VGLT - Vanguard Long-Term Treasury ETF

Signal Pair Analysis

MRmean-SLmean

Best Pair

19.5%

Best CAGR

Total Months

2.2%

Avg CAGR

VGLT 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 VGLT

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MRmean	SLmean	neg-pos	8	4.0	19.5	62.5	1.4	2.3	3.9	13.4	-5.0
pair	SLmean	MRmean	neg-pos	8	4.0	19.5	62.5	1.4	2.3	3.9	13.4	-5.0
pair	SLmean	RSIhist	neg-pos	10	5.0	17.8	70.0	2.0	4.4	8.0	8.4	-2.2
pair	RSIhist	SLmean	neg-pos	10	5.0	17.8	70.0	2.0	4.4	8.0	8.4	-2.2
pair	SLmean	MRmean	pos-neg	16	8.0	14.9	56.2	1.2	2.8	2.1	11.8	-6.9
pair	MRmean	SLmean	pos-neg	16	8.0	14.9	56.2	1.2	2.8	2.1	11.8	-6.9
pair	MRmean	RSIhist	neg-pos	13	6.5	14.1	61.5	1.2	2.4	2.2	11.9	-6.3
pair	RSIhist	MRmean	neg-pos	13	6.5	14.1	61.5	1.2	2.4	2.2	11.9	-6.3
pair	MACDhist	MACD	neg-neg	47	23.4	13.5	55.3	0.9	2.1	0.8	15.0	-17.3
pair	MACD	MACDhist	neg-neg	47	23.4	13.5	55.3	0.9	2.1	0.8	15.0	-17.3
pair	MACD	LWTI	neg-neg	25	12.4	11.8	60.0	0.7	1.9	0.7	17.4	-16.6
pair	LWTI	MACD	neg-neg	25	12.4	11.8	60.0	0.7	1.9	0.7	17.4	-16.6
pair	LWTI	MRmean	neg-neg	35	17.4	10.5	57.1	0.8	1.5	0.6	14.1	-17.6
pair	MRmean	LWTI	neg-neg	35	17.4	10.5	57.1	0.8	1.5	0.6	14.1	-17.6
pair	LWTI	MACDhist	neg-neg	45	22.4	9.5	57.8	0.7	1.4	0.5	13.5	-19.2
pair	MACDhist	LWTI	neg-neg	45	22.4	9.5	57.8	0.7	1.4	0.5	13.5	-19.2
pair	RSI	LWTI	pos-neg	20	10.0	8.8	60.0	0.9	1.9	1.6	9.9	-5.5
pair	LWTI	RSI	pos-neg	20	10.0	8.8	60.0	0.9	1.9	1.6	9.9	-5.5
pair	RSIhist	LWTI	neg-neg	27	13.4	8.8	55.6	0.7	1.2	0.5	14.3	-17.6
pair	LWTI	RSIhist	neg-neg	27	13.4	8.8	55.6	0.7	1.2	0.5	14.3	-17.6
pair	MACDhist	MACD	pos-pos	47	23.4	8.6	55.3	0.7	1.4	0.6	13.6	-14.8
pair	MACD	MACDhist	pos-pos	47	23.4	8.6	55.3	0.7	1.4	0.6	13.6	-14.8
pair	SLmean	MACD	neg-neg	51	25.4	8.5	56.9	0.7	1.2	0.5	13.4	-18.9
pair	MACD	SLmean	neg-neg	51	25.4	8.5	56.9	0.7	1.2	0.5	13.4	-18.9
pair	LWTI	SLmean	neg-neg	29	14.4	8.4	55.2	0.6	1.2	0.5	14.1	-17.6
pair	SLmean	LWTI	neg-neg	29	14.4	8.4	55.2	0.6	1.2	0.5	14.1	-17.6
pair	MACD	MRmean	neg-neg	51	25.4	8.1	56.9	0.6	1.1	0.4	14.0	-22.8
pair	MRmean	MACD	neg-neg	51	25.4	8.1	56.9	0.6	1.1	0.4	14.0	-22.8
pair	RSIhist	MACD	neg-neg	43	21.4	8.1	55.8	0.6	1.1	0.4	14.1	-20.8
pair	MACD	RSIhist	neg-neg	43	21.4	8.1	55.8	0.6	1.1	0.4	14.1	-20.8
pair	MRmean	RSIhist	pos-neg	24	11.9	7.5	45.8	0.7	1.8	1.0	11.7	-7.9
pair	RSIhist	MRmean	pos-neg	24	11.9	7.5	45.8	0.7	1.8	1.0	11.7	-7.9
pair	SLmean	RSIhist	pos-neg	13	6.5	6.9	46.2	0.7	1.9	1.0	10.4	-7.0
pair	RSIhist	SLmean	pos-neg	13	6.5	6.9	46.2	0.7	1.9	1.0	10.4	-7.0
pair	RSmean	LWTI	pos-neg	51	25.4	6.2	54.9	0.5	1.0	0.3	13.4	-19.2
pair	LWTI	RSmean	pos-neg	51	25.4	6.2	54.9	0.5	1.0	0.3	13.4	-19.2
single	LWTI	LWTI	neg-neg	52	25.9	6.2	55.8	0.5	1.0	0.3	13.2	-19.2
pair	MACD	RSI	neg-pos	28	13.9	6.2	50.0	0.5	1.3	0.4	13.6	-14.4
pair	RSI	MACD	neg-pos	28	13.9	6.2	50.0	0.5	1.3	0.4	13.6	-14.4
pair	RSmean	LWTI	neg-neg	1	0.5	6.1	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.5	6.1	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MRmean	neg-neg	15	7.5	5.7	40.0	0.6	1.5	0.5	11.0	-11.7
pair	MRmean	RSmean	neg-neg	15	7.5	5.7	40.0	0.6	1.5	0.5	11.0	-11.7
pair	MACD	RSIhist	pos-pos	60	29.9	5.6	51.7	0.5	1.1	0.5	11.9	-11.8
pair	RSIhist	MACD	pos-pos	60	29.9	5.6	51.7	0.5	1.1	0.5	11.9	-11.8
pair	MRmean	RSI	pos-pos	96	47.8	5.4	51.0	0.5	1.2	0.2	12.4	-24.7
pair	RSI	MRmean	pos-pos	96	47.8	5.4	51.0	0.5	1.2	0.2	12.4	-24.7
pair	MACD	MRmean	pos-pos	79	39.3	5.2	49.4	0.5	1.1	0.3	11.9	-16.7
pair	MRmean	MACD	pos-pos	79	39.3	5.2	49.4	0.5	1.1	0.3	11.9	-16.7
pair	SLmean	MACD	pos-pos	71	35.3	4.9	49.3	0.5	1.0	0.3	11.6	-13.8
pair	MACD	SLmean	pos-pos	71	35.3	4.9	49.3	0.5	1.0	0.3	11.6	-13.8
pair	MACDhist	MRmean	pos-neg	48	23.9	4.8	50.0	0.5	1.1	0.3	11.6	-18.1
pair	MRmean	MACDhist	pos-neg	48	23.9	4.8	50.0	0.5	1.1	0.3	11.6	-18.1
pair	RSI	SLmean	pos-pos	87	43.3	4.7	50.6	0.4	1.0	0.2	12.2	-19.9
pair	MACD	RSmean	pos-neg	66	32.8	4.7	57.6	0.4	0.8	0.2	14.2	-24.5
pair	SLmean	RSI	pos-pos	87	43.3	4.7	50.6	0.4	1.0	0.2	12.2	-19.9
pair	RSmean	MACD	pos-neg	66	32.8	4.7	57.6	0.4	0.8	0.2	14.2	-24.5
pair	RSmean	RSI	pos-pos	111	55.2	4.6	51.4	0.4	0.9	0.2	12.4	-26.8
pair	RSI	RSmean	pos-pos	111	55.2	4.6	51.4	0.4	0.9	0.2	12.4	-26.8
pair	RSI	LWTI	neg-neg	32	15.9	4.6	53.1	0.4	0.8	0.3	15.1	-16.6
pair	LWTI	RSI	neg-neg	32	15.9	4.6	53.1	0.4	0.8	0.3	15.1	-16.6
pair	RSIhist	RSI	pos-pos	76	37.8	4.4	51.3	0.4	0.9	0.2	12.5	-19.2
pair	RSI	RSIhist	pos-pos	76	37.8	4.4	51.3	0.4	0.9	0.2	12.5	-19.2
pair	RSI	MACDhist	pos-pos	53	26.4	4.3	52.8	0.4	0.8	0.2	13.5	-19.0
pair	MACDhist	RSI	pos-pos	53	26.4	4.3	52.8	0.4	0.8	0.2	13.5	-19.0
pair	MACDhist	RSIhist	pos-pos	59	29.4	4.2	52.5	0.4	0.8	0.2	12.6	-21.2
pair	MRmean	RSmean	pos-pos	105	52.2	4.2	50.5	0.4	0.9	0.1	12.4	-32.0
pair	RSmean	MRmean	pos-pos	105	52.2	4.2	50.5	0.4	0.9	0.1	12.4	-32.0
pair	MACDhist	SLmean	pos-neg	46	22.9	4.2	50.0	0.4	0.9	0.3	12.0	-14.9
pair	SLmean	MACDhist	pos-neg	46	22.9	4.2	50.0	0.4	0.9	0.3	12.0	-14.9
single	MACD	MACD	neg-neg	83	41.3	4.2	53.0	0.4	0.7	0.2	13.5	-24.5
pair	RSIhist	MACDhist	pos-pos	59	29.4	4.2	52.5	0.4	0.8	0.2	12.6	-21.2
pair	LWTI	MRmean	pos-pos	94	46.8	4.1	47.9	0.4	0.9	0.2	12.4	-25.6
pair	MRmean	LWTI	pos-pos	94	46.8	4.1	47.9	0.4	0.9	0.2	12.4	-25.6
single	RSI	RSI	pos-pos	124	61.7	4.0	49.2	0.4	0.8	0.1	12.2	-26.8
pair	RSIhist	RSmean	pos-pos	95	47.3	3.8	51.6	0.4	0.8	0.2	12.5	-18.6
pair	MACDhist	RSI	pos-neg	71	35.3	3.8	46.5	0.4	0.8	0.2	11.3	-20.4
pair	RSI	MACDhist	pos-neg	71	35.3	3.8	46.5	0.4	0.8	0.2	11.3	-20.4
pair	RSmean	RSIhist	pos-pos	95	47.3	3.8	51.6	0.4	0.8	0.2	12.5	-18.6
pair	RSmean	MACDhist	pos-neg	102	50.7	3.5	51.0	0.3	0.6	0.1	12.7	-36.5
pair	MACDhist	RSmean	pos-neg	102	50.7	3.5	51.0	0.3	0.6	0.1	12.7	-36.5
pair	RSIhist	LWTI	pos-neg	25	12.4	3.5	56.0	0.3	0.7	0.3	12.2	-11.6
pair	SLmean	LWTI	pos-neg	23	11.4	3.5	56.5	0.3	0.7	0.3	12.2	-10.9
