VGLT - Vanguard Long-Term Treasury Index Fund ETF

Signal Pair Analysis

MRmean-SLmean

Best Pair

19.5%

Best CAGR

Total Months

2.4%

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	4.1	19.5	62.5	1.4	2.3	3.9	13.4	-5.0
pair	SLmean	MRmean	neg-pos	8	4.1	19.5	62.5	1.4	2.3	3.9	13.4	-5.0
pair	SLmean	RSIhist	neg-pos	10	5.1	17.8	70.0	2.0	4.4	8.0	8.4	-2.2
pair	RSIhist	SLmean	neg-pos	10	5.1	17.8	70.0	2.0	4.4	8.0	8.4	-2.2
pair	SLmean	MRmean	pos-neg	16	8.2	14.9	56.2	1.2	2.8	2.1	11.8	-6.9
pair	MRmean	SLmean	pos-neg	16	8.2	14.9	56.2	1.2	2.8	2.1	11.8	-6.9
pair	MRmean	RSIhist	neg-pos	13	6.7	14.1	61.5	1.2	2.4	2.2	11.9	-6.3
pair	RSIhist	MRmean	neg-pos	13	6.7	14.1	61.5	1.2	2.4	2.2	11.9	-6.3
pair	MACDhist	MACD	neg-neg	46	23.6	12.3	54.3	0.8	1.9	0.7	15.0	-17.3
pair	MACD	MACDhist	neg-neg	46	23.6	12.3	54.3	0.8	1.9	0.7	15.0	-17.3
pair	MACD	LWTI	neg-neg	25	12.8	11.8	60.0	0.7	1.9	0.7	17.4	-16.6
pair	LWTI	MACD	neg-neg	25	12.8	11.8	60.0	0.7	1.9	0.7	17.4	-16.6
pair	LWTI	MRmean	neg-neg	35	17.9	10.5	57.1	0.8	1.5	0.6	14.1	-17.6
pair	MRmean	LWTI	neg-neg	35	17.9	10.5	57.1	0.8	1.5	0.6	14.1	-17.6
pair	LWTI	MACDhist	neg-neg	45	23.1	9.5	57.8	0.7	1.4	0.5	13.5	-19.2
pair	MACDhist	LWTI	neg-neg	45	23.1	9.5	57.8	0.7	1.4	0.5	13.5	-19.2
pair	SLmean	MACD	neg-neg	46	23.6	8.9	54.3	0.7	1.2	0.5	13.6	-18.9
pair	MACD	SLmean	neg-neg	46	23.6	8.9	54.3	0.7	1.2	0.5	13.6	-18.9
pair	RSI	LWTI	pos-neg	20	10.3	8.8	60.0	0.9	1.9	1.6	9.9	-5.5
pair	LWTI	RSI	pos-neg	20	10.3	8.8	60.0	0.9	1.9	1.6	9.9	-5.5
pair	RSIhist	LWTI	neg-neg	27	13.8	8.8	55.6	0.7	1.2	0.5	14.3	-17.6
pair	LWTI	RSIhist	neg-neg	27	13.8	8.8	55.6	0.7	1.2	0.5	14.3	-17.6
pair	MACDhist	MACD	pos-pos	47	24.1	8.6	55.3	0.7	1.4	0.6	13.6	-14.8
pair	MACD	MACDhist	pos-pos	47	24.1	8.6	55.3	0.7	1.4	0.6	13.6	-14.8
pair	RSIhist	MACD	neg-neg	38	19.5	8.4	52.6	0.6	1.1	0.4	14.5	-20.8
pair	MACD	RSIhist	neg-neg	38	19.5	8.4	52.6	0.6	1.1	0.4	14.5	-20.8
pair	RSI	MACD	neg-pos	27	13.8	8.4	51.9	0.7	1.7	0.7	13.5	-11.8
pair	MACD	RSI	neg-pos	27	13.8	8.4	51.9	0.7	1.7	0.7	13.5	-11.8
pair	LWTI	SLmean	neg-neg	29	14.9	8.4	55.2	0.6	1.2	0.5	14.1	-17.6
pair	SLmean	LWTI	neg-neg	29	14.9	8.4	55.2	0.6	1.2	0.5	14.1	-17.6
pair	MACD	MRmean	neg-neg	46	23.6	8.4	54.3	0.6	1.2	0.4	14.2	-22.8
pair	MRmean	MACD	neg-neg	46	23.6	8.4	54.3	0.6	1.2	0.4	14.2	-22.8
pair	MRmean	RSIhist	pos-neg	24	12.3	7.5	45.8	0.7	1.8	1.0	11.7	-7.9
pair	RSIhist	MRmean	pos-neg	24	12.3	7.5	45.8	0.7	1.8	1.0	11.7	-7.9
pair	SLmean	RSIhist	pos-neg	13	6.7	6.9	46.2	0.7	1.9	1.0	10.4	-7.0
pair	RSIhist	SLmean	pos-neg	13	6.7	6.9	46.2	0.7	1.9	1.0	10.4	-7.0
single	LWTI	LWTI	neg-neg	52	26.7	6.2	55.8	0.5	1.0	0.3	13.2	-19.2
pair	LWTI	RSmean	pos-neg	51	26.2	6.2	54.9	0.5	1.0	0.3	13.4	-19.2
pair	RSmean	LWTI	pos-neg	51	26.2	6.2	54.9	0.5	1.0	0.3	13.4	-19.2
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	MRmean	RSI	pos-pos	95	48.7	6.0	51.6	0.5	1.3	0.3	12.4	-21.5
pair	RSI	MRmean	pos-pos	95	48.7	6.0	51.6	0.5	1.3	0.3	12.4	-21.5
pair	RSmean	MRmean	neg-neg	15	7.7	5.7	40.0	0.6	1.5	0.5	11.0	-11.7
pair	MRmean	RSmean	neg-neg	15	7.7	5.7	40.0	0.6	1.5	0.5	11.0	-11.7
pair	MACD	RSIhist	pos-pos	60	30.8	5.6	51.7	0.5	1.1	0.5	11.9	-11.8
pair	RSIhist	MACD	pos-pos	60	30.8	5.6	51.7	0.5	1.1	0.5	11.9	-11.8
pair	MACD	RSmean	pos-neg	60	30.8	5.5	56.7	0.4	0.9	0.2	14.4	-24.6
pair	RSmean	MACD	pos-neg	60	30.8	5.5	56.7	0.4	0.9	0.2	14.4	-24.6
pair	RSI	MACDhist	pos-pos	52	26.7	5.4	53.8	0.5	1.0	0.3	13.4	-15.6
pair	MACDhist	RSI	pos-pos	52	26.7	5.4	53.8	0.5	1.0	0.3	13.4	-15.6
pair	RSI	SLmean	pos-pos	86	44.1	5.3	51.2	0.5	1.1	0.3	12.2	-16.6
pair	SLmean	RSI	pos-pos	86	44.1	5.3	51.2	0.5	1.1	0.3	12.2	-16.6
pair	MACD	MRmean	pos-pos	79	40.5	5.2	49.4	0.5	1.1	0.3	11.9	-16.7
pair	RSIhist	RSI	pos-pos	75	38.5	5.2	52.0	0.5	1.1	0.3	12.5	-15.8
pair	MACDhist	RSIhist	pos-pos	58	29.7	5.2	53.4	0.5	1.0	0.3	12.5	-19.9
pair	RSIhist	MACDhist	pos-pos	58	29.7	5.2	53.4	0.5	1.0	0.3	12.5	-19.9
pair	RSI	RSIhist	pos-pos	75	38.5	5.2	52.0	0.5	1.1	0.3	12.5	-15.8
pair	MRmean	MACD	pos-pos	79	40.5	5.2	49.4	0.5	1.1	0.3	11.9	-16.7
pair	RSmean	RSI	pos-pos	110	56.4	5.1	51.8	0.5	0.9	0.2	12.3	-23.7
pair	RSI	RSmean	pos-pos	110	56.4	5.1	51.8	0.5	0.9	0.2	12.3	-23.7
pair	SLmean	MACD	pos-pos	71	36.4	4.9	49.3	0.5	1.0	0.3	11.6	-13.8
pair	MACD	SLmean	pos-pos	71	36.4	4.9	49.3	0.5	1.0	0.3	11.6	-13.8
single	MACD	MACD	neg-neg	77	39.5	4.8	51.9	0.4	0.8	0.2	13.7	-24.6
pair	MACDhist	MRmean	pos-neg	48	24.6	4.8	50.0	0.5	1.1	0.3	11.6	-18.0
pair	MRmean	MACDhist	pos-neg	48	24.6	4.8	50.0	0.5	1.1	0.3	11.6	-18.0
pair	MRmean	RSmean	pos-pos	104	53.3	4.7	51.0	0.4	1.0	0.2	12.4	-29.2
pair	RSmean	MRmean	pos-pos	104	53.3	4.7	51.0	0.4	1.0	0.2	12.4	-29.2
pair	LWTI	MRmean	pos-pos	93	47.7	4.6	48.4	0.4	1.0	0.2	12.3	-22.5
pair	MRmean	LWTI	pos-pos	93	47.7	4.6	48.4	0.4	1.0	0.2	12.3	-22.5
pair	MACDhist	SLmean	neg-pos	22	11.3	4.6	63.6	0.4	0.5	0.4	12.8	-12.5
pair	SLmean	MACDhist	neg-pos	22	11.3	4.6	63.6	0.4	0.5	0.4	12.8	-12.5
pair	LWTI	RSI	neg-neg	32	16.4	4.6	53.1	0.4	0.8	0.3	15.1	-16.6
pair	RSI	LWTI	neg-neg	32	16.4	4.6	53.1	0.4	0.8	0.3	15.1	-16.6
pair	LWTI	MACDhist	pos-pos	71	36.4	4.5	53.5	0.4	0.8	0.3	12.8	-16.7
pair	MACDhist	LWTI	pos-pos	71	36.4	4.5	53.5	0.4	0.8	0.3	12.8	-16.7
single	RSI	RSI	pos-pos	123	63.1	4.4	49.6	0.4	0.9	0.2	12.2	-23.7
pair	RSIhist	RSmean	pos-pos	94	48.2	4.4	52.1	0.4	0.9	0.2	12.4	-17.3
pair	RSmean	RSIhist	pos-pos	94	48.2	4.4	52.1	0.4	0.9	0.2	12.4	-17.3
pair	MACDhist	SLmean	pos-neg	46	23.6	4.3	50.0	0.4	0.9	0.3	12.0	-14.9
pair	SLmean	MACDhist	pos-neg	46	23.6	4.3	50.0	0.4	0.9	0.3	12.0	-14.9
pair	LWTI	RSIhist	pos-pos	74	37.9	4.1	50.0	0.4	0.8	0.3	12.4	-13.9
pair	RSIhist	LWTI	pos-pos	74	37.9	4.1	50.0	0.4	0.8	0.3	12.4	-13.9
single	RSIhist	RSIhist	pos-pos	99	50.8	3.9	51.5	0.4	0.8	0.2	12.3	-17.6
pair	RSI	MACDhist	pos-neg	71	36.4	3.8	46.5	0.4	0.8	0.2	11.3	-20.4
pair	MACDhist	RSI	pos-neg	71	36.4	3.8	46.5	0.4	0.8	0.2	11.3	-20.4
single	MRmean	MRmean	pos-pos	110	56.4	3.6	49.1	0.3	0.8	0.1	12.2	-31.9
pair	LWTI	RSI	pos-pos	103	52.8	3.6	47.6	0.3	0.7	0.2	12.7	-23.1
pair	RSI	LWTI	pos-pos	103	52.8	3.6	47.6	0.3	0.7	0.2	12.7	-23.1
pair	LWTI	RSIhist	pos-neg	25	12.8	3.5	56.0	0.3	0.7	0.3	12.2	-11.6
pair	SLmean	LWTI	pos-neg	23	11.8	3.5	56.5	0.3	0.7	0.3	12.2	-10.9
pair	LWTI	SLmean	pos-neg	23	11.8	3.5	56.5	0.3	0.7	0.3	12.2	-10.9
pair	RSIhist	LWTI	pos-neg	25	12.8	3.5	56.0	0.3	0.7	0.3	12.2	-11.6
pair	MRmean	MACDhist	neg-pos	16	8.2	3.3	68.8	0.3	0.4	0.2	13.0	-17.5
pair	RSI	RSIhist	pos-neg	48	24.6	3.3	45.8	0.3	0.6	0.2	11.9	-14.5
pair	RSIhist	RSI	pos-neg	48	24.6	3.3	45.8	0.3	0.6	0.2	11.9	-14.5
pair	RSI	MACD	pos-pos	96	49.2	3.3	49.0	0.3	0.7	0.2	11.9	-20.4
pair	MACD	RSI	pos-pos	96	49.2	3.3	49.0	0.3	0.7	0.2	11.9	-20.4
pair	MACDhist	MRmean	neg-pos	16	8.2	3.3	68.8	0.3	0.4	0.2	13.0	-17.5
pair	SLmean	RSmean	pos-pos	98	50.3	3.2	49.0	0.3	0.7	0.1	12.4	-25.6
pair	RSmean	SLmean	pos-pos	98	50.3	3.2	49.0	0.3	0.7	0.1	12.4	-25.6
pair	MACDhist	RSmean	pos-pos	73	37.4	3.1	53.4	0.3	0.6	0.1	12.9	-25.7
pair	RSmean	MACDhist	pos-pos	73	37.4	3.1	53.4	0.3	0.6	0.1	12.9	-25.7
single	RSmean	RSmean	pos-pos	174	89.2	3.0	51.7	0.3	0.5	0.1	12.7	-45.3
single	SLmean	SLmean	pos-pos	102	52.3	3.0	49.0	0.3	0.7	0.1	12.3	-25.9
pair	MACD	RSI	neg-neg	50	25.6	2.9	52.0	0.3	0.5	0.1	13.8	-24.6
pair	RSI	MACD	neg-neg	50	25.6	2.9	52.0	0.3	0.5	0.1	13.8	-24.6
pair	MACDhist	RSmean	pos-neg	101	51.8	2.9	50.5	0.3	0.5	0.1	12.7	-36.5
pair	LWTI	SLmean	pos-pos	79	40.5	2.9	46.8	0.3	0.7	0.1	12.4	-22.2
pair	RSmean	MACDhist	pos-neg	101	51.8	2.9	50.5	0.3	0.5	0.1	12.7	-36.5
pair	SLmean	LWTI	pos-pos	79	40.5	2.9	46.8	0.3	0.7	0.1	12.4	-22.2
single	MACDhist	MACDhist	pos-pos	78	40.0	2.8	52.6	0.3	0.5	0.1	12.6	-25.2
pair	SLmean	RSmean	neg-pos	76	39.0	2.7	55.3	0.3	0.4	0.1	13.2	-37.6
pair	RSmean	SLmean	neg-pos	76	39.0	2.7	55.3	0.3	0.4	0.1	13.2	-37.6
pair		benchmark___benchmark_	benchmark-benchmark	195	100.0	2.6	49.7	0.3	0.5	0.1	12.5	-45.3
pair	benchmark___benchmark_		benchmark-benchmark	195	100.0	2.6	49.7	0.3	0.5	0.1	12.5	-45.3
pair	MRmean	MACDhist	pos-pos	62	31.8	2.6	48.4	0.3	0.6	0.1	12.6	-26.2
pair	MACDhist	MRmean	pos-pos	62	31.8	2.6	48.4	0.3	0.6	0.1	12.6	-26.2
pair	MACDhist	RSIhist	neg-neg	76	39.0	2.6	47.4	0.3	0.5	0.1	12.7	-34.0
pair	RSIhist	MACDhist	neg-neg	76	39.0	2.6	47.4	0.3	0.5	0.1	12.7	-34.0
single	MACDhist	MACDhist	neg-neg	117	60.0	2.5	47.9	0.3	0.5	0.1	12.4	-37.1
pair	RSIhist	MRmean	pos-pos	86	44.1	2.5	50.0	0.3	0.6	0.1	12.3	-26.7
pair	MRmean	RSIhist	pos-pos	86	44.1	2.5	50.0	0.3	0.6	0.1	12.3	-26.7
pair	SLmean	RSIhist	pos-pos	89	45.6	2.5	49.4	0.3	0.6	0.1	12.6	-25.2
pair	RSIhist	SLmean	pos-pos	89	45.6	2.5	49.4	0.3	0.6	0.1	12.6	-25.2
pair	RSI	MRmean	neg-neg	57	29.2	2.4	54.4	0.2	0.4	0.1	13.6	-34.3
pair	MRmean	RSI	neg-neg	57	29.2	2.4	54.4	0.2	0.4	0.1	13.6	-34.3
pair	SLmean	RSI	neg-pos	37	19.0	2.3	45.9	0.2	0.4	0.2	12.4	-11.8
pair	RSI	SLmean	neg-pos	37	19.0	2.3	45.9	0.2	0.4	0.2	12.4	-11.8
pair	RSIhist	MACDhist	neg-pos	41	21.0	2.2	48.8	0.2	0.6	0.1	12.0	-16.7
pair	MACD	RSmean	neg-neg	17	8.7	2.2	35.3	0.2	0.7	0.2	10.7	-12.4
pair	RSmean	MACD	neg-neg	17	8.7	2.2	35.3	0.2	0.7	0.2	10.7	-12.4
pair	MACDhist	RSIhist	neg-pos	41	21.0	2.2	48.8	0.2	0.6	0.1	12.0	-16.7
single	SLmean	SLmean	neg-neg	93	47.7	2.1	50.5	0.2	0.4	0.1	12.7	-37.6
