAGR 16.2% \| Win 60% Sharpe 1.18 \| Sortino 1.92 \| Calmar 2.1 Vol 14% \| MDD -7.6% Months 15M (6%)	CAGR 12.1% \| Win 62% Sharpe 0.83 \| Sortino 1.33 \| Calmar 0.5 Vol 15% \| MDD -24.6% Months 157M (59%)
RSIhist neg	CAGR 11.8% \| Win 65% Sharpe 0.62 \| Sortino 0.90 \| Calmar 0.4 Vol 22% \| MDD -30.7% Months 88M (33%)	CAGR -12.8% \| Win 50% Sharpe -0.25 \| Sortino -0.39 \| Calmar -0.3 Vol 33% \| MDD -47.5% Months 22M (8%)	CAGR 6.4% \| Win 62% Sharpe 0.38 \| Sortino 0.55 \| Calmar 0.1 Vol 25% \| MDD -47.5% Months 110M (41%)
LWTI only	CAGR 11.7% \| Win 63% Sharpe 0.70 \| Sortino 1.04 \| Calmar 0.4 Vol 18% \| MDD -30.1% Months 230M (86%)	CAGR -2.0% \| Win 54% Sharpe 0.06 \| Sortino 0.08 \| Calmar -0.0 Vol 27% \| MDD -47.5% Months 37M (14%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 10.1% \| Win 62% Sharpe 0.70 \| Sortino 1.02 \| Calmar 0.3 Vol 16% \| MDD -29.2% Months 175M (66%)	CAGR 5.1% \| Win 62% Sharpe 0.34 \| Sortino 0.70 \| Calmar 0.2 Vol 21% \| MDD -21.2% Months 16M (6%)	CAGR 9.7% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 191M (72%)
MRmean neg	CAGR 25.0% \| Win 67% Sharpe 1.30 \| Sortino 3.42 \| Calmar 4.0 Vol 18% \| MDD -6.3% Months 9M (3%)	CAGR 7.9% \| Win 60% Sharpe 0.41 \| Sortino 0.59 \| Calmar 0.2 Vol 28% \| MDD -39.8% Months 67M (25%)	CAGR 9.8% \| Win 60% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -39.8% Months 76M (28%)
SLmean only	CAGR 10.8% \| Win 62% Sharpe 0.74 \| Sortino 1.09 \| Calmar 0.3 Vol 16% \| MDD -33.4% Months 184M (69%)	CAGR 7.3% \| Win 60% Sharpe 0.40 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -42.4% Months 83M (31%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.2% \| Win 62% Sharpe 0.63 \| Sortino 0.93 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 188M (70%)	CAGR 45.0% \| Win 100% Sharpe 4.33 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 3M (1%)	CAGR 9.7% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 191M (72%)
MRmean neg	CAGR 9.2% \| Win 58% Sharpe 0.45 \| Sortino 0.66 \| Calmar 0.2 Vol 29% \| MDD -39.8% Months 62M (23%)	CAGR 12.3% \| Win 71% Sharpe 0.80 \| Sortino 1.54 \| Calmar 1.1 Vol 16% \| MDD -11.2% Months 14M (5%)	CAGR 9.8% \| Win 60% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -39.8% Months 76M (28%)
RSmean only	CAGR 9.2% \| Win 61% Sharpe 0.55 \| Sortino 0.76 \| Calmar 0.2 Vol 20% \| MDD -53.3% Months 250M (94%)	CAGR 17.4% \| Win 76% Sharpe 1.15 \| Sortino 2.07 \| Calmar 1.6 Vol 15% \| MDD -11.2% Months 17M (6%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 7.5% \| Win 63% Sharpe 0.54 \| Sortino 0.74 \| Calmar 0.2 Vol 16% \| MDD -37.4% Months 161M (60%)	CAGR 22.4% \| Win 60% Sharpe 1.23 \| Sortino 3.05 \| Calmar 2.1 Vol 18% \| MDD -10.4% Months 30M (11%)	CAGR 9.7% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 191M (72%)
MRmean neg	CAGR 9.0% \| Win 62% Sharpe 0.45 \| Sortino 0.57 \| Calmar 0.4 Vol 28% \| MDD -22.2% Months 45M (17%)	CAGR 10.9% \| Win 58% Sharpe 0.55 \| Sortino 1.06 \| Calmar 0.5 Vol 24% \| MDD -22.6% Months 31M (12%)	CAGR 9.8% \| Win 60% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -39.8% Months 76M (28%)
MACD only	CAGR 7.8% \| Win 63% Sharpe 0.49 \| Sortino 0.62 \| Calmar 0.2 Vol 19% \| MDD -45.6% Months 206M (77%)	CAGR 16.4% \| Win 59% Sharpe 0.83 \| Sortino 1.61 \| Calmar 0.7 Vol 21% \| MDD -22.8% Months 61M (23%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 8.0% \| Win 62% Sharpe 0.57 \| Sortino 0.82 \| Calmar 0.2 Vol 16% \| MDD -35.1% Months 183M (68%)	CAGR 56.8% \| Win 75% Sharpe 2.90 \| Sortino 18.00 \| Calmar 16.0 Vol 16% \| MDD -3.5% Months 8M (3%)	CAGR 9.7% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 191M (72%)
MRmean neg	CAGR -4.2% \| Win 60% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 24% \| MDD -33.8% Months 35M (13%)	CAGR 23.3% \| Win 61% Sharpe 0.88 \| Sortino 1.27 \| Calmar 0.6 Vol 29% \| MDD -39.8% Months 41M (15%)	CAGR 9.8% \| Win 60% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -39.8% Months 76M (28%)
RSI only	CAGR 6.0% \| Win 62% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.2 Vol 17% \| MDD -32.9% Months 218M (82%)	CAGR 28.2% \| Win 63% Sharpe 1.07 \| Sortino 1.50 \| Calmar 0.7 Vol 27% \| MDD -39.8% Months 49M (18%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 10.3% \| Win 63% Sharpe 0.69 \| Sortino 1.15 \| Calmar 0.5 Vol 16% \| MDD -21.4% Months 123M (46%)	CAGR 8.6% \| Win 60% Sharpe 0.59 \| Sortino 0.75 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 68M (26%)	CAGR 9.7% \| Win 62% Sharpe 0.66 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -30.4% Months 191M (72%)
MRmean neg	CAGR -11.1% \| Win 50% Sharpe -0.29 \| Sortino -0.58 \| Calmar -0.6 Vol 28% \| MDD -18.8% Months 8M (3%)	CAGR 12.5% \| Win 62% Sharpe 0.58 \| Sortino 0.80 \| Calmar 0.3 Vol 27% \| MDD -39.8% Months 68M (26%)	CAGR 9.8% \| Win 60% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.2 Vol 27% \| MDD -39.8% Months 76M (28%)
MACDhist only	CAGR 8.9% \| Win 63% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.3 Vol 17% \| MDD -30.4% Months 131M (49%)	CAGR 10.5% \| Win 61% Sharpe 0.57 \| Sortino 0.74 \| Calmar 0.2 Vol 22% \| MDD -49.9% Months 136M (51%)