pair	LWTI	RSIhist	pos-neg	25	12.4	3.5	56.0	0.3	0.7	0.3	12.2	-11.6
pair	LWTI	SLmean	pos-neg	23	11.4	3.5	56.5	0.3	0.7	0.3	12.2	-10.9
pair	MACDhist	RSIhist	neg-neg	77	38.3	3.4	48.1	0.3	0.6	0.1	12.7	-34.0
pair	RSIhist	LWTI	pos-pos	75	37.3	3.4	49.3	0.3	0.7	0.2	12.4	-15.2
pair	RSIhist	MACDhist	neg-neg	77	38.3	3.4	48.1	0.3	0.6	0.1	12.7	-34.0
single	RSIhist	RSIhist	pos-pos	100	49.8	3.4	51.0	0.3	0.7	0.2	12.3	-18.9
pair	LWTI	RSIhist	pos-pos	75	37.3	3.4	49.3	0.3	0.7	0.2	12.4	-15.2
pair	MACD	RSI	pos-pos	96	47.8	3.3	49.0	0.3	0.7	0.2	11.9	-20.4
pair	RSI	MACD	pos-pos	96	47.8	3.3	49.0	0.3	0.7	0.2	11.9	-20.4
pair	RSIhist	RSI	pos-neg	48	23.9	3.3	45.8	0.3	0.6	0.2	11.9	-14.5
pair	RSI	RSIhist	pos-neg	48	23.9	3.3	45.8	0.3	0.6	0.2	11.9	-14.5
pair	LWTI	RSI	pos-pos	104	51.7	3.1	47.1	0.3	0.6	0.1	12.7	-26.2
pair	RSI	LWTI	pos-pos	104	51.7	3.1	47.1	0.3	0.6	0.1	12.7	-26.2
single	MRmean	MRmean	pos-pos	111	55.2	3.1	48.6	0.3	0.7	0.1	12.2	-34.6
pair	MACD	RSI	neg-neg	55	27.4	3.1	54.5	0.3	0.5	0.1	13.6	-24.5
pair	RSI	MACD	neg-neg	55	27.4	3.1	54.5	0.3	0.5	0.1	13.6	-24.5
single	MACDhist	MACDhist	neg-neg	118	58.7	3.0	48.3	0.3	0.6	0.1	12.4	-37.1
pair	LWTI	MACDhist	pos-pos	76	37.8	3.0	53.9	0.3	0.6	0.2	12.6	-18.6
pair	MACDhist	LWTI	pos-pos	76	37.8	3.0	53.9	0.3	0.6	0.2	12.6	-18.6
pair	RSmean	SLmean	neg-pos	81	40.3	2.9	56.8	0.3	0.4	0.1	13.1	-37.6
pair	SLmean	RSmean	neg-pos	81	40.3	2.9	56.8	0.3	0.4	0.1	13.1	-37.6
pair	RSI	MRmean	neg-neg	62	30.8	2.7	56.5	0.3	0.4	0.1	13.4	-34.3
single	RSmean	RSmean	pos-pos	180	89.6	2.7	52.2	0.3	0.5	0.1	12.7	-45.3
pair	MRmean	RSI	neg-neg	62	30.8	2.7	56.5	0.3	0.4	0.1	13.4	-34.3
pair	SLmean	RSmean	pos-pos	99	49.3	2.6	48.5	0.3	0.6	0.1	12.5	-28.6
pair	RSmean	SLmean	pos-pos	99	49.3	2.6	48.5	0.3	0.6	0.1	12.5	-28.6
single	SLmean	SLmean	pos-pos	103	51.2	2.5	48.5	0.3	0.6	0.1	12.3	-28.9
pair	MACDhist	SLmean	neg-pos	26	12.9	2.5	65.4	0.3	0.3	0.2	12.3	-12.5
pair	SLmean	MACDhist	neg-pos	26	12.9	2.5	65.4	0.3	0.3	0.2	12.3	-12.5
pair	benchmark___benchmark_		benchmark-benchmark	201	100.0	2.4	50.2	0.2	0.5	0.1	12.4	-45.3
pair		benchmark___benchmark_	benchmark-benchmark	201	100.0	2.4	50.2	0.2	0.5	0.1	12.4	-45.3
pair	SLmean	RSI	neg-pos	37	18.4	2.3	45.9	0.2	0.4	0.2	12.4	-11.8
pair	RSI	SLmean	neg-pos	37	18.4	2.3	45.9	0.2	0.4	0.2	12.4	-11.8
single	SLmean	SLmean	neg-neg	98	48.8	2.3	52.0	0.2	0.4	0.1	12.6	-37.6
pair	RSmean	MACD	neg-neg	17	8.5	2.2	35.3	0.2	0.7	0.2	10.7	-12.4
pair	MACDhist	RSIhist	neg-pos	41	20.4	2.2	48.8	0.2	0.6	0.1	12.0	-16.7
pair	SLmean	RSI	neg-neg	61	30.3	2.2	55.7	0.2	0.3	0.1	12.9	-31.1
pair	MACD	RSmean	neg-neg	17	8.5	2.2	35.3	0.2	0.7	0.2	10.7	-12.4
pair	MACDhist	SLmean	neg-neg	72	35.8	2.2	47.2	0.2	0.4	0.1	12.8	-36.4
pair	RSI	SLmean	neg-neg	61	30.3	2.2	55.7	0.2	0.3	0.1	12.9	-31.1
pair	SLmean	LWTI	pos-pos	80	39.8	2.2	46.2	0.2	0.5	0.1	12.4	-25.3
pair	SLmean	MACDhist	neg-neg	72	35.8	2.2	47.2	0.2	0.4	0.1	12.8	-36.4
pair	RSIhist	MACDhist	neg-pos	41	20.4	2.2	48.8	0.2	0.6	0.1	12.0	-16.7
pair	LWTI	SLmean	pos-pos	80	39.8	2.2	46.2	0.2	0.5	0.1	12.4	-25.3
pair	RSIhist	SLmean	pos-pos	90	44.8	1.9	48.9	0.2	0.5	0.1	12.6	-28.2
pair	MRmean	RSIhist	pos-pos	87	43.3	1.9	49.4	0.2	0.5	0.1	12.4	-29.6
pair	RSIhist	MRmean	pos-pos	87	43.3	1.9	49.4	0.2	0.5	0.1	12.4	-29.6
pair	SLmean	RSIhist	pos-pos	90	44.8	1.9	48.9	0.2	0.5	0.1	12.6	-28.2
pair	RSmean	MACDhist	pos-pos	78	38.8	1.8	53.8	0.2	0.4	0.1	12.8	-25.7
pair	RSI	MACDhist	neg-neg	47	23.4	1.8	51.1	0.2	0.3	0.1	14.1	-29.7
pair	MACDhist	RSI	neg-neg	47	23.4	1.8	51.1	0.2	0.3	0.1	14.1	-29.7
pair	MACDhist	RSmean	pos-pos	78	38.8	1.8	53.8	0.2	0.4	0.1	12.8	-25.7
pair	MACDhist	MRmean	pos-pos	63	31.3	1.8	47.6	0.2	0.5	0.1	12.7	-29.1
pair	MRmean	MACDhist	neg-neg	70	34.8	1.8	47.1	0.2	0.3	0.1	13.1	-32.3
pair	MACDhist	MRmean	neg-neg	70	34.8	1.8	47.1	0.2	0.3	0.1	13.1	-32.3
pair	MRmean	MACDhist	pos-pos	63	31.3	1.8	47.6	0.2	0.5	0.1	12.7	-29.1
single	MACDhist	MACDhist	pos-pos	83	41.3	1.6	53.0	0.2	0.3	0.1	12.5	-25.2
pair	MACD	RSmean	pos-pos	114	56.7	1.6	49.1	0.2	0.3	0.1	11.8	-27.5
pair	RSmean	MACD	pos-pos	114	56.7	1.6	49.1	0.2	0.3	0.1	11.8	-27.5
single	MRmean	MRmean	neg-neg	90	44.8	1.6	52.2	0.2	0.3	0.0	12.8	-36.8
pair	RSIhist	RSmean	pos-neg	85	42.3	1.6	52.9	0.2	0.3	0.0	13.1	-38.7
pair	RSmean	RSIhist	pos-neg	85	42.3	1.6	52.9	0.2	0.3	0.0	13.1	-38.7
pair	LWTI	RSmean	pos-pos	129	64.2	1.4	51.2	0.2	0.3	0.0	12.5	-44.3
pair	RSmean	LWTI	pos-pos	129	64.2	1.4	51.2	0.2	0.3	0.0	12.5	-44.3
single	RSIhist	RSIhist	neg-neg	101	50.2	1.4	49.5	0.2	0.3	0.0	12.6	-38.7
pair	LWTI	MACD	pos-neg	27	13.4	1.3	51.9	0.2	0.4	0.2	7.6	-7.2
pair	MACD	LWTI	pos-neg	27	13.4	1.3	51.9	0.2	0.4	0.2	7.6	-7.2
pair	LWTI	MACD	pos-pos	91	45.3	1.2	47.3	0.1	0.3	0.0	12.6	-29.8
pair	SLmean	MRmean	pos-pos	95	47.3	1.2	47.4	0.2	0.3	0.0	12.2	-36.6
pair	MACDhist	SLmean	pos-pos	57	28.4	1.2	47.4	0.1	0.3	0.0	12.7	-30.2
pair	SLmean	MACDhist	pos-pos	57	28.4	1.2	47.4	0.1	0.3	0.0	12.7	-30.2
pair	MRmean	SLmean	pos-pos	95	47.3	1.2	47.4	0.2	0.3	0.0	12.2	-36.6
pair	MACD	LWTI	pos-pos	91	45.3	1.2	47.3	0.1	0.3	0.0	12.6	-29.8
single	MACD	MACD	pos-pos	118	58.7	1.2	48.3	0.2	0.3	0.0	11.6	-27.5
single	LWTI	LWTI	pos-pos	149	74.1	1.1	48.3	0.1	0.3	0.0	12.2	-43.7
pair	MRmean	MACDhist	neg-pos	20	10.0	1.0	70.0	0.1	0.2	0.1	12.3	-17.5
pair	MACDhist	MRmean	neg-pos	20	10.0	1.0	70.0	0.1	0.2	0.1	12.3	-17.5
pair	MACD	LWTI	neg-pos	58	28.9	1.0	50.0	0.1	0.3	0.1	11.5	-20.9
pair	LWTI	MACD	neg-pos	58	28.9	1.0	50.0	0.1	0.3	0.1	11.5	-20.9
pair	MRmean	RSmean	neg-pos	75	37.3	0.8	54.7	0.1	0.2	0.0	13.2	-36.8
pair	RSmean	MRmean	neg-pos	75	37.3	0.8	54.7	0.1	0.2	0.0	13.2	-36.8
pair	RSmean	RSIhist	neg-neg	16	8.0	0.7	31.2	0.1	0.3	0.1	10.5	-14.2
pair	RSIhist	RSmean	neg-neg	16	8.0	0.7	31.2	0.1	0.3	0.1	10.5	-14.2
pair	SLmean	RSIhist	neg-neg	88	43.8	0.6	50.0	0.1	0.2	0.0	13.0	-39.1
pair	RSIhist	SLmean	neg-neg	88	43.8	0.6	50.0	0.1	0.2	0.0	13.0	-39.1