pair	MACDhist	SLmean	pos-pos	56	28.7	2.1	48.2	0.2	0.5	0.1	12.7	-27.3
pair	SLmean	MACDhist	pos-pos	56	28.7	2.1	48.2	0.2	0.5	0.1	12.7	-27.3
pair	SLmean	RSI	neg-neg	56	28.7	1.9	53.6	0.2	0.3	0.1	13.0	-31.1
pair	RSI	SLmean	neg-neg	56	28.7	1.9	53.6	0.2	0.3	0.1	13.0	-31.1
pair	MRmean	SLmean	pos-pos	94	48.2	1.8	47.9	0.2	0.5	0.1	12.2	-33.9
pair	SLmean	MRmean	pos-pos	94	48.2	1.8	47.9	0.2	0.5	0.1	12.2	-33.9
pair	MACD	RSmean	pos-pos	114	58.5	1.6	49.1	0.2	0.3	0.1	11.8	-27.5
pair	RSmean	MACD	pos-pos	114	58.5	1.6	49.1	0.2	0.3	0.1	11.8	-27.5
pair	LWTI	MACD	neg-pos	52	26.7	1.6	48.1	0.2	0.3	0.1	11.5	-19.0
pair	MACD	LWTI	neg-pos	52	26.7	1.6	48.1	0.2	0.3	0.1	11.5	-19.0
pair	LWTI	RSmean	pos-pos	123	63.1	1.6	50.4	0.2	0.3	0.0	12.5	-44.2
pair	RSmean	LWTI	pos-pos	123	63.1	1.6	50.4	0.2	0.3	0.0	12.5	-44.2
pair	RSIhist	MACD	neg-pos	39	20.0	1.4	51.3	0.2	0.4	0.1	12.9	-14.0
pair	MACD	RSIhist	neg-pos	39	20.0	1.4	51.3	0.2	0.4	0.1	12.9	-14.0
single	MRmean	MRmean	neg-neg	85	43.6	1.3	50.6	0.2	0.3	0.0	12.9	-36.8
single	LWTI	LWTI	pos-pos	143	73.3	1.3	47.6	0.2	0.3	0.0	12.2	-42.3
pair	RSmean	RSIhist	pos-neg	80	41.0	1.3	51.2	0.2	0.3	0.0	13.2	-38.7
pair	RSIhist	RSmean	pos-neg	80	41.0	1.3	51.2	0.2	0.3	0.0	13.2	-38.7
pair	MACDhist	SLmean	neg-neg	71	36.4	1.3	46.5	0.2	0.3	0.0	12.7	-36.4
pair	SLmean	MACDhist	neg-neg	71	36.4	1.3	46.5	0.2	0.3	0.0	12.7	-36.4
pair	LWTI	MACD	pos-neg	27	13.8	1.3	51.9	0.2	0.4	0.2	7.6	-7.2
pair	MACD	LWTI	pos-neg	27	13.8	1.3	51.9	0.2	0.4	0.2	7.6	-7.2
pair	LWTI	MACD	pos-pos	91	46.7	1.2	47.3	0.1	0.3	0.0	12.6	-29.8
pair	MACD	LWTI	pos-pos	91	46.7	1.2	47.3	0.1	0.3	0.0	12.6	-29.8
single	RSIhist	RSIhist	neg-neg	96	49.2	1.2	47.9	0.2	0.3	0.0	12.7	-38.7
single	MACD	MACD	pos-pos	118	60.5	1.2	48.3	0.2	0.3	0.0	11.6	-27.5
pair	MACDhist	MRmean	neg-neg	69	35.4	0.9	46.4	0.1	0.2	0.0	13.0	-32.3
pair	MRmean	MACDhist	neg-neg	69	35.4	0.9	46.4	0.1	0.2	0.0	13.0	-32.3
pair	RSmean	RSIhist	neg-neg	16	8.2	0.7	31.2	0.1	0.3	0.1	10.5	-14.2
pair	RSIhist	RSmean	neg-neg	16	8.2	0.7	31.2	0.1	0.3	0.1	10.5	-14.2
pair	RSI	MACDhist	neg-neg	46	23.6	0.5	50.0	0.1	0.2	0.0	14.0	-29.7
pair	MACDhist	RSI	neg-neg	46	23.6	0.5	50.0	0.1	0.2	0.0	14.0	-29.7
pair	MRmean	RSmean	neg-pos	70	35.9	0.4	52.9	0.1	0.1	0.0	13.3	-36.8
pair	RSmean	MRmean	neg-pos	70	35.9	0.4	52.9	0.1	0.1	0.0	13.3	-36.8
pair	SLmean	RSIhist	neg-neg	83	42.6	0.4	48.2	0.1	0.1	0.0	13.1	-39.1
pair	RSIhist	SLmean	neg-neg	83	42.6	0.4	48.2	0.1	0.1	0.0	13.1	-39.1
pair	RSI	RSmean	neg-neg	8	4.1	0.2	37.5	0.1	0.1	0.0	7.6	-4.1
pair	RSmean	RSI	neg-neg	8	4.1	0.2	37.5	0.1	0.1	0.0	7.6	-4.1
pair	RSI	RSIhist	neg-pos	24	12.3	0.2	50.0	0.1	0.1	0.0	11.8	-10.8
pair	RSIhist	RSI	neg-pos	24	12.3	0.2	50.0	0.1	0.1	0.0	11.8	-10.8
pair	SLmean	RSmean	pos-neg	4	2.1	0.2	50.0	0.1	0.1	0.1	9.4	-3.8
pair	RSmean	SLmean	pos-neg	4	2.1	0.2	50.0	0.1	0.1	0.1	9.4	-3.8
pair	RSmean	MACDhist	neg-neg	16	8.2	-0.0	31.2	0.1	0.1	-0.0	10.6	-15.0
pair	MACDhist	RSmean	neg-neg	16	8.2	-0.0	31.2	0.1	0.1	-0.0	10.6	-15.0
pair	MRmean	SLmean	neg-neg	77	39.5	-0.4	49.4	0.0	0.1	-0.0	12.8	-35.4
pair	SLmean	MRmean	neg-neg	77	39.5	-0.4	49.4	0.0	0.1	-0.0	12.8	-35.4
pair	MACD	MRmean	pos-neg	31	15.9	-0.4	48.4	0.0	0.1	-0.0	12.8	-22.6
pair	MRmean	MACD	pos-neg	31	15.9	-0.4	48.4	0.0	0.1	-0.0	12.8	-22.6
single	RSmean	RSmean	neg-neg	21	10.8	-0.4	33.3	0.0	0.0	-0.0	9.9	-15.7
single	RSI	RSI	neg-neg	72	36.9	-0.5	50.0	0.0	0.0	-0.0	12.9	-35.8
pair	RSI	RSmean	pos-neg	64	32.8	-0.6	51.6	0.0	0.0	-0.0	13.5	-35.8
pair	RSmean	RSI	pos-neg	64	32.8	-0.6	51.6	0.0	0.0	-0.0	13.5	-35.8
pair	LWTI	SLmean	neg-pos	64	32.8	-0.6	48.4	0.0	0.0	-0.0	12.0	-35.8
pair	SLmean	LWTI	neg-pos	64	32.8	-0.6	48.4	0.0	0.0	-0.0	12.0	-35.8
pair	RSmean	SLmean	neg-neg	17	8.7	-0.6	29.4	-0.0	-0.0	-0.0	10.3	-15.7
pair	SLmean	RSmean	neg-neg	17	8.7	-0.6	29.4	-0.0	-0.0	-0.0	10.3	-15.7
pair	LWTI	RSmean	neg-pos	20	10.3	-0.8	30.0	-0.0	-0.1	-0.1	10.2	-16.1
pair	RSmean	LWTI	neg-pos	20	10.3	-0.8	30.0	-0.0	-0.1	-0.1	10.2	-16.1
pair	RSI	RSIhist	neg-neg	48	24.6	-0.8	50.0	0.0	0.0	-0.0	13.6	-32.6
pair	RSIhist	RSI	neg-neg	48	24.6	-0.8	50.0	0.0	0.0	-0.0	13.6	-32.6
pair	MRmean	RSI	neg-pos	28	14.4	-0.8	42.9	-0.0	-0.0	-0.0	11.7	-17.0
pair	RSI	MRmean	neg-pos	28	14.4	-0.8	42.9	-0.0	-0.0	-0.0	11.7	-17.0
pair	MRmean	RSIhist	neg-neg	72	36.9	-0.8	48.6	0.0	0.0	-0.0	13.1	-35.1
pair	RSIhist	MRmean	neg-neg	72	36.9	-0.8	48.6	0.0	0.0	-0.0	13.1	-35.1
pair	RSI	RSmean	neg-pos	13	6.7	-0.8	30.8	-0.0	-0.1	-0.1	11.4	-15.0
pair	RSmean	RSI	neg-pos	13	6.7	-0.8	30.8	-0.0	-0.1	-0.1	11.4	-15.0
pair	SLmean	MACD	pos-neg	31	15.9	-1.0	48.4	-0.0	-0.0	-0.1	13.8	-20.7
pair	MACD	SLmean	pos-neg	31	15.9	-1.0	48.4	-0.0	-0.0	-0.1	13.8	-20.7
pair	RSIhist	LWTI	neg-pos	69	35.4	-1.6	44.9	-0.1	-0.1	-0.0	12.0	-37.7
pair	LWTI	RSIhist	neg-pos	69	35.4	-1.6	44.9	-0.1	-0.1	-0.0	12.0	-37.7
pair	LWTI	MACDhist	neg-pos	72	36.9	-1.7	41.7	-0.1	-0.2	-0.1	11.6	-33.6
pair	MACDhist	LWTI	neg-pos	72	36.9	-1.7	41.7	-0.1	-0.2	-0.1	11.6	-33.6
pair	RSmean	MACDhist	neg-pos	5	2.6	-1.8	40.0	-0.2	-0.3	-0.4	8.2	-4.1
pair	MACDhist	RSmean	neg-pos	5	2.6	-1.8	40.0	-0.2	-0.3	-0.4	8.2	-4.1
pair	LWTI	MRmean	pos-neg	17	8.7	-2.2	52.9	-0.1	-0.3	-0.1	11.2	-16.4
pair	MRmean	LWTI	pos-neg	17	8.7	-2.2	52.9	-0.1	-0.3	-0.1	11.2	-16.4
pair	RSI	MACDhist	neg-pos	26	13.3	-2.2	50.0	-0.1	-0.2	-0.1	10.9	-17.8
pair	MACDhist	RSI	neg-pos	26	13.3	-2.2	50.0	-0.1	-0.2	-0.1	10.9	-17.8
pair	RSIhist	MACD	pos-neg	58	29.7	-3.2	44.8	-0.2	-0.3	-0.1	11.3	-24.9
pair	MACD	RSIhist	pos-neg	58	29.7	-3.2	44.8	-0.2	-0.3	-0.1	11.3	-24.9
pair	MACDhist	MACD	pos-neg	71	36.4	-3.5	43.7	-0.3	-0.4	-0.1	10.1	-29.7
pair	MACD	MACDhist	pos-neg	71	36.4	-3.5	43.7	-0.3	-0.4	-0.1	10.1	-29.7
pair	MACDhist	RSIhist	pos-neg	20	10.3	-3.9	50.0	-0.2	-0.4	-0.2	13.1	-16.8
pair	RSIhist	MACDhist	pos-neg	20	10.3	-3.9	50.0	-0.2	-0.4	-0.2	13.1	-16.8
pair	RSmean	RSIhist	neg-pos	5	2.6	-4.0	40.0	-0.4	-1.1	-1.0	8.6	-3.8
pair	RSIhist	RSmean	neg-pos	5	2.6	-4.0	40.0	-0.4	-1.1	-1.0	8.6	-3.8
pair	SLmean	MACD	neg-pos	47	24.1	-4.1	46.8	-0.3	-0.4	-0.2	11.6	-23.1
pair	MACD	SLmean	neg-pos	47	24.1	-4.1	46.8	-0.3	-0.4	-0.2	11.6	-23.1
pair	LWTI	RSI	neg-pos	40	20.5	-4.4	47.5	-0.4	-0.5	-0.1	10.9	-30.8
pair	RSI	LWTI	neg-pos	40	20.5	-4.4	47.5	-0.4	-0.5	-0.1	10.9	-30.8
pair	LWTI	MRmean	neg-pos	50	25.6	-4.6	46.0	-0.3	-0.5	-0.1	11.8	-39.4
pair	MRmean	LWTI	neg-pos	50	25.6	-4.6	46.0	-0.3	-0.5	-0.1	11.8	-39.4
pair	MACDhist	MACD	neg-pos	31	15.9	-5.5	48.4	-0.5	-0.7	-0.3	10.8	-17.8
pair	MACD	MACDhist	neg-pos	31	15.9	-5.5	48.4	-0.5	-0.7	-0.3	10.8	-17.8
pair	MACD	MRmean	neg-pos	39	20.0	-6.4	46.2	-0.6	-0.7	-0.3	10.8	-18.8
pair	MRmean	MACD	neg-pos	39	20.0	-6.4	46.2	-0.6	-0.7	-0.3	10.8	-18.8
pair	MACD	RSI	pos-neg	22	11.3	-7.7	45.5	-0.7	-0.8	-0.5	10.4	-16.4
pair	RSI	MACD	pos-neg	22	11.3	-7.7	45.5	-0.7	-0.8	-0.5	10.4	-16.4
pair	RSI	SLmean	pos-neg	16	8.2	-8.5	37.5	-0.6	-1.2	-0.7	12.6	-11.8
pair	SLmean	RSI	pos-neg	16	8.2	-8.5	37.5	-0.6	-1.2	-0.7	12.6	-11.8
pair	MRmean	RSI	pos-neg	15	7.7	-10.7	33.3	-1.1	-1.6	-0.6	9.7	-17.1
pair	RSI	MRmean	pos-neg	15	7.7	-10.7	33.3	-1.1	-1.6	-0.6	9.7	-17.1
pair	RSmean	MACD	neg-pos	4	2.1	-10.9	25.0	-2.2	-2.3	-2.6	5.2	-4.3
pair	MACD	RSmean	neg-pos	4	2.1	-10.9	25.0	-2.2	-2.3	-2.6	5.2	-4.3
pair	LWTI	MACDhist	pos-neg	7	3.6	-12.9	42.9	-1.2	-2.2	-1.3	10.6	-9.8
pair	MACDhist	LWTI	pos-neg	7	3.6	-12.9	42.9	-1.2	-2.2	-1.3	10.6	-9.8
pair	MRmean	RSmean	pos-neg	6	3.1	-14.4	16.7	-3.1	-3.5	-1.8	5.0	-7.9
pair	RSmean	MRmean	pos-neg	6	3.1	-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 1.8% \| Win 48% Sharpe 0.20 \| Sortino 0.45 \| Calmar 0.1 Vol 12% \| MDD -33.9% Months 94M (48%)	CAGR 14.9% \| Win 56% Sharpe 1.24 \| Sortino 2.82 \| Calmar 2.1 Vol 12% \| MDD -6.9% Months 16M (8%)	CAGR 3.6% \| Win 49% Sharpe 0.35 \| Sortino 0.78 \| Calmar 0.1 Vol 12% \| MDD -31.9% Months 110M (56%)
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 -0.4% \| Win 49% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.0 Vol 13% \| MDD -35.4% Months 77M (40%)	CAGR 1.3% \| Win 51% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 85M (44%)
SLmean only	CAGR 3.0% \| Win 49% Sharpe 0.30 \| Sortino 0.67 \| Calmar 0.1 Vol 12% \| MDD -25.9% Months 102M (52%)	CAGR 2.1% \| Win 50% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.1 Vol 13% \| MDD -37.6% Months 93M (48%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 4.7% \| Win 51% Sharpe 0.43 \| Sortino 0.97 \| Calmar 0.2 Vol 12% \| MDD -29.2% Months 104M (53%)	CAGR -14.4% \| Win 17% Sharpe -3.09 \| Sortino -3.47 \| Calmar -1.8 Vol 5% \| MDD -7.9% Months 6M (3%)	CAGR 3.6% \| Win 49% Sharpe 0.35 \| Sortino 0.78 \| Calmar 0.1 Vol 12% \| MDD -31.9% Months 110M (56%)
MRmean neg	CAGR 0.4% \| Win 53% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 70M (36%)	CAGR 5.7% \| Win 40% Sharpe 0.56 \| Sortino 1.46 \| Calmar 0.5 Vol 11% \| MDD -11.7% Months 15M (8%)	CAGR 1.3% \| Win 51% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 85M (44%)
RSmean only	CAGR 3.0% \| Win 52% Sharpe 0.29 \| Sortino 0.53 \| Calmar 0.1 Vol 13% \| MDD -45.3% Months 174M (89%)	CAGR -0.4% \| Win 33% Sharpe 0.00 \| Sortino 0.01 \| Calmar -0.0 Vol 10% \| MDD -15.7% Months 21M (11%)

