VNM - VanEck Vietnam ETF

Signal Pair Analysis

RSIhist-LWTI

Best Pair

27.2%

Best CAGR

Total Months

-1.8%

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	17.0	27.2	58.8	1.4	2.2	1.5	19.2	-18.3
pair	RSIhist	LWTI	pos-neg	34	17.0	27.2	58.8	1.4	2.2	1.5	19.2	-18.3
pair	RSI	MRmean	pos-neg	29	14.5	22.9	62.1	1.0	1.3	1.4	24.0	-16.4
pair	MRmean	RSI	pos-neg	29	14.5	22.9	62.1	1.0	1.3	1.4	24.0	-16.4
pair	SLmean	RSI	pos-neg	40	20.0	21.9	57.5	1.0	1.5	1.3	22.3	-16.4
pair	RSI	SLmean	pos-neg	40	20.0	21.9	57.5	1.0	1.5	1.3	22.3	-16.4
pair	MRmean	LWTI	pos-neg	23	11.5	20.6	52.2	1.0	1.6	0.9	21.0	-22.3
pair	LWTI	MRmean	pos-neg	23	11.5	20.6	52.2	1.0	1.6	0.9	21.0	-22.3
pair	RSI	RSIhist	neg-pos	40	20.0	20.5	57.5	0.9	1.4	1.1	22.5	-18.3
pair	RSIhist	RSI	neg-pos	40	20.0	20.5	57.5	0.9	1.4	1.1	22.5	-18.3
pair	RSIhist	MRmean	neg-pos	16	8.0	19.8	62.5	1.2	2.3	2.9	16.0	-6.8
pair	MRmean	RSIhist	neg-pos	16	8.0	19.8	62.5	1.2	2.3	2.9	16.0	-6.8
pair	LWTI	MACD	pos-neg	8	4.0	18.9	62.5	1.5	4.5	4.8	11.8	-4.0
pair	MACD	LWTI	pos-neg	8	4.0	18.9	62.5	1.5	4.5	4.8	11.8	-4.0
pair	SLmean	LWTI	pos-neg	36	18.0	15.6	52.8	0.8	1.2	0.6	21.1	-27.3
pair	LWTI	SLmean	pos-neg	36	18.0	15.6	52.8	0.8	1.2	0.6	21.1	-27.3
pair	RSIhist	MACDhist	neg-pos	25	12.5	14.9	48.0	0.7	0.9	0.8	23.3	-17.5
pair	MACDhist	RSIhist	neg-pos	25	12.5	14.9	48.0	0.7	0.9	0.8	23.3	-17.5
pair	MACD	RSmean	neg-pos	1	0.5	13.9	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACD	neg-pos	1	0.5	13.9	100.0	0.0	0.0	0.0	-	0.0
pair	MACD	RSIhist	neg-pos	61	30.5	13.4	55.7	0.6	0.9	0.4	25.3	-31.4
pair	RSIhist	MACD	neg-pos	61	30.5	13.4	55.7	0.6	0.9	0.4	25.3	-31.4
pair	MRmean	MACD	pos-neg	48	24.0	13.2	56.2	0.6	0.9	0.5	27.2	-25.3
pair	MACD	MRmean	pos-neg	48	24.0	13.2	56.2	0.6	0.9	0.5	27.2	-25.3
pair	RSIhist	SLmean	pos-pos	88	44.0	12.4	55.7	0.6	1.0	0.6	22.7	-20.2
pair	SLmean	RSIhist	pos-pos	88	44.0	12.4	55.7	0.6	1.0	0.6	22.7	-20.2
pair	RSI	MACD	pos-neg	14	7.0	12.2	71.4	0.7	1.5	0.8	19.2	-15.5
pair	MACD	RSI	pos-neg	14	7.0	12.2	71.4	0.7	1.5	0.8	19.2	-15.5
pair	MACD	SLmean	pos-neg	59	29.5	11.8	54.2	0.6	0.8	0.6	25.4	-20.2
pair	SLmean	MACD	pos-neg	59	29.5	11.8	54.2	0.6	0.8	0.6	25.4	-20.2
pair	MACDhist	MRmean	pos-pos	76	38.0	11.5	57.9	0.6	1.0	0.3	22.8	-33.2
pair	MRmean	MACDhist	pos-pos	76	38.0	11.5	57.9	0.6	1.0	0.3	22.8	-33.2
pair	LWTI	MACDhist	neg-neg	56	28.0	11.5	55.4	0.5	0.8	0.4	26.5	-30.1
pair	MACDhist	LWTI	neg-neg	56	28.0	11.5	55.4	0.5	0.8	0.4	26.5	-30.1
pair	SLmean	MACDhist	pos-pos	68	34.0	11.4	58.8	0.6	1.1	0.5	22.0	-24.0
pair	MACDhist	SLmean	pos-pos	68	34.0	11.4	58.8	0.6	1.1	0.5	22.0	-24.0
pair	RSmean	RSIhist	pos-pos	96	48.0	11.3	55.2	0.6	0.9	0.4	23.0	-29.0
pair	RSIhist	RSmean	pos-pos	96	48.0	11.3	55.2	0.6	0.9	0.4	23.0	-29.0
pair	LWTI	RSI	neg-neg	62	31.0	10.9	56.5	0.5	0.8	0.3	26.0	-34.8
pair	RSI	LWTI	neg-neg	62	31.0	10.9	56.5	0.5	0.8	0.3	26.0	-34.8
pair	RSmean	LWTI	pos-neg	70	35.0	10.8	54.3	0.5	0.8	0.3	24.9	-35.0
pair	LWTI	RSmean	pos-neg	70	35.0	10.8	54.3	0.5	0.8	0.3	24.9	-35.0
single	LWTI	LWTI	neg-neg	71	35.5	10.7	54.9	0.5	0.8	0.3	24.7	-34.8
single	RSIhist	RSIhist	pos-pos	97	48.5	10.6	54.6	0.6	0.9	0.3	23.0	-31.4
pair	MACD	LWTI	neg-neg	63	31.5	9.7	54.0	0.5	0.8	0.3	26.0	-34.8
pair	LWTI	MACD	neg-neg	63	31.5	9.7	54.0	0.5	0.8	0.3	26.0	-34.8
pair	MACDhist	RSIhist	pos-pos	72	36.0	9.2	56.9	0.5	0.9	0.2	23.0	-37.3
pair	RSIhist	MACDhist	pos-pos	72	36.0	9.2	56.9	0.5	0.9	0.2	23.0	-37.3
pair	MRmean	RSIhist	pos-pos	81	40.5	8.9	53.1	0.5	0.7	0.3	24.2	-27.8
pair	RSIhist	MRmean	pos-pos	81	40.5	8.9	53.1	0.5	0.7	0.3	24.2	-27.8
pair	RSI	LWTI	pos-neg	9	4.5	8.8	44.4	0.7	3.0	1.6	13.7	-5.6
pair	LWTI	RSI	pos-neg	9	4.5	8.8	44.4	0.7	3.0	1.6	13.7	-5.6
pair	MACD	MACDhist	neg-pos	55	27.5	8.1	54.5	0.4	0.8	0.3	23.8	-25.7
pair	MACDhist	MACD	neg-pos	55	27.5	8.1	54.5	0.4	0.8	0.3	23.8	-25.7
pair	MACDhist	LWTI	pos-neg	15	7.5	7.7	53.3	0.5	1.2	0.5	17.5	-15.3
pair	LWTI	MACDhist	pos-neg	15	7.5	7.7	53.3	0.5	1.2	0.5	17.5	-15.3
pair	MACDhist	RSI	neg-pos	39	19.5	7.5	53.8	0.4	0.8	0.5	21.5	-16.1
pair	RSI	MACDhist	neg-pos	39	19.5	7.5	53.8	0.4	0.8	0.5	21.5	-16.1
pair	RSmean	MACDhist	pos-pos	98	49.0	7.3	56.1	0.4	0.8	0.2	21.7	-31.8
pair	MACDhist	RSmean	pos-pos	98	49.0	7.3	56.1	0.4	0.8	0.2	21.7	-31.8
pair	MRmean	RSmean	pos-pos	93	46.5	7.2	53.8	0.4	0.7	0.2	23.6	-31.1
pair	RSmean	MRmean	pos-pos	93	46.5	7.2	53.8	0.4	0.7	0.2	23.6	-31.1
pair	SLmean	MRmean	pos-pos	79	39.5	7.1	53.2	0.4	0.7	0.3	23.7	-27.3
pair	MRmean	SLmean	pos-pos	79	39.5	7.1	53.2	0.4	0.7	0.3	23.7	-27.3
single	MRmean	MRmean	pos-pos	95	47.5	6.7	53.7	0.4	0.6	0.2	23.4	-30.3
single	MACDhist	MACDhist	pos-pos	100	50.0	6.5	55.0	0.4	0.7	0.2	21.5	-31.8
pair	LWTI	MACDhist	pos-pos	85	42.5	6.3	55.3	0.4	0.7	0.2	22.2	-32.3
pair	MACDhist	LWTI	pos-pos	85	42.5	6.3	55.3	0.4	0.7	0.2	22.2	-32.3
pair	MRmean	LWTI	neg-neg	48	24.0	6.2	56.2	0.4	0.6	0.2	26.5	-25.9
pair	LWTI	MRmean	neg-neg	48	24.0	6.2	56.2	0.4	0.6	0.2	26.5	-25.9
pair	RSIhist	MACD	pos-pos	36	18.0	6.2	52.8	0.4	0.8	0.5	18.7	-13.8
pair	MACD	RSIhist	pos-pos	36	18.0	6.2	52.8	0.4	0.8	0.5	18.7	-13.8
pair	SLmean	RSmean	pos-pos	99	49.5	6.0	53.5	0.4	0.6	0.2	23.6	-32.5
single	SLmean	SLmean	pos-pos	99	49.5	6.0	53.5	0.4	0.6	0.2	23.6	-32.5
pair	RSmean	SLmean	pos-pos	99	49.5	6.0	53.5	0.4	0.6	0.2	23.6	-32.5
pair	LWTI	SLmean	neg-neg	35	17.5	5.8	57.1	0.3	0.6	0.2	28.3	-23.8
pair	RSI	MACDhist	pos-pos	61	30.5	5.8	55.7	0.4	0.7	0.2	21.7	-27.8
pair	SLmean	LWTI	neg-neg	35	17.5	5.8	57.1	0.3	0.6	0.2	28.3	-23.8
pair	MACDhist	RSI	pos-pos	61	30.5	5.8	55.7	0.4	0.7	0.2	21.7	-27.8
pair	SLmean	MRmean	pos-neg	16	8.0	4.7	56.2	0.3	0.4	0.2	22.6	-20.6
pair	MRmean	SLmean	pos-neg	16	8.0	4.7	56.2	0.3	0.4	0.2	22.6	-20.6
