VGIT - Vanguard Intermediate-Term Treasury ETF

Signal Pair Analysis

RSmean-LWTI

Best Pair

35.5%

Best CAGR

Total Months

2.5%

Avg CAGR

VGIT 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 VGIT

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	LWTI	RSmean	neg-neg	2	1.0	35.5	100.0	12.5	0.0	0.0	2.5	0.0
pair	RSmean	LWTI	neg-neg	2	1.0	35.5	100.0	12.5	0.0	0.0	2.5	0.0
pair	MACDhist	RSmean	neg-pos	2	1.0	24.1	100.0	5.5	0.0	0.0	4.0	0.0
pair	RSmean	MACDhist	neg-pos	2	1.0	24.1	100.0	5.5	0.0	0.0	4.0	0.0
pair	RSmean	MRmean	pos-neg	4	2.0	15.8	75.0	2.9	0.0	21.0	5.2	-0.8
pair	MRmean	RSmean	pos-neg	4	2.0	15.8	75.0	2.9	0.0	21.0	5.2	-0.8
pair	RSmean	SLmean	pos-neg	5	2.5	15.3	80.0	3.2	0.0	20.3	4.5	-0.8
pair	SLmean	RSmean	pos-neg	5	2.5	15.3	80.0	3.2	0.0	20.3	4.5	-0.8
pair	RSIhist	RSmean	neg-pos	8	3.9	15.1	87.5	3.0	0.0	14.2	4.7	-1.1
pair	RSmean	RSIhist	neg-pos	8	3.9	15.1	87.5	3.0	0.0	14.2	4.7	-1.1
pair	RSmean	MACD	neg-neg	16	7.9	11.8	81.2	2.1	2.8	11.1	5.3	-1.1
pair	MACD	RSmean	neg-neg	16	7.9	11.8	81.2	2.1	2.8	11.1	5.3	-1.1
pair	RSI	RSmean	neg-neg	8	3.9	10.1	75.0	1.5	1.9	14.6	6.6	-0.7
pair	RSmean	RSI	neg-neg	8	3.9	10.1	75.0	1.5	1.9	14.6	6.6	-0.7
single	RSmean	RSmean	neg-neg	19	9.4	9.0	73.7	1.6	2.9	3.5	5.4	-2.5
pair	MACD	RSI	neg-pos	26	12.8	8.3	69.2	1.8	3.9	2.4	4.4	-3.5
pair	RSI	MACD	neg-pos	26	12.8	8.3	69.2	1.8	3.9	2.4	4.4	-3.5
pair	RSmean	RSI	neg-pos	11	5.4	8.2	72.7	1.8	6.3	3.2	4.5	-2.5
pair	RSI	RSmean	neg-pos	11	5.4	8.2	72.7	1.8	6.3	3.2	4.5	-2.5
pair	RSmean	MRmean	neg-neg	15	7.4	7.3	73.3	1.3	2.2	2.9	5.5	-2.5
pair	RSmean	MACDhist	neg-neg	17	8.4	7.3	70.6	1.3	2.4	2.9	5.4	-2.5
pair	MACDhist	RSmean	neg-neg	17	8.4	7.3	70.6	1.3	2.4	2.9	5.4	-2.5
pair	MRmean	RSmean	neg-neg	15	7.4	7.3	73.3	1.3	2.2	2.9	5.5	-2.5
pair	SLmean	RSmean	neg-neg	14	6.9	6.8	71.4	1.2	2.1	2.7	5.7	-2.5
pair	RSmean	SLmean	neg-neg	14	6.9	6.8	71.4	1.2	2.1	2.7	5.7	-2.5
pair	MRmean	MACD	pos-neg	24	11.8	6.3	66.7	1.3	2.8	2.1	4.9	-3.0
pair	MACD	MRmean	pos-neg	24	11.8	6.3	66.7	1.3	2.8	2.1	4.9	-3.0
pair	RSmean	LWTI	neg-pos	17	8.4	6.2	70.6	1.2	2.0	2.5	5.1	-2.5
pair	LWTI	MACD	neg-pos	39	19.2	6.2	64.1	1.2	2.1	1.8	5.0	-3.5
pair	MACD	LWTI	neg-pos	39	19.2	6.2	64.1	1.2	2.1	1.8	5.0	-3.5
pair	LWTI	RSmean	neg-pos	17	8.4	6.2	70.6	1.2	2.0	2.5	5.1	-2.5
pair	SLmean	MACD	neg-neg	36	17.7	5.3	58.3	1.0	1.6	1.3	5.2	-4.0
pair	MACD	SLmean	neg-neg	36	17.7	5.3	58.3	1.0	1.6	1.3	5.2	-4.0
pair	MACD	RSIhist	neg-neg	29	14.3	5.2	62.1	0.9	1.2	0.8	5.6	-6.7
pair	RSIhist	MACD	neg-neg	29	14.3	5.2	62.1	0.9	1.2	0.8	5.6	-6.7
pair	MACD	MACDhist	neg-neg	46	22.7	5.0	60.9	0.9	1.4	0.7	5.5	-6.7
pair	MACDhist	MACD	neg-neg	46	22.7	5.0	60.9	0.9	1.4	0.7	5.5	-6.7
pair	RSmean	RSIhist	neg-neg	11	5.4	4.8	63.6	0.8	1.4	2.1	5.7	-2.2
pair	RSIhist	RSmean	neg-neg	11	5.4	4.8	63.6	0.8	1.4	2.1	5.7	-2.2
single	MACD	MACD	neg-neg	60	29.6	4.1	58.3	0.8	1.3	0.6	5.4	-6.7
pair	SLmean	MACDhist	pos-pos	70	34.5	3.8	52.9	0.9	1.8	1.1	4.0	-3.5
pair	MACDhist	SLmean	pos-pos	70	34.5	3.8	52.9	0.9	1.8	1.1	4.0	-3.5
pair	LWTI	SLmean	pos-pos	94	46.3	3.6	53.2	0.9	1.7	1.0	4.0	-3.5
pair	SLmean	LWTI	pos-pos	94	46.3	3.6	53.2	0.9	1.7	1.0	4.0	-3.5
pair	RSI	MACDhist	pos-pos	76	37.4	3.4	53.9	0.9	1.5	0.9	3.8	-3.8
pair	MACDhist	RSI	pos-pos	76	37.4	3.4	53.9	0.9	1.5	0.9	3.8	-3.8
pair	MRmean	MACDhist	pos-pos	80	39.4	3.3	53.8	0.8	1.4	0.9	4.0	-3.8
pair	MACDhist	MRmean	pos-pos	80	39.4	3.3	53.8	0.8	1.4	0.9	4.0	-3.8
pair	LWTI	MRmean	pos-pos	115	56.7	3.3	53.9	0.8	1.5	0.6	4.0	-5.2
pair	MRmean	LWTI	pos-pos	115	56.7	3.3	53.9	0.8	1.5	0.6	4.0	-5.2
pair	MACDhist	MACD	pos-pos	72	35.5	3.2	52.8	0.9	1.5	0.8	3.7	-3.8
pair	MACD	MACDhist	pos-pos	72	35.5	3.2	52.8	0.9	1.5	0.8	3.7	-3.8
pair	RSIhist	MACD	neg-pos	31	15.3	3.2	54.8	0.6	1.3	0.7	5.3	-4.4
pair	MACD	RSIhist	neg-pos	31	15.3	3.2	54.8	0.6	1.3	0.7	5.3	-4.4
pair	RSI	LWTI	neg-pos	22	10.8	3.2	54.5	0.6	1.0	0.9	5.2	-3.6
pair	LWTI	RSI	neg-pos	22	10.8	3.2	54.5	0.6	1.0	0.9	5.2	-3.6
pair	RSI	SLmean	pos-pos	103	50.7	3.1	51.5	0.8	1.7	0.8	3.8	-3.8
pair	SLmean	RSI	pos-pos	103	50.7	3.1	51.5	0.8	1.7	0.8	3.8	-3.8
pair	LWTI	MACDhist	pos-pos	85	41.9	3.1	52.9	0.8	1.3	0.8	3.9	-4.0
pair	MACDhist	LWTI	pos-pos	85	41.9	3.1	52.9	0.8	1.3	0.8	3.9	-4.0
pair	LWTI	RSIhist	neg-pos	65	32.0	3.1	61.5	0.8	1.2	0.7	4.1	-4.3
pair	RSIhist	LWTI	neg-pos	65	32.0	3.1	61.5	0.8	1.2	0.7	4.1	-4.3
pair	MACDhist	RSIhist	pos-pos	69	34.0	3.1	50.7	0.8	1.4	0.7	4.1	-4.2
pair	RSIhist	MACDhist	pos-pos	69	34.0	3.1	50.7	0.8	1.4	0.7	4.1	-4.2
pair	MRmean	SLmean	pos-pos	105	51.7	3.0	51.4	0.8	1.5	0.6	3.9	-4.7
pair	SLmean	MRmean	pos-pos	105	51.7	3.0	51.4	0.8	1.5	0.6	3.9	-4.7
pair	MRmean	RSI	pos-pos	120	59.1	3.0	52.5	0.8	1.5	0.6	3.8	-5.0
pair	RSI	MRmean	pos-pos	120	59.1	3.0	52.5	0.8	1.5	0.6	3.8	-5.0
pair	RSI	LWTI	pos-pos	135	66.5	3.0	55.6	0.8	1.4	0.6	3.8	-4.8
single	LWTI	LWTI	pos-pos	157	77.3	3.0	55.4	0.8	1.3	0.6	4.0	-5.3
pair	LWTI	RSI	pos-pos	135	66.5	3.0	55.6	0.8	1.4	0.6	3.8	-4.8
pair	RSIhist	RSI	pos-pos	91	44.8	2.9	50.5	0.8	1.6	0.6	3.9	-4.8
pair	RSIhist	LWTI	pos-pos	92	45.3	2.9	51.1	0.7	1.4	0.7	4.0	-4.0
single	MRmean	MRmean	pos-pos	127	62.6	2.9	52.8	0.7	1.4	0.5	3.9	-5.4
pair	LWTI	RSIhist	pos-pos	92	45.3	2.9	51.1	0.7	1.4	0.7	4.0	-4.0
pair	RSI	RSIhist	pos-pos	91	44.8	2.9	50.5	0.8	1.6	0.6	3.9	-4.8
pair	RSIhist	MRmean	pos-pos	93	45.8	2.9	50.5	0.7	1.5	0.5	4.0	-5.6
pair	MRmean	RSIhist	pos-pos	93	45.8	2.9	50.5	0.7	1.5	0.5	4.0	-5.6
single	MACDhist	MACDhist	pos-pos	86	42.4	2.9	52.3	0.8	1.3	0.6	4.0	-5.2
pair	LWTI	MACDhist	neg-pos	72	35.5	2.8	58.3	0.7	1.2	0.6	4.1	-5.1
pair	MACDhist	LWTI	neg-pos	72	35.5	2.8	58.3	0.7	1.2	0.6	4.1	-5.1
pair	MACD	MRmean	neg-neg	36	17.7	2.7	52.8	0.5	0.8	0.4	5.7	-6.7
pair	MRmean	MACD	neg-neg	36	17.7	2.7	52.8	0.5	0.8	0.4	5.7	-6.7
pair	LWTI	RSmean	pos-pos	140	69.0	2.6	53.6	0.7	1.2	0.5	3.9	-5.3
pair	RSIhist	MRmean	pos-neg	34	16.7	2.6	58.8	0.7	1.1	0.6	3.6	-4.8
