VOE - Vanguard Morningstar Mid-Cap Value Index Fund ETF

Signal Pair Analysis

RSI-MACDhist

Best Pair

103.2%

Best CAGR

Total Months

11.7%

Avg CAGR

VOE 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 VOE

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	MACDhist	RSI	neg-pos	3	1.2	103.2	100.0	43.4	0.0	0.0	1.7	0.0
pair	RSI	MACDhist	neg-pos	3	1.2	103.2	100.0	43.4	0.0	0.0	1.7	0.0
pair	RSI	MRmean	pos-neg	4	1.7	65.7	75.0	4.3	0.0	0.0	12.1	0.0
pair	MRmean	RSI	pos-neg	4	1.7	65.7	75.0	4.3	0.0	0.0	12.1	0.0
pair	RSI	MACD	pos-neg	10	4.2	61.1	80.0	1.5	1.2	2.8	36.6	-21.8
pair	MACD	RSI	pos-neg	10	4.2	61.1	80.0	1.5	1.2	2.8	36.6	-21.8
pair	MACD	MACDhist	neg-pos	8	3.3	50.3	75.0	2.7	6.8	10.4	15.5	-4.8
pair	MACDhist	MACD	neg-pos	8	3.3	50.3	75.0	2.7	6.8	10.4	15.5	-4.8
pair	SLmean	RSI	pos-neg	10	4.2	47.8	80.0	2.2	1.9	4.9	19.1	-9.8
pair	RSI	SLmean	pos-neg	10	4.2	47.8	80.0	2.2	1.9	4.9	19.1	-9.8
pair	MRmean	SLmean	neg-pos	8	3.3	46.6	87.5	2.0	0.0	4.8	20.5	-9.8
pair	SLmean	MRmean	neg-pos	8	3.3	46.6	87.5	2.0	0.0	4.8	20.5	-9.8
pair	RSI	RSIhist	neg-pos	8	3.3	42.6	75.0	1.8	1.7	48.7	21.5	-0.9
pair	RSIhist	RSI	neg-pos	8	3.3	42.6	75.0	1.8	1.7	48.7	21.5	-0.9
pair	MACD	RSIhist	neg-pos	16	6.7	39.6	68.8	1.8	2.9	8.2	20.4	-4.8
pair	RSIhist	MACD	neg-pos	16	6.7	39.6	68.8	1.8	2.9	8.2	20.4	-4.8
pair	LWTI	MACD	pos-neg	6	2.5	34.0	83.3	3.0	0.0	44.5	10.2	-0.8
pair	MACD	LWTI	pos-neg	6	2.5	34.0	83.3	3.0	0.0	44.5	10.2	-0.8
pair	MACD	SLmean	pos-neg	20	8.3	33.2	70.0	1.6	2.7	2.8	19.6	-12.0
pair	SLmean	MACD	pos-neg	20	8.3	33.2	70.0	1.6	2.7	2.8	19.6	-12.0
pair	RSI	LWTI	neg-pos	17	7.1	32.7	70.6	1.1	1.1	1.5	29.2	-21.8
pair	LWTI	RSI	neg-pos	17	7.1	32.7	70.6	1.1	1.1	1.5	29.2	-21.8
pair	MRmean	MACD	pos-neg	14	5.8	31.6	64.3	1.6	4.0	4.8	18.6	-6.7
pair	MACD	MRmean	pos-neg	14	5.8	31.6	64.3	1.6	4.0	4.8	18.6	-6.7
pair	RSmean	RSIhist	neg-pos	5	2.1	30.9	80.0	2.6	0.0	19.8	10.6	-1.6
pair	RSIhist	RSmean	neg-pos	5	2.1	30.9	80.0	2.6	0.0	19.8	10.6	-1.6
pair	MRmean	LWTI	pos-neg	12	5.0	28.4	66.7	1.6	4.0	5.9	16.5	-4.8
pair	LWTI	MRmean	pos-neg	12	5.0	28.4	66.7	1.6	4.0	5.9	16.5	-4.8
pair	SLmean	LWTI	pos-neg	17	7.1	28.4	70.6	1.4	2.0	2.9	18.8	-9.8
pair	LWTI	SLmean	pos-neg	17	7.1	28.4	70.6	1.4	2.0	2.9	18.8	-9.8
pair	LWTI	RSIhist	pos-neg	15	6.2	28.0	66.7	1.3	2.0	5.8	20.1	-4.8
pair	RSIhist	LWTI	pos-neg	15	6.2	28.0	66.7	1.3	2.0	5.8	20.1	-4.8
pair	MACDhist	LWTI	pos-neg	5	2.1	27.2	60.0	1.5	2.6	4.9	16.7	-5.5
pair	LWTI	MACDhist	pos-neg	5	2.1	27.2	60.0	1.5	2.6	4.9	16.7	-5.5
pair	MRmean	SLmean	pos-neg	15	6.2	23.8	66.7	1.4	2.5	3.6	16.8	-6.6
pair	SLmean	MRmean	pos-neg	15	6.2	23.8	66.7	1.4	2.5	3.6	16.8	-6.6
pair	RSIhist	MRmean	neg-pos	4	1.7	22.7	75.0	0.8	0.0	0.0	29.8	0.0
pair	MRmean	RSIhist	neg-pos	4	1.7	22.7	75.0	0.8	0.0	0.0	29.8	0.0
pair	RSI	LWTI	pos-neg	9	3.8	20.0	66.7	1.1	2.7	12.0	17.4	-1.7
pair	LWTI	RSI	pos-neg	9	3.8	20.0	66.7	1.1	2.7	12.0	17.4	-1.7
pair	MRmean	MACD	neg-pos	30	12.5	17.0	66.7	0.7	1.0	0.8	27.8	-21.8
pair	MACD	MRmean	neg-pos	30	12.5	17.0	66.7	0.7	1.0	0.8	27.8	-21.8
pair	MACD	SLmean	neg-pos	43	17.9	16.9	65.1	0.8	1.1	0.8	24.9	-21.8
pair	SLmean	MACD	neg-pos	43	17.9	16.9	65.1	0.8	1.1	0.8	24.9	-21.8
pair	RSmean	RSI	neg-neg	1	0.4	16.7	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSmean	neg-neg	1	0.4	16.7	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	MACD	neg-pos	22	9.2	15.8	72.7	1.0	2.3	0.9	15.7	-16.7
pair	MACD	RSI	neg-pos	22	9.2	15.8	72.7	1.0	2.3	0.9	15.7	-16.7
pair	RSIhist	MACDhist	pos-neg	28	11.7	15.1	60.7	1.0	1.6	0.8	14.6	-18.0
pair	MACDhist	RSIhist	pos-neg	28	11.7	15.1	60.7	1.0	1.6	0.8	14.6	-18.0
pair	MACDhist	MRmean	pos-pos	122	50.8	14.1	66.4	1.1	1.7	0.7	12.8	-19.8
pair	MRmean	MACDhist	pos-pos	122	50.8	14.1	66.4	1.1	1.7	0.7	12.8	-19.8
pair	RSmean	MACDhist	pos-pos	125	52.1	13.9	66.4	1.1	1.6	0.5	13.3	-26.8
pair	MACDhist	RSmean	pos-pos	125	52.1	13.9	66.4	1.1	1.6	0.5	13.3	-26.8
pair	LWTI	MACD	neg-pos	26	10.8	13.9	73.1	1.1	2.3	0.7	12.8	-20.3
pair	MACD	LWTI	neg-pos	26	10.8	13.9	73.1	1.1	2.3	0.7	12.8	-20.3
pair	MACDhist	SLmean	pos-pos	112	46.7	13.8	67.0	1.1	1.6	1.0	12.3	-14.2
pair	SLmean	MACDhist	pos-pos	112	46.7	13.8	67.0	1.1	1.6	1.0	12.3	-14.2
single	MACDhist	MACDhist	pos-pos	126	52.5	13.5	65.9	1.0	1.6	0.5	13.3	-26.8
pair	RSIhist	MACDhist	pos-pos	98	40.8	13.1	67.3	1.0	1.5	0.7	12.9	-17.7
single	RSI	RSI	neg-neg	38	15.8	13.1	63.2	0.6	0.7	0.3	30.5	-50.2
pair	MACDhist	RSIhist	pos-pos	98	40.8	13.1	67.3	1.0	1.5	0.7	12.9	-17.7
pair	RSmean	RSI	pos-neg	37	15.4	13.0	62.2	0.6	0.7	0.3	30.9	-49.5
pair	RSI	RSmean	pos-neg	37	15.4	13.0	62.2	0.6	0.7	0.3	30.9	-49.5
pair	MACD	RSIhist	pos-neg	77	32.1	13.0	66.2	0.7	0.9	0.6	20.1	-21.8
pair	RSIhist	MACD	pos-neg	77	32.1	13.0	66.2	0.7	0.9	0.6	20.1	-21.8
pair	MACDhist	LWTI	pos-pos	121	50.4	13.0	66.1	1.0	1.5	0.5	13.2	-26.3
pair	LWTI	MACDhist	pos-pos	121	50.4	13.0	66.1	1.0	1.5	0.5	13.2	-26.3
pair	SLmean	RSIhist	pos-pos	127	52.9	12.2	66.1	0.9	1.4	0.6	13.5	-20.1
pair	RSIhist	SLmean	pos-pos	127	52.9	12.2	66.1	0.9	1.4	0.6	13.5	-20.1
pair	MRmean	LWTI	neg-pos	48	20.0	12.1	68.8	0.6	0.8	0.6	22.7	-21.8
pair	LWTI	MRmean	neg-pos	48	20.0	12.1	68.8	0.6	0.8	0.6	22.7	-21.8
pair	SLmean	LWTI	neg-pos	60	25.0	12.1	66.7	0.6	0.9	0.6	21.7	-21.8
pair	LWTI	SLmean	neg-pos	60	25.0	12.1	66.7	0.6	0.9	0.6	21.7	-21.8
pair	RSI	MACDhist	pos-pos	123	51.2	11.9	65.0	0.9	1.4	0.5	13.1	-26.8
pair	MACDhist	RSI	pos-pos	123	51.2	11.9	65.0	0.9	1.4	0.5	13.1	-26.8
single	RSIhist	RSIhist	pos-pos	129	53.8	11.9	65.9	0.9	1.4	0.6	13.7	-20.1
pair	RSmean	MACD	neg-neg	12	5.0	11.7	83.3	1.1	1.4	1.3	11.0	-9.2
pair	MACD	RSmean	neg-neg	12	5.0	11.7	83.3	1.1	1.4	1.3	11.0	-9.2
pair	RSmean	SLmean	pos-pos	161	67.1	11.6	66.5	0.9	1.4	0.7	13.1	-16.9
pair	MRmean	RSIhist	pos-pos	125	52.1	11.6	65.6	0.9	1.4	0.6	13.1	-20.7
pair	SLmean	RSmean	pos-pos	161	67.1	11.6	66.5	0.9	1.4	0.7	13.1	-16.9
pair	SLmean	MACDhist	neg-pos	14	5.8	11.6	57.1	0.7	1.2	0.8	19.8	-14.7
