VNM - VanEck Vietnam ETF

Signal Pair Analysis

RSIhist-LWTI

Best Pair

27.2%

Best CAGR

Total Months

-2.2%

Avg CAGR

VNM 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 VNM

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	LWTI	RSIhist	pos-neg	34	16.5	27.2	58.8	1.4	2.2	1.5	19.2	-18.3
pair	RSIhist	LWTI	pos-neg	34	16.5	27.2	58.8	1.4	2.2	1.5	19.2	-18.3
pair	RSI	MRmean	pos-neg	29	14.1	22.9	62.1	1.0	1.3	1.4	24.0	-16.4
pair	MRmean	RSI	pos-neg	29	14.1	22.9	62.1	1.0	1.3	1.4	24.0	-16.4
pair	SLmean	RSI	pos-neg	40	19.4	21.9	57.5	1.0	1.5	1.3	22.3	-16.4
pair	RSI	SLmean	pos-neg	40	19.4	21.9	57.5	1.0	1.5	1.3	22.3	-16.4
pair	MRmean	LWTI	pos-neg	23	11.2	20.6	52.2	1.0	1.6	0.9	21.0	-22.3
pair	LWTI	MRmean	pos-neg	23	11.2	20.6	52.2	1.0	1.6	0.9	21.0	-22.3
pair	RSI	RSIhist	neg-pos	40	19.4	20.5	57.5	0.9	1.4	1.1	22.5	-18.3
pair	RSIhist	RSI	neg-pos	40	19.4	20.5	57.5	0.9	1.4	1.1	22.5	-18.3
pair	MRmean	RSIhist	neg-pos	16	7.8	19.8	62.5	1.2	2.3	2.9	16.0	-6.8
pair	RSIhist	MRmean	neg-pos	16	7.8	19.8	62.5	1.2	2.3	2.9	16.0	-6.8
pair	LWTI	MACD	pos-neg	8	3.9	18.9	62.5	1.5	4.5	4.8	11.8	-4.0
pair	MACD	LWTI	pos-neg	8	3.9	18.9	62.5	1.5	4.5	4.8	11.8	-4.0
pair	SLmean	LWTI	pos-neg	36	17.5	15.6	52.8	0.8	1.2	0.6	21.1	-27.3
pair	LWTI	SLmean	pos-neg	36	17.5	15.6	52.8	0.8	1.2	0.6	21.1	-27.3
pair	RSIhist	MACDhist	neg-pos	25	12.1	14.9	48.0	0.7	0.9	0.8	23.3	-17.5
pair	MACDhist	RSIhist	neg-pos	25	12.1	14.9	48.0	0.7	0.9	0.8	23.3	-17.5
pair	MACD	RSIhist	neg-pos	61	29.6	13.4	55.7	0.6	0.9	0.4	25.3	-31.4
pair	RSIhist	MACD	neg-pos	61	29.6	13.4	55.7	0.6	0.9	0.4	25.3	-31.4
pair	MRmean	MACD	pos-neg	48	23.3	13.2	56.2	0.6	0.9	0.5	27.2	-25.3
pair	MACD	MRmean	pos-neg	48	23.3	13.2	56.2	0.6	0.9	0.5	27.2	-25.3
pair	RSIhist	SLmean	pos-pos	88	42.7	12.4	55.7	0.6	1.0	0.6	22.7	-20.2
pair	SLmean	RSIhist	pos-pos	88	42.7	12.4	55.7	0.6	1.0	0.6	22.7	-20.2
pair	RSI	MACD	pos-neg	14	6.8	12.2	71.4	0.7	1.5	0.8	19.2	-15.5
pair	MACD	RSI	pos-neg	14	6.8	12.2	71.4	0.7	1.5	0.8	19.2	-15.5
pair	MACD	SLmean	pos-neg	59	28.6	11.8	54.2	0.6	0.8	0.6	25.4	-20.2
pair	SLmean	MACD	pos-neg	59	28.6	11.8	54.2	0.6	0.8	0.6	25.4	-20.2
pair	LWTI	MACDhist	neg-neg	56	27.2	11.5	55.4	0.5	0.8	0.4	26.5	-30.1
pair	MACDhist	LWTI	neg-neg	56	27.2	11.5	55.4	0.5	0.8	0.4	26.5	-30.1
pair	RSmean	RSIhist	pos-pos	96	46.6	11.3	55.2	0.6	0.9	0.4	23.0	-29.0
pair	RSIhist	RSmean	pos-pos	96	46.6	11.3	55.2	0.6	0.9	0.4	23.0	-29.0
pair	LWTI	RSI	neg-neg	62	30.1	10.9	56.5	0.5	0.8	0.3	26.0	-34.8
pair	RSI	LWTI	neg-neg	62	30.1	10.9	56.5	0.5	0.8	0.3	26.0	-34.8
pair	RSmean	LWTI	pos-neg	70	34.0	10.8	54.3	0.5	0.8	0.3	24.9	-35.0
pair	LWTI	RSmean	pos-neg	70	34.0	10.8	54.3	0.5	0.8	0.3	24.9	-35.0
single	LWTI	LWTI	neg-neg	71	34.5	10.7	54.9	0.5	0.8	0.3	24.7	-34.8
single	RSIhist	RSIhist	pos-pos	97	47.1	10.6	54.6	0.6	0.9	0.3	23.0	-31.4
pair	MACD	LWTI	neg-neg	63	30.6	9.7	54.0	0.5	0.8	0.3	26.0	-34.8
pair	LWTI	MACD	neg-neg	63	30.6	9.7	54.0	0.5	0.8	0.3	26.0	-34.8
pair	MRmean	MACDhist	pos-pos	79	38.3	9.3	55.7	0.5	0.9	0.3	22.6	-33.2
pair	MACDhist	MRmean	pos-pos	79	38.3	9.3	55.7	0.5	0.9	0.3	22.6	-33.2
pair	MACDhist	RSIhist	pos-pos	72	35.0	9.2	56.9	0.5	0.9	0.2	23.0	-37.3
pair	RSIhist	MACDhist	pos-pos	72	35.0	9.2	56.9	0.5	0.9	0.2	23.0	-37.3
pair	SLmean	MACDhist	pos-pos	71	34.5	8.9	56.3	0.5	0.9	0.4	21.9	-24.0
pair	MACDhist	SLmean	pos-pos	71	34.5	8.9	56.3	0.5	0.9	0.4	21.9	-24.0
pair	RSIhist	MRmean	pos-pos	81	39.3	8.9	53.1	0.5	0.7	0.3	24.2	-27.8
pair	MRmean	RSIhist	pos-pos	81	39.3	8.9	53.1	0.5	0.7	0.3	24.2	-27.8
pair	RSI	LWTI	pos-neg	9	4.4	8.8	44.4	0.7	3.0	1.6	13.7	-5.6
pair	LWTI	RSI	pos-neg	9	4.4	8.8	44.4	0.7	3.0	1.6	13.7	-5.6
pair	MACD	MACDhist	neg-pos	55	26.7	8.1	54.5	0.4	0.8	0.3	23.8	-25.7
pair	MACDhist	MACD	neg-pos	55	26.7	8.1	54.5	0.4	0.8	0.3	23.8	-25.7
pair	MACDhist	LWTI	pos-neg	15	7.3	7.7	53.3	0.5	1.2	0.5	17.5	-15.3
pair	LWTI	MACDhist	pos-neg	15	7.3	7.7	53.3	0.5	1.2	0.5	17.5	-15.3
pair	MACDhist	RSI	neg-pos	39	18.9	7.5	53.8	0.4	0.8	0.5	21.5	-16.1
pair	RSI	MACDhist	neg-pos	39	18.9	7.5	53.8	0.4	0.8	0.5	21.5	-16.1
pair	RSmean	MACDhist	pos-pos	101	49.0	6.7	55.4	0.4	0.7	0.2	21.7	-31.8
pair	MACDhist	RSmean	pos-pos	101	49.0	6.7	55.4	0.4	0.7	0.2	21.7	-31.8
pair	LWTI	MRmean	neg-neg	48	23.3	6.2	56.2	0.4	0.6	0.2	26.5	-25.9
pair	MRmean	LWTI	neg-neg	48	23.3	6.2	56.2	0.4	0.6	0.2	26.5	-25.9
pair	RSIhist	MACD	pos-pos	36	17.5	6.2	52.8	0.4	0.8	0.5	18.7	-13.8
pair	MACD	RSIhist	pos-pos	36	17.5	6.2	52.8	0.4	0.8	0.5	18.7	-13.8
pair	MRmean	RSmean	pos-pos	95	46.1	5.8	52.6	0.4	0.6	0.2	23.6	-31.1
pair	RSmean	MRmean	pos-pos	95	46.1	5.8	52.6	0.4	0.6	0.2	23.6	-31.1
pair	LWTI	SLmean	neg-neg	35	17.0	5.8	57.1	0.3	0.6	0.2	28.3	-23.8
pair	SLmean	LWTI	neg-neg	35	17.0	5.8	57.1	0.3	0.6	0.2	28.3	-23.8
single	MACDhist	MACDhist	pos-pos	104	50.5	5.7	53.8	0.4	0.7	0.2	21.4	-31.8
pair	MACDhist	LWTI	pos-pos	89	43.2	5.4	53.9	0.3	0.6	0.2	22.1	-32.3
pair	LWTI	MACDhist	pos-pos	89	43.2	5.4	53.9	0.3	0.6	0.2	22.1	-32.3
pair	MRmean	SLmean	pos-pos	82	39.8	5.3	51.2	0.3	0.5	0.2	23.5	-27.3
pair	SLmean	MRmean	pos-pos	82	39.8	5.3	51.2	0.3	0.5	0.2	23.5	-27.3
single	MRmean	MRmean	pos-pos	98	47.6	5.2	52.0	0.3	0.5	0.2	23.2	-30.3
pair	RSI	MACDhist	pos-pos	65	31.6	4.7	53.8	0.3	0.6	0.2	21.5	-27.8
pair	MACDhist	RSI	pos-pos	65	31.6	4.7	53.8	0.3	0.6	0.2	21.5	-27.8
pair	MRmean	SLmean	pos-neg	16	7.8	4.7	56.2	0.3	0.4	0.2	22.6	-20.6
pair	SLmean	MRmean	pos-neg	16	7.8	4.7	56.2	0.3	0.4	0.2	22.6	-20.6
pair	RSmean	RSI	pos-neg	107	51.9	4.6	55.1	0.3	0.4	0.1	26.3	-38.5
pair	RSI	RSmean	pos-neg	107	51.9	4.6	55.1	0.3	0.4	0.1	26.3	-38.5
pair	RSIhist	RSI	pos-pos	57	27.7	4.2	52.6	0.3	0.5	0.1	23.3	-28.0
pair	RSI	RSIhist	pos-pos	57	27.7	4.2	52.6	0.3	0.5	0.1	23.3	-28.0
pair	SLmean	RSmean	pos-pos	102	49.5	3.9	52.0	0.3	0.4	0.1	23.6	-32.5
pair	RSmean	SLmean	pos-pos	102	49.5	3.9	52.0	0.3	0.4	0.1	23.6	-32.5
single	SLmean	SLmean	pos-pos	103	50.0	3.7	51.5	0.3	0.4	0.1	23.5	-32.5
pair	RSmean	LWTI	neg-neg	1	0.5	3.5	100.0	0.0	0.0	0.0	-	0.0
pair	LWTI	RSmean	neg-neg	1	0.5	3.5	100.0	0.0	0.0	0.0	-	0.0
