VEA - Vanguard Tax Managed Fund FTSE Developed Markets ETF

Signal Pair Analysis

MACDhist-LWTI

Best Pair

79.5%

Best CAGR

Total Months

6.5%

Avg CAGR

VEA 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 VEA

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	LWTI	pos-neg	2	0.9	79.5	50.0	1.5	0.0	0.0	43.7	0.0
pair	LWTI	MACDhist	pos-neg	2	0.9	79.5	50.0	1.5	0.0	0.0	43.7	0.0
pair	LWTI	RSmean	neg-neg	2	0.9	55.0	100.0	20.9	0.0	0.0	2.1	0.0
pair	RSmean	LWTI	neg-neg	2	0.9	55.0	100.0	20.9	0.0	0.0	2.1	0.0
pair	RSI	RSIhist	neg-pos	16	7.1	48.2	68.8	2.3	9.8	13.4	17.8	-3.6
pair	RSIhist	RSI	neg-pos	16	7.1	48.2	68.8	2.3	9.8	13.4	17.8	-3.6
pair	SLmean	RSI	pos-neg	18	8.0	43.6	72.2	2.4	8.9	12.2	15.9	-3.6
pair	RSI	SLmean	pos-neg	18	8.0	43.6	72.2	2.4	8.9	12.2	15.9	-3.6
pair	MRmean	SLmean	neg-pos	11	4.9	43.1	72.7	2.3	11.9	18.3	16.5	-2.4
pair	SLmean	MRmean	neg-pos	11	4.9	43.1	72.7	2.3	11.9	18.3	16.5	-2.4
pair	RSIhist	LWTI	neg-neg	26	11.6	39.0	80.8	1.5	3.2	1.7	24.6	-22.7
pair	LWTI	RSIhist	neg-neg	26	11.6	39.0	80.8	1.5	3.2	1.7	24.6	-22.7
pair	LWTI	RSI	neg-neg	31	13.8	37.9	71.0	1.5	2.2	1.7	23.8	-22.7
pair	RSI	LWTI	neg-neg	31	13.8	37.9	71.0	1.5	2.2	1.7	23.8	-22.7
pair	MACD	LWTI	neg-neg	30	13.3	36.6	70.0	1.5	2.2	1.6	22.4	-22.7
pair	LWTI	MACD	neg-neg	30	13.3	36.6	70.0	1.5	2.2	1.6	22.4	-22.7
pair	RSI	MRmean	pos-neg	10	4.4	30.3	70.0	1.9	9.0	8.5	14.2	-3.6
pair	MRmean	RSI	pos-neg	10	4.4	30.3	70.0	1.9	9.0	8.5	14.2	-3.6
pair	LWTI	SLmean	neg-neg	20	8.9	29.2	70.0	1.0	2.9	1.3	30.1	-22.7
pair	SLmean	LWTI	neg-neg	20	8.9	29.2	70.0	1.0	2.9	1.3	30.1	-22.7
pair	LWTI	MRmean	neg-neg	28	12.4	29.0	71.4	1.1	1.8	1.3	26.0	-22.7
pair	MRmean	LWTI	neg-neg	28	12.4	29.0	71.4	1.1	1.8	1.3	26.0	-22.7
pair	MACD	RSI	neg-neg	45	20.0	25.0	66.7	1.0	1.2	0.5	24.6	-48.8
pair	RSI	MACD	neg-neg	45	20.0	25.0	66.7	1.0	1.2	0.5	24.6	-48.8
pair	SLmean	MRmean	pos-neg	14	6.2	23.0	64.3	1.2	2.1	2.7	19.4	-8.6
pair	MRmean	SLmean	pos-neg	14	6.2	23.0	64.3	1.2	2.1	2.7	19.4	-8.6
single	LWTI	LWTI	neg-neg	49	21.8	20.8	63.3	1.0	1.5	0.9	22.2	-22.7
pair	MACD	SLmean	pos-neg	33	14.7	19.7	66.7	1.1	1.9	1.1	17.3	-17.9
pair	SLmean	MACD	pos-neg	33	14.7	19.7	66.7	1.1	1.9	1.1	17.3	-17.9
pair	LWTI	RSmean	pos-neg	47	20.9	19.5	61.7	0.9	1.5	0.9	22.6	-22.7
pair	RSmean	LWTI	pos-neg	47	20.9	19.5	61.7	0.9	1.5	0.9	22.6	-22.7
pair	MACDhist	LWTI	neg-neg	47	20.9	18.8	63.8	0.9	1.4	0.8	21.6	-22.7
pair	LWTI	MACDhist	neg-neg	47	20.9	18.8	63.8	0.9	1.4	0.8	21.6	-22.7
pair	MACD	RSmean	pos-neg	51	22.7	18.1	66.7	0.8	1.0	0.4	24.6	-44.7
pair	RSmean	MACD	pos-neg	51	22.7	18.1	66.7	0.8	1.0	0.4	24.6	-44.7
pair	MACDhist	MACD	neg-pos	9	4.0	17.7	55.6	0.7	1.3	3.6	26.7	-4.9
pair	MACD	MACDhist	neg-pos	9	4.0	17.7	55.6	0.7	1.3	3.6	26.7	-4.9
pair	RSIhist	MACD	neg-pos	33	14.7	16.0	63.6	0.9	1.5	0.9	18.9	-17.1
pair	MACD	RSIhist	neg-pos	33	14.7	16.0	63.6	0.9	1.5	0.9	18.9	-17.1
pair	MACDhist	SLmean	neg-pos	24	10.7	15.4	58.3	0.7	1.0	0.7	24.3	-22.5
pair	SLmean	MACDhist	neg-pos	24	10.7	15.4	58.3	0.7	1.0	0.7	24.3	-22.5
pair	SLmean	LWTI	pos-neg	29	12.9	15.3	58.6	1.0	3.2	1.2	14.9	-12.4
pair	LWTI	SLmean	pos-neg	29	12.9	15.3	58.6	1.0	3.2	1.2	14.9	-12.4
pair	MACD	MRmean	neg-neg	40	17.8	13.6	60.0	0.6	0.8	0.2	26.7	-57.1
pair	MRmean	MACD	neg-neg	40	17.8	13.6	60.0	0.6	0.8	0.2	26.7	-57.1
pair	RSmean	RSI	neg-neg	10	4.4	13.4	60.0	1.2	2.2	1.9	11.3	-6.9
pair	RSI	RSmean	neg-neg	10	4.4	13.4	60.0	1.2	2.2	1.9	11.3	-6.9
pair	RSI	MACDhist	neg-neg	60	26.7	13.3	61.7	0.7	0.9	0.3	23.5	-48.8
pair	MACDhist	RSI	neg-neg	60	26.7	13.3	61.7	0.7	0.9	0.3	23.5	-48.8
single	MACD	MACD	neg-neg	66	29.3	11.9	62.1	0.6	0.8	0.2	23.0	-57.1
pair	MRmean	RSIhist	neg-pos	9	4.0	11.1	44.4	0.5	0.8	0.8	29.3	-14.6
pair	RSIhist	MRmean	neg-pos	9	4.0	11.1	44.4	0.5	0.8	0.8	29.3	-14.6
single	RSI	RSI	neg-neg	68	30.2	11.1	60.3	0.6	0.8	0.2	24.7	-48.8
pair	MACDhist	MACD	neg-neg	57	25.3	11.0	63.2	0.6	0.7	0.2	22.6	-57.1
pair	MACD	MACDhist	neg-neg	57	25.3	11.0	63.2	0.6	0.7	0.2	22.6	-57.1
pair	RSI	RSmean	pos-neg	58	25.8	10.7	60.3	0.5	0.8	0.2	26.4	-44.7
pair	RSmean	RSI	pos-neg	58	25.8	10.7	60.3	0.5	0.8	0.2	26.4	-44.7
pair	MRmean	LWTI	pos-neg	21	9.3	10.6	52.4	0.7	2.4	1.0	16.0	-10.4
pair	LWTI	MRmean	pos-neg	21	9.3	10.6	52.4	0.7	2.4	1.0	16.0	-10.4
pair	MACDhist	SLmean	pos-neg	46	20.4	10.3	58.7	0.7	1.4	0.5	14.7	-19.6
pair	SLmean	MACDhist	pos-neg	46	20.4	10.3	58.7	0.7	1.4	0.5	14.7	-19.6
pair	RSIhist	SLmean	pos-pos	123	54.7	9.8	61.0	0.8	1.4	0.6	13.5	-17.9
pair	LWTI	RSIhist	pos-pos	107	47.6	9.8	64.5	0.8	1.2	0.5	13.2	-19.5
pair	RSIhist	LWTI	pos-pos	107	47.6	9.8	64.5	0.8	1.2	0.5	13.2	-19.5
pair	MACDhist	RSIhist	pos-pos	92	40.9	9.8	63.0	0.8	1.2	0.7	13.3	-15.1
pair	SLmean	RSIhist	pos-pos	123	54.7	9.8	61.0	0.8	1.4	0.6	13.5	-17.9
pair	RSIhist	MACDhist	pos-pos	92	40.9	9.8	63.0	0.8	1.2	0.7	13.3	-15.1
pair	RSI	MACDhist	pos-pos	111	49.3	9.6	62.2	0.7	1.2	0.6	13.8	-15.1
pair	MACDhist	RSI	pos-pos	111	49.3	9.6	62.2	0.7	1.2	0.6	13.8	-15.1
pair	RSIhist	RSmean	pos-pos	124	55.1	9.5	61.3	0.7	1.2	0.5	14.1	-18.4
pair	RSmean	RSIhist	pos-pos	124	55.1	9.5	61.3	0.7	1.2	0.5	14.1	-18.4
pair	MRmean	MACD	pos-neg	26	11.6	9.4	65.4	0.6	1.0	0.5	16.1	-17.9
pair	MACD	MRmean	pos-neg	26	11.6	9.4	65.4	0.6	1.0	0.5	16.1	-17.9
pair	MACDhist	RSmean	pos-pos	116	51.6	8.9	62.1	0.6	0.9	0.3	15.8	-27.9
pair	MRmean	MACDhist	pos-pos	108	48.0	8.9	62.0	0.7	1.1	0.6	13.9	-15.3
pair	RSmean	MACDhist	pos-pos	116	51.6	8.9	62.1	0.6	0.9	0.3	15.8	-27.9
pair	MACDhist	MRmean	pos-pos	108	48.0	8.9	62.0	0.7	1.1	0.6	13.9	-15.3
pair	SLmean	RSmean	pos-pos	137	60.9	8.7	61.3	0.7	1.2	0.6	13.2	-15.6
pair	RSmean	SLmean	pos-pos	137	60.9	8.7	61.3	0.7	1.2	0.6	13.2	-15.6
single	RSIhist	RSIhist	pos-pos	130	57.8	8.6	60.8	0.7	1.1	0.5	14.2	-18.4
single	MACDhist	MACDhist	pos-pos	119	52.9	8.6	61.3	0.6	0.9	0.3	15.7	-27.9
pair	RSIhist	MRmean	pos-pos	121	53.8	8.4	62.0	0.7	1.2	0.5	12.6	-17.9
pair	MRmean	RSIhist	pos-pos	121	53.8	8.4	62.0	0.7	1.2	0.5	12.6	-17.9
