VBR - Vanguard Small-Cap Value Index Fund ETF

Signal Pair Analysis

MRmean-RSI

Best Pair

82.6%

Best CAGR

Total Months

13.4%

Avg CAGR

VBR 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 VBR

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	MRmean	pos-neg	8	3.0	82.6	75.0	2.8	7.2	22.3	22.5	-3.7
pair	MRmean	RSI	pos-neg	8	3.0	82.6	75.0	2.8	7.2	22.3	22.5	-3.7
pair	MACDhist	RSI	neg-pos	2	0.7	69.1	100.0	11.8	0.0	0.0	4.6	0.0
pair	RSI	MACDhist	neg-pos	2	0.7	69.1	100.0	11.8	0.0	0.0	4.6	0.0
pair	RSI	LWTI	neg-pos	17	6.4	62.4	88.2	1.7	1.1	2.5	31.5	-25.1
pair	LWTI	RSI	neg-pos	17	6.4	62.4	88.2	1.7	1.1	2.5	31.5	-25.1
pair	SLmean	RSI	pos-neg	12	4.5	60.3	75.0	2.4	5.4	11.3	20.8	-5.3
pair	RSI	SLmean	pos-neg	12	4.5	60.3	75.0	2.4	5.4	11.3	20.8	-5.3
pair	RSI	RSIhist	neg-pos	11	4.1	59.8	72.7	2.3	5.4	16.1	21.8	-3.7
pair	RSIhist	RSI	neg-pos	11	4.1	59.8	72.7	2.3	5.4	16.1	21.8	-3.7
pair	RSI	MACD	pos-neg	16	6.0	51.6	75.0	1.5	1.2	2.1	32.5	-25.1
pair	MACD	RSI	pos-neg	16	6.0	51.6	75.0	1.5	1.2	2.1	32.5	-25.1
pair	RSmean	RSIhist	neg-pos	5	1.9	47.6	80.0	2.4	0.0	13.0	17.0	-3.7
pair	RSIhist	RSmean	neg-pos	5	1.9	47.6	80.0	2.4	0.0	13.0	17.0	-3.7
pair	RSmean	MACDhist	neg-pos	2	0.7	46.9	100.0	4.9	0.0	0.0	8.1	0.0
pair	MACDhist	RSmean	neg-pos	2	0.7	46.9	100.0	4.9	0.0	0.0	8.1	0.0
pair	MACD	MACDhist	neg-pos	8	3.0	46.6	75.0	2.3	5.3	7.7	17.8	-6.1
pair	MACDhist	MACD	neg-pos	8	3.0	46.6	75.0	2.3	5.3	7.7	17.8	-6.1
pair	RSmean	RSI	pos-neg	38	14.2	46.4	73.7	1.5	1.8	1.0	29.4	-47.4
pair	RSI	RSmean	pos-neg	38	14.2	46.4	73.7	1.5	1.8	1.0	29.4	-47.4
pair	MRmean	RSmean	pos-neg	7	2.6	43.1	85.7	2.3	0.0	7.9	16.1	-5.4
pair	RSmean	MRmean	pos-neg	7	2.6	43.1	85.7	2.3	0.0	7.9	16.1	-5.4
pair	MRmean	MACD	pos-neg	27	10.1	38.8	66.7	1.9	5.1	5.5	18.4	-7.1
pair	MACD	MRmean	pos-neg	27	10.1	38.8	66.7	1.9	5.1	5.5	18.4	-7.1
pair	MACD	SLmean	pos-neg	27	10.1	37.2	66.7	1.8	4.8	6.1	18.3	-6.1
pair	SLmean	MACD	pos-neg	27	10.1	37.2	66.7	1.8	4.8	6.1	18.3	-6.1
pair	RSmean	SLmean	pos-neg	7	2.6	35.8	85.7	2.0	0.0	6.6	15.9	-5.4
pair	SLmean	RSmean	pos-neg	7	2.6	35.8	85.7	2.0	0.0	6.6	15.9	-5.4
single	RSI	RSI	neg-neg	42	15.7	33.3	73.8	1.1	1.2	0.7	31.9	-47.4
pair	RSIhist	MACD	neg-pos	25	9.4	32.0	64.0	1.6	4.8	3.3	19.2	-9.6
pair	MACD	RSIhist	neg-pos	25	9.4	32.0	64.0	1.6	4.8	3.3	19.2	-9.6
pair	MACDhist	RSI	neg-neg	40	15.0	31.7	72.5	1.0	1.1	0.7	32.6	-47.4
pair	RSI	MACDhist	neg-neg	40	15.0	31.7	72.5	1.0	1.1	0.7	32.6	-47.4
pair	MACD	LWTI	neg-pos	33	12.4	29.4	72.7	1.8	4.8	3.5	14.9	-8.3
pair	LWTI	MACD	neg-pos	33	12.4	29.4	72.7	1.8	4.8	3.5	14.9	-8.3
pair	MRmean	SLmean	neg-pos	9	3.4	29.2	77.8	2.4	2.1	5.5	11.0	-5.3
pair	SLmean	MRmean	neg-pos	9	3.4	29.2	77.8	2.4	2.1	5.5	11.0	-5.3
pair	RSI	RSIhist	neg-neg	31	11.6	25.0	74.2	0.8	0.9	0.6	34.9	-44.5
pair	RSIhist	RSI	neg-neg	31	11.6	25.0	74.2	0.8	0.9	0.6	34.9	-44.5
pair	SLmean	RSI	neg-neg	30	11.2	23.9	73.3	0.8	0.9	0.5	35.5	-44.5
pair	RSI	SLmean	neg-neg	30	11.2	23.9	73.3	0.8	0.9	0.5	35.5	-44.5
pair	MRmean	RSI	neg-neg	34	12.7	23.8	73.5	0.8	0.9	0.5	33.7	-47.4
pair	RSI	MRmean	neg-neg	34	12.7	23.8	73.5	0.8	0.9	0.5	33.7	-47.4
pair	MRmean	SLmean	pos-neg	27	10.1	23.7	74.1	1.2	2.2	2.3	19.3	-10.2
pair	SLmean	MRmean	pos-neg	27	10.1	23.7	74.1	1.2	2.2	2.3	19.3	-10.2
pair	RSI	MACD	neg-neg	26	9.7	23.2	73.1	0.8	1.0	0.5	31.9	-47.4
pair	MACD	RSI	neg-neg	26	9.7	23.2	73.1	0.8	1.0	0.5	31.9	-47.4
pair	MACD	RSmean	pos-neg	43	16.1	22.9	67.4	0.9	1.1	0.5	26.7	-47.4
pair	RSmean	MACD	pos-neg	43	16.1	22.9	67.4	0.9	1.1	0.5	26.7	-47.4
pair	RSI	RSmean	neg-pos	20	7.5	22.3	75.0	1.5	3.2	3.6	14.2	-6.2
pair	RSmean	RSI	neg-pos	20	7.5	22.3	75.0	1.5	3.2	3.6	14.2	-6.2
single	MACD	MACD	neg-neg	55	20.6	21.4	69.1	0.9	1.2	0.5	24.3	-47.4
pair	RSI	MACD	neg-pos	29	10.9	19.8	65.5	1.3	3.1	2.4	15.2	-8.3
pair	MACD	RSI	neg-pos	29	10.9	19.8	65.5	1.3	3.1	2.4	15.2	-8.3
pair	MACDhist	MACD	neg-neg	47	17.6	17.6	68.1	0.8	0.9	0.4	25.3	-47.4
pair	MACD	MACDhist	neg-neg	47	17.6	17.6	68.1	0.8	0.9	0.4	25.3	-47.4
pair	RSI	LWTI	neg-neg	25	9.4	16.6	64.0	0.6	0.8	0.3	32.2	-47.4
pair	LWTI	RSI	neg-neg	25	9.4	16.6	64.0	0.6	0.8	0.3	32.2	-47.4
pair	RSmean	MACD	neg-neg	12	4.5	16.1	75.0	1.2	3.8	2.8	13.5	-5.7
pair	MACD	RSmean	neg-neg	12	4.5	16.1	75.0	1.2	3.8	2.8	13.5	-5.7
pair	SLmean	LWTI	pos-neg	20	7.5	15.8	60.0	0.7	1.4	1.0	23.1	-16.1
pair	LWTI	SLmean	pos-neg	20	7.5	15.8	60.0	0.7	1.4	1.0	23.1	-16.1
pair	SLmean	LWTI	neg-pos	72	27.0	15.0	68.1	0.7	0.9	0.5	23.8	-32.7
pair	LWTI	SLmean	neg-pos	72	27.0	15.0	68.1	0.7	0.9	0.5	23.8	-32.7
pair	SLmean	MACDhist	neg-pos	17	6.4	15.0	70.6	0.7	2.3	0.8	24.9	-18.0
pair	MACDhist	SLmean	neg-pos	17	6.4	15.0	70.6	0.7	2.3	0.8	24.9	-18.0
pair	RSmean	SLmean	neg-pos	69	25.8	14.2	65.2	0.6	1.0	0.3	26.7	-44.5
pair	SLmean	RSmean	neg-pos	69	25.8	14.2	65.2	0.6	1.0	0.3	26.7	-44.5
pair	MRmean	LWTI	pos-neg	16	6.0	13.9	56.2	0.6	1.2	1.3	24.9	-11.1
pair	LWTI	MRmean	pos-neg	16	6.0	13.9	56.2	0.6	1.2	1.3	24.9	-11.1
pair	LWTI	RSIhist	pos-neg	19	7.1	13.6	57.9	0.7	1.3	1.3	23.6	-10.8
pair	RSIhist	LWTI	pos-neg	19	7.1	13.6	57.9	0.7	1.3	1.3	23.6	-10.8
pair	MACD	RSIhist	neg-neg	30	11.2	13.2	73.3	0.6	0.7	0.3	28.1	-44.5
pair	RSIhist	MACD	neg-neg	30	11.2	13.2	73.3	0.6	0.7	0.3	28.1	-44.5
pair	MRmean	RSmean	neg-pos	51	19.1	12.7	62.7	0.6	0.8	0.3	28.3	-47.4
pair	RSmean	MRmean	neg-pos	51	19.1	12.7	62.7	0.6	0.8	0.3	28.3	-47.4
pair	MRmean	LWTI	neg-pos	50	18.7	12.2	66.0	0.6	0.7	0.5	25.0	-25.1
pair	LWTI	MRmean	neg-pos	50	18.7	12.2	66.0	0.6	0.7	0.5	25.0	-25.1
pair	RSIhist	MACDhist	neg-pos	41	15.4	11.9	61.0	0.7	1.4	0.6	17.7	-20.1
pair	MACDhist	RSIhist	neg-pos	41	15.4	11.9	61.0	0.7	1.4	0.6	17.7	-20.1
pair	MACD	SLmean	neg-pos	58	21.7	11.9	63.8	0.6	0.8	0.3	25.3	-35.2
pair	SLmean	MACD	neg-pos	58	21.7	11.9	63.8	0.6	0.8	0.3	25.3	-35.2
pair	MACDhist	RSmean	pos-neg	119	44.6	11.8	62.2	0.6	0.9	0.2	21.6	-53.0
pair	RSmean	MACDhist	pos-neg	119	44.6	11.8	62.2	0.6	0.9	0.2	21.6	-53.0
