VOO - Vanguard S&P 500 ETF

Signal Pair Analysis

RSI-LWTI

Best Pair

176.4%

Best CAGR

Total Months

26.8%

Avg CAGR

VOO 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 VOO

All signal pairs ranked by CAGR

Type	Signal 1	Signal 2	Condition	Months (n)	Months (%)	CAGR (%)	Win Rate (%)	Sharpe	Sortino	Calmar	Vol (%)	MDD (%)
pair	LWTI	RSI	neg-pos	5	2.7	176.4	100.0	9.1	0.0	0.0	11.7	0.0
pair	RSI	LWTI	neg-pos	5	2.7	176.4	100.0	9.1	0.0	0.0	11.7	0.0
pair	RSmean	RSI	pos-neg	7	3.7	169.9	100.0	11.9	0.0	0.0	8.7	0.0
pair	RSI	RSmean	pos-neg	7	3.7	169.9	100.0	11.9	0.0	0.0	8.7	0.0
pair	RSI	SLmean	neg-neg	7	3.7	162.4	100.0	9.9	0.0	0.0	10.2	0.0
pair	SLmean	RSI	neg-neg	7	3.7	162.4	100.0	9.9	0.0	0.0	10.2	0.0
pair	MACD	RSI	pos-neg	6	3.2	159.7	100.0	11.2	0.0	0.0	8.9	0.0
pair	RSI	MACD	pos-neg	6	3.2	159.7	100.0	11.2	0.0	0.0	8.9	0.0
pair	RSI	MACDhist	neg-neg	8	4.3	152.0	100.0	9.6	0.0	0.0	10.0	0.0
pair	MACDhist	RSI	neg-neg	8	4.3	152.0	100.0	9.6	0.0	0.0	10.0	0.0
pair	RSI	MRmean	neg-neg	8	4.3	152.0	100.0	9.6	0.0	0.0	10.0	0.0
pair	MRmean	RSI	neg-neg	8	4.3	152.0	100.0	9.6	0.0	0.0	10.0	0.0
single	RSI	RSI	neg-neg	8	4.3	152.0	100.0	9.6	0.0	0.0	10.0	0.0
pair	RSI	RSIhist	neg-neg	8	4.3	152.0	100.0	9.6	0.0	0.0	10.0	0.0
pair	RSIhist	RSI	neg-neg	8	4.3	152.0	100.0	9.6	0.0	0.0	10.0	0.0
pair	MACD	RSI	neg-neg	2	1.1	130.4	100.0	5.1	0.0	0.0	17.1	0.0
pair	RSI	MACD	neg-neg	2	1.1	130.4	100.0	5.1	0.0	0.0	17.1	0.0
pair	RSI	LWTI	neg-neg	3	1.6	116.1	100.0	17.1	0.0	0.0	4.6	0.0
pair	LWTI	RSI	neg-neg	3	1.6	116.1	100.0	17.1	0.0	0.0	4.6	0.0
pair	LWTI	SLmean	neg-neg	3	1.6	101.8	100.0	9.4	0.0	0.0	7.7	0.0
pair	SLmean	LWTI	neg-neg	3	1.6	101.8	100.0	9.4	0.0	0.0	7.7	0.0
pair	SLmean	RSI	pos-neg	1	0.5	90.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	SLmean	pos-neg	1	0.5	90.2	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	RSI	neg-neg	1	0.5	56.0	100.0	0.0	0.0	0.0	-	0.0
pair	RSI	RSmean	neg-neg	1	0.5	56.0	100.0	0.0	0.0	0.0	-	0.0
pair	MRmean	LWTI	neg-neg	5	2.7	50.4	80.0	2.3	0.0	8.8	18.8	-5.7
pair	LWTI	RSIhist	neg-neg	5	2.7	50.4	80.0	2.3	0.0	8.8	18.8	-5.7
pair	LWTI	MRmean	neg-neg	5	2.7	50.4	80.0	2.3	0.0	8.8	18.8	-5.7
pair	RSIhist	LWTI	neg-neg	5	2.7	50.4	80.0	2.3	0.0	8.8	18.8	-5.7
pair	MRmean	SLmean	pos-neg	14	7.5	49.8	85.7	3.1	21.2	16.7	13.6	-3.0
pair	SLmean	MRmean	pos-neg	14	7.5	49.8	85.7	3.1	21.2	16.7	13.6	-3.0
pair	SLmean	RSmean	neg-pos	31	16.6	40.2	74.2	1.8	2.3	3.2	20.8	-12.4
pair	RSmean	SLmean	neg-pos	31	16.6	40.2	74.2	1.8	2.3	3.2	20.8	-12.4
pair	MACD	SLmean	neg-pos	29	15.5	38.5	72.4	1.7	2.2	3.1	21.1	-12.4
pair	SLmean	MACD	neg-pos	29	15.5	38.5	72.4	1.7	2.2	3.1	21.1	-12.4
pair	MACDhist	SLmean	neg-neg	31	16.6	31.9	67.7	1.6	2.5	2.0	19.1	-16.2
pair	SLmean	MACDhist	neg-neg	31	16.6	31.9	67.7	1.6	2.5	2.0	19.1	-16.2
pair	LWTI	MACD	pos-neg	7	3.7	31.7	71.4	1.7	3.7	5.5	17.3	-5.7
pair	MACDhist	LWTI	neg-neg	7	3.7	31.7	71.4	1.7	3.7	5.5	17.3	-5.7
pair	MACD	LWTI	pos-neg	7	3.7	31.7	71.4	1.7	3.7	5.5	17.3	-5.7
pair	LWTI	MACDhist	neg-neg	7	3.7	31.7	71.4	1.7	3.7	5.5	17.3	-5.7
single	LWTI	LWTI	neg-neg	7	3.7	31.7	71.4	1.7	3.7	5.5	17.3	-5.7
pair	RSmean	LWTI	pos-neg	7	3.7	31.7	71.4	1.7	3.7	5.5	17.3	-5.7
pair	LWTI	RSmean	pos-neg	7	3.7	31.7	71.4	1.7	3.7	5.5	17.3	-5.7
pair	RSIhist	SLmean	neg-neg	44	23.5	29.7	68.2	1.4	2.1	1.8	19.4	-16.2
single	SLmean	SLmean	neg-neg	44	23.5	29.7	68.2	1.4	2.1	1.8	19.4	-16.2
pair	SLmean	RSIhist	neg-neg	44	23.5	29.7	68.2	1.4	2.1	1.8	19.4	-16.2
pair	LWTI	SLmean	neg-pos	41	21.9	25.5	65.9	1.3	1.9	1.6	19.7	-16.2
pair	SLmean	LWTI	neg-pos	41	21.9	25.5	65.9	1.3	1.9	1.6	19.7	-16.2
pair	MACD	RSmean	pos-neg	13	7.0	25.1	69.2	1.7	2.6	3.8	13.7	-6.6
pair	RSmean	MACD	pos-neg	13	7.0	25.1	69.2	1.7	2.6	3.8	13.7	-6.6
pair	MRmean	MACDhist	neg-neg	31	16.6	24.9	61.3	1.2	2.2	1.5	20.1	-16.2
pair	MACDhist	MRmean	neg-neg	31	16.6	24.9	61.3	1.2	2.2	1.5	20.1	-16.2
pair	MACDhist	SLmean	neg-pos	13	7.0	24.4	69.2	1.2	1.3	2.0	20.7	-12.4
pair	SLmean	MACDhist	neg-pos	13	7.0	24.4	69.2	1.2	1.3	2.0	20.7	-12.4
pair	RSmean	MRmean	neg-pos	20	10.7	23.7	60.0	1.0	1.6	1.7	25.0	-13.7
pair	MRmean	RSmean	neg-pos	20	10.7	23.7	60.0	1.0	1.6	1.7	25.0	-13.7
pair	RSmean	RSIhist	pos-neg	66	35.3	23.0	71.2	1.2	1.8	1.1	18.3	-20.3
pair	RSIhist	RSmean	pos-neg	66	35.3	23.0	71.2	1.2	1.8	1.1	18.3	-20.3
pair	RSIhist	MACDhist	pos-neg	25	13.4	22.1	68.0	1.2	1.7	1.8	17.9	-12.4
pair	MACDhist	RSIhist	pos-neg	25	13.4	22.1	68.0	1.2	1.7	1.8	17.9	-12.4
pair	MRmean	SLmean	neg-neg	30	16.0	21.2	60.0	1.0	1.5	1.3	21.5	-16.2
pair	SLmean	MRmean	neg-neg	30	16.0	21.2	60.0	1.0	1.5	1.3	21.5	-16.2
pair	RSIhist	MRmean	pos-neg	50	26.7	19.8	74.0	1.3	2.0	1.7	14.7	-11.9
pair	MRmean	RSIhist	pos-neg	50	26.7	19.8	74.0	1.3	2.0	1.7	14.7	-11.9
pair	MRmean	MACD	neg-pos	19	10.2	19.3	57.9	0.8	1.4	1.4	25.0	-13.7
pair	MACD	MRmean	neg-pos	19	10.2	19.3	57.9	0.8	1.4	1.4	25.0	-13.7
pair	MACD	RSIhist	pos-neg	63	33.7	18.8	68.3	1.0	1.6	0.9	18.6	-20.3
pair	RSIhist	MACD	pos-neg	63	33.7	18.8	68.3	1.0	1.6	0.9	18.6	-20.3
pair	RSmean	MACDhist	pos-neg	61	32.6	18.7	72.1	1.1	1.7	0.9	16.7	-20.3
pair	MACDhist	RSmean	pos-neg	61	32.6	18.7	72.1	1.1	1.7	0.9	16.7	-20.3
single	RSIhist	RSIhist	neg-neg	83	44.4	18.7	67.5	1.1	1.7	0.9	17.5	-20.3