pair	MRmean	RSI	neg-neg	58	25.8	8.1	58.6	0.4	0.6	0.2	26.1	-48.8
single	SLmean	SLmean	pos-pos	141	62.7	8.1	61.0	0.7	1.1	0.4	13.4	-18.8
pair	RSI	MRmean	neg-neg	58	25.8	8.1	58.6	0.4	0.6	0.2	26.1	-48.8
pair	MACD	RSIhist	neg-neg	33	14.7	8.0	60.6	0.4	0.6	0.1	26.7	-53.5
pair	RSIhist	MACD	neg-neg	33	14.7	8.0	60.6	0.4	0.6	0.1	26.7	-53.5
pair	MACD	MACDhist	pos-pos	110	48.9	7.9	61.8	0.6	0.8	0.3	14.6	-27.9
pair	MACDhist	MACD	pos-pos	110	48.9	7.9	61.8	0.6	0.8	0.3	14.6	-27.9
pair	MACDhist	LWTI	pos-pos	117	52.0	7.7	61.5	0.6	0.8	0.3	15.2	-25.3
pair	LWTI	MACDhist	pos-pos	117	52.0	7.7	61.5	0.6	0.8	0.3	15.2	-25.3
pair	MRmean	RSmean	pos-pos	140	62.2	7.7	60.7	0.6	1.1	0.5	13.5	-16.3
pair	RSmean	MRmean	pos-pos	140	62.2	7.7	60.7	0.6	1.1	0.5	13.5	-16.3
single	MRmean	MRmean	pos-pos	144	64.0	7.1	60.4	0.6	1.0	0.3	13.7	-21.0
pair	SLmean	MACDhist	pos-pos	95	42.2	7.0	62.1	0.6	0.9	0.4	12.8	-18.7
pair	MACDhist	SLmean	pos-pos	95	42.2	7.0	62.1	0.6	0.9	0.4	12.8	-18.7
pair	MACD	MRmean	pos-pos	118	52.4	6.6	59.3	0.6	0.9	0.3	13.2	-25.2
pair	LWTI	MRmean	pos-pos	123	54.7	6.6	61.8	0.6	0.8	0.4	13.3	-17.9
pair	MRmean	LWTI	pos-pos	123	54.7	6.6	61.8	0.6	0.8	0.4	13.3	-17.9
pair	MRmean	MACD	pos-pos	118	52.4	6.6	59.3	0.6	0.9	0.3	13.2	-25.2
single	RSmean	RSmean	pos-pos	203	90.2	6.5	59.6	0.4	0.6	0.1	18.1	-44.7
pair	LWTI	SLmean	pos-pos	112	49.8	6.3	61.6	0.5	0.8	0.3	13.0	-18.7
pair	SLmean	LWTI	pos-pos	112	49.8	6.3	61.6	0.5	0.8	0.3	13.0	-18.7
pair	MACD	RSIhist	pos-pos	97	43.1	6.1	59.8	0.6	0.8	0.3	12.3	-19.0
pair	RSIhist	MACD	pos-pos	97	43.1	6.1	59.8	0.6	0.8	0.3	12.3	-19.0
pair	MRmean	MACDhist	neg-pos	11	4.9	5.8	54.5	0.3	0.4	0.2	29.3	-24.1
pair	MACDhist	MRmean	neg-pos	11	4.9	5.8	54.5	0.3	0.4	0.2	29.3	-24.1
pair	RSIhist	MACDhist	neg-pos	38	16.9	5.7	55.3	0.4	0.7	0.3	16.5	-22.2
pair	MACDhist	RSIhist	neg-pos	38	16.9	5.7	55.3	0.4	0.7	0.3	16.5	-22.2
pair	MRmean	SLmean	pos-pos	130	57.8	5.6	60.0	0.5	0.8	0.3	12.9	-21.2
pair	SLmean	MRmean	pos-pos	130	57.8	5.6	60.0	0.5	0.8	0.3	12.9	-21.2
pair	MRmean	RSI	pos-pos	134	59.6	5.6	59.7	0.5	0.8	0.3	13.6	-21.3
pair	RSI	MRmean	pos-pos	134	59.6	5.6	59.7	0.5	0.8	0.3	13.6	-21.3
pair		benchmark___benchmark_	benchmark-benchmark	225	100.0	5.1	58.2	0.4	0.5	0.1	17.9	-57.1
pair	benchmark___benchmark_		benchmark-benchmark	225	100.0	5.1	58.2	0.4	0.5	0.1	17.9	-57.1
pair	RSI	MACD	pos-pos	136	60.4	5.0	58.1	0.4	0.7	0.2	13.3	-25.4
pair	MACD	RSI	pos-pos	136	60.4	5.0	58.1	0.4	0.7	0.2	13.3	-25.4
pair	MACDhist	RSIhist	pos-neg	27	12.0	4.9	55.6	0.3	0.5	0.2	22.5	-24.5
pair	RSIhist	MACDhist	pos-neg	27	12.0	4.9	55.6	0.3	0.5	0.2	22.5	-24.5
pair	MACD	SLmean	pos-pos	108	48.0	4.8	59.3	0.5	0.7	0.2	11.9	-23.8
pair	SLmean	MACD	pos-pos	108	48.0	4.8	59.3	0.5	0.7	0.2	11.9	-23.8
pair	RSmean	RSI	pos-pos	145	64.4	4.8	59.3	0.4	0.6	0.2	13.5	-28.6
pair	RSI	RSmean	pos-pos	145	64.4	4.8	59.3	0.4	0.6	0.2	13.5	-28.6
pair	MACD	SLmean	neg-neg	33	14.7	4.6	57.6	0.3	0.4	0.1	27.7	-57.1
pair	SLmean	MACD	neg-neg	33	14.7	4.6	57.6	0.3	0.4	0.1	27.7	-57.1
pair	RSI	RSIhist	pos-pos	114	50.7	3.9	59.6	0.4	0.5	0.2	13.2	-21.9
pair	RSIhist	RSI	pos-pos	114	50.7	3.9	59.6	0.4	0.5	0.2	13.2	-21.9
pair	MRmean	RSmean	neg-pos	63	28.0	3.8	57.1	0.3	0.4	0.1	25.8	-44.7
pair	RSmean	MRmean	neg-pos	63	28.0	3.8	57.1	0.3	0.4	0.1	25.8	-44.7
pair	RSI	SLmean	pos-pos	123	54.7	3.7	59.3	0.3	0.5	0.1	12.6	-24.1
pair	SLmean	RSI	pos-pos	123	54.7	3.7	59.3	0.3	0.5	0.1	12.6	-24.1
pair	RSI	LWTI	pos-pos	139	61.8	3.5	58.3	0.3	0.5	0.1	13.5	-35.8
pair	LWTI	RSI	pos-pos	139	61.8	3.5	58.3	0.3	0.5	0.1	13.5	-35.8
pair	RSmean	MACDhist	pos-neg	87	38.7	3.4	56.3	0.3	0.4	0.1	21.0	-44.7
pair	MACDhist	RSmean	pos-neg	87	38.7	3.4	56.3	0.3	0.4	0.1	21.0	-44.7
pair	RSIhist	LWTI	pos-neg	23	10.2	3.0	43.5	0.2	0.5	0.1	18.5	-28.3
pair	LWTI	RSIhist	pos-neg	23	10.2	3.0	43.5	0.2	0.5	0.1	18.5	-28.3
pair	LWTI	RSmean	pos-pos	156	69.3	2.9	59.0	0.3	0.3	0.1	16.5	-37.0
pair	RSmean	LWTI	pos-pos	156	69.3	2.9	59.0	0.3	0.3	0.1	16.5	-37.0
pair	RSmean	MACD	pos-pos	152	67.6	2.9	57.2	0.3	0.4	0.1	15.3	-31.7
pair	MACD	RSmean	pos-pos	152	67.6	2.9	57.2	0.3	0.4	0.1	15.3	-31.7
pair	LWTI	MACD	pos-pos	140	62.2	2.8	57.1	0.3	0.4	0.1	14.4	-36.9
pair	MACD	LWTI	pos-pos	140	62.2	2.8	57.1	0.3	0.4	0.1	14.4	-36.9
single	RSI	RSI	pos-pos	157	69.8	2.6	57.3	0.2	0.4	0.1	14.0	-43.1
single	MACD	MACD	pos-pos	159	70.7	2.4	56.6	0.2	0.3	0.1	15.3	-31.7
pair	SLmean	RSmean	neg-pos	66	29.3	2.0	56.1	0.2	0.3	0.0	25.7	-44.7
pair	RSmean	SLmean	neg-pos	66	29.3	2.0	56.1	0.2	0.3	0.0	25.7	-44.7
pair	RSIhist	RSmean	pos-neg	79	35.1	2.0	57.0	0.2	0.3	0.0	23.2	-44.7
pair	RSmean	RSIhist	pos-neg	79	35.1	2.0	57.0	0.2	0.3	0.0	23.2	-44.7
pair	MRmean	MACDhist	pos-neg	36	16.0	1.9	55.6	0.2	0.3	0.1	13.2	-21.2
pair	MACDhist	MRmean	pos-neg	36	16.0	1.9	55.6	0.2	0.3	0.1	13.2	-21.2
pair	RSI	RSIhist	neg-neg	52	23.1	1.7	57.7	0.2	0.3	0.0	26.1	-48.8
pair	RSIhist	RSI	neg-neg	52	23.1	1.7	57.7	0.2	0.3	0.0	26.1	-48.8
single	MRmean	MRmean	neg-neg	81	36.0	1.6	54.3	0.2	0.3	0.0	23.7	-57.1
pair	RSIhist	SLmean	neg-neg	77	34.2	1.4	53.2	0.2	0.3	0.0	23.7	-53.5
pair	SLmean	RSIhist	neg-neg	77	34.2	1.4	53.2	0.2	0.3	0.0	23.7	-53.5
pair	SLmean	RSI	neg-neg	50	22.2	1.3	56.0	0.2	0.3	0.0	26.9	-48.8
pair	RSI	SLmean	neg-neg	50	22.2	1.3	56.0	0.2	0.3	0.0	26.9	-48.8
single	MACDhist	MACDhist	neg-neg	106	47.1	1.2	54.7	0.2	0.2	0.0	20.1	-57.1
single	LWTI	LWTI	pos-pos	176	78.2	1.1	56.8	0.1	0.2	0.0	16.4	-51.0
pair	RSmean	MACDhist	neg-pos	3	1.3	1.1	33.3	0.1	0.4	0.7	16.7	-1.5
pair	MACDhist	RSmean	neg-pos	3	1.3	1.1	33.3	0.1	0.4	0.7	16.7	-1.5
pair	MRmean	MACDhist	neg-neg	70	31.1	0.9	54.3	0.1	0.2	0.0	22.9	-57.1
pair	MACDhist	MRmean	neg-neg	70	31.1	0.9	54.3	0.1	0.2	0.0	22.9	-57.1
pair	MRmean	RSIhist	pos-neg	23	10.2	0.8	52.2	0.1	0.2	0.1	18.5	-17.0
pair	RSIhist	MRmean	pos-neg	23	10.2	0.8	52.2	0.1	0.2	0.1	18.5	-17.0
single	RSIhist	RSIhist	neg-neg	95	42.2	0.5	54.7	0.1	0.2	0.0	22.0	-53.5