single	RSI	RSI	neg-neg	123	59.7	3.4	56.1	0.3	0.4	0.1	25.0	-39.6
pair	MACD	RSmean	pos-neg	115	55.8	3.1	53.0	0.2	0.4	0.1	27.6	-48.5
pair	RSmean	MACD	pos-neg	115	55.8	3.1	53.0	0.2	0.4	0.1	27.6	-48.5
pair	MACDhist	MACD	pos-pos	49	23.8	3.1	53.1	0.3	0.5	0.1	18.5	-22.4
pair	MACD	MACDhist	pos-pos	49	23.8	3.1	53.1	0.3	0.5	0.1	18.5	-22.4
pair	RSIhist	LWTI	pos-pos	63	30.6	2.6	52.4	0.2	0.4	0.1	24.6	-37.8
pair	LWTI	RSIhist	pos-pos	63	30.6	2.6	52.4	0.2	0.4	0.1	24.6	-37.8
pair	MACD	RSI	neg-neg	109	52.9	2.3	54.1	0.2	0.3	0.1	25.7	-40.4
pair	RSI	MACD	neg-neg	109	52.9	2.3	54.1	0.2	0.3	0.1	25.7	-40.4
pair	MACDhist	RSI	neg-neg	84	40.8	1.6	57.1	0.2	0.3	0.0	26.6	-39.6
pair	RSI	MACDhist	neg-neg	84	40.8	1.6	57.1	0.2	0.3	0.0	26.6	-39.6
single	MACD	MACD	neg-neg	132	64.1	0.9	53.0	0.2	0.2	0.0	26.4	-49.3
pair	LWTI	MRmean	pos-pos	75	36.4	0.8	52.0	0.1	0.2	0.0	23.9	-36.3
pair	MRmean	LWTI	pos-pos	75	36.4	0.8	52.0	0.1	0.2	0.0	23.9	-36.3
single	RSmean	RSmean	pos-pos	187	90.8	-0.2	51.3	0.1	0.2	-0.0	24.8	-56.8
pair	MACDhist	SLmean	neg-pos	33	16.0	-0.8	48.5	0.1	0.1	-0.0	20.6	-34.1
pair	SLmean	MACDhist	neg-pos	33	16.0	-0.8	48.5	0.1	0.1	-0.0	20.6	-34.1
pair	MACD	RSmean	neg-pos	2	1.0	-0.9	50.0	-0.1	0.0	-0.8	5.7	-1.2
pair	RSmean	MACD	neg-pos	2	1.0	-0.9	50.0	-0.1	0.0	-0.8	5.7	-1.2
pair	benchmark___benchmark_		benchmark-benchmark	206	100.0	-1.3	51.5	0.1	0.1	-0.0	24.1	-56.9
pair		benchmark___benchmark_	benchmark-benchmark	206	100.0	-1.3	51.5	0.1	0.1	-0.0	24.1	-56.9
pair	MRmean	RSI	pos-pos	69	33.5	-1.5	47.8	0.1	0.1	-0.0	22.8	-34.3
pair	RSI	MRmean	pos-pos	69	33.5	-1.5	47.8	0.1	0.1	-0.0	22.8	-34.3
pair	MACDhist	RSIhist	pos-neg	32	15.5	-1.7	46.9	-0.0	-0.0	-0.1	17.4	-23.9
pair	RSIhist	MACDhist	pos-neg	32	15.5	-1.7	46.9	-0.0	-0.0	-0.1	17.4	-23.9
pair	MRmean	RSI	neg-neg	94	45.6	-1.9	54.3	0.1	0.1	-0.0	25.3	-42.8
pair	RSI	MRmean	neg-neg	94	45.6	-1.9	54.3	0.1	0.1	-0.0	25.3	-42.8
pair	MRmean	MACD	pos-pos	50	24.3	-2.0	48.0	-0.0	-0.0	-0.1	18.7	-30.3
pair	MACD	MRmean	pos-pos	50	24.3	-2.0	48.0	-0.0	-0.0	-0.1	18.7	-30.3
pair	SLmean	LWTI	pos-pos	67	32.5	-2.2	50.7	0.0	0.1	-0.1	24.6	-24.9
pair	LWTI	SLmean	pos-pos	67	32.5	-2.2	50.7	0.0	0.1	-0.1	24.6	-24.9
pair	SLmean	MRmean	neg-pos	21	10.2	-2.3	52.4	0.0	0.0	-0.1	23.8	-22.6
pair	MRmean	SLmean	neg-pos	21	10.2	-2.3	52.4	0.0	0.0	-0.1	23.8	-22.6
pair	RSIhist	LWTI	neg-neg	37	18.0	-2.6	51.4	0.1	0.1	-0.1	28.7	-25.9
pair	LWTI	RSIhist	neg-neg	37	18.0	-2.6	51.4	0.1	0.1	-0.1	28.7	-25.9
pair	MACD	SLmean	neg-pos	30	14.6	-3.4	50.0	-0.1	-0.2	-0.1	17.5	-27.2
pair	SLmean	MACD	neg-pos	30	14.6	-3.4	50.0	-0.1	-0.2	-0.1	17.5	-27.2
pair	LWTI	RSI	neg-pos	61	29.6	-3.7	55.7	-0.0	-0.0	-0.1	24.0	-49.6
pair	RSI	LWTI	neg-pos	61	29.6	-3.7	55.7	-0.0	-0.0	-0.1	24.0	-49.6
pair	MACDhist	MACD	neg-neg	77	37.4	-3.9	51.9	0.0	0.0	-0.1	28.2	-53.2
pair	MACD	MACDhist	neg-neg	77	37.4	-3.9	51.9	0.0	0.0	-0.1	28.2	-53.2
pair	RSI	RSIhist	neg-neg	83	40.3	-3.9	55.4	-0.0	-0.0	-0.1	26.0	-48.4
pair	RSIhist	RSI	neg-neg	83	40.3	-3.9	55.4	-0.0	-0.0	-0.1	26.0	-48.4
pair	RSI	RSmean	neg-neg	16	7.8	-4.2	62.5	-0.3	-0.4	-0.3	13.4	-15.2
pair	RSmean	RSI	neg-neg	16	7.8	-4.2	62.5	-0.3	-0.4	-0.3	13.4	-15.2
pair	RSI	SLmean	neg-neg	83	40.3	-4.5	55.4	-0.0	-0.1	-0.1	26.1	-53.1
pair	SLmean	RSI	neg-neg	83	40.3	-4.5	55.4	-0.0	-0.1	-0.1	26.1	-53.1
pair	SLmean	RSmean	neg-pos	85	41.3	-4.8	50.6	-0.1	-0.1	-0.1	26.3	-59.9
pair	RSmean	SLmean	neg-pos	85	41.3	-4.8	50.6	-0.1	-0.1	-0.1	26.3	-59.9
pair	SLmean	RSIhist	neg-pos	9	4.4	-4.9	44.4	-0.1	-0.1	-0.2	26.8	-19.2
pair	RSIhist	SLmean	neg-pos	9	4.4	-4.9	44.4	-0.1	-0.1	-0.2	26.8	-19.2
pair	MACDhist	MRmean	neg-pos	25	12.1	-4.9	48.0	-0.2	-0.5	-0.2	16.9	-24.8
pair	MRmean	MACDhist	neg-pos	25	12.1	-4.9	48.0	-0.2	-0.5	-0.2	16.9	-24.8
single	MACD	MACD	pos-pos	74	35.9	-5.1	48.6	-0.2	-0.3	-0.1	19.3	-38.1
pair	RSmean	MACD	pos-pos	72	35.0	-5.2	48.6	-0.2	-0.3	-0.1	19.5	-38.7
pair	MACD	RSmean	pos-pos	72	35.0	-5.2	48.6	-0.2	-0.3	-0.1	19.5	-38.7
pair	MRmean	MACD	neg-neg	84	40.8	-5.4	51.2	-0.1	-0.1	-0.1	25.9	-55.8
pair	MACD	MRmean	neg-neg	84	40.8	-5.4	51.2	-0.1	-0.1	-0.1	25.9	-55.8
pair	MACD	RSI	neg-pos	23	11.2	-5.5	47.8	-0.0	-0.1	-0.2	30.0	-29.1
pair	RSI	MACD	neg-pos	23	11.2	-5.5	47.8	-0.0	-0.1	-0.2	30.0	-29.1
single	SLmean	SLmean	neg-neg	103	50.0	-6.0	51.5	-0.1	-0.2	-0.1	24.7	-65.0
pair	MRmean	RSmean	neg-pos	92	44.7	-6.0	50.0	-0.1	-0.2	-0.1	26.1	-55.4
pair	RSmean	MRmean	neg-pos	92	44.7	-6.0	50.0	-0.1	-0.2	-0.1	26.1	-55.4
pair	SLmean	RSIhist	neg-neg	94	45.6	-6.1	52.1	-0.1	-0.2	-0.1	24.6	-65.5
pair	RSIhist	SLmean	neg-neg	94	45.6	-6.1	52.1	-0.1	-0.2	-0.1	24.6	-65.5
pair	RSmean	LWTI	pos-pos	117	56.8	-6.2	49.6	-0.1	-0.2	-0.1	24.7	-66.2
pair	LWTI	RSmean	pos-pos	117	56.8	-6.2	49.6	-0.1	-0.2	-0.1	24.7	-66.2
pair	RSmean	RSI	pos-pos	80	38.8	-6.2	46.2	-0.2	-0.3	-0.1	22.6	-52.6
pair	RSI	RSmean	pos-pos	80	38.8	-6.2	46.2	-0.2	-0.3	-0.1	22.6	-52.6
pair	MACD	SLmean	pos-pos	44	21.4	-6.3	47.7	-0.2	-0.3	-0.2	20.5	-28.9
pair	SLmean	MACD	pos-pos	44	21.4	-6.3	47.7	-0.2	-0.3	-0.2	20.5	-28.9
pair	MACD	LWTI	neg-pos	69	33.5	-6.4	52.2	-0.1	-0.1	-0.1	26.8	-48.4
pair	LWTI	MACD	neg-pos	69	33.5	-6.4	52.2	-0.1	-0.1	-0.1	26.8	-48.4
pair	SLmean	RSI	pos-pos	63	30.6	-6.5	47.6	-0.2	-0.2	-0.2	23.9	-41.1
pair	RSI	SLmean	pos-pos	63	30.6	-6.5	47.6	-0.2	-0.2	-0.2	23.9	-41.1
single	MRmean	MRmean	neg-neg	108	52.4	-6.8	50.9	-0.2	-0.2	-0.1	24.8	-61.5
pair	SLmean	MACD	neg-neg	73	35.4	-7.0	52.1	-0.1	-0.2	-0.1	27.2	-56.7
pair	MACD	SLmean	neg-neg	73	35.4	-7.0	52.1	-0.1	-0.2	-0.1	27.2	-56.7
single	LWTI	LWTI	pos-pos	135	65.5	-7.0	49.6	-0.2	-0.3	-0.1	23.6	-68.0
pair	SLmean	MACDhist	pos-neg	32	15.5	-7.1	40.6	-0.1	-0.2	-0.2	26.8	-41.3
pair	MACDhist	SLmean	pos-neg	32	15.5	-7.1	40.6	-0.1	-0.2	-0.2	26.8	-41.3
pair	MACDhist	MRmean	neg-neg	83	40.3	-7.3	51.8	-0.1	-0.2	-0.1	26.8	-51.2
pair	MRmean	MACDhist	neg-neg	83	40.3	-7.3	51.8	-0.1	-0.2	-0.1	26.8	-51.2
pair	MACDhist	RSmean	pos-neg	86	41.7	-7.6	46.5	-0.1	-0.2	-0.1	28.0	-64.6
