VGSH - Vanguard Short-Term Treasury ETF

Signal Pair Analysis

RSI-RSIhist

Best Pair

4.0%

Best CAGR

Total Months

0.9%

Avg CAGR

VGSH 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 VGSH

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSI	RSIhist	neg-pos	6	3.0	4.0	66.7	1.3	5.9	5.3	3.0	-0.7
pair	RSIhist	RSI	neg-pos	6	3.0	4.0	66.7	1.3	5.9	5.3	3.0	-0.7
pair	MACD	MACDhist	neg-pos	8	3.9	3.6	62.5	1.7	5.4	7.4	2.1	-0.5
pair	MACDhist	MACD	neg-pos	8	3.9	3.6	62.5	1.7	5.4	7.4	2.1	-0.5
pair	MACDhist	MRmean	neg-pos	1	0.5	3.6	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	MACDhist	neg-pos	1	0.5	3.6	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	MRmean	neg-pos	8	3.9	3.2	62.5	1.3	2.4	4.2	2.5	-0.7
pair	MRmean	RSIhist	neg-pos	8	3.9	3.2	62.5	1.3	2.4	4.2	2.5	-0.7
pair	MACDhist	RSIhist	pos-pos	72	35.5	3.0	70.8	2.0	5.1	3.5	1.5	-0.9
pair	RSIhist	MACDhist	pos-pos	72	35.5	3.0	70.8	2.0	5.1	3.5	1.5	-0.9
pair	RSIhist	SLmean	neg-pos	17	8.4	3.0	70.6	1.9	13.2	15.0	1.6	-0.2
pair	SLmean	RSIhist	neg-pos	17	8.4	3.0	70.6	1.9	13.2	15.0	1.6	-0.2
pair	LWTI	MACDhist	pos-pos	82	40.4	2.9	72.0	2.0	4.8	4.0	1.4	-0.7
pair	MACDhist	LWTI	pos-pos	82	40.4	2.9	72.0	2.0	4.8	4.0	1.4	-0.7
pair	MACDhist	MRmean	pos-pos	82	40.4	2.8	70.7	1.9	4.7	3.2	1.5	-0.9
pair	MRmean	MACDhist	pos-pos	82	40.4	2.8	70.7	1.9	4.7	3.2	1.5	-0.9
pair	MACDhist	SLmean	pos-pos	75	36.9	2.8	70.7	1.9	4.8	3.3	1.5	-0.9
single	MACDhist	MACDhist	pos-pos	83	40.9	2.8	71.1	1.9	4.7	3.2	1.5	-0.9
pair	MACDhist	RSmean	pos-pos	83	40.9	2.8	71.1	1.9	4.7	3.2	1.5	-0.9
pair	RSmean	MACDhist	pos-pos	83	40.9	2.8	71.1	1.9	4.7	3.2	1.5	-0.9
pair	RSI	MACDhist	pos-pos	80	39.4	2.8	71.2	1.9	4.9	4.0	1.5	-0.7
pair	MACDhist	RSI	pos-pos	80	39.4	2.8	71.2	1.9	4.9	4.0	1.5	-0.7
pair	SLmean	MACDhist	pos-pos	75	36.9	2.8	70.7	1.9	4.8	3.3	1.5	-0.9
pair	MACD	MACDhist	pos-pos	75	36.9	2.7	72.0	1.9	4.6	3.8	1.4	-0.7
pair	MACDhist	MACD	pos-pos	75	36.9	2.7	72.0	1.9	4.6	3.8	1.4	-0.7
pair	MACDhist	SLmean	neg-pos	8	3.9	2.5	75.0	1.7	5.6	5.4	1.4	-0.5
pair	SLmean	MACDhist	neg-pos	8	3.9	2.5	75.0	1.7	5.6	5.4	1.4	-0.5
pair	RSIhist	MACD	neg-pos	27	13.3	2.4	63.0	1.3	3.0	2.7	1.8	-0.9
pair	MACD	RSIhist	neg-pos	27	13.3	2.4	63.0	1.3	3.0	2.7	1.8	-0.9
pair	MACD	RSI	neg-pos	29	14.3	2.2	69.0	1.8	5.5	4.3	1.2	-0.5
pair	RSIhist	RSmean	pos-pos	115	56.7	2.2	65.2	1.6	3.5	2.1	1.4	-1.1
pair	RSIhist	LWTI	pos-neg	9	4.4	2.2	44.4	0.9	2.1	3.0	2.4	-0.7
pair	LWTI	RSIhist	pos-neg	9	4.4	2.2	44.4	0.9	2.1	3.0	2.4	-0.7
pair	MACD	LWTI	neg-pos	32	15.8	2.2	68.8	1.6	2.9	4.3	1.3	-0.5
pair	RSI	MACD	neg-pos	29	14.3	2.2	69.0	1.8	5.5	4.3	1.2	-0.5
pair	RSmean	RSIhist	pos-pos	115	56.7	2.2	65.2	1.6	3.5	2.1	1.4	-1.1
pair	LWTI	MACD	neg-pos	32	15.8	2.2	68.8	1.6	2.9	4.3	1.3	-0.5
pair	RSIhist	LWTI	pos-pos	111	54.7	2.1	66.7	1.6	3.8	2.0	1.3	-1.1
pair	SLmean	LWTI	pos-pos	109	53.7	2.1	67.9	1.6	3.7	2.4	1.3	-0.9
pair	LWTI	SLmean	pos-pos	109	53.7	2.1	67.9	1.6	3.7	2.4	1.3	-0.9
pair	RSIhist	MACD	pos-pos	93	45.8	2.1	65.6	1.6	3.7	1.9	1.3	-1.1
pair	MACD	RSIhist	pos-pos	93	45.8	2.1	65.6	1.6	3.7	1.9	1.3	-1.1
pair	LWTI	RSIhist	pos-pos	111	54.7	2.1	66.7	1.6	3.8	2.0	1.3	-1.1
single	RSIhist	RSIhist	pos-pos	120	59.1	2.1	65.0	1.5	3.4	2.0	1.4	-1.1
pair	MRmean	RSIhist	pos-pos	112	55.2	2.1	65.2	1.6	3.7	1.9	1.3	-1.1
pair	RSIhist	MRmean	pos-pos	112	55.2	2.1	65.2	1.6	3.7	1.9	1.3	-1.1
pair	RSIhist	RSI	pos-pos	114	56.2	2.0	64.9	1.6	3.8	1.9	1.3	-1.1
pair	RSI	RSIhist	pos-pos	114	56.2	2.0	64.9	1.6	3.8	1.9	1.3	-1.1
pair	SLmean	RSIhist	pos-pos	103	50.7	2.0	64.1	1.4	3.0	1.4	1.4	-1.4
pair	RSIhist	SLmean	pos-pos	103	50.7	2.0	64.1	1.4	3.0	1.4	1.4	-1.4
pair	MACD	SLmean	pos-pos	95	46.8	2.0	67.4	1.6	3.5	2.1	1.3	-1.0
pair	SLmean	MACD	pos-pos	95	46.8	2.0	67.4	1.6	3.5	2.1	1.3	-1.0
pair	SLmean	RSI	pos-pos	111	54.7	2.0	66.7	1.6	3.7	2.1	1.3	-1.0
pair	RSI	SLmean	pos-pos	111	54.7	2.0	66.7	1.6	3.7	2.1	1.3	-1.0
pair	MACD	MRmean	pos-neg	21	10.3	2.0	61.9	1.4	3.5	2.3	1.4	-0.9
pair	MRmean	MACD	pos-neg	21	10.3	2.0	61.9	1.4	3.5	2.3	1.4	-0.9
pair	SLmean	MRmean	pos-pos	113	55.7	2.0	66.4	1.5	3.5	2.1	1.3	-1.0
pair	MRmean	SLmean	pos-pos	113	55.7	2.0	66.4	1.5	3.5	2.1	1.3	-1.0
pair	MRmean	LWTI	pos-pos	149	73.4	1.9	67.1	1.5	3.5	2.1	1.2	-0.9
pair	LWTI	MRmean	pos-pos	149	73.4	1.9	67.1	1.5	3.5	2.1	1.2	-0.9
pair	RSmean	SLmean	pos-pos	113	55.7	1.9	65.5	1.4	3.0	1.4	1.3	-1.4
pair	SLmean	RSmean	pos-pos	113	55.7	1.9	65.5	1.4	3.0	1.4	1.3	-1.4
single	SLmean	SLmean	pos-pos	114	56.2	1.9	65.8	1.4	3.0	1.4	1.3	-1.4
pair	MRmean	MACD	pos-pos	133	65.5	1.8	66.9	1.5	3.4	2.0	1.2	-0.9
pair	RSI	MRmean	pos-pos	152	74.9	1.8	66.4	1.5	3.5	2.0	1.2	-0.9
pair	MACD	MRmean	pos-pos	133	65.5	1.8	66.9	1.5	3.4	2.0	1.2	-0.9
pair	MRmean	RSmean	pos-pos	151	74.4	1.8	66.9	1.5	3.4	2.0	1.2	-0.9
pair	RSmean	MRmean	pos-pos	151	74.4	1.8	66.9	1.5	3.4	2.0	1.2	-0.9
pair	LWTI	RSmean	pos-pos	162	79.8	1.8	66.0	1.5	3.5	2.0	1.2	-0.9
pair	MRmean	RSI	pos-pos	152	74.9	1.8	66.4	1.5	3.5	2.0	1.2	-0.9
pair	RSmean	LWTI	pos-pos	162	79.8	1.8	66.0	1.5	3.5	2.0	1.2	-0.9
single	MRmean	MRmean	pos-pos	154	75.9	1.8	66.2	1.5	3.4	2.0	1.2	-0.9
pair	LWTI	RSI	pos-pos	174	85.7	1.7	66.1	1.5	3.6	1.9	1.2	-0.9
pair	RSI	LWTI	pos-pos	174	85.7	1.7	66.1	1.5	3.6	1.9	1.2	-0.9
pair	RSmean	RSI	pos-pos	164	80.8	1.7	64.6	1.4	3.0	1.2	1.2	-1.4
pair	RSI	RSmean	pos-pos	164	80.8	1.7	64.6	1.4	3.0	1.2	1.2	-1.4
pair	SLmean	MACD	neg-neg	25	12.3	1.7	68.0	0.8	1.2	0.7	2.0	-2.3
single	LWTI	LWTI	pos-pos	181	89.2	1.7	65.7	1.4	3.1	1.5	1.2	-1.2
pair	MACD	SLmean	neg-neg	25	12.3	1.7	68.0	0.8	1.2	0.7	2.0	-2.3
pair	RSmean	MACD	pos-neg	31	15.3	1.6	61.3	0.8	1.3	0.7	2.0	-2.3
pair	LWTI	MACD	pos-pos	149	73.4	1.6	65.1	1.4	3.2	1.9	1.1	-0.8
pair	MACD	RSmean	pos-neg	31	15.3	1.6	61.3	0.8	1.3	0.7	2.0	-2.3