pair	MRmean	RSIhist	neg-neg	72	32.0	0.4	55.6	0.1	0.2	0.0	23.1	-53.5
pair	RSIhist	MRmean	neg-neg	72	32.0	0.4	55.6	0.1	0.2	0.0	23.1	-53.5
single	SLmean	SLmean	neg-neg	84	37.3	0.3	53.6	0.1	0.2	0.0	23.7	-57.1
pair	LWTI	MACD	pos-neg	19	8.4	-0.5	52.6	0.1	0.1	-0.0	21.2	-15.1
pair	MACD	LWTI	pos-neg	19	8.4	-0.5	52.6	0.1	0.1	-0.0	21.2	-15.1
pair	RSI	RSIhist	pos-neg	43	19.1	-0.9	51.2	0.0	0.0	-0.0	15.9	-23.7
pair	RSIhist	RSI	pos-neg	43	19.1	-0.9	51.2	0.0	0.0	-0.0	15.9	-23.7
pair	MACDhist	RSIhist	neg-neg	68	30.2	-1.2	54.4	0.1	0.1	-0.0	22.0	-53.5
pair	RSIhist	MACDhist	neg-neg	68	30.2	-1.2	54.4	0.1	0.1	-0.0	22.0	-53.5
pair	SLmean	RSI	neg-pos	34	15.1	-1.3	50.0	0.0	0.0	-0.0	18.3	-35.8
pair	RSI	SLmean	neg-pos	34	15.1	-1.3	50.0	0.0	0.0	-0.0	18.3	-35.8
pair	MACD	SLmean	neg-pos	51	22.7	-2.5	51.0	-0.0	-0.0	-0.1	20.9	-24.6
pair	SLmean	MACD	neg-pos	51	22.7	-2.5	51.0	-0.0	-0.0	-0.1	20.9	-24.6
pair	SLmean	RSIhist	pos-neg	18	8.0	-3.0	61.1	-0.2	-0.2	-0.2	13.0	-15.9
pair	RSIhist	SLmean	pos-neg	18	8.0	-3.0	61.1	-0.2	-0.2	-0.2	13.0	-15.9
pair	MACD	RSIhist	pos-neg	62	27.6	-3.2	51.6	-0.1	-0.1	-0.1	19.2	-30.0
pair	RSIhist	MACD	pos-neg	62	27.6	-3.2	51.6	-0.1	-0.1	-0.1	19.2	-30.0
pair	SLmean	MRmean	neg-neg	70	31.1	-3.8	51.4	-0.0	-0.1	-0.1	24.4	-57.1
pair	MRmean	SLmean	neg-neg	70	31.1	-3.8	51.4	-0.0	-0.1	-0.1	24.4	-57.1
pair	RSI	LWTI	pos-neg	18	8.0	-3.9	50.0	-0.1	-0.2	-0.2	17.7	-17.3
pair	LWTI	RSI	pos-neg	18	8.0	-3.9	50.0	-0.1	-0.2	-0.2	17.7	-17.3
pair	MACDhist	RSI	neg-pos	8	3.6	-4.2	50.0	0.0	0.1	-0.2	34.3	-22.9
pair	RSI	MACDhist	neg-pos	8	3.6	-4.2	50.0	0.0	0.1	-0.2	34.3	-22.9
pair	LWTI	MACD	neg-pos	36	16.0	-5.2	55.6	-0.1	-0.1	-0.1	22.6	-51.0
pair	MACD	LWTI	neg-pos	36	16.0	-5.2	55.6	-0.1	-0.1	-0.1	22.6	-51.0
pair	SLmean	MACDhist	neg-neg	60	26.7	-5.2	51.7	-0.1	-0.2	-0.1	23.4	-57.1
pair	MACDhist	SLmean	neg-neg	60	26.7	-5.2	51.7	-0.1	-0.2	-0.1	23.4	-57.1
pair	SLmean	RSmean	neg-neg	18	8.0	-5.9	44.4	-0.3	-0.5	-0.3	14.4	-19.6
pair	RSmean	SLmean	neg-neg	18	8.0	-5.9	44.4	-0.3	-0.5	-0.3	14.4	-19.6
pair	MRmean	RSmean	neg-neg	18	8.0	-5.9	44.4	-0.3	-0.5	-0.3	14.4	-19.6
pair	RSmean	MRmean	neg-neg	18	8.0	-5.9	44.4	-0.3	-0.5	-0.3	14.4	-19.6
pair	RSIhist	RSmean	neg-neg	16	7.1	-6.3	43.8	-0.4	-0.6	-0.3	15.2	-18.7
pair	RSmean	RSIhist	neg-neg	16	7.1	-6.3	43.8	-0.4	-0.6	-0.3	15.2	-18.7
pair	MACD	RSmean	neg-neg	15	6.7	-6.7	46.7	-0.4	-0.6	-0.3	15.4	-22.0
pair	RSmean	MACD	neg-neg	15	6.7	-6.7	46.7	-0.4	-0.6	-0.3	15.4	-22.0
single	RSmean	RSmean	neg-neg	22	9.8	-6.9	45.5	-0.4	-0.6	-0.2	15.5	-28.7
pair	LWTI	RSI	neg-pos	37	16.4	-7.2	51.4	-0.2	-0.2	-0.2	24.5	-40.7
pair	RSI	LWTI	neg-pos	37	16.4	-7.2	51.4	-0.2	-0.2	-0.2	24.5	-40.7
pair	LWTI	SLmean	neg-pos	64	28.4	-7.4	48.4	-0.3	-0.3	-0.1	20.9	-50.3
pair	SLmean	LWTI	neg-pos	64	28.4	-7.4	48.4	-0.3	-0.3	-0.1	20.9	-50.3
pair	RSmean	MACD	neg-pos	7	3.1	-7.5	42.9	-0.4	-0.6	-0.6	16.9	-11.7
pair	MACD	RSmean	neg-pos	7	3.1	-7.5	42.9	-0.4	-0.6	-0.6	16.9	-11.7
pair	MACDhist	RSmean	neg-neg	19	8.4	-8.1	47.4	-0.5	-0.7	-0.3	15.7	-24.9
pair	RSmean	MACDhist	neg-neg	19	8.4	-8.1	47.4	-0.5	-0.7	-0.3	15.7	-24.9
pair	RSmean	RSIhist	neg-pos	6	2.7	-8.5	50.0	-0.4	-0.6	-0.6	17.7	-13.3
pair	RSIhist	RSmean	neg-pos	6	2.7	-8.5	50.0	-0.4	-0.6	-0.6	17.7	-13.3
pair	MACD	MRmean	neg-pos	41	18.2	-8.9	48.8	-0.4	-0.5	-0.3	20.1	-34.3
pair	MRmean	MACD	neg-pos	41	18.2	-8.9	48.8	-0.4	-0.5	-0.3	20.1	-34.3
pair	MACDhist	MACD	pos-neg	49	21.8	-9.1	44.9	-0.5	-0.8	-0.2	16.4	-39.7
pair	MACD	MACDhist	pos-neg	49	21.8	-9.1	44.9	-0.5	-0.8	-0.2	16.4	-39.7
pair	LWTI	MRmean	neg-pos	53	23.6	-10.5	45.3	-0.4	-0.5	-0.2	21.7	-52.1
pair	MRmean	LWTI	neg-pos	53	23.6	-10.5	45.3	-0.4	-0.5	-0.2	21.7	-52.1
pair	LWTI	MACDhist	neg-pos	59	26.2	-10.8	47.5	-0.5	-0.7	-0.2	18.2	-55.1
pair	MACDhist	LWTI	neg-pos	59	26.2	-10.8	47.5	-0.5	-0.7	-0.2	18.2	-55.1
pair	RSIhist	LWTI	neg-pos	69	30.7	-11.0	44.9	-0.5	-0.6	-0.2	20.0	-61.3
pair	LWTI	RSIhist	neg-pos	69	30.7	-11.0	44.9	-0.5	-0.6	-0.2	20.0	-61.3
pair	RSIhist	SLmean	neg-pos	7	3.1	-11.2	57.1	-0.4	-0.5	-0.9	25.0	-12.5
pair	SLmean	RSIhist	neg-pos	7	3.1	-11.2	57.1	-0.4	-0.5	-0.9	25.0	-12.5
pair	MRmean	RSmean	pos-neg	4	1.8	-11.4	50.0	-0.5	-0.8	-1.3	22.4	-8.6
pair	RSmean	MRmean	pos-neg	4	1.8	-11.4	50.0	-0.5	-0.8	-1.3	22.4	-8.6
pair	SLmean	RSmean	pos-neg	4	1.8	-11.4	50.0	-0.5	-0.8	-1.3	22.4	-8.6
pair	RSmean	SLmean	pos-neg	4	1.8	-11.4	50.0	-0.5	-0.8	-1.3	22.4	-8.6
pair	LWTI	RSmean	neg-pos	20	8.9	-11.6	40.0	-0.7	-1.1	-0.3	15.5	-33.7
pair	RSmean	LWTI	neg-pos	20	8.9	-11.6	40.0	-0.7	-1.1	-0.3	15.5	-33.7
pair	MACD	RSI	pos-neg	23	10.2	-11.6	47.8	-0.4	-0.7	-0.5	24.1	-25.5
pair	RSI	MACD	pos-neg	23	10.2	-11.6	47.8	-0.4	-0.7	-0.5	24.1	-25.5
pair	MACD	RSI	neg-pos	21	9.3	-11.6	52.4	-0.6	-1.0	-0.3	17.4	-35.8
pair	RSI	MACD	neg-pos	21	9.3	-11.6	52.4	-0.6	-1.0	-0.3	17.4	-35.8
pair	RSI	MACDhist	pos-neg	46	20.4	-12.6	45.7	-0.9	-1.2	-0.3	13.5	-45.8
pair	MACDhist	RSI	pos-neg	46	20.4	-12.6	45.7	-0.9	-1.2	-0.3	13.5	-45.8
pair	MRmean	RSI	neg-pos	23	10.2	-13.2	43.5	-0.8	-1.1	-0.4	15.4	-32.6
pair	RSI	MRmean	neg-pos	23	10.2	-13.2	43.5	-0.8	-1.1	-0.4	15.4	-32.6
pair	RSI	RSmean	neg-pos	12	5.3	-21.0	33.3	-1.3	-2.1	-0.6	17.4	-32.8
pair	RSmean	RSI	neg-pos	12	5.3	-21.0	33.3	-1.3	-2.1	-0.6	17.4	-32.8

All Contingency Tables for VEA

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 5.6% \| Win 60% Sharpe 0.48 \| Sortino 0.78 \| Calmar 0.3 Vol 13% \| MDD -21.2% Months 130M (58%)	CAGR 23.0% \| Win 64% Sharpe 1.17 \| Sortino 2.09 \| Calmar 2.7 Vol 19% \| MDD -8.6% Months 14M (6%)	CAGR 7.1% \| Win 60% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 14% \| MDD -21.0% Months 144M (64%)
MRmean neg	CAGR 43.1% \| Win 73% Sharpe 2.27 \| Sortino 11.87 \| Calmar 18.3 Vol 16% \| MDD -2.4% Months 11M (5%)	CAGR -3.8% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 24% \| MDD -57.1% Months 70M (31%)	CAGR 1.6% \| Win 54% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 81M (36%)