pair	MACDhist	MACD	pos-pos	45	22.5	4.6	55.6	0.3	0.7	0.2	18.5	-22.4
pair	RSI	RSmean	pos-neg	107	53.5	4.6	55.1	0.3	0.4	0.1	26.3	-38.5
pair	MACD	MACDhist	pos-pos	45	22.5	4.6	55.6	0.3	0.7	0.2	18.5	-22.4
pair	RSmean	RSI	pos-neg	107	53.5	4.6	55.1	0.3	0.4	0.1	26.3	-38.5
pair	RSIhist	RSI	pos-pos	57	28.5	4.2	52.6	0.3	0.5	0.1	23.3	-28.0
pair	RSI	RSIhist	pos-pos	57	28.5	4.2	52.6	0.3	0.5	0.1	23.3	-28.0
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	61.5	3.4	56.1	0.3	0.4	0.1	25.0	-39.6
pair	MACD	RSmean	pos-neg	115	57.5	3.1	53.0	0.2	0.4	0.1	27.6	-48.5
pair	RSmean	MACD	pos-neg	115	57.5	3.1	53.0	0.2	0.4	0.1	27.6	-48.5
pair	RSIhist	LWTI	pos-pos	63	31.5	2.6	52.4	0.2	0.4	0.1	24.6	-37.8
pair	LWTI	RSIhist	pos-pos	63	31.5	2.6	52.4	0.2	0.4	0.1	24.6	-37.8
pair	MRmean	LWTI	pos-pos	72	36.0	2.6	54.2	0.2	0.4	0.1	24.1	-36.3
pair	LWTI	MRmean	pos-pos	72	36.0	2.6	54.2	0.2	0.4	0.1	24.1	-36.3
pair	MACD	RSI	neg-neg	109	54.5	2.3	54.1	0.2	0.3	0.1	25.7	-40.4
pair	RSI	MACD	neg-neg	109	54.5	2.3	54.1	0.2	0.3	0.1	25.7	-40.4
pair	MACDhist	RSI	neg-neg	84	42.0	1.6	57.1	0.2	0.3	0.0	26.6	-39.6
pair	RSI	MACDhist	neg-neg	84	42.0	1.6	57.1	0.2	0.3	0.0	26.6	-39.6
pair	SLmean	MRmean	neg-pos	20	10.0	1.4	55.0	0.2	0.2	0.1	23.9	-22.6
pair	MRmean	SLmean	neg-pos	20	10.0	1.4	55.0	0.2	0.2	0.1	23.9	-22.6
single	MACD	MACD	neg-neg	132	66.0	0.9	53.0	0.2	0.2	0.0	26.4	-49.3
pair	SLmean	LWTI	pos-pos	63	31.5	0.8	54.0	0.1	0.2	0.0	25.0	-24.9
pair	LWTI	SLmean	pos-pos	63	31.5	0.8	54.0	0.1	0.2	0.0	25.0	-24.9
single	RSmean	RSmean	pos-pos	182	91.0	0.6	52.2	0.1	0.2	0.0	24.9	-56.8
pair	MACD	MRmean	pos-pos	47	23.5	0.5	51.1	0.1	0.2	0.0	18.8	-30.3
pair	MRmean	MACD	pos-pos	47	23.5	0.5	51.1	0.1	0.2	0.0	18.8	-30.3
pair	MRmean	RSI	pos-pos	66	33.0	0.3	50.0	0.1	0.2	0.0	23.1	-34.3
pair	RSI	MRmean	pos-pos	66	33.0	0.3	50.0	0.1	0.2	0.0	23.1	-34.3
pair	MACDhist	RSIhist	pos-neg	28	14.0	-0.1	50.0	0.1	0.2	-0.0	17.4	-23.9
pair	RSIhist	MACDhist	pos-neg	28	14.0	-0.1	50.0	0.1	0.2	-0.0	17.4	-23.9
pair		benchmark___benchmark_	benchmark-benchmark	200	100.0	-0.6	52.5	0.1	0.1	-0.0	24.2	-56.9
pair	benchmark___benchmark_		benchmark-benchmark	200	100.0	-0.6	52.5	0.1	0.1	-0.0	24.2	-56.9
pair	MRmean	RSI	neg-neg	94	47.0	-1.9	54.3	0.1	0.1	-0.0	25.3	-42.8
pair	RSI	MRmean	neg-neg	94	47.0	-1.9	54.3	0.1	0.1	-0.0	25.3	-42.8
pair	MACD	SLmean	pos-pos	40	20.0	-2.1	52.5	0.0	0.0	-0.1	20.9	-28.9
pair	SLmean	MACD	pos-pos	40	20.0	-2.1	52.5	0.0	0.0	-0.1	20.9	-28.9
pair	RSIhist	LWTI	neg-neg	37	18.5	-2.6	51.4	0.1	0.1	-0.1	28.7	-25.9
pair	LWTI	RSIhist	neg-neg	37	18.5	-2.6	51.4	0.1	0.1	-0.1	28.7	-25.9
pair	MACDhist	SLmean	neg-pos	32	16.0	-3.1	46.9	-0.1	-0.1	-0.1	20.5	-34.1
pair	SLmean	MACDhist	neg-pos	32	16.0	-3.1	46.9	-0.1	-0.1	-0.1	20.5	-34.1
single	MACD	MACD	pos-pos	68	34.0	-3.5	51.5	-0.1	-0.1	-0.1	19.4	-38.1
pair	RSI	LWTI	neg-pos	61	30.5	-3.7	55.7	-0.0	-0.0	-0.1	24.0	-49.6
pair	LWTI	RSI	neg-pos	61	30.5	-3.7	55.7	-0.0	-0.0	-0.1	24.0	-49.6
pair	RSI	SLmean	pos-pos	59	29.5	-3.7	50.8	-0.0	-0.1	-0.1	24.3	-41.1
pair	MACD	RSmean	pos-pos	67	33.5	-3.7	50.7	-0.1	-0.2	-0.1	19.6	-38.7
pair	RSmean	MACD	pos-pos	67	33.5	-3.7	50.7	-0.1	-0.2	-0.1	19.6	-38.7
pair	SLmean	RSI	pos-pos	59	29.5	-3.7	50.8	-0.0	-0.1	-0.1	24.3	-41.1
pair	MACD	MACDhist	neg-neg	77	38.5	-3.9	51.9	0.0	0.0	-0.1	28.2	-53.2
pair	MACDhist	MACD	neg-neg	77	38.5	-3.9	51.9	0.0	0.0	-0.1	28.2	-53.2
pair	RSIhist	RSI	neg-neg	83	41.5	-3.9	55.4	-0.0	-0.0	-0.1	26.0	-48.4
pair	RSI	RSIhist	neg-neg	83	41.5	-3.9	55.4	-0.0	-0.0	-0.1	26.0	-48.4
pair	RSmean	RSI	neg-neg	16	8.0	-4.2	62.5	-0.3	-0.4	-0.3	13.4	-15.2
pair	RSI	RSmean	neg-neg	16	8.0	-4.2	62.5	-0.3	-0.4	-0.3	13.4	-15.2
pair	SLmean	RSI	neg-neg	83	41.5	-4.5	55.4	-0.0	-0.1	-0.1	26.1	-53.1
pair	RSI	SLmean	neg-neg	83	41.5	-4.5	55.4	-0.0	-0.1	-0.1	26.1	-53.1
pair	RSIhist	SLmean	neg-pos	9	4.5	-4.9	44.4	-0.1	-0.1	-0.2	26.8	-19.2
pair	SLmean	RSIhist	neg-pos	9	4.5	-4.9	44.4	-0.1	-0.1	-0.2	26.8	-19.2
pair	RSmean	RSI	pos-pos	75	37.5	-4.9	48.0	-0.1	-0.2	-0.1	22.9	-52.6
pair	RSI	RSmean	pos-pos	75	37.5	-4.9	48.0	-0.1	-0.2	-0.1	22.9	-52.6
pair	MACDhist	SLmean	pos-neg	31	15.5	-5.0	41.9	-0.1	-0.1	-0.1	27.0	-41.3
pair	RSIhist	MRmean	pos-neg	14	7.0	-5.0	57.1	-0.2	-0.3	-0.2	18.6	-22.2
pair	MRmean	RSIhist	pos-neg	14	7.0	-5.0	57.1	-0.2	-0.3	-0.2	18.6	-22.2
pair	SLmean	MACDhist	pos-neg	31	15.5	-5.0	41.9	-0.1	-0.1	-0.1	27.0	-41.3
pair	LWTI	RSmean	pos-pos	112	56.0	-5.3	50.9	-0.1	-0.1	-0.1	24.9	-66.2
pair	RSmean	LWTI	pos-pos	112	56.0	-5.3	50.9	-0.1	-0.1	-0.1	24.9	-66.2
pair	SLmean	MACD	neg-pos	28	14.0	-5.4	50.0	-0.2	-0.4	-0.2	17.6	-27.2
pair	MACD	MRmean	neg-neg	84	42.0	-5.4	51.2	-0.1	-0.1	-0.1	25.9	-55.8
pair	MRmean	MACD	neg-neg	84	42.0	-5.4	51.2	-0.1	-0.1	-0.1	25.9	-55.8
pair	MACD	SLmean	neg-pos	28	14.0	-5.4	50.0	-0.2	-0.4	-0.2	17.6	-27.2
pair	SLmean	RSmean	neg-pos	83	41.5	-5.5	50.6	-0.1	-0.1	-0.1	26.5	-59.9
pair	MACD	RSI	neg-pos	23	11.5	-5.5	47.8	-0.0	-0.1	-0.2	30.0	-29.1
pair	RSI	MACD	neg-pos	23	11.5	-5.5	47.8	-0.0	-0.1	-0.2	30.0	-29.1
pair	RSmean	SLmean	neg-pos	83	41.5	-5.5	50.6	-0.1	-0.1	-0.1	26.5	-59.9
pair	MRmean	RSmean	neg-pos	89	44.5	-5.9	50.6	-0.1	-0.1	-0.1	26.3	-55.4
pair	RSmean	MRmean	neg-pos	89	44.5	-5.9	50.6	-0.1	-0.1	-0.1	26.3	-55.4
pair	MACD	LWTI	pos-pos	60	30.0	-6.1	50.0	-0.2	-0.4	-0.1	20.2	-43.5
pair	LWTI	MACD	pos-pos	60	30.0	-6.1	50.0	-0.2	-0.4	-0.1	20.2	-43.5
single	LWTI	LWTI	pos-pos	129	64.5	-6.3	51.2	-0.1	-0.2	-0.1	23.9	-68.0
pair	MACD	LWTI	neg-pos	69	34.5	-6.4	52.2	-0.1	-0.1	-0.1	26.8	-48.4
pair	LWTI	MACD	neg-pos	69	34.5	-6.4	52.2	-0.1	-0.1	-0.1	26.8	-48.4
pair	MRmean	MACDhist	neg-neg	81	40.5	-6.4	53.1	-0.1	-0.1	-0.1	27.0	-51.2