single	MACD	MACD	neg-neg	44	21.7	1.6	63.6	0.9	1.4	0.7	1.8	-2.3
single	RSI	RSI	pos-pos	181	89.2	1.6	64.6	1.4	3.0	1.0	1.2	-1.7
pair	MACD	LWTI	pos-pos	149	73.4	1.6	65.1	1.4	3.2	1.9	1.1	-0.8
pair	MACD	RSmean	neg-neg	13	6.4	1.5	69.2	1.2	1.6	5.0	1.3	-0.3
pair	MACD	RSI	pos-pos	152	74.9	1.5	63.8	1.3	2.7	1.0	1.2	-1.6
pair	RSI	MACD	pos-pos	152	74.9	1.5	63.8	1.3	2.7	1.0	1.2	-1.6
pair	MACD	SLmean	pos-neg	19	9.4	1.5	57.9	0.9	1.7	1.0	1.6	-1.4
pair	SLmean	MACD	pos-neg	19	9.4	1.5	57.9	0.9	1.7	1.0	1.6	-1.4
pair	RSmean	MACD	neg-neg	13	6.4	1.5	69.2	1.2	1.6	5.0	1.3	-0.3
pair	RSmean	MACD	pos-pos	153	75.4	1.4	63.4	1.1	1.7	0.4	1.3	-3.4
single	RSmean	RSmean	pos-pos	184	90.6	1.4	63.0	1.0	1.5	0.3	1.4	-5.1
single	MACD	MACD	pos-pos	159	78.3	1.4	62.9	1.1	1.7	0.4	1.2	-3.7
pair		benchmark___benchmark_	benchmark-benchmark	203	100.0	1.4	63.1	1.0	1.5	0.3	1.4	-5.3
pair	MACD	RSmean	pos-pos	153	75.4	1.4	63.4	1.1	1.7	0.4	1.3	-3.4
pair	benchmark___benchmark_		benchmark-benchmark	203	100.0	1.4	63.1	1.0	1.5	0.3	1.4	-5.3
pair	SLmean	MRmean	pos-neg	41	20.2	1.3	65.9	1.4	3.0	2.5	0.9	-0.5
pair	RSIhist	RSmean	neg-neg	14	6.9	1.3	64.3	1.0	1.4	3.0	1.3	-0.4
pair	MRmean	SLmean	pos-neg	41	20.2	1.3	65.9	1.4	3.0	2.5	0.9	-0.5
pair	RSmean	MRmean	neg-neg	16	7.9	1.3	68.8	1.0	1.5	3.1	1.2	-0.4
pair	MRmean	RSmean	neg-neg	16	7.9	1.3	68.8	1.0	1.5	3.1	1.2	-0.4
pair	RSmean	RSIhist	neg-neg	14	6.9	1.3	64.3	1.0	1.4	3.0	1.3	-0.4
pair	MRmean	MACD	neg-neg	23	11.3	1.2	65.2	0.6	0.9	0.5	2.2	-2.5
pair	MACD	MRmean	neg-neg	23	11.3	1.2	65.2	0.6	0.9	0.5	2.2	-2.5
pair	SLmean	RSmean	pos-neg	1	0.5	1.1	100.0	0.0	0.0	0.0	-	0.0
pair	SLmean	LWTI	neg-pos	72	35.5	1.1	62.5	1.2	2.1	1.0	1.0	-1.2
pair	LWTI	SLmean	neg-pos	72	35.5	1.1	62.5	1.2	2.1	1.0	1.0	-1.2
pair	MRmean	RSIhist	pos-neg	42	20.7	1.1	69.0	1.3	2.5	1.2	0.8	-0.9
pair	RSIhist	MRmean	pos-neg	42	20.7	1.1	69.0	1.3	2.5	1.2	0.8	-0.9
pair	MACDhist	RSI	neg-pos	3	1.5	1.1	66.7	0.7	0.0	0.0	1.7	0.0
pair	RSI	MACDhist	neg-pos	3	1.5	1.1	66.7	0.7	0.0	0.0	1.7	0.0
pair	SLmean	RSmean	neg-neg	18	8.9	1.1	61.1	0.9	1.3	2.4	1.2	-0.4
pair	RSmean	SLmean	neg-neg	18	8.9	1.1	61.1	0.9	1.3	2.4	1.2	-0.4
pair	RSmean	SLmean	pos-neg	1	0.5	1.1	100.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	MACDhist	pos-neg	11	5.4	1.1	72.7	1.0	1.7	2.0	1.1	-0.6
single	RSmean	RSmean	neg-neg	19	9.4	1.1	63.2	0.9	1.3	2.4	1.1	-0.4
pair	MACDhist	RSIhist	pos-neg	11	5.4	1.1	72.7	1.0	1.7	2.0	1.1	-0.6
pair	MACDhist	MACD	neg-neg	36	17.7	1.1	63.9	0.7	0.9	0.5	1.8	-2.3
pair	MACD	MACDhist	neg-neg	36	17.7	1.1	63.9	0.7	0.9	0.5	1.8	-2.3
pair	RSmean	LWTI	neg-pos	19	9.4	1.1	63.2	0.9	1.3	2.4	1.1	-0.4
pair	LWTI	RSmean	neg-pos	19	9.4	1.1	63.2	0.9	1.3	2.4	1.1	-0.4
pair	RSmean	MACDhist	neg-neg	19	9.4	1.1	63.2	0.9	1.3	2.4	1.1	-0.4
pair	MACDhist	RSmean	neg-neg	19	9.4	1.1	63.2	0.9	1.3	2.4	1.1	-0.4
pair	RSI	RSmean	neg-pos	17	8.4	1.1	64.7	1.5	3.4	2.6	0.8	-0.4
pair	RSmean	RSI	neg-pos	17	8.4	1.1	64.7	1.5	3.4	2.6	0.8	-0.4
pair	SLmean	RSI	neg-pos	70	34.5	1.0	61.4	1.1	1.8	0.6	0.9	-1.7
pair	RSI	SLmean	neg-pos	70	34.5	1.0	61.4	1.1	1.8	0.6	0.9	-1.7
pair	LWTI	RSIhist	neg-pos	70	34.5	1.0	64.3	1.1	1.9	0.8	0.9	-1.3
pair	RSIhist	LWTI	neg-pos	70	34.5	1.0	64.3	1.1	1.9	0.8	0.9	-1.3
pair	MRmean	LWTI	neg-pos	32	15.8	1.0	59.4	1.0	1.6	1.1	1.0	-0.9
pair	LWTI	MRmean	neg-pos	32	15.8	1.0	59.4	1.0	1.6	1.1	1.0	-0.9
pair	RSI	RSIhist	pos-neg	67	33.0	0.9	64.2	1.0	1.6	0.4	0.9	-2.1
pair	RSIhist	RSI	pos-neg	67	33.0	0.9	64.2	1.0	1.6	0.4	0.9	-2.1
pair	SLmean	RSIhist	pos-neg	11	5.4	0.9	81.8	2.2	3.7	3.3	0.4	-0.3
pair	RSIhist	SLmean	pos-neg	11	5.4	0.9	81.8	2.2	3.7	3.3	0.4	-0.3
pair	RSIhist	MACDhist	neg-pos	48	23.6	0.8	56.2	0.7	1.3	1.1	1.2	-0.7
pair	MACDhist	RSIhist	neg-pos	48	23.6	0.8	56.2	0.7	1.3	1.1	1.2	-0.7
pair	RSI	LWTI	neg-pos	7	3.4	0.8	57.1	0.5	0.7	1.7	1.8	-0.5
pair	LWTI	RSI	neg-pos	7	3.4	0.8	57.1	0.5	0.7	1.7	1.8	-0.5
single	SLmean	SLmean	neg-neg	89	43.8	0.8	59.6	0.6	0.7	0.1	1.5	-5.3
pair	MACDhist	LWTI	neg-pos	99	48.8	0.8	60.6	0.9	1.5	0.7	0.8	-1.1
pair	LWTI	MACDhist	neg-pos	99	48.8	0.8	60.6	0.9	1.5	0.7	0.8	-1.1
pair	MACDhist	MRmean	pos-neg	72	35.5	0.7	61.1	1.0	1.9	1.2	0.7	-0.6
pair	RSmean	SLmean	neg-pos	71	35.0	0.7	59.2	0.5	0.6	0.1	1.5	-5.1
pair	SLmean	RSmean	neg-pos	71	35.0	0.7	59.2	0.5	0.6	0.1	1.5	-5.1
pair	MRmean	MACDhist	pos-neg	72	35.5	0.7	61.1	1.0	1.9	1.2	0.7	-0.6
pair	MACDhist	RSI	pos-neg	101	49.8	0.7	59.4	0.9	1.4	0.4	0.8	-1.6
pair	RSI	MACDhist	pos-neg	101	49.8	0.7	59.4	0.9	1.4	0.4	0.8	-1.6
pair	RSI	MRmean	neg-pos	29	14.3	0.6	55.2	0.6	0.9	0.3	1.0	-1.8
pair	MACDhist	SLmean	neg-neg	81	39.9	0.6	58.0	0.4	0.5	0.1	1.5	-5.3
pair	SLmean	MACDhist	neg-neg	81	39.9	0.6	58.0	0.4	0.5	0.1	1.5	-5.3
pair	MRmean	RSI	neg-pos	29	14.3	0.6	55.2	0.6	0.9	0.3	1.0	-1.8
single	MACDhist	MACDhist	neg-neg	120	59.1	0.5	57.5	0.4	0.5	0.1	1.3	-5.3
pair	RSI	MACD	neg-neg	15	7.4	0.5	53.3	0.2	0.4	0.2	2.7	-2.3
pair	MACD	RSI	neg-neg	15	7.4	0.5	53.3	0.2	0.4	0.2	2.7	-2.3
pair	SLmean	MACD	neg-pos	64	31.5	0.4	56.2	0.4	0.5	0.1	1.2	-3.7
pair	MACD	SLmean	neg-pos	64	31.5	0.4	56.2	0.4	0.5	0.1	1.2	-3.7
pair	MRmean	SLmean	neg-neg	48	23.6	0.4	54.2	0.2	0.3	0.1	1.8	-5.3
pair	SLmean	MRmean	neg-neg	48	23.6	0.4	54.2	0.2	0.3	0.1	1.8	-5.3
pair	RSIhist	MACD	pos-neg	66	32.5	0.4	59.1	0.3	0.4	0.1	1.1	-3.9
pair	MACD	RSIhist	pos-neg	66	32.5	0.4	59.1	0.3	0.4	0.1	1.1	-3.9
pair	MACDhist	RSmean	pos-neg	101	49.8	0.4	56.4	0.3	0.3	0.1	1.3	-5.1
pair	RSmean	MACDhist	pos-neg	101	49.8	0.4	56.4	0.3	0.3	0.1	1.3	-5.1
pair	RSmean	RSI	neg-neg	2	1.0	0.4	50.0	0.1	0.0	0.0	3.7	0.0
pair	RSI	RSmean	neg-neg	2	1.0	0.4	50.0	0.1	0.0	0.0	3.7	0.0
single	RSIhist	RSIhist	neg-neg	83	40.9	0.4	60.2	0.3	0.3	0.1	1.3	-5.5
pair	RSIhist	MACD	neg-neg	17	8.4	0.3	64.7	0.2	0.3	0.1	1.9	-2.3