pair	RSI	RSmean	neg-neg	8	4.0	0.2	37.5	0.1	0.1	0.0	7.6	-4.1
pair	RSmean	RSI	neg-neg	8	4.0	0.2	37.5	0.1	0.1	0.0	7.6	-4.1
pair	RSI	RSIhist	neg-pos	24	11.9	0.2	50.0	0.1	0.1	0.0	11.8	-10.8
pair	RSIhist	RSI	neg-pos	24	11.9	0.2	50.0	0.1	0.1	0.0	11.8	-10.8
pair	SLmean	RSmean	pos-neg	4	2.0	0.2	50.0	0.1	0.1	0.1	9.4	-3.8
pair	RSmean	SLmean	pos-neg	4	2.0	0.2	50.0	0.1	0.1	0.1	9.4	-3.8
pair	RSIhist	MACD	neg-pos	40	19.9	0.1	50.0	0.1	0.2	0.0	12.9	-15.3
pair	MACD	RSIhist	neg-pos	40	19.9	0.1	50.0	0.1	0.2	0.0	12.9	-15.3
pair	MRmean	SLmean	neg-neg	82	40.8	-0.0	51.2	0.1	0.1	-0.0	12.7	-35.4
pair	SLmean	MRmean	neg-neg	82	40.8	-0.0	51.2	0.1	0.1	-0.0	12.7	-35.4
pair	RSmean	MACDhist	neg-neg	16	8.0	-0.0	31.2	0.1	0.1	-0.0	10.6	-15.0
pair	MACDhist	RSmean	neg-neg	16	8.0	-0.0	31.2	0.1	0.1	-0.0	10.6	-15.0
pair	RSI	RSmean	pos-neg	69	34.3	-0.1	53.6	0.1	0.1	-0.0	13.3	-35.8
pair	RSmean	RSI	pos-neg	69	34.3	-0.1	53.6	0.1	0.1	-0.0	13.3	-35.8
single	RSI	RSI	neg-neg	77	38.3	-0.1	51.9	0.1	0.1	-0.0	12.8	-35.8
pair	RSIhist	RSI	neg-neg	53	26.4	-0.2	52.8	0.1	0.1	-0.0	13.4	-32.6
pair	RSI	RSIhist	neg-neg	53	26.4	-0.2	52.8	0.1	0.1	-0.0	13.4	-32.6
pair	SLmean	LWTI	neg-pos	69	34.3	-0.2	50.7	0.0	0.1	-0.0	12.0	-35.8
pair	LWTI	SLmean	neg-pos	69	34.3	-0.2	50.7	0.0	0.1	-0.0	12.0	-35.8
pair	RSIhist	MRmean	neg-neg	77	38.3	-0.4	50.6	0.0	0.1	-0.0	13.0	-35.1
pair	MRmean	RSIhist	neg-neg	77	38.3	-0.4	50.6	0.0	0.1	-0.0	13.0	-35.1
single	RSmean	RSmean	neg-neg	21	10.4	-0.4	33.3	0.0	0.0	-0.0	9.9	-15.7
pair	RSmean	SLmean	neg-neg	17	8.5	-0.6	29.4	-0.0	-0.0	-0.0	10.3	-15.7
pair	SLmean	RSmean	neg-neg	17	8.5	-0.6	29.4	-0.0	-0.0	-0.0	10.3	-15.7
pair	MRmean	RSI	neg-pos	28	13.9	-0.7	42.9	-0.0	-0.0	-0.0	11.7	-17.0
pair	RSI	MRmean	neg-pos	28	13.9	-0.7	42.9	-0.0	-0.0	-0.0	11.7	-17.0
pair	LWTI	RSmean	neg-pos	20	10.0	-0.8	30.0	-0.0	-0.1	-0.1	10.2	-16.1
pair	RSmean	LWTI	neg-pos	20	10.0	-0.8	30.0	-0.0	-0.1	-0.1	10.2	-16.1
pair	RSI	RSmean	neg-pos	13	6.5	-0.8	30.8	-0.0	-0.1	-0.1	11.4	-15.0
pair	RSmean	RSI	neg-pos	13	6.5	-0.8	30.8	-0.0	-0.1	-0.1	11.4	-15.0
pair	LWTI	MACDhist	neg-pos	73	36.3	-0.9	42.5	-0.0	-0.0	-0.0	11.7	-33.6
pair	MACDhist	LWTI	neg-pos	73	36.3	-0.9	42.5	-0.0	-0.0	-0.0	11.7	-33.6
pair	RSIhist	LWTI	neg-pos	74	36.8	-1.1	47.3	-0.0	-0.1	-0.0	12.0	-37.7
pair	LWTI	RSIhist	neg-pos	74	36.8	-1.1	47.3	-0.0	-0.1	-0.0	12.0	-37.7
pair	RSmean	MACDhist	neg-pos	5	2.5	-1.8	40.0	-0.2	-0.3	-0.4	8.2	-4.1
pair	MACDhist	RSmean	neg-pos	5	2.5	-1.8	40.0	-0.2	-0.3	-0.4	8.2	-4.1
pair	MACD	MRmean	pos-neg	32	15.9	-1.9	46.9	-0.1	-0.2	-0.1	12.8	-25.6
pair	MRmean	MACD	pos-neg	32	15.9	-1.9	46.9	-0.1	-0.2	-0.1	12.8	-25.6
pair	LWTI	MRmean	pos-neg	17	8.5	-2.2	52.9	-0.1	-0.3	-0.1	11.2	-16.4
pair	MRmean	LWTI	pos-neg	17	8.5	-2.2	52.9	-0.1	-0.3	-0.1	11.2	-16.4
pair	SLmean	MACD	pos-neg	32	15.9	-2.5	46.9	-0.1	-0.3	-0.1	13.8	-23.9
pair	MACD	SLmean	pos-neg	32	15.9	-2.5	46.9	-0.1	-0.3	-0.1	13.8	-23.9
pair	RSI	MACDhist	neg-pos	30	14.9	-3.0	53.3	-0.2	-0.3	-0.2	10.6	-17.9
pair	MACDhist	RSI	neg-pos	30	14.9	-3.0	53.3	-0.2	-0.3	-0.2	10.6	-17.9
pair	RSIhist	MACD	pos-neg	58	28.9	-3.2	44.8	-0.2	-0.3	-0.1	11.3	-24.9
pair	MACD	RSIhist	pos-neg	58	28.9	-3.2	44.8	-0.2	-0.3	-0.1	11.3	-24.9
pair	LWTI	RSI	neg-pos	45	22.4	-3.3	51.1	-0.2	-0.3	-0.1	10.9	-30.8
pair	RSI	LWTI	neg-pos	45	22.4	-3.3	51.1	-0.2	-0.3	-0.1	10.9	-30.8
pair	MACDhist	MACD	pos-neg	71	35.3	-3.5	43.7	-0.3	-0.4	-0.1	10.1	-29.7
pair	MACD	MACDhist	pos-neg	71	35.3	-3.5	43.7	-0.3	-0.4	-0.1	10.1	-29.7
pair	LWTI	MRmean	neg-pos	55	27.4	-3.7	49.1	-0.3	-0.4	-0.1	11.8	-39.4
pair	MRmean	LWTI	neg-pos	55	27.4	-3.7	49.1	-0.3	-0.4	-0.1	11.8	-39.4
pair	RSmean	RSIhist	neg-pos	5	2.5	-4.0	40.0	-0.4	-1.1	-1.0	8.6	-3.8
pair	RSIhist	RSmean	neg-pos	5	2.5	-4.0	40.0	-0.4	-1.1	-1.0	8.6	-3.8
pair	SLmean	MACD	neg-pos	47	23.4	-4.1	46.8	-0.3	-0.4	-0.2	11.6	-23.1
pair	MACD	SLmean	neg-pos	47	23.4	-4.1	46.8	-0.3	-0.4	-0.2	11.6	-23.1
pair	MACDhist	RSIhist	pos-neg	24	11.9	-4.6	54.2	-0.3	-0.5	-0.3	12.4	-16.8
pair	RSIhist	MACDhist	pos-neg	24	11.9	-4.6	54.2	-0.3	-0.5	-0.3	12.4	-16.8
pair	MACD	MRmean	neg-pos	39	19.4	-6.4	46.2	-0.6	-0.7	-0.3	10.8	-18.8
pair	MRmean	MACD	neg-pos	39	19.4	-6.4	46.2	-0.6	-0.7	-0.3	10.8	-18.8
pair	MACDhist	MACD	neg-pos	36	17.9	-6.9	50.0	-0.6	-0.9	-0.4	10.6	-17.9
pair	MACD	MACDhist	neg-pos	36	17.9	-6.9	50.0	-0.6	-0.9	-0.4	10.6	-17.9
pair	MACD	RSI	pos-neg	22	10.9	-7.7	45.5	-0.7	-0.8	-0.5	10.4	-16.4
pair	RSI	MACD	pos-neg	22	10.9	-7.7	45.5	-0.7	-0.8	-0.5	10.4	-16.4
pair	RSI	SLmean	pos-neg	16	8.0	-8.5	37.5	-0.6	-1.2	-0.7	12.6	-11.8
pair	SLmean	RSI	pos-neg	16	8.0	-8.5	37.5	-0.6	-1.2	-0.7	12.6	-11.8
pair	MRmean	RSI	pos-neg	15	7.5	-10.7	33.3	-1.1	-1.6	-0.6	9.7	-17.1
pair	RSI	MRmean	pos-neg	15	7.5	-10.7	33.3	-1.1	-1.6	-0.6	9.7	-17.1
pair	RSmean	MACD	neg-pos	4	2.0	-10.9	25.0	-2.2	-2.3	-2.6	5.3	-4.3
pair	MACD	RSmean	neg-pos	4	2.0	-10.9	25.0	-2.2	-2.3	-2.6	5.3	-4.3
pair	LWTI	MACDhist	pos-neg	7	3.5	-12.9	42.9	-1.2	-2.2	-1.3	10.6	-9.8
pair	MACDhist	LWTI	pos-neg	7	3.5	-12.9	42.9	-1.2	-2.2	-1.3	10.6	-9.8
pair	MRmean	RSmean	pos-neg	6	3.0	-14.4	16.7	-3.1	-3.5	-1.8	5.0	-7.9
pair	RSmean	MRmean	pos-neg	6	3.0	-14.4	16.7	-3.1	-3.5	-1.8	5.0	-7.9

All Contingency Tables for VGLT

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 1.2% \| Win 47% Sharpe 0.16 \| Sortino 0.35 \| Calmar 0.0 Vol 12% \| MDD -36.6% Months 95M (47%)	CAGR 14.9% \| Win 56% Sharpe 1.24 \| Sortino 2.82 \| Calmar 2.1 Vol 12% \| MDD -6.9% Months 16M (8%)	CAGR 3.1% \| Win 49% Sharpe 0.31 \| Sortino 0.69 \| Calmar 0.1 Vol 12% \| MDD -34.6% Months 111M (55%)
MRmean neg	CAGR 19.5% \| Win 62% Sharpe 1.40 \| Sortino 2.32 \| Calmar 3.9 Vol 13% \| MDD -5.0% Months 8M (4%)	CAGR -0.0% \| Win 51% Sharpe 0.06 \| Sortino 0.10 \| Calmar -0.0 Vol 13% \| MDD -35.4% Months 82M (41%)	CAGR 1.6% \| Win 52% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 90M (45%)