pair	MACDhist	MRmean	neg-neg	81	40.5	-6.4	53.1	-0.1	-0.1	-0.1	27.0	-51.2
single	SLmean	SLmean	neg-neg	101	50.5	-6.6	51.5	-0.1	-0.2	-0.1	24.8	-65.0
single	RSI	RSI	pos-pos	77	38.5	-6.7	46.8	-0.2	-0.3	-0.1	23.0	-53.4
pair	MACDhist	RSmean	pos-neg	84	42.0	-6.7	47.6	-0.1	-0.1	-0.1	28.3	-64.6
pair	RSmean	MACDhist	pos-neg	84	42.0	-6.7	47.6	-0.1	-0.1	-0.1	28.3	-64.6
pair	SLmean	RSIhist	neg-neg	92	46.0	-6.8	52.2	-0.2	-0.2	-0.1	24.8	-65.5
pair	RSIhist	SLmean	neg-neg	92	46.0	-6.8	52.2	-0.2	-0.2	-0.1	24.8	-65.5
single	MRmean	MRmean	neg-neg	105	52.5	-6.8	51.4	-0.1	-0.2	-0.1	25.0	-61.5
pair	SLmean	MACD	neg-neg	73	36.5	-7.0	52.1	-0.1	-0.2	-0.1	27.2	-56.7
pair	MACD	SLmean	neg-neg	73	36.5	-7.0	52.1	-0.1	-0.2	-0.1	27.2	-56.7
pair	MACD	RSI	pos-pos	54	27.0	-7.1	46.3	-0.3	-0.5	-0.2	19.5	-45.3
pair	RSI	MACD	pos-pos	54	27.0	-7.1	46.3	-0.3	-0.5	-0.2	19.5	-45.3
single	MACDhist	MACDhist	neg-neg	100	50.0	-7.2	50.0	-0.1	-0.2	-0.1	26.7	-64.7
pair	MRmean	MACDhist	neg-pos	24	12.0	-8.0	45.8	-0.4	-0.9	-0.3	16.5	-24.8
pair	MACDhist	MRmean	neg-pos	24	12.0	-8.0	45.8	-0.4	-0.9	-0.3	16.5	-24.8
pair	MACDhist	SLmean	neg-neg	69	34.5	-8.2	53.6	-0.2	-0.3	-0.1	26.7	-55.2
pair	SLmean	MACDhist	neg-neg	69	34.5	-8.2	53.6	-0.2	-0.3	-0.1	26.7	-55.2
pair	RSI	LWTI	pos-pos	68	34.0	-8.5	47.1	-0.2	-0.4	-0.1	24.0	-55.7
pair	LWTI	RSI	pos-pos	68	34.0	-8.5	47.1	-0.2	-0.4	-0.1	24.0	-55.7
pair	SLmean	MRmean	neg-neg	85	42.5	-8.6	50.6	-0.2	-0.3	-0.1	25.3	-65.7
pair	MRmean	SLmean	neg-neg	85	42.5	-8.6	50.6	-0.2	-0.3	-0.1	25.3	-65.7
pair	MACD	RSIhist	neg-neg	71	35.5	-8.7	50.7	-0.2	-0.3	-0.1	27.2	-58.7
pair	RSIhist	MACD	neg-neg	71	35.5	-8.7	50.7	-0.2	-0.3	-0.1	27.2	-58.7
pair	RSmean	MACDhist	neg-neg	16	8.0	-9.6	62.5	-0.5	-0.6	-0.5	16.3	-19.3
pair	MACDhist	RSmean	neg-neg	16	8.0	-9.6	62.5	-0.5	-0.6	-0.5	16.3	-19.3
pair	RSIhist	RSmean	neg-neg	17	8.5	-9.9	58.8	-0.6	-0.7	-0.5	15.7	-19.3
pair	RSmean	RSIhist	neg-neg	17	8.5	-9.9	58.8	-0.6	-0.7	-0.5	15.7	-19.3
single	RSIhist	RSIhist	neg-neg	103	51.5	-10.1	50.5	-0.3	-0.4	-0.1	25.2	-73.7
pair	RSIhist	RSmean	pos-neg	86	43.0	-10.1	48.8	-0.3	-0.4	-0.1	26.7	-69.9
pair	RSmean	RSIhist	pos-neg	86	43.0	-10.1	48.8	-0.3	-0.4	-0.1	26.7	-69.9
pair	MACDhist	MRmean	pos-neg	19	9.5	-10.5	36.8	-0.3	-0.4	-0.3	25.7	-36.9
pair	MRmean	MACDhist	pos-neg	19	9.5	-10.5	36.8	-0.3	-0.4	-0.3	25.7	-36.9
pair	RSIhist	MRmean	neg-neg	89	44.5	-10.9	49.4	-0.3	-0.5	-0.2	26.1	-68.6
pair	MRmean	RSIhist	neg-neg	89	44.5	-10.9	49.4	-0.3	-0.5	-0.2	26.1	-68.6
pair	RSmean	MRmean	neg-neg	16	8.0	-11.2	56.2	-0.7	-0.8	-0.6	16.2	-19.5
pair	MRmean	RSmean	neg-neg	16	8.0	-11.2	56.2	-0.7	-0.8	-0.6	16.2	-19.5
pair	SLmean	RSmean	neg-neg	18	9.0	-11.5	55.6	-0.7	-0.9	-0.5	15.4	-21.4
pair	RSmean	SLmean	neg-neg	18	9.0	-11.5	55.6	-0.7	-0.9	-0.5	15.4	-21.4
single	RSmean	RSmean	neg-neg	18	9.0	-11.5	55.6	-0.7	-0.9	-0.5	15.4	-21.4
pair	MRmean	MACD	neg-pos	21	10.5	-11.9	52.4	-0.5	-0.8	-0.5	21.0	-23.9
pair	MACD	MRmean	neg-pos	21	10.5	-11.9	52.4	-0.5	-0.8	-0.5	21.0	-23.9
pair	LWTI	RSmean	neg-pos	17	8.5	-12.3	52.9	-0.7	-0.9	-0.6	15.9	-21.7
pair	RSmean	LWTI	neg-pos	17	8.5	-12.3	52.9	-0.7	-0.9	-0.6	15.9	-21.7
pair	LWTI	SLmean	neg-pos	66	33.0	-12.6	48.5	-0.5	-0.6	-0.2	22.8	-64.0
pair	SLmean	LWTI	neg-pos	66	33.0	-12.6	48.5	-0.5	-0.6	-0.2	22.8	-64.0
pair	MACD	RSmean	neg-neg	17	8.5	-12.8	52.9	-0.8	-1.0	-0.6	15.8	-22.3
pair	RSmean	MACD	neg-neg	17	8.5	-12.8	52.9	-0.8	-1.0	-0.6	15.8	-22.3
pair	RSIhist	MACD	pos-neg	32	16.0	-13.2	50.0	-0.6	-1.0	-0.3	20.2	-40.6
pair	MACD	RSIhist	pos-neg	32	16.0	-13.2	50.0	-0.6	-1.0	-0.3	20.2	-40.6
pair	RSIhist	MACDhist	neg-neg	75	37.5	-13.6	50.7	-0.4	-0.6	-0.2	27.6	-66.6
pair	MACDhist	RSIhist	neg-neg	75	37.5	-13.6	50.7	-0.4	-0.6	-0.2	27.6	-66.6
pair	MRmean	RSmean	pos-neg	2	1.0	-13.8	50.0	-1.3	0.0	-4.0	11.2	-3.5
pair	RSmean	MRmean	pos-neg	2	1.0	-13.8	50.0	-1.3	0.0	-4.0	11.2	-3.5
pair	RSIhist	LWTI	neg-pos	66	33.0	-14.0	50.0	-0.5	-0.7	-0.2	23.0	-68.4
pair	LWTI	RSIhist	neg-pos	66	33.0	-14.0	50.0	-0.5	-0.7	-0.2	23.0	-68.4
pair	RSI	SLmean	neg-pos	18	9.0	-15.8	33.3	-0.8	-1.3	-0.6	18.3	-28.5
pair	SLmean	RSI	neg-pos	18	9.0	-15.8	33.3	-0.8	-1.3	-0.6	18.3	-28.5
pair	MRmean	LWTI	neg-pos	57	28.5	-16.4	47.4	-0.6	-0.8	-0.3	23.3	-63.3
pair	LWTI	MRmean	neg-pos	57	28.5	-16.4	47.4	-0.6	-0.8	-0.3	23.3	-63.3
pair	MACDhist	MACD	pos-neg	23	11.5	-17.4	43.5	-0.8	-1.1	-0.5	20.8	-36.9
pair	MACD	MACDhist	pos-neg	23	11.5	-17.4	43.5	-0.8	-1.1	-0.5	20.8	-36.9
pair	RSmean	MACDhist	neg-pos	2	1.0	-25.1	0.0	-5.2	-5.2	-20.0	5.5	-1.3
pair	MACDhist	RSmean	neg-pos	2	1.0	-25.1	0.0	-5.2	-5.2	-20.0	5.5	-1.3
pair	LWTI	MACDhist	neg-pos	44	22.0	-26.5	43.2	-1.1	-1.3	-0.4	25.7	-69.5
pair	MACDhist	LWTI	neg-pos	44	22.0	-26.5	43.2	-1.1	-1.3	-0.4	25.7	-69.5
pair	RSIhist	RSI	pos-neg	20	10.0	-31.8	30.0	-1.8	-2.5	-0.6	19.7	-51.1
pair	RSI	RSIhist	pos-neg	20	10.0	-31.8	30.0	-1.8	-2.5	-0.6	19.7	-51.1
pair	RSIhist	SLmean	pos-neg	11	5.5	-33.8	36.4	-1.3	-2.5	-0.9	28.1	-37.0
pair	SLmean	RSIhist	pos-neg	11	5.5	-33.8	36.4	-1.3	-2.5	-0.9	28.1	-37.0
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	RSI	MRmean	neg-pos	11	5.5	-39.5	27.3	-2.5	-2.7	-1.1	18.7	-36.4
pair	MRmean	RSI	neg-pos	11	5.5	-39.5	27.3	-2.5	-2.7	-1.1	18.7	-36.4
pair	RSI	MACDhist	pos-neg	16	8.0	-42.2	12.5	-2.2	-2.6	-0.8	23.3	-51.5
pair	MACDhist	RSI	pos-neg	16	8.0	-42.2	12.5	-2.2	-2.6	-0.8	23.3	-51.5
pair	RSI	RSmean	neg-pos	2	1.0	-53.0	0.0	-2.8	-2.8	-4.7	25.6	-11.2
pair	RSmean	RSI	neg-pos	2	1.0	-53.0	0.0	-2.8	-2.8	-4.7	25.6	-11.2

All Contingency Tables for VNM