pair	MACDhist	LWTI	neg-pos	112	41.9	11.7	64.3	0.7	0.9	0.5	18.9	-25.1
pair	LWTI	MACDhist	neg-pos	112	41.9	11.7	64.3	0.7	0.9	0.5	18.9	-25.1
pair	SLmean	RSIhist	neg-neg	81	30.3	11.6	66.7	0.6	0.7	0.3	26.9	-44.5
pair	RSIhist	SLmean	neg-neg	81	30.3	11.6	66.7	0.6	0.7	0.3	26.9	-44.5
pair	MACDhist	SLmean	pos-neg	72	27.0	11.5	62.5	0.8	1.3	0.6	15.7	-18.6
pair	SLmean	MACDhist	pos-neg	72	27.0	11.5	62.5	0.8	1.3	0.6	15.7	-18.6
pair	MACDhist	MRmean	pos-neg	76	28.5	11.3	61.8	0.7	1.3	0.6	16.2	-17.5
pair	MRmean	MACDhist	pos-neg	76	28.5	11.3	61.8	0.7	1.3	0.6	16.2	-17.5
pair	SLmean	RSIhist	pos-pos	134	50.2	10.8	62.7	0.8	1.4	0.4	14.6	-24.3
pair	RSIhist	SLmean	pos-pos	134	50.2	10.8	62.7	0.8	1.4	0.4	14.6	-24.3
pair	LWTI	RSIhist	neg-pos	113	42.3	10.8	65.5	0.6	0.8	0.3	20.9	-35.3
pair	RSIhist	LWTI	neg-pos	113	42.3	10.8	65.5	0.6	0.8	0.3	20.9	-35.3
pair	RSmean	RSIhist	pos-neg	109	40.8	10.7	63.3	0.6	0.8	0.2	23.0	-46.2
pair	RSIhist	RSmean	pos-neg	109	40.8	10.7	63.3	0.6	0.8	0.2	23.0	-46.2
single	SLmean	SLmean	neg-neg	86	32.2	10.6	66.3	0.5	0.7	0.2	26.4	-44.5
pair	LWTI	RSmean	pos-pos	209	78.3	10.6	63.2	0.7	1.2	0.4	16.5	-24.0
pair	RSmean	LWTI	pos-pos	209	78.3	10.6	63.2	0.7	1.2	0.4	16.5	-24.0
single	MACDhist	MACDhist	neg-neg	141	52.8	10.5	63.8	0.6	0.7	0.2	21.9	-53.0
pair	LWTI	MACD	neg-neg	22	8.2	10.4	63.6	0.5	0.7	0.2	34.3	-47.4
pair	MACD	LWTI	neg-neg	22	8.2	10.4	63.6	0.5	0.7	0.2	34.3	-47.4
pair	RSIhist	MRmean	pos-pos	134	50.2	10.4	62.7	0.8	1.3	0.4	14.7	-24.3
pair	MRmean	RSIhist	pos-pos	134	50.2	10.4	62.7	0.8	1.3	0.4	14.7	-24.3
single	RSIhist	RSIhist	pos-pos	139	52.1	10.2	62.6	0.7	1.3	0.4	14.7	-24.3
single	LWTI	LWTI	pos-pos	233	87.3	10.2	64.4	0.7	0.9	0.3	17.2	-35.3
pair	RSIhist	MACDhist	neg-neg	100	37.5	10.0	65.0	0.5	0.6	0.2	23.4	-44.5
pair	MACDhist	RSIhist	neg-neg	100	37.5	10.0	65.0	0.5	0.6	0.2	23.4	-44.5
single	MRmean	MRmean	pos-pos	199	74.5	10.0	63.3	0.7	1.2	0.3	15.4	-29.8
pair	MRmean	MACDhist	neg-neg	65	24.3	9.7	66.2	0.5	0.6	0.2	27.2	-47.4
pair	MRmean	LWTI	pos-pos	183	68.5	9.7	63.9	0.7	1.2	0.4	14.4	-27.1
pair	LWTI	MRmean	pos-pos	183	68.5	9.7	63.9	0.7	1.2	0.4	14.4	-27.1
pair	MACDhist	MRmean	neg-neg	65	24.3	9.7	66.2	0.5	0.6	0.2	27.2	-47.4
single	RSmean	RSmean	pos-pos	243	91.0	9.7	62.6	0.6	0.9	0.2	18.8	-55.9
pair	RSIhist	LWTI	pos-pos	120	44.9	9.6	63.3	0.8	1.4	0.5	12.9	-21.1
pair	LWTI	RSIhist	pos-pos	120	44.9	9.6	63.3	0.8	1.4	0.5	12.9	-21.1
pair	MACDhist	RSIhist	pos-pos	98	36.7	9.5	63.3	0.8	1.3	0.5	13.4	-21.1
pair	RSIhist	MACDhist	pos-pos	98	36.7	9.5	63.3	0.8	1.3	0.5	13.4	-21.1
pair	benchmark___benchmark_		benchmark-benchmark	267	100.0	9.5	63.7	0.6	0.8	0.2	19.2	-55.9
pair		benchmark___benchmark_	benchmark-benchmark	267	100.0	9.5	63.7	0.6	0.8	0.2	19.2	-55.9
pair	MACDhist	SLmean	neg-neg	69	25.8	9.5	65.2	0.5	0.6	0.2	26.9	-44.5
pair	SLmean	MACDhist	neg-neg	69	25.8	9.5	65.2	0.5	0.6	0.2	26.9	-44.5
pair	RSIhist	MRmean	pos-neg	65	24.3	9.3	64.6	0.6	1.0	0.3	16.9	-27.1
pair	MRmean	RSIhist	pos-neg	65	24.3	9.3	64.6	0.6	1.0	0.3	16.9	-27.1
pair	MACDhist	MRmean	pos-pos	123	46.1	9.3	64.2	0.7	1.1	0.4	15.0	-22.4
pair	MRmean	MACDhist	pos-pos	123	46.1	9.3	64.2	0.7	1.1	0.4	15.0	-22.4
pair	RSmean	RSIhist	pos-pos	134	50.2	9.0	61.9	0.7	1.2	0.3	14.6	-30.0
pair	RSIhist	RSmean	pos-pos	134	50.2	9.0	61.9	0.7	1.2	0.3	14.6	-30.0
pair	RSmean	MRmean	pos-pos	192	71.9	9.0	62.5	0.6	1.1	0.3	15.4	-27.5
pair	MRmean	RSmean	pos-pos	192	71.9	9.0	62.5	0.6	1.1	0.3	15.4	-27.5
single	SLmean	SLmean	pos-pos	181	67.8	9.0	62.4	0.7	1.1	0.3	14.6	-26.6
pair	LWTI	MACDhist	pos-pos	121	45.3	8.9	64.5	0.6	1.0	0.4	15.5	-24.5
pair	MACDhist	LWTI	pos-pos	121	45.3	8.9	64.5	0.6	1.0	0.4	15.5	-24.5
pair	MACD	MRmean	neg-pos	40	15.0	8.8	60.0	0.5	0.6	0.3	26.8	-32.3
pair	MRmean	MACD	neg-pos	40	15.0	8.8	60.0	0.5	0.6	0.3	26.8	-32.3
single	RSIhist	RSIhist	neg-neg	128	47.9	8.7	64.8	0.5	0.6	0.2	23.1	-46.2
single	MACDhist	MACDhist	pos-pos	126	47.2	8.3	63.5	0.6	1.0	0.3	15.7	-30.0
pair	RSIhist	MRmean	neg-neg	63	23.6	8.2	65.1	0.4	0.5	0.2	28.2	-44.5
pair	LWTI	SLmean	pos-pos	161	60.3	8.2	62.7	0.7	1.1	0.4	13.2	-19.0
pair	SLmean	LWTI	pos-pos	161	60.3	8.2	62.7	0.7	1.1	0.4	13.2	-19.0
pair	MRmean	RSIhist	neg-neg	63	23.6	8.2	65.1	0.4	0.5	0.2	28.2	-44.5
pair	MRmean	SLmean	pos-pos	172	64.4	8.0	61.6	0.6	1.0	0.3	14.7	-25.6
pair	RSmean	SLmean	pos-pos	174	65.2	8.0	61.5	0.6	1.0	0.2	14.5	-31.8
pair	SLmean	RSmean	pos-pos	174	65.2	8.0	61.5	0.6	1.0	0.2	14.5	-31.8
pair	SLmean	MRmean	pos-pos	172	64.4	8.0	61.6	0.6	1.0	0.3	14.7	-25.6
single	MRmean	MRmean	neg-neg	68	25.5	7.9	64.7	0.4	0.5	0.2	27.4	-47.4
pair	MACD	SLmean	neg-neg	28	10.5	7.9	71.4	0.4	0.5	0.2	29.0	-44.5
pair	SLmean	MACD	neg-neg	28	10.5	7.9	71.4	0.4	0.5	0.2	29.0	-44.5
pair	MACDhist	RSmean	pos-pos	124	46.4	7.8	62.9	0.6	0.9	0.3	15.7	-30.0
pair	RSmean	MACDhist	pos-pos	124	46.4	7.8	62.9	0.6	0.9	0.3	15.7	-30.0
pair	RSI	MRmean	pos-pos	191	71.5	7.7	62.8	0.6	0.9	0.3	14.8	-29.0
pair	MRmean	RSI	pos-pos	191	71.5	7.7	62.8	0.6	0.9	0.3	14.8	-29.0
pair	RSI	MACDhist	pos-pos	124	46.4	7.6	62.9	0.6	0.9	0.2	15.7	-30.0
pair	MACDhist	RSI	pos-pos	124	46.4	7.6	62.9	0.6	0.9	0.2	15.7	-30.0
pair	MACD	LWTI	pos-pos	200	74.9	7.4	63.0	0.5	0.7	0.2	17.5	-35.3
pair	LWTI	MACD	pos-pos	200	74.9	7.4	63.0	0.5	0.7	0.2	17.5	-35.3
pair	SLmean	MACDhist	pos-pos	109	40.8	7.4	62.4	0.6	1.0	0.5	13.8	-16.5
pair	MACDhist	SLmean	pos-pos	109	40.8	7.4	62.4	0.6	1.0	0.5	13.8	-16.5
pair	MACD	RSIhist	pos-neg	98	36.7	7.4	62.2	0.4	0.6	0.2	21.5	-39.7
pair	RSIhist	MACD	pos-neg	98	36.7	7.4	62.2	0.4	0.6	0.2	21.5	-39.7
pair	MACD	MACDhist	pos-neg	94	35.2	7.2	61.7	0.5	0.6	0.2	20.0	-34.2
pair	MACDhist	MACD	pos-neg	94	35.2	7.2	61.7	0.5	0.6	0.2	20.0	-34.2
pair	RSmean	MACD	pos-pos	200	74.9	7.1	61.5	0.5	0.8	0.2	16.6	-30.1
pair	MACD	RSmean	pos-pos	200	74.9	7.1	61.5	0.5	0.8	0.2	16.6	-30.1
pair	RSmean	LWTI	neg-pos	24	9.0	7.0	75.0	0.4	0.3	0.3	23.1	-25.1
pair	LWTI	RSmean	neg-pos	24	9.0	7.0	75.0	0.4	0.3	0.3	23.1	-25.1
single	RSmean	RSmean	neg-neg	24	9.0	7.0	75.0	0.4	0.3	0.3	23.1	-25.1
