VNQI - Vanguard Global ex-US Real Estate ETF

Signal Pair Analysis

MRmean-RSmean

Best Pair

61.8%

Best CAGR

Total Months

5.9%

Avg CAGR

VNQI 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 VNQI

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	RSmean	MRmean	pos-neg	5	2.6	61.8	100.0	5.3	0.0	0.0	9.3	0.0
pair	MRmean	RSmean	pos-neg	5	2.6	61.8	100.0	5.3	0.0	0.0	9.3	0.0
pair	MACDhist	RSmean	neg-pos	3	1.6	55.9	100.0	12.2	0.0	0.0	3.7	0.0
pair	RSmean	MACDhist	neg-pos	3	1.6	55.9	100.0	12.2	0.0	0.0	3.7	0.0
pair	LWTI	RSmean	neg-neg	1	0.5	41.4	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	LWTI	neg-neg	1	0.5	41.4	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	SLmean	pos-neg	6	3.1	36.6	83.3	2.2	0.0	8.5	14.6	-4.3
pair	SLmean	RSmean	pos-neg	6	3.1	36.6	83.3	2.2	0.0	8.5	14.6	-4.3
pair	MACD	RSmean	neg-pos	4	2.1	33.0	100.0	6.5	0.0	0.0	4.5	0.0
pair	RSmean	MACD	neg-pos	4	2.1	33.0	100.0	6.5	0.0	0.0	4.5	0.0
pair	LWTI	SLmean	neg-neg	20	10.5	26.6	65.0	1.1	2.2	1.2	23.7	-21.9
pair	SLmean	LWTI	neg-neg	20	10.5	26.6	65.0	1.1	2.2	1.2	23.7	-21.9
pair	LWTI	MRmean	neg-neg	21	11.0	24.8	61.9	1.1	2.0	1.1	23.1	-21.9
pair	MRmean	LWTI	neg-neg	21	11.0	24.8	61.9	1.1	2.0	1.1	23.1	-21.9
pair	MACDhist	RSI	neg-pos	7	3.7	24.4	71.4	2.7	12.5	24.2	8.2	-1.0
pair	RSI	MACDhist	neg-pos	7	3.7	24.4	71.4	2.7	12.5	24.2	8.2	-1.0
pair	RSIhist	LWTI	neg-neg	18	9.4	23.7	66.7	1.0	2.0	1.1	24.2	-21.9
pair	LWTI	RSIhist	neg-neg	18	9.4	23.7	66.7	1.0	2.0	1.1	24.2	-21.9
pair	RSIhist	RSmean	neg-pos	6	3.1	23.4	66.7	1.3	73.3	2.8	17.6	-8.4
pair	RSmean	RSIhist	neg-pos	6	3.1	23.4	66.7	1.3	73.3	2.8	17.6	-8.4
pair	RSIhist	RSI	neg-neg	39	20.4	22.0	66.7	1.0	1.5	0.9	22.0	-23.2
pair	RSI	RSIhist	neg-neg	39	20.4	22.0	66.7	1.0	1.5	0.9	22.0	-23.2
pair	RSI	SLmean	neg-neg	44	23.0	21.1	65.9	1.0	1.5	0.9	21.2	-23.2
pair	SLmean	RSI	neg-neg	44	23.0	21.1	65.9	1.0	1.5	0.9	21.2	-23.2
pair	RSmean	RSI	pos-neg	44	23.0	20.9	63.6	1.1	2.0	0.9	19.1	-23.2
pair	RSI	RSmean	pos-neg	44	23.0	20.9	63.6	1.1	2.0	0.9	19.1	-23.2
pair	RSI	LWTI	neg-pos	29	15.2	20.3	65.5	1.1	1.4	1.3	19.0	-15.3
pair	LWTI	RSI	neg-pos	29	15.2	20.3	65.5	1.1	1.4	1.3	19.0	-15.3
pair	MRmean	RSI	neg-neg	45	23.6	20.2	62.2	1.0	1.5	0.9	21.4	-23.2
pair	RSI	MRmean	neg-neg	45	23.6	20.2	62.2	1.0	1.5	0.9	21.4	-23.2
pair	MACDhist	LWTI	pos-neg	3	1.6	20.1	66.7	1.6	0.0	8.7	11.8	-2.3
pair	LWTI	MACDhist	pos-neg	3	1.6	20.1	66.7	1.6	0.0	8.7	11.8	-2.3
pair	MACD	RSmean	pos-neg	45	23.6	20.0	62.2	1.1	2.1	1.1	18.9	-18.6
pair	RSmean	MACD	pos-neg	45	23.6	20.0	62.2	1.1	2.1	1.1	18.9	-18.6
pair	RSIhist	MACD	neg-neg	33	17.3	19.2	60.6	0.9	1.3	0.9	23.0	-22.4
pair	MACD	RSIhist	neg-neg	33	17.3	19.2	60.6	0.9	1.3	0.9	23.0	-22.4
pair	MACD	RSI	neg-neg	38	19.9	18.5	57.9	0.8	1.5	1.0	23.1	-18.6
pair	RSI	MACD	neg-neg	38	19.9	18.5	57.9	0.8	1.5	1.0	23.1	-18.6
pair	SLmean	MACD	neg-neg	37	19.4	18.5	59.5	0.9	1.3	0.8	22.3	-22.4
pair	MACD	SLmean	neg-neg	37	19.4	18.5	59.5	0.9	1.3	0.8	22.3	-22.4
pair	MACD	MRmean	neg-neg	39	20.4	17.1	56.4	0.8	1.3	0.8	22.1	-22.4
pair	MRmean	MACD	neg-neg	39	20.4	17.1	56.4	0.8	1.3	0.8	22.1	-22.4
single	RSI	RSI	neg-neg	53	27.7	16.5	60.4	0.8	1.4	0.7	20.9	-23.2
pair	MACDhist	RSI	neg-neg	46	24.1	15.3	58.7	0.8	1.3	0.7	22.2	-23.2
pair	RSI	MACDhist	neg-neg	46	24.1	15.3	58.7	0.8	1.3	0.7	22.2	-23.2
pair	MACD	LWTI	neg-pos	36	18.8	14.1	58.3	0.8	1.2	0.6	18.8	-22.4
pair	LWTI	MACD	neg-pos	36	18.8	14.1	58.3	0.8	1.2	0.6	18.8	-22.4
pair	MACD	MACDhist	neg-neg	52	27.2	13.4	57.7	0.7	1.1	0.6	20.8	-22.4
pair	MACDhist	MACD	neg-neg	52	27.2	13.4	57.7	0.7	1.1	0.6	20.8	-22.4
single	MACD	MACD	neg-neg	63	33.0	13.1	57.1	0.7	1.2	0.6	19.6	-22.4
pair	RSI	LWTI	neg-neg	24	12.6	12.0	54.2	0.6	1.3	0.6	23.3	-21.9
pair	LWTI	RSI	neg-neg	24	12.6	12.0	54.2	0.6	1.3	0.6	23.3	-21.9
pair	MACDhist	MACD	neg-pos	11	5.8	11.9	54.5	0.9	2.6	2.1	13.4	-5.5
pair	MACD	MACDhist	neg-pos	11	5.8	11.9	54.5	0.9	2.6	2.1	13.4	-5.5
pair	LWTI	MACD	neg-neg	27	14.1	11.8	55.6	0.6	1.2	0.6	21.1	-18.6
pair	MACD	LWTI	neg-neg	27	14.1	11.8	55.6	0.6	1.2	0.6	21.1	-18.6
pair	RSI	MACD	pos-neg	15	7.9	11.4	66.7	0.8	1.1	1.3	14.1	-9.0
pair	MACD	RSI	pos-neg	15	7.9	11.4	66.7	0.8	1.1	1.3	14.1	-9.0
pair	MRmean	RSmean	neg-pos	62	32.5	10.2	58.1	0.6	0.8	0.3	20.4	-29.3
pair	RSmean	MRmean	neg-pos	62	32.5	10.2	58.1	0.6	0.8	0.3	20.4	-29.3
pair	MACDhist	RSmean	pos-neg	91	47.6	9.4	57.1	0.6	1.1	0.3	16.8	-28.0
pair	RSmean	MACDhist	pos-neg	91	47.6	9.4	57.1	0.6	1.1	0.3	16.8	-28.0
single	LWTI	LWTI	neg-neg	39	20.4	9.2	53.8	0.6	1.0	0.4	19.4	-21.9
pair	LWTI	RSmean	pos-neg	38	19.9	8.4	52.6	0.5	1.0	0.4	19.6	-21.9
pair	RSmean	LWTI	pos-neg	38	19.9	8.4	52.6	0.5	1.0	0.4	19.6	-21.9
pair	MACDhist	LWTI	neg-neg	36	18.8	8.3	52.8	0.5	0.9	0.4	20.0	-21.9
pair	LWTI	MACDhist	neg-neg	36	18.8	8.3	52.8	0.5	0.9	0.4	20.0	-21.9
pair	MRmean	MACDhist	neg-neg	66	34.6	8.0	53.0	0.5	0.8	0.3	19.7	-28.0
pair	MACDhist	MRmean	neg-neg	66	34.6	8.0	53.0	0.5	0.8	0.3	19.7	-28.0
pair	SLmean	MACDhist	neg-neg	64	33.5	7.8	54.7	0.5	0.8	0.3	19.8	-28.0
pair	MACDhist	SLmean	neg-neg	64	33.5	7.8	54.7	0.5	0.8	0.3	19.8	-28.0
pair	RSI	RSmean	neg-pos	13	6.8	7.6	61.5	0.8	0.8	0.9	10.2	-8.4
pair	RSmean	RSI	neg-pos	13	6.8	7.6	61.5	0.8	0.8	0.9	10.2	-8.4
pair	MACDhist	RSIhist	neg-neg	74	38.7	7.4	55.4	0.5	0.8	0.3	18.6	-28.0
pair	RSIhist	MACDhist	neg-neg	74	38.7	7.4	55.4	0.5	0.8	0.3	18.6	-28.0
pair	MRmean	SLmean	neg-neg	73	38.2	7.2	57.5	0.4	0.6	0.2	20.8	-29.3
pair	SLmean	MRmean	neg-neg	73	38.2	7.2	57.5	0.4	0.6	0.2	20.8	-29.3
single	MACDhist	MACDhist	neg-neg	110	57.6	7.1	55.5	0.5	0.8	0.2	17.4	-28.0
pair	MRmean	MACD	pos-neg	24	12.6	6.8	58.3	0.5	1.0	0.6	15.0	-12.0
pair	MACD	MRmean	pos-neg	24	12.6	6.8	58.3	0.5	1.0	0.6	15.0	-12.0
pair	RSIhist	MACD	neg-pos	30	15.7	6.7	53.3	0.5	1.1	0.4	15.3	-17.1
pair	MACD	RSIhist	neg-pos	30	15.7	6.7	53.3	0.5	1.1	0.4	15.3	-17.1
pair	RSmean	SLmean	neg-pos	70	36.6	6.7	58.6	0.4	0.6	0.2	19.5	-29.9
pair	SLmean	RSmean	neg-pos	70	36.6	6.7	58.6	0.4	0.6	0.2	19.5	-29.9