SLmean only	CAGR 8.1% \| Win 61% Sharpe 0.65 \| Sortino 1.09 \| Calmar 0.4 Vol 13% \| MDD -18.8% Months 141M (63%)	CAGR 0.3% \| Win 54% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 84M (37%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 7.7% \| Win 61% Sharpe 0.62 \| Sortino 1.05 \| Calmar 0.5 Vol 14% \| MDD -16.3% Months 140M (62%)	CAGR -11.4% \| Win 50% Sharpe -0.45 \| Sortino -0.82 \| Calmar -1.3 Vol 22% \| MDD -8.6% Months 4M (2%)	CAGR 7.1% \| Win 60% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 14% \| MDD -21.0% Months 144M (64%)
MRmean neg	CAGR 3.8% \| Win 57% Sharpe 0.28 \| Sortino 0.39 \| Calmar 0.1 Vol 26% \| MDD -44.7% Months 63M (28%)	CAGR -5.9% \| Win 44% Sharpe -0.35 \| Sortino -0.54 \| Calmar -0.3 Vol 14% \| MDD -19.6% Months 18M (8%)	CAGR 1.6% \| Win 54% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 81M (36%)
RSmean only	CAGR 6.5% \| Win 60% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -44.7% Months 203M (90%)	CAGR -6.9% \| Win 46% Sharpe -0.39 \| Sortino -0.60 \| Calmar -0.2 Vol 16% \| MDD -28.7% Months 22M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 6.6% \| Win 59% Sharpe 0.55 \| Sortino 0.95 \| Calmar 0.3 Vol 13% \| MDD -25.2% Months 118M (52%)	CAGR 9.4% \| Win 65% Sharpe 0.64 \| Sortino 1.00 \| Calmar 0.5 Vol 16% \| MDD -17.9% Months 26M (12%)	CAGR 7.1% \| Win 60% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 14% \| MDD -21.0% Months 144M (64%)
MRmean neg	CAGR -8.9% \| Win 49% Sharpe -0.36 \| Sortino -0.51 \| Calmar -0.3 Vol 20% \| MDD -34.3% Months 41M (18%)	CAGR 13.6% \| Win 60% Sharpe 0.61 \| Sortino 0.83 \| Calmar 0.2 Vol 27% \| MDD -57.1% Months 40M (18%)	CAGR 1.6% \| Win 54% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 81M (36%)
MACD only	CAGR 2.4% \| Win 57% Sharpe 0.23 \| Sortino 0.34 \| Calmar 0.1 Vol 15% \| MDD -31.7% Months 159M (71%)	CAGR 11.9% \| Win 62% Sharpe 0.61 \| Sortino 0.82 \| Calmar 0.2 Vol 23% \| MDD -57.1% Months 66M (29%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.6% \| Win 60% Sharpe 0.47 \| Sortino 0.76 \| Calmar 0.3 Vol 14% \| MDD -21.3% Months 134M (60%)	CAGR 30.3% \| Win 70% Sharpe 1.95 \| Sortino 9.04 \| Calmar 8.5 Vol 14% \| MDD -3.6% Months 10M (4%)	CAGR 7.1% \| Win 60% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 14% \| MDD -21.0% Months 144M (64%)
MRmean neg	CAGR -13.2% \| Win 44% Sharpe -0.84 \| Sortino -1.09 \| Calmar -0.4 Vol 15% \| MDD -32.6% Months 23M (10%)	CAGR 8.1% \| Win 59% Sharpe 0.43 \| Sortino 0.61 \| Calmar 0.2 Vol 26% \| MDD -48.8% Months 58M (26%)	CAGR 1.6% \| Win 54% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 81M (36%)
RSI only	CAGR 2.6% \| Win 57% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 14% \| MDD -43.1% Months 157M (70%)	CAGR 11.1% \| Win 60% Sharpe 0.55 \| Sortino 0.77 \| Calmar 0.2 Vol 25% \| MDD -48.8% Months 68M (30%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.9% \| Win 62% Sharpe 0.69 \| Sortino 1.14 \| Calmar 0.6 Vol 14% \| MDD -15.3% Months 108M (48%)	CAGR 1.9% \| Win 56% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.1 Vol 13% \| MDD -21.2% Months 36M (16%)	CAGR 7.1% \| Win 60% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 14% \| MDD -21.0% Months 144M (64%)
MRmean neg	CAGR 5.8% \| Win 55% Sharpe 0.33 \| Sortino 0.44 \| Calmar 0.2 Vol 29% \| MDD -24.1% Months 11M (5%)	CAGR 0.9% \| Win 54% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.0 Vol 23% \| MDD -57.1% Months 70M (31%)	CAGR 1.6% \| Win 54% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 81M (36%)
MACDhist only	CAGR 8.6% \| Win 61% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -27.9% Months 119M (53%)	CAGR 1.2% \| Win 55% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 20% \| MDD -57.1% Months 106M (47%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 8.4% \| Win 62% Sharpe 0.70 \| Sortino 1.16 \| Calmar 0.5 Vol 13% \| MDD -17.9% Months 121M (54%)	CAGR 0.8% \| Win 52% Sharpe 0.13 \| Sortino 0.24 \| Calmar 0.0 Vol 18% \| MDD -17.0% Months 23M (10%)	CAGR 7.1% \| Win 60% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 14% \| MDD -21.0% Months 144M (64%)
MRmean neg	CAGR 11.1% \| Win 44% Sharpe 0.49 \| Sortino 0.85 \| Calmar 0.8 Vol 29% \| MDD -14.6% Months 9M (4%)	CAGR 0.4% \| Win 56% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 23% \| MDD -53.5% Months 72M (32%)	CAGR 1.6% \| Win 54% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 81M (36%)
RSIhist only	CAGR 8.6% \| Win 61% Sharpe 0.65 \| Sortino 1.05 \| Calmar 0.5 Vol 14% \| MDD -18.4% Months 130M (58%)	CAGR 0.5% \| Win 55% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 22% \| MDD -53.5% Months 95M (42%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 6.6% \| Win 62% Sharpe 0.55 \| Sortino 0.83 \| Calmar 0.4 Vol 13% \| MDD -17.9% Months 123M (55%)	CAGR 10.6% \| Win 52% Sharpe 0.70 \| Sortino 2.42 \| Calmar 1.0 Vol 16% \| MDD -10.4% Months 21M (9%)	CAGR 7.1% \| Win 60% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 14% \| MDD -21.0% Months 144M (64%)
MRmean neg	CAGR -10.5% \| Win 45% Sharpe -0.40 \| Sortino -0.52 \| Calmar -0.2 Vol 22% \| MDD -52.1% Months 53M (24%)	CAGR 29.0% \| Win 71% Sharpe 1.12 \| Sortino 1.79 \| Calmar 1.3 Vol 26% \| MDD -22.7% Months 28M (12%)	CAGR 1.6% \| Win 54% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 81M (36%)
LWTI only	CAGR 1.1% \| Win 57% Sharpe 0.15 \| Sortino 0.20 \| Calmar 0.0 Vol 16% \| MDD -51.0% Months 176M (78%)	CAGR 20.8% \| Win 63% Sharpe 0.96 \| Sortino 1.54 \| Calmar 0.9 Vol 22% \| MDD -22.7% Months 49M (22%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 8.7% \| Win 61% Sharpe 0.70 \| Sortino 1.20 \| Calmar 0.6 Vol 13% \| MDD -15.6% Months 137M (61%)	CAGR -11.4% \| Win 50% Sharpe -0.45 \| Sortino -0.82 \| Calmar -1.3 Vol 22% \| MDD -8.6% Months 4M (2%)	CAGR 8.1% \| Win 61% Sharpe 0.65 \| Sortino 1.09 \| Calmar 0.4 Vol 13% \| MDD -18.8% Months 141M (63%)
