VCSH - Vanguard Short-Term Corporate Bond ETF

Signal Pair Analysis

MRmean-MACDhist

Best Pair

38.8%

Best CAGR

Total Months

2.9%

Avg CAGR

VCSH 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 VCSH

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MRmean	MACDhist	neg-pos	1	0.5	38.8	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	MRmean	neg-pos	1	0.5	38.8	100.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	RSI	neg-pos	3	1.5	12.2	66.7	2.6	0.0	122.0	4.4	-0.1
pair	RSI	MACDhist	neg-pos	3	1.5	12.2	66.7	2.6	0.0	122.0	4.4	-0.1
pair	SLmean	MACDhist	neg-pos	6	3.0	12.0	66.7	2.6	49.4	120.4	4.4	-0.1
pair	MACDhist	SLmean	neg-pos	6	3.0	12.0	66.7	2.6	49.4	120.4	4.4	-0.1
pair	SLmean	RSIhist	neg-pos	7	3.4	11.2	71.4	3.0	10.1	21.0	3.6	-0.5
pair	RSIhist	SLmean	neg-pos	7	3.4	11.2	71.4	3.0	10.1	21.0	3.6	-0.5
pair	RSI	LWTI	neg-pos	5	2.5	9.1	60.0	2.4	23.6	91.3	3.7	-0.1
pair	LWTI	RSI	neg-pos	5	2.5	9.1	60.0	2.4	23.6	91.3	3.7	-0.1
pair	MRmean	RSIhist	neg-pos	6	3.0	8.3	83.3	2.7	0.0	15.4	3.0	-0.5
pair	RSIhist	MRmean	neg-pos	6	3.0	8.3	83.3	2.7	0.0	15.4	3.0	-0.5
pair	RSI	RSIhist	neg-pos	8	3.9	8.2	75.0	1.9	2.6	6.0	4.1	-1.3
pair	RSIhist	RSI	neg-pos	8	3.9	8.2	75.0	1.9	2.6	6.0	4.1	-1.3
pair	SLmean	MACD	neg-neg	22	10.8	8.0	72.7	2.2	2.8	3.4	3.5	-2.3
pair	MACD	SLmean	neg-neg	22	10.8	8.0	72.7	2.2	2.8	3.4	3.5	-2.3
pair	RSIhist	MACDhist	pos-neg	14	6.9	6.3	71.4	2.2	15.7	13.8	2.8	-0.5
pair	MACDhist	RSIhist	pos-neg	14	6.9	6.3	71.4	2.2	15.7	13.8	2.8	-0.5
pair	RSIhist	RSmean	neg-neg	9	4.4	6.2	77.8	3.3	20.4	47.7	1.9	-0.1
pair	RSmean	RSIhist	neg-neg	9	4.4	6.2	77.8	3.3	20.4	47.7	1.9	-0.1
pair	RSmean	RSI	neg-pos	10	4.9	5.6	80.0	2.9	5.5	10.5	1.9	-0.5
pair	RSI	RSmean	neg-pos	10	4.9	5.6	80.0	2.9	5.5	10.5	1.9	-0.5
pair	MRmean	MACD	neg-neg	21	10.3	5.6	71.4	1.5	1.9	1.4	3.7	-3.9
pair	MACD	MRmean	neg-neg	21	10.3	5.6	71.4	1.5	1.9	1.4	3.7	-3.9
pair	RSmean	MACD	neg-neg	12	5.9	5.5	75.0	2.7	7.4	10.2	1.9	-0.5
pair	MACD	RSmean	neg-neg	12	5.9	5.5	75.0	2.7	7.4	10.2	1.9	-0.5
pair	RSmean	MACDhist	neg-neg	12	5.9	5.5	75.0	2.7	7.4	10.2	1.9	-0.5
pair	MACDhist	RSmean	neg-neg	12	5.9	5.5	75.0	2.7	7.4	10.2	1.9	-0.5
pair	RSmean	MRmean	neg-neg	12	5.9	5.5	75.0	2.7	7.4	10.2	1.9	-0.5
pair	MRmean	RSmean	neg-neg	12	5.9	5.5	75.0	2.7	7.4	10.2	1.9	-0.5
pair	RSmean	SLmean	neg-neg	12	5.9	5.5	75.0	2.7	7.4	10.2	1.9	-0.5
pair	SLmean	RSmean	neg-neg	12	5.9	5.5	75.0	2.7	7.4	10.2	1.9	-0.5
pair	LWTI	RSmean	neg-pos	12	5.9	5.5	75.0	2.7	7.4	10.2	1.9	-0.5
single	RSmean	RSmean	neg-neg	12	5.9	5.5	75.0	2.7	7.4	10.2	1.9	-0.5
pair	RSmean	LWTI	neg-pos	12	5.9	5.5	75.0	2.7	7.4	10.2	1.9	-0.5
pair	RSI	MRmean	pos-neg	5	2.5	5.0	60.0	1.1	1.6	50.3	4.7	-0.1
pair	MRmean	RSI	pos-neg	5	2.5	5.0	60.0	1.1	1.6	50.3	4.7	-0.1
pair	RSI	MACD	neg-neg	15	7.4	4.8	60.0	1.0	1.6	1.2	4.8	-3.9
pair	MACD	RSI	neg-neg	15	7.4	4.8	60.0	1.0	1.6	1.2	4.8	-3.9
pair	RSI	RSmean	neg-neg	2	1.0	4.7	50.0	1.5	0.0	0.0	3.1	0.0
pair	RSmean	RSI	neg-neg	2	1.0	4.7	50.0	1.5	0.0	0.0	3.1	0.0
pair	LWTI	MRmean	neg-pos	26	12.8	4.6	69.2	1.6	3.6	2.3	2.8	-2.0
pair	MRmean	RSI	neg-pos	24	11.8	4.6	70.8	1.6	3.5	2.3	2.8	-2.0
pair	RSI	MRmean	neg-pos	24	11.8	4.6	70.8	1.6	3.5	2.3	2.8	-2.0
pair	MRmean	LWTI	neg-pos	26	12.8	4.6	69.2	1.6	3.6	2.3	2.8	-2.0
pair	MACD	RSIhist	neg-neg	21	10.3	4.2	66.7	1.2	1.5	1.1	3.6	-3.9
pair	LWTI	SLmean	neg-pos	44	21.7	4.2	68.2	1.6	3.5	1.6	2.6	-2.6
pair	RSIhist	MACD	neg-neg	21	10.3	4.2	66.7	1.2	1.5	1.1	3.6	-3.9
pair	SLmean	LWTI	neg-pos	44	21.7	4.2	68.2	1.6	3.5	1.6	2.6	-2.6
pair	MACDhist	MACD	pos-pos	79	38.9	4.1	72.2	1.6	1.6	1.2	2.6	-3.5
pair	MACD	MACDhist	pos-pos	79	38.9	4.1	72.2	1.6	1.6	1.2	2.6	-3.5
pair	MACDhist	LWTI	pos-pos	85	41.9	4.1	70.6	1.5	1.7	1.2	2.6	-3.5
pair	LWTI	MACDhist	pos-pos	85	41.9	4.1	70.6	1.5	1.7	1.2	2.6	-3.5
pair	LWTI	MACD	neg-pos	31	15.3	4.0	61.3	1.6	3.7	3.6	2.5	-1.1
pair	MACDhist	RSmean	pos-pos	86	42.4	4.0	69.8	1.5	1.6	1.1	2.6	-3.5
pair	MACD	LWTI	neg-pos	31	15.3	4.0	61.3	1.6	3.7	3.6	2.5	-1.1
pair	RSmean	MACDhist	pos-pos	86	42.4	4.0	69.8	1.5	1.6	1.1	2.6	-3.5
single	MACDhist	MACDhist	pos-pos	86	42.4	4.0	69.8	1.5	1.6	1.1	2.6	-3.5
pair	RSI	SLmean	neg-pos	40	19.7	3.7	70.0	1.5	3.0	1.4	2.4	-2.6
pair	SLmean	RSI	neg-pos	40	19.7	3.7	70.0	1.5	3.0	1.4	2.4	-2.6
pair	RSI	MACDhist	pos-pos	83	40.9	3.7	69.9	1.4	1.5	1.1	2.6	-3.5
pair	MACDhist	RSI	pos-pos	83	40.9	3.7	69.9	1.4	1.5	1.1	2.6	-3.5
pair	MRmean	MACDhist	pos-pos	85	41.9	3.6	69.4	1.4	1.5	1.1	2.5	-3.5
pair	MACDhist	MRmean	pos-pos	85	41.9	3.6	69.4	1.4	1.5	1.1	2.5	-3.5
pair	MRmean	SLmean	neg-neg	36	17.7	3.6	63.9	1.0	1.5	0.6	3.8	-6.4
single	SLmean	SLmean	neg-neg	54	26.6	3.6	64.8	1.1	1.6	0.5	3.4	-6.9
pair	RSIhist	MACDhist	pos-pos	72	35.5	3.6	69.4	1.4	1.4	0.9	2.6	-3.8
pair	MACDhist	RSIhist	pos-pos	72	35.5	3.6	69.4	1.4	1.4	0.9	2.6	-3.8
pair	SLmean	MRmean	neg-neg	36	17.7	3.6	63.9	1.0	1.5	0.6	3.8	-6.4
pair	MACD	MACDhist	neg-neg	35	17.2	3.5	62.9	1.1	1.5	0.9	3.3	-3.9
single	MACD	MACD	neg-neg	42	20.7	3.5	59.5	1.1	1.7	0.9	3.3	-3.9
pair	RSIhist	LWTI	neg-pos	81	39.9	3.5	69.1	1.6	2.9	1.1	2.1	-3.1
pair	RSI	RSIhist	pos-neg	80	39.4	3.5	70.0	1.6	2.8	1.1	2.1	-3.1
pair	RSIhist	RSI	pos-neg	80	39.4	3.5	70.0	1.6	2.8	1.1	2.1	-3.1
pair	MACDhist	MACD	neg-neg	35	17.2	3.5	62.9	1.1	1.5	0.9	3.3	-3.9
pair	LWTI	RSIhist	neg-pos	81	39.9	3.5	69.1	1.6	2.9	1.1	2.1	-3.1
pair	MRmean	SLmean	pos-neg	18	8.9	3.5	66.7	1.4	3.1	3.8	2.4	-0.9
pair	SLmean	MRmean	pos-neg	18	8.9	3.5	66.7	1.4	3.1	3.8	2.4	-0.9
pair	SLmean	MACDhist	pos-pos	80	39.4	3.4	70.0	1.4	1.4	1.0	2.4	-3.5
pair	MACDhist	SLmean	pos-pos	80	39.4	3.4	70.0	1.4	1.4	1.0	2.4	-3.5
pair	RSI	SLmean	neg-neg	14	6.9	3.4	50.0	0.7	1.2	0.8	5.4	-4.4