pair	MACDhist	LWTI	neg-pos	74	38.7	6.5	56.8	0.5	0.7	0.3	16.1	-22.4
pair	LWTI	MACDhist	neg-pos	74	38.7	6.5	56.8	0.5	0.7	0.3	16.1	-22.4
pair	MACDhist	RSIhist	neg-pos	36	18.8	6.5	55.6	0.5	0.8	0.4	15.0	-17.1
pair	RSIhist	MACDhist	neg-pos	36	18.8	6.5	55.6	0.5	0.8	0.4	15.0	-17.1
pair	MACDhist	SLmean	pos-neg	46	24.1	6.0	56.5	0.5	0.7	0.3	13.5	-17.2
pair	SLmean	MACDhist	pos-neg	46	24.1	6.0	56.5	0.5	0.7	0.3	13.5	-17.2
pair	RSIhist	MRmean	neg-neg	71	37.2	6.0	56.3	0.4	0.5	0.2	20.9	-29.3
pair	MRmean	RSIhist	neg-neg	71	37.2	6.0	56.3	0.4	0.5	0.2	20.9	-29.3
pair	MACD	SLmean	pos-neg	26	13.6	5.8	53.8	0.5	0.9	0.3	15.3	-17.2
pair	SLmean	MACD	pos-neg	26	13.6	5.8	53.8	0.5	0.9	0.3	15.3	-17.2
pair	MACDhist	MRmean	pos-neg	44	23.0	5.7	59.1	0.5	0.7	0.3	13.3	-17.4
pair	MRmean	MACDhist	pos-neg	44	23.0	5.7	59.1	0.5	0.7	0.3	13.3	-17.4
single	MRmean	MRmean	neg-neg	79	41.4	5.6	54.4	0.4	0.5	0.2	20.4	-29.3
pair	RSmean	RSIhist	pos-neg	79	41.4	5.4	57.0	0.4	0.5	0.2	18.3	-30.7
pair	RSIhist	RSmean	pos-neg	79	41.4	5.4	57.0	0.4	0.5	0.2	18.3	-30.7
pair	RSI	MACD	neg-pos	25	13.1	5.3	56.0	0.5	0.7	0.4	12.7	-14.8
pair	MACD	RSI	neg-pos	25	13.1	5.3	56.0	0.5	0.7	0.4	12.7	-14.8
pair	LWTI	SLmean	pos-pos	86	45.0	4.9	60.5	0.4	0.6	0.3	13.2	-17.5
pair	SLmean	LWTI	pos-pos	86	45.0	4.9	60.5	0.4	0.6	0.3	13.2	-17.5
pair	RSIhist	SLmean	neg-neg	76	39.8	4.8	57.9	0.3	0.4	0.2	20.1	-29.3
pair	RSI	LWTI	pos-neg	15	7.9	4.8	53.3	0.5	0.7	0.7	11.3	-7.5
pair	LWTI	RSI	pos-neg	15	7.9	4.8	53.3	0.5	0.7	0.7	11.3	-7.5
pair	SLmean	RSIhist	neg-neg	76	39.8	4.8	57.9	0.3	0.4	0.2	20.1	-29.3
pair	RSIhist	LWTI	pos-pos	75	39.3	4.1	61.3	0.4	0.5	0.2	13.9	-18.1
pair	LWTI	RSIhist	pos-pos	75	39.3	4.1	61.3	0.4	0.5	0.2	13.9	-18.1
single	SLmean	SLmean	neg-neg	86	45.0	4.0	55.8	0.3	0.4	0.1	19.7	-29.9
single	RSIhist	RSIhist	neg-neg	95	49.7	3.9	55.8	0.3	0.4	0.1	18.6	-30.7
pair	SLmean	MRmean	pos-pos	99	51.8	3.7	59.6	0.3	0.5	0.2	13.0	-20.5
pair	MRmean	SLmean	pos-pos	99	51.8	3.7	59.6	0.3	0.5	0.2	13.0	-20.5
pair	RSI	SLmean	pos-pos	96	50.3	3.4	59.4	0.3	0.4	0.2	12.5	-19.2
pair	MRmean	LWTI	pos-pos	94	49.2	3.4	60.6	0.3	0.5	0.1	12.8	-22.1
pair	LWTI	MRmean	pos-pos	94	49.2	3.4	60.6	0.3	0.5	0.1	12.8	-22.1
pair	SLmean	RSI	pos-pos	96	50.3	3.4	59.4	0.3	0.4	0.2	12.5	-19.2
pair	MACD	LWTI	pos-neg	12	6.3	3.4	50.0	0.3	0.5	0.3	15.6	-10.8
pair	LWTI	MACD	pos-neg	12	6.3	3.4	50.0	0.3	0.5	0.3	15.6	-10.8
single	RSmean	RSmean	pos-pos	169	88.5	3.3	56.8	0.3	0.4	0.1	15.9	-32.7
pair		benchmark___benchmark_	benchmark-benchmark	191	100.0	3.3	56.5	0.3	0.4	0.1	16.3	-32.7
pair	benchmark___benchmark_		benchmark-benchmark	191	100.0	3.3	56.5	0.3	0.4	0.1	16.3	-32.7
pair	RSIhist	SLmean	pos-pos	86	45.0	3.3	59.3	0.3	0.4	0.1	13.6	-23.7
pair	SLmean	RSIhist	pos-pos	86	45.0	3.3	59.3	0.3	0.4	0.1	13.6	-23.7
single	RSmean	RSmean	neg-neg	22	11.5	3.1	54.5	0.2	0.3	0.1	19.5	-22.4
pair	RSIhist	MRmean	pos-pos	88	46.1	2.8	59.1	0.3	0.4	0.1	13.7	-18.9
single	SLmean	SLmean	pos-pos	105	55.0	2.8	57.1	0.3	0.4	0.1	13.0	-25.3
pair	RSI	RSIhist	pos-pos	82	42.9	2.8	59.8	0.3	0.4	0.1	13.3	-19.4
pair	RSIhist	RSI	pos-pos	82	42.9	2.8	59.8	0.3	0.4	0.1	13.3	-19.4
single	RSIhist	RSIhist	pos-pos	96	50.3	2.8	57.3	0.3	0.4	0.1	13.8	-20.6
pair	MRmean	RSIhist	pos-pos	88	46.1	2.8	59.1	0.3	0.4	0.1	13.7	-18.9
pair	RSI	RSIhist	neg-pos	14	7.3	2.5	42.9	0.2	0.6	0.1	17.4	-17.1
pair	RSIhist	RSI	neg-pos	14	7.3	2.5	42.9	0.2	0.6	0.1	17.4	-17.1
pair	RSIhist	MRmean	neg-pos	8	4.2	2.3	37.5	0.2	0.8	0.3	16.3	-8.4
pair	MRmean	RSIhist	neg-pos	8	4.2	2.3	37.5	0.2	0.8	0.3	16.3	-8.4
pair	RSI	MRmean	pos-pos	104	54.5	2.0	58.7	0.2	0.3	0.1	12.4	-19.9
pair	MRmean	RSI	pos-pos	104	54.5	2.0	58.7	0.2	0.3	0.1	12.4	-19.9
single	LWTI	LWTI	pos-pos	152	79.6	1.9	57.2	0.2	0.2	0.1	15.5	-38.2
pair	RSmean	LWTI	pos-pos	131	68.6	1.9	58.0	0.2	0.2	0.1	14.7	-33.5
pair	LWTI	RSmean	pos-pos	131	68.6	1.9	58.0	0.2	0.2	0.1	14.7	-33.5
pair	MACD	SLmean	pos-pos	79	41.4	1.8	58.2	0.2	0.3	0.1	12.3	-17.0
pair	SLmean	MACD	pos-pos	79	41.4	1.8	58.2	0.2	0.3	0.1	12.3	-17.0
pair	MACD	MACDhist	pos-neg	58	30.4	1.7	53.4	0.2	0.3	0.1	13.6	-21.3
pair	MACDhist	MACD	pos-neg	58	30.4	1.7	53.4	0.2	0.3	0.1	13.6	-21.3
single	MRmean	MRmean	pos-pos	112	58.6	1.7	58.0	0.2	0.3	0.1	12.8	-19.9
pair	RSmean	LWTI	neg-pos	21	11.0	1.6	52.4	0.2	0.2	0.1	19.9	-22.4
pair	LWTI	RSmean	neg-pos	21	11.0	1.6	52.4	0.2	0.2	0.1	19.9	-22.4
pair	RSmean	RSIhist	pos-pos	90	47.1	1.5	56.7	0.2	0.2	0.1	13.6	-24.2
pair	RSIhist	RSmean	pos-pos	90	47.1	1.5	56.7	0.2	0.2	0.1	13.6	-24.2
pair	RSI	MACDhist	pos-neg	64	33.5	1.5	53.1	0.2	0.3	0.1	12.8	-20.4
pair	MACDhist	RSI	pos-neg	64	33.5	1.5	53.1	0.2	0.3	0.1	12.8	-20.4
pair	MACD	RSIhist	pos-pos	66	34.6	1.0	59.1	0.1	0.2	0.1	13.2	-20.5
pair	RSmean	SLmean	pos-pos	99	51.8	1.0	55.6	0.1	0.2	0.0	12.9	-30.8
pair	SLmean	RSmean	pos-pos	99	51.8	1.0	55.6	0.1	0.2	0.0	12.9	-30.8
pair	RSIhist	MACD	pos-pos	66	34.6	1.0	59.1	0.1	0.2	0.1	13.2	-20.5
pair	RSIhist	MACDhist	pos-pos	60	31.4	0.6	58.3	0.1	0.2	0.0	13.2	-15.1
pair	MACDhist	RSIhist	pos-pos	60	31.4	0.6	58.3	0.1	0.2	0.0	13.2	-15.1
pair	MACD	MRmean	pos-pos	88	46.1	0.4	58.0	0.1	0.1	0.0	12.2	-19.9
pair	MRmean	MACD	pos-pos	88	46.1	0.4	58.0	0.1	0.1	0.0	12.2	-19.9
pair	SLmean	RSIhist	pos-neg	19	9.9	0.3	47.4	0.1	0.2	0.0	10.3	-9.6
pair	MACDhist	SLmean	pos-pos	59	30.9	0.3	57.6	0.1	0.1	0.0	12.7	-16.2
pair	SLmean	MACDhist	pos-pos	59	30.9	0.3	57.6	0.1	0.1	0.0	12.7	-16.2
pair	RSIhist	SLmean	pos-neg	19	9.9	0.3	47.4	0.1	0.2	0.0	10.3	-9.6
pair	LWTI	RSIhist	neg-pos	77	40.3	-0.3	53.2	0.1	0.1	-0.0	16.9	-27.8
pair	RSIhist	LWTI	neg-pos	77	40.3	-0.3	53.2	0.1	0.1	-0.0	16.9	-27.8
pair	MRmean	RSmean	pos-pos	107	56.0	-0.5	56.1	0.0	0.0	-0.0	12.6	-28.8
pair	RSmean	MRmean	pos-pos	107	56.0	-0.5	56.1	0.0	0.0	-0.0	12.6	-28.8
pair	MRmean	LWTI	neg-pos	58	30.4	-0.6	51.7	0.1	0.1	-0.0	19.2	-38.6
pair	LWTI	MRmean	neg-pos	58	30.4	-0.6	51.7	0.1	0.1	-0.0	19.2	-38.6
pair	MRmean	MACDhist	pos-pos	68	35.6	-0.8	57.4	-0.0	-0.0	-0.1	12.4	-16.6
