VCLT - Vanguard Long-Term Corporate Bond Idx Fund ETF

Signal Pair Analysis

RSmean-LWTI

Best Pair

24.4%

Best CAGR

Total Months

5.1%

Avg CAGR

VCLT 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 VCLT

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSmean	LWTI	neg-neg	1	0.5	24.4	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.5	24.4	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	RSIhist	pos-neg	21	10.6	18.8	61.9	2.0	7.0	4.4	8.8	-4.2
pair	RSIhist	SLmean	pos-neg	21	10.6	18.8	61.9	2.0	7.0	4.4	8.8	-4.2
pair	LWTI	MACD	pos-neg	19	9.6	16.7	63.2	1.9	4.0	3.6	8.4	-4.6
pair	MACD	LWTI	pos-neg	19	9.6	16.7	63.2	1.9	4.0	3.6	8.4	-4.6
pair	RSI	LWTI	pos-neg	16	8.1	16.2	62.5	1.8	3.6	4.2	8.8	-3.8
pair	LWTI	RSI	pos-neg	16	8.1	16.2	62.5	1.8	3.6	4.2	8.8	-3.8
pair	MRmean	SLmean	neg-pos	6	3.0	15.8	50.0	1.3	4.0	6.4	11.5	-2.5
pair	SLmean	MRmean	neg-pos	6	3.0	15.8	50.0	1.3	4.0	6.4	11.5	-2.5
pair	MACD	RSIhist	neg-neg	24	12.1	14.4	62.5	0.9	1.6	0.9	15.9	-15.3
pair	RSIhist	MACD	neg-neg	24	12.1	14.4	62.5	0.9	1.6	0.9	15.9	-15.3
pair	LWTI	RSIhist	pos-neg	13	6.6	13.8	69.2	1.1	1.8	2.4	12.3	-5.8
pair	RSIhist	LWTI	pos-neg	13	6.6	13.8	69.2	1.1	1.8	2.4	12.3	-5.8
pair	RSmean	SLmean	pos-neg	5	2.5	13.0	40.0	1.1	10.7	16.2	11.3	-0.8
pair	SLmean	RSmean	pos-neg	5	2.5	13.0	40.0	1.1	10.7	16.2	11.3	-0.8
pair	SLmean	LWTI	pos-neg	14	7.1	11.9	64.3	1.0	1.6	1.2	11.4	-10.2
pair	LWTI	SLmean	pos-neg	14	7.1	11.9	64.3	1.0	1.6	1.2	11.4	-10.2
pair	MRmean	RSIhist	pos-neg	34	17.2	11.4	61.8	1.2	2.3	1.2	9.1	-9.5
pair	RSIhist	MRmean	pos-neg	34	17.2	11.4	61.8	1.2	2.3	1.2	9.1	-9.5
pair	MACD	LWTI	neg-pos	40	20.2	10.8	57.5	1.0	2.0	0.9	11.4	-11.5
pair	LWTI	MACD	neg-pos	40	20.2	10.8	57.5	1.0	2.0	0.9	11.4	-11.5
pair	MRmean	RSmean	pos-neg	6	3.0	10.4	33.3	1.0	8.1	12.7	10.2	-0.8
pair	RSmean	MRmean	pos-neg	6	3.0	10.4	33.3	1.0	8.1	12.7	10.2	-0.8
pair	MACD	SLmean	neg-neg	32	16.2	10.2	56.2	0.7	1.3	0.7	15.2	-15.7
pair	SLmean	MACD	neg-neg	32	16.2	10.2	56.2	0.7	1.3	0.7	15.2	-15.7
pair	MACDhist	MACD	neg-neg	39	19.7	10.2	56.4	0.8	1.4	0.7	14.3	-15.3
pair	MACD	MACDhist	neg-neg	39	19.7	10.2	56.4	0.8	1.4	0.7	14.3	-15.3
pair	RSI	MACDhist	neg-pos	12	6.1	10.0	66.7	0.8	1.3	0.9	12.0	-11.2
pair	MACDhist	RSI	neg-pos	12	6.1	10.0	66.7	0.8	1.3	0.9	12.0	-11.2
pair	MACD	RSI	neg-pos	27	13.6	9.6	55.6	1.0	2.1	1.2	9.3	-8.2
pair	RSI	MACD	neg-pos	27	13.6	9.6	55.6	1.0	2.1	1.2	9.3	-8.2
pair	MACDhist	MRmean	pos-neg	46	23.2	9.2	63.0	1.0	1.5	1.0	9.0	-9.2
pair	MRmean	MACDhist	pos-neg	46	23.2	9.2	63.0	1.0	1.5	1.0	9.0	-9.2
pair	MRmean	SLmean	pos-neg	21	10.6	9.1	66.7	1.0	1.5	1.2	9.1	-7.6
pair	SLmean	MRmean	pos-neg	21	10.6	9.1	66.7	1.0	1.5	1.2	9.1	-7.6
pair	RSIhist	MACDhist	pos-neg	25	12.6	9.1	64.0	0.9	1.6	1.0	10.3	-9.5
pair	MACDhist	RSIhist	pos-neg	25	12.6	9.1	64.0	0.9	1.6	1.0	10.3	-9.5
pair	RSIhist	RSmean	neg-neg	12	6.1	9.0	66.7	1.0	1.5	2.0	9.2	-4.5
pair	RSmean	RSIhist	neg-neg	12	6.1	9.0	66.7	1.0	1.5	2.0	9.2	-4.5
pair	RSI	RSIhist	pos-neg	70	35.4	8.9	60.0	1.0	1.7	0.9	9.2	-10.3
pair	RSIhist	RSI	pos-neg	70	35.4	8.9	60.0	1.0	1.7	0.9	9.2	-10.3
pair	MACDhist	MRmean	neg-pos	13	6.6	8.8	69.2	0.8	1.4	0.8	11.2	-11.2
pair	MRmean	MACDhist	neg-pos	13	6.6	8.8	69.2	0.8	1.4	0.8	11.2	-11.2
pair	MACDhist	SLmean	pos-neg	42	21.2	8.7	59.5	0.9	1.4	0.7	9.8	-12.9
pair	SLmean	MACDhist	pos-neg	42	21.2	8.7	59.5	0.9	1.4	0.7	9.8	-12.9
pair	SLmean	RSIhist	neg-pos	13	6.6	8.3	53.8	0.7	1.5	1.1	11.9	-7.4
pair	RSIhist	SLmean	neg-pos	13	6.6	8.3	53.8	0.7	1.5	1.1	11.9	-7.4
pair	MRmean	LWTI	neg-neg	22	11.1	8.3	50.0	0.6	1.0	0.5	15.5	-15.3
pair	LWTI	MRmean	neg-neg	22	11.1	8.3	50.0	0.6	1.0	0.5	15.5	-15.3
pair	MRmean	MACD	neg-neg	28	14.1	8.2	53.6	0.6	1.2	0.5	16.3	-18.3
pair	MACD	MRmean	neg-neg	28	14.1	8.2	53.6	0.6	1.2	0.5	16.3	-18.3
pair	LWTI	MACDhist	neg-neg	32	16.2	8.2	56.2	0.6	1.0	0.5	14.0	-15.3
single	LWTI	LWTI	neg-neg	32	16.2	8.2	56.2	0.6	1.0	0.5	14.0	-15.3
pair	MACDhist	LWTI	neg-neg	32	16.2	8.2	56.2	0.6	1.0	0.5	14.0	-15.3
pair	MRmean	LWTI	pos-neg	10	5.1	8.0	70.0	0.8	0.9	1.0	10.7	-7.9
pair	LWTI	MRmean	pos-neg	10	5.1	8.0	70.0	0.8	0.9	1.0	10.7	-7.9
pair	LWTI	RSmean	pos-neg	31	15.7	7.7	54.8	0.6	1.0	0.5	14.2	-15.3
pair	MACD	RSmean	pos-neg	35	17.7	7.7	54.3	0.6	1.1	0.5	15.4	-15.3
pair	RSmean	LWTI	pos-neg	31	15.7	7.7	54.8	0.6	1.0	0.5	14.2	-15.3
pair	RSmean	MACD	pos-neg	35	17.7	7.7	54.3	0.6	1.1	0.5	15.4	-15.3
pair	RSIhist	LWTI	neg-pos	76	38.4	7.5	63.2	0.7	1.1	0.3	10.7	-21.8
pair	MACDhist	RSI	pos-neg	78	39.4	7.5	57.7	0.9	1.5	0.6	8.8	-12.1
pair	RSI	MACDhist	pos-neg	78	39.4	7.5	57.7	0.9	1.5	0.6	8.8	-12.1
pair	LWTI	RSIhist	neg-pos	76	38.4	7.5	63.2	0.7	1.1	0.3	10.7	-21.8
single	MACD	MACD	neg-neg	53	26.8	7.2	54.7	0.6	1.1	0.5	13.8	-15.3
single	RSIhist	RSIhist	neg-neg	95	48.0	6.9	60.0	0.6	0.9	0.2	11.7	-30.5
pair	RSmean	RSIhist	pos-neg	83	41.9	6.6	59.0	0.6	0.9	0.2	12.1	-30.5
pair	RSIhist	RSmean	pos-neg	83	41.9	6.6	59.0	0.6	0.9	0.2	12.1	-30.5
pair	MACDhist	SLmean	neg-pos	24	12.1	6.5	66.7	0.6	1.1	0.5	10.8	-14.2
pair	SLmean	MACDhist	neg-pos	24	12.1	6.5	66.7	0.6	1.1	0.5	10.8	-14.2
pair	RSI	RSIhist	neg-pos	14	7.1	6.3	57.1	0.5	1.0	0.7	14.3	-9.4
pair	RSIhist	RSI	neg-pos	14	7.1	6.3	57.1	0.5	1.0	0.7	14.3	-9.4
pair	RSmean	MACD	neg-neg	18	9.1	6.2	55.6	0.6	1.2	0.7	10.3	-9.5
pair	MACD	RSmean	neg-neg	18	9.1	6.2	55.6	0.6	1.2	0.7	10.3	-9.5
pair	MRmean	MACD	pos-neg	25	12.6	6.1	56.0	0.6	1.0	0.7	10.6	-8.2
pair	MACDhist	RSIhist	neg-neg	70	35.4	6.1	58.6	0.6	0.8	0.2	12.2	-30.5
pair	RSIhist	MACDhist	neg-neg	70	35.4	6.1	58.6	0.6	0.8	0.2	12.2	-30.5
pair	MACD	MRmean	pos-neg	25	12.6	6.1	56.0	0.6	1.0	0.7	10.6	-8.2
pair	RSmean	MACDhist	pos-neg	90	45.5	5.8	57.8	0.5	0.8	0.2	12.1	-30.9
pair	SLmean	RSmean	neg-pos	69	34.8	5.8	60.9	0.5	0.8	0.2	12.8	-30.5
pair	RSmean	SLmean	neg-pos	69	34.8	5.8	60.9	0.5	0.8	0.2	12.8	-30.5
pair	MACDhist	RSmean	pos-neg	90	45.5	5.8	57.8	0.5	0.8	0.2	12.1	-30.9
single	MACDhist	MACDhist	neg-neg	105	53.0	5.6	57.1	0.5	0.8	0.2	11.6	-31.5