pair	RSmean	LWTI	pos-pos	140	69.0	2.6	53.6	0.7	1.2	0.5	3.9	-5.3
pair	MRmean	RSIhist	pos-neg	34	16.7	2.6	58.8	0.7	1.1	0.6	3.6	-4.8
pair	MRmean	RSmean	pos-pos	123	60.6	2.5	52.0	0.7	1.2	0.3	3.8	-7.8
pair	RSIhist	SLmean	pos-pos	94	46.3	2.5	48.9	0.6	1.2	0.5	4.2	-5.5
pair	RSmean	MRmean	pos-pos	123	60.6	2.5	52.0	0.7	1.2	0.3	3.8	-7.8
pair	MACDhist	RSmean	pos-pos	84	41.4	2.5	51.2	0.7	1.1	0.3	3.9	-7.6
pair	RSmean	MACDhist	pos-pos	84	41.4	2.5	51.2	0.7	1.1	0.3	3.9	-7.6
single	RSI	RSI	pos-pos	156	76.8	2.5	54.5	0.7	1.2	0.4	3.7	-6.0
pair	SLmean	RSIhist	pos-pos	94	46.3	2.5	48.9	0.6	1.2	0.5	4.2	-5.5
pair	RSI	SLmean	neg-neg	38	18.7	2.5	52.6	0.5	0.7	0.3	5.6	-8.1
pair	SLmean	RSI	neg-neg	38	18.7	2.5	52.6	0.5	0.7	0.3	5.6	-8.1
pair	MACD	SLmean	pos-neg	24	11.8	2.4	58.3	0.4	0.9	0.3	5.8	-7.3
single	RSIhist	RSIhist	pos-pos	104	51.2	2.4	49.0	0.6	1.1	0.5	4.2	-4.8
pair	SLmean	MACD	pos-neg	24	11.8	2.4	58.3	0.4	0.9	0.3	5.8	-7.3
pair	SLmean	MACDhist	neg-neg	75	36.9	2.3	58.7	0.5	0.8	0.2	4.8	-10.8
pair	MRmean	SLmean	pos-neg	22	10.8	2.3	59.1	0.6	0.8	0.5	3.8	-5.1
pair	MACDhist	SLmean	neg-neg	75	36.9	2.3	58.7	0.5	0.8	0.2	4.8	-10.8
pair	MACDhist	RSIhist	pos-neg	17	8.4	2.3	58.8	0.6	0.7	0.8	3.6	-2.7
single	SLmean	SLmean	pos-pos	112	55.2	2.3	50.9	0.6	1.0	0.2	4.1	-9.7
pair	RSIhist	MACDhist	pos-neg	17	8.4	2.3	58.8	0.6	0.7	0.8	3.6	-2.7
pair	SLmean	MRmean	pos-neg	22	10.8	2.3	59.1	0.6	0.8	0.5	3.8	-5.1
pair	MRmean	LWTI	neg-pos	42	20.7	2.3	59.5	0.6	0.8	0.5	4.2	-4.4
pair	LWTI	MRmean	neg-pos	42	20.7	2.3	59.5	0.6	0.8	0.5	4.2	-4.4
pair	SLmean	MACD	pos-pos	88	43.3	2.2	48.9	0.7	1.3	0.5	3.5	-4.9
pair	MACD	SLmean	pos-pos	88	43.3	2.2	48.9	0.7	1.3	0.5	3.5	-4.9
pair	MACD	MRmean	pos-pos	103	50.7	2.1	49.5	0.6	1.0	0.4	3.6	-5.3
pair	MRmean	MACD	pos-pos	103	50.7	2.1	49.5	0.6	1.0	0.4	3.6	-5.3
pair	MRmean	MACDhist	pos-neg	47	23.2	2.1	51.1	0.6	1.3	0.5	3.8	-4.0
pair	MACDhist	MRmean	pos-neg	47	23.2	2.1	51.1	0.6	1.3	0.5	3.8	-4.0
pair	SLmean	LWTI	neg-pos	63	31.0	2.1	58.7	0.5	0.8	0.3	4.1	-7.7
pair	LWTI	SLmean	neg-pos	63	31.0	2.1	58.7	0.5	0.8	0.3	4.1	-7.7
pair	MACD	LWTI	pos-pos	118	58.1	2.0	52.5	0.6	0.9	0.4	3.6	-4.9
pair	LWTI	MACD	pos-pos	118	58.1	2.0	52.5	0.6	0.9	0.4	3.6	-4.9
pair	MACD	RSIhist	pos-pos	73	36.0	2.0	46.6	0.6	1.1	0.4	3.6	-4.6
pair	RSIhist	MACD	pos-pos	73	36.0	2.0	46.6	0.6	1.1	0.4	3.6	-4.6
pair	RSmean	RSI	pos-pos	145	71.4	2.0	53.1	0.6	1.0	0.3	3.7	-6.0
pair	RSI	RSmean	pos-pos	145	71.4	2.0	53.1	0.6	1.0	0.3	3.7	-6.0
pair		benchmark___benchmark_	benchmark-benchmark	203	100.0	2.0	53.7	0.5	0.8	0.1	4.3	-15.0
pair	benchmark___benchmark_		benchmark-benchmark	203	100.0	2.0	53.7	0.5	0.8	0.1	4.3	-15.0
pair	RSIhist	RSI	pos-neg	65	32.0	1.8	60.0	0.5	0.8	0.3	3.6	-6.8
pair	RSI	RSIhist	pos-neg	65	32.0	1.8	60.0	0.5	0.8	0.3	3.6	-6.8
single	SLmean	SLmean	neg-neg	91	44.8	1.8	57.1	0.4	0.6	0.2	4.5	-11.3
pair	SLmean	RSIhist	neg-neg	81	39.9	1.8	58.0	0.4	0.6	0.2	4.6	-11.3
pair	RSIhist	SLmean	neg-neg	81	39.9	1.8	58.0	0.4	0.6	0.2	4.6	-11.3
single	RSIhist	RSIhist	neg-neg	99	48.8	1.7	58.6	0.4	0.6	0.1	4.4	-14.4
pair	RSmean	SLmean	pos-pos	107	52.7	1.7	49.5	0.4	0.8	0.1	4.0	-12.0
pair	SLmean	RSmean	pos-pos	107	52.7	1.7	49.5	0.4	0.8	0.1	4.0	-12.0
pair	SLmean	MRmean	neg-neg	69	34.0	1.6	56.5	0.4	0.5	0.2	4.8	-10.2
pair	MRmean	SLmean	neg-neg	69	34.0	1.6	56.5	0.4	0.5	0.2	4.8	-10.2
pair	MACDhist	RSIhist	neg-neg	82	40.4	1.6	58.5	0.4	0.5	0.1	4.6	-14.4
pair	RSIhist	MACDhist	neg-neg	82	40.4	1.6	58.5	0.4	0.5	0.1	4.6	-14.4
pair	MACDhist	RSI	pos-neg	80	39.4	1.6	55.0	0.4	0.8	0.2	3.7	-8.1
pair	RSI	MACDhist	pos-neg	80	39.4	1.6	55.0	0.4	0.8	0.2	3.7	-8.1
pair	SLmean	RSIhist	neg-pos	10	4.9	1.5	50.0	0.3	0.7	0.8	4.4	-1.9
pair	RSIhist	SLmean	neg-pos	10	4.9	1.5	50.0	0.3	0.7	0.8	4.4	-1.9
pair	RSIhist	RSI	neg-neg	34	16.7	1.5	55.9	0.3	0.4	0.1	5.8	-10.7
pair	RSI	RSIhist	neg-neg	34	16.7	1.5	55.9	0.3	0.4	0.1	5.8	-10.7
pair	MACD	RSmean	pos-neg	44	21.7	1.5	50.0	0.3	0.5	0.2	5.3	-9.3
pair	RSmean	MACD	pos-neg	44	21.7	1.5	50.0	0.3	0.5	0.2	5.3	-9.3
pair	MACD	MACDhist	neg-pos	14	6.9	1.4	50.0	0.3	0.6	0.5	5.1	-3.0
pair	MACDhist	MACD	neg-pos	14	6.9	1.4	50.0	0.3	0.6	0.5	5.1	-3.0
pair	RSmean	RSIhist	pos-pos	96	47.3	1.4	45.8	0.4	0.7	0.1	4.0	-9.9
pair	RSIhist	RSmean	pos-pos	96	47.3	1.4	45.8	0.4	0.7	0.1	4.0	-9.9
single	RSmean	RSmean	pos-pos	184	90.6	1.4	51.6	0.3	0.5	0.1	4.1	-17.3
single	MACDhist	MACDhist	neg-neg	117	57.6	1.4	54.7	0.3	0.5	0.1	4.5	-14.1
pair	RSmean	RSIhist	pos-neg	88	43.3	1.3	58.0	0.3	0.4	0.1	4.3	-14.4
pair	RSIhist	RSmean	pos-neg	88	43.3	1.3	58.0	0.3	0.4	0.1	4.3	-14.4
pair	RSI	MACD	pos-pos	130	64.0	1.3	51.5	0.4	0.7	0.2	3.5	-6.4
pair	MACD	RSI	pos-pos	130	64.0	1.3	51.5	0.4	0.7	0.2	3.5	-6.4
pair	MACD	RSmean	pos-pos	140	69.0	1.3	52.1	0.4	0.6	0.1	3.7	-12.1
pair	RSmean	MACD	pos-pos	140	69.0	1.3	52.1	0.4	0.6	0.1	3.7	-12.1
pair	RSIhist	SLmean	pos-neg	18	8.9	1.3	61.1	0.4	0.4	0.2	3.7	-5.2
pair	SLmean	RSIhist	pos-neg	18	8.9	1.3	61.1	0.4	0.4	0.2	3.7	-5.2
pair	RSIhist	MRmean	neg-neg	65	32.0	1.2	58.5	0.3	0.4	0.1	4.8	-12.7
pair	MRmean	RSIhist	neg-neg	65	32.0	1.2	58.5	0.3	0.4	0.1	4.8	-12.7
pair	RSI	SLmean	neg-pos	53	26.1	1.2	60.4	0.3	0.5	0.2	3.7	-6.4
pair	SLmean	RSI	neg-pos	53	26.1	1.2	60.4	0.3	0.5	0.2	3.7	-6.4
single	MACD	MACD	pos-pos	143	70.4	1.2	51.7	0.3	0.5	0.1	3.7	-12.1
pair	MACDhist	RSI	neg-neg	37	18.2	1.1	54.1	0.2	0.3	0.1	6.0	-10.7
pair	RSI	MACDhist	neg-neg	37	18.2	1.1	54.1	0.2	0.3	0.1	6.0	-10.7
pair	MACD	RSI	neg-neg	34	16.7	1.0	50.0	0.2	0.3	0.1	6.0	-6.7
pair	SLmean	LWTI	neg-neg	28	13.8	1.0	53.6	0.2	0.3	0.1	5.5	-10.2
pair	LWTI	SLmean	neg-neg	28	13.8	1.0	53.6	0.2	0.3	0.1	5.5	-10.2
pair	RSI	MACD	neg-neg	34	16.7	1.0	50.0	0.2	0.3	0.1	6.0	-6.7
pair	RSIhist	MACDhist	neg-pos	35	17.2	1.0	45.7	0.2	0.5	0.1	4.4	-6.4
pair	MACDhist	RSIhist	neg-pos	35	17.2	1.0	45.7	0.2	0.5	0.1	4.4	-6.4
pair	RSmean	SLmean	neg-pos	77	37.9	0.9	54.5	0.2	0.3	0.1	4.3	-11.3