pair	MACDhist	MRmean	pos-pos	68	35.6	-0.8	57.4	-0.0	-0.0	-0.1	12.4	-16.6
single	MACD	MACD	pos-pos	128	67.0	-1.2	56.2	-0.0	-0.0	-0.0	14.3	-42.1
single	RSI	RSI	pos-pos	138	72.3	-1.3	55.1	-0.0	-0.0	-0.0	14.0	-42.3
single	MACDhist	MACDhist	pos-pos	81	42.4	-1.6	58.0	-0.0	-0.0	-0.1	14.7	-31.3
pair	LWTI	MACD	pos-pos	116	60.7	-1.7	56.9	-0.0	-0.1	-0.0	14.2	-40.4
pair	MACD	LWTI	pos-pos	116	60.7	-1.7	56.9	-0.0	-0.1	-0.0	14.2	-40.4
pair	RSIhist	SLmean	neg-pos	10	5.2	-1.9	40.0	-0.1	-0.1	-0.3	16.3	-5.9
pair	SLmean	RSIhist	neg-pos	10	5.2	-1.9	40.0	-0.1	-0.1	-0.3	16.3	-5.9
pair	RSIhist	LWTI	pos-neg	21	11.0	-1.9	42.9	-0.1	-0.1	-0.1	13.8	-14.4
pair	LWTI	RSIhist	pos-neg	21	11.0	-1.9	42.9	-0.1	-0.1	-0.1	13.8	-14.4
pair	LWTI	SLmean	neg-pos	66	34.6	-2.0	53.0	-0.0	-0.0	-0.1	18.1	-35.8
pair	SLmean	LWTI	neg-pos	66	34.6	-2.0	53.0	-0.0	-0.0	-0.1	18.1	-35.8
pair	MACD	RSmean	pos-pos	124	64.9	-2.1	54.8	-0.1	-0.1	-0.1	14.4	-42.1
pair	RSmean	MACD	pos-pos	124	64.9	-2.1	54.8	-0.1	-0.1	-0.1	14.4	-42.1
pair	RSI	LWTI	pos-pos	123	64.4	-2.1	55.3	-0.1	-0.1	-0.1	14.4	-44.8
pair	LWTI	RSI	pos-pos	123	64.4	-2.1	55.3	-0.1	-0.1	-0.1	14.4	-44.8
pair	RSmean	RSI	pos-pos	125	65.4	-2.2	54.4	-0.1	-0.1	-0.1	14.4	-44.5
pair	RSI	RSmean	pos-pos	125	65.4	-2.2	54.4	-0.1	-0.1	-0.1	14.4	-44.5
pair	RSIhist	MRmean	pos-neg	24	12.6	-2.2	54.2	-0.2	-0.4	-0.3	8.7	-8.6
pair	MRmean	RSIhist	pos-neg	24	12.6	-2.2	54.2	-0.2	-0.4	-0.3	8.7	-8.6
pair	MRmean	RSI	pos-neg	8	4.2	-2.3	50.0	-0.1	-0.1	-0.2	17.8	-12.0
pair	RSI	MRmean	pos-neg	8	4.2	-2.3	50.0	-0.1	-0.1	-0.2	17.8	-12.0
pair	MACDhist	LWTI	pos-pos	78	40.8	-2.4	57.7	-0.1	-0.1	-0.1	14.8	-31.7
pair	LWTI	MACDhist	pos-pos	78	40.8	-2.4	57.7	-0.1	-0.1	-0.1	14.8	-31.7
pair	MACD	RSmean	neg-neg	18	9.4	-2.5	44.4	-0.0	-0.0	-0.1	21.3	-24.4
pair	RSmean	MACD	neg-neg	18	9.4	-2.5	44.4	-0.0	-0.0	-0.1	21.3	-24.4
pair	RSI	MACD	pos-pos	113	59.2	-2.8	54.9	-0.1	-0.1	-0.1	14.3	-43.9
pair	MACD	RSI	pos-pos	113	59.2	-2.8	54.9	-0.1	-0.1	-0.1	14.3	-43.9
pair	RSmean	RSI	neg-neg	9	4.7	-3.0	44.4	0.0	0.0	-0.1	29.0	-19.8
pair	RSI	RSmean	neg-neg	9	4.7	-3.0	44.4	0.0	0.0	-0.1	29.0	-19.8
pair	MACDhist	RSmean	pos-pos	78	40.8	-3.3	56.4	-0.1	-0.2	-0.1	14.7	-36.3
pair	RSmean	MACDhist	pos-pos	78	40.8	-3.3	56.4	-0.1	-0.2	-0.1	14.7	-36.3
pair	MACDhist	RSmean	neg-neg	19	9.9	-3.4	47.4	-0.1	-0.1	-0.1	20.4	-22.4
pair	RSmean	MACDhist	neg-neg	19	9.9	-3.4	47.4	-0.1	-0.1	-0.1	20.4	-22.4
pair	RSIhist	MACD	pos-neg	62	32.5	-3.5	53.2	-0.1	-0.2	-0.1	15.5	-30.0
pair	MACD	RSIhist	pos-neg	62	32.5	-3.5	53.2	-0.1	-0.2	-0.1	15.5	-30.0
pair	MACD	MACDhist	pos-pos	70	36.6	-3.6	58.6	-0.2	-0.2	-0.1	14.9	-35.8
pair	MACDhist	MACD	pos-pos	70	36.6	-3.6	58.6	-0.2	-0.2	-0.1	14.9	-35.8
pair	RSIhist	RSmean	neg-neg	16	8.4	-3.6	50.0	-0.1	-0.1	-0.2	20.4	-22.4
pair	RSmean	RSIhist	neg-neg	16	8.4	-3.6	50.0	-0.1	-0.1	-0.2	20.4	-22.4
pair	MACDhist	RSI	pos-pos	74	38.7	-3.8	56.8	-0.2	-0.2	-0.1	15.1	-36.3
pair	RSI	MACDhist	pos-pos	74	38.7	-3.8	56.8	-0.2	-0.2	-0.1	15.1	-36.3
pair	RSI	SLmean	pos-neg	9	4.7	-3.9	33.3	-0.1	-0.3	-0.2	19.0	-19.0
pair	SLmean	RSI	pos-neg	9	4.7	-3.9	33.3	-0.1	-0.3	-0.2	19.0	-19.0
pair	MACD	MRmean	neg-pos	40	20.9	-4.5	52.5	-0.2	-0.2	-0.1	18.3	-35.0
pair	MRmean	MACD	neg-pos	40	20.9	-4.5	52.5	-0.2	-0.2	-0.1	18.3	-35.0
pair	MRmean	MACDhist	neg-pos	13	6.8	-5.7	61.5	-0.1	-0.1	-0.3	24.0	-20.7
pair	MACDhist	MRmean	neg-pos	13	6.8	-5.7	61.5	-0.1	-0.1	-0.3	24.0	-20.7
pair	SLmean	MACD	neg-pos	49	25.7	-5.8	53.1	-0.3	-0.3	-0.1	17.1	-37.9
pair	MACD	SLmean	neg-pos	49	25.7	-5.8	53.1	-0.3	-0.3	-0.1	17.1	-37.9
pair	SLmean	MACDhist	neg-pos	22	11.5	-6.5	59.1	-0.2	-0.2	-0.3	19.4	-25.4
pair	MACDhist	SLmean	neg-pos	22	11.5	-6.5	59.1	-0.2	-0.2	-0.3	19.4	-25.4
pair	LWTI	SLmean	pos-neg	19	9.9	-6.6	42.1	-0.5	-0.7	-0.4	12.4	-14.9
pair	SLmean	LWTI	pos-neg	19	9.9	-6.6	42.1	-0.5	-0.7	-0.4	12.4	-14.9
pair	LWTI	MRmean	pos-neg	18	9.4	-6.6	44.4	-0.5	-0.7	-0.5	12.9	-14.4
pair	MRmean	LWTI	pos-neg	18	9.4	-6.6	44.4	-0.5	-0.7	-0.5	12.9	-14.4
pair	RSIhist	RSI	pos-neg	56	29.3	-7.1	48.2	-0.4	-0.5	-0.2	15.0	-37.4
pair	RSI	RSIhist	pos-neg	56	29.3	-7.1	48.2	-0.4	-0.5	-0.2	15.0	-37.4
pair	RSmean	SLmean	neg-neg	16	8.4	-7.2	43.8	-0.3	-0.3	-0.3	20.7	-22.4
pair	SLmean	RSmean	neg-neg	16	8.4	-7.2	43.8	-0.3	-0.3	-0.3	20.7	-22.4
pair	MACDhist	RSIhist	pos-neg	21	11.0	-7.6	57.1	-0.3	-0.3	-0.3	18.7	-22.5
pair	RSIhist	MACDhist	pos-neg	21	11.0	-7.6	57.1	-0.3	-0.3	-0.3	18.7	-22.5
pair	RSmean	MRmean	neg-neg	17	8.9	-9.7	41.2	-0.4	-0.5	-0.4	20.3	-24.9
pair	MRmean	RSmean	neg-neg	17	8.9	-9.7	41.2	-0.4	-0.5	-0.4	20.3	-24.9
pair	MRmean	RSI	neg-pos	34	17.8	-11.0	44.1	-0.6	-0.6	-0.3	18.1	-41.9
pair	RSI	MRmean	neg-pos	34	17.8	-11.0	44.1	-0.6	-0.6	-0.3	18.1	-41.9
pair	RSI	SLmean	neg-pos	42	22.0	-11.4	45.2	-0.6	-0.7	-0.3	16.9	-44.5
pair	SLmean	RSI	neg-pos	42	22.0	-11.4	45.2	-0.6	-0.7	-0.3	16.9	-44.5
pair	SLmean	MRmean	neg-pos	6	3.1	-11.5	16.7	-0.8	-3.2	-1.0	13.7	-12.0
pair	MRmean	SLmean	neg-pos	6	3.1	-11.5	16.7	-0.8	-3.2	-1.0	13.7	-12.0
pair	SLmean	MRmean	pos-neg	13	6.8	-12.2	46.2	-1.3	-2.3	-1.0	9.9	-11.9
pair	MRmean	SLmean	pos-neg	13	6.8	-12.2	46.2	-1.3	-2.3	-1.0	9.9	-11.9

All Contingency Tables for VNQI

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.7% \| Win 60% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.2 Vol 13% \| MDD -20.5% Months 99M (52%)	CAGR -12.2% \| Win 46% Sharpe -1.26 \| Sortino -2.29 \| Calmar -1.0 Vol 10% \| MDD -11.9% Months 13M (7%)	CAGR 1.7% \| Win 58% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 13% \| MDD -19.9% Months 112M (59%)
MRmean neg	CAGR -11.5% \| Win 17% Sharpe -0.83 \| Sortino -3.17 \| Calmar -1.0 Vol 14% \| MDD -12.0% Months 6M (3%)	CAGR 7.2% \| Win 57% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.2 Vol 21% \| MDD -29.3% Months 73M (38%)	CAGR 5.6% \| Win 54% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.2 Vol 20% \| MDD -29.3% Months 79M (41%)