pair	MACDhist	SLmean	neg-pos	14	5.8	11.6	57.1	0.7	1.2	0.8	19.8	-14.7
pair	RSIhist	MRmean	pos-pos	125	52.1	11.6	65.6	0.9	1.4	0.6	13.1	-20.7
pair	MACD	MACDhist	pos-pos	118	49.2	11.4	65.3	0.9	1.3	0.4	13.0	-26.8
pair	RSmean	MRmean	pos-pos	167	69.6	11.4	65.9	0.9	1.4	0.7	12.9	-17.6
pair	MRmean	RSmean	pos-pos	167	69.6	11.4	65.9	0.9	1.4	0.7	12.9	-17.6
pair	MACDhist	MACD	pos-pos	118	49.2	11.4	65.3	0.9	1.3	0.4	13.0	-26.8
pair	MACD	RSmean	pos-pos	181	75.4	11.2	66.3	0.8	1.0	0.4	15.8	-31.2
pair	RSmean	RSIhist	pos-pos	124	51.7	11.2	65.3	0.8	1.3	0.5	13.8	-23.0
pair	RSmean	MACD	pos-pos	181	75.4	11.2	66.3	0.8	1.0	0.4	15.8	-31.2
pair	RSIhist	RSmean	pos-pos	124	51.7	11.2	65.3	0.8	1.3	0.5	13.8	-23.0
single	SLmean	SLmean	pos-pos	167	69.6	11.1	66.5	0.9	1.3	0.5	13.3	-20.7
pair	RSmean	LWTI	pos-pos	189	78.8	10.9	65.6	0.7	1.0	0.3	15.9	-31.2
pair	LWTI	RSmean	pos-pos	189	78.8	10.9	65.6	0.7	1.0	0.3	15.9	-31.2
single	MRmean	MRmean	pos-pos	174	72.5	10.8	65.5	0.8	1.3	0.5	13.2	-22.2
single	MACD	MACD	pos-pos	190	79.2	10.3	65.8	0.7	0.9	0.3	15.9	-31.2
pair	LWTI	RSIhist	neg-pos	96	40.0	10.3	66.7	0.6	0.8	0.4	18.7	-23.8
pair	RSIhist	LWTI	neg-pos	96	40.0	10.3	66.7	0.6	0.8	0.4	18.7	-23.8
pair	RSIhist	RSI	pos-pos	121	50.4	10.2	65.3	0.8	1.3	0.5	13.0	-20.7
pair	RSI	RSIhist	pos-pos	121	50.4	10.2	65.3	0.8	1.3	0.5	13.0	-20.7
single	LWTI	LWTI	pos-pos	210	87.5	10.1	66.2	0.7	0.9	0.3	15.6	-31.2
single	RSmean	RSmean	pos-pos	219	91.2	10.1	64.8	0.6	0.8	0.2	17.9	-53.1
pair	LWTI	RSIhist	pos-pos	114	47.5	10.0	65.8	0.8	1.2	0.5	12.6	-20.4
pair	RSIhist	LWTI	pos-pos	114	47.5	10.0	65.8	0.8	1.2	0.5	12.6	-20.4
pair	MRmean	RSI	pos-pos	170	70.8	9.7	65.3	0.8	1.2	0.4	13.1	-22.2
pair	RSI	MRmean	pos-pos	170	70.8	9.7	65.3	0.8	1.2	0.4	13.1	-22.2
pair	SLmean	MRmean	pos-pos	159	66.2	9.6	65.4	0.8	1.1	0.4	12.8	-25.6
pair	MRmean	SLmean	pos-pos	159	66.2	9.6	65.4	0.8	1.1	0.4	12.8	-25.6
pair	LWTI	MRmean	pos-pos	162	67.5	9.6	65.4	0.8	1.1	0.4	12.9	-22.2
pair	MRmean	LWTI	pos-pos	162	67.5	9.6	65.4	0.8	1.1	0.4	12.9	-22.2
pair	MACD	LWTI	pos-pos	184	76.7	9.6	65.2	0.7	0.8	0.3	16.0	-31.2
pair	LWTI	MACD	pos-pos	184	76.7	9.6	65.2	0.7	0.8	0.3	16.0	-31.2
pair	RSmean	RSI	pos-pos	182	75.8	9.5	65.4	0.7	1.1	0.5	14.0	-20.9
pair	RSI	RSmean	pos-pos	182	75.8	9.5	65.4	0.7	1.1	0.5	14.0	-20.9
pair		benchmark___benchmark_	benchmark-benchmark	240	100.0	9.5	65.4	0.6	0.8	0.2	17.6	-56.4
pair	benchmark___benchmark_		benchmark-benchmark	240	100.0	9.5	65.4	0.6	0.8	0.2	17.6	-56.4
pair	LWTI	SLmean	pos-pos	150	62.5	9.3	66.0	0.8	1.1	0.5	12.5	-20.7
pair	SLmean	LWTI	pos-pos	150	62.5	9.3	66.0	0.8	1.1	0.5	12.5	-20.7
pair	MACD	MRmean	pos-pos	160	66.7	9.1	65.6	0.8	1.1	0.4	12.6	-22.2
pair	MRmean	MACD	pos-pos	160	66.7	9.1	65.6	0.8	1.1	0.4	12.6	-22.2
pair	SLmean	RSI	pos-pos	157	65.4	9.1	65.6	0.8	1.1	0.4	12.7	-20.7
pair	RSI	SLmean	pos-pos	157	65.4	9.1	65.6	0.8	1.1	0.4	12.7	-20.7
single	RSI	RSI	pos-pos	202	84.2	8.8	65.8	0.7	1.0	0.4	14.0	-24.3
pair	RSmean	RSIhist	pos-neg	95	39.6	8.7	64.2	0.5	0.6	0.2	22.3	-48.0
pair	RSIhist	RSmean	pos-neg	95	39.6	8.7	64.2	0.5	0.6	0.2	22.3	-48.0
pair	MACD	MACDhist	pos-neg	72	30.0	8.6	66.7	0.5	0.6	0.3	19.9	-25.5
pair	MACDhist	MACD	pos-neg	72	30.0	8.6	66.7	0.5	0.6	0.3	19.9	-25.5
pair	RSIhist	MRmean	pos-neg	49	20.4	8.6	65.3	0.7	0.9	0.7	13.6	-12.8
pair	MRmean	RSIhist	pos-neg	49	20.4	8.6	65.3	0.7	0.9	0.7	13.6	-12.8
pair	RSIhist	MACD	pos-pos	113	47.1	8.5	65.5	0.7	1.1	0.4	12.2	-20.1
pair	MACD	RSIhist	pos-pos	113	47.1	8.5	65.5	0.7	1.1	0.4	12.2	-20.1
pair	MACD	SLmean	pos-pos	147	61.3	8.4	66.0	0.7	1.0	0.4	12.1	-20.7
pair	SLmean	MACD	pos-pos	147	61.3	8.4	66.0	0.7	1.0	0.4	12.1	-20.7
pair	MACDhist	RSIhist	neg-pos	31	12.9	8.4	61.3	0.6	0.9	0.8	16.0	-10.0
pair	RSIhist	MACDhist	neg-pos	31	12.9	8.4	61.3	0.6	0.9	0.8	16.0	-10.0
pair	LWTI	RSI	pos-pos	193	80.4	8.3	65.8	0.7	0.9	0.3	13.8	-24.3
pair	RSI	LWTI	pos-pos	193	80.4	8.3	65.8	0.7	0.9	0.3	13.8	-24.3
pair	RSI	MRmean	neg-neg	34	14.2	8.1	61.8	0.4	0.5	0.2	31.8	-50.2
pair	MRmean	RSI	neg-neg	34	14.2	8.1	61.8	0.4	0.5	0.2	31.8	-50.2
pair	MACD	RSI	pos-pos	180	75.0	8.0	65.0	0.6	0.9	0.3	13.8	-24.3
pair	RSI	MACD	pos-pos	180	75.0	8.0	65.0	0.6	0.9	0.3	13.8	-24.3
pair	SLmean	RSIhist	pos-neg	40	16.7	7.8	67.5	0.7	0.8	0.6	12.9	-12.8
pair	RSIhist	SLmean	pos-neg	40	16.7	7.8	67.5	0.7	0.8	0.6	12.9	-12.8
pair	RSI	SLmean	neg-pos	45	18.8	7.7	66.7	0.5	0.9	0.5	17.8	-15.2
pair	SLmean	RSI	neg-pos	45	18.8	7.7	66.7	0.5	0.9	0.5	17.8	-15.2
pair	RSI	MACDhist	neg-neg	35	14.6	7.6	60.0	0.4	0.5	0.1	31.4	-50.2
pair	MACDhist	RSI	neg-neg	35	14.6	7.6	60.0	0.4	0.5	0.1	31.4	-50.2
pair	RSmean	MRmean	neg-neg	14	5.8	7.2	78.6	0.7	1.2	0.6	10.9	-12.4
pair	MRmean	RSmean	neg-neg	14	5.8	7.2	78.6	0.7	1.2	0.6	10.9	-12.4
pair	RSI	RSIhist	pos-neg	81	33.8	6.9	66.7	0.5	0.7	0.4	15.4	-18.0
pair	RSIhist	RSI	pos-neg	81	33.8	6.9	66.7	0.5	0.7	0.4	15.4	-18.0
pair	MACDhist	MRmean	neg-neg	62	25.8	6.9	66.1	0.4	0.5	0.1	26.1	-53.9
pair	MRmean	MACDhist	neg-neg	62	25.8	6.9	66.1	0.4	0.5	0.1	26.1	-53.9
single	RSIhist	RSIhist	neg-neg	111	46.2	6.7	64.9	0.4	0.5	0.1	21.3	-51.7
single	MACD	MACD	neg-neg	50	20.8	6.5	64.0	0.4	0.5	0.1	23.0	-56.4
pair	LWTI	MACDhist	neg-pos	89	37.1	6.4	66.3	0.4	0.6	0.3	18.5	-21.8
pair	MACDhist	LWTI	neg-pos	89	37.1	6.4	66.3	0.4	0.6	0.3	18.5	-21.8
pair	RSIhist	RSI	neg-neg	30	12.5	6.3	60.0	0.3	0.5	0.1	32.5	-44.9
pair	RSI	RSIhist	neg-neg	30	12.5	6.3	60.0	0.3	0.5	0.1	32.5	-44.9
pair	SLmean	RSmean	neg-pos	58	24.2	6.2	60.3	0.4	0.5	0.1	27.3	-46.8
pair	RSmean	SLmean	neg-pos	58	24.2	6.2	60.3	0.4	0.5	0.1	27.3	-46.8
single	MRmean	MRmean	neg-neg	66	27.5	6.2	65.2	0.4	0.5	0.1	25.9	-53.9
pair	SLmean	RSIhist	neg-neg	71	29.6	6.1	63.4	0.4	0.5	0.1	24.9	-50.7
pair	RSIhist	SLmean	neg-neg	71	29.6	6.1	63.4	0.4	0.5	0.1	24.9	-50.7
pair	SLmean	MACDhist	pos-neg	55	22.9	6.0	65.5	0.5	0.7	0.4	15.1	-14.7
pair	MACDhist	SLmean	pos-neg	55	22.9	6.0	65.5	0.5	0.7	0.4	15.1	-14.7