pair	RSmean	RSIhist	neg-pos	5	2.5	0.3	60.0	0.5	1.4	1.1	0.6	-0.3
pair	RSIhist	RSmean	neg-pos	5	2.5	0.3	60.0	0.5	1.4	1.1	0.6	-0.3
pair	MACD	RSIhist	neg-neg	17	8.4	0.3	64.7	0.2	0.3	0.1	1.9	-2.3
pair	SLmean	RSIhist	neg-neg	72	35.5	0.3	56.9	0.2	0.2	0.1	1.4	-5.5
pair	RSIhist	SLmean	neg-neg	72	35.5	0.3	56.9	0.2	0.2	0.1	1.4	-5.5
pair	SLmean	MACDhist	pos-neg	39	19.2	0.2	56.4	0.2	0.2	0.2	0.8	-0.8
pair	RSmean	RSIhist	pos-neg	69	34.0	0.2	59.4	0.1	0.1	0.0	1.3	-5.3
pair	MACDhist	RSIhist	neg-neg	72	35.5	0.2	58.3	0.2	0.2	0.0	1.3	-5.5
pair	RSIhist	MACDhist	neg-neg	72	35.5	0.2	58.3	0.2	0.2	0.0	1.3	-5.5
single	MRmean	MRmean	neg-neg	49	24.1	0.2	53.1	0.1	0.1	0.0	1.8	-5.3
pair	MACDhist	SLmean	pos-neg	39	19.2	0.2	56.4	0.2	0.2	0.2	0.8	-0.8
pair	RSIhist	RSmean	pos-neg	69	34.0	0.2	59.4	0.1	0.1	0.0	1.3	-5.3
pair	MACDhist	MACD	pos-neg	84	41.4	0.2	54.8	0.2	0.2	0.1	1.0	-3.7
pair	MACD	MACDhist	pos-neg	84	41.4	0.2	54.8	0.2	0.2	0.1	1.0	-3.7
pair	SLmean	RSI	neg-neg	19	9.4	0.1	52.6	0.0	0.1	0.0	2.6	-4.0
pair	RSI	SLmean	neg-neg	19	9.4	0.1	52.6	0.0	0.1	0.0	2.6	-4.0
pair	MRmean	LWTI	pos-neg	5	2.5	0.1	40.0	0.1	0.1	0.2	1.0	-0.4
pair	LWTI	MRmean	pos-neg	5	2.5	0.1	40.0	0.1	0.1	0.2	1.0	-0.4
pair	MACDhist	MRmean	neg-neg	48	23.6	0.1	52.1	0.1	0.1	0.0	1.8	-5.3
pair	MRmean	MACDhist	neg-neg	48	23.6	0.1	52.1	0.1	0.1	0.0	1.8	-5.3
pair	LWTI	MACD	neg-neg	12	5.9	0.0	50.0	0.0	0.1	0.0	2.8	-2.1
pair	MACD	LWTI	neg-neg	12	5.9	0.0	50.0	0.0	0.1	0.0	2.8	-2.1
pair	RSmean	MACD	neg-pos	6	3.0	0.0	50.0	0.0	0.0	0.0	0.7	-0.4
pair	MACD	RSmean	neg-pos	6	3.0	0.0	50.0	0.0	0.0	0.0	0.7	-0.4
pair	RSI	MRmean	pos-neg	2	1.0	-0.1	50.0	-0.0	0.0	0.0	2.3	0.0
pair	MRmean	RSI	pos-neg	2	1.0	-0.1	50.0	-0.0	0.0	0.0	2.3	0.0
pair	RSmean	MRmean	pos-neg	3	1.5	-0.1	33.3	-0.4	-0.7	-7.1	0.3	-0.0
pair	MRmean	RSmean	pos-neg	3	1.5	-0.1	33.3	-0.4	-0.7	-7.1	0.3	-0.0
pair	MRmean	RSI	neg-neg	20	9.9	-0.4	50.0	-0.1	-0.2	-0.1	2.6	-4.0
pair	RSI	MRmean	neg-neg	20	9.9	-0.4	50.0	-0.1	-0.2	-0.1	2.6	-4.0
single	RSI	RSI	neg-neg	22	10.8	-0.4	50.0	-0.1	-0.2	-0.1	2.6	-4.0
pair	RSI	RSmean	pos-neg	20	9.9	-0.4	50.0	-0.2	-0.3	-0.1	2.6	-4.0
pair	RSmean	RSI	pos-neg	20	9.9	-0.4	50.0	-0.2	-0.3	-0.1	2.6	-4.0
pair	RSmean	MRmean	neg-pos	33	16.3	-0.4	45.5	-0.2	-0.2	-0.1	2.0	-5.0
pair	RSIhist	MRmean	neg-neg	41	20.2	-0.4	51.2	-0.2	-0.3	-0.1	1.7	-5.3
pair	MRmean	RSIhist	neg-neg	41	20.2	-0.4	51.2	-0.2	-0.3	-0.1	1.7	-5.3
pair	MRmean	RSmean	neg-pos	33	16.3	-0.4	45.5	-0.2	-0.2	-0.1	2.0	-5.0
pair	LWTI	SLmean	neg-neg	17	8.4	-0.6	47.1	-0.2	-0.3	-0.1	2.7	-4.7
pair	MACDhist	RSI	neg-neg	19	9.4	-0.6	47.4	-0.2	-0.4	-0.1	2.7	-4.0
pair	RSI	MACDhist	neg-neg	19	9.4	-0.6	47.4	-0.2	-0.4	-0.1	2.7	-4.0
pair	SLmean	LWTI	neg-neg	17	8.4	-0.6	47.1	-0.2	-0.3	-0.1	2.7	-4.7
pair	MRmean	MACD	neg-pos	26	12.8	-0.7	42.3	-0.5	-0.6	-0.2	1.4	-3.6
pair	MACD	MRmean	neg-pos	26	12.8	-0.7	42.3	-0.5	-0.6	-0.2	1.4	-3.6
pair	LWTI	RSI	neg-neg	15	7.4	-0.9	46.7	-0.3	-0.6	-0.2	2.9	-4.0
pair	RSI	LWTI	neg-neg	15	7.4	-0.9	46.7	-0.3	-0.6	-0.2	2.9	-4.0
pair	LWTI	MACDhist	neg-neg	21	10.3	-0.9	42.9	-0.3	-0.5	-0.2	2.5	-4.8
pair	MACDhist	LWTI	neg-neg	21	10.3	-0.9	42.9	-0.3	-0.5	-0.2	2.5	-4.8
pair	RSmean	LWTI	pos-neg	22	10.8	-1.0	40.9	-0.4	-0.7	-0.2	2.5	-4.8
pair	LWTI	RSmean	pos-neg	22	10.8	-1.0	40.9	-0.4	-0.7	-0.2	2.5	-4.8
single	LWTI	LWTI	neg-neg	22	10.8	-1.0	40.9	-0.4	-0.7	-0.2	2.5	-4.8
pair	LWTI	RSI	pos-neg	7	3.4	-1.2	28.6	-1.0	-1.2	-1.2	1.3	-1.0
pair	RSI	LWTI	pos-neg	7	3.4	-1.2	28.6	-1.0	-1.2	-1.2	1.3	-1.0
pair	MRmean	LWTI	neg-neg	17	8.4	-1.3	41.2	-0.5	-0.9	-0.3	2.8	-4.7
pair	LWTI	MRmean	neg-neg	17	8.4	-1.3	41.2	-0.5	-0.9	-0.3	2.8	-4.7
pair	RSI	RSIhist	neg-neg	16	7.9	-1.9	43.8	-0.8	-1.2	-0.5	2.3	-4.0
pair	RSIhist	RSI	neg-neg	16	7.9	-1.9	43.8	-0.8	-1.2	-0.5	2.3	-4.0
pair	MACD	RSI	pos-neg	7	3.4	-2.1	42.9	-0.9	-1.0	-0.9	2.3	-2.3
pair	RSI	MACD	pos-neg	7	3.4	-2.1	42.9	-0.9	-1.0	-0.9	2.3	-2.3
pair	MACD	LWTI	pos-neg	10	4.9	-2.3	30.0	-1.1	-1.3	-0.7	2.1	-3.1
pair	LWTI	MACD	pos-neg	10	4.9	-2.3	30.0	-1.1	-1.3	-0.7	2.1	-3.1
pair	SLmean	LWTI	pos-neg	5	2.5	-2.5	20.0	-2.0	-2.3	-2.4	1.3	-1.1
pair	LWTI	SLmean	pos-neg	5	2.5	-2.5	20.0	-2.0	-2.3	-2.4	1.3	-1.1
pair	SLmean	RSI	pos-neg	3	1.5	-3.0	33.3	-1.4	-4.5	-6.3	2.2	-0.5
pair	RSI	SLmean	pos-neg	3	1.5	-3.0	33.3	-1.4	-4.5	-6.3	2.2	-0.5
pair	LWTI	RSIhist	neg-neg	13	6.4	-3.2	38.5	-1.4	-2.3	-0.7	2.3	-4.7
pair	RSIhist	LWTI	neg-neg	13	6.4	-3.2	38.5	-1.4	-2.3	-0.7	2.3	-4.7
pair	LWTI	MACDhist	pos-neg	1	0.5	-4.6	0.0	0.0	0.0	0.0	-	0.0
pair	MACDhist	LWTI	pos-neg	1	0.5	-4.6	0.0	0.0	0.0	0.0	-	0.0
pair	SLmean	MRmean	neg-pos	1	0.5	-8.6	0.0	0.0	0.0	0.0	-	0.0
pair	MRmean	SLmean	neg-pos	1	0.5	-8.6	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for VGSH

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.0% \| Win 66% Sharpe 1.53 \| Sortino 3.53 \| Calmar 2.1 Vol 1% \| MDD -1.0% Months 113M (56%)	CAGR 1.3% \| Win 66% Sharpe 1.40 \| Sortino 3.05 \| Calmar 2.5 Vol 1% \| MDD -0.5% Months 41M (20%)	CAGR 1.8% \| Win 66% Sharpe 1.49 \| Sortino 3.39 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 154M (76%)
MRmean neg	CAGR -8.6% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 0.4% \| Win 54% Sharpe 0.22 \| Sortino 0.29 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 48M (24%)	CAGR 0.2% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 2% \| MDD -5.3% Months 49M (24%)
SLmean only	CAGR 1.9% \| Win 66% Sharpe 1.43 \| Sortino 2.96 \| Calmar 1.4 Vol 1% \| MDD -1.4% Months 114M (56%)	CAGR 0.8% \| Win 60% Sharpe 0.55 \| Sortino 0.70 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 89M (44%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 1.8% \| Win 67% Sharpe 1.51 \| Sortino 3.42 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 151M (74%)	CAGR -0.1% \| Win 33% Sharpe -0.43 \| Sortino -0.70 \| Calmar -7.1 Vol 0% \| MDD -0.0% Months 3M (2%)	CAGR 1.8% \| Win 66% Sharpe 1.49 \| Sortino 3.39 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 154M (76%)