pair	SLmean	RSI	neg-neg	32	16.2	5.5	62.5	0.4	0.7	0.2	16.5	-26.8
pair	RSI	SLmean	neg-neg	32	16.2	5.5	62.5	0.4	0.7	0.2	16.5	-26.8
pair	RSmean	MRmean	neg-pos	55	27.8	5.5	56.4	0.5	0.7	0.2	13.8	-30.5
pair	MRmean	RSmean	neg-pos	55	27.8	5.5	56.4	0.5	0.7	0.2	13.8	-30.5
pair	RSI	SLmean	pos-pos	104	52.5	5.5	59.6	0.6	0.9	0.3	9.3	-21.0
pair	SLmean	RSI	pos-pos	104	52.5	5.5	59.6	0.6	0.9	0.3	9.3	-21.0
pair	SLmean	LWTI	neg-neg	18	9.1	5.4	50.0	0.4	0.7	0.3	16.1	-17.0
pair	LWTI	SLmean	neg-neg	18	9.1	5.4	50.0	0.4	0.7	0.3	16.1	-17.0
pair	RSI	RSmean	pos-pos	144	72.7	5.2	60.4	0.6	0.9	0.3	9.2	-16.9
pair	RSmean	RSI	pos-pos	144	72.7	5.2	60.4	0.6	0.9	0.3	9.2	-16.9
pair	RSI	MRmean	pos-pos	119	60.1	5.1	60.5	0.6	0.9	0.3	9.2	-16.3
pair	MRmean	RSI	pos-pos	119	60.1	5.1	60.5	0.6	0.9	0.3	9.2	-16.3
pair	SLmean	MACD	pos-pos	90	45.5	5.1	60.0	0.6	0.8	0.3	9.1	-18.0
pair	MACD	SLmean	pos-pos	90	45.5	5.1	60.0	0.6	0.8	0.3	9.1	-18.0
pair	RSI	LWTI	neg-pos	23	11.6	5.0	65.2	0.4	0.6	0.2	14.8	-24.0
pair	LWTI	RSI	neg-pos	23	11.6	5.0	65.2	0.4	0.6	0.2	14.8	-24.0
single	RSmean	RSmean	pos-pos	175	88.4	4.9	60.0	0.5	0.7	0.2	10.9	-31.3
single	MRmean	MRmean	pos-pos	126	63.6	4.9	60.3	0.6	0.8	0.3	9.4	-16.0
single	RSI	RSI	pos-pos	159	80.3	4.9	58.5	0.6	0.9	0.3	9.2	-18.5
pair	MACDhist	RSIhist	neg-pos	35	17.7	4.7	54.3	0.5	0.8	0.8	10.5	-6.0
pair	RSIhist	MACDhist	neg-pos	35	17.7	4.7	54.3	0.5	0.8	0.8	10.5	-6.0
single	SLmean	SLmean	pos-pos	111	56.1	4.7	58.6	0.5	0.8	0.2	9.6	-24.1
pair	RSI	MACD	neg-neg	26	13.1	4.7	53.8	0.3	0.8	0.3	17.4	-15.3
pair	MACD	RSI	neg-neg	26	13.1	4.7	53.8	0.3	0.8	0.3	17.4	-15.3
pair	MRmean	RSmean	pos-pos	120	60.6	4.6	61.7	0.5	0.8	0.2	9.4	-20.0
pair	RSmean	MRmean	pos-pos	120	60.6	4.6	61.7	0.5	0.8	0.2	9.4	-20.0
pair	MRmean	MACD	pos-pos	101	51.0	4.6	61.4	0.5	0.8	0.3	9.1	-13.1
pair	MACD	MRmean	pos-pos	101	51.0	4.6	61.4	0.5	0.8	0.3	9.1	-13.1
pair	LWTI	MRmean	pos-pos	116	58.6	4.6	59.5	0.5	0.8	0.5	9.3	-9.3
pair	MRmean	LWTI	pos-pos	116	58.6	4.6	59.5	0.5	0.8	0.5	9.3	-9.3
pair	MACD	RSIhist	pos-neg	71	35.9	4.5	59.2	0.5	0.7	0.2	10.0	-19.9
pair	RSIhist	MACD	pos-neg	71	35.9	4.5	59.2	0.5	0.7	0.2	10.0	-19.9
pair	RSIhist	LWTI	neg-neg	19	9.6	4.5	47.4	0.4	0.6	0.3	15.4	-15.3
pair	LWTI	RSIhist	neg-neg	19	9.6	4.5	47.4	0.4	0.6	0.3	15.4	-15.3
pair	benchmark___benchmark_		benchmark-benchmark	198	100.0	4.5	58.6	0.5	0.7	0.1	10.8	-31.8
pair		benchmark___benchmark_	benchmark-benchmark	198	100.0	4.5	58.6	0.5	0.7	0.1	10.8	-31.8
pair	MACDhist	LWTI	neg-pos	73	36.9	4.5	57.5	0.5	0.7	0.2	10.5	-21.0
pair	LWTI	MACDhist	neg-pos	73	36.9	4.5	57.5	0.5	0.7	0.2	10.5	-21.0
single	SLmean	SLmean	neg-neg	87	43.9	4.4	58.6	0.4	0.7	0.1	12.2	-30.5
pair	RSIhist	MRmean	neg-neg	61	30.8	4.4	59.0	0.4	0.6	0.1	13.0	-30.5
pair	MRmean	RSIhist	neg-neg	61	30.8	4.4	59.0	0.4	0.6	0.1	13.0	-30.5
pair	RSmean	LWTI	pos-pos	144	72.7	4.3	61.1	0.5	0.7	0.2	10.1	-22.9
pair	RSmean	MACDhist	neg-neg	15	7.6	4.3	53.3	0.5	1.0	0.5	8.9	-9.0
pair	MACDhist	RSmean	neg-neg	15	7.6	4.3	53.3	0.5	1.0	0.5	8.9	-9.0
pair	LWTI	RSmean	pos-pos	144	72.7	4.3	61.1	0.5	0.7	0.2	10.1	-22.9
pair	RSmean	SLmean	pos-pos	106	53.5	4.3	59.4	0.5	0.7	0.1	9.5	-27.9
pair	SLmean	RSmean	pos-pos	106	53.5	4.3	59.4	0.5	0.7	0.1	9.5	-27.9
pair	RSmean	MACD	pos-pos	140	70.7	4.2	61.4	0.5	0.7	0.2	9.6	-24.5
pair	MACD	RSmean	pos-pos	140	70.7	4.2	61.4	0.5	0.7	0.2	9.6	-24.5
pair	MACD	MACDhist	pos-pos	79	39.9	4.1	62.0	0.5	0.7	0.3	9.3	-12.2
pair	MACDhist	MACD	pos-pos	79	39.9	4.1	62.0	0.5	0.7	0.3	9.3	-12.2
pair	MRmean	SLmean	pos-pos	105	53.0	4.1	59.0	0.5	0.7	0.2	9.5	-22.2
pair	RSI	MRmean	neg-pos	40	20.2	4.1	52.5	0.5	0.9	0.3	9.2	-13.4
pair	MRmean	RSI	neg-pos	40	20.2	4.1	52.5	0.5	0.9	0.3	9.2	-13.4
pair	LWTI	SLmean	neg-pos	69	34.8	4.1	60.9	0.4	0.6	0.1	11.1	-27.6
pair	SLmean	LWTI	neg-pos	69	34.8	4.1	60.9	0.4	0.6	0.1	11.1	-27.6
pair	SLmean	MRmean	pos-pos	105	53.0	4.1	59.0	0.5	0.7	0.2	9.5	-22.2
pair	RSI	MACD	pos-pos	132	66.7	3.9	59.1	0.5	0.7	0.2	9.1	-15.5
pair	MACD	RSI	pos-pos	132	66.7	3.9	59.1	0.5	0.7	0.2	9.1	-15.5
single	LWTI	LWTI	pos-pos	166	83.8	3.9	59.0	0.4	0.6	0.1	10.1	-29.2
single	MRmean	MRmean	neg-neg	72	36.4	3.9	55.6	0.4	0.6	0.1	12.9	-30.5
pair	RSmean	MACDhist	pos-pos	85	42.9	3.9	62.4	0.4	0.7	0.2	9.6	-15.5
pair	MACDhist	RSmean	pos-pos	85	42.9	3.9	62.4	0.4	0.7	0.2	9.6	-15.5
pair	MRmean	RSI	neg-neg	32	16.2	3.8	59.4	0.3	0.5	0.1	16.6	-26.8
pair	RSI	MRmean	neg-neg	32	16.2	3.8	59.4	0.3	0.5	0.1	16.6	-26.8
pair	RSI	SLmean	neg-pos	55	27.8	3.7	56.4	0.5	0.8	0.2	9.0	-15.0
pair	RSIhist	SLmean	neg-neg	74	37.4	3.7	59.5	0.4	0.5	0.1	12.3	-30.5
pair	SLmean	RSIhist	neg-neg	74	37.4	3.7	59.5	0.4	0.5	0.1	12.3	-30.5
pair	SLmean	RSI	neg-pos	55	27.8	3.7	56.4	0.5	0.8	0.2	9.0	-15.0
pair	LWTI	RSI	pos-pos	143	72.2	3.7	58.0	0.4	0.7	0.2	9.2	-18.5
pair	LWTI	SLmean	pos-pos	97	49.0	3.7	57.7	0.4	0.6	0.2	9.3	-15.6
pair	SLmean	LWTI	pos-pos	97	49.0	3.7	57.7	0.4	0.6	0.2	9.3	-15.6
pair	RSI	LWTI	pos-pos	143	72.2	3.7	58.0	0.4	0.7	0.2	9.2	-18.5
pair	SLmean	MACDhist	neg-neg	63	31.8	3.6	55.6	0.3	0.5	0.1	12.8	-30.5
pair	MACDhist	SLmean	neg-neg	63	31.8	3.6	55.6	0.3	0.5	0.1	12.8	-30.5
single	MACD	MACD	pos-pos	145	73.2	3.6	60.0	0.4	0.6	0.1	9.5	-25.1
pair	RSmean	RSI	pos-neg	31	15.7	3.6	58.1	0.3	0.5	0.1	16.9	-26.8
pair	RSI	RSmean	pos-neg	31	15.7	3.6	58.1	0.3	0.5	0.1	16.9	-26.8
pair	RSmean	RSIhist	pos-pos	92	46.5	3.4	60.9	0.4	0.6	0.2	9.8	-20.2
pair	RSIhist	RSmean	pos-pos	92	46.5	3.4	60.9	0.4	0.6	0.2	9.8	-20.2
pair	LWTI	MACDhist	pos-pos	93	47.0	3.3	60.2	0.4	0.6	0.2	9.8	-17.0
pair	MACDhist	LWTI	pos-pos	93	47.0	3.3	60.2	0.4	0.6	0.2	9.8	-17.0
single	MACDhist	MACDhist	pos-pos	93	47.0	3.3	60.2	0.4	0.6	0.2	9.8	-17.0
single	RSI	RSI	neg-neg	39	19.7	3.2	59.0	0.3	0.5	0.1	15.9	-26.8
pair	MACD	MACDhist	pos-neg	66	33.3	3.0	57.6	0.3	0.5	0.1	9.8	-21.0
pair	MACDhist	MACD	pos-neg	66	33.3	3.0	57.6	0.3	0.5	0.1	9.8	-21.0
pair	MRmean	MACDhist	neg-neg	59	29.8	2.9	52.5	0.3	0.5	0.1	13.3	-30.5