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 (40%)	CAGR -0.4% \| Win 48% Sharpe 0.03 \| Sortino 0.06 \| Calmar -0.0 Vol 13% \| MDD -22.6% Months 31M (16%)	CAGR 3.6% \| Win 49% Sharpe 0.35 \| Sortino 0.78 \| Calmar 0.1 Vol 12% \| MDD -31.9% Months 110M (56%)
MRmean neg	CAGR -6.4% \| Win 46% Sharpe -0.56 \| Sortino -0.68 \| Calmar -0.3 Vol 11% \| MDD -18.8% Months 39M (20%)	CAGR 8.4% \| Win 54% Sharpe 0.64 \| Sortino 1.19 \| Calmar 0.4 Vol 14% \| MDD -22.8% Months 46M (24%)	CAGR 1.3% \| Win 51% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 85M (44%)
MACD only	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 12% \| MDD -27.5% Months 118M (60%)	CAGR 4.8% \| Win 52% Sharpe 0.41 \| Sortino 0.81 \| Calmar 0.2 Vol 14% \| MDD -24.6% Months 77M (40%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 6.0% \| Win 52% Sharpe 0.53 \| Sortino 1.27 \| Calmar 0.3 Vol 12% \| MDD -21.5% Months 95M (49%)	CAGR -10.7% \| Win 33% Sharpe -1.11 \| Sortino -1.59 \| Calmar -0.6 Vol 10% \| MDD -17.1% Months 15M (8%)	CAGR 3.6% \| Win 49% Sharpe 0.35 \| Sortino 0.78 \| Calmar 0.1 Vol 12% \| MDD -31.9% Months 110M (56%)
MRmean neg	CAGR -0.8% \| Win 43% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 12% \| MDD -17.0% Months 28M (14%)	CAGR 2.4% \| Win 54% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.1 Vol 14% \| MDD -34.3% Months 57M (29%)	CAGR 1.3% \| Win 51% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 85M (44%)
RSI only	CAGR 4.4% \| Win 50% Sharpe 0.41 \| Sortino 0.87 \| Calmar 0.2 Vol 12% \| MDD -23.7% Months 123M (63%)	CAGR -0.5% \| Win 50% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 13% \| MDD -35.8% Months 72M (37%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 2.6% \| Win 48% Sharpe 0.27 \| Sortino 0.59 \| Calmar 0.1 Vol 13% \| MDD -26.2% Months 62M (32%)	CAGR 4.8% \| Win 50% Sharpe 0.46 \| Sortino 1.06 \| Calmar 0.3 Vol 12% \| MDD -18.0% Months 48M (25%)	CAGR 3.6% \| Win 49% Sharpe 0.35 \| Sortino 0.78 \| Calmar 0.1 Vol 12% \| MDD -31.9% Months 110M (56%)
MRmean neg	CAGR 3.3% \| Win 69% Sharpe 0.32 \| Sortino 0.37 \| Calmar 0.2 Vol 13% \| MDD -17.5% Months 16M (8%)	CAGR 0.9% \| Win 46% Sharpe 0.13 \| Sortino 0.22 \| Calmar 0.0 Vol 13% \| MDD -32.3% Months 69M (35%)	CAGR 1.3% \| Win 51% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 85M (44%)
MACDhist only	CAGR 2.8% \| Win 53% Sharpe 0.28 \| Sortino 0.52 \| Calmar 0.1 Vol 13% \| MDD -25.2% Months 78M (40%)	CAGR 2.5% \| Win 48% Sharpe 0.26 \| Sortino 0.47 \| Calmar 0.1 Vol 12% \| MDD -37.1% Months 117M (60%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 2.5% \| Win 50% Sharpe 0.26 \| Sortino 0.56 \| Calmar 0.1 Vol 12% \| MDD -26.7% Months 86M (44%)	CAGR 7.5% \| Win 46% Sharpe 0.68 \| Sortino 1.82 \| Calmar 1.0 Vol 12% \| MDD -7.9% Months 24M (12%)	CAGR 3.6% \| Win 49% Sharpe 0.35 \| Sortino 0.78 \| Calmar 0.1 Vol 12% \| MDD -31.9% Months 110M (56%)
MRmean neg	CAGR 14.1% \| Win 62% Sharpe 1.17 \| Sortino 2.42 \| Calmar 2.2 Vol 12% \| MDD -6.3% Months 13M (7%)	CAGR -0.8% \| Win 49% Sharpe 0.00 \| Sortino 0.01 \| Calmar -0.0 Vol 13% \| MDD -35.1% Months 72M (37%)	CAGR 1.3% \| Win 51% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 85M (44%)
RSIhist only	CAGR 3.9% \| Win 52% Sharpe 0.38 \| Sortino 0.82 \| Calmar 0.2 Vol 12% \| MDD -17.6% Months 99M (51%)	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -38.7% Months 96M (49%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 4.6% \| Win 48% Sharpe 0.43 \| Sortino 0.96 \| Calmar 0.2 Vol 12% \| MDD -22.5% Months 93M (48%)	CAGR -2.2% \| Win 53% Sharpe -0.14 \| Sortino -0.31 \| Calmar -0.1 Vol 11% \| MDD -16.4% Months 17M (9%)	CAGR 3.6% \| Win 49% Sharpe 0.35 \| Sortino 0.78 \| Calmar 0.1 Vol 12% \| MDD -31.9% Months 110M (56%)
MRmean neg	CAGR -4.6% \| Win 46% Sharpe -0.34 \| Sortino -0.47 \| Calmar -0.1 Vol 12% \| MDD -39.4% Months 50M (26%)	CAGR 10.5% \| Win 57% Sharpe 0.78 \| Sortino 1.46 \| Calmar 0.6 Vol 14% \| MDD -17.6% Months 35M (18%)	CAGR 1.3% \| Win 51% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 85M (44%)
LWTI only	CAGR 1.3% \| Win 48% Sharpe 0.17 \| Sortino 0.30 \| Calmar 0.0 Vol 12% \| MDD -42.3% Months 143M (73%)	CAGR 6.2% \| Win 56% Sharpe 0.52 \| Sortino 1.03 \| Calmar 0.3 Vol 13% \| MDD -19.2% Months 52M (27%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 3.2% \| Win 49% Sharpe 0.31 \| Sortino 0.69 \| Calmar 0.1 Vol 12% \| MDD -25.6% Months 98M (50%)	CAGR 0.2% \| Win 50% Sharpe 0.06 \| Sortino 0.11 \| Calmar 0.1 Vol 9% \| MDD -3.8% Months 4M (2%)	CAGR 3.0% \| Win 49% Sharpe 0.30 \| Sortino 0.67 \| Calmar 0.1 Vol 12% \| MDD -25.9% Months 102M (52%)
SLmean neg	CAGR 2.7% \| Win 55% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 13% \| MDD -37.6% Months 76M (39%)	CAGR -0.6% \| Win 29% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.0 Vol 10% \| MDD -15.7% Months 17M (9%)	CAGR 2.1% \| Win 50% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.1 Vol 13% \| MDD -37.6% Months 93M (48%)
RSmean only	CAGR 3.0% \| Win 52% Sharpe 0.29 \| Sortino 0.53 \| Calmar 0.1 Vol 13% \| MDD -45.3% Months 174M (89%)	CAGR -0.4% \| Win 33% Sharpe 0.00 \| Sortino 0.01 \| Calmar -0.0 Vol 10% \| MDD -15.7% Months 21M (11%)