pair	SLmean	RSI	neg-neg	14	6.9	3.4	50.0	0.7	1.2	0.8	5.4	-4.4
single	LWTI	LWTI	pos-pos	184	90.6	3.2	66.8	1.4	1.8	0.9	2.3	-3.5
pair	MACDhist	MACD	neg-pos	7	3.4	3.2	42.9	0.9	4.0	4.7	3.5	-0.7
pair	MACD	MACDhist	neg-pos	7	3.4	3.2	42.9	0.9	4.0	4.7	3.5	-0.7
pair	RSmean	RSIhist	neg-pos	3	1.5	3.2	66.7	1.2	0.0	5.9	2.5	-0.5
pair	RSIhist	RSmean	neg-pos	3	1.5	3.2	66.7	1.2	0.0	5.9	2.5	-0.5
pair	LWTI	RSI	pos-pos	179	88.2	3.1	67.0	1.4	1.7	0.9	2.2	-3.5
pair	RSI	LWTI	pos-pos	179	88.2	3.1	67.0	1.4	1.7	0.9	2.2	-3.5
pair	LWTI	MACD	pos-pos	153	75.4	3.1	68.0	1.4	1.6	0.9	2.2	-3.5
pair	RSmean	LWTI	pos-pos	172	84.7	3.1	66.3	1.3	1.7	0.9	2.3	-3.5
pair	LWTI	RSmean	pos-pos	172	84.7	3.1	66.3	1.3	1.7	0.9	2.3	-3.5
pair	SLmean	MACD	pos-pos	129	63.5	3.1	67.4	1.4	1.6	0.9	2.1	-3.5
pair	MACD	SLmean	pos-pos	129	63.5	3.1	67.4	1.4	1.6	0.9	2.1	-3.5
pair	RSmean	SLmean	neg-pos	42	20.7	3.1	61.9	0.8	1.3	0.5	3.7	-6.9
pair	MACD	LWTI	pos-pos	153	75.4	3.1	68.0	1.4	1.6	0.9	2.2	-3.5
pair	SLmean	RSmean	neg-pos	42	20.7	3.1	61.9	0.8	1.3	0.5	3.7	-6.9
pair	LWTI	MRmean	pos-pos	158	77.8	3.0	66.5	1.4	1.6	0.9	2.2	-3.5
pair	RSIhist	MRmean	pos-neg	59	29.1	3.0	69.5	1.7	2.5	2.4	1.8	-1.2
pair	MRmean	LWTI	pos-pos	158	77.8	3.0	66.5	1.4	1.6	0.9	2.2	-3.5
pair	MRmean	MACD	pos-pos	144	70.9	3.0	67.4	1.4	1.6	0.9	2.1	-3.5
pair	MACD	MRmean	pos-pos	144	70.9	3.0	67.4	1.4	1.6	0.9	2.1	-3.5
pair	MACD	RSIhist	pos-pos	91	44.8	3.0	65.9	1.3	1.4	0.9	2.3	-3.5
pair	MRmean	RSIhist	pos-neg	59	29.1	3.0	69.5	1.7	2.5	2.4	1.8	-1.2
pair	RSIhist	LWTI	pos-pos	103	50.7	3.0	65.0	1.3	1.4	0.9	2.4	-3.5
single	RSIhist	RSIhist	pos-pos	112	55.2	3.0	63.4	1.2	1.4	0.8	2.4	-3.5
pair	LWTI	RSIhist	pos-pos	103	50.7	3.0	65.0	1.3	1.4	0.9	2.4	-3.5
pair	RSIhist	MACD	pos-pos	91	44.8	3.0	65.9	1.3	1.4	0.9	2.3	-3.5
pair	RSIhist	RSmean	pos-pos	109	53.7	3.0	63.3	1.2	1.4	0.8	2.5	-3.5
pair	RSmean	RSIhist	pos-pos	109	53.7	3.0	63.3	1.2	1.4	0.8	2.5	-3.5
single	RSI	RSI	pos-pos	184	90.6	3.0	65.8	1.3	1.7	0.8	2.2	-3.8
pair	MACD	RSI	pos-pos	157	77.3	3.0	66.9	1.4	1.6	0.9	2.2	-3.5
pair	RSI	MACD	pos-pos	157	77.3	3.0	66.9	1.4	1.6	0.9	2.2	-3.5
pair	SLmean	LWTI	pos-pos	140	69.0	2.9	66.4	1.3	1.5	0.8	2.2	-3.5
pair	LWTI	SLmean	pos-pos	140	69.0	2.9	66.4	1.3	1.5	0.8	2.2	-3.5
single	MRmean	MRmean	neg-neg	38	18.7	2.9	63.2	0.8	1.2	0.4	3.8	-7.9
pair	RSIhist	MACD	neg-pos	21	10.3	2.8	52.4	0.9	1.9	2.0	3.1	-1.3
pair	MACD	RSIhist	neg-pos	21	10.3	2.8	52.4	0.9	1.9	2.0	3.1	-1.3
pair	RSI	RSmean	pos-pos	174	85.7	2.8	64.9	1.3	1.6	0.7	2.2	-3.8
pair	RSmean	RSI	pos-pos	174	85.7	2.8	64.9	1.3	1.6	0.7	2.2	-3.8
pair	SLmean	RSI	pos-pos	144	70.9	2.8	64.6	1.3	1.5	0.8	2.2	-3.5
pair	RSI	SLmean	pos-pos	144	70.9	2.8	64.6	1.3	1.5	0.8	2.2	-3.5
pair	RSmean	MRmean	pos-pos	165	81.3	2.8	64.8	1.3	1.5	0.8	2.2	-3.5
pair	MRmean	RSmean	pos-pos	165	81.3	2.8	64.8	1.3	1.5	0.8	2.2	-3.5
pair	benchmark___benchmark_		benchmark-benchmark	203	100.0	2.8	64.5	1.1	1.4	0.3	2.6	-8.6
pair		benchmark___benchmark_	benchmark-benchmark	203	100.0	2.8	64.5	1.1	1.4	0.3	2.6	-8.6
pair	SLmean	RSIhist	pos-neg	44	21.7	2.8	68.2	1.3	1.7	1.1	2.1	-2.5
pair	RSIhist	SLmean	pos-neg	44	21.7	2.8	68.2	1.3	1.7	1.1	2.1	-2.5
single	MRmean	MRmean	pos-pos	165	81.3	2.8	64.8	1.3	1.5	0.8	2.2	-3.5
pair	MACD	RSmean	pos-neg	30	14.8	2.7	53.3	0.7	1.2	0.7	3.7	-3.9
pair	RSmean	MACD	pos-neg	30	14.8	2.7	53.3	0.7	1.2	0.7	3.7	-3.9
pair	RSI	MACD	neg-pos	27	13.3	2.7	59.3	1.3	2.5	2.5	2.2	-1.1
pair	MACD	RSI	neg-pos	27	13.3	2.7	59.3	1.3	2.5	2.5	2.2	-1.1
single	RSmean	RSmean	pos-pos	191	94.1	2.7	63.9	1.0	1.3	0.3	2.6	-8.6
pair	MRmean	SLmean	pos-pos	147	72.4	2.7	64.6	1.2	1.4	0.8	2.2	-3.5
pair	SLmean	MRmean	pos-pos	147	72.4	2.7	64.6	1.2	1.4	0.8	2.2	-3.5
pair	MRmean	RSIhist	pos-pos	106	52.2	2.7	62.3	1.1	1.3	0.6	2.4	-4.6
pair	RSIhist	MRmean	pos-pos	106	52.2	2.7	62.3	1.1	1.3	0.6	2.4	-4.6
pair	RSI	MRmean	pos-pos	160	78.8	2.7	65.0	1.3	1.5	0.8	2.1	-3.5
pair	MRmean	RSI	pos-pos	160	78.8	2.7	65.0	1.3	1.5	0.8	2.1	-3.5
pair	RSI	RSIhist	pos-pos	104	51.2	2.6	62.5	1.1	1.3	0.6	2.3	-4.3
pair	RSIhist	RSI	pos-pos	104	51.2	2.6	62.5	1.1	1.3	0.6	2.3	-4.3
pair	MACDhist	SLmean	neg-neg	48	23.6	2.6	64.6	0.8	1.2	0.4	3.2	-6.9
pair	SLmean	MACDhist	neg-neg	48	23.6	2.6	64.6	0.8	1.2	0.4	3.2	-6.9
pair	MACD	RSmean	pos-pos	161	79.3	2.6	65.8	1.1	1.3	0.4	2.4	-6.4
pair	RSmean	MACD	pos-pos	161	79.3	2.6	65.8	1.1	1.3	0.4	2.4	-6.4
single	RSIhist	RSIhist	neg-neg	91	44.8	2.6	65.9	1.0	1.3	0.3	2.7	-8.5
single	MACD	MACD	pos-pos	161	79.3	2.6	65.8	1.1	1.3	0.4	2.4	-6.4
pair	RSIhist	SLmean	neg-neg	47	23.2	2.5	63.8	0.8	1.1	0.4	3.3	-6.9
pair	SLmean	RSIhist	neg-neg	47	23.2	2.5	63.8	0.8	1.1	0.4	3.3	-6.9
pair	RSmean	SLmean	pos-pos	149	73.4	2.5	64.4	1.1	1.3	0.7	2.2	-3.5
pair	SLmean	RSmean	pos-pos	149	73.4	2.5	64.4	1.1	1.3	0.7	2.2	-3.5
pair	MACDhist	LWTI	neg-pos	99	48.8	2.5	63.6	1.3	2.2	0.7	1.9	-3.8
pair	LWTI	MACDhist	neg-pos	99	48.8	2.5	63.6	1.3	2.2	0.7	1.9	-3.8
single	SLmean	SLmean	pos-pos	149	73.4	2.5	64.4	1.1	1.3	0.7	2.2	-3.5
pair	RSIhist	SLmean	pos-pos	105	51.7	2.4	62.9	1.1	1.2	0.5	2.3	-4.6
pair	SLmean	RSIhist	pos-pos	105	51.7	2.4	62.9	1.1	1.2	0.5	2.3	-4.6
pair	MACDhist	RSI	pos-neg	101	49.8	2.4	62.4	1.3	2.1	0.6	1.9	-3.8
pair	RSI	MACDhist	pos-neg	101	49.8	2.4	62.4	1.3	2.1	0.6	1.9	-3.8
pair	LWTI	RSIhist	pos-neg	9	4.4	2.3	44.4	0.7	1.2	1.7	3.3	-1.3
pair	RSIhist	LWTI	pos-neg	9	4.4	2.3	44.4	0.7	1.2	1.7	3.3	-1.3
pair	RSIhist	RSmean	pos-neg	82	40.4	2.2	64.6	0.8	1.1	0.3	2.8	-8.5
pair	RSmean	RSIhist	pos-neg	82	40.4	2.2	64.6	0.8	1.1	0.3	2.8	-8.5
pair	MACD	RSIhist	pos-neg	70	34.5	2.2	65.7	0.9	1.2	0.3	2.5	-6.7
pair	RSIhist	MACD	pos-neg	70	34.5	2.2	65.7	0.9	1.2	0.3	2.5	-6.7