pair	RSI	LWTI	pos-pos	216	80.9	6.9	62.5	0.5	0.8	0.2	15.2	-37.9
pair	LWTI	RSI	pos-pos	216	80.9	6.9	62.5	0.5	0.8	0.2	15.2	-37.9
pair	RSI	RSIhist	pos-pos	128	47.9	6.7	61.7	0.6	0.9	0.3	13.7	-24.3
pair	RSIhist	RSI	pos-pos	128	47.9	6.7	61.7	0.6	0.9	0.3	13.7	-24.3
pair	MRmean	MACD	neg-neg	28	10.5	6.7	71.4	0.4	0.5	0.1	28.9	-47.4
pair	MACD	MRmean	neg-neg	28	10.5	6.7	71.4	0.4	0.5	0.1	28.9	-47.4
single	MACD	MACD	pos-pos	212	79.4	6.6	62.3	0.5	0.6	0.2	17.5	-35.3
pair	MACDhist	LWTI	neg-neg	29	10.9	6.2	62.1	0.3	0.5	0.1	31.1	-49.7
pair	LWTI	MACDhist	neg-neg	29	10.9	6.2	62.1	0.3	0.5	0.1	31.1	-49.7
pair	MACD	MACDhist	pos-pos	118	44.2	6.2	62.7	0.5	0.7	0.2	15.4	-30.0
pair	MACDhist	MACD	pos-pos	118	44.2	6.2	62.7	0.5	0.7	0.2	15.4	-30.0
pair	MRmean	MACD	pos-pos	172	64.4	6.1	62.8	0.5	0.8	0.2	14.7	-32.1
pair	MACD	MRmean	pos-pos	172	64.4	6.1	62.8	0.5	0.8	0.2	14.7	-32.1
pair	RSI	SLmean	pos-pos	169	63.3	6.0	61.5	0.5	0.8	0.2	13.8	-30.1
pair	SLmean	RSI	pos-pos	169	63.3	6.0	61.5	0.5	0.8	0.2	13.8	-30.1
pair	MACD	RSIhist	pos-pos	114	42.7	5.9	62.3	0.5	0.8	0.2	13.4	-27.4
pair	RSIhist	MACD	pos-pos	114	42.7	5.9	62.3	0.5	0.8	0.2	13.4	-27.4
single	RSI	RSI	pos-pos	225	84.3	5.5	61.8	0.4	0.7	0.1	15.5	-37.4
pair	MRmean	SLmean	neg-neg	59	22.1	5.0	62.7	0.3	0.4	0.1	29.2	-44.5
pair	SLmean	MRmean	neg-neg	59	22.1	5.0	62.7	0.3	0.4	0.1	29.2	-44.5
pair	RSIhist	MRmean	neg-pos	5	1.9	4.7	60.0	0.3	1.4	0.5	15.9	-8.8
pair	MACD	SLmean	pos-pos	154	57.7	4.7	61.7	0.4	0.6	0.2	13.6	-29.2
pair	SLmean	MACD	pos-pos	154	57.7	4.7	61.7	0.4	0.6	0.2	13.6	-29.2
pair	MRmean	RSIhist	neg-pos	5	1.9	4.7	60.0	0.3	1.4	0.5	15.9	-8.8
pair	RSmean	LWTI	pos-neg	34	12.7	4.6	58.8	0.3	0.4	0.1	29.7	-49.7
pair	LWTI	RSmean	pos-neg	34	12.7	4.6	58.8	0.3	0.4	0.1	29.7	-49.7
single	LWTI	LWTI	neg-neg	34	12.7	4.6	58.8	0.3	0.4	0.1	29.7	-49.7
pair	MACDhist	RSIhist	pos-neg	28	10.5	4.5	64.3	0.3	0.8	0.2	22.2	-20.7
pair	RSIhist	MACDhist	pos-neg	28	10.5	4.5	64.3	0.3	0.8	0.2	22.2	-20.7
pair	SLmean	RSI	neg-pos	56	21.0	4.0	62.5	0.3	0.5	0.1	20.0	-30.7
pair	RSI	SLmean	neg-pos	56	21.0	4.0	62.5	0.3	0.5	0.1	20.0	-30.7
pair	SLmean	RSIhist	pos-neg	47	17.6	4.0	61.7	0.3	0.5	0.3	14.5	-15.6
pair	RSIhist	SLmean	pos-neg	47	17.6	4.0	61.7	0.3	0.5	0.3	14.5	-15.6
pair	RSI	RSmean	pos-pos	205	76.8	4.0	60.5	0.3	0.5	0.1	15.6	-45.4
pair	RSmean	RSI	pos-pos	205	76.8	4.0	60.5	0.3	0.5	0.1	15.6	-45.4
pair	RSIhist	RSI	pos-neg	97	36.3	4.0	61.9	0.3	0.5	0.1	17.7	-40.6
pair	RSI	RSIhist	pos-neg	97	36.3	4.0	61.9	0.3	0.5	0.1	17.7	-40.6
pair	MACDhist	RSmean	neg-neg	22	8.2	3.9	72.7	0.3	0.2	0.2	23.9	-25.1
pair	RSmean	MACDhist	neg-neg	22	8.2	3.9	72.7	0.3	0.2	0.2	23.9	-25.1
pair	RSI	MACD	pos-pos	196	73.4	3.6	61.2	0.3	0.5	0.1	15.5	-41.4
pair	MACD	RSI	pos-pos	196	73.4	3.6	61.2	0.3	0.5	0.1	15.5	-41.4
pair	RSI	MACDhist	pos-neg	101	37.8	3.1	60.4	0.3	0.4	0.1	15.3	-37.7
pair	MACDhist	RSI	pos-neg	101	37.8	3.1	60.4	0.3	0.4	0.1	15.3	-37.7
pair	MACD	RSmean	neg-pos	12	4.5	-1.4	75.0	0.1	0.1	-0.1	30.4	-25.1
pair	RSmean	MACD	neg-pos	12	4.5	-1.4	75.0	0.1	0.1	-0.1	30.4	-25.1
pair	RSmean	RSIhist	neg-neg	19	7.1	-1.7	73.7	0.1	0.0	-0.1	24.3	-25.1
pair	RSIhist	RSmean	neg-neg	19	7.1	-1.7	73.7	0.1	0.0	-0.1	24.3	-25.1
pair	RSmean	SLmean	neg-neg	17	6.4	-3.0	70.6	0.0	0.0	-0.1	25.4	-25.1
pair	SLmean	RSmean	neg-neg	17	6.4	-3.0	70.6	0.0	0.0	-0.1	25.4	-25.1
pair	LWTI	MRmean	neg-neg	18	6.7	-3.1	61.1	0.1	0.1	-0.1	34.0	-47.4
pair	MRmean	LWTI	neg-neg	18	6.7	-3.1	61.1	0.1	0.1	-0.1	34.0	-47.4
pair	LWTI	MACDhist	pos-neg	5	1.9	-4.6	40.0	-0.1	-0.3	-0.4	21.4	-12.9
pair	MACDhist	LWTI	pos-neg	5	1.9	-4.6	40.0	-0.1	-0.3	-0.4	21.4	-12.9
pair	MRmean	RSmean	neg-neg	17	6.4	-5.1	70.6	-0.1	-0.1	-0.2	25.1	-25.1
pair	RSmean	MRmean	neg-neg	17	6.4	-5.1	70.6	-0.1	-0.1	-0.2	25.1	-25.1
pair	SLmean	RSIhist	neg-pos	5	1.9	-5.2	60.0	-0.2	-0.4	-0.5	18.6	-11.5
pair	RSIhist	SLmean	neg-pos	5	1.9	-5.2	60.0	-0.2	-0.4	-0.5	18.6	-11.5
pair	MACD	LWTI	pos-neg	12	4.5	-5.3	50.0	-0.2	-0.3	-0.3	19.2	-15.8
pair	LWTI	MACD	pos-neg	12	4.5	-5.3	50.0	-0.2	-0.3	-0.3	19.2	-15.8
pair	RSI	MRmean	neg-pos	34	12.7	-5.9	55.9	-0.2	-0.3	-0.2	18.8	-37.4
pair	MRmean	RSI	neg-pos	34	12.7	-5.9	55.9	-0.2	-0.3	-0.2	18.8	-37.4
pair	LWTI	RSIhist	neg-neg	15	5.6	-5.9	60.0	0.0	0.0	-0.1	36.7	-44.5
pair	RSIhist	LWTI	neg-neg	15	5.6	-5.9	60.0	0.0	0.0	-0.1	36.7	-44.5
pair	LWTI	SLmean	neg-neg	14	5.2	-9.6	57.1	-0.1	-0.1	-0.2	37.8	-44.5
pair	SLmean	LWTI	neg-neg	14	5.2	-9.6	57.1	-0.1	-0.1	-0.2	37.8	-44.5
pair	LWTI	RSI	pos-neg	9	3.4	-22.7	44.4	-1.2	-1.9	-2.1	19.9	-10.8
pair	RSI	LWTI	pos-neg	9	3.4	-22.7	44.4	-1.2	-1.9	-2.1	19.9	-10.8
pair	MACDhist	MRmean	neg-pos	3	1.1	-23.4	33.3	-0.6	-1.6	-1.5	37.9	-15.3
pair	MRmean	MACDhist	neg-pos	3	1.1	-23.4	33.3	-0.6	-1.6	-1.5	37.9	-15.3
pair	RSI	RSmean	neg-neg	4	1.5	-45.3	75.0	-1.0	0.0	-1.8	48.6	-25.1
pair	RSmean	RSI	neg-neg	4	1.5	-45.3	75.0	-1.0	0.0	-1.8	48.6	-25.1

All Contingency Tables for VBR

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 8.0% \| Win 62% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 15% \| MDD -25.6% Months 172M (64%)	CAGR 23.7% \| Win 74% Sharpe 1.21 \| Sortino 2.20 \| Calmar 2.3 Vol 19% \| MDD -10.2% Months 27M (10%)	CAGR 10.0% \| Win 63% Sharpe 0.70 \| Sortino 1.19 \| Calmar 0.3 Vol 15% \| MDD -29.8% Months 199M (74%)
MRmean neg	CAGR 29.2% \| Win 78% Sharpe 2.40 \| Sortino 2.08 \| Calmar 5.5 Vol 11% \| MDD -5.3% Months 9M (3%)	CAGR 5.0% \| Win 63% Sharpe 0.32 \| Sortino 0.41 \| Calmar 0.1 Vol 29% \| MDD -44.5% Months 59M (22%)	CAGR 7.9% \| Win 65% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 27% \| MDD -47.4% Months 68M (26%)
SLmean only	CAGR 9.0% \| Win 62% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 15% \| MDD -26.6% Months 181M (68%)	CAGR 10.6% \| Win 66% Sharpe 0.52 \| Sortino 0.68 \| Calmar 0.2 Vol 26% \| MDD -44.5% Months 86M (32%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.0% \| Win 62% Sharpe 0.64 \| Sortino 1.08 \| Calmar 0.3 Vol 15% \| MDD -27.5% Months 192M (72%)	CAGR 43.1% \| Win 86% Sharpe 2.33 \| Sortino 0.00 \| Calmar 7.9 Vol 16% \| MDD -5.4% Months 7M (3%)	CAGR 10.0% \| Win 63% Sharpe 0.70 \| Sortino 1.19 \| Calmar 0.3 Vol 15% \| MDD -29.8% Months 199M (74%)