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 (36%)	CAGR -1.0% \| Win 48% Sharpe -0.01 \| Sortino -0.02 \| Calmar -0.0 Vol 14% \| MDD -20.7% Months 31M (16%)	CAGR 3.0% \| Win 49% Sharpe 0.30 \| Sortino 0.67 \| Calmar 0.1 Vol 12% \| MDD -25.9% Months 102M (52%)
SLmean neg	CAGR -4.1% \| Win 47% Sharpe -0.30 \| Sortino -0.43 \| Calmar -0.2 Vol 12% \| MDD -23.1% Months 47M (24%)	CAGR 8.9% \| Win 54% Sharpe 0.69 \| Sortino 1.21 \| Calmar 0.5 Vol 14% \| MDD -18.9% Months 46M (24%)	CAGR 2.1% \| Win 50% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.1 Vol 13% \| MDD -37.6% Months 93M (48%)
MACD only	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 12% \| MDD -27.5% Months 118M (60%)	CAGR 4.8% \| Win 52% Sharpe 0.41 \| Sortino 0.81 \| Calmar 0.2 Vol 14% \| MDD -24.6% Months 77M (40%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 5.3% \| Win 51% Sharpe 0.49 \| Sortino 1.12 \| Calmar 0.3 Vol 12% \| MDD -16.6% Months 86M (44%)	CAGR -8.5% \| Win 38% Sharpe -0.64 \| Sortino -1.23 \| Calmar -0.7 Vol 13% \| MDD -11.8% Months 16M (8%)	CAGR 3.0% \| Win 49% Sharpe 0.30 \| Sortino 0.67 \| Calmar 0.1 Vol 12% \| MDD -25.9% Months 102M (52%)
SLmean neg	CAGR 2.3% \| Win 46% Sharpe 0.25 \| Sortino 0.44 \| Calmar 0.2 Vol 12% \| MDD -11.8% Months 37M (19%)	CAGR 1.9% \| Win 54% Sharpe 0.21 \| Sortino 0.32 \| Calmar 0.1 Vol 13% \| MDD -31.1% Months 56M (29%)	CAGR 2.1% \| Win 50% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.1 Vol 13% \| MDD -37.6% Months 93M (48%)
RSI only	CAGR 4.4% \| Win 50% Sharpe 0.41 \| Sortino 0.87 \| Calmar 0.2 Vol 12% \| MDD -23.7% Months 123M (63%)	CAGR -0.5% \| Win 50% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 13% \| MDD -35.8% Months 72M (37%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 2.1% \| Win 48% Sharpe 0.22 \| Sortino 0.49 \| Calmar 0.1 Vol 13% \| MDD -27.3% Months 56M (29%)	CAGR 4.3% \| Win 50% Sharpe 0.41 \| Sortino 0.92 \| Calmar 0.3 Vol 12% \| MDD -14.9% Months 46M (24%)	CAGR 3.0% \| Win 49% Sharpe 0.30 \| Sortino 0.67 \| Calmar 0.1 Vol 12% \| MDD -25.9% Months 102M (52%)
SLmean neg	CAGR 4.6% \| Win 64% Sharpe 0.41 \| Sortino 0.54 \| Calmar 0.4 Vol 13% \| MDD -12.5% Months 22M (11%)	CAGR 1.3% \| Win 46% Sharpe 0.17 \| Sortino 0.28 \| Calmar 0.0 Vol 13% \| MDD -36.4% Months 71M (36%)	CAGR 2.1% \| Win 50% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.1 Vol 13% \| MDD -37.6% Months 93M (48%)
MACDhist only	CAGR 2.8% \| Win 53% Sharpe 0.28 \| Sortino 0.52 \| Calmar 0.1 Vol 13% \| MDD -25.2% Months 78M (40%)	CAGR 2.5% \| Win 48% Sharpe 0.26 \| Sortino 0.47 \| Calmar 0.1 Vol 12% \| MDD -37.1% Months 117M (60%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 2.5% \| Win 49% Sharpe 0.26 \| Sortino 0.57 \| Calmar 0.1 Vol 13% \| MDD -25.2% Months 89M (46%)	CAGR 6.9% \| Win 46% Sharpe 0.69 \| Sortino 1.88 \| Calmar 1.0 Vol 10% \| MDD -7.0% Months 13M (7%)	CAGR 3.0% \| Win 49% Sharpe 0.30 \| Sortino 0.67 \| Calmar 0.1 Vol 12% \| MDD -25.9% Months 102M (52%)
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 0.4% \| Win 48% Sharpe 0.09 \| Sortino 0.15 \| Calmar 0.0 Vol 13% \| MDD -39.1% Months 83M (43%)	CAGR 2.1% \| Win 50% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.1 Vol 13% \| MDD -37.6% Months 93M (48%)
RSIhist only	CAGR 3.9% \| Win 52% Sharpe 0.38 \| Sortino 0.82 \| Calmar 0.2 Vol 12% \| MDD -17.6% Months 99M (51%)	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -38.7% Months 96M (49%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 2.9% \| Win 47% Sharpe 0.29 \| Sortino 0.65 \| Calmar 0.1 Vol 12% \| MDD -22.2% Months 79M (40%)	CAGR 3.5% \| Win 56% Sharpe 0.34 \| Sortino 0.72 \| Calmar 0.3 Vol 12% \| MDD -10.9% Months 23M (12%)	CAGR 3.0% \| Win 49% Sharpe 0.30 \| Sortino 0.67 \| Calmar 0.1 Vol 12% \| MDD -25.9% Months 102M (52%)
SLmean neg	CAGR -0.6% \| Win 48% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 12% \| MDD -35.8% Months 64M (33%)	CAGR 8.4% \| Win 55% Sharpe 0.64 \| Sortino 1.20 \| Calmar 0.5 Vol 14% \| MDD -17.6% Months 29M (15%)	CAGR 2.1% \| Win 50% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.1 Vol 13% \| MDD -37.6% Months 93M (48%)
LWTI only	CAGR 1.3% \| Win 48% Sharpe 0.17 \| Sortino 0.30 \| Calmar 0.0 Vol 12% \| MDD -42.3% Months 143M (73%)	CAGR 6.2% \| Win 56% Sharpe 0.52 \| Sortino 1.03 \| Calmar 0.3 Vol 13% \| MDD -19.2% Months 52M (27%)