SLmean neg	CAGR 2.0% \| Win 56% Sharpe 0.21 \| Sortino 0.31 \| Calmar 0.0 Vol 26% \| MDD -44.7% Months 66M (29%)	CAGR -5.9% \| Win 44% Sharpe -0.35 \| Sortino -0.54 \| Calmar -0.3 Vol 14% \| MDD -19.6% Months 18M (8%)	CAGR 0.3% \| Win 54% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 84M (37%)
RSmean only	CAGR 6.5% \| Win 60% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -44.7% Months 203M (90%)	CAGR -6.9% \| Win 46% Sharpe -0.39 \| Sortino -0.60 \| Calmar -0.2 Vol 16% \| MDD -28.7% Months 22M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 4.8% \| Win 59% Sharpe 0.45 \| Sortino 0.73 \| Calmar 0.2 Vol 12% \| MDD -23.8% Months 108M (48%)	CAGR 19.7% \| Win 67% Sharpe 1.13 \| Sortino 1.91 \| Calmar 1.1 Vol 17% \| MDD -17.9% Months 33M (15%)	CAGR 8.1% \| Win 61% Sharpe 0.65 \| Sortino 1.09 \| Calmar 0.4 Vol 13% \| MDD -18.8% Months 141M (63%)
SLmean neg	CAGR -2.5% \| Win 51% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.1 Vol 21% \| MDD -24.6% Months 51M (23%)	CAGR 4.6% \| Win 58% Sharpe 0.30 \| Sortino 0.42 \| Calmar 0.1 Vol 28% \| MDD -57.1% Months 33M (15%)	CAGR 0.3% \| Win 54% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 84M (37%)
MACD only	CAGR 2.4% \| Win 57% Sharpe 0.23 \| Sortino 0.34 \| Calmar 0.1 Vol 15% \| MDD -31.7% Months 159M (71%)	CAGR 11.9% \| Win 62% Sharpe 0.61 \| Sortino 0.82 \| Calmar 0.2 Vol 23% \| MDD -57.1% Months 66M (29%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 3.7% \| Win 59% Sharpe 0.35 \| Sortino 0.54 \| Calmar 0.2 Vol 13% \| MDD -24.1% Months 123M (55%)	CAGR 43.6% \| Win 72% Sharpe 2.38 \| Sortino 8.95 \| Calmar 12.2 Vol 16% \| MDD -3.6% Months 18M (8%)	CAGR 8.1% \| Win 61% Sharpe 0.65 \| Sortino 1.09 \| Calmar 0.4 Vol 13% \| MDD -18.8% Months 141M (63%)
SLmean neg	CAGR -1.3% \| Win 50% Sharpe 0.02 \| Sortino 0.03 \| Calmar -0.0 Vol 18% \| MDD -35.8% Months 34M (15%)	CAGR 1.3% \| Win 56% Sharpe 0.18 \| Sortino 0.27 \| Calmar 0.0 Vol 27% \| MDD -48.8% Months 50M (22%)	CAGR 0.3% \| Win 54% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 84M (37%)
RSI only	CAGR 2.6% \| Win 57% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 14% \| MDD -43.1% Months 157M (70%)	CAGR 11.1% \| Win 60% Sharpe 0.55 \| Sortino 0.77 \| Calmar 0.2 Vol 25% \| MDD -48.8% Months 68M (30%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 7.0% \| Win 62% Sharpe 0.59 \| Sortino 0.93 \| Calmar 0.4 Vol 13% \| MDD -18.7% Months 95M (42%)	CAGR 10.3% \| Win 59% Sharpe 0.74 \| Sortino 1.40 \| Calmar 0.5 Vol 15% \| MDD -19.6% Months 46M (20%)	CAGR 8.1% \| Win 61% Sharpe 0.65 \| Sortino 1.09 \| Calmar 0.4 Vol 13% \| MDD -18.8% Months 141M (63%)
SLmean neg	CAGR 15.4% \| Win 58% Sharpe 0.71 \| Sortino 1.00 \| Calmar 0.7 Vol 24% \| MDD -22.5% Months 24M (11%)	CAGR -5.2% \| Win 52% Sharpe -0.11 \| Sortino -0.16 \| Calmar -0.1 Vol 23% \| MDD -57.1% Months 60M (27%)	CAGR 0.3% \| Win 54% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 84M (37%)
MACDhist only	CAGR 8.6% \| Win 61% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -27.9% Months 119M (53%)	CAGR 1.2% \| Win 55% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 20% \| MDD -57.1% Months 106M (47%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 9.8% \| Win 61% Sharpe 0.77 \| Sortino 1.35 \| Calmar 0.5 Vol 14% \| MDD -17.9% Months 123M (55%)	CAGR -3.0% \| Win 61% Sharpe -0.17 \| Sortino -0.22 \| Calmar -0.2 Vol 13% \| MDD -15.9% Months 18M (8%)	CAGR 8.1% \| Win 61% Sharpe 0.65 \| Sortino 1.09 \| Calmar 0.4 Vol 13% \| MDD -18.8% Months 141M (63%)
SLmean neg	CAGR -11.2% \| Win 57% Sharpe -0.36 \| Sortino -0.53 \| Calmar -0.9 Vol 25% \| MDD -12.5% Months 7M (3%)	CAGR 1.4% \| Win 53% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.0 Vol 24% \| MDD -53.5% Months 77M (34%)	CAGR 0.3% \| Win 54% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 84M (37%)
RSIhist only	CAGR 8.6% \| Win 61% Sharpe 0.65 \| Sortino 1.05 \| Calmar 0.5 Vol 14% \| MDD -18.4% Months 130M (58%)	CAGR 0.5% \| Win 55% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 22% \| MDD -53.5% Months 95M (42%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 6.3% \| Win 62% Sharpe 0.54 \| Sortino 0.81 \| Calmar 0.3 Vol 13% \| MDD -18.7% Months 112M (50%)	CAGR 15.3% \| Win 59% Sharpe 1.03 \| Sortino 3.18 \| Calmar 1.2 Vol 15% \| MDD -12.4% Months 29M (13%)	CAGR 8.1% \| Win 61% Sharpe 0.65 \| Sortino 1.09 \| Calmar 0.4 Vol 13% \| MDD -18.8% Months 141M (63%)
SLmean neg	CAGR -7.4% \| Win 48% Sharpe -0.26 \| Sortino -0.34 \| Calmar -0.1 Vol 21% \| MDD -50.3% Months 64M (28%)	CAGR 29.2% \| Win 70% Sharpe 1.00 \| Sortino 2.90 \| Calmar 1.3 Vol 30% \| MDD -22.7% Months 20M (9%)	CAGR 0.3% \| Win 54% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 84M (37%)
LWTI only	CAGR 1.1% \| Win 57% Sharpe 0.15 \| Sortino 0.20 \| Calmar 0.0 Vol 16% \| MDD -51.0% Months 176M (78%)	CAGR 20.8% \| Win 63% Sharpe 0.96 \| Sortino 1.54 \| Calmar 0.9 Vol 22% \| MDD -22.7% Months 49M (22%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 2.9% \| Win 57% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 15% \| MDD -31.7% Months 152M (68%)	CAGR 18.1% \| Win 67% Sharpe 0.80 \| Sortino 1.04 \| Calmar 0.4 Vol 25% \| MDD -44.7% Months 51M (23%)	CAGR 6.5% \| Win 60% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -44.7% Months 203M (90%)
RSmean neg	CAGR -7.5% \| Win 43% Sharpe -0.39 \| Sortino -0.58 \| Calmar -0.6 Vol 17% \| MDD -11.7% Months 7M (3%)	CAGR -6.7% \| Win 47% Sharpe -0.37 \| Sortino -0.57 \| Calmar -0.3 Vol 15% \| MDD -22.0% Months 15M (7%)	CAGR -6.9% \| Win 46% Sharpe -0.39 \| Sortino -0.60 \| Calmar -0.2 Vol 16% \| MDD -28.7% Months 22M (10%)