pair	RSmean	MRmean	neg-pos	52	21.7	6.0	61.5	0.3	0.5	0.1	28.7	-50.2
pair	MRmean	RSmean	neg-pos	52	21.7	6.0	61.5	0.3	0.5	0.1	28.7	-50.2
single	SLmean	SLmean	neg-neg	73	30.4	5.8	63.0	0.4	0.5	0.1	24.8	-50.7
pair	RSIhist	MRmean	neg-neg	62	25.8	5.2	64.5	0.3	0.4	0.1	25.9	-48.9
pair	MRmean	RSIhist	neg-neg	62	25.8	5.2	64.5	0.3	0.4	0.1	25.9	-48.9
pair	RSmean	MACDhist	pos-neg	94	39.2	5.2	62.8	0.3	0.4	0.1	22.7	-53.1
pair	MACDhist	RSmean	pos-neg	94	39.2	5.2	62.8	0.3	0.4	0.1	22.7	-53.1
single	MACDhist	MACDhist	neg-neg	114	47.5	5.2	64.9	0.3	0.4	0.1	21.4	-56.4
pair	MACDhist	RSmean	neg-neg	20	8.3	5.1	75.0	0.4	0.5	0.2	13.9	-20.8
pair	RSmean	MACDhist	neg-neg	20	8.3	5.1	75.0	0.4	0.5	0.2	13.9	-20.8
pair	LWTI	RSmean	pos-neg	30	12.5	5.1	60.0	0.3	0.4	0.1	27.9	-49.5
pair	RSmean	LWTI	pos-neg	30	12.5	5.1	60.0	0.3	0.4	0.1	27.9	-49.5
single	LWTI	LWTI	neg-neg	30	12.5	5.1	60.0	0.3	0.4	0.1	27.9	-49.5
pair	MACD	RSmean	pos-neg	38	15.8	4.9	57.9	0.3	0.4	0.1	25.8	-53.1
pair	RSmean	MACD	pos-neg	38	15.8	4.9	57.9	0.3	0.4	0.1	25.8	-53.1
pair	SLmean	RSmean	neg-neg	15	6.2	4.5	73.3	0.5	0.8	0.3	10.9	-14.1
pair	RSmean	SLmean	neg-neg	15	6.2	4.5	73.3	0.5	0.8	0.3	10.9	-14.1
pair	MACDhist	SLmean	neg-neg	59	24.6	4.5	64.4	0.3	0.4	0.1	26.0	-50.7
pair	SLmean	MACDhist	neg-neg	59	24.6	4.5	64.4	0.3	0.4	0.1	26.0	-50.7
pair	MRmean	RSI	neg-pos	32	13.3	4.3	68.8	0.3	0.6	0.3	18.1	-16.6
pair	RSI	MRmean	neg-pos	32	13.3	4.3	68.8	0.3	0.6	0.3	18.1	-16.6
pair	MACDhist	RSI	pos-neg	79	32.9	4.2	67.1	0.3	0.5	0.2	15.2	-22.1
pair	RSI	MACDhist	pos-neg	79	32.9	4.2	67.1	0.3	0.5	0.2	15.2	-22.1
pair	MACDhist	RSIhist	neg-neg	83	34.6	4.0	66.3	0.3	0.4	0.1	23.1	-51.7
pair	RSIhist	MACDhist	neg-neg	83	34.6	4.0	66.3	0.3	0.4	0.1	23.1	-51.7
single	RSmean	RSmean	neg-neg	21	8.8	3.2	71.4	0.3	0.4	0.2	13.7	-20.8
pair	RSmean	LWTI	neg-pos	21	8.8	3.2	71.4	0.3	0.4	0.2	13.7	-20.8
pair	LWTI	RSmean	neg-pos	21	8.8	3.2	71.4	0.3	0.4	0.2	13.7	-20.8
pair	MACDhist	MRmean	pos-neg	52	21.7	3.2	63.5	0.3	0.5	0.2	14.0	-18.1
pair	MRmean	MACDhist	pos-neg	52	21.7	3.2	63.5	0.3	0.5	0.2	14.0	-18.1
pair	RSI	SLmean	neg-neg	28	11.7	2.8	57.1	0.2	0.3	0.1	33.5	-46.8
pair	SLmean	RSI	neg-neg	28	11.7	2.8	57.1	0.2	0.3	0.1	33.5	-46.8
pair	RSmean	RSI	neg-pos	20	8.3	2.6	70.0	0.2	0.3	0.1	14.1	-20.8
pair	RSI	RSmean	neg-pos	20	8.3	2.6	70.0	0.2	0.3	0.1	14.1	-20.8
pair	SLmean	MRmean	neg-neg	58	24.2	1.6	62.1	0.2	0.3	0.0	26.5	-50.7
pair	MRmean	SLmean	neg-neg	58	24.2	1.6	62.1	0.2	0.3	0.0	26.5	-50.7
pair	MACDhist	LWTI	neg-neg	25	10.4	1.2	60.0	0.2	0.2	0.0	29.8	-49.5
pair	LWTI	MACDhist	neg-neg	25	10.4	1.2	60.0	0.2	0.2	0.0	29.8	-49.5
pair	SLmean	RSmean	pos-neg	6	2.5	0.2	66.7	0.1	0.1	0.0	20.5	-10.5
pair	RSmean	SLmean	pos-neg	6	2.5	0.2	66.7	0.1	0.1	0.0	20.5	-10.5
pair	RSI	MACD	neg-neg	28	11.7	-0.3	57.1	0.1	0.2	-0.0	27.7	-50.2
pair	MACD	RSI	neg-neg	28	11.7	-0.3	57.1	0.1	0.2	-0.0	27.7	-50.2
pair	MACD	MACDhist	neg-neg	42	17.5	-0.3	61.9	0.1	0.1	-0.0	23.9	-56.4
pair	MACDhist	MACD	neg-neg	42	17.5	-0.3	61.9	0.1	0.1	-0.0	23.9	-56.4
pair	RSI	LWTI	neg-neg	21	8.8	-0.6	57.1	0.1	0.2	-0.0	31.7	-49.5
pair	LWTI	RSI	neg-neg	21	8.8	-0.6	57.1	0.1	0.2	-0.0	31.7	-49.5
pair	LWTI	MACD	neg-neg	24	10.0	-1.0	54.2	0.1	0.2	-0.0	30.8	-49.5
pair	MACD	LWTI	neg-neg	24	10.0	-1.0	54.2	0.1	0.2	-0.0	30.8	-49.5
pair	MACD	MRmean	neg-neg	36	15.0	-2.0	63.9	0.0	0.1	-0.0	24.4	-53.9
pair	MRmean	MACD	neg-neg	36	15.0	-2.0	63.9	0.0	0.1	-0.0	24.4	-53.9
pair	SLmean	RSIhist	neg-pos	2	0.8	-3.4	50.0	-0.0	0.0	0.0	30.2	0.0
pair	RSIhist	SLmean	neg-pos	2	0.8	-3.4	50.0	-0.0	0.0	0.0	30.2	0.0
pair	MACDhist	MRmean	neg-pos	4	1.7	-3.5	50.0	-0.0	-0.1	-0.4	26.4	-9.5
pair	MRmean	MACDhist	neg-pos	4	1.7	-3.5	50.0	-0.0	-0.1	-0.4	26.4	-9.5
pair	RSmean	RSIhist	neg-neg	16	6.7	-4.1	68.8	-0.2	-0.3	-0.2	14.2	-23.1
pair	RSIhist	RSmean	neg-neg	16	6.7	-4.1	68.8	-0.2	-0.3	-0.2	14.2	-23.1
pair	MRmean	RSmean	pos-neg	7	2.9	-4.3	57.1	-0.1	-0.2	-0.4	19.0	-10.5
pair	RSmean	MRmean	pos-neg	7	2.9	-4.3	57.1	-0.1	-0.2	-0.4	19.0	-10.5
pair	MACD	RSIhist	neg-neg	34	14.2	-6.3	61.8	-0.1	-0.2	-0.1	23.6	-51.7
pair	RSIhist	MACD	neg-neg	34	14.2	-6.3	61.8	-0.1	-0.2	-0.1	23.6	-51.7
pair	MACD	RSmean	neg-pos	9	3.8	-7.1	55.6	-0.3	-0.4	-0.5	17.0	-13.7
pair	RSmean	MACD	neg-pos	9	3.8	-7.1	55.6	-0.3	-0.4	-0.5	17.0	-13.7
pair	LWTI	MRmean	neg-neg	18	7.5	-8.0	55.6	-0.1	-0.1	-0.2	33.5	-49.5
pair	MRmean	LWTI	neg-neg	18	7.5	-8.0	55.6	-0.1	-0.1	-0.2	33.5	-49.5
pair	SLmean	MACD	neg-neg	30	12.5	-8.3	60.0	-0.2	-0.3	-0.2	24.5	-50.7
pair	MACD	SLmean	neg-neg	30	12.5	-8.3	60.0	-0.2	-0.3	-0.2	24.5	-50.7
pair	LWTI	RSIhist	neg-neg	15	6.2	-13.6	53.3	-0.3	-0.4	-0.3	34.0	-44.9
pair	RSIhist	LWTI	neg-neg	15	6.2	-13.6	53.3	-0.3	-0.4	-0.3	34.0	-44.9
pair	LWTI	SLmean	neg-neg	13	5.4	-19.0	46.2	-0.4	-0.6	-0.4	36.4	-44.9
pair	SLmean	LWTI	neg-neg	13	5.4	-19.0	46.2	-0.4	-0.6	-0.4	36.4	-44.9
pair	MACDhist	RSmean	neg-pos	1	0.4	-27.2	0.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACDhist	neg-pos	1	0.4	-27.2	0.0	0.0	0.0	0.0	-	0.0

All Contingency Tables for VOE

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 65% Sharpe 0.78 \| Sortino 1.15 \| Calmar 0.4 Vol 13% \| MDD -25.6% Months 159M (66%)	CAGR 23.8% \| Win 67% Sharpe 1.36 \| Sortino 2.51 \| Calmar 3.6 Vol 17% \| MDD -6.6% Months 15M (6%)	CAGR 10.8% \| Win 66% Sharpe 0.84 \| Sortino 1.28 \| Calmar 0.5 Vol 13% \| MDD -22.2% Months 174M (72%)
MRmean neg	CAGR 46.6% \| Win 88% Sharpe 1.99 \| Sortino 0.00 \| Calmar 4.7 Vol 20% \| MDD -9.8% Months 8M (3%)	CAGR 1.6% \| Win 62% Sharpe 0.20 \| Sortino 0.26 \| Calmar 0.0 Vol 26% \| MDD -50.7% Months 58M (24%)	CAGR 6.2% \| Win 65% Sharpe 0.37 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -53.9% Months 66M (28%)