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 (58%)	CAGR 5.5% \| Win 57% Sharpe 0.44 \| Sortino 0.88 \| Calmar 0.2 Vol 14% \| MDD -24.6% Months 60M (31%)	CAGR 3.0% \| Win 52% Sharpe 0.29 \| Sortino 0.53 \| Calmar 0.1 Vol 13% \| MDD -45.3% Months 174M (89%)
RSmean neg	CAGR -10.9% \| Win 25% Sharpe -2.18 \| Sortino -2.31 \| 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 (9%)	CAGR -0.4% \| Win 33% Sharpe 0.00 \| Sortino 0.01 \| Calmar -0.0 Vol 10% \| MDD -15.7% Months 21M (11%)
MACD only	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 12% \| MDD -27.5% Months 118M (60%)	CAGR 4.8% \| Win 52% Sharpe 0.41 \| Sortino 0.81 \| Calmar 0.2 Vol 14% \| MDD -24.6% Months 77M (40%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 5.1% \| Win 52% Sharpe 0.46 \| Sortino 0.95 \| Calmar 0.2 Vol 12% \| MDD -23.7% Months 110M (56%)	CAGR -0.6% \| Win 52% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 14% \| MDD -35.8% Months 64M (33%)	CAGR 3.0% \| Win 52% Sharpe 0.29 \| Sortino 0.53 \| Calmar 0.1 Vol 13% \| MDD -45.3% Months 174M (89%)
RSmean neg	CAGR -0.8% \| Win 31% Sharpe -0.02 \| Sortino -0.05 \| Calmar -0.1 Vol 11% \| MDD -15.0% Months 13M (7%)	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 (11%)
RSI only	CAGR 4.4% \| Win 50% Sharpe 0.41 \| Sortino 0.87 \| Calmar 0.2 Vol 12% \| MDD -23.7% Months 123M (63%)	CAGR -0.5% \| Win 50% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 13% \| MDD -35.8% Months 72M (37%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 3.1% \| Win 53% Sharpe 0.30 \| Sortino 0.56 \| Calmar 0.1 Vol 13% \| MDD -25.7% Months 73M (37%)	CAGR 2.9% \| Win 50% Sharpe 0.29 \| Sortino 0.51 \| Calmar 0.1 Vol 13% \| MDD -36.5% Months 101M (52%)	CAGR 3.0% \| Win 52% Sharpe 0.29 \| Sortino 0.53 \| Calmar 0.1 Vol 13% \| MDD -45.3% Months 174M (89%)
RSmean neg	CAGR -1.8% \| Win 40% Sharpe -0.18 \| Sortino -0.35 \| Calmar -0.4 Vol 8% \| MDD -4.1% Months 5M (3%)	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 (11%)
MACDhist only	CAGR 2.8% \| Win 53% Sharpe 0.28 \| Sortino 0.52 \| Calmar 0.1 Vol 13% \| MDD -25.2% Months 78M (40%)	CAGR 2.5% \| Win 48% Sharpe 0.26 \| Sortino 0.47 \| Calmar 0.1 Vol 12% \| MDD -37.1% Months 117M (60%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 4.4% \| Win 52% Sharpe 0.41 \| Sortino 0.88 \| Calmar 0.3 Vol 12% \| MDD -17.3% Months 94M (48%)	CAGR 1.3% \| Win 51% Sharpe 0.17 \| Sortino 0.27 \| Calmar 0.0 Vol 13% \| MDD -38.7% Months 80M (41%)	CAGR 3.0% \| Win 52% Sharpe 0.29 \| Sortino 0.53 \| Calmar 0.1 Vol 13% \| MDD -45.3% Months 174M (89%)
RSmean neg	CAGR -4.0% \| Win 40% Sharpe -0.44 \| Sortino -1.05 \| Calmar -1.0 Vol 9% \| MDD -3.8% Months 5M (3%)	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 (11%)
RSIhist only	CAGR 3.9% \| Win 52% Sharpe 0.38 \| Sortino 0.82 \| Calmar 0.2 Vol 12% \| MDD -17.6% Months 99M (51%)	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -38.7% Months 96M (49%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 1.6% \| Win 50% Sharpe 0.19 \| Sortino 0.34 \| Calmar 0.0 Vol 12% \| MDD -44.2% Months 123M (63%)	CAGR 6.2% \| Win 55% Sharpe 0.52 \| Sortino 1.03 \| Calmar 0.3 Vol 13% \| MDD -19.2% Months 51M (26%)	CAGR 3.0% \| Win 52% Sharpe 0.29 \| Sortino 0.53 \| Calmar 0.1 Vol 13% \| MDD -45.3% Months 174M (89%)
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 (11%)
LWTI only	CAGR 1.3% \| Win 48% Sharpe 0.17 \| Sortino 0.30 \| Calmar 0.0 Vol 12% \| MDD -42.3% Months 143M (73%)	CAGR 6.2% \| Win 56% Sharpe 0.52 \| Sortino 1.03 \| Calmar 0.3 Vol 13% \| MDD -19.2% Months 52M (27%)