pair	MACD	RSIhist	neg-neg	20	10.7	18.6	65.0	1.3	2.0	1.1	13.9	-16.2
pair	RSIhist	MACD	neg-neg	20	10.7	18.6	65.0	1.3	2.0	1.1	13.9	-16.2
pair	RSIhist	MACDhist	neg-neg	58	31.0	17.3	67.2	1.0	1.6	0.8	17.5	-20.3
pair	MACDhist	RSIhist	neg-neg	58	31.0	17.3	67.2	1.0	1.6	0.8	17.5	-20.3
pair	RSIhist	MRmean	neg-neg	33	17.6	17.1	57.6	0.8	1.4	1.1	21.4	-16.2
pair	MRmean	RSIhist	neg-neg	33	17.6	17.1	57.6	0.8	1.4	1.1	21.4	-16.2
single	MRmean	MRmean	neg-neg	33	17.6	17.1	57.6	0.8	1.4	1.1	21.4	-16.2
pair	LWTI	RSIhist	neg-pos	78	41.7	16.9	66.7	1.0	1.5	0.8	17.5	-22.0
pair	RSIhist	LWTI	neg-pos	78	41.7	16.9	66.7	1.0	1.5	0.8	17.5	-22.0
pair	MACDhist	MRmean	pos-pos	106	56.7	16.4	70.8	1.3	2.4	1.7	11.9	-9.7
pair	MRmean	MACDhist	pos-pos	106	56.7	16.4	70.8	1.3	2.4	1.7	11.9	-9.7
pair	MACDhist	MACD	pos-neg	54	28.9	16.0	72.2	1.0	1.6	0.8	17.1	-20.3
pair	MACD	MACDhist	pos-neg	54	28.9	16.0	72.2	1.0	1.6	0.8	17.1	-20.3
single	RSmean	RSmean	pos-pos	169	90.4	15.8	70.4	1.1	1.6	0.7	14.2	-23.9
pair	RSmean	LWTI	pos-pos	162	86.6	15.2	70.4	1.1	1.5	0.6	14.1	-23.9
pair	LWTI	RSmean	pos-pos	162	86.6	15.2	70.4	1.1	1.5	0.6	14.1	-23.9
single	MACDhist	MACDhist	neg-neg	79	42.2	15.1	68.4	1.0	1.5	0.7	16.0	-20.3
pair	RSmean	MACD	pos-pos	156	83.4	15.1	70.5	1.1	1.5	0.6	14.3	-23.9
pair	MACD	RSmean	pos-pos	156	83.4	15.1	70.5	1.1	1.5	0.6	14.3	-23.9
pair	RSmean	MRmean	pos-pos	149	79.7	14.8	71.8	1.2	1.8	1.0	12.2	-15.1
single	MACD	MACD	pos-pos	162	86.6	14.8	70.4	1.1	1.5	0.6	14.2	-23.9
pair	MRmean	RSmean	pos-pos	149	79.7	14.8	71.8	1.2	1.8	1.0	12.2	-15.1
pair		benchmark___benchmark_	benchmark-benchmark	187	100.0	14.6	69.0	1.0	1.5	0.6	14.2	-23.9
pair	benchmark___benchmark_		benchmark-benchmark	187	100.0	14.6	69.0	1.0	1.5	0.6	14.2	-23.9
pair	MRmean	LWTI	pos-pos	152	81.3	14.3	71.7	1.2	1.8	1.1	12.2	-13.5
pair	LWTI	MRmean	pos-pos	152	81.3	14.3	71.7	1.2	1.8	1.1	12.2	-13.5
pair	MRmean	MACD	pos-pos	143	76.5	14.2	72.0	1.1	1.8	0.9	12.3	-15.1
pair	MACD	MRmean	pos-pos	143	76.5	14.2	72.0	1.1	1.8	0.9	12.3	-15.1
pair	MACDhist	LWTI	pos-pos	108	57.8	14.2	69.4	1.1	1.6	0.7	12.7	-19.6
pair	RSI	MACDhist	pos-pos	108	57.8	14.2	69.4	1.1	1.6	0.7	12.7	-19.6
pair	LWTI	MACDhist	pos-pos	108	57.8	14.2	69.4	1.1	1.6	0.7	12.7	-19.6
single	MACDhist	MACDhist	pos-pos	108	57.8	14.2	69.4	1.1	1.6	0.7	12.7	-19.6
pair	MACDhist	RSI	pos-pos	108	57.8	14.2	69.4	1.1	1.6	0.7	12.7	-19.6
pair	RSmean	MACDhist	pos-pos	108	57.8	14.2	69.4	1.1	1.6	0.7	12.7	-19.6
pair	MACDhist	MACD	pos-pos	108	57.8	14.2	69.4	1.1	1.6	0.7	12.7	-19.6
pair	MACD	MACDhist	pos-pos	108	57.8	14.2	69.4	1.1	1.6	0.7	12.7	-19.6
pair	MACDhist	RSmean	pos-pos	108	57.8	14.2	69.4	1.1	1.6	0.7	12.7	-19.6
pair	MACD	LWTI	pos-pos	155	82.9	14.1	70.3	1.0	1.4	0.6	14.1	-23.9
pair	MACD	MRmean	neg-neg	14	7.5	14.1	57.1	0.9	1.6	0.9	16.2	-16.2
pair	MRmean	MACD	neg-neg	14	7.5	14.1	57.1	0.9	1.6	0.9	16.2	-16.2
pair	MACD	SLmean	neg-neg	15	8.0	14.1	60.0	0.9	1.6	0.9	15.6	-16.2
pair	SLmean	MACD	neg-neg	15	8.0	14.1	60.0	0.9	1.6	0.9	15.6	-16.2
pair	LWTI	MACD	pos-pos	155	82.9	14.1	70.3	1.0	1.4	0.6	14.1	-23.9
single	LWTI	LWTI	pos-pos	180	96.3	14.0	68.9	1.0	1.5	0.6	14.0	-23.9
single	MRmean	MRmean	pos-pos	154	82.4	14.0	71.4	1.1	1.7	0.9	12.1	-15.1
pair	RSI	MRmean	pos-pos	154	82.4	14.0	71.4	1.1	1.7	0.9	12.1	-15.1
pair	MRmean	RSI	pos-pos	154	82.4	14.0	71.4	1.1	1.7	0.9	12.1	-15.1
pair	MACDhist	LWTI	neg-pos	72	38.5	13.6	68.1	0.9	1.3	0.7	16.0	-20.3
pair	LWTI	MACDhist	neg-pos	72	38.5	13.6	68.1	0.9	1.3	0.7	16.0	-20.3
pair	SLmean	RSI	neg-pos	37	19.8	13.5	62.2	0.8	1.1	0.6	18.2	-21.2
pair	RSI	SLmean	neg-pos	37	19.8	13.5	62.2	0.8	1.1	0.6	18.2	-21.2
pair	LWTI	MACD	neg-pos	25	13.4	13.0	60.0	0.9	1.5	0.8	13.8	-16.2
pair	MACD	LWTI	neg-pos	25	13.4	13.0	60.0	0.9	1.5	0.8	13.8	-16.2
single	MACD	MACD	neg-neg	25	13.4	13.0	60.0	0.9	1.5	0.8	13.8	-16.2
pair	MACD	MACDhist	neg-neg	25	13.4	13.0	60.0	0.9	1.5	0.8	13.8	-16.2
pair	MACDhist	MACD	neg-neg	25	13.4	13.0	60.0	0.9	1.5	0.8	13.8	-16.2
pair	SLmean	MACDhist	pos-pos	95	50.8	12.9	69.5	1.1	1.9	1.4	11.3	-9.2
pair	MACDhist	SLmean	pos-pos	95	50.8	12.9	69.5	1.1	1.9	1.4	11.3	-9.2
pair	RSIhist	MACD	pos-pos	99	52.9	12.4	71.7	1.2	1.7	0.9	10.6	-14.2
pair	MACD	RSIhist	pos-pos	99	52.9	12.4	71.7	1.2	1.7	0.9	10.6	-14.2
pair	MACDhist	RSIhist	pos-pos	83	44.4	12.0	69.9	1.1	1.7	1.3	10.7	-9.2
pair	RSIhist	MACDhist	pos-pos	83	44.4	12.0	69.9	1.1	1.7	1.3	10.7	-9.2
pair	LWTI	MRmean	neg-pos	28	15.0	11.9	53.6	0.6	1.0	0.7	21.9	-16.2
pair	MRmean	LWTI	neg-pos	28	15.0	11.9	53.6	0.6	1.0	0.7	21.9	-16.2
pair	RSI	RSmean	pos-pos	162	86.6	11.7	69.1	0.9	1.2	0.3	13.4	-36.0
pair	RSmean	RSI	pos-pos	162	86.6	11.7	69.1	0.9	1.2	0.3	13.4	-36.0
pair	RSIhist	LWTI	pos-pos	102	54.5	11.7	70.6	1.1	1.6	0.8	10.8	-14.2
pair	LWTI	RSIhist	pos-pos	102	54.5	11.7	70.6	1.1	1.6	0.8	10.8	-14.2
pair	MACD	MRmean	pos-neg	11	5.9	11.6	63.6	1.1	1.3	1.8	10.7	-6.6
pair	MRmean	MACD	pos-neg	11	5.9	11.6	63.6	1.1	1.3	1.8	10.7	-6.6
single	RSIhist	RSIhist	pos-pos	104	55.6	11.4	70.2	1.1	1.6	0.8	10.7	-14.2
pair	RSI	RSIhist	pos-pos	104	55.6	11.4	70.2	1.1	1.6	0.8	10.7	-14.2
pair	RSIhist	SLmean	pos-pos	104	55.6	11.4	70.2	1.1	1.6	0.8	10.7	-14.2
pair	SLmean	RSIhist	pos-pos	104	55.6	11.4	70.2	1.1	1.6	0.8	10.7	-14.2