SLmean only	CAGR 11.1% \| Win 66% Sharpe 0.86 \| Sortino 1.26 \| Calmar 0.5 Vol 13% \| MDD -20.7% Months 167M (70%)	CAGR 5.8% \| Win 63% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -50.7% Months 73M (30%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 66% Sharpe 0.91 \| Sortino 1.43 \| Calmar 0.7 Vol 13% \| MDD -17.6% Months 167M (70%)	CAGR -4.3% \| Win 57% Sharpe -0.14 \| Sortino -0.16 \| Calmar -0.4 Vol 19% \| MDD -10.5% Months 7M (3%)	CAGR 10.8% \| Win 66% Sharpe 0.84 \| Sortino 1.28 \| Calmar 0.5 Vol 13% \| MDD -22.2% Months 174M (72%)
MRmean neg	CAGR 6.0% \| Win 62% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 29% \| MDD -50.2% Months 52M (22%)	CAGR 7.2% \| Win 79% Sharpe 0.69 \| Sortino 1.18 \| Calmar 0.6 Vol 11% \| MDD -12.4% Months 14M (6%)	CAGR 6.2% \| Win 65% Sharpe 0.37 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -53.9% Months 66M (28%)
RSmean only	CAGR 10.1% \| Win 65% Sharpe 0.63 \| Sortino 0.79 \| Calmar 0.2 Vol 18% \| MDD -53.1% Months 219M (91%)	CAGR 3.2% \| Win 71% Sharpe 0.30 \| Sortino 0.36 \| Calmar 0.2 Vol 14% \| MDD -20.8% Months 21M (9%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 9.1% \| Win 66% Sharpe 0.76 \| Sortino 1.08 \| Calmar 0.4 Vol 13% \| MDD -22.2% Months 160M (67%)	CAGR 31.6% \| Win 64% Sharpe 1.58 \| Sortino 3.98 \| Calmar 4.7 Vol 19% \| MDD -6.7% Months 14M (6%)	CAGR 10.8% \| Win 66% Sharpe 0.84 \| Sortino 1.28 \| Calmar 0.5 Vol 13% \| MDD -22.2% Months 174M (72%)
MRmean neg	CAGR 17.0% \| Win 67% Sharpe 0.71 \| Sortino 0.99 \| Calmar 0.8 Vol 28% \| MDD -21.8% Months 30M (12%)	CAGR -2.0% \| Win 64% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.0 Vol 24% \| MDD -53.9% Months 36M (15%)	CAGR 6.2% \| Win 65% Sharpe 0.37 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -53.9% Months 66M (28%)
MACD only	CAGR 10.3% \| Win 66% Sharpe 0.70 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -31.2% Months 190M (79%)	CAGR 6.5% \| Win 64% Sharpe 0.39 \| Sortino 0.49 \| Calmar 0.1 Vol 23% \| MDD -56.4% Months 50M (21%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 9.7% \| Win 65% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.4 Vol 13% \| MDD -22.2% Months 170M (71%)	CAGR 65.7% \| Win 75% Sharpe 4.30 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 4M (2%)	CAGR 10.8% \| Win 66% Sharpe 0.84 \| Sortino 1.28 \| Calmar 0.5 Vol 13% \| MDD -22.2% Months 174M (72%)
MRmean neg	CAGR 4.3% \| Win 69% Sharpe 0.32 \| Sortino 0.57 \| Calmar 0.3 Vol 18% \| MDD -16.6% Months 32M (13%)	CAGR 8.1% \| Win 62% Sharpe 0.41 \| Sortino 0.53 \| Calmar 0.2 Vol 32% \| MDD -50.2% Months 34M (14%)	CAGR 6.2% \| Win 65% Sharpe 0.37 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -53.9% Months 66M (28%)
RSI only	CAGR 8.8% \| Win 66% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.4 Vol 14% \| MDD -24.3% Months 202M (84%)	CAGR 13.1% \| Win 63% Sharpe 0.56 \| Sortino 0.70 \| Calmar 0.3 Vol 30% \| MDD -50.2% Months 38M (16%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 14.1% \| Win 66% Sharpe 1.10 \| Sortino 1.67 \| Calmar 0.7 Vol 13% \| MDD -19.8% Months 122M (51%)	CAGR 3.2% \| Win 64% Sharpe 0.30 \| Sortino 0.45 \| Calmar 0.2 Vol 14% \| MDD -18.1% Months 52M (22%)	CAGR 10.8% \| Win 66% Sharpe 0.84 \| Sortino 1.28 \| Calmar 0.5 Vol 13% \| MDD -22.2% Months 174M (72%)
MRmean neg	CAGR -3.5% \| Win 50% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.4 Vol 26% \| MDD -9.5% Months 4M (2%)	CAGR 6.9% \| Win 66% Sharpe 0.39 \| Sortino 0.50 \| Calmar 0.1 Vol 26% \| MDD -53.9% Months 62M (26%)	CAGR 6.2% \| Win 65% Sharpe 0.37 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -53.9% Months 66M (28%)
MACDhist only	CAGR 13.5% \| Win 66% Sharpe 1.03 \| Sortino 1.55 \| Calmar 0.5 Vol 13% \| MDD -26.8% Months 126M (52%)	CAGR 5.2% \| Win 65% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -56.4% Months 114M (48%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 11.6% \| Win 66% Sharpe 0.91 \| Sortino 1.44 \| Calmar 0.6 Vol 13% \| MDD -20.7% Months 125M (52%)	CAGR 8.6% \| Win 65% Sharpe 0.68 \| Sortino 0.93 \| Calmar 0.7 Vol 14% \| MDD -12.8% Months 49M (20%)	CAGR 10.8% \| Win 66% Sharpe 0.84 \| Sortino 1.28 \| Calmar 0.5 Vol 13% \| MDD -22.2% Months 174M (72%)
MRmean neg	CAGR 22.7% \| Win 75% Sharpe 0.81 \| Sortino 0.00 \| Calmar 0.0 Vol 30% \| MDD 0.0% Months 4M (2%)	CAGR 5.2% \| Win 64% Sharpe 0.33 \| Sortino 0.43 \| Calmar 0.1 Vol 26% \| MDD -48.9% Months 62M (26%)	CAGR 6.2% \| Win 65% Sharpe 0.37 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -53.9% Months 66M (28%)
RSIhist only	CAGR 11.9% \| Win 66% Sharpe 0.90 \| Sortino 1.38 \| Calmar 0.6 Vol 14% \| MDD -20.1% Months 129M (54%)	CAGR 6.7% \| Win 65% Sharpe 0.42 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -51.7% Months 111M (46%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 65% Sharpe 0.77 \| Sortino 1.14 \| Calmar 0.4 Vol 13% \| MDD -22.2% Months 162M (68%)	CAGR 28.4% \| Win 67% Sharpe 1.60 \| Sortino 4.02 \| Calmar 5.9 Vol 16% \| MDD -4.8% Months 12M (5%)	CAGR 10.8% \| Win 66% Sharpe 0.84 \| Sortino 1.28 \| Calmar 0.5 Vol 13% \| MDD -22.2% Months 174M (72%)
MRmean neg	CAGR 12.1% \| Win 69% Sharpe 0.62 \| Sortino 0.80 \| Calmar 0.6 Vol 23% \| MDD -21.8% Months 48M (20%)	CAGR -8.0% \| Win 56% Sharpe -0.08 \| Sortino -0.12 \| Calmar -0.2 Vol 34% \| MDD -49.5% Months 18M (8%)	CAGR 6.2% \| Win 65% Sharpe 0.37 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -53.9% Months 66M (28%)
LWTI only	CAGR 10.1% \| Win 66% Sharpe 0.70 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -31.2% Months 210M (88%)	CAGR 5.1% \| Win 60% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.1 Vol 28% \| MDD -49.5% Months 30M (12%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 11.6% \| Win 66% Sharpe 0.91 \| Sortino 1.38 \| Calmar 0.7 Vol 13% \| MDD -16.9% Months 161M (67%)	CAGR 0.2% \| Win 67% Sharpe 0.10 \| Sortino 0.09 \| Calmar 0.0 Vol 20% \| MDD -10.5% Months 6M (2%)	CAGR 11.1% \| Win 66% Sharpe 0.86 \| Sortino 1.26 \| Calmar 0.5 Vol 13% \| MDD -20.7% Months 167M (70%)