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.1% \| Win 53% Sharpe 0.41 \| Sortino 0.65 \| Calmar 0.3 Vol 24% \| MDD -27.3% Months 79M (40%)	CAGR 4.7% \| Win 56% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.2 Vol 23% \| MDD -20.6% Months 16M (8%)	CAGR 6.7% \| Win 54% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 95M (48%)
MRmean neg	CAGR 1.4% \| Win 55% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.1 Vol 24% \| MDD -22.6% Months 20M (10%)	CAGR -8.6% \| Win 51% Sharpe -0.23 \| Sortino -0.33 \| Calmar -0.1 Vol 25% \| MDD -65.7% Months 85M (42%)	CAGR -6.8% \| Win 51% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 105M (52%)
SLmean only	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.2 Vol 24% \| MDD -32.5% Months 99M (50%)	CAGR -6.6% \| Win 52% Sharpe -0.15 \| Sortino -0.22 \| Calmar -0.1 Vol 25% \| MDD -65.0% Months 101M (50%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 7.2% \| Win 54% Sharpe 0.41 \| Sortino 0.65 \| Calmar 0.2 Vol 24% \| MDD -31.1% Months 93M (46%)	CAGR -13.8% \| Win 50% Sharpe -1.28 \| Sortino 0.00 \| Calmar -3.9 Vol 11% \| MDD -3.5% Months 2M (1%)	CAGR 6.7% \| Win 54% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 95M (48%)
MRmean neg	CAGR -5.9% \| Win 51% Sharpe -0.10 \| Sortino -0.15 \| Calmar -0.1 Vol 26% \| MDD -55.4% Months 89M (44%)	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 -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 105M (52%)
RSmean only	CAGR 0.6% \| Win 52% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.0 Vol 25% \| MDD -56.8% Months 182M (91%)	CAGR -11.5% \| Win 56% Sharpe -0.71 \| Sortino -0.86 \| Calmar -0.5 Vol 15% \| MDD -21.4% Months 18M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 0.5% \| Win 51% Sharpe 0.12 \| Sortino 0.22 \| Calmar 0.0 Vol 19% \| MDD -30.3% Months 47M (24%)	CAGR 13.2% \| Win 56% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.5 Vol 27% \| MDD -25.3% Months 48M (24%)	CAGR 6.7% \| Win 54% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 95M (48%)
MRmean neg	CAGR -11.9% \| Win 52% Sharpe -0.49 \| Sortino -0.76 \| Calmar -0.5 Vol 21% \| MDD -23.9% Months 21M (10%)	CAGR -5.4% \| Win 51% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 26% \| MDD -55.8% Months 84M (42%)	CAGR -6.8% \| Win 51% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 105M (52%)
MACD only	CAGR -3.5% \| Win 52% Sharpe -0.08 \| Sortino -0.14 \| Calmar -0.1 Vol 19% \| MDD -38.1% Months 68M (34%)	CAGR 0.9% \| Win 53% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 26% \| MDD -49.3% Months 132M (66%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 0.3% \| Win 50% Sharpe 0.13 \| Sortino 0.21 \| Calmar 0.0 Vol 23% \| MDD -34.3% Months 66M (33%)	CAGR 22.9% \| Win 62% Sharpe 0.98 \| Sortino 1.33 \| Calmar 1.4 Vol 24% \| MDD -16.4% Months 29M (14%)	CAGR 6.7% \| Win 54% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 95M (48%)
MRmean neg	CAGR -39.5% \| Win 27% Sharpe -2.54 \| Sortino -2.74 \| Calmar -1.1 Vol 19% \| MDD -36.4% Months 11M (6%)	CAGR -1.9% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 25% \| MDD -42.8% Months 94M (47%)	CAGR -6.8% \| Win 51% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 105M (52%)
RSI only	CAGR -6.7% \| Win 47% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 23% \| MDD -53.4% Months 77M (38%)	CAGR 3.4% \| Win 56% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 25% \| MDD -39.6% Months 123M (62%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.5% \| Win 58% Sharpe 0.59 \| Sortino 1.03 \| Calmar 0.3 Vol 23% \| MDD -33.2% Months 76M (38%)	CAGR -10.5% \| Win 37% Sharpe -0.30 \| Sortino -0.40 \| Calmar -0.3 Vol 26% \| MDD -36.9% Months 19M (10%)	CAGR 6.7% \| Win 54% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 95M (48%)
MRmean neg	CAGR -8.0% \| Win 46% Sharpe -0.42 \| Sortino -0.90 \| Calmar -0.3 Vol 16% \| MDD -24.8% Months 24M (12%)	CAGR -6.4% \| Win 53% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 27% \| MDD -51.2% Months 81M (40%)	CAGR -6.8% \| Win 51% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 105M (52%)
MACDhist only	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -31.8% Months 100M (50%)	CAGR -7.2% \| Win 50% Sharpe -0.14 \| Sortino -0.20 \| Calmar -0.1 Vol 27% \| MDD -64.7% Months 100M (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 (40%)	CAGR -5.0% \| Win 57% Sharpe -0.19 \| Sortino -0.34 \| Calmar -0.2 Vol 19% \| MDD -22.2% Months 14M (7%)	CAGR 6.7% \| Win 54% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 95M (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 -10.9% \| Win 49% Sharpe -0.31 \| Sortino -0.46 \| Calmar -0.2 Vol 26% \| MDD -68.6% Months 89M (44%)	CAGR -6.8% \| Win 51% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 105M (52%)
RSIhist only	CAGR 10.6% \| Win 55% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.3 Vol 23% \| MDD -31.4% Months 97M (48%)	CAGR -10.1% \| Win 50% Sharpe -0.29 \| Sortino -0.44 \| Calmar -0.1 Vol 25% \| MDD -73.7% Months 103M (52%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 2.6% \| Win 54% Sharpe 0.23 \| Sortino 0.37 \| Calmar 0.1 Vol 24% \| MDD -36.3% Months 72M (36%)	CAGR 20.6% \| Win 52% Sharpe 1.00 \| Sortino 1.59 \| Calmar 0.9 Vol 21% \| MDD -22.3% Months 23M (12%)	CAGR 6.7% \| Win 54% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 95M (48%)
MRmean neg	CAGR -16.4% \| Win 47% Sharpe -0.64 \| Sortino -0.83 \| Calmar -0.3 Vol 23% \| MDD -63.3% Months 57M (28%)	CAGR 6.2% \| Win 56% Sharpe 0.36 \| Sortino 0.59 \| Calmar 0.2 Vol 26% \| MDD -25.9% Months 48M (24%)	CAGR -6.8% \| Win 51% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 105M (52%)