SLmean only	CAGR 2.5% \| Win 48% Sharpe 0.26 \| Sortino 0.58 \| Calmar 0.1 Vol 12% \| MDD -28.9% Months 103M (51%)	CAGR 2.3% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.1 Vol 13% \| MDD -37.6% Months 98M (49%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 4.2% \| Win 50% Sharpe 0.39 \| Sortino 0.88 \| Calmar 0.1 Vol 12% \| MDD -32.0% Months 105M (52%)	CAGR -14.4% \| Win 17% Sharpe -3.08 \| Sortino -3.47 \| Calmar -1.8 Vol 5% \| MDD -7.9% Months 6M (3%)	CAGR 3.1% \| Win 49% Sharpe 0.31 \| Sortino 0.69 \| Calmar 0.1 Vol 12% \| MDD -34.6% Months 111M (55%)
MRmean neg	CAGR 0.8% \| Win 55% Sharpe 0.12 \| Sortino 0.19 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 75M (37%)	CAGR 5.7% \| Win 40% Sharpe 0.56 \| Sortino 1.46 \| Calmar 0.5 Vol 11% \| MDD -11.7% Months 15M (8%)	CAGR 1.6% \| Win 52% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 90M (45%)
RSmean only	CAGR 2.7% \| Win 52% Sharpe 0.28 \| Sortino 0.50 \| Calmar 0.1 Vol 13% \| MDD -45.3% Months 180M (90%)	CAGR -0.4% \| Win 33% Sharpe 0.00 \| Sortino 0.01 \| Calmar -0.0 Vol 10% \| MDD -15.7% Months 21M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 49% Sharpe 0.48 \| Sortino 1.12 \| Calmar 0.3 Vol 12% \| MDD -16.7% Months 79M (39%)	CAGR -1.9% \| Win 47% Sharpe -0.09 \| Sortino -0.19 \| Calmar -0.1 Vol 13% \| MDD -25.6% Months 32M (16%)	CAGR 3.1% \| Win 49% Sharpe 0.31 \| Sortino 0.69 \| Calmar 0.1 Vol 12% \| MDD -34.6% Months 111M (55%)
MRmean neg	CAGR -6.4% \| Win 46% Sharpe -0.56 \| Sortino -0.68 \| Calmar -0.3 Vol 11% \| MDD -18.8% Months 39M (19%)	CAGR 8.1% \| Win 57% Sharpe 0.63 \| Sortino 1.15 \| Calmar 0.4 Vol 14% \| MDD -22.8% Months 51M (25%)	CAGR 1.6% \| Win 52% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 90M (45%)
MACD only	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 12% \| MDD -27.5% Months 118M (59%)	CAGR 4.2% \| Win 53% Sharpe 0.37 \| Sortino 0.72 \| Calmar 0.2 Vol 14% \| MDD -24.5% Months 83M (41%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.4% \| Win 51% Sharpe 0.48 \| Sortino 1.16 \| Calmar 0.2 Vol 12% \| MDD -24.7% Months 96M (48%)	CAGR -10.7% \| Win 33% Sharpe -1.11 \| Sortino -1.59 \| Calmar -0.6 Vol 10% \| MDD -17.1% Months 15M (8%)	CAGR 3.1% \| Win 49% Sharpe 0.31 \| Sortino 0.69 \| Calmar 0.1 Vol 12% \| MDD -34.6% Months 111M (55%)
MRmean neg	CAGR -0.7% \| Win 43% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 12% \| MDD -17.0% Months 28M (14%)	CAGR 2.7% \| Win 56% Sharpe 0.26 \| Sortino 0.41 \| Calmar 0.1 Vol 13% \| MDD -34.3% Months 62M (31%)	CAGR 1.6% \| Win 52% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 90M (45%)
RSI only	CAGR 4.0% \| Win 49% Sharpe 0.38 \| Sortino 0.80 \| Calmar 0.1 Vol 12% \| MDD -26.8% Months 124M (62%)	CAGR -0.1% \| Win 52% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 13% \| MDD -35.8% Months 77M (38%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 1.8% \| Win 48% Sharpe 0.20 \| Sortino 0.45 \| Calmar 0.1 Vol 13% \| MDD -29.1% Months 63M (31%)	CAGR 4.8% \| Win 50% Sharpe 0.46 \| Sortino 1.06 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 48M (24%)	CAGR 3.1% \| Win 49% Sharpe 0.31 \| Sortino 0.69 \| Calmar 0.1 Vol 12% \| MDD -34.6% Months 111M (55%)
MRmean neg	CAGR 1.0% \| Win 70% Sharpe 0.14 \| Sortino 0.17 \| Calmar 0.1 Vol 12% \| MDD -17.5% Months 20M (10%)	CAGR 1.8% \| Win 47% Sharpe 0.20 \| Sortino 0.34 \| Calmar 0.1 Vol 13% \| MDD -32.3% Months 70M (35%)	CAGR 1.6% \| Win 52% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 90M (45%)
MACDhist only	CAGR 1.6% \| Win 53% Sharpe 0.19 \| Sortino 0.35 \| Calmar 0.1 Vol 12% \| MDD -25.2% Months 83M (41%)	CAGR 3.0% \| Win 48% Sharpe 0.30 \| Sortino 0.55 \| Calmar 0.1 Vol 12% \| MDD -37.1% Months 118M (59%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 1.9% \| Win 49% Sharpe 0.21 \| Sortino 0.46 \| Calmar 0.1 Vol 12% \| MDD -29.6% Months 87M (43%)	CAGR 7.5% \| Win 46% Sharpe 0.68 \| Sortino 1.82 \| Calmar 1.0 Vol 12% \| MDD -7.9% Months 24M (12%)	CAGR 3.1% \| Win 49% Sharpe 0.31 \| Sortino 0.69 \| Calmar 0.1 Vol 12% \| MDD -34.6% Months 111M (55%)
MRmean neg	CAGR 14.1% \| Win 62% Sharpe 1.17 \| Sortino 2.42 \| Calmar 2.2 Vol 12% \| MDD -6.3% Months 13M (6%)	CAGR -0.4% \| Win 51% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.0 Vol 13% \| MDD -35.1% Months 77M (38%)	CAGR 1.6% \| Win 52% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 90M (45%)
RSIhist only	CAGR 3.4% \| Win 51% Sharpe 0.33 \| Sortino 0.72 \| Calmar 0.2 Vol 12% \| MDD -18.9% Months 100M (50%)	CAGR 1.4% \| Win 50% Sharpe 0.17 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -38.7% Months 101M (50%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 4.1% \| Win 48% Sharpe 0.38 \| Sortino 0.86 \| Calmar 0.2 Vol 12% \| MDD -25.6% Months 94M (47%)	CAGR -2.2% \| Win 53% Sharpe -0.14 \| Sortino -0.31 \| Calmar -0.1 Vol 11% \| MDD -16.4% Months 17M (8%)	CAGR 3.1% \| Win 49% Sharpe 0.31 \| Sortino 0.69 \| Calmar 0.1 Vol 12% \| MDD -34.6% Months 111M (55%)
MRmean neg	CAGR -3.7% \| Win 49% Sharpe -0.26 \| Sortino -0.36 \| Calmar -0.1 Vol 12% \| MDD -39.4% Months 55M (27%)	CAGR 10.5% \| Win 57% Sharpe 0.78 \| Sortino 1.46 \| Calmar 0.6 Vol 14% \| MDD -17.6% Months 35M (17%)	CAGR 1.6% \| Win 52% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 90M (45%)
LWTI only	CAGR 1.1% \| Win 48% Sharpe 0.15 \| Sortino 0.27 \| Calmar 0.0 Vol 12% \| MDD -43.7% Months 149M (74%)	CAGR 6.2% \| Win 56% Sharpe 0.52 \| Sortino 1.03 \| Calmar 0.3 Vol 13% \| MDD -19.2% Months 52M (26%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 2.6% \| Win 48% Sharpe 0.27 \| Sortino 0.59 \| Calmar 0.1 Vol 12% \| MDD -28.6% Months 99M (49%)	CAGR 0.2% \| Win 50% Sharpe 0.06 \| Sortino 0.11 \| Calmar 0.1 Vol 9% \| MDD -3.8% Months 4M (2%)	CAGR 2.5% \| Win 48% Sharpe 0.26 \| Sortino 0.58 \| Calmar 0.1 Vol 12% \| MDD -28.9% Months 103M (51%)