pair	MRmean	MACDhist	neg-neg	70	34.5	0.9	57.1	0.2	0.3	0.1	4.9	-12.7
pair	MACDhist	MRmean	neg-neg	70	34.5	0.9	57.1	0.2	0.3	0.1	4.9	-12.7
pair	SLmean	RSmean	neg-pos	77	37.9	0.9	54.5	0.2	0.3	0.1	4.3	-11.3
pair	MRmean	RSI	pos-neg	7	3.4	0.8	57.1	0.2	0.5	0.4	5.5	-2.3
pair	RSI	MRmean	neg-pos	36	17.7	0.8	61.1	0.2	0.4	0.2	3.5	-5.0
pair	MRmean	RSI	neg-pos	36	17.7	0.8	61.1	0.2	0.4	0.2	3.5	-5.0
pair	RSI	MRmean	pos-neg	7	3.4	0.8	57.1	0.2	0.5	0.4	5.5	-2.3
single	MRmean	MRmean	neg-neg	76	37.4	0.7	55.3	0.2	0.2	0.1	4.8	-12.7
pair	RSI	MRmean	neg-neg	40	19.7	0.7	50.0	0.1	0.2	0.1	5.9	-10.7
pair	MRmean	RSI	neg-neg	40	19.7	0.7	50.0	0.1	0.2	0.1	5.9	-10.7
single	RSI	RSI	neg-neg	47	23.2	0.7	51.1	0.1	0.2	0.1	5.7	-10.7
pair	MACD	LWTI	neg-neg	21	10.3	0.4	47.6	0.1	0.1	0.1	6.1	-6.7
pair	LWTI	MACD	neg-neg	21	10.3	0.4	47.6	0.1	0.1	0.1	6.1	-6.7
pair	MACDhist	RSmean	pos-neg	100	49.3	0.4	52.0	0.1	0.2	0.0	4.3	-15.8
pair	RSmean	MACDhist	pos-neg	100	49.3	0.4	52.0	0.1	0.2	0.0	4.3	-15.8
pair	MACD	RSIhist	pos-neg	70	34.5	0.3	57.1	0.1	0.1	0.0	3.8	-12.1
pair	RSIhist	MACD	pos-neg	70	34.5	0.3	57.1	0.1	0.1	0.0	3.8	-12.1
pair	MACDhist	SLmean	pos-neg	42	20.7	-0.2	47.6	-0.0	-0.0	-0.0	4.1	-7.9
pair	SLmean	MACDhist	pos-neg	42	20.7	-0.2	47.6	-0.0	-0.0	-0.0	4.1	-7.9
pair	RSI	MACD	pos-neg	13	6.4	-0.3	53.8	-0.0	-0.0	-0.0	5.4	-6.1
pair	MACD	RSI	pos-neg	13	6.4	-0.3	53.8	-0.0	-0.0	-0.0	5.4	-6.1
pair	MACD	SLmean	neg-pos	55	27.1	-0.5	56.4	-0.1	-0.1	-0.0	4.0	-11.4
pair	SLmean	MACD	neg-pos	55	27.1	-0.5	56.4	-0.1	-0.1	-0.0	4.0	-11.4
pair	MACDhist	RSI	neg-pos	10	4.9	-0.7	40.0	-0.1	-0.2	-0.2	5.1	-2.8
pair	RSI	MACDhist	neg-pos	10	4.9	-0.7	40.0	-0.1	-0.2	-0.2	5.1	-2.8
pair	RSI	LWTI	pos-neg	21	10.3	-0.7	47.6	-0.2	-0.4	-0.2	3.1	-3.5
pair	SLmean	MACDhist	neg-pos	16	7.9	-0.7	50.0	-0.2	-0.2	-0.1	3.5	-5.6
pair	MACDhist	SLmean	neg-pos	16	7.9	-0.7	50.0	-0.2	-0.2	-0.1	3.5	-5.6
pair	LWTI	RSI	pos-neg	21	10.3	-0.7	47.6	-0.2	-0.4	-0.2	3.1	-3.5
pair	RSmean	MRmean	neg-pos	61	30.0	-0.8	50.8	-0.2	-0.2	-0.1	4.6	-13.7
pair	MACDhist	LWTI	neg-neg	45	22.2	-0.8	48.9	-0.1	-0.2	-0.1	5.0	-13.8
pair	MACD	MACDhist	pos-neg	71	35.0	-0.8	50.7	-0.2	-0.3	-0.1	3.6	-14.6
pair	MRmean	RSmean	neg-pos	61	30.0	-0.8	50.8	-0.2	-0.2	-0.1	4.6	-13.7
pair	LWTI	MACDhist	neg-neg	45	22.2	-0.8	48.9	-0.1	-0.2	-0.1	5.0	-13.8
pair	MACDhist	MACD	pos-neg	71	35.0	-0.8	50.7	-0.2	-0.3	-0.1	3.6	-14.6
pair	MRmean	MACD	neg-pos	40	19.7	-1.0	57.5	-0.2	-0.3	-0.1	3.9	-9.7
pair	MACD	MRmean	neg-pos	40	19.7	-1.0	57.5	-0.2	-0.3	-0.1	3.9	-9.7
pair	MRmean	LWTI	pos-neg	12	5.9	-1.0	41.7	-0.3	-0.9	-0.4	3.5	-2.8
pair	LWTI	RSIhist	neg-neg	34	16.7	-1.0	52.9	-0.2	-0.2	-0.1	5.0	-13.8
pair	RSIhist	LWTI	neg-neg	34	16.7	-1.0	52.9	-0.2	-0.2	-0.1	5.0	-13.8
pair	LWTI	MRmean	pos-neg	12	5.9	-1.0	41.7	-0.3	-0.9	-0.4	3.5	-2.8
single	LWTI	LWTI	neg-neg	46	22.7	-1.1	47.8	-0.2	-0.3	-0.1	5.0	-13.8
pair	MRmean	LWTI	neg-neg	34	16.7	-1.2	50.0	-0.2	-0.3	-0.1	5.5	-12.7
pair	LWTI	MRmean	neg-neg	34	16.7	-1.2	50.0	-0.2	-0.3	-0.1	5.5	-12.7
pair	RSI	RSmean	pos-neg	39	19.2	-1.2	46.2	-0.2	-0.3	-0.1	5.5	-13.1
pair	RSmean	RSI	pos-neg	39	19.2	-1.2	46.2	-0.2	-0.3	-0.1	5.5	-13.1
pair	RSI	LWTI	neg-neg	25	12.3	-1.5	48.0	-0.2	-0.3	-0.1	6.3	-10.7
pair	LWTI	RSI	neg-neg	25	12.3	-1.5	48.0	-0.2	-0.3	-0.1	6.3	-10.7
pair	RSIhist	RSI	neg-pos	13	6.4	-1.5	38.5	-0.2	-0.5	-0.4	5.8	-4.1
pair	RSI	RSIhist	neg-pos	13	6.4	-1.5	38.5	-0.2	-0.5	-0.4	5.8	-4.1
pair	RSIhist	LWTI	pos-neg	12	5.9	-1.6	33.3	-0.3	-0.7	-0.5	5.3	-3.2
pair	LWTI	RSIhist	pos-neg	12	5.9	-1.6	33.3	-0.3	-0.7	-0.5	5.3	-3.2
pair	MRmean	MACDhist	neg-pos	6	3.0	-1.6	33.3	-0.4	-0.6	-0.6	3.7	-2.7
pair	MACDhist	MRmean	neg-pos	6	3.0	-1.6	33.3	-0.4	-0.6	-0.6	3.7	-2.7
pair	RSIhist	MRmean	neg-pos	11	5.4	-2.3	36.4	-0.4	-0.8	-0.6	5.1	-3.9
pair	MRmean	RSIhist	neg-pos	11	5.4	-2.3	36.4	-0.4	-0.8	-0.6	5.1	-3.9
pair	MACD	LWTI	pos-neg	25	12.3	-2.4	48.0	-0.6	-0.8	-0.3	4.0	-9.3
pair	LWTI	MACD	pos-neg	25	12.3	-2.4	48.0	-0.6	-0.8	-0.3	4.0	-9.3
pair	LWTI	RSmean	pos-neg	44	21.7	-2.5	45.5	-0.5	-0.7	-0.2	4.7	-13.8
pair	RSmean	LWTI	pos-neg	44	21.7	-2.5	45.5	-0.5	-0.7	-0.2	4.7	-13.8
pair	LWTI	SLmean	pos-neg	18	8.9	-4.4	38.9	-1.1	-1.5	-0.6	4.1	-7.9
pair	SLmean	LWTI	pos-neg	18	8.9	-4.4	38.9	-1.1	-1.5	-0.6	4.1	-7.9
pair	RSmean	MACD	neg-pos	3	1.5	-4.7	33.3	-1.1	-2.7	-6.3	4.5	-0.8
pair	MACD	RSmean	neg-pos	3	1.5	-4.7	33.3	-1.1	-2.7	-6.3	4.5	-0.8
pair	RSI	SLmean	pos-neg	9	4.4	-6.8	44.4	-1.1	-2.6	-1.0	6.3	-6.7
pair	SLmean	RSI	pos-neg	9	4.4	-6.8	44.4	-1.1	-2.6	-1.0	6.3	-6.7
pair	SLmean	MRmean	neg-pos	7	3.4	-7.6	42.9	-1.5	-1.8	-1.3	5.1	-5.9
pair	MRmean	SLmean	neg-pos	7	3.4	-7.6	42.9	-1.5	-1.8	-1.3	5.1	-5.9
pair	LWTI	MACDhist	pos-neg	1	0.5	-13.6	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	LWTI	pos-neg	1	0.5	-13.6	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for VGIT

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.0% \| Win 51% Sharpe 0.76 \| Sortino 1.52 \| Calmar 0.6 Vol 4% \| MDD -4.7% Months 105M (52%)	CAGR 2.3% \| Win 59% Sharpe 0.62 \| Sortino 0.81 \| Calmar 0.5 Vol 4% \| MDD -5.1% Months 22M (11%)	CAGR 2.9% \| Win 53% Sharpe 0.74 \| Sortino 1.36 \| Calmar 0.5 Vol 4% \| MDD -5.4% Months 127M (63%)
MRmean neg	CAGR -7.6% \| Win 43% Sharpe -1.51 \| Sortino -1.75 \| Calmar -1.3 Vol 5% \| MDD -5.9% Months 7M (3%)	CAGR 1.6% \| Win 56% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.2 Vol 5% \| MDD -10.2% Months 69M (34%)	CAGR 0.7% \| Win 55% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 5% \| MDD -12.7% Months 76M (37%)