LWTI only	CAGR -6.3% \| Win 51% Sharpe -0.15 \| Sortino -0.22 \| Calmar -0.1 Vol 24% \| MDD -68.0% Months 129M (64%)	CAGR 10.7% \| Win 55% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.3 Vol 25% \| MDD -34.8% Months 71M (36%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.2 Vol 24% \| MDD -32.5% Months 99M (50%)	-	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.2 Vol 24% \| MDD -32.5% Months 99M (50%)
SLmean neg	CAGR -5.5% \| Win 51% Sharpe -0.08 \| Sortino -0.12 \| Calmar -0.1 Vol 26% \| MDD -59.9% Months 83M (42%)	CAGR -11.5% \| Win 56% Sharpe -0.71 \| Sortino -0.86 \| Calmar -0.5 Vol 15% \| MDD -21.4% Months 18M (9%)	CAGR -6.6% \| Win 52% Sharpe -0.15 \| Sortino -0.22 \| Calmar -0.1 Vol 25% \| MDD -65.0% Months 101M (50%)
RSmean only	CAGR 0.6% \| Win 52% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.0 Vol 25% \| MDD -56.8% Months 182M (91%)	CAGR -11.5% \| Win 56% Sharpe -0.71 \| Sortino -0.86 \| Calmar -0.5 Vol 15% \| MDD -21.4% Months 18M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR -2.1% \| Win 52% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 21% \| MDD -28.9% Months 40M (20%)	CAGR 11.8% \| Win 54% Sharpe 0.56 \| Sortino 0.84 \| Calmar 0.6 Vol 25% \| MDD -20.2% Months 59M (30%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.2 Vol 24% \| MDD -32.5% Months 99M (50%)
SLmean neg	CAGR -5.4% \| Win 50% Sharpe -0.23 \| Sortino -0.41 \| Calmar -0.2 Vol 18% \| MDD -27.2% Months 28M (14%)	CAGR -7.0% \| Win 52% Sharpe -0.13 \| Sortino -0.19 \| Calmar -0.1 Vol 27% \| MDD -56.7% Months 73M (36%)	CAGR -6.6% \| Win 52% Sharpe -0.15 \| Sortino -0.22 \| Calmar -0.1 Vol 25% \| MDD -65.0% Months 101M (50%)
MACD only	CAGR -3.5% \| Win 52% Sharpe -0.08 \| Sortino -0.14 \| Calmar -0.1 Vol 19% \| MDD -38.1% Months 68M (34%)	CAGR 0.9% \| Win 53% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 26% \| MDD -49.3% Months 132M (66%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR -3.7% \| Win 51% Sharpe -0.03 \| Sortino -0.05 \| Calmar -0.1 Vol 24% \| MDD -41.1% Months 59M (30%)	CAGR 21.9% \| Win 57% Sharpe 1.00 \| Sortino 1.53 \| Calmar 1.3 Vol 22% \| MDD -16.4% Months 40M (20%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.2 Vol 24% \| MDD -32.5% Months 99M (50%)
SLmean neg	CAGR -15.8% \| Win 33% Sharpe -0.85 \| Sortino -1.32 \| Calmar -0.6 Vol 18% \| MDD -28.5% Months 18M (9%)	CAGR -4.5% \| Win 55% Sharpe -0.04 \| Sortino -0.06 \| Calmar -0.1 Vol 26% \| MDD -53.1% Months 83M (42%)	CAGR -6.6% \| Win 52% Sharpe -0.15 \| Sortino -0.22 \| Calmar -0.1 Vol 25% \| MDD -65.0% Months 101M (50%)
RSI only	CAGR -6.7% \| Win 47% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 23% \| MDD -53.4% Months 77M (38%)	CAGR 3.4% \| Win 56% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 25% \| MDD -39.6% Months 123M (62%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 11.4% \| Win 59% Sharpe 0.60 \| Sortino 1.09 \| Calmar 0.5 Vol 22% \| MDD -24.0% Months 68M (34%)	CAGR -5.0% \| Win 42% Sharpe -0.06 \| Sortino -0.08 \| Calmar -0.1 Vol 27% \| MDD -41.3% Months 31M (16%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.2 Vol 24% \| MDD -32.5% Months 99M (50%)
SLmean neg	CAGR -3.1% \| Win 47% Sharpe -0.06 \| Sortino -0.10 \| Calmar -0.1 Vol 20% \| MDD -34.1% Months 32M (16%)	CAGR -8.2% \| Win 54% Sharpe -0.18 \| Sortino -0.26 \| Calmar -0.1 Vol 27% \| MDD -55.2% Months 69M (34%)	CAGR -6.6% \| Win 52% Sharpe -0.15 \| Sortino -0.22 \| Calmar -0.1 Vol 25% \| MDD -65.0% Months 101M (50%)
MACDhist only	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -31.8% Months 100M (50%)	CAGR -7.2% \| Win 50% Sharpe -0.14 \| Sortino -0.20 \| Calmar -0.1 Vol 27% \| MDD -64.7% Months 100M (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 (44%)	CAGR -33.8% \| Win 36% Sharpe -1.31 \| Sortino -2.46 \| Calmar -0.9 Vol 28% \| MDD -37.0% Months 11M (6%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.2 Vol 24% \| MDD -32.5% Months 99M (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 -6.8% \| Win 52% Sharpe -0.16 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -65.5% Months 92M (46%)	CAGR -6.6% \| Win 52% Sharpe -0.15 \| Sortino -0.22 \| Calmar -0.1 Vol 25% \| MDD -65.0% Months 101M (50%)
RSIhist only	CAGR 10.6% \| Win 55% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.3 Vol 23% \| MDD -31.4% Months 97M (48%)	CAGR -10.1% \| Win 50% Sharpe -0.29 \| Sortino -0.44 \| Calmar -0.1 Vol 25% \| MDD -73.7% Months 103M (52%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 0.8% \| Win 54% Sharpe 0.15 \| Sortino 0.25 \| Calmar 0.0 Vol 25% \| MDD -24.9% Months 63M (32%)	CAGR 15.6% \| Win 53% Sharpe 0.79 \| Sortino 1.17 \| Calmar 0.6 Vol 21% \| MDD -27.3% Months 36M (18%)	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.2 Vol 24% \| MDD -32.5% Months 99M (50%)
SLmean neg	CAGR -12.6% \| Win 48% Sharpe -0.47 \| Sortino -0.62 \| Calmar -0.2 Vol 23% \| MDD -64.0% Months 66M (33%)	CAGR 5.8% \| Win 57% Sharpe 0.34 \| Sortino 0.60 \| Calmar 0.2 Vol 28% \| MDD -23.8% Months 35M (18%)	CAGR -6.6% \| Win 52% Sharpe -0.15 \| Sortino -0.22 \| Calmar -0.1 Vol 25% \| MDD -65.0% Months 101M (50%)
LWTI only	CAGR -6.3% \| Win 51% Sharpe -0.15 \| Sortino -0.22 \| Calmar -0.1 Vol 24% \| MDD -68.0% Months 129M (64%)	CAGR 10.7% \| Win 55% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.3 Vol 25% \| MDD -34.8% Months 71M (36%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -3.7% \| Win 51% Sharpe -0.10 \| Sortino -0.16 \| Calmar -0.1 Vol 20% \| MDD -38.7% Months 67M (34%)	CAGR 3.1% \| Win 53% Sharpe 0.25 \| Sortino 0.37 \| Calmar 0.1 Vol 28% \| MDD -48.5% Months 115M (58%)	CAGR 0.6% \| Win 52% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.0 Vol 25% \| MDD -56.8% Months 182M (91%)