pair	RSmean	MACDhist	pos-neg	86	41.7	-7.6	46.5	-0.1	-0.2	-0.1	28.0	-64.6
pair	LWTI	MACD	pos-pos	66	32.0	-7.7	47.0	-0.3	-0.5	-0.2	19.9	-43.5
pair	MACD	LWTI	pos-pos	66	32.0	-7.7	47.0	-0.3	-0.5	-0.2	19.9	-43.5
pair	MRmean	SLmean	neg-neg	87	42.2	-7.8	50.6	-0.2	-0.3	-0.1	25.1	-65.7
pair	SLmean	MRmean	neg-neg	87	42.2	-7.8	50.6	-0.2	-0.3	-0.1	25.1	-65.7
single	MACDhist	MACDhist	neg-neg	102	49.5	-7.9	49.0	-0.2	-0.2	-0.1	26.5	-64.7
single	RSI	RSI	pos-pos	83	40.3	-7.9	44.6	-0.2	-0.4	-0.1	22.6	-53.4
pair	MACDhist	SLmean	neg-neg	70	34.0	-8.3	52.9	-0.2	-0.3	-0.1	26.5	-55.2
pair	SLmean	MACDhist	neg-neg	70	34.0	-8.3	52.9	-0.2	-0.3	-0.1	26.5	-55.2
pair	MACD	RSIhist	neg-neg	71	34.5	-8.7	50.7	-0.2	-0.3	-0.1	27.2	-58.7
pair	RSIhist	MACD	neg-neg	71	34.5	-8.7	50.7	-0.2	-0.3	-0.1	27.2	-58.7
pair	RSI	MACD	pos-pos	60	29.1	-8.7	43.3	-0.4	-0.6	-0.2	19.3	-45.3
pair	MACD	RSI	pos-pos	60	29.1	-8.7	43.3	-0.4	-0.6	-0.2	19.3	-45.3
pair	RSmean	MACDhist	neg-neg	16	7.8	-9.6	62.5	-0.5	-0.6	-0.5	16.3	-19.3
pair	MACDhist	RSmean	neg-neg	16	7.8	-9.6	62.5	-0.5	-0.6	-0.5	16.3	-19.3
pair	RSI	LWTI	pos-pos	74	35.9	-9.7	44.6	-0.3	-0.5	-0.2	23.4	-55.7
pair	LWTI	RSI	pos-pos	74	35.9	-9.7	44.6	-0.3	-0.5	-0.2	23.4	-55.7
pair	RSIhist	RSmean	neg-neg	18	8.7	-10.1	55.6	-0.6	-0.7	-0.5	15.3	-19.6
pair	RSmean	RSIhist	neg-neg	18	8.7	-10.1	55.6	-0.6	-0.7	-0.5	15.3	-19.6
pair	MRmean	MACDhist	pos-neg	19	9.2	-10.5	36.8	-0.3	-0.4	-0.3	25.7	-36.9
pair	MACDhist	MRmean	pos-neg	19	9.2	-10.5	36.8	-0.3	-0.4	-0.3	25.7	-36.9
pair	MRmean	RSIhist	neg-neg	92	44.7	-10.8	48.9	-0.3	-0.5	-0.2	25.9	-68.6
pair	RSIhist	MRmean	neg-neg	92	44.7	-10.8	48.9	-0.3	-0.5	-0.2	25.9	-68.6
single	RSIhist	RSIhist	neg-neg	109	52.9	-10.8	48.6	-0.3	-0.5	-0.1	24.8	-73.7
pair	RSIhist	RSmean	pos-neg	91	44.2	-10.9	47.3	-0.3	-0.5	-0.2	26.3	-69.9
pair	RSmean	RSIhist	pos-neg	91	44.2	-10.9	47.3	-0.3	-0.5	-0.2	26.3	-69.9
pair	MRmean	RSIhist	pos-neg	17	8.3	-10.9	47.1	-0.6	-0.9	-0.5	18.0	-22.2
pair	RSIhist	MRmean	pos-neg	17	8.3	-10.9	47.1	-0.6	-0.9	-0.5	18.0	-22.2
pair	MRmean	RSmean	neg-neg	16	7.8	-11.2	56.2	-0.7	-0.8	-0.6	16.2	-19.5
pair	RSmean	MRmean	neg-neg	16	7.8	-11.2	56.2	-0.7	-0.8	-0.6	16.2	-19.5
pair	MRmean	MACD	neg-pos	24	11.7	-11.3	50.0	-0.5	-0.8	-0.5	20.7	-23.9
pair	MACD	MRmean	neg-pos	24	11.7	-11.3	50.0	-0.5	-0.8	-0.5	20.7	-23.9
pair	SLmean	LWTI	neg-pos	68	33.0	-11.5	48.5	-0.4	-0.6	-0.2	22.6	-64.0
pair	LWTI	SLmean	neg-pos	68	33.0	-11.5	48.5	-0.4	-0.6	-0.2	22.6	-64.0
pair	SLmean	RSmean	neg-neg	18	8.7	-11.5	55.6	-0.7	-0.9	-0.5	15.4	-21.4
pair	RSmean	SLmean	neg-neg	18	8.7	-11.5	55.6	-0.7	-0.9	-0.5	15.4	-21.4
single	RSmean	RSmean	neg-neg	19	9.2	-11.6	52.6	-0.7	-0.9	-0.5	15.0	-22.4
pair	RSI	SLmean	neg-pos	20	9.7	-12.1	35.0	-0.6	-1.0	-0.4	18.3	-28.5
pair	SLmean	RSI	neg-pos	20	9.7	-12.1	35.0	-0.6	-1.0	-0.4	18.3	-28.5
pair	LWTI	RSmean	neg-pos	18	8.7	-12.4	50.0	-0.8	-1.0	-0.6	15.4	-22.6
pair	RSmean	LWTI	neg-pos	18	8.7	-12.4	50.0	-0.8	-1.0	-0.6	15.4	-22.6
pair	MACD	RSmean	neg-neg	17	8.3	-12.8	52.9	-0.8	-1.0	-0.6	15.8	-22.3
pair	RSmean	MACD	neg-neg	17	8.3	-12.8	52.9	-0.8	-1.0	-0.6	15.8	-22.3
pair	MRmean	RSmean	pos-neg	3	1.5	-13.8	33.3	-1.8	-2.6	-3.0	7.9	-4.7
pair	RSmean	MRmean	pos-neg	3	1.5	-13.8	33.3	-1.8	-2.6	-3.0	7.9	-4.7
pair	SLmean	RSmean	pos-neg	1	0.5	-13.8	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	SLmean	pos-neg	1	0.5	-13.8	0.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	MACDhist	neg-neg	77	37.4	-14.3	49.4	-0.4	-0.7	-0.2	27.3	-66.6
pair	MACDhist	RSIhist	neg-neg	77	37.4	-14.3	49.4	-0.4	-0.7	-0.2	27.3	-66.6
pair	RSIhist	LWTI	neg-pos	72	35.0	-14.7	47.2	-0.6	-0.8	-0.2	22.5	-68.4
pair	LWTI	RSIhist	neg-pos	72	35.0	-14.7	47.2	-0.6	-0.8	-0.2	22.5	-68.4
pair	RSIhist	MACD	pos-neg	38	18.4	-14.7	44.7	-0.7	-1.1	-0.3	19.6	-41.6
pair	MACD	RSIhist	pos-neg	38	18.4	-14.7	44.7	-0.7	-1.1	-0.3	19.6	-41.6
pair	LWTI	MRmean	neg-pos	60	29.1	-16.0	46.7	-0.6	-0.8	-0.2	23.1	-63.3
pair	MRmean	LWTI	neg-pos	60	29.1	-16.0	46.7	-0.6	-0.8	-0.2	23.1	-63.3
pair	MACDhist	MACD	pos-neg	25	12.1	-19.4	40.0	-1.0	-1.4	-0.5	20.2	-40.5
pair	MACD	MACDhist	pos-neg	25	12.1	-19.4	40.0	-1.0	-1.4	-0.5	20.2	-40.5
pair	RSmean	MACDhist	neg-pos	3	1.5	-21.5	0.0	-5.3	-5.3	-8.7	4.5	-2.5
pair	MACDhist	RSmean	neg-pos	3	1.5	-21.5	0.0	-5.3	-5.3	-8.7	4.5	-2.5
pair	LWTI	MACDhist	neg-pos	46	22.3	-27.1	41.3	-1.1	-1.4	-0.4	25.2	-71.9
pair	MACDhist	LWTI	neg-pos	46	22.3	-27.1	41.3	-1.1	-1.4	-0.4	25.2	-71.9
pair	RSIhist	RSI	pos-neg	26	12.6	-29.7	26.9	-1.7	-2.4	-0.6	18.9	-53.0
pair	RSI	RSIhist	pos-neg	26	12.6	-29.7	26.9	-1.7	-2.4	-0.6	18.9	-53.0
pair	MRmean	RSI	neg-pos	14	6.8	-33.7	28.6	-2.0	-2.4	-0.9	19.2	-37.7
pair	RSI	MRmean	neg-pos	14	6.8	-33.7	28.6	-2.0	-2.4	-0.9	19.2	-37.7
pair	RSmean	RSIhist	neg-pos	1	0.5	-34.7	0.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	RSmean	neg-pos	1	0.5	-34.7	0.0	0.0	0.0	0.0	-	0.0
pair	RSIhist	SLmean	pos-neg	15	7.3	-35.4	26.7	-1.6	-2.6	-0.8	24.5	-46.7
pair	SLmean	RSIhist	pos-neg	15	7.3	-35.4	26.7	-1.6	-2.6	-0.8	24.5	-46.7
pair	RSI	MACDhist	pos-neg	18	8.7	-41.8	11.1	-2.3	-2.8	-0.8	22.0	-55.3
pair	MACDhist	RSI	pos-neg	18	8.7	-41.8	11.1	-2.3	-2.8	-0.8	22.0	-55.3
pair	RSI	RSmean	neg-pos	3	1.5	-42.5	0.0	-2.6	-2.6	-3.5	20.4	-12.3
pair	RSmean	RSI	neg-pos	3	1.5	-42.5	0.0	-2.6	-2.6	-3.5	20.4	-12.3

All Contingency Tables for VNM

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 5.3% \| Win 51% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.2 Vol 24% \| MDD -27.3% Months 82M (40%)	CAGR 4.7% \| Win 56% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.2 Vol 23% \| MDD -20.6% Months 16M (8%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 98M (48%)
MRmean neg	CAGR -2.3% \| Win 52% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.1 Vol 24% \| MDD -22.6% Months 21M (10%)	CAGR -7.8% \| Win 51% Sharpe -0.20 \| Sortino -0.29 \| Calmar -0.1 Vol 25% \| MDD -65.7% Months 87M (42%)	CAGR -6.8% \| Win 51% Sharpe -0.16 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 108M (52%)