SLmean neg	CAGR 2.9% \| Win 57% Sharpe 0.28 \| Sortino 0.44 \| Calmar 0.1 Vol 13% \| MDD -37.6% Months 81M (40%)	CAGR -0.6% \| Win 29% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.0 Vol 10% \| MDD -15.7% Months 17M (8%)	CAGR 2.3% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.1 Vol 13% \| MDD -37.6% Months 98M (49%)
RSmean only	CAGR 2.7% \| Win 52% Sharpe 0.28 \| Sortino 0.50 \| Calmar 0.1 Vol 13% \| MDD -45.3% Months 180M (90%)	CAGR -0.4% \| Win 33% Sharpe 0.00 \| Sortino 0.01 \| Calmar -0.0 Vol 10% \| MDD -15.7% Months 21M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 4.9% \| Win 49% Sharpe 0.47 \| Sortino 1.03 \| Calmar 0.4 Vol 12% \| MDD -13.8% Months 71M (35%)	CAGR -2.5% \| Win 47% Sharpe -0.12 \| Sortino -0.28 \| Calmar -0.1 Vol 14% \| MDD -23.9% Months 32M (16%)	CAGR 2.5% \| Win 48% Sharpe 0.26 \| Sortino 0.58 \| Calmar 0.1 Vol 12% \| MDD -28.9% Months 103M (51%)
SLmean neg	CAGR -4.1% \| Win 47% Sharpe -0.30 \| Sortino -0.43 \| Calmar -0.2 Vol 12% \| MDD -23.1% Months 47M (23%)	CAGR 8.5% \| Win 57% Sharpe 0.68 \| Sortino 1.17 \| Calmar 0.5 Vol 13% \| MDD -18.9% Months 51M (25%)	CAGR 2.3% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.1 Vol 13% \| MDD -37.6% Months 98M (49%)
MACD only	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 12% \| MDD -27.5% Months 118M (59%)	CAGR 4.2% \| Win 53% Sharpe 0.37 \| Sortino 0.72 \| Calmar 0.2 Vol 14% \| MDD -24.5% Months 83M (41%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 4.7% \| Win 51% Sharpe 0.43 \| Sortino 1.00 \| Calmar 0.2 Vol 12% \| MDD -19.9% Months 87M (43%)	CAGR -8.5% \| Win 38% Sharpe -0.64 \| Sortino -1.23 \| Calmar -0.7 Vol 13% \| MDD -11.8% Months 16M (8%)	CAGR 2.5% \| Win 48% Sharpe 0.26 \| Sortino 0.58 \| Calmar 0.1 Vol 12% \| MDD -28.9% Months 103M (51%)
SLmean neg	CAGR 2.3% \| Win 46% Sharpe 0.25 \| Sortino 0.44 \| Calmar 0.2 Vol 12% \| MDD -11.8% Months 37M (18%)	CAGR 2.2% \| Win 56% Sharpe 0.23 \| Sortino 0.35 \| Calmar 0.1 Vol 13% \| MDD -31.1% Months 61M (30%)	CAGR 2.3% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.1 Vol 13% \| MDD -37.6% Months 98M (49%)
RSI only	CAGR 4.0% \| Win 49% Sharpe 0.38 \| Sortino 0.80 \| Calmar 0.1 Vol 12% \| MDD -26.8% Months 124M (62%)	CAGR -0.1% \| Win 52% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 13% \| MDD -35.8% Months 77M (38%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 1.2% \| Win 47% Sharpe 0.15 \| Sortino 0.33 \| Calmar 0.0 Vol 13% \| MDD -30.2% Months 57M (28%)	CAGR 4.2% \| Win 50% Sharpe 0.41 \| Sortino 0.92 \| Calmar 0.3 Vol 12% \| MDD -14.9% Months 46M (23%)	CAGR 2.5% \| Win 48% Sharpe 0.26 \| Sortino 0.58 \| Calmar 0.1 Vol 12% \| MDD -28.9% Months 103M (51%)
SLmean neg	CAGR 2.5% \| Win 65% Sharpe 0.26 \| Sortino 0.35 \| Calmar 0.2 Vol 12% \| MDD -12.5% Months 26M (13%)	CAGR 2.2% \| Win 47% Sharpe 0.23 \| Sortino 0.39 \| Calmar 0.1 Vol 13% \| MDD -36.4% Months 72M (36%)	CAGR 2.3% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.1 Vol 13% \| MDD -37.6% Months 98M (49%)
MACDhist only	CAGR 1.6% \| Win 53% Sharpe 0.19 \| Sortino 0.35 \| Calmar 0.1 Vol 12% \| MDD -25.2% Months 83M (41%)	CAGR 3.0% \| Win 48% Sharpe 0.30 \| Sortino 0.55 \| Calmar 0.1 Vol 12% \| MDD -37.1% Months 118M (59%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 1.9% \| Win 49% Sharpe 0.21 \| Sortino 0.47 \| Calmar 0.1 Vol 13% \| MDD -28.2% Months 90M (45%)	CAGR 6.9% \| Win 46% Sharpe 0.69 \| Sortino 1.88 \| Calmar 1.0 Vol 10% \| MDD -7.0% Months 13M (6%)	CAGR 2.5% \| Win 48% Sharpe 0.26 \| Sortino 0.58 \| Calmar 0.1 Vol 12% \| MDD -28.9% Months 103M (51%)
SLmean neg	CAGR 17.8% \| Win 70% Sharpe 2.01 \| Sortino 4.39 \| Calmar 8.0 Vol 8% \| MDD -2.2% Months 10M (5%)	CAGR 0.6% \| Win 50% Sharpe 0.11 \| Sortino 0.18 \| Calmar 0.0 Vol 13% \| MDD -39.1% Months 88M (44%)	CAGR 2.3% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.1 Vol 13% \| MDD -37.6% Months 98M (49%)
RSIhist only	CAGR 3.4% \| Win 51% Sharpe 0.33 \| Sortino 0.72 \| Calmar 0.2 Vol 12% \| MDD -18.9% Months 100M (50%)	CAGR 1.4% \| Win 50% Sharpe 0.17 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -38.7% Months 101M (50%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 2.2% \| Win 46% Sharpe 0.24 \| Sortino 0.53 \| Calmar 0.1 Vol 12% \| MDD -25.3% Months 80M (40%)	CAGR 3.5% \| Win 56% Sharpe 0.34 \| Sortino 0.72 \| Calmar 0.3 Vol 12% \| MDD -10.9% Months 23M (11%)	CAGR 2.5% \| Win 48% Sharpe 0.26 \| Sortino 0.58 \| Calmar 0.1 Vol 12% \| MDD -28.9% Months 103M (51%)
SLmean neg	CAGR -0.2% \| Win 51% Sharpe 0.04 \| Sortino 0.07 \| Calmar -0.0 Vol 12% \| MDD -35.8% Months 69M (34%)	CAGR 8.4% \| Win 55% Sharpe 0.64 \| Sortino 1.20 \| Calmar 0.5 Vol 14% \| MDD -17.6% Months 29M (14%)	CAGR 2.3% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.1 Vol 13% \| MDD -37.6% Months 98M (49%)
LWTI only	CAGR 1.1% \| Win 48% Sharpe 0.15 \| Sortino 0.27 \| Calmar 0.0 Vol 12% \| MDD -43.7% Months 149M (74%)	CAGR 6.2% \| Win 56% Sharpe 0.52 \| Sortino 1.03 \| Calmar 0.3 Vol 13% \| MDD -19.2% Months 52M (26%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 1.6% \| Win 49% Sharpe 0.20 \| Sortino 0.34 \| Calmar 0.1 Vol 12% \| MDD -27.5% Months 114M (57%)	CAGR 4.7% \| Win 58% Sharpe 0.39 \| Sortino 0.78 \| Calmar 0.2 Vol 14% \| MDD -24.5% Months 66M (33%)	CAGR 2.7% \| Win 52% Sharpe 0.28 \| Sortino 0.50 \| Calmar 0.1 Vol 13% \| MDD -45.3% Months 180M (90%)
RSmean neg	CAGR -10.9% \| Win 25% Sharpe -2.17 \| Sortino -2.30 \| Calmar -2.6 Vol 5% \| MDD -4.3% Months 4M (2%)	CAGR 2.2% \| Win 35% Sharpe 0.25 \| Sortino 0.66 \| Calmar 0.2 Vol 11% \| MDD -12.4% Months 17M (8%)	CAGR -0.4% \| Win 33% Sharpe 0.00 \| Sortino 0.01 \| Calmar -0.0 Vol 10% \| MDD -15.7% Months 21M (10%)