pair	MACDhist	MRmean	neg-neg	37	18.2	2.1	62.2	0.6	0.9	0.3	3.6	-7.9
pair	MRmean	MACDhist	neg-neg	37	18.2	2.1	62.2	0.6	0.9	0.3	3.6	-7.9
pair	MACD	LWTI	neg-neg	11	5.4	2.0	54.5	0.4	0.8	0.5	5.1	-3.9
pair	MACDhist	RSIhist	neg-neg	77	37.9	2.0	64.9	0.7	0.9	0.2	2.7	-8.5
single	MACDhist	MACDhist	neg-neg	117	57.6	2.0	60.7	0.8	1.1	0.2	2.5	-8.6
pair	LWTI	MACD	neg-neg	11	5.4	2.0	54.5	0.4	0.8	0.5	5.1	-3.9
pair	RSIhist	MACDhist	neg-neg	77	37.9	2.0	64.9	0.7	0.9	0.2	2.7	-8.5
pair	MACDhist	MRmean	pos-neg	80	39.4	1.9	60.0	1.0	1.6	0.7	1.8	-2.6
pair	MRmean	MACDhist	pos-neg	80	39.4	1.9	60.0	1.0	1.6	0.7	1.8	-2.6
pair	MACDhist	RSIhist	neg-pos	40	19.7	1.9	52.5	0.9	1.6	1.4	2.1	-1.3
pair	RSIhist	MACDhist	neg-pos	40	19.7	1.9	52.5	0.9	1.6	1.4	2.1	-1.3
pair	MRmean	RSIhist	neg-neg	32	15.8	1.9	59.4	0.5	0.8	0.2	4.0	-7.9
pair	RSIhist	MRmean	neg-neg	32	15.8	1.9	59.4	0.5	0.8	0.2	4.0	-7.9
pair	RSmean	MRmean	neg-pos	26	12.8	1.8	57.7	0.4	0.8	0.2	4.5	-7.9
pair	MRmean	RSmean	neg-pos	26	12.8	1.8	57.7	0.4	0.8	0.2	4.5	-7.9
pair	MACDhist	RSmean	pos-neg	105	51.7	1.6	59.0	0.6	0.8	0.2	2.6	-8.6
pair	RSmean	MACDhist	pos-neg	105	51.7	1.6	59.0	0.6	0.8	0.2	2.6	-8.6
pair	SLmean	MACDhist	pos-neg	69	34.0	1.5	58.0	0.8	1.1	0.4	1.9	-3.6
pair	MACDhist	SLmean	pos-neg	69	34.0	1.5	58.0	0.8	1.1	0.4	1.9	-3.6
pair	MRmean	MACD	pos-neg	21	10.3	1.4	47.6	0.5	1.0	0.6	2.9	-2.5
pair	MACD	MRmean	pos-neg	21	10.3	1.4	47.6	0.5	1.0	0.6	2.9	-2.5
single	RSI	RSI	neg-neg	19	9.4	1.3	52.6	0.3	0.6	0.2	5.0	-5.9
pair	MACD	MACDhist	pos-neg	82	40.4	1.3	59.8	0.6	0.8	0.2	2.1	-7.4
pair	MACDhist	MACD	pos-neg	82	40.4	1.3	59.8	0.6	0.8	0.2	2.1	-7.4
pair	LWTI	SLmean	neg-neg	10	4.9	1.0	50.0	0.2	0.5	0.4	5.9	-2.7
pair	SLmean	LWTI	neg-neg	10	4.9	1.0	50.0	0.2	0.5	0.4	5.9	-2.7
pair	RSI	RSmean	pos-neg	17	8.4	0.9	52.9	0.2	0.4	0.2	5.2	-4.2
pair	RSmean	RSI	pos-neg	17	8.4	0.9	52.9	0.2	0.4	0.2	5.2	-4.2
pair	MACD	SLmean	neg-pos	32	15.8	0.7	59.4	0.2	0.3	0.1	3.1	-6.2
pair	SLmean	MACD	neg-pos	32	15.8	0.7	59.4	0.2	0.3	0.1	3.1	-6.2
pair	MRmean	RSI	neg-neg	14	6.9	0.0	50.0	0.0	0.1	0.0	5.2	-5.9
pair	RSI	MRmean	neg-neg	14	6.9	0.0	50.0	0.0	0.1	0.0	5.2	-5.9
pair	RSI	LWTI	pos-neg	5	2.5	-0.2	20.0	-0.2	-0.4	-0.4	1.2	-0.6
pair	LWTI	RSI	pos-neg	5	2.5	-0.2	20.0	-0.2	-0.4	-0.4	1.2	-0.6
pair	MACD	MRmean	neg-pos	17	8.4	-0.3	52.9	-0.1	-0.1	-0.1	4.0	-5.7
pair	MRmean	MACD	neg-pos	17	8.4	-0.3	52.9	-0.1	-0.1	-0.1	4.0	-5.7
pair	RSI	MACDhist	neg-neg	16	7.9	-0.6	50.0	-0.1	-0.2	-0.1	5.0	-5.9
pair	MACDhist	RSI	neg-neg	16	7.9	-0.6	50.0	-0.1	-0.2	-0.1	5.0	-5.9
pair	MRmean	LWTI	neg-neg	12	5.9	-0.7	50.0	-0.1	-0.2	-0.2	5.5	-4.2
pair	LWTI	MRmean	neg-neg	12	5.9	-0.7	50.0	-0.1	-0.2	-0.2	5.5	-4.2
pair	LWTI	MACDhist	neg-neg	18	8.9	-0.8	44.4	-0.1	-0.2	-0.1	4.6	-6.1
pair	MACDhist	LWTI	neg-neg	18	8.9	-0.8	44.4	-0.1	-0.2	-0.1	4.6	-6.1
pair	RSmean	LWTI	pos-neg	19	9.4	-1.0	42.1	-0.2	-0.3	-0.2	4.5	-6.1
pair	LWTI	RSmean	pos-neg	19	9.4	-1.0	42.1	-0.2	-0.3	-0.2	4.5	-6.1
single	LWTI	LWTI	neg-neg	19	9.4	-1.0	42.1	-0.2	-0.3	-0.2	4.5	-6.1
pair	SLmean	MACD	pos-neg	20	9.9	-1.3	45.0	-0.5	-0.7	-0.3	2.5	-4.7
pair	MACD	SLmean	pos-neg	20	9.9	-1.3	45.0	-0.5	-0.7	-0.3	2.5	-4.7
pair	RSI	LWTI	neg-neg	14	6.9	-1.3	50.0	-0.2	-0.6	-0.3	5.3	-4.2
pair	LWTI	RSI	neg-neg	14	6.9	-1.3	50.0	-0.2	-0.6	-0.3	5.3	-4.2
pair	MRmean	LWTI	pos-neg	7	3.4	-1.6	28.6	-0.7	-0.8	-1.0	2.2	-1.6
pair	LWTI	MRmean	pos-neg	7	3.4	-1.6	28.6	-0.7	-0.8	-1.0	2.2	-1.6
pair	LWTI	SLmean	pos-neg	9	4.4	-3.3	33.3	-1.3	-1.4	-1.1	2.6	-3.1
pair	SLmean	LWTI	pos-neg	9	4.4	-3.3	33.3	-1.3	-1.4	-1.1	2.6	-3.1
pair	RSI	RSIhist	neg-neg	11	5.4	-3.4	36.4	-0.6	-1.2	-0.6	5.3	-5.9
pair	RSIhist	RSI	neg-neg	11	5.4	-3.4	36.4	-0.6	-1.2	-0.6	5.3	-5.9
pair	LWTI	RSIhist	neg-neg	10	4.9	-3.9	40.0	-0.7	-1.7	-0.7	5.5	-5.9
pair	RSIhist	LWTI	neg-neg	10	4.9	-3.9	40.0	-0.7	-1.7	-0.7	5.5	-5.9
pair	RSI	SLmean	pos-neg	5	2.5	-4.2	60.0	-1.2	-7.8	-3.1	3.6	-1.3
pair	SLmean	RSI	pos-neg	5	2.5	-4.2	60.0	-1.2	-7.8	-3.1	3.6	-1.3
pair	LWTI	MACDhist	pos-neg	1	0.5	-4.7	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	LWTI	pos-neg	1	0.5	-4.7	0.0	0.0	0.0	0.0	-	0.0
pair	MACD	LWTI	pos-neg	8	3.9	-5.1	25.0	-1.5	-1.8	-1.3	3.5	-3.9
pair	LWTI	MACD	pos-neg	8	3.9	-5.1	25.0	-1.5	-1.8	-1.3	3.5	-3.9
pair	SLmean	MRmean	neg-pos	2	1.0	-9.0	50.0	-2.4	0.0	0.0	3.9	0.0
pair	MRmean	SLmean	neg-pos	2	1.0	-9.0	50.0	-2.4	0.0	0.0	3.9	0.0
pair	MACD	RSI	pos-neg	4	2.0	-10.7	25.0	-2.6	-12.9	-5.6	4.3	-1.9
pair	RSI	MACD	pos-neg	4	2.0	-10.7	25.0	-2.6	-12.9	-5.6	4.3	-1.9

All Contingency Tables for VCSH

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 65% Sharpe 1.23 \| Sortino 1.42 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 147M (72%)	CAGR 3.5% \| Win 67% Sharpe 1.45 \| Sortino 3.06 \| Calmar 3.8 Vol 2% \| MDD -0.9% Months 18M (9%)	CAGR 2.8% \| Win 65% Sharpe 1.26 \| Sortino 1.52 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 165M (81%)
MRmean neg	CAGR -9.0% \| Win 50% Sharpe -2.41 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 2M (1%)	CAGR 3.6% \| Win 64% Sharpe 0.96 \| Sortino 1.51 \| Calmar 0.6 Vol 4% \| MDD -6.4% Months 36M (18%)	CAGR 2.9% \| Win 63% Sharpe 0.77 \| Sortino 1.22 \| Calmar 0.4 Vol 4% \| MDD -7.9% Months 38M (19%)
SLmean only	CAGR 2.5% \| Win 64% Sharpe 1.14 \| Sortino 1.29 \| Calmar 0.7 Vol 2% \| MDD -3.5% Months 149M (73%)	CAGR 3.6% \| Win 65% Sharpe 1.06 \| Sortino 1.63 \| Calmar 0.5 Vol 3% \| MDD -6.9% Months 54M (27%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.8% \| Win 65% Sharpe 1.26 \| Sortino 1.52 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 165M (81%)	-	CAGR 2.8% \| Win 65% Sharpe 1.26 \| Sortino 1.52 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 165M (81%)