pair	MRmean	RSIhist	pos-pos	104	55.6	11.4	70.2	1.1	1.6	0.8	10.7	-14.2
pair	RSIhist	MRmean	pos-pos	104	55.6	11.4	70.2	1.1	1.6	0.8	10.7	-14.2
pair	RSIhist	RSmean	pos-pos	103	55.1	11.4	69.9	1.1	1.6	0.8	10.8	-14.2
pair	RSmean	RSIhist	pos-pos	103	55.1	11.4	69.9	1.1	1.6	0.8	10.8	-14.2
pair	RSIhist	RSI	pos-pos	104	55.6	11.4	70.2	1.1	1.6	0.8	10.7	-14.2
pair	SLmean	MACD	pos-neg	10	5.3	11.3	60.0	1.0	1.2	1.7	11.3	-6.6
pair	MACD	SLmean	pos-neg	10	5.3	11.3	60.0	1.0	1.2	1.7	11.3	-6.6
pair	RSI	MACD	pos-pos	156	83.4	11.3	69.2	0.9	1.2	0.3	13.6	-36.0
pair	MACD	RSI	pos-pos	156	83.4	11.3	69.2	0.9	1.2	0.3	13.6	-36.0
pair	RSI	LWTI	pos-pos	175	93.6	11.1	68.0	0.9	1.2	0.4	13.4	-30.3
pair	LWTI	RSI	pos-pos	175	93.6	11.1	68.0	0.9	1.2	0.4	13.4	-30.3
pair	MRmean	SLmean	pos-pos	140	74.9	11.0	70.0	0.9	1.4	0.7	11.7	-16.6
pair	SLmean	RSmean	pos-pos	138	73.8	11.0	69.6	0.9	1.4	0.5	12.0	-20.5
pair	RSmean	SLmean	pos-pos	138	73.8	11.0	69.6	0.9	1.4	0.5	12.0	-20.5
pair	SLmean	MRmean	pos-pos	140	74.9	11.0	70.0	0.9	1.4	0.7	11.7	-16.6
pair	SLmean	LWTI	pos-pos	139	74.3	10.8	69.8	0.9	1.3	0.6	11.8	-18.0
pair	LWTI	SLmean	pos-pos	139	74.3	10.8	69.8	0.9	1.3	0.6	11.8	-18.0
single	RSI	RSI	pos-pos	179	95.7	10.6	67.6	0.8	1.1	0.3	13.4	-36.0
single	SLmean	SLmean	pos-pos	143	76.5	10.3	69.2	0.9	1.3	0.5	11.9	-20.5
pair	SLmean	MACD	pos-pos	133	71.1	10.2	69.9	0.9	1.3	0.5	12.0	-20.5
pair	MACD	SLmean	pos-pos	133	71.1	10.2	69.9	0.9	1.3	0.5	12.0	-20.5
pair	RSI	SLmean	pos-pos	142	75.9	9.9	69.0	0.8	1.2	0.4	11.9	-24.6
pair	SLmean	RSI	pos-pos	142	75.9	9.9	69.0	0.8	1.2	0.4	11.9	-24.6
pair	RSIhist	RSI	pos-neg	75	40.1	9.6	64.0	0.6	0.9	0.3	16.5	-31.2
pair	RSI	RSIhist	pos-neg	75	40.1	9.6	64.0	0.6	0.9	0.3	16.5	-31.2
pair	MACDhist	MRmean	pos-neg	48	25.7	9.1	72.9	0.8	0.9	0.6	12.7	-14.6
pair	MRmean	MACDhist	pos-neg	48	25.7	9.1	72.9	0.8	0.9	0.6	12.7	-14.6
pair	MACDhist	RSIhist	neg-pos	21	11.2	9.0	71.4	0.8	1.1	1.0	11.2	-8.7
pair	RSIhist	MACDhist	neg-pos	21	11.2	9.0	71.4	0.8	1.1	1.0	11.2	-8.7
pair	MACD	RSmean	neg-pos	6	3.2	8.2	66.7	0.6	1.1	1.2	14.2	-6.6
pair	RSmean	MACD	neg-pos	6	3.2	8.2	66.7	0.6	1.1	1.2	14.2	-6.6
pair	RSmean	SLmean	neg-neg	13	7.0	7.6	53.8	0.6	0.9	0.5	14.7	-16.2
pair	MRmean	RSmean	neg-neg	13	7.0	7.6	53.8	0.6	0.9	0.5	14.7	-16.2
pair	RSmean	MRmean	neg-neg	13	7.0	7.6	53.8	0.6	0.9	0.5	14.7	-16.2
pair	SLmean	RSmean	neg-neg	13	7.0	7.6	53.8	0.6	0.9	0.5	14.7	-16.2
pair	RSIhist	SLmean	pos-neg	39	20.9	7.5	66.7	0.6	0.9	0.3	14.8	-21.7
pair	SLmean	RSIhist	pos-neg	39	20.9	7.5	66.7	0.6	0.9	0.3	14.8	-21.7
pair	RSI	MACD	neg-pos	23	12.3	6.2	56.5	0.6	0.8	0.4	12.2	-16.4
pair	MACD	RSI	neg-pos	23	12.3	6.2	56.5	0.6	0.8	0.4	12.2	-16.4
pair	MACDhist	RSI	pos-neg	71	38.0	5.3	64.8	0.4	0.6	0.2	14.4	-32.9
pair	MACDhist	SLmean	pos-neg	48	25.7	5.3	68.8	0.5	0.6	0.3	13.2	-16.6
pair	SLmean	MACDhist	pos-neg	48	25.7	5.3	68.8	0.5	0.6	0.3	13.2	-16.6
pair	RSI	MACDhist	pos-neg	71	38.0	5.3	64.8	0.4	0.6	0.2	14.4	-32.9
pair	RSIhist	RSmean	neg-pos	1	0.5	4.3	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	RSIhist	neg-pos	1	0.5	4.3	100.0	0.0	0.0	0.0	-	0.0
pair	RSmean	MACDhist	neg-neg	18	9.6	3.4	55.6	0.3	0.5	0.2	13.5	-21.3
pair	RSmean	LWTI	neg-pos	18	9.6	3.4	55.6	0.3	0.5	0.2	13.5	-21.3
single	RSmean	RSmean	neg-neg	18	9.6	3.4	55.6	0.3	0.5	0.2	13.5	-21.3
pair	MACDhist	RSmean	neg-neg	18	9.6	3.4	55.6	0.3	0.5	0.2	13.5	-21.3
pair	RSIhist	RSmean	neg-neg	17	9.1	3.4	52.9	0.3	0.5	0.2	13.9	-21.3
pair	RSmean	RSIhist	neg-neg	17	9.1	3.4	52.9	0.3	0.5	0.2	13.9	-21.3
pair	LWTI	RSmean	neg-pos	18	9.6	3.4	55.6	0.3	0.5	0.2	13.5	-21.3
pair	RSmean	MACD	neg-neg	12	6.4	1.1	50.0	0.1	0.2	0.1	13.7	-16.2
pair	MACD	RSmean	neg-neg	12	6.4	1.1	50.0	0.1	0.2	0.1	13.7	-16.2
pair	RSmean	RSI	neg-pos	17	9.1	1.0	52.9	0.1	0.2	0.1	13.6	-21.3
pair	RSI	RSmean	neg-pos	17	9.1	1.0	52.9	0.1	0.2	0.1	13.6	-21.3
pair	SLmean	LWTI	pos-neg	4	2.1	-4.4	50.0	-0.2	-0.4	-0.5	16.9	-8.1
pair	LWTI	SLmean	pos-neg	4	2.1	-4.4	50.0	-0.2	-0.4	-0.5	16.9	-8.1
pair	MRmean	LWTI	pos-neg	2	1.1	-5.6	50.0	-0.5	0.0	0.0	10.0	0.0
pair	LWTI	MRmean	pos-neg	2	1.1	-5.6	50.0	-0.5	0.0	0.0	10.0	0.0
pair	RSIhist	LWTI	pos-neg	2	1.1	-5.6	50.0	-0.5	0.0	0.0	10.0	0.0
pair	LWTI	RSIhist	pos-neg	2	1.1	-5.6	50.0	-0.5	0.0	0.0	10.0	0.0
pair	RSmean	MRmean	pos-neg	5	2.7	-6.5	60.0	-0.6	-0.8	-1.0	10.5	-6.6
pair	MRmean	RSmean	pos-neg	5	2.7	-6.5	60.0	-0.6	-0.8	-1.0	10.5	-6.6
pair	RSmean	SLmean	pos-neg	5	2.7	-6.5	60.0	-0.6	-0.8	-1.0	10.5	-6.6
pair	SLmean	RSmean	pos-neg	5	2.7	-6.5	60.0	-0.6	-0.8	-1.0	10.5	-6.6
pair	MACD	RSIhist	neg-pos	5	2.7	-7.0	40.0	-0.5	-0.7	-1.1	13.0	-6.6
pair	RSIhist	MACD	neg-pos	5	2.7	-7.0	40.0	-0.5	-0.7	-1.1	13.0	-6.6
pair	MRmean	RSI	neg-pos	25	13.4	-8.4	44.0	-0.4	-0.5	-0.2	18.9	-33.9
pair	RSI	MRmean	neg-pos	25	13.4	-8.4	44.0	-0.4	-0.5	-0.2	18.9	-33.9
pair	LWTI	RSI	pos-neg	4	2.1	-9.2	50.0	-0.6	-1.1	-3.7	14.6	-2.5
pair	RSI	LWTI	pos-neg	4	2.1	-9.2	50.0	-0.6	-1.1	-3.7	14.6	-2.5
pair	SLmean	MRmean	neg-pos	3	1.6	-17.3	33.3	-0.8	-4.4	-3.0	21.1	-5.7
pair	MRmean	SLmean	neg-pos	3	1.6	-17.3	33.3	-0.8	-4.4	-3.0	21.1	-5.7
pair	MRmean	MACDhist	neg-pos	2	1.1	-57.1	0.0	-2.8	-2.8	-70.3	28.5	-0.8
pair	MACDhist	MRmean	neg-pos	2	1.1	-57.1	0.0	-2.8	-2.8	-70.3	28.5	-0.8