pair	MACDhist	MRmean	neg-neg	59	29.8	2.9	52.5	0.3	0.5	0.1	13.3	-30.5
pair	SLmean	MRmean	neg-neg	66	33.3	2.9	56.1	0.3	0.5	0.1	13.1	-30.5
pair	MRmean	SLmean	neg-neg	66	33.3	2.9	56.1	0.3	0.5	0.1	13.1	-30.5
pair	SLmean	MACD	pos-neg	21	10.6	2.8	52.4	0.3	0.5	0.2	11.5	-12.2
pair	MACD	SLmean	pos-neg	21	10.6	2.8	52.4	0.3	0.5	0.2	11.5	-12.2
pair	RSIhist	MACD	pos-pos	74	37.4	2.8	60.8	0.3	0.5	0.1	9.1	-23.4
pair	MACD	RSIhist	pos-pos	74	37.4	2.8	60.8	0.3	0.5	0.1	9.1	-23.4
pair	RSIhist	MRmean	pos-pos	92	46.5	2.6	59.8	0.3	0.4	0.1	9.5	-24.9
pair	MRmean	RSIhist	pos-pos	92	46.5	2.6	59.8	0.3	0.4	0.1	9.5	-24.9
pair	MRmean	MACDhist	pos-pos	80	40.4	2.5	58.8	0.3	0.4	0.3	9.6	-9.5
pair	MACDhist	MRmean	pos-pos	80	40.4	2.5	58.8	0.3	0.4	0.3	9.6	-9.5
single	RSIhist	RSIhist	pos-pos	103	52.0	2.4	57.3	0.3	0.4	0.1	9.9	-20.8
pair	RSI	MACDhist	pos-pos	81	40.9	2.4	59.3	0.3	0.4	0.1	9.5	-18.0
pair	MACDhist	RSI	pos-pos	81	40.9	2.4	59.3	0.3	0.4	0.1	9.5	-18.0
pair	MACDhist	SLmean	pos-pos	69	34.8	2.3	58.0	0.3	0.4	0.1	9.5	-14.8
pair	SLmean	MACDhist	pos-pos	69	34.8	2.3	58.0	0.3	0.4	0.1	9.5	-14.8
pair	LWTI	MRmean	neg-pos	50	25.3	2.1	58.0	0.2	0.4	0.1	11.7	-27.6
pair	MRmean	LWTI	neg-pos	50	25.3	2.1	58.0	0.2	0.4	0.1	11.7	-27.6
single	RSmean	RSmean	neg-neg	23	11.6	2.0	47.8	0.2	0.4	0.1	9.8	-14.2
pair	RSmean	RSI	neg-pos	15	7.6	2.0	40.0	0.3	0.5	0.2	8.6	-10.1
pair	RSI	RSmean	neg-pos	15	7.6	2.0	40.0	0.3	0.5	0.2	8.6	-10.1
pair	RSI	RSmean	neg-neg	8	4.0	1.8	62.5	0.2	0.3	0.2	12.3	-7.4
pair	RSmean	RSI	neg-neg	8	4.0	1.8	62.5	0.2	0.3	0.2	12.3	-7.4
pair	RSI	RSIhist	pos-pos	89	44.9	1.8	57.3	0.2	0.3	0.1	9.1	-26.2
pair	RSIhist	RSI	pos-pos	89	44.9	1.8	57.3	0.2	0.3	0.1	9.1	-26.2
pair	MACD	LWTI	pos-pos	126	63.6	1.7	59.5	0.2	0.3	0.1	9.6	-25.1
pair	LWTI	MACD	pos-pos	126	63.6	1.7	59.5	0.2	0.3	0.1	9.6	-25.1
pair	RSIhist	SLmean	pos-pos	90	45.5	1.6	57.8	0.2	0.3	0.1	9.6	-30.0
pair	SLmean	RSIhist	pos-pos	90	45.5	1.6	57.8	0.2	0.3	0.1	9.6	-30.0
pair	MACD	RSIhist	neg-pos	29	14.6	1.6	48.3	0.2	0.4	0.2	11.8	-9.4
pair	RSIhist	MACD	neg-pos	29	14.6	1.6	48.3	0.2	0.4	0.2	11.8	-9.4
pair	RSI	RSIhist	neg-neg	25	12.6	1.5	60.0	0.2	0.3	0.1	17.0	-26.8
pair	RSIhist	RSI	neg-neg	25	12.6	1.5	60.0	0.2	0.3	0.1	17.0	-26.8
pair	MRmean	MACD	neg-pos	44	22.2	1.3	56.8	0.2	0.2	0.1	10.3	-19.9
pair	MACD	MRmean	neg-pos	44	22.2	1.3	56.8	0.2	0.2	0.1	10.3	-19.9
pair	MRmean	RSIhist	neg-pos	11	5.6	1.3	36.4	0.2	0.4	0.2	13.1	-7.4
pair	RSIhist	MRmean	neg-pos	11	5.6	1.3	36.4	0.2	0.4	0.2	13.1	-7.4
pair	RSIhist	MACDhist	pos-pos	68	34.3	1.3	58.8	0.2	0.2	0.1	9.6	-22.1
pair	MACDhist	RSIhist	pos-pos	68	34.3	1.3	58.8	0.2	0.2	0.1	9.6	-22.1
pair	MACD	SLmean	neg-pos	55	27.8	1.2	60.0	0.2	0.2	0.1	10.1	-19.9
pair	SLmean	MACD	neg-pos	55	27.8	1.2	60.0	0.2	0.2	0.1	10.1	-19.9
pair	RSmean	LWTI	neg-pos	22	11.1	1.1	45.5	0.1	0.3	0.1	9.9	-15.8
pair	LWTI	RSmean	neg-pos	22	11.1	1.1	45.5	0.1	0.3	0.1	9.9	-15.8
pair	LWTI	RSIhist	pos-pos	90	45.5	0.9	55.6	0.1	0.2	0.0	9.5	-23.1
pair	RSIhist	LWTI	pos-pos	90	45.5	0.9	55.6	0.1	0.2	0.0	9.5	-23.1
pair	LWTI	RSI	neg-neg	16	8.1	0.7	50.0	0.1	0.2	0.0	17.9	-15.3
pair	RSI	LWTI	neg-neg	16	8.1	0.7	50.0	0.1	0.2	0.0	17.9	-15.3
pair	MRmean	RSI	pos-neg	7	3.5	0.6	57.1	0.1	0.1	0.2	13.6	-3.1
pair	RSI	MRmean	pos-neg	7	3.5	0.6	57.1	0.1	0.1	0.2	13.6	-3.1
pair	RSI	MACDhist	neg-neg	27	13.6	0.3	55.6	0.1	0.2	0.0	17.5	-26.8
pair	MACDhist	RSI	neg-neg	27	13.6	0.3	55.6	0.1	0.2	0.0	17.5	-26.8
pair	MACD	RSI	pos-neg	13	6.6	0.2	69.2	0.1	0.1	0.0	13.0	-15.7
pair	RSI	MACD	pos-neg	13	6.6	0.2	69.2	0.1	0.1	0.0	13.0	-15.7
pair	MACD	MACDhist	neg-pos	14	7.1	-0.8	50.0	-0.0	-0.0	-0.1	12.3	-11.3
pair	MACDhist	MACD	neg-pos	14	7.1	-0.8	50.0	-0.0	-0.0	-0.1	12.3	-11.3
pair	MRmean	RSmean	neg-neg	17	8.6	-0.9	52.9	-0.0	-0.1	-0.1	9.8	-13.5
pair	RSmean	MRmean	neg-neg	17	8.6	-0.9	52.9	-0.0	-0.1	-0.1	9.8	-13.5
pair	RSmean	SLmean	neg-neg	18	9.1	-0.9	50.0	-0.1	-0.1	-0.1	9.5	-13.6
pair	SLmean	RSmean	neg-neg	18	9.1	-0.9	50.0	-0.1	-0.1	-0.1	9.5	-13.6
pair	MACDhist	RSmean	neg-pos	8	4.0	-2.3	37.5	-0.1	-0.2	-0.4	11.8	-5.4
pair	RSmean	MACDhist	neg-pos	8	4.0	-2.3	37.5	-0.1	-0.2	-0.4	11.8	-5.4
pair	LWTI	MACD	neg-neg	13	6.6	-3.2	46.2	-0.1	-0.2	-0.2	19.7	-15.3
pair	MACD	LWTI	neg-neg	13	6.6	-3.2	46.2	-0.1	-0.2	-0.2	19.7	-15.3
pair	RSIhist	RSmean	neg-pos	11	5.6	-5.2	27.3	-0.5	-0.8	-0.6	10.4	-8.6
pair	RSmean	RSIhist	neg-pos	11	5.6	-5.2	27.3	-0.5	-0.8	-0.6	10.4	-8.6
pair	RSI	SLmean	pos-neg	7	3.5	-6.8	42.9	-0.5	-0.8	-0.8	13.7	-8.1
pair	SLmean	RSI	pos-neg	7	3.5	-6.8	42.9	-0.5	-0.8	-0.8	13.7	-8.1
pair	MACD	RSmean	neg-pos	5	2.5	-12.0	20.0	-1.9	-1.8	-10.5	6.7	-1.2
pair	RSmean	MACD	neg-pos	5	2.5	-12.0	20.0	-1.9	-1.8	-10.5	6.7	-1.2

All Contingency Tables for VCLT

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 4.1% \| Win 59% Sharpe 0.47 \| Sortino 0.68 \| Calmar 0.2 Vol 10% \| MDD -22.2% Months 105M (53%)	CAGR 9.1% \| Win 67% Sharpe 1.01 \| Sortino 1.51 \| Calmar 1.2 Vol 9% \| MDD -7.6% Months 21M (11%)	CAGR 4.9% \| Win 60% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.3 Vol 9% \| MDD -16.0% Months 126M (64%)
MRmean neg	CAGR 15.8% \| Win 50% Sharpe 1.32 \| Sortino 3.97 \| Calmar 6.4 Vol 12% \| MDD -2.5% Months 6M (3%)	CAGR 2.9% \| Win 56% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 13% \| MDD -30.5% Months 66M (33%)	CAGR 3.9% \| Win 56% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 13% \| MDD -30.5% Months 72M (36%)
SLmean only	CAGR 4.7% \| Win 59% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.2 Vol 10% \| MDD -24.1% Months 111M (56%)	CAGR 4.4% \| Win 59% Sharpe 0.41 \| Sortino 0.65 \| Calmar 0.1 Vol 12% \| MDD -30.5% Months 87M (44%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 4.6% \| Win 62% Sharpe 0.53 \| Sortino 0.77 \| Calmar 0.2 Vol 9% \| MDD -20.0% Months 120M (61%)	CAGR 10.4% \| Win 33% Sharpe 1.01 \| Sortino 8.07 \| Calmar 12.7 Vol 10% \| MDD -0.8% Months 6M (3%)	CAGR 4.9% \| Win 60% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.3 Vol 9% \| MDD -16.0% Months 126M (64%)