SLmean only	CAGR 3.7% \| Win 52% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 24% \| MDD -32.5% Months 103M (50%)	CAGR -6.0% \| Win 52% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.1 Vol 25% \| MDD -65.0% Months 103M (50%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 5.8% \| Win 53% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.2 Vol 24% \| MDD -31.1% Months 95M (46%)	CAGR -13.8% \| Win 33% Sharpe -1.83 \| Sortino -2.62 \| Calmar -2.9 Vol 8% \| MDD -4.7% Months 3M (2%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 98M (48%)
MRmean neg	CAGR -6.0% \| Win 50% Sharpe -0.11 \| Sortino -0.16 \| Calmar -0.1 Vol 26% \| MDD -55.4% Months 92M (45%)	CAGR -11.2% \| Win 56% Sharpe -0.65 \| Sortino -0.77 \| Calmar -0.6 Vol 16% \| MDD -19.5% Months 16M (8%)	CAGR -6.8% \| Win 51% Sharpe -0.16 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 108M (52%)
RSmean only	CAGR -0.2% \| Win 51% Sharpe 0.12 \| Sortino 0.18 \| Calmar -0.0 Vol 25% \| MDD -56.8% Months 187M (91%)	CAGR -11.6% \| Win 53% Sharpe -0.74 \| Sortino -0.89 \| Calmar -0.5 Vol 15% \| MDD -22.4% Months 19M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR -2.0% \| Win 48% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.1 Vol 19% \| MDD -30.3% Months 50M (24%)	CAGR 13.2% \| Win 56% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.5 Vol 27% \| MDD -25.3% Months 48M (23%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 98M (48%)
MRmean neg	CAGR -11.3% \| Win 50% Sharpe -0.48 \| Sortino -0.75 \| Calmar -0.5 Vol 21% \| MDD -23.9% Months 24M (12%)	CAGR -5.4% \| Win 51% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 26% \| MDD -55.8% Months 84M (41%)	CAGR -6.8% \| Win 51% Sharpe -0.16 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 108M (52%)
MACD only	CAGR -5.1% \| Win 49% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 19% \| MDD -38.1% Months 74M (36%)	CAGR 0.9% \| Win 53% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 26% \| MDD -49.3% Months 132M (64%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -1.5% \| Win 48% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 23% \| MDD -34.3% Months 69M (34%)	CAGR 22.9% \| Win 62% Sharpe 0.98 \| Sortino 1.33 \| Calmar 1.4 Vol 24% \| MDD -16.4% Months 29M (14%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 98M (48%)
MRmean neg	CAGR -33.7% \| Win 29% Sharpe -2.01 \| Sortino -2.42 \| Calmar -0.9 Vol 19% \| MDD -37.7% Months 14M (7%)	CAGR -1.9% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 25% \| MDD -42.8% Months 94M (46%)	CAGR -6.8% \| Win 51% Sharpe -0.16 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 108M (52%)
RSI only	CAGR -7.9% \| Win 45% Sharpe -0.25 \| Sortino -0.39 \| Calmar -0.1 Vol 23% \| MDD -53.4% Months 83M (40%)	CAGR 3.4% \| Win 56% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 25% \| MDD -39.6% Months 123M (60%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.3% \| Win 56% Sharpe 0.51 \| Sortino 0.88 \| Calmar 0.3 Vol 23% \| MDD -33.2% Months 79M (38%)	CAGR -10.5% \| Win 37% Sharpe -0.30 \| Sortino -0.40 \| Calmar -0.3 Vol 26% \| MDD -36.9% Months 19M (9%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 98M (48%)
MRmean neg	CAGR -4.9% \| Win 48% Sharpe -0.22 \| Sortino -0.47 \| Calmar -0.2 Vol 17% \| MDD -24.8% Months 25M (12%)	CAGR -7.3% \| Win 52% Sharpe -0.15 \| Sortino -0.21 \| Calmar -0.1 Vol 27% \| MDD -51.2% Months 83M (40%)	CAGR -6.8% \| Win 51% Sharpe -0.16 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 108M (52%)
MACDhist only	CAGR 5.7% \| Win 54% Sharpe 0.36 \| Sortino 0.66 \| Calmar 0.2 Vol 21% \| MDD -31.8% Months 104M (50%)	CAGR -7.9% \| Win 49% Sharpe -0.18 \| Sortino -0.25 \| Calmar -0.1 Vol 26% \| MDD -64.7% Months 102M (50%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 8.9% \| Win 53% Sharpe 0.47 \| Sortino 0.74 \| Calmar 0.3 Vol 24% \| MDD -27.8% Months 81M (39%)	CAGR -10.9% \| Win 47% Sharpe -0.56 \| Sortino -0.88 \| Calmar -0.5 Vol 18% \| MDD -22.2% Months 17M (8%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 98M (48%)
MRmean neg	CAGR 19.8% \| Win 62% Sharpe 1.21 \| Sortino 2.29 \| Calmar 2.9 Vol 16% \| MDD -6.8% Months 16M (8%)	CAGR -10.8% \| Win 49% Sharpe -0.31 \| Sortino -0.46 \| Calmar -0.2 Vol 26% \| MDD -68.6% Months 92M (45%)	CAGR -6.8% \| Win 51% Sharpe -0.16 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 108M (52%)
RSIhist only	CAGR 10.6% \| Win 55% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.3 Vol 23% \| MDD -31.4% Months 97M (47%)	CAGR -10.8% \| Win 49% Sharpe -0.33 \| Sortino -0.50 \| Calmar -0.1 Vol 25% \| MDD -73.7% Months 109M (53%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 0.8% \| Win 52% Sharpe 0.15 \| Sortino 0.25 \| Calmar 0.0 Vol 24% \| MDD -36.3% Months 75M (36%)	CAGR 20.6% \| Win 52% Sharpe 1.00 \| Sortino 1.59 \| Calmar 0.9 Vol 21% \| MDD -22.3% Months 23M (11%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 98M (48%)
MRmean neg	CAGR -16.0% \| Win 47% Sharpe -0.63 \| Sortino -0.83 \| Calmar -0.3 Vol 23% \| MDD -63.3% Months 60M (29%)	CAGR 6.2% \| Win 56% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -25.9% Months 48M (23%)	CAGR -6.8% \| Win 51% Sharpe -0.16 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 108M (52%)
LWTI only	CAGR -7.0% \| Win 50% Sharpe -0.19 \| Sortino -0.28 \| Calmar -0.1 Vol 24% \| MDD -68.0% Months 135M (66%)	CAGR 10.7% \| Win 55% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.3 Vol 25% \| MDD -34.8% Months 71M (34%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 3.9% \| Win 52% Sharpe 0.28 \| Sortino 0.43 \| Calmar 0.1 Vol 24% \| MDD -32.5% Months 102M (50%)	CAGR -13.8% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 3.7% \| Win 52% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 24% \| MDD -32.5% Months 103M (50%)