All Contingency Tables for VOO

Click summary to collapse/expand individual pair analysis

MRmean × SLmean

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 11.0% \| Win 70% Sharpe 0.95 \| Sortino 1.36 \| Calmar 0.7 Vol 12% \| MDD -16.6% Months 140M (75%)	CAGR 49.8% \| Win 86% Sharpe 3.07 \| Sortino 21.18 \| Calmar 16.7 Vol 14% \| MDD -3.0% Months 14M (8%)	CAGR 14.0% \| Win 71% Sharpe 1.15 \| Sortino 1.73 \| Calmar 0.9 Vol 12% \| MDD -15.1% Months 154M (82%)
MRmean neg	CAGR -17.3% \| Win 33% Sharpe -0.83 \| Sortino -4.44 \| Calmar -3.0 Vol 21% \| MDD -5.7% Months 3M (2%)	CAGR 21.2% \| Win 60% Sharpe 1.00 \| Sortino 1.52 \| Calmar 1.3 Vol 22% \| MDD -16.2% Months 30M (16%)	CAGR 17.1% \| Win 58% Sharpe 0.84 \| Sortino 1.38 \| Calmar 1.1 Vol 21% \| MDD -16.2% Months 33M (18%)
SLmean only	CAGR 10.3% \| Win 69% Sharpe 0.88 \| Sortino 1.29 \| Calmar 0.5 Vol 12% \| MDD -20.5% Months 143M (76%)	CAGR 29.7% \| Win 68% Sharpe 1.45 \| Sortino 2.12 \| Calmar 1.8 Vol 19% \| MDD -16.2% Months 44M (24%)

MRmean × RSmean

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 14.8% \| Win 72% Sharpe 1.20 \| Sortino 1.79 \| Calmar 1.0 Vol 12% \| MDD -15.1% Months 149M (80%)	CAGR -6.5% \| Win 60% Sharpe -0.60 \| Sortino -0.81 \| Calmar -1.0 Vol 10% \| MDD -6.6% Months 5M (3%)	CAGR 14.0% \| Win 71% Sharpe 1.15 \| Sortino 1.73 \| Calmar 0.9 Vol 12% \| MDD -15.1% Months 154M (82%)
MRmean neg	CAGR 23.7% \| Win 60% Sharpe 0.98 \| Sortino 1.63 \| Calmar 1.7 Vol 25% \| MDD -13.7% Months 20M (11%)	CAGR 7.6% \| Win 54% Sharpe 0.57 \| Sortino 0.91 \| Calmar 0.5 Vol 15% \| MDD -16.2% Months 13M (7%)	CAGR 17.1% \| Win 58% Sharpe 0.84 \| Sortino 1.38 \| Calmar 1.1 Vol 21% \| MDD -16.2% Months 33M (18%)
RSmean only	CAGR 15.8% \| Win 70% Sharpe 1.11 \| Sortino 1.61 \| Calmar 0.7 Vol 14% \| MDD -23.9% Months 169M (90%)	CAGR 3.4% \| Win 56% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.2 Vol 14% \| MDD -21.3% Months 18M (10%)

MRmean × MACD

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 14.2% \| Win 72% Sharpe 1.15 \| Sortino 1.77 \| Calmar 0.9 Vol 12% \| MDD -15.1% Months 143M (76%)	CAGR 11.6% \| Win 64% Sharpe 1.08 \| Sortino 1.27 \| Calmar 1.8 Vol 11% \| MDD -6.6% Months 11M (6%)	CAGR 14.0% \| Win 71% Sharpe 1.15 \| Sortino 1.73 \| Calmar 0.9 Vol 12% \| MDD -15.1% Months 154M (82%)
MRmean neg	CAGR 19.3% \| Win 58% Sharpe 0.83 \| Sortino 1.39 \| Calmar 1.4 Vol 25% \| MDD -13.7% Months 19M (10%)	CAGR 14.1% \| Win 57% Sharpe 0.89 \| Sortino 1.58 \| Calmar 0.9 Vol 16% \| MDD -16.2% Months 14M (8%)	CAGR 17.1% \| Win 58% Sharpe 0.84 \| Sortino 1.38 \| Calmar 1.1 Vol 21% \| MDD -16.2% Months 33M (18%)
MACD only	CAGR 14.8% \| Win 70% Sharpe 1.05 \| Sortino 1.54 \| Calmar 0.6 Vol 14% \| MDD -23.9% Months 162M (87%)	CAGR 13.0% \| Win 60% Sharpe 0.95 \| Sortino 1.52 \| Calmar 0.8 Vol 14% \| MDD -16.2% Months 25M (13%)

MRmean × RSI

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 14.0% \| Win 71% Sharpe 1.15 \| Sortino 1.73 \| Calmar 0.9 Vol 12% \| MDD -15.1% Months 154M (82%)	-	CAGR 14.0% \| Win 71% Sharpe 1.15 \| Sortino 1.73 \| Calmar 0.9 Vol 12% \| MDD -15.1% Months 154M (82%)
MRmean neg	CAGR -8.4% \| Win 44% Sharpe -0.37 \| Sortino -0.53 \| Calmar -0.2 Vol 19% \| MDD -33.9% Months 25M (13%)	CAGR 152.0% \| Win 100% Sharpe 9.61 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 8M (4%)	CAGR 17.1% \| Win 58% Sharpe 0.84 \| Sortino 1.38 \| Calmar 1.1 Vol 21% \| MDD -16.2% Months 33M (18%)
RSI only	CAGR 10.6% \| Win 68% Sharpe 0.82 \| Sortino 1.15 \| Calmar 0.3 Vol 13% \| MDD -36.0% Months 179M (96%)	CAGR 152.0% \| Win 100% Sharpe 9.61 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 8M (4%)

MRmean × MACDhist

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 16.4% \| Win 71% Sharpe 1.34 \| Sortino 2.37 \| Calmar 1.7 Vol 12% \| MDD -9.7% Months 106M (57%)	CAGR 9.1% \| Win 73% Sharpe 0.75 \| Sortino 0.92 \| Calmar 0.6 Vol 13% \| MDD -14.6% Months 48M (26%)	CAGR 14.0% \| Win 71% Sharpe 1.15 \| Sortino 1.73 \| Calmar 0.9 Vol 12% \| MDD -15.1% Months 154M (82%)
MRmean neg	CAGR -57.1% \| Win 0% Sharpe -2.79 \| Sortino -2.79 \| Calmar -70.4 Vol 28% \| MDD -0.8% Months 2M (1%)	CAGR 24.9% \| Win 61% Sharpe 1.21 \| Sortino 2.25 \| Calmar 1.5 Vol 20% \| MDD -16.2% Months 31M (17%)	CAGR 17.1% \| Win 58% Sharpe 0.84 \| Sortino 1.38 \| Calmar 1.1 Vol 21% \| MDD -16.2% Months 33M (18%)
MACDhist only	CAGR 14.2% \| Win 69% Sharpe 1.12 \| Sortino 1.61 \| Calmar 0.7 Vol 13% \| MDD -19.6% Months 108M (58%)	CAGR 15.1% \| Win 68% Sharpe 0.96 \| Sortino 1.48 \| Calmar 0.7 Vol 16% \| MDD -20.3% Months 79M (42%)

MRmean × RSIhist

	RSIhist pos	RSIhist neg	MRmean only
MRmean pos	CAGR 11.4% \| Win 70% Sharpe 1.06 \| Sortino 1.56 \| Calmar 0.8 Vol 11% \| MDD -14.2% Months 104M (56%)	CAGR 19.8% \| Win 74% Sharpe 1.32 \| Sortino 2.02 \| Calmar 1.7 Vol 15% \| MDD -11.9% Months 50M (27%)	CAGR 14.0% \| Win 71% Sharpe 1.15 \| Sortino 1.73 \| Calmar 0.9 Vol 12% \| MDD -15.1% Months 154M (82%)
MRmean neg	-	CAGR 17.1% \| Win 58% Sharpe 0.84 \| Sortino 1.38 \| Calmar 1.1 Vol 21% \| MDD -16.2% Months 33M (18%)	CAGR 17.1% \| Win 58% Sharpe 0.84 \| Sortino 1.38 \| Calmar 1.1 Vol 21% \| MDD -16.2% Months 33M (18%)
RSIhist only	CAGR 11.4% \| Win 70% Sharpe 1.06 \| Sortino 1.56 \| Calmar 0.8 Vol 11% \| MDD -14.2% Months 104M (56%)	CAGR 18.7% \| Win 68% Sharpe 1.07 \| Sortino 1.66 \| Calmar 0.9 Vol 18% \| MDD -20.3% Months 83M (44%)