MRmean neg	CAGR 5.5% \| Win 56% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.2 Vol 14% \| MDD -30.5% Months 55M (28%)	CAGR -0.9% \| Win 53% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 10% \| MDD -13.5% Months 17M (9%)	CAGR 3.9% \| Win 56% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 13% \| MDD -30.5% Months 72M (36%)
RSmean only	CAGR 4.9% \| Win 60% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 11% \| MDD -31.3% Months 175M (88%)	CAGR 2.0% \| Win 48% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.1 Vol 10% \| MDD -14.2% Months 23M (12%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.6% \| Win 61% Sharpe 0.54 \| Sortino 0.76 \| Calmar 0.3 Vol 9% \| MDD -13.1% Months 101M (51%)	CAGR 6.1% \| Win 56% Sharpe 0.61 \| Sortino 0.99 \| Calmar 0.7 Vol 11% \| MDD -8.2% Months 25M (13%)	CAGR 4.9% \| Win 60% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.3 Vol 9% \| MDD -16.0% Months 126M (64%)
MRmean neg	CAGR 1.3% \| Win 57% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.1 Vol 10% \| MDD -19.9% Months 44M (22%)	CAGR 8.2% \| Win 54% Sharpe 0.56 \| Sortino 1.18 \| Calmar 0.4 Vol 16% \| MDD -18.3% Months 28M (14%)	CAGR 3.9% \| Win 56% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 13% \| MDD -30.5% Months 72M (36%)
MACD only	CAGR 3.6% \| Win 60% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.1 Vol 10% \| MDD -25.1% Months 145M (73%)	CAGR 7.2% \| Win 55% Sharpe 0.57 \| Sortino 1.08 \| Calmar 0.5 Vol 14% \| MDD -15.3% Months 53M (27%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.1% \| Win 60% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.3 Vol 9% \| MDD -16.3% Months 119M (60%)	CAGR 0.6% \| Win 57% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.2 Vol 14% \| MDD -3.1% Months 7M (4%)	CAGR 4.9% \| Win 60% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.3 Vol 9% \| MDD -16.0% Months 126M (64%)
MRmean neg	CAGR 4.1% \| Win 52% Sharpe 0.48 \| Sortino 0.89 \| Calmar 0.3 Vol 9% \| MDD -13.4% Months 40M (20%)	CAGR 3.8% \| Win 59% Sharpe 0.30 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -26.8% Months 32M (16%)	CAGR 3.9% \| Win 56% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 13% \| MDD -30.5% Months 72M (36%)
RSI only	CAGR 4.9% \| Win 58% Sharpe 0.57 \| Sortino 0.88 \| Calmar 0.3 Vol 9% \| MDD -18.5% Months 159M (80%)	CAGR 3.2% \| Win 59% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 16% \| MDD -26.8% Months 39M (20%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 59% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.3 Vol 10% \| MDD -9.5% Months 80M (40%)	CAGR 9.2% \| Win 63% Sharpe 1.02 \| Sortino 1.48 \| Calmar 1.0 Vol 9% \| MDD -9.2% Months 46M (23%)	CAGR 4.9% \| Win 60% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.3 Vol 9% \| MDD -16.0% Months 126M (64%)
MRmean neg	CAGR 8.8% \| Win 69% Sharpe 0.81 \| Sortino 1.40 \| Calmar 0.8 Vol 11% \| MDD -11.2% Months 13M (7%)	CAGR 2.9% \| Win 52% Sharpe 0.28 \| Sortino 0.45 \| Calmar 0.1 Vol 13% \| MDD -30.5% Months 59M (30%)	CAGR 3.9% \| Win 56% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 13% \| MDD -30.5% Months 72M (36%)
MACDhist only	CAGR 3.3% \| Win 60% Sharpe 0.38 \| Sortino 0.57 \| Calmar 0.2 Vol 10% \| MDD -17.0% Months 93M (47%)	CAGR 5.6% \| Win 57% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 12% \| MDD -31.5% Months 105M (53%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 2.6% \| Win 60% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.1 Vol 10% \| MDD -24.9% Months 92M (46%)	CAGR 11.4% \| Win 62% Sharpe 1.24 \| Sortino 2.29 \| Calmar 1.2 Vol 9% \| MDD -9.5% Months 34M (17%)	CAGR 4.9% \| Win 60% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.3 Vol 9% \| MDD -16.0% Months 126M (64%)
MRmean neg	CAGR 1.3% \| Win 36% Sharpe 0.16 \| Sortino 0.38 \| Calmar 0.2 Vol 13% \| MDD -7.4% Months 11M (6%)	CAGR 4.4% \| Win 59% Sharpe 0.40 \| Sortino 0.60 \| Calmar 0.1 Vol 13% \| MDD -30.5% Months 61M (31%)	CAGR 3.9% \| Win 56% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 13% \| MDD -30.5% Months 72M (36%)
RSIhist only	CAGR 2.4% \| Win 57% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 10% \| MDD -20.8% Months 103M (52%)	CAGR 6.9% \| Win 60% Sharpe 0.63 \| Sortino 0.95 \| Calmar 0.2 Vol 12% \| MDD -30.5% Months 95M (48%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 4.6% \| Win 60% Sharpe 0.53 \| Sortino 0.79 \| Calmar 0.5 Vol 9% \| MDD -9.3% Months 116M (59%)	CAGR 8.0% \| Win 70% Sharpe 0.77 \| Sortino 0.89 \| Calmar 1.0 Vol 11% \| MDD -7.9% Months 10M (5%)	CAGR 4.9% \| Win 60% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.3 Vol 9% \| MDD -16.0% Months 126M (64%)
MRmean neg	CAGR 2.1% \| Win 58% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.1 Vol 12% \| MDD -27.6% Months 50M (25%)	CAGR 8.3% \| Win 50% Sharpe 0.59 \| Sortino 1.02 \| Calmar 0.5 Vol 16% \| MDD -15.3% Months 22M (11%)	CAGR 3.9% \| Win 56% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 13% \| MDD -30.5% Months 72M (36%)
LWTI only	CAGR 3.9% \| Win 59% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.1 Vol 10% \| MDD -29.2% Months 166M (84%)	CAGR 8.2% \| Win 56% Sharpe 0.63 \| Sortino 1.02 \| Calmar 0.5 Vol 14% \| MDD -15.3% Months 32M (16%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 4.3% \| Win 59% Sharpe 0.49 \| Sortino 0.71 \| Calmar 0.2 Vol 10% \| MDD -27.9% Months 106M (54%)	CAGR 13.0% \| Win 40% Sharpe 1.13 \| Sortino 10.71 \| Calmar 16.2 Vol 11% \| MDD -0.8% Months 5M (2%)	CAGR 4.7% \| Win 59% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.2 Vol 10% \| MDD -24.1% Months 111M (56%)