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 (49%)	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 (60%)
MACD neg	CAGR 8.4% \| Win 52% Sharpe 0.66 \| Sortino 1.73 \| Calmar 0.7 Vol 14% \| MDD -11.8% Months 27M (14%)	CAGR 2.9% \| Win 52% Sharpe 0.27 \| Sortino 0.49 \| Calmar 0.1 Vol 14% \| MDD -24.6% Months 50M (26%)	CAGR 4.8% \| Win 52% Sharpe 0.41 \| Sortino 0.81 \| Calmar 0.2 Vol 14% \| MDD -24.6% Months 77M (40%)
RSI only	CAGR 4.4% \| Win 50% Sharpe 0.41 \| Sortino 0.87 \| Calmar 0.2 Vol 12% \| MDD -23.7% Months 123M (63%)	CAGR -0.5% \| Win 50% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 13% \| MDD -35.8% Months 72M (37%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 8.6% \| Win 55% Sharpe 0.68 \| Sortino 1.43 \| Calmar 0.6 Vol 14% \| MDD -14.8% Months 47M (24%)	CAGR -3.5% \| Win 44% Sharpe -0.30 \| Sortino -0.44 \| Calmar -0.1 Vol 10% \| MDD -29.7% Months 71M (36%)	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 12% \| MDD -27.5% Months 118M (60%)
MACD neg	CAGR -5.5% \| Win 48% Sharpe -0.47 \| Sortino -0.69 \| Calmar -0.3 Vol 11% \| MDD -17.8% Months 31M (16%)	CAGR 12.3% \| Win 54% Sharpe 0.85 \| Sortino 1.91 \| Calmar 0.7 Vol 15% \| MDD -17.3% Months 46M (24%)	CAGR 4.8% \| Win 52% Sharpe 0.41 \| Sortino 0.81 \| Calmar 0.2 Vol 14% \| MDD -24.6% Months 77M (40%)
MACDhist only	CAGR 2.8% \| Win 53% Sharpe 0.28 \| Sortino 0.52 \| Calmar 0.1 Vol 13% \| MDD -25.2% Months 78M (40%)	CAGR 2.5% \| Win 48% Sharpe 0.26 \| Sortino 0.47 \| Calmar 0.1 Vol 12% \| MDD -37.1% Months 117M (60%)