MRmean neg	CAGR 1.8% \| Win 58% Sharpe 0.41 \| Sortino 0.75 \| Calmar 0.2 Vol 4% \| MDD -7.9% Months 26M (13%)	CAGR 5.5% \| Win 75% Sharpe 2.74 \| Sortino 7.42 \| Calmar 10.2 Vol 2% \| MDD -0.5% Months 12M (6%)	CAGR 2.9% \| Win 63% Sharpe 0.77 \| Sortino 1.22 \| Calmar 0.4 Vol 4% \| MDD -7.9% Months 38M (19%)
RSmean only	CAGR 2.7% \| Win 64% Sharpe 1.02 \| Sortino 1.27 \| Calmar 0.3 Vol 3% \| MDD -8.6% Months 191M (94%)	CAGR 5.5% \| Win 75% Sharpe 2.74 \| Sortino 7.42 \| Calmar 10.2 Vol 2% \| MDD -0.5% Months 12M (6%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.0% \| Win 67% Sharpe 1.42 \| Sortino 1.56 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 144M (71%)	CAGR 1.4% \| Win 48% Sharpe 0.52 \| Sortino 0.99 \| Calmar 0.6 Vol 3% \| MDD -2.5% Months 21M (10%)	CAGR 2.8% \| Win 65% Sharpe 1.26 \| Sortino 1.52 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 165M (81%)
MRmean neg	CAGR -0.3% \| Win 53% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.0 Vol 4% \| MDD -5.7% Months 17M (8%)	CAGR 5.6% \| Win 71% Sharpe 1.49 \| Sortino 1.87 \| Calmar 1.4 Vol 4% \| MDD -3.9% Months 21M (10%)	CAGR 2.9% \| Win 63% Sharpe 0.77 \| Sortino 1.22 \| Calmar 0.4 Vol 4% \| MDD -7.9% Months 38M (19%)
MACD only	CAGR 2.6% \| Win 66% Sharpe 1.12 \| Sortino 1.29 \| Calmar 0.4 Vol 2% \| MDD -6.4% Months 161M (79%)	CAGR 3.5% \| Win 60% Sharpe 1.05 \| Sortino 1.66 \| Calmar 0.9 Vol 3% \| MDD -3.9% Months 42M (21%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 65% Sharpe 1.29 \| Sortino 1.51 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 160M (79%)	CAGR 5.0% \| Win 60% Sharpe 1.07 \| Sortino 1.64 \| Calmar 50.3 Vol 5% \| MDD -0.1% Months 5M (2%)	CAGR 2.8% \| Win 65% Sharpe 1.26 \| Sortino 1.52 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 165M (81%)
MRmean neg	CAGR 4.6% \| Win 71% Sharpe 1.63 \| Sortino 3.48 \| Calmar 2.3 Vol 3% \| MDD -2.0% Months 24M (12%)	CAGR 0.0% \| Win 50% Sharpe 0.03 \| Sortino 0.07 \| Calmar 0.0 Vol 5% \| MDD -5.9% Months 14M (7%)	CAGR 2.9% \| Win 63% Sharpe 0.77 \| Sortino 1.22 \| Calmar 0.4 Vol 4% \| MDD -7.9% Months 38M (19%)
RSI only	CAGR 3.0% \| Win 66% Sharpe 1.34 \| Sortino 1.69 \| Calmar 0.8 Vol 2% \| MDD -3.8% Months 184M (91%)	CAGR 1.3% \| Win 53% Sharpe 0.29 \| Sortino 0.55 \| Calmar 0.2 Vol 5% \| MDD -5.9% Months 19M (9%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 69% Sharpe 1.45 \| Sortino 1.51 \| Calmar 1.0 Vol 2% \| MDD -3.5% Months 85M (42%)	CAGR 1.9% \| Win 60% Sharpe 1.04 \| Sortino 1.56 \| Calmar 0.7 Vol 2% \| MDD -2.6% Months 80M (39%)	CAGR 2.8% \| Win 65% Sharpe 1.26 \| Sortino 1.52 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 165M (81%)
MRmean neg	CAGR 38.8% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 2.1% \| Win 62% Sharpe 0.59 \| Sortino 0.88 \| Calmar 0.3 Vol 4% \| MDD -7.9% Months 37M (18%)	CAGR 2.9% \| Win 63% Sharpe 0.77 \| Sortino 1.22 \| Calmar 0.4 Vol 4% \| MDD -7.9% Months 38M (19%)
MACDhist only	CAGR 4.0% \| Win 70% Sharpe 1.50 \| Sortino 1.65 \| Calmar 1.1 Vol 3% \| MDD -3.5% Months 86M (42%)	CAGR 2.0% \| Win 61% Sharpe 0.79 \| Sortino 1.06 \| Calmar 0.2 Vol 2% \| MDD -8.6% Months 117M (58%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 62% Sharpe 1.11 \| Sortino 1.29 \| Calmar 0.6 Vol 2% \| MDD -4.6% Months 106M (52%)	CAGR 3.0% \| Win 70% Sharpe 1.66 \| Sortino 2.54 \| Calmar 2.4 Vol 2% \| MDD -1.2% Months 59M (29%)	CAGR 2.8% \| Win 65% Sharpe 1.26 \| Sortino 1.52 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 165M (81%)
MRmean neg	CAGR 8.3% \| Win 83% Sharpe 2.67 \| Sortino 0.00 \| Calmar 15.4 Vol 3% \| MDD -0.5% Months 6M (3%)	CAGR 1.9% \| Win 59% Sharpe 0.51 \| Sortino 0.81 \| Calmar 0.2 Vol 4% \| MDD -7.9% Months 32M (16%)	CAGR 2.9% \| Win 63% Sharpe 0.77 \| Sortino 1.22 \| Calmar 0.4 Vol 4% \| MDD -7.9% Months 38M (19%)
RSIhist only	CAGR 3.0% \| Win 63% Sharpe 1.21 \| Sortino 1.45 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 112M (55%)	CAGR 2.6% \| Win 66% Sharpe 0.96 \| Sortino 1.28 \| Calmar 0.3 Vol 3% \| MDD -8.5% Months 91M (45%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 3.0% \| Win 66% Sharpe 1.36 \| Sortino 1.62 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 158M (78%)	CAGR -1.6% \| Win 29% Sharpe -0.71 \| Sortino -0.82 \| Calmar -1.0 Vol 2% \| MDD -1.6% Months 7M (3%)	CAGR 2.8% \| Win 65% Sharpe 1.26 \| Sortino 1.52 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 165M (81%)
MRmean neg	CAGR 4.6% \| Win 69% Sharpe 1.65 \| Sortino 3.65 \| Calmar 2.3 Vol 3% \| MDD -2.0% Months 26M (13%)	CAGR -0.7% \| Win 50% Sharpe -0.10 \| Sortino -0.24 \| Calmar -0.2 Vol 6% \| MDD -4.2% Months 12M (6%)	CAGR 2.9% \| Win 63% Sharpe 0.77 \| Sortino 1.22 \| Calmar 0.4 Vol 4% \| MDD -7.9% Months 38M (19%)
LWTI only	CAGR 3.2% \| Win 67% Sharpe 1.40 \| Sortino 1.81 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 184M (91%)	CAGR -1.0% \| Win 42% Sharpe -0.21 \| Sortino -0.34 \| Calmar -0.2 Vol 4% \| MDD -6.1% Months 19M (9%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 2.5% \| Win 64% Sharpe 1.14 \| Sortino 1.29 \| Calmar 0.7 Vol 2% \| MDD -3.5% Months 149M (73%)	-	CAGR 2.5% \| Win 64% Sharpe 1.14 \| Sortino 1.29 \| Calmar 0.7 Vol 2% \| MDD -3.5% Months 149M (73%)
SLmean neg	CAGR 3.1% \| Win 62% Sharpe 0.83 \| Sortino 1.33 \| Calmar 0.4 Vol 4% \| MDD -6.9% Months 42M (21%)	CAGR 5.5% \| Win 75% Sharpe 2.74 \| Sortino 7.42 \| Calmar 10.2 Vol 2% \| MDD -0.5% Months 12M (6%)	CAGR 3.6% \| Win 65% Sharpe 1.06 \| Sortino 1.63 \| Calmar 0.5 Vol 3% \| MDD -6.9% Months 54M (27%)