SLmean neg	CAGR -4.8% \| Win 51% Sharpe -0.05 \| Sortino -0.08 \| Calmar -0.1 Vol 26% \| MDD -59.9% Months 85M (41%)	CAGR -11.5% \| Win 56% Sharpe -0.71 \| Sortino -0.86 \| Calmar -0.5 Vol 15% \| MDD -21.4% Months 18M (9%)	CAGR -6.0% \| Win 52% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.1 Vol 25% \| MDD -65.0% Months 103M (50%)
RSmean only	CAGR -0.2% \| Win 51% Sharpe 0.12 \| Sortino 0.18 \| Calmar -0.0 Vol 25% \| MDD -56.8% Months 187M (91%)	CAGR -11.6% \| Win 53% Sharpe -0.74 \| Sortino -0.89 \| Calmar -0.5 Vol 15% \| MDD -22.4% Months 19M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR -6.3% \| Win 48% Sharpe -0.21 \| Sortino -0.34 \| Calmar -0.2 Vol 20% \| MDD -28.9% Months 44M (21%)	CAGR 11.8% \| Win 54% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.6 Vol 25% \| MDD -20.2% Months 59M (29%)	CAGR 3.7% \| Win 52% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 24% \| MDD -32.5% Months 103M (50%)
SLmean neg	CAGR -3.4% \| Win 50% Sharpe -0.11 \| Sortino -0.20 \| Calmar -0.1 Vol 18% \| MDD -27.2% Months 30M (15%)	CAGR -7.0% \| Win 52% Sharpe -0.13 \| Sortino -0.19 \| Calmar -0.1 Vol 27% \| MDD -56.7% Months 73M (35%)	CAGR -6.0% \| Win 52% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.1 Vol 25% \| MDD -65.0% Months 103M (50%)
MACD only	CAGR -5.1% \| Win 49% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 19% \| MDD -38.1% Months 74M (36%)	CAGR 0.9% \| Win 53% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 26% \| MDD -49.3% Months 132M (64%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR -6.5% \| Win 48% Sharpe -0.16 \| Sortino -0.25 \| Calmar -0.2 Vol 24% \| MDD -41.1% Months 63M (31%)	CAGR 21.9% \| Win 57% Sharpe 1.00 \| Sortino 1.53 \| Calmar 1.3 Vol 22% \| MDD -16.4% Months 40M (19%)	CAGR 3.7% \| Win 52% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 24% \| MDD -32.5% Months 103M (50%)
SLmean neg	CAGR -12.1% \| Win 35% Sharpe -0.61 \| Sortino -0.98 \| Calmar -0.4 Vol 18% \| MDD -28.5% Months 20M (10%)	CAGR -4.5% \| Win 55% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 26% \| MDD -53.1% Months 83M (40%)	CAGR -6.0% \| Win 52% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.1 Vol 25% \| MDD -65.0% Months 103M (50%)
RSI only	CAGR -7.9% \| Win 45% Sharpe -0.25 \| Sortino -0.39 \| Calmar -0.1 Vol 23% \| MDD -53.4% Months 83M (40%)	CAGR 3.4% \| Win 56% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 25% \| MDD -39.6% Months 123M (60%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 8.9% \| Win 56% Sharpe 0.50 \| Sortino 0.90 \| Calmar 0.4 Vol 22% \| MDD -24.0% Months 71M (34%)	CAGR -7.1% \| Win 41% Sharpe -0.14 \| Sortino -0.20 \| Calmar -0.2 Vol 27% \| MDD -41.3% Months 32M (16%)	CAGR 3.7% \| Win 52% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 24% \| MDD -32.5% Months 103M (50%)
SLmean neg	CAGR -0.8% \| Win 48% Sharpe 0.06 \| Sortino 0.10 \| Calmar -0.0 Vol 21% \| MDD -34.1% Months 33M (16%)	CAGR -8.3% \| Win 53% Sharpe -0.19 \| Sortino -0.28 \| Calmar -0.2 Vol 26% \| MDD -55.2% Months 70M (34%)	CAGR -6.0% \| Win 52% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.1 Vol 25% \| MDD -65.0% Months 103M (50%)
MACDhist only	CAGR 5.7% \| Win 54% Sharpe 0.36 \| Sortino 0.66 \| Calmar 0.2 Vol 21% \| MDD -31.8% Months 104M (50%)	CAGR -7.9% \| Win 49% Sharpe -0.18 \| Sortino -0.25 \| Calmar -0.1 Vol 26% \| MDD -64.7% Months 102M (50%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 12.4% \| Win 56% Sharpe 0.63 \| Sortino 0.97 \| Calmar 0.6 Vol 23% \| MDD -20.2% Months 88M (43%)	CAGR -35.4% \| Win 27% Sharpe -1.64 \| Sortino -2.60 \| Calmar -0.8 Vol 24% \| MDD -46.7% Months 15M (7%)	CAGR 3.7% \| Win 52% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 24% \| MDD -32.5% Months 103M (50%)
SLmean neg	CAGR -4.9% \| Win 44% Sharpe -0.06 \| Sortino -0.09 \| Calmar -0.3 Vol 27% \| MDD -19.2% Months 9M (4%)	CAGR -6.1% \| Win 52% Sharpe -0.13 \| Sortino -0.19 \| Calmar -0.1 Vol 25% \| MDD -65.5% Months 94M (46%)	CAGR -6.0% \| Win 52% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.1 Vol 25% \| MDD -65.0% Months 103M (50%)
RSIhist only	CAGR 10.6% \| Win 55% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.3 Vol 23% \| MDD -31.4% Months 97M (47%)	CAGR -10.8% \| Win 49% Sharpe -0.33 \| Sortino -0.50 \| Calmar -0.1 Vol 25% \| MDD -73.7% Months 109M (53%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR -2.2% \| Win 51% Sharpe 0.03 \| Sortino 0.05 \| Calmar -0.1 Vol 25% \| MDD -24.9% Months 67M (32%)	CAGR 15.6% \| Win 53% Sharpe 0.79 \| Sortino 1.17 \| Calmar 0.6 Vol 21% \| MDD -27.3% Months 36M (18%)	CAGR 3.7% \| Win 52% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 24% \| MDD -32.5% Months 103M (50%)
SLmean neg	CAGR -11.5% \| Win 48% Sharpe -0.42 \| Sortino -0.56 \| Calmar -0.2 Vol 23% \| MDD -64.0% Months 68M (33%)	CAGR 5.8% \| Win 57% Sharpe 0.34 \| Sortino 0.60 \| Calmar 0.2 Vol 28% \| MDD -23.8% Months 35M (17%)	CAGR -6.0% \| Win 52% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.1 Vol 25% \| MDD -65.0% Months 103M (50%)
LWTI only	CAGR -7.0% \| Win 50% Sharpe -0.19 \| Sortino -0.28 \| Calmar -0.1 Vol 24% \| MDD -68.0% Months 135M (66%)	CAGR 10.7% \| Win 55% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.3 Vol 25% \| MDD -34.8% Months 71M (34%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -5.2% \| Win 49% Sharpe -0.18 \| Sortino -0.30 \| Calmar -0.1 Vol 20% \| MDD -38.7% Months 72M (35%)	CAGR 3.1% \| Win 53% Sharpe 0.25 \| Sortino 0.37 \| Calmar 0.1 Vol 28% \| MDD -48.5% Months 115M (56%)	CAGR -0.2% \| Win 51% Sharpe 0.12 \| Sortino 0.18 \| Calmar -0.0 Vol 25% \| MDD -56.8% Months 187M (91%)
RSmean neg	CAGR -0.9% \| Win 50% Sharpe -0.15 \| Sortino 0.00 \| Calmar -0.8 Vol 6% \| MDD -1.2% Months 2M (1%)	CAGR -12.8% \| Win 53% Sharpe -0.78 \| Sortino -0.97 \| Calmar -0.6 Vol 16% \| MDD -22.3% Months 17M (8%)	CAGR -11.6% \| Win 53% Sharpe -0.74 \| Sortino -0.89 \| Calmar -0.5 Vol 15% \| MDD -22.4% Months 19M (9%)