MRmean neg	CAGR 12.7% \| Win 63% Sharpe 0.56 \| Sortino 0.83 \| Calmar 0.3 Vol 28% \| MDD -47.4% Months 51M (19%)	CAGR -5.1% \| Win 71% Sharpe -0.07 \| Sortino -0.05 \| Calmar -0.2 Vol 25% \| MDD -25.1% Months 17M (6%)	CAGR 7.9% \| Win 65% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 27% \| MDD -47.4% Months 68M (26%)
RSmean only	CAGR 9.7% \| Win 63% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.2 Vol 19% \| MDD -55.9% Months 243M (91%)	CAGR 7.0% \| Win 75% Sharpe 0.42 \| Sortino 0.31 \| Calmar 0.3 Vol 23% \| MDD -25.1% Months 24M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 63% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.2 Vol 15% \| MDD -32.1% Months 172M (64%)	CAGR 38.8% \| Win 67% Sharpe 1.89 \| Sortino 5.06 \| Calmar 5.5 Vol 18% \| MDD -7.1% Months 27M (10%)	CAGR 10.0% \| Win 63% Sharpe 0.70 \| Sortino 1.19 \| Calmar 0.3 Vol 15% \| MDD -29.8% Months 199M (74%)
MRmean neg	CAGR 8.8% \| Win 60% Sharpe 0.45 \| Sortino 0.56 \| Calmar 0.3 Vol 27% \| MDD -32.3% Months 40M (15%)	CAGR 6.7% \| Win 71% Sharpe 0.37 \| Sortino 0.48 \| Calmar 0.1 Vol 29% \| MDD -47.4% Months 28M (10%)	CAGR 7.9% \| Win 65% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 27% \| MDD -47.4% Months 68M (26%)
MACD only	CAGR 6.6% \| Win 62% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -35.3% Months 212M (79%)	CAGR 21.4% \| Win 69% Sharpe 0.93 \| Sortino 1.16 \| Calmar 0.5 Vol 24% \| MDD -47.4% Months 55M (21%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.7% \| Win 63% Sharpe 0.58 \| Sortino 0.94 \| Calmar 0.3 Vol 15% \| MDD -29.0% Months 191M (72%)	CAGR 82.6% \| Win 75% Sharpe 2.84 \| Sortino 7.22 \| Calmar 22.3 Vol 22% \| MDD -3.7% Months 8M (3%)	CAGR 10.0% \| Win 63% Sharpe 0.70 \| Sortino 1.19 \| Calmar 0.3 Vol 15% \| MDD -29.8% Months 199M (74%)
MRmean neg	CAGR -5.9% \| Win 56% Sharpe -0.23 \| Sortino -0.34 \| Calmar -0.2 Vol 19% \| MDD -37.4% Months 34M (13%)	CAGR 23.8% \| Win 74% Sharpe 0.81 \| Sortino 0.92 \| Calmar 0.5 Vol 34% \| MDD -47.4% Months 34M (13%)	CAGR 7.9% \| Win 65% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 27% \| MDD -47.4% Months 68M (26%)
RSI only	CAGR 5.5% \| Win 62% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.1 Vol 16% \| MDD -37.4% Months 225M (84%)	CAGR 33.3% \| Win 74% Sharpe 1.08 \| Sortino 1.16 \| Calmar 0.7 Vol 32% \| MDD -47.4% Months 42M (16%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.3% \| Win 64% Sharpe 0.67 \| Sortino 1.09 \| Calmar 0.4 Vol 15% \| MDD -22.4% Months 123M (46%)	CAGR 11.3% \| Win 62% Sharpe 0.74 \| Sortino 1.33 \| Calmar 0.6 Vol 16% \| MDD -17.5% Months 76M (28%)	CAGR 10.0% \| Win 63% Sharpe 0.70 \| Sortino 1.19 \| Calmar 0.3 Vol 15% \| MDD -29.8% Months 199M (74%)
MRmean neg	CAGR -23.4% \| Win 33% Sharpe -0.57 \| Sortino -1.62 \| Calmar -1.5 Vol 38% \| MDD -15.3% Months 3M (1%)	CAGR 9.7% \| Win 66% Sharpe 0.48 \| Sortino 0.57 \| Calmar 0.2 Vol 27% \| MDD -47.4% Months 65M (24%)	CAGR 7.9% \| Win 65% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 27% \| MDD -47.4% Months 68M (26%)
MACDhist only	CAGR 8.3% \| Win 64% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.3 Vol 16% \| MDD -30.0% Months 126M (47%)	CAGR 10.5% \| Win 64% Sharpe 0.57 \| Sortino 0.71 \| Calmar 0.2 Vol 22% \| MDD -53.0% Months 141M (53%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 10.4% \| Win 63% Sharpe 0.75 \| Sortino 1.32 \| Calmar 0.4 Vol 15% \| MDD -24.3% Months 134M (50%)	CAGR 9.3% \| Win 65% Sharpe 0.61 \| Sortino 1.04 \| Calmar 0.3 Vol 17% \| MDD -27.1% Months 65M (24%)	CAGR 10.0% \| Win 63% Sharpe 0.70 \| Sortino 1.19 \| Calmar 0.3 Vol 15% \| MDD -29.8% Months 199M (74%)
MRmean neg	CAGR 4.7% \| Win 60% Sharpe 0.35 \| Sortino 1.36 \| Calmar 0.5 Vol 16% \| MDD -8.8% Months 5M (2%)	CAGR 8.2% \| Win 65% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 28% \| MDD -44.5% Months 63M (24%)	CAGR 7.9% \| Win 65% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 27% \| MDD -47.4% Months 68M (26%)
RSIhist only	CAGR 10.2% \| Win 63% Sharpe 0.73 \| Sortino 1.31 \| Calmar 0.4 Vol 15% \| MDD -24.3% Months 139M (52%)	CAGR 8.7% \| Win 65% Sharpe 0.48 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -46.2% Months 128M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 9.7% \| Win 64% Sharpe 0.72 \| Sortino 1.21 \| Calmar 0.4 Vol 14% \| MDD -27.1% Months 183M (68%)	CAGR 13.9% \| Win 56% Sharpe 0.64 \| Sortino 1.22 \| Calmar 1.3 Vol 25% \| MDD -11.1% Months 16M (6%)	CAGR 10.0% \| Win 63% Sharpe 0.70 \| Sortino 1.19 \| Calmar 0.3 Vol 15% \| MDD -29.8% Months 199M (74%)
MRmean neg	CAGR 12.2% \| Win 66% Sharpe 0.59 \| Sortino 0.72 \| Calmar 0.5 Vol 25% \| MDD -25.1% Months 50M (19%)	CAGR -3.1% \| Win 61% Sharpe 0.07 \| Sortino 0.10 \| Calmar -0.1 Vol 34% \| MDD -47.4% Months 18M (7%)	CAGR 7.9% \| Win 65% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 27% \| MDD -47.4% Months 68M (26%)
LWTI only	CAGR 10.2% \| Win 64% Sharpe 0.66 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -35.3% Months 233M (87%)	CAGR 4.6% \| Win 59% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 30% \| MDD -49.7% Months 34M (13%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 8.0% \| Win 62% Sharpe 0.60 \| Sortino 1.02 \| Calmar 0.3 Vol 14% \| MDD -31.8% Months 174M (65%)	CAGR 35.8% \| Win 86% Sharpe 2.01 \| Sortino 0.00 \| Calmar 6.6 Vol 16% \| MDD -5.4% Months 7M (3%)	CAGR 9.0% \| Win 62% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 15% \| MDD -26.6% Months 181M (68%)