MRmean neg	CAGR -0.4% \| Win 46% Sharpe -0.16 \| Sortino -0.23 \| Calmar -0.1 Vol 2% \| MDD -5.0% Months 33M (16%)	CAGR 1.3% \| Win 69% Sharpe 1.04 \| Sortino 1.52 \| Calmar 3.1 Vol 1% \| MDD -0.4% Months 16M (8%)	CAGR 0.2% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 2% \| MDD -5.3% Months 49M (24%)
RSmean only	CAGR 1.4% \| Win 63% Sharpe 1.02 \| Sortino 1.54 \| Calmar 0.3 Vol 1% \| MDD -5.1% Months 184M (91%)	CAGR 1.1% \| Win 63% Sharpe 0.93 \| Sortino 1.32 \| Calmar 2.4 Vol 1% \| MDD -0.4% Months 19M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 1.8% \| Win 67% Sharpe 1.50 \| Sortino 3.35 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 133M (66%)	CAGR 2.0% \| Win 62% Sharpe 1.41 \| Sortino 3.48 \| Calmar 2.3 Vol 1% \| MDD -0.9% Months 21M (10%)	CAGR 1.8% \| Win 66% Sharpe 1.49 \| Sortino 3.39 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 154M (76%)
MRmean neg	CAGR -0.7% \| Win 42% Sharpe -0.49 \| Sortino -0.55 \| Calmar -0.2 Vol 1% \| MDD -3.6% Months 26M (13%)	CAGR 1.2% \| Win 65% Sharpe 0.56 \| Sortino 0.95 \| Calmar 0.5 Vol 2% \| MDD -2.5% Months 23M (11%)	CAGR 0.2% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 2% \| MDD -5.3% Months 49M (24%)
MACD only	CAGR 1.4% \| Win 63% Sharpe 1.09 \| Sortino 1.70 \| Calmar 0.4 Vol 1% \| MDD -3.7% Months 159M (78%)	CAGR 1.6% \| Win 64% Sharpe 0.86 \| Sortino 1.36 \| Calmar 0.7 Vol 2% \| MDD -2.3% Months 44M (22%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 1.8% \| Win 66% Sharpe 1.52 \| Sortino 3.55 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 152M (75%)	CAGR -0.1% \| Win 50% Sharpe -0.02 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 2M (1%)	CAGR 1.8% \| Win 66% Sharpe 1.49 \| Sortino 3.39 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 154M (76%)
MRmean neg	CAGR 0.6% \| Win 55% Sharpe 0.61 \| Sortino 0.92 \| Calmar 0.3 Vol 1% \| MDD -1.8% Months 29M (14%)	CAGR -0.4% \| Win 50% Sharpe -0.14 \| Sortino -0.25 \| Calmar -0.1 Vol 3% \| MDD -4.0% Months 20M (10%)	CAGR 0.2% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 2% \| MDD -5.3% Months 49M (24%)
RSI only	CAGR 1.6% \| Win 65% Sharpe 1.39 \| Sortino 3.02 \| Calmar 1.0 Vol 1% \| MDD -1.7% Months 181M (89%)	CAGR -0.4% \| Win 50% Sharpe -0.13 \| Sortino -0.24 \| Calmar -0.1 Vol 3% \| MDD -4.0% Months 22M (11%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 2.8% \| Win 71% Sharpe 1.87 \| Sortino 4.68 \| Calmar 3.2 Vol 2% \| MDD -0.9% Months 82M (40%)	CAGR 0.7% \| Win 61% Sharpe 1.02 \| Sortino 1.85 \| Calmar 1.2 Vol 1% \| MDD -0.6% Months 72M (36%)	CAGR 1.8% \| Win 66% Sharpe 1.49 \| Sortino 3.39 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 154M (76%)
MRmean neg	CAGR 3.6% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 0.1% \| Win 52% Sharpe 0.07 \| Sortino 0.10 \| Calmar 0.0 Vol 2% \| MDD -5.3% Months 48M (24%)	CAGR 0.2% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 2% \| MDD -5.3% Months 49M (24%)
MACDhist only	CAGR 2.8% \| Win 71% Sharpe 1.89 \| Sortino 4.69 \| Calmar 3.2 Vol 2% \| MDD -0.9% Months 83M (41%)	CAGR 0.5% \| Win 57% Sharpe 0.38 \| Sortino 0.46 \| Calmar 0.1 Vol 1% \| MDD -5.3% Months 120M (59%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 2.1% \| Win 65% Sharpe 1.57 \| Sortino 3.68 \| Calmar 1.9 Vol 1% \| MDD -1.1% Months 112M (55%)	CAGR 1.1% \| Win 69% Sharpe 1.32 \| Sortino 2.52 \| Calmar 1.2 Vol 1% \| MDD -0.9% Months 42M (21%)	CAGR 1.8% \| Win 66% Sharpe 1.49 \| Sortino 3.39 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 154M (76%)
MRmean neg	CAGR 3.2% \| Win 62% Sharpe 1.26 \| Sortino 2.43 \| Calmar 4.2 Vol 2% \| MDD -0.7% Months 8M (4%)	CAGR -0.4% \| Win 51% Sharpe -0.23 \| Sortino -0.28 \| Calmar -0.1 Vol 2% \| MDD -5.3% Months 41M (20%)	CAGR 0.2% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 2% \| MDD -5.3% Months 49M (24%)
RSIhist only	CAGR 2.1% \| Win 65% Sharpe 1.52 \| Sortino 3.40 \| Calmar 2.0 Vol 1% \| MDD -1.1% Months 120M (59%)	CAGR 0.4% \| Win 60% Sharpe 0.28 \| Sortino 0.31 \| Calmar 0.1 Vol 1% \| MDD -5.5% Months 83M (41%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 1.9% \| Win 67% Sharpe 1.53 \| Sortino 3.50 \| Calmar 2.1 Vol 1% \| MDD -0.9% Months 149M (73%)	CAGR 0.1% \| Win 40% Sharpe 0.10 \| Sortino 0.15 \| Calmar 0.2 Vol 1% \| MDD -0.4% Months 5M (2%)	CAGR 1.8% \| Win 66% Sharpe 1.49 \| Sortino 3.39 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 154M (76%)
MRmean neg	CAGR 1.0% \| Win 59% Sharpe 0.97 \| Sortino 1.58 \| Calmar 1.1 Vol 1% \| MDD -0.9% Months 32M (16%)	CAGR -1.3% \| Win 41% Sharpe -0.48 \| Sortino -0.90 \| Calmar -0.3 Vol 3% \| MDD -4.7% Months 17M (8%)	CAGR 0.2% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 2% \| MDD -5.3% Months 49M (24%)
LWTI only	CAGR 1.7% \| Win 66% Sharpe 1.44 \| Sortino 3.10 \| Calmar 1.5 Vol 1% \| MDD -1.2% Months 181M (89%)	CAGR -1.0% \| Win 41% Sharpe -0.41 \| Sortino -0.67 \| Calmar -0.2 Vol 2% \| MDD -4.8% Months 22M (11%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 1.9% \| Win 66% Sharpe 1.43 \| Sortino 2.97 \| Calmar 1.4 Vol 1% \| MDD -1.4% Months 113M (56%)	CAGR 1.1% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 1.9% \| Win 66% Sharpe 1.43 \| Sortino 2.96 \| Calmar 1.4 Vol 1% \| MDD -1.4% Months 114M (56%)