SLmean neg	CAGR 5.8% \| Win 61% Sharpe 0.51 \| Sortino 0.78 \| Calmar 0.2 Vol 13% \| MDD -30.5% Months 69M (35%)	CAGR -0.9% \| Win 50% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 10% \| MDD -13.6% Months 18M (9%)	CAGR 4.4% \| Win 59% Sharpe 0.41 \| Sortino 0.65 \| Calmar 0.1 Vol 12% \| MDD -30.5% Months 87M (44%)
RSmean only	CAGR 4.9% \| Win 60% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 11% \| MDD -31.3% Months 175M (88%)	CAGR 2.0% \| Win 48% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.1 Vol 10% \| MDD -14.2% Months 23M (12%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 5.1% \| Win 60% Sharpe 0.59 \| Sortino 0.83 \| Calmar 0.3 Vol 9% \| MDD -18.0% Months 90M (46%)	CAGR 2.8% \| Win 52% Sharpe 0.29 \| Sortino 0.54 \| Calmar 0.2 Vol 12% \| MDD -12.2% Months 21M (11%)	CAGR 4.7% \| Win 59% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.2 Vol 10% \| MDD -24.1% Months 111M (56%)
SLmean neg	CAGR 1.2% \| Win 60% Sharpe 0.17 \| Sortino 0.22 \| Calmar 0.1 Vol 10% \| MDD -19.9% Months 55M (28%)	CAGR 10.2% \| Win 56% Sharpe 0.71 \| Sortino 1.33 \| Calmar 0.7 Vol 15% \| MDD -15.7% Months 32M (16%)	CAGR 4.4% \| Win 59% Sharpe 0.41 \| Sortino 0.65 \| Calmar 0.1 Vol 12% \| MDD -30.5% Months 87M (44%)
MACD only	CAGR 3.6% \| Win 60% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.1 Vol 10% \| MDD -25.1% Months 145M (73%)	CAGR 7.2% \| Win 55% Sharpe 0.57 \| Sortino 1.08 \| Calmar 0.5 Vol 14% \| MDD -15.3% Months 53M (27%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 5.5% \| Win 60% Sharpe 0.62 \| Sortino 0.91 \| Calmar 0.3 Vol 9% \| MDD -21.0% Months 104M (52%)	CAGR -6.8% \| Win 43% Sharpe -0.45 \| Sortino -0.79 \| Calmar -0.8 Vol 14% \| MDD -8.1% Months 7M (4%)	CAGR 4.7% \| Win 59% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.2 Vol 10% \| MDD -24.1% Months 111M (56%)
SLmean neg	CAGR 3.7% \| Win 56% Sharpe 0.45 \| Sortino 0.78 \| Calmar 0.3 Vol 9% \| MDD -15.0% Months 55M (28%)	CAGR 5.5% \| Win 62% Sharpe 0.41 \| Sortino 0.70 \| Calmar 0.2 Vol 16% \| MDD -26.8% Months 32M (16%)	CAGR 4.4% \| Win 59% Sharpe 0.41 \| Sortino 0.65 \| Calmar 0.1 Vol 12% \| MDD -30.5% Months 87M (44%)
RSI only	CAGR 4.9% \| Win 58% Sharpe 0.57 \| Sortino 0.88 \| Calmar 0.3 Vol 9% \| MDD -18.5% Months 159M (80%)	CAGR 3.2% \| Win 59% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 16% \| MDD -26.8% Months 39M (20%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 2.3% \| Win 58% Sharpe 0.28 \| Sortino 0.40 \| Calmar 0.2 Vol 10% \| MDD -14.8% Months 69M (35%)	CAGR 8.7% \| Win 60% Sharpe 0.91 \| Sortino 1.41 \| Calmar 0.7 Vol 10% \| MDD -12.9% Months 42M (21%)	CAGR 4.7% \| Win 59% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.2 Vol 10% \| MDD -24.1% Months 111M (56%)
SLmean neg	CAGR 6.5% \| Win 67% Sharpe 0.63 \| Sortino 1.10 \| Calmar 0.5 Vol 11% \| MDD -14.2% Months 24M (12%)	CAGR 3.6% \| Win 56% Sharpe 0.34 \| Sortino 0.53 \| Calmar 0.1 Vol 13% \| MDD -30.5% Months 63M (32%)	CAGR 4.4% \| Win 59% Sharpe 0.41 \| Sortino 0.65 \| Calmar 0.1 Vol 12% \| MDD -30.5% Months 87M (44%)
MACDhist only	CAGR 3.3% \| Win 60% Sharpe 0.38 \| Sortino 0.57 \| Calmar 0.2 Vol 10% \| MDD -17.0% Months 93M (47%)	CAGR 5.6% \| Win 57% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 12% \| MDD -31.5% Months 105M (53%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 1.6% \| Win 58% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.1 Vol 10% \| MDD -30.0% Months 90M (46%)	CAGR 18.8% \| Win 62% Sharpe 2.00 \| Sortino 7.00 \| Calmar 4.4 Vol 9% \| MDD -4.2% Months 21M (11%)	CAGR 4.7% \| Win 59% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.2 Vol 10% \| MDD -24.1% Months 111M (56%)
SLmean neg	CAGR 8.3% \| Win 54% Sharpe 0.73 \| Sortino 1.46 \| Calmar 1.1 Vol 12% \| MDD -7.4% Months 13M (7%)	CAGR 3.7% \| Win 60% Sharpe 0.36 \| Sortino 0.54 \| Calmar 0.1 Vol 12% \| MDD -30.5% Months 74M (37%)	CAGR 4.4% \| Win 59% Sharpe 0.41 \| Sortino 0.65 \| Calmar 0.1 Vol 12% \| MDD -30.5% Months 87M (44%)
RSIhist only	CAGR 2.4% \| Win 57% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 10% \| MDD -20.8% Months 103M (52%)	CAGR 6.9% \| Win 60% Sharpe 0.63 \| Sortino 0.95 \| Calmar 0.2 Vol 12% \| MDD -30.5% Months 95M (48%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 3.7% \| Win 58% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.2 Vol 9% \| MDD -15.6% Months 97M (49%)	CAGR 11.9% \| Win 64% Sharpe 1.04 \| Sortino 1.63 \| Calmar 1.2 Vol 11% \| MDD -10.2% Months 14M (7%)	CAGR 4.7% \| Win 59% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.2 Vol 10% \| MDD -24.1% Months 111M (56%)
SLmean neg	CAGR 4.1% \| Win 61% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.1 Vol 11% \| MDD -27.6% Months 69M (35%)	CAGR 5.4% \| Win 50% Sharpe 0.40 \| Sortino 0.67 \| Calmar 0.3 Vol 16% \| MDD -17.0% Months 18M (9%)	CAGR 4.4% \| Win 59% Sharpe 0.41 \| Sortino 0.65 \| Calmar 0.1 Vol 12% \| MDD -30.5% Months 87M (44%)
LWTI only	CAGR 3.9% \| Win 59% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.1 Vol 10% \| MDD -29.2% Months 166M (84%)	CAGR 8.2% \| Win 56% Sharpe 0.63 \| Sortino 1.02 \| Calmar 0.5 Vol 14% \| MDD -15.3% Months 32M (16%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 4.2% \| Win 61% Sharpe 0.48 \| Sortino 0.65 \| Calmar 0.2 Vol 10% \| MDD -24.5% Months 140M (71%)	CAGR 7.7% \| Win 54% Sharpe 0.56 \| Sortino 1.09 \| Calmar 0.5 Vol 15% \| MDD -15.3% Months 35M (18%)	CAGR 4.9% \| Win 60% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 11% \| MDD -31.3% Months 175M (88%)
RSmean neg	CAGR -12.0% \| Win 20% Sharpe -1.88 \| Sortino -1.78 \| Calmar -10.5 Vol 7% \| MDD -1.2% Months 5M (2%)	CAGR 6.2% \| Win 56% Sharpe 0.64 \| Sortino 1.25 \| Calmar 0.7 Vol 10% \| MDD -9.5% Months 18M (9%)	CAGR 2.0% \| Win 48% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.1 Vol 10% \| MDD -14.2% Months 23M (12%)