RSmean neg	CAGR 13.9% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -12.8% \| Win 53% Sharpe -0.78 \| Sortino -0.97 \| Calmar -0.6 Vol 16% \| MDD -22.3% Months 17M (8%)	CAGR -11.5% \| Win 56% Sharpe -0.71 \| Sortino -0.86 \| Calmar -0.5 Vol 15% \| MDD -21.4% Months 18M (9%)
MACD only	CAGR -3.5% \| Win 52% Sharpe -0.08 \| Sortino -0.14 \| Calmar -0.1 Vol 19% \| MDD -38.1% Months 68M (34%)	CAGR 0.9% \| Win 53% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 26% \| MDD -49.3% Months 132M (66%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR -4.9% \| Win 48% Sharpe -0.11 \| Sortino -0.17 \| Calmar -0.1 Vol 23% \| MDD -52.6% Months 75M (38%)	CAGR 4.6% \| Win 55% Sharpe 0.30 \| Sortino 0.44 \| Calmar 0.1 Vol 26% \| MDD -38.5% Months 107M (54%)	CAGR 0.6% \| Win 52% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.0 Vol 25% \| MDD -56.8% Months 182M (91%)
RSmean neg	CAGR -53.0% \| Win 0% Sharpe -2.79 \| Sortino -2.79 \| Calmar -4.7 Vol 26% \| MDD -11.2% Months 2M (1%)	CAGR -4.2% \| Win 62% Sharpe -0.26 \| Sortino -0.37 \| Calmar -0.3 Vol 13% \| MDD -15.2% Months 16M (8%)	CAGR -11.5% \| Win 56% Sharpe -0.71 \| Sortino -0.86 \| Calmar -0.5 Vol 15% \| MDD -21.4% Months 18M (9%)
RSI only	CAGR -6.7% \| Win 47% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 23% \| MDD -53.4% Months 77M (38%)	CAGR 3.4% \| Win 56% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 25% \| MDD -39.6% Months 123M (62%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 7.3% \| Win 56% Sharpe 0.43 \| Sortino 0.78 \| Calmar 0.2 Vol 22% \| MDD -31.8% Months 98M (49%)	CAGR -6.7% \| Win 48% Sharpe -0.10 \| Sortino -0.15 \| Calmar -0.1 Vol 28% \| MDD -64.6% Months 84M (42%)	CAGR 0.6% \| Win 52% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.0 Vol 25% \| MDD -56.8% Months 182M (91%)
RSmean neg	CAGR -25.1% \| Win 0% Sharpe -5.20 \| Sortino -5.20 \| Calmar -20.0 Vol 6% \| MDD -1.3% Months 2M (1%)	CAGR -9.6% \| Win 62% Sharpe -0.54 \| Sortino -0.64 \| Calmar -0.5 Vol 16% \| MDD -19.3% Months 16M (8%)	CAGR -11.5% \| Win 56% Sharpe -0.71 \| Sortino -0.86 \| Calmar -0.5 Vol 15% \| MDD -21.4% Months 18M (9%)
MACDhist only	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -31.8% Months 100M (50%)	CAGR -7.2% \| Win 50% Sharpe -0.14 \| Sortino -0.20 \| Calmar -0.1 Vol 27% \| MDD -64.7% Months 100M (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 (48%)	CAGR -10.1% \| Win 49% Sharpe -0.27 \| Sortino -0.41 \| Calmar -0.1 Vol 27% \| MDD -69.9% Months 86M (43%)	CAGR 0.6% \| Win 52% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.0 Vol 25% \| MDD -56.8% Months 182M (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 -9.9% \| Win 59% Sharpe -0.58 \| Sortino -0.67 \| Calmar -0.5 Vol 16% \| MDD -19.3% Months 17M (8%)	CAGR -11.5% \| Win 56% Sharpe -0.71 \| Sortino -0.86 \| Calmar -0.5 Vol 15% \| MDD -21.4% Months 18M (9%)
RSIhist only	CAGR 10.6% \| Win 55% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.3 Vol 23% \| MDD -31.4% Months 97M (48%)	CAGR -10.1% \| Win 50% Sharpe -0.29 \| Sortino -0.44 \| Calmar -0.1 Vol 25% \| MDD -73.7% Months 103M (52%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR -5.3% \| Win 51% Sharpe -0.09 \| Sortino -0.14 \| Calmar -0.1 Vol 25% \| MDD -66.2% Months 112M (56%)	CAGR 10.8% \| Win 54% Sharpe 0.53 \| Sortino 0.83 \| Calmar 0.3 Vol 25% \| MDD -35.0% Months 70M (35%)	CAGR 0.6% \| Win 52% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.0 Vol 25% \| MDD -56.8% Months 182M (91%)
RSmean neg	CAGR -12.3% \| Win 53% Sharpe -0.74 \| Sortino -0.93 \| Calmar -0.6 Vol 16% \| MDD -21.7% Months 17M (8%)	CAGR 3.5% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR -11.5% \| Win 56% Sharpe -0.71 \| Sortino -0.86 \| Calmar -0.5 Vol 15% \| MDD -21.4% Months 18M (9%)
LWTI only	CAGR -6.3% \| Win 51% Sharpe -0.15 \| Sortino -0.22 \| Calmar -0.1 Vol 24% \| MDD -68.0% Months 129M (64%)	CAGR 10.7% \| Win 55% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.3 Vol 25% \| MDD -34.8% Months 71M (36%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR -7.1% \| Win 46% Sharpe -0.28 \| Sortino -0.46 \| Calmar -0.2 Vol 20% \| MDD -45.3% Months 54M (27%)	CAGR 12.2% \| Win 71% Sharpe 0.69 \| Sortino 1.54 \| Calmar 0.8 Vol 19% \| MDD -15.5% Months 14M (7%)	CAGR -3.5% \| Win 52% Sharpe -0.08 \| Sortino -0.14 \| Calmar -0.1 Vol 19% \| MDD -38.1% Months 68M (34%)
MACD neg	CAGR -5.5% \| Win 48% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.2 Vol 30% \| MDD -29.1% Months 23M (12%)	CAGR 2.3% \| Win 54% Sharpe 0.22 \| Sortino 0.31 \| Calmar 0.1 Vol 26% \| MDD -40.4% Months 109M (54%)	CAGR 0.9% \| Win 53% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 26% \| MDD -49.3% Months 132M (66%)
RSI only	CAGR -6.7% \| Win 47% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 23% \| MDD -53.4% Months 77M (38%)	CAGR 3.4% \| Win 56% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 25% \| MDD -39.6% Months 123M (62%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 4.6% \| Win 56% Sharpe 0.33 \| Sortino 0.69 \| Calmar 0.2 Vol 18% \| MDD -22.4% Months 45M (22%)	CAGR -17.4% \| Win 44% Sharpe -0.81 \| Sortino -1.12 \| Calmar -0.5 Vol 21% \| MDD -36.9% Months 23M (12%)	CAGR -3.5% \| Win 52% Sharpe -0.08 \| Sortino -0.14 \| Calmar -0.1 Vol 19% \| MDD -38.1% Months 68M (34%)