MACD only	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 12% \| MDD -27.5% Months 118M (59%)	CAGR 4.2% \| Win 53% Sharpe 0.37 \| Sortino 0.72 \| Calmar 0.2 Vol 14% \| MDD -24.5% Months 83M (41%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 4.6% \| Win 51% Sharpe 0.42 \| Sortino 0.87 \| Calmar 0.2 Vol 12% \| MDD -26.8% Months 111M (55%)	CAGR -0.1% \| Win 54% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 13% \| MDD -35.8% Months 69M (34%)	CAGR 2.7% \| Win 52% Sharpe 0.28 \| Sortino 0.50 \| Calmar 0.1 Vol 13% \| MDD -45.3% Months 180M (90%)
RSmean neg	CAGR -0.8% \| Win 31% Sharpe -0.02 \| Sortino -0.05 \| Calmar -0.1 Vol 11% \| MDD -15.0% Months 13M (6%)	CAGR 0.2% \| Win 38% Sharpe 0.06 \| Sortino 0.11 \| Calmar 0.0 Vol 8% \| MDD -4.1% Months 8M (4%)	CAGR -0.4% \| Win 33% Sharpe 0.00 \| Sortino 0.01 \| Calmar -0.0 Vol 10% \| MDD -15.7% Months 21M (10%)
RSI only	CAGR 4.0% \| Win 49% Sharpe 0.38 \| Sortino 0.80 \| Calmar 0.1 Vol 12% \| MDD -26.8% Months 124M (62%)	CAGR -0.1% \| Win 52% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 13% \| MDD -35.8% Months 77M (38%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 1.8% \| Win 54% Sharpe 0.20 \| Sortino 0.38 \| Calmar 0.1 Vol 13% \| MDD -25.7% Months 78M (39%)	CAGR 3.5% \| Win 51% Sharpe 0.33 \| Sortino 0.59 \| Calmar 0.1 Vol 13% \| MDD -36.5% Months 102M (51%)	CAGR 2.7% \| Win 52% Sharpe 0.28 \| Sortino 0.50 \| Calmar 0.1 Vol 13% \| MDD -45.3% Months 180M (90%)
RSmean neg	CAGR -1.8% \| Win 40% Sharpe -0.19 \| Sortino -0.35 \| Calmar -0.4 Vol 8% \| MDD -4.1% Months 5M (2%)	CAGR -0.0% \| Win 31% Sharpe 0.05 \| Sortino 0.12 \| Calmar -0.0 Vol 11% \| MDD -15.0% Months 16M (8%)	CAGR -0.4% \| Win 33% Sharpe 0.00 \| Sortino 0.01 \| Calmar -0.0 Vol 10% \| MDD -15.7% Months 21M (10%)
MACDhist only	CAGR 1.6% \| Win 53% Sharpe 0.19 \| Sortino 0.35 \| Calmar 0.1 Vol 12% \| MDD -25.2% Months 83M (41%)	CAGR 3.0% \| Win 48% Sharpe 0.30 \| Sortino 0.55 \| Calmar 0.1 Vol 12% \| MDD -37.1% Months 118M (59%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 3.8% \| Win 52% Sharpe 0.36 \| Sortino 0.78 \| Calmar 0.2 Vol 12% \| MDD -18.6% Months 95M (47%)	CAGR 1.6% \| Win 53% Sharpe 0.18 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -38.7% Months 85M (42%)	CAGR 2.7% \| Win 52% Sharpe 0.28 \| Sortino 0.50 \| Calmar 0.1 Vol 13% \| MDD -45.3% Months 180M (90%)
RSmean neg	CAGR -4.0% \| Win 40% Sharpe -0.44 \| Sortino -1.05 \| Calmar -1.0 Vol 9% \| MDD -3.8% Months 5M (2%)	CAGR 0.7% \| Win 31% Sharpe 0.11 \| Sortino 0.27 \| Calmar 0.0 Vol 10% \| MDD -14.2% Months 16M (8%)	CAGR -0.4% \| Win 33% Sharpe 0.00 \| Sortino 0.01 \| Calmar -0.0 Vol 10% \| MDD -15.7% Months 21M (10%)
RSIhist only	CAGR 3.4% \| Win 51% Sharpe 0.33 \| Sortino 0.72 \| Calmar 0.2 Vol 12% \| MDD -18.9% Months 100M (50%)	CAGR 1.4% \| Win 50% Sharpe 0.17 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -38.7% Months 101M (50%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 1.4% \| Win 51% Sharpe 0.17 \| Sortino 0.30 \| Calmar 0.0 Vol 12% \| MDD -44.3% Months 129M (64%)	CAGR 6.2% \| Win 55% Sharpe 0.52 \| Sortino 1.03 \| Calmar 0.3 Vol 13% \| MDD -19.2% Months 51M (25%)	CAGR 2.7% \| Win 52% Sharpe 0.28 \| Sortino 0.50 \| Calmar 0.1 Vol 13% \| MDD -45.3% Months 180M (90%)
RSmean neg	CAGR -0.8% \| Win 30% Sharpe -0.03 \| Sortino -0.07 \| Calmar -0.0 Vol 10% \| MDD -16.1% Months 20M (10%)	CAGR 6.1% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -0.4% \| Win 33% Sharpe 0.00 \| Sortino 0.01 \| Calmar -0.0 Vol 10% \| MDD -15.7% Months 21M (10%)
LWTI only	CAGR 1.1% \| Win 48% Sharpe 0.15 \| Sortino 0.27 \| Calmar 0.0 Vol 12% \| MDD -43.7% Months 149M (74%)	CAGR 6.2% \| Win 56% Sharpe 0.52 \| Sortino 1.03 \| Calmar 0.3 Vol 13% \| MDD -19.2% Months 52M (26%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 3.3% \| Win 49% Sharpe 0.34 \| Sortino 0.66 \| Calmar 0.2 Vol 12% \| MDD -20.4% Months 96M (48%)	CAGR -7.7% \| Win 46% Sharpe -0.72 \| Sortino -0.83 \| Calmar -0.5 Vol 10% \| MDD -16.4% Months 22M (11%)	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 12% \| MDD -27.5% Months 118M (59%)
MACD neg	CAGR 6.2% \| Win 50% Sharpe 0.51 \| Sortino 1.33 \| Calmar 0.4 Vol 14% \| MDD -14.4% Months 28M (14%)	CAGR 3.1% \| Win 55% Sharpe 0.29 \| Sortino 0.52 \| Calmar 0.1 Vol 14% \| MDD -24.5% Months 55M (27%)	CAGR 4.2% \| Win 53% Sharpe 0.37 \| Sortino 0.72 \| Calmar 0.2 Vol 14% \| MDD -24.5% Months 83M (41%)
RSI only	CAGR 4.0% \| Win 49% Sharpe 0.38 \| Sortino 0.80 \| Calmar 0.1 Vol 12% \| MDD -26.8% Months 124M (62%)	CAGR -0.1% \| Win 52% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 13% \| MDD -35.8% Months 77M (38%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 8.6% \| Win 55% Sharpe 0.68 \| Sortino 1.44 \| Calmar 0.6 Vol 14% \| MDD -14.8% Months 47M (23%)	CAGR -3.5% \| Win 44% Sharpe -0.30 \| Sortino -0.44 \| Calmar -0.1 Vol 10% \| MDD -29.7% Months 71M (35%)	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 12% \| MDD -27.5% Months 118M (59%)
MACD neg	CAGR -6.9% \| Win 50% Sharpe -0.62 \| Sortino -0.91 \| Calmar -0.4 Vol 11% \| MDD -17.9% Months 36M (18%)	CAGR 13.5% \| Win 55% Sharpe 0.92 \| Sortino 2.07 \| Calmar 0.8 Vol 15% \| MDD -17.3% Months 47M (23%)	CAGR 4.2% \| Win 53% Sharpe 0.37 \| Sortino 0.72 \| Calmar 0.2 Vol 14% \| MDD -24.5% Months 83M (41%)
MACDhist only	CAGR 1.6% \| Win 53% Sharpe 0.19 \| Sortino 0.35 \| Calmar 0.1 Vol 12% \| MDD -25.2% Months 83M (41%)	CAGR 3.0% \| Win 48% Sharpe 0.30 \| Sortino 0.55 \| Calmar 0.1 Vol 12% \| MDD -37.1% Months 118M (59%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 5.6% \| Win 52% Sharpe 0.52 \| Sortino 1.13 \| Calmar 0.5 Vol 12% \| MDD -11.8% Months 60M (30%)	CAGR -3.2% \| Win 45% Sharpe -0.23 \| Sortino -0.34 \| Calmar -0.1 Vol 11% \| MDD -24.9% Months 58M (29%)	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 12% \| MDD -27.5% Months 118M (59%)