SLmean only	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 13% \| MDD -25.3% Months 105M (55%)	CAGR 4.0% \| Win 56% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -29.9% Months 86M (45%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -0.5% \| Win 56% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 13% \| MDD -28.8% Months 107M (56%)	CAGR 61.8% \| Win 100% Sharpe 5.30 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 5M (3%)	CAGR 1.7% \| Win 58% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 13% \| MDD -19.9% Months 112M (59%)
MRmean neg	CAGR 10.2% \| Win 58% Sharpe 0.58 \| Sortino 0.81 \| Calmar 0.3 Vol 20% \| MDD -29.3% Months 62M (32%)	CAGR -9.7% \| Win 41% Sharpe -0.40 \| Sortino -0.52 \| Calmar -0.4 Vol 20% \| MDD -24.9% Months 17M (9%)	CAGR 5.6% \| Win 54% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.2 Vol 20% \| MDD -29.3% Months 79M (41%)
RSmean only	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 16% \| MDD -32.7% Months 169M (88%)	CAGR 3.1% \| Win 55% Sharpe 0.25 \| Sortino 0.32 \| Calmar 0.1 Vol 20% \| MDD -22.4% Months 22M (12%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 0.4% \| Win 58% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 12% \| MDD -19.9% Months 88M (46%)	CAGR 6.8% \| Win 58% Sharpe 0.51 \| Sortino 1.01 \| Calmar 0.6 Vol 15% \| MDD -12.0% Months 24M (13%)	CAGR 1.7% \| Win 58% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 13% \| MDD -19.9% Months 112M (59%)
MRmean neg	CAGR -4.5% \| Win 52% Sharpe -0.16 \| Sortino -0.18 \| Calmar -0.1 Vol 18% \| MDD -35.0% Months 40M (21%)	CAGR 17.1% \| Win 56% Sharpe 0.83 \| Sortino 1.31 \| Calmar 0.8 Vol 22% \| MDD -22.4% Months 39M (20%)	CAGR 5.6% \| Win 54% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.2 Vol 20% \| MDD -29.3% Months 79M (41%)
MACD only	CAGR -1.2% \| Win 56% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 14% \| MDD -42.1% Months 128M (67%)	CAGR 13.1% \| Win 57% Sharpe 0.73 \| Sortino 1.20 \| Calmar 0.6 Vol 20% \| MDD -22.4% Months 63M (33%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.0% \| Win 59% Sharpe 0.22 \| Sortino 0.31 \| Calmar 0.1 Vol 12% \| MDD -19.9% Months 104M (54%)	CAGR -2.3% \| Win 50% Sharpe -0.06 \| Sortino -0.11 \| Calmar -0.2 Vol 18% \| MDD -12.0% Months 8M (4%)	CAGR 1.7% \| Win 58% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 13% \| MDD -19.9% Months 112M (59%)
MRmean neg	CAGR -11.0% \| Win 44% Sharpe -0.55 \| Sortino -0.62 \| Calmar -0.3 Vol 18% \| MDD -41.9% Months 34M (18%)	CAGR 20.2% \| Win 62% Sharpe 0.97 \| Sortino 1.53 \| Calmar 0.9 Vol 21% \| MDD -23.2% Months 45M (24%)	CAGR 5.6% \| Win 54% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.2 Vol 20% \| MDD -29.3% Months 79M (41%)
RSI only	CAGR -1.3% \| Win 55% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 14% \| MDD -42.3% Months 138M (72%)	CAGR 16.5% \| Win 60% Sharpe 0.84 \| Sortino 1.38 \| Calmar 0.7 Vol 21% \| MDD -23.2% Months 53M (28%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -0.8% \| Win 57% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.0 Vol 12% \| MDD -16.6% Months 68M (36%)	CAGR 5.7% \| Win 59% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.3 Vol 13% \| MDD -17.4% Months 44M (23%)	CAGR 1.7% \| Win 58% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 13% \| MDD -19.9% Months 112M (59%)
MRmean neg	CAGR -5.7% \| Win 62% Sharpe -0.12 \| Sortino -0.10 \| Calmar -0.3 Vol 24% \| MDD -20.7% Months 13M (7%)	CAGR 8.0% \| Win 53% Sharpe 0.49 \| Sortino 0.83 \| Calmar 0.3 Vol 20% \| MDD -28.0% Months 66M (35%)	CAGR 5.6% \| Win 54% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.2 Vol 20% \| MDD -29.3% Months 79M (41%)
MACDhist only	CAGR -1.6% \| Win 58% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 15% \| MDD -31.3% Months 81M (42%)	CAGR 7.1% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.3 Vol 17% \| MDD -28.0% Months 110M (58%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 2.8% \| Win 59% Sharpe 0.27 \| Sortino 0.38 \| Calmar 0.1 Vol 14% \| MDD -18.9% Months 88M (46%)	CAGR -2.2% \| Win 54% Sharpe -0.21 \| Sortino -0.41 \| Calmar -0.3 Vol 9% \| MDD -8.6% Months 24M (13%)	CAGR 1.7% \| Win 58% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 13% \| MDD -19.9% Months 112M (59%)
MRmean neg	CAGR 2.3% \| Win 38% Sharpe 0.21 \| Sortino 0.83 \| Calmar 0.3 Vol 16% \| MDD -8.4% Months 8M (4%)	CAGR 6.0% \| Win 56% Sharpe 0.39 \| Sortino 0.51 \| Calmar 0.2 Vol 21% \| MDD -29.3% Months 71M (37%)	CAGR 5.6% \| Win 54% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.2 Vol 20% \| MDD -29.3% Months 79M (41%)
RSIhist only	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 14% \| MDD -20.6% Months 96M (50%)	CAGR 3.9% \| Win 56% Sharpe 0.30 \| Sortino 0.40 \| Calmar 0.1 Vol 19% \| MDD -30.7% Months 95M (50%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 3.4% \| Win 61% Sharpe 0.33 \| Sortino 0.45 \| Calmar 0.2 Vol 13% \| MDD -22.1% Months 94M (49%)	CAGR -6.6% \| Win 44% Sharpe -0.47 \| Sortino -0.72 \| Calmar -0.5 Vol 13% \| MDD -14.4% Months 18M (9%)	CAGR 1.7% \| Win 58% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 13% \| MDD -19.9% Months 112M (59%)
MRmean neg	CAGR -0.6% \| Win 52% Sharpe 0.07 \| Sortino 0.08 \| Calmar -0.0 Vol 19% \| MDD -38.6% Months 58M (30%)	CAGR 24.8% \| Win 62% Sharpe 1.08 \| Sortino 2.04 \| Calmar 1.1 Vol 23% \| MDD -21.9% Months 21M (11%)	CAGR 5.6% \| Win 54% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.2 Vol 20% \| MDD -29.3% Months 79M (41%)
LWTI only	CAGR 1.9% \| Win 57% Sharpe 0.20 \| Sortino 0.25 \| Calmar 0.0 Vol 16% \| MDD -38.2% Months 152M (80%)	CAGR 9.2% \| Win 54% Sharpe 0.55 \| Sortino 1.03 \| Calmar 0.4 Vol 19% \| MDD -21.9% Months 39M (20%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 1.0% \| Win 56% Sharpe 0.14 \| Sortino 0.20 \| Calmar 0.0 Vol 13% \| MDD -30.8% Months 99M (52%)	CAGR 36.6% \| Win 83% Sharpe 2.23 \| Sortino 0.00 \| Calmar 8.5 Vol 15% \| MDD -4.3% Months 6M (3%)	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 13% \| MDD -25.3% Months 105M (55%)