SLmean neg	CAGR 0.7% \| Win 59% Sharpe 0.48 \| Sortino 0.60 \| Calmar 0.1 Vol 2% \| MDD -5.1% Months 71M (35%)	CAGR 1.1% \| Win 61% Sharpe 0.90 \| Sortino 1.32 \| Calmar 2.4 Vol 1% \| MDD -0.4% Months 18M (9%)	CAGR 0.8% \| Win 60% Sharpe 0.55 \| Sortino 0.70 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 89M (44%)
RSmean only	CAGR 1.4% \| Win 63% Sharpe 1.02 \| Sortino 1.54 \| Calmar 0.3 Vol 1% \| MDD -5.1% Months 184M (91%)	CAGR 1.1% \| Win 63% Sharpe 0.93 \| Sortino 1.32 \| Calmar 2.4 Vol 1% \| MDD -0.4% Months 19M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 2.0% \| Win 67% Sharpe 1.57 \| Sortino 3.52 \| Calmar 2.1 Vol 1% \| MDD -1.0% Months 95M (47%)	CAGR 1.5% \| Win 58% Sharpe 0.89 \| Sortino 1.68 \| Calmar 1.0 Vol 2% \| MDD -1.4% Months 19M (9%)	CAGR 1.9% \| Win 66% Sharpe 1.43 \| Sortino 2.96 \| Calmar 1.4 Vol 1% \| MDD -1.4% Months 114M (56%)
SLmean neg	CAGR 0.4% \| Win 56% Sharpe 0.38 \| Sortino 0.45 \| Calmar 0.1 Vol 1% \| MDD -3.7% Months 64M (32%)	CAGR 1.7% \| Win 68% Sharpe 0.84 \| Sortino 1.24 \| Calmar 0.7 Vol 2% \| MDD -2.3% Months 25M (12%)	CAGR 0.8% \| Win 60% Sharpe 0.55 \| Sortino 0.70 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 89M (44%)
MACD only	CAGR 1.4% \| Win 63% Sharpe 1.09 \| Sortino 1.70 \| Calmar 0.4 Vol 1% \| MDD -3.7% Months 159M (78%)	CAGR 1.6% \| Win 64% Sharpe 0.86 \| Sortino 1.36 \| Calmar 0.7 Vol 2% \| MDD -2.3% Months 44M (22%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 2.0% \| Win 67% Sharpe 1.57 \| Sortino 3.73 \| Calmar 2.1 Vol 1% \| MDD -1.0% Months 111M (55%)	CAGR -3.0% \| Win 33% Sharpe -1.36 \| Sortino -4.55 \| Calmar -6.3 Vol 2% \| MDD -0.5% Months 3M (2%)	CAGR 1.9% \| Win 66% Sharpe 1.43 \| Sortino 2.96 \| Calmar 1.4 Vol 1% \| MDD -1.4% Months 114M (56%)
SLmean neg	CAGR 1.0% \| Win 61% Sharpe 1.06 \| Sortino 1.83 \| Calmar 0.6 Vol 1% \| MDD -1.7% Months 70M (34%)	CAGR 0.1% \| Win 53% Sharpe 0.03 \| Sortino 0.06 \| Calmar 0.0 Vol 3% \| MDD -4.0% Months 19M (9%)	CAGR 0.8% \| Win 60% Sharpe 0.55 \| Sortino 0.70 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 89M (44%)
RSI only	CAGR 1.6% \| Win 65% Sharpe 1.39 \| Sortino 3.02 \| Calmar 1.0 Vol 1% \| MDD -1.7% Months 181M (89%)	CAGR -0.4% \| Win 50% Sharpe -0.13 \| Sortino -0.24 \| Calmar -0.1 Vol 3% \| MDD -4.0% Months 22M (11%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 2.8% \| Win 71% Sharpe 1.90 \| Sortino 4.75 \| Calmar 3.3 Vol 2% \| MDD -0.9% Months 75M (37%)	CAGR 0.2% \| Win 56% Sharpe 0.21 \| Sortino 0.24 \| Calmar 0.2 Vol 1% \| MDD -0.8% Months 39M (19%)	CAGR 1.9% \| Win 66% Sharpe 1.43 \| Sortino 2.96 \| Calmar 1.4 Vol 1% \| MDD -1.4% Months 114M (56%)
SLmean neg	CAGR 2.5% \| Win 75% Sharpe 1.72 \| Sortino 5.62 \| Calmar 5.4 Vol 1% \| MDD -0.5% Months 8M (4%)	CAGR 0.6% \| Win 58% Sharpe 0.43 \| Sortino 0.54 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 81M (40%)	CAGR 0.8% \| Win 60% Sharpe 0.55 \| Sortino 0.70 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 89M (44%)
MACDhist only	CAGR 2.8% \| Win 71% Sharpe 1.89 \| Sortino 4.69 \| Calmar 3.2 Vol 2% \| MDD -0.9% Months 83M (41%)	CAGR 0.5% \| Win 57% Sharpe 0.38 \| Sortino 0.46 \| Calmar 0.1 Vol 1% \| MDD -5.3% Months 120M (59%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 2.0% \| Win 64% Sharpe 1.44 \| Sortino 3.04 \| Calmar 1.4 Vol 1% \| MDD -1.4% Months 103M (51%)	CAGR 0.9% \| Win 82% Sharpe 2.17 \| Sortino 3.71 \| Calmar 3.3 Vol 0% \| MDD -0.3% Months 11M (5%)	CAGR 1.9% \| Win 66% Sharpe 1.43 \| Sortino 2.96 \| Calmar 1.4 Vol 1% \| MDD -1.4% Months 114M (56%)
SLmean neg	CAGR 3.0% \| Win 71% Sharpe 1.90 \| Sortino 13.25 \| Calmar 15.0 Vol 2% \| MDD -0.2% Months 17M (8%)	CAGR 0.3% \| Win 57% Sharpe 0.20 \| Sortino 0.23 \| Calmar 0.0 Vol 1% \| MDD -5.5% Months 72M (36%)	CAGR 0.8% \| Win 60% Sharpe 0.55 \| Sortino 0.70 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 89M (44%)
RSIhist only	CAGR 2.1% \| Win 65% Sharpe 1.52 \| Sortino 3.40 \| Calmar 2.0 Vol 1% \| MDD -1.1% Months 120M (59%)	CAGR 0.4% \| Win 60% Sharpe 0.28 \| Sortino 0.31 \| Calmar 0.1 Vol 1% \| MDD -5.5% Months 83M (41%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 2.1% \| Win 68% Sharpe 1.61 \| Sortino 3.71 \| Calmar 2.4 Vol 1% \| MDD -0.9% Months 109M (54%)	CAGR -2.5% \| Win 20% Sharpe -1.98 \| Sortino -2.27 \| Calmar -2.4 Vol 1% \| MDD -1.1% Months 5M (2%)	CAGR 1.9% \| Win 66% Sharpe 1.43 \| Sortino 2.96 \| Calmar 1.4 Vol 1% \| MDD -1.4% Months 114M (56%)
SLmean neg	CAGR 1.1% \| Win 62% Sharpe 1.16 \| Sortino 2.07 \| Calmar 1.0 Vol 1% \| MDD -1.2% Months 72M (36%)	CAGR -0.6% \| Win 47% Sharpe -0.20 \| Sortino -0.35 \| Calmar -0.1 Vol 3% \| MDD -4.7% Months 17M (8%)	CAGR 0.8% \| Win 60% Sharpe 0.55 \| Sortino 0.70 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 89M (44%)
LWTI only	CAGR 1.7% \| Win 66% Sharpe 1.44 \| Sortino 3.10 \| Calmar 1.5 Vol 1% \| MDD -1.2% Months 181M (89%)	CAGR -1.0% \| Win 41% Sharpe -0.41 \| Sortino -0.67 \| Calmar -0.2 Vol 2% \| MDD -4.8% Months 22M (11%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 1.4% \| Win 63% Sharpe 1.12 \| Sortino 1.73 \| Calmar 0.4 Vol 1% \| MDD -3.4% Months 153M (75%)	CAGR 1.6% \| Win 61% Sharpe 0.79 \| Sortino 1.29 \| Calmar 0.7 Vol 2% \| MDD -2.3% Months 31M (15%)	CAGR 1.4% \| Win 63% Sharpe 1.02 \| Sortino 1.54 \| Calmar 0.3 Vol 1% \| MDD -5.1% Months 184M (91%)
RSmean neg	CAGR 0.0% \| Win 50% Sharpe 0.01 \| Sortino 0.01 \| Calmar 0.0 Vol 1% \| MDD -0.4% Months 6M (3%)	CAGR 1.5% \| Win 69% Sharpe 1.18 \| Sortino 1.57 \| Calmar 5.0 Vol 1% \| MDD -0.3% Months 13M (6%)	CAGR 1.1% \| Win 63% Sharpe 0.93 \| Sortino 1.32 \| Calmar 2.4 Vol 1% \| MDD -0.4% Months 19M (9%)