MACD only	CAGR 2.4% \| Win 57% Sharpe 0.23 \| Sortino 0.34 \| Calmar 0.1 Vol 15% \| MDD -31.7% Months 159M (71%)	CAGR 11.9% \| Win 62% Sharpe 0.61 \| Sortino 0.82 \| Calmar 0.2 Vol 23% \| MDD -57.1% Months 66M (29%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 4.8% \| Win 59% Sharpe 0.42 \| Sortino 0.64 \| Calmar 0.2 Vol 14% \| MDD -28.6% Months 145M (64%)	CAGR 10.7% \| Win 60% Sharpe 0.52 \| Sortino 0.76 \| Calmar 0.2 Vol 26% \| MDD -44.7% Months 58M (26%)	CAGR 6.5% \| Win 60% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -44.7% Months 203M (90%)
RSmean neg	CAGR -21.0% \| Win 33% Sharpe -1.27 \| Sortino -2.14 \| Calmar -0.6 Vol 17% \| MDD -32.8% Months 12M (5%)	CAGR 13.4% \| Win 60% Sharpe 1.17 \| Sortino 2.16 \| Calmar 1.9 Vol 11% \| MDD -6.9% Months 10M (4%)	CAGR -6.9% \| Win 46% Sharpe -0.39 \| Sortino -0.60 \| Calmar -0.2 Vol 16% \| MDD -28.7% Months 22M (10%)
RSI only	CAGR 2.6% \| Win 57% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 14% \| MDD -43.1% Months 157M (70%)	CAGR 11.1% \| Win 60% Sharpe 0.55 \| Sortino 0.77 \| Calmar 0.2 Vol 25% \| MDD -48.8% Months 68M (30%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 8.9% \| Win 62% Sharpe 0.62 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -27.9% Months 116M (52%)	CAGR 3.4% \| Win 56% Sharpe 0.27 \| Sortino 0.37 \| Calmar 0.1 Vol 21% \| MDD -44.7% Months 87M (39%)	CAGR 6.5% \| Win 60% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -44.7% Months 203M (90%)
RSmean neg	CAGR 1.1% \| Win 33% Sharpe 0.12 \| Sortino 0.39 \| Calmar 0.7 Vol 17% \| MDD -1.5% Months 3M (1%)	CAGR -8.1% \| Win 47% Sharpe -0.46 \| Sortino -0.68 \| Calmar -0.3 Vol 16% \| MDD -24.9% Months 19M (8%)	CAGR -6.9% \| Win 46% Sharpe -0.39 \| Sortino -0.60 \| Calmar -0.2 Vol 16% \| MDD -28.7% Months 22M (10%)
MACDhist only	CAGR 8.6% \| Win 61% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -27.9% Months 119M (53%)	CAGR 1.2% \| Win 55% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 20% \| MDD -57.1% Months 106M (47%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 9.5% \| Win 61% Sharpe 0.71 \| Sortino 1.16 \| Calmar 0.5 Vol 14% \| MDD -18.4% Months 124M (55%)	CAGR 2.0% \| Win 57% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.0 Vol 23% \| MDD -44.7% Months 79M (35%)	CAGR 6.5% \| Win 60% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -44.7% Months 203M (90%)
RSmean neg	CAGR -8.5% \| Win 50% Sharpe -0.42 \| Sortino -0.59 \| Calmar -0.6 Vol 18% \| MDD -13.3% Months 6M (3%)	CAGR -6.3% \| Win 44% Sharpe -0.36 \| Sortino -0.56 \| Calmar -0.3 Vol 15% \| MDD -18.7% Months 16M (7%)	CAGR -6.9% \| Win 46% Sharpe -0.39 \| Sortino -0.60 \| Calmar -0.2 Vol 16% \| MDD -28.7% Months 22M (10%)
RSIhist only	CAGR 8.6% \| Win 61% Sharpe 0.65 \| Sortino 1.05 \| Calmar 0.5 Vol 14% \| MDD -18.4% Months 130M (58%)	CAGR 0.5% \| Win 55% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 22% \| MDD -53.5% Months 95M (42%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 2.9% \| Win 59% Sharpe 0.26 \| Sortino 0.32 \| Calmar 0.1 Vol 16% \| MDD -37.0% Months 156M (69%)	CAGR 19.5% \| Win 62% Sharpe 0.90 \| Sortino 1.47 \| Calmar 0.9 Vol 23% \| MDD -22.7% Months 47M (21%)	CAGR 6.5% \| Win 60% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -44.7% Months 203M (90%)
RSmean neg	CAGR -11.6% \| Win 40% Sharpe -0.71 \| Sortino -1.11 \| Calmar -0.3 Vol 16% \| MDD -33.7% Months 20M (9%)	CAGR 55.0% \| Win 100% Sharpe 20.94 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 2M (1%)	CAGR -6.9% \| Win 46% Sharpe -0.39 \| Sortino -0.60 \| Calmar -0.2 Vol 16% \| MDD -28.7% Months 22M (10%)
LWTI only	CAGR 1.1% \| Win 57% Sharpe 0.15 \| Sortino 0.20 \| Calmar 0.0 Vol 16% \| MDD -51.0% Months 176M (78%)	CAGR 20.8% \| Win 63% Sharpe 0.96 \| Sortino 1.54 \| Calmar 0.9 Vol 22% \| MDD -22.7% Months 49M (22%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 5.0% \| Win 58% Sharpe 0.43 \| Sortino 0.68 \| Calmar 0.2 Vol 13% \| MDD -25.4% Months 136M (60%)	CAGR -11.6% \| Win 48% Sharpe -0.39 \| Sortino -0.65 \| Calmar -0.5 Vol 24% \| MDD -25.5% Months 23M (10%)	CAGR 2.4% \| Win 57% Sharpe 0.23 \| Sortino 0.34 \| Calmar 0.1 Vol 15% \| MDD -31.7% Months 159M (71%)
MACD neg	CAGR -11.6% \| Win 52% Sharpe -0.62 \| Sortino -1.03 \| Calmar -0.3 Vol 17% \| MDD -35.8% Months 21M (9%)	CAGR 25.0% \| Win 67% Sharpe 1.04 \| Sortino 1.25 \| Calmar 0.5 Vol 25% \| MDD -48.8% Months 45M (20%)	CAGR 11.9% \| Win 62% Sharpe 0.61 \| Sortino 0.82 \| Calmar 0.2 Vol 23% \| MDD -57.1% Months 66M (29%)
RSI only	CAGR 2.6% \| Win 57% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 14% \| MDD -43.1% Months 157M (70%)	CAGR 11.1% \| Win 60% Sharpe 0.55 \| Sortino 0.77 \| Calmar 0.2 Vol 25% \| MDD -48.8% Months 68M (30%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 7.9% \| Win 62% Sharpe 0.60 \| Sortino 0.84 \| Calmar 0.3 Vol 15% \| MDD -27.9% Months 110M (49%)	CAGR -9.1% \| Win 45% Sharpe -0.49 \| Sortino -0.75 \| Calmar -0.2 Vol 16% \| MDD -39.7% Months 49M (22%)	CAGR 2.4% \| Win 57% Sharpe 0.23 \| Sortino 0.34 \| Calmar 0.1 Vol 15% \| MDD -31.7% Months 159M (71%)
MACD neg	CAGR 17.7% \| Win 56% Sharpe 0.74 \| Sortino 1.33 \| Calmar 3.6 Vol 27% \| MDD -4.9% Months 9M (4%)	CAGR 11.0% \| Win 63% Sharpe 0.58 \| Sortino 0.74 \| Calmar 0.2 Vol 23% \| MDD -57.1% Months 57M (25%)	CAGR 11.9% \| Win 62% Sharpe 0.61 \| Sortino 0.82 \| Calmar 0.2 Vol 23% \| MDD -57.1% Months 66M (29%)
MACDhist only	CAGR 8.6% \| Win 61% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -27.9% Months 119M (53%)	CAGR 1.2% \| Win 55% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 20% \| MDD -57.1% Months 106M (47%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 6.1% \| Win 60% Sharpe 0.55 \| Sortino 0.84 \| Calmar 0.3 Vol 12% \| MDD -19.0% Months 97M (43%)	CAGR -3.2% \| Win 52% Sharpe -0.07 \| Sortino -0.12 \| Calmar -0.1 Vol 19% \| MDD -30.0% Months 62M (28%)	CAGR 2.4% \| Win 57% Sharpe 0.23 \| Sortino 0.34 \| Calmar 0.1 Vol 15% \| MDD -31.7% Months 159M (71%)