SLmean neg	CAGR 14.2% \| Win 65% Sharpe 0.63 \| Sortino 0.98 \| Calmar 0.3 Vol 27% \| MDD -44.5% Months 69M (26%)	CAGR -3.0% \| Win 71% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.1 Vol 25% \| MDD -25.1% Months 17M (6%)	CAGR 10.6% \| Win 66% Sharpe 0.52 \| Sortino 0.68 \| Calmar 0.2 Vol 26% \| MDD -44.5% Months 86M (32%)
RSmean only	CAGR 9.7% \| Win 63% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.2 Vol 19% \| MDD -55.9% Months 243M (91%)	CAGR 7.0% \| Win 75% Sharpe 0.42 \| Sortino 0.31 \| Calmar 0.3 Vol 23% \| MDD -25.1% Months 24M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 4.7% \| Win 62% Sharpe 0.41 \| Sortino 0.62 \| Calmar 0.2 Vol 14% \| MDD -29.2% Months 154M (58%)	CAGR 37.2% \| Win 67% Sharpe 1.84 \| Sortino 4.78 \| Calmar 6.1 Vol 18% \| MDD -6.1% Months 27M (10%)	CAGR 9.0% \| Win 62% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 15% \| MDD -26.6% Months 181M (68%)
SLmean neg	CAGR 11.9% \| Win 64% Sharpe 0.57 \| Sortino 0.76 \| Calmar 0.3 Vol 25% \| MDD -35.2% Months 58M (22%)	CAGR 7.9% \| Win 71% Sharpe 0.41 \| Sortino 0.53 \| Calmar 0.2 Vol 29% \| MDD -44.5% Months 28M (10%)	CAGR 10.6% \| Win 66% Sharpe 0.52 \| Sortino 0.68 \| Calmar 0.2 Vol 26% \| MDD -44.5% Months 86M (32%)
MACD only	CAGR 6.6% \| Win 62% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -35.3% Months 212M (79%)	CAGR 21.4% \| Win 69% Sharpe 0.93 \| Sortino 1.16 \| Calmar 0.5 Vol 24% \| MDD -47.4% Months 55M (21%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 6.0% \| Win 62% Sharpe 0.50 \| Sortino 0.79 \| Calmar 0.2 Vol 14% \| MDD -30.1% Months 169M (63%)	CAGR 60.3% \| Win 75% Sharpe 2.41 \| Sortino 5.39 \| Calmar 11.3 Vol 21% \| MDD -5.3% Months 12M (4%)	CAGR 9.0% \| Win 62% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 15% \| MDD -26.6% Months 181M (68%)
SLmean neg	CAGR 4.0% \| Win 62% Sharpe 0.30 \| Sortino 0.52 \| Calmar 0.1 Vol 20% \| MDD -30.7% Months 56M (21%)	CAGR 23.9% \| Win 73% Sharpe 0.79 \| Sortino 0.90 \| Calmar 0.5 Vol 36% \| MDD -44.5% Months 30M (11%)	CAGR 10.6% \| Win 66% Sharpe 0.52 \| Sortino 0.68 \| Calmar 0.2 Vol 26% \| MDD -44.5% Months 86M (32%)
RSI only	CAGR 5.5% \| Win 62% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.1 Vol 16% \| MDD -37.4% Months 225M (84%)	CAGR 33.3% \| Win 74% Sharpe 1.08 \| Sortino 1.16 \| Calmar 0.7 Vol 32% \| MDD -47.4% Months 42M (16%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 7.4% \| Win 62% Sharpe 0.58 \| Sortino 1.00 \| Calmar 0.4 Vol 14% \| MDD -16.5% Months 109M (41%)	CAGR 11.5% \| Win 62% Sharpe 0.77 \| Sortino 1.29 \| Calmar 0.6 Vol 16% \| MDD -18.6% Months 72M (27%)	CAGR 9.0% \| Win 62% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 15% \| MDD -26.6% Months 181M (68%)
SLmean neg	CAGR 15.0% \| Win 71% Sharpe 0.68 \| Sortino 2.28 \| Calmar 0.8 Vol 25% \| MDD -18.0% Months 17M (6%)	CAGR 9.5% \| Win 65% Sharpe 0.48 \| Sortino 0.58 \| Calmar 0.2 Vol 27% \| MDD -44.5% Months 69M (26%)	CAGR 10.6% \| Win 66% Sharpe 0.52 \| Sortino 0.68 \| Calmar 0.2 Vol 26% \| MDD -44.5% Months 86M (32%)
MACDhist only	CAGR 8.3% \| Win 64% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.3 Vol 16% \| MDD -30.0% Months 126M (47%)	CAGR 10.5% \| Win 64% Sharpe 0.57 \| Sortino 0.71 \| Calmar 0.2 Vol 22% \| MDD -53.0% Months 141M (53%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 10.8% \| Win 63% Sharpe 0.78 \| Sortino 1.41 \| Calmar 0.4 Vol 15% \| MDD -24.3% Months 134M (50%)	CAGR 4.0% \| Win 62% Sharpe 0.34 \| Sortino 0.50 \| Calmar 0.3 Vol 14% \| MDD -15.6% Months 47M (18%)	CAGR 9.0% \| Win 62% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 15% \| MDD -26.6% Months 181M (68%)
SLmean neg	CAGR -5.2% \| Win 60% Sharpe -0.21 \| Sortino -0.36 \| Calmar -0.5 Vol 19% \| MDD -11.5% Months 5M (2%)	CAGR 11.6% \| Win 67% Sharpe 0.55 \| Sortino 0.71 \| Calmar 0.3 Vol 27% \| MDD -44.5% Months 81M (30%)	CAGR 10.6% \| Win 66% Sharpe 0.52 \| Sortino 0.68 \| Calmar 0.2 Vol 26% \| MDD -44.5% Months 86M (32%)
RSIhist only	CAGR 10.2% \| Win 63% Sharpe 0.73 \| Sortino 1.31 \| Calmar 0.4 Vol 15% \| MDD -24.3% Months 139M (52%)	CAGR 8.7% \| Win 65% Sharpe 0.48 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -46.2% Months 128M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 8.2% \| Win 63% Sharpe 0.66 \| Sortino 1.11 \| Calmar 0.4 Vol 13% \| MDD -19.0% Months 161M (60%)	CAGR 15.8% \| Win 60% Sharpe 0.74 \| Sortino 1.42 \| Calmar 1.0 Vol 23% \| MDD -16.1% Months 20M (8%)	CAGR 9.0% \| Win 62% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 15% \| MDD -26.6% Months 181M (68%)
SLmean neg	CAGR 15.0% \| Win 68% Sharpe 0.71 \| Sortino 0.95 \| Calmar 0.5 Vol 24% \| MDD -32.7% Months 72M (27%)	CAGR -9.6% \| Win 57% Sharpe -0.08 \| Sortino -0.11 \| Calmar -0.2 Vol 38% \| MDD -44.5% Months 14M (5%)	CAGR 10.6% \| Win 66% Sharpe 0.52 \| Sortino 0.68 \| Calmar 0.2 Vol 26% \| MDD -44.5% Months 86M (32%)
LWTI only	CAGR 10.2% \| Win 64% Sharpe 0.66 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -35.3% Months 233M (87%)	CAGR 4.6% \| Win 59% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 30% \| MDD -49.7% Months 34M (13%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 7.1% \| Win 62% Sharpe 0.50 \| Sortino 0.80 \| Calmar 0.2 Vol 17% \| MDD -30.1% Months 200M (75%)	CAGR 22.9% \| Win 67% Sharpe 0.91 \| Sortino 1.14 \| Calmar 0.5 Vol 27% \| MDD -47.4% Months 43M (16%)	CAGR 9.7% \| Win 63% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.2 Vol 19% \| MDD -55.9% Months 243M (91%)
RSmean neg	CAGR -1.4% \| Win 75% Sharpe 0.11 \| Sortino 0.08 \| Calmar -0.1 Vol 30% \| MDD -25.1% Months 12M (4%)	CAGR 16.1% \| Win 75% Sharpe 1.17 \| Sortino 3.80 \| Calmar 2.8 Vol 14% \| MDD -5.7% Months 12M (4%)	CAGR 7.0% \| Win 75% Sharpe 0.42 \| Sortino 0.31 \| Calmar 0.3 Vol 23% \| MDD -25.1% Months 24M (9%)