SLmean neg	CAGR 6.7% \| Win 59% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.2 Vol 20% \| MDD -29.9% Months 70M (37%)	CAGR -7.2% \| Win 44% Sharpe -0.26 \| Sortino -0.33 \| Calmar -0.3 Vol 21% \| MDD -22.4% Months 16M (8%)	CAGR 4.0% \| Win 56% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -29.9% Months 86M (45%)
RSmean only	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 16% \| MDD -32.7% Months 169M (88%)	CAGR 3.1% \| Win 55% Sharpe 0.25 \| Sortino 0.32 \| Calmar 0.1 Vol 20% \| MDD -22.4% Months 22M (12%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 1.8% \| Win 58% Sharpe 0.20 \| Sortino 0.26 \| Calmar 0.1 Vol 12% \| MDD -17.0% Months 79M (41%)	CAGR 5.8% \| Win 54% Sharpe 0.45 \| Sortino 0.92 \| Calmar 0.3 Vol 15% \| MDD -17.2% Months 26M (14%)	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 13% \| MDD -25.3% Months 105M (55%)
SLmean neg	CAGR -5.8% \| Win 53% Sharpe -0.26 \| Sortino -0.31 \| Calmar -0.2 Vol 17% \| MDD -37.9% Months 49M (26%)	CAGR 18.5% \| Win 60% Sharpe 0.88 \| Sortino 1.33 \| Calmar 0.8 Vol 22% \| MDD -22.4% Months 37M (19%)	CAGR 4.0% \| Win 56% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -29.9% Months 86M (45%)
MACD only	CAGR -1.2% \| Win 56% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 14% \| MDD -42.1% Months 128M (67%)	CAGR 13.1% \| Win 57% Sharpe 0.73 \| Sortino 1.20 \| Calmar 0.6 Vol 20% \| MDD -22.4% Months 63M (33%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 3.4% \| Win 59% Sharpe 0.33 \| Sortino 0.44 \| Calmar 0.2 Vol 12% \| MDD -19.2% Months 96M (50%)	CAGR -3.9% \| Win 33% Sharpe -0.13 \| Sortino -0.30 \| Calmar -0.2 Vol 19% \| MDD -19.0% Months 9M (5%)	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 13% \| MDD -25.3% Months 105M (55%)
SLmean neg	CAGR -11.4% \| Win 45% Sharpe -0.63 \| Sortino -0.72 \| Calmar -0.3 Vol 17% \| MDD -44.5% Months 42M (22%)	CAGR 21.1% \| Win 66% Sharpe 1.01 \| Sortino 1.52 \| Calmar 0.9 Vol 21% \| MDD -23.2% Months 44M (23%)	CAGR 4.0% \| Win 56% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -29.9% Months 86M (45%)
RSI only	CAGR -1.3% \| Win 55% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 14% \| MDD -42.3% Months 138M (72%)	CAGR 16.5% \| Win 60% Sharpe 0.84 \| Sortino 1.38 \| Calmar 0.7 Vol 21% \| MDD -23.2% Months 53M (28%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 0.3% \| Win 58% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 13% \| MDD -16.2% Months 59M (31%)	CAGR 6.0% \| Win 56% Sharpe 0.50 \| Sortino 0.73 \| Calmar 0.3 Vol 14% \| MDD -17.2% Months 46M (24%)	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 13% \| MDD -25.3% Months 105M (55%)
SLmean neg	CAGR -6.5% \| Win 59% Sharpe -0.24 \| Sortino -0.22 \| Calmar -0.3 Vol 19% \| MDD -25.4% Months 22M (12%)	CAGR 7.8% \| Win 55% Sharpe 0.48 \| Sortino 0.81 \| Calmar 0.3 Vol 20% \| MDD -28.0% Months 64M (34%)	CAGR 4.0% \| Win 56% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -29.9% Months 86M (45%)
MACDhist only	CAGR -1.6% \| Win 58% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 15% \| MDD -31.3% Months 81M (42%)	CAGR 7.1% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.3 Vol 17% \| MDD -28.0% Months 110M (58%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 3.3% \| Win 59% Sharpe 0.31 \| Sortino 0.42 \| Calmar 0.1 Vol 14% \| MDD -23.7% Months 86M (45%)	CAGR 0.3% \| Win 47% Sharpe 0.07 \| Sortino 0.17 \| Calmar 0.0 Vol 10% \| MDD -9.6% Months 19M (10%)	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 13% \| MDD -25.3% Months 105M (55%)
SLmean neg	CAGR -1.9% \| Win 40% Sharpe -0.05 \| Sortino -0.12 \| Calmar -0.3 Vol 16% \| MDD -5.9% Months 10M (5%)	CAGR 4.8% \| Win 58% Sharpe 0.33 \| Sortino 0.44 \| Calmar 0.2 Vol 20% \| MDD -29.3% Months 76M (40%)	CAGR 4.0% \| Win 56% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -29.9% Months 86M (45%)
RSIhist only	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 14% \| MDD -20.6% Months 96M (50%)	CAGR 3.9% \| Win 56% Sharpe 0.30 \| Sortino 0.40 \| Calmar 0.1 Vol 19% \| MDD -30.7% Months 95M (50%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 4.9% \| Win 60% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.3 Vol 13% \| MDD -17.5% Months 86M (45%)	CAGR -6.6% \| Win 42% Sharpe -0.49 \| Sortino -0.74 \| Calmar -0.4 Vol 12% \| MDD -14.9% Months 19M (10%)	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 13% \| MDD -25.3% Months 105M (55%)
SLmean neg	CAGR -2.0% \| Win 53% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 18% \| MDD -35.8% Months 66M (35%)	CAGR 26.6% \| Win 65% Sharpe 1.12 \| Sortino 2.23 \| Calmar 1.2 Vol 24% \| MDD -21.9% Months 20M (10%)	CAGR 4.0% \| Win 56% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -29.9% Months 86M (45%)
LWTI only	CAGR 1.9% \| Win 57% Sharpe 0.20 \| Sortino 0.25 \| Calmar 0.0 Vol 16% \| MDD -38.2% Months 152M (80%)	CAGR 9.2% \| Win 54% Sharpe 0.55 \| Sortino 1.03 \| Calmar 0.4 Vol 19% \| MDD -21.9% Months 39M (20%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR -2.1% \| Win 55% Sharpe -0.08 \| Sortino -0.09 \| Calmar -0.1 Vol 14% \| MDD -42.1% Months 124M (65%)	CAGR 20.0% \| Win 62% Sharpe 1.06 \| Sortino 2.09 \| Calmar 1.1 Vol 19% \| MDD -18.6% Months 45M (24%)	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 16% \| MDD -32.7% Months 169M (88%)
RSmean neg	CAGR 33.0% \| Win 100% Sharpe 6.50 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 4M (2%)	CAGR -2.5% \| Win 44% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.1 Vol 21% \| MDD -24.4% Months 18M (9%)	CAGR 3.1% \| Win 55% Sharpe 0.25 \| Sortino 0.32 \| Calmar 0.1 Vol 20% \| MDD -22.4% Months 22M (12%)