MACD neg	CAGR 16.0% \| Win 64% Sharpe 0.88 \| Sortino 1.52 \| Calmar 0.9 Vol 19% \| MDD -17.1% Months 33M (15%)	CAGR 8.0% \| Win 61% Sharpe 0.42 \| Sortino 0.55 \| Calmar 0.1 Vol 27% \| MDD -53.5% Months 33M (15%)	CAGR 11.9% \| Win 62% Sharpe 0.61 \| Sortino 0.82 \| Calmar 0.2 Vol 23% \| MDD -57.1% Months 66M (29%)
RSIhist only	CAGR 8.6% \| Win 61% Sharpe 0.65 \| Sortino 1.05 \| Calmar 0.5 Vol 14% \| MDD -18.4% Months 130M (58%)	CAGR 0.5% \| Win 55% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 22% \| MDD -53.5% Months 95M (42%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 2.8% \| Win 57% Sharpe 0.26 \| Sortino 0.38 \| Calmar 0.1 Vol 14% \| MDD -36.9% Months 140M (62%)	CAGR -0.5% \| Win 53% Sharpe 0.08 \| Sortino 0.12 \| Calmar -0.0 Vol 21% \| MDD -15.1% Months 19M (8%)	CAGR 2.4% \| Win 57% Sharpe 0.23 \| Sortino 0.34 \| Calmar 0.1 Vol 15% \| MDD -31.7% Months 159M (71%)
MACD neg	CAGR -5.2% \| Win 56% Sharpe -0.12 \| Sortino -0.15 \| Calmar -0.1 Vol 23% \| MDD -51.0% Months 36M (16%)	CAGR 36.6% \| Win 70% Sharpe 1.51 \| Sortino 2.16 \| Calmar 1.6 Vol 22% \| MDD -22.7% Months 30M (13%)	CAGR 11.9% \| Win 62% Sharpe 0.61 \| Sortino 0.82 \| Calmar 0.2 Vol 23% \| MDD -57.1% Months 66M (29%)
LWTI only	CAGR 1.1% \| Win 57% Sharpe 0.15 \| Sortino 0.20 \| Calmar 0.0 Vol 16% \| MDD -51.0% Months 176M (78%)	CAGR 20.8% \| Win 63% Sharpe 0.96 \| Sortino 1.54 \| Calmar 0.9 Vol 22% \| MDD -22.7% Months 49M (22%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 9.6% \| Win 62% Sharpe 0.74 \| Sortino 1.22 \| Calmar 0.6 Vol 14% \| MDD -15.1% Months 111M (49%)	CAGR -12.6% \| Win 46% Sharpe -0.93 \| Sortino -1.21 \| Calmar -0.3 Vol 14% \| MDD -45.8% Months 46M (20%)	CAGR 2.6% \| Win 57% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 14% \| MDD -43.1% Months 157M (70%)
RSI neg	CAGR -4.2% \| Win 50% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.2 Vol 34% \| MDD -22.9% Months 8M (4%)	CAGR 13.3% \| Win 62% Sharpe 0.66 \| Sortino 0.89 \| Calmar 0.3 Vol 24% \| MDD -48.8% Months 60M (27%)	CAGR 11.1% \| Win 60% Sharpe 0.55 \| Sortino 0.77 \| Calmar 0.2 Vol 25% \| MDD -48.8% Months 68M (30%)
MACDhist only	CAGR 8.6% \| Win 61% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -27.9% Months 119M (53%)	CAGR 1.2% \| Win 55% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 20% \| MDD -57.1% Months 106M (47%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 3.9% \| Win 60% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.2 Vol 13% \| MDD -21.9% Months 114M (51%)	CAGR -0.9% \| Win 51% Sharpe 0.02 \| Sortino 0.04 \| Calmar -0.0 Vol 16% \| MDD -23.7% Months 43M (19%)	CAGR 2.6% \| Win 57% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 14% \| MDD -43.1% Months 157M (70%)
RSI neg	CAGR 48.2% \| Win 69% Sharpe 2.33 \| Sortino 9.77 \| Calmar 13.4 Vol 18% \| MDD -3.6% Months 16M (7%)	CAGR 1.7% \| Win 58% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.0 Vol 26% \| MDD -48.8% Months 52M (23%)	CAGR 11.1% \| Win 60% Sharpe 0.55 \| Sortino 0.77 \| Calmar 0.2 Vol 25% \| MDD -48.8% Months 68M (30%)
RSIhist only	CAGR 8.6% \| Win 61% Sharpe 0.65 \| Sortino 1.05 \| Calmar 0.5 Vol 14% \| MDD -18.4% Months 130M (58%)	CAGR 0.5% \| Win 55% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 22% \| MDD -53.5% Months 95M (42%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 3.5% \| Win 58% Sharpe 0.32 \| Sortino 0.48 \| Calmar 0.1 Vol 14% \| MDD -35.8% Months 139M (62%)	CAGR -3.9% \| Win 50% Sharpe -0.14 \| Sortino -0.23 \| Calmar -0.2 Vol 18% \| MDD -17.3% Months 18M (8%)	CAGR 2.6% \| Win 57% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 14% \| MDD -43.1% Months 157M (70%)
RSI neg	CAGR -7.2% \| Win 51% Sharpe -0.18 \| Sortino -0.23 \| Calmar -0.2 Vol 24% \| MDD -40.7% Months 37M (16%)	CAGR 37.9% \| Win 71% Sharpe 1.48 \| Sortino 2.20 \| Calmar 1.7 Vol 24% \| MDD -22.7% Months 31M (14%)	CAGR 11.1% \| Win 60% Sharpe 0.55 \| Sortino 0.77 \| Calmar 0.2 Vol 25% \| MDD -48.8% Months 68M (30%)
LWTI only	CAGR 1.1% \| Win 57% Sharpe 0.15 \| Sortino 0.20 \| Calmar 0.0 Vol 16% \| MDD -51.0% Months 176M (78%)	CAGR 20.8% \| Win 63% Sharpe 0.96 \| Sortino 1.54 \| Calmar 0.9 Vol 22% \| MDD -22.7% Months 49M (22%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 9.8% \| Win 63% Sharpe 0.77 \| Sortino 1.22 \| Calmar 0.6 Vol 13% \| MDD -15.1% Months 92M (41%)	CAGR 4.9% \| Win 56% Sharpe 0.32 \| Sortino 0.46 \| Calmar 0.2 Vol 22% \| MDD -24.5% Months 27M (12%)	CAGR 8.6% \| Win 61% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -27.9% Months 119M (53%)
MACDhist neg	CAGR 5.7% \| Win 55% Sharpe 0.42 \| Sortino 0.69 \| Calmar 0.3 Vol 16% \| MDD -22.2% Months 38M (17%)	CAGR -1.2% \| Win 54% Sharpe 0.06 \| Sortino 0.08 \| Calmar -0.0 Vol 22% \| MDD -53.5% Months 68M (30%)	CAGR 1.2% \| Win 55% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 20% \| MDD -57.1% Months 106M (47%)
RSIhist only	CAGR 8.6% \| Win 61% Sharpe 0.65 \| Sortino 1.05 \| Calmar 0.5 Vol 14% \| MDD -18.4% Months 130M (58%)	CAGR 0.5% \| Win 55% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 22% \| MDD -53.5% Months 95M (42%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 7.7% \| Win 62% Sharpe 0.57 \| Sortino 0.79 \| Calmar 0.3 Vol 15% \| MDD -25.3% Months 117M (52%)	CAGR 79.5% \| Win 50% Sharpe 1.48 \| Sortino 0.00 \| Calmar 0.0 Vol 44% \| MDD 0.0% Months 2M (1%)	CAGR 8.6% \| Win 61% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -27.9% Months 119M (53%)