MACD only	CAGR 1.4% \| Win 63% Sharpe 1.09 \| Sortino 1.70 \| Calmar 0.4 Vol 1% \| MDD -3.7% Months 159M (78%)	CAGR 1.6% \| Win 64% Sharpe 0.86 \| Sortino 1.36 \| Calmar 0.7 Vol 2% \| MDD -2.3% Months 44M (22%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 1.7% \| Win 65% Sharpe 1.39 \| Sortino 3.01 \| Calmar 1.2 Vol 1% \| MDD -1.4% Months 164M (81%)	CAGR -0.4% \| Win 50% Sharpe -0.16 \| Sortino -0.28 \| Calmar -0.1 Vol 3% \| MDD -4.0% Months 20M (10%)	CAGR 1.4% \| Win 63% Sharpe 1.02 \| Sortino 1.54 \| Calmar 0.3 Vol 1% \| MDD -5.1% Months 184M (91%)
RSmean neg	CAGR 1.1% \| Win 65% Sharpe 1.47 \| Sortino 3.43 \| Calmar 2.6 Vol 1% \| MDD -0.4% Months 17M (8%)	CAGR 0.4% \| Win 50% Sharpe 0.12 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 2M (1%)	CAGR 1.1% \| Win 63% Sharpe 0.93 \| Sortino 1.32 \| Calmar 2.4 Vol 1% \| MDD -0.4% Months 19M (9%)
RSI only	CAGR 1.6% \| Win 65% Sharpe 1.39 \| Sortino 3.02 \| Calmar 1.0 Vol 1% \| MDD -1.7% Months 181M (89%)	CAGR -0.4% \| Win 50% Sharpe -0.13 \| Sortino -0.24 \| Calmar -0.1 Vol 3% \| MDD -4.0% Months 22M (11%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 2.8% \| Win 71% Sharpe 1.89 \| Sortino 4.69 \| Calmar 3.2 Vol 2% \| MDD -0.9% Months 83M (41%)	CAGR 0.4% \| Win 56% Sharpe 0.28 \| Sortino 0.34 \| Calmar 0.1 Vol 1% \| MDD -5.1% Months 101M (50%)	CAGR 1.4% \| Win 63% Sharpe 1.02 \| Sortino 1.54 \| Calmar 0.3 Vol 1% \| MDD -5.1% Months 184M (91%)
RSmean neg	-	CAGR 1.1% \| Win 63% Sharpe 0.93 \| Sortino 1.32 \| Calmar 2.4 Vol 1% \| MDD -0.4% Months 19M (9%)	CAGR 1.1% \| Win 63% Sharpe 0.93 \| Sortino 1.32 \| Calmar 2.4 Vol 1% \| MDD -0.4% Months 19M (9%)
MACDhist only	CAGR 2.8% \| Win 71% Sharpe 1.89 \| Sortino 4.69 \| Calmar 3.2 Vol 2% \| MDD -0.9% Months 83M (41%)	CAGR 0.5% \| Win 57% Sharpe 0.38 \| Sortino 0.46 \| Calmar 0.1 Vol 1% \| MDD -5.3% Months 120M (59%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 2.2% \| Win 65% Sharpe 1.55 \| Sortino 3.45 \| Calmar 2.1 Vol 1% \| MDD -1.1% Months 115M (57%)	CAGR 0.2% \| Win 59% Sharpe 0.13 \| Sortino 0.14 \| Calmar 0.0 Vol 1% \| MDD -5.3% Months 69M (34%)	CAGR 1.4% \| Win 63% Sharpe 1.02 \| Sortino 1.54 \| Calmar 0.3 Vol 1% \| MDD -5.1% Months 184M (91%)
RSmean neg	CAGR 0.3% \| Win 60% Sharpe 0.52 \| Sortino 1.45 \| Calmar 1.1 Vol 1% \| MDD -0.3% Months 5M (2%)	CAGR 1.3% \| Win 64% Sharpe 1.03 \| Sortino 1.39 \| Calmar 3.0 Vol 1% \| MDD -0.4% Months 14M (7%)	CAGR 1.1% \| Win 63% Sharpe 0.93 \| Sortino 1.32 \| Calmar 2.4 Vol 1% \| MDD -0.4% Months 19M (9%)
RSIhist only	CAGR 2.1% \| Win 65% Sharpe 1.52 \| Sortino 3.40 \| Calmar 2.0 Vol 1% \| MDD -1.1% Months 120M (59%)	CAGR 0.4% \| Win 60% Sharpe 0.28 \| Sortino 0.31 \| Calmar 0.1 Vol 1% \| MDD -5.5% Months 83M (41%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 1.8% \| Win 66% Sharpe 1.50 \| Sortino 3.48 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 162M (80%)	CAGR -1.0% \| Win 41% Sharpe -0.41 \| Sortino -0.67 \| Calmar -0.2 Vol 2% \| MDD -4.8% Months 22M (11%)	CAGR 1.4% \| Win 63% Sharpe 1.02 \| Sortino 1.54 \| Calmar 0.3 Vol 1% \| MDD -5.1% Months 184M (91%)
RSmean neg	CAGR 1.1% \| Win 63% Sharpe 0.93 \| Sortino 1.32 \| Calmar 2.4 Vol 1% \| MDD -0.4% Months 19M (9%)	-	CAGR 1.1% \| Win 63% Sharpe 0.93 \| Sortino 1.32 \| Calmar 2.4 Vol 1% \| MDD -0.4% Months 19M (9%)
LWTI only	CAGR 1.7% \| Win 66% Sharpe 1.44 \| Sortino 3.10 \| Calmar 1.5 Vol 1% \| MDD -1.2% Months 181M (89%)	CAGR -1.0% \| Win 41% Sharpe -0.41 \| Sortino -0.67 \| Calmar -0.2 Vol 2% \| MDD -4.8% Months 22M (11%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 1.5% \| Win 64% Sharpe 1.31 \| Sortino 2.71 \| Calmar 1.0 Vol 1% \| MDD -1.6% Months 152M (75%)	CAGR -2.1% \| Win 43% Sharpe -0.91 \| Sortino -1.04 \| Calmar -0.9 Vol 2% \| MDD -2.3% Months 7M (3%)	CAGR 1.4% \| Win 63% Sharpe 1.09 \| Sortino 1.70 \| Calmar 0.4 Vol 1% \| MDD -3.7% Months 159M (78%)
MACD neg	CAGR 2.2% \| Win 69% Sharpe 1.82 \| Sortino 5.53 \| Calmar 4.3 Vol 1% \| MDD -0.5% Months 29M (14%)	CAGR 0.5% \| Win 53% Sharpe 0.18 \| Sortino 0.44 \| Calmar 0.2 Vol 3% \| MDD -2.3% Months 15M (7%)	CAGR 1.6% \| Win 64% Sharpe 0.86 \| Sortino 1.36 \| Calmar 0.7 Vol 2% \| MDD -2.3% Months 44M (22%)
RSI only	CAGR 1.6% \| Win 65% Sharpe 1.39 \| Sortino 3.02 \| Calmar 1.0 Vol 1% \| MDD -1.7% Months 181M (89%)	CAGR -0.4% \| Win 50% Sharpe -0.13 \| Sortino -0.24 \| Calmar -0.1 Vol 3% \| MDD -4.0% Months 22M (11%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 2.7% \| Win 72% Sharpe 1.93 \| Sortino 4.63 \| Calmar 3.8 Vol 1% \| MDD -0.7% Months 75M (37%)	CAGR 0.2% \| Win 55% Sharpe 0.19 \| Sortino 0.21 \| Calmar 0.1 Vol 1% \| MDD -3.7% Months 84M (41%)	CAGR 1.4% \| Win 63% Sharpe 1.09 \| Sortino 1.70 \| Calmar 0.4 Vol 1% \| MDD -3.7% Months 159M (78%)
MACD neg	CAGR 3.6% \| Win 62% Sharpe 1.67 \| Sortino 5.36 \| Calmar 7.4 Vol 2% \| MDD -0.5% Months 8M (4%)	CAGR 1.1% \| Win 64% Sharpe 0.65 \| Sortino 0.91 \| Calmar 0.5 Vol 2% \| MDD -2.3% Months 36M (18%)	CAGR 1.6% \| Win 64% Sharpe 0.86 \| Sortino 1.36 \| Calmar 0.7 Vol 2% \| MDD -2.3% Months 44M (22%)
MACDhist only	CAGR 2.8% \| Win 71% Sharpe 1.89 \| Sortino 4.69 \| Calmar 3.2 Vol 2% \| MDD -0.9% Months 83M (41%)	CAGR 0.5% \| Win 57% Sharpe 0.38 \| Sortino 0.46 \| Calmar 0.1 Vol 1% \| MDD -5.3% Months 120M (59%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 2.1% \| Win 66% Sharpe 1.61 \| Sortino 3.68 \| Calmar 2.0 Vol 1% \| MDD -1.1% Months 93M (46%)	CAGR 0.4% \| Win 59% Sharpe 0.33 \| Sortino 0.36 \| Calmar 0.1 Vol 1% \| MDD -3.9% Months 66M (32%)	CAGR 1.4% \| Win 63% Sharpe 1.09 \| Sortino 1.70 \| Calmar 0.4 Vol 1% \| MDD -3.7% Months 159M (78%)