SLmean only	CAGR 2.3% \| Win 51% Sharpe 0.57 \| Sortino 1.01 \| Calmar 0.2 Vol 4% \| MDD -9.7% Months 112M (55%)	CAGR 1.8% \| Win 57% Sharpe 0.41 \| Sortino 0.59 \| Calmar 0.2 Vol 4% \| MDD -11.3% Months 91M (45%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 52% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.3 Vol 4% \| MDD -7.8% Months 123M (61%)	CAGR 15.8% \| Win 75% Sharpe 2.88 \| Sortino 0.00 \| Calmar 21.0 Vol 5% \| MDD -0.8% Months 4M (2%)	CAGR 2.9% \| Win 53% Sharpe 0.74 \| Sortino 1.36 \| Calmar 0.5 Vol 4% \| MDD -5.4% Months 127M (63%)
MRmean neg	CAGR -0.8% \| Win 51% Sharpe -0.16 \| Sortino -0.21 \| Calmar -0.1 Vol 5% \| MDD -13.7% Months 61M (30%)	CAGR 7.3% \| Win 73% Sharpe 1.30 \| Sortino 2.20 \| Calmar 2.9 Vol 6% \| MDD -2.5% Months 15M (7%)	CAGR 0.7% \| Win 55% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 5% \| MDD -12.7% Months 76M (37%)
RSmean only	CAGR 1.4% \| Win 52% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 4% \| MDD -17.3% Months 184M (91%)	CAGR 9.0% \| Win 74% Sharpe 1.64 \| Sortino 2.87 \| Calmar 3.6 Vol 5% \| MDD -2.5% Months 19M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.1% \| Win 50% Sharpe 0.58 \| Sortino 1.04 \| Calmar 0.4 Vol 4% \| MDD -5.3% Months 103M (51%)	CAGR 6.3% \| Win 67% Sharpe 1.27 \| Sortino 2.80 \| Calmar 2.1 Vol 5% \| MDD -3.0% Months 24M (12%)	CAGR 2.9% \| Win 53% Sharpe 0.74 \| Sortino 1.36 \| Calmar 0.5 Vol 4% \| MDD -5.4% Months 127M (63%)
MRmean neg	CAGR -1.0% \| Win 57% Sharpe -0.24 \| Sortino -0.30 \| Calmar -0.1 Vol 4% \| MDD -9.7% Months 40M (20%)	CAGR 2.7% \| Win 53% Sharpe 0.49 \| Sortino 0.75 \| Calmar 0.4 Vol 6% \| MDD -6.7% Months 36M (18%)	CAGR 0.7% \| Win 55% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 5% \| MDD -12.7% Months 76M (37%)
MACD only	CAGR 1.2% \| Win 52% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.1 Vol 4% \| MDD -12.1% Months 143M (70%)	CAGR 4.1% \| Win 58% Sharpe 0.78 \| Sortino 1.28 \| Calmar 0.6 Vol 5% \| MDD -6.7% Months 60M (30%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.0% \| Win 52% Sharpe 0.79 \| Sortino 1.46 \| Calmar 0.6 Vol 4% \| MDD -5.0% Months 120M (59%)	CAGR 0.8% \| Win 57% Sharpe 0.17 \| Sortino 0.53 \| Calmar 0.4 Vol 6% \| MDD -2.3% Months 7M (3%)	CAGR 2.9% \| Win 53% Sharpe 0.74 \| Sortino 1.36 \| Calmar 0.5 Vol 4% \| MDD -5.4% Months 127M (63%)
MRmean neg	CAGR 0.8% \| Win 61% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.2 Vol 4% \| MDD -5.0% Months 36M (18%)	CAGR 0.7% \| Win 50% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.1 Vol 6% \| MDD -10.7% Months 40M (20%)	CAGR 0.7% \| Win 55% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 5% \| MDD -12.7% Months 76M (37%)
RSI only	CAGR 2.5% \| Win 55% Sharpe 0.67 \| Sortino 1.19 \| Calmar 0.4 Vol 4% \| MDD -6.0% Months 156M (77%)	CAGR 0.7% \| Win 51% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.1 Vol 6% \| MDD -10.7% Months 47M (23%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.3% \| Win 54% Sharpe 0.83 \| Sortino 1.40 \| Calmar 0.9 Vol 4% \| MDD -3.8% Months 80M (39%)	CAGR 2.1% \| Win 51% Sharpe 0.57 \| Sortino 1.29 \| Calmar 0.5 Vol 4% \| MDD -4.0% Months 47M (23%)	CAGR 2.9% \| Win 53% Sharpe 0.74 \| Sortino 1.36 \| Calmar 0.5 Vol 4% \| MDD -5.4% Months 127M (63%)
MRmean neg	CAGR -1.6% \| Win 33% Sharpe -0.42 \| Sortino -0.62 \| Calmar -0.6 Vol 4% \| MDD -2.7% Months 6M (3%)	CAGR 0.9% \| Win 57% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.1 Vol 5% \| MDD -12.7% Months 70M (34%)	CAGR 0.7% \| Win 55% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 5% \| MDD -12.7% Months 76M (37%)
MACDhist only	CAGR 2.9% \| Win 52% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 4% \| MDD -5.2% Months 86M (42%)	CAGR 1.4% \| Win 55% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 4% \| MDD -14.1% Months 117M (58%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 2.9% \| Win 50% Sharpe 0.74 \| Sortino 1.46 \| Calmar 0.5 Vol 4% \| MDD -5.6% Months 93M (46%)	CAGR 2.6% \| Win 59% Sharpe 0.74 \| Sortino 1.08 \| Calmar 0.5 Vol 4% \| MDD -4.8% Months 34M (17%)	CAGR 2.9% \| Win 53% Sharpe 0.74 \| Sortino 1.36 \| Calmar 0.5 Vol 4% \| MDD -5.4% Months 127M (63%)
MRmean neg	CAGR -2.3% \| Win 36% Sharpe -0.44 \| Sortino -0.77 \| Calmar -0.6 Vol 5% \| MDD -3.9% Months 11M (5%)	CAGR 1.2% \| Win 58% Sharpe 0.28 \| Sortino 0.38 \| Calmar 0.1 Vol 5% \| MDD -12.7% Months 65M (32%)	CAGR 0.7% \| Win 55% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 5% \| MDD -12.7% Months 76M (37%)
RSIhist only	CAGR 2.4% \| Win 49% Sharpe 0.58 \| Sortino 1.12 \| Calmar 0.5 Vol 4% \| MDD -4.8% Months 104M (51%)	CAGR 1.7% \| Win 59% Sharpe 0.41 \| Sortino 0.55 \| Calmar 0.1 Vol 4% \| MDD -14.4% Months 99M (49%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 3.3% \| Win 54% Sharpe 0.83 \| Sortino 1.48 \| Calmar 0.6 Vol 4% \| MDD -5.2% Months 115M (57%)	CAGR -1.0% \| Win 42% Sharpe -0.29 \| Sortino -0.87 \| Calmar -0.4 Vol 4% \| MDD -2.8% Months 12M (6%)	CAGR 2.9% \| Win 53% Sharpe 0.74 \| Sortino 1.36 \| Calmar 0.5 Vol 4% \| MDD -5.4% Months 127M (63%)
MRmean neg	CAGR 2.3% \| Win 60% Sharpe 0.55 \| Sortino 0.84 \| Calmar 0.5 Vol 4% \| MDD -4.4% Months 42M (21%)	CAGR -1.2% \| Win 50% Sharpe -0.18 \| Sortino -0.26 \| Calmar -0.1 Vol 6% \| MDD -12.7% Months 34M (17%)	CAGR 0.7% \| Win 55% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 5% \| MDD -12.7% Months 76M (37%)
LWTI only	CAGR 3.0% \| Win 55% Sharpe 0.76 \| Sortino 1.28 \| Calmar 0.6 Vol 4% \| MDD -5.3% Months 157M (77%)	CAGR -1.1% \| Win 48% Sharpe -0.20 \| Sortino -0.30 \| Calmar -0.1 Vol 5% \| MDD -13.8% Months 46M (23%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 1.7% \| Win 50% Sharpe 0.44 \| Sortino 0.76 \| Calmar 0.1 Vol 4% \| MDD -12.0% Months 107M (53%)	CAGR 15.3% \| Win 80% Sharpe 3.21 \| Sortino 0.00 \| Calmar 20.3 Vol 4% \| MDD -0.8% Months 5M (2%)	CAGR 2.3% \| Win 51% Sharpe 0.57 \| Sortino 1.01 \| Calmar 0.2 Vol 4% \| MDD -9.7% Months 112M (55%)