MACD only	CAGR 6.6% \| Win 62% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -35.3% Months 212M (79%)	CAGR 21.4% \| Win 69% Sharpe 0.93 \| Sortino 1.16 \| Calmar 0.5 Vol 24% \| MDD -47.4% Months 55M (21%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 4.0% \| Win 60% Sharpe 0.33 \| Sortino 0.51 \| Calmar 0.1 Vol 16% \| MDD -45.4% Months 205M (77%)	CAGR 46.4% \| Win 74% Sharpe 1.46 \| Sortino 1.78 \| Calmar 1.0 Vol 29% \| MDD -47.4% Months 38M (14%)	CAGR 9.7% \| Win 63% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.2 Vol 19% \| MDD -55.9% Months 243M (91%)
RSmean neg	CAGR 22.3% \| Win 75% Sharpe 1.50 \| Sortino 3.24 \| Calmar 3.6 Vol 14% \| MDD -6.2% Months 20M (8%)	CAGR -45.3% \| Win 75% Sharpe -1.00 \| Sortino 0.00 \| Calmar -1.8 Vol 49% \| MDD -25.1% Months 4M (2%)	CAGR 7.0% \| Win 75% Sharpe 0.42 \| Sortino 0.31 \| Calmar 0.3 Vol 23% \| MDD -25.1% Months 24M (9%)
RSI only	CAGR 5.5% \| Win 62% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.1 Vol 16% \| MDD -37.4% Months 225M (84%)	CAGR 33.3% \| Win 74% Sharpe 1.08 \| Sortino 1.16 \| Calmar 0.7 Vol 32% \| MDD -47.4% Months 42M (16%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 7.8% \| Win 63% Sharpe 0.56 \| Sortino 0.91 \| Calmar 0.3 Vol 16% \| MDD -30.0% Months 124M (46%)	CAGR 11.8% \| Win 62% Sharpe 0.63 \| Sortino 0.88 \| Calmar 0.2 Vol 22% \| MDD -53.0% Months 119M (45%)	CAGR 9.7% \| Win 63% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.2 Vol 19% \| MDD -55.9% Months 243M (91%)
RSmean neg	CAGR 46.9% \| Win 100% Sharpe 4.87 \| Sortino 0.00 \| Calmar 0.0 Vol 8% \| MDD 0.0% Months 2M (1%)	CAGR 3.9% \| Win 73% Sharpe 0.29 \| Sortino 0.23 \| Calmar 0.2 Vol 24% \| MDD -25.1% Months 22M (8%)	CAGR 7.0% \| Win 75% Sharpe 0.42 \| Sortino 0.31 \| Calmar 0.3 Vol 23% \| MDD -25.1% Months 24M (9%)
MACDhist only	CAGR 8.3% \| Win 64% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.3 Vol 16% \| MDD -30.0% Months 126M (47%)	CAGR 10.5% \| Win 64% Sharpe 0.57 \| Sortino 0.71 \| Calmar 0.2 Vol 22% \| MDD -53.0% Months 141M (53%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 9.0% \| Win 62% Sharpe 0.66 \| Sortino 1.16 \| Calmar 0.3 Vol 15% \| MDD -30.0% Months 134M (50%)	CAGR 10.7% \| Win 63% Sharpe 0.56 \| Sortino 0.82 \| Calmar 0.2 Vol 23% \| MDD -46.2% Months 109M (41%)	CAGR 9.7% \| Win 63% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.2 Vol 19% \| MDD -55.9% Months 243M (91%)
RSmean neg	CAGR 47.6% \| Win 80% Sharpe 2.39 \| Sortino 0.00 \| Calmar 13.0 Vol 17% \| MDD -3.7% Months 5M (2%)	CAGR -1.7% \| Win 74% Sharpe 0.06 \| Sortino 0.04 \| Calmar -0.1 Vol 24% \| MDD -25.1% Months 19M (7%)	CAGR 7.0% \| Win 75% Sharpe 0.42 \| Sortino 0.31 \| Calmar 0.3 Vol 23% \| MDD -25.1% Months 24M (9%)
RSIhist only	CAGR 10.2% \| Win 63% Sharpe 0.73 \| Sortino 1.31 \| Calmar 0.4 Vol 15% \| MDD -24.3% Months 139M (52%)	CAGR 8.7% \| Win 65% Sharpe 0.48 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -46.2% Months 128M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 10.6% \| Win 63% Sharpe 0.70 \| Sortino 1.17 \| Calmar 0.4 Vol 16% \| MDD -24.0% Months 209M (78%)	CAGR 4.6% \| Win 59% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 30% \| MDD -49.7% Months 34M (13%)	CAGR 9.7% \| Win 63% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.2 Vol 19% \| MDD -55.9% Months 243M (91%)
RSmean neg	CAGR 7.0% \| Win 75% Sharpe 0.42 \| Sortino 0.31 \| Calmar 0.3 Vol 23% \| MDD -25.1% Months 24M (9%)	-	CAGR 7.0% \| Win 75% Sharpe 0.42 \| Sortino 0.31 \| Calmar 0.3 Vol 23% \| MDD -25.1% Months 24M (9%)
LWTI only	CAGR 10.2% \| Win 64% Sharpe 0.66 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -35.3% Months 233M (87%)	CAGR 4.6% \| Win 59% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 30% \| MDD -49.7% Months 34M (13%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 3.6% \| Win 61% Sharpe 0.30 \| Sortino 0.46 \| Calmar 0.1 Vol 16% \| MDD -41.4% Months 196M (73%)	CAGR 51.6% \| Win 75% Sharpe 1.47 \| Sortino 1.20 \| Calmar 2.1 Vol 32% \| MDD -25.1% Months 16M (6%)	CAGR 6.6% \| Win 62% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -35.3% Months 212M (79%)
MACD neg	CAGR 19.8% \| Win 66% Sharpe 1.27 \| Sortino 3.13 \| Calmar 2.4 Vol 15% \| MDD -8.3% Months 29M (11%)	CAGR 23.2% \| Win 73% Sharpe 0.82 \| Sortino 1.02 \| Calmar 0.5 Vol 32% \| MDD -47.4% Months 26M (10%)	CAGR 21.4% \| Win 69% Sharpe 0.93 \| Sortino 1.16 \| Calmar 0.5 Vol 24% \| MDD -47.4% Months 55M (21%)
RSI only	CAGR 5.5% \| Win 62% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.1 Vol 16% \| MDD -37.4% Months 225M (84%)	CAGR 33.3% \| Win 74% Sharpe 1.08 \| Sortino 1.16 \| Calmar 0.7 Vol 32% \| MDD -47.4% Months 42M (16%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 6.2% \| Win 63% Sharpe 0.47 \| Sortino 0.73 \| Calmar 0.2 Vol 15% \| MDD -30.0% Months 118M (44%)	CAGR 7.2% \| Win 62% Sharpe 0.45 \| Sortino 0.55 \| Calmar 0.2 Vol 20% \| MDD -34.2% Months 94M (35%)	CAGR 6.6% \| Win 62% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -35.3% Months 212M (79%)
MACD neg	CAGR 46.6% \| Win 75% Sharpe 2.26 \| Sortino 5.31 \| Calmar 7.6 Vol 18% \| MDD -6.1% Months 8M (3%)	CAGR 17.6% \| Win 68% Sharpe 0.77 \| Sortino 0.94 \| Calmar 0.4 Vol 25% \| MDD -47.4% Months 47M (18%)	CAGR 21.4% \| Win 69% Sharpe 0.93 \| Sortino 1.16 \| Calmar 0.5 Vol 24% \| MDD -47.4% Months 55M (21%)
MACDhist only	CAGR 8.3% \| Win 64% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.3 Vol 16% \| MDD -30.0% Months 126M (47%)	CAGR 10.5% \| Win 64% Sharpe 0.57 \| Sortino 0.71 \| Calmar 0.2 Vol 22% \| MDD -53.0% Months 141M (53%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 5.9% \| Win 62% Sharpe 0.50 \| Sortino 0.77 \| Calmar 0.2 Vol 13% \| MDD -27.4% Months 114M (43%)	CAGR 7.4% \| Win 62% Sharpe 0.44 \| Sortino 0.59 \| Calmar 0.2 Vol 22% \| MDD -39.7% Months 98M (37%)	CAGR 6.6% \| Win 62% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -35.3% Months 212M (79%)