RSmean only	CAGR 2.7% \| Win 64% Sharpe 1.02 \| Sortino 1.27 \| Calmar 0.3 Vol 3% \| MDD -8.6% Months 191M (94%)	CAGR 5.5% \| Win 75% Sharpe 2.74 \| Sortino 7.42 \| Calmar 10.2 Vol 2% \| MDD -0.5% Months 12M (6%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 3.1% \| Win 67% Sharpe 1.45 \| Sortino 1.57 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 129M (64%)	CAGR -1.3% \| Win 45% Sharpe -0.50 \| Sortino -0.69 \| Calmar -0.3 Vol 2% \| MDD -4.7% Months 20M (10%)	CAGR 2.5% \| Win 64% Sharpe 1.14 \| Sortino 1.29 \| Calmar 0.7 Vol 2% \| MDD -3.5% Months 149M (73%)
SLmean neg	CAGR 0.7% \| Win 59% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.1 Vol 3% \| MDD -6.2% Months 32M (16%)	CAGR 8.0% \| Win 73% Sharpe 2.21 \| Sortino 2.82 \| Calmar 3.4 Vol 4% \| MDD -2.3% Months 22M (11%)	CAGR 3.6% \| Win 65% Sharpe 1.06 \| Sortino 1.63 \| Calmar 0.5 Vol 3% \| MDD -6.9% Months 54M (27%)
MACD only	CAGR 2.6% \| Win 66% Sharpe 1.12 \| Sortino 1.29 \| Calmar 0.4 Vol 2% \| MDD -6.4% Months 161M (79%)	CAGR 3.5% \| Win 60% Sharpe 1.05 \| Sortino 1.66 \| Calmar 0.9 Vol 3% \| MDD -3.9% Months 42M (21%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 2.8% \| Win 65% Sharpe 1.28 \| Sortino 1.49 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 144M (71%)	CAGR -4.2% \| Win 60% Sharpe -1.18 \| Sortino -7.78 \| Calmar -3.1 Vol 4% \| MDD -1.3% Months 5M (2%)	CAGR 2.5% \| Win 64% Sharpe 1.14 \| Sortino 1.29 \| Calmar 0.7 Vol 2% \| MDD -3.5% Months 149M (73%)
SLmean neg	CAGR 3.7% \| Win 70% Sharpe 1.50 \| Sortino 2.98 \| Calmar 1.4 Vol 2% \| MDD -2.6% Months 40M (20%)	CAGR 3.4% \| Win 50% Sharpe 0.65 \| Sortino 1.18 \| Calmar 0.8 Vol 5% \| MDD -4.4% Months 14M (7%)	CAGR 3.6% \| Win 65% Sharpe 1.06 \| Sortino 1.63 \| Calmar 0.5 Vol 3% \| MDD -6.9% Months 54M (27%)
RSI only	CAGR 3.0% \| Win 66% Sharpe 1.34 \| Sortino 1.69 \| Calmar 0.8 Vol 2% \| MDD -3.8% Months 184M (91%)	CAGR 1.3% \| Win 53% Sharpe 0.29 \| Sortino 0.55 \| Calmar 0.2 Vol 5% \| MDD -5.9% Months 19M (9%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 3.4% \| Win 70% Sharpe 1.40 \| Sortino 1.38 \| Calmar 1.0 Vol 2% \| MDD -3.5% Months 80M (39%)	CAGR 1.5% \| Win 58% Sharpe 0.79 \| Sortino 1.06 \| Calmar 0.4 Vol 2% \| MDD -3.6% Months 69M (34%)	CAGR 2.5% \| Win 64% Sharpe 1.14 \| Sortino 1.29 \| Calmar 0.7 Vol 2% \| MDD -3.5% Months 149M (73%)
SLmean neg	CAGR 12.0% \| Win 67% Sharpe 2.60 \| Sortino 49.40 \| Calmar 120.4 Vol 4% \| MDD -0.1% Months 6M (3%)	CAGR 2.6% \| Win 65% Sharpe 0.82 \| Sortino 1.18 \| Calmar 0.4 Vol 3% \| MDD -6.9% Months 48M (24%)	CAGR 3.6% \| Win 65% Sharpe 1.06 \| Sortino 1.63 \| Calmar 0.5 Vol 3% \| MDD -6.9% Months 54M (27%)
MACDhist only	CAGR 4.0% \| Win 70% Sharpe 1.50 \| Sortino 1.65 \| Calmar 1.1 Vol 3% \| MDD -3.5% Months 86M (42%)	CAGR 2.0% \| Win 61% Sharpe 0.79 \| Sortino 1.06 \| Calmar 0.2 Vol 2% \| MDD -8.6% Months 117M (58%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 2.4% \| Win 63% Sharpe 1.06 \| Sortino 1.17 \| Calmar 0.5 Vol 2% \| MDD -4.6% Months 105M (52%)	CAGR 2.8% \| Win 68% Sharpe 1.33 \| Sortino 1.69 \| Calmar 1.1 Vol 2% \| MDD -2.5% Months 44M (22%)	CAGR 2.5% \| Win 64% Sharpe 1.14 \| Sortino 1.29 \| Calmar 0.7 Vol 2% \| MDD -3.5% Months 149M (73%)
SLmean neg	CAGR 11.2% \| Win 71% Sharpe 2.98 \| Sortino 10.06 \| Calmar 21.0 Vol 4% \| MDD -0.5% Months 7M (3%)	CAGR 2.5% \| Win 64% Sharpe 0.77 \| Sortino 1.10 \| Calmar 0.4 Vol 3% \| MDD -6.9% Months 47M (23%)	CAGR 3.6% \| Win 65% Sharpe 1.06 \| Sortino 1.63 \| Calmar 0.5 Vol 3% \| MDD -6.9% Months 54M (27%)
RSIhist only	CAGR 3.0% \| Win 63% Sharpe 1.21 \| Sortino 1.45 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 112M (55%)	CAGR 2.6% \| Win 66% Sharpe 0.96 \| Sortino 1.28 \| Calmar 0.3 Vol 3% \| MDD -8.5% Months 91M (45%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 2.9% \| Win 66% Sharpe 1.34 \| Sortino 1.52 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 140M (69%)	CAGR -3.3% \| Win 33% Sharpe -1.29 \| Sortino -1.39 \| Calmar -1.1 Vol 3% \| MDD -3.1% Months 9M (4%)	CAGR 2.5% \| Win 64% Sharpe 1.14 \| Sortino 1.29 \| Calmar 0.7 Vol 2% \| MDD -3.5% Months 149M (73%)
SLmean neg	CAGR 4.2% \| Win 68% Sharpe 1.59 \| Sortino 3.50 \| Calmar 1.6 Vol 3% \| MDD -2.6% Months 44M (22%)	CAGR 1.0% \| Win 50% Sharpe 0.20 \| Sortino 0.46 \| Calmar 0.4 Vol 6% \| MDD -2.7% Months 10M (5%)	CAGR 3.6% \| Win 65% Sharpe 1.06 \| Sortino 1.63 \| Calmar 0.5 Vol 3% \| MDD -6.9% Months 54M (27%)
LWTI only	CAGR 3.2% \| Win 67% Sharpe 1.40 \| Sortino 1.81 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 184M (91%)	CAGR -1.0% \| Win 42% Sharpe -0.21 \| Sortino -0.34 \| Calmar -0.2 Vol 4% \| MDD -6.1% Months 19M (9%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 2.6% \| Win 66% Sharpe 1.12 \| Sortino 1.29 \| Calmar 0.4 Vol 2% \| MDD -6.4% Months 161M (79%)	CAGR 2.7% \| Win 53% Sharpe 0.73 \| Sortino 1.21 \| Calmar 0.7 Vol 4% \| MDD -3.9% Months 30M (15%)	CAGR 2.7% \| Win 64% Sharpe 1.02 \| Sortino 1.27 \| Calmar 0.3 Vol 3% \| MDD -8.6% Months 191M (94%)
RSmean neg	-	CAGR 5.5% \| Win 75% Sharpe 2.74 \| Sortino 7.42 \| Calmar 10.2 Vol 2% \| MDD -0.5% Months 12M (6%)	CAGR 5.5% \| Win 75% Sharpe 2.74 \| Sortino 7.42 \| Calmar 10.2 Vol 2% \| MDD -0.5% Months 12M (6%)