SLmean neg	CAGR 6.2% \| Win 60% Sharpe 0.36 \| Sortino 0.49 \| Calmar 0.1 Vol 27% \| MDD -46.8% Months 58M (24%)	CAGR 4.5% \| Win 73% Sharpe 0.45 \| Sortino 0.82 \| Calmar 0.3 Vol 11% \| MDD -14.1% Months 15M (6%)	CAGR 5.8% \| Win 63% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -50.7% Months 73M (30%)
RSmean only	CAGR 10.1% \| Win 65% Sharpe 0.63 \| Sortino 0.79 \| Calmar 0.2 Vol 18% \| MDD -53.1% Months 219M (91%)	CAGR 3.2% \| Win 71% Sharpe 0.30 \| Sortino 0.36 \| Calmar 0.2 Vol 14% \| MDD -20.8% Months 21M (9%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 8.4% \| Win 66% Sharpe 0.73 \| Sortino 1.00 \| Calmar 0.4 Vol 12% \| MDD -20.7% Months 147M (61%)	CAGR 33.2% \| Win 70% Sharpe 1.57 \| Sortino 2.66 \| Calmar 2.8 Vol 20% \| MDD -12.0% Months 20M (8%)	CAGR 11.1% \| Win 66% Sharpe 0.86 \| Sortino 1.26 \| Calmar 0.5 Vol 13% \| MDD -20.7% Months 167M (70%)
SLmean neg	CAGR 16.9% \| Win 65% Sharpe 0.76 \| Sortino 1.07 \| Calmar 0.8 Vol 25% \| MDD -21.8% Months 43M (18%)	CAGR -8.3% \| Win 60% Sharpe -0.23 \| Sortino -0.27 \| Calmar -0.2 Vol 24% \| MDD -50.7% Months 30M (12%)	CAGR 5.8% \| Win 63% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -50.7% Months 73M (30%)
MACD only	CAGR 10.3% \| Win 66% Sharpe 0.70 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -31.2% Months 190M (79%)	CAGR 6.5% \| Win 64% Sharpe 0.39 \| Sortino 0.49 \| Calmar 0.1 Vol 23% \| MDD -56.4% Months 50M (21%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 9.1% \| Win 66% Sharpe 0.75 \| Sortino 1.10 \| Calmar 0.4 Vol 13% \| MDD -20.7% Months 157M (65%)	CAGR 47.8% \| Win 80% Sharpe 2.16 \| Sortino 1.89 \| Calmar 4.9 Vol 19% \| MDD -9.8% Months 10M (4%)	CAGR 11.1% \| Win 66% Sharpe 0.86 \| Sortino 1.26 \| Calmar 0.5 Vol 13% \| MDD -20.7% Months 167M (70%)
SLmean neg	CAGR 7.7% \| Win 67% Sharpe 0.51 \| Sortino 0.90 \| Calmar 0.5 Vol 18% \| MDD -15.2% Months 45M (19%)	CAGR 2.8% \| Win 57% Sharpe 0.25 \| Sortino 0.33 \| Calmar 0.1 Vol 34% \| MDD -46.8% Months 28M (12%)	CAGR 5.8% \| Win 63% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -50.7% Months 73M (30%)
RSI only	CAGR 8.8% \| Win 66% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.4 Vol 14% \| MDD -24.3% Months 202M (84%)	CAGR 13.1% \| Win 63% Sharpe 0.56 \| Sortino 0.70 \| Calmar 0.3 Vol 30% \| MDD -50.2% Months 38M (16%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 13.8% \| Win 67% Sharpe 1.11 \| Sortino 1.65 \| Calmar 1.0 Vol 12% \| MDD -14.2% Months 112M (47%)	CAGR 6.0% \| Win 66% Sharpe 0.46 \| Sortino 0.66 \| Calmar 0.4 Vol 15% \| MDD -14.7% Months 55M (23%)	CAGR 11.1% \| Win 66% Sharpe 0.86 \| Sortino 1.26 \| Calmar 0.5 Vol 13% \| MDD -20.7% Months 167M (70%)
SLmean neg	CAGR 11.6% \| Win 57% Sharpe 0.65 \| Sortino 1.19 \| Calmar 0.8 Vol 20% \| MDD -14.7% Months 14M (6%)	CAGR 4.5% \| Win 64% Sharpe 0.30 \| Sortino 0.39 \| Calmar 0.1 Vol 26% \| MDD -50.7% Months 59M (25%)	CAGR 5.8% \| Win 63% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -50.7% Months 73M (30%)
MACDhist only	CAGR 13.5% \| Win 66% Sharpe 1.03 \| Sortino 1.55 \| Calmar 0.5 Vol 13% \| MDD -26.8% Months 126M (52%)	CAGR 5.2% \| Win 65% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -56.4% Months 114M (48%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 12.2% \| Win 66% Sharpe 0.93 \| Sortino 1.41 \| Calmar 0.6 Vol 14% \| MDD -20.1% Months 127M (53%)	CAGR 7.8% \| Win 68% Sharpe 0.65 \| Sortino 0.80 \| Calmar 0.6 Vol 13% \| MDD -12.8% Months 40M (17%)	CAGR 11.1% \| Win 66% Sharpe 0.86 \| Sortino 1.26 \| Calmar 0.5 Vol 13% \| MDD -20.7% Months 167M (70%)
SLmean neg	CAGR -3.4% \| Win 50% Sharpe -0.04 \| Sortino 0.00 \| Calmar 0.0 Vol 30% \| MDD 0.0% Months 2M (1%)	CAGR 6.1% \| Win 63% Sharpe 0.37 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -50.7% Months 71M (30%)	CAGR 5.8% \| Win 63% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -50.7% Months 73M (30%)
RSIhist only	CAGR 11.9% \| Win 66% Sharpe 0.90 \| Sortino 1.38 \| Calmar 0.6 Vol 14% \| MDD -20.1% Months 129M (54%)	CAGR 6.7% \| Win 65% Sharpe 0.42 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -51.7% Months 111M (46%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 9.3% \| Win 66% Sharpe 0.78 \| Sortino 1.11 \| Calmar 0.5 Vol 12% \| MDD -20.7% Months 150M (62%)	CAGR 28.4% \| Win 71% Sharpe 1.43 \| Sortino 2.02 \| Calmar 2.9 Vol 19% \| MDD -9.8% Months 17M (7%)	CAGR 11.1% \| Win 66% Sharpe 0.86 \| Sortino 1.26 \| Calmar 0.5 Vol 13% \| MDD -20.7% Months 167M (70%)
SLmean neg	CAGR 12.1% \| Win 67% Sharpe 0.64 \| Sortino 0.87 \| Calmar 0.6 Vol 22% \| MDD -21.8% Months 60M (25%)	CAGR -19.0% \| Win 46% Sharpe -0.40 \| Sortino -0.59 \| Calmar -0.4 Vol 36% \| MDD -44.9% Months 13M (5%)	CAGR 5.8% \| Win 63% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -50.7% Months 73M (30%)
LWTI only	CAGR 10.1% \| Win 66% Sharpe 0.70 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -31.2% Months 210M (88%)	CAGR 5.1% \| Win 60% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.1 Vol 28% \| MDD -49.5% Months 30M (12%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 11.2% \| Win 66% Sharpe 0.76 \| Sortino 0.97 \| Calmar 0.4 Vol 16% \| MDD -31.2% Months 181M (75%)	CAGR 4.9% \| Win 58% Sharpe 0.31 \| Sortino 0.42 \| Calmar 0.1 Vol 26% \| MDD -53.1% Months 38M (16%)	CAGR 10.1% \| Win 65% Sharpe 0.63 \| Sortino 0.79 \| Calmar 0.2 Vol 18% \| MDD -53.1% Months 219M (91%)
RSmean neg	CAGR -7.1% \| Win 56% Sharpe -0.35 \| Sortino -0.42 \| Calmar -0.5 Vol 17% \| MDD -13.7% Months 9M (4%)	CAGR 11.7% \| Win 83% Sharpe 1.06 \| Sortino 1.38 \| Calmar 1.3 Vol 11% \| MDD -9.2% Months 12M (5%)	CAGR 3.2% \| Win 71% Sharpe 0.30 \| Sortino 0.36 \| Calmar 0.2 Vol 14% \| MDD -20.8% Months 21M (9%)