MACD neg	CAGR 32.0% \| Win 64% Sharpe 1.55 \| Sortino 4.82 \| Calmar 3.3 Vol 19% \| MDD -9.6% Months 25M (9%)	CAGR 13.2% \| Win 73% Sharpe 0.58 \| Sortino 0.68 \| Calmar 0.3 Vol 28% \| MDD -44.5% Months 30M (11%)	CAGR 21.4% \| Win 69% Sharpe 0.93 \| Sortino 1.16 \| Calmar 0.5 Vol 24% \| MDD -47.4% Months 55M (21%)
RSIhist only	CAGR 10.2% \| Win 63% Sharpe 0.73 \| Sortino 1.31 \| Calmar 0.4 Vol 15% \| MDD -24.3% Months 139M (52%)	CAGR 8.7% \| Win 65% Sharpe 0.48 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -46.2% Months 128M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 7.4% \| Win 63% Sharpe 0.50 \| Sortino 0.67 \| Calmar 0.2 Vol 18% \| MDD -35.3% Months 200M (75%)	CAGR -5.3% \| Win 50% Sharpe -0.19 \| Sortino -0.26 \| Calmar -0.3 Vol 19% \| MDD -15.8% Months 12M (4%)	CAGR 6.6% \| Win 62% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -35.3% Months 212M (79%)
MACD neg	CAGR 29.4% \| Win 73% Sharpe 1.82 \| Sortino 4.84 \| Calmar 3.5 Vol 15% \| MDD -8.3% Months 33M (12%)	CAGR 10.4% \| Win 64% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.2 Vol 34% \| MDD -47.4% Months 22M (8%)	CAGR 21.4% \| Win 69% Sharpe 0.93 \| Sortino 1.16 \| Calmar 0.5 Vol 24% \| MDD -47.4% Months 55M (21%)
LWTI only	CAGR 10.2% \| Win 64% Sharpe 0.66 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -35.3% Months 233M (87%)	CAGR 4.6% \| Win 59% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 30% \| MDD -49.7% Months 34M (13%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 7.6% \| Win 63% Sharpe 0.55 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -30.0% Months 124M (46%)	CAGR 3.1% \| Win 60% Sharpe 0.28 \| Sortino 0.41 \| Calmar 0.1 Vol 15% \| MDD -37.7% Months 101M (38%)	CAGR 5.5% \| Win 62% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.1 Vol 16% \| MDD -37.4% Months 225M (84%)
RSI neg	CAGR 69.1% \| Win 100% Sharpe 11.81 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 2M (1%)	CAGR 31.7% \| Win 72% Sharpe 1.02 \| Sortino 1.13 \| Calmar 0.7 Vol 33% \| MDD -47.4% Months 40M (15%)	CAGR 33.3% \| Win 74% Sharpe 1.08 \| Sortino 1.16 \| Calmar 0.7 Vol 32% \| MDD -47.4% Months 42M (16%)
MACDhist only	CAGR 8.3% \| Win 64% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.3 Vol 16% \| MDD -30.0% Months 126M (47%)	CAGR 10.5% \| Win 64% Sharpe 0.57 \| Sortino 0.71 \| Calmar 0.2 Vol 22% \| MDD -53.0% Months 141M (53%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 6.7% \| Win 62% Sharpe 0.55 \| Sortino 0.90 \| Calmar 0.3 Vol 14% \| MDD -24.3% Months 128M (48%)	CAGR 4.0% \| Win 62% Sharpe 0.31 \| Sortino 0.49 \| Calmar 0.1 Vol 18% \| MDD -40.6% Months 97M (36%)	CAGR 5.5% \| Win 62% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.1 Vol 16% \| MDD -37.4% Months 225M (84%)
RSI neg	CAGR 59.8% \| Win 73% Sharpe 2.29 \| Sortino 5.37 \| Calmar 16.1 Vol 22% \| MDD -3.7% Months 11M (4%)	CAGR 25.0% \| Win 74% Sharpe 0.82 \| Sortino 0.93 \| Calmar 0.6 Vol 35% \| MDD -44.5% Months 31M (12%)	CAGR 33.3% \| Win 74% Sharpe 1.08 \| Sortino 1.16 \| Calmar 0.7 Vol 32% \| MDD -47.4% Months 42M (16%)
RSIhist only	CAGR 10.2% \| Win 63% Sharpe 0.73 \| Sortino 1.31 \| Calmar 0.4 Vol 15% \| MDD -24.3% Months 139M (52%)	CAGR 8.7% \| Win 65% Sharpe 0.48 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -46.2% Months 128M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 6.9% \| Win 62% Sharpe 0.52 \| Sortino 0.81 \| Calmar 0.2 Vol 15% \| MDD -37.9% Months 216M (81%)	CAGR -22.7% \| Win 44% Sharpe -1.19 \| Sortino -1.86 \| Calmar -2.1 Vol 20% \| MDD -10.8% Months 9M (3%)	CAGR 5.5% \| Win 62% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.1 Vol 16% \| MDD -37.4% Months 225M (84%)
RSI neg	CAGR 62.4% \| Win 88% Sharpe 1.74 \| Sortino 1.05 \| Calmar 2.5 Vol 32% \| MDD -25.1% Months 17M (6%)	CAGR 16.6% \| Win 64% Sharpe 0.64 \| Sortino 0.81 \| Calmar 0.3 Vol 32% \| MDD -47.4% Months 25M (9%)	CAGR 33.3% \| Win 74% Sharpe 1.08 \| Sortino 1.16 \| Calmar 0.7 Vol 32% \| MDD -47.4% Months 42M (16%)
LWTI only	CAGR 10.2% \| Win 64% Sharpe 0.66 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -35.3% Months 233M (87%)	CAGR 4.6% \| Win 59% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 30% \| MDD -49.7% Months 34M (13%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 9.5% \| Win 63% Sharpe 0.75 \| Sortino 1.28 \| Calmar 0.4 Vol 13% \| MDD -21.1% Months 98M (37%)	CAGR 4.5% \| Win 64% Sharpe 0.31 \| Sortino 0.76 \| Calmar 0.2 Vol 22% \| MDD -20.7% Months 28M (10%)	CAGR 8.3% \| Win 64% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.3 Vol 16% \| MDD -30.0% Months 126M (47%)
MACDhist neg	CAGR 11.9% \| Win 61% Sharpe 0.72 \| Sortino 1.36 \| Calmar 0.6 Vol 18% \| MDD -20.1% Months 41M (15%)	CAGR 10.0% \| Win 65% Sharpe 0.53 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -44.5% Months 100M (38%)	CAGR 10.5% \| Win 64% Sharpe 0.57 \| Sortino 0.71 \| Calmar 0.2 Vol 22% \| MDD -53.0% Months 141M (53%)
RSIhist only	CAGR 10.2% \| Win 63% Sharpe 0.73 \| Sortino 1.31 \| Calmar 0.4 Vol 15% \| MDD -24.3% Months 139M (52%)	CAGR 8.7% \| Win 65% Sharpe 0.48 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -46.2% Months 128M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 8.9% \| Win 64% Sharpe 0.63 \| Sortino 1.01 \| Calmar 0.4 Vol 16% \| MDD -24.5% Months 121M (45%)	CAGR -4.6% \| Win 40% Sharpe -0.13 \| Sortino -0.27 \| Calmar -0.4 Vol 21% \| MDD -12.9% Months 5M (2%)	CAGR 8.3% \| Win 64% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.3 Vol 16% \| MDD -30.0% Months 126M (47%)
MACDhist neg	CAGR 11.7% \| Win 64% Sharpe 0.68 \| Sortino 0.86 \| Calmar 0.5 Vol 19% \| MDD -25.1% Months 112M (42%)	CAGR 6.2% \| Win 62% Sharpe 0.35 \| Sortino 0.47 \| Calmar 0.1 Vol 31% \| MDD -49.7% Months 29M (11%)	CAGR 10.5% \| Win 64% Sharpe 0.57 \| Sortino 0.71 \| Calmar 0.2 Vol 22% \| MDD -53.0% Months 141M (53%)