MRmean × LWTI

	LWTI pos	LWTI neg	MRmean only
MRmean pos	CAGR 14.3% \| Win 72% Sharpe 1.17 \| Sortino 1.75 \| Calmar 1.1 Vol 12% \| MDD -13.5% Months 152M (81%)	CAGR -5.6% \| Win 50% Sharpe -0.54 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 2M (1%)	CAGR 14.0% \| Win 71% Sharpe 1.15 \| Sortino 1.73 \| Calmar 0.9 Vol 12% \| MDD -15.1% Months 154M (82%)
MRmean neg	CAGR 11.9% \| Win 54% Sharpe 0.62 \| Sortino 1.00 \| Calmar 0.7 Vol 22% \| MDD -16.2% Months 28M (15%)	CAGR 50.4% \| Win 80% Sharpe 2.28 \| Sortino 0.00 \| Calmar 8.8 Vol 19% \| MDD -5.7% Months 5M (3%)	CAGR 17.1% \| Win 58% Sharpe 0.84 \| Sortino 1.38 \| Calmar 1.1 Vol 21% \| MDD -16.2% Months 33M (18%)
LWTI only	CAGR 14.0% \| Win 69% Sharpe 1.00 \| Sortino 1.46 \| Calmar 0.6 Vol 14% \| MDD -23.9% Months 180M (96%)	CAGR 31.7% \| Win 71% Sharpe 1.68 \| Sortino 3.67 \| Calmar 5.5 Vol 17% \| MDD -5.7% Months 7M (4%)

SLmean × RSmean

	RSmean pos	RSmean neg	SLmean only
SLmean pos	CAGR 11.0% \| Win 70% Sharpe 0.93 \| Sortino 1.35 \| Calmar 0.5 Vol 12% \| MDD -20.5% Months 138M (74%)	CAGR -6.5% \| Win 60% Sharpe -0.60 \| Sortino -0.81 \| Calmar -1.0 Vol 10% \| MDD -6.6% Months 5M (3%)	CAGR 10.3% \| Win 69% Sharpe 0.88 \| Sortino 1.29 \| Calmar 0.5 Vol 12% \| MDD -20.5% Months 143M (76%)
SLmean neg	CAGR 40.2% \| Win 74% Sharpe 1.75 \| Sortino 2.33 \| Calmar 3.2 Vol 21% \| MDD -12.4% Months 31M (17%)	CAGR 7.6% \| Win 54% Sharpe 0.57 \| Sortino 0.91 \| Calmar 0.5 Vol 15% \| MDD -16.2% Months 13M (7%)	CAGR 29.7% \| Win 68% Sharpe 1.45 \| Sortino 2.12 \| Calmar 1.8 Vol 19% \| MDD -16.2% Months 44M (24%)
RSmean only	CAGR 15.8% \| Win 70% Sharpe 1.11 \| Sortino 1.61 \| Calmar 0.7 Vol 14% \| MDD -23.9% Months 169M (90%)	CAGR 3.4% \| Win 56% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.2 Vol 14% \| MDD -21.3% Months 18M (10%)

SLmean × MACD

	MACD pos	MACD neg	SLmean only
SLmean pos	CAGR 10.2% \| Win 70% Sharpe 0.87 \| Sortino 1.30 \| Calmar 0.5 Vol 12% \| MDD -20.5% Months 133M (71%)	CAGR 11.3% \| Win 60% Sharpe 1.00 \| Sortino 1.25 \| Calmar 1.7 Vol 11% \| MDD -6.6% Months 10M (5%)	CAGR 10.3% \| Win 69% Sharpe 0.88 \| Sortino 1.29 \| Calmar 0.5 Vol 12% \| MDD -20.5% Months 143M (76%)
SLmean neg	CAGR 38.5% \| Win 72% Sharpe 1.67 \| Sortino 2.25 \| Calmar 3.1 Vol 21% \| MDD -12.4% Months 29M (16%)	CAGR 14.1% \| Win 60% Sharpe 0.92 \| Sortino 1.57 \| Calmar 0.9 Vol 16% \| MDD -16.2% Months 15M (8%)	CAGR 29.7% \| Win 68% Sharpe 1.45 \| Sortino 2.12 \| Calmar 1.8 Vol 19% \| MDD -16.2% Months 44M (24%)
MACD only	CAGR 14.8% \| Win 70% Sharpe 1.05 \| Sortino 1.54 \| Calmar 0.6 Vol 14% \| MDD -23.9% Months 162M (87%)	CAGR 13.0% \| Win 60% Sharpe 0.95 \| Sortino 1.52 \| Calmar 0.8 Vol 14% \| MDD -16.2% Months 25M (13%)

SLmean × RSI

	RSI pos	RSI neg	SLmean only
SLmean pos	CAGR 9.9% \| Win 69% Sharpe 0.85 \| Sortino 1.25 \| Calmar 0.4 Vol 12% \| MDD -24.6% Months 142M (76%)	CAGR 90.2% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 10.3% \| Win 69% Sharpe 0.88 \| Sortino 1.29 \| Calmar 0.5 Vol 12% \| MDD -20.5% Months 143M (76%)
SLmean neg	CAGR 13.5% \| Win 62% Sharpe 0.79 \| Sortino 1.08 \| Calmar 0.6 Vol 18% \| MDD -21.2% Months 37M (20%)	CAGR 162.4% \| Win 100% Sharpe 9.94 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 7M (4%)	CAGR 29.7% \| Win 68% Sharpe 1.45 \| Sortino 2.12 \| Calmar 1.8 Vol 19% \| MDD -16.2% Months 44M (24%)
RSI only	CAGR 10.6% \| Win 68% Sharpe 0.82 \| Sortino 1.15 \| Calmar 0.3 Vol 13% \| MDD -36.0% Months 179M (96%)	CAGR 152.0% \| Win 100% Sharpe 9.61 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 8M (4%)

SLmean × MACDhist

	MACDhist pos	MACDhist neg	SLmean only
SLmean pos	CAGR 12.9% \| Win 70% Sharpe 1.14 \| Sortino 1.85 \| Calmar 1.4 Vol 11% \| MDD -9.2% Months 95M (51%)	CAGR 5.3% \| Win 69% Sharpe 0.46 \| Sortino 0.62 \| Calmar 0.3 Vol 13% \| MDD -16.6% Months 48M (26%)	CAGR 10.3% \| Win 69% Sharpe 0.88 \| Sortino 1.29 \| Calmar 0.5 Vol 12% \| MDD -20.5% Months 143M (76%)
SLmean neg	CAGR 24.4% \| Win 69% Sharpe 1.16 \| Sortino 1.31 \| Calmar 2.0 Vol 21% \| MDD -12.4% Months 13M (7%)	CAGR 31.9% \| Win 68% Sharpe 1.55 \| Sortino 2.53 \| Calmar 2.0 Vol 19% \| MDD -16.2% Months 31M (17%)	CAGR 29.7% \| Win 68% Sharpe 1.45 \| Sortino 2.12 \| Calmar 1.8 Vol 19% \| MDD -16.2% Months 44M (24%)
MACDhist only	CAGR 14.2% \| Win 69% Sharpe 1.12 \| Sortino 1.61 \| Calmar 0.7 Vol 13% \| MDD -19.6% Months 108M (58%)	CAGR 15.1% \| Win 68% Sharpe 0.96 \| Sortino 1.48 \| Calmar 0.7 Vol 16% \| MDD -20.3% Months 79M (42%)

SLmean × RSIhist

	RSIhist pos	RSIhist neg	SLmean only
SLmean pos	CAGR 11.4% \| Win 70% Sharpe 1.06 \| Sortino 1.56 \| Calmar 0.8 Vol 11% \| MDD -14.2% Months 104M (56%)	CAGR 7.5% \| Win 67% Sharpe 0.56 \| Sortino 0.88 \| Calmar 0.3 Vol 15% \| MDD -21.7% Months 39M (21%)	CAGR 10.3% \| Win 69% Sharpe 0.88 \| Sortino 1.29 \| Calmar 0.5 Vol 12% \| MDD -20.5% Months 143M (76%)
SLmean neg	-	CAGR 29.7% \| Win 68% Sharpe 1.45 \| Sortino 2.12 \| Calmar 1.8 Vol 19% \| MDD -16.2% Months 44M (24%)	CAGR 29.7% \| Win 68% Sharpe 1.45 \| Sortino 2.12 \| Calmar 1.8 Vol 19% \| MDD -16.2% Months 44M (24%)
RSIhist only	CAGR 11.4% \| Win 70% Sharpe 1.06 \| Sortino 1.56 \| Calmar 0.8 Vol 11% \| MDD -14.2% Months 104M (56%)	CAGR 18.7% \| Win 68% Sharpe 1.07 \| Sortino 1.66 \| Calmar 0.9 Vol 18% \| MDD -20.3% Months 83M (44%)

SLmean × LWTI

	LWTI pos	LWTI neg	SLmean only
SLmean pos	CAGR 10.8% \| Win 70% Sharpe 0.93 \| Sortino 1.33 \| Calmar 0.6 Vol 12% \| MDD -18.0% Months 139M (74%)	CAGR -4.4% \| Win 50% Sharpe -0.20 \| Sortino -0.43 \| Calmar -0.5 Vol 17% \| MDD -8.1% Months 4M (2%)	CAGR 10.3% \| Win 69% Sharpe 0.88 \| Sortino 1.29 \| Calmar 0.5 Vol 12% \| MDD -20.5% Months 143M (76%)
SLmean neg	CAGR 25.5% \| Win 66% Sharpe 1.26 \| Sortino 1.88 \| Calmar 1.6 Vol 20% \| MDD -16.2% Months 41M (22%)	CAGR 101.8% \| Win 100% Sharpe 9.45 \| Sortino 0.00 \| Calmar 0.0 Vol 8% \| MDD 0.0% Months 3M (2%)	CAGR 29.7% \| Win 68% Sharpe 1.45 \| Sortino 2.12 \| Calmar 1.8 Vol 19% \| MDD -16.2% Months 44M (24%)
LWTI only	CAGR 14.0% \| Win 69% Sharpe 1.00 \| Sortino 1.46 \| Calmar 0.6 Vol 14% \| MDD -23.9% Months 180M (96%)	CAGR 31.7% \| Win 71% Sharpe 1.68 \| Sortino 3.67 \| Calmar 5.5 Vol 17% \| MDD -5.7% Months 7M (4%)