MACD only	CAGR 3.6% \| Win 60% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.1 Vol 10% \| MDD -25.1% Months 145M (73%)	CAGR 7.2% \| Win 55% Sharpe 0.57 \| Sortino 1.08 \| Calmar 0.5 Vol 14% \| MDD -15.3% Months 53M (27%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 5.2% \| Win 60% Sharpe 0.59 \| Sortino 0.91 \| Calmar 0.3 Vol 9% \| MDD -16.9% Months 144M (73%)	CAGR 3.6% \| Win 58% Sharpe 0.29 \| Sortino 0.50 \| Calmar 0.1 Vol 17% \| MDD -26.8% Months 31M (16%)	CAGR 4.9% \| Win 60% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 11% \| MDD -31.3% Months 175M (88%)
RSmean neg	CAGR 2.0% \| Win 40% Sharpe 0.27 \| Sortino 0.51 \| Calmar 0.2 Vol 9% \| MDD -10.1% Months 15M (8%)	CAGR 1.8% \| Win 62% Sharpe 0.20 \| Sortino 0.34 \| Calmar 0.2 Vol 12% \| MDD -7.4% Months 8M (4%)	CAGR 2.0% \| Win 48% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.1 Vol 10% \| MDD -14.2% Months 23M (12%)
RSI only	CAGR 4.9% \| Win 58% Sharpe 0.57 \| Sortino 0.88 \| Calmar 0.3 Vol 9% \| MDD -18.5% Months 159M (80%)	CAGR 3.2% \| Win 59% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 16% \| MDD -26.8% Months 39M (20%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 3.9% \| Win 62% Sharpe 0.44 \| Sortino 0.66 \| Calmar 0.2 Vol 10% \| MDD -15.5% Months 85M (43%)	CAGR 5.8% \| Win 58% Sharpe 0.53 \| Sortino 0.80 \| Calmar 0.2 Vol 12% \| MDD -30.9% Months 90M (46%)	CAGR 4.9% \| Win 60% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 11% \| MDD -31.3% Months 175M (88%)
RSmean neg	CAGR -2.3% \| Win 38% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.4 Vol 12% \| MDD -5.4% Months 8M (4%)	CAGR 4.3% \| Win 53% Sharpe 0.52 \| Sortino 1.04 \| Calmar 0.5 Vol 9% \| MDD -9.0% Months 15M (8%)	CAGR 2.0% \| Win 48% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.1 Vol 10% \| MDD -14.2% Months 23M (12%)
MACDhist only	CAGR 3.3% \| Win 60% Sharpe 0.38 \| Sortino 0.57 \| Calmar 0.2 Vol 10% \| MDD -17.0% Months 93M (47%)	CAGR 5.6% \| Win 57% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 12% \| MDD -31.5% Months 105M (53%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 3.4% \| Win 61% Sharpe 0.39 \| Sortino 0.56 \| Calmar 0.2 Vol 10% \| MDD -20.2% Months 92M (46%)	CAGR 6.6% \| Win 59% Sharpe 0.59 \| Sortino 0.90 \| Calmar 0.2 Vol 12% \| MDD -30.5% Months 83M (42%)	CAGR 4.9% \| Win 60% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 11% \| MDD -31.3% Months 175M (88%)
RSmean neg	CAGR -5.2% \| Win 27% Sharpe -0.47 \| Sortino -0.84 \| Calmar -0.6 Vol 10% \| MDD -8.6% Months 11M (6%)	CAGR 9.0% \| Win 67% Sharpe 0.99 \| Sortino 1.46 \| Calmar 2.0 Vol 9% \| MDD -4.5% Months 12M (6%)	CAGR 2.0% \| Win 48% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.1 Vol 10% \| MDD -14.2% Months 23M (12%)
RSIhist only	CAGR 2.4% \| Win 57% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 10% \| MDD -20.8% Months 103M (52%)	CAGR 6.9% \| Win 60% Sharpe 0.63 \| Sortino 0.95 \| Calmar 0.2 Vol 12% \| MDD -30.5% Months 95M (48%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 4.3% \| Win 61% Sharpe 0.47 \| Sortino 0.67 \| Calmar 0.2 Vol 10% \| MDD -22.9% Months 144M (73%)	CAGR 7.7% \| Win 55% Sharpe 0.59 \| Sortino 0.97 \| Calmar 0.5 Vol 14% \| MDD -15.3% Months 31M (16%)	CAGR 4.9% \| Win 60% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 11% \| MDD -31.3% Months 175M (88%)
RSmean neg	CAGR 1.1% \| Win 46% Sharpe 0.15 \| Sortino 0.27 \| Calmar 0.1 Vol 10% \| MDD -15.8% Months 22M (11%)	CAGR 24.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 2.0% \| Win 48% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.1 Vol 10% \| MDD -14.2% Months 23M (12%)
LWTI only	CAGR 3.9% \| Win 59% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.1 Vol 10% \| MDD -29.2% Months 166M (84%)	CAGR 8.2% \| Win 56% Sharpe 0.63 \| Sortino 1.02 \| Calmar 0.5 Vol 14% \| MDD -15.3% Months 32M (16%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 3.9% \| Win 59% Sharpe 0.47 \| Sortino 0.69 \| Calmar 0.3 Vol 9% \| MDD -15.5% Months 132M (67%)	CAGR 0.2% \| Win 69% Sharpe 0.08 \| Sortino 0.07 \| Calmar 0.0 Vol 13% \| MDD -15.7% Months 13M (7%)	CAGR 3.6% \| Win 60% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.1 Vol 10% \| MDD -25.1% Months 145M (73%)
MACD neg	CAGR 9.6% \| Win 56% Sharpe 1.04 \| Sortino 2.07 \| Calmar 1.2 Vol 9% \| MDD -8.2% Months 27M (14%)	CAGR 4.7% \| Win 54% Sharpe 0.35 \| Sortino 0.76 \| Calmar 0.3 Vol 17% \| MDD -15.3% Months 26M (13%)	CAGR 7.2% \| Win 55% Sharpe 0.57 \| Sortino 1.08 \| Calmar 0.5 Vol 14% \| MDD -15.3% Months 53M (27%)
RSI only	CAGR 4.9% \| Win 58% Sharpe 0.57 \| Sortino 0.88 \| Calmar 0.3 Vol 9% \| MDD -18.5% Months 159M (80%)	CAGR 3.2% \| Win 59% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 16% \| MDD -26.8% Months 39M (20%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 4.1% \| Win 62% Sharpe 0.47 \| Sortino 0.68 \| Calmar 0.3 Vol 9% \| MDD -12.2% Months 79M (40%)	CAGR 3.0% \| Win 58% Sharpe 0.35 \| Sortino 0.45 \| Calmar 0.1 Vol 10% \| MDD -21.0% Months 66M (33%)	CAGR 3.6% \| Win 60% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.1 Vol 10% \| MDD -25.1% Months 145M (73%)
MACD neg	CAGR -0.8% \| Win 50% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.1 Vol 12% \| MDD -11.3% Months 14M (7%)	CAGR 10.2% \| Win 56% Sharpe 0.75 \| Sortino 1.41 \| Calmar 0.7 Vol 14% \| MDD -15.3% Months 39M (20%)	CAGR 7.2% \| Win 55% Sharpe 0.57 \| Sortino 1.08 \| Calmar 0.5 Vol 14% \| MDD -15.3% Months 53M (27%)
MACDhist only	CAGR 3.3% \| Win 60% Sharpe 0.38 \| Sortino 0.57 \| Calmar 0.2 Vol 10% \| MDD -17.0% Months 93M (47%)	CAGR 5.6% \| Win 57% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 12% \| MDD -31.5% Months 105M (53%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 2.8% \| Win 61% Sharpe 0.35 \| Sortino 0.45 \| Calmar 0.1 Vol 9% \| MDD -23.4% Months 74M (37%)	CAGR 4.5% \| Win 59% Sharpe 0.49 \| Sortino 0.67 \| Calmar 0.2 Vol 10% \| MDD -19.9% Months 71M (36%)	CAGR 3.6% \| Win 60% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.1 Vol 10% \| MDD -25.1% Months 145M (73%)