SLmean neg	CAGR 0.9% \| Win 55% Sharpe 0.23 \| Sortino 0.31 \| Calmar 0.1 Vol 4% \| MDD -11.3% Months 77M (38%)	CAGR 6.8% \| Win 71% Sharpe 1.19 \| Sortino 2.09 \| Calmar 2.7 Vol 6% \| MDD -2.5% Months 14M (7%)	CAGR 1.8% \| Win 57% Sharpe 0.41 \| Sortino 0.59 \| Calmar 0.2 Vol 4% \| MDD -11.3% Months 91M (45%)
RSmean only	CAGR 1.4% \| Win 52% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 4% \| MDD -17.3% Months 184M (91%)	CAGR 9.0% \| Win 74% Sharpe 1.64 \| Sortino 2.87 \| Calmar 3.6 Vol 5% \| MDD -2.5% Months 19M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 2.2% \| Win 49% Sharpe 0.65 \| Sortino 1.29 \| Calmar 0.5 Vol 4% \| MDD -4.9% Months 88M (43%)	CAGR 2.4% \| Win 58% Sharpe 0.44 \| Sortino 0.86 \| Calmar 0.3 Vol 6% \| MDD -7.3% Months 24M (12%)	CAGR 2.3% \| Win 51% Sharpe 0.57 \| Sortino 1.01 \| Calmar 0.2 Vol 4% \| MDD -9.7% Months 112M (55%)
SLmean neg	CAGR -0.5% \| Win 56% Sharpe -0.10 \| Sortino -0.13 \| Calmar -0.0 Vol 4% \| MDD -11.4% Months 55M (27%)	CAGR 5.3% \| Win 58% Sharpe 1.02 \| Sortino 1.57 \| Calmar 1.3 Vol 5% \| MDD -4.0% Months 36M (18%)	CAGR 1.8% \| Win 57% Sharpe 0.41 \| Sortino 0.59 \| Calmar 0.2 Vol 4% \| MDD -11.3% Months 91M (45%)
MACD only	CAGR 1.2% \| Win 52% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.1 Vol 4% \| MDD -12.1% Months 143M (70%)	CAGR 4.1% \| Win 58% Sharpe 0.78 \| Sortino 1.28 \| Calmar 0.6 Vol 5% \| MDD -6.7% Months 60M (30%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 3.1% \| Win 52% Sharpe 0.83 \| Sortino 1.69 \| Calmar 0.8 Vol 4% \| MDD -3.8% Months 103M (51%)	CAGR -6.8% \| Win 44% Sharpe -1.09 \| Sortino -2.58 \| Calmar -1.0 Vol 6% \| MDD -6.7% Months 9M (4%)	CAGR 2.3% \| Win 51% Sharpe 0.57 \| Sortino 1.01 \| Calmar 0.2 Vol 4% \| MDD -9.7% Months 112M (55%)
SLmean neg	CAGR 1.2% \| Win 60% Sharpe 0.35 \| Sortino 0.51 \| Calmar 0.2 Vol 4% \| MDD -6.4% Months 53M (26%)	CAGR 2.5% \| Win 53% Sharpe 0.48 \| Sortino 0.70 \| Calmar 0.3 Vol 6% \| MDD -8.1% Months 38M (19%)	CAGR 1.8% \| Win 57% Sharpe 0.41 \| Sortino 0.59 \| Calmar 0.2 Vol 4% \| MDD -11.3% Months 91M (45%)
RSI only	CAGR 2.5% \| Win 55% Sharpe 0.67 \| Sortino 1.19 \| Calmar 0.4 Vol 4% \| MDD -6.0% Months 156M (77%)	CAGR 0.7% \| Win 51% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.1 Vol 6% \| MDD -10.7% Months 47M (23%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 3.8% \| Win 53% Sharpe 0.93 \| Sortino 1.76 \| Calmar 1.1 Vol 4% \| MDD -3.5% Months 70M (34%)	CAGR -0.2% \| Win 48% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 4% \| MDD -7.9% Months 42M (21%)	CAGR 2.3% \| Win 51% Sharpe 0.57 \| Sortino 1.01 \| Calmar 0.2 Vol 4% \| MDD -9.7% Months 112M (55%)
SLmean neg	CAGR -0.7% \| Win 50% Sharpe -0.18 \| Sortino -0.19 \| Calmar -0.1 Vol 4% \| MDD -5.6% Months 16M (8%)	CAGR 2.3% \| Win 59% Sharpe 0.50 \| Sortino 0.75 \| Calmar 0.2 Vol 5% \| MDD -10.8% Months 75M (37%)	CAGR 1.8% \| Win 57% Sharpe 0.41 \| Sortino 0.59 \| Calmar 0.2 Vol 4% \| MDD -11.3% Months 91M (45%)
MACDhist only	CAGR 2.9% \| Win 52% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 4% \| MDD -5.2% Months 86M (42%)	CAGR 1.4% \| Win 55% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 4% \| MDD -14.1% Months 117M (58%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 2.5% \| Win 49% Sharpe 0.61 \| Sortino 1.16 \| Calmar 0.5 Vol 4% \| MDD -5.5% Months 94M (46%)	CAGR 1.3% \| Win 61% Sharpe 0.37 \| Sortino 0.41 \| Calmar 0.2 Vol 4% \| MDD -5.2% Months 18M (9%)	CAGR 2.3% \| Win 51% Sharpe 0.57 \| Sortino 1.01 \| Calmar 0.2 Vol 4% \| MDD -9.7% Months 112M (55%)
SLmean neg	CAGR 1.5% \| Win 50% Sharpe 0.35 \| Sortino 0.68 \| Calmar 0.8 Vol 4% \| MDD -1.9% Months 10M (5%)	CAGR 1.8% \| Win 58% Sharpe 0.41 \| Sortino 0.58 \| Calmar 0.2 Vol 5% \| MDD -11.3% Months 81M (40%)	CAGR 1.8% \| Win 57% Sharpe 0.41 \| Sortino 0.59 \| Calmar 0.2 Vol 4% \| MDD -11.3% Months 91M (45%)
RSIhist only	CAGR 2.4% \| Win 49% Sharpe 0.58 \| Sortino 1.12 \| Calmar 0.5 Vol 4% \| MDD -4.8% Months 104M (51%)	CAGR 1.7% \| Win 59% Sharpe 0.41 \| Sortino 0.55 \| Calmar 0.1 Vol 4% \| MDD -14.4% Months 99M (49%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 3.6% \| Win 53% Sharpe 0.91 \| Sortino 1.74 \| Calmar 1.0 Vol 4% \| MDD -3.5% Months 94M (46%)	CAGR -4.4% \| Win 39% Sharpe -1.07 \| Sortino -1.51 \| Calmar -0.6 Vol 4% \| MDD -7.9% Months 18M (9%)	CAGR 2.3% \| Win 51% Sharpe 0.57 \| Sortino 1.01 \| Calmar 0.2 Vol 4% \| MDD -9.7% Months 112M (55%)
SLmean neg	CAGR 2.1% \| Win 59% Sharpe 0.53 \| Sortino 0.79 \| Calmar 0.3 Vol 4% \| MDD -7.7% Months 63M (31%)	CAGR 1.0% \| Win 54% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.1 Vol 6% \| MDD -10.2% Months 28M (14%)	CAGR 1.8% \| Win 57% Sharpe 0.41 \| Sortino 0.59 \| Calmar 0.2 Vol 4% \| MDD -11.3% Months 91M (45%)
LWTI only	CAGR 3.0% \| Win 55% Sharpe 0.76 \| Sortino 1.28 \| Calmar 0.6 Vol 4% \| MDD -5.3% Months 157M (77%)	CAGR -1.1% \| Win 48% Sharpe -0.20 \| Sortino -0.30 \| Calmar -0.1 Vol 5% \| MDD -13.8% Months 46M (23%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 1.3% \| Win 52% Sharpe 0.37 \| Sortino 0.57 \| Calmar 0.1 Vol 4% \| MDD -12.1% Months 140M (69%)	CAGR 1.5% \| Win 50% Sharpe 0.30 \| Sortino 0.50 \| Calmar 0.2 Vol 5% \| MDD -9.3% Months 44M (22%)	CAGR 1.4% \| Win 52% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 4% \| MDD -17.3% Months 184M (91%)
RSmean neg	CAGR -4.7% \| Win 33% Sharpe -1.06 \| Sortino -2.66 \| Calmar -6.3 Vol 4% \| MDD -0.8% Months 3M (2%)	CAGR 11.8% \| Win 81% Sharpe 2.13 \| Sortino 2.84 \| Calmar 11.1 Vol 5% \| MDD -1.1% Months 16M (8%)	CAGR 9.0% \| Win 74% Sharpe 1.64 \| Sortino 2.87 \| Calmar 3.6 Vol 5% \| MDD -2.5% Months 19M (9%)