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 (31%)	CAGR -3.2% \| Win 45% Sharpe -0.23 \| Sortino -0.34 \| Calmar -0.1 Vol 11% \| MDD -24.9% Months 58M (30%)	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 12% \| MDD -27.5% Months 118M (60%)
MACD neg	CAGR 1.4% \| Win 51% Sharpe 0.17 \| Sortino 0.37 \| Calmar 0.1 Vol 13% \| MDD -14.0% Months 39M (20%)	CAGR 8.4% \| Win 53% Sharpe 0.63 \| Sortino 1.13 \| Calmar 0.4 Vol 14% \| MDD -20.8% Months 38M (20%)	CAGR 4.8% \| Win 52% Sharpe 0.41 \| Sortino 0.81 \| Calmar 0.2 Vol 14% \| MDD -24.6% Months 77M (40%)
RSIhist only	CAGR 3.9% \| Win 52% Sharpe 0.38 \| Sortino 0.82 \| Calmar 0.2 Vol 12% \| MDD -17.6% Months 99M (51%)	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -38.7% Months 96M (49%)

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 (47%)	CAGR 1.3% \| Win 52% Sharpe 0.20 \| Sortino 0.36 \| Calmar 0.2 Vol 8% \| MDD -7.2% Months 27M (14%)	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 12% \| MDD -27.5% Months 118M (60%)
MACD neg	CAGR 1.6% \| Win 48% Sharpe 0.19 \| Sortino 0.34 \| Calmar 0.1 Vol 12% \| MDD -19.0% Months 52M (27%)	CAGR 11.8% \| Win 60% Sharpe 0.72 \| Sortino 1.91 \| Calmar 0.7 Vol 17% \| MDD -16.6% Months 25M (13%)	CAGR 4.8% \| Win 52% Sharpe 0.41 \| Sortino 0.81 \| Calmar 0.2 Vol 14% \| MDD -24.6% Months 77M (40%)
LWTI only	CAGR 1.3% \| Win 48% Sharpe 0.17 \| Sortino 0.30 \| Calmar 0.0 Vol 12% \| MDD -42.3% Months 143M (73%)	CAGR 6.2% \| Win 56% Sharpe 0.52 \| Sortino 1.03 \| Calmar 0.3 Vol 13% \| MDD -19.2% Months 52M (27%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 5.4% \| Win 54% Sharpe 0.45 \| Sortino 0.96 \| Calmar 0.3 Vol 13% \| MDD -15.6% Months 52M (27%)	CAGR 3.8% \| Win 46% Sharpe 0.38 \| Sortino 0.81 \| Calmar 0.2 Vol 11% \| MDD -20.4% Months 71M (36%)	CAGR 4.4% \| Win 50% Sharpe 0.41 \| Sortino 0.87 \| Calmar 0.2 Vol 12% \| MDD -23.7% Months 123M (63%)
RSI neg	CAGR -2.2% \| Win 50% Sharpe -0.15 \| Sortino -0.21 \| Calmar -0.1 Vol 11% \| MDD -17.8% Months 26M (13%)	CAGR 0.5% \| Win 50% Sharpe 0.10 \| Sortino 0.18 \| Calmar 0.0 Vol 14% \| MDD -29.7% Months 46M (24%)	CAGR -0.5% \| Win 50% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 13% \| MDD -35.8% Months 72M (37%)
MACDhist only	CAGR 2.8% \| Win 53% Sharpe 0.28 \| Sortino 0.52 \| Calmar 0.1 Vol 13% \| MDD -25.2% Months 78M (40%)	CAGR 2.5% \| Win 48% Sharpe 0.26 \| Sortino 0.47 \| Calmar 0.1 Vol 12% \| MDD -37.1% Months 117M (60%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 5.2% \| Win 52% Sharpe 0.47 \| Sortino 1.08 \| Calmar 0.3 Vol 12% \| MDD -15.8% Months 75M (38%)	CAGR 3.3% \| Win 46% Sharpe 0.33 \| Sortino 0.60 \| Calmar 0.2 Vol 12% \| MDD -14.5% Months 48M (25%)	CAGR 4.4% \| Win 50% Sharpe 0.41 \| Sortino 0.87 \| Calmar 0.2 Vol 12% \| MDD -23.7% Months 123M (63%)
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 -0.8% \| Win 50% Sharpe 0.01 \| Sortino 0.01 \| Calmar -0.0 Vol 14% \| MDD -32.6% Months 48M (25%)	CAGR -0.5% \| Win 50% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 13% \| MDD -35.8% Months 72M (37%)
RSIhist only	CAGR 3.9% \| Win 52% Sharpe 0.38 \| Sortino 0.82 \| Calmar 0.2 Vol 12% \| MDD -17.6% Months 99M (51%)	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -38.7% Months 96M (49%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 3.6% \| Win 48% Sharpe 0.34 \| Sortino 0.73 \| Calmar 0.2 Vol 13% \| MDD -23.1% Months 103M (53%)	CAGR 8.8% \| Win 60% Sharpe 0.90 \| Sortino 1.91 \| Calmar 1.6 Vol 10% \| MDD -5.5% Months 20M (10%)	CAGR 4.4% \| Win 50% Sharpe 0.41 \| Sortino 0.87 \| Calmar 0.2 Vol 12% \| MDD -23.7% Months 123M (63%)
RSI neg	CAGR -4.4% \| Win 48% Sharpe -0.36 \| Sortino -0.45 \| Calmar -0.1 Vol 11% \| MDD -30.8% Months 40M (20%)	CAGR 4.6% \| Win 53% Sharpe 0.37 \| Sortino 0.80 \| Calmar 0.3 Vol 15% \| MDD -16.6% Months 32M (16%)	CAGR -0.5% \| Win 50% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 13% \| MDD -35.8% Months 72M (37%)
LWTI only	CAGR 1.3% \| Win 48% Sharpe 0.17 \| Sortino 0.30 \| Calmar 0.0 Vol 12% \| MDD -42.3% Months 143M (73%)	CAGR 6.2% \| Win 56% Sharpe 0.52 \| Sortino 1.03 \| Calmar 0.3 Vol 13% \| MDD -19.2% Months 52M (27%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 5.2% \| Win 53% Sharpe 0.47 \| Sortino 0.97 \| Calmar 0.3 Vol 12% \| MDD -19.9% Months 58M (30%)	CAGR -3.9% \| Win 50% Sharpe -0.25 \| Sortino -0.37 \| Calmar -0.2 Vol 13% \| MDD -16.8% Months 20M (10%)	CAGR 2.8% \| Win 53% Sharpe 0.28 \| Sortino 0.52 \| Calmar 0.1 Vol 13% \| MDD -25.2% Months 78M (40%)
MACDhist neg	CAGR 2.2% \| Win 49% Sharpe 0.24 \| Sortino 0.55 \| Calmar 0.1 Vol 12% \| MDD -16.7% Months 41M (21%)	CAGR 2.6% \| Win 47% Sharpe 0.27 \| Sortino 0.45 \| Calmar 0.1 Vol 13% \| MDD -34.0% Months 76M (39%)	CAGR 2.5% \| Win 48% Sharpe 0.26 \| Sortino 0.47 \| Calmar 0.1 Vol 12% \| MDD -37.1% Months 117M (60%)
RSIhist only	CAGR 3.9% \| Win 52% Sharpe 0.38 \| Sortino 0.82 \| Calmar 0.2 Vol 12% \| MDD -17.6% Months 99M (51%)	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -38.7% Months 96M (49%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 4.5% \| Win 54% Sharpe 0.41 \| Sortino 0.75 \| Calmar 0.3 Vol 13% \| MDD -16.7% Months 71M (36%)	CAGR -12.9% \| Win 43% Sharpe -1.25 \| Sortino -2.20 \| Calmar -1.3 Vol 11% \| MDD -9.8% Months 7M (4%)	CAGR 2.8% \| Win 53% Sharpe 0.28 \| Sortino 0.52 \| Calmar 0.1 Vol 13% \| MDD -25.2% Months 78M (40%)
MACDhist neg	CAGR -1.7% \| Win 42% Sharpe -0.09 \| Sortino -0.16 \| Calmar -0.1 Vol 12% \| MDD -33.6% Months 72M (37%)	CAGR 9.5% \| Win 58% Sharpe 0.74 \| Sortino 1.45 \| Calmar 0.5 Vol 14% \| MDD -19.2% Months 45M (23%)	CAGR 2.5% \| Win 48% Sharpe 0.26 \| Sortino 0.47 \| Calmar 0.1 Vol 12% \| MDD -37.1% Months 117M (60%)
LWTI only	CAGR 1.3% \| Win 48% Sharpe 0.17 \| Sortino 0.30 \| Calmar 0.0 Vol 12% \| MDD -42.3% Months 143M (73%)	CAGR 6.2% \| Win 56% Sharpe 0.52 \| Sortino 1.03 \| Calmar 0.3 Vol 13% \| MDD -19.2% Months 52M (27%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 4.1% \| Win 50% Sharpe 0.38 \| Sortino 0.83 \| Calmar 0.3 Vol 12% \| MDD -13.9% Months 74M (38%)	CAGR 3.5% \| Win 56% Sharpe 0.34 \| Sortino 0.74 \| Calmar 0.3 Vol 12% \| MDD -11.6% Months 25M (13%)	CAGR 3.9% \| Win 52% Sharpe 0.38 \| Sortino 0.82 \| Calmar 0.2 Vol 12% \| MDD -17.6% Months 99M (51%)
RSIhist neg	CAGR -1.6% \| Win 45% Sharpe -0.07 \| Sortino -0.11 \| Calmar -0.0 Vol 12% \| MDD -37.7% Months 69M (35%)	CAGR 8.8% \| Win 56% Sharpe 0.66 \| Sortino 1.21 \| Calmar 0.5 Vol 14% \| MDD -17.6% Months 27M (14%)	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -38.7% Months 96M (49%)
LWTI only	CAGR 1.3% \| Win 48% Sharpe 0.17 \| Sortino 0.30 \| Calmar 0.0 Vol 12% \| MDD -42.3% Months 143M (73%)	CAGR 6.2% \| Win 56% Sharpe 0.52 \| Sortino 1.03 \| Calmar 0.3 Vol 13% \| MDD -19.2% Months 52M (27%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 1.8% \| Win 48% Sharpe 0.20 \| Sortino 0.45 \| Calmar 0.1 Vol 12% \| MDD -33.9% Months 94M (48%)	CAGR 14.9% \| Win 56% Sharpe 1.24 \| Sortino 2.82 \| Calmar 2.1 Vol 12% \| MDD -6.9% Months 16M (8%)	CAGR 3.6% \| Win 49% Sharpe 0.35 \| Sortino 0.78 \| Calmar 0.1 Vol 12% \| MDD -31.9% Months 110M (56%)
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 -0.4% \| Win 49% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.0 Vol 13% \| MDD -35.4% Months 77M (40%)	CAGR 1.3% \| Win 51% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 85M (44%)
SLmean only	CAGR 3.0% \| Win 49% Sharpe 0.30 \| Sortino 0.67 \| Calmar 0.1 Vol 12% \| MDD -25.9% Months 102M (52%)	CAGR 2.1% \| Win 50% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.1 Vol 13% \| MDD -37.6% Months 93M (48%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 4.7% \| Win 51% Sharpe 0.43 \| Sortino 0.97 \| Calmar 0.2 Vol 12% \| MDD -29.2% Months 104M (53%)	CAGR -14.4% \| Win 17% Sharpe -3.09 \| Sortino -3.47 \| Calmar -1.8 Vol 5% \| MDD -7.9% Months 6M (3%)	CAGR 3.6% \| Win 49% Sharpe 0.35 \| Sortino 0.78 \| Calmar 0.1 Vol 12% \| MDD -31.9% Months 110M (56%)
MRmean neg	CAGR 0.4% \| Win 53% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 70M (36%)	CAGR 5.7% \| Win 40% Sharpe 0.56 \| Sortino 1.46 \| Calmar 0.5 Vol 11% \| MDD -11.7% Months 15M (8%)	CAGR 1.3% \| Win 51% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 85M (44%)
RSmean only	CAGR 3.0% \| Win 52% Sharpe 0.29 \| Sortino 0.53 \| Calmar 0.1 Vol 13% \| MDD -45.3% Months 174M (89%)	CAGR -0.4% \| Win 33% Sharpe 0.00 \| Sortino 0.01 \| Calmar -0.0 Vol 10% \| MDD -15.7% Months 21M (11%)