MACD only	CAGR 2.6% \| Win 66% Sharpe 1.12 \| Sortino 1.29 \| Calmar 0.4 Vol 2% \| MDD -6.4% Months 161M (79%)	CAGR 3.5% \| Win 60% Sharpe 1.05 \| Sortino 1.66 \| Calmar 0.9 Vol 3% \| MDD -3.9% Months 42M (21%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 2.8% \| Win 65% Sharpe 1.26 \| Sortino 1.58 \| Calmar 0.7 Vol 2% \| MDD -3.8% Months 174M (86%)	CAGR 0.9% \| Win 53% Sharpe 0.21 \| Sortino 0.42 \| Calmar 0.2 Vol 5% \| MDD -4.2% Months 17M (8%)	CAGR 2.7% \| Win 64% Sharpe 1.02 \| Sortino 1.27 \| Calmar 0.3 Vol 3% \| MDD -8.6% Months 191M (94%)
RSmean neg	CAGR 5.6% \| Win 80% Sharpe 2.92 \| Sortino 5.53 \| Calmar 10.5 Vol 2% \| MDD -0.5% Months 10M (5%)	CAGR 4.7% \| Win 50% Sharpe 1.48 \| Sortino 0.00 \| Calmar 0.0 Vol 3% \| MDD 0.0% Months 2M (1%)	CAGR 5.5% \| Win 75% Sharpe 2.74 \| Sortino 7.42 \| Calmar 10.2 Vol 2% \| MDD -0.5% Months 12M (6%)
RSI only	CAGR 3.0% \| Win 66% Sharpe 1.34 \| Sortino 1.69 \| Calmar 0.8 Vol 2% \| MDD -3.8% Months 184M (91%)	CAGR 1.3% \| Win 53% Sharpe 0.29 \| Sortino 0.55 \| Calmar 0.2 Vol 5% \| MDD -5.9% Months 19M (9%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 4.0% \| Win 70% Sharpe 1.50 \| Sortino 1.65 \| Calmar 1.1 Vol 3% \| MDD -3.5% Months 86M (42%)	CAGR 1.6% \| Win 59% Sharpe 0.62 \| Sortino 0.83 \| Calmar 0.2 Vol 3% \| MDD -8.6% Months 105M (52%)	CAGR 2.7% \| Win 64% Sharpe 1.02 \| Sortino 1.27 \| Calmar 0.3 Vol 3% \| MDD -8.6% Months 191M (94%)
RSmean neg	-	CAGR 5.5% \| Win 75% Sharpe 2.74 \| Sortino 7.42 \| Calmar 10.2 Vol 2% \| MDD -0.5% Months 12M (6%)	CAGR 5.5% \| Win 75% Sharpe 2.74 \| Sortino 7.42 \| Calmar 10.2 Vol 2% \| MDD -0.5% Months 12M (6%)
MACDhist only	CAGR 4.0% \| Win 70% Sharpe 1.50 \| Sortino 1.65 \| Calmar 1.1 Vol 3% \| MDD -3.5% Months 86M (42%)	CAGR 2.0% \| Win 61% Sharpe 0.79 \| Sortino 1.06 \| Calmar 0.2 Vol 2% \| MDD -8.6% Months 117M (58%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 3.0% \| Win 63% Sharpe 1.20 \| Sortino 1.43 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 109M (54%)	CAGR 2.2% \| Win 65% Sharpe 0.81 \| Sortino 1.08 \| Calmar 0.3 Vol 3% \| MDD -8.5% Months 82M (40%)	CAGR 2.7% \| Win 64% Sharpe 1.02 \| Sortino 1.27 \| Calmar 0.3 Vol 3% \| MDD -8.6% Months 191M (94%)
RSmean neg	CAGR 3.2% \| Win 67% Sharpe 1.25 \| Sortino 0.00 \| Calmar 5.9 Vol 2% \| MDD -0.5% Months 3M (2%)	CAGR 6.2% \| Win 78% Sharpe 3.27 \| Sortino 20.39 \| Calmar 47.7 Vol 2% \| MDD -0.1% Months 9M (4%)	CAGR 5.5% \| Win 75% Sharpe 2.74 \| Sortino 7.42 \| Calmar 10.2 Vol 2% \| MDD -0.5% Months 12M (6%)
RSIhist only	CAGR 3.0% \| Win 63% Sharpe 1.21 \| Sortino 1.45 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 112M (55%)	CAGR 2.6% \| Win 66% Sharpe 0.96 \| Sortino 1.28 \| Calmar 0.3 Vol 3% \| MDD -8.5% Months 91M (45%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 3.1% \| Win 66% Sharpe 1.33 \| Sortino 1.69 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 172M (85%)	CAGR -1.0% \| Win 42% Sharpe -0.21 \| Sortino -0.34 \| Calmar -0.2 Vol 4% \| MDD -6.1% Months 19M (9%)	CAGR 2.7% \| Win 64% Sharpe 1.02 \| Sortino 1.27 \| Calmar 0.3 Vol 3% \| MDD -8.6% Months 191M (94%)
RSmean neg	CAGR 5.5% \| Win 75% Sharpe 2.74 \| Sortino 7.42 \| Calmar 10.2 Vol 2% \| MDD -0.5% Months 12M (6%)	-	CAGR 5.5% \| Win 75% Sharpe 2.74 \| Sortino 7.42 \| Calmar 10.2 Vol 2% \| MDD -0.5% Months 12M (6%)
LWTI only	CAGR 3.2% \| Win 67% Sharpe 1.40 \| Sortino 1.81 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 184M (91%)	CAGR -1.0% \| Win 42% Sharpe -0.21 \| Sortino -0.34 \| Calmar -0.2 Vol 4% \| MDD -6.1% Months 19M (9%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 3.0% \| Win 67% Sharpe 1.35 \| Sortino 1.60 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 157M (77%)	CAGR -10.7% \| Win 25% Sharpe -2.58 \| Sortino -12.95 \| Calmar -5.6 Vol 4% \| MDD -1.9% Months 4M (2%)	CAGR 2.6% \| Win 66% Sharpe 1.12 \| Sortino 1.29 \| Calmar 0.4 Vol 2% \| MDD -6.4% Months 161M (79%)
MACD neg	CAGR 2.7% \| Win 59% Sharpe 1.26 \| Sortino 2.53 \| Calmar 2.4 Vol 2% \| MDD -1.1% Months 27M (13%)	CAGR 4.8% \| Win 60% Sharpe 1.00 \| Sortino 1.60 \| Calmar 1.2 Vol 5% \| MDD -3.9% Months 15M (7%)	CAGR 3.5% \| Win 60% Sharpe 1.05 \| Sortino 1.66 \| Calmar 0.9 Vol 3% \| MDD -3.9% Months 42M (21%)
RSI only	CAGR 3.0% \| Win 66% Sharpe 1.34 \| Sortino 1.69 \| Calmar 0.8 Vol 2% \| MDD -3.8% Months 184M (91%)	CAGR 1.3% \| Win 53% Sharpe 0.29 \| Sortino 0.55 \| Calmar 0.2 Vol 5% \| MDD -5.9% Months 19M (9%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 4.1% \| Win 72% Sharpe 1.55 \| Sortino 1.55 \| Calmar 1.2 Vol 3% \| MDD -3.5% Months 79M (39%)	CAGR 1.3% \| Win 60% Sharpe 0.63 \| Sortino 0.80 \| Calmar 0.2 Vol 2% \| MDD -7.4% Months 82M (40%)	CAGR 2.6% \| Win 66% Sharpe 1.12 \| Sortino 1.29 \| Calmar 0.4 Vol 2% \| MDD -6.4% Months 161M (79%)
MACD neg	CAGR 3.2% \| Win 43% Sharpe 0.92 \| Sortino 4.03 \| Calmar 4.7 Vol 4% \| MDD -0.7% Months 7M (3%)	CAGR 3.5% \| Win 63% Sharpe 1.06 \| Sortino 1.53 \| Calmar 0.9 Vol 3% \| MDD -3.9% Months 35M (17%)	CAGR 3.5% \| Win 60% Sharpe 1.05 \| Sortino 1.66 \| Calmar 0.9 Vol 3% \| MDD -3.9% Months 42M (21%)
MACDhist only	CAGR 4.0% \| Win 70% Sharpe 1.50 \| Sortino 1.65 \| Calmar 1.1 Vol 3% \| MDD -3.5% Months 86M (42%)	CAGR 2.0% \| Win 61% Sharpe 0.79 \| Sortino 1.06 \| Calmar 0.2 Vol 2% \| MDD -8.6% Months 117M (58%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 3.0% \| Win 66% Sharpe 1.31 \| Sortino 1.35 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 91M (45%)	CAGR 2.2% \| Win 66% Sharpe 0.88 \| Sortino 1.20 \| Calmar 0.3 Vol 2% \| MDD -6.7% Months 70M (34%)	CAGR 2.6% \| Win 66% Sharpe 1.12 \| Sortino 1.29 \| Calmar 0.4 Vol 2% \| MDD -6.4% Months 161M (79%)