MACD neg	CAGR 2.4% \| Win 63% Sharpe 1.32 \| Sortino 2.98 \| Calmar 2.7 Vol 2% \| MDD -0.9% Months 27M (13%)	CAGR 0.3% \| Win 65% Sharpe 0.19 \| Sortino 0.26 \| Calmar 0.2 Vol 2% \| MDD -2.3% Months 17M (8%)	CAGR 1.6% \| Win 64% Sharpe 0.86 \| Sortino 1.36 \| Calmar 0.7 Vol 2% \| MDD -2.3% Months 44M (22%)
RSIhist only	CAGR 2.1% \| Win 65% Sharpe 1.52 \| Sortino 3.40 \| Calmar 2.0 Vol 1% \| MDD -1.1% Months 120M (59%)	CAGR 0.4% \| Win 60% Sharpe 0.28 \| Sortino 0.31 \| Calmar 0.1 Vol 1% \| MDD -5.5% Months 83M (41%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 1.6% \| Win 65% Sharpe 1.40 \| Sortino 3.20 \| Calmar 1.9 Vol 1% \| MDD -0.8% Months 149M (73%)	CAGR -2.3% \| Win 30% Sharpe -1.12 \| Sortino -1.34 \| Calmar -0.7 Vol 2% \| MDD -3.1% Months 10M (5%)	CAGR 1.4% \| Win 63% Sharpe 1.09 \| Sortino 1.70 \| Calmar 0.4 Vol 1% \| MDD -3.7% Months 159M (78%)
MACD neg	CAGR 2.2% \| Win 69% Sharpe 1.60 \| Sortino 2.85 \| Calmar 4.3 Vol 1% \| MDD -0.5% Months 32M (16%)	CAGR 0.0% \| Win 50% Sharpe 0.03 \| Sortino 0.07 \| Calmar 0.0 Vol 3% \| MDD -2.1% Months 12M (6%)	CAGR 1.6% \| Win 64% Sharpe 0.86 \| Sortino 1.36 \| Calmar 0.7 Vol 2% \| MDD -2.3% Months 44M (22%)
LWTI only	CAGR 1.7% \| Win 66% Sharpe 1.44 \| Sortino 3.10 \| Calmar 1.5 Vol 1% \| MDD -1.2% Months 181M (89%)	CAGR -1.0% \| Win 41% Sharpe -0.41 \| Sortino -0.67 \| Calmar -0.2 Vol 2% \| MDD -4.8% Months 22M (11%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 2.8% \| Win 71% Sharpe 1.93 \| Sortino 4.94 \| Calmar 4.0 Vol 2% \| MDD -0.7% Months 80M (39%)	CAGR 0.7% \| Win 59% Sharpe 0.87 \| Sortino 1.37 \| Calmar 0.4 Vol 1% \| MDD -1.6% Months 101M (50%)	CAGR 1.6% \| Win 65% Sharpe 1.39 \| Sortino 3.02 \| Calmar 1.0 Vol 1% \| MDD -1.7% Months 181M (89%)
RSI neg	CAGR 1.1% \| Win 67% Sharpe 0.65 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 3M (2%)	CAGR -0.6% \| Win 47% Sharpe -0.21 \| Sortino -0.39 \| Calmar -0.2 Vol 3% \| MDD -4.0% Months 19M (9%)	CAGR -0.4% \| Win 50% Sharpe -0.13 \| Sortino -0.24 \| Calmar -0.1 Vol 3% \| MDD -4.0% Months 22M (11%)
MACDhist only	CAGR 2.8% \| Win 71% Sharpe 1.89 \| Sortino 4.69 \| Calmar 3.2 Vol 2% \| MDD -0.9% Months 83M (41%)	CAGR 0.5% \| Win 57% Sharpe 0.38 \| Sortino 0.46 \| Calmar 0.1 Vol 1% \| MDD -5.3% Months 120M (59%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.0% \| Win 65% Sharpe 1.58 \| Sortino 3.84 \| Calmar 1.9 Vol 1% \| MDD -1.1% Months 114M (56%)	CAGR 0.9% \| Win 64% Sharpe 1.02 \| Sortino 1.64 \| Calmar 0.4 Vol 1% \| MDD -2.1% Months 67M (33%)	CAGR 1.6% \| Win 65% Sharpe 1.39 \| Sortino 3.02 \| Calmar 1.0 Vol 1% \| MDD -1.7% Months 181M (89%)
RSI neg	CAGR 4.0% \| Win 67% Sharpe 1.29 \| Sortino 5.93 \| Calmar 5.3 Vol 3% \| MDD -0.7% Months 6M (3%)	CAGR -1.9% \| Win 44% Sharpe -0.84 \| Sortino -1.25 \| Calmar -0.5 Vol 2% \| MDD -4.0% Months 16M (8%)	CAGR -0.4% \| Win 50% Sharpe -0.13 \| Sortino -0.24 \| Calmar -0.1 Vol 3% \| MDD -4.0% Months 22M (11%)
RSIhist only	CAGR 2.1% \| Win 65% Sharpe 1.52 \| Sortino 3.40 \| Calmar 2.0 Vol 1% \| MDD -1.1% Months 120M (59%)	CAGR 0.4% \| Win 60% Sharpe 0.28 \| Sortino 0.31 \| Calmar 0.1 Vol 1% \| MDD -5.5% Months 83M (41%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 1.7% \| Win 66% Sharpe 1.51 \| Sortino 3.63 \| Calmar 1.8 Vol 1% \| MDD -0.9% Months 174M (86%)	CAGR -1.2% \| Win 29% Sharpe -0.97 \| Sortino -1.19 \| Calmar -1.2 Vol 1% \| MDD -1.0% Months 7M (3%)	CAGR 1.6% \| Win 65% Sharpe 1.39 \| Sortino 3.02 \| Calmar 1.0 Vol 1% \| MDD -1.7% Months 181M (89%)
RSI neg	CAGR 0.8% \| Win 57% Sharpe 0.46 \| Sortino 0.71 \| Calmar 1.7 Vol 2% \| MDD -0.5% Months 7M (3%)	CAGR -0.9% \| Win 47% Sharpe -0.31 \| Sortino -0.62 \| Calmar -0.2 Vol 3% \| MDD -4.0% Months 15M (7%)	CAGR -0.4% \| Win 50% Sharpe -0.13 \| Sortino -0.24 \| Calmar -0.1 Vol 3% \| MDD -4.0% Months 22M (11%)
LWTI only	CAGR 1.7% \| Win 66% Sharpe 1.44 \| Sortino 3.10 \| Calmar 1.5 Vol 1% \| MDD -1.2% Months 181M (89%)	CAGR -1.0% \| Win 41% Sharpe -0.41 \| Sortino -0.67 \| Calmar -0.2 Vol 2% \| MDD -4.8% Months 22M (11%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 3.0% \| Win 71% Sharpe 2.00 \| Sortino 5.08 \| Calmar 3.5 Vol 2% \| MDD -0.9% Months 72M (36%)	CAGR 1.1% \| Win 73% Sharpe 1.03 \| Sortino 1.72 \| Calmar 2.0 Vol 1% \| MDD -0.6% Months 11M (5%)	CAGR 2.8% \| Win 71% Sharpe 1.89 \| Sortino 4.69 \| Calmar 3.2 Vol 2% \| MDD -0.9% Months 83M (41%)
MACDhist neg	CAGR 0.8% \| Win 56% Sharpe 0.70 \| Sortino 1.27 \| Calmar 1.1 Vol 1% \| MDD -0.7% Months 48M (24%)	CAGR 0.2% \| Win 58% Sharpe 0.19 \| Sortino 0.21 \| Calmar 0.0 Vol 1% \| MDD -5.5% Months 72M (36%)	CAGR 0.5% \| Win 57% Sharpe 0.38 \| Sortino 0.46 \| Calmar 0.1 Vol 1% \| MDD -5.3% Months 120M (59%)
RSIhist only	CAGR 2.1% \| Win 65% Sharpe 1.52 \| Sortino 3.40 \| Calmar 2.0 Vol 1% \| MDD -1.1% Months 120M (59%)	CAGR 0.4% \| Win 60% Sharpe 0.28 \| Sortino 0.31 \| Calmar 0.1 Vol 1% \| MDD -5.5% Months 83M (41%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 2.9% \| Win 72% Sharpe 1.97 \| Sortino 4.84 \| Calmar 4.1 Vol 1% \| MDD -0.7% Months 82M (40%)	CAGR -4.6% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 2.8% \| Win 71% Sharpe 1.89 \| Sortino 4.69 \| Calmar 3.2 Vol 2% \| MDD -0.9% Months 83M (41%)
MACDhist neg	CAGR 0.8% \| Win 61% Sharpe 0.93 \| Sortino 1.51 \| Calmar 0.7 Vol 1% \| MDD -1.1% Months 99M (49%)	CAGR -0.9% \| Win 43% Sharpe -0.33 \| Sortino -0.54 \| Calmar -0.2 Vol 2% \| MDD -4.8% Months 21M (10%)	CAGR 0.5% \| Win 57% Sharpe 0.38 \| Sortino 0.46 \| Calmar 0.1 Vol 1% \| MDD -5.3% Months 120M (59%)