MACD only	CAGR 10.3% \| Win 66% Sharpe 0.70 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -31.2% Months 190M (79%)	CAGR 6.5% \| Win 64% Sharpe 0.39 \| Sortino 0.49 \| Calmar 0.1 Vol 23% \| MDD -56.4% Months 50M (21%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 9.5% \| Win 65% Sharpe 0.72 \| Sortino 1.09 \| Calmar 0.5 Vol 14% \| MDD -20.9% Months 182M (76%)	CAGR 13.0% \| Win 62% Sharpe 0.56 \| Sortino 0.70 \| Calmar 0.3 Vol 31% \| MDD -49.5% Months 37M (15%)	CAGR 10.1% \| Win 65% Sharpe 0.63 \| Sortino 0.79 \| Calmar 0.2 Vol 18% \| MDD -53.1% Months 219M (91%)
RSmean neg	CAGR 2.6% \| Win 70% Sharpe 0.25 \| Sortino 0.31 \| Calmar 0.1 Vol 14% \| MDD -20.8% Months 20M (8%)	CAGR 16.7% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 3.2% \| Win 71% Sharpe 0.30 \| Sortino 0.36 \| Calmar 0.2 Vol 14% \| MDD -20.8% Months 21M (9%)
RSI only	CAGR 8.8% \| Win 66% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.4 Vol 14% \| MDD -24.3% Months 202M (84%)	CAGR 13.1% \| Win 63% Sharpe 0.56 \| Sortino 0.70 \| Calmar 0.3 Vol 30% \| MDD -50.2% Months 38M (16%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 13.9% \| Win 66% Sharpe 1.05 \| Sortino 1.58 \| Calmar 0.5 Vol 13% \| MDD -26.8% Months 125M (52%)	CAGR 5.2% \| Win 63% Sharpe 0.34 \| Sortino 0.43 \| Calmar 0.1 Vol 23% \| MDD -53.1% Months 94M (39%)	CAGR 10.1% \| Win 65% Sharpe 0.63 \| Sortino 0.79 \| Calmar 0.2 Vol 18% \| MDD -53.1% Months 219M (91%)
RSmean neg	CAGR -27.2% \| Win 0% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 5.1% \| Win 75% Sharpe 0.42 \| Sortino 0.48 \| Calmar 0.2 Vol 14% \| MDD -20.8% Months 20M (8%)	CAGR 3.2% \| Win 71% Sharpe 0.30 \| Sortino 0.36 \| Calmar 0.2 Vol 14% \| MDD -20.8% Months 21M (9%)
MACDhist only	CAGR 13.5% \| Win 66% Sharpe 1.03 \| Sortino 1.55 \| Calmar 0.5 Vol 13% \| MDD -26.8% Months 126M (52%)	CAGR 5.2% \| Win 65% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -56.4% Months 114M (48%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 11.2% \| Win 65% Sharpe 0.84 \| Sortino 1.30 \| Calmar 0.5 Vol 14% \| MDD -23.0% Months 124M (52%)	CAGR 8.7% \| Win 64% Sharpe 0.49 \| Sortino 0.59 \| Calmar 0.2 Vol 22% \| MDD -48.0% Months 95M (40%)	CAGR 10.1% \| Win 65% Sharpe 0.63 \| Sortino 0.79 \| Calmar 0.2 Vol 18% \| MDD -53.1% Months 219M (91%)
RSmean neg	CAGR 30.9% \| Win 80% Sharpe 2.61 \| Sortino 0.00 \| Calmar 19.8 Vol 11% \| MDD -1.6% Months 5M (2%)	CAGR -4.1% \| Win 69% Sharpe -0.23 \| Sortino -0.28 \| Calmar -0.2 Vol 14% \| MDD -23.1% Months 16M (7%)	CAGR 3.2% \| Win 71% Sharpe 0.30 \| Sortino 0.36 \| Calmar 0.2 Vol 14% \| MDD -20.8% Months 21M (9%)
RSIhist only	CAGR 11.9% \| Win 66% Sharpe 0.90 \| Sortino 1.38 \| Calmar 0.6 Vol 14% \| MDD -20.1% Months 129M (54%)	CAGR 6.7% \| Win 65% Sharpe 0.42 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -51.7% Months 111M (46%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 10.9% \| Win 66% Sharpe 0.74 \| Sortino 0.97 \| Calmar 0.3 Vol 16% \| MDD -31.2% Months 189M (79%)	CAGR 5.1% \| Win 60% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.1 Vol 28% \| MDD -49.5% Months 30M (12%)	CAGR 10.1% \| Win 65% Sharpe 0.63 \| Sortino 0.79 \| Calmar 0.2 Vol 18% \| MDD -53.1% Months 219M (91%)
RSmean neg	CAGR 3.2% \| Win 71% Sharpe 0.30 \| Sortino 0.36 \| Calmar 0.2 Vol 14% \| MDD -20.8% Months 21M (9%)	-	CAGR 3.2% \| Win 71% Sharpe 0.30 \| Sortino 0.36 \| Calmar 0.2 Vol 14% \| MDD -20.8% Months 21M (9%)
LWTI only	CAGR 10.1% \| Win 66% Sharpe 0.70 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -31.2% Months 210M (88%)	CAGR 5.1% \| Win 60% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.1 Vol 28% \| MDD -49.5% Months 30M (12%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 8.0% \| Win 65% Sharpe 0.63 \| Sortino 0.89 \| Calmar 0.3 Vol 14% \| MDD -24.3% Months 180M (75%)	CAGR 61.1% \| Win 80% Sharpe 1.51 \| Sortino 1.24 \| Calmar 2.8 Vol 37% \| MDD -21.8% Months 10M (4%)	CAGR 10.3% \| Win 66% Sharpe 0.70 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -31.2% Months 190M (79%)
MACD neg	CAGR 15.8% \| Win 73% Sharpe 1.01 \| Sortino 2.33 \| Calmar 0.9 Vol 16% \| MDD -16.7% Months 22M (9%)	CAGR -0.3% \| Win 57% Sharpe 0.13 \| Sortino 0.16 \| Calmar -0.0 Vol 28% \| MDD -50.2% Months 28M (12%)	CAGR 6.5% \| Win 64% Sharpe 0.39 \| Sortino 0.49 \| Calmar 0.1 Vol 23% \| MDD -56.4% Months 50M (21%)
RSI only	CAGR 8.8% \| Win 66% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.4 Vol 14% \| MDD -24.3% Months 202M (84%)	CAGR 13.1% \| Win 63% Sharpe 0.56 \| Sortino 0.70 \| Calmar 0.3 Vol 30% \| MDD -50.2% Months 38M (16%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 11.4% \| Win 65% Sharpe 0.90 \| Sortino 1.31 \| Calmar 0.4 Vol 13% \| MDD -26.8% Months 118M (49%)	CAGR 8.6% \| Win 67% Sharpe 0.52 \| Sortino 0.64 \| Calmar 0.3 Vol 20% \| MDD -25.5% Months 72M (30%)	CAGR 10.3% \| Win 66% Sharpe 0.70 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -31.2% Months 190M (79%)
MACD neg	CAGR 50.3% \| Win 75% Sharpe 2.74 \| Sortino 6.85 \| Calmar 10.5 Vol 16% \| MDD -4.8% Months 8M (3%)	CAGR -0.3% \| Win 62% Sharpe 0.11 \| Sortino 0.14 \| Calmar -0.0 Vol 24% \| MDD -56.4% Months 42M (18%)	CAGR 6.5% \| Win 64% Sharpe 0.39 \| Sortino 0.49 \| Calmar 0.1 Vol 23% \| MDD -56.4% Months 50M (21%)
MACDhist only	CAGR 13.5% \| Win 66% Sharpe 1.03 \| Sortino 1.55 \| Calmar 0.5 Vol 13% \| MDD -26.8% Months 126M (52%)	CAGR 5.2% \| Win 65% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -56.4% Months 114M (48%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 8.5% \| Win 66% Sharpe 0.73 \| Sortino 1.05 \| Calmar 0.4 Vol 12% \| MDD -20.1% Months 113M (47%)	CAGR 13.0% \| Win 66% Sharpe 0.71 \| Sortino 0.89 \| Calmar 0.6 Vol 20% \| MDD -21.8% Months 77M (32%)	CAGR 10.3% \| Win 66% Sharpe 0.70 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -31.2% Months 190M (79%)