MACD neg	CAGR 2.8% \| Win 52% Sharpe 0.89 \| Sortino 1.91 \| Calmar 2.0 Vol 3% \| MDD -1.3% Months 21M (10%)	CAGR 4.2% \| Win 67% Sharpe 1.18 \| Sortino 1.49 \| Calmar 1.1 Vol 4% \| MDD -3.9% Months 21M (10%)	CAGR 3.5% \| Win 60% Sharpe 1.05 \| Sortino 1.66 \| Calmar 0.9 Vol 3% \| MDD -3.9% Months 42M (21%)
RSIhist only	CAGR 3.0% \| Win 63% Sharpe 1.21 \| Sortino 1.45 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 112M (55%)	CAGR 2.6% \| Win 66% Sharpe 0.96 \| Sortino 1.28 \| Calmar 0.3 Vol 3% \| MDD -8.5% Months 91M (45%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 3.1% \| Win 68% Sharpe 1.36 \| Sortino 1.60 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 153M (75%)	CAGR -5.1% \| Win 25% Sharpe -1.48 \| Sortino -1.80 \| Calmar -1.3 Vol 4% \| MDD -3.9% Months 8M (4%)	CAGR 2.6% \| Win 66% Sharpe 1.12 \| Sortino 1.29 \| Calmar 0.4 Vol 2% \| MDD -6.4% Months 161M (79%)
MACD neg	CAGR 4.0% \| Win 61% Sharpe 1.60 \| Sortino 3.67 \| Calmar 3.6 Vol 2% \| MDD -1.1% Months 31M (15%)	CAGR 2.0% \| Win 55% Sharpe 0.41 \| Sortino 0.75 \| Calmar 0.5 Vol 5% \| MDD -3.9% Months 11M (5%)	CAGR 3.5% \| Win 60% Sharpe 1.05 \| Sortino 1.66 \| Calmar 0.9 Vol 3% \| MDD -3.9% Months 42M (21%)
LWTI only	CAGR 3.2% \| Win 67% Sharpe 1.40 \| Sortino 1.81 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 184M (91%)	CAGR -1.0% \| Win 42% Sharpe -0.21 \| Sortino -0.34 \| Calmar -0.2 Vol 4% \| MDD -6.1% Months 19M (9%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 3.7% \| Win 70% Sharpe 1.43 \| Sortino 1.51 \| Calmar 1.1 Vol 3% \| MDD -3.5% Months 83M (41%)	CAGR 2.4% \| Win 62% Sharpe 1.27 \| Sortino 2.12 \| Calmar 0.6 Vol 2% \| MDD -3.8% Months 101M (50%)	CAGR 3.0% \| Win 66% Sharpe 1.34 \| Sortino 1.69 \| Calmar 0.8 Vol 2% \| MDD -3.8% Months 184M (91%)
RSI neg	CAGR 12.2% \| Win 67% Sharpe 2.61 \| Sortino 0.00 \| Calmar 122.0 Vol 4% \| MDD -0.1% Months 3M (2%)	CAGR -0.6% \| Win 50% Sharpe -0.09 \| Sortino -0.19 \| Calmar -0.1 Vol 5% \| MDD -5.9% Months 16M (8%)	CAGR 1.3% \| Win 53% Sharpe 0.29 \| Sortino 0.55 \| Calmar 0.2 Vol 5% \| MDD -5.9% Months 19M (9%)
MACDhist only	CAGR 4.0% \| Win 70% Sharpe 1.50 \| Sortino 1.65 \| Calmar 1.1 Vol 3% \| MDD -3.5% Months 86M (42%)	CAGR 2.0% \| Win 61% Sharpe 0.79 \| Sortino 1.06 \| Calmar 0.2 Vol 2% \| MDD -8.6% Months 117M (58%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.6% \| Win 62% Sharpe 1.13 \| Sortino 1.27 \| Calmar 0.6 Vol 2% \| MDD -4.3% Months 104M (51%)	CAGR 3.5% \| Win 70% Sharpe 1.62 \| Sortino 2.80 \| Calmar 1.1 Vol 2% \| MDD -3.1% Months 80M (39%)	CAGR 3.0% \| Win 66% Sharpe 1.34 \| Sortino 1.69 \| Calmar 0.8 Vol 2% \| MDD -3.8% Months 184M (91%)
RSI neg	CAGR 8.2% \| Win 75% Sharpe 1.93 \| Sortino 2.60 \| Calmar 6.1 Vol 4% \| MDD -1.3% Months 8M (4%)	CAGR -3.4% \| Win 36% Sharpe -0.62 \| Sortino -1.25 \| Calmar -0.6 Vol 5% \| MDD -5.9% Months 11M (5%)	CAGR 1.3% \| Win 53% Sharpe 0.29 \| Sortino 0.55 \| Calmar 0.2 Vol 5% \| MDD -5.9% Months 19M (9%)
RSIhist only	CAGR 3.0% \| Win 63% Sharpe 1.21 \| Sortino 1.45 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 112M (55%)	CAGR 2.6% \| Win 66% Sharpe 0.96 \| Sortino 1.28 \| Calmar 0.3 Vol 3% \| MDD -8.5% Months 91M (45%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 3.1% \| Win 67% Sharpe 1.37 \| Sortino 1.70 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 179M (88%)	CAGR -0.2% \| Win 20% Sharpe -0.20 \| Sortino -0.41 \| Calmar -0.4 Vol 1% \| MDD -0.6% Months 5M (2%)	CAGR 3.0% \| Win 66% Sharpe 1.34 \| Sortino 1.69 \| Calmar 0.8 Vol 2% \| MDD -3.8% Months 184M (91%)
RSI neg	CAGR 9.1% \| Win 60% Sharpe 2.39 \| Sortino 23.57 \| Calmar 91.3 Vol 4% \| MDD -0.1% Months 5M (2%)	CAGR -1.3% \| Win 50% Sharpe -0.23 \| Sortino -0.56 \| Calmar -0.3 Vol 5% \| MDD -4.2% Months 14M (7%)	CAGR 1.3% \| Win 53% Sharpe 0.29 \| Sortino 0.55 \| Calmar 0.2 Vol 5% \| MDD -5.9% Months 19M (9%)
LWTI only	CAGR 3.2% \| Win 67% Sharpe 1.40 \| Sortino 1.81 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 184M (91%)	CAGR -1.0% \| Win 42% Sharpe -0.21 \| Sortino -0.34 \| Calmar -0.2 Vol 4% \| MDD -6.1% Months 19M (9%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 3.6% \| Win 69% Sharpe 1.35 \| Sortino 1.38 \| Calmar 0.9 Vol 3% \| MDD -3.8% Months 72M (36%)	CAGR 6.3% \| Win 71% Sharpe 2.20 \| Sortino 15.73 \| Calmar 13.8 Vol 3% \| MDD -0.5% Months 14M (7%)	CAGR 4.0% \| Win 70% Sharpe 1.50 \| Sortino 1.65 \| Calmar 1.1 Vol 3% \| MDD -3.5% Months 86M (42%)
MACDhist neg	CAGR 1.9% \| Win 52% Sharpe 0.91 \| Sortino 1.62 \| Calmar 1.4 Vol 2% \| MDD -1.3% Months 40M (20%)	CAGR 2.0% \| Win 65% Sharpe 0.74 \| Sortino 0.95 \| Calmar 0.2 Vol 3% \| MDD -8.5% Months 77M (38%)	CAGR 2.0% \| Win 61% Sharpe 0.79 \| Sortino 1.06 \| Calmar 0.2 Vol 2% \| MDD -8.6% Months 117M (58%)
RSIhist only	CAGR 3.0% \| Win 63% Sharpe 1.21 \| Sortino 1.45 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 112M (55%)	CAGR 2.6% \| Win 66% Sharpe 0.96 \| Sortino 1.28 \| Calmar 0.3 Vol 3% \| MDD -8.5% Months 91M (45%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 4.1% \| Win 71% Sharpe 1.53 \| Sortino 1.66 \| Calmar 1.2 Vol 3% \| MDD -3.5% Months 85M (42%)	CAGR -4.7% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 4.0% \| Win 70% Sharpe 1.50 \| Sortino 1.65 \| Calmar 1.1 Vol 3% \| MDD -3.5% Months 86M (42%)
MACDhist neg	CAGR 2.5% \| Win 64% Sharpe 1.30 \| Sortino 2.21 \| Calmar 0.7 Vol 2% \| MDD -3.8% Months 99M (49%)	CAGR -0.8% \| Win 44% Sharpe -0.15 \| Sortino -0.25 \| Calmar -0.1 Vol 5% \| MDD -6.1% Months 18M (9%)	CAGR 2.0% \| Win 61% Sharpe 0.79 \| Sortino 1.06 \| Calmar 0.2 Vol 2% \| MDD -8.6% Months 117M (58%)