MACD neg	CAGR 8.1% \| Win 55% Sharpe 0.44 \| Sortino 0.76 \| Calmar 0.3 Vol 24% \| MDD -25.7% Months 55M (28%)	CAGR -3.9% \| Win 52% Sharpe 0.00 \| Sortino 0.00 \| Calmar -0.1 Vol 28% \| MDD -53.2% Months 77M (38%)	CAGR 0.9% \| Win 53% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 26% \| MDD -49.3% Months 132M (66%)
MACDhist only	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -31.8% Months 100M (50%)	CAGR -7.2% \| Win 50% Sharpe -0.14 \| Sortino -0.20 \| Calmar -0.1 Vol 27% \| MDD -64.7% Months 100M (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 -13.2% \| Win 50% Sharpe -0.60 \| Sortino -0.99 \| Calmar -0.3 Vol 20% \| MDD -40.6% Months 32M (16%)	CAGR -3.5% \| Win 52% Sharpe -0.08 \| Sortino -0.14 \| Calmar -0.1 Vol 19% \| MDD -38.1% Months 68M (34%)
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 (36%)	CAGR 0.9% \| Win 53% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 26% \| MDD -49.3% Months 132M (66%)
RSIhist only	CAGR 10.6% \| Win 55% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.3 Vol 23% \| MDD -31.4% Months 97M (48%)	CAGR -10.1% \| Win 50% Sharpe -0.29 \| Sortino -0.44 \| Calmar -0.1 Vol 25% \| MDD -73.7% Months 103M (52%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR -6.1% \| Win 50% Sharpe -0.21 \| Sortino -0.37 \| Calmar -0.1 Vol 20% \| MDD -43.5% Months 60M (30%)	CAGR 18.9% \| Win 62% Sharpe 1.52 \| Sortino 4.47 \| Calmar 4.8 Vol 12% \| MDD -4.0% Months 8M (4%)	CAGR -3.5% \| Win 52% Sharpe -0.08 \| Sortino -0.14 \| Calmar -0.1 Vol 19% \| MDD -38.1% Months 68M (34%)
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 (32%)	CAGR 0.9% \| Win 53% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 26% \| MDD -49.3% Months 132M (66%)
LWTI only	CAGR -6.3% \| Win 51% Sharpe -0.15 \| Sortino -0.22 \| Calmar -0.1 Vol 24% \| MDD -68.0% Months 129M (64%)	CAGR 10.7% \| Win 55% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.3 Vol 25% \| MDD -34.8% Months 71M (36%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 5.8% \| Win 56% Sharpe 0.37 \| Sortino 0.68 \| Calmar 0.2 Vol 22% \| MDD -27.8% Months 61M (30%)	CAGR -42.2% \| Win 12% Sharpe -2.19 \| Sortino -2.65 \| Calmar -0.8 Vol 23% \| MDD -51.5% Months 16M (8%)	CAGR -6.7% \| Win 47% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 23% \| MDD -53.4% Months 77M (38%)
RSI neg	CAGR 7.5% \| Win 54% Sharpe 0.44 \| Sortino 0.79 \| Calmar 0.5 Vol 22% \| MDD -16.1% Months 39M (20%)	CAGR 1.6% \| Win 57% Sharpe 0.19 \| Sortino 0.27 \| Calmar 0.0 Vol 27% \| MDD -39.6% Months 84M (42%)	CAGR 3.4% \| Win 56% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 25% \| MDD -39.6% Months 123M (62%)
MACDhist only	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -31.8% Months 100M (50%)	CAGR -7.2% \| Win 50% Sharpe -0.14 \| Sortino -0.20 \| Calmar -0.1 Vol 27% \| MDD -64.7% Months 100M (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 -31.8% \| Win 30% Sharpe -1.82 \| Sortino -2.51 \| Calmar -0.6 Vol 20% \| MDD -51.1% Months 20M (10%)	CAGR -6.7% \| Win 47% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 23% \| MDD -53.4% Months 77M (38%)
RSI neg	CAGR 20.5% \| Win 57% Sharpe 0.94 \| Sortino 1.42 \| Calmar 1.1 Vol 22% \| MDD -18.3% Months 40M (20%)	CAGR -3.9% \| Win 55% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 26% \| MDD -48.4% Months 83M (42%)	CAGR 3.4% \| Win 56% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 25% \| MDD -39.6% Months 123M (62%)
RSIhist only	CAGR 10.6% \| Win 55% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.3 Vol 23% \| MDD -31.4% Months 97M (48%)	CAGR -10.1% \| Win 50% Sharpe -0.29 \| Sortino -0.44 \| Calmar -0.1 Vol 25% \| MDD -73.7% Months 103M (52%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR -8.5% \| Win 47% Sharpe -0.25 \| Sortino -0.41 \| Calmar -0.2 Vol 24% \| MDD -55.7% Months 68M (34%)	CAGR 8.8% \| Win 44% Sharpe 0.68 \| Sortino 2.95 \| Calmar 1.6 Vol 14% \| MDD -5.6% Months 9M (4%)	CAGR -6.7% \| Win 47% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 23% \| MDD -53.4% Months 77M (38%)
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 (31%)	CAGR 3.4% \| Win 56% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 25% \| MDD -39.6% Months 123M (62%)
LWTI only	CAGR -6.3% \| Win 51% Sharpe -0.15 \| Sortino -0.22 \| Calmar -0.1 Vol 24% \| MDD -68.0% Months 129M (64%)	CAGR 10.7% \| Win 55% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.3 Vol 25% \| MDD -34.8% Months 71M (36%)

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 (36%)	CAGR -0.1% \| Win 50% Sharpe 0.08 \| Sortino 0.17 \| Calmar -0.0 Vol 17% \| MDD -23.9% Months 28M (14%)	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -31.8% Months 100M (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 -13.6% \| Win 51% Sharpe -0.39 \| Sortino -0.59 \| Calmar -0.2 Vol 28% \| MDD -66.6% Months 75M (38%)	CAGR -7.2% \| Win 50% Sharpe -0.14 \| Sortino -0.20 \| Calmar -0.1 Vol 27% \| MDD -64.7% Months 100M (50%)
RSIhist only	CAGR 10.6% \| Win 55% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.3 Vol 23% \| MDD -31.4% Months 97M (48%)	CAGR -10.1% \| Win 50% Sharpe -0.29 \| Sortino -0.44 \| Calmar -0.1 Vol 25% \| MDD -73.7% Months 103M (52%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 6.3% \| Win 55% Sharpe 0.38 \| Sortino 0.69 \| Calmar 0.2 Vol 22% \| MDD -32.3% Months 85M (42%)	CAGR 7.7% \| Win 53% Sharpe 0.50 \| Sortino 1.17 \| Calmar 0.5 Vol 18% \| MDD -15.3% Months 15M (8%)	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -31.8% Months 100M (50%)