MACD only	CAGR -1.2% \| Win 56% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 14% \| MDD -42.1% Months 128M (67%)	CAGR 13.1% \| Win 57% Sharpe 0.73 \| Sortino 1.20 \| Calmar 0.6 Vol 20% \| MDD -22.4% Months 63M (33%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR -2.2% \| Win 54% Sharpe -0.08 \| Sortino -0.10 \| Calmar -0.1 Vol 14% \| MDD -44.5% Months 125M (65%)	CAGR 20.9% \| Win 64% Sharpe 1.10 \| Sortino 1.96 \| Calmar 0.9 Vol 19% \| MDD -23.2% Months 44M (23%)	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 16% \| MDD -32.7% Months 169M (88%)
RSmean neg	CAGR 7.6% \| Win 62% Sharpe 0.77 \| Sortino 0.79 \| Calmar 0.9 Vol 10% \| MDD -8.4% Months 13M (7%)	CAGR -3.0% \| Win 44% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.2 Vol 29% \| MDD -19.8% Months 9M (5%)	CAGR 3.1% \| Win 55% Sharpe 0.25 \| Sortino 0.32 \| Calmar 0.1 Vol 20% \| MDD -22.4% Months 22M (12%)
RSI only	CAGR -1.3% \| Win 55% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 14% \| MDD -42.3% Months 138M (72%)	CAGR 16.5% \| Win 60% Sharpe 0.84 \| Sortino 1.38 \| Calmar 0.7 Vol 21% \| MDD -23.2% Months 53M (28%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR -3.3% \| Win 56% Sharpe -0.15 \| Sortino -0.17 \| Calmar -0.1 Vol 15% \| MDD -36.3% Months 78M (41%)	CAGR 9.4% \| Win 57% Sharpe 0.62 \| Sortino 1.08 \| Calmar 0.3 Vol 17% \| MDD -28.0% Months 91M (48%)	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 16% \| MDD -32.7% Months 169M (88%)
RSmean neg	CAGR 55.9% \| Win 100% Sharpe 12.24 \| Sortino 0.00 \| Calmar 0.0 Vol 4% \| MDD 0.0% Months 3M (2%)	CAGR -3.4% \| Win 47% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.2 Vol 20% \| MDD -22.4% Months 19M (10%)	CAGR 3.1% \| Win 55% Sharpe 0.25 \| Sortino 0.32 \| Calmar 0.1 Vol 20% \| MDD -22.4% Months 22M (12%)
MACDhist only	CAGR -1.6% \| Win 58% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 15% \| MDD -31.3% Months 81M (42%)	CAGR 7.1% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.3 Vol 17% \| MDD -28.0% Months 110M (58%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 1.5% \| Win 57% Sharpe 0.18 \| Sortino 0.25 \| Calmar 0.1 Vol 14% \| MDD -24.2% Months 90M (47%)	CAGR 5.4% \| Win 57% Sharpe 0.38 \| Sortino 0.53 \| Calmar 0.2 Vol 18% \| MDD -30.7% Months 79M (41%)	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 16% \| MDD -32.7% Months 169M (88%)
RSmean neg	CAGR 23.4% \| Win 67% Sharpe 1.28 \| Sortino 73.28 \| Calmar 2.8 Vol 18% \| MDD -8.4% Months 6M (3%)	CAGR -3.6% \| Win 50% Sharpe -0.08 \| Sortino -0.09 \| Calmar -0.2 Vol 20% \| MDD -22.4% Months 16M (8%)	CAGR 3.1% \| Win 55% Sharpe 0.25 \| Sortino 0.32 \| Calmar 0.1 Vol 20% \| MDD -22.4% Months 22M (12%)
RSIhist only	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 14% \| MDD -20.6% Months 96M (50%)	CAGR 3.9% \| Win 56% Sharpe 0.30 \| Sortino 0.40 \| Calmar 0.1 Vol 19% \| MDD -30.7% Months 95M (50%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 1.9% \| Win 58% Sharpe 0.20 \| Sortino 0.25 \| Calmar 0.1 Vol 15% \| MDD -33.5% Months 131M (69%)	CAGR 8.4% \| Win 53% Sharpe 0.51 \| Sortino 0.96 \| Calmar 0.4 Vol 20% \| MDD -21.9% Months 38M (20%)	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 16% \| MDD -32.7% Months 169M (88%)
RSmean neg	CAGR 1.6% \| Win 52% Sharpe 0.18 \| Sortino 0.23 \| Calmar 0.1 Vol 20% \| MDD -22.4% Months 21M (11%)	CAGR 41.4% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 3.1% \| Win 55% Sharpe 0.25 \| Sortino 0.32 \| Calmar 0.1 Vol 20% \| MDD -22.4% Months 22M (12%)
LWTI only	CAGR 1.9% \| Win 57% Sharpe 0.20 \| Sortino 0.25 \| Calmar 0.0 Vol 16% \| MDD -38.2% Months 152M (80%)	CAGR 9.2% \| Win 54% Sharpe 0.55 \| Sortino 1.03 \| Calmar 0.4 Vol 19% \| MDD -21.9% Months 39M (20%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR -2.8% \| Win 55% Sharpe -0.12 \| Sortino -0.14 \| Calmar -0.1 Vol 14% \| MDD -43.9% Months 113M (59%)	CAGR 11.4% \| Win 67% Sharpe 0.84 \| Sortino 1.11 \| Calmar 1.3 Vol 14% \| MDD -9.0% Months 15M (8%)	CAGR -1.2% \| Win 56% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 14% \| MDD -42.1% Months 128M (67%)
MACD neg	CAGR 5.3% \| Win 56% Sharpe 0.47 \| Sortino 0.68 \| Calmar 0.4 Vol 13% \| MDD -14.8% Months 25M (13%)	CAGR 18.5% \| Win 58% Sharpe 0.85 \| Sortino 1.50 \| Calmar 1.0 Vol 23% \| MDD -18.6% Months 38M (20%)	CAGR 13.1% \| Win 57% Sharpe 0.73 \| Sortino 1.20 \| Calmar 0.6 Vol 20% \| MDD -22.4% Months 63M (33%)
RSI only	CAGR -1.3% \| Win 55% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 14% \| MDD -42.3% Months 138M (72%)	CAGR 16.5% \| Win 60% Sharpe 0.84 \| Sortino 1.38 \| Calmar 0.7 Vol 21% \| MDD -23.2% Months 53M (28%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR -3.6% \| Win 59% Sharpe -0.17 \| Sortino -0.17 \| Calmar -0.1 Vol 15% \| MDD -35.8% Months 70M (37%)	CAGR 1.7% \| Win 53% Sharpe 0.19 \| Sortino 0.30 \| Calmar 0.1 Vol 14% \| MDD -21.3% Months 58M (30%)	CAGR -1.2% \| Win 56% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 14% \| MDD -42.1% Months 128M (67%)
MACD neg	CAGR 11.9% \| Win 55% Sharpe 0.90 \| Sortino 2.59 \| Calmar 2.1 Vol 13% \| MDD -5.5% Months 11M (6%)	CAGR 13.4% \| Win 58% Sharpe 0.71 \| Sortino 1.15 \| Calmar 0.6 Vol 21% \| MDD -22.4% Months 52M (27%)	CAGR 13.1% \| Win 57% Sharpe 0.73 \| Sortino 1.20 \| Calmar 0.6 Vol 20% \| MDD -22.4% Months 63M (33%)
MACDhist only	CAGR -1.6% \| Win 58% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 15% \| MDD -31.3% Months 81M (42%)	CAGR 7.1% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.3 Vol 17% \| MDD -28.0% Months 110M (58%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 1.0% \| Win 59% Sharpe 0.14 \| Sortino 0.18 \| Calmar 0.0 Vol 13% \| MDD -20.5% Months 66M (35%)	CAGR -3.5% \| Win 53% Sharpe -0.15 \| Sortino -0.17 \| Calmar -0.1 Vol 16% \| MDD -30.0% Months 62M (32%)	CAGR -1.2% \| Win 56% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 14% \| MDD -42.1% Months 128M (67%)