MACD only	CAGR 1.2% \| Win 52% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.1 Vol 4% \| MDD -12.1% Months 143M (70%)	CAGR 4.1% \| Win 58% Sharpe 0.78 \| Sortino 1.28 \| Calmar 0.6 Vol 5% \| MDD -6.7% Months 60M (30%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 2.0% \| Win 53% Sharpe 0.57 \| Sortino 0.98 \| Calmar 0.3 Vol 4% \| MDD -6.0% Months 145M (71%)	CAGR -1.2% \| Win 46% Sharpe -0.18 \| Sortino -0.28 \| Calmar -0.1 Vol 6% \| MDD -13.1% Months 39M (19%)	CAGR 1.4% \| Win 52% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 4% \| MDD -17.3% Months 184M (91%)
RSmean neg	CAGR 8.2% \| Win 73% Sharpe 1.75 \| Sortino 6.28 \| Calmar 3.2 Vol 4% \| MDD -2.5% Months 11M (5%)	CAGR 10.1% \| Win 75% Sharpe 1.49 \| Sortino 1.88 \| Calmar 14.6 Vol 7% \| MDD -0.7% Months 8M (4%)	CAGR 9.0% \| Win 74% Sharpe 1.64 \| Sortino 2.87 \| Calmar 3.6 Vol 5% \| MDD -2.5% Months 19M (9%)
RSI only	CAGR 2.5% \| Win 55% Sharpe 0.67 \| Sortino 1.19 \| Calmar 0.4 Vol 4% \| MDD -6.0% Months 156M (77%)	CAGR 0.7% \| Win 51% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.1 Vol 6% \| MDD -10.7% Months 47M (23%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 2.5% \| Win 51% Sharpe 0.65 \| Sortino 1.07 \| Calmar 0.3 Vol 4% \| MDD -7.6% Months 84M (41%)	CAGR 0.4% \| Win 52% Sharpe 0.12 \| Sortino 0.18 \| Calmar 0.0 Vol 4% \| MDD -15.8% Months 100M (49%)	CAGR 1.4% \| Win 52% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 4% \| MDD -17.3% Months 184M (91%)
RSmean neg	CAGR 24.1% \| Win 100% Sharpe 5.48 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 2M (1%)	CAGR 7.3% \| Win 71% Sharpe 1.34 \| Sortino 2.37 \| Calmar 2.9 Vol 5% \| MDD -2.5% Months 17M (8%)	CAGR 9.0% \| Win 74% Sharpe 1.64 \| Sortino 2.87 \| Calmar 3.6 Vol 5% \| MDD -2.5% Months 19M (9%)
MACDhist only	CAGR 2.9% \| Win 52% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 4% \| MDD -5.2% Months 86M (42%)	CAGR 1.4% \| Win 55% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 4% \| MDD -14.1% Months 117M (58%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 1.4% \| Win 46% Sharpe 0.36 \| Sortino 0.66 \| Calmar 0.1 Vol 4% \| MDD -9.9% Months 96M (47%)	CAGR 1.3% \| Win 58% Sharpe 0.33 \| Sortino 0.44 \| Calmar 0.1 Vol 4% \| MDD -14.4% Months 88M (43%)	CAGR 1.4% \| Win 52% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 4% \| MDD -17.3% Months 184M (91%)
RSmean neg	CAGR 15.1% \| Win 88% Sharpe 3.04 \| Sortino 0.00 \| Calmar 14.2 Vol 5% \| MDD -1.1% Months 8M (4%)	CAGR 4.8% \| Win 64% Sharpe 0.84 \| Sortino 1.39 \| Calmar 2.1 Vol 6% \| MDD -2.2% Months 11M (5%)	CAGR 9.0% \| Win 74% Sharpe 1.64 \| Sortino 2.87 \| Calmar 3.6 Vol 5% \| MDD -2.5% Months 19M (9%)
RSIhist only	CAGR 2.4% \| Win 49% Sharpe 0.58 \| Sortino 1.12 \| Calmar 0.5 Vol 4% \| MDD -4.8% Months 104M (51%)	CAGR 1.7% \| Win 59% Sharpe 0.41 \| Sortino 0.55 \| Calmar 0.1 Vol 4% \| MDD -14.4% Months 99M (49%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 2.6% \| Win 54% Sharpe 0.69 \| Sortino 1.18 \| Calmar 0.5 Vol 4% \| MDD -5.3% Months 140M (69%)	CAGR -2.5% \| Win 46% Sharpe -0.52 \| Sortino -0.73 \| Calmar -0.2 Vol 5% \| MDD -13.8% Months 44M (22%)	CAGR 1.4% \| Win 52% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 4% \| MDD -17.3% Months 184M (91%)
RSmean neg	CAGR 6.2% \| Win 71% Sharpe 1.21 \| Sortino 2.02 \| Calmar 2.5 Vol 5% \| MDD -2.5% Months 17M (8%)	CAGR 35.5% \| Win 100% Sharpe 12.53 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 2M (1%)	CAGR 9.0% \| Win 74% Sharpe 1.64 \| Sortino 2.87 \| Calmar 3.6 Vol 5% \| MDD -2.5% Months 19M (9%)
LWTI only	CAGR 3.0% \| Win 55% Sharpe 0.76 \| Sortino 1.28 \| Calmar 0.6 Vol 4% \| MDD -5.3% Months 157M (77%)	CAGR -1.1% \| Win 48% Sharpe -0.20 \| Sortino -0.30 \| Calmar -0.1 Vol 5% \| MDD -13.8% Months 46M (23%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 1.3% \| Win 52% Sharpe 0.39 \| Sortino 0.65 \| Calmar 0.2 Vol 4% \| MDD -6.4% Months 130M (64%)	CAGR -0.3% \| Win 54% Sharpe -0.03 \| Sortino -0.03 \| Calmar -0.0 Vol 5% \| MDD -6.1% Months 13M (6%)	CAGR 1.2% \| Win 52% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.1 Vol 4% \| MDD -12.1% Months 143M (70%)
MACD neg	CAGR 8.3% \| Win 69% Sharpe 1.83 \| Sortino 3.94 \| Calmar 2.4 Vol 4% \| MDD -3.5% Months 26M (13%)	CAGR 1.0% \| Win 50% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.2 Vol 6% \| MDD -6.7% Months 34M (17%)	CAGR 4.1% \| Win 58% Sharpe 0.78 \| Sortino 1.28 \| Calmar 0.6 Vol 5% \| MDD -6.7% Months 60M (30%)
RSI only	CAGR 2.5% \| Win 55% Sharpe 0.67 \| Sortino 1.19 \| Calmar 0.4 Vol 4% \| MDD -6.0% Months 156M (77%)	CAGR 0.7% \| Win 51% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.1 Vol 6% \| MDD -10.7% Months 47M (23%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 3.2% \| Win 53% Sharpe 0.87 \| Sortino 1.46 \| Calmar 0.9 Vol 4% \| MDD -3.8% Months 72M (36%)	CAGR -0.8% \| Win 51% Sharpe -0.21 \| Sortino -0.30 \| Calmar -0.1 Vol 4% \| MDD -14.6% Months 71M (35%)	CAGR 1.2% \| Win 52% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.1 Vol 4% \| MDD -12.1% Months 143M (70%)
MACD neg	CAGR 1.4% \| Win 50% Sharpe 0.30 \| Sortino 0.60 \| Calmar 0.5 Vol 5% \| MDD -3.0% Months 14M (7%)	CAGR 5.0% \| Win 61% Sharpe 0.91 \| Sortino 1.40 \| Calmar 0.7 Vol 6% \| MDD -6.7% Months 46M (23%)	CAGR 4.1% \| Win 58% Sharpe 0.78 \| Sortino 1.28 \| Calmar 0.6 Vol 5% \| MDD -6.7% Months 60M (30%)
MACDhist only	CAGR 2.9% \| Win 52% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 4% \| MDD -5.2% Months 86M (42%)	CAGR 1.4% \| Win 55% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 4% \| MDD -14.1% Months 117M (58%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 2.0% \| Win 47% Sharpe 0.57 \| Sortino 1.13 \| Calmar 0.4 Vol 4% \| MDD -4.6% Months 73M (36%)	CAGR 0.3% \| Win 57% Sharpe 0.10 \| Sortino 0.13 \| Calmar 0.0 Vol 4% \| MDD -12.1% Months 70M (34%)	CAGR 1.2% \| Win 52% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.1 Vol 4% \| MDD -12.1% Months 143M (70%)