RSmean × MACD

	MACD pos	MACD neg	RSmean only
RSmean pos	CAGR 15.1% \| Win 70% Sharpe 1.06 \| Sortino 1.54 \| Calmar 0.6 Vol 14% \| MDD -23.9% Months 156M (83%)	CAGR 25.1% \| Win 69% Sharpe 1.71 \| Sortino 2.59 \| Calmar 3.8 Vol 14% \| MDD -6.6% Months 13M (7%)	CAGR 15.8% \| Win 70% Sharpe 1.11 \| Sortino 1.61 \| Calmar 0.7 Vol 14% \| MDD -23.9% Months 169M (90%)
RSmean neg	CAGR 8.2% \| Win 67% Sharpe 0.62 \| Sortino 1.12 \| Calmar 1.2 Vol 14% \| MDD -6.6% Months 6M (3%)	CAGR 1.1% \| Win 50% Sharpe 0.15 \| Sortino 0.22 \| Calmar 0.1 Vol 14% \| MDD -16.2% Months 12M (6%)	CAGR 3.4% \| Win 56% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.2 Vol 14% \| MDD -21.3% Months 18M (10%)
MACD only	CAGR 14.8% \| Win 70% Sharpe 1.05 \| Sortino 1.54 \| Calmar 0.6 Vol 14% \| MDD -23.9% Months 162M (87%)	CAGR 13.0% \| Win 60% Sharpe 0.95 \| Sortino 1.52 \| Calmar 0.8 Vol 14% \| MDD -16.2% Months 25M (13%)

RSmean × RSI

	RSI pos	RSI neg	RSmean only
RSmean pos	CAGR 11.7% \| Win 69% Sharpe 0.90 \| Sortino 1.23 \| Calmar 0.3 Vol 13% \| MDD -36.0% Months 162M (87%)	CAGR 169.9% \| Win 100% Sharpe 11.90 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 7M (4%)	CAGR 15.8% \| Win 70% Sharpe 1.11 \| Sortino 1.61 \| Calmar 0.7 Vol 14% \| MDD -23.9% Months 169M (90%)
RSmean neg	CAGR 1.0% \| Win 53% Sharpe 0.14 \| Sortino 0.22 \| Calmar 0.0 Vol 14% \| MDD -21.3% Months 17M (9%)	CAGR 56.0% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 3.4% \| Win 56% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.2 Vol 14% \| MDD -21.3% Months 18M (10%)
RSI only	CAGR 10.6% \| Win 68% Sharpe 0.82 \| Sortino 1.15 \| Calmar 0.3 Vol 13% \| MDD -36.0% Months 179M (96%)	CAGR 152.0% \| Win 100% Sharpe 9.61 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 8M (4%)

RSmean × MACDhist

	MACDhist pos	MACDhist neg	RSmean only
RSmean pos	CAGR 14.2% \| Win 69% Sharpe 1.12 \| Sortino 1.61 \| Calmar 0.7 Vol 13% \| MDD -19.6% Months 108M (58%)	CAGR 18.7% \| Win 72% Sharpe 1.12 \| Sortino 1.68 \| Calmar 0.9 Vol 17% \| MDD -20.3% Months 61M (33%)	CAGR 15.8% \| Win 70% Sharpe 1.11 \| Sortino 1.61 \| Calmar 0.7 Vol 14% \| MDD -23.9% Months 169M (90%)
RSmean neg	-	CAGR 3.4% \| Win 56% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.2 Vol 14% \| MDD -21.3% Months 18M (10%)	CAGR 3.4% \| Win 56% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.2 Vol 14% \| MDD -21.3% Months 18M (10%)
MACDhist only	CAGR 14.2% \| Win 69% Sharpe 1.12 \| Sortino 1.61 \| Calmar 0.7 Vol 13% \| MDD -19.6% Months 108M (58%)	CAGR 15.1% \| Win 68% Sharpe 0.96 \| Sortino 1.48 \| Calmar 0.7 Vol 16% \| MDD -20.3% Months 79M (42%)

RSmean × RSIhist

	RSIhist pos	RSIhist neg	RSmean only
RSmean pos	CAGR 11.4% \| Win 70% Sharpe 1.06 \| Sortino 1.57 \| Calmar 0.8 Vol 11% \| MDD -14.2% Months 103M (55%)	CAGR 23.0% \| Win 71% Sharpe 1.23 \| Sortino 1.84 \| Calmar 1.1 Vol 18% \| MDD -20.3% Months 66M (35%)	CAGR 15.8% \| Win 70% Sharpe 1.11 \| Sortino 1.61 \| Calmar 0.7 Vol 14% \| MDD -23.9% Months 169M (90%)
RSmean neg	CAGR 4.3% \| Win 100% Sharpe 0.00 \| Sortino 0.00 \| Calmar 0.0 Vol nan% \| MDD 0.0% Months 1M (0%)	CAGR 3.4% \| Win 53% Sharpe 0.31 \| Sortino 0.51 \| Calmar 0.2 Vol 14% \| MDD -21.3% Months 17M (9%)	CAGR 3.4% \| Win 56% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.2 Vol 14% \| MDD -21.3% Months 18M (10%)
RSIhist only	CAGR 11.4% \| Win 70% Sharpe 1.06 \| Sortino 1.56 \| Calmar 0.8 Vol 11% \| MDD -14.2% Months 104M (56%)	CAGR 18.7% \| Win 68% Sharpe 1.07 \| Sortino 1.66 \| Calmar 0.9 Vol 18% \| MDD -20.3% Months 83M (44%)

RSmean × LWTI

	LWTI pos	LWTI neg	RSmean only
RSmean pos	CAGR 15.2% \| Win 70% Sharpe 1.08 \| Sortino 1.53 \| Calmar 0.6 Vol 14% \| MDD -23.9% Months 162M (87%)	CAGR 31.7% \| Win 71% Sharpe 1.68 \| Sortino 3.67 \| Calmar 5.5 Vol 17% \| MDD -5.7% Months 7M (4%)	CAGR 15.8% \| Win 70% Sharpe 1.11 \| Sortino 1.61 \| Calmar 0.7 Vol 14% \| MDD -23.9% Months 169M (90%)
RSmean neg	CAGR 3.4% \| Win 56% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.2 Vol 14% \| MDD -21.3% Months 18M (10%)	-	CAGR 3.4% \| Win 56% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.2 Vol 14% \| MDD -21.3% Months 18M (10%)
LWTI only	CAGR 14.0% \| Win 69% Sharpe 1.00 \| Sortino 1.46 \| Calmar 0.6 Vol 14% \| MDD -23.9% Months 180M (96%)	CAGR 31.7% \| Win 71% Sharpe 1.68 \| Sortino 3.67 \| Calmar 5.5 Vol 17% \| MDD -5.7% Months 7M (4%)

MACD × RSI

	RSI pos	RSI neg	MACD only
MACD pos	CAGR 11.3% \| Win 69% Sharpe 0.86 \| Sortino 1.20 \| Calmar 0.3 Vol 14% \| MDD -36.0% Months 156M (83%)	CAGR 159.7% \| Win 100% Sharpe 11.20 \| Sortino 0.00 \| Calmar 0.0 Vol 9% \| MDD 0.0% Months 6M (3%)	CAGR 14.8% \| Win 70% Sharpe 1.05 \| Sortino 1.54 \| Calmar 0.6 Vol 14% \| MDD -23.9% Months 162M (87%)
MACD neg	CAGR 6.2% \| Win 56% Sharpe 0.55 \| Sortino 0.78 \| Calmar 0.4 Vol 12% \| MDD -16.4% Months 23M (12%)	CAGR 130.4% \| Win 100% Sharpe 5.10 \| Sortino 0.00 \| Calmar 0.0 Vol 17% \| MDD 0.0% Months 2M (1%)	CAGR 13.0% \| Win 60% Sharpe 0.95 \| Sortino 1.52 \| Calmar 0.8 Vol 14% \| MDD -16.2% Months 25M (13%)
RSI only	CAGR 10.6% \| Win 68% Sharpe 0.82 \| Sortino 1.15 \| Calmar 0.3 Vol 13% \| MDD -36.0% Months 179M (96%)	CAGR 152.0% \| Win 100% Sharpe 9.61 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 8M (4%)

MACD × MACDhist

	MACDhist pos	MACDhist neg	MACD only
MACD pos	CAGR 14.2% \| Win 69% Sharpe 1.12 \| Sortino 1.61 \| Calmar 0.7 Vol 13% \| MDD -19.6% Months 108M (58%)	CAGR 16.0% \| Win 72% Sharpe 0.96 \| Sortino 1.56 \| Calmar 0.8 Vol 17% \| MDD -20.3% Months 54M (29%)	CAGR 14.8% \| Win 70% Sharpe 1.05 \| Sortino 1.54 \| Calmar 0.6 Vol 14% \| MDD -23.9% Months 162M (87%)
MACD neg	-	CAGR 13.0% \| Win 60% Sharpe 0.95 \| Sortino 1.52 \| Calmar 0.8 Vol 14% \| MDD -16.2% Months 25M (13%)	CAGR 13.0% \| Win 60% Sharpe 0.95 \| Sortino 1.52 \| Calmar 0.8 Vol 14% \| MDD -16.2% Months 25M (13%)
MACDhist only	CAGR 14.2% \| Win 69% Sharpe 1.12 \| Sortino 1.61 \| Calmar 0.7 Vol 13% \| MDD -19.6% Months 108M (58%)	CAGR 15.1% \| Win 68% Sharpe 0.96 \| Sortino 1.48 \| Calmar 0.7 Vol 16% \| MDD -20.3% Months 79M (42%)