MACD neg	CAGR 6.7% \| Win 53% Sharpe 0.50 \| Sortino 1.11 \| Calmar 0.4 Vol 15% \| MDD -17.1% Months 30M (16%)	CAGR 19.2% \| Win 61% Sharpe 0.88 \| Sortino 1.29 \| Calmar 0.9 Vol 23% \| MDD -22.4% Months 33M (17%)	CAGR 13.1% \| Win 57% Sharpe 0.73 \| Sortino 1.20 \| Calmar 0.6 Vol 20% \| MDD -22.4% Months 63M (33%)
RSIhist only	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 14% \| MDD -20.6% Months 96M (50%)	CAGR 3.9% \| Win 56% Sharpe 0.30 \| Sortino 0.40 \| Calmar 0.1 Vol 19% \| MDD -30.7% Months 95M (50%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR -1.7% \| Win 57% Sharpe -0.04 \| Sortino -0.05 \| Calmar -0.0 Vol 14% \| MDD -40.4% Months 116M (61%)	CAGR 3.4% \| Win 50% Sharpe 0.29 \| Sortino 0.50 \| Calmar 0.3 Vol 16% \| MDD -10.8% Months 12M (6%)	CAGR -1.2% \| Win 56% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 14% \| MDD -42.1% Months 128M (67%)
MACD neg	CAGR 14.1% \| Win 58% Sharpe 0.80 \| Sortino 1.17 \| Calmar 0.6 Vol 19% \| MDD -22.4% Months 36M (19%)	CAGR 11.8% \| Win 56% Sharpe 0.63 \| Sortino 1.22 \| Calmar 0.6 Vol 21% \| MDD -18.6% Months 27M (14%)	CAGR 13.1% \| Win 57% Sharpe 0.73 \| Sortino 1.20 \| Calmar 0.6 Vol 20% \| MDD -22.4% Months 63M (33%)
LWTI only	CAGR 1.9% \| Win 57% Sharpe 0.20 \| Sortino 0.25 \| Calmar 0.0 Vol 16% \| MDD -38.2% Months 152M (80%)	CAGR 9.2% \| Win 54% Sharpe 0.55 \| Sortino 1.03 \| Calmar 0.4 Vol 19% \| MDD -21.9% Months 39M (20%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR -3.8% \| Win 57% Sharpe -0.18 \| Sortino -0.20 \| Calmar -0.1 Vol 15% \| MDD -36.3% Months 74M (39%)	CAGR 1.5% \| Win 53% Sharpe 0.18 \| Sortino 0.26 \| Calmar 0.1 Vol 13% \| MDD -20.4% Months 64M (34%)	CAGR -1.3% \| Win 55% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 14% \| MDD -42.3% Months 138M (72%)
RSI neg	CAGR 24.4% \| Win 71% Sharpe 2.72 \| Sortino 12.52 \| Calmar 24.2 Vol 8% \| MDD -1.0% Months 7M (4%)	CAGR 15.3% \| Win 59% Sharpe 0.75 \| Sortino 1.34 \| Calmar 0.7 Vol 22% \| MDD -23.2% Months 46M (24%)	CAGR 16.5% \| Win 60% Sharpe 0.84 \| Sortino 1.38 \| Calmar 0.7 Vol 21% \| MDD -23.2% Months 53M (28%)
MACDhist only	CAGR -1.6% \| Win 58% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 15% \| MDD -31.3% Months 81M (42%)	CAGR 7.1% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.3 Vol 17% \| MDD -28.0% Months 110M (58%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 2.8% \| Win 60% Sharpe 0.28 \| Sortino 0.37 \| Calmar 0.1 Vol 13% \| MDD -19.4% Months 82M (43%)	CAGR -7.1% \| Win 48% Sharpe -0.41 \| Sortino -0.46 \| Calmar -0.2 Vol 15% \| MDD -37.4% Months 56M (29%)	CAGR -1.3% \| Win 55% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 14% \| MDD -42.3% Months 138M (72%)
RSI neg	CAGR 2.5% \| Win 43% Sharpe 0.22 \| Sortino 0.55 \| Calmar 0.1 Vol 17% \| MDD -17.1% Months 14M (7%)	CAGR 22.0% \| Win 67% Sharpe 1.02 \| Sortino 1.48 \| Calmar 0.9 Vol 22% \| MDD -23.2% Months 39M (20%)	CAGR 16.5% \| Win 60% Sharpe 0.84 \| Sortino 1.38 \| Calmar 0.7 Vol 21% \| MDD -23.2% Months 53M (28%)
RSIhist only	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 14% \| MDD -20.6% Months 96M (50%)	CAGR 3.9% \| Win 56% Sharpe 0.30 \| Sortino 0.40 \| Calmar 0.1 Vol 19% \| MDD -30.7% Months 95M (50%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR -2.1% \| Win 55% Sharpe -0.07 \| Sortino -0.09 \| Calmar -0.0 Vol 14% \| MDD -44.8% Months 123M (64%)	CAGR 4.8% \| Win 53% Sharpe 0.47 \| Sortino 0.68 \| Calmar 0.6 Vol 11% \| MDD -7.5% Months 15M (8%)	CAGR -1.3% \| Win 55% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 14% \| MDD -42.3% Months 138M (72%)
RSI neg	CAGR 20.3% \| Win 66% Sharpe 1.07 \| Sortino 1.37 \| Calmar 1.3 Vol 19% \| MDD -15.3% Months 29M (15%)	CAGR 12.0% \| Win 54% Sharpe 0.60 \| Sortino 1.31 \| Calmar 0.5 Vol 23% \| MDD -21.9% Months 24M (13%)	CAGR 16.5% \| Win 60% Sharpe 0.84 \| Sortino 1.38 \| Calmar 0.7 Vol 21% \| MDD -23.2% Months 53M (28%)
LWTI only	CAGR 1.9% \| Win 57% Sharpe 0.20 \| Sortino 0.25 \| Calmar 0.0 Vol 16% \| MDD -38.2% Months 152M (80%)	CAGR 9.2% \| Win 54% Sharpe 0.55 \| Sortino 1.03 \| Calmar 0.4 Vol 19% \| MDD -21.9% Months 39M (20%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 0.6% \| Win 58% Sharpe 0.11 \| Sortino 0.16 \| Calmar 0.0 Vol 13% \| MDD -15.1% Months 60M (31%)	CAGR -7.6% \| Win 57% Sharpe -0.32 \| Sortino -0.28 \| Calmar -0.3 Vol 19% \| MDD -22.5% Months 21M (11%)	CAGR -1.6% \| Win 58% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 15% \| MDD -31.3% Months 81M (42%)
MACDhist neg	CAGR 6.5% \| Win 56% Sharpe 0.49 \| Sortino 0.76 \| Calmar 0.4 Vol 15% \| MDD -17.1% Months 36M (19%)	CAGR 7.4% \| Win 55% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.3 Vol 19% \| MDD -28.0% Months 74M (39%)	CAGR 7.1% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.3 Vol 17% \| MDD -28.0% Months 110M (58%)
RSIhist only	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 14% \| MDD -20.6% Months 96M (50%)	CAGR 3.9% \| Win 56% Sharpe 0.30 \| Sortino 0.40 \| Calmar 0.1 Vol 19% \| MDD -30.7% Months 95M (50%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR -2.4% \| Win 58% Sharpe -0.08 \| Sortino -0.09 \| Calmar -0.1 Vol 15% \| MDD -31.7% Months 78M (41%)	CAGR 20.1% \| Win 67% Sharpe 1.61 \| Sortino 0.00 \| Calmar 8.7 Vol 12% \| MDD -2.3% Months 3M (2%)	CAGR -1.6% \| Win 58% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 15% \| MDD -31.3% Months 81M (42%)
MACDhist neg	CAGR 6.5% \| Win 57% Sharpe 0.47 \| Sortino 0.68 \| Calmar 0.3 Vol 16% \| MDD -22.4% Months 74M (39%)	CAGR 8.3% \| Win 53% Sharpe 0.50 \| Sortino 0.94 \| Calmar 0.4 Vol 20% \| MDD -21.9% Months 36M (19%)	CAGR 7.1% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.3 Vol 17% \| MDD -28.0% Months 110M (58%)