MACD neg	CAGR 3.2% \| Win 55% Sharpe 0.62 \| Sortino 1.28 \| Calmar 0.7 Vol 5% \| MDD -4.4% Months 31M (15%)	CAGR 5.2% \| Win 62% Sharpe 0.93 \| Sortino 1.25 \| Calmar 0.8 Vol 6% \| MDD -6.7% Months 29M (14%)	CAGR 4.1% \| Win 58% Sharpe 0.78 \| Sortino 1.28 \| Calmar 0.6 Vol 5% \| MDD -6.7% Months 60M (30%)
RSIhist only	CAGR 2.4% \| Win 49% Sharpe 0.58 \| Sortino 1.12 \| Calmar 0.5 Vol 4% \| MDD -4.8% Months 104M (51%)	CAGR 1.7% \| Win 59% Sharpe 0.41 \| Sortino 0.55 \| Calmar 0.1 Vol 4% \| MDD -14.4% Months 99M (49%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 2.0% \| Win 52% Sharpe 0.56 \| Sortino 0.93 \| Calmar 0.4 Vol 4% \| MDD -4.9% Months 118M (58%)	CAGR -2.4% \| Win 48% Sharpe -0.58 \| Sortino -0.75 \| Calmar -0.3 Vol 4% \| MDD -9.3% Months 25M (12%)	CAGR 1.2% \| Win 52% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.1 Vol 4% \| MDD -12.1% Months 143M (70%)
MACD neg	CAGR 6.2% \| Win 64% Sharpe 1.23 \| Sortino 2.11 \| Calmar 1.8 Vol 5% \| MDD -3.5% Months 39M (19%)	CAGR 0.4% \| Win 48% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.1 Vol 6% \| MDD -6.7% Months 21M (10%)	CAGR 4.1% \| Win 58% Sharpe 0.78 \| Sortino 1.28 \| Calmar 0.6 Vol 5% \| MDD -6.7% Months 60M (30%)
LWTI only	CAGR 3.0% \| Win 55% Sharpe 0.76 \| Sortino 1.28 \| Calmar 0.6 Vol 4% \| MDD -5.3% Months 157M (77%)	CAGR -1.1% \| Win 48% Sharpe -0.20 \| Sortino -0.30 \| Calmar -0.1 Vol 5% \| MDD -13.8% Months 46M (23%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 3.4% \| Win 54% Sharpe 0.90 \| Sortino 1.52 \| Calmar 0.9 Vol 4% \| MDD -3.8% Months 76M (37%)	CAGR 1.6% \| Win 55% Sharpe 0.44 \| Sortino 0.85 \| Calmar 0.2 Vol 4% \| MDD -8.1% Months 80M (39%)	CAGR 2.5% \| Win 55% Sharpe 0.67 \| Sortino 1.19 \| Calmar 0.4 Vol 4% \| MDD -6.0% Months 156M (77%)
RSI neg	CAGR -0.7% \| Win 40% Sharpe -0.11 \| Sortino -0.21 \| Calmar -0.2 Vol 5% \| MDD -2.8% Months 10M (5%)	CAGR 1.1% \| Win 54% Sharpe 0.20 \| Sortino 0.30 \| Calmar 0.1 Vol 6% \| MDD -10.7% Months 37M (18%)	CAGR 0.7% \| Win 51% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.1 Vol 6% \| MDD -10.7% Months 47M (23%)
MACDhist only	CAGR 2.9% \| Win 52% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 4% \| MDD -5.2% Months 86M (42%)	CAGR 1.4% \| Win 55% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 4% \| MDD -14.1% Months 117M (58%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.9% \| Win 50% Sharpe 0.76 \| Sortino 1.55 \| Calmar 0.6 Vol 4% \| MDD -4.8% Months 91M (45%)	CAGR 1.8% \| Win 60% Sharpe 0.52 \| Sortino 0.77 \| Calmar 0.3 Vol 4% \| MDD -6.8% Months 65M (32%)	CAGR 2.5% \| Win 55% Sharpe 0.67 \| Sortino 1.19 \| Calmar 0.4 Vol 4% \| MDD -6.0% Months 156M (77%)
RSI neg	CAGR -1.5% \| Win 38% Sharpe -0.23 \| Sortino -0.46 \| Calmar -0.4 Vol 6% \| MDD -4.1% Months 13M (6%)	CAGR 1.5% \| Win 56% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 6% \| MDD -10.7% Months 34M (17%)	CAGR 0.7% \| Win 51% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.1 Vol 6% \| MDD -10.7% Months 47M (23%)
RSIhist only	CAGR 2.4% \| Win 49% Sharpe 0.58 \| Sortino 1.12 \| Calmar 0.5 Vol 4% \| MDD -4.8% Months 104M (51%)	CAGR 1.7% \| Win 59% Sharpe 0.41 \| Sortino 0.55 \| Calmar 0.1 Vol 4% \| MDD -14.4% Months 99M (49%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 3.0% \| Win 56% Sharpe 0.79 \| Sortino 1.36 \| Calmar 0.6 Vol 4% \| MDD -4.8% Months 135M (66%)	CAGR -0.7% \| Win 48% Sharpe -0.21 \| Sortino -0.44 \| Calmar -0.2 Vol 3% \| MDD -3.5% Months 21M (10%)	CAGR 2.5% \| Win 55% Sharpe 0.67 \| Sortino 1.19 \| Calmar 0.4 Vol 4% \| MDD -6.0% Months 156M (77%)
RSI neg	CAGR 3.2% \| Win 55% Sharpe 0.63 \| Sortino 1.03 \| Calmar 0.9 Vol 5% \| MDD -3.6% Months 22M (11%)	CAGR -1.5% \| Win 48% Sharpe -0.21 \| Sortino -0.32 \| Calmar -0.1 Vol 6% \| MDD -10.7% Months 25M (12%)	CAGR 0.7% \| Win 51% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.1 Vol 6% \| MDD -10.7% Months 47M (23%)
LWTI only	CAGR 3.0% \| Win 55% Sharpe 0.76 \| Sortino 1.28 \| Calmar 0.6 Vol 4% \| MDD -5.3% Months 157M (77%)	CAGR -1.1% \| Win 48% Sharpe -0.20 \| Sortino -0.30 \| Calmar -0.1 Vol 5% \| MDD -13.8% Months 46M (23%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 3.1% \| Win 51% Sharpe 0.77 \| Sortino 1.41 \| Calmar 0.7 Vol 4% \| MDD -4.2% Months 69M (34%)	CAGR 2.3% \| Win 59% Sharpe 0.63 \| Sortino 0.74 \| Calmar 0.8 Vol 4% \| MDD -2.7% Months 17M (8%)	CAGR 2.9% \| Win 52% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 4% \| MDD -5.2% Months 86M (42%)
MACDhist neg	CAGR 1.0% \| Win 46% Sharpe 0.24 \| Sortino 0.51 \| Calmar 0.2 Vol 4% \| MDD -6.4% Months 35M (17%)	CAGR 1.6% \| Win 58% Sharpe 0.37 \| Sortino 0.52 \| Calmar 0.1 Vol 5% \| MDD -14.4% Months 82M (40%)	CAGR 1.4% \| Win 55% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 4% \| MDD -14.1% Months 117M (58%)
RSIhist only	CAGR 2.4% \| Win 49% Sharpe 0.58 \| Sortino 1.12 \| Calmar 0.5 Vol 4% \| MDD -4.8% Months 104M (51%)	CAGR 1.7% \| Win 59% Sharpe 0.41 \| Sortino 0.55 \| Calmar 0.1 Vol 4% \| MDD -14.4% Months 99M (49%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 3.1% \| Win 53% Sharpe 0.80 \| Sortino 1.34 \| Calmar 0.8 Vol 4% \| MDD -4.0% Months 85M (42%)	CAGR -13.6% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 2.9% \| Win 52% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 4% \| MDD -5.2% Months 86M (42%)
MACDhist neg	CAGR 2.8% \| Win 58% Sharpe 0.70 \| Sortino 1.22 \| Calmar 0.6 Vol 4% \| MDD -5.1% Months 72M (36%)	CAGR -0.8% \| Win 49% Sharpe -0.14 \| Sortino -0.20 \| Calmar -0.1 Vol 5% \| MDD -13.8% Months 45M (22%)	CAGR 1.4% \| Win 55% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 4% \| MDD -14.1% Months 117M (58%)