MACD only	CAGR -5.1% \| Win 49% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 19% \| MDD -38.1% Months 74M (36%)	CAGR 0.9% \| Win 53% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 26% \| MDD -49.3% Months 132M (64%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR -6.2% \| Win 46% Sharpe -0.17 \| Sortino -0.28 \| Calmar -0.1 Vol 23% \| MDD -52.6% Months 80M (39%)	CAGR 4.6% \| Win 55% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.1 Vol 26% \| MDD -38.5% Months 107M (52%)	CAGR -0.2% \| Win 51% Sharpe 0.12 \| Sortino 0.18 \| Calmar -0.0 Vol 25% \| MDD -56.8% Months 187M (91%)
RSmean neg	CAGR -42.5% \| Win 0% Sharpe -2.58 \| Sortino -2.58 \| Calmar -3.5 Vol 20% \| MDD -12.3% Months 3M (2%)	CAGR -4.2% \| Win 62% Sharpe -0.26 \| Sortino -0.37 \| Calmar -0.3 Vol 13% \| MDD -15.2% Months 16M (8%)	CAGR -11.6% \| Win 53% Sharpe -0.74 \| Sortino -0.89 \| Calmar -0.5 Vol 15% \| MDD -22.4% Months 19M (9%)
RSI only	CAGR -7.9% \| Win 45% Sharpe -0.25 \| Sortino -0.39 \| Calmar -0.1 Vol 23% \| MDD -53.4% Months 83M (40%)	CAGR 3.4% \| Win 56% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 25% \| MDD -39.6% Months 123M (60%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 6.7% \| Win 55% Sharpe 0.41 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -31.8% Months 101M (49%)	CAGR -7.6% \| Win 46% Sharpe -0.14 \| Sortino -0.20 \| Calmar -0.1 Vol 28% \| MDD -64.6% Months 86M (42%)	CAGR -0.2% \| Win 51% Sharpe 0.12 \| Sortino 0.18 \| Calmar -0.0 Vol 25% \| MDD -56.8% Months 187M (91%)
RSmean neg	CAGR -21.5% \| Win 0% Sharpe -5.32 \| Sortino -5.32 \| Calmar -8.7 Vol 4% \| MDD -2.5% Months 3M (2%)	CAGR -9.6% \| Win 62% Sharpe -0.54 \| Sortino -0.64 \| Calmar -0.5 Vol 16% \| MDD -19.3% Months 16M (8%)	CAGR -11.6% \| Win 53% Sharpe -0.74 \| Sortino -0.89 \| Calmar -0.5 Vol 15% \| MDD -22.4% Months 19M (9%)
MACDhist only	CAGR 5.7% \| Win 54% Sharpe 0.36 \| Sortino 0.66 \| Calmar 0.2 Vol 21% \| MDD -31.8% Months 104M (50%)	CAGR -7.9% \| Win 49% Sharpe -0.18 \| Sortino -0.25 \| Calmar -0.1 Vol 26% \| MDD -64.7% Months 102M (50%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 11.3% \| Win 55% Sharpe 0.58 \| Sortino 0.88 \| Calmar 0.4 Vol 23% \| MDD -29.0% Months 96M (47%)	CAGR -10.9% \| Win 47% Sharpe -0.31 \| Sortino -0.48 \| Calmar -0.2 Vol 26% \| MDD -69.9% Months 91M (44%)	CAGR -0.2% \| Win 51% Sharpe 0.12 \| Sortino 0.18 \| Calmar -0.0 Vol 25% \| MDD -56.8% Months 187M (91%)
RSmean neg	CAGR -34.7% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -10.1% \| Win 56% Sharpe -0.62 \| Sortino -0.71 \| Calmar -0.5 Vol 15% \| MDD -19.6% Months 18M (9%)	CAGR -11.6% \| Win 53% Sharpe -0.74 \| Sortino -0.89 \| Calmar -0.5 Vol 15% \| MDD -22.4% Months 19M (9%)
RSIhist only	CAGR 10.6% \| Win 55% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.3 Vol 23% \| MDD -31.4% Months 97M (47%)	CAGR -10.8% \| Win 49% Sharpe -0.33 \| Sortino -0.50 \| Calmar -0.1 Vol 25% \| MDD -73.7% Months 109M (53%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR -6.2% \| Win 50% Sharpe -0.13 \| Sortino -0.20 \| Calmar -0.1 Vol 25% \| MDD -66.2% Months 117M (57%)	CAGR 10.8% \| Win 54% Sharpe 0.53 \| Sortino 0.83 \| Calmar 0.3 Vol 25% \| MDD -35.0% Months 70M (34%)	CAGR -0.2% \| Win 51% Sharpe 0.12 \| Sortino 0.18 \| Calmar -0.0 Vol 25% \| MDD -56.8% Months 187M (91%)
RSmean neg	CAGR -12.4% \| Win 50% Sharpe -0.78 \| Sortino -0.96 \| Calmar -0.5 Vol 15% \| MDD -22.6% Months 18M (9%)	CAGR 3.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -11.6% \| Win 53% Sharpe -0.74 \| Sortino -0.89 \| Calmar -0.5 Vol 15% \| MDD -22.4% Months 19M (9%)
LWTI only	CAGR -7.0% \| Win 50% Sharpe -0.19 \| Sortino -0.28 \| Calmar -0.1 Vol 24% \| MDD -68.0% Months 135M (66%)	CAGR 10.7% \| Win 55% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.3 Vol 25% \| MDD -34.8% Months 71M (34%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR -8.7% \| Win 43% Sharpe -0.38 \| Sortino -0.62 \| Calmar -0.2 Vol 19% \| MDD -45.3% Months 60M (29%)	CAGR 12.2% \| Win 71% Sharpe 0.69 \| Sortino 1.54 \| Calmar 0.8 Vol 19% \| MDD -15.5% Months 14M (7%)	CAGR -5.1% \| Win 49% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 19% \| MDD -38.1% Months 74M (36%)
MACD neg	CAGR -5.5% \| Win 48% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.2 Vol 30% \| MDD -29.1% Months 23M (11%)	CAGR 2.3% \| Win 54% Sharpe 0.22 \| Sortino 0.31 \| Calmar 0.1 Vol 26% \| MDD -40.4% Months 109M (53%)	CAGR 0.9% \| Win 53% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 26% \| MDD -49.3% Months 132M (64%)
RSI only	CAGR -7.9% \| Win 45% Sharpe -0.25 \| Sortino -0.39 \| Calmar -0.1 Vol 23% \| MDD -53.4% Months 83M (40%)	CAGR 3.4% \| Win 56% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 25% \| MDD -39.6% Months 123M (60%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 3.1% \| Win 53% Sharpe 0.26 \| Sortino 0.51 \| Calmar 0.1 Vol 18% \| MDD -22.4% Months 49M (24%)	CAGR -19.4% \| Win 40% Sharpe -0.96 \| Sortino -1.35 \| Calmar -0.5 Vol 20% \| MDD -40.5% Months 25M (12%)	CAGR -5.1% \| Win 49% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 19% \| MDD -38.1% Months 74M (36%)
MACD neg	CAGR 8.1% \| Win 55% Sharpe 0.44 \| Sortino 0.76 \| Calmar 0.3 Vol 24% \| MDD -25.7% Months 55M (27%)	CAGR -3.9% \| Win 52% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 28% \| MDD -53.2% Months 77M (37%)	CAGR 0.9% \| Win 53% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 26% \| MDD -49.3% Months 132M (64%)
MACDhist only	CAGR 5.7% \| Win 54% Sharpe 0.36 \| Sortino 0.66 \| Calmar 0.2 Vol 21% \| MDD -31.8% Months 104M (50%)	CAGR -7.9% \| Win 49% Sharpe -0.18 \| Sortino -0.25 \| Calmar -0.1 Vol 26% \| MDD -64.7% Months 102M (50%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 6.2% \| Win 53% Sharpe 0.41 \| Sortino 0.75 \| Calmar 0.4 Vol 19% \| MDD -13.8% Months 36M (18%)	CAGR -14.7% \| Win 45% Sharpe -0.71 \| Sortino -1.13 \| Calmar -0.4 Vol 20% \| MDD -41.6% Months 38M (18%)	CAGR -5.1% \| Win 49% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 19% \| MDD -38.1% Months 74M (36%)