LWTI only	CAGR 1.9% \| Win 57% Sharpe 0.20 \| Sortino 0.25 \| Calmar 0.0 Vol 16% \| MDD -38.2% Months 152M (80%)	CAGR 9.2% \| Win 54% Sharpe 0.55 \| Sortino 1.03 \| Calmar 0.4 Vol 19% \| MDD -21.9% Months 39M (20%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 4.1% \| Win 61% Sharpe 0.36 \| Sortino 0.50 \| Calmar 0.2 Vol 14% \| MDD -18.1% Months 75M (39%)	CAGR -1.9% \| Win 43% Sharpe -0.07 \| Sortino -0.13 \| Calmar -0.1 Vol 14% \| MDD -14.4% Months 21M (11%)	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 14% \| MDD -20.6% Months 96M (50%)
RSIhist neg	CAGR -0.3% \| Win 53% Sharpe 0.07 \| Sortino 0.08 \| Calmar -0.0 Vol 17% \| MDD -27.8% Months 77M (40%)	CAGR 23.7% \| Win 67% Sharpe 1.00 \| Sortino 1.98 \| Calmar 1.1 Vol 24% \| MDD -21.9% Months 18M (9%)	CAGR 3.9% \| Win 56% Sharpe 0.30 \| Sortino 0.40 \| Calmar 0.1 Vol 19% \| MDD -30.7% Months 95M (50%)
LWTI only	CAGR 1.9% \| Win 57% Sharpe 0.20 \| Sortino 0.25 \| Calmar 0.0 Vol 16% \| MDD -38.2% Months 152M (80%)	CAGR 9.2% \| Win 54% Sharpe 0.55 \| Sortino 1.03 \| Calmar 0.4 Vol 19% \| MDD -21.9% Months 39M (20%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 3.7% \| Win 60% Sharpe 0.34 \| Sortino 0.47 \| Calmar 0.2 Vol 13% \| MDD -20.5% Months 99M (52%)	CAGR -12.2% \| Win 46% Sharpe -1.26 \| Sortino -2.29 \| Calmar -1.0 Vol 10% \| MDD -11.9% Months 13M (7%)	CAGR 1.7% \| Win 58% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 13% \| MDD -19.9% Months 112M (59%)
MRmean neg	CAGR -11.5% \| Win 17% Sharpe -0.83 \| Sortino -3.17 \| Calmar -1.0 Vol 14% \| MDD -12.0% Months 6M (3%)	CAGR 7.2% \| Win 57% Sharpe 0.44 \| Sortino 0.58 \| Calmar 0.2 Vol 21% \| MDD -29.3% Months 73M (38%)	CAGR 5.6% \| Win 54% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.2 Vol 20% \| MDD -29.3% Months 79M (41%)
SLmean only	CAGR 2.8% \| Win 57% Sharpe 0.27 \| Sortino 0.39 \| Calmar 0.1 Vol 13% \| MDD -25.3% Months 105M (55%)	CAGR 4.0% \| Win 56% Sharpe 0.30 \| Sortino 0.41 \| Calmar 0.1 Vol 20% \| MDD -29.9% Months 86M (45%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR -0.5% \| Win 56% Sharpe 0.03 \| Sortino 0.04 \| Calmar -0.0 Vol 13% \| MDD -28.8% Months 107M (56%)	CAGR 61.8% \| Win 100% Sharpe 5.30 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 5M (3%)	CAGR 1.7% \| Win 58% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 13% \| MDD -19.9% Months 112M (59%)
MRmean neg	CAGR 10.2% \| Win 58% Sharpe 0.58 \| Sortino 0.81 \| Calmar 0.3 Vol 20% \| MDD -29.3% Months 62M (32%)	CAGR -9.7% \| Win 41% Sharpe -0.40 \| Sortino -0.52 \| Calmar -0.4 Vol 20% \| MDD -24.9% Months 17M (9%)	CAGR 5.6% \| Win 54% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.2 Vol 20% \| MDD -29.3% Months 79M (41%)
RSmean only	CAGR 3.3% \| Win 57% Sharpe 0.29 \| Sortino 0.40 \| Calmar 0.1 Vol 16% \| MDD -32.7% Months 169M (88%)	CAGR 3.1% \| Win 55% Sharpe 0.25 \| Sortino 0.32 \| Calmar 0.1 Vol 20% \| MDD -22.4% Months 22M (12%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 0.4% \| Win 58% Sharpe 0.09 \| Sortino 0.12 \| Calmar 0.0 Vol 12% \| MDD -19.9% Months 88M (46%)	CAGR 6.8% \| Win 58% Sharpe 0.51 \| Sortino 1.01 \| Calmar 0.6 Vol 15% \| MDD -12.0% Months 24M (13%)	CAGR 1.7% \| Win 58% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 13% \| MDD -19.9% Months 112M (59%)
MRmean neg	CAGR -4.5% \| Win 52% Sharpe -0.16 \| Sortino -0.18 \| Calmar -0.1 Vol 18% \| MDD -35.0% Months 40M (21%)	CAGR 17.1% \| Win 56% Sharpe 0.83 \| Sortino 1.31 \| Calmar 0.8 Vol 22% \| MDD -22.4% Months 39M (20%)	CAGR 5.6% \| Win 54% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.2 Vol 20% \| MDD -29.3% Months 79M (41%)
MACD only	CAGR -1.2% \| Win 56% Sharpe -0.01 \| Sortino -0.01 \| Calmar -0.0 Vol 14% \| MDD -42.1% Months 128M (67%)	CAGR 13.1% \| Win 57% Sharpe 0.73 \| Sortino 1.20 \| Calmar 0.6 Vol 20% \| MDD -22.4% Months 63M (33%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 2.0% \| Win 59% Sharpe 0.22 \| Sortino 0.31 \| Calmar 0.1 Vol 12% \| MDD -19.9% Months 104M (54%)	CAGR -2.3% \| Win 50% Sharpe -0.06 \| Sortino -0.11 \| Calmar -0.2 Vol 18% \| MDD -12.0% Months 8M (4%)	CAGR 1.7% \| Win 58% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 13% \| MDD -19.9% Months 112M (59%)
MRmean neg	CAGR -11.0% \| Win 44% Sharpe -0.55 \| Sortino -0.62 \| Calmar -0.3 Vol 18% \| MDD -41.9% Months 34M (18%)	CAGR 20.2% \| Win 62% Sharpe 0.97 \| Sortino 1.53 \| Calmar 0.9 Vol 21% \| MDD -23.2% Months 45M (24%)	CAGR 5.6% \| Win 54% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.2 Vol 20% \| MDD -29.3% Months 79M (41%)
RSI only	CAGR -1.3% \| Win 55% Sharpe -0.02 \| Sortino -0.03 \| Calmar -0.0 Vol 14% \| MDD -42.3% Months 138M (72%)	CAGR 16.5% \| Win 60% Sharpe 0.84 \| Sortino 1.38 \| Calmar 0.7 Vol 21% \| MDD -23.2% Months 53M (28%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR -0.8% \| Win 57% Sharpe -0.00 \| Sortino -0.00 \| Calmar -0.0 Vol 12% \| MDD -16.6% Months 68M (36%)	CAGR 5.7% \| Win 59% Sharpe 0.48 \| Sortino 0.67 \| Calmar 0.3 Vol 13% \| MDD -17.4% Months 44M (23%)	CAGR 1.7% \| Win 58% Sharpe 0.20 \| Sortino 0.28 \| Calmar 0.1 Vol 13% \| MDD -19.9% Months 112M (59%)
MRmean neg	CAGR -5.7% \| Win 62% Sharpe -0.12 \| Sortino -0.10 \| Calmar -0.3 Vol 24% \| MDD -20.7% Months 13M (7%)	CAGR 8.0% \| Win 53% Sharpe 0.49 \| Sortino 0.83 \| Calmar 0.3 Vol 20% \| MDD -28.0% Months 66M (35%)	CAGR 5.6% \| Win 54% Sharpe 0.37 \| Sortino 0.51 \| Calmar 0.2 Vol 20% \| MDD -29.3% Months 79M (41%)
MACDhist only	CAGR -1.6% \| Win 58% Sharpe -0.03 \| Sortino -0.04 \| Calmar -0.1 Vol 15% \| MDD -31.3% Months 81M (42%)	CAGR 7.1% \| Win 56% Sharpe 0.48 \| Sortino 0.77 \| Calmar 0.3 Vol 17% \| MDD -28.0% Months 110M (58%)