MACDhist neg	CAGR -26.5% \| Win 43% Sharpe -1.05 \| Sortino -1.31 \| Calmar -0.4 Vol 26% \| MDD -69.5% Months 44M (22%)	CAGR 11.5% \| Win 55% Sharpe 0.54 \| Sortino 0.82 \| Calmar 0.4 Vol 26% \| MDD -30.1% Months 56M (28%)	CAGR -7.2% \| Win 50% Sharpe -0.14 \| Sortino -0.20 \| Calmar -0.1 Vol 27% \| MDD -64.7% Months 100M (50%)
LWTI only	CAGR -6.3% \| Win 51% Sharpe -0.15 \| Sortino -0.22 \| Calmar -0.1 Vol 24% \| MDD -68.0% Months 129M (64%)	CAGR 10.7% \| Win 55% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.3 Vol 25% \| MDD -34.8% Months 71M (36%)

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 (32%)	CAGR 27.2% \| Win 59% Sharpe 1.35 \| Sortino 2.21 \| Calmar 1.5 Vol 19% \| MDD -18.3% Months 34M (17%)	CAGR 10.6% \| Win 55% Sharpe 0.56 \| Sortino 0.86 \| Calmar 0.3 Vol 23% \| MDD -31.4% Months 97M (48%)
RSIhist neg	CAGR -14.0% \| Win 50% Sharpe -0.54 \| Sortino -0.71 \| Calmar -0.2 Vol 23% \| MDD -68.4% Months 66M (33%)	CAGR -2.6% \| Win 51% Sharpe 0.05 \| Sortino 0.09 \| Calmar -0.1 Vol 29% \| MDD -25.9% Months 37M (18%)	CAGR -10.1% \| Win 50% Sharpe -0.29 \| Sortino -0.44 \| Calmar -0.1 Vol 25% \| MDD -73.7% Months 103M (52%)
LWTI only	CAGR -6.3% \| Win 51% Sharpe -0.15 \| Sortino -0.22 \| Calmar -0.1 Vol 24% \| MDD -68.0% Months 129M (64%)	CAGR 10.7% \| Win 55% Sharpe 0.53 \| Sortino 0.82 \| Calmar 0.3 Vol 25% \| MDD -34.8% Months 71M (36%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 7.1% \| Win 53% Sharpe 0.41 \| Sortino 0.65 \| Calmar 0.3 Vol 24% \| MDD -27.3% Months 79M (40%)	CAGR 4.7% \| Win 56% Sharpe 0.31 \| Sortino 0.43 \| Calmar 0.2 Vol 23% \| MDD -20.6% Months 16M (8%)	CAGR 6.7% \| Win 54% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 95M (48%)
MRmean neg	CAGR 1.4% \| Win 55% Sharpe 0.17 \| Sortino 0.23 \| Calmar 0.1 Vol 24% \| MDD -22.6% Months 20M (10%)	CAGR -8.6% \| Win 51% Sharpe -0.23 \| Sortino -0.33 \| Calmar -0.1 Vol 25% \| MDD -65.7% Months 85M (42%)	CAGR -6.8% \| Win 51% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 105M (52%)
SLmean only	CAGR 6.0% \| Win 54% Sharpe 0.36 \| Sortino 0.56 \| Calmar 0.2 Vol 24% \| MDD -32.5% Months 99M (50%)	CAGR -6.6% \| Win 52% Sharpe -0.15 \| Sortino -0.22 \| Calmar -0.1 Vol 25% \| MDD -65.0% Months 101M (50%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 7.2% \| Win 54% Sharpe 0.41 \| Sortino 0.65 \| Calmar 0.2 Vol 24% \| MDD -31.1% Months 93M (46%)	CAGR -13.8% \| Win 50% Sharpe -1.28 \| Sortino 0.00 \| Calmar -3.9 Vol 11% \| MDD -3.5% Months 2M (1%)	CAGR 6.7% \| Win 54% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 95M (48%)
MRmean neg	CAGR -5.9% \| Win 51% Sharpe -0.10 \| Sortino -0.15 \| Calmar -0.1 Vol 26% \| MDD -55.4% Months 89M (44%)	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 -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 105M (52%)
RSmean only	CAGR 0.6% \| Win 52% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.0 Vol 25% \| MDD -56.8% Months 182M (91%)	CAGR -11.5% \| Win 56% Sharpe -0.71 \| Sortino -0.86 \| Calmar -0.5 Vol 15% \| MDD -21.4% Months 18M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 0.5% \| Win 51% Sharpe 0.12 \| Sortino 0.22 \| Calmar 0.0 Vol 19% \| MDD -30.3% Months 47M (24%)	CAGR 13.2% \| Win 56% Sharpe 0.59 \| Sortino 0.86 \| Calmar 0.5 Vol 27% \| MDD -25.3% Months 48M (24%)	CAGR 6.7% \| Win 54% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 95M (48%)
MRmean neg	CAGR -11.9% \| Win 52% Sharpe -0.49 \| Sortino -0.76 \| Calmar -0.5 Vol 21% \| MDD -23.9% Months 21M (10%)	CAGR -5.4% \| Win 51% Sharpe -0.09 \| Sortino -0.12 \| Calmar -0.1 Vol 26% \| MDD -55.8% Months 84M (42%)	CAGR -6.8% \| Win 51% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 105M (52%)
MACD only	CAGR -3.5% \| Win 52% Sharpe -0.08 \| Sortino -0.14 \| Calmar -0.1 Vol 19% \| MDD -38.1% Months 68M (34%)	CAGR 0.9% \| Win 53% Sharpe 0.17 \| Sortino 0.24 \| Calmar 0.0 Vol 26% \| MDD -49.3% Months 132M (66%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 0.3% \| Win 50% Sharpe 0.13 \| Sortino 0.21 \| Calmar 0.0 Vol 23% \| MDD -34.3% Months 66M (33%)	CAGR 22.9% \| Win 62% Sharpe 0.98 \| Sortino 1.33 \| Calmar 1.4 Vol 24% \| MDD -16.4% Months 29M (14%)	CAGR 6.7% \| Win 54% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 95M (48%)
MRmean neg	CAGR -39.5% \| Win 27% Sharpe -2.54 \| Sortino -2.74 \| Calmar -1.1 Vol 19% \| MDD -36.4% Months 11M (6%)	CAGR -1.9% \| Win 54% Sharpe 0.05 \| Sortino 0.07 \| Calmar -0.0 Vol 25% \| MDD -42.8% Months 94M (47%)	CAGR -6.8% \| Win 51% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 105M (52%)
RSI only	CAGR -6.7% \| Win 47% Sharpe -0.18 \| Sortino -0.29 \| Calmar -0.1 Vol 23% \| MDD -53.4% Months 77M (38%)	CAGR 3.4% \| Win 56% Sharpe 0.26 \| Sortino 0.37 \| Calmar 0.1 Vol 25% \| MDD -39.6% Months 123M (62%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 11.5% \| Win 58% Sharpe 0.59 \| Sortino 1.03 \| Calmar 0.3 Vol 23% \| MDD -33.2% Months 76M (38%)	CAGR -10.5% \| Win 37% Sharpe -0.30 \| Sortino -0.40 \| Calmar -0.3 Vol 26% \| MDD -36.9% Months 19M (10%)	CAGR 6.7% \| Win 54% Sharpe 0.40 \| Sortino 0.62 \| Calmar 0.2 Vol 23% \| MDD -30.3% Months 95M (48%)
MRmean neg	CAGR -8.0% \| Win 46% Sharpe -0.42 \| Sortino -0.90 \| Calmar -0.3 Vol 16% \| MDD -24.8% Months 24M (12%)	CAGR -6.4% \| Win 53% Sharpe -0.11 \| Sortino -0.15 \| Calmar -0.1 Vol 27% \| MDD -51.2% Months 81M (40%)	CAGR -6.8% \| Win 51% Sharpe -0.15 \| Sortino -0.23 \| Calmar -0.1 Vol 25% \| MDD -61.5% Months 105M (52%)
MACDhist only	CAGR 6.5% \| Win 55% Sharpe 0.40 \| Sortino 0.73 \| Calmar 0.2 Vol 22% \| MDD -31.8% Months 100M (50%)	CAGR -7.2% \| Win 50% Sharpe -0.14 \| Sortino -0.20 \| Calmar -0.1 Vol 27% \| MDD -64.7% Months 100M (50%)