MACD neg	CAGR 1.6% \| Win 48% Sharpe 0.19 \| Sortino 0.36 \| Calmar 0.2 Vol 12% \| MDD -9.4% Months 29M (15%)	CAGR 14.4% \| Win 62% Sharpe 0.93 \| Sortino 1.62 \| Calmar 0.9 Vol 16% \| MDD -15.3% Months 24M (12%)	CAGR 7.2% \| Win 55% Sharpe 0.57 \| Sortino 1.08 \| Calmar 0.5 Vol 14% \| MDD -15.3% Months 53M (27%)
RSIhist only	CAGR 2.4% \| Win 57% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 10% \| MDD -20.8% Months 103M (52%)	CAGR 6.9% \| Win 60% Sharpe 0.63 \| Sortino 0.95 \| Calmar 0.2 Vol 12% \| MDD -30.5% Months 95M (48%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 1.7% \| Win 60% Sharpe 0.23 \| Sortino 0.30 \| Calmar 0.1 Vol 10% \| MDD -25.1% Months 126M (64%)	CAGR 16.7% \| Win 63% Sharpe 1.90 \| Sortino 4.01 \| Calmar 3.6 Vol 8% \| MDD -4.6% Months 19M (10%)	CAGR 3.6% \| Win 60% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.1 Vol 10% \| MDD -25.1% Months 145M (73%)
MACD neg	CAGR 10.8% \| Win 57% Sharpe 0.96 \| Sortino 2.00 \| Calmar 0.9 Vol 11% \| MDD -11.5% Months 40M (20%)	CAGR -3.2% \| Win 46% Sharpe -0.08 \| Sortino -0.19 \| Calmar -0.2 Vol 20% \| MDD -15.3% Months 13M (7%)	CAGR 7.2% \| Win 55% Sharpe 0.57 \| Sortino 1.08 \| Calmar 0.5 Vol 14% \| MDD -15.3% Months 53M (27%)
LWTI only	CAGR 3.9% \| Win 59% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.1 Vol 10% \| MDD -29.2% Months 166M (84%)	CAGR 8.2% \| Win 56% Sharpe 0.63 \| Sortino 1.02 \| Calmar 0.5 Vol 14% \| MDD -15.3% Months 32M (16%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 2.4% \| Win 59% Sharpe 0.30 \| Sortino 0.43 \| Calmar 0.1 Vol 10% \| MDD -18.0% Months 81M (41%)	CAGR 7.5% \| Win 58% Sharpe 0.87 \| Sortino 1.47 \| Calmar 0.6 Vol 9% \| MDD -12.1% Months 78M (39%)	CAGR 4.9% \| Win 58% Sharpe 0.57 \| Sortino 0.88 \| Calmar 0.3 Vol 9% \| MDD -18.5% Months 159M (80%)
RSI neg	CAGR 10.0% \| Win 67% Sharpe 0.85 \| Sortino 1.30 \| Calmar 0.9 Vol 12% \| MDD -11.2% Months 12M (6%)	CAGR 0.3% \| Win 56% Sharpe 0.10 \| Sortino 0.19 \| Calmar 0.0 Vol 18% \| MDD -26.8% Months 27M (14%)	CAGR 3.2% \| Win 59% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 16% \| MDD -26.8% Months 39M (20%)
MACDhist only	CAGR 3.3% \| Win 60% Sharpe 0.38 \| Sortino 0.57 \| Calmar 0.2 Vol 10% \| MDD -17.0% Months 93M (47%)	CAGR 5.6% \| Win 57% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 12% \| MDD -31.5% Months 105M (53%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 1.8% \| Win 57% Sharpe 0.25 \| Sortino 0.34 \| Calmar 0.1 Vol 9% \| MDD -26.2% Months 89M (45%)	CAGR 8.9% \| Win 60% Sharpe 0.97 \| Sortino 1.74 \| Calmar 0.9 Vol 9% \| MDD -10.3% Months 70M (35%)	CAGR 4.9% \| Win 58% Sharpe 0.57 \| Sortino 0.88 \| Calmar 0.3 Vol 9% \| MDD -18.5% Months 159M (80%)
RSI neg	CAGR 6.3% \| Win 57% Sharpe 0.49 \| Sortino 0.96 \| Calmar 0.7 Vol 14% \| MDD -9.4% Months 14M (7%)	CAGR 1.5% \| Win 60% Sharpe 0.17 \| Sortino 0.29 \| Calmar 0.1 Vol 17% \| MDD -26.8% Months 25M (13%)	CAGR 3.2% \| Win 59% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 16% \| MDD -26.8% Months 39M (20%)
RSIhist only	CAGR 2.4% \| Win 57% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 10% \| MDD -20.8% Months 103M (52%)	CAGR 6.9% \| Win 60% Sharpe 0.63 \| Sortino 0.95 \| Calmar 0.2 Vol 12% \| MDD -30.5% Months 95M (48%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 3.7% \| Win 58% Sharpe 0.44 \| Sortino 0.67 \| Calmar 0.2 Vol 9% \| MDD -18.5% Months 143M (72%)	CAGR 16.2% \| Win 62% Sharpe 1.76 \| Sortino 3.59 \| Calmar 4.2 Vol 9% \| MDD -3.8% Months 16M (8%)	CAGR 4.9% \| Win 58% Sharpe 0.57 \| Sortino 0.88 \| Calmar 0.3 Vol 9% \| MDD -18.5% Months 159M (80%)
RSI neg	CAGR 5.0% \| Win 65% Sharpe 0.40 \| Sortino 0.58 \| Calmar 0.2 Vol 15% \| MDD -24.0% Months 23M (12%)	CAGR 0.7% \| Win 50% Sharpe 0.12 \| Sortino 0.25 \| Calmar 0.0 Vol 18% \| MDD -15.3% Months 16M (8%)	CAGR 3.2% \| Win 59% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 16% \| MDD -26.8% Months 39M (20%)
LWTI only	CAGR 3.9% \| Win 59% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.1 Vol 10% \| MDD -29.2% Months 166M (84%)	CAGR 8.2% \| Win 56% Sharpe 0.63 \| Sortino 1.02 \| Calmar 0.5 Vol 14% \| MDD -15.3% Months 32M (16%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 1.3% \| Win 59% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.1 Vol 10% \| MDD -22.1% Months 68M (34%)	CAGR 9.1% \| Win 64% Sharpe 0.90 \| Sortino 1.60 \| Calmar 1.0 Vol 10% \| MDD -9.5% Months 25M (13%)	CAGR 3.3% \| Win 60% Sharpe 0.38 \| Sortino 0.57 \| Calmar 0.2 Vol 10% \| MDD -17.0% Months 93M (47%)
MACDhist neg	CAGR 4.7% \| Win 54% Sharpe 0.49 \| Sortino 0.82 \| Calmar 0.8 Vol 10% \| MDD -6.0% Months 35M (18%)	CAGR 6.1% \| Win 59% Sharpe 0.55 \| Sortino 0.80 \| Calmar 0.2 Vol 12% \| MDD -30.5% Months 70M (35%)	CAGR 5.6% \| Win 57% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 12% \| MDD -31.5% Months 105M (53%)
RSIhist only	CAGR 2.4% \| Win 57% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 10% \| MDD -20.8% Months 103M (52%)	CAGR 6.9% \| Win 60% Sharpe 0.63 \| Sortino 0.95 \| Calmar 0.2 Vol 12% \| MDD -30.5% Months 95M (48%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 3.3% \| Win 60% Sharpe 0.38 \| Sortino 0.57 \| Calmar 0.2 Vol 10% \| MDD -17.0% Months 93M (47%)	-	CAGR 3.3% \| Win 60% Sharpe 0.38 \| Sortino 0.57 \| Calmar 0.2 Vol 10% \| MDD -17.0% Months 93M (47%)
MACDhist neg	CAGR 4.5% \| Win 57% Sharpe 0.47 \| Sortino 0.70 \| Calmar 0.2 Vol 10% \| MDD -21.0% Months 73M (37%)	CAGR 8.2% \| Win 56% Sharpe 0.63 \| Sortino 1.02 \| Calmar 0.5 Vol 14% \| MDD -15.3% Months 32M (16%)	CAGR 5.6% \| Win 57% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 12% \| MDD -31.5% Months 105M (53%)