LWTI only	CAGR 3.0% \| Win 55% Sharpe 0.76 \| Sortino 1.28 \| Calmar 0.6 Vol 4% \| MDD -5.3% Months 157M (77%)	CAGR -1.1% \| Win 48% Sharpe -0.20 \| Sortino -0.30 \| Calmar -0.1 Vol 5% \| MDD -13.8% Months 46M (23%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 2.9% \| Win 51% Sharpe 0.73 \| Sortino 1.37 \| Calmar 0.7 Vol 4% \| MDD -4.0% Months 92M (45%)	CAGR -1.6% \| Win 33% Sharpe -0.28 \| Sortino -0.70 \| Calmar -0.5 Vol 5% \| MDD -3.2% Months 12M (6%)	CAGR 2.4% \| Win 49% Sharpe 0.58 \| Sortino 1.12 \| Calmar 0.5 Vol 4% \| MDD -4.8% Months 104M (51%)
RSIhist neg	CAGR 3.1% \| Win 62% Sharpe 0.78 \| Sortino 1.16 \| Calmar 0.7 Vol 4% \| MDD -4.3% Months 65M (32%)	CAGR -1.0% \| Win 53% Sharpe -0.17 \| Sortino -0.21 \| Calmar -0.1 Vol 5% \| MDD -13.8% Months 34M (17%)	CAGR 1.7% \| Win 59% Sharpe 0.41 \| Sortino 0.55 \| Calmar 0.1 Vol 4% \| MDD -14.4% Months 99M (49%)
LWTI only	CAGR 3.0% \| Win 55% Sharpe 0.76 \| Sortino 1.28 \| Calmar 0.6 Vol 4% \| MDD -5.3% Months 157M (77%)	CAGR -1.1% \| Win 48% Sharpe -0.20 \| Sortino -0.30 \| Calmar -0.1 Vol 5% \| MDD -13.8% Months 46M (23%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.0% \| Win 51% Sharpe 0.76 \| Sortino 1.52 \| Calmar 0.6 Vol 4% \| MDD -4.7% Months 105M (52%)	CAGR 2.3% \| Win 59% Sharpe 0.62 \| Sortino 0.81 \| Calmar 0.5 Vol 4% \| MDD -5.1% Months 22M (11%)	CAGR 2.9% \| Win 53% Sharpe 0.74 \| Sortino 1.36 \| Calmar 0.5 Vol 4% \| MDD -5.4% Months 127M (63%)
MRmean neg	CAGR -7.6% \| Win 43% Sharpe -1.51 \| Sortino -1.75 \| Calmar -1.3 Vol 5% \| MDD -5.9% Months 7M (3%)	CAGR 1.6% \| Win 56% Sharpe 0.36 \| Sortino 0.52 \| Calmar 0.2 Vol 5% \| MDD -10.2% Months 69M (34%)	CAGR 0.7% \| Win 55% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 5% \| MDD -12.7% Months 76M (37%)
SLmean only	CAGR 2.3% \| Win 51% Sharpe 0.57 \| Sortino 1.01 \| Calmar 0.2 Vol 4% \| MDD -9.7% Months 112M (55%)	CAGR 1.8% \| Win 57% Sharpe 0.41 \| Sortino 0.59 \| Calmar 0.2 Vol 4% \| MDD -11.3% Months 91M (45%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 52% Sharpe 0.65 \| Sortino 1.17 \| Calmar 0.3 Vol 4% \| MDD -7.8% Months 123M (61%)	CAGR 15.8% \| Win 75% Sharpe 2.88 \| Sortino 0.00 \| Calmar 21.0 Vol 5% \| MDD -0.8% Months 4M (2%)	CAGR 2.9% \| Win 53% Sharpe 0.74 \| Sortino 1.36 \| Calmar 0.5 Vol 4% \| MDD -5.4% Months 127M (63%)
MRmean neg	CAGR -0.8% \| Win 51% Sharpe -0.16 \| Sortino -0.21 \| Calmar -0.1 Vol 5% \| MDD -13.7% Months 61M (30%)	CAGR 7.3% \| Win 73% Sharpe 1.30 \| Sortino 2.20 \| Calmar 2.9 Vol 6% \| MDD -2.5% Months 15M (7%)	CAGR 0.7% \| Win 55% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 5% \| MDD -12.7% Months 76M (37%)
RSmean only	CAGR 1.4% \| Win 52% Sharpe 0.35 \| Sortino 0.53 \| Calmar 0.1 Vol 4% \| MDD -17.3% Months 184M (91%)	CAGR 9.0% \| Win 74% Sharpe 1.64 \| Sortino 2.87 \| Calmar 3.6 Vol 5% \| MDD -2.5% Months 19M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 2.1% \| Win 50% Sharpe 0.58 \| Sortino 1.04 \| Calmar 0.4 Vol 4% \| MDD -5.3% Months 103M (51%)	CAGR 6.3% \| Win 67% Sharpe 1.27 \| Sortino 2.80 \| Calmar 2.1 Vol 5% \| MDD -3.0% Months 24M (12%)	CAGR 2.9% \| Win 53% Sharpe 0.74 \| Sortino 1.36 \| Calmar 0.5 Vol 4% \| MDD -5.4% Months 127M (63%)
MRmean neg	CAGR -1.0% \| Win 57% Sharpe -0.24 \| Sortino -0.30 \| Calmar -0.1 Vol 4% \| MDD -9.7% Months 40M (20%)	CAGR 2.7% \| Win 53% Sharpe 0.49 \| Sortino 0.75 \| Calmar 0.4 Vol 6% \| MDD -6.7% Months 36M (18%)	CAGR 0.7% \| Win 55% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 5% \| MDD -12.7% Months 76M (37%)
MACD only	CAGR 1.2% \| Win 52% Sharpe 0.34 \| Sortino 0.52 \| Calmar 0.1 Vol 4% \| MDD -12.1% Months 143M (70%)	CAGR 4.1% \| Win 58% Sharpe 0.78 \| Sortino 1.28 \| Calmar 0.6 Vol 5% \| MDD -6.7% Months 60M (30%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 3.0% \| Win 52% Sharpe 0.79 \| Sortino 1.46 \| Calmar 0.6 Vol 4% \| MDD -5.0% Months 120M (59%)	CAGR 0.8% \| Win 57% Sharpe 0.17 \| Sortino 0.53 \| Calmar 0.4 Vol 6% \| MDD -2.3% Months 7M (3%)	CAGR 2.9% \| Win 53% Sharpe 0.74 \| Sortino 1.36 \| Calmar 0.5 Vol 4% \| MDD -5.4% Months 127M (63%)
MRmean neg	CAGR 0.8% \| Win 61% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.2 Vol 4% \| MDD -5.0% Months 36M (18%)	CAGR 0.7% \| Win 50% Sharpe 0.14 \| Sortino 0.21 \| Calmar 0.1 Vol 6% \| MDD -10.7% Months 40M (20%)	CAGR 0.7% \| Win 55% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 5% \| MDD -12.7% Months 76M (37%)
RSI only	CAGR 2.5% \| Win 55% Sharpe 0.67 \| Sortino 1.19 \| Calmar 0.4 Vol 4% \| MDD -6.0% Months 156M (77%)	CAGR 0.7% \| Win 51% Sharpe 0.15 \| Sortino 0.23 \| Calmar 0.1 Vol 6% \| MDD -10.7% Months 47M (23%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 3.3% \| Win 54% Sharpe 0.83 \| Sortino 1.40 \| Calmar 0.9 Vol 4% \| MDD -3.8% Months 80M (39%)	CAGR 2.1% \| Win 51% Sharpe 0.57 \| Sortino 1.29 \| Calmar 0.5 Vol 4% \| MDD -4.0% Months 47M (23%)	CAGR 2.9% \| Win 53% Sharpe 0.74 \| Sortino 1.36 \| Calmar 0.5 Vol 4% \| MDD -5.4% Months 127M (63%)
MRmean neg	CAGR -1.6% \| Win 33% Sharpe -0.42 \| Sortino -0.62 \| Calmar -0.6 Vol 4% \| MDD -2.7% Months 6M (3%)	CAGR 0.9% \| Win 57% Sharpe 0.21 \| Sortino 0.30 \| Calmar 0.1 Vol 5% \| MDD -12.7% Months 70M (34%)	CAGR 0.7% \| Win 55% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.1 Vol 5% \| MDD -12.7% Months 76M (37%)
MACDhist only	CAGR 2.9% \| Win 52% Sharpe 0.75 \| Sortino 1.26 \| Calmar 0.6 Vol 4% \| MDD -5.2% Months 86M (42%)	CAGR 1.4% \| Win 55% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.1 Vol 4% \| MDD -14.1% Months 117M (58%)