MACD neg	CAGR 39.6% \| Win 69% Sharpe 1.75 \| Sortino 2.85 \| Calmar 8.2 Vol 20% \| MDD -4.8% Months 16M (7%)	CAGR -6.3% \| Win 62% Sharpe -0.15 \| Sortino -0.18 \| Calmar -0.1 Vol 24% \| MDD -51.7% Months 34M (14%)	CAGR 6.5% \| Win 64% Sharpe 0.39 \| Sortino 0.49 \| Calmar 0.1 Vol 23% \| MDD -56.4% Months 50M (21%)
RSIhist only	CAGR 11.9% \| Win 66% Sharpe 0.90 \| Sortino 1.38 \| Calmar 0.6 Vol 14% \| MDD -20.1% Months 129M (54%)	CAGR 6.7% \| Win 65% Sharpe 0.42 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -51.7% Months 111M (46%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 9.6% \| Win 65% Sharpe 0.66 \| Sortino 0.85 \| Calmar 0.3 Vol 16% \| MDD -31.2% Months 184M (77%)	CAGR 34.0% \| Win 83% Sharpe 2.95 \| Sortino 0.00 \| Calmar 44.5 Vol 10% \| MDD -0.8% Months 6M (2%)	CAGR 10.3% \| Win 66% Sharpe 0.70 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -31.2% Months 190M (79%)
MACD neg	CAGR 13.9% \| Win 73% Sharpe 1.08 \| Sortino 2.29 \| Calmar 0.7 Vol 13% \| MDD -20.3% Months 26M (11%)	CAGR -1.0% \| Win 54% Sharpe 0.12 \| Sortino 0.16 \| Calmar -0.0 Vol 31% \| MDD -49.5% Months 24M (10%)	CAGR 6.5% \| Win 64% Sharpe 0.39 \| Sortino 0.49 \| Calmar 0.1 Vol 23% \| MDD -56.4% Months 50M (21%)
LWTI only	CAGR 10.1% \| Win 66% Sharpe 0.70 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -31.2% Months 210M (88%)	CAGR 5.1% \| Win 60% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.1 Vol 28% \| MDD -49.5% Months 30M (12%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 11.9% \| Win 65% Sharpe 0.93 \| Sortino 1.39 \| Calmar 0.4 Vol 13% \| MDD -26.8% Months 123M (51%)	CAGR 4.2% \| Win 67% Sharpe 0.35 \| Sortino 0.52 \| Calmar 0.2 Vol 15% \| MDD -22.1% Months 79M (33%)	CAGR 8.8% \| Win 66% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.4 Vol 14% \| MDD -24.3% Months 202M (84%)
RSI neg	CAGR 103.2% \| Win 100% Sharpe 43.43 \| Sortino 0.00 \| Calmar 0.0 Vol 2% \| MDD 0.0% Months 3M (1%)	CAGR 7.6% \| Win 60% Sharpe 0.39 \| Sortino 0.50 \| Calmar 0.1 Vol 31% \| MDD -50.2% Months 35M (15%)	CAGR 13.1% \| Win 63% Sharpe 0.56 \| Sortino 0.70 \| Calmar 0.3 Vol 30% \| MDD -50.2% Months 38M (16%)
MACDhist only	CAGR 13.5% \| Win 66% Sharpe 1.03 \| Sortino 1.55 \| Calmar 0.5 Vol 13% \| MDD -26.8% Months 126M (52%)	CAGR 5.2% \| Win 65% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -56.4% Months 114M (48%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 10.2% \| Win 65% Sharpe 0.81 \| Sortino 1.28 \| Calmar 0.5 Vol 13% \| MDD -20.7% Months 121M (50%)	CAGR 6.9% \| Win 67% Sharpe 0.51 \| Sortino 0.74 \| Calmar 0.4 Vol 15% \| MDD -18.0% Months 81M (34%)	CAGR 8.8% \| Win 66% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.4 Vol 14% \| MDD -24.3% Months 202M (84%)
RSI neg	CAGR 42.6% \| Win 75% Sharpe 1.77 \| Sortino 1.74 \| Calmar 48.7 Vol 22% \| MDD -0.9% Months 8M (3%)	CAGR 6.3% \| Win 60% Sharpe 0.35 \| Sortino 0.45 \| Calmar 0.1 Vol 32% \| MDD -44.9% Months 30M (12%)	CAGR 13.1% \| Win 63% Sharpe 0.56 \| Sortino 0.70 \| Calmar 0.3 Vol 30% \| MDD -50.2% Months 38M (16%)
RSIhist only	CAGR 11.9% \| Win 66% Sharpe 0.90 \| Sortino 1.38 \| Calmar 0.6 Vol 14% \| MDD -20.1% Months 129M (54%)	CAGR 6.7% \| Win 65% Sharpe 0.42 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -51.7% Months 111M (46%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 8.3% \| Win 66% Sharpe 0.65 \| Sortino 0.94 \| Calmar 0.3 Vol 14% \| MDD -24.3% Months 193M (80%)	CAGR 20.0% \| Win 67% Sharpe 1.13 \| Sortino 2.67 \| Calmar 12.0 Vol 17% \| MDD -1.7% Months 9M (4%)	CAGR 8.8% \| Win 66% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.4 Vol 14% \| MDD -24.3% Months 202M (84%)
RSI neg	CAGR 32.7% \| Win 71% Sharpe 1.13 \| Sortino 1.14 \| Calmar 1.5 Vol 29% \| MDD -21.8% Months 17M (7%)	CAGR -0.6% \| Win 57% Sharpe 0.14 \| Sortino 0.18 \| Calmar -0.0 Vol 32% \| MDD -49.5% Months 21M (9%)	CAGR 13.1% \| Win 63% Sharpe 0.56 \| Sortino 0.70 \| Calmar 0.3 Vol 30% \| MDD -50.2% Months 38M (16%)
LWTI only	CAGR 10.1% \| Win 66% Sharpe 0.70 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -31.2% Months 210M (88%)	CAGR 5.1% \| Win 60% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.1 Vol 28% \| MDD -49.5% Months 30M (12%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 13.1% \| Win 67% Sharpe 1.02 \| Sortino 1.52 \| Calmar 0.7 Vol 13% \| MDD -17.7% Months 98M (41%)	CAGR 15.1% \| Win 61% Sharpe 1.03 \| Sortino 1.59 \| Calmar 0.8 Vol 15% \| MDD -18.0% Months 28M (12%)	CAGR 13.5% \| Win 66% Sharpe 1.03 \| Sortino 1.55 \| Calmar 0.5 Vol 13% \| MDD -26.8% Months 126M (52%)
MACDhist neg	CAGR 8.4% \| Win 61% Sharpe 0.58 \| Sortino 0.95 \| Calmar 0.8 Vol 16% \| MDD -10.0% Months 31M (13%)	CAGR 4.0% \| Win 66% Sharpe 0.29 \| Sortino 0.36 \| Calmar 0.1 Vol 23% \| MDD -51.7% Months 83M (35%)	CAGR 5.2% \| Win 65% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -56.4% Months 114M (48%)
RSIhist only	CAGR 11.9% \| Win 66% Sharpe 0.90 \| Sortino 1.38 \| Calmar 0.6 Vol 14% \| MDD -20.1% Months 129M (54%)	CAGR 6.7% \| Win 65% Sharpe 0.42 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -51.7% Months 111M (46%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 13.0% \| Win 66% Sharpe 1.00 \| Sortino 1.49 \| Calmar 0.5 Vol 13% \| MDD -26.3% Months 121M (50%)	CAGR 27.2% \| Win 60% Sharpe 1.52 \| Sortino 2.57 \| Calmar 4.9 Vol 17% \| MDD -5.5% Months 5M (2%)	CAGR 13.5% \| Win 66% Sharpe 1.03 \| Sortino 1.55 \| Calmar 0.5 Vol 13% \| MDD -26.8% Months 126M (52%)
MACDhist neg	CAGR 6.4% \| Win 66% Sharpe 0.43 \| Sortino 0.55 \| Calmar 0.3 Vol 18% \| MDD -21.8% Months 89M (37%)	CAGR 1.2% \| Win 60% Sharpe 0.19 \| Sortino 0.24 \| Calmar 0.0 Vol 30% \| MDD -49.5% Months 25M (10%)	CAGR 5.2% \| Win 65% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -56.4% Months 114M (48%)