MACDhist neg	CAGR -10.8% \| Win 48% Sharpe -0.54 \| Sortino -0.67 \| Calmar -0.2 Vol 18% \| MDD -55.1% Months 59M (26%)	CAGR 18.8% \| Win 64% Sharpe 0.91 \| Sortino 1.37 \| Calmar 0.8 Vol 22% \| MDD -22.7% Months 47M (21%)	CAGR 1.2% \| Win 55% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 20% \| MDD -57.1% Months 106M (47%)
LWTI only	CAGR 1.1% \| Win 57% Sharpe 0.15 \| Sortino 0.20 \| Calmar 0.0 Vol 16% \| MDD -51.0% Months 176M (78%)	CAGR 20.8% \| Win 63% Sharpe 0.96 \| Sortino 1.54 \| Calmar 0.9 Vol 22% \| MDD -22.7% Months 49M (22%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 9.8% \| Win 64% Sharpe 0.78 \| Sortino 1.18 \| Calmar 0.5 Vol 13% \| MDD -19.5% Months 107M (48%)	CAGR 3.0% \| Win 44% Sharpe 0.25 \| Sortino 0.48 \| Calmar 0.1 Vol 18% \| MDD -28.3% Months 23M (10%)	CAGR 8.6% \| Win 61% Sharpe 0.65 \| Sortino 1.05 \| Calmar 0.5 Vol 14% \| MDD -18.4% Months 130M (58%)
RSIhist neg	CAGR -11.0% \| Win 45% Sharpe -0.48 \| Sortino -0.63 \| Calmar -0.2 Vol 20% \| MDD -61.3% Months 69M (31%)	CAGR 39.0% \| Win 81% Sharpe 1.48 \| Sortino 3.22 \| Calmar 1.7 Vol 25% \| MDD -22.7% Months 26M (12%)	CAGR 0.5% \| Win 55% Sharpe 0.14 \| Sortino 0.19 \| Calmar 0.0 Vol 22% \| MDD -53.5% Months 95M (42%)
LWTI only	CAGR 1.1% \| Win 57% Sharpe 0.15 \| Sortino 0.20 \| Calmar 0.0 Vol 16% \| MDD -51.0% Months 176M (78%)	CAGR 20.8% \| Win 63% Sharpe 0.96 \| Sortino 1.54 \| Calmar 0.9 Vol 22% \| MDD -22.7% Months 49M (22%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 5.6% \| Win 60% Sharpe 0.48 \| Sortino 0.78 \| Calmar 0.3 Vol 13% \| MDD -21.2% Months 130M (58%)	CAGR 23.0% \| Win 64% Sharpe 1.17 \| Sortino 2.09 \| Calmar 2.7 Vol 19% \| MDD -8.6% Months 14M (6%)	CAGR 7.1% \| Win 60% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 14% \| MDD -21.0% Months 144M (64%)
MRmean neg	CAGR 43.1% \| Win 73% Sharpe 2.27 \| Sortino 11.87 \| Calmar 18.3 Vol 16% \| MDD -2.4% Months 11M (5%)	CAGR -3.8% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 24% \| MDD -57.1% Months 70M (31%)	CAGR 1.6% \| Win 54% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 81M (36%)
SLmean only	CAGR 8.1% \| Win 61% Sharpe 0.65 \| Sortino 1.09 \| Calmar 0.4 Vol 13% \| MDD -18.8% Months 141M (63%)	CAGR 0.3% \| Win 54% Sharpe 0.13 \| Sortino 0.19 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 84M (37%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 7.7% \| Win 61% Sharpe 0.62 \| Sortino 1.05 \| Calmar 0.5 Vol 14% \| MDD -16.3% Months 140M (62%)	CAGR -11.4% \| Win 50% Sharpe -0.45 \| Sortino -0.82 \| Calmar -1.3 Vol 22% \| MDD -8.6% Months 4M (2%)	CAGR 7.1% \| Win 60% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 14% \| MDD -21.0% Months 144M (64%)
MRmean neg	CAGR 3.8% \| Win 57% Sharpe 0.28 \| Sortino 0.39 \| Calmar 0.1 Vol 26% \| MDD -44.7% Months 63M (28%)	CAGR -5.9% \| Win 44% Sharpe -0.35 \| Sortino -0.54 \| Calmar -0.3 Vol 14% \| MDD -19.6% Months 18M (8%)	CAGR 1.6% \| Win 54% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 81M (36%)
RSmean only	CAGR 6.5% \| Win 60% Sharpe 0.44 \| Sortino 0.60 \| Calmar 0.1 Vol 18% \| MDD -44.7% Months 203M (90%)	CAGR -6.9% \| Win 46% Sharpe -0.39 \| Sortino -0.60 \| Calmar -0.2 Vol 16% \| MDD -28.7% Months 22M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 6.6% \| Win 59% Sharpe 0.55 \| Sortino 0.95 \| Calmar 0.3 Vol 13% \| MDD -25.2% Months 118M (52%)	CAGR 9.4% \| Win 65% Sharpe 0.64 \| Sortino 1.00 \| Calmar 0.5 Vol 16% \| MDD -17.9% Months 26M (12%)	CAGR 7.1% \| Win 60% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 14% \| MDD -21.0% Months 144M (64%)
MRmean neg	CAGR -8.9% \| Win 49% Sharpe -0.36 \| Sortino -0.51 \| Calmar -0.3 Vol 20% \| MDD -34.3% Months 41M (18%)	CAGR 13.6% \| Win 60% Sharpe 0.61 \| Sortino 0.83 \| Calmar 0.2 Vol 27% \| MDD -57.1% Months 40M (18%)	CAGR 1.6% \| Win 54% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 81M (36%)
MACD only	CAGR 2.4% \| Win 57% Sharpe 0.23 \| Sortino 0.34 \| Calmar 0.1 Vol 15% \| MDD -31.7% Months 159M (71%)	CAGR 11.9% \| Win 62% Sharpe 0.61 \| Sortino 0.82 \| Calmar 0.2 Vol 23% \| MDD -57.1% Months 66M (29%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.6% \| Win 60% Sharpe 0.47 \| Sortino 0.76 \| Calmar 0.3 Vol 14% \| MDD -21.3% Months 134M (60%)	CAGR 30.3% \| Win 70% Sharpe 1.95 \| Sortino 9.04 \| Calmar 8.5 Vol 14% \| MDD -3.6% Months 10M (4%)	CAGR 7.1% \| Win 60% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 14% \| MDD -21.0% Months 144M (64%)
MRmean neg	CAGR -13.2% \| Win 44% Sharpe -0.84 \| Sortino -1.09 \| Calmar -0.4 Vol 15% \| MDD -32.6% Months 23M (10%)	CAGR 8.1% \| Win 59% Sharpe 0.43 \| Sortino 0.61 \| Calmar 0.2 Vol 26% \| MDD -48.8% Months 58M (26%)	CAGR 1.6% \| Win 54% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 81M (36%)
RSI only	CAGR 2.6% \| Win 57% Sharpe 0.25 \| Sortino 0.39 \| Calmar 0.1 Vol 14% \| MDD -43.1% Months 157M (70%)	CAGR 11.1% \| Win 60% Sharpe 0.55 \| Sortino 0.77 \| Calmar 0.2 Vol 25% \| MDD -48.8% Months 68M (30%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 8.9% \| Win 62% Sharpe 0.69 \| Sortino 1.14 \| Calmar 0.6 Vol 14% \| MDD -15.3% Months 108M (48%)	CAGR 1.9% \| Win 56% Sharpe 0.21 \| Sortino 0.35 \| Calmar 0.1 Vol 13% \| MDD -21.2% Months 36M (16%)	CAGR 7.1% \| Win 60% Sharpe 0.57 \| Sortino 0.96 \| Calmar 0.3 Vol 14% \| MDD -21.0% Months 144M (64%)
MRmean neg	CAGR 5.8% \| Win 55% Sharpe 0.33 \| Sortino 0.44 \| Calmar 0.2 Vol 29% \| MDD -24.1% Months 11M (5%)	CAGR 0.9% \| Win 54% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.0 Vol 23% \| MDD -57.1% Months 70M (31%)	CAGR 1.6% \| Win 54% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.0 Vol 24% \| MDD -57.1% Months 81M (36%)
MACDhist only	CAGR 8.6% \| Win 61% Sharpe 0.61 \| Sortino 0.89 \| Calmar 0.3 Vol 16% \| MDD -27.9% Months 119M (53%)	CAGR 1.2% \| Win 55% Sharpe 0.16 \| Sortino 0.23 \| Calmar 0.0 Vol 20% \| MDD -57.1% Months 106M (47%)