MACD neg	CAGR 13.4% \| Win 56% Sharpe 0.62 \| Sortino 0.91 \| Calmar 0.4 Vol 25% \| MDD -31.4% Months 61M (30%)	CAGR -8.7% \| Win 51% Sharpe -0.20 \| Sortino -0.28 \| Calmar -0.1 Vol 27% \| MDD -58.7% Months 71M (34%)	CAGR 0.9% \| Win 53% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 26% \| MDD -49.3% Months 132M (64%)
RSIhist only	CAGR 10.6% \| Win 55% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.3 Vol 23% \| MDD -31.4% Months 97M (47%)	CAGR -10.8% \| Win 49% Sharpe -0.33 \| Sortino -0.50 \| Calmar -0.1 Vol 25% \| MDD -73.7% Months 109M (53%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR -7.7% \| Win 47% Sharpe -0.30 \| Sortino -0.52 \| Calmar -0.2 Vol 20% \| MDD -43.5% Months 66M (32%)	CAGR 18.9% \| Win 62% Sharpe 1.52 \| Sortino 4.47 \| Calmar 4.8 Vol 12% \| MDD -4.0% Months 8M (4%)	CAGR -5.1% \| Win 49% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 19% \| MDD -38.1% Months 74M (36%)
MACD neg	CAGR -6.4% \| Win 52% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 27% \| MDD -48.4% Months 69M (34%)	CAGR 9.7% \| Win 54% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.3 Vol 26% \| MDD -34.8% Months 63M (31%)	CAGR 0.9% \| Win 53% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 26% \| MDD -49.3% Months 132M (64%)
LWTI only	CAGR -7.0% \| Win 50% Sharpe -0.19 \| Sortino -0.28 \| Calmar -0.1 Vol 24% \| MDD -68.0% Months 135M (66%)	CAGR 10.7% \| Win 55% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.3 Vol 25% \| MDD -34.8% Months 71M (34%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 4.7% \| Win 54% Sharpe 0.32 \| Sortino 0.57 \| Calmar 0.2 Vol 22% \| MDD -27.8% Months 65M (32%)	CAGR -41.8% \| Win 11% Sharpe -2.30 \| Sortino -2.78 \| Calmar -0.8 Vol 22% \| MDD -55.3% Months 18M (9%)	CAGR -7.9% \| Win 45% Sharpe -0.25 \| Sortino -0.39 \| Calmar -0.1 Vol 23% \| MDD -53.4% Months 83M (40%)
RSI neg	CAGR 7.5% \| Win 54% Sharpe 0.44 \| Sortino 0.79 \| Calmar 0.5 Vol 22% \| MDD -16.1% Months 39M (19%)	CAGR 1.6% \| Win 57% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 27% \| MDD -39.6% Months 84M (41%)	CAGR 3.4% \| Win 56% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 25% \| MDD -39.6% Months 123M (60%)
MACDhist only	CAGR 5.7% \| Win 54% Sharpe 0.36 \| Sortino 0.66 \| Calmar 0.2 Vol 21% \| MDD -31.8% Months 104M (50%)	CAGR -7.9% \| Win 49% Sharpe -0.18 \| Sortino -0.25 \| Calmar -0.1 Vol 26% \| MDD -64.7% Months 102M (50%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 4.2% \| Win 53% Sharpe 0.29 \| Sortino 0.46 \| Calmar 0.2 Vol 23% \| MDD -28.0% Months 57M (28%)	CAGR -29.7% \| Win 27% Sharpe -1.74 \| Sortino -2.41 \| Calmar -0.6 Vol 19% \| MDD -53.0% Months 26M (13%)	CAGR -7.9% \| Win 45% Sharpe -0.25 \| Sortino -0.39 \| Calmar -0.1 Vol 23% \| MDD -53.4% Months 83M (40%)
RSI neg	CAGR 20.5% \| Win 57% Sharpe 0.94 \| Sortino 1.42 \| Calmar 1.1 Vol 22% \| MDD -18.3% Months 40M (19%)	CAGR -3.9% \| Win 55% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 26% \| MDD -48.4% Months 83M (40%)	CAGR 3.4% \| Win 56% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 25% \| MDD -39.6% Months 123M (60%)
RSIhist only	CAGR 10.6% \| Win 55% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.3 Vol 23% \| MDD -31.4% Months 97M (47%)	CAGR -10.8% \| Win 49% Sharpe -0.33 \| Sortino -0.50 \| Calmar -0.1 Vol 25% \| MDD -73.7% Months 109M (53%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR -9.7% \| Win 45% Sharpe -0.32 \| Sortino -0.52 \| Calmar -0.2 Vol 23% \| MDD -55.7% Months 74M (36%)	CAGR 8.8% \| Win 44% Sharpe 0.68 \| Sortino 2.95 \| Calmar 1.6 Vol 14% \| MDD -5.6% Months 9M (4%)	CAGR -7.9% \| Win 45% Sharpe -0.25 \| Sortino -0.39 \| Calmar -0.1 Vol 23% \| MDD -53.4% Months 83M (40%)
RSI neg	CAGR -3.7% \| Win 56% Sharpe -0.04 \| Sortino -0.04 \| Calmar -0.1 Vol 24% \| MDD -49.6% Months 61M (30%)	CAGR 10.9% \| Win 56% Sharpe 0.53 \| Sortino 0.84 \| Calmar 0.3 Vol 26% \| MDD -34.8% Months 62M (30%)	CAGR 3.4% \| Win 56% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 25% \| MDD -39.6% Months 123M (60%)
LWTI only	CAGR -7.0% \| Win 50% Sharpe -0.19 \| Sortino -0.28 \| Calmar -0.1 Vol 24% \| MDD -68.0% Months 135M (66%)	CAGR 10.7% \| Win 55% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.3 Vol 25% \| MDD -34.8% Months 71M (34%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 9.2% \| Win 57% Sharpe 0.50 \| Sortino 0.86 \| Calmar 0.2 Vol 23% \| MDD -37.3% Months 72M (35%)	CAGR -1.7% \| Win 47% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.1 Vol 17% \| MDD -23.9% Months 32M (16%)	CAGR 5.7% \| Win 54% Sharpe 0.36 \| Sortino 0.66 \| Calmar 0.2 Vol 21% \| MDD -31.8% Months 104M (50%)
MACDhist neg	CAGR 14.9% \| Win 48% Sharpe 0.71 \| Sortino 0.91 \| Calmar 0.9 Vol 23% \| MDD -17.5% Months 25M (12%)	CAGR -14.3% \| Win 49% Sharpe -0.43 \| Sortino -0.65 \| Calmar -0.2 Vol 27% \| MDD -66.6% Months 77M (37%)	CAGR -7.9% \| Win 49% Sharpe -0.18 \| Sortino -0.25 \| Calmar -0.1 Vol 26% \| MDD -64.7% Months 102M (50%)
RSIhist only	CAGR 10.6% \| Win 55% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.3 Vol 23% \| MDD -31.4% Months 97M (47%)	CAGR -10.8% \| Win 49% Sharpe -0.33 \| Sortino -0.50 \| Calmar -0.1 Vol 25% \| MDD -73.7% Months 109M (53%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 5.4% \| Win 54% Sharpe 0.35 \| Sortino 0.62 \| Calmar 0.2 Vol 22% \| MDD -32.3% Months 89M (43%)	CAGR 7.7% \| Win 53% Sharpe 0.50 \| Sortino 1.17 \| Calmar 0.5 Vol 18% \| MDD -15.3% Months 15M (7%)	CAGR 5.7% \| Win 54% Sharpe 0.36 \| Sortino 0.66 \| Calmar 0.2 Vol 21% \| MDD -31.8% Months 104M (50%)