MACD neg	CAGR 0.1% \| Win 50% Sharpe 0.07 \| Sortino 0.16 \| Calmar 0.0 Vol 13% \| MDD -15.3% Months 40M (20%)	CAGR 8.1% \| Win 56% Sharpe 0.62 \| Sortino 1.09 \| Calmar 0.4 Vol 14% \| MDD -20.8% Months 43M (21%)	CAGR 4.2% \| Win 53% Sharpe 0.37 \| Sortino 0.72 \| Calmar 0.2 Vol 14% \| MDD -24.5% Months 83M (41%)
RSIhist only	CAGR 3.4% \| Win 51% Sharpe 0.33 \| Sortino 0.72 \| Calmar 0.2 Vol 12% \| MDD -18.9% Months 100M (50%)	CAGR 1.4% \| Win 50% Sharpe 0.17 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -38.7% Months 101M (50%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 1.2% \| Win 47% Sharpe 0.15 \| Sortino 0.27 \| Calmar 0.0 Vol 13% \| MDD -29.8% Months 91M (45%)	CAGR 1.3% \| Win 52% Sharpe 0.20 \| Sortino 0.36 \| Calmar 0.2 Vol 8% \| MDD -7.2% Months 27M (13%)	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 12% \| MDD -27.5% Months 118M (59%)
MACD neg	CAGR 1.0% \| Win 50% Sharpe 0.14 \| Sortino 0.26 \| Calmar 0.0 Vol 12% \| MDD -20.9% Months 58M (29%)	CAGR 11.8% \| Win 60% Sharpe 0.72 \| Sortino 1.91 \| Calmar 0.7 Vol 17% \| MDD -16.6% Months 25M (12%)	CAGR 4.2% \| Win 53% Sharpe 0.37 \| Sortino 0.72 \| Calmar 0.2 Vol 14% \| MDD -24.5% Months 83M (41%)
LWTI only	CAGR 1.1% \| Win 48% Sharpe 0.15 \| Sortino 0.27 \| Calmar 0.0 Vol 12% \| MDD -43.7% Months 149M (74%)	CAGR 6.2% \| Win 56% Sharpe 0.52 \| Sortino 1.03 \| Calmar 0.3 Vol 13% \| MDD -19.2% Months 52M (26%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 4.3% \| Win 53% Sharpe 0.38 \| Sortino 0.81 \| Calmar 0.2 Vol 14% \| MDD -19.0% Months 53M (26%)	CAGR 3.8% \| Win 46% Sharpe 0.38 \| Sortino 0.81 \| Calmar 0.2 Vol 11% \| MDD -20.4% Months 71M (35%)	CAGR 4.0% \| Win 49% Sharpe 0.38 \| Sortino 0.80 \| Calmar 0.1 Vol 12% \| MDD -26.8% Months 124M (62%)
RSI neg	CAGR -3.0% \| Win 53% Sharpe -0.23 \| Sortino -0.32 \| Calmar -0.2 Vol 11% \| MDD -17.9% Months 30M (15%)	CAGR 1.8% \| Win 51% Sharpe 0.20 \| Sortino 0.33 \| Calmar 0.1 Vol 14% \| MDD -29.7% Months 47M (23%)	CAGR -0.1% \| Win 52% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 13% \| MDD -35.8% Months 77M (38%)
MACDhist only	CAGR 1.6% \| Win 53% Sharpe 0.19 \| Sortino 0.35 \| Calmar 0.1 Vol 12% \| MDD -25.2% Months 83M (41%)	CAGR 3.0% \| Win 48% Sharpe 0.30 \| Sortino 0.55 \| Calmar 0.1 Vol 12% \| MDD -37.1% Months 118M (59%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 4.4% \| Win 51% Sharpe 0.41 \| Sortino 0.95 \| Calmar 0.2 Vol 12% \| MDD -19.2% Months 76M (38%)	CAGR 3.3% \| Win 46% Sharpe 0.33 \| Sortino 0.60 \| Calmar 0.2 Vol 12% \| MDD -14.5% Months 48M (24%)	CAGR 4.0% \| Win 49% Sharpe 0.38 \| Sortino 0.80 \| Calmar 0.1 Vol 12% \| MDD -26.8% Months 124M (62%)
RSI neg	CAGR 0.2% \| Win 50% Sharpe 0.07 \| Sortino 0.13 \| Calmar 0.0 Vol 12% \| MDD -10.8% Months 24M (12%)	CAGR -0.2% \| Win 53% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 13% \| MDD -32.6% Months 53M (26%)	CAGR -0.1% \| Win 52% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 13% \| MDD -35.8% Months 77M (38%)
RSIhist only	CAGR 3.4% \| Win 51% Sharpe 0.33 \| Sortino 0.72 \| Calmar 0.2 Vol 12% \| MDD -18.9% Months 100M (50%)	CAGR 1.4% \| Win 50% Sharpe 0.17 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -38.7% Months 101M (50%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 3.1% \| Win 47% Sharpe 0.30 \| Sortino 0.64 \| Calmar 0.1 Vol 13% \| MDD -26.2% Months 104M (52%)	CAGR 8.8% \| Win 60% Sharpe 0.90 \| Sortino 1.91 \| Calmar 1.6 Vol 10% \| MDD -5.5% Months 20M (10%)	CAGR 4.0% \| Win 49% Sharpe 0.38 \| Sortino 0.80 \| Calmar 0.1 Vol 12% \| MDD -26.8% Months 124M (62%)
RSI neg	CAGR -3.3% \| Win 51% Sharpe -0.25 \| Sortino -0.32 \| Calmar -0.1 Vol 11% \| MDD -30.8% Months 45M (22%)	CAGR 4.6% \| Win 53% Sharpe 0.37 \| Sortino 0.80 \| Calmar 0.3 Vol 15% \| MDD -16.6% Months 32M (16%)	CAGR -0.1% \| Win 52% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 13% \| MDD -35.8% Months 77M (38%)
LWTI only	CAGR 1.1% \| Win 48% Sharpe 0.15 \| Sortino 0.27 \| Calmar 0.0 Vol 12% \| MDD -43.7% Months 149M (74%)	CAGR 6.2% \| Win 56% Sharpe 0.52 \| Sortino 1.03 \| Calmar 0.3 Vol 13% \| MDD -19.2% Months 52M (26%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 4.2% \| Win 52% Sharpe 0.39 \| Sortino 0.82 \| Calmar 0.2 Vol 13% \| MDD -21.2% Months 59M (29%)	CAGR -4.6% \| Win 54% Sharpe -0.32 \| Sortino -0.47 \| Calmar -0.3 Vol 12% \| MDD -16.8% Months 24M (12%)	CAGR 1.6% \| Win 53% Sharpe 0.19 \| Sortino 0.35 \| Calmar 0.1 Vol 12% \| MDD -25.2% Months 83M (41%)
MACDhist neg	CAGR 2.2% \| Win 49% Sharpe 0.24 \| Sortino 0.55 \| Calmar 0.1 Vol 12% \| MDD -16.7% Months 41M (20%)	CAGR 3.4% \| Win 48% Sharpe 0.33 \| Sortino 0.55 \| Calmar 0.1 Vol 13% \| MDD -34.0% Months 77M (38%)	CAGR 3.0% \| Win 48% Sharpe 0.30 \| Sortino 0.55 \| Calmar 0.1 Vol 12% \| MDD -37.1% Months 118M (59%)
RSIhist only	CAGR 3.4% \| Win 51% Sharpe 0.33 \| Sortino 0.72 \| Calmar 0.2 Vol 12% \| MDD -18.9% Months 100M (50%)	CAGR 1.4% \| Win 50% Sharpe 0.17 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -38.7% Months 101M (50%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 3.0% \| Win 54% Sharpe 0.30 \| Sortino 0.55 \| Calmar 0.2 Vol 13% \| MDD -18.6% Months 76M (38%)	CAGR -12.9% \| Win 43% Sharpe -1.25 \| Sortino -2.20 \| Calmar -1.3 Vol 11% \| MDD -9.8% Months 7M (4%)	CAGR 1.6% \| Win 53% Sharpe 0.19 \| Sortino 0.35 \| Calmar 0.1 Vol 12% \| MDD -25.2% Months 83M (41%)