	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 (40%)	CAGR -0.4% \| Win 48% Sharpe 0.03 \| Sortino 0.06 \| Calmar -0.0 Vol 13% \| MDD -22.6% Months 31M (16%)	CAGR 3.6% \| Win 49% Sharpe 0.35 \| Sortino 0.78 \| Calmar 0.1 Vol 12% \| MDD -31.9% Months 110M (56%)
MRmean neg	CAGR -6.4% \| Win 46% Sharpe -0.56 \| Sortino -0.68 \| Calmar -0.3 Vol 11% \| MDD -18.8% Months 39M (20%)	CAGR 8.4% \| Win 54% Sharpe 0.64 \| Sortino 1.19 \| Calmar 0.4 Vol 14% \| MDD -22.8% Months 46M (24%)	CAGR 1.3% \| Win 51% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 85M (44%)
MACD only	CAGR 1.2% \| Win 48% Sharpe 0.16 \| Sortino 0.28 \| Calmar 0.0 Vol 12% \| MDD -27.5% Months 118M (60%)	CAGR 4.8% \| Win 52% Sharpe 0.41 \| Sortino 0.81 \| Calmar 0.2 Vol 14% \| MDD -24.6% Months 77M (40%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 6.0% \| Win 52% Sharpe 0.53 \| Sortino 1.27 \| Calmar 0.3 Vol 12% \| MDD -21.5% Months 95M (49%)	CAGR -10.7% \| Win 33% Sharpe -1.11 \| Sortino -1.59 \| Calmar -0.6 Vol 10% \| MDD -17.1% Months 15M (8%)	CAGR 3.6% \| Win 49% Sharpe 0.35 \| Sortino 0.78 \| Calmar 0.1 Vol 12% \| MDD -31.9% Months 110M (56%)
MRmean neg	CAGR -0.8% \| Win 43% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 12% \| MDD -17.0% Months 28M (14%)	CAGR 2.4% \| Win 54% Sharpe 0.24 \| Sortino 0.38 \| Calmar 0.1 Vol 14% \| MDD -34.3% Months 57M (29%)	CAGR 1.3% \| Win 51% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 85M (44%)
RSI only	CAGR 4.4% \| Win 50% Sharpe 0.41 \| Sortino 0.87 \| Calmar 0.2 Vol 12% \| MDD -23.7% Months 123M (63%)	CAGR -0.5% \| Win 50% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 13% \| MDD -35.8% Months 72M (37%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 2.6% \| Win 48% Sharpe 0.27 \| Sortino 0.59 \| Calmar 0.1 Vol 13% \| MDD -26.2% Months 62M (32%)	CAGR 4.8% \| Win 50% Sharpe 0.46 \| Sortino 1.06 \| Calmar 0.3 Vol 12% \| MDD -18.0% Months 48M (25%)	CAGR 3.6% \| Win 49% Sharpe 0.35 \| Sortino 0.78 \| Calmar 0.1 Vol 12% \| MDD -31.9% Months 110M (56%)
MRmean neg	CAGR 3.3% \| Win 69% Sharpe 0.32 \| Sortino 0.37 \| Calmar 0.2 Vol 13% \| MDD -17.5% Months 16M (8%)	CAGR 0.9% \| Win 46% Sharpe 0.13 \| Sortino 0.22 \| Calmar 0.0 Vol 13% \| MDD -32.3% Months 69M (35%)	CAGR 1.3% \| Win 51% Sharpe 0.17 \| Sortino 0.26 \| Calmar 0.0 Vol 13% \| MDD -36.8% Months 85M (44%)
MACDhist only	CAGR 2.8% \| Win 53% Sharpe 0.28 \| Sortino 0.52 \| Calmar 0.1 Vol 13% \| MDD -25.2% Months 78M (40%)	CAGR 2.5% \| Win 48% Sharpe 0.26 \| Sortino 0.47 \| Calmar 0.1 Vol 12% \| MDD -37.1% Months 117M (60%)