MACDhist neg	CAGR -27.1% \| Win 41% Sharpe -1.11 \| Sortino -1.38 \| Calmar -0.4 Vol 25% \| MDD -71.9% Months 46M (22%)	CAGR 11.5% \| Win 55% Sharpe 0.54 \| Sortino 0.82 \| Calmar 0.4 Vol 26% \| MDD -30.1% Months 56M (27%)	CAGR -7.9% \| Win 49% Sharpe -0.18 \| Sortino -0.25 \| Calmar -0.1 Vol 26% \| MDD -64.7% Months 102M (50%)
LWTI only	CAGR -7.0% \| Win 50% Sharpe -0.19 \| Sortino -0.28 \| Calmar -0.1 Vol 24% \| MDD -68.0% Months 135M (66%)	CAGR 10.7% \| Win 55% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.3 Vol 25% \| MDD -34.8% Months 71M (34%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 2.6% \| Win 52% Sharpe 0.23 \| Sortino 0.36 \| Calmar 0.1 Vol 25% \| MDD -37.8% Months 63M (31%)	CAGR 27.2% \| Win 59% Sharpe 1.35 \| Sortino 2.21 \| Calmar 1.5 Vol 19% \| MDD -18.3% Months 34M (16%)	CAGR 10.6% \| Win 55% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.3 Vol 23% \| MDD -31.4% Months 97M (47%)
RSIhist neg	CAGR -14.7% \| Win 47% Sharpe -0.59 \| Sortino -0.79 \| Calmar -0.2 Vol 22% \| MDD -68.4% Months 72M (35%)	CAGR -2.6% \| Win 51% Sharpe 0.05 \| Sortino 0.09 \| Calmar -0.1 Vol 29% \| MDD -25.9% Months 37M (18%)	CAGR -10.8% \| Win 49% Sharpe -0.33 \| Sortino -0.50 \| Calmar -0.1 Vol 25% \| MDD -73.7% Months 109M (53%)
LWTI only	CAGR -7.0% \| Win 50% Sharpe -0.19 \| Sortino -0.28 \| Calmar -0.1 Vol 24% \| MDD -68.0% Months 135M (66%)	CAGR 10.7% \| Win 55% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.3 Vol 25% \| MDD -34.8% Months 71M (34%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 5.3% \| Win 51% Sharpe 0.33 \| Sortino 0.54 \| Calmar 0.2 Vol 24% \| MDD -27.3% Months 82M (40%)	CAGR 4.7% \| Win 56% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.2 Vol 23% \| MDD -20.6% Months 16M (8%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 98M (48%)
MRmean neg	CAGR -2.3% \| Win 52% Sharpe 0.02 \| Sortino 0.02 \| Calmar -0.1 Vol 24% \| MDD -22.6% Months 21M (10%)	CAGR -7.8% \| Win 51% Sharpe -0.20 \| Sortino -0.29 \| Calmar -0.1 Vol 25% \| MDD -65.7% Months 87M (42%)	CAGR -6.8% \| Win 51% Sharpe -0.16 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 108M (52%)
SLmean only	CAGR 3.7% \| Win 52% Sharpe 0.27 \| Sortino 0.42 \| Calmar 0.1 Vol 24% \| MDD -32.5% Months 103M (50%)	CAGR -6.0% \| Win 52% Sharpe -0.12 \| Sortino -0.18 \| Calmar -0.1 Vol 25% \| MDD -65.0% Months 103M (50%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 5.8% \| Win 53% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.2 Vol 24% \| MDD -31.1% Months 95M (46%)	CAGR -13.8% \| Win 33% Sharpe -1.83 \| Sortino -2.62 \| Calmar -2.9 Vol 8% \| MDD -4.7% Months 3M (2%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 98M (48%)
MRmean neg	CAGR -6.0% \| Win 50% Sharpe -0.11 \| Sortino -0.16 \| Calmar -0.1 Vol 26% \| MDD -55.4% Months 92M (45%)	CAGR -11.2% \| Win 56% Sharpe -0.65 \| Sortino -0.77 \| Calmar -0.6 Vol 16% \| MDD -19.5% Months 16M (8%)	CAGR -6.8% \| Win 51% Sharpe -0.16 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 108M (52%)
RSmean only	CAGR -0.2% \| Win 51% Sharpe 0.12 \| Sortino 0.18 \| Calmar -0.0 Vol 25% \| MDD -56.8% Months 187M (91%)	CAGR -11.6% \| Win 53% Sharpe -0.74 \| Sortino -0.89 \| Calmar -0.5 Vol 15% \| MDD -22.4% Months 19M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR -2.0% \| Win 48% Sharpe -0.01 \| Sortino -0.03 \| Calmar -0.1 Vol 19% \| MDD -30.3% Months 50M (24%)	CAGR 13.2% \| Win 56% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.5 Vol 27% \| MDD -25.3% Months 48M (23%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 98M (48%)
MRmean neg	CAGR -11.3% \| Win 50% Sharpe -0.48 \| Sortino -0.75 \| Calmar -0.5 Vol 21% \| MDD -23.9% Months 24M (12%)	CAGR -5.4% \| Win 51% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 26% \| MDD -55.8% Months 84M (41%)	CAGR -6.8% \| Win 51% Sharpe -0.16 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 108M (52%)
MACD only	CAGR -5.1% \| Win 49% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 19% \| MDD -38.1% Months 74M (36%)	CAGR 0.9% \| Win 53% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 26% \| MDD -49.3% Months 132M (64%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR -1.5% \| Win 48% Sharpe 0.05 \| Sortino 0.08 \| Calmar -0.0 Vol 23% \| MDD -34.3% Months 69M (34%)	CAGR 22.9% \| Win 62% Sharpe 0.98 \| Sortino 1.33 \| Calmar 1.4 Vol 24% \| MDD -16.4% Months 29M (14%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 98M (48%)
MRmean neg	CAGR -33.7% \| Win 29% Sharpe -2.01 \| Sortino -2.42 \| Calmar -0.9 Vol 19% \| MDD -37.7% Months 14M (7%)	CAGR -1.9% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 25% \| MDD -42.8% Months 94M (46%)	CAGR -6.8% \| Win 51% Sharpe -0.16 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 108M (52%)
RSI only	CAGR -7.9% \| Win 45% Sharpe -0.25 \| Sortino -0.39 \| Calmar -0.1 Vol 23% \| MDD -53.4% Months 83M (40%)	CAGR 3.4% \| Win 56% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 25% \| MDD -39.6% Months 123M (60%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 9.3% \| Win 56% Sharpe 0.51 \| Sortino 0.88 \| Calmar 0.3 Vol 23% \| MDD -33.2% Months 79M (38%)	CAGR -10.5% \| Win 37% Sharpe -0.30 \| Sortino -0.40 \| Calmar -0.3 Vol 26% \| MDD -36.9% Months 19M (9%)	CAGR 5.2% \| Win 52% Sharpe 0.33 \| Sortino 0.52 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 98M (48%)
MRmean neg	CAGR -4.9% \| Win 48% Sharpe -0.22 \| Sortino -0.47 \| Calmar -0.2 Vol 17% \| MDD -24.8% Months 25M (12%)	CAGR -7.3% \| Win 52% Sharpe -0.15 \| Sortino -0.21 \| Calmar -0.1 Vol 27% \| MDD -51.2% Months 83M (40%)	CAGR -6.8% \| Win 51% Sharpe -0.16 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 108M (52%)
MACDhist only	CAGR 5.7% \| Win 54% Sharpe 0.36 \| Sortino 0.66 \| Calmar 0.2 Vol 21% \| MDD -31.8% Months 104M (50%)	CAGR -7.9% \| Win 49% Sharpe -0.18 \| Sortino -0.25 \| Calmar -0.1 Vol 26% \| MDD -64.7% Months 102M (50%)