LWTI only	CAGR 1.7% \| Win 66% Sharpe 1.44 \| Sortino 3.10 \| Calmar 1.5 Vol 1% \| MDD -1.2% Months 181M (89%)	CAGR -1.0% \| Win 41% Sharpe -0.41 \| Sortino -0.67 \| Calmar -0.2 Vol 2% \| MDD -4.8% Months 22M (11%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 2.1% \| Win 67% Sharpe 1.63 \| Sortino 3.83 \| Calmar 2.0 Vol 1% \| MDD -1.1% Months 111M (55%)	CAGR 2.2% \| Win 44% Sharpe 0.92 \| Sortino 2.10 \| Calmar 3.0 Vol 2% \| MDD -0.7% Months 9M (4%)	CAGR 2.1% \| Win 65% Sharpe 1.52 \| Sortino 3.40 \| Calmar 2.0 Vol 1% \| MDD -1.1% Months 120M (59%)
RSIhist neg	CAGR 1.0% \| Win 64% Sharpe 1.12 \| Sortino 1.87 \| Calmar 0.8 Vol 1% \| MDD -1.3% Months 70M (34%)	CAGR -3.2% \| Win 38% Sharpe -1.40 \| Sortino -2.26 \| Calmar -0.7 Vol 2% \| MDD -4.7% Months 13M (6%)	CAGR 0.4% \| Win 60% Sharpe 0.28 \| Sortino 0.31 \| Calmar 0.1 Vol 1% \| MDD -5.5% Months 83M (41%)
LWTI only	CAGR 1.7% \| Win 66% Sharpe 1.44 \| Sortino 3.10 \| Calmar 1.5 Vol 1% \| MDD -1.2% Months 181M (89%)	CAGR -1.0% \| Win 41% Sharpe -0.41 \| Sortino -0.67 \| Calmar -0.2 Vol 2% \| MDD -4.8% Months 22M (11%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 2.0% \| Win 66% Sharpe 1.53 \| Sortino 3.53 \| Calmar 2.1 Vol 1% \| MDD -1.0% Months 113M (56%)	CAGR 1.3% \| Win 66% Sharpe 1.40 \| Sortino 3.05 \| Calmar 2.5 Vol 1% \| MDD -0.5% Months 41M (20%)	CAGR 1.8% \| Win 66% Sharpe 1.49 \| Sortino 3.39 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 154M (76%)
MRmean neg	CAGR -8.6% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 0.4% \| Win 54% Sharpe 0.22 \| Sortino 0.29 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 48M (24%)	CAGR 0.2% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 2% \| MDD -5.3% Months 49M (24%)
SLmean only	CAGR 1.9% \| Win 66% Sharpe 1.43 \| Sortino 2.96 \| Calmar 1.4 Vol 1% \| MDD -1.4% Months 114M (56%)	CAGR 0.8% \| Win 60% Sharpe 0.55 \| Sortino 0.70 \| Calmar 0.1 Vol 2% \| MDD -5.3% Months 89M (44%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 1.8% \| Win 67% Sharpe 1.51 \| Sortino 3.42 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 151M (74%)	CAGR -0.1% \| Win 33% Sharpe -0.43 \| Sortino -0.70 \| Calmar -7.1 Vol 0% \| MDD -0.0% Months 3M (2%)	CAGR 1.8% \| Win 66% Sharpe 1.49 \| Sortino 3.39 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 154M (76%)
MRmean neg	CAGR -0.4% \| Win 46% Sharpe -0.16 \| Sortino -0.23 \| Calmar -0.1 Vol 2% \| MDD -5.0% Months 33M (16%)	CAGR 1.3% \| Win 69% Sharpe 1.04 \| Sortino 1.52 \| Calmar 3.1 Vol 1% \| MDD -0.4% Months 16M (8%)	CAGR 0.2% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 2% \| MDD -5.3% Months 49M (24%)
RSmean only	CAGR 1.4% \| Win 63% Sharpe 1.02 \| Sortino 1.54 \| Calmar 0.3 Vol 1% \| MDD -5.1% Months 184M (91%)	CAGR 1.1% \| Win 63% Sharpe 0.93 \| Sortino 1.32 \| Calmar 2.4 Vol 1% \| MDD -0.4% Months 19M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 1.8% \| Win 67% Sharpe 1.50 \| Sortino 3.35 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 133M (66%)	CAGR 2.0% \| Win 62% Sharpe 1.41 \| Sortino 3.48 \| Calmar 2.3 Vol 1% \| MDD -0.9% Months 21M (10%)	CAGR 1.8% \| Win 66% Sharpe 1.49 \| Sortino 3.39 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 154M (76%)
MRmean neg	CAGR -0.7% \| Win 42% Sharpe -0.49 \| Sortino -0.55 \| Calmar -0.2 Vol 1% \| MDD -3.6% Months 26M (13%)	CAGR 1.2% \| Win 65% Sharpe 0.56 \| Sortino 0.95 \| Calmar 0.5 Vol 2% \| MDD -2.5% Months 23M (11%)	CAGR 0.2% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 2% \| MDD -5.3% Months 49M (24%)
MACD only	CAGR 1.4% \| Win 63% Sharpe 1.09 \| Sortino 1.70 \| Calmar 0.4 Vol 1% \| MDD -3.7% Months 159M (78%)	CAGR 1.6% \| Win 64% Sharpe 0.86 \| Sortino 1.36 \| Calmar 0.7 Vol 2% \| MDD -2.3% Months 44M (22%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 1.8% \| Win 66% Sharpe 1.52 \| Sortino 3.55 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 152M (75%)	CAGR -0.1% \| Win 50% Sharpe -0.02 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 2M (1%)	CAGR 1.8% \| Win 66% Sharpe 1.49 \| Sortino 3.39 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 154M (76%)
MRmean neg	CAGR 0.6% \| Win 55% Sharpe 0.61 \| Sortino 0.92 \| Calmar 0.3 Vol 1% \| MDD -1.8% Months 29M (14%)	CAGR -0.4% \| Win 50% Sharpe -0.14 \| Sortino -0.25 \| Calmar -0.1 Vol 3% \| MDD -4.0% Months 20M (10%)	CAGR 0.2% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 2% \| MDD -5.3% Months 49M (24%)
RSI only	CAGR 1.6% \| Win 65% Sharpe 1.39 \| Sortino 3.02 \| Calmar 1.0 Vol 1% \| MDD -1.7% Months 181M (89%)	CAGR -0.4% \| Win 50% Sharpe -0.13 \| Sortino -0.24 \| Calmar -0.1 Vol 3% \| MDD -4.0% Months 22M (11%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 2.8% \| Win 71% Sharpe 1.87 \| Sortino 4.68 \| Calmar 3.2 Vol 2% \| MDD -0.9% Months 82M (40%)	CAGR 0.7% \| Win 61% Sharpe 1.02 \| Sortino 1.85 \| Calmar 1.2 Vol 1% \| MDD -0.6% Months 72M (36%)	CAGR 1.8% \| Win 66% Sharpe 1.49 \| Sortino 3.39 \| Calmar 2.0 Vol 1% \| MDD -0.9% Months 154M (76%)
MRmean neg	CAGR 3.6% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 0.1% \| Win 52% Sharpe 0.07 \| Sortino 0.10 \| Calmar 0.0 Vol 2% \| MDD -5.3% Months 48M (24%)	CAGR 0.2% \| Win 53% Sharpe 0.11 \| Sortino 0.15 \| Calmar 0.0 Vol 2% \| MDD -5.3% Months 49M (24%)
MACDhist only	CAGR 2.8% \| Win 71% Sharpe 1.89 \| Sortino 4.69 \| Calmar 3.2 Vol 2% \| MDD -0.9% Months 83M (41%)	CAGR 0.5% \| Win 57% Sharpe 0.38 \| Sortino 0.46 \| Calmar 0.1 Vol 1% \| MDD -5.3% Months 120M (59%)