MACDhist neg	CAGR -0.9% \| Win 42% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 12% \| MDD -33.6% Months 73M (36%)	CAGR 9.5% \| Win 58% Sharpe 0.74 \| Sortino 1.45 \| Calmar 0.5 Vol 14% \| MDD -19.2% Months 45M (22%)	CAGR 3.0% \| Win 48% Sharpe 0.30 \| Sortino 0.55 \| Calmar 0.1 Vol 12% \| MDD -37.1% Months 118M (59%)
LWTI only	CAGR 1.1% \| Win 48% Sharpe 0.15 \| Sortino 0.27 \| Calmar 0.0 Vol 12% \| MDD -43.7% Months 149M (74%)	CAGR 6.2% \| Win 56% Sharpe 0.52 \| Sortino 1.03 \| Calmar 0.3 Vol 13% \| MDD -19.2% Months 52M (26%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 3.4% \| Win 49% Sharpe 0.33 \| Sortino 0.71 \| Calmar 0.2 Vol 12% \| MDD -15.2% Months 75M (37%)	CAGR 3.5% \| Win 56% Sharpe 0.34 \| Sortino 0.74 \| Calmar 0.3 Vol 12% \| MDD -11.6% Months 25M (12%)	CAGR 3.4% \| Win 51% Sharpe 0.33 \| Sortino 0.72 \| Calmar 0.2 Vol 12% \| MDD -18.9% Months 100M (50%)
RSIhist neg	CAGR -1.1% \| Win 47% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.0 Vol 12% \| MDD -37.7% Months 74M (37%)	CAGR 8.8% \| Win 56% Sharpe 0.66 \| Sortino 1.21 \| Calmar 0.5 Vol 14% \| MDD -17.6% Months 27M (13%)	CAGR 1.4% \| Win 50% Sharpe 0.17 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -38.7% Months 101M (50%)
LWTI only	CAGR 1.1% \| Win 48% Sharpe 0.15 \| Sortino 0.27 \| Calmar 0.0 Vol 12% \| MDD -43.7% Months 149M (74%)	CAGR 6.2% \| Win 56% Sharpe 0.52 \| Sortino 1.03 \| Calmar 0.3 Vol 13% \| MDD -19.2% Months 52M (26%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 1.2% \| Win 47% Sharpe 0.16 \| Sortino 0.35 \| Calmar 0.0 Vol 12% \| MDD -36.6% Months 95M (47%)	CAGR 14.9% \| Win 56% Sharpe 1.24 \| Sortino 2.82 \| Calmar 2.1 Vol 12% \| MDD -6.9% Months 16M (8%)	CAGR 3.1% \| Win 49% Sharpe 0.31 \| Sortino 0.69 \| Calmar 0.1 Vol 12% \| MDD -34.6% Months 111M (55%)
MRmean neg	CAGR 19.5% \| Win 62% Sharpe 1.40 \| Sortino 2.32 \| Calmar 3.9 Vol 13% \| MDD -5.0% Months 8M (4%)	CAGR -0.0% \| Win 51% Sharpe 0.06 \| Sortino 0.10 \| Calmar -0.0 Vol 13% \| MDD -35.4% Months 82M (41%)	CAGR 1.6% \| Win 52% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 90M (45%)
SLmean only	CAGR 2.5% \| Win 48% Sharpe 0.26 \| Sortino 0.58 \| Calmar 0.1 Vol 12% \| MDD -28.9% Months 103M (51%)	CAGR 2.3% \| Win 52% Sharpe 0.24 \| Sortino 0.39 \| Calmar 0.1 Vol 13% \| MDD -37.6% Months 98M (49%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 4.2% \| Win 50% Sharpe 0.39 \| Sortino 0.88 \| Calmar 0.1 Vol 12% \| MDD -32.0% Months 105M (52%)	CAGR -14.4% \| Win 17% Sharpe -3.08 \| Sortino -3.47 \| Calmar -1.8 Vol 5% \| MDD -7.9% Months 6M (3%)	CAGR 3.1% \| Win 49% Sharpe 0.31 \| Sortino 0.69 \| Calmar 0.1 Vol 12% \| MDD -34.6% Months 111M (55%)
MRmean neg	CAGR 0.8% \| Win 55% Sharpe 0.12 \| Sortino 0.19 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 75M (37%)	CAGR 5.7% \| Win 40% Sharpe 0.56 \| Sortino 1.46 \| Calmar 0.5 Vol 11% \| MDD -11.7% Months 15M (8%)	CAGR 1.6% \| Win 52% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 90M (45%)
RSmean only	CAGR 2.7% \| Win 52% Sharpe 0.28 \| Sortino 0.50 \| Calmar 0.1 Vol 13% \| MDD -45.3% Months 180M (90%)	CAGR -0.4% \| Win 33% Sharpe 0.00 \| Sortino 0.01 \| Calmar -0.0 Vol 10% \| MDD -15.7% Months 21M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 5.2% \| Win 49% Sharpe 0.48 \| Sortino 1.12 \| Calmar 0.3 Vol 12% \| MDD -16.7% Months 79M (39%)	CAGR -1.9% \| Win 47% Sharpe -0.09 \| Sortino -0.19 \| Calmar -0.1 Vol 13% \| MDD -25.6% Months 32M (16%)	CAGR 3.1% \| Win 49% Sharpe 0.31 \| Sortino 0.69 \| Calmar 0.1 Vol 12% \| MDD -34.6% Months 111M (55%)
MRmean neg	CAGR -6.4% \| Win 46% Sharpe -0.56 \| Sortino -0.68 \| Calmar -0.3 Vol 11% \| MDD -18.8% Months 39M (19%)	CAGR 8.1% \| Win 57% Sharpe 0.63 \| Sortino 1.15 \| Calmar 0.4 Vol 14% \| MDD -22.8% Months 51M (25%)	CAGR 1.6% \| Win 52% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 90M (45%)
MACD only	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 12% \| MDD -27.5% Months 118M (59%)	CAGR 4.2% \| Win 53% Sharpe 0.37 \| Sortino 0.72 \| Calmar 0.2 Vol 14% \| MDD -24.5% Months 83M (41%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 5.4% \| Win 51% Sharpe 0.48 \| Sortino 1.16 \| Calmar 0.2 Vol 12% \| MDD -24.7% Months 96M (48%)	CAGR -10.7% \| Win 33% Sharpe -1.11 \| Sortino -1.59 \| Calmar -0.6 Vol 10% \| MDD -17.1% Months 15M (8%)	CAGR 3.1% \| Win 49% Sharpe 0.31 \| Sortino 0.69 \| Calmar 0.1 Vol 12% \| MDD -34.6% Months 111M (55%)
MRmean neg	CAGR -0.7% \| Win 43% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 12% \| MDD -17.0% Months 28M (14%)	CAGR 2.7% \| Win 56% Sharpe 0.26 \| Sortino 0.41 \| Calmar 0.1 Vol 13% \| MDD -34.3% Months 62M (31%)	CAGR 1.6% \| Win 52% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 90M (45%)
RSI only	CAGR 4.0% \| Win 49% Sharpe 0.38 \| Sortino 0.80 \| Calmar 0.1 Vol 12% \| MDD -26.8% Months 124M (62%)	CAGR -0.1% \| Win 52% Sharpe 0.06 \| Sortino 0.09 \| Calmar -0.0 Vol 13% \| MDD -35.8% Months 77M (38%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 1.8% \| Win 48% Sharpe 0.20 \| Sortino 0.45 \| Calmar 0.1 Vol 13% \| MDD -29.1% Months 63M (31%)	CAGR 4.8% \| Win 50% Sharpe 0.46 \| Sortino 1.06 \| Calmar 0.3 Vol 12% \| MDD -18.1% Months 48M (24%)	CAGR 3.1% \| Win 49% Sharpe 0.31 \| Sortino 0.69 \| Calmar 0.1 Vol 12% \| MDD -34.6% Months 111M (55%)
MRmean neg	CAGR 1.0% \| Win 70% Sharpe 0.14 \| Sortino 0.17 \| Calmar 0.1 Vol 12% \| MDD -17.5% Months 20M (10%)	CAGR 1.8% \| Win 47% Sharpe 0.20 \| Sortino 0.34 \| Calmar 0.1 Vol 13% \| MDD -32.3% Months 70M (35%)	CAGR 1.6% \| Win 52% Sharpe 0.19 \| Sortino 0.29 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 90M (45%)
MACDhist only	CAGR 1.6% \| Win 53% Sharpe 0.19 \| Sortino 0.35 \| Calmar 0.1 Vol 12% \| MDD -25.2% Months 83M (41%)	CAGR 3.0% \| Win 48% Sharpe 0.30 \| Sortino 0.55 \| Calmar 0.1 Vol 12% \| MDD -37.1% Months 118M (59%)