MACD × RSIhist

	RSIhist pos	RSIhist neg	MACD only
MACD pos	CAGR 12.4% \| Win 72% Sharpe 1.16 \| Sortino 1.71 \| Calmar 0.9 Vol 11% \| MDD -14.2% Months 99M (53%)	CAGR 18.8% \| Win 68% Sharpe 1.02 \| Sortino 1.63 \| Calmar 0.9 Vol 19% \| MDD -20.3% Months 63M (34%)	CAGR 14.8% \| Win 70% Sharpe 1.05 \| Sortino 1.54 \| Calmar 0.6 Vol 14% \| MDD -23.9% Months 162M (87%)
MACD neg	CAGR -7.0% \| Win 40% Sharpe -0.51 \| Sortino -0.68 \| Calmar -1.1 Vol 13% \| MDD -6.6% Months 5M (3%)	CAGR 18.6% \| Win 65% Sharpe 1.30 \| Sortino 2.01 \| Calmar 1.2 Vol 14% \| MDD -16.2% Months 20M (11%)	CAGR 13.0% \| Win 60% Sharpe 0.95 \| Sortino 1.52 \| Calmar 0.8 Vol 14% \| MDD -16.2% Months 25M (13%)
RSIhist only	CAGR 11.4% \| Win 70% Sharpe 1.06 \| Sortino 1.56 \| Calmar 0.8 Vol 11% \| MDD -14.2% Months 104M (56%)	CAGR 18.7% \| Win 68% Sharpe 1.07 \| Sortino 1.66 \| Calmar 0.9 Vol 18% \| MDD -20.3% Months 83M (44%)

MACD × LWTI

	LWTI pos	LWTI neg	MACD only
MACD pos	CAGR 14.1% \| Win 70% Sharpe 1.01 \| Sortino 1.45 \| Calmar 0.6 Vol 14% \| MDD -23.9% Months 155M (83%)	CAGR 31.7% \| Win 71% Sharpe 1.68 \| Sortino 3.67 \| Calmar 5.5 Vol 17% \| MDD -5.7% Months 7M (4%)	CAGR 14.8% \| Win 70% Sharpe 1.05 \| Sortino 1.54 \| Calmar 0.6 Vol 14% \| MDD -23.9% Months 162M (87%)
MACD neg	CAGR 13.0% \| Win 60% Sharpe 0.95 \| Sortino 1.52 \| Calmar 0.8 Vol 14% \| MDD -16.2% Months 25M (13%)	-	CAGR 13.0% \| Win 60% Sharpe 0.95 \| Sortino 1.52 \| Calmar 0.8 Vol 14% \| MDD -16.2% Months 25M (13%)
LWTI only	CAGR 14.0% \| Win 69% Sharpe 1.00 \| Sortino 1.46 \| Calmar 0.6 Vol 14% \| MDD -23.9% Months 180M (96%)	CAGR 31.7% \| Win 71% Sharpe 1.68 \| Sortino 3.67 \| Calmar 5.5 Vol 17% \| MDD -5.7% Months 7M (4%)

RSI × MACDhist

	MACDhist pos	MACDhist neg	RSI only
RSI pos	CAGR 14.2% \| Win 69% Sharpe 1.12 \| Sortino 1.61 \| Calmar 0.7 Vol 13% \| MDD -19.6% Months 108M (58%)	CAGR 5.3% \| Win 65% Sharpe 0.43 \| Sortino 0.60 \| Calmar 0.2 Vol 14% \| MDD -32.9% Months 71M (38%)	CAGR 10.6% \| Win 68% Sharpe 0.82 \| Sortino 1.15 \| Calmar 0.3 Vol 13% \| MDD -36.0% Months 179M (96%)
RSI neg	-	CAGR 152.0% \| Win 100% Sharpe 9.61 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 8M (4%)	CAGR 152.0% \| Win 100% Sharpe 9.61 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 8M (4%)
MACDhist only	CAGR 14.2% \| Win 69% Sharpe 1.12 \| Sortino 1.61 \| Calmar 0.7 Vol 13% \| MDD -19.6% Months 108M (58%)	CAGR 15.1% \| Win 68% Sharpe 0.96 \| Sortino 1.48 \| Calmar 0.7 Vol 16% \| MDD -20.3% Months 79M (42%)

RSI × RSIhist

	RSIhist pos	RSIhist neg	RSI only
RSI pos	CAGR 11.4% \| Win 70% Sharpe 1.06 \| Sortino 1.56 \| Calmar 0.8 Vol 11% \| MDD -14.2% Months 104M (56%)	CAGR 9.6% \| Win 64% Sharpe 0.64 \| Sortino 0.93 \| Calmar 0.3 Vol 16% \| MDD -31.2% Months 75M (40%)	CAGR 10.6% \| Win 68% Sharpe 0.82 \| Sortino 1.15 \| Calmar 0.3 Vol 13% \| MDD -36.0% Months 179M (96%)
RSI neg	-	CAGR 152.0% \| Win 100% Sharpe 9.61 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 8M (4%)	CAGR 152.0% \| Win 100% Sharpe 9.61 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 8M (4%)
RSIhist only	CAGR 11.4% \| Win 70% Sharpe 1.06 \| Sortino 1.56 \| Calmar 0.8 Vol 11% \| MDD -14.2% Months 104M (56%)	CAGR 18.7% \| Win 68% Sharpe 1.07 \| Sortino 1.66 \| Calmar 0.9 Vol 18% \| MDD -20.3% Months 83M (44%)

RSI × LWTI

	LWTI pos	LWTI neg	RSI only
RSI pos	CAGR 11.1% \| Win 68% Sharpe 0.86 \| Sortino 1.19 \| Calmar 0.4 Vol 13% \| MDD -30.3% Months 175M (94%)	CAGR -9.2% \| Win 50% Sharpe -0.60 \| Sortino -1.11 \| Calmar -3.7 Vol 15% \| MDD -2.5% Months 4M (2%)	CAGR 10.6% \| Win 68% Sharpe 0.82 \| Sortino 1.15 \| Calmar 0.3 Vol 13% \| MDD -36.0% Months 179M (96%)
RSI neg	CAGR 176.4% \| Win 100% Sharpe 9.09 \| Sortino 0.00 \| Calmar 0.0 Vol 12% \| MDD 0.0% Months 5M (3%)	CAGR 116.1% \| Win 100% Sharpe 17.15 \| Sortino 0.00 \| Calmar 0.0 Vol 5% \| MDD 0.0% Months 3M (2%)	CAGR 152.0% \| Win 100% Sharpe 9.61 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 8M (4%)
LWTI only	CAGR 14.0% \| Win 69% Sharpe 1.00 \| Sortino 1.46 \| Calmar 0.6 Vol 14% \| MDD -23.9% Months 180M (96%)	CAGR 31.7% \| Win 71% Sharpe 1.68 \| Sortino 3.67 \| Calmar 5.5 Vol 17% \| MDD -5.7% Months 7M (4%)

MACDhist × RSIhist

	RSIhist pos	RSIhist neg	MACDhist only
MACDhist pos	CAGR 12.0% \| Win 70% Sharpe 1.12 \| Sortino 1.66 \| Calmar 1.3 Vol 11% \| MDD -9.2% Months 83M (44%)	CAGR 22.1% \| Win 68% Sharpe 1.21 \| Sortino 1.67 \| Calmar 1.8 Vol 18% \| MDD -12.4% Months 25M (13%)	CAGR 14.2% \| Win 69% Sharpe 1.12 \| Sortino 1.61 \| Calmar 0.7 Vol 13% \| MDD -19.6% Months 108M (58%)
MACDhist neg	CAGR 9.0% \| Win 71% Sharpe 0.83 \| Sortino 1.11 \| Calmar 1.0 Vol 11% \| MDD -8.7% Months 21M (11%)	CAGR 17.3% \| Win 67% Sharpe 1.00 \| Sortino 1.60 \| Calmar 0.9 Vol 18% \| MDD -20.3% Months 58M (31%)	CAGR 15.1% \| Win 68% Sharpe 0.96 \| Sortino 1.48 \| Calmar 0.7 Vol 16% \| MDD -20.3% Months 79M (42%)
RSIhist only	CAGR 11.4% \| Win 70% Sharpe 1.06 \| Sortino 1.56 \| Calmar 0.8 Vol 11% \| MDD -14.2% Months 104M (56%)	CAGR 18.7% \| Win 68% Sharpe 1.07 \| Sortino 1.66 \| Calmar 0.9 Vol 18% \| MDD -20.3% Months 83M (44%)

MACDhist × LWTI

	LWTI pos	LWTI neg	MACDhist only
MACDhist pos	CAGR 14.2% \| Win 69% Sharpe 1.12 \| Sortino 1.61 \| Calmar 0.7 Vol 13% \| MDD -19.6% Months 108M (58%)	-	CAGR 14.2% \| Win 69% Sharpe 1.12 \| Sortino 1.61 \| Calmar 0.7 Vol 13% \| MDD -19.6% Months 108M (58%)
MACDhist neg	CAGR 13.6% \| Win 68% Sharpe 0.88 \| Sortino 1.31 \| Calmar 0.7 Vol 16% \| MDD -20.3% Months 72M (38%)	CAGR 31.7% \| Win 71% Sharpe 1.68 \| Sortino 3.67 \| Calmar 5.5 Vol 17% \| MDD -5.7% Months 7M (4%)	CAGR 15.1% \| Win 68% Sharpe 0.96 \| Sortino 1.48 \| Calmar 0.7 Vol 16% \| MDD -20.3% Months 79M (42%)
LWTI only	CAGR 14.0% \| Win 69% Sharpe 1.00 \| Sortino 1.46 \| Calmar 0.6 Vol 14% \| MDD -23.9% Months 180M (96%)	CAGR 31.7% \| Win 71% Sharpe 1.68 \| Sortino 3.67 \| Calmar 5.5 Vol 17% \| MDD -5.7% Months 7M (4%)