LWTI only	CAGR 3.2% \| Win 67% Sharpe 1.40 \| Sortino 1.81 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 184M (91%)	CAGR -1.0% \| Win 42% Sharpe -0.21 \| Sortino -0.34 \| Calmar -0.2 Vol 4% \| MDD -6.1% Months 19M (9%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 3.0% \| Win 65% Sharpe 1.26 \| Sortino 1.44 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 103M (51%)	CAGR 2.3% \| Win 44% Sharpe 0.72 \| Sortino 1.23 \| Calmar 1.7 Vol 3% \| MDD -1.3% Months 9M (4%)	CAGR 3.0% \| Win 63% Sharpe 1.21 \| Sortino 1.45 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 112M (55%)
RSIhist neg	CAGR 3.5% \| Win 69% Sharpe 1.60 \| Sortino 2.85 \| Calmar 1.1 Vol 2% \| MDD -3.1% Months 81M (40%)	CAGR -3.9% \| Win 40% Sharpe -0.71 \| Sortino -1.68 \| Calmar -0.7 Vol 6% \| MDD -5.9% Months 10M (5%)	CAGR 2.6% \| Win 66% Sharpe 0.96 \| Sortino 1.28 \| Calmar 0.3 Vol 3% \| MDD -8.5% Months 91M (45%)
LWTI only	CAGR 3.2% \| Win 67% Sharpe 1.40 \| Sortino 1.81 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 184M (91%)	CAGR -1.0% \| Win 42% Sharpe -0.21 \| Sortino -0.34 \| Calmar -0.2 Vol 4% \| MDD -6.1% Months 19M (9%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 65% Sharpe 1.23 \| Sortino 1.42 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 147M (72%)	CAGR 3.5% \| Win 67% Sharpe 1.45 \| Sortino 3.06 \| Calmar 3.8 Vol 2% \| MDD -0.9% Months 18M (9%)	CAGR 2.8% \| Win 65% Sharpe 1.26 \| Sortino 1.52 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 165M (81%)
MRmean neg	CAGR -9.0% \| Win 50% Sharpe -2.41 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 2M (1%)	CAGR 3.6% \| Win 64% Sharpe 0.96 \| Sortino 1.51 \| Calmar 0.6 Vol 4% \| MDD -6.4% Months 36M (18%)	CAGR 2.9% \| Win 63% Sharpe 0.77 \| Sortino 1.22 \| Calmar 0.4 Vol 4% \| MDD -7.9% Months 38M (19%)
SLmean only	CAGR 2.5% \| Win 64% Sharpe 1.14 \| Sortino 1.29 \| Calmar 0.7 Vol 2% \| MDD -3.5% Months 149M (73%)	CAGR 3.6% \| Win 65% Sharpe 1.06 \| Sortino 1.63 \| Calmar 0.5 Vol 3% \| MDD -6.9% Months 54M (27%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.8% \| Win 65% Sharpe 1.26 \| Sortino 1.52 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 165M (81%)	-	CAGR 2.8% \| Win 65% Sharpe 1.26 \| Sortino 1.52 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 165M (81%)
MRmean neg	CAGR 1.8% \| Win 58% Sharpe 0.41 \| Sortino 0.75 \| Calmar 0.2 Vol 4% \| MDD -7.9% Months 26M (13%)	CAGR 5.5% \| Win 75% Sharpe 2.74 \| Sortino 7.42 \| Calmar 10.2 Vol 2% \| MDD -0.5% Months 12M (6%)	CAGR 2.9% \| Win 63% Sharpe 0.77 \| Sortino 1.22 \| Calmar 0.4 Vol 4% \| MDD -7.9% Months 38M (19%)
RSmean only	CAGR 2.7% \| Win 64% Sharpe 1.02 \| Sortino 1.27 \| Calmar 0.3 Vol 3% \| MDD -8.6% Months 191M (94%)	CAGR 5.5% \| Win 75% Sharpe 2.74 \| Sortino 7.42 \| Calmar 10.2 Vol 2% \| MDD -0.5% Months 12M (6%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 3.0% \| Win 67% Sharpe 1.42 \| Sortino 1.56 \| Calmar 0.9 Vol 2% \| MDD -3.5% Months 144M (71%)	CAGR 1.4% \| Win 48% Sharpe 0.52 \| Sortino 0.99 \| Calmar 0.6 Vol 3% \| MDD -2.5% Months 21M (10%)	CAGR 2.8% \| Win 65% Sharpe 1.26 \| Sortino 1.52 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 165M (81%)
MRmean neg	CAGR -0.3% \| Win 53% Sharpe -0.05 \| Sortino -0.09 \| Calmar -0.0 Vol 4% \| MDD -5.7% Months 17M (8%)	CAGR 5.6% \| Win 71% Sharpe 1.49 \| Sortino 1.87 \| Calmar 1.4 Vol 4% \| MDD -3.9% Months 21M (10%)	CAGR 2.9% \| Win 63% Sharpe 0.77 \| Sortino 1.22 \| Calmar 0.4 Vol 4% \| MDD -7.9% Months 38M (19%)
MACD only	CAGR 2.6% \| Win 66% Sharpe 1.12 \| Sortino 1.29 \| Calmar 0.4 Vol 2% \| MDD -6.4% Months 161M (79%)	CAGR 3.5% \| Win 60% Sharpe 1.05 \| Sortino 1.66 \| Calmar 0.9 Vol 3% \| MDD -3.9% Months 42M (21%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.7% \| Win 65% Sharpe 1.29 \| Sortino 1.51 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 160M (79%)	CAGR 5.0% \| Win 60% Sharpe 1.07 \| Sortino 1.64 \| Calmar 50.3 Vol 5% \| MDD -0.1% Months 5M (2%)	CAGR 2.8% \| Win 65% Sharpe 1.26 \| Sortino 1.52 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 165M (81%)
MRmean neg	CAGR 4.6% \| Win 71% Sharpe 1.63 \| Sortino 3.48 \| Calmar 2.3 Vol 3% \| MDD -2.0% Months 24M (12%)	CAGR 0.0% \| Win 50% Sharpe 0.03 \| Sortino 0.07 \| Calmar 0.0 Vol 5% \| MDD -5.9% Months 14M (7%)	CAGR 2.9% \| Win 63% Sharpe 0.77 \| Sortino 1.22 \| Calmar 0.4 Vol 4% \| MDD -7.9% Months 38M (19%)
RSI only	CAGR 3.0% \| Win 66% Sharpe 1.34 \| Sortino 1.69 \| Calmar 0.8 Vol 2% \| MDD -3.8% Months 184M (91%)	CAGR 1.3% \| Win 53% Sharpe 0.29 \| Sortino 0.55 \| Calmar 0.2 Vol 5% \| MDD -5.9% Months 19M (9%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.6% \| Win 69% Sharpe 1.45 \| Sortino 1.51 \| Calmar 1.0 Vol 2% \| MDD -3.5% Months 85M (42%)	CAGR 1.9% \| Win 60% Sharpe 1.04 \| Sortino 1.56 \| Calmar 0.7 Vol 2% \| MDD -2.6% Months 80M (39%)	CAGR 2.8% \| Win 65% Sharpe 1.26 \| Sortino 1.52 \| Calmar 0.8 Vol 2% \| MDD -3.5% Months 165M (81%)
MRmean neg	CAGR 38.8% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 2.1% \| Win 62% Sharpe 0.59 \| Sortino 0.88 \| Calmar 0.3 Vol 4% \| MDD -7.9% Months 37M (18%)	CAGR 2.9% \| Win 63% Sharpe 0.77 \| Sortino 1.22 \| Calmar 0.4 Vol 4% \| MDD -7.9% Months 38M (19%)
MACDhist only	CAGR 4.0% \| Win 70% Sharpe 1.50 \| Sortino 1.65 \| Calmar 1.1 Vol 3% \| MDD -3.5% Months 86M (42%)	CAGR 2.0% \| Win 61% Sharpe 0.79 \| Sortino 1.06 \| Calmar 0.2 Vol 2% \| MDD -8.6% Months 117M (58%)