LWTI only	CAGR 3.9% \| Win 59% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.1 Vol 10% \| MDD -29.2% Months 166M (84%)	CAGR 8.2% \| Win 56% Sharpe 0.63 \| Sortino 1.02 \| Calmar 0.5 Vol 14% \| MDD -15.3% Months 32M (16%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 0.9% \| Win 56% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.0 Vol 10% \| MDD -23.1% Months 90M (46%)	CAGR 13.8% \| Win 69% Sharpe 1.11 \| Sortino 1.80 \| Calmar 2.4 Vol 12% \| MDD -5.8% Months 13M (7%)	CAGR 2.4% \| Win 57% Sharpe 0.29 \| Sortino 0.44 \| Calmar 0.1 Vol 10% \| MDD -20.8% Months 103M (52%)
RSIhist neg	CAGR 7.5% \| Win 63% Sharpe 0.73 \| Sortino 1.08 \| Calmar 0.3 Vol 11% \| MDD -21.8% Months 76M (38%)	CAGR 4.5% \| Win 47% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.3 Vol 15% \| MDD -15.3% Months 19M (10%)	CAGR 6.9% \| Win 60% Sharpe 0.63 \| Sortino 0.95 \| Calmar 0.2 Vol 12% \| MDD -30.5% Months 95M (48%)
LWTI only	CAGR 3.9% \| Win 59% Sharpe 0.43 \| Sortino 0.63 \| Calmar 0.1 Vol 10% \| MDD -29.2% Months 166M (84%)	CAGR 8.2% \| Win 56% Sharpe 0.63 \| Sortino 1.02 \| Calmar 0.5 Vol 14% \| MDD -15.3% Months 32M (16%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 4.1% \| Win 59% Sharpe 0.47 \| Sortino 0.68 \| Calmar 0.2 Vol 10% \| MDD -22.2% Months 105M (53%)	CAGR 9.1% \| Win 67% Sharpe 1.01 \| Sortino 1.51 \| Calmar 1.2 Vol 9% \| MDD -7.6% Months 21M (11%)	CAGR 4.9% \| Win 60% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.3 Vol 9% \| MDD -16.0% Months 126M (64%)
MRmean neg	CAGR 15.8% \| Win 50% Sharpe 1.32 \| Sortino 3.97 \| Calmar 6.4 Vol 12% \| MDD -2.5% Months 6M (3%)	CAGR 2.9% \| Win 56% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.1 Vol 13% \| MDD -30.5% Months 66M (33%)	CAGR 3.9% \| Win 56% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 13% \| MDD -30.5% Months 72M (36%)
SLmean only	CAGR 4.7% \| Win 59% Sharpe 0.52 \| Sortino 0.78 \| Calmar 0.2 Vol 10% \| MDD -24.1% Months 111M (56%)	CAGR 4.4% \| Win 59% Sharpe 0.41 \| Sortino 0.65 \| Calmar 0.1 Vol 12% \| MDD -30.5% Months 87M (44%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 4.6% \| Win 62% Sharpe 0.53 \| Sortino 0.77 \| Calmar 0.2 Vol 9% \| MDD -20.0% Months 120M (61%)	CAGR 10.4% \| Win 33% Sharpe 1.01 \| Sortino 8.07 \| Calmar 12.7 Vol 10% \| MDD -0.8% Months 6M (3%)	CAGR 4.9% \| Win 60% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.3 Vol 9% \| MDD -16.0% Months 126M (64%)
MRmean neg	CAGR 5.5% \| Win 56% Sharpe 0.46 \| Sortino 0.72 \| Calmar 0.2 Vol 14% \| MDD -30.5% Months 55M (28%)	CAGR -0.9% \| Win 53% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.1 Vol 10% \| MDD -13.5% Months 17M (9%)	CAGR 3.9% \| Win 56% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 13% \| MDD -30.5% Months 72M (36%)
RSmean only	CAGR 4.9% \| Win 60% Sharpe 0.49 \| Sortino 0.73 \| Calmar 0.2 Vol 11% \| MDD -31.3% Months 175M (88%)	CAGR 2.0% \| Win 48% Sharpe 0.25 \| Sortino 0.42 \| Calmar 0.1 Vol 10% \| MDD -14.2% Months 23M (12%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 4.6% \| Win 61% Sharpe 0.54 \| Sortino 0.76 \| Calmar 0.3 Vol 9% \| MDD -13.1% Months 101M (51%)	CAGR 6.1% \| Win 56% Sharpe 0.61 \| Sortino 0.99 \| Calmar 0.7 Vol 11% \| MDD -8.2% Months 25M (13%)	CAGR 4.9% \| Win 60% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.3 Vol 9% \| MDD -16.0% Months 126M (64%)
MRmean neg	CAGR 1.3% \| Win 57% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.1 Vol 10% \| MDD -19.9% Months 44M (22%)	CAGR 8.2% \| Win 54% Sharpe 0.56 \| Sortino 1.18 \| Calmar 0.4 Vol 16% \| MDD -18.3% Months 28M (14%)	CAGR 3.9% \| Win 56% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 13% \| MDD -30.5% Months 72M (36%)
MACD only	CAGR 3.6% \| Win 60% Sharpe 0.42 \| Sortino 0.57 \| Calmar 0.1 Vol 10% \| MDD -25.1% Months 145M (73%)	CAGR 7.2% \| Win 55% Sharpe 0.57 \| Sortino 1.08 \| Calmar 0.5 Vol 14% \| MDD -15.3% Months 53M (27%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.1% \| Win 60% Sharpe 0.59 \| Sortino 0.87 \| Calmar 0.3 Vol 9% \| MDD -16.3% Months 119M (60%)	CAGR 0.6% \| Win 57% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.2 Vol 14% \| MDD -3.1% Months 7M (4%)	CAGR 4.9% \| Win 60% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.3 Vol 9% \| MDD -16.0% Months 126M (64%)
MRmean neg	CAGR 4.1% \| Win 52% Sharpe 0.48 \| Sortino 0.89 \| Calmar 0.3 Vol 9% \| MDD -13.4% Months 40M (20%)	CAGR 3.8% \| Win 59% Sharpe 0.30 \| Sortino 0.54 \| Calmar 0.1 Vol 17% \| MDD -26.8% Months 32M (16%)	CAGR 3.9% \| Win 56% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 13% \| MDD -30.5% Months 72M (36%)
RSI only	CAGR 4.9% \| Win 58% Sharpe 0.57 \| Sortino 0.88 \| Calmar 0.3 Vol 9% \| MDD -18.5% Months 159M (80%)	CAGR 3.2% \| Win 59% Sharpe 0.28 \| Sortino 0.48 \| Calmar 0.1 Vol 16% \| MDD -26.8% Months 39M (20%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 59% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.3 Vol 10% \| MDD -9.5% Months 80M (40%)	CAGR 9.2% \| Win 63% Sharpe 1.02 \| Sortino 1.48 \| Calmar 1.0 Vol 9% \| MDD -9.2% Months 46M (23%)	CAGR 4.9% \| Win 60% Sharpe 0.56 \| Sortino 0.81 \| Calmar 0.3 Vol 9% \| MDD -16.0% Months 126M (64%)
MRmean neg	CAGR 8.8% \| Win 69% Sharpe 0.81 \| Sortino 1.40 \| Calmar 0.8 Vol 11% \| MDD -11.2% Months 13M (7%)	CAGR 2.9% \| Win 52% Sharpe 0.28 \| Sortino 0.45 \| Calmar 0.1 Vol 13% \| MDD -30.5% Months 59M (30%)	CAGR 3.9% \| Win 56% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.1 Vol 13% \| MDD -30.5% Months 72M (36%)
MACDhist only	CAGR 3.3% \| Win 60% Sharpe 0.38 \| Sortino 0.57 \| Calmar 0.2 Vol 10% \| MDD -17.0% Months 93M (47%)	CAGR 5.6% \| Win 57% Sharpe 0.53 \| Sortino 0.81 \| Calmar 0.2 Vol 12% \| MDD -31.5% Months 105M (53%)