RSIhist × LWTI

	LWTI pos	LWTI neg	RSIhist only
RSIhist pos	CAGR 11.7% \| Win 71% Sharpe 1.09 \| Sortino 1.58 \| Calmar 0.8 Vol 11% \| MDD -14.2% Months 102M (54%)	CAGR -5.6% \| Win 50% Sharpe -0.54 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 2M (1%)	CAGR 11.4% \| Win 70% Sharpe 1.06 \| Sortino 1.56 \| Calmar 0.8 Vol 11% \| MDD -14.2% Months 104M (56%)
RSIhist neg	CAGR 16.9% \| Win 67% Sharpe 0.99 \| Sortino 1.50 \| Calmar 0.8 Vol 18% \| MDD -22.0% Months 78M (42%)	CAGR 50.4% \| Win 80% Sharpe 2.28 \| Sortino 0.00 \| Calmar 8.8 Vol 19% \| MDD -5.7% Months 5M (3%)	CAGR 18.7% \| Win 68% Sharpe 1.07 \| Sortino 1.66 \| Calmar 0.9 Vol 18% \| MDD -20.3% Months 83M (44%)
LWTI only	CAGR 14.0% \| Win 69% Sharpe 1.00 \| Sortino 1.46 \| Calmar 0.6 Vol 14% \| MDD -23.9% Months 180M (96%)	CAGR 31.7% \| Win 71% Sharpe 1.68 \| Sortino 3.67 \| Calmar 5.5 Vol 17% \| MDD -5.7% Months 7M (4%)

	SLmean pos	SLmean neg	MRmean only
MRmean pos	CAGR 11.0% \| Win 70% Sharpe 0.95 \| Sortino 1.36 \| Calmar 0.7 Vol 12% \| MDD -16.6% Months 140M (75%)	CAGR 49.8% \| Win 86% Sharpe 3.07 \| Sortino 21.18 \| Calmar 16.7 Vol 14% \| MDD -3.0% Months 14M (8%)	CAGR 14.0% \| Win 71% Sharpe 1.15 \| Sortino 1.73 \| Calmar 0.9 Vol 12% \| MDD -15.1% Months 154M (82%)
MRmean neg	CAGR -17.3% \| Win 33% Sharpe -0.83 \| Sortino -4.44 \| Calmar -3.0 Vol 21% \| MDD -5.7% Months 3M (2%)	CAGR 21.2% \| Win 60% Sharpe 1.00 \| Sortino 1.52 \| Calmar 1.3 Vol 22% \| MDD -16.2% Months 30M (16%)	CAGR 17.1% \| Win 58% Sharpe 0.84 \| Sortino 1.38 \| Calmar 1.1 Vol 21% \| MDD -16.2% Months 33M (18%)
SLmean only	CAGR 10.3% \| Win 69% Sharpe 0.88 \| Sortino 1.29 \| Calmar 0.5 Vol 12% \| MDD -20.5% Months 143M (76%)	CAGR 29.7% \| Win 68% Sharpe 1.45 \| Sortino 2.12 \| Calmar 1.8 Vol 19% \| MDD -16.2% Months 44M (24%)

	RSmean pos	RSmean neg	MRmean only
MRmean pos	CAGR 14.8% \| Win 72% Sharpe 1.20 \| Sortino 1.79 \| Calmar 1.0 Vol 12% \| MDD -15.1% Months 149M (80%)	CAGR -6.5% \| Win 60% Sharpe -0.60 \| Sortino -0.81 \| Calmar -1.0 Vol 10% \| MDD -6.6% Months 5M (3%)	CAGR 14.0% \| Win 71% Sharpe 1.15 \| Sortino 1.73 \| Calmar 0.9 Vol 12% \| MDD -15.1% Months 154M (82%)
MRmean neg	CAGR 23.7% \| Win 60% Sharpe 0.98 \| Sortino 1.63 \| Calmar 1.7 Vol 25% \| MDD -13.7% Months 20M (11%)	CAGR 7.6% \| Win 54% Sharpe 0.57 \| Sortino 0.91 \| Calmar 0.5 Vol 15% \| MDD -16.2% Months 13M (7%)	CAGR 17.1% \| Win 58% Sharpe 0.84 \| Sortino 1.38 \| Calmar 1.1 Vol 21% \| MDD -16.2% Months 33M (18%)
RSmean only	CAGR 15.8% \| Win 70% Sharpe 1.11 \| Sortino 1.61 \| Calmar 0.7 Vol 14% \| MDD -23.9% Months 169M (90%)	CAGR 3.4% \| Win 56% Sharpe 0.32 \| Sortino 0.51 \| Calmar 0.2 Vol 14% \| MDD -21.3% Months 18M (10%)

	MACD pos	MACD neg	MRmean only
MRmean pos	CAGR 14.2% \| Win 72% Sharpe 1.15 \| Sortino 1.77 \| Calmar 0.9 Vol 12% \| MDD -15.1% Months 143M (76%)	CAGR 11.6% \| Win 64% Sharpe 1.08 \| Sortino 1.27 \| Calmar 1.8 Vol 11% \| MDD -6.6% Months 11M (6%)	CAGR 14.0% \| Win 71% Sharpe 1.15 \| Sortino 1.73 \| Calmar 0.9 Vol 12% \| MDD -15.1% Months 154M (82%)
MRmean neg	CAGR 19.3% \| Win 58% Sharpe 0.83 \| Sortino 1.39 \| Calmar 1.4 Vol 25% \| MDD -13.7% Months 19M (10%)	CAGR 14.1% \| Win 57% Sharpe 0.89 \| Sortino 1.58 \| Calmar 0.9 Vol 16% \| MDD -16.2% Months 14M (8%)	CAGR 17.1% \| Win 58% Sharpe 0.84 \| Sortino 1.38 \| Calmar 1.1 Vol 21% \| MDD -16.2% Months 33M (18%)
MACD only	CAGR 14.8% \| Win 70% Sharpe 1.05 \| Sortino 1.54 \| Calmar 0.6 Vol 14% \| MDD -23.9% Months 162M (87%)	CAGR 13.0% \| Win 60% Sharpe 0.95 \| Sortino 1.52 \| Calmar 0.8 Vol 14% \| MDD -16.2% Months 25M (13%)

	RSI pos	RSI neg	MRmean only
MRmean pos	CAGR 14.0% \| Win 71% Sharpe 1.15 \| Sortino 1.73 \| Calmar 0.9 Vol 12% \| MDD -15.1% Months 154M (82%)	-	CAGR 14.0% \| Win 71% Sharpe 1.15 \| Sortino 1.73 \| Calmar 0.9 Vol 12% \| MDD -15.1% Months 154M (82%)
MRmean neg	CAGR -8.4% \| Win 44% Sharpe -0.37 \| Sortino -0.53 \| Calmar -0.2 Vol 19% \| MDD -33.9% Months 25M (13%)	CAGR 152.0% \| Win 100% Sharpe 9.61 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 8M (4%)	CAGR 17.1% \| Win 58% Sharpe 0.84 \| Sortino 1.38 \| Calmar 1.1 Vol 21% \| MDD -16.2% Months 33M (18%)
RSI only	CAGR 10.6% \| Win 68% Sharpe 0.82 \| Sortino 1.15 \| Calmar 0.3 Vol 13% \| MDD -36.0% Months 179M (96%)	CAGR 152.0% \| Win 100% Sharpe 9.61 \| Sortino 0.00 \| Calmar 0.0 Vol 10% \| MDD 0.0% Months 8M (4%)

	MACDhist pos	MACDhist neg	MRmean only
MRmean pos	CAGR 16.4% \| Win 71% Sharpe 1.34 \| Sortino 2.37 \| Calmar 1.7 Vol 12% \| MDD -9.7% Months 106M (57%)	CAGR 9.1% \| Win 73% Sharpe 0.75 \| Sortino 0.92 \| Calmar 0.6 Vol 13% \| MDD -14.6% Months 48M (26%)	CAGR 14.0% \| Win 71% Sharpe 1.15 \| Sortino 1.73 \| Calmar 0.9 Vol 12% \| MDD -15.1% Months 154M (82%)
MRmean neg	CAGR -57.1% \| Win 0% Sharpe -2.79 \| Sortino -2.79 \| Calmar -70.4 Vol 28% \| MDD -0.8% Months 2M (1%)	CAGR 24.9% \| Win 61% Sharpe 1.21 \| Sortino 2.25 \| Calmar 1.5 Vol 20% \| MDD -16.2% Months 31M (17%)	CAGR 17.1% \| Win 58% Sharpe 0.84 \| Sortino 1.38 \| Calmar 1.1 Vol 21% \| MDD -16.2% Months 33M (18%)
MACDhist only	CAGR 14.2% \| Win 69% Sharpe 1.12 \| Sortino 1.61 \| Calmar 0.7 Vol 13% \| MDD -19.6% Months 108M (58%)	CAGR 15.1% \| Win 68% Sharpe 0.96 \| Sortino 1.48 \| Calmar 0.7 Vol 16% \| MDD -20.3% Months 79M (42%)