LWTI only	CAGR 10.1% \| Win 66% Sharpe 0.70 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -31.2% Months 210M (88%)	CAGR 5.1% \| Win 60% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.1 Vol 28% \| MDD -49.5% Months 30M (12%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 10.0% \| Win 66% Sharpe 0.82 \| Sortino 1.24 \| Calmar 0.5 Vol 13% \| MDD -20.4% Months 114M (48%)	CAGR 28.0% \| Win 67% Sharpe 1.33 \| Sortino 2.00 \| Calmar 5.8 Vol 20% \| MDD -4.8% Months 15M (6%)	CAGR 11.9% \| Win 66% Sharpe 0.90 \| Sortino 1.38 \| Calmar 0.6 Vol 14% \| MDD -20.1% Months 129M (54%)
RSIhist neg	CAGR 10.3% \| Win 67% Sharpe 0.62 \| Sortino 0.79 \| Calmar 0.4 Vol 19% \| MDD -23.8% Months 96M (40%)	CAGR -13.6% \| Win 53% Sharpe -0.26 \| Sortino -0.36 \| Calmar -0.3 Vol 34% \| MDD -44.9% Months 15M (6%)	CAGR 6.7% \| Win 65% Sharpe 0.42 \| Sortino 0.51 \| Calmar 0.1 Vol 21% \| MDD -51.7% Months 111M (46%)
LWTI only	CAGR 10.1% \| Win 66% Sharpe 0.70 \| Sortino 0.92 \| Calmar 0.3 Vol 16% \| MDD -31.2% Months 210M (88%)	CAGR 5.1% \| Win 60% Sharpe 0.32 \| Sortino 0.40 \| Calmar 0.1 Vol 28% \| MDD -49.5% Months 30M (12%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 9.6% \| Win 65% Sharpe 0.78 \| Sortino 1.15 \| Calmar 0.4 Vol 13% \| MDD -25.6% Months 159M (66%)	CAGR 23.8% \| Win 67% Sharpe 1.36 \| Sortino 2.51 \| Calmar 3.6 Vol 17% \| MDD -6.6% Months 15M (6%)	CAGR 10.8% \| Win 66% Sharpe 0.84 \| Sortino 1.28 \| Calmar 0.5 Vol 13% \| MDD -22.2% Months 174M (72%)
MRmean neg	CAGR 46.6% \| Win 88% Sharpe 1.99 \| Sortino 0.00 \| Calmar 4.7 Vol 20% \| MDD -9.8% Months 8M (3%)	CAGR 1.6% \| Win 62% Sharpe 0.20 \| Sortino 0.26 \| Calmar 0.0 Vol 26% \| MDD -50.7% Months 58M (24%)	CAGR 6.2% \| Win 65% Sharpe 0.37 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -53.9% Months 66M (28%)
SLmean only	CAGR 11.1% \| Win 66% Sharpe 0.86 \| Sortino 1.26 \| Calmar 0.5 Vol 13% \| MDD -20.7% Months 167M (70%)	CAGR 5.8% \| Win 63% Sharpe 0.36 \| Sortino 0.47 \| Calmar 0.1 Vol 25% \| MDD -50.7% Months 73M (30%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 66% Sharpe 0.91 \| Sortino 1.43 \| Calmar 0.7 Vol 13% \| MDD -17.6% Months 167M (70%)	CAGR -4.3% \| Win 57% Sharpe -0.14 \| Sortino -0.16 \| Calmar -0.4 Vol 19% \| MDD -10.5% Months 7M (3%)	CAGR 10.8% \| Win 66% Sharpe 0.84 \| Sortino 1.28 \| Calmar 0.5 Vol 13% \| MDD -22.2% Months 174M (72%)
MRmean neg	CAGR 6.0% \| Win 62% Sharpe 0.35 \| Sortino 0.49 \| Calmar 0.1 Vol 29% \| MDD -50.2% Months 52M (22%)	CAGR 7.2% \| Win 79% Sharpe 0.69 \| Sortino 1.18 \| Calmar 0.6 Vol 11% \| MDD -12.4% Months 14M (6%)	CAGR 6.2% \| Win 65% Sharpe 0.37 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -53.9% Months 66M (28%)
RSmean only	CAGR 10.1% \| Win 65% Sharpe 0.63 \| Sortino 0.79 \| Calmar 0.2 Vol 18% \| MDD -53.1% Months 219M (91%)	CAGR 3.2% \| Win 71% Sharpe 0.30 \| Sortino 0.36 \| Calmar 0.2 Vol 14% \| MDD -20.8% Months 21M (9%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 9.1% \| Win 66% Sharpe 0.76 \| Sortino 1.08 \| Calmar 0.4 Vol 13% \| MDD -22.2% Months 160M (67%)	CAGR 31.6% \| Win 64% Sharpe 1.58 \| Sortino 3.98 \| Calmar 4.7 Vol 19% \| MDD -6.7% Months 14M (6%)	CAGR 10.8% \| Win 66% Sharpe 0.84 \| Sortino 1.28 \| Calmar 0.5 Vol 13% \| MDD -22.2% Months 174M (72%)
MRmean neg	CAGR 17.0% \| Win 67% Sharpe 0.71 \| Sortino 0.99 \| Calmar 0.8 Vol 28% \| MDD -21.8% Months 30M (12%)	CAGR -2.0% \| Win 64% Sharpe 0.04 \| Sortino 0.05 \| Calmar -0.0 Vol 24% \| MDD -53.9% Months 36M (15%)	CAGR 6.2% \| Win 65% Sharpe 0.37 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -53.9% Months 66M (28%)
MACD only	CAGR 10.3% \| Win 66% Sharpe 0.70 \| Sortino 0.90 \| Calmar 0.3 Vol 16% \| MDD -31.2% Months 190M (79%)	CAGR 6.5% \| Win 64% Sharpe 0.39 \| Sortino 0.49 \| Calmar 0.1 Vol 23% \| MDD -56.4% Months 50M (21%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 9.7% \| Win 65% Sharpe 0.78 \| Sortino 1.17 \| Calmar 0.4 Vol 13% \| MDD -22.2% Months 170M (71%)	CAGR 65.7% \| Win 75% Sharpe 4.30 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 4M (2%)	CAGR 10.8% \| Win 66% Sharpe 0.84 \| Sortino 1.28 \| Calmar 0.5 Vol 13% \| MDD -22.2% Months 174M (72%)
MRmean neg	CAGR 4.3% \| Win 69% Sharpe 0.32 \| Sortino 0.57 \| Calmar 0.3 Vol 18% \| MDD -16.6% Months 32M (13%)	CAGR 8.1% \| Win 62% Sharpe 0.41 \| Sortino 0.53 \| Calmar 0.2 Vol 32% \| MDD -50.2% Months 34M (14%)	CAGR 6.2% \| Win 65% Sharpe 0.37 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -53.9% Months 66M (28%)
RSI only	CAGR 8.8% \| Win 66% Sharpe 0.68 \| Sortino 1.00 \| Calmar 0.4 Vol 14% \| MDD -24.3% Months 202M (84%)	CAGR 13.1% \| Win 63% Sharpe 0.56 \| Sortino 0.70 \| Calmar 0.3 Vol 30% \| MDD -50.2% Months 38M (16%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 14.1% \| Win 66% Sharpe 1.10 \| Sortino 1.67 \| Calmar 0.7 Vol 13% \| MDD -19.8% Months 122M (51%)	CAGR 3.2% \| Win 64% Sharpe 0.30 \| Sortino 0.45 \| Calmar 0.2 Vol 14% \| MDD -18.1% Months 52M (22%)	CAGR 10.8% \| Win 66% Sharpe 0.84 \| Sortino 1.28 \| Calmar 0.5 Vol 13% \| MDD -22.2% Months 174M (72%)
MRmean neg	CAGR -3.5% \| Win 50% Sharpe -0.04 \| Sortino -0.07 \| Calmar -0.4 Vol 26% \| MDD -9.5% Months 4M (2%)	CAGR 6.9% \| Win 66% Sharpe 0.39 \| Sortino 0.50 \| Calmar 0.1 Vol 26% \| MDD -53.9% Months 62M (26%)	CAGR 6.2% \| Win 65% Sharpe 0.37 \| Sortino 0.48 \| Calmar 0.1 Vol 26% \| MDD -53.9% Months 66M (28%)
MACDhist only	CAGR 13.5% \| Win 66% Sharpe 1.03 \| Sortino 1.55 \| Calmar 0.5 Vol 13% \| MDD -26.8% Months 126M (52%)	CAGR 5.2% \| Win 65% Sharpe 0.35 \| Sortino 0.43 \| Calmar 0.1 Vol 21% \| MDD -56.4% Months 114M (48%)