LWTI only	CAGR 10.2% \| Win 64% Sharpe 0.66 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -35.3% Months 233M (87%)	CAGR 4.6% \| Win 59% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 30% \| MDD -49.7% Months 34M (13%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 9.6% \| Win 63% Sharpe 0.78 \| Sortino 1.42 \| Calmar 0.5 Vol 13% \| MDD -21.1% Months 120M (45%)	CAGR 13.6% \| Win 58% Sharpe 0.65 \| Sortino 1.27 \| Calmar 1.3 Vol 24% \| MDD -10.8% Months 19M (7%)	CAGR 10.2% \| Win 63% Sharpe 0.73 \| Sortino 1.31 \| Calmar 0.4 Vol 15% \| MDD -24.3% Months 139M (52%)
RSIhist neg	CAGR 10.8% \| Win 66% Sharpe 0.60 \| Sortino 0.80 \| Calmar 0.3 Vol 21% \| MDD -35.3% Months 113M (42%)	CAGR -5.9% \| Win 60% Sharpe 0.01 \| Sortino 0.02 \| Calmar -0.1 Vol 37% \| MDD -44.5% Months 15M (6%)	CAGR 8.7% \| Win 65% Sharpe 0.48 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -46.2% Months 128M (48%)
LWTI only	CAGR 10.2% \| Win 64% Sharpe 0.66 \| Sortino 0.90 \| Calmar 0.3 Vol 17% \| MDD -35.3% Months 233M (87%)	CAGR 4.6% \| Win 59% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 30% \| MDD -49.7% Months 34M (13%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 8.0% \| Win 62% Sharpe 0.60 \| Sortino 1.03 \| Calmar 0.3 Vol 15% \| MDD -25.6% Months 172M (64%)	CAGR 23.7% \| Win 74% Sharpe 1.21 \| Sortino 2.20 \| Calmar 2.3 Vol 19% \| MDD -10.2% Months 27M (10%)	CAGR 10.0% \| Win 63% Sharpe 0.70 \| Sortino 1.19 \| Calmar 0.3 Vol 15% \| MDD -29.8% Months 199M (74%)
MRmean neg	CAGR 29.2% \| Win 78% Sharpe 2.40 \| Sortino 2.08 \| Calmar 5.5 Vol 11% \| MDD -5.3% Months 9M (3%)	CAGR 5.0% \| Win 63% Sharpe 0.32 \| Sortino 0.41 \| Calmar 0.1 Vol 29% \| MDD -44.5% Months 59M (22%)	CAGR 7.9% \| Win 65% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 27% \| MDD -47.4% Months 68M (26%)
SLmean only	CAGR 9.0% \| Win 62% Sharpe 0.66 \| Sortino 1.13 \| Calmar 0.3 Vol 15% \| MDD -26.6% Months 181M (68%)	CAGR 10.6% \| Win 66% Sharpe 0.52 \| Sortino 0.68 \| Calmar 0.2 Vol 26% \| MDD -44.5% Months 86M (32%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 9.0% \| Win 62% Sharpe 0.64 \| Sortino 1.08 \| Calmar 0.3 Vol 15% \| MDD -27.5% Months 192M (72%)	CAGR 43.1% \| Win 86% Sharpe 2.33 \| Sortino 0.00 \| Calmar 7.9 Vol 16% \| MDD -5.4% Months 7M (3%)	CAGR 10.0% \| Win 63% Sharpe 0.70 \| Sortino 1.19 \| Calmar 0.3 Vol 15% \| MDD -29.8% Months 199M (74%)
MRmean neg	CAGR 12.7% \| Win 63% Sharpe 0.56 \| Sortino 0.83 \| Calmar 0.3 Vol 28% \| MDD -47.4% Months 51M (19%)	CAGR -5.1% \| Win 71% Sharpe -0.07 \| Sortino -0.05 \| Calmar -0.2 Vol 25% \| MDD -25.1% Months 17M (6%)	CAGR 7.9% \| Win 65% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 27% \| MDD -47.4% Months 68M (26%)
RSmean only	CAGR 9.7% \| Win 63% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.2 Vol 19% \| MDD -55.9% Months 243M (91%)	CAGR 7.0% \| Win 75% Sharpe 0.42 \| Sortino 0.31 \| Calmar 0.3 Vol 23% \| MDD -25.1% Months 24M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 6.1% \| Win 63% Sharpe 0.48 \| Sortino 0.75 \| Calmar 0.2 Vol 15% \| MDD -32.1% Months 172M (64%)	CAGR 38.8% \| Win 67% Sharpe 1.89 \| Sortino 5.06 \| Calmar 5.5 Vol 18% \| MDD -7.1% Months 27M (10%)	CAGR 10.0% \| Win 63% Sharpe 0.70 \| Sortino 1.19 \| Calmar 0.3 Vol 15% \| MDD -29.8% Months 199M (74%)
MRmean neg	CAGR 8.8% \| Win 60% Sharpe 0.45 \| Sortino 0.56 \| Calmar 0.3 Vol 27% \| MDD -32.3% Months 40M (15%)	CAGR 6.7% \| Win 71% Sharpe 0.37 \| Sortino 0.48 \| Calmar 0.1 Vol 29% \| MDD -47.4% Months 28M (10%)	CAGR 7.9% \| Win 65% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 27% \| MDD -47.4% Months 68M (26%)
MACD only	CAGR 6.6% \| Win 62% Sharpe 0.46 \| Sortino 0.61 \| Calmar 0.2 Vol 18% \| MDD -35.3% Months 212M (79%)	CAGR 21.4% \| Win 69% Sharpe 0.93 \| Sortino 1.16 \| Calmar 0.5 Vol 24% \| MDD -47.4% Months 55M (21%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 7.7% \| Win 63% Sharpe 0.58 \| Sortino 0.94 \| Calmar 0.3 Vol 15% \| MDD -29.0% Months 191M (72%)	CAGR 82.6% \| Win 75% Sharpe 2.84 \| Sortino 7.22 \| Calmar 22.3 Vol 22% \| MDD -3.7% Months 8M (3%)	CAGR 10.0% \| Win 63% Sharpe 0.70 \| Sortino 1.19 \| Calmar 0.3 Vol 15% \| MDD -29.8% Months 199M (74%)
MRmean neg	CAGR -5.9% \| Win 56% Sharpe -0.23 \| Sortino -0.34 \| Calmar -0.2 Vol 19% \| MDD -37.4% Months 34M (13%)	CAGR 23.8% \| Win 74% Sharpe 0.81 \| Sortino 0.92 \| Calmar 0.5 Vol 34% \| MDD -47.4% Months 34M (13%)	CAGR 7.9% \| Win 65% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 27% \| MDD -47.4% Months 68M (26%)
RSI only	CAGR 5.5% \| Win 62% Sharpe 0.43 \| Sortino 0.67 \| Calmar 0.1 Vol 16% \| MDD -37.4% Months 225M (84%)	CAGR 33.3% \| Win 74% Sharpe 1.08 \| Sortino 1.16 \| Calmar 0.7 Vol 32% \| MDD -47.4% Months 42M (16%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.3% \| Win 64% Sharpe 0.67 \| Sortino 1.09 \| Calmar 0.4 Vol 15% \| MDD -22.4% Months 123M (46%)	CAGR 11.3% \| Win 62% Sharpe 0.74 \| Sortino 1.33 \| Calmar 0.6 Vol 16% \| MDD -17.5% Months 76M (28%)	CAGR 10.0% \| Win 63% Sharpe 0.70 \| Sortino 1.19 \| Calmar 0.3 Vol 15% \| MDD -29.8% Months 199M (74%)
MRmean neg	CAGR -23.4% \| Win 33% Sharpe -0.57 \| Sortino -1.62 \| Calmar -1.5 Vol 38% \| MDD -15.3% Months 3M (1%)	CAGR 9.7% \| Win 66% Sharpe 0.48 \| Sortino 0.57 \| Calmar 0.2 Vol 27% \| MDD -47.4% Months 65M (24%)	CAGR 7.9% \| Win 65% Sharpe 0.42 \| Sortino 0.52 \| Calmar 0.2 Vol 27% \| MDD -47.4% Months 68M (26%)
MACDhist only	CAGR 8.3% \| Win 64% Sharpe 0.59 \| Sortino 0.96 \| Calmar 0.3 Vol 16% \| MDD -30.0% Months 126M (47%)	CAGR 10.5% \| Win 64% Sharpe 0.57 \| Sortino 0.71 \| Calmar 0.2 Vol 22% \| MDD -